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STATES |
SECURITIES AND EXCHANGE COMMISSION |
Washington, D.C. 20549 |
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FORM N-CSR |
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CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT |
COMPANIES |
Investment Company Act file number 811-21779 |
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JOHN HANCOCK FUNDS II |
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(Exact name of registrant as specified in charter) |
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601 CONGRESS STREET, BOSTON, MA 02210-2805 |
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(Address of principal executive offices) (Zip code) |
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MICHAEL J. LEARY, 601 CONGRESS STREET, BOSTON, MA 02210-2805 |
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(Name and address of agent for service) |
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Registrant's telephone number, including area code: (617) 663-4490 |
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Date of fiscal year end: 8/31 |
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Date of reporting period: 2/28/10 | | |
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ITEM 1. REPORTS TO STOCKHOLDERS. |
The Registrant prepared four semiannual reports to shareholders for the period ended February 28, 2010. The first report applies to the Floating Rate Income Fund, the second report applies to the Optimized Value Fund, the third report applies to 9 Lifecycle Portfolios and the fourth report applies to 64 of the Registrant’s Funds.

A look at performance
For the period ended February 28, 2010
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | SEC | | | SEC |
| | | | | | | | | | | | | 30-day | | | 30-day |
| | | | | | | | | | | | | yield | | | yield |
| | | | | | | | | | | | | (%) | | | (%) |
| Average annual returns (%) | | Cumulative total returns (%) | | | | (subsi- | | | (unsubsi- |
| with maximum sales charge (POP) | | with maximum sales charge (POP) | | | dized) | | | dized)1 |
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| |
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| | | | Since | | | | | | Since | | as of | | as of |
| 1-year | 5-year | 10-year | inception 2 | | 6-months | 1-year | 5-year | 10-year | inception 2 | | 2-28-10 | | 2-28-10 |
Class A | 27.84 | — | — | 2.29 | | 3.82 | 27.84 | — | — | 5.03 | | 4.22 | | 4.22 |
Class B | 25.63 | — | — | 1.66 | | 1.51 | 25.63 | — | — | 3.61 | | 3.59 | | 3.32 |
Class C | 29.87 | — | — | 3.06 | | 5.61 | 29.87 | — | — | 6.73 | | 3.60 | | 3.60 |
Class I3 | 32.16 | — | — | 4.12 | | 7.22 | 32.16 | — | — | 9.12 | | 4.74 | | 4.68 |
Class 13 | 32.33 | — | — | 4.15 | | 7.15 | 32.33 | — | — | 9.18 | | 4.80 | | 4.80 |
Class NAV3 | 32.38 | — | — | 4.21 | | 7.29 | 32.38 | — | — | 9.33 | | 4.85 | | 4.85 |
Performance figures assume all distributions are reinvested. Public offering price (POP) figures reflect maximum sales charges on Class A shares of 3%, and the applicable contingent deferred sales charge (CDSC) on Class B shares and Class C shares. The Class B shares’ CDSC declines annually between years 1 to 6 according to the following schedule: 5, 4, 3, 3, 2, 1%. No sales charge will be assessed after the sixth year. Class C shares held for less than one year are subject to a 1% CDSC. Sales charges are not applicable for Class I, Class 1 and Class NAV shares.
The expense ratios of the Fund, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Fund and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The net expenses are as follows: Class A — 1.20%, Class B — 1.95%, Class C — 1.95%, Class I — 0.85%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 1.23%, Class B — 3.86%, Class C — 2.09%, Class I — 0.95%. For the other classes, the net expenses equal the gross expenses and are as follows: Class 1 — 0.80%, Class NAV — 0.75%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Fund’s current performance may be higher or lower than the performance shown. For current to the most recent month end performance data, please call 1–800–225–5291 or visit the Fund’s Web site at www.jhfunds.com.
The performance table above and the chart on the next page do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares.
The Fund’s performance results reflect any applicable expense reductions, without which the expenses increase and results would have been less favorable.
1 Unsubsidized yields reflect what the yield would have been without the effect of reimbursements and waivers.
2 From January 2, 2008.
3 For certain types of investors, as described in the Fund’s Class I, Class 1 and Class NAV share prospectuses.
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6 | Floating Rate Income Fund | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Floating Rate Income Fund Class A shares for the period indicated. For comparison, we’ve shown the same investment in the S&P/LSTA Leveraged Performing Loan Index.

| | | | |
| Period | Without sales | With maximum | |
| beginning | charge | sales charge | Index |
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Class B | 1-2-08 | $10,645 | $10,361 | $11,037 |
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Class C2 | 1-2-08 | 10,673 | 10,673 | 11,037 |
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Class I2,3 | 1-2-08 | 10,912 | 10,912 | 11,037 |
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Class 12,3 | 1-2-08 | 10,918 | 10,918 | 11,037 |
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Class NAV2,3 | 1-2-08 | 10,933 | 10,933 | 11,037 |
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Assuming all distributions were reinvested for the period indicated, the table above shows the value of a $10,000 investment in the fund’s Class B, Class C, Class I, Class 1 and Class NAV shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in the different classes and the fee structure of those classes.
S&P/LSTA Leveraged Performing Loan Index is a subset of the S&P/LSTA leveraged loan index tracking returns in the leveraged loan market and capturing a broad cross-section of the U.S. leveraged loan market, including dollar-denominated, U.S.-syndicated loans to overseas issuers and excluding those in default.
It is not possible to invest directly in an index. Index figures do not reflect sales charges, which would have resulted in lower values if they did.
1 NAV represents net asset value and POP represents public offering price.
2 The contingent deferred sales charge, if any, is not applicable.
3 For certain types of investors, as described in the Fund’s Class I, Class 1 and Class NAV share prospectuses.
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Semiannual report | Floating Rate Income Fund | 7 |
Your expenses
These examples are intended to help you understand your ongoing operating expenses.
Understanding fund expenses
As a shareholder of the Fund, you incur two types of costs:
▪ Transaction costs which include sales charges (loads) on purchases or redemptions (varies by share class), minimum account fee charge, etc.
▪ Ongoing operating expenses including management fees, distribution and service fees (if applicable), and other fund expenses.
We are going to present only your ongoing operating expenses here.
Actual expenses/actual returns
This example is intended to provide information about your fund’s actual ongoing operating expenses, and is based on your fund’s actual return. It assumes an account value of $1,000.00 on September 1, 2009 with the same investment held until February 28, 2010.
| | | |
| Account value | Ending value | Expenses paid during year |
| on 9-1-09 | on 2-28-10 | ended 2-28-101 |
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Class A | $1,000.00 | $1,070.30 | $6.16 |
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Class B | 1,000.00 | 1,065.10 | 9.98 |
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Class C | 1,000.00 | 1,066.10 | 9.99 |
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Class I | 1,000.00 | 1,072.20 | 4.37 |
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Class 1 | 1,000.00 | 1,071.50 | 3.95 |
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Class NAV | 1,000.00 | 1,072.90 | 3.70 |
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Together with the value of your account, you may use this information to estimate the operating expenses that you paid over the period. Simply divide your account value at February 28, 2010, by $1,000.00, then multiply it by the “expenses paid” for your share class from the table above. For example, for an account value of $8,600.00, the operating expenses should be calculated as follows:

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8 | Floating Rate Income Fund | Semiannual report |
Hypothetical example for comparison purposes
This table allows you to compare your fund’s ongoing operating expenses with those of any other fund. It provides an example of the Fund’s hypothetical account values and hypothetical expenses based on each class’s actual expense ratio and an assumed 5% annualized return before expenses (which is not your fund’s actual return). It assumes an account value of $1,000.00 on September 1, 2009, with the same investment held until February 28, 2010. Look in any other fund shareholder report to find its hypothetical example and you will be able to compare these expenses.
| | | |
| Account value | Ending value | Expenses paid during year |
| on 9-1-09 | on 2-28-10 | ended 2-28-101 |
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Class A | $1,000.00 | $1,018.80 | $6.01 |
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Class B | 1,000.00 | 1,015.10 | 9.74 |
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Class C | 1,000.00 | 1,015.10 | 9.74 |
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Class I | 1,000.00 | 1,020.60 | 4.26 |
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Class 1 | 1,000.00 | 1,021.00 | 3.86 |
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Class NAV | 1,000.00 | 1,021.20 | 3.61 |
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Remember, these examples do not include any transaction costs, therefore, these examples will not help you to determine the relative total costs of owning different funds. If transaction costs were included, your expenses would have been higher. See the prospectus for details regarding transaction costs.
1 Expenses are equal to the Fund’s annualized expense ratio of 1.20%, 1.95%, 1.95%, 0.85%, 0.77% and 0.72% for Class A, Class B, Class C, Class I, Class 1 and Class NAV shares, respectively, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
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Semiannual report | Floating Rate Income Fund | 9 |
Portfolio summary
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Top 10 Issuers1 | | | | |
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Ford Motor Company | 2.8% | | Lyondell Chemical Company | 2.2% |
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Harrah’s Operating Company, Inc. | 2.4% | | Panamsat Corp. | 1.9% |
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HCA, Inc. | 2.4% | | First Data Corp. | 1.8% |
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Charter Communications, Inc. | 2.3% | | Univision Communications, Inc. | 1.8% |
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Community Health Systems, Inc. | 2.3% | | Energy Future Holdings Corp. | 1.7% |
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Sector Composition2,3 | | | | |
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Consumer Discretionary | 30% | | Financials | 6% |
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Health Care | 15% | | Energy | 5% |
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Industrials | 12% | | Telecommunication Services | 5% |
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Materials | 8% | | Consumer Staples | 2% |
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Information Technology | 7% | | Short-Term Investments & Other | 4% |
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Utilities | 6% | | | |
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Quality Distribution2 | | | | |
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A | 2% | | | |
| | |
BBB | 2% | | | |
| | |
BB | 43% | | | |
| | |
B | 41% | | | |
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CCC | 4% | | | |
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C | 2% | | | |
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Short-Term Investments & Other | 6% | | | |
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1 As a percentage of net assets on February 28, 2010. Excludes cash and cash equivalents.
2 As a percentage of net assets on February 28, 2010.
3 Sector investing is subject to greater risks than the market as a whole. Because the Fund may focus on particular sectors of the economy, its performance may depend on the performance of those sectors.
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10 | Floating Rate Income Fund | Semiannual report |
Fund’s investments
| | | | | |
As of 2-28-10 (unaudited) | | | | | |
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| | | Maturity | | |
| Rate | | date | Par value | Value |
Corporate Bonds 10.67% | | | | | $152,652,510 |
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(Cost $148,176,308) | | | | | |
| | | | | |
Consumer Discretionary 0.23% | | | | | 3,330,946 |
| | | | | |
Hotels, Restaurants & Leisure 0.12% | | | | | |
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Harrah’s Operating Company, Inc. | 11.250% | | 06-01-17 | $1,500,000 | 1,556,250 |
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Station Casinos, Inc. (H) | 7.750 | | 08-15-16 | 1,596,000 | 231,420 |
| | | | | |
Multiline Retail 0.06% | | | | | |
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Neiman Marcus Group, Inc., PIK | 9.000 | | 10-15-15 | 859,935 | 847,036 |
| | | | | |
Specialty Retail 0.05% | | | | | |
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Blockbuster, Inc. (S) | 11.750 | | 10-01-14 | 967,000 | 696,240 |
| | | | | |
Consumer Staples 0.01% | | | | | 146,678 |
| | | | | |
Food Products 0.01% | | | | | |
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Dole Food Company, Inc. (S) | 13.875 | | 03-15-14 | 123,000 | 146,678 |
| | | | | |
Energy 1.80% | | | | | 25,792,425 |
| | | | | |
Energy Equipment & Services 0.35% | | | | | |
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Hercules Offshore LLC (S) | 10.500 | | 10-15-17 | 5,000,000 | 4,975,000 |
| | | | | |
Oil, Gas & Consumable Fuels 1.45% | | | | | |
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Chesapeake Energy Corp. | 9.500 | | 02-15-15 | 6,000,000 | 6,525,000 |
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Murray Energy Corp. (S) | 10.250 | | 10-15-15 | 6,080,000 | 6,087,600 |
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OPTI Canada, Inc. (S) | 9.000 | | 12-15-12 | 2,990,000 | 3,042,325 |
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SandRidge Energy, Inc. (S) | 9.875 | | 05-15-16 | 5,000,000 | 5,162,500 |
| | | | | |
Financials 3.06% | | | | | 43,716,551 |
| | | | | |
Consumer Finance 0.78% | | | | | |
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Ford Motor Credit Company LLC | 12.000 | | 05-15-15 | 5,400,000 | 6,168,550 |
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Ford Motor Credit Company LLC | 7.500 | | 08-01-12 | 5,000,000 | 5,020,955 |
| | | | | |
Diversified Financial Services 1.65% | | | | | |
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Citigroup, Inc. | 8.500 | | 05-22-19 | 4,750,000 | 5,481,296 |
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Citigroup, Inc. | 6.375 | | 08-12-14 | 7,500,000 | 7,959,735 |
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GMAC, Inc. (S) | 8.300 | | 02-12-15 | 10,000,000 | 10,087,500 |
| | | | | |
Insurance 0.63% | | | | | |
|
American International Group, Inc. | 5.050 | | 10-01-15 | 10,650,000 | 8,998,515 |
| | | | | |
Health Care 0.12% | | | | | 1,690,000 |
| | | | | |
Health Care Equipment & Supplies 0.12% | | | | | |
|
Universal Hospital Services, Inc. (P) | 3.859 | | 06-01-15 | 2,000,000 | 1,690,000 |
See notes to financial statements
| |
Semiannual report | Floating Rate Income Fund | 11 |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Industrials 2.23% | | | | | $31,871,960 |
| | | | | |
Airlines 0.78% | | | | | |
|
Continental Airlines, Inc., | | | | | |
Series 1991-1, Class A | 6.545% | | 02-02-19 | $318,115 | 318,910 |
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Continental Airlines, Inc., Series 01A2 | 6.503 | | 06-15-11 | 1,030,000 | 1,045,450 |
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Continental Airlines, Inc., Series 974A | 6.900 | | 01-02-18 | 1,146,810 | 1,136,775 |
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Continental Airlines, Inc., Series B | 9.250 | | 05-10-17 | 2,500,000 | 2,525,000 |
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United Air Lines, Inc. | 10.400 | | 11-01-16 | 1,990,000 | 2,104,425 |
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United Air Lines, Inc. | 9.750 | | 01-15-17 | 3,830,000 | 3,992,775 |
| | | | | |
Building Products 0.18% | | | | | |
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Nortek, Inc. | 11.000 | | 12-01-13 | 2,511,111 | 2,636,667 |
| | | | | |
Electrical Equipment 0.18% | | | | | |
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NXP BV (P) | 3.001 | | 10-15-13 | 3,000,000 | 2,542,500 |
| | | | | |
Road & Rail 1.09% | | | | | |
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Kansas City Southern de Mexico SA de CV | 9.375 | | 05-01-12 | 1,022,000 | 1,052,660 |
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RailAmerica, Inc. | 9.250 | | 07-01-17 | 13,842,000 | 14,516,798 |
| | | | | |
Materials 1.35% | | | | | 19,287,500 |
| | | | | |
Chemicals 0.36% | | | | | |
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Georgia Gulf Corp. (S) | 9.000 | | 01-15-17 | 5,000,000 | 5,187,500 |
| | | | | |
Paper & Forest Products 0.99% | | | | | |
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Appleton Papers, Inc. (S) | 10.500 | | 06-15-15 | 7,500,000 | 6,937,500 |
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NewPage Corp. | 11.375 | | 12-31-14 | 7,500,000 | 7,162,500 |
| | | | | |
Telecommunication Services 0.80% | | | | | 11,540,000 |
| | | | | |
Wireless Telecommunication Services 0.80% | | | | | |
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iPCS, Inc. (P) | 2.374 | | 05-01-13 | 7,000,000 | 6,440,000 |
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Sprint Capital Corp. | 7.625 | | 01-30-11 | 5,000,000 | 5,100,000 |
| | | | | |
Utilities 1.07% | | | | | 15,276,450 |
| | | | |
Independent Power Producers & Energy Traders 1.07% | | | | |
|
Calpine Construction Finance Company LP (S) | 8.000 | | 06-01-16 | 7,000,000 | 7,087,500 |
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Calpine Corp. (S) | 7.250 | | 10-15-17 | 8,508,000 | 8,188,950 |
|
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Term Loans (M) 84.64% | | | | $1,210,126,678 |
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(Cost $1,147,385,979) | | | | | |
| | | | | |
Consumer Discretionary 29.59% | | | | | 422,999,733 |
| | | | | |
Auto Components 1.40% | | | | | |
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Allison Transmission, Inc. | 2.750 | | 08-07-14 | 15,219,987 | 13,938,175 |
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Visteon Corp. (H) | 5.250 | | 12-13-13 | 5,500,000 | 6,067,875 |
| | | | | |
Automobiles 2.43% | | | | | |
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Adesa, Inc. | 7.599 | | 10-18-13 | 6,226,481 | 6,004,663 |
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Ford Motor Company | 3.259 | | 12-16-13 | 30,697,931 | 28,676,995 |
| | | | | |
Diversified Consumer Services 0.23% | | | | | |
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Education Management Corp. | 2.063 | | 06-03-13 | 3,533,753 | 3,352,097 |
| | | | | |
Hotels, Restaurants & Leisure 7.73% | | | | | |
|
CCM Merger, Inc. | 8.500 | | 07-12-12 | 14,592,434 | 14,379,633 |
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Cedar Fair LP | 4.229 | | 08-30-14 | 4,925,910 | 4,881,272 |
See notes to financial statements
| |
12 | Floating Rate Income Fund | Semiannual report |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Hotels, Restaurants & Leisure (continued) | | | | | |
|
Cedar Fair LP (T) | — | | 06-13-12 | $3,194,195 | $3,165,250 |
|
Cedar Fair LP (T) | — | | 02-22-17 | 5,000,000 | 4,992,190 |
|
Golden Nugget, Inc. | 3.233% | | 06-30-14 | 3,726,136 | 2,791,498 |
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Harrah’s Operating Company, Inc. | 9.500 | | 10-31-16 | 11,000,000 | 10,969,442 |
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Harrah’s Operating Company, Inc. | 3.249 | | 01-28-15 | 27,369,753 | 22,093,467 |
|
Las Vegas Sands LLC | 2.010 | | 05-23-14 | 23,782,105 | 20,680,514 |
|
Penn National Gaming, Inc. | 1.984 | | 10-03-12 | 4,224,255 | 4,136,602 |
|
QUIZNO’S Corp. | 2.563 | | 05-05-13 | 13,944,695 | 11,893,668 |
|
SugarHouse Gaming | 11.250 | | 09-23-14 | 6,250,000 | 6,218,750 |
|
Tropicana Entertainment | 7.859 | | 01-03-12 | 4,000,000 | 1,170,000 |
|
Venetian Macau | 4.760 | | 05-27-13 | 2,845,818 | 2,707,975 |
|
Venetian Macau | 4.760 | | 05-25-12 | 491,492 | 467,685 |
| | | | | |
Internet & Catalog Retail 0.21% | | | | | |
|
Ticketmaster | 7.000 | | 07-25-14 | 2,914,286 | 2,928,857 |
| | | | | |
Leisure Equipment & Products 0.57% | | | | | |
|
Amscan Holdings, Inc. | 2.501 | | 05-25-13 | 8,560,555 | 8,132,527 |
| | | | | |
Media 12.78% | | | | | |
|
AMC Entertainment, Inc. | 1.979 | | 01-28-13 | 2,040,034 | 1,973,309 |
|
Cablevision Systems Corp. | 6.450 | | 03-29-13 | 7,002,085 | 6,804,059 |
|
Carmike Cinemas, Inc. | 5.500 | | 01-27-16 | 12,500,000 | 12,460,938 |
|
Charter Communications, Inc. | 7.250 | | 03-06-14 | 3,496,463 | 3,548,885 |
|
Charter Communications, Inc. | 2.230 | | 03-06-14 | 32,075,435 | 29,919,067 |
|
Cinemark, Inc. | 2.006 | | 04-29-16 | 1,979,540 | 1,956,280 |
|
Citadel Broadcasting Corp. | 1.980 | | 06-12-13 | 515,789 | 420,368 |
|
Citadel Broadcasting Corp. | 1.980 | | 06-12-14 | 17,838,053 | 14,741,884 |
|
CMP Susquehanna Corp. | 2.250 | | 05-05-13 | 1,399,845 | 1,101,503 |
|
Dex Media West, Inc. | 7.500 | | 10-24-14 | 9,955,681 | 9,492,742 |
|
DirecTV Holdings, Inc. | 5.250 | | 04-13-13 | 4,907,657 | 4,920,692 |
|
Idearc, Inc. | 11.000 | | 12-31-15 | 12,277,467 | 11,184,012 |
|
Idearc, Inc. (T) | — | | 12-31-14 | 4,000,000 | 2,073,732 |
|
Insight Midwest Holdings LLC | 2.250 | | 04-07-14 | 2,250,000 | 2,160,351 |
|
Lodgenet Entertainment Corp. | 2.260 | | 04-04-14 | 7,922,511 | 7,320,400 |
|
Metro-Goldwyn-Mayer, Inc. (H) | 20.500 | | 04-09-12 | 9,642,296 | 5,792,908 |
|
Newsday LLC | 10.500 | | 08-01-13 | 12,500,000 | 13,359,375 |
|
Nielsen Finance LLC | 2.228 | | 08-09-13 | 8,205,779 | 7,728,088 |
|
Regal Cinemas | 4.001 | | 10-28-13 | 4,350,937 | 4,352,447 |
|
Sinclair Television Group, Inc. | 6.500 | | 10-29-15 | 9,000,000 | 9,045,000 |
|
Tribune Company | 5.000 | | 06-04-10 | 2,462,857 | 1,473,316 |
|
Univision Communications, Inc. | 2.501 | | 09-29-14 | 29,875,000 | 25,683,179 |
|
UPC Broadband Holding NV | 3.930 | | 12-31-14 | 1,934,417 | 1,880,253 |
|
UPC Broadband Holding NV | 2.180 | | 12-30-16 | 3,565,583 | 3,376,903 |
| | | | | |
Multiline Retail 2.64% | | | | | |
|
Dollar General Corp. | 2.990 | | 07-07-14 | 3,268,478 | 3,170,878 |
|
Michaels Stores, Inc. | 4.769 | | 07-31-16 | 9,930,104 | 9,459,804 |
|
Michaels Stores, Inc. | 2.519 | | 10-31-13 | 9,373,576 | 8,442,077 |
|
Neiman Marcus Group, Inc. | 2.255 | | 04-06-13 | 18,525,229 | 16,627,431 |
See notes to financial statements
| |
Semiannual report | Floating Rate Income Fund | 13 |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Specialty Retail 1.29% | | | | | |
|
General Nutrition Center | 2.500% | | 09-16-13 | $11,503,190 | $10,928,030 |
|
Petco Animal Supplies, Inc. | 2.488 | | 10-25-13 | 4,906,317 | 4,774,460 |
|
Sally Holdings LLC | 2.480 | | 11-15-13 | 2,791,651 | 2,737,314 |
| | | | | |
Textiles, Apparel & Luxury Goods 0.31% | | | | | |
|
Hanesbrands, Inc. | 5.250 | | 12-10-15 | 2,000,000 | 2,015,000 |
|
Iconix, Inc. | 2.490 | | 01-02-12 | 2,488,116 | 2,425,913 |
| | | | | |
Consumer Staples 1.49% | | | | | 21,244,599 |
| | | | | |
Food Products 1.49% | | | | | |
|
Bolthouse Farms, Inc. | 9.500 | | 02-11-16 | 11,500,000 | 11,402,974 |
|
Bolthouse Farms, Inc. | 5.500 | | 08-11-16 | 2,000,000 | 1,983,126 |
|
Dole Food Company, Inc. | 7.987 | | 04-12-13 | 4,856,999 | 4,856,999 |
|
Dole Food Company, Inc. (T) | — | | 03-02-17 | 3,000,000 | 3,001,500 |
| | | | | |
Energy 3.24% | | | | | 46,276,407 |
| | | | | |
Energy Equipment & Services 0.58% | | | | | |
|
Hercules Offshore LLC | 6.000 | | 07-11-13 | 8,779,960 | 8,306,211 |
| | | | | |
Oil, Gas & Consumable Fuels 2.66% | | | | | |
|
Ashmore Energy International | 3.248 | | 03-30-12 | 16,282,532 | 14,796,751 |
|
Enterprise GP Holdngs LP | 2.491 | | 10-31-14 | 1,979,798 | 1,953,401 |
|
SemGroup LP | 0.519 | | 11-27-13 | 7,000,000 | 6,932,919 |
|
Venoco, Inc. | 4.250 | | 05-08-14 | 15,362,501 | 14,287,125 |
| | | | | |
Financials 2.70% | | | | | 38,552,634 |
| | | | | |
Diversified Financial Services 1.18% | | | | | |
|
Chrysler Financial | 4.240 | | 08-03-12 | 6,670,919 | 6,585,865 |
|
CIT Group, Inc. | 13.000 | | 01-20-12 | 9,900,000 | 10,234,125 |
| | | | | |
Insurance 0.37% | | | | | |
|
Asurion Corp. | 3.232 | | 07-03-14 | 5,483,750 | 5,308,429 |
| | | | |
Real Estate Management & Development 1.15% | | | | |
|
Realogy Corp. | 13.500 | | 10-15-17 | 5,000,000 | 5,437,500 |
|
Realogy Corp. | 3.247 | | 10-10-13 | 12,459,164 | 10,986,715 |
| | | | | |
Health Care 15.21% | | | | | 217,542,707 |
| | | | | |
Health Care Equipment & Supplies 2.44% | | | | | |
|
Bausch & Lomb, Inc. | 3.501 | | 04-24-15 | 19,052,418 | 18,247,987 |
|
Biomet, Inc. | 3.250 | | 03-25-15 | 17,319,427 | 16,648,299 |
| | | | | |
Health Care Providers & Services 10.37% | | | | | |
|
Alliance Healthcare Services, Inc. | 5.500 | | 06-01-16 | 5,000,000 | 4,976,040 |
|
Community Health Systems, Inc. | 2.502 | | 07-25-14 | 35,506,050 | 33,175,966 |
|
CRC Health Corp. | 2.501 | | 02-06-13 | 4,536,228 | 4,230,032 |
|
CRC Health Corp. | 2.501 | | 02-06-13 | 2,952,519 | 2,753,224 |
|
DaVita, Inc. | 1.737 | | 10-05-12 | 4,158,044 | 4,060,850 |
|
Fenwal, Inc. | 2.502 | | 02-28-14 | 13,223,534 | 11,493,459 |
|
Hanger Orthopedic Group, Inc. | 2.230 | | 05-28-13 | 4,917,081 | 4,806,447 |
|
HCA, Inc. | 2.501 | | 11-18-13 | 35,558,414 | 33,744,117 |
|
Health Management Associates, Inc. | 2.001 | | 02-28-14 | 16,471,829 | 15,522,410 |
|
Iasis Healthcare Corp. | 2.229 | | 03-14-14 | 11,897,790 | 11,327,684 |
|
Manor Care | 2.729 | | 12-22-14 | 8,846,492 | 8,404,167 |
See notes to financial statements
| |
14 | Floating Rate Income Fund | Semiannual report |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Health Care Providers & Services (continued) | | | | | |
|
Royalty Pharma | 2.501% | | 04-16-13 | $7,295,571 | $7,188,327 |
|
Vanguard Health Systems, Inc. | 5.000 | | 01-29-16 | 6,650,000 | 6,658,313 |
| | | | | |
Health Care Technology 0.28% | | | | | |
|
IMS Health, Inc. (T) | — | | 11-09-16 | 4,000,000 | 4,016,000 |
| | | | | |
Pharmaceuticals 2.12% | | | | | |
|
Pharmaceutical Health Technologies | 2.479 | | 04-10-14 | 7,474,405 | 6,797,037 |
|
Warner Chilcott PLC | 5.668 | | 04-30-15 | 23,508,475 | 23,492,348 |
| | | | | |
Industrials 10.09% | | | | | 144,307,811 |
| | | | | |
Aerospace & Defense 2.06% | | | | | |
|
Dubai Aerospace Enterprise | 4.000 | | 07-31-14 | 15,536,133 | 14,396,822 |
|
Hawker Beechcraft Corp., Inc. | 2.235 | | 03-26-14 | 14,780,005 | 10,877,167 |
|
Transdigm | 2.249 | | 06-23-13 | 4,285,000 | 4,173,860 |
| | | | | |
Airlines 1.42% | | | | | |
|
Delta Air Lines, Inc. | 8.750 | | 09-27-13 | 1,995,000 | 2,005,972 |
|
Delta Air Lines, Inc. | 2.251 | | 04-30-12 | 9,335,657 | 8,057,839 |
|
United Air Lines, Inc. | 2.250 | | 02-03-14 | 12,675,170 | 10,251,044 |
| | | | | |
Commercial Services & Supplies 5.27% | | | | | |
|
Affinion Group | 2.731 | | 10-17-12 | 7,941,374 | 7,707,104 |
|
Aramark Corp. | 2.127 | | 01-27-14 | 15,911,829 | 15,178,612 |
|
Brand Energy Services | 2.563 | | 02-07-14 | 8,103,955 | 7,529,928 |
|
Language Line, Inc. | 5.500 | | 11-04-15 | 8,000,000 | 8,025,000 |
|
Thomson Learning | 2.750 | | 07-03-14 | 21,337,171 | 18,504,064 |
|
US Investigations Services, Inc. | 3.253 | | 02-21-15 | 19,984,461 | 18,385,704 |
| | | | | |
Containers & Packaging 0.45% | | | | | |
|
Graham Packaging Company, Inc. | 6.750 | | 04-05-14 | 6,381,710 | 6,409,151 |
| | | | | |
Industrial Conglomerates 0.28% | | | | | |
|
Reynolds Group Escrow LLC | 6.250 | | 11-05-15 | 4,000,000 | 4,025,000 |
| | | | | |
Professional Services 0.08% | | | | | |
|
Quebecor World, Inc. | 2.251 | | 01-17-13 | 1,171,195 | 1,124,348 |
| | | | | |
Road & Rail 0.53% | | | | | |
|
Hertz Corp. | 1.993 | | 12-21-12 | 7,846,762 | 7,656,196 |
| | | | | |
Information Technology 6.46% | | | | | 92,372,463 |
| | | | | |
Communications Equipment 0.77% | | | | | |
|
Telesat Canada | 3.240 | | 10-31-14 | 11,300,885 | 10,998,179 |
| | | | |
Semiconductors & Semiconductor Equipment 2.55% | | | | |
|
Freescale Semiconductor, Inc. | 12.500 | | 12-15-14 | 10,229,950 | 10,502,752 |
|
Freescale Semiconductor, Inc. | 1.979 | | 12-01-16 | 10,363,957 | 9,538,084 |
|
Sensata Technologies | 1.999 | | 04-26-13 | 17,456,977 | 16,376,827 |
| | | | | |
Software 3.14% | | | | | |
|
CGG | 3.465 | | 01-12-14 | 1,086,109 | 1,064,387 |
|
First Data Corp. | 2.999 | | 09-24-14 | 29,694,737 | 25,896,276 |
|
Sungard Data Systems, Inc. | 3.873 | | 02-26-16 | 16,054,144 | 15,641,328 |
|
Sungard Data Systems, Inc. | 1.978 | | 02-28-14 | 2,457,540 | 2,354,630 |
See notes to financial statements
| |
Semiannual report | Floating Rate Income Fund | 15 |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Materials 6.95% | | | | | $99,321,285 |
| | | | | |
Chemicals 2.78% | | | | | |
|
Ashland, Inc. | 7.650% | | 05-13-14 | $1,643,886 | 1,662,380 |
|
Lyondell Chemical Company (U) | 13.000 | | 04-06-10 | 6,751,396 | 7,026,515 |
|
Lyondell Chemical Company | 5.793 | | 04-06-10 | 7,738,090 | 8,078,566 |
|
Lyondell Chemical Company | 5.797 | | 12-20-13 | 24,138,051 | 17,017,326 |
|
Nalco Company | 6.500 | | 05-13-16 | 5,970,000 | 6,011,790 |
| | | | | |
Containers & Packaging 1.91% | | | | | |
|
Berry Plastics Holding Company | 2.254 | | 04-03-15 | 16,831,500 | 15,059,514 |
|
Graphic Packaging, Inc. | 3.000 | | 05-16-14 | 6,168,936 | 6,049,838 |
|
Graphic Packaging, Inc. | 2.250 | | 05-16-14 | 6,339,490 | 6,146,135 |
| | | | | |
Metals & Mining 1.00% | | | | | |
|
Norada Aluminum, Inc. | 2.229 | | 05-18-14 | 7,518,302 | 6,565,981 |
|
Novelis, Inc. | 2.243 | | 07-06-14 | 7,926,653 | 7,657,709 |
| | | | | |
Paper & Forest Products 1.26% | | | | | |
|
Georgia Pacific LLC | 3.502 | | 12-24-14 | 5,269,079 | 5,257,224 |
|
Georgia Pacific LLC | 2.256 | | 12-24-12 | 10,155,166 | 9,917,789 |
|
Georgia Pacific LLC | 2.242 | | 12-20-12 | 2,939,222 | 2,870,518 |
| | | | | |
Telecommunication Services 4.08% | | | | | 58,407,316 |
| | | | |
Diversified Telecommunication Services 3.48% | | | | |
|
Level 3 Communications, Inc. | 11.500 | | 03-13-14 | 4,000,000 | 4,322,500 |
|
Level 3 Communications, Inc. | 2.501 | | 03-13-14 | 10,500,000 | 9,460,941 |
|
Panamsat Corp. | 2.731 | | 06-30-13 | 28,949,414 | 27,520,037 |
|
Qwest Corp. | 6.950 | | 06-30-10 | 8,500,000 | 8,521,250 |
| | | | | |
Wireless Telecommunication Services 0.60% | | | | | |
|
MetroPCS Wireless, Inc. | 2.500 | | 11-04-13 | 6,408,293 | 6,173,993 |
|
MetroPCS Wireless, Inc. (T) | — | | 11-04-13 | 2,500,000 | 2,408,595 |
| | | | | |
Utilities 4.83% | | | | | 69,101,723 |
| | | | | |
Electric Utilities 2.94% | | | | | |
|
Energy Future Holdings Corp. | 3.729 | | 10-10-14 | 30,833,824 | 24,667,059 |
|
TXU Energy | 3.729 | | 10-10-14 | 21,554,274 | 17,332,330 |
| | | | |
Independent Power Producers & Energy Traders 1.89% | | | | |
|
Calpine Corp. | 3.135 | | 03-29-14 | 12,746,695 | 11,962,709 |
|
NRG Energy, Inc. | 1.996 | | 02-01-13 | 15,694,277 | 15,139,625 |
|
| | | | Shares | Value |
| | | | | |
Common Stocks 0.25% | | | | | $3,554,021 |
|
(Cost $3,714,770) | | | | | |
| | | | | |
Consumer Discretionary 0.05% | | | | | 638,232 |
| | | | | |
Media 0.05% | | | | | |
|
SuperMedia, Inc. (I) | | | | 15,196 | 638,232 |
| | | | | |
Energy 0.12% | | | | | 1,765,725 |
| | | | | |
Oil, Gas & Consumable Fuels 0.12% | | | | | |
|
Express Energy Services LLC (I) | | | | 117,715 | 1,765,725 |
See notes to financial statements
| |
16 | Floating Rate Income Fund | Semiannual report |
| | |
| Shares | Value |
Industrials 0.01% | | 92,500 |
| | |
Building Products 0.01% | | |
|
Nortek, Inc. (I) | 2,500 | 92,500 |
| | |
Materials 0.07% | | $1,057,564 |
| | |
Chemicals 0.07% | | |
|
Georgia Gulf Corp. (I) | 74,111 | 1,057,564 |
| | |
Short-Term Investments 7.33% | | $104,800,000 |
|
(Cost $104,800,000) | | |
|
| Par value | Value |
Repurchase Agreements 7.33% | | |
Bank Of America Tri-Party Repurchase Agreement dated 02-26-2010 | | |
at 0.08% to be repurchased at $33,873,226 on 03-01-2010, | | |
collateralized by $34,336,000 U.S. Treasury Notes, 0.875% due | | |
1/31/2011 (valued at $34,550,460, including interest) | $33,873,000 | $33,873,000 |
|
Morgan Stanley Tri-Party Repurchase Agreement dated 02-26-2010 | | |
at 0.05% to be repurchased at $70,927,296 on 03-01-2010, | | |
collateralized by $72,180,000 Federal Home Loan Mortgage Corp., | | |
1.50% due 3/30/2012 (valued at $72,408,305, including interest) | 70,927,000 | 70,927,000 |
|
|
|
|
Total investments (Cost $1,404,077,057)† 102.89% | $1,471,133,209 |
|
|
Other assets and liabilities, net (2.89%) | | ($41,384,925) |
|
|
Total net assets 100.00% | $1,429,748,284 |
|
The percentage shown for each investment category is the total value of that category as a percentage of the net assets of the Fund.
PIK Paid in Kind
(H) Defaulted Security. Currently, the issuer is in default with respect to interest payments.
(I) Non-income producing security.
(M) Term loans are variable rate obligations. The coupon rate shown represents the rate at period end unless the investment is unsettled.
(P) Variable rate obligation. The coupon rate shown represents the rate at period end.
(S) These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration.
(T) All or a portion of this position represents unsettled loan commitment. The coupon rate will be determined at time of settlement.
(U) All or a portion of this position represents unfunded loan commitment.
† At February 28, 2010, the aggregate cost of investment securities for federal income tax purposes was $1,407,789,188. Net unrealized appreciation aggregated $63,344,021, of which $78,440,100 related to appreciated investment securities and $15,096,079 related to depreciated investment securities.
See notes to financial statements
| |
Semiannual report | Floating Rate Income Fund | 17 |
F I N A N C I A L S T A T E M E N T S
Financial statements
Statement of assets and liabilities 2-28-10 (unaudited)
This Statement of Assets and Liabilities is the Fund’s balance sheet. It shows the value of what the Fund owns, is due and owes. You’ll also find the net asset value and the maximum offering price per share.
| |
Assets | |
|
Investments in unaffiliated issuers, at value (Cost $1,299,277,057) | $1,366,333,209 |
Repurchase agreements, at value (Cost $104,800,000) (Note 2) | 104,800,000 |
| |
Total investments, at value (Cost $1,404,077,057) | 1,471,133,209 |
| |
Cash | 6,143,386 |
Receivable for investments sold | 13,848,349 |
Receivable for fund shares sold | 10,041,910 |
Interest receivable | 9,951,381 |
Receivable for securities lending income | 746 |
Other receivables and prepaid assets | 60,309 |
| |
Total assets | 1,511,179,290 |
|
Liabilities | |
|
Payable for investments purchased | 80,628,784 |
Payable for fund shares repurchased | 440,085 |
Distributions payable | 218,791 |
Payable to affiliates | |
Accounting and legal services fees | 10,874 |
Transfer agent fees | 36,930 |
Trustees’ fees | 296 |
Management fees | 10,753 |
Other liabilities and accrued expenses | 84,493 |
| |
Total liabilities | 81,431,006 |
|
Net assets | |
|
Capital paid-in | $1,362,942,134 |
Accumulated distributions in excess of net investment income | (100,643) |
Accumulated net realized loss on investments | (149,359) |
Net unrealized appreciation on investments | 67,056,152 |
| |
Net assets | $1,429,748,284 |
See notes to financial statements
| |
18 | Floating Rate Income Fund | Semiannual report |
F I N A N C I A L S T A T E M E N T S
Statement of assets and liabilities (continued)
| |
Net asset value per share | |
|
Based on net asset values and shares outstanding — the Fund has an | |
unlimited number of shares authorized with no par value | |
Class A ($173,251,737 ÷ 18,283,755 shares) | $9.48 |
Class B ($5,454,842 ÷ 575,833 shares)1 | $9.47 |
Class C ($47,758,164 ÷ 5,023,070 shares)1 | $9.51 |
Class I ($84,419,703 ÷ 8,918,871 shares) | $9.47 |
Class 1 ($109,175 ÷ 11,544 shares) | $9.46 |
Class NAV ($1,118,754,663 ÷ 118,173,348 shares) | $9.47 |
|
Maximum offering price per share | |
|
Class A (net asset value per share ÷ 97%)2 | $9.77 |
1 Redemption price is equal to net asset value less any applicable contingent deferred sales charge.
2 On single retail sales of less than $100,000. On sales of $100,000 or more and on group sales the offering price is reduced.
See notes to financial statements
| |
Semiannual report | Floating Rate Income Fund | 19 |
F I N A N C I A L S T A T E M E N T S
Statement of operations For the period ended 2-28-10 (unaudited)
This Statement of Operations summarizes the Fund’s investment income earned and expenses incurred in operating the Fund. It also shows net gains (losses) for the period stated.
| |
Investment income | |
|
Interest | $45,344,460 |
Securities lending | 6,578 |
| |
Total investment income | 45,351,038 |
|
Expenses | |
|
Investment management fees (Note 4) | 4,378,656 |
Distribution and service fees (Note 4) | 370,631 |
Accounting and legal services fees (Note 4) | 85,730 |
Transfer agent fees (Note 4) | 133,179 |
Trustees’ fees (Note 4) | 7,214 |
State registration fees (Note 4) | 16,920 |
Printing and postage fees (Note 4) | 9,840 |
Professional fees | 25,620 |
Custodian fees | 84,142 |
Registration and filing fees | 23,548 |
Other | 5,753 |
| |
Total expenses before reductions and amounts recaptured | 5,141,233 |
Net expense reductions and amounts recaptured (Note 4) | 20,753 |
| |
Total expenses | 5,161,986 |
| |
Net investment income | 40,189,052 |
|
Realized and unrealized gain (loss) | |
|
Net realized gain (loss) on | |
Investments in unaffiliated issuers | 17,599,949 |
Investments in affiliated issuers | (5,812) |
| 17,594,137 |
Change in net unrealized appreciation (depreciation) of | |
Investments in unaffiliated issuers | 29,426,443 |
Investments in affiliated issuers | (1,563) |
| |
| 29,424,880 |
| |
Net realized and unrealized gain | 47,019,017 |
| |
Increase in net assets from operations | $87,208,069 |
See notes to financial statements
| |
20 | Floating Rate Income Fund | Semiannual report |
F I N A N C I A L S T A T E M E N T S
Statements of changes in net assets
These Statements of Changes in Net Assets shows how the value of the Fund’s net assets has changed during the period. The difference reflects earnings less expenses, any investment gains and losses, distributions, if any, paid to shareholders and the net of Fund share transactions.
| | |
| Six months | Year |
| ended | ended |
| 2-28-10 | 8-31-09 |
|
Increase (decrease) in net assets | | |
|
From operations | | |
Net investment income | $40,189,052 | $47,994,090 |
Net realized gain (loss) | 17,594,137 | (16,329,126) |
Change in net unrealized appreciation (depreciation) | 29,424,880 | 46,855,398 |
| | |
Increase in net assets resulting from operations | 87,208,069 | 78,520,362 |
| | |
Distributions to shareholders | | |
From net investment income | | |
Class A | (3,998,267) | (2,272,510) |
Class B | (90,359) | (50,115) |
Class C | (824,776) | (429,181) |
Class I | (1,674,895) | (694,304) |
Class 1 | (3,472) | (6,417) |
Class NAV | (34,894,949) | (44,954,646) |
From net realized gain | | |
Class A | — | (228) |
Class B | — | (7) |
Class C | — | (39) |
Class I | — | (28) |
Class 1 | — | (2) |
Class NAV | — | (12,024) |
| | |
Total distributions | (41,486,718) | (48,419,501) |
| | |
From Fund share transactions (Note 5) | 246,112,115 | 583,851,148 |
| | |
Total increase | 291,833,466 | 613,952,009 |
|
Net assets | | |
|
Beginning of period | 1,137,914,818 | 523,962,809 |
| | |
End of period | $1,429,748,284 | $1,137,914,818 |
| | |
Undistributed (distributions in excess of) net | | |
investment income | ($100,643) | $1,197,023 |
See notes to financial statements
| |
Semiannual report | Floating Rate Income Fund | 21 |
Financial highlights
The Financial Highlights show how the Fund’s net asset value for a share has changed since the beginning of the period.
| | | | | |
CLASS A SHARES Period ended | | | 2-28-101 | 8-31-09 | 8-31-082 |
Per share operating performance | | | | | |
|
Net asset value, beginning of period | | | $9.13 | $9.79 | $10.00 |
Net investment income3 | | | 0.27 | 0.56 | 0.37 |
Net realized and unrealized gain (loss) on investments | | | 0.36 | (0.66) | (0.25) |
Total from investment operations | | | 0.63 | (0.10) | 0.12 |
Less distributions | | | | | |
From net investment income | | | (0.28) | (0.56) | (0.33) |
From net realized gain | | | — | —4 | — |
Total distributions | | | (0.28) | (0.56) | (0.33) |
Net asset value, end of period | | | $9.48 | $9.13 | $9.79 |
Total return (%)5,6 | | | 7.037 | (0.07) | 1.237 |
|
Ratios and supplemental data | | | | | |
|
Net assets, end of period (in millions) | | | $173 | $110 | $11 |
Ratios (as a percentage of average net assets): | | | | | |
Expenses before reductions and amounts recaptured | | | 1.188 | 1.23 | 1.528 |
Expenses including reductions and amounts recaptured | | | 1.208,9 | 1.20 | 1.188 |
Net investment income | | | 5.908 | 6.16 | 5.708 |
Portfolio turnover (%) | | | 37 | 3610 | 11 |
1 Semiannual period from 9-1-09 to 2-28-10. Unaudited.
2 The inception date for Class A shares is 1-2-08.
3 Based on the average daily shares outstanding.
4 Less than ($0.005) per share.
5 Total returns would have been lower had certain expenses not been reduced during the periods shown.
6 Assumes dividend reinvestment (if applicable).
7 Not annualized.
8 Annualized.
9 Includes the impact of expense recapture which amounted to 0.02% of average net assets. See Note 4.
10 The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle.
See notes to financial statements
| |
22 | Floating Rate Income Fund | Semiannual report |
| | | | | |
CLASS B SHARES Period ended | | | 2-28-101 | 8-31-09 | 8-31-082 |
Per share operating performance | | | | | |
|
Net asset value, beginning of period | | | $9.13 | $9.79 | $10.00 |
Net investment income3 | | | 0.24 | 0.49 | 0.31 |
Net realized and unrealized gain (loss) on investments | | | 0.35 | (0.65) | (0.24) |
Total from investment operations | | | 0.59 | (0.16) | 0.07 |
Less distributions | | | | | |
From net investment income | | | (0.25) | (0.50) | (0.28) |
From net realized gain | | | — | —4 | — |
Total distributions | | | (0.25) | (0.50) | (0.28) |
Net asset value, end of period | | | $9.47 | $9.13 | $9.79 |
Total return (%)5,6 | | | 6.517 | (0.80) | 0.767 |
|
Ratios and supplemental data | | | | | |
|
Net assets, end of period (in millions) | | | $5 | $3 | $1 |
Ratios (as a percentage of average net assets): | | | | | |
Expenses before reductions and amounts recaptured | | | 2.118 | 3.86 | 4.768 |
Expenses including reductions and amounts recaptured | | | 1.958,9 | 1.95 | 1.938 |
Net investment income | | | 5.088 | 5.53 | 4.788 |
Portfolio turnover (%) | | | 37 | 3610 | 11 |
1 Semiannual period from 9-1-09 to 2-28-10. Unaudited.
2 The inception date for Class B shares is 1-2-08.
3 Based on the average daily shares outstanding.
4 Less than ($0.005) per share.
5 Total returns would have been lower had certain expenses not been reduced during the periods shown.
6 Assumes dividend reinvestment (if applicable).
7 Not annualized.
8 Annualized.
9 Includes the impact of expense recapture which amounted to less than 0.005% of average net assets. See Note 4.
10 The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle.
| | | | | |
CLASS C SHARES Period ended | | | 2-28-101 | 8-31-09 | 8-31-082 |
Per share operating performance | | | | | |
|
Net asset value, beginning of period | | | $9.16 | $9.80 | $10.00 |
Net investment income3 | | | 0.24 | 0.47 | 0.32 |
Net realized and unrealized gain (loss) on investments | | | 0.36 | (0.62) | (0.24) |
Total from investment operations | | | 0.60 | (0.15) | 0.08 |
Less distributions | | | | | |
From net investment income | | | (0.25) | (0.49) | (0.28) |
From net realized gain | | | — | —4 | — |
Total distributions | | | (0.25) | (0.49) | (0.28) |
Net asset value, end of period | | | $9.51 | $9.16 | $9.80 |
Total return (%)5,6 | | | 6.617 | (0.69) | 0.817 |
|
Ratios and supplemental data | | | | | |
|
Net assets, end of period (in millions) | | | $48 | $23 | $2 |
Ratios (as a percentage of average net assets): | | | | | |
Expenses before reductions and amounts recaptured | | | 1.898 | 2.09 | 2.328 |
Expenses including reductions and amounts recaptured | | | 1.958,9 | 1.95 | 1.958 |
Net investment income | | | 5.088 | 5.39 | 4.968 |
Portfolio turnover (%) | | | 37 | 3610 | 11 |
1 Semiannual period from 9-1-09 to 2-28-10. Unaudited.
2 The inception date for Class C shares is 1-2-08.
3 Based on the average daily shares outstanding.
4 Less than ($0.005) per share.
5 Total returns would have been lower had certain expenses not been reduced during the periods shown.
6 Assumes dividend reinvestment (if applicable).
7 Not annualized.
8 Annualized.
9 Includes the impact of expense recapture which amounted to 0.06% of average net assets. See Note 4.
10 The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle.
See notes to financial statements
| |
Semiannual report | Floating Rate Income Fund | 23 |
| | | | | |
CLASS I SHARES Period ended | | | 2-28-101 | 8-31-09 | 8-31-082 |
Per share operating performance | | | | | |
|
Net asset value, beginning of period | | | $9.12 | $9.79 | $10.00 |
Net investment income3 | | | 0.29 | 0.60 | 0.37 |
Net realized and unrealized gain (loss) on investments | | | 0.36 | (0.68) | (0.22) |
Total from investment operations | | | 0.65 | (0.08) | 0.15 |
Less distributions | | | | | |
From net investment income | | | (0.30) | (0.59) | (0.36) |
From net realized gain | | | — | —4 | — |
Total distributions | | | (0.30) | (0.59) | (0.36) |
Net asset value, end of period | | | $9.47 | $9.12 | $9.79 |
Total return (%)5,6 | | | 7.227 | 0.25 | 1.527 |
|
Ratios and supplemental data | | | | | |
|
Net assets, end of period (in millions) | | | $84 | $40 | $1 |
Ratios (as a percentage of average net assets): | | | | | |
Expenses before reductions and amounts recaptured | | | 0.838 | 0.95 | 4.488 |
Expenses including reductions and amounts recaptured | | | 0.858,9 | 0.85 | 0.828 |
Net investment income | | | 6.208 | 6.36 | 5.788 |
Portfolio turnover (%) | | | 37 | 3610 | 11 |
1 Semiannual period from 9-1-09 to 2-28-10. Unaudited.
2 The inception date for Class I shares is 1-2-08.
3 Based on the average daily shares outstanding.
4 Less than ($0.005) per share.
5 Total returns would have been lower had certain expenses not been reduced during the periods shown.
6 Assumes dividend reinvestment (if applicable).
7 Not annualized.
8 Annualized.
9 Includes the impact of expense recapture which amounted to 0.03% of average net assets. See Note 4.
10 The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle.
| | | | | |
CLASS 1 SHARES Period ended | | | 2-28-101 | 8-31-09 | 8-31-082 |
Per share operating performance | | | | | |
|
Net asset value, beginning of period | | | $9.12 | $9.78 | $10.00 |
Net investment income3 | | | 0.29 | 0.59 | 0.38 |
Net realized and unrealized gain (loss) on investments | | | 0.35 | (0.65) | (0.23) |
Total from investment operations | | | 0.64 | (0.06) | (0.15) |
Less distributions | | | | | |
From net investment income | | | (0.30) | (0.60) | (0.37) |
From net realized gain | | | — | —4 | — |
Total distributions | | | (0.30) | (0.60) | (0.37) |
Net asset value, end of period | | | $9.46 | $9.12 | $9.78 |
Total return (%)5 | | | 7.156,7 | 0.40 | 1.486 |
|
Ratios and supplemental data | | | | | |
|
Net assets, end of period (in millions) | | | —8 | —8 | —8 |
Ratios (as a percentage of average net assets): | | | | | |
Expenses before reductions and amounts recaptured | | | 0.789 | 0.80 | 0.789 |
Expenses including reductions and amounts recaptured | | | 0.779 | 0.80 | 0.789 |
Net investment income | | | 6.369 | 7.13 | 5.839 |
Portfolio turnover (%) | | | 37 | 3610 | 11 |
1 Semiannual period from 9-1-09 to 2-28-10. Unaudited.
2 The inception date for Class 1 shares is 1-2-08.
3 Based on the average daily shares outstanding.
4 Less than ($0.005) per share.
5 Assumes dividend reinvestment (if applicable).
6 Not annualized.
7 Total returns would have been lower had certain expenses not been reduced during the periods shown.
8 Less than $500,000.
9 Annualized.
10 The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle.
See notes to financial statements
| |
24 | Floating Rate Income Fund | Semiannual report |
| | | | | |
CLASS NAV Period ended | | | 2-28-101 | 8-31-09 | 8-31-082 |
Per share operating performance | | | | | |
|
Net asset value, beginning of period | | | $9.12 | $9.79 | $10.00 |
Net investment income3 | | | 0.30 | 0.60 | 0.40 |
Net realized and unrealized gain (loss) on investments | | | 0.36 | (0.67) | (0.24) |
Total from investment operations | | | 0.66 | (0.07) | (0.16) |
Less distributions | | | | | |
From net investment income | | | (0.31) | (0.60) | (0.37) |
From net realized gain | | | — | —4 | — |
Total distributions | | | (0.31) | (0.60) | (0.37) |
Net asset value, end of period | | | $9.47 | $9.12 | $9.79 |
Total return (%)5 | | | 7.296,7 | 0.31 | 1.596 |
|
Ratios and supplemental data | | | | | |
|
Net assets, end of period (in millions) | | | $1,119 | $962 | $510 |
Ratios (as a percentage of average net assets): | | | | | |
Expenses before reductions and amounts recaptured | | | 0.738 | 0.75 | 0.758 |
Expenses including reductions and amounts recaptured | | | 0.728 | 0.75 | 0.758 |
Net investment income | | | 6.428 | 7.08 | 6.168 |
Portfolio turnover (%) | | | 37 | 369 | 11 |
1 Semiannual period from 9-1-09 to 2-28-10. Unaudited.
2 The inception date for Class NAV shares is 1-2-08.
3 Based on the average daily shares outstanding.
4 Less than ($0.005) per share.
5 Assumes dividend reinvestment (if applicable).
6 Not annualized.
7 Total returns would have been lower had certain expenses not been reduced during the periods shown.
8 Annualized.
9 The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle.
See notes to financial statements
| |
Semiannual report | Floating Rate Income Fund | 25 |
Notes to financial statements
(unaudited)
Note 1 — Organization
John Hancock Floating Rate Income Fund (the Fund) is a non-diversified series of John Hancock Funds II (the Trust), an open-end management investment company organized as a Massachusetts business trust and registered under the Investment Company Act of 1940, as amended (the 1940 Act). The investment objective of the Fund is to seek a high level of current income.
The Fund may offer multiple classes of shares. The shares currently offered are detailed in the Statement of Assets and Liabilities. Class A, Class B and Class C shares are offered to all investors. Class I shares are offered to institutions and certain investors. Class 1 shares are offered only to certain affiliates of Manulife Financial Corporation (MFC). Class NAV shares are offered to the John Hancock Lifestyle and Lifecycle Funds, and other affiliated John Hancock funds. The Lifestyle and Lifecycle Funds are series of the Trust and operate as “funds of funds” that invest in other series of the Trust and certain other investments. Shareholders of each class have exclusive voting rights to matters that affect that class. The distribution and service fees, transfer agent fees, registration fees and printing and postage fees for each class may differ. Class B shares convert to Class A shares eight years after purchase.
Note 2 — Significant accounting policies
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America, which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Events or transactions occurring after the end of the fiscal period through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Security valuation. Investments are stated at value as of the close of the regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. The Fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these techniques are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes significant unobservable input s when market prices are not readily available or reliable, including the Fund’s own assumptions in determining the fair value of investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The following is a summary of the values by input classification of the Fund’s investments as of February 28, 2010, by major security category or type:
| |
26 | Floating Rate Income Fund | Semiannual report |
| | | | |
| | | LEVEL 2 | LEVEL 3 |
| TOTAL MARKET | | SIGNIFICANT | SIGNIFICANT |
| VALUE AT | LEVEL 1 | OBSERVABLE | UNOBSERVABLE |
| 2-28-10 | QUOTED PRICE | INPUTS | INPUTS |
|
Corporate Bonds | | | | |
Consumer Discretionary | $3,330,946 | — | $3,330,946 | — |
Consumer Staples | 146,678 | — | 146,678 | — |
Energy | 25,792,425 | — | 25,792,425 | — |
Financials | 43,716,551 | — | 43,716,551 | — |
Health Care | 1,690,000 | — | 1,690,000 | — |
Industrials | 31,871,960 | — | 31,871,960 | — |
Materials | 19,287,500 | — | 19,287,500 | — |
Telecommunication | | | | |
Services | 11,540,000 | — | 11,540,000 | — |
Utilities | 15,276,450 | — | 15,276,450 | — |
Term Loans | | | | |
Consumer Discretionary | 422,999,733 | — | 422,999,733 | — |
Consumer Staples | 21,244,599 | — | 21,244,599 | — |
Energy | 46,276,407 | — | 46,276,407 | — |
Financials | 38,552,634 | — | 38,552,634 | — |
Health Care | 217,542,707 | — | 217,542,707 | — |
Industrials | 144,307,811 | — | 144,307,811 | — |
Information Technology | 92,372,463 | — | 92,372,463 | — |
Materials | 99,321,285 | — | 99,321,285 | — |
Telecommunication | | | | |
Services | 58,407,316 | — | 58,407,316 | — |
Utilities | 69,101,723 | — | 69,101,723 | — |
Common Stocks | | | | |
Consumer Discretionary | 638,232 | $638,232 | — | — |
Energy | 1,765,725 | — | 1,765,725 | — |
Industrials | 92,500 | — | 92,500 | — |
Materials | 1,057,564 | 1,057,564 | — | — |
Repurchase Agreement | 104,800,000 | — | 104,800,000 | — |
|
Total investments | | | | |
in securities | $1,471,133,209 | $1,695,796 | $1,469,437,413 | — |
The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
| | |
| PREFERRED STOCK | |
|
Balance as of 8/31/09 | $1,968,862 | |
Accrued discounts/premiums | — | |
Realized gain (loss) | — | |
Change in unrealized appreciation (depreciation) | (820,799) | |
Net purchases (sales) | (1,148,063) | |
Net transfers in and/out of Level 3 | — | |
Balance as of 2/28/10 | — | |
In order to value the securities, the Fund uses the following valuation techniques. Equity securities held by the Fund are valued at the last sale price or official closing price on the principal securities exchange on which they trade. In the event there were no sales during the day or closing prices are not available, then securities are valued using the last quoted bid or evaluated price. Debt obligations are valued based on the evaluated prices provided by an independent pricing service,
| |
Semiannual report | Floating Rate Income Fund | 27 |
which utilizes both dealer-supplied and electronic data processing techniques, which take into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data. Certain securities traded only in the over-the-counter market are valued at the last bid price quoted by brokers making markets in the securities at the close of trading. Certain short-term securities are valued at amortized cost.
Other portfolio securities and assets, where market quotations are not readily available, are valued at fair value, as determined in good faith by the Fund’s Pricing Committee, following procedures established by the Board of Trustees. Generally, trading in non-U.S. securities is substantially completed each day at various times prior to the close of trading on the NYSE. The values of non-U.S. securities, used in computing the net asset value of the Fund’s shares, are generally determined at these times. Significant market events that affect the values of non-U.S. securities may occur after the time when the valuation of the securities is generally determined and the close of the NYSE. During significant market events, these securities will be valued at fair value, as determined in good faith, following procedures established by the Board of Trustees.
Repurchase agreements. The Fund may enter into repurchase agreements. When a Fund enters into a repurchase agreement it receives collateral which is held in a segregated account by the Fund’s custodian. The collateral amount is marked-to-market and monitored on a daily basis to ensure that the collateral held is in an amount not less than the principal amount of the repurchase agreement plus any accrued interest. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which time the collateral value may decline. Collateral for certain tri-party repurchase agreements is held at a third-party custodian bank in a segregated account for the benefit of the Fund.
Term loans. Floating rate loans are generally subject to legal or contractual restrictions on resale. The liquidity of floating rate loans, including the volume and frequency of secondary market trading in such loans, varies significantly over time and among individual floating rate loans. During periods of infrequent trading, valuing a floating rate loan can be more difficult and buying and selling a floating rate loan at an acceptable price can be more difficult and delayed. Difficulty in selling a floating rate loan can result in a loss. Fees associated with loan amendments are accrued daily. At February 28, 2010, the Fund had $2,341,451 in unfunded loan commitments outstanding.
Loan participations and assignments. A Fund’s ability to receive payments of principal and interest and other amounts in connection with loans (whether through participations, assignments or otherwise) will depend primarily on the financial condition of the borrower. A Fund’s failure to receive scheduled interest or principal payments on a term loan due to a default, bankruptcy or other reasons would adversely affect the Fund’s income and would likely reduce the value of its assets. Because many term loans are not rated by independent credit rating agencies, a decision to invest in a particular loan could depend exclusively on the subadviser’s credit analysis of the borrower and/or term loan agents. A Fund may have limited rights to enforce the terms of an underlying loan.
Security transactions and related investment income. Investment security transactions are accounted for on a trade date plus one basis for daily net asset value calculations. However, for financial reporting purposes, investment transactions are reported on trade date. Interest income is accrued as earned. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds from litigation. Interest income includes coupon interest and amortization/accretion of discounts/premiums on debt securities. Debt obligations may be placed in a non-accrual status and related interest income may be reduced by stopping current accruals and writing off interest receivables when the collection of all or a portion of interest has become doubtful.
| |
28 | Floating Rate Income Fund | Semiannual report |
Securities lending. The Fund may lend its securities to earn additional income. It receives and maintains cash collateral received from the borrower in an amount not less than the market value of the loaned securities. The Fund will invest its collateral in John Hancock Collateral Investment Trust (JHCIT), which is a non-stable value fund investing in short-term investments as part of the securities lending program. As a result, the Fund will receive the benefit of any gains and bear any losses generated by JHCIT. Although risk of the loss of the securities lent is mitigated by holding the collateral, the Fund could experience a delay in recovering its securities and a possible loss of income or value if the borrower fails to return the securities or if collateral investments decline in value. The Fund may receive compensation for lending its securities by retaining a portion of the return on the investment of the collateral.
Line of credit. The Fund may borrow from banks for temporary or emergency purposes, including meeting redemption requests that otherwise might require the untimely sale of securities. Pursuant to the custodian agreement, the custodian may loan money to a Fund to make properly authorized payments. The Fund is obligated to repay the custodian for any overdraft, including any related costs or expenses. The custodian has a lien, security interest or security entitlement in any Fund property that is not segregated, to the maximum extent permitted by law for any overdraft.
In addition, the Fund and other affiliated funds have entered into an agreement with the custodian which enables them to participate in a $300 million unsecured committed line of credit. A commitment fee, payable at the end of each calendar quarter, based on the average daily unused portion of the line of credit, is charged to each participating fund on a pro rata basis based on their relative average net assets. For the six months ended February 28, 2010, there were no significant borrowings under the line of credit by the Fund. Effective March 31, 2010, the amount of the line of credit changed to $200 million.
Expenses. The majority of expenses are directly attributable to an individual Fund. Expenses that are not readily attributable to a specific fund are allocated among all Funds in an equitable manner, taking into consideration, among other things, the nature and type of expense and the Funds’ relative assets. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Class allocations. Income, common expenses, and realized and unrealized gains (losses) are determined at the Fund level and allocated daily to each class of shares based on the net asset value of the class. Class-specific expenses, such as distribution and service (12b-1) fees, if any, transfer agent fees, state registration fees and printing and postage fees for all classes are calculated daily at the class level based on the appropriate net asset value of each class and the specific expense rates applicable to each class.
Federal income taxes. The Fund intends to qualify as a regulated investment company by complying with the applicable provisions of the Internal Revenue Code and will not be subject to federal income tax on taxable income that is distributed to shareholders. Therefore, no federal income tax provision is required.
For federal income tax purposes, the Fund has a capital loss carryforward of $1,109,501 available to offset future net realized capital gains. The loss carryforward expires as follows: August 31, 2017 — $1,109,501.
As of August 31, 2009, the Fund had no uncertain tax positions that would require financial statement recognition, de-recognition or disclosure. The Fund’s federal tax return is subject to examination by the Internal Revenue Service for a period of three years.
Distribution of income and gains. Distributions to shareholders from net investment income and net realized gains, if any, are recorded on the ex-dividend date. The Fund generally declares dividends daily and pays them monthly. The Fund generally declares and pays capital gain
| |
Semiannual report | Floating Rate Income Fund | 29 |
distributions, if any, at least annually. The tax character of distributions for the year ended August 31, 2009 was as follows:
| | | | | | |
| AUGUST 31, 2009 | | | | | |
| | | | | |
Ordinary Income | $48,419,501 | | | | | |
Distributions paid by the Fund with respect to each series of shares are calculated in the same manner, at the same time and in the same amount, except for the effect of expenses that may be applied differently to each class.
Such distributions, on a tax basis, are determined in conformity with income tax regulations, which may differ from accounting principles generally accepted in the United States of America. Material distributions in excess of tax basis earnings and profits, if any, are reported in the Fund’s financial statements as a return of capital.
Note 3 — Guarantees and indemnifications
Under the Fund’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Fund. Additionally, in the normal course of business, the Fund enters into contracts with service providers that contain general indemnification clauses. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund that have not yet occurred.
Note 4 — Fees and transactions with affiliates
John Hancock Investment Management Services, LLC (the Adviser), serves as investment adviser for the Funds. John Hancock Funds, LLC (the Distributor), an affiliate of the Adviser, serves as principal underwriter of the Funds. The Adviser and the Distributor are indirect wholly owned subsidiaries of MFC.
Management fee. The Fund has an investment management contract with the Adviser under which the Fund pays a daily management fee to the Adviser equivalent, on an annual basis, to the sum of: (a) 0.70% of the first $1,100,000,000 of the Fund’s aggregate daily net assets, (b) 0.675% of the next $900,000,000 and (c) 0.65% of the Fund’s aggregate net assets in excess of $2,000,000,000. Aggregate net assets include the net assets of the Fund and Floating Rate Income Trust, a series of John Hancock Trust (JHT). The Adviser has a subadvisory agreement with Western Asset Management Company. The Fund is not responsible for payment of the subadvisory fees. The investment management fees incurred for the six months ended February 28, 2010 were equivalent to an annual effective rate of 0.69% of the Fund’s average daily net assets.
Expense Reimbursements. The Adviser has voluntarily agreed to waive a portion of its management fee if certain expenses of the Fund exceed 0.15% of average net assets. Expenses excluded from this waiver are taxes, portfolio brokerage commissions, interest, litigation and indemnification expenses, and extraordinary expenses not incurred in the ordinary course of the Fund’s business, advisory fees, Rule 12b-1 fees, transfer agency fees, blue sky fees, printing and postage fees, and fees under any agreements or plans of the Fund dealing with services for shareholders and others with beneficial interests in shares of the Fund. This expense reduction will continue in effect until terminated by the Adviser. The effective date of the voluntary waiver was January 1, 2010.
The Adviser has contractually agreed to limit the Fund’s total expenses, excluding transfer agent fees, distribution and service fees, brokerage commissions, interest and other extraordinary expenses not incurred in the ordinary course of the Fund’s business to 1.20% for Class A shares, 1.95% for Class B shares, 1.95% for Class C shares and 0.85% for Class I shares, of the Fund’s average daily net asset value, on an annual basis. Accordingly, the expense reductions
| |
30 | Floating Rate Income Fund | Semiannual report |
or reimbursements related to these agreements were $2,734 and $3,460 for Class B shares and Class I shares, respectively for the period ended February 28, 2010. The expense reimbursements and limits will continue in effect until December 31, 2010 and thereafter until terminated by the Adviser on notice to the Trust.
The Adviser has voluntarily agreed to waive a portion of its management fee for certain Funds of the Trust (the Participating Funds), including Floating Rate Income Fund. The waiver equals, on an annualized basis, 0.01% of that portion of the aggregate net assets of all the Participating Funds that exceeds $85 billion. The amount of the Reimbursement is calculated daily and allocated among all the Participating Funds in proportion to the daily net assets of each Fund. Accordingly, the expense reduction related to this agreement was $2,793.
Accounting and legal services. Pursuant to the investment management contract, the Fund reimburses the Adviser for all expenses associated with providing the administrative, financial, legal, accounting and recordkeeping services of the Fund, including the preparation of all tax returns, periodic reports to shareholders and regulatory reports amongst other services. These expenses are allocated to each share class based on relative net assets at the time the expense was incurred. The accounting and legal services fees incurred for the six months ended February 28, 2010, amounted to an approximate annual rate of 0.02% of the Fund’s average daily net assets.
Distribution plans. The Fund has a distribution agreement with the Distributor. The Fund has adopted distribution plans with respect to Class A, Class B, Class C, Class I pursuant to Rule 12b-1 of the 1940 Act, to pay the Distributor for services provided as the distributor of shares of the Fund. The following table shows the contractual rates of distribution fees under these arrangements, expressed as an annual percentage of average daily net assets for each class of the Fund’s shares.
| | | |
Class | Distribution Fee (12b-1) | | |
| | |
Class A | 0.30% | | |
Class B | 1.00% | | |
Class C | 1.00% | | |
Class 1 | 0.05% | | |
Sales charges. Class A shares are assessed up-front sales charges, which resulted in payments to the Distributor amounting to $259,520 for the six months ended February 28, 2010, $48,125 was retained and used for printing prospectuses, advertising, sales literature and other purposes, $211,045 was paid as sales commissions to broker-dealers and $350 was paid as sales commissions to sales personnel of Signator Investors, Inc. (Signator Investors), a broker-dealer affiliate of the Adviser.
Class B and Class C shares are subject to contingent deferred sales charges (CDSC). Class B shares that are redeemed within six years of purchase are subject to CDSC, at declining rates, beginning at 5.00% of the lesser of the current market value at the time of redemption or the original purchase cost of the shares being redeemed. Class C shares that are redeemed within one year of purchase are subject to a 1.00% CDSC on the lesser of the current market value at the time of redemption or the original purchase cost of the shares being redeemed. Proceeds from CDSCs are used to compensate the Distributor for providing distribution-related services in connection with the sale of these shares. During the six months ended February 28, 2010, CDSCs amounts received by the Distributor amounted to $5,874 and $21,728 for Class B and Class C shares, respectively.
Affiliated share ownership. Affiliates of the Fund owned 11,544 shares of beneficial interest of Class 1 on February 28, 2010.
| |
Semiannual report | Floating Rate Income Fund | 31 |
Transfer agent fees. The Fund has a transfer agent agreement with John Hancock Signature Services, Inc. (Signature Services or Transfer Agent), an affiliate of the Adviser. The transfer agent fees are made up of three components:
• The Fund pays a monthly transfer agent fee at an annual rate of 0.015% for Class A, Class B, Class C and Class I shares based on each class’s average daily net assets.
• The Fund pays a monthly fee based on an annual rate of $17.50 per shareholder account for Class A, Class B, Class C and Class I shares.
• In addition, Signature Services is reimbursed for certain out-of-pocket expenses.
The Fund receives earnings credits from its transfer agent as a result of uninvested cash balances. These credits are used to reduce a portion of the Fund’s transfer agent fees. During the six months ended February 28, 2010, the Fund’s transfer agent fees were reduced by $88 for transfer agent credits earned.
Small account fees. Certain investor accounts that maintain small balances are charged an annual small accounts fee by Signature Services. The amounts related to these fees are credited by Signature Services to the Fund. For the six months ended February 28, 2010, these fees totaled $780.
Class level expenses for the six months ended February 28, 2010 were:
| | | | |
| Distribution and | Transfer agent | State registration | Printing and |
Share class | service fees | fees | fees | postage fees |
|
Class A | $196,783 | $85,760 | $8,056 | $5,590 |
Class B | 17,213 | 4,390 | 2,102 | 134 |
Class C | 156,609 | 20,241 | 3,990 | 1,262 |
Class I | — | 22,788 | 2,772 | 2,854 |
Class 1 | 26 | — | — | — |
Total | $370,631 | $133,179 | $16,920 | $9,840 |
Expense recapture. The Adviser may recapture operating expenses reimbursed or fees waived under previous expense limitation or waiver arrangements made subsequent to January 1, 2009, for a period of three years following the beginning of the month in which such reimbursements or waivers occurred. The table below outlines the amounts recovered during the six months ended February 28, 2010, and the amount of waived or reimbursed expenses subject to potential recovery and the respective expiration dates.
| | | |
Amount recovered during | Amounts eligible for recovery | | |
the period ended 2–28–10 | through February 1, 2013 | | |
| | |
$30,608 | $24,345 | | |
Trustee expenses. The Trust compensates each Trustee who is not an employee of the Adviser or its affiliates. The costs of paying Trustee compensation and expenses are allocated to each Fund based on its average daily net assets.
| |
32 | Floating Rate Income Fund | Semiannual report |
Note 5 — Fund share transactions
Transactions in Fund shares for the six months ended February 28, 2010 and for the year ended August 31, 2009 were as follows:
| | | | |
| Six months ended 2-28-10 | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
Class A shares | | | | |
|
Sold | 9,274,187 | $87,217,588 | 13,256,906 | $112,474,192 |
Distributions reinvested | 368,484 | 3,457,351 | 205,132 | 1,763,255 |
Repurchased | (3,387,664) | (31,756,699) | (2,559,338) | (21,748,219) |
| | | | |
Net increase | 6,255,007 | $58,918,240 | 10,902,700 | $92,489,228 |
|
Class B shares | | | | |
|
Sold | 347,830 | $3,270,363 | 307,142 | $2,616,569 |
Distributions reinvested | 7,060 | 66,191 | 4,272 | 36,035 |
Repurchased | (61,921) | (577,203) | (82,017) | (706,874) |
| | | | |
Net increase | 292,969 | $2,759,351 | 229,397 | $1,945,730 |
|
Class C shares | | | | |
|
Sold | 2,773,221 | $26,191,312 | 3,834,786 | $31,662,853 |
Distributions reinvested | 65,444 | 616,248 | 34,380 | 293,518 |
Repurchased | (352,138) | (3,295,523) | (1,493,791) | (11,784,118) |
| | | | |
Net increase | 2,486,527 | $23,512,037 | 2,375,375 | $20,172,253 |
|
Class I shares | | | | |
|
Sold | 5,003,014 | $47,130,632 | 4,537,790 | $38,156,103 |
Distributions reinvested | 145,015 | 1,359,958 | 60,304 | 529,058 |
Repurchased | (646,375) | (6,055,545) | (236,315) | (1,998,320) |
| | | | |
Net increase | 4,501,654 | $42,435,045 | 4,361,779 | $36,686,841 |
|
Class 1 shares | | | | |
|
Distributions reinvested | 371 | 3,472 | 796 | 6,419 |
| | | | |
Net increase | 371 | $3,472 | 796 | $6,419 |
|
Class NAV shares | | | | |
|
Sold | 11,875,970 | $110,278,566 | 52,232,638 | $424,494,327 |
Distributions reinvested | 3,725,201 | 34,889,180 | 5,526,484 | 44,957,932 |
Repurchased | (2,835,508) | (26,683,776) | (4,480,589) | (36,901,582) |
| | | | |
Net increase | 12,765,663 | $118,483,970 | 53,278,533 | $432,550,677 |
|
Net increase | 26,302,191 | $246,112,115 | 71,148,580 | $583,851,148 |
|
Note 6 — Purchase and sale of securities
Purchases and sales of securities, other than short-term securities and U.S. Treasury obligations, aggregated $676,751,016 and $559,391,791, respectively for the six months ended February 28, 2010.
Note 7 — Investment by affiliated funds
Certain investors in the Fund are affiliated Funds and are managed by the Adviser and its affiliates. The affiliated Funds do not invest in the Fund for the purpose of exercising management or control; however, this investment may represent a significant portion of the Fund’s net assets. For the six months ended February 28, 2010, the Fund had an affiliate fund ownership concentration of 77.9% of the Fund’s net assets.
| |
Semiannual report | Floating Rate Income Fund | 33 |
More information
| |
Trustees | Investment adviser |
James M. Oates, Chairman | John Hancock Investment Management |
James R. Boyle† | Services, LLC |
Grace K. Fey† | |
Charles L. Bardelis* | Subadviser |
Peter S. Burgess* | Western Asset Management Company |
Theron S. Hoffman | |
Hassell H. McClellan | Principal distributor |
Steven M. Roberts* | John Hancock Funds, LLC |
*Member of the Audit Committee | |
†Non-Independent Trustee | Custodian |
| State Street Bank and Trust Company |
Officers | |
Hugh McHaffie | Transfer agent |
President | John Hancock Signature Services, Inc. |
| |
Thomas M. Kinzler | Legal counsel |
Secretary and Chief Legal Officer | K&L Gates LLP |
| |
Francis V. Knox, Jr. | The report is certified under the Sarbanes-Oxley |
Chief Compliance Officer | Act, which requires mutual funds and other public |
| companies to affirm that, to the best of their |
Michael J. Leary | knowledge, the information in their financial reports is |
Treasurer | fairly and accurately stated in all material respects. |
| |
Charles A. Rizzo | |
Chief Financial Officer | |
| |
John G. Vrysen | |
Chief Operating Officer | |
The Fund’s proxy voting policies and procedures, as well as the Fund’s proxy voting record for the most recent twelve-month period ended June 30, are available free of charge on the Securities and Exchange Commission (SEC) Web site at www.sec.gov or on our Web site.
The Fund’s complete list of portfolio holdings, for the first and third fiscal quarters, is filed with the SEC on Form N-Q. The Fund’s Form N-Q is available on our Web site and the SEC’s Web site, www.sec.gov, and can be reviewed and copied (for a fee) at the SEC’s Public Reference Room in Washington, DC. Call 1-800-SEC-0330 to receive information on the operation of the SEC’s Public Reference Room.
We make this information on your fund, as well as monthly portfolio holdings, and other fund details available on our Web site www.jhfunds.com or by calling 1-800-225-5291.
| | |
You can also contact us: | | |
1-800-225-5291 | Regular mail: | Express mail: |
jhfunds.com | John Hancock Signature Services, Inc. | John Hancock Signature Services, Inc. |
| P.O. Box 55913 | Mutual Fund Image Operations |
| Boston, MA 02205-5913 | 30 Dan Road |
| | Canton, MA 02021 |
| |
34 | Floating Rate Income Fund | Semiannual report |

1-800-225-5291
1-800-554-6713 TDD
1-800-338-8080 EASI-Line
www.jhfunds.com
Now available: electronic delivery
www.jhfunds.com/edelivery
| |
This report is for the information of the shareholders of John Hancock Floating Rate Income Fund. | 328SA 2/10 |
It is not authorized for distribution to prospective investors unless preceded or accompanied by a prospectus. | 4/10 |

A look at performance
For the period ended February 28, 2010
| | | | | | | | | | | |
| | Average annual returns (%) | | | Cumulative total returns (%) | | |
| | with maximum sales charge (POP) | | with maximum sales charge (POP) | | |
| |
| |
|
| | 1-year | 5-year | 10-year | Since 1 inception | | 6-months | 1-year | 5-year | 10-year | Since 1 inception |
| |
|
Class A2 | | 53.97 | — | — | 5.16 | | 5.66 | 53.97 | — | — | 24.63 |
|
Class I2,3 | | 63.20 | — | — | 7.22 | | 11.55 | 63.20 | — | — | 35.64 |
|
Class 13 | | 63.26 | — | — | 7.26 | | 11.58 | 63.26 | — | — | 35.89 |
|
Class NAv3 | | 63.33 | — | — | 7.31 | | 11.59 | 63.33 | — | — | 36.16 |
|
Performance figures assume all distributions are reinvested. Public offering price (POP) figures reflect maximum sales charges on Class A shares of 5%. Sales charges are not applicable for Class I, Class 1 and Class NAV shares.
The expense ratios of the Fund, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Fund and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The net expenses are as follows: Class A — 1.60%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 1.94%. For the other classes, the net expenses equal the gross expenses and are as follows: Class I — 1.16%, Class 1 — 1.11%, Class NAV — 1.06%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Fund’s current performance may be higher or lower than the performance shown. For current to the most recent month end performance data, please call 1–800–225–5291 or visit the Fund’s Web site at www.jhfunds.com.
The performance table above and the chart on the next page do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares.
The Fund’s performance results reflect any applicable expense reductions, without which the expenses increase and results would have been less favorable.
1 From October 15, 2005.
2 October 15, 2005 is the inception date for the oldest class of shares, Class NAV shares. The inception date for Class A shares and Class I shares is January 4, 2010. The returns prior to this date are those of Class NAV shares that have been recalculated to apply the gross fees and expenses of Class A and Class I shares.
3 For certain types of investors, as described in the Fund’s Class I, Class 1 and Class NAV share prospectuses.
| |
6 | Natural Resources Fund | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Natural Resources Fund Class NAV shares for the period indicated. For comparison, we’ve shown the same investment in a blended index and three separate indexes.

| | | | | | | |
| Period | Without sales | With maximum | | | | |
| beginning | charge | sales charge | Index 1 | Index 2 | Index 3 | Index 4 |
|
Class A3 | 10-15-05 | $13,122 | $12,463 | $10,838 | $16,229 | $7,880 | $12,236 |
|
Class I2,3 | 10-15-05 | 13,564 | 13,564 | 10,838 | 16,229 | 7,880 | 12,236 |
|
Class 12 | 10-15-05 | 13,589 | 13,589 | 10,838 | 16,229 | 7,880 | 12,236 |
|
Performance figures assume all distributions are reinvested. Figures reflect maximum sales charges on Class A shares of 5%. Sales charges are not applicable for Class I, Class 1 and Class NAV shares.
MSCI World Energy Index — Index 1 — consists of all the companies in the Energy sector of the MSCI World Index.
MSCI World Metals & Mining Index — Index 2 — consists of all the companies in the Metals & Mining industry of the MSCI World Index.
MSCI World Paper & Forest Products Index — Index 3 — consists of all the companies in the Paper & Forest industry of the MSCI World Index.
MSCI World Energy/MSCI World Metals & Mining/MSCI Paper & Forest Products Combined Index — Index 4 — is comprised of 60% MSCI World Energy Index, 30% MSCI World Metals & Mining Index and 10% MSCI World Paper & Forest Products Index.
The fund has added the returns of separate indexes to show the individual returns of broad-based securities market indexes.
It is not possible to invest directly in an index. Index figures do not reflect sales charges, which would have resulted in lower values if they did.
1 NAV represents net asset value.
2 For certain types of investors, as described in the Fund’s Class I, Class 1 and Class NAV share prospectuses.
3 October 15, 2005 is the inception date for the oldest class of shares, Class NAV shares. The inception date for Class A shares and Class I shares is January 4, 2010. The returns prior to this date are those of Class NAV shares that have been recalculated to apply the gross fees and expenses of Class A and Class I shares.
4 Since inception returns for the index begin on the month end closest to the actual inception date of the fund.
| |
Semiannual report | Natural Resources Fund | 7 |
Your expenses
These examples are intended to help you understand your ongoing operating expenses.
Understanding fund expenses
As a shareholder of the Fund, you incur two types of costs:
▪ Transaction costs which include sales charges (loads) on purchases or redemptions (varies by share class), minimum account fee charge, etc.
▪ Ongoing operating expenses including management fees, distribution and service fees (if applicable), and other fund expenses.
We are going to present only your ongoing operating expenses here.
Actual expenses/actual returns
This example is intended to provide information about your fund’s actual ongoing operating expenses, and is based on your fund’s actual return. It assumes an account value of $1,000.00 on September 1, 2009 with the same investment held until February 28, 2010.
| | | |
| Account value | Ending value on | Expenses paid during |
| on 9-1-09 | 2-28-10 | period ended 2-28-101 |
|
Class 1 | $1,000.00 | $1,115.80 | $5.88 |
|
Class NAV | 1,000.00 | 1,115.90 | 5.61 |
|
For the classes noted below, the example assumes an account value of $1,000 on January 4, 2010 with the same investment held until February 28, 2010.
| | | |
| Account value | Ending value on | Expenses paid during |
| on 1-4-10 | 2-28-10 | period ended 2-28-102 |
|
Class A | $1,000.00 | $939.60 | $2.38 |
|
Class I | 1,000.00 | 940.10 | 1.93 |
|
Together with the value of your account, you may use this information to estimate the operating expenses that you paid over the period. Simply divide your account value at February 28, 2010, by $1,000.00, then multiply it by the “expenses paid” for your share class from the table above. For example, for an account value of $8,600.00, the operating expenses should be calculated as follows:
| |
8 | Natural Resources Fund | Semiannual report |

Hypothetical example for comparison purposes
This table allows you to compare your fund’s ongoing operating expenses with those of any other fund. It provides an example of the Fund’s hypothetical account values and hypothetical expenses based on each class’s actual expense ratio and an assumed 5% annualized return before expenses (which is not your fund’s actual return). It assumes an account value of $1,000.00 on September 1, 2009, with the same investment held until February 28, 2010. Look in any other fund shareholder report to find its hypothetical example and you will be able to compare these expenses.
| | | |
| Account value | Ending value on | Expenses paid during |
| on 9-1-09 | 2-28-10 | period ended 2-28-103 |
|
Class A | $1,000.00 | $1,016.90 | 8.00 |
|
Class I | 1,000.00 | 1,018.30 | 6.51 |
|
Class 1 | 1,000.00 | 1,019.20 | 5.61 |
|
Class NAV | 1,000.00 | 1,019.50 | 5.36 |
|
Remember, these examples do not include any transaction costs, therefore, these examples will not help you to determine the relative total costs of owning different funds. If transaction costs were included, your expenses would have been higher. See the prospectus for details regarding transaction costs.
1 Expenses are equal to the Fund’s annualized expense ratio of 1.12% and 1.07% for Class 1 and Class NAV, respectively, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
2 Expenses are equal to the Fund’s annualized expense ratio of 1.60% and 1.30% for Class A and Class I, respectively, multiplied by the average account value over the period, multiplied by 56/365 (to reflect the period).
3 Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
| |
Semiannual report | Natural Resources Fund | 9 |
Portfolio summary
| | | | |
Top 10 Holdings1 | | | | |
|
Canadian Natural Resources, Ltd. | 4.9% | | Gazprom OAO | 3.0% |
| |
|
Exxon Mobil Corp. | 3.8% | | Xstrata PLC | 2.9% |
| |
|
EOG Resources, Inc. | 3.4% | | Rio Tinto PLC | 2.7% |
| |
|
Vale SA | 3.3% | | CONSOL Energy, Inc. | 2.7% |
| |
|
Suncor Energy, Inc. | 3.2% | | Total SA | 2.7% |
| |
|
|
Sector Composition2,3 | | | | |
|
Energy | 68% | | Utilities | 2% |
| |
|
Materials | 27% | | Short-Term Investments & Other | 3% |
| |
|
1 As a percentage of net assets on February 28, 2010. Excludes cash and cash equivalents.
2 As a percentage of net assets on February 28, 2010.
3 Sector investing is subject to greater risks than the market as a whole. Because the Fund may focus on particular sectors of the economy, its performance may depend on the performance of those sectors.
| |
10 | Natural Resources Fund | Semiannual report |
Fund’s investments
As of 2-28-10 (unaudited)
| | |
| Shares | Value |
|
Common Stocks 97.18% | | $754,899,274 |
|
(Cost $709,835,557) | | |
| | |
Energy 67.71% | | 525,979,702 |
| | |
Energy Equipment & Services 3.52% | | |
|
Baker Hughes, Inc. (L) | 321,100 | 15,387,112 |
|
Halliburton Company | 396,402 | 11,951,520 |
| | |
Oil, Gas & Consumable Fuels 64.19% | | |
|
BG Group PLC | 649,750 | 11,342,581 |
|
BP PLC, SADR | 295,327 | 15,714,350 |
|
Cameco Corp. | 529,622 | 14,554,011 |
|
Canadian Natural Resources, Ltd. | 566,333 | 38,150,240 |
|
Cenovus Energy, Inc. | 430,354 | 10,511,403 |
|
Chesapeake Energy Corp. | 726,600 | 19,305,762 |
|
ConocoPhillips | 309,828 | 14,871,744 |
|
CONSOL Energy, Inc. | 412,686 | 20,782,867 |
|
Denbury Resources, Inc. (I)(L) | 793,400 | 11,171,072 |
|
Devon Energy Corp. | 238,600 | 16,429,996 |
|
EnCana Corp. | 430,354 | 14,106,548 |
|
Eni SpA SADR (L) | 381,500 | 17,205,650 |
|
EOG Resources, Inc. | 283,669 | 26,679,069 |
|
Exxon Mobil Corp. (L) | 456,905 | 29,698,825 |
|
Gazprom OAO, SADR | 1,046,884 | 23,305,843 |
|
Hess Corp. | 248,700 | 14,623,560 |
|
Lukoil OAO, ADR (L) | 140,627 | 7,382,918 |
|
Marathon Oil Corp. | 416,109 | 12,046,356 |
|
Noble Energy, Inc. (L) | 167,264 | 12,150,057 |
|
Peabody Energy Corp. | 304,700 | 14,007,059 |
|
PetroChina Company, Ltd. (L) | 101,900 | 11,404,648 |
|
Petroleo Brasileiro SA, ADR (L) | 354,396 | 15,114,989 |
|
Reliance Industries, Ltd., GDR (L)(S) | 217,762 | 9,241,188 |
|
Royal Dutch Shell PLC, ADR | 157,769 | 8,636,275 |
|
Suncor Energy, Inc. | 859,541 | 24,841,895 |
|
Talisman Energy, Inc. | 781,698 | 14,286,307 |
|
The Williams Companies, Inc. | 444,400 | 9,572,376 |
|
Total SA, SADR (L) | 369,962 | 20,592,085 |
|
Ultra Petroleum Corp. (I) | 163,400 | 7,472,282 |
|
Valero Energy Corp. | 785,866 | 13,768,372 |
|
XTO Energy, Inc. | 430,432 | 19,670,742 |
See notes to financial statements
| |
Semiannual report | Natural Resources Fund | 11 |
| | | |
| | Shares | Value |
Materials 27.49% | | | $213,548,434 |
| | | |
Metals & Mining 25.48% | | | |
|
Alumina, Ltd. | | 10,318,902 | 14,012,216 |
|
Anglo American PLC (I) | | 291,913 | 10,644,769 |
|
Anglo Platinum, Ltd. (I) | | 219,497 | 20,342,854 |
|
AngloGold Ashanti, Ltd., SADR (L) | | 329,041 | 11,970,512 |
|
Barrick Gold Corp. | | 429,356 | 16,169,547 |
|
Gold Fields, Ltd. | | 569,145 | 6,533,245 |
|
Newcrest Mining, Ltd. | | 258,501 | 7,240,675 |
|
POSCO, SADR | | 134,900 | 15,575,554 |
|
Rio Tinto PLC, SADR (L) | | 100,900 | 20,967,020 |
|
Sumitomo Metal Industries, Ltd. | | 2,613,000 | 7,219,078 |
|
Vale SA, SADR (L) | | 1,056,004 | 25,977,698 |
|
Vedanta Resources PLC (L) | | 493,578 | 19,188,287 |
|
Xstrata PLC (I) | | 1,406,298 | 22,106,618 |
| | | |
Paper & Forest Products 2.01% | | | |
|
International Paper Company | | 673,300 | 15,600,361 |
| | | |
Utilities 1.98% | | | 15,371,138 |
| | | |
Gas Utilities 1.98% | | | |
|
EQT Corp. | | 351,260 | 15,371,138 |
|
|
Short-Term Investments 25.76% | | | $200,134,817 |
(Cost $200,132,982) | | | |
| | Par value | Value |
Repurchase Agreement 4.56% | | | $35,400,000 |
Bank of New York Tri-Party Repurchase Agreement date | | | |
02-26-2010 at 0.12% to be repurchased at $35,400,354 | | | |
on 03-01-2010, collateralized by $36,204,184 Federal | | | |
National Mortgage Association, 4.50% due 09-01-2039 | | | |
(valued at $36,108,001, including interest) | | $35,400,000 | 35,400,000 |
|
| | Shares | Value |
Securities Lending Collateral 21.20% | | | $164,734,817 |
John Hancock Collateral Investment Trust (W) | 0.1869% (Y) | 16,456,860 | 164,734,817 |
|
Total investments (Cost $909,968,539)† 122.94% | | $955,034,091 |
|
Other assets and liabilities, net (22.94%) | | | ($178,175,662) |
|
Total net assets 100.00% | | | $776,858,429 |
|
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the Fund.
See notes to financial statements
| |
12 | Natural Resources Fund | Semiannual report |
Notes to Schedule of Investments
ADR American Depositary Receipts
GDR Global Depositary Receipt
SADR Sponsored American Depositary Receipts
(I) Non-income producing security.
(L) All or a portion of this security is on loan as of February 28, 2010.
(S) These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration.
(W) Investment is an affiliate of the Fund, the adviser and/or subadviser and represents the investment of securities lending collateral received.
(Y) The rate shown is the annualized seven-day yield as of February 28, 2010.
† At February 28, 2010, the aggregate cost of investment securities for federal income tax purposes was $919,953,032. Net unrealized appreciation aggregated $35,081,059, of which $87,356,334 related to appreciated investment securities and $52,275,275 related to depreciated investment securities.
See notes to financial statements
| |
Semiannual report | Natural Resources Fund | 13 |
F I N A N C I A L S T A T E M E N TS
Financial statements
Statement of assets and liabilities 2-28-10 (unaudited)
This Statement of Assets and Liabilities is the Fund’s balance sheet. It shows the value of what the Fund owns, is due and owes. You’ll also find the net asset value and the maximum offering price per share.
| |
Assets | |
|
Investments in unaffiliated issuers, at value (Cost $709,835,557) including | |
$164,449,936 of securities loaned (Note 2) | $754,899,274 |
Investments in affiliated issuers, at value (Cost $164,732,982) (Note 2) | 164,734,817 |
Repurchase agreements, at value (Cost $35,400,000) (Note 2) | 35,400,000 |
| |
Total investments, at value (Cost $909,968,539) | 955,034,091 |
Cash | 13,701 |
Receivable for fund shares sold | 1,117,103 |
Dividends and interest receivable | 1,370,314 |
Receivable for securities lending income | 18,428 |
Other receivables and prepaid assets | 859 |
| |
Total assets | 957,554,496 |
|
Liabilities | |
|
Payable for investments purchased | 15,754,380 |
Payable for fund shares repurchased | 107,094 |
Payable upon return of securities loaned (Note 2) | 164,703,197 |
Payable to affiliates | |
Accounting and legal services fees | 4,287 |
Trustees’ fees | 304 |
Other liabilities and accrued expenses | 126,805 |
| |
Total liabilities | 180,696,067 |
|
Net assets | |
|
Capital paid-in | $762,912,899 |
Accumulated distributions in excess of net investment income | (44,970) |
Accumulated net realized gain (loss) on investments and foreign | |
currency transactions | (31,077,049) |
Net unrealized appreciation (depreciation) on investments and translation | |
of assets and liabilities in foreign currencies | 45,067,549 |
| |
Net assets | $776,858,429 |
See notes to financial statements
| |
14 | Natural Resources Fund | Semiannual report |
F I N A N C I A L S T A T E M E N TS
Statement of assets and liabilities (continued)
| |
Net asset value per share | |
|
Based on net asset values and shares outstanding — the Fund has an | |
unlimited number of shares authorized with no par value | |
Class A ($340,616 ÷ 17,510 shares) | $19.45 |
Class I ($23,506 ÷ 1,208 shares) | $19.46 |
Class 1 ($169,502,637 ÷ 8,651,988 shares) | $19.59 |
Class NAV ($606,991,670 ÷ 31,187,257 shares) | $19.46 |
|
Maximum offering price per share | |
|
Class A (net asset value per share ÷ 95%)1 | $20.47 |
1 On single retail sales of less than $100,000. On sales of $100,000 or more and on group sales, the offering price is reduced.
See notes to financial statements
| |
Semiannual report | Natural Resources Fund | 15 |
F I N A N C I A L S T A T E M E N TS
Statement of operations For the period ended 2-28-10 (unaudited)
This Statement of Operations summarizes the Fund’s investment income earned and expenses incurred in operating the Fund. It also shows net gains (losses) for the period stated.
| |
Investment income | |
|
Dividends | $5,519,041 |
Securities lending | 160,769 |
Interest | 13,157 |
Less foreign taxes withheld | (415,744) |
| |
Total investment income | 5,277,223 |
|
Expenses | |
|
Investment management fees (Note 4) | 3,787,061 |
Distribution and service fees (Note 4) | 41,013 |
Accounting and legal services fees (Note 4) | 50,705 |
Transfer agent fees (Note 4) | 33 |
Trustees’ fees (Note 4) | 4,404 |
State registration fees (Note 4) | 20 |
Printing and postage fees | 84 |
Professional fees | 17,526 |
Custodian fees | 157,356 |
Registration and filing fees | 8,728 |
Other | 3,930 |
| |
Total expenses | 4,070,860 |
Less expense reductions (Note 4) | (1,672) |
| |
Net expenses | 4,069,188 |
| |
Net investment income | 1,208,035 |
|
Realized and unrealized gain (loss) | |
|
Net realized gain (loss) on | |
Investments in unaffiliated issuers | 13,953,261 |
Investments in affiliated issuers | (5,023) |
Foreign currency transactions | 27,924 |
| 13,976,162 |
Change in net unrealized appreciation (depreciation) of | |
Investments in unaffiliated issuers | 63,296,425 |
Investments in affiliated issuers | 1,071 |
Translation of assets and liabilities in foreign currencies | 1,050 |
| 63,298,546 |
Net realized and unrealized gain | 77,274,708 |
| |
Increase in net assets from operations | $78,482,743 |
See notes to financial statements
| |
16 | Natural Resources Fund | Semiannual report |
F I N A N C I A L S T A T E M E N TS
Statements of changes in net assets
These Statements of Changes in Net Assets shows how the value of the Fund’s net assets has changed during the last two periods. The difference reflects earnings less expenses, any investment gains and losses, distributions, if any, paid to shareholders and the net of Fund share transactions.
| | |
| Six months | |
| ended | Year |
| 2-28-10 | ended |
| (Unaudited) | 8-31-09 |
|
Increase (decrease) in net assets | | |
|
From operations | | |
Net investment income | $1,208,035 | $5,342,827 |
Net realized gain (loss) | 13,976,162 | (43,082,431) |
Change in net unrealized appreciation (depreciation) | 63,298,546 | (102,199,200) |
| | |
Increase (decrease) in net assets resulting from operations | 78,482,743 | (139,938,804) |
| | |
Distributions to shareholders | | |
From net investment income | | |
Class 1 | (998,904) | (903,381) |
Class NAV | (3,812,968) | (3,140,924) |
From net realized gain | | |
Class 1 | — | (28,207,156) |
Class NAV | — | (90,071,704) |
| | |
Total distributions | (4,811,872) | (122,323,165) |
| | |
From Fund share transactions (Note 5) | 34,699,263 | 259,991,565 |
| | |
Total increase (decrease) | 108,370,134 | (2,270,404) |
|
Net assets | | |
|
Beginning of period | 668,488,295 | 670,758,699 |
| | |
End of period | $776,858,429 | $668,488,295 |
| | |
Undistributed/Distributions in excess of | | |
net investment income | ($44,970) | $3,558,867 |
See notes to financial statements
| |
Semiannual report | Natural Resources Fund | 17 |
Financial highlights
The Financial Highlights show how the Fund’s net asset value for a share has changed during the period.
| |
CLASS A SHARES Period ended | 2-28-101,2 |
|
Per share operating performance | |
|
Net asset value, beginning of period | $20.70 |
Net investment income3 | 0.02 |
Net realized and unrealized loss on investments | (1.27) |
Total from investment operations | (1.25) |
Net asset value, end of period | $19.45 |
Total return (%)6 | (6.04)4,5 |
|
Ratios and supplemental data | |
|
Net assets, end of period (in millions) | —7 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions | 1.958 |
Expenses net of fee waivers | 1.608 |
Expenses net of fee waivers and credits | 1.608 |
Net investment income | 0.548 |
Portfolio turnover (%) | 16 |
| |
1 Unaudited.
2 The inception date for Class A shares is 1-4-10.
3 Based on the average daily shares outstanding.
4 Not annualized.
5 Total returns would have been lower had certain expenses not been reduced during the periods shown.
6 Assumes dividend reinvestment (if applicable).
7 Less than $500,000.
8 Annualized.
| |
CLASS I SHARES Period ended | 2-28-101,2 |
|
Per share operating performance | |
|
Net asset value, beginning of period | $20.70 |
Net realized and unrealized loss on investments | (1.24) |
Total from investment operations | (1.24) |
Net asset value, end of period | $19.46 |
Total return (%)5 | (5.99)3,4 |
| |
Ratios and supplemental data | |
|
Net assets, end of period (in millions) | —6 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions | 2.267 |
Expenses net of fee waivers | 1.307 |
Expenses net of fee waivers and credits | 1.307 |
Portfolio turnover (%) | 16 |
| |
1 Unaudited.
2 The inception date for Class I shares is 1-4-10.
3 Not annualized.
4 Total returns would have been lower had certain expenses not been reduced during the periods shown.
5 Assumes dividend reinvestment (if applicable).
6 Less than $500,000.
7 Annualized.
See notes to financial statements
| |
18 | Natural Resources Fund | Semiannual report |
| | | | | |
CLASS 1 SHARES Period ended | 2-28-101 | 8-31-09 | 8-31-08 | 8-31-07 | 8-31-062 |
|
Per share operating performance | | | | | |
|
Net asset value, beginning of period | $17.66 | $35.15 | $42.52 | $35.71 | $28.70 |
Net investment income3 | 0.03 | 0.18 | 0.18 | 0.22 | 0.34 |
Net realized and unrealized gain (loss) on investments | 2.02 | (11.42) | 3.88 | 8.52 | 6.70 |
Total from investment operations | 2.05 | (11.24) | 4.06 | 8.74 | 7.04 |
Less distributions | | | | | |
From net investment income | (0.12) | (0.19) | (0.23) | (0.34) | (0.03) |
From net realized gain | — | (6.06) | (11.20) | (1.59) | — |
Total distributions | (0.12) | (6.25) | (11.43) | (1.93) | (0.03) |
Net asset value, end of period | $19.59 | $17.66 | $35.15 | $42.52 | $35.71 |
Total return (%)4 | 11.585,6 | (27.25) | 7.02 | 25.57 | 24.555 |
|
Ratios and supplemental data | | | | | |
|
Net assets, end of period (in millions) | $170 | $139 | $171 | $111 | $81 |
Ratios (as a percentage of average net assets): | | | | | |
Expenses before reductions | 1.127 | 1.11 | 1.11 | 1.14 | 1.127 |
Expenses net of fee waivers | 1.127 | 1.11 | 1.11 | 1.14 | 1.127 |
Expenses net of fee waivers and credits | 1.127 | 1.11 | 1.11 | 1.14 | 1.127 |
Net investment income | 0.277 | 1.06 | 0.44 | 0.58 | 1.137 |
Portfolio turnover (%) | 16 | 228 | 34 | 54 | 71 |
| |
1 Unaudited.
2 The inception date for Class 1 shares is 10-15-05.
3 Based on the average daily shares outstanding.
4 Assumes dividend reinvestment (if applicable).
5 Not annualized.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Annualized.
8 The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle.
| | | | | |
CLASS NAV Period ended | 2-28-101 | 8-31-09 | 8-31-08 | 8-31-07 | 8-31-062 |
|
Per share operating performance | | | | | |
Net asset value, beginning of period | $17.55 | $35.01 | $42.39 | $35.60 | $28.60 |
Net investment income3 | 0.03 | 0.18 | 0.19 | 0.24 | 0.33 |
Net realized and unrealized gain (loss) on investments | 2.01 | (11.37) | 3.88 | 8.48 | 6.71 |
Total from investment operations | 2.04 | (11.19) | 4.07 | 8.72 | 7.04 |
Less distributions | | | | | |
From net investment income | (0.13) | (0.21) | (0.25) | (0.34) | (0.04) |
From net realized gain | — | (6.06) | (11.20) | (1.59) | — |
Total distributions | (0.13) | (6.27) | (11.45) | (1.93) | (0.04) |
Net asset value, end of period | $19.46 | $17.55 | $35.01 | $42.39 | $35.60 |
Total return (%)4 | 11.595,6 | (27.20) | 7.08 | 25.61 | 24.625 |
|
Ratios and supplemental data | | | | | |
|
Net assets, end of period (in millions) | $607 | $529 | $500 | $731 | $692 |
Ratios (as a percentage of average net assets): | | | | | |
Expenses before reductions | 1.077 | 1.06 | 1.06 | 1.09 | 1.077 |
Expenses net of fee waivers | 1.077 | 1.06 | 1.06 | 1.09 | 1.077 |
Expenses net of fee waivers and credits | 1.077 | 1.06 | 1.06 | 1.09 | 1.077 |
Net investment income | 0.337 | 1.10 | 0.45 | 0.64 | 1.117 |
Portfolio turnover (%) | 16 | 228 | 34 | 54 | 71 |
| |
1 Unaudited.
2 The inception date for Class NAV shares is 10-15-05.
3 Based on the average daily shares outstanding.
4 Assumes dividend reinvestment (if applicable).
5 Not annualized.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Annualized.
8 The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle.
See notes to financial statements
| |
Semiannual report | Natural Resources Fund | 19 |
Notes to financial statements
(unaudited)
Note 1 — Organization
John Hancock Natural Resources Fund (the Fund) is a non-diversified series of John Hancock Funds II (the Trust), an open-end management investment company organized as a Massachusetts business trust and registered under the Investment Company Act of 1940, as amended (the 1940 Act). The investment objective of the Fund is to seek long-term total return.
The Fund may offer multiple classes of shares. The shares currently offered are detailed in the Statement of Assets and Liabilities. Class A shares are offered to all investors. Class I shares are offered to institutions and certain investors. Class 1 shares are offered only to certain affiliates of Manulife Financial Corporation (MFC). Class NAV shares are offered to the John Hancock Lifestyle and Lifecycle Funds, and other affiliated John Hancock funds. The Lifestyle and Lifecycle Funds are series of the Trust and operate as “funds of funds” that invest in other series of the Trust and certain other investments. Shareholders of each class have exclusive voting rights to matters that affect that class. The distribution and service fees, transfer agent fees, registration fees and printing and postage fees for each class may differ.
The inception date for Class A and Class I shares is January 4, 2010.
Note 2 — Significant accounting policies
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America, which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Events or transactions occurring after the end of the fiscal period through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Security valuation. Investments are stated at value as of the close of the regular trading on the New York Stock Exchange (NYSE), normally at 4:00 p.m., Eastern Time. The Fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these techniques are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes significant unobservable inputs when market prices are not readily available or reliable, including the Fund’s own assumptions in determining the fair value of investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
| |
20 | Natural Resources Fund | Semiannual report |
The following is a summary of the values by input classification of the Fund’s investments as of February 28, 2010, by major security category or type:
| | | | |
| | | LEVEL 2 | LEVEL 3 |
| TOTAL MARKET | | SIGNIFICANT | SIGNIFICANT |
| VALUE AT | LEVEL 1 | OBSERVABLE | UNOBSERVABLE |
| 2-28-10 | QUOTED PRICE | INPUTS | INPUTS |
|
Common Stocks | | | | |
|
Energy | $525,979,702 | 482,090,090 | 43,889,612 | — |
|
Materials | 213,548,434 | 106,260,692 | 107,287,742 | — |
|
Utilities | 15,371,138 | 15,371,138 | — | — |
Short-Term Investments | | | | |
& Other | 200,134,817 | 164,734,817 | 35,400,000 | — |
|
|
Total investments in | | | | |
securities | $955,034,091 | 768,456,737 | 186,577,354 | — |
In order to value the securities, the Fund uses the following valuation techniques. Equity securities held by the Fund are valued at the last sale price or official closing price on the principal securities exchange on which they trade. In the event there were no sales during the day or closing prices are not available, then securities are valued using the last quoted bid or evaluated price. Certain securities traded only in the over-the-counter market are valued at the last bid price quoted by brokers making markets in the securities at the close of trading. Certain short-term securities are valued at amortized cost. John Hancock Collateral Investment Trust (JHCIT), an affiliate of the Fund, is valued at its closing net asset value. JHCIT is a non stable value fund investing in short-term investments as part of a securities lending program.
Other portfolio securities and assets, where market quotations are not readily available, are valued at fair value, as determined in good faith by the Fund’s Pricing Committee, following procedures established by the Board of Trustees. Generally, trading in non-U.S. securities is substantially completed each day at various times prior to the close of trading on the NYSE. The values of non-U.S. securities, used in computing the net asset value of the Fund’s shares, are generally determined at these times. Significant market events that affect the values of non-U.S. securities may occur after the time when the valuation of the securities is generally determined and the close of the NYSE. During significant market events, these securities will be valued at fair value, as determined in good faith, following procedures established by the Board of Trustees.
Repurchase agreements. The Fund may enter into repurchase agreements. When a Fund enters into a repurchase agreement it receives collateral which is held in a segregated account by the Fund’s custodian. The collateral amount is marked-to-market and monitored on a daily basis to ensure that the collateral held is in an amount not less than the principal amount of the repurchase agreement plus any accrued interest. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which time the collateral value may decline. Collateral for certain tri-party repurchase agreements is held at a third-party custodian bank in a segregated account for the benefit of the Fund.
Security transactions and related investment income. Investment security transactions are accounted for on a trade date plus one basis for daily net asset value calculations. However, for financial reporting purposes, investment transactions are reported on trade date. Interest income is accrued as earned. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds from litigation. Dividend income is recorded on the ex-dividend date.
Securities lending. A Fund may lend its securities to earn additional income. It receives and maintains cash collateral received from the borrower in an amount not less than the market value of the loaned securities. The Fund will invest its collateral in JHCIT, which is not a stable value fund. As a result, the
| |
Semiannual report | Natural Resources Fund | 21 |
Fund will receive the benefit of any gains and bear any losses generated by JHCIT. Although risk of the loss of the securities lent is mitigated by holding the collateral, the Fund could experience a delay in recovering its securities and a possible loss of income or value if the borrower fails to return the securities or if collateral investments decline in value. The Fund may receive compensation for lending its securities by retaining a portion of the return on the investment of the collateral.
Line of credit. The Fund may borrow from banks for temporary or emergency purposes, including meeting redemption requests that otherwise might require the untimely sale of securities. Pursuant to the custodian agreement, the custodian may loan money to a Fund to make properly authorized payments. The Fund is obligated to repay the custodian for any overdraft, including any related costs or expenses. The custodian has a lien, security interest or security entitlement in any Fund property that is not segregated, to the maximum extent permitted by law for any overdraft.
In addition, the Fund and other affiliated funds have entered into an agreement with the custodian which enables them to participate in a $300 million unsecured committed line of credit. A commitment fee, payable at the end of each calendar quarter, based on the average daily unused portion of the line of credit, is charged to each participating fund on a pro rata basis based on their relative average net assets. For the six months ended February 28, 2010, there were no significant borrowings under the line of credit by the Fund. Effective March 31, 2010, the amount of the line of credit changed to $200 million.
Expenses. The majority of expenses are directly attributable to an individual Fund. Expenses that are not readily attributable to a specific fund are allocated among all Funds in an equitable manner, taking into consideration, among other things, the nature and type of expense and the Funds’ relative assets. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Class allocations. Income, common expenses, and realized and unrealized gains (losses) are determined at the Fund level and allocated daily to each class of shares based on the net asset value of the class. Class-specific expenses, such as distribution and service (12b-1) fees, if any, transfer agent fees, state registration fees and printing and postage fees for all classes are calculated daily at the class level based on the appropriate net asset value of each class and the specific expense rates applicable to each class.
Federal income taxes. The Fund intends to qualify as a regulated investment company by complying with the applicable provisions of the Internal Revenue Code and will not be subject to federal income tax on taxable income that is distributed to shareholders. Therefore, no federal income tax provision is required.
For federal income tax purposes, the Fund has a capital loss carryforward of $3,213,814 available to offset future net realized capital gains. The loss carryforward expires as follows: August 31, 2017 — $3,213,814.
As of August 31, 2009, the Fund had no uncertain tax positions that would require financial statement recognition, de-recognition or disclosure. The Fund’s federal tax return is subject to examination by the Internal Revenue Service for a period of three years.
Distribution of income and gains. Distributions to shareholders from net investment income and net realized gains, if any, are recorded on the ex-dividend date. The Fund generally declares and pays dividends and capital gain distributions, if any, at least annually. The tax character of distributions for the year ended August 31, 2009 was as follows:
| | | |
| AUGUST 31, 2009 | | |
| | |
Ordinary Income | $8,780,904 | | |
| | |
Long-Term Capital Gain | $113,542,261 | | |
| |
22 | Natural Resources Fund | Semiannual report |
Distributions paid by the Fund with respect to each series of shares are calculated in the same manner, at the same time and in the same amount, except for the effect of expenses that may be applied differently to each class.
Such distributions, on a tax basis, are determined in conformity with income tax regulations, which may differ from accounting principles generally accepted in the United States of America. Material distributions in excess of tax basis earnings and profits, if any, are reported in the Fund’s financial statements as a return of capital.
Note 3 — Guarantees and indemnifications
Under the Fund’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Fund. Additionally, in the normal course of business, the Fund enters into contracts with service providers that contain general indemnification clauses. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund that have not yet occurred.
Note 4 — Fees and transactions with affiliates
John Hancock Investment Management Services, LLC (the Adviser) serves as investment adviser for the Trust. John Hancock Funds, LLC (the Distributor), an affiliate of the Adviser, serves as principal underwriter of the Trust. The Adviser and the Distributor are indirect wholly owned subsidiaries of Manulife Financial Corporation (MFC).
Management fee. The Fund has an investment management contract with the Adviser under which the Fund pays a daily management fee to the Adviser equivalent, on an annual basis, to the sum of: : (a) 1.05% of the first $50,000,000 of the Fund’s aggregate daily net assets and (b) 1.00% of the Fund’s aggregate daily net assets in excess of $50,000,000. Aggregate net assets include the net assets of the Fund and Natural Resources Trust, a series of John Hancock Trust. The Adviser has a subadvisory agreement with Wellington Management Company, LLP. The Fund is not responsible for payment of the subadvisory fees. The investment management fees incurred for the six months ended February 28, 2010 were equivalent to an annual effective rate of 1.00% of the Fund’s average daily net assets.
The Adviser has contractually agreed to limit the Fund’s total expenses, excluding transfer agent fees, distribution and service fees, brokerage commissions, interest and other extraordinary expenses not incurred in the ordinary course of the Fund’s business to 1.60% for Class A shares and 1.30% for Class I shares of the Fund’s average daily net asset value, on an annual basis. Accordingly, the expense reductions or reimbursements related to these agreements were $63 and $35 for Class A and Class I, respectively for the period ended February 28, 2010. The expense reimbursements and limits will continue in effect until December 31, 2010 and thereafter until terminated by the Adviser on notice to the Trust.
The Adviser has voluntarily agreed to waive a portion of its management fee for certain Funds of the Trust (the Participating Funds), including Natural Resources Fund. The waiver equals, on an annualized basis, 0.01% of that portion of the aggregate net assets of all the Participating Funds that exceeds $85 billion. The amount of the Reimbursement is calculated daily and allocated among all the Participating Funds in proportion to the daily net assets of each Fund. Accordingly, the expense reduction related to this agreement was $1,574.
Accounting and legal services. Pursuant to investment management contract, the Fund reimburses the Adviser for all expenses associated with providing the administrative, financial, legal, accounting and recordkeeping services of the Fund, including the preparation of all tax returns, periodic reports to shareholders and regulatory reports amongst other services. These expenses are
| |
Semiannual report | Natural Resources Fund | 23 |
allocated to each share class based on relative net assets at the time the expense was incurred. The accounting and legal services fees incurred for six months ended February 28, 2010, amounted to an approximate annual rate of 0.01% of the Fund’s average daily net assets.
Distribution plans. The Fund has a distribution agreement with the Distributor. The Fund has adopted distribution plans with respect to Class A and Class I, pursuant to Rule 12b-1 of the 1940 Act, to pay the Distributor for services provided as the distributor of shares of the Fund. The following table shows the contractual rates of distribution and services fees under these arrangements, expressed as an annual percentage of average daily net assets for each class of the Fund’s shares.
| | | |
| Distribution | | |
Class | Fee (12b-1) | | |
| | |
Class A | 0.30% | | |
Class 1 | 0.05% | | |
Sales charges. Class A shares are assessed up-front sales charges, which resulted in payments to the Distributor amounting to $1,085 for the six months ended February 28, 2010, $175 was retained and used for printing prospectuses, advertising, sales literature and other purposes, $751 was paid as sales commissions to broker-dealers and $159 was paid as sales commissions to sales personnel of Signator Investors, Inc. (Signator Investors), a broker-dealer affiliate of the Adviser.
Affiliated share ownership. Affiliates of the Fund owned 1,208 and 1,208 shares of beneficial interest of Class A and Class I, respectively, on February 28, 2010.
Transfer agent fees. The Fund has a transfer agent agreement with John Hancock Signature Services, Inc. (“Signature Services” or “Transfer Agent”), an affiliate of the Adviser. The transfer agent fees are made up of three components:
• The Fund pays a monthly transfer agent fee at an annual rate of 0.05% for Classes A shares and 0.04% for Class I shares, based on each class’s average daily net assets.
• The Fund pays a monthly fee based on an annual rate of $16.50 per shareholder account for Class A and Class I.
• In addition, Signature Services is reimbursed for certain out-of-pocket expenses.
| | | | |
Class level expenses for the period ended February 28, 2010 were: | |
| Distribution | Transfer agent | State | Printing and |
Class | and service fees | fees | registration fees | postage fees |
|
Class A | $56 | $28 | $10 | $56 |
Class I | — | 5 | 10 | 28 |
Class 1 | 40,957 | — | — | — |
Total | $41,013 | $33 | $20 | $84 |
Expense recapture. The Adviser may recapture operating expenses reimbursed or fees waived under previous expense limitation or waiver arrangements made subsequent to January 1, 2009, for a period of three years following the beginning of the month in which such reimbursements or waivers occurred. The table below outlines the amounts recovered during the six months ended February 28, 2010, and the amount of waived or reimbursed expenses subject to potential recovery and the respective expiration dates.
| | | |
Amount recovered during | Amounts eligible for recovery | | |
the period ended 2–28–10 | through February 1, 2013 | | |
| | |
— | $98 | | |
| |
24 | Natural Resources Fund | Semiannual report |
Trustee expenses. The Trust compensates each Trustee who is not an employee of the Adviser or its affiliates. The costs of paying Trustee compensation and expenses are allocated to each Fund based on its average daily net assets.
Note 5 — Fund share transactions
Transactions in Fund shares for the six months ended February 28, 2010 and for the year ended August 31, 2009 were as follows:
| | | | |
| Six months ended 2-28-101 | Year ended 8-31-09 |
| | |
| Shares | Amount | Shares | Amount |
Class A shares | | | | |
|
Sold | 17,852 | $352,543 | — | — |
Repurchased | (342) | (6,822) | — | — |
| | | | |
Net increase | 17,510 | $345,721 | — | — |
| | | | |
Class I shares | | | | |
|
Sold | 1,208 | $25,000 | — | — |
| | | | |
Net increase | 1,208 | $25,000 | — | — |
| | | | |
Class 1 shares | | | | |
|
Sold | 1,152,199 | $23,709,071 | 2,207,942 | $36,500,607 |
Distributions reinvested | 48,775 | 998,904 | 2,086,777 | 29,110,537 |
Repurchased | (422,080) | (8,222,402) | (1,288,566) | (24,276,561) |
| | | | |
Net increase | 778,894 | $16,485,573 | 3,006,153 | $41,334,583 |
| | | | |
Class NAV shares | | | | |
|
Distributions reinvested | 3,091,560 | $59,662,465 | 12,644,849 | $187,071,901 |
Distributions reinvested | 187,461 | 3,812,968 | 6,725,298 | 93,212,628 |
Repurchased | (2,253,702) | (45,632,464) | (3,479,311) | (61,627,547) |
| | | | |
Net increase | 1,025,319 | $17,842,969 | 15,890,836 | $218,656,982 |
| | | | |
Net increase | 1,822,931 | $34,699,263 | 18,896,989 | $259,991,565 |
|
1 The inception date for Class A and Class I shares is 1-4-10. | | | |
Note 6 — Purchase and sale of securities
Purchases and sales of securities, other than short-term securities and U.S. Treasury obligations, aggregated $144,421,579 and $116,594,445, respectively for the six months ended February 28, 2010.
Note 7 — Investment by affiliated funds
Certain investors in the Fund are affiliated Funds and are managed by the Adviser and its affiliates. The affiliated Funds do not invest in the Fund for the purpose of exercising management or control; however, this investment may represent a significant portion of the Fund’s net assets. For the six months ended February 28, 2010, the Fund had an affiliate fund ownership concentration of 78.0% of the Fund’s net assets.
| |
Semiannual report | Natural Resources Fund | 25 |
More information
| |
Trustees | Investment adviser |
James M. Oates, Chairman | John Hancock Investment Management |
James R. Boyle† | Services, LLC |
Grace K. Fey† | |
Charles L. Bardelis* | Subadviser |
Peter S. Burgess* | Wellington Management Company, LLP |
Theron S. Hoffman | |
Hassell H. McClellan | Principal distributor |
Steven M. Roberts* | John Hancock Funds, LLC |
*Member of the Audit Committee | |
†Non-Independent Trustee | Custodian |
| State Street Bank and Trust Company |
Officers |
Hugh McHaffie | Transfer agent |
President | John Hancock Signature Services, Inc. |
| |
Thomas M. Kinzler | Legal counsel |
Secretary and Chief Legal Officer | K&L Gates LLP |
| |
Francis V. Knox, Jr. | The report is certified under the Sarbanes-Oxley |
Chief Compliance Officer | Act, which requires mutual funds and other public |
| companies to affirm that, to the best of their |
Michael J. Leary | knowledge, the information in their financial reports |
Treasurer | is fairly and accurately stated in all material respects. |
| |
Charles A. Rizzo | |
Chief Financial Officer | |
| |
John G. Vrysen | |
Chief Operating Officer | |
| |
| |
The Fund’s proxy voting policies and procedures, as well as the Fund’s proxy voting record for the most recent twelve-month period ended June 30, are available free of charge on the Securities and Exchange Commission (SEC) Web site at www.sec.gov or on our Web site.
The Fund’s complete list of portfolio holdings, for the first and third fiscal quarters, is filed with the SEC on Form N-Q. The Fund’s Form N-Q is available on our Web site and the SEC’s Web site, www.sec.gov, and can be reviewed and copied (for a fee) at the SEC’s Public Reference Room in Washington, DC. Call 1-800-SEC-0330 to receive information on the operation of the SEC’s Public Reference Room.
We make this information on your fund, as well as monthly portfolio holdings, and other fund details available on our Web site www.jhfunds.com or by calling 1-800-225-5291.
| | |
You can also contact us: | | |
1-800-225-5291 | Regular mail: | Express mail: |
jhfunds.com | John Hancock Signature Services, Inc. | John Hancock Signature Services, Inc. |
| P.O. Box 55913 | Mutual Fund Image Operations |
| Boston, MA 02205-5913 | 30 Dan Road |
| | Canton, MA 02021 |
|
| |
26 | Natural Resources Fund | Semiannual report |

1-800-225-5291
1-800-554-6713 TDD
1-800-338-8080 EASI-Line
www.jhfunds.com
Now available: electronic delivery
www.jhfunds.com/edelivery
| |
This report is for the information of the shareholders of John Hancock Natural Resources Fund. | 354SA 2/10 |
It is not authorized for distribution to prospective investors unless preceded or accompanied by a prospectus. | 4/10 |

A look at performance
For the period ended February 28, 2010
| | | | | | | | | | | | | | | |
| | | | | | | | | | | | | SEC | | SEC |
| | | | | | | | | | | | | 30-day | | 30-day |
| | | | | | | | | | | | | yield | | yield |
| | | | | | | | | | | | | (%) | | (%) |
| | Average annual returns (%) | | Cumulative total returns (%) | | (subsi- | | (unsubsi- |
| with maximum sales charge (POP) | | with maximum sales charge (POP) | | dized) | | dized)1 |
| |
|
| | 1-year | 5-year | 10-year | Since inception 2 | | 6-months | 1-year | 5-year | 10-year | Since inception 2 | as of 2-28-10 | as of 2-28-10 |
|
Class A3 | | 26.29 | — | — | 5.61 | | 4.90 | 26.29 | — | — | 23.29 | 6.53 | 6.42 |
|
Class C3 | | 29.41 | — | — | 5.40 | | 8.07 | 29.41 | — | — | 22.35 | 6.17 | 6.13 |
|
Class I3,4 | | 33.14 | — | — | 7.69 | | 10.15 | 33.14 | — | — | 32.88 | 7.04 | 6.95 |
|
Class NAV4 | | 33.20 | — | — | 7.76 | | 10.15 | 33.20 | — | — | 33.24 | 7.21 | 7.20 |
|
Performance figures assume all distributions are reinvested. Public offering price (POP) figures reflect maximum sales charges on Class A shares of 5%, and the applicable contingent deferred sales charge (CDSC) on Class C shares. Sales charge is not applicable for Class I and Class NAV shares.
The expense ratios of the Fund, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Fund and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The net expenses are as follows: Class A — 1.17%, Class C — 1.87%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A ��� 1.64%, Class C — 3.04%. For all other classes, the net expenses equal the gross expenses and are as follows: Class I — 0.86%, Class NAV — 0.76%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Fund’s current performance may be higher or lower than the performance shown. For current to the most recent month end performance data, please call 1–800–225–5291 or visit the Fund’s Web site at www.jhfunds.com.
The performance table above and the chart on the next page do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares.
The Fund’s performance results reflect any applicable expense reductions, without which the expenses increase and results would have been less favorable.
1 Unsubsidized yields reflect what the yields would have been without the effect of reimbursements and waivers.
2 From April 28, 2006.
3 April 28, 2006, is the inception date for the oldest class of shares, Class NAV shares. The inception date for Class A shares, Class C shares and Class I shares is January 4, 2010. The returns prior to this date are those of Class NAV shares that have been recalculated to apply the gross fees and expenses of Class A, Class C and Class I shares, respectively.
4 For certain types of investors, as described in the Fund’s Class I and Class NAV share prospectuses.
| |
6 | Strategic Income Opportunities Fund | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Strategic Income Opportunities Fund Class NAV shares for the period indicated. For comparison, we’ve shown the same investment in the Barclays Capital U.S. Aggregate Bond Index.

| | | | |
| Period | Without sales | With maximum | |
| beginning | charge | sales charge | Index |
|
Class A2 | 4-28-06 | $12,910 | $12,329 | $12,785 |
|
Class C2 | 4-28-06 | 12,235 | 12,235 | 12,785 |
|
Class I2,3 | 4-28-06 | 13,288 | 13,288 | 12,785 |
|
Assuming all distributions were reinvested for the period indicated, the table above shows the value of $10,000 investment in the Fund’s Class A, Class C and Class I shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in different classes and the fee structure of those classes.
Barclays Capital U.S. Aggregate Bond Index is an unmanaged index of dollar-denominated and non-convertible investment grade debt issue.
It is not possible to invest directly in an index. Index figures do not reflect sales charges, which would have resulted in lower values if they did.
1 NAV represents net asset value.
2 April 28, 2006, is the inception date for the oldest class of shares, Class NAV shares. The inception date for Class A shares, Class C shares and Class I shares is January 4, 2010. The returns prior to this date are those of Class NAV shares that have been recalculated to apply the gross fees and expenses of Class A, Class C and Class I shares, respectively.
3 For certain types of investors, as described in the Fund’s Class I and Class NAV share prospectuses.
| |
Semiannual report | Strategic Income Opportunities Fund | 7 |
Your expenses
These examples are intended to help you understand your ongoing operating expenses.
Understanding fund expenses
As a shareholder of the Fund, you incur two types of costs:
■ Transaction costs which include sales charges (loads) on purchases or redemptions (varies by share class), minimum account fee charge, etc.
■ Ongoing operating expenses including management fees, distribution and service fees (if applicable), and other fund expenses.
We are going to present only your ongoing operating expenses here.
Actual expenses/actual returns
This example is intended to provide information about your fund’s actual ongoing operating expenses, and is based on your fund’s actual return. It assumes an account value of $1,000.00 on September 1, 2009 with the same investment held until February 28, 2010.
| | | |
| Account value | Ending value | Expenses paid during year |
| on 9-1-09 | on 2-28-10 | ended 2-28-101 |
|
|
Class NAV | $1,000.00 | $1,101.50 | $4.17 |
|
For the classes noted below, the example assumes an account value of $1,000 on January 4, 2010 with the same investment held until February 28, 2010.
| | | |
| Account value | Ending value | Expenses paid during year |
| on 1-4-10 | on 2-28-10 | ended 2-28-102 |
|
Class A | $1,000.00 | $1,019.50 | $1.86 |
|
Class C | 1,000.00 | 1,017.10 | 2.92 |
|
Class I | 1,000.00 | 1,019.80 | 1.44 |
|
Together with the value of your account, you may use this information to estimate the operating expenses that you paid over the period. Simply divide your account value at February 28, 2010, by $1,000.00, then multiply it by the “expenses paid” for your share class from the table above. For example, for an account value of $8,600.00, the operating expenses should be calculated as follows:

| |
8 | Strategic Income Opportunities Fund | Semiannual report |
Hypothetical example for comparison purposes
This table allows you to compare your fund’s ongoing operating expenses with those of any other fund. It provides an example of the Fund’s hypothetical account values and hypothetical expenses based on each class’s actual expense ratio and an assumed 5% annualized return before expenses (which is not your fund’s actual return). It assumes an account value of $1,000.00 on September 1, 2009, with the same investment held until February 28, 2010. Look in any other fund shareholder report to find its hypothetical example and you will be able to compare these expenses.
| | | |
| Account value | Ending value | Expenses paid during year |
| on 9-1-09 | on 2-28-10 | ended 2-28-103 |
|
Class A | $1,000.00 | $1,018.80 | $6.01 |
|
Class C | 1,000.00 | 1,015.40 | 9.44 |
|
Class I | 1,000.00 | 1,020.20 | 4.66 |
|
Class NAV | 1,000.00 | 1,020.80 | 4.01 |
|
Remember, these examples do not include any transaction costs, therefore, these examples will not help you to determine the relative total costs of owning different funds. If transaction costs were included, your expenses would have been higher. See the prospectus for details regarding transaction costs.
1 Expenses are equal to the Fund’s annualized expense ratio of 0.80% for Class NAV, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
2 Expenses are equal to the Fund’s annualized expense ratio of 1.20%, 1.89% and 0.93% for Class A, Class C and Class I respectively, multiplied by the average account value over the period, multiplied by 56/365 (to reflect the period).
3 Expenses are equal to the Fund’s annualized expense ratio multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
| |
Semiannual report | Strategic Income Opportunities Fund | 9 |
Portfolio summary
| | | | |
Portfolio Composition1 | | | | |
|
Corporate Bonds | 52% | | Convertible Bonds | 3% |
| |
|
Foreign Government Obligations | 18% | | Common Stocks | 3% |
| |
|
Collateralized Mortgage Obligations | 7% | | Preferred Stocks | 2% |
| |
|
Supranational Obligations | 5% | | Short-Term Investments & Other | 7% |
| |
|
Term Loans | 3% | | | |
| | |
|
Sector Composition1,2 | | | | |
|
Consumer Discretionary | 22% | | Telecommunication Services | 6% |
| |
|
Foreign Government Obligations | 18% | | Supranational Obligations | 5% |
| |
|
Financials | 12% | | Energy | 5% |
| |
|
Collateralized Mortgage Obligations | 7% | | Consumer Staples | 2% |
| |
|
Industrials | 7% | | Health Care | 2% |
| |
|
Materials | 7% | | Short-Term Investments & Other | 7% |
| |
|
| | | | |
Quality Composition1 | | | | |
|
AAA | 21% | | BB | 12% |
| |
|
AA | 4% | | B | 21% |
| |
|
A | 8% | | CCC | 16% |
| |
|
BBB | 9% | | Short-Term Investments & Other | 9% |
| |
|
1 As a percentage of net assets on Feburary 28, 2010.
2 Sector investing is subject to greater risks than the market as a whole. Because the Fund may focus on particular sectors of the economy, its performance may depend on the performance of these sectors.
| |
10 | Strategic Income Opportunities Fund | Semiannual report |
Fund’s investments
As of 2-28-10 (unaudited)
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
|
Corporate Bonds 52.37% | | | | | $282,651,415 |
|
(Cost $275,544,293) | | | | | |
| | | | | |
Consumer Discretionary 16.11% | | | | | 86,930,530 |
| | | | | |
Auto Components 2.17% | | | | | |
|
Allison Transmission, Inc. (S) | 11.000% | | 11-01-15 | $2,900,000 | 3,008,737 |
|
Allison Transmission, Inc., PIK (S) | 11.250 | | 11-01-15 | 2,109,400 | 2,183,229 |
|
Exide Technologies, Series B | 10.500 | | 03-15-13 | 2,025,000 | 1,969,313 |
|
Goodyear Tire & Rubber Company | 10.500 | | 05-15-16 | 325,000 | 350,188 |
|
Lear Corp., Series B (H) | 8.750 | | 12-01-16 | 940,000 | 14,100 |
|
Tenneco, Inc. | 8.625 | | 11-15-14 | 3,690,000 | 3,625,425 |
|
The Goodyear Tire & Rubber Company | 8.625 | | 12-01-11 | 530,000 | 549,875 |
| | | | | |
Auto Manufacturers 0.16% | | | | | |
|
Volvo Treasury AB (S) | 5.950 | | 04-01-15 | 850,000 | 872,639 |
| | | | | |
Automobiles 0.06% | | | | | |
|
TRW Automotive, Inc. (S) | 8.875 | | 12-01-17 | 340,000 | 342,550 |
| | | | | |
Hotels, Restaurants & Leisure 4.82% | | | | | |
|
Choctaw Resort Development Enterprise (S) | 7.250 | | 11-15-19 | 226,000 | 153,680 |
|
Chukchansi Economic Development | | | | | |
Authority (S) | 8.000 | | 11-15-13 | 1,445,000 | 1,170,450 |
|
Fontainebleau Las Vegas Holdings LLC (H)(S) | 10.250 | | 06-15-15 | 1,295,000 | 13,759 |
|
Great Canadian Gaming Corp. (S) | 7.250 | | 02-15-15 | 1,570,000 | 1,546,450 |
|
Greektown Holdings LLC (H)(S) | 10.750 | | 12-01-13 | 4,029,000 | 241,740 |
|
HRP Myrtle Beach Operations LLC (H)(S) | 10.070 | | 04-01-12 | 1,685,000 | — |
|
Jacobs Entertainment, Inc. | 9.750 | | 06-15-14 | 2,425,000 | 2,237,063 |
|
Landry’s Restaurants, Inc. (S) | 11.625 | | 12-01-15 | 790,000 | 825,550 |
|
Little Traverse Bay Bands of Odawa Indians (H)(S) | 10.250 | | 02-15-14 | 1,415,000 | 357,288 |
|
Majestic Star Casino LLC (H) | 9.500 | | 10-15-10 | 1,360,000 | 899,300 |
|
Marquee Holdings, Inc. | 12.000 | | 08-15-14 | 1,380,000 | 1,162,650 |
|
Mashantucket Western Pequot Tribe, Series | | | | | |
A (H)(S) | 8.500 | | 11-15-15 | 2,015,000 | 523,900 |
|
Mohegan Tribal Gaming Authority (S) | 11.500 | | 11-01-17 | 255,000 | 265,200 |
|
Mohegan Tribal Gaming Authority | 8.000 | | 04-01-12 | 3,355,000 | 2,969,175 |
|
Mohegan Tribal Gaming Authority | 7.125 | | 08-15-14 | 3,800,000 | 2,812,000 |
|
MTR Gaming Group, Inc. (S) | 12.625 | | 07-15-14 | 2,345,000 | 2,262,925 |
|
MTR Gaming Group, Inc., Series B | 9.000 | | 06-01-12 | 2,995,000 | 2,366,050 |
|
Pokagon Gaming Authority (S) | 10.375 | | 06-15-14 | 954,000 | 992,160 |
|
Snoqualmie Entertainment Authority (S) | 9.125 | | 02-01-15 | 1,020,000 | 703,800 |
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 11 |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Hotels, Restaurants & Leisure (continued) | | | | | |
|
Turning Stone Resort Casino Enterprises (S) | 9.125% | | 09-15-14 | $2,465,000 | $2,465,000 |
|
Waterford Gaming LLC (S) | 8.625 | | 09-15-14 | 2,115,000 | 1,152,675 |
|
Yonkers Racing Corp. (S) | 11.375 | | 07-15-16 | 860,000 | 907,300 |
| | | | | |
Household Durables 0.06% | | | | | |
|
Standard Pacific Corp. | 6.250 | | 04-01-14 | 340,000 | 306,000 |
| | | | | |
Media 8.05% | | | | | |
|
AMC Entertainment, Inc. | 8.750 | | 06-01-19 | 765,000 | 789,863 |
|
AMC Entertainment, Inc. | 8.000 | | 03-01-14 | 2,755,000 | 2,713,675 |
|
Cablevision Systems Corp. (S) | 8.625 | | 09-15-17 | 1,630,000 | 1,678,900 |
|
Canadian Satellite Radio Holdings, Inc. | 1.500 | | 02-15-16 | 132,650 | 46,654 |
|
CCH II LLC (S) | 13.500 | | 11-30-16 | 4,818,017 | 5,643,102 |
|
CCO Holdings LLC | 8.750 | | 11-15-13 | 1,100,000 | 1,116,500 |
|
Cinemark USA, Inc. | 8.625 | | 06-15-19 | 500,000 | 520,000 |
|
Clear Channel Communications, Inc. | 10.750 | | 08-01-16 | 3,980,000 | 3,044,700 |
|
Clear Channel Communications, Inc., PIK | 11.000 | | 08-01-16 | 1,360,493 | 925,135 |
|
Comcast Corp. | 4.950 | | 06-15-16 | 805,000 | 838,306 |
|
CSC Holdings, Inc. (S) | 8.500 | | 06-15-15 | 1,450,000 | 1,522,500 |
|
DirecTV Holdings LLC (S) | 5.875 | | 10-01-19 | 780,000 | 817,907 |
|
Idearc, Inc. (H) | 8.000 | | 11-15-16 | 2,015,000 | 35,263 |
|
Mediacom Broadband LLC | 8.500 | | 10-15-15 | 75,000 | 75,750 |
|
Nexstar Broadcasting, Inc., PIK (S) | 7.000 | | 01-15-14 | 696,511 | 546,761 |
|
Nexstar Finance, Inc. | 7.000 | | 01-15-14 | 230,000 | 180,550 |
|
Radio One, Inc. | 8.875 | | 07-01-11 | 200,000 | 176,000 |
|
Radio One, Inc. | 6.375 | | 02-15-13 | 225,000 | 178,031 |
|
Regal Cinemas Corp. | 8.625 | | 07-15-19 | 295,000 | 307,906 |
|
Shaw Communications, Inc. (CAD) | 6.500 | | 06-02-14 | 1,110,000 | 1,177,368 |
|
Shaw Communications, Inc. (CAD) | 5.700 | | 03-02-17 | 610,000 | 616,244 |
|
Sirius XM Radio, Inc. | 9.625 | | 08-01-13 | $5,180,000 | 5,244,750 |
|
Vertis, Inc., Series A, PIK | 18.500 | | 10-01-12 | 1,500,371 | 1,350,334 |
|
Videotron Ltee (CAD) (S) | 7.125 | | 01-15-20 | 1,475,000 | 1,445,520 |
|
XM Satellite Radio, Inc. (S) | 13.000 | | 08-01-13 | $4,615,000 | 5,053,425 |
|
XM Satellite Radio, Inc. (S) | 11.250 | | 06-15-13 | 2,385,000 | 2,540,025 |
|
XM Satellite Radio, Inc. (S) | 7.000 | | 12-01-14 | 5,080,000 | 4,861,560 |
|
Young Broadcasting, Inc. (H) | 10.000 | | 03-01-11 | 1,790,000 | 12,530 |
| | | | | |
Multiline Retail 0.47% | | | | | |
|
Michaels Stores, Inc. | 11.375 | | 11-01-16 | 2,100,000 | 2,110,500 |
|
Michaels Stores, Inc. | 10.000 | | 11-01-14 | 400,000 | 406,000 |
| | | | | |
Personal Products 0.08% | | | | | |
|
Revlon Consumer Products Corp. (S) | 9.750 | | 11-15-15 | 400,000 | 411,000 |
| | | | | |
Specialty Retail 0.09% | | | | | |
|
Toys R Us Property Company LLC (S) | 8.500 | | 12-01-17 | 495,000 | 499,950 |
| | | | | |
Textiles, Apparel & Luxury Goods 0.15% | | | | | |
|
Burlington Coat Factory Warehouse Corp. | 11.125 | | 04-15-14 | 780,000 | 793,650 |
| | | | | |
Consumer Staples 1.92% | | | | | 10,369,834 |
| | | | | |
Food Products 1.23% | | | | | |
|
Bumble Bee Foods LLC (S) | 7.750 | | 12-15-15 | 320,000 | 320,800 |
|
Corp. Pesquera Inca SAC (S) | 9.000 | | 02-10-17 | 825,000 | 808,500 |
See notes to financial statements
| |
12 | Strategic Income Opportunities Fund | Semiannual report |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Food Products (continued) | | | | | |
|
Cosan SA Industria e Comercio (S) | 8.250% | | 02-28-49 | $2,000,000 | $1,930,000 |
|
Dole Food Company, Inc. | 8.875 | | 03-15-11 | 74,000 | 74,370 |
|
Viterra, Inc. (CAD) | 8.500 | | 07-07-14 | 3,460,000 | 3,499,789 |
| | | | | |
Household Products 0.61% | | | | | |
|
Yankee Acquisition Corp. | 9.750 | | 02-15-17 | 730,000 | 728,175 |
|
Yankee Acquisition Corp. | 8.500 | | 02-15-15 | 2,555,000 | 2,555,000 |
| | | | | |
Personal Products 0.08% | | | | | |
|
JohnsonDiversey, Inc. (S) | 8.250 | | 11-15-19 | 440,000 | 453,200 |
| | | | | |
Energy 4.38% | | | | | 23,634,613 |
| | | | | |
Energy Equipment & Services 0.73% | | | | | |
|
Gibson Energy Holdings ULC (S) | 10.000 | | 01-15-18 | 930,000 | 906,750 |
|
NGPL Pipeco LLC (S) | 7.119 | | 12-15-17 | 935,000 | 1,063,745 |
|
PHI, Inc. | 7.125 | | 04-15-13 | 1,000,000 | 965,000 |
|
Weatherford International, Ltd. | 9.625 | | 03-01-19 | 800,000 | 1,019,234 |
| | | | | |
Oil, Gas & Consumable Fuels 3.65% | | | | | |
|
Atlas Pipeline Partners LP | 8.125 | | 12-15-15 | 200,000 | 187,500 |
|
Drummond Company, Inc. | 7.375 | | 02-15-16 | 3,830,000 | 3,571,475 |
|
Enterprise Products Operating LLC, Series G | 5.600 | | 10-15-14 | 980,000 | 1,067,862 |
|
MarkWest Energy Partners LP, Series B | 8.750 | | 04-15-18 | 520,000 | 526,500 |
|
MarkWest Energy Partners LP, Series B | 8.500 | | 07-15-16 | 2,150,000 | 2,160,750 |
|
McMoRan Exploration Company | 11.875 | | 11-15-14 | 2,445,000 | 2,616,150 |
|
Niska Gas Storage US LLC (S) | 8.875 | | 03-15-18 | 1,350,000 | 1,350,000 |
|
Petroleos de Venezuela SA | 5.000 | | 10-28-15 | 1,745,000 | 1,086,263 |
|
Petroleos Mexicanos (S) | 6.000 | | 03-05-20 | 850,000 | 864,450 |
|
RDS Ultra-Deepwater, Ltd. (S) | 11.875 | | 03-15-17 | 1,335,000 | 1,333,331 |
|
Regency Energy Partners LP (S) | 9.375 | | 06-01-16 | 2,510,000 | 2,648,050 |
|
Targa Resources Partners LP | 8.250 | | 07-01-16 | 760,000 | 763,800 |
|
Valero Energy Corp. | 6.125 | | 02-01-20 | 485,000 | 488,173 |
|
Valero Energy Corp. | 4.500 | | 02-01-15 | 485,000 | 487,478 |
|
Williams Partners LP | 7.250 | | 02-01-17 | 460,000 | 528,102 |
| | | | | |
Financials 8.80% | | | | | 47,524,787 |
| | | | | |
Commercial Banks 1.11% | | | | | |
|
Allfirst Preferred Capital Trust, (1.751% to | | | | | |
4-15-10 then 3 month US LIBOR + 150 | | | | | |
bps quarterly) | 1.751 | | 07-15-29 | 785,000 | 516,646 |
|
City National Capital Trust I | 9.625 | | 02-01-40 | 1,735,000 | 1,891,103 |
|
Fifth Third Capital Trust IV (P) | 6.500 | | 04-15-37 | 1,415,000 | 1,124,925 |
|
First Tennessee Bank N.A., BKNT | 5.050 | | 01-15-15 | 508,000 | 468,395 |
|
PNC Preferred Funding Trust III (P)(S) | 8.700 | | 03-29-49 | 900,000 | 940,635 |
|
Santander Issuances S.A., | | | | | |
(6.500% to 11-01-14 then 3 month US LIBOR | | | | | |
+392 bps) (S) | 6.500 | | 08-11-19 | 1,000,000 | 1,058,255 |
| | | | | |
Consumer Finance 0.74% | | | | | |
|
Ford Motor Credit Company LLC | 8.700 | | 10-01-14 | 1,100,000 | 1,128,309 |
|
SLM Corp., MTN | 8.450 | | 06-15-18 | 2,930,000 | 2,866,062 |
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 13 |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Diversified Financial Services 5.15% | | | | | |
|
CCM Merger, Inc. (S) | 8.000% | | 08-01-13 | $4,420,000 | $3,668,600 |
|
First Maryland Capital I (P) | 1.251 | | 01-15-27 | 640,000 | 406,909 |
|
GE Capital Australia Funding Property, Ltd., | | | | | |
MTN (AUD) | 6.500 | | 11-15-11 | 2,870,000 | 2,580,161 |
|
General Electric Capital Corp., | | | | | |
Series A, MTN (NZD) | 7.625 | | 12-10-14 | 6,630,000 | 4,904,934 |
|
ISA Capital do Brasil SA (S) | 8.800 | | 01-30-17 | $470,000 | 514,650 |
|
Kreditanstalt fuer Wiederaufbau, EMTN (IDR) | 7.000 | | 10-22-12 | 47,700,000,000 | 5,087,205 |
|
Local TV Finance LLC, PIK (S) | 9.250 | | 06-15-15 | $264,600 | 150,822 |
|
Macquarie Group, Ltd. (S) | 7.300 | | 08-01-14 | 595,000 | 656,126 |
|
Morgan Stanley (BRL)(S) | 10.090 | | 05-03-17 | 12,100,000 | 6,243,671 |
|
Odebrecht Finance, Ltd. (S) | 7.500 | | 10-18-17 | $970,000 | 1,018,500 |
|
Orascom Telecom Finance SCA (S) | 7.875 | | 02-08-14 | 755,000 | 664,400 |
|
TAM Capital, Inc. | 7.375 | | 04-25-17 | 1,205,000 | 1,114,625 |
|
Volkswagen Financial Services AG, EMTN (EUR) | 5.375 | | 01-25-12 | 565,000 | 815,209 |
| | | | | |
Insurance 0.62% | | | | | |
|
Liberty Mutual Group, Inc., | | | | | |
(10.750% to 6-15-30 then 3 month US LIBOR | | | | | |
+ 712 bps) (S) | 10.750 | | 06-15-58 | 1,930,000 | 2,084,400 |
|
Symetra Financial Corp., | | | | | |
(8.300% to 10-1-17 then 3 month US LIBOR | | | | | |
+ 417.7 bps) (S) | 8.300 | | 10-15-37 | 905,000 | 764,725 |
|
Willis North America, Inc. | 7.000 | | 09-29-19 | 475,000 | 498,976 |
| | | | | |
Real Estate Investment Trusts 0.15% | | | | | |
|
Dupont Fabros Technology LP (S) | 8.500 | | 12-15-17 | 790,000 | 801,850 |
| | | | |
Real Estate Management & Development 1.03% | | | | |
|
Realogy Corp. | 10.500 | | 04-15-14 | 2,395,000 | 1,999,825 |
|
Realogy Corp., PIK | 11.000 | | 04-15-14 | 3,603,956 | 2,955,244 |
|
Sable International Finance, Ltd. (S) | 7.750 | | 02-15-17 | 585,000 | 599,625 |
| | | | | |
Health Care 1.46% | | | | | 7,859,363 |
| | | | | |
Health Care Providers & Services 1.14% | | | | | |
|
Community Health Systems, Inc. | 8.875 | | 07-15-15 | 2,240,000 | 2,318,400 |
|
Hanger Orthopedic Group, Inc. | 10.250 | | 06-01-14 | 1,880,000 | 1,992,800 |
|
HCA, Inc. | 9.125 | | 11-15-14 | 460,000 | 483,575 |
|
Sun Healthcare Group, Inc. | 9.125 | | 04-15-15 | 1,325,000 | 1,344,875 |
| | | | | |
Pharmaceuticals 0.32% | | | | | |
|
Catalent Pharma Solutions, Inc., PIK | 9.500 | | 04-15-15 | 1,815,000 | 1,719,713 |
| | | | | |
Industrials 5.80% | | | | | 31,323,206 |
| | | | | |
Aerospace & Defense 0.28% | | | | | |
|
Hawker Beechcraft Acquisition Company LLC | 8.500 | | 04-01-15 | 2,025,000 | 1,528,875 |
| | | | | |
Airlines 2.42% | | | | | |
|
Delta Air Lines, Inc. (S) | 12.250 | | 03-15-15 | 910,000 | 924,788 |
|
Delta Air Lines, Inc. (S) | 9.500 | | 09-15-14 | 2,190,000 | 2,228,325 |
|
Delta Air Lines, Inc., Series 2007-1 Class A | 6.821 | | 08-10-22 | 1,373,597 | 1,315,219 |
|
Global Aviation Holdings, Ltd. (S) | 14.000 | | 08-15-13 | 3,015,000 | 3,037,613 |
|
United Air Lines, Inc. | 12.750 | | 07-15-12 | 740,000 | 784,400 |
|
United Air Lines, Inc. (S) | 12.000 | | 11-01-13 | 1,970,000 | 1,910,900 |
|
United Air Lines, Inc. | 10.400 | | 11-01-16 | 785,000 | 830,138 |
See notes to financial statements
| |
14 | Strategic Income Opportunities Fund | Semiannual report |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Airlines (continued) | | | | | |
|
United Air Lines, Inc. (S) | 9.875% | | 08-01-13 | $385,000 | $385,000 |
|
United Air Lines, Inc. | 9.750 | | 01-15-17 | 1,565,000 | 1,631,513 |
| | | | | |
Building Materials 0.09% | | | | | |
|
Voto-Votorantim Overseas Trading Operations | | | | | |
NV (S) | 6.625 | | 09-25-19 | 510,000 | 507,450 |
| | | | | |
Commercial Services & Supplies 0.35% | | | | | |
|
Aramark Services, Inc. | 8.500 | | 02-01-15 | 1,855,000 | 1,873,550 |
| | | | | |
Diversified Financial Services 0.83% | | | | | |
|
Daimler Finance NA LLC, EMTN (EUR) | 4.375 | | 03-21-13 | 3,145,000 | 4,481,692 |
| | | | | |
Electrical Equipment 0.23% | | | | | |
|
Baldor Electric Company | 8.625 | | 02-15-17 | $520,000 | 533,000 |
|
Coleman Cable, Inc. (S) | 9.000 | | 02-15-18 | 700,000 | 693,000 |
| | | | | |
Industrial Conglomerates 0.42% | | | | | |
|
Grupo Kuo SAB de CV (S) | 9.750 | | 10-17-17 | 1,175,000 | 1,175,000 |
|
Hutchison Whampoa International, Ltd. (S) | 4.625 | | 09-11-15 | 850,000 | 874,257 |
|
Smiths Group PLC (S) | 7.200 | | 05-15-19 | 190,000 | 215,065 |
| | | | | |
Machinery 0.59% | | | | | |
|
American Railcar Industries, Inc. | 7.500 | | 03-01-14 | 440,000 | 426,800 |
|
Mueller Water Products, Inc. | 7.375 | | 06-01-17 | 3,115,000 | 2,772,350 |
| | | | | |
Marine 0.21% | | | | | |
|
Navios Maritime Holdings, Inc. | 9.500 | | 12-15-14 | 1,125,000 | 1,113,750 |
| | | | | |
Road & Rail 0.38% | | | | | |
|
Kansas City Southern de Mexico SA de CV (S) | 8.000 | | 02-01-18 | 945,000 | 933,188 |
|
RailAmerica, Inc. | 9.250 | | 07-01-17 | 1,094,000 | 1,147,333 |
| | | | | |
Information Technology 0.90% | | | | | 4,854,549 |
| | | | | |
Internet & Catalog Retail 0.18% | | | | | |
|
GXS Worldwide, Inc. (S) | 9.750 | | 06-15-15 | 990,000 | 940,500 |
| | | | | |
IT Services 0.10% | | | | | |
|
Equinix, Inc. | 8.125 | | 03-01-18 | 555,000 | 555,000 |
| | | | | |
Software 0.62% | | | | | |
|
Oracle Corp. | 5.750 | | 04-15-18 | 1,840,000 | 2,025,049 |
|
Vangent, Inc. | 9.625 | | 02-15-15 | 1,450,000 | 1,334,000 |
| | | | | |
Materials 6.30% | | | | | 33,981,872 |
| | | | | |
Chemicals 1.11% | | | | | |
|
American Pacific Corp. | 9.000 | | 02-01-15 | 1,645,000 | 1,624,438 |
|
Berry Plastics Corp. | 8.875 | | 09-15-14 | 955,000 | 919,188 |
|
Berry Plastics Escrow LLC (S) | 8.250 | | 11-15-15 | 1,680,000 | 1,659,000 |
|
Lumena Resources Corp. (S) | 12.000 | | 10-27-14 | 1,935,000 | 1,645,391 |
|
Nova Chemicals Corp. | 6.500 | | 01-15-12 | 125,000 | 125,000 |
| | | | | |
Containers & Packaging 2.14% | | | | | |
|
Ball Corp. | 6.625 | | 03-15-18 | 195,000 | 196,463 |
|
Cascades, Inc. (S) | 7.875 | | 01-15-20 | 545,000 | 550,450 |
|
Graham Packaging Company LP | 9.875 | | 10-15-14 | 375,000 | 382,500 |
|
Graham Packaging Company LP (S) | 8.250 | | 01-01-17 | 850,000 | 833,000 |
|
Graphic Packaging International, Inc. | 9.500 | | 08-15-13 | 3,005,000 | 3,065,100 |
|
Graphic Packaging International, Inc. | 9.500 | | 06-15-17 | 1,505,000 | 1,580,250 |
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 15 |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Containers & Packaging (continued) | | | | | |
|
Owens-Brockway Glass Container, Inc. | 8.250% | | 05-15-13 | $1,450,000 | $1,471,750 |
|
Sealed Air Corp. (S) | 7.875 | | 06-15-17 | 1,065,000 | 1,129,207 |
|
Smurfit-Stone Container Enterprises, Inc. (H) | 8.375 | | 07-01-12 | 1,185,000 | 980,588 |
|
Smurfit-Stone Container Enterprises, Inc. (H) | 8.000 | | 03-15-17 | 935,000 | 769,038 |
|
U.S. Corrugated, Inc. | 10.000 | | 06-01-13 | 715,000 | 611,325 |
| | | | | |
Metals & Mining 1.99% | | | | | |
|
CII Carbon LLC (S) | 11.125 | | 11-15-15 | 3,990,000 | 3,980,025 |
|
CSN Islands XI Corp (S) | 6.875 | | 09-21-19 | 510,000 | 517,650 |
|
Essar Steel Algoma, Inc. (S) | 9.375 | | 03-15-15 | 1,145,000 | 1,127,825 |
|
Gerdau Holdings, Inc. (S) | 7.000 | | 01-20-20 | 790,000 | 797,900 |
|
OI European Group BV (EUR)(S) | 6.875 | | 03-31-17 | 410,000 | 547,111 |
|
Rio Tinto Finance USA, Ltd. | 9.000 | | 05-01-19 | $1,150,000 | 1,490,284 |
|
Rio Tinto Finance USA, Ltd. | 7.125 | | 07-15-28 | 1,465,000 | 1,666,262 |
|
Teck Resources, Ltd. | 10.750 | | 05-15-19 | 505,000 | 621,150 |
| | | | | |
Paper & Forest Products 1.06% | | | | | |
|
Abitibi-Consolidated Company of Canada (H)(S) | 13.750 | | 04-01-11 | 1,371,389 | 1,409,102 |
|
Clearwater Paper Corp. (S) | 10.625 | | 06-15-16 | 195,000 | 216,450 |
|
NewPage Corp. | 11.375 | | 12-31-14 | 2,735,000 | 2,611,925 |
|
PE Paper Escrow GmbH (S) | 12.000 | | 08-01-14 | 210,000 | 227,850 |
|
Pope & Talbot, Inc. (H) | 8.375 | | 06-01-13 | 1,000,000 | 100 |
|
Pope & Talbot, Inc. (H) | 8.375 | | 06-01-13 | 500,000 | 50 |
|
Verso Paper Holdings LLC (S) | 11.500 | | 07-01-14 | 510,000 | 535,500 |
|
Verso Paper Holdings LLC, Series B | 9.125 | | 08-01-14 | 750,000 | 690,000 |
| | | | | |
Telecommunication Services 5.56% | | | | | 30,004,160 |
| | | | |
Diversified Telecommunication Services 2.95% | | | | |
|
AT&T, Inc. | 6.700 | | 11-15-13 | 1,240,000 | 1,412,486 |
|
Axtel SAB de CV (S) | 9.000 | | 09-22-19 | 570,000 | 579,975 |
|
Axtel SAB de CV (S) | 7.625 | | 02-01-17 | 2,275,000 | 2,240,875 |
|
Cincinnati Bell, Inc. | 8.375 | | 01-15-14 | 2,000,000 | 2,015,000 |
|
Citizens Communications Company | 7.125 | | 03-15-19 | 710,000 | 663,850 |
|
Intelsat Bermuda, Ltd. | 11.250 | | 02-04-17 | 3,360,000 | 3,406,200 |
|
Level 3 Financing, Inc. (S) | 10.000 | | 02-01-18 | 280,000 | 256,900 |
|
Verizon Wireless Capital LLC | 7.375 | | 11-15-13 | 2,000,000 | 2,321,580 |
|
West Corp. | 11.000 | | 10-15-16 | 2,995,000 | 3,002,488 |
| | | | | |
Wireless Telecommunication Services 2.61% | | | | | |
|
American Tower Corp. | 7.000 | | 10-15-17 | 1,310,000 | 1,460,650 |
|
CC Holdings GS V LLC (S) | 7.750 | | 05-01-17 | 870,000 | 941,775 |
|
Digicel Group, Ltd. (S) | 8.250 | | 09-01-17 | 1,945,000 | 1,847,750 |
|
Nextel Communications, Inc. | 7.375 | | 08-01-15 | 2,940,000 | 2,712,150 |
|
NII Capital Corp. (S) | 10.000 | | 08-15-16 | 695,000 | 754,075 |
|
NII Capital Corp. (S) | 8.875 | | 12-15-19 | 910,000 | 930,475 |
|
Sprint Capital Corp. | 8.750 | | 03-15-32 | 2,360,000 | 2,082,700 |
|
Sprint Capital Corp. | 8.375 | | 03-15-12 | 3,305,000 | 3,375,231 |
See notes to financial statements
| |
16 | Strategic Income Opportunities Fund | Semiannual report |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Utilities 1.14% | | | | | $6,168,501 |
| | | | | |
Electric Utilities 0.87% | | | | | |
|
Appalachian Power Company | 5.000% | | 06-01-17 | $900,000 | 919,511 |
|
Texas Competitive Electric Holdings | | | | | |
Company LLC, | | | | | |
Series A | 10.250 | | 11-01-15 | 3,600,000 | 2,690,640 |
|
United Maritime Group LLC (S) | 11.750 | | 06-15-15 | 1,100,000 | 1,100,000 |
| | | | |
Independent Power Producers & Energy Traders 0.09% | | | | |
|
Listrindo Capital BV (S) | 9.250 | | 01-29-15 | 455,000 | 468,568 |
| | | | | |
Multi-Utilities 0.18% | | | | | |
|
Dominion Resources, Inc. | 5.600 | | 11-15-16 | 900,000 | 989,782 |
|
Convertible Bonds 2.93% | | | | | $15,839,944 |
|
(Cost $14,837,882) | | | | | |
| | | | | |
Consumer Discretionary 1.87% | | | | | 10,081,775 |
| | | | | |
Automobiles 1.81% | | | | | |
|
Ford Motor Company | 4.250 | | 11-15-16 | 5,595,000 | 7,944,900 |
|
TRW Automotive, Inc. (S) | 3.500 | | 12-01-15 | 1,605,000 | 1,837,725 |
| | | | | |
Household Durables 0.06% | | | | | |
|
Beazer Homes USA, Inc. | 4.625 | | 06-15-24 | 310,000 | 299,150 |
| | | | | |
Energy 0.14% | | | | | 779,625 |
| | | | | |
Oil, Gas & Consumable Fuels 0.14% | | | | | |
|
Chesapeake Energy Corp. | 2.250 | | 12-15-38 | 1,050,000 | 779,625 |
| | | | | |
Industrials 0.56% | | | | | 3,034,294 |
| | | | | |
Airlines 0.42% | | | | | |
|
Continental Airlines, Inc. | 4.500 | | 01-15-15 | 910,000 | 1,109,063 |
|
UAL Corp. | 4.500 | | 06-30-21 | 1,265,000 | 1,176,450 |
| | | | | |
Trading Companies & Distributors 0.14% | | | | | |
|
United Rentals, Inc. | 4.000 | | 11-15-15 | 815,000 | 748,781 |
| | | | | |
Telecommunication Services 0.36% | | | | | 1,944,250 |
| | | | | |
Wireless Telecommunication Services 0.36% | | | | | |
|
NII Holdings, Inc. | 2.750 | | 08-15-25 | 1,925,000 | 1,944,250 |
|
Municipal Bonds 1.11% | | | | | $5,977,098 |
|
(Cost $6,049,410) | | | | | |
| | | | | |
California 0.94% | | | | | 5,060,378 |
California State Public Works Board, | | | | | |
Build America Bonds, Series G2 | 8.361 | | 10-01-34 | 1,965,000 | 2,035,013 |
|
County Of Siskiyou, | | | | | |
Pension Obligation | 6.100 | | 06-01-37 | 780,000 | 548,543 |
|
State of California, | | | | | |
General Obligation | 7.300 | | 10-01-39 | 1,690,000 | 1,615,370 |
|
State of California, | | | | | |
Taxable Various Purposes | 6.200 | | 10-01-19 | 845,000 | 861,452 |
| | | | | |
New York 0.17% | | | | | 916,720 |
City of New York, | | | | | |
Build America Bonds | 5.206 | | 10-01-31 | 990,000 | 916,720 |
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 17 |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
|
Foreign Government Obligations 18.49% | | | | $99,778,026 |
|
(Cost $96,691,256) | | | | | |
| | | | | |
Australia 2.40% | | | | | 12,925,772 |
New South Wales Treasury Corp., Series | | | | | |
12 (AUD) | 6.000% | | 05-01-12 | $7,071,000 | 6,482,556 |
|
New South Wales Treasury Corp., Series | | | | | |
14 (AUD) | 5.500 | | 08-01-14 | 7,150,000 | 6,443,216 |
| | | | | |
Brazil 1.81% | | | | | 9,750,436 |
Federative Republic of Brazil (BRL) | 10.250 | | 01-10-28 | 17,275,000 | 9,750,436 |
| | | | | |
Canada 5.57% | | | | | 30,061,362 |
Canada Housing Trust (CAD)(S) | 4.600 | | 09-15-11 | 5,545,000 | 5,554,907 |
|
Government of Canada (CAD) | 4.000 | | 06-01-16 | 10,480,000 | 10,617,350 |
|
Ontario School Boards Financing Corp., Series | | | | | |
01A2 (CAD) | 6.250 | | 10-19-16 | 3,815,000 | 4,150,054 |
|
Province of Ontario (CAD) | 4.750 | | 06-02-13 | 4,610,000 | 4,730,398 |
|
Province of Ontario, Series GMTN (NZD) | 6.250 | | 06-16-15 | 3,520,000 | 2,530,852 |
|
Province of Quebec (CAD) | 5.250 | | 10-01-13 | 2,370,000 | 2,477,801 |
| | | | | |
Colombia 0.02% | | | | | 125,400 |
Republic of Colombia | 10.000 | | 01-23-12 | $110,000 | 125,400 |
| | | | | |
France 0.85% | | | | | 4,577,061 |
Government of France (EUR) | 4.250 | | 04-25-19 | 3,114,000 | 4,577,061 |
| | | | | |
Germany 1.76% | | | | | 9,496,222 |
Federal Republic of Germany, Series 02 (EUR) | 5.000 | | 07-04-12 | 2,240,000 | 3,323,263 |
|
Federal Republic of Germany, Series 08 (EUR) | 3.750 | | 01-04-19 | 2,568,000 | 3,695,122 |
|
Federal Republic of Germany, Series 152 (EUR) | 3.500 | | 04-12-13 | 1,710,000 | 2,477,837 |
| | | | | |
Indonesia 0.26% | | | | | 1,411,069 |
Republic of Indonesia (S) | 5.875 | | 03-13-20 | $1,365,000 | 1,411,069 |
| | | | | |
Korea 0.84% | | | | | 4,529,757 |
Korea Development Bank | 4.375 | | 08-10-15 | 485,000 | 491,594 |
|
Republic of Korea, Series 1409 (KRW) | 5.000 | | 09-10-14 | 1,550,000,000 | 1,363,385 |
|
Republic of Korea, Series 1809 (KRW) | 5.750 | | 09-10-18 | 2,980,000,000 | 2,674,778 |
| | | | | |
Mexico 0.40% | | | | | 2,155,810 |
Government of Mexico | 8.125 | | 12-30-19 | $360,000 | 445,500 |
|
Government of Mexico | 5.875 | | 02-17-14 | 550,000 | 613,250 |
|
Government of Mexico | 5.625 | | 01-15-17 | 520,000 | 551,200 |
|
Government of Mexico, Series A, MTN | 6.375 | | 01-16-13 | 490,000 | 545,860 |
| | | | | |
New Zealand 0.25% | | | | | 1,339,357 |
Government of New Zealand, Series | | | | | |
1217 (NZD) | 6.000 | | 12-15-17 | 1,860,000 | 1,339,357 |
| | | | | |
Norway 1.91% | | | | | 10,322,971 |
Government of Norway (NOK) | 5.000 | | 05-15-15 | 34,377,000 | 6,339,663 |
|
Government of Norway (NOK) | 4.500 | | 05-22-19 | 22,073,000 | 3,983,308 |
| | | | | |
Sweden 2.08% | | | | | 11,244,140 |
Kingdom of Sweden, Series 1047 (SEK) | 5.000 | | 12-01-20 | 34,615,000 | 5,647,938 |
|
Kingdom of Sweden, Series 1051 (SEK) | 3.750 | | 08-12-17 | 37,875,000 | 5,596,202 |
See notes to financial statements
| |
18 | Strategic Income Opportunities Fund | Semiannual report |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Turkey 0.26% | | | | | $1,400,919 |
| | | | | |
Republic of Turkey | 6.750% | | 05-30-40 | $1,435,000 | 1,400,919 |
| | | | | |
Ukraine 0.08% | | | | | 437,750 |
Government of Ukraine (S) | 6.580 | | 11-21-16 | 515,000 | 437,750 |
|
Term Loans (M) 3.45% | | | | | $18,624,816 |
|
(Cost $17,556,098) | | | | | |
| | | | | |
Consumer Discretionary 1.14% | | | | | 6,176,124 |
| | | | | |
Hotels, Restaurants & Leisure 0.32% | | | | | |
|
Greektown Holdings LLC | 14.500 | | 09-30-10 | 1,548,014 | 1,555,754 |
|
Greektown Holdings LLC (T)(U) | — | | 09-30-10 | 162,917 | 162,917 |
| | | | | |
Media 0.48% | | | | | |
|
Dex Media West, Inc. | 7.500 | | 10-24-14 | 771,894 | 736,001 |
|
SuperMedia, Inc. | 11.000 | | 12-31-15 | 2,040,434 | 1,858,709 |
| | | | | |
Specialty Retail 0.34% | | | | | |
|
Michaels Stores, Inc. | 2.519 | | 10-31-13 | 2,068,278 | 1,862,743 |
| | | | | |
Financials 0.70% | | | | | 3,754,327 |
| | | | | |
Diversified Financial Services 0.62% | | | | | |
|
CIT Group, Inc. | 9.750 | | 01-18-12 | 3,277,500 | 3,357,389 |
| | | | |
Real Estate Management & Development 0.08% | | | | |
|
Realogy Corp. | 13.500 | | 10-15-17 | 365,000 | 396,938 |
| | | | | |
Health Care 0.09% | | | | | 515,379 |
| | | | | |
Health Care Equipment & Supplies 0.09% | | | | | |
|
Bausch & Lomb, Inc. (EUR) | 3.878 | | 04-24-15 | 401,800 | 515,379 |
| | | | | |
Industrials 0.92% | | | | | 4,961,583 |
| | | | | |
Airlines 0.81% | | | | | |
|
Delta Airlines, Inc. | 3.500 | | 04-30-14 | $3,445,211 | 2,923,261 |
|
US Airways Group, Inc. | 2.730 | | 03-24-14 | 1,946,667 | 1,469,733 |
| | | | | |
Commercial Services & Supplies 0.11% | | | | | |
|
Quebecor World Capital Corp. | 9.000 | | 07-23-12 | 562,960 | 568,589 |
| | | | | |
Materials 0.60% | | | | | 3,217,403 |
| | | | | |
Chemicals 0.16% | | | | | |
|
LyondellBaseII Industries (T) | — | | 12-20-13 | 45,144 | 31,657 |
|
LyondellBaseII Industries (T) | — | | 12-20-13 | 19,686 | 13,805 |
|
LyondellBaseII Industries (T) | — | | 12-20-13 | 73,821 | 51,767 |
|
LyondellBaseII Industries (T) | — | | 12-22-14 | 245,238 | 171,973 |
|
LyondellBaseII Industries (T) | — | | 12-22-14 | 245,238 | 171,973 |
|
LyondellBaseII Industries (T) | — | | 12-22-14 | 245,238 | 171,973 |
|
LyondellBaseII Industries (T) | — | | 12-22-14 | 56,516 | 39,632 |
|
LyondellBaseII Industries (T) | — | | 12-22-14 | 56,516 | 39,632 |
|
LyondellBaseII Industries (T) | — | | 12-22-14 | 56,516 | 39,632 |
|
LyondellBaseII Industries (T) | — | | 12-22-14 | 140,651 | 99,159 |
| | | | | |
Paper & Forest Products 0.44% | | | | | |
|
AbitibiBowater, Inc. (H) | 11.000 | | 03-30-11 | 2,460,000 | 2,386,200 |
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 19 |
| | |
| Shares | Value |
|
Preferred Stocks 2.17% | | $11,688,183 |
|
(Cost $10,964,826) | | |
| | |
Consumer Discretionary 0.50% | | 2,695,490 |
| | |
Auto Components 0.17% | | |
|
Lear Corp., zero, Series A | 13,597 | 897,395 |
| | |
Media 0.33% | | |
|
Charter Communications, Inc., 15.000% Series A, PIK | 69,157 | 1,798,095 |
| | |
Financials 1.65% | | 8,901,720 |
| | |
Commercial Banks 0.50% | | |
|
Wells Fargo & Company, 7.500%, Series L | 2,830 | 2,696,990 |
| | |
Diversified Financial Services 1.15% | | |
|
Bank of America Corp., 7.250%, Series L | 4,062 | 3,686,265 |
|
Citigroup, Inc., 7.500% | 23,480 | 2,518,465 |
| | |
Materials 0.02% | | 90,973 |
| | |
Metals & Mining 0.02% | | |
|
Freeport-McMoRan Copper & Gold, Inc., 6.750% | 845 | 90,973 |
| | |
| Shares | Value |
|
Common Stocks 2.77% | | $14,942,790 |
|
(Cost $15,148,195) | | |
| | |
Consumer Discretionary 2.20% | | 11,849,237 |
| | |
Auto Components 0.73% | | |
|
Lear Corp. (I) | 56,890 | 3,940,781 |
| | |
Media 1.47% | | |
|
Charter Communications, Inc., Class A (I) | 84,100 | 2,501,975 |
|
Dex One Corp. (I) | 5,821 | 173,466 |
|
Sirius XM Radio, Inc. (I) | 4,675,406 | 4,768,914 |
|
SuperMedia, Inc. (I) | 11,050 | 464,101 |
| | |
Financials 0.50% | | 2,720,305 |
| | |
Commercial Banks 0.14% | | |
|
Citizens Republic Banking Corp., Inc. (I) | 1,081,102 | 762,177 |
| | |
Diversified Financial Services 0.36% | | |
|
Apollo Investment Corp. | 49,365 | 575,596 |
|
Ares Capital Corp. | 105,779 | 1,382,532 |
| | |
Materials 0.05% | | 264,437 |
| | |
Containers & Packaging 0.05% | | |
|
Pactiv Corp. (I) | 10,680 | 264,437 |
| | |
Telecommunication Services 0.02% | | 108,811 |
| | |
Diversified Telecommunication Services 0.02% | | |
|
Chunghwa Telecom Company, Ltd., ADR | 5,825 | 108,811 |
See notes to financial statements
| |
20 | Strategic Income Opportunities Fund | Semiannual report |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
|
Collateralized Mortgage Obligations 7.41% | | | | $39,973,012 |
|
(Cost $36,920,937) | | | | | |
|
Collateralized Mortgage Obligations 7.41% | | | | 39,973,012 |
|
American Home Mortgage Assets, | | | | | |
Series 2006-6, Class XP IO | Zero | | 12-25-46 | $16,980,236 | 742,885 |
|
American Home Mortgage Investment Trust, | | | | | |
Series 2007-1, Class GIOP IO | 2.078% | | 05-25-47 | 13,531,337 | 794,966 |
|
American Tower Trust, | | | | | |
Series 2007-1A, Class C (S) | 5.615 | | 04-15-37 | 430,000 | 451,500 |
|
Banc of America Commercial Mortgage, Inc., | | | | | |
Series 2006-5, Class A4 | 5.414 | | 09-10-47 | 2,980,000 | 2,933,531 |
|
Bear Stearns Mortgage Funding Trust, | | | | | |
Series 2006-AR1, Class 2A1 (P) | 0.449 | | 08-25-36 | 797,549 | 405,097 |
|
Citigroup/Deutsche Bank Commercial | | | | | |
Mortgage Trust, | | | | | |
Series 2007-CD5, Class A4 (P) | 5.886 | | 11-15-44 | 3,380,000 | 3,241,924 |
|
Countrywide Alternative Loan Trust, | | | | | |
Series 2006-OA12, Class X IO | Zero | | 09-20-46 | 9,862,212 | 400,652 |
|
Crown Castle Towers LLC, | | | | | |
Series 2006-1A, Class G (S) | 6.795 | | 11-15-36 | 985,000 | 1,039,175 |
|
Crown Castle Towers LLC, | | | | | |
Series 2006-1A, Class F (S) | 6.650 | | 11-15-36 | 840,000 | 886,200 |
|
Downey Savings & Loan Association Mortgage | | | | | |
Loan Trust, | | | | | |
Series 2005-AR2, Class X2 IO (P) | 2.320 | | 03-19-45 | 33,469,895 | 1,362,225 |
|
Downey Savings & Loan Association Mortgage | | | | | |
Loan Trust, | | | | | |
Series 2005-AR1, Class X2 IO | 2.178 | | 03-19-45 | 21,385,926 | 896,070 |
|
First Horizon Alternative Mortgage Securities, | | | | | |
Series 2006-RE1, Class A1 | 5.500 | | 05-25-35 | 1,500,575 | 1,130,121 |
|
Global Tower Partners Acquisition Partners LLC, | | | | | |
Series 2007-1A, Class G (S) | 7.874 | | 05-15-37 | 565,000 | 572,989 |
|
Greenpoint Mortgage Funding Trust, | | | | | |
Series 2005-AR4, Class 4A2 (P) | 0.589 | | 10-25-45 | 1,715,649 | 449,512 |
|
Greenpoint Mortgage Funding Trust, | | | | | |
Series 2006-AR1, Class A2A (P) | 0.599 | | 02-25-36 | 1,031,415 | 309,293 |
|
Greenwich Capital Commercial Funding Corp., | | | | | |
Series 2006-GG7, Class A4 (P) | 5.883 | | 07-10-38 | 3,310,000 | 3,281,487 |
|
Harborview Corp., | | | | | |
Series 2007-3A, Class N1, NIM (H)(S) | 6.654 | | 05-19-37 | 12,135 | — |
|
Harborview Mortgage Loan Trust, | | | | | |
Series 2005-8, Class 1X IO (P) | 2.421 | | 09-19-35 | 10,457,264 | 408,487 |
|
Harborview Mortgage Loan Trust, | | | | | |
Series 2006-SB1, Class A1A (P) | 1.331 | | 12-19-36 | 1,859,731 | 772,437 |
|
Harborview Mortgage Loan Trust, | | | | | |
Series 2007-3, Class ES IO | 0.350 | | 05-19-47 | 23,219,745 | 188,080 |
|
Harborview Mortgage Loan Trust, | | | | | |
Series 2007-4, Class ES IO (P) | 0.350 | | 07-19-47 | 24,996,787 | 202,474 |
|
Harborview Mortgage Loan Trust, | | | | | |
Series 2007-6, Class ES IO (S) | 0.342 | | 08-19-37 | 18,435,512 | 149,328 |
|
IndyMac Index Mortgage Loan Trust, | | | | | |
Series 2005-AR18, Class 1X IO | 2.421 | | 10-25-36 | 27,670,040 | 951,849 |
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 21 |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Collateralized Mortgage Obligations (continued) | | | | |
IndyMac Index Mortgage Loan Trust, | | | | | |
Series 2005-AR18, Class 2X IO | 2.150% | | 10-25-36 | $29,597,721 | $1,053,679 |
|
LB–UBS Commercial Mortgage Trust, | | | | | |
Series 2007-C7, Class A3 (P) | 5.866 | | 09-15-45 | 2,785,000 | 2,651,475 |
|
LB–UBS Commercial Mortgage Trust, | | | | | |
Series 2007-C2, Class A3 | 5.430 | | 02-15-40 | 2,895,000 | 2,698,020 |
|
Morgan Stanley Capital I, | | | | | |
Series 2007-IQ13, Class A4 | 5.364 | | 03-15-44 | 2,725,000 | 2,497,166 |
|
Morgan Stanley Capital I, | | | | | |
Series 2007-IQ15, Class A4 (P) | 5.880 | | 06-11-49 | 3,195,000 | 2,973,323 |
|
Morgan Stanley Mortgage Loan Trust, | | | | | |
Series 2004-9, Class 1A (P) | 6.114 | | 11-25-34 | 1,974,967 | 1,905,171 |
|
Washington Mutual, Inc., | | | | | |
Series 2005-AR13, Class X IO | 1.771 | | 10-25-45 | 62,476,227 | 1,599,391 |
|
Washington Mutual, Inc., | | | | | |
Series 2005-AR13, Class B1 (P) | 0.829 | | 10-25-45 | 1,929,281 | 213,267 |
|
Washington Mutual, Inc., | | | | | |
Series 2005-AR6, Class B1 (P) | 0.829 | | 04-25-45 | 3,146,689 | 466,388 |
|
Washington Mutual, Inc., | | | | | |
Series 2007-OA5, Class 1XPP IO | 0.796 | | 06-25-47 | 58,265,504 | 619,071 |
|
Washington Mutual, Inc., | | | | | |
Series 2007-OA6, Class 1XPP IO | 0.730 | | 07-25-47 | 34,555,390 | 313,158 |
|
Wells Fargo Mortgage Backed Securities Trust, | | | | | |
Series 2006-AR12, Class 1A1 (P) | 5.959 | | 09-25-36 | 1,821,053 | 1,412,621 |
|
Supranational Obligations 5.21% | | | | | $28,123,622 |
|
(Cost $26,163,469) | | | | | |
| | | | | |
Supranational 5.21% | | | | | 28,123,622 |
Council of Europe Development Bank (AUD) | 5.250 | | 05-27-13 | 2,760,000 | 2,455,976 |
|
European Investment Bank, Series EMTN (NZD) | 7.000 | | 01-18-12 | 2,550,000 | 1,871,072 |
|
European Investment Bank (AUD) | 5.375 | | 05-20-14 | 3,965,000 | 3,500,705 |
|
Inter-American Development Bank, Series | | | | | |
INTL (NZD) | 7.250 | | 05-24-12 | 9,930,000 | 7,365,142 |
|
Inter-American Development Bank, Series | | | | | |
MPLE (CAD) | 4.250 | | 12-02-12 | 495,000 | 500,260 |
|
Inter-American Development Bank, Series | | | | | |
MTN (AUD) | 5.375 | | 05-27-14 | 5,050,000 | 4,476,254 |
|
International Bank for Reconstruction & | | | | | |
Development (NZD) | 5.375 | | 12-15-14 | 7,930,000 | 5,564,226 |
|
International Finance Corp., Series MTN (AUD) | 7.500 | | 02-28-13 | 2,515,000 | 2,389,987 |
|
Asset Backed Securities 1.02% | | | | | $5,529,318 |
| | | | | |
(Cost $6,093,773) | | | | | |
| | | | | |
Asset Backed Securities 1.02% | | | | | 5,529,318 |
DB Master Finance LLC, | | | | | |
Series 2006-1, Class-A2 (S) | 5.779 | | 06-20-31 | $1,050,000 | 1,022,448 |
|
DB Master Finance LLC, | | | | | |
Series 2006-1, Class-M1 (S) | 8.285 | | 06-20-31 | 1,000,000 | 860,970 |
|
Dominos Pizza Master Issuer LLC, | | | | | |
Series 2007-1, Class M1 (S) | 7.629 | | 04-25-37 | 1,475,000 | 1,180,000 |
See notes to financial statements
| |
22 | Strategic Income Opportunities Fund | Semiannual report |
| | | | | |
| | | Maturity | | |
| Rate | | date | Par value | Value |
Asset Backed Securities (continued) | | | | | |
Dominos Pizza Master Issuer LLC, | | | | | |
Series 2007-1, Class A2 (S) | 5.261% | | 04-25-37 | $2,155,000 | $1,913,325 |
|
Lehman XS Trust, | | | | | |
Series 2005-5N, Class 3A2 (P) | 0.589 | | 11-25-35 | 459,196 | 165,704 |
|
Lehman XS Trust, | | | | | |
Series 2006-2N, Class 1A2 (P) | 0.569 | | 02-25-46 | 1,832,526 | 386,871 |
|
| Number of | | Exercise | Expiration |
| contracts | | price | date | Value |
|
Options Purchased 0.13% | | | | | $693,366 |
|
(Cost $1,500,495) | | | | | |
| | | | | |
Call Options 0.00% | | | | | 14,747 |
Over the Counter Purchase Call on the | | | | | |
USD vs. CAD (I) | 10,450,000 | | $1.30 | 04-20-10 | 10 |
|
Over the Counter Purchase Call on the | | | | | |
USD vs. JPY (I) | 19,100,000 | | 97.00 | 04-15-10 | 14,699 |
|
Over the Counter Purchase Call on the | | | | | |
USD vs. JPY (I) | 19,000,000 | | 110.00 | 03-12-10 | 19 |
|
Over the Counter Purchase Call on the | | | | | |
USD vs. JPY (I) | 18,700,000 | | 115.00 | 04-01-10 | 19 |
| | | | | |
Put Options 0.13% | | | | | 678,619 |
Over the Counter Purchase Put on the | | | | | |
EUR vs. USD (I) | 63,448,000 | | 1.28 | 05-31-10 | 349,154 |
|
Over the Counter Purchase Put on the | | | | | |
GBP vs. USD (I) | 27,860,000 | | 1.40 | 06-30-10 | 261,717 |
|
Over the Counter Purchase Put on the | | | | | |
USD vs. MXN (I) | 19,100,000 | | 12.10 | 06-11-10 | 67,748 |
|
| | | Maturity | | |
| Yield* | | date | Par value | Value |
|
Short-Term Investments 0.81% | | | | | $4,400,000 |
|
(Cost $4,400,000) | | | | | |
| | | | | |
U.S. Government Agency 0.81% | | | | | 4,400,000 |
Federal Home Loan Bank, | | | | | |
Discount Notes | 0.060% | | 03-01-10 | $4,400,000 | 4,400,000 |
|
Total investments (Cost $511,870,634)† 97.87% | | | | $528,221,590 |
|
|
Other assets and liabilities, net 2.13% | | | | $11,520,056 |
|
|
Total net assets 100.00% | | | | | $539,741,646 |
|
The percentage shown for each investment category is the total value of that category as a percentage of the net assets applicable to common shareholders.
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 23 |
Notes to Schedule of Investments
|
Currency abbreviations |
|
AUD – Australian Dollar |
BRL – Brazilian Real |
CAD – Canadian Dollar |
EUR – Euro |
GBP – British Pound |
IDR – Indonesian Rupiah |
JPY – Japanese Yen |
KRW – South Korean Won |
MXN – Mexican Peso |
NOK – Norwegian Krone |
NZD – New Zealand Dollar |
SEK – Swedish Krona |
ADR American Depositary Receipts
BKNT Bank Note
EMTN European Medium Term Note
GMTN Global Medium Term Note
IO Interest Only Security — Interest Tranche of Stripped Mortgage Pool
MTN Medium-Term Note
NIM Net Interest Margin
PIK Paid In Kind
* Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end.
(H) Defaulted Security. Currently, the issuer is in default with respect to interest payments.
(I) Non-income producing security.
(M) Term loans are variable rate obligations. The coupon rate shown represents the rate at period end unless the investment is unsettled.
(P) Variable rate obligation. The coupon rate shown represents the rate at period end.
(S) These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $131,294,093 or 24.33% of the net assets of the Fund as of February 28, 2010.
(T) All or a portion of this position represents unsettled loan commitment. The coupon rate will be determined at time of settlement.
(U) All or a portion of this position represents unfunded loan commitment.
† At February 28, 2010, the aggregate cost of investment securities for federal income tax purposes was $512,575,666. Net unrealized appreciation aggregated $15,645,924, of which $41,936,631 related to appreciated investment securities and $26,290,707 related to depreciated investment securities.
See notes to financial statements
| |
24 | Strategic Income Opportunities Fund | Semiannual report |
F I N A N C I A L S T A T E M E N T S
Financial statements
Statement of assets and liabilities 2-28-10 (unaudited)
This Statement of Assets and Liabilities is the Fund’s balance sheet. It shows the value of what the Fund owns, is due and owes. You’ll also find the net asset value and the maximum offering price per share.
| |
Assets | |
|
Investments in unaffiliated issuers, at value (Cost $511,870,634) | $528,221,590 |
Foreign currency, at value (Cost $13,328) | 13,528 |
Cash held at broker for futures contracts | 1,822,500 |
Receivable for investments sold | 1,684,340 |
Receivable for forward foreign currency exchange contracts (Note 3) | 9,013,710 |
Receivable for fund shares sold | 2,184,776 |
Dividends and interest receivable | 9,628,722 |
Other receivables and prepaid assets | 665 |
| |
Total assets | 552,569,831 |
|
Liabilities | |
|
Due to custodian | 30,743 |
Payable for investments purchased | 7,403,454 |
Payable for forward foreign currency exchange contracts (Note 3) | 4,585,847 |
Payable for fund shares repurchased | 974 |
Payable for written options, at value (Premiums received $807,276) | |
(Note 3) | 434,917 |
Payable for futures variation margin | 278,438 |
Distributions payable | 895 |
Payable to affiliates | |
Accounting and legal services fees | 6,030 |
Transfer agent fees | 82 |
Trustees’ fees | 223 |
Other liabilities and accrued expenses | 86,582 |
| |
Total liabilities | 12,828,185 |
|
Net assets | |
|
Capital paid-in | $526,830,790 |
Undistributed net investment income | 7,678,856 |
Accumulated net realized gain (loss) on investments, futures contracts, | |
written options and foreign currency transactions | (14,565,051) |
Net unrealized appreciation (depreciation) on investments, futures | |
contracts, written options and translation of assets and liabilities in | |
foreign currencies | 19,797,051 |
| |
Net assets | $539,741,646 |
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 25 |
F I N A N C I A L S T A T E M E N T S
Statement of assets and liabilities (continued)
| |
Net asset value per share | |
|
Based on net asset values and shares outstanding — the Fund has an | |
unlimited number of shares authorized with no par value | |
Class A ($1,354,750 ÷ 131,319 shares) | $10.32 |
Class C ($625,796 ÷ 60,676 shares)1 | $10.31 |
Class I ($1,928,794 ÷ 186,978 shares) | $10.32 |
Class NAV ($535,832,306 ÷ 51,967,757 shares) | $10.31 |
|
Maximum offering price per share | |
|
Class A (net asset value per share ÷ 95.5%)2 | $10.81 |
1 Redemption price per share is equal to the net asset value less any applicable contingent deferred sales charge.
2 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced.
See notes to financial statements
| |
26 | Strategic Income Opportunities Fund | Semiannual report |
F I N A N C I A L S T A T E M E N T S
Statement of operations For the period ended 2-28-10 (unaudited)
This Statement of Operations summarizes the Fund’s investment income earned and expenses incurred in operating the Fund. It also shows net gains (losses) for the period stated.
| |
Investment income | |
|
Interest | $22,086,533 |
Dividends | 117,357 |
Less foreign taxes withheld | (28,381) |
| |
Total investment income | 22,175,509 |
|
Expenses | |
|
Investment management fees (Note 5) | 1,690,231 |
Distribution and service fees (Note 5) | 412 |
Accounting and legal services fees (Note 5) | 35,580 |
Transfer agent fees (Note 5) | 112 |
Trustees’ fees (Note 5) | 2,894 |
State registration fees (Note 5) | 21 |
Printing and postage fees (Note 5) | 140 |
Professional fees | 24,235 |
Custodian fees | 91,602 |
Registration and filing fees | 3,374 |
Tax expense | 133,801 |
Other | 4,300 |
| |
Total expenses before reductions and amounts recaptured | 1,986,702 |
Net expenses reductions and amount recaptured (Note 5) | (1,183) |
| |
Total expenses | 1,985,519 |
| |
Net investment income | 20,189,990 |
|
Realized and unrealized gain (loss) | |
|
Net realized gain (loss) on | |
Investments in unaffiliated issuers | 11,566,931 |
Futures contracts (Note 3) | (1,235,150) |
Written options (Note 3) | 451,101 |
Foreign currency transactions | (11,707,220) |
| (924,338) |
Change in net unrealized appreciation (depreciation) of | |
Investments in unaffiliated issuers | 21,369,849 |
Futures contracts (Note 3) | (984,287) |
Written options (Note 3) | (30,389) |
Translation of assets and liabilities in foreign currencies | 8,043,552 |
| 28,398,725 |
Net realized and unrealized gain | 27,474,387 |
| |
Increase in net assets from operations | $47,664,377 |
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 27 |
F I N A N C I A L S T A T E M E N T S
Statements of changes in net assets
These Statements of Changes in Net Assets shows how the value of the Fund’s net assets has changed during the last two periods. The difference reflects earnings less expenses, any investment gains and losses, distributions, if any, paid to shareholders and the net of Fund share transactions.
| | |
| Six months | |
| ended | Year |
| 2-28-10 | ended |
| (Unaudited) | 8-31-09 |
|
|
Increase (decrease) in net assets | | |
|
From operations | | |
Net investment income | $20,189,990 | $31,136,381 |
Net realized gain (loss) | (924,338) | 6,254,691 |
Change in net unrealized appreciation (depreciation) | 28,398,725 | 838,904 |
| | |
Increase in net assets resulting from operations | 47,664,377 | 38,229,976 |
| | |
Distributions to shareholders | | |
From net investment income | | |
Class A | (3,359) | — |
Class C | (2,039) | — |
Class I | (2,575) | — |
Class NAV | (21,384,113) | (46,773,982) |
From net realized gain | | |
Class NAV | — | (3,769,121) |
| | |
Total distributions | (21,392,086) | (50,543,103) |
| | |
From Fund share transactions (Note 6) | 62,977,741 | (593,277) |
| | |
Total increase (decrease) | 89,250,032 | (12,906,404) |
|
Net assets | | |
|
Beginning of period | 450,491,614 | 463,398,018 |
| | |
End of period | $539,741,646 | $450,491,614 |
| | |
Undistributed net investment income | $7,678,856 | $8,880,952 |
See notes to financial statements
| |
28 | Strategic Income Opportunities Fund | Semiannual report |
Financial highlights
The Financial Highlights show how the Fund’s net asset value for a share has changed during the period.
| |
CLASS A SHARES Period ended | 2-28-101,2 |
|
Per share operating performance | |
|
Net asset value, beginning of period | $10.25 |
Net investment income3 | 0.104 |
Net realized and unrealized gain on investments | 0.10 |
Total from investment operations | 0.20 |
Less distributions | |
From net investment income | (0.13) |
| |
Net asset value, end of period | $10.32 |
Total return (%)5 | 1.956,7 |
|
Ratios and supplemental data | |
|
Net assets, end of period (in millions) | $1 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions and amounts recaptured | 1.384,8 |
Expenses including reductions and amounts recaptured | 1.204,8 |
Net investment income | 6.678 |
Portfolio turnover (%) | 43 |
| |
1 Unaudited.
2 The inception date for Class A shares is 1-4-10.
3 Based on the average daily shares outstanding.
4 Includes tax expense, which was 0.03% of average net assets. This expense decreased the net investment income by less than $0.005 per share and the net investment income ratio by 0.03%.
5 Assumes dividend reinvestment (if applicable).
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 29 |
| |
CLASS C SHARES Period ended | 2-28-101,2 |
|
Per share operating performance | |
|
Net asset value, beginning of period | $10.25 |
Net investment income3 | 0.094 |
Net realized and unrealized gain on investments | 0.08 |
Total from investment operations | 0.17 |
Less distributions | |
From net investment income | (0.11) |
Total distributions | (0.11) |
Net asset value, end of period | $10.31 |
Total return (%)5 | 1.716,7 |
|
Ratios and supplemental data | |
|
Net assets, end of period (in millions) | $1 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions and amounts recaptured | 1.974,8 |
Expenses including reductions and amounts recaptured | 1.894,8 |
Net investment income | 5.998 |
Portfolio turnover (%) | 43 |
| |
1 Unaudited.
2 The inception date for Class C shares is 1-4-10.
3 Based on the average daily shares outstanding.
4 Includes tax expense, which was 0.02% of average net assets. This expense decreased the net investment income by less than $0.005 per share and the net investment income ratio by 0.02%.
5 Assumes dividend reinvestment (if applicable).
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
| |
CLASS I SHARES Period ended | 2-28-101,2 |
|
Per share operating performance | |
|
Net asset value, beginning of period | $10.25 |
Net investment income3 | 0.084 |
Net realized and unrealized gain on investments | 0.12 |
Total from investment operations | 0.20 |
Less distributions | |
From net investment income | (0.13) |
Net asset value, end of period | $10.32 |
Total return (%)5 | 1.986,7 |
|
Ratios and supplemental data | |
|
Net assets, end of period (in millions) | $2 |
Ratios (as a percentage of average net assets): | |
Expenses before reductions and amounts recaptured | 0.994,8 |
Expenses including reductions and amounts recaptured | 0.934,8 |
Net investment income | 5.118 |
Portfolio turnover (%) | 43 |
| |
1 Unaudited.
2 The inception date for Class I shares is 1-4-10.
3 Based on the average daily shares outstanding.
4 Includes tax expense, which was 0.03% of average net assets. This expense decreased the net investment income by less than $0.005 per share and the net investment income (loss) ratio by 0.03%.
5 Assumes dividend reinvestment (if applicable).
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
See notes to financial statements
| |
30 | Strategic Income Opportunities Fund | Semiannual report |
| | | | | |
CLASS NAV Period ended | 2-28-101 | 8-31-09 | 8-31-08 | 8-31-07 | 8-31-062 |
|
Per share operating performance | | | | | |
|
Net asset value, beginning of period | $9.76 | $10.02 | $10.06 | $10.06 | $10.00 |
Net investment income3 | 0.414 | 0.694 | 0.62 | 0.51 | 0.14 |
Net realized and unrealized gain (loss) on investments | 0.57 | 0.17 | (0.25) | (0.12) | (0.01) |
Total from investment operations | 0.98 | 0.86 | 0.37 | 0.39 | 0.13 |
Less distributions | | | | | |
From net investment income | (0.43) | (1.04) | (0.41) | (0.39) | (0.07) |
From net realized gain | — | (0.08) | — | — | — |
Total distributions | (0.43) | (1.12) | (0.41) | (0.39) | (0.07) |
Net asset value, end of period | $10.31 | $9.76 | $10.02 | $10.06 | $10.06 |
Total return (%)5 | 10.156,7 | 10.67 | 3.67 | 4.01 | 1.376 |
|
Ratios and supplemental data | | | | | |
|
Net assets, end of period (in millions) | $536 | $450 | $463 | $423 | $281 |
Ratios (as a percentage of average net assets): | | | | | |
Expenses before reductions and amounts recaptured | 0.784,8 | 0.834 | 0.76 | 0.78 | 0.868 |
Expenses include reductions and amounts recaptured | 0.784,8 | 0.834 | 0.76 | 0.78 | 0.868 |
Net investment income | 8.188 | 7.814 | 6.03 | 5.15 | 4.188 |
Portfolio turnover (%) | 43 | 55 | 559 | 979 | 65 |
| |
1 Unaudited.
2 The inception date for Class NAV shares is 4-28-06.
3 Based on the average daily shares outstanding.
4 Includes tax expense, which was 0.03% and 0.07% of average net assets for the periods ended 2-28-10 and 8-31-09, respectively. This expense decreased the net investment income by less than $0.005 and $0.01 per share and the net investment income ratio by 0.03% and 0.07% for the periods ended 2-28-10 and 8-31-09, respectively.
5 Assumes dividend reinvestment (if applicable).
6 Not annualized.
7 Total returns would have been lower had certain expenses not been reduced during the periods shown.
8 Annualized.
9 The Portfolio turnover rates including the effect of “TBA” (to be announced) for the periods ended were as follows: 61% for the year ended 8-31-2008 and 106% for the year ended 8-31-2007. The year ended 8-31-2006 includes the effect of TBA transactions.
See notes to financial statements
| |
Semiannual report | Strategic Income Opportunities Fund | 31 |
Notes to financial statements
(unaudited)
Note 1 — Organization
John Hancock Strategic Income Opportunities Fund (the Fund) is a diversified series of John Hancock Funds II (the Trust), an open-end management investment company organized as a Massachusetts business trust and registered under the Investment Company Act of 1940, as amended (the 1940 Act). The investment objective of the Fund is to seek to maximize total return consisting of current income and capital appreciation.
The Funds may offer multiple classes of shares. The shares currently offered by the Trust are detailed in the Statements of Assets and Liabilities. Class A and Class C are open to all investors. Class I shares are offered to institutions and certain investors. Class NAV shares are offered to the John Hancock Lifestyle and Lifecycle Funds, and other affiliated John Hancock funds. The Lifestyle and Lifecycle Funds are series of the Trust and operate as “funds of funds” that invest in other series of the Trust and certain other investments. Shareholders of each class have exclusive voting rights to matters that affect that class. The distribution and service fees, transfer agent fees, registration fees and printing and postage fees for each class may differ.
Effective December 31, 2009, the Fund changed its name from Strategic Income Fund to Strategic Income Opportunities Fund.
Note 2 — Significant accounting policies
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America, which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Events or transactions occurring after the end of the fiscal period through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Security valuation. Investments are stated at value as of the close of the regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. The Fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these techniques are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes significant unobservable inputs when market prices are not readily available or reliable, including the Fund’s own assumptions in determining the fair value of investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
| |
32 | Strategic Income Opportunities Fund | Semiannual report |
The following is a summary of the values by input classification of the Fund’s investments as of February 28, 2010, by major security category or type:
| | | | |
| | | LEVEL 2 | LEVEL 3 |
| TOTAL MARKET | | SIGNIFICANT | SIGNIFICANT |
| VALUE AT | LEVEL 1 | OBSERVABLE | UNOBSERVABLE |
| 2-28-10 | QUOTED PRICE | INPUTS | INPUTS |
|
Corporate Bonds | $282,651,415 | — | $268,509,619 | $14,141,796 |
Convertible Bonds | 15,839,944 | — | 15,839,944 | — |
Municipal Bonds | 5,977,098 | — | 5,977,098 | — |
Foreign Government | 99,778,026 | — | 99,778,026 | — |
Obligations | | | | |
Term Loans | 18,624,816 | — | 17,892,772 | 732,044 |
Preferred Stocks | 11,688,183 | $8,992,693 | 897,395 | 1,798,095 |
Common Stocks | 14,942,790 | 14,942,790 | — | — |
Collateralized Mortgage | 39,973,012 | — | 30,290,697 | 9,682,315 |
Obligations | | | | |
Supranational Obligations | 28,123,622 | — | 28,123,622 | — |
Asset Backed Securities | 5,529,318 | — | 4,349,318 | 1,180,000 |
Purchased Options | 693,366 | — | 276,405 | 416,961 |
Short-Term Investments | 4,400,000 | — | 4,400,000 | — |
|
|
Total investments | | | | |
in securities | $528,221,590 | $23,935,483 | $476,334,896 | $27,951,211 |
Other Financial | | | | |
Instruments | $2,681,147 | ($1,311,799) | $3,992,967 | ($21) |
Totals | $530,902,737 | $22,623,684 | $480,327,863 | $27,951,190 |
The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
| | | | | | | | |
| | | | COLLA- | | | | |
| | | | TERALIZED | | | | |
| | | | MORTGAGE | ASSET | | | OTHER |
| CORPORATE | | PREFERRED | OBLIGA- | BACKED | PURCHASED | | FINANCIAL |
| BONDS | TERM LOANS | STOCK | TIONS | SECURITIES | OPTIONS | TOTALS | INSTRUMENTS |
|
|
Balance as of | | | | | | | | |
8/31/09 | $6,846,242 | $273,915 | — | $8,760,225 | $914,500 | $203,591 | $16,998,473 | ($340,874) |
Accrued discounts/ | | | | | | | | |
premiums | 90,327 | — | — | — | — | — | 90,327 | — |
|
Realized gain (loss) | 378,430 | — | — | 741,497 | — | (376,200) | 743,727 | 201,287 |
| | | | | | | | |
Change in unrealized | | | | | | | | |
appreciation | | | | | | | | |
(depreciation) | 744,881 | (34,776) | $410,524 | 2,019,142 | 265,500 | (49,983) | 3,355,288 | 139,566 |
|
Net purchases (sales) | 6,081,747 | 492,905 | 1,387,571 | (1,838,549) | — | 639,553 | 6,763,227 | — |
| | | | | | | | |
Net transfers in and/ | | | | | | | | |
out of Level 3 | 169 | — | — | — | — | — | 169 | — |
Balance as of | | | | | | | | |
2/28/10 | $14,141,796 | $732,044 | $1,798,095 | $9,682,315 | $1,180,000 | $416,961 | $27,951,211 | ($21) |
In order to value the securities, the Fund uses the following valuation techniques. Equity securities held by the Fund are valued at the last sale price or official closing price on the principal securities exchange on which they trade. In the event there were no sales during the day or closing prices are not available, then securities are valued using the last quoted bid or evaluated price. Debt obligations are valued based on the evaluated prices provided by an independent pricing service, which utilizes both dealer-supplied and electronic data processing techniques, which take into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data. Foreign
| |
Semiannual report | Strategic Income Opportunities Fund | 33 |
securities and currencies are valued in U.S. dollars, based on foreign currency exchange rates supplied by an independent pricing service. Certain securities traded only in the over-the-counter market are valued at the last bid price quoted by brokers making markets in the securities at the close of trading. Certain short-term securities are valued at amortized cost.
Other portfolio securities and assets, where market quotations are not readily available, are valued at fair value, as determined in good faith by the Fund’s Pricing Committee, following procedures established by the Board of Trustees. Generally, trading in non-U.S. securities is substantially completed each day at various times prior to the close of trading on the NYSE. The values of non-U.S. securities, used in computing the net asset value of the Fund’s shares, are generally determined at these times. Significant market events that affect the values of non-U.S. securities may occur after the time when the valuation of the securities is generally determined and the close of the NYSE. During significant market events, these securities will be valued at fair value, as determined in good faith, following procedures established by the Board of Trustees.
Term loans. Floating rate loans are generally subject to legal or contractual restrictions on resale. The liquidity of floating rate loans, including the volume and frequency of secondary market trading in such loans, varies significantly over time and among individual floating rate loans. During periods of infrequent trading, valuing a floating rate loan can be more difficult and buying and selling a floating rate loan at an acceptable price can be more difficult and delayed. Difficulty in selling a floating rate loan can result in a loss. Fees associated with loan amendments are accrued daily. At February 28, 2010, the Fund had $162,917 in unfunded loan commitments outstanding.
Loan participations and assignments. A Fund’s ability to receive payments of principal and interest and other amounts in connection with loans (whether through participations, assignments or otherwise) will depend primarily on the financial condition of the borrower. A Fund’s failure to receive scheduled interest or principal payments on a term loan due to a default, bankruptcy or other reasons would adversely affect the Fund’s income and would likely reduce the value of its assets. Because many term loans are not rated by independent credit rating agencies, a decision to invest in a particular loan could depend exclusively on the subadviser’s credit analysis of the borrower and/or term loan agents. A Fund may have limited rights to enforce the terms of an underlying loan.
Security transactions and related investment income. Investment security transactions are accounted for on a trade date plus one basis for daily net asset value calculations. However, for financial reporting purposes, investment transactions are reported on trade date. Interest income is accrued as earned. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds from litigation. Dividend income is recorded on the ex-dividend date, except for certain foreign dividends where the ex-date may have passed, which are recorded when the Fund becomes aware of the dividends. Interest income includes coupon interest and amortization/accretion of discounts/premiums on debt securities. Debt obligations may be placed in a non-accrual status and related interest income may be reduced by stopping current accruals and writing off interest receivables when the collection of all or a portion of interest has become doubtful.
Foreign currency translation. Assets, including investments and liabilities denominated in foreign currencies are translated into U.S. dollar values each day at the prevailing exchange rate. Purchases and sales of securities, income, and expenses are translated into U.S. dollars at the prevailing exchange rate on the date of the transaction. The effect of changes in foreign currency exchange rates on realized and unrealized securities gains and losses is reflected as a component of securities gains and losses.
Funds that invest internationally generally carry more risk than Funds that invest strictly in U.S. securities. Funds investing in a single country or in a limited geographic region tend to be riskier than funds that invest more broadly. Risks can result from differences in economic and political
| |
34 | Strategic Income Opportunities Fund | Semiannual report |
conditions, regulations, market practices (including higher transaction costs) and accounting standards. Foreign investments are also subject to a decline in the value of a foreign currency versus the U.S. dollar, which reduces the dollar value of securities denominated in that currency.
Stripped securities. Stripped mortgage backed securities are financial instruments that derive their value from other instruments so that one class receives the entire principal from the underlying mortgage assets (PO or principal only), while the other class receives the interest cash flows (IO or interest only). Both PO and IO investments represent an interest in the cash flows of an underlying stripped mortgage backed security. If the underlying mortgage assets experience greater than anticipated prepayments of principal, the Fund may fail to fully receive its initial investment in an IO security. The market value of these securities can be extremely volatile in response to changes in interest rates. In addition, these securities present additional credit risk such that the Fund may not receive all or part of its principal because the counterparty or issuer has defaulted on its obligation.
Line of credit. The Fund may borrow from banks for temporary or emergency purposes, including meeting redemption requests that otherwise might require the untimely sale of securities. Pursuant to the custodian agreement, the custodian may loan money to a Fund to make properly authorized payments. The Fund is obligated to repay the custodian for any overdraft, including any related costs or expenses. The custodian has a lien, security interest or security entitlement in any Fund property that is not segregated, to the maximum extent permitted by law for any overdraft.
In addition, the Fund and other affiliated funds have entered into an agreement with the custodian which enables them to participate in a $300 million unsecured committed line of credit. A commitment fee, payable at the end of each calendar quarter, based on the average daily unused portion of the line of credit, is charged to each participating fund on a pro rata basis based on their relative average net assets. For the period ended February 28, 2010, there were no significant borrowings under the line of credit by the Fund. Effective March 31, 2010, the amount of the line of credit changed to $200 million.
Expenses. The majority of expenses are directly attributable to an individual Fund. Expenses that are not readily attributable to a specific fund are allocated among all Funds in an equitable manner, taking into consideration, among other things, the nature and type of expense and the Funds’ relative assets. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Class allocations. Income, common expenses, and realized and unrealized gains (losses) are determined at the Fund level and allocated daily to each class of shares based on the net asset value of the class. Class-specific expenses, such as distribution and service (Rule 12b-1) fees, if any, transfer agent fees, state registration fees and printing and postage fees for all classes are calculated daily at the class level based on the appropriate net asset value of each class and the specific expense rates applicable to each class.
Federal income taxes. The Fund intends to qualify as a regulated investment company by complying with the applicable provisions of the Internal Revenue Code and will not be subject to federal income tax on taxable income that is distributed to shareholders. Therefore, no federal income tax provision is required.
As of August 31, 2009, the Fund had no uncertain tax positions that would require financial statement recognition, de-recognition or disclosure. The Fund’s federal tax return is subject to examination by the Internal Revenue Service for a period of three years.
Distribution of income and gains
Distributions to shareholders from net investment income and net realized gains, if any, are recorded on the ex-dividend date. The Fund generally declares dividends daily and pays them
| |
Semiannual report | Strategic Income Opportunities Fund | 35 |
monthly. The Fund generally declares and pays capital gain distributions, if any, at least annually.
The tax character of distributions for the year ended August 31, 2009, was as follows:
| | | |
| AUGUST 31, 2009 | | |
| | |
Ordinary Income | $50,543,103 | | |
Distributions paid by the Fund with respect to each series of shares are calculated in the same manner, at the same time and in the same amount, except for the effect of expenses that may be applied differently to each class.
Such distributions, on a tax basis, are determined in conformity with income tax regulations, which may differ from accounting principles generally accepted in the United States of America. Material distributions in excess of tax basis earnings and profits, if any, are reported in the Fund’s financial statements as a return of capital.
Note 3 — Derivative instruments
The Fund may invest in derivatives, including futures contract, forward foreign currency contracts, and written and purchased options, in order to meet its investment objectives. The Fund may use derivatives to manage against anticipated changes in currency rates, maintain diversification and liquidity, access certain securities markets, enhance potential gains and manage duration.
The use of derivative may involve risks different from, or potentially greater than, the risks associated with investing directly in securities. Specifically, derivatives expose a Fund to the risk that the counterparty to an over-the-counter (OTC) derivatives contract will be unable or unwilling to make timely settlement payments or otherwise honor its obligations. OTC derivatives transactions typically can only be closed out with the other party to the transaction. If the counterparty defaults, the Fund will have contractual remedies, but there is no assurance that the counterparty will meet its contractual obligations or the Fund will succeed in enforcing them.
For more information on regarding the Fund’s use of derivatives, please refer to the Fund’s Prospectus and Statement of Additional Information.
Futures. A future is a contractual agreement to buy or sell a particular commodity, currency, or financial instrument at a pre-determined price in the future. Risks related to the use of futures contracts include possible illiquidity of the futures markets, contract prices that can be highly volatile and imperfectly correlated to movements in hedged security values and/or interest rates and potential losses in excess of the fund’s initial investment.
Futures contracts are valued at the quoted daily settlement prices established by the exchange on which they trade. Upon entering into a futures contract, the Fund is required to deposit initial margin with the broker in the form of cash or securities. The amount of required margin is generally based on a percentage of the contract value; this amount is the initial margin for the trade. The margin deposit must then be maintained at the established level over the life of the contract. Futures contracts are marked to market daily and an appropriate payable or receivable for the change in value (“variation margin”) is recorded by the Fund.
During the six months ended February 28, 2010, the Fund used futures contracts to manage duration of the Fund. The following table summarizes the contracts held at February 28, 2010. The range of futures contracts notional amounts held by the Fund during the six months ended February 28, 2010, was $66.1 million to $95.2 million.
| | | | | | |
| | | | | | UNREALIZED |
OPEN | NUMBER OF | | | | | APPRECIATION |
CONTRACTS | CONTRACTS | POSITION | EXPIRATION DATE | NOTIONAL VALUE | | (DEPRECIATION) |
|
U.S. Treasury 10-Year | | | | | | |
Note Futures | 810 | Short | Jun 2010 | $95,162,344 | | ($1,311,799) |
|
| | | | $95,162,344 | | ($1,311,799) |
| |
36 | Strategic Income Opportunities Fund | Semiannual report |
Forward foreign currency contracts. A forward foreign currency contract is an agreement between two parties to buy and sell a specific currency at a price that is set on the date of the contract. The forward contract calls for delivery of the currency on a future date that is specified in the contract. Risks related to the use of forwards include the possible failure of counterparties to meet the terms of the forward agreement, the failure of the counterparties to timely post collateral, the risk that currency movements will not occur thereby reducing the fund’s total return, and the potential for losses in excess of the fund’s initial investment.
The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. Forward foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. Realized gains or losses, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, are recorded upon delivery or receipt of the currency.
During the six months ended February 28, 2010, the Fund used forward foreign currency contracts to hedge against anticipated currency exchange rates. The following table summarizes the contracts held at February 28, 2010. The range of forward foreign currency contracts notional amounts held by the Fund during the six months ended February 28, 2010, was $774.5 million to $1.2 billion.
| | | | | |
| | PRINCIPAL | | | |
| PRINCIPAL | AMOUNT | | | UNREALIZED |
| AMOUNT COVERED | COVERED BY | | | APPRECIATION |
CURRENCY | BY CONTRACT | CONTRACT (USD) | | SETTLEMENT DATE | (DEPRECIATION) |
|
Buys | | | | | |
Australian Dollar | 4,800,000 | $4,274,398 | | 3/31/2010 | $14,429 |
Australian Dollar | 19,200,000 | 16,849,920 | | 3/31/2010 | 305,390 |
Australian Dollar | 3,900,000 | 21,347,152 | | 3/31/2010 | 7,637 |
Australian Dollar | 15,400,000 | 13,857,844 | | 3/31/2010 | (97,855) |
Australian Dollar | 14,500,000 | 13,023,900 | | 3/31/2010 | (68,067) |
Canadian Dollar | 11,774,535 | 11,293,435 | | 3/31/2010 | (103,141) |
Canadian Dollar | 7,173,845 | 6,880,726 | | 3/31/2010 | (62,841) |
Canadian Dollar | 14,584,372 | 13,800,000 | | 3/31/2010 | 60,708 |
Canadian Dollar | 10,546,000 | 10,000,000 | | 3/31/2010 | 22,717 |
Euro | 9,400,000 | 12,839,460 | | 3/31/2010 | (40,493) |
Euro | 19,200,000 | 26,525,952 | | 3/31/2010 | (383,382) |
Euro | 9,600,000 | 13,405,911 | | 3/31/2010 | (334,626) |
Euro | 3,045,795 | 4,231,675 | | 3/31/2010 | (84,545) |
Japanese Yen | 1,172,928,000 | 13,190,081 | | 3/31/2010 | 13,614 |
Pound Sterling | 18,876,761 | 29,264,884 | | 3/31/2010 | (487,398) |
Pound Sterling | 22,118,166 | 34,785,053 | | 3/31/2010 | (1,066,068) |
Pound Sterling | 16,711,700 | 25,630,192 | | 3/31/2010 | (153,326) |
Pound Sterling | 3,900,000 | 5,946,717 | | 3/31/2010 | (1,196) |
Pound Sterling | 17,750,000 | 27,288,098 | | 3/31/2010 | (228,351) |
Pound Sterling | 9,200,762 | 14,396,982 | | 3/31/2010 | (370,488) |
Pound Sterling | 10,000,000 | 15,249,300 | | 3/31/2010 | (4,372) |
| | $334,081,680 | | | ($3,061,654) |
Sells | | | | | |
Australian Dollar | 19,200,000 | 16,914,009 | | 3/31/2010 | (241,301) |
Australian Dollar | 29,834,910 | 26,299,074 | | 3/31/2010 | (358,591) |
Australian Dollar | 22,895,508 | 20,432,311 | | 3/31/2010 | (24,957) |
Australian Dollar | 6,662,448 | 5,946,717 | | 3/31/2010 | (6,218) |
Australian Dollar | 28,925,000 | 25,961,634 | | 3/31/2010 | 116,980 |
Canadian Dollar | 28,531,070 | 27,288,098 | | 3/31/2010 | 172,712 |
Canadian Dollar | 9,385,560 | 9,059,315 | | 3/31/2010 | 139,458 |
Canadian Dollar | 3,960,132 | 3,800,000 | | 3/31/2010 | 36,366 |
Euro | 3,900,000 | 5,337,667 | | 3/31/2010 | 27,457 |
| |
Semiannual report | Strategic Income Opportunities Fund | 37 |
| | | | | |
| | PRINCIPAL | | | |
| PRINCIPAL | AMOUNT | | | UNREALIZED |
| AMOUNT COVERED | COVERED BY | | | APPRECIATION |
CURRENCY | BY CONTRACT | CONTRACT (USD) | | SETTLEMENT DATE | (DEPRECIATION) |
|
Sells | | | | | |
Euro | $38,424,411 | $53,920,778 | | 3/31/2010 | $1,602,400 |
Euro | 3,800,000 | 5,197,881 | | 3/31/2010 | 23,831 |
Euro | 9,600,000 | 13,190,082 | | 3/31/2010 | 118,796 |
Japanese Yen | 1,217,952,000 | 13,405,911 | | 3/31/2010 | (304,621) |
Japanese Yen | 1,134,882,700 | 12,623,834 | | 3/31/2010 | (151,583) |
New Zealand Dollar | 17,741,511 | 12,350,875 | | 3/31/2010 | (12,427) |
Pound Sterling | 2,700,878 | 4,274,399 | | 3/31/2010 | 156,930 |
Pound Sterling | 18,913,165 | 29,689,380 | | 3/31/2010 | 856,397 |
Pound Sterling | 55,865,820 | 89,413,905 | | 3/31/2010 | 4,246,868 |
Pound Sterling | 7,300,000 | 11,293,435 | | 3/31/2010 | 164,638 |
Pound Sterling | 4,450,000 | 6,880,726 | | 3/31/2010 | 96,733 |
Pound Sterling | 10,000,000 | 15,421,000 | | 3/31/2010 | 176,073 |
Pound Sterling | 17,300,000 | 26,664,490 | | 3/31/2010 | 290,765 |
Pound Sterling | 5,400,000 | 8,595,072 | | 3/31/2010 | 362,811 |
| | $443,960,593 | | | $7,489,517 |
Options. There are two types of options, a put option and a call option. Options are traded either over-the-counter or by means of an exchange. A call option gives the purchaser of the option the right to buy (and the seller the obligation to sell) the underlying instrument at the exercise price. A put option gives the purchaser of the option the right to sell (and the writer the obligation to buy) the underlying instrument at the exercise price. Writing puts and buying calls may increase the Fund’s exposure to changes in the value of the underlying instrument. Buying puts and writing calls may decrease the Fund’s exposure to such changes. Risks related to the use of options include the loss of the premium, possible illiquidity of the options markets, trading restrictions imposed by an exchange, movements in underlying security values, and for written options, potential losses in excess of the fund’s initial investment.
Options listed on an exchange are valued at their closing price. If no closing price is available, then they are valued at the mean between the last bid and ask prices from the exchange on which they are principally traded. For options not listed on an exchange, an independent pricing source is used to value the options at the mean between the last bid and ask prices. When the Fund purchases an option, the premium paid by the Fund is included in the Portfolio of Investments and subsequently “marked-to-market” to reflect current market value. If the purchased option expires, the Fund realizes a loss equal to the cost of the option. If the Fund enters into a closing sale transaction, the Fund realizes a gain or loss, depending on whether proceeds from the closing sale are greater or less than the original cost. If the Fund exercises a call option, the cost of the securities acquired by exercising the call is increased by the premium paid to buy the call. If the Fund exercises a put option, it realizes a gain or loss from the sale of the underlying security and the proceeds from such sale are decreased by the premium paid.
During the six months ended February 28, 2010, the Fund used purchased options to hedge against anticipated currency exchange rates. The market value range of purchased options contracts held by the Fund during the six months ended February 28, 2010, was approximately $42,000 to $694,000.
During the six months ended February 28, 2010, the Fund wrote option contracts to hedge against anticipated currency exchange rates. The following tables summarize the Fund’s written options activities during the six months ended February 28, 2010, and the contracts held at February 28, 2010.
| |
38 | Strategic Income Opportunities Fund | Semiannual report |
| | |
| NUMBER OF | PREMIUMS |
| CONTRACTS | RECEIVED |
|
Outstanding, beginning of period | 47,750,000 | $743,622 |
Options written | 59,200,000 | 514,755 |
Option closed | — | — |
Options expired | (60,500,000) | (451,101) |
Outstanding, end of period | 46,450,000 | $807,276 |
| | | | | | | |
| EXERCISE | | EXPIRATION | | USD NOTIONAL | | |
NAME OF ISSUER | PRICE | | DATE | NOTIONAL AMOUNT | AMOUNT | PREMIUM | VALUE |
|
CALLS | | | | | | | |
U.S. Dollar | | | | | | | |
versus | | | | | | | |
Canadian Dollar | $1.30 | | Feb 2010 | USD 10,700,000 | $10,700,000 | $267,500 | ($11) |
U.S. Dollar | | | | | | | |
versus | | | | | | | |
Canadian Dollar | 1.30 | | Apr 2010 | USD 10,450,000 | 10,450,000 | 274,835 | (11) |
New Zealand | | | | | | | |
Dollar versus | | | | | | | |
Japanese Yen | 44.68 | | Mar 2010 | NZD 15,300,000 | 10,683,224 | 86,441 | (7,403) |
|
| | | | 36,450,000 | $31,833,224 | 628,776 | ($7,425) |
PUTS | | | | | | | |
Pound | | | | | | | |
Sterling versus | | | | | | | |
Canadian Dollar | $2.51 | | Mar 2010 | GBP 10,000,000 | $15,247,993 | $178,500 | ($427,492) |
|
Total | | | | 46,450,000 | $47,081,217 | $807,276 | ($434,917) |
Fair value of derivative instruments by risk category
The table below summarizes the fair value of derivatives held by the Fund at February 28, 2010, by risk category:
| | | | |
| | FINANCIAL | ASSET | LIABILITY |
| STATEMENT OF ASSETS AND | INSTRUMENTS | DERIVATIVES | DERIVATIVES |
RISK | LIABILITIES LOCATION | LOCATION | FAIR VALUE | FAIR VALUE |
|
Interest Rate Contracts | Receivable/payable | Futures | — | ($1,311,799)† |
| for futures variation | | | |
| margin; Net unrealized | | | |
| appreciation | | | |
| (depreciation) on | | | |
| investments | | | |
Foreign Exchange | Receivable/payable | Foreign forward | 8,320,344 | (5,020,764) |
Contracts | for forward foreign | currency | | |
| currency exchange | contracts/Written | | |
| contracts; Options | options | | |
| written, at value; | | | |
| investments in | | | |
| unaffiliated issuers | | | |
| at value* | | | |
|
Total | | | $8,320,344 | ($6,332,563) |
* Purchased options are included in the Fund’s investments.
† Reflects cumulative appreciation/depreciation of Futures as disclosed in Note 3. Only the year end variation margin is separately disclosed in the Statement of Assets and Liabilities.
| |
Semiannual report | Strategic Income Opportunities Fund | 39 |
Effect of derivative instruments on the Statements of Operations
The table below summarizes the net realized gain (loss) included in the net increase (decrease) in net assets from operations, classified by derivative instrument and risk category, for the six month period ended February 28, 2010:
| | | | | | |
| | | | | FORWARD | |
| STATEMENT OF | | | | FOREIGN | |
| OPERATIONS | PURCHASED | WRITTEN | | CURRENCY | |
RISK | LOCATION | OPTIONS | OPTIONS | FUTURES | CONTRACTS | TOTAL |
|
Interest | Net realized | — | — | ($1,235,150) | — | ($1,235,150) |
Rate | gain (loss) | | | | | |
Contracts | | | | | | |
Foreign | Net realized | ($1,123,763) | $451,101 | — | ($11,560,795) | (12,233,457) |
Exchange | gain (loss) | | | | | |
Contracts | | | | | | |
Equity | Net realized | (698,490) | — | — | — | (698,490) |
Contracts | gain (loss) | | | | | |
|
Total | | ($1,822,253) | $451,101 | ($1,235,150) | ($11,560,795) | ($14,167,097) |
The table below summarizes the net change in unrealized appreciation (depreciation) included in the net increase (decrease) in net assets from operations, classified by derivative instrument and risk category, for the six month period ended February 28, 2010:
| | | | | | |
| | | | | FORWARD | |
| STATEMENT OF | | | | FOREIGN | |
| OPERATIONS | PURCHASED | WRITTEN | | CURRENCY | |
RISK | LOCATION | OPTIONS | OPTIONS | FUTURES | CONTRACTS | TOTAL |
|
| | Investments | Written | Futures | Translation | |
| | in unaffiliated | Options | contracts | of assets | |
| | issuers | | | and liabilities | |
| | | | | in foreign | |
| | | | | currencies | |
Interest | Change in | — | — | ($984,287) | — | ($984,287) |
Rate | unrealized | | | | | |
Contracts | appreciation | | | | | |
| (depreciation) | | | | | |
Foreign | Change in | $758,732 | ($30,389) | — | ($8,241,149) | (7,512,806) |
Exchange | unrealized | | | | | |
Contracts | appreciation | | | | | |
| (depreciation) | | | | | |
Equity | Change in | 685,490 | — | — | — | 685,490 |
Contracts | unrealized | | | | | |
| appreciation | | | | | |
| (depreciation) | | | | | |
|
Total | | $1,444,222 | ($30,389) | ($984,287) | ($8,241,149) | ($7,811,603) |
Note 4 — Guarantees and indemnifications
Under the Fund’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Fund. Additionally, in the normal course of business, the Fund enters into contracts with service providers that contain general indemnification clauses. The Fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund that have not yet occurred.
| |
40 | Strategic Income Opportunities Fund | Semiannual report |
Note 5 — Fees and transactions with affiliates
John Hancock Investment Management Services, LLC (the Adviser), serves as investment adviser for the Fund. John Hancock Funds, LLC (the Distributor), an affiliate of the Adviser, serves as principal underwriter of the Fund. The Adviser and the Distributor are indirect wholly owned subsidiaries of Manulife Financial Corporation (MFC).
Management fee. The Fund has an investment management contract with the Adviser under which the Fund pays a daily management fee to the Adviser equivalent, on an annual basis, to the sum of: (a) 0.725% of the first $500,000,000 of the Fund’s aggregate daily net assets and (b) 0.650% of the Fund’s aggregate net assets in excess of $500,000,000. Aggregate net assets include the net assets of the Fund and Strategic Income Opportunities Trust, a series of John Hancock Trust. The Adviser has a subadvisory agreement with MFC Global Investment Management (U.S.), LLC, an indirect owned subsidiary of MFC and an affiliate of the Adviser. The Fund is not responsible for payment of the subadvisory fees. The investment management fees incurred for the six months ended February 28, 2010, were equivalent to an annual effective rate of 0.68% of the Fund’s average daily net assets.
The Adviser has contractually agreed to limit the Fund’s total expenses, excluding transfer agent fees, distribution and service fees, brokerage commissions, interest and other extraordinary expenses not incurred in the ordinary course of the Fund’s business, to 1.17% for Class A shares, 1.87% for Class C shares and 0.90% for Class I shares, of the Fund’s average daily net asset value, on an annual basis. Accordingly, these expense reductions amounted to $79, $23 and $24 for Class A shares, Class C shares and Class I shares, respectively, for the six months ended February 28, 2010. The expense reimbursements and limits will continue in effect until December 31, 2010, and thereafter until terminated by the Adviser on notice to the Trust.
The Adviser has voluntarily agreed to waive a portion of its management fee for certain Funds of the Trust and JHT (the Participating Funds), including Strategic Income Opportunities Fund. The waiver equals, on an annualized basis, 0.01% of that portion of the aggregate net assets of all the Participating Funds that exceeds $85 billion. The amount of the Reimbursement is calculated daily and allocated among all the Participating Funds in proportion to the daily net assets of each Fund. Accordingly, the expense reduction related to this agreement was $1,057.
Accounting and legal services. Pursuant to the investment management contract, the Fund reimburses the Adviser for all expenses associated with providing the administrative, financial, legal, accounting and recordkeeping services of the Fund, including the preparation of all tax returns, periodic reports to shareholders and regulatory reports amongst other services. These expenses are allocated to each share class based on relative net assets at the time the expense was incurred. The accounting and legal services fees incurred for the six months ended February 28, 2010, amounted to an approximate annual rate of 0.02% of the Fund’s average daily net assets.
Distribution plans. The Fund has a distribution agreement with the Distributor. The Fund has adopted distribution plans with respect to Class A and Class C pursuant to Rule 12b-1 of the 1940 Act, to pay the Distributor for services provided as the distributor of shares of the Fund. The following table shows the contractual rates of distribution and services fees under these arrangements, expressed as an annual percentage of average daily net assets for each class of the Fund’s shares.
| | | |
| Distribution | | |
Class | Fee (12b-1) | | |
| | |
Class A | 0.30% | | |
Class C | 1.00% | | |
| |
Semiannual report | Strategic Income Opportunities Fund | 41 |
Sales charges. Class A shares are assessed up-front sales charges, which resulted in payments to the Distributor amounting to $5,767 for the six months ended February 28, 2010. Of this amount, $1,151 was retained and used for printing prospectuses, advertising, sales literature and other purposes and $4,616 was paid as sales commissions to broker-dealers.
Class C shares are subject to contingent deferred sales charges (CDSC). Class C shares that are redeemed within one year of purchase are subject to a 1.00% CDSC on the lesser of the current market value at the time of redemption or the original purchase cost of the shares being redeemed. Proceeds from CDSCs are used to compensate the Distributor for providing distribution-related services in connection with the sale of these shares. During the six months ended February 28, 2010, there were no CDSCs amounts received by the Distributor for Class C shares.
Transfer agent fees. The Fund has a transfer agent agreement with John Hancock Signature Services, Inc. (“Signature Services” or “Transfer Agent”), an affiliate of the Adviser. The transfer agent fees are made up of three components:
• The Fund pays a monthly transfer agent fee at an annual rate of 0.015% for Class A, Class C and Class I shares, based on each class’s average daily net assets.
• The Fund pays a monthly fee based on an annual rate of $17.50 per shareholder account for Class A, Class C and Class I.
• In addition, Signature Services is reimbursed for certain out-of-pocket expenses.
Class level expenses for the six months ended February 28, 2010 were:
| | | | |
| Distribution | Transfer | State | Printing and |
Share class | and service fees | agent fees | registration fees | postage fees |
|
Class A | $129 | $64 | $10 | $56 |
Class C | 283 | — | 1 | 56 |
Class I | — | 48 | 10 | 28 |
Total | $412 | $112 | $21 | $140 |
Expense recapture. The Adviser may recapture operating expenses reimbursed or fees waived under previous expense limitation or waiver arrangements made subsequent to January 1, 2009, for a period of three years following the beginning of the month in which such reimbursements or waivers occurred. The table below outlines the amounts recovered during the six months ended February 28, 2010, and the amount of waived or reimbursed expenses subject to potential recovery and the respective expiration dates.
| | | |
Amount recovered during | Amounts eligible for recovery | | |
the period ended 2–28–10 | through February 1, 2013 | | |
| | |
$0 | $85 | | |
Affiliated share ownership. Affiliates of the Fund owned 2,439, 2,439, and 2,439 shares of beneficial interest of Class A, Class C and Class I, respectively, on February 28, 2010.
Trustee expenses. The Trust compensates each Trustee who is not an employee of the Adviser or its affiliates. The costs of paying Trustee compensation and expenses are allocated to each Fund based on its average daily net assets.
| |
42 | Strategic Income Opportunities Fund | Semiannual report |
Note 6 — Fund share transactions
Transactions in Fund shares for the six months ended February 28, 2010, and for the year ended August 31, 2009, were as follows:
| | | | |
| Six months ended 2-28-101 | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
Class A shares | | | | |
|
Sold | 131,288 | $1,346,470 | — | — |
Distributions reinvested | 287 | 2,963 | — | — |
Repurchased | (256) | (2,609) | — | — |
Net increase | 131,319 | $1,346,824 | — | — |
|
Class C shares | | | | |
|
Sold | 60,637 | $620,755 | — | — |
Distributions reinvested | 125 | 1,294 | — | — |
Repurchased | (86) | (888) | — | — |
Net increase | 60,676 | $621,161 | — | — |
|
Class I shares | | | | |
|
Sold | 186,764 | $1,924,369 | — | — |
Distributions reinvested | 214 | 2,208 | — | — |
Net increase | 186,978 | $1,926,577 | — | — |
|
Class NAV shares | | | | |
|
Sold | 5,052,872 | $51,498,297 | 9,406,740 | $80,801,442 |
Distributions reinvested | 2,099,814 | 21,384,113 | 5,963,797 | 50,543,103 |
Repurchased | (1,356,445) | (13,799,231) | (15,435,882) | (131,937,822) |
Net increase (decrease) | 5,796,241 | $59,083,179 | (65,345) | ($593,277) |
|
Net increase | 6,175,214 | $62,977,741 | (65,345) | ($593,277) |
|
1 The inception date for Class A, Class C and Class I shares is 1-4-10.
Note 7 — Purchase and sale of securities
Purchases and proceeds from sales or maturities of securities, other than short-term securities and obligations of the U.S. government, during the six-month period ended February 28, 2010, aggregated $248,460,664 and $208,369,052, respectively. Purchases and proceeds from sales or maturities of obligations of the U.S. government aggregated $1,204,389 and $1,250,065, respectively, during the six-month period ended February 28, 2010.
Note 8 — Investment by affiliated funds
Certain investors in the Fund are affiliated Funds and are managed by the Adviser and its affiliates. The affiliated Funds do not invest in the Fund for the purpose of exercising management or control; however, this investment may represent a significant portion of the Fund’s net assets. For the six months ended February 28, 2010, the Fund had an affiliate fund ownership concentration of 98.7% of the Fund’s net assets.
| |
Semiannual report | Strategic Income Opportunities Fund | 43 |
More information
| |
Trustees | Investment adviser |
James M. Oates, Chairman | John Hancock Investment Management |
James R. Boyle† | Services, LLC |
Grace K. Fey† | |
Charles L. Bardelis* | Subadviser |
Peter S. Burgess* | MFC Global Investment |
Theron S. Hoffman | Management (U.S.), LLC |
Hassell H. McClellan | |
Steven M. Roberts* | Principal distributor |
| John Hancock Funds, LLC |
*Member of the Audit Committee | |
†Non-Independent Trustee | Custodian |
| State Street Bank and Trust Company |
Officers | |
Hugh McHaffie | Transfer agent |
President | John Hancock Signature Services, Inc. |
| |
Thomas M. Kinzler | Legal counsel |
Secretary and Chief Legal Officer | K&L Gates LLP |
| |
Francis V. Knox, Jr. | The report is certified under the Sarbanes-Oxley |
Chief Compliance Officer | Act, which requires mutual funds and other public |
| companies to affirm that, to the best of their |
Michael J. Leary | knowledge, the information in their financial reports |
Treasurer | is fairly and accurately stated in all material respects. |
| |
Charles A. Rizzo | |
Chief Financial Officer | |
| |
John G. Vrysen | |
Chief Operating Officer | |
The Fund’s proxy voting policies and procedures, as well as the Fund’s proxy voting record for the most recent twelve-month period ended June 30, are available free of charge on the Securities and Exchange Commission (SEC) Web site at www.sec.gov or on our Web site.
The Fund’s complete list of portfolio holdings, for the first and third fiscal quarters, is filed with the SEC on Form N-Q. The Fund’s Form N-Q is available on our Web site and the SEC’s Web site, www.sec.gov, and can be reviewed and copied (for a fee) at the SEC’s Public Reference Room in Washington, DC. Call 1-800-SEC-0330 to receive information on the operation of the SEC’s Public Reference Room.
We make this information on your fund, as well as monthly portfolio holdings, and other fund details available on our Web site www.jhfunds.com or by calling 1-800-225-5291.
| | |
You can also contact us: | | |
1-800-225-5291 | Regular mail: | Express mail: |
jhfunds.com | John Hancock Signature Services, Inc. | John Hancock Signature Services, Inc. |
| P.O. Box 55913 | Mutual Fund Image Operations |
| Boston, MA 02205-5913 | 30 Dan Road |
| | Canton, MA 02021 |
|
| |
44 | Strategic Income Opportunities Fund | Semiannual report |

1-800-225-5291
1-800-554-6713 TDD
1-800-338-8080 EASI-Line
www.jhfunds.com
Now available: electronic delivery
www.jhfunds.com/edelivery
| |
This report is for the information of the shareholders of John Hancock Strategic Income Opportunities Fund. | 356SA 2/10 |
It is not authorized for distribution to prospective investors unless preceded or accompanied by a prospectus. | 4/10 |

John Hancock
Lifecycle 2045 Portfolio
Goal and strategy
To seek high total return until the Fund’s target retirement date. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for investors expected to retire in 2045.
| |
Asset Allocation | |
| |
| |
Equity | % of Total |
|
Emerging Markets | 6% |
|
International Large Cap | 16% |
|
International Small Cap | 3% |
|
Large Blend | 3% |
|
Natural Resources | 3% |
|
Small Growth | 1% |
|
Small Value | 1% |
|
U.S. Large Cap | 43% |
|
U.S. Mid Cap | 12% |
|
U.S. Small Cap | 7% |
|
Fixed Income | % of Total |
|
Bank Loan | 1% |
|
High Yield Bond | 1% |
|
Intermediate Bond | 1% |
|
Multi-Sector Bond | 1% |
|
U.S. Government & | |
Agency | 1% |
|
As a percentage of net assets on February 28, 2010.
Portfolio results
For the six months ended February 28, 2010, John Hancock Lifecycle 2045 Portfolio’s Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares returned 9.01%, 9.01%, 8.96%, 9.17%, 9.30% and 9.25%, respectively, at net asset value. In comparison, the Portfolio’s benchmark index, the Standard & Poor’s 500 Index, returned 9.32% over the same period and the average target date 2041–2045 portfolio returned 7.85%, according to Morningstar, Inc.1
Performance review
The John Hancock Lifecycle 2045 Portfolio posted strong absolute results and performed in line with its benchmark. Our equity manager allocations were a positive contributor to relative results, led primarily by our U.S. small-cap and international equity managers.
Specifically, within international equities, six of the seven managers outperformed their asset class benchmark. The International Small Cap Fund (Templeton) contributed to performance due to its stock selection across European apparel stocks and Asian bank stocks. The Emerging Markets Value Fund (DFA) outperformed, driven by the fund’s investments in small-cap and deep-value stocks. Natural Resources Fund (Wellington) added to relative results, helped by the fund’s underweight to ExxonMobil and strong stock picking within the metals and mining and the paper and forest products industries. The Value & Restructuring Fund (Columbia) contributed due to its strong stock selection within the energy and materials sectors, most notably among coal and mining stocks. Conversely, the Large Cap Value Fund (BlackRock) detracted from results due to the fund’s stock selection decisions across the industrials, energy and materials sectors as well as an underweight to the consumer discretionary sector.
Within fixed income, our overall manager contribution was neutral. However, the Portfolio did benefit from the multi-sector bond funds which outperformed the Barclays Capital U.S. Aggregate Bond Index due to a greater exposure to credit securities.
Over the period, our overall asset-allocation mix slightly detracted from results. There were several asset classes that contributed to performance, including emerging markets, U.S. mid-cap and U.S. small-cap equities and to a lesser degree high-yield bonds and floating-rate loans. However, these positives were more than offset by the Portfolio’s exposures to international large-cap and international small-cap equities which detracted from relative performance.
1Figures from Morningstar, Inc. include reinvested dividends and do not take into account sales charges. Actual load-adjusted performance is lower.
Past performance is no guarantee of future results.
This commentary reflects the views of the portfolio management team through the end of the Fund’s period discussed in this report. The team’s statements reflect their own opinions. As such, they are in no way guarantees of future events and are not intended to be used as investment advice or a recommendation regarding any specific security. They are also subject to change at any time as market and other conditions warrant.
SCORECARD
| | |
INVESTMENT | | PERIOD’S PERFORMANCE... AND WHAT’S BEHIND THE NUMBERS |
|
Natural Resources | ▲ | Good stock selection |
Fund (Wellington) | | |
|
Emerging Markets | ▲ | Small-cap and deep value investments |
Value Fund (DFA) | | |
|
Large Cap Value Fund | ▼ | Stock selection in select sectors and an underweight to |
(BlackRock) | | consumer discretionary |
Subadviser shown in parentheses
| |
4 | Lifecycle 2045 Portfolio | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Lifecycle 2045 Portfolio Class A shares for the period indicated. For comparison, we’ve shown the same investment in the S&P 500 Index.

| | | | | |
| Class R12 | Class R32 | Class R42 | Class R52 | Class 12 |
|
Period beginning | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Ending value | $9,018 | $9,041 | $9,132 | $9,218 | $9,221 |
|
Index | 8,636 | 8,636 | 8,636 | 8,636 | 8,636 |
|
Assuming all distributions were reinvested for the period indicated, the table above shows the value of a $10,000 investment in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in the different classes and the fee structure of those classes.
Standard & Poor’s 500 Index is an unmanaged index that includes 500 widely traded common stocks.
Performance chart
Total returns with maximum sales charge for the period ended February 28, 2010.
| | | | | | |
| Class A | Class R12 | Class R32 | Class R42 | Class R52 | Class 12 |
Inception | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Average annual returns — 1 year | 51.33% | 59.11% | 59.24% | 59.96% | 60.24% | 60.18% |
|
Average annual returns — Since inception | –4.35% | –3.05% | –2.98% | –2.68% | –2.41% | –2.40% |
|
Cumulative returns — 1 year | 51.33% | 59.11% | 59.24% | 59.96% | 60.24% | 60.18% |
|
Cumulative returns — Since inception | –13.79% | –9.82% | –9.59% | –8.68% | –7.82% | –7.79% |
|
Cumulative returns — 6 months | 3.54% | 9.01% | 8.96% | 9.17% | 9.30% | 9.25% |
|
Performance figures assume all distributions are reinvested. Returns at public offering price (POP) reflect a sales charge on Class A shares of 5%. Sales charges are not applicable for Class R1, Class R3, Class R4, Class R5 and Class 1 shares.
The expense ratios of the Portfolio, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Portfolio and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The following expense ratios include expenses of the underlying affiliated funds in which the Portfolio invests. The net expenses are as follows: Class A — 1.43%, Class R1 — 1.59%, Class R3 — 1.49%, Class R4 — 1.24% and Class R5 — 0.94%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 2.70%, Class R1 — 6.07%, Class R3 — 7.31%, Class R4 — 6.89% and Class R5 — 8.20%. For Class 1, the net expenses equal the gross expenses and are as follows: Class 1 — 0.99%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Portfolio’s current performance may be higher or lower than the performance shown. For performance data current to the most recent month end, please call 1-800-225-5291 or visit the Portfolio’s Web site at www.jhfunds.com.
The performance table and chart do not reflect the deduction of taxes that a shareholder may pay on Portfolio distributions or the redemption of Portfolio shares.
The Portfolio’s performance results reflect any applicable expense reductions, without which the expenses would increase and results would have been less favorable.
It is not possible to invest directly in an index. Index figures do not reflect sales charges and would be lower if they did.
Since inception performance is calculated with an opening price on the inception date of the Portfolio.
1 NAV represents net asset value and POP represents public offering price.
2 For certain types of investors as described in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 share prospectuses.
| | |
| Semiannual report | Lifecycle 2045 Portfolio | 5 |
John Hancock
Lifecycle 2040 Portfolio
Goal and strategy
To seek high total return until the Fund’s target retirement date. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for investors expected to retire in 2040.
| |
Asset Allocation | |
| |
Equity | % of Total |
|
Emerging Markets | 6% |
|
International Large Cap | 16% |
|
International Small Cap | 3% |
|
Large Blend | 3% |
|
Natural Resources | 3% |
|
Small Growth | 1% |
|
Small Value | 1% |
|
U.S. Large Cap | 43% |
|
U.S. Mid Cap | 12% |
|
U.S. Small Cap | 7% |
|
Fixed Income | % of Total |
|
Bank Loan | 1% |
|
High Yield Bond | 1% |
|
Intermediate Bond | 1% |
|
Multi-Sector Bond | 1% |
|
U.S. Government | |
& Agency | 1% |
|
As a percentage of net assets on February 28, 2010.
Portfolio results
For the six months ended February 28, 2010, John Hancock Lifecycle 2040 Portfolio’s Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares returned 9.00%, 8.88%, 8.98%, 9.05%, 9.30% and 9.39%, respectively, at net asset value. In comparison, the Portfolio’s benchmark index, the Standard & Poor’s 500 Index, returned 9.32% and the average target-date 2036–2040 portfolio returned 7.70%, according to Morningstar, Inc.1
Performance review
The John Hancock Lifecycle 2040 Portfolio posted strong absolute results and performed in line with its benchmark. Our equity manager allocations were a positive contributor to relative results, led primarily by our U.S. small-cap and international equity managers.
Specifically, within international equities, six of the seven managers outperformed their asset class benchmark. The International Small Cap Fund (Templeton) contributed to performance due to its stock selection across European apparel stocks and Asian bank stocks. The Emerging Markets Value Fund (DFA) outperformed, driven by the fund’s investments in small-cap and deep-value stocks. The Natural Resources Fund (Wellington) added to relative results, helped by the fund’s underweight to ExxonMobil and strong stock picking within the metals and mining and the paper and forest products industries. The Value & Restructuring Fund (Columbia) contributed positively due to its strong stock selection within the energy and materials sectors, most notably among coal and mining stocks. Conversely, the Large Cap Value Fund (BlackRock) detracted from results due to the fund’s stock selection decisions across the industrials, energy and materials sectors as well as an underweight to the consumer discretionary sector.
Within fixed income, our overall manager contribution was neutral. However, the Portfolio did benefit from the multi-sector bond funds, which outperformed the Barclays Capital U.S. Aggregate Bond Index due to a greater exposure to credit securities.
Over the period, our overall asset-allocation mix slightly detracted from results. There were several asset classes that contributed positively to performance, including emerging-markets, U.S. mid-cap and U.S. small-cap equities and to a lesser degree high-yield bonds and floating-rate loans. However, these positives were more than offset by the Portfolio’s exposures to international large-cap and international small-cap equities, which detracted from relative performance.
1Figures from Morningstar, Inc. include reinvested dividends and do not take into account sales charges. Actual load-adjusted performance is lower.
Past performance is no guarantee of future results.
This commentary reflects the views of the portfolio management team through the end of the Fund’s period discussed in this report. The team’s statements reflect their own opinions. As such, they are in no way guarantees of future events and are not intended to be used as investment advice or a recommendation regarding any specific security. They are also subject to change at any time as market and other conditions warrant.
SCORECARD
| | |
INVESTMENT | | PERIOD’S PERFORMANCE... AND WHAT’S BEHIND THE NUMBERS |
|
Natural Resources | ▲ | Good stock selection |
Fund (Wellington) | | |
|
Emerging Markets | ▲ | Small-cap and deep value investments |
Value Fund (DFA) | | |
|
Large Cap Value Fund | ▼ | Stock selection in select sectors and an underweight to |
(BlackRock) | | consumer discretionary |
Subadviser shown in parentheses
| |
6 | Lifecycle 2040 Portfolio | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Lifecycle 2040 Portfolio Class A shares for the period indicated. For comparison, we’ve shown the same investment in the S&P 500 Index.

| | | | | |
| Class R12 | Class R32 | Class R42 | Class R52 | Class 12 |
|
Period beginning | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Ending value | $9,028 | $9,040 | $9,132 | $9,227 | $9,231 |
|
Index | 8,636 | 8,636 | 8,636 | 8,636 | 8,636 |
|
Assuming all distributions were reinvested for the period indicated, the table above shows the value of a $10,000 investment in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in the different classes and the fee structure of those classes.
Standard & Poor’s 500 Index is an unmanaged index that includes 500 widely traded common stocks.
Performance chart
Total returns with maximum sales charge for the period ended February 28, 2010.
| | | | | | |
| Class A | Class R12 | Class R32 | Class R42 | Class R52 | Class 12 |
|
Inception | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Average annual returns — 1 year | 51.51% | 59.11% | 59.36% | 59.77% | 60.25% | 60.18% |
|
Average annual returns — Since inception | –4.28% | –3.02% | –2.98% | –2.68% | –2.38% | –2.37% |
|
Cumulative returns — 1 year | 51.51% | 59.11% | 59.36% | 59.77% | 60.25% | 60.18% |
|
Cumulative returns — Since inception | –13.60% | –9.72% | –9.60% | –8.68% | –7.73% | –7.69% |
|
Cumulative returns — 6 months | 3.54% | 8.88% | 8.98% | 9.05% | 9.30% | 9.39% |
|
Performance figures assume all distributions are reinvested. Returns at public offering price (POP) reflect a sales charge on Class A shares of 5%. Sales charges are not applicable for Class R1, Class R3, Class R4, Class R5 and Class 1 shares.
The expense ratios of the Portfolio, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Portfolio and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The following expense ratios include expenses of the underlying affiliated funds in which the Portfolio invests. The net expenses are as follows: Class A — 1.43%, Class R1 — 1.58%, Class R3 — 1.48%, Class R4 — 1.23% and Class R5 — 0.93%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 2.41%, Class R1 — 5.37%, Class R3 — 2.76%, Class R4 — 7.59% and Class R5 — 3.34%. For Class 1, the net expenses equal the gross expenses and are as follows: Class 1 — 0.98%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Portfolio’s current performance may be higher or lower than the performance shown. For performance data current to the most recent month end, please call 1-800-225-5291 or visit the Portfolio’s Web site at www.jhfunds.com.
The performance table and chart do not reflect the deduction of taxes that a shareholder may pay on Portfolio distributions or the redemption of Portfolio shares.
The Portfolio’s performance results reflect any applicable expense reductions, without which the expenses would increase and results would have been less favorable.
It is not possible to invest directly in an index. Index figures do not reflect sales charges and would be lower if they did.
Since inception performance is calculated with an opening price on the inception date of the Portfolio.
1 NAV represents net asset value and POP represents public offering price.
2 For certain types of investors as described in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 share prospectuses.
| | |
| Semiannual report | Lifecycle 2040 Portfolio | 7 |
John Hancock
Lifecycle 2035 Portfolio
Goal and strategy
To seek high total return until the Fund’s target retirement date. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for investors expected to retire in 2035.
| |
Asset Allocation | |
| |
Equity | % of Total |
|
Emerging Markets | 6% |
|
International Large Cap | 16% |
|
International Small Cap | 3% |
|
Large Blend | 3% |
|
Natural Resources | 3% |
|
Small Growth | 1% |
|
Small Value | 1% |
|
U.S. Large Cap | 43% |
|
U.S. Mid Cap | 12% |
|
U.S. Small Cap | 7% |
|
Fixed Income | % of Total |
|
Bank Loan | 1% |
|
High Yield Bond | 1% |
|
Intermediate Bond | 1% |
|
Multi-Sector Bond | 1% |
|
U.S. Government | |
& Agency | 1% |
|
As a percentage of net assets on February 28, 2010.
Portfolio results
For the six months ended February 28, 2010, John Hancock Lifecycle 2035 Portfolio’s Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares returned 9.13%, 8.86%, 9.04%, 9.16%, 9.28% and 9.24%, respectively, at net asset value. In comparison, the Portfolio’s benchmark index, the Standard & Poor’s 500 Index, returned 9.32% and the average target-date 2031–2035 portfolio returned 7.73%, according to Morningstar, Inc.1
Performance review
The John Hancock Lifecycle 2035 Portfolio posted strong absolute results and performed in line with its benchmark. Our equity manager allocations were a positive contributor to relative results, led primarily by our U.S. small-cap and international equity managers.
Specifically, within international equities, six of the seven managers outperformed their asset class benchmark. The International Small Cap Fund (Templeton) contributed to performance due to its stock selection across European apparel stocks and Asian bank stocks. The Emerging Markets Value Fund (DFA) outperformed, driven by the fund’s investments in small-cap and deep-value stocks. The Natural Resources Fund (Wellington) added to relative results, helped by the fund’s underweight to ExxonMobil and solid stock picking within the metals and mining and the paper and forest products industries. The Value & Restructuring Fund (Columbia) contributed due to its strong stock selection within the energy and materials sectors, most notably among coal and mining stocks. Conversely, the Large Cap Value Fund (BlackRock) detracted from results due to the fund’s stock selection decisions across the industrials, energy and materials sectors as well as an underweight to the consumer discretionary sector.
Within fixed income, our overall manager contribution was neutral. However, the Portfolio did benefit from the multi-sector bond funds, which outperformed the Barclays Capital U.S. Aggregate Bond Index due to a greater exposure to credit securities.
Over the period, our overall asset-allocation mix slightly detracted from results. There were several asset classes that contributed positively to performance, including emerging-market, U.S. mid-cap and U.S. small-cap equities and to a lesser degree high-yield bonds and floating-rate loans. However, these positives were more than offset by the Portfolio’s exposures to international large-cap and international small-cap equities, which detracted from relative performance.
1Figures from Morningstar, Inc. include reinvested dividends and do not take into account sales charges. Actual load-adjusted performance is lower.
Past performance is no guarantee of future results.
This commentary reflects the views of the portfolio management team through the end of the Fund’s period discussed in this report. The team’s statements reflect their own opinions. As such, they are in no way guarantees of future events and are not intended to be used as investment advice or a recommendation regarding any specific security. They are also subject to change at any time as market and other conditions warrant.
SCORECARD
| | |
INVESTMENT | | PERIOD’S PERFORMANCE... AND WHAT’S BEHIND THE NUMBERS |
|
Natural Resources | ▲ | Good stock selection |
Fund (Wellington) | | |
|
Emerging Markets | ▲ | Small-cap and deep value investments |
Value Fund (DFA) | | |
|
Large Cap Value Fund | ▼ | Stock selection in select sectors and an underweight to |
(BlackRock) | | consumer discretionary |
Subadviser shown in parentheses
| |
8 | Lifecycle 2035 Portfolio | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Lifecycle 2035 Portfolio Class A shares for the period indicated. For comparison, we’ve shown the same investment in the S&P 500 Index.

| | | | | |
| Class R12 | Class R32 | Class R42 | Class R52 | Class 12 |
|
Period beginning | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Ending value | $9,024 | $9,053 | $9,138 | $9,223 | $9,228 |
|
Index | 8,636 | 8,636 | 8,636 | 8,636 | 8,636 |
|
Assuming all distributions were reinvested for the period indicated, the table above shows the value of a $10,000 investment in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in the different classes and the fee structure of those classes.
Standard & Poor’s 500 Index is an unmanaged index that includes 500 widely traded common stocks.
Performance chart
Total returns with maximum sales charge for the period ended February 28, 2010.
| | | | | | |
| Class A | Class R12 | Class R32 | Class R42 | Class R52 | Class 12 |
|
Inception | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Average annual returns — 1 year | 51.54% | 59.11% | 59.36% | 59.96% | 60.24% | 60.17% |
|
Average annual returns — Since inception | –4.29% | –3.03% | –2.94% | –2.66% | –2.39% | –2.38% |
|
Cumulative returns — 1 year | 51.54% | 59.11% | 59.36% | 59.96% | 60.24% | 60.17% |
|
Cumulative returns — Since inception | –13.62% | –9.76% | –9.47% | –8.62% | –7.77% | –7.72% |
|
Cumulative returns — 6 months | 3.67% | 8.86% | 9.04% | 9.16% | 9.28% | 9.24% |
|
Performance figures assume all distributions are reinvested. Returns at public offering price (POP) reflect a sales charge on Class A shares of 5%. Sales charges are not applicable for Class R1, Class R3, Class R4, Class R5 and Class 1 shares.
The expense ratios of the Portfolio, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Portfolio and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The following expense ratios include expenses of the underlying affiliated funds in which the Portfolio invests. The net expenses are as follows: Class A — 1.42%, Class R1 — 1.57%, Class R3 — 1.52%, Class R4 — 1.22% and Class R5 — 0.92%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 2.09%, Class R1 — 5.29%, Class R3 — 5.27%, Class R4 — 10.07% and Class R5 — 7.98%. For Class 1, the net expenses equal the gross expenses and are as follows: Class 1 — 0.97%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Portfolio’s current performance may be higher or lower than the performance shown. For performance data current to the most recent month end, please call 1-800-225-5291 or visit the Portfolio’s Web site at www.jhfunds.com.
The performance table and chart above do not reflect the deduction of taxes that a shareholder may pay on Portfolio distributions or the redemption of Portfolio shares.
The Portfolio’s performance results reflect any applicable expense reductions, without which the expenses would increase and results would have been less favorable.
It is not possible to invest directly in an index. Index figures do not reflect sales charges and would be lower if they did.
Since inception performance is calculated with an opening price on the inception date of the Portfolio.
1 NAV represents net asset value and POP represents public offering price.
2 For certain types of investors as described in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 share prospectuses.
| | |
| Semiannual report | Lifecycle 2035 Portfolio | 9 |
John Hancock
Lifecycle 2030 Portfolio
Goal and strategy
To seek high total return until the Fund’s target retirement date. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for investors expected to retire in 2030.
| |
Asset Allocation | |
| |
Equity | % of Total |
|
Emerging Markets | 6% |
|
International Large Cap | 15% |
|
International Small Cap | 2% |
|
Large Blend | 3% |
|
Natural Resources | 3% |
|
Real Estate | 1% |
|
Small Growth | 1% |
|
Small Value | 1% |
|
U.S. Large Cap | 43% |
|
U.S. Mid Cap | 12% |
|
U.S. Small Cap | 6% |
|
Fixed Income | % of Total |
|
Bank Loan | 1% |
|
High Yield Bond | 2% |
|
Intermediate Bond | 1% |
|
Multi-Sector Bond | 1% |
|
U.S. Government | |
& Agency | 2% |
|
As a percentage of net assets on February 28, 2010.
Portfolio results
For the six months ended February 28, 2010, John Hancock Lifecycle 2030 Portfolio’s Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares returned 9.06%, 8.94%, 8.85%, 8.99%, 9.26% and 9.35%, respectively, at net asset value. In comparison, the Standard & Poor’s 500 Index returned 9.32%, the Barclays Capital U.S. Aggregate Bond Index returned 3.19% and a blended index —90% S&P 500 Index/10% Barclays Capital U.S. Aggregate Bond Index — returned 8.74% over the same period. At the same time, the average target-date 2026–2030 portfolio returned 7.39%, according to Morningstar, Inc.1
Performance review
The John Hancock Lifecycle 2030 Portfolio’s outperformance of the blended index was primarily attributable to our overall manager allocations. Our equity managers were the primary contributors to positive performance over the period. The Value & Restructuring Fund (Columbia) contributed due to its strong stock selection within the energy and materials sectors, most notably among coal and mining stocks. The Natural Resources Fund (Wellington) added to relative results, helped by the fund’s underweight to ExxonMobil and strong stock picking within the metals and mining and the paper and forest products industries. The Emerging Markets Value Fund (DFA) also outperformed, driven by the fund’s investments in small-cap and deep-value stocks. The Small Cap Intrinsic Value Fund (MFC Global (U.S.)) contributed to results due to its stock selection across most sectors, most notably information technology, health care and consumer discretionary. Con versely, the Large Cap Value Fund (BlackRock) detracted from results due to the fund’s stock selection decisions across the industrials, energy and materials sectors as well as an underweight to the consumer discretionary sector.
Within fixed income, our overall manager contribution was neutral. However, the Portfolio did benefit from the multi-sector bond funds which outperformed the Barclays Capital U.S. Aggregate Bond Index due to a greater exposure to credit securities.
Over the period, our overall asset-allocation mix slightly detracted from results. There were several asset classes that contributed to performance, including emerging-market and U.S. mid-cap equities and to a lesser degree high-yield bonds and floating-rate loans. However, these positives were more than offset by the Portfolio’s exposures to international large-cap and international small-cap equities, which detracted from relative performance.
1Figures from Morningstar, Inc. include reinvested dividends and do not take into account sales charges. Actual load-adjusted performance is lower.
Past performance is no guarantee of future results.
This commentary reflects the views of the portfolio management team through the end of the Fund’s period discussed in this report. The team’s statements reflect their own opinions. As such, they are in no way guarantees of future events and are not intended to be used as investment advice or a recommendation regarding any specific security. They are also subject to change at any time as market and other conditions warrant.
SCORECARD
| | |
INVESTMENT | | PERIOD’S PERFORMANCE... AND WHAT’S BEHIND THE NUMBERS |
|
Value & Restructuring | ▲ | Stock selection in energy and materials |
Fund (Columbia) | | |
|
Emerging Markets | ▲ | Small-cap and deep value investments |
Value Fund (DFA) | | |
|
Large Cap Value Fund | ▼ | Stock selection in select sectors and an underweight to |
(BlackRock) | | consumer discretionary |
Subadviser shown in parentheses
| |
10 | Lifecycle 2030 Portfolio | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Lifecycle 2030 Portfolio Class A shares for the period indicated. For comparison, we’ve shown the same investment in a blended Index and two separate indexes.

| | | | | |
| Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
|
Period beginning | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Ending value | $8,991 | $9,009 | $9,100 | $9,191 | $9,197 |
|
Index 1 | 8,636 | 8,636 | 8,636 | 8,636 | 8,636 |
|
Index 2 | 12,267 | 12,267 | 12,267 | 12,267 | 12,267 |
|
Index 32 | 8,986 | 8,986 | 8,986 | 8,986 | 8,986 |
|
Assuming all distributions were reinvested for the period indicated, the table above shows the value of a $10,000 investment in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in the different classes and the fee structure of those classes.
Standard & Poor’s 500 Index — Index 1 — is an unmanaged index that includes 500 widely traded common stocks.
Barclays Capital U.S. Aggregate Bond Index — Index 2 — is an unmanaged index of dollar-denominated and non-convertible investment grade debt issues.
Standard & Poor’s 500/Barclays Capital U.S. Aggregate Bond Index Blend — Index 3 — is comprised of 90% Standard & Poor’s 500 Index and 10% Barclays Capital U.S. Aggregate Bond Index.
The Portfolio has added the returns of separate indexes to show the individual returns of broad-based securities market indexes.
Performance chart
Total returns with maximum sales charge for the period ended February 28, 2010.
| | | | | | |
| Class A | Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
|
Inception | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Average annual returns — 1 year | 51.12% | 58.80% | 58.87% | 59.27% | 59.97% | 59.90% |
|
Average annual returns — Since inception | –4.35% | –3.13% | –3.08% | –2.79% | –2.50% | –2.47% |
|
Cumulative returns — 1 year | 51.12% | 58.80% | 58.87% | 59.27% | 59.97% | 59.90% |
|
Cumulative returns — Since inception | –13.80% | –10.09% | –9.91% | –9.00% | –8.09% | –8.03% |
|
Cumulative returns — 6 months | 3.59% | 8.94% | 8.85% | 8.99% | 9.26% | 9.35% |
|
Performance figures assume all distributions are reinvested. Returns at public offering price (POP) reflect a sales charge on Class A shares of 5%. Sales charges are not applicable for Class R1, Class R3, Class R4, Class R5 and Class 1 shares.
The expense ratios of the Portfolio, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Portfolio and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The following expense ratios include expenses of the underlying affiliated funds in which the Portfolio invests. The net expenses are as follows: Class A — 1.41%, Class R1 — 1.56%, Class R3 — 1.51%, Class R4 — 1.21% and Class R5 — 0.91%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 1.86%, Class R1 — 3.84%, Class R3 — 3.89%, Class R4 — 6.23% and Class R5 — 2.41%. For Class 1, the net expenses equal the gross expenses and are as follows: Class 1 — 0.96%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Portfolio’s current performance may be higher or lower than the performance shown. For performance data current to the most recent month end, please call 1-800-225-5291 or visit the Portfolio’s Web site at www.jhfunds.com.
The performance table and chart above do not reflect the deduction of taxes that a shareholder may pay on Portfolio distributions or the redemption of Portfolio shares.
The Portfolio’s performance results reflect any applicable expense reductions, without which the expenses would increase and results would have been less favorable.
It is not possible to invest directly in an index. Index figures do not reflect sales charges and would be lower if they did.
Since inception performance is calculated with an opening price on the inception date of the Portfolio.
1 NAV represents net asset value and POP represents public offering price.
2 Since inception returns for the index begin on the month end closest to the actual inception date of the Portfolio.
3 For certain types of investors as described in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 share prospectuses.
| | |
| Semiannual report | Lifecycle 2030 Portfolio | 11 |
John Hancock
Lifecycle 2025 Portfolio
Goal and strategy
To seek high total return until the Fund’s target retirement date. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for investors expected to retire in 2025.
| |
Asset Allocation | |
| |
Equity | % of Total |
|
Emerging Markets | 5% |
|
International Large Cap | 13% |
|
International Small Cap | 2% |
|
Large Blend | 3% |
|
Natural Resources | 2% |
|
Real Estate | 1% |
|
Small Growth | 1% |
|
Small Value | 1% |
|
U.S. Large Cap | 43% |
|
U.S. Mid Cap | 10% |
|
U.S. Small Cap | 4% |
|
Fixed Income | % of Total |
|
Bank Loan | 2% |
|
Global Bond | 1% |
|
High Yield Bond | 4% |
|
Intermediate Bond | 3% |
|
Multi-Sector Bond | 2% |
|
U.S. Government | |
& Agency | 3% |
|
As a percentage of net assets on February 28, 2010.
Portfolio results
For the six months ended February 28, 2010, John Hancock Lifecycle 2025 Portfolio’s Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares returned 9.09%, 8.98%, 9.02%, 9.30%, 9.30% and 9.26%, respectively, at net asset value. In comparison, the Standard & Poor’s 500 Index returned 9.32%, the Barclays Capital U.S. Aggregate Bond Index returned 3.19% and a blended index — 90% S&P 500 Index/10% Barclays Capital U.S. Aggregate Bond Index —returned 8.74% over the same period. At the same time, the average target-date 2021–2025 portfolio returned 7.48%, according to Morningstar, Inc.1
Performance review
The outperformance of John Hancock Lifecycle 2025 Portfolio versus the blended index was primarily attributable to our overall manager allocations. Our equity managers were the primary contributors to positive performance over the period. Value & Restructuring Fund (Columbia) contributed due to its strong stock selection within the energy and materials sectors, most notably among coal and mining stocks. Natural Resources Fund (Wellington) added to relative results, helped by the fund’s underweight to ExxonMobil and strong stock picking within the metals and mining and the paper and forest products industries. Emerging Markets Value Fund (DFA) outperformed, driven by the fund’s investments in small-cap and deep-value stocks. Small Cap Intrinsic Value Fund (MFC Global (U.S.)) contributed to results due to its stock selection across most sectors, most notably information technology, health care, and consumer discretionary. Conversely, Large Cap V alue Fund (BlackRock) detracted from results due to the fund’s stock selection decisions across the industrials, energy and materials sectors as well as an underweight to the consumer discretionary sector.
The contribution to performance from our overall fixed income manager allocations was slightly positive. Performance within fixed income was led by the multi-sector bond funds, such as Strategic Income Opportunities Fund (MFC Global (U.S.)), as they outperformed the Barclays Capital U.S. Aggregate Bond Index due to the funds’ greater exposure to credit securities.
Our overall asset-allocation mix slightly detracted from results. There were several asset classes that contributed to performance, including emerging-market and U.S. mid-cap equities and to a lesser degree high-yield bonds and floating-rate loans. However, these positives were offset by the Portfolio’s exposures to international large-cap and international small-cap equities, which detracted from relative performance.
1Figures from Morningstar, Inc. include reinvested dividends and do not take into account sales charges. Actual load-adjusted performance is lower.
Past performance is no guarantee of future results.
This commentary reflects the views of the portfolio management team through the end of the Fund’s period discussed in this report. The team’s statements reflect their own opinions. As such, they are in no way guarantees of future events and are not intended to be used as investment advice or a recommendation regarding any specific security. They are also subject to change at any time as market and other conditions warrant.
SCORECARD
| | |
INVESTMENT | | PERIOD’S PERFORMANCE... AND WHAT’S BEHIND THE NUMBERS |
|
Value & Restructuring | ▲ | Stock selection in energy and materials |
Fund (Columbia) | | |
|
Emerging Markets | ▲ | Small-cap and deep value investments |
Value Fund (DFA) | | |
|
Large Cap Value Fund | ▼ | Stock selection in select sectors and an underweight to |
(BlackRock) | | consumer discretionary |
Subadviser shown in parentheses
| |
12 | Lifecycle 2025 Portfolio | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Lifecycle 2025 Portfolio Class A shares for the period indicated. For comparison, we’ve shown the same investment in a blended index and two separate indexes.

| | | | | |
| Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
|
Period beginning | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Ending value | $9,150 | $9,179 | $9,270 | $9,351 | $9,359 |
|
Index 1 | 8,636 | 8,636 | 8,636 | 8,636 | 8,636 |
|
Index 2 | 12,267 | 12,267 | 12,267 | 12,267 | 12,267 |
|
Index 32 | 8,986 | 8,986 | 8,986 | 8,986 | 8,986 |
|
Assuming all distributions were reinvested for the period indicated, the table above shows the value of a $10,000 investment in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in the different classes and the fee structure of those classes.
Standard & Poor’s 500 Index — Index 1 — is an unmanaged index that includes 500 widely traded common stocks.
Barclays Capital U.S. Aggregate Bond Index — Index 2 — is an unmanaged index of dollar-denominated and non-convertible investment grade debt issues.
Standard & Poor’s 500/Barclays Capital U.S. Aggregate Bond Index Blend — Index 3 — is comprised of 90% Standard & Poor’s 500 Index and 10% Barclays Capital U.S. Aggregate Bond Index.
The Portfolio has added the returns of separate indexes to show the individual returns of broad-based securities market indexes.
Performance chart
Total returns with maximum sales charge for the period ended February 28, 2010.
| | | | | | |
| Class A | Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
|
Inception | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Average annual returns — 1 year | 49.83% | 57.36% | 57.61% | 58.01% | 58.51% | 58.44% |
|
Average annual returns — Since inception | –3.81% | –2.63% | –2.53% | –2.24% | –1.99% | –1.96% |
|
Cumulative returns — 1 year | 49.83% | 57.36% | 57.61% | 58.01% | 58.51% | 58.44% |
|
Cumulative returns — Since inception | –12.17% | –8.50% | –8.21% | –7.30% | –6.49% | –6.41% |
|
Cumulative returns — 6 months | 3.69% | 8.98% | 9.02% | 9.30% | 9.30% | 9.26% |
|
Performance figures assume all distributions are reinvested. Returns at public offering price (POP) reflect a sales charge on Class A shares of 5%. Sales charges are not applicable for Class R1, Class R3, Class R4, Class R5 and Class 1 shares.
The expense ratios of the Portfolio, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Portfolio and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The following expense ratios include expenses of the underlying affiliated funds in which the Portfolio invests. The net expenses are as follows: Class A — 1.40%, Class R1 — 1.55%, Class R3 — 1.50%, Class R4 — 1.20% and Class R5 — 0.90%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 1.77%, Class R1 — 4.06%, Class R3 — 2.90%, Class R4 — 8.43% and Class R5 — 5.06%. For Class 1, the net expenses equal the gross expenses and are as follows: Class 1 — 0.95%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Portfolio’s current performance may be higher or lower than the performance shown. For performance data current to the most recent month end, please call 1-800-225-5291 or visit the Portfolio’s Web site at www.jhfunds.com.
The performance table and chart above do not reflect the deduction of taxes that a shareholder may pay on Portfolio distributions or the redemption of Portfolio shares.
The Portfolio’s performance results reflect any applicable expense reductions, without which the expenses would increase and results would have been less favorable.
It is not possible to invest directly in an index. Index figures do not reflect sales charges and would be lower if they did.
Since inception performance is calculated with an opening price on the inception date of the Portfolio.
1 NAV represents net asset value and POP represents public offering price.
2 Since inception returns for the index begin on the month end closest to the actual inception date of the Portfolio.
3 For certain types of investors as described in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 share prospectuses.
| | |
| Semiannual report | Lifecycle 2025 Portfolio | 13 |
John Hancock
Lifecycle 2020 Portfolio
Goal and strategy
To seek high total return until the Fund’s target retirement date. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for investors expected to retire in 2020.
| |
Asset Allocation | |
| |
Equity | % of Total |
|
Emerging Markets | 4% |
|
International Large Cap | 9% |
|
International Small Cap | 1% |
|
Large Blend | 3% |
|
Natural Resources | 2% |
|
Real Estate | 2% |
|
U.S. Large Cap | 42% |
|
U.S. Mid Cap | 8% |
|
U.S. Small Cap | 3% |
|
Fixed Income | % of Total |
|
Bank Loan | 4% |
|
Global Bond | 1% |
|
High Yield Bond | 7% |
|
Intermediate Bond | 5% |
|
Multi-Sector Bond | 4% |
|
U.S. Government | |
& Agency | 5% |
|
As a percentage of net assets on February 28, 2010.
Portfolio results
For the six months ended February 28, 2010, John Hancock Lifecycle 2020 Portfolio’s Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares returned 9.05%, 9.06%, 9.11%, 9.13%, 9.39% and 9.34%, respectively, at net asset value. In comparison, the Standard & Poor’s 500 Index returned 9.32%, the Barclays Capital U.S. Aggregate Bond Index returned 3.19% and a blended index — 80% S&P 500 Index/20% Barclays Capital U.S. Aggregate Bond Index — returned 8.14% over the same period. At the same time, the average target-date 2016–2020 portfolio returned 6.63%, according to Morningstar, Inc.1
Performance review
The outperformance of John Hancock Lifecycle 2020 Portfolio versus the blended index was attributable to our overall asset-allocation mix as well as our overall manager allocations. The largest positive contributors to relative performance across our equity allocations included emerging-market and U.S. mid-cap equities and to a lesser degree U.S. real estate equities. These positives were offset by the Portfolio’s allocation to international large-cap and international small-cap equities. Fixed income provided very strong relative results. Specifically, our allocations to non-investment-grade sectors, such as high-yield bonds and floating-rate loans, added significant value to performance, as credit spreads continued to tighten throughout the second half of 2009. Additionally, the Portfolio’s exposure to Treasury Inflation-Protected Securities benefited relative results as investors’ inflation expectations increased.
Our equity managers contributed to performance during the period. Value & Restructuring Fund (Columbia) contributed due to its strong stock selection within the energy and materials sectors, most notably among coal and mining stocks. Natural Resources Fund (Wellington) added to relative results, helped by the fund’s underweight to ExxonMobil and strong stock picking within the metals and mining and the paper and forest products industries. Emerging Markets Value Fund (DFA) outperformed, driven by the fund’s investments in small-cap and deep-value stocks. Conversely, Large Cap Value Fund (BlackRock) detracted from results due to the fund’s stock selection decisions across the industrials, energy and materials sectors as well as an underweight to the consumer discretionary sector.
Our overall fixed-income manager allocations also contributed to performance. Total Return Fund (PIMCO) added to relative results due to continued recovery in their investment-grade corporate bond positions as well as the fund’s duration and yield curve positioning. The multi-sector bond funds, such as Strategic Income Opportunities Fund (MFC Global (U.S.)), outperformed the Barclays Capital U.S. Aggregate Bond Index due to greater exposure to credit securities.
1Figures from Morningstar, Inc. include reinvested dividends and do not take into account sales charges. Actual load-adjusted performance is lower.
Past performance is no guarantee of future results.
This commentary reflects the views of the portfolio management team through the end of the Fund’s period discussed in this report. The team’s statements reflect their own opinions. As such, they are in no way guarantees of future events and are not intended to be used as investment advice or a recommendation regarding any specific security. They are also subject to change at any time as market and other conditions warrant.
SCORECARD
| | |
INVESTMENT | | PERIOD’S PERFORMANCE... AND WHAT’S BEHIND THE NUMBERS |
Value & Restructuring | ▲ | Stock selection in energy and materials |
Fund (Columbia) | | |
|
Total Return Fund | ▲ | Duration and yield curve positioning |
(PIMCO) | | |
|
Large Cap Value Fund | ▼ | Stock selection in select sectors and an underweight to |
(BlackRock) | | consumer discretionary |
Subadviser shown in parentheses | | |
| |
14 | Lifecycle 2020 Portfolio | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Lifecycle 2020 Portfolio Class A shares for the period indicated. For comparison, we’ve shown the same investment in a blended index and two separate indexes.

| | | | | |
| Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
|
Period beginning | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Ending value | $9,454 | $9,472 | $9,555 | $9,659 | $9,667 |
|
Index 1 | 8,636 | 8,636 | 8,636 | 8,636 | 8,636 |
|
Index 2 | 12,267 | 12,267 | 12,267 | 12,267 | 12,267 |
|
Index 32 | 9,343 | 9,343 | 9,343 | 9,343 | 9,343 |
|
Assuming all distributions were reinvested for the period indicated, the table above shows the value of a $10,000 investment in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in the different classes and the fee structure of those classes.
Standard & Poor’s 500 Index — Index 1 — is an unmanaged index that includes 500 widely traded common stocks.
Barclays Capital U.S. Aggregate Bond Index — Index 2 — is an unmanaged index of dollar-denominated and non-convertible investment grade debt issues.
Standard & Poor’s 500/Barclays Capital U.S. Aggregate Bond Index Blend — Index 3 — is comprised of 80% Standard & Poor’s 500 Index and 20% Barclays Capital U.S. Aggregate Bond Index.
The Portfolio has added the returns of separate indexes to show the individual returns of broad-based securities market indexes.
Performance chart
Total returns with maximum sales charge for the period ended February 28, 2010.
| | | | | | |
| Class A | Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
Inception | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Average annual returns — 1 year | 47.23% | 54.92% | 54.98% | 55.21% | 55.77% | 55.71% |
|
Average annual returns — Since inception | –2.94% | –1.67% | –1.61% | –1.35% | –1.03% | –1.01% |
|
Cumulative returns — 1 year | 47.23% | 54.92% | 54.98% | 55.21% | 55.77% | 55.71% |
|
Cumulative returns — Since inception | –9.48% | –5.46% | –5.28% | –4.45% | –3.41% | –3.33% |
|
Cumulative returns — 6 months | 3.65% | 9.06% | 9.11% | 9.13% | 9.39% | 9.34% |
|
Performance figures assume all distributions are reinvested. Returns at public offering price (POP) reflect a sales charge on Class A shares of 5%. Sales charges are not applicable for Class R1, Class R3, Class R4, Class R5 and Class 1 shares.
The expense ratios of the Portfolio, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Portfolio and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The following expense ratios include expenses of the underlying affiliated funds in which the Portfolio invests. The net expenses are as follows: Class A — 1.38%, Class R1 — 1.53%, Class R3 — 1.48%, Class R4 — 1.18% and Class R5 — 0.88%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 1.63%, Class R1 — 2.88%, Class R3 — 3.06%, Class R4 — 8.02% and Class R5 — 2.73%. For Class 1, the net expenses equal the gross expenses and are as follows: Class 1 — 0.93%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Portfolio’s current performance may be higher or lower than the performance shown. For performance data current to the most recent month end, please call 1-800-225-5291 or visit the Portfolio’s Web site at www.jhfunds.com.
The performance table and chart above do not reflect the deduction of taxes that a shareholder may pay on Portfolio distributions or the redemption of Portfolio shares.
The Portfolio’s performance results reflect any applicable expense reductions, without which the expenses would increase and results would have been less favorable.
It is not possible to invest directly in an index. Index figures do not reflect sales charges and would be lower if they did.
Since inception performance is calculated with an opening price on the inception date of the Portfolio.
1 NAV represents net asset value and POP represents public offering price.
2 Since inception returns for the index begin on the month end closest to the actual inception date of the Portfolio.
3 For certain types of investors as described in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 share prospectuses.
| | |
| Semiannual report | Lifecycle 2020 Portfolio | 15 |
John Hancock
Lifecycle 2015 Portfolio
Goal and strategy
To seek high total return until the Fund’s target retirement date. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for investors expected to retire in 2015.
| |
Asset Allocation | |
| |
Equity | % of Total |
|
Emerging Markets | 4% |
|
International Large Cap | 7% |
|
Large Blend | 3% |
|
Natural Resources | 2% |
|
Real Estate | 2% |
|
U.S. Large Cap | 37% |
|
U.S. Mid Cap | 4% |
|
U.S. Small Cap | 3% |
|
Fixed Income | % of Total |
|
Bank Loan | 4% |
|
Global Bond | 2% |
|
High Yield Bond | 9% |
|
Intermediate Bond | 10% |
|
Multi-Sector Bond | 8% |
|
U.S. Government | |
& Agency | 5% |
|
As a percentage of net assets on February 28, 2010.
Portfolio results
For the six months ended February 28, 2010, John Hancock Lifecycle 2015 Portfolio’s Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares returned 8.69%, 8.69%, 8.74%, 8.76%, 9.03% and 8.98%, respectively, at net asset value. In comparison, the Standard & Poor’s 500 Index returned 9.32%, the Barclays Capital U.S. Aggregate Bond Index returned 3.19% and a blended index — 70% S&P 500 Index/30% Barclays Capital U.S. Bond Aggregate Index — returned 7.54% over the same period. At the same time, the average target-date 2011–2015 portfolio returned 6.72%, according to Morningstar, Inc.1
Performance review
The outperformance of John Hancock Lifecycle 2015 Portfolio versus the blended index was attributable to our overall asset-allocation mix as well as our overall manager allocations. The largest positive contributors to relative performance across our equity allocations included emerging-market and U.S. mid-cap equities and to a lesser degree U.S. real estate equities. These positives were offset by the Portfolio’s allocation to international large-cap equities. Fixed income provided very strong relative results. Allocations to non-investment-grade sectors, such as high-yield bonds and floating-rate loans, added significantly to performance, as credit spreads continued to tighten throughout the second half of 2009. Additionally, the Portfolio’s exposure to Treasury Inflation-Protected Securities benefited relative results as investors’ inflation expectations increased.
Our fixed-income managers were the primary contributors to positive performance during the period. Total Return Fund (PIMCO) added to relative results due to continued recovery in their investment-grade corporate bond positions as well as the fund’s duration and yield curve positioning. The multi-sector bond funds, such as Strategic Income Opportunities Fund (MFC Global (U.S.)), outperformed the Barclays Capital U.S. Aggregate Bond Index due to greater exposure to credit securities. Despite the underperformance of the global bond asset class, Global Bond Fund (PIMCO) significantly outpaced its benchmark, resulting in an overall positive contribution.
The contribution to performance from our equity manager allocations was slightly positive. Value & Restructuring Fund (Columbia) contributed due to its strong stock selection within the energy and materials sectors, most notably among coal and mining stocks. Natural Resources Fund (Wellington) added to relative results, helped by an underweight to ExxonMobil and solid stock picking within the metals and mining and the paper and forest products industries. Conversely, Large Cap Value Fund (BlackRock) detracted from results due to stock selection decisions across the industrials, energy and materials sectors as well as an underweight to consumer discretionary.
1Figures from Morningstar, Inc. include reinvested dividends and do not take into account sales charges. Actual load-adjusted performance is lower.
Past performance is no guarantee of future results.
This commentary reflects the views of the portfolio management team through the end of the Fund’s period discussed in this report. The team’s statements reflect their own opinions. As such, they are in no way guarantees of future events and are not intended to be used as investment advice or a recommendation regarding any specific security. They are also subject to change at any time as market and other conditions warrant.
SCORECARD
| | |
INVESTMENT | | PERIOD’S PERFORMANCE... AND WHAT’S BEHIND THE NUMBERS |
|
Total Return Fund | ▲ | Duration and yield curve positioning |
(PIMCO) | | |
|
Multi-sector bond | ▲ | Exposure to credit securities |
funds | | |
|
Large Cap Value Fund | ▼ | Stock selection in select sectors and an underweight to |
(BlackRock) | | consumer discretionary |
Subadviser shown in parentheses
| |
16 | Lifecycle 2015 Portfolio | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Lifecycle 2015 Portfolio Class A shares for the period indicated. For comparison, we’ve shown the same investment in a blended index and two separate indexes.

| | | | | |
| Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
|
Period beginning | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Ending value | $9,664 | $9,683 | $9,766 | $9,873 | $9,879 |
|
Index 1 | 8,636 | 8,636 | 8,636 | 8,636 | 8,636 |
|
Index 2 | 12,267 | 12,267 | 12,267 | 12,267 | 12,267 |
|
Index 32 | 9,705 | 9,705 | 9,705 | 9,705 | 9,705 |
|
Assuming all distributions were reinvested for the period indicated, the table above shows the value of a $10,000 investment in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in the different classes and the fee structure of those classes.
Standard & Poor’s 500 Index — Index 1 — is an unmanaged index that includes 500 widely traded common stocks.
Barclays Capital U.S. Aggregate Bond Index — Index 2 — is an unmanaged index of dollar-denominated and non-convertible investment grade debt issues.
Standard & Poor’s 500/Barclays Capital U.S. Aggregate Bond Index Blend — Index 3 — is comprised of 70% Standard & Poor’s 500 Index and 30% Barclays Capital U.S. Aggregate Bond Index.
The Portfolio has added the returns of separate indexes to show the individual returns of broad-based securities market indexes.
Performance chart
Total returns with maximum sales charge for the period ended February 28, 2010.
| | | | | | |
| Class A | Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
|
Inception | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Average annual returns — 1 year | 42.99% | 50.40% | 50.46% | 50.68% | 51.23% | 51.17% |
|
Average annual returns — Since inception | –2.30% | –1.02% | –0.96% | –0.71% | –0.38% | –0.36% |
|
Cumulative returns — 1 year | 42.99% | 50.40% | 50.46% | 50.68% | 51.23% | 51.17% |
|
Cumulative returns — Since inception | –7.47% | –3.36% | –3.17% | –2.34% | –1.27% | –1.21% |
|
Cumulative returns — 6 months | 3.26% | 8.69% | 8.74% | 8.76% | 9.03% | 8.98% |
|
Performance figures assume all distributions are reinvested. Returns at public offering price (POP) reflect a sales charge on Class A shares of 5%. Sales charges are not applicable for Class R1, Class R3, Class R4, Class R5 and Class 1 shares.
The expense ratios of the Portfolio, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Portfolio and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The following expense ratios include expenses of the underlying affiliated funds in which the Portfolio invests. The net expenses are as follows: Class A — 1.37%, Class R1 — 1.52%, Class R3 — 1.47%, Class R4 — 1.17% and Class R5 — 0.87%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 1.79%, Class R1 — 5.89%, Class R3 — 3.35%, Class R4 — 6.10% and Class R5 — 5.80%. For Class 1, the net expenses equal the gross expenses and are as follows: Class 1 — 0.92%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Portfolio’s current performance may be higher or lower than the performance shown. For performance data current to the most recent month end, please call 1-800-225-5291 or visit the Portfolio’s Web site at www.jhfunds.com.
The performance table and chart above do not reflect the deduction of taxes that a shareholder may pay on Portfolio distributions or the redemption of Portfolio shares.
The Portfolio’s performance results reflect any applicable expense reductions, without which the expenses would increase and results would have been less favorable.
It is not possible to invest directly in an index. Index figures do not reflect sales charges and would be lower if they did.
Since inception performance is calculated with an opening price on the inception date of the Portfolio.
1 NAV represents net asset value and POP represents public offering price.
2 Since inception returns for the index begin on the month end closest to the actual inception date of the Portfolio.
3 For certain types of investors as described in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 share prospectuses.
| | |
| Semiannual report | Lifecycle 2015 Portfolio | 17 |
John Hancock
Lifecycle 2010 Portfolio
Goal and strategy
To seek high total return until the Fund’s target retirement date. Under normal market conditions, the fund invests substantially all of its assets in underlying funds using an asset allocation strategy designed for investors expected to retire in 2010.
| |
Asset Allocation | |
| |
Equity | % of Total |
|
Emerging Markets | 2% |
|
International Large Cap | 7% |
|
Large Blend | 1% |
|
Natural Resources | 2% |
|
Real Estate | 2% |
|
U.S. Large Cap | 33% |
|
U.S. Mid Cap | 3% |
|
U.S. Small Cap | 2% |
|
Fixed Income | % of Total |
|
Bank Loan | 5% |
|
Global Bond | 3% |
|
High Yield Bond | 10% |
|
Intermediate Bond | 15% |
|
Multi-Sector Bond | 11% |
|
U.S. Government | |
& Agency | 4% |
|
As a percentage of net assets on February 28, 2010.
Portfolio results
For the six months ended February 28, 2010, John Hancock Lifecycle 2010 Portfolio’s Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares returned 8.38%, 8.38%, 8.30%, 8.57%, 8.61% and 8.69%, respectively, at net asset value. In comparison, the Standard & Poor’s 500 Index returned 9.32%, the Barclays Capital U.S. Aggregate Bond Index returned 3.19% and a blended index — 60% S&P 500 Index/40% Barclays Capital U.S. Aggregate Bond Index — returned 6.93% over the same period. At the same time, the average target-date 2000–2010 portfolio returned 6.28%, according to Morningstar, Inc.1
Performance review
The outperformance of John Hancock Lifecycle 2010 Portfolio versus the blended index was attributable to our overall asset-allocation mix as well as our overall manager allocations. The largest contributors to relative performance across our equity allocations included emerging-market and U.S. mid-cap equities and to a lesser degree U.S. real estate equities. These positives were offset by the Portfolio’s allocation to international large-cap equities. Fixed income provided very strong relative results. Allocations to non-investment-grade sectors, such as high-yield bonds and floating-rate loans, added significant value to performance, as credit spreads continued to tighten throughout the second half of 2009. Additionally, the Portfolio’s exposure to Treasury Inflation-Protected Securities benefited relative results as investors’ inflation expectations increased.
Our fixed-income managers were the primary contributors to performance during the period. Total Return Fund (PIMCO) added to relative results due to continued recovery in their investment-grade corporate bond positions as well as the fund’s duration and yield curve positioning. The multi-sector bond funds, such as Strategic Income Opportunities Fund (MFC Global (U.S.)), outperformed the Barclays Capital U.S. Aggregate Bond Index due to greater exposure to credit securities. Despite the under-performance of the global bond asset class, Global Bond Fund (PIMCO) significantly outpaced its benchmark, resulting in an overall positive contribution.
The contribution to performance from our equity manager allocations was slightly positive. Value & Restructuring Fund (Columbia) contributed due to its strong stock selection within the energy and materials sectors, most notably among coal and mining stocks. Natural Resources Fund (Wellington) added to relative results, helped by an underweight to ExxonMobil and solid stock picking within the metals and mining and the paper and forest products industries. Conversely, Large Cap Value Fund (BlackRock) detracted from results due to stock selection decisions across the industrials, energy and materials sectors as well as an underweight to consumer discretionary.
1Figures from Morningstar, Inc. include reinvested dividends and do not take into account sales charges. Actual load-adjusted performance is lower.
Past performance is no guarantee of future results.
This commentary reflects the views of the portfolio management team through the end of the Fund’s period discussed in this report. The team’s statements reflect their own opinions. As such, they are in no way guarantees of future events and are not intended to be used as investment advice or a recommendation regarding any specific security. They are also subject to change at any time as market and other conditions warrant.
SCORECARD
| | |
INVESTMENT | | PERIOD’S PERFORMANCE... AND WHAT’S BEHIND THE NUMBERS |
|
Total Return Fund | ▲ | Duration and yield curve positioning |
(PIMCO) | | |
|
Multi-sector bond | ▲ | Exposure to credit securities |
funds | | |
|
Large Cap Value Fund | ▼ | Stock selection in select sectors and an underweight to |
(BlackRock) | | consumer discretionary |
Subadviser shown in parentheses
| |
18 | Lifecycle 2010 Portfolio | Semiannual report |
Growth of $10,000
This chart shows what happened to a hypothetical $10,000 investment in John Hancock Lifecycle 2010 Portfolio Class A shares for the period indicated. For comparison, we’ve shown the same investment in a blended index and two separate indexes.

| | | | | |
| Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
|
Period beginning | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Ending value | $9,909 | $9,928 | $10,035 | $10,122 | $10,136 |
|
Index 1 | 8,636 | 8,636 | 8,636 | 8,636 | 8,636 |
|
Index 2 | 12,267 | 12,267 | 12,267 | 12,267 | 12,267 |
|
Index 31 | 10,063 | 10,063 | 10,063 | 10,063 | 10,063 |
|
Assuming all distributions were reinvested for the period indicated, the table above shows the value of a $10,000 investment in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 shares, respectively, as of February 28, 2010. Performance of the classes will vary based on the difference in sales charges paid by shareholders investing in the different classes and the fee structure of those classes.
Standard & Poor’s 500 Index — Index 1 — is an unmanaged index that includes 500 widely traded common stocks.
Barclays Capital U.S. Aggregate Bond Index — Index 2 — is an unmanaged index of dollar-denominated and non-convertible investment grade debt issues.
Standard & Poor’s 500/Barclays Capital U.S. Aggregate Bond Index Blend — Index 3 — is comprised of 60% Standard & Poor’s 500 Index and 40% Barclays Capital U.S. Aggregate Bond Index.
The Portfolio has added the returns of separate indexes to show the individual returns of broad-based securities market indexes.
Performance chart
Total returns with maximum sales charge for the period ended February 28, 2010.
| | | | | | |
| Class A | Class R13 | Class R33 | Class R43 | Class R53 | Class 13 |
|
Inception | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 | 10-30-06 |
|
Average annual returns — 1 year | 38.66% | 45.90% | 45.96% | 46.51% | 46.74% | 46.85% |
|
Average annual returns — Since inception | –1.58% | –0.27% | –0.22% | 0.11% | 0.36% | 0.40% |
|
Cumulative returns — 1 year | 38.66% | 45.90% | 45.96% | 46.51% | 46.74% | 46.85% |
|
Cumulative returns — Since inception | –5.18% | –0.91% | –0.72% | 0.35% | 1.22% | 1.36% |
|
Cumulative returns — 6 months | 2.97% | 8.38% | 8.30% | 8.57% | 8.61% | 8.69% |
|
Performance figures assume all distributions are reinvested. Returns at public offering price (POP) reflect a sales charge on Class A shares of 5%. Sales charges are not applicable for Class R1, Class R3, Class R4, Class R5 and Class 1 shares.
The expense ratios of the Portfolio, both net (including any fee waivers or expense limitations) and gross (excluding any fee waivers or expense limitations), are set forth according to the most recent publicly available prospectuses for the Portfolio and may differ from the expense ratios disclosed in the Financial Highlights tables in this report. The waivers and expense limitations are contractual at least until December 31, 2010. The following expense ratios include expenses of the underlying affiliated funds in which the Portfolio invests. The net expenses are as follows: Class A — 1.37%, Class R1 — 1.52%, Class R3 — 1.47%, Class R4 — 1.17% and Class R5 — 0.87%. Had the fee waivers and expense limitations not been in place, the gross expenses would be as follows: Class A — 1.95%, Class R1 — 10.67%, Class R3 — 3.07%, Clas s R4 —12.66% and Class R5 — 6.59%. For Class 1, the net expenses equal the gross expenses and are as follows: Class 1 — 0.92%.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility, the Portfolio’s current performance may be higher or lower than the performance shown. For performance data current to the most recent month end, please call 1-800-225-5291 or visit the Portfolio’s Web site at www.jhfunds.com.
The performance table and chart above do not reflect the deduction of taxes that a shareholder may pay on Portfolio distributions or the redemption of Portfolio shares.
The Portfolio’s performance results reflect any applicable expense reductions, without which the expenses would increase and results would have been less favorable.
It is not possible to invest directly in an index. Index figures do not reflect sales charges and would be lower if they did.
Since inception performance is calculated with an opening price on the inception date of the Portfolio.
1 Since inception returns for the index begin on the month end closest to the actual inception date of the Portfolio.
2 NAV represents net asset value and POP represents public offering price.
3 For certain types of investors as described in the Portfolio’s Class R1, Class R3, Class R4, Class R5 and Class 1 share prospectuses. .
| | |
| Semiannual report | Lifecycle 2010 Portfolio | 19 |
Your expenses
As a shareholder of a John Hancock Lifecyle Portfolio, you incur two types of costs: (1) transaction costs, including sales charges (loads) on certain purchase and redemption fees on certain exchanges and redemptions, and (2) ongoing costs, including management fees, distribution and service (12b-1) fees and other Portfolio expenses. In addition to the operating expenses which each Portfolio bears directly, the Portfolio indirectly bears a pro rata share of the operating expenses of the affiliated underlying funds in which the Portfolio invests. Because the affiliated underlying funds have varied operating expenses and transaction costs and the Portfolio may own different proportions of the underlying funds at different times, the amount of expenses incurred indirectly by the Portfolio will vary. Had these indirect expenses been reflected in the following analysis, total expenses would have been higher than the amounts shown.
This example is intended to help you understand your ongoing costs (in dollars) of investing in the Portfolios so you can compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 at the beginning of the period and held for the entire period (September 1, 2009 through February 28, 2010).
Actual expenses:
The first line of each share class in the table below and on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line under the heading entitled “Expenses paid during period” to estimate the expenses you paid on your account during this period.
Hypothetical example for comparison purposes:
The second line of each share class in the table below and on the following pages provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio for the share class and an assumed annualized rate of return of 5% per year before expenses, which is not the actual return of the share class. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in each Portfolio and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs and insurance-related charges. Therefore, the second line of each share class in the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
| |
20 | Lifecycle Portfolios | Semiannual report |
Shareholder expense example chart
| | | | | |
| | Beginning | Ending | Expenses Paid | |
| | Account Value | Account Value | During Period1 | Annualized |
| | 9-1-09 | 2-28-10 | 9-1-09–2-28-10 | Expense Ratio2 |
Lifecycle 2045 Portfolio | | | | |
|
Class A | Actual | $1,000.00 | $1,090.10 | $3.32 | 0.64% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.21 | 0.64% |
|
Class R1 | Actual | 1,000.00 | 1,090.10 | 3.89 | 0.75% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.76 | 0.75% |
|
Class R3 | Actual | 1,000.00 | 1,089.60 | 3.42 | 0.66% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.31 | 0.66% |
|
Class R4 | Actual | 1,000.00 | 1,091.70 | 2.07 | 0.40% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
|
Class R5 | Actual | 1,000.00 | 1,093.00 | 0.52 | 0.10% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.50 | 0.10% |
|
Class 1 | Actual | 1,000.00 | 1,092.50 | 0.83 | 0.16% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.00 | 0.80 | 0.16% |
Lifecycle 2040 Portfolio | | | | |
|
Class A | Actual | $1,000.00 | $1,090.00 | $3.21 | 0.62% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62% |
|
Class R1 | Actual | 1,000.00 | 1,088.80 | 3.88 | 0.75% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.76 | 0.75% |
|
Class R3 | Actual | 1,000.00 | 1,089.80 | 3.37 | 0.65% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65% |
|
Class R4 | Actual | 1,000.00 | 1,090.50 | 2.07 | 0.40% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
|
Class R5 | Actual | 1,000.00 | 1,093.00 | 0.52 | 0.10% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.50 | 0.10% |
|
Class 1 | Actual | 1,000.00 | 1,093.90 | 0.78 | 0.15% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.75 | 0.15% |
Lifecycle 2035 Portfolio | | | | |
|
Class A | Actual | $1,000.00 | $1,091.30 | $3.16 | 0.61% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.06 | 0.61% |
|
Class R1 | Actual | 1,000.00 | 1,088.60 | 3.88 | 0.75% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.76 | 0.75% |
|
Class R3 | Actual | 1,000.00 | 1,090.40 | 3.63 | 0.70% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.30 | 3.51 | 0.70% |
|
Class R4 | Actual | 1,000.00 | 1,091.60 | 2.07 | 0.40% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.80 | 2.01 | 0.40% |
|
Class R5 | Actual | 1,000.00 | 1,092.80 | 0.52 | 0.10% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.50 | 0.10% |
|
Class 1 | Actual | 1,000.00 | 1,092.40 | 0.78 | 0.15% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.75 | 0.15% |
|
| | |
| Semiannual report | Lifecycle Portfolios | 21 |
Shareholder expense example chart, continued
| | | | | |
| | Beginning | Ending | Expenses Paid | |
| | Account Value | Account Value | During Period1 | Annualized |
| | 9-1-09 | 2-28-10 | 9-1-09–2-28-10 | Expense Ratio2 |
Lifecycle 2030 Portfolio | | | | |
|
Class A | Actual | $1,000.00 | $1,090.60 | $3.11 | 0.60% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.01 | 0.60% |
|
Class R1 | Actual | 1,000.00 | 1,089.40 | 3.83 | 0.74% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74% |
|
Class R3 | Actual | 1,000.00 | 1,088.50 | 3.57 | 0.69% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69% |
|
Class R4 | Actual | 1,000.00 | 1,089.90 | 2.02 | 0.39% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.90 | 1.96 | 0.39% |
|
Class R5 | Actual | 1,000.00 | 1,092.60 | 0.47 | 0.09% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.45 | 0.09% |
|
Class 1 | Actual | 1,000.00 | 1,093.50 | 0.73 | 0.14% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.70 | 0.14% |
Lifecycle 2025 Portfolio | | | | |
|
Class A | Actual | $1,000.00 | $1,090.90 | $3.11 | 0.60% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.01 | 0.60% |
|
Class R1 | Actual | 1,000.00 | 1,089.80 | 3.83 | 0.74% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74% |
|
Class R3 | Actual | 1,000.00 | 1,090.20 | 3.58 | 0.69% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69% |
|
Class R4 | Actual | 1,000.00 | 1,093.00 | 2.02 | 0.39% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.90 | 1.96 | 0.39% |
|
Class R5 | Actual | 1,000.00 | 1,093.00 | 0.47 | 0.09% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.45 | 0.09% |
|
Class 1 | Actual | 1,000.00 | 1,092.60 | 0.73 | 0.14% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.70 | 0.14% |
Lifecycle 2020 Portfolio | | | | |
|
Class A | Actual | $1,000.00 | $1,090.50 | $3.06 | 0.59% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.90 | 2.96 | 0.59% |
|
Class R1 | Actual | 1,000.00 | 1,090.60 | 3.84 | 0.74% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74% |
|
Class R3 | Actual | 1,000.00 | 1,091.10 | 3.58 | 0.69% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69% |
|
Class R4 | Actual | 1,000.00 | 1,091.30 | 2.02 | 0.39% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.90 | 1.96 | 0.39% |
|
Class R5 | Actual | 1,000.00 | 1,093.90 | 0.47 | 0.09% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.45 | 0.09% |
|
Class 1 | Actual | 1,000.00 | 1,093.40 | 0.73 | 0.14% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.70 | 0.14% |
|
| |
22 | Lifecycle Portfolios | Semiannual report |
Shareholder expense example chart, continued
| | | | | |
| | Beginning | Ending | Expenses Paid | |
| | Account Value | Account Value | During Period1 | Annualized |
| | 9-1-09 | 2-28-10 | 9-1-09–2-28-10 | Expense Ratio2 |
Lifecycle 2015 Portfolio | | | | |
|
Class A | Actual | $1,000.00 | $1,086.90 | $3.10 | 0.60% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.01 | 0.60% |
|
Class R1 | Actual | 1,000.00 | 1,086.90 | 3.83 | 0.74% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74% |
|
Class R3 | Actual | 1,000.00 | 1,087.40 | 3.57 | 0.69% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69% |
|
Class R4 | Actual | 1,000.00 | 1,087.60 | 2.02 | 0.39% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.90 | 1.96 | 0.39% |
|
Class R5 | Actual | 1,000.00 | 1,090.30 | 0.47 | 0.09% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.45 | 0.09% |
|
Class 1 | Actual | 1,000.00 | 1,089.80 | 0.73 | 0.14% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.70 | 0.14% |
Lifecycle 2010 Portfolio | | | | |
|
Class A | Actual | $1,000.00 | $1,083.80 | $3.10 | 0.60% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.01 | 0.60% |
|
Class R1 | Actual | 1,000.00 | 1,083.80 | 3.82 | 0.74% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74% |
|
Class R3 | Actual | 1,000.00 | 1,083.00 | 3.56 | 0.69% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69% |
|
Class R4 | Actual | 1,000.00 | 1,085.70 | 2.02 | 0.39% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.90 | 1.96 | 0.39% |
|
Class R5 | Actual | 1,000.00 | 1,086.10 | 0.47 | 0.09% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.45 | 0.09% |
|
Class 1 | Actual | 1,000.00 | 1,086.90 | 0.72 | 0.14% |
| Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.70 | 0.14% |
|
1 Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (181) and divided by 365 (to reflect the one-half year period).
2 Lifecycle Portfolios’ expense ratios do not include fees and expenses indirectly incurred by the underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolios was as follows:
| | | | | | | | |
Period | Lifecycle | Lifecycle | Lifecycle | Lifecycle | Lifecycle | Lifecycle | Lifecycle | Lifecycle |
ended | 2045 | 2040 | 2035 | 2030 | 2025 | 2020 | 2015 | 2010 |
2/28/10 | 0.48%–1.18% | 0.48%–1.18% | 0.48%–1.18% | 0.48%–1.18% | 0.48%–1.18% | 0.48%–1.18% | 0.48%–1.13% | 0.48%–1.08% |
| | |
| Semiannual report | Lifecycle Portfolios | 23 |
Portfolio’s investments
Investment companies
Underlying Funds’ Investment Managers
| |
American Century Management, Inc. | (American Century) |
BlackRock Investment Management, LLC | (BlackRock) |
Columbia Management Advisors, LLC | (Columbia) |
Davis Advisors | (Davis) |
Declaration Management/ | (Declaration) |
John Hancock Advisers | |
Deutsche Asset Management | (Deutsche) |
Dimensional Fund Advisors, Inc. | (DFA) |
Franklin®Templeton® | (Templeton) |
Frontier Capital Management Company | (Frontier) |
Grantham, Mayo, Van Otterloo & Co. | (GMO) |
Jennison Associates LLC | (Jennison) |
Invesco AIM Management Company | (Invesco AIM) |
Marsico Capital Management, LLC | (Marsico) |
MFC Global Investment Management | (MFC Global U.S.A.) |
(U.S.A.) Limited | |
MFC Global Investment Management | (MFC Global U.S.) |
(U.S.), LLC | |
Morgan Stanley Investment | |
Management, Inc. | (Morgan Stanley) |
Pacific Investment Management Company | (PIMCO) |
Perimeter Capital Management, LLC | (Perimeter) |
RiverSource Investments, LLC | (RiverSource) |
SSgA Funds Management, Inc. | (SSgA) |
Stone Harbor Investment Partners, LP | (Stone Harbor) |
T. Rowe Price Associates, Inc. | (T. Rowe Price) |
Wellington Management Company, LLP | (Wellington) |
Wells Capital Management, Inc. | (Wells Capital) |
Western Asset Management Company | (WAMCO) |
Lifecycle 2045 Portfolio
Securities owned by the Portfolio on 2-28-10 (Unaudited)
| | |
| Shares | Value |
Affiliated investment companies | | |
|
JOHN HANCOCK FUNDS (G) — 0.79% | | |
|
Small Cap Intrinsic Value, Class NAV | | |
(MFC Global U.S.) (A) | 197,045 | $2,124,146 |
| | |
JOHN HANCOCK FUNDS II (G) — 97.33% | | |
|
Alpha Opportunities, Class NAV (Wellington) | 737,311 | 8,029,315 |
|
Blue Chip Growth, Class NAV (T. Rowe Price) | 739,116 | 12,690,629 |
|
Capital Appreciation, Class NAV (Jennison) | 1,227,480 | 12,017,029 |
|
Emerging Markets Value, Class NAV (DFA) | 1,663,978 | 17,039,140 |
|
Equity-Income, Class NAV (T. Rowe Price) | 216,244 | 2,694,401 |
|
Floating Rate Income, Class NAV (WAMCO) | 213,390 | 2,020,801 |
|
Fundamental Value, Class NAV (Davis) | 697,729 | 9,349,572 |
|
Global Bond, Class NAV (PIMCO) | 57,209 | 680,784 |
|
Global High Yield, Class NAV (Stone Harbor) | 94,210 | 943,040 |
|
Global Real Estate, Class NAV (Deutsche) | 149,216 | 949,017 |
|
High Yield, Class NAV (WAMCO) | 191,115 | 1,643,585 |
|
Index 500, Class NAV (MFC Global U.S.A.) (A) | 7,703,943 | 62,941,212 |
|
International Equity Index, Class NAV (SSgA) | 1,754,606 | 27,249,033 |
|
International Opportunities, Class NAV (Marsico) | 418,653 | 5,053,139 |
|
International Small Cap, Class NAV (Templeton) | 269,859 | 3,475,777 |
|
International Small Company, Class NAV (DFA) | 492,447 | 3,481,597 |
|
International Value, Class NAV (Templeton) | 389,982 | 5,054,172 |
|
Large Cap Value, Class NAV (BlackRock) | 474,074 | 8,002,371 |
|
Mid Cap Index, Class NAV (MFC Global U.S.A.) (A) | 667,815 | 10,885,381 |
|
Mid Cap Stock, Class NAV (Wellington) | 571,420 | 8,165,585 |
|
Mid Cap Value Equity, Class NAV (RiverSource) | 313,911 | 2,586,625 |
|
Mid Value, Class NAV (T. Rowe Price) | 419,701 | 5,712,130 |
|
Multi-Sector Bond, Class NAV (Stone Harbor) | 66,892 | 673,600 |
|
Natural Resources, Class NAV (Wellington) | 389,365 | 7,577,033 |
|
Real Return Bond, Class NAV (PIMCO) | 218,170 | 2,694,401 |
|
Small Cap Growth, Class NAV (Wellington) (I) | 296,213 | 2,802,177 |
|
Small Cap Index, Class NAV (MFC Global U.S.A.) (A) | 572,904 | 6,170,179 |
|
Small Cap Value, Class NAV (Wellington) | 200,156 | 2,802,177 |
|
Small Company Growth, Class NAV (Invesco AIM) | 266,874 | 2,802,177 |
|
Small Company Value, Class NAV (T. Rowe Price) | 209,298 | 4,472,706 |
|
Smaller Company Growth, Class NAV | | |
(Frontier/MFC Global U.S.A. (A)/Perimeter) (I) | 241,984 | 2,802,177 |
|
Spectrum Income, Class NAV (T. Rowe Price) | 65,271 | 673,600 |
|
Strategic Income Opportunities, Class NAV | | |
(MFC Global U.S.) (A) | 65,335 | 673,600 |
|
Total Bond Market, Class NAV (Declaration) (A) | 245,295 | 2,536,351 |
|
U.S. High Yield Bond, Class NAV (Wells Capital) | 75,807 | 943,040 |
|
Value & Restructuring, Class NAV (Columbia) | 827,546 | 8,002,371 |
|
Value, Class NAV (Morgan Stanley) | 232,698 | 2,047,745 |
|
Vista, Class NAV (American Century) (I) | 570,044 | 4,241,128 |
| | |
JOHN HANCOCK FUNDS III (G) — 1.88% | | |
|
International Core, Class NAV (GMO) | 196,213 | 5,066,217 |
| | |
Total investments | | |
(Cost $247,811,521) — 100.00% | | $269,769,160 |
| | |
Other assets and liabilities, net — 0.00% | 2,102 |
|
TOTAL NET ASSETS — 100.00% | | $269,771,262 |
Percentages are stated as a percent of net assets.
(A) The subadviser is an affiliate of the adviser.
(G) The underlying fund’s subadviser is shown parenthetically.
(I) Non-income producing security.
See notes to financial statements
| |
24 | Lifecycle Portfolios | Semiannual report |
Lifecycle 2040 Portfolio
Securities owned by the Portfolio on 2-28-10 (Unaudited)
| | |
| Shares | Value |
Affiliated investment companies | | |
|
JOHN HANCOCK FUNDS (G) — 0.79% | | |
|
Small Cap Intrinsic Value, Class NAV | | |
(MFC Global U.S.) (A) | 206,704 | $2,228,265 |
| | |
JOHN HANCOCK FUNDS II (G) — 97.33% | | |
|
Alpha Opportunities, Class NAV (Wellington) | 771,310 | 8,399,570 |
|
Blue Chip Growth, Class NAV (T. Rowe Price) | 773,199 | 13,275,830 |
|
Capital Appreciation, Class NAV (Jennison) | 1,284,083 | 12,571,168 |
|
Emerging Markets Value, Class NAV (DFA) | 1,740,804 | 17,825,829 |
|
Equity-Income, Class NAV (T. Rowe Price) | 226,216 | 2,818,648 |
|
Floating Rate Income, Class NAV (WAMCO) | 223,230 | 2,113,986 |
|
Fundamental Value, Class NAV (Davis) | 729,904 | 9,780,707 |
|
Global Bond, Class NAV (PIMCO) | 60,022 | 714,257 |
|
Global High Yield, Class NAV (Stone Harbor) | 98,631 | 987,301 |
|
Global Real Estate, Class NAV (Deutsche) | 156,553 | 995,678 |
|
High Yield, Class NAV (WAMCO) | 199,927 | 1,719,375 |
|
Index 500, Class NAV (MFC Global U.S.A.) (A) | 8,059,193 | 65,843,607 |
|
International Equity Index, Class NAV (SSgA) | 1,835,616 | 28,507,109 |
|
International Opportunities, Class NAV (Marsico) | 437,982 | 5,286,440 |
|
International Small Cap, Class NAV (Templeton) | 282,302 | 3,636,055 |
|
International Small Company, Class NAV (DFA) | 515,183 | 3,642,341 |
|
International Value, Class NAV (Templeton) | 407,988 | 5,287,521 |
|
Large Cap Value, Class NAV (BlackRock) | 495,935 | 8,371,383 |
|
Mid Cap Index, Class NAV (MFC Global U.S.A.) (A) | 698,610 | 11,387,336 |
|
Mid Cap Stock, Class NAV (Wellington) | 597,869 | 8,543,555 |
|
Mid Cap Value Equity, Class NAV (RiverSource) | 328,563 | 2,707,359 |
|
Mid Value, Class NAV (T. Rowe Price) | 439,055 | 5,975,533 |
|
Multi-Sector Bond, Class NAV (Stone Harbor) | 69,976 | 704,662 |
|
Natural Resources, Class NAV (Wellington) | 407,341 | 7,926,862 |
|
Real Return Bond, Class NAV (PIMCO) | 228,747 | 2,825,023 |
|
Small Cap Growth, Class NAV (Wellington) (I) | 309,872 | 2,931,393 |
|
Small Cap Index, Class NAV (MFC Global U.S.A.) (A) | 599,322 | 6,454,703 |
|
Small Cap Value, Class NAV (Wellington) | 209,385 | 2,931,393 |
|
Small Company Growth, Class NAV (Invesco AIM) | 279,180 | 2,931,393 |
|
Small Company Value, Class NAV (T. Rowe Price) | 218,950 | 4,678,955 |
|
Smaller Company Growth, Class NAV | | |
(Frontier/MFC Global U.S.A. (A)/Perimeter) (I) | 253,143 | 2,931,393 |
|
Spectrum Income, Class NAV (T. Rowe Price) | 68,313 | 704,985 |
|
Strategic Income Opportunities, Class NAV | | |
(MFC Global U.S.) (A) | 68,347 | 704,662 |
|
Total Bond Market, Class NAV (Declaration) (A) | 257,356 | 2,661,058 |
|
U.S. High Yield Bond, Class NAV (Wells Capital) | 79,303 | 986,527 |
|
Value & Restructuring, Class NAV (Columbia) | 866,748 | 8,381,458 |
|
Value, Class NAV (Morgan Stanley) | 243,429 | 2,142,172 |
|
Vista, Class NAV (American Century) (I) | 598,534 | 4,453,092 |
| | |
JOHN HANCOCK FUNDS III (G) — 1.88% | | |
|
International Core, Class NAV (GMO) | 205,272 | 5,300,119 |
| | |
Total investments | | |
(Cost $264,555,588) — 100.00% | | $282,268,703 |
| | |
Other assets and liabilities, net — 0.00% | 247 |
|
TOTAL NET ASSETS — 100.00% | | $282,268,950 |
Percentages are stated as a percent of net assets.
(A) The subadviser is an affiliate of the adviser.
(G) The underlying fund’s subadviser is shown parenthetically.
(I) Non-income producing security.
Lifecycle 2035 Portfolio
Securities owned by the Portfolio on 2-28-10 (Unaudited)
| | |
| Shares | Value |
Affiliated investment companies | | |
|
JOHN HANCOCK FUNDS (G) — 0.80% | | |
|
Small Cap Intrinsic Value, Class NAV | | |
(MFC Global U.S.) (A) | 279,605 | $3,014,141 |
| | |
JOHN HANCOCK FUNDS II (G) — 97.32% | | |
|
Alpha Opportunities, Class NAV (Wellington) | 1,028,524 | 11,200,629 |
|
Blue Chip Growth, Class NAV (T. Rowe Price) | 1,031,043 | 17,703,008 |
|
Capital Appreciation, Class NAV (Jennison) | 1,712,294 | 16,763,358 |
|
Emerging Markets Value, Class NAV (DFA) | 2,321,814 | 23,775,372 |
|
Equity-Income, Class NAV (T. Rowe Price) | 301,653 | 3,758,600 |
|
Floating Rate Income, Class NAV (WAMCO) | 297,672 | 2,818,950 |
|
Fundamental Value, Class NAV (Davis) | 973,309 | 13,042,343 |
|
Global Bond, Class NAV (PIMCO) | 80,061 | 952,722 |
|
Global High Yield, Class NAV (Stone Harbor) | 131,582 | 1,317,131 |
|
Global Real Estate, Class NAV (Deutsche) | 208,910 | 1,328,671 |
|
High Yield, Class NAV (WAMCO) | 266,697 | 2,293,596 |
|
Index 500, Class NAV (MFC Global U.S.A.) (A) | 10,746,745 | 87,800,906 |
|
International Equity Index, Class NAV (SSgA) | 2,448,270 | 38,021,632 |
|
International Opportunities, Class NAV (Marsico) | 584,162 | 7,050,841 |
|
International Small Cap, Class NAV (Templeton) | 376,444 | 4,848,595 |
|
International Small Company, Class NAV (DFA) | 687,130 | 4,858,007 |
|
International Value, Class NAV (Templeton) | 544,158 | 7,052,282 |
|
Large Cap Value, Class NAV (BlackRock) | 661,318 | 11,163,043 |
|
Mid Cap Index, Class NAV (MFC Global U.S.A.) (A) | 931,579 | 15,184,739 |
|
Mid Cap Stock, Class NAV (Wellington) | 798,781 | 11,414,576 |
|
Mid Cap Value Equity, Class NAV (RiverSource) | 438,559 | 3,613,723 |
|
Mid Value, Class NAV (T. Rowe Price) | 585,469 | 7,968,233 |
|
Multi-Sector Bond, Class NAV (Stone Harbor) | 93,479 | 941,334 |
|
Natural Resources, Class NAV (Wellington) | 543,295 | 10,572,528 |
|
Real Return Bond, Class NAV (PIMCO) | 305,117 | 3,768,198 |
|
Small Cap Growth, Class NAV (Wellington) (I) | 413,266 | 3,909,498 |
|
Small Cap Index, Class NAV (MFC Global U.S.A.) (A) | 799,182 | 8,607,195 |
|
Small Cap Value, Class NAV (Wellington) | 279,210 | 3,908,944 |
|
Small Company Growth, Class NAV (Invesco AIM) | 372,280 | 3,908,944 |
|
Small Company Value, Class NAV (T. Rowe Price) | 291,964 | 6,239,277 |
|
Smaller Company Growth, Class NAV | | |
(Frontier/MFC Global U.S.A. (A)/Perimeter) (I) | 337,560 | 3,908,944 |
|
Spectrum Income, Class NAV (T. Rowe Price) | 91,120 | 940,355 |
|
Strategic Income Opportunities, Class NAV | | |
(MFC Global U.S.) (A) | 91,576 | 944,150 |
|
Total Bond Market, Class NAV (Declaration) (A) | 344,842 | 3,565,665 |
|
U.S. High Yield Bond, Class NAV (Wells Capital) | 105,777 | 1,315,863 |
|
Value & Restructuring, Class NAV (Columbia) | 1,156,086 | 11,179,350 |
|
Value, Class NAV (Morgan Stanley) | 324,606 | 2,856,536 |
|
Vista, Class NAV (American Century) (I) | 797,791 | 5,935,567 |
| | |
JOHN HANCOCK FUNDS III (G) — 1.88% | | |
|
International Core, Class NAV (GMO) | 273,783 | 7,069,087 |
| | |
Total investments | | |
(Cost $355,994,025) — 100.00% | | $376,516,533 |
| | |
Other assets and liabilities, net — (0.00%) | (7,510) |
|
TOTAL NET ASSETS — 100.00% | | $376,509,023 |
Percentages are stated as a percent of net assets.
(A) The subadviser is an affiliate of the adviser.
(G) The underlying fund’s subadviser is shown parenthetically.
(I) Non-income producing security.
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 25 |
Lifecycle 2030 Portfolio
Securities owned by the Portfolio on 2-28-10 (Unaudited)
| | |
| Shares | Value |
Affiliated investment companies | | |
|
JOHN HANCOCK FUNDS (G) — 0.71% | | |
|
Small Cap Intrinsic Value, Class NAV | | |
(MFC Global U.S.) (A) | 327,699 | $3,532,600 |
| | |
JOHN HANCOCK FUNDS II (G) — 97.55% | | |
|
Alpha Opportunities, Class NAV (Wellington) | 1,355,964 | 14,766,450 |
|
Blue Chip Growth, Class NAV (T. Rowe Price) | 1,363,368 | 23,409,021 |
|
Capital Appreciation, Class NAV (Jennison) | 2,265,002 | 22,174,368 |
|
Emerging Markets Value, Class NAV (DFA) | 2,919,282 | 29,893,449 |
|
Equity-Income, Class NAV (T. Rowe Price) | 396,357 | 4,938,612 |
|
Floating Rate Income, Class NAV (WAMCO) | 625,801 | 5,926,335 |
|
Fundamental Value, Class NAV (Davis) | 1,286,250 | 17,235,756 |
|
Global Bond, Class NAV (PIMCO) | 167,791 | 1,996,715 |
|
Global High Yield, Class NAV (Stone Harbor) | 281,277 | 2,815,581 |
|
Global Real Estate, Class NAV (Deutsche) | 234,453 | 1,491,124 |
|
High Yield, Class NAV (WAMCO) | 534,059 | 4,592,909 |
|
Index 500, Class NAV (MFC Global U.S.A.) (A) | 14,011,876 | 114,477,029 |
|
International Equity Index, Class NAV (SSgA) | 3,053,448 | 47,420,054 |
|
International Opportunities, Class NAV (Marsico) | 705,868 | 8,519,823 |
|
International Small Cap, Class NAV (Templeton) | 448,616 | 5,778,176 |
|
International Small Company, Class NAV (DFA) | 818,724 | 5,788,382 |
|
International Value, Class NAV (Templeton) | 657,528 | 8,521,565 |
|
Large Cap Value, Class NAV (BlackRock) | 874,790 | 14,766,450 |
|
Mid Cap Index, Class NAV (MFC Global U.S.A.) (A) | 1,163,452 | 18,964,270 |
|
Mid Cap Stock, Class NAV (Wellington) | 998,818 | 14,273,113 |
|
Mid Cap Value Equity, Class NAV (RiverSource) | 545,405 | 4,494,137 |
|
Mid Value, Class NAV (T. Rowe Price) | 732,990 | 9,975,996 |
|
Multi-Sector Bond, Class NAV (Stone Harbor) | 201,076 | 2,024,831 |
|
Natural Resources, Class NAV (Wellington) | 685,798 | 13,345,632 |
|
Real Estate Equity, Class NAV (T. Rowe Price) | 208,840 | 1,273,921 |
|
Real Return Bond, Class NAV (PIMCO) | 639,820 | 7,901,779 |
|
Small Cap Growth, Class NAV (Wellington) (I) | 485,508 | 4,592,909 |
|
Small Cap Index, Class NAV (MFC Global U.S.A.) (A) | 936,557 | 10,086,718 |
|
Small Cap Value, Class NAV (Wellington) | 328,065 | 4,592,909 |
|
Small Company Growth, Class NAV (Invesco AIM) | 437,420 | 4,592,909 |
|
Small Company Value, Class NAV (T. Rowe Price) | 342,028 | 7,309,146 |
|
Smaller Company Growth, Class NAV | | |
(Frontier/MFC Global U.S.A. (A)/Perimeter) (I) | 396,624 | 4,592,909 |
|
Spectrum Income, Class NAV (T. Rowe Price) | 196,205 | 2,024,831 |
|
Strategic Income Opportunities, Class NAV | | |
(MFC Global U.S.) (A) | 196,395 | 2,024,831 |
|
Total Bond Market, Class NAV (Declaration) (A) | 718,639 | 7,430,729 |
|
U.S. High Yield Bond, Class NAV (Wells Capital) | 226,287 | 2,815,009 |
|
Value & Restructuring, Class NAV (Columbia) | 1,527,037 | 14,766,450 |
|
Value, Class NAV (Morgan Stanley) | 404,068 | 3,555,801 |
|
Vista, Class NAV (American Century) (I) | 998,402 | 7,428,118 |
| | |
JOHN HANCOCK FUNDS III (G) — 1.73% | | |
|
International Core, Class NAV (GMO) | 330,824 | 8,541,867 |
| | |
Total investments | | |
(Cost $468,227,313) — 99.99% | | $494,653,214 |
| | |
Other assets and liabilities, net — 0.01% | 36,436 |
|
TOTAL NET ASSETS — 100.00% | | $494,689,650 |
Percentages are stated as a percent of net assets.
(A) The subadviser is an affiliate of the adviser.
(G) The underlying fund’s subadviser is shown parenthetically.
(I) Non-income producing security.
Lifecycle 2025 Portfolio
Securities owned by the Portfolio on 2-28-10 (Unaudited)
| | |
| Shares | Value |
Affiliated investment companies | | |
|
JOHN HANCOCK FUNDS (G) — 0.61% | | |
|
Small Cap Intrinsic Value, Class NAV | | |
(MFC Global U.S.) (A) | 331,487 | $3,573,427 |
| | |
JOHN HANCOCK FUNDS II (G) — 98.31% | | |
|
Alpha Opportunities, Class NAV (Wellington) | 1,617,466 | 17,614,205 |
|
Blue Chip Growth, Class NAV (T. Rowe Price) | 1,540,511 | 26,450,567 |
|
Capital Appreciation, Class NAV (Jennison) | 2,701,794 | 26,450,567 |
|
Emerging Markets Value, Class NAV (DFA) | 3,092,774 | 31,670,006 |
|
Equity-Income, Class NAV (T. Rowe Price) | 469,655 | 5,851,895 |
|
Floating Rate Income, Class NAV (WAMCO) | 1,390,366 | 13,166,765 |
|
Fundamental Value, Class NAV (Davis) | 1,537,214 | 20,598,672 |
|
Global Bond, Class NAV (PIMCO) | 372,583 | 4,433,737 |
|
Global High Yield, Class NAV (Stone Harbor) | 386,146 | 3,865,319 |
|
Global Real Estate, Class NAV (Deutsche) | 583,080 | 3,708,392 |
|
High Yield, Class NAV (WAMCO) | 1,309,632 | 11,262,833 |
|
Index 500, Class NAV (MFC Global U.S.A.) (A) | 16,760,631 | 136,934,351 |
|
International Equity Index, Class NAV (SSgA) | 3,517,505 | 54,626,854 |
|
International Opportunities, Class NAV (Marsico) | 525,418 | 6,341,795 |
|
International Small Cap, Class NAV (Templeton) | 399,819 | 5,149,668 |
|
International Small Company, Class NAV (DFA) | 729,997 | 5,161,077 |
|
International Value, Class NAV (Templeton) | 489,436 | 6,343,092 |
|
Large Cap Value, Class NAV (BlackRock) | 1,001,894 | 16,911,978 |
|
Mid Cap Index, Class NAV (MFC Global U.S.A.) (A) | 1,367,776 | 22,294,756 |
|
Mid Cap Stock, Class NAV (Wellington) | 974,071 | 13,919,468 |
|
Mid Cap Value Equity, Class NAV (RiverSource) | 541,120 | 4,458,831 |
|
Mid Value, Class NAV (T. Rowe Price) | 713,751 | 9,714,146 |
|
Multi-Sector Bond, Class NAV (Stone Harbor) | 441,652 | 4,447,441 |
|
Natural Resources, Class NAV (Wellington) | 734,698 | 14,297,218 |
|
Real Estate Equity, Class NAV (T. Rowe Price) | 400,598 | 2,443,650 |
|
Real Return Bond, Class NAV (PIMCO) | 1,421,513 | 17,555,686 |
|
Small Cap Growth, Class NAV (Wellington) (I) | 427,007 | 4,039,485 |
|
Small Cap Index, Class NAV (MFC Global U.S.A.) (A) | 668,322 | 7,197,831 |
|
Small Cap Value, Class NAV (Wellington) | 271,695 | 3,803,732 |
|
Small Company Growth, Class NAV (Invesco AIM) | 384,864 | 4,041,077 |
|
Small Company Value, Class NAV (T. Rowe Price) | 301,221 | 6,437,085 |
|
Smaller Company Growth, Class NAV | | |
(Frontier/MFC Global U.S.A. (A)/Perimeter) (I) | 348,688 | 4,037,808 |
|
Spectrum Income, Class NAV (T. Rowe Price) | 430,954 | 4,447,441 |
|
Strategic Income Opportunities, Class NAV | | |
(MFC Global U.S.) (A) | 432,827 | 4,462,448 |
|
Total Bond Market, Class NAV (Declaration) (A) | 1,234,971 | 12,769,599 |
|
Total Return, Class NAV (PIMCO) | 264,759 | 3,748,992 |
|
U.S. High Yield Bond, Class NAV (Wells Capital) | 620,971 | 7,724,883 |
|
Value & Restructuring, Class NAV (Columbia) | 1,749,852 | 16,921,070 |
|
Value, Class NAV (Morgan Stanley) | 412,293 | 3,628,175 |
|
Vista, Class NAV (American Century) (I) | 972,252 | 7,233,552 |
| | |
JOHN HANCOCK FUNDS III (G) — 1.08% | | |
|
International Core, Class NAV (GMO) | 246,251 | 6,358,204 |
| | |
Total investments | | |
(Cost $554,108,313) — 100.00% | | $586,097,778 |
| | |
Other assets and liabilities, net — (0.00%) | (15,779) |
|
TOTAL NET ASSETS — 100.00% | | $586,081,999 |
Percentages are stated as a percent of net assets.
(A) The subadviser is an affiliate of the adviser.
(G) The underlying fund’s subadviser is shown parenthetically.
(I) Non-income producing security.
See notes to financial statements
| |
26 | Lifecycle Portfolios | Semiannual report |
Lifecycle 2020 Portfolio
Securities owned by the Portfolio on 2-28-10 (Unaudited)
| | |
| Shares | Value |
Affiliated investment companies | | |
|
JOHN HANCOCK FUNDS (G) — 0.47% | | |
|
Small Cap Intrinsic Value, Class NAV | | |
(MFC Global U.S.) (A) | 252,661 | $2,723,681 |
| | |
JOHN HANCOCK FUNDS II (G) — 98.97% | | |
|
Alpha Opportunities, Class NAV (Wellington) | 1,507,019 | 16,411,439 |
|
Blue Chip Growth, Class NAV (T. Rowe Price) | 1,593,052 | 27,352,711 |
|
Capital Appreciation, Class NAV (Jennison) | 2,793,944 | 27,352,711 |
|
Emerging Markets Value, Class NAV (DFA) | 2,512,990 | 25,733,018 |
|
Equity-Income, Class NAV (T. Rowe Price) | 465,094 | 5,795,066 |
|
Floating Rate Income, Class NAV (WAMCO) | 2,245,817 | 21,267,892 |
|
Fundamental Value, Class NAV (Davis) | 1,327,676 | 17,790,852 |
|
Global Bond, Class NAV (PIMCO) | 658,782 | 7,839,503 |
|
Global High Yield, Class NAV (Stone Harbor) | 717,870 | 7,185,882 |
|
Global Real Estate, Class NAV (Deutsche) | 934,250 | 5,941,831 |
|
High Yield, Class NAV (WAMCO) | 2,237,165 | 19,239,619 |
|
Index 500, Class NAV (MFC Global U.S.A.) (A) | 15,902,739 | 129,925,373 |
|
International Equity Index, Class NAV (SSgA) | 2,871,222 | 44,590,073 |
|
International Opportunities, Class NAV (Marsico) | 270,057 | 3,259,589 |
|
International Small Cap, Class NAV (Templeton) | 202,467 | 2,607,780 |
|
International Small Company, Class NAV (DFA) | 370,030 | 2,616,113 |
|
International Value, Class NAV (Templeton) | 251,563 | 3,260,255 |
|
Large Cap Value, Class NAV (BlackRock) | 1,026,496 | 17,327,247 |
|
Mid Cap Index, Class NAV (MFC Global U.S.A.) (A) | 956,364 | 15,588,727 |
|
Mid Cap Stock, Class NAV (Wellington) | 820,576 | 11,726,034 |
|
Mid Cap Value Equity, Class NAV (RiverSource) | 407,905 | 3,361,138 |
|
Mid Value, Class NAV (T. Rowe Price) | 553,533 | 7,533,586 |
|
Multi-Sector Bond, Class NAV (Stone Harbor) | 880,482 | 8,866,451 |
|
Natural Resources, Class NAV (Wellington) | 632,763 | 12,313,566 |
|
Real Estate Equity, Class NAV (T. Rowe Price) | 674,586 | 4,114,977 |
|
Real Return Bond, Class NAV (PIMCO) | 2,228,871 | 27,526,563 |
|
Small Cap Growth, Class NAV (Wellington) (I) | 429,408 | 4,062,199 |
|
Small Cap Index, Class NAV (MFC Global U.S.A.) (A) | 602,644 | 6,490,474 |
|
Small Company Value, Class NAV (T. Rowe Price) | 138,301 | 2,955,484 |
|
Spectrum Income, Class NAV (T. Rowe Price) | 859,152 | 8,866,451 |
|
Strategic Income Opportunities, Class NAV | | |
(MFC Global U.S.) (A) | 629,532 | 6,490,474 |
|
Total Bond Market, Class NAV (Declaration) (A) | 1,558,548 | 16,115,382 |
|
Total Return, Class NAV (PIMCO) | 1,027,590 | 14,550,680 |
|
U.S. High Yield Bond, Class NAV (Wells Capital) | 1,029,509 | 12,807,096 |
|
Value & Restructuring, Class NAV (Columbia) | 1,794,146 | 17,349,390 |
|
Value, Class NAV (Morgan Stanley) | 322,680 | 2,839,582 |
|
Vista, Class NAV (American Century) (I) | 703,319 | 5,232,697 |
| | |
JOHN HANCOCK FUNDS III (G) — 0.56% | | |
|
International Core, Class NAV (GMO) | 126,569 | 3,268,022 |
| | |
Total investments | | |
(Cost $544,151,755) — 100.00% | | $580,279,608 |
| | |
Other assets and liabilities, net — (0.00%) | (4,205) |
|
TOTAL NET ASSETS — 100.00% | | $580,275,403 |
Percentages are stated as a percent of net assets.
(A) The subadviser is an affiliate of the adviser.
(G) The underlying fund’s subadviser is shown parenthetically.
(I) Non-income producing security.
Lifecycle 2015 Portfolio
Securities owned by the Portfolio on 2-28-10 (Unaudited)
| | |
| Shares | Value |
Affiliated investment companies | | |
|
JOHN HANCOCK FUNDS II (G) — 99.12% | | |
|
Alpha Opportunities, Class NAV (Wellington) | 1,055,620 | $11,495,706 |
|
Blue Chip Growth, Class NAV (T. Rowe Price) | 808,614 | 13,883,898 |
|
Capital Appreciation, Class NAV (Jennison) | 1,418,171 | 13,883,898 |
|
Emerging Markets Value, Class NAV (DFA) | 1,426,619 | 14,608,581 |
|
Equity-Income, Class NAV (T. Rowe Price) | 324,862 | 4,047,784 |
|
Floating Rate Income, Class NAV (WAMCO) | 1,761,021 | 16,676,869 |
|
Fundamental Value, Class NAV (Davis) | 857,888 | 11,495,706 |
|
Global Bond, Class NAV (PIMCO) | 753,423 | 8,965,736 |
|
Global High Yield, Class NAV (Stone Harbor) | 711,698 | 7,124,099 |
|
Global Real Estate, Class NAV (Deutsche) | 731,133 | 4,650,004 |
|
High Yield, Class NAV (WAMCO) | 1,854,450 | 15,948,268 |
|
Index 500, Class NAV (MFC Global U.S.A.) (A) | 11,068,236 | 90,427,484 |
|
International Equity Index, Class NAV (SSgA) | 1,227,551 | 19,063,869 |
|
International Opportunities, Class NAV (Marsico) | 299,308 | 3,612,653 |
|
International Value, Class NAV (Templeton) | 278,811 | 3,613,391 |
|
Large Cap Value, Class NAV (BlackRock) | 448,422 | 7,569,355 |
|
Mid Cap Index, Class NAV (MFC Global U.S.A.) (A) | 249,291 | 4,063,436 |
|
Mid Cap Stock, Class NAV (Wellington) | 367,915 | 5,257,501 |
|
Mid Cap Value Equity, Class NAV (RiverSource) | 201,470 | 1,660,115 |
|
Mid Value, Class NAV (T. Rowe Price) | 252,801 | 3,440,616 |
|
Multi-Sector Bond, Class NAV (Stone Harbor) | 956,676 | 9,633,725 |
|
Natural Resources, Class NAV (Wellington) | 468,327 | 9,113,642 |
|
Real Estate Equity, Class NAV (T. Rowe Price) | 625,164 | 3,813,499 |
|
Real Return Bond, Class NAV (PIMCO) | 1,451,958 | 17,931,682 |
|
Small Cap Growth, Class NAV (Wellington) (I) | 299,577 | 2,834,003 |
|
Small Cap Index, Class NAV (MFC Global U.S.A.) (A) | 567,326 | 6,110,097 |
|
Small Company Value, Class NAV (T. Rowe Price) | 113,649 | 2,428,670 |
|
Spectrum Income, Class NAV (T. Rowe Price) | 1,117,847 | 11,536,183 |
|
Strategic Income Opportunities, Class NAV | | |
(MFC Global U.S.) (A) | 1,221,009 | 12,588,607 |
|
Total Bond Market, Class NAV (Declaration) (A) | 3,004,088 | 31,062,270 |
|
Total Return, Class NAV (PIMCO) | 678,740 | 9,610,954 |
|
U.S. High Yield Bond, Class NAV (Wells Capital) | 1,037,977 | 12,912,430 |
|
Value & Restructuring, Class NAV (Columbia) | 782,767 | 7,569,355 |
|
Value, Class NAV (Morgan Stanley) | 137,993 | 1,214,335 |
|
Vista, Class NAV (American Century) (I) | 264,499 | 1,967,872 |
| | |
JOHN HANCOCK FUNDS III (G) — 0.89% | | |
|
International Core, Class NAV (GMO) | 140,279 | 3,622,000 |
| | |
Total investments | | |
(Cost $384,443,454) — 100.01% | | $405,438,293 |
| | |
Other assets and liabilities, net — (0.01%) | (40,344) |
|
TOTAL NET ASSETS — 100.00% | | $405,397,949 |
Percentages are stated as a percent of net assets.
(A) The subadviser is an affiliate of the adviser.
(G) The underlying fund’s subadviser is shown parenthetically.
(I) Non-income producing security.
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 27 |
Lifecycle 2010 Portfolio
Securities owned by the Portfolio on 2-28-10 (Unaudited)
| | |
| Shares | Value |
Affiliated investment companies | | |
|
JOHN HANCOCK FUNDS II (G) — 99.44% | | |
|
Alpha Opportunities, Class NAV (Wellington) | 479,668 | $5,223,586 |
|
Blue Chip Growth, Class NAV (T. Rowe Price) | 847,116 | 14,544,986 |
|
Capital Appreciation, Class NAV (Jennison) | 1,485,698 | 14,544,986 |
|
Emerging Markets Value, Class NAV (DFA) | 1,046,694 | 10,718,143 |
|
Equity-Income, Class NAV (T. Rowe Price) | 360,745 | 4,494,885 |
|
Floating Rate Income, Class NAV (WAMCO) | 2,118,169 | 20,059,057 |
|
Fundamental Value, Class NAV (Davis) | 621,524 | 8,328,426 |
|
Global Bond, Class NAV (PIMCO) | 1,142,801 | 13,599,337 |
|
Global High Yield, Class NAV (Stone Harbor) | 886,223 | 8,871,091 |
|
Global Real Estate, Class NAV (Deutsche) | 892,122 | 5,673,896 |
|
High Yield, Class NAV (WAMCO) | 2,157,295 | 18,552,738 |
|
Index 500, Class NAV (MFC Global U.S.A.) (A) | 10,968,172 | 89,609,960 |
|
International Equity Index, Class NAV (SSgA) | 1,367,299 | 21,234,151 |
|
International Opportunities, Class NAV (Marsico) | 211,674 | 2,554,911 |
|
International Value Class, NAV (Templeton) | 196,414 | 2,545,528 |
|
Large Cap Value, Class NAV (BlackRock) | 482,855 | 8,150,596 |
|
Mid Cap Index, Class NAV (MFC Global U.S.A.) (A) | 792,876 | 12,923,873 |
|
Multi-Sector Bond, Class NAV (Stone Harbor) | 1,220,231 | 12,287,730 |
|
Natural Resources, Class NAV (Wellington) | 387,833 | 7,547,231 |
|
Real Estate Equity, Class NAV (T. Rowe Price) | 738,212 | 4,503,092 |
|
Real Return Bond, Class NAV (PIMCO) | 1,600,694 | 19,768,572 |
|
Small Cap Index, Class NAV (MFC Global U.S.A.) (A) | 970,508 | 10,452,371 |
|
Spectrum Income, Class NAV (T. Rowe Price) | 1,823,927 | 18,822,923 |
|
Strategic Income Opportunities, Class NAV | | |
(MFC Global U.S.) (A) | 1,751,445 | 18,057,398 |
|
Total Bond Market, Class NAV (Declaration) (A) | 5,757,338 | 59,530,872 |
|
Total Return, Class NAV (PIMCO) | 610,589 | 8,645,936 |
|
U.S. High Yield Bond, Class NAV (Wells Capital) | 1,440,700 | 17,922,305 |
|
Value & Restructuring, Class NAV (Columbia) | 842,874 | 8,150,596 |
| | |
JOHN HANCOCK FUNDS III (G) — 0.57% | | |
|
International Core, Class NAV (GMO) | 98,820 | 2,551,531 |
| | |
Total investments | | |
(Cost $434,978,286) — 100.01% | | $449,870,707 |
| | |
Other assets and liabilities, net — (0.01%) | (41,289) |
|
TOTAL NET ASSETS — 100.00% | | $449,829,418 |
Percentages are stated as a percent of net assets.
(A) The subadviser is an affiliate of the adviser.
(G) The underlying fund’s subadviser is shown parenthetically.
See notes to financial statements
| |
28 | Lifecycle Portfolios | Semiannual report |
.
Financial statements
Statements of assets and liabilities 2-28-10 (Unaudited)
These Statements of Assets and Liabilities are the Portfolios’ balance sheets. They show the value of what each Portfolio owns, is due and owes. You’ll also find the net asset value and the maximum public offering price per share for each Portfolio. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class.
| | | |
| Lifecycle | Lifecycle | Lifecycle |
| 2045 Portfolio | 2040 Portfolio | 2035 Portfolio |
Assets | | | |
|
Total investments in affiliated funds, at value (Note 7) | $269,769,160 | $282,268,703 | $376,516,533 |
Receivable for investments sold | — | — | — |
Receivable for fund shares sold | 763,747 | 597,960 | 695,049 |
Dividends and interest receivable | 19,384 | 20,374 | 27,410 |
Receivable due from adviser | 322 | 307 | 293 |
Other assets | 28,292 | 27,765 | 27,863 |
Total assets | 270,580,905 | 282,915,109 | 377,267,148 |
| | | |
Liabilities | | | |
|
Payable for investments purchased | 700,001 | 611,242 | 698,410 |
Payable for fund shares repurchased | 75,772 | 2,093 | 24,496 |
Payable to affiliates: | | | |
Accounting and legal services fees | 3,672 | 2,272 | 2,939 |
Transfer agent fees | 2,138 | 1,280 | 1,321 |
Trustees’ fees | 57 | 62 | 84 |
Other liabilities and accrued expenses | 28,003 | 29,210 | 30,875 |
Total liabilities | 809,643 | 646,159 | 758,125 |
| | | |
Net assets | | | |
|
Capital paid-in | $265,586,037 | $282,010,956 | $380,464,388 |
Accumulated distributions in excess of net investment income | (30,102) | (28,163) | (32,545) |
Accumulated net realized loss on investments | (17,742,312) | (17,426,958) | (24,445,328) |
Net unrealized appreciation (depreciation) on investments | 21,957,639 | 17,713,115 | 20,522,508 |
Net assets | $269,771,262 | $282,268,950 | $376,509,023 |
Investments in affiliated funds, at cost | $247,811,521 | $264,555,588 | $355,994,025 |
| | | |
Net asset value per share | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset | | | |
value is calculated by dividing the net assets of each class of shares by the number of | | | |
outstanding shares in the class. | | | |
Class A: Net assets | $4,538,566 | $6,048,353 | $7,751,832 |
Shares outstanding | 543,934 | 724,412 | 925,589 |
Net asset value and redemption price per share | $8.34 | $8.35 | $8.38 |
Class R1: Net assets | $593,619 | $1,199,186 | $1,180,283 |
Shares outstanding | 71,187 | 143,745 | 140,989 |
Net asset value, offering price and redemption price per share | $8.34 | $8.34 | $8.37 |
Class R3: Net assets | $404,400 | $1,343,205 | $679,741 |
Shares outstanding | 48,485 | 161,177 | 81,160 |
Net asset value, offering price and redemption price per share | $8.34 | $8.33 | $8.38 |
Class R4: Net assets | $86,428 | $58,892 | $211,712 |
Shares outstanding | 10,341 | 7,050 | 25,235 |
Net asset value, offering price and redemption price per share | $8.36 | $8.35 | $8.39 |
Class R5: Net assets | $168,297 | $413,719 | $272,948 |
Shares outstanding | 20,099 | 49,403 | 32,488 |
Net asset value, offering price and redemption price per share | $8.37 | $8.37 | $8.40 |
Class 1: Net assets | $263,979,952 | $273,205,595 | $366,412,507 |
Shares outstanding | 31,544,038 | 32,655,981 | 43,611,049 |
Net asset value, offering price and redemption price per share | $8.37 | $8.37 | $8.40 |
| | | |
Maximum public offering price per share | | | |
|
Class A (net asset value per share ÷ 95%)1 | $8.78 | $8.79 | $8.82 |
1 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales, the offering price is reduced.
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 29 |
F I N A N C I A L S T A T E M E N T SStatements of assets and liabilities 2-28-10 (Unaudited)
Continued
| | | |
| Lifecycle | Lifecycle | Lifecycle |
| 2030 Portfolio | 2025 Portfolio | 2020 Portfolio |
Assets | | | |
|
Total investments in affiliated funds, at value (Note 7) | $494,653,214 | $586,097,778 | $580,279,608 |
Receivable for investments sold | — | — | — |
Receivable for fund shares sold | 1,060,992 | 991,504 | 855,344 |
Dividends and interest receivable | 57,997 | 116,113 | 192,060 |
Receivable due from adviser | 293 | 278 | 275 |
Other assets | 28,638 | 28,426 | 28,330 |
Total assets | 495,801,134 | 587,234,099 | 581,355,617 |
| | | |
Liabilities | | | |
|
Payable for investments purchased | 1,070,347 | 1,088,882 | 1,011,103 |
Payable for fund shares repurchased | 2,664 | 20,589 | 29,284 |
Payable to affiliates: | | | |
Accounting and legal services fees | 3,718 | 4,085 | 3,896 |
Transfer agent fees | 1,498 | 1,459 | 1,568 |
Trustees’ fees | 112 | 141 | 139 |
Other liabilities and accrued expenses | 33,145 | 36,944 | 34,224 |
Total liabilities | 1,111,484 | 1,152,100 | 1,080,214 |
| | | |
Net assets | | | |
|
Capital paid-in | $503,890,553 | $602,235,494 | $592,191,184 |
Undistributed net investment income | 9,934 | 124,417 | 300,924 |
Accumulated net realized loss on investments | (35,636,738) | (48,267,377) | (48,344,558) |
Net unrealized appreciation (depreciation) on investments | 26,425,901 | 31,989,465 | 36,127,853 |
Net assets | $494,689,650 | $586,081,999 | $580,275,403 |
Investments in affiliated funds, at cost | $468,227,313 | $554,108,313 | $544,151,755 |
| | | |
Net asset value per share | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset | | | |
value is calculated by dividing the net assets of each class of shares by the number of | | | |
outstanding shares in the class. | | | |
Class A: Net assets | $12,493,580 | $13,392,220 | $15,868,337 |
Shares outstanding | 1,498,181 | 1,587,563 | 1,843,186 |
Net asset value and redemption price per share | $8.34 | $8.44 | $8.61 |
Class R1: Net assets | $1,701,068 | $1,623,867 | $2,336,853 |
Shares outstanding | 204,436 | 193,036 | 271,830 |
Net asset value, offering price and redemption price per share | $8.32 | $8.41 | $8.60 |
Class R3: Net assets | $760,066 | $1,054,397 | $1,145,304 |
Shares outstanding | 91,335 | 125,282 | 133,208 |
Net asset value, offering price and redemption price per share | $8.32 | $8.42 | $8.60 |
Class R4: Net assets | $92,116 | $319,228 | $95,291 |
Shares outstanding | 11,072 | 37,930 | 11,093 |
Net asset value, offering price and redemption price per share | $8.32 | $8.42 | $8.59 |
Class R5: Net assets | $797,288 | $644,038 | $869,482 |
Shares outstanding | 95,852 | 76,591 | 101,141 |
Net asset value, offering price and redemption price per share | $8.32 | $8.41 | $8.60 |
Class 1: Net assets | $478,845,532 | $569,048,249 | $559,960,136 |
Shares outstanding | 57,583,341 | 67,683,653 | 65,147,393 |
Net asset value, offering price and redemption price per share | $8.32 | $8.41 | $8.60 |
| | | |
Maximum public offering price per share | | | |
|
Class A (net asset value per share ÷ 95%)1 | $8.78 | $8.88 | $9.06 |
1 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales, the offering price is reduced.
See notes to financial statements
| |
30 | Lifecycle Portfolios | Semiannual report |
F I N A N C I A L S T A T E M E N T SStatements of assets and liabilities 2-28-10 (Unaudited)
Continued
| | |
| Lifecycle | Lifecycle |
| 2015 Portfolio | 2010 Portfolio |
Assets | | |
|
Total investments in affiliated funds, at value (Note 7) | $405,438,293 | $449,870,707 |
Receivable for investments sold | — | 649,517 |
Receivable for fund shares sold | 842,464 | 1,936 |
Dividends and interest receivable | 206,462 | 270,327 |
Receivable due from adviser | 249 | 226 |
Other assets | 28,713 | 28,312 |
Total assets | 406,516,181 | 450,821,025 |
| | |
Liabilities | | |
|
Payable for investments purchased | 1,053,026 | 301,020 |
Payable for fund shares repurchased | 25,568 | 649,214 |
Payable to affiliates: | | |
Accounting and legal services fees | 2,072 | 5,681 |
Transfer agent fees | 1,131 | 863 |
Trustees’ fees | 109 | 46 |
Other liabilities and accrued expenses | 36,326 | 34,783 |
Total liabilities | 1,118,232 | 991,607 |
| | |
Net assets | | |
|
Capital paid-in | $420,916,035 | $460,649,917 |
Undistributed net investment income | 360,784 | 504,456 |
Accumulated net realized loss on investments | (36,873,709) | (26,217,376) |
Net unrealized appreciation (depreciation) on investments | 20,994,839 | 14,892,421 |
Net assets | $405,397,949 | $449,829,418 |
Investments in affiliated funds, at cost | $384,443,454 | $434,978,286 |
| | |
Net asset value per share | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset | | |
value is calculated by dividing the net assets of each class of shares by the number of | | |
outstanding shares in the class. | | |
Class A: Net assets | $11,500,790 | $8,071,843 |
Shares outstanding | 1,329,774 | 908,686 |
Net asset value and redemption price per share | $8.65 | $8.88 |
Class R1: Net assets | $1,088,187 | $585,090 |
Shares outstanding | 125,953 | 65,971 |
Net asset value, offering price and redemption price per share | $8.64 | $8.87 |
Class R3: Net assets | $1,359,190 | $1,285,590 |
Shares outstanding | 157,346 | 144,888 |
Net asset value, offering price and redemption price per share | $8.64 | $8.87 |
Class R4: Net assets | $41,191 | $69,272 |
Shares outstanding | 4,771 | 7,802 |
Net asset value, offering price and redemption price per share | $8.63 | $8.88 |
Class R5: Net assets | $182,621 | $187,764 |
Shares outstanding | 21,133 | 21,164 |
Net asset value, offering price and redemption price per share | $8.64 | $8.87 |
Class 1: Net assets | $391,225,970 | $439,629,859 |
Shares outstanding | 45,283,870 | 49,518,242 |
Net asset value, offering price and redemption price per share | $8.64 | $8.88 |
| | |
Maximum public offering price per share | | |
|
Class A (net asset value per share ÷ 95%)1 | $9.11 | $9.35 |
1 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales, the offering price is reduced.
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 31 |
F I N A N C I A L S T A T E M E N T SStatements of operations For the six months ended 2-28-10 (Unaudited)
These Statements of Operations summarize the Portfolios’ investment income earned and expenses directly incurred in operating each Portfolio. They also show net gains (losses) for the period stated.
| | | |
| Lifecycle | Lifecycle | Lifecycle |
| 2045 Portfolio | 2040 Portfolio | 2035 Portfolio |
Investment income | | | |
|
Total income distributions received from affiliated underlying funds | $3,584,524 | $3,767,723 | $5,131,803 |
| | | |
Expenses | | | |
|
Investment management fees (Note 4) | 73,874 | 77,325 | 104,962 |
Distribution and service fees (Note 4) | 66,391 | 74,362 | 96,014 |
Transfer agent fees (Note 4) | 10,276 | 9,220 | 10,238 |
Accounting and legal services fees (Note 4) | 20,060 | 16,680 | 22,520 |
State registration fees (Note 4) | 3,682 | 3,565 | 3,626 |
Professional fees | 18,925 | 19,005 | 19,802 |
Printing and postage fees (Note 4) | 595 | 871 | 814 |
Custodian fees | 5,972 | 5,972 | 5,972 |
Trustees’ fees (Note 4) | 1,434 | 1,492 | 1,970 |
Registration and filing fees | 7,698 | 7,630 | 8,548 |
Miscellaneous | 195 | 208 | 289 |
| | | |
Total expenses before reductions and amounts recaptured | 209,102 | 216,330 | 274,755 |
|
Net expense reductions and amounts recaptured (Note 4) | (14,145) | (12,665) | (13,054) |
Total expenses | 194,957 | 203,665 | 261,701 |
| | | |
Net investment income | 3,389,567 | 3,564,058 | 4,870,102 |
| | | |
Realized and unrealized gain (loss) | | | |
|
Net realized gain (loss) on | | | |
Investments in affiliated underlying funds | (1,427,704) | (1,561,834) | (2,231,767) |
Capital gain distributions received from affiliated underlying funds | 887,197 | 932,801 | 1,269,457 |
| (540,507) | (629,033) | (962,310) |
| | | |
Change in net unrealized appreciation (depreciation) of | | | |
Investments in affiliated underlying funds | 15,729,622 | 16,514,361 | 22,713,720 |
| 15,729,622 | 16,514,361 | 22,713,720 |
| | | |
Net realized and unrealized gain | 15,189,115 | 15,885,328 | 21,751,410 |
| | | |
Increase in net assets from operations | $18,578,682 | $19,449,386 | $26,621,512 |
See notes to financial statements
| |
32 | Lifecycle Portfolios | Semiannual report |
F I N A N C I A L S T A T E M E N T SStatements of operations For the six months ended 2-28-10 (Unaudited)
Continued
| | | |
| Lifecycle | Lifecycle | Lifecycle |
| 2030 Portfolio | 2025 Portfolio | 2020 Portfolio |
Investment income | | | |
|
Total income distributions received from affiliated underlying funds | $6,836,264 | $9,030,542 | $10,023,345 |
| | | |
Expenses | | | |
|
Investment management fees (Note 4) | 136,686 | 164,029 | 159,469 |
Distribution and service fees (Note 4) | 128,916 | 153,013 | 156,585 |
Transfer agent fees (Note 4) | 13,493 | 12,944 | 14,888 |
Accounting and legal services fees (Note 4) | 29,274 | 34,978 | 34,302 |
State registration fees (Note 4) | 3,811 | 3,769 | 3,677 |
Professional fees | 20,692 | 21,499 | 21,470 |
Printing and postage fees (Note 4) | 1,465 | 1,447 | 1,820 |
Custodian fees | 5,972 | 5,972 | 5,972 |
Trustees’ fees (Note 4) | 2,506 | 2,998 | 2,969 |
Registration and filing fees | 9,524 | 10,387 | 10,377 |
Miscellaneous | 1,028 | 1,250 | 1,239 |
| | | |
Total expenses before reductions and amounts recaptured | 353,367 | 412,286 | 412,768 |
| | | |
Net expense reductions and amounts recaptured (Note 4) | (14,668) | (14,193) | (11,739) |
Total expenses | 338,699 | 398,093 | 401,029 |
| | | |
Net investment income | 6,497,565 | 8,632,449 | 9,622,316 |
| | | |
Realized and unrealized gain (loss) | | | |
|
Net realized gain (loss) on | | | |
Investments in affiliated underlying funds | (4,578,654) | (6,097,872) | (7,896,794) |
Capital gain distributions received from affiliated underlying funds | 1,674,073 | 2,029,791 | 1,961,951 |
| (2,904,581) | (4,068,081) | (5,934,843) |
| | | |
Change in net unrealized appreciation (depreciation) of | | | |
Investments in affiliated underlying funds | 30,817,770 | 37,382,466 | 38,422,545 |
| 30,817,770 | 37,382,466 | 38,422,545 |
| | | |
Net realized and unrealized gain | 27,913,189 | 33,314,385 | 32,487,702 |
| | | |
Increase in net assets from operations | $34,410,754 | $41,946,834 | $42,110,018 |
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 33 |
F I N A N C I A L S T A T E M E N T SStatements of operations For the six months ended 2-28-10 (Unaudited)
Continued
| | |
| Lifecycle | Lifecycle |
| 2015 Portfolio | 2010 Portfolio |
Investment income | | |
|
Total income distributions received from affiliated underlying funds | $8,114,667 | $9,411,270 |
| | |
Expenses | | |
|
Investment management fees (Note 4) | 108,898 | 106,379 |
Distribution and service fees (Note 4) | 109,803 | 101,694 |
Transfer agent fees (Note 4) | 10,994 | 7,030 |
Accounting and legal services fees (Note 4) | 23,680 | 25,876 |
State registration fees (Note 4) | 3,719 | 3,668 |
Professional fees | 20,127 | 18,949 |
Printing and postage fees (Note 4) | 1,121 | 740 |
Custodian fees | 5,972 | 5,972 |
Trustees’ fees (Note 4) | 2,168 | 1,751 |
Registration and filing fees | 8,754 | 6,864 |
Miscellaneous | 905 | 735 |
| | |
Total expenses before reductions and amounts recaptured | 296,141 | 279,658 |
| | |
Net expense reductions and amounts recaptured (Note 4) | (5,641) | (4,358) |
Total expenses | 290,500 | 275,300 |
| | |
Net investment income | 7,824,167 | 9,135,970 |
| | |
Realized and unrealized gain (loss) | | |
|
Net realized gain (loss) on | | |
Investments in affiliated underlying funds | (4,594,686) | (7,969,163) |
Capital gain distributions received from affiliated underlying funds | 1,604,587 | 1,445,483 |
| (2,990,099) | (6,523,680) |
| | |
Change in net unrealized appreciation (depreciation) of | | |
Investments in affiliated underlying funds | 24,359,465 | 17,175,083 |
| 24,359,465 | 17,175,083 |
| | |
Net realized and unrealized gain | 21,369,366 | 10,651,403 |
| | |
Increase in net assets from operations | $29,193,533 | $19,787,373 |
See notes to financial statements
| |
34 | Lifecycle Portfolios | Semiannual report |
F I N A N C I A L S T A T E M E N T SStatements of changes in net assets
These Statements of Changes in Net Assets show how the value of the Portfolios’ net assets have changed during the last two periods. They reflect income less expenses, any investment gains and losses, distributions, if any, paid to shareholders and the net of Portfolio share transactions.
| | | | |
| Lifecycle 2045 Portfolio | Lifecycle 2040 Portfolio |
| Six months ended | | Six months ended | |
| 2-28-10 (Unaudited) | Year ended 8-31-09 | 2-28-10 (Unaudited) | Year ended 8-31-09 |
|
Increase (decrease) in net assets | | | | |
|
From operations | | | | |
| | |
Net investment income | $3,389,567 | $1,644,829 | $3,564,058 | $1,855,589 |
Net realized loss | (540,507) | (15,334,198) | (629,033) | (14,656,814) |
Change in net unrealized appreciation | 15,729,622 | 15,715,759 | 16,514,361 | 11,901,094 |
(depreciation) | | | | |
Increase (decrease) in net assets | 18,578,682 | 2,026,390 | 19,449,386 | (900,131) |
resulting from operations | | | | |
| | | | |
Distributions to shareholders | | | | |
| | | | |
From net investment income | | | | |
Class A | (46,943) | (10,458) | (61,245) | (14,342) |
Class B | — | (420) | — | (386) |
Class C | — | (336) | — | (577) |
Class R | — | (493) | — | (486) |
Class R1 | (5,561) | (1,521) | (9,129) | (2,070) |
Class R2 | — | (3,979) | — | (5,309) |
Class R3 | (3,590) | (1,386) | (13,716) | (8,513) |
Class R4 | (1,521) | (1,846) | (518) | (1,802) |
Class R5 | (2,586) | (2,184) | (7,740) | (7,914) |
Class 1 | (3,415,896) | (1,616,815) | (3,556,663) | (1,817,532) |
From net realized gain | | | | |
Class A | (16,183) | (12,824) | (21,052) | (18,725) |
Class B | — | (3,336) | — | (2,792) |
Class C | — | (2,669) | — | (4,170) |
Class R | — | (1,802) | — | (1,780) |
Class R1 | (2,179) | (2,924) | (3,564) | (4,167) |
Class R2 | — | (5,193) | — | (7,363) |
Class R3 | (1,290) | (2,241) | (4,910) | (14,509) |
Class R4 | (451) | (2,021) | (153) | (2,106) |
Class R5 | (635) | (1,806) | (1,903) | (7,037) |
Class 1 | (865,520) | (1,284,357) | (900,289) | (1,554,222) |
| | |
Total distributions | (4,362,355) | (2,958,611) | (4,580,882) | (3,475,802) |
|
From Portfolio share transactions | 60,372,575 | 94,759,108 | 63,140,252 | 92,043,643 |
(Note 5) | | | | |
| | | | |
Total increase | 74,588,902 | 93,826,887 | 78,008,756 | 87,667,710 |
| | | | |
Net assets | | | | |
|
Beginning of period | 195,182,360 | 101,355,473 | 204,260,194 | 116,592,484 |
| | | | |
End of period | $269,771,262 | $195,182,360 | $282,268,950 | $204,260,194 |
|
Undistributed/distribution in excess | ($30,102) | $56,428 | ($28,163) | $56,790 |
of net investment income | | | | |
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 35 |
F I N A N C I A L S T A T E M E N T SStatements of changes in net assets
Continued
| | | | |
| Lifecycle 2035 Portfolio | Lifecycle 2030 Portfolio |
| Six months ended | | Six months ended | |
| 2-28-10 (Unaudited) | Year ended 8-31-09 | 2-28-10 (Unaudited) | Year ended 8-31-09 |
|
Increase (decrease) in net assets | | | | |
|
From operations | | | | |
| | |
Net investment income | $4,870,102 | $2,639,001 | $6,497,565 | $3,689,045 |
Net realized loss | (962,310) | (20,692,683) | (2,904,581) | (29,686,745) |
Change in net unrealized appreciation | 22,713,720 | 14,096,384 | 30,817,770 | 17,612,315 |
Increase (decrease) in net assets | 26,621,512 | (3,957,298) | 34,410,754 | (8,385,385) |
resulting from operations | | | | |
| | | | |
Distributions to shareholders | | | | |
| | | | |
From net investment income | | | | |
Class A | (77,692) | (21,990) | (131,642) | (38,779) |
Class B | — | (728) | — | (1,280) |
Class C | — | (473) | — | (1,395) |
Class R | — | (427) | — | (705) |
Class R1 | (9,922) | (2,143) | (14,717) | (3,713) |
Class R2 | — | (9,865) | — | (13,991) |
Class R3 | (6,502) | (1,970) | (7,729) | (3,975) |
Class R4 | (1,546) | (1,116) | (816) | (2,853) |
Class R5 | (5,264) | (2,251) | (14,368) | (12,166) |
Class 1 | (4,898,225) | (2,538,747) | (6,495,522) | (3,515,669) |
From net realized gain | | | | |
Class A | (26,515) | (33,645) | (44,054) | (52,607) |
Class B | — | (7,217) | — | (7,892) |
Class C | — | (4,692) | — | (8,601) |
Class R | — | (2,020) | — | (2,620) |
Class R1 | (3,841) | (5,243) | (5,562) | (7,828) |
Class R2 | — | (16,273) | — | (20,586) |
Class R3 | (2,409) | (4,039) | (2,799) | (7,146) |
Class R4 | (454) | (1,540) | (236) | (3,553) |
Class R5 | (1,287) | (2,340) | (3,476) | (11,595) |
Class 1 | (1,233,609) | (2,515,920) | (1,616,531) | (3,176,478) |
| | |
Total distributions | (6,267,266) | (5,172,639) | (8,337,452) | (6,893,432) |
|
From Portfolio share transactions | 75,948,070 | 122,773,760 | 105,414,949 | 150,736,677 |
(Note 5) | | | | |
| | | | |
Total increase | 96,302,316 | 113,643,823 | 131,488,251 | 135,457,860 |
| | | | |
Net assets | | | | |
|
Beginning of period | 280,206,707 | 166,562,884 | 363,201,399 | 227,743,539 |
| | | | |
End of period | $376,509,023 | $280,206,707 | $494,689,650 | $363,201,399 |
|
Undistributed/distribution in excess | ($32,545) | $96,504 | $9,934 | $177,163 |
of net investment income | | | | |
See notes to financial statements
| |
36 | Lifecycle Portfolios | Semiannual report |
F I N A N C I A L S T A T E M E N T SStatements of changes in net assets
Continued
| | | | |
| Lifecycle 2025 Portfolio | Lifecycle 2020 Portfolio |
| Six months ended | | Six months ended | |
| 2-28-10 (Unaudited) | Year ended 8-31-09 | 2-28-10 (Unaudited) | Year ended 8-31-09 |
|
Increase (decrease) in net assets | | | | |
|
From operations | | | | |
| | |
Net investment income | $8,632,449 | $6,080,983 | $9,622,316 | $7,769,827 |
Net realized loss | (4,068,081) | (40,257,370) | (5,934,843) | (37,796,929) |
Change in net unrealized appreciation | 37,382,466 | 22,174,850 | 38,422,545 | 22,924,031 |
Increase (decrease) in net assets | 41,946,834 | (12,001,537) | 42,110,018 | (7,103,071) |
resulting from operations | | | | |
| | | | |
Distributions to shareholders | | | | |
| | | | |
From net investment income | | | | |
Class A | (167,877) | (55,614) | (265,885) | (87,934) |
Class B | — | (3,718) | — | (12,077) |
Class C | — | (4,283) | — | (12,203) |
Class R | — | (1,370) | — | (2,983) |
Class R1 | (19,922) | (4,877) | (35,123) | (15,191) |
Class R2 | — | (14,054) | — | (25,119) |
Class R3 | (12,254) | (6,133) | (16,382) | (14,569) |
Class R4 | (4,099) | (1,929) | (1,576) | (2,851) |
Class R5 | (11,407) | (4,829) | (18,260) | (15,829) |
Class 1 | (9,127,164) | (5,650,644) | (10,678,662) | (6,927,950) |
From net realized gain | | | | |
Class A | (46,480) | (57,069) | (57,599) | (69,552) |
Class B | — | (8,816) | — | (16,145) |
Class C | — | (10,155) | — | (16,315) |
Class R | — | (2,651) | — | (3,567) |
Class R1 | (6,092) | (6,834) | (8,231) | (14,881) |
Class R2 | — | (15,422) | — | (20,842) |
Class R3 | (3,619) | (7,734) | (3,738) | (13,309) |
Class R4 | (1,008) | (1,874) | (310) | (2,166) |
Class R5 | (2,401) | (3,812) | (3,164) | (10,298) |
Class 1 | (1,968,640) | (4,249,654) | (1,887,701) | (4,340,643) |
| | |
Total distributions | (11,370,963) | (10,111,472) | (12,976,631) | (11,624,424) |
|
From Portfolio share transactions | 114,293,659 | 174,762,244 | 114,214,763 | 169,005,348 |
(Note 5) | | | | |
| | | | |
Total increase | 144,869,530 | 152,649,235 | 143,348,150 | 150,277,853 |
| | | | |
Net assets | | | | |
|
Beginning of period | 441,212,469 | 288,563,234 | 436,927,253 | 286,649,400 |
| | | | |
End of period | $586,081,999 | $441,212,469 | $580,275,403 | $436,927,253 |
|
Undistributed net investment | $124,417 | $834,691 | $300,924 | $1,694,496 |
income | | | | |
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 37 |
F I N A N C I A L S T A T E M E N T SStatements of changes in net assets
Continued
| | | | |
| Lifecycle 2015 Portfolio | Lifecycle 2010 Portfolio |
| Six months ended | | Six months ended | |
| 2-28-10 (Unaudited) | Year ended 8-31-09 | 2-28-10 (Unaudited) | Year ended 8-31-09 |
|
Increase (decrease) in net assets | | | | |
|
From operations | | | | |
| | |
Net investment income | $7,824,167 | $7,831,264 | $9,135,970 | $4,957,500 |
Net realized loss | (2,990,099) | (29,816,099) | (6,523,680) | (16,389,205) |
Change in net unrealized appreciation | 24,359,465 | 15,259,424 | 17,175,083 | 6,795,537 |
Increase (decrease) in net assets | 29,193,533 | (6,725,411) | 19,787,373 | (4,636,168) |
resulting from operations | | | | |
| | | | |
Distributions to shareholders | | | | |
| | | | |
From net investment income | | | | |
Class A | (244,190) | (87,624) | (140,403) | (71,326) |
Class B | — | (14,400) | — | (5,143) |
Class C | — | (18,512) | — | (18,242) |
Class R | — | (3,070) | — | (2,294) |
Class R1 | (20,263) | (6,036) | (8,771) | (3,341) |
Class R2 | — | (28,173) | — | (29,996) |
Class R3 | (28,413) | (13,585) | (20,105) | (21,549) |
Class R4 | (860) | (5,383) | (1,430) | (3,198) |
Class R5 | (4,495) | (11,672) | (4,780) | (5,241) |
Class 1 | (9,397,695) | (6,936,637) | (9,970,848) | (4,437,873) |
From net realized gain | | | | |
Class A | (47,258) | (51,765) | (24,119) | (35,183) |
Class B | — | (12,116) | — | (3,387) |
Class C | — | (15,577) | — | (12,012) |
Class R | — | (2,395) | — | (1,409) |
Class R1 | (4,166) | (4,128) | (1,619) | (1,847) |
Class R2 | — | (17,153) | — | (15,066) |
Class R3 | (5,723) | (8,853) | (3,621) | (11,451) |
Class R4 | (154) | (3,075) | (225) | (1,523) |
Class R5 | (727) | (5,935) | (667) | (2,261) |
Class 1 | (1,546,352) | (3,438,900) | (1,415,580) | (1,885,039) |
| | |
Total distributions | (11,300,296) | (10,684,989) | (11,592,168) | (6,567,381) |
|
From Portfolio share transactions | 71,754,442 | 109,133,693 | 283,092,734 | 41,148,342 |
(Note 5) | | | | |
| | | | |
Total increase | 89,647,679 | 91,723,293 | 291,287,939 | 29,944,793 |
| | | | |
Net assets | | | | |
|
Beginning of period | 315,750,270 | 224,026,977 | 158,541,479 | 128,596,686 |
| | | | |
End of period | $405,397,949 | $315,750,270 | $449,829,418 | $158,541,479 |
|
Undistributed net investment | $360,784 | $2,232,533 | $504,456 | $1,514,823 |
income | | | | |
See notes to financial statements
| |
38 | Lifecycle Portfolios | Semiannual report |
Financial highlights
These Financial Highlights show how each Portfolio’s net asset value for a share has changed since the end of the previous period.
| | | | | | | | | | | | | | | |
Lifecycle 2045 Portfolio | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| |
| |
| |
| |
|
| | | Net | | | | | | | | Expenses | | | | |
| | | realized | Total | | | | | | | before | Expenses | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | including | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | reductions | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Total value, | end | Total | amounts | and amounts | investment | period (in | Portfolio |
| of period | come (loss) | on invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS A | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.76 | 0.10 | 0.60 | 0.70 | (0.09) | (0.03) | — | (0.12) | 8.34 | 9.016,7 | 0.828 | 0.618,9,10 | 2.528 | 4,539 | 4 |
08-31-2009 | 9.56 | 0.06 | (1.69) | (1.63) | (0.08) | (0.09) | — | (0.17) | 7.76 | (16.60)6 | 1.90 | 0.639,10 | 0.86 | 3,488 | 22 |
08-31-2008 | 10.94 | 0.05 | (1.21) | (1.16) | (0.06) | (0.16) | — | (0.22) | 9.56 | (10.83)6 | 1.61 | 0.6610,12 | 0.44 | 1,874 | 16 |
08-31-200713 | 10.00 | (0.04) | 1.22 | 1.18 | (0.06) | (0.18) | — | (0.24) | 10.94 | 11.976,7 | 1.948 | 0.628 | (0.45)8 | 1,348 | 5 |
|
CLASS R1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.75 | 0.09 | 0.61 | 0.70 | (0.08) | (0.03) | — | (0.11) | 8.34 | 9.016,7 | 1.088 | 0.768,9,10,11 | 2.278 | 594 | 4 |
08-31-2009 | 9.52 | 0.06 | (1.69) | (1.63) | (0.05) | (0.09) | — | (0.14) | 7.75 | (16.72)6 | 5.27 | 0.869,10 | 0.87 | 616 | 22 |
08-31-2008 | 10.92 | 0.01 | (1.19) | (1.18) | (0.06) | (0.16) | — | (0.22) | 9.52 | (11.05)6 | 12.47 | 0.8910,12 | 0.08 | 181 | 16 |
08-31-200713 | 10.00 | (0.01) | 1.16 | 1.15 | (0.05) | (0.18) | — | (0.23) | 10.92 | 11.686,7 | 16.688 | 0.878 | (0.09)8 | 113 | 5 |
|
CLASS R3 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.76 | 0.11 | 0.59 | 0.70 | (0.09) | (0.03) | — | (0.12) | 8.34 | 8.966,7 | 1.808 | 0.668,9,10,11 | 2.578 | 404 | 4 |
08-31-2009 | 9.53 | 0.06 | (1.68) | (1.62) | (0.06) | (0.09) | — | (0.15) | 7.76 | (16.58)6 | 6.51 | 0.769,10 | 0.95 | 259 | 22 |
08-31-2008 | 10.93 | 0.03 | (1.21) | (1.18) | (0.06) | (0.16) | — | (0.22) | 9.53 | (11.04)6 | 10.48 | 0.8110,12 | 0.28 | 283 | 16 |
08-31-200713 | 10.00 | —14 | 1.16 | 1.16 | (0.05) | (0.18) | — | (0.23) | 10.93 | 11.806,7 | 16.458 | 0.808 | (0.03)8 | 118 | 5 |
|
CLASS R4 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.78 | 0.07 | 0.65 | 0.72 | (0.11) | (0.03) | — | (0.14) | 8.36 | 9.176,7 | 2.128 | 0.418,9,10,11 | 1.758 | 86 | 4 |
08-31-2009 | 9.57 | 0.08 | (1.70) | (1.62) | (0.08) | (0.09) | — | (0.17) | 7.78 | (16.35)6 | 6.09 | 0.489,10 | 1.10 | 324 | 22 |
08-31-2008 | 10.95 | 0.06 | (1.21) | (1.15) | (0.07) | (0.16) | — | (0.23) | 9.57 | (10.76)6 | 14.15 | 0.5210,12 | 0.55 | 142 | 16 |
08-31-200713 | 10.00 | 0.02 | 1.17 | 1.19 | (0.06) | (0.18) | — | (0.24) | 10.95 | 12.066,7 | 16.328 | 0.528 | 0.268 | 112 | 5 |
|
CLASS R5 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.80 | 0.13 | 0.60 | 0.73 | (0.13) | (0.03) | — | (0.16) | 8.37 | 9.306,7 | 1.998 | 0.118,9,10,11 | 3.048 | 168 | 4 |
08-31-2009 | 9.61 | 0.11 | (1.72) | (1.61) | (0.11) | (0.09) | — | (0.20) | 7.80 | (16.12)6 | 7.40 | 0.199,10 | 1.60 | 216 | 22 |
08-31-2008 | 10.97 | 0.08 | (1.20) | (1.12) | (0.08) | (0.16) | — | (0.24) | 9.61 | (10.47)6 | 12.02 | 0.2410,12 | 0.72 | 161 | 16 |
08-31-200713 | 10.00 | 0.05 | 1.16 | 1.21 | (0.06) | (0.18) | — | (0.24) | 10.97 | 12.326,7 | 16.028 | 0.238 | 0.558 | 112 | 5 |
|
CLASS 1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.80 | 0.12 | 0.60 | 0.72 | (0.12) | (0.03) | — | (0.15) | 8.37 | 9.256,7 | 0.168 | 0.168,9,10 | 2.928 | 263,980 | 4 |
08-31-2009 | 9.61 | 0.10 | (1.70) | (1.60) | (0.12) | (0.09) | — | (0.21) | 7.80 | (16.06)6 | 0.19 | 0.199,10 | 1.40 | 190,278 | 22 |
08-31-2008 | 10.97 | 0.06 | (1.18) | (1.12) | (0.08) | (0.16) | — | (0.24) | 9.61 | (10.47)6 | 0.24 | 0.2010 | 0.59 | 97,667 | 16 |
08-31-200713 | 10.00 | (0.01) | 1.23 | 1.22 | (0.07) | (0.18) | — | (0.25) | 10.97 | 12.326,7 | 0.648 | 0.208 | (0.15)8 | 23,187 | 5 |
|
| | |
| Semiannual report | Lifecycle Portfolios | 39 |
See notes to financial statements
Financial highlights
Continued
Lifecycle 2045 Portfolio continued
1 Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests.
2 Based on the average daily shares outstanding.
3 Assumes dividend reinvestment (if applicable).
4 Does not include expenses of the underlying affiliated funds in which the Portfolio invests.
5 Unaudited.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
9 The Adviser has agreed to waive or reimburse expenses, as detailed in the accompanying notes to the financial statements, which are subject to possible recapture by the Investment Adviser within three years of being incurred. See Note 4.
10 Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolio was as follows:
| |
Period ended | Lifecycle 2045 |
2/28/10 | 0.48%–1.18% |
8/31/09 | 0.49%–1.31% |
8/31/08 | 0.49%–1.13% |
11 Includes the impact of expense recapture, which amounted to 0.09%, 0.08%, 0.16% and 0.03% of average net assets for Class R1, R3, R4 and R5, respectively, for the period ended 2-28-10. See Note 4.
12 Includes transfer agent fee earned credits of less than 0.01% of average net assets.
13 The inception date for Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares is 10-30-06.
14 Less than $0.005 per share.
Lifecycle 2040 Portfolio
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| | | |
| |
| |
|
| | | Net | | | | | | | | Expenses | Expenses | | | |
| | | realized | Total | | | | | | | before | including | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | reduc- | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | tions and | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Total | value, end | Total | amounts | amounts | investment | period (in | Portfolio |
| of period | come (loss) | on invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS A | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.77 | 0.11 | 0.59 | 0.70 | (0.09) | (0.03) | — | (0.12) | 8.35 | 9.006,7 | 0.688,12 | 0.608,9 | 2.598 | 6,048 | 4 |
08-31-2009 | 9.56 | 0.06 | (1.67) | (1.61) | (0.08) | (0.10) | — | (0.18) | 7.77 | (16.33)6 | 1.61 | 0.639 | 0.90 | 4,434 | 20 |
08-31-2008 | 10.96 | 0.05 | (1.22) | (1.17) | (0.07) | (0.16) | — | (0.23) | 9.56 | (10.92)6 | 2.15 | 0.659,10 | 0.49 | 1,257 | 16 |
08-31-200711 | 10.00 | (0.02) | 1.20 | 1.18 | (0.05) | (0.17) | — | (0.22) | 10.96 | 11.996,7 | 3.158 | 0.628 | (0.18)8 | 584 | 3 |
|
CLASS R1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.76 | 0.09 | 0.60 | 0.69 | (0.08) | (0.03) | — | (0.11) | 8.34 | 8.886,7 | 0.998,12 | 0.758,9 | 2.188 | 1,199 | 4 |
08-31-2009 | 9.53 | 0.07 | (1.69) | (1.62) | (0.05) | (0.10) | — | (0.15) | 7.76 | (16.54)6 | 4.57 | 0.859 | 0.98 | 728 | 20 |
08-31-2008 | 10.94 | 0.01 | (1.20) | (1.19) | (0.06) | (0.16) | — | (0.22) | 9.53 | (11.05)6 | 9.48 | 0.899,10 | 0.09 | 200 | 16 |
08-31-200711 | 10.00 | (0.01) | 1.17 | 1.16 | (0.05) | (0.17) | — | (0.22) | 10.94 | 11.706,7 | 16.618 | 0.878 | (0.09)8 | 112 | 3 |
|
CLASS R3 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.75 | 0.10 | 0.60 | 0.70 | (0.09) | (0.03) | — | (0.12) | 8.33 | 8.986,7 | 1.038,12 | 0.658,9 | 2.388 | 1,343 | 4 |
08-31-2009 | 9.53 | 0.08 | (1.70) | (1.62) | (0.06) | (0.10) | — | (0.16) | 7.75 | (16.52)6 | 1.96 | 0.769 | 1.14 | 1,271 | 20 |
08-31-2008 | 10.95 | 0.01 | (1.21) | (1.20) | (0.06) | (0.16) | — | (0.22) | 9.53 | (11.14)6 | 5.48 | 0.839,10 | 0.06 | 1,181 | 16 |
08-31-200711 | 10.00 | (0.01) | 1.18 | 1.17 | (0.05) | (0.17) | — | (0.22) | 10.95 | 11.826,7 | 15.598 | 0.808 | (0.07)8 | 141 | 3 |
|
CLASS R4 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.78 | 0.04 | 0.67 | 0.71 | (0.11) | (0.03) | — | (0.14) | 8.35 | 9.056,7 | 3.308,12 | 0.408,9 | 1.108 | 59 | 4 |
08-31-2009 | 9.58 | 0.08 | (1.69) | (1.61) | (0.09) | (0.10) | — | (0.19) | 7.78 | (16.28)6 | 6.79 | 0.489 | 1.21 | 253 | 20 |
08-31-2008 | 10.97 | 0.04 | (1.20) | (1.16) | (0.07) | (0.16) | — | (0.23) | 9.58 | (10.76)6 | 11.68 | 0.539,10 | 0.40 | 173 | 16 |
08-31-200711 | 10.00 | 0.02 | 1.17 | 1.19 | (0.05) | (0.17) | — | (0.22) | 10.97 | 12.076,7 | 16.238 | 0.528 | 0.268 | 112 | 3 |
|
See notes to financial statements
| |
40 | Lifecycle Portfolios | Semiannual report |
Financial highlights
Continued
Lifecycle 2040 Portfolio continued
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| |
| |
| |
| |
|
| | | Net | | | | | | | | Expenses | Expenses | | | |
| | | realized | Total | | | | | | | before | including | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | reduc- | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | tions and | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Total value, | end | Total | amounts | amounts | investment | period (in | Portfolio |
| of period | come (loss) | on invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS R5 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.80 | 0.12 | 0.61 | 0.73 | (0.13) | (0.03) | — | (0.16) | 8.37 | 9.306,7 | 0.848 | 0.108,9 | 2.988 | 414 | 4 |
08-31-2009 | 9.62 | 0.12 | (1.73) | (1.61) | (0.11) | (0.10) | — | (0.21) | 7.80 | (16.05)6 | 2.54 | 0.199 | 1.80 | 561 | 20 |
08-31-2008 | 10.99 | 0.05 | (1.18) | (1.13) | (0.08) | (0.16) | — | (0.24) | 9.62 | (10.48)6 | 7.95 | 0.249,10 | 0.48 | 633 | 16 |
08-31-200711 | 10.00 | 0.05 | 1.17 | 1.22 | (0.06) | (0.17) | — | (0.23) | 10.99 | 12.336,7 | 15.718 | 0.238 | 0.538 | 115 | 3 |
|
CLASS 1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.79 | 0.12 | 0.61 | 0.73 | (0.12) | (0.03) | — | (0.15) | 8.37 | 9.396,7 | 0.168 | 0.158,9 | 2.948 | 273,206 | 4 |
08-31-2009 | 9.62 | 0.10 | (1.71) | (1.61) | (0.12) | (0.10) | — | (0.22) | 7.79 | (16.09)6 | 0.18 | 0.189 | 1.46 | 197,012 | 20 |
08-31-2008 | 10.99 | 0.06 | (1.19) | (1.13) | (0.08) | (0.16) | — | (0.24) | 9.62 | (10.48)6 | 0.22 | 0.209 | 0.61 | 111,814 | 16 |
08-31-200711 | 10.00 | (0.01) | 1.23 | 1.22 | (0.06) | (0.17) | — | (0.23) | 10.99 | 12.346,7 | 0.628 | 0.208 | (0.16)8 | 25,954 | 3 |
|
1 Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests.
2 Based on the average daily shares outstanding.
3 Assumes dividend reinvestment (if applicable).
4 Does not include expenses of the underlying affiliated funds in which the Portfolio invests.
5 Unaudited.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
9 Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolio was as follows:
| |
Period ended | Lifecycle 2040 |
2/28/10 | 0.48%–1.18% |
8/31/09 | 0.49%–1.31% |
8/31/08 | 0.49%–1.13% |
10 Includes transfer agent fee earned credits of less than 0.01% of average net assets.
11 The inception date for Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares is 10-30-06.
12 Includes the impact of expense recapture, which amounted to 0.01%, 0.04%, less than 0.005%, 0.28% and 0.05% of average net assets for Class A, R1, R3, R4 and R5, respectively, for the period ended 2-28-10. See Note 4.
Lifecycle 2035 Portfolio
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| | | |
| |
| |
|
| | | Net | | | | | | | | Expenses | | | | |
| | | realized | Total | | | | | | | before | Expenses | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | including | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | reductions | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Total value, | end | Total | amounts | and amounts | investment | period (in | Portfolio |
| of period | come (loss) on | invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS A | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.79 | 0.10 | 0.61 | 0.71 | (0.09) | (0.03) | — | (0.12) | 8.38 | 9.136,7 | 0.658 | 0.608,9,13 | 2.488 | 7,752 | 4 |
08-31-2009 | 9.61 | 0.07 | (1.70) | (1.63) | (0.08) | (0.11) | — | (0.19) | 7.79 | (16.39)6 | 1.29 | 0.629 | 1.06 | 5,950 | 20 |
08-31-2008 | 11.02 | 0.02 | (1.20) | (1.18) | (0.08) | (0.15) | — | (0.23) | 9.61 | (10.93)6 | 1.80 | 0.649,10 | 0.20 | 2,132 | 14 |
08-31-200711 | 10.00 | (0.02) | 1.20 | 1.18 | (0.04) | (0.12) | — | (0.16) | 11.02 | 11.926,7 | 2.478 | 0.628 | (0.20)8 | 610 | 4 |
|
CLASS R1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.79 | 0.11 | 0.58 | 0.69 | (0.08) | (0.03) | — | (0.11) | 8.37 | 8.866,7 | 1.008 | 0.758,9,13 | 2.568 | 1,180 | 4 |
08-31-2009 | 9.58 | 0.08 | (1.71) | (1.63) | (0.05) | (0.11) | — | (0.16) | 7.79 | (16.50)6 | 4.49 | 0.849 | 1.13 | 647 | 20 |
08-31-2008 | 11.00 | —12 | (1.19) | (1.19) | (0.08) | (0.15) | — | (0.23) | 9.58 | (11.06)6 | 10.40 | 0.889,10 | (0.02) | 177 | 14 |
08-31-200711 | 10.00 | —12 | 1.15 | 1.15 | (0.03) | (0.12) | — | (0.15) | 11.00 | 11.626,7 | 16.298 | 0.868 | 0.018 | 112 | 4 |
|
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 41 |
Financial highlights
Continued
Lifecycle 2035 Portfolio continued
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| |
| |
| |
| |
|
| | | Net | | | | | | | | Expenses | | | | |
| | | realized | Total | | | | | | | before | Expenses | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | including | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | reductions | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Total | value, end | Total | amounts | and amounts | investment | period (in | Portfolio |
| of period | come (loss) | on invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS R3 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.79 | 0.11 | 0.60 | 0.71 | (0.09) | (0.03) | — | (0.12) | 8.38 | 9.046,7 | 1.338 | 0.708,9,13 | 2.668 | 680 | 4 |
08-31-2009 | 9.59 | 0.06 | (1.69) | (1.63) | (0.06) | (0.11) | — | (0.17) | 7.79 | (16.47)6 | 4.47 | 0.779 | 0.84 | 451 | 20 |
08-31-2008 | 11.01 | 0.02 | (1.21) | (1.19) | (0.08) | (0.15) | — | (0.23) | 9.59 | (11.05)6 | 9.94 | 0.819,10 | 0.24 | 278 | 14 |
08-31-200711 | 10.00 | 0.01 | 1.15 | 1.16 | (0.03) | (0.12) | — | (0.15) | 11.01 | 11.746,7 | 16.228 | 0.798 | 0.088 | 112 | 4 |
|
CLASS R4 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.81 | 0.08 | 0.64 | 0.72 | (0.11) | (0.03) | — | (0.14) | 8.39 | 9.166,7 | 2.368 | 0.408,9,13 | 1.958 | 212 | 4 |
08-31-2009 | 9.63 | 0.07 | (1.69) | (1.62) | (0.09) | (0.11) | — | (0.20) | 7.81 | (16.24)6 | 9.27 | 0.479 | 1.06 | 182 | 20 |
08-31-2008 | 11.03 | 0.04 | (1.20) | (1.16) | (0.09) | (0.15) | — | (0.24) | 9.63 | (10.77)6 | 11.02 | 0.529,10 | 0.41 | 219 | 14 |
08-31-200711 | 10.00 | 0.03 | 1.16 | 1.19 | (0.04) | (0.12) | — | (0.16) | 11.03 | 12.006,7 | 15.928 | 0.508 | 0.368 | 112 | 4 |
|
CLASS R5 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.83 | 0.16 | 0.57 | 0.73 | (0.13) | (0.03) | — | (0.16) | 8.40 | 9.286,7 | 1.448 | 0.108,9,13 | 3.938 | 273 | 4 |
08-31-2009 | 9.67 | 0.11 | (1.72) | (1.61) | (0.12) | (0.11) | — | (0.23) | 7.83 | (16.01)6 | 7.18 | 0.179 | 1.61 | 199 | 20 |
08-31-2008 | 11.05 | 0.08 | (1.21) | (1.13) | (0.10) | (0.15) | — | (0.25) | 9.67 | (10.49)6 | 11.07 | 0.239,10 | 0.78 | 149 | 14 |
08-31-200711 | 10.00 | 0.06 | 1.15 | 1.21 | (0.04) | (0.12) | — | (0.16) | 11.05 | 12.266,7 | 15.088 | 0.228 | 0.628 | 119 | 4 |
|
CLASS 1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.83 | 0.12 | 0.60 | 0.72 | (0.12) | (0.03) | — | (0.15) | 8.40 | 9.246,7 | 0.158 | 0.158,9 | 2.958 | 366,413 | 4 |
08-31-2009 | 9.68 | 0.10 | (1.72) | (1.62) | (0.12) | (0.11) | — | (0.23) | 7.83 | (16.02)6 | 0.17 | 0.179 | 1.49 | 272,778 | 20 |
08-31-2008 | 11.05 | 0.07 | (1.19) | (1.12) | (0.10) | (0.15) | — | (0.25) | 9.68 | (10.40)6 | 0.19 | 0.199 | 0.66 | 161,263 | 14 |
08-31-200711 | 10.00 | (0.01) | 1.23 | 1.22 | (0.05) | (0.12) | — | (0.17) | 11.05 | 12.276,7 | 0.458 | 0.208 | (0.06)8 | 39,674 | 4 |
|
1 Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests.
2 Based on the average daily shares outstanding.
3 Assumes dividend reinvestment (if applicable).
4 Does not include expenses of the underlying affiliated funds in which the Portfolio invests.
5 Unaudited.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
9 Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolio was as follows:
| |
Period ended | Lifecycle 2035 |
2/28/10 | 0.48%–1.18% |
8/31/09 | 0.49%–1.31% |
8/31/08 | 0.49%–1.13% |
10 Includes transfer agent fee earned credits of less than 0.01% of average net assets.
11 The inception date for Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares is 10-30-06.
12 Less than $0.005 per share.
13 Includes the impact of expense recapture, which amounted to 0.01%, 0.04%, 0.01%, 0.19% and 0.09% of average net assets for Class A, R1, R3, R4 and R5, respectively, for the period ended 2-28-10. See Note 4.
See notes to financial statements
| |
42 | Lifecycle Portfolios | Semiannual report |
Financial highlights
Continued
Lifecycle 2030 Portfolio
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| |
| |
| |
| |
|
| | | Net | | | | | | | | Expenses | Expenses | | | |
| | | realized | Total | | | | | | | before | including | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | reduc- | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | tions and | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Total | value, end | Total | amounts | amounts | investment | period (in | Portfolio |
| of period | come (loss) | on invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS A | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.76 | 0.11 | 0.59 | 0.70 | (0.09) | (0.03) | — | (0.12) | 8.34 | 9.066,7 | 0.628 | 0.598,9,14 | 2.638 | 12,494 | 5 |
08-31-2009 | 9.57 | 0.08 | (1.70) | (1.62) | (0.08) | (0.11) | — | (0.19) | 7.76 | (16.36)6 | 1.06 | 0.619 | 1.13 | 9,351 | 23 |
08-31-2008 | 10.91 | 0.04 | (1.18) | (1.14) | (0.07) | (0.13) | — | (0.20) | 9.57 | (10.66)6 | 1.33 | 0.639,10 | 0.43 | 3,345 | 10 |
08-31-200711 | 10.00 | (0.02) | 1.14 | 1.12 | (0.06) | (0.15) | — | (0.21) | 10.91 | 11.386,7 | 2.028 | 0.638 | (0.23)8 | 1,135 | 3 |
|
CLASS R1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.74 | 0.09 | 0.60 | 0.69 | (0.08) | (0.03) | — | (0.11) | 8.32 | 8.946,7 | 0.948 | 0.748,9,14 | 2.228 | 1,701 | 5 |
08-31-2009 | 9.52 | 0.07 | (1.69) | (1.62) | (0.05) | (0.11) | — | (0.16) | 7.74 | (16.52)6 | 3.04 | 0.839 | 1.04 | 1,245 | 23 |
08-31-2008 | 10.88 | —13 | (1.17) | (1.17) | (0.06) | (0.13) | — | (0.19) | 9.52 | (10.92)6 | 8.40 | 0.889,10 | 0.02 | 320 | 10 |
08-31-200711 | 10.00 | 0.01 | 1.08 | 1.09 | (0.06) | (0.15) | — | (0.21) | 10.88 | 10.986,7,12 | 16.248 | 0.868 | 0.128 | 112 | 3 |
|
CLASS R3 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.75 | 0.11 | 0.58 | 0.69 | (0.09) | (0.03) | — | (0.12) | 8.32 | 8.856,7 | 1.278 | 0.698,9,14 | 2.588 | 760 | 5 |
08-31-2009 | 9.53 | 0.08 | (1.69) | (1.61) | (0.06) | (0.11) | — | (0.17) | 7.75 | (16.38)6 | 3.09 | 0.769 | 1.12 | 609 | 23 |
08-31-2008 | 10.88 | 0.08 | (1.24) | (1.16) | (0.06) | (0.13) | — | (0.19) | 9.53 | (10.83)6 | 4.24 | 0.789,10 | 0.76 | 676 | 10 |
08-31-200711 | 10.00 | 0.02 | 1.07 | 1.09 | (0.06) | (0.15) | — | (0.21) | 10.88 | 11.006,7,12 | 16.188 | 0.798 | 0.198 | 112 | 3 |
|
CLASS R4 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.76 | 0.05 | 0.65 | 0.70 | (0.11) | (0.03) | — | (0.14) | 8.32 | 8.996,7 | 2.418 | 0.398,9,14 | 1.218 | 92 | 5 |
08-31-2009 | 9.55 | 0.10 | (1.69) | (1.59) | (0.09) | (0.11) | — | (0.20) | 7.76 | (16.08)6 | 5.43 | 0.459 | 1.52 | 360 | 23 |
08-31-2008 | 10.91 | 0.08 | (1.22) | (1.14) | (0.09) | (0.13) | — | (0.22) | 9.55 | (10.66)6 | 14.83 | 0.499,10 | 0.79 | 115 | 10 |
08-31-200711 | 10.00 | 0.04 | 1.08 | 1.12 | (0.06) | (0.15) | — | (0.21) | 10.91 | 11.366,7,12 | 15.888 | 0.508 | 0.478 | 111 | 3 |
|
CLASS R5 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.76 | 0.13 | 0.59 | 0.72 | (0.13) | (0.03) | — | (0.16) | 8.32 | 9.266,7 | 0.588 | 0.098,9,14 | 3.198 | 797 | 5 |
08-31-2009 | 9.57 | 0.12 | (1.71) | (1.59) | (0.11) | (0.11) | — | (0.22) | 7.76 | (15.88)6 | 1.61 | 0.179 | 1.77 | 979 | 23 |
08-31-2008 | 10.93 | 0.04 | (1.15) | (1.11) | (0.12) | (0.13) | — | (0.25) | 9.57 | (10.41)6 | 6.18 | 0.249,10 | 0.42 | 1,002 | 10 |
08-31-200711 | 10.00 | 0.07 | 1.08 | 1.15 | (0.07) | (0.15) | — | (0.22) | 10.93 | 11.626,7,12 | 15.578 | 0.228 | 0.768 | 112 | 3 |
|
CLASS 1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.75 | 0.12 | 0.61 | 0.73 | (0.13) | (0.03) | — | (0.16) | 8.32 | 9.356,7 | 0.158 | 0.148,9 | 3.038 | 478,846 | 5 |
08-31-2009 | 9.57 | 0.11 | (1.70) | (1.59) | (0.12) | (0.11) | — | (0.23) | 7.75 | (15.90) | 0.16 | 0.169 | 1.58 | 350,658 | 23 |
08-31-2008 | 10.93 | 0.08 | (1.19) | (1.11) | (0.12) | (0.13) | — | (0.25) | 9.57 | (10.41) | 0.18 | 0.189 | 0.75 | 219,711 | 10 |
08-31-200711 | 10.00 | 0.01 | 1.14 | 1.15 | (0.07) | (0.15) | — | (0.22) | 10.93 | 11.636,7 | 0.388 | 0.208 | 0.128 | 50,070 | 3 |
|
1 Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests.
2 Based on the average daily shares outstanding.
3 Assumes dividend reinvestment (if applicable).
4 Does not include expenses of the underlying affiliated funds in which the Portfolio invests.
5 Unaudited.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
9 Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio.
The range of expense ratios of the underlying funds held by the Portfolio was as follows:
| |
Period ended | Lifecycle 2030 |
2/28/10 | 0.48%–1.18% |
8/31/09 | 0.49%–1.31% |
8/31/08 | 0.49%–1.13% |
10 Includes transfer agent fee earned credits of less than 0.01% of average net assets.
11 The inception date for Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares is 10-30-06.
12 The Adviser made a payment to the Portfolio of $1,696. Excluding this payment, total returns would have been 11.00%, 11.26% and 11.52% for Class R3, Class R4 and Class R5, respectively. There was no effect to the total returns for Class A, Class R1 and Class 1. See Note 1.
13 Less than $0.005 per share.
14 Includes the impact of expense recapture, which amounted to less than 0.005%, 0.02%, 0.04%, 0.19% and 0.04% of average net assets for Class A, R1, R3, R4 and R5, respectively, for the period ended 2-28-10. See Note 4.
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 43 |
Financial highlights
Continued
Lifecycle 2025 Portfolio
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| |
| |
| |
| |
|
| | | Net | | | | | | | | Expenses | | | | |
| | | realized | Total | | | | | | | before | Expenses | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | including re- | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | ductions and | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Total | value, end | Total | amounts | amounts | investment | period (in | Portfolio |
| of period | come (loss) | on invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS A | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.87 | 0.12 | 0.60 | 0.72 | (0.12) | (0.03) | — | (0.15) | 8.44 | 9.096,7 | 0.598 | 0.598,9,12 | 2.898 | 13,392 | 7 |
08-31-2009 | 9.57 | 0.11 | (1.58) | (1.47) | (0.12) | (0.11) | — | (0.23) | 7.87 | (14.74)6 | 0.98 | 0.619 | 1.59 | 9,419 | 25 |
08-31-2008 | 10.85 | 0.05 | (1.12) | (1.07) | (0.08) | (0.13) | — | (0.21) | 9.57 | (10.08)6 | 1.49 | 0.629,10 | 0.52 | 3,604 | 9 |
08-31-200711 | 10.00 | 0.02 | 1.03 | 1.05 | (0.07) | (0.13) | — | (0.20) | 10.85 | 10.576,7 | 2.258 | 0.638 | 0.198 | 661 | 3 |
|
CLASS R1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.84 | 0.12 | 0.59 | 0.71 | (0.11) | (0.03) | — | (0.14) | 8.41 | 8.986,7 | 0.958 | 0.748,9,12 | 2.838 | 1,624 | 7 |
08-31-2009 | 9.52 | 0.09 | (1.57) | (1.48) | (0.09) | (0.11) | — | (0.20) | 7.84 | (15.01)6 | 3.27 | 0.829 | 1.40 | 1,197 | 25 |
08-31-2008 | 10.83 | 0.03 | (1.14) | (1.11) | (0.07) | (0.13) | — | (0.20) | 9.52 | (10.42)6 | 8.37 | 0.879,10 | 0.27 | 285 | 9 |
08-31-200711 | 10.00 | 0.03 | 0.99 | 1.02 | (0.06) | (0.13) | — | (0.19) | 10.83 | 10.286,7 | 16.148 | 0.878 | 0.358 | 111 | 3 |
|
CLASS R3 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.85 | 0.10 | 0.61 | 0.71 | (0.11) | (0.03) | — | (0.14) | 8.42 | 9.026,7 | 1.088 | 0.698,9,12 | 2.438 | 1,054 | 7 |
08-31-2009 | 9.53 | 0.06 | (1.53) | (1.47) | (0.10) | (0.11) | — | (0.21) | 7.85 | (14.87)6 | 2.11 | 0.759 | 0.87 | 1,381 | 25 |
08-31-2008 | 10.84 | 0.13 | (1.24) | (1.11) | (0.07) | (0.13) | — | (0.20) | 9.53 | (10.41)6 | 5.37 | 0.789,10 | 1.22 | 456 | 9 |
08-31-200711 | 10.00 | 0.03 | 1.00 | 1.03 | (0.06) | (0.13) | — | (0.19) | 10.84 | 10.406,7 | 14.438 | 0.818 | 0.348 | 186 | 3 |
|
CLASS R4 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.85 | 0.13 | 0.60 | 0.73 | (0.13) | (0.03) | — | (0.16) | 8.42 | 9.306,7 | 1.688 | 0.398,9,12 | 3.058 | 319 | 7 |
08-31-2009 | 9.55 | 0.11 | (1.58) | (1.47) | (0.12) | (0.11) | — | (0.23) | 7.85 | (14.68)6 | 7.64 | 0.459 | 1.56 | 260 | 25 |
08-31-2008 | 10.86 | 0.09 | (1.17) | (1.08) | (0.10) | (0.13) | — | (0.23) | 9.55 | (10.16)6 | 11.76 | 0.499,10 | 0.90 | 207 | 9 |
08-31-200711 | 10.00 | 0.06 | 0.99 | 1.05 | (0.06) | (0.13) | — | (0.19) | 10.86 | 10.656,7 | 15.778 | 0.528 | 0.708 | 111 | 3 |
|
CLASS R5 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.86 | 0.16 | 0.57 | 0.73 | (0.15) | (0.03) | — | (0.18) | 8.41 | 9.306,7 | 0.808 | 0.098,9,12 | 3.858 | 644 | 7 |
08-31-2009 | 9.57 | 0.14 | (1.59) | (1.45) | (0.15) | (0.11) | — | (0.26) | 7.86 | (14.38)6 | 4.27 | 0.169 | 2.08 | 339 | 25 |
08-31-2008 | 10.88 | 0.09 | (1.14) | (1.05) | (0.13) | (0.13) | — | (0.26) | 9.57 | (9.91)6 | 7.87 | 0.219,10 | 0.92 | 285 | 9 |
08-31-200711 | 10.00 | 0.09 | 0.99 | 1.08 | (0.07) | (0.13) | — | (0.20) | 10.88 | 10.916,7 | 15.348 | 0.238 | 0.988 | 113 | 3 |
|
CLASS 1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 7.86 | 0.14 | 0.59 | 0.73 | (0.15) | (0.03) | — | (0.18) | 8.41 | 9.266,7 | 0.148 | 0.148,9 | 3.338 | 569,048 | 7 |
08-31-2009 | 9.58 | 0.14 | (1.59) | (1.45) | (0.16) | (0.11) | — | (0.27) | 7.86 | (14.37)6 | 0.16 | 0.169 | 2.08 | 428,618 | 25 |
08-31-2008 | 10.88 | 0.11 | (1.15) | (1.04) | (0.13) | (0.13) | — | (0.26) | 9.58 | (9.81)6 | 0.17 | 0.179 | 1.08 | 280,532 | 9 |
08-31-200711 | 10.00 | 0.04 | 1.04 | 1.08 | (0.07) | (0.13) | — | (0.20) | 10.88 | 10.936,7 | 0.318 | 0.208 | 0.398 | 67,149 | 3 |
|
1 Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests.
2 Based on the average daily shares outstanding.
3 Assumes dividend reinvestment (if applicable).
4 Does not include expenses of the underlying affiliated funds in which the Portfolio invests.
5 Unaudited.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
9 Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolio was as follows:
| |
Period ended | Lifecycle 2025 |
2/28/10 | 0.48%–1.18% |
8/31/09 | 0.49%–1.31% |
8/31/08 | 0.49%–1.13% |
10 Includes transfer agent fee earned credits of less than 0.01% of average net assets.
11 The inception date for Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares is 10-30-06.
12 Includes the impact of expense recapture, which amounted to 0.01%, 0.01%, 0.02%, 0.11% and 0.03% of average net assets for Class A, R1, R3, R4 and R5, respectively, for the period ended 2-28-10. See Note 4.
See notes to financial statements
| |
44 | Lifecycle Portfolios | Semiannual report |
Financial highlights
Continued
Lifecycle 2020 Portfolio
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| |
| |
| |
| |
|
| | | Net | | | | | | | | Expenses | Expenses | | | |
| | | realized | Total | | | | | | | before | including | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | reduc- | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | tions and | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Total | value, end | Total | amounts | amounts | investment | period (in | Portfolio |
| of period | come (loss) | on invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS A | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.06 | 0.14 | 0.59 | 0.73 | (0.15) | (0.03) | — | (0.18) | 8.61 | 9.056,12 | 0.577 | 0.597,8,9 | 3.417 | 15,868 | 9 |
08-31-2009 | 9.65 | 0.14 | (1.45) | (1.31) | (0.16) | (0.12) | — | (0.28) | 8.06 | (12.75)6 | 0.86 | 0.618 | 2.06 | 13,067 | 26 |
08-31-2008 | 10.80 | 0.12 | (1.05) | (0.93) | (0.11) | (0.11) | — | (0.22) | 9.65 | (8.82)6 | 1.15 | 0.628,10 | 1.18 | 4,285 | 10 |
08-31-200711 | 10.00 | 0.04 | 0.94 | 0.98 | (0.07) | (0.11) | — | (0.18) | 10.80 | 9.876,12 | 1.597 | 0.647 | 0.497 | 1,491 | 7 |
|
CLASS R1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.04 | 0.14 | 0.59 | 0.73 | (0.14) | (0.03) | — | (0.17) | 8.60 | 9.066,12 | 0.937 | 0.747,8,9 | 3.217 | 2,337 | 9 |
08-31-2009 | 9.61 | 0.15 | (1.47) | (1.32) | (0.13) | (0.12) | — | (0.25) | 8.04 | (13.00)6 | 2.11 | 0.838 | 2.14 | 1,675 | 26 |
08-31-2008 | 10.78 | 0.08 | (1.04) | (0.96) | (0.10) | (0.11) | — | (0.21) | 9.61 | (9.07)6 | 9.71 | 0.868,10 | 0.77 | 250 | 10 |
08-31-200711 | 10.00 | 0.07 | 0.88 | 0.95 | (0.06) | (0.11) | — | (0.17) | 10.78 | 9.586,12,13 | 16.147 | 0.877 | 0.747 | 110 | 7 |
|
CLASS R3 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.04 | 0.14 | 0.59 | 0.73 | (0.14) | (0.03) | — | (0.17) | 8.60 | 9.116,12 | 1.147 | 0.697,8,9 | 3.257 | 1,145 | 9 |
08-31-2009 | 9.62 | 0.16 | (1.48) | (1.32) | (0.14) | (0.12) | — | (0.26) | 8.04 | (12.97)6 | 2.29 | 0.768 | 2.37 | 895 | 26 |
08-31-2008 | 10.78 | 0.15 | (1.10) | (0.95) | (0.10) | (0.11) | — | (0.21) | 9.62 | (8.98)6 | 3.97 | 0.788,10 | 1.48 | 825 | 10 |
08-31-200711 | 10.00 | 0.07 | 0.88 | 0.95 | (0.06) | (0.11) | — | (0.17) | 10.78 | 9.596,12 | 15.587 | 0.807 | 0.807 | 126 | 7 |
|
CLASS R4 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.05 | 0.12 | 0.62 | 0.74 | (0.17) | (0.03) | — | (0.20) | 8.59 | 9.136,12 | 2.687 | 0.397,8,9 | 2.827 | 95 | 9 |
08-31-2009 | 9.64 | 0.16 | (1.46) | (1.30) | (0.17) | (0.12) | — | (0.29) | 8.05 | (12.68)6 | 7.25 | 0.458 | 2.24 | 255 | 26 |
08-31-2008 | 10.80 | 0.16 | (1.08) | (0.92) | (0.13) | (0.11) | — | (0.24) | 9.64 | (8.72)6 | 13.87 | 0.488,10 | 1.50 | 138 | 10 |
08-31-200711 | 10.00 | 0.10 | 0.88 | 0.98 | (0.07) | (0.11) | — | (0.18) | 10.80 | 9.856,12 | 15.757 | 0.527 | 1.097 | 110 | 7 |
|
CLASS R5 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.06 | 0.16 | 0.60 | 0.76 | (0.19) | (0.03) | — | (0.22) | 8.60 | 9.396,12 | 0.587 | 0.097,8,9 | 3.867 | 869 | 9 |
08-31-2009 | 9.66 | 0.20 | (1.48) | (1.28) | (0.20) | (0.12) | — | (0.32) | 8.06 | (12.38)6 | 1.96 | 0.168 | 2.92 | 759 | 26 |
08-31-2008 | 10.82 | 0.19 | (1.08) | (0.89) | (0.16) | (0.11) | — | (0.27) | 9.66 | (8.47)6 | 6.46 | 0.218,10 | 1.83 | 758 | 10 |
08-31-200711 | 10.00 | 0.10 | 0.90 | 1.00 | (0.07) | (0.11) | — | (0.18) | 10.82 | 10.116,12 | 8.227 | 0.237 | 1.087 | 272 | 7 |
|
CLASS 1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.06 | 0.16 | 0.60 | 0.76 | (0.19) | (0.03) | — | (0.22) | 8.60 | 9.346,12 | 0.147 | 0.147,8 | 3.777 | 559,960 | 9 |
08-31-2009 | 9.67 | 0.19 | (1.48) | (1.29) | (0.20) | (0.12) | — | (0.32) | 8.06 | (12.38)6 | 0.16 | 0.168 | 2.67 | 420,276 | 26 |
08-31-2008 | 10.82 | 0.15 | (1.03) | (0.88) | (0.16) | (0.11) | — | (0.27) | 9.67 | (8.38)6 | 0.17 | 0.178 | 1.49 | 276,252 | 10 |
08-31-200711 | 10.00 | 0.07 | 0.93 | 1.00 | (0.07) | (0.11) | — | (0.18) | 10.82 | 10.226,12,13 | 0.327 | 0.207 | 0.787 | 64,901 | 7 |
|
1 Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests.
2 Based on the average daily shares outstanding.
3 Assumes dividend reinvestment (if applicable).
4 Does not include expenses of the underlying affiliated funds in which the Portfolio invests.
5 Unaudited.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Annualized.
8 Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio.
The range of expense ratios of the underlying funds held by the Portfolio was as follows:
| |
Period ended | Lifecycle 2020 |
2/28/10 | 0.48%–1.18% |
8/31/09 | 0.49%–1.25% |
8/31/08 | 0.49%–1.13% |
9 Includes the impact of expense recapture, which amounted to 0.01%, less than 0.005%, 0.02%, 0.22% and 0.03% of average net assets for Class A, R1, R3, R4 and R5, respectively, for the period ended 2-28-10. See Note 4.
10 Includes transfer agent fee earned credits of less than 0.01% of average net assets.
11 The inception date for Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares is 10-30-06.
12 Not annualized.
13 The Adviser made a payment to the Portfolio of $2,881. Excluding this payment, total returns would have been 9.48% and 10.12% for Class R1 and Class 1, respectively. There was no effect to the total returns for Class A, Class R3, Class R4 and Class R5.
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 45 |
Financial highlights
Continued
Lifecycle 2015 Portfolio
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| |
| |
| |
| |
|
| | | Net | | | | | | | | Expenses | | | | |
| | | realized | Total | | | | | | | before | Expenses | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | including | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | reductions | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Tota l | value, end | Total | amounts | and amounts | investment | period (in | Portfolio |
| of period | come (loss) | on invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS A | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.17 | 0.17 | 0.54 | 0.71 | (0.19) | (0.04) | — | (0.23) | 8.65 | 8.696,7 | 0.578 | 0.598,9,10,11 | 4.028 | 11,501 | 13 |
08-31-2009 | 9.66 | 0.21 | (1.36) | (1.15) | (0.21) | (0.13) | — | (0.34) | 8.17 | (10.91)6 | 1.03 | 0.619,10 | 2.96 | 8,596 | 28 |
08-31-2008 | 10.65 | 0.18 | (0.92) | (0.74) | (0.14) | (0.11) | — | (0.25) | 9.66 | (7.16)6 | 1.43 | 0.6310,12 | 1.74 | 2,776 | 10 |
08-31-200713 | 10.00 | 0.07 | 0.76 | 0.83 | (0.09) | (0.09) | — | (0.18) | 10.65 | 8.376,7 | 2.198 | 0.638 | 0.868 | 836 | 9 |
|
CLASS R1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.15 | 0.16 | 0.55 | 0.71 | (0.18) | (0.04) | — | (0.22) | 8.64 | 8.696,7 | 1.018 | 0.748,9,10,11 | 3.798 | 1,088 | 13 |
08-31-2009 | 9.62 | 0.20 | (1.35) | (1.15) | (0.19) | (0.13) | — | (0.32) | 8.15 | (11.15)6 | 5.13 | 0.839,10 | 2.79 | 762 | 28 |
08-31-2008 | 10.63 | 0.16 | (0.93) | (0.77) | (0.13) | (0.11) | — | (0.24) | 9.62 | (7.41)6 | 8.84 | 0.8610,12 | 1.61 | 207 | 10 |
08-31-200713 | 10.00 | 0.11 | 0.69 | 0.80 | (0.08) | (0.09) | — | (0.17) | 10.63 | 8.086,7,14 | 16.478 | 0.878 | 1.218 | 108 | 9 |
|
CLASS R3 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.15 | 0.17 | 0.54 | 0.71 | (0.18) | (0.04) | — | (0.22) | 8.64 | 8.746,7 | 1.038 | 0.698,9,10,11 | 4.058 | 1,359 | 13 |
08-31-2009 | 9.63 | 0.20 | (1.36) | (1.16) | (0.19) | (0.13) | — | (0.32) | 8.15 | (11.12)6 | 2.59 | 0.779,10 | 2.81 | 763 | 28 |
08-31-2008 | 10.63 | 0.15 | (0.91) | (0.76) | (0.13) | (0.11) | — | (0.24) | 9.63 | (7.32)6 | 6.20 | 0.8110,12 | 1.48 | 693 | 10 |
08-31-200713 | 10.00 | 0.11 | 0.69 | 0.80 | (0.08) | (0.09) | — | (0.17) | 10.63 | 8.106,7 | 16.388 | 0.808 | 1.288 | 108 | 9 |
|
CLASS R4 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.16 | 0.14 | 0.58 | 0.72 | (0.21) | (0.04) | — | (0.25) | 8.63 | 8.766,7 | 2.818 | 0.398,9,10,11 | 3.248 | 41 | 13 |
08-31-2009 | 9.65 | 0.21 | (1.35) | (1.14) | (0.22) | (0.13) | — | (0.35) | 8.16 | (10.83)6 | 5.34 | 0.469,10 | 3.00 | 355 | 28 |
08-31-2008 | 10.65 | 0.21 | (0.94) | (0.73) | (0.16) | (0.11) | — | (0.27) | 9.65 | (7.06)6 | 12.64 | 0.5010,12 | 2.02 | 172 | 10 |
08-31-200713 | 10.00 | 0.14 | 0.69 | 0.83 | (0.09) | (0.09) | — | (0.18) | 10.65 | 8.356,7 | 16.088 | 0.528 | 1.568 | 108 | 9 |
|
CLASS R5 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.17 | 0.20 | 0.54 | 0.74 | (0.23) | (0.04) | — | (0.27) | 8.64 | 9.036,7 | 2.478 | 0.098,9,10,11 | 4.688 | 183 | 13 |
08-31-2009 | 9.67 | 0.36 | (1.48) | (1.12) | (0.25) | (0.13) | — | (0.38) | 8.17 | (10.53)6 | 5.04 | 0.209,10 | 4.98 | 103 | 28 |
08-31-2008 | 10.67 | 0.18 | (0.88) | (0.70) | (0.19) | (0.11) | — | (0.30) | 9.67 | (6.81)6 | 5.09 | 0.2210,12 | 1.81 | 464 | 10 |
08-31-200713 | 10.00 | 0.16 | 0.69 | 0.85 | (0.09) | (0.09) | — | (0.18) | 10.67 | 8.616,7 | 15.778 | 0.238 | 1.848 | 109 | 9 |
|
CLASS 1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.17 | 0.19 | 0.55 | 0.74 | (0.23) | (0.04) | — | (0.27) | 8.64 | 8.986,7 | 0.148 | 0.148,9,10 | 4.328 | 391,226 | 13 |
08-31-2009 | 9.68 | 0.25 | (1.37) | (1.12) | (0.26) | (0.13) | — | (0.39) | 8.17 | (10.54)6 | 0.16 | 0.169,10 | 3.51 | 305,171 | 28 |
08-31-2008 | 10.68 | 0.21 | (0.91) | (0.70) | (0.19) | (0.11) | — | (0.30) | 9.68 | (6.80)6 | 0.18 | 0.1810 | 2.12 | 216,679 | 10 |
08-31-200713 | 10.00 | 0.10 | 0.76 | 0.86 | (0.09) | (0.09) | — | (0.18) | 10.68 | 8.726,7 | 0.368 | 0.208 | 1.198 | 55,723 | 9 |
|
1 Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests.
2 Based on the average daily shares outstanding.
3 Assumes dividend reinvestment (if applicable).
4 Does not include expenses of the underlying affiliated funds in which the Portfolio invests.
5 Unaudited.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
9 The Adviser has agreed to waive or reimburse expenses, as detailed in the accompanying notes to the financial statements, which are subject to possible recapture by the Investment Adviser within three years of being incurred. See Note 4.
10 Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolio was as follows:
| |
Period ended | Lifecycle 2015 |
2/28/10 | 0.48%–1.13% |
8/31/09 | 0.49%–1.18% |
8/31/08 | 0.49%–1.13% |
11 Includes the impact of expense recapture, which amounted to 0.02%, 0.01%, 0.02%, 0.27% and 0.14% of average net assets for Class A, R1, R3, R4 and R5, respectively, for the period ended 2-28-10. See Note 4.
12 Includes transfer agent fee earned credits of less than 0.01% of average net assets.
13 The inception date for Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares is 10-30-06.
14 The Adviser made a payment to the Portfolio of $6,640. Excluding this payment, total return would have been 7.98% for Class R1. There was no effect to the total returns for Class A, Class R3, Class R4, Class R5 and Class 1.
See notes to financial statements
| |
46 | Lifecycle Portfolios | Semiannual report |
Financial highlights
Continued
Lifecycle 2010 Portfolio
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout each period | | Ratios and supplemental data | |
| | income (loss) from | | | | | | | | | | | | |
| | investment operations | | | Less distributions | | | | Ratios to average net assets | | |
| |
| |
| |
| |
|
| | | Net | | | | | | | | Expenses | | | | |
| | | realized | Total | | | | | | | before | Expenses | | Net | |
| Net asset | Net | and | from | From net | | | | | | reduc- | including | | assets, | |
| value, | invest- | unrealized | invest- | invest- | | | | Net asset | | tions and | reductions | Net | end of | |
| beginning | ment in- | gain (loss) | ment | ment | From net | From | Total | value, end | Total | amounts | and amounts | investment | period (in | Portfolio |
| of period | come (loss) | on invest- | operations | income | realized | capital | distribu- | of period | return | recaptured | recaptured | income | thousands) | turnover |
Period ended | ($) | ($)1,2 | ments ($) | ($) | ($) | gain ($) | paid-in ($) | tions ($) | ($) | (%)3 | (%)4 | (%)4 | (%)1 | ($) | (%) |
|
CLASS A | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.38 | 0.20 | 0.50 | 0.70 | (0.17) | (0.03) | — | (0.20) | 8.88 | 8.386,7 | 0.558 | 0.598,9,10,11 | 4.498 | 8,072 | 26 |
08-31-2009 | 9.69 | 0.28 | (1.20) | (0.92) | (0.26) | (0.13) | — | (0.39) | 8.38 | (8.53)6 | 1.22 | 0.649,10 | 3.75 | 5,637 | 31 |
08-31-2008 | 10.54 | 0.23 | (0.83) | (0.60) | (0.16) | (0.09) | — | (0.25) | 9.69 | (5.87)6 | 1.61 | 0.6510,13 | 2.28 | 2,050 | 14 |
08-31-200712 | 10.00 | 0.12 | 0.57 | 0.69 | (0.09) | (0.06) | — | (0.15) | 10.54 | 6.996,7 | 2.458 | 0.638 | 1.428 | 665 | 17 |
|
CLASS R1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.36 | 0.18 | 0.52 | 0.70 | (0.16) | (0.03) | — | (0.19) | 8.87 | 8.386,7 | 0.998 | 0.748,9,10,11 | 4.228 | 585 | 26 |
08-31-2009 | 9.66 | 0.25 | (1.19) | (0.94) | (0.23) | (0.13) | — | (0.36) | 8.36 | (8.82)6 | 9.94 | 0.879,10 | 3.39 | 286 | 31 |
08-31-2008 | 10.52 | 0.23 | (0.85) | (0.62) | (0.15) | (0.09) | — | (0.24) | 9.66 | (6.02)6 | 14.92 | 0.8710,13 | 2.30 | 126 | 14 |
08-31-200712 | 10.00 | 0.15 | 0.52 | 0.67 | (0.09) | (0.06) | — | (0.15) | 10.52 | 6.706,7 | 16.898 | 0.878 | 1.708 | 107 | 17 |
|
CLASS R3 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.37 | 0.19 | 0.51 | 0.70 | (0.17) | (0.03) | — | (0.20) | 8.87 | 8.306,7 | 1.068 | 0.698,9,10,11 | 4.298 | 1,286 | 26 |
08-31-2009 | 9.67 | 0.26 | (1.19) | (0.93) | (0.24) | (0.13) | — | (0.37) | 8.37 | (8.69)6 | 2.34 | 0.799,10 | 3.48 | 1,260 | 31 |
08-31-2008 | 10.53 | 0.26 | (0.88) | (0.62) | (0.15) | (0.09) | — | (0.24) | 9.67 | (6.02)6 | 3.95 | 0.8210,13 | 2.64 | 795 | 14 |
08-31-200712 | 10.00 | 0.16 | 0.52 | 0.68 | (0.09) | (0.06) | — | (0.15) | 10.53 | 6.826,7,14 | 16.818 | 0.808 | 1.778 | 107 | 17 |
|
CLASS R4 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.38 | 0.20 | 0.52 | 0.72 | (0.19) | (0.03) | — | (0.22) | 8.88 | 8.576,7 | 4.178 | 0.398,9,10,11 | 4.538 | 69 | 26 |
08-31-2009 | 9.69 | 0.29 | (1.20) | (0.91) | (0.27) | (0.13) | — | (0.40) | 8.38 | (8.40)6 | 11.93 | 0.499,10 | 3.82 | 116 | 31 |
08-31-2008 | 10.55 | 0.26 | (0.85) | (0.59) | (0.18) | (0.09) | — | (0.27) | 9.69 | (5.76)6 | 12.38 | 0.5310,13 | 2.56 | 205 | 14 |
08-31-200712 | 10.00 | 0.18 | 0.52 | 0.70 | (0.09) | (0.06) | — | (0.15) | 10.55 | 7.086,7,14 | 16.518 | 0.528 | 2.068 | 107 | 17 |
|
CLASS R5 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.39 | 0.22 | 0.50 | 0.72 | (0.21) | (0.03) | — | (0.24) | 8.87 | 8.616,7 | 1.738 | 0.098,9,10,11 | 5.068 | 188 | 26 |
08-31-2009 | 9.71 | 0.31 | (1.20) | (0.89) | (0.30) | (0.13) | — | (0.43) | 8.39 | (8.11)6 | 5.86 | 0.209,10 | 4.12 | 207 | 31 |
08-31-2008 | 10.57 | 0.24 | (0.80) | (0.56) | (0.21) | (0.09) | — | (0.30) | 9.71 | (5.51)6 | 10.30 | 0.2510,13 | 2.41 | 498 | 14 |
08-31-200712 | 10.00 | 0.21 | 0.52 | 0.73 | (0.10) | (0.06) | — | (0.16) | 10.57 | 7.336,7,14 | 16.208 | 0.238 | 2.348 | 107 | 17 |
|
CLASS 1 | | | | | | | | | | | | | | | |
|
02-28-20105 | 8.39 | 0.23 | 0.50 | 0.73 | (0.21) | (0.03) | — | (0.24) | 8.88 | 8.696,7 | 0.148 | 0.148,9,10 | 5.178 | 439,630 | 26 |
08-31-2009 | 9.72 | 0.30 | (1.20) | (0.90) | (0.30) | (0.13) | — | (0.43) | 8.39 | (8.15)6 | 0.19 | 0.199,10 | 4.10 | 151,035 | 31 |
08-31-2008 | 10.57 | 0.26 | (0.81) | (0.55) | (0.21) | (0.09) | — | (0.30) | 9.72 | (5.41)6 | 0.21 | 0.2010 | 2.61 | 121,337 | 14 |
08-31-200712 | 10.00 | 0.16 | 0.57 | 0.73 | (0.10) | (0.06) | — | (0.16) | 10.57 | 7.346,7 | 0.568 | 0.208 | 1.788 | 25,428 | 17 |
|
1 Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds in which the Portfolio invests.
2 Based on the average daily shares outstanding.
3 Assumes dividend reinvestment (if applicable).
4 Does not include expenses of the underlying affiliated funds in which the Portfolio invests.
5 Unaudited.
6 Total returns would have been lower had certain expenses not been reduced during the periods shown.
7 Not annualized.
8 Annualized.
9 The Adviser has agreed to waive or reimburse expenses, as detailed in the accompanying notes to the financial statements, which are subject to possible recapture by the Investment Adviser within three years of being incurred. See Note 4.
10 Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio.
The range of expense ratios of the underlying funds held by the Portfolio was as follows:
| |
Period ended | Lifecycle 2010 |
2/28/10 | 0.48%–1.08% |
8/31/09 | 0.49%–1.09% |
8/31/08 | 0.49%–1.13% |
11 Includes the impact of expense recapture, which amounted to 0.02%, 0.05%, 0.02%, 0.38% and 0.16% of average net assets for Class A, R1, R3, R4 and R5, respectively, for the period ended 2-28-10. See Note 4.
12 The inception date for Class A, Class R1, Class R3, Class R4, Class R5 and Class 1 shares is 10-30-06.
13 Includes transfer agent fee earned credits of less than 0.01% of average net assets.
14 The Adviser made a payment to the Portfolio of $4,286. Excluding this payment, total returns would have been 6.72%, 6.97% and 7.23% for Class R3, Class R4 and Class R5, respectively. There was no effect to the total returns for Class A, Class R1 and Class 1. See Note 1.
See notes to financial statements
| | |
| Semiannual report | Lifecycle Portfolios | 47 |
Notes to financial statements
(Unaudited)
Note 1 — Organization
John Hancock Funds II (JHF II or the Trust) is an open-end management investment company organized as a Massachusetts business trust. The Trust is a series company which means it has several funds, each with a stated investment objective that it pursues through separate investment policies. The Trust currently offers eighty-six separate investment funds, eight of which (collectively, Lifecycle Portfolios or the Portfolios, and individually the Portfolio) are presented in this report and are non-diversified for purposes of the Investment Company Act of 1940, as amended (the 1940 Act).
The Portfolios may offer multiple classes of shares. The shares currently offered by the Trust are detailed in the Statements of Assets and Liabilities. Class A shares are open to all investors. Class R1, R3, R4 and R5 shares are available only to certain retirement plans. Class 1 shares are offered only to certain affiliates of Manulife Financial Corporation (MFC). The Lifecycle Portfolios are a series of the Trust and operate as “funds of funds” that invest in Class NAV shares of underlying funds of the Trust, John Hancock Funds (JHF), John Hancock Funds III (JHF III) and also in other affiliated funds of the John Hancock funds complex. The Portfolios may also invest in unaffiliated underlying funds and other permitted security investments. Shareholders of each class have exclusive voting rights to matters that affect that class. The distribution and service fees and transfer agent fees for each class may differ.
The accounting policies of the underlying funds of the Portfolios are outlined in the underlying funds’ shareholder reports, available without charge by calling 1-800-344-1029, on the Securities and Exchange Commission (SEC) Web site at www.sec.gov or at the SEC’s public reference room in Washington, D.C. The underlying funds are not covered by this report.
Note 2 — Significant accounting policies
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America, which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Events or transactions occurring after the end of the fiscal period through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Portfolios:
Security valuation. Investments are stated at value as of the close of the regular trading on the New York Stock Exchange (NYSE), normally at 4:00 p.m., Eastern Time. The Portfolios use a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these techniques are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes significant unobservable inputs when market prices are not readily available or reliable, including the Portfolios’ own assumptions in determining the fair value of investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
At February 28, 2010, all investments for the Portfolios are Level 1 under the hierarchy discussed above.
In order to value the securities, the Portfolios use the following valuation techniques. Investments by the Portfolios in underlying affiliated funds are valued at their respective net asset value each business day. All other securities held by the Portfolios are valued at the last sale price or official closing price on the principal securities exchange on which they trade. In the event there were no sales during the day or closing prices are not available, then securities are valued using the last quoted bid or evaluated price.
Security transactions and related investment income. Investment security transactions are accounted for on a trade date plus one basis for daily net asset value calculations. However, for financial reporting purposes, investment transactions are reported on trade date. Interest income is accrued as earned. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds from litigation. Dividend income is recorded on the ex-dividend date. Interest income includes coupon interest and amortization/accretion of discounts/premiums on debt securities.
Expenses. The majority of expenses are directly attributable to an individual Portfolio. Expenses that are not readily attributable to a specific Portfolio are allocated among all Portfolios in an equitable manner, taking into consideration, among other things, the nature and type of expense and the Portfolios’ relative assets. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Class allocations. Income, common expenses, and realized and unrealized gains (losses) are determined at the Portfolio level and allocated daily to each class of shares based on the net asset value of the class. Class-specific expenses, such as distribution and service fees, if any, transfer agent fees, state registration fees and printing and postage fees for all classes are calculated daily at the class level based on the appropriate net asset value of each class and the specific expense rates applicable to each class.
| |
48 | Lifecycle Portfolios | Semiannual report |
Line of credit. The Portfolios may borrow from banks for temporary or emergency purposes, including meeting redemption requests that otherwise might require the untimely sale of securities. Pursuant to the custodian agreement, the custodian may loan money to the Portfolios to make properly authorized payments. The Portfolios are obligated to repay the custodian for any overdraft, including any related costs or expenses. The custodian has a lien, security interest or security entitlement in any Portfolio property that is not segregated, to the maximum extent permitted by law for any overdraft.
In addition, the Portfolios and other affiliated funds have entered into an agreement with the custodian which enables them to participate in a $200 million unsecured committed line of credit effective March 31, 2010. A commitment fee, payable at the end of each calendar quarter, based on the average daily unused portion of the line of credit, is charged to each participating Portfolio on a pro rata basis based on their relative average net assets.
Federal income taxes. Each Portfolio intends to qualify as a regulated investment company by complying with the applicable provisions of the Internal Revenue Code and will not be subject to federal income tax on taxable income that is distributed to shareholders. Therefore, no federal income tax provision is required.
For federal income tax purposes, the Portfolios have a capital loss carryforward available to offset future net realized capital gains. The following table details the capital loss carryforward available as of August 31, 2009.
Capital Loss Carryforwards
Expiring at August 31
| | | | |
Portfolio | 2017 | | | |
| | | |
| | | |
Lifecycle 2045 | $699,374 | | | |
Lifecycle 2040 | 825,392 | | | |
Lifecycle 2035 | 1,230,606 | | | |
Lifecycle 2030 | 1,619,728 | | | |
Lifecycle 2025 | 1,882,836 | | | |
Lifecycle 2020 | 1,054,048 | | | |
Lifecycle 2015 | 562,494 | | | |
Lifecycle 2010 | 176,244 | | | |
As of August 31, 2009, the Portfolios had no uncertain tax positions that would require financial statement recognition, de-recognition or disclosure. The Portfolios’ federal tax return is subject to examination by the Internal Revenue Service for a period of three years.
The cost of investments owned on February 28, 2010, including short-term investments, for federal income tax purposes, was as follows:
| | | | |
| | | | Net Unrealized |
| | Unrealized | Unrealized | Appreciation |
Portfolio | Aggregate Cost | Appreciation | Depreciation | (Depreciation) |
|
|
Lifecycle 2045 | $258,419,075 | $22,676,362 | ($11,326,277) | $11,350,085 |
Lifecycle 2040 | 274,154,137 | 19,197,007 | (11,082,441) | 8,114,566 |
Lifecycle 2035 | 368,203,160 | 23,665,174 | (15,351,801) | 8,313,373 |
Lifecycle 2030 | 483,407,231 | 32,067,865 | (20,821,882) | 11,245,983 |
Lifecycle 2025 | 571,240,784 | 38,651,498 | (23,794,504) | 14,856,994 |
Lifecycle 2020 | 560,841,371 | 39,930,453 | (20,492,216) | 19,438,237 |
Lifecycle 2015 | 394,414,317 | 24,833,431 | (13,809,455) | 11,023,976 |
Lifecycle 2010 | 442,405,287 | 16,635,340 | (9,169,920) | 7,465,420 |
Distribution of income and gains. Distributions to shareholders from net investment income and net realized gains, if any, are recorded on the ex-dividend date. The Portfolios generally declare and pay dividends and capital gain distributions, if any, annually. The tax character of distributions for the year ended August 31, 2009 was as follows:
| | | |
| Year Ended August 31, 2009 Distributions | |
|
| Ordinary | Long Term | |
Portfolio | Income | Capital Gains | Total |
|
|
Lifecycle 2045 | $1,996,382 | $962,229 | $2,958,611 |
Lifecycle 2040 | 2,318,546 | 1,157,256 | 3,475,802 |
Lifecycle 2035 | 3,129,842 | 2,042,797 | 5,172,639 |
Lifecycle 2030 | 4,339,839 | 2,553,593 | 6,893,432 |
Lifecycle 2025 | 7,203,403 | 2,908,069 | 10,111,472 |
Lifecycle 2020 | 9,213,352 | 2,411,072 | 11,624,424 |
Lifecycle 2015 | 8,921,945 | 1,763,044 | 10,684,989 |
Lifecycle 2010 | 5,712,057 | 855,324 | 6,567,381 |
Distributions paid by the Portfolios with respect to each series of shares are calculated in the same manner, at the same time and in the same amount, except for the effect of expenses that may be applied differently to each class.
| | |
| Semiannual report | Lifecycle Portfolios | 49 |
Such distributions on a tax basis, are determined in conformity with income tax regulations, which may differ from accounting principles generally accepted in the United States of America. Material distributions in excess of tax basis earnings and profits, if any, are reported in the Portfolios’ financial statements as a return of capital. Short term gains from underlying funds are treated as ordinary income for tax purposes.
Note 3 — Guarantees and indemnifications
Under the Trust’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust. Additionally, in the normal course of business, the Trust enters into contracts with service providers that contain general indemnification clauses. The Trust’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trust that have not yet occurred.
Note 4 — Fees and transactions with affiliates
John Hancock Investment Management Services, LLC (the Adviser) serves as investment adviser for the Trust. John Hancock Funds, LLC (the Distributor), an affiliate of the Adviser, serves as principal underwriter of the Trust. The Adviser and the Distributor are indirect wholly owned subsidiaries of MFC.
Management fee. The Fund has an investment management contract with the Adviser under which the Fund pays a daily management fee to the Adviser equivalent, on an annual basis, as stated below:
The fee on assets invested in a fund of JHF II or JHF III is stated as an annual percentage of the current value of the aggregate net assets of all the Portfolios determined in accordance with the following schedule, and that rate is applied to the Affiliated Fund Assets held by each Portfolio.
| | | |
| First $7.5 billion of | Excess over $7.5 billion | |
Portfolio | aggregate net assets | of aggregate net assets | |
| |
Lifecycle Portfolios | 0.06% | 0.05% | |
|
The fee on Other Assets is stated as an annual percentage of the current value of the aggregate net assets of all the Portfolios determined in accordance with the following schedule, and that rate is applied to the Other Assets of each Portfolio.
| | |
| First $7.5 billion of | Excess over $7.5 billion |
Portfolio | aggregate net assets | of aggregate net assets |
|
|
Lifecycle Portfolios | 0.51% | 0.50% |
MFC Global Investment Management (U.S.A.) Limited acts as subadviser to the Lifecycle Portfolios. The Portfolios are not responsible for the payment of subadvisory fees. The investment management fees incurred for the six months ended February 28, 2010 were equivalent to an annual effective rate of each Portfolio’s average daily net assets as follows:
| | | |
| Annual | | |
Portfolio | Effective Rate | | |
| | |
Lifecycle 2045 | 0.06% | | |
Lifecycle 2040 | 0.06% | | |
Lifecycle 2035 | 0.06% | | |
Lifecycle 2030 | 0.06% | | |
Lifecycle 2025 | 0.06% | | |
Lifecycle 2020 | 0.06% | | |
Lifecycle 2015 | 0.06% | | |
Lifecycle 2010 | 0.06% | | |
Effective January 1, 2010, the Adviser voluntarily agreed to waive a portion of its management fee if certain expenses of the Portfolios (excluding management fees, underlying fund expenses, Rule 12b-1 fees, transfer agency fees, service plan fees, state registration fees, printing and postage fees, taxes, brokerage commissions, interest, litigation and indemnification expenses, other expenses not incurred in the ordinary course of the Portfolios’ business, and fees under any agreement or plans of the Portfolios dealing with services for shareholders and others with beneficial interests in shares of the Portfolios) exceed 0.10% of average net assets. This expense reduction will continue in effect until terminated by the Adviser. Prior to January 1, 2010 the Adviser contractually waived above expenses exceeding 0.09% of average net assets.
Also, the Adviser has agreed to contractually limit certain class-specific expenses for all Portfolios to 0.50% for Class A, 0.05% for Class 1, 0.65% for Class R1, 0.60% for Class R3 (0.55% for Lifecycle 2045 and Lifecycle 2040), 0.30% for Class R4 and 0.00% for Class R5. These reimbursements will continue in effect until December 31, 2010 and thereafter, until terminated by the Adviser on notice to the Trust.
The adviser has voluntarily agreed to waive its advisory fee or reimburse the Portfolios so that the aggregate advisory fee retained by the adviser with respect to both the Portfolios and the underlying investments does not exceed 0.51% of the Lifecycle Portfolio’s first $7.5 billion of average net assets and 0.50% of the Portfolio’s average net assets in excess of $7.5 billion. This voluntary waiver may terminate at any time.
| |
50 | Lifecycle Portfolios | Semiannual report |
For the six months ended February 28, 2010, the expense reductions amounted to the following and are reflected as a reduction of total expenses in the Statements of Operations:
| | | | | | | |
| | Expense Reimbursement by Class | | |
|
Portfolio | Class A | Class R1 | Class R3 | Class R4 | Class R5 | Class 1 | Total |
|
Lifecycle 2045 | $3,745 | $1,505 | $2,135 | $1,962 | $2,018 | $3,493 | $14,858 |
Lifecycle 2040 | 1,891 | 1,527 | 2,555 | 1,970 | 2,126 | 3,617 | 13,686 |
Lifecycle 2035 | 1,812 | 1,532 | 2,054 | 1,962 | 2,029 | 4,946 | 14,335 |
Lifecycle 2030 | 1,426 | 1,712 | 2,234 | 2,052 | 2,279 | 6,224 | 15,927 |
Lifecycle 2025 | 752 | 1,700 | 2,314 | 2,044 | 2,153 | 6,949 | 15,911 |
Lifecycle 2020 | 330 | 2,084 | 2,413 | 1,999 | 2,258 | 5,103 | 14,187 |
Lifecycle 2015 | 495 | 1,509 | 2,139 | 1,934 | 2,011 | — | 8,088 |
Lifecycle 2010 | 129 | 1,222 | 2,181 | 1,917 | 1,964 | — | 7,413 |
Accounting and legal services. Pursuant to the Advisory Agreement, the Portfolios reimburse the Adviser for all expenses associated with providing the administrative, financial, legal, accounting and recordkeeping services of the Portfolios, including the preparation of all tax returns, periodic reports to shareholders and regulatory reports amongst other services. These expenses are allocated to each share class based on relative net assets at the time the expense was incurred. The accounting and legal services fees incurred for the six months ended February 28, 2010, amounted to an approximate annual rate of 0.01% of each Portfolio’s average daily net assets except for Lifecycle 2045, which was 0.02%.
Distribution and service plans. The Trust has a distribution agreement with the Distributor. The Portfolios have adopted distribution plans with respect to Class A, Class R1, Class R3, Class R4 and Class 1 pursuant to Rule 12b-1 of the 1940 Act, to pay the Distributor for services provided as the distributor of shares of the Portfolios. In addition, under a service plan for Class R1, R3, R4 and R5, the Portfolios pay the Distributor for certain other services. The following table shows the contractual rates of distribution and services fees under these arrangements, expressed as an annual percentage of average daily net assets for each class of the Portfolios’ shares.
| | | | |
| Distribution | | | |
Class | Fee (12b-1) | Service Fee | | |
| | |
A | 0.30% | 0.00% | | |
R1 | 0.50% | 0.25% | | |
R3 | 0.50% | 0.15% | | |
R4 | 0.25% | 0.10% | | |
R5 | 0.00% | 0.05% | | |
1 | 0.05% | 0.00% | | |
Sales charges. Class A shares are assessed up-front sales charges of up to 5% of the net asset value of such shares. The following summarizes the net upfront sales charges received by the Distributor during the six months ended February 28, 2010:
| | | | | | | | |
| Lifecycle | Lifecycle | Lifecycle | Lifecycle | Lifecycle | Lifecycle | Lifecycle | Lifecycle |
| 2045 | 2040 | 2035 | 2030 | 2025 | 2020 | 2015 | 2010 |
|
Net Sales Charges | $23,120 | $10,544 | $20,122 | $19,001 | $27,298 | $46,986 | $40,257 | $9,850 |
Retained for printing | | | | | | | | |
prospectuses, advertising | | | | | | | | |
and sales literature | 3,051 | 1,251 | 2,769 | 2,418 | 4,196 | 7,618 | 6,174 | 1,117 |
Sales commission to | | | | | | | | |
unrelated broker-dealers | 19,984 | 9,272 | 17,324 | 16,455 | 22,730 | 39,218 | 34,043 | 8,733 |
Sales commission to | | | | | | | | |
affiliated sales personnel | 85 | 21 | 29 | 128 | 372 | 150 | 40 | — |
Transfer agent fees. The Portfolios have a transfer agent agreement with John Hancock Signature Services, Inc. (“Signature Services” or “Transfer Agent”), an affiliate of the Adviser. The transfer agent fees are made up of three components:
•The Portfolios pay a monthly transfer agent fee at an annual rate of 0.05% for ClassA, R1, R3, R4 and R5, based on each class’s average daily net assets.
•The Portfolios pay a monthly fee for Class A, R1, R3, R4 and R5 based on an annual rate of $16.50 per shareholder account.
•In addition, Signature Services is reimbursed for certain out-of-pocket expenses.
| | |
| Semiannual report | Lifecycle Portfolios | 51 |
Certain investor accounts that maintain small balances are charged an annual small accounts fee by Signature Services. Amounts related to these fees are credited by Signature Services to the Portfolios. For the period ended February 28, 2010, these fees were as follows:
| | | |
| Small account | | |
Portfolio | fees | | |
| | |
Lifecycle 2045 Portfolio | $740 | | |
Lifecycle 2040 Portfolio | 360 | | |
Lifecycle 2035 Portfolio | 460 | | |
Lifecycle 2030 Portfolio | 260 | | |
Lifecycle 2025 Portfolio | 440 | | |
Lifecycle 2020 Portfolio | 320 | | |
Lifecycle 2015 Portfolio | 280 | | |
Lifecycle 2010 Portfolio | 140 | | |
Class level expenses for the six months ended February 28, 2010 were:
| | | | | |
| | Distribution and | Transfer | State registration | Printing and |
Portfolio | Share class | service fees | agent fees | fees | postage fees |
|
|
Lifecycle 2045 | Class A | $6,239 | $9,008 | ($846) | $419 |
| Class R1 | 1,939 | 610 | 297 | 40 |
| Class R3 | 977 | 313 | 1,399 | 54 |
| Class R4 | 330 | 164 | 1,399 | 38 |
| Class R5 | 37 | 181 | 1,433 | 44 |
| Class 1 | 56,869 | — | — | — |
| Total | $66,391 | $10,276 | $3,682 | $595 |
|
|
Lifecycle 2040 | Class A | $7,899 | $7,528 | ($928) | $446 |
| Class R1 | 3,270 | 692 | 296 | 88 |
| Class R3 | 3,994 | 552 | 1,399 | 178 |
| Class R4 | 190 | 177 | 1,399 | 49 |
| Class R5 | 106 | 271 | 1,399 | 110 |
| Class 1 | 58,903 | — | — | — |
| Total | $74,362 | $9,220 | $3,565 | $871 |
|
|
Lifecycle 2035 | Class A | $10,331 | $8,838 | ($868) | $624 |
| Class R1 | 3,159 | 690 | 291 | 53 |
| Class R3 | 1,644 | 362 | 1,395 | 60 |
| Class R4 | 293 | 149 | 1,395 | 30 |
| Class R5 | 49 | 199 | 1,413 | 47 |
| Class 1 | 80,538 | — | — | — |
| Total | $96,014 | $10,238 | $3,626 | $814 |
|
|
Lifecycle 2030 | Class A | $16,659 | $11,720 | ($713) | $964 |
| Class R1 | 5,346 | 797 | 300 | 90 |
| Class R3 | 2,144 | 466 | 1,400 | 105 |
| Class R4 | 302 | 177 | 1,400 | 126 |
| Class R5 | 173 | 333 | 1,424 | 180 |
| Class 1 | 104,292 | — | — | — |
| Total | $128,916 | $13,493 | $3,811 | $1,465 |
|
|
Lifecycle 2025 | Class A | $17,566 | $11,143 | ($770) | $1,037 |
| Class R1 | 5,350 | 775 | 300 | 127 |
| Class R3 | 3,332 | 559 | 1,402 | 154 |
| Class R4 | 477 | 208 | 1,402 | 42 |
| Class R5 | 94 | 259 | 1,435 | 87 |
| Class 1 | 126,194 | — | — | — |
| Total | $153,013 | $12,944 | $3,769 | $1,447 |
|
|
Lifecycle 2020 | Class A | $22,350 | $12,945 | ($799) | $1,290 |
| Class R1 | 7,480 | 961 | 284 | 144 |
| Class R3 | 3,150 | 493 | 1,392 | 145 |
| Class R4 | 242 | 147 | 1,392 | 61 |
| Class R5 | 121 | 342 | 1,408 | 180 |
| Class 1 | 123,242 | — | — | — |
| |
52 | Lifecycle Portfolios | Semiannual report |
| | | | | |
| | Distribution and | Transfer | State registration | Printing and |
Portfolio | Share class | service fees | agent fees | fees | postage fees |
|
|
Lifecycle 2015 | Class A | $15,422 | $9,408 | ($787) | $814 |
| Class R1 | 3,185 | 703 | 303 | 70 |
| Class R3 | 3,348 | 554 | 1,401 | 120 |
| Class R4 | 234 | 151 | 1,401 | 34 |
| Class R5 | 26 | 178 | 1,401 | 83 |
| Class 1 | 87,588 | — | — | — |
| Total | $109,803 | $10,994 | $3,719 | $1,121 |
|
|
Lifecycle 2010 | Class A | $10,385 | $5,855 | ($828) | $483 |
| Class R1 | 1,378 | 451 | 301 | 54 |
| Class R3 | 3,298 | 456 | 1,405 | 128 |
| Class R4 | 147 | 111 | 1,402 | 25 |
| Class R5 | 36 | 157 | 1,388 | 50 |
| Class 1 | 86,450 | — | — | — |
| Total | $101,694 | $7,030 | $3,668 | $740 |
|
Affiliated share ownership. At February 28, 2010, affiliates of the Portfolios owned shares of beneficial interest of the following Portfolios:
| | | | | |
Portfolio | Class R1 | | | | |
| | | | |
Lifecycle 2040 | 10,742 | | | | |
Lifecycle 2015 | 11,100 | | | | |
Lifecycle 2010 | 22,262 | | | | |
Expense recapture. The Adviser may recapture operating expenses reimbursed or fees waived under previous expense limitation or waiver arrangements made subsequent to January 1, 2009, for a period of three years following the beginning of the month in which such reimbursements or waivers occurred. The table below outlines the amounts recovered during the six months ended February 28, 2010, and the amount of waived or reimbursed expenses subject to potential recovery and the respective expiration dates.
| | | |
| Amount recovered | Amounts eligible for | |
| during the six-month period | recovery through | |
Portfolio | ended 2/28/10 | February 1, 2013 | |
| |
Lifecycle 2045 | $1,453 | $51,186 | |
Lifecycle 2040 | 1,381 | 50,401 | |
Lifecycle 2035 | 1,741 | 48,498 | |
Lifecycle 2030 | 1,519 | 50,445 | |
Lifecycle 2025 | 2,158 | 47,927 | |
Lifecycle 2020 | 2,768 | 46,624 | |
Lifecycle 2015 | 2,727 | 45,095 | |
Lifecycle 2010 | 3,195 | 42,271 | |
Trustee expenses. The Trust compensates each Trustee who is not an employee of the Adviser or its affiliates. The costs of paying Trustee compensation and expenses are allocated to each Portfolio based on its average daily net assets.
Note 5 —Portfolio share transactions
Transactions in Portfolio shares for the six months ended February 28, 2010 and year ended August 31, 2009 were as follows:
| | | | |
Lifecycle 2045 Portfolio | | | |
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
Class A shares | | | | |
|
Sold | 291,264 | $2,426,619 | 229,021 | $1,543,975 |
Issued in class | — | — | 170,233 | 1,335,003 |
Distributions reinvested | 6,799 | 57,727 | 3,299 | 19,894 |
Repurchased | (203,608) | (1,708,260) | (149,241) | (1,077,278) |
Net increase | 94,455 | $776,086 | 253,312 | $1,821,594 |
| | | | |
Class B shares | | | | |
|
Sold | — | — | 13,970 | $102,558 |
Redeemed in class | — | — | (38,259) | (297,616) |
Distributions reinvested | — | — | 621 | 3,746 |
Repurchased | — | — | (5,449) | (29,624) |
Net decrease | — | — | (29,117) | ($220,936) |
| | |
| Semiannual report | Lifecycle Portfolios | 53 |
| | | | |
Lifecycle 2045 Portfolio (continued) | | | |
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
|
Class C shares | | | | |
|
Sold | — | — | 14,614 | $116,420 |
Redeemed in class | — | — | (34,573) | (268,750) |
Distributions reinvested | — | — | 480 | 2,897 |
Repurchased | — | — | (508) | (3,272) |
Net decrease | — | — | (19,987) | ($152,705) |
|
Class R shares | | | | |
|
Sold | — | — | 19,637 | $133,997 |
Redeemed in class | — | — | (34,994) | (272,677) |
Distributions reinvested | — | — | 380 | 2,295 |
Repurchased | — | — | (3,318) | (21,063) |
Net decrease | — | — | (18,295) | ($157,448) |
|
Class R1 shares | | | | |
|
Sold | 22,471 | $187,662 | 29,624 | $207,566 |
Issued in class | — | — | 34,911 | 272,677 |
Distributions reinvested | 851 | 7,224 | 639 | 3,855 |
Repurchased | (31,615) | (264,391) | (4,672) | (32,120) |
Net increase (decrease) | (8,293) | ($69,505) | 60,502 | $451,978 |
|
Class R2 shares | | | | |
|
Sold | — | — | 76,052 | $499,397 |
Redeemed in class | — | — | (98,209) | (768,637) |
Distributions reinvested | — | — | 1,518 | 9,174 |
Repurchased | — | — | (22,159) | (149,381) |
Net decrease | — | — | (42,798) | ($409,447) |
|
Class R3 shares | | | | |
|
Sold | 19,104 | $159,881 | 15,308 | $101,575 |
Distributions reinvested | 575 | 4,880 | 601 | 3,627 |
Repurchased | (4,616) | (39,303) | (12,221) | (106,986) |
Net increase (decrease) | 15,063 | $125,458 | 3,688 | ($1,784) |
|
Class R4 shares | | | | |
|
Sold | 7,436 | $62,252 | 29,331 | $192,923 |
Distributions reinvested | 232 | 1,972 | 640 | 3,867 |
Repurchased | (39,035) | (330,978) | (3,056) | (20,000) |
Net increase (decrease) | (31,367) | ($266,754) | 26,915 | $176,790 |
|
Class R5 shares | | | | |
|
Sold | 8,910 | $74,805 | 11,408 | $78,765 |
Distributions reinvested | 378 | 3,221 | 661 | 3,990 |
Repurchased | (16,945) | (143,951) | (1,080) | (6,920) |
Net increase (decrease) | (7,657) | ($65,925) | 10,989 | $75,835 |
|
Class 1 shares | | | | |
|
Sold | 6,694,818 | $56,076,611 | 13,894,735 | $91,138,785 |
Distributions reinvested | 503,104 | 4,281,416 | 480,327 | 2,901,172 |
Repurchased | (59,137) | (484,812) | (133,787) | (864,726) |
Net increase | 7,138,785 | $59,873,215 | 14,241,275 | $93,175,231 |
|
Net increase | 7,200,986 | $60,372,575 | 14,486,484 | $94,759,108 |
|
|
Lifecycle 2040 Portfolio | | | | |
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
|
Class A shares | | | | |
|
Sold | 258,802 | $2,160,564 | 307,579 | $2,081,884 |
Issued in class | — | — | 201,887 | 1,579,502 |
Distributions reinvested | 9,078 | 77,167 | 4,650 | 28,038 |
Repurchased | (114,372) | (957,729) | (74,687) | (486,334) |
Net increase | 153,508 | $1,280,002 | 439,429 | $3,203,090 |
| |
54 | Lifecycle Portfolios | Semiannual report |
| | | | |
Lifecycle 2040 Portfolio (continued) | | | |
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
|
Class B shares | | | | |
|
Sold | — | — | 20,105 | $126,508 |
Redeemed in class | — | — | (41,499) | (322,722) |
Distributions reinvested | — | — | 528 | 3,178 |
Repurchased | — | — | (4,740) | (34,298) |
Net decrease | — | — | (25,606) | ($227,334) |
|
Class C shares | | | | |
|
Sold | — | — | 43,613 | $267,683 |
Redeemed in class | — | — | (66,426) | (516,364) |
Distributions reinvested | — | — | 782 | 4,706 |
Repurchased | — | — | (2,802) | (17,490) |
Net decrease | — | — | (24,833) | ($261,465) |
|
Class R shares | | | | |
|
Sold | — | — | 31,048 | $205,810 |
Redeemed in class | — | — | (41,538) | (323,657) |
Distributions reinvested | — | — | 376 | 2,266 |
Repurchased | — | — | (4,823) | (32,106) |
Net decrease | — | — | (14,937) | ($147,687) |
|
Class R1 shares | | | | |
|
Sold | 57,056 | $475,840 | 36,395 | $238,132 |
Issued in class | — | — | 41,423 | 323,657 |
Distributions reinvested | 1,204 | 10,222 | 597 | 3,598 |
Repurchased | (8,407) | (67,170) | (5,513) | (33,458) |
Net increase | 49,853 | $418,892 | 72,902 | $531,929 |
|
Class R2 shares | | | | |
|
Sold | — | — | 43,242 | $280,858 |
Redeemed in class | — | — | (94,651) | (740,416) |
Distributions reinvested | — | — | 2,102 | 12,672 |
Repurchased | — | — | (25,467) | (173,260) |
Net decrease | — | — | (74,774) | ($620,146) |
|
Class R3 shares | | | | |
|
Sold | 23,240 | $194,096 | 79,740 | $527,333 |
Distributions reinvested | 2,197 | 18,626 | 3,824 | 23,022 |
Repurchased | (28,271) | (239,943) | (43,415) | (279,770) |
Net increase (decrease) | (2,834) | ($27,221) | 40,149 | $270,585 |
|
Class R4 shares | | | | |
|
Sold | 6,672 | $55,174 | 13,824 | $88,979 |
Distributions reinvested | 79 | 671 | 648 | 3,908 |
Repurchased | (32,179) | (273,831) | (74) | (496) |
Net increase (decrease) | (25,428) | ($217,986) | 14,398 | $92,391 |
|
Class R5 shares | | | | |
|
Sold | 5,474 | $45,380 | 19,850 | $131,531 |
Distributions reinvested | 1,133 | 9,643 | 2,475 | 14,951 |
Repurchased | (29,136) | (249,864) | (16,221) | (95,430) |
Net increase (decrease) | (22,529) | ($194,841) | 6,104 | $51,052 |
|
Class 1 shares | | | | |
|
Sold | 6,930,143 | $58,037,194 | 13,144,771 | $86,196,741 |
Distributions reinvested | 523,731 | 4,456,951 | 559,163 | 3,371,754 |
Repurchased | (73,025) | (612,739) | (54,593) | (417,267) |
Net increase | 7,380,849 | $61,881,406 | 13,649,341 | $89,151,228 |
|
Net increase | 7,533,419 | $63,140,252 | 14,082,173 | $92,043,643 |
|
| | |
| Semiannual report | Lifecycle Portfolios | 55 |
| | | | |
Lifecycle 2035 Portfolio | | | |
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
|
Class A shares | | | | |
|
Sold | 305,552 | $2,539,789 | 366,112 | $2,458,929 |
Issued in class | — | — | 264,955 | 2,079,523 |
Distributions reinvested | 11,497 | 97,951 | 8,529 | 51,600 |
Repurchased | (155,011) | (1,307,761) | (97,826) | (627,225) |
Net increase | 162,038 | $1,329,979 | 541,770 | $3,962,827 |
|
Class B shares | | | | |
|
Sold | — | — | 23,555 | $146,705 |
Redeemed in class | — | — | (70,038) | (546,825) |
Distributions reinvested | — | — | 1,313 | 7,945 |
Repurchased | — | — | (13,027) | (81,697) |
Net decrease | — | — | (58,197) | ($473,872) |
|
Class C shares | | | | |
|
Sold | — | — | 32,575 | $211,238 |
Redeemed in class | — | — | (55,314) | (431,814) |
Distributions reinvested | — | — | 799 | 4,837 |
Repurchased | — | — | (12,472) | (76,564) |
Net decrease | — | — | (34,412) | ($292,303) |
|
Class R shares | | | | |
|
Sold | — | — | 31,214 | $206,628 |
Redeemed in class | — | — | (32,327) | (252,793) |
Distributions reinvested | — | — | 404 | 2,447 |
Repurchased | — | — | (7,579) | (50,054) |
Net decrease | — | — | (8,288) | ($93,772) |
|
Class R1 shares | | | | |
|
Sold | 67,948 | $569,159 | 47,818 | $361,428 |
Issued in class | — | — | 32,236 | 252,793 |
Distributions reinvested | 1,208 | 10,295 | 534 | 3,229 |
Repurchased | (11,252) | (94,054) | (15,988) | (102,152) |
Net increase | 57,904 | $485,400 | 64,600 | $515,298 |
|
Class R2 shares | | | | |
|
Sold | — | — | 63,296 | $419,564 |
Redeemed in class | — | — | (140,202) | (1,100,884) |
Distributions reinvested | — | — | 4,320 | 26,138 |
Repurchased | — | — | (71,182) | (460,363) |
Net decrease | — | — | (143,768) | ($1,115,545) |
|
Class R3 shares | | | | |
|
Sold | 27,289 | $230,585 | 28,944 | $193,354 |
Distributions reinvested | 1,046 | 8,911 | 993 | 6,009 |
Repurchased | (5,065) | (41,739) | (1,053) | (6,658) |
Net increase | 23,270 | $197,757 | 28,884 | $192,705 |
|
Class R4 shares | | | | |
|
Sold | 15,711 | $131,561 | 15,000 | $100,049 |
Distributions reinvested | 234 | 2,000 | 438 | 2,656 |
Repurchased | (14,054) | (120,181) | (14,870) | (122,851) |
Net increase (decrease) | 1,891 | $13,380 | 568 | ($20,146) |
|
Class R5 shares | | | | |
|
Sold | 18,201 | $154,413 | 15,553 | $104,010 |
Distributions reinvested | 767 | 6,551 | 758 | 4,591 |
Repurchased | (11,837) | (103,076) | (6,389) | (42,503) |
Net increase | 7,131 | $57,888 | 9,922 | $66,098 |
|
Class 1 shares | | | | |
|
Sold | 8,109,190 | $68,234,150 | 17,516,859 | $116,193,783 |
Distributions reinvested | 718,013 | 6,131,834 | 834,103 | 5,054,667 |
Repurchased | (59,969) | (502,318) | (173,716) | (1,215,980) |
Net increase | 8,767,234 | $73,863,666 | 18,177,246 | $120,032,470 |
|
Net increase | 9,019,468 | $75,948,070 | 18,578,325 | $122,773,760 |
|
| |
56 | Lifecycle Portfolios | Semiannual report |
| | | | |
Lifecycle 2030 Portfolio | | | |
|
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
|
Class A shares | | | | |
|
Sold | 477,587 | $3,964,944 | 517,759 | $3,514,857 |
Issued in class | — | — | 496,321 | 3,881,343 |
Distributions reinvested | 19,967 | 169,321 | 14,663 | 88,422 |
Repurchased | (203,685) | (1,699,134) | (174,060) | (1,183,846) |
Net increase | 293,869 | $2,435,131 | 854,683 | $6,300,776 |
|
Class B shares | | | | |
|
Sold | — | — | 97,976 | $670,934 |
Redeemed in class | — | — | (142,045) | (1,107,266) |
Distributions reinvested | — | — | 1,516 | 9,160 |
Repurchased | — | — | (12,470) | (93,808) |
Net decrease | — | — | (55,023) | ($520,980) |
|
Class C shares | | | | |
|
Sold | — | — | 101,600 | $690,300 |
Redeemed in class | — | — | (142,763) | (1,114,055) |
Distributions reinvested | — | — | 1,551 | 9,370 |
Repurchased | — | — | (11,889) | (86,715) |
Net decrease | — | — | (51,501) | ($501,100) |
|
Class R shares | | | | |
|
Sold | — | — | 75,532 | $500,822 |
Redeemed in class | — | — | (77,815) | (606,314) |
Distributions reinvested | — | — | 551 | 3,325 |
Repurchased | — | — | (22,361) | (176,204) |
Net decrease | — | — | (24,093) | ($278,371) |
|
Class R1 shares | | | | |
|
Sold | 85,515 | $718,667 | 59,596 | $406,778 |
Issued in class | — | — | 77,741 | 606,314 |
Distributions reinvested | 2,364 | 19,999 | 1,912 | 11,513 |
Repurchased | (44,202) | (361,788) | (12,104) | (91,401) |
Net increase | 43,677 | $376,878 | 127,145 | $933,204 |
|
Class R2 shares | | | | |
|
Sold | — | — | 138,277 | $956,649 |
Redeemed in class | — | — | (212,775) | (1,660,022) |
Distributions reinvested | — | — | 5,744 | 34,577 |
Repurchased | — | — | (71,156) | (462,320) |
Net decrease | — | — | (139,910) | ($1,131,116) |
|
Class R3 shares | | | | |
|
Sold | 20,072 | $168,447 | 35,638 | $240,343 |
Distributions reinvested | 1,244 | 10,528 | 1,847 | 11,121 |
Repurchased | (8,659) | (71,137) | (29,722) | (238,267) |
Net increase | 12,657 | $107,838 | 7,763 | $13,197 |
|
Class R4 shares | | | | |
|
Sold | 20,826 | $170,809 | 33,652 | $213,678 |
Distributions reinvested | 125 | 1,052 | 1,064 | 6,406 |
Repurchased | (56,263) | (478,323) | (334) | (1,826) |
Net increase (decrease) | (35,312) | ($306,462) | 34,382 | $218,258 |
|
Class R5 shares | | | | |
|
Sold | 8,165 | $67,987 | 52,792 | $333,340 |
Distributions reinvested | 2,112 | 17,844 | 3,960 | 23,761 |
Repurchased | (40,609) | (337,609) | (35,278) | (232,575) |
Net increase (decrease) | (30,332) | ($251,778) | 21,474 | $124,526 |
|
Class 1 shares | | | | |
|
Sold | 11,484,139 | $95,612,062 | 21,292,383 | $139,783,901 |
Distributions reinvested | 960,006 | 8,112,052 | 1,115,358 | 6,692,147 |
Repurchased | (81,889) | (670,772) | (138,463) | (897,765) |
Net increase | 12,362,256 | $103,053,342 | 22,269,278 | $145,578,283 |
|
Net increase | 12,646,815 | $105,414,949 | 23,044,198 | $150,736,677 |
|
| | |
| Semiannual report | Lifecycle Portfolios | 57 |
| | | | |
Lifecycle 2025 Portfolio | | | |
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
|
Class A shares | | | | |
|
Sold | 587,701 | $4,926,924 | 546,527 | $3,715,152 |
Issued in class | — | — | 394,887 | 3,126,927 |
Distributions reinvested | 24,161 | 206,578 | 17,730 | 108,862 |
Repurchased | (221,170) | (1,870,096) | (138,705) | (931,494) |
Net increase | 390,692 | $3,263,406 | 820,439 | $6,019,447 |
|
Class B shares | | | | |
|
Sold | — | — | 66,594 | $424,209 |
Redeemed in class | — | — | (129,323) | (1,020,540) |
Distributions reinvested | — | — | 2,030 | 12,487 |
Repurchased | — | — | (9,291) | (59,775) |
Net decrease | — | — | (69,990) | ($643,619) |
|
Class C shares | | | | |
|
Sold | — | — | 50,775 | $355,007 |
Redeemed in class | — | — | (105,394) | (831,711) |
Distributions reinvested | — | — | 2,235 | 13,748 |
Repurchased | — | — | (19,653) | (130,661) |
Net decrease | — | — | (72,037) | ($593,617) |
|
Class R shares | | | | |
|
Sold | — | — | 57,997 | $397,066 |
Redeemed in class | — | — | (64,033) | (505,063) |
Distributions reinvested | — | — | 655 | 4,021 |
Repurchased | — | — | (9,375) | (61,014) |
Net decrease | — | — | (14,756) | ($164,990) |
|
Class R1 shares | | | | |
|
Sold | 81,387 | $670,775 | 81,791 | $586,872 |
Issued in class | — | — | 63,986 | 505,063 |
Distributions reinvested | 2,426 | 20,696 | 1,245 | 7,634 |
Repurchased | (43,316) | (361,327) | (24,434) | (156,018) |
Net increase | 40,497 | $330,144 | 122,588 | $943,551 |
|
Class R2 shares | | | | |
|
Sold | — | — | 73,262 | $487,756 |
Redeemed in class | — | — | (161,546) | (1,274,676) |
Distributions reinvested | — | — | 4,816 | 29,476 |
Repurchased | — | — | (95,137) | (673,953) |
Net decrease | — | — | (178,605) | ($1,431,397) |
|
Class R3 shares | | | | |
|
Sold | 28,328 | $238,368 | 161,475 | $1,015,788 |
Distributions reinvested | 1,861 | 15,873 | 2,262 | 13,867 |
Repurchased | (80,788) | (675,351) | (35,703) | (214,461) |
Net increase (decrease) | (50,599) | ($421,110) | 128,034 | $815,194 |
|
Class R4 shares | | | | |
|
Sold | 29,644 | $246,296 | 22,725 | $153,992 |
Distributions reinvested | 599 | 5,107 | 621 | 3,803 |
Repurchased | (25,369) | (217,529) | (11,951) | (106,001) |
Net increase | 4,874 | $33,874 | 11,395 | $51,794 |
|
Class R5 shares | | | | |
|
Sold | 35,135 | $299,760 | 35,934 | $227,122 |
Distributions reinvested | 1,621 | 13,808 | 1,414 | 8,641 |
Repurchased | (3,240) | (27,509) | (24,077) | (159,502) |
Net increase | 33,516 | $286,059 | 13,271 | $76,261 |
|
Class 1 shares | | | | |
|
Sold | 12,144,943 | $102,415,900 | 24,268,616 | $164,106,191 |
Distributions reinvested | 1,302,324 | 11,095,804 | 1,620,343 | 9,900,298 |
Repurchased | (322,520) | (2,710,418) | (622,833) | (4,316,869) |
Net increase | 13,124,747 | $110,801,286 | 25,266,126 | $169,689,620 |
|
Net increase | 13,543,727 | $114,293,659 | 26,026,465 | $174,762,244 |
|
| |
58 | Lifecycle Portfolios | Semiannual report |
| | | | |
Lifecycle 2020 Portfolio | | | |
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
|
Class A shares | | | | |
|
Sold | 506,488 | $4,335,746 | 843,398 | $5,840,412 |
Issued in class | — | — | 567,982 | 4,597,659 |
Distributions reinvested | 36,016 | 313,343 | 24,115 | 152,168 |
Repurchased | (321,400) | (2,794,114) | (257,578) | (1,776,958) |
Net increase | 221,104 | $1,854,975 | 1,177,917 | $8,813,281 |
|
Class B shares | | | | |
|
Sold | — | — | 89,162 | $596,442 |
Redeemed in class | — | — | (194,540) | (1,572,500) |
Distributions reinvested | — | — | 4,351 | 27,498 |
Repurchased | — | — | (32,084) | (236,191) |
Net decrease | — | — | (133,111) | ($1,184,751) |
|
Class C shares | | | | |
|
Sold | — | — | 111,994 | $801,109 |
Redeemed in class | — | — | (170,215) | (1,374,827) |
Distributions reinvested | — | — | 3,553 | 22,452 |
Repurchased | — | — | (63,252) | (451,361) |
Net decrease | — | — | (117,920) | ($1,002,627) |
|
Class R shares | | | | |
|
Sold | — | — | 46,005 | $302,437 |
Redeemed in class | — | — | (49,389) | (398,486) |
Distributions reinvested | — | — | 1,038 | 6,550 |
Repurchased | — | — | (19,700) | (127,322) |
Net decrease | — | — | (22,046) | ($216,821) |
|
Class R1 shares | | | | |
|
Sold | 109,411 | $948,938 | 147,687 | $1,170,558 |
Issued in class | — | — | 49,324 | 398,486 |
Distributions reinvested | 4,412 | 38,336 | 3,791 | 23,881 |
Repurchased | (50,305) | (438,125) | (18,534) | (121,897) |
Net increase | 63,518 | $549,149 | 182,268 | $1,471,028 |
|
Class R2 shares | | | | |
|
Sold | — | — | 158,681 | $1,104,503 |
Redeemed in class | — | — | (204,215) | (1,650,332) |
Distributions reinvested | — | — | 7,295 | 45,961 |
Repurchased | — | — | (119,590) | (847,189) |
Net decrease | — | — | (157,829) | ($1,347,057) |
|
Class R3 shares | | | | |
|
Sold | 25,834 | $221,058 | 42,845 | $295,131 |
Distributions reinvested | 2,315 | 20,120 | 4,425 | 27,878 |
Repurchased | (6,266) | (53,638) | (21,774) | (141,477) |
Net increase | 21,883 | $187,540 | 25,496 | $181,532 |
|
Class R4 shares | | | | |
|
Sold | 8,726 | $72,911 | 16,780 | $115,799 |
Distributions reinvested | 218 | 1,886 | 796 | 5,017 |
Repurchased | (29,545) | (257,364) | (232) | (1,537) |
Net increase (decrease) | (20,601) | ($182,567) | 17,344 | $119,279 |
|
Class R5 shares | | | | |
|
Sold | 7,931 | $68,308 | 16,798 | $115,596 |
Distributions reinvested | 2,468 | 21,424 | 4,154 | 26,127 |
Repurchased | (3,413) | (29,785) | (5,257) | (30,146) |
Net increase | 6,986 | $59,947 | 15,695 | $111,577 |
|
Class 1 shares | | | | |
|
Sold | 11,965,972 | $102,887,069 | 22,631,842 | $156,559,554 |
Distributions reinvested | 1,447,738 | 12,566,363 | 1,791,509 | 11,268,593 |
Repurchased | (434,311) | (3,707,713) | (833,821) | (5,768,240) |
Net increase | 12,979,399 | $111,745,719 | 23,589,530 | $162,059,907 |
|
Net increase | 13,272,289 | $114,214,763 | 24,577,344 | $169,005,348 |
|
| | |
| Semiannual report | Lifecycle Portfolios | 59 |
| | | | |
Lifecycle 2015 Portfolio | | | |
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
|
Class A shares | | | | |
|
Sold | 468,993 | $4,068,552 | 496,481 | $3,592,049 |
Issued in class | — | — | 460,316 | 3,769,840 |
Distributions reinvested | 32,236 | 280,452 | 20,774 | 133,990 |
Repurchased | (224,049) | (1,942,055) | (212,468) | (1,467,009) |
Net increase | 277,180 | $2,406,949 | 765,103 | $6,028,870 |
|
Class B shares | | | | |
|
Sold | — | — | 45,711 | $308,201 |
Redeemed in class | — | — | (129,739) | (1,060,260) |
Distributions reinvested | — | — | 4,076 | 26,402 |
Repurchased | — | — | (13,948) | (96,432) |
Net decrease | — | — | (93,900) | ($822,089) |
|
Class C shares | | | | |
|
Sold | — | — | 117,378 | $838,380 |
Redeemed in class | — | — | (147,565) | (1,205,250) |
Distributions reinvested | — | — | 4,146 | 26,826 |
Repurchased | — | — | (53,252) | (353,757) |
Net decrease | — | — | (79,293) | ($693,801) |
|
Class R shares | | | | |
|
Sold | — | — | 54,171 | $363,720 |
Redeemed in class | — | — | (51,647) | (421,825) |
Distributions reinvested | — | — | 846 | 5,465 |
Repurchased | — | — | (20,997) | (140,771) |
Net decrease | — | — | (17,627) | ($193,411) |
|
Class R1 shares | | | | |
|
Sold | 31,332 | $270,175 | 40,523 | $286,908 |
Issued in class | — | — | 51,584 | 421,825 |
Distributions reinvested | 2,544 | 22,131 | 1,140 | 7,367 |
Repurchased | (1,323) | (11,273) | (21,359) | (151,325) |
Net increase | 32,553 | $281,033 | 71,888 | $564,775 |
|
Class R2 shares | | | | |
|
Sold | — | — | 188,699 | $1,321,711 |
Redeemed in class | — | — | (184,129) | (1,504,330) |
Distributions reinvested | — | — | 7,027 | 45,326 |
Repurchased | — | — | (136,323) | (949,176) |
Net decrease | — | — | (124,726) | ($1,086,469) |
|
Class R3 shares | | | | |
|
Sold | 67,246 | $579,461 | 57,679 | $408,695 |
Distributions reinvested | 3,928 | 34,136 | 3,473 | 22,438 |
Repurchased | (7,421) | (62,740) | (39,547) | (263,835) |
Net increase | 63,753 | $550,857 | 21,605 | $167,298 |
|
Class R4 shares | | | | |
|
Sold | 7,065 | $59,475 | 27,727 | $195,515 |
Distributions reinvested | 117 | 1,014 | 1,311 | 8,458 |
Repurchased | (45,881) | (403,077) | (3,377) | (23,477) |
Net increase (decrease) | (38,699) | ($342,588) | 25,661 | $180,496 |
|
Class R5 shares | | | | |
|
Sold | 10,057 | $88,349 | 8,051 | $59,632 |
Distributions reinvested | 601 | 5,222 | 2,734 | 17,607 |
Repurchased | (2,184) | (19,104) | (46,068) | (289,507) |
Net increase (decrease) | 8,474 | $74,467 | (35,283) | ($212,268) |
|
Class 1 shares | | | | |
|
Sold | 7,475,247 | $64,755,587 | 14,997,929 | $106,432,784 |
Distributions reinvested | 1,259,384 | 10,944,047 | 1,611,108 | 10,375,537 |
Repurchased | (798,222) | (6,915,910) | (1,640,803) | (11,608,029) |
Net increase | 7,936,409 | $68,783,724 | 14,968,234 | $105,200,292 |
|
Net increase | 8,279,670 | $71,754,442 | 15,501,662 | $109,133,693 |
|
| |
60 | Lifecycle Portfolios | Semiannual report |
| | | | |
Lifecycle 2010 Portfolio | | | |
| Six months ended 2-28-10 | | Year ended 8-31-09 |
| Shares | Amount | Shares | Amount |
|
Class A shares | | | | |
|
Sold | 341,704 | $3,011,367 | 292,785 | $2,223,749 |
Issued in class | — | — | 289,387 | 2,428,586 |
Distributions reinvested | 17,738 | 158,050 | 15,125 | 101,640 |
Repurchased | (123,318) | (1,092,091) | (136,259) | (940,575) |
Net increase | 236,124 | $2,077,326 | 461,038 | $3,813,400 |
|
Class B shares | | | | |
|
Sold | — | — | 22,919 | $163,095 |
Redeemed in class | — | — | (39,224) | (328,622) |
Distributions reinvested | — | — | 1,266 | 8,530 |
Repurchased | — | — | (8,127) | (60,309) |
Net decrease | — | — | (23,166) | ($217,306) |
|
Class C shares | | | | |
|
Sold | — | — | 75,643 | $534,756 |
Redeemed in class | — | — | (154,022) | (1,291,223) |
Distributions reinvested | — | — | 3,652 | 24,615 |
Repurchased | — | — | (27,255) | (207,624) |
Net decrease | — | — | (101,982) | ($939,476) |
|
Class R shares | | | | |
|
Sold | — | — | 6,771 | $47,094 |
Redeemed in class | — | — | (17,574) | (147,035) |
Distributions reinvested | — | — | 551 | 3,703 |
Repurchased | — | — | (272) | (2,275) |
Net decrease | — | — | (10,524) | ($98,513) |
|
Class R1 shares | | | | |
|
Sold | 33,794 | $292,619 | 4,910 | $35,868 |
Issued in class | — | — | 17,555 | 147,035 |
Distributions reinvested | 1,166 | 10,364 | 772 | 5,188 |
Repurchased | (3,178) | (27,416) | (2,129) | (14,370) |
Net increase | 31,782 | $275,567 | 21,108 | $173,721 |
|
Class R2 shares | | | | |
|
Sold | — | — | 33,248 | $245,028 |
Redeemed in class | — | — | (96,489) | (808,741) |
Distributions reinvested | — | — | 6,716 | 45,062 |
Repurchased | — | — | (178,344) | (1,417,832) |
Net decrease | — | — | (234,869) | ($1,936,483) |
|
Class R3 shares | | | | |
|
Sold | 36,904 | $324,029 | 66,834 | $531,367 |
Distributions reinvested | 2,666 | 23,726 | 4,911 | 33,000 |
Repurchased | (45,241) | (389,713) | (3,423) | (23,484) |
Net increase (decrease) | (5,671) | ($41,958) | 68,322 | $540,883 |
|
Class R4 shares | | | | |
|
Sold | 1,237 | $10,611 | 5,894 | $43,791 |
Distributions reinvested | 186 | 1,655 | 704 | 4,721 |
Repurchased | (7,450) | (66,719) | (13,926) | (122,010) |
Net decrease | (6,027) | ($54,453) | (7,328) | ($73,498) |
|
Class R5 shares | | | | |
|
Sold | 5,606 | $50,431 | 8,201 | $64,370 |
Distributions reinvested | 613 | 5,447 | 1,120 | 7,502 |
Repurchased | (9,734) | (86,847) | (35,976) | (287,506) |
Net decrease | (3,515) | ($30,969) | (26,655) | ($215,634) |
|
Class 1 shares | | | | |
|
Sold | 35,122,170 | $312,853,483 | 6,471,288 | $47,546,820 |
Distributions reinvested | 1,280,813 | 11,386,428 | 942,312 | 6,322,912 |
Repurchased | (4,884,267) | (43,372,690) | (1,898,895) | (13,768,484) |
Net increase | 31,518,716 | $280,867,221 | 5,514,705 | $40,101,248 |
|
Net increase | 31,771,409 | $283,092,734 | 5,660,649 | $41,148,342 |
|
| | |
| Semiannual report | Lifecycle Portfolios | 61 |
Note 6 — Purchase and sale of securities
The following summarizes the purchases and sales of the affiliated underlying funds for the six months ended February 28, 2010:
| | | | |
| Purchases | Sales and Maturities |
| | |
| U.S. | Other | U.S. | Other |
Portfolio | Government | Issuers | Government | Issuers |
|
|
Lifecycle 2045 | — | $70,143,534 | — | $9,908,471 |
Lifecycle 2040 | — | 73,433,335 | — | 10,437,616 |
Lifecycle 2035 | — | 89,818,411 | — | 14,052,284 |
Lifecycle 2030 | — | 127,921,371 | — | 22,776,118 |
Lifecycle 2025 | — | 149,387,177 | — | 35,855,083 |
Lifecycle 2020 | — | 160,352,619 | — | 47,540,319 |
Lifecycle 2015 | — | 118,195,004 | — | 48,257,168 |
Lifecycle 2010 | — | 373,686,170 | — | 91,629,087 |
Note 7 — Investment in affiliated underlying funds
The Portfolios invest primarily in affiliated underlying funds that are managed by the Adviser and affiliates. The Portfolios do not invest in the affiliated underlying funds for the purpose of exercising management or control; however, the Portfolios’ investments may represent a significant portion of each underlying fund’s net assets. For the six months ended February 28, 2010, the following Portfolios held 5% or more of an underlying funds’ net assets:
| | |
Portfolio | Affiliate-Class NAV | Percent of Underlying |
| | Funds’ Net Assets |
|
|
Lifecycle 2045 | International Equity Index | 6.77% |
| Small Cap Index | 5.14% |
Lifecycle 2040 | International Equity Index | 7.08% |
| Small Cap Index | 5.38% |
Lifecycle 2035 | International Equity Index | 9.44% |
| Small Cap Index | 7.17% |
Lifecycle 2030 | Index 500 | 5.58% |
| International Equity Index | 11.78% |
| Small Cap Index | 8.40% |
| Small Cap Value | 5.10% |
Lifecycle 2025 | Index 500 | 6.67% |
| International Equity Index | 13.57% |
| Small Cap Index | 6.00% |
Lifecycle 2020 | Index 500 | 6.33% |
| International Equity Index | 11.07% |
| Small Cap Index | 5.41% |
Lifecycle 2015 | Small Cap Index | 5.09% |
| Total Bond Market | 5.36% |
Lifecycle 2010 | International Equity Index | 5.27% |
| Small Cap Index | 8.71% |
| Total Bond Market | 10.27% |
| |
62 | Lifecycle Portfolios | Semiannual report |
More information
| |
Trustees | Investment adviser |
James M. Oates, Chairman | John Hancock Investment Management Services,LLC |
James R. Boyle† | |
Grace K. Fey† | Investment Subadviser |
Charles L. Bardelis* | MFC Global Investment Management |
Peter S. Burgess* | (U.S.A.), Limited |
Theron S. Hoffman | |
Hassell H. McClellan | Principal distributor |
Steven M. Roberts* | John Hancock Funds, LLC |
*Member of the Audit Committee | |
†Non-Independent Trustee | Custodian |
| State Street Bank and Trust Company |
Officers | |
Hugh McHaffie | Transfer agent |
President | John Hancock Signature Services, Inc. |
| |
Thomas M. Kinzler | Legal counsel |
Secretary and Chief Legal Officer | K&L Gates LLP |
| |
Francis V. Knox, Jr. | The report is certified under the Sarbanes-Oxley Act, which |
Chief Compliance Officer | requires mutual funds and other public companies to affirm |
| that, to the best of their knowledge, the information in |
Charles A. Rizzo | their financial reports is fairly and accurately stated in all |
Chief Financial Officer | material respects. |
| |
Michael J. Leary | |
Treasurer | |
| |
John G. Vrysen | |
Chief Operating Officer | |
The Portfolio’s proxy voting policies and procedures, as well as the Portfolio’s proxy voting record, if any, for the most recent twelve-month period ended June 30, are available free of charge on the Securities and Exchange Commission (SEC) Web site at www.sec.gov or on our Web site.
The Portfolio’s complete list of portfolio holdings, for the first and third fiscal quarters, is filed with the SEC on FormN-Q. The Portfolio’s Form N-Q is available on our Web site and the SEC’s Web site, www.sec.gov, and can be reviewed and copied (for a fee) at the SEC’s Public Reference Room in Washington, DC. Call 1-800-SEC-0330 toreceive information on the operation of the SEC’s Public Reference Room.
We make this information on your fund, as well as monthly portfolio holdings, and other fund details available on our Web site www.jhfunds.com or by calling 1-800-225-5291.
| | |
You can also contact us: | | |
1-800-225-5291 | Regular mail: | Express mail: |
jhfunds.com | John Hancock Signature Services, Inc. | John Hancock Signature Services, Inc. |
| P.O. Box 55913 | Mutual Fund Image Operations |
| Boston, MA 02205-5913 | 30 Dan Road |
| | Canton, MA 02021 |
|
| | |
| Lifecycle Portfolios | Semiannual report | 63 |

1-800-225-5291
1-800-554-6713 TDD
1-800-338-8080 EASI-Line
www.jhfunds.com
|
Now available: electronic delivery |
www.jhfunds.com/edelivery |
| |
This report is for the information of the shareholders of John Hancock Lifecycle Portfolios. | |
It is not authorized for distribution to prospective investors unless preceded or accompanied by a prospectus. | LC0SA 2/10 |
| 4/10 |

John Hancock Funds II
Semiannual Report — Table of Contents
| |
Sector Weightings | 3 |
Shareholder Expense Example | 9 |
Portfolio of Investments (See below for each Fund’s page #) | 15 |
Statements of Assets and Liabilities | 280 |
Statements of Operations | 295 |
Statements of Changes in Net Assets | 310 |
Financial Highlights | 320 |
Notes to Financial Statements | 335 |
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees | 408 |
Appendix A | 410 |
For More Information | 411 |
| | | | |
| Portfolio of | | | Portfolio of |
Fund | Investments | | Fund | Investments |
Active Bond Fund | 15 | | Investment Quality Bond Fund | 138 |
All Cap Core Fund | 30 | | Large Cap Fund | 148 |
All Cap Growth Fund | 34 | | Large Cap Value Fund | 149 |
All Cap Value Fund | 35 | | Mid Cap Index Fund | 151 |
Alpha Opportunities Fund | 37 | | Mid Cap Stock Fund | 156 |
Alternative Asset Allocation Fund | 41 | | Mid Cap Value Equity Fund | 157 |
Blue Chip Growth Fund | 41 | | Mid Value Fund | 159 |
Capital Appreciation Fund | 43 | | Optimized Value Fund | 162 |
Core Bond Fund | 45 | | Real Estate Equity Fund | 163 |
Core Diversified Growth & Income Portfolio | 52 | | Real Estate Securities Fund | 164 |
Core Fundamental Holdings Portfolio | 52 | | Real Return Bond Fund | 165 |
Core Global Diversification Portfolio | 52 | | Short Term Government Income Fund | 168 |
Emerging Markets Debt Fund | 52 | | Small Cap Growth Fund | 169 |
Emerging Markets Value Fund | 54 | | Small Cap Index Fund | 171 |
Equity-Income Fund | 66 | | Small Cap Opportunities Fund | 186 |
Fundamental Value Fund | 69 | | Small Cap Value Fund | 197 |
Global Agribusiness Fund | 70 | | Small Company Growth Fund | 198 |
Global Bond Fund | 71 | | Small Company Value Fund | 200 |
Global Infrastructure Fund | 78 | | Smaller Company Growth Fund | 203 |
Global Real Estate Fund | 79 | | Spectrum Income Fund | 213 |
Global Timber Fund | 80 | | Strategic Bond Fund | 240 |
High Income Fund | 81 | | Total Bond Market Fund | 247 |
High Yield Fund | 85 | | Total Return Fund | 256 |
Index 500 Fund | 92 | | U.S. Government Securities Fund | 263 |
International Equity Index Fund | 98 | | U.S. High Yield Bond Fund | 265 |
International Opportunities Fund | 114 | | U.S. Multi Sector Fund | 270 |
International Small Cap Fund | 115 | | Value & Restructuring Fund | 274 |
International Small Company Fund | 116 | | Value Fund | 276 |
International Value Fund | 137 | | Vista Fund | 277 |
John Hancock Funds II
Sector Weightings
| |
Active Bond Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Mortgage Securities | 31.55 |
Financials | 22.76 |
Government | 11.75 |
Energy | 6.39 |
Communications | 4.86 |
Consumer, Non-cyclical | 4.81 |
Utilities | 4.56 |
Consumer, Cyclical | 3.17 |
Industrials | 2.77 |
Asset Backed Securities | 2.31 |
Basic Materials | 1.70 |
Technology | 0.22 |
Short-Term Investments & | |
Net Other Assets | 3.15 |
|
All Cap Core Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 18.39 |
Financials | 15.16 |
Health Care | 13.11 |
Consumer Discretionary | 12.19 |
Consumer Staples | 10.01 |
Industrials | 9.93 |
Energy | 9.40 |
Materials | 4.35 |
Utilities | 2.77 |
Telecommunication Services | 2.46 |
Short-Term Investments & | |
Net Other Assets | 2.23 |
|
All Cap Growth Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 36.78 |
Health Care | 19.97 |
Consumer Discretionary | 15.95 |
Energy | 7.49 |
Financials | 7.13 |
Industrials | 5.22 |
Consumer Staples | 5.00 |
Materials | 1.44 |
Short-Term Investments & | |
Net Other Assets | 1.02 |
| |
All Cap Value Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Health Care | 20.72 |
Financials | 17.76 |
Energy | 15.64 |
Industrials | 13.25 |
Information Technology | 13.12 |
Consumer Discretionary | 10.94 |
Materials | 4.90 |
Consumer Staples | 1.64 |
Utilities | 0.88 |
Short-Term Investments & | |
Net Other Assets | 1.15 |
|
Alpha Opportunities Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 19.31 |
Consumer Discretionary | 16.14 |
Industrials | 14.45 |
Financials | 14.05 |
Health Care | 12.83 |
Energy | 7.47 |
Materials | 5.16 |
Consumer Staples | 4.53 |
Telecommunication Services | 0.68 |
Utilities | 0.36 |
Short-Term Investments & | |
Net Other Assets | 5.02 |
|
Alternative Asset Allocation Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
|
Equity | |
|
Real Estate | 17.23 |
Emerging Markets | 12.93 |
Exchange Traded Funds | 8.49 |
International Small Cap | 7.96 |
Natural Resources | 5.83 |
Fixed Income | |
|
Bank Loan | 13.02 |
Treasury Inflation-Protected | |
Securities | 13.02 |
Global Bond | 11.19 |
High Yield Bond | 8.02 |
Net Other Assets | 2.31 |
| |
Blue Chip Growth Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 31.76 |
Consumer Discretionary | 17.43 |
Financials | 14.89 |
Health Care | 14.28 |
Industrials | 8.66 |
Energy | 6.23 |
Consumer Staples | 2.25 |
Materials | 2.02 |
Telecommunication Services | 1.81 |
Short-Term Investments & | |
Net Other Assets | 0.67 |
|
Capital Appreciation Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 36.27 |
Health Care | 19.11 |
Consumer Discretionary | 15.53 |
Energy | 7.39 |
Financials | 6.92 |
Industrials | 5.11 |
Consumer Staples | 4.87 |
Materials | 1.40 |
Short-Term Investments & | |
Net Other Assets | 3.40 |
|
Core Bond Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Mortgage Securities | 61.58 |
Government | 21.25 |
Financials | 8.56 |
Asset Backed Securities | 6.03 |
Communications | 3.52 |
Energy | 3.18 |
Consumer, Non-cyclical | 2.65 |
Utilities | 2.08 |
Basic Materials | 1.24 |
Diversified | 0.44 |
Technology | 0.43 |
Short-Term Investments & | |
Net Other Assets | (10.96) |
John Hancock Funds II
Sector Weightings
| |
Core Diversified Growth & |
Income Portfolio | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
|
Equity | |
|
U.S. Large Cap | 31.72 |
Large Value | 16.21 |
Energy | 8.10 |
International Large Cap | 4.41 |
International | 3.62 |
International Mid Cap | 3.01 |
Diversified | 3.00 |
Fixed Income | |
|
Government | 18.01 |
Intermediate Bond | 12.01 |
Net Other Assets | (0.09) |
|
Core Fundamental Holdings Portfolio |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
|
Equity | |
|
U.S. Large Cap | 25.90 |
Large Value | 14.12 |
International | 7.81 |
Energy | 7.06 |
International Large Cap | 5.21 |
Fixed Income | |
|
Government | 24.04 |
Intermediate Bond | 16.03 |
Net Other Assets | (0.17) |
|
Core Global Diversification Portfolio |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
|
Equity | |
|
International | 18.62 |
International Large Cap | 17.02 |
U.S. Large Cap | 9.01 |
Diversified | 6.91 |
International Mid Cap | 6.91 |
Large Value | 6.61 |
Fixed Income | |
|
Government | 21.00 |
Intermediate Bond | 14.01 |
Net Other Assets | (0.09) |
| |
Emerging Markets Debt Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Government | 39.61 |
Communications | 14.27 |
Financials | 8.48 |
Energy | 8.14 |
Consumer, Non-cyclical | 6.25 |
Consumer, Cyclical | 5.93 |
Industrials | 3.41 |
Basic Materials | 1.91 |
Utilities | 1.72 |
Diversified | 1.67 |
Short-Term Investments & | |
Net Other Assets | 8.61 |
|
Emerging Markets Value Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 31.70 |
Materials | 19.16 |
Industrials | 12.99 |
Consumer Discretionary | 9.98 |
Information Technology | 8.26 |
Energy | 6.79 |
Consumer Staples | 5.29 |
Telecommunication Services | 1.71 |
Utilities | 1.52 |
Health Care | 0.97 |
Short-Term Investments & | |
Net Other Assets | 1.63 |
|
Equity Income Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 20.58 |
Consumer Discretionary | 15.33 |
Industrials | 13.44 |
Energy | 13.15 |
Utilities | 7.55 |
Information Technology | 6.01 |
Materials | 5.87 |
Health Care | 4.83 |
Telecommunication Services | 3.98 |
Consumer Staples | 3.76 |
Short-Term Investments & | |
Net Other Assets | 5.50 |
| |
Fundamental Value Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 29.58 |
Energy | 15.71 |
Consumer Staples | 14.03 |
Health Care | 10.41 |
Information Technology | 7.87 |
Consumer Discretionary | 7.20 |
Materials | 6.05 |
Industrials | 5.60 |
Short-Term Investments & | |
Net Other Assets | 3.55 |
|
Global Agribusiness Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Consumer Staples | 53.41 |
Materials | 41.43 |
Industrials | 2.60 |
Short-Term Investments & | |
Net Other Assets | 2.56 |
|
Global Bond Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Government | 45.98 |
Financials | 29.38 |
Mortgage Securities | 12.51 |
Asset Backed Securities | 1.58 |
Communications | 1.15 |
Consumer, Cyclical | 1.03 |
Industrials | 0.87 |
Consumer, Non-cyclical | 0.63 |
Basic Materials | 0.54 |
Technology | 0.29 |
Utilities | 0.29 |
Energy | 0.29 |
Short-Term Investments & | |
Net Other Assets | 5.46 |
|
Global Infrastructure Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Utilities | 37.27 |
Telecommunication Services | 25.95 |
Energy | 18.87 |
Industrials | 15.71 |
Consumer Discretionary | 0.97 |
Health Care | 0.38 |
Short-Term Investments & | |
Net Other Assets | 0.85 |
John Hancock Funds II
Sector Weightings
| |
Global Real Estate Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 98.16 |
Consumer Discretionary | 0.21 |
Industrials | 0.17 |
Short-Term Investments & | |
Net Other Assets | 1.46 |
|
Global Timber Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Materials | 84.54 |
Financials | 15.34 |
Short-Term Investments & | |
Net Other Assets | 0.12 |
|
High Income Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Consumer, Cyclical | 50.01 |
Communications | 27.14 |
Basic Materials | 6.50 |
Financials | 5.14 |
Consumer, Non-cyclical | 1.84 |
Utilities | 1.75 |
Industrials | 1.40 |
Asset Backed Securities | 1.23 |
Energy | 0.45 |
Mortgage Securities | 0.32 |
Short-Term Investments & | |
Net Other Assets | 4.22 |
|
High Yield Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 17.00 |
Communications | 14.30 |
Energy | 12.69 |
Consumer, Cyclical | 12.31 |
Consumer, Non-cyclical | 11.70 |
Basic Materials | 10.31 |
Industrials | 7.13 |
Utilities | 5.26 |
Government | 4.18 |
Short-Term Investments & | |
Net Other Assets | 3.94 |
| |
Index 500 Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 18.07 |
Financials | 15.38 |
Health Care | 12.15 |
Consumer Staples | 11.22 |
Energy | 10.77 |
Industrials | 9.90 |
Consumer Discretionary | 9.55 |
Utilities | 3.37 |
Materials | 3.29 |
Telecommunication Services | 2.72 |
Short-Term Investments & | |
Net Other Assets | 3.58 |
|
International Equity Index Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 24.20 |
Materials | 10.97 |
Energy | 10.50 |
Industrials | 9.64 |
Consumer Staples | 8.26 |
Consumer Discretionary | 7.88 |
Information Technology | 6.37 |
Health Care | 6.32 |
Telecommunication Services | 5.93 |
Utilities | 4.67 |
Short-Term Investments & | |
Net Other Assets | 5.26 |
|
International Opportunities Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Consumer Discretionary | 17.09 |
Financials | 16.17 |
Consumer Staples | 11.87 |
Health Care | 10.59 |
Information Technology | 10.39 |
Materials | 9.13 |
Industrials | 8.66 |
Energy | 5.41 |
Telecommunication Services | 2.98 |
Short-Term Investments & | |
Net Other Assets | 7.71 |
| |
International Small Cap Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Consumer Discretionary | 30.23 |
Industrials | 18.27 |
Financials | 18.20 |
Information Technology | 10.70 |
Materials | 5.67 |
Consumer Staples | 4.55 |
Health Care | 3.26 |
Energy | 2.17 |
Telecommunication Services | 1.08 |
Short-Term Investments & | |
Net Other Assets | 5.87 |
|
International Small Company Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Industrials | 25.15 |
Consumer Discretionary | 18.92 |
Materials | 12.46 |
Financials | 11.92 |
Information Technology | 9.16 |
Health Care | 6.49 |
Energy | 6.45 |
Consumer Staples | 6.34 |
Utilities | 1.62 |
Telecommunication Services | 0.88 |
Short-Term Investments & | |
Net Other Assets | 0.61 |
|
International Value Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 14.76 |
Information Technology | 14.46 |
Telecommunication Services | 13.01 |
Consumer Discretionary | 12.65 |
Industrials | 12.50 |
Energy | 9.61 |
Health Care | 8.82 |
Consumer Staples | 2.85 |
Utilities | 2.52 |
Materials | 0.57 |
Short-Term Investments & | |
Net Other Assets | 8.25 |
John Hancock Funds II
Sector Weightings
| |
Investment Quality Bond Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Government | 31.55 |
Financials | 21.37 |
Mortgage Securities | 10.49 |
Communications | 8.30 |
Consumer, Non-cyclical | 6.76 |
Utilities | 5.13 |
Energy | 2.97 |
Consumer, Cyclical | 1.68 |
Basic Materials | 1.63 |
Industrials | 0.91 |
Technology | 0.67 |
Asset Backed Securities | 0.63 |
Short-Term Investments & | |
Net Other Assets | 7.91 |
|
Large Cap Fund | |
|
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 16.39 |
Health Care | 13.55 |
Financials | 14.52 |
Consumer Discretionary | 12.77 |
Energy | 12.30 |
Industrials | 11.78 |
Consumer Staples | 7.46 |
Utilities | 5.27 |
Materials | 2.23 |
Telecommunication Services | 1.99 |
Short-Term Investments & | |
Net Other Assets | 1.74 |
|
Large Cap Value Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Energy | 20.85 |
Health Care | 16.86 |
Industrials | 13.79 |
Financials | 12.45 |
Materials | 10.43 |
Utilities | 6.92 |
Information Technology | 5.20 |
Consumer Staples | 4.89 |
Consumer Discretionary | 3.73 |
Telecommunication Services | 3.46 |
Short-Term Investments & | |
Net Other Assets | 1.42 |
| |
Mid Cap Index Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 18.99 |
Information Technology | 14.44 |
Consumer Discretionary | 13.98 |
Industrials | 13.90 |
Health Care | 12.09 |
Energy | 6.49 |
Utilities | 6.24 |
Materials | 6.21 |
Consumer Staples | 3.91 |
Telecommunication Services | 0.75 |
Short-Term Investments & | |
Net Other Assets | 3.00 |
|
Mid Cap Stock Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 29.62 |
Consumer Discretionary | 22.77 |
Industrials | 14.55 |
Health Care | 12.39 |
Materials | 5.32 |
Financials | 5.12 |
Energy | 4.16 |
Consumer Staples | 1.34 |
Telecommunication Services | 0.97 |
Short-Term Investments & | |
Net Other Assets | 3.76 |
|
Mid Cap Value Equity Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Industrials | 19.35 |
Financials | 18.21 |
Consumer Discretionary | 10.15 |
Information Technology | 10.08 |
Materials | 8.94 |
Energy | 8.67 |
Health Care | 8.27 |
Utilities | 6.31 |
Telecommunication Services | 3.84 |
Consumer Staples | 2.71 |
Short-Term Investments & | |
Net Other Assets | 3.47 |
| |
Mid Value Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 19.17 |
Consumer Discretionary | 16.73 |
Industrials | 9.28 |
Consumer Staples | 9.06 |
Energy | 8.56 |
Information Technology | 8.17 |
Utilities | 8.17 |
Materials | 6.15 |
Health Care | 6.05 |
Telecommunication Services | 1.12 |
Short-Term Investments & | |
Net Other Assets | 7.54 |
|
Optimized Value Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 28.10 |
Energy | 18.95 |
Consumer Discretionary | 13.00 |
Information Technology | 9.31 |
Health Care | 7.25 |
Industrials | 6.31 |
Telecommunication Services | 5.12 |
Consumer Staples | 4.97 |
Utilities | 3.34 |
Materials | 2.61 |
Short-Term Investments & | |
Net Other Assets | 1.04 |
|
Real Estate Equity Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 93.50 |
Consumer Discretionary | 4.18 |
Short-Term Investments & | |
Net Other Assets | 2.32 |
|
Real Estate Securities Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 98.90 |
Short-Term Investments & | |
Net Other Assets | 1.10 |
John Hancock Funds II
Sector Weightings
| |
Real Return Bond Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Government | 84.75 |
Financials | 10.22 |
Mortgage Securities | 6.71 |
Asset Backed Securities | 1.77 |
Energy | 0.86 |
Consumer, Cyclical | 0.16 |
Consumer, Non-cyclical | 0.14 |
Basic Materials | 0.08 |
Short-Term Investments & | |
Net Other Assets | (4.67) |
|
Short Term Government Income Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Government | 65.15 |
Mortgage Securities | 21.05 |
Utilities | 6.73 |
Financials | 4.95 |
Short-Term Investments & | |
Net Other Assets | 2.12 |
|
Small Cap Growth Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Health Care | 24.00 |
Information Technology | 23.45 |
Consumer Discretionary | 20.22 |
Industrials | 16.75 |
Energy | 3.33 |
Financials | 3.07 |
Consumer Staples | 2.99 |
Telecommunication Services | 1.57 |
Materials | 1.22 |
Short-Term Investments & | |
Net Other Assets | 3.40 |
|
Small Cap Index Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 20.29 |
Information Technology | 17.57 |
Industrials | 14.76 |
Consumer Discretionary | 13.98 |
Health Care | 13.72 |
Energy | 5.07 |
Materials | 4.37 |
Consumer Staples | 3.39 |
Utilities | 2.99 |
Telecommunication Services | 0.87 |
Short-Term Investments & | |
Net Other Assets | 2.99 |
| |
Small Cap Opportunities Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 18.69 |
Consumer Discretionary | 18.13 |
Industrials | 17.58 |
Information Technology | 16.00 |
Health Care | 9.98 |
Energy | 8.04 |
Materials | 5.89 |
Consumer Staples | 3.14 |
Utilities | 1.15 |
Telecommunication Services | 1.14 |
Short-Term Investments & | |
Net Other Assets | 0.26 |
|
Small Cap Value Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 22.87 |
Industrials | 19.55 |
Consumer Discretionary | 16.97 |
Information Technology | 9.70 |
Health Care | 7.60 |
Utilities | 5.39 |
Materials | 5.12 |
Energy | 5.09 |
Consumer Staples | 4.80 |
Short-Term Investments & | |
Net Other Assets | 2.91 |
|
Small Company Growth Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 27.53 |
Health Care | 19.37 |
Consumer Discretionary | 16.59 |
Industrials | 12.70 |
Financials | 7.94 |
Energy | 6.34 |
Materials | 2.73 |
Consumer Staples | 1.72 |
Telecommunication Services | 1.13 |
Utilities | 0.97 |
Short-Term Investments & | |
Net Other Assets | 2.98 |
| |
Small Company Value Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Industrials | 24.32 |
Financials | 22.69 |
Consumer Discretionary | 11.79 |
Information Technology | 9.91 |
Materials | 8.65 |
Energy | 7.40 |
Health Care | 6.47 |
Utilities | 3.70 |
Consumer Staples | 1.78 |
Telecommunication Services | 0.52 |
Short-Term Investments & | |
Net Other Assets | 2.77 |
|
Smaller Company Growth Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 19.43 |
Industrials | 18.61 |
Consumer Discretionary | 16.15 |
Health Care | 15.06 |
Financials | 10.21 |
Energy | 7.89 |
Materials | 4.59 |
Telecommunication Services | 3.74 |
Consumer Staples | 1.81 |
Utilities | 0.28 |
Short-Term Investments & | |
Net Other Assets | 2.23 |
|
Spectrum Income Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Mortgage Securities | 20.39 |
Government | 16.58 |
Financials | 15.29 |
Communications | 8.78 |
Energy | 6.60 |
Consumer, Non-cyclical | 5.89 |
Consumer, Cyclical | 5.65 |
Industrials | 4.86 |
Basic Materials | 3.74 |
Utilities | 3.31 |
Asset Backed Securities | 2.27 |
Technology | 1.91 |
Short-Term Investments & | |
Net Other Assets | 4.73 |
John Hancock Funds II
Sector Weightings
| |
Strategic Bond Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Mortgage Securities | 25.53 |
Government | 20.80 |
Financials | 13.68 |
Energy | 7.77 |
Communications | 7.19 |
Asset Back Securities | 6.90 |
Consumer, Non-cyclical | 5.31 |
Consumer, Cyclical | 4.56 |
Basic Materials | 2.37 |
Utilities | 1.96 |
Industrials | 1.61 |
Technology | 0.49 |
Short-Term Investments & | |
Net Other Assets | 1.83 |
|
Total Bond Market Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Mortgage Securities | 44.06 |
Government | 33.71 |
Financials | 8.09 |
Communications | 2.50 |
Consumer, Non-cyclical | 2.41 |
Energy | 2.03 |
Utilities | 1.68 |
Industrials | 1.29 |
Consumer, Cyclical | 0.62 |
Basic Materials | 0.60 |
Technology | 0.45 |
Asset Backed Securities | 0.25 |
Short-Term Investments & | |
Net Other Assets | 2.31 |
|
Total Return Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Government | 25.37 |
Financials | 23.00 |
Mortgage Securities | 22.46 |
Asset Backed Securities | 2.11 |
Consumer, Non-cyclical | 1.61 |
Communications | 0.96 |
Energy | 0.53 |
Basic Materials | 0.44 |
Technology | 0.25 |
Industrials | 0.24 |
Consumer, Cyclical | 0.01 |
Short-Term Investments & | |
Net Other Assets | 23.03 |
| |
U.S. Government Securities Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Mortgage Securities | 30.01 |
Government | 19.65 |
Asset Backed Securities | 4.51 |
Short-Term Investments & | |
Net Other Assets | 45.83 |
|
U.S. High Yield Bond Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Communications | 21.45 |
Consumer, Non-cyclical | 19.34 |
Consumer, Cyclical | 15.21 |
Financials | 12.42 |
Energy | 8.07 |
Utilities | 7.14 |
Technology | 5.78 |
Industrials | 4.53 |
Basic Materials | 2.38 |
Asset Backed Securities | 0.14 |
Short-Term Investments & | |
Net Other Assets | 3.54 |
|
U.S. Multi Sector Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 29.06 |
Health Care | 23.46 |
Consumer Staples | 19.87 |
Energy | 8.57 |
Consumer Discretionary | 4.64 |
Financials | 3.31 |
Industrials | 2.74 |
Telecommunication Services | 1.31 |
Materials | 1.26 |
Utilities | 0.14 |
Short-Term Investments & | |
Net Other Assets | 5.64 |
|
Value Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Financials | 20.87 |
Industrials | 16.69 |
Information Technology | 11.61 |
Health Care | 10.18 |
Consumer Discretionary | 8.07 |
Materials | 7.13 |
Energy | 6.98 |
Utilities | 6.64 |
Consumer Staples | 6.50 |
Short-Term Investments & | |
Net Other Assets | 5.33 |
| |
Value & Restructuring Fund |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Energy | 23.85 |
Financials | 16.33 |
Industrials | 15.15 |
Materials | 12.66 |
Information Technology | 7.56 |
Consumer Staples | 6.43 |
Consumer Discretionary | 6.03 |
Health Care | 5.64 |
Telecommunication Services | 3.96 |
Utilities | 0.49 |
Short-Term Investments & | |
Net Other Assets | 1.90 |
|
Vista Fund | |
| Value as a |
| percentage of |
Sector Distribution | Fund’s net assets |
|
Information Technology | 24.23 |
Consumer Discretionary | 18.71 |
Health Care | 13.45 |
Industrials | 13.28 |
Financials | 7.81 |
Energy | 7.28 |
Materials | 6.50 |
Telecommunication Services | 4.79 |
Consumer Staples | 1.99 |
Short-Term Investments & | |
Net Other Assets | 1.96 |
International investing involves special risks such as political, economic and currency risks and differences in accounting standards and financial reporting. Sector investing is subject to greater risks than the market as a whole. Because the Funds may focus on particular sectors of the economy, their performance may depend on the performance of those sectors.
John Hancock Funds II
Shareholder Expense Example
As a shareholder of John Hancock Funds II, you incur ongoing costs, such as management fees, distribution (12b-1) fees and other expenses, as applicable. In the case of Alternative Asset Allocation Fund, Core Diversified Growth & Income Portfolio, Core Fundamental Holdings Portfolio and Core Global Diversification Portfolio, in addition to the operating expenses which the Fund bears directly, the Fund indirectly bears a pro rata share of the operating expenses of the underlying funds in which the Fund invests. Because the underlying funds have varied operating expenses and transaction costs and the Fund may own different proportions of the underlying funds at different times, the amount of expenses incurred indirectly by the Fund will vary. If these indirect expenses were included, your expenses paid during the period would have been higher.
This example is intended to help you understand your ongoing costs (in dollars) of investing in the funds so you can compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (September 1, 2009 through February 28, 2010).
Actual expenses:
The first line of each share class in the table below and on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line under the heading entitled “Expenses paid during period” to estimate the expenses you paid on your account during this period.
Hypothetical example for comparison purposes:
The second line of each share class in the table below and on the following pages provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio for the share class and an assumed annualized rate of return of 5% per year before expenses, which is not the actual return of the share class. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the portfolio and other portfolios. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs and insurance-related charges. Therefore, the second line of each share class in the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
| | | | |
| | | Expenses Paid | |
| Beginning | Ending | During Period1 | Annualized |
| Account Value | Account Value | 9/1/2009– | Expense |
| 9/1/2009 | 2/28/2010 | 2/28/2010 | Ratio2 |
|
Active Bond Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,082.10 | $3.56 | 0.69% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69% |
Class NAV — Actual | 1,000.00 | 1,082.40 | 3.30 | 0.64% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.21 | 0.64% |
|
All Cap Core Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,081.70 | $4.23 | 0.82% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82% |
|
All Cap Growth Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,070.50 | $5.08 | 0.99% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.96 | 0.99% |
|
All Cap Value Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,116.40 | $4.83 | 0.92% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.61 | 0.92% |
Class NAV — Actual | 1,000.00 | 1,116.30 | 4.57 | 0.87% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.36 | 0.87% |
|
Alpha Opportunities Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,104.90 | $5.43 | 1.04% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.21 | 1.04% |
John Hancock Funds II
Shareholder Expense Example
| | | | |
| | | Expenses Paid | |
| Beginning | Ending | During Period1 | Annualized |
| Account Value | Account Value | 9/1/2009– | Expense |
| 9/1/2009 | 2/28/2010 | 2/28/2010 | Ratio2 |
|
Alternative Asset Allocation Fund | | | | |
Class A — Actual | $1,000.00 | $1,086.00 | $3.16 | 0.61% |
Class A — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.06 | 0.61% |
|
Blue Chip Growth Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,103.00 | $4.43 | 0.85% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85% |
Class NAV — Actual | 1,000.00 | 1,102.80 | 4.17 | 0.80% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80% |
|
Capital Appreciation Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,108.70 | $4.13 | 0.79% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.96 | 0.79% |
Class NAV — Actual | 1,000.00 | 1,109.00 | 3.87 | 0.74% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74% |
|
Core Bond Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,038.70 | $3.49 | 0.69% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69% |
Class NAV — Actual | 1,000.00 | 1,039.80 | 3.24 | 0.64% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.21 | 0.64% |
|
Core Diversified Growth & Income Portfolio | | | | |
Class 1 — Actual | $1,000.00 | $1,074.70 | $0.41 | 0.08% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.40 | 0.40 | 0.08% |
|
Core Fundamental Holdings Portfolio | | | | |
Class 1 — Actual | $1,000.00 | $1,064.80 | $0.41 | 0.08% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.40 | 0.40 | 0.08% |
|
Core Global Diversification Portfolio | | | | |
Class 1 — Actual | $1,000.00 | $1,058.30 | $0.41 | 0.08% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.40 | 0.40 | 0.08% |
|
Emerging Markets Debt Fund | | | | |
Class A — Actual3 | $1,000.00 | $1,007.40 | $1.80 | 1.17% |
Class A — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.00 | 5.86 | 1.17% |
Class I — Actual3 | 1,000.00 | 1,007.80 | 1.34 | 0.87% |
Class I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.36 | 0.87% |
|
Emerging Markets Value Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,139.70 | $5.68 | 1.07% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07% |
|
Equity-Income Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,073.60 | $4.47 | 0.87% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.36 | 0.87% |
Class NAV — Actual | 1,000.00 | 1,074.20 | 4.22 | 0.82% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82% |
|
Fundamental Value Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,098.60 | $4.37 | 0.84% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.21 | 0.84% |
Class NAV — Actual | 1,000.00 | 1,099.30 | 4.11 | 0.79% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.96 | 0.79% |
|
Global Agribusiness Fund | | | | |
Class A — Actual | $1,000.00 | $1,074.30 | $7.46 | 1.45% |
Class A — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,017.60 | 7.25 | 1.45% |
Class I — Actual | 1,000.00 | 1,077.40 | 5.15 | 1.00% |
Class I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.01 | 1.00% |
|
Global Bond Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,048.50 | $4.32 | 0.85% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85% |
Class NAV — Actual | 1,000.00 | 1,048.70 | 4.06 | 0.80% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80% |
John Hancock Funds II
Shareholder Expense Example
| | | | |
| | | Expenses Paid | |
| Beginning | Ending | During Period1 | Annualized |
| Account Value | Account Value | 9/1/2009– | Expense |
| 9/1/2009 | 2/28/2010 | 2/28/2010 | Ratio2 |
|
Global Infrastructure Fund | | | | |
Class A — Actual | $1,000.00 | $1,074.20 | $7.46 | 1.45% |
Class A — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,017.60 | 7.25 | 1.45% |
Class I — Actual | 1,000.00 | 1,076.30 | 5.15 | 1.00% |
Class I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.01 | 1.00% |
|
Global Real Estate Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,063.20 | $5.52 | 1.08% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.40 | 5.41 | 1.08% |
|
Global Timber Fund | | | | |
Class A — Actual | $1,000.00 | $1,100.40 | $7.55 | 1.45% |
Class A — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,017.60 | 7.25 | 1.45% |
Class I — Actual | 1,000.00 | 1,103.10 | 5.21 | 1.00% |
Class I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.01 | 1.00% |
|
High Income Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,332.40 | $4.16 | 0.72% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.61 | 0.72% |
|
High Yield Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,145.70 | $4.04 | 0.76% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.81 | 0.76% |
Class NAV — Actual | 1,000.00 | 1,145.60 | 3.78 | 0.71% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.30 | 3.56 | 0.71% |
|
Index 500 Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,091.40 | $2.49 | 0.48% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.40 | 2.41 | 0.48% |
|
International Equity Index Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,035.80 | $2.88 | 0.57% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.00 | 2.86 | 0.57% |
|
International Opportunities Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,016.90 | $5.15 | 1.03% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03% |
Class NAV — Actual | 1,000.00 | 1,018.10 | 4.90 | 0.98% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.91 | 0.98% |
|
International Small Cap Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,077.00 | $6.33 | 1.23% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.70 | 6.16 | 1.23% |
Class NAV — Actual | 1,000.00 | 1,078.30 | 6.08 | 1.18% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.90 | 5.91 | 1.18% |
|
International Small Company Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,037.20 | $5.66 | 1.12% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.61 | 1.12% |
|
International Value Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,019.40 | $4.71 | 0.94% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.71 | 0.94% |
Class NAV — Actual | 1,000.00 | 1,019.80 | 4.46 | 0.89% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.46 | 0.89% |
|
Investment Quality Bond Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,042.00 | $3.59 | 0.71% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.30 | 3.56 | 0.71% |
Class NAV — Actual | 1,000.00 | 1,042.30 | 3.34 | 0.66% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.31 | 0.66% |
|
Large Cap Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,116.70 | $4.46 | 0.85% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85% |
Class NAV — Actual | 1,000.00 | 1,116.20 | 4.20 | 0.80% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80% |
John Hancock Funds II
Shareholder Expense Example
| | | | |
| | | Expenses Paid | |
| Beginning | Ending | During Period1 | Annualized |
| Account Value | Account Value | 9/1/2009– | Expense |
| 9/1/2009 | 2/28/2010 | 2/28/2010 | Ratio2 |
|
Large Cap Value Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,067.70 | $4.61 | 0.90% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.30 | 4.51 | 0.90% |
Class NAV — Actual | 1,000.00 | 1,068.10 | 4.36 | 0.85% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85% |
|
Mid Cap Index Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,133.40 | $2.59 | 0.49% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.40 | 2.46 | 0.49% |
|
Mid Cap Stock Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,145.40 | $4.95 | 0.93% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.66 | 0.93% |
Class NAV — Actual | 1,000.00 | 1,146.10 | 4.68 | 0.88% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.41 | 0.88% |
|
Mid Cap Value Equity Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,127.70 | $4.85 | 0.92% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.61 | 0.92% |
|
Mid Value Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,113.70 | $5.24 | 1.00% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.01 | 1.00% |
|
Optimized Value Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,082.00 | $4.18 | 0.81% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.06 | 0.81% |
Class NAV — Actual | 1,000.00 | 1,081.40 | 3.92 | 0.76% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.81 | 0.76% |
|
Real Estate Equity Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,170.40 | $4.79 | 0.89% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.46 | 0.89% |
|
Real Estate Securities Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,168.60 | $4.30 | 0.80% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80% |
|
Real Return Bond Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,050.60 | $3.91 | 0.77% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77% |
Class NAV — Actual | 1,000.00 | 1,051.30 | 3.66 | 0.72% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.61 | 0.72% |
|
Short Term Government Income Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,018.00 | $3.25 | 0.65% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65% |
|
Small Cap Growth Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,128.90 | $5.96 | 1.13% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.66 | 1.13% |
|
Small Cap Index Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,103.40 | $2.76 | 0.53% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.20 | 2.66 | 0.53% |
|
Small Cap Opportunities Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,114.00 | $5.45 | 1.04% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.21 | 1.04% |
Class NAV — Actual | 1,000.00 | 1,113.70 | 5.19 | 0.99% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.96 | 0.99% |
|
Small Cap Value Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,140.00 | $6.00 | 1.13% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.66 | 1.13% |
|
Small Company Growth Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,105.20 | $5.79 | 1.11% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.30 | 5.56 | 1.11% |
John Hancock Funds II
Shareholder Expense Example
| | | | |
| | | Expenses Paid | |
| Beginning | Ending | During Period1 | Annualized |
| Account Value | Account Value | 9/1/2009– | Expense |
| 9/1/2009 | 2/28/2010 | 2/28/2010 | Ratio2 |
|
Small Company Value Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,094.90 | $5.61 | 1.08% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.40 | 5.41 | 1.08% |
Class NAV — Actual | 1,000.00 | 1,095.40 | 5.35 | 1.03% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03% |
|
Smaller Company Growth Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,115.60 | $5.25 | 1.00% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.01 | 1.00% |
|
Spectrum Income Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,059.90 | $3.93 | 0.77% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77% |
|
Strategic Bond Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,093.90 | $4.05 | 0.78% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78% |
Class NAV — Actual | 1,000.00 | 1,095.50 | 3.79 | 0.73% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.66 | 0.73% |
|
Total Bond Market Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,027.00 | $2.61 | 0.52% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.20 | 2.61 | 0.52% |
|
Total Return Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,055.30 | $3.92 | 0.77% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77% |
Class NAV — Actual | 1,000.00 | 1,055.00 | 3.67 | 0.72% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.61 | 0.72% |
|
U.S. Government Securities Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,051.70 | $3.76 | 0.74% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74% |
Class NAV — Actual | 1,000.00 | 1,051.20 | 3.51 | 0.69% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69% |
|
U.S. High Yield Bond Fund | | | | |
Class 1 — Actual | $1,000.00 | $1,107.50 | $4.23 | 0.81% |
Class 1 — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.06 | 0.81% |
Class NAV — Actual | 1,000.00 | 1,106.90 | 3.97 | 0.76% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.81 | 0.76% |
|
U.S. Multi Sector Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,083.10 | $4.08 | 0.79% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.96 | 0.79% |
|
Value Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,141.30 | $4.25 | 0.80% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.01 | 0.80% |
|
Value & Restructuring Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,127.40 | $4.48 | 0.85% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85% |
|
Vista Fund | | | | |
Class NAV — Actual | $1,000.00 | $1,103.90 | $4.85 | 0.93% |
Class NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.66 | 0.93% |
1 Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (181), and divided by 365 (to reflect the one-half year period).
2 Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolios was as follows:
John Hancock Funds II
Shareholder Expense Example
| | | |
Fund | Range | | |
| | |
Alternative Asset Allocation Fund | 0.71% – 1.18% | | |
Core Diversified Growth & Income Portfolio | 0.37% – 0.57% | | |
Core Fundamental Holdings Portfolio | 0.37% – 0.57% | | |
Core Global Diversification Portfolio | 0.37% – 0.57% | | |
3 The inception date for Emerging Markets Debt Fund is January 4, 2010. Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (56), and divided by 365.
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 29.35% | | | | |
Federal Home Loan Bank - 0.06% | | | | |
5.375%, 05/18/2016 | $ | 370,000 | $ | 417,193 |
Federal National Mortgage Association - 17.25% | | | | |
1.875%, 10/29/2012 | | 1,110,000 | | 1,114,854 |
2.050%, 01/28/2013 | | 3,500,000 | | 3,510,794 |
3.000%, 10/29/2014 | | 765,000 | | 771,347 |
3.127%, 07/01/2033 (P) | | 1,975 | | 2,057 |
3.474%, 05/01/2035 (P) | | 2,096,063 | | 2,149,550 |
4.000%, 06/25/2017 to 08/25/2027 | | 13,783,920 | | 12,226,125 |
4.375%, 03/15/2013 | | 20,000 | | 21,663 |
4.500%, 04/25/2038 | | 1,932,806 | | 356,619 |
4.898%, 12/01/2038 (P) | | 617,345 | | 650,913 |
5.000%, TBA (B) | | 7,260,000 | | 7,530,548 |
5.000%, 05/01/2018 to 02/01/2040 | | 30,392,133 | | 28,280,049 |
5.230%, 12/01/2038 (P) | | 457,564 | | 482,444 |
5.299%, 12/01/2038 (P) | | 779,783 | | 822,184 |
5.500%, 02/01/2018 to 05/01/2037 | | 35,571,388 | | 37,661,536 |
5.559%, 01/01/2036 (P) | | 1,079,607 | | 1,133,530 |
5.737%, 04/01/2036 (P) | | 754,212 | | 792,157 |
6.000%, 09/01/2022 to 02/01/2036 | | 15,908,908 | | 17,125,558 |
6.250%, 05/15/2029 | | 157,000 | | 184,344 |
6.500%, 02/01/2036 | | 53,389 | | 57,421 |
7.000%, 09/01/2010 to 10/25/2041 | | 39,869 | | 42,665 |
7.500%, 09/01/2029 to 11/25/2041 | | 34,120 | | 37,634 |
| |
|
| | | | 114,953,992 |
Federal Home Loan Mortgage Corp. - 0.11% | | | |
4.500%, 01/15/2025 | | 1,350,101 | | 164,544 |
4.750%, 01/15/2031 | | 279,833 | | 289,420 |
6.000%, 10/15/2039 | | 1,337,138 | | 262,380 |
| |
|
| | | | 716,344 |
Government National Mortgage Association - 0.53% | | |
4.500%, 04/15/2039 | | 3,275,422 | | 3,339,012 |
5.000%, 04/15/2035 | | 68,749 | | 72,168 |
5.500%, 03/15/2035 | | 76,852 | | 82,180 |
6.000%, 03/15/2033 to 06/15/2033 | | 29,140 | | 31,612 |
6.500%, 09/15/2028 to 08/15/2031 | | 5,375 | | 5,912 |
7.000%, 04/15/2029 | | 2,026 | | 2,232 |
8.000%, 10/15/2026 | | 2,061 | | 2,285 |
| |
|
| | | | 3,535,401 |
U.S. Treasury Bonds - 0.81% | | | | |
4.375%, 11/15/2039 | | 1,730,000 | | 1,686,210 |
4.500%, 08/15/2039 | | 3,725,000 | | 3,708,122 |
| |
|
| | | | 5,394,332 |
U.S. Treasury Notes - 10.59% | | | | |
1.375%, 04/15/2012 to 02/15/2013 | | 21,965,000 | | 22,143,092 |
2.125%, 11/30/2014 | | 6,305,000 | | 6,295,152 |
2.250%, 01/31/2015 | | 5,415,000 | | 5,416,689 |
2.375%, 10/31/2014 to 02/28/2015 | | 4,215,000 | | 4,235,101 |
2.625%, 06/30/2014 to 12/31/2014 | | 8,380,000 | | 8,590,318 |
3.375%, 11/15/2019 | | 20,240,000 | | 19,887,379 |
3.625%, 02/15/2020 | | 4,000,000 | | 4,010,624 |
| |
|
| | | | 70,578,355 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | |
OBLIGATIONS (Cost $189,585,967) | | | $ | 195,595,617 |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 0.02% | | | | |
Argentina - 0.01% | | | | |
Republic of Argentina | | | | |
0.630%, 12/31/2038 | ARS | 177,218 | | 14,791 |
3.720%, 12/15/2035 | | 393,449 | | 5,007 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
Argentina (continued) | | | | |
Republic of Argentina (continued) | | | | |
5.830%, 12/31/2033 | $ | 72,870 | $ | 16,244 |
| |
|
| | | | 36,042 |
Canada - 0.00% | | | | |
Government of Canada | | | | |
5.500%, 06/01/2010 | CAD | 5,000 | | 4,815 |
Colombia - 0.00% | | | | |
Republic of Colombia | | | | |
10.000%, 01/23/2012 | $ | 20,000 | | 22,800 |
11.750%, 03/01/2010 | COP | 8,000,000 | | 4,158 |
| |
|
| | | | 26,958 |
Japan - 0.01% | | | | |
Government of Japan | | | | |
1.500%, 09/20/2014 | JPY | 1,350,000 | | 15,895 |
1.800%, 03/22/2010 | | 2,650,000 | | 29,856 |
| |
|
| | | | 45,751 |
Mexico - 0.00% | | | | |
Government of Mexico | | | | |
8.000%, 12/19/2013 to 12/07/2023 | MXN | 406,700 | | 32,468 |
Panama - 0.00% | | | | |
Republic of Panama | | | | |
8.875%, 09/30/2027 | $ | 6,000 | | 7,680 |
9.375%, 04/01/2029 | | 1,000 | | 1,340 |
| |
|
| | | | 9,020 |
Peru - 0.00% | | | | |
Republic of Peru | | | | |
9.875%, 02/06/2015 | | 2,000 | | 2,526 |
Sweden - 0.00% | | | | |
Kingdom of Sweden | | | | |
5.250%, 03/15/2011 | SEK | 30,000 | | 4,415 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $179,615) | | | $ | 161,995 |
|
|
CORPORATE BONDS - 50.87% | | | | |
Aerospace & Defense - 0.24% | | | | |
BE Aerospace, Inc. | | | | |
8.500%, 07/01/2018 | | 400,000 | | 419,000 |
Embraer Overseas, Ltd. | | | | |
6.375%, 01/15/2020 | | 490,000 | | 489,388 |
L-3 Communications Corp., Series B | | | | |
6.375%, 10/15/2015 | | 650,000 | | 660,563 |
| |
|
| | | | 1,568,951 |
Agriculture - 0.40% | | | | |
Altria Group, Inc. | | | | |
8.500%, 11/10/2013 | | 985,000 | | 1,157,051 |
Bunge Ltd. Finance Corp. | | | | |
5.350%, 04/15/2014 | | 580,000 | | 609,849 |
8.500%, 06/15/2019 | | 220,000 | | 256,311 |
Cargill, Inc. | | | | |
6.125%, 09/15/2036 (S) | | 665,000 | | 675,061 |
| |
|
| | | | 2,698,272 |
Airlines - 0.51% | | | | |
Continental Airlines, Inc., Class B | | | | |
8.307%, 04/02/2018 | | 158,381 | | 147,295 |
Continental Airlines, Inc., | | | | |
Series 1991-1, Class A | | | | |
6.545%, 02/02/2019 | | 64,098 | | 64,258 |
| |
The accompanying notes are an integral part of the financial statements. | 15 |
John Hancock Funds IIPortfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets) | | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Airlines (continued) | | | | |
Continental Airlines, Inc., Series 981A | | | | |
6.648%, 09/15/2017 | $ | 153,990 | $ | 149,370 |
Delta Air Lines, Inc. | | | | |
9.500%, 09/15/2014 (S) | | 335,000 | | 340,863 |
Delta Air Lines, Inc., Class G-1 | | | | |
6.718%, 01/02/2023 | | 410,143 | | 373,230 |
Delta Air Lines, Inc., | | | | |
Series 2007-1, Class A | | | | |
6.821%, 08/10/2022 | | 653,091 | | 625,334 |
Northwest Airlines, Inc., | | | | |
Series 2002-1, Class G2 | | | | |
6.264%, 11/20/2021 | | 635,806 | | 557,920 |
Northwest Airlines, Inc., | | | | |
Series 2007-1, Class A | | | | |
7.027%, 11/01/2019 | | 304,266 | | 270,797 |
United Air Lines, Inc. | | | | |
9.750%, 01/15/2017 | | 465,000 | | 484,763 |
9.875%, 08/01/2013 (S) | | 130,000 | | 130,000 |
10.400%, 11/01/2016 | | 235,000 | | 248,513 |
| |
|
| | | | 3,392,343 |
Auto Manufacturers - 0.12% | | | | |
Oshkosh Corp. | | | | |
8.500%, 03/01/2020 (S) | | 65,000 | | 65,000 |
Volvo Treasury AB | | | | |
5.950%, 04/01/2015 (S) | | 710,000 | | 728,910 |
| |
|
| | | | 793,910 |
Auto Parts & Equipment - 0.25% | | | | |
Allison Transmission, Inc. | | | | |
11.000%, 11/01/2015 (S) | | 600,000 | | 622,500 |
Delphi Corp. | | | | |
6.197%, 11/15/2033 (H) | | 2,000 | | 0 |
Exide Technologies, Series B | | | | |
10.500%, 03/15/2013 | | 565,000 | | 549,463 |
Tenneco, Inc. | | | | |
8.625%, 11/15/2014 | | 490,000 | | 481,425 |
| |
|
| | | | 1,653,388 |
Banks - 1.55% | | | | |
Allfirst Preferred Capital Trust | | | | |
1.751%, 07/15/2029 (P) | | 310,000 | | 204,026 |
American Express Bank FSB | | | | |
6.000%, 09/13/2017 | | 805,000 | | 853,135 |
Australia & New Zealand | | | | |
Banking Group, Ltd. | | | | |
5.100%, 01/13/2020 (S) | | 495,000 | | 493,830 |
Banco Santander Chile | | | | |
5.375%, 12/09/2014 (S) | | 5,000 | | 5,357 |
Bank of Nova Scotia | | | | |
3.400%, 01/22/2015 | | 570,000 | | 581,763 |
Barclays Bank PLC | | | | |
5.125%, 01/08/2020 | | 795,000 | | 780,600 |
Dresdner Bank AG | | | | |
7.250%, 09/15/2015 | | 281,000 | | 299,574 |
Independence Community Bank Corp. | | | | |
2.071%, 04/01/2014 (P) | | 85,000 | | 83,918 |
Lloyds TSB Bank PLC | | | | |
5.800%, 01/13/2020 (S) | | 270,000 | | 261,266 |
Lloyds TSB Group PLC | | | | |
6.267%, 11/29/2049 (S) | | 545,000 | | 288,850 |
6.413%, 09/29/2049 (S)(P) | | 450,000 | | 238,500 |
Rabobank Nederland NV, (11.000% to | | | | |
06/30/2019, then 3 month LIBOR | | | | |
+ 1086.75 bps) | | | | |
maturing at 06/29/2049 (S) | | 632,000 | | 800,763 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Banks (continued) | | | | |
Regions Financial Corp. | | | | |
7.750%, 11/10/2014 | $ | 605,000 | $ | 622,421 |
Shinhan Bank | | | | |
6.819%, 09/20/2036 | | 515,000 | | 478,095 |
Silicon Valley Bank | | | | |
6.050%, 06/01/2017 | | 415,000 | | 393,036 |
Wachovia Bank NA | | | | |
5.850%, 02/01/2037 | | 395,000 | | 368,279 |
Wachovia Bank NA, Series BKNT | | | | |
6.600%, 01/15/2038 | | 325,000 | | 333,896 |
Wells Fargo & Company, Series I | | | | |
3.750%, 10/01/2014 | | 2,000,000 | | 2,024,124 |
Wells Fargo Bank NA | | | | |
5.750%, 05/16/2016 | | 490,000 | | 513,222 |
Westpac Banking Corp. | | | | |
4.875%, 11/19/2019 | | 705,000 | | 695,941 |
| |
|
| | | | 10,320,596 |
Beverages - 0.36% | | | | |
Anheuser-Busch Companies, Inc. | | | | |
6.500%, 02/01/2043 | | 10,000 | | 10,638 |
Anheuser-Busch InBev Worldwide, Inc. | | | | |
4.125%, 01/15/2015 | | 490,000 | | 504,845 |
5.375%, 01/15/2020 | | 335,000 | | 351,784 |
SABMiller PLC | | | | |
5.500%, 08/15/2013 (S) | | 535,000 | | 578,096 |
6.500%, 07/15/2018 (S) | | 875,000 | | 973,897 |
| |
|
| | | | 2,419,260 |
Biotechnology - 0.12% | | | | |
Life Technologies Corp. | | | | |
4.400%, 03/01/2015 | | 305,000 | | 308,771 |
6.000%, 03/01/2020 | | 490,000 | | 505,197 |
| |
|
| | | | 813,968 |
Building Materials - 0.42% | | | | |
CRH America, Inc. | | | | |
8.125%, 07/15/2018 | | 525,000 | | 620,627 |
Masco Corp. | | | | |
5.850%, 03/15/2017 | | 705,000 | | 665,277 |
USG Corp. | | | | |
6.300%, 11/15/2016 | | 1,000,000 | | 880,000 |
Voto-Votorantim Overseas Trading | | | | |
Operations NV | | | | |
6.625%, 09/25/2019 (S) | | 620,000 | | 616,900 |
| |
|
| | | | 2,782,804 |
Chemicals - 0.44% | | | | |
American Pacific Corp. | | | | |
9.000%, 02/01/2015 | | 700,000 | | 691,250 |
Diversey, Inc. | | | | |
8.250%, 11/15/2019 (S) | | 150,000 | | 154,500 |
Incitec Pivot Finance LLC | | | | |
6.000%, 12/10/2019 (S) | | 375,000 | | 372,963 |
Mosaic Company | | | | |
7.625%, 12/01/2016 (S) | | 360,000 | | 393,051 |
RPM International, Inc. | | | | |
6.500%, 02/15/2018 | | 310,000 | | 327,204 |
Sterling Chemicals, Inc. | | | | |
10.250%, 04/01/2015 | | 305,000 | | 294,325 |
The Dow Chemical Company | | | | |
5.700%, 05/15/2018 | | 700,000 | | 727,325 |
| |
|
| | | | 2,960,618 |
| |
The accompanying notes are an integral part of the financial statements. | 16 |
John Hancock Funds IIPortfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets) | | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Coal - 0.10% | | | | |
Arch Coal, Inc. | | | | |
8.750%, 08/01/2016 (S) | $ | 130,000 | $ | 134,550 |
Drummond Company, Inc. | | | | |
7.375%, 02/15/2016 | | 600,000 | | 559,500 |
| |
|
| | | | 694,050 |
Commercial Services - 0.48% | | | | |
Catalent Pharma Solutions, Inc., PIK | | | | |
9.500%, 04/15/2015 | | 510,000 | | 483,225 |
ERAC USA Finance Company | | | | |
6.375%, 10/15/2017 (S) | | 350,000 | | 383,165 |
Hutchison Whampoa International, Ltd. | | | | |
5.750%, 09/11/2019 (S) | | 580,000 | | 595,254 |
Science Applications International Corp. | | | | |
5.500%, 07/01/2033 | | 825,000 | | 738,626 |
Seminole Indian Tribe of Florida | | | | |
6.535%, 10/01/2020 (S) | | 405,000 | | 367,457 |
United Rentals North America, Inc. | | | | |
7.000%, 02/15/2014 | | 520,000 | | 462,800 |
10.875%, 06/15/2016 | | 170,000 | | 178,500 |
| |
|
| | | | 3,209,027 |
Cosmetics & Personal Care - 0.06% | | | | |
Revlon Consumer Products Corp. | | | | |
9.750%, 11/15/2015 (S) | | 395,000 | | 405,863 |
Diversified Financial Services - 11.37% | | | | |
American Express Company | | | | |
7.000%, 03/19/2018 | | 1,855,000 | | 2,080,861 |
American Express Credit | | | | |
Company, Series C | | | | |
7.300%, 08/20/2013 | | 760,000 | | 858,121 |
American Honda Finance Corp. | | | | |
7.625%, 10/01/2018 (S) | | 715,000 | | 843,401 |
Astoria Depositor Corp. , Series B | | | | |
8.144%, 05/01/2021 (S) | | 600,000 | | 540,000 |
AXA Financial, Inc. | | | | |
7.750%, 08/01/2010 | | 210,000 | | 215,922 |
BAC Capital Trust XIII | | | | |
0.654%, 03/15/2043 (P) | | 640,000 | | 381,820 |
Bank of America Corp. | | | | |
5.650%, 05/01/2018 | | 565,000 | | 563,582 |
5.750%, 12/01/2017 | | 1,849,000 | | 1,872,399 |
7.625%, 06/01/2019 | | 685,000 | | 774,635 |
Bear Stearns Companies LLC | | | | |
0.442%, 11/28/2011 (P) | | 640,000 | | 639,668 |
7.250%, 02/01/2018 | | 380,000 | | 440,777 |
Beaver Valley Funding | | | | |
9.000%, 06/01/2017 | | 1,123,000 | | 1,232,661 |
Bosphorus Financial Services, Ltd. | | | | |
2.050%, 02/15/2012 (P)(S) | | 187,500 | | 179,549 |
BPCE SA, (12.50% to 09/30/2019 then | | | | |
3 month LIBOR + 12.98%) | | | | |
maturing at 08/29/2049 (S) | | 255,000 | | 300,773 |
Capital One Bank USA NA | | | | |
8.800%, 07/15/2019 | | 425,000 | | 510,714 |
Capital One Financial Corp. | | | | |
6.750%, 09/15/2017 | | 550,000 | | 603,731 |
7.375%, 05/23/2014 | | 740,000 | | 848,293 |
Capmark Financial Group, Inc. | | | | |
5.875%, 05/10/2012 (H) | | 1,300,000 | | 366,612 |
Caterpillar Financial Services Corp. | | | | |
5.450%, 04/15/2018 | | 870,000 | | 927,527 |
5.500%, 03/15/2016 | | 405,000 | | 445,467 |
7.150%, 02/15/2019 | | 450,000 | | 531,830 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | |
Charles Schwab Corp. | | | | |
4.950%, 06/01/2014 | $ | 465,000 | $ | 499,554 |
Chuo Mitsui Trust & Banking | | | | |
Company, Ltd., (5.506% to 04/15/2015, | | | | |
then 3 month LIBOR + 249 bps) | | | | |
maturing at 12/29/2049 (S) | | 500,000 | | 486,462 |
Citigroup, Inc. | | | | |
5.625%, 08/27/2012 | | 219,000 | | 230,616 |
5.850%, 12/11/2034 | | 285,000 | | 254,304 |
6.125%, 11/21/2017 to 05/15/2018 | | 3,050,000 | | 3,078,341 |
6.375%, 08/12/2014 | | 790,000 | | 838,425 |
8.500%, 05/22/2019 | | 1,030,000 | | 1,188,576 |
CME Group, Inc. | | | | |
5.750%, 02/15/2014 | | 470,000 | | 519,876 |
Comerica Capital Trust II | | | | |
6.576%, 02/20/2037 (P) | | 700,000 | | 579,250 |
ConocoPhillips Canada Funding Company | | | | |
5.950%, 10/15/2036 | | 1,000,000 | | 1,040,972 |
Credit Suisse First Boston USA, Inc. | | | | |
6.500%, 01/15/2012 | | 209,000 | | 227,544 |
Credit Suisse New York | | | | |
5.300%, 08/13/2019 | | 405,000 | | 414,898 |
Crown Castle Towers LLC | | | | |
6.113%, 01/15/2020 (S) | | 495,000 | | 518,335 |
Discover Financial Services | | | | |
10.250%, 07/15/2019 | | 655,000 | | 775,077 |
Ford Motor Credit Company LLC | | | | |
7.500%, 08/01/2012 | | 195,000 | | 195,817 |
General Electric Capital Corp. | | | | |
5.450%, 01/15/2013 | | 261,000 | | 280,667 |
5.625%, 05/01/2018 | | 605,000 | | 622,127 |
General Electric Capital Corp., MTN | | | | |
6.000%, 08/07/2019 | | 325,000 | | 340,033 |
GTP Towers Issuer LLC | | | | |
4.436%, 02/15/2015 (S) | | 645,000 | | 653,146 |
8.112%, 02/15/2015 (S) | | 600,000 | | 600,000 |
Harley-Davidson Funding Corp. | | | | |
5.750%, 12/15/2014 (S) | | 345,000 | | 358,936 |
6.800%, 06/15/2018 (S) | | 1,350,000 | | 1,367,437 |
Hartford Financial Services Group, Inc. | | | | |
6.300%, 03/15/2018 | | 485,000 | | 501,407 |
HBOS PLC | | | | |
5.375%, 11/29/2049 (S) | | 22,000 | | 17,820 |
HSBC Finance Corp. | | | | |
5.000%, 06/30/2015 | | 645,000 | | 676,788 |
HSBC Holdings PLC | | | | |
6.500%, 09/15/2037 | | 435,000 | | 446,293 |
Hyundai Capital Services | | | | |
6.000%, 05/05/2015 (S) | | 415,000 | | 441,973 |
International Lease Finance Corp. | | | | |
6.375%, 03/25/2013 | | 540,000 | | 475,608 |
Jefferies Group, Inc. | | | | |
6.450%, 06/08/2027 | | 380,000 | | 336,644 |
8.500%, 07/15/2019 | | 2,545,000 | | 2,830,758 |
JPMorgan Chase & Company | | | | |
4.650%, 06/01/2014 | | 655,000 | | 693,650 |
6.300%, 04/23/2019 | | 1,267,000 | | 1,405,037 |
6.750%, 02/01/2011 | | 218,000 | | 229,433 |
JPMorgan Chase & Company, MTN | | | | |
6.000%, 01/15/2018 | | 860,000 | | 931,436 |
JPMorgan Chase & Company, Series 1, | | | | |
(7.900% to 04/30/2018, then 3 month | | | | |
LIBOR + 347 bps) | | | | |
maturing at 04/29/2049 | | 510,000 | | 527,243 |
| |
The accompanying notes are an integral part of the financial statements. | 17 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | |
JPMorgan Chase Capital XX | | | | |
6.550%, 09/29/2036 | $ | 250,000 | $ | 233,942 |
JPMorgan Chase Capital XXIII | | | | |
1.250%, 05/15/2047 (P) | | 915,000 | | 655,204 |
Lehman Brothers Holdings, Inc. | | | | |
0.00%, 01/26/2017 (H) | | 1,120,000 | | 249,200 |
Macquarie Group, Ltd. | | | | |
6.000%, 01/14/2020 (S) | | 395,000 | | 383,173 |
7.300%, 08/01/2014 (S) | | 260,000 | | 286,710 |
MBNA Capital | | | | |
1.049%, 02/01/2027 (P) | | 23,000 | | 15,674 |
Mellon Capital IV | | | | |
6.244%, 06/29/2049 (P) | | 400,000 | | 350,000 |
Merna Reinsurance, Ltd. | | | | |
2.001%, 07/07/2010 (P)(S) | | 1,000,000 | | 989,000 |
Merrill Lynch & Company, Inc. | | | | |
0.482%, 06/05/2012 (P) | | 472,000 | | 463,412 |
0.799%, 05/02/2017 (P) | | 1,000,000 | | 892,264 |
6.875%, 04/25/2018 | | 1,515,000 | | 1,596,278 |
7.750%, 05/14/2038 | | 1,355,000 | | 1,446,906 |
Mizuho Financial Group, Ltd. | | | | |
8.375%, 01/29/2049 | | 250,000 | | 250,313 |
Morgan Stanley | | | | |
0.701%, 10/18/2016 (P) | | 830,000 | | 756,133 |
5.625%, 09/23/2019 | | 1,000,000 | | 991,488 |
5.950%, 12/28/2017 | | 290,000 | | 298,906 |
6.000%, 04/28/2015 | | 1,000,000 | | 1,068,170 |
7.300%, 05/13/2019 | | 535,000 | | 591,557 |
10.090%, 05/03/2017 | | 2,700,000 | | 1,393,216 |
Morgan Stanley, Series F | | | | |
6.625%, 04/01/2018 | | 1,025,000 | | 1,090,583 |
Nelnet, Inc., (7.400% to 09/01/2011, then | | | | |
3 month LIBOR +337.58 bps) | | | | |
maturing at 09/15/2061 | | 400,000 | | 298,348 |
Northern Trust Company | | | | |
4.625%, 05/01/2014 | | 410,000 | | 441,821 |
6.500%, 08/15/2018 | | 190,000 | | 216,184 |
PNC Financial Services Group, Inc. | | | | |
8.250%, 05/29/2049 (P) | | 760,000 | | 794,587 |
PNC Funding Corp. | | | | |
4.250%, 09/21/2015 | | 750,000 | | 766,149 |
Santander Issuances SA, (6.500% to | | | | |
11/01/2014, then 3 month LIBOR | | | | |
+ 392 bps) | | | | |
maturing at 08/11/2019 (S) | | 900,000 | | 952,430 |
Schwab Capital Trust I | | | | |
7.500%, 11/15/2037 (P) | | 1,435,000 | | 1,390,888 |
SLM Corp. | | | | |
0.549%, 01/27/2014 (P) | | 1,840,000 | | 1,528,714 |
SLM Corp., MTN | | | | |
8.450%, 06/15/2018 | | 485,000 | | 474,416 |
Standard Chartered PLC | | | | |
6.400%, 09/26/2017 (S) | | 1,000,000 | | 1,071,438 |
6.409%, 01/30/2017 (P)(S) | | 715,000 | | 612,118 |
State Street Capital Trust IV | | | | |
1.254%, 06/15/2037 (N) | | 1,165,000 | | 809,094 |
SunTrust Capital VIII | | | | |
6.100%, 12/15/2036 (P) | | 414,000 | | 318,101 |
SunTrust Preferred Capital I | | | | |
5.853%, 12/31/2049 (P) | | 102,000 | | 69,998 |
TD Ameritrade Holding Corp. | | | | |
5.600%, 12/01/2019 | | 460,000 | | 465,667 |
Teco Finance, Inc. | | | | |
6.572%, 11/01/2017 | | 302,000 | | 321,156 |
7.000%, 05/01/2012 | | 418,000 | | 453,939 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | |
The Goldman Sachs Capital II | | | | |
5.793%, 10/29/2049 (P) | $ | 760,000 | $ | 606,100 |
The Goldman Sachs Group, Inc. | | | | |
5.125%, 01/15/2015 | | 1,035,000 | | 1,093,390 |
5.500%, 11/15/2014 | | 447,000 | | 480,590 |
5.950%, 01/18/2018 | | 1,500,000 | | 1,574,252 |
6.000%, 05/01/2014 | | 645,000 | | 707,891 |
6.750%, 10/01/2037 | | 420,000 | | 407,217 |
7.500%, 02/15/2019 | | 1,155,000 | | 1,321,892 |
TuranAlem Finance BV | | | | |
7.875%, 06/02/2010 (H) | | 12,000 | | 4,440 |
UBS AG | | | | |
5.875%, 12/20/2017 | | 550,000 | | 572,996 |
USB Capital IX | | | | |
6.189%, 10/29/2049 (P) | | 2,025,000 | | 1,670,625 |
USB Realty Corp., (6.091% to | | | | |
01/15/2012, then 3 month LIBOR | | | | |
+ 114.7 bps) | | | | |
maturing at 12/29/2049 (S) | | 500,000 | | 384,375 |
Vita Capital III, Ltd., Series B-I | | | | |
1.351%, 01/01/2011 (P)(S) | | 870,000 | | 854,079 |
Waddell & Reed Financial, Inc. | | | | |
5.600%, 01/15/2011 | | 400,000 | | 413,788 |
Wells Fargo Capital XIII, Series GMTN | | | | |
7.700%, 12/29/2049 (P) | | 1,000,000 | | 985,000 |
| |
|
| | | | 75,806,638 |
Electric - 3.98% | | | | |
AES Eastern Energy LP, Series 1999-A | | | | |
9.000%, 01/02/2017 | | 562,976 | | 574,939 |
AES Gener SA | | | | |
7.500%, 03/25/2014 | | 218,000 | | 238,442 |
Allegheny Energy Supply Company LLC | | | | |
5.750%, 10/15/2019 (S) | | 370,000 | | 372,881 |
American Electric Power Company, Inc. | | | | |
5.250%, 06/01/2015 | | 210,000 | | 224,415 |
Appalachian Power Company | | | | |
5.800%, 10/01/2035 | | 39,000 | | 38,335 |
7.000%, 04/01/2038 | | 425,000 | | 486,794 |
Aquila, Inc. | | | | |
11.875%, 07/01/2012 | | 570,000 | | 665,757 |
Arizona Public Service Company | | | | |
5.500%, 09/01/2035 | | 222,000 | | 197,045 |
BVPS II Funding Corp. | | | | |
8.890%, 06/01/2017 | | 274,000 | | 307,008 |
CenterPoint Energy Houston Electric LLC | | | | |
6.950%, 03/15/2033 | | 10,000 | | 11,137 |
CMS Energy Corp. | | | | |
6.250%, 02/01/2020 | | 595,000 | | 582,388 |
Commonwealth Edison Company | | | | |
5.800%, 03/15/2018 | | 2,225,000 | | 2,414,566 |
6.150%, 09/15/2017 | | 255,000 | | 282,605 |
Constellation Energy Group, Inc. | | | | |
7.600%, 04/01/2032 | | 246,000 | | 279,674 |
Delmarva Power & Light Company | | | | |
6.400%, 12/01/2013 | | 390,000 | | 442,965 |
Dominion Resources, Inc. | | | | |
5.000%, 03/15/2013 | | 575,000 | | 615,500 |
5.700%, 09/17/2012 | | 207,000 | | 225,780 |
6.300%, 09/30/2066 (P) | | 800,000 | | 740,000 |
DTE Energy Company | | | | |
7.625%, 05/15/2014 | | 435,000 | | 500,946 |
Duke Energy Corp. | | | | |
6.300%, 02/01/2014 | | 335,000 | | 373,887 |
| |
The accompanying notes are an integral part of the financial statements. | 18 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
Enel Finance International SA | | | | |
6.250%, 09/15/2017 (S) | $ | 565,000 | $ | 619,896 |
Enersis SA | | | | |
7.375%, 01/15/2014 | | 12,000 | | 13,326 |
FirstEnergy Corp. | | | | |
6.450%, 11/15/2011 | | 9,000 | | 9,616 |
7.375%, 11/15/2031 | | 676,000 | | 730,963 |
FirstEnergy Solutions Corp. | | | | |
4.800%, 02/15/2015 | | 460,000 | | 479,663 |
FPL Group Capital, Inc. | | | | |
6.350%, 10/01/2066 (P) | | 650,000 | | 598,000 |
Indiantown Cogeneration LP, Series A-9 | | | | |
9.260%, 12/15/2010 | | 27,206 | | 27,728 |
Ipalco Enterprises, Inc. | | | | |
8.625%, 11/14/2011 | | 365,000 | | 378,688 |
Israel Electric Corp., Ltd. | | | | |
7.250%, 01/15/2019 (S) | | 1,720,000 | | 1,866,867 |
ITC Holdings Corp. | | | | |
5.500%, 01/15/2020 (S) | | 575,000 | | 588,456 |
5.875%, 09/30/2016 (S) | | 170,000 | | 179,771 |
Listrindo Capital BV | | | | |
9.250%, 01/29/2015 (S) | | 180,000 | | 185,368 |
Midwest Generation LLC, Series B | | | | |
8.560%, 01/02/2016 | | 533,119 | | 545,114 |
Monongahela Power Company | | | | |
7.950%, 12/15/2013 (S) | | 665,000 | | 767,401 |
National Grid PLC | | | | |
6.300%, 08/01/2016 | | 485,000 | | 537,596 |
Nevada Power Company | | | | |
6.650%, 04/01/2036 | | 530,000 | | 564,894 |
Pacific Gas & Electric Company | | | | |
4.200%, 03/01/2011 | | 246,000 | | 254,103 |
4.800%, 03/01/2014 | | 212,000 | | 230,485 |
8.250%, 10/15/2018 | | 455,000 | | 561,307 |
Peco Energy Company | | | | |
5.350%, 03/01/2018 | | 1,000,000 | | 1,063,929 |
PG&E Corp. | | | | |
5.750%, 04/01/2014 | | 390,000 | | 429,402 |
PNPP II Funding Corp. | | | | |
9.120%, 05/30/2016 | | 206,000 | | 227,576 |
PSEG Power LLC | | | | |
5.000%, 04/01/2014 | | 214,000 | | 224,079 |
8.625%, 04/15/2031 | | 214,000 | | 275,223 |
Public Service Company of New Mexico | | | | |
7.950%, 05/15/2018 | | 1,000,000 | | 1,052,434 |
San Diego Gas & Electric | | | | |
Company, Series FFF | | | | |
6.125%, 09/15/2037 | | 1,000,000 | | 1,083,607 |
Scottish Power, Ltd. | | | | |
4.910%, 03/15/2010 | | 225,000 | | 225,187 |
Sierra Pacific Power Company, Series M | | | | |
6.000%, 05/15/2016 | | 840,000 | | 922,056 |
SPI Electricity & Gas Australia | | | | |
Holdings Party, Ltd. | | | | |
6.150%, 11/15/2013 (S) | | 16,000 | | 17,188 |
Texas Competitive Electric Holdings | | | | |
Company LLC, Series A | | | | |
10.250%, 11/01/2015 | | 650,000 | | 485,810 |
TransAlta Corp. | | | | |
6.650%, 05/15/2018 | | 580,000 | | 635,791 |
United Energy Distribution Property, Ltd. | | | | |
4.700%, 04/15/2011 (S) | | 96,000 | | 98,399 |
Virginia Electric and Power Company | | | | |
6.000%, 01/15/2036 | | 620,000 | | 646,675 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
Waterford 3 Funding Corp. | | | | |
8.090%, 01/02/2017 | $ | 405,049 | $ | 410,383 |
| |
|
| | | | 26,512,045 |
Electrical Components & Equipment - 0.04% | | | |
Coleman Cable, Inc. | | | | |
9.000%, 02/15/2018 (S) | | 240,000 | | 237,600 |
Electronics - 0.10% | | | | |
Amphenol Corp. | | | | |
4.750%, 11/15/2014 | | 675,000 | | 693,828 |
Energy-Alternate Sources - 0.03% | | | | |
Salton Sea Funding Corp. , Series F | | | | |
7.475%, 11/30/2018 | | 182,488 | | 201,516 |
Engineering & Construction - 0.05% | | | | |
Odebrecht Finance, Ltd. | | | | |
7.000%, 04/21/2020 (S) | | 340,000 | | 343,400 |
Entertainment - 0.50% | | | | |
AMC Entertainment, Inc. | | | | |
8.000%, 03/01/2014 | | 615,000 | | 605,775 |
8.750%, 06/01/2019 | | 180,000 | | 185,850 |
Cinemark USA, Inc. | | | | |
8.625%, 06/15/2019 | | 175,000 | | 182,000 |
Greektown Holdings LLC | | | | |
10.750%, 12/01/2013 (H)(S) | | 220,000 | | 13,200 |
HRP Myrtle Beach Operations LLC | | | | |
0.00%, 04/01/2012 (H)(S) | | 140,000 | | 0 |
Jacobs Entertainment, Inc. | | | | |
9.750%, 06/15/2014 | | 820,000 | | 756,450 |
Mohegan Tribal Gaming Authority | | | | |
8.000%, 04/01/2012 | | 300,000 | | 265,500 |
Pokagon Gaming Authority | | | | |
10.375%, 06/15/2014 (S) | | 600,000 | | 624,000 |
Regal Cinemas Corp. | | | | |
8.625%, 07/15/2019 | | 145,000 | | 151,344 |
Waterford Gaming LLC | | | | |
8.625%, 09/15/2014 (S) | | 196,000 | | 106,820 |
Yonkers Racing Corp. | | | | |
11.375%, 07/15/2016 (S) | | 395,000 | | 416,725 |
| |
|
| | | | 3,307,664 |
Food - 1.38% | | | | |
B&G Foods, Inc. | | | | |
7.625%, 01/15/2018 | | 240,000 | | 242,400 |
Bumble Bee Foods LLC | | | | |
7.750%, 12/15/2015 (S) | | 215,000 | | 215,538 |
Corp. Pesquera Inca SAC | | | | |
9.000%, 02/10/2017 (S) | | 275,000 | | 269,500 |
General Mills, Inc. | | | | |
5.650%, 09/10/2012 | | 600,000 | | 658,810 |
5.700%, 02/15/2017 | | 245,000 | | 269,292 |
Kraft Foods, Inc. | | | | |
5.375%, 02/10/2020 | | 895,000 | | 925,954 |
5.625%, 11/01/2011 | | 219,000 | | 232,555 |
6.000%, 02/11/2013 | | 605,000 | | 667,935 |
6.125%, 02/01/2018 | | 580,000 | | 636,312 |
Kroger Company | | | | |
6.800%, 12/15/2018 | | 920,000 | | 1,047,691 |
7.000%, 05/01/2018 | | 580,000 | | 659,401 |
McCormick & Company, Inc. | | | | |
5.750%, 12/15/2017 | | 1,000,000 | | 1,076,333 |
Nabisco, Inc. | | | | |
7.550%, 06/15/2015 | | 229,000 | | 270,903 |
Smithfield Foods, Inc. | | | | |
7.000%, 08/01/2011 | | 18,000 | | 18,000 |
| |
The accompanying notes are an integral part of the financial statements. | 19 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Food (continued) | | | | |
Smithfield Foods, Inc. (continued) | | | | |
10.000%, 07/15/2014 (S) | $ | 365,000 | $ | 395,113 |
Supervalu, Inc. | | | | |
7.500%, 11/15/2014 | | 500,000 | | 502,500 |
Tate & Lyle International Finance PLC | | | | |
5.000%, 11/15/2014 (S) | | 208,000 | | 215,081 |
Tesco PLC | | | | |
6.150%, 11/15/2037 (S) | | 570,000 | | 607,940 |
Tyson Foods, Inc. | | | | |
10.500%, 03/01/2014 | | 225,000 | | 261,563 |
| |
|
| | | | 9,172,821 |
Forest Products & Paper - 0.40% | | | | |
International Paper Company | | | | |
7.950%, 06/15/2018 | | 520,000 | | 604,161 |
9.375%, 05/15/2019 | | 530,000 | | 661,817 |
NewPage Corp. | | | | |
11.375%, 12/31/2014 | | 125,000 | | 119,375 |
PE Paper Escrow GmbH | | | | |
12.000%, 08/01/2014 (S) | | 100,000 | | 108,500 |
Verso Paper Holdings LLC, Series B | | | | |
9.125%, 08/01/2014 | | 610,000 | | 561,200 |
Westvaco Corp. | | | | |
7.950%, 02/15/2031 | | 550,000 | | 598,682 |
| |
|
| | | | 2,653,735 |
Gas - 0.38% | | | | |
CenterPoint Energy, Inc. | | | | |
6.500%, 05/01/2018 | | 1,000,000 | | 1,065,425 |
Michigan Consolidated Gas Company | | | | |
5.700%, 03/15/2033 | | 14,000 | | 13,345 |
Sempra Energy | | | | |
6.500%, 06/01/2016 | | 450,000 | | 503,858 |
8.900%, 11/15/2013 | | 360,000 | | 432,139 |
Southern Union Company | | | | |
7.200%, 11/01/2066 (P) | | 610,000 | | 547,475 |
| |
|
| | | | 2,562,242 |
Healthcare Products - 0.15% | | | | |
Covidien International Finance SA | | | | |
6.000%, 10/15/2017 | | 610,000 | | 673,672 |
Inverness Medical Innovations, Inc. | | | | |
7.875%, 02/01/2016 (S) | | 360,000 | | 349,200 |
| |
|
| | | | 1,022,872 |
Healthcare Services - 0.40% | | | | |
Cigna Corp. | | | | |
6.150%, 11/15/2036 | | 500,000 | | 493,031 |
Coventry Health Care, Inc. | | | | |
5.875%, 01/15/2012 | | 225,000 | | 230,902 |
6.300%, 08/15/2014 | | 420,000 | | 428,281 |
HCA, Inc. | | | | |
8.500%, 04/15/2019 (S) | | 440,000 | | 471,900 |
UnitedHealth Group, Inc. | | | | |
4.875%, 02/15/2013 | | 225,000 | | 239,947 |
5.375%, 03/15/2016 | | 15,000 | | 16,030 |
5.800%, 03/15/2036 | | 115,000 | | 110,815 |
WellPoint, Inc. | | | | |
5.000%, 12/15/2014 | | 208,000 | | 225,049 |
6.375%, 06/15/2037 | | 415,000 | | 436,872 |
| |
|
| | | | 2,652,827 |
Holding Companies - 0.05% | | | | |
ESI Tractebel Acquisition Corp., Series B | | | | |
7.990%, 12/30/2011 | | 313,000 | | 313,861 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Home Builders - 0.03% | | | | |
Pulte Homes, Inc. | | | | |
6.250%, 02/15/2013 | $ | 210,000 | $ | 215,250 |
Home Furnishings - 0.14% | | | | |
Whirlpool Corp. | | | | |
8.000%, 05/01/2012 | | 425,000 | | 471,328 |
8.600%, 05/01/2014 | | 370,000 | | 430,868 |
| |
|
| | | | 902,196 |
Household Products - 0.30% | | | | |
ACCO Brands Corp. | | | | |
10.625%, 03/15/2015 (S) | | 105,000 | | 114,135 |
Clorox Company | | | | |
5.000%, 03/01/2013 | | 600,000 | | 650,162 |
5.950%, 10/15/2017 | | 500,000 | | 552,544 |
Yankee Acquisition Corp. | | | | |
8.500%, 02/15/2015 | | 655,000 | | 655,000 |
| |
|
| | | | 1,971,841 |
Housewares - 0.02% | | | | |
Libbey Glass, Inc. | | | | |
10.000%, 02/15/2015 (S) | | 115,000 | | 119,025 |
Insurance - 5.19% | | | | |
Aflac, Inc. | | | | |
6.900%, 12/17/2039 | | 265,000 | | 264,825 |
8.500%, 05/15/2019 | | 640,000 | | 756,262 |
Allied World Assurance Holdings, Ltd. | | | | |
7.500%, 08/01/2016 | | 990,000 | | 1,076,610 |
American International Group, Inc. | | | | |
5.450%, 05/18/2017 | | 1,000,000 | | 812,682 |
American International Group, | | | | |
Inc., Series WI | | | | |
8.175%, 05/15/2058 (P) | | 700,000 | | 472,500 |
Assurant, Inc. | | | | |
5.625%, 02/15/2014 | | 209,000 | | 217,845 |
6.750%, 02/15/2034 | | 550,000 | | 526,169 |
AXA SA, (6.379% to 12/13/2036, then | | | | |
3 month LIBOR +225.6 bps) | | | | |
maturing at 12/29/2049 (S) | | 585,000 | | 466,538 |
CNA Financial Corp. | | | | |
6.000%, 08/15/2011 | | 280,000 | | 294,057 |
6.500%, 08/15/2016 | | 1,325,000 | | 1,366,364 |
7.350%, 11/15/2019 | | 420,000 | | 439,481 |
Endurance Specialty Holdings, Ltd. | | | | |
7.000%, 07/15/2034 | | 800,000 | | 754,261 |
Financial Security | | | | |
Assurance Holdings, Ltd. | | | | |
6.400%, 12/15/2066 (P)(S) | | 795,000 | | 548,550 |
Foundation Re II, Ltd. | | | | |
7.000%, 11/26/2010 (P)(S) | | 250,000 | | 248,591 |
Genworth Financial, Inc. | | | | |
6.150%, 11/15/2066 (P) | | 500,000 | | 346,250 |
6.515%, 05/22/2018 | | 600,000 | | 565,070 |
Hartford Financial Services Group, Inc. | | | | |
4.625%, 07/15/2013 | | 8,000 | | 8,264 |
Horace Mann Educators Corp. | | | | |
6.850%, 04/15/2016 | | 335,000 | | 339,600 |
Liberty Mutual Group, Inc. | | | | |
6.500%, 03/15/2035 (S) | | 683,000 | | 580,641 |
7.300%, 06/15/2014 (S) | | 380,000 | | 402,922 |
7.500%, 08/15/2036 (S) | | 1,470,000 | | 1,400,384 |
7.800%, 03/15/2037 (S) | | 455,000 | | 389,025 |
Lincoln National Corp. | | | | |
6.050%, 04/20/2067 (P) | | 495,000 | | 380,531 |
7.000%, 05/17/2066 (P) | | 555,000 | | 473,859 |
8.750%, 07/01/2019 | | 3,600,000 | | 4,340,610 |
| |
The accompanying notes are an integral part of the financial statements. | 20 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Insurance (continued) | | | | |
Markel Corp. | | | | |
6.800%, 02/15/2013 | $ | 325,000 | $ | 348,944 |
Massachusetts Mutual Life | | | | |
Insurance Company | | | | |
8.875%, 06/01/2039 (S) | | 220,000 | | 271,655 |
MetLife, Inc. | | | | |
6.750%, 06/01/2016 | | 495,000 | | 549,932 |
Metropolitan Life Global Funding I | | | | |
5.125%, 04/10/2013 (S) | | 405,000 | | 437,438 |
New York Life Insurance Company | | | | |
6.750%, 11/15/2039 (S) | | 730,000 | | 786,571 |
Oil Casualty Insurance, Ltd. | | | | |
8.000%, 09/15/2034 (S) | | 1,873,000 | | 1,545,412 |
Pacific Life Insurance Company | | | | |
9.250%, 06/15/2039 (S) | | 940,000 | | 1,123,973 |
Progressive Corp., (6.700% to 06/15/2017, | | | | |
then 3 month LIBOR +201.75 bps) | | | | |
maturing at 06/15/2067 | | 225,000 | | 209,016 |
Prudential Financial, Inc. | | | | |
4.750%, 04/01/2014 | | 227,000 | | 237,641 |
6.200%, 01/15/2015 | | 555,000 | | 610,719 |
Prudential Financial, Inc., Series D | | | | |
5.150%, 01/15/2013 | | 540,000 | | 574,917 |
Prudential Financial, Inc., Series MTND | | | | |
7.375%, 06/15/2019 | | 1,195,000 | | 1,374,087 |
QBE Insurance Group, Ltd. | | | | |
9.750%, 03/14/2014 (S) | | 301,000 | | 361,812 |
StanCorp Financial Group, Inc. | | | | |
6.900%, 06/01/2067 (P) | | 650,000 | | 529,393 |
Symetra Financial Corp. | | | | |
6.125%, 04/01/2016 (S) | | 350,000 | | 341,476 |
Teachers Insurance & Annuity Association | | | | |
of America | | | | |
6.850%, 12/16/2039 (S) | | 680,000 | | 732,814 |
The Travelers Companies, Inc. | | | | |
6.250%, 03/15/2037 (P) | | 2,500,000 | | 2,382,123 |
Transatlantic Holdings, Inc. | | | | |
5.750%, 12/14/2015 | | 575,000 | | 599,503 |
Unum Group | | | | |
7.125%, 09/30/2016 | | 510,000 | | 544,353 |
UnumProvident Finance Company PLC | | | | |
6.850%, 11/15/2015 (S) | | 685,000 | | 733,346 |
W.R. Berkley Corp. | | | | |
5.125%, 09/30/2010 | | 900,000 | | 910,127 |
5.600%, 05/15/2015 | | 335,000 | | 347,748 |
6.150%, 08/15/2019 | | 14,000 | | 14,039 |
White Mountains Re Group, Ltd. | | | | |
7.506%, 05/29/2049 (P)(S) | | 1,540,000 | | 1,300,330 |
XL Capital, Ltd., Series E | | | | |
6.500%, 12/31/2049 (P) | | 275,000 | | 215,545 |
| |
|
| | | | 34,554,805 |
Internet - 0.03% | | | | |
Equinix, Inc. | | | | |
8.125%, 03/01/2018 | | 215,000 | | 215,000 |
Iron & Steel - 0.17% | | | | |
Allegheny Technologies, Inc. | | | | |
9.375%, 06/01/2019 | | 300,000 | | 352,546 |
ArcelorMittal | | | | |
9.850%, 06/01/2019 | | 600,000 | | 755,976 |
| |
|
| | | | 1,108,522 |
Leisure Time - 0.12% | | | | |
Royal Caribbean Cruises, Ltd. | | | | |
7.000%, 06/15/2013 | | 835,000 | | 828,738 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Lodging - 0.21% | | | | |
Little Traverse Bay Bands of | | | | |
Odawa Indians | | | | |
10.250%, 02/15/2014 (H)(S) | $ | 460,000 | $ | 116,150 |
Marriott International, Inc. | | | | |
4.625%, 06/15/2012 | | 26,000 | | 26,884 |
MTR Gaming Group, Inc. | | | | |
12.625%, 07/15/2014 (S) | | 170,000 | | 164,050 |
MTR Gaming Group, Inc., Series B | | | | |
9.000%, 06/01/2012 | | 470,000 | | 371,300 |
Starwood Hotels & Resorts | | | | |
Worldwide, Inc. | | | | |
6.250%, 02/15/2013 | | 68,000 | | 70,210 |
Turning Stone Resort Casino Enterprises | | | | |
9.125%, 09/15/2014 (S) | | 620,000 | | 620,000 |
| |
|
| | | | 1,368,594 |
Machinery-Construction & Mining - 0.06% | | | |
Terex Corp. | | | | |
10.875%, 06/01/2016 | | 350,000 | | 382,375 |
Machinery-Diversified - 0.09% | | | | |
Altra Holdings, Inc. | | | | |
8.125%, 12/01/2016 (S) | | 255,000 | | 261,375 |
Case New Holland, Inc. | | | | |
7.750%, 09/01/2013 (S) | | 330,000 | | 331,650 |
| |
|
| | | | 593,025 |
Media - 2.05% | | | | |
Cablevision Systems Corp. | | | | |
8.625%, 09/15/2017 (S) | | 125,000 | | 128,750 |
CCH II LLC / CCH II Capital Corp. | | | | |
13.500%, 11/30/2016 (S) | | 213,588 | | 250,165 |
Comcast Cable Holdings LLC | | | | |
9.800%, 02/01/2012 | | 730,000 | | 831,745 |
COX Communications, Inc. | | | | |
4.625%, 06/01/2013 | | 340,000 | | 360,510 |
5.450%, 12/15/2014 | | 218,000 | | 239,178 |
6.750%, 03/15/2011 | | 209,000 | | 219,926 |
CSC Holdings, Inc. | | | | |
7.875%, 02/15/2018 | | 490,000 | | 510,825 |
DirecTV Holdings LLC | | | | |
4.750%, 10/01/2014 (S) | | 370,000 | | 386,799 |
7.625%, 05/15/2016 | | 470,000 | | 515,238 |
Grupo Televisa SA | | | | |
6.625%, 01/15/2040 (S) | | 385,000 | | 378,374 |
News America Holdings, Inc. | | | | |
6.750%, 01/09/2038 | | 2,000 | | 2,103 |
7.750%, 12/01/2045 | | 9,000 | | 10,570 |
8.250%, 08/10/2018 | | 375,000 | | 459,172 |
News America, Inc. | | | | |
6.650%, 11/15/2037 | | 865,000 | | 916,962 |
6.900%, 03/01/2019 | | 285,000 | | 327,389 |
Time Warner Cable, Inc. | | | | |
6.550%, 05/01/2037 | | 550,000 | | 570,642 |
6.750%, 07/01/2018 | | 1,385,000 | | 1,549,024 |
Time Warner Companies, Inc. | | | | |
7.570%, 02/01/2024 | | 34,000 | | 38,663 |
Time Warner Entertainment Company LP | | | | |
8.375%, 03/15/2023 to 07/15/2033 | | 870,000 | | 1,061,617 |
Time Warner, Inc. | | | | |
7.625%, 04/15/2031 | | 9,000 | | 10,486 |
Viacom, Inc. | | | | |
6.875%, 04/30/2036 | | 760,000 | | 814,564 |
Videotron Ltee | | | | |
7.125%, 01/15/2020 (S) | | 600,000 | | 588,008 |
| |
The accompanying notes are an integral part of the financial statements. | 21 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Media (continued) | | | | |
Vivendi SA | | | | |
5.750%, 04/04/2013 (S) | $ | 2,515,000 | $ | 2,719,578 |
XM Satellite Radio, Inc. | | | | |
11.250%, 06/15/2013 (S) | | 100,000 | | 106,500 |
13.000%, 08/01/2013 (S) | | 635,000 | | 695,325 |
| |
|
| | | | 13,692,113 |
Metal Fabricate/Hardware - 0.08% | | | | |
Commercial Metals Company | | | | |
7.350%, 08/15/2018 | | 405,000 | | 426,019 |
Severstal Columbus LLC | | | | |
10.250%, 02/15/2018 (S) | | 125,000 | | 125,313 |
| |
|
| | | | 551,332 |
Mining - 0.68% | | | | |
Alcan, Inc. | | | | |
5.000%, 06/01/2015 | | 6,000 | | 6,302 |
Alcoa, Inc. | | | | |
5.720%, 02/23/2019 | | 150,000 | | 136,524 |
CII Carbon LLC | | | | |
11.125%, 11/15/2015 (S) | | 605,000 | | 603,488 |
Corporacion Nacional del Cobre | | | | |
5.500%, 10/15/2013 (S) | | 209,000 | | 228,229 |
Rio Tinto Alcan, Inc. | | | | |
6.125%, 12/15/2033 | | 520,000 | | 526,140 |
Rio Tinto Finance USA, Ltd. | | | | |
8.950%, 05/01/2014 | | 480,000 | | 582,456 |
Teck Resources, Ltd. | | | | |
10.750%, 05/15/2019 | | 1,190,000 | | 1,463,700 |
Vale Overseas, Ltd. | | | | |
6.875%, 11/10/2039 | | 465,000 | | 473,613 |
Vedanta Resources PLC | | | | |
8.750%, 01/15/2014 (S) | | 465,000 | | 490,575 |
| |
|
| | | | 4,511,027 |
Miscellaneous Manufacturers - 0.89% | | | | |
Colt Defense LLC | | | | |
8.750%, 11/15/2017 (S) | | 150,000 | | 147,750 |
Eaton Corp. | | | | |
4.900%, 05/15/2013 | | 450,000 | | 483,328 |
General Electric Company | | | | |
5.000%, 02/01/2013 | | 887,000 | | 951,960 |
Parker Hannifin Corp. | | | | |
5.500%, 05/15/2018 | | 1,000,000 | | 1,074,661 |
Textron, Inc. | | | | |
5.600%, 12/01/2017 | | 650,000 | | 648,385 |
Trimas Corp. | | | | |
9.750%, 12/15/2017 (S) | | 130,000 | | 130,650 |
Tyco Electronics Group SA | | | | |
6.000%, 10/01/2012 | | 410,000 | | 443,825 |
6.550%, 10/01/2017 | | 910,000 | | 1,001,450 |
7.125%, 10/01/2037 | | 501,000 | | 542,240 |
Tyco International Finance SA | | | | |
8.500%, 01/15/2019 | | 400,000 | | 501,437 |
| |
|
| | | | 5,925,686 |
Office & Business Equipment - 0.15% | | | | |
Xerox Corp. | | | | |
6.750%, 02/01/2017 | | 435,000 | | 483,208 |
8.250%, 05/15/2014 | | 420,000 | | 494,690 |
| |
|
| | | | 977,898 |
Oil & Gas - 2.24% | | | | |
Anadarko Finance Company | | | | |
7.500%, 05/01/2031 | | 900,000 | | 1,013,786 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Oil & Gas (continued) | | | | |
Anadarko Petroleum Corp. | | | | |
6.450%, 09/15/2036 | $ | 1,000,000 | $ | 1,048,405 |
8.700%, 03/15/2019 | | 500,000 | | 628,571 |
Apache Corp. | | | | |
6.900%, 09/15/2018 | | 455,000 | | 539,104 |
CNOOC Finance 2003, Ltd. | | | | |
5.500%, 05/21/2033 (S) | | 10,000 | | 10,346 |
Devon Energy Corp. | | | | |
5.625%, 01/15/2014 | | 400,000 | | 441,056 |
Devon Financing Corp. | | | | |
6.875%, 09/30/2011 | | 205,000 | | 222,479 |
7.875%, 09/30/2031 | | 1,060,000 | | 1,319,578 |
EnCana Corp. | | | | |
6.500%, 08/15/2034 | | 1,000,000 | | 1,066,325 |
EQT Corp. | | | | |
8.125%, 06/01/2019 | | 380,000 | | 454,748 |
Gibson Energy Holdings ULC | | | | |
10.000%, 01/15/2018 (S) | | 315,000 | | 307,125 |
Marathon Oil Corp. | | | | |
6.800%, 03/15/2032 | | 760,000 | | 814,367 |
McMoRan Exploration Company | | | | |
11.875%, 11/15/2014 | | 245,000 | | 262,150 |
Motiva Enterprises LLC | | | | |
6.850%, 01/15/2040 (S) | | 320,000 | | 345,794 |
Nexen, Inc. | | | | |
5.875%, 03/10/2035 | | 212,000 | | 202,261 |
6.400%, 05/15/2037 | | 625,000 | | 631,381 |
NuStar Logistics LP | | | | |
7.650%, 04/15/2018 | | 470,000 | | 536,394 |
Pemex Project Funding Master Trust | | | | |
1.554%, 06/15/2010 (P)(S) | | 218,000 | | 218,000 |
Petro-Canada | | | | |
6.050%, 05/15/2018 | | 716,000 | | 774,862 |
Petrobras International Finance Company | | | | |
5.750%, 01/20/2020 | | 205,000 | | 206,784 |
Petroleos Mexicanos | | | | |
4.875%, 03/15/2015 (S) | | 675,000 | | 686,138 |
Premcor Refining Group, Inc. | | | | |
7.500%, 06/15/2015 | | 4,000 | | 4,100 |
Ras Laffan Liquefied Natural Gas | | | | |
Company, Ltd. III | | | | |
5.838%, 09/30/2027 (S) | | 330,000 | | 327,202 |
Suncor Energy, Inc. | | | | |
6.100%, 06/01/2018 | | 760,000 | | 825,850 |
Talisman Energy, Inc. | | | | |
6.250%, 02/01/2038 | | 1,150,000 | | 1,152,945 |
Valero Logistics Operations LP | | | | |
6.050%, 03/15/2013 | | 248,000 | | 268,471 |
Woodside Finance, Ltd. | | | | |
4.500%, 11/10/2014 (S) | | 590,000 | | 609,775 |
| |
|
| | | | 14,917,997 |
Oil & Gas Services - 0.23% | | | | |
BJ Services Company | | | | |
6.000%, 06/01/2018 | | 880,000 | | 951,749 |
Weatherford International, Ltd. | | | | |
6.500%, 08/01/2036 | | 600,000 | | 598,452 |
| |
|
| | | | 1,550,201 |
Packaging & Containers - 0.14% | | | | |
BWAY Corp. | | | | |
10.000%, 04/15/2014 (S) | | 435,000 | | 448,050 |
Graphic Packaging International, Inc. | | | | |
9.500%, 06/15/2017 | | 225,000 | | 236,250 |
| |
The accompanying notes are an integral part of the financial statements. | 22 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Packaging & Containers (continued) | | | | |
Solo Cup Company | | | | |
10.500%, 11/01/2013 | $ | 145,000 | $ | 151,888 |
U.S. Corrugated, Inc. | | | | |
10.000%, 06/12/2013 | | 110,000 | | 94,050 |
| |
|
| | | | 930,238 |
Pharmaceuticals - 0.64% | | | | |
Allergan, Inc. | | | | |
5.750%, 04/01/2016 | | 400,000 | | 445,938 |
Medco Health Solutions, Inc. | | | | |
7.250%, 08/15/2013 | | 1,630,000 | | 1,862,132 |
Merck & Company, Inc. | | | | |
5.300%, 12/01/2013 | | 218,000 | | 241,981 |
Teva Pharmaceutical Finance LLC | | | | |
5.550%, 02/01/2016 | | 170,000 | | 185,208 |
6.150%, 02/01/2036 | | 170,000 | | 178,857 |
Watson Pharmaceuticals, Inc. | | | | |
6.125%, 08/15/2019 | | 580,000 | | 616,077 |
Wyeth | | | | |
5.500%, 03/15/2013 | | 670,000 | | 739,645 |
| |
|
| | | | 4,269,838 |
Pipelines - 3.78% | | | | |
Buckeye Partners LP | | | | |
5.125%, 07/01/2017 | | 225,000 | | 225,300 |
CenterPoint Energy Resources Corp. | | | | |
6.000%, 05/15/2018 | | 1,000,000 | | 1,049,839 |
7.875%, 04/01/2013 | | 235,000 | | 270,896 |
DCP Midstream LLC | | | | |
9.750%, 03/15/2019 (S) | | 595,000 | | 753,952 |
Duke Capital LLC | | | | |
6.750%, 02/15/2032 | | 511,000 | | 533,164 |
Enbridge Energy Partners LP | | | | |
6.500%, 04/15/2018 | | 600,000 | | 660,536 |
7.500%, 04/15/2038 | | 600,000 | | 700,456 |
Energy Transfer Partners LP | | | | |
6.700%, 07/01/2018 | | 1,000,000 | | 1,097,417 |
7.500%, 07/01/2038 | | 1,440,000 | | 1,602,965 |
8.500%, 04/15/2014 | | 375,000 | | 438,906 |
9.700%, 03/15/2019 | | 505,000 | | 636,220 |
Enterprise Products Operating LLC | | | | |
6.875%, 03/01/2033 | | 209,000 | | 227,518 |
Enterprise Products Operating LLC | | | | |
(7.034% to 01/15/18 then greater of | | | | |
3 month LIBOR + 268 bps or 7.034%) | | | | |
maturing at 01/15/2068 | | 405,000 | | 383,738 |
Enterprise Products Operating LLC | | | | |
(7.000% to 06/01/2017 then 3 month | | | | |
LIBOR + 277.75 bps) | | | | |
maturing at 06/01/2067 | | 705,000 | | 638,025 |
Enterprise Products Operating LP | | | | |
4.950%, 06/01/2010 | | 210,000 | | 211,752 |
6.300%, 09/15/2017 | | 820,000 | | 908,328 |
Gulf South Pipeline Company LP | | | | |
5.750%, 08/15/2012 (S) | | 350,000 | | 373,546 |
Kinder Morgan Energy Partners LP | | | | |
5.800%, 03/15/2035 | | 208,000 | | 197,992 |
6.950%, 01/15/2038 | | 540,000 | | 591,060 |
7.300%, 08/15/2033 | | 212,000 | | 233,622 |
7.750%, 03/15/2032 | | 200,000 | | 231,129 |
9.000%, 02/01/2019 | | 330,000 | | 416,679 |
MarkWest Energy Partners LP, Series B | | | | |
8.500%, 07/15/2016 | | 315,000 | | 316,575 |
NGPL Pipeco LLC | | | | |
7.119%, 12/15/2017 (S) | | 1,670,000 | | 1,899,951 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Pipelines (continued) | | | | |
ONEOK Partners LP | | | | |
6.150%, 10/01/2016 | $ | 728,000 | $ | 787,402 |
6.650%, 10/01/2036 | | 1,245,000 | | 1,307,408 |
Plains All American Pipeline LP | | | | |
8.750%, 05/01/2019 | | 500,000 | | 618,104 |
Regency Energy Partners LP | | | | |
9.375%, 06/01/2016 (S) | | 405,000 | | 427,275 |
Spectra Energy Capital LLC | | | | |
6.200%, 04/15/2018 | | 3,515,000 | | 3,823,515 |
Texas Eastern Transmission LP | | | | |
6.000%, 09/15/2017 (S) | | 685,000 | | 753,143 |
Texas Gas Transmission LLC | | | | |
5.500%, 04/01/2013 (S) | | 1,000,000 | | 1,071,523 |
TransCanada Pipelines, Ltd. | | | | |
7.125%, 01/15/2019 | | 400,000 | | 469,868 |
Williams Partners LP | | | | |
7.250%, 02/01/2017 | | 1,180,000 | | 1,354,695 |
| |
|
| | | | 25,212,499 |
Real Estate - 4.38% | | | | |
AMB Property LP | | | | |
6.625%, 12/01/2019 | | 600,000 | | 613,033 |
AvalonBay Communities, Inc. | | | | |
5.500%, 01/15/2012 | | 319,000 | | 336,516 |
Boston Properties LP | | | | |
5.875%, 10/15/2019 | | 325,000 | | 337,256 |
Boston Properties, Ltd. | | | | |
6.250%, 01/15/2013 | | 215,000 | | 235,834 |
Brandywine Operating Partnership LP | | | | |
7.500%, 05/15/2015 | | 425,000 | | 449,885 |
BRE Properties, Inc. | | | | |
5.500%, 03/15/2017 | | 1,430,000 | | 1,383,722 |
Camden Property Trust | | | | |
5.000%, 06/15/2015 | | 216,000 | | 214,906 |
Colonial Properties Trust | | | | |
6.250%, 06/15/2014 | | 211,000 | | 209,806 |
Developers Diversified Realty Corp. | | | | |
4.625%, 08/01/2010 | | 22,000 | | 21,980 |
5.375%, 10/15/2012 | | 1,500,000 | | 1,480,569 |
Dexus Property Group | | | | |
7.125%, 10/15/2014 (S) | | 465,000 | | 495,538 |
Duke Realty LP | | | | |
5.950%, 02/15/2017 | | 1,505,000 | | 1,479,629 |
6.250%, 05/15/2013 | | 1,000,000 | | 1,060,535 |
8.250%, 08/15/2019 | | 650,000 | | 712,965 |
ERP Operating LP | | | | |
5.125%, 03/15/2016 | | 670,000 | | 684,186 |
5.750%, 06/15/2017 | | 775,000 | | 802,890 |
6.625%, 03/15/2012 | | 748,000 | | 807,227 |
HCP, Inc. | | | | |
6.300%, 09/15/2016 | | 1,000,000 | | 1,003,828 |
Health Care Property Investors, Inc. | | | | |
4.875%, 09/15/2010 | | 229,000 | | 233,010 |
Health Care REIT, Inc. | | | | |
6.200%, 06/01/2016 | | 680,000 | | 689,070 |
Health Care, Inc. | | | | |
6.000%, 11/15/2013 | | 215,000 | | 226,886 |
Healthcare Realty Trust, Inc. | | | | |
6.500%, 01/17/2017 | | 580,000 | | 597,891 |
8.125%, 05/01/2011 | | 360,000 | | 381,545 |
Hospitality Properties Trust | | | | |
6.750%, 02/15/2013 | | 1,212,000 | | 1,272,972 |
HRPT Properties Trust | | | | |
6.650%, 01/15/2018 | | 200,000 | | 197,496 |
| |
The accompanying notes are an integral part of the financial statements. | 23 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Real Estate (continued) | | | | |
Kimco Realty Corp. | | | | |
5.700%, 05/01/2017 | $ | 690,000 | $ | 695,026 |
6.875%, 10/01/2019 | | 545,000 | | 584,013 |
Mack-Cali Realty Corp. | | | | |
7.750%, 08/15/2019 | | 305,000 | | 337,035 |
ProLogis | | | | |
5.500%, 04/01/2012 to 03/01/2013 | | 1,665,000 | | 1,730,288 |
5.625%, 11/15/2015 to 11/15/2016 | | 1,550,000 | | 1,521,237 |
5.750%, 04/01/2016 | | 755,000 | | 745,914 |
6.625%, 05/15/2018 | | 480,000 | | 476,632 |
7.625%, 08/15/2014 | | 760,000 | | 826,243 |
Realty Income Corp. | | | | |
5.950%, 09/15/2016 | | 560,000 | | 569,459 |
Simon Property Group LP | | | | |
5.625%, 08/15/2014 | | 935,000 | | 1,004,237 |
5.750%, 12/01/2015 | | 530,000 | | 568,460 |
5.875%, 03/01/2017 | | 595,000 | | 622,369 |
10.350%, 04/01/2019 | | 330,000 | | 421,567 |
WEA Finance LLC | | | | |
5.400%, 10/01/2012 (S) | | 1,670,000 | | 1,782,977 |
6.750%, 09/02/2019 (S) | | 290,000 | | 310,930 |
Westfield Capital Corp., Ltd. | | | | |
4.375%, 11/15/2010(S) | | 1,004,000 | | 1,030,801 |
| |
|
| | | | 29,156,363 |
Retail - 1.13% | | | | |
Arcos Dorados BV | | | | |
7.500%, 10/01/2019 (S) | | 350,000 | | 350,455 |
Burlington Coat Factory Warehouse Corp. | | | | |
11.125%, 04/15/2014 | | 550,000 | | 559,625 |
CVS Caremark Corp. | | | | |
0.552%, 06/01/2010 (P) | | 900,000 | | 900,329 |
6.125%, 08/15/2016 | | 515,000 | | 568,901 |
6.302%, 06/01/2037 (P) | | 1,035,000 | | 947,025 |
CVS Pass-Through Trust | | | | |
8.353%, 07/10/2031 (S) | | 366,453 | | 423,770 |
Darden Restaurants, Inc. | | | | |
6.800%, 10/15/2037 | | 835,000 | | 893,822 |
Macy’s Retail Holdings, Inc. | | | | |
8.875%, 07/15/2015 | | 500,000 | | 548,750 |
Staples, Inc. | | | | |
9.750%, 01/15/2014 | | 565,000 | | 690,837 |
Toys R Us Property Company LLC | | | | |
8.500%, 12/01/2017 (S) | | 140,000 | | 141,400 |
Yum! Brands, Inc. | | | | |
6.250%, 03/15/2018 | | 405,000 | | 446,023 |
6.875%, 11/15/2037 | | 965,000 | | 1,064,274 |
| |
|
| | | | 7,535,211 |
Savings & Loans - 0.04% | | | | |
Sovereign Capital Trust VI | | | | |
7.908%, 06/13/2036 | | 295,000 | | 274,664 |
Software - 0.07% | | | | |
Fiserv, Inc. | | | | |
6.800%, 11/20/2017 | | 430,000 | | 486,403 |
Storage/Warehousing - 0.08% | | | | |
Niska Gas Storage US LLC | | | | |
8.875%, 03/15/2018 (S) | | 510,000 | | 510,000 |
Telecommunications - 2.72% | | | | |
America Movil SAB de CV | | | | |
5.750%, 01/15/2015 | | 505,000 | | 551,330 |
American Tower Corp. | | | | |
4.625%, 04/01/2015 | | 320,000 | | 331,555 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Telecommunications (continued) | | | | |
AT&T Wireless Services, Inc. | | | | |
8.750%, 03/01/2031 | $ | 209,000 | $ | 269,341 |
AT&T, Inc. | | | | |
5.600%, 05/15/2018 | | 500,000 | | 533,340 |
5.625%, 06/15/2016 | | 12,000 | | 13,183 |
6.300%, 01/15/2038 | | 500,000 | | 509,222 |
Axtel SAB de CV | | | | |
9.000%, 09/22/2019 (S) | | 195,000 | | 198,413 |
BellSouth Corp. | | | | |
6.000%, 11/15/2034 | | 820,000 | | 806,435 |
6.550%, 06/15/2034 | | 420,000 | | 436,658 |
British Telecommunications PLC | | | | |
5.950%, 01/15/2018 | | 10,000 | | 10,353 |
Cincinnati Bell, Inc. | | | | |
8.375%, 01/15/2014 | | 515,000 | | 518,863 |
Cisco Systems, Inc. | | | | |
5.500%, 02/22/2016 | | 510,000 | | 574,890 |
Citizens Communications Company | | | | |
6.250%, 01/15/2013 | | 481,000 | | 482,203 |
9.000%, 08/15/2031 | | 900,000 | | 873,000 |
Crown Castle International Corp. | | | | |
7.125%, 11/01/2019 | | 220,000 | | 220,000 |
Deutsche Telekom International | | | | |
Finance BV | | | | |
6.750%, 08/20/2018 | | 870,000 | | 974,449 |
7.125%, 07/11/2011 | | 1,000 | | 1,459 |
8.500%, 06/15/2010 | | 222,000 | | 226,886 |
8.750%, 06/15/2030 | | 227,000 | | 287,697 |
Digicel Group, Ltd. | | | | |
8.875%, 01/15/2015 (S) | | 400,000 | | 382,000 |
12.000%, 04/01/2014 (S) | | 305,000 | | 340,075 |
Embarq Corp. | | | | |
7.995%, 06/01/2036 | | 1,270,000 | | 1,352,108 |
France Telecom SA | | | | |
7.750%, 03/01/2011 | | 20,000 | | 21,340 |
Frontier Communications Corp. | | | | |
8.250%, 05/01/2014 | | 460,000 | | 472,650 |
Inmarsat Finance PLC | | | | |
7.375%, 12/01/2017 (S) | | 110,000 | | 112,750 |
Intelsat Jackson Holdings, Ltd. | | | | |
11.500%, 06/15/2016 | | 320,000 | | 340,800 |
Level 3 Financing, Inc. | | | | |
10.000%, 02/01/2018 (S) | | 95,000 | | 87,163 |
NII Capital Corp. | | | | |
8.875%, 12/15/2019 (S) | | 435,000 | | 444,788 |
10.000%, 08/15/2016 (S) | | 310,000 | | 336,350 |
Qwest Corp. | | | | |
7.875%, 09/01/2011 | | 315,000 | | 333,113 |
Rogers Wireless, Inc. | | | | |
9.625%, 05/01/2011 | | 8,000 | | 8,745 |
SBA Telecommunications, Inc. | | | | |
8.000%, 08/15/2016 (S) | | 130,000 | | 135,200 |
SBC Communications, Inc. | | | | |
5.100%, 09/15/2014 | | 16,000 | | 17,419 |
6.450%, 06/15/2034 | | 580,000 | | 593,593 |
Singapore Telecommunications, Ltd. | | | | |
6.375%, 12/01/2011 (S) | | 9,000 | | 9,735 |
Sprint Capital Corp. | | | | |
6.875%, 11/15/2028 | | 900,000 | | 681,750 |
8.375%, 03/15/2012 | | 207,000 | | 211,399 |
8.750%, 03/15/2032 | | 685,000 | | 604,513 |
Telecom Italia Capital SA | | | | |
6.175%, 06/18/2014 | | 345,000 | | 375,816 |
7.200%, 07/18/2036 | | 650,000 | | 679,149 |
| |
The accompanying notes are an integral part of the financial statements. | 24 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Telecommunications (continued) | | | | |
Verizon Communications, Inc. | | | | |
6.100%, 04/15/2018 | $ | 910,000 | $ | 996,828 |
6.900%, 04/15/2038 | | 450,000 | | 500,037 |
Verizon of New York, Inc., Series A | | | | |
6.875%, 04/01/2012 | | 15,000 | | 16,443 |
Verizon Wireless Capital LLC | | | | |
7.375%, 11/15/2013 | | 360,000 | | 417,884 |
West Corp. | | | | |
11.000%, 10/15/2016 | | 815,000 | | 817,038 |
| |
|
| | | | 18,107,963 |
Tobacco - 0.46% | | | | |
Alliance One International, Inc. | | | | |
8.500%, 05/15/2012 | | 190,000 | | 192,850 |
10.000%, 07/15/2016 (S) | | 510,000 | | 530,400 |
Philip Morris International, Inc. | | | | |
4.875%, 05/16/2013 | | 300,000 | | 323,164 |
5.650%, 05/16/2018 | | 920,000 | | 994,455 |
Reynolds American, Inc. | | | | |
7.250%, 06/01/2013 | | 930,000 | | 1,032,265 |
| |
|
| | | | 3,073,134 |
Transportation - 0.56% | | | | |
CMA CGM SA | | | | |
7.250%, 02/01/2013 (S) | | 455,000 | | 291,200 |
CSX Corp. | | | | |
5.500%, 08/01/2013 | | 520,000 | | 566,352 |
7.375%, 02/01/2019 | | 727,000 | | 850,463 |
Kansas City Southern de Mexico SA | | | | |
de CV | | | | |
8.000%, 02/01/2018 (S) | | 285,000 | | 281,438 |
9.375%, 05/01/2012 | | 187,000 | | 192,610 |
Navios Maritime Holdings, Inc. | | | | |
9.500%, 12/15/2014 | | 385,000 | | 381,150 |
RailAmerica, Inc. | | | | |
9.250%, 07/01/2017 | | 330,000 | | 346,088 |
Union Pacific Corp. | | | | |
5.700%, 08/15/2018 | | 785,000 | | 836,677 |
| |
|
| | | | 3,745,978 |
Trucking&Leasing - 0.12% | | | | |
GATX Corp. | | | | |
8.750%, 05/15/2014 | | 710,000 | | 819,783 |
Water - 0.19% | | | | |
American Water Capital Corp. | | | | |
6.085%, 10/15/2017 | | 600,000 | | 649,637 |
Veolia Environnement | | | | |
6.000%, 06/01/2018 | | 600,000 | | 645,113 |
| |
|
| | | | 1,294,750 |
|
TOTAL CORPORATE BONDS (Cost $319,662,675) | | $ | 338,996,548 |
|
|
MUNICIPAL BONDS - 0.29% | | | | |
District of Columbia - 0.19% | | | | |
George Washington University | | | | |
5.095%, 09/15/2032 | | 1,175,000 | | 1,258,919 |
New Jersey - 0.10% | | | | |
New Jersey State Turnpike Authority | | | | |
7.414%, 01/01/2040 | | 540,000 | | 641,979 |
|
TOTAL MUNICIPAL BONDS (Cost $1,767,699) | | $ | 1,900,898 |
|
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 13.60% | | | | |
American Home Mortgage Assets | | | | |
Series 2006-6, Class A1A, | | | | |
0.419%, 12/25/2046 (P) | $ | 459,946 | $ | 237,424 |
Series 2006-6, Class XP IO, | | | | |
2.741%, 12/25/2046 | | 7,443,637 | | 325,659 |
Series 2007-5, Class XP IO, | | | | |
3.131%, 06/25/2047 | | 2,944,766 | | 158,281 |
American Home Mortgage | | | | |
Investment Trust | | | | |
Series 2007-1, Class GIOP IO, | | | | |
2.078%, 05/25/2047 | | 5,767,252 | | 338,826 |
Series 2004-4, Class 5A, | | | | |
2.231%, 02/25/2045 (P) | | 500,404 | | 406,556 |
American Tower Trust | | | | |
Series 2007-1A, Class C, | | | | |
5.615%, 04/15/2037 (S) | | 660,000 | | 693,000 |
Series 2007-1A, Class D, | | | | |
5.957%, 04/15/2037 (S) | | 535,000 | | 561,750 |
Banc of America Commercial | | | | |
Mortgage, Inc. | | | | |
Series 2004-4, Class A3, | | | | |
4.128%, 07/10/2042 | | 7,658 | | 7,660 |
Series 2005-2, Class A3, | | | | |
4.611%, 07/10/2043 | | 142,623 | | 142,952 |
Series 2005-2, Class A4, | | | | |
4.783%, 07/10/2043 (P) | | 1,780,000 | | 1,834,825 |
Series 2005-2, Class AJ, | | | | |
4.953%, 07/10/2043 (P) | | 50,846 | | 42,219 |
Series 2006-1, Class AM, | | | | |
5.421%, 09/10/2045 (P) | | 1,600,000 | | 1,383,111 |
Series 2006-3, Class A4, | | | | |
5.889%, 07/10/2044 (P) | | 1,930,000 | | 1,832,068 |
Banc of America Funding Corp. | | | | |
Series 2007-E, Class 4A1, | | | | |
5.710%, 07/20/2047 (P) | | 321,629 | | 210,997 |
Series 2006-B, Class 6A1, | | | | |
5.827%, 03/20/2036 (P) | | 404,068 | | 280,534 |
Banc of America Large Loan | | | | |
Series 2006-BIX1, Class C, | | | | |
0.412%, 10/15/2019 (P)(S) | | 1,000,000 | | 834,953 |
Series 2005-MIB1, Class B, | | | | |
0.492%, 03/15/2022 (P)(S) | | 895,000 | | 790,402 |
Bank of America Commercial Mortgage, | | | | |
Inc., Series 2005-5, Class XC IO | | | | |
0.067%, 10/10/2045 (S) | | 81,001,872 | | 306,989 |
Bear Stearns Alt-A Trust, | | | | |
Series 2005-3, Class B2 | | | | |
3.177%, 04/25/2035 (P) | | 178,611 | | 10,682 |
Bear Stearns Asset Backed Securities, | | | | |
Inc., Series 2003-AC4, Class A | | | | |
5.500%, 09/25/2033 (P) | | 7,659 | | 6,859 |
Bear Stearns Commercial Mortgage | | | | |
Securities, Inc. | | | | |
Series 2005-PWR8, Class X1 IO, | | | | |
0.202%, 06/11/2041 (S) | | 65,947,921 | | 1,034,314 |
Series 2004-PWR6, Class X1 IO, | | | | |
0.255%, 11/11/2041 (S) | | 56,140,757 | | 820,581 |
4.997%, 06/11/2041 (P)(S) | | 665,000 | | 282,504 |
Bear Stearns Commercial Mortgage | | | | |
Securities, Inc. | | | | |
Series 2004-PWR5, Class X1 IO, | | | | |
0.059%, 07/11/2042 | | 424,359 | | 7,038 |
Series 2004-T16, Class X1 IO, | | | | |
0.242%, 02/13/2046 (S) | | 509,694 | | 8,270 |
| |
The accompanying notes are an integral part of the financial statements. | 25 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Bear Stearns Commercial Mortgage Securities, | | | |
Inc. (continued) | | | | |
Series 2006-BBA7, Class G, | | | | |
0.672%, 03/15/2019 (P)(S) | $ | 700,000 | $ | 393,439 |
Series 2005-PWR8, Class AJ, | | | | |
4.750%, 06/11/2041 | | 47,292 | | 37,701 |
Series 2006-PW14, Class D, | | | | |
5.412%, 12/11/2038 (S) | | 400,000 | | 134,206 |
Series 2006-T24, Class AY IO, | | | | |
5.490%, 10/12/2041 (S) | | 26,954,986 | | 347,948 |
Bear Stearns Mortgage Funding Trust | | | | |
Series 2006-AR4, Class A1, | | | | |
0.439%, 12/25/2036 (P) | | 1,680,837 | | 850,018 |
Series 2006-AR1, Class 2A1, | | | | |
0.449%, 08/25/2036 (P) | | 350,214 | | 177,883 |
Chase Commercial Mortgage Securities | | | | |
Corp., Series 2000-2, Class C | | | | |
7.928%, 07/15/2032 (P) | | 29,619 | | 29,885 |
Chaseflex Trust, Series 2005-2, Class 4A1 | | | | |
5.000%, 05/25/2020 | | 187,354 | | 169,380 |
Citigroup Commercial Mortgage Trust, | | | | |
Series 2006-C4, Class A3 | | | | |
5.727%, 03/15/2049 (P) | | 700,000 | | 732,123 |
Citigroup Mortgage Loan Trust, Inc. | | | | |
Series 2005-5, Class 2A3, | | | | |
5.000%, 08/25/2035 | | 168,116 | | 160,394 |
Series 2005-10, Class 1A5A, | | | | |
5.718%, 12/25/2035 (P) | | 305,251 | | 207,392 |
Citigroup/Deutsche Bank Commercial | | | | |
Mortgage Trust | | | | |
Series 2005-CD1, Class C, | | | | |
5.225%, 07/15/2044 (P) | | 190,000 | | 108,514 |
Series 2006-CD2, Class AM, | | | | |
5.410%, 01/15/2046 (P) | | 1,000,000 | | 854,235 |
Series 2007-CD5, Class A4, | | | | |
5.886%, 11/15/2044 (P) | | 1,715,125 | | 1,645,060 |
Citigroup/Deutsche Bank Commercial | | | | |
Mortgage Trust, | | | | |
Series 2005-CD1, Class A4 | | | | |
5.225%, 07/15/2044 (P) | | 360,000 | | 373,417 |
Commercial Mortgage Pass | | | | |
Through Certificates | | | | |
Series 2003-LB1A, Class A2, | | | | |
4.084%, 06/10/2038 | | 424,859 | | 434,158 |
Series 2007-C9, Class A4, | | | | |
5.816%, 12/10/2049 (P) | | 1,685,000 | | 1,635,929 |
Countrywide Alternative Loan Trust, | | | | |
Series 2006-11CB, | | | | |
Class 3A1 ,Class 3A1 | | | | |
6.500%, 05/25/2036 | | 796 | | 806 |
Countrywide Home Loan Mortgage Pass | | | | |
Through Trust, | | | | |
Series 2004-HYB2, Class 4A | | | | |
2.969%, 07/20/2034 (P) | | 1,054,717 | | 1,032,604 |
Credit Suisse Mortgage | | | | |
Capital Certificates | | | | |
Series 2006-TFLA, Class A2, | | | | |
0.392%, 04/15/2021 (P)(S) | | 1,335,000 | | 1,177,432 |
Series 2006-TFLA, Class B, | | | | |
0.462%, 04/15/2021 (P)(S) | | 870,000 | | 739,689 |
Crown Castle Towers LLC | | | | |
Series 2006-1A, Class F, | | | | |
6.650%, 11/15/2036 (S) | | 915,000 | | 965,325 |
Series 2006-1A, Class G, | | | | |
6.795%, 11/15/2036 (S) | | 1,225,000 | | 1,292,375 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
CS First Boston Mortgage | | | | |
Securities Corp. | | | | |
Series 2005-C1, Class AX IO, | | | | |
0.155%, 02/15/2038 (S) | $ | 86,808,863 | $ | 793,008 |
Series 2004-C4, Class A4, | | | | |
4.283%, 10/15/2039 | | 160,860 | | 163,075 |
Series 2005-C1, Class A3, | | | | |
4.813%, 02/15/2038 | | 670,000 | | 673,084 |
Series 2001-CKN5, Class A4, | | | | |
5.435%, 09/15/2034 | | 254,115 | | 262,878 |
Series 2002-CKN2, Class A3, | | | | |
6.133%, 04/15/2037 | | 144,746 | | 153,447 |
Series 2001-CP4, Class A4, | | | | |
6.180%, 12/15/2035 | | 1,279,684 | | 1,327,834 |
Federal Home Loan Mortgage Corp., | | | | |
Series T-41, Class 3A | | | | |
7.500%, 07/25/2032 | | 2,971 | | 3,274 |
First Horizon Alternative | | | | |
Mortgage Securities | | | | |
Series 2004-AA2, Class 2A1, | | | | |
2.467%, 08/25/2034 (P) | | 1,382,278 | | 1,134,751 |
Series 2004-AA5, Class B1, | | | | |
2.636%, 12/25/2034 (P) | | 125,792 | | 9,856 |
Series 2006-RE1, Class A1, | | | | |
5.500%, 05/25/2035 | | 690,504 | | 520,036 |
GE Capital Commercial Mortgage Corp. | | | | |
Series 2005-C1, Class XC IO, | | | | |
0.254%, 06/10/2048 (S) | | 1,391,641 | | 18,564 |
Series 2005-C1, Class AJ, | | | | |
4.826%, 06/10/2048 (P) | | 1,175,000 | | 915,646 |
Series 2005-C2, Class C, | | | | |
5.133%, 05/10/2043 (P) | | 43,737 | | 25,294 |
Series 2002-2A, Class A3, | | | | |
5.349%, 08/11/2036 | | 164,809 | | 173,341 |
Series 2001-3, Class A2, | | | | |
6.070%, 06/10/2038 | | 22,214 | | 23,382 |
Global Tower Partners Acquisition | | | | |
Partners LLC, Series 2007-1A, Class F | | | | |
7.050%, 05/15/2037 (S) | | 135,000 | | 138,085 |
GMAC Commercial Mortgage Securities, | | | | |
Inc., Series 2003-C2, Class B | | | | |
5.501%, 05/10/2040 (P) | | 1,370,000 | | 1,359,972 |
GMAC Mortgage Corp. Loan Trust, | | | | |
Series 2006-AR1, Class 2A1 | | | | |
5.579%, 04/19/2036 (P) | | 225,036 | | 173,687 |
Greenpoint Mortgage Funding Trust | | | | |
Series 2005-AR1, Class A3, | | | | |
0.509%, 06/25/2045 (P) | | 108,156 | | 33,055 |
Series 2005-AR4, Class 4A2, | | | | |
0.589%, 10/25/2045 (P) | | 486,690 | | 127,516 |
Series 2006-AR1, Class A2A, | | | | |
0.599%, 02/25/2036 (P) | | 772,566 | | 231,671 |
Greenwich Capital Commercial | | | | |
Funding Corp. | | | | |
Series 2005-GG3, Class XC IO, | | | | |
0.366%, 08/10/2042 (S) | | 54,066,482 | | 767,766 |
Series 2002-C1, Class A2, | | | | |
4.112%, 01/11/2017 | | 146,763 | | 149,619 |
Series 2007-GG9, Class C, | | | | |
5.554%, 03/10/2039 (P) | | 315,000 | | 83,364 |
Series 2007-GG9, Class F, | | | | |
5.633%, 03/10/2039 (P) | | 170,000 | | 29,757 |
Greenwich Capital Commercial Funding | | | | |
Corp., Series 2007-GG9, Class A4 | | | | |
5.444%, 03/10/2039 | | 1,790,000 | | 1,700,513 |
| |
The accompanying notes are an integral part of the financial statements. | 26 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
GS Mortgage Securities Corp. II | | | | |
Series 2005-GG4, Class XC IO, | | | | |
0.304%, 07/10/2039 (S) | $ | 1,893,638 | $ | 31,825 |
Series 2004-GG2, Class E, | | | | |
5.578%, 08/10/2038 (P) | | 800,000 | | 411,798 |
GSR Mortgage Loan Trust | | | | |
Series 2004-14, Class 3A2, | | | | |
3.506%, 12/25/2034 (P) | | 318,371 | | 213,235 |
Series 2004-9, Class B1, | | | | |
3.904%, 08/25/2034 (P) | | 280,295 | | 109,475 |
Series 2006-AR1, Class 3A1, | | | | |
5.344%, 01/25/2036 (P) | | 615,518 | | 511,610 |
Harborview Mortgage Loan Trust | | | | |
Series 2007-6, Class ES IO, | | | | |
0.342%, 08/19/2037 (S) | | 9,217,756 | | 74,664 |
Series 2007-3, Class ES IO, | | | | |
0.350%, 05/19/2047 | | 11,609,872 | | 94,040 |
Series 2007-4, Class ES IO, | | | | |
0.350%, 07/19/2047 | | 12,498,393 | | 101,237 |
Series 2005-16, Class 2A1B, | | | | |
0.559%, 01/19/2036 (P) | | 291,496 | | 81,975 |
Series 2006-SB1, Class A1A, | | | | |
1.331%, 12/19/2036 (P) | | 579,361 | | 240,576 |
Series 2005-8, Class 1X IO, | | | | |
2.421%, 09/19/2035 (P) | | 4,375,154 | | 170,904 |
Series 2005-11, Class X IO, | | | | |
2.550%, 08/19/2045 (P) | | 3,613,833 | | 146,722 |
IndyMac Index Mortgage Loan Trust | | | | |
Series 2005-AR18, Class 2X IO, | | | | |
2.254%, 10/25/2036 | | 12,447,604 | | 443,135 |
Series 2005-AR18, Class 1X IO, | | | | |
2.520%, 10/25/2036 | | 9,683,343 | | 333,107 |
Series 2005-AR5, Class B1, | | | | |
4.114%, 05/25/2035 (P) | | 293,892 | | 9,983 |
Series 2004-AR13, Class B1, | | | | |
5.296%, 01/25/2035 | | 182,100 | | 26,584 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp. | | | | |
Series 2005-LDP2, Class A3, | | | | |
4.697%, 07/15/2042 | | 2,145,000 | | 2,178,628 |
Series 2005-LDP2, Class A4, | | | | |
4.738%, 07/15/2042 | | 1,830,000 | | 1,840,379 |
Series 2005-LDP3, Class A4B, | | | | |
4.996%, 08/15/2042 (P) | | 1,495,000 | | 1,342,809 |
Series 2005-LDP4, Class B, | | | | |
5.129%, 10/15/2042 (P) | | 145,000 | | 96,954 |
Series 2005-LDP5, Class A4, | | | | |
5.179%, 12/15/2044 (P) | | 2,025,000 | | 2,087,572 |
Series 2005-CB11, Class A3, | | | | |
5.197%, 08/12/2037 | | 1,175,000 | | 1,210,275 |
Series 2007-LDPX, Class A2S, | | | | |
5.305%, 01/15/2049 | | 670,000 | | 661,777 |
Series 2005-LDP5, Class G, | | | | |
5.334%, 12/15/2044 (P)(S) | | 600,000 | | 243,100 |
Series 2002-C1, Class A3, | | | | |
5.376%, 07/12/2037 | | 421,734 | | 443,668 |
Series 2006-LDP8, Class AM, | | | | |
5.440%, 05/15/2045 | | 500,000 | | 392,354 |
Series 2007-CB18, Class A4, | | | | |
5.440%, 06/12/2047 | | 1,635,000 | | 1,535,769 |
Series 2006-LDP8, Class A3B, | | | | |
5.447%, 05/15/2045 | | 845,000 | | 861,626 |
Series 2006-LDP7, Class A4, | | | | |
5.874%, 04/15/2045 (P) | | 1,385,000 | | 1,400,994 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
JPMorgan Mortgage Trust | | | | |
Series 2005-S3, Class 2A2, | | | | |
5.500%, 01/25/2021 | $ | 282,095 | $ | 269,061 |
Series 2006-A7, Class 2A5, | | | | |
5.759%, 01/25/2037 (P) | | 572,145 | | 107,473 |
Series 2005-S2, Class 2A16, | | | | |
6.500%, 09/25/2035 | | 160,561 | | 144,103 |
LB-UBS Commercial Mortgage Trust | | | | |
Series 2005-C1, Class XCL IO, | | | | |
0.363%, 02/15/2040 (P)(S) | | 641,581 | | 11,711 |
Series 2004-C1, Class XCL IO, | | | | |
0.386%, 01/15/2036 (S) | | 24,096,664 | | 584,568 |
Series 2005-C1, Class A2, | | | | |
4.310%, 02/15/2030 | | 326,021 | | 327,112 |
Series 2005-C5, Class A2, | | | | |
4.885%, 09/15/2030 | | 58,053 | | 58,091 |
Series 2005-C2, Class E, | | | | |
5.293%, 04/15/2040 (P) | | 740,000 | | 369,970 |
Series 2007-C7, Class A3, | | | | |
5.866%, 09/15/2045 (P) | | 1,300,000 | | 1,237,672 |
Series 2006-C4, Class A4, | | | | |
5.882%, 06/15/2038 (P) | | 1,565,000 | | 1,567,466 |
Series 2002-C1, Class A4, | | | | |
6.462%, 03/15/2031 | | 29,619 | | 31,685 |
Series 2000-C4, Class A2, | | | | |
7.370%, 08/15/2026 | | 822,217 | | 828,893 |
LB-UBS Commercial Mortgage Trust, | | | | |
Series 2007-C2, Class A3 | | | | |
5.430%, 02/15/2040 | | 2,230,000 | | 2,078,268 |
Lehman XS Trust, | | | | |
Series 2007-10H, Class 2A2 | | | | |
7.500%, 07/25/2037 | | 1,645,586 | | 996,543 |
Mastr Adjustable Rate Mortgages Trust | | | | |
Series 2005-2, Class 2A1, | | | | |
2.977%, 03/25/2035 (P) | | 1,019,140 | | 564,081 |
Series 2004-13, Class 2A1, | | | | |
3.002%, 04/21/2034 (P) | | 905,400 | | 872,412 |
Series 2004-8, Class 5A1, | | | | |
3.154%, 08/25/2034 (P) | | 571,536 | | 528,372 |
Merrill Lynch Floating Trust, | | | | |
Series 2006-1, Class A2 | | | | |
0.362%, 06/15/2022 (P)(S) | | 1,170,000 | | 969,658 |
Merrill Lynch Mortgage Trust | | | | |
Series 2005-CIP1, Class XC IO, | | | | |
0.090%, 07/12/2038 (S) | | 215,570,319 | | 1,057,437 |
Series 2006-C2, Class X IO, | | | | |
0.364%, 08/12/2043 (S) | | 20,613,463 | | 388,929 |
Series 2008-C1, Class X IO, | | | | |
0.564%, 02/14/2051 | | 33,052,739 | | 800,121 |
Series 2004-KEY2, Class A4, | | | | |
4.864%, 08/12/2039 (P) | | 31,988 | | 32,021 |
Series 2005-CKI1, Class A1, | | | | |
5.077%, 11/12/2037 | | 142,333 | | 143,545 |
Series 2005-CKI1, Class A6, | | | | |
5.233%, 11/12/2037 (P) | | 435,000 | | 450,103 |
Series 2006-C1, Class AM, | | | | |
5.656%, 05/12/2039 (P) | | 1,000,000 | | 856,937 |
Series 2008-C1, Class A4, | | | | |
5.690%, 02/12/2051 | | 1,080,000 | | 992,096 |
Merrill Lynch/Countrywide Commercial | | | | |
Mortgage Trust | | | | |
Series 2007-5, Class A4, | | | | |
5.378%, 08/12/2048 | | 1,000,000 | | 828,224 |
Series 2006-2, Class A4, | | | | |
5.910%, 06/12/2046 (P) | | 785,000 | | 810,737 |
| |
The accompanying notes are an integral part of the financial statements. | 27 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
MLCC Mortgage Investors, Inc. | | | | |
Series 2007-3, Class M1, | | | | |
5.922%, 09/25/2037 (P) | $ | 289,897 | $ | 134,243 |
Series 2007-3, Class M2, | | | | |
5.922%, 09/25/2037 (P) | | 109,962 | | 45,828 |
Series 2007-3, Class M3, | | | | |
5.922%, 09/25/2037 (P) | | 69,976 | | 24,512 |
Morgan Stanley Capital I | | | | |
Series 2005-T17, Class X1 IO, | | | | |
0.190%, 12/13/2041 (S) | | 1,362,040 | | 18,782 |
Series 2005-IQ9, Class X1, | | | | |
0.316%, 07/15/2056 (P)(S) | | 639,540 | | 18,209 |
Series 2007-SRR3, Class A, | | | | |
0.529%, 12/20/2049 (P)(S) | | 1,000,000 | | 70,000 |
Series 2007-SRR3, Class B, | | | | |
0.629%, 12/20/2049 (P)(S) | | 1,000,000 | | 40,000 |
Series 2004-T13, Class A2, | | | | |
3.940%, 09/13/2045 | | 9,202 | | 9,271 |
Series 2005-HQ6, Class A2A, | | | | |
4.882%, 08/13/2042 | | 1,595,000 | | 1,605,560 |
Series 2005-HQ7, Class A2, | | | | |
5.207%, 11/14/2042 (P) | | 415,000 | | 434,211 |
Series 2005-HQ7, Class AJ, | | | | |
5.207%, 11/14/2042 (P) | | 1,500,000 | | 1,203,588 |
Series 2005-HQ7, Class A4, | | | | |
5.207%, 11/14/2042 (P) | | 415,000 | | 426,660 |
Series 2005-IQ10, Class A4A, | | | | |
5.230%, 09/15/2042 (P) | | 555,000 | | 572,808 |
Series 2007-IQ13, Class A4, | | | | |
5.364%, 03/15/2044 | | 1,255,000 | | 1,150,071 |
Series 2006-IQ12, Class E, | | | | |
5.538%, 12/15/2043 (P) | | 390,000 | | 91,618 |
Series 2007-T27, Class A4, | | | | |
5.649%, 06/11/2042 (P) | | 275,000 | | 279,362 |
Series 2006-IQ11, Class AJ, | | | | |
5.775%, 10/15/2042 (P) | | 5,300,000 | | 3,252,864 |
Series 2007-IQ15, Class A4, | | | | |
5.880%, 06/11/2049 (P) | | 985,000 | | 916,658 |
Provident Funding Mortgage Loan Trust, | | | | |
Series 2005-1, Class B1 | | | | |
3.771%, 05/25/2035 (P) | | 305,834 | | 85,644 |
Residential Accredit Loans, Inc. | | | | |
Series 2005-QO4, Class X IO, | | | | |
2.717%, 12/25/2045 | | 10,885,450 | | 401,673 |
Series 2004-QS16, Class 1A1, | | | | |
5.500%, 12/25/2034 | | 12,041 | | 11,574 |
Series 2005-QA12, Class NB5, | | | | |
5.942%, 12/25/2035 (P) | | 395,643 | | 240,548 |
Salomon Brothers Mortgage Securities | | | | |
VII, Series 2001-C1, Class A3 | | | | |
6.428%, 12/18/2035 | | 20,675 | | 21,369 |
SBA CMBS Trust, | | | | |
Series 2006-1A, Class H | | | | |
7.389%, 11/15/2036 (S) | | 745,000 | | 773,869 |
Sequoia Mortgage Trust, | | | | |
Series 2005-3, Class A1 | | | | |
0.429%, 05/20/2035 (P) | | 4,810 | | 3,708 |
Structured Asset Securities Corp., | | | | |
Series 2003-6A, Class B1 | | | | |
3.332%, 03/25/2033 (P) | | 454,730 | | 217,854 |
Timberstar Trust, Series 2006-1A, Class A | | | | |
5.668%, 10/15/2036 (S) | | 900,000 | | 918,000 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Wachovia Bank Commercial | | | | |
Mortgage Trust | | | | |
Series 2005-C17, Class XC IO, | | | | |
0.114%, 03/15/2042 (S) | $ | 73,841,731 | $ | 527,547 |
Series 2005-C19, Class AJ, | | | | |
4.793%, 05/15/2044 | | 37,517 | | 30,819 |
Series 2005-C16, Class C, | | | | |
4.985%, 10/15/2041 (P) | | 1,700,000 | | 1,034,102 |
Series 2005-C22, Class E, | | | | |
5.360%, 12/15/2044 (P) | | 915,000 | | 310,435 |
Series 2006-C29, Class AJ, | | | | |
5.368%, 11/15/2048 (P) | | 1,000,000 | | 628,513 |
WAMU Commercial Mortgage | | | | |
Securities Trust | | | | |
Series 2006-SL1, Class A, | | | | |
5.301%, 11/23/2043 (P)(S) | | 804,977 | | 634,412 |
Series 2007-SL3, Class A, | | | | |
5.939%, 03/23/2045 (P)(S) | | 524,569 | | 439,593 |
Washington Mutual Mortgage Pass- | | | | |
Through, Series 2005-1, Class 6A1 | | | | |
6.500%, 03/25/2035 | | 14,110 | | 12,664 |
Washington Mutual, Inc. | | | | |
Series 2007-OA6, Class 1XPP IO, | | | | |
0.764%, 07/25/2047 | | 14,516,146 | | 131,553 |
Series 2005-AR6, Class B1 IO, | | | | |
0.829%, 04/25/2045 (P) | | 944,007 | | 139,916 |
Series 2005-AR13, Class B1 IO, | | | | |
0.829%, 10/25/2045 (P) | | 828,714 | | 91,608 |
Series 2007-OA5, Class 1XPP IO, | | | | |
0.836%, 06/25/2047 | | 12,951,821 | | 137,613 |
Series 2005-AR19, Class B1 IO, | | | | |
0.929%, 12/25/2045 (P) | | 498,754 | | 62,739 |
Series 2006-AR4, Class 1A1B IO, | | | | |
1.411%, 05/25/2046 (P) | | 500,159 | | 148,517 |
Series 2005-AR13, Class X IO, | | | | |
1.771%, 10/25/2045 | | 30,839,307 | | 789,486 |
Series 2005-6, Class 1CB, | | | | |
6.500%, 08/25/2035 | | 190,233 | | 136,492 |
Wells Fargo Mortgage Backed Securities | | | | |
Trust, Series 2006-AR15, Class A3 | | | | |
5.572%, 10/25/2036 (P) | | 598,365 | | 176,608 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $95,986,340) | | | $ | 90,656,007 |
|
|
ASSET BACKED SECURITIES - 2.31% | | | | |
Alesco Preferred Funding, Ltd., | | | | |
Series 14A, Class B | | | | |
0.899%, 09/23/2037 (P)(S) | | 930,000 | | 46,500 |
Amresco Residential Securities Mortgage | | | | |
Loan Trust, Series 1998-1, Class A6 | | | | |
6.510%, 08/25/2027 | | 464 | | 410 |
Anthracite, Ltd. | | | | |
Series 2002-CIBA, Class A, | | | | |
0.679%, 05/24/2017 (P)(S) | | 532,215 | | 415,128 |
Series 2002-2A, Class B, | | | | |
5.488%, 12/24/2037 (S) | | 600,000 | | 438,000 |
Arbor Realty Mortgage Securities | | | | |
Series 2006-1A, Class C, | | | | |
0.849%, 01/26/2042 (P)(S) | | 370,000 | | 29,600 |
Series 2006-1A, Class F, | | | | |
1.299%, 01/26/2042 (P)(S) | | 615,000 | | 73,874 |
Argent Securities, | | | | |
Series 2004-W1, Class M3 | | | | |
1.679%, 03/25/2034 (P) | | 8,680 | | 2,185 |
| |
The accompanying notes are an integral part of the financial statements. | 28 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
ASSET BACKED SECURITIES (continued) | | | |
BAE Systems Asset Trust | | | | |
6.664%, 09/15/2013 (S) | $ | 29,144 | $ | 30,960 |
Bank of America Auto Trust, | | | | |
Series 2009-1A, Class A4 | | | | |
3.520%, 06/15/2016 (S) | | 605,000 | | 632,156 |
Bayview Financial Acquisition Trust, | | | | |
Series 2006-A, Class 2A3 | | | | |
0.579%, 02/28/2041 (P) | | 593,598 | | 477,362 |
BMW Vehicle Lease Trust, | | | | |
Series 2009-1, Class A4 | | | | |
3.660%, 08/15/2013 | | 710,000 | | 735,843 |
Capital Trust Re CDO, Ltd., | | | | |
Series 2005-1A, Class B | | | | |
0.699%, 03/20/2050 (P)(S) | | 400,000 | | 35,000 |
Carrington Mortgage Loan Trust, | | | | |
Series 2006-NC4, Class A5 | | | | |
0.289%, 10/25/2036 (P) | | 212,106 | | 181,224 |
Cedarwoods Credit CDO, Ltd., | | | | |
Series 2007-2A, Class B, IO | | | | |
0.609%, 02/25/2052 (P)(S) | | 1,000,000 | | 95,320 |
Countrywide Asset-Backed Certificates, | | | | |
Series 2006-3, Class 2A2 | | | | |
0.409%, 06/25/2036 (P) | | 897,758 | | 750,403 |
Credit-Based Asset Servicing | | | | |
and Securitization | | | | |
Series 2006-CB2, Class AF2, | | | | |
5.501%, 12/25/2036 | | 517,183 | | 386,985 |
Series 2006-MH1, Class B1, | | | | |
6.250%, 10/25/2036 (P)(S) | | 460,000 | | 289,960 |
Crest, Ltd. | | | | |
Series 2002-IGA, Class A, | | | | |
0.699%, 07/28/2017 (P)(S) | | 1,083,918 | | 1,005,334 |
Series 2003-1A, Class B1, | | | | |
1.202%, 05/28/2038 (P)(S) | | 600,000 | | 258,000 |
Series 2000-1A, Class C, | | | | |
7.750%, 08/31/2036 (S) | | 860,000 | | 743,900 |
CW Capital Cobalt I, | | | | |
Series 2005-1A, Class A1 | | | | |
0.532%, 05/25/2045 (P)(S) | | 401,702 | | 129,187 |
DB Master Finance LLC | | | | |
Series 2006-1, Class -A2, | | | | |
5.779%, 06/20/2031 (S) | | 3,045,000 | | 2,965,099 |
Series 2006-1, Class -M1, | | | | |
8.285%, 06/20/2031 (S) | | 125,000 | | 107,621 |
Dillon Read CMBS CDO, Ltd., | | | | |
Series 2006-1A, Class A3 IO | | | | |
0.955%, 12/05/2046 (P)(S) | | 975,000 | | 10 |
Dominos Pizza Master Issuer LLC | | | | |
Series 2007-1, Class A2, | | | | |
5.261%, 04/25/2037 (S) | | 715,000 | | 634,815 |
Series 2007-1, Class M1, | | | | |
7.629%, 04/25/2037 (S) | | 1,285,000 | | 1,028,000 |
Equity One ABS, Inc., | | | | |
Series 2004-2, Class AV2 | | | | |
0.479%, 07/25/2034 (P) | | 647 | | 442 |
Hertz Vehicle Financing LLC, | | | | |
Series 2009-2A, Class A2 | | | | |
5.290%, 03/25/2016 (S) | | 730,000 | | 756,641 |
Highland Park CDO, Ltd., | | | | |
Series 2006-1A, Class A2 | | | | |
0.652%, 11/25/2051 (P)(S) | | 1,230,000 | | 190,576 |
JER CDO, Series 2006-2A, Class AFL | | | | |
0.559%, 03/25/2045 (P)(S) | | 649,147 | | 32,457 |
Lehman XS Trust | | | | |
Series 2005-7N, Class 1A1B, | | | | |
0.529%, 12/25/2035 (P) | | 696,503 | | 219,291 |
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
ASSET BACKED SECURITIES (continued) | | | |
Lehman XS Trust (continued) | | | | |
Series 2006-2N, Class 1A2, | | | | |
0.569%, 02/25/2046 (P) | $ | 1,231,333 | $ | 259,951 |
Series 2005-5N, Class 3A2, | | | | |
0.589%, 11/25/2035 (P) | | 534,829 | | 192,997 |
LNR CDO, Ltd., | | | | |
Series 2006-1A, Class BFL | | | | |
0.779%, 05/28/2043 (P)(S) | | 700,000 | | 13,945 |
N-Star Real Estate CDO, Ltd. | | | | |
0.579%, 07/27/2040 (P)(S) | | 700,000 | | 329,000 |
Series 2006-7A, Class B, | | | | |
0.609%, 06/22/2051 (P)(S) | | 900,000 | | 45,000 |
Series 2006-8A, Class E, | | | | |
0.979%, 02/01/2041 (P)(S) | | 475,000 | | 28,500 |
Newcastle CDO, Ltd., | | | | |
Series 2005-7A, Class 2FL | | | | |
0.729%, 12/24/2050 (P)(S) | | 570,000 | | 28,500 |
North Street Referenced Linked Notes, | | | | |
Series 2000-1A, Class C | | | | |
1.999%, 04/28/2011 (P)(S) | | 290,831 | | 2,908 |
Ownit Mortgage Loan | | | | |
Series 2006-1, Class AF2, | | | | |
5.290%, 12/25/2036 (P) | | 664,757 | | 401,258 |
Series 2006-2, Class A2B, | | | | |
5.633%, 01/25/2037 (P) | | 567,420 | | 372,979 |
Prima Capital, Ltd., | | | | |
Series 2006-CR1A, Class A1 | | | | |
7.000%, 12/25/2048 | | 631,520 | | 442,064 |
RAIT Preferred Funding, Ltd., | | | | |
Series 2007-2A, Class B | | | | |
1.029%, 06/25/2045 (P)(S) | | 685,000 | | 143,850 |
Renaissance Home Equity Loan Trust | | | | |
Series 2005-2, Class AF3, | | | | |
4.499%, 08/25/2035 (P) | | 67,094 | | 65,819 |
Series 2005-2, Class AF4, | | | | |
4.934%, 08/25/2035 (P) | | 335,000 | | 251,381 |
Salomon Brothers Mortgage Securities | | | | |
VII, Series 2000-C3, Class A2 | | | | |
6.592%, 12/18/2033 | | 101,060 | | 102,268 |
Wells Fargo Home Equity Trust, | | | | |
Series 2004-2, Class AI5 | | | | |
4.890%, 05/25/2034 (P) | | 49,000 | | 48,294 |
|
TOTAL ASSET BACKED SECURITIES (Cost $27,129,352) | $ | 15,420,997 |
|
|
SUPRANATIONAL OBLIGATIONS - 0.04% | | | |
Honduras - 0.00% | | | | |
Central American Bank for | | | | |
Economic Integration | | | | |
6.750%, 04/15/2013 (S) | | 12,000 | | 13,010 |
Venezuela - 0.04% | | | | |
Corporacion Andina de Fomento | | | | |
5.200%, 05/21/2013 | | 214,000 | | 227,270 |
Corporacion Andina de Fomento | | | | |
6.875%, 03/15/2012 | | 20,000 | | 21,834 |
| |
|
| | | | 249,104 |
|
TOTAL SUPRANATIONAL OBLIGATIONS (Cost $249,313) | $ | 262,114 |
|
|
PREFERRED STOCKS - 0.31% | | | | |
Agriculture - 0.06% | | | | |
Ocean Spray Cranberries, Inc. , | | | | |
Series A 6.250% (S) | | 5,034 | | 364,179 |
Diversified Financial Services - 0.19% | | | | |
BAC Capital Trust XIV 5.630% | | 275,000 | | 192,500 |
BAC Capital Trust XV 1.052% | | 925,000 | | 569,405 |
| |
The accompanying notes are an integral part of the financial statements. | 29 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Active Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
PREFERRED STOCKS (continued) | | | | |
Diversified Financial Services (continued) | | | |
Bank of America Corp. 8.625% | | 20,775 | $ | 521,868 |
| |
|
| | | | 1,283,773 |
Telecommunications - 0.06% | | | | |
Telephone & Data Systems, Inc., | | | | |
Series A 7.600% | | 16,000 | | 396,000 |
|
TOTAL PREFERRED STOCKS (Cost $2,434,786) | | $ | 2,043,952 |
|
CONVERTIBLE BONDS - 0.05% | | | | |
Airlines - 0.05% | | | | |
US Airways Group, Inc. | | | | |
7.250%, 05/15/2014 | | 190,000 | | 344,375 |
|
TOTAL CONVERTIBLE BONDS (Cost $186,914) | | $ | 344,375 |
|
TERM LOANS - 0.02% | | | | |
Hotels, Restaurants & Leisure - 0.02% | | | | |
Greektown Holdings LLC | | | | |
0.00%, 09/30/2010 (P)(T)(U) | | 11,697 | | 11,697 |
3.500%, 09/30/2010 (P) | | 111,146 | | 111,702 |
| |
|
| | | | 123,399 |
|
TOTAL TERM LOANS (Cost $122,843) | | | $ | 123,399 |
|
SHORT-TERM INVESTMENTS - 3.51% | | | |
Short-Term Securities* - 3.51% | | | | |
Federal Home Loan Bank Discount Notes, | | | | |
0.010%, 03/01/2010 | $ | 14,300,000 | | 14,300,000 |
State Street Institutional Liquid Reserves | | | | |
Fund, 0.1176% | | 1,786,167 | | 1,786,167 |
State Street Institutional US Government | | | | |
Money Market Fund, 0.03489% | | 7,279,734 | | 7,279,734 |
| | | | 23,365,901 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $23,365,901) | $ | 23,365,901 |
|
Total Investments (Active Bond Fund) | | | | |
(Cost $660,671,405) - 100.37% | | | $ | 668,871,803 |
Other assets and liabilities, net - (0.37%) | | | (2,441,175) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 666,430,628 |
| | | |
|
|
|
All Cap Core Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
COMMON STOCKS - 97.77% | | | | |
Consumer Discretionary - 12.19% | | | | |
Distributors - 0.21% | | | | |
Genuine Parts Company | | 27,000 | $ | 1,089,720 |
Diversified Consumer Services - 1.23% | | | | |
Corinthian Colleges, Inc. (I)(L) | | 366,300 | | 5,941,386 |
DeVry, Inc. | | 8,300 | | 524,145 |
| |
|
| | | | 6,465,531 |
Hotels, Restaurants & Leisure - 2.12% | | | | |
Domino’s Pizza, Inc. (I) | | 28,800 | | 359,712 |
McDonald’s Corp. | | 108,938 | | 6,955,691 |
Starbucks Corp. (I) | | 165,400 | | 3,789,314 |
| |
|
| | | | 11,104,717 |
Household Durables - 1.32% | | | | |
American Greetings Corp., Class A | | 43,600 | | 831,452 |
| | | | |
All Cap Core Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Household Durables (continued) | | | | |
Garmin, Ltd. (L) | | 133,400 | $ | 4,262,130 |
Jarden Corp. | | 13,900 | | 445,634 |
NVR, Inc. (I) | | 500 | | 354,150 |
Tempur-Pedic International, Inc. (I) | | 36,200 | | 1,028,080 |
| |
|
| | | | 6,921,446 |
Internet & Catalog Retail - 0.49% | | | | |
Amazon.com, Inc. (I) | | 16,004 | | 1,894,874 |
Priceline.com, Inc. (I) | | 2,900 | | 657,604 |
| |
|
| | | | 2,552,478 |
Leisure Equipment & Products - 0.56% | | | | |
Mattel, Inc. | | 110,500 | | 2,429,895 |
Polaris Industries, Inc. | | 10,800 | | 493,992 |
| |
|
| | | | 2,923,887 |
Media - 2.29% | | | | |
Cablevision Systems Corp., Class A | | 5,400 | | 130,032 |
Comcast Corp., Class A | | 24,000 | | 394,560 |
Gannett Company, Inc. | | 9,300 | | 140,895 |
Madison Square Garden, Inc. (I) | | 1,350 | | 26,325 |
News Corp., Class A | | 19,200 | | 256,704 |
Scholastic Corp. | | 19,900 | | 585,060 |
Scripps Networks Interactive, Inc., Class A (L) | | 64,700 | | 2,560,826 |
The McGraw-Hill Companies, Inc. | | 63,500 | | 2,171,700 |
Time Warner Cable, Inc. | | 113,160 | | 5,283,440 |
Time Warner, Inc. | | 8,600 | | 249,744 |
Viacom, Inc., Class B (I) | | 5,400 | | 160,110 |
| |
|
| | | | 11,959,396 |
Multiline Retail - 0.30% | | | | |
Dillard’s, Inc., Class A (L) | | 66,300 | | 1,118,481 |
Family Dollar Stores, Inc. | | 4,000 | | 131,960 |
Kohl’s Corp. (I) | | 3,400 | | 182,988 |
Nordstrom, Inc. (L) | | 3,500 | | 129,290 |
| |
|
| | | | 1,562,719 |
Specialty Retail - 3.38% | | | | |
Advance Auto Parts, Inc. | | 73,000 | | 2,978,400 |
Barnes & Noble, Inc. (L) | | 145,700 | | 2,924,199 |
Cato Corp., Class A | | 14,500 | | 284,200 |
Group 1 Automotive, Inc. (I) | | 37,100 | | 1,030,267 |
Home Depot, Inc. | | 11,800 | | 368,160 |
Rent-A-Center, Inc. (I) | | 23,600 | | 524,864 |
Ross Stores, Inc. (L) | | 104,100 | | 5,091,531 |
Signet Jewelers, Ltd. (I) | | 30,700 | | 884,467 |
The Gap, Inc. | | 76,800 | | 1,651,200 |
The Sherwin-Williams Company | | 24,700 | | 1,565,486 |
Williams-Sonoma, Inc. | | 16,700 | | 358,382 |
| |
|
| | | | 17,661,156 |
Textiles, Apparel & Luxury Goods - 0.29% | | | | |
Coach, Inc. | | 21,900 | | 798,036 |
Columbia Sportswear Company | | 6,100 | | 279,624 |
Liz Claiborne, Inc. (I)(L) | | 63,900 | | 441,549 |
| |
|
| | | | 1,519,209 |
| |
|
| | | | 63,760,259 |
Consumer Staples - 10.01% | | | | |
Beverages - 0.81% | | | | |
Coca-Cola Enterprises, Inc. | | 117,700 | | 3,007,235 |
PepsiCo, Inc. | | 7,400 | | 462,278 |
The Coca-Cola Company | | 14,200 | | 748,624 |
| |
|
| | | | 4,218,137 |
Food & Staples Retailing - 0.76% | | | | |
Safeway, Inc. | | 7,200 | | 179,424 |
| |
The accompanying notes are an integral part of the financial statements. | 30 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
All Cap Core Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Food & Staples Retailing (continued) | | | | |
Sysco Corp. | | 82,655 | $ | 2,388,730 |
The Kroger Company | | 5,800 | | 128,180 |
Wal-Mart Stores, Inc. | | 18,900 | | 1,021,923 |
Walgreen Company | | 7,800 | | 274,872 |
| |
|
| | | | 3,993,129 |
Food Products - 2.82% | | | | |
Archer-Daniels-Midland Company | | 161,929 | | 4,754,235 |
Campbell Soup Company | | 143,900 | | 4,796,187 |
Fresh Del Monte Produce, Inc. (I) | | 8,300 | | 161,103 |
General Mills, Inc. | | 7,900 | | 568,879 |
J.M. Smucker Company | | 3,100 | | 185,008 |
Kraft Foods, Inc., Class A | | 4,300 | | 122,249 |
Lancaster Colony Corp. | | 9,900 | | 569,646 |
Sanderson Farms, Inc. | | 9,000 | | 440,640 |
Sara Lee Corp. | | 14,300 | | 193,908 |
The Hershey Company | | 8,800 | | 349,888 |
Tyson Foods, Inc., Class A | | 152,200 | | 2,593,488 |
| |
|
| | | | 14,735,231 |
Household Products - 2.80% | | | | |
Colgate-Palmolive Company | | 73,987 | | 6,136,482 |
Kimberly-Clark Corp. | | 93,900 | | 5,703,486 |
The Procter & Gamble Company | | 44,722 | | 2,830,008 |
| |
|
| | | | 14,669,976 |
Personal Products - 1.44% | | | | |
Herbalife, Ltd. | | 14,520 | | 581,526 |
Mead Johnson Nutrition Company | | 75,200 | | 3,556,960 |
The Estee Lauder Companies, Inc., Class A | | 56,500 | | 3,397,345 |
| |
|
| | | | 7,535,831 |
Tobacco - 1.38% | | | | |
Lorillard, Inc. | | 59,483 | | 4,344,638 |
Philip Morris International, Inc. | | 53,520 | | 2,621,410 |
Reynolds American, Inc. | | 4,700 | | 248,160 |
| |
|
| | | | 7,214,208 |
| |
|
| | | | 52,366,512 |
Energy - 9.40% | | | | |
Energy Equipment & Services - 2.21% | | | | |
FMC Technologies, Inc. (I) | | 19,300 | | 1,084,081 |
Helix Energy Solutions Group, Inc (I) | | 64,900 | | 746,999 |
Lufkin Industries, Inc. | | 4,000 | | 292,200 |
National Oilwell Varco, Inc. | | 5,700 | | 247,779 |
Oceaneering International, Inc. (I) | | 24,300 | | 1,468,935 |
Oil States International, Inc. (I) | | 102,524 | | 4,410,582 |
Patterson-UTI Energy, Inc. | | 11,800 | | 182,192 |
Rowan Companies, Inc. (I) | | 78,183 | | 2,034,322 |
Schlumberger, Ltd. | | 17,500 | | 1,069,250 |
| |
|
| | | | 11,536,340 |
Oil, Gas & Consumable Fuels - 7.19% | | | | |
Anadarko Petroleum Corp. | | 8,200 | | 575,066 |
Berry Petroleum Company, Class A (L) | | 26,000 | | 696,800 |
Cabot Corp. | | 27,100 | | 787,526 |
Chevron Corp. | | 26,300 | | 1,901,490 |
Cimarex Energy Company | | 13,400 | | 800,784 |
ConocoPhillips | | 125,066 | | 6,003,168 |
Devon Energy Corp. | | 76,800 | | 5,288,448 |
Exxon Mobil Corp. (L) | | 173,000 | | 11,245,000 |
Marathon Oil Corp. | | 52,700 | | 1,525,665 |
Mariner Energy, Inc. (I) | | 68,300 | | 1,025,866 |
Newfield Exploration Company (I) | | 98,300 | | 5,020,181 |
Occidental Petroleum Corp. | | 2,700 | | 215,595 |
Peabody Energy Corp. | | 11,100 | | 510,267 |
| | | | |
All Cap Core Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Oil, Gas & Consumable Fuels (continued) | | | | |
Quicksilver Resources, Inc. (I) | | 13,300 | $ | 198,436 |
Spectra Energy Corp. | | 11,500 | | 250,700 |
Teekay Shipping Corp. | | 6,100 | | 153,354 |
The Williams Companies, Inc. | | 65,200 | | 1,404,408 |
| |
|
| | | | 37,602,754 |
| |
|
| | | | 49,139,094 |
Financials - 15.16% | | | | |
Commercial Banks - 3.50% | | | | |
Comerica, Inc. | | 105,700 | | 3,813,656 |
Commerce Bancshares, Inc. | | 29,435 | | 1,192,412 |
Community Bank Systems, Inc. | | 7,400 | | 165,834 |
East West Bancorp, Inc. | | 33,400 | | 585,168 |
Fifth Third Bancorp | | 301,900 | | 3,686,199 |
Fulton Financial Corp. | | 77,300 | | 743,626 |
M&T Bank Corp. (L) | | 18,500 | | 1,432,455 |
Marshall & Ilsley Corp. | | 203,100 | | 1,437,948 |
PNC Financial Services Group, Inc. | | 3,900 | | 209,664 |
Regions Financial Corp. (L) | | 222,500 | | 1,501,875 |
Wells Fargo & Company | | 128,700 | | 3,518,658 |
| |
|
| | | | 18,287,495 |
Consumer Finance - 2.46% | | | | |
American Express Company | | 91,900 | | 3,509,661 |
AmeriCredit Corp. (I)(L) | | 40,600 | | 903,350 |
Capital One Financial Corp. | | 132,600 | | 5,005,650 |
Discover Financial Services | | 229,100 | | 3,127,215 |
World Acceptance Corp. (I)(L) | | 8,000 | | 334,320 |
| |
|
| | | | 12,880,196 |
Diversified Financial Services - 4.98% | | | | |
Artio Global Investors, Inc. | | 9,400 | | 229,172 |
Bank of America Corp. | | 631,403 | | 10,519,174 |
BlackRock, Inc. | | 600 | | 131,280 |
Franklin Resources, Inc. | | 37,800 | | 3,845,016 |
JPMorgan Chase & Company | | 143,886 | | 6,038,895 |
Knight Capital Group, Inc. (I) | | 98,900 | | 1,596,246 |
The Bank of New York Mellon Corp. | | 9,500 | | 270,940 |
The Goldman Sachs Group, Inc. | | 21,900 | | 3,424,065 |
| |
|
| | | | 26,054,788 |
Insurance - 2.00% | | | | |
Allied World Assurance | | | | |
Company Holdings, Ltd. | | 55,223 | | 2,545,780 |
Chubb Corp. | | 6,600 | | 333,036 |
Delphi Financial Group, Inc. | | 15,500 | | 330,615 |
MetLife, Inc. | | 6,100 | | 221,979 |
PartnerRe, Ltd. | | 35,200 | | 2,802,272 |
Platinum Underwriters Holdings, Ltd. | | 26,400 | | 987,096 |
Prudential Financial, Inc. | | 4,000 | | 209,640 |
The Allstate Corp. | | 12,000 | | 375,000 |
The Progressive Corp. | | 9,200 | | 157,780 |
The Travelers Companies, Inc. | | 47,715 | | 2,509,332 |
| |
|
| | | | 10,472,530 |
Real Estate Investment Trusts - 2.07% | | | | |
Annaly Capital Management, Inc. | | 75,800 | | 1,393,204 |
Boston Properties, Inc. | | 6,155 | | 418,109 |
Equity One, Inc. (L) | | 8,000 | | 147,760 |
Equity Residential | | 41,774 | | 1,507,206 |
Health Care, Inc. | | 11,340 | | 480,362 |
Healthcare Realty Trust, Inc. | | 21,600 | | 451,224 |
Liberty Property Trust | | 12,866 | | 397,945 |
ProLogis (L) | | 20,400 | | 262,956 |
Public Storage, Inc. | | 16,700 | | 1,372,573 |
Rayonier, Inc. | | 8,500 | | 353,345 |
| |
The accompanying notes are an integral part of the financial statements. | 31 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
All Cap Core Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Real Estate Investment Trusts (continued) | | | | |
Redwood Trust, Inc. | | 32,300 | $ | 460,275 |
Regency Centers Corp. | | 10,629 | | 368,507 |
Simon Property Group, Inc. | | 25,211 | | 1,973,769 |
Vornado Realty Trust | | 19,240 | | 1,264,453 |
| |
|
| | | | 10,851,688 |
Thrifts & Mortgage Finance - 0.15% | | | | |
NewAlliance Bancshares, Inc. | | 27,300 | | 327,054 |
People’s United Financial, Inc. | | 27,700 | | 436,829 |
| |
|
| | | | 763,883 |
| |
|
| | | | 79,310,580 |
Health Care - 13.11% | | | | |
Biotechnology - 1.75% | | | | |
Amgen, Inc. (I) | | 10,000 | | 566,100 |
Gilead Sciences, Inc. (I) | | 131,689 | | 6,269,713 |
PDL BioPharma, Inc. (L) | | 331,900 | | 2,323,300 |
| |
|
| | | | 9,159,113 |
Health Care Equipment & Supplies - 0.76% | | | | |
American Medical Systems Holdings, Inc. (I) | | 31,400 | | 568,968 |
Baxter International, Inc. | | 2,700 | | 153,711 |
Cooper Companies, Inc. | | 3,700 | | 148,222 |
Hill-Rom Holdings, Inc. (L) | | 34,700 | | 910,528 |
Hospira, Inc. (I) | | 4,800 | | 251,184 |
Intuitive Surgical, Inc. (I) | | 2,000 | | 694,280 |
Invacare Corp. | | 5,800 | | 158,224 |
Medtronic, Inc. | | 3,700 | | 160,580 |
Sirona Dental Systems, Inc. (I) | | 25,400 | | 911,606 |
| |
|
| | | | 3,957,303 |
Health Care Providers & Services - 5.18% | | | | |
Aetna, Inc. | | 43,125 | | 1,293,319 |
Amedisys, Inc. (I)(L) | | 37,600 | | 2,167,640 |
AmerisourceBergen Corp. | | 135,300 | | 3,793,812 |
Cardinal Health, Inc. | | 82,000 | | 2,785,540 |
Chemed Corp. | | 3,000 | | 160,680 |
Coventry Health Care, Inc. (I) | | 180,727 | | 4,189,252 |
Humana, Inc. (I) | | 6,400 | | 302,912 |
McKesson Corp. | | 81,300 | | 4,808,895 |
Medco Health Solutions, Inc. (I) | | 89,800 | | 5,678,952 |
Owens & Minor, Inc. | | 10,300 | | 459,895 |
UnitedHealth Group, Inc. | | 38,200 | | 1,293,452 |
WellPoint, Inc. (I) | | 2,700 | | 167,049 |
| |
|
| | | | 27,101,398 |
Life Sciences Tools & Services - 0.22% | | | | |
Dionex Corp. (I) | | 2,600 | | 177,580 |
Waters Corp. (I) | | 16,200 | | 966,492 |
| |
|
| | | | 1,144,072 |
Pharmaceuticals - 5.20% | | | | |
Abbott Laboratories | | 46,068 | | 2,500,571 |
Eli Lilly & Company | | 108,234 | | 3,716,756 |
Forest Laboratories, Inc. (I) | | 24,600 | | 735,048 |
Johnson & Johnson | | 88,280 | | 5,561,640 |
Medicis Pharmaceutical Corp., Class A | | 65,600 | | 1,476,000 |
Merck & Company, Inc. | | 12,710 | | 468,745 |
Par Pharmaceutical Companies, Inc. (I) | | 55,000 | | 1,376,650 |
Perrigo Company | | 19,600 | | 971,572 |
Pfizer, Inc. | | 541,894 | | 9,510,240 |
Valeant Pharmaceuticals International (I)(L) | | 19,400 | | 722,068 |
Watson Pharmaceuticals, Inc. (I) | | 3,900 | | 155,181 |
| |
|
| | | | 27,194,471 |
| |
|
| | | | 68,556,357 |
| | | | |
All Cap Core Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Industrials - 9.93% | | | | |
Aerospace & Defense - 1.89% | | | | |
ITT Corp. | | 7,100 | $ | 363,733 |
Lockheed Martin Corp. | | 70,376 | | 5,472,438 |
Northrop Grumman Corp. | | 54,009 | | 3,308,591 |
Raytheon Company | | 4,800 | | 269,952 |
United Technologies Corp. | | 7,000 | | 480,550 |
| |
|
| | | | 9,895,264 |
Air Freight & Logistics - 1.14% | | | | |
FedEx Corp. | | 3,600 | | 305,136 |
United Parcel Service, Inc., Class B | | 96,800 | | 5,686,032 |
| |
|
| | | | 5,991,168 |
Airlines - 0.10% | | | | |
Alaska Air Group, Inc. (I) | | 14,300 | | 500,500 |
Commercial Services & Supplies - 0.59% | | | | |
M & F Worldwide Corp. (I) | | 7,800 | | 252,642 |
R.R. Donnelley & Sons Company | | 141,736 | | 2,819,129 |
| |
|
| | | | 3,071,771 |
Construction & Engineering - 1.50% | | | | |
EMCOR Group, Inc. (I) | | 147,300 | | 3,390,846 |
Shaw Group, Inc. (I) | | 128,300 | | 4,452,010 |
| |
|
| | | | 7,842,856 |
Electrical Equipment - 0.31% | | | | |
A.O. Smith Corp. | | 8,300 | | 375,990 |
EnerSys, Inc. (I) | | 40,000 | | 911,600 |
Hubbell, Inc. | | 7,100 | | 332,635 |
| |
|
| | | | 1,620,225 |
Industrial Conglomerates - 2.36% | | | | |
3M Company | | 81,700 | | 6,548,255 |
Carlisle Companies, Inc. | | 82,300 | | 2,822,890 |
General Electric Company | | 185,800 | | 2,983,948 |
| |
|
| | | | 12,355,093 |
Machinery - 1.84% | | | | |
Donaldson Company, Inc. | | 15,800 | | 651,908 |
Illinois Tool Works, Inc. | | 11,700 | | 532,584 |
Nordson Corp. | | 5,900 | | 388,220 |
Oshkosh Corp. (I) | | 77,400 | | 2,950,488 |
Timken Company | | 119,809 | | 3,142,590 |
Trinity Industries, Inc. (L) | | 106,509 | | 1,792,546 |
Watts Water Technologies, Inc., Class A | | 6,400 | | 186,624 |
| |
|
| | | | 9,644,960 |
Road & Rail - 0.20% | | | | |
Kansas City Southern (I) | | 5,400 | | 185,220 |
Werner Enterprises, Inc. (L) | | 38,000 | | 847,780 |
| |
|
| | | | 1,033,000 |
| |
|
| | | | 51,954,837 |
Information Technology - 18.39% | | | | |
Communications Equipment - 1.29% | | | | |
Cisco Systems, Inc. (I) | | 52,900 | | 1,287,057 |
Harris Corp. | | 83,800 | | 3,789,436 |
InterDigital, Inc. (I)(L) | | 65,500 | | 1,680,075 |
QUALCOMM, Inc. | | 51 | | 1,871 |
| |
|
| | | | 6,758,439 |
Computers & Peripherals - 5.72% | | | | |
Apple, Inc. (I) | | 52,739 | | 10,791,454 |
Hewlett-Packard Company | | 6,100 | | 309,819 |
International Business Machines Corp. | | 95,506 | | 12,144,543 |
NetApp, Inc. (I) | | 3,900 | | 117,039 |
| |
The accompanying notes are an integral part of the financial statements. | 32 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
All Cap Core Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Computers & Peripherals (continued) | | | | |
Seagate Technology (I) | | 106,200 | $ | 2,114,442 |
Western Digital Corp. (I) | | 115,500 | | 4,461,765 |
| |
|
| | | | 29,939,062 |
Electronic Equipment, Instruments & Components - 4.12% | | |
Arrow Electronics, Inc. (I) | | 191,056 | | 5,389,690 |
Avnet, Inc. (I) | | 156,482 | | 4,320,468 |
Benchmark Electronics, Inc. (I) | | 18,400 | | 364,320 |
Ingram Micro, Inc., Class A (I) | | 174,831 | | 3,094,509 |
Jabil Circuit, Inc. | | 208,900 | | 3,169,013 |
Tech Data Corp. (I) | | 99,694 | | 4,270,891 |
Vishay Intertechnology, Inc. (I) | | 89,500 | | 917,375 |
| |
|
| | | | 21,526,266 |
Internet Software & Services - 1.06% | | | | |
Google, Inc., Class A (I) | | 10,486 | | 5,524,025 |
IT Services - 1.88% | | | | |
Broadridge Financial Solutions, Inc. | | 5,700 | | 119,928 |
Cognizant Technology Solutions | | | | |
Corp., Class A (I) | | 11,300 | | 543,869 |
Computer Sciences Corp. (I) | | 55,261 | | 2,861,967 |
Global Payments, Inc. | | 32,700 | | 1,399,887 |
SAIC, Inc. (I) | | 249,424 | | 4,913,653 |
| |
|
| | | | 9,839,304 |
Semiconductors & Semiconductor Equipment - 1.20% | | |
Cree, Inc. (I) | | 38,300 | | 2,597,889 |
Intel Corp. | | 41,200 | | 845,836 |
Marvell Technology Group, Ltd. (I) | | 95,400 | | 1,843,128 |
Micron Technology, Inc. (I) | | 19,600 | | 177,576 |
Texas Instruments, Inc. | | 9,400 | | 229,172 |
Volterra Semiconductor Corp. (I) | | 25,700 | | 561,031 |
| |
|
| | | | 6,254,632 |
Software - 3.12% | | | | |
Ariba, Inc. (I) | | 24,400 | | 293,044 |
Jack Henry & Associates, Inc. | | 12,900 | | 291,282 |
Microsoft Corp. | | 418,493 | | 11,994,009 |
Oracle Corp. | | 12,300 | | 303,195 |
Symantec Corp. (I) | | 161,008 | | 2,664,682 |
TIBCO Software, Inc. (I) | | 84,900 | | 778,533 |
| |
|
| | | | 16,324,745 |
| |
|
| | | | 96,166,473 |
Materials - 4.35% | | | | |
Chemicals - 2.47% | | | | |
Ashland, Inc. | | 5,300 | | 249,524 |
Cytec Industries, Inc. | | 61,614 | | 2,629,069 |
Eastman Chemical Company | | 8,600 | | 512,130 |
Huntsman Corp. | | 215,500 | | 2,958,815 |
Lubrizol Corp. | | 52,000 | | 4,108,520 |
Nalco Holding Company | | 6,500 | | 151,190 |
Stepan Company | | 3,400 | | 161,636 |
W.R. Grace & Company (I) | | 74,400 | | 2,154,624 |
| |
|
| | | | 12,925,508 |
Containers & Packaging - 0.03% | | | | |
Ball Corp. (L) | | 2,700 | | 145,908 |
Metals & Mining - 0.78% | | | | |
Freeport-McMoRan Copper & Gold, Inc. | | 17,600 | | 1,322,816 |
Reliance Steel & Aluminum Company | | 31,300 | | 1,387,842 |
Walter Energy, Inc. | | 7,900 | | 620,703 |
Worthington Industries, Inc. | | 47,500 | | 752,400 |
| |
|
| | | | 4,083,761 |
| | | | |
All Cap Core Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
COMMON STOCKS (continued) | | | | |
Paper & Forest Products - 1.07% | | | | |
International Paper Company | | 178,636 | $ | 4,138,996 |
MeadWestvaco Corp. | | 62,600 | | 1,436,044 |
| |
|
| | | | 5,575,040 |
| |
|
| | | | 22,730,217 |
Telecommunication Services - 2.46% | | | | |
Diversified Telecommunication Services - 2.27% | | | |
AT&T, Inc. | | 352,271 | | 8,739,844 |
Verizon Communications, Inc. | | 108,422 | | 3,136,648 |
| |
|
| | | | 11,876,492 |
Wireless Telecommunication Services - 0.19% | | | |
Telephone & Data Systems, Inc. | | 19,400 | | 605,474 |
U.S. Cellular Corp. (I) | | 10,739 | | 393,370 |
| |
|
| | | | 998,844 |
| |
|
| | | | 12,875,336 |
Utilities - 2.77% | | | | |
Electric Utilities - 1.28% | | | | |
Exelon Corp. | | 112,100 | | 4,853,932 |
FirstEnergy Corp. | | 47,500 | | 1,835,875 |
| |
|
| | | | 6,689,807 |
Gas Utilities - 0.09% | | | | |
National Fuel Gas Company | | 3,500 | | 174,090 |
Southwest Gas Corp. | | 11,100 | | 317,238 |
| |
|
| | | | 491,328 |
Independent Power Producers & Energy Traders - 0.87% | | |
Constellation Energy Group, Inc. | | 41,800 | | 1,465,926 |
Mirant Corp. (I) | | 23,499 | | 295,617 |
NRG Energy, Inc. (I) | | 83,400 | | 1,821,456 |
The AES Corp. (I) | | 81,000 | | 946,890 |
| |
|
| | | | 4,529,889 |
Multi-Utilities - 0.53% | | | | |
Black Hills Corp. | | 10,700 | | 298,209 |
Dominion Resources, Inc. | | 5,300 | | 201,347 |
Integrys Energy Group, Inc. (L) | | 19,600 | | 863,968 |
MDU Resources Group, Inc. | | 10,600 | | 216,664 |
NSTAR | | 27,000 | | 913,140 |
Public Service Enterprise Group, Inc. | | 9,200 | | 273,424 |
| |
|
| | | | 2,766,752 |
| |
|
| | | | 14,477,776 |
|
TOTAL COMMON STOCKS (Cost $455,995,571) | | $ | 511,337,441 |
|
|
SHORT-TERM INVESTMENTS - 11.01% | | | |
Short-Term Securities* - 2.00% | | | | |
State Street Institutional Liquid Reserves | | | | |
Fund, 0.1176% | $ | 8,535,950 | | 8,535,950 |
U.S. Treasury Bills, 0.010% 03/18/2010 (F) | | 1,940,000 | | 1,939,938 |
| |
|
| | | | 10,475,888 |
Securities Lending Collateral - 9.01% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)(Y) | | 4,707,239 | | 47,119,933 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $57,586,661) | $ | 57,595,821 |
|
Total Investments (All Cap Core Fund) | | | | |
(Cost $513,582,232) - 108.78% | | | $ | 568,933,262 |
Other assets and liabilities, net - (8.78%) | | | (45,898,123) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 523,035,139 |
| | |
|
| |
The accompanying notes are an integral part of the financial statements. | 33 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
All Cap Growth Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
COMMON STOCKS - 98.98% | | | | |
Consumer Discretionary - 15.95% | | | | |
Auto Components - 0.94% | | | | |
Johnson Controls, Inc. | | 26,838 | $ | 834,662 |
Hotels, Restaurants & Leisure - 1.53% | | | | |
Marriott International, Inc., Class A | | 37,211 | | 1,008,790 |
Starbucks Corp. (I) | | 15,600 | | 357,396 |
| |
|
| | | | 1,366,186 |
Internet & Catalog Retail - 3.68% | | | | |
Amazon.com, Inc. (I) | | 27,709 | | 3,280,746 |
Media - 2.19% | | | | |
The Walt Disney Company | | 62,508 | | 1,952,750 |
Multiline Retail - 2.03% | | | | |
Dollar General Corp. (I) | | 15,010 | | 358,589 |
Target Corp. | | 28,200 | | 1,452,864 |
| |
|
| | | | 1,811,453 |
Specialty Retail - 2.52% | | | | |
Home Depot, Inc. | | 25,178 | | 785,554 |
Staples, Inc. | | 28,400 | | 731,584 |
Tiffany & Company | | 16,400 | | 727,996 |
| |
|
| | | | 2,245,134 |
Textiles, Apparel & Luxury Goods - 3.06% | | | | |
Coach, Inc. | | 19,800 | | 721,512 |
NIKE, Inc., Class B | | 29,600 | | 2,000,960 |
| |
|
| | | | 2,722,472 |
| |
|
| | | | 14,213,403 |
Consumer Staples - 5.00% | | | | |
Food & Staples Retailing - 1.84% | | | | |
Costco Wholesale Corp. | | 22,399 | | 1,365,667 |
Whole Foods Market, Inc. (I) | | 7,800 | | 276,822 |
| |
|
| | | | 1,642,489 |
Food Products - 1.53% | | | | |
Unilever PLC, SADR | | 46,400 | | 1,366,016 |
Household Products - 1.42% | | | | |
Colgate-Palmolive Company | | 15,210 | | 1,261,517 |
Personal Products - 0.21% | | | | |
Mead Johnson Nutrition Company | | 3,900 | | 184,470 |
| |
|
| | | | 4,454,492 |
Energy - 7.49% | | | | |
Energy Equipment & Services - 2.98% | | | | |
Schlumberger, Ltd. | | 43,451 | | 2,654,856 |
Oil, Gas & Consumable Fuels - 4.51% | | | | |
Apache Corp. | | 8,869 | | 919,183 |
Occidental Petroleum Corp. | | 28,571 | | 2,281,394 |
Southwestern Energy Company (I) | | 19,300 | | 821,215 |
| |
|
| | | | 4,021,792 |
| |
|
| | | | 6,676,648 |
Financials - 7.13% | | | | |
Diversified Financial Services - 7.13% | | | | |
Bank of America Corp. | | 59,700 | | 994,602 |
JPMorgan Chase & Company | | 21,853 | | 917,170 |
Morgan Stanley | | 32,100 | | 904,578 |
The Charles Schwab Corp. | | 73,222 | | 1,340,695 |
The Goldman Sachs Group, Inc. | | 14,067 | | 2,199,375 |
| |
|
| | | | 6,356,420 |
| |
|
| | | | 6,356,420 |
| | | | |
All Cap Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Health Care - 19.97% | | | | |
Biotechnology - 4.89% | | | | |
Celgene Corp. (I) | | 26,100 | $ | 1,553,472 |
Gilead Sciences, Inc. (I) | | 45,907 | | 2,185,632 |
Vertex Pharmaceuticals, Inc. (I) | | 15,200 | | 617,272 |
| |
|
| | | | 4,356,376 |
Health Care Equipment & Supplies - 3.80% | | | | |
Alcon, Inc. | | 9,300 | | 1,485,396 |
Baxter International, Inc. | | 33,434 | | 1,903,398 |
| |
|
| | | | 3,388,794 |
Health Care Providers & Services - 3.66% | | | | |
Express Scripts, Inc. (I) | | 7,901 | | 758,575 |
Medco Health Solutions, Inc. (I) | | 39,574 | | 2,502,660 |
| |
|
| | | | 3,261,235 |
Life Sciences Tools & Services - 0.61% | | | | |
Illumina, Inc. (I) | | 14,900 | | 541,168 |
Pharmaceuticals - 7.01% | | | | |
Abbott Laboratories | | 21,175 | | 1,149,379 |
Mylan, Inc. (I) | | 37,700 | | 804,518 |
Novartis AG | | 8,200 | | 453,624 |
Roche Holding AG | | 21,700 | | 905,107 |
Shire PLC, ADR | | 17,000 | | 1,096,840 |
Teva Pharmaceutical Industries, Ltd., SADR | | 30,700 | | 1,842,307 |
| |
|
| | | | 6,251,775 |
| |
|
| | | | 17,799,348 |
Industrials - 5.22% | | | | |
Aerospace & Defense - 3.12% | | | | |
Boeing Company | | 8,420 | | 531,807 |
Precision Castparts Corp. | | 11,100 | | 1,251,525 |
United Technologies Corp. | | 14,495 | | 995,082 |
| |
|
| | | | 2,778,414 |
Machinery - 0.91% | | | | |
Cummins, Inc. | | 14,300 | | 811,954 |
Road & Rail - 1.19% | | | | |
Union Pacific Corp. | | 15,801 | | 1,064,513 |
| |
|
| | | | 4,654,881 |
Information Technology - 36.78% | | | | |
Communications Equipment - 6.37% | | | | |
Cisco Systems, Inc. (I) | | 82,671 | | 2,011,385 |
Juniper Networks, Inc. (I) | | 51,800 | | 1,449,364 |
QUALCOMM, Inc. | | 60,512 | | 2,220,185 |
| |
|
| | | | 5,680,934 |
Computers & Peripherals - 9.36% | | | | |
Apple, Inc. (I) | | 20,538 | | 4,202,486 |
Hewlett-Packard Company | | 50,439 | | 2,561,797 |
NetApp, Inc. (I) | | 52,600 | | 1,578,526 |
| |
|
| | | | 8,342,809 |
Electronic Equipment, Instruments & Components - 0.42% | | |
Agilent Technologies, Inc. (I) | | 11,900 | | 374,374 |
Internet Software & Services - 5.48% | | | | |
Baidu, Inc., SADR (I) | | 1,400 | | 726,152 |
Google, Inc., Class A (I) | | 6,641 | | 3,498,479 |
Tencent Holdings, Ltd. | | 33,700 | | 657,487 |
| |
|
| | | | 4,882,118 |
IT Services - 5.70% | | | | |
Infosys Technologies, Ltd., ADR | | 2,700 | | 153,630 |
MasterCard, Inc. | | 10,907 | | 2,447,204 |
| |
The accompanying notes are an integral part of the financial statements. | 34 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
All Cap Growth Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
COMMON STOCKS (continued) | | | | |
IT Services (continued) | | | | |
Visa, Inc., Class A | | 29,052 | $ | 2,477,555 |
| |
|
| | | | 5,078,389 |
Semiconductors & Semiconductor Equipment - 1.67% | | | |
Cree, Inc. (I) | | 8,280 | | 561,632 |
Intel Corp. | | 45,159 | | 927,114 |
| |
|
| | | | 1,488,746 |
Software - 7.78% | | | | |
Adobe Systems, Inc. (I) | | 63,018 | | 2,183,574 |
Microsoft Corp. | | 111,235 | | 3,187,995 |
Salesforce.com, Inc. (I) | | 17,200 | | 1,168,740 |
VMware, Inc., Class A (I) | | 7,900 | | 391,129 |
| |
|
| | | | 6,931,438 |
| |
|
| | | | 32,778,808 |
Materials - 1.44% | | | | |
Chemicals - 1.44% | | | | |
Monsanto Company | | 5,800 | | 409,770 |
Praxair, Inc. | | 11,600 | | 871,624 |
| |
|
| | | | 1,281,394 |
| |
|
| | | | 1,281,394 |
|
TOTAL COMMON STOCKS (Cost $83,798,538) | | $ | 88,215,394 |
|
SHORT-TERM INVESTMENTS - 0.70% | | | |
Short-Term Securities* - 0.70% | | | | |
State Street Institutional Investment Treasury | | | |
Money Market Fund, 0.000% | $ | 1,159,890 | | 621,369 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $621,369) | | $ | 621,369 |
|
Total Investments (All Cap Growth Fund) | | | |
(Cost $84,419,907) - 99.68% | | | $ | 88,836,763 |
Other assets and liabilities, net - 0.32% | | | | 281,404 |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 89,118,167 |
| | | |
|
| |
|
|
All Cap Value Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
COMMON STOCKS - 98.85% | | | | |
Consumer Discretionary - 10.94% | | | | |
Auto Components - 0.09% | | | | |
Autoliv, Inc. (I) | | 8,324 | $ | 371,328 |
Automobiles - 2.67% | | | | |
Ford Motor Company (I)(L) | | 688,600 | | 8,084,164 |
Honda Motor Company, Ltd. | | 64,708 | | 2,239,544 |
| |
|
| | | | 10,323,708 |
Hotels, Restaurants & Leisure - 2.90% | | | | |
Carnival Corp. | | 57,700 | | 2,074,892 |
CKE Restaurants, Inc. | | 67,700 | | 769,749 |
International Game Technology | | 41,538 | | 728,992 |
Marriott International, Inc., Class A (L) | | 137,420 | | 3,725,456 |
Starwood Hotels & Resorts | | | | |
Worldwide, Inc. (L) | | 101,168 | | 3,915,202 |
| |
|
| | | | 11,214,291 |
Household Durables - 0.84% | | | | |
Fortune Brands, Inc. | | 73,900 | | 3,239,037 |
| | | | |
All Cap Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Media - 1.48% | | | | |
Interpublic Group of Companies, Inc. (I) | | 108,785 | $ | 815,888 |
Omnicom Group, Inc. | | 134,300 | | 4,918,066 |
| |
|
| | | | 5,733,954 |
Multiline Retail - 0.16% | | | | |
Nordstrom, Inc. (L) | | 16,900 | | 624,286 |
Specialty Retail - 1.71% | | | | |
American Eagle Outfitters, Inc. | | 139,685 | | 2,356,486 |
Children’s Place Retail Stores, Inc. (I)(L) | | 38,800 | | 1,482,548 |
Guess?, Inc. | | 10,028 | | 409,042 |
Lowe’s Companies, Inc. | | 99,191 | | 2,351,819 |
| |
|
| | | | 6,599,895 |
Textiles, Apparel & Luxury Goods - 1.09% | | | | |
Fossil, Inc. (I) | | 30,702 | | 1,112,948 |
NIKE, Inc., Class B | | 37,300 | | 2,521,480 |
Timberland Company, Class A (I) | | 31,979 | | 591,292 |
| |
|
| | | | 4,225,720 |
| |
|
| | | | 42,332,219 |
Consumer Staples - 1.64% | | | | |
Beverages - 0.58% | | | | |
Diageo PLC, SADR | | 34,250 | | 2,235,840 |
Food Products - 1.06% | | | | |
Archer-Daniels-Midland Company | | 51,800 | | 1,520,848 |
J.M. Smucker Company | | 43,500 | | 2,596,080 |
| |
|
| | | | 4,116,928 |
| |
|
| | | | 6,352,768 |
Energy - 15.64% | | | | |
Energy Equipment & Services - 4.01% | | | | |
Bristow Group, Inc. (I) | | 19,853 | | 718,877 |
Halliburton Company | | 205,449 | | 6,194,287 |
Helmerich & Payne, Inc. (L) | | 39,400 | | 1,596,488 |
Smith International, Inc. | | 70,641 | | 2,895,575 |
Superior Energy Services, Inc. (I) | | 76,396 | | 1,579,105 |
Weatherford International, Ltd. (I) | | 151,300 | | 2,525,197 |
| |
|
| | | | 15,509,529 |
Oil, Gas & Consumable Fuels - 11.63% | | | | |
Apache Corp. | | 22,625 | | 2,344,855 |
Chevron Corp. | | 39,200 | | 2,834,160 |
El Paso Corp. | | 544,550 | | 5,701,439 |
EnCana Corp. | | 107,377 | | 3,519,818 |
Exxon Mobil Corp. (L) | | 133,000 | | 8,645,000 |
Forest Oil Corp. (I) | | 17,916 | | 485,524 |
Noble Energy, Inc. | | 40,743 | | 2,959,572 |
Southwestern Energy Company (I) | | 67,600 | | 2,876,380 |
The Williams Companies, Inc. | | 343,400 | | 7,396,836 |
XTO Energy, Inc. | | 180,090 | | 8,230,113 |
| |
|
| | | | 44,993,697 |
| |
|
| | | | 60,503,226 |
Financials - 17.76% | | | | |
Commercial Banks - 5.70% | | | | |
City National Corp. (L) | | 81,500 | | 4,068,480 |
Commerce Bancshares, Inc. | | 78,553 | | 3,182,182 |
Cullen/Frost Bankers, Inc. (L) | | 88,481 | | 4,791,246 |
KeyCorp (L) | | 532,600 | | 3,808,090 |
SunTrust Banks, Inc. (L) | | 116,400 | | 2,771,484 |
TCF Financial Corp. (L) | | 33,533 | | 484,217 |
Wells Fargo & Company | | 71,046 | | 1,942,398 |
Zions Bancorp (L) | | 53,300 | | 988,182 |
| |
|
| | | | 22,036,279 |
| |
The accompanying notes are an integral part of the financial statements. | 35 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
All Cap Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Consumer Finance - 1.22% | | | | |
Capital One Financial Corp. | | 125,278 | $ | 4,729,245 |
Diversified Financial Services - 9.06% | | | | |
Bank of America Corp. | | 552,100 | | 9,197,986 |
JPMorgan Chase & Company | | 114,932 | | 4,823,696 |
Lazard, Ltd., Class A | | 163,646 | | 5,879,801 |
Morgan Stanley | | 129,600 | | 3,652,128 |
Raymond James Financial, Inc. (L) | | 86,800 | | 2,244,648 |
State Street Corp. | | 82,514 | | 3,705,704 |
The Charles Schwab Corp. | | 189,701 | | 3,473,425 |
The Goldman Sachs Group, Inc. | | 13,300 | | 2,079,455 |
| |
|
| | | | 35,056,843 |
Insurance - 1.78% | | | | |
Berkshire Hathaway, Inc., Class B (I)(L) | | 68,900 | | 5,520,957 |
Markel Corp. (I) | | 3,873 | | 1,366,201 |
| |
|
| | | | 6,887,158 |
| |
|
| | | | 68,709,525 |
Health Care - 20.72% | | | | |
Biotechnology - 3.81% | | | | |
Amgen, Inc. (I) | | 187,883 | | 10,636,057 |
Onyx Pharmaceuticals, Inc. (I) | | 147,700 | | 4,100,152 |
| |
|
| | | | 14,736,209 |
Health Care Equipment & Supplies - 4.04% | | | | |
C.R. Bard, Inc. | | 19,162 | | 1,605,392 |
Cooper Companies, Inc. (L) | | 105,178 | | 4,213,431 |
Stryker Corp. | | 78,500 | | 4,168,350 |
Varian Medical Systems, Inc. (I)(L) | | 70,525 | | 3,453,609 |
Zimmer Holdings, Inc. (I) | | 38,100 | | 2,184,273 |
| |
|
| | | | 15,625,055 |
Health Care Providers & Services - 7.03% | | | | |
AmerisourceBergen Corp. | | 140,652 | | 3,943,882 |
CIGNA Corp. | | 115,500 | | 3,957,030 |
DaVita, Inc. (I) | | 84,429 | | 5,201,671 |
Humana, Inc. (I) | | 116,433 | | 5,510,774 |
McKesson Corp. | | 59,773 | | 3,535,573 |
Patterson Companies, Inc. (I) | | 169,400 | | 5,027,792 |
| |
|
| | | | 27,176,722 |
Life Sciences Tools & Services - 0.94% | | | | |
Affymetrix, Inc. (I) | | 205,150 | | 1,499,647 |
Parexel International Corp. (I) | | 106,263 | | 2,141,199 |
| |
|
| | | | 3,640,846 |
Pharmaceuticals - 4.90% | | | | |
Abbott Laboratories | | 157,963 | | 8,574,232 |
Warner Chilcott PLC (I)(L) | | 236,732 | | 6,443,845 |
Watson Pharmaceuticals, Inc. (I) | | 99,054 | | 3,941,359 |
| |
|
| | | | 18,959,436 |
| |
|
| | | | 80,138,268 |
Industrials - 13.25% | | | | |
Aerospace & Defense - 3.55% | | | | |
Curtiss-Wright Corp. | | 49,400 | | 1,583,270 |
General Dynamics Corp. | | 30,784 | | 2,233,379 |
Hexcel Corp. (I) | | 55,500 | | 611,610 |
Honeywell International, Inc. | | 78,487 | | 3,152,038 |
ITT Corp. | | 23,623 | | 1,210,206 |
United Technologies Corp. | | 71,739 | | 4,924,882 |
| |
|
| | | | 13,715,385 |
Building Products - 0.28% | | | | |
Quanex Building Products Corp. | | 22,785 | | 354,990 |
| | | | |
All Cap Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Building Products (continued) | | | | |
Trex Company, Inc. (I)(L) | | 36,200 | $ | 723,638 |
| |
|
| | | | 1,078,628 |
Electrical Equipment - 0.11% | | | | |
AMETEK, Inc. | | 10,300 | | 402,112 |
Machinery - 7.22% | | | | |
Eaton Corp. | | 97,200 | | 6,621,264 |
EnPro Industries, Inc. (I) | | 75,100 | | 2,078,768 |
Kennametal, Inc. | | 92,644 | | 2,413,376 |
Pall Corp. | | 42,468 | | 1,676,212 |
Parker-Hannifin Corp. | | 73,666 | | 4,442,796 |
Robbins & Myers, Inc. | | 171,100 | | 4,135,487 |
Tennant Company | | 68,521 | | 1,634,911 |
WABCO Holdings, Inc. (I) | | 184,300 | | 4,928,182 |
| |
|
| | | | 27,930,996 |
Road & Rail - 1.71% | | | | |
Canadian National Railway Company | | 16,424 | | 864,888 |
Heartland Express, Inc. (L) | | 64,000 | | 979,840 |
Kansas City Southern (I)(L) | | 139,469 | | 4,783,787 |
| |
|
| | | | 6,628,515 |
Trading Companies & Distributors - 0.38% | | | | |
Kaman Corp., Class A | | 61,600 | | 1,475,320 |
| |
|
| | | | 51,230,956 |
Information Technology - 13.12% | | | | |
Computers & Peripherals - 2.87% | | | | |
EMC Corp. (I) | | 98,843 | | 1,728,764 |
Hewlett-Packard Company | | 184,700 | | 9,380,913 |
| |
|
| | | | 11,109,677 |
IT Services - 3.12% | | | | |
Accenture PLC, Class A | | 95,472 | | 3,816,016 |
MasterCard, Inc. | | 11,211 | | 2,515,412 |
VeriFone Holdings, Inc. (I)(L) | | 297,525 | | 5,742,233 |
| |
|
| | | | 12,073,661 |
Semiconductors & Semiconductor Equipment - 2.15% | | |
Intel Corp. | | 128,500 | | 2,638,105 |
Micron Technology, Inc. (I) | | 346,900 | | 3,142,914 |
National Semiconductor Corp. | | 65,900 | | 954,232 |
Xilinx, Inc. | | 60,984 | | 1,575,217 |
| |
|
| | | | 8,310,468 |
Software - 4.98% | | | | |
Adobe Systems, Inc. (I) | | 152,243 | | 5,275,220 |
Autodesk, Inc. (I) | | 71,300 | | 1,987,844 |
Intuit, Inc. (I) | | 125,708 | | 4,067,911 |
McAfee, Inc. (I) | | 45,599 | | 1,809,824 |
Microsoft Corp. | | 213,700 | | 6,124,642 |
| |
|
| | | | 19,265,441 |
| |
|
| | | | 50,759,247 |
Materials - 4.90% | | | | |
Chemicals - 0.30% | | | | |
Celanese Corp., Series A | | 37,600 | | 1,172,744 |
Metals & Mining - 4.60% | | | | |
Agnico Eagle Mines, Ltd. (L) | | 21,401 | | 1,232,056 |
Barrick Gold Corp. | | 204,063 | | 7,685,013 |
Nucor Corp. | | 57,200 | | 2,368,080 |
Reliance Steel & Aluminum Company (L) | | 75,000 | | 3,325,500 |
United States Steel Corp. (L) | | 59,900 | | 3,171,106 |
| |
|
| | | | 17,781,755 |
| |
|
| | | | 18,954,499 |
| |
The accompanying notes are an integral part of the financial statements. | 36 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
All Cap Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Utilities - 0.88% | | | | |
Gas Utilities - 0.88% | | | | |
EQT Corp. | | 78,022 | $ | 3,414,243 |
|
TOTAL COMMON STOCKS (Cost $323,700,145) | | $ | 382,394,951 |
|
|
SHORT-TERM INVESTMENTS - 18.90% | | | |
Repurchase Agreement - 1.35% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $5,206,004 on 03/01/2010, | | | |
collateralized by $5,260,000 Federal Home | | | |
Loan Bank, 0.93% due 03/30/2010 (valued | | | |
at $5,312,600, including interest) | $ | 5,206,000 | | 5,206,000 |
Securities Lending Collateral - 17.55% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 6,783,944 | | 67,907,959 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $73,104,711) | $ | 73,113,959 |
|
Total Investments (All Cap Value Fund) | | | | |
(Cost $396,804,856) - 117.75% | | | $ | 455,508,910 |
Other assets and liabilities, net - (17.75%) | | | (68,671,901) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 386,837,009 |
| |
|
|
|
|
Alpha Opportunities Fund | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 93.21% | | | | |
Consumer Discretionary - 15.95% | | | | |
Auto Components - 2.53% | | | | |
ArvinMeritor, Inc. (I)(L) | | 441,400 | $ | 5,146,718 |
Dana Holding Corp. (I) | | 92,300 | | 1,049,451 |
Johnson Controls, Inc. | | 20,700 | | 643,770 |
Lear Corp. (I) | | 9,320 | | 645,596 |
Modine Manufacturing Company (I) | | 518,140 | | 4,870,516 |
Tenneco, Inc. (I) | | 133,300 | | 2,687,328 |
TRW Automotive Holdings Corp. (I) | | 153,960 | | 4,136,905 |
| |
|
| | | | 19,180,284 |
Automobiles - 0.37% | | | | |
Ford Motor Company (I) | | 140,200 | | 1,645,948 |
Harley-Davidson, Inc. (L) | | 45,500 | | 1,119,755 |
| |
|
| | | | 2,765,703 |
Diversified Consumer Services - 0.30% | | | | |
Apollo Group, Inc., Class A (I)(L) | | 19,704 | | 1,179,876 |
Educomp Solutions, Ltd. (I) | | 45,756 | | 666,218 |
ITT Educational Services, Inc. (I) | | 4,100 | | 447,064 |
| |
|
| | | | 2,293,158 |
Hotels, Restaurants & Leisure - 0.96% | | | | |
Carnival Corp. | | 14,400 | | 517,824 |
Las Vegas Sands Corp. (I)(L) | | 116,900 | | 1,944,047 |
McDonald’s Corp. | | 36,540 | | 2,333,079 |
REXLot Holdings, Ltd. (I) | | 4,099,800 | | 560,689 |
Starbucks Corp. (I) | | 34,200 | | 783,522 |
Starwood Hotels & Resorts Worldwide, Inc. | 10,000 | | 387,000 |
Wyndham Worldwide Corp. | | 32,960 | | 757,750 |
| |
|
| | | | 7,283,911 |
Household Durables - 1.36% | | | | |
Black & Decker Corp. | | 11,500 | | 833,405 |
| | | | |
Alpha Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Household Durables (continued) | | | | |
Jarden Corp. | | 163,962 | $ | 5,256,622 |
Pulte Group, Inc. (I) | | 133,000 | | 1,440,390 |
Toll Brothers, Inc. (I)(L) | | 148,400 | | 2,794,372 |
| |
|
| | | | 10,324,789 |
Internet & Catalog Retail - 0.34% | | | | |
Amazon.com, Inc. (I) | | 15,980 | | 1,892,032 |
NutriSystem, Inc. (L) | | 33,800 | | 654,030 |
| |
|
| | | | 2,546,062 |
Leisure Equipment & Products - 0.41% | | | | |
Mattel, Inc. | | 38,780 | | 852,772 |
Pool Corp. (L) | | 113,435 | | 2,266,431 |
| |
|
| | | | 3,119,203 |
Media - 2.56% | | | | |
CBS Corp., Class B | | 359,300 | | 4,667,307 |
Comcast Corp., Class A | | 212,600 | | 3,293,174 |
Comcast Corp., Class A | | 301,160 | | 4,951,070 |
DIRECTV, Class A (I) | | 1,000 | | 33,850 |
Dreamworks Animation SKG, Inc. (I) | | 27,370 | | 1,189,500 |
Focus Media Holding, Ltd., ADR (I)(L) | | 135,400 | | 2,089,222 |
Virgin Media, Inc. (L) | | 194,600 | | 3,152,520 |
| |
|
| | | | 19,376,643 |
Multiline Retail - 0.68% | | | | |
Golden Eagle Retail Group, Ltd. (I) | | 204,030 | | 374,492 |
Nordstrom, Inc. (L) | | 31,100 | | 1,148,834 |
Target Corp. | | 70,450 | | 3,629,584 |
| |
|
| | | | 5,152,910 |
Specialty Retail - 4.43% | | | | |
Advance Auto Parts, Inc. | | 164,229 | | 6,700,543 |
Children’s Place Retail Stores, Inc. (I) | | 9,200 | | 351,532 |
Home Depot, Inc. | | 90,461 | | 2,822,383 |
Lowe’s Companies, Inc. | | 339,440 | | 8,048,122 |
Staples, Inc. | | 297,161 | | 7,654,867 |
The Sherwin-Williams Company | | 51,007 | | 3,232,824 |
Urban Outfitters, Inc. (I) | | 146,040 | | 4,703,948 |
| |
|
| | | | 33,514,219 |
Textiles, Apparel & Luxury Goods - 2.01% | | | | |
361 Degrees International, Ltd. (I) | | 763,040 | | 543,794 |
Anta Sports Products, Ltd. (I) | | 254,400 | | 367,255 |
Carter’s, Inc. (I) | | 41,003 | | 1,175,146 |
China Hongxing Sports, Ltd. (I) | | 2,884,520 | | 349,171 |
Coach, Inc. | | 20,000 | | 728,800 |
Hanesbrands, Inc. (I) | | 326,178 | | 8,457,796 |
Liz Claiborne, Inc. (I)(L) | | 73,460 | | 507,609 |
NIKE, Inc., Class B | | 13,800 | | 932,880 |
The Warnaco Group, Inc. (I) | | 37,300 | | 1,556,902 |
XTEP International Holdings (I) | | 872,400 | | 582,138 |
| |
|
| | | | 15,201,491 |
| |
|
| | | | 120,758,373 |
Consumer Staples - 4.53% | | | | |
Beverages - 0.74% | | | | |
Cott Corp. (I) | | 42,050 | | 302,340 |
PepsiCo, Inc. | | 85,189 | | 5,321,757 |
| |
|
| | | | 5,624,097 |
Food & Staples Retailing - 1.52% | | | | |
CVS Caremark Corp. | | 106,490 | | 3,594,038 |
Safeway, Inc. | | 35,200 | | 877,184 |
Wal-Mart Stores, Inc. | | 118,430 | | 6,403,510 |
| |
The accompanying notes are an integral part of the financial statements. | 37 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Alpha Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Food & Staples Retailing (continued) | | | | |
Whole Foods Market, Inc. (I)(L) | | 17,400 | $ | 617,526 |
| |
|
| | | | 11,492,258 |
Food Products - 1.74% | | | | |
Del Monte Foods Company | | 43,730 | | 512,516 |
General Mills, Inc. | | 29,349 | | 2,113,421 |
Green Mountain Coffee Roasters, Inc. (I)(L) | | 37,950 | | 3,202,601 |
Kraft Foods, Inc., Class A | | 105,330 | | 2,994,532 |
Nestle SA (I) | | 12,447 | | 619,268 |
Nestle SA , SADR | | 29,858 | | 1,485,137 |
PureCircle, Ltd. (I)(L) | | 611,332 | | 2,232,509 |
| |
|
| | | | 13,159,984 |
Household Products - 0.34% | | | | |
The Procter & Gamble Company | | 40,900 | | 2,588,152 |
Personal Products - 0.09% | | | | |
Herbalife, Ltd. | | 17,330 | | 694,067 |
Tobacco - 0.10% | | | | |
Lorillard, Inc. | | 9,900 | | 723,096 |
| |
|
| | | | 34,281,654 |
Energy - 7.47% | | | | |
Energy Equipment & Services - 0.94% | | | | |
Baker Hughes, Inc. | | 71,480 | | 3,425,322 |
China Oilfield Services, Ltd. (I) | | 224,000 | | 307,220 |
Dresser-Rand Group, Inc. (I) | | 32,300 | | 998,393 |
Superior Well Services, Inc. (I)(L) | | 135,900 | | 2,431,251 |
| |
|
| | | | 7,162,186 |
Oil, Gas & Consumable Fuels - 6.53% | | | | |
Anadarko Petroleum Corp. | | 7,222 | | 506,479 |
Apache Corp. | | 38,400 | | 3,979,776 |
BG Group PLC (I) | | 245,290 | | 4,281,988 |
BP PLC | | 51,087 | | 2,718,339 |
Bumi Resources Tbk PT (I) | | 2,692,500 | | 653,590 |
Cameco Corp. | | 98,330 | | 2,702,108 |
Chevron Corp. | | 78,900 | | 5,704,470 |
Cobalt International Energy, Inc. (I) | | 31,430 | | 387,846 |
ConocoPhillips | | 27,100 | | 1,300,800 |
CONSOL Energy, Inc. | | 76,356 | | 3,845,288 |
EOG Resources, Inc. | | 10,200 | | 959,310 |
Exxon Mobil Corp. (L) | | 64,360 | | 4,183,400 |
Gazprom OAO (I) | | 69,858 | | 1,555,186 |
Karoon Gas Australia, Ltd. (I) | | 229,999 | | 1,457,381 |
Marathon Oil Corp. | | 54,830 | | 1,587,329 |
Massey Energy Company | | 2,020 | | 87,001 |
Noble Energy, Inc. | | 64,500 | | 4,685,280 |
Occidental Petroleum Corp. | | 41,431 | | 3,308,265 |
Peabody Energy Corp. | | 26,700 | | 1,227,399 |
Valero Energy Corp. | | 183,900 | | 3,221,928 |
Whiting Petroleum Corp. (I) | | 14,400 | | 1,077,840 |
| |
|
| | | | 49,431,003 |
| |
|
| | | | 56,593,189 |
Financials - 12.47% | | | | |
Commercial Banks - 2.23% | | | | |
PNC Financial Services Group, Inc. | | 30,813 | | 1,656,507 |
Standard Chartered PLC (I)(L) | | 52,002 | | 1,241,455 |
Wells Fargo & Company | | 511,273 | | 13,978,204 |
| |
|
| | | | 16,876,166 |
Diversified Financial Services - 6.02% | | | | |
Ameriprise Financial, Inc. | | 199,900 | | 8,001,997 |
Bank of America Corp. | | 576,464 | | 9,603,890 |
Great American Group, Inc. (I) | | 471,600 | | 1,414,800 |
| | | | |
Alpha Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Diversified Financial Services (continued) | | | | |
Invesco, Ltd. | | 84,900 | $ | 1,664,040 |
JPMorgan Chase & Company | | 97,406 | | 4,088,130 |
Osaka Securities Exchange Company, Ltd. (I) | | 114 | | 618,925 |
PennantPark Investment Corp. | | 154,548 | | 1,576,390 |
PHH Corp. (I)(L) | | 78,700 | | 1,456,737 |
Powershares QQQ (I)(L) | | 70,400 | | 3,151,104 |
The Goldman Sachs Group, Inc. | | 29,237 | | 4,571,205 |
UBS AG | | 248,580 | | 3,426,380 |
UBS AG | | 436,200 | | 6,045,732 |
| |
|
| | | | 45,619,330 |
Insurance - 3.90% | | | | |
ACE, Ltd. | | 153,903 | | 7,693,611 |
Assured Guaranty, Ltd. | | 115,980 | | 2,447,178 |
Chubb Corp. | | 82,040 | | 4,139,738 |
Genworth Financial, Inc., Class A (I)(L) | | 113,350 | | 1,806,799 |
Hartford Financial Services Group, Inc. | | 107,716 | | 2,625,039 |
Marsh & McLennan Companies, Inc. | | 253,222 | | 5,879,815 |
Unum Group (L) | | 236,100 | | 4,913,241 |
| |
|
| | | | 29,505,421 |
Real Estate Investment Trusts - 0.32% | | | | |
Chimera Investment Corp. | | 608,743 | | 2,434,972 |
| |
|
| | | | 94,435,889 |
Health Care - 12.83% | | | | |
Biotechnology - 1.17% | | | | |
Amgen, Inc. (I) | | 39,620 | | 2,242,888 |
Amylin Pharmaceuticals, Inc. (I)(L) | | 27,160 | | 513,324 |
Celgene Corp. (I) | | 42,860 | | 2,551,027 |
Gilead Sciences, Inc. (I) | | 34,660 | | 1,650,163 |
Novavax, Inc. (I)(L) | | 668,570 | | 1,450,797 |
Regeneron Pharmaceuticals, Inc. (I) | | 16,810 | | 411,173 |
| |
|
| | | | 8,819,372 |
Health Care Equipment & Supplies - 1.58% | | | | |
Covidien PLC | | 81,997 | | 4,027,693 |
Hologic, Inc. (I) | | 135,030 | | 2,329,268 |
Medtronic, Inc. | | 90,506 | | 3,927,960 |
St. Jude Medical, Inc. (I) | | 44,500 | | 1,700,790 |
| |
|
| | | | 11,985,711 |
Health Care Providers & Services - 3.38% | | | | |
Aetna, Inc. | | 91,700 | | 2,750,083 |
Cardinal Health, Inc. | | 134,948 | | 4,584,184 |
Coventry Health Care, Inc. (I) | | 57,100 | | 1,323,578 |
Healthsouth Corp. (I) | | 55,560 | | 961,188 |
Lincare Holdings, Inc. (I)(L) | | 67,600 | | 2,714,816 |
UnitedHealth Group, Inc. | | 392,599 | | 13,293,402 |
| |
|
| | | | 25,627,251 |
Health Care Technology - 0.93% | | | | |
SXC Health Solutions Corp. (I) | | 141,200 | | 7,019,052 |
Life Sciences Tools & Services - 0.10% | | | | |
Thermo Fisher Scientific, Inc. (I) | | 15,500 | | 755,935 |
Pharmaceuticals - 5.67% | | | | |
Auxilium Pharmaceuticals, Inc. (I)(L) | | 32,070 | | 968,514 |
Bristol-Myers Squibb Company (L) | | 30,260 | | 741,673 |
Daiichi Sankyo Company, Ltd. (I) | | 200,500 | | 4,055,767 |
Elan Corp. PLC (I)(L) | | 674,935 | | 4,630,054 |
Eli Lilly & Company | | 155,360 | | 5,335,062 |
Impax Laboratories, Inc. (I) | | 138,500 | | 2,134,285 |
Johnson & Johnson | | 37,003 | | 2,331,189 |
King Pharmaceuticals, Inc. (I) | | 121,300 | | 1,364,625 |
MAP Pharmaceuticals, Inc. (I)(L) | | 26,800 | | 367,696 |
Merck & Company, Inc. | | 141,268 | | 5,209,964 |
| |
The accompanying notes are an integral part of the financial statements. | 38 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Alpha Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Pharmaceuticals (continued) | | | | |
Pfizer, Inc. | | 520,902 | $ | 9,141,830 |
Teva Pharmaceutical Industries, Ltd., SADR | | 68,220 | | 4,093,882 |
UCB SA (I) | | 38,740 | | 1,714,897 |
Watson Pharmaceuticals, Inc. (I) | | 21,210 | | 843,946 |
| |
|
| | | | 42,933,384 |
| |
|
| | | | 97,140,705 |
Industrials - 14.45% | | | | |
Aerospace & Defense - 3.11% | | | | |
AAR Corp. (I)(L) | | 8,493 | | 192,621 |
BE Aerospace, Inc. (I) | | 232,250 | | 6,015,275 |
Boeing Company | | 33,100 | | 2,090,596 |
General Dynamics Corp. | | 69,760 | | 5,061,088 |
Honeywell International, Inc. | | 83,623 | | 3,358,300 |
Lockheed Martin Corp. | | 57,550 | | 4,475,088 |
Precision Castparts Corp. | | 9,530 | | 1,074,508 |
Rolls-Royce Group PLC (I) | | 80,990 | | 689,245 |
Safran SA (I) | | 26,190 | | 616,179 |
| |
|
| | | | 23,572,900 |
Air Freight & Logistics - 1.62% | | | | |
FedEx Corp. | | 70,830 | | 6,003,551 |
United Parcel Service, Inc., Class B | | 107,139 | | 6,293,345 |
| |
|
| | | | 12,296,896 |
Airlines - 2.47% | | | | |
AirAsia BHD (I) | | 153,100 | | 64,722 |
AMR Corp. | | 245,400 | | 2,255,226 |
Continental Airlines, Inc. (I)(L) | | 138,580 | | 2,863,063 |
Delta Air Lines, Inc. (I) | | 755,373 | | 9,759,419 |
UAL Corp. (I)(L) | | 161,220 | | 2,764,923 |
US Airways Group, Inc. (I)(L) | | 140,420 | | 1,029,279 |
| |
|
| | | | 18,736,632 |
Building Products - 0.94% | | | | |
Masco Corp. | | 455,000 | | 6,083,350 |
Owens Corning, Inc. (I)(L) | | 44,800 | | 1,054,144 |
| |
|
| | | | 7,137,494 |
Commercial Services & Supplies - 0.55% | | | | |
Corrections Corp. of America (I) | | 52,760 | | 1,129,064 |
SYKES Enterprises, Inc. (I) | | 59,500 | | 1,416,695 |
Waste Management, Inc. | | 48,533 | | 1,602,560 |
| |
|
| | | | 4,148,319 |
Construction & Engineering - 0.11% | | | | |
China Railway Group, Ltd. (I) | | 1,124,000 | | 836,427 |
Electrical Equipment - 0.58% | | | | |
ABB, Ltd., SADR (I) | | 30,400 | | 615,904 |
First Solar, Inc. (I)(L) | | 5,792 | | 613,373 |
Regal-Beloit Corp. | | 40,200 | | 2,268,084 |
Sunpower Corp., Class B (I) | | 46,029 | | 751,654 |
Vestas Wind Systems AS (I) | | 2,628 | | 129,981 |
| |
|
| | | | 4,378,996 |
Industrial Conglomerates - 0.79% | | | | |
3M Company | | 22,754 | | 1,823,733 |
Beijing Enterprises Holdings, Ltd. (I) | | 72,000 | | 452,585 |
General Electric Company | | 161,900 | | 2,600,114 |
Tyco International, Ltd. | | 29,700 | | 1,070,982 |
| |
|
| | | | 5,947,414 |
Machinery - 3.34% | | | | |
Atlas Copco AB, Series A (I) | | 48,159 | | 681,808 |
Deere & Company | | 17,700 | | 1,014,210 |
Flowserve Corp. | | 13,100 | | 1,311,179 |
| | | | |
Alpha Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Machinery (continued) | | | | |
Hansen Transmissions International NV (I) | | 273,804 | $ | 395,665 |
Ingersoll-Rand PLC (L) | | 410,296 | | 13,092,545 |
Joy Global, Inc. | | 19,300 | | 980,440 |
Kubota Corp. (I) | | 51,000 | | 452,888 |
PACCAR, Inc. | | 42,041 | | 1,486,149 |
Stanley Works (I)(L) | | 57,620 | | 3,298,745 |
Terex Corp. (I) | | 132,688 | | 2,583,435 |
| |
|
| | | | 25,297,064 |
Marine - 0.11% | | | | |
Nippon Yusen Kabushiki Kaisha (I) | | 219,800 | | 795,836 |
Professional Services - 0.25% | | | | |
Monster Worldwide, Inc. (I) | | 75,248 | | 1,049,710 |
The Advisory Board Company (I) | | 26,300 | | 835,288 |
| |
|
| | | | 1,884,998 |
Road & Rail - 0.17% | | | | |
J.B. Hunt Transport Services, Inc. | | 35,300 | | 1,252,444 |
Trading Companies & Distributors - 0.26% | | | | |
Beacon Roofing Supply, Inc. (I) | | 70,620 | | 1,228,788 |
Mitsui & Company, Ltd. (I) | | 46,800 | | 725,273 |
| |
|
| | | | 1,954,061 |
Transportation Infrastructure - 0.15% | | | | |
Aegean Marine Petroleum Network Inc. (L) | | 22,270 | | 638,258 |
Cia de Concessoes Rodoviarias, ADR (I) | | 24,900 | | 525,654 |
| |
|
| | | | 1,163,912 |
| |
|
| | | | 109,403,393 |
Information Technology - 19.31% | | | | |
Communications Equipment - 1.96% | | | | |
Aviat Networks Incaviat Networks, Inc. (I) | | 301,000 | | 1,851,150 |
Cisco Systems, Inc. (I) | | 199,000 | | 4,841,670 |
Dragonwave, Inc. (I)(L) | | 47,100 | | 577,895 |
HUGHES Telematics, Inc. (I)(L) | | 28,605 | | 78,664 |
Juniper Networks, Inc. (I) | | 22,300 | | 623,954 |
Polycom, Inc. (I) | | 70,025 | | 1,828,353 |
QUALCOMM, Inc. | | 72,100 | | 2,645,349 |
Research In Motion, Ltd. (I) | | 13,000 | | 921,440 |
ZTE Corp., Class H (I) | | 240,870 | | 1,489,600 |
| |
|
| | | | 14,858,075 |
Computers & Peripherals - 4.73% | | | | |
Apple, Inc. (I) | | 82,147 | | 16,808,919 |
EMC Corp. (I) | | 168,000 | | 2,938,320 |
Hewlett-Packard Company | | 77,900 | | 3,956,541 |
International Business Machines Corp. | | 10,000 | | 1,271,600 |
QLogic Corp. (I) | | 65,000 | | 1,183,000 |
SanDisk Corp. (I) | | 113,060 | | 3,293,438 |
Seagate Technology (I) | | 320,050 | | 6,372,196 |
| |
|
| | | | 35,824,014 |
Electronic Equipment, Instruments & Components - 0.90% | | |
BYD Company, Ltd., Class H (I) | | 62,180 | | 484,202 |
Corning, Inc. | | 18,010 | | 317,516 |
Flextronics International, Ltd. (I) | | 70,700 | | 492,072 |
Jabil Circuit, Inc. | | 90,620 | | 1,374,705 |
Sanmina-SCI Corp. (I) | | 250,000 | | 4,135,000 |
| |
|
| | | | 6,803,495 |
Internet Software & Services - 3.50% | | | | |
Alibaba.com, Ltd. (I)(L) | | 454,200 | | 994,069 |
Baidu, Inc., SADR (I) | | 2,500 | | 1,296,700 |
E-Access, Ltd. (I)(L) | | 626 | | 506,299 |
eBay, Inc. (I) | | 167,180 | | 3,848,484 |
Equinix, Inc. (I)(L) | | 59,078 | | 5,581,099 |
| |
The accompanying notes are an integral part of the financial statements. | 39 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Alpha Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Internet Software & Services (continued) | | | | |
Google, Inc., Class A (I) | | 11,390 | $ | 6,000,252 |
Open Text Corp. (I) | | 14,390 | | 699,930 |
Tencent Holdings, Ltd. (I) | | 95,360 | | 1,864,633 |
VistaPrint NV (I)(L) | | 89,400 | | 5,160,168 |
Yahoo!, Inc. (I) | | 36,100 | | 552,691 |
| |
|
| | | | 26,504,325 |
IT Services - 1.74% | | | | |
Automatic Data Processing, Inc. | | 135,250 | | 5,627,753 |
MasterCard, Inc. | | 6,010 | | 1,348,464 |
The Western Union Company | | 390,120 | | 6,156,094 |
| |
|
| | | | 13,132,311 |
Semiconductors & Semiconductor Equipment - 2.88% | | |
Analog Devices, Inc. | | 69,100 | | 2,020,484 |
ASML Holding NV | | 16,420 | | 506,229 |
Atheros Communications, Inc. (I) | | 34,612 | | 1,242,225 |
Broadcom Corp., Class A | | 20,400 | | 638,928 |
Marvell Technology Group, Ltd. (I) | | 181,200 | | 3,500,784 |
Maxim Integrated Products, Inc. | | 221,700 | | 4,105,884 |
NVIDIA Corp. (I)(L) | | 37,100 | | 601,020 |
ON Semiconductor Corp. (I) | | 140,930 | | 1,121,803 |
Skyworks Solutions, Inc. (L) | | 362,660 | | 5,537,818 |
Texas Instruments, Inc. | | 66,377 | | 1,618,271 |
Xilinx, Inc. | | 35,600 | | 919,548 |
| |
|
| | | | 21,812,994 |
Software - 3.60% | | | | |
Adobe Systems, Inc. (I) | | 101,053 | | 3,501,486 |
AsiaInfo Holdings, Inc. (I) | | 27,220 | | 664,712 |
BMC Software, Inc. (I) | | 75,100 | | 2,766,684 |
Cadence Design Systems, Inc. (I) | | 153,700 | | 876,090 |
Citrix Systems, Inc. (I) | | 6,000 | | 258,060 |
Informatica Corp. (I) | | 50,410 | | 1,286,463 |
Microsoft Corp. | | 190,353 | | 5,455,517 |
Nuance Communications, Inc. (I) | | 20,210 | | 290,822 |
Oracle Corp. | | 220,190 | | 5,427,684 |
Red Hat, Inc. (I) | | 137,139 | | 3,846,749 |
Rovi Corp. (I) | | 15,560 | | 521,260 |
Shanda Interactive Entertainment, Ltd. (I)(L) | | 7,278 | | 329,693 |
Sonic Solutions (I) | | 29,320 | | 266,519 |
TiVo, Inc. (I) | | 48,440 | | 459,211 |
VMware, Inc., Class A (I) | | 19,300 | | 955,543 |
Websense, Inc. (I) | | 15,100 | | 324,046 |
| |
|
| | | | 27,230,539 |
| |
|
| | | | 146,165,753 |
Materials - 5.16% | | | | |
Chemicals - 0.92% | | | | |
A. Schulman, Inc. | | 29,300 | | 690,308 |
Huabao International Holdings, Ltd. (I) | | 247,910 | | 249,706 |
Incitec Pivot, Ltd. (I) | | 141,282 | | 408,901 |
Methanex Corpmethanex Corp. | | 32,090 | | 762,138 |
Potash Corp. of Saskatchewan, Inc. | | 2,200 | | 243,012 |
PPG Industries, Inc. (L) | | 32,397 | | 1,993,711 |
The Dow Chemical Company | | 14,800 | | 418,988 |
The Mosaic Company | | 38,308 | | 2,236,804 |
| |
|
| | | | 7,003,568 |
Construction Materials - 0.42% | | | | |
HeidelbergCement AG (I) | | 30,836 | | 1,570,792 |
Martin Marietta Materials, Inc. (L) | | 20,300 | | 1,608,166 |
| |
|
| | | | 3,178,958 |
Containers & Packaging - 1.13% | | | | |
Owens-Illinois, Inc. (I) | | 93,000 | | 2,756,520 |
| | | | |
Alpha Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Containers & Packaging (continued) | | | | |
Rexam PLC (I) | | 1,356,829 | $ | 5,776,696 |
| |
|
| | | | 8,533,216 |
Metals & Mining - 2.67% | | | | |
Allegheny Technologies, Inc. | | 20,800 | | 908,128 |
AngloGold Ashanti, Ltd., SADR (L) | | 37,030 | | 1,347,151 |
Antofagasta PLC (I) | | 38,319 | | 516,501 |
Barrick Gold Corp. | | 41,620 | | 1,567,409 |
BHP Billiton, Ltd., SADR (L) | | 17,100 | | 1,253,943 |
CGA Mining, Ltd. (I) | | 150,880 | | 266,338 |
Cliffs Natural Resources, Inc. (L) | | 13,900 | | 783,960 |
Fortescue Metals Group, Ltd. (I) | | 101,798 | | 422,721 |
Freeport-McMoRan Copper & Gold, Inc. | | 31,100 | | 2,337,476 |
New Gold Incnew Gold Inc (I) | | 89,470 | | 395,396 |
Newmont Mining Corp. | | 21,210 | | 1,045,229 |
Red Back Mining, Inc. (I) | | 25,490 | | 491,292 |
Rio Tinto PLC (I) | | 15,135 | | 783,609 |
Rio Tinto PLC, SADR | | 5,950 | | 1,236,410 |
Teck Resoucres, Ltd., Class B (I) | | 48,800 | | 1,802,672 |
Vale SA (L) | | 47,480 | | 1,322,793 |
Vedanta Resources PLC (I) | | 17,459 | | 678,734 |
Xstrata PLC (I) | | 192,438 | | 3,025,072 |
| |
|
| | | | 20,184,834 |
Paper & Forest Products - 0.02% | | | | |
Fibria Celulose SA, SADR (I)(L) | | 9,080 | | 166,618 |
| |
|
| | | | 39,067,194 |
Telecommunication Services - 0.68% | | | | |
Diversified Telecommunication Services - 0.51% | | | | |
AT&T, Inc. | | 35,600 | | 883,236 |
Iridium Communications, Inc. (I)(L) | | 66,500 | | 446,215 |
Koninklijke (Royal) KPN NV (I) | | 76,836 | | 1,224,419 |
Qwest Communications International, Inc. | | 280,860 | | 1,280,722 |
| |
|
| | | | 3,834,592 |
Wireless Telecommunication Services - 0.17% | | | | |
SBA Communications Corp. (I) | | 37,040 | | 1,309,734 |
| |
|
| | | | 5,144,326 |
Utilities - 0.36% | | | | |
Electric Utilities - 0.36% | | | | |
Cia Energetica de Minas Gerais, ADR | | 66,900 | | 1,095,153 |
ITC Holdings Corp. | | 9,210 | | 491,630 |
Northeast Utilities | | 45,200 | | 1,157,120 |
| |
|
| | | | 2,743,903 |
| |
|
| | | | 2,743,903 |
|
TOTAL COMMON STOCKS (Cost $639,449,891) | | | $ | 705,734,379 |
|
|
PREFERRED STOCKS - 0.19% | | | | |
Consumer Discretionary - 0.19% | | | | |
Automobiles - 0.19% | | | | |
Porsche Automobil Holding SE (N) | | 13,000 | | 652,933 |
Volkswagen AG (N) | | 9,800 | | 797,710 |
| |
|
| | | | 1,450,643 |
|
TOTAL PREFERRED STOCKS (Cost $1,629,452) | | | $ | 1,450,643 |
|
|
INVESTMENT COMPANIES - 1.58% | | | | |
Investment Companies - 1.58% | | | | |
iShares Russell 1000 Index Fund (L) | | 72,700 | | 4,436,154 |
SPDR S&P Midcap 400 ETF Trust (L) | | 32,700 | | 4,381,473 |
| |
The accompanying notes are an integral part of the financial statements. | 40 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Alpha Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
INVESTMENT COMPANIES (continued) | | | |
Investment Companies (continued) | | | | |
SPDR Trust Series 1 | | 28,300 | $ | 3,134,508 |
| |
|
| | | | 11,952,135 |
|
TOTAL INVESTMENT COMPANIES (Cost $9,612,093) | $ | 11,952,135 |
|
|
SHORT-TERM INVESTMENTS - 16.48% | | | |
Repurchase Agreement - 4.64% | | | | |
Bank of New York Tri-Party Repurchase | | | | |
Agreement date 02/26/2010 at 0.12% to be | | | |
repurchased at $35,100,351 on 03/01/2010, | | | |
collateralized by $48,746,001 Federal | | | | |
National Mortgage Association, 6.00% due | | | |
03/01/2037 (valued at $35,802,001, | | | | |
including interest) | $ | 35,100,000 | | 35,100,000 |
Securities Lending Collateral - 11.84% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)(Y) | | 8,955,463 | | 89,645,082 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $124,744,901) | $ | 124,745,082 |
|
Total Investments (Alpha Opportunities Fund) | | | |
(Cost $775,436,337) - 111.46% | | | $ | 843,882,239 |
Other assets and liabilities, net - (11.46%) | | | (86,764,452) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 757,117,787 |
| | |
|
|
|
Alternative Asset Allocation Fund | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
AFFILIATED INVESTMENT COMPANIES - 89.20% | | |
John Hancock Funds II (G) - 89.20% | | | | |
Emerging Markets Value, Class NAV (DFA) | 17,583 | $ | 180,053 |
Floating Rate Income, Class NAV (WAMCO) | 19,135 | | 181,210 |
Global Bond, Class NAV (PIMCO) | | 13,093 | | 155,810 |
Global Real Estate, Class NAV (Deutsche) | | 37,723 | | 239,917 |
High Income, Class NAV (MFC | | | | |
Global U.S.) (A) | | 5,288 | | 41,884 |
High Yield, Class NAV (WAMCO) | | 3,242 | | 27,879 |
International Small | | | | |
Cap, Class NAV (Templeton) | | 4,294 | | 55,306 |
International Small | | | | |
Company, Class NAV (DFA) | | 7,848 | | 55,485 |
Natural Resources, Class NAV (Wellington) | 4,169 | | 81,135 |
Real Return Bond, Class NAV (PIMCO) | | 14,681 | | 181,315 |
U.S. High Yield Bond, Class NAV | | | | |
(Wells Capital) | | 3,366 | | 41,875 |
| |
|
| | | | 1,241,869 |
|
TOTAL AFFILIATED INVESTMENT | | | | |
COMPANIES (Cost $953,313) | | | $ | 1,241,869 |
|
| | | | |
Alternative Asset Allocation Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
INVESTMENT COMPANIES - 8.49% | | | | |
Unaffiliated Investment Companies - 8.49% | | | | |
PowerShares DB Commodity Index | | | | |
Tracking Fund | | 5,000 | $ | 118,150 |
| |
|
| | | | 118,150 |
|
TOTAL INVESTMENT COMPANIES (Cost $108,406) | | | $ | 118,150 |
|
Total Investments (Alternative Asset Allocation Fund) | | |
(Cost $1,061,719) - 97.69% | | | $ | 1,360,019 |
Other assets and liabilities, net - 2.31% | | | | 32,144 |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 1,392,163 |
| | | |
|
|
|
|
Blue Chip Growth Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 99.33% | | | | |
Consumer Discretionary - 17.43% | | | | |
Auto Components - 0.06% | | | | |
Johnson Controls, Inc. | | 35,900 | $ | 1,116,490 |
Diversified Consumer Services - 0.06% | | | | |
Apollo Group, Inc., Class A (I)(L) | | 19,000 | | 1,137,720 |
Hotels, Restaurants & Leisure - 3.68% | | | | |
Carnival Corp. | | 246,100 | | 8,849,756 |
Marriott International, Inc., Class A (L) | | 639,385 | | 17,333,727 |
McDonald’s Corp. | | 261,000 | | 16,664,850 |
Starbucks Corp. (I) | | 949,400 | | 21,750,754 |
Wynn Macau, Ltd. (I)(L) | | 1,926,800 | | 2,412,940 |
Wynn Resorts, Ltd. | | 46,800 | | 2,975,076 |
| |
|
| | | | 69,987,103 |
Internet & Catalog Retail - 4.85% | | | | |
Amazon.com, Inc. (I) | | 594,311 | | 70,366,422 |
Expedia, Inc. (L) | | 414,100 | | 9,209,584 |
Priceline.com, Inc. (I)(L) | | 55,900 | | 12,675,884 |
| |
|
| | | | 92,251,890 |
Leisure Equipment & Products - 0.15% | | | | |
Mattel, Inc. | | 126,100 | | 2,772,939 |
Media - 3.23% | | | | |
Discovery Communications, Inc., Series A (I) | | 100,800 | | 3,139,920 |
Discovery Communications, Inc., Series C (I) | | 445,900 | | 11,834,186 |
The McGraw-Hill Companies, Inc. | | 433,100 | | 14,812,020 |
The Walt Disney Company | | 569,900 | | 17,803,676 |
Time Warner, Inc. | | 475,333 | | 13,803,670 |
| |
|
| | | | 61,393,472 |
Multiline Retail - 1.60% | | | | |
Dollar Tree, Inc. (I) | | 76,000 | | 4,236,240 |
Kohl’s Corp. (I)(L) | | 487,770 | | 26,251,781 |
| |
|
| | | | 30,488,021 |
Specialty Retail - 3.19% | | | | |
Bed Bath & Beyond, Inc. (I) | | 493,300 | | 20,526,213 |
CarMax, Inc. (I) | | 63,100 | | 1,273,989 |
Home Depot, Inc. | | 37,900 | | 1,182,480 |
Lowe’s Companies, Inc. | | 728,600 | | 17,275,106 |
O’Reilly Automotive, Inc. (I)(L) | | 218,700 | | 8,594,910 |
The Gap, Inc. | | 185,100 | | 3,979,650 |
The Sherwin-Williams Company | | 123,800 | | 7,846,444 |
| |
|
| | | | 60,678,792 |
| |
The accompanying notes are an integral part of the financial statements. | 41 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Blue Chip Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Textiles, Apparel & Luxury Goods - 0.61% | | | | |
Coach, Inc. (L) | | 112,600 | $ | 4,103,144 |
NIKE, Inc., Class B | | 112,100 | | 7,577,960 |
| |
|
| | | | 11,681,104 |
| |
|
| | | | 331,507,531 |
Consumer Staples - 2.25% | | | | |
Beverages - 0.99% | | | | |
PepsiCo, Inc. | | 300,766 | | 18,788,852 |
The Coca-Cola Company | | 1,900 | | 100,168 |
| |
|
| | | | 18,889,020 |
Food & Staples Retailing - 0.27% | | | | |
Costco Wholesale Corp. | | 17,900 | | 1,091,363 |
CVS Caremark Corp. | | 91,532 | | 3,089,205 |
Wal-Mart Stores, Inc. | | 18,636 | | 1,007,649 |
| |
|
| | | | 5,188,217 |
Food Products - 0.14% | | | | |
General Mills, Inc. | | 35,900 | | 2,585,159 |
Household Products - 0.85% | | | | |
The Procter & Gamble Company | | 255,128 | | 16,144,500 |
| |
|
| | | | 42,806,896 |
Energy - 6.23% | | | | |
Energy Equipment & Services - 3.85% | | | | |
Cameron International Corp. (I) | | 298,800 | | 12,289,644 |
FMC Technologies, Inc. (I) | | 128,900 | | 7,240,313 |
Schlumberger, Ltd. | | 597,208 | | 36,489,409 |
Smith International, Inc. | | 422,728 | | 17,327,621 |
| |
|
| | | | 73,346,987 |
Oil, Gas & Consumable Fuels - 2.38% | | | | |
EOG Resources, Inc. | | 276,500 | | 26,004,825 |
Exxon Mobil Corp. | | 1,862 | | 121,030 |
Petroleo Brasileiro SA, SADR (L) | | 63,500 | | 2,438,400 |
Southwestern Energy Company (I) | | 327,900 | | 13,952,145 |
Suncor Energy, Inc. | | 95,000 | | 2,746,450 |
| |
|
| | | | 45,262,850 |
| |
|
| | | | 118,609,837 |
Financials - 14.89% | | | | |
Commercial Banks - 2.20% | | | | |
PNC Financial Services Group, Inc. | | 55,200 | | 2,967,552 |
U.S. Bancorp | | 569,000 | | 14,003,090 |
Wells Fargo & Company | | 908,500 | | 24,838,390 |
| |
|
| | | | 41,809,032 |
Consumer Finance - 1.08% | | | | |
American Express Company | | 538,848 | | 20,578,605 |
Diversified Financial Services - 11.48% | | | | |
Ameriprise Financial, Inc. | | 258,989 | | 10,367,330 |
Bank of America Corp. | | 352,800 | | 5,877,648 |
BlackRock, Inc. (L) | | 17,570 | | 3,844,316 |
CME Group, Inc. | | 19,000 | | 5,732,110 |
Credit Suisse Group AG (I) | | 29,100 | | 1,295,575 |
Franklin Resources, Inc. | | 369,635 | | 37,599,272 |
IntercontinentalExchange, Inc. (I) | | 146,250 | | 15,691,163 |
Invesco, Ltd. | | 344,700 | | 6,756,120 |
JPMorgan Chase & Company | | 805,200 | | 33,794,244 |
Morgan Stanley | | 574,700 | | 16,195,046 |
Northern Trust Corp. (L) | | 185,511 | | 9,885,881 |
State Street Corp. | | 206,629 | | 9,279,708 |
TD Ameritrade Holding Corp. (I) | | 135,100 | | 2,362,899 |
The Bank of New York Mellon Corp. | | 35,739 | | 1,019,276 |
The Charles Schwab Corp. | | 704,214 | | 12,894,158 |
| | | | |
Blue Chip Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Diversified Financial Services (continued) | | | | |
The Goldman Sachs Group, Inc. | | 292,724 | $ | 45,767,397 |
| |
|
| | | | 218,362,143 |
Insurance - 0.13% | | | | |
Prudential Financial, Inc. | | 47,500 | | 2,489,475 |
| |
|
| | | | 283,239,255 |
Health Care - 14.28% | | | | |
Biotechnology - 3.46% | | | | |
Amgen, Inc. (I) | | 7,400 | | 418,914 |
Celgene Corp. (I) | | 461,700 | | 27,480,384 |
Gilead Sciences, Inc. (I) | | 687,038 | | 32,709,879 |
Vertex Pharmaceuticals, Inc. (I) | | 128,900 | | 5,234,629 |
| |
|
| | | | 65,843,806 |
Health Care Equipment & Supplies - 2.22% | | | | |
Baxter International, Inc. | | 110,100 | | 6,267,993 |
Covidien PLC | | 18,600 | | 913,632 |
Intuitive Surgical, Inc. (I)(L) | | 44,850 | | 15,569,229 |
Medtronic, Inc. | | 29,746 | | 1,290,976 |
St. Jude Medical, Inc. (I) | | 177,764 | | 6,794,140 |
Stryker Corp. | | 214,021 | | 11,364,515 |
| |
|
| | | | 42,200,485 |
Health Care Providers & Services - 5.95% | | | | |
Cardinal Health, Inc. | | 18,700 | | 635,239 |
Express Scripts, Inc. (I) | | 442,100 | | 42,446,021 |
McKesson Corp. | | 285,100 | | 16,863,665 |
Medco Health Solutions, Inc. (I) | | 817,300 | | 51,686,052 |
WellPoint, Inc. (I) | | 23,928 | | 1,480,425 |
| |
|
| | | | 113,111,402 |
Health Care Technology - 0.36% | | | | |
Cerner Corp. (I)(L) | | 83,900 | | 6,959,505 |
Life Sciences Tools & Services - 0.05% | | | | |
Life Technologies Corp. (I) | | 18,700 | | 949,212 |
Pharmaceuticals - 2.24% | | | | |
Allergan, Inc. | | 425,700 | | 24,873,651 |
Shire PLC, ADR | | 98,600 | | 6,361,672 |
Teva Pharmaceutical Industries, Ltd., SADR | | 190,000 | | 11,401,900 |
| |
|
| | | | 42,637,223 |
| |
|
| | | | 271,701,633 |
Industrials - 8.66% | | | | |
Aerospace & Defense - 2.01% | | | | |
Goodrich Corp. | | 117,800 | | 7,731,214 |
Precision Castparts Corp. | | 157,900 | | 17,803,225 |
United Technologies Corp. | | 185,200 | | 12,713,980 |
| |
|
| | | | 38,248,419 |
Air Freight & Logistics - 0.42% | | | | |
Expeditors International of Washington, Inc. | | 218,100 | | 7,954,107 |
Electrical Equipment - 0.76% | | | | |
Emerson Electric Company | | 41,900 | | 1,983,546 |
First Solar, Inc. (I)(L) | | 6,900 | | 730,710 |
Rockwell Automation, Inc. (L) | | 216,300 | | 11,699,667 |
| |
|
| | | | 14,413,923 |
Industrial Conglomerates - 1.50% | | | | |
3M Company | | 272,800 | | 21,864,920 |
McDermott International, Inc. (I) | | 294,500 | | 6,729,325 |
| |
|
| | | | 28,594,245 |
Machinery - 3.06% | | | | |
Danaher Corp. | | 787,237 | | 58,231,921 |
| |
The accompanying notes are an integral part of the financial statements. | 42 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Blue Chip Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Road & Rail - 0.34% | | | | |
Union Pacific Corp. | | 94,800 | $ | 6,386,676 |
Trading Companies & Distributors - 0.57% | | | | |
Fastenal Company (L) | | 246,300 | | 10,928,331 |
W.W. Grainger, Inc. | | 200 | | 20,330 |
| |
|
| | | | 10,948,661 |
| |
|
| | | | 164,777,952 |
Information Technology - 31.76% | | | | |
Communications Equipment - 3.90% | | | | |
Cisco Systems, Inc. (I) | | 778,282 | | 18,935,601 |
Juniper Networks, Inc. (I) | | 1,070,379 | | 29,949,204 |
QUALCOMM, Inc. | | 690,223 | | 25,324,282 |
| |
|
| | | | 74,209,087 |
Computers & Peripherals - 8.04% | | | | |
Apple, Inc. (I) | | 574,000 | | 117,451,880 |
EMC Corp. (I) | | 416,800 | | 7,289,832 |
Hewlett-Packard Company | | 180,400 | | 9,162,516 |
International Business Machines Corp. | | 149,700 | | 19,035,852 |
| |
|
| | | | 152,940,080 |
Internet Software & Services - 6.72% | | | | |
Akamai Technologies, Inc. (I)(L) | | 92,800 | | 2,440,640 |
Baidu, Inc., SADR (I)(L) | | 15,600 | | 8,091,408 |
eBay, Inc. (I) | | 75,962 | | 1,748,645 |
Google, Inc., Class A (I)(L) | | 175,384 | | 92,392,291 |
Tencent Holdings, Ltd. (I) | | 1,186,100 | | 23,192,548 |
| |
|
| | | | 127,865,532 |
IT Services - 4.61% | | | | |
Accenture PLC, Class A | | 246,800 | | 9,864,596 |
Automatic Data Processing, Inc. | | 118,767 | | 4,941,895 |
Fiserv, Inc. (I) | | 225,900 | | 10,895,157 |
MasterCard, Inc. | | 117,460 | | 26,354,500 |
The Western Union Company | | 303,300 | | 4,786,074 |
Visa, Inc., Class A (L) | | 361,400 | | 30,820,192 |
| |
|
| | | | 87,662,414 |
Semiconductors & Semiconductor Equipment - 4.63% | | |
Altera Corp. | | 437,900 | | 10,697,897 |
Broadcom Corp., Class A | | 509,500 | | 15,957,540 |
Intel Corp. | | 419,600 | | 8,614,388 |
Marvell Technology Group, Ltd. (I) | | 1,454,190 | | 28,094,951 |
NVIDIA Corp. (I) | | 189,600 | | 3,071,520 |
Xilinx, Inc. | | 838,975 | | 21,670,724 |
| |
|
| | | | 88,107,020 |
Software - 3.86% | | | | |
Adobe Systems, Inc. (I) | | 69,225 | | 2,398,646 |
Autodesk, Inc. (I) | | 170,500 | | 4,753,540 |
Intuit, Inc. (I) | | 110,000 | | 3,559,600 |
McAfee, Inc. (I) | | 408,100 | | 16,197,489 |
Microsoft Corp. | | 1,576,566 | | 45,184,382 |
Salesforce.com, Inc. (I) | | 18,600 | | 1,263,870 |
| |
|
| | | | 73,357,527 |
| |
|
| | | | 604,141,660 |
Materials - 2.02% | | | | |
Chemicals - 1.88% | | | | |
Ecolab, Inc. | | 7,100 | | 299,194 |
Monsanto Company | | 179,604 | | 12,689,023 |
Praxair, Inc. | | 302,600 | | 22,737,364 |
| |
|
| | | | 35,725,581 |
| | | | |
Blue Chip Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Metals & Mining - 0.14% | | | | |
Freeport-McMoRan Copper & Gold, Inc. | | 36,400 | $ | 2,735,824 |
| |
|
| | | | 38,461,405 |
Telecommunication Services - 1.81% | | | | |
Wireless Telecommunication Services - 1.81% | | | |
American Tower Corp., Class A (I) | | 805,262 | | 34,352,480 |
|
TOTAL COMMON STOCKS (Cost $1,497,812,525) | | $ | 1,889,598,649 |
|
SHORT-TERM INVESTMENTS - 10.42% | | | |
Short-Term Securities* - 0.68% | | | | |
State Street Institutional US Government | | | | |
Money Market Fund, 0.03489% | $ | 953,649 | | 953,649 |
T. Rowe Price Reserve Investment | | | | |
Fund, 0.2018% | | 11,906,428 | | 11,906,428 |
| |
|
| | | | 12,860,077 |
Securities Lending Collateral - 9.74% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 18,521,507 | | 185,402,134 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $198,248,582) | $ | 198,262,211 |
|
Total Investments (Blue Chip Growth Fund) | | | |
(Cost $1,696,061,107) - 109.75% | | $ | | 2,087,860,860 |
Other assets and liabilities, net - (9.75%) | | | (185,525,349) |
| | |
|
TOTAL NET ASSETS - 100.00% | | $ | | 1,902,335,511 |
| | | |
|
|
Capital Appreciation Fund | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS - 96.61% | | | | |
Consumer Discretionary - 15.54% | | | | |
Auto Components - 0.94% | | | | |
Johnson Controls, Inc. | | 418,600 | $ | 13,018,460 |
Hotels, Restaurants & Leisure - 1.49% | | | | |
Marriott International, Inc., Class A (L) | | 565,513 | | 15,331,057 |
Starbucks Corp. (I) | | 230,700 | | 5,285,337 |
| |
|
| | | | 20,616,394 |
Internet & Catalog Retail - 3.48% | | | | |
Amazon.com, Inc. (I) | | 407,900 | | 48,295,360 |
Media - 2.16% | | | | |
The Walt Disney Company | | 958,560 | | 29,945,414 |
Multiline Retail - 1.96% | | | | |
Dollar General Corp. (I) | | 229,560 | | 5,484,188 |
Target Corp. | | 420,400 | | 21,659,008 |
| |
|
| | | | 27,143,196 |
Specialty Retail - 2.47% | | | | |
Home Depot, Inc. | | 392,100 | | 12,233,520 |
Staples, Inc. | | 441,500 | | 11,373,040 |
Tiffany & Company (L) | | 238,711 | | 10,596,381 |
| |
|
| | | | 34,202,941 |
Textiles, Apparel & Luxury Goods - 3.04% | | | |
Coach, Inc. | | 301,890 | | 11,000,872 |
NIKE, Inc., Class B (L) | | 459,442 | | 31,058,279 |
| |
|
| | | | 42,059,151 |
| |
|
| | | | 215,280,916 |
| |
The accompanying notes are an integral part of the financial statements. | 43 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Capital Appreciation Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Consumer Staples - 4.87% | | | | |
Food & Staples Retailing - 1.80% | | | | |
Costco Wholesale Corp. | | 338,700 | $ | 20,650,539 |
Whole Foods Market, Inc. (I) | | 122,500 | | 4,347,525 |
| |
|
| | | | 24,998,064 |
Food Products - 1.50% | | | | |
Unilever PLC (I) | | 706,600 | | 20,735,136 |
Household Products - 1.36% | | | | |
Colgate-Palmolive Company | | 226,800 | | 18,810,792 |
Personal Products - 0.21% | | | | |
Mead Johnson Nutrition Company | | 62,100 | | 2,937,330 |
| |
|
| | | | 67,481,322 |
Energy - 7.39% | | | | |
Energy Equipment & Services - 2.99% | | | | |
Schlumberger, Ltd. | | 678,594 | | 41,462,093 |
Oil, Gas & Consumable Fuels - 4.40% | | | | |
Apache Corp. | | 132,800 | | 13,763,392 |
Occidental Petroleum Corp. | | 435,700 | | 34,790,645 |
Southwestern Energy Company (I) | | 292,400 | | 12,441,620 |
| |
|
| | | | 60,995,657 |
| |
|
| | | | 102,457,750 |
Financials - 6.92% | | | | |
Diversified Financial Services - 6.92% | | | | |
Bank of America Corp. | | 889,200 | | 14,814,072 |
JPMorgan Chase & Company | | 324,800 | | 13,631,856 |
Morgan Stanley | | 498,100 | | 14,036,458 |
The Charles Schwab Corp. | | 1,111,831 | | 20,357,626 |
The Goldman Sachs Group, Inc. | | 211,510 | | 33,069,589 |
| |
|
| | | | 95,909,601 |
| |
|
| | | | 95,909,601 |
Health Care - 19.11% | | | | |
Biotechnology - 4.61% | | | | |
Celgene Corp. (I) | | 382,500 | | 22,766,400 |
Gilead Sciences, Inc. (I) | | 669,972 | | 31,897,367 |
Vertex Pharmaceuticals, Inc. (I) | | 227,500 | | 9,238,775 |
| |
|
| | | | 63,902,542 |
Health Care Equipment & Supplies - 3.72% | | | | |
Alcon, Inc. | | 138,969 | | 22,196,129 |
Baxter International, Inc. | | 514,500 | | 29,290,485 |
| |
|
| | | | 51,486,614 |
Health Care Providers & Services - 3.52% | | | | |
Express Scripts, Inc. (I) | | 124,600 | | 11,962,846 |
Medco Health Solutions, Inc. (I) | | 581,400 | | 36,767,736 |
| |
|
| | | | 48,730,582 |
Life Sciences Tools & Services - 0.57% | | | | |
Illumina, Inc. (I)(L) | | 218,000 | | 7,917,760 |
Pharmaceuticals - 6.69% | | | | |
Abbott Laboratories | | 309,400 | | 16,794,232 |
Mylan, Inc. (I)(L) | | 526,100 | | 11,226,974 |
Novartis AG (L) | | 127,000 | | 7,025,640 |
Roche Holding AG (L) | | 322,800 | | 13,463,988 |
Shire PLC, ADR (L) | | 259,870 | | 16,766,812 |
Teva Pharmaceutical Industries, Ltd., SADR | | 458,300 | | 27,502,583 |
| |
|
| | | | 92,780,229 |
| |
|
| | | | 264,817,727 |
| | | | |
Capital Appreciation Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Industrials - 5.11% | | | | |
Aerospace & Defense - 3.06% | | | | |
Boeing Company | | 133,900 | $ | 8,457,124 |
Precision Castparts Corp. | | 168,460 | | 18,993,865 |
United Technologies Corp. | | 217,230 | | 14,912,840 |
| |
|
| | | | 42,363,829 |
Machinery - 0.88% | | | | |
Cummins, Inc. | | 215,480 | | 12,234,954 |
Road & Rail - 1.17% | | | | |
Union Pacific Corp. | | 241,400 | | 16,263,118 |
| |
|
| | | | 70,861,901 |
Information Technology - 36.27% | | | | |
Communications Equipment - 6.26% | | | | |
Cisco Systems, Inc. (I) | | 1,236,530 | | 30,084,775 |
Juniper Networks, Inc. (I) | | 795,900 | | 22,269,282 |
QUALCOMM, Inc. | | 937,300 | | 34,389,537 |
| |
|
| | | | 86,743,594 |
Computers & Peripherals - 9.16% | | | | |
Apple, Inc. (I) | | 313,476 | | 64,143,459 |
Hewlett-Packard Company | | 755,000 | | 38,346,450 |
NetApp, Inc. (I) | | 813,500 | | 24,413,135 |
| |
|
| | | | 126,903,044 |
Electronic Equipment, Instruments & Components - 0.40% | | |
Agilent Technologies, Inc. (I) | | 177,845 | | 5,595,004 |
Internet Software & Services - 5.49% | | | | |
Baidu, Inc., SADR (I)(L) | | 22,745 | | 11,797,377 |
Google, Inc., Class A (I) | | 103,030 | | 54,276,204 |
Tencent Holdings, Ltd. (I) | | 509,400 | | 9,960,614 |
| |
|
| | | | 76,034,195 |
IT Services - 5.54% | | | | |
Infosys Technologies, Ltd., ADR | | 40,200 | | 2,287,380 |
MasterCard, Inc. (L) | | 164,100 | | 36,819,117 |
Visa, Inc., Class A (L) | | 440,700 | | 37,582,896 |
| |
|
| | | | 76,689,393 |
Semiconductors & Semiconductor Equipment - 1.65% | | |
Cree, Inc. (I) | | 127,800 | | 8,668,674 |
Intel Corp. | | 692,300 | | 14,212,919 |
| |
|
| | | | 22,881,593 |
Software - 7.77% | | | | |
Adobe Systems, Inc. (I) | | 942,215 | | 32,647,750 |
Microsoft Corp. | | 1,791,741 | | 51,351,297 |
Salesforce.com, Inc. (I) | | 261,640 | | 17,778,438 |
VMware, Inc., Class A (I)(L) | | 120,000 | | 5,941,200 |
| |
|
| | | | 107,718,685 |
| |
|
| | | | 502,565,508 |
Materials - 1.40% | | | | |
Chemicals - 1.40% | | | | |
Monsanto Company | | 90,800 | | 6,415,020 |
Praxair, Inc. | | 172,900 | | 12,991,705 |
| |
|
| | | | 19,406,725 |
| |
|
| | | | 19,406,725 |
|
TOTAL COMMON STOCKS (Cost $1,080,847,467) | | $ | 1,338,781,450 |
|
|
SHORT-TERM INVESTMENTS - 15.71% | | | |
Short-Term Securities* - 3.64% | | | | |
State Street Institutional Investment Treasury | | | |
Money Market Fund, 0.000% | $ | 50,540,883 | | 50,540,883 |
| |
The accompanying notes are an integral part of the financial statements. | 44 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Capital Appreciation Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
SHORT-TERM INVESTMENTS (continued) | | | |
Short-Term Securities* (continued) | | | | |
Securities Lending Collateral - 12.07% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | $ | 16,705,883 | $ | 167,227,555 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $217,742,070) | $ | 217,768,438 |
|
Total Investments (Capital Appreciation Fund) | | | |
(Cost $1,298,589,537) - 112.32% | | | $ | 1,556,549,888 |
Other assets and liabilities, net - (12.32%) | | | (170,754,270) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 1,385,795,618 |
| | | |
|
|
|
Core Bond Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 57.71% | | | | |
Federal Home Loan Mortgage Corp. - 5.54% | | | |
5.000%, TBA (B) | $ | 500,000 | $ | 519,727 |
5.500%, 01/01/2018 to 12/01/2037 | | 15,689,553 | | 16,760,739 |
5.607%, 07/01/2038 (P) | | 1,225,187 | | 1,291,807 |
5.653%, 10/01/2038 (P) | | 301,469 | | 316,456 |
5.682%, 03/01/2036 (P) | | 36,009 | | 37,967 |
5.710%, 03/01/2036 (P) | | 208,116 | | 219,432 |
5.723%, 02/01/2037 (P) | | 430,255 | | 453,651 |
5.809%, 11/01/2038 (P) | | 9,113 | | 9,609 |
5.830%, 11/01/2036 (P) | | 652,940 | | 688,444 |
5.861%, 09/01/2038 (P) | | 27,367 | | 28,855 |
5.915%, 03/01/2037 (P) | | 455,149 | | 479,898 |
5.953%, 01/01/2037 (P) | | 52,987 | | 55,868 |
5.954%, 11/01/2037 (P) | | 107,738 | | 113,353 |
5.957%, 03/01/2038 (P) | | 2,180,282 | | 2,298,835 |
6.000%, 10/01/2019 to 03/01/2034 | | 534,937 | | 580,237 |
6.124%, 04/01/2037 (P) | | 632,721 | | 667,125 |
6.141%, 06/01/2037 (P) | | 164,157 | | 173,083 |
6.161%, 08/01/2037 (P) | | 408,359 | | 430,322 |
6.500%, 07/01/2034 | | 540,364 | | 590,544 |
| |
|
| | | | 25,715,952 |
Federal National Mortgage Association - 30.59% | | | |
4.500%, TBA (B) | | 16,200,000 | | 16,382,296 |
4.500%, 02/01/2040 | | 10,048,381 | | 10,187,724 |
5.000%, TBA (B) | | 25,600,000 | | 26,537,374 |
5.471%, 09/01/2037 (P) | | 317,703 | | 334,978 |
5.498%, 05/01/2038 (P) | | 3,096,280 | | 3,264,640 |
5.500%, 01/01/2019 to 09/01/2036 (C) | | 54,546,348 | | 58,369,398 |
5.571%, 05/01/2037 (P) | | 428,430 | | 451,726 |
5.610%, 01/01/2037 (P) | | 660,548 | | 696,465 |
5.645%, 09/01/2037 (P) | | 364,730 | | 384,117 |
5.661%, 05/01/2037 (P) | | 232,306 | | 244,938 |
5.669%, 02/01/2039 (P) | | 786,592 | | 827,169 |
5.712%, 05/01/2037 (P) | | 314,988 | | 332,116 |
5.801%, 08/01/2037 (P) | | 733,191 | | 773,058 |
5.814%, 03/01/2037 (P) | | 569,875 | | 600,862 |
5.821%, 11/01/2037 (P) | | 449,486 | | 473,927 |
5.869%, 03/01/2037 (P) | | 648,015 | | 683,250 |
5.871%, 04/01/2037 to 12/01/2037 (P) | | 1,959,321 | | 2,065,859 |
5.888%, 03/01/2037 (P) | | 241,406 | | 254,532 |
5.891%, 02/01/2037 (P) | | 212,007 | | 223,535 |
5.907%, 10/01/2037 (P) | | 400,679 | | 422,466 |
5.912%, 04/01/2037 to 09/01/2037 (P) | | 695,978 | | 733,822 |
5.919%, 01/01/2037 (P) | | 299,127 | | 315,392 |
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
Federal National Mortgage Association (continued) | | |
5.926%, 03/01/2037 (P) | $ | 284,110 | $ | 299,558 |
5.943%, 07/01/2037 (P) | | 521,994 | | 550,378 |
5.945%, 07/01/2037 (P) | | 529,886 | | 558,698 |
5.948%, 05/01/2037 (P) | | 238,460 | | 251,426 |
5.966%, 07/01/2037 (P) | | 278,282 | | 293,414 |
5.969%, 04/01/2037 (P) | | 254,050 | | 267,864 |
5.970%, 07/01/2037 (P) | | 578,517 | | 609,974 |
6.000%, 10/01/2019 to 04/01/2036 | | 8,990,025 | | 9,719,939 |
6.009%, 01/01/2037 (P) | | 241,432 | | 254,560 |
6.013%, 10/01/2037 (P) | | 312,754 | | 329,760 |
6.014%, 10/01/2037 (P) | | 165,487 | | 174,486 |
6.025%, 11/01/2037 (P) | | 254,850 | | 268,707 |
6.067%, 09/01/2037 (P) | | 156,226 | | 164,721 |
6.106%, 12/01/2036 (P) | | 184,256 | | 194,275 |
6.252%, 09/01/2037 (P) | | 456,270 | | 481,080 |
6.273%, 09/01/2037 (P) | | 140,478 | | 150,016 |
6.280%, 10/01/2036 (P) | | 275,727 | | 290,720 |
7.000%, 06/01/2035 to 01/01/2039 | | 2,370,606 | | 2,560,758 |
| |
|
| | | | 141,979,978 |
Government National Mortgage Association - 3.63% | | |
4.500%, TBA (B) | | 15,500,000 | | 15,701,327 |
6.500%, 12/15/2032 | | 1,057,292 | | 1,162,595 |
| |
|
| | | | 16,863,922 |
U.S. Treasury Bonds - 2.71% | | | | |
3.500%, 02/15/2039 | | 2,615,000 | | 2,181,891 |
4.250%, 05/15/2039 | | 1,921,000 | | 1,834,555 |
4.375%, 11/15/2039 | | 2,756,000 | | 2,686,240 |
5.375%, 02/15/2031 | | 5,186,000 | | 5,865,853 |
| |
|
| | | | 12,568,539 |
U.S. Treasury Notes - 15.24% | | | | |
0.750%, 11/30/2011 | | 10,000 | | 10,014 |
0.875%, 04/30/2011 to 01/31/2012 | | 10,969,000 | | 11,029,811 |
1.000%, 07/31/2011 to 12/31/2011 | | 1,298,000 | | 1,306,233 |
1.125%, 12/15/2012 | | 924,000 | | 921,329 |
1.375%, 10/15/2012 to 02/15/2013 | | 12,418,000 | | 12,444,326 |
2.125%, 11/30/2014 | | 2,392,000 | | 2,388,264 |
2.250%, 01/31/2015 | | 9,517,000 | | 9,519,969 |
2.375%, 02/28/2015 | | 4,953,000 | | 4,974,298 |
2.625%, 12/31/2014 | | 1,613,000 | | 1,644,126 |
2.750%, 11/30/2016 | | 515,000 | | 507,959 |
3.125%, 05/15/2019 | | 16,198,000 | | 15,688,016 |
3.375%, 11/15/2019 | | 1,111,000 | | 1,091,644 |
3.625%, 08/15/2019 to 02/15/2020 | | 9,179,000 | | 9,215,303 |
| |
|
| | | | 70,741,292 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | |
OBLIGATIONS (Cost $265,383,201) | | | $ | 267,869,683 |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 2.01% | | | | |
Brazil - 0.05% | | | | |
Brazilian Government International Bond | | | | |
5.625%, 01/07/2041 | | 270,000 | | 251,775 |
Canada - 0.34% | | | | |
Province of Ontario | | | | |
4.100%, 06/16/2014 | | 1,500,000 | | 1,594,352 |
Hungary - 0.22% | | | | |
Republic of Hungary | | | | |
6.250%, 01/29/2020 | | 995,000 | | 1,017,555 |
| |
The accompanying notes are an integral part of the financial statements. | 45 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
Korea - 0.26% | | | | |
Republic of Korea | | | | |
7.125%, 04/16/2019 | $ | 1,010,000 | $ | 1,182,285 |
Qatar - 0.30% | | | | |
Government of Qatar | | | | |
4.000%, 01/20/2015 (S) | | 335,000 | | 338,350 |
5.250%, 01/20/2020 (S) | | 535,000 | | 543,025 |
6.400%, 01/20/2040 (S) | | 515,000 | | 518,863 |
| | | |
| | | | 1,400,238 |
South Korea - 0.22% | | | | |
Korea Development Bank | | | | |
4.375%, 08/10/2015 | | 1,010,000 | | 1,023,732 |
Sweden - 0.41% | | | | |
Svensk Exportkredit AB | | | | |
3.250%, 09/16/2014 | | 1,876,000 | | 1,920,324 |
Venezuela - 0.21% | | | | |
Banco Nacional De Desenvolvimento | | | | |
Economico e Social | | | | |
5.500%, 07/12/2020 (S) | | 970,000 | | 953,025 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $9,098,076) | | | $ | 9,343,286 |
|
|
CORPORATE BONDS - 22.50% | | | | |
Banks - 2.42% | | | | |
Achmea Hypotheekbank NV | | | | |
3.200%, 11/03/2014 (S) | | 2,000,000 | | 2,039,732 |
Barclays Bank PLC | | | | |
5.000%, 09/22/2016 | | 925,000 | | 944,368 |
5.125%, 01/08/2020 | | 600,000 | | 589,132 |
Commonwealth Bank of Australia | | | | |
3.750%, 10/15/2014 (S) | | 810,000 | | 820,507 |
5.000%, 10/15/2019 (S) | | 810,000 | | 813,456 |
NIBC Bank NV | | | | |
2.800%, 12/02/2014 (S) | | 1,375,000 | | 1,374,967 |
Nordea Bank AB | | | | |
2.500%, 11/13/2012 (S) | | 790,000 | | 796,857 |
3.700%, 11/13/2014 (S) | | 920,000 | | 929,735 |
US Bank NA, MTN | | | | |
5.920%, 05/25/2012 | | 903,973 | | 941,334 |
Westpac Banking Corp. | | | | |
2.250%, 11/19/2012 | | 1,370,000 | | 1,376,954 |
4.875%, 11/19/2019 | | 595,000 | | 587,355 |
| | | |
| | | | 11,214,397 |
Beverages - 0.81% | | | | |
Anheuser-Busch InBev Worldwide, Inc. | | | | |
4.125%, 01/15/2015 (S) | | 1,480,000 | | 1,524,812 |
7.750%, 01/15/2019 (S) | | 1,015,000 | | 1,221,747 |
PepsiCo, Inc. | | | | |
5.500%, 01/15/2040 | | 990,000 | | 1,004,699 |
| | | |
| | | | 3,751,258 |
Biotechnology - 0.41% | | | | |
Amgen, Inc. | | | | |
6.400%, 02/01/2039 | | 585,000 | | 648,901 |
Life Technologies Corp. | | | | |
4.400%, 03/01/2015 | | 450,000 | | 455,563 |
6.000%, 03/01/2020 | | 795,000 | | 819,656 |
| | | |
| | | | 1,924,120 |
Chemicals - 0.69% | | | | |
The Dow Chemical Company | | | | |
4.850%, 08/15/2012 | | 955,000 | | 1,016,552 |
5.900%, 02/15/2015 | | 500,000 | | 541,335 |
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Chemicals (continued) | | | | |
The Dow Chemical Company (continued) | | | | |
8.550%, 05/15/2019 | $ | 1,380,000 | $ | 1,668,300 |
| | | |
| | | | 3,226,187 |
Commercial Services - 0.44% | | | | |
Hutchison Whampoa International, Ltd. | | | | |
4.625%, 09/11/2015 (S) | | 2,005,000 | | 2,062,219 |
Computers - 0.17% | | | | |
Hewlett-Packard Company | | | | |
4.750%, 06/02/2014 | | 709,000 | | 768,706 |
Diversified Financial Services - 4.83% | | | | |
American Express Company | | | | |
7.250%, 05/20/2014 | | 685,000 | | 780,916 |
Bank of America Corp. | | | | |
5.750%, 12/01/2017 | | 260,000 | | 263,290 |
6.000%, 09/01/2017 | | 590,000 | | 607,714 |
7.375%, 05/15/2014 | | 870,000 | | 978,280 |
7.625%, 06/01/2019 | | 505,000 | | 571,081 |
Bear Stearns Companies, Inc. | | | | |
6.950%, 08/10/2012 | | 460,000 | | 512,319 |
BP Capital Markets PLC | | | | |
3.875%, 03/10/2015 | | 965,000 | | 1,008,505 |
Capital One Bank USA NA | | | | |
8.800%, 07/15/2019 | | 795,000 | | 955,336 |
Citigroup Funding, Inc. | | | | |
1.875%, 10/22/2012 | | 1,735,000 | | 1,750,795 |
Citigroup, Inc. | | | | |
6.125%, 05/15/2018 | | 745,000 | | 747,507 |
6.375%, 08/12/2014 | | 875,000 | | 928,636 |
Credit Suisse AG | | | | |
5.400%, 01/14/2020 | | 915,000 | | 918,988 |
Credit Suisse New York | | | | |
5.300%, 08/13/2019 | | 635,000 | | 650,519 |
6.000%, 02/15/2018 | | 770,000 | | 808,906 |
HSBC Holdings PLC | | | | |
6.800%, 06/01/2038 | | 545,000 | | 581,433 |
JPMorgan Chase Bank NA | | | | |
6.000%, 10/01/2017 | | 1,035,000 | | 1,112,573 |
JPMorgan Chase Capital XXV | | | | |
6.800%, 10/01/2037 | | 870,000 | | 850,880 |
Lazard Group LLC | | | | |
6.850%, 06/15/2017 | | 1,255,000 | | 1,274,662 |
7.125%, 05/15/2015 | | 1,275,000 | | 1,356,538 |
Morgan Stanley | | | | |
4.100%, 01/26/2015 | | 991,000 | | 989,348 |
5.500%, 01/26/2020 | | 1,250,000 | | 1,224,534 |
5.950%, 12/28/2017 | | 475,000 | | 489,588 |
7.250%, 04/01/2032 | | 400,000 | | 448,558 |
Private Export Funding Corp. | | | | |
3.050%, 10/15/2014 | | 355,000 | | 358,041 |
The Goldman Sachs Capital II | | | | |
5.793%, 12/29/2049 (P) | | 1,330,000 | | 1,060,675 |
The Goldman Sachs Group, Inc. | | | | |
6.750%, 10/01/2037 | | 803,000 | | 778,561 |
7.500%, 02/15/2019 | | 375,000 | | 429,186 |
| | | |
| | | | 22,437,369 |
Electric - 2.08% | | | | |
Dominion Resources, Inc. | | | | |
8.875%, 01/15/2019 | | 1,790,000 | | 2,282,760 |
DPL, Inc. | | | | |
6.875%, 09/01/2011 | | 1,060,000 | | 1,141,162 |
Duke Energy Corp. | | | | |
6.300%, 02/01/2014 | | 785,000 | | 876,124 |
| |
The accompanying notes are an integral part of the financial statements. | 46 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
EDF SA | | | | |
5.600%, 01/27/2040 (S) | $ | 580,000 | $ | 567,611 |
Enel Finance International SA | | | | |
6.000%, 10/07/2039 (S) | | 650,000 | | 629,862 |
Exelon Generation Company LLC | | | | |
5.200%, 10/01/2019 | | 240,000 | | 244,284 |
6.250%, 10/01/2039 | | 250,000 | | 255,786 |
FirstEnergy Solutions Corp. | | | | |
4.800%, 02/15/2015 | | 290,000 | | 302,396 |
Firstenergy Solutions Corp. | | | | |
6.050%, 08/15/2021 | | 885,000 | | 912,031 |
6.800%, 08/15/2039 | | 375,000 | | 383,188 |
Nevada Power Company | | | | |
8.250%, 06/01/2011 | | 1,425,000 | | 1,541,873 |
Progress Energy, Inc. | | | | |
6.850%, 04/15/2012 | | 475,000 | | 522,852 |
| | | |
| | | | 9,659,929 |
Food - 0.21% | | | | |
Kraft Foods, Inc. | | | | |
6.500%, 02/09/2040 | | 925,000 | | 968,998 |
Healthcare Products - 0.12% | | | | |
CareFusion Corp. | | | | |
4.125%, 08/01/2012 | | 520,000 | | 540,157 |
Healthcare Services - 0.41% | | | | |
Coventry Health Care, Inc. | | | | |
5.950%, 03/15/2017 | | 880,000 | | 833,765 |
UnitedHealth Group, Inc. | | | | |
6.875%, 02/15/2038 | | 955,000 | | 1,049,553 |
| | | |
| | | | 1,883,318 |
Insurance - 0.11% | | | | |
Liberty Mutual Group, Inc. | | | | |
7.500%, 08/15/2036 (S) | | 548,000 | | 522,048 |
Media - 0.98% | | | | |
British Sky Broadcasting Group PLC | | | | |
9.500%, 11/15/2018 (S) | | 620,000 | | 804,942 |
Comcast Cable Communications | | | | |
Holdings, Inc. | | | | |
8.375%, 03/15/2013 | | 934,000 | | 1,084,372 |
Comcast Corp. | | | | |
5.150%, 03/01/2020 | | 800,000 | | 807,278 |
6.400%, 03/01/2040 | | 550,000 | | 559,611 |
Grupo Televisa SA | | | | |
6.625%, 01/15/2040 (S) | | 800,000 | | 786,232 |
Thomson Reuters Corp. | | | | |
5.950%, 07/15/2013 | | 460,000 | | 512,481 |
| | | |
| | | | 4,554,916 |
Mining - 0.54% | | | | |
Rio Tinto Finance USA, Ltd. | | | | |
5.875%, 07/15/2013 | | 760,000 | | 835,816 |
9.000%, 05/01/2019 | | 670,000 | | 868,252 |
Vale Overseas, Ltd. | | | | |
6.875%, 11/10/2039 | | 810,000 | | 825,003 |
| | | |
| | | | 2,529,071 |
Oil & Gas - 2.16% | | | | |
Anadarko Petroleum Corp. | | | | |
6.450%, 09/15/2036 | | 335,000 | | 351,216 |
8.700%, 03/15/2019 | | 826,000 | | 1,038,398 |
Cenovus Energy, Inc. | | | | |
5.700%, 10/15/2019 (S) | | 465,000 | | 490,564 |
Husky Energy, Inc. | | | | |
5.900%, 06/15/2014 | | 455,000 | | 498,951 |
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Oil & Gas (continued) | | | | |
Husky Energy, Inc. (continued) | | | | |
7.250%, 12/15/2019 | $ | 780,000 | $ | 909,601 |
Petrobras International Finance Company | | | | |
6.875%, 01/20/2040 | | 510,000 | | 519,481 |
7.875%, 03/15/2019 | | 940,000 | | 1,082,552 |
Ras Laffan Liquefied Natural Gas | | | | |
Company, Ltd. III | | | | |
4.500%, 09/30/2012 (S) | | 595,000 | | 620,085 |
5.500%, 09/30/2014 (S) | | 945,000 | | 996,975 |
Shell International Finance BV | | | | |
4.000%, 03/21/2014 | | 645,000 | | 682,217 |
Suncor Energy, Inc. | | | | |
6.500%, 06/15/2038 | | 645,000 | | 684,009 |
Total Capital SA | | | | |
3.125%, 10/02/2015 | | 1,070,000 | | 1,071,180 |
Valero Energy Corp. | | | | |
9.375%, 03/15/2019 | | 605,000 | | 726,886 |
XTO Energy, Inc. | | | | |
6.750%, 08/01/2037 | | 300,000 | | 353,709 |
| | | |
| | | | 10,025,824 |
Pharmaceuticals - 0.26% | | | | |
Pfizer, Inc. | | | | |
5.350%, 03/15/2015 | | 1,065,000 | | 1,183,869 |
Pipelines - 1.02% | | | | |
Energy Transfer Partners LP | | | | |
8.500%, 04/15/2014 | | 470,000 | | 550,096 |
9.000%, 04/15/2019 | | 855,000 | | 1,051,993 |
Kinder Morgan, Inc. | | | | |
6.500%, 09/01/2012 | | 1,950,000 | | 2,042,625 |
Williams Partners LP | | | | |
3.800%, 02/15/2015 (S) | | 405,000 | | 409,131 |
6.300%, 04/15/2040 (S) | | 660,000 | | 659,942 |
| | | |
| | | | 4,713,787 |
Real Estate - 1.20% | | | | |
Digital Realty Trust LP | | | | |
5.875%, 02/01/2020 (S) | | 495,000 | | 489,444 |
HCP, Inc. | | | | |
5.650%, 12/15/2013 | | 915,000 | | 942,811 |
6.000%, 01/30/2017 | | 185,000 | | 179,419 |
6.300%, 09/15/2016 | | 280,000 | | 281,072 |
6.700%, 01/30/2018 | | 315,000 | | 316,220 |
Mack-Cali Realty Corp. | | | | |
7.750%, 08/15/2019 | | 295,000 | | 325,984 |
WEA Finance LLC | | | | |
5.400%, 10/01/2012 (S) | | 716,000 | | 764,438 |
6.750%, 09/02/2019 (S) | | 375,000 | | 402,065 |
7.125%, 04/15/2018 (S) | | 1,130,000 | | 1,240,070 |
7.500%, 06/02/2014 (S) | | 555,000 | | 626,829 |
| | | |
| | | | 5,568,352 |
Republic of Venezuela - 0.40% | | | | |
Societe Financement de l’Economie Francaise | | | |
2.875%, 09/22/2014 (S) | | 1,825,000 | | 1,853,238 |
Software - 0.26% | | | | |
Adobe Systems, Inc. | | | | |
3.250%, 02/01/2015 | | 545,000 | | 549,431 |
4.750%, 02/01/2020 | | 665,000 | | 660,821 |
| | | |
| | | | 1,210,252 |
Telecommunications - 2.54% | | | | |
America Movil SAB de CV | | | | |
5.000%, 10/16/2019 (S) | | 1,273,000 | | 1,258,298 |
| |
The accompanying notes are an integral part of the financial statements. | 47 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Telecommunications (continued) | | | | |
British Telecommunications PLC | | | | |
9.625%, 12/15/2030 | $ | 295,000 | $ | 374,419 |
Cisco Systems, Inc. | | | | |
4.450%, 01/15/2020 | | 1,205,000 | | 1,203,989 |
5.500%, 01/15/2040 | | 1,095,000 | | 1,062,140 |
France Telecom SA | | | | |
7.750%, 03/01/2011 | | 530,000 | | 565,498 |
Qwest Corp. | | | | |
7.500%, 10/01/2014 | | 1,050,000 | | 1,118,250 |
Rogers Cable, Inc. | | | | |
5.500%, 03/15/2014 | | 190,000 | | 206,238 |
Rogers Wireless, Inc. | | | | |
6.375%, 03/01/2014 | | 1,450,000 | | 1,625,211 |
Telefonica Emisiones SAU | | | | |
5.984%, 06/20/2011 | | 640,000 | | 675,725 |
Verizon Wireless Capital LLC | | | | |
3.750%, 05/20/2011 | | 1,250,000 | | 1,291,111 |
7.375%, 11/15/2013 | | 1,535,000 | | 1,781,813 |
8.500%, 11/15/2018 | | 505,000 | | 636,024 |
| | | |
| | | | 11,798,716 |
Tobacco - 0.44% | | | | |
Altria Group, Inc. | | | | |
9.700%, 11/10/2018 | | 1,310,000 | | 1,647,410 |
10.200%, 02/06/2039 | | 280,000 | | 378,944 |
| | | |
| | | | 2,026,354 |
|
TOTAL CORPORATE BONDS (Cost $99,994,904) | | $ | 104,423,085 |
|
|
MUNICIPAL BONDS - 0.51% | | | | |
California - 0.29% | | | | |
Los Angeles Unified School District | | | | |
6.758%, 07/01/2034 | | 625,000 | | 652,169 |
State of California | | | | |
7.300%, 10/01/2039 | | 725,000 | | 692,984 |
| | | |
| | | | 1,345,153 |
Nevada - 0.14% | | | | |
County of Clark | | | | |
6.820%, 07/01/2045 | | 630,000 | | 646,178 |
Texas - 0.08% | | | | |
North Texas Tollway Authority | | | | |
6.718%, 01/01/2049 | | 335,000 | | 361,609 |
|
TOTAL MUNICIPAL BONDS (Cost $2,334,768) | | $ | 2,352,940 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 21.82% | | | | |
Asset Securitization Corp., | | | | |
Series 1996-D3, Class A2 | | | | |
7.776%, 10/13/2026 (P) | | 579,000 | | 613,713 |
Banc of America Commercial Mortgage, Inc. | | | |
Series 2005-4, Class A5A, | | | | |
4.933%, 07/10/2045 | | 274,000 | | 273,268 |
Series 2005-6, Class A4, | | | | |
5.178%, 09/10/2047 (P) | | 235,000 | | 242,208 |
Series 2006-1, Class A4, | | | | |
5.372%, 09/10/2045 (P) | | 463,000 | | 470,925 |
Series 2006-5, Class A4, | | | | |
5.414%, 09/10/2047 | | 495,000 | | 487,281 |
Series 2002-PB2, Class B, | | | | |
6.309%, 06/11/2035 | | 143,000 | | 150,451 |
Series 2002-2, Class E, | | | | |
7.634%, 09/15/2032 (P) | | 208,000 | | 207,497 |
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Bear Stearns Commercial Mortgage | | | | |
Securities, Inc. | | | | |
Series 2003-T12, Class A3, | | | | |
4.240%, 08/13/2039 (P) | $ | 91,422 | $ | 92,619 |
Series 2002-PBW1, Class A2, | | | | |
4.720%, 11/11/2035 (P) | | 246,000 | | 255,495 |
Series 2005-PWR9, Class AAB, | | | | |
4.804%, 09/11/2042 | | 347,000 | | 359,521 |
Series 2002-TOP8, Class A2, | | | | |
4.830%, 08/15/2038 | | 730,000 | | 760,810 |
Series 2004-PWR4, Class A2, | | | | |
5.286%, 06/11/2041 (P) | | 408,357 | | 424,110 |
Series 2005-PW10, Class A4, | | | | |
5.405%, 12/11/2040 (P) | | 1,175,000 | | 1,207,908 |
Series 2004-PWR4, Class A3, | | | | |
5.468%, 06/11/2041 (P) | | 208,000 | | 215,544 |
Series 2001-TOP4, Class A3, | | | | |
5.610%, 11/15/2033 | | 532,000 | | 553,736 |
Series 2002-TOP6, Class A2, | | | | |
6.460%, 10/15/2036 | | 1,274,000 | | 1,356,569 |
Commercial Mortgage Asset Trust | | | | |
6.975%, 01/17/2032 (P) | | 1,240,000 | | 1,350,443 |
Commercial Mortgage Pass | | | | |
Through Certificates | | | | |
Series 2004-LB2A, Class A4, | | | | |
4.715%, 03/10/2039 | | 441,000 | | 448,935 |
Series 2004-LB3A, Class A5, | | | | |
5.314%, 07/10/2037 (P) | | 500,000 | | 513,432 |
Series 2001-J2A, Class A2, | | | | |
6.096%, 07/16/2034 (S) | | 945,000 | | 987,715 |
Credit Suisse First Boston Mortgage Securities | | | |
Corp., Series 2005-C1, Class A4 | | | | |
5.014%, 02/15/2038 (P) | | 511,000 | | 521,296 |
CS First Boston Mortgage Securities Corp. | | | | |
Series 2002-CKS4, Class A4, | | | | |
4.485%, 11/15/2036 | | 14,276 | | 14,523 |
Series 2003-CPN1, Class A2, | | | | |
4.597%, 03/15/2035 | | 131,000 | | 135,180 |
Series 2003-CK2, Class A4, | | | | |
4.801%, 03/15/2036 | | 180,000 | | 187,349 |
Series 2005-C1, Class A3, | | | | |
4.813%, 02/15/2038 | | 107,000 | | 107,493 |
Series 2005-C2, Class A4, | | | | |
4.832%, 04/15/2037 | | 318,000 | | 319,514 |
Series 2002-CP5, Class A2, | | | | |
4.940%, 12/15/2035 | | 616,000 | | 643,234 |
Series 2005-C5, Class A4, | | | | |
5.100%, 08/15/2038 (P) | | 350,000 | | 358,007 |
Series 2002-CKS4, Class A2, | | | | |
5.183%, 11/15/2036 | | 1,017,000 | | 1,066,175 |
Series 2001-CKN5, Class A4, | | | | |
5.435%, 09/15/2034 | | 170,568 | | 176,450 |
Series 2002-CKN2, Class A3, | | | | |
6.133%, 04/15/2037 | | 138,000 | | 146,296 |
Federal Home Loan Mortgage Corp. | | | | |
Series 2727, Class PW, | | | | |
3.570%, 06/15/2029 | | 75,690 | | 77,105 |
Series 3465, Class HA, | | | | |
4.000%, 07/15/2017 | | 427,856 | | 445,843 |
Series 2003-2676, Class CY, | | | | |
4.000%, 09/15/2018 | | 282,000 | | 292,064 |
Series 2004-2765, Class CT, | | | | |
4.000%, 03/15/2019 | | 193,000 | | 199,833 |
Series 2004-2875, Class HB, | | | | |
4.000%, 10/15/2019 | | 202,000 | | 206,972 |
| |
The accompanying notes are an integral part of the financial statements. | 48 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Federal Home Loan Mortgage Corp. (continued) | | | |
Series 2004-2790, Class TN, | | | | |
4.000%, 05/15/2024 | $ | 408,000 | $ | 413,655 |
Series KOO4, Class A2, | | | | |
4.186%, 08/25/2019 | | 629,000 | | 630,761 |
Series 2007-3372, Class BD, | | | | |
4.500%, 10/15/2022 | | 339,000 | | 359,655 |
Series 2985, Class JR, | | | | |
4.500%, 06/15/2025 | | 257,000 | | 271,028 |
Series 2005-3008, Class JM, | | | | |
4.500%, 07/15/2025 | | 302,000 | | 314,353 |
Series 2003-2690, Class TV, | | | | |
4.500%, 11/15/2025 | | 217,000 | | 228,872 |
Series 3234, Class MC, | | | | |
4.500%, 10/15/2036 | | 546,000 | | 542,875 |
Series 2009-K003, Class AAB, | | | | |
4.768%, 05/25/2018 | | 648,000 | | 689,665 |
Series 2003-2590, Class NU, | | | | |
5.000%, 06/15/2017 | | 381,000 | | 395,279 |
Series 2590, Class BY, | | | | |
5.000%, 03/15/2018 | | 73,000 | | 78,479 |
Series 3289, Class PC, | | | | |
5.000%, 12/15/2032 | | 926,000 | | 980,070 |
Series 2899, Class PD, | | | | |
5.000%, 04/15/2033 | | 1,010,000 | | 1,074,449 |
Series 3128, Class BE, | | | | |
5.000%, 05/15/2033 | | 1,084,000 | | 1,152,165 |
Series 2888, Class CG, | | | | |
5.000%, 08/15/2033 | | 1,328,000 | | 1,412,545 |
Series 2934, Class CI, | | | | |
5.000%, 01/15/2034 | | 566,000 | | 602,999 |
Series 3099, Class OG, | | | | |
5.000%, 06/15/2034 | | 1,557,000 | | 1,654,726 |
Series 2005-3028, Class PG, | | | | |
5.500%, 09/15/2035 | | 170,079 | | 182,798 |
Series 2005-3035, Class PA, | | | | |
5.500%, 09/15/2035 | | 213,832 | | 231,415 |
Series 3325, Class JL, | | | | |
5.500%, 06/15/2037 | | 481,584 | | 513,243 |
Federal National Mortgage Association | | | | |
Series 2010-M1, Class A1, | | | | |
3.305%, 06/25/2019 | | 239,000 | | 240,194 |
Series 2003-108, Class BE, | | | | |
4.000%, 11/25/2018 | | 333,000 | | 346,789 |
Series 2003-125, Class AY, | | | | |
4.000%, 12/25/2018 | | 82,000 | | 85,052 |
Series 2004-3, Class HT, | | | | |
4.000%, 02/25/2019 | | 111,000 | | 115,084 |
Series 2004-80, Class LE, | | | | |
4.000%, 11/25/2019 | | 1,528,000 | | 1,560,829 |
Series 2009-M2, Class A3, | | | | |
4.001%, 01/25/2019 | | 1,147,000 | | 1,142,419 |
Series 2009-M1, Class A2, | | | | |
4.287%, 07/25/2019 | | 1,731,000 | | 1,747,292 |
Series 2010-M1, Class A2, | | | | |
4.450%, 09/25/2019 | | 371,000 | | 372,833 |
Series 2002-94, Class HQ, | | | | |
4.500%, 01/25/2018 | | 280,000 | | 296,751 |
Series 2004-81, Class KE, | | | | |
4.500%, 11/25/2019 | | 150,000 | | 158,189 |
Series 2007-113, Class DB, | | | | |
4.500%, 12/25/2022 | | 340,000 | | 354,294 |
Series 2003-3, Class HJ, | | | | |
5.000%, 02/25/2018 | | 324,000 | | 349,275 |
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Federal National Mortgage | | | | |
Association (continued) | | | | |
Series 2009-78, Class J, | | | | |
5.000%, 09/25/2019 | $ | 1,574,771 | $ | 1,674,584 |
Series 2008-66, Class B, | | | | |
5.000%, 08/25/2023 | | 83,000 | | 89,080 |
Series 2005-30, Class UE, | | | | |
5.000%, 01/25/2034 | | 643,000 | | 683,061 |
Series 2005-16, Class PE, | | | | |
5.000%, 03/25/2034 | | 1,610,000 | | 1,715,507 |
Series 2009-71, Class XB, | | | | |
5.000%, 03/25/2038 | | 830,000 | | 875,761 |
Series 2004-60, Class PA, | | | | |
5.500%, 04/25/2034 | | 208,990 | | 223,665 |
Series 2005-58, Class MA, | | | | |
5.500%, 07/25/2035 | | 172,508 | | 187,194 |
Series 2007-77, Class MH, | | | | |
6.000%, 12/25/2036 | | 7,000,758 | | 7,440,514 |
Series 2001-81, Class HE, | | | | |
6.500%, 01/25/2032 | | 6,214,184 | | 6,853,497 |
FHLMC Multifamily Structured Pass | | | | |
Through Certificates | | | | |
Series K005, Class A1, | | | | |
3.484%, 04/25/2019 | | 246,000 | | 248,657 |
Series K005, Class A2, | | | | |
4.317%, 11/25/2019 | | 1,209,000 | | 1,212,990 |
First Horizon Alternative Mortgage Securities, | | | |
Series 2006-FA6, Class 2A10 | | | | |
6.000%, 11/25/2036 | | 3,589 | | 3,533 |
First Union National Bank | | | | |
Commercial Mortgage | | | | |
Series 2002-C1, Class A2, | | | | |
6.141%, 02/12/2034 | | 257,159 | | 271,404 |
Series 2001-C4, Class B, | | | | |
6.417%, 12/12/2033 | | 188,000 | | 192,542 |
GE Capital Commercial Mortgage Corp. | | | | |
Series 2005-C4, Class A4, | | | | |
5.339%, 11/10/2045 (P) | | 2,181,000 | | 2,252,049 |
Series 2001-3, Class A1, | | | | |
5.560%, 06/10/2038 | | 156,063 | | 159,148 |
Series 2001-2, Class A3, | | | | |
6.030%, 08/11/2033 | | 27,293 | | 27,536 |
Series 2002-1A, Class A3, | | | | |
6.269%, 12/10/2035 | | 252,000 | | 267,722 |
GMAC Commercial Mortgage Securities, Inc. | | | |
Series 2002-C3, Class A2, | | | | |
4.930%, 07/10/2039 | | 197,000 | | 206,199 |
Series 2003-C3, Class A4, | | | | |
5.023%, 04/10/2040 | | 428,000 | | 448,559 |
Series 2004-C2, Class A4, | | | | |
5.301%, 08/10/2038 (P) | | 409,000 | | 420,926 |
Series 2003-C2, Class A2, | | | | |
5.485%, 05/10/2040 (P) | | 193,000 | | 205,298 |
Series 2001-C2, Class B, | | | | |
6.790%, 04/15/2034 | | 128,000 | | 134,261 |
Series 2000-C2, Class A2, | | | | |
7.455%, 08/16/2033 (P) | | 20,105 | | 20,249 |
Government National Mortgage Association, | | | |
Series 2006-37, Class JG | | | | |
5.000%, 07/20/2036 | | 254,000 | | 267,229 |
Greenwich Capital Commercial Funding Corp. | | | |
Series 2005-GG5, Class A2, | | | | |
5.117%, 04/10/2037 | | 745,000 | | 757,313 |
Series 2004-GG1, Class A6, | | | | |
5.135%, 06/10/2036 (P) | | 322,000 | | 333,004 |
| |
The accompanying notes are an integral part of the financial statements. | 49 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Greenwich Capital Commercial Funding | | | | |
Corp. (continued) | | | | |
Series 2005-GG5, Class AAB, | | | | |
5.190%, 04/10/2037 (P) | $ | 642,000 | $ | 670,258 |
Series 2005-GG5, Class A5, | | | | |
5.224%, 04/10/2037 (P) | | 1,694,000 | | 1,699,968 |
Series 2006-GG7, Class A4, | | | | |
5.883%, 07/10/2038 (P) | | 1,223,000 | | 1,212,465 |
GS Mortgage Securities Corp II | | | | |
Series 2004-C1, Class A2, | | | | |
4.319%, 10/10/2028 | | 516,950 | | 522,485 |
Series 2001-GL3A, Class A2, | | | | |
6.449%, 08/05/2018 (P)(S) | | 1,795,000 | | 1,920,556 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp. | | | | |
Series 2005-LDP4, Class A4, | | | | |
4.918%, 10/15/2042 (P) | | 346,000 | | 350,917 |
Series 2008-C2, Class A1, | | | | |
5.017%, 02/12/2051 | | 32,824 | | 33,600 |
Series 2002-CIB5, Class A2, | | | | |
5.161%, 10/12/2037 | | 149,000 | | 156,397 |
Series 2007-LDPX, Class A2S, | | | | |
5.305%, 01/15/2049 | | 2,133,000 | | 2,106,823 |
Series 2003-PM1A, Class A4, | | | | |
5.326%, 08/12/2040 (P) | | 1,000,000 | | 1,048,337 |
Series 2004-CB9, Class A4, | | | | |
5.376%, 06/12/2041 (P) | | 433,000 | | 444,289 |
Series 2006-CB14, Class A4, | | | | |
5.481%, 12/12/2044 (P) | | 581,000 | | 588,815 |
Series 2009-IWST, Class A2, | | | | |
5.633%, 12/05/2027 (S) | | 953,000 | | 999,398 |
Series 2007-C1, Class A4, | | | | |
5.716%, 02/15/2051 | | 778,000 | | 682,061 |
Series 2007-CB19, Class A2, | | | | |
5.747%, 02/12/2049 (P) | | 189,000 | | 198,021 |
Series 2006-LDP7, Class A2, | | | | |
5.860%, 04/15/2045 (P) | | 398,000 | | 410,939 |
Series 2002-CIB4, Class A3, | | | | |
6.162%, 05/12/2034 | | 1,526,000 | | 1,619,408 |
Series 2001-CIBC, Class A3, | | | | |
6.260%, 03/15/2033 | | 179,340 | | 184,122 |
Series 2001-CIB3, Class A3, | | | | |
6.465%, 11/15/2035 | | 876,000 | | 924,662 |
JPMorgan Commercial Mortgage | | | | |
Finance Corp. | | | | |
Series 2000-C10, Class A2, | | | | |
7.371%, 08/15/2032 (P) | | 31,891 | | 31,892 |
Series 2000-C10, Class C, | | | | |
7.642%, 08/15/2032 (P) | | 243,000 | | 243,241 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp., | | | | |
Series 2006-LDP9, Class A3 | | | | |
5.336%, 05/15/2047 | | 604,000 | | 560,388 |
LB-UBS Commercial Mortgage Trust | | | | |
Series 2003-C3, Class A4, | | | | |
4.166%, 05/15/2032 | | 248,000 | | 254,456 |
Series 2002-C4, Class A4, | | | | |
4.563%, 09/15/2026 | | 258,914 | | 266,144 |
Series 2004-C7, Class A5, | | | | |
4.628%, 10/15/2029 | | 232,000 | | 234,803 |
Series 2002-C4, Class A5, | | | | |
4.853%, 09/15/2031 | | 516,000 | | 539,463 |
Series 2003-C8, Class A4, | | | | |
5.124%, 11/15/2032 (P) | | 164,000 | | 172,016 |
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
LB-UBS Commercial Mortgage | | | | |
Trust (continued) | | | | |
Series 2007-C1, Class A2, | | | | |
5.318%, 02/15/2040 | $ | 647,000 | $ | 667,200 |
Series 2006-C6, Class A4, | | | | |
5.372%, 09/15/2039 | | 622,000 | | 627,332 |
Series 2007-C1, Class A3, | | | | |
5.398%, 02/15/2040 | | 451,000 | | 462,129 |
Series 2007-C1, Class AAB, | | | | |
5.403%, 02/15/2040 | | 114,000 | | 114,246 |
Series 2002-C2, Class A4, | | | | |
5.594%, 06/15/2031 | | 842,000 | | 891,699 |
Series 2006-C4, Class A4, | | | | |
5.882%, 06/15/2038 (P) | | 814,000 | | 815,283 |
Series 2008-C1, Class A2, | | | | |
6.155%, 04/15/2041 (P) | | 190,000 | | 197,071 |
Series 2001-C2, Class A2, | | | | |
6.653%, 11/15/2027 | | 162,845 | | 169,132 |
Merrill Lynch Mortgage Trust, | | | | |
Series 2005-CIP1, Class A3A | | | | |
4.949%, 07/12/2038 (P) | | 338,000 | | 340,179 |
Morgan Stanley Capital I | | | | |
4.070%, 05/15/2040 | | 122,000 | | 124,293 |
Series 2005-T17, Class A4, | | | | |
4.520%, 12/13/2041 | | 58,000 | | 59,256 |
Series 2004-T15, Class A2, | | | | |
4.690%, 06/13/2041 | | 168,276 | | 170,013 |
Series 2005-T17, Class A5, | | | | |
4.780%, 12/13/2041 | | 175,000 | | 178,173 |
Series 2004-HQ3, Class A4, | | | | |
4.800%, 01/13/2041 | | 281,000 | | 288,243 |
Series 2004-HQ4, Class A7, | | | | |
4.970%, 04/14/2040 | | 2,187,000 | | 2,179,903 |
Series 2005-HQ6, Class A4A, | | | | |
4.989%, 08/13/2042 | | 532,000 | | 543,742 |
Series 2003-IQ5, Class A4, | | | | |
5.010%, 04/15/2038 | | 289,752 | | 299,714 |
Series 2005-HQ5, Class AAB, | | | | |
5.037%, 01/14/2042 | | 748,000 | | 777,461 |
Series 2003-T11, Class A4, | | | | |
5.150%, 06/13/2041 | | 612,000 | | 636,551 |
Series 2005-HQ5, Class A4, | | | | |
5.168%, 01/14/2042 | | 169,000 | | 175,232 |
Series 2005-HQ7, Class AAB, | | | | |
5.184%, 11/14/2042 (P) | | 494,000 | | 517,352 |
Series 2001-TOP3, Class B, | | | | |
5.270%, 06/13/2041 (P) | | 287,000 | | 293,330 |
Series 2006-HQ8, Class A2, | | | | |
5.374%, 03/12/2044 | | 562,000 | | 573,341 |
Series 2006-HQ8, Class A4, | | | | |
5.385%, 03/12/2044 (P) | | 1,283,000 | | 1,316,401 |
Series 2004-IQ7, Class A4, | | | | |
5.402%, 06/15/2038 (P) | | 1,207,000 | | 1,250,128 |
Series 2006-T23, Class A4, | | | | |
5.810%, 08/12/2041 (P) | | 526,000 | | 555,072 |
Morgan Stanley Dean Witter Capital I | | | | |
4.740%, 11/13/2036 | | 366,000 | | 380,981 |
Series 2003-HQ2, Class A2, | | | | |
4.920%, 03/12/2035 | | 1,018,000 | | 1,056,361 |
Series 2002-IQ2, Class A4, | | | | |
5.740%, 12/15/2035 | | 142,482 | | 149,957 |
Series 2001-TOP5, Class A4, | | | | |
6.390%, 10/15/2035 | | 1,901,525 | | 2,006,374 |
Series 2002-HQ, Class A3, | | | | |
6.510%, 04/15/2034 | | 176,818 | | 186,923 |
| |
The accompanying notes are an integral part of the financial statements. | 50 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Morgan Stanley Dean Witter Capital | | | | |
I (continued) | | | | |
Series 2001-TOP3, Class B, | | | | |
6.550%, 07/15/2033 | $ | 258,000 | $ | 269,665 |
Morgan Stanley Mortgage Loan Trust, | | | | |
Series 2007-6XS, Class 2A1S | | | | |
0.339%, 02/25/2047 (P) | | 82,425 | | 62,818 |
Nomura Asset Securities Corp., | | | | |
Series 1998-D6, Class A1C | | | | |
6.690%, 03/15/2030 | | 938,926 | | 1,013,758 |
Prudential Mortgage Capital Funding LLC, | | | | |
Series 2001-ROCK, Class B | | | | |
6.760%, 05/10/2034 | | 234,000 | | 245,976 |
Salomon Brothers Mortgage Securities | | | | |
VII, Inc. | | | | |
Series 2002-KEY2, Class A2, | | | | |
4.467%, 03/18/2036 | | 268,731 | | 277,394 |
Series 2000-C2, Class C, | | | | |
7.727%, 07/18/2033 (P) | | 370,000 | | 370,550 |
Wachovia Bank Commercial Mortgage Trust | | | |
Series 2003-C8, Class A3, | | | | |
4.445%, 11/15/2035 | | 197,000 | | 198,790 |
Series 2005-C18, Class A4, | | | | |
4.935%, 04/15/2042 | | 105,000 | | 107,913 |
Series 2003-C6, Class A3, | | | | |
4.957%, 08/15/2035 (P) | | 367,000 | | 374,810 |
Series 2004-C11, Class A4, | | | | |
5.030%, 01/15/2041 | | 379,000 | | 388,347 |
Series 2002-C1, Class A4, | | | | |
6.287%, 04/15/2034 | | 347,000 | | 369,645 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $97,767,734) | | | $ | 101,297,691 |
|
|
ASSET BACKED SECURITIES - 6.03% | | | | |
Ally Master Owner Trust, | | | | |
Series 2010-1, Class A | | | | |
1.978%, 01/15/2015 (P)(S) | | 3,570,000 | | 3,570,054 |
BA Credit Card Trust | | | | |
Series 2007-A2, Class A2, | | | | |
0.251%, 06/17/2013 (P) | | 576,000 | | 573,572 |
Series 2008-A1, Class A1, | | | | |
0.812%, 04/15/2013 (P) | | 190,000 | | 190,157 |
Capital One Multi-Asset Execution Trust | | | | |
Series 2008-A5, Class A5, | | | | |
4.850%, 02/18/2014 | | 602,000 | | 628,859 |
Series 2008-A3, Class A3, | | | | |
5.050%, 02/15/2016 | | 1,055,000 | | 1,148,544 |
Citibank Credit Card Issuance Trust | | | | |
Series 2009-A5, Class A5, | | | | |
2.250%, 12/23/2014 | | 1,034,000 | | 1,040,883 |
Series 2005-A5, Class A5, | | | | |
4.850%, 04/22/2015 | | 529,000 | | 572,184 |
Citigroup Mortgage Loan Trust, Inc., | | | | |
Series 2007-AHL1, Class A2A | | | | |
0.269%, 12/25/2036 (P) | | 97,713 | | 90,871 |
Discover Card Master Trust | | | | |
Series 2005-4, Class A1, | | | | |
0.292%, 06/18/2013 (P) | | 239,000 | | 238,404 |
Series 2010-a1, Class A1, | | | | |
0.881%, 09/15/2015 (P) | | 2,246,000 | | 2,242,433 |
Series 2009-a1, Class A1, | | | | |
1.531%, 12/15/2014 (P) | | 762,000 | | 769,899 |
Series 2009-A2, Class A, | | | | |
1.532%, 02/17/2015 (P) | | 4,820,000 | | 4,898,652 |
| | | | |
Core Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
ASSET BACKED SECURITIES (continued) | | | |
Ford Credit Floorplan Master Owner Trust, | | | |
Series 2010-1, Class A | | | | |
1.882%, 12/15/2014 (P)(S) | $ | 1,125,000 | $ | 1,131,328 |
Harley-Davidson Motorcycle Trust | | | | |
Series 2009-4, Class A4, | | | | |
2.400%, 07/15/2014 | | 134,000 | | 134,682 |
Series 2009-3, Class A, | | | | |
2.540%, 04/15/2017 | | 394,000 | | 397,905 |
Series 2009-2, Class A4, | | | | |
3.320%, 02/15/2017 | | 691,000 | | 715,860 |
Series 2009-1, Class A4, | | | | |
4.550%, 01/15/2017 | | 132,000 | | 140,593 |
Morgan Stanley ABS Capital I, | | | | |
Series 2007-HE2, Class A2A | | | | |
0.269%, 01/25/2037 (P) | | 43,604 | | 42,452 |
Morgan Stanley Home Equity Loans, | | | | |
Series 2007-1, Class A1 | | | | |
0.279%, 12/25/2036 (P) | | 40,385 | | 39,319 |
Nordstrom Private Label Credit Card Master | | | |
Trust, Series 2007-2A, Class A | | | | |
0.292%, 05/15/2015 (P)(S) | | 660,000 | | 640,356 |
SLC Student Loan Trust, | | | | |
Series 2008-1, Class A4A | | | | |
1.854%, 12/15/2032 (P) | | 3,314,000 | | 3,502,985 |
SLM Student Loan Trust | | | | |
Series 2002-5, Class A4L, | | | | |
0.404%, 09/17/2018 (P) | | 189,970 | | 188,886 |
Series 2003-6, Class A4, | | | | |
0.454%, 12/17/2018 (P) | | 143,271 | | 142,799 |
Series 2003-3, Class A4, | | | | |
0.474%, 12/15/2017 (P) | | 173,971 | | 173,242 |
Series 2008-5, Class A2, | | | | |
1.349%, 10/25/2016 (P) | | 343,000 | | 348,856 |
Series 2008-4, Class A4, | | | | |
1.899%, 07/25/2022 (P) | | 577,000 | | 605,849 |
Series 2008-5, Class A4, | | | | |
1.949%, 07/25/2023 (P) | | 3,447,000 | | 3,646,043 |
Swift Master Auto Receivables Trust, | | | | |
Series 2007-1, Class A | | | | |
0.332%, 06/15/2012 (P) | | 164,000 | | 163,416 |
|
TOTAL ASSET BACKED SECURITIES (Cost $27,766,798) | $ | 27,979,083 |
|
|
SUPRANATIONAL OBLIGATIONS - 0.38% | | | |
Korea - 0.38% | | | | |
Export-Import Bank of Korea | | | | |
5.500%, 10/17/2012 | | 665,000 | | 713,278 |
Export-Import Bank of Korea | | | | |
5.875%, 01/14/2015 | | 960,000 | | 1,034,702 |
| | |
|
| | | | 1,747,980 |
|
TOTAL SUPRANATIONAL OBLIGATIONS (Cost $1,642,758) | $ | 1,747,980 |
|
|
SHORT-TERM INVESTMENTS - 5.02% | | | |
Short-Term Securities* - 5.02% | | | | |
State Street Institutional Liquid Reserves | | | | |
Fund, 0.1176% | $ | 23,287,126 | | 23,287,126 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $23,287,126) | $ | 23,287,126 |
|
Total Investments (Core Bond Fund) | | | | |
(Cost $527,275,365) - 115.98% | | | $ | 538,300,874 |
Other assets and liabilities, net - (15.98%) | | | (74,167,461) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 464,133,413 |
| |
|
| |
The accompanying notes are an integral part of the financial statements. | 51 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Schedule of Securities Sold Short | | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
Federal National Mortgage Association - (5.20)% | | | |
5.000%, TBA | $ | (12,000,000) | $ | (12,476,250) |
5.500%, TBA | | (4,500,000) | | (4,733,086) |
5.500%, TBA | | (6,000,000) | | (6,397,031) |
6.000%, TBA | | (500,000) | | (530,508) |
| | | |
| | | | (24,136,875) |
| | |
|
TOTAL SECURITIES SOLD SHORT (Cost $(24,139,082)) | | $ | (24,136,875) |
| | |
|
|
|
|
Core Diversified Growth & Income Portfolio |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
AFFILIATED INVESTMENT COMPANIES - 40.03% | | | |
John Hancock Funds II (G) - 40.03% | | | | |
Index 500, Class NAV (MFC | | | | |
Global U.S.A.) (A) | | 572,587 | $ | 4,678,035 |
International Equity Index, Class NAV (SSgA) | 56,284 | | 874,098 |
Total Bond | | | | |
Market, Class NAV (Declaration) (A) | | 230,045 | | 2,378,662 |
| | |
|
| | | | 7,930,795 |
|
TOTAL AFFILIATED INVESTMENT | | | | |
COMPANIES (Cost $7,914,889) | | | $ | 7,930,795 |
|
|
INVESTMENT COMPANIES - 60.06% | | | | |
American Funds Insurance Series - 60.06% | | | |
Capital World Growth and Income | | | | |
Fund, Class R5 | | 18,467 | | 595,389 |
EuroPacific Growth Fund, Class R5 | | 19,856 | | 717,000 |
New Perspective Fund, Class R5 | | 24,017 | | 594,666 |
The Growth Fund of America, Class R5 | | 59,754 | | 1,605,597 |
The Investment Company of America, Class R5 | 125,880 | | 3,211,194 |
U.S. Government Securities Fund, Class R5 | 251,977 | | 3,567,992 |
Washington Mutual Investors Fund, Class R5 | 66,047 | | 1,605,597 |
| | | |
| | | | 11,897,435 |
|
TOTAL INVESTMENT COMPANIES (Cost $10,913,840) | | $ | 11,897,435 |
|
Total Investments (Core Diversified Growth & Income | | | |
Portfolio) (Cost $18,828,729) - 100.09% | | $ | 19,828,230 |
Other assets and liabilities, net - (0.09%) | | | (17,274) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 19,810,956 |
| | |
|
|
|
|
Core Fundamental Holdings Portfolio | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
AFFILIATED INVESTMENT COMPANIES - 40.07% | | | |
John Hancock Funds II (G) - 40.07% | | | | |
Index 500, Class NAV (MFC | | | | |
Global U.S.A.) (A) | | 242,613 | $ | 1,982,150 |
International Equity Index, Class NAV (SSgA) | 35,303 | | 548,254 |
Total Bond | | | | |
Market, Class NAV (Declaration) (A) | | 163,147 | | 1,686,937 |
| | | |
| | | | 4,217,341 |
|
TOTAL AFFILIATED INVESTMENT | | | | |
COMPANIES (Cost $4,220,247) | | | $ | 4,217,341 |
|
| | | | |
Core Fundamental Holdings Portfolio (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
INVESTMENT COMPANIES - 60.10% | | | | |
American Funds Insurance Series - 60.10% | | | |
EuroPacific Growth Fund, Class R5 | | 22,774 | $ | 822,383 |
The Growth Fund of America, Class R5 | | 27,663 | | 743,307 |
The Investment Company of America, Class R5 | 58,276 | | 1,486,613 |
U.S. Government Securities Fund, Class R5 | 178,700 | | 2,530,393 |
Washington Mutual Investors Fund, Class R5 | 30,576 | | 743,309 |
| | | |
| | | | 6,326,005 |
|
TOTAL INVESTMENT COMPANIES (Cost $5,691,691) | | $ | 6,326,005 |
|
Total Investments (Core Fundamental Holdings Portfolio) | | |
(Cost $9,911,938) - 100.17% | | | $ | 10,543,346 |
Other assets and liabilities, net - (0.17%) | | | (17,808) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 10,525,538 |
| | | |
|
|
|
Core Global Diversification Portfolio | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
AFFILIATED INVESTMENT COMPANIES - 40.04% | | | |
John Hancock Funds II (G) - 40.04% | | | | |
Index 500, Class NAV (MFC | | | | |
Global U.S.A.) (A) | | 190,935 | $ | 1,559,937 |
International Equity Index, Class NAV (SSgA) | 189,733 | | 2,946,548 |
Total Bond | | | | |
Market, Class NAV (Declaration) (A) | | 234,678 | | 2,426,569 |
| | | |
| | | | 6,933,054 |
|
TOTAL AFFILIATED INVESTMENT | | | | |
COMPANIES (Cost $7,069,120) | | | $ | 6,933,054 |
|
|
INVESTMENT COMPANIES - 60.05% | | | | |
American Funds Insurance Series - 60.05% | | | |
Capital World Growth and Income | | | | |
Fund, Class R5 | | 37,095 | | 1,195,953 |
EuroPacific Growth Fund, Class R5 | | 89,279 | | 3,223,872 |
New Perspective Fund, Class R5 | | 48,302 | | 1,195,952 |
The Investment Company of America, Class R5 | 44,843 | | 1,143,954 |
U.S. Government Securities Fund, Class R5 | 257,052 | | 3,639,854 |
| | | |
| | | | 10,399,585 |
|
TOTAL INVESTMENT COMPANIES (Cost $10,130,690) | | $ | 10,399,585 |
|
Total Investments (Core Global Diversification Portfolio) | | |
(Cost $17,199,810) - 100.09% | | | $ | 17,332,639 |
Other assets and liabilities, net - (0.09%) | | | (15,989) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 17,316,650 |
| | | |
|
|
|
Emerging Markets Debt Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 39.61% | | | | |
Argentina - 1.23% | | | | |
Republic of Argentina | | | | |
7.000%, 10/03/2015 | $ | 250,000 | | 185,000 |
| | | |
| | | | 185,000 |
| |
The accompanying notes are an integral part of the financial statements. | 52 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Debt Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
Brazil - 4.37% | | | | |
Federative Republic of Brazil | | | | |
5.875%, 01/15/2019 | $ | 250,000 | $ | 269,375 |
8.875%, 10/14/2019 | | 100,000 | | 128,750 |
10.250%, 06/17/2013 | | 100,000 | | 123,000 |
11.000%, 08/17/2040 | | 100,000 | | 134,250 |
| | | |
| | | | 655,375 |
Colombia - 1.96% | | | | |
Republic of Colombia | | | | |
8.250%, 12/22/2014 | | 250,000 | | 293,750 |
| | | |
| | | | 293,750 |
Indonesia - 4.95% | | | | |
Republic of Indonesia | | | | |
5.875%, 03/13/2020 (S) | | 200,000 | | 206,750 |
6.625%, 02/17/2037 (S) | | 250,000 | | 251,250 |
7.250%, 04/20/2015 (S) | | 250,000 | | 285,000 |
| | | |
| | | | 743,000 |
Mexico - 2.01% | | | | |
Government of Mexico | | | | |
5.125%, 01/15/2020 | | 300,000 | | 302,100 |
| | | |
| | | | 302,100 |
Panama - 1.91% | | | | |
Republic of Panama | | | | |
7.250%, 03/15/2015 | | 250,000 | | 286,875 |
| | | |
| | | | 286,875 |
Peru - 1.93% | | | | |
Republic of Peru | | | | |
7.125%, 03/30/2019 | | 250,000 | | 290,000 |
| | | |
| | | | 290,000 |
Philippines - 5.71% | | | | |
Republic of Philippines | | | | |
6.500%, 01/20/2020 | | 500,000 | | 534,375 |
9.500%, 02/02/2030 | | 250,000 | | 322,500 |
| | | |
| | | | 856,875 |
Poland - 1.79% | | | | |
Republic of Poland | | | | |
6.375%, 07/15/2019 | | 250,000 | | 268,500 |
| | | |
| | | | 268,500 |
Russia - 1.77% | | | | |
Russian Federation | | | | |
7.500%, 03/31/2030 (S) | | 235,000 | | 266,255 |
| | | |
| | | | 266,255 |
South Africa - 1.84% | | | | |
Republic of South Africa | | | | |
6.500%, 06/02/2014 | | 250,000 | | 275,625 |
| | | |
| | | | 275,625 |
Turkey - 5.55% | | | | |
Republic of Turkey | | | | |
6.750%, 05/30/2040 | | 250,000 | | 244,063 |
9.500%, 01/15/2014 | | 250,000 | | 297,500 |
11.500%, 01/23/2012 | | 250,000 | | 290,938 |
| | | |
| | | | 832,501 |
Ukraine - 1.42% | | | | |
Government of Ukraine | | | | |
6.580%, 11/21/2016 (S) | | 250,000 | | 212,500 |
| | | | 212,500 |
| | | | |
Emerging Markets Debt Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
Uruguay - 1.92% | | | | |
Republic of Uruguay | | | | |
8.000%, 11/18/2022 | $ | 250,000 | $ | 288,750 |
| | | |
| | | | 288,750 |
Venezuela - 1.25% | | | | |
Republic of Venezuela | | | | |
9.250%, 09/15/2027 | | 250,000 | | 186,875 |
| | | |
| | | | 186,875 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $5,925,753) | | | $ | 5,943,981 |
|
|
CORPORATE BONDS - 51.60% | | | | |
Bermuda - 3.27% | | | | |
Digicel Group, Ltd. | | | | |
8.250%, 09/01/2017 (S) | | 250,000 | | 237,500 |
Intelsat Bermuda, Ltd. | | | | |
11.250%, 02/04/2017 | | 250,000 | | 253,438 |
| | | |
| | | | 490,938 |
Brazil - 5.97% | | | | |
BFF International, Ltd. | | | | |
7.250%, 01/28/2020 (S) | | 250,000 | | 251,250 |
Cosan SA Industria e Comercio | | | | |
8.250%, 02/28/2049 (S) | | 250,000 | | 241,250 |
ISA Capital do Brasil SA | | | | |
8.800%, 01/30/2017 (S) | | 250,000 | | 273,750 |
Morgan Stanley | | | | |
10.090%, 05/03/2017 (S) | | 250,000 | | 129,001 |
| | | |
| | | | 895,251 |
Cayman Islands - 13.76% | | | | |
Braskem Finance, Ltd. | | | | |
7.250%, 06/05/2018 (S) | | 250,000 | | 260,000 |
Cosan Finance, Ltd. | | | | |
7.000%, 02/01/2017 (S) | | 250,000 | | 251,875 |
Gol Finance | | | | |
7.500%, 04/03/2017 | | 250,000 | | 243,750 |
Odebrecht Finance, Ltd. | | | | |
7.500%, 10/18/2017 (S) | | 250,000 | | 262,500 |
RDS Ultra-Deepwater, Ltd. | | | | |
11.875%, 03/15/2017 (C)(S) | | 250,000 | | 249,688 |
Sable International Finance, Ltd. | | | | |
7.750%, 02/15/2017 (S) | | 300,000 | | 307,500 |
TAM Capital 2, Inc. | | | | |
9.500%, 01/29/2020 (S) | | 250,000 | | 241,248 |
Voto-Votorantim Overseas Trading | | | | |
Operations NV | | | | |
6.625%, 09/25/2019 (S) | | 250,000 | | 248,750 |
| | | |
| | | | 2,065,311 |
Indonesia - 1.72% | | | | |
Bumi Capital Pte, Ltd. | | | | |
12.000%, 11/10/2016 (S) | | 250,000 | | 257,500 |
| | | |
| | | | 257,500 |
Luxembourg - 3.51% | | | | |
Mobile Telesystems Finance SA | | | | |
8.000%, 01/28/2012 (S) | | 250,000 | | 263,750 |
UBS Luxembourg SA | | | | |
8.250%, 05/23/2016 (S) | | 250,000 | | 262,500 |
| | | |
| | | | 526,250 |
| |
The accompanying notes are an integral part of the financial statements. | 53 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Debt Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Malaysia - 2.06% | | | | |
Prime Holdings Labuan, Ltd. | | | | |
5.375%, 09/22/2014 | $ | 300,000 | $ | 309,422 |
| | | |
| | | | 309,422 |
Mexico - 8.34% | | | | |
America Movil SAB de CV | | | | |
5.000%, 10/16/2019 (S) | | 250,000 | | 247,113 |
Axtel SAB de CV | | | | |
7.625%, 02/01/2017 (S) | | 250,000 | | 246,250 |
Desarrolladora Homex SAB de CV | | | | |
9.500%, 12/11/2019 (S) | | 250,000 | | 254,688 |
Grupo Kuo SAB de CV | | | | |
9.750%, 10/17/2017 (S) | | 250,000 | | 250,000 |
Petroleos Mexicanos | | | | |
6.000%, 03/05/2020 (S) | | 250,000 | | 254,250 |
| | | |
| | | | 1,252,301 |
Netherlands - 3.77% | | | | |
Indosat Finance Company BV | | | | |
7.125%, 06/22/2012 (S) | | 300,000 | | 309,000 |
Listrindo Capital BV | | | | |
9.250%, 01/29/2015 (S) | | 250,000 | | 257,455 |
| | | |
| | | | 566,455 |
Peru - 2.29% | | | | |
Corp. Pesquera Inca SAC | | | | |
9.000%, 02/10/2017 (S) | | 350,000 | | 343,000 |
| | | |
| | | | 343,000 |
Philippines - 1.50% | | | | |
Philippine Long Distance Telephone Company | | | |
8.350%, 03/06/2017 | | 200,000 | | 224,500 |
| | | |
| | | | 224,500 |
United States - 2.35% | | | | |
Equinix, Inc. | | | | |
8.125%, 03/01/2018 | | 100,000 | | 100,000 |
Niska Gas Storage US LLC | | | | |
8.875%, 03/15/2018 (S)(C) | | 150,000 | | 150,000 |
TreeHouse Foods, Inc. | | | | |
7.750%, 03/01/2018 (C) | | 100,000 | | 102,625 |
| | | |
| | | | 352,625 |
Venezuela - 3.06% | | | | |
Petroleos de Venezuela SA | | | | |
5.250%, 04/12/2017 | | 300,000 | | 182,250 |
5.375%, 04/12/2027 | | 250,000 | | 121,875 |
Petroleos de Venezuela SA, Series 2015 | | | | |
5.000%, 10/28/2015 | | 250,000 | | 155,625 |
| | | |
| | | | 459,750 |
|
TOTAL CORPORATE BONDS (Cost $7,678,827) | | $ | 7,743,303 |
|
|
PREFERRED STOCKS - 0.18% | | | | |
United States - 0.18% | | | | |
Freeport-McMoRan Copper & Gold, | | | | |
Inc. 6.750% | | 250 | | 26,915 |
| | | |
| | | | 26,915 |
|
TOTAL PREFERRED STOCKS (Cost $27,132) | | $ | 26,915 |
|
| | | | |
Emerging Markets Debt Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
SHORT-TERM INVESTMENTS - 10.66% | | | |
Short-Term Securities* - 10.66% | | | | |
Federal Home Loan Bank Discount Notes, | | | | |
0.010%, 03/01/2010 | $ | 1,600,000 | $ | 1,600,000 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $1,600,000) | | 1,600,000 |
|
Total Investments (Emerging Markets Debt Fund) | | | |
(Cost $15,231,712) - 102.05% | | | | 15,314,199 |
Other assets and liabilities, net - (2.05%) | | | (307,713) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | | 15,006,486 |
| |
|
|
For sector weighting information see pages 3-8. | | | |
|
|
Emerging Markets Value Fund | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 94.82% | | | | |
Bermuda - 0.10% | | | | |
Central European Media Enterprises, Ltd. (I) | 43,750 | $ | 1,164,788 |
Brazil - 8.50% | | | | |
Acucar Guarani SA (I) | | 72,600 | | 208,904 |
Banco ABC Brasil SA | | 101,700 | | 692,200 |
Banco Alfa de Investimento SA (I) | | 10,300 | | 45,426 |
Banco do Brasil SA | | 113,467 | | 1,869,193 |
Banco Santander Brasil SA, ADR | | 71,272 | | 852,413 |
Bematech SA | | 83,600 | | 428,837 |
BM&F BOVESPA SA | | 1,774,100 | | 11,623,465 |
BR Malls Participacoes SA (I) | | 180,900 | | 2,352,406 |
Brasil Ecodiesel Industria e Comercio de | | | | |
Biocombustiveis e Oleos Vegetais SA (I) | 189,500 | | 141,563 |
Braskem SA (I)(L) | | 164,396 | | 2,336,067 |
Brookfield Incorporacoes SA | | 242,200 | | 1,214,250 |
Camargo Correa Desenvolvimento | | | | |
Imobiliario SA | | 69,100 | | 215,657 |
Cia Providencia Industria e Comercio SA | | 30,900 | | 134,396 |
Cosan SA Industria e Comercio (I) | | 312,500 | | 4,070,636 |
CR2 Empreendimentos Imobiliarios SA (I) | 7,600 | | 23,341 |
Cremer SA | | 77,000 | | 638,276 |
Duratex SA | | 400,945 | | 3,816,094 |
Empresa Brasileira de Aeronautica | | | | |
SA, ADR (L) | | 28,000 | | 614,880 |
Eternit SA | | 55,828 | | 268,459 |
Even Construtora e Incorporadora SA | | 223,200 | | 926,320 |
Ez Tec Empreendimentos e Participacoes SA | 79,800 | | 367,394 |
Fertilizantes Heringer SA (I) | | 15,900 | | 100,742 |
Fibria Celulose SA, SADR (I)(L) | | 155,200 | | 2,847,920 |
Gafisa SA | | 521,523 | | 3,953,661 |
Gerdau SA | | 234,900 | | 2,607,473 |
Gerdau SA, SADR (L) | | 1,530,852 | | 22,580,067 |
Grendene SA | | 240,600 | | 1,231,525 |
Guararapes Confeccoes SA | | 15,200 | | 534,101 |
Helbor Empreendimentos SA | | 39,800 | | 275,295 |
IdeiasNet SA (I) | | 161,600 | | 393,459 |
Iguatemi Empresa de Shopping Centers SA | 73,200 | | 1,158,465 |
Industrias Romi SA (I) | | 138,700 | | 1,036,134 |
Inpar SA (I) | | 44,900 | | 77,022 |
JHSF Participacoes SA | | 335,500 | | 621,932 |
Kepler Weber SA (I) | | 670,300 | | 237,386 |
Kroton Educacional SA | | 31,913 | | 328,463 |
Log-in Logistica Intermodal SA (I) | | 71,500 | | 322,455 |
Magnesita Refratarios SA (I) | | 87,300 | | 647,329 |
Marfrig Frigorificos e Comercio de | | | | |
Alimentos SA (I) | | 265,065 | | 3,088,990 |
| |
The accompanying notes are an integral part of the financial statements. | 54 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Brazil (continued) | | | | |
Medial Saude SA (I) | | 84,300 | $ | 700,187 |
Metalfrio Solutions SA | | 16,800 | | 108,024 |
MPX Energia SA | | 68,000 | | 1,014,083 |
Multiplan Empreendimentos Imobiliarios SA | | 52,400 | | 905,833 |
Obrascon Huarte Lain Brasil SA | | 53,600 | | 1,125,002 |
Paranapanema SA (I) | | 361,900 | | 1,652,146 |
Plascar Participacoes Industriais SA (I) | | 118,100 | | 254,871 |
Porto Seguro SA | | 128,100 | | 1,279,476 |
Profarma Distribuidora de Produtos | | | | |
Farmaceuticos SA | | 13,300 | | 131,296 |
Rodobens Negocios Imobiliarios SA | | 33,200 | | 273,735 |
Rossi Residencial SA | | 242,100 | | 1,891,626 |
Sao Carlos Empreendimentos e | | | | |
Participacoes SA | | 79,700 | | 707,847 |
Sao Martinho SA | | 109,400 | | 1,023,081 |
Springs Global Participacoes SA (I) | | 13,600 | | 45,907 |
Sul America SA | | 89,900 | | 2,362,975 |
TRISUL SA (I) | | 19,600 | | 67,786 |
Ultrapar Participacoes SA, ADR (L) | | 161,060 | | 7,231,594 |
Usinas Siderurgicas de Minas Gerais SA | | 183,250 | | 5,191,821 |
| | | |
| | | | 100,849,886 |
Chile - 4.25% | | | | |
Administradora de Fondos de Pensiones | | | | |
Provida SA | | 62,005 | | 194,966 |
Almendral SA | | 744,630 | | 76,627 |
Banco de Credito e Inversiones (I) | | 26,618 | | 958,705 |
Cementos Bio-Bio SA | | 2,795 | | 6,152 |
Centros Comerciales Sudamericanos SA | | 1,541,995 | | 5,964,927 |
Cia General de Electricidad | | 397,095 | | 2,494,188 |
Cintac SA | | 78,352 | | 40,315 |
Companhia Sudamericana de Vapores SA (I) | | 1,421,064 | | 1,150,933 |
CorpBanca SA | | 28,213,598 | | 239,258 |
CorpBanca SA, SADR | | 11,885 | | 490,732 |
Cristalerias de Chile SA | | 62,943 | | 743,681 |
Empresas CMPC SA | | 229,606 | | 10,063,722 |
Empresas Copec SA | | 829,116 | | 13,145,774 |
Empresas Iansa SA (I) | | 2,980,288 | | 191,397 |
Enersis SA SADR (L) | | 459,633 | | 9,932,669 |
GASCO SA | | 229,623 | | 1,242,743 |
Industrias Forestales SA | | 150,246 | | 38,653 |
Inversiones Aguas Metropolitanas SA | | 878,087 | | 1,087,673 |
Madeco SA | | 5,095,600 | | 305,882 |
Masisa SA | | 6,326,453 | | 892,274 |
Ripley Corp SA | | 755,256 | | 659,185 |
Socovesa SA | | 954,921 | | 362,497 |
Vina San Pedro Tarapaca SA | | 16,425,632 | | 147,119 |
| | | |
| | | | 50,430,072 |
China - 5.10% | | | | |
Angang Steel Company, Ltd., Class H | | 1,288,000 | | 2,361,239 |
Anton Oilfield Services Group | | 702,000 | | 65,142 |
Asia Cement China Holdings Corp. | | 223,000 | | 118,399 |
Bank of China, Ltd. | | 28,122,136 | | 13,629,292 |
Bank of Communications | | | | |
Company, Ltd., Class H | | 97,208 | | 106,772 |
Baoye Group Company, Ltd. | | 508,000 | | 304,676 |
Beijing Capital International Airport | | | | |
Company, Ltd., Class H (I) | | 3,036,000 | | 1,662,935 |
Beijing Capital Land, Ltd. | | 1,438,000 | | 506,438 |
Beijing Jingkelong Company, Ltd. | | 55,000 | | 52,583 |
Beijing North Star Company (L) | | 1,284,000 | | 395,493 |
Bosideng International Holdings, Ltd. | | 2,970,000 | | 632,066 |
BYD Electronic International | | | | |
Company, Ltd. (I) | | 608,500 | | 508,667 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
China (continued) | | | | |
Catic Shenzhen Holdings, Ltd. (I) | | 140,000 | $ | 46,937 |
Central China Real Estate, Ltd. | | 496,000 | | 121,547 |
China Aoyuan Property Group, Ltd. (I) | | 1,555,000 | | 256,545 |
China BlueChemical, Ltd. | | 886,000 | | 568,664 |
China Citic Bank Corp, Ltd. | | 4,744,000 | | 3,173,521 |
China Communications | | | | |
Construction Company, Ltd. | | 4,029,445 | | 3,770,350 |
China Communications Services | | | | |
Corp., Ltd., Class H | | 2,194,000 | | 1,128,944 |
China Construction Bank Corp. | | 282,000 | | 212,997 |
China Huiyuan Juice Group, Ltd. | | 500,000 | | 330,523 |
China Nickel Resources Holding | | | | |
Company, Ltd. (I) | | 886,000 | | 163,300 |
China Railway Construction Corp. | | 1,790,835 | | 2,349,446 |
China Rare Earth Holdings, Ltd. (I) | | 1,272,000 | | 305,192 |
China Resources Microelectronics Ltd (I) | | 1,775,000 | | 82,500 |
China Shipping Container Lines | | | | |
Company, Ltd. (I) | | 4,286,850 | | 1,707,608 |
China Shipping Development Company, Ltd. | | 1,342,000 | | 2,282,383 |
China Starch Holdings, Ltd. | | 500,000 | | 87,727 |
Chongqing Iron & Steel Company, Ltd. | | 886,000 | | 279,761 |
Chongqing Machinery & Electric | | | | |
Company, Ltd. (I) | | 396,000 | | 89,838 |
Country Garden Holdings Company | | 4,147,000 | | 1,448,355 |
DaChan Food Asia, Ltd. | | 655,000 | | 145,181 |
Dalian Port PDA Company, Ltd. | | 1,324,000 | | 549,390 |
First Tractor Company | | 236,000 | | 182,023 |
Great Wall Motor Company, Ltd. (L) | | 632,000 | | 949,675 |
Great Wall Technology Company, Ltd. | | 310,000 | | 130,374 |
Greentown China Holdings, Ltd. | | 1,029,000 | | 1,366,070 |
Guangshen Railway Company, Ltd. (L) | | 38,900 | | 793,560 |
Guangshen Railway Company, Ltd. | | 110,000 | | 44,839 |
Guangzhou Pharmaceutical Company, Ltd. | | 376,000 | | 327,502 |
Hainan Meilan International | | | | |
Airport Company, Ltd. | | 235,000 | | 250,831 |
Haitian International Holdings, Ltd. | | 71,000 | | 37,525 |
Hidili Industry International | | | | |
Development, Ltd. (I) | | 1,623,000 | | 1,740,626 |
Honghua Group, Ltd. | | 810,000 | | 125,280 |
Hunan Non Ferrous Metal Corp., Ltd. (I) | | 2,694,000 | | 1,107,645 |
Intime Department Store Group Company, Ltd. | | 990,000 | | 838,231 |
Jingwei Textile Machinery Company, Ltd. | | 62,000 | | 19,975 |
KWG Property Holding, Ltd. | | 1,486,487 | | 986,882 |
Lingbao Gold Company, Ltd. (I) | | 446,000 | | 154,038 |
Maanshan Iron & Steel Company, Ltd. (I) | | 2,258,000 | | 1,356,431 |
NetDragon Websoft, Inc. | | 124,000 | | 70,786 |
PICC Property & Casualty | | | | |
Company, Ltd., Class H (I) | | 576,000 | | 521,215 |
Qingling Motors Company, Ltd. | | 1,170,000 | | 283,501 |
Qunxing Paper Holdings Company, Ltd. | | 549,000 | | 216,039 |
Regent Manner International, Ltd. | | 122,000 | | 60,217 |
Scud Group, Ltd. | | 306,000 | | 31,553 |
Semiconductor Manufacturing International | | | | |
Corp., SADR (I) | | 209,323 | | 1,086,386 |
Semiconductor Manufacturing | | | | |
International Corp. (I) | | 14,639,000 | | 1,539,302 |
Shandong Chenming Paper Holdings, Ltd. | | 77,500 | | 50,341 |
Shanghai Forte Land Company | | 1,195,405 | | 326,857 |
Shanghai Jin Jiang International Hotels | | | | |
Group Company, Ltd. | | 308,000 | | 96,953 |
Shanghai Prime Machinery Company, Ltd. | | 1,124,000 | | 246,269 |
Shui On Land, Ltd. | | 4,656,250 | | 2,268,566 |
Sichuan Xinhua Winshare | | | | |
Chainstore Company, Ltd. | | 628,000 | | 265,475 |
SinoCom Software Group, Ltd. | | 157,000 | | 21,456 |
| |
The accompanying notes are an integral part of the financial statements. | 55 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
China (continued) | | | | |
Sinotrans, Ltd., Class H | | 2,507,000 | $ | 678,433 |
SPG Land Holdings, Ltd. | | 6,000 | | 3,713 |
Tiangong International Company, Ltd. | | 49,000 | | 17,810 |
Tianjin Capital Environmental Protection | | | | |
Group Company, Ltd. | | 18,000 | | 6,727 |
Travelsky Technology, Ltd. | | 994,000 | | 799,225 |
Weiqiao Textile Company | | 695,500 | | 483,080 |
Wuyi International | | | | |
Pharmaceutical Company, Ltd. | | 525,000 | | 50,789 |
Xiamen International Port Company, Ltd. | | 1,446,000 | | 276,021 |
Xingda International Holdings, Ltd. | | 1,029,000 | | 488,212 |
Xinjiang Xinxin Mining | | | | |
Industry Company, Ltd. | | 1,190,000 | | 634,910 |
Zhejiang Glass Company, Ltd. (I) | | 172,000 | | 62,063 |
Zhong An Real Estate, Ltd. | | 291,000 | | 92,620 |
| | | |
| | | | 60,534,437 |
Czech Republic - 0.31% | | | | |
Pegas Nonwovens SA | | 30,079 | | 687,856 |
Telefonica O2 Czech Republic AS | | 65,666 | | 1,549,484 |
Unipetrol AS (I) | | 206,126 | | 1,468,177 |
| | | |
| | | | 3,705,517 |
Hong Kong - 6.63% | | | | |
AMVIG Holdings, Ltd. | | 666,000 | | 300,649 |
Asian Union New Media Group, Ltd. (I) | | 2,681,250 | | 17,277 |
Beijing Development Hong Kong, Ltd. (I) | | 190,000 | | 45,546 |
Beijing Enterprises Holdings, Ltd. | | 647,500 | | 4,070,118 |
Brilliance China Automotive Holdings, Ltd. (I) | | 3,630,000 | | 982,581 |
Chaoda Modern Agriculture Holdings, Ltd. | | 3,681,656 | | 3,986,731 |
China Aerospace International | | | | |
Holdings, Ltd. (I) | | 2,697,400 | | 410,262 |
China Agri-Industries Holdings, Ltd. | | 2,464,000 | | 3,544,693 |
China Everbright, Ltd. | | 999,000 | | 2,423,675 |
China Grand Forestry Resources | | | | |
Group, Ltd. (I) | | 7,372,000 | | 270,810 |
China Green Holdings, Ltd. | | 81,000 | | 93,433 |
China Haidian Holdings, Ltd. | | 726,000 | | 72,978 |
China Merchants Holdings | | | | |
International Company, Ltd. | | 1,207,771 | | 4,343,523 |
China Mining Resources Group, Ltd. (I) | | 6,340,000 | | 212,446 |
China Oil and Gas Group, Ltd. (I) | | 3,180,000 | | 496,049 |
China Pharmaceutical Group, Ltd. | | 1,286,000 | | 689,913 |
China Properties Group, Ltd. (I) | | 947,000 | | 278,558 |
China Resources Enterprises, Ltd. | | 1,554,000 | | 5,457,830 |
China Travel International Investment | | | | |
Hong Kong, Ltd. | | 4,678,000 | | 1,230,064 |
China Unicom Hong Kong, Ltd. (L) | | 313,800 | | 3,818,946 |
China Zenith Chemical Group, Ltd. (I) | | 1,270,000 | | 37,488 |
Citic Pacific, Ltd. | | 1,420,923 | | 3,164,367 |
CITIC Resources Holdings, Ltd. (I) | | 4,270,000 | | 1,139,447 |
Clear Media, Ltd. (I) | | 13,000 | | 7,207 |
Coastal Greenland, Ltd. (I) | | 814,000 | | 59,799 |
Cosco International Holdings, Ltd. | | 1,105,040 | | 539,820 |
COSCO Pacific, Ltd. | | 1,812,000 | | 2,812,405 |
Denway Motors, Ltd. | | 6,208,000 | | 3,456,334 |
Digital China Holdings, Ltd. | | 307,000 | | 482,738 |
Dynasty Fine Wines Group, Ltd. | | 654,000 | | 193,102 |
Fosun International | | 2,194,000 | | 1,634,408 |
Franshion Properties China, Ltd. | | 4,046,000 | | 1,308,846 |
FU JI Food & Catering Services | | | | |
Holdings, Ltd. (I) | | 410,000 | | 0 |
Global Bio-Chem Technology | | | | |
Group Company, Ltd. | | 2,198,000 | | 595,183 |
Goldbond Group Holdings, Ltd. | | 10,000 | | 773 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Hong Kong (continued) | | | | |
Goldlion Holdings, Ltd. | | 50,000 | $ | 15,661 |
Guangzhou Investment Company, Ltd. | | 6,164,000 | | 1,597,042 |
GZI Transportation, Ltd. | | 718,106 | | 276,653 |
Harbin Power Equipment Company, Ltd. | | 1,056,000 | | 851,474 |
HKC Holdings, Ltd. (I) | | 4,216,749 | | 315,182 |
Hopson Development Holdings, Ltd. | | 1,210,000 | | 1,693,892 |
Hua Han Bio-Pharmaceutical Holdings Ltd | | 604,000 | | 195,419 |
Ju Teng International Holdings, Ltd. | | 980,000 | | 831,650 |
Kingboard Chemical Holdings, Ltd. | | 332,000 | | 1,484,668 |
Kingboard Laminates Holdings, Ltd. | | 328,500 | | 253,995 |
Kingway Brewery Holdings, Ltd. (I) | | 614,000 | | 126,608 |
Lai Fung Holdings, Ltd. | | 1,692,000 | | 55,685 |
MIN XIN Holdings, Ltd. | | 72,000 | | 32,017 |
Minmetals Resources, Ltd. (I) | | 1,240,000 | | 413,973 |
Minth Group, Ltd. | | 786,000 | | 1,136,383 |
Nan Hai Corp., Ltd. (I) | | 22,650,000 | | 283,155 |
Neo-China Land Group Holdings, Ltd. (I) | | 341,500 | | 91,863 |
New World China Land, Ltd. | | 1,443,000 | | 481,697 |
Qin Jia Yuan Media Services Company, Ltd. | | 481,176 | | 93,019 |
Shanghai Industrial Holdings, Ltd. | | 742,000 | | 3,189,472 |
Shanghai Zendai Property, Ltd. (I) | | 1,780,000 | | 74,614 |
Shenzhen International Holdings, Ltd. | | 13,565,000 | | 1,048,953 |
Shenzhen Investment, Ltd. | | 2,730,000 | | 964,123 |
Shimao Property Holdings, Ltd., GDR | | 2,075,500 | | 3,456,899 |
Shougang Concord International | | | | |
Enterprises Company, Ltd. | | 5,152,000 | | 1,155,556 |
Sino Union Petroleum & Chemical | | | | |
International, Ltd. (I) | | 3,390,000 | | 332,318 |
Sino-Ocean Land Holdings, Ltd. | | 4,171,639 | | 3,683,561 |
Sinofert Holdings, Ltd. | | 1,356,000 | | 756,877 |
Sinolink Worldwide Holdings, Ltd. | | 2,614,000 | | 437,959 |
Sinopec Kantons Holdings, Ltd. | | 620,000 | | 322,936 |
Sinotruk Hong Kong, Ltd. | | 288,500 | | 300,406 |
Soho China, Ltd. | | 1,589,000 | | 784,350 |
SRE Group, Ltd. (I) | | 3,164,000 | | 301,747 |
TCL Communication Technology | | | | |
Holdings, Ltd. (I) | | 413,400 | | 130,132 |
TCL Multimedia Technology | | | | |
Holdings, Ltd. (I) | | 675,200 | | 688,861 |
Tian An China Investment, Ltd. | | 978,000 | | 623,143 |
Tianjin Port Development Holdings, Ltd. (I) | | 1,118,000 | | 335,855 |
Tomson Group, Ltd. | | 376,000 | | 158,136 |
TPV Technology, Ltd. | | 1,882,000 | | 1,261,226 |
United Energy Group, Ltd. (I) | | 356,000 | | 24,863 |
Xiwang Sugar Holdings Company, Ltd. | | 449,020 | | 135,424 |
Yip’s Chemical Holdings, Ltd. | | 18,000 | | 14,192 |
| | | |
| | | | 78,589,638 |
Hungary - 0.10% | | | | |
Danubius Hotel and Spa PLC (I) | | 951 | | 15,869 |
Egis Gyogyszergyar Nyrt. | | 10,381 | | 1,015,749 |
Fotex Holding SE Company, Ltd. (I) | | 65,740 | | 121,623 |
Raba Jarmuipari Holding Nyilvanosan | | | | |
Mukodo Rt. (I) | | 11,794 | | 43,497 |
| | | |
| | | | 1,196,738 |
India - 12.64% | | | | |
ABG Shipyard, Ltd. | | 4,049 | | 21,176 |
ACC, Ltd. | | 39,341 | | 787,740 |
Aditya Birla Nuvo, Ltd. | | 56,676 | | 1,037,051 |
Ador Welding, Ltd. | | 5,167 | | 19,439 |
Aftek, Ltd. (I) | | 28,741 | | 10,197 |
Alembic, Ltd. | | 38,000 | | 37,598 |
Allahabad Bank | | 273,562 | | 790,369 |
Alok Industries, Ltd. | | 223,780 | | 113,989 |
| |
The accompanying notes are an integral part of the financial statements. | 56 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
India (continued) | | | | |
Ambuja Cements, Ltd. | | 684,511 | $ | 1,583,403 |
Amtek Auto, Ltd. | | 98,948 | | 402,195 |
Andhra Bank | | 215,172 | | 465,199 |
Ansal Properties & Infrastructure, Ltd. | | 9,294 | | 14,197 |
Apollo Hospitals Enterprise, Ltd. | | 37,049 | | 551,065 |
Apollo Tyres, Ltd. | | 154,850 | | 194,414 |
Arvind, Ltd. (I) | | 104,142 | | 77,323 |
Ashapura Minechem, Ltd. (I) | | 5,400 | | 7,664 |
Ashok Leyland, Ltd. | | 1,150,653 | | 1,245,356 |
Aurobindo Pharma, Ltd. | | 69,793 | | 1,389,331 |
Avaya Global Connect, Ltd. | | 5,668 | | 27,032 |
Axis Bank, Ltd. | | 158,880 | | 3,867,092 |
Bajaj Auto Finance, Ltd. | | 11,946 | | 77,295 |
Bajaj Finserv, Ltd. | | 24,676 | | 184,176 |
Bajaj Hindusthan, Ltd. | | 135,981 | | 450,976 |
Bajaj Holdings and Investment, Ltd. | | 53,373 | | 689,102 |
Balaji Telefilms, Ltd. | | 11,528 | | 12,107 |
Ballarpur Industries, Ltd. | | 487,134 | | 277,997 |
Balmer Lawrie & Company, Ltd. | | 1,500 | | 19,218 |
Balrampur Chini Mills, Ltd. | | 348,925 | | 794,847 |
Bank of Maharashtra | | 130,888 | | 140,230 |
Bank of Rajasthan | | 47,965 | | 64,876 |
BEML, Ltd. | | 27,755 | | 611,398 |
Bhushan Steel, Ltd. | | 16,585 | | 576,586 |
Biocon, Ltd. | | 107,645 | | 616,381 |
Birla Corp., Ltd. | | 41,760 | | 325,009 |
Bombay Rayon Fashions, Ltd. | | 46,150 | | 207,054 |
Cairn India, Ltd. (I) | | 537,071 | | 3,102,023 |
Century Textile & Industries, Ltd. | | 32,699 | | 337,426 |
Chambal Fertilizers & Chemicals, Ltd. | | 224,870 | | 303,227 |
Cholamandalam DBS Finance, Ltd. (I) | | 7,563 | | 11,672 |
City Union Bank, Ltd. | | 73,125 | | 45,943 |
Coromandel Fertilisers, Ltd. | | 12,000 | | 72,414 |
Cranes Software International, Ltd. | | 3,000 | | 1,230 |
Dalmia Cement Bharat, Ltd. | | 6,800 | | 31,359 |
DCM Shriram Consolidated, Ltd. | | 26,804 | | 31,706 |
Deepak Fertilizers & | | | | |
Petrochemicals Corp., Ltd. | | 34,858 | | 77,128 |
DLF, Ltd. | | 264,611 | | 1,671,117 |
Dr. Reddy’s Laboratories, Ltd. | | 62,300 | | 1,539,026 |
Edelweiss Capital, Ltd. | | 11,400 | | 100,906 |
EID Parry India, Ltd. | | 40,945 | | 298,658 |
Elder Pharmaceuticals, Ltd. | | 3,200 | | 25,425 |
Electrosteel Castings, Ltd. | | 47,000 | | 44,810 |
Escorts, Ltd. (I) | | 36,222 | | 101,456 |
Essel Propack, Ltd. | | 6,500 | | 6,140 |
Eveready Industries India, Ltd. (I) | | 21,000 | | 26,611 |
FDC, Ltd. | | 31,000 | | 48,891 |
Federal Bank, Ltd. | | 274,293 | | 1,542,809 |
Financial Technologies India, Ltd. | | 37,632 | | 1,204,590 |
Finolex Cables, Ltd. | | 27,100 | | 30,013 |
Finolex Industries, Ltd. | | 62,340 | | 72,182 |
Fortis Healthcare, Ltd. (I) | | 135,361 | | 460,933 |
Gammon India, Ltd. | | 66,972 | | 317,791 |
Geodesic, Ltd. | | 40,000 | | 106,691 |
Gitanjali Gems, Ltd. | | 31,915 | | 81,362 |
Godrej Industries, Ltd. | | 116,069 | | 383,256 |
Graphite India, Ltd. | | 75,397 | | 131,862 |
Grasim Industries, Ltd. | | 70,103 | | 4,090,689 |
Great Eastern Shipping Company, Ltd. | | 121,552 | | 693,122 |
Great Offshore, Ltd. | | 45,068 | | 411,235 |
Gujarat Alkalies & Chemicals, Ltd. | | 35,989 | | 104,643 |
Gujarat Ambuja Exports, Ltd. | | 15,000 | | 5,497 |
Gujarat Flourochemicals, Ltd. | | 13,363 | | 42,260 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
India (continued) | | | | |
Gujarat Narmada Valley | | | | |
Fertilizers Company, Ltd. | | 51,735 | $ | 119,337 |
Gujarat State Fertilisers & Chemicals, Ltd. | | 17,219 | | 73,014 |
HCL Infosystems, Ltd. | | 148,100 | | 444,048 |
HCL Technologies, Ltd. | | 351,250 | | 2,788,524 |
HEG, Ltd. | | 13,300 | | 93,429 |
Hexaware Technologies, Ltd. | | 38,931 | | 54,679 |
Himatsingka Seide, Ltd. (I) | | 4,000 | | 3,302 |
Hindalco Industries, Ltd. | | 151,306 | | 533,066 |
Hinduja TMT, Ltd. | | 5,652 | | 38,646 |
Hindustan Construction Company, Ltd. | | 237,251 | | 681,916 |
Hotel Leela Venture, Ltd. | | 112,844 | | 111,910 |
Housing Development & | | | | |
Infrastructure, Ltd. (I) | | 11,538 | | 74,078 |
ICICI Bank, Ltd., SADR (L) | | 736,341 | | 28,165,023 |
India Cements, Ltd. | | 437,401 | | 1,122,156 |
India Glycols, Ltd. | | 14,305 | | 37,902 |
India Infoline, Ltd. | | 155,315 | | 382,083 |
Indiabulls Financial Services, Ltd. | | 304,539 | | 661,161 |
Indiabulls Real Estate, Ltd. (I) | | 122,920 | | 421,962 |
Indian Hotels Company, Ltd. | | 708,519 | | 1,373,936 |
Indian Overseas Bank | | 261,467 | | 500,255 |
IndusInd Bank, Ltd. | | 348,258 | | 1,113,005 |
Industrial Development Bank of India, Ltd. | | 391,102 | | 1,013,809 |
Infomedia 18, Ltd. (I) | | 19,250 | | 11,841 |
Infotech Enterprises, Ltd. | | 2,000 | | 15,030 |
Infrastructure Development | | | | |
Finance Company, Ltd. | | 1,272,514 | | 4,421,927 |
Ingersoll-Rand India, Ltd. | | 6,375 | | 46,339 |
IVRCL Infrastructures & Projects, Ltd. | | 172,406 | | 1,210,142 |
Jammu & Kashmir Bank, Ltd. | | 22,831 | | 303,667 |
JB Chemicals & Pharmaceuticals, Ltd. | | 21,800 | | 29,448 |
JBF Industries, Ltd. | | 33,159 | | 71,367 |
Jet Airways India, Ltd. (I) | | 32,379 | | 282,755 |
Jindal Saw, Ltd. | | 213,210 | | 896,491 |
Jindal Stainless, Ltd. (I) | | 44,557 | | 96,924 |
JK Tyre & Industries, Ltd. | | 14,533 | | 54,370 |
JSW Steel, Ltd. | | 125,202 | | 2,895,654 |
Jubilant Organosys, Ltd. | | 29,000 | | 200,939 |
Kalpataru Power Transmission, Ltd. | | 5,788 | | 125,188 |
Karnataka Bank, Ltd. | | 155,196 | | 377,538 |
Karur Vysya Bank, Ltd. | | 21,841 | | 185,459 |
Kesoram Industries, Ltd. | | 31,455 | | 247,742 |
Kotak Mahindra Bank, Ltd. | | 207,362 | | 3,311,636 |
Lakshmi Machine Works, Ltd. | | 1,969 | | 75,306 |
LIC Housing Finance, Ltd. | | 122,389 | | 1,991,996 |
Madras Cements, Ltd. | | 90,107 | | 216,436 |
Maharashtra Seamless, Ltd. | | 62,316 | | 479,352 |
Mahindra & Mahindra Financial Services, Ltd. | | 10,200 | | 74,178 |
Mahindra & Mahindra, Ltd. | | 276,840 | | 6,078,560 |
Mahindra Lifespace Developers, Ltd. | | 9,110 | | 74,937 |
Mangalam Cement, Ltd. | | 14,461 | | 51,922 |
Mastek, Ltd. | | 11,271 | | 75,120 |
MAX India, Ltd. (I) | | 130,355 | | 550,650 |
Mercator Lines, Ltd. | | 182,292 | | 209,598 |
Monnet Ispat & Energy, Ltd. | | 19,233 | | 153,087 |
Moser Baer India, Ltd. | | 335,661 | | 557,121 |
MRF, Ltd. | | 680 | | 83,536 |
Mukand, Ltd. (I) | | 28,732 | | 34,474 |
Nagarjuna Construction Company, Ltd. | | 246,877 | | 817,022 |
Nagarjuna Fertilizers & Chemicals, Ltd. (I) | | 229,114 | | 163,547 |
Nahar Spinning Mills, Ltd. | | 6,600 | | 10,695 |
National Organic Chemical Industries, Ltd. | | 80,241 | | 38,505 |
NIIT Technologies, Ltd. | | 18,577 | | 69,600 |
NIIT, Ltd. | | 35,844 | | 50,507 |
| |
The accompanying notes are an integral part of the financial statements. | 57 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
India (continued) | | | | |
Nirma, Ltd. | | 20,100 | $ | 72,616 |
OCL India, Ltd. | | 1,500 | | 3,940 |
Oracle Financial Services Software, Ltd. (I) | | 38,652 | | 1,882,571 |
Orchid Chemicals & Pharmaceuticals, Ltd. | | 56,302 | | 197,063 |
Orient Paper & Industries, Ltd. | | 51,770 | | 51,045 |
Oriental Bank of Commerce | | 124,848 | | 743,321 |
Panacea Biotec, Ltd. (I) | | 26,548 | | 104,457 |
Pantaloon Retail India, Ltd. | | 800 | | 6,805 |
Patni Computer Systems, Ltd. | | 70,484 | | 724,106 |
Patni Computer Systems, Ltd., ADR | | 28,382 | | 589,494 |
Petronet LNG, Ltd. | | 548,610 | | 879,559 |
Polaris Software Lab, Ltd. | | 39,735 | | 127,163 |
Prism Cement, Ltd. | | 45,201 | | 49,531 |
PSL, Ltd. | | 6,900 | | 21,742 |
PTC India, Ltd. | | 311,479 | | 709,133 |
Punj Lloyd, Ltd. | | 224,909 | | 856,546 |
Raymond, Ltd. (I) | | 33,679 | | 157,350 |
REI Six Ten Retail, Ltd. | | 7,790 | | 16,935 |
Reliance Capital, Ltd. | | 122,106 | | 2,078,971 |
Reliance Communications, Ltd. | | 907,725 | | 3,087,256 |
Reliance Industries, Ltd. | | 12,140 | | 258,290 |
Reliance Industries, Ltd., GDR (S) | | 242,076 | | 10,273,003 |
Reliance Power, Ltd. (I) | | 150,000 | | 449,066 |
Rolta India, Ltd. | | 140,629 | | 537,631 |
RPG Itochu Finance, Ltd. | | 1,086 | | 6,152 |
Ruchi Soya Industries, Ltd. | | 153,126 | | 342,730 |
SEAMEC, Ltd. (I) | | 14,000 | | 59,817 |
Sicagen India, Ltd. (I) | | 4,881 | | 1,678 |
Sical Logistics, Ltd. (I) | | 4,881 | | 9,405 |
Sonata Software, Ltd. | | 23,000 | | 26,450 |
South Indian Bank, Ltd. | | 161,441 | | 506,390 |
SREI Infrastructure Finance, Ltd. | | 135,957 | | 191,295 |
SRF, Ltd. | | 37,385 | | 144,638 |
Sterlite Industries India, Ltd. | | 518,042 | | 8,749,729 |
Strides Arcolab, Ltd. (I) | | 13,608 | | 87,001 |
Suzlon Energy, Ltd. (I) | | 534,875 | | 838,192 |
Syndicate Bank, Ltd. | | 230,001 | | 419,788 |
Tanla Solutions, Ltd. | | 86,834 | | 89,465 |
Tata Chemicals, Ltd. | | 121,519 | | 759,255 |
Tata Investment Corp., Ltd. | | 6,928 | | 69,465 |
Tata Motors, Ltd. | | 113,232 | | 1,757,750 |
Tata Steel, Ltd. | | 254,815 | | 3,173,001 |
Tata Tea, Ltd. | | 60,799 | | 1,239,863 |
Teledata Marine Solutions Pte, Ltd. (I) | | 23,607 | | 17,537 |
Teledata Technology Solutions (I) | | 23,607 | | 2,048 |
Triveni Engineering & Industries, Ltd. | | 172,863 | | 434,933 |
Tube Investments of India, Ltd. | | 59,975 | | 99,658 |
TVS Motor Company, Ltd. | | 63,451 | | 96,709 |
Unichem Laboratories, Ltd. | | 6,400 | | 45,786 |
Union Bank of India, Ltd. | | 213,838 | | 1,189,514 |
United Phosphorus, Ltd. | | 172,150 | | 564,327 |
Usha Martin, Ltd. | | 106,610 | | 201,249 |
Varun Shipping Company, Ltd. | | 62,246 | | 67,122 |
Videocon Industries, Ltd. | | 91,080 | | 435,207 |
Vimta Labs, Ltd. | | 7,251 | | 4,036 |
Welspun-Gujarat Stahl, Ltd. | | 120,815 | | 623,837 |
Wockhardt, Ltd. (I) | | 60,840 | | 186,094 |
Yes Bank, Ltd. (I) | | 213,967 | | 1,100,206 |
Zee Entertainment Enterprises, Ltd. | | 147,094 | | 781,350 |
Zuari Industries, Ltd. | | 3,500 | | 39,739 |
| | | |
| | | | 149,932,042 |
Indonesia - 2.61% | | | | |
Astra Graphia Tbk PT | | 606,500 | | 23,364 |
Bakrie & Brothers Tbk PT (I) | | 80,136,261 | | 668,365 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Indonesia (continued) | | | | |
Bakrieland Development Tbk PT (I) | | 45,156,000 | $ | 1,073,954 |
Bank Bukopin Tbk PT | | 1,367,500 | | 58,062 |
Bank Danamon Indonesia Tbk PT | | 3,583,500 | | 1,931,186 |
Bank Negara Indonesia Persero Tbk PT | | 4,200,000 | | 867,210 |
Bank Pan Indonesia Tbk PT (I) | | 7,621,500 | | 652,905 |
Berlian Laju Tanker Tbk PT | | 5,958,333 | | 394,170 |
Bhakti Investama Tbk PT (I) | | 4,262,825 | | 282,273 |
Budi Acid Jaya Tbk PT | | 2,039,000 | | 49,117 |
Bumi Resources Tbk PT | | 31,331,430 | | 7,605,540 |
Central Proteinaprima Tbk PT (I) | | 30,464,500 | | 163,121 |
Charoen Pokphand Indonesia Tbk PT (I) | | 2,636,000 | | 566,229 |
Ciputra Development Tbk PT (I) | | 8,719,000 | | 647,377 |
Ciputra Surya Tbk PT (I) | | 971,000 | | 65,265 |
Davomas Abadi Tbk PT (I) | | 8,435,500 | | 45,182 |
Energi Mega Persada Tbk PT (I) | | 15,800,638 | | 270,984 |
Global Mediacom Tbk PT | | 15,311,000 | | 494,920 |
Gudang Garam Tbk PT | | 1,476,000 | | 4,145,667 |
Indah Kiat Pulp and Paper Corp Tbk PT (I) | | 6,340,000 | | 1,397,177 |
Indofood Sukses Makmur Tbk PT | | 8,505,000 | | 3,477,698 |
International Nickel Indonesia Tbk PT | | 2,914,000 | | 1,183,520 |
Kawasan Industri Jababeka Tbk PT (I) | | 15,626,500 | | 174,379 |
Lippo Karawaci Tbk PT (I) | | 12,000,000 | | 643,092 |
Matahari Putra Prima Tbk PT (I) | | 2,845,500 | | 305,554 |
Medco Energi Internasional Tbk PT | | 4,015,500 | | 1,063,457 |
Mitra Adiperkasa Tbk PT (I) | | 866,000 | | 63,991 |
Panin Insurance Tbk PT (I) | | 1,443,000 | | 41,445 |
Panin Life Tbk PT (I) | | 30,756,000 | | 467,586 |
Polychem Indonesia Tbk PT (I) | | 1,930,000 | | 27,694 |
Ramayana Lestari Sentosa Tbk PT | | 305,000 | | 27,520 |
Sampoerna Agro Pt | | 45,500 | | 13,401 |
Samudera Indonesia Tbk PT | | 74,500 | | 26,336 |
Summarecon Agung Tbk PT | | 12,822,500 | | 995,774 |
Suryainti Permata Tbk PT (I) | | 1,802,000 | | 17,180 |
Timah Tbk PT | | 1,769,000 | | 414,171 |
Trias Sentosa Tbk PT | | 1,000,000 | | 20,872 |
Trimegah Securities Tbk PT | | 1,540,500 | | 22,773 |
Truba Alam Manunggal Engineering PT (I) | | 19,436,000 | | 241,956 |
Tunas Ridean Tbk PT | | 1,512,500 | | 306,735 |
| | | |
| | | | 30,937,202 |
Israel - 2.42% | | | | |
Africa Israel Industries, Ltd. | | 575 | | 26,381 |
Alvarion, Ltd. (I) | | 116,282 | | 419,302 |
AudioCodes, Ltd. (I) | | 26,116 | | 92,587 |
Bank Hapoalim, Ltd. (I) | | 2,321,779 | | 9,733,455 |
Bank Leumi Le-Israel, Ltd. (I) | | 2,508,838 | | 10,709,037 |
Baran Group, Ltd. (I) | | 3,200 | | 20,451 |
Delta Galil Industries, Ltd. (I) | | 8,190 | | 72,168 |
Discount Investment Corp. | | 25,268 | | 645,698 |
Electra Israel, Ltd. | | 2,170 | | 219,669 |
Electra Real Estate, Ltd. (I) | | 9,331 | | 83,402 |
Elron Electronic Industries, Ltd. (I) | | 23,021 | | 177,362 |
First International Bank of Israel, Ltd. (I) | | 98,744 | | 342,048 |
First International Bank of Israel, Ltd. (I) | | 41,750 | | 735,871 |
Formula Systems, Ltd. (I) | | 5,626 | | 69,323 |
Formula Systems, Ltd., ADR (I) | | 3,500 | | 42,735 |
Greenstone, Ltd. (I) | | 59,724 | | 24,898 |
Koor Industries, Ltd. | | 11,087 | | 303,175 |
Mivtach Shamir Holdings, Ltd. (I) | | 6,654 | | 209,402 |
Mizrahi Tefahot Bank, Ltd. (I) | | 290,497 | | 2,566,898 |
Oil Refineries, Ltd. (I) | | 1,716,777 | | 913,377 |
Orbotech, Ltd. (I) | | 45,156 | | 406,404 |
RADVision, Ltd. (I) | | 2,054 | | 12,972 |
Retalix, Ltd. (I) | | 43,124 | | 566,873 |
The Phoenix Holdings, Ltd. (I) | | 33,750 | | 104,914 |
| |
The accompanying notes are an integral part of the financial statements. | 58 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Israel (continued) | | | | |
Union Bank of Israel, Ltd. (I) | | 32,011 | $ | 161,195 |
| | | | 28,659,597 |
Malaysia - 3.73% | | | | |
Affin Holdings BHD | | 1,046,800 | | 811,261 |
Al Aqar KPJ | | 49,082 | | 14,126 |
Alliance Financial Group BHD | | 1,817,500 | | 1,486,626 |
AMDB BHD (I) | | 180,000 | | 21,136 |
AMMB Holdings BHD | | 3,884,450 | | 5,587,046 |
Ann Joo Resources BHD | | 374,700 | | 308,242 |
Asas Dunia BHD (I) | | 94,000 | | 17,942 |
Asia Pacific Land BHD (I) | | 282,100 | | 23,618 |
Bandar Raya Developments BHD | | 1,190,700 | | 643,057 |
Berjaya Assets BHD (I) | | 458,500 | | 64,665 |
Berjaya Corp. BHD | | 3,188,500 | | 1,219,425 |
Berjaya Land BHD | | 210,200 | | 253,084 |
Berjaya Media BHD (I) | | 79,700 | | 18,606 |
BIMB Holdings BHD | | 743,200 | | 263,854 |
Boustead Holdings BHD | | 678,860 | | 677,917 |
Cahya Mata Sarawak BHD | | 235,100 | | 129,366 |
Dijaya Corp. BHD | | 16,900 | | 4,392 |
DNP Holdings BHD | | 529,900 | | 206,860 |
DRB-Hicom BHD | | 1,777,900 | | 519,239 |
Eastern & Oriental BHD (I) | | 740,200 | | 213,908 |
Eastern Pacific Industrial Corp. BHD | | 155,700 | | 72,328 |
ECM Libra Financial Group BHD | | 1,207,400 | | 234,461 |
Encorp BHD (I) | | 114,800 | | 30,685 |
EON Capital BHD | | 633,500 | | 1,283,129 |
Esso Malaysia BHD | | 89,000 | | 65,606 |
General Corp. BHD | | 242,500 | | 86,185 |
Globetronics Technology BHD | | 172,980 | | 46,761 |
Glomac BHD | | 108,200 | | 41,319 |
Goldis BHD (I) | | 268,500 | | 96,189 |
Hap Seng Consolidated BHD | | 524,000 | | 384,907 |
Hap Seng Plantations Holdings BHD | | 455,800 | | 316,754 |
Hong Leong Credit BHD | | 534,400 | | 1,208,079 |
Hong Leong Industries BHD | | 52,000 | | 71,192 |
Hume Industries Malaysia BHD | | 138,900 | | 174,122 |
Hunza Properties BHD | | 102,400 | | 37,564 |
Hwang-DBS Malaysia BHD (I) | | 69,400 | | 35,260 |
IGB Corp. BHD | | 1,989,800 | | 1,025,267 |
IJM Corp. BHD | | 2,707,180 | | 3,525,998 |
IJM Land BHD (I) | | 389,800 | | 238,175 |
Insas BHD (I) | | 478,504 | | 75,839 |
Integrated Logistics BHD | | 167,200 | | 48,916 |
Jaks Resources BHD (I) | | 413,200 | | 89,723 |
Jaya Tiasa Holdings BHD (I) | | 56,700 | | 45,740 |
K&N Kenanga Holdings BHD (I) | | 154,200 | | 39,932 |
Keck Seng BHD | | 178,900 | | 215,323 |
Kian Joo Can Factory BHD | | 332,000 | | 117,978 |
Kim Loong Resources BHD | | 37,800 | | 22,651 |
Kinsteel BHD | | 605,400 | | 177,367 |
KLCC Property Holdings BHD | | 1,299,200 | | 1,248,301 |
KPJ Healthcare BHD | | 533,500 | | 379,362 |
KSL Holdings BHD | | 155,066 | | 58,227 |
KUB Malaysia BHD | | 592,900 | | 81,785 |
Kulim Malaysia BHD | | 411,200 | | 859,372 |
Kumpulan Hartanah Selangor BHD (I) | | 410,900 | | 53,049 |
Landmarks BHD (I) | | 819,100 | | 290,907 |
LBS Bina Group BHD (I) | | 210,000 | | 45,791 |
Leader Universal Holdings BHD | | 490,700 | | 126,760 |
Lion Corp. BHD (I) | | 812,793 | | 78,704 |
Lion Diversified Holdings BHD | | 863,200 | | 113,979 |
Lion Industries Corp. BHD | | 1,085,100 | | 527,486 |
MAA Holdings BHD (I) | | 139,500 | | 28,457 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Malaysia (continued) | | | | |
Malaysia Building Society BHD | | 482,500 | $ | 140,188 |
MBM Resources BHD | | 5,000 | | 3,965 |
MEASAT Global BHD (I) | | 186,100 | | 107,628 |
Mega First Corp. BHD | | 193,700 | | 89,317 |
Melewar Industrial Group BHD (I) | | 62,200 | | 11,966 |
MK Land Holdings BHD (I) | | 656,100 | | 67,391 |
MMC Corp. BHD | | 1,962,100 | | 1,406,137 |
MNRB Holdings BHD (I) | | 18,000 | | 14,433 |
MTD ACPI Engineering BHD | | 88,100 | | 13,008 |
Muhibbah Engineering M BHD | | 859,000 | | 235,669 |
Mulpha International BHD (I) | | 2,033,000 | | 250,619 |
Naim Holdings BHD | | 228,400 | | 226,563 |
NCB Holdings BHD | | 4,000 | | 3,864 |
Nylex Malaysia BHD (I) | | 55,510 | | 11,762 |
Oriental Holdings BHD | | 425,600 | | 699,642 |
OSK Holdings BHD | | 1,295,625 | | 469,249 |
OSK Property Holdings BHD | | 80,236 | | 12,371 |
OSK Ventures International BHD (I) | | 157,045 | | 26,754 |
Panasonic Manufacturing Malaysia BHD | | 8,100 | | 30,226 |
Pelikan International Corp. BHD | | 415,200 | | 151,120 |
PJ Development Holdings BHD | | 297,900 | | 64,721 |
PPB Group BHD | | 1,088,600 | | 5,180,066 |
Protasco BHD | | 141,500 | | 41,145 |
Proton Holdings BHD (I) | | 656,100 | | 780,004 |
Ranhill BHD | | 382,200 | | 88,693 |
RHB Capital BHD | | 827,700 | | 1,282,948 |
Scomi Group BHD | | 2,062,900 | | 254,270 |
Selangor Dredging BHD | | 328,000 | | 52,025 |
Shangri-La Hotels BHD | | 24,100 | | 12,604 |
Shell Refining Company Federation of | | | | |
Malaya BHD | | 150,600 | | 473,184 |
SHL Consolidated BHD | | 185,100 | | 59,789 |
Southern Steel BHD | | 96,200 | | 62,063 |
Sunrise BHD | | 495,650 | | 309,022 |
Sunway City BHD | | 519,300 | | 503,488 |
Sunway Holdings, Inc. BHD (I) | | 370,700 | | 153,421 |
Suria Capital Holdings BHD | | 286,100 | | 125,945 |
Ta Ann Holdings BHD | | 246,100 | | 348,687 |
TA Enterprise BHD | | 2,443,400 | | 487,588 |
TA Global BHD (I) | | 1,466,040 | | 189,953 |
Talam Corp. BHD (I) | | 1,080,000 | | 39,625 |
TAN Chong Motor Holdings BHD | | 963,800 | | 897,512 |
TDM BHD | | 150,700 | | 73,907 |
Tebrau Teguh BHD (I) | | 548,034 | | 104,905 |
Time.com BHD (I) | | 1,972,700 | | 222,872 |
Titan Chemicals Corp. (I) | | 1,472,700 | | 537,217 |
Tradewinds Corp. BHD | | 660,000 | | 113,545 |
Tradewinds Malaysia BHD | | 82,400 | | 69,201 |
Unico-desa Plantations Bhdunico-desa | | | | |
Plantations BHD | | 107,500 | | 24,865 |
Unisem (M) BHD | | 688,400 | | 446,341 |
United Malacca BHD | | 83,200 | | 188,126 |
VS Industry BHD | | 166,897 | | 61,262 |
WTK Holdings BHD | | 477,500 | | 164,094 |
YNH Property BHD (I) | | 956,568 | | 463,607 |
YTL Cement BHD | | 53,800 | | 64,171 |
Zelan BHD (I) | | 600,800 | | 111,984 |
| | | |
| | | | 44,208,722 |
Mexico - 5.99% | | | | |
Alfa SA de CV | | 793,000 | | 5,336,975 |
Alsea SAB de CV | | 483,850 | | 436,201 |
Axtel SAB de CV (I) | | 1,028,937 | | 830,983 |
Bolsa Mexicana de Valores SA de CV (I) | | 381,800 | | 546,777 |
| |
The accompanying notes are an integral part of the financial statements. | 59 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Mexico (continued) | | | | |
Carso Infraestructura y Construccion SA | | | | |
de CV (I) | | 483,300 | $ | 310,137 |
Cemex SAB de CV, SADR (I)(L) | | 1,506,953 | | 14,406,471 |
Coca-Cola Femsa SAB de CV (L) | | 40,521 | | 2,601,853 |
Consorcio ARA SA de CV (I) | | 1,364,000 | | 930,796 |
Corp. GEO SA de CV (I) | | 842,752 | | 2,483,066 |
Dine SA de CV (I) | | 103,700 | | 53,561 |
Embotelladoras Arca SA de CV | | 916,541 | | 3,001,725 |
Empresas ICA SA de CV (I)(L) | | 201,733 | | 1,781,302 |
Empresas ICA Sociedad Controladora SA | | | | |
de CV (I) | | 25,600 | | 56,776 |
GMD Resorts SAB de CV (I) | | 69,300 | | 15,727 |
Grupo Aeroportuario del Centro Norte Sab | | | | |
de CV | | 292,200 | | 464,194 |
Grupo Aeroportuario del Pacifico SA | | | | |
de CV (L) | | 128,400 | | 4,356,612 |
Grupo Aeroportuario del Sureste SA de CV | | 27,200 | | 146,234 |
Grupo Aeroportuario del Sureste SA | | | | |
de CV (L) | | 39,550 | | 2,110,784 |
Grupo Carso SA de CV | | 1,218,100 | | 4,337,284 |
Grupo Cementos de Chihuahua SA de CV (I) | | 57,000 | | 191,808 |
Grupo Famsa SAB de CV (I) | | 270,433 | | 514,056 |
Grupo Financiero Banorte SA de CV | | 2,763,470 | | 10,350,253 |
Grupo Industrial Maseca SA de CV | | 2,600 | | 1,526 |
Grupo Industrial Saltillo SA de CV (I) | | 100,600 | | 59,045 |
Grupo Kuo SAB de CV (I) | | 164,700 | | 148,223 |
Grupo Mexicano de Desarrollo (I) | | 69,300 | | 29,285 |
Grupo Simec SAB de CV (I) | | 198,600 | | 500,758 |
Industrias CH SA de CV (I) | | 358,600 | | 1,167,420 |
Organizacion Soriana SA de CV (I) | | 1,728,200 | | 4,674,027 |
Qualitas Compania de Seguros SA de CV | | 364,900 | | 195,894 |
Telmex Internacional SAB de CV, ADR (L) | | 382,500 | | 6,992,100 |
Urbi Desarrollos Urbanos SA de CV (I) | | 915,100 | | 2,019,488 |
| | | |
| | | | 71,051,341 |
Philippines - 0.67% | | | | |
Ayala Corp. | | 45,000 | | 284,938 |
Benpres Holdings Corp. (I) | | 4,119,000 | | 263,741 |
China Banking Corp. | | 17,744 | | 138,717 |
DMCI Holdings, Inc. | | 3,234,000 | | 752,231 |
Empire East Land Holdings, Inc. (I) | | 5,890,000 | | 47,196 |
Filinvest Development Corp. | | 404,000 | | 15,859 |
Filinvest Land, Inc. | | 28,408,750 | | 498,027 |
First Philippine Holdings Corp. | | 546,800 | | 585,521 |
Megaworld Corp. | | 23,269,000 | | 593,202 |
Metropolitan Bank & Trust Company | | 1,329,500 | | 1,280,758 |
Philippine National Bank (I) | | 740,400 | | 356,622 |
Rizal Commercial Banking Corp. | | 553,700 | | 206,695 |
Robinsons Land Corp. | | 3,450,500 | | 988,857 |
Security Bank Corp. | | 197,018 | | 226,273 |
Union Bank of Philippines | | 340,600 | | 276,654 |
Universal Robina Corp. | | 2,161,100 | | 1,017,425 |
Vista Land & Lifescapes, Inc. | | 9,526,000 | | 400,149 |
| | | |
| | | | 7,932,865 |
Poland - 1.84% | | | | |
Agora SA (I) | | 92,656 | | 764,160 |
Asseco Poland SA | | 80,863 | | 1,549,412 |
Bank BPH SA (I) | | 23,715 | | 603,847 |
Bank Handlowy w Warszawie SA (I) | | 33,968 | | 856,629 |
Bank Millennium SA (I) | | 783,960 | | 1,048,436 |
Bioton SA (I) | | 5,054,898 | | 313,244 |
Boryszew SA (I) | | 53,854 | | 29,804 |
Ciech SA (I) | | 34,746 | | 397,408 |
Echo Investment SA (I) | | 671,909 | | 896,280 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Poland (continued) | | | | |
Emperia Holding SA | | 2,613 | $ | 74,844 |
Fabryki Mebli Forte SA | | 23,417 | | 99,817 |
Firma Oponiarska Debica SA | | 7,943 | | 184,399 |
Grupa Kety SA (I) | | 23,810 | | 936,546 |
Grupa Lotos SA (I) | | 123,912 | | 1,170,007 |
Impexmetal SA | | 74,550 | | 69,114 |
Kopex SA (I) | | 75,475 | | 591,483 |
Kredyt Bank SA (I) | | 59,632 | | 284,229 |
LC Corp. SA (I) | | 425,367 | | 217,628 |
Mostostal-Export SA (I) | | 22,387 | | 12,999 |
Netia SA (I) | | 376,393 | | 617,554 |
Orbis SA (I) | | 61,821 | | 722,766 |
Pekaes SA | | 6,381 | | 25,351 |
Pfleiderer Grajewo SA (I) | | 6,153 | | 28,476 |
Pol-Aqua SA (I) | | 4,966 | | 27,983 |
Polnord SA (I) | | 21,127 | | 239,932 |
Polska Grupa Farmaceutyczna SA (I) | | 7,974 | | 129,309 |
Polski Koncern Naftowy Orlen SA (I) | | 766,761 | | 8,684,705 |
Stalexport Autostrady SA (I) | | 202,394 | | 115,429 |
Sygnity SA (I) | | 28,494 | | 123,954 |
Synthos SA (I) | | 1,964,944 | | 916,473 |
Zaklady Azotowe Pulawy SA | | 5,249 | | 126,025 |
Zaklady Azotowe w Tarnowie-Moscicach SA | | 3,000 | | 16,237 |
| | | |
| | | | 21,874,480 |
Russia - 2.75% | | | | |
Gazprom OAO | | 455,805 | | 10,147,179 |
Lukoil OAO | | 288,612 | | 15,165,343 |
Magnitogorsk Iron & Steel Works (I) | | 13,600 | | 179,384 |
RusHydro, ADR | | 315,577 | | 1,366,448 |
Severstal, ADR (I) | | 24,500 | | 296,450 |
Surgutneftegaz, SADR | | 668,105 | | 5,462,577 |
| | | |
| | | | 32,617,381 |
South Africa - 9.84% | | | | |
ABSA Group, Ltd. | | 423,364 | | 7,285,353 |
Aeci, Ltd. | | 187,934 | | 1,458,199 |
Afgri, Ltd. | | 672,603 | | 510,058 |
African Bank Investments, Ltd. | | 874,834 | | 3,512,367 |
Allied Electronics Corp., Ltd. | | 93,711 | | 315,806 |
Argent Industrial, Ltd. | | 106,615 | | 113,266 |
Aveng, Ltd. | | 774,939 | | 3,755,485 |
Barloworld, Ltd. | | 411,101 | | 2,152,784 |
Bell Equipment, Ltd. (I) | | 83,308 | | 112,265 |
Caxton & CTP Publishers & Printers, Ltd. | | 251,175 | | 481,775 |
Ceramic Industries, Ltd. | | 1,781 | | 23,985 |
Cipla Medpro South Africa, Ltd. (I) | | 553,406 | | 389,655 |
DataTec, Ltd. | | 323,118 | | 1,286,955 |
Eqstra Holdings, Ltd. (I) | | 91,166 | | 72,045 |
Freeworld Coatings, Ltd. | | 26,940 | | 32,798 |
Gold Fields, Ltd. (L) | | 1,201,658 | | 13,807,050 |
Grindrod, Ltd. | | 745,786 | | 1,420,859 |
Harmony Gold Mining Company, Ltd. (L) | | 576,931 | | 5,267,380 |
Hulamin, Ltd. (I) | | 109,348 | | 162,741 |
Iliad Africa, Ltd. | | 269,008 | | 286,413 |
Imperial Holdings, Ltd. | | 332,645 | | 4,042,755 |
Investec, Ltd. | | 414,998 | | 2,930,140 |
JD Group, Ltd. | | 360,070 | | 1,996,672 |
Kap International Holdings, Ltd. (I) | | 90,584 | | 29,325 |
Lewis Group, Ltd. | | 100,651 | | 722,690 |
Merafe Resources, Ltd. (I) | | 2,035,010 | | 382,328 |
Metair Investments, Ltd. (I) | | 99,170 | | 64,208 |
Metorex, Ltd. (I) | | 16,745 | | 7,943 |
Metropolitan Holdings, Ltd. | | 1,019,364 | | 1,848,606 |
Mondi, Ltd. | | 285,579 | | 1,629,665 |
| |
The accompanying notes are an integral part of the financial statements. | 60 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
South Africa (continued) | | | | |
Mvelaphanda Group, Ltd. (I) | | 555,725 | $ | 597,261 |
Nampak, Ltd. | | 1,079,367 | | 2,293,495 |
Nedbank Group, Ltd. | | 370,590 | | 5,763,122 |
Northam Platinum, Ltd. | | 195,797 | | 1,130,309 |
Nu-World Holdings, Ltd. | | 9,429 | | 21,196 |
Omnia Holdings, Ltd. (I) | | 92,644 | | 725,219 |
Palabora Mining Company, Ltd. | | 7,609 | | 112,366 |
Peregrine Holdings, Ltd. | | 219,538 | | 307,092 |
PSG Group, Ltd. | | 183,733 | | 525,110 |
Sanlam, Ltd. | | 4,143,344 | | 13,117,164 |
Sappi, Ltd. (I) | | 189,700 | | 725,706 |
Sappi, Ltd., SADR (I) | | 413,417 | | 1,550,314 |
Simmer and Jack Mines, Ltd. (I) | | 604,228 | | 111,156 |
Standard Bank Group, Ltd. | | 1,927,232 | | 26,842,565 |
Steinhoff International Holdings, Ltd. (I) | | 2,273,032 | | 5,633,336 |
Super Group, Ltd. (I) | | 1,892,967 | | 161,940 |
Tiger Wheels, Ltd. (I) | | 14,267 | | 0 |
Trans Hex Group, Ltd. (I) | | 25,075 | | 11,389 |
Trencor, Ltd. | | 225,876 | | 878,979 |
Value Group, Ltd. | | 267,946 | | 117,969 |
| | | |
| | | | 116,727,259 |
South Korea - 11.87% | | | | |
Aekyung Petrochemical Company, Ltd. | | 1,450 | | 19,118 |
Artone Paper Manufacturing Company, Ltd. (I) | | 3,004 | | 11,799 |
Asia Cement Company, Ltd. | | 4,430 | | 188,245 |
Asia Paper Manufacturing Company, Ltd. | | 2,000 | | 18,287 |
Asiana Airlines, Inc. (I) | | 120,880 | | 393,704 |
AUK Corp. | | 5,400 | | 10,776 |
BNG Steel Company, Ltd. (I) | | 1,630 | | 11,189 |
Boryung Pharmaceutical Company, Ltd. | | 1,248 | | 34,158 |
Busan Bank | | 184,360 | | 1,849,967 |
Byucksan Engineering & | | | | |
Construction Company, Ltd. | | 6,140 | | 12,277 |
Chokwang Leather Company, Ltd. (I) | | 2,300 | | 15,130 |
Chong Kun Dang Pharm Corp. | | 1,200 | | 20,270 |
Choongwae Pharma Corp. | | 3,519 | | 54,885 |
Chosun Refractories Company, Ltd. | | 1,160 | | 54,484 |
CJ CheilJedang Corp. | | 97 | | 17,507 |
CJ Corp. | | 17,996 | | 1,066,467 |
D.I Corp (I) | | 8,700 | | 9,367 |
Dae Chang Industrial Company, Ltd. | | 27,000 | | 20,919 |
Dae Dong Industrial Company, Ltd. | | 2,600 | | 52,461 |
Dae Han Flour Mills Company, Ltd. | | 1,742 | | 192,923 |
Dae Won Kang Up Company, Ltd. | | 18,609 | | 30,003 |
Daeduck Electronics Company, Ltd. | | 58,880 | | 306,329 |
Daeduck GDS Company, Ltd. | | 5,010 | | 40,053 |
Daegu Bank | | 185,600 | | 2,366,366 |
Daehan Steel Company, Ltd. | | 9,350 | | 103,525 |
Daehan Synthetic Fiber Company, Ltd. | | 130 | | 6,971 |
Daekyo Company, Ltd. | | 62,070 | | 296,502 |
Daelim Industrial Company, Ltd. | | 39,600 | | 2,431,216 |
Daesang Corp. (I) | | 18,320 | | 111,279 |
Daesung Industrial Company, Ltd. | | 1,883 | | 128,303 |
Daewoo Engineering & | | | | |
Construction Company, Ltd. | | 122,910 | | 1,201,938 |
Daewoo Motor Sales Corp. (I) | | 53,167 | | 329,701 |
Daewoong Company, Ltd. | | 620 | | 10,314 |
Daishin Securities Company, Ltd. | | 67,580 | | 908,049 |
Daiyang Metal Company, Ltd. (I) | | 4,090 | | 6,695 |
Daou Technology, Inc. | | 48,110 | | 310,913 |
Digital Power Communications Company, Ltd. | | 14,000 | | 15,094 |
Dong Ah Tire & Rubber Company, Ltd. | | 3,100 | | 20,765 |
Dong Wha Pharmaceutical Company, Ltd. | | 20,150 | | 103,966 |
Dong-Il Corp. | | 645 | | 27,243 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
South Korea (continued) | | | | |
Dongbang Transport Logistics Company, Ltd. | | 5,650 | $ | 11,614 |
Dongbu Corp. | | 16,730 | | 97,716 |
Dongbu HiTek Company, Ltd. (I) | | 41,060 | | 221,051 |
Dongbu Securities Company, Ltd. (I) | | 28,389 | | 148,653 |
Dongbu Steel Company, Ltd. | | 26,723 | | 229,975 |
Dongil Paper Manufacturing Company, Ltd. | | 13,000 | | 10,086 |
Dongkuk Steel Mill Company, Ltd. | | 54,660 | | 1,073,487 |
Dongwon F&B Company, Ltd. | | 880 | | 35,250 |
Dongyang Engineering & Construction Corp. | | 1,469 | | 18,429 |
Dongyang Mechatronics Corp. | | 24,424 | | 111,915 |
Doosan Corp. | | 507 | | 47,145 |
Doosan Industrial Development Company, Ltd. | | 44,670 | | 244,012 |
Engene Investment & Securities | | | | |
Company, Ltd. (I) | | 642,760 | | 481,669 |
F&F Company, Ltd. | | 5,100 | | 17,102 |
Fursys, Inc. | | 1,550 | | 37,023 |
Gaon Cable Company, Ltd. | | 1,218 | | 30,255 |
Global & Yuasa Battery Company, Ltd. | | 810 | | 16,428 |
GS Holdings Corp. | | 72,730 | | 2,393,319 |
Gwangju Shinsegae Company, Ltd. | | 540 | | 59,807 |
Hae In Corp. | | 1,846 | | 5,202 |
Halla Climate Control Company, Ltd. | | 43,190 | | 483,837 |
Halla Engineering & Construction Corp. | | 7,790 | | 126,018 |
Hana Financial Group, Inc. | | 194,920 | | 5,623,048 |
Handok Pharmaceuticals Company, Ltd. | | 1,000 | | 14,438 |
Handsome Company, Ltd. | | 16,628 | | 196,330 |
Hanil Cement Manufacturing Company, Ltd. | | 8,549 | | 538,009 |
Hanil Construction Company, Ltd. (I) | | 1,470 | | 5,443 |
Hanil E-Wha Company, Ltd. | | 6,400 | | 31,367 |
Hanjin Heavy Industries & | | | | |
Construction Company, Ltd. | | 26,430 | | 496,253 |
Hanjin Heavy Industries & Construction | | | | |
Holdings Company, Ltd. | | 15,080 | | 135,076 |
Hanjin Shipping Company, Ltd. (I) | | 70,950 | | 1,688,266 |
Hanjin Shipping Holdings Company, Ltd. (I) | | 13,679 | | 187,258 |
Hanjin Transportation Company, Ltd. | | 12,470 | | 352,415 |
Hankook Cosmetics Company, Ltd. | | 6,300 | | 15,153 |
Hankuk Electric Glass Company, Ltd. | | 3,370 | | 84,389 |
Hankuk Glass Industries, Inc. | | 1,820 | | 32,842 |
Hankuk Paper Manufacturing Company, Ltd. | | 3,690 | | 90,397 |
Hanshin Construction Company, Ltd. | | 3,010 | | 35,432 |
Hansol Chemical Company, Ltd. | | 3,500 | | 35,243 |
Hansol CSN Company, Ltd. | | 23,450 | | 29,494 |
Hansol LCD, Inc. | | 390 | | 11,003 |
Hansol Paper Company, Inc. | | 48,030 | | 432,369 |
Hanssem Company, Ltd. | | 6,330 | | 68,744 |
Hanwha Chemical Corp. | | 113,670 | | 1,492,626 |
Hanwha Securities Company, Ltd. | | 57,600 | | 426,684 |
Hanwha Timeworld Company, Ltd. | | 1,700 | | 19,121 |
Hanyang Securities Company, Ltd. | | 12,220 | | 110,562 |
Heung-A Shipping Company, Ltd. | | 51,105 | | 35,047 |
Hite Holdings Company, Ltd. | | 8,280 | | 145,545 |
Honam Petrochemical Corp. | | 20,627 | | 2,123,309 |
Hotel Shilla Company, Ltd. | | 22,640 | | 389,978 |
HS R&A Company, Ltd. | | 2,200 | | 15,276 |
Husteel Company, Ltd. | | 5,310 | | 72,158 |
Hwa Shin Company, Ltd. | | 14,690 | | 62,883 |
Hwacheon Machine Tool Company, Ltd. | | 730 | | 22,779 |
HwaSung Industrial Company, Ltd. (I) | | 3,530 | | 15,787 |
Hyosung Corp. | | 16,050 | | 1,209,803 |
Hyundai Cement Company, Ltd. | | 2,370 | | 26,333 |
Hyundai DSF Company, Ltd. | | 2,800 | | 18,637 |
Hyundai Elevator Company, Ltd. | | 3,641 | | 161,960 |
Hyundai H & S Company, Ltd. | | 5,183 | | 334,965 |
Hyundai Hysco Company, Ltd. | | 41,680 | | 635,308 |
| |
The accompanying notes are an integral part of the financial statements. | 61 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
South Korea (continued) | | | | |
Hyundai Merchant Marine Company, Ltd. | | 21,550 | $ | 542,457 |
Hyundai Mipo Dockyard Company, Ltd. | | 17,062 | | 1,910,360 |
Hyundai Motor Company, Ltd. | | 197,506 | | 19,562,619 |
Hyundai Pharmaceutical | | | | |
Industrial Company, Ltd. | | 9,400 | | 16,535 |
Hyundai Securities Company, Ltd. | | 194,107 | | 2,180,856 |
Hyundai Steel Company | | 78,472 | | 6,000,506 |
Il Dong Pharmaceutical Company, Ltd. | | 4,520 | | 119,438 |
Iljin Diamond Company, Ltd. (I) | | 712 | | 5,578 |
Iljin Holdings Company, Ltd. | | 15,328 | | 36,445 |
Ilsung Pharmaceutical Company, Ltd. | | 1,470 | | 88,678 |
Industrial Bank of Korea | | 138,260 | | 1,571,905 |
Inzi Controls Company, Ltd. | | 6,490 | | 15,495 |
IS Dongseo Company, Ltd. | | 10,880 | | 70,147 |
ISU Chemical Company, Ltd. | | 7,260 | | 78,816 |
Jahwa Electronics Company, Ltd. | | 13,850 | | 82,059 |
Jeil Mutual Savings Bank | | 1,850 | | 11,233 |
Jeil Pharmaceutical Company | | 1,910 | | 14,768 |
Jeonbuk Bank, Ltd. | | 62,192 | | 379,438 |
Joongang Construction Company, Ltd. (I) | | 2,700 | | 9,469 |
KB Financial Group, Inc., ADR (I)(L) | | 258,174 | | 10,809,745 |
KC Tech Company, Ltd. | | 14,278 | | 56,764 |
KCC Corp. | | 6,948 | | 2,111,943 |
KCTC | | 1,100 | | 16,306 |
Keangnam Enterprises, Ltd. (I) | | 11,908 | | 95,613 |
Keyang Electric Machinery Company, Ltd. | | 18,120 | | 37,536 |
KG Chemical Corp. | | 5,600 | | 60,769 |
Kia Motors Corp. | | 269,640 | | 5,051,190 |
KISCO Corp. | | 4,286 | | 148,005 |
KISCO Holdings Company, Ltd. | | 783 | | 38,467 |
KISWIRE, Ltd. | | 6,149 | | 183,342 |
Kolon Engineering & | | | | |
Construction Company, Ltd. | | 27,010 | | 116,589 |
Korea Airport Service Company, Ltd. | | 1,020 | | 28,513 |
Korea Cast Iron Pipe Industries Company, Ltd. | | 6,600 | | 25,825 |
Korea Circuit Company, Ltd. (I) | | 5,500 | | 14,327 |
Korea Development Corp. (I) | | 2,330 | | 8,690 |
Korea Development Financing Corp. | | 1,960 | | 54,076 |
Korea Electric Terminal Company, Ltd. | | 7,230 | | 122,747 |
Korea Exchange Bank | | 344,640 | | 3,785,622 |
Korea Express Company, Ltd. (I) | | 1,779 | | 86,018 |
Korea Flange Company, Ltd. (I) | | 1,830 | | 16,114 |
Korea Green Paper Manufacturing | | | | |
Company, Ltd. (I) | | 3,607 | | 4,511 |
Korea Investment Holdings Company, Ltd. | | 58,647 | | 1,530,538 |
Korea Kumho Petrochemical | | | | |
Company, Ltd. (I) | | 15,040 | | 234,954 |
Korea Line Corp. (I) | | 10,777 | | 399,190 |
Korea Mutual Savings Bank (I) | | 870 | | 9,335 |
Korean Air Lines Company, Ltd. (I) | | 51,180 | | 2,566,322 |
Korean Petrochemical | | | | |
Industrial Company, Ltd. | | 2,450 | | 81,692 |
KP Chemical Corp. | | 43,550 | | 299,442 |
KPX Chemcial Company, Ltd. | | 1,601 | | 61,977 |
KTB Network Corp. (I) | | 70,470 | | 189,958 |
Kukdo Chemical Company, Ltd. | | 4,840 | | 116,797 |
Kumho Industrial Company, Ltd. (I) | | 36,950 | | 136,891 |
Kumho Investment Bank | | 60,370 | | 58,772 |
Kumho Tire Company, Inc. (I)(L) | | 53,240 | | 156,214 |
Kumkang Industrial Company, Ltd. | | 1,400 | | 10,795 |
Kwang Dong Pharmaceutical Company, Ltd. | | 54,350 | | 127,881 |
Kyeryong Construction | | | | |
Industrial Company, Ltd. | | 8,060 | | 135,239 |
Kyung Nong Corp. | | 11,060 | | 37,671 |
Kyungbang, Ltd. (I) | | 681 | | 65,748 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
South Korea (continued) | | | | |
Lee Ku Industrial Company, Ltd. | | 8,740 | $ | 10,392 |
LG Display Company, Ltd., ADR (I)(L) | | 290,450 | | 4,368,368 |
Livart Furniture Company, Ltd. | | 10 | | 69 |
Lotte Chilsung Beverage Company, Ltd. | | 1,027 | | 718,023 |
Lotte Confectionery Company, Ltd. | | 1,049 | | 1,107,330 |
Lotte Samkang Company, Ltd. | | 902 | | 184,808 |
Lotte Shopping Company, Ltd. | | 13,543 | | 3,726,952 |
Manho Rope & Wire, Ltd. | | 1,400 | | 17,556 |
Meritz Investment Bank (I) | | 63,031 | | 43,721 |
Meritz Securities Company, Ltd. | | 259,560 | | 263,808 |
Moorim Paper Company, Ltd. | | 4,880 | | 35,488 |
Namyang Dairy Products Company, Ltd. | | 646 | | 282,394 |
Nexen Corp. | | 1,670 | | 62,941 |
Nong Shim Holdings Company, Ltd. | | 1,340 | | 73,920 |
On*Media Corp. (I) | | 92,630 | | 266,521 |
Pacific Corp. | | 4,328 | | 443,117 |
Pang Rim Company, Ltd. | | 950 | | 10,813 |
PaperCorea, Inc. (I) | | 2,900 | | 17,900 |
Poonglim Industrial Company, Ltd. (I) | | 5,520 | | 10,785 |
Poongsan Corp. (I) | | 6,919 | | 114,400 |
Poongsan Holdings Corp. | | 1,300 | | 20,126 |
POSCP Coated & Color Steel Company, Ltd. | | 1,600 | | 32,864 |
Pulmuone Company, Ltd. | | 1,122 | | 47,590 |
Pumyang Construction Company, Ltd. | | 2,342 | | 11,350 |
Pusan City Gas Company, Ltd. | | 7,810 | | 136,698 |
S&T Daewoo Company, Ltd. (I) | | 810 | | 18,438 |
S&T Dynamics Company, Ltd. | | 11,410 | | 142,569 |
S&T Holdings Company, Ltd. | | 2,360 | | 28,871 |
Saehan Media Company, Ltd. (I) | | 6,266 | | 19,221 |
Sam Kwang Glass Industrial Company, Ltd. | | 860 | | 29,564 |
Sam Lip General Foods Company, Ltd. | | 3,850 | | 28,638 |
Sam Young Electronics Company, Ltd. | | 13,690 | | 116,262 |
Sam Yung Trading Company, Ltd. | | 4,666 | | 18,363 |
Sambu Construction Company, Ltd. | | 5,016 | | 90,530 |
Samho International Company, Ltd. (I) | | 6,780 | | 17,233 |
Samick Musical Instruments Company, Ltd. | | 8,830 | | 6,659 |
Samick THK Company, Ltd. | | 11,120 | | 23,195 |
Samsung SDI Company, Ltd. | | 48,621 | | 5,380,481 |
Samwhan Corp. | | 3,850 | | 30,517 |
Samyang Corp. | | 7,861 | | 263,145 |
Samyang Genex Company, Ltd. | | 1,932 | | 101,611 |
Samyang Tongsang Company, Ltd. | | 690 | | 14,401 |
Savezone I&C Corp. (I) | | 16,880 | | 29,099 |
Seah Besteel Corp. | | 15,200 | | 206,915 |
SeAH Holdings Corp. | | 1,133 | | 57,052 |
SeAH Steel Corp. | | 2,632 | | 74,145 |
Sebang Company, Ltd. | | 10,890 | | 121,084 |
Sejong Industrial Company, Ltd. | | 7,830 | | 56,690 |
SGWICUS Corp. (I) | | 4,800 | | 9,926 |
SH Chemical Company, Ltd. (I) | | 31,743 | | 14,908 |
Shin Poong Pharmaceutical Company, Ltd. | | 1,880 | | 46,278 |
Shinhan Engineering & Construction | | | | |
Company, Ltd. (I) | | 3,177 | | 27,234 |
Shinhan Financial Group | | | | |
Company, Ltd., SADR (I)(L) | | 157,639 | | 11,460,355 |
Shinhan Financial Group Company, Ltd. | | 65,000 | | 2,341,907 |
Shinsegae Engineering & | | | | |
Construction Company, Ltd. | | 1,110 | | 12,484 |
Shinsung ENG Company, Ltd. (I) | | 3,222 | | 7,440 |
Shinsung FA Company, Ltd. | | 3,222 | | 7,328 |
Shinyoung Securities Company, Ltd. | | 7,210 | | 236,177 |
Silla Company, Ltd. | | 12,407 | | 127,223 |
Sindoh Company, Ltd. | | 5,604 | | 261,379 |
SJM Company, Ltd. | | 8,130 | | 34,686 |
SK Gas Company, Ltd. | | 2,662 | | 99,619 |
| |
The accompanying notes are an integral part of the financial statements. | 62 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
South Korea (continued) | | | | |
SK Holdings Company, Ltd. | | 39,835 | $ | 2,965,873 |
SKC Company, Ltd. | | 28,030 | | 423,662 |
SL Corp. | | 5,830 | | 36,096 |
Solomon Mutual Savings Bank (I) | | 3,600 | | 14,098 |
Ssangyong Cement Industrial | | | | |
Company, Ltd. (I) | | 21,560 | | 140,486 |
STX Pan Ocean Company, Ltd. | | 104,770 | | 1,064,632 |
STX Shipbuilding Company, Ltd. | | 15,540 | | 159,953 |
Suheung Capsule Company, Ltd. | | 9,580 | | 56,637 |
Sung Bo Chemicals Company, Ltd. | | 410 | | 10,749 |
Sungjee Construction Company, Ltd. (I) | | 2,210 | | 6,178 |
Sungshin Cement Company, Ltd. (I) | | 5,760 | | 37,719 |
Sungwon Corp. (I) | | 4,230 | | 5,012 |
Sunjin Company, Ltd. (I) | | 1,010 | | 30,121 |
Tae Kyung Industrial Company, Ltd. | | 14,930 | | 60,961 |
Taegu Department Store Company, Ltd. | | 6,440 | | 67,429 |
Taekwang Industrial Company, Ltd. | | 613 | | 348,277 |
Taeyoung Engineering & Construction, Ltd. | | 62,140 | | 265,463 |
Taihan Electric Wire Company, Ltd. (I) | | 34,660 | | 488,027 |
Tec & Company (I) | | 57,230 | | 15,298 |
Telcoware Company, Ltd. | | 4,000 | | 27,484 |
The Basic House Company, Ltd. (I) | | 1,500 | | 9,512 |
Trybrands, Inc. (I) | | 3,036 | | 15,571 |
TS Corp. | | 2,406 | | 98,306 |
Uangel Corp. | | 7,990 | | 46,127 |
Unid Company, Ltd. | | 2,000 | | 62,147 |
Union Steel Company, Ltd. (I) | | 5,560 | | 95,429 |
Wiscom Company, Ltd. | | 3,680 | | 12,899 |
Woongjin Holdings Company, Ltd. (I) | | 39,680 | | 320,076 |
Woori Finance Holdings Company, Ltd. | | 19,710 | | 221,472 |
Woori Financial Company, Ltd. | | 3,100 | | 22,677 |
Woori Investment & Securities Company, Ltd. | | 122,940 | | 1,572,018 |
YESCO Company, Ltd. | | 1,480 | | 30,633 |
Yoosung Enterprise Company, Ltd. | | 10,176 | | 19,266 |
Youlchon Chemical Company, Ltd. | | 18,290 | | 144,690 |
Young Poong Corp. | | 25 | | 11,292 |
Youngone Corp. | | 18,824 | | 154,375 |
Youngone Holdings Company, Ltd. | | 4,706 | | 121,561 |
YuHwa Securities Company, Ltd. | | 3,240 | | 41,492 |
| | | |
| | | | 140,713,070 |
Taiwan - 11.33% | | | | |
Accton Technology Corp. | | 834,000 | | 363,670 |
Achem Technology Corp. | | 282,000 | | 123,243 |
Action Electronics Company, Ltd. (I) | | 201,000 | | 77,315 |
Advanced Semiconductor Engineering, Inc. | | 506,974 | | 402,708 |
AGV Products Corp. (I) | | 753,505 | | 260,611 |
Allis Electric Company, Ltd. (I) | | 135,000 | | 47,649 |
Arima Communication Corp. (I) | | 344,000 | | 135,374 |
Arima Optoelectronics Corp. (I) | | 233,134 | | 65,894 |
Asia Cement Corp. | | 277,000 | | 253,747 |
Asia Optical Company, Inc. | | 29,000 | | 58,482 |
Asia Polymer Corp. | | 337,000 | | 288,490 |
Asustek Computer, Inc. | | 1,778,516 | | 3,132,183 |
AU Optronics Corp. (L) | | 1,215,245 | | 12,602,091 |
Audix Corp. | | 81,200 | | 55,663 |
Aurora Systems Corp. | | 63,000 | | 41,304 |
Avision, Inc. | | 253,916 | | 124,853 |
Bank of Kaohsiung, Ltd. (I) | | 495,680 | | 159,845 |
BES Engineering Corp. | | 2,538,200 | | 589,166 |
C Sun Manufacturing, Ltd. | | 50,729 | | 27,149 |
Cameo Communications, Inc. | | 200,000 | | 98,740 |
Carnival Industrial Corp. (I) | | 198,000 | | 47,926 |
Catcher Technology Company, Ltd. | | 116,000 | | 236,727 |
Cathay Chemical Works, Inc. | | 73,000 | | 24,677 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Taiwan (continued) | | | | |
Cathay Real Estate Development | | | | |
Company, Ltd. (I) | | 1,529,000 | $ | 619,197 |
Central Reinsurance Company, Ltd. (I) | | 269,535 | | 104,291 |
Chain Qui Development Company, Ltd. | | 76,000 | | 60,841 |
Champion Building Materials Company, Ltd. | | 389,526 | | 232,527 |
Chang Hwa Commercial Bank, Ltd. | | 3,732,000 | | 1,643,675 |
Charoen Pokphand Enterprisecharoen | | | | |
Pokphand Enterprise | | 86,000 | | 36,179 |
Cheng Loong Corp. (I) | | 1,606,000 | | 600,530 |
Chenming Mold Industrial Corp. | | 92,128 | | 53,739 |
Chi Mei Optoelectronics Corp. (I) | | 5,882,950 | | 4,058,488 |
Chia Hsin Cement Corp. (I) | | 797,560 | | 362,807 |
Chien Shing Stainless Steel Company, Ltd. (I) | | 181,000 | | 35,255 |
Chilisin Electronics Corp. | | 63,240 | | 55,241 |
Chin-Poon Industrial Company, Ltd. | | 466,466 | | 360,770 |
China Airlines, Ltd. (I) | | 1,978,730 | | 640,906 |
China Development Financial | | | | |
Holdings Corp. (I) | | 14,866,216 | | 4,043,110 |
China Electric Manufacturing Corp. | | 456,000 | | 292,535 |
China General Plastics Corp. (I) | | 588,000 | | 229,854 |
China Glaze Company, Ltd. (I) | | 109,203 | | 56,784 |
China Manmade Fibers Corp. (I) | | 2,062,000 | | 462,006 |
China Metal Products Company, Ltd. | | 356,999 | | 465,023 |
China Motor Company, Ltd. (I) | | 1,144,905 | | 654,505 |
China Petrochemical Development Corp. (I) | | 3,005,780 | | 1,095,561 |
China Steel Structure Company, Ltd. | | 107,000 | | 75,779 |
China Synthetic Rubber Corp. | | 17,937 | | 16,321 |
China Wire & Cable Company, Ltd. (I) | | 120,000 | | 40,890 |
Chinatrust Finance Holding Company, Ltd. | | 82,541 | | 44,700 |
Ching Feng Home Fashions Company, Ltd. (I) | | 108,780 | | 35,122 |
Chun Yu Works & Company, Ltd. | | 115,000 | | 32,891 |
Chun Yuan Steel Industrial Company, Ltd. | | 652,980 | | 256,362 |
Chung Hwa Pulp Corp. | | 622,000 | | 287,806 |
Chunghwa Picture Tubes, Ltd. (I) | | 12,554,000 | | 1,218,610 |
CMC Magnetics Corp. (I) | | 4,140,000 | | 1,071,679 |
Collins Company, Ltd. (I) | | 155,400 | | 53,062 |
Compeq Manufactuing Company, Ltd. (I) | | 1,614,000 | | 421,325 |
Continental Engineering Corp. | | 875,000 | | 313,588 |
D-Link Corp. | | 419,770 | | 426,184 |
Delpha Construction Company, Ltd. (I) | | 134,554 | | 49,033 |
E.Sun Financial Holding Company, Ltd. (I) | | 5,578,191 | | 2,065,416 |
Eastern Media International Corp. (I) | | 1,061,053 | | 243,937 |
Eclat Textile Company, Ltd. | | 126,072 | | 77,935 |
Edom Technology Company, Ltd. (I) | | 64,000 | | 33,543 |
Elitegroup Computer Systems Company, Ltd. | | 1,024,576 | | 410,129 |
Enlight Corp. (I) | | 164,799 | | 6,471 |
Entie Commercial Bank (I) | | 92,000 | | 23,167 |
Eternal Chemical Company, Ltd. | | 269,973 | | 261,459 |
EVA Airways Corp. (I) | | 2,425,567 | | 918,071 |
Everest Textile Company, Ltd. (I) | | 224,000 | | 39,700 |
Evergreen Marine Corp. (I) | | 1,785,000 | | 1,067,936 |
Everlight Chemical Industrial Corp. | | 597,000 | | 503,049 |
Everspring Industry Company, Ltd. (I) | | 61,000 | | 19,056 |
Evertop Wire Cable Corp. (I) | | 98,275 | | 19,284 |
Excel Cell Electronic Company, Ltd. | | 29,000 | | 14,910 |
Far Eastern International Bank (I) | | 2,255,652 | | 693,617 |
Federal Corp. (I) | | 609,527 | | 431,341 |
First Copper Technology Company, Ltd. (I) | | 169,000 | | 75,974 |
First Financial Holding Company, Ltd. | | 6,324,375 | | 3,399,061 |
First Insurance Company, Ltd. (I) | | 302,165 | | 114,400 |
Formosa Taffeta Company, Ltd. | | 1,516,000 | | 1,126,697 |
Formosan Rubber Group, Inc. | | 767,000 | | 598,360 |
Formosan Union Chemical | | 177,595 | | 73,882 |
FSP Technology, Inc. | | 352,600 | | 427,627 |
FU I Industrial Company, Ltd. (I) | | 159,000 | | 41,612 |
| |
The accompanying notes are an integral part of the financial statements. | 63 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Taiwan (continued) | | | | |
Fwusow Industry Company, Ltd. (I) | | 103,000 | $ | 35,553 |
Getac Technology Corp. | | 601,000 | | 456,514 |
Giantplus Technology Company, Ltd. (I) | | 205,000 | | 105,991 |
Gigabyte Technology Company, Ltd. | | 827,000 | | 753,722 |
Gold Circuit Electronics, Ltd. | | 794,171 | | 275,422 |
Goldsun Development & | | | | |
Construction Company, Ltd. | | 2,115,665 | | 803,456 |
Gordon Auto Body Parts Company, Ltd. | | 51,184 | | 20,368 |
Grand Pacific Petrochemical Corp. (I) | | 1,153,000 | | 581,828 |
Great China Metal Industry Company, Ltd. | | 303,000 | | 186,018 |
GTM Corp. (I) | | 95,000 | | 55,918 |
Hannstar Board Corp. | | 54,000 | | 45,675 |
HannStar Display Corp. (I) | | 6,121,000 | | 1,223,039 |
Hey Song Corp. | | 572,000 | | 346,132 |
Hitron Technology, Inc. | | 70,432 | | 41,566 |
Ho Tung Chemical Corp. (I) | | 739,555 | | 362,820 |
Hocheng Group Corp. (I) | | 177,000 | | 58,124 |
Hold-Key Electric Wire & Cable | | | | |
Company, Ltd. (I) | | 134,640 | | 78,432 |
Holystone Enterprise Company, Ltd. | | 54,000 | | 77,811 |
Hong TAI Electric Industrial Company, Ltd. | | 328,000 | | 127,350 |
Hsin Kuang Steel Company, Ltd. | | 420,153 | | 428,483 |
Hsing TA Cement Company, Ltd. | | 227,000 | | 68,419 |
Hua Eng Wire & Cable Company, Ltd. (I) | | 1,053,000 | | 360,616 |
Hua Nan Financial Holdings Company, Ltd. | | 806,000 | | 502,330 |
Hung Ching Development Company, Ltd. | | 191,000 | | 115,241 |
Hung Sheng Construction Company, Ltd. | | 821,000 | | 469,285 |
Hwa Fong Rubber Company, Ltd. (I) | | 584,770 | | 245,668 |
Ichia Technologies, Inc. (I) | | 512,300 | | 259,327 |
InnoLux Display Corp. | | 2,229,950 | | 3,167,427 |
International Semiconductor | | | | |
Technology, Ltd. (I) | | 338,000 | | 164,735 |
Inventec Company, Ltd. | | 3,180,155 | | 1,738,703 |
Johnson Health Tech Company, Ltd. | | 87,720 | | 113,543 |
Jui Li Enterprise Company, Ltd. (I) | | 66,950 | | 17,045 |
K Laser Technology, Inc. | | 82,214 | | 53,266 |
Kaulin Manufacturing Company, Ltd. | | 164,490 | | 91,994 |
KEE TAI Properties Company, Ltd. | | 578,037 | | 284,455 |
Kindom Construction Company, Ltd. | | 561,000 | | 408,320 |
King Yuan Electronics Company, Ltd. | | 1,864,706 | | 815,925 |
King’s Town Bank (I) | | 847,000 | | 208,055 |
Kinko Optical Company, Ltd. (I) | | 88,000 | | 67,105 |
Kinpo Electronics, Inc. (I) | | 2,071,724 | | 585,526 |
Kwong Fong Industries Corp. (I) | | 933,000 | | 283,009 |
L&K Engineering Company, Ltd. | | 57,000 | | 61,411 |
Lan Fa Textile Company, Ltd. (I) | | 169,781 | | 46,255 |
Lead Data, Inc. (I) | | 164,173 | | 38,399 |
Lealea Enterprise Company, Ltd. (I) | | 1,142,500 | | 324,202 |
LEE CHI Enterprises Company, Ltd. | | 110,000 | | 34,939 |
Lelon Electronics Corp. (I) | | 92,000 | | 45,082 |
Leofoo Development Company, Ltd. (I) | | 25,000 | | 13,606 |
Li Peng Enterprise Company, Ltd. (I) | | 448,864 | | 197,411 |
Lien Hwa Industrial Corp. | | 927,954 | | 410,349 |
Lingsen Precision Industries, Ltd. | | 304,101 | | 150,134 |
Lite-On Technology Corp. | | 2,148,639 | | 2,764,871 |
Long Chen Paper Company, Ltd. (I) | | 343,476 | | 106,379 |
Lucky Cement Corp. (I) | | 190,000 | | 44,111 |
Macronix International Company, Ltd. | | 2,379,879 | | 1,275,221 |
Masterlink Securities Corp (I) | | 1,014,000 | | 402,753 |
Mayer Steel Pipe Corp. (I) | | 63,781 | | 42,591 |
Mega Financial Holding Company, Ltd. | | 13,548,000 | | 7,492,175 |
Meiloon Industrial Company, Ltd. | | 112,231 | | 44,390 |
Micro-Star International Company, Ltd. | | 1,345,488 | | 804,768 |
Microelectronics Technology | | 130,000 | | 75,325 |
Mitac International | | 2,182,916 | | 938,472 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Taiwan (continued) | | | | |
Mobiletron Electronics Company, Ltd. (I) | | 31,000 | $ | 22,690 |
Mustek Systems, Inc. (I) | | 40,151 | | 9,433 |
Nien Hsing Textile Company, Ltd. | | 658,000 | | 348,444 |
Optimax Technology Corp. (I) | | 319,000 | | 30,158 |
Oriental Union Chemical Corp. | | 183,000 | | 145,065 |
Pacific Construction Company, Ltd. (I) | | 267,000 | | 49,320 |
Pan Jit International, Inc. | | 418,806 | | 357,979 |
Phihong Technology Company, Ltd. | | 666,573 | | 608,341 |
Pou Chen Corp. | | 1,230,400 | | 906,469 |
President Securities Corp. (I) | | 135,000 | | 74,426 |
Prodisc Technology, Inc. (I) | | 540,000 | | 9,980 |
Quintain Steel Company, Ltd. (I) | | 126,750 | | 39,477 |
Radiant Opto-Electronics Corp. | | 121,000 | | 147,921 |
Ralec Electronic Corp. | | 76,292 | | 122,311 |
Rexon Industrial Corp., Ltd. (I) | | 153,000 | | 41,502 |
Ritek Corp. (I) | | 4,555,428 | | 1,131,023 |
Sampo Corp. (I) | | 1,763,000 | | 279,036 |
Sanyang Industrial Company, Ltd. (I) | | 1,060,481 | | 370,068 |
SDI Corp. | | 137,000 | | 148,402 |
Sheng Yu Steel Company, Ltd. | | 151,000 | | 103,993 |
Shinkong Insurance Company, Ltd. (I) | | 151,788 | | 96,927 |
Shinkong Synthetic Fibers Corp. (I) | | 2,445,000 | | 798,878 |
Sigurd Microelectronics Corp. | | 275,326 | | 144,074 |
Sinbon Electronics Company, Ltd. | | 78,000 | | 50,914 |
Sinon Corp. | | 520,150 | | 213,897 |
SinoPac Holdings Company, Ltd. (I) | | 11,016,000 | | 3,551,264 |
Siward Crystal Technology Company, Ltd. | | 65,301 | | 27,060 |
Solomon Technology Corp. (I) | | 81,036 | | 33,258 |
Southeast Cement Company, Ltd. (I) | | 390,000 | | 126,275 |
Spirox Corp. | | 62,369 | | 46,809 |
Springsoft, Inc. | | 348,000 | | 359,733 |
Stark Technology, Inc. | | 148,000 | | 130,435 |
Ta Chen Stainless Pipe Company, Ltd. (I) | | 720,000 | | 500,148 |
Ta Chong Bank, Ltd. (I) | | 2,375,000 | | 465,414 |
Ta Ya Electric Wire & Cable | | | | |
Company, Ltd. (I) | | 905,571 | | 211,647 |
TA-I Technology Company, Ltd. | | 181,941 | | 253,453 |
Tah Hsin Industrial Company, Ltd. | | 105,000 | | 73,079 |
Taichung Commercial Bank | | 1,673,072 | | 417,116 |
Tainan Enterprises Company, Ltd. | | 121,800 | | 127,450 |
Tainan Spinning Company, Ltd. (I) | | 1,984,000 | | 760,267 |
Taishin Financial Holdings Company, Ltd. (I) | | 5,053,168 | | 1,699,540 |
Taisun Enterprise Company, Ltd. (I) | | 220,000 | | 78,828 |
Taita Chemical Company, Ltd. (I) | | 95,790 | | 37,413 |
Taiwan Business Bank (I) | | 3,765,000 | | 960,808 |
Taiwan Cement Corp. | | 403,000 | | 371,668 |
Taiwan Cogeneration Corp | | 419,000 | | 210,259 |
Taiwan Cooperative Bank | | 4,525,275 | | 2,580,640 |
Taiwan Fu Hsing Industrial Company, Ltd. | | 83,000 | | 49,036 |
Taiwan Glass Industrial Corp. | | 874,111 | | 781,599 |
Taiwan International Securities Corp. (I) | | 366,000 | | 97,597 |
Taiwan Kai Yih Industrial Company, Ltd. | | 125,209 | | 114,311 |
Taiwan Kolin Company, Ltd. (I) | | 400,000 | | 0 |
Taiwan Mask Corp. | | 321,000 | | 113,759 |
Taiwan Paiho, Ltd. | | 449,900 | | 356,307 |
Taiwan Pulp & Paper Corp. (I) | | 385,000 | | 114,916 |
Taiwan Sakura Corp. | | 217,615 | | 104,072 |
Taiwan Sogo Shin Kong | | 75,000 | | 51,686 |
Taiwan Styrene Monomer Corp. (I) | | 1,000,479 | | 576,653 |
Taiwan Tea Corp. (I) | | 91,000 | | 45,861 |
Taiyen Biotech Company, Ltd. (I) | | 395,000 | | 233,082 |
Tatung Company, Ltd. (I) | | 6,643,000 | | 1,386,729 |
Teapo Electronic Corp. (I) | | 205,000 | | 31,800 |
Teco Electric & Machinery Company, Ltd. | | 3,283,000 | | 1,311,218 |
Tex-Ray Industrial Company, Ltd. (I) | | 90,000 | | 23,813 |
| |
The accompanying notes are an integral part of the financial statements. | 64 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Taiwan (continued) | | | | |
Ton Yi Industrial Corp. | | 1,073,000 | $ | 387,897 |
Twinhead International Corp. (I) | | 224,000 | | 34,393 |
TYC Brother Industrial Company, Ltd. | | 264,593 | | 194,830 |
Tycoons Group Enterprise Company, Ltd. (I) | | 915,000 | | 194,104 |
TZE Shin International Company, Ltd. (I) | | 101,671 | | 37,854 |
U-Tech Media Corp. (I) | | 180,000 | | 85,793 |
Unimicron Technology Corp. | | 641,855 | | 717,393 |
Union Bank of Taiwan (I) | | 1,282,000 | | 230,102 |
Unitech Electronics Company, Ltd. | | 168,039 | | 93,195 |
Unitech Printed Circuit Board Corp. (I) | | 617,950 | | 204,132 |
United Integrated Services Company, Ltd. | | 98,000 | | 95,380 |
United Microelectronics Corp. (I) | | 19,639,406 | | 9,451,180 |
Universal Cement Corp. (I) | | 929,808 | | 444,683 |
UPC Technology Corp. | | 1,032,600 | | 514,765 |
USI Corp. (I) | | 968,000 | | 600,393 |
Ve Wong Corp. | | 88,200 | | 65,683 |
Walsin Lihwa Corp. (I) | | 4,672,000 | | 1,526,745 |
Walsin Technology Corp. (I) | | 825,262 | | 464,652 |
Wan Hai Lines, Ltd. (I) | | 555,000 | | 280,800 |
Waterland Financial Holding Company (I) | | 2,789,800 | | 873,798 |
WEI Chih Steel Industrial Company, Ltd. (I) | | 110,000 | | 32,375 |
Weikeng Industrial Company, Ltd. | | 89,000 | | 52,557 |
Winbond Electronics Corp. (I) | | 5,206,000 | | 1,172,378 |
Wintek Corp. (I) | | 1,838,000 | | 1,305,166 |
Wt Microelectronics Company, Ltd. | | 65,000 | | 52,451 |
WUS Printed Circuit Company, Ltd. (I) | | 254,000 | | 85,477 |
Yageo Corp. | | 3,783,000 | | 1,296,779 |
Yang Ming Marine Transport Corp. | | 2,239,015 | | 788,353 |
Yi Jinn Industrial Company, Ltd. (I) | | 219,800 | | 55,184 |
Yieh Phui Enterprise Company, Ltd. | | 1,769,145 | | 650,439 |
Yosun Industrial Corp. | | 473,752 | | 494,443 |
Yuen Foong Yu Paper Manufacturing | | | | |
Company, Ltd. (I) | | 1,736,711 | | 652,756 |
Yulon Motor Company, Ltd. | | 1,524,900 | | 1,456,110 |
Yung Chi Paint & Varnish | | | | |
Manufacturing Company, Ltd. | | 68,850 | | 92,487 |
Yungtay Engineering Company, Ltd. | | 686,000 | | 532,250 |
Zenitron Corp. | | 78,000 | | 50,185 |
Zig Sheng Industrial Company, Ltd. (I) | | 270,179 | | 114,363 |
Zippy Technology Corp. | | 69,300 | | 51,940 |
Zyxel Communications Corp. | | 518,000 | | 404,145 |
| | | |
| | | | 134,311,718 |
Thailand - 1.70% | | | | |
Bangchak Petroleum PCL | | 623,100 | | 275,133 |
Bangkok Bank PCL | | 531,900 | | 1,906,808 |
Bangkok Expressway PCL | | 411,300 | | 258,734 |
Bangkok Insurance PCL | | 2,500 | | 18,222 |
Bangkokland PCL (I) | | 11,336,200 | | 181,708 |
Bank of Ayudhya PCL | | 6,378,800 | | 3,987,615 |
Cal-Comp Electronics Thailand PCL | | 2,426,200 | | 220,130 |
Charoen Pokphand Foods PCL | | 4,015,300 | | 1,493,670 |
Delta Electronics Thailand PCL | | 382,600 | | 216,380 |
Eastern Water Resources Development & | | | | |
Management PCL | | 140,000 | | 19,138 |
G J Steel PCL (I) | | 24,328,200 | | 125,081 |
Hana Microelectronics PCL | | 430,000 | | 279,601 |
Hemaraj Land & Development PCL | | 7,157,000 | | 170,997 |
IRPC PCL | | 3,100,000 | | 412,521 |
Italian-Thai Development PCL (I) | | 1,842,570 | | 148,230 |
Jasmine International PCL (I) | | 641,000 | | 9,499 |
KGI Securities Thailand PCL | | 1,922,600 | | 68,612 |
Kiatnakin Finance PCL | | 363,700 | | 274,989 |
Krung Thai Bank PCL | | 5,336,300 | | 1,613,882 |
Krungthai Card PCL (I) | | 126,000 | | 46,871 |
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Thailand (continued) | | | | |
Loxley PCL (I) | | 988,200 | $ | 57,681 |
MBK PCL | | 57,800 | | 125,424 |
Padaeng Industry PCL | | 20,000 | | 10,767 |
Polyplex PCL | | 190,000 | | 33,041 |
Power Line Engineering PCL (I) | | 492,400 | | 14,892 |
Pranda Jewelry PCL | | 214,300 | | 30,591 |
Precious Shipping PCL | | 565,400 | | 312,924 |
PTT Aromatics & Refining PCL | | 1,422,500 | | 1,150,820 |
PTT Chemical PCL | | 713,700 | | 1,721,384 |
Regional Container Lines PCL (I) | | 401,800 | | 117,873 |
Saha-Union PCL | | 134,800 | | 86,429 |
Sahaviriya Steel Industries PCL (I) | | 8,188,100 | | 287,258 |
Sansiri PCL | | 1,102,100 | | 163,323 |
SC Asset Corp. PCL | | 168,200 | | 58,500 |
Seamico Securities PCL | | 421,400 | | 23,705 |
Siam City Bank PCL | | 1,111,350 | | 1,008,332 |
Supalai PCL | | 985,400 | | 190,732 |
Tata Steel Thailand PCL (I) | | 4,711,900 | | 249,382 |
Thai Oil PCL | | 972,100 | | 1,271,536 |
Thai Plastic & Chemical PCL | | 292,800 | | 162,052 |
Thai Stanley Electric PCL | | 13,000 | | 45,411 |
Thaicom PCL (I) | | 544,900 | | 99,702 |
Thanachart Captial PCL | | 921,100 | | 559,931 |
Thoresen Thai Agencies PCL | | 405,370 | | 295,461 |
TPI Polene PCL | | 1,079,440 | | 253,007 |
Vanachai Group PCL | | 672,000 | | 59,345 |
Vinythai PCL | | 100,000 | | 19,961 |
| | | |
| | | | 20,137,285 |
Turkey - 2.44% | | | | |
Adana Cimento Sanayii | | 183,047 | | 75,762 |
Akcansa Cimento AS | | 113,818 | | 500,938 |
Aksa Akrilik Kimya Sanayii AS (I) | | 121,454 | | 176,024 |
Aksigorta AS | | 290,218 | | 296,964 |
Alarko Holding AS | | 207,987 | | 487,295 |
Anadolu Cam Sanayii AS (I) | | 205,846 | | 245,159 |
Anadolu Isuzu Otomotiv Sanayi AS (I) | | 7,282 | | 26,148 |
Anadolu Sigorta AS | | 467,498 | | 387,547 |
Arcelik AS (I) | | 301,918 | | 1,016,547 |
Ayen Enerji AS | | 20,072 | | 31,605 |
Aygaz AS | | 201,651 | | 782,962 |
BatiSoke AS (I) | | 24,824 | | 24,908 |
Bolu Cimento Sanayii AS | | 137,486 | | 167,169 |
Borusan Mannesmann Boru Sanayi AS (I) | | 13,810 | | 100,988 |
Brisa Bridgestone Sabanci | | 831 | | 55,409 |
Cemtas Celik Makina | | 81,516 | | 48,527 |
Cimsa Cimento Sanayi VE Tica | | 125,463 | | 645,206 |
Dogan Gazetecilik AS (I) | | 62,235 | | 113,457 |
Dogan Sirketler Grubu Holdings AS | | 1,991,109 | | 1,352,725 |
Dogus Otomotiv Servis ve Ticaret AS (I) | | 105,253 | | 328,367 |
Eczacibasi Ilac Sanayi AS | | 368,380 | | 620,342 |
EGE Seramik Sanayi ve Ticaret AS (I) | | 26,340 | | 19,086 |
Eregli Demir ve Celik Fabrikalari (I) | | 1,043,084 | | 2,850,050 |
Gentas Genel Metal Sanayi ve Ticaret AS (I) | | 46,226 | | 34,093 |
Global Yatirim Holding AS (I) | | 508,853 | | 240,598 |
Goldas Kuyumculuk Sanayi AS (I) | | 54,847 | | 35,498 |
Goodyear Lastikleri Turk AS | | 17,513 | | 166,517 |
GSD Holding AS (I) | | 559,767 | | 297,160 |
Gunes Sigorta AS (I) | | 31,526 | | 40,412 |
HACI Omer Sabanci Holding AS - | | | | |
New Shares (I) | | 207,798 | | 765,890 |
Hurriyet Gazetecilik AS (I) | | 513,859 | | 534,783 |
Ihlas Holding AS (I) | | 798,884 | | 310,012 |
Izmir Demir Celik Sanayi AS (I) | | 107,008 | | 133,635 |
| |
The accompanying notes are an integral part of the financial statements. | 65 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Turkey (continued) | | | | |
Kardemir Karabuk Demir Celik Sanayi ve | | | | |
Ticaret AS (I) | | 418,488 | $ | 197,775 |
Kartonsan Karton Sanayi ve Ticaret AS | | 638 | | 47,062 |
KOC Holdings AS (I) | | 1,088,421 | | 3,241,584 |
Konya Cimento Sanayii AS | | 977 | | 82,856 |
Kordsa Global Endustriyel Iplik ve Kord Bezi | | | | |
Sanayi ve Ticaret Anonim Sirketi AS (I) | | 316,320 | | 659,274 |
Marmaris Marti Otel Isletmeleri AS (I) | | 71,538 | | 54,637 |
Menderes Tekstil Sanayi ve Ticaret AS (I) | | 126,374 | | 48,286 |
Mutlu Aku ve Malzemeleri Sanayi AS (I) | | 28,331 | | 34,873 |
Net Turizm Ticaret ve Sanayi AS (I) | | 98,336 | | 73,223 |
Nortel Networks Netas Telekomunikasyon AS | | 14,863 | | 567,637 |
Parsan Makina Parcalari Sanayii AS (I) | | 28,857 | | 23,345 |
Petkim Petrokimya Holding AS (I) | | 195,073 | | 1,029,540 |
Pinar Entegre Et ve Un Sanayi AS | | 36,324 | | 110,002 |
Pinar Sut Mamulleri Sanayii AS | | 40,679 | | 190,932 |
Sanko Pazarlama Ithalat Ihracat AS (I) | | 20,076 | | 44,182 |
Sarkuysan Elektrolitik Bakir AS (I) | | 91,563 | | 169,470 |
Sekerbank TAS (I) | | 316,617 | | 463,642 |
Tekfen Holding AS (I) | | 92,888 | | 300,831 |
Tekstil Bankasi AS (I) | | 140,973 | | 105,901 |
Trakya Cam Sanayi AS (I) | | 526,396 | | 644,023 |
Turcas Petrolculuk AS | | 93,599 | | 276,152 |
Turk Ekonomi Bankasi AS (I) | | 521,636 | | 814,144 |
Turk Hava Yollari AS | | 48,100 | | 152,586 |
Turk Sise ve Cam Fabrikalari AS (I) | | 789,276 | | 919,726 |
Turkiye Sinai Kalkinma Bankasi AS (I) | | 673,275 | | 872,914 |
Turkiye Vakiflar Bankasi Tao (I) | | 1,727,269 | | 3,939,980 |
Ulker Gida Sanayi ve Ticaret AS | | 173,696 | | 382,104 |
Usas Ucak Servisi AS | | 18,304 | | 22,736 |
Vestel Beyaz Esya Sanayi ve Ticaret AS | | 100,000 | | 226,519 |
Vestel Elektronik Sanayi ve Tracaret AS (I)(L) | | 239,841 | | 353,899 |
| | | |
| | | | 28,961,618 |
|
TOTAL COMMON STOCKS (Cost $885,818,788) | | | $ | 1,124,535,656 |
|
|
PREFERRED STOCKS - 3.53% | | | | |
Brazil - 3.51% | | | | |
Banco Daycoval SA | | 98,900 | | 546,723 |
Banco do Estado do Rio Grande do Sul | | 294,300 | | 2,359,742 |
Banco Industrial e Comercial SA | | 171,700 | | 1,092,632 |
Banco Panamericano SA | | 166,300 | | 984,650 |
Banco Pine SA | | 60,100 | | 361,834 |
Banco Sofisa SA | | 83,200 | | 233,880 |
Bardella SA Industrias Mecanicas (I) | | 916 | | 80,086 |
Companhia de Ferro Ligas Da Bahia | | 35,500 | | 231,801 |
Companhia de Tecidos Norte de Minas SA | | 170,600 | | 617,394 |
Confab Industrial SA | | 432,867 | | 1,147,350 |
Forjas Taurus SA | | 12,540 | | 40,733 |
Klabin SA | | 878,800 | | 2,309,880 |
Marcopolo SA | | 314,000 | | 1,412,622 |
Metalurgica Gerdau SA | | 336,600 | | 6,118,645 |
Sao Paulo Alpargatas SA | | 294,000 | | 1,054,212 |
Saraiva SA Livreiros Editores | | 5,200 | | 100,999 |
Suzano Papel e Celulose SA | | 337,400 | | 3,472,672 |
Telemar Norte Leste SA | | 62,700 | | 1,793,758 |
Uniao de Industrias Petroquimicas SA | | 1,223,810 | | 677,204 |
Universo Online SA | | 87,100 | | 479,083 |
Usinas Siderurgicas de Minas Gerais SA | | 582,350 | | 16,537,754 |
| | | |
| | | | 41,653,654 |
Malaysia - 0.02% | | | | |
TA Global BHD (I) | | 1,466,040 | | 148,520 |
|
TOTAL PREFERRED STOCKS (Cost $27,384,456) | | | $ | 41,802,174 |
|
| | | | |
Emerging Markets Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
RIGHTS - 0.02% | | | | |
Chile - 0.01% | | | | |
Empresas Iansa SA (Expiration | | | | |
Date: 03/28/2010) (I) | | 1,506,833 | $ | 36,468 |
Malaysia - 0.00% | | | | |
Mulpha International Bhd (Expiration | | | | |
Date: 03/12/2010) (I) | | 2,033,000 | | 1 |
Poland - 0.01% | | | | |
Asseco Poland SA (Expiration Date: | | | | |
05/05/2010, Strike Price: PLN 54.00) (I) | 80,863 | | 0 |
Boryszew SA (Expiration | | | | |
Date: 03/29/2010) (I) | | 53,854 | | 139,456 |
Polski Koncern Miesny Duda SA (Expiration | | | |
Date: 03/18/2010) (I) | | 91,151 | | 2,832 |
| | | |
| | | | 142,288 |
Thailand - 0.00% | | | | |
G J Steel PCL (Expiration | | | | |
Date: 03/09/2010) (I) | | 3,063,812 | | 0 |
|
TOTAL RIGHTS (Cost $230,672) | | | | 178,757 |
|
|
WARRANTS - 0.00% | | | | |
Malaysia - 0.00% | | | | |
KPI Healthcare Bhd (Expiration Date: | | | | |
01/10/2015; Strike Price: MYR 1.70) (I) | 108,675 | | 43,719 |
Thailand - 0.00% | | | | |
Sansiri PCL (Expiration Date: 01/20/2015, | | | | |
Strike Price: THB 5.20) (I) | | 551,050 | | 10,833 |
|
TOTAL WARRANTS (Cost $20,100) | | | $ | 54,552 |
|
|
SHORT-TERM INVESTMENTS - 8.41% | | | |
Repurchase Agreement - 0.16% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $1,927,002 on 03/01/2010, | | | |
collateralized by $1,950,000 Federal Home | | | |
Loan Bank, 0.785% due 03/30/2010 (valued | | | |
at $1,967,082, including interest) | $ | 1,927,000 | | 1,927,000 |
Short-Term Securities* - 1.08% | | | | |
State Street Institutional Liquid Reserves | | | | |
Fund, 0.1176% | | 12,747,332 | | 12,747,332 |
Securities Lending Collateral - 7.17% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 8,497,798 | | 85,063,807 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $99,686,775) | | $ | 99,738,139 |
|
Total Investments (Emerging Markets Value Fund) | | |
(Cost $1,013,140,791) - 106.78% | | | $ | 1,266,309,278 |
Other assets and liabilities, net - (6.78%) | | | (80,367,640) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 1,185,941,638 |
| |
|
|
For sector weighting information see pages 3-8. | | | |
|
|
Equity-Income Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 94.34% | | | | |
Consumer Discretionary - 15.17% | | | | |
Automobiles - 0.49% | | | | |
Harley-Davidson, Inc. (L) | | 172,000 | $ | 4,232,920 |
| |
The accompanying notes are an integral part of the financial statements. | 66 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Equity-Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Distributors - 0.46% | | | | |
Genuine Parts Company | | 99,250 | $ | 4,005,730 |
Diversified Consumer Services - 0.14% | | | | |
H & R Block, Inc. | | 71,500 | | 1,235,520 |
Hotels, Restaurants & Leisure - 0.93% | | | | |
Marriott International, Inc., Class A (L) | | 206,441 | | 5,596,616 |
MGM Mirage, Inc. (I)(L) | | 236,500 | | 2,492,710 |
| | | |
| | | | 8,089,326 |
Household Durables - 2.81% | | | | |
D.R. Horton, Inc. (L) | | 148,900 | | 1,840,404 |
Fortune Brands, Inc. | | 267,100 | | 11,706,993 |
Harman International Industries, Inc. (L) | | 34,200 | | 1,475,388 |
Whirlpool Corp. (L) | | 111,800 | | 9,409,088 |
| | | |
| | | | 24,431,873 |
Leisure Equipment & Products - 0.86% | | | | |
Mattel, Inc. | | 338,500 | | 7,443,615 |
Media - 5.61% | | | | |
Cablevision Systems Corp., Class A | | 242,500 | | 5,839,400 |
Comcast Corp., Class A | | 164,400 | | 2,702,736 |
Madison Square Garden, Inc. | | 60,625 | | 1,182,188 |
The McGraw-Hill Companies, Inc. | | 291,500 | | 9,969,300 |
The New York Times Company (I)(L) | | 350,500 | | 3,834,470 |
The Walt Disney Company (L) | | 329,300 | | 10,287,332 |
Time Warner, Inc. | | 421,966 | | 12,253,893 |
WPP PLC, SADR | | 303,823 | | 2,785,559 |
| | | |
| | | | 48,854,878 |
Multiline Retail - 0.38% | | | | |
Macy’s, Inc. | | 173,700 | | 3,326,355 |
Specialty Retail - 3.49% | | | | |
Bed Bath & Beyond, Inc. | | 247,000 | | 10,277,670 |
Home Depot, Inc. | | 495,600 | | 15,462,720 |
Tiffany & Company (L) | | 105,500 | | 4,683,145 |
| | | |
| | | | 30,423,535 |
| | | |
| | | | 132,043,752 |
Consumer Staples - 3.76% | | | | |
Food & Staples Retailing - 0.37% | | | | |
Wal-Mart Stores, Inc. | | 60,300 | | 3,260,421 |
Food Products - 2.67% | | | | |
Kraft Foods, Inc., Class A | | 222,400 | | 6,322,832 |
McCormick & Company, Inc. | | 99,200 | | 3,681,312 |
The Hershey Company (L) | | 331,900 | | 13,196,344 |
| | | |
| | | | 23,200,488 |
Household Products - 0.72% | | | | |
Kimberly-Clark Corp. | | 103,200 | | 6,268,368 |
| | | |
| | | | 32,729,277 |
Energy - 13.15% | | | | |
Energy Equipment & Services - 1.47% | | | | |
BJ Services Company | | 124,000 | | 2,709,400 |
Schlumberger, Ltd. | | 164,800 | | 10,069,280 |
| | | |
| | | | 12,778,680 |
Oil, Gas & Consumable Fuels - 11.68% | | | | |
Anadarko Petroleum Corp. | | 148,800 | | 10,435,344 |
BP PLC (L) | | 190,192 | | 10,120,116 |
Chevron Corp. | | 294,960 | | 21,325,608 |
ConocoPhillips | | 84,100 | | 4,036,800 |
Exxon Mobil Corp. | | 299,724 | | 19,482,060 |
Murphy Oil Corp. | | 197,400 | | 10,245,060 |
Royal Dutch Shell PLC, ADR | | 287,200 | | 15,721,328 |
| | | | |
Equity-Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Oil, Gas & Consumable Fuels (continued) | | | | |
Spectra Energy Corp. | | 191,000 | $ | 4,163,800 |
Sunoco, Inc. | | 157,000 | | 4,140,090 |
The Williams Companies, Inc. | | 92,200 | | 1,985,988 |
| | | |
| | | | 101,656,194 |
| | | |
| | | | 114,434,874 |
Financials - 20.58% | | | | |
Commercial Banks - 5.34% | | | | |
Allied Irish Banks PLC | | 204,102 | | 276,825 |
KeyCorp | | 517,900 | | 3,702,985 |
Marshall & Ilsley Corp. | | 245,200 | | 1,736,016 |
Regions Financial Corp. | | 437,800 | | 2,955,150 |
SunTrust Banks, Inc. (L) | | 272,700 | | 6,492,987 |
U.S. Bancorp (L) | | 582,400 | | 14,332,864 |
Wells Fargo & Company | | 621,800 | | 17,000,012 |
| | | |
| | | | 46,496,839 |
Consumer Finance - 3.36% | | | | |
American Express Company | | 474,500 | | 18,121,155 |
Capital One Financial Corp. | | 153,400 | | 5,790,850 |
SLM Corp. | | 475,800 | | 5,319,444 |
| | | |
| | | | 29,231,449 |
Diversified Financial Services - 8.14% | | | | |
Bank of America Corp. | | 1,265,022 | | 21,075,267 |
JPMorgan Chase & Company | | 706,614 | | 29,656,590 |
Legg Mason, Inc. (L) | | 257,600 | | 6,658,960 |
NYSE Euronext | | 177,400 | | 4,679,812 |
The Bank of New York Mellon Corp. | | 307,100 | | 8,758,492 |
| | | |
| | | | 70,829,121 |
Insurance - 3.74% | | | | |
Chubb Corp. | | 74,400 | | 3,754,224 |
Lincoln National Corp. | | 261,398 | | 6,582,002 |
Marsh & McLennan Companies, Inc. | | 403,800 | | 9,376,236 |
Sun Life Financial, Inc. | | 206,800 | | 5,893,800 |
The Progressive Corp. | | 210,700 | | 3,613,505 |
The Travelers Companies, Inc. | | 63,549 | | 3,342,042 |
| | | |
| | | | 32,561,809 |
| | | |
| | | | 179,119,218 |
Health Care - 4.83% | | | | |
Biotechnology - 0.59% | | | | |
Amgen, Inc. | | 91,700 | | 5,191,137 |
Pharmaceuticals - 4.24% | | | | |
Bristol-Myers Squibb Company (L) | | 297,500 | | 7,291,725 |
Eli Lilly & Company | | 216,000 | | 7,417,440 |
Johnson & Johnson | | 128,900 | | 8,120,700 |
Merck & Company, Inc. | | 277,800 | | 10,245,264 |
Pfizer, Inc. | | 217,788 | | 3,822,179 |
| | | |
| | | | 36,897,308 |
| | | |
| | | | 42,088,445 |
Industrials - 13.44% | | | | |
Aerospace & Defense - 2.95% | | | | |
Boeing Company | | 155,600 | | 9,827,696 |
Honeywell International, Inc. | | 222,900 | | 8,951,664 |
ITT Corp. | | 25,000 | | 1,280,750 |
Lockheed Martin Corp. | | 71,900 | | 5,590,944 |
| | | |
| | | | 25,651,054 |
Air Freight & Logistics - 1.04% | | | | |
United Parcel Service, Inc., Class B (L) | | 153,900 | | 9,040,086 |
| |
The accompanying notes are an integral part of the financial statements. | 67 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Equity-Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Airlines - 0.24% | | | | |
Southwest Airlines Company | | 167,700 | $ | 2,109,666 |
Building Products - 0.88% | | | | |
Masco Corp. | | 424,600 | | 5,676,902 |
USG Corp. (I)(L) | | 148,800 | | 2,005,824 |
| | | |
| | | | 7,682,726 |
Commercial Services & Supplies - 0.59% | | | | |
Avery Dennison Corp. | | 161,200 | | 5,093,920 |
Electrical Equipment - 0.67% | | | | |
Cooper Industries PLC | | 129,000 | | 5,851,440 |
Industrial Conglomerates - 4.17% | | | | |
3M Company | | 187,300 | | 15,012,095 |
General Electric Company | | 1,326,300 | | 21,300,378 |
| | | |
| | | | 36,312,473 |
Machinery - 2.90% | | | | |
Deere & Company | | 163,400 | | 9,362,820 |
Eaton Corp. | | 49,600 | | 3,378,752 |
Illinois Tool Works, Inc. | | 237,100 | | 10,792,792 |
Pall Corp. | | 44,300 | | 1,748,521 |
| | | |
| | | | 25,282,885 |
| | | |
| | | | 117,024,250 |
Information Technology - 6.01% | | | | |
Communications Equipment - 0.44% | | | | |
Cisco Systems, Inc. (I) | | 157,800 | | 3,839,274 |
Computers & Peripherals - 0.49% | | | | |
Dell, Inc. (I) | | 322,200 | | 4,262,706 |
Internet Software & Services - 0.58% | | | | |
eBay, Inc. (I) | | 221,000 | | 5,087,420 |
IT Services - 0.91% | | | | |
Computer Sciences Corp. (I) | | 152,100 | | 7,877,259 |
Semiconductors & Semiconductor Equipment - 1.77% | | |
Analog Devices, Inc. | | 262,300 | | 7,669,652 |
Applied Materials, Inc. | | 221,200 | | 2,707,488 |
Intel Corp. | | 246,800 | | 5,066,804 |
| | | |
| | | | 15,443,944 |
Software - 1.82% | | | | |
Electronic Arts, Inc. (I)(L) | | 189,600 | | 3,143,568 |
Microsoft Corp. | | 442,300 | | 12,676,318 |
| | | |
| | | | 15,819,886 |
| | | |
| | | | 52,330,489 |
Materials - 5.87% | | | | |
Chemicals - 1.74% | | | | |
E.I. Du Pont de Nemours & Company | | 232,000 | | 7,823,040 |
International Flavors & Fragrances, Inc. | | 173,600 | | 7,310,296 |
| | | |
| | | | 15,133,336 |
Construction Materials - 0.72% | | | | |
Vulcan Materials Company (L) | | 145,300 | | 6,307,473 |
Metals & Mining - 1.36% | | | | |
Alcoa, Inc. | | 243,700 | | 3,241,210 |
Nucor Corp. | | 207,400 | | 8,586,360 |
| | | |
| | | | 11,827,570 |
Paper & Forest Products - 2.05% | | | | |
International Paper Company | | 440,825 | | 10,213,915 |
MeadWestvaco Corp. | | 202,600 | | 4,647,644 |
| | | | |
Equity-Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Paper & Forest Products (continued) | | | | |
Weyerhaeuser Company | | 73,700 | $ | 2,977,480 |
| | | |
| | | | 17,839,039 |
| | | |
| | | | 51,107,418 |
Telecommunication Services - 3.98% | | | | |
Diversified Telecommunication Services - 3.38% | | | |
AT&T, Inc. | | 657,473 | | 16,311,905 |
Qwest Communications International, Inc. (L) | 1,239,800 | | 5,653,488 |
Verizon Communications, Inc. | | 259,052 | | 7,494,374 |
| | | |
| | | | 29,459,767 |
Wireless Telecommunication Services - 0.60% | | | |
Sprint Nextel Corp. (I) | | 560,600 | | 1,866,798 |
Vodafone Group PLC | | 1,540,083 | | 3,322,437 |
| | | |
| | | | 5,189,235 |
| | | |
| | | | 34,649,002 |
Utilities - 7.55% | | | | |
Electric Utilities - 4.29% | | | | |
Duke Energy Corp. | | 347,100 | | 5,675,085 |
Entergy Corp. | | 84,400 | | 6,411,868 |
Exelon Corp. | | 181,500 | | 7,858,950 |
FirstEnergy Corp. | | 74,375 | | 2,874,594 |
Pinnacle West Capital Corp. | | 124,000 | | 4,514,840 |
PPL Corp. | | 126,100 | | 3,591,328 |
Progress Energy, Inc. | | 167,200 | | 6,402,088 |
| | | |
| | | | 37,328,753 |
Independent Power Producers & Energy Traders - 0.72% | | |
Constellation Energy Group, Inc. | | 122,800 | | 4,306,596 |
NRG Energy, Inc. (I) | | 88,200 | | 1,926,288 |
| | | |
| | | | 6,232,884 |
Multi-Utilities - 2.54% | | | | |
CenterPoint Energy, Inc. | | 117,900 | | 1,577,502 |
NiSource, Inc. | | 475,600 | | 7,143,512 |
PG&E Corp. (L) | | 124,000 | | 5,198,080 |
TECO Energy, Inc. (L) | | 118,900 | | 1,822,737 |
Xcel Energy, Inc. | | 307,900 | | 6,407,398 |
| | | |
| | | | 22,149,229 |
| | | |
| | | | 65,710,866 |
|
TOTAL COMMON STOCKS (Cost $810,371,986) | | $ | 821,237,591 |
|
|
CONVERTIBLE BONDS - 0.16% | | | | |
Consumer Discretionary - 0.16% | | | | |
Automobiles - 0.16% | | | | |
Ford Motor Company | | | | |
4.250%, 12/15/2036 | | 978,000 | | 1,380,203 |
|
TOTAL CONVERTIBLE BONDS (Cost $330,143) | $ | | 1,380,203 |
|
|
SHORT-TERM INVESTMENTS - 14.70% | | | |
Short-Term Securities* - 4.64% | | | | |
State Street Institutional US Government | | | | |
Money Market Fund, 0.03489% | $ | 1,015,266 | | 1,015,266 |
T. Rowe Price Reserve Investment | | | | |
Fund, 0.25404% | | 39,418,460 | | 39,418,460 |
| | | |
| | | | 40,433,726 |
| |
The accompanying notes are an integral part of the financial statements. | 68 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Equity-Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
SHORT-TERM INVESTMENTS (continued) | | | |
Securities Lending Collateral - 10.06% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | $ | 8,747,501 | $ | 87,563,364 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $127,996,641) | $ | 127,997,090 |
|
Total Investments (Equity-Income Fund) | | | | |
(Cost $938,698,770) - 109.20% | | | $ | 950,614,884 |
Other assets and liabilities, net - (9.20%) | | | | (80,107,418) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 870,507,466 |
| | | |
|
|
Fundamental Value Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
COMMON STOCKS - 95.33% | | | | |
Consumer Discretionary - 6.62% | | | | |
Automobiles - 1.07% | | | | |
Harley-Davidson, Inc. (L) | | 678,122 | $ | 16,688,583 |
Diversified Consumer Services - 0.23% | | | | |
H & R Block, Inc. | | 212,173 | | 3,666,349 |
Household Durables - 0.18% | | | | |
Hunter Douglas NV (L) | | 61,093 | | 2,766,282 |
Internet & Catalog Retail - 0.57% | | | | |
Amazon.com, Inc. (I) | | 40,453 | | 4,789,635 |
Liberty Media Corp. - Interactive A (I) | | 322,266 | | 4,057,329 |
| | | |
| | | | 8,846,964 |
Media - 2.54% | | | | |
Grupo Televisa SA, SADR | | 351,209 | | 6,483,318 |
Liberty Media-Starz, Series A (I) | | 25,784 | | 1,313,179 |
News Corp., Class A | | 1,367,960 | | 18,289,625 |
The Walt Disney Company | | 431,630 | | 13,484,121 |
| | | |
| | | | 39,570,243 |
Specialty Retail - 2.03% | | | | |
Bed Bath & Beyond, Inc. (I) | | 518,623 | | 21,579,903 |
CarMax, Inc. (I)(L) | | 497,471 | | 10,043,939 |
| | | |
| | | | 31,623,842 |
| | | |
| | | | 103,162,263 |
Consumer Staples - 14.03% | | | | |
Beverages - 3.04% | | | | |
Diageo PLC, SADR (L) | | 301,148 | | 19,658,941 |
Heineken Holding NV | | 431,158 | | 17,590,710 |
The Coca-Cola Company | | 193,400 | | 10,196,048 |
| | | |
| | | | 47,445,699 |
Food & Staples Retailing - 7.47% | | | | |
Costco Wholesale Corp. | | 1,125,333 | | 68,611,553 |
CVS Caremark Corp. | | 1,418,738 | | 47,882,408 |
| | | |
| | | | 116,493,961 |
Food Products - 0.54% | | | | |
The Hershey Company | | 101,499 | | 4,035,600 |
Unilever Nvunilever N V - NY Shares | | 147,200 | | 4,429,248 |
| | | |
| | | | 8,464,848 |
Household Products - 1.59% | | | | |
The Procter & Gamble Company | | 391,736 | | 24,789,054 |
Personal Products - 0.46% | | | | |
Mead Johnson Nutrition Company | | 114,810 | | 5,430,513 |
| | | | |
Fundamental Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Personal Products (continued) | | | | |
Natura Cosmeticos SA | | 95,800 | $ | 1,765,288 |
| | | |
| | | | 7,195,801 |
Tobacco - 0.93% | | | | |
Philip Morris International, Inc. | | 294,640 | | 14,431,467 |
| | | |
| | | | 218,820,830 |
Energy - 15.71% | | | | |
Energy Equipment & Services - 0.82% | | | | |
Transocean, Ltd. (I) | | 160,643 | | 12,822,524 |
Oil, Gas & Consumable Fuels - 14.89% | | | | |
Canadian Natural Resources, Ltd. | | 497,033 | | 33,713,748 |
China Coal Energy Company, Series H | | 7,092,652 | | 11,283,401 |
ConocoPhillips | | 17,742 | | 851,616 |
Devon Energy Corp. | | 716,204 | | 49,317,807 |
EOG Resources, Inc. | | 595,951 | | 56,049,192 |
Occidental Petroleum Corp. | | 919,745 | | 73,441,638 |
OGX Petroleo e Gas Participacoes SA (I) | | 860,000 | | 7,495,227 |
| | | |
| | | | 232,152,629 |
| | | |
| | | | 244,975,153 |
Financials - 29.58% | | | | |
Commercial Banks - 4.48% | | | | |
Wells Fargo & Company (L) | | 2,553,741 | | 69,819,279 |
Consumer Finance - 3.96% | | | | |
American Express Company | | 1,619,040 | | 61,831,138 |
Diversified Financial Services - 8.38% | | | | |
Ameriprise Financial, Inc. | | 309,587 | | 12,392,768 |
GAM Holding, Ltd. | | 667,872 | | 7,285,735 |
JPMorgan Chase & Company | | 748,143 | | 31,399,562 |
Julius Baer Group, Ltd. | | 667,872 | | 20,809,235 |
Moody’s Corp. (L) | | 449,037 | | 11,953,365 |
The Bank of New York Mellon Corp. | | 1,325,195 | | 37,794,561 |
The Goldman Sachs Group, Inc. | | 57,260 | | 8,952,601 |
| | | |
| | | | 130,587,827 |
Insurance - 11.66% | | | | |
Berkshire Hathaway, Inc. Class A (I) | | 688 | | 82,422,400 |
Fairfax Financial Holdings, Ltd. | | 15,400 | | 5,314,749 |
Fairfax Financial Holdings, Ltd., | | | | |
Canadian Exchange | | 7,640 | | 2,622,084 |
Loews Corp. | | 1,158,214 | | 42,228,482 |
Markel Corp. (I) | | 4,035 | | 1,423,346 |
The Progressive Corp. | | 1,962,973 | | 33,664,987 |
Transatlantic Holdings, Inc. | | 284,921 | | 14,160,574 |
| | | |
| | | | 181,836,622 |
Real Estate Management & Development - 1.10% | | | | |
Brookfield Asset Management, Inc. | | 331,110 | | 7,837,374 |
Hang Lung Group, Ltd. | | 1,859,509 | | 9,298,567 |
| | | |
| | | | 17,135,941 |
| | | |
| | | | 461,210,807 |
Health Care - 10.41% | | | | |
Health Care Equipment & Supplies - 1.17% | | | | |
Becton, Dickinson & Company | | 186,255 | | 14,503,677 |
CareFusion Corp. (I)(L) | | 149,769 | | 3,780,170 |
| | | |
| | | | 18,283,847 |
Health Care Providers & Services - 2.26% | | | | |
Cardinal Health, Inc. | | 180,439 | | 6,129,513 |
Express Scripts, Inc. (I) | | 238,040 | | 22,854,220 |
Laboratory Corp. of America Holdings (I) | | 85,800 | | 6,289,998 |
| | | |
| | | | 35,273,731 |
| |
The accompanying notes are an integral part of the financial statements. | 69 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Fundamental Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
COMMON STOCKS (continued) | | | | |
Pharmaceuticals - 6.98% | | | | |
Johnson & Johnson | | 549,780 | $ | 34,636,140 |
Merck & Company, Inc. | | 1,199,358 | | 44,232,323 |
Pfizer, Inc. | | 1,701,100 | | 29,854,305 |
| | | |
| | | | 108,722,768 |
| | | |
| | | | 162,280,346 |
Industrials - 5.60% | | | | |
Air Freight & Logistics - 0.18% | | | | |
United Parcel Service, Inc., Class B | | 48,241 | | 2,833,676 |
Commercial Services & Supplies - 1.72% | | | | |
Iron Mountain, Inc. (I) | | 1,036,804 | | 26,832,488 |
Electrical Equipment - 0.47% | | | | |
ABB, Ltd., SADR (I) | | 358,490 | | 7,263,007 |
Industrial Conglomerates - 0.81% | | | | |
Tyco International, Ltd. | | 351,767 | | 12,684,718 |
Machinery - 0.17% | | | | |
PACCAR, Inc. | | 75,140 | | 2,656,199 |
Marine - 0.87% | | | | |
China Shipping Development Company, Ltd. | | 3,071,063 | | 5,223,056 |
Kuehne & Nagel International AG | | 92,200 | | 8,363,161 |
| | | |
| | | | 13,586,217 |
Professional Services - 0.12% | | | | |
Dun & Bradstreet Corp. | | 25,405 | | 1,782,415 |
Transportation Infrastructure - 1.26% | | | | |
China Merchants Holdings | | | | |
International Company, Ltd. | | 4,143,383 | | 14,900,902 |
COSCO Pacific, Ltd. | | 2,412,217 | | 3,744,002 |
LLX Logistica SA (I) | | 190,800 | | 1,007,239 |
| | | |
| | | | 19,652,143 |
| | | |
| | | | 87,290,863 |
Information Technology - 7.87% | | | | |
Computers & Peripherals - 1.60% | | | | |
Hewlett-Packard Company | | 489,640 | | 24,868,816 |
Electronic Equipment, Instruments & Components - 1.26% | | |
Agilent Technologies, Inc. (I) | | 626,340 | | 19,704,656 |
Internet Software & Services - 0.81% | | | | |
Google, Inc., Class A (I) | | 24,066 | | 12,677,969 |
IT Services - 0.29% | | | | |
Visa, Inc., Class A (L) | | 53,170 | | 4,534,338 |
Semiconductors & Semiconductor Equipment - 1.49% | | |
Texas Instruments, Inc. | | 954,513 | | 23,271,027 |
Software - 2.42% | | | | |
Activision Blizzard, Inc. (I) | | 667,500 | | 7,095,525 |
Microsoft Corp. | | 1,068,281 | | 30,616,933 |
| | | |
| | | | 37,712,458 |
| | | |
| | | | 122,769,264 |
Materials - 5.51% | | | | |
Chemicals - 0.68% | | | | |
Monsanto Company | | 96,320 | | 6,805,008 |
Potash Corp. of Saskatchewan, Inc. | | 34,682 | | 3,830,974 |
| | | |
| | | | 10,635,982 |
Construction Materials - 0.92% | | | | |
Martin Marietta Materials, Inc. (L) | | 80,838 | | 6,403,986 |
Vulcan Materials Company (L) | | 182,231 | | 7,910,648 |
| | | |
| | | | 14,314,634 |
| | | | |
Fundamental Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Containers & Packaging - 1.92% | | | | |
Sealed Air Corp. | | 1,466,196 | $ | 29,954,384 |
Metals & Mining - 0.95% | | | | |
BHP Billiton PLC | | 250,672 | | 7,720,679 |
Rio Tinto PLC | | 136,161 | | 7,049,684 |
| | | |
| | | | 14,770,363 |
Paper & Forest Products - 1.04% | | | | |
Sino-Forest Corp. (I) | | 805,940 | | 15,679,141 |
Sino-Forest Corp. | | 26,600 | | 517,489 |
| | | |
| | | | 16,196,630 |
| | | |
| | | | 85,871,993 |
|
TOTAL COMMON STOCKS (Cost $1,335,759,660) | | $ | 1,486,381,519 |
|
CORPORATE BONDS - 0.94% | | | | |
Consumer Discretionary - 0.58% | | | | |
Automobiles - 0.58% | | | | |
Harley-Davidson, Inc. | | | | |
15.000%, 02/01/2014 | | 7,000,000 | | 8,985,753 |
Materials - 0.36% | | | | |
Containers & Packaging - 0.36% | | | | |
Sealed Air Corp. | | | | |
12.000%, 02/14/2014 | | 5,000,000 | | 5,691,800 |
|
TOTAL CORPORATE BONDS (Cost $12,000,000) | | $ | 14,677,553 |
|
CONVERTIBLE BONDS - 0.18% | | | | |
Materials - 0.18% | | | | |
Paper & Forest Products - 0.18% | | | | |
Sino-Forest Corp. | | | | |
5.000%, 08/01/2013 (S) | | 2,257,900 | | 2,751,816 |
|
TOTAL CONVERTIBLE BONDS (Cost $2,243,238) | | $ | 2,751,816 |
|
SHORT-TERM INVESTMENTS - 8.14% | | | |
Short-Term Securities* - 3.52% | | | | |
Societe Generale North America, | | | | |
0.160%, 03/01/2010 | $ | 2,713,000 | | 2,713,000 |
Three Pillars Funding, 0.220%, 03/01/2010 | 42,095,000 | | 42,095,000 |
Toyota Motor Credit, 0.170%, 03/05/2010 | | 10,000,000 | | 9,999,811 |
| | | |
| | | | 54,807,811 |
Securities Lending Collateral - 4.62% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 7,201,861 | | 72,091,344 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $126,872,833) | $ | 126,899,155 |
|
Total Investments (Fundamental Value Fund) | | | |
(Cost $1,476,875,731) - 104.59% | | | $ | 1,630,710,043 |
Other assets and liabilities, net - (4.59%) | | | (71,614,010) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 1,559,096,033 |
| | | |
|
|
Global Agribusiness Fund | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
COMMON STOCKS - 97.41% | | | | |
Australia - 1.05% | | | | |
Metcash, Ltd. | | 7,000 | $ | 25,818 |
| |
The accompanying notes are an integral part of the financial statements. | 70 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Agribusiness Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Canada - 22.01% | | | | |
AG Growth International, Inc. | | 1,000 | $ | 34,889 |
Agrium, Inc. | | 1,700 | | 110,075 |
Alliance Grain Traders, Inc. | | 400 | | 13,115 |
GLG Life Tech Corp. (I) | | 750 | | 6,023 |
MagIndustries Corp. (I) | | 29,500 | | 11,495 |
Potash Corp. of Saskatchewan, Inc. | | 2,100 | | 231,967 |
Potash One, Inc. (I) | | 3,600 | | 10,572 |
Saputo, Inc. | | 1,400 | | 39,983 |
Viterra, Inc. (I) | | 9,200 | | 84,988 |
| | | |
| | | | 543,107 |
Germany - 1.19% | | | | |
K&S AG | | 100 | | 6,073 |
Suedzucker AG | | 1,000 | | 23,215 |
| | | |
| | | | 29,288 |
Italy - 0.41% | | | | |
Parmalat SpA | | 4,000 | | 10,090 |
Japan - 0.49% | | | | |
Komatsu, Ltd. | | 600 | | 12,034 |
Malaysia - 0.48% | | | | |
PPB Group BHD | | 2,500 | | 11,896 |
Norway - 3.03% | | | | |
Yara International ASA, ADR | | 1,800 | | 74,700 |
Singapore - 10.46% | | | | |
Golden Agri-Resources, Ltd. (I) | | 146,250 | | 55,113 |
Indofood Agri Resources, Ltd. (I) | | 8,000 | | 12,115 |
Olam International, Ltd. | | 22,000 | | 38,133 |
Wilmar International, Ltd. | | 33,000 | | 152,834 |
| | | |
| | | | 258,195 |
Switzerland - 16.65% | | | | |
Nestle SA | | 1,500 | | 74,629 |
Nestle SA , SADR | | 2,900 | | 144,246 |
Syngenta AG, ADR | | 3,700 | | 192,067 |
| | | |
| | | | 410,942 |
United Kingdom - 4.41% | | | | |
Unilever PLC, SADR | | 3,700 | | 108,928 |
United States - 37.23% | | | | |
Archer-Daniels-Midland Company | | 6,700 | | 196,712 |
Bunge, Ltd. | | 1,800 | | 107,262 |
CF Industries Holdings, Inc. | | 200 | | 21,248 |
ConAgra Foods, Inc. | | 1,000 | | 24,460 |
Deere & Company | | 300 | | 17,190 |
General Mills, Inc. | | 1,200 | | 86,412 |
J.M. Smucker Company | | 1,000 | | 59,680 |
Kellogg Company | | 200 | | 10,430 |
Kraft Foods, Inc., Class A | | 1,100 | | 31,273 |
Monsanto Company | | 2,700 | | 190,755 |
Terra Industries, Inc. | | 1,700 | | 69,989 |
The Mosaic Company | | 1,770 | | 103,350 |
| | | |
| | | | 918,761 |
|
TOTAL COMMON STOCKS (Cost $1,989,612) | | | $ | 2,403,759 |
|
| | | | |
Global Agribusiness Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
WARRANTS - 0.03% | | | | |
Singapore - 0.03% | | | | |
Golden Agri-Resources, Ltd. (Expiration Date: | | | |
07/23/2012, Strike Price: SGD 0.54) (I) | | 8,500 | $ | 726 |
|
TOTAL WARRANTS (Cost $0) | | | $ | 726 |
|
Total Investments (Global Agribusiness Fund) | | | |
(Cost $1,989,612) - 97.44% | | | $ | 2,404,485 |
Other assets and liabilities, net - 2.56% | | | | 63,219 |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 2,467,704 |
| | | |
|
For sector weighting information see pages 3-8. | | | |
|
|
Global Bond Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 2.15% | | | | |
U.S. Treasury Bonds - 0.99% | | | | |
4.500%, 08/15/2039 | $ | 100,000 | $ | 99,547 |
4.625%, 02/15/2040 (F) | | 4,600,000 | | 4,671,875 |
6.875%, 08/15/2025 | | 2,000,000 | | 2,600,624 |
| | | |
| | | | 7,372,046 |
U.S. Treasury Notes - 0.49% | | | | |
1.000%, 07/31/2011 to 10/31/2011 (F) | | 3,056,000 | | 3,076,013 |
1.125%, 06/30/2011 (F) | | 572,000 | | 577,206 |
| | | |
| | | | 3,653,219 |
Federal Home Loan Mortgage Corp. - 0.08% | | | |
0.109%, 02/01/2011 (F)(P) | | 279,000 | | 278,928 |
0.327%, 03/09/2011 (F)(P) | | 286,000 | | 286,407 |
| | | |
| | | | 565,335 |
Federal National Mortgage Association - 0.59% | | | |
1.681%, 11/01/2042 to 10/01/2044 (P) | | 3,229,092 | | 3,200,322 |
2.406%, 11/01/2035 (P) | | 588,370 | | 593,396 |
5.134%, 09/01/2035 (P) | | 304,199 | | 320,740 |
5.170%, 07/01/2035 (P) | | 289,693 | | 305,445 |
| | | |
| | | | 4,419,903 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (Cost $14,855,282) | | | $ | 16,010,503 |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 43.58% | | | | |
Australia - 0.25% | | | | |
Government of Australia | | | | |
6.250%, 06/15/2014 | AUD | 2,000,000 | | 1,875,855 |
| | | |
| | | | 1,875,855 |
Canada - 3.16% | | | | |
Canada Housing Trust No. 1 | | | | |
4.050%, 03/15/2011 (S) | CAD | 6,900,000 | | 6,786,749 |
4.600%, 09/15/2011 (S) | | 2,700,000 | | 2,704,824 |
Government of Canada | | | | |
2.000%, 12/01/2014 | | 2,300,000 | | 2,139,992 |
3.500%, 06/01/2020 | | 1,900,000 | | 1,802,905 |
4.000%, 06/01/2016 | | 1,400,000 | | 1,418,348 |
4.250%, 06/01/2018 | | 3,400,000 | | 3,470,572 |
Province of Ontario | | | | |
4.100%, 06/16/2014 | $ | 200,000 | | 212,580 |
4.700%, 06/02/2037 | CAD | 1,300,000 | | 1,241,622 |
6.200%, 06/02/2031 | | 100,000 | | 114,157 |
| |
The accompanying notes are an integral part of the financial statements. | 71 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
Canada (continued) | | | | |
Province of Quebec | | | | |
5.000%, 12/01/2038 | $ | 3,700,000 | $ | 3,643,561 |
| | | |
| | | | 23,535,310 |
France - 7.94% | | | | |
Government of France | | | | |
3.000%, 01/12/2011 | EUR | 13,100,000 | | 18,219,673 |
3.750%, 01/12/2013 to 10/25/2019 | | 10,100,000 | | 14,242,505 |
4.000%, 10/25/2013 to 04/25/2018 | | 10,900,000 | | 15,947,653 |
4.250%, 10/25/2018 to 10/25/2023 | | 7,000,000 | | 10,254,291 |
4.750%, 10/25/2012 | | 400,000 | | 593,353 |
| | | |
| | | | 59,257,475 |
Germany - 20.49% | | | | |
Federal Republic of Germany | | | | |
1.250%, 03/11/2011 | | 14,500,000 | | 19,886,282 |
3.250%, 01/04/2020 | | 4,400,000 | | 6,063,156 |
3.500%, 07/04/2019 | | 1,900,000 | | 2,678,125 |
3.750%, 01/04/2019 | | 8,700,000 | | 12,518,519 |
4.000%, 01/04/2037 | | 3,800,000 | | 5,270,667 |
4.250%, 10/12/2012 to 07/04/2039 | | 32,300,000 | | 47,782,598 |
4.750%, 07/04/2034 to 07/04/2040 | | 8,600,000 | | 13,302,029 |
5.000%, 07/04/2011 | | 2,600,000 | | 3,743,043 |
5.250%, 01/04/2011 | | 14,800,000 | | 20,957,512 |
5.500%, 01/04/2031 | | 7,100,000 | | 11,856,004 |
6.250%, 01/04/2030 | | 4,900,000 | | 8,853,925 |
| | | |
| | | | 152,911,860 |
Japan - 8.28% | | | | |
Government of Japan | | | | |
0.200%, 02/15/2012 | JPY | 1,950,000,000 | | 21,966,159 |
0.700%, 09/20/2014 | | 1,610,000,000 | | 18,312,085 |
1.300%, 03/20/2018 | | 530,000,000 | | 6,106,522 |
1.500%, 12/20/2017 | | 250,000,000 | | 2,929,594 |
2.400%, 03/20/2034 | | 60,000,000 | | 695,889 |
2.500%, 03/20/2036 to 06/20/2036 | | 1,000,000,000 | | 11,772,399 |
| | | |
| | | | 61,782,648 |
Netherlands - 2.36% | | | | |
Kingdom of Netherlands | | | | |
4.000%, 07/15/2018 to 07/15/2019 | EUR | 9,700,000 | | 14,010,117 |
4.500%, 07/15/2017 | | 2,400,000 | | 3,606,521 |
| | | |
| | | | 17,616,638 |
United Kingdom - 1.10% | | | | |
Government of United Kingdom | | | | |
4.250%, 06/07/2032 to 03/07/2036 | GBP | 3,000,000 | | 4,336,225 |
4.500%, 12/07/2042 | | 500,000 | | 756,491 |
4.750%, 12/07/2038 | | 2,000,000 | | 3,138,190 |
| | | |
| | | | 8,230,906 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $330,758,249) | | | $ | 325,210,692 |
|
|
CORPORATE BONDS - 33.95% | | | | |
Australia - 6.53% | | | | |
Bank of Queensland, Ltd. | | | | |
4.873%, 10/22/2012 (P) | AUD | 2,500,000 | | 2,256,614 |
Bank of Scotland PLC, MTN | | | | |
4.930%, 07/24/2012 (P) | | 2,900,000 | | 2,613,429 |
Citigroup Pty, Ltd. | | | | |
4.788%, 06/18/2012 (P) | | 5,500,000 | | 4,945,742 |
5.500%, 06/18/2012 | | 2,000,000 | | 1,800,362 |
Commonwealth Bank of Australia | | | | |
0.533%, 09/17/2014 (P) | $ | 4,200,000 | | 4,186,925 |
0.636%, 12/10/2012 (P) | | 3,000,000 | | 2,983,617 |
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Australia (continued) | | | | |
Commonwealth Bank of Australia (continued) | | | |
0.671%, 07/12/2013 (P) | $ | 5,400,000 | $ | 5,383,627 |
2.500%, 12/10/2012 (S) | | 3,400,000 | | 3,479,784 |
4.500%, 02/20/2014 | AUD | 2,500,000 | | 2,158,792 |
Macquarie Bank, Ltd. | | | | |
3.300%, 07/17/2014 (S) | $ | 5,200,000 | | 5,329,262 |
National Australia Bank, Ltd. | | | | |
3.375%, 07/08/2014 (S) | | 3,400,000 | | 3,483,198 |
Suncorp-Metway, Ltd., Series TD | | | | |
4.535%, 09/11/2013 | AUD | 6,100,000 | | 5,472,249 |
Westpac Banking Corp. | | | | |
2.700%, 12/09/2014 (S) | $ | 1,200,000 | | 1,192,373 |
2.900%, 09/10/2014 (S) | | 3,400,000 | | 3,436,982 |
| | | |
| | | | 48,722,956 |
Canada - 1.14% | | | | |
Canadian Imperial Bank of Commerce | | | | |
5.250%, 09/16/2010 | EUR | 3,000,000 | | 4,169,897 |
Citigroup Finance Canada, Inc., MTN | | | | |
5.500%, 05/21/2013 | CAD | 300,000 | | 294,352 |
Falconbridge, Ltd. | | | | |
7.350%, 06/05/2012 | $ | 3,000,000 | | 3,312,408 |
Rio Tinto Alcan, Inc. | | | | |
6.450%, 03/15/2011 | | 700,000 | | 731,643 |
| | | |
| | | | 8,508,300 |
Cayman Islands - 0.91% | | | | |
Foundation Re II, Ltd. | | | | |
7.000%, 11/26/2010 (P)(S) | | 400,000 | | 397,746 |
Mizuho Financial Group, Ltd. | | | | |
8.375%, 01/29/2049 | | 2,500,000 | | 2,503,125 |
MUFG Capital Finance 5, Ltd., (6.299% to | | | | |
01/25/2017, then 6 month | | | | |
LIBOR +206 bps) | | | | |
maturing at 12/31/2049 | GBP | 1,513,000 | | 1,943,781 |
Residential Reinsurance | | | | |
2007, Ltd., Series CL4 | | | | |
6.252%, 06/07/2010 (P)(S) | $ | 1,900,000 | | 1,915,390 |
| | | |
| | | | 6,760,042 |
Denmark - 0.14% | | | | |
Nykredit Realkredit A/S | | | | |
4.000%, 01/01/2011 | DKK | 500,000 | | 93,249 |
Realkredit Danmark A/S | | | | |
2.000%, 01/01/2011 | | 5,000,000 | | 918,929 |
| | | |
| | | | 1,012,178 |
France - 6.10% | | | | |
BNP Paribas Covered Bonds SA, EMTN | | | | |
4.750%, 05/28/2013 | EUR | 1,700,000 | | 2,507,883 |
BNP Paribas Home Loan Covered Bonds | | | | |
SA, EMTN | | | | |
3.000%, 07/23/2013 | | 2,100,000 | | 2,937,943 |
Compagnie de Financement Foncier | | | | |
4.500%, 01/09/2013 | | 2,600,000 | | 3,789,201 |
Credit Agricole SA | | | | |
8.375%, (P)(S) | $ | 6,400,000 | | 6,728,000 |
Dexia Credit Local | | | | |
0.501%, 01/12/2012 (P)(S) | | 3,300,000 | | 3,298,703 |
2.375%, 09/23/2011 (S) | | 2,800,000 | | 2,870,165 |
2.625%, 01/21/2014 | EUR | 2,500,000 | | 3,431,171 |
Lafarge SA | | | | |
6.500%, 07/15/2016 | $ | 2,000,000 | | 2,155,732 |
Societe Financement de | | | | |
l’Economie Francaise | | | | |
2.250%, 06/11/2012 (S) | | 5,500,000 | | 5,619,554 |
| |
The accompanying notes are an integral part of the financial statements. | 72 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
France (continued) | | | | |
Societe Financement de l’Economie | | | | |
Francaise (continued) | | | | |
3.375%, 05/05/2014 (S) | $ | 2,300,000 | $ | 2,395,634 |
Societe Financement de l’Economie | | | | |
Francaise, EMTN | | | | |
2.125%, 05/20/2012 | EUR | 200,000 | | 277,834 |
Societe Generale | | | | |
5.922%, 04/29/2049 (P)(S) | $ | 500,000 | | 426,031 |
Societe Generale Societe de Credit | | | | |
Fonciere, EMTN | | | | |
4.000%, 07/07/2016 | EUR | 2,000,000 | | 2,857,949 |
Valeo SA, EMTN | | | | |
3.750%, 06/24/2013 | | 1,200,000 | | 1,580,206 |
Vivendi SA | | | | |
5.750%, 04/04/2013 (S) | $ | 4,300,000 | | 4,649,775 |
| | | |
| | | | 45,525,781 |
Germany - 1.12% | | | | |
Kreditanstalt fuer Wiederaufbau | | | | |
4.000%, 01/27/2020 | | 4,000,000 | | 4,011,896 |
4.875%, 06/17/2019 | | 600,000 | | 647,954 |
Kreditanstalt Fuer Wiederaufbau, MTN | | | | |
5.500%, 06/05/2014 | AUD | 4,200,000 | | 3,724,297 |
| | | |
| | | | 8,384,147 |
Netherlands - 2.63% | | | | |
Achmea Hypotheekbank NV | | | | |
0.599%, 11/03/2014 (P)(S) | $ | 2,300,000 | | 2,296,939 |
Fortis Bank Nederland Holding | | | | |
NV, EMTN | | | | |
3.375%, 05/19/2014 | EUR | 2,400,000 | | 3,384,274 |
ING Bank NV, EMTN | | | | |
3.375%, 03/03/2014 | | 1,800,000 | | 2,541,671 |
LeasePlan Corp NV, EMTN | | | | |
3.250%, 05/22/2014 | | 1,100,000 | | 1,548,052 |
NIBC Bank NV | | | | |
3.500%, 04/07/2014 | | 4,000,000 | | 5,673,038 |
Rabobank Nederland NV, (11.000% to | | | | |
06/30/2019, then 3 month LIBOR | | | | |
+ 1086.75 bps) | | | | |
maturing at 06/30/2019 (S) | $ | 3,275,000 | | 4,149,523 |
| | | |
| | | | 19,593,497 |
New Zealand - 0.41% | | | | |
Westpac Securities NZ, Ltd. | | | | |
3.450%, 07/28/2014 (S) | | 3,000,000 | | 3,099,948 |
| | | |
| | | | 3,099,948 |
Norway - 0.82% | | | | |
DnB NOR Boligkreditt, EMTN | | | | |
4.500%, 05/16/2011 | EUR | 1,700,000 | | 2,399,261 |
Kommunalbanken AS | | | | |
2.000%, 01/14/2013 | $ | 3,700,000 | | 3,725,689 |
| | | |
| | | | 6,124,950 |
South Korea - 0.21% | | | | |
Export-Import Bank of Korea, EMTN | | | | |
5.750%, 05/22/2013 | EUR | 1,100,000 | | 1,598,513 |
| | | |
| | | | 1,598,513 |
United Kingdom - 2.85% | | | | |
Barclays Bank PLC | | | | |
10.179%, 06/12/2021 (S) | $ | 800,000 | | 1,025,784 |
HBOS PLC, EMTN | | | | |
0.958%, 09/01/2016 (P) | EUR | 3,200,000 | | 3,559,445 |
Lloyds TSB Bank PLC | | | | |
1.251%, 04/02/2012 (P)(S) | $ | 1,900,000 | | 1,929,473 |
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
United Kingdom (continued) | | | | |
Lloyds TSB Bank PLC (continued) | | | | |
12.000%, 12/31/2049 (P)(S) | $ | 2,600,000 | $ | 2,779,855 |
Pearson Dollar Finance Two PLC | | | | |
6.250%, 05/06/2018 (S) | | 1,000,000 | | 1,076,492 |
Royal Bank of Scotland PLC | | | | |
2.625%, 05/11/2012 (S) | | 2,400,000 | | 2,454,974 |
Royal Bank of Scotland PLC, EMTN | | | | |
2.650%, 04/23/2012 | | 7,800,000 | | 7,997,293 |
XL Capital Finance PLC | | | | |
6.500%, 01/15/2012 | | 400,000 | | 423,524 |
| | | |
| | | | 21,246,840 |
United States - 11.09% | | | | |
Altria Group, Inc. | | | | |
9.250%, 08/06/2019 | | 2,000,000 | | 2,477,310 |
American Electric Power Company, Inc. | | | | |
5.250%, 06/01/2015 | | 2,000,000 | | 2,137,286 |
American General Finance Corp. | | | | |
6.900%, 12/15/2017 | | 2,000,000 | | 1,434,502 |
American International Group, Inc. | | | | |
4.875%, 03/15/2067 | EUR | 500,000 | | 347,221 |
8.250%, 08/15/2018 (P) | $ | 1,800,000 | | 1,651,759 |
American International Group, | | | | |
Inc., Series 1 | | | | |
0.361%, 10/18/2011 (P) | | 200,000 | | 183,452 |
American International Group, | | | | |
Inc., Series REGS | | | | |
8.000%, 05/22/2038 | EUR | 1,150,000 | | 1,017,834 |
American International Group, | | | | |
Inc., Series WI | | | | |
8.175%, 05/15/2058 (P) | $ | 2,600,000 | | 1,755,000 |
Autozone, Inc. | | | | |
5.875%, 10/15/2012 | | 500,000 | | 544,263 |
BA Covered Bond Issuer | | | | |
4.125%, 04/05/2012 | EUR | 4,800,000 | | 6,736,044 |
BAE Systems Holdings, Inc. | | | | |
6.400%, 12/15/2011 (S) | $ | 700,000 | | 753,626 |
Bank of America Corp., EMTN | | | | |
4.625%, 02/07/2017 | EUR | 1,500,000 | | 1,914,145 |
Bear Stearns Companies LLC | | | | |
7.250%, 02/01/2018 | $ | 4,400,000 | | 5,103,732 |
Boston Scientific Corp. | | | | |
6.000%, 06/15/2011 | | 700,000 | | 732,579 |
Capital One Financial Corp., MTN | | | | |
5.700%, 09/15/2011 | | 600,000 | | 630,699 |
CBS Corp. | | | | |
8.875%, 05/15/2019 | | 1,800,000 | | 2,137,662 |
Citigroup, Inc. | | | | |
1.939%, 03/05/2014 (P) | EUR | 5,900,000 | | 7,438,597 |
2.239%, 02/09/2016 (P) | | 2,500,000 | | 3,050,971 |
6.000%, 08/15/2017 | $ | 2,800,000 | | 2,820,308 |
6.125%, 11/21/2017 | | 3,400,000 | | 3,439,253 |
CNA Financial Corp. | | | | |
6.000%, 08/15/2011 | | 1,000,000 | | 1,050,202 |
D.R. Horton, Inc. | | | | |
5.250%, 02/15/2015 | | 1,800,000 | | 1,710,000 |
6.000%, 04/15/2011 | | 800,000 | | 816,000 |
DaimlerChrysler NA Holding Corp. | | | | |
5.750%, 09/08/2011 | | 300,000 | | 317,907 |
HSBC Finance Corp. | | | | |
0.604%, 09/14/2012 (P) | | 1,700,000 | | 1,660,023 |
5.250%, 01/15/2014 | | 400,000 | | 424,181 |
Intuit, Inc. | | | | |
5.750%, 03/15/2017 | | 2,000,000 | | 2,128,802 |
| |
The accompanying notes are an integral part of the financial statements. | 73 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
United States (continued) | | | | |
Jones Apparel Group, Inc. | | | | |
5.125%, 11/15/2014 | $ | 600,000 | $ | 585,000 |
JPMorgan Chase & Company, MTN | | | | |
6.000%, 01/15/2018 | | 1,500,000 | | 1,624,598 |
Lehman Brothers Holdings, Inc. | | | | |
5.625%, 01/24/2013 (H) | | 3,600,000 | | 823,500 |
6.875%, 05/02/2018 (H) | | 4,200,000 | | 966,000 |
Loews Corp. | | | | |
5.250%, 03/15/2016 | | 200,000 | | 210,448 |
Masco Corp. | | | | |
6.125%, 10/03/2016 | | 700,000 | | 670,762 |
McKesson Corp. | | | | |
5.700%, 03/01/2017 | | 600,000 | | 647,470 |
Merrill Lynch & Company, Inc. | | | | |
2.148%, 05/30/2014 (P) | EUR | 600,000 | | 758,242 |
Morgan Stanley | | | | |
0.701%, 10/18/2016 (P) | $ | 600,000 | | 546,602 |
0.988%, 03/01/2013 (P) | EUR | 1,100,000 | | 1,426,047 |
1.089%, 04/13/2016 (P) | | 200,000 | | 245,220 |
Motorola, Inc. | | | | |
6.000%, 11/15/2017 | $ | 700,000 | | 726,421 |
Nabors Industries, Inc. | | | | |
6.150%, 02/15/2018 | | 2,000,000 | | 2,119,160 |
Nationwide Health Properties, Inc. | | | | |
6.500%, 07/15/2011 | | 600,000 | | 623,366 |
Norfolk Southern Corp. | | | | |
5.257%, 09/17/2014 | | 2,000,000 | | 2,171,514 |
RBS Capital Trust I | | | | |
4.709%, 12/29/2049 (P) | | 900,000 | | 504,000 |
Regions Financial Corp. | | | | |
7.750%, 11/10/2014 | | 1,000,000 | | 1,028,795 |
Sabre Holdings Corp. | | | | |
7.350%, 08/01/2011 | | 700,000 | | 708,750 |
Sara Lee Corp. | | | | |
6.250%, 09/15/2011 | | 500,000 | | 533,822 |
Sealed Air Corp. | | | | |
5.625%, 07/15/2013 (S) | | 700,000 | | 744,748 |
Simon Property Group LP | | | | |
6.100%, 05/01/2016 | | 1,000,000 | | 1,071,918 |
SLM Corp. | | | | |
0.454%, 03/15/2011 (P) | | 1,300,000 | | 1,251,355 |
Southwest Airlines Company | | | | |
5.125%, 03/01/2017 | | 500,000 | | 491,629 |
Sprint Capital Corp. | | | | |
8.750%, 03/15/2032 | | 200,000 | | 176,500 |
Sprint Nextel Corp. | | | | |
6.000%, 12/01/2016 | | 1,000,000 | | 865,000 |
State Street Capital Trust IV | | | | |
0.00%, 06/15/2037 (N) | | 1,800,000 | | 1,250,102 |
Tate & Lyle International Finance PLC | | | | |
5.000%, 11/15/2014 (S) | | 300,000 | | 310,212 |
US Bank National Association | | | | |
4.375%, 02/28/2017 | EUR | 300,000 | | 402,368 |
WM Covered Bond | | | | |
Program, Series EMTN | | | | |
3.875%, 09/27/2011 | | 3,500,000 | | 4,878,367 |
| | | |
| | | | 82,775,274 |
|
TOTAL CORPORATE BONDS (Cost $249,793,594) | | $ | 253,352,426 |
|
|
MUNICIPAL BONDS - 0.72% | | | | |
California - 0.53% | | | | |
Golden State Tobacco Securitization Corp. | | | | |
5.000%, 06/01/2038 | | 4,300,000 | | 3,717,737 |
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
MUNICIPAL BONDS (continued) | | | | |
California (continued) | | | | |
Golden State Tobacco Securitization | | | | |
Corp. (continued) | | | | |
5.125%, 06/01/2047 | $ | 300,000 | $ | 200,709 |
| | | |
| | | | 3,918,446 |
New York - 0.02% | | | | |
New York City Municipal Water Finance | | | | |
Authority, Series 1289 | | | | |
11.683%, 12/15/2013 (P) | | 130,000 | | 131,026 |
| | | |
| | | | 131,026 |
Ohio - 0.17% | | | | |
Buckeye Tobacco Settlement | | | | |
Financing Authority | | | | |
5.875%, 06/01/2047 | | 1,700,000 | | 1,272,467 |
| | | |
| | | | 1,272,467 |
Puerto Rico - 0.00% | | | | |
Puerto Rico Sales Tax Financing Corp. | | | | |
0.00%, 08/01/2054 | | 500,000 | | 28,360 |
| | | |
| | | | 28,360 |
|
TOTAL MUNICIPAL BONDS (Cost $6,311,683) | | $ | 5,350,299 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 11.78% | | | | |
Australia - 1.56% | | | | |
Crusade Global Trust | | | | |
Series 2004-2, Class A2, | | | | |
0.802%, 11/19/2037 (P) | | 829,041 | | 1,096,151 |
Series 2005-2, Class A2, | | | | |
4.310%, 08/14/2037 (P) | | 3,903,995 | | 3,397,083 |
Puma Finance, Ltd. | | | | |
Series 2006-G5, Class A1, | | | | |
0.321%, 02/21/2038 (P) | | 1,149,820 | | 1,106,458 |
Series 2005-P11, Class BA, | | | | |
4.090%, 08/22/2037 (P) | | 346,819 | | 302,980 |
Series 2004-P10, Class BA, | | | | |
4.213%, 07/12/2036 (P) | | 399,608 | | 352,282 |
Superannuation Members Home Loans | | | | |
Global Fund, Series 2004-7, Class A1 | | | | |
0.397%, 03/09/2036 (P) | $ | 938,467 | | 886,270 |
Swan | | | | |
Series 2006-1E, Class A1, | | | | |
0.330%, 05/12/2037 (P) | | 1,489,862 | | 1,449,864 |
Series 2006-1E, Class A2, | | | | |
4.350%, 05/12/2037 (P) | | 1,340,876 | | 1,168,103 |
Torrens Trust, Series 2007-1, Class A | | | | |
4.340%, 10/19/2038 (P) | | 2,161,373 | | 1,885,663 |
| | | |
| | | | 11,644,854 |
Ireland - 0.39% | | | | |
German Residential Asset Note Distributor | | | | |
PLC, Series 2006-1, Class A | | | | |
0.917%, 07/20/2016 (P) | EUR | 1,215,116 | | 1,425,156 |
Immeo Residential Finance PLC, | | | | |
Series 2007-2, Class A | | | | |
0.874%, 12/15/2016 (P) | | 1,282,396 | | 1,515,973 |
| | | |
| | | | 2,941,129 |
Netherlands - 0.34% | | | | |
Atomium Mortgage Finance BV, | | | | |
Series 2003-I, Class A | | | | |
0.628%, 07/01/2034 (P) | | 416,305 | | 557,937 |
Delphinus BV, Series 2001-II, Class A1 | | | | |
0.949%, 11/28/2031 (P) | | 633,920 | | 771,810 |
| |
The accompanying notes are an integral part of the financial statements. | 74 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Netherlands (continued) | | | | |
Dutch Mortgage Portfolio Loans | | | | |
BV, Class A | | | | |
0.910%, 11/20/2035 (P) | $ | 918,006 | $ | 1,217,789 |
| | | |
| | | | 2,547,536 |
Spain - 0.07% | | | | |
Bancaja Fondo de Titulizacion de Activos, | | | | |
Series 2005-8, Class A | | | | |
0.782%, 10/25/2037 (P) | | 438,664 | | 521,403 |
| | | |
| | | | 521,403 |
United Kingdom - 0.70% | | | | |
First Flexible PLC, Series 7, Class A | | | | |
0.726%, 09/15/2033 (P) | GBP | 678,290 | | 921,653 |
Newgate Funding PLC, | | | | |
Series 2007-3x, Class A1 | | | | |
1.206%, 12/15/2050 (P) | | 1,970,317 | | 2,849,951 |
RMAC Securities PLC, | | | | |
Series 2006-NX1X, Class A2a | | | | |
0.756%, 06/12/2044 (P) | | 1,185,012 | | 1,466,880 |
United States - 8.72% | | | | |
Adjustable Rate Mortgage Trust, | | | | |
Series 2005-5, Class 2A1 | | | | |
5.049%, 09/25/2035 (P) | $ | 142,028 | | 93,123 |
American Home Mortgage | | | | |
Investment Trust | | | | |
Series 2007-1, Class GA2, | | | | |
0.469%, 05/25/2047 (P) | | 413,434 | | 94,720 |
Series 2004-3, Class 5A, | | | | |
2.486%, 10/25/2034 (P) | | 412,958 | | 340,922 |
Banc of America Funding Corp. | | | | |
Series 2006-A, Class 1A1, | | | | |
4.485%, 02/20/2036 (P) | | 1,428,717 | | 1,245,641 |
Series 2006-J, Class 4A1, | | | | |
6.064%, 01/20/2047 (P) | | 212,790 | | 151,302 |
BCAP LLC Trust, | | | | |
Series 2006-AA2, Class A1 | | | | |
0.399%, 01/25/2037 (P) | | 2,356,570 | | 1,195,953 |
Bear Stearns Adjustable Rate | | | | |
Mortgage Trust | | | | |
Series 2005-5, Class A1, | | | | |
2.530%, 08/25/2035 (P) | | 22,133 | | 21,364 |
Series 2005-5, Class A2, | | | | |
2.560%, 08/25/2035 (P) | | 1,208,870 | | 1,165,834 |
Series 2005-2, Class A1, | | | | |
2.760%, 03/25/2035 (P) | | 2,021,872 | | 1,892,136 |
Series 2005-2, Class A2, | | | | |
2.934%, 03/25/2035 (P) | | 503,975 | | 477,132 |
Series 2003-5, Class 1A2, | | | | |
3.505%, 08/25/2033 (P) | | 92,660 | | 87,153 |
Series 2003-9, Class 2A1, | | | | |
3.537%, 02/25/2034 (P) | | 28,100 | | 23,977 |
Series 2004-2, Class 22A, | | | | |
3.809%, 05/25/2034 (P) | | 342,297 | | 311,448 |
Series 2003-7, Class 6A, | | | | |
4.601%, 10/25/2033 (P) | | 183,343 | | 171,425 |
Series 2005-9, Class A1, | | | | |
4.625%, 10/25/2035 (P) | | 2,569,474 | | 2,187,864 |
Series 2004-2, Class 23A, | | | | |
4.631%, 05/25/2034 (P) | | 165,549 | | 151,037 |
Bear Stearns Adjustable Rate Mortgage | | | | |
Trust, Series 2005-4, Class 3a1 | | | | |
5.362%, 08/25/2035 (P) | | 653,234 | | 587,461 |
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
United States (continued) | | | | |
Bear Stearns Alt-A Trust | | | | |
Series 2006-8, Class 3A1, | | | | |
0.389%, 02/25/2034 (P) | $ | 89,033 | $ | 64,936 |
Series 2005-7, Class 22A1, | | | | |
5.201%, 09/25/2035 (P) | | 1,876,066 | | 1,391,242 |
Series 2005-9, Class 24A1, | | | | |
5.456%, 11/25/2035 | | 951,255 | | 568,293 |
Series 2006-6, Class 32A1, | | | | |
5.614%, 11/25/2036 (P) | | 1,662,563 | | 992,291 |
Series 2006-6, Class 31A1, | | | | |
5.632%, 11/25/2036 (P) | | 2,233,366 | | 1,307,455 |
Bear Stearns Structured Products, Inc., | | | | |
Series 2007-R6, Class 1A1 | | | | |
5.603%, 01/26/2036 (P) | | 986,574 | | 617,213 |
Bella Vista Mortgage Trust, | | | | |
Series 2005-2, Class 2A1 | | | | |
0.479%, 05/20/2045 (P) | | 741,909 | | 424,960 |
Citigroup Mortgage Loan Trust, Inc. | | | | |
Series 2005-12, Class 2A1, | | | | |
1.029%, 08/25/2035 (P) | | 1,125,045 | | 772,374 |
Series 2005-6, Class A1, | | | | |
2.510%, 08/25/2035 (P) | | 647,645 | | 618,058 |
Series 2005-11, Class 1A1, | | | | |
2.990%, 12/25/2035 (P) | | 376,843 | | 344,427 |
Series 2005-6, Class A2, | | | | |
4.248%, 08/25/2035 (P) | | 725,968 | | 639,401 |
Series 2005-11, Class A2A, | | | | |
4.700%, 12/25/2035 (P) | | 1,746,286 | | 1,602,780 |
Commercial Mortgage Pass Through | | | | |
Certificates, | | | | |
Series 2006-CN2A, Class A2FL | | | | |
0.449%, 02/05/2019 (P) | | 2,600,000 | | 2,323,594 |
Countrywide Alternative Loan Trust | | | | |
Series 2006-OA19, Class A1, | | | | |
0.409%, 02/20/2047 (P) | | 2,210,212 | | 1,103,537 |
Series 2007-OA7, Class A1A, | | | | |
0.409%, 05/25/2047 (P) | | 2,239,841 | | 1,073,686 |
Series 2006-OA1, Class 2A1, | | | | |
0.439%, 03/20/2046 (P) | | 1,378,426 | | 713,394 |
Series 2005-81, Class A1, | | | | |
0.509%, 02/25/2037 (P) | | 4,108,436 | | 2,249,379 |
Series 2007-11T1, Class A12, | | | | |
0.579%, 05/25/2037 (P) | | 530,109 | | 263,922 |
Series 2005-56, Class 2A3, | | | | |
1.971%, 11/25/2035 (P) | | 114,502 | | 62,858 |
Series 2005-56, Class 2A2, | | | | |
2.511%, 11/25/2035 (P) | | 114,580 | | 64,094 |
Series 2005-21CB, Class A3, | | | | |
5.250%, 06/25/2035 (P) | | 226,316 | | 183,845 |
Series 2007-7T2, Class A9, | | | | |
6.000%, 04/25/2037 (P) | | 329,701 | | 211,205 |
Series 2007-16CB, Class 5A1, | | | | |
6.250%, 08/25/2037 (P) | | 239,919 | | 125,722 |
Countrywide Home Loan Mortgage Pass | | | | |
Through Trust | | | | |
Series 2004-25, Class 1A1, | | | | |
0.559%, 02/25/2035 (P) | | 259,268 | | 177,430 |
Series 2004-25, Class 2A1, | | | | |
0.569%, 02/25/2035 (P) | | 306,224 | | 210,713 |
Series 2005-R2, Class 1AF1, | | | | |
0.569%, 06/25/2035 (P) | | 127,189 | | 111,920 |
Series 2004-22, Class A3, | | | | |
3.510%, 11/25/2034 (P) | | 281,907 | | 240,365 |
| |
The accompanying notes are an integral part of the financial statements. | 75 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
United States (continued) | | | | |
Countrywide Home Loan Mortgage Pass | | | | |
Through Trust (continued) | | | | |
Series 2004-12, Class 11A1, | | | | |
3.968%, 08/25/2034 (P) | $ | 82,180 | $ | 56,986 |
Series 2004-12, Class 12A1, | | | | |
3.974%, 08/25/2034 (P) | | 833,559 | | 680,611 |
Series 2005-HYB9, Class 3A2A, | | | | |
5.250%, 02/20/2036 (P) | | 604,947 | | 452,744 |
Series 2005-HYB9, Class 5A1, | | | | |
5.250%, 02/20/2036 (P) | | 574,642 | | 361,177 |
CS First Boston Mortgage Securities Corp. | | | | |
Series 2003-AR18, Class 2A3, | | | | |
3.211%, 07/25/2033 (P) | | 26,203 | | 24,050 |
Series 2003-AR20, Class 2A1, | | | | |
3.481%, 08/25/2033 (P) | | 299,098 | | 275,833 |
Federal Home Loan Mortgage Corp. | | | | |
Series 2004-2895, Class F, | | | | |
0.581%, 06/15/2031 (P) | | 391,754 | | 391,585 |
Series T-63, Class 1A1, | | | | |
1.681%, 02/25/2045 (P) | | 275,144 | | 259,007 |
Federal National Mortgage Association | | | | |
Series 2005-120, Class NF, | | | | |
0.329%, 01/25/2021 (P) | | 261,910 | | 261,085 |
Series 2006-15, Class FC, | | | | |
0.359%, 03/25/2036 (P) | | 865,345 | | 690,098 |
Series 2006-16, Class FC, | | | | |
0.529%, 03/25/2036 (P) | | 1,889,752 | | 1,871,366 |
Series 2003-W6, Class F, | | | | |
0.579%, 09/25/2042 (P) | | 595,446 | | 558,550 |
0.579%, 03/25/2044 (P) | | 437,189 | | 402,018 |
Series 2006-5, Class 3A2, | | | | |
3.805%, 05/25/2035 (P) | | 696,600 | | 670,529 |
First Horizon Asset Securities, Inc. | | | | |
Series 2003-AR4, Class 2A1, | | | | |
2.916%, 12/25/2033 (P) | | 159,018 | | 148,773 |
Series 2003-AR2, Class 2A1, | | | | |
3.117%, 07/25/2033 (P) | | 85,025 | | 78,473 |
Series 2005-AR3, Class 2A1, | | | | |
5.343%, 08/25/2035 (P) | | 130,145 | | 116,210 |
First Republic Mortgage Loan Trust, | | | | |
Series 2001-FRB1, Class A | | | | |
0.582%, 11/15/2031 (P) | | 374,514 | | 318,629 |
GMAC Mortgage Corp. Loan Trust, | | | | |
Series 2004-AR1, Class 22A | | | | |
4.057%, 06/25/2034 (P) | | 20,813 | | 16,705 |
Greenpoint Mortgage Funding Trust, | | | | |
Series 2006-AR6, Class A1A | | | | |
0.309%, 10/25/2046 (P) | | 882,618 | | 799,357 |
Greenpoint Mortgage Pass-Through | | | | |
Certificates, Series 2003-1, Class A1 | | | | |
3.474%, 10/25/2033 (P) | | 19,509 | | 14,583 |
GS Mortgage Securities Corp., | | | | |
Series 2003-1, Class A2 | | | | |
0.929%, 01/25/2032 (P) | | 204,691 | | 180,955 |
GSR Mortgage Loan Trust, | | | | |
Series 2003-1, Class A2 | | | | |
2.060%, 03/25/2033 (P) | | 124,372 | | 119,400 |
Harborview Mortgage Loan Trust | | | | |
Series 2006-12, Class 2A11, | | | | |
0.319%, 01/19/2038 (P) | | 345,174 | | 340,560 |
Series 2006-12, Class 2A2A, | | | | |
0.419%, 01/19/2038 (P) | | 2,084,631 | | 1,122,593 |
Series 2006-1, Class 2A1A, | | | | |
0.469%, 03/19/2036 (P) | | 1,424,425 | | 793,758 |
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
United States (continued) | | | | |
Harborview Mortgage Loan Trust (continued) | | | |
Series 2003-1, Class A, | | | | |
3.882%, 05/19/2033 (P) | $ | 269,235 | $ | 260,133 |
Series 2005-4, Class 3A1, | | | | |
4.956%, 07/19/2035 (P) | | 44,753 | | 32,497 |
Impac Secured Assets Corp., | | | | |
Series 2006-4, Class A2A | | | | |
0.309%, 01/25/2037 (P) | | 192,426 | | 186,259 |
Indymac Index Mortgage Loan Trust, | | | | |
Series 2004-AR11, Class 2A | | | | |
2.948%, 12/25/2034 (P) | | 85,544 | | 61,675 |
JPMorgan Alternative Loan Trust, | | | | |
Series 2006-A6, Class 2A1 | | | | |
5.500%, 11/25/2036 | | 516,301 | | 419,867 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp., | | | | |
Series 2007-LDPX, Class A3 | | | | |
5.420%, 01/15/2049 | | 100,000 | | 91,269 |
JPMorgan Mortgage Trust | | | | |
Series 2007-A1, Class 5A6, | | | | |
3.442%, 07/25/2035 (P) | | 587,771 | | 277,302 |
Series 2003-A2, Class 3A1, | | | | |
4.400%, 11/25/2033 (P) | | 204,958 | | 200,452 |
Long Beach Mortgage Loan Trust, | | | | |
Series 2004-4, Class 1A1 | | | | |
0.509%, 10/25/2034 (P) | | 134,514 | | 113,476 |
Mellon Residential Funding Corp., | | | | |
Series 2000-TBC3, Class A1 | | | | |
0.672%, 12/15/2030 (P) | | 884,737 | | 796,590 |
Merrill Lynch Mortgage Investors, Inc. | | | | |
Series 2005-A8, Class A3A2, | | | | |
0.479%, 08/25/2036 (P) | | 176,790 | | 113,550 |
Series 2003-C, Class A1, | | | | |
0.889%, 06/25/2028 (P) | | 570,015 | | 481,996 |
Series 2003-A2, Class 1A1, | | | | |
3.367%, 02/25/2033 (P) | | 115,902 | | 102,726 |
Series 2005-2, Class 1A, | | | | |
4.250%, 10/25/2035 (P) | | 998,754 | | 921,297 |
Merrill Lynch/Countrywide Commercial | | | | |
Mortgage Trust, | | | | |
Series 2007-8, Class A3 | | | | |
5.957%, 08/12/2049 (P) | | 2,000,000 | | 1,863,629 |
Residential Accredit Loans, Inc. | | | | |
Series 2007-QO2, Class A1, | | | | |
0.379%, 02/25/2047 (P) | | 537,240 | | 246,433 |
Series 2006-QO6, Class A1, | | | | |
0.409%, 06/25/2046 (P) | | 2,375,626 | | 884,208 |
Series 2006-QO3, Class A1, | | | | |
0.439%, 04/25/2046 (P) | | 1,444,430 | | 577,782 |
Residential Asset Mortgage Products, Inc., | | | | |
Series 2006-RZ5, Class A1A | | | | |
0.329%, 08/25/2046 (P) | | 64,503 | | 63,900 |
Residential Asset Securitization Trust, | | | | |
Series 2006-R1, Class A2 | | | | |
0.629%, 01/25/2046 (P) | | 650,991 | | 297,613 |
Residential Funding Mortgage Securities I, | | | | |
Series 2005-SA4, Class 1A21 | | | | |
5.200%, 09/25/2035 (P) | | 182,727 | | 133,140 |
Sequoia Mortgage Trust, Series 5, Class A | | | | |
0.579%, 10/19/2026 (P) | | 232,692 | | 174,738 |
Structured Adjustable Rate Mortgage | | | | |
Loan Trust | | | | |
Series 2004-19, Class 2A1, | | | | |
1.871%, 01/25/2035 (P) | | 790,629 | | 373,431 |
| |
The accompanying notes are an integral part of the financial statements. | 76 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
United States (continued) | | | | |
Structured Adjustable Rate Mortgage Loan | | | |
Trust (continued) | | | | |
Series 2004-1, Class 4A2, | | | | |
2.760%, 02/25/2034 (P) | $ | 887,296 | $ | 771,748 |
Series 2004-1, Class 4A1, | | | | |
2.760%, 02/25/2034 (P) | | 161,327 | | 142,998 |
Series 2004-4, Class 3A2, | | | | |
3.035%, 04/25/2034 (P) | | 370,206 | | 306,429 |
Series 2004-12, Class 7A1, | | | | |
5.210%, 09/25/2034 (P) | | 633,298 | | 562,975 |
Structured Asset Mortgage Investments, | | | | |
Inc., Series 2006-AR3, Class 12A1 | | | | |
0.449%, 05/25/2036 (P) | | 1,844,068 | | 957,261 |
Thornburg Mortgage Securities Trust, | | | | |
Series 2006-5, Class A1 | | | | |
0.349%, 10/25/2046 (P) | | 1,488,741 | | 1,441,109 |
Wachovia Bank Commercial Mortgage | | | | |
Trust, Series 2006-C28, Class A4 | | | | |
5.572%, 10/15/2048 | | 3,000,000 | | 2,839,801 |
WaMu Mortgage Pass- | | | | |
Through Certificates | | | | |
Series 2005-AR6, Class 2A1A, | | | | |
0.459%, 04/25/2045 (P) | | 523,642 | | 394,278 |
Series 2005-AR13, Class A1A1, | | | | |
0.519%, 10/25/2045 (P) | | 180,706 | | 129,206 |
Series 2005-AR2, Class 2A1A, | | | | |
0.539%, 01/25/2045 (P) | | 301,979 | | 232,108 |
Series 2003-R1, Class A1, | | | | |
0.769%, 12/25/2027 (P) | | 893,948 | | 693,552 |
Series 2006-AR19, Class 1A, | | | | |
1.211%, 01/25/2047 (P) | | 611,024 | | 315,864 |
Series 2006-AR17, Class 1A1A, | | | | |
1.281%, 12/25/2046 (P) | | 455,848 | | 273,193 |
Series 2006-AR3, Class A1A, | | | | |
1.471%, 02/25/2046 (P) | | 1,023,136 | | 696,992 |
Series 2002-AR17, Class 1A, | | | | |
1.671%, 11/25/2042 (P) | | 361,896 | | 268,562 |
Series 2003-AR9, Class 1A6, | | | | |
2.833%, 09/25/2033 (P) | | 3,747,815 | | 3,694,482 |
Series 2003-AR5, Class A7, | | | | |
2.884%, 06/25/2033 (P) | | 109,826 | | 104,307 |
Washington Mutual Alternative Mortgage | | | |
Pass-Through Certificates, | | | | |
Series 2006-AR5, Class 3A | | | | |
1.411%, 07/25/2046 (P) | | 423,552 | | 156,220 |
Wells Fargo Mortgage Backed | | | | |
Securities Trust | | | | |
Series 2004-S, Class A1, | | | | |
3.097%, 09/25/2034 (P) | | 326,530 | | 318,652 |
Series 2006-AR2, Class 2A1, | | | | |
4.950%, 03/25/2036 (P) | | 2,709,328 | | 2,395,518 |
| | | |
| | | | 65,032,439 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $108,049,487) | | | $ | 87,925,845 |
|
|
ASSET BACKED SECURITIES - 1.58% | | | |
Canada - 0.13% | | | | |
Ford Auto Securitization Trust, | | | | |
Series 2009-R1A, Class A2 | | | | |
4.817%, 10/15/2012 | CAD | 1,000,000 | | 987,873 |
| | | |
| | | | 987,873 |
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
ASSET BACKED SECURITIES (continued) | | | |
Ireland - 0.07% | | | | |
SC Germany Auto, Series 2007-1, Class A | | | | |
0.491%, 08/11/2015 | EUR | 392,871 | $ | 532,224 |
| | | |
| | | | 532,224 |
Italy - 0.12% | | | | |
Locat Securitisation Vehicle Srl, | | | | |
Series 2006-4, Class A2 | | | | |
0.874%, 12/12/2028 | | 650,387 | | 856,825 |
| | | |
| | | | 856,825 |
United Kingdom - 0.24% | | | | |
Bumper 2 SA, Series 2009-3, Class A | | | | |
2.212%, 06/20/2022 | | 1,300,000 | | 1,770,145 |
United States - 1.02% | | | | |
Access Group, Series 2008-1, Class A | | | | |
1.548%, 10/27/2025 (P) | $ | 2,492,005 | | 2,574,686 |
Countrywide Asset-Backed Certificates | | | | |
Series 2007-2, Class 2A1, | | | | |
0.279%, 08/25/2037 (P) | | 398,035 | | 383,377 |
Series 2006-25, Class 2A1, | | | | |
0.299%, 06/25/2047 (P) | | 654,639 | | 624,205 |
First Franklin Mortgage Loan Asset | | | | |
Backed Certificates | | | | |
Series 2006-FF15, Class A3, | | | | |
0.279%, 11/25/2036 (P) | | 468,434 | | 457,893 |
Series 2006-FF18, Class A2A, | | | | |
0.299%, 12/25/2037 (P) | | 31,006 | | 30,612 |
Ford Credit Auto Owner Trust, | | | | |
Series 2008-C, Class A2B | | | | |
1.132%, 01/15/2011 (P) | | 22,399 | | 22,405 |
Franklin Auto Trust, | | | | |
Series 2008-A, Class A2 | | | | |
1.229%, 10/20/2011 (P) | | 295,160 | | 295,470 |
Mid-State Trust, Series 1995-4, Class A | | | | |
8.330%, 04/01/2030 | | 1,232,536 | | 1,250,929 |
Nelnet Student Loan Trust, | | | | |
Series 2008-4, Class A1 | | | | |
0.779%, 04/27/2015 (P) | | 640,471 | | 641,400 |
Residential Asset Securitization Trust, | | | | |
Series 2005-A15, Class 5A1 | | | | |
5.750%, 02/25/2036 | | 309,787 | | 214,137 |
SACO I, Inc., Series 2005-10, Class 1A | | | | |
0.489%, 06/25/2036 (P) | | 356,523 | | 121,458 |
SLM Student Loan Trust, | | | | |
Series 2003-6, Class A4 | | | | |
0.454%, 12/17/2018 (P) | | 381,547 | | 380,289 |
Structured Asset Securities Corp., | | | | |
Series 2006-11, Class A1 | | | | |
3.254%, 10/25/2035 (P)(S) | | 513,185 | | 431,745 |
Wells Fargo Home Equity Trust, | | | | |
Series 2005-2, Class AI1A | | | | |
0.459%, 10/25/2035 (P) | | 192,694 | | 188,165 |
| | | |
| | | | 7,616,771 |
|
TOTAL ASSET BACKED SECURITIES (Cost $12,130,822) | $ | 11,763,838 |
|
|
TERM LOANS - 0.35% | | | | |
United States - 0.35% | | | | |
Chrysler Finance Company | | | | |
4.240%, 08/03/2012 (P) | | 1,725,053 | | 1,703,059 |
Ford Motor Company | | | | |
3.258%, 11/29/2013 (P) | | 966,358 | | 902,740 |
|
TOTAL TERM LOANS (Cost $2,654,018) | | | $ | 2,605,799 |
|
| |
The accompanying notes are an integral part of the financial statements. | 77 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
PREFERRED STOCKS - 0.01% | | | | |
United States - 0.01% | | | | |
SLM Corp. (N) | | 6,200 | $ | 103,850 |
| | | |
| | | | 103,850 |
|
TOTAL PREFERRED STOCKS (Cost $69,750) | | $ | $ 103,850 |
|
|
SHORT-TERM INVESTMENTS - 4.67% | | | |
Repurchase Agreement - 4.09% | | | | |
Deutsche Bank Tri-Party Repurchase | | | | |
Agreement dated 02/26/2010 at 0.11% | | | | |
to be repurchased at $14,600,134 on | | | | |
03/01/2010, collateralized by | | | | |
$14,893,000 Federal Home Loan | | | | |
Mortgage Corp., 0.00% due 03/08/2010 | | | | |
(valued at $14,893,000, | | | | |
including interest) | $ | 14,600,000 | | 14,600,000 |
Goldman Sachs Tri-Party Repurchase | | | | |
Agreement dated 02/26/2010 at 0.11% | | | | |
to be repurchased at $14,900,137 on | | | | |
03/01/2010, collateralized by | | | | |
$15,055,000 Federal National Mortgage | | | | |
Association, 2.20% due 04/23/2012 | | | | |
(valued at $15,208,952, | | | | |
including interest) | | 14,900,000 | | 14,900,000 |
Repurchase Agreement with State Street | | | | |
Corp. dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $1,001,001 on | | | | |
03/01/2010, collateralized by | | | | |
$965,000 Federal Home Loan Bank, | | | | |
5.50% due 07/15/2036 (valued at | | | | |
$1,021,694, including interest) | | 1,001,000 | | 1,001,000 |
| | | |
| | | | 30,501,000 |
Short-Term Securities* - 0.58% | | | | |
Barclays Bank PLC, 1.071%, 03/22/2011 | | 3,400,000 | | 3,400,000 |
U.S. Treasury Bills, | | | | |
0.063%, 03/04/2010 (F) | | 932,000 | | 931,997 |
| | | |
| | | | 4,331,997 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $34,832,997) | | $ | 34,832,997 |
|
Total Investments (Global Bond Fund) | | | | |
(Cost $759,455,882) - 98.79% | | | $ | 737,156,249 |
Other assets and liabilities, net - 1.21% | | | | 9,064,095 |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 746,220,344 |
| | |
|
|
For sector weighting information see pages 3-8. | | | |
|
|
Global Infrastructure Fund | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 99.16% | | | | |
Australia - 2.52% | | | | |
Transurban Group, Ltd. | | 12,000 | $ | $ 56,303 |
Brazil - 1.95% | | | | |
Cia Energetica de Minas Gerais, ADR | | 1,596 | | 26,127 |
Companhia de Saneamento Basico de Estado de | | | |
Sao Paulo, ADR | | 516 | | 17,590 |
| | | |
| | | | 43,717 |
Canada - 18.98% | | | | |
Aecon Group, Inc. | | 700 | | 9,227 |
ATCO, Ltd. | | 985 | | 45,028 |
| | | | |
Global Infrastructure Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Canada (continued) | | | | |
Canadian Utilities, Ltd. | | 400 | $ | 16,970 |
Enbridge, Inc. | | 2,461 | | 108,973 |
Seacliff Construction Corp. | | 1,500 | | 16,950 |
SNC-Lavalin Group, Inc. | | 800 | | 37,445 |
Telus Corp. | | 1,349 | | 44,270 |
The Churchill Corp. (I) | | 2,300 | | 46,669 |
TransCanada Corp. | | 3,000 | | 99,000 |
| | | |
| | | | 424,532 |
China - 0.83% | | | | |
China Telecom Corp., Ltd., ADR | | 424 | | 18,660 |
France - 3.57% | | | | |
France Telecom SA, SADR | | 616 | | 14,451 |
GDF Suez | | 816 | | 29,975 |
Groupe Eurotunnel SA | | 3,500 | | 35,557 |
| | | |
| | | | 79,983 |
Germany - 5.33% | | | | |
E.ON AG, SADR | | 491 | | 17,494 |
Fraport AG, ADR | | 300 | | 15,105 |
Freenet AG (I) | | 3,331 | | 47,642 |
RWE AG | | 459 | | 38,910 |
| | | |
| | | | 119,151 |
Italy - 6.22% | | | | |
Autostrade SpA | | 1,600 | | 36,926 |
Enel SpA | | 16,558 | | 89,813 |
Terna Rete Elettrica Nazionale SpA | | 3,000 | | 12,326 |
| | | |
| | | | 139,065 |
Japan - 2.92% | | | | |
Kamigumi Company, Ltd. | | 1,000 | | 7,789 |
NTT DoCoMo, Inc., SADR | | 1,365 | | 21,117 |
Tokyo Gas Company, Ltd. | | 8,349 | | 36,362 |
| | | |
| | | | 65,268 |
Netherlands - 2.45% | | | | |
Koninklijke KPN NV, SADR | | 1,124 | | 18,006 |
Koninklijke Vopak NV | | 500 | | 36,789 |
| | | | 54,795 |
Norway - 0.90% | | | | |
Telenor ASA, ADR (I) | | 528 | | 20,064 |
Singapore - 1.08% | | | | |
Singapore Airport Terminal Services, Ltd. | | 13,000 | | 24,133 |
Spain - 8.05% | | | | |
Abertis Infraestructuras SA | | 1,520 | | 28,653 |
Enagas | | 300 | | 6,262 |
Endesa SA | | 1,404 | | 40,508 |
Iberdrola SA | | 4,444 | | 35,784 |
Telefonica SA, SADR | | 982 | | 68,917 |
| | | |
| | | | 180,124 |
Sweden - 2.47% | | | | |
Tele2 AB, Series B | | 3,723 | | 55,371 |
Switzerland - 1.71% | | | | |
Swisscom AG | | 1,116 | | 38,301 |
Taiwan - 0.21% | | | | |
Chunghwa Telecom Company, Ltd., ADR | | 257 | | 4,801 |
Turkey - 0.48% | | | | |
Turkcell Iletisim Hizmetleri AS, ADR | | 726 | | 10,752 |
United Kingdom - 2.51% | | | | |
BT Group PLC | | 1,276 | | 22,368 |
National Grid PLC, SADR | | 399 | | 19,850 |
| |
The accompanying notes are an integral part of the financial statements. | 78 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Infrastructure Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
United Kingdom (continued) | | | | |
Vodafone Group PLC, SADR | | 642 | $ | 13,976 |
| | | |
| | | | 56,194 |
United States - 36.98% | | | | |
AT&T, Inc. | | 2,807 | | 69,642 |
CenturyTel, Inc. | | 996 | | 34,133 |
Dominion Resources, Inc. | | 945 | | 35,901 |
DTE Energy Company | | 1,421 | | 61,700 |
Edison International | | 1,245 | | 40,624 |
El Paso Corp. | | 1,500 | | 15,705 |
Exelon Corp. | | 901 | | 39,013 |
FirstEnergy Corp. | | 323 | | 12,484 |
FPL Group, Inc. | | 500 | | 23,185 |
ITT Educational Services, Inc. (I) | | 200 | | 21,808 |
Kinder Morgan Management LLC (I) | | 667 | | 38,252 |
OGE Energy Corp. | | 387 | | 14,149 |
ONEOK, Inc. | | 687 | | 30,455 |
Pinnacle West Capital Corp. | | 245 | | 8,920 |
Public Service Enterprise Group, Inc. | | 1,489 | | 44,253 |
Qwest Communications International, Inc. | | 5,650 | | 25,764 |
Sempra Energy | | 1,342 | | 65,990 |
Spectra Energy Corp. | | 3,200 | | 69,760 |
Suburban Propane Partners LP | | 509 | | 24,218 |
Telephone & Data Systems, Inc. | | 152 | | 4,744 |
Tenet Healthcare Corp. | | 1,600 | | 8,432 |
The Williams Companies, Inc. | | 4,200 | | 90,468 |
USA Mobility, Inc. | | 440 | | 4,954 |
Verizon Communications, Inc. | | 1,475 | | 42,672 |
| | | |
| | | | 827,226 |
|
TOTAL COMMON STOCKS (Cost $2,051,424) | | | $ | 2,218,440 |
|
Total Investments (Global Infrastructure Fund) | | | | |
(Cost $2,051,424) - 99.16% | | | $ | 2,218,440 |
Other assets and liabilities, net - 0.84% | | | | 18,696 |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 2,237,136 |
| | | |
|
|
For sector weighting information see pages 3-8. | | | | |
|
|
Global Real Estate Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 98.54% | | | | |
Australia - 9.79% | | | | |
CFS Gandel Retail Trust | | 1,539,602 $ | $ | 2,617,346 |
Charter Hall Group, Ltd. | | 789,586 | | 497,350 |
Commonwealth Property Office Fund | | 1,586,251 | | 1,348,311 |
Dexus Property Group | | 1,224,565 | | 903,508 |
FKP Property Group, Ltd. | | 654,018 | | 423,871 |
General Property Trust, Ltd. | | 4,831,759 | | 2,483,747 |
Goodman Group | | 5,330,415 | | 2,857,348 |
Macquarie Leisure Trust Group | | 155,329 | | 200,065 |
Macquarie Office Trust | | 5,211,450 | | 1,304,434 |
Mirvac Group, Ltd. | | 423,474 | | 579,088 |
Stockland | | 1,463,633 | | 5,314,399 |
Westfield Group | | 1,028,917 | | 11,063,569 |
| | | |
| | | | 29,593,036 |
Austria - 0.15% | | | | |
Immofinanz AG (I)(L) | | 140,000 | | 456,882 |
Brazil - 0.43% | | | | |
Aliansce Shopping Centers SA (I) | | 121,550 | | 677,987 |
| | | | |
Global Real Estate Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Brazil (continued) | | | | |
PDG Realty SA Empreendimentos | | | | |
e Participacoes | | 70,550 | $ | 631,267 |
| | | |
| | | | 1,309,254 |
Canada - 3.50% | | | | |
Allied Properties Real Estate Investment Trust | | 61,450 | | 1,115,468 |
Chartwell Seniors Housing Real Estate | | | | |
Investment Trust (I)(S) | | 143,350 | | 1,039,499 |
Chartwell Seniors Housing Real Estate | | | | |
Investment Trust | | 179,950 | | 1,304,903 |
First Capital Realty, Inc. (I)(S) | | 28,500 | | 567,996 |
First Capital Realty, Inc. | | 86,950 | | 1,732,885 |
InnVest Real Estate Investment Trust | | 380,750 | | 2,040,895 |
RioCan Real Estate Investment Trust | | 154,000 | | 2,788,158 |
| | | |
| | | | 10,589,804 |
Finland - 0.26% | | | | |
Technopolis Oyj | | 170,000 | | 794,197 |
France - 3.12% | | | | |
Fonciere Des Regions (L) | | 5,500 | | 548,542 |
Unibail-Rodamco SE | | 45,000 | | 8,888,419 |
| | | |
| | | | 9,436,961 |
Guernsey, C.I. - 0.17% | | | | |
Camper & Nicholsons Marina | | | | |
Investments, Ltd. (I) | | 1,200,000 | | 503,184 |
Hong Kong - 16.81% | | | | |
Agile Property Holdings, Ltd. | | 526,000 | | 671,301 |
China Overseas Land & Investment, Ltd. | | 2,833,452 | | 5,741,279 |
China Resources Land, Ltd. | | 1,051,000 | | 2,183,869 |
Hang Lung Properties, Ltd. | | 1,133,592 | | 4,354,354 |
Henderson Land Development Company, Ltd. | | 680,000 | | 4,597,145 |
Hong Kong Land Holdings, Ltd. | | 1,074,000 | | 4,938,804 |
Hysan Development Company, Ltd. | | 292,000 | | 786,446 |
Kerry Properties, Ltd. | | 546,803 | | 2,593,524 |
Shimao Property Holdings, Ltd., GDR | | 524,000 | | 872,761 |
Sun Hung Kai Properties, Ltd. | | 1,286,173 | | 17,853,913 |
The Link | | 830,000 | | 2,086,027 |
Wharf Holdings, Ltd. | | 794,000 | | 4,123,908 |
| | | |
| | | | 50,803,331 |
Italy - 0.21% | | | | |
Beni Stabili SpA | | 685,000 | | 625,533 |
Japan - 10.65% | | | | |
Aeon Mall Company, Ltd. | | 13,000 | | 236,684 |
Daikyo, Inc. (I) | | 947,000 | | 1,750,108 |
Japan Real Estate Investment Corp. | | 374 | | 3,227,565 |
Mitsubishi Estate Company, Ltd. | | 603,000 | | 9,462,373 |
Mitsui Fudosan Company, Ltd. | | 509,000 | | 8,586,090 |
Nippon Building Fund, Inc. | | 248 | | 2,193,741 |
NTT Urban Development Corp. | | 1,258 | | 1,003,748 |
Sumitomo Realty & | | | | |
Development Company, Ltd. | | 252,000 | | 4,470,603 |
Tokyo Tatemono Company, Ltd. | | 351,000 | | 1,238,498 |
| | | |
| | | | 32,169,410 |
Jersey, C.I. - 0.53% | | | | |
LXB Retail Properties PLC (I) | | 644,000 | | 873,954 |
Max Property Group PLC (I) | | 400,000 | | 722,738 |
| | | |
| | | | 1,596,692 |
Luxembourg - 0.22% | | | | |
ProLogis European Properties (I)(L) | | 99,714 | | 678,082 |
Malta - 0.00% | | | | |
BGP Holdings PLC (I) | | 4,606,148 | | 6 |
| |
The accompanying notes are an integral part of the financial statements. | 79 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Real Estate Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Netherlands - 1.18% | | | | |
Corio NV | | 41,000 | $ | 2,537,666 |
Vastned Retail NV | | 16,000 | | 1,016,592 |
| | | |
| | | | 3,554,258 |
Philippines - 0.53% | | | | |
Ascendas Real Estate Investment Trust | | 775,088 | | 1,064,618 |
Megaworld Corp. | | 21,000,000 | | 535,358 |
| | | |
| | | | 1,599,976 |
Singapore - 4.30% | | | | |
Capitaland, Ltd. | | 2,277,500 | | 6,121,350 |
CapitaMall Trust | | 1,036,000 | | 1,303,895 |
CDL Hospitality Trusts | | 787,000 | | 946,430 |
City Developments, Ltd. | | 317,000 | | 2,317,420 |
Suntec | | 2,505,000 | | 2,317,933 |
| | | |
| | | | 13,007,028 |
South Africa - 0.68% | | | | |
Growthpoint Properties, Ltd. | | 460,000 | | 866,112 |
South African Property Opportunities PLC (I) | | 1,400,000 | | 1,174,095 |
| | | |
| | | | 2,040,207 |
Sweden - 0.89% | | | | |
Castellum Abcastellum AB | | 165,000 | | 1,637,847 |
Kungsleden Abkungsleden AB | | 150,000 | | 1,051,845 |
| | | |
| | | | 2,689,692 |
Thailand - 0.18% | | | | |
Amata Corp. PCL | | 2,331,100 | | 528,754 |
United Kingdom - 6.89% | | | | |
Big Yellow Group PLC (I) | | 237,500 | | 1,150,428 |
British Land Company PLC | | 550,000 | | 3,696,162 |
Capital & Regional PLC (I) | | 1,100,000 | | 570,406 |
Conygar Investment Company PLC (I) | | 250,000 | | 450,819 |
Derwent Valley Holdings PLC | | 80,000 | | 1,579,545 |
Great Portland Estates PLC | | 300,000 | | 1,286,349 |
Hammerson PLC | | 214,000 | | 1,251,557 |
Hansteen Holdings PLC | | 300,000 | | 352,277 |
Helical Bar PLC | | 135,000 | | 643,230 |
Land Securities Group PLC | | 110,000 | | 1,060,793 |
London & Stamford Property, Ltd. | | 375,000 | | 681,858 |
NR Nordic and Russia Properties, Ltd. | | 1,154,912 | | 393,147 |
Primary Health Properties PLC | | 70,000 | | 320,224 |
Quintain Estates & Development PLC (I) | | 870,000 | | 809,549 |
Safestore Holdings, Ltd. | | 457,788 | | 973,794 |
Segro PLC | | 500,000 | | 2,433,115 |
Songbird Estates PLC (I) | | 185,000 | | 474,810 |
St. Modwen Properties PLC (I) | | 60,000 | | 177,361 |
Terrace Hill Group PLC | | 2,000,000 | | 525,101 |
Unite Group PLC (I) | | 450,000 | | 1,994,361 |
| | | |
| | | | 20,824,886 |
United States - 38.05% | | | | |
American Campus Communities, Inc. | | 69,950 | | 1,933,418 |
Apartment Investment & Management | | | | |
Company, Class A | | 111,550 | | 1,861,770 |
AvalonBay Communities, Inc. (L) | | 95,128 | | 7,745,322 |
BioMed Realty Trust, Inc. | | 68,650 | | 1,060,643 |
Boston Properties, Inc. (L) | | 171,000 | | 11,616,030 |
Brandywine Realty Trust | | 243,550 | | 2,730,196 |
BRE Properties, Inc. | | 73,200 | | 2,467,572 |
Camden Property Trust | | 80,850 | | 3,238,043 |
Cogdell Spencer, Inc. | | 93,750 | | 632,813 |
Developers Diversified Realty Corp. | | 176,250 | | 1,870,013 |
Digital Realty Trust, Inc. (L) | | 75,650 | | 3,902,027 |
Douglas Emmett, Inc. | | 79,750 | | 1,123,678 |
| | | | |
Global Real Estate Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
United States (continued) | | | | |
Duke Realty Corp. | | 188,500 | $ | 2,092,350 |
Equity Residential | | 53,450 | | 1,928,476 |
HCP, Inc. (L) | | 81,150 | | 2,335,497 |
Health Care, Inc. | | 109,200 | | 4,625,712 |
Host Hotels & Resorts, Inc. | | 457,254 | | 5,354,444 |
LTC Properties, Inc. | | 32,250 | | 841,080 |
Mack-Cali Realty Corp. | | 57,100 | | 1,915,134 |
Nationwide Health Properties, Inc. | | 106,018 | | 3,518,737 |
ProLogis | | 381,850 | | 4,922,047 |
PS Business Parks, Inc. | | 26,000 | | 1,274,000 |
Public Storage, Inc. (L) | | 99,300 | | 8,161,467 |
Ramco-Gershenson Properties Trust | | 59,900 | | 600,198 |
Regency Centers Corp. (L) | | 172,430 | | 5,978,148 |
Retail Opportunity Investments Corp. (I) | | 58,450 | | 584,500 |
Senior Housing Properties Trust | | 211,963 | | 4,406,711 |
Simon Property Group, Inc. | | 175,248 | | 13,720,166 |
SL Green Realty Corp. | | 37,500 | | 1,914,750 |
Sovran Self Storage, Inc. | | 26,750 | | 848,778 |
Sunstone Hotel Investors, Inc. (I) | | 271,300 | | 2,425,422 |
Tanger Factory Outlet Centers, Inc. (L) | | 30,400 | | 1,266,768 |
Taubman Centers, Inc. (L) | | 76,300 | | 2,955,099 |
Washington Real Estate Investment Trust | | 111,700 | | 3,111,962 |
| | | |
| | | | 114,962,971 |
|
TOTAL COMMON STOCKS (Cost $235,982,630) | | $ | 297,764,144 |
|
|
WARRANTS - 0.00% | | | | |
France - 0.00% | | | | |
Fonciere Des Regions (Expiration Date: | | | | |
12/31/2010, Strike Price: EUR 65.00) (I) | 10,649 | | 7,120 |
|
TOTAL WARRANTS (Cost $3,081) | | | $ | 7,120 |
|
|
SHORT-TERM INVESTMENTS - 13.91% | | | |
Repurchase Agreement - 0.62% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 02/26/10 at 0.01% to be repurchased | | | |
at $1,858,002 on 03/01/2010, collateralized | | | |
by $1,900,000 Federal Home Loan | | | | |
Mortgage Corp., zero coupon due | | | | |
03/29/2010 (valued at $1,899,050, | | | | |
including interest) | $ | 1,858,000 | | 1,858,000 |
Securities Lending Collateral - 13.29% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 4,012,329 | | 40,163,810 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $42,011,991) | | $ | 42,021,810 |
|
Total Investments (Global Real Estate Fund) | | | |
(Cost $277,997,702) - 112.45% | | | $ | 339,793,074 |
Other assets and liabilities, net - (12.45%) | | | (37,628,136) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 302,164,938 |
| | | |
|
For sector weighting information see pages 3-8. | | | |
|
|
Global Timber Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 91.29% | | | | |
Australia - 3.22% | | | | |
Gunns, Ltd. | | 158,818$ | $ | 80,969 |
| |
The accompanying notes are an integral part of the financial statements. | 80 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Global Timber Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Brazil - 3.21% | | | | |
Fibria Celulose SA, SADR (I) | | 4,400 | $ | 80,740 |
Canada - 16.06% | | | | |
Canfor Corp. (I) | | 17,736 | | 143,108 |
Cascades, Inc. | | 6,605 | | 51,474 |
West Fraser Timber Company, Ltd. | | 6,015 | | 209,342 |
| | | |
| | | | 403,924 |
China - 1.54% | | | | |
Shandong Chenming Paper Holdings, Ltd. | | 59,670 | | 38,759 |
Hong Kong - 13.11% | | | | |
Sino-Forest Corp. (I) | | 16,952 | | 329,792 |
Japan - 0.91% | | | | |
Hokuetsu Paper Mills, Ltd. | | 4,667 | | 22,785 |
United States - 53.24% | | | | |
Bemis Company, Inc. | | 2,927 | | 85,673 |
Clearwater Paper Corp. (I) | | 1,230 | | 59,360 |
Deltic Timber Corp. | | 1,738 | | 79,844 |
Greif, Inc., Class A | | 1,332 | | 68,252 |
International Paper Company | | 5,981 | | 138,580 |
MeadWestvaco Corp. | | 1,051 | | 24,110 |
Packaging Corp. of America | | 4,770 | | 113,526 |
Plum Creek Timber Company, Inc. | | 2,879 | | 102,867 |
Potlatch Corp. | | 3,747 | | 123,726 |
Rayonier, Inc. | | 3,829 | | 159,172 |
Rock-Tenn Company, Class A | | 1,586 | | 66,358 |
Schweitzer-Mauduit International, Inc. | | 2,003 | | 91,938 |
Sonoco Products Company | | 1,565 | | 46,293 |
Temple-Inland, Inc. | | 4,127 | | 76,845 |
Weyerhaeuser Company | | 2,547 | | 102,897 |
| | | |
| | | | 1,339,441 |
|
TOTAL COMMON STOCKS (Cost $1,745,904) | | $ | 2,296,410 |
|
|
PREFERRED STOCKS - 8.59% | | | | |
Brazil - 8.59% | | | | |
Klabin SA (N) | | 32,080 | | 84,321 |
Suzano Papel e Celulose SA (I)(N) | | 12,820 | | 131,949 |
| | | |
| | | | 216,270 |
|
TOTAL PREFERRED STOCKS (Cost $217,158) | | $ | 216,270 |
|
Total Investments (Global Timber Fund) | | | |
(Cost $1,963,062) - 99.88% | | | $ | 2,512,680 |
Other assets and liabilities, net - 0.12% | | | | 2,899 |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 2,515,579 |
| | |
|
|
For sector weighting information see pages 3-8. | | | |
|
|
High Income Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS - 48.87% | | | | |
Advertising - 0.90% | | | | |
Vertis, Inc., PIK | | | | |
13.500%, 04/01/2014 | $ | 964,780 | $ | 371,440 |
Vertis, Inc., Series A, PIK | | | | |
18.500%, 10/01/2012 | | 4,471,654 | | 4,024,489 |
| | | |
| | | | 4,395,929 |
| | | | |
High Income Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Aerospace & Defense - 0.23% | | | | |
Sequa Corp. | | | | |
11.750%, 12/01/2015 (S) | $ | 1,155,000 | $ | 1,131,900 |
Agriculture - 0.22% | | | | |
North Atlantic Trading Company | | | | |
10.000%, 03/01/2012 (S) | | 1,376,750 | | 1,087,633 |
Airlines - 5.16% | | | | |
Alaska Airlines, Inc. | | | | |
7.379%, 05/23/2016 | | 5,935,372 | | 5,163,772 |
Alaska Airlines, Inc., Series D | | | | |
9.500%, 04/12/2012 | | 78,468 | | 73,368 |
American Airlines, Inc. | | | | |
9.930%, 06/15/2010 | | 512,000 | | 504,320 |
10.320%, 07/30/2014 (S) | | 875,823 | | 722,554 |
AMR Corp. | | | | |
6.250%, 10/15/2014 | | 1,000,000 | | 1,157,500 |
AMR Corp., MTN, Series B | | | | |
10.400%, 03/10/2011 | | 4,500,000 | | 4,140,000 |
GOL Finance | | | | |
8.750%, 04/29/2049 (S) | | 3,470,000 | | 2,949,500 |
Northwest Airlines, Inc. | | | | |
0.00%, 01/16/2017 (I) | | 4,470,000 | | 0 |
6.625%, 02/15/2023 (I) | | 15,690,000 | | 94,140 |
7.625%, 11/15/2023 (I) | | 8,745,000 | | 52,470 |
8.700%, 03/15/2049 (I) | | 2,055,000 | | 10,481 |
8.875%, 06/01/2049 (I) | | 6,360,000 | | 32,436 |
9.875%, 03/15/2037 (I) | | 7,045,000 | | 35,930 |
10.000%, 02/01/2049 (I) | | 3,115,000 | | 15,887 |
UAL Corp. | | | | |
6.000%, 10/15/2029 | | 4,125,000 | | 8,765,625 |
United Air Lines, Inc. | | | | |
12.750%, 07/15/2012 | | 1,500,000 | | 1,590,000 |
| | | |
| | | | 25,307,983 |
Auto Parts & Equipment - 5.56% | | | | |
Allison Transmission, Inc. | | | | |
11.000%, 11/01/2015 (S) | | 4,840,000 | | 5,021,500 |
Allison Transmission, Inc., PIK | | | | |
11.250%, 11/01/2015 (S) | | 13,025,500 | | 13,481,393 |
Exide Technologies, Series B | | | | |
10.500%, 03/15/2013 | | 9,000,000 | | 8,752,500 |
| | | |
| | | | 27,255,393 |
Building Materials - 0.04% | | | | |
USG Corp. | | | | |
9.750%, 08/01/2014 (S) | | 195,000 | | 204,750 |
Chemicals - 1.51% | | | | |
American Pacific Corp. | | | | |
9.000%, 02/01/2015 | | 7,485,000 | | 7,391,438 |
Commercial Services - 0.27% | | | | |
MSX International, Inc. | | | | |
12.500%, 04/01/2012 (S) | | 1,185,000 | | 948,000 |
Quebecor World, Inc. | | | | |
4.875%, 11/15/2049 (S) | | 365,000 | | 20,075 |
6.125%, 11/15/2013 | | 3,255,000 | | 179,025 |
6.500%, 08/01/2049 | | 560,000 | | 30,800 |
9.750%, 01/15/2049 | | 3,155,000 | | 173,525 |
| | | |
| | | | 1,351,425 |
Electric - 1.75% | | | | |
Texas Competitive Electric Holdings Company | | | |
LLC, PIK | | | | |
10.500%, 11/01/2016 | | 3,730,415 | | 2,648,595 |
| |
The accompanying notes are an integral part of the financial statements. | 81 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Income Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
Texas Competitive Electric Holdings Company | | | |
LLC, Series A | | | | |
10.250%, 11/01/2015 | $ | 7,915,000 | $ | 5,915,671 |
| | | |
| | | | 8,564,266 |
Electronics - 0.20% | | | | |
Muzak LLC/Muzak Finance Corp. | | | | |
1.000%, 06/01/2010 (H) | | 2,170,000 | | 675,490 |
9.875%, 03/15/2010 (H) | | 919,000 | | 285,717 |
| | | |
| | | | 961,207 |
Entertainment - 1.69% | | | | |
Fontainebleau Las Vegas Holdings LLC | | | | |
10.250%, 06/15/2015 (H)(S) | | 20,530,000 | | 218,131 |
Fontainebleau Las Vegas Holdings LLC, PIK | | | |
12.500%, 06/01/2022 (H) | | 3,813,380 | | 0 |
Greektown Holdings LLC | | | | |
10.750%, 12/01/2013 (H)(S) | | 10,432,000 | | 625,920 |
Marquee Holdings, Inc. | | | | |
12.000%, 08/15/2014 | | 820,000 | | 690,850 |
Mashantucket Western Pequot Tribe, Series A | | | |
8.500%, 11/15/2015 (H)(S) | | 15,742,000 | | 4,092,920 |
Mohegan Tribal Gaming Authority | | | | |
7.125%, 08/15/2014 | | 2,605,000 | | 1,927,700 |
11.500%, 11/01/2017 (S) | | 700,000 | | 728,000 |
| | | |
| | | | 8,283,521 |
Food - 0.14% | | | | |
FAGE Dairy Industry SA | | | | |
9.875%, 02/01/2020 (S) | | 740,000 | | 699,334 |
Forest Products & Paper - 1.78% | | | | |
Abitibi-Consolidated of Canada, Inc. | | | | |
6.000%, 06/20/2013 (H) | | 1,620,000 | | 332,100 |
7.750%, 06/15/2011 (H) | | 2,051,000 | | 420,455 |
8.375%, 04/01/2015 (H) | | 2,850,000 | | 584,250 |
15.500%, 07/15/2010 (H)(S) | | 360,000 | | 92,700 |
Abitibi-Consolidated, Inc. | | | | |
7.400%, 04/01/2018 (H) | | 500,000 | | 102,500 |
7.500%, 04/01/2028 (H) | | 347,000 | | 71,135 |
NewPage Corp. | | | | |
10.000%, 05/01/2012 | | 4,245,000 | | 2,440,875 |
11.375%, 12/31/2014 | | 1,120,000 | | 1,069,600 |
PE Paper Escrow GmbH | | | | |
12.000%, 08/01/2014 (S) | | 755,000 | | 819,175 |
Pope & Talbot, Inc. | | | | |
8.375%, 06/01/2013 (H) | | 2,200,000 | | 220 |
Sappi Papier Holding AG | | | | |
7.500%, 06/15/2032 (S) | | 3,435,000 | | 2,387,325 |
Verso Paper Holdings LLC | | | | |
11.500%, 07/01/2014 | | 385,000 | | 404,250 |
| | | |
| | | | 8,724,585 |
Insurance - 0.13% | | | | |
MBIA Insurance Corp. | | | | |
14.000%, 01/15/2033 (P)(S) | | 1,335,000 | | 627,450 |
Internet - 0.10% | | | | |
Netflix, Inc. | | | | |
8.500%, 11/15/2017 | | 455,000 | | 476,613 |
Leisure Time - 0.57% | | | | |
Travelport LLC | | | | |
9.875%, 09/01/2014 | | 2,000,000 | | 2,045,000 |
11.875%, 09/01/2016 | | 715,000 | | 745,388 |
| | | |
| | | | 2,790,388 |
| | | | |
High Income Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Lodging - 6.97% | | | | |
Harrah’s Operating Company, Inc. | | | | |
3.249%, 01/28/2015 (P) | $ | 1,690,000 | $ | 1,373,125 |
Little Traverse Bay Bands of Odawa Indians | | | |
10.250%, 02/15/2014 (H)(S) | | 7,335,000 | | 1,852,088 |
Majestic Star Casino LLC | | | | |
9.500%, 10/15/2010 (H) | | 20,585,000 | | 13,611,831 |
9.750%, 01/15/2011 (H) | | 4,515,000 | | 677,250 |
MGM Mirage, Inc. | | | | |
11.125%, 11/15/2017 (S) | | 1,035,000 | | 1,117,800 |
MTR Gaming Group, Inc. | | | | |
12.625%, 07/15/2014 (S) | | 4,810,000 | | 4,641,650 |
MTR Gaming Group, Inc., Series B | | | | |
9.000%, 06/01/2012 | | 13,820,000 | | 10,917,800 |
Trump Entertainment Resorts, Inc. | | | | |
8.500%, 06/01/2015 (H) | | 13,440,000 | | 13,440 |
| | | |
| | | | 34,204,984 |
Media - 14.04% | | | | |
Adelphia Communications Corp. | | | | |
7.750%, 01/15/2049 | | 3,000,000 | | 37,800 |
9.875%, 03/01/2049 | | 1,965,000 | | 24,759 |
10.250%, 11/01/2049 | | 985,000 | | 12,411 |
CCH II LLC / CCH II Capital Corp. | | | | |
13.500%, 11/30/2016 (S) | | 8,885,082 | | 10,406,652 |
Century Communications, Inc. | | | | |
8.375%, 12/15/2049 | | 1,000,000 | | 0 |
Charter Communications, Inc. | | | | |
10.875%, 09/15/2014 (S) | | 2,680,000 | | 2,984,850 |
Clear Channel Communications, Inc., PIK | | | | |
11.000%, 08/01/2016 | | 9,999,893 | | 6,799,927 |
Sirius XM Radio, Inc. | | | | |
9.625%, 08/01/2013 | | 4,702,000 | | 4,760,775 |
SuperMedia, Inc. | | | | |
8.000%, 11/15/2016 | | 18,405,000 | | 322,088 |
XM Satellite Radio, Inc. | | | | |
7.000%, 12/01/2014 (S) | | 17,265,000 | | 16,522,605 |
11.250%, 06/15/2013 (S) | | 3,000,000 | | 3,195,000 |
13.000%, 08/01/2013 (S) | | 21,680,000 | | 23,739,595 |
Young Broadcasting, Inc. | | | | |
10.000%, 03/01/2011 (H) | | 8,135,000 | | 56,945 |
| | | |
| | | | 68,863,407 |
Mining - 3.11% | | | | |
CII Carbon LLC | | | | |
11.125%, 11/15/2015 (S) | | 15,290,000 | | 15,251,775 |
Oil & Gas - 0.18% | | | | |
Dominion Petroleum Acquisitions | | | | |
8.500%, 10/01/2011 | | 902,903 | | 901,477 |
Packaging & Containers - 1.13% | | | | |
Jefferson Smurfit Corp. | | | | |
8.250%, 10/01/2012 (H) | | 740,000 | | 610,500 |
Smurfit-Stone Container Enterprises, Inc. | | | | |
8.000%, 03/15/2017 (H) | | 6,000,000 | | 4,935,000 |
| | | |
| | | | 5,545,500 |
Real Estate - 0.77% | | | | |
Realogy Corp. | | | | |
10.500%, 04/15/2014 | | 1,200,000 | | 1,002,000 |
Realogy Corp., PIK | | | | |
11.000%, 04/15/2014 | | 3,389,900 | | 2,779,718 |
| | | |
| | | | 3,781,718 |
Retail - 0.14% | | | | |
Steinway Musical Instruments, Inc. | | | | |
7.000%, 03/01/2014 (S) | | 745,000 | | 689,125 |
| |
The accompanying notes are an integral part of the financial statements. | 82 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Income Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Telecommunications - 2.28% | | | | |
Canadian Satellite Radio Holdings, Inc. | | | | |
0.180%, 09/14/2014 | $ | 535,800 | $ | 352,155 |
12.750%, 02/15/2014 to 02/14/2016 (P) | | 5,514,184 | | 3,175,877 |
Canadian Satellite Radio Holdings, Inc. (CAD) | | | | |
8.000%, 09/10/2014 | | 1,700,000 | | 807,831 |
Digicel Group, Ltd. | | | | |
8.250%, 09/01/2017 (S) | | 580,000 | | 551,000 |
8.875%, 01/15/2015 (S) | | 695,000 | | 663,725 |
Intelsat Bermuda, Ltd. | | | | |
11.250%, 02/04/2017 | | 2,720,000 | | 2,757,400 |
Muzak LLC, PIK | | | | |
15.000%, 07/31/2014 | | 1,331,590 | | 1,342,444 |
Terrestar Networks, Inc., PIK | | | | |
15.000%, 02/15/2014 (S) | | 1,671,652 | | 1,537,920 |
| | | |
| | | | 11,188,352 |
|
TOTAL CORPORATE BONDS (Cost $278,059,923) | | | $ | 239,680,153 |
|
|
CONVERTIBLE BONDS - 11.12% | | | | |
Automobiles & Components - 1.49% | | | | |
Ford Motor Company | | | | |
4.250%, 11/15/2016 | | 4,380,000 | | 6,219,600 |
Mobile Satellite Ventures LP, 0.00% Steps up | | | | |
to 14.00% on 04/1/2010 | | | | |
maturing at 04/01/2013 (S) | | 1,190,000 | | 1,094,800 |
| | | |
| | | | 7,314,400 |
Diversified Financials - 0.51% | | | | |
Janus Capital Group, Inc. | | | | |
3.250%, 07/15/2014 | | 2,160,000 | | 2,489,400 |
Transportation - 9.12% | | | | |
Continental Airlines, Inc. | | | | |
5.000%, 06/15/2023 | | 8,280,000 | | 9,397,800 |
UAL Corp. | | | | |
4.500%, 06/30/2021 | | 25,301,000 | | 23,529,930 |
US Airways Group, Inc. | | | | |
7.000%, 09/30/2020 | | 5,920,000 | | 5,735,000 |
7.250%, 05/15/2014 | | 3,350,000 | | 6,071,875 |
| | | |
| | | | 44,734,605 |
|
TOTAL CONVERTIBLE BONDS (Cost $45,002,323) | | | $ | 54,538,405 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 0.33% | | | | |
GS Mortgage Securities Corp., | | | | |
Series 2006-NIM3, Class OS | | | | |
0.00%, 10/26/2037 | | 5,000 | | 500 |
Harborview Mortgage Loan Trust | | | | |
Series 2006-BU1, Class R, | | | | |
0.00%, 02/19/2046 | | 161,449,387 | | 2 |
Series 2007-6, Class ES IO, | | | | |
0.342%, 08/19/2037 (S) | | 41,479,903 | | 335,987 |
Series 2007-3, Class ES IO, | | | | |
0.350%, 05/19/2047 | | 52,244,426 | | 423,180 |
Series 2007-4, Class ES IO, | | | | |
0.350%, 07/19/2047 (P) | | 56,242,770 | | 455,566 |
Lehman XS Net Interest Margin Notes | | | | |
Series 2007-GPM8, Class A3, | | | | |
9.000%, 01/28/2047 (H)(S) | | 317,665 | | 0 |
Series 2007-GPM8, Class A4, | | | | |
9.000%, 01/28/2047 (H)(S) | | 470,000 | | 0 |
RALI Asset Holdings Corp., Series 2006, | | | | |
Class Q04, NIM | | | | |
0.00%, 11/21/2037 | | 170 | | 0 |
| | | | |
High Income Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Washington Mutual, Inc., | | | | |
Series 2005-AR19, Class B1 IO | | | | |
0.929%, 12/25/2045 (P) | $ | 2,962,165 | $ | 372,618 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $9,940,425) | | | $ | 1,587,853 |
|
|
ASSET BACKED SECURITIES - 1.23% | | | |
DB Master Finance LLC, Series 2006-1, | | | | |
Class -M1 | | | | |
8.285%, 06/20/2031 (S) | | 2,370,000 | | 2,040,499 |
Dominos Pizza Master Issuer LLC, | | | | |
Series 2007-1, Class M1 | | | | |
7.629%, 04/25/2037 (S) | | 4,990,000 | | 3,992,000 |
|
TOTAL ASSET BACKED SECURITIES (Cost $6,780,082) | | $ | 6,032,499 |
|
|
COMMON STOCKS - 13.45% | | | | |
Automobiles & Components - 1.35% | | | | |
Federal Mogul Corp. (I) | | 31,002 | | 599,269 |
Lear Corp. (I) | | 87,301 | | 6,047,340 |
| | | |
| | | | 6,646,609 |
Commercial & Professional Services - 0.12% | | | |
World Color Press, Inc. (I) | | 51,621 | | 567,831 |
Consumer Services - 0.00% | | | | |
Fontainebleau Resorts LLC, Class A (I) | | 65,203 | | 0 |
Energy - 0.26% | | | | |
Dominion Petroleum, Ltd., GDR (I) | | 15,339,792 | | 1,286,456 |
Materials - 0.01% | | | | |
Tembec, Inc. (I) | | 25,800 | | 26,727 |
Media - 5.50% | | | | |
Canadian Satellite Radio Holdings, Inc. (I) | 315,912 | | 405,323 |
Canadian Satellite Radio Holdings, | | | | |
Inc., Class A (I) | | 577,161 | | 740,513 |
Charter Communications, Inc., Class A (I) | | 368,879 | | 10,974,150 |
Comcast Corp., Class A | | 172,469 | | 2,671,545 |
Dex One Corp. (I) | | 63,334 | | 1,887,357 |
Sirius XM Radio, Inc. (I) | | 6,726,931 | | 6,861,470 |
SuperMedia, Inc. (I) | | 42,791 | | 1,797,232 |
The Star Tribune Company (I) | | 11,463 | | 229,260 |
Time Warner Cable, Inc. | | 29,999 | | 1,400,653 |
Vertis Holdings, Inc. (I) | | 48,700 | | 0 |
| | | |
| | | | 26,967,503 |
Transportation - 6.21% | | | | |
Delta Air Lines, Inc. (L) | | 2,163,221 | | 27,948,815 |
UAL Corp. (I) | | 47,000 | | 806,050 |
US Airways Group, Inc. (I) | | 234,532 | | 1,719,120 |
| | | | 30,473,985 |
|
TOTAL COMMON STOCKS (Cost $97,654,600) | | $ | 65,969,111 |
|
|
PREFERRED STOCKS - 8.32% | | | | |
Airlines - 2.84% | | | | |
Continental Airlines Finance Trust II 6.000% | 515,074 | | 13,939,190 |
Auto Parts & Equipment - 0.58% | | | | |
Lear Corp., Series A (I) | | 42,986 | | 2,837,076 |
Banks - 1.03% | | | | |
Bank of America Corp., Series L 7.250% | | 2,549 | | 2,313,218 |
Wells Fargo & Company, Series L 7.500% | 2,900 | | 2,763,700 |
| | | |
| | | | 5,076,918 |
| |
The accompanying notes are an integral part of the financial statements. | 83 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Income Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
PREFERRED STOCKS (continued) | | | | |
Internet - 1.58% | | | | |
Charter Communications, Inc., Series A, | | | | |
PIK 15.000% | | 297,650 | $ | 7,738,896 |
Packaging & Containers - 0.00% | | | | |
Pliant Corp., PIK 13.000% (L) | | 685 | | 103 |
Real Estate - 2.29% | | | | |
iStar Financial, Inc., Series E 7.875% | | 310,545 | | 4,316,576 |
iStar Financial, Inc., Series F 7.800% | | 198,032 | | 2,752,645 |
iStar Financial, Inc., Series G 7.650% | | 79,317 | | 1,077,918 |
iStar Financial, Inc., Series I 7.500% | | 232,232 | | 3,077,074 |
| | | |
| | | | 11,224,213 |
|
TOTAL PREFERRED STOCKS (Cost $28,858,965) | | | $ | 40,816,396 |
|
|
TERM LOANS - 12.36% | | | | |
Advertising - 0.77% | | | | |
RH Donnelley, Inc. | | | | |
9.250%, 10/24/2014 (P) | | 3,862,299 | | 3,785,053 |
Airlines - 3.35% | | | | |
Delta Airlines, Inc. | | | | |
3.501%, 04/30/2014 (P) | | 6,868,040 | | 5,827,532 |
US Airways Group, Inc. | | | | |
2.729%, 03/24/2014 (P) | | 14,011,576 | | 10,578,740 |
| | | |
| | | | 16,406,272 |
Auto Parts & Equipment - 0.44% | | | | |
Lear Corp. | | | | |
9.000%, 11/09/2012 (P) | | 2,169,803 | | 2,172,515 |
Commercial Services - 0.71% | | | | |
Muzak LLC | | | | |
12.750%, 02/01/2014 (P) | | 3,385,417 | | 3,490,414 |
Entertainment - 4.55% | | | | |
East Valley Tourist Development Authority | | | | |
12.000%, 08/06/2012 (P) | | 777,060 | | 621,648 |
Fontainebleau Las Vegas Resorts LLC | | | | |
6.000%, 06/06/2014 (H)(P) | | 757,938 | | 142,113 |
6.250%, 06/06/2014 (H)(P) | | 1,618,638 | | 303,495 |
Greektown Holdings LLC | | | | |
0.00%, 09/30/2010 (P)(T)(U) | | 391,802 | | 391,802 |
6.750%, 12/02/2010 (P) | | 4,648,424 | | 4,950,572 |
7.000%, 12/02/2010 (P) | | 770,769 | | 820,869 |
7.000%, 12/03/2012 (P) | | 2,068,484 | | 2,202,935 |
7.000%, 12/03/2012 (P) | | 8,581,365 | | 9,139,154 |
14.500%, 09/30/2010 (P) | | 3,722,845 | | 3,741,459 |
| | | |
| | | | 22,314,047 |
Forest Products & Paper - 0.10% | | | | |
AbitibiBowater, Inc. | | | | |
11.000%, 03/30/2010 (H)(P) | | 338,226 | | 328,080 |
Tembec, Inc. | | | | |
7.231%, 02/28/2012 | | 180,000 | | 129,000 |
| | | |
| | | | 457,080 |
Lodging - 0.28% | | | | |
Harrah’s Operating Company, Inc. | | | | |
0.00%, 01/28/2015 (P)(T) | | 1,690,000 | | 1,364,205 |
Media - 1.75% | | | | |
Clear Channel Communications, Inc. | | | | |
3.879%, 01/28/2016 (P) | | 3,036,164 | | 2,383,932 |
SuperMedia, Inc. | | | | |
11.000%, 12/31/2015 (P) | | 6,097,057 | | 5,554,041 |
The Star Tribune Company | | | | |
8.000%, 09/28/2014 (P) | | 436,456 | | 392,811 |
8.000%, 09/28/2014 (P) | | 290,971 | | 261,874 |
| | | |
| | | | 8,592,658 |
| | | | |
High Income Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
TERM LOANS (continued) | | | | |
Real Estate - 0.41% | | | | |
Realogy Corp. | | | | |
3.231%, 10/10/2013 (P) | $ | 310,227 | $ | 273,564 |
3.250%, 10/10/2013 (P) | | 1,152,273 | | 1,016,095 |
13.500%, 10/15/2017 (P) | | 675,000 | | 734,063 |
| | | |
| | | | 2,023,722 |
|
TOTAL TERM LOANS (Cost $54,006,402) | | | $ | 60,605,966 |
|
|
WARRANTS - 0.10% | | | | |
Commercial & Professional Services - 0.05% | | | | |
World Color Press, Inc (Expiration Date: | | | | |
07/20/2014; Strike Price: 13.00) (I) | | 29,255 | | 153,881 |
World Color Press, Inc. (Expiration Date: | | | | |
07/20/2014; Strike Price: 16.30) (I) | | 29,255 | | 111,169 |
| | | |
| | | | 265,050 |
Materials - 0.01% | | | | |
New Gold, Inc. (Expiration | | | | |
Date: 06/17/2028) (I) | | 44,388 | | 34,592 |
Media - 0.04% | | | | |
Charter Communications, Inc., Class A | | | | |
(Expiration Date 11/30/2014; Strike Price | | | | |
USD $46.86) (Expiration Date: 11/30/2014; | | | | |
Strike Price: 46.86) (I) | | 43,795 | | 208,026 |
Star Tribune Company (Expiration | | | | |
Date: 09/28/2013) (I) | | 5,140 | | 0 |
| | | |
| | | | 208,026 |
|
TOTAL WARRANTS (Cost $870,611) | | | $ | 507,668 |
|
|
OPTIONS PURCHASED - 0.00% | | | | |
Call Options - 0.00% | | | | |
Over the Counter Purchase Call on the USD | | | | |
vs. CAD Expiration 01/16/2010 at $1.30 (I) | | 98,000,000 | | 98 |
Over the Counter Purchase Call on the USD | | | | |
vs. CAD Expiration Date | | | | |
14/20/2010 at $1.30 (I) | | 98,000,000 | | 98 |
| | | |
| | | | 196 |
|
TOTAL OPTIONS PURCHASED (Cost $2,043,300) | | | $ | 196 |
|
|
SHORT-TERM INVESTMENTS - 3.18% | | | | |
Short-Term Securities* - 3.18% | | | | |
Federal Home Loan Bank Discount Notes, | | | | |
0.010%, 03/01/2010 | $ | 15,600,000 | | 15,600,000 |
Securities Lending Collateral - 0.00% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1869% (W)(Y) | | 12 | | 120 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $15,600,120) | | | $ | 15,600,120 |
|
Total Investments (High Income Fund) | | | | |
(Cost $538,816,751) - 98.96% | | | $ | 485,338,367 |
Other assets and liabilities, net - 1.04% | | | | 5,090,739 |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 490,429,106 |
| | | |
|
| |
The accompanying notes are an integral part of the financial statements. | 84 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Yield Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 3.53% | | | | |
Argentina - 0.16% | | | | |
Republic of Argentina | | | | |
3.260%, 12/15/2035 (P) | $ | 48,000 | $ | 2,765 |
5.000%, 12/15/2035 (H) | | 2,525,355 | | 62,635 |
7.000%, 09/12/2013 | | 751,000 | | 627,085 |
11.750%, 05/20/2011 to 11/13/2026 (H) | | 4,225,000 | | 969,721 |
| | | |
| | | | 1,662,206 |
Brazil - 0.95% | | | | |
Federative Republic of Brazil | | | | |
10.000%, 07/01/2010 to 01/01/2017 | BRL | 17,756,000 | | 9,636,110 |
| | | |
| | | | 9,636,110 |
Indonesia - 0.48% | | | | |
Republic of Indonesia | | | | |
9.750%, 05/15/2037 | | 11,122,000,000 | | 1,077,308 |
10.250%, 07/15/2022 to 07/15/2027 | | 24,033,000,000 | | 2,553,825 |
11.000%, 09/15/2025 | | 11,174,000,000 | | 1,239,289 |
| | | |
| | | | 4,870,422 |
Panama - 0.28% | | | | |
Republic of Panama | | | | |
9.375%, 04/01/2029 | $ | 2,150,000 | | 2,881,000 |
Peru - 0.19% | | | | |
Republic of Peru | | | | |
6.550%, 03/14/2037 | | 648,000 | | 680,400 |
7.350%, 07/21/2025 | | 77,000 | | 89,705 |
8.750%, 11/21/2033 | | 862,000 | | 1,124,910 |
| | | |
| | | | 1,895,015 |
Turkey - 0.89% | | | | |
Republic of Turkey | | | | |
6.750%, 05/30/2040 | | 2,160,000 | | 2,108,700 |
6.875%, 03/17/2036 | | 6,196,000 | | 6,180,510 |
7.000%, 09/26/2016 to 06/05/2020 | | 681,000 | | 747,093 |
| | | |
| | | | 9,036,303 |
Venezuela - 0.58% | | | | |
Republic of Venezuela | | | | |
5.750%, 02/26/2016 | | 4,667,000 | | 3,208,563 |
7.650%, 04/21/2025 | | 949,000 | | 599,294 |
8.500%, 10/08/2014 | | 339,000 | | 284,760 |
9.375%, 01/13/2034 | | 1,588,000 | | 1,123,510 |
10.750%, 09/19/2013 | | 652,000 | | 610,924 |
| | | |
| | | | 5,827,051 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $37,812,047) | | $ | | 35,808,107 |
|
|
CORPORATE BONDS - 83.16% | | | | |
Advertising - 0.98% | | | | |
Affinion Group, Inc. | | | | |
10.125%, 10/15/2013 | | 490,000 | | 494,900 |
11.500%, 10/15/2015 | | 9,290,000 | | 9,475,800 |
| | | |
| | | | 9,970,700 |
Aerospace & Defense - 1.25% | | | | |
DAE Aviation Holdings, Inc. | | | | |
11.250%, 08/01/2015 (S) | | 10,600,000 | | 9,672,500 |
TransDigm, Inc. | | | | |
7.750%, 07/15/2014 (S) | | 2,970,000 | | 2,970,000 |
| | | |
| | | | 12,642,500 |
Airlines - 1.50% | | | | |
American Airlines Inc | | | | |
10.500%, 10/15/2012 (S) | | 1,000,000 | | 1,025,000 |
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Airlines (continued) | | | | |
Continental Airlines, Inc. | | | | |
7.339%, 04/19/2014 | $ | 4,060,000 | $ | 3,836,700 |
Delta Air Lines, Inc. | | | | |
7.711%, 09/18/2011 | | 3,490,000 | | 3,455,100 |
8.021%, 08/10/2022 | | 490,913 | | 447,958 |
8.954%, 08/10/2014 | | 3,320,824 | | 3,071,762 |
9.500%, 09/15/2014 (S) | | 1,435,000 | | 1,460,113 |
9.750%, 12/17/2016 | | 1,340,000 | | 1,380,200 |
United Air Lines, Inc. | | | | |
9.875%, 08/01/2013 (S) | | 540,000 | | 540,000 |
| | | |
| | | | 15,216,833 |
Apparel - 0.54% | | | | |
Oxford Industries, Inc. | | | | |
11.375%, 07/15/2015 | | 4,905,000 | | 5,444,550 |
Auto Manufacturers - 0.75% | | | | |
General Motors Corp. | | | | |
7.200%, 01/15/2011 (H) | | 9,575,000 | | 2,896,438 |
8.375%, 07/15/2033 (H) | | 14,255,000 | | 4,312,138 |
Oshkosh Corp. | | | | |
8.500%, 03/01/2020 (S) | | 370,000 | | 370,000 |
| | | |
| | | | 7,578,576 |
Auto Parts & Equipment - 0.36% | | | | |
Keystone Automotive Operations, Inc. | | | | |
9.750%, 11/01/2013 | | 1,820,000 | | 782,600 |
Penhall International Corp. | | | | |
12.000%, 08/01/2014 (S) | | 1,350,000 | | 1,012,500 |
Visteon Corp. | | | | |
8.250%, 08/01/2010 (H) | | 819,000 | | 561,015 |
12.250%, 12/31/2016 (H)(S) | | 1,432,000 | | 1,331,760 |
| | | |
| | | | 3,687,875 |
Banks - 2.87% | | | | |
GMAC, Inc. | | | | |
0.00%, 12/01/2012 | | 3,040,000 | | 2,416,800 |
7.500%, 12/31/2013 | | 640,000 | | 627,200 |
8.000%, 11/01/2031 | | 1,280,000 | | 1,180,800 |
8.300%, 02/12/2015 (S) | | 5,490,000 | | 5,538,039 |
ICICI Bank, Ltd. | | | | |
6.375%, 04/30/2022 (P) | | 3,437,000 | | 3,165,980 |
Rabobank Nederland NV, (11.000% to | | | | |
06/30/2019, then 3 month LIBOR | | | | |
+ 1086.75 bps) | | | | |
maturing at 06/29/2049 (S) | | 3,265,000 | | 4,136,853 |
Royal Bank of Scotland Group PLC | | | | |
5.000%, 11/12/2013 | | 1,720,000 | | 1,609,012 |
5.050%, 01/08/2015 | | 680,000 | | 619,103 |
RSHB Capital SA for OJSC Russian | | | | |
Agricultural Bank | | | | |
6.299%, 05/15/2017 | | 1,704,000 | | 1,699,740 |
7.125%, 01/14/2014 (S) | | 3,480,000 | | 3,677,300 |
7.175%, 05/16/2013 | | 1,291,000 | | 1,369,015 |
9.000%, 06/11/2014 (S) | | 1,170,000 | | 1,330,875 |
Santander Finance Preferred SA | | | | |
Unipersonal, (10.500% until 09/29/2014, | | | | |
then 3 month LIBOR +767.3 bps) | | | | |
maturing at 12/31/2049 | | 1,500,000 | | 1,666,209 |
| | | |
| | | | 29,036,926 |
Biotechnology - 0.49% | | | | |
FMC Finance III SA | | | | |
6.875%, 07/15/2017 | | 3,130,000 | | 3,208,250 |
| |
The accompanying notes are an integral part of the financial statements. | 85 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Biotechnology (continued) | | | | |
Talecris Biotherapeutics Holdings Corp. | | | | |
7.750%, 11/15/2016 (S) | $ | 1,790,000 | $ | 1,798,950 |
| | | |
| | | | 5,007,200 |
Building Materials - 0.84% | | | | |
Nortek, Inc. | | | | |
11.000%, 12/01/2013 | | 3,676,266 | | 3,860,079 |
Odebrecht Finance, Ltd. | | | | |
7.500%, 10/18/2017 (S) | | 3,950,000 | | 4,147,500 |
USG Corp. | | | | |
9.750%, 08/01/2014 (S) | | 480,000 | | 504,000 |
| | | |
| | | | 8,511,579 |
Chemicals - 2.34% | | | | |
Ashland, Inc. | | | | |
9.125%, 06/01/2017 (S) | | 5,730,000 | | 6,274,350 |
Georgia Gulf Corp. | | | | |
9.000%, 01/15/2017 (S) | | 3,525,000 | | 3,657,188 |
Hexion Finance Escrow LLC | | | | |
8.875%, 02/01/2018 (S) | | 1,450,000 | | 1,355,750 |
Kerling PLC | | | | |
10.625%, 01/28/2017 (S) | | 2,021,000 | | 2,793,174 |
Solutia, Inc. | | | | |
8.750%, 11/01/2017 | | 2,120,000 | | 2,215,400 |
Terra Capital, Inc. | | | | |
7.750%, 11/01/2019 (S) | | 6,680,000 | | 7,448,200 |
| | | |
| | | | 23,744,062 |
Coal - 1.34% | | | | |
Adaro Indonesia PT | | | | |
7.625%, 10/22/2019 (S) | | 920,000 | | 913,100 |
Arch Coal, Inc. | | | | |
8.750%, 08/01/2016 (S) | | 2,105,000 | | 2,178,675 |
International Coal Group, Inc. | | | | |
10.250%, 07/15/2014 | | 5,855,000 | | 5,972,100 |
Murray Energy Corp. | | | | |
10.250%, 10/15/2015 (S) | | 3,810,000 | | 3,814,763 |
Peabody Energy Corp. | | | | |
7.875%, 11/01/2026 | | 600,000 | | 612,000 |
The Griffin Coal Mining | | | | |
Company Pty, Ltd. | | | | |
9.500%, 12/01/2016 (H)(S) | | 150,000 | | 85,500 |
| | | |
| | | | 13,576,138 |
Commercial Services - 3.20% | | | | |
Altegrity, Inc. | | | | |
10.500%, 11/01/2015 (S) | | 620,000 | | 577,375 |
11.750%, 05/01/2016 (S) | | 5,180,000 | | 4,642,575 |
Ashtead Capital, Inc. | | | | |
9.000%, 08/15/2016 (S) | | 2,620,000 | | 2,633,100 |
Ceridian Corp., PIK | | | | |
12.250%, 11/15/2015 | | 2,758,350 | | 2,634,224 |
H&E Equipment Services, Inc. | | | | |
8.375%, 07/15/2016 | | 2,365,000 | | 2,353,175 |
Rental Service Corp. | | | | |
9.500%, 12/01/2014 | | 4,935,000 | | 4,774,613 |
RSC Equipment Rental, Inc. | | | | |
10.000%, 07/15/2017 (S) | | 1,805,000 | | 1,931,350 |
Service Corp. International | | | | |
7.500%, 04/01/2027 | | 830,000 | | 749,075 |
Stonemor Operating LLC | | | | |
10.250%, 12/01/2017 (S) | | 3,785,000 | | 3,974,250 |
The Geo Group, Inc. | | | | |
7.750%, 10/15/2017 (S) | | 3,355,000 | | 3,396,938 |
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Commercial Services (continued) | | | | |
Trico Shipping AS | | | | |
11.875%, 11/01/2014 (S) | $ | 4,920,000 | $ | 4,766,250 |
| | | |
| | | | 32,432,925 |
Cosmetics & Personal Care - 0.17% | | | | |
Revlon Consumer Products Corp. | | | | |
9.750%, 11/15/2015 (S) | | 1,630,000 | | 1,674,825 |
Diversified Financial Services - 8.82% | | | | |
AAC Group Holding Corp. | | | | |
10.250%, 10/01/2012 (S) | | 240,000 | | 234,000 |
Bank of America Corp., (8.125% to | | | | |
05/15/2018, then 3 month | | | | |
LIBOR +364 bps) | | | | |
maturing at 12/29/2049 | | 670,000 | | 638,590 |
CCM Merger, Inc. | | | | |
8.000%, 08/01/2013 (S) | | 4,315,000 | | 3,581,450 |
CIT Group, Inc. | | | | |
7.000%, 05/01/2013 to 05/01/2017 | | 12,960,277 | | 11,521,945 |
Credit Agricole SA | | | | |
8.375%, 10/29/2049 (P)(S) | | 1,500,000 | | 1,576,875 |
Ford Motor Credit Company LLC | | | | |
12.000%, 05/15/2015 | | 19,770,000 | | 22,583,726 |
Fresenius US Finance II, Inc. | | | | |
9.000%, 07/15/2015 (S) | | 4,115,000 | | 4,547,075 |
International Lease Finance Corp. | | | | |
5.250%, 01/10/2013 | | 1,000,000 | | 867,821 |
5.625%, 09/20/2013 | | 3,720,000 | | 3,173,193 |
5.750%, 06/15/2011 | | 430,000 | | 412,714 |
6.375%, 03/25/2013 | | 5,180,000 | | 4,562,316 |
JPMorgan Chase & Company, Series 1 | | | | |
7.900%, 04/29/2049 (P) | | 2,560,000 | | 2,646,554 |
JSG Funding PLC | | | | |
7.750%, 04/01/2015 | | 1,275,000 | | 1,236,750 |
Lehman Brothers Holdings, Inc. | | | | |
5.250%, 02/06/2012 (H) | | 3,125,000 | | 703,125 |
Lukoil International Finance BV | | | | |
6.356%, 06/07/2017 | | 3,110,000 | | 3,102,225 |
MBNA Capital A, Series A | | | | |
8.278%, 12/01/2026 | | 360,000 | | 351,000 |
Petroplus Finance, Ltd. | | | | |
6.750%, 05/01/2014 (S) | | 1,745,000 | | 1,474,525 |
7.000%, 05/01/2017 (S) | | 2,950,000 | | 2,330,500 |
SLM Corp., MTN | | | | |
8.450%, 06/15/2018 | | 3,110,000 | | 3,042,134 |
SLM Corp., Series MTN | | | | |
5.625%, 08/01/2033 | | 1,910,000 | | 1,469,405 |
TNK-BP Finance SA | | | | |
6.625%, 03/20/2017 | | 1,966,000 | | 1,951,255 |
7.500%, 07/18/2016 | | 1,575,000 | | 1,671,363 |
7.875%, 03/13/2018 (S) | | 1,460,000 | | 1,527,598 |
UPC Germany GmbH | | | | |
8.125%, 12/01/2017 (S) | | 2,600,000 | | 2,600,000 |
Verasun Energy Corp. | | | | |
9.375%, 06/01/2049 | | 1,945,000 | | 126,425 |
Wells Fargo Capital XIII, Series GMTN | | | | |
7.700%, 12/29/2049 (P) | | 4,465,000 | | 4,398,025 |
Wind Acquisition Holdings Finance SpA | | | | |
12.250%, 07/15/2017 (S) | | 7,580,000 | | 7,011,500 |
| | | |
| | | | 89,342,089 |
Electric - 4.83% | | | | |
AES Corp. | | | | |
8.000%, 06/01/2020 | | 750,000 | | 735,938 |
Colbun SA | | | | |
6.000%, 01/21/2020 (S) | | 1,060,000 | | 1,067,534 |
| |
The accompanying notes are an integral part of the financial statements. | 86 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
Edison Mission Energy | | | | |
7.625%, 05/15/2027 | $ | 5,700,000 | $ | 3,705,000 |
7.750%, 06/15/2016 | | 1,455,000 | | 1,164,000 |
EEB International, Ltd. | | | | |
8.750%, 10/31/2014 (S) | | 5,250,000 | | 5,729,063 |
Energy Future Holdings Corp. | | | | |
10.875%, 11/01/2017 | | 5,500,000 | | 4,166,250 |
Energy Future Holdings Corp., PIK | | | | |
11.250%, 11/01/2017 | | 28,040,192 | | 19,628,134 |
Mirant Americas Generation LLC | | | | |
9.125%, 05/01/2031 | | 2,561,000 | | 2,298,498 |
Mirant Mid Atlantic LLC | | | | |
9.125%, 06/30/2017 | | 245,995 | | 259,525 |
10.060%, 12/30/2028 | | 3,137,228 | | 3,372,520 |
NRG Energy, Inc. | | | | |
7.250%, 02/01/2014 | | 1,745,000 | | 1,758,088 |
7.375%, 01/15/2017 | | 1,810,000 | | 1,780,588 |
Texas Competitive Electric Holdings | | | | |
Company LLC, Series A | | | | |
10.250%, 11/01/2015 | | 1,860,000 | | 1,390,164 |
Texas Competitive Electric Holdings | | | | |
Company LLC, Series B | | | | |
10.250%, 11/01/2015 | | 2,545,000 | | 1,902,388 |
| | | |
| | | | 48,957,690 |
Electrical Components & Equipment - 0.08% | | | |
Coleman Cable, Inc. | | | | |
9.000%, 02/15/2018 (S) | | 790,000 | | 782,100 |
Electronics - 0.34% | | | | |
Jabil Circuit, Inc. | | | | |
7.750%, 07/15/2016 | | 1,350,000 | | 1,397,250 |
8.250%, 03/15/2018 | | 170,000 | | 181,475 |
NXP BV / NXP Funding LLC | | | | |
7.875%, 10/15/2014 | | 2,025,000 | | 1,873,125 |
| | | |
| | | | 3,451,850 |
Energy-Alternate Sources - 0.02% | | | | |
Headwaters, Inc. | | | | |
11.375%, 11/01/2014 (S) | | 165,000 | | 166,650 |
Entertainment - 1.75% | | | | |
Choctaw Resort Development Enterprise | | | | |
7.250%, 11/15/2019 (S) | | 837,000 | | 569,160 |
Downstream Development Authority of the | | | | |
Quapaw Tribe of Oklahoma | | | | |
12.000%, 10/15/2015 (S) | | 3,705,000 | | 3,297,450 |
Fontainebleau Las Vegas Holdings LLC | | | | |
10.250%, 06/15/2015 (H)(S) | | 3,000,000 | | 31,875 |
Indianapolis Downs Capital LLC | | | | |
11.000%, 11/01/2012 (S) | | 3,440,000 | | 2,236,000 |
Mohegan Tribal Gaming Authority | | | | |
6.125%, 02/15/2013 | | 1,060,000 | | 849,325 |
7.125%, 08/15/2014 | | 2,900,000 | | 2,146,000 |
8.000%, 04/01/2012 | | 423,000 | | 374,355 |
11.500%, 11/01/2017 (S) | | 2,595,000 | | 2,698,800 |
Penn National Gaming, Inc. | | | | |
8.750%, 08/15/2019 (S) | | 870,000 | | 861,300 |
Pinnacle Entertainment, Inc. | | | | |
8.625%, 08/01/2017 (S) | | 2,825,000 | | 2,683,750 |
Snoqualmie Entertainment Authority | | | | |
4.136%, 02/01/2014 (P)(S) | | 2,315,000 | | 1,574,200 |
9.125%, 02/01/2015 (S) | | 570,000 | | 393,300 |
| | | |
| | | | 17,715,515 |
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Food - 0.77% | | | | |
Bumble Bee Foods LLC | | | | |
7.750%, 12/15/2015 (S) | $ | 1,450,000 | $ | 1,453,625 |
Del Monte Corp. | | | | |
7.500%, 10/15/2019 (S) | | 1,475,000 | | 1,497,125 |
Dole Food Company, Inc. | | | | |
13.875%, 03/15/2014 (S) | | 52,000 | | 62,010 |
Smithfield Foods, Inc. | | | | |
10.000%, 07/15/2014 (S) | | 1,290,000 | | 1,396,425 |
Viskase Companies, Inc. | | | | |
9.875%, 01/15/2018 (S) | | 3,380,000 | | 3,422,250 |
| | | |
| | | | 7,831,435 |
Forest Products & Paper - 3.28% | | | | |
Abitibi-Consolidated Company of Canada | | | | |
13.750%, 04/01/2011 (H)(S) | | 4,325,150 | | 4,444,092 |
Appleton Papers, Inc. | | | | |
10.500%, 06/15/2015 (S) | | 1,320,000 | | 1,221,000 |
11.250%, 12/15/2015 (S) | | 9,238,000 | | 7,759,920 |
Georgia-Pacific LLC | | | | |
8.250%, 05/01/2016 (S) | | 3,685,000 | | 3,887,675 |
NewPage Corp. | | | | |
11.375%, 12/31/2014 | | 5,155,000 | | 4,923,025 |
Smurfit Kappa Treasury Funding, Ltd. | | | | |
7.500%, 11/20/2025 | | 2,280,000 | | 2,029,200 |
Verso Paper Holdings LLC | | | | |
11.500%, 07/01/2014 (S) | | 3,805,000 | | 3,995,250 |
Verso Paper Holdings LLC, Series B | | | | |
9.125%, 08/01/2014 | | 5,370,000 | | 4,940,400 |
| | | |
| | | | 33,200,562 |
Government - 0.21% | | | | |
Mubadala Development Company, GMTN | | | | |
5.750%, 05/06/2014 (S) | | 2,020,000 | | 2,135,219 |
Healthcare Products - 0.79% | | | | |
Biomet, Inc. | | | | |
10.000%, 10/15/2017 | | 2,460,000 | | 2,687,550 |
Biomet, Inc., PIK | | | | |
10.375%, 10/15/2017 | | 2,030,000 | | 2,222,850 |
Universal Hospital Services, Inc. | | | | |
3.859%, 06/01/2015 (P) | | 1,580,000 | | 1,335,100 |
Universal Hospital Services, Inc., PIK | | | | |
8.500%, 06/01/2015 | | 1,855,000 | | 1,799,350 |
| | | |
| | | | 8,044,850 |
Healthcare Services - 4.59% | | | | |
CRC Health Corp. | | | | |
10.750%, 02/01/2016 | | 11,340,000 | | 10,206,000 |
HCA, Inc. | | | | |
6.300%, 10/01/2012 | | 1,740,000 | | 1,722,600 |
HCA, Inc., PIK | | | | |
9.625%, 11/15/2016 | | 11,749,000 | | 12,571,430 |
Tenet Healthcare Corp. | | | | |
7.375%, 02/01/2013 | | 256,000 | | 254,720 |
10.000%, 05/01/2018 (S) | | 6,083,000 | | 6,691,300 |
U.S. Oncology Holdings, Inc., PIK | | | | |
6.428%, 03/15/2012 | | 8,464,000 | | 7,956,160 |
U.S. Oncology, Inc. | | | | |
9.125%, 08/15/2017 | | 3,290,000 | | 3,413,375 |
Vanguard Health Holding Company II LLC | | | | |
8.000%, 02/01/2018 (S) | | 3,780,000 | | 3,713,850 |
| | | |
| | | | 46,529,435 |
Holding Companies - 0.42% | | | | |
Leucadia National Corp. | | | | |
7.750%, 08/15/2013 | | 1,350,000 | | 1,404,000 |
8.125%, 09/15/2015 | | 1,840,000 | | 1,867,600 |
| |
The accompanying notes are an integral part of the financial statements. | 87 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Holding Companies (continued) | | | | |
Reynolds Group | | | | |
7.750%, 10/15/2016 (S) | $ | 1,015,000 | $ | 1,027,688 |
| | | |
| | | | 4,299,288 |
Home Furnishings - 0.27% | | | | |
Norcraft Holdings Capital | | | | |
9.750%, 09/01/2012 | | 2,908,000 | | 2,733,520 |
Simmons Holdco, Inc., PIK | | | | |
7.390%, 02/15/2012 | | 2,827,672 | | 7,069 |
| | | |
| | | | 2,740,589 |
Household Products - 0.59% | | | | |
ACCO Brands Corp. | | | | |
10.625%, 03/15/2015 (S) | | 3,540,000 | | 3,847,980 |
American Achievement Corp. | | | | |
8.250%, 04/01/2012 (S) | | 990,000 | | 975,150 |
American Greetings Corp. | | | | |
7.375%, 06/01/2016 | | 1,210,000 | | 1,173,500 |
| | | |
| | | | 5,996,630 |
Housewares - 0.23% | | | | |
Libbey Glass, Inc. | | | | |
10.000%, 02/15/2015 (S) | | 2,230,000 | | 2,308,050 |
Insurance - 1.09% | | | | |
American International Group, Inc. | | | | |
5.050%, 10/01/2015 | | 340,000 | | 287,277 |
5.450%, 05/18/2017 | | 6,370,000 | | 5,176,784 |
8.250%, 08/15/2018 | | 3,170,000 | | 2,908,931 |
American International Group, Inc., MTN | | | | |
5.850%, 01/16/2018 | | 5,000 | | 4,037 |
American International Group, | | | | |
Inc., Series WI | | | | |
8.175%, 05/15/2058 (P) | | 1,115,000 | | 752,625 |
Everest Reinsurance Holdings, Inc., | | | | |
(6.600% to 05/15/2017, then 3 month | | | | |
LIBOR +238.5 bps) | | | | |
maturing at 05/15/2037 (P) | | 2,460,000 | | 1,943,400 |
| | | |
| | | | 11,073,054 |
Internet - 0.45% | | | | |
Equinix, Inc. | | | | |
8.125%, 03/01/2018 | | 1,330,000 | | 1,330,000 |
GXS Worldwide, Inc. | | | | |
9.750%, 06/15/2015 (S) | | 1,600,000 | | 1,520,000 |
Netflix, Inc. | | | | |
8.500%, 11/15/2017 | | 1,625,000 | | 1,702,188 |
Semgroup LP | | | | |
8.750%, 11/15/2049 (S) | | 10,803,000 | | 0 |
| | | |
| | | | 4,552,188 |
Iron & Steel - 2.06% | | | | |
Evraz Group SA | | | | |
8.875%, 04/24/2013 | | 4,510,000 | | 4,659,160 |
9.500%, 04/24/2018 (S) | | 710,000 | | 736,625 |
GTL Trade Finance, Inc. | | | | |
7.250%, 10/20/2017 | | 4,499,000 | | 4,690,208 |
Metals USA, Inc. | | | | |
11.125%, 12/01/2015 | | 7,360,000 | | 7,433,600 |
Ryerson Holding Corp. | | | | |
0.00%, 02/01/2015 (S) | | 6,000,000 | | 2,700,000 |
Ryerson, Inc. | | | | |
12.000%, 11/01/2015 | | 665,000 | | 683,288 |
| | | |
| | | | 20,902,881 |
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Leisure Time - 0.41% | | | | |
NCL Corp., Ltd. | | | | |
11.750%, 11/15/2016 (S) | $ | 4,000,000 | $ | 4,150,000 |
Lodging - 2.87% | | | | |
Ameristar Casinos, Inc. | | | | |
9.250%, 06/01/2014 | | 350,000 | | 357,875 |
Boyd Gaming Corp. | | | | |
6.750%, 04/15/2014 | | 1,780,000 | | 1,515,225 |
7.125%, 02/01/2016 | | 2,530,000 | | 1,992,375 |
Harrah’s Operating Company, Inc. | | | | |
5.625%, 06/01/2015 | | 1,320,000 | | 735,900 |
10.000%, 12/15/2015 | | 2,126,000 | | 1,743,320 |
10.750%, 02/01/2016 | | 6,574,000 | | 5,061,980 |
11.250%, 06/01/2017 | | 5,700,000 | | 5,913,750 |
Inn of the Mountain Gods Resort & Casino | | | | |
12.000%, 11/15/2010 (H) | | 8,366,000 | | 4,057,510 |
MGM Mirage, Inc. | | | | |
6.625%, 07/15/2015 | | 260,000 | | 205,400 |
8.375%, 02/01/2011 | | 3,120,000 | | 3,042,000 |
8.500%, 09/15/2010 | | 230,000 | | 229,425 |
10.375%, 05/15/2014 (S) | | 460,000 | | 487,600 |
11.125%, 11/15/2017 (S) | | 1,050,000 | | 1,134,000 |
Station Casinos, Inc. | | | | |
6.000%, 04/01/2012 (H) | | 5,610,000 | | 813,450 |
6.500%, 02/01/2014 (H) | | 500,000 | | 2,600 |
6.625%, 03/15/2018 (H) | | 1,705,000 | | 8,866 |
7.750%, 08/15/2016 (H) | | 6,180,000 | | 896,100 |
Wynn Las Vegas LLC | | | | |
7.875%, 11/01/2017 (S) | | 865,000 | | 856,350 |
| | | |
| | | | 29,053,726 |
Media - 2.96% | | | | |
CCH II LLC / CCH II Capital Corp. | | | | |
13.500%, 11/30/2016 | | 2,405,216 | | 2,839,518 |
Cengage Learning Acquisitions, Inc. | | | | |
13.250%, 07/15/2015 (S) | | 3,320,000 | | 3,170,600 |
Charter Communications, Inc. | | | | |
10.875%, 09/15/2014 (S) | | 5,225,000 | | 5,819,344 |
Clear Channel Communications, Inc. | | | | |
6.250%, 03/15/2011 | | 2,060,000 | | 1,957,000 |
CMP Susquehanna Corp. | | | | |
1.000%, 05/15/2014 | | 192,000 | | 72,000 |
DISH DBS Corp. | | | | |
7.750%, 05/31/2015 | | 70,000 | | 72,625 |
7.875%, 09/01/2019 | | 4,915,000 | | 5,062,450 |
Net Servicos De Comunicacao SA | | | | |
7.500%, 01/27/2020 (S) | | 1,380,000 | | 1,411,050 |
Nielsen Finance LLC, Steps up to 12.50% | | | | |
on 08/01/11 | | | | |
maturing at 08/01/2016 | | 2,240,000 | | 2,027,200 |
Sun Media Corp. | | | | |
7.625%, 02/15/2013 | | 1,350,000 | | 1,285,875 |
SuperMedia, Inc. | | | | |
8.000%, 11/15/2016 | | 6,615,000 | | 115,763 |
Univision Communications, Inc. | | | | |
12.000%, 07/01/2014 (S) | | 4,260,000 | | 4,611,450 |
UPC Holding BV | | | | |
9.875%, 04/15/2018 (S) | | 1,455,000 | | 1,513,200 |
| | | |
| | | | 29,958,075 |
Mining - 1.82% | | | | |
FMG Finance Pty, Ltd. | | | | |
10.625%, 09/01/2016 (S) | | 5,210,000 | | 5,809,150 |
Novelis, Inc. | | | | |
7.250%, 02/15/2015 | | 1,351,000 | | 1,253,053 |
11.500%, 02/15/2015 | | 1,605,000 | | 1,705,313 |
| |
The accompanying notes are an integral part of the financial statements. | 88 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Mining (continued) | | | | |
Rio Tinto Finance USA, Ltd. | | | | |
9.000%, 05/01/2019 | $ | 1,005,000 | $ | 1,302,379 |
Teck Resources, Ltd. | | | | |
10.250%, 05/15/2016 | | 1,220,000 | | 1,454,850 |
10.750%, 05/15/2019 | | 900,000 | | 1,107,000 |
Vale Overseas, Ltd. | | | | |
6.875%, 11/21/2036 | | 1,612,000 | | 1,636,559 |
8.250%, 01/17/2034 | | 1,021,000 | | 1,183,730 |
Vedanta Resources PLC | | | | |
8.750%, 01/15/2014 (S) | | 2,870,000 | | 3,027,850 |
| | | |
| | | | 18,479,884 |
Miscellaneous Manufacturers - 0.29% | | | | |
American Railcar Industries, Inc. | | | | |
7.500%, 03/01/2014 | | 1,610,000 | | 1,561,700 |
Eastman Kodak Company | | | | |
7.250%, 11/15/2013 | | 1,000,000 | | 942,500 |
Freedom Group, Inc. | | | | |
10.250%, 08/01/2015 (S) | | 410,000 | | 434,600 |
| | | |
| | | | 2,938,800 |
Oil & Gas - 7.20% | | | | |
Belden & Blake Corp. | | | | |
8.750%, 07/15/2012 | | 8,260,000 | | 7,599,200 |
Berry Petroleum Company | | | | |
10.250%, 06/01/2014 | | 2,340,000 | | 2,544,750 |
Chesapeake Energy Corp. | | | | |
6.250%, 01/15/2018 | | 5,065,000 | | 4,723,113 |
6.500%, 08/15/2017 | | 100,000 | | 95,000 |
6.625%, 01/15/2016 | | 1,000,000 | | 965,000 |
7.250%, 12/15/2018 | | 2,800,000 | | 2,758,000 |
Corral Petroleum Holdings AB, PIK | | | | |
1.751%, 04/15/2010 (S) | | 7,684,633 | | 6,166,918 |
Denbury Resources, Inc. | | | | |
8.250%, 02/15/2020 | | 2,700,000 | | 2,794,500 |
Encore Acquisition Company | | | | |
9.500%, 05/01/2016 | | 1,035,000 | | 1,102,275 |
Hercules Offshore LLC | | | | |
10.500%, 10/15/2017 (S) | | 1,980,000 | | 1,970,100 |
KazMunaiGaz Finance Sub BV | | | | |
8.375%, 07/02/2013 (S) | | 2,160,000 | | 2,357,100 |
Mariner Energy, Inc. | | | | |
7.500%, 04/15/2013 | | 1,355,000 | | 1,355,000 |
8.000%, 05/15/2017 | | 1,760,000 | | 1,680,800 |
OPTI Canada, Inc. | | | | |
8.250%, 12/15/2014 | | 3,895,000 | | 3,466,550 |
9.000%, 12/15/2012 (S) | | 2,110,000 | | 2,146,925 |
Parker Drilling Company | | | | |
9.625%, 10/01/2013 | | 350,000 | | 358,750 |
Petrobras International Finance Company | | | | |
6.875%, 01/20/2040 | | 1,175,000 | | 1,196,844 |
PetroHawk Energy Corp. | | | | |
7.875%, 06/01/2015 | | 1,390,000 | | 1,390,000 |
9.125%, 07/15/2013 | | 3,125,000 | | 3,250,000 |
Plains Exploration & Production Company | | | | |
8.625%, 10/15/2019 | | 1,690,000 | | 1,753,375 |
10.000%, 03/01/2016 | | 3,355,000 | | 3,648,563 |
Quicksilver Resources, Inc. | | | | |
7.125%, 04/01/2016 | | 1,675,000 | | 1,557,750 |
8.250%, 08/01/2015 | | 415,000 | | 419,150 |
11.750%, 01/01/2016 | | 1,105,000 | | 1,254,175 |
SandRidge Energy, Inc. | | | | |
8.000%, 06/01/2018 (S) | | 810,000 | | 775,575 |
SandRidge Energy, Inc., PIK | | | | |
8.625%, 04/01/2015 | | 8,445,000 | | 8,276,100 |
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Oil & Gas (continued) | | | | |
Stone Energy Corp. | | | | |
6.750%, 12/15/2014 | $ | 3,855,000 | $ | 3,411,675 |
W&T Offshore, Inc. | | | | |
8.250%, 06/15/2014 (S) | | 2,630,000 | | 2,472,200 |
Whiting Petroleum Corp. | | | | |
7.000%, 02/01/2014 | | 893,000 | | 901,930 |
7.250%, 05/01/2012 | | 595,000 | | 597,975 |
| | | |
| | | | 72,989,293 |
Oil & Gas Services - 1.25% | | | | |
Basic Energy Services, Inc. | | | | |
11.625%, 08/01/2014 | | 3,950,000 | | 4,236,375 |
Cie Generale de Geophysique-Veritas | | | | |
7.500%, 05/15/2015 | | 1,690,000 | | 1,656,200 |
9.500%, 05/15/2016 | | 240,000 | | 252,600 |
Complete Production Services, Inc. | | | | |
8.000%, 12/15/2016 | | 2,485,000 | | 2,416,663 |
Key Energy Services, Inc. | | | | |
8.375%, 12/01/2014 | | 4,157,000 | | 4,115,430 |
| | | |
| | | | 12,677,268 |
Packaging & Containers - 0.51% | | | | |
Berry Plastics Corp. | | | | |
8.875%, 09/15/2014 | | 1,760,000 | | 1,694,000 |
Radnor Holdings, Inc. | | | | |
11.000%, 03/15/2010 (H) | | 2,350,000 | | 235 |
Solo Cup Company | | | | |
10.500%, 11/01/2013 | | 3,310,000 | | 3,467,225 |
| | | |
| | | | 5,161,460 |
Pipelines - 1.81% | | | | |
Atlas Pipeline Partners LP | | | | |
8.750%, 06/15/2018 | | 2,100,000 | | 1,963,500 |
Crosstex Energy Finance Corp. | | | | |
8.875%, 02/15/2018 (S) | | 1,860,000 | | 1,887,900 |
Dynegy Holdings, Inc. | | | | |
7.750%, 06/01/2019 | | 9,695,000 | | 7,610,575 |
Dynegy-Roseton Danskammer, Series B | | | | |
7.670%, 11/08/2016 | | 700,000 | | 675,500 |
El Paso Corp. | | | | |
7.375%, 12/15/2012 | | 225,000 | | 237,111 |
Enterprise Products Operating LLC | | | | |
8.375%, 08/01/2066 (P) | | 1,140,000 | | 1,152,825 |
Enterprise Products Operating LLC | | | | |
(7.034% to 01/15/18 then greater of | | | | |
3 month LIBOR + 268 bps or 7.034%) | | | | |
maturing at 01/15/2068 (P) | | 3,350,000 | | 3,174,125 |
MarkWest Energy Partners LP, Series B | | | | |
8.750%, 04/15/2018 | | 1,640,000 | | 1,660,500 |
| | | |
| | | | 18,362,036 |
Real Estate - 0.92% | | | | |
Ashton Woods USA LLC, 0.00% Steps up | | | | |
to 11.000% on 06/30/2012 | | | | |
maturing at 06/30/2015 (S) | | 1,638,000 | | 614,250 |
Dupont Fabros Technology LP | | | | |
8.500%, 12/15/2017 (S) | | 1,480,000 | | 1,502,200 |
Host Hotels & Resorts LP | | | | |
6.375%, 03/15/2015 | | 350,000 | | 343,875 |
Realogy Corp. | | | | |
10.500%, 04/15/2014 | | 7,570,000 | | 6,320,950 |
Realogy Corp., PIK | | | | |
11.000%, 04/15/2014 | | 682,610 | | 559,740 |
| | | |
| | | | 9,341,015 |
| |
The accompanying notes are an integral part of the financial statements. | 89 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Retail - 2.82% | | | | |
Blockbuster, Inc. | | | | |
11.750%, 10/01/2014 (S) | $ | 3,161,000 | $ | 2,275,920 |
El Pollo Loco, Inc. | | | | |
11.750%, 12/01/2012 to 11/15/2013 | | 7,770,000 | | 7,111,425 |
Landry’s Restaurants, Inc. | | | | |
11.625%, 12/01/2015 (S) | | 2,040,000 | | 2,131,800 |
Michaels Stores, Inc. | | | | |
10.000%, 11/01/2014 | | 3,005,000 | | 3,050,075 |
11.375%, 11/01/2016 | | 1,800,000 | | 1,809,000 |
Michaels Stores, Inc., 0.00% Steps up to | | | | |
13.00% on 11/01/2011 | | | | |
maturing at 11/01/2016 | | 3,460,000 | | 2,819,900 |
Sbarro, Inc. | | | | |
10.375%, 02/01/2015 | | 3,120,000 | | 2,550,600 |
The Neiman Marcus Group, Inc. | | | | |
7.125%, 06/01/2028 | | 3,055,000 | | 2,627,300 |
The Neiman Marcus Group, Inc., PIK | | | | |
9.000%, 10/15/2015 | | 4,239,177 | | 4,175,589 |
| | | |
| | | | 28,551,609 |
Semiconductors - 0.39% | | | | |
Advanced Micro Devices, Inc. | | | | |
8.125%, 12/15/2017 (S) | | 290,000 | | 293,625 |
Freescale Semiconductor, Inc. | | | | |
8.875%, 12/15/2014 | | 835,000 | | 741,063 |
10.125%, 12/15/2016 | | 2,422,000 | | 1,889,160 |
Freescale Semiconductor, Inc., PIK | | | | |
9.125%, 12/15/2014 | | 1,222,324 | | 1,054,254 |
| | | |
| | | | 3,978,102 |
Software - 0.81% | | | | |
First Data Corp | | | | |
9.875%, 09/24/2015 | | 4,055,000 | | 3,467,025 |
First Data Corp., PIK | | | | |
10.550%, 09/24/2015 | | 5,440,000 | | 4,719,200 |
| | | |
| | | | 8,186,225 |
Telecommunications - 8.37% | | | | |
ALLTEL Communications LLC, PIK | | | | |
10.375%, 12/01/2017 (S) | | 3,940,000 | | 4,681,287 |
Axtel SAB de CV | | | | |
7.625%, 02/01/2017 | | 5,050,000 | | 4,977,771 |
CC Holdings GS V LLC | | | | |
7.750%, 05/01/2017 (S) | | 2,430,000 | | 2,630,475 |
Cincinnati Bell Telephone Company LLC | | | | |
6.300%, 12/01/2028 | | 2,115,000 | | 1,639,125 |
Cricket Communications, Inc. | | | | |
7.750%, 05/15/2016 | | 2,870,000 | | 2,916,638 |
Frontier Communications Corp. | | | | |
8.125%, 10/01/2018 | | 1,000,000 | | 995,000 |
Globo Comunicacoes e Participacoes SA | | | | |
7.250%, 04/26/2022 (S) | | 3,438,000 | | 3,575,520 |
Hawaiian Telcom Communications, Inc. | | | | |
12.500%, 05/01/2015 (H) | | 3,360,000 | | 336 |
Intelsat Intermediate Holding | | | | |
Company, Ltd., 0.00% Steps up to | | | | |
9.50% on 04/26/2010 | | | | |
maturing at 02/01/2015 | | 515,000 | | 531,738 |
Intelsat Jackson Holdings SA | | | | |
11.250%, 06/15/2016 | | 2,875,000 | | 3,069,063 |
Intelsat Jackson Holdings, Ltd. | | | | |
8.500%, 11/01/2019 (S) | | 2,625,000 | | 2,657,813 |
11.500%, 06/15/2016 | | 12,205,000 | | 12,998,325 |
Level 3 Financing, Inc. | | | | |
9.250%, 11/01/2014 | | 1,934,000 | | 1,832,465 |
10.000%, 02/01/2018 (S) | | 2,000,000 | | 1,835,000 |
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Telecommunications (continued) | | | | |
Nordic Telephone Company Holdings | | | | |
8.875%, 05/01/2016 (S) | $ | 3,520,000 | $ | 3,766,400 |
Qwest Communications International, Inc. | | | | |
8.000%, 10/01/2015 (S) | | 425,000 | | 439,875 |
Sprint Capital Corp. | | | | |
8.375%, 03/15/2012 | | 2,000,000 | | 2,042,500 |
8.750%, 03/15/2032 | | 14,050,000 | | 12,399,125 |
True Move Company, Ltd. | | | | |
10.375%, 08/01/2014 (S) | | 2,610,000 | | 2,596,950 |
10.750%, 12/16/2013 (S) | | 10,600,000 | | 10,706,950 |
UBS Luxembourg SA for OJSC | | | | |
Vimpel Communications | | | | |
8.250%, 05/23/2016 | | 3,600,000 | | 3,780,000 |
VIP Finance Ireland, Ltd. for OJSC | | | | |
Vimpel Communications | | | | |
8.375%, 04/30/2013 (S) | | 580,000 | | 620,600 |
Virgin Media Finance PLC | | | | |
9.125%, 08/15/2016 | | 1,225,000 | | 1,264,813 |
Windstream Corp. | | | | |
8.625%, 08/01/2016 | | 2,790,000 | | 2,838,825 |
| | | |
| | | | 84,796,594 |
Tobacco - 0.52% | | | | |
Alliance One International, Inc. | | | | |
10.000%, 07/15/2016 (S) | | 5,085,000 | | 5,288,400 |
Transportation - 2.99% | | | | |
Gulfmark Offshore, Inc. | | | | |
7.750%, 07/15/2014 | | 1,930,000 | | 1,910,700 |
Horizon Lines, Inc. | | | | |
4.250%, 08/15/2012 | | 7,165,000 | | 5,929,038 |
Kansas City Southern de Mexico SA | | | | |
de CV | | | | |
7.375%, 06/01/2014 | | 2,975,000 | | 2,960,125 |
8.000%, 02/01/2018 (S) | | 8,110,000 | | 8,008,625 |
Marquette Transportation Finance | | | | |
10.875%, 01/15/2017 (S) | | 590,000 | | 593,688 |
RailAmerica, Inc. | | | | |
9.250%, 07/01/2017 | | 4,916,000 | | 5,155,655 |
Teekay Corp. | | | | |
8.500%, 01/15/2020 | | 5,600,000 | | 5,684,000 |
| | | |
| | | | 30,241,831 |
|
TOTAL CORPORATE BONDS (Cost $848,438,025) | | $ | 842,709,082 |
|
|
DEFAULTED BONDS BEYOND MATURITY DATE - 0.43% | | |
Argentina - 0.43% | | | | |
Republic of Argentina | | | | |
7.000%, 03/18/2004 (H) | | 625,000 | | 293,606 |
7.000%, 03/18/2004 (H) | | 6,100,000,000 | | 1,447,747 |
7.625%, 08/11/2007 (H) | | 505,000,000 | | 135,395 |
8.000%, 02/26/2008 (H) | | 304,137 | | 144,945 |
8.000%, 10/30/2009 (H) | | 175,000,000 | | 46,149 |
8.125%, 10/04/2004 (H) | | 375,000 | | 169,781 |
8.125%, 04/21/2008 (H) | | 625,000 | | 294,457 |
8.500%, 02/23/2005 (H) | | 2,400,000 | | 576,454 |
9.000%, 06/20/2003 (H) | | 600,000 | | 274,917 |
9.000%, 05/26/2009 (H) | | 100,000 | | 54,466 |
9.250%, 10/21/2002 (H) | | 225,000 | | 101,715 |
9.500%, 03/04/2004 (H) | | 456,000 | | 254,574 |
9.750%, 11/26/2003 (H) | | 425,000 | | 180,786 |
10.000%, 02/22/2007 (H) | | 775,000 | | 374,624 |
| | | |
| | | | 4,349,616 |
| |
The accompanying notes are an integral part of the financial statements. | 90 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
DEFAULTED BONDS BEYOND MATURITY | | | |
DATE (continued) | | | | |
United States - 0.00% | | | | |
World Access, Inc. | | | | |
13.250%, 01/15/2008 (H) | $ | 1,446,973 | $ | 10,129 |
|
TOTAL DEFAULTED BONDS BEYOND MATURITY | | |
DATE (Cost $3,628,894) | | | $ | 4,359,745 |
|
COMMON STOCKS - 1.40% | | | | |
Consumer Discretionary - 0.85% | | | | |
Media - 0.85% | | | | |
Charter Communications, | | | | |
Inc., Class A (I)(L) | | 268,271 | | 7,981,062 |
Dex One Corp. (I) | | 6,287 | | 187,353 |
SuperMedia, Inc. (I) | | 11,199 | | 470,358 |
| | | |
| | | | 8,638,773 |
| | | |
| | | | 8,638,773 |
Energy - 0.07% | | | | |
Gas Utilities - 0.07% | | | | |
Semgroup LP, Class A (I) | | 27,952 | | 677,836 |
Financials - 0.14% | | | | |
Diversified Financial Services - 0.14% | | | | |
CIT Group, Inc. (I) | | 39,683 | | 1,445,652 |
Industrials - 0.03% | | | | |
Building Products - 0.03% | | | | |
Nortek, Inc. (I) | | 8,230 | | 304,510 |
Materials - 0.31% | | | | |
Chemicals - 0.31% | | | | |
Georgia Gulf Corp. (I) | | 220,202 | | 3,142,283 |
Telecommunication Services - 0.00% | | | | |
Diversified Telecommunication Services - 0.00% | | | |
XO Holdings, Inc. (I) | | 821 | | 608 |
|
TOTAL COMMON STOCKS (Cost $25,169,943) | | $ | 14,209,662 |
|
PREFERRED STOCKS - 1.99% | | | | |
Financials - 1.99% | | | | |
Commercial Banks - 0.42% | | | | |
GMAC, Inc. 7.000% (S) | | 3,645 | | 2,579,863 |
Santander Finance Preferred SA | | | | |
Unipersonal, Series 10 10.500% (L) | | 60,425 | | 1,656,854 |
| | | |
| | | | 4,236,717 |
Consumer Finance - 0.26% | | | | |
Capital One Capital V 10.250% | | 2,340,000 | | 2,654,129 |
Diversified Financial Services - 1.31% | | | | |
Bank of America Corp., Series K (N) | | 560,000 | | 533,747 |
Bank of America Corp., Series L 7.250% | | 9,380 | | 8,512,350 |
Citigroup, Inc. 7.500% | | 38,800 | | 4,161,688 |
| | | |
| | | | 13,207,785 |
| | | |
| | | | 20,098,631 |
Information Technology - 0.00% | | | | |
Media - 0.00% | | | | |
CMP Susquehanna Radio Holdings | | | | |
Corp., Series A (N)(S) | | 44,870 | | 16,826 |
|
TOTAL PREFERRED STOCKS (Cost $18,262,664) | | $ | 20,115,457 |
|
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
TERM LOANS - 5.51% | | | | |
Aerospace & Defense - 0.27% | | | | |
Hawker Beechcraft Acquisition | | | | |
Company LLC | | | | |
2.234%, 03/26/2014 (P) | $ | 3,732,522 | $ | 2,746,905 |
Airlines - 0.35% | | | | |
United Air Lines, Inc. | | | | |
7.452%, 01/12/2014 (P) | | 4,337,342 | | 3,507,825 |
Auto Manufacturers - 0.14% | | | | |
Ford Motor Company | | | | |
3.560%, 11/29/2013 (P) | | 1,479,120 | | 1,381,745 |
Auto Parts & Equipment - 0.52% | | | | |
Allison Transmission, Inc. | | | | |
3.320%, 08/07/2014 (P) | | 5,412,144 | | 4,956,338 |
Penhall Holding Company | | | | |
12.824%, 04/01/2012 (P) | | 3,330,429 | | 333,043 |
| | | |
| | | | 5,289,381 |
Banks - 0.14% | | | | |
HSBC Bank PLC | | | | |
8.900%, 12/20/2010 (P) | | 52,153,000 | | 1,367,633 |
Chemicals - 0.49% | | | | |
Lyondell Chemical Company | | | | |
5.801%, 12/20/2014 (P) | | 2,997,041 | | 2,096,679 |
5.940%, 06/03/2010 (P) | | 2,747,781 | | 2,868,683 |
| | | |
| | | | 4,965,362 |
Diversified Financial Services - 0.18% | | | | |
CIT Group, Inc. | | | | |
13.000%, 01/18/2012 (P) | | 1,800,000 | | 1,859,251 |
Electric - 0.43% | | | | |
Energy Future Holdings Corp. | | | | |
8.500%, 10/10/2014 (P) | | 3,810,000 | | 3,048,000 |
NRG Energy, Inc. | | | | |
1.810%, 02/01/2014 (P) | | 1,334,099 | | 1,286,951 |
| | | |
| | | | 4,334,951 |
Healthcare Services - 0.56% | | | | |
IASIS Healthcare LLC / IASIS | | | | |
Capital Corp. | | | | |
6.289%, 06/15/2014 (P) | | 6,256,451 | | 5,709,012 |
Lodging - 0.20% | | | | |
Harrah’s Operating Company, Inc. | | | | |
9.500%, 10/31/2016 (P) | | 2,000,000 | | 1,994,444 |
Media - 0.68% | | | | |
Citadel Broadcasting Corp. | | | | |
6.860%, 06/12/2014 (P) | | 500,000 | | 413,215 |
Newsday LLC | | | | |
9.750%, 07/15/2013 (P) | | 5,000,000 | | 5,343,750 |
SuperMedia, Inc. | | | | |
10.250%, 12/31/2015 (P) | | 1,289,616 | | 1,174,760 |
| | | |
| | | | 6,931,725 |
Oil & Gas - 0.98% | | | | |
Ashmore Energy International | | | | |
3.250%, 03/30/2014 (P) | | 3,368,141 | | 3,060,799 |
Turbo Beta, Ltd. | | | | |
14.500%, 03/15/2018 (P) | | 7,941,283 | | 6,908,916 |
| | | |
| | | | 9,969,715 |
Real Estate - 0.43% | | | | |
Realogy Corp. | | | | |
13.500%, 10/15/2017 (P) | | 4,000,000 | | 4,350,000 |
Retail - 0.14% | | | | |
Michaels Stores, Inc. | | | | |
2.500%, 07/31/2016 (P) | | 856,128 | | 815,581 |
| |
The accompanying notes are an integral part of the financial statements. | 91 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
High Yield Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
TERM LOANS (continued) | | | | |
Retail (continued) | | | | |
Michaels Stores, Inc. (continued) | | | | |
7.706%, 10/31/2013 (P) | $ | 636,160 | $ | 572,942 |
| | | |
| | | | 1,388,523 |
|
TOTAL TERM LOANS (Cost $57,932,080) | | | $ | 55,796,472 |
|
|
WARRANTS - 0.04% | | | | |
Banks - 0.00% | | | | |
CNB Capital Trust I (Expiration | | | | |
Date: 03/23/2019) (I) | | 51,274 | | 1,361 |
Building Materials - 0.01% | | | | |
Nortek, Inc. (Expiration | | | | |
Date: 12/07/2014) (I) | | 12,027 | | 153,224 |
Hotels & Restaurants - 0.00% | | | | |
Buffets Restaurants Holdings, Inc. | | | | |
(Expiration Date: 04/28/2014) (I) | | 4,996 | | 0 |
Media - 0.00% | | | | |
Charter Communications, Inc., Class A | | | | |
(Expiration Date: 11/30/2014; Strike | | | | |
Price: 51.28) (I) | | 5,718 | | 22,872 |
Pipelines - 0.02% | | | | |
Semgroup LP (Expiration | | | | |
Date: 11/30/2014) (I) | | 29,423 | | 176,538 |
Republic of Venezuela - 0.01% | | | | |
Republic of Venezuela (Expiration | | | | |
Date: 04/15/2020) (I) | | 305,000 | | 82,350 |
|
TOTAL WARRANTS (Cost $266,415) | | | $ | 436,345 |
|
|
SHORT-TERM INVESTMENTS - 2.04% | | | | |
Repurchase Agreement - 1.84% | | | | |
JPMorgan Tri-Party Repurchase Agreement | | | | |
dated 02/26/2010 at 0.06% to be | | | | |
repurchased at $18,600,093 on | | | | |
03/01/2010, collateralized by | | | | |
$18,974,000 Federal Home Loan | | | | |
Mortgage Corp., zero coupon due | | | | |
04/26/2010 (valued at $18,972,000, | | | | |
including interest) | $ | 18,600,000 | | 18,600,000 |
Short-Term Securities* - 0.06% | | | | |
Federal National Mortgage Association | | | | |
Discount Notes, 0.220%, 08/26/2010 (F) | | 605,000 | | 604,402 |
Securities Lending Collateral - 0.14% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 141,376 | | 1,415,187 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $20,619,573) | $ | 20,619,589 |
|
Total Investments (High Yield Fund) | | | | |
(Cost $1,012,129,641) - 98.10% | | | $ | 994,054,459 |
Other assets and liabilities, net - 1.90% | | | | 19,263,335 |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 1,013,317,794 |
| | |
|
For sector weighting information see pages 3-8. | | | | |
| | | | |
Index 500 Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 96.42% | | | | |
Consumer Discretionary - 9.55% | | | | |
Auto Components - 0.23% | | | | |
Johnson Controls, Inc. | | 133,453 | $ | 4,150,387 |
The Goodyear Tire & Rubber Company (I) | | 48,156 | | 625,546 |
| | | |
| | | | 4,775,933 |
Automobiles - 0.43% | | | | |
Ford Motor Company (I)(L) | | 657,658 | | 7,720,905 |
Harley-Davidson, Inc. (L) | | 46,622 | | 1,147,367 |
| | | |
| | | | 8,868,272 |
Distributors - 0.06% | | | | |
Genuine Parts Company | | 31,729 | | 1,280,582 |
Diversified Consumer Services - 0.17% | | | | |
Apollo Group, Inc., Class A (I) | | 25,556 | | 1,530,293 |
DeVry, Inc. | | 12,289 | | 776,050 |
H & R Block, Inc. | | 66,680 | | 1,152,230 |
| | | |
| | | | 3,458,573 |
Hotels, Restaurants & Leisure - 1.46% | | | | |
Carnival Corp. | | 86,900 | | 3,124,924 |
Darden Restaurants, Inc. | | 27,765 | | 1,125,871 |
International Game Technology | | 59,062 | | 1,036,538 |
Marriott International, Inc., Class A (L) | | 50,440 | | 1,367,428 |
McDonald’s Corp. | | 214,610 | | 13,702,849 |
Starbucks Corp. (I) | | 147,735 | | 3,384,609 |
Starwood Hotels & Resorts Worldwide, Inc. | | 37,189 | | 1,439,214 |
Wyndham Worldwide Corp. | | 35,520 | | 816,605 |
Wynn Resorts, Ltd. | | 13,712 | | 871,672 |
Yum! Brands, Inc. | | 93,008 | | 3,136,230 |
| | | |
| | | | 30,005,940 |
Household Durables - 0.35% | | | | |
Black & Decker Corp. | | 11,978 | | 868,046 |
D.R. Horton, Inc. | | 54,961 | | 679,318 |
Fortune Brands, Inc. | | 29,897 | | 1,310,386 |
Harman International Industries, Inc. (I) | | 13,793 | | 595,030 |
Leggett & Platt, Inc. | | 30,249 | | 573,219 |
Lennar Corp., Class A | | 32,082 | | 526,466 |
Newell Rubbermaid, Inc. | | 55,224 | | 759,330 |
Pulte Group, Inc. (I) | | 62,782 | | 679,929 |
Whirlpool Corp. (L) | | 14,771 | | 1,243,127 |
| | | |
| | | | 7,234,851 |
Internet & Catalog Retail - 0.53% | | | | |
Amazon.com, Inc. (I) | | 66,300 | | 7,849,920 |
Expedia, Inc. | | 41,918 | | 932,256 |
Priceline.com, Inc. (I) | | 8,740 | | 1,981,882 |
| | | |
| | | | 10,764,058 |
Leisure Equipment & Products - 0.14% | | | | |
Eastman Kodak Company (I)(L) | | 53,334 | | 316,804 |
Hasbro, Inc. | | 24,772 | | 886,342 |
Mattel, Inc. | | 71,885 | | 1,580,751 |
| | | |
| | | | 2,783,897 |
Media - 2.84% | | | | |
CBS Corp., Class B | | 134,665 | | 1,749,298 |
Comcast Corp., Class A | | 567,688 | | 9,332,791 |
DIRECTV, Class A (I) | | 190,282 | | 6,441,046 |
Discovery Communications, Inc., Series A (I) | | 56,360 | | 1,755,614 |
Gannett Company, Inc. | | 46,979 | | 711,732 |
Interpublic Group of Companies, Inc. (I) | | 96,671 | | 725,033 |
Meredith Corp. (L) | | 7,296 | | 224,133 |
News Corp., Class A | | 448,080 | | 5,990,830 |
Omnicom Group, Inc. | | 61,895 | | 2,266,595 |
Scripps Networks Interactive, Inc., Class A | | 17,786 | | 703,970 |
| |
The accompanying notes are an integral part of the financial statements. | 92 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Index 500 Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Media (continued) | | | | |
The McGraw-Hill Companies, Inc. | | 62,622 | $ | 2,141,672 |
The New York Times Company (I)(L) | | 22,995 | | 251,565 |
The Walt Disney Company | | 382,513 | | 11,949,706 |
The Washington Post Company, Class B | | 1,234 | | 518,663 |
Time Warner Cable, Inc. | | 70,086 | | 3,272,315 |
Time Warner, Inc. | | 232,188 | | 6,742,740 |
Viacom, Inc., Class B (I) | | 120,710 | | 3,579,052 |
| | | |
| | | | 58,356,755 |
Multiline Retail - 0.85% | | | | |
Big Lots, Inc. (I) | | 16,431 | | 550,439 |
Family Dollar Stores, Inc. (L) | | 27,602 | | 910,590 |
J.C. Penney Company, Inc. | | 46,905 | | 1,293,640 |
Kohl’s Corp. (I) | | 60,972 | | 3,281,513 |
Macy’s, Inc. | | 83,723 | | 1,603,295 |
Nordstrom, Inc. (L) | | 32,871 | | 1,214,255 |
Sears Holdings Corp. (I)(L) | | 9,653 | | 923,503 |
Target Corp. | | 149,607 | | 7,707,753 |
| | | |
| | | | 17,484,988 |
Specialty Retail - 2.01% | | | | |
Abercrombie & Fitch Company, Class A | | 17,497 | | 637,241 |
AutoNation, Inc. (I)(L) | | 18,389 | | 326,405 |
AutoZone, Inc. (I) | | 5,950 | | 987,284 |
Bed Bath & Beyond, Inc. (I) | | 52,238 | | 2,173,623 |
Best Buy Company, Inc. | | 67,924 | | 2,479,226 |
GameStop Corp., Class A (I)(L) | | 32,748 | | 563,266 |
Home Depot, Inc. | | 338,148 | | 10,550,218 |
Limited Brands, Inc. | | 53,196 | | 1,176,164 |
Lowe’s Companies, Inc. | | 292,732 | | 6,940,676 |
O’Reilly Automotive, Inc. (I) | | 27,282 | | 1,072,183 |
Office Depot, Inc. (I) | | 54,632 | | 394,443 |
RadioShack Corp. | | 24,897 | | 486,985 |
Ross Stores, Inc. | | 24,877 | | 1,216,734 |
Staples, Inc. | | 143,956 | | 3,708,307 |
The Gap, Inc. | | 94,677 | | 2,035,556 |
The Sherwin-Williams Company | | 18,933 | | 1,199,974 |
Tiffany & Company (L) | | 24,749 | | 1,098,608 |
TJX Companies, Inc. | | 83,464 | | 3,474,606 |
Urban Outfitters, Inc. (I) | | 25,490 | | 821,033 |
| | | |
| | | | 41,342,532 |
Textiles, Apparel & Luxury Goods - 0.48% | | | | |
Coach, Inc. | | 63,422 | | 2,311,098 |
NIKE, Inc., Class B | | 77,478 | | 5,237,513 |
Polo Ralph Lauren Corp. (L) | | 11,424 | | 913,120 |
VF Corp. | | 17,657 | | 1,366,299 |
| | | |
| | | | 9,828,030 |
| | | |
| | | | 196,184,411 |
Consumer Staples - 11.22% | | | | |
Beverages - 2.56% | | | | |
Brown Forman Corp. | | 21,849 | | 1,144,014 |
Coca-Cola Enterprises, Inc. | | 63,199 | | 1,614,734 |
Constellation Brands, Inc., Class A (I) | | 39,657 | | 596,441 |
Dr. Pepper Snapple Group, Inc. | | 50,524 | | 1,604,137 |
Molson Coors Brewing Company | | 31,276 | | 1,262,925 |
Pepsi Bottling Group, Inc. | | 28,646 | | 1,095,137 |
PepsiCo, Inc. | | 337,392 | | 21,076,878 |
The Coca-Cola Company | | 460,800 | | 24,293,376 |
| | | |
| | | | 52,687,642 |
Food & Staples Retailing - 2.65% | | | | |
Costco Wholesale Corp. | | 86,702 | | 5,286,221 |
CVS Caremark Corp. | | 280,503 | | 9,466,976 |
Safeway, Inc. | | 80,818 | | 2,013,985 |
| | | | |
Index 500 Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Food & Staples Retailing (continued) | | | | |
SUPERVALU, Inc. | | 42,160 | $ | 643,783 |
Sysco Corp. | | 117,695 | | 3,401,386 |
The Kroger Company | | 129,424 | | 2,860,270 |
Wal-Mart Stores, Inc. | | 424,312 | | 22,942,550 |
Walgreen Company | | 196,640 | | 6,929,594 |
Whole Foods Market, Inc. (I) | | 27,968 | | 992,584 |
| | | |
| | | | 54,537,349 |
Food Products - 1.69% | | | | |
Archer-Daniels-Midland Company | | 127,739 | | 3,750,417 |
Campbell Soup Company | | 37,768 | | 1,258,807 |
ConAgra Foods, Inc. | | 88,083 | | 2,154,510 |
Dean Foods Company (I) | | 35,893 | | 523,679 |
General Mills, Inc. | | 64,945 | | 4,676,689 |
H.J. Heinz Company | | 62,770 | | 2,881,143 |
Hormel Foods Corp. | | 13,879 | | 570,566 |
J.M. Smucker Company | | 23,670 | | 1,412,626 |
Kellogg Company | | 50,554 | | 2,636,391 |
Kraft Foods, Inc., Class A | | 341,128 | | 9,698,269 |
McCormick & Company, Inc. | | 26,037 | | 966,233 |
Sara Lee Corp. | | 138,669 | | 1,880,352 |
The Hershey Company | | 33,068 | | 1,314,784 |
Tyson Foods, Inc., Class A | | 60,674 | | 1,033,885 |
| | | |
| | | | 34,758,351 |
Household Products - 2.52% | | | | |
Clorox Company | | 27,802 | | 1,704,541 |
Colgate-Palmolive Company | | 98,873 | | 8,200,527 |
Kimberly-Clark Corp. | | 82,603 | | 5,017,306 |
The Procter & Gamble Company | | 581,023 | | 36,767,135 |
| | | |
| | | | 51,689,509 |
Personal Products - 0.29% | | | | |
Avon Products, Inc. | | 84,926 | | 2,585,147 |
Mead Johnson Nutrition Company | | 40,667 | | 1,923,549 |
The Estee Lauder Companies, Inc., Class A | | 23,474 | | 1,411,492 |
| | | |
| | | | 5,920,188 |
Tobacco - 1.51% | | | | |
Altria Group, Inc. | | 412,086 | | 8,291,170 |
Lorillard, Inc. | | 31,945 | | 2,333,263 |
Philip Morris International, Inc. | | 378,770 | | 18,552,155 |
Reynolds American, Inc. | | 33,607 | | 1,774,450 |
| | | |
| | | | 30,951,038 |
| | | |
| | | | 230,544,077 |
Energy - 10.77% | | | | |
Energy Equipment & Services - 1.81% | | | | |
Baker Hughes, Inc. | | 61,625 | | 2,953,070 |
BJ Services Company | | 58,365 | | 1,275,275 |
Cameron International Corp. (I) | | 48,605 | | 1,999,124 |
Diamond Offshore Drilling, Inc. (L) | | 13,822 | | 1,206,937 |
FMC Technologies, Inc. (I) | | 24,296 | | 1,364,706 |
Halliburton Company | | 179,360 | | 5,407,704 |
Helmerich & Payne, Inc. | | 20,973 | | 849,826 |
Nabors Industries, Ltd. (I) | | 56,335 | | 1,241,623 |
National Oilwell Varco, Inc. | | 83,191 | | 3,616,313 |
Rowan Companies, Inc. (I) | | 22,621 | | 588,598 |
Schlumberger, Ltd. | | 238,787 | | 14,589,886 |
Smith International, Inc. | | 49,201 | | 2,016,749 |
| | | |
| | | | 37,109,811 |
Oil, Gas & Consumable Fuels - 8.96% | | | | |
Anadarko Petroleum Corp. | | 97,743 | | 6,854,717 |
Apache Corp. | | 66,853 | | 6,928,645 |
Cabot Oil & Gas Corp. | | 20,613 | | 827,406 |
| |
The accompanying notes are an integral part of the financial statements. | 93 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Index 500 Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Oil, Gas & Consumable Fuels (continued) | | | | |
Chesapeake Energy Corp. | | 128,804 | $ | 3,422,322 |
Chevron Corp. | | 398,971 | | 28,845,603 |
ConocoPhillips | | 295,051 | | 14,162,448 |
CONSOL Energy, Inc. | | 35,961 | | 1,810,996 |
Denbury Resources, Inc. (I) | | 49,680 | | 699,494 |
Devon Energy Corp. | | 88,316 | | 6,081,440 |
El Paso Corp. | | 139,458 | | 1,460,125 |
EOG Resources, Inc. | | 50,184 | | 4,719,805 |
Exxon Mobil Corp. | | 944,056 | | 61,363,624 |
Hess Corp. | | 57,888 | | 3,403,814 |
Marathon Oil Corp. | | 140,763 | | 4,075,089 |
Massey Energy Company | | 17,012 | | 732,707 |
Murphy Oil Corp. | | 37,969 | | 1,970,591 |
Noble Energy, Inc. | | 34,498 | | 2,505,935 |
Occidental Petroleum Corp. | | 161,410 | | 12,888,589 |
Peabody Energy Corp. | | 53,263 | | 2,448,500 |
Pioneer Natural Resources Company | | 22,933 | | 1,069,824 |
Range Resources Corp. (L) | | 31,367 | | 1,587,484 |
Southwestern Energy Company (I) | | 68,666 | | 2,921,738 |
Spectra Energy Corp. | | 128,616 | | 2,803,829 |
Sunoco, Inc. | | 23,249 | | 613,076 |
Tesoro Corp. (L) | | 27,881 | | 332,342 |
The Williams Companies, Inc. | | 115,963 | | 2,497,843 |
Valero Energy Corp. | | 112,228 | | 1,966,235 |
XTO Energy, Inc. | | 115,407 | | 5,274,100 |
| | | |
| | | | 184,268,321 |
| | | |
| | | | 221,378,132 |
Financials - 15.38% | | | | |
Commercial Banks - 2.85% | | | | |
BB&T Corp. (L) | | 136,741 | | 3,901,221 |
Comerica, Inc. | | 30,053 | | 1,084,312 |
Fifth Third Bancorp | | 158,159 | | 1,931,121 |
First Horizon National Corp. (I) | | 44,131 | | 564,877 |
Huntington Bancshares, Inc. (L) | | 142,196 | | 683,963 |
KeyCorp | | 174,710 | | 1,249,177 |
M&T Bank Corp. (L) | | 16,439 | | 1,272,872 |
Marshall & Ilsley Corp. | | 104,343 | | 738,748 |
PNC Financial Services Group, Inc. | | 101,686 | | 5,466,639 |
Regions Financial Corp. | | 236,255 | | 1,594,721 |
SunTrust Banks, Inc. (L) | | 99,262 | | 2,363,428 |
U.S. Bancorp | | 380,309 | | 9,359,404 |
Wells Fargo & Company | | 1,016,398 | | 27,788,321 |
Zions Bancorp (L) | | 27,485 | | 509,572 |
| | | |
| | | | 58,508,376 |
Consumer Finance - 0.73% | | | | |
American Express Company | | 236,481 | | 9,031,209 |
Capital One Financial Corp. | | 89,473 | | 3,377,606 |
Discover Financial Services | | 107,945 | | 1,473,449 |
SLM Corp. (I) | | 94,378 | | 1,055,146 |
| | | |
| | | | 14,937,410 |
Diversified Financial Services - 6.85% | | | | |
Ameriprise Financial, Inc. | | 50,711 | | 2,029,961 |
Bank of America Corp. | | 1,976,047 | | 32,920,943 |
Citigroup, Inc. (I) | | 3,877,803 | | 13,184,530 |
CME Group, Inc. | | 13,228 | | 3,990,755 |
E*TRADE Financial Corp. (I) | | 307,908 | | 495,732 |
Federated Investors, Inc., Class B (L) | | 17,521 | | 438,200 |
Franklin Resources, Inc. | | 29,633 | | 3,014,269 |
IntercontinentalExchange, Inc. (I) | | 14,568 | | 1,563,001 |
Invesco, Ltd. | | 85,268 | | 1,671,253 |
Janus Capital Group, Inc. | | 36,197 | | 452,463 |
JPMorgan Chase & Company | | 783,647 | | 32,889,665 |
| | | | |
Index 500 Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Diversified Financial Services (continued) | | | | |
Legg Mason, Inc. | | 32,309 | $ | 835,188 |
Leucadia National Corp. (I) | | 37,713 | | 895,307 |
Moody’s Corp. (L) | | 39,035 | | 1,039,112 |
Morgan Stanley | | 270,341 | | 7,618,209 |
Northern Trust Corp. | | 48,026 | | 2,559,306 |
NYSE Euronext | | 51,704 | | 1,363,952 |
State Street Corp. | | 98,370 | | 4,417,797 |
T. Rowe Price Group, Inc. (L) | | 51,207 | | 2,595,683 |
The Bank of New York Mellon Corp. | | 239,479 | | 6,829,941 |
The Charles Schwab Corp. | | 189,505 | | 3,469,837 |
The Goldman Sachs Group, Inc. | | 102,232 | | 15,983,973 |
The NASDAQ OMX Group, Inc. (I) | | 29,380 | | 547,349 |
| | | |
| | | | 140,806,426 |
Insurance - 3.67% | | | | |
Aflac, Inc. | | 93,047 | | 4,601,174 |
American International Group, Inc. (I)(L) | | 26,768 | | 663,043 |
Aon Corp. | | 54,473 | | 2,230,125 |
Assurant, Inc. | | 23,227 | | 708,888 |
Berkshire Hathaway, Inc., Class B (I)(L) | | 325,326 | | 26,068,372 |
Chubb Corp. | | 67,926 | | 3,427,546 |
Cincinnati Financial Corp. | | 32,355 | | 870,350 |
Genworth Financial, Inc., Class A (I)(L) | | 97,155 | | 1,548,651 |
Hartford Financial Services Group, Inc. | | 76,166 | | 1,856,165 |
Lincoln National Corp. | | 60,073 | | 1,512,638 |
Loews Corp. | | 71,768 | | 2,616,661 |
Marsh & McLennan Companies, Inc. | | 104,903 | | 2,435,848 |
MetLife, Inc. | | 162,826 | | 5,925,238 |
Principal Financial Group, Inc. | | 63,426 | | 1,472,117 |
Prudential Financial, Inc. | | 92,272 | | 4,835,976 |
The Allstate Corp. | | 106,686 | | 3,333,938 |
The Progressive Corp. | | 134,078 | | 2,299,438 |
The Travelers Companies, Inc. | | 108,653 | | 5,714,061 |
Torchmark Corp. | | 16,463 | | 765,530 |
Unum Group | | 65,975 | | 1,372,940 |
XL Capital, Ltd. | | 68,037 | | 1,243,036 |
| | | |
| | | | 75,501,735 |
Real Estate Investment Trusts - 1.13% | | | | |
Apartment Investment & Management | | | | |
Company, Class A | | 23,268 | | 388,343 |
AvalonBay Communities, Inc. (L) | | 16,194 | | 1,318,515 |
Boston Properties, Inc. | | 27,586 | | 1,873,917 |
Equity Residential | | 54,915 | | 1,981,333 |
HCP, Inc. (L) | | 58,294 | | 1,677,701 |
Health Care, Inc. | | 24,462 | | 1,036,210 |
Host Hotels & Resorts, Inc. (I) | | 125,509 | | 1,469,710 |
Kimco Realty Corp. | | 79,888 | | 1,109,644 |
Plum Creek Timber Company, Inc. (L) | | 32,378 | | 1,156,866 |
ProLogis (L) | | 94,103 | | 1,212,988 |
Public Storage, Inc. | | 26,972 | | 2,216,829 |
Simon Property Group, Inc. | | 56,699 | | 4,438,965 |
Ventas, Inc. | | 31,143 | | 1,376,209 |
Vornado Realty Trust | | 31,181 | | 2,049,215 |
| | | |
| | | | 23,306,445 |
Real Estate Management & Development - 0.03% | | | | |
CB Richard Ellis Group, Inc. (I)(L) | | 53,639 | | 708,035 |
Thrifts & Mortgage Finance - 0.12% | | | | |
Hudson City Bancorp, Inc. (L) | | 94,017 | | 1,271,110 |
People’s United Financial, Inc. | | 69,254 | | 1,092,136 |
| | | |
| | | | 2,363,246 |
| | | |
| | | | 316,131,673 |
| |
The accompanying notes are an integral part of the financial statements. | 94 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Index 500 Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Health Care - 12.15% | | | | |
Biotechnology - 1.58% | | | | |
Amgen, Inc. (I) | | 201,276 | $ | 11,394,234 |
Biogen Idec, Inc. (I) | | 57,511 | | 3,163,680 |
Celgene Corp. (I) | | 91,397 | | 5,439,949 |
Cephalon, Inc. (I)(L) | | 14,847 | | 1,019,543 |
Genzyme Corp. (I) | | 52,775 | | 3,018,730 |
Gilead Sciences, Inc. (I) | | 178,961 | | 8,520,333 |
| | | |
| | | | 32,556,469 |
Health Care Equipment & Supplies - 1.92% | | | | |
Baxter International, Inc. | | 119,887 | | 6,825,167 |
Becton, Dickinson & Company | | 47,154 | | 3,671,882 |
Boston Scientific Corp. (I) | | 300,366 | | 2,324,833 |
C.R. Bard, Inc. | | 19,198 | | 1,608,408 |
CareFusion Corp. (I) | | 35,220 | | 888,953 |
DENTSPLY International, Inc. | | 30,234 | | 1,000,443 |
Hospira, Inc. (I) | | 32,247 | | 1,687,486 |
Intuitive Surgical, Inc. (I) | | 7,595 | | 2,636,528 |
Medtronic, Inc. | | 220,102 | | 9,552,427 |
St. Jude Medical, Inc. (I) | | 66,471 | | 2,540,522 |
Stryker Corp. | | 56,158 | | 2,981,990 |
Varian Medical Systems, Inc. (I)(L) | | 24,749 | | 1,211,959 |
Zimmer Holdings, Inc. (I) | | 42,354 | | 2,428,155 |
| | | |
| | | | 39,358,753 |
Health Care Providers & Services - 2.15% | | | | |
Aetna, Inc. | | 86,207 | | 2,585,348 |
AmerisourceBergen Corp. | | 57,289 | | 1,606,384 |
Cardinal Health, Inc. | | 72,127 | | 2,450,154 |
CIGNA Corp. | | 54,377 | | 1,862,956 |
Coventry Health Care, Inc. (I) | | 29,428 | | 682,141 |
DaVita, Inc. (I) | | 20,324 | | 1,252,162 |
Express Scripts, Inc. (I) | | 54,631 | | 5,245,122 |
Humana, Inc. (I) | | 33,773 | | 1,598,476 |
Laboratory Corp. of America Holdings (I) | | 21,119 | | 1,548,234 |
McKesson Corp. | | 53,292 | | 3,152,222 |
Medco Health Solutions, Inc. (I) | | 94,811 | | 5,995,848 |
Patterson Companies, Inc. (I) | | 18,510 | | 549,377 |
Quest Diagnostics, Inc. | | 30,887 | | 1,752,837 |
Tenet Healthcare Corp. (I) | | 86,112 | | 453,810 |
UnitedHealth Group, Inc. | | 231,081 | | 7,824,403 |
WellPoint, Inc. (I) | | 91,148 | | 5,639,327 |
| | | |
| | | | 44,198,801 |
Life Sciences Tools & Services - 0.41% | | | | |
Life Technologies Corp. (I) | | 35,465 | | 1,800,203 |
Millipore Corp. (I) | | 11,059 | | 1,044,080 |
PerkinElmer, Inc. | | 23,221 | | 515,738 |
Thermo Fisher Scientific, Inc. (I) | | 81,198 | | 3,960,026 |
Waters Corp. (I) | | 18,831 | | 1,123,457 |
| | | |
| | | | 8,443,504 |
Pharmaceuticals - 6.09% | | | | |
Abbott Laboratories | | 307,588 | | 16,695,877 |
Allergan, Inc. | | 61,152 | | 3,573,111 |
Bristol-Myers Squibb Company (L) | | 340,392 | | 8,343,008 |
Eli Lilly & Company | | 201,078 | | 6,905,019 |
Forest Laboratories, Inc. (I) | | 60,010 | | 1,793,099 |
Johnson & Johnson | | 548,681 | | 34,566,903 |
King Pharmaceuticals, Inc. (I) | | 49,366 | | 555,368 |
Merck & Company, Inc. | | 607,421 | | 22,401,686 |
Mylan, Inc. (I)(L) | | 60,768 | | 1,296,789 |
Pfizer, Inc. | | 1,604,727 | | 28,162,959 |
| | | | |
Index 500 Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Pharmaceuticals (continued) | | | | |
Watson Pharmaceuticals, Inc. (I) | | 21,107 | $ | 839,848 |
| | | |
| | | | 125,133,667 |
| | | |
| | | | 249,691,194 |
Industrials - 9.90% | | | | |
Aerospace & Defense - 2.78% | | | | |
Boeing Company | | 144,493 | | 9,126,178 |
General Dynamics Corp. | | 76,721 | | 5,566,109 |
Goodrich Corp. | | 24,730 | | 1,623,030 |
Honeywell International, Inc. | | 151,741 | | 6,093,919 |
ITT Corp. | | 36,332 | | 1,861,288 |
L-3 Communications Holdings, Inc. | | 23,113 | | 2,112,990 |
Lockheed Martin Corp. | | 63,608 | | 4,946,158 |
Northrop Grumman Corp. | | 62,394 | | 3,822,256 |
Precision Castparts Corp. | | 27,985 | | 3,155,309 |
Raytheon Company | | 76,208 | | 4,285,938 |
Rockwell Collins, Inc. | | 31,268 | | 1,759,763 |
United Technologies Corp. | | 186,441 | | 12,799,175 |
| | | |
| | | | 57,152,113 |
Air Freight & Logistics - 0.98% | | | | |
C.H. Robinson Worldwide, Inc. | | 33,357 | | 1,778,929 |
Expeditors International of Washington, Inc. | | 42,169 | | 1,537,903 |
FedEx Corp. | | 62,148 | | 5,267,664 |
United Parcel Service, Inc., Class B | | 197,431 | | 11,597,097 |
| | | |
| | | | 20,181,593 |
Airlines - 0.09% | | | | |
Southwest Airlines Company | | 147,544 | | 1,856,104 |
Building Products - 0.05% | | | | |
Masco Corp. | | 71,412 | | 954,778 |
Commercial Services & Supplies - 0.49% | | | | |
Avery Dennison Corp. | | 22,421 | | 708,504 |
Cintas Corp. | | 26,143 | | 648,085 |
Iron Mountain, Inc. (I) | | 35,991 | | 931,447 |
Pitney Bowes, Inc. (L) | | 41,192 | | 943,297 |
R.R. Donnelley & Sons Company | | 40,827 | | 812,049 |
Republic Services, Inc. | | 64,256 | | 1,808,164 |
Stericycle, Inc. (I)(L) | | 16,749 | | 924,210 |
Waste Management, Inc. | | 97,374 | | 3,215,289 |
| | | |
| | | | 9,991,045 |
Construction & Engineering - 0.16% | | | | |
Fluor Corp. | | 35,594 | | 1,523,423 |
Jacobs Engineering Group, Inc. (I) | | 24,726 | | 959,369 |
Quanta Services, Inc. (I) | | 41,727 | | 792,813 |
| | | |
| | | | 3,275,605 |
Electrical Equipment - 0.52% | | | | |
Emerson Electric Company | | 149,574 | | 7,080,833 |
First Solar, Inc. (I)(L) | | 9,647 | | 1,021,617 |
Rockwell Automation, Inc. | | 28,289 | | 1,530,152 |
Roper Industries, Inc. | | 18,107 | | 1,003,852 |
| | | |
| | | | 10,636,454 |
Industrial Conglomerates - 2.25% | | | | |
3M Company | | 140,786 | | 11,283,998 |
General Electric Company | | 2,117,386 | | 34,005,219 |
Textron, Inc. (L) | | 53,915 | | 1,073,987 |
| | | |
| | | | 46,363,204 |
Machinery - 1.62% | | | | |
Caterpillar, Inc. (L) | | 123,837 | | 7,064,901 |
Cummins, Inc. | | 40,129 | | 2,278,525 |
Danaher Corp. | | 51,744 | | 3,827,504 |
Deere & Company | | 84,108 | | 4,819,388 |
| |
The accompanying notes are an integral part of the financial statements. | 95 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Index 500 Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Machinery (continued) | | | | |
Dover Corp. | | 37,024 | $ | 1,675,706 |
Eaton Corp. | | 32,971 | | 2,245,985 |
Flowserve Corp. | | 11,106 | | 1,111,600 |
Illinois Tool Works, Inc. | | 76,701 | | 3,491,430 |
PACCAR, Inc. | | 72,288 | | 2,555,381 |
Pall Corp. | | 23,245 | | 917,480 |
Parker-Hannifin Corp. | | 31,956 | | 1,927,266 |
Snap-on, Inc. | | 11,480 | | 484,686 |
Stanley Works (L) | | 15,993 | | 915,599 |
| | | |
| | | | 33,315,451 |
Professional Services - 0.13% | | | | |
Dun & Bradstreet Corp. | | 10,336 | | 725,174 |
Equifax, Inc. | | 25,150 | | 811,339 |
Monster Worldwide, Inc. (I) | | 24,997 | | 348,708 |
Robert Half International, Inc. (L) | | 30,022 | | 837,614 |
| | | |
| | | | 2,722,835 |
Road & Rail - 0.71% | | | | |
CSX Corp. | | 78,065 | | 3,704,965 |
Norfolk Southern Corp. | | 73,160 | | 3,762,619 |
Ryder Systems, Inc. | | 11,147 | | 393,378 |
Union Pacific Corp. | | 100,336 | | 6,759,636 |
| | | |
| | | | 14,620,598 |
Trading Companies & Distributors - 0.12% | | | | |
Fastenal Company (L) | | 26,253 | | 1,164,846 |
W.W. Grainger, Inc. | | 12,562 | | 1,276,927 |
| | | |
| | | | 2,441,773 |
| | | |
| | | | 203,511,553 |
Information Technology - 18.07% | | | | |
Communications Equipment - 2.35% | | | | |
Cisco Systems, Inc. (I) | | 1,143,972 | | 27,832,839 |
Harris Corp. | | 26,194 | | 1,184,493 |
JDS Uniphase Corp. (I) | | 44,270 | | 475,017 |
Juniper Networks, Inc. (I) | | 104,490 | | 2,923,630 |
Motorola, Inc. (I) | | 459,561 | | 3,106,632 |
QUALCOMM, Inc. | | 332,162 | | 12,187,024 |
Tellabs, Inc. | | 76,797 | | 530,667 |
| | | |
| | | | 48,240,302 |
Computers & Peripherals - 5.47% | | | | |
Apple, Inc. (I) | | 179,111 | | 36,649,693 |
Dell, Inc. (I) | | 342,412 | | 4,530,111 |
EMC Corp. (I) | | 405,644 | | 7,094,714 |
Hewlett-Packard Company | | 471,516 | | 23,948,298 |
International Business Machines Corp. | | 261,226 | | 33,217,498 |
Lexmark International, Inc. (I) | | 15,532 | | 523,584 |
NetApp, Inc. (I) | | 67,396 | | 2,022,554 |
QLogic Corp. (I) | | 22,791 | | 414,796 |
SanDisk Corp. (I) | | 45,383 | | 1,322,007 |
Teradata Corp. (I) | | 34,045 | | 1,038,032 |
Western Digital Corp. (I) | | 44,820 | | 1,731,397 |
| | | |
| | | | 112,492,684 |
Electronic Equipment, Instruments & Components - 0.53% | | |
Agilent Technologies, Inc. (I) | | 68,630 | | 2,159,100 |
Amphenol Corp., Class A | | 34,104 | | 1,420,432 |
Corning, Inc. | | 309,448 | | 5,455,568 |
FLIR Systems, Inc. (I)(L) | | 30,184 | | 809,233 |
Jabil Circuit, Inc. | | 37,908 | | 575,064 |
Molex, Inc. | | 26,949 | | 551,107 |
| | | |
| | | | 10,970,504 |
| | | | |
Index 500 Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Internet Software & Services - 1.75% | | | | |
Akamai Technologies, Inc. (I)(L) | | 34,061 | $ | 895,804 |
eBay, Inc. (I) | | 223,695 | | 5,149,459 |
Google, Inc., Class A (I) | | 47,951 | | 25,260,587 |
VeriSign, Inc. (I)(L) | | 38,250 | | 953,190 |
Yahoo!, Inc. (I) | | 236,825 | | 3,625,791 |
| | | |
| | | | 35,884,831 |
IT Services - 1.42% | | | | |
Automatic Data Processing, Inc. | | 100,353 | | 4,175,688 |
Cognizant Technology Solutions | | | | |
Corp., Class A (I) | | 58,607 | | 2,820,755 |
Computer Sciences Corp. (I) | | 30,310 | | 1,569,755 |
Fidelity National Information Services, Inc. | | 65,183 | | 1,469,225 |
Fiserv, Inc. (I) | | 30,604 | | 1,476,031 |
MasterCard, Inc. | | 19,094 | | 4,284,121 |
Paychex, Inc. | | 63,960 | | 1,914,962 |
SAIC, Inc. (I) | | 60,889 | | 1,199,513 |
The Western Union Company | | 137,634 | | 2,171,865 |
Total Systems Services, Inc. | | 39,214 | | 558,407 |
Visa, Inc., Class A (L) | | 89,077 | | 7,596,487 |
| | | |
| | | | 29,236,809 |
Office Electronics - 0.12% | | | | |
Xerox Corp. | | 268,683 | | 2,517,560 |
Semiconductors & Semiconductor Equipment - 2.39% | | |
Advanced Micro Devices, Inc. (I) | | 111,969 | | 885,675 |
Altera Corp. | | 58,738 | | 1,434,969 |
Analog Devices, Inc. | | 58,041 | | 1,697,119 |
Applied Materials, Inc. | | 265,226 | | 3,246,366 |
Broadcom Corp., Class A | | 85,657 | | 2,682,777 |
Intel Corp. | | 1,098,118 | | 22,544,363 |
KLA-Tencor Corp. | | 33,984 | | 989,954 |
Linear Technology Corp. (L) | | 44,368 | | 1,205,479 |
LSI Corp. (I) | | 129,888 | | 700,096 |
MEMC Electronic Materials, Inc. (I) | | 44,458 | | 538,386 |
Microchip Technology, Inc. (L) | | 36,509 | | 987,934 |
Micron Technology, Inc. (I) | | 169,004 | | 1,531,176 |
National Semiconductor Corp. | | 47,053 | | 681,327 |
Novellus Systems, Inc. (I) | | 19,291 | | 426,717 |
NVIDIA Corp. (I) | | 110,348 | | 1,787,638 |
Teradyne, Inc. (I)(L) | | 34,778 | | 347,432 |
Texas Instruments, Inc. | | 249,150 | | 6,074,277 |
Xilinx, Inc. | | 55,057 | | 1,422,122 |
| | | |
| | | | 49,183,807 |
Software - 4.04% | | | | |
Adobe Systems, Inc. (I) | | 104,156 | | 3,609,005 |
Autodesk, Inc. (I) | | 45,682 | | 1,273,614 |
BMC Software, Inc. (I) | | 36,470 | | 1,343,555 |
CA, Inc. | | 78,851 | | 1,774,148 |
Citrix Systems, Inc. (I) | | 36,388 | | 1,565,048 |
Compuware Corp. (I) | | 45,832 | | 343,282 |
Electronic Arts, Inc. (I)(L) | | 64,725 | | 1,073,141 |
Intuit, Inc. (I) | | 62,992 | | 2,038,421 |
McAfee, Inc. (I) | | 31,366 | | 1,244,917 |
Microsoft Corp. | | 1,536,180 | | 44,026,919 |
Novell, Inc. (I) | | 68,967 | | 323,455 |
Oracle Corp. | | 777,605 | | 19,167,963 |
Red Hat, Inc. (I) | | 37,342 | | 1,047,443 |
Salesforce.com, Inc. (I) | | 21,857 | | 1,485,183 |
Symantec Corp. (I) | | 161,190 | | 2,667,695 |
| | | |
| | | | 82,983,789 |
| | | |
| | | | 371,510,286 |
| |
The accompanying notes are an integral part of the financial statements. | 96 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Index 500 Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Materials - 3.29% | | | | |
Chemicals - 1.81% | | | | |
Air Products & Chemicals, Inc. | | 42,100 | $ | 2,887,218 |
Airgas, Inc. | | 16,328 | | 1,047,278 |
CF Industries Holdings, Inc. | | 9,657 | | 1,025,960 |
E.I. Du Pont de Nemours & Company | | 179,718 | | 6,060,091 |
Eastman Chemical Company | | 14,459 | | 861,033 |
Ecolab, Inc. | | 47,241 | | 1,990,736 |
FMC Corp. | | 14,378 | | 821,990 |
International Flavors & Fragrances, Inc. | | 15,719 | | 661,927 |
Monsanto Company | | 108,391 | | 7,657,824 |
PPG Industries, Inc. | | 33,207 | | 2,043,559 |
Praxair, Inc. | | 61,013 | | 4,584,517 |
Sigma-Aldrich Corp. | | 24,200 | | 1,154,098 |
The Dow Chemical Company | | 227,444 | | 6,438,940 |
| | | |
| | | | 37,235,171 |
Construction Materials - 0.05% | | | | |
Vulcan Materials Company (L) | | 24,937 | | 1,082,515 |
Containers & Packaging - 0.19% | | | | |
Ball Corp. (L) | | 18,713 | | 1,011,251 |
Bemis Company, Inc. | | 21,516 | | 629,773 |
Owens-Illinois, Inc. (I) | | 33,510 | | 993,236 |
Pactiv Corp. (I) | | 26,313 | | 651,510 |
Sealed Air Corp. | | 31,611 | | 645,813 |
| | | |
| | | | 3,931,583 |
Metals & Mining - 1.02% | | | | |
AK Steel Holding Corp. | | 21,749 | | 468,256 |
Alcoa, Inc. | | 193,768 | | 2,577,114 |
Allegheny Technologies, Inc. (L) | | 19,504 | | 851,545 |
Cliffs Natural Resources, Inc. | | 26,046 | | 1,468,994 |
Freeport-McMoRan Copper & Gold, Inc. | | 85,487 | | 6,425,203 |
Newmont Mining Corp. | | 97,476 | | 4,803,617 |
Nucor Corp. | | 62,604 | | 2,591,806 |
Titanium Metals Corp. (I) | | 16,825 | | 198,367 |
United States Steel Corp. (L) | | 28,507 | | 1,509,161 |
| | | |
| | | | 20,894,063 |
Paper & Forest Products - 0.22% | | | | |
International Paper Company | | 86,126 | | 1,995,539 |
MeadWestvaco Corp. | | 34,033 | | 780,717 |
Weyerhaeuser Company | | 42,031 | | 1,698,052 |
| | | |
| | | | 4,474,308 |
| | | |
| | | | 67,617,640 |
Telecommunication Services - 2.72% | | | | |
Diversified Telecommunication Services - 2.44% | | | | |
AT&T, Inc. | | 1,173,486 | | 29,114,188 |
CenturyTel, Inc. | | 59,167 | | 2,027,653 |
Frontier Communications Corp. (L) | | 62,113 | | 483,860 |
Qwest Communications International, Inc. | | 295,287 | | 1,346,509 |
Verizon Communications, Inc. | | 564,898 | | 16,342,499 |
Windstream Corp. | | 86,851 | | 879,801 |
| | | |
| | | | 50,194,510 |
Wireless Telecommunication Services - 0.28% | | | | |
American Tower Corp., Class A (I) | | 79,834 | | 3,405,718 |
MetroPCS Communications, Inc. (I)(L) | | 51,857 | | 319,958 |
Sprint Nextel Corp. (I) | | 590,418 | | 1,966,092 |
| | | |
| | | | 5,691,768 |
| | | |
| | | | 55,886,278 |
Utilities - 3.37% | | | | |
Electric Utilities - 1.78% | | | | |
Allegheny Energy, Inc. | | 33,720 | | 763,758 |
| | | | |
Index 500 Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
COMMON STOCKS (continued) | | | | |
Electric Utilities (continued) | | | | |
American Electric Power Company, Inc. | | 94,988 | $ | 3,193,497 |
Duke Energy Corp. | | 259,437 | | 4,241,795 |
Edison International | | 64,791 | | 2,114,130 |
Entergy Corp. | | 37,572 | | 2,854,345 |
Exelon Corp. | | 131,126 | | 5,677,756 |
FirstEnergy Corp. | | 60,620 | | 2,342,963 |
FPL Group, Inc. | | 82,199 | | 3,811,568 |
Northeast Utilities | | 34,893 | | 893,261 |
Pepco Holdings, Inc. | | 44,068 | | 741,224 |
Pinnacle West Capital Corp. | | 20,141 | | 733,334 |
PPL Corp. | | 74,985 | | 2,135,573 |
Progress Energy, Inc. | | 55,607 | | 2,129,192 |
Southern Company | | 159,132 | | 5,055,624 |
| | | |
| | | | 36,688,020 |
Gas Utilities - 0.14% | | | | |
EQT Corp. | | 26,035 | | 1,139,292 |
Nicor, Inc. | | 8,995 | | 374,642 |
Questar Corp. | | 34,675 | | 1,456,003 |
| | | |
| | | | 2,969,937 |
Independent Power Producers & Energy Traders - 0.20% | | |
Constellation Energy Group, Inc. | | 39,952 | | 1,401,117 |
NRG Energy, Inc. (I) | | 49,300 | | 1,076,712 |
The AES Corp. (I) | | 132,758 | | 1,551,941 |
| | | |
| | | | 4,029,770 |
Multi-Utilities - 1.25% | | | | |
Ameren Corp. | | 47,115 | | 1,164,212 |
CenterPoint Energy, Inc. | | 77,629 | | 1,038,676 |
CMS Energy Corp. (L) | | 45,661 | | 697,243 |
Consolidated Edison, Inc. (L) | | 55,801 | | 2,385,493 |
Dominion Resources, Inc. (L) | | 118,769 | | 4,512,034 |
DTE Energy Company | | 32,798 | | 1,424,089 |
Integrys Energy Group, Inc. (L) | | 15,197 | | 669,884 |
NiSource, Inc. | | 54,838 | | 823,667 |
PG&E Corp. | | 73,770 | | 3,092,438 |
Public Service Enterprise Group, Inc. | | 100,621 | | 2,990,456 |
SCANA Corp. | | 22,038 | | 794,470 |
Sempra Energy | | 49,008 | | 2,409,723 |
TECO Energy, Inc. (L) | | 42,511 | | 651,694 |
Wisconsin Energy Corp. | | 23,249 | | 1,125,949 |
Xcel Energy, Inc. | | 90,809 | | 1,889,735 |
| | | |
| | | | 25,669,763 |
| | | |
| | | | 69,357,490 |
|
TOTAL COMMON STOCKS (Cost $1,680,751,281) | | $ | 1,981,812,734 |
|
|
SHORT-TERM INVESTMENTS - 8.26% | | | |
Short-Term Securities* - 3.09% | | | | |
Federal Home Loan Bank Discount Notes | $ | 4,320,000 | | 4,320,000 |
Federal Home Loan Bank Discount Notes, | | | | |
0.053% due 04/16/2010 | | 35,000,000 | | 34,994,633 |
Federal Home Loan Mortgage Corp. Discount | | | |
Notes, 0.010%, 03/23/2010 | | 24,300,000 | | 24,298,515 |
| | | |
| | | | 63,613,148 |
| |
The accompanying notes are an integral part of the financial statements. | 97 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Index 500 Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
SHORT-TERM INVESTMENTS (continued) | | | |
Securities Lending Collateral - 5.17% | | | | |
John Hancock Cash Collateral Investment | | | | |
Trust, 0.1869% (W)(Y) | $ | 10,610,161 | $ | 106,208,775 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $169,787,716) $ | | 169,821,923 |
|
Total Investments (Index 500 Fund) | | | | |
(Cost $1,850,538,997) - 104.68% | | | $ | 2,151,634,657 |
Other assets and liabilities, net - (4.68%) | | | (96,143,486) |
| | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 2,055,491,171 |
| | | |
|
|
|
International Equity Index Fund | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 92.50% | | | | |
Australia - 5.51% | | | | |
AGL Energy, Ltd. | | 10,520 $ | | 135,353 |
Alumina, Ltd. | | 67,437 | | 91,574 |
AMP, Ltd. (L) | | 54,888 | | 291,668 |
Aristocrat Leisure, Ltd. | | 9,625 | | 36,421 |
Arrow Energy NL (I) | | 10,452 | | 31,019 |
Asciano Group (I) | | 70,683 | | 113,741 |
Australia & New Zealand Banking Group, Ltd. | 68,552 | | 1,418,206 |
Australian Stock Exchange, Ltd. | | 4,045 | | 131,990 |
Axa Asia Pacific Holdings, Ltd. | | 27,582 | | 159,380 |
Bendigo and Adelaide Bank, Ltd. | | 8,567 | | 73,734 |
BHP Billiton, Ltd. | | 93,562 | | 3,433,827 |
Billabong International, Ltd. | | 4,737 | | 43,093 |
BlueScope Steel, Ltd. (I) | | 40,807 | | 88,237 |
Boral, Ltd. | | 18,876 | | 90,633 |
Brambles, Ltd. | | 38,808 | | 241,065 |
Caltex Australia, Ltd. | | 3,106 | | 29,168 |
Centro Properties Group, Ltd. (I) | | 20,831 | | 4,273 |
Centro Retail Group | | 32,506 | | 4,785 |
CFS Gandel Retail Trust | | 56,771 | | 96,512 |
Coca-Cola Amatil, Ltd. | | 13,389 | | 134,465 |
Cochlear, Ltd. | | 1,349 | | 76,628 |
Commonwealth Bank of Australia, Ltd. | | 41,801 | | 2,015,596 |
Computershare, Ltd. | | 12,830 | | 133,721 |
Crown, Ltd. | | 11,735 | | 83,991 |
CSL, Ltd. | | 17,002 | | 523,405 |
CSR, Ltd. | | 33,234 | | 48,129 |
Dexus Property Group | | 143,890 | | 106,165 |
Energy Resources of Australia, Ltd. | | 1,686 | | 27,713 |
Fortescue Metals Group, Ltd. (I) | | 29,313 | | 121,724 |
Foster’s Group, Ltd. | | 53,088 | | 256,268 |
General Property Trust, Ltd. | | 249,330 | | 128,167 |
Goodman Fielder, Ltd. | | 25,715 | | 34,647 |
Goodman Group | | 163,559 | | 87,675 |
Harvey Norman Holding, Ltd. | | 11,715 | | 40,118 |
Incitec Pivot, Ltd. | | 38,333 | | 110,944 |
James Hardie Industries, Ltd. | | 10,488 | | 69,745 |
John Fairfax Holdings, Ltd. (L) | | 52,429 | | 77,364 |
Leighton Holdings, Ltd. | | 3,529 | | 118,924 |
Lend Lease Corp. | | 10,491 | | 103,625 |
Macquarie Airports, Ltd. | | 19,338 | | 53,966 |
Macquarie Atlas Roads Group (I) | | 10,294 | | 7,426 |
Macquarie Group, Ltd. (L) | | 8,725 | | 352,766 |
Macquarie Infrastructure Group | | 51,469 | | 51,787 |
Metcash, Ltd. | | 24,580 | | 90,658 |
Mirvac Group, Ltd. | | 79,879 | | 109,232 |
National Australia Bank, Ltd. | | 58,811 | | 1,337,729 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Australia (continued) | | | | |
Newcrest Mining, Ltd. | | 13,897 | $ | 389,258 |
NRMA Insurance Group, Ltd. | | 59,940 | | 211,692 |
Nufarm, Ltd. (L) | | 3,907 | | 34,034 |
OneSteel, Ltd. | | 29,787 | | 91,858 |
Orica, Ltd. | | 9,682 | | 216,522 |
Origin Energy, Ltd. | | 23,502 | | 353,521 |
Oxiana, Ltd. (I) | | 71,949 | | 66,837 |
Paladin Resources, Ltd. (I) | | 20,545 | | 66,281 |
Qantas Airways, Ltd. (I) | | 35,521 | | 83,857 |
QBE Insurance Group, Ltd. | | 28,087 | | 537,703 |
Rio Tinto, Ltd. | | 12,020 | | 756,420 |
Santos, Ltd. | | 22,285 | | 258,347 |
Sims Group, Ltd. | | 4,792 | | 83,169 |
Sonic Healthcare, Ltd. | | 8,654 | | 105,086 |
SP Ausnet | | 49,346 | | 41,734 |
Stockland | | 65,475 | | 237,737 |
Suncorp-Metway, Ltd. | | 34,166 | | 260,919 |
TABCORP Holdings, Ltd. | | 13,472 | | 81,652 |
Tattersall’s, Ltd. | | 23,773 | | 51,083 |
Telstra Corp., Ltd. | | 113,003 | | 300,550 |
Toll Holdings, Ltd. | | 15,888 | | 96,641 |
Transurban Group, Ltd. | | 33,262 | | 156,061 |
Virgin Blue Holdings, Ltd. (I) | | 12,681 | | 6,914 |
Wesfarmers, Ltd. | | 28,393 | | 790,669 |
Wesfarmers, Ltd. | | 3,644 | | 101,737 |
Westfield Group | | 55,394 | | 595,631 |
Westpac Banking Corp. | | 82,247 | | 1,922,005 |
Woodside Petroleum, Ltd. | | 14,983 | | 581,226 |
Woolworths, Ltd. | | 33,910 | | 814,998 |
WorleyParsons, Ltd. | | 3,588 | | 78,850 |
| | | |
| | | | 22,190,249 |
Austria - 0.26% | | | | |
Amcor, Ltd. | | 34,223 | | 181,501 |
Erste Group Bank AG | | 5,199 | | 196,236 |
Immoeast Immobilien Anlagen AG (I)(L) | | 10,397 | | 49,499 |
Oesterreichische Elektrizitaets AG, Class A | | 2,358 | | 96,033 |
OMV AG | | 4,299 | | 159,210 |
Raiffeisen International Bank Holding AG (L) | | 1,478 | | 66,611 |
Telekom Austria AG | | 8,469 | | 111,075 |
Voestalpine AG | | 3,165 | | 111,559 |
Wiener Staedtische Allgemeine | | | | |
Versicherung AG | | 1,245 | | 60,092 |
| | | |
| | | | 1,031,816 |
Belgium - 0.68% | | | | |
Anheuser-Busch InBev NV (I) | | 9,984 | | 68 |
Anheuser-Busch InBev NV | | 19,988 | | 999,180 |
Belgacom SA | | 4,395 | | 164,570 |
Colruyt SA | | 402 | | 100,477 |
Compagnie Nationale A Portefeuille, ADR | | 776 | | 38,749 |
Delhaize Group SA | | 2,923 | | 226,384 |
Dexia SA (I) | | 13,745 | | 74,521 |
Fortis (I) | | 58,185 | | 199,724 |
Groupe Bruxelles Lambert SA | | 2,152 | | 188,613 |
KBC Ancora, ADR (I) | | 3,251 | | 71,101 |
KBC Bancassurance Holding NV (I) | | 5,137 | | 232,933 |
Mobistar SA | | 1,016 | | 60,089 |
Solvay SA | | 1,700 | | 162,559 |
UCB SA | | 2,531 | | 112,039 |
Umicore | | 3,377 | | 101,210 |
| | | |
| | | | 2,732,217 |
Bermuda - 0.05% | | | | |
Chinese Estates Holdings, Ltd. | | 14,561 | | 23,398 |
| |
The accompanying notes are an integral part of the financial statements. | 98 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Bermuda (continued) | | | | |
Seadrill, Ltd. | | 8,231 | $ | 189,398 |
| | | |
| | | | 212,796 |
Brazil - 1.74% | | | | |
All America Latina Logistica SA | | 11,400 | | 101,689 |
B2W Companhia Global Do Varejo | | 2,100 | | 43,577 |
Banco do Brasil SA | | 14,800 | | 243,807 |
Banco Santander Brasil SA (I) | | 15,567 | | 184,256 |
BM&F BOVESPA SA | | 33,090 | | 216,798 |
BR Malls Participacoes SA (I) | | 4,545 | | 59,103 |
Brasil Telecom SA (I) | | 653 | | 7,147 |
Brasil Telecom SA - New York Exchange (I) | | 1,039 | | 21,341 |
Brasil Telecom SA, SADR (I) | | 589 | | 6,279 |
Centrais Eletricas Brasileiras SA (L) | | 2,071 | | 33,447 |
Centrais Eletricas Brasileiras SA (L) | | 6,400 | | 82,871 |
Cia de Concessoes Rodoviarias, ADR | | 5,400 | | 113,997 |
Cia de Saneamento Basico do Estado de | | | | |
Sao Paulo | | 3,447 | | 57,890 |
Cia Energetica de Minas Gerais, ADR | | 589 | | 9,642 |
Companhia Brasileira de Distribuicao Grupo | | | | |
Pao de Acucar, ADR | | 436 | | 29,849 |
Companhia Brasileira de Meios de Pagamento | | 16,617 | | 130,111 |
Companhia Siderurgica Nacional SA | | 7,566 | | 247,643 |
Companhia Siderurgica Nacional SA, SADR | | 3,716 | | 121,476 |
Companhia Vale do Rio Doce | | 36,306 | | 1,013,550 |
Cosan SA Industria e Comercio (I) | | 3,405 | | 44,354 |
CPFL Energia SA | | 3,100 | | 63,710 |
Cyrela Brazil Realty SA | | 8,000 | | 99,826 |
Duratex SA | | 5,503 | | 52,376 |
EDP - Energias do Brasil SA | | 2,700 | | 52,666 |
Empresa Brasileira de Aeronautica SA | | 13,400 | | 72,741 |
Empresa Brasileira de Aeronautica | | | | |
SA, ADR (L) | | 1,575 | | 34,587 |
Fibria Celulose SA, SADR (I)(L) | | 2,219 | | 40,719 |
Gafisa SA | | 7,862 | | 59,602 |
Gerdau SA | | 3,586 | | 39,806 |
Gerdau SA, SADR | | 92 | | 1,357 |
Global Village Telecom Holding SA (I) | | 2,699 | | 83,622 |
Hypermarcas SA (I) | | 4,626 | | 55,216 |
JBS SA | | 13,126 | | 65,951 |
LLX Logistica SA (I) | | 12,720 | | 67,149 |
Localiza Rent A Car | | 4,320 | | 47,093 |
Lojas Renner SA | | 3,800 | | 82,050 |
Marfrig Frigorificos e Comercio de | | | | |
Alimentos SA (I) | | 6,338 | | 73,861 |
MRV Engenharia e Participacoes SA | | 7,887 | | 57,173 |
Multiplan Empreendimentos Imobiliarios SA | | 2,485 | | 42,958 |
Natura Cosmeticos SA | | 4,500 | | 82,921 |
OGX Petroleo e Gas Participacoes SA | | 40,200 | | 350,358 |
PDG Realty SA Empreendimentos | | | | |
e Participacoes | | 12,181 | | 108,993 |
Perdigao SA (I) | | 8,800 | | 214,747 |
Petroleo Brasileiro SA | | 58,584 | | 1,254,573 |
Petroleo Brasileiro SA, ADR (L) | | 1,964 | | 83,765 |
Petroleo Brasileiro SA, SADR | | 3,282 | | 126,029 |
Porto Seguro SA | | 3,398 | | 33,940 |
Redecard SA | | 10,216 | | 148,677 |
Rossi Residencial SA | | 6,137 | | 47,951 |
Souza Cruz SA | | 2,300 | | 78,680 |
Tele Norte Leste Participacoes SA | | 2,500 | | 51,877 |
Tele Norte Leste Participacoes SA, ADR | | 5,457 | | 94,788 |
Tractebel Energia SA | | 4,200 | | 48,132 |
Ultrapar Participacoes SA | | 2,100 | | 93,661 |
Usinas Siderurgicas de Minas Gerais SA | | 3,500 | | 99,162 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Brazil (continued) | | | | |
Usinas Siderurgicas de Minas Gerais | | | | |
SA, SADR | | 1,235 | $ | 35,815 |
Vale SA | | 3,177 | | 88,511 |
Vale SA, SADR | | 300 | | 7,380 |
Vivo Participacoes SA | | 802 | | 21,702 |
Votorantim Celulose e Papel SA (I) | | 3,592 | | 65,489 |
| | | |
| | | | 6,998,441 |
Canada - 6.90% | | | | |
Agnico-Eagle Mines, Ltd. | | 3,900 | | 225,208 |
Agrium, Inc. | | 4,000 | | 259,038 |
Alimentation Couche Tard, Inc. | | 3,200 | | 59,791 |
ARC Energy Trust | | 2,700 | | 56,325 |
Bank of Montreal | | 15,500 | | 824,938 |
Bank of Nova Scotia | | 27,200 | | 1,235,659 |
Barrick Gold Corp. | | 26,808 | | 1,010,205 |
BCE, Inc. | | 6,173 | | 171,309 |
Biovail Corp. | | 2,600 | | 38,474 |
Bombardier, Inc. | | 41,500 | | 224,420 |
Brookfield Asset Management, Inc. | | 13,925 | | 330,590 |
Brookfield Properties Corp. | | 6,450 | | 90,418 |
CAE, Inc. | | 5,800 | | 49,114 |
Cameco Corp. | | 11,300 | | 310,369 |
Canadian Imperial Bank of Commerce | | 10,500 | | 698,636 |
Canadian National Railway Company | | 12,700 | | 667,468 |
Canadian Natural Resources, Ltd. | | 15,300 | | 1,030,663 |
Canadian Oil Sands Trust | | 7,000 | | 185,944 |
Canadian Pacific Railway, Ltd. | | 4,300 | | 207,562 |
Canadian Tire Corp., Ltd. | | 2,000 | | 99,886 |
Canadian Utilities, Ltd. | | 2,100 | | 89,093 |
Cenovus Energy, Inc. | | 20,900 | | 510,483 |
CGI Group, Inc. (I) | | 7,600 | | 106,900 |
CI Financial Corp. | | 4,100 | | 81,439 |
Crescent Point Energy Corp. | | 4,500 | | 166,793 |
Eldorado Gold Corp. (I) | | 13,500 | | 170,514 |
Empire Company, Ltd. | | 600 | | 27,890 |
Enbridge, Inc. | | 10,000 | | 443,262 |
EnCana Corp. | | 20,500 | | 671,968 |
Enerplus Resources Fund | | 4,600 | | 103,087 |
Ensign Energy Services, Inc. | | 3,100 | | 44,370 |
Fairfax Financial Holdings, Ltd., | | | | |
Canadian Exchange | | 500 | | 171,602 |
Finning International, Inc. | | 3,300 | | 55,199 |
First Quantum Minerals, Ltd. | | 2,000 | | 155,864 |
Fortis, Inc. | | 4,300 | | 111,444 |
Franco-Nevada Corp. | | 3,700 | | 96,280 |
Genworth MI Canada, Inc. | | 1,300 | | 33,668 |
George Weston, Ltd. | | 1,100 | | 72,072 |
Gerdau Ameristeel Corp. | | 2,700 | | 19,040 |
Gildan Activewear, Inc. (I) | | 2,700 | | 63,664 |
Goldcorp, Inc. | | 19,753 | | 747,543 |
Great-West Lifeco, Inc. | | 8,300 | | 213,535 |
Groupe Aeroplan, Inc. | | 3,936 | | 44,290 |
Husky Energy, Inc. | | 6,500 | | 166,299 |
IAMGOLD Corp. | | 9,200 | | 135,351 |
IGM Financial, Inc. | | 3,100 | | 126,687 |
Imperial Oil, Ltd. | | 8,500 | | 313,035 |
Industrial Alliance Insurance and Financial | | | | |
Services, Inc. | | 1,900 | | 59,896 |
Inmet Mining Corp. | | 1,400 | | 76,320 |
Intact Financial Corp. | | 3,100 | | 124,389 |
Ivanhoe Mines, Ltd. (I) | | 5,800 | | 92,661 |
Jazz Air Income Fund (I) | | 415 | | 1,645 |
Kinross Gold Corp. | | 18,858 | | 341,781 |
Loblaw Companies, Ltd. | | 3,400 | | 119,236 |
| |
The accompanying notes are an integral part of the financial statements. | 99 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Canada (continued) | | | | |
Magna International, Inc. | | 3,100 | $ | 176,772 |
Manulife Financial Corp. | | 49,000 | | 899,249 |
MDS, Inc. (I) | | 1,400 | | 11,656 |
Metro, Inc. | | 2,800 | | 108,493 |
National Bank of Canada | | 4,000 | | 229,044 |
Nexen, Inc. | | 13,600 | | 306,976 |
Niko Resources, Ltd. | | 1,000 | | 95,039 |
Onex Corp. | | 2,300 | | 55,412 |
Open Text Corp. (I) | | 1,000 | | 49,031 |
Pan American Silver Corp. (I) | | 2,000 | | 42,863 |
Penn West Energy Trust | | 12,015 | | 246,306 |
PetroBakken Energy, Ltd., Class A | | 2,000 | | 53,602 |
Petrobank Energy & Resources, Ltd. (I) | | 2,200 | | 113,847 |
Potash Corp. of Saskatchewan, Inc. | | 8,000 | | 881,962 |
Power Corp. of Canada | | 8,800 | | 243,125 |
Power Financial Corp. | | 6,400 | | 188,801 |
Precision Drilling Trust | | 1,371 | | 10,567 |
Progress Energy Resources Corp. | | 3,400 | | 41,167 |
Provident Energy Trust | | 5,400 | | 42,494 |
QLT, Inc. (I) | | 250 | | 1,174 |
Research In Motion, Ltd. (I) | | 14,200 | | 1,006,092 |
RioCan Real Estate Investment Trust | | 2,600 | | 47,073 |
Ritchie Bros. Auctioneers, Inc. (L) | | 1,900 | | 39,853 |
Rogers Communications, Inc. | | 13,500 | | 444,825 |
Royal Bank of Canada | | 38,900 | | 2,100,275 |
Saputo, Inc. | | 3,700 | | 105,669 |
Shaw Communications, Inc., Class B | | 8,900 | | 168,916 |
Sherritt International Corp. | | 6,000 | | 42,368 |
Shoppers Drug Mart Corp. | | 5,200 | | 217,449 |
Silver Wheaton Corp. (I) | | 8,600 | | 131,264 |
SNC-Lavalin Group, Inc. | | 4,400 | | 205,949 |
Sun Life Financial, Inc. | | 15,500 | | 441,931 |
Suncor Energy, Inc. | | 42,624 | | 1,231,891 |
Talisman Energy, Inc. | | 27,300 | | 498,935 |
Teck Resources, Ltd. (I) | | 13,152 | | 483,732 |
Telus Corp. | | 1,400 | | 45,944 |
Telus Corp. - Non Voting Shares | | 3,600 | | 113,283 |
The Toronto-Dominion Bank | | 23,400 | | 1,495,358 |
Thomson Corp. | | 9,693 | | 336,427 |
Tim Hortons, Inc. | | 4,500 | | 136,600 |
TMX Group, Inc. | | 1,400 | | 38,519 |
Trans-Canada Corp. | | 18,700 | | 618,120 |
TransAlta Corp. (L) | | 5,500 | | 114,684 |
Trican Well Service, Ltd. | | 3,100 | | 40,157 |
Vermilion Energy Trust | | 1,100 | | 36,402 |
Viterra, Inc. (I) | | 8,600 | | 79,445 |
Yamana Gold, Inc. | | 18,593 | | 196,320 |
Yellow Pages Income Fund | | 5,800 | | 32,247 |
| | | |
| | | | 27,780,625 |
Cayman Islands - 0.04% | | | | |
China Dongxiang Group Company | | 70,500 | | 47,433 |
China High Speed Transmission Equipment | | | | |
Group Company, Ltd. | | 29,000 | | 55,686 |
Hopewell Highway Infrastructure, Ltd., GDR | | 2,300 | | 1,520 |
Xinao Gas Holdings, Ltd. | | 24,000 | | 57,416 |
| | | |
| | | | 162,055 |
Chile - 0.35% | | | | |
Banco Santander Chile SA, ADR | | 2,104 | | 134,803 |
Cia Cervecerias Unidas SA, ADR | | 1,107 | | 42,819 |
CorpBanca SA, SADR | | 650 | | 26,839 |
Embotelladora Andina SA, ADR, Series A | | 915 | | 14,484 |
Embotelladora Andina SA, ADR, Series B | | 1,006 | | 19,738 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Chile (continued) | | | | |
Empresa Nacional de Electricidad | | | | |
SA, ADR (L) | | 7,042 | $ | 351,185 |
Enersis SA SADR | | 17,401 | | 376,036 |
Lan Airlines SA, SADR (L) | | 4,620 | | 82,190 |
Sociedad Quimica y Minera de Chile SA, | | | | |
ADR, B Shares (L) | | 8,363 | | 305,668 |
Vina Concha Y Toro SA, ADR | | 911 | | 42,817 |
| | | |
| | | | 1,396,579 |
China - 2.42% | | | | |
Air China, Ltd. (I) | | 71,466 | | 62,755 |
Aluminum Corp. of China, Ltd. (I) | | 112,780 | | 108,860 |
Angang Steel Company, Ltd., Class H | | 37,012 | | 67,853 |
Anhui Conch Cement Company, Ltd., Class H | | 13,070 | | 77,562 |
Anta Sports Products, Ltd. | | 26,000 | | 37,534 |
Bank of China, Ltd. | | 1,611,474 | | 780,995 |
Bank of Communications | | | | |
Company, Ltd., Class H | | 162,879 | | 178,904 |
BBMG Corp. | | 32,000 | | 31,344 |
Beijing Capital International Airport | | | | |
Company, Ltd., Class H (I) | | 81,211 | | 44,482 |
Beijing Datang Power Generation | | | | |
Compnay, Ltd., Class H | | 97,136 | | 43,944 |
BYD Company, Ltd., Class H (I) | | 14,994 | | 116,760 |
China BlueChemical, Ltd. | | 68,000 | | 43,645 |
China Citic Bank Corp, Ltd. | | 151,000 | | 101,012 |
China Coal Energy Company, Series H | | 97,595 | | 155,260 |
China Communications | | | | |
Construction Company, Ltd. | | 125,665 | | 117,585 |
China Communications Services | | | | |
Corp., Ltd., Class H | | 82,000 | | 42,194 |
China Construction Bank Corp. | | 1,266,118 | | 956,309 |
China COSCO Holdings Company, Ltd. | | 72,879 | | 90,849 |
China Life Insurance Company, Ltd. | | 206,376 | | 914,079 |
China Longyuan Power Group Corp. | | 48,000 | | 58,594 |
China Merchants Bank Company, Ltd. | | 95,890 | | 236,330 |
China Minsheng Banking Corp. Ltd. | | 90,000 | | 93,716 |
China National Building | | | | |
Material Company, Ltd. | | 36,000 | | 61,903 |
China Oilfield Services, Ltd. | | 48,000 | | 65,833 |
China Pacific Insurance Group Company, Ltd. | | 22,800 | | 92,967 |
China Petroleum & Chemical Corp. | | 454,030 | | 356,377 |
China Railway Construction Corp. | | 52,500 | | 68,876 |
China Railway Group, Ltd. (I) | | 121,000 | | 90,042 |
China Shenhua Energy Company, Ltd. | | 89,500 | | 384,179 |
China Shipping Container Lines | | | | |
Company, Ltd. (I) | | 134,076 | | 53,407 |
China Shipping Development Company, Ltd. | | 39,568 | | 67,295 |
China South Locomotive and Rolling | | | | |
Stock Corp. | | 63,000 | | 44,284 |
China Telecom Corp., Ltd. | | 388,396 | | 170,320 |
China Yurun Food Group, Ltd. | | 38,000 | | 113,863 |
China Zhongwang Holdings, Ltd. (I) | | 46,000 | | 39,597 |
Country Garden Holdings Company | | 162,471 | | 56,744 |
Dongfang Electrical Machinery Company, Ltd. | | 6,000 | | 30,250 |
Dongfeng Motor Group Company, Ltd. | | 78,780 | | 114,567 |
Foxconn International Holdings, Ltd. (I) | | 64,000 | | 65,751 |
Golden Eagle Retail Group, Ltd. | | 24,000 | | 44,051 |
Greentown China Holdings, Ltd. | | 24,500 | | 32,525 |
Guangdong Investment, Ltd. | | 96,780 | | 48,665 |
Guangshen Railway Company, Ltd. | | 61,211 | | 24,951 |
Guangzhou R&F Properties | | | | |
Company, Ltd., Class H | | 28,000 | | 41,582 |
Hidili Industry International | | | | |
Development, Ltd. (I) | | 36,000 | | 38,609 |
| |
The accompanying notes are an integral part of the financial statements. | 100 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
China (continued) | | | | |
Huaneng Power International, Inc., Class H | | 90,564 | $ | 54,389 |
Industrial & Commercial Bank of China, Ltd. | | 1,267,000 | | 896,599 |
Jiangsu Expressway, Ltd. | | 46,855 | | 43,497 |
Jiangxi Copper Company, Ltd., Class H | | 44,925 | | 91,340 |
Lenovo Group, Ltd. | | 128,564 | | 83,700 |
Maanshan Iron & Steel Company, Ltd. (I) | | 77,925 | | 46,811 |
Metallurgical Corp of China Ltd | | 81,000 | | 46,245 |
PetroChina Company, Ltd., Class H | | 597,739 | | 666,076 |
PICC Property & Casualty | | | | |
Company, Ltd., Class H (I) | | 74,780 | | 67,667 |
Shanghai Electric Group Company, Ltd. | | 91,136 | | 41,109 |
Shui On Land, Ltd. | | 78,650 | | 38,319 |
Sinopec Shanghai Petrochemical | | | | |
Company, Ltd., Class H (I) | | 92,066 | | 32,867 |
Tencent Holdings, Ltd. | | 26,000 | | 508,394 |
Tingyi Cayman Islands Holding Corp. | | 52,000 | | 120,960 |
Tsingtao Brewery Company, Ltd., Series H | | 16,000 | | 76,342 |
Want Want China Holdings, Ltd. | | 87,000 | | 57,229 |
Weichai Power Compnay, Ltd. | | 6,800 | | 51,576 |
Yanzhou Coal Mining Compnay, Ltd., Class H | | 59,210 | | 126,133 |
Zhejiang Expressway Compny, Ltd., Class H | | 54,282 | | 49,252 |
Zijin Mining Group, Ltd. | | 127,686 | | 108,815 |
ZTE Corp., Class H | | 11,480 | | 70,995 |
| | | |
| | | | 9,745,519 |
Colombia - 0.16% | | | | |
BanColombia SA (L) | | 14,194 | | 658,318 |
Czech Republic - 0.09% | | | | |
CEZ AS (L) | | 4,862 | | 222,228 |
Komercni Banka AS | | 489 | | 96,399 |
Telefonica O2 Czech Republic AS | | 2,393 | | 56,466 |
| | | |
| | | | 375,093 |
Denmark - 0.64% | | | | |
A P Moller Maersk AS | | 15 | | 109,196 |
A P Moller Maersk AS, Series A | | 36 | | 275,655 |
Carlsberg AS, B Shares | | 3,000 | | 231,976 |
Coloplast AS | | 923 | | 104,881 |
Danske Bank A/S (I) | | 12,600 | | 287,240 |
DSV AS, ADR (I) | | 5,600 | | 87,230 |
H. Lundbeck AS | | 1,700 | | 30,021 |
Novo Nordisk AS | | 12,100 | | 854,683 |
Novozymes AS, B Shares | | 1,350 | | 138,600 |
Topdanmark AS (I) | | 450 | | 54,015 |
TrygVesta AS | | 758 | | 49,503 |
Vestas Wind Systems AS (I) | | 5,800 | | 286,868 |
William Demant Holdings AS (I) | | 900 | | 64,235 |
| | | |
| | | | 2,574,103 |
Egypt - 0.13% | | | | |
Commercial International Bank | | 7,323 | | 84,724 |
Egypt Kuwait Holding Company | | 20,373 | | 45,447 |
Egyptian Company for Mobile Services | | 751 | | 28,912 |
Egyptian Financial Group-Hermes Holding | | 7,160 | | 37,687 |
EL EZZ Aldekhela Steel Alexandria | | 159 | | 26,095 |
EL EZZ Steel Company | | 9,469 | | 31,836 |
Orascom Construction Industries | | 2,165 | | 94,525 |
Orascom Telecom Holding SAE | | 74,393 | | 83,532 |
Sidi Kerir Petrochemicals Company | | 9,437 | | 22,437 |
Talaat Moustafa Group (I) | | 21,101 | | 28,991 |
Telecom Egypt | | 6,820 | | 24,110 |
| | | |
| | | | 508,296 |
Finland - 0.82% | | | | |
Elisa Oyj, Class A | | 4,100 | | 85,346 |
Fortum Oyj | | 12,863 | | 327,778 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Finland (continued) | | | | |
Kesko Oyj | | 2,000 | $ | 72,537 |
Kone Corp Oyj (L) | | 4,594 | | 193,974 |
Metra Oyj (L) | | 2,400 | | 114,563 |
Metso Oyj | | 3,500 | | 108,589 |
Neste Oil Oyj | | 3,887 | | 55,464 |
Nokia AB Oyj | | 105,000 | | 1,414,320 |
Nokian Renkaat Oyj (L) | | 3,150 | | 79,043 |
Orion Oyj, Series B | | 2,690 | | 59,674 |
Outokumpu Oyj | | 4,000 | | 70,413 |
Pohjola Bank PLC | | 4,484 | | 49,779 |
Rautaruukki Oyj (L) | | 3,200 | | 60,375 |
Sampo Oyj | | 11,928 | | 289,200 |
Sanoma Oyj | | 3,520 | | 70,420 |
Stora Enso Oyj, Series R (I) | | 17,500 | | 110,859 |
UPM-Kymmene Oyj | | 14,389 | | 154,416 |
| | | |
| | | | 3,316,750 |
France - 6.61% | | | | |
Accor SA | | 4,037 | | 204,167 |
Aeroports de Paris | | 943 | | 74,503 |
Air France KLM (I) | | 3,726 | | 49,751 |
Air Liquide SA | | 6,908 | | 825,325 |
Alcatel-Lucent (I) | | 58,158 | | 176,797 |
Alstom SA | | 5,726 | | 366,589 |
Atos Origin SA (I) | | 997 | | 46,459 |
AXA SA | | 47,810 | | 964,676 |
BioMerieux SA | | 479 | | 52,372 |
BNP Paribas | | 26,480 | | 1,920,019 |
Bouygues SA | | 6,505 | | 299,521 |
Bureau Veritas SA | | 1,080 | | 54,746 |
Cap Gemini SA | | 4,070 | | 187,410 |
Carrefour SA | | 17,457 | | 805,698 |
Casino Guichard Perrachon SA | | 1,584 | | 127,488 |
Christian Dior SA | | 1,468 | | 143,887 |
Cie de Saint-Gobain SA | | 10,100 | | 475,055 |
Cie Generale de Geophysique-Veritas (I) | | 3,043 | | 73,084 |
CNP Assurances SA | | 821 | | 73,672 |
Compagnie Generale des Etablissements | | | | |
Michelin, Class B | | 4,218 | | 294,384 |
Credit Agricole SA | | 24,737 | | 368,908 |
Danone SA | | 14,957 | | 875,030 |
Dassault Systemes SA | | 1,423 | | 81,994 |
Eiffage SA | | 858 | | 39,968 |
Electricite de France | | 6,724 | | 337,127 |
Eramet | | 92 | | 27,632 |
Essilor International SA | | 5,723 | | 345,160 |
Eurazeo | | 782 | | 49,739 |
European Aeronautic Defence & | | | | |
Space Company | | 10,182 | | 210,257 |
Eutelsat Communications | | 2,965 | | 98,466 |
Fonciere Des Regions | | 630 | | 62,833 |
France Telecom SA | | 50,781 | | 1,191,362 |
GDF Suez (I) | | 34,876 | | 1,281,154 |
GDF Suez - Strip VVPR (I) | | 1,386 | | 2 |
Gecina SA | | 319 | | 33,057 |
Hermes International SA | | 1,323 | | 178,377 |
ICADE | | 405 | | 40,606 |
Iliad SA | | 310 | | 32,835 |
Imerys SA | | 677 | | 34,943 |
Ipsen SA | | 891 | | 45,245 |
JC Decaux SA (I) | | 1,422 | | 35,500 |
Klepierre SA | | 2,367 | | 88,144 |
L’Oreal SA | | 6,780 | | 701,449 |
Lafarge SA | | 5,324 | | 345,495 |
Lagardere SCA | | 2,996 | | 109,432 |
| |
The accompanying notes are an integral part of the financial statements. | 101 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
France (continued) | | | | |
Legrand SA, ADR | | 2,797 | $ | 87,613 |
LVMH Moet Hennessy SA | | 6,930 | | 751,056 |
M6-Metropole Television | | 1,462 | | 36,169 |
Natixis (I) | | 20,204 | | 100,135 |
Neopost SA | | 746 | | 60,522 |
PagesJaunes Groupe SA (L) | | 2,127 | | 23,838 |
Pernod-Ricard SA | | 5,261 | | 396,459 |
Peugeot SA (I) | | 3,886 | | 102,622 |
PPR SA | | 1,892 | | 217,136 |
Publicis Groupe SA | | 2,614 | | 103,138 |
Renault SA (I) | | 4,608 | | 189,633 |
Safran SA | | 5,528 | | 130,059 |
Sanofi-Aventis SA | | 28,948 | | 2,117,918 |
Schneider Electric SA | | 6,576 | | 702,780 |
SCOR SE | | 3,668 | | 89,596 |
Societe BIC SA | | 490 | | 34,693 |
Societe Des Autoroutes Paris-Rhin-Rhone (I) | | 356 | | 25,578 |
Societe Generale | | 17,264 | | 952,402 |
Societe Television Francaise 1 | | 2,677 | | 42,917 |
Sodexho Alliance | | 2,399 | | 142,400 |
STMicroelectronics NV (L) | | 15,867 | | 137,485 |
Suez Environnement SA | | 6,816 | | 150,159 |
Technip SA | | 2,870 | | 204,362 |
Thales SA | | 2,308 | | 92,252 |
Total SA | | 58,893 | | 3,287,668 |
Unibail-Rodamco SE | | 2,520 | | 497,751 |
Vallourec SA | | 1,535 | | 293,495 |
Veolia Environnement SA | | 10,566 | | 342,401 |
Vinci SA | | 12,250 | | 642,121 |
Vivendi SA | | 33,667 | | 848,398 |
| | | |
| | | | 26,633,074 |
Germany - 4.91% | | | | |
Adidas-Salomon AG | | 5,594 | | 277,044 |
Allianz SE | | 12,590 | | 1,453,276 |
BASF SE | | 25,516 | | 1,432,373 |
Bayer AG | | 22,936 | | 1,519,327 |
Bayerische Motoren Werke (BMW) AG | | 9,078 | | 368,006 |
Beiersdorf AG | | 2,525 | | 154,750 |
Celesio AG | | 2,653 | | 77,243 |
Commerzbank AG (I)(L) | | 20,022 | | 149,584 |
Daimler AG | | 24,949 | | 1,041,375 |
Deutsche Bank AG | | 16,398 | | 1,040,709 |
Deutsche Boerse AG | | 5,484 | | 381,464 |
Deutsche Lufthansa AG | | 6,677 | | 99,620 |
Deutsche Post AG | | 24,605 | | 399,983 |
Deutsche Postbank AG (I) | | 2,424 | | 74,937 |
Deutsche Telekom AG | | 78,526 | | 1,010,208 |
E.ON AG | | 52,688 | | 1,876,091 |
Fraport AG, ADR | | 1,094 | | 55,082 |
Fresenius AG | | 898 | | 58,644 |
Fresenius Medical Care AG | | 5,536 | | 289,063 |
GEA Group AG | | 4,322 | | 80,718 |
Hannover Rueckversicherung AG (I) | | 1,852 | | 82,944 |
HeidelbergCement AG | | 4,040 | | 205,798 |
Henkel AG & Company, KGaA | | 3,891 | | 171,550 |
Hochtief AG | | 1,241 | | 87,302 |
Infineon Technologies AG (I) | | 30,786 | | 167,384 |
K&S AG | | 4,929 | | 299,342 |
Linde AG | | 4,292 | | 483,444 |
MAN AG | | 3,020 | | 215,895 |
Merck KGAA | | 1,903 | | 149,732 |
Metro AG | | 3,240 | | 166,117 |
Muenchener Rueckversicherungs - | | | | |
Gesellschaft AG | | 5,485 | | 848,691 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Germany (continued) | | | | |
Puma AG | | 162 | $ | 45,780 |
Qiagen AG (I) | | 6,443 | | 140,555 |
RWE AG | | 11,596 | | 983,014 |
Salzgitter AG | | 1,207 | | 106,447 |
SAP AG | | 23,758 | | 1,059,493 |
Siemens AG | | 22,797 | | 1,954,822 |
Solarworld AG (L) | | 2,500 | | 34,588 |
Suedzucker AG | | 2,300 | | 53,394 |
ThyssenKrupp AG | | 9,556 | | 302,430 |
TUI AG (I) | | 4,963 | | 48,973 |
United Internet AG (I) | | 4,185 | | 64,729 |
Volkswagen AG | | 2,233 | | 193,087 |
Wacker Chemie AG | | 477 | | 57,209 |
| | | |
| | | | 19,762,217 |
Greece - 0.29% | | | | |
Alpha Bank AE (I) | | 11,764 | | 111,395 |
Bank of Cyprus PCL | | 14,899 | | 88,623 |
Coca-Cola Hellenic Bottling Company SA | | 5,385 | | 132,074 |
EFG Eurobank Ergasias SA (I) | | 9,415 | | 75,424 |
Hellenic Petroleum SA | | 3,500 | | 39,258 |
Hellenic Telecommunications Organization SA | | 6,640 | | 77,951 |
Marfin Financial Group SA Holdings (I) | | 14,926 | | 35,073 |
National Bank of Greece SA (I) | | 16,674 | | 317,577 |
OPAP SA | | 5,990 | | 123,468 |
Piraeus Bank SA (I) | | 7,808 | | 65,539 |
Public Power Corp. SA (I) | | 3,790 | | 57,474 |
Titan Cement Company SA | | 2,180 | | 53,471 |
| | | |
| | | | 1,177,327 |
Hong Kong - 3.16% | | | | |
Agile Property Holdings, Ltd. | | 47,211 | | 60,252 |
Alibaba.com, Ltd. | | 35,000 | | 76,602 |
ASM Pacific Technology, Ltd. | | 4,500 | | 42,661 |
Bank of East Asia, Ltd. | | 38,356 | | 140,402 |
Beijing Enterprises Holdings, Ltd. | | 16,714 | | 105,062 |
Belle International Holdings, Ltd. | | 108,888 | | 120,971 |
BOC Hong Kong Holdings, Ltd. | | 107,500 | | 242,170 |
Cathay Pacific Airways, Ltd. (I) | | 31,000 | | 57,612 |
Chaoda Modern Agriculture Holdings, Ltd. | | 73,214 | | 79,281 |
Cheung Kong Holdings, Ltd. | | 39,000 | | 476,968 |
Cheung Kong Infrastructure Holdings, Ltd. | | 16,000 | | 60,207 |
China Agri-Industries Holdings, Ltd. | | 65,784 | | 94,636 |
China Everbright, Ltd. | | 21,784 | | 52,850 |
China Mengniu Dairy Company, Ltd. (I) | | 31,498 | | 93,783 |
China Merchants Holdings | | | | |
International Company, Ltd. | | 31,828 | | 114,463 |
China Mobile, Ltd. | | 168,470 | | 1,663,133 |
China Overseas Land & Investment, Ltd. | | 114,397 | | 231,797 |
China Resource Power Holdings, Ltd. | | 50,532 | | 99,901 |
China Resources Enterprises, Ltd. | | 32,855 | | 115,391 |
China Resources Land, Ltd. | | 61,211 | | 127,190 |
China Taiping Insurance Holdings | | | | |
Company, Ltd. (I) | | 26,000 | | 80,678 |
China Travel International Investment | | | | |
Hong Kong, Ltd. | | 175,709 | | 46,202 |
China Unicom, Ltd. | | 166,416 | | 201,629 |
Citic Pacific, Ltd. | | 36,033 | | 80,245 |
CLP Holdings, Ltd. | | 57,500 | | 397,486 |
CNOOC, Ltd. | | 496,716 | | 777,750 |
CNPC Hong Kong, Ltd. | | 70,000 | | 88,427 |
COSCO Pacific, Ltd. | | 37,508 | | 58,216 |
Denway Motors, Ltd. | | 175,559 | | 97,743 |
Esprit Holdings, Ltd. | | 30,103 | | 215,370 |
Fosun International | | 65,500 | | 48,794 |
| |
The accompanying notes are an integral part of the financial statements. | 102 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Hong Kong (continued) | | | | |
Franshion Properties China, Ltd. | | 106,000 | $ | 34,290 |
Fushan International Energy Group, Ltd. | | 82,000 | | 72,931 |
Geely Automobile Holdings Company, Ltd. | | 125,000 | | 62,848 |
Genting Singapore PLC (I)(L) | | 140,400 | | 89,349 |
Gome Electrical Appliances Holdings, Ltd. (I) | | 221,695 | | 69,372 |
Hang Lung Group, Ltd. | | 21,000 | | 105,012 |
Hang Lung Properties, Ltd. | | 60,000 | | 230,472 |
Hang Seng Bank, Ltd. | | 21,900 | | 320,311 |
Harbin Power Equipment Company, Ltd. | | 42,000 | | 33,865 |
Henderson Land Development Company, Ltd. | | 29,508 | | 199,489 |
Hengan International Group Compnay, Ltd. | | 20,000 | | 137,519 |
Hong Kong & China Gas Company, Ltd. | | 113,870 | | 256,784 |
Hong Kong Aircraft | | | | |
Engineering Company, Ltd. | | 1,600 | | 20,513 |
Hong Kong Electric Holdings, Ltd. | | 38,500 | | 216,019 |
Hong Kong Exchanges & Clearing, Ltd. | | 28,000 | | 469,141 |
Hopewell Holdings, Ltd. | | 13,000 | | 38,029 |
Hopson Development Holdings, Ltd. | | 24,000 | | 33,598 |
Huabao International Holdings, Ltd. | | 45,000 | | 45,326 |
Hutchison Telecommunications Hong | | | | |
Kong Holdings, Ltd. | | 59,000 | | 9,581 |
Hutchison Telecommunications | | | | |
International, Ltd. (I) | | 59,000 | | 16,190 |
Hutchison Whampoa, Ltd. | | 60,000 | | 429,926 |
Hysan Development Company, Ltd. | | 16,776 | | 45,183 |
Kerry Properties, Ltd. | | 18,768 | | 89,018 |
Kingboard Chemical Holdings, Ltd. | | 18,000 | | 80,494 |
Li & Fung, Ltd. | | 65,600 | | 305,339 |
Li Ning Company, Ltd. | | 20,749 | | 64,977 |
Lifestyle International Holdings, Ltd. | | 15,500 | | 25,486 |
Mongolia Energy Company, Ltd. (I) | | 84,000 | | 39,197 |
MTR Corp., Ltd. | | 37,208 | | 128,668 |
New World Development Company, Ltd. | | 64,074 | | 117,105 |
Nine Dragons Paper Holdings, Ltd. | | 51,000 | | 74,292 |
Noble Group, Ltd. | | 48,400 | | 109,089 |
NWS Holdings, Ltd. | | 26,276 | | 44,493 |
Orient Overseas International, Ltd. | | 5,000 | | 36,703 |
Parkson Retail Group, Ltd. | | 42,500 | | 70,481 |
PCCW, Ltd. | | 148,000 | | 41,008 |
Ping An Insurance Group Company | | | | |
of China, Ltd. | | 37,355 | | 284,083 |
Poly Hong Kong Investment, Ltd. | | 52,000 | | 62,540 |
Renhe Commercial Holdings Compnay, Ltd. | | 224,000 | | 51,100 |
Shandong Weigao Group Medical | | | | |
Polymer Company, Ltd. | | 12,000 | | 46,464 |
Shanghai Industrial Holdings, Ltd. | | 18,070 | | 77,674 |
Shangri-La Asia, Ltd. | | 36,000 | | 59,846 |
Shimao Property Holdings, Ltd., GDR | | 49,500 | | 82,446 |
Sino Land Company, Ltd. | | 45,401 | | 86,374 |
Sino-Forest Corp. (I) | | 6,100 | | 118,672 |
Sino-Ocean Land Holdings, Ltd. | | 100,365 | | 88,622 |
Sinofert Holdings, Ltd. | | 76,000 | | 42,421 |
Sinotruk Hong Kong, Ltd. | | 26,500 | | 27,594 |
Soho China, Ltd. | | 73,500 | | 36,281 |
Sun Hung Kai Properties, Ltd. | | 39,000 | | 541,376 |
Swire Pacific, Ltd. | | 21,000 | | 234,867 |
Television Broadcasting Company, Ltd. | | 6,000 | | 27,323 |
The Link | | 56,934 | | 143,091 |
Wharf Holdings, Ltd. | | 40,625 | | 211,000 |
Wheelock and Company, Ltd. | | 24,000 | | 67,125 |
Wing Hang Bank, Ltd. | | 6,585 | | 55,668 |
Yue Yuen Industrial Holdings, Ltd. | | 21,000 | | 62,379 |
| | | |
| | | | 12,716,916 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Hungary - 0.12% | | | | |
Gedeon Richter Rt. | | 323 | $ | 67,144 |
Magyar Telekom Rt. | | 18,477 | | 66,864 |
MOL Magyar Olaj & Gazipari Rt. (I) | | 1,808 | | 162,653 |
OTP Bank Rt. (I)(L) | | 7,382 | | 203,747 |
| | | | 500,408 |
India - 1.72% | | | | |
Dr. Reddy’s Laboratories, Ltd., ADR (L) | | 11,143 | | 274,229 |
Grasim Industries, Ltd., ADR (L) | | 2,144 | | 125,392 |
ICICI Bank, Ltd., SADR | | 28,522 | | 1,090,967 |
Infosys Technologies, Ltd., ADR (L) | | 34,665 | | 1,972,439 |
Larsen & Toubro, Ltd. | | 11,967 | | 409,271 |
Larsen & Toubro, Ltd., ADR (S) | | 2,732 | | 92,694 |
Ranbaxy Laboratories, Ltd., ADR (I) | | 13,991 | | 143,408 |
Reliance Communication, Ltd., ADR (S) | | 34,017 | | 116,243 |
Reliance Energy, Ltd., ADR (L)(S) | | 447 | | 29,186 |
Reliance Industries, Ltd., ADR (S) | | 35,558 | | 1,507,659 |
Reliance Natural Resources, Ltd., ADR (I)(S) | | 8,956 | | 23,621 |
Satyam Computer Services, Ltd., ADR (I)(L) | | 19,591 | | 103,832 |
State Bank of India GDR | | 2,912 | | 251,597 |
Tata Communications, Ltd., ADR (L) | | 2,096 | | 25,990 |
Tata Motors, Ltd., SADR (L) | | 13,990 | | 226,358 |
Wipro, Ltd., ADR (L) | | 24,143 | | 521,972 |
| | | |
| | | | 6,914,858 |
Indonesia - 0.42% | | | | |
Adaro Energy Tbk | | 199,500 | | 39,266 |
Aneka Tambang Tbk PT | | 82,500 | | 18,618 |
Astra Agro Lestari Tbk PT | | 10,000 | | 26,159 |
Astra International Tbk PT | | 54,000 | | 211,367 |
Bank Central Asia Tbk PT | | 368,000 | | 192,645 |
Bank Danamon Indonesia Tbk PT | | 102,926 | | 55,468 |
Bank Mandiri Tbk PT | | 196,000 | | 95,060 |
Bank Negara Indonesia Persero Tbk PT | | 164,500 | | 33,966 |
Bank Pan Indonesia Tbk PT (I) | | 25,750 | | 2,206 |
Bank Rakyat Indonesia Tbk PT | | 145,500 | | 112,242 |
Bumi Resources Tbk PT | | 478,500 | | 116,153 |
Indocement Tunggal Prakarsa Tbk PT | | 46,500 | | 68,468 |
Indofood Sukses Makmur Tbk PT | | 105,500 | | 43,139 |
Indosat Tbk PT | | 45,500 | | 24,947 |
International Nickel Indonesia Tbk PT | | 50,000 | | 20,307 |
Lippo Karawaci Tbk PT (I) | | 129,500 | | 6,940 |
Perusahaan Gas Negara Tbk PT | | 347,500 | | 135,350 |
PT Indo Tambangray | | 8,500 | | 28,759 |
PT Telekomunikiasi Indonesia Tbk PT, SADR | | 1,909 | | 68,609 |
Semen Gresik Persero Tbk PT | | 53,000 | | 43,277 |
Tambang Batubara Bukit Asam Tbk PT | | 28,000 | | 47,357 |
Telekomunikasi Indonesia Tbk PT | | 198,000 | | 176,595 |
Unilever Indonesia Tbk PT (L) | | 36,500 | | 45,057 |
United Tractors Tbk PT | | 35,333 | | 65,134 |
| | | |
| | | | 1,677,089 |
Ireland - 0.25% | | | | |
Allied Irish Banks PLC - London Exchange (I) | | 1,000 | | 1,373 |
Anglo Irish Bank Corp. PLC (I) | | 29,183 | | 4,663 |
Bank of Ireland - London Exchange (I) | | 22,142 | | 30,259 |
C&C Group PLC | | 191 | | 705 |
CRH PLC | | 18,372 | | 421,011 |
CRH PLC - London Exchange | | 62 | | 1,409 |
Elan Corp. PLC (I) | | 11,458 | | 79,256 |
Elan Corp. PLC - Euro Comp Exchange (I) | | 3,097 | | 21,617 |
Experian PLC | | 28,859 | | 267,090 |
Greencore Group PLC | | 32 | | 58 |
Kerry Group PLC | | 4,052 | | 128,244 |
| |
The accompanying notes are an integral part of the financial statements. | 103 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Ireland (continued) | | | | |
Ryanair Holdings PLC, SADR (I) | | 1,496 | $ | 41,095 |
| | | |
| | | | 996,780 |
Israel - 0.66% | | | | |
Alvarion, Ltd., ADR (I) | | 649 | | 2,382 |
Audio Codes, Ltd. (I) | | 664 | | 2,311 |
Bank Hapoalim, Ltd. (I) | | 27,876 | | 116,863 |
Bank Leumi Le-Israel, Ltd. (I) | | 33,499 | | 142,991 |
Bezek Israeli Telecommunications Corp., Ltd. | | 36,720 | | 95,716 |
Cellcom Israel, Ltd. | | 1,227 | | 41,460 |
Cellcom Israel, Ltd. - Tel Aviv Exchange | | 1,500 | | 51,120 |
Check Point Software Technologies, Ltd. (I) | | 4,907 | | 159,968 |
Delek Group, Ltd. | | 167 | | 37,186 |
Delek Real Estate, Ltd. (I) | | 2,786 | | 2,804 |
Discount Investment Corp. | | 1,168 | | 29,847 |
Elbit Systems, Ltd. | | 841 | | 51,801 |
Given Imaging Corp., ADR (I) | | 209 | | 3,643 |
ICL Israel Chemicals, Ltd. | | 13,573 | | 167,510 |
Israel Corp., Ltd. (I) | | 77 | | 59,346 |
Israel Discount Bank, Ltd. (I) | | 4,731 | | 10,391 |
Makhteshim-Agam Industries, Ltd. | | 3,714 | | 19,020 |
Mizrahi Tefahot Bank, Ltd. (I) | | 6,424 | | 56,764 |
Nice Systems, Ltd. (I) | | 992 | | 30,483 |
Ormat Industries, Ltd. | | 1,927 | | 15,951 |
Partner Communications, Ltd. | | 1,898 | | 44,267 |
RADWARE, Ltd., ADR (I) | | 413 | | 7,021 |
Syneron Medical, Ltd., ADR (I) | | 423 | | 4,040 |
Teva Pharmaceutical Industries, Ltd. | | 24,831 | | 1,487,716 |
| | | |
| | | | 2,640,601 |
Italy - 2.23% | | | | |
A2A SpA | | 38,352 | | 66,266 |
Assicurazioni Generali SpA | | 33,025 | | 750,506 |
Autogrill SpA (I) | | 5,120 | | 63,576 |
Autostrade SpA | | 7,613 | | 175,700 |
Banca Carige SpA | | 21,454 | | 54,633 |
Banca Intesa SpA - Non convertible | | 28,397 | | 76,774 |
Banca Monte dei Paschi di Siena SpA | | 65,131 | | 96,633 |
Banca Popolare di Milano SpA | | 12,160 | | 71,729 |
Banche Popolari Unite SpA | | 16,604 | | 207,084 |
Banco Popolare Societa Cooperativa (I) | | 19,648 | | 125,385 |
Enel SpA | | 185,304 | | 1,005,118 |
ENI SpA | | 72,890 | | 1,644,617 |
Exor SpA | | 2,252 | | 34,380 |
Fiat SpA (I) | | 21,580 | | 227,169 |
Finmeccanica SpA (I) | | 12,119 | | 156,750 |
Fondiaria-Sai SpA | | 3,169 | | 46,171 |
Intesa Sanpaolo SpA (I) | | 217,729 | | 765,529 |
Italcementi SpA | | 3,618 | | 39,457 |
Luxottica Group SpA | | 3,473 | | 90,828 |
Mediaset SpA | | 20,729 | | 156,918 |
Mediobanca SpA (I) | | 14,442 | | 152,390 |
Mediolanum SpA (L) | | 6,876 | | 39,018 |
Parmalat SpA | | 52,862 | | 133,344 |
Pirelli & Company SpA (I) | | 135,780 | | 67,982 |
Prysmian SpA | | 3,013 | | 51,921 |
Saipem SpA | | 7,564 | | 250,150 |
Snam Rete Gas SpA | | 41,890 | | 198,204 |
Telecom Italia SpA | | 287,921 | | 410,264 |
Telecom Italia SpA - RSP | | 179,758 | | 190,980 |
Tenaris SA | | 13,705 | | 284,010 |
Terna Rete Elettrica Nazionale SpA | | 39,486 | | 162,232 |
UniCredit Italiano SpA (I) | | 460,102 | | 1,166,585 |
Unipol Gruppo Finanziario SpA, ADR (I) | | 31,121 | | 34,761 |
| | | |
| | | | 8,997,064 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan - 14.73% | | | | |
ABC-MART, Inc. | | 700 | $ | 23,150 |
Acom Company, Ltd. (L) | | 650 | | 9,361 |
Advantest Corp. | | 4,200 | | 99,894 |
AEON Company, Ltd. (L) | | 18,400 | | 188,664 |
AEON Credit Service Company, Ltd. | | 1,600 | | 16,382 |
Aeon Mall Company, Ltd. | | 1,700 | | 30,951 |
Aioi Insurance Company, Ltd. | | 11,000 | | 53,822 |
Air Water, Inc. | | 3,000 | | 35,096 |
Aisin Seiki Company, Ltd. | | 6,000 | | 157,313 |
Ajinomoto Company, Inc. | | 19,000 | | 193,426 |
Alfresa Holdings Corp. | | 800 | | 33,079 |
All Nippon Airways Company, Ltd. | | 20,000 | | 60,527 |
Amada Company, Ltd. | | 9,000 | | 67,397 |
Aozora Bank, Ltd. (I) | | 13,000 | | 16,620 |
Asahi Breweries, Ltd. | | 10,800 | | 207,141 |
Asahi Glass Company, Ltd. | | 29,000 | | 289,273 |
Asahi Kasei Corp. | | 36,000 | | 187,439 |
ASICS Corp. | | 4,000 | | 37,483 |
Astellas Pharma, Inc. | | 12,500 | | 470,337 |
Bank of Kyoto, Ltd. | | 7,000 | | 60,631 |
Bank of Yokohama, Ltd. | | 33,000 | | 165,486 |
Benesse Holdings, Inc. | | 1,800 | | 80,809 |
Bridgestone Corp. | | 17,700 | | 310,098 |
Brother Industries, Ltd. | | 6,000 | | 68,078 |
Canon Sales Company, Inc. | | 1,800 | | 23,875 |
Canon, Inc. | | 29,500 | | 1,224,907 |
Casio Computer Company, Ltd. | | 6,300 | | 47,316 |
Central Japan Railway Company, Ltd. | | 44 | | 333,191 |
Chiba Bank, Ltd. | | 23,000 | | 140,197 |
Chiyoda Corp. | | 4,000 | | 35,829 |
Chubu Electric Power Company, Inc. | | 17,800 | | 471,978 |
Chugai Pharmaceutical Company, Ltd. | | 6,700 | | 129,293 |
Chugoku Bank, Ltd. | | 4,000 | | 52,053 |
Chugoku Electric Power Company, Inc. | | 7,600 | | 158,647 |
Citizen Watch Company, Ltd. | | 7,400 | | 47,179 |
Coca-Cola West Japan Company, Ltd. | | 900 | | 14,706 |
Cosmo Oil Company, Ltd. | | 11,000 | | 26,100 |
Credit Saison Company, Ltd. | | 4,000 | | 50,958 |
Dai Nippon Printing Company, Ltd. | | 16,000 | | 210,673 |
Daicel Chemical Industries, Ltd. | | 7,000 | | 46,763 |
Daido Steel Company, Ltd. | | 7,000 | | 27,547 |
Daihatsu Motor Company, Ltd. | | 4,000 | | 38,200 |
Daiichi Sankyo Company, Ltd. | | 18,700 | | 378,269 |
Daikin Industries, Ltd. | | 6,800 | | 261,457 |
Dainippon Sumitomo Pharma Company, Ltd. | | 3,700 | | 36,208 |
Daito Trust Construction Company, Ltd. | | 2,100 | | 102,675 |
Daiwa House Industry Company, Ltd. | | 15,000 | | 160,617 |
Daiwa Securities Group, Inc. | | 46,000 | | 227,077 |
Dena Company, Ltd. | | 8 | | 61,881 |
Denki Kagaku Kogyo Kabushiki Kaisha | | 12,000 | | 48,433 |
Denso Corp. | | 13,500 | | 365,540 |
Dentsu, Inc. | | 4,700 | | 111,499 |
Dowa Holdings Company, Ltd. | | 7,000 | | 39,492 |
East Japan Railway Company | | 9,500 | | 654,242 |
Eisai Company, Ltd. | | 6,600 | | 257,224 |
Electric Power Development Company, Ltd. | | 3,200 | | 107,195 |
Elpida Memory, Inc. (I) | | 4,800 | | 86,071 |
FamilyMart Company, Ltd. | | 1,200 | | 38,473 |
Fanuc, Ltd. | | 5,200 | | 507,375 |
Fast Retailing Company, Ltd. | | 1,300 | | 219,333 |
Fuji Electric Holdings Company, Ltd. (I) | | 15,000 | | 35,185 |
Fuji Heavy Industries, Ltd. (I) | | 13,000 | | 59,376 |
Fuji Television Network, Inc. | | 11 | | 15,284 |
FUJIFILM Holdings Corp. | | 12,400 | | 394,929 |
Fujitsu, Ltd. | | 49,000 | | 318,795 |
| |
The accompanying notes are an integral part of the financial statements. | 104 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Fukuoka Financial Group, Inc. | | 19,000 | $ | 69,863 |
Furukawa Electric Company, Ltd. | | 15,000 | | 72,522 |
GS Yuasa Corp. (L) | | 9,000 | | 62,935 |
Gunma Bank | | 9,000 | | 50,114 |
Hakuhodo DY Holdings, Inc. | | 650 | | 31,683 |
Hankyu Hanshin Holdings, Inc. | | 31,200 | | 149,773 |
Hino Motors, Ltd. (I) | | 6,000 | | 22,264 |
Hirose Electric Company, Ltd. | | 700 | | 74,546 |
Hisamitsu Pharmaceutical Company, Inc. | | 1,500 | | 54,866 |
Hitachi Chemical, Ltd. | | 2,800 | | 57,307 |
Hitachi Construction | | | | |
Machinery Company, Ltd. | | 2,700 | | 55,207 |
Hitachi High-Technologies Corp. | | 1,200 | | 24,547 |
Hitachi Metals, Ltd. | | 3,000 | | 28,870 |
Hitachi, Ltd. (I) | | 123,000 | | 405,134 |
Hokkaido Electric Power Company, Inc. | | 5,800 | | 114,813 |
Hokuhoku Financial Group, Inc. | | 29,000 | | 60,999 |
Hokuriku Electric Power Company | | 5,200 | | 117,382 |
Honda Motor Company, Ltd. | | 45,500 | | 1,576,428 |
Hoya Corp. | | 11,300 | | 282,524 |
Ibiden Company, Ltd. | | 3,100 | | 104,306 |
Idemitsu Kosan Company, Ltd. | | 500 | | 36,734 |
Inpex Corp. | | 24 | | 175,809 |
Isetan Mitsukoshi Holdings, Ltd. | | 10,940 | | 115,350 |
Ishikawajima-Harima Heavy Industries | | | | |
Company, Ltd. (I) | | 33,000 | | 58,988 |
Isuzu Motors, Ltd. (I)(L) | | 26,000 | | 65,429 |
ITO EN, Ltd. | | 900 | | 13,803 |
Itochu Corp. | | 44,000 | | 354,175 |
Itochu Techno-Science Corp. | | 800 | | 25,504 |
Iyo Bank, Ltd. | | 6,000 | | 53,471 |
J Front Retailing Company, Ltd. | | 12,000 | | 66,668 |
JAFCO Company, Ltd. | | 900 | | 21,146 |
Japan Petroleum Exploration Company, Ltd. | | 800 | | 38,317 |
Japan Prime Realty Investment Corp., REIT | | 24 | | 52,872 |
Japan Real Estate Investment Corp. | | 13 | | 112,188 |
Japan Retail Fund Investment Corp., REIT | | 32 | | 37,944 |
Japan Tobacco, Inc. | | 121 | | 439,797 |
JFE Holdings, Inc. | | 14,000 | | 520,126 |
JGC Corp. | | 5,000 | | 93,875 |
Joyo Bank, Ltd. | | 16,000 | | 64,286 |
JS Group Corp. | | 7,400 | | 145,748 |
JSR Corp. | | 4,700 | | 91,951 |
Jupiter Telecommunications Company, Ltd. (L) | | 59 | | 69,264 |
Kajima Corp. | | 20,000 | | 46,911 |
Kamigumi Company, Ltd. | | 7,000 | | 54,526 |
Kaneka Corp. | | 8,000 | | 47,689 |
Kansai Electric Power Company, Ltd. | | 21,800 | | 516,207 |
Kansai Paint Company, Ltd. | | 6,000 | | 48,595 |
Kao Corp. | | 15,200 | | 388,785 |
Kawasaki Heavy Industries, Ltd. | | 37,000 | | 95,700 |
Kawasaki Kisen Kaisha, Ltd. (I)(L) | | 12,000 | | 43,572 |
KDDI Corp. | | 78 | | 415,938 |
Keihin Electric Express | | | | |
Railway Company, Ltd. | | 12,000 | | 98,296 |
Keio Corp. | | 14,000 | | 93,550 |
Keisei Electric Railway Company, Ltd. | | 7,000 | | 41,741 |
Keyence Corp. | | 1,100 | | 241,837 |
Kikkoman Corp. | | 4,000 | | 47,464 |
Kinden Corp. | | 4,000 | | 35,194 |
Kintetsu Corp. (L) | | 44,000 | | 139,127 |
Kirin Holdings Company, Ltd. | | 22,000 | | 303,858 |
Kobe Steel Company, Ltd. (I) | | 69,000 | | 126,051 |
Koito Manufacturing Company, Ltd. | | 2,000 | | 25,167 |
Komatsu, Ltd. | | 26,100 | | 523,481 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Konami Corp. | | 1,800 | $ | 33,725 |
Konica Minolta Holdings, Inc. | | 14,000 | | 145,049 |
Koyo Seiko Company, Ltd. | | 5,300 | | 55,644 |
Kubota Corp. | | 30,000 | | 266,405 |
Kuraray Company, Ltd. | | 8,500 | | 108,977 |
Kurita Water Industries, Ltd. | | 2,800 | | 77,088 |
Kyocera Corp. | | 4,400 | | 391,865 |
Kyowa Hakko Kogyo Company, Ltd. | | 6,737 | | 69,787 |
Kyushu Electric Power Company, Inc. | | 10,500 | | 235,855 |
Lawson, Inc. | | 1,600 | | 69,982 |
Mabuchi Motor Company, Ltd. | | 700 | | 38,190 |
Makita Corp. | | 2,900 | | 93,048 |
Marubeni Corp. | | 43,000 | | 256,687 |
Marui Company, Ltd. | | 3,700 | | 25,173 |
Maruichi Steel Tube, Ltd. | | 400 | | 7,924 |
Matsui Securities Company, Ltd. | | 2,100 | | 14,112 |
Matsushita Electric Industrial Company, Ltd. | | 55,500 | | 770,359 |
Matsushita Electric Works, Ltd. | | 9,000 | | 105,145 |
Mazda Motor Corp. (I) | | 44,000 | | 115,747 |
McDonald’s Holdings Company (Japan), Ltd. | | 1,900 | | 38,539 |
Mediceo Holdings Company, Ltd. | | 3,700 | | 43,794 |
MEIJI Holdings Company, Ltd. (I) | | 1,700 | | 68,283 |
Minebea Company, Ltd. | | 10,000 | | 54,537 |
Mitsubishi Chemical Holdings Corp. | | 31,000 | | 140,529 |
Mitsubishi Corp. | | 35,900 | | 895,826 |
Mitsubishi Electric Corp. (I) | | 53,000 | | 434,477 |
Mitsubishi Estate Company, Ltd. | | 32,000 | | 502,149 |
Mitsubishi Gas & Chemicals Company, Inc. | | 15,000 | | 80,961 |
Mitsubishi Heavy Industries, Ltd. | | 87,000 | | 323,703 |
Mitsubishi Logistics Corp. | | 3,000 | | 34,713 |
Mitsubishi Materials Corp. (I) | | 26,000 | | 67,231 |
Mitsubishi Motors Corp. (I)(L) | | 98,000 | | 139,989 |
Mitsubishi Rayon Company, Ltd. | | 12,000 | | 50,930 |
Mitsubishi UFJ Financial Group | | 352,200 | | 1,795,042 |
Mitsubishi UFJ Lease & | | | | |
Finance Company, Ltd. | | 1,140 | | 39,382 |
Mitsui & Company, Ltd. | | 47,900 | | 742,320 |
Mitsui Chemicals, Inc. | | 22,000 | | 60,521 |
Mitsui Engineering & | | | | |
Shipbuilding Company, Ltd. | | 19,000 | | 44,866 |
Mitsui Fudosan Company, Ltd. | | 23,000 | | 387,977 |
Mitsui Mining & Smelting Company, Ltd. (I) | | 13,000 | | 35,655 |
Mitsui O.S.K. Lines, Ltd. | | 30,000 | | 193,780 |
Mitsui Sumitomo Insurance Group Holdings | | 12,200 | | 312,739 |
Mitsui Trust Holdings, Inc. | | 22,000 | | 79,337 |
Mitsumi Electric Company, Ltd. | | 1,900 | | 36,186 |
Mizuho Financial Group, Inc. | | 376,700 | | 735,007 |
Mizuho Trust & Banking Company, Ltd. (I) | | 27,000 | | 26,179 |
Murata Manufacturing Company, Ltd. | | 5,800 | | 307,255 |
Namco Bandai Holdings, Inc. | | 5,100 | | 47,333 |
NEC Corp. (I) | | 66,000 | | 183,306 |
NGK INSULATORS, Ltd. | | 7,000 | | 150,880 |
NGK Spark Plug Company, Ltd. | | 3,000 | | 35,354 |
NHK Spring Company, Ltd. | | 3,000 | | 24,768 |
Nidec Corp. | | 2,900 | | 282,838 |
Nikon Corp. | | 8,700 | | 191,176 |
Nintendo Company, Ltd. | | 2,700 | | 735,140 |
Nippon Building Fund, Inc. | | 13 | | 114,995 |
Nippon Electric Glass Company, Ltd. | | 10,000 | | 130,181 |
Nippon Express Company, Ltd. | | 26,000 | | 107,046 |
Nippon Meat Packers, Inc. | | 4,000 | | 48,911 |
Nippon Mining Holdings, Inc. | | 23,000 | | 114,545 |
Nippon Oil Corp. | | 36,000 | | 192,681 |
Nippon Paper Group, Inc. | | 2,000 | | 50,999 |
Nippon Sheet Glass Company, Ltd. | | 12,000 | | 32,104 |
| |
The accompanying notes are an integral part of the financial statements. | 105 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Nippon Steel Corp. | | 146,000 | $ | 544,981 |
Nippon Telegraph & Telephone Corp. | | 14,400 | | 628,046 |
Nippon Yusen Kabushiki Kaisha | | 39,000 | | 141,208 |
NIPPONKOA Insurance Company, Ltd. | | 16,000 | | 98,082 |
Nishi-Nippon City Bank, Ltd. | | 17,000 | | 45,900 |
Nissan Chemical Industries, Ltd. | | 4,000 | | 53,913 |
Nissan Motor Company, Ltd. (I) | | 70,800 | | 563,057 |
Nissay Dowa General Insurance Company, Ltd. | | 2,000 | | 9,758 |
Nissha Printing Company, Ltd. | | 700 | | 24,751 |
Nisshin Seifun Group, Inc. | | 4,500 | | 59,378 |
Nisshin Steel Company | | 12,000 | | 22,124 |
Nisshinbo Holdings, Inc. | | 3,000 | | 29,280 |
Nissin Food Products Company, Ltd. | | 1,700 | | 58,760 |
Nitori Company, Ltd. | | 850 | | 68,121 |
Nitto Denko Corp. | | 4,500 | | 166,171 |
NOK Corp. | | 2,500 | | 34,825 |
Nomura Holdings, Inc. | | 98,400 | | 726,766 |
Nomura Real Estate Holdings, Inc. | | 2,400 | | 35,847 |
Nomura Real Estate Office Fund, Inc. | | 6 | | 35,208 |
Nomura Research Institute, Ltd. | | 2,400 | | 52,623 |
NSK, Ltd. | | 11,000 | | 77,399 |
NTN Corp. | | 12,000 | | 49,796 |
NTT Data Corp. | | 33 | | 102,401 |
NTT DoCoMo, Inc. | | 429 | | 663,302 |
NTT Urban Development Corp. | | 31 | | 24,735 |
Obayashi Corp. | | 22,000 | | 85,308 |
OBIC Company, Ltd. | | 130 | | 22,763 |
Odakyu Electric Railway Company, Ltd. | | 19,000 | | 161,414 |
Oji Paper Company, Ltd. | | 26,000 | | 111,162 |
Olympus Corp. | | 5,900 | | 182,006 |
Omron Corp. | | 5,100 | | 110,654 |
Ono Pharmaceutical Company, Ltd. | | 2,000 | | 92,277 |
Oracle Corp. - Japan | | 1,000 | | 46,251 |
Oriental Land Company, Ltd. | | 1,300 | | 93,056 |
ORIX Corp. | | 3,010 | | 231,634 |
Osaka Gas Company, Ltd. | | 52,000 | | 188,435 |
Otsuka Corp. | | 400 | | 24,576 |
Rakuten, Inc. (I) | | 218 | | 168,029 |
Resona Holdings, Inc. | | 12,200 | | 147,677 |
Ricoh Company, Ltd. | | 19,000 | | 264,109 |
Rinnai Corp. | | 1,000 | | 52,832 |
Rohm Company, Ltd. | | 2,600 | | 176,882 |
SANKYO Company, Ltd. | | 1,900 | | 91,695 |
Santen Pharmaceutical Company, Ltd. | | 1,900 | | 61,106 |
Sanyo Electric Company, Ltd. (I) | | 59,000 | | 99,694 |
Sapporo Hokuyo Holdings, Inc. | | 8,200 | | 35,982 |
Sapporo Holdings, Ltd. | | 7,000 | | 36,142 |
SBI Holdings, Inc. | | 446 | | 79,793 |
Secom Company, Ltd. | | 5,800 | | 265,966 |
SEGA SAMMY HOLDINGS, Inc. | | 4,700 | | 58,030 |
Seiko Epson Corp. | | 3,800 | | 64,455 |
Sekisui Chemical Company, Ltd. | | 11,000 | | 72,884 |
Sekisui House, Ltd. | | 14,000 | | 136,595 |
Senshu Ikeda Holdings Inc (I)(L) | | 16,000 | | 39,065 |
Seven & I Holdings Company, Ltd. | | 22,000 | | 494,559 |
Seven Bank, Ltd. | | 9 | | 18,711 |
Sharp Corp. | | 29,000 | | 335,631 |
Shikoku Electric Power Company, Inc. | | 5,400 | | 154,964 |
Shimadzu Corp. | | 5,000 | | 37,343 |
Shimamura Company, Ltd. | | 600 | | 52,262 |
Shimano, Inc. | | 2,200 | | 95,799 |
Shimizu Corp. | | 16,000 | | 61,900 |
Shin-Etsu Chemical Company, Ltd. | | 11,500 | | 618,122 |
Shinko Electric Industries Company, Ltd. | | 1,600 | | 23,154 |
Shinko Securities Company, Ltd. | | 14,000 | | 41,400 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Shinsei Bank, Ltd. (I)(L) | | 19,000 | $ | 21,263 |
Shionogi & Company, Ltd. | | 8,600 | | 175,593 |
Shiseido Company, Ltd. | | 8,900 | | 197,093 |
Shizuoka Bank, Ltd. | | 18,000 | | 159,361 |
Showa Denko KK | | 51,000 | | 103,212 |
Showa Shell Sekiyu KK | | 4,600 | | 32,548 |
SMC Corp. | | 1,600 | | 199,557 |
Softbank Corp. | | 20,600 | | 539,106 |
Sojitz Holdings Corp. | | 23,900 | | 42,579 |
Sompo Japan Insurance, Inc. | | 24,000 | | 166,289 |
Sony Corp. | | 27,600 | | 942,658 |
Sony Financial Holdings, Inc. | | 21 | | 61,224 |
Square Enix Company, Ltd. | | 1,800 | | 36,194 |
Stanley Electric Company, Ltd. | | 3,300 | | 60,568 |
Sumco Corp. | | 2,900 | | 52,699 |
Sumitomo Chemical Company, Ltd. | | 42,000 | | 186,083 |
Sumitomo Corp. | | 31,700 | | 345,062 |
Sumitomo Electric Industries, Ltd. | | 20,700 | | 248,555 |
Sumitomo Heavy Industries, Ltd. (I) | | 14,000 | | 72,413 |
Sumitomo Metal Industries, Ltd. | | 88,000 | | 243,122 |
Sumitomo Metal Mining Company, Ltd. | | 14,000 | | 198,303 |
Sumitomo Mitsui Financial Group | | 35,300 | | 1,136,875 |
Sumitomo Realty & | | | | |
Development Company, Ltd. | | 11,000 | | 195,145 |
Sumitomo Rubber Industries, Inc. | | 2,900 | | 23,554 |
Suruga Bank, Ltd. | | 5,000 | | 45,911 |
Suzuken Company, Ltd. | | 1,500 | | 49,662 |
Suzuki Motor Corp. | | 10,300 | | 218,940 |
Sysmex Corp. | | 800 | | 47,594 |
T&D Holdings, Inc. | | 7,250 | | 156,764 |
Taiheiyo Cement Corp. (I) | | 24,000 | | 31,305 |
Taisei Corp. | | 25,000 | | 51,730 |
Taisho Pharmaceuticals Company, Ltd. | | 3,000 | | 51,783 |
Taiyo Nippon Sanso Corp. | | 6,000 | | 54,515 |
Takashimaya Company, Ltd. | | 7,000 | | 54,018 |
Takeda Pharmaceutical Company, Ltd. | | 20,800 | | 942,091 |
Tanabe Seiyaku Company, Ltd. | | 5,000 | | 73,767 |
TDK Corp. | | 3,100 | | 190,961 |
Teijin, Ltd. | | 20,000 | | 58,718 |
Terumo Corp. | | 4,600 | | 249,224 |
The 77th Bank, Ltd. | | 9,000 | | 49,072 |
The Hachijuni Bank, Ltd. | | 10,000 | | 55,657 |
The Hiroshima Bank, Ltd. | | 13,000 | | 53,915 |
The Japan Steel Works, Ltd. | | 9,000 | | 102,899 |
The Sumitomo Trust & | | | | |
Banking Company, Ltd. | | 40,000 | | 226,197 |
The Tokyo Electric Power Company, Inc. | | 33,500 | | 919,569 |
THK Company, Ltd. | | 3,000 | | 58,051 |
Tobu Railway Company, Ltd. | | 23,000 | | 126,292 |
Toho Company, Ltd. | | 2,300 | | 37,602 |
Toho Gas Company, Ltd. | | 10,000 | | 54,696 |
Tohoku Electric Power Company, Inc. | | 11,200 | | 243,644 |
Tokio Marine Holdings, Inc. | | 20,300 | | 573,404 |
Tokuyama Corp. | | 7,000 | | 37,398 |
Tokyo Electron, Ltd. | | 4,700 | | 290,048 |
Tokyo Gas Company, Ltd. | | 64,000 | | 278,736 |
Tokyo Steel Manufacturing Company, Ltd. | | 2,400 | | 26,536 |
Tokyo Tatemono Company, Ltd. | | 7,000 | | 24,699 |
Tokyu Corp. | | 31,000 | | 131,481 |
Tokyu Land Corp. | | 10,000 | | 36,200 |
TonenGeneral Sekiyu KK | | 6,000 | | 48,942 |
Toppan Printing Company, Ltd. | | 15,000 | | 130,223 |
Toray Industries, Inc. | | 35,000 | | 192,859 |
Toshiba Corp. (I) | | 115,000 | | 575,301 |
Tosoh Corp. | | 12,000 | | 28,741 |
| |
The accompanying notes are an integral part of the financial statements. | 106 |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Toto, Ltd. | | 7,000 | $ | 46,521 |
Toyo Seikan Kaisha, Ltd. | | 3,900 | | 63,695 |
Toyo Suisan Kaisha, Ltd. | | 2,000 | | 55,743 |
Toyoda Gosei Company, Ltd. | | 1,600 | | 41,441 |
Toyota Boshoku Corp. | | 1,800 | | 31,047 |
Toyota Industries Corp. | | 5,600 | | 146,778 |
Toyota Motor Corp. | | 81,800 | | 3,061,240 |
Toyota Tsusho Corp. | | 5,100 | | 73,144 |
Trend Micro, Inc. (I) | | 2,500 | | 85,975 |
Tsumura & Company, Ltd. | | 1,300 | | 39,948 |
Ube Industries, Ltd. | | 22,000 | | 57,132 |
Unicharm Corp. | | 1,000 | | 95,864 |
UNY Company, Ltd. | | 3,500 | | 27,438 |
Ushio, Inc. | | 2,900 | | 46,926 |
USS Company, Ltd. | | 570 | | 36,981 |
West Japan Railway Company, Ltd. | | 49 | | 172,439 |
Yahoo! Japan Corp. | | 378 | | 141,410 |
Yakult Honsha Company, Ltd. | | 2,400 | | 72,941 |
Yamada Denki Company, Ltd. | | 2,680 | | 186,502 |
Yamaguchi Financial Group, Inc. | | 7,000 | | 76,735 |
Yamaha Corp. | | 3,400 | | 40,179 |
Yamaha Motor Company, Ltd. (I) | | 6,900 | | 91,654 |
Yamato Kogyo Company, Ltd. | | 1,200 | | 37,874 |
Yamato Transport Company, Ltd. | | 11,400 | | 152,070 |
Yamazaki Baking Company, Ltd. | | 3,000 | | 39,227 |
YASKAWA Electric Corp. | | 6,000 | | 47,226 |
Yokogawa Electric Corp. | | 4,400 | | 36,168 |
| | | |
|
| | | | 59,299,890 |
Luxembourg - 0.32% | | | | |
ArcelorMittal | | 23,606 | | 899,645 |
Millicom International Cellular SA | | 2,076 | | 175,626 |
SES SA | | 8,435 | | 204,370 |
| | | |
|
| | | | 1,279,641 |
Macau - 0.02% | | | | |
Sands China, Ltd. | | 59,600 | | 82,808 |
Malaysia - 0.58% | | | | |
AirAsia BHD (I) | | 17,100 | | 7,229 |
Alliance Financial Group BHD | | 32,900 | | 26,911 |
AMMB Holdings BHD | | 59,000 | | 84,860 |
Asiatic Development BHD | | 12,400 | | 22,545 |
Berjaya Sports Toto BHD | | 14,035 | | 17,594 |
British American Tobacco Malaysia BHD (L) | | 2,500 | | 30,813 |
Bursa Malaysia BHD | | 7,600 | | 16,265 |
Commerce Asset Holdings BHD | | 63,700 | | 243,455 |
Digi.Com BHD | | 10,400 | | 68,764 |
Gamuda BHD | | 49,500 | | 40,247 |
Genting BHD | | 61,500 | | 113,913 |
Hong Leong Bank BHD | | 11,600 | | 28,663 |
Hong Leong Credit BHD | | 4,400 | | 9,947 |
IGB Corp. BHD (I) | | 13,900 | | 7,162 |
IJM Corp. BHD | | 43,260 | | 56,344 |
IOI Corp. BHD | | 100,053 | | 157,717 |
KLCC Property Holdings BHD | | 8,900 | | 8,551 |
KNM Group BHD | | 100,800 | | 23,821 |
Kuala Lumpur Kepong BHD | | 13,400 | | 65,846 |
Lafarge Malayan Cement BHD | | 7,380 | | 13,656 |
Malayan Banking BHD | | 100,387 | | 205,408 |
Malaysian Airline System BHD (I) | | 7,200 | | 4,397 |
Maxis BHD | | 42,600 | | 69,091 |
MISC BHD | | 34,080 | | 77,499 |
MMC Corp. BHD | | 44,200 | | 31,676 |
Parkson Holdings BHD | | 18,887 | | 30,660 |
Petronas Dagangan BHD | | 5,200 | | 13,359 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Malaysia (continued) | | | | |
Petronas Gas BHD | | 16,800 | $ | 47,610 |
PLUS Expressways BHD | | 35,400 | | 35,855 |
PPB Group BHD | | 17,000 | | 80,894 |
Public Bank BHD | | 1,527 | | 4,976 |
Public Bank BHD - Foreign Market Shares | | 27,000 | | 88,148 |
Resorts World BHD | | 81,800 | | 65,468 |
RHB Capital BHD | | 3,200 | | 4,960 |
Sime Darby BHD | | 72,938 | | 181,175 |
SP Setia BHD | | 15,150 | | 18,590 |
Tanjong PLC | | 2,800 | | 14,485 |
Telekom Malaysia BHD | | 30,000 | | 28,711 |
Tenaga Nasional BHD | | 48,600 | | 113,720 |
TM International BHD (I) | | 63,125 | | 69,275 |
UEM Land Holdings BHD (I) | | 20,250 | | 8,447 |
UMW Holdings BHD | | 7,100 | | 13,079 |
YTL Corp. BHD | | 27,846 | | 58,834 |
YTL Power International BHD | | 40,903 | | 25,947 |
| | | |
|
| | | | 2,336,567 |
Malta - 0.00% | | | | |
BGP Holdings PLC (I) | | 181,302 | | 0 |
Mexico - 1.02% | | | | |
Alfa SA de CV | | 10,600 | | 71,339 |
America Movil SAB de CV, Series L | | 500,300 | | 1,113,875 |
America Movil SAB de CV, Series L ADR | | 577 | | 25,717 |
Carso Global Telecom SAB de CV (I) | | 21,800 | | 97,669 |
Cemex SA de CV (I) | | 253,931 | | 243,828 |
Cemex SAB de CV, SADR (I) | | 775 | | 7,409 |
Coca-Cola Femsa SA de CV | | 10,100 | | 65,437 |
Desarrolladora Homex SA de CV (I) | | 6,900 | | 31,480 |
Fomento Economico Mexicano SA de CV | | 62,700 | | 269,330 |
Fresnillo PLC | | 5,418 | | 61,993 |
Grupo Aeroportuario del Pacifico SA de | | | | |
CV, Series B | | 15,900 | | 54,251 |
Grupo Bimbo SA de CV | | 12,300 | | 89,749 |
Grupo Carso SA de CV | | 20,301 | | 72,286 |
Grupo Elektra SA de CV | | 2,000 | | 105,459 |
Grupo Financiero Banorte SA de CV | | 42,141 | | 157,834 |
Grupo Financiero Inbursa SA de CV | | 21,033 | | 72,917 |
Grupo Mexico SAB de CV, Series B | | 103,907 | | 247,196 |
Grupo Modelo SA (I) | | 16,400 | | 91,251 |
Grupo Televisa SA | | 65,800 | | 243,305 |
Grupo Televisa SA, SADR | | 940 | | 17,352 |
Industrias Penoles SA de CV | | 3,400 | | 68,070 |
Kimberly-Clark de Mexico SA de CV | | 17,100 | | 90,850 |
Mexichem SAB de CV | | 38,825 | | 90,512 |
Telefonos de Mexico SA de CV | | 166,000 | | 130,296 |
Telmex Internacional SAB de CV | | 160,900 | | 146,692 |
Urbi Desarrollos Urbanos SA de CV (I) | | 15,400 | | 33,985 |
Wal-Mart de Mexico SA de CV, Series V | | 80,888 | | 401,642 |
| | | |
|
| | | | 4,101,724 |
Netherlands - 2.27% | | | | |
Aegon NV (I) | | 45,684 | | 288,901 |
Akzo Nobel NV | | 6,595 | | 335,513 |
ASML Holding NV | | 12,278 | | 376,059 |
Corio NV | | 1,776 | | 109,924 |
Fugro NV | | 1,949 | | 113,230 |
Heineken Holding NV | | 3,314 | | 135,207 |
Heineken NV | | 6,981 | | 342,847 |
ING Groep NV (I) | | 102,563 | | 920,324 |
Koninklijke (Royal) KPN NV | | 47,436 | | 755,915 |
Koninklijke Ahold NV | | 33,915 | | 415,736 |
Koninklijke Boskalis Westinster NV | | 2,309 | | 74,336 |
Koninklijke DSM NV | | 4,410 | | 184,383 |
| | |
The accompanying notes are an integral part of the financial statements. | 107 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Netherlands (continued) | | | | |
Koninklijke Vopak NV (I) | | 961 | $ | 70,708 |
Philips Electronics NV | | 27,466 | | 803,364 |
Randstad Holdings NV (I) | | 3,083 | | 129,132 |
Reed Elsevier NV | | 20,737 | | 237,526 |
Royal Dutch Shell PLC, B Shares | | 74,699 | | 1,955,896 |
SBM Offshore NV | | 4,851 | | 86,102 |
TNT NV | | 10,832 | | 280,493 |
Unilever NV | | 45,679 | | 1,375,112 |
Wolters Kluwer NV | | 8,253 | | 166,425 |
| | | |
|
| | | | 9,157,133 |
New Zealand - 0.07% | | | | |
Auckland International Airport, Ltd. | | 27,486 | | 35,668 |
Contact Energy, Ltd. (I) | | 5,310 | | 22,618 |
Fletcher Building, Ltd. | | 20,485 | | 113,288 |
Sky City Entertainment Group, Ltd. | | 13,600 | | 30,309 |
Telecom Corp. of New Zealand, Ltd. | | 49,700 | | 79,862 |
| | | |
|
| | | | 281,745 |
Norway - 0.46% | | | | |
DnB NOR ASA (I) | | 25,177 | | 273,646 |
Norsk Hydro ASA (I) | | 19,777 | | 133,277 |
Orkla ASA | | 22,774 | | 178,490 |
Renewable Energy Corp. AS (I) | | 11,215 | | 39,835 |
Statoil ASA | | 31,240 | | 701,385 |
Telenor ASA (I) | | 23,800 | | 300,984 |
Yara International ASA | | 5,400 | | 222,575 |
| | | |
|
| | | | 1,850,192 |
Peru - 0.09% | | | | |
Cia Minera Milpo SAA | | 22,248 | | 51,402 |
Compania de Minas Buenaventura SA | | 2,418 | | 80,657 |
Compania de Minas Buenaventura SA, ADR | | 2,819 | | 94,747 |
Credicorp SA | | 840 | | 65,100 |
Credicorp, Ltd., ADR | | 546 | | 42,643 |
Southern Peru Copper Corp. | | 1,346 | | 39,707 |
| | | |
|
| | | | 374,256 |
Philippines - 0.11% | | | | |
Ascendas Real Estate Investment Trust | | 46,000 | | 63,183 |
Ayala Corp. | | 8,363 | | 52,954 |
Ayala Land, Inc. | | 118,600 | | 28,867 |
Banco De Oro | | 49,014 | | 40,340 |
Bank of the Philippine Islands | | 58,268 | | 59,305 |
Globe Telecommunications, Inc. | | 690 | | 14,492 |
Jollibee Foods Corp. | | 9,000 | | 11,183 |
Manila Electric Company | | 9,142 | | 35,697 |
Metropolitan Bank & Trust Company | | 12,800 | | 12,331 |
Philippine Long Distance Telephone Company | | 1,100 | | 61,972 |
PNOC Energy Development Corp. | | 166,001 | | 17,228 |
SM Investments Corp. | | 3,594 | | 28,215 |
SM Prime Holdings, Ltd. | | 84,941 | | 17,474 |
| | | |
|
| | | | 443,241 |
Poland - 0.28% | | | | |
Asseco Poland SA | | 1,956 | | 37,479 |
Bank Handlowy w Warszawie SA (I) | | 917 | | 23,126 |
Bank Millennium SA (I) | | 26,612 | | 35,590 |
Bank Pekao SA (I) | | 3,147 | | 171,457 |
Bank Zachodni WBK SA (I) | | 915 | | 55,422 |
Boryszew SA (I) | | 550 | | 304 |
BRE Bank SA (I) | | 340 | | 27,194 |
Cyfrowy Polsat SA | | 2,783 | | 13,857 |
Getin Holding SA (I) | | 12,724 | | 39,983 |
Globe Trade Centre SA (I) | | 4,447 | | 32,143 |
Grupa Lotos SA (I) | | 2,585 | | 24,408 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Poland (continued) | | | | |
ING Bank Slaski SA (I) | | 96 | $ | 21,750 |
KGHM Polska Miedz SA | | 3,333 | | 111,240 |
PBG SA (I) | | 99 | | 6,710 |
Polish Oil & Gas Company | | 19,646 | | 24,104 |
Polska Grupa Energetyczna SA | | 8,639 | | 65,363 |
Polski Koncern Naftowy Orlen SA (I) | | 8,002 | | 90,635 |
Powszechna Kasa Oszczednosci Bank | | | | |
Polski SA | | 16,501 | | 209,825 |
Sygnity SA (I) | | 160 | | 696 |
Telekomunikacja Polska SA | | 20,599 | | 110,283 |
TVN SA | | 6,487 | | 34,160 |
| | | |
|
| | | | 1,135,729 |
Portugal - 0.17% | | | | |
Banco Comercial dos Acores SA | | 88,835 | | 89,947 |
Banco Espirito Santo SA | | 14,371 | | 71,684 |
Brisa Auto Estrada SA | | 3,494 | | 28,006 |
Cimpor-Cimentos De Portugal SA | | 4,112 | | 30,390 |
Electricidade de Portugal SA | | 39,468 | | 144,824 |
Galp Energia SGPS SA | | 3,671 | | 59,610 |
Jeronimo Martins SGPS SA | | 8,639 | | 82,929 |
Portugal Telecom SGPS SA | | 18,200 | | 191,556 |
| | | |
|
| | | | 698,946 |
Russia - 1.41% | | | | |
Comstar United Telesystems, GDR | | 5,105 | | 29,609 |
Federal Grid Company Unified Energy System | | | | |
JSC, GDR (I)(S) | | 1,540 | | 7,754 |
Gazprom Neft, SADR | | 1,693 | | 38,770 |
Gazprom OAO | | 6,150 | | 136,912 |
Gazprom OAO, SADR | | 82,581 | | 1,836,601 |
JSC MMC Norilsk Nickel, ADR (I) | | 32,543 | | 491,074 |
Lukoil OAO, ADR (L) | | 17,795 | | 934,238 |
Mechel, SADR | | 4,406 | | 101,338 |
Mobile TeleSystems, SADR | | 5,997 | | 313,943 |
NovaTek OAO, ADR | | 2,746 | | 175,315 |
Novolipetsk Steel, ADR (I) | | 3,160 | | 97,644 |
Polyus Gold Company ZAO, SADR | | 3,630 | | 97,466 |
Rosneft Oil Company (I) | | 27,337 | | 211,243 |
Rosneft Oil Company, GDR (I) | | 19,280 | | 148,842 |
Rostelecom, ADR | | 877 | | 24,582 |
Severstal, ADR (I) | | 4,900 | | 59,290 |
Sibirtelecom, ADR | | 424 | | 4,622 |
Sistema JSFC, Reg. S, GDR (I) | | 2,929 | | 74,721 |
Surgutneftegaz SADR | | 17,331 | | 85,788 |
Surgutneftegaz, ADR (L) | | 21,507 | | 175,712 |
Tatneft, ADR (I) | | 6,077 | | 184,984 |
TMK OAO (I) | | 1,674 | | 29,797 |
Uralkali (I) | | 4,492 | | 94,192 |
UralsvyAzinform, ADR | | 1,471 | | 8,296 |
Vimpel-Communications, SADR | | 9,269 | | 171,940 |
VolgaTelecom, ADR | | 1,172 | | 8,204 |
VTB Bank OJSC, GDR | | 20,343 | | 98,152 |
Wimm-Bill-Dann Foods OJSC, ADR (I) | | 2,144 | | 43,909 |
| | | |
|
| | | | 5,684,938 |
Singapore - 0.97% | | | | |
Capitaland, Ltd. | | 73,500 | | 197,550 |
CapitaMall Trust | | 69,200 | | 87,094 |
CapitaMalls Asia, Ltd. | | 40,000 | | 64,858 |
City Developments, Ltd. | | 14,000 | | 102,347 |
ComfortDelGro Corp., Ltd. | | 63,000 | | 69,455 |
Cosco Corp. Singapore, Ltd. | | 31,000 | | 26,893 |
DBS Group Holdings, Ltd. | | 46,500 | | 462,979 |
Fraser and Neave, Ltd. | | 26,000 | | 78,821 |
Golden Agri-Resources, Ltd. (I) | | 220,240 | | 82,996 |
| | |
The accompanying notes are an integral part of the financial statements. | 108 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Singapore (continued) | | | | |
Jardine Cycle and Carriage, Ltd. | | 4,254 | $ | 73,455 |
Keppel Corp., Ltd. | | 37,210 | | 222,559 |
Neptune Orient Lines, Ltd. | | 29,750 | | 37,653 |
Olam International, Ltd. | | 35,799 | | 62,051 |
Oversea-Chinese Banking Corp., Ltd. | | 71,757 | | 433,273 |
SembCorp Industries, Ltd. | | 31,000 | | 83,110 |
SembCorp Marine, Ltd. | | 28,600 | | 75,453 |
Singapore Airlines, Ltd. | | 15,140 | | 160,305 |
Singapore Airport Terminal Services, Ltd. | | 9,592 | | 17,807 |
Singapore Exchange, Ltd. | | 23,000 | | 126,340 |
Singapore Press Holdings, Ltd. | | 47,000 | | 124,091 |
Singapore Technologies Engineering, Ltd. | | 39,000 | | 86,817 |
Singapore Telecommunications, Ltd. | | 216,950 | | 470,820 |
StarHub, Ltd. | | 17,000 | | 25,889 |
United Overseas Bank, Ltd. | | 34,000 | | 451,702 |
UOL Group, Ltd. | | 18,000 | | 50,947 |
Wilmar International, Ltd. | | 38,000 | | 175,991 |
Yangzijiang Shipbuilding Holdings, Ltd. | | 63,000 | | 51,132 |
| | | |
|
| | | | 3,902,388 |
South Africa - 1.37% | | | | |
ABSA Group, Ltd. | | 8,857 | | 152,413 |
African Bank Investments, Ltd. | | 23,905 | | 95,976 |
African Rainbow Minerals, Ltd. | | 2,003 | | 47,781 |
Anglo Platinum, Ltd. (I) | | 1,738 | | 161,077 |
AngloGold Ashanti, Ltd. | | 7,761 | | 280,709 |
Aspen Pharmacare Holdings, Ltd. (I) | | 4,629 | | 42,580 |
Aveng, Ltd. | | 8,562 | | 41,493 |
Bidvest Group, Ltd. | | 8,527 | | 145,838 |
Discovery Holdings, Ltd., ADR | | 9,351 | | 40,735 |
FirstRand, Ltd. | | 75,270 | | 177,492 |
Foschini, Ltd. | | 3,146 | | 24,643 |
Gold Fields, Ltd. | | 16,846 | | 193,376 |
Growthpoint Properties, Ltd. | | 32,989 | | 62,113 |
Harmony Gold Mining Company, Ltd. | | 8,001 | | 72,387 |
Hulamin, Ltd. | | 83 | | 124 |
Impala Platinum Holdings, Ltd. | | 15,488 | | 377,326 |
Imperial Holdings, Ltd. | | 2,765 | | 33,604 |
Investec, Ltd. | | 4,018 | | 28,370 |
Kumba Iron Ore, Ltd. | | 2,317 | | 110,258 |
Kumba Resources, Ltd. | | 1,715 | | 25,548 |
Liberty Holdings, Ltd. | | 1,135 | | 10,327 |
Massmart Holdings, Ltd. | | 6,494 | | 77,167 |
Mittal Steel South Africa, Ltd. | | 5,872 | | 88,818 |
MTN Group, Ltd. | | 41,838 | | 606,654 |
Murray & Roberts Holdings, Ltd. | | 5,381 | | 26,921 |
Naspers, Ltd. | | 10,537 | | 393,518 |
Nedbank Group, Ltd. | | 3,842 | | 59,748 |
Network Healthcare Holdings, Ltd. (I) | | 20,102 | | 33,422 |
Northam Platinum, Ltd. | | 5,571 | | 32,161 |
Pick’n Pay Stores, Ltd. | | 4,684 | | 24,514 |
Pretoria Portland Cement Company, Ltd. | | 8,925 | | 37,584 |
Redefine Income Fund, Ltd. | | 68,088 | | 66,852 |
Remgro, Ltd. | | 11,916 | | 138,959 |
Reunert, Ltd. | | 2,083 | | 14,892 |
RMB Holdings, Ltd. | | 14,519 | | 55,331 |
Sanlam, Ltd. | | 55,213 | | 174,796 |
Sappi, Ltd. (I) | | 15,318 | | 58,600 |
Sasol, Ltd. | | 15,551 | | 568,283 |
Shoprite Holdings, Ltd. | | 12,750 | | 123,703 |
Standard Bank Group, Ltd. | | 31,128 | | 433,552 |
Steinhoff International Holdings, Ltd. (I) | | 38,329 | | 94,992 |
Telkom SA, Ltd. | | 4,799 | | 20,866 |
Tiger Brands, Ltd. | | 4,846 | | 110,488 |
Truworths International, Ltd. | | 8,531 | | 54,603 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
South Africa (continued) | | | | |
Vodacom Group Pty, Ltd. | | 7,004 | $ | 48,782 |
Woolworths Holdings, Ltd. | | 12,339 | | 32,959 |
| | | |
|
| | | | 5,502,335 |
South Korea - 2.70% | | | | |
Amorepacific Corp. | | 96 | | 64,874 |
Asiana Airlines, Inc. (I) | | 676 | | 2,202 |
Busan Bank | | 5,225 | | 52,430 |
Celltrion, Inc. (I) | | 2,300 | | 35,465 |
Cheil Industries, Inc. | | 1,480 | | 75,241 |
CJ CheilJedang Corp. | | 238 | | 42,956 |
Daegu Bank | | 4,210 | | 53,677 |
Daelim Industrial Company, Ltd. | | 690 | | 42,362 |
Daewoo Engineering & | | | | |
Construction Company, Ltd. | | 4,529 | | 44,289 |
Daewoo International Corp. | | 1,795 | | 56,129 |
Daewoo Securities Company, Ltd. | | 3,370 | | 56,137 |
Daewoo Shipbuilding & Marine | | | | |
Engineering Company, Ltd. | | 3,220 | | 55,876 |
DC Chemical Company, Ltd. | | 280 | | 42,573 |
Dongbu Insurance Company, Ltd. | | 1,320 | | 35,811 |
Dongkuk Steel Mill Company, Ltd. | | 1,380 | | 27,102 |
Doosan Corp. | | 310 | | 28,826 |
Doosan Heavy Industries and | | | | |
Construction Company, Ltd. | | 1,150 | | 86,460 |
Doosan Infracore Company, Ltd. | | 2,880 | | 46,246 |
GLOVIS Company, Ltd. | | 280 | | 23,871 |
GS Engineering & Construction Corp. | | 860 | | 64,568 |
GS Holdings Corp. | | 1,810 | | 59,561 |
Hana Financial Group, Inc. | | 5,340 | | 154,048 |
Hanjin Heavy Industries & | | | | |
Construction Company, Ltd. | | 1,508 | | 28,314 |
Hanjin Shipping Company, Ltd. | | 2,213 | | 52,659 |
Hanjin Shipping Holdings Company, Ltd. | | 426 | | 5,832 |
Hankook Tire Company, Ltd. | | 2,600 | | 52,037 |
Hanwha Chemical Corp. | | 3,004 | | 39,446 |
Hanwha Corp. | | 1,570 | | 57,941 |
Hite Brewery Company, Ltd. | | 147 | | 18,006 |
Hite Holdings Company, Ltd. | | 183 | | 3,217 |
Honam Petrochemical Corp. | | 500 | | 51,469 |
Hynix Semiconductor, Inc. (I) | | 12,430 | | 224,784 |
Hyosung Corp. | | 840 | | 63,317 |
Hyundai Department Store Company, Ltd. | | 490 | | 42,003 |
Hyundai Development Company | | 1,320 | | 37,987 |
Hyundai Engineering & | | | | |
Construction Company, Ltd. | | 1,450 | | 74,794 |
Hyundai Heavy Industries Company, Ltd. | | 1,100 | | 195,623 |
Hyundai Mipo Dockyard Company, Ltd. | | 360 | | 40,308 |
Hyundai Mobis | | 1,820 | | 232,775 |
Hyundai Motor Company, Ltd. | | 4,090 | | 405,107 |
Hyundai Motor Company, Ltd. - | | | | |
Preferred Shares | | 560 | | 19,127 |
Hyundai Securities Company, Ltd. | | 4,428 | | 49,750 |
Hyundai Steel Company | | 1,580 | | 120,818 |
Industrial Bank of Korea (I) | | 6,000 | | 68,215 |
Kangwon Land, Inc. | | 3,600 | | 51,196 |
KB Financial Group, Inc. (I) | | 6,359 | | 266,991 |
KB Financial Group, Inc., ADR (I) | | 2,563 | | 107,313 |
KCC Corp. | | 160 | | 48,634 |
Kia Motors Corp. (I) | | 6,270 | | 117,456 |
Korea Electric Power Corp. (I) | | 7,353 | | 235,069 |
Korea Exchange Bank | | 7,470 | | 82,053 |
Korea Gas Corp. | | 780 | | 33,876 |
Korea Investment Holdings Company, Ltd. | | 620 | | 16,180 |
Korea Line Corp. | | 240 | | 8,890 |
| | |
The accompanying notes are an integral part of the financial statements. | 109 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
South Korea (continued) | | | | |
Korea Zinc Company, Ltd. | | 290 | $ | 45,758 |
Korean Air Lines Company, Ltd. (I) | | 1,207 | | 60,523 |
Korean Reinsurance Company, Ltd. | | 12 | | 109 |
KT Corp. | | 3,252 | | 124,976 |
KT&G Corp. | | 3,160 | | 175,164 |
Kumho Industrial Company, Ltd. | | 960 | | 3,557 |
LG Chem, Ltd. | | 1,229 | | 227,555 |
LG Corp. | | 2,390 | | 125,594 |
LG Display Company, Ltd. (I) | | 6,346 | | 190,029 |
LG Display Company, Ltd., ADR (I) | | 439 | | 6,603 |
LG Electronics, Inc. | | 2,540 | | 234,073 |
LG Household & Health Care, Ltd. | | 270 | | 64,577 |
LG Telecom, Ltd. | | 9,657 | | 64,415 |
Lotte Confectionery Company, Ltd. | | 20 | | 21,112 |
Lotte Shopping Company, Ltd. | | 270 | | 74,302 |
LS Cable, Ltd. | | 410 | | 33,128 |
LS Industrial Systems Company, Ltd. | | 420 | | 29,487 |
Mirae Asset Securities Company, Ltd. | | 454 | | 23,077 |
NCSoft Corp. | | 340 | | 38,939 |
NHN Corp. (I) | | 1,202 | | 187,470 |
POSCO | | 1,616 | | 742,836 |
POSCO, SADR | | 575 | | 66,390 |
S-Oil Corp. | | 1,520 | | 71,281 |
S1 Corp. | | 840 | | 32,656 |
Samsung Card Company, Ltd. | | 1,190 | | 51,991 |
Samsung Corp. | | 3,457 | | 175,972 |
Samsung Digital Imaging Company, Ltd. (I) | | 647 | | 23,989 |
Samsung Electro-Mechanics Company, Ltd. | | 1,660 | | 142,982 |
Samsung Electronics Company, Ltd. | | 3,012 | | 1,930,341 |
Samsung Engineering Company, Ltd. | | 860 | | 90,738 |
Samsung Fire & Marine | | | | |
Insurance Company, Ltd. | | 1,110 | | 176,454 |
Samsung Heavy Industries Company, Ltd. | | 4,611 | | 97,908 |
Samsung SDI Company, Ltd. | | 1,020 | | 112,875 |
Samsung Securities Company, Ltd. | | 1,180 | | 62,905 |
Samsung Techwin Company, Ltd. | | 1,062 | | 68,247 |
Shinhan Financial Group Company, Ltd. (I) | | 11,043 | | 397,872 |
Shinsegae Company, Ltd. | | 392 | | 179,068 |
Sk Broadband Company, Ltd. (I) | | 6,459 | | 27,829 |
SK Energy Company, Ltd. | | 1,516 | | 139,681 |
SK Holdings Company, Ltd. | | 563 | | 41,918 |
SK Networks Company, Ltd. | | 2,740 | | 24,657 |
SK Telecom Company, Ltd. | | 1,107 | | 164,700 |
STX Pan Ocean Company, Ltd. | | 4,057 | | 41,226 |
STX Shipbuilding Company, Ltd. | | 1,620 | | 16,675 |
Taewoong Company, Ltd. | | 440 | | 28,912 |
Tong Yang Investment Bank | | 1,771 | | 16,159 |
Woongjin Coway Company, Ltd. | | 1,690 | | 50,632 |
Woori Finance Holdings Company, Ltd. (I) | | 7,600 | | 85,398 |
Woori Investment & Securities Company, Ltd. | | 3,040 | | 38,872 |
Yuhan Corp. | | 300 | | 42,153 |
| | | |
|
| | | | 10,875,656 |
Spain - 2.58% | | | | |
Abertis Infraestructuras SA | | 7,524 | | 141,832 |
Acciona SA | | 503 | | 55,903 |
Acerinox SA | | 2,956 | | 50,516 |
ACS Actividades de Construccion y | | | | |
Servicios SA | | 4,089 | | 181,719 |
Banco Bilbao Vizcaya Argentaria SA | | 99,918 | | 1,299,135 |
Banco de Sabadell SA (L) | | 27,054 | | 130,940 |
Banco de Valencia SA (L) | | 3,702 | | 23,817 |
Banco Popular Espanol SA (L) | | 21,611 | | 143,089 |
Banco Santander SA | | 227,531 | | 2,966,936 |
Bankinter SA | | 5,678 | | 46,365 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Spain (continued) | | | | |
Cintra Concesiones de Infraestructuras de | | | | |
Transporte SA | | 12,480 | $ | 110,003 |
Criteria Caixacorp SA | | 18,837 | | 86,187 |
EDP Renovaveis SA (I) | | 8,841 | | 71,251 |
Enagas | | 3,943 | | 82,307 |
Fomento de Construcciones SA | | 688 | | 23,081 |
Gamesa Corporacion Tecnologica SA | | 3,654 | | 45,469 |
Gas Natural SDG SA | | 5,044 | | 92,545 |
Gestevision Telecinco SA | | 1,373 | | 18,160 |
Grifols SA | | 2,615 | | 39,550 |
Iberdrola Renovables SA | | 25,919 | | 108,659 |
Iberdrola SA | | 98,978 | | 796,987 |
Iberia Lineas Aereas de Espana SA (I) | | 5,605 | | 16,918 |
Inditex SA | | 5,522 | | 325,625 |
Indra Sistemas SA | | 1,985 | | 40,622 |
Mapfre SA | | 13,669 | | 49,226 |
Red Electrica De Espana | | 2,909 | | 146,428 |
Repsol YPF SA | | 20,195 | | 457,447 |
Sacyr Vallehermoso SA (I) | | 1,366 | | 11,105 |
Telefonica SA | | 118,170 | | 2,775,554 |
Zardoya Otis SA | | 3,028 | | 55,042 |
| | | |
|
| | | | 10,392,418 |
Sweden - 1.70% | | | | |
Alfa Laval AB | | 7,500 | | 106,403 |
Assa Abloy AB, Series B | | 9,400 | | 176,469 |
Atlas Copco AB, Series A | | 19,168 | | 271,370 |
Atlas Copco AB, Series B | | 9,473 | | 122,290 |
Electrolux AB (I) | | 6,723 | | 142,843 |
Ericsson (LM), Series B | | 80,000 | | 800,258 |
Getinge AB, Series B | | 6,266 | | 144,474 |
Hennes & Mauritz AB | | 13,750 | | 834,020 |
Holmen AB, Seires B | | 1,300 | | 32,271 |
Husqvarna AB, B Shares (I) | | 9,889 | | 63,688 |
Investor AB, B Shares | | 11,800 | | 209,632 |
Lundin Petroleum AB (I) | | 4,175 | | 31,713 |
Nordea Bank AB | | 91,175 | | 890,408 |
Sandvik AB | | 25,611 | | 275,663 |
Scania AB, Series B | | 7,000 | | 98,903 |
Securitas AB, Seires B | | 10,000 | | 107,956 |
Skandinaviska Enskilda Banken AB (I) | | 42,280 | | 256,153 |
Skanska AB, Seires B | | 11,500 | | 190,227 |
SKF AB, B Shares | | 11,700 | | 184,896 |
SSAB AB, Series A | | 4,300 | | 72,062 |
SSAB Svenskt Stal AB, Series B | | 1,150 | | 17,515 |
Svenska Cellulosa AB, B Shares | | 16,400 | | 242,507 |
Svenska Handelsbanken AB | | 13,800 | | 376,649 |
Swedbank AB, Class A (I) | | 17,150 | | 164,168 |
Swedish Match AB | | 7,500 | | 170,808 |
Tele2 AB, Series B | | 7,491 | | 111,412 |
Teliasonera AB | | 62,500 | | 432,580 |
Volvo AB, Seires B | | 30,300 | | 256,622 |
Volvo AB, Series A | | 9,356 | | 78,463 |
| | | |
|
| | | | 6,862,423 |
Switzerland - 5.57% | | | | |
ABB, Ltd. (I) | | 62,853 | | 1,270,853 |
Actelion, Ltd. (I) | | 3,025 | | 154,201 |
Adecco SA (L) | | 3,628 | | 180,389 |
Aryzta AG | | 3,099 | | 116,138 |
Baloise Holding AG | | 1,537 | | 132,248 |
BKW FMB Energie AG | | 713 | | 52,073 |
Compagnie Financiere Richemont SA | | 14,672 | | 494,425 |
Credit Suisse Group AG | | 32,055 | | 1,427,137 |
GAM Holding, Ltd. | | 6,587 | | 71,857 |
| | |
The accompanying notes are an integral part of the financial statements. | 110 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Switzerland (continued) | | | | |
Geberit AG | | 1,150 | $ | 196,968 |
Givaudan AG | | 226 | | 185,654 |
Holcim, Ltd. (I) | | 6,842 | | 452,710 |
Julius Baer Group, Ltd. | | 6,086 | | 189,625 |
Kuehne & Nagel International AG | | 1,628 | | 147,671 |
Lindt & Spruengli AG-PC | | 36 | | 73,378 |
Lindt & Spruengli AG-REG | | 5 | | 116,356 |
Logitech International SA (I) | | 7,398 | | 113,891 |
Lonza Group AG | | 1,429 | | 112,574 |
Nestle SA | | 98,767 | | 4,913,891 |
Nobel Biocare Holding AG (L) | | 4,707 | | 119,697 |
Novartis AG (L) | | 60,103 | | 3,333,895 |
Pargesa Holding SA, ADR | | 1,087 | | 85,236 |
Roche Holdings AG | | 20,011 | | 3,342,757 |
Schindler Holding AG - PC | | 2,032 | | 162,363 |
Schindler Holding AG - REG | | 241 | | 19,124 |
SGS SA | | 159 | | 212,889 |
Sonova Holding AG | | 1,380 | | 172,127 |
Straumann Holding AG | | 338 | | 82,432 |
Swatch Group AG | | 2,256 | | 119,745 |
Swatch Group AG, BR Shares | | 884 | | 245,907 |
Swiss Life Holding (I) | | 857 | | 108,236 |
Swiss Re | | 9,669 | | 435,568 |
Swisscom AG | | 674 | | 231,568 |
Syngenta AG | | 2,695 | | 697,688 |
Synthes AG (L) | | 1,713 | | 204,330 |
UBS AG (I) | | 101,349 | | 1,396,976 |
Unaxis Holding AG (I) | | 774 | | 26,134 |
Zurich Financial Services AG | | 4,196 | | 1,013,763 |
| | | |
|
| | | | 22,412,474 |
Taiwan - 1.66% | | | | |
Acer, Inc. | | 57,120 | | 160,135 |
Advanced Semiconductor Engineering, Inc. | | 94,302 | | 74,907 |
Advantech Company, Ltd. | | 1,519 | | 3,069 |
Asia Cement Corp. | | 28,611 | | 26,209 |
Asia Optical Company, Inc. | | 79 | | 159 |
Asustek Computer, Inc. | | 80,739 | | 142,191 |
AU Optronics Corp. | | 160,701 | | 166,036 |
BenQ Corp. (I) | | 12,400 | | 5,948 |
Catcher Technology Company, Ltd. | | 8,657 | | 17,667 |
Cathay Financial Holdings Company, Ltd. (I) | | 127,750 | | 205,769 |
Chang Hwa Commercial Bank, Ltd. | | 82,000 | | 36,115 |
Cheng Shin Rubber Industry Company, Ltd. | | 13,602 | | 26,276 |
Cheng Uei Precision Industry Company, Ltd. | | 2,664 | | 4,859 |
Chi Mei Optoelectronics Corp. (I) | | 104,454 | | 72,060 |
China Airlines, Ltd. (I) | | 19,577 | | 6,341 |
China Development Financial | | | | |
Holdings Corp. (I) | | 179,352 | | 48,778 |
China Motor Company, Ltd. (I) | | 55 | | 31 |
China Steel Corp. | | 213,204 | | 213,767 |
Chinatrust Finance Holding Company, Ltd. | | 181,705 | | 98,401 |
Chunghwa Picture Tubes, Ltd. (I) | | 135,000 | | 13,104 |
Chunghwa Telecom Company, Ltd. | | 104,438 | | 194,905 |
CMC Magnetics Corp. (I) | | 29,000 | | 7,507 |
Compal Communications, Inc. | | 410 | | 405 |
Compal Electronics, Inc. | | 73,069 | | 104,701 |
D-Link Corp. | | 743 | | 754 |
Delta Electronics, Inc. | | 35,893 | | 104,634 |
E.Sun Financial Holding Company, Ltd. (I) | | 65,343 | | 24,194 |
Epistar Corp. | | 8,946 | | 23,996 |
Eternal Chemical Company, Ltd. | | 3,353 | | 3,247 |
EVA Airways Corp. (I) | | 17,181 | | 6,503 |
Evergreen Marine Corp. (I) | | 11,000 | | 6,581 |
Everlight Electronics Company, Ltd. | | 2,177 | | 6,301 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Taiwan (continued) | | | | |
Far Eastern Department Stores Company, Ltd. | | 6,489 | $ | 4,637 |
Far Eastern New Century Corp. | | 56,145 | | 60,686 |
Far EasTone | | | | |
Telecommunications Company, Ltd. | | 30,463 | | 36,275 |
First Financial Holding Company, Ltd. | | 105,596 | | 56,753 |
Formosa Chemicals & Fibre Corp. | | 58,710 | | 132,533 |
Formosa Petrochemical Corp. | | 26,780 | | 67,772 |
Formosa Plastic Corp. | | 85,600 | | 184,593 |
Formosa Taffeta Company, Ltd. | | 9,000 | | 6,689 |
Foxconn Technology Company, Ltd. | | 12,790 | | 45,209 |
Fubon Financial Holding Company, Ltd. (I) | | 117,000 | | 129,398 |
HannStar Display Corp. (I) | | 63,921 | | 12,772 |
High Tech Computer Corp. | | 14,196 | | 143,306 |
HON HAI Precision Industry Company, Ltd. | | 184,027 | | 727,986 |
Hua Nan Financial Holdings Company, Ltd. | | 63,427 | | 39,530 |
InnoLux Display Corp. | | 42,728 | | 60,691 |
Inotera Memories, Inc. (I) | | 5,395 | | 3,704 |
Inventec Appliances Corp. | | 651 | | 578 |
Inventec Company, Ltd. | | 38,808 | | 21,218 |
KGI Securities Company, Ltd. | | 23,000 | | 9,922 |
Kinsus Interconnect Technology Corp. | | 527 | | 1,207 |
Largan Precision Company, Ltd. | | 2,121 | | 27,335 |
Lite-On Technology Corp. | | 44,316 | | 57,026 |
Macronix International Company, Ltd. | | 69,453 | | 37,215 |
MediaTek, Inc. | | 22,088 | | 347,522 |
Mega Financial Holding Company, Ltd. | | 171,000 | | 94,565 |
Mitac International | | 8,691 | | 3,736 |
Mosel Vitelic, Inc. (I) | | 327 | | 148 |
Motech Industries, Inc. | | 3,490 | | 13,600 |
Nan Ya Plastics Corp. | | 109,180 | | 215,725 |
Nan Ya Printed Circuit Board Corp. | | 2,147 | | 8,424 |
Nanya Technology Corp. (I) | | 23,562 | | 17,459 |
Novatek Microelectronics Corp., Ltd. | | 10,326 | | 29,044 |
Pan-International Industrial Company, Ltd. | | 104 | | 155 |
Polaris Securities Company, Ltd. (I) | | 43,990 | | 21,515 |
Pou Chen Corp. | | 50,557 | | 37,247 |
Powerchip Semiconductor Corp. (I) | | 170,386 | | 19,829 |
Powertech Technology, Inc. | | 11,607 | | 39,415 |
President Chain Store Corp. | | 7,952 | | 18,688 |
Quanta Computer, Inc. | | 46,625 | | 95,161 |
Realtek Semiconductor Corp. | | 9,194 | | 24,060 |
Richtek Technology Corp. | | 1,155 | | 10,776 |
Shin Kong Financial Holding | | | | |
Company, Ltd. (I) | | 93,329 | | 33,388 |
Siliconware Precision Industries Company | | 62,665 | | 72,713 |
SinoPac Holdings Company, Ltd. (I) | | 107,000 | | 34,494 |
Synnex Technology International Corp. | | 21,477 | | 45,241 |
Taishin Financial Holdings Company, Ltd. (I) | | 66,194 | | 22,263 |
Taiwan Cellular Corp. | | 41,802 | | 78,306 |
Taiwan Cement Corp. | | 62,205 | | 57,369 |
Taiwan Cooperative Bank | | 62,100 | | 35,414 |
Taiwan Fertilizer Company, Ltd. | | 16,000 | | 48,347 |
Taiwan Glass Industrial Corp. | | 10,080 | | 9,013 |
Taiwan Semiconductor | | | | |
Manufacturing Company, Ltd. | | 582,788 | | 1,068,639 |
Tatung Company, Ltd. (I) | | 46,000 | | 9,603 |
Teco Electric & Machinery Company, Ltd. | | 29,000 | | 11,582 |
Transcend Information, Inc. | | 2,202 | | 7,442 |
Tripod Technology Corp. | | 8,542 | | 28,472 |
Tung Ho Steel Enterprise Corp. | | 6,424 | | 7,236 |
U-Ming Marine Transport Corp. | | 7,000 | | 13,283 |
Uni-President Enterprises Corp. | | 73,708 | | 81,764 |
Unimicron Technology Corp. | | 17,513 | | 19,574 |
United Microelectronics Corp. (I) | | 254,729 | | 122,585 |
Vanguard International Semiconductor Corp. | | 284 | | 123 |
| | |
The accompanying notes are an integral part of the financial statements. | 111 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Taiwan (continued) | | | | |
Wafer Works Corp. | | 33 | $ | 51 |
Walsin Lihwa Corp. (I) | | 39,000 | | 12,745 |
Wan Hai Lines, Ltd. (I) | | 11,400 | | 5,768 |
Wistron Corp. | | 47,866 | | 82,012 |
Ya Hsin Industrial Company, Ltd. (I) | | 18,000 | | 0 |
Yang Ming Marine Transport Corp. | | 7,609 | | 2,679 |
Yuanta Financial Holdings Company, Ltd. | | 153,825 | | 87,210 |
Yulon Motor Company, Ltd. | | 15,449 | | 14,752 |
Zinwell Corp. | | 180 | | 354 |
| | | |
|
| | | | 6,682,076 |
Thailand - 0.27% | | | | |
Advanced Info Service PCL | | 23,609 | | 62,834 |
Bangkok Bank PCL | | 29,400 | | 105,396 |
Bangkok Bank PCL, Foreign Shares | | 6,600 | | 10,332 |
Bank of Ayudhya PCL | | 141,800 | | 88,644 |
Banpu PCL | | 2,300 | | 38,182 |
BEC World PCL | | 18,400 | | 12,799 |
C.P. Seven Eleven PCL | | 49,000 | | 34,974 |
Charoen Pokphand Foods PCL | | 75,000 | | 27,900 |
Glow Energy PCL | | 32,900 | | 33,084 |
IRPC PCL | | 254,154 | | 33,821 |
Kasikornbank PCL | | 12,500 | | 32,711 |
Kasikornbank PCL, Foreign Shares | | 28,100 | | 76,580 |
Krung Thai Bank PCL | | 57,000 | | 17,239 |
Land & Houses PCL, Foreign Shares | | 7,800 | | 1,451 |
PTT Aromatics & Refining PCL | | 17,600 | | 14,239 |
PTT Chemical PCL | | 6,700 | | 16,160 |
PTT Exploration & Production PCL | | 30,706 | | 125,369 |
PTT PCL, Foreign Shares | | 18,082 | | 126,872 |
Siam Cement PCL, Foreign Shares | | 8,900 | | 61,596 |
Siam Commercial Bank PCL | | 26,128 | | 66,377 |
Thai Oil PCL | | 32,800 | | 42,903 |
TMB Bank PCL (I) | | 360,144 | | 14,269 |
Total Access Communication PCL | | 32,000 | | 33,873 |
| | | |
|
| | | | 1,077,605 |
Turkey - 0.31% | | | | |
Adana Cimento Sanayii Turk Anonim | | | | |
Sirketi, Class A | | 575 | | 1,972 |
Akbank AS | | 18,584 | | 93,853 |
Aksigorta AS | | 2,924 | | 2,992 |
Anadolu Efes Biracilik Ve Malt Sanayii AS | | 3,888 | | 39,261 |
Arcelik AS (I) | | 22 | | 74 |
Asya Katilim Bankasi AS (I) | | 22,456 | | 52,939 |
BIM Birlesik Magazalar AS | | 1,567 | | 69,444 |
Coca-Cola Icecek AS | | 4,126 | | 38,441 |
Dogan Sirketler Grubu Holdings AS | | 20,271 | | 13,772 |
Enka Insaat ve Sanayi AS | | 3,082 | | 12,075 |
Eregli Demir ve Celik Fabrikalari (I) | | 5,423 | | 14,817 |
HACI Omer Sabanci Holding AS | | 19,537 | | 74,033 |
HACI Omer Sabanci Holding AS - New Shares | | 2,093 | | 7,714 |
KOC Holdings AS (I) | | 20,858 | | 62,120 |
Tupras Turkiye Petrol Rafine AS | | 4,261 | | 77,264 |
Turk Hava Yollari AS | | 13,008 | | 41,265 |
Turk Sise ve Cam Fabrikalari AS (I) | | 8,677 | | 10,111 |
Turk Telekomunikasyon AS | | 9,846 | | 30,832 |
Turkcell Iletisim Hizmetleri AS | | 17,555 | | 103,394 |
Turkcell Iletisim Hizmetleri AS, ADR | | 819 | | 12,129 |
Turkiye Garanti Bankasi AS | | 59,379 | | 219,289 |
Turkiye Halk Bankasi AS | | 12,137 | | 76,640 |
Turkiye Is Bankasi | | 14,728 | | 38,857 |
Turkiye Is Bankasi AS | | 31,936 | | 88,555 |
Turkiye Vakiflar Bankasi Tao (I) | | 18,789 | | 42,859 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Turkey (continued) | | | | |
Yapi ve Kredi Bankasi AS (I) | | 20,051 | $ | 43,117 |
| | | |
|
| | | | 1,267,819 |
United Kingdom - 13.65% | | | | |
3i Group PLC | | 26,575 | | 106,805 |
Admiral Group PLC | | 5,305 | | 100,419 |
AMEC PLC | | 10,366 | | 124,541 |
Anglo American PLC (I) | | 36,333 | | 1,324,903 |
Antofagasta PLC | | 10,214 | | 137,674 |
Associated British Foods PLC | | 10,691 | | 154,873 |
AstraZeneca PLC | | 40,190 | | 1,769,653 |
Astro All Asia Networks PLC, GDR | | 11,900 | | 11,866 |
Autonomy Corp. PLC | | 5,868 | | 136,933 |
Aviva PLC | | 74,673 | | 445,379 |
BAE Systems PLC | | 96,187 | | 549,133 |
Balfour Beatty PLC | | 19,634 | | 82,678 |
Barclays PLC | | 314,766 | | 1,506,863 |
BG Group PLC | | 92,595 | | 1,616,416 |
BHP Billiton PLC | | 61,171 | | 1,884,062 |
BP PLC | | 521,999 | | 4,607,867 |
British Airways PLC (L) | | 20,191 | | 65,046 |
British American Tobacco PLC | | 55,830 | | 1,897,885 |
British Land Company PLC | | 24,587 | | 165,232 |
British Sky Broadcasting Group PLC | | 30,669 | | 254,501 |
BT Group PLC | | 213,844 | | 374,627 |
Bunzl PLC | | 10,117 | | 104,971 |
Burberry Group PLC | | 13,233 | | 126,248 |
Cable & Wireless PLC | | 72,110 | | 150,020 |
Cairn Energy PLC | | 36,780 | | 187,523 |
Capita Group PLC | | 18,056 | | 197,115 |
Carnival PLC (I) | | 4,579 | | 173,718 |
Carphone Warehouse Group PLC | | 15,560 | | 43,985 |
Centrica PLC | | 143,173 | | 610,585 |
Cobham PLC | | 31,570 | | 116,344 |
Compass Group PLC | | 53,220 | | 395,802 |
Diageo PLC | | 69,614 | | 1,131,979 |
Drax Group PLC | | 11,656 | | 71,090 |
Eurasian Natural Resources Corp. | | 6,589 | | 103,246 |
F&C Asset Management PLC | | 4,980 | | 4,211 |
FirstGroup PLC | | 14,769 | | 80,074 |
G4S PLC | | 37,958 | | 156,738 |
GKN PLC (I) | | 50,938 | | 87,501 |
GlaxoSmithKline PLC | | 143,500 | | 2,660,466 |
Hammerson PLC | | 19,061 | | 111,476 |
Home Retail Group PLC | | 22,261 | | 86,584 |
HSBC Holdings PLC | | 482,643 | | 5,301,541 |
ICAP PLC | | 15,653 | | 77,749 |
Imperial Tobacco Group PLC | | 28,209 | | 880,301 |
Inmarsat PLC | | 13,355 | | 149,258 |
Intercontinental Hotels Group PLC | | 7,266 | | 101,953 |
International Power PLC | | 43,789 | | 216,621 |
Invensys PLC | | 19,865 | | 95,345 |
Investec PLC | | 11,731 | | 79,703 |
J Sainsbury PLC | | 33,509 | | 168,872 |
Johnson Matthey PLC | | 5,825 | | 141,094 |
Kazakhmys PLC (I) | | 6,463 | | 132,251 |
Kingfisher PLC | | 67,981 | | 222,933 |
Ladbrokes PLC | | 529 | | 1,177 |
Land Securities Group PLC | | 20,166 | | 194,472 |
Legal & General Group PLC | | 171,757 | | 202,029 |
Liberty International PLC | | 14,088 | | 101,665 |
Lloyds TSB Group PLC | | 1,075,503 | | 863,867 |
London Stock Exchange Group PLC | | 5,241 | | 53,236 |
Lonmin PLC, ADR (I) | | 3,930 | | 108,339 |
Man Group PLC | | 50,544 | | 173,247 |
| | |
The accompanying notes are an integral part of the financial statements. | 112 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
United Kingdom (continued) | | | | |
Marks & Spencer Group PLC | | 44,717 | $ | 225,151 |
National Express Group PLC (L) | | 15,219 | | 47,104 |
National Grid PLC | | 67,936 | | 675,632 |
Next PLC | | 5,456 | | 156,035 |
Old Mutual PLC | | 151,180 | | 261,817 |
Pearson PLC | | 21,727 | | 303,350 |
Petrofac, Ltd. | | 5,432 | | 85,095 |
Pharmstandard | | 2,297 | | 47,571 |
PIK Group, GDR (I) | | 7,058 | | 32,674 |
Prudential PLC | | 69,791 | | 642,541 |
Randgold Resources, Ltd. | | 2,454 | | 176,354 |
Reckitt Benckiser Group PLC | | 17,116 | | 900,256 |
Reed Elsevier PLC | | 34,145 | | 256,575 |
Resolution, Ltd. (I) | | 78,808 | | 86,829 |
Rexam PLC | | 24,292 | | 103,423 |
Rio Tinto PLC | | 37,991 | | 1,966,970 |
Rolls-Royce Group PLC (I) | | 53,117 | | 452,039 |
Royal & Sun Alliance PLC | | 100,306 | | 198,277 |
Royal Bank of Scotland Group PLC | | 459,094 | | 264,020 |
Royal Dutch Shell PLC | | 98,069 | | 2,677,719 |
SABMiller PLC | | 26,283 | | 689,277 |
Sage Group PLC | | 35,806 | | 129,321 |
Schroders PLC | | 3,719 | | 67,817 |
Scottish & Southern Energy PLC | | 25,366 | | 433,564 |
Segro PLC | | 20,636 | | 100,420 |
Serco Group PLC | | 14,226 | | 120,056 |
Severn Trent PLC | | 6,921 | | 122,954 |
Shire PLC | | 15,037 | | 323,089 |
Smith & Nephew PLC | | 25,269 | | 259,960 |
Smiths Group PLC | | 10,178 | | 161,303 |
Standard Chartered PLC | | 56,381 | | 1,345,996 |
Standard Life PLC | | 61,226 | | 182,404 |
Tesco PLC | | 218,849 | | 1,400,853 |
Thomas Cook Group PLC | | 21,404 | | 76,978 |
Tomkins PLC | | 25,799 | | 75,789 |
TUI Travel PLC | | 16,592 | | 69,388 |
Tullow Oil PLC | | 24,131 | | 437,448 |
Unilever PLC | | 35,774 | | 1,049,786 |
United Utilities Group PLC | | 18,200 | | 150,848 |
Vedanta Resources PLC | | 4,036 | | 156,903 |
Vodafone Group PLC | | 1,454,585 | | 3,137,991 |
Whitbread PLC | | 4,914 | | 106,389 |
William Morrison Supermarket PLC | | 59,579 | | 271,163 |
Wolseley PLC (I) | | 8,304 | | 196,360 |
WPP PLC, SADR | | 33,476 | | 306,920 |
Xstrata PLC (I) | | 52,916 | | 831,825 |
| | | |
|
| | | | 54,946,919 |
United States - 0.03% | | | | |
Southern Copper Corp. (L) | | 4,443 | | 130,446 |
|
TOTAL COMMON STOCKS (Cost $359,879,218) | | | $ | 372,478,560 |
|
|
PREFERRED STOCKS - 2.25% | | | | |
Brazil - 1.95% | | | | |
AES Tiete SA (N) | | 3,800 | | 39,952 |
Banco Bradesco SA (N) | | 47,215 | | 813,849 |
Banco do Estado do Rio Grande do Sul (N) | | 8,516 | | 68,283 |
Banco Itau Holding Financeira SA (N) | | 56,281 | | 1,136,738 |
Bradespar SA (N) | | 6,500 | | 141,823 |
Brasil Telecom SA (N) | | 7,566 | | 51,999 |
Braskem SA, A Shares (I) | | 6,600 | | 46,675 |
Centrais Eletricas Brasileiras SA (N) | | 5,700 | | 90,492 |
Cia de Transmissao de Energia | | | | |
Eletrica Paulista (N) | | 1,219 | | 32,682 |
Cia Energetica de Minas Gerais (N) | | 9,342 | | 153,585 |
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
PREFERRED STOCKS (continued) | | | | |
Brazil (continued) | | | | |
Cia Energetica de Sao Paulo (N) | | 5,638 | $ | 72,536 |
Cia Paranaense de Energia (N) | | 3,100 | | 63,127 |
Companhia Brasileira de Distribuicao Grupo | | | | |
Pao de Acucar (N) | | 2,139 | | 72,675 |
Companhia de Bebidas das Americas (N) | | 3,923 | | 377,766 |
Companhia de Bebidas das | | | | |
Americas, ADR (N) | | 338 | | 32,769 |
Companhia Vale do Rio Doce (N) | | 58,282 | | 1,433,547 |
Eletropaulo Metropolitana de Sao | | | | |
Paulo SA (N) | | 2,944 | | 61,123 |
Fertilizantes Fosfatados SA (I) | | 3,600 | | 35,658 |
Gerdau SA (N) | | 17,860 | | 261,404 |
Gol Linhas Aereas Inteligentes SA | | 3,300 | | 44,830 |
Investimentos Itau SA (N) | | 64,859 | | 414,891 |
Klabin SA (N) | | 15,000 | | 39,427 |
Lojas Americanas SA (N) | | 10,000 | | 71,936 |
Metalurgica Gerdau SA (N) | | 7,900 | | 143,605 |
Net Servicos de Comunicacao SA (I) | | 5,460 | | 67,134 |
Petroleo Brasileiro SA (N) | | 80,684 | | 1,545,236 |
Suzano Papel e Celulose SA (N) | | 4,700 | | 48,375 |
Tam SA (N) | | 2,590 | | 47,998 |
Tele Norte Leste Participacoes SA (N) | | 4,500 | | 77,940 |
Telemar Norte Leste SA (N) | | 1,000 | | 28,609 |
Tim Participacoes SA (N) | | 23,740 | | 67,523 |
Usinas Siderurgicas de Minas Gerais SA (N) | | 6,242 | | 177,262 |
Vivo Participacoes SA (N) | | 3,599 | | 97,784 |
| | | |
|
| | | | 7,859,233 |
Germany - 0.22% | | | | |
Bayerische Motoren Werke (BMW) AG (N) | | 1,562 | | 47,738 |
Fresenius SE (N) | | 2,418 | | 169,974 |
Henkel AG & Company KGaA (N) | | 4,982 | | 256,614 |
Porsche Automobil Holding SE (N) | | 2,619 | | 131,541 |
RWE AG (N) | | 1,078 | | 85,250 |
Volkswagen AG (N) | | 2,588 | | 210,661 |
| | | |
|
| | | | 901,778 |
Malaysia - 0.00% | | | | |
Malaysian Airline System BHD (N) | | 1,800 | | 365 |
South Korea - 0.08% | | | | |
Hyundai Motor Company, Ltd. (N) | | 1,300 | | 46,581 |
LG Electronics, Inc. (N) | | 830 | | 30,177 |
Samsung Electronics Company, Ltd. (N) | | 540 | | 226,820 |
| | | |
|
| | | | 303,578 |
|
TOTAL PREFERRED STOCKS (Cost $7,226,523) | | | $ | 9,064,954 |
|
|
WARRANTS - 0.00% | | | | |
France - 0.00% | | | | |
Fonciere Des Regions (Expiration Date: | | | | |
12/31/2010, Strike Price: EUR 65.00) (I) | | 630 | | 421 |
Italy - 0.00% | | | | |
Mediobanca SPA (Expiration Date: | | | | |
03/18/2011, Strike Price: EUR 9.00) (I) | | 9,525 | | 1,154 |
UBI Banca SCPA (Expiration Date: | | | | |
06/30/2011, Strike Price: EUR 12.30) (I) | | 23,168 | | 1,051 |
| | | |
|
| | | | 2,205 |
Malaysia - 0.00% | | | | |
IJM Land BHD (Expiration Date: 09/11/2013, | | | | |
Strike Price: MYR 1.35) (I) | | 3,090 | | 989 |
| | |
The accompanying notes are an integral part of the financial statements. | 113 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Equity Index Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
WARRANTS (continued) | | | | |
Singapore - 0.00% | | | | |
Golden Agri-Resources, Ltd. (Expiration Date: | | | | |
07/23/2012, Strike Price: SGD 0.54) (I) | $ | 12,800 | $ | 1,093 |
|
TOTAL WARRANTS (Cost $240) | | | $ | 4,708 |
|
|
RIGHTS - 0.00% | | | | |
Greece - 0.00% | | | | |
Marfin Investment Group SA (Expiration | | | | |
Date: 03/04/2010) (I) | | 14,926 | | 203 |
Malaysia - 0.00% | | | | |
Malaysian Airline System BHD (Expiration | | | | |
Date: 03/03/2010) (I) | | 7,200 | | 190 |
Poland - 0.00% | | | | |
Asseco Poland SA (Expiration Date: | | | | |
05/05/2010, Strike Price: PLN 54.00) (I) | | 1,956 | | 0 |
Boryszew SA (Expiration | | | | |
Date: 03/29/2010) (I) | | 550 | | 1,424 |
| | | |
|
| | | | 1,424 |
|
TOTAL RIGHTS (Cost $5,326) | | | $ | 1,817 |
|
|
SHORT-TERM INVESTMENTS - 6.41% | | | | |
Short-Term Securities* - 3.90% | | | | |
AIM Short-Term Investment Trust, STIC | | | | |
Prime Portfolio, Institutional Class | $ | 15,702,977 | | 15,702,977 |
Securities Lending Collateral - 2.51% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 1,011,096 | | 10,121,176 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $25,819,975) | | $ | 25,824,153 |
|
Total Investments (International Equity Index Fund) | | | |
(Cost $392,931,282) - 101.16% | | | $ | 407,374,192 |
Other assets and liabilities, net - (1.16%) | | | | (4,680,280) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 402,693,912 |
| |
|
For sector weighting information see pages 3-8. | | | | |
| | | | |
International Opportunities Fund | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 91.80% | | | | |
Australia - 1.14% | | | | |
CSL, Ltd. | | 322,427 | $ | 9,925,887 |
Belgium - 2.98% | | | | |
Anheuser-Busch InBev NV | | 519,548 | | 25,971,680 |
Brazil - 7.64% | | | | |
Cyrela Brazil Realty SA | | 1,093,900 | | 13,649,916 |
Gafisa SA | | 1,677,966 | | 12,720,656 |
JBS SA | | 973,000 | | 4,888,825 |
OGX Petroleo e Gas Participacoes SA | | 1,421,938 | | 12,392,731 |
PDG Realty SA Empreendimentos | | | | |
e Participacoes | | 958,400 | | 8,575,563 |
Vale SA | | 512,050 | | 14,265,713 |
| | | |
|
| | | | 66,493,404 |
Canada - 4.23% | | | | |
Canadian National Railway Company | | 208,867 | | 10,998,936 |
Research In Motion, Ltd. (I) | | 304,128 | | 21,556,593 |
The Toronto-Dominion Bank | | 67,306 | | 4,301,136 |
| | | |
|
| | | | 36,856,665 |
| | | | |
International Opportunities Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
China - 2.25% | | | | |
Baidu, Inc., SADR (I) | | 8,739 | $ | 4,532,745 |
Ctrip.com International, Ltd., ADR (I) | | 118,200 | | 4,518,786 |
Longtop Financial Technologies, Ltd. (I) | | 182,977 | | 6,074,836 |
Tencent Holdings, Ltd. | | 226,300 | | 4,424,984 |
| | | |
|
| | | | 19,551,351 |
Denmark - 2.50% | | | | |
Novo Nordisk AS | | 238,890 | | 16,873,990 |
Novozymes AS, B Shares | | 47,740 | | 4,901,309 |
| | | |
|
| | | | 21,775,299 |
France - 7.54% | | | | |
Accor SA | | 199,799 | | 10,104,623 |
Alstom SA | | 195,537 | | 12,518,628 |
BNP Paribas | | 119,491 | | 8,664,085 |
Pernod-Ricard SA | | 117,640 | | 8,865,128 |
Publicis Groupe SA | | 223,141 | | 8,804,269 |
Schneider Electric SA | | 156,589 | | 16,734,741 |
| | | |
|
| | | | 65,691,474 |
Germany - 8.54% | | | | |
Adidas-Salomon AG | | 175,790 | | 8,706,049 |
BASF SE | | 460,546 | | 25,853,330 |
Daimler AG | | 260,405 | | 10,869,340 |
Infineon Technologies AG (I) | | 1,504,852 | | 8,181,892 |
Metro AG | | 236,981 | | 12,150,178 |
ThyssenKrupp AG | | 272,403 | | 8,621,066 |
| | | |
|
| | | | 74,381,855 |
Hong Kong - 4.54% | | | | |
Cheung Kong Holdings, Ltd. | | 495,000 | | 6,053,828 |
China Resources Enterprises, Ltd. | | 1,247,000 | | 4,379,610 |
CNOOC, Ltd. | | 5,425,600 | | 8,495,317 |
Hang Lung Properties, Ltd. | | 1,289,000 | | 4,951,307 |
Li & Fung, Ltd. | | 2,418,000 | | 11,254,724 |
Noble Group, Ltd. | | 1,938,000 | | 4,368,084 |
| | | |
|
| | | | 39,502,870 |
India - 2.79% | | | | |
ICICI Bank, Ltd., SADR | | 406,844 | | 15,561,783 |
Reliance Industries, Ltd., ADR (S) | | 205,300 | | 8,704,720 |
| | | |
|
| | | | 24,266,503 |
Ireland - 1.58% | | | | |
Covidien PLC | | 280,000 | | 13,753,600 |
Israel - 2.49% | | | | |
Teva Pharmaceutical Industries, Ltd., SADR | | 361,636 | | 21,701,776 |
Japan - 11.03% | | | | |
Canon, Inc. | | 315,500 | | 13,100,281 |
Daikin Industries, Ltd. | | 115,105 | | 4,425,744 |
Daiwa Securities Group, Inc. | | 1,700,000 | | 8,391,958 |
FamilyMart Company, Ltd. | | 281,300 | | 9,018,672 |
Honda Motor Company, Ltd. | | 346,400 | | 12,001,640 |
Marubeni Corp. | | 2,891,000 | | 17,257,735 |
Matsushita Electric Industrial Company, Ltd. | | 665,400 | | 9,235,982 |
Mizuho Financial Group, Inc. | | 4,324,700 | | 8,438,236 |
Nintendo Company, Ltd. | | 35,500 | | 9,665,726 |
Sumco Corp. (I) | | 249,300 | | 4,530,288 |
| | | |
|
| | | | 96,066,262 |
Netherlands - 2.49% | | | | |
Akzo Nobel NV | | 171,217 | | 8,710,479 |
Heineken NV | | 264,532 | | 12,991,545 |
| | | |
|
| | | | 21,702,024 |
Singapore - 1.57% | | | | |
Capitaland, Ltd. | | 5,102,000 | | 13,712,900 |
| | |
The accompanying notes are an integral part of the financial statements. | 114 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Opportunities Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Spain - 5.81% | | | | |
Banco Bilbao Vizcaya Argentaria SA | | 393,950 | $ | 5,122,144 |
Inditex SA | | 330,559 | | 19,492,617 |
Telefonica SA | | 1,106,173 | | 25,981,581 |
| | | |
|
| | | | 50,596,342 |
Switzerland - 13.54% | | | | |
ABB, Ltd. (I) | | 451,991 | | 9,139,009 |
Actelion, Ltd. (I) | | 79,725 | | 4,064,016 |
Credit Suisse Group AG | | 590,341 | | 26,282,863 |
Julius Baer Group, Ltd. | | 151,289 | | 4,713,790 |
Lonza Group AG | | 110,152 | | 8,677,543 |
Nestle SA | | 261,910 | | 13,030,640 |
Novartis AG | | 233,762 | | 12,966,706 |
Swatch Group AG, BR Shares | | 15,334 | | 4,265,537 |
Syngenta AG | | 66,393 | | 17,187,969 |
Transocean, Ltd. (I) | | 219,836 | | 17,547,310 |
| | | |
|
| | | | 117,875,383 |
Taiwan - 0.87% | | | | |
HON HAI Precision Industry Company, Ltd. | 1,924,457 | | 7,612,895 |
United Kingdom - 8.27% | | | | |
Autonomy Corp. PLC (I) | | 461,806 | | 10,776,504 |
Compass Group PLC | | 1,360,723 | | 10,119,821 |
HSBC Holdings PLC | | 2,372,100 | | 26,056,080 |
Reckitt Benckiser Group PLC | | 163,728 | | 8,611,654 |
Standard Chartered PLC | | 360,600 | | 8,608,682 |
Tesco PLC | | 1,219,989 | | 7,809,153 |
| | | |
|
| | | | 71,981,894 |
|
TOTAL COMMON STOCKS (Cost $705,165,385) | | | 799,420,064 |
|
|
PREFERRED STOCKS - 0.49% | | | | |
Germany - 0.49% | | | | |
Fresenius SE (N) | | 61,077 | | 4,293,415 |
|
TOTAL PREFERRED STOCKS (Cost $4,388,132) | | | 4,293,415 |
|
|
SHORT-TERM INVESTMENTS - 4.65% | | | |
Short-Term Securities* - 4.65% | | | | |
State Street Institutional Investment Treasury | | | |
Money Market Fund, 0.000% | $ | 40,525,188 | | 40,525,188 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $40,525,188) | | 40,525,188 |
|
Total Investments (International Opportunities Fund) | | |
(Cost $750,078,705) - 96.94% | | | | 844,238,667 |
Other assets and liabilities, net - 3.06% | | | | 26,642,435 |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | | 870,881,102 |
| | |
|
For sector weighting information see pages 3-8. | | | |
| | | | |
International Small Cap Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 94.13% | | | | |
Australia - 7.87% | | | | |
Billabong International, Ltd. (L) | | 582,159 | $ | 5,296,004 |
Emeco Holdings, Ltd. (I) | | 6,312,426 | | 3,866,112 |
Iluka Resources, Ltd. (I) | | 1,332,182 | | 4,265,162 |
Pacific Brands, Ltd. (I) | | 4,030,539 | | 4,107,926 |
PaperlinX, Ltd. (I) | | 3,944,547 | | 2,204,512 |
| | | |
|
| | | | 19,739,716 |
| | | | |
International Small Cap Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Bahamas - 1.76% | | | | |
Steiner Leisure, Ltd. (I) | | 102,805 | $ | 4,417,531 |
Belgium - 1.33% | | | | |
Barco NV (I) | | 84,270 | | 3,342,452 |
Canada - 10.34% | | | | |
ATS Automation Tooling Systems, Inc. (I) | | 585,060 | | 3,819,960 |
Biovail Corp. | | 298,600 | | 4,418,554 |
Canaccord Capital, Inc. | | 676,106 | | 5,442,518 |
Dorel Industries, Inc., Class B | | 89,800 | | 2,586,807 |
Genworth MI Canada, Inc. | | 30,600 | | 792,482 |
Genworth MI Canada, Inc. (S) | | 138,800 | | 3,594,659 |
HudBay Minerals, Inc. (I) | | 170,300 | | 2,151,005 |
Mullen Group, Ltd. | | 214,400 | | 3,131,846 |
| | | |
|
| | | | 25,937,831 |
China - 4.93% | | | | |
Bio-Treat Technology, Ltd. (I) | | 6,487,624 | | 392,073 |
People’s Food Holdings, Ltd. | | 7,679,704 | | 3,715,563 |
Sinotrans, Ltd., Class H (I) | | 17,808,000 | | 4,819,121 |
Travelsky Technology, Ltd. | | 4,278,014 | | 3,439,736 |
| | | |
|
| | | | 12,366,493 |
Finland - 4.23% | | | | |
Amer Sports Oyj (L) | | 703,688 | | 7,770,488 |
Huhtamaki Oyj | | 260,656 | | 2,839,364 |
| | | |
|
| | | | 10,609,852 |
Germany - 1.36% | | | | |
Jenoptik AG (I) | | 552,685 | | 3,422,477 |
Hong Kong - 10.48% | | | | |
Dah Sing Financial Group (I) | | 1,074,374 | | 5,454,951 |
Fountain SET Holdings, Ltd. (I) | | 8,483,425 | | 1,423,987 |
Giordano International, Ltd. | | 13,876,365 | | 4,356,254 |
Lerado Group Holding Company, Ltd. | | 9,483,682 | | 1,369,878 |
Stella International Holdings, Ltd. | | 2,648,500 | | 5,459,760 |
Texwinca Holdings, Ltd. | | 4,668,907 | | 4,193,060 |
Yue Yuen Industrial Holdings, Ltd. | | 1,356,640 | | 4,029,819 |
| | | |
|
| | | | 26,287,709 |
Japan - 6.28% | | | | |
ASICS Corp. | | 53,000 | | 496,652 |
Descente, Ltd. | | 807,860 | | 4,400,280 |
En-japan, Inc. | | 1,295 | | 1,525,434 |
Kobayashi Pharmaceutical Company, Ltd. | | 63,500 | | 2,592,632 |
Meitec Corp. (I) | | 78,111 | | 1,428,872 |
Takuma Company, Ltd. (I) | | 856,000 | | 1,993,695 |
USS Company, Ltd. | | 51,080 | | 3,313,990 |
| | | |
|
| | | | 15,751,555 |
Liechtenstein - 1.34% | | | | |
Verwaltungs & Privat Bank AG | | 33,515 | | 3,360,543 |
Luxembourg - 0.03% | | | | |
Elcoteq SE (I)(L) | | 47,764 | | 81,290 |
Netherlands - 9.00% | | | | |
Aalberts Industries NV (L) | | 240,220 | | 3,340,685 |
Draka Holding NV (I)(L) | | 262,838 | | 4,340,633 |
Imtech NV | | 92,263 | | 2,818,654 |
OPG Groep NV | | 220,888 | | 3,771,259 |
SBM Offshore NV | | 130,024 | | 2,307,832 |
TKH Group NV | | 267,936 | | 4,922,501 |
USG People NV (I) | | 66,804 | | 1,083,077 |
| | | |
|
| | | | 22,584,641 |
Norway - 1.46% | | | | |
Tomra Systems ASA | | 758,890 | | 3,661,215 |
| | |
The accompanying notes are an integral part of the financial statements. | 115 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Cap Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Singapore - 0.17% | | | | |
Huan Hsin Holdings, Ltd. (I) | | 2,502,298 | $ | 427,226 |
South Korea - 6.93% | | | | |
Binggrae Company, Ltd. | | 58,460 | | 2,368,733 |
Busan Bank | | 283,930 | | 2,849,106 |
Daeduck Electronics Company, Ltd. | | 336,490 | | 1,750,620 |
Daegu Bank | | 239,030 | | 3,047,589 |
Intops Company, Ltd. | | 86,071 | | 1,197,606 |
Sindoh Company, Ltd. | | 80,243 | | 3,742,653 |
Youngone Corp. | | 297,622 | | 2,440,787 |
| | | |
|
| | | | 17,397,094 |
Spain - 1.12% | | | | |
Sol Melia SA (L) | | 391,218 | | 2,823,007 |
Sweden - 1.50% | | | | |
D. Carnegie & Company AB (I) | | 739,376 | | 0 |
Niscayah Group AB | | 1,871,930 | | 3,755,773 |
| | | |
|
| | | | 3,755,773 |
Switzerland - 2.62% | | | | |
Panalpina Welttransport Holding AG | | 65,410 | | 4,383,692 |
Vontobel Holding AG | | 74,002 | | 2,203,092 |
| | | |
|
| | | | 6,586,784 |
Taiwan - 6.89% | | | | |
D-Link Corp. | | 1,621,668 | | 1,646,447 |
Giant Manufacturing Company, Ltd. | | 1,547,400 | | 4,287,330 |
KYE System Corp. | | 3,198,066 | | 2,868,973 |
Ta Chong Bank, Ltd. (I) | | 19,555,000 | | 3,832,068 |
Taiwan Fu Hsing Industrial Company, Ltd. | | 2,164,000 | | 1,278,470 |
Test-Rite International Company, Ltd. | | 6,015,299 | | 3,379,154 |
| | | |
|
| | | | 17,292,442 |
Thailand - 4.21% | | | | |
Bank of Ayudhya PCL | | 8,190,800 | | 5,120,361 |
Glow Energy PCL | | 2,703,888 | | 2,719,016 |
Total Access Communication PCL (L) | | 2,583,260 | | 2,712,423 |
| | | |
|
| | | | 10,551,800 |
United Kingdom - 8.41% | | | | |
Bodycote PLC | | 1,223,989 | | 3,335,054 |
Burberry Group PLC | | 432,109 | | 4,122,478 |
Fiberweb PLC | | 3,126,880 | | 2,741,541 |
Future PLC | | 5,278,067 | | 1,509,152 |
Game Group PLC | | 1,088,345 | | 1,361,133 |
Henderson Group PLC | | 2,761,970 | | 5,287,737 |
Yule Catto & Company PLC (I) | | 1,069,605 | | 2,756,833 |
| | | |
|
| | | | 21,113,928 |
United States - 1.87% | | | | |
MF Global Holdings, Ltd. (I)(L) | | 677,490 | | 4,688,231 |
|
TOTAL COMMON STOCKS (Cost $226,921,225) | | | $ | 236,199,590 |
|
|
SHORT-TERM INVESTMENTS - 11.69% | | | | |
Short-Term Securities* - 5.71% | | | | |
Royal Bank of Canada, Time Deposit, 0.100% | $ | 4,340,000 | | 4,340,000 |
Paribas Corp., Time Deposit, 0.120% | | 10,000,000 | | 10,000,000 |
| | | |
|
| | | | 14,340,000 |
| | | | |
International Small Cap Fund (continued) | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
SHORT-TERM INVESTMENTS (continued) | | | |
SECURITIES LENDING COLLATERAL - 5.98% | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | $ | 1,498,516 | $ | 15,000,297 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $29,338,508) | $ | 29,340,297 |
|
Total Investments (International Small Cap Fund) | | |
(Cost $256,259,733) - 105.82% | | | $ | 265,539,887 |
Other assets and liabilities, net - (5.82%) | | | (14,616,115) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 250,923,772 |
| | |
For sector weighting information see pages 3-8. | | | |
| | | | |
International Small Company Fund | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 99.37% | | | | |
Australia - 7.63% | | | | |
Acrux, Ltd. (I) | | 23,000 | $ | 42,210 |
Adelaide Brighton, Ltd. | | 59,012 | | 124,968 |
Aditya Birla Minerals, Ltd. (I) | | 40,783 | | 34,541 |
AED Oil, Ltd. (I) | | 18,722 | | 9,368 |
AJ Lucas Group, Ltd. | | 6,727 | | 18,037 |
Alchemia, Ltd. (I) | | 25,636 | | 15,455 |
Alesco Corp., Ltd. | | 12,775 | | 49,876 |
Alkane Resources, Ltd. (I) | | 7,000 | | 1,936 |
Alliance Resources, Ltd. (I) | | 40,937 | | 19,037 |
Amalgamated Holdings, Ltd. | | 17,582 | | 89,397 |
Andean Resources, Ltd. (I) | | 26,470 | | 60,785 |
Ansell, Ltd. | | 19,222 | | 196,612 |
Anvil Mining, Ltd. (I) | | 12,049 | | 42,599 |
APA Group, Ltd. | | 20,059 | | 62,116 |
APN News & Media, Ltd. (L) | | 38,762 | | 79,233 |
ARB Corp., Ltd. | | 8,257 | | 41,003 |
Aristocrat Leisure, Ltd. | | 11,020 | | 41,700 |
Atlas Iron, Ltd. (I)(L) | | 25,974 | | 46,852 |
Ausdrill, Ltd. | | 7,764 | | 13,890 |
Ausenco, Ltd. | | 8,453 | | 29,457 |
Austal, Ltd. | | 12,569 | | 27,461 |
Austar United Communications, Ltd. (I) | | 82,457 | | 82,972 |
Austereo Group, Ltd. | | 17,955 | | 26,554 |
Australian Agricultural Company, Ltd. (I) | | 21,026 | | 24,267 |
Australian Infrastructure Fund | | 53,659 | | 88,807 |
Australian Worldwide Exploration, Ltd. (I) | | 56,285 | | 126,784 |
Automotive Holdings Group (L) | | 22,990 | | 48,971 |
AVJennings, Ltd. (I) | | 32,942 | | 13,864 |
Avoca Resources, Ltd. (I) | | 27,026 | | 43,242 |
AWB, Ltd. (I) | | 96,501 | | 88,075 |
Beach Energy, Ltd. | | 158,768 | | 94,418 |
Becton Property Group (I) | | 11,935 | | 941 |
Bendigo Mining, Ltd. | | 20,172 | | 4,061 |
Biota Holdings, Ltd. (I) | | 39,986 | | 76,664 |
Blackmores, Ltd. | | 1,580 | | 29,722 |
Boart Longyear Group | | 132,040 | | 37,153 |
Bradken, Ltd. | | 17,089 | | 99,082 |
Breville Group, Ltd. | | 19,121 | | 28,786 |
Brickworks, Ltd. | | 375 | | 4,130 |
Brockman Resources, Ltd. (I) | | 13,981 | | 38,861 |
Cabcharge Australia, Ltd. (L) | | 12,784 | | 63,634 |
Campbell Brothers, Ltd. | | 5,059 | | 131,220 |
Cape Lambert Iron Ore, Ltd. | | 25,048 | | 9,951 |
Cardno, Ltd. | | 9,180 | | 33,455 |
Carnarvon Petroleum, Ltd. (I) | | 59,353 | | 27,057 |
| | |
The accompanying notes are an integral part of the financial statements. | 116 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Australia (continued) | | | | |
Cellestis, Ltd. | | 9,557 | $ | 26,777 |
Centennial Coal Co., Ltd. | | 5,396 | | 17,594 |
Ceramic Fuel Cells, Ltd. (I) | | 126,217 | | 17,909 |
Chemgenex Pharmaceuticals, Ltd. | | 16,902 | | 10,582 |
Citadel Resource Group, Ltd. (I) | | 142,315 | | 38,177 |
Clough, Ltd. | | 23,830 | | 16,837 |
Coal of Africa, Ltd. (I)(L) | | 35,383 | | 75,699 |
Cockatoo Coal, Ltd. (I) | | 54,635 | | 18,790 |
Coffey International, Ltd. | | 16,362 | | 27,030 |
Comdek, Ltd. (I) | | 9,069 | | 3,166 |
Compass Resources, Ltd. (I) | | 15,577 | | 2,094 |
Corporate Express Australia, Ltd. | | 7,291 | | 27,908 |
Count Financial, Ltd. | | 16,149 | | 18,974 |
Crane Group, Ltd. | | 7,642 | | 57,618 |
CuDeco, Ltd. (I) | | 10,337 | | 35,818 |
Customers, Ltd. (I) | | 9,594 | | 24,910 |
Deep Yellow, Ltd. (I) | | 56,297 | | 11,828 |
Dominion Mining, Ltd. | | 6,473 | | 15,112 |
Duet Group | | 10,899 | | 17,701 |
Eastern Star Gas, Ltd. (I) | | 47,736 | | 28,384 |
Elders, Ltd. (I) | | 40,650 | | 49,188 |
Emeco Holdings, Ltd. | | 73,594 | | 45,073 |
Emitch, Ltd. | | 32,139 | | 24,305 |
Energy World Corp., Ltd. (I) | | 112,377 | | 26,081 |
Envestra, Ltd. | | 75,436 | | 35,119 |
Extract Resources, Ltd. (I) | | 3,563 | | 23,115 |
Ferraus, Ltd. (I) | | 30,170 | | 20,807 |
FKP Property Group, Ltd. | | 79,825 | | 51,735 |
Fleetwood Corp., Ltd. | | 5,470 | | 38,527 |
FlexiGroup, Ltd. (L) | | 67,000 | | 85,706 |
Flexigroup, Ltd. | | 3,275 | | 4,197 |
Flight Centre, Ltd. | | 6,913 | | 116,666 |
Forest Enterprises Australia, Ltd. (I) | | 29,109 | | 1,203 |
Geodynamics, Ltd. (I) | | 31,447 | | 20,542 |
Gindalbie Metals, Ltd. (I) | | 44,120 | | 39,530 |
GrainCorp., Ltd. | | 11,527 | | 63,886 |
Grange Resources Corp., Ltd. (I) | | 41,828 | | 13,456 |
Great Southern Plantations, Ltd. (I) | | 47,114 | | 5,067 |
GUD Holdings, Ltd. | | 7,735 | | 67,298 |
Gunns, Ltd. | | 100,882 | | 51,432 |
GWA International, Ltd. | | 27,947 | | 77,013 |
Hastie Group, Ltd. | | 30,453 | | 47,791 |
Healthscope, Ltd. | | 42,717 | | 162,769 |
Heron Resources, Ltd. (I) | | 9,000 | | 2,091 |
Hills Industries, Ltd. | | 27,614 | | 62,724 |
Horizon Oil, Ltd. (I) | | 97,753 | | 27,051 |
IBA Health, Ltd. | | 53,725 | | 25,960 |
iiNET, Ltd. | | 9,172 | | 17,269 |
Imdex, Ltd. | | 25,905 | | 14,548 |
Independence Group NL | | 12,761 | | 46,203 |
Indophil Resources NL (I)(L) | | 41,044 | | 46,193 |
Industrea, Ltd. | | 134,624 | | 46,898 |
Infigen, Ltd. | | 70,305 | | 80,477 |
Infomedia, Ltd. | | 45,314 | | 10,550 |
Intrepid Mines, Ltd. (I) | | 43,561 | | 8,953 |
Invocare, Ltd. | | 12,728 | | 68,464 |
IOOF Holdings, Ltd. | | 29,308 | | 160,471 |
Iress Market Technology, Ltd. | | 9,510 | | 69,151 |
Ivanhoe Australia, Ltd. (L) | | 20,107 | | 55,615 |
Jabiru Metals, Ltd. (I) | | 30,000 | | 8,960 |
Kagara Zinc, Ltd. (I) | | 47,616 | | 35,282 |
Karoon Gas Australia, Ltd. (I) | | 18,847 | | 119,423 |
Kimberley Metals, Ltd. | | 8,314 | | 1,490 |
Kingsgate Consolidated, Ltd. | | 10,864 | | 85,630 |
Linc Energy, Ltd. (I) | | 21,505 | | 27,953 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Australia (continued) | | | | |
Liquefied Natural Gas, Ltd. | | 19,165 | $ | 11,351 |
Lynas Corp., Ltd. (I) | | 160,701 | | 68,139 |
Macmahon Holdings, Ltd. | | 85,483 | | 50,786 |
Mantra Resources, Ltd. (I) | | 4,408 | | 20,520 |
Marion Energy, Ltd. (I) | | 61,857 | | 3,540 |
McPherson’s, Ltd. (I) | | 18,009 | | 47,490 |
Medusa Mining, Ltd. | | 31,637 | | 104,194 |
Mermaid Marine Australia, Ltd. | | 18,412 | | 43,953 |
Metals X, Ltd. (I) | | 128,000 | | 13,164 |
Minara Resources, Ltd. (I) | | 40,832 | | 25,343 |
Mincor Resources NL | | 36,432 | | 48,812 |
Mineral Deposits, Ltd. | | 13,316 | | 11,283 |
Mineral Resources, Ltd. | | 12,820 | | 77,832 |
Mirabela Nickel, Ltd. (I)(L) | | 22,735 | | 41,361 |
Molopo Australia, Ltd. (I) | | 22,468 | | 27,110 |
Monadelphous Group, Ltd. | | 8,877 | | 112,764 |
Mortgage Choice, Ltd. | | 11,340 | | 13,194 |
Mosaic Oil NL (I) | | 67,228 | | 5,543 |
Mount Gibson Iron, Ltd. (I) | | 151,507 | | 206,120 |
Murchison Metals, Ltd. (I) | | 35,041 | | 73,166 |
Navitas, Ltd. | | 33,433 | | 144,335 |
Neptune Marine Services, Ltd. | | 23,710 | | 8,577 |
Nexbis, Ltd. (I) | | 26,746 | | 4,177 |
Nexus Energy, Ltd. (I) | | 69,816 | | 14,645 |
NIB Holdings, Ltd. | | 27,875 | | 31,197 |
Oakton, Ltd. | | 9,591 | | 26,113 |
Pacific Brands, Ltd. (I) | | 174,508 | | 177,859 |
Pan Australian Resources, Ltd. (I) | | 209,129 | | 108,377 |
Pan Pacific Petroleum NL (I) | | 67,247 | | 16,837 |
PaperlinX, Ltd. (I) | | 65,071 | | 36,367 |
Peet & Company, Ltd. | | 32,089 | | 59,881 |
Perilya, Ltd. (I) | | 30,460 | | 14,677 |
Perpetual Trust of Australia, Ltd. | | 4,131 | | 133,992 |
Perseus Mining, Ltd. (I) | | 31,837 | | 49,738 |
Pharmaxis, Ltd. (I) | | 15,951 | | 36,667 |
Photon Group, Ltd. | | 23,274 | | 23,410 |
Platinum Australia, Ltd. (I) | | 30,671 | | 26,831 |
PMP, Ltd. (I) | | 35,022 | | 22,896 |
Premier Investments, Ltd. | | 8,449 | | 61,519 |
Prime Television, Ltd. | | 15,587 | | 11,041 |
Programmed Maintenance Services, Ltd. | | 14,733 | | 43,887 |
Publishing & Broadcasting, Ltd. | | 21,290 | | 59,472 |
RCR Tomlinson, Ltd. | | 22,598 | | 18,095 |
Realestate.com.au, Ltd. | | 7,872 | | 74,712 |
Reckon, Ltd. | | 14,138 | | 23,031 |
Redflex Holdings, Ltd. | | 5,472 | | 9,203 |
Resolute Mining, Ltd. (I) | | 43,345 | | 36,004 |
Ridley Corp., Ltd. | | 27,918 | | 27,611 |
Riversdale Mining, Ltd. (I) | | 16,160 | | 106,318 |
Roc Oil Company, Ltd. (I) | | 81,308 | | 26,515 |
SAI Global, Ltd. | | 16,255 | | 54,588 |
Sally Malay Mining, Ltd. | | 27,777 | | 46,408 |
Salmat, Ltd. | | 11,402 | | 42,536 |
Sedgman, Ltd. | | 10,879 | | 14,849 |
Seek, Ltd. | | 21,315 | | 135,408 |
ServCorp, Ltd. | | 10,693 | | 29,692 |
Service Stream, Ltd. | | 8,282 | | 2,035 |
Seven Network, Ltd. | | 11,011 | | 72,291 |
Sigma Pharmaceuticals, Ltd. | | 111,268 | | 103,717 |
Silex Systems, Ltd. (I) | | 10,299 | | 52,430 |
SMS Management & Technology, Ltd. | | 12,633 | | 76,197 |
Southern Cross Media Group | | 32,974 | | 57,761 |
SP Telemedia, Ltd. (L) | | 63,587 | | 88,231 |
Spark Infrastructure Group | | 37,465 | | 47,585 |
Specialty Fashion Group, Ltd. (I) | | 51,331 | | 59,080 |
| | |
The accompanying notes are an integral part of the financial statements. | 117 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Australia (continued) | | | | |
Sphere Investments Ltd (I) | | 18,205 | $ | 20,329 |
Spotless Group, Ltd. | | 25,238 | | 65,585 |
St. Barbara, Ltd. (I) | | 181,117 | | 35,627 |
Straits Resources, Ltd. (I) | | 26,787 | | 30,538 |
STW Communications Group, Ltd. | | 36,346 | | 26,328 |
Sundance Resources, Ltd. (I) | | 155,154 | | 17,940 |
Super Cheap Auto Group, Ltd. (L) | | 11,056 | | 49,488 |
Swick Mining Services, Ltd. (I) | | 30,800 | | 11,971 |
Talent2 International, Ltd. (I) | | 6,000 | | 7,248 |
Tap Oil, Ltd. (I) | | 17,366 | | 14,757 |
Tassal Group, Ltd. | | 11,269 | | 16,573 |
Technology One, Ltd. | | 32,670 | | 21,644 |
Ten Network Holdings, Ltd. | | 64,453 | | 100,015 |
Terramin Australia, Ltd. (I) | | 16,521 | | 10,930 |
TFS Corp., Ltd. | | 21,282 | | 17,150 |
Thakral Holdings Group, Ltd. | | 63,390 | | 19,617 |
The Reject Shop, Ltd. | | 2,608 | | 35,675 |
Tower Australia Group, Ltd. | | 27,017 | | 57,197 |
Tox Free Solutions, Ltd. (I) | | 8,234 | | 17,604 |
Transfield Services, Ltd. | | 50,941 | | 183,992 |
Transpacific Industries Group, Ltd. (I) | | 2,950 | | 3,601 |
UXC, Ltd. | | 23,988 | | 11,797 |
Virgin Blue Holdings, Ltd. (I) | | 158,003 | | 86,144 |
Watpac, Ltd. | | 12,179 | | 14,592 |
WDS, Ltd. | | 18,432 | | 10,380 |
West Australian Newspapers | | | | |
Holdings, Ltd. (L) | | 22,369 | | 147,735 |
Western Areas NL (I) | | 14,776 | | 57,308 |
White Energy Company, Ltd. (I) | | 20,704 | | 41,479 |
Whitehaven Coal, Ltd. | | 31,502 | | 130,383 |
WHK Group, Ltd. | | 26,888 | | 28,341 |
Wide Bay Australia, Ltd. | | 4,003 | | 39,491 |
Windimurra Vanadium, Ltd. (I) | | 26,928 | | 0 |
Wotif.com Holdings, Ltd. | | 8,779 | | 57,594 |
| | | |
|
| | | | 9,565,484 |
Austria - 0.98% | | | | |
A-TEC Industries AG (I) | | 1,566 | | 19,996 |
Agrana Beteiligungs AG | | 568 | | 55,339 |
Andritz AG | | 3,715 | | 210,922 |
BWIN Interactive Entertainment AG (I) | | 3,315 | | 180,540 |
BWT AG | | 1,074 | | 27,467 |
Constantia Packaging AG | | 755 | | 39,099 |
Flughafen Wien AG | | 1,118 | | 51,118 |
Intercell AG (I) | | 4,221 | | 122,702 |
Lenzing AG | | 163 | | 54,784 |
Mayr-Melnhof Karton AG | | 705 | | 65,232 |
Oesterreichische Post AG | | 4,024 | | 109,110 |
Palfinger AG (L) | | 1,770 | | 39,283 |
RHI AG (I) | | 2,919 | | 85,807 |
Rosenbauer International AG | | 395 | | 16,339 |
S&T System Integration & Technology | | | | |
Distribution AG (I) | | 487 | | 8,026 |
Schoeller-Bleckmann Oilfield Equipment AG | | 1,107 | | 55,618 |
Uniqa Versicherungen AG | | 4,818 | | 74,037 |
Warimpex Finanz- und Beteiligungs AG (I) | | 3,221 | | 9,214 |
| | | |
|
| | | | 1,224,633 |
Bahamas - 0.03% | | | | |
Petrominerales, Ltd. | | 1,425 | | 37,785 |
Belgium - 1.36% | | | | |
Ackermans & Van Haaren NV | | 2,257 | | 151,104 |
AGFA Gevaert NV (I) | | 16,167 | | 142,413 |
Banque Nationale de Belgique | | 21 | | 96,936 |
Barco NV (I) | | 1,197 | | 47,477 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Belgium (continued) | | | | |
Bekaert SA | | 1,142 | $ | 184,804 |
Compagnie d’Entreprises CFE | | 756 | | 36,491 |
Compagnie Immobiliere de Belgique SA (I) | | 440 | | 14,009 |
Compagnie Maritime Belge SA | | 1,734 | | 52,106 |
Duvel Moortgat SA | | 230 | | 16,241 |
Econocom Group SA | | 1,728 | | 22,352 |
Elia System Operator SA/NV (L) | | 2,308 | | 87,336 |
Euronav NV | | 2,444 | | 49,631 |
EVS Broadcast Equipment SA | | 1,071 | | 57,383 |
Exmar NV | | 2,007 | | 15,642 |
Image Recognition Integrated Systems | | 78 | | 4,413 |
International Brachytherapy SA (I) | | 1,904 | | 9,385 |
Ion Beam Applications SA | | 2,739 | | 29,655 |
Kinepolis Group NV | | 391 | | 19,187 |
Lotus Bakeries SA | | 34 | | 15,744 |
Melexis NV (I) | | 2,366 | | 24,621 |
Omega Pharma SA | | 1,655 | | 81,499 |
Roularta Media Group NV (I) | | 668 | | 14,463 |
SA D’Ieteren Trading NV | | 498 | | 216,708 |
Sapec SA | | 305 | | 24,301 |
Sipef SA | | 888 | | 49,583 |
Telenet Group Holding NV (I) | | 4,761 | | 141,640 |
Tessenderlo Chemie NV | | 2,408 | | 71,636 |
Van De Velde NV | | 796 | | 33,580 |
| | | |
|
| | | | 1,710,340 |
Bermuda - 0.38% | | | | |
Catlin Group, Ltd. | | 34,545 | | 182,692 |
COL Capital, Ltd. | | 28,000 | | 4,403 |
Hardy Underwriting Bermuda, Ltd. | | 7,592 | | 31,845 |
Hiscox PLC | | 37,963 | | 206,017 |
Katanga Mining, Ltd. | | 73,039 | | 52,062 |
| | | |
|
| | | | 477,019 |
Canada - 10.48% | | | | |
Absolute Software Corp. (I) | | 3,900 | | 23,388 |
Aecon Group, Inc. | | 5,399 | | 71,169 |
AG Growth International, Inc. | | 1,300 | | 45,355 |
AGF Management, Ltd. | | 8,493 | | 130,761 |
Alamos Gold, Inc. (I) | | 13,660 | | 165,784 |
Alexco Resource Corp. | | 5,500 | | 17,406 |
Altius Minerals Corp. (I) | | 2,400 | | 19,023 |
Anderson Energy, Ltd. (I) | | 20,300 | | 25,467 |
Angiotech Pharmaceuticals, Inc. (I) | | 20,094 | | 19,479 |
Astral Media, Inc. | | 5,081 | | 168,385 |
Atrium Innovations, Inc. (I) | | 3,200 | | 51,397 |
ATS Automation Tooling Systems, Inc. (I) | | 8,723 | | 56,954 |
Augusta Resource Corp. (I) | | 13,400 | | 34,895 |
Aurizon Mines, Ltd. (I) | | 17,846 | | 71,744 |
Axia NetMedia Corp. (I) | | 9,200 | | 15,214 |
B2gold Corp. | | 14,146 | | 18,419 |
Baffinland Iron Mines Corp. (I) | | 24,800 | | 12,256 |
Baja Mining Corp. (I) | | 16,100 | | 11,629 |
Ballard Power Systems, Inc. (I) | | 9,800 | | 21,794 |
Bankers Petroleum, Ltd. (I) | | 43,086 | | 237,092 |
BELLUS Health, Inc. (I) | | 3,500 | | 665 |
Bioms Medical Corp. (I) | | 9,900 | | 3,199 |
Biovail Corp. | | 5,900 | | 87,306 |
Birch Mountain Resources, Ltd. (I) | | 11,200 | | 25 |
Birchcliff Energy, Ltd. (I) | | 10,153 | | 91,668 |
Blackpearl Resources, Inc. | | 29,540 | | 68,783 |
Bmtc Group, Inc., Class A | | 785 | | 25,008 |
BNK Petroleum, Inc. (I) | | 12,925 | | 24,568 |
Boralex, Inc. (I) | | 3,000 | | 28,483 |
Breakwater Resources, Ltd. (I) | | 63,300 | | 25,869 |
| | |
The accompanying notes are an integral part of the financial statements. | 118 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Canada (continued) | | | | |
CAE, Inc. | | 7,400 | $ | 62,663 |
Calfrac Well Services, Ltd. | | 2,900 | | 65,734 |
Calian Technologies, Ltd. | | 500 | | 8,316 |
Calvalley Petroleums, Inc. (I) | | 9,777 | | 22,301 |
Canaccord Capital, Inc. | | 8,300 | | 66,813 |
Canada Bread Company, Ltd. | | 2,740 | | 132,547 |
Canadian Western Bank | | 6,077 | | 120,131 |
Canam Group, Inc. | | 3,770 | | 26,944 |
Candente Gold Corp. | | 1,720 | | 1,242 |
Candente Resource Corp. (I) | | 8,600 | | 3,269 |
Canfor Corp. (I) | | 11,801 | | 95,220 |
Cangene Corp. (I) | | 3,800 | | 18,960 |
Capstone Mining Corp. (I) | | 17,200 | | 46,425 |
Cardero Resource Corp. | | 7,700 | | 9,806 |
Cardiome Pharma Corp. (I) | | 8,400 | | 43,509 |
Carpathian Gold, Inc. (I) | | 20,000 | | 6,653 |
Cascades, Inc. | | 6,669 | | 51,973 |
Catalyst Paper Corp. (I) | | 54,263 | | 11,336 |
CCL Industries, Inc. | | 3,327 | | 82,400 |
CE Franklin, Ltd. (I) | | 2,786 | | 17,211 |
Celtic Exploration, Ltd. (I) | | 3,946 | | 76,617 |
Centerra Gold, Inc. | | 8,200 | | 99,831 |
Chariot Resources, Ltd. | | 40,500 | | 23,864 |
Claude Resources, Inc. (I) | | 21,200 | | 20,350 |
Cogeco Cable, Inc. | | 1,788 | | 68,822 |
COM DEV International, Ltd. (I) | | 7,500 | | 23,308 |
Comaplex Minerals Corp. | | 5,776 | | 43,312 |
Computer Modelling Group, Ltd. | | 800 | | 12,735 |
Connacher Oil and Gas, Ltd. (I) | | 47,523 | | 58,263 |
ConnectEast Group | | 252,137 | | 98,090 |
Constellation Software, Inc. | | 1,700 | | 64,627 |
Corby Distilleries, Ltd. | | 2,222 | | 31,909 |
Corridor Resources, Inc. (I) | | 11,000 | | 41,713 |
Corus Entertainment, Inc. | | 8,707 | | 149,199 |
Cott Corp. (I) | | 6,083 | | 43,764 |
Crew Energy, Inc. (I) | | 8,723 | | 120,955 |
Crew Gold Corp. (I) | | 1,862 | | 496 |
Crystallex International Corp. (I) | | 43,800 | | 12,904 |
Dalsa Corp. | | 2,800 | | 23,418 |
Daylight Resources Trust | | 5,815 | | 60,847 |
Denison Mines Corp. (I) | | 22,097 | | 29,611 |
Descartes Systems Group, Inc. (I) | | 4,700 | | 29,168 |
Detour Gold Corp. (I) | | 3,650 | | 59,076 |
Divestco, Inc. (I) | | 2,800 | | 1,836 |
Dorel Industries, Inc., Class B | | 2,792 | | 80,427 |
Dundee Precious Metals, Inc. (I) | | 10,200 | | 31,505 |
DundeeWealth, Inc. | | 6,076 | | 79,805 |
Eastern Platinum, Ltd. (I) | | 66,523 | | 82,822 |
Easyhome, Ltd. | | 700 | | 4,690 |
Endeavour Silver Corp. (I) | | 6,200 | | 20,329 |
Enghouse Systems, Ltd. | | 1,100 | | 8,468 |
Ensign Energy Services, Inc. | | 18,500 | | 264,788 |
Entree Gold, Inc. (I) | | 7,500 | | 19,245 |
Equitable Group, Inc. | | 1,700 | | 34,721 |
European Goldfields, Ltd. (I) | | 15,219 | | 84,180 |
Evertz Technologies, Ltd. | | 3,401 | | 47,999 |
Exfo Electro Optical Engineering, Inc. (I) | | 912 | | 5,010 |
Fairborne Energy, Ltd. (I) | | 8,600 | | 36,453 |
Far West Mining, Ltd. (I) | | 4,700 | | 19,163 |
Flint Energy Services, Ltd. (I) | | 3,485 | | 39,712 |
FNX Mining Co., Inc. (I) | | 9,825 | | 117,373 |
Formation Metals, Inc. | | 4,142 | | 6,259 |
Forsys Metals Corp. (I) | | 15,300 | | 60,345 |
Fortune Minerals, Ltd. (I) | | 3,334 | | 2,503 |
Forzani Group, Ltd. | | 3,070 | | 42,073 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Canada (continued) | | | | |
Fraser Papers, Inc. (I) | | 4,800 | $ | 0 |
Fronteer Development Group, Inc. (I) | | 13,680 | | 60,976 |
Galleon Energy, Inc. (I) | | 11,550 | | 74,644 |
Gammon Gold, Inc. | | 5,150 | | 50,462 |
Garda World Security Corp. (I) | | 7,700 | | 76,766 |
GBS Gold International, Inc. (I) | | 30,800 | | 0 |
Gennum Corp. | | 4,158 | | 23,750 |
Glacier Media, Inc. (I) | | 8,800 | | 16,225 |
Glentel, Inc. | | 1,100 | | 16,162 |
Globestar Mining Corp. (I) | | 12,700 | | 12,311 |
Gluskin Sheff & Associates, Inc. | | 1,700 | | 34,107 |
GMP Capital, Inc. | | 1,400 | | 16,752 |
Grande Cache Coal Corp. | | 17,700 | | 113,716 |
Great Canadian Gaming Corp. (I) | | 8,850 | | 61,400 |
Greystar Resources, Ltd. (I) | | 4,600 | | 22,121 |
Guyana Goldfields, Inc. (I) | | 7,300 | | 45,235 |
Hanfeng Evergreen, Inc. (I) | | 3,700 | | 25,740 |
Harry Winston Diamond Corp. | | 6,172 | | 61,884 |
Hemisphere GPS, Inc. (I) | | 10,400 | | 8,599 |
Heroux-Devtek, Inc. (I) | | 3,900 | | 18,681 |
Home Capital Group, Inc. | | 3,115 | | 121,527 |
HudBay Minerals, Inc. (I) | | 21,392 | | 270,195 |
IESI-BFC, Ltd. | | 7,800 | | 137,289 |
Imax Corp. (I) | | 1,500 | | 20,101 |
Intermap Technologies Corp. (I) | | 7,800 | | 11,861 |
International Forest Products, Ltd. (I) | | 5,150 | | 22,711 |
Iteration Energy, Ltd. (I) | | 28,160 | | 44,962 |
Ivanhoe Energy, Inc. (I) | | 32,400 | | 101,616 |
Jinshan Gold Mines, Inc. | | 34,900 | | 129,358 |
KAB Distribution, Inc. (I) | | 18,405 | | 18 |
Kimber Resources, Inc. (I) | | 1,750 | | 1,763 |
Kingsway Financial Services, Inc. | | 8,700 | | 14,139 |
Kirkland Lake Gold, Inc. (I) | | 5,309 | | 35,218 |
Lake Shore Gold Corp. (I) | | 13,508 | | 39,412 |
Laurentian Bank of Canada | | 2,691 | | 102,172 |
Le Chateau, Inc. | | 2,400 | | 28,854 |
Leon’s Furniture, Ltd. | | 6,709 | | 78,427 |
Linamar Corp. | | 12,009 | | 180,900 |
Lundin Mining Corp. | | 22,060 | | 93,297 |
MacDonald Dettwiler & Associates, Ltd. (I) | | 4,105 | | 153,752 |
Major Drilling Group International | | 2,389 | | 61,417 |
Manitoba Telecom Services, Inc. | | 1,600 | | 48,417 |
Maple Leaf Foods, Inc. | | 7,694 | | 77,730 |
Marsulex, Inc. | | 3,500 | | 39,916 |
Martinrea International, Inc. (I) | | 6,018 | | 48,387 |
Maxim Power Corp. (I) | | 6,300 | | 20,836 |
MDS, Inc. (I) | | 15,568 | | 129,610 |
Mega Uranium, Ltd. (I) | | 26,600 | | 15,421 |
Methanex Corp. | | 12,702 | | 300,710 |
Migao Corp. | | 3,400 | | 23,007 |
MKS, Inc. | | 1,550 | | 15,747 |
Mosaid Technologies, Inc. | | 1,500 | | 33,188 |
Mullen Group, Ltd. | | 3,898 | | 56,940 |
Neo Material Technologies, Inc. (I) | | 10,100 | | 42,619 |
New Gold Incnew Gold Inc | | 35,348 | | 156,214 |
Norbord, Inc. (I) | | 1,390 | | 24,201 |
North American Palladium, Ltd. (I) | | 8,050 | | 32,898 |
Northern Dynasty Minerals, Ltd. | | 2,760 | | 25,995 |
Northgate Minerals Corp. (I) | | 25,007 | | 68,447 |
NuVista Energy, Ltd. (I) | | 7,179 | | 94,633 |
Open Text Corp. | | 2,330 | | 114,241 |
OPTI Canada, Inc. | | 26,100 | | 46,882 |
Paladin Labs, Inc. (I) | | 1,400 | | 26,531 |
Paramount Resources, Ltd. (I) | | 4,500 | | 76,597 |
Parkbridge Lifestyles Communities, Inc. (I) | | 6,530 | | 32,582 |
| | |
The accompanying notes are an integral part of the financial statements. | 119 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Canada (continued) | | | | |
Pason Systems, Inc. | | 6,895 | $ | 84,533 |
Pelangio Exploration, Inc. (I) | | 14,200 | | 3,914 |
Petrolifera Petroleum, Ltd. (I) | | 7,550 | | 6,817 |
Platinum Group Metals, Ltd. (I) | | 11,200 | | 22,034 |
Points International, Ltd. (I) | | 16,500 | | 7,449 |
Polymet Mining Corp. (I)(L) | | 13,500 | | 31,691 |
Progress Energy Resources Corp. | | 22,257 | | 269,487 |
QLT, Inc. (I) | | 8,200 | | 38,498 |
Quadra Mining, Ltd. (I) | | 9,677 | | 135,379 |
Quebecor, Inc. | | 4,193 | | 119,749 |
Queenston Mining, Inc. (I) | | 5,100 | | 25,059 |
Quest Capital Corp. (I) | | 18,000 | | 21,042 |
Questerre Energy Corp. (I) | | 23,900 | | 106,303 |
Redcorp Ventures, Ltd. (I) | | 9,000 | | 0 |
Reitman’s Canada, Ltd. | | 5,776 | | 86,733 |
Resin Systems, Inc. (I) | | 36,820 | | 12,248 |
Resverlogix Corp. (I) | | 5,300 | | 15,917 |
Richelieu Hardware, Ltd. | | 2,200 | | 48,048 |
Rock Energy, Inc. (I) | | 373 | | 1,418 |
RONA, Inc. (I) | | 13,109 | | 197,968 |
Rubicon Minerals Corp. (I) | | 21,100 | | 90,841 |
Russel Metals, Inc. | | 6,737 | | 121,525 |
Samuel Manu-Tech, Inc. | | 3,200 | | 12,591 |
Sandvine Corp. (I) | | 12,400 | | 19,091 |
Savanna Energy Services Corp. | | 9,568 | | 66,654 |
SEMAFO, Inc. (I) | | 31,200 | | 143,220 |
Shawcor, Ltd., Class A | | 6,731 | | 182,253 |
Sherritt International Corp. | | 23,900 | | 168,767 |
Shore Gold, Inc. (I) | | 400 | | 342 |
Sierra Wireless, Inc. (I) | | 3,750 | | 30,864 |
Silver Standard Resources, Inc. (I) | | 8,391 | | 142,030 |
Silvercorp Metals, Inc. | | 15,795 | | 103,128 |
Softchoice Corp. (I) | | 2,000 | | 16,537 |
Sprott Resource Corp. | | 6,160 | | 24,764 |
Stantec, Inc. (I) | | 5,068 | | 130,818 |
Stella-Jones, Inc. | | 700 | | 17,922 |
Storm Exploration, Inc. (I) | | 3,762 | | 43,083 |
Tanzanian Royalty Exploration Corp. (I) | | 10,900 | | 45,477 |
Taseko Mines, Ltd. (I) | | 19,800 | | 89,949 |
Tembec, Inc. (I) | | 7,330 | | 7,593 |
The Churchill Corp. (I) | | 1,700 | | 34,494 |
Theratechnologies, Inc. (I) | | 6,398 | | 29,187 |
Thompson Creek Metals Co., Inc. (I) | | 16,072 | | 221,024 |
Toromont Industries, Ltd. | | 6,593 | | 189,795 |
Torstar Corp. (L) | | 7,600 | | 46,227 |
Transcontinental, Inc. | | 8,965 | | 104,203 |
Transglobe Energy Corp. (I) | | 8,300 | | 32,105 |
Transition Therapeutics, Inc. (I) | | 3,200 | | 8,455 |
Trican Well Service, Ltd. | | 14,500 | | 187,830 |
Trinidad Drilling, Ltd. | | 16,500 | | 112,593 |
Turnkey E&P, Inc. (I) | | 1,100 | | 5 |
Uex Corp. (I) | | 14,600 | | 14,569 |
Uni-Select, Inc. | | 2,200 | | 60,238 |
Ur-Energy, Inc. (I) | | 10,200 | | 8,337 |
Uranium One, Inc. (I) | | 55,113 | | 160,279 |
UTS Energy Corp. | | 25,300 | | 59,150 |
Vecima Networks, Inc. (I) | | 2,921 | | 18,877 |
Vector Aerospace Corp. (I) | | 2,100 | | 12,653 |
Vitran Corp., Inc. (I) | | 300 | | 2,908 |
Wesdome Gold Mines, Ltd. | | 11,600 | | 23,703 |
West Energy, Ltd. (I) | | 7,625 | | 31,233 |
West Fraser Timber Company, Ltd. | | 3,755 | | 130,686 |
Western Coal Corp. | | 25,500 | | 90,396 |
Westport Innovations, Inc. (I) | | 3,900 | | 54,671 |
Wi-LAN, Inc. | | 12,200 | | 33,393 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Canada (continued) | | | | |
Winpak, Ltd. | | 6,500 | $ | 52,818 |
Xceed Mortgage Corp. (I) | | 1,800 | | 2,908 |
Xtreme Coil Drilling Corp. | | 6,548 | | 33,605 |
Zarlink Semiconductor, Inc. (I) | | 200 | | 327 |
| | | |
|
| | | | 13,137,897 |
China - 0.21% | | | | |
AAC Acoustic Technology Holdings, Inc. | | 80,000 | | 124,748 |
Delong Holdings, Ltd. (I) | | 45,500 | | 18,777 |
Epure International, Ltd. | | 79,000 | | 45,218 |
Pacific Textile Holdings, Ltd. | | 65,000 | | 42,295 |
Sinotrans Shipping, Ltd. | | 71,500 | | 34,470 |
| | | |
|
| | | | 265,508 |
Cyprus - 0.07% | | | | |
ProSafe ASA | | 15,000 | | 74,571 |
Prosafe Production Public, Ltd. (I) | | 8,635 | | 16,809 |
| | | |
|
| | | | 91,380 |
Denmark - 1.14% | | | | |
ALK-Abello A/S | | 663 | | 48,952 |
Alm. Brand Skadesforsikring A/S (I) | | 1,126 | | 17,100 |
Ambu A/S | | 800 | | 18,446 |
Auriga Industries | | 2,034 | | 38,529 |
Bang & Olufsen AS (I) | | 4,791 | | 53,520 |
Bavarian Nordic A/S (I) | | 1,471 | | 45,762 |
BoConcept Holding A/S (I) | | 75 | | 2,363 |
Brodrene Hartmann A/S (I) | | 800 | | 14,275 |
Capinordic A/S (I) | | 9,300 | | 2,636 |
D.S. Norden A/S | | 279 | | 11,737 |
Dalhoff Larsen & Horneman A/S (I) | | 2,500 | | 8,240 |
DFDS A/S (I) | | 319 | | 23,237 |
DiBa Bank A/S (I) | | 550 | | 5,632 |
East Asiatic Co Ltd A/S | | 1,821 | | 51,991 |
Fionia Bank A/S (I) | | 1,250 | | 0 |
Fluegger A/S | | 225 | | 15,468 |
Genmab A/S | | 3,921 | | 65,867 |
GN Store Nord A/S (I) | | 12,589 | | 68,128 |
Greentech Energy Systems A/S (I) | | 6,004 | | 19,227 |
Gronlandsbanken (I) | | 20 | | 1,493 |
Harboes Bryggeri A/S | | 441 | | 9,524 |
IC Companys A/S (I) | | 3,227 | | 139,648 |
Jeudan A/S | | 352 | | 28,371 |
Maconomy Corp. (I) | | 1,500 | | 3,187 |
NeuroSearch A/S (I) | | 2,902 | | 97,902 |
Nordjyske Bank A/S (I) | | 1,190 | | 25,052 |
Ostjydsk Bank A/S (I) | | 160 | | 11,149 |
Parken Sport & Entertainment A/S (I) | | 216 | | 11,661 |
PER Aarsleff A/S | | 420 | | 36,898 |
Pharmexa A/S (I) | | 10,600 | | 1,302 |
Ringkjoebing Landbobank A/S (I) | | 485 | | 53,243 |
Roskilde Bank A/S (I) | | 495 | | 0 |
Satair A/S | | 591 | | 23,363 |
Schouw & Company A/S | | 2,506 | | 41,056 |
SimCorp A/S | | 500 | | 88,238 |
Sjaelso Gruppen A/S (I) | | 2,935 | | 4,780 |
Solar Holdings A/S | | 900 | | 53,147 |
Spar Nord Bank A/S (I) | | 8,152 | | 88,015 |
Sparbank Vest A/S (I) | | 275 | | 5,060 |
Sydbank AS (I) | | 4,119 | | 101,490 |
Thrane & Thrane A/S | | 800 | | 19,914 |
TK Development A/S (I) | | 2,524 | | 12,270 |
TopoTarget A/S (I)(L) | | 15,000 | | 13,092 |
Vestjysk Bank A/S (I) | | 3,265 | | 53,181 |
| | | |
|
| | | | 1,434,146 |
| | |
The accompanying notes are an integral part of the financial statements. | 120 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Finland - 2.97% | | | | |
Ahlstrom Oyj | | 1,578 | $ | 24,688 |
Alma Media Oyj | | 7,542 | | 77,002 |
Amer Sports Oyj | | 12,306 | | 135,889 |
Aspo Oyj | | 2,534 | | 23,808 |
Atria PLC | | 1,229 | | 18,507 |
BasWare Oyj | | 299 | | 7,165 |
Cargotec Corp. Oyj (L) | | 4,897 | | 131,817 |
Cramo Oyj | | 3,712 | | 62,481 |
Digia PLC | | 2,622 | | 14,673 |
Elektrobit Corp. (I) | | 9,773 | | 13,839 |
Etteplan Oyj | | 276 | | 1,034 |
F-Secure Oyj | | 10,255 | | 33,240 |
Finnair Oyj (I) | | 7,567 | | 40,147 |
Finnlines Oyj (I) | | 2,378 | | 23,781 |
Fiskars Corp. | | 6,119 | | 101,146 |
HK Ruokatalo Oyj | | 5,218 | | 66,860 |
Huhtamaki Oyj | | 9,309 | | 101,404 |
Ilkka-Yhtyma Oyj | | 1,877 | | 16,280 |
KCI Konecranes Oyj | | 6,939 | | 190,740 |
Kemira Oyj (L) | | 8,209 | | 137,100 |
Kesko Oyj | | 9,515 | | 345,094 |
Lannen Tehtaat Oyj | | 930 | | 21,908 |
Lassila & Tikanoja Oyj | | 3,716 | | 76,850 |
Lemminkainen Oyj | | 775 | | 24,747 |
M-real Oyj (I) | | 22,834 | | 53,814 |
Nokian Renkaat Oyj (L) | | 8,380 | | 210,281 |
Olvi Oyj | | 959 | | 33,286 |
Oriola-KD Oyj | | 22,667 | | 166,406 |
Orion Oyj, Series A | | 5,119 | | 112,509 |
Orion Oyj, Series B | | 7,497 | | 166,312 |
Outotec Oyj | | 4,469 | | 129,480 |
Ponsse Oyj | | 1,465 | | 14,025 |
Poyry Oyj | | 4,503 | | 58,312 |
Raisio Oyj | | 15,131 | | 57,675 |
Ramirent Oyj (I) | | 8,097 | | 73,643 |
Rapala VMC Oyj | | 617 | | 4,402 |
Ruukki Group Oyj (I) | | 20,289 | | 56,352 |
Scanfil Oyj | | 3,082 | | 12,002 |
Stockmann Oyj Abp, Series A (L) | | 1,949 | | 63,685 |
Stockmann Oyj Abp, Series B | | 2,883 | | 89,716 |
Tecnomen Oyj | | 10,173 | | 12,189 |
Teleste Oyj | | 1,377 | | 7,031 |
TietoEnator Oyj | | 7,664 | | 172,000 |
Uponor Oyj | | 5,843 | | 104,059 |
Vacon Oyj | | 1,063 | | 40,383 |
Vaisala Oyj | | 1,483 | | 42,667 |
YIT Oyj | | 16,640 | | 358,646 |
| | | |
|
| | | | 3,729,075 |
France - 4.33% | | | | |
Ales Groupe SA | | 435 | | 6,184 |
Alten SA (I) | | 2,039 | | 55,316 |
Altran Technologies SA (I)(L) | | 11,249 | | 52,625 |
April Group SA | | 1,609 | | 50,827 |
Arkema | | 5,678 | | 192,113 |
Assystem SA (I) | | 1,674 | | 21,438 |
Avanquest Software SA (I) | | 1,218 | | 6,169 |
Bacou Dalloz SA | | 519 | | 33,461 |
Beneteau SA | | 3,926 | | 64,739 |
Boiron SA | | 834 | | 34,302 |
Bonduelle SCA | | 372 | | 41,180 |
Bongrain SA (I) | | 645 | | 47,382 |
Bourbon SA | | 4,224 | | 142,727 |
Bull SA (I) | | 11,140 | | 51,117 |
Canal Plus SA | | 6,204 | | 49,371 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
France (continued) | | | | |
Carbone Lorraine SA | | 1,227 | $ | 39,733 |
Cegedim SA (I) | | 484 | | 32,960 |
Cegid SA | | 599 | | 16,313 |
Club Mediterranee SA (I) | | 2,192 | | 34,350 |
Compagnie Plastic Omnium SA | | 1,369 | | 42,318 |
Delachaux SA | | 877 | | 46,428 |
Electricite de Strasbourg SA (I) | | 142 | | 23,391 |
Esso SAF | | 269 | | 33,573 |
Etablissements Maurel et Prom SA | | 8,680 | | 128,346 |
Etam Developpement SA (I) | | 986 | | 27,520 |
Euler Hermes SA | | 532 | | 37,916 |
Euro Disney SCA (I) | | 3,416 | | 19,125 |
Exel Industries SA | | 185 | | 6,550 |
Faurecia (I) | | 2,795 | | 48,651 |
Financiere Marc de Lacharriere SA | | 1,072 | | 55,253 |
Fleury Michon SA | | 344 | | 16,627 |
Gaumont SA | | 489 | | 31,295 |
GFI Informatique SA | | 5,737 | | 20,862 |
GIFI | | 408 | | 28,779 |
GL Events SA | | 910 | | 20,497 |
Groupe Steria SA (L) | | 2,691 | | 75,623 |
Guerbet SA | | 180 | | 22,158 |
Guyenne & Gascogne SA | | 699 | | 60,179 |
Havas SA | | 36,780 | | 150,535 |
Infogrames Entertainment SA (I) | | 3,415 | | 18,371 |
Ingenico SA | | 3,004 | | 71,579 |
Ipsos SA | | 2,092 | | 72,637 |
Kaufman & Broad SA (I) | | 1,176 | | 25,299 |
Korian (L) | | 1,818 | | 46,056 |
Laurent-Perrier SA | | 374 | | 28,975 |
Lisi SA | | 546 | | 27,137 |
LVL Medical Groupe SA (I) | | 1,044 | | 24,444 |
M6-Metropole Television | | 4,852 | | 120,034 |
Maisons France Confort SA | | 510 | | 19,087 |
Manitou BF SA (I) | | 1,754 | | 21,950 |
Manutan SA | | 963 | | 51,653 |
Marseill Tunnel Prado-Carena | | 219 | | 8,245 |
Montupet SA (I) | | 553 | | 2,823 |
Naturex | | 382 | | 14,043 |
Neopost SA | | 2,583 | | 209,555 |
Nexans SA | | 2,634 | | 186,050 |
Nexity SA | | 2,770 | | 101,734 |
Norbert Dentressangle SA | | 882 | | 52,174 |
Orpea SA | | 2,078 | | 86,008 |
Parrot SA (I) | | 453 | | 7,098 |
Penauille Polyservices SA | | 7,713 | | 30,432 |
Pierre & Vacances SA | | 562 | | 38,197 |
Rallye SA | | 1,670 | | 53,938 |
Remy Cointreau SA | | 2,071 | | 98,724 |
Rhodia SA (I) | | 10,589 | | 201,491 |
Robertet SA | | 258 | | 27,315 |
Rubis SA | | 885 | | 69,946 |
Saft Groupe SA | | 2,177 | | 79,636 |
Samse SA | | 285 | | 21,615 |
SEB SA | | 2,267 | | 145,785 |
Sechilienne-Sidec SA | | 1,925 | | 58,731 |
Societe Industrielle D’Aviations | | | | |
Latecoere SA (I) | | 350 | | 1,549 |
SOITEC (I) | | 8,025 | | 105,427 |
Somfy SA | | 383 | | 74,003 |
Sopra Group SA | | 529 | | 37,820 |
SR Teleperformance SA | | 5,607 | | 178,720 |
Stallergenes SA | | 813 | | 65,197 |
Stef-TFE Group | | 993 | | 57,062 |
Sucriere de Pithiviers-Le-Vieil SA | | 59 | | 58,642 |
| | |
The accompanying notes are an integral part of the financial statements. | 121 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
France (continued) | | | | |
Synergie SA | | 1,224 | $ | 30,349 |
Tessi SA | | 206 | | 13,491 |
Theolia SA (I) | | 2,633 | | 11,260 |
Toupargel-Agrigel SA | | 936 | | 20,252 |
Trigano SA | | 2,853 | | 59,015 |
UbiSoft Entertainment SA (I) | | 7,630 | | 93,250 |
Union Financiere de France Banque SA | | 577 | | 21,004 |
Valeo SA (I) | | 7,387 | | 225,549 |
Viel & Compagnie SA | | 6,221 | | 24,389 |
Vilmorin & Compagnie SA | | 383 | | 38,531 |
Virbac SA | | 457 | | 45,693 |
VM Materiaux SA | | 539 | | 32,289 |
Vranken-Pommery Monopole Group SA | | 407 | | 16,722 |
Wendel | | 2,640 | | 148,226 |
Zodiac SA | | 4,062 | | 185,128 |
| | | |
|
| | | | 5,432,263 |
Germany - 5.15% | | | | |
Aareal Bank AG (I) | | 3,814 | | 79,332 |
Adlink Internet Media AG (I) | | 2,151 | | 11,030 |
Agennix AG (I) | | 1,121 | | 6,868 |
Amadeus Fire AG | | 724 | | 16,850 |
Augusta Technologie AG | | 1,041 | | 15,887 |
Baader Wertpapierhandelsbank AG | | 4,116 | | 18,167 |
Balda AG (I)(L) | | 3,189 | | 14,325 |
Bauer AG | | 995 | | 44,924 |
Beate Uhse AG (I) | | 8,223 | | 7,897 |
Bechtle AG | | 1,192 | | 31,644 |
Bertrandt AG | | 519 | | 14,865 |
Biotest AG | | 323 | | 17,692 |
Boewe Systec AG (I) | | 126 | | 960 |
Carl Zeiss Meditec AG (L) | | 3,844 | | 61,888 |
Cenit AG (I) | | 2,140 | | 14,800 |
CENTROTEC Sustainable AG (I) | | 1,362 | | 22,258 |
Cewe Color Holding AG | | 730 | | 25,252 |
Comdirect Bank AG | | 3,822 | | 37,882 |
Conergy AG (I)(L) | | 12,524 | | 12,631 |
Constantin Medien AG (I) | | 7,438 | | 18,717 |
CropEnergies AG (I) | | 1,162 | | 5,902 |
CTS Eventim AG | | 1,453 | | 76,561 |
Curanum AG | | 4,385 | | 15,813 |
D Logistics AG | | 4,397 | | 6,615 |
DAB Bank AG | | 3,886 | | 22,484 |
Data Modul AG | | 578 | | 6,887 |
Demag Cranes AG | | 2,393 | | 78,851 |
Deutsche Wohnen AG (I) | | 8,098 | | 76,086 |
Deutz AG (I) | | 7,867 | | 37,376 |
Douglas Holding AG | | 3,280 | | 156,238 |
Drillisch AG (I) | | 6,749 | | 47,526 |
Duerr AG | | 839 | | 18,274 |
DVB Bank AG | | 110 | | 3,730 |
Elexis AG | | 1,107 | | 13,889 |
ElringKlinger AG | | 2,489 | | 57,906 |
Evotec AG (I) | | 25,197 | | 66,329 |
Fielmann AG | | 1,418 | | 116,901 |
Freenet AG (I) | | 6,763 | | 96,729 |
Fuchs Petrolub AG | | 538 | | 44,756 |
Gerresheimer AG | | 3,315 | | 102,442 |
Gerry Weber International AG | | 1,425 | | 46,972 |
Gesco AG | | 414 | | 21,813 |
GFK AG | | 1,781 | | 63,718 |
GFT Technologies AG | | 2,486 | | 10,996 |
Gildemeister AG | | 4,158 | | 53,695 |
Grenkeleasing AG | | 1,123 | | 44,491 |
Hamburger Hafen und Logistik AG | | 1,415 | | 52,672 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Germany (continued) | | | | |
Hawesko Holding AG | | 1,116 | $ | 36,471 |
Heidelberger Druckmaschinen AG (I)(L) | | 8,334 | | 57,880 |
Indus Holding AG | | 1,427 | | 23,700 |
Interseroh AG | | 294 | | 19,208 |
Intershop Communications AG (I)(L) | | 2,654 | | 6,139 |
IVG Immobilien AG (I) | | 9,797 | | 74,006 |
IWKA AG (I) | | 2,786 | | 39,442 |
Jenoptik AG (I) | | 5,019 | | 31,080 |
KIZOO AG (I) | | 1,380 | | 15,938 |
Kloeckner & Company SE (I) | | 5,255 | | 122,262 |
Kontron AG | | 6,351 | | 66,137 |
Krones AG (L) | | 1,517 | | 79,744 |
KSB AG | | 73 | | 47,381 |
KWS Saat AG | | 290 | | 48,178 |
Lanxess AG | | 8,502 | | 312,428 |
Leoni AG | | 3,001 | | 56,835 |
Loewe AG | | 772 | | 9,680 |
Manz Automation AG (I) | | 222 | | 16,967 |
MasterFlex AG (I) | | 207 | | 809 |
Mediclin AG | | 8,179 | | 33,856 |
Medigene AG (I) | | 3,374 | | 16,942 |
Medion AG | | 3,090 | | 33,825 |
MLP AG | | 4,661 | | 44,917 |
Mologen AG (I) | | 1,346 | | 15,868 |
Morphosys AG (I) | | 2,360 | | 50,110 |
MTU Aero Engines Holding AG | | 3,703 | | 187,740 |
MVV Energie AG | | 1,283 | | 54,481 |
Nemetschek AG (I) | | 1,050 | | 26,152 |
Norddeutsche Affinerie AG | | 3,925 | | 181,385 |
Nordex AG (I) | | 3,399 | | 41,413 |
P&I Personal & Informatik AG | | 20 | | 502 |
Pfeiffer Vacuum Technology AG | | 1,003 | | 78,412 |
Pfleiderer AG (I) | | 3,609 | | 27,404 |
Phoenix Solar Agphoenix Solar AG | | 220 | | 8,634 |
Plambeck Neue Energien AG (I) | | 5,505 | | 15,448 |
Praktiker Bau- und Heimwerkermaerkte AG | | 5,569 | | 47,053 |
Premiere AG (I) | | 41,539 | | 102,055 |
PVA TePla AG (I) | | 1,400 | | 8,401 |
QSC AG (I) | | 10,874 | | 23,888 |
R. Stahl AG | | 574 | | 12,635 |
Rational AG | | 385 | | 64,877 |
REpower Systems AG (I) | | 129 | | 21,927 |
Rheinmetall AG | | 3,739 | | 234,152 |
Rhoen-Klinikum AG | | 8,581 | | 211,945 |
Roth & Rau AG (I) | | 692 | | 23,228 |
Sartorius AG | | 997 | | 22,383 |
Schlott Gruppe AG | | 185 | | 1,031 |
SGL Carbon AG (I)(L) | | 4,960 | | 135,831 |
SHB Stuttgarter Finanz & Beteiligungs AG | | 951 | | 24,613 |
Singulus Technologies AG (I) | | 4,178 | | 23,593 |
Sixt AG | | 755 | | 24,264 |
Software AG | | 1,731 | | 200,163 |
Solar Millennium AG (I)(L) | | 1,423 | | 54,735 |
Solarworld AG (L) | | 5,654 | | 78,223 |
Solon AG Fuer Solartechnik AG (I) | | 1,340 | | 8,755 |
Stada Arzneimittel AG | | 7,066 | | 245,327 |
Stratec Biomedical Systems AG | | 807 | | 29,479 |
Symrise AG | | 10,225 | | 217,969 |
Takkt AG | | 2,729 | | 30,635 |
Technotrans AG (I) | | 258 | | 1,776 |
Tognum AG | | 10,881 | | 185,881 |
TUI AG (I)(L) | | 17,170 | | 169,428 |
Versatel AG (I) | | 1,054 | | 11,060 |
Vossloh AG | | 996 | | 97,780 |
Wacker Construction Equipment AG | | 1,409 | | 16,945 |
| | |
The accompanying notes are an integral part of the financial statements. | 122 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Germany (continued) | | | | |
Washtec AG (I) | | 1,640 | $ | 17,113 |
Wincor Nixdorf AG | | 3,979 | | 269,674 |
Wire Card AG | | 8,598 | | 103,417 |
Wuerttembergische Lebensversicherung AG | | 1,339 | | 39,578 |
| | | |
|
| | | | 6,460,709 |
Gibraltar - 0.06% | | | | |
PartyGaming PLC (I) | | 15,798 | | 73,086 |
Greece - 1.13% | | | | |
Agricultural Bank of Greece SA (I) | | 21,674 | | 48,865 |
Alapis Holding Industrial & Commercial SA | | 61,030 | | 36,643 |
Anek Lines SA (I) | | 16,819 | | 11,906 |
Athens Stock Exchange SA | | 6,411 | | 60,192 |
Athens Water Supply and Sewage | | | | |
Company SA | | 2,918 | | 22,403 |
Bank of Attica SA (I) | | 9,882 | | 18,069 |
Bank of Greece SA | | 2,122 | | 123,843 |
Diagnostic & Therapeutic Center of Athens | | | | |
Hygeia SA | | 10,955 | | 22,223 |
Duty Free Shops SA | | 2,936 | | 23,549 |
Emporiki Bank SA (I) | | 8,531 | | 46,270 |
Euromedica SA (I) | | 1,362 | | 7,790 |
Forthnet SA (I) | | 14,320 | | 18,554 |
Fourlis SA | | 4,391 | | 48,498 |
Frigoglass SA (I) | | 2,954 | | 31,391 |
GEK Group of Companies SA | | 5,882 | | 39,820 |
Geniki Bank SA (I) | | 21,225 | | 18,561 |
Greek Postal Savings Bank SA (I) | | 7,491 | | 39,087 |
Halcor SA (I) | | 12,007 | | 18,001 |
Hansard Global PLC | | 11,952 | | 33,990 |
Hellenic Technodomiki Tev SA | | 14,867 | | 84,365 |
Heracles General Cement SA | | 5,225 | | 35,744 |
Iaso SA | | 5,049 | | 21,995 |
Intracom Holdings SA (I) | | 28,550 | | 37,810 |
J&P-Avax SA | | 7,584 | | 20,588 |
Lambrakis Press SA (I) | | 2,615 | | 5,628 |
Marfin Financial Group SA Holdings (I) | | 46,194 | | 108,548 |
Maritime Company of Lesvos SA (I) | | 26,037 | | 0 |
Metka SA | | 2,434 | | 35,277 |
Michaniki SA | | 5,586 | | 6,860 |
Motor Oil Hellas Corinth Refineries SA | | 5,091 | | 64,452 |
Mytilineos Holdings SA | | 8,401 | | 46,840 |
Piraeus Port Authority SA | | 881 | | 14,502 |
Sidenor Steel Products Manufacturing | | | | |
Company SA (I) | | 4,142 | | 19,154 |
Teletypos SA Mega Channel | | 4,590 | | 22,480 |
Terna Energy SA | | 3,843 | | 25,762 |
Thessaloniki Port Authority SA | | 488 | | 7,956 |
Titan Cement Company SA | | 5,669 | | 139,050 |
Viohalco SA | | 8,595 | | 46,133 |
| | | |
|
| | | | 1,412,799 |
Hong Kong - 3.15% | | | | |
Alco Holdings, Ltd. | | 54,000 | | 19,275 |
Allied Group, Ltd. | | 18,000 | | 46,849 |
Allied Properties HK, Ltd. (I) | | 372,000 | | 67,147 |
Asia Financial Holdings, Ltd. | | 66,000 | | 25,103 |
Asia Satellite Telecom | | | | |
Holdings Company, Ltd. | | 26,220 | | 36,839 |
Associated International Hotels, Ltd. (I) | | 26,000 | | 55,871 |
Beijing Enterprises Water Group, Ltd. | | 234,000 | | 79,307 |
C C Land Holdings, Ltd. | | 196,000 | | 75,539 |
C Y Foundation Group, Ltd. (I) | | 605,000 | | 8,968 |
Cafe de Coral Holdings, Ltd. | | 40,000 | | 89,883 |
Champion Technology Holdings, Ltd. | | 331,406 | | 11,104 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Hong Kong (continued) | | | | |
Chen Hsong Holdings, Ltd. | | 40,000 | $ | 13,363 |
Chevalier International Holdings, Ltd. | | 16,000 | | 13,196 |
China Metal International Holdings, Inc. | | 58,000 | | 15,560 |
China Precious Metal Resources | | | | |
Holdings Company, Ltd. | | 124,000 | | 41,231 |
China Public Procurement, Ltd. | | 312,000 | | 45,465 |
China Sci-Tech Holdings, Ltd. (I) | | 263,040 | | 13,744 |
China Seven Star Shopping, Ltd. (I) | | 470,000 | | 10,847 |
China WindPower Group, Ltd. | | 410,000 | | 44,392 |
Chong Hing Bank, Ltd. | | 13,000 | | 23,619 |
Chow Sang Sang Holdings, Ltd. | | 30,000 | | 34,271 |
Chuang’s Consortium International, Ltd. | | 157,308 | | 16,650 |
Citic 1616 Holdings, Ltd. | | 30,000 | | 9,550 |
City Telecom HK, Ltd. | | 1,717 | | 21,377 |
Cnnc International, Ltd. | | 35,000 | | 35,012 |
Cross-Harbour Holdings, Ltd. | | 22,000 | | 19,134 |
Dah Chong Hong Holdings, Ltd. | | 67,000 | | 37,265 |
Dah Sing Banking Group, Ltd. (I) | | 33,600 | | 44,516 |
Dah Sing Financial Group (I) | | 10,800 | | 54,835 |
Daphne International Holdings, Ltd. | | 117,317 | | 90,412 |
Dickson Concepts International, Ltd. | | 37,000 | | 19,738 |
EganaGoldpfeil Holdings, Ltd. (I) | | 131,750 | | 0 |
eSun Holdings, Ltd. (I) | | 113,000 | | 15,151 |
Far East Consortium International, Ltd. | | 106,925 | | 30,190 |
First Natural Foods Holdings, Ltd. (I) | | 375,000 | | 0 |
First Sign International Holdings, Ltd. | | 46,000 | | 63,079 |
Fubon Bank, Ltd. | | 46,000 | | 19,207 |
G-resources Group, Ltd. | | 822,000 | | 51,379 |
Galaxy Entertainment Group, Ltd. | | 105,000 | | 40,242 |
Get Nice Holdings, Ltd. | | 246,000 | | 16,169 |
Giordano International, Ltd. | | 199,708 | | 62,695 |
Glorious Sun Enterprises, Ltd. | | 88,000 | | 32,660 |
Golden Resorts Group, Ltd. | | 500,000 | | 26,423 |
Great Eagle Holdings, Ltd. | | 38,000 | | 107,247 |
Hang Fung Gold Technology, Ltd. (I) | | 310,000 | | 0 |
Harbour Centre Development, Ltd. | | 37,500 | | 30,418 |
Heng Tai Consumables Group, Ltd. (I) | | 110,250 | | 10,381 |
HKR International, Ltd. (I) | | 44,000 | | 17,646 |
Horsford Nominees, Ltd. | | 36,000 | | 7,421 |
Hung Hing Printing Group, Ltd. | | 76,216 | | 24,161 |
Hutchison Harbour Ring, Ltd. | | 174,000 | | 24,230 |
Hutchison Telecommunications | | | | |
International, Ltd. (I) | | 10,300 | | 42,436 |
i-Cable Communications, Ltd. (I) | | 179,000 | | 30,928 |
Imagi International Holdings, Ltd. (I) | | 175,000 | | 2,850 |
Integrated Distribution Services Group, Ltd. | | 23,000 | | 35,863 |
International Luk Fook Holdings, Ltd. | | 38,000 | | 32,896 |
Jinhui Holdings, Ltd. (I) | | 42,000 | | 15,052 |
Johnson Electric Holdings, Ltd. (I) | | 148,500 | | 76,205 |
K Wah International Holdings, Ltd. | | 61,227 | | 21,228 |
Keck Seng Investments, Ltd. | | 1,000 | | 509 |
Kowloon Development Company, Ltd. | | 44,000 | | 50,313 |
Lai Sun Development Company, Ltd. (I) | | 632,000 | | 10,018 |
Lee & Man Holding, Ltd. | | 80,000 | | 44,450 |
Lippo, Ltd. | | 31,250 | | 10,592 |
Lung Kee Holdings, Ltd. | | 46,000 | | 20,157 |
Matsunichi Communication Holdings, Ltd. (I) | | 89,000 | | 40,143 |
Media Chinese International, Ltd. | | 30,000 | | 5,218 |
Melco International Development (I)(L) | | 83,000 | | 33,488 |
Midland Holdings, Ltd. | | 84,000 | | 79,377 |
Miramar Hotel & Investment Company, Ltd. | | 8,000 | | 8,348 |
Neo-neon Holdings Ltdneo-neon Holdings Ltd. | | 76,500 | | 59,062 |
Norstar Founders Group, Ltd. (I) | | 168,000 | | 15,800 |
Pacific Andes International Holdings, Ltd. | | 218,000 | | 39,394 |
Pacific Basin Shipping, Ltd. | | 216,000 | | 172,375 |
| | |
The accompanying notes are an integral part of the financial statements. | 123 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Hong Kong (continued) | | | | |
Pacific Century Premium | | | | |
Developments, Ltd. (I) | | 111,000 | $ | 32,048 |
Paliburg Holdings, Ltd. | | 71,380 | | 25,595 |
PCCW, Ltd. | | 418,000 | | 115,820 |
Peace Mark Holdings, Ltd. (I) | | 180,000 | | 0 |
Petroasian Energy Holdings, Ltd. | | 284,000 | | 40,294 |
Phoenix Satellite Television Holdings, Ltd. | | 174,000 | | 39,910 |
Pico Far East Holdings, Ltd. | | 126,000 | | 23,563 |
Polytec Asset Holdings, Ltd. | | 210,000 | | 42,241 |
Public Financial Holdings, Ltd. | | 36,000 | | 17,535 |
PYI Corp., Ltd. (I) | | 801 | | 37 |
Regal Hotels International Holdings, Ltd. | | 83,200 | | 29,908 |
Rising Development Holdings | | 104,000 | | 38,326 |
Road King Infrastructure, Ltd. | | 24,000 | | 17,637 |
Sa Sa International Holdings, Ltd. | | 62,000 | | 42,395 |
SEA Holdings, Ltd. | | 52,000 | | 24,476 |
Shell Electric Manufacturing Company, Ltd. | | 36,000 | | 23,888 |
Shui On Construction & Materials, Ltd. | | 22,000 | | 30,903 |
Shun Tak Holdings, Ltd. | | 102,000 | | 54,434 |
Singamas Container Holdings, Ltd. (I) | | 180,000 | | 29,006 |
Sino-tech International Holdings, Ltd. | | 420,000 | | 37,352 |
Smartone Telecommunications Holdings, Ltd. | | 35,500 | | 29,731 |
Stella International Holdings, Ltd. | | 26,000 | | 53,598 |
Sun Hung Kai & Company, Ltd. | | 55,000 | | 45,034 |
Superb Summit International Timber | | | | |
Company, Ltd. (I) | | 378,000 | | 12,908 |
Tack Fat Group International, Ltd. (I) | | 200,000 | | 0 |
TAI Cheung Holdings, Ltd. | | 49,000 | | 28,301 |
TAK Sing Alliance Holdings, Ltd. | | 94,000 | | 13,690 |
Tan Chong International, Ltd. | | 63,000 | | 11,220 |
TCC International Holdings, Ltd. (I) | | 53,444 | | 21,283 |
Techtronic Industries Company, Ltd. | | 143,500 | | 109,854 |
Television Broadcasting Company, Ltd. | | 1,000 | | 4,554 |
Texwinca Holdings, Ltd. | | 37,961 | | 34,092 |
Titan Petrochemicals Group, Ltd. (I) | | 600,000 | | 22,821 |
Transport International Holdings, Ltd. | | 29,200 | | 84,469 |
USI Holding Corp. | | 38,000 | | 10,980 |
Value Partners Group, Ltd. | | 58,000 | | 41,632 |
Vitasoy International Holdings, Ltd. | | 112,000 | | 75,115 |
Wai Kee Holdings, Ltd. (I) | | 72,000 | | 15,710 |
Wheelock Properties, Ltd. | | 70,000 | | 41,767 |
Wing On Company International, Ltd. | | 17,000 | | 22,733 |
Xinyi Glass Holdings Company, Ltd. | | 76,000 | | 58,672 |
| | | |
|
| | | | 3,948,995 |
Ireland - 0.89% | | | | |
AER Lingus Group PLC (I) | | 25,626 | | 19,719 |
C&C Group PLC | | 32,642 | | 120,463 |
C&C Group PLC - London Exchange | | 902 | | 3,342 |
DCC PLC | | 9,371 | | 245,694 |
FBD Holdings PLC | | 4,678 | | 36,508 |
Fyffes PLC | | 29,278 | | 17,543 |
Glanbia PLC (I) | | 12,263 | | 42,257 |
Grafton Group PLC (I) | | 22,961 | | 75,002 |
IFG Group PLC | | 19,878 | | 33,833 |
Independent News & Media PLC | | 58,384 | | 7,072 |
Irish Continental Group PLC (I) | | 2,561 | | 50,744 |
Irish Life & Permanent Group Holdings PLC | | 30,577 | | 114,571 |
Kenmare Resources PLC | | 114,460 | | 38,808 |
Kingspan Group PLC (I) | | 13,554 | | 92,289 |
McInerney Holdings PLC (I) | | 20,779 | | 5,093 |
Paddy Power PLC | | 4,237 | | 134,134 |
United Drug PLC | | 26,909 | | 83,176 |
| | | |
|
| | | | 1,120,248 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Italy - 3.15% | | | | |
Acea SpA | | 7,361 | $ | 74,812 |
Acegas-APS SpA | | 2,167 | | 11,209 |
Actelios SpA | | 1,929 | | 9,060 |
Aedes SpA (I) | | 6,455 | | 2,064 |
Amplifon SpA (I) | | 8,041 | | 40,195 |
Ansaldo STS SpA | | 6,306 | | 121,543 |
Astaldi SpA | | 5,883 | | 40,130 |
Autogrill SpA (I) | | 10,036 | | 124,620 |
Azimut Holding SpA | | 14,547 | | 167,653 |
Banca Finnat Euramerica SpA | | 10,675 | | 8,192 |
Banca Generali SpA | | 10,115 | | 94,630 |
Banca IFIS SpA | | 3,252 | | 30,775 |
Banca Intermobiliare SpA (I) | | 14,093 | | 75,213 |
Banca Popolare dell’Etruria e del Lazio SpA | | 8,572 | | 46,181 |
Banca Popolare di Milano SpA | | 37,799 | | 222,967 |
Banca Profilo SpA (I) | | 23,984 | | 19,144 |
Banco di Desio e della Brianza SpA | | 4,149 | | 22,514 |
Benetton Group SpA | | 200 | | 3,140 |
Benetton Group SpA | | 6,078 | | 48,246 |
Brembo SpA | | 3,286 | | 19,968 |
Bulgari SpA (L) | | 15,798 | | 122,220 |
Caltagirone Editore SpA | | 5,211 | | 13,182 |
Caltagirone SpA | | 3,553 | | 10,571 |
Cementir SpA | | 6,234 | | 25,251 |
CIR-Compagnie Industriali Riunite SpA (I) | | 40,078 | | 83,650 |
Credito Artigiano SpA | | 23,255 | | 57,875 |
Credito Bergamasco SpA | | 711 | | 22,458 |
Credito Emiliano SpA (I) | | 9,807 | | 64,297 |
Danieli & C Officine Meccaniche SpA | | 1,785 | | 40,974 |
Davide Campari Milano SpA | | 12,758 | | 131,235 |
De Longhi SpA | | 18,320 | | 75,559 |
DiaSorin SpA | | 2,212 | | 74,019 |
Digital Multimedia Technologies SpA (I) | | 1,056 | | 25,275 |
EEMS Italia SpA (I) | | 5,583 | | 8,635 |
ERG SpA | | 5,330 | | 67,115 |
Esprinet SpA | | 2,846 | | 29,204 |
Eurotech SpA (I) | | 3,019 | | 10,129 |
Fastweb SpA (I) | | 1,771 | | 32,963 |
Fiera Milano SpA | | 2,228 | | 12,577 |
Gemina SpA (I) | | 51,524 | | 44,538 |
Geox SpA | | 7,878 | | 53,846 |
Gewiss SpA | | 8,858 | | 33,057 |
GreenergyCapital SpA | | 175 | | 238 |
Gruppo Beghelli SpA | | 11,564 | | 10,690 |
Gruppo Coin SpA (I) | | 8,302 | | 53,687 |
Gruppo Editoriale L’Espresso SpA (I) | | 19,434 | | 56,491 |
Hera SpA | | 55,937 | | 126,701 |
Immsi SpA (I) | | 20,642 | | 23,562 |
Impregilo SpA | | 32,104 | | 95,942 |
Indesit Co. SpA (I) | | 4,379 | | 51,486 |
Industria Macchine Automatiche SpA | | 1,088 | | 19,540 |
Interpump SpA (I) | | 7,154 | | 35,962 |
Iride SpA | | 27,130 | | 47,860 |
Italmobiliare SpA (I) | | 787 | | 29,060 |
Juventus Football Club SpA (I) | | 8,911 | | 10,476 |
KME Group SpA | | 26,355 | | 12,900 |
Maire Tecnimont SpA | | 17,000 | | 52,814 |
Marr SpA | | 3,721 | | 30,515 |
Milano Assicurazioni SpA | | 25,516 | | 68,039 |
Mondadori (Arnoldo) Editore SpA (I) | | 12,390 | | 46,728 |
Nice SpA | | 3,458 | | 11,956 |
Panariagroup Industrie Ceramiche SpA | | 3,544 | | 8,975 |
Piccolo Credito Valtellinese SCRL | | 22,405 | | 145,610 |
Pirelli & C Real Estate SpA (I) | | 5,311 | | 2,797 |
Premafin Finanziaria SpA (I) | | 26,879 | | 36,599 |
| | |
The accompanying notes are an integral part of the financial statements. | 124 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Italy (continued) | | | | |
Recordati SpA | | 9,506 | $ | 71,317 |
Risanamento SpA (I) | | 13,318 | | 6,747 |
Sabaf SpA | | 962 | | 20,994 |
Safilo Group SpA (I)(L) | | 22,079 | | 9,163 |
Saras SpA | | 6,296 | | 14,459 |
Save SpA | | 3,345 | | 28,921 |
Seat Pagine Gialle SpA (I) | | 2,391 | | 515 |
Snai SpA (I) | | 8,592 | | 26,158 |
Societa Iniziative Autostradali e Servizi SpA | | 6,448 | | 55,293 |
Societa’ Cattolica di Assicurazioni SCRL (I) | | 5,185 | | 154,537 |
Socotherm SpA (I) | | 2,703 | | 5,245 |
Sogefi SpA (I) | | 7,700 | | 21,597 |
Sol SpA | | 6,441 | | 35,077 |
Sorin SpA (I) | | 67,066 | | 126,102 |
Stefanel SpA (I) | | 22,945 | | 9,309 |
Telecom Italia Media SpA (I) | | 235,483 | | 25,682 |
Tod’s SpA | | 1,162 | | 75,863 |
Trevi Finanziaria SpA | | 2,918 | | 45,718 |
Vianini Lavori SpA | | 4,074 | | 23,465 |
| | | |
|
| | | | 3,955,676 |
Japan - 22.85% | | | | |
Accordia Golf Company, Ltd. | | 49 | | 51,547 |
Achilles Corp. | | 20,000 | | 31,337 |
Adeka Corp. | | 8,891 | | 82,704 |
Aderans Company, Ltd. | | 4,600 | | 54,708 |
Advanex, Inc. (I) | | 2,000 | | 1,373 |
Aeon Delight Company, Ltd. | | 1,500 | | 20,520 |
AI Holdings Corp. | | 4,300 | | 13,595 |
Aica Kogyo Company, Ltd. | | 5,400 | | 57,047 |
Aichi Bank, Ltd. | | 1,300 | | 95,816 |
Aichi Machine Industry Company, Ltd. | | 7,000 | | 26,848 |
Aichi Steel Corp. | | 10,000 | | 41,279 |
Aichi Tokei Denki Company, Ltd. | | 6,000 | | 17,083 |
Aida Engineering, Ltd. | | 7,500 | | 24,889 |
Aiphone Company, Ltd. | | 1,900 | | 33,182 |
Aisan Industry Company, Ltd. | | 3,200 | | 26,352 |
Akebono Brake Industry Company, Ltd. (I) | | 5,100 | | 24,958 |
Akita Bank, Ltd. | | 21,000 | | 83,776 |
Aloka Company, Ltd. | | 1,800 | | 12,557 |
Alpen Company, Ltd. | | 1,700 | | 26,705 |
Alpha Corp. | | 1,000 | | 9,093 |
Alpha Systems, Inc. | | 600 | | 10,243 |
Alpine Electronics, Inc. (I) | | 4,115 | | 49,647 |
Alps Electric Company, Ltd. (I) | | 17,000 | | 99,943 |
Alps Logistics Company, Ltd. | | 2,000 | | 18,909 |
Amano Corp. | | 5,900 | | 51,776 |
Ando Corp. | | 10,000 | | 13,051 |
Anest Iwata Corp. | | 6,000 | | 20,590 |
Anritsu Corp. (I) | | 10,297 | | 38,103 |
AOC Holdings, Inc. | | 3,400 | | 18,422 |
AOKI Holdings, Inc. | | 3,200 | | 38,169 |
Aomori Bank, Ltd. | | 16,000 | | 39,469 |
Aoyama Trading Company, Ltd. | | 6,300 | | 102,973 |
Arakawa Chemical Industries, Ltd. | | 1,700 | | 19,085 |
Arcs Company, Ltd. | | 3,200 | | 43,718 |
Arealink Company, Ltd. (I) | | 70 | | 3,488 |
Ariake Japan Company, Ltd. | | 2,100 | | 32,468 |
Arisawa Manufacturing Company, Ltd. | | 3,200 | | 22,409 |
Aronkasei Company, Ltd. | | 4,000 | | 16,756 |
Art Corp. | | 1,300 | | 20,096 |
As One Corp. | | 1,500 | | 27,627 |
Asahi Diamond Industrial Company, Ltd. | | 7,000 | | 52,521 |
Asahi Holdings, Inc. | | 2,200 | | 34,136 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Asahi Organic Chemicals | | | | |
Industry Company, Ltd. | | 8,000 | $ | 18,626 |
Asahi Tec Corp. (I) | | 45,000 | | 10,632 |
ASATSU-DK, Inc. | | 4,800 | | 93,054 |
ASKA Pharmaceutical Company, Ltd. | | 3,000 | | 21,844 |
ASKUL Corp. | | 2,200 | | 40,214 |
Asunaro Aoki Construction Company, Ltd. | | 4,000 | | 20,260 |
Atom Corp. (I) | | 12,300 | | 31,979 |
Atsugi Company, Ltd. | | 22,000 | | 27,719 |
Autobacs Seven Company, Ltd. | | 4,500 | | 133,064 |
Avex Group Holdings, Inc. | | 5,000 | | 46,226 |
Awa Bank, Ltd. | | 24,000 | | 133,399 |
Azel Corp. (I) | | 17,000 | | 0 |
Bando Chemical Industries, Ltd. | | 9,000 | | 26,892 |
Bank of Iwate, Ltd. | | 1,600 | | 90,681 |
Bank of Nagoya, Ltd. | | 18,000 | | 68,769 |
Bank of Okinawa, Ltd. | | 1,988 | | 77,934 |
Bank of Saga, Ltd. | | 17,000 | | 47,456 |
Bank of the Ryukyus, Ltd. | | 3,700 | | 41,289 |
Best Denki Company, Ltd. | | 6,500 | | 15,503 |
BIC Camera, Inc. | | 98 | | 33,581 |
BML, Inc. | | 1,500 | | 38,515 |
Bookoff Corp. | | 2,100 | | 21,324 |
Bunka Shutter Company, Ltd. | | 6,000 | | 17,282 |
CAC Corp. | | 2,100 | | 14,412 |
Calsonic Kansei Corp. (I) | | 17,000 | | 43,108 |
Canon Electronics, Inc. | | 1,800 | | 37,946 |
Canon Finetech, Inc. | | 1,800 | | 28,172 |
Capcom Company, Ltd. | | 6,700 | | 114,401 |
Catena Corp. | | 4,600 | | 10,145 |
Cawachi, Ltd. | | 2,200 | | 44,136 |
Central Glass Company, Ltd. | | 18,432 | | 84,562 |
Century Tokyo Leasing Corp. | | 5,700 | | 79,014 |
Chiba Kogyo Bank, Ltd. (I) | | 3,500 | | 26,267 |
Chiyoda Company, Ltd. | | 3,000 | | 36,640 |
Chofu Seisakusho Company, Ltd. | | 2,300 | | 55,071 |
Chori Company, Ltd. | | 23,000 | | 25,930 |
Chubu Shiryo Company, Ltd. | | 3,000 | | 27,009 |
Chudenko Corp. | | 3,100 | | 39,294 |
Chuetsu Pulp & Paper Company, Ltd. | | 10,000 | | 18,223 |
Chugai Mining Company, Ltd. (I) | | 34,900 | | 14,529 |
Chugai Ro Company, Ltd. | | 8,000 | | 21,863 |
Chugoku Marine Paints, Ltd. | | 6,000 | | 38,726 |
Chukyo Bank, Ltd. | | 12,000 | | 36,059 |
Chuo Denki Kogyo Company, Ltd. | | 2,000 | | 13,273 |
Chuo Gyorui Company, Ltd. | | 3,000 | | 6,247 |
Circle K Sunkus Company, Ltd. | | 4,400 | | 55,200 |
CKD Corp. | | 5,700 | | 43,722 |
CMK Corp. (I) | | 4,000 | | 27,700 |
Coca-Cola Central Japan Company, Ltd. | | 2,100 | | 25,877 |
Cocokara fine Holdings, Inc. | | 1,430 | | 24,301 |
Colowide Company, Ltd. (L) | | 4,500 | | 26,789 |
Columbia Music Entertainment, Inc. (I)(L) | | 29,000 | | 9,785 |
Commuture Corp. | | 2,000 | | 11,431 |
Computer Engineering & Consulting, Ltd. | | 1,500 | | 7,729 |
Corona Corp. | | 900 | | 11,431 |
Cosel Company, Ltd. | | 3,100 | | 42,052 |
CSK Corp. (I) | | 9,100 | | 39,292 |
Cybozu, Inc. | | 45 | | 17,444 |
D.G. Roland Corp. | | 1,400 | | 20,399 |
Dai Nippon Toryo Company, Ltd. (I) | | 12,000 | | 12,283 |
Dai-Dan Company, Ltd. | | 5,000 | | 25,144 |
Daidoh, Ltd. | | 2,500 | | 19,353 |
Daiei, Inc. (I)(L) | | 5,900 | | 19,542 |
Daifuku Company, Ltd. | | 8,500 | | 62,903 |
| | |
The accompanying notes are an integral part of the financial statements. | 125 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Daihen Corp. | | 10,000 | $ | 43,307 |
Daiho Corp. (I) | | 10,000 | | 7,872 |
Daiichi Chuo Kisen Kaisha, Ltd. (I)(L) | | 12,000 | | 31,826 |
Daiichi Jitsugyo Company, Ltd. | | 6,000 | | 14,919 |
Daiki Aluminium Industry Company, Ltd. (I) | | 5,000 | | 10,815 |
Daiko Clearing Services Corp. | | 3,000 | | 12,690 |
Daikoku Denki Company, Ltd. | | 1,600 | | 28,430 |
Daikyo, Inc. (I) | | 19,144 | | 35,379 |
Daimei Telecom Engineering Corp. | | 4,000 | | 28,623 |
Dainichi Company, Ltd. | | 2,100 | | 14,711 |
Dainippon Ink & Chemicals, Inc. | | 62,000 | | 129,013 |
Dainippon Screen Manufacturing | | | | |
Company, Ltd. (I) | | 29,000 | | 132,648 |
Daio Paper Corp. | | 8,000 | | 63,994 |
Daisan Bank, Ltd. (I) | | 18,000 | | 50,830 |
Daiseki Company, Ltd. | | 2,900 | | 56,933 |
Daiso Company, Ltd. | | 8,000 | | 20,517 |
Daisyo Corp. | | 1,100 | | 14,397 |
Daiwa Industries, Ltd. | | 5,000 | | 23,236 |
Daiwabo Holdings Company, Ltd. | | 13,000 | | 26,227 |
DCM Japan Holdings Company, Ltd. | | 9,520 | | 54,840 |
Denki Kogyo Company, Ltd. | | 7,000 | | 35,477 |
Denyo Company, Ltd. | | 3,100 | | 23,335 |
Descente, Ltd. | | 5,000 | | 27,234 |
Doshisha Company, Ltd. | | 1,000 | | 23,962 |
Doutor Nichires Holdings Company, Ltd. | | 3,293 | | 42,097 |
Dr Ci:Labo Company, Ltd. | | 20 | | 44,556 |
DTS Corp. | | 2,700 | | 26,766 |
Duskin Company, Ltd. | | 7,700 | | 142,719 |
Dwango Company, Ltd. (L) | | 14 | | 24,282 |
Dydo Drinco, Inc. | | 1,300 | | 43,668 |
E-Access, Ltd. (L) | | 136 | | 109,995 |
Earth Chemical Company, Ltd. | | 1,500 | | 44,369 |
EDION Corp. (L) | | 8,400 | | 88,679 |
Ehime Bank, Ltd. | | 15,253 | | 42,742 |
Eighteenth Bank, Ltd. | | 19,000 | | 56,091 |
Eiken Chemical Company, Ltd. | | 1,600 | | 14,448 |
Eizo Nanao Corp. | | 1,600 | | 39,040 |
Enplas Corp. | | 1,800 | | 32,967 |
Espec Corp. | | 2,400 | | 16,013 |
Exedy Corp. | | 3,100 | | 69,111 |
F&A Aqua Holdings, Inc. | | 2,900 | | 29,721 |
Falco Biosystems, Ltd. | | 1,500 | | 14,511 |
Fancl Corp. | | 2,700 | | 54,705 |
FCC Company, Ltd. | | 3,100 | | 61,887 |
FDK Corp. (I) | | 21,000 | | 30,463 |
Foster Electric Company, Ltd. (L) | | 2,100 | | 52,797 |
FP Corp. | | 1,200 | | 56,372 |
France Bed Holdings Company, Ltd. | | 14,000 | | 20,333 |
Fudo Tetra Corp. (I) | | 13,700 | | 8,473 |
Fuji Company, Ltd. | | 1,600 | | 30,774 |
Fuji Corp., Ltd. | | 2,600 | | 9,285 |
Fuji Kosan Company, Ltd. (I) | | 11,000 | | 8,289 |
Fuji Kyuko Company, Ltd. | | 8,000 | | 40,478 |
Fuji Oil Company, Ltd. | | 6,000 | | 93,677 |
Fuji Seal International, Inc. | | 2,400 | | 49,329 |
Fuji Software ABC, Inc. | | 2,200 | | 36,907 |
Fujibo Holdings, Inc. | | 9,000 | | 14,576 |
Fujicco Company, Ltd. | | 3,000 | | 35,688 |
Fujikura Kasei Company, Ltd. | | 3,400 | | 16,292 |
Fujita Kanko, Inc. | | 8,000 | | 32,109 |
Fujitec Company, Ltd. | | 8,000 | | 42,838 |
Fujitsu Frontech, Ltd. | | 2,000 | | 15,522 |
Fujitsu General, Ltd. | | 7,000 | | 28,884 |
Fujiya Company, Ltd. (I)(L) | | 16,000 | | 37,132 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Fukui Bank, Ltd. | | 34,188 | $ | 113,157 |
Fukushima Bank, Ltd. (I) | | 23,000 | | 12,936 |
Fumakilla, Ltd. | | 3,000 | | 15,300 |
Funai Consulting Company, Ltd. | | 3,100 | | 17,685 |
Furukawa Battery Company, Ltd. | | 1,231 | | 9,967 |
Furukawa Company, Ltd. | | 26,000 | | 28,941 |
Fuso Pharmaceutical Industries, Ltd. | | 8,000 | | 25,834 |
Futaba Corp. | | 3,557 | | 62,123 |
Futaba Industrial Company, Ltd. (I) | | 5,600 | | 41,119 |
Fuyo General Lease Company, Ltd. | | 1,700 | | 47,319 |
Gakken Company, Ltd. | | 6,000 | | 14,716 |
Gecoss Corp. | | 4,000 | | 17,553 |
Geo Corp. | | 33 | | 34,723 |
GLOBERIDE, Inc. | | 10,000 | | 11,700 |
GMO Internet, Inc. | | 5,300 | | 19,913 |
Godo Steel, Ltd. | | 12,000 | | 26,046 |
Goldcrest Company, Ltd. | | 1,810 | | 51,615 |
Green Hospital Supply, Inc. | | 21 | | 11,882 |
GSI Creos Corp. (I) | | 11,000 | | 12,623 |
Gulliver International Company, Ltd. | | 480 | | 20,409 |
Gun-Ei Chemical Industry Company, Ltd. | | 6,000 | | 13,571 |
Gunze, Ltd. | | 17,000 | | 60,992 |
H20 Retailing Corp. | | 14,000 | | 92,730 |
Hakuto Company, Ltd. | | 1,500 | | 14,429 |
Hakuyosha Company, Ltd. | | 5,000 | | 14,245 |
Hanwa Company, Ltd. | | 20,000 | | 79,404 |
Harashin Narus Holdings Company, Ltd. | | 2,000 | | 23,410 |
Haruyama Trading Company, Ltd. | | 2,700 | | 11,768 |
Hayashikane Sangyo Company, Ltd. (I) | | 4,000 | | 5,174 |
Hazama Corp. | | 10,600 | | 9,421 |
Heiwa Corp. | | 3,500 | | 36,777 |
Heiwa Real Estate Company, Ltd. | | 14,500 | | 45,326 |
Heiwado Company, Ltd. | | 3,200 | | 40,901 |
Hibiya Engineering, Ltd. | | 3,500 | | 30,528 |
Higashi-Nippon Bank, Ltd. | | 17,000 | | 33,084 |
Hikari Tsushin, Inc. | | 2,900 | | 50,699 |
HIS Company, Ltd. | | 2,100 | | 37,821 |
Hitachi Cable, Ltd. | | 17,000 | | 43,580 |
Hitachi Koki Company, Ltd. | | 4,800 | | 50,039 |
Hitachi Kokusai Electric, Inc. | | 5,000 | | 46,317 |
Hitachi Medical Corp. | | 2,000 | | 16,212 |
Hitachi Tool Engineering, Ltd. | | 2,500 | | 24,163 |
Hitachi Zosen Corp. (I) | | 76,500 | | 107,529 |
Hogy Medical Company, Ltd. | | 1,200 | | 61,206 |
Hokkan Holdings, Ltd. | | 7,000 | | 18,841 |
Hokuetsu Bank, Ltd. | | 22,000 | | 36,386 |
Hokuetsu Paper Mills, Ltd. | | 12,000 | | 58,586 |
Hokuriku Electric Industry Company, Ltd. | | 7,000 | | 12,439 |
Hokuto Corp. | | 1,900 | | 40,113 |
Horiba, Ltd. | | 3,192 | | 85,999 |
Hosiden Corp. | | 5,700 | | 68,568 |
Howa Machinery, Ltd. (I) | | 20,000 | | 10,572 |
I Metal Technology Company, Ltd. (I) | | 4,000 | | 4,928 |
IBJ Leasing Company, Ltd. | | 1,600 | | 28,922 |
Ichikoh Industries, Ltd. (I) | | 6,000 | | 9,381 |
Ichiyoshi Securities Company, Ltd. | | 4,500 | | 29,814 |
ICOM, Inc. | | 1,000 | | 26,261 |
IDEC Corp. | | 2,900 | | 23,913 |
Iida Home Maxiida Home Max | | 2,800 | | 45,952 |
Iino Kaiun Kaisha, Ltd. | | 8,100 | | 44,553 |
Imperial Hotel, Ltd. | | 2,200 | | 40,357 |
Inaba Denki Sangyo Company, Ltd. | | 1,500 | | 34,750 |
Inaba Seisakusho Company, Ltd. | | 1,900 | | 18,424 |
Inageya Company, Ltd. | | 5,000 | | 53,515 |
Ines Corp. | | 3,700 | | 26,097 |
| | |
The accompanying notes are an integral part of the financial statements. | 126 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Inui Steamship Company, Ltd. | | 2,300 | $ | 17,769 |
Invoice, Inc. (I) | | 1,133 | | 17,372 |
Ise Chemical Corp. | | 3,000 | | 16,298 |
Iseki & Company, Ltd. (I)(L) | | 17,000 | | 49,492 |
Ishihara Sangyo Kaisha, Ltd. (I) | | 34,000 | | 27,100 |
Ishii Hyoki Company, Ltd. | | 1,000 | | 12,592 |
Itochu Enex Company, Ltd. | | 6,800 | | 33,196 |
Itochu-Shokuhin Company, Ltd. | | 600 | | 20,027 |
Itoham Foods, Inc. | | 14,000 | | 52,515 |
Iwasaki Electric Company, Ltd. (I) | | 6,000 | | 8,907 |
Iwatani International Corp. | | 17,000 | | 48,594 |
Izumiya Company, Ltd. | | 7,773 | | 35,365 |
J-Oil Mills, Inc. | | 8,000 | | 25,117 |
Jalux, Inc. | | 1,500 | | 12,557 |
Jamco Corp. | | 3,000 | | 15,196 |
Japan Airport Terminal Company, Ltd. | | 3,000 | | 45,282 |
Japan Aviation Electronics Industry, Ltd. | | 6,000 | | 42,257 |
Japan Cash Machine Company, Ltd. | | 1,800 | | 15,608 |
Japan Digital Laboratory Company, Ltd. | | 2,400 | | 25,754 |
Japan Pulp & Paper Company, Ltd. | | 10,000 | | 35,334 |
Japan Radio Company, Ltd. | | 13,000 | | 24,702 |
Japan Transcity Corp., Ltd. | | 8,000 | | 23,131 |
Japan Vilene Company, Ltd. | | 3,000 | | 13,806 |
Japan Wool Textile Company, Ltd. | | 6,000 | | 39,492 |
Jastec Company, Ltd. | | 2,100 | | 11,837 |
Jeol, Ltd. | | 8,000 | | 28,697 |
JFE Shoji Holdings, Inc. | | 12,000 | | 41,424 |
JK Holdings Company, Ltd. | | 3,600 | | 13,364 |
Joban Kosan Company, Ltd. | | 8,000 | | 12,244 |
Joshin Denki Company, Ltd. | | 5,000 | | 44,674 |
Juki Corp. (I) | | 19,000 | | 25,922 |
Juroku Bank, Ltd. | | 34,000 | | 135,395 |
JVC KENWOOD Holdings, Ltd. (I) | | 64,281 | | 28,288 |
kabu.com Securities Company, Ltd. | | 41 | | 41,170 |
Kabuki-Za Co., Ltd. | | 1,000 | | 40,070 |
Kadokawa Holdings, Inc. | | 1,800 | | 42,753 |
Kaga Electronics Company, Ltd. | | 2,700 | | 27,372 |
Kagawa Bank, Ltd. | | 7,000 | | 23,427 |
Kakaku.com, Inc. | | 18 | | 70,462 |
Kaken Pharmaceutical Company, Ltd. | | 7,000 | | 62,112 |
Kameda Seika Company, Ltd. | | 1,900 | | 35,704 |
Kamei Corp. | | 3,000 | | 14,260 |
Kanaden Corp. | | 4,000 | | 19,224 |
Kanagawa Chuo Kotsu Company, Ltd. | | 6,000 | | 34,174 |
Kanamoto Company, Ltd. | | 3,000 | | 13,402 |
Kandenko Company, Ltd. | | 1,000 | | 6,309 |
Kanematsu Corp. (I) | | 37,000 | | 28,710 |
Kanematsu Electronics, Ltd. | | 2,300 | | 20,781 |
Kanto Auto Works, Ltd. | | 3,400 | | 24,617 |
Kanto Denka Kogyo Company, Ltd. | | 5,000 | | 35,470 |
Kanto Natural Gas Development, Ltd. | | 4,000 | | 20,746 |
Kanto Tsukuba Bank, Ltd. (I) | | 5,800 | | 17,811 |
Kasumi Company, Ltd. | | 5,100 | | 26,109 |
Katakura Industries Company, Ltd. | | 3,100 | | 28,585 |
Kato Sangyo Company, Ltd. | | 1,800 | | 29,575 |
Kato Works Company, Ltd. | | 5,000 | | 8,490 |
Kawai Musical Instruments | | | | |
Manufacturing Company, Ltd. | | 11,000 | | 17,609 |
Kawasumi Laboratories, Inc. | | 2,000 | | 12,950 |
Kayaba Industry Company, Ltd. (I) | | 16,000 | | 52,684 |
Keihin Company, Ltd. (I) | | 10,000 | | 11,027 |
Keihin Corp. | | 4,100 | | 71,603 |
Keiyo Company, Ltd. (L) | | 4,600 | | 22,898 |
Kenedix, Inc. (I) | | 99 | | 28,591 |
Kentucky Fried Chicken Japan, Ltd. | | 1,000 | | 18,877 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
KEY Coffee, Inc. | | 2,000 | $ | 35,336 |
Kimura Chemical Plants Company, Ltd. | | 1,900 | | 17,902 |
Kinki Nippon Tourist Company, Ltd. (I) | | 12,000 | | 9,464 |
Kinki Sharyo Company, Ltd. (L) | | 3,000 | | 20,411 |
Kintetsu World Express, Inc. | | 2,000 | | 51,757 |
Kisoji Company, Ltd. | | 1,800 | | 38,601 |
Kissei Pharmaceutical Company, Ltd. | | 3,000 | | 63,054 |
Kita-Nippon Bank, Ltd. | | 900 | | 24,688 |
Kitagawa Iron Works Company, Ltd. | | 12,000 | | 13,093 |
Kitano Construction Corp. | | 8,000 | | 18,561 |
Kitz Corp. | | 9,000 | | 46,672 |
Kiyo Holdings, Inc. | | 71,395 | | 92,380 |
Koa Corp. | | 4,200 | | 40,018 |
Koatsu Gas Kogyo Company, Ltd. | | 3,000 | | 17,316 |
Kohnan Shoji Company, Ltd. | | 3,300 | | 37,420 |
Koike Sanso Kogyo Company, Ltd. | | 5,000 | | 13,234 |
Kokuyo Company, Ltd. | | 8,973 | | 68,043 |
Komatsu Wall Industry Company, Ltd. | | 1,200 | | 13,126 |
Komori Corp. | | 6,224 | | 69,595 |
Konaka Company, Ltd. | | 4,600 | | 16,735 |
Kondotec, Inc. | | 1,600 | | 10,342 |
Konishi Company, Ltd. | | 2,600 | | 27,855 |
Kosaido Company, Ltd. (I) | | 2,300 | | 4,616 |
Kosei Securities Company, Ltd. | | 10,000 | | 10,679 |
Kumagai Gumi Company, Ltd. (I) | | 18,000 | | 11,334 |
Kumiai Chemical Industry Company, Ltd. | | 4,000 | | 12,101 |
Kura Corp. | | 10 | | 31,140 |
Kurabo Industries, Ltd. | | 18,000 | | 32,191 |
Kureha Corp. | | 13,000 | | 60,975 |
Kuroda Electric Company, Ltd. | | 3,600 | | 50,125 |
Kyoden Company, Ltd. | | 7,000 | | 9,152 |
Kyodo Printing Company, Ltd. | | 9,000 | | 25,309 |
Kyoei Steel, Ltd. | | 1,700 | | 31,265 |
Kyoei Tanker Company, Ltd. | | 5,000 | | 11,553 |
Kyokuto Kaihatsu Kogyo Company, Ltd. | | 3,400 | | 11,436 |
Kyokuyo Company, Ltd. | | 11,000 | | 24,137 |
Kyorin Company, Ltd. | | 5,000 | | 75,031 |
Kyoritsu Maintenance Company, Ltd. | | 1,500 | | 21,842 |
Kyoto Kimono Yuzen Company, Ltd. | | 1,500 | | 14,410 |
Kyowa Exeo Corp. | | 8,000 | | 67,957 |
Kyowa Leather Cloth Company, Ltd. | | 200 | | 696 |
Kyudenko Corp. | | 5,000 | | 29,430 |
Life Corp. | | 4,600 | | 78,597 |
Livedoor Auto Company, Ltd. (I) | | 29,500 | | 9,625 |
Macnica, Inc. | | 1,200 | | 20,101 |
Maeda Corp. | | 13,000 | | 40,649 |
Maeda Road Construction Company, Ltd. | | 7,000 | | 59,321 |
Maezawa Kasei Industries Company, Ltd. | | 2,000 | | 18,003 |
Maezawa Kyuso Industries Company, Ltd. | | 1,600 | | 23,145 |
Makino Milling Machine Company, Ltd. (I) | | 11,575 | | 59,455 |
Mandom Corp. | | 1,670 | | 46,787 |
Mars Engineering Corp. | | 1,500 | | 29,176 |
Marubun Corp. | | 2,200 | | 12,516 |
Marudai Food Company, Ltd. | | 13,000 | | 38,903 |
Maruei Department Store Company, Ltd. | | 7,000 | | 8,980 |
Maruetsu, Inc. | | 7,000 | | 29,428 |
Maruha Group, Inc. | | 39,815 | | 56,442 |
Marusan Securities Company, Ltd. | | 6,861 | | 39,587 |
Maruwa Company, Ltd. | | 800 | | 18,592 |
Maruyama Manufacturing Company, Inc. (I) | | 7,000 | | 11,963 |
Maruzen Showa Unyu Company, Ltd. | | 7,000 | | 22,842 |
Maspro Denkoh Corp. | | 1,900 | | 17,143 |
Matsuda Sangyo Company, Ltd. | | 2,020 | | 34,797 |
Matsuya Company, Ltd. (I)(L) | | 3,300 | | 28,322 |
Max Company, Ltd. | | 5,000 | | 52,262 |
| | |
The accompanying notes are an integral part of the financial statements. | 127 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Maxvalu Tokai Company, Ltd. | | 2,000 | $ | 23,160 |
MEC Company, Ltd. | | 2,400 | | 14,493 |
Megachips Corp. | | 1,900 | | 25,128 |
Megmilk Snow Brand Company, Ltd. (I) | | 3,900 | | 61,318 |
Meidensha Corp. (L) | | 17,086 | | 75,492 |
Meiji Shipping Company, Ltd. | | 3,900 | | 18,377 |
Meitec Corp. | | 2,700 | | 49,391 |
Meito Sangyo Company, Ltd. | | 900 | | 12,700 |
Meiwa Estate Company, Ltd. (I) | | 3,300 | | 15,514 |
Michinoku Bank, Ltd. | | 16,000 | | 32,088 |
Mikuni Coca-Cola Bottling Company, Ltd. | | 4,000 | | 31,601 |
Mikuni Corp. | | 1,000 | | 1,260 |
Milbon Company, Ltd. | | 1,000 | | 23,038 |
Mimasu Semiconductor | | | | |
Industry Company, Ltd. | | 2,100 | | 25,410 |
Minato Bank, Ltd. (I) | | 24,000 | | 31,632 |
Ministop Company, Ltd. | | 1,900 | | 21,979 |
Mitani Corp. | | 2,500 | | 14,237 |
Mito Securities Company, Ltd. (I) | | 6,000 | | 14,123 |
Mitsubishi Kakoki Kaisha, Ltd. | | 7,000 | | 18,107 |
Mitsubishi Paper Mills, Ltd. | | 29,387 | | 34,050 |
Mitsubishi Pencil Company, Ltd. | | 2,300 | | 31,859 |
Mitsubishi Steel Manufacturing | | | | |
Company, Ltd. (I) | | 20,000 | | 34,272 |
Mitsuboshi Belting Company, Ltd. | | 9,000 | | 39,587 |
Mitsui High-Tec, Inc. (I) | | 3,200 | | 25,484 |
Mitsui Knowledge Industry Company, Ltd. | | 104 | | 17,650 |
Mitsui Mining Company, Ltd. | | 27,500 | | 35,261 |
Mitsui Sugar Company, Ltd. | | 10,000 | | 37,484 |
Mitsui-Soko Company, Ltd. | | 11,000 | | 41,158 |
Mitsumura Printing Company, Ltd. | | 4,000 | | 13,604 |
Mitsuuroko Company, Ltd. | | 4,000 | | 28,848 |
Miura Company, Ltd. | | 2,900 | | 76,307 |
Miyazaki Bank, Ltd. | | 21,000 | | 65,589 |
Miyoshi Oil & Fat Company, Ltd. | | 7,000 | | 11,108 |
Mizuho Investors Securities Company, Ltd. (I) | | 47,000 | | 48,616 |
Mizuno Corp. | | 10,000 | | 45,847 |
Mochida Pharmaceutical Company, Ltd. | | 7,000 | | 68,368 |
Modec, Inc. | | 1,500 | | 26,714 |
Monex Group, Inc. | | 113 | | 54,160 |
Mori Seiki Company, Ltd. | | 7,900 | | 83,336 |
Morinaga & Company, Ltd. (L) | | 25,000 | | 57,949 |
Morinaga Milk Industry Company, Ltd. | | 18,000 | | 74,931 |
Morita Corp. | | 3,000 | | 13,080 |
MOS Food Services, Inc. | | 2,500 | | 42,577 |
Moshi Moshi Hotline, Inc. | | 2,150 | | 42,963 |
Mr. Max Corp. | | 3,200 | | 14,295 |
Musashi Seimitsu Industry Company, Ltd. | | 700 | | 13,307 |
Musashino Bank, Ltd. | | 4,900 | | 138,380 |
Mutoh Holdings Company, Ltd. (I) | | 8,000 | | 12,709 |
Nachi-Fujikoshi Corp. (I) | | 21,000 | | 59,271 |
Nagano Bank, Ltd. | | 2,000 | | 4,049 |
Nagatanien Company, Ltd. | | 2,000 | | 19,495 |
Nakamuraya Company, Ltd. | | 6,000 | | 30,860 |
Nakayama Steel Works, Ltd. | | 11,000 | | 15,868 |
NEC Electronics Corp. (I) | | 4,400 | | 42,935 |
NEC Fielding, Ltd. | | 1,900 | | 25,631 |
NEC Leasing, Ltd. | | 2,000 | | 27,565 |
NEC Mobiling, Ltd. | | 1,200 | | 30,416 |
NEC Networks & System Integration Corp. | | 1,800 | | 21,324 |
Net One Systems Company, Ltd. | | 50 | | 52,404 |
Netmarks, Inc. (I) | | 29 | | 4,962 |
Neturen Company, Ltd. | | 4,500 | | 26,830 |
New Tachikawa Aircraft Company, Ltd. | | 700 | | 40,563 |
Nice Corp. (I) | | 4,000 | | 8,369 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Nichia Steel Works, Ltd. | | 4,000 | $ | 9,327 |
Nichias Corp. (I) | | 12,000 | | 51,949 |
Nichicon Corp. | | 6,273 | | 69,219 |
Nichiha Corp. (I) | | 3,100 | | 22,734 |
Nichii Gakkan Company, Ltd. | | 4,700 | | 43,933 |
NICHIREI Corp. | | 27,000 | | 103,986 |
Nichireki Company, Ltd. | | 1,000 | | 4,098 |
Nidec Copal Corp. | | 1,800 | | 24,372 |
Nidec Servo Corp. | | 4,000 | | 20,820 |
Nidec Tosok Corp. | | 1,500 | | 23,396 |
Nifco, Inc. | | 4,404 | | 99,247 |
Nihon Chouzai Company, Ltd. | | 540 | | 14,849 |
Nihon Dempa Kogyo Company, Ltd. | | 2,000 | | 42,017 |
Nihon Eslead Corp. | | 2,000 | | 16,168 |
Nihon Kohden Corp. | | 3,500 | | 60,619 |
Nihon Nohyaku Company, Ltd. | | 3,000 | | 16,439 |
Nihon Parkerizing Company, Ltd. | | 5,000 | | 63,798 |
Nihon Unisys, Ltd. | | 5,900 | | 35,303 |
Nihon Yamamura Glass Company, Ltd. | | 13,000 | | 43,137 |
Nikkiso Company, Ltd. | | 5,000 | | 31,218 |
Nikko Company, Ltd. | | 5,000 | | 12,164 |
Nippo Corp. | | 6,000 | | 47,250 |
Nippon Beet Sugar | | | | |
Manufacturing Company, Ltd. | | 15,000 | | 40,338 |
Nippon Carbon Company, Ltd. | | 13,000 | | 39,752 |
Nippon Ceramic Company, Ltd. | | 2,500 | | 30,758 |
Nippon Chemi-Con Corp. (I) | | 12,271 | | 40,980 |
Nippon Chemical Industrial Company, Ltd. (L) | | 8,000 | | 17,808 |
Nippon Chemiphar Company, Ltd. | | 5,000 | | 14,584 |
Nippon Denko Company, Ltd. | | 8,000 | | 49,199 |
Nippon Densetsu Kogyo Company, Ltd. | | 5,000 | | 40,232 |
Nippon Denwa Shisetsu Company, Ltd. | | 6,000 | | 19,579 |
Nippon Felt Company, Ltd. | | 2,700 | | 12,032 |
Nippon Filcon Company, Ltd. | | 3,100 | | 14,649 |
Nippon Flour Mills Company, Ltd. | | 14,000 | | 72,140 |
Nippon Gas Company, Ltd. | | 4,800 | | 64,000 |
Nippon Kanzai Company, Ltd. | | 800 | | 13,837 |
Nippon Kasei Chemical Company, Ltd. (L) | | 9,000 | | 17,143 |
Nippon Koei Company, Ltd. | | 9,000 | | 26,431 |
Nippon Konpo Unyu Soko Company, Ltd. | | 7,000 | | 78,853 |
Nippon Light Metal Company, Ltd. (I) | | 48,000 | | 55,161 |
Nippon Metal Industry Company, Ltd. | | 16,000 | | 23,738 |
Nippon Parking Development Company, Ltd. | | 293 | | 12,888 |
Nippon Piston Ring Company, Ltd. (I) | | 13,000 | | 13,015 |
Nippon Road Company, Ltd. | | 8,000 | | 18,359 |
Nippon Seiki Company, Ltd. | | 4,000 | | 43,342 |
Nippon Sharyo, Ltd. | | 11,000 | | 67,797 |
Nippon Shinyaku Company, Ltd. | | 5,000 | | 56,273 |
Nippon Signal Company, Ltd. | | 4,600 | | 40,672 |
Nippon Soda Company, Ltd. | | 15,000 | | 57,695 |
Nippon Suisan Kaisha, Ltd. | | 25,265 | | 74,314 |
Nippon Synthetic Chemical | | | | |
Industry Company, Ltd. | | 4,000 | | 25,814 |
Nippon System Development Company, Ltd. | | 4,115 | | 46,389 |
Nippon Thompson Company, Ltd. | | 7,000 | | 44,882 |
Nippon Valqua Industries, Ltd. | | 11,000 | | 21,525 |
Nippon Yakin Kogyo Company, Ltd. | | 9,500 | | 28,182 |
Nippon Yusoki Company, Ltd. | | 5,000 | | 9,844 |
Nipro Corp. (L) | | 5,000 | | 98,426 |
Nishimatsu Construction Company, Ltd. | | 30,000 | | 36,430 |
Nishimatsuya Chain Company, Ltd. | | 5,400 | | 50,778 |
Nissan Shatai Company, Ltd. | | 7,277 | | 56,239 |
Nissei Corp. | | 3,000 | | 20,832 |
Nissen Holdings Company, Ltd. | | 4,600 | | 18,791 |
Nisshin Fudosan Company, Ltd. | | 3,000 | | 13,596 |
| | |
The accompanying notes are an integral part of the financial statements. | 128 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Nisshin Oillio Group, Ltd. | | 11,000 | $ | 55,258 |
Nissin Corp. | | 11,000 | | 22,428 |
Nissin Electric Company, Ltd. | | 4,000 | | 19,033 |
Nissin Kogyo Company, Ltd. | | 3,500 | | 52,549 |
Nissui Pharmaceutical Company, Ltd. | | 2,600 | | 20,084 |
Nitta Corp. | | 3,100 | | 45,652 |
Nittan Valve Company, Ltd. | | 4,000 | | 10,536 |
Nittetsu Mining Company, Ltd. | | 7,000 | | 30,302 |
Nitto Boseki Company, Ltd. | | 25,229 | | 49,088 |
Nitto Kogyo Corp. | | 3,600 | | 33,980 |
Nitto Kohki Company, Ltd. | | 1,700 | | 37,377 |
Nitto Seiko Company, Ltd. | | 4,000 | | 11,387 |
NOF Corp. | | 16,000 | | 62,607 |
Nohmi Bosai, Ltd. | | 2,000 | | 12,422 |
Noritake Company, Ltd. | | 10,000 | | 27,564 |
Noritsu Koki Company, Ltd. | | 2,000 | | 12,452 |
Noritz Corp. | | 2,100 | | 29,949 |
NS Solutions Corp. | | 1,900 | | 29,967 |
OBIC Business Consultants, Ltd. | | 650 | | 28,532 |
Ogaki Kyoritsu Bank, Ltd. | | 26,000 | | 90,971 |
Oiles Corp. | | 2,727 | | 42,774 |
Oita Bank, Ltd. | | 12,000 | | 43,457 |
Okabe Company, Ltd. | | 4,800 | | 16,690 |
Okamoto Industries, Inc. | | 7,000 | | 28,434 |
Okamura Corp. | | 6,000 | | 31,860 |
Okasan Holdings, Inc. | | 19,000 | | 84,986 |
Oki Electric Industry Company, Ltd. (I) | | 74,000 | | 56,581 |
Okinawa Electric Power Company, Inc. | | 2,300 | | 127,118 |
OKK Corp. (I) | | 10,000 | | 8,207 |
Okuma Holdings, Inc. | | 15,382 | | 91,305 |
Okumura Corp. | | 25,000 | | 90,208 |
Okura Industrial Company, Ltd. (I) | | 8,000 | | 23,487 |
Okuwa Company, Ltd. | | 3,000 | | 28,918 |
OMC Card, Inc. (I)(L) | | 14,955 | | 26,957 |
ONO Sokki Company, Ltd. | | 4,000 | | 13,598 |
Onoken Co., Ltd. | | 1,400 | | 9,308 |
Onward Kashiyama Company, Ltd. | | 14,000 | | 95,309 |
Organo Corp. | | 3,000 | | 18,520 |
Oriental Yeast Company, Ltd. | | 4,000 | | 20,215 |
Osaka Steel Company, Ltd. | | 1,900 | | 28,971 |
Osaki Electric Company, Ltd. | | 3,000 | | 25,679 |
OSG Corp. (L) | | 7,700 | | 77,246 |
Oyo Corp. | | 2,400 | | 19,757 |
Pacific Golf Group International Holdings KK | | 68 | | 49,954 |
PanaHome Corp. | | 8,000 | | 54,998 |
Paramount Bed Company, Ltd. | | 1,600 | | 32,444 |
Parco Company, Ltd. | | 7,200 | | 56,536 |
Paris Miki, Inc. | | 2,800 | | 23,850 |
Pasona Group, Inc. | | 31 | | 21,907 |
Penta-Ocean Construction Company, Ltd. (I) | | 23,000 | | 27,746 |
PIA Corp. (I) | | 1,300 | | 17,994 |
Pigeon Corp. | | 1,631 | | 63,576 |
Pilot Corp. | | 22 | | 27,111 |
Pioneer Corp. (I)(L) | | 19,200 | | 67,789 |
Plenus Company, Ltd. | | 2,800 | | 39,480 |
Prima Meat Packers, Ltd. | | 14,000 | | 15,119 |
Pronexus, Inc. | | 3,500 | | 21,569 |
PS Mitsubishi Construction Company, Ltd. (I) | | 4,200 | | 14,903 |
Raito Kogyo Company, Ltd. | | 7,600 | | 18,891 |
Rasa Industries, Ltd. (I) | | 10,000 | | 10,123 |
Resorttrust, Inc. | | 2,700 | | 37,633 |
Rhythm Watch Company, Ltd. (I) | | 14,000 | | 22,561 |
Ricoh Leasing Company, Ltd. | | 2,000 | | 45,833 |
Right On Company, Ltd. | | 1,800 | | 13,530 |
Riken Corp. | | 11,000 | | 37,942 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Riken Keiki Company, Ltd. | | 2,500 | $ | 15,920 |
Riken Technos Corp. | | 8,000 | | 22,504 |
Riken Vitamin Company, Ltd. | | 2,000 | | 57,391 |
Ringer Hut Company, Ltd. | | 1,700 | | 23,778 |
Risa Partners, Inc. (L) | | 34 | | 19,595 |
Rock Field Company, Ltd. | | 1,000 | | 13,799 |
Roland Corp. | | 2,500 | | 24,825 |
Round One Corp. | | 4,500 | | 28,953 |
Royal Holdings Company, Ltd. | | 3,300 | | 33,198 |
Ryobi, Ltd. (I) | | 13,000 | | 40,905 |
Ryoden Trading Company, Ltd. | | 4,000 | | 19,263 |
Ryohin Keikaku Company, Ltd. | | 2,900 | | 121,392 |
Ryosan Company, Ltd. | | 3,329 | | 78,978 |
Ryoshoku, Ltd. | | 1,000 | | 24,811 |
Ryoyo Electro Corp. | | 3,200 | | 29,634 |
Sagami Chain Company, Ltd. (I) | | 2,000 | | 11,098 |
Saibu Gas Company, Ltd. | | 27,000 | | 75,662 |
Saizeriya Company, Ltd. | | 2,800 | | 51,322 |
Sakai Chemical Industry Company, Ltd. | | 9,000 | | 39,299 |
Sakata Seed Corp. | | 3,000 | | 40,446 |
Sala Corp. | | 4,500 | | 27,399 |
San-A Company, Ltd. | | 1,100 | | 40,355 |
San-Ai Oil Company, Ltd. | | 6,000 | | 22,906 |
Sanden Corp. (I) | | 11,000 | | 33,763 |
Sankei Building Company, Ltd. | | 3,300 | | 21,380 |
Sanken Electric Company, Ltd. | | 11,437 | | 39,975 |
Sanki Engineering Company, Ltd. | | 5,000 | | 34,829 |
Sankyo Seiko Company, Ltd. | | 7,700 | | 24,336 |
Sankyo-Tateyama Holdings, Inc. (I) | | 32,000 | | 40,669 |
Sanoh Industrial Company, Ltd. | | 4,600 | | 29,843 |
Sanrio Company, Ltd. | | 3,600 | | 30,499 |
Sanshin Electronics Company, Ltd. | | 3,600 | | 27,959 |
Sanwa Shutter Corp. | | 22,124 | | 65,053 |
Sanyo Chemical Industries, Ltd. | | 6,000 | | 37,196 |
Sanyo Shokai, Ltd. | | 10,000 | | 37,422 |
Sanyo Special Steel Company, Ltd. | | 11,648 | | 46,506 |
Sasebo Heavy Industries Company, Ltd. | | 13,000 | | 28,215 |
Sato Corp. | | 3,000 | | 37,049 |
Satori Electric Company, Ltd. | | 2,400 | | 12,796 |
Sawai Pharmaceutical Company, Ltd. | | 1,300 | | 89,386 |
Seibu Electric Industry Company, Ltd. | | 3,000 | | 11,684 |
Seikagaku Corp. | | 2,600 | | 27,971 |
Seiko Corp. | | 8,000 | | 15,926 |
Seiren Company, Ltd. | | 7,000 | | 44,112 |
Sekisui Jushi Corp. | | 4,000 | | 34,421 |
Sekisui Plastics Company, Ltd. | | 5,000 | | 24,158 |
Senko Company, Ltd. | | 9,000 | | 31,193 |
Senshu Electric Company, Ltd. | | 1,500 | | 14,026 |
Senshukai Company, Ltd. | | 4,500 | | 25,935 |
Shibaura Mechatronics Corp. (I) | | 5,000 | | 16,300 |
Shibusawa Warehouse Company, Ltd. | | 6,000 | | 19,460 |
Shibuya Kogyo Company, Ltd. | | 3,300 | | 28,225 |
Shikibo, Ltd. | | 11,000 | | 15,753 |
Shikoku Bank, Ltd. | | 29,000 | | 93,309 |
Shikoku Chemicals Corp. | | 5,000 | | 26,608 |
Shima Seiki Manufacturing, Ltd. | | 2,900 | | 56,231 |
Shimachu Company, Ltd. | | 5,100 | | 107,850 |
Shimizu Bank, Ltd. | | 1,100 | | 43,943 |
Shin Nippon Air Technologies Company, Ltd. | | 3,100 | | 19,916 |
Shin-Etsu Polymer Company, Ltd. | | 5,300 | | 36,786 |
Shin-Keisei Electric Railway Company, Ltd. | | 4,000 | | 16,337 |
Shin-Kobe Electric Machinery Company, Ltd. | | 2,000 | | 18,731 |
Shindengen Electric Manufacturing | | | | |
Company, Ltd. (I) | | 7,000 | | 22,036 |
Shinkawa, Ltd. | | 1,700 | | 23,789 |
| | |
The accompanying notes are an integral part of the financial statements. | 129 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Shinko Electric Company, Ltd. | | 14,000 | $ | 31,961 |
Shinko Plantech Company, Ltd. | | 4,800 | | 47,395 |
Shinko Shoji Company, Ltd. | | 2,700 | | 24,658 |
Shinmaywa Industries, Ltd. | | 9,000 | | 29,865 |
Shinnihon Corp. | | 8,000 | | 13,613 |
Shinsho Corp. | | 7,000 | | 12,439 |
Shinwa Kaiun Kaisha, Ltd. (I) | | 11,000 | | 34,472 |
Shizuki Electric Company, Inc. | | 3,000 | | 11,509 |
Shizuoka Gas Company, Ltd. | | 6,000 | | 36,735 |
SHO-BOND Holdings Company, Ltd. | | 1,700 | | 32,813 |
Shobunsha Publications, Inc. | | 2,400 | | 16,029 |
Shochiku Company, Ltd. | | 8,000 | | 70,939 |
Shoko Company, Ltd. | | 11,000 | | 13,507 |
Showa Aircraft Industry Company, Ltd. | | 3,000 | | 19,389 |
Showa Corp. | | 4,900 | | 29,590 |
Showa Sangyo Company, Ltd. | | 11,000 | | 35,290 |
Sinanen Company, Ltd. | | 5,000 | | 21,266 |
Sintokogio, Ltd. | | 4,400 | | 31,678 |
SMK Corp. (L) | | 6,000 | | 28,460 |
So-net M3, Inc. | | 12 | | 44,486 |
Sogo Medical Company, Ltd. | | 900 | | 20,278 |
Sohgo Security Services Company, Ltd. | | 5,500 | | 62,632 |
Space Company, Ltd. | | 2,700 | | 17,097 |
SSP Company, Ltd. | | 5,000 | | 39,603 |
ST Chemical Company, Ltd. | | 1,100 | | 12,414 |
St. Marc Holdings Company, Ltd. | | 1,100 | | 36,830 |
Star Micronics Company, Ltd. | | 3,700 | | 36,535 |
Starzen Company, Ltd. | | 9,000 | | 25,015 |
Stella Chemifa Corp. | | 900 | | 36,994 |
Sugi Pharmacy Company, Ltd. | | 3,200 | | 77,507 |
Sumida Corp. | | 2,600 | | 24,505 |
Sumiseki Holdings, Inc. (I) | | 9,800 | | 9,459 |
Sumisho Computer Systems Corp. | | 2,100 | | 28,415 |
Sumitomo Bakelite Company, Ltd. | | 19,000 | | 100,021 |
Sumitomo Densetsu Company, Ltd. | | 4,300 | | 21,142 |
Sumitomo Light Metal Industries, Ltd. (I) | | 35,000 | | 31,123 |
Sumitomo Mitsui Company, Ltd. (I) | | 31,300 | | 26,109 |
Sumitomo Osaka Cement Company, Ltd. | | 44,000 | | 74,724 |
Sumitomo Pipe & Tube Company, Ltd. | | 4,100 | | 22,173 |
Sumitomo Precision Products Company, Ltd. | | 4,000 | | 11,338 |
Sumitomo Real Estate Sales Company, Ltd. | | 890 | | 38,653 |
Sumitomo Seika Chemicals Company, Ltd. | | 4,000 | | 15,660 |
Sumitomo Titanium Corp. | | 2,000 | | 63,804 |
Sumitomo Warehouse Company, Ltd. | | 14,952 | | 65,942 |
SWCC Showa Holdings Company, Ltd. (I) | | 34,000 | | 30,962 |
SXL Corp. (I) | | 10,000 | | 5,062 |
SystemPro Company, Ltd. | | 27 | | 12,600 |
T. Hasegawa Company, Ltd. | | 1,900 | | 28,943 |
Tachi-S Company, Ltd. | | 3,100 | | 31,036 |
Tachibana Eletech Company, Ltd. | | 1,700 | | 12,318 |
Tadano, Ltd. | | 11,000 | | 51,959 |
Taihei Dengyo Kaisha, Ltd. | | 4,000 | | 36,414 |
Taiho Kogyo Company, Ltd. | | 2,900 | | 19,511 |
Taikisha, Ltd. | | 3,900 | | 65,730 |
Taiyo Ink Manufacturing Company, Ltd. | | 1,300 | | 34,252 |
Takamatsu Corp. | | 1,900 | | 24,796 |
Takano Company, Ltd. | | 2,000 | | 10,543 |
Takaoka Electric | | | | |
Manufacturing Company, Ltd. | | 8,000 | | 24,625 |
Takara Standard Company, Ltd. | | 11,000 | | 64,234 |
Takasago International Corp. | | 8,000 | | 41,234 |
Takasago Thermal Engineering Company, Ltd. | | 7,000 | | 53,172 |
Takiron Company, Ltd. | | 7,000 | | 18,823 |
Takisawa Machine Tool Company, Ltd. | | 3,000 | | 2,392 |
Takuma Company, Ltd. (I) | | 10,000 | | 23,291 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Tamura Corp. (I) | | 7,000 | $ | 20,694 |
Tatsuta Electric Wire & Cable Company, Ltd. | | 8,000 | | 19,441 |
Teac Corp. (I) | | 35,000 | | 12,598 |
Tecmo Koei Holdings Company, Ltd. (I) | | 3,200 | | 21,032 |
Teikoku Electric Manufacturing Company, Ltd. | | 700 | | 12,812 |
Teikoku Piston Ring Company, Ltd. | | 2,700 | | 14,273 |
Teikoku Tsushin Kogyo Company, Ltd. | | 6,000 | | 13,655 |
Tekken Corp. (I) | | 14,000 | | 11,498 |
Telepark Corp. | | 16 | | 24,177 |
Tenma Corp. | | 2,100 | | 23,507 |
The Hokkoku Bank, Ltd. | | 33,000 | | 119,191 |
The Hyakugo Bank, Ltd. | | 28,000 | | 127,890 |
The Pack Corp. | | 1,500 | | 21,541 |
Tigers Polymer Corp. | | 2,000 | | 6,978 |
TKC Corp. | | 1,800 | | 33,193 |
TOA Corp. | | 22,000 | | 24,503 |
TOA Oil Company, Ltd. | | 14,000 | | 13,547 |
Toagosei Company, Ltd. | | 21,000 | | 81,735 |
Tobishima Corp. (I) | | 48,000 | | 12,952 |
Tobu Store Company, Ltd. | | 8,000 | | 24,302 |
TOC Company, Ltd. | | 9,300 | | 34,284 |
Tocalo Company, Ltd. | | 1,300 | | 25,283 |
Tochigi Bank, Ltd. | | 12,000 | | 50,426 |
Toda Corp. | | 33,000 | | 116,780 |
Toda Kogyo Corp. (L) | | 5,000 | | 34,786 |
Todentsu Corp. | | 6,000 | | 10,262 |
Toei Company, Ltd. | | 6,000 | | 30,583 |
Toenec Corp. | | 4,000 | | 21,290 |
Toho Bank, Ltd. | | 20,000 | | 66,157 |
Toho Company, Ltd. | | 6,000 | | 22,624 |
Toho Titanium Company, Ltd. | | 3,000 | | 53,225 |
Toho Zinc Company, Ltd. | | 12,000 | | 52,585 |
Tohoku Bank, Ltd. | | 9,000 | | 13,994 |
Tohto Suisan Company, Ltd. | | 5,000 | | 8,042 |
Tokai Carbon Company, Ltd. | | 20,000 | | 108,157 |
Tokai Corp. | | 4,000 | | 22,233 |
Tokai Rubber Industries, Ltd. | | 3,900 | | 50,597 |
Tokai Tokyo Securities Company, Ltd. | | 22,966 | | 88,332 |
Toko, Inc. (I) | | 10,000 | | 16,419 |
Tokushima Bank, Ltd. | | 7,000 | | 23,550 |
Tokushu Tokai Holdings Company, Ltd. | | 11,000 | | 28,213 |
Tokyo Dome Corp. | | 17,000 | | 47,233 |
Tokyo Energy & Systems, Inc. | | 3,000 | | 19,381 |
Tokyo Kikai Seisakusho, Ltd. | | 10,000 | | 10,440 |
Tokyo Ohka Kogyo Company, Ltd. | | 4,500 | | 80,115 |
Tokyo Rakutenchi Company, Ltd. | | 6,000 | | 24,386 |
Tokyo Rope Manufacturing Company, Ltd. | | 12,000 | | 29,408 |
Tokyo Seimitsu Company, Ltd. (I) | | 4,100 | | 57,906 |
Tokyo Style Company, Ltd. | | 6,000 | | 41,731 |
Tokyo Tomin Bank, Ltd. | | 3,100 | | 39,548 |
Tokyotokeiba Company, Ltd. | | 18,000 | | 26,090 |
Tokyu Community Corp. | | 1,300 | | 31,042 |
Tokyu Construction Company, Ltd. (I) | | 8,480 | | 23,648 |
Tokyu Livable, Inc. | | 2,200 | | 17,896 |
Tokyu Recreation Company, Ltd. | | 4,000 | | 23,416 |
Toli Corp. | | 7,000 | | 12,775 |
Tomato Bank, Ltd. | | 10,000 | | 20,108 |
Tomoe Corp. | | 4,400 | | 11,139 |
Tomoku Company, Ltd. | | 11,000 | | 24,509 |
Tomy Company, Ltd. | | 6,100 | | 47,244 |
Topcon Corp. (L) | | 8,200 | | 38,974 |
Topre Corp. | | 5,000 | | 38,978 |
Topy Industries, Ltd. | | 17,000 | | 30,781 |
Tori Holdings Company, Ltd. (I) | | 7,300 | | 2,285 |
Torigoe Company, Ltd. | | 2,300 | | 19,296 |
| | |
The accompanying notes are an integral part of the financial statements. | 130 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Torii Pharmaceutical Company, Ltd. | | 1,700 | $ | 33,587 |
Torishima Pump Manufacturing Company, Ltd. | | 2,300 | | 49,864 |
Toshiba Machine Company, Ltd. | | 12,000 | | 48,300 |
Toshiba Plant Systems & Services Corp. | | 4,000 | | 47,241 |
Toshiba TEC Corp. (I) | | 13,000 | | 50,436 |
Tosho Printing Company, Ltd. | | 3,000 | | 5,509 |
Totetsu Kogyo Company, Ltd. | | 4,000 | | 22,146 |
Tottori Bank, Ltd. | | 11,000 | | 29,980 |
Towa Bank, Ltd. (I) | | 28,000 | | 21,104 |
Towa Pharmaceutical Company, Ltd. | | 900 | | 48,462 |
Toyo Construction Company, Ltd. | | 33,000 | | 17,037 |
Toyo Corp. | | 3,100 | | 24,908 |
Toyo Electric Manufacturing Company, Ltd. | | 4,000 | | 25,093 |
Toyo Engineering Corp. | | 12,000 | | 40,125 |
Toyo Ink Manufacturing Company, Ltd. | | 18,000 | | 77,548 |
Toyo Kanetsu KK | | 16,000 | | 31,313 |
Toyo Kohan Company, Ltd. | | 5,000 | | 27,114 |
Toyo Securities Company, Ltd. (I) | | 7,000 | | 12,826 |
Toyo Tanso Company, Ltd. | | 1,100 | | 56,954 |
Toyo Tire & Rubber Company, Ltd. (I) | | 22,000 | | 49,223 |
Toyobo Company, Ltd. | | 70,064 | | 106,381 |
Trusco Nakayama Corp. | | 2,300 | | 34,598 |
TS Tech Company, Ltd. | | 4,800 | | 81,589 |
Tsubakimoto Chain Company, Ltd. | | 13,000 | | 55,428 |
Tsuruha Holdings, Inc. | | 1,600 | | 61,883 |
Tsurumi Manufacturing Company, Ltd. | | 3,000 | | 19,584 |
Tsutsumi Jewelry Company, Ltd. | | 900 | | 18,222 |
Ube Material Industries, Ltd. | | 9,000 | | 23,485 |
ULVAC, Inc. (L) | | 3,300 | | 80,339 |
Unicharm Petcare Corp. | | 1,600 | | 51,512 |
Uniden Corp. (I) | | 7,000 | | 17,868 |
Unimat Life Corp. | | 2,100 | | 21,400 |
Union Tool Company, Ltd. | | 1,000 | | 28,182 |
Unitika, Ltd. (I) | | 42,000 | | 32,594 |
Utoc Corp. | | 4,300 | | 11,165 |
Valor Company, Ltd. | | 4,700 | | 38,328 |
Venture Link Company, Ltd. (I) | | 9,800 | | 1,094 |
Vital KSK Holdings, Inc. (I) | | 2,900 | | 18,146 |
Wacom Company, Ltd. (L) | | 38 | | 58,667 |
Wakachiku Construction Company, Ltd. (I) | | 17,000 | | 8,629 |
Warabeya Nichiyo Company, Ltd. | | 1,500 | | 18,429 |
Watabe Wedding Corp. | | 800 | | 10,035 |
Watami Company, Ltd. (L) | | 2,000 | | 36,595 |
Weathernews, Inc. | | 800 | | 9,597 |
Wood One Company, Ltd. | | 2,000 | | 5,376 |
Xebio Company, Ltd. | | 2,400 | | 46,093 |
Yahagi Construction Company, Ltd. | | 4,000 | | 23,360 |
Yaizu Suisankagaku Industry Company, Ltd. | | 1,700 | | 20,305 |
Yamagata Bank, Ltd. | | 16,000 | | 70,394 |
Yamanashi Chuo Bank, Ltd. | | 16,255 | | 68,880 |
Yamatane Corp. | | 13,000 | | 18,714 |
Yamazen Corp. | | 7,500 | | 28,177 |
Yaoko Company, Ltd. | | 600 | | 18,110 |
Yasuda Warehouse Company, Ltd. | | 2,600 | | 16,412 |
Yellow Hat, Ltd. | | 2,000 | | 13,795 |
Yodogawa Steel Works, Ltd. | | 13,825 | | 57,037 |
Yokogawa Bridge Corp. | | 3,000 | | 24,430 |
Yokohama Reito Company, Ltd. | | 4,000 | | 27,844 |
Yokowo Company, Ltd. | | 2,800 | | 16,409 |
Yomeishu Seizo Company, Ltd. | | 3,000 | | 28,425 |
Yonekyu Corp. | | 3,000 | | 25,892 |
Yorozu Corp. | | 1,600 | | 20,456 |
Yoshinoya D&C Company, Ltd. | | 45 | | 50,136 |
Yuasa Funashoku Company, Ltd. | | 4,000 | | 9,274 |
Yuasa Trading Company, Ltd. | | 24,000 | | 19,165 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Japan (continued) | | | | |
Yurtec Corp. | | 5,000 | $ | 23,069 |
Yusen Air & Sea Service Company, Ltd. | | 1,500 | | 20,994 |
Yushin Precision Equipment Company, Ltd. | | 1,400 | | 24,085 |
Yushiro Chemical Industry Company, Ltd. | | 1,100 | | 13,290 |
Zenrin Company, Ltd. | | 2,900 | | 33,880 |
Zensho Company, Ltd. (L) | | 6,100 | | 45,578 |
Zeon Corp. | | 17,000 | | 88,886 |
Zeria Pharmaceutical Company, Ltd. | | 3,000 | | 32,550 |
Zuken, Inc. | | 2,300 | | 16,958 |
| | | |
|
| | | | 28,662,943 |
Liechtenstein - 0.04% | | | | |
Verwaltungs & Privat Bank AG | | 465 | | 46,625 |
Luxembourg - 0.10% | | | | |
Elcoteq SE (I) | | 353 | | 601 |
Orco Property Group SA (I)(L) | | 1,119 | | 11,368 |
Oriflame Cosmetics SA | | 639 | | 37,286 |
Regus PLC | | 62,639 | | 79,939 |
| | | |
|
| | | | 129,194 |
Monaco - 0.05% | | | | |
Societe des Bains de Mer & du Cercle des | | | | |
Etrangers a Monaco SA | | 930 | | 61,285 |
Netherlands - 1.98% | | | | |
Aalberts Industries NV | | 10,885 | | 151,375 |
Accell Group NV | | 740 | | 35,951 |
Arcadis NV | | 4,659 | | 103,138 |
ASM International NV (I) | | 4,290 | | 100,645 |
BE Semiconductor Industries NV (I) | | 9,412 | | 38,683 |
Beter Bed Holding NV | | 1,715 | | 42,949 |
BinckBank N.V. | | 1,233 | | 22,162 |
Brit Insurance Holdings Nv | | 8,282 | | 97,239 |
Brunel International NV | | 2,644 | | 101,544 |
Crown Van Gelder NV | | 152 | | 1,639 |
Crucell NV (I) | | 5,477 | | 104,772 |
Crucell NV, ADR (I) | | 1,501 | | 28,699 |
Draka Holding NV (I) | | 2,745 | | 45,332 |
Exact Holdings NV | | 1,691 | | 41,885 |
Fornix Biosciences NV | | 1,231 | | 13,069 |
Grontmij NV | | 1,690 | | 37,671 |
Imtech NV | | 5,892 | | 180,002 |
KAS Bank NV | | 1,372 | | 25,187 |
Kendrion NV | | 951 | | 12,596 |
Koninklijke BAM Groep NV | | 14,313 | | 113,396 |
Koninklijke Ten Cate NV | | 2,968 | | 77,793 |
Macintosh Retail Group NV | | 3,082 | | 62,033 |
Nederlandsche Apparatenfabriek NEDAP NV | | 441 | | 10,296 |
Nutreco Holding NV | | 3,754 | | 222,463 |
OPG Groep NV | | 4,639 | | 79,202 |
Ordina NV (I) | | 4,821 | | 30,469 |
SBM Offshore NV | | 11,013 | | 195,473 |
Sligro Food Group NV | | 2,701 | | 86,435 |
Smit Internationale NV | | 1,219 | | 103,317 |
Telegraaf Media Groep NV | | 2,614 | | 48,745 |
TKH Group NV | | 3,140 | | 57,688 |
TomTom NV | | 825 | | 6,440 |
Unit 4 Agresso NV (I) | | 2,949 | | 70,606 |
USG People NV (I) | | 6,455 | | 104,653 |
Wavin NV | | 13,287 | | 25,697 |
| | | |
|
| | | | 2,479,244 |
New Zealand - 0.69% | | | | |
Air New Zealand, Ltd. | | 32,827 | | 29,539 |
Ebos Group, Ltd. (I) | | 3,159 | | 13,855 |
Fisher & Paykel Appliances Holdings, Ltd. (I) | | 50,069 | | 20,997 |
| | |
The accompanying notes are an integral part of the financial statements. | 131 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
New Zealand (continued) | | | | |
Fisher & Paykel Healthcare Corp. | | 47,719 | $ | 113,251 |
Freightways, Ltd. | | 13,503 | | 28,722 |
Hallenstein Glasson Holdings, Ltd. | | 6,230 | | 15,659 |
Infratil, Ltd. | | 37,345 | | 42,226 |
Mainfreight, Ltd. | | 7,607 | | 31,059 |
New Zealand Exchange, Ltd. (I) | | 8,304 | | 11,884 |
New Zealand Oil & Gas, Ltd. | | 41,661 | | 44,194 |
New Zealand Refining Company, Ltd. | | 20,149 | | 47,385 |
Nuplex Industries, Ltd. | | 21,229 | | 50,553 |
PGG Wrightson, Ltd. (I) | | 49,994 | | 21,232 |
Port of Tauranga, Ltd. | | 9,578 | | 46,412 |
Pumpkin Patch, Ltd. | | 30,500 | | 41,483 |
Ryman Healthcare, Ltd. | | 24,206 | | 34,460 |
Sanford, Ltd. | | 6,681 | | 21,222 |
Sky City Entertainment Group, Ltd. | | 56,475 | | 125,860 |
Sky Network Television, Ltd. | | 14,967 | | 52,021 |
Steel & Tube Holdings, Ltd. | | 7,400 | | 13,694 |
Tower, Ltd. | | 17,022 | | 22,563 |
Vector, Ltd. | | 30,611 | | 41,413 |
| | | |
|
| | | | 869,684 |
Norway - 1.42% | | | | |
Acta Holding ASA (I) | | 30,000 | | 13,908 |
Aktiv Kapital ASA (I) | | 3,800 | | 26,963 |
Austevoll Seafood ASA (I)(L) | | 8,143 | | 63,386 |
Birdstep Technology ASA (I) | | 6,000 | | 1,905 |
Blom ASA (I) | | 7,600 | | 10,291 |
BW Offshore, Ltd. (I) | | 48,000 | | 70,338 |
Camillo Eitzen & Co. ASA (I) | | 5,800 | | 13,738 |
Cermaq ASA (I) | | 5,800 | | 64,775 |
Copeinca ASA (I) | | 9,400 | | 79,539 |
Det Norske Oljeselskapb ASA (I) | | 67,720 | | 74,506 |
DOF ASA (I) | | 5,500 | | 35,365 |
EDB Business Partner ASA (I) | | 4,000 | | 15,231 |
Eitzen Chemical ASA (I) | | 8,000 | | 2,409 |
Ekornes ASA | | 2,900 | | 69,196 |
Electromagnetic GeoServices ASA (I) | | 2,600 | | 2,310 |
Eltek ASA (I) | | 14,600 | | 6,772 |
Ementor ASA | | 10,153 | | 83,667 |
Farstad Shipping ASA | | 4,400 | | 107,979 |
Ganger Rolf ASA | | 1,427 | | 36,824 |
Kongsberg Gruppen ASA | | 1,400 | | 20,985 |
Kverneland Gruppen ASA (I) | | 1,000 | | 643 |
Nordic Semiconductor ASA | | 3,500 | | 42,644 |
Norse Energy Corp. ASA (I)(L) | | 40,000 | | 30,860 |
Norske Skogindustrier ASA (I)(L) | | 18,500 | | 23,009 |
Norwegian Air Shuttle ASA (I) | | 2,792 | | 64,249 |
Odfjell ASA | | 6,307 | | 55,493 |
ODIM ASA | | 3,100 | | 23,408 |
PhotoCure ASA | | 1,408 | | 10,577 |
Q-Free ASA (I)(L) | | 7,500 | | 25,380 |
Scana Industrier ASA | | 15,396 | | 18,262 |
Sevan Marine ASA (I) | | 36,322 | | 50,979 |
Solstad Offshore ASA | | 3,000 | | 53,310 |
Songa Offshore SE (I) | | 10,500 | | 51,382 |
Sparebanken Midt-Norge ASA | | 10,452 | | 91,082 |
TGS Nopec Geophysical Company ASA (I) | | 8,785 | | 168,241 |
Tomra Systems ASA | | 17,056 | | 82,286 |
Veidekke ASA | | 10,600 | | 84,126 |
Wilhelm Wilhelmsen ASA | | 4,200 | | 99,172 |
| | | |
|
| | | | 1,775,190 |
Peru - 0.03% | | | | |
Hochschild Mining PLC | | 10,925 | | 43,324 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Portugal - 0.49% | | | | |
Altri SGPS SA (I) | | 9,087 | $ | 51,593 |
Banco BPI SA | | 32,406 | | 85,610 |
Finibanco Holding SGPS SA (I) | | 7,634 | | 14,551 |
Impresa (I)(L) | | 13,622 | | 25,764 |
Investimentos Participacoes e Gestao SA (I) | | 31,635 | | 27,137 |
Mota Engil | | 9,080 | | 38,991 |
Novabase SGPS SA (I) | | 2,054 | | 12,445 |
Pararede SGPS SA (I) | | 10,834 | | 10,181 |
Portucel - Empresa Produtora de Pasta e | | | | |
Papel SA | | 23,084 | | 57,883 |
Redes Energeticas Nacionais SA | | 6,644 | | 26,684 |
Semapa-Sociedade de Investimento & Gestao | | 5,339 | | 51,418 |
Sonae (L) | | 42,153 | | 46,775 |
Sonae Industria (I) | | 4,886 | | 14,595 |
Sonaecom (I) | | 9,179 | | 19,872 |
Teixeira Duarte-Engenharia & | | | | |
Construcoes SA (I)(L) | | 37,298 | | 42,484 |
Zon Multimedia SA (L) | | 17,213 | | 87,394 |
| | | |
|
| | | | 613,377 |
Singapore - 1.66% | | | | |
Allgreen Properties, Ltd. | | 110,000 | | 87,860 |
Asia Food & Properties, Ltd. (I) | | 222,000 | | 81,294 |
Banyan Tree Holdings, Ltd. | | 14,000 | | 6,870 |
Bonvests Holdings, Ltd. | | 36,400 | | 24,215 |
Bukit Sembawang Estates, Ltd. | | 13,000 | | 42,460 |
Cerebos Pacific, Ltd. | | 12,000 | | 31,675 |
CH Offshore, Ltd. | | 50,000 | | 23,311 |
China Merchants Holdings Pacific, Ltd. | | 41,000 | | 17,647 |
Chip Eng Seng Corp., Ltd. | | 63,000 | | 16,593 |
Chuan Hup Holdings, Ltd. (I) | | 78,000 | | 17,201 |
Cosco Corp. Singapore, Ltd. | | 51,000 | | 44,243 |
Creative Technology, Ltd. | | 7,050 | | 27,093 |
CSE Global, Ltd. | | 54,000 | | 34,407 |
CWT, Ltd. | | 31,000 | | 20,173 |
Ezra Holdings, Ltd. (I) | | 36,000 | | 57,335 |
First Resources, Ltd. | | 66,000 | | 48,338 |
Food Empire Holdings, Ltd. | | 43,800 | | 9,660 |
Goodpack, Ltd. | | 25,000 | | 24,905 |
Guocoland, Ltd. | | 27,300 | | 39,631 |
Ho Bee Investment, Ltd. | | 33,000 | | 39,243 |
Hong Fok Corp., Ltd. (I) | | 39,800 | | 17,971 |
Hong Leong Asia, Ltd. | | 16,000 | | 41,909 |
Hotel Plaza, Ltd. | | 30,000 | | 32,656 |
Hotel Properties, Ltd. | | 20,100 | | 28,181 |
Hwa Hong Corp., Ltd. | | 55,000 | | 21,519 |
Hyflux, Ltd. | | 28,000 | | 70,099 |
Jaya Holdings, Ltd. | | 57,000 | | 27,359 |
Jurong Technologies Industrial Corp., Ltd. (I) | | 83,200 | | 1,480 |
Keppel | | | | |
Telecommunications & Transportation, Ltd. | | 15,000 | | 14,617 |
Kim Eng Holdings, Ltd. | | 17,795 | | 24,938 |
KS Energy Services, Ltd. (L) | | 22,000 | | 19,573 |
Manhattan Resources, Ltd. (I) | | 34,000 | | 14,747 |
MediaRing, Ltd. (I) | | 79,000 | | 12,376 |
Metro Holdings, Ltd. | | 38,000 | | 20,417 |
MFS Technology, Ltd. | | 56,000 | | 9,021 |
Midas Holdings, Ltd. | | 58,000 | | 41,242 |
MobileOne, Ltd. | | 53,000 | | 77,673 |
NatSteel, Ltd. | | 29,000 | | 29,718 |
Orchard Parade Holdings, Ltd. (I) | | 18,000 | | 13,072 |
Osim International, Ltd. (I) | | 44,000 | | 23,462 |
Petra Foods, Ltd. | | 46,000 | | 32,724 |
Raffles Education Corp., Ltd. | | 117,085 | | 31,935 |
Rotary Engineering, Ltd. | | 37,000 | | 26,835 |
| | |
The accompanying notes are an integral part of the financial statements. | 132 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Singapore (continued) | | | | |
SBS Transit, Ltd. | | 20,500 | $ | 25,084 |
SC Global Developments, Ltd. (I) | | 26,000 | | 32,767 |
Sim Lian Group, Ltd. | | 42,000 | | 13,744 |
Singapore Airport Terminal Services, Ltd. | | 6,000 | | 11,138 |
Singapore Land, Ltd. | | 2,000 | | 9,249 |
Singapore Post, Ltd. | | 111,000 | | 82,946 |
Singapore Reinsurance Corp., Ltd. | | 47,000 | | 8,383 |
Straits Asia Resources, Ltd. | | 68,000 | | 97,658 |
Tat Hong Holdings, Ltd. | | 28,000 | | 17,938 |
United Engineers, Ltd. | | 19,000 | | 27,717 |
United Industrial Corp, Ltd. | | 5,000 | | 7,153 |
UOB-Kay Hian Holdings, Ltd. | | 23,000 | | 26,045 |
Venture Corp., Ltd. | | 32,000 | | 192,096 |
WBL Corp., Ltd. | | 14,000 | | 50,197 |
Wheelock Properties, Ltd. | | 46,000 | | 61,548 |
Wing Tai Holdings, Ltd. | | 53,300 | | 63,678 |
Yongnam Holdings, Ltd. | | 118,000 | | 21,397 |
| | | |
|
| | | | 2,076,416 |
South Africa - 0.05% | | | | |
Great Basin Gold, Ltd. (I)(L) | | 41,400 | | 67,675 |
Spain - 2.16% | | | | |
Abengoa SA (I) | | 5,452 | | 137,844 |
Adolfo Dominguez SA | | 1,580 | | 20,161 |
Amper SA | | 2,602 | | 20,334 |
Antena 3 de Television SA (L) | | 8,128 | | 80,943 |
Avanzit SA (I) | | 25,467 | | 23,752 |
Azkoyen SA (I) | | 2,428 | | 9,099 |
Banco Guipuzcoano SA | | 12,997 | | 99,122 |
Banco Pastor SA (L) | | 14,006 | | 86,828 |
Baron de Ley SA (I) | | 517 | | 24,649 |
Bolsas y Mercados Espanoles (L) | | 2,758 | | 72,635 |
Campofrio Alimentacion SA (I) | | 2,513 | | 21,765 |
Cementos Portland Valderrivas SA | | 1,810 | | 45,889 |
Construcciones & Auxiliar de Ferrocarriles SA | | 224 | | 125,660 |
Corporacion Dermoestetica SA (I) | | 898 | | 3,390 |
Duro Felguera SA | | 3,275 | | 32,294 |
Ebro Puleva SA | | 9,032 | | 177,967 |
Elecnor SA | | 5,244 | | 76,684 |
Ercros SA (I) | | 14,570 | | 26,385 |
FAES FARMA SA | | 20,129 | | 103,893 |
General de Alquiler de Maquinaria (I)(L) | | 4,331 | | 18,228 |
Gestevision Telecinco SA (L) | | 9,325 | | 123,339 |
Grupo Catalana Occidente SA | | 4,279 | | 87,566 |
Grupo Empresarial Ence SA (I) | | 9,197 | | 33,121 |
Iberpapel Gestion SA | | 1,271 | | 17,831 |
La Seda de Barcelona SA (I) | | 148,568 | | 68,781 |
Miquel y Costas SA | | 1,078 | | 23,344 |
Natraceutical SA (I) | | 22,388 | | 14,856 |
NH Hoteles SA (I) | | 13,111 | | 58,370 |
Obrascon Huarte Lain SA | | 5,340 | | 118,288 |
Papeles y Cartones de Europa SA | | 5,226 | | 28,047 |
Pescanova SA | | 658 | | 19,625 |
Prim SA | | 1,511 | | 14,176 |
Promotora de Informaciones SA (I) | | 17,908 | | 81,159 |
Prosegur Cia de Seguridad SA | | 2,238 | | 98,499 |
Service Point Solutions SA (I) | | 30,916 | | 40,007 |
Sociedad Nacional Inds. | | 11,792 | | 22,958 |
Sol Melia SA (L) | | 6,841 | | 49,364 |
SOS Cuetara SA (I)(L) | | 4,481 | | 13,884 |
Tavex Algodonera SA (I) | | 8,440 | | 6,916 |
Tecnicas Reunidas SA | | 3,090 | | 173,847 |
Tecnocom (I) | | 4,417 | | 18,222 |
Tubacex SA | | 10,497 | | 38,372 |
Tubos Reunidos SA | | 9,612 | | 26,670 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Spain (continued) | | | | |
Urbas Proyectos Urbanisticos SA (I) | | 10,449 | $ | 1,894 |
Vertice Trescientos Sesenta Grados (I) | | 1,265 | | 584 |
Vidrala SA | | 2,207 | | 56,520 |
Viscofan SA | | 4,919 | | 122,309 |
Vocento SA (I) | | 6,333 | | 38,632 |
Zeltia SA (I) | | 18,631 | | 98,222 |
| | | |
|
| | | | 2,702,925 |
Sweden - 2.94% | | | | |
AarhusKarlshamn AB | | 2,915 | | 77,677 |
Acando AB | | 7,431 | | 13,806 |
Active Biotech AB (I) | | 4,550 | | 65,572 |
AddTech AB | | 3,143 | | 51,356 |
Angpanneforeningen AB | | 2,297 | | 63,144 |
Axfood AB | | 2,704 | | 84,964 |
Axis Communications AB | | 4,940 | | 70,132 |
BE Group AB | | 5,044 | | 29,569 |
Beijer Alma AB | | 2,125 | | 31,145 |
Beijer Electronics AB | | 232 | | 4,457 |
Bergman & Beving AB | | 3,668 | | 50,942 |
Bilia AB (I) | | 4,374 | | 49,683 |
Billerud Aktibolag AB (I) | | 9,544 | | 67,259 |
BioGaia AB | | 2,335 | | 28,162 |
Biovitrum AB (I) | | 19,035 | | 99,298 |
Bure Equity Abbure Equity AB | | 4,545 | | 16,912 |
Cardo AB | | 2,290 | | 71,951 |
Clas Ohlson AB | | 4,392 | | 84,726 |
Cloetta AB (I) | | 6,455 | | 28,425 |
Concordia Maritime AB | | 748 | | 2,266 |
D. Carnegie & Company AB (I) | | 52,789 | | 0 |
Elekta AB | | 10,418 | | 262,747 |
Eniro AB (I) | | 4,936 | | 17,107 |
Fagerhult AB | | 600 | | 10,645 |
G & L Beijer AB | | 2,000 | | 52,862 |
Gunnebo AB (I) | | 2,398 | | 10,937 |
Hakon Invest AB | | 4,401 | | 75,613 |
Haldex AB (I) | | 13,150 | | 82,089 |
HIQ International AB (I) | | 5,688 | | 24,570 |
Hoganas AB | | 3,718 | | 87,342 |
Holmen AB, Seires B | | 1,237 | | 30,707 |
Industrial & Financial Systems AB | | 3,313 | | 41,118 |
Indutrade AB | | 2,469 | | 53,493 |
Intrum Justitia AB | | 7,011 | | 90,462 |
JM AB (I) | | 11,499 | | 184,645 |
KappAhl Holding AB | | 6,786 | | 63,549 |
Lagercrantz AB | | 4,000 | | 16,326 |
Lindab International AB | | 7,888 | | 68,589 |
Loomis AB | | 1,423 | | 17,266 |
Lundin Petroleum AB (I) | | 6,021 | | 45,735 |
Medivir AB (I) | | 2,195 | | 32,940 |
Mekonomen AB | | 2,200 | | 45,820 |
Micronic Laser Systems AB (I) | | 7,700 | | 14,526 |
Modern Times Group AB | | 1,313 | | 72,120 |
Munters AB (I) | | 7,622 | | 62,234 |
NCC AB | | 6,668 | | 108,290 |
Net Insight AB (I)(L) | | 50,000 | | 31,481 |
New Wave Group AB | | 6,000 | | 25,760 |
Nibe Industrier AB | | 9,287 | | 94,446 |
Nobia AB (I) | | 24,089 | | 121,302 |
Nolato AB | | 3,557 | | 34,545 |
OEM International AB | | 8,427 | | 49,995 |
ORC Software AB | | 1,800 | | 39,886 |
PA Resources AB (I) | | 12,583 | | 39,720 |
Peab AB | | 19,597 | | 113,819 |
Proffice AB (I) | | 10,000 | | 33,375 |
| | |
The accompanying notes are an integral part of the financial statements. | 133 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Sweden (continued) | | | | |
Q-Med AB (I) | | 7,472 | $ | 65,236 |
Rezidor Hotel Group AB (I) | | 13,763 | | 48,256 |
RNB Retail & Brands AB (I)(L) | | 17,418 | | 23,572 |
SAS AB (I) | | 94,725 | | 33,193 |
Seco Tools AB | | 274 | | 3,017 |
Sensys Traffic AB | | 50,268 | | 10,152 |
SkiStar AB | | 2,852 | | 49,505 |
Studsvik AB | | 1,200 | | 12,748 |
Sweco AB | | 5,392 | | 42,539 |
TradeDoubler AB (I) | | 5,818 | | 30,026 |
Trelleborg AB (I) | | 34,490 | | 222,632 |
| | | |
|
| | | | 3,688,383 |
Switzerland - 4.54% | | | | |
Advanced Digital Broadcast Holdings SA (I) | | 310 | | 13,421 |
AFG Arbonia-Forster Holding AG (I) | | 929 | | 20,926 |
Allreal Holding AG | | 565 | | 65,745 |
Also Holding AG (I) | | 779 | | 32,888 |
Aryzta AG | | 7,363 | | 275,936 |
Ascom Holding AG (I) | | 3,992 | | 39,762 |
Bachem Holding AG | | 525 | | 32,228 |
Bank Coop AG | | 2,190 | | 143,775 |
Bank Sarasin & Compagnie AG | | 3,289 | | 108,794 |
Banque Cantonale de Geneve | | 76 | | 15,916 |
Banque Privee Edmond de Rothschild SA | | 1 | | 23,486 |
Basilea Pharmaceutica AG (I) | | 1,026 | | 75,246 |
Belimo Holding AG | | 57 | | 61,245 |
Bell Holding AG | | 23 | | 34,149 |
Berner Kantonalbank | | 430 | | 94,457 |
Bobst Group AG (I) | | 1,425 | | 49,397 |
Bossard Holding AG | | 748 | | 41,858 |
Bucher Industries AG | | 639 | | 75,540 |
Burckhardt Compression Holding AG | | 344 | | 64,608 |
Card Guard AG (I)(L) | | 1,457 | | 24,413 |
Centralschweizerische Kraftwerke AG | | 280 | | 85,937 |
Charles Voegele Holding AG (I) | | 1,112 | | 43,577 |
Clariant AG (I) | | 27,539 | | 298,360 |
Conzzeta Holding AG | | 69 | | 109,387 |
Daetwyler Holding AG | | 781 | | 44,342 |
Dufry Group AG (I) | | 1,749 | | 116,996 |
EFG International (L) | | 6,739 | | 92,563 |
Emmi AG | | 563 | | 68,635 |
EMS-Chemie Holding AG (I) | | 919 | | 113,770 |
Energiedienst Holding AG | | 982 | | 52,059 |
Ferrexpo Plc | | 13,092 | | 56,370 |
Flughafen Zuerich AG | | 403 | | 120,048 |
Forbo Holding AG (I) | | 152 | | 51,901 |
Galenica Holding AG | | 474 | | 178,145 |
GAM Holding, Ltd. | | 1,310 | | 14,291 |
Georg Fischer AG (I) | | 478 | | 144,602 |
Gurit Heberlein AG | | 40 | | 19,361 |
Helvetia Patria Holding AG | | 449 | | 142,421 |
Interroll Holding AG (I) | | 57 | | 15,592 |
Kaba Holding AG | | 240 | | 57,982 |
Kardex AG | | 444 | | 14,177 |
Komax Holding AG | | 335 | | 24,916 |
Kudelski SA | | 4,963 | | 132,215 |
Kuoni Reisen Holding AG | | 264 | | 93,404 |
LEM Holding SA | | 310 | | 93,827 |
Luzerner Kantonalbank AG | | 283 | | 76,070 |
Medisize Holding AG | | 524 | | 28,265 |
Metall Zug AG | | 24 | | 58,322 |
Meyer Burger Technology Ag | | 4,310 | | 91,870 |
Mobilezone Holding AG | | 5,131 | | 38,922 |
Mobimo Holding AG (I) | | 582 | | 99,686 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Switzerland (continued) | | | | |
Orascom Development Holding Ag | | 169 | $ | 11,550 |
Orell Fuessli Holding AG | | 223 | | 28,643 |
Panalpina Welttransport Holding AG | | 1,387 | | 92,955 |
Phoenix Mecano AG | | 81 | | 34,991 |
Precious Woods Holding AG (I) | | 327 | | 11,415 |
PubliGroupe SA (I) | | 276 | | 26,981 |
Rieter Holding AG (I) | | 353 | | 87,404 |
Romande Energie Holding SA | | 43 | | 73,414 |
Schaffner Holding AG (I) | | 90 | | 13,737 |
Schulthess Group AG | | 805 | | 35,520 |
Schweiter Technologies AG | | 117 | | 57,359 |
Schweizerhall Holding AG | | 305 | | 46,561 |
Schweizerische National-Versicherungs- | | | | |
Gesellschaft AG (I) | | 1,491 | | 40,374 |
Siegfried Holding AG | | 396 | | 34,281 |
St. Galler Kantonalbank | | 253 | | 115,640 |
Sulzer AG | | 2,497 | | 223,119 |
Swissfirst AG | | 887 | | 27,220 |
Swisslog Holding AG | | 60,097 | | 54,277 |
Swissquote Group Holding SA | | 1,018 | | 47,386 |
Tamedia AG | | 586 | | 41,436 |
Tecan Group AG | | 1,142 | | 79,212 |
Temenos Group AG (I)(L) | | 6,535 | | 164,291 |
Tornos SA (I) | | 2,185 | | 15,765 |
Valora Holding AG | | 333 | | 74,674 |
Vaudoise Assurances Holding SA | | 211 | | 36,931 |
Vontobel Holding AG | | 2,623 | | 78,089 |
VZ Holding AG | | 879 | | 64,456 |
WMH Walter Meier AG | | 120 | | 14,298 |
Ypsomed Holding AG (I) | | 908 | | 55,787 |
Zehnder Group AG | | 36 | | 51,430 |
Zuger Kantonalbank | | 20 | | 84,753 |
| | | |
|
| | | | 5,695,752 |
United Arab Emirates - 0.12% | | | | |
Dragon Oil PLC (I) | | 21,351 | | 148,237 |
United Kingdom - 16.82% | | | | |
888 Holdings PLC | | 10,776 | | 16,628 |
A.G. Barr PLC | | 3,920 | | 48,578 |
Aberdeen Asset Management PLC | | 87,089 | | 152,506 |
AEA Technology PLC (I) | | 18,852 | | 6,546 |
Aegis Group PLC | | 88,265 | | 156,780 |
Aga Rangemaster Group PLC (I) | | 16,809 | | 33,318 |
Alphameric PLC | | 33,484 | | 14,884 |
Anglo Pacific Group PLC | | 13,955 | | 54,472 |
Anglo-Eastern Plantations PLC | | 3,005 | | 19,480 |
Anite PLC | | 32,668 | | 16,189 |
Antisoma PLC | | 100,552 | | 51,365 |
Ark Therapeutics Group PLC (I) | | 20,122 | | 4,281 |
Arriva PLC (I) | | 21,983 | | 171,664 |
Ashtead Group PLC | | 51,117 | | 66,160 |
Assura Group, Ltd. (I) | | 39,777 | | 27,289 |
Aveva Group PLC | | 6,703 | | 105,299 |
Avis Europe PLC (I) | | 69,527 | | 32,873 |
Axis-Shield PLC | | 9,883 | | 58,928 |
Babcock International Group PLC | | 22,257 | | 178,733 |
Balfour Beatty PLC | | 48,337 | | 203,544 |
BBA Aviation PLC | | 47,385 | | 120,780 |
Beazley PLC | | 59,045 | | 101,602 |
Bellway PLC | | 12,567 | | 127,434 |
Berkeley Group Holdings PLC (I) | | 9,481 | | 107,297 |
Bespak PLC | | 7,040 | | 38,191 |
Bloomsbury Publishing PLC | | 9,864 | | 18,876 |
BlueBay Asset Management PLC | | 15,668 | | 88,873 |
Bodycote PLC | | 20,949 | | 57,081 |
| | |
The accompanying notes are an integral part of the financial statements. | 134 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
United Kingdom (continued) | | | | |
Bovis Homes Group PLC | | 13,533 | $ | 75,291 |
Braemar Seascope Group PLC | | 1,189 | | 7,776 |
Brewin Dolphin Holdings PLC | | 20,522 | | 39,220 |
British Polythene Industries PLC | | 4,400 | | 19,461 |
Britvic PLC | | 16,396 | | 106,524 |
BSS Group PLC | | 13,812 | | 55,810 |
BTG PLC | | 28,558 | | 78,222 |
Care UK PLC | | 6,460 | | 41,151 |
Carillion PLC | | 51,830 | | 223,967 |
Carpetright PLC | | 6,037 | | 85,715 |
Carphone Warehouse Group PLC | | 8,597 | | 24,302 |
Castings PLC | | 6,764 | | 19,085 |
Centaur Media PLC | | 19,732 | | 14,742 |
Charles Stanley Group PLC | | 5,789 | | 20,683 |
Charles Taylor Consulting PLC | | 5,241 | | 17,675 |
Charter International PLC | | 16,185 | | 164,343 |
Chaucer Holdings PLC | | 16,633 | | 11,542 |
Chemring Group PLC (I) | | 3,525 | | 178,436 |
Chesnara PLC | | 17,735 | | 57,125 |
Chime Communications PLC | | 5,000 | | 14,522 |
Chloride Group PLC | | 28,592 | | 80,552 |
Chrysalis Group PLC (I) | | 7,473 | | 11,642 |
Clarkson PLC | | 293 | | 3,536 |
Clinton Cards PLC (I) | | 33,476 | | 19,396 |
Close Brothers Group PLC | | 15,534 | | 159,808 |
Collins Stewart PLC | | 27,764 | | 30,694 |
Colt Telecom Group SA (I) | | 31,689 | | 64,516 |
Communisis PLC (I) | | 19,820 | | 4,383 |
Computacenter PLC | | 11,130 | | 48,869 |
Connaught PLC | | 12,117 | | 55,628 |
Cookson Group PLC (I) | | 25,913 | | 181,826 |
Corin Group PLC | | 4,201 | | 3,619 |
Costain Group PLC (I) | | 47,619 | | 17,426 |
Cranswick PLC (I) | | 5,196 | | 63,384 |
Creston PLC | | 10,587 | | 13,722 |
Croda International PLC (I) | | 13,962 | | 191,656 |
CSR PLC (I) | | 17,921 | | 129,789 |
D.S. Smith PLC | | 37,951 | | 67,274 |
Daily Mail & General Trust | | 28,742 | | 194,834 |
Dairy Crest Group PLC | | 14,905 | | 81,963 |
Dana Petroleum PLC (I) | | 9,638 | | 161,071 |
Davis Service Group PLC | | 19,057 | | 118,032 |
De La Rue PLC | | 10,370 | | 147,952 |
Debenhams PLC (I) | | 154,042 | | 147,093 |
Dechra Pharmaceuticals PLC | | 6,959 | | 48,289 |
Delta PLC | | 15,616 | | 37,582 |
Development Securities PLC | | 13,707 | | 59,919 |
Devro PLC | | 15,211 | | 39,899 |
Dicom Group PLC (I) | | 6,393 | | 20,664 |
Dignity PLC | | 6,116 | | 62,909 |
Dimension Data Holdings PLC | | 190,485 | | 256,397 |
Diploma PLC | | 10,843 | | 29,266 |
Domino Printing Sciences PLC | | 9,846 | | 51,124 |
DSG International PLC | | 283,994 | | 132,927 |
DTZ Holdings PLC | | 19,551 | | 23,923 |
Dunelm Group PLC | | 6,499 | | 38,125 |
easyJet PLC (I) | | 28,766 | | 181,701 |
Electrocomponents PLC | | 43,870 | | 124,065 |
Elementis PLC (I) | | 49,703 | | 43,963 |
Enterprise Inns PLC | | 7,063 | | 10,934 |
Euromoney Institutional Investor PLC | | 4,164 | | 29,863 |
Evolution Group PLC | | 21,877 | | 36,831 |
F&C Asset Management PLC | | 29,733 | | 25,143 |
Fenner PLC | | 17,524 | | 49,902 |
Filtrona PLC | | 20,887 | | 59,577 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
United Kingdom (continued) | | | | |
Findel PLC | | 10,678 | $ | 4,518 |
FirstGroup PLC | | 5,932 | | 32,162 |
Forth Ports PLC | | 4,084 | | 66,459 |
Fortune Oil PLC | | 205,675 | | 20,958 |
French Connection Group PLC (I) | | 23,030 | | 12,674 |
Fuller Smith & Turner PLC | | 8,112 | | 66,713 |
Future PLC (I) | | 44,714 | | 12,785 |
Galiform PLC (I) | | 112,844 | | 140,215 |
Galliford Try PLC | | 5,619 | | 27,846 |
Game Group PLC | | 36,488 | | 45,634 |
Gem Diamonds, Ltd. | | 11,000 | | 38,980 |
Genus PLC (I) | | 6,656 | | 70,498 |
GKN PLC | | 104,473 | | 179,463 |
Go-Ahead Group PLC | | 3,980 | | 82,433 |
Greene King PLC | | 20,878 | | 137,416 |
Greggs PLC | | 8,569 | | 54,234 |
Halfords Group PLC | | 20,002 | | 138,571 |
Halma PLC (I) | | 40,384 | | 153,494 |
Hampson Industries PLC | | 36,786 | | 35,636 |
Hardy Oil & Gas PLC (I) | | 7,986 | | 28,929 |
Hargreaves Lansdown PLC | | 22,375 | | 109,914 |
Hays PLC | | 104,128 | | 165,703 |
Headlam Group PLC | | 14,115 | | 57,793 |
Helical Bar PLC | | 8,701 | | 41,457 |
Helphire PLC | | 51,338 | | 45,014 |
Henderson Group PLC | | 78,132 | | 149,582 |
Henry Boot PLC | | 14,125 | | 20,674 |
Heritage Oil, Ltd. (I) | | 19,736 | | 140,830 |
Hikma Pharmaceuticals PLC | | 14,054 | | 117,865 |
Hill & Smith Holdings PLC | | 14,323 | | 70,045 |
HMV Group PLC | | 39,707 | | 41,783 |
Hogg Robinson Group PLC | | 39,788 | | 20,327 |
Holidaybreak PLC | | 3,875 | | 14,892 |
Homeserve PLC | | 5,291 | | 137,202 |
Hunting PLC | | 10,945 | | 98,073 |
Huntsworth PLC | | 22,389 | | 23,217 |
Hyder Consulting PLC | | 475 | | 1,585 |
IG Group Holdings PLC | | 33,994 | | 200,623 |
Imagination Technologies Group PLC | | 42,827 | | 156,440 |
IMI PLC | | 35,743 | | 308,043 |
Inchcape PLC (I) | | 79,498 | | 30,866 |
Informa PLC | | 9,337 | | 47,786 |
Intec Telecom Systems PLC | | 40,144 | | 59,988 |
Intermediate Capital Group PLC | | 28,818 | | 106,542 |
International Personal Finance PLC | | 25,827 | | 78,702 |
Interserve PLC | | 14,294 | | 43,609 |
ITE Group PLC | | 42,551 | | 87,774 |
J.D. Wetherspoon PLC | | 11,284 | | 77,343 |
James Fisher & Sons PLC | | 4,903 | | 32,901 |
Jardine Lloyd Thompson Group PLC | | 15,119 | | 114,010 |
JKX Oil & Gas PLC | | 9,108 | | 34,916 |
John Menzies PLC (I) | | 7,960 | | 38,092 |
John Wood Group PLC | | 41,896 | | 229,765 |
Johnston Press PLC | | 131,792 | | 49,758 |
Keller Group PLC | | 6,780 | | 68,431 |
Kesa Electricals PLC | | 50,341 | | 87,930 |
Kier Group PLC | | 3,821 | | 58,395 |
Kingston Communications PLC | | 123,424 | | 89,869 |
Ladbrokes PLC | | 108,776 | | 241,962 |
Laird Group PLC | | 25,818 | | 50,296 |
Laura Ashley Holdings PLC | | 68,094 | | 12,981 |
Lavendon Group PLC | | 13,340 | | 12,154 |
Liontrust Asset Management PLC (I) | | 5,127 | | 8,485 |
Logica PLC | | 63,575 | | 115,788 |
Lookers PLC (I) | | 35,795 | | 28,662 |
| | |
The accompanying notes are an integral part of the financial statements. | 135 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
United Kingdom (continued) | | | | |
LSL Property Services PLC (I) | | 7,930 | $ | 32,533 |
Luminar Group Holdings PLC (I) | | 13,431 | | 5,733 |
Management Consulting Group PLC | | 73,960 | | 22,552 |
Manganese Bronze Holdings PLC (I) | | 3,263 | | 4,130 |
Marshalls PLC | | 29,028 | | 36,753 |
Marston’s PLC | | 30,387 | | 41,902 |
McBride PLC (I) | | 17,330 | | 63,440 |
Meggitt PLC (I) | | 91,919 | | 388,932 |
Melrose PLC | | 54,023 | | 143,407 |
Melrose Resources PLC | | 4,954 | | 23,646 |
Michael Page International PLC | | 33,159 | | 187,683 |
Micro Focus International PLC | | 19,599 | | 141,102 |
Millennium & Copthorne Hotels PLC | | 17,014 | | 108,644 |
Misys PLC | | 48,309 | | 167,864 |
Mitchells & Butlers PLC | | 2,205 | | 9,538 |
Mitie Group PLC (I) | | 31,719 | | 109,444 |
Mondi PLC | | 39,532 | | 229,504 |
Moneysupermarket.com Group PLC | | 5,435 | | 6,134 |
Morgan Crucible Co. PLC | | 27,442 | | 72,223 |
Morgan Sindall PLC | | 5,441 | | 46,053 |
Morse PLC (I) | | 17,420 | | 10,691 |
Mothercare PLC (I) | | 7,645 | | 75,669 |
Mouchel Parkman PLC | | 10,894 | | 35,033 |
MWB Group Holdings PLC (I) | | 15,166 | | 9,370 |
N. Brown Group PLC | | 18,394 | | 60,489 |
National Express Group PLC (I) | | 48,489 | | 150,078 |
Northern Foods PLC (I) | | 45,437 | | 39,842 |
Northgate PLC | | 492 | | 1,434 |
Northumbrian Water Group PLC | | 43,320 | | 182,139 |
Novae Group PLC | | 7,830 | | 34,740 |
Oxford Biomedica PLC (I) | | 90,000 | | 15,097 |
Oxford Instruments PLC | | 5,102 | | 18,056 |
Pace Micro Technology PLC (I) | | 21,795 | | 58,177 |
Paypoint PLC | | 5,847 | | 33,877 |
Pendragon PLC (I) | | 119,021 | | 43,557 |
Pennon Group PLC | | 13,128 | | 105,005 |
Persimmon PLC | | 25,959 | | 154,488 |
Petropavlovsk PLC | | 740 | | 10,658 |
Phoenix IT Group, Ltd. | | 9,852 | | 43,415 |
Photo-Me International PLC | | 22,753 | | 11,103 |
Premier Farnell PLC | | 36,962 | | 103,350 |
Premier Foods PLC (I) | | 238,839 | | 126,371 |
Premier Oil PLC (I) | | 9,685 | | 162,181 |
Prostrakan Group PLC (I) | | 2,053 | | 3,193 |
Provident Financial PLC | | 12,886 | | 185,842 |
Psion PLC | | 11,459 | | 15,731 |
Punch Taverns PLC (I) | | 25,348 | | 29,711 |
PV Crystalox Solar PLC | | 29,561 | | 22,049 |
PZ Cussons PLC | | 20,894 | | 91,657 |
Qinetiq PLC | | 64,033 | | 123,127 |
Quintain Estates & Development PLC | | 161,428 | | 150,211 |
Rank Group PLC (I) | | 26,068 | | 40,757 |
Rathbone Brothers PLC | | 4,369 | | 54,550 |
REA Holdings PLC | | 2,127 | | 17,044 |
Redrow PLC | | 15,513 | | 31,709 |
Renishaw PLC | | 3,900 | | 35,621 |
Rensburg Sheppards PLC | | 4,261 | | 38,278 |
Restaurant Group PLC | | 19,119 | | 60,168 |
Ricardo PlC (I) | | 9,643 | | 40,147 |
Rightmove PLC | | 14,759 | | 142,931 |
RM PLC | | 13,737 | | 36,466 |
Robert Walters PLC | | 8,828 | | 27,187 |
Robert Wiseman Dairies PLC | | 4,588 | | 35,886 |
ROK PLC | | 31,236 | | 20,345 |
Rotork PLC | | 8,459 | | 167,452 |
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
United Kingdom (continued) | | | | |
Royalblue Group PLC | | 5,020 | $ | 106,445 |
RPC Group PLC | | 10,280 | | 36,364 |
RPS Group PLC (I) | | 23,867 | | 65,522 |
Salamander Energy PLC (I) | | 12,056 | | 45,985 |
Savills PLC | | 12,782 | | 60,735 |
Scott Wilson Group PLC | | 138 | | 197 |
SDL PLC | | 7,187 | | 49,764 |
Senior PLC | | 55,744 | | 66,722 |
Severfield Rowen PLC | | 8,148 | | 25,909 |
Shanks Group PLC | | 16,481 | | 29,350 |
Shore Capital Group PLC | | 82,607 | | 42,197 |
SIG PLC | | 66,079 | | 115,520 |
Smiths News PLC | | 49,558 | | 88,047 |
Soco International PLC | | 6,432 | | 150,509 |
Southern Cross Healthcare, Ltd. (I) | | 18,768 | | 43,220 |
Spectris PLC | | 11,747 | | 141,131 |
Spirax-Sarco Engineering PLC | | 7,883 | | 152,702 |
Spirent Communications PLC | | 34,260 | | 54,391 |
Spirent Communications PLC, ADR | | 1,208 | | 7,490 |
Sports Direct International PLC | | 28,725 | | 44,953 |
SSL International PLC | | 22,943 | | 258,513 |
St James’s Place PLC | | 19,486 | | 76,196 |
St. Ives Group PLC (I) | | 12,932 | | 9,520 |
St. Modwen Properties PLC | | 12,563 | | 37,136 |
Stagecoach Group PLC | | 61,110 | | 162,995 |
Sthree PLC | | 11,092 | | 48,323 |
Tate & Lyle PLC | | 1,062 | | 6,819 |
Ted Baker PLC | | 5,384 | | 38,318 |
Telecom Plus PLC (I) | | 5,142 | | 23,599 |
The Weir Group PLC | | 22,143 | | 263,669 |
Thorntons PLC | | 10,805 | | 20,594 |
Tomkins PLC | | 23,630 | | 276,471 |
Topps Tiles PLC (I) | | 25,009 | | 30,415 |
Town Centre Securities PLC (I) | | 4,430 | | 10,847 |
Travis Perkins PLC (I) | | 18,819 | | 192,036 |
Tribal Group PLC | | 1,323 | | 1,916 |
Trinity Mirror PLC | | 37,867 | | 76,294 |
TT electronics PLC (I) | | 26,687 | | 35,611 |
Tullett Prebon PLC | | 25,044 | | 109,305 |
UK Coal PLC | | 20,780 | | 15,446 |
UK Mail Group PLC | | 6,109 | | 27,790 |
Ultra Electronics Holdings PLC (I) | | 6,954 | | 140,636 |
Umeco PLC | | 6,440 | | 31,228 |
United Business Media, Ltd. | | 25,338 | | 168,993 |
UTV Media PLC | | 12,462 | | 19,193 |
Vectura Group PLC (I) | | 35,006 | | 34,159 |
Victrex PLC | | 7,743 | | 102,710 |
Vislink PLC | | 22,958 | | 8,400 |
Vitec Group PLC | | 3,750 | | 22,655 |
VP PLC | | 664 | | 1,715 |
VT Group PLC | | 18,117 | | 184,440 |
W.S. Atkins PLC | | 10,171 | | 89,430 |
Wellstream Holdings PLC | | 8,321 | | 63,440 |
WH Smith PLC | | 15,331 | | 107,303 |
William Hill PLC | | 71,483 | | 212,652 |
Wilmington Group PLC | | 8,311 | | 16,914 |
Wincanton PLC | | 11,768 | | 34,468 |
Wolfson Microelectronics PLC (I) | | 11,249 | | 24,570 |
WSP Group PLC (I) | | 7,138 | | 28,944 |
Xaar PLC (I) | | 17,577 | | 22,375 |
Xchanging PLC | | 23,627 | | 66,301 |
Yell Group PLC (I) | | 188,882 | | 114,009 |
Yule Catto & Company PLC (I) | | 29,330 | | 75,596 |
| | | |
|
| | | | 21,089,792 |
| | |
The accompanying notes are an integral part of the financial statements. | 136 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Small Company Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
United States - 0.32% | | | | |
Coeur d’Alene Mines Corp. (L) | | 3,660 | $ | 52,709 |
Golden Star Resources, Ltd. (I) | | 32,118 | | 100,121 |
Jaguar Mining Incjaguar Mining Inc | | 2,130 | | 20,122 |
pSivida Corp. | | 2,379 | | 7,934 |
Royal Gold, Inc. | | 747 | | 33,545 |
Storm Cat Energy Corp. (I) | | 2,400 | | 6 |
SXC Health Solutions Corp. (I) | | 3,700 | | 185,527 |
| | | |
|
| | | | 399,964 |
|
TOTAL COMMON STOCKS (Cost $151,092,695) | | $ | 124,627,053 |
|
|
PREFERRED STOCKS - 0.03% | | | | |
Australia - 0.03% | | | | |
Village Roadshow, Ltd., 5.50% | | 20,000 | | 39,422 |
|
TOTAL PREFERRED STOCKS (Cost $48,374) | | $ | 39,422 |
|
|
WARRANTS - 0.00% | | | | |
Australia - 0.00% | | | | |
UXC, Ltd. (Expiration Date: 03/31/2010, | | | | |
Strike Price: AUD 0.45) (I) | | 5,594 | | 460 |
Hong Kong - 0.00% | | | | |
Goldin Properties Holdings, Ltd. (Expiration | | | |
Date: 08/22/2010, Strike Price: | | | | |
HKD 6.00) (I) | | 9,300 | | 8 |
|
TOTAL WARRANTS (Cost $518) | | | $ | 468 |
|
|
RIGHTS - 0.00% | | | | |
Australia - 0.00% | | | | |
Flexigroup, Ltd. (Expiration | | | | |
Date: 03/23/2010) (I) | | 5,583 | | 751 |
Greece - 0.00% | | | | |
Emporiki Bank SA (Expiration | | | | |
Date: 03/18/2010) (I) | | 8,531 | | 0 |
Marfin Investment Group SA (Expiration | | | | |
Date: 03/04/2010) (I) | | 46,194 | | 629 |
| | | |
|
| | | | 629 |
Norway - 0.00% | | | | |
Norse Energy Corp. ASA (Expiration | | | | |
Date: 12/31/2010) (I) | | 2,880 | | 151 |
Spain - 0.00% | | | | |
General De Alquiler De Maquinaria SA | | | | |
(Expriation Date: 03/09/2010, Strike | | | | |
Price: EUR 2.65) (I) | | 4,331 | | 1,073 |
|
TOTAL RIGHTS (Cost $-) | | | $ | 2,604 |
|
|
SHORT-TERM INVESTMENTS - 4.34% | | | |
Short-Term Securities* - 0.73% | | | | |
State Street Institutional Liquid Reserves | | | | |
Fund, 0.1176% | $ | 918,970 | | 918,970 |
Securities Lending Collateral - 3.61% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1869% (W)(Y) | | 451,694 | | 4,521,502 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $5,438,492) | | $ | 5,440,472 |
|
Total Investments (International Small Company Fund) | | | |
(Cost $156,580,079) - 103.74% | | | $ | 130,110,019 |
Other assets and liabilities, net - (3.74%) | | | (4,690,759) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 125,419,260 |
| | |
|
For sector weighting information see pages 3-8. | | | |
| | | | |
International Value Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 91.74% | | | | |
Australia - 0.77% | | | | |
Brambles, Ltd. | | 1,487,304 | $ | 9,238,734 |
Austria - 0.96% | | | | |
Telekom Austria AG | | 873,300 | | 11,453,718 |
Bermuda - 0.64% | | | | |
PartnerRe, Ltd. (L) | | 95,760 | | 7,623,454 |
Brazil - 0.62% | | | | |
Empresa Brasileira de Aeronautica | | | | |
SA, ADR (L) | | 339,020 | | 7,444,879 |
Canada - 1.61% | | | | |
Biovail Corp. | | 606,300 | | 8,971,765 |
Talisman Energy, Inc. | | 563,640 | | 10,301,081 |
| | | |
|
| | | | 19,272,846 |
China - 1.25% | | | | |
China Telecom Corp., Ltd. | | 18,363,589 | | 8,052,827 |
Shanghai Electric Group Company, Ltd. | | 15,149,555 | | 6,833,559 |
| | | |
|
| | | | 14,886,386 |
France - 11.08% | | | | |
AXA SA (L) | | 986,837 | | 19,911,681 |
Cap Gemini SA | | 200,190 | | 9,218,069 |
Compagnie Generale des Etablissements | | | | |
Michelin, Class B | | 62,070 | | 4,332,016 |
France Telecom SA | | 1,397,501 | | 32,786,463 |
GDF Suez (L) | | 210,400 | | 7,728,947 |
Sanofi-Aventis SA | | 339,576 | | 24,844,346 |
Total SA | | 358,192 | | 19,995,860 |
Vivendi SA | | 539,650 | | 13,599,017 |
| | | |
|
| | | | 132,416,399 |
Germany - 8.72% | | | | |
Bayerische Motoren Werke (BMW) AG | | 305,944 | | 12,402,412 |
Celesio AG | | 162,540 | | 4,732,394 |
Deutsche Post AG | | 416,701 | | 6,773,958 |
E.ON AG | | 305,490 | | 10,877,751 |
Merck KGAA | | 160,580 | | 12,634,726 |
Muenchener Rueckversicherungs - | | | | |
Gesellschaft AG | | 133,066 | | 20,589,225 |
SAP AG | | 394,750 | | 17,603,961 |
Siemens AG | | 199,739 | | 17,127,435 |
Symrise AG | | 66,700 | | 1,421,859 |
| | | |
|
| | | | 104,163,721 |
Hong Kong - 1.36% | | | | |
China Mobile, Ltd. | | 308,000 | | 3,040,570 |
Hutchison Whampoa, Ltd. | | 1,836,620 | | 13,160,168 |
| | | |
|
| | | | 16,200,738 |
Israel - 0.49% | | | | |
Check Point Software Technologies, Ltd. (I) | | 179,860 | | 5,863,436 |
Italy - 1.67% | | | | |
Autogrill SpA (I) | | 1,054,007 | | 13,087,901 |
UniCredit Italiano SpA (I) | | 2,709,809 | | 6,870,699 |
| | | |
|
| | | | 19,958,600 |
Japan - 7.06% | | | | |
Mitsubishi UFJ Financial Group | | 1,611,700 | | 8,214,282 |
Nintendo Company, Ltd. | | 74,794 | | 20,364,460 |
Sompo Japan Insurance, Inc. | | 663,000 | | 4,593,730 |
Sony Corp. | | 429,514 | | 14,669,736 |
Takeda Pharmaceutical Company, Ltd. | | 160,800 | | 7,283,088 |
Toyota Motor Corp. | | 312,200 | | 11,683,608 |
USS Company, Ltd. | | 271,530 | | 17,616,440 |
| | | |
|
| | | | 84,425,344 |
| | |
The accompanying notes are an integral part of the financial statements. | 137 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
International Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Netherlands - 7.06% | | | | |
ING Groep NV (I) | | 3,267,498 | $ | 29,320,095 |
Philips Electronics NV | | 537,666 | | 15,726,404 |
Randstad Holdings NV (I)(L) | | 210,440 | | 8,814,339 |
Reed Elsevier NV | | 997,669 | | 11,427,528 |
Royal Dutch Shell PLC, B Shares | | 731,283 | | 19,147,696 |
| | | |
|
| | | | 84,436,062 |
Norway - 4.80% | | | | |
Aker Solutions ASA | | 979,950 | | 12,974,886 |
Statoil ASA | | 1,028,570 | | 23,092,938 |
Telenor ASA (I) | | 1,681,911 | | 21,270,076 |
| | | |
|
| | | | 57,337,900 |
Russia - 0.57% | | | | |
Gazprom OAO, SADR | | 308,000 | | 6,849,920 |
Singapore - 3.05% | | | | |
Flextronics International, Ltd. (I) | | 2,521,640 | | 17,550,614 |
Singapore Telecommunications, Ltd. | | 8,715,000 | | 18,913,081 |
| | | |
|
| | | | 36,463,695 |
South Korea - 3.68% | | | | |
KB Financial Group, Inc., ADR (I)(L) | | 314,328 | | 13,160,913 |
Samsung Electronics Co., Ltd., GDR (S) | | 96,164 | | 30,841,458 |
| | | |
|
| | | | 44,002,371 |
Spain - 2.90% | | | | |
Iberdrola SA | | 1,422,913 | | 11,457,526 |
Telefonica SA | | 989,769 | | 23,247,506 |
| | | |
|
| | | | 34,705,032 |
Sweden - 1.88% | | | | |
Ericsson (LM), Series B | | 1,652,914 | | 16,534,463 |
Niscayah Group AB (L) | | 2,955,338 | | 5,929,485 |
| | | |
|
| | | | 22,463,948 |
Switzerland - 7.51% | | | | |
Adecco SA | | 356,560 | | 17,728,637 |
Lonza Group AG | | 45,350 | | 3,572,578 |
Nestle SA | | 473,010 | | 23,533,363 |
Novartis AG | | 282,470 | | 15,668,524 |
Roche Holdings AG | | 55,770 | | 9,316,155 |
Swiss Re | | 286,003 | | 12,883,829 |
UBS AG (I) | | 511,498 | | 7,050,392 |
| | | |
|
| | | | 89,753,478 |
Taiwan - 4.07% | | | | |
Compal Electronics, Inc., GDR (S) | | 2,085,024 | | 14,952,333 |
Lite-On Technology Corp. | | 6,392,264 | | 8,225,571 |
Lite-On Technology Corp., GDR | | 444,199 | | 5,719,995 |
Mega Financial Holding Company, Ltd. | | 1,274,772 | | 704,961 |
Taiwan Semiconductor | | | | |
Manufacturing Company, Ltd. | | 10,392,576 | | 19,056,525 |
| | | |
|
| | | | 48,659,385 |
United Kingdom - 18.36% | | | | |
Aviva PLC | | 2,301,950 | | 13,729,741 |
BAE Systems PLC | | 1,916,030 | | 10,938,638 |
BP PLC | | 2,546,112 | | 22,475,418 |
British Sky Broadcasting Group PLC | | 1,840,516 | | 15,273,184 |
G4S PLC | | 3,063,280 | | 12,649,057 |
GlaxoSmithKline PLC | | 992,205 | | 18,395,311 |
Hays PLC | | 5,113,400 | | 8,137,150 |
HSBC Holdings PLC | | 522,050 | | 5,734,403 |
Kingfisher PLC | | 5,527,810 | | 18,127,612 |
Marks & Spencer Group PLC | | 1,044,400 | | 5,258,578 |
Old Mutual PLC (I) | | 3,772,432 | | 6,533,184 |
Pearson PLC | | 985,766 | | 13,763,157 |
| | | | |
International Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
United Kingdom (continued) | | | | |
Premier Foods PLC (I) | | 8,745,586 | $ | 4,627,350 |
Rentokil Initial PLC (I) | | 4,506,737 | | 8,862,231 |
Rexam PLC | | 1,273,450 | | 5,421,710 |
Sage Group PLC | | 1,916,960 | | 6,923,509 |
Tesco PLC | | 921,040 | | 5,895,579 |
Vodafone Group PLC | | 17,011,166 | | 36,698,367 |
| | | |
|
| | | | 219,444,179 |
United States - 1.63% | | | | |
ACE, Ltd. | | 390,256 | | 19,508,897 |
|
TOTAL COMMON STOCKS (Cost $1,196,642,158) | | $ | 1,096,573,122 |
|
|
SHORT-TERM INVESTMENTS - 12.93% | | | |
Short-Term Securities* - 8.10% | | | | |
Bank of Montreal, Time Deposit, 0.080% | $ | 16,860,000 | | 16,860,000 |
Paribas Corp., Time Deposit, 0.120% | | 40,000,000 | | 40,000,000 |
Royal Bank of Canada, Time Deposit, 0.100% | 40,000,000 | | 40,000,000 |
| | | |
|
| | | | 96,860,000 |
Securities Lending Collateral - 4.83% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 5,772,311 | | 57,781,407 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $154,636,360) | $ | 154,641,407 |
|
Total Investments (International Value Fund) | | | |
(Cost $1,351,278,518) - 104.67% | | | $ | 1,251,214,529 |
Other assets and liabilities, net - (4.67%) | | | (55,877,295) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 1,195,337,234 |
| |
|
|
For sector weighting information see pages 3-8. | | | |
| | | | |
Investment Quality Bond Fund | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 32.53% | | | | |
U.S. Treasury Bonds - 26.95% | | | | |
4.375%, 11/15/2039 | $ | 1,000,000 | $ | 974,688 |
4.500%, 08/15/2039 | | 1,000,000 | | 995,469 |
4.625%, 02/15/2040 | | 2,250,000 | | 2,285,156 |
5.375%, 02/15/2031 | | 1,000,000 | | 1,131,094 |
5.500%, 08/15/2028 | | 1,000,000 | | 1,142,656 |
6.250%, 08/15/2023 | | 2,500,000 | | 3,053,125 |
7.250%, 08/15/2022 | | 1,900,000 | | 2,510,968 |
7.500%, 11/15/2016 | | 5,450,000 | | 6,968,762 |
7.875%, 02/15/2021 | | 9,250,000 | | 12,659,455 |
8.125%, 08/15/2019 to 08/15/2021 (F) | | 6,200,000 | | 8,577,804 |
8.750%, 05/15/2017 to 08/15/2020 | | 9,785,000 | | 13,905,673 |
| | | |
|
| | | | 54,204,850 |
U.S. Treasury Note - 1.05% | | | | |
3.125%, 08/31/2013 | | 2,000,000 | | 2,105,624 |
Federal Home Loan Mortgage Corp. - 1.34% | | | |
4.000%, 11/15/2019 | | 135,265 | | 138,928 |
5.000%, 03/01/2019 to 12/01/2034 | | 2,419,721 | | 2,538,064 |
6.500%, 04/01/2029 to 08/01/2034 | | 19,968 | | 21,919 |
7.500%, 06/01/2010 to 05/01/2028 | | 4,564 | | 5,010 |
| | | |
|
| | | | 2,703,921 |
Federal National Mortgage Association - 3.04% | | | |
4.664%, 05/01/2013 | | 168,187 | | 178,384 |
4.860%, 01/01/2015 | | 2,792,758 | | 2,981,479 |
| | |
The accompanying notes are an integral part of the financial statements. | 138 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
Federal National Mortgage Association (continued) | | |
4.918%, 02/01/2013 | $ | 253,804 | $ | 268,124 |
5.000%, 03/01/2019 to 06/01/2019 | | 965,712 | | 1,029,827 |
5.500%, 08/01/2035 to 11/01/2035 | | 934,563 | | 988,008 |
5.629%, 12/01/2011 | | 200,604 | | 208,833 |
5.936%, 11/01/2011 | | 107,116 | | 111,218 |
6.047%, 05/01/2012 | | 123,693 | | 133,490 |
6.078%, 03/01/2012 | | 77,337 | | 81,372 |
6.085%, 10/01/2011 | | 131,901 | | 137,020 |
6.500%, 09/01/2031 | | 73 | | 80 |
7.000%, 06/01/2029 | | 232 | | 249 |
| | | |
|
| | | | 6,118,084 |
Government National Mortgage Association - 0.11% | | |
6.000%, 12/15/2013 to 04/15/2035 | | 42,221 | | 45,859 |
6.500%, 06/15/2028 to 08/15/2034 | | 38,772 | | 42,433 |
7.000%, 11/15/2031 to 11/15/2033 | | 111,619 | | 122,970 |
8.000%, 07/15/2030 | | 1,976 | | 2,195 |
| | | |
|
| | | | 213,457 |
U.S. Department of Housing & Urban Development - 0.04% | | |
7.498%, 08/01/2011 | | 77,000 | | 77,415 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (Cost $61,781,043) | | | $ | 65,423,351 |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 1.49% | | | | |
Brazil - 1.08% | | | | |
Federative Republic of Brazil | | | | |
5.875%, 01/15/2019 | | 775,000 | | 835,063 |
7.125%, 01/20/2037 | | 90,000 | | 101,700 |
10.000%, 01/01/2017 | BRL | 2,500,000 | | 1,237,444 |
| | | |
|
| | | | 2,174,207 |
Hungary - 0.16% | | | | |
Republic of Hungary | | | | |
6.250%, 01/29/2020 | $ | 305,000 | | 311,914 |
Lithuania - 0.06% | | | | |
Republic of Lithuania | | | | |
7.375%, 02/11/2020 (S) | | 115,000 | | 119,604 |
Qatar - 0.19% | | | | |
Government of Qatar | | | | |
4.000%, 01/20/2015 (S) | | 380,000 | | 383,800 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $2,616,223) | | | $ | 2,989,525 |
|
|
CORPORATE BONDS - 49.40% | | | | |
Advertising - 0.01% | | | | |
Catalina Marketing Corp. | | | | |
10.500%, 10/01/2015 (S) | | 10,000 | | 10,450 |
Aerospace/Defense - 0.06% | | | | |
Goodrich Corp. | | | | |
7.100%, 11/15/2027 | | 115,000 | | 120,199 |
Agriculture - 0.34% | | | | |
Cargill, Inc. | | | | |
5.600%, 09/15/2012 (S) | | 635,000 | | 691,372 |
Airlines - 0.31% | | | | |
American Airlines Pass Through | | | | |
Trust 2003-01 | | | | |
3.857%, 07/09/2010 | | 15,425 | | 15,155 |
Continental Airlines, Inc. | | | | |
5.983%, 04/19/2022 | | 30,000 | | 28,875 |
6.900%, 01/02/2018 | | 101,308 | | 100,422 |
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Airlines (continued) | | | | |
Continental Airlines, Inc. (continued) | | | | |
9.798%, 04/01/2021 | $ | 8,329 | $ | 7,454 |
Continental Airlines, Inc., Series 981A | | | | |
6.648%, 09/15/2017 | | 197,316 | | 191,397 |
Southwest Airlines Company, Series 07-1 | | | | |
6.150%, 08/01/2022 | | 280,464 | | 283,269 |
| | | |
|
| | | | 626,572 |
Auto Manufacturers - 0.41% | | | | |
DaimlerChrysler NA Holding Corp. | | | | |
7.300%, 01/15/2012 | | 540,000 | | 589,529 |
8.500%, 01/18/2031 | | 175,000 | | 218,162 |
Ford Motor Company | | | | |
7.450%, 07/16/2031 | | 20,000 | | 17,575 |
| | | |
|
| | | | 825,266 |
Auto Parts & Equipment - 0.01% | | | | |
Affinia Group, Inc. | | | | |
9.000%, 11/30/2014 | | 5,000 | | 4,881 |
ArvinMeritor, Inc. | | | | |
8.125%, 09/15/2015 | | 10,000 | | 9,100 |
10.625%, 03/15/2018 | | 5,000 | | 4,901 |
Tenneco, Inc. | | | | |
8.625%, 11/15/2014 | | 5,000 | | 4,913 |
| | | |
|
| | | | 23,795 |
Banks - 3.48% | | | | |
American Express Centurion Bank | | | | |
6.000%, 09/13/2017 | | 500,000 | | 529,898 |
ANZ National International, Ltd. | | | | |
2.375%, 12/21/2012 | | 260,000 | | 261,370 |
Barclays Bank PLC | | | | |
8.550%, (S)(P) | | 10,000 | | 9,750 |
First Republic Bank of San Francisco | | | | |
7.750%, 09/15/2012 | | 111,000 | | 118,456 |
First Union National Bank | | | | |
7.800%, 08/18/2010 | | 350,000 | | 361,166 |
GMAC, Inc. | | | | |
8.000%, 11/01/2031 | | 23,000 | | 21,218 |
HSBC Bank USA NA | | | | |
7.000%, 01/15/2039 | | 250,000 | | 278,149 |
Lloyds TSB Bank PLC | | | | |
4.375%, 01/12/2015 | | 520,000 | | 511,313 |
National Australia Bank, Ltd. | | | | |
8.600%, 05/19/2010 | | 23,000 | | 23,402 |
NB Capital Trust IV | | | | |
8.250%, 04/15/2027 | | 15,000 | | 14,550 |
NBD Bancorp | | | | |
8.250%, 11/01/2024 | | 270,000 | | 318,641 |
Republic New York Corp. | | | | |
9.500%, 04/15/2014 | | 135,000 | | 156,759 |
Sanwa Bank, Ltd. | | | | |
7.400%, 06/15/2011 | | 300,000 | | 321,541 |
Sovereign Bancorp, Inc. | | | | |
4.800%, 09/01/2010 | | 30,000 | | 30,460 |
The Royal Bank of Scotland PLC | | | | |
4.875%, 08/25/2014 (S) | | 550,000 | | 556,207 |
US Bancorp | | | | |
7.500%, 06/01/2026 | | 750,000 | | 822,068 |
Wachovia Corp. | | | | |
5.750%, 06/15/2017 | | 385,000 | | 406,411 |
Wachovia Corp., Series MTN | | | | |
5.500%, 05/01/2013 | | 570,000 | | 615,711 |
Wells Fargo & Company | | | | |
4.950%, 10/16/2013 | | 1,020,000 | | 1,079,008 |
| | |
The accompanying notes are an integral part of the financial statements. | 139 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Banks (continued) | | | | |
Westpac Banking Corp. | | | | |
4.200%, 02/27/2015 | $ | 550,000 | $ | 567,387 |
| | | |
|
| | | | 7,003,465 |
Beverages - 0.98% | | | | |
Anheuser-Busch InBev Worldwide, Inc. | | | | |
6.875%, 11/15/2019 (S) | | 125,000 | | 143,972 |
7.750%, 01/15/2019 (S) | | 400,000 | | 481,477 |
Companhia de Bebidas das Americas | | | | |
8.750%, 09/15/2013 | | 365,000 | | 424,313 |
Constellation Brands, Inc. | | | | |
7.250%, 09/01/2016 | | 10,000 | | 10,113 |
Dr Pepper Snapple Group, Inc. | | | | |
6.820%, 05/01/2018 | | 440,000 | | 501,308 |
Molson Coors Capital Financial | | | | |
4.850%, 09/22/2010 | | 117,000 | | 119,614 |
PepsiCo, Inc. | | | | |
7.900%, 11/01/2018 | | 235,000 | | 293,896 |
| | | |
|
| | | | 1,974,693 |
Biotechnology - 0.18% | | | | |
Amgen, Inc. | | | | |
6.400%, 02/01/2039 | | 245,000 | | 271,762 |
Life Technologies Corp. | | | | |
6.000%, 03/01/2020 | | 85,000 | | 87,636 |
Talecris Biotherapeutics Holdings Corp. | | | | |
7.750%, 11/15/2016 (S) | | 5,000 | | 5,025 |
| | | |
|
| | | | 364,423 |
Building Materials - 0.00% | | | | |
Goodman Global Group, Inc. | | | | |
0.00%, 12/15/2014 | | 5,000 | | 2,900 |
Chemicals - 0.60% | | | | |
Agrium, Inc. | | | | |
7.125%, 05/23/2036 | | 225,000 | | 243,158 |
Ashland, Inc. | | | | |
9.125%, 06/01/2017 (S) | | 10,000 | | 10,950 |
Cytec Industries, Inc. | | | | |
4.600%, 07/01/2013 | | 133,000 | | 139,853 |
6.000%, 10/01/2015 | | 200,000 | | 215,406 |
Hexion U.S. Finance Corp. | | | | |
9.750%, 11/15/2014 | | 10,000 | | 9,450 |
IMC Global, Inc. | | | | |
7.300%, 01/15/2028 | | 3,000 | | 3,299 |
Momentive Performance Materials, Inc. | | | | |
9.750%, 12/01/2014 | | 10,000 | | 9,425 |
Potash Corp. of Saskatchewan, Inc. | | | | |
4.875%, 03/30/2020 | | 575,000 | | 576,432 |
| | | |
|
| | | | 1,207,973 |
Coal - 0.05% | | | | |
Peabody Energy Corp. | | | | |
7.375%, 11/01/2016 | | 100,000 | | 105,750 |
Commercial Services - 0.37% | | | | |
Aramark Services, Inc. | | | | |
8.500%, 02/01/2015 | | 10,000 | | 10,100 |
Avis Budget Car Rental LLC | | | | |
7.625%, 05/15/2014 | | 15,000 | | 13,988 |
Cenveo Corp. | | | | |
7.875%, 12/01/2013 | | 5,000 | | 4,625 |
Corrections Corp. of America | | | | |
6.750%, 01/31/2014 | | 100,000 | | 100,750 |
Deluxe Corp. | | | | |
7.375%, 06/01/2015 | | 50,000 | | 48,500 |
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Commercial Services (continued) | �� | | | |
Erac USA Finance Company | | | | |
8.000%, 01/15/2011 (S) | $ | 534,000 | $ | 563,055 |
Service Corp. International | | | | |
7.625%, 10/01/2018 | | 10,000 | | 10,050 |
| | | |
|
| | | | 751,068 |
Computers - 0.10% | | | | |
Seagate Technology International | | | | |
10.000%, 05/01/2014 | | 150,000 | | 170,438 |
Stream Global Services, Inc. | | | | |
11.250%, 10/01/2014 (S) | | 15,000 | | 15,319 |
Unisys Corp. | | | | |
12.750%, 10/15/2014 (S) | | 12,000 | | 13,860 |
14.250%, 09/15/2015 (S) | | 7,000 | | 8,260 |
| | | |
|
| | | | 207,877 |
Cosmetics & Personal Care - 0.16% | | | | |
Procter & Gamble | | | | |
9.360%, 01/01/2021 | | 256,143 | | 321,183 |
Revlon Consumer Products Corp. | | | | |
9.750%, 11/15/2015 (S) | | 5,000 | | 5,138 |
| | | |
|
| | | | 326,321 |
Diversified Financial Services - 12.44% | | | | |
AGFC Capital Trust I, (6.000% to | | | | |
01/15/2017, then 3 month | | | | |
LIBOR +175 bps) | | | | |
maturing at 01/15/2067 (S) | | 170,000 | | 79,050 |
American Express Credit Corp. | | | | |
5.125%, 08/25/2014 | | 360,000 | | 383,681 |
American General Finance Corp. | | | | |
5.375%, 10/01/2012 | | 154,000 | | 131,198 |
Bank of America Corp. | | | | |
4.375%, 12/01/2010 | | 436,000 | | 447,535 |
5.420%, 03/15/2017 | | 800,000 | | 782,140 |
5.650%, 05/01/2018 | | 125,000 | | 124,686 |
5.750%, 12/01/2017 | | 100,000 | | 101,266 |
BAT International Finance PLC | | | | |
9.500%, 11/15/2018 (S) | | 200,000 | | 259,659 |
Bear Stearns Companies, Inc. | | | | |
5.350%, 02/01/2012 | | 80,000 | | 85,552 |
6.400%, 10/02/2017 | | 105,000 | | 115,925 |
6.950%, 08/10/2012 | | 345,000 | | 384,239 |
Capital One Capital IV, (6.750% to | | | | |
02/17/2032, then 1 month | | | | |
LIBOR +217 bps) | | | | |
maturing at 02/17/2037 | | 125,000 | | 103,750 |
Capital One Financial Corp. | | | | |
7.375%, 05/23/2014 | | 60,000 | | 68,781 |
Charles Schwab Corp. | | | | |
4.950%, 06/01/2014 | | 230,000 | | 247,091 |
CIT Group Funding Company of | | | | |
Delaware LLC | | | | |
10.250%, 05/01/2013 to 05/01/2017 | | 10,020 | | 10,265 |
CIT Group, Inc. | | | | |
7.000%, 05/23/2014 | | 117,641 | | 105,547 |
Citigroup Capital XXI, (8.300% to | | | | |
12/21/2037, then 3 month | | | | |
LIBOR +417 bps) | | | | |
maturing at 12/21/2057 | | 30,000 | | 27,825 |
Citigroup, Inc. | | | | |
4.875%, 05/23/2014 | | 286,000 | | 278,841 |
5.500%, 05/23/2014 | | 900,000 | | 951,907 |
6.500%, 05/23/2014 | | 420,000 | | 451,770 |
6.875%, 03/05/2038 | | 275,000 | | 271,467 |
| | |
The accompanying notes are an integral part of the financial statements. | 140 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | |
CNG Holdings, Inc. | | | | |
12.250%, 02/15/2015 | $ | 10,000 | $ | 9,613 |
Countrywide Financial Corp. | | | | |
4.500%, 06/15/2010 | | 70,000 | | 70,786 |
Credit Acceptance Corp. | | | | |
9.125%, 02/01/2017 | | 5,000 | | 4,975 |
Discover Financial Services | | | | |
6.450%, 06/12/2017 | | 300,000 | | 290,174 |
Equitable Companies, Inc. | | | | |
7.000%, 04/01/2028 | | 235,000 | | 246,482 |
Farmers Exchange Capital | | | | |
7.050%, 07/15/2028 (S) | | 350,000 | | 311,372 |
Ford Motor Credit Company LLC | | | | |
7.000%, 10/01/2013 | | 21,000 | | 20,682 |
GATX Financial Corp. | | | | |
5.500%, 02/15/2012 | | 200,000 | | 209,954 |
General Electric Capital Corp. | | | | |
2.000%, 09/28/2012 | | 1,765,000 | | 1,790,840 |
2.800%, 01/08/2013 | | 1,700,000 | | 1,714,715 |
4.800%, 05/01/2013 | | 475,000 | | 502,249 |
6.750%, 03/15/2032 | | 934,000 | | 961,116 |
General Electric Capital Corp., Series A | | | | |
6.125%, 02/22/2011 | | 67,000 | | 70,491 |
HBOS PLC | | | | |
6.000%, 11/01/2033 (S) | | 210,000 | | 162,403 |
HSBC Holdings PLC | | | | |
0.454%, 10/06/2016 (P) | | 600,000 | | 576,529 |
6.800%, 10/06/2016 | | 850,000 | | 906,822 |
Iberdrola Finance Ireland, Ltd. | | | | |
5.000%, 09/11/2019 (S) | | 425,000 | | 421,409 |
International Lease Finance Corp. | | | | |
5.625%, 09/15/2010 | | 170,000 | | 168,088 |
5.875%, 05/01/2013 | | 250,000 | | 214,664 |
6.375%, 03/25/2013 | | 145,000 | | 127,710 |
International Lease Finance | | | | |
Corp. Series MTN | | | | |
5.650%, 06/01/2014 | | 10,000 | | 8,490 |
JPMorgan Chase & Company | | | | |
3.700%, 10/06/2016 | | 575,000 | | 581,932 |
5.150%, 10/06/2016 | | 200,000 | | 211,721 |
5.375%, 10/01/2012 | | 760,000 | | 823,545 |
JPMorgan Chase & Company, MTN | | | | |
6.000%, 10/06/2016 | | 555,000 | | 601,101 |
JPMorgan Chase Capital XV | | | | |
5.875%, 03/15/2035 | | 567,000 | | 508,687 |
Lazard Group LLC | | | | |
6.850%, 06/15/2017 | | 585,000 | | 594,165 |
Merrill Lynch & Company, Inc. | | | | |
6.400%, 08/28/2017 | | 740,000 | | 770,458 |
6.875%, 04/25/2018 | | 425,000 | | 447,801 |
7.750%, 05/14/2038 | | 135,000 | | 144,157 |
Mizuho Financial Group Cayman, Ltd. | | | | |
5.790%, 04/15/2014 (S) | | 246,000 | | 263,404 |
Morgan Stanley | | | | |
4.200%, 04/15/2014 | | 215,000 | | 215,631 |
5.550%, 04/15/2014 | | 225,000 | | 228,703 |
6.000%, 04/15/2014 | | 350,000 | | 373,860 |
6.250%, 04/15/2014 | | 500,000 | | 527,744 |
6.750%, 04/15/2014 | | 106,000 | | 111,989 |
Morgan Stanley, Series F | | | | |
6.625%, 04/15/2014 | | 675,000 | | 718,189 |
Nissan Motor Acceptance Corp. | | | | |
4.500%, 01/30/2015 | | 310,000 | | 314,034 |
Nomura Holdings, Inc. | | | | |
5.000%, 03/04/2015 (C) | | 225,000 | | 227,257 |
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | |
Principal Life Global Funding I | | | | |
5.125%, 10/15/2013 (S) | $ | 225,000 | $ | 232,213 |
6.125%, 10/15/2033 (S) | | 108,000 | | 99,361 |
Sun Canada Financial Company | | | | |
7.250%, 12/15/2015 (S) | | 229,000 | | 232,590 |
The Goldman Sachs Group, Inc. | | | | |
5.450%, 11/01/2012 | | 340,000 | | 364,627 |
6.000%, 05/01/2014 | | 60,000 | | 65,850 |
6.150%, 04/01/2018 | | 750,000 | | 792,233 |
6.750%, 10/01/2037 | | 905,000 | | 877,456 |
6.875%, 01/15/2011 | | 208,000 | | 218,573 |
7.500%, 02/15/2019 | | 235,000 | | 268,956 |
| | | |
|
| | | | 25,017,976 |
Electric - 4.80% | | | | |
Abu Dhabi National Energy Company | | | | |
5.875%, 10/27/2016 (S) | | 110,000 | | 108,695 |
Carolina Power & Light Company | | | | |
6.500%, 07/15/2012 | | 671,000 | | 742,642 |
Commonwealth Edison Company | | | | |
5.950%, 08/15/2016 | | 125,000 | | 138,412 |
6.150%, 03/15/2012 | | 92,000 | | 100,020 |
Dominion Resources, Inc. | | | | |
6.400%, 06/15/2018 | | 395,000 | | 440,228 |
7.000%, 06/15/2038 | | 150,000 | | 171,864 |
Duke Energy Corp. | | | | |
5.650%, 06/15/2013 | | 600,000 | | 658,778 |
Edison Mission Energy | | | | |
7.750%, 06/15/2016 | | 20,000 | | 16,000 |
EDP Finance BV | | | | |
4.900%, 10/01/2019 (S) | | 375,000 | | 364,023 |
Electricite de France SA | | | | |
6.500%, 01/26/2019 (S) | | 400,000 | | 453,302 |
Enel Finance International SA | | | | |
6.800%, 09/15/2037 (S) | | 555,000 | | 586,529 |
Georgia Power Company | | | | |
5.250%, 12/15/2015 | | 600,000 | | 663,007 |
Israel Electric Corp., Ltd. | | | | |
7.250%, 01/15/2019 (S) | | 475,000 | | 515,559 |
Midamerican Energy Holdings | | | | |
6.125%, 04/01/2036 | | 250,000 | | 256,415 |
Midamerican Funding LLC | | | | |
6.750%, 03/01/2011 | | 260,000 | | 274,144 |
Mirant North America LLC | | | | |
7.375%, 12/31/2013 | | 20,000 | | 19,925 |
Nevada Power Company | | | | |
6.500%, 08/01/2018 | | 150,000 | | 164,823 |
New York State Electric & Gas Corp. | | | | |
5.750%, 05/01/2023 | | 74,000 | | 73,703 |
NiSource Finance Corp. | | | | |
6.400%, 03/15/2018 | | 200,000 | | 214,752 |
Northern States Power Company | | | | |
6.250%, 06/01/2036 | | 125,000 | | 136,455 |
6.500%, 03/01/2028 | | 67,000 | | 73,943 |
NRG Energy, Inc. | | | | |
7.250%, 02/01/2014 | | 25,000 | | 25,188 |
7.375%, 01/15/2017 | | 5,000 | | 4,919 |
Ohio Edison Company | | | | |
6.875%, 07/15/2036 | | 150,000 | | 164,505 |
Old Dominion Electric Cooperative | | | | |
6.250%, 06/01/2011 | | 141,000 | | 148,743 |
Oncor Electric Delivery Company | | | | |
7.500%, 09/01/2038 | | 150,000 | | 178,674 |
PacifiCorp | | | | |
6.350%, 07/15/2038 | | 110,000 | | 121,984 |
| | |
The accompanying notes are an integral part of the financial statements. | 141 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
Potomac Electric Power Company | | | | |
6.500%, 11/15/2037 | $ | 250,000 | $ | 274,689 |
PPL Electric Utilities Corp. | | | | |
6.250%, 05/15/2039 | | 80,000 | | 85,857 |
PSEG Power LLC | | | | |
8.625%, 04/15/2031 | | 154,000 | | 198,058 |
Puget Sound Energy, Inc. | | | | |
5.757%, 10/01/2039 | | 150,000 | | 147,419 |
7.000%, 03/09/2029 | | 54,000 | | 61,133 |
RRI Energy, Inc. | | | | |
6.750%, 12/15/2014 | | 8,000 | | 7,990 |
Sierra Pacific Power Company, Series M | | | | |
6.000%, 05/15/2016 | | 150,000 | | 164,653 |
Southern California Edison Company | | | | |
6.000%, 01/15/2034 | | 326,000 | | 346,145 |
TXU Corp., Series P | | | | |
5.550%, 11/15/2014 | | 26,000 | | 18,974 |
Union Electric Company | | | | |
6.400%, 06/15/2017 | | 850,000 | | 941,326 |
Wisconsin Energy Corp. | | | | |
6.200%, 04/01/2033 | | 138,000 | | 145,327 |
Wisconsin Power and Light Company | | | | |
5.000%, 07/15/2019 | | 425,000 | | 438,024 |
| | | |
|
| | | | 9,646,827 |
Electronics - 0.11% | | | | |
Avnet, Inc. | | | | |
6.625%, 09/15/2016 | | 200,000 | | 216,357 |
Energy-Alternate Sources - 0.01% | | | | |
Headwaters, Inc. | | | | |
11.375%, 11/01/2014 (S) | | 10,000 | | 10,100 |
Entertainment - 0.03% | | | | |
AMC Entertainment, Inc. | | | | |
8.750%, 06/01/2019 | | 10,000 | | 10,325 |
11.000%, 02/01/2016 | | 15,000 | | 16,088 |
Buffalo Thunder Development Authority | | | | |
9.375%, 12/15/2014 (H)(S) | | 20,000 | | 3,450 |
Peninsula Gaming LLC | | | | |
8.375%, 08/15/2015 (S) | | 5,000 | | 4,775 |
10.750%, 08/15/2017 (S) | | 5,000 | | 4,875 |
Scientific Games International, Inc. | | | | |
9.250%, 06/15/2019 | | 5,000 | | 5,288 |
Seneca Gaming Corp. | | | | |
7.250%, 05/01/2012 | | 10,000 | | 9,750 |
Yonkers Racing Corp. | | | | |
11.375%, 07/15/2016 (S) | | 5,000 | | 5,275 |
| | | |
|
| | | | 59,826 |
Environmental Control - 0.15% | | | | |
Republic Services, Inc. | | | | |
5.250%, 11/15/2021 (S) | | 160,000 | | 161,759 |
Waste Management, Inc. | | | | |
6.375%, 03/11/2015 | | 125,000 | | 141,276 |
| | | |
|
| | | | 303,035 |
Food - 1.63% | | | | |
ConAgra Foods, Inc. | | | | |
5.819%, 06/15/2017 | | 74,000 | | 79,388 |
6.750%, 09/15/2011 | | 5,000 | | 5,411 |
General Mills, Inc. | | | | |
5.200%, 03/17/2015 | | 190,000 | | 207,464 |
5.250%, 08/15/2013 | | 440,000 | | 480,772 |
5.650%, 02/15/2019 | | 105,000 | | 113,091 |
Kellogg Company | | | | |
4.450%, 05/30/2016 | | 400,000 | | 421,355 |
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Food (continued) | | | | |
Kraft Foods, Inc. | | | | |
4.125%, 02/09/2016 | $ | 305,000 | $ | 310,672 |
6.125%, 02/01/2018 | | 150,000 | | 164,564 |
6.500%, 11/01/2031 | | 266,000 | | 275,413 |
6.875%, 02/01/2038 | | 250,000 | | 272,247 |
Kroger Company | | | | |
6.750%, 04/15/2012 | | 719,000 | | 791,332 |
Smithfield Foods, Inc. | | | | |
7.750%, 05/15/2013 to 07/01/2017 | | 15,000 | | 14,325 |
SUPERVALU, Inc. | | | | |
8.000%, 05/01/2016 | | 10,000 | | 10,075 |
Tyson Foods, Inc. | | | | |
7.850%, 04/01/2016 | | 125,000 | | 132,188 |
10.500%, 03/01/2014 | | 5,000 | | 5,813 |
| | | |
|
| | | | 3,284,110 |
Forest Products & Paper - 0.21% | | | | |
International Paper Company | | | | |
7.300%, 11/15/2039 | | 160,000 | | 170,564 |
MeadWestvaco Corp. | | | | |
7.375%, 09/01/2019 | | 150,000 | | 167,176 |
Neenah Paper, Inc. | | | | |
7.375%, 11/15/2014 | | 10,000 | | 9,213 |
Weyerhaeuser Company | | | | |
7.375%, 10/01/2019 | | 35,000 | | 37,305 |
7.950%, 03/15/2025 | | 40,000 | | 38,718 |
| | | |
|
| | | | 422,976 |
Gas - 0.34% | | | | |
Atmos Energy Corp. | | | | |
6.350%, 06/15/2017 | | 75,000 | | 81,861 |
CenterPoint Energy, Inc. | | | | |
6.500%, 05/01/2018 | | 560,000 | | 596,638 |
| | | |
|
| | | | 678,499 |
Healthcare Products - 0.09% | | | | |
Biomet, Inc. | | | | |
10.000%, 10/15/2017 | | 5,000 | | 5,463 |
Boston Scientific Corp. | | | | |
6.000%, 01/15/2020 | | 160,000 | | 159,498 |
Inverness Medical Innovations, Inc. | | | | |
9.000%, 05/15/2016 | | 10,000 | | 10,050 |
Universal Hospital Services, Inc., PIK | | | | |
8.500%, 06/01/2015 | | 10,000 | | 9,700 |
| | | |
|
| | | | 184,711 |
Healthcare Services - 0.94% | | | | |
Community Health Systems, Inc. | | | | |
8.875%, 07/15/2015 | | 10,000 | | 10,350 |
Express Scripts, Inc. | | | | |
6.250%, 06/15/2014 | | 235,000 | | 263,064 |
7.500%, 02/15/2019 | | 30,000 | | 35,981 |
HCA, Inc. | | | | |
6.375%, 01/15/2015 | | 15,000 | | 14,100 |
HCA, Inc., PIK | | | | |
9.625%, 11/15/2016 | | 21,000 | | 22,470 |
Quest Diagnostics, Inc. | | | | |
5.450%, 11/01/2015 | | 275,000 | | 301,013 |
6.950%, 07/01/2037 | | 390,000 | | 441,722 |
Roche Holdings, Inc. | | | | |
6.000%, 03/01/2019 (S) | | 475,000 | | 525,375 |
Tenet Healthcare Corp. | | | | |
8.875%, 07/01/2019 (S) | | 20,000 | | 21,100 |
WellPoint, Inc. | | | | |
7.000%, 02/15/2019 | | 220,000 | | 253,833 |
| | | |
|
| | | | 1,889,008 |
| | |
The accompanying notes are an integral part of the financial statements. | 142 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Home Builders - 0.13% | | | | |
D.R. Horton, Inc. | | | | |
7.875%, 08/15/2011 | $ | 250,000 | $ | 262,500 |
Household Products - 0.00% | | | | |
ACCO Brands Corp. | | | | |
7.625%, 08/15/2015 | | 5,000 | | 4,588 |
Insurance - 2.89% | | | | |
ACE Capital Trust II | | | | |
9.700%, 04/01/2030 | | 248,000 | | 287,583 |
ACE INA Holdings, Inc. | | | | |
5.700%, 02/15/2017 | | 100,000 | | 107,358 |
5.875%, 06/15/2014 | | 125,000 | | 138,924 |
AIG SunAmerica Global Financing X | | | | |
6.900%, 03/15/2032 (S) | | 100,000 | | 93,882 |
Allied World Assurance Holdings, Ltd. | | | | |
7.500%, 08/01/2016 | | 145,000 | | 157,685 |
AXA Equitable Life Insurance | | | | |
7.700%, 12/01/2015 (S) | | 250,000 | | 277,485 |
Everest Reinsurance Holdings, Inc. | | | | |
6.600%, 05/15/2037 | | 495,000 | | 391,050 |
8.750%, 03/15/2010 | | 294,000 | | 294,495 |
Fidelity National Title Group, Inc. | | | | |
7.300%, 08/15/2011 | | 26,000 | | 26,894 |
Hartford Financial Services Group, Inc. | | | | |
8.125%, 06/15/2038 (P) | | 5,000 | | 4,875 |
Jackson National Life Insurance Company | | | | |
8.150%, 03/15/2027 (S) | | 377,000 | | 386,436 |
Liberty Mutual Insurance Company | | | | |
7.697%, 10/15/2097 (S) | | 925,000 | | 810,826 |
Metlife, Inc. | | | | |
5.375%, 12/15/2012 | | 150,000 | | 161,714 |
Metropolitan Life Global Funding I | | | | |
5.125%, 04/10/2013 (S) | | 335,000 | | 361,831 |
Nationwide Mutual Insurance Company | | | | |
8.250%, 12/01/2031 (S) | | 260,000 | | 260,207 |
Navigators Group, Inc. | | | | |
7.000%, 05/01/2016 | | 59,000 | | 60,492 |
Ohio National Life Insurance Company | | | | |
8.500%, 05/15/2026 (S) | | 155,000 | | 129,184 |
Prudential Financial, Inc., MTN | | | | |
4.750%, 09/17/2015 | | 400,000 | | 413,654 |
Prudential Financial, Inc., Series D | | | | |
5.150%, 01/15/2013 | | 355,000 | | 377,955 |
Reinsurance Group of America, Inc. | | | | |
6.750%, 12/15/2011 | | 135,000 | | 144,451 |
Sunamerica, Inc. | | | | |
8.125%, 04/28/2023 | | 135,000 | | 137,601 |
Unitrin, Inc. | | | | |
6.000%, 05/15/2017 | | 350,000 | | 330,168 |
UnumProvident Finance Company PLC | | | | |
6.850%, 11/15/2015 (S) | | 125,000 | | 133,822 |
W.R. Berkley Corp. | | | | |
5.125%, 09/30/2010 | | 54,000 | | 54,608 |
5.600%, 05/15/2015 | | 263,000 | | 273,008 |
| | | |
|
| | | | 5,816,188 |
Internet - 0.00% | | | | |
Terremark Worldwide, Inc. | | | | |
12.000%, 06/15/2017 (S) | | 5,000 | | 5,488 |
Iron & Steel - 0.34% | | | | |
ArcelorMittal | | | | |
5.375%, 06/01/2013 | | 150,000 | | 159,442 |
6.125%, 06/01/2018 | | 500,000 | | 517,326 |
| | | |
|
| | | | 676,768 |
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Leisure Time - 0.01% | | | | |
Easton-Bell Sports, Inc. | | | | |
9.750%, 12/01/2016 | $ | 5,000 | $ | 5,188 |
Royal Caribbean Cruises, Ltd. | | | | |
11.875%, 07/15/2015 | | 5,000 | | 5,663 |
| | | |
|
| | | | 10,851 |
Lodging - 0.01% | | | | |
Harrah’s Operating Company, Inc. | | | | |
11.250%, 06/01/2017 | | 5,000 | | 5,188 |
Wynn Las Vegas LLC | | | | |
6.625%, 12/01/2014 | | 9,000 | | 8,708 |
| | | |
|
| | | | 13,896 |
Machinery-Diversified - 0.01% | | | | |
Case New Holland, Inc. | | | | |
7.125%, 03/01/2014 | | 10,000 | | 10,000 |
CPM Holdings, Inc. | | | | |
10.625%, 09/01/2014 (S) | | 10,000 | | 10,600 |
| | | |
|
| | | | 20,600 |
Media - 4.30% | | | | |
British Sky Broadcasting Group PLC | | | | |
5.625%, 10/15/2015 (S) | | 131,000 | | 144,145 |
CBS Corp. | | | | |
8.200%, 05/15/2014 | | 335,000 | | 386,909 |
Clear Channel Worldwide Holdings, Inc. | | | | |
9.250%, 12/15/2017 | | 5,000 | | 5,138 |
Comcast Corp. | | | | |
5.700%, 05/15/2018 to 07/01/2019 | | 625,000 | | 661,693 |
5.850%, 11/15/2015 | | 600,000 | | 668,548 |
COX Communications, Inc. | | | | |
5.875%, 12/01/2016 | | 350,000 | | 381,579 |
7.125%, 10/01/2012 | | 458,000 | | 512,948 |
CSC Holdings, Inc. | | | | |
7.625%, 07/15/2018 | | 21,000 | | 21,578 |
DirecTV Holdings LLC | | | | |
4.750%, 10/01/2014 (S) | | 150,000 | | 156,810 |
Grupo Televisa SA | | | | |
6.625%, 01/15/2040 (S) | | 315,000 | | 309,579 |
Liberty Media Corp. | | | | |
8.250%, 02/01/2030 | | 2,000 | | 1,800 |
Mediacom Broadband LLC | | | | |
8.500%, 10/15/2015 | | 27,000 | | 27,270 |
News America Holdings, Inc. | | | | |
7.750%, 01/20/2024 (S) | | 453,000 | | 539,281 |
9.250%, 02/01/2013 | | 109,000 | | 128,948 |
News America, Inc. | | | | |
5.650%, 08/15/2020 | | 55,000 | | 58,852 |
6.900%, 03/01/2019 | | 100,000 | | 114,873 |
Nielsen Finance LLC, Steps up to 12.50% | | | | |
on 08/01/11 | | | | |
maturing at 08/01/2016 | | 5,000 | | 4,525 |
Quebecor Media, Inc. | | | | |
7.750%, 03/15/2016 | | 20,000 | | 20,051 |
Rogers Cable, Inc. | | | | |
6.250%, 06/15/2013 | | 130,000 | | 143,879 |
Scholastic Corp. | | | | |
5.000%, 04/15/2013 | | 35,000 | | 33,250 |
TCI Communications, Inc. | | | | |
7.875%, 02/15/2026 | | 150,000 | | 172,736 |
8.750%, 08/01/2015 | | 183,000 | | 224,932 |
Thomson Reuters Corp | | | | |
4.700%, 10/15/2019 | | 575,000 | | 581,944 |
Time Warner Cable, Inc. | | | | |
5.850%, 05/01/2017 | | 815,000 | | 876,347 |
6.550%, 05/01/2037 | | 150,000 | | 155,630 |
| | |
The accompanying notes are an integral part of the financial statements. | 143 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Media (continued) | | | | |
Time Warner Cable, Inc. (continued) | | | | |
6.750%, 06/15/2039 | $ | 70,000 | $ | 74,373 |
8.250%, 02/14/2014 | | 140,000 | | 166,229 |
Time Warner Companies, Inc. | | | | |
7.250%, 10/15/2017 | | 60,000 | | 69,601 |
Time Warner, Inc. | | | | |
6.750%, 04/15/2011 | | 150,000 | | 158,675 |
7.700%, 05/01/2032 | | 602,000 | | 709,116 |
Viacom, Inc. | | | | |
6.125%, 10/05/2017 | | 600,000 | | 658,712 |
6.250%, 04/30/2016 | | 252,000 | | 281,599 |
6.625%, 05/15/2011 | | 175,000 | | 184,242 |
| | | |
|
| | | | 8,635,792 |
Mining - 0.48% | | | | |
Corporacion Nacional Del Cobre de | | | | |
Chile - CODELCO | | | | |
6.375%, 11/30/2012 (S) | | 165,000 | | 182,545 |
Inco, Ltd. | | | | |
5.700%, 10/15/2015 | | 233,000 | | 244,020 |
Novelis, Inc. | | | | |
7.250%, 02/15/2015 | | 3,000 | | 2,783 |
Rio Tinto Alcan, Inc. | | | | |
6.450%, 03/15/2011 | | 59,000 | | 61,667 |
Rio Tinto Finance USA, Ltd. | | | | |
6.500%, 07/15/2018 | | 425,000 | | 479,173 |
| | | |
|
| | | | 970,188 |
Miscellaneous Manufacturers - 0.44% | | | | |
American Railcar Industries, Inc. | | | | |
7.500%, 03/01/2014 | | 5,000 | | 4,850 |
General Electric Company | | | | |
5.250%, 12/06/2017 | | 735,000 | | 771,313 |
Harland Clarke Holdings Corp. | | | | |
9.500%, 05/15/2015 | | 10,000 | | 9,125 |
SPX Corp. | | | | |
7.625%, 12/15/2014 | | 10,000 | | 10,225 |
Tyco International Group SA | | | | |
6.750%, 02/15/2011 | | 85,000 | | 89,473 |
| | | |
|
| | | | 884,986 |
Office & Business Equipment - 0.16% | | | | |
Xerox Corp. | | | | |
5.500%, 05/15/2012 | | 170,000 | | 180,972 |
6.400%, 03/15/2016 | | 125,000 | | 138,168 |
| | | |
|
| | | | 319,140 |
Oil & Gas - 1.33% | | | | |
Antero Resources Finance Corp. | | | | |
9.375%, 12/01/2017 | | 5,000 | | 5,100 |
Burlington Resources Finance Company | | | | |
7.400%, 12/01/2031 | | 309,000 | | 363,639 |
Canadian Natural Resources, Ltd. | | | | |
5.150%, 02/01/2013 | | 150,000 | | 161,480 |
Chesapeake Energy Corp. | | | | |
6.500%, 08/15/2017 | | 20,000 | | 19,000 |
6.625%, 01/15/2016 | | 97,000 | | 93,605 |
7.625%, 07/15/2013 | | 10,000 | | 10,425 |
ConocoPhillips | | | | |
4.600%, 01/15/2015 | | 330,000 | | 356,216 |
EnCana Corp. | | | | |
5.900%, 12/01/2017 | | 450,000 | | 492,531 |
Marathon Oil Corp. | | | | |
6.500%, 02/15/2014 | | 255,000 | | 288,447 |
Motiva Enterprises LLC | | | | |
5.200%, 09/15/2012 (S) | | 148,000 | | 154,380 |
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Oil & Gas (continued) | | | | |
Newfield Exploration Company | | | | |
6.625%, 04/15/2016 | $ | 10,000 | $ | 9,925 |
Nexen, Inc. | | | | |
7.500%, 07/30/2039 | | 40,000 | | 45,970 |
Petrobras International Finance Company | | | | |
7.875%, 03/15/2019 | | 135,000 | | 155,473 |
Petroleum Export, Ltd. | | | | |
5.265%, 06/15/2011 | | 52,097 | | 51,484 |
Pioneer Natural Resources Company | | | | |
6.650%, 03/15/2017 | | 85,000 | | 83,629 |
6.875%, 05/01/2018 | | 15,000 | | 14,753 |
Plains Exploration & Production Company | | | | |
7.750%, 06/15/2015 | | 10,000 | | 10,088 |
Pride International, Inc. | | | | |
7.375%, 07/15/2014 | | 5,000 | | 5,138 |
Range Resources Corp. | | | | |
7.500%, 05/15/2016 | | 10,000 | | 10,225 |
SandRidge Energy, Inc. | | | | |
8.000%, 06/01/2018 (S) | | 5,000 | | 4,788 |
Valero Energy Corp. | | | | |
8.750%, 06/15/2030 | | 162,000 | | 189,308 |
XTO Energy, Inc. | | | | |
6.750%, 08/01/2037 | | 120,000 | | 141,484 |
| | | |
|
| | | | 2,667,088 |
Oil & Gas Services - 0.11% | | | | |
Aquilex Holdings LLC | | | | |
11.125%, 12/15/2016 | | 5,000 | | 5,225 |
Basic Energy Services, Inc. | | | | |
11.625%, 08/01/2014 | | 5,000 | | 5,363 |
Halliburton Company | | | | |
5.500%, 10/15/2010 | | 192,000 | | 198,174 |
Hornbeck Offshore Services, Inc. | | | | |
8.000%, 09/01/2017 | | 10,000 | | 9,800 |
| | | |
|
| | | | 218,562 |
Packaging & Containers - 0.14% | | | | |
Pactiv Corp. | | | | |
5.875%, 07/15/2012 | | 135,000 | | 144,957 |
Temple-Inland, Inc. | | | | |
6.875%, 01/15/2018 | | 125,000 | | 129,846 |
| | | |
|
| | | | 274,803 |
Pharmaceuticals - 1.09% | | | | |
AmerisourceBergen Corp. | | | | |
5.875%, 09/15/2015 | | 670,000 | | 743,051 |
Medco Health Solutions, Inc. | | | | |
7.125%, 03/15/2018 | | 135,000 | | 154,362 |
Merck & Company, Inc. | | | | |
4.000%, 06/30/2015 | | 425,000 | | 451,519 |
Novartis Securities Investment, Ltd. | | | | |
5.125%, 02/10/2019 | | 320,000 | | 337,633 |
Omnicare, Inc. | | | | |
6.875%, 12/15/2015 | | 5,000 | | 4,800 |
Pfizer, Inc. | | | | |
6.200%, 03/15/2019 | | 450,000 | | 507,688 |
| | | |
|
| | | | 2,199,053 |
Pipelines - 1.48% | | | | |
CenterPoint Energy Resources Corp. | | | | |
6.125%, 11/01/2017 | | 125,000 | | 132,682 |
Dynegy Holdings, Inc. | | | | |
7.125%, 05/15/2018 | | 15,000 | | 11,550 |
El Paso Corp. | | | | |
7.000%, 06/15/2017 | | 10,000 | | 10,031 |
| | |
The accompanying notes are an integral part of the financial statements. | 144 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Pipelines (continued) | | | | |
El Paso Natural Gas Company | | | | |
5.950%, 04/15/2017 | $ | 25,000 | $ | 26,417 |
Enterprise Products Operating LLC | | | | |
5.250%, 01/31/2020 | | 365,000 | | 373,764 |
Kinder Morgan Energy Partners LP | | | | |
6.500%, 09/01/2039 | | 300,000 | | 311,701 |
6.850%, 02/15/2020 | | 530,000 | | 602,100 |
7.125%, 03/15/2012 | | 208,000 | | 229,394 |
NGPL PipeCo LLC | | | | |
6.514%, 12/15/2012 (S) | | 675,000 | | 744,007 |
Plains All American Pipeline LP | | | | |
5.750%, 01/15/2020 | | 150,000 | | 156,412 |
TransCanada Pipelines, Ltd. | | | | |
7.625%, 01/15/2039 | | 310,000 | | 382,677 |
| | | |
|
| | | | 2,980,735 |
Real Estate - 2.53% | | | | |
AMB Property LP | | | | |
7.500%, 06/30/2018 | | 106,000 | | 115,824 |
AvalonBay Communities, Inc. | | | | |
5.500%, 01/15/2012 | | 79,000 | | 83,338 |
Brandywine Operating Partnership | | | | |
5.700%, 05/01/2017 | | 335,000 | | 315,596 |
Equity One, Inc. | | | | |
6.000%, 09/15/2017 | | 235,000 | | 219,860 |
Federal Realty Investment Trust | | | | |
5.650%, 06/01/2016 | | 55,000 | | 55,397 |
HCP, Inc. | | | | |
5.650%, 12/15/2013 | | 200,000 | | 206,079 |
Health Care Property, Inc. | | | | |
5.950%, 09/15/2011 | | 150,000 | | 157,264 |
6.000%, 03/01/2015 | | 175,000 | | 180,366 |
7.072%, 06/08/2015 | | 67,000 | | 70,030 |
Healthcare Realty Trust, Inc. | | | | |
8.125%, 05/01/2011 | | 377,000 | | 399,562 |
Kimco Realty Corp. | | | | |
5.584%, 11/23/2015 | | 125,000 | | 130,016 |
6.875%, 10/01/2019 | | 300,000 | | 321,475 |
Liberty Property LP | | | | |
6.625%, 10/01/2017 | | 100,000 | | 102,253 |
7.250%, 03/15/2011 | | 195,000 | | 203,891 |
Realty Income Corp. | | | | |
6.750%, 08/15/2019 | | 550,000 | | 561,125 |
Regency Centers LP | | | | |
7.950%, 01/15/2011 | | 319,000 | | 333,874 |
Simon Property Group LP | | | | |
5.300%, 05/30/2013 | | 450,000 | | 479,973 |
6.100%, 05/01/2016 | | 150,000 | | 160,788 |
United Dominion Realty Trust, Inc. | | | | |
6.050%, 06/01/2013 | | 200,000 | | 210,194 |
Ventas Realty LP/Ventas Capital Corp. | | | | |
6.625%, 10/15/2014 | | 95,000 | | 96,544 |
7.125%, 06/01/2015 | | 3,000 | | 3,090 |
WEA Finance LLC | | | | |
5.400%, 10/01/2012 | | 250,000 | | 266,913 |
7.125%, 04/15/2018 | | 250,000 | | 274,352 |
7.500%, 06/02/2014 | | 130,000 | | 146,825 |
| | | |
|
| | | | 5,094,629 |
Retail - 0.77% | | | | |
CVS Pass-Through Trust | | | | |
5.880%, 01/10/2028 | | 327,848 | | 325,740 |
6.943%, 01/10/2030 | | 47,854 | | 50,420 |
Dollar General Corp., PIK | | | | |
11.875%, 07/15/2017 | | 3,000 | | 3,473 |
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Retail (continued) | | | | |
Federated Department Stores, Inc. | | | | |
6.900%, 04/01/2029 | $ | 156,000 | $ | 142,350 |
HSN, Inc. | | | | |
11.250%, 08/01/2016 | | 5,000 | | 5,613 |
Macys Retail Holdings, Inc. | | | | |
5.875%, 01/15/2013 | | 494,000 | | 506,968 |
Rite Aid Corp. | | | | |
10.375%, 07/15/2016 | | 15,000 | | 15,713 |
Staples, Inc. | | | | |
9.750%, 01/15/2014 | | 395,000 | | 482,975 |
The Neiman Marcus Group, Inc., PIK | | | | |
9.000%, 10/15/2015 | | 10,000 | | 9,850 |
| | | |
|
| | | | 1,543,102 |
Semiconductors - 0.01% | | | | |
Freescale Semiconductor, Inc. | | | | |
8.875%, 12/15/2014 | | 15,000 | | 13,313 |
Sensata Technologies B.V. | | | | |
8.000%, 05/01/2014 | | 10,000 | | 10,050 |
| | | |
|
| | | | 23,363 |
Software - 0.40% | | | | |
First Data Corp. | | | | |
9.875%, 09/24/2015 | | 15,000 | | 12,975 |
First Data Corp., PIK | | | | |
10.550%, 09/24/2015 | | 15,791 | | 13,699 |
Fiserv, Inc. | | | | |
6.125%, 11/20/2012 | | 200,000 | | 219,618 |
Intuit, Inc. | | | | |
5.400%, 03/15/2012 | | 75,000 | | 80,069 |
Oracle Corp. | | | | |
6.125%, 07/08/2039 | | 450,000 | | 478,401 |
| | | |
|
| | | | 804,762 |
Telecommunications - 4.00% | | | | |
Ameritech Capital Funding Corp. | | | | |
6.450%, 01/15/2018 | | 148,000 | | 161,228 |
AT&T Wireless Services, Inc. | | | | |
8.125%, 05/01/2012 | | 56,000 | | 63,388 |
8.750%, 03/01/2031 | | 397,000 | | 511,619 |
AT&T, Inc. | | | | |
5.500%, 02/01/2018 | | 180,000 | | 191,087 |
5.625%, 06/15/2016 | | 360,000 | | 395,487 |
6.300%, 01/15/2038 | | 675,000 | | 687,449 |
Bellsouth Corp. | | | | |
4.750%, 11/15/2012 | | 302,000 | | 323,583 |
British Telecommunications PLC | | | | |
5.150%, 01/15/2013 | | 350,000 | | 370,797 |
9.125%, 12/15/2010 | | 156,000 | | 165,750 |
Cingular Wireless LLC | | | | |
7.125%, 12/15/2031 | | 67,000 | | 74,947 |
Citizens Communications Company | | | | |
7.125%, 03/15/2019 | | 5,000 | | 4,675 |
Cricket Communications, Inc. | | | | |
9.375%, 11/01/2014 | | 5,000 | | 4,975 |
France Telecom SA | | | | |
4.375%, 07/08/2014 | | 200,000 | | 212,440 |
GCI, Inc. | | | | |
7.250%, 02/15/2014 | | 15,000 | | 14,925 |
Intelsat Jackson Holdings, Ltd. | | | | |
8.500%, 11/01/2019 (S) | | 5,000 | | 5,063 |
Intelsat Subsidiary Holding Company, Ltd. | | | | |
8.875%, 01/15/2015 (S) | | 25,000 | | 25,375 |
MetroPCS Wireless, Inc. | | | | |
9.250%, 11/01/2014 | | 10,000 | | 9,975 |
| | |
The accompanying notes are an integral part of the financial statements. | 145 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Telecommunications (continued) | | | | |
New Cingular Wireless Services, Inc. | | | | |
7.875%, 03/01/2011 | $ | 94,000 | $ | 100,522 |
Qwest Corp. | | | | |
7.500%, 10/01/2014 | | 15,000 | | 15,975 |
8.375%, 05/01/2016 | | 135,000 | | 147,825 |
Rogers Wireless, Inc. | | | | |
9.625%, 05/01/2011 | | 27,000 | | 29,513 |
SBC Communications, Inc. | | | | |
5.875%, 08/15/2012 | | 150,000 | | 164,524 |
Sorenson Communications, Inc. | | | | |
10.500%, 02/01/2015 | | 15,000 | | 13,669 |
Sprint Nextel Corp. | | | | |
6.000%, 12/01/2016 | | 5,000 | | 4,325 |
Telecom Italia Capital SA | | | | |
5.250%, 11/15/2013 | | 325,000 | | 344,897 |
6.000%, 09/30/2034 | | 146,000 | | 133,267 |
6.200%, 07/18/2011 | | 675,000 | | 713,565 |
Telefonica Emisones SAU | | | | |
7.045%, 06/20/2036 | | 275,000 | | 305,689 |
Telefonica Europe BV | | | | |
7.750%, 09/15/2010 | | 150,000 | | 155,491 |
Verizon Communications, Inc. | | | | |
5.550%, 02/15/2016 | | 570,000 | | 621,300 |
6.400%, 02/15/2038 | | 365,000 | | 382,109 |
6.900%, 04/15/2038 | | 275,000 | | 305,578 |
8.750%, 11/01/2021 | | 285,000 | | 357,079 |
Verizon Wireless Capital LLC | | | | |
5.550%, 02/01/2014 | | 595,000 | | 655,363 |
Vodafone Group PLC | | | | |
5.450%, 06/10/2019 | | 350,000 | | 365,156 |
| | | |
|
| | | | 8,038,610 |
Tobacco - 0.95% | | | | |
Alliance One International, Inc. | | | | |
10.000%, 07/15/2016 (S) | | 10,000 | | 10,400 |
Altria Group, Inc. | | | | |
9.250%, 08/06/2019 | | 125,000 | | 154,832 |
9.700%, 11/10/2018 | | 395,000 | | 496,738 |
10.200%, 02/06/2039 | | 200,000 | | 270,674 |
Philip Morris International, Inc. | | | | |
5.650%, 05/16/2018 | | 800,000 | | 864,743 |
Reynolds American, Inc. | | | | |
7.250%, 06/01/2013 | | 95,000 | | 105,446 |
| | | |
|
| | | | 1,902,833 |
Transportation - 0.01% | | | | |
Marquette Transportation Finance | | | | |
10.875%, 01/15/2017 | | 5,000 | | 5,031 |
Navios Maritime Holdings, Inc. | | | | |
8.875%, 11/01/2017 (S) | | 10,000 | | 10,175 |
| | | |
|
| | | | 15,206 |
|
TOTAL CORPORATE BONDS (Cost $95,524,783) | | $ | 99,339,280 |
|
|
CONVERTIBLE BONDS - 0.02% | | | | |
Biotechnology - 0.00% | | | | |
Amylin Pharmaceuticals, Inc. | | | | |
3.000%, 06/15/2014 | | 5,000 | | 4,088 |
Commercial Services - 0.01% | | | | |
Dollar Financial Corp. | | | | |
3.000%, 04/01/2028 | | 10,000 | | 9,563 |
Telecommunications - 0.01% | | | | |
Leap Wireless International, Inc. | | | | |
4.500%, 07/15/2014 | | 10,000 | | 8,625 |
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CONVERTIBLE BONDS (continued) | | | | |
Airlines - 0.00% | | | | |
Continental Airlines, Inc. | | | | |
4.500%, 01/15/2015 | $ | 5,000 | $ | 6,094 |
Auto Manufacturers - 0.00% | | | | |
Ford Motor Company | | | | |
4.250%, 11/15/2016 | | 5,000 | | 7,100 |
|
TOTAL CONVERTIBLE BONDS (Cost $30,737) | | $ | 35,470 |
|
|
MUNICIPAL BONDS - 2.02% | | | | |
California - 0.58% | | | | |
Bay Area Toll Authority | | | | |
6.263%, 04/01/2049 | | 475,000 | | 480,201 |
Los Angeles Unified School District | | | | |
5.750%, 07/01/2034 | | 425,000 | | 397,367 |
University of California | | | | |
5.770%, 05/15/2043 | | 290,000 | | 284,128 |
| | | |
|
| | | | 1,161,696 |
Florida - 0.08% | | | | |
Miami Beach Florida | | | | |
Redevelopment Agency | | | | |
8.950%, 12/01/2022 | | 135,000 | | 154,447 |
Illinois - 0.21% | | | | |
Illinois State Toll Highway Authority | | | | |
6.184%, 01/01/2034 | | 415,000 | | 429,405 |
Indiana - 0.01% | | | | |
Indiana Bond Bank Revenue | | | | |
5.020%, 01/15/2016 | | 15,000 | | 16,312 |
Maryland - 0.08% | | | | |
Maryland State Transportation Authority | | | | |
5.840%, 07/01/2011 | | 40,000 | | 42,685 |
5.888%, 07/01/2043 | | 125,000 | | 129,241 |
| | | |
|
| | | | 171,926 |
Massachusetts - 0.20% | | | | |
Massachusetts School Building Authority | | | | |
5.715%, 08/15/2039 | | 400,000 | | 410,604 |
Missouri - 0.21% | | | | |
Curators University Missouri System | | | | |
Facilities Revenue | | | | |
5.960%, 11/01/2039 | | 400,000 | | 417,612 |
New Jersey - 0.23% | | | | |
Jersey City Municipal Utilities Authority | | | | |
4.550%, 05/15/2012 | | 20,000 | | 20,408 |
New Jersey State Turnpike Authority | | | | |
7.414%, 01/01/2040 | | 380,000 | | 451,763 |
| | | |
|
| | | | 472,171 |
New York - 0.13% | | | | |
Port Authority of New York & New Jersey | | | | |
6.040%, 12/01/2029 | | 180,000 | | 185,238 |
Sales Tax Asset Receivable Corp., Series B | | | | |
4.250%, 10/15/2011 | | 65,000 | | 68,502 |
| | | |
|
| | | | 253,740 |
Texas - 0.29% | | | | |
North Texas Tollway Authority | | | | |
6.718%, 01/01/2049 | | 535,000 | | 577,495 |
|
TOTAL MUNICIPAL BONDS (Cost $3,903,243) | | $ | 4,065,408 |
|
| | |
The accompanying notes are an integral part of the financial statements. | 146 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Investment Quality Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 6.00% | | | | |
American Tower Trust, | | | | |
Series 2007-1A, Class AFX | | | | |
5.420%, 04/15/2037 (S) | $ | 300,000 | $ | 315,000 |
Banc of America Commercial | | | | |
Mortgage, Series 2002-PB2,Class A4 | | | | |
6.186%, 06/11/2035 | | 405,797 | | 429,936 |
Bear Stearns Commercial Mortgage | | | | |
Securities, Series 2003-T12, Class A4 | | | | |
4.680%, 08/13/2039 | | 405,797 | | 420,242 |
Bear Stearns Commercial Mortgage | | | | |
Securities, Inc. | | | | |
Series 2005-PWR9, Class A4A, | | | | |
4.871%, 09/11/2042 (P) | | 560,000 | | 566,642 |
Series 2007-T28, Class A4, | | | | |
5.742%, 09/11/2042 | | 145,000 | | 149,253 |
Bear Stearns Commercial Mortgage | | | | |
Securities, Series 2005-T20, Class A4A | | | | |
5.149%, 10/12/2042 | | 575,000 | | 600,795 |
Citigroup/Deutsche Bank Commercial | | | | |
Mortgage Trust, | | | | |
Series 2007-CD4, Class A4 | | | | |
5.322%, 12/11/2049 | | 750,000 | | 678,604 |
Citigroup/Deutsche Bank Commercial | | | | |
Mortgage Trust, | | | | |
Series 2005-CD1, Class A4 | | | | |
5.225%, 07/15/2044 (P) | | 500,000 | | 518,634 |
Commercial Mortgage Asset Trust, | | | | |
Series 1999-C1, Class A3 | | | | |
6.640%, 01/17/2032 | | 67,669 | | 68,725 |
Commercial Mortgage Pass Through | | | | |
Certificates, Series 2005-C6, Class A5A | | | | |
5.116%, 06/10/2044 (P) | | 500,000 | | 513,144 |
Credit Suisse Mortgage Capital | | | | |
Certificates, Series 2006-C1, Class A4 | | | | |
5.548%, 02/15/2039 | | 1,000,000 | | 1,028,135 |
Credit Suisse Mortgage Capital | | | | |
Certificates, Series 2006-C4, Class A3 | | | | |
5.467%, 09/15/2039 | | 1,000,000 | | 897,277 |
CS First Boston Mortgage Securities Corp, | | | | |
Series 2003-C3, Class A5 | | | | |
3.936%, 05/15/2038 | | 500,000 | | 507,097 |
General Electric Capital Assurance | | | | |
Company, Series 2003-1, Class A5 | | | | |
5.743%, 05/12/2035 (P)(S) | | 89,275 | | 93,191 |
Government National Mortgage | | | | |
Association, Series 2006-38, Class XS | | | | |
7.018%, 09/16/2035 (P) | | 58,305 | | 6,498 |
GS Mortgage Securities Corp. II, | | | | |
Series 2006-GG6, Class A4 | | | | |
5.553%, 04/10/2038 | | 1,000,000 | | 982,706 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp. | | | | |
Series 2004-CBX, Class A6, | | | | |
4.899%, 01/12/2037 | | 315,000 | | 310,228 |
Series 2005-LDP4, Class A4, | | | | |
4.918%, 10/15/2042 | | 940,000 | | 953,357 |
LB-UBS Commercial Mortgage Trust, | | | | |
Series 2001-C7, Class A3 | | | | |
5.642%, 12/15/2025 | | 54,310 | | 55,530 |
Merrill Lynch Mortgage Trust | | | | |
Series 2005-CIP1, Class A4, | | | | |
5.047%, 07/12/2038 | | 500,000 | | 511,007 |
Series 2006-C1, Class A4, | | | | |
5.656%, 05/12/2039 | | 500,000 | | 512,863 |
| | | | |
Investment Quality Bond Fund (continued) | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Morgan Stanley Capital I, | | | | |
Series 2007-HQ11, Class A4 | | | | |
5.447%, 02/12/2044 | $ | 1,000,000 | $ | 942,245 |
Morgan Stanley Dean Witter Capital I, | | | | |
Series 2001, Class A4 | | | | |
6.390%, 07/15/2033 | | 104,078 | | 108,604 |
Morgan Stanley Dean Witter Capital I, | | | | |
Series 2002-TOP7, Class A2 | | | | |
5.980%, 01/15/2039 | | 40,579 | | 43,115 |
Prudential Commercial Mortgage Trust | | | | |
Series 2003-PWR1, Class A1, | | | | |
3.669%, 02/11/2036 | | 118,615 | | 119,932 |
Series 2003-PWR1, Class A2, | | | | |
4.493%, 02/11/2036 | | 405,797 | | 418,090 |
Wachovia Bank Commercial Mortgage | | | | |
Trust, Series 2005-C20, Class A7 | | | | |
5.118%, 07/15/2042 | | 310,000 | | 318,010 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $11,790,040) | | | $ | 12,068,860 |
|
|
ASSET BACKED SECURITIES - 0.63% | | | | |
AESOP Funding II LLC, | | | | |
Series 2009-2A, Class A | | | | |
5.680%, 02/20/2014 (S) | | 430,000 | | 457,018 |
Chase Issuance Trust, | | | | |
Series 2008-A4, Class A4 | | | | |
4.650%, 03/15/2015 | | 345,000 | | 372,101 |
Dominos Pizza Master Issuer LLC, | | | | |
Series 2007-1, Class A2 | | | | |
5.261%, 04/25/2037 (S) | | 300,000 | | 266,356 |
Massachusetts RRB Special Purpose Trust | | | | |
Series 2001-1, Class A, | | | | |
6.530%, 06/01/2015 | | 51,256 | | 55,976 |
Series 1999-1, Class A5, | | | | |
7.030%, 03/15/2012 | | 121,070 | | 121,500 |
|
TOTAL ASSET BACKED SECURITIES (Cost $1,258,329) | $ | 1,272,951 |
|
|
PREFERRED STOCKS - 0.02% | | | | |
Banks - 0.01% | | | | |
Wells Fargo & Company, Series K (N) | | 20,000 | | 20,100 |
Diversified Financials - 0.01% | | | | |
BAC Capital Trust XI 6.625% | | 15,000 | | 13,363 |
BAC Capital Trust XIV (N) | | 10,000 | | 7,000 |
| | | |
|
| | | | 20,363 |
|
TOTAL PREFERRED STOCKS (Cost $30,318) | | $ | 40,463 |
|
|
SHORT-TERM INVESTMENTS - 7.81% | | | | |
Repurchase Agreement - 7.81% | | | | |
Bank of New York Tri-Party Repurchase | | | | |
Agreement dated 02/26/2010 at 0.12% to | | | | |
be repurchased at $15,700,157 on | | | | |
03/01/2010, collateralized by | | | | |
$15,605,225 Federal National Mortgage | | | | |
Association, 4.50% due 01/01/2030 | | | | |
(valued at $16,014,001, | | | | |
including interest) | $ | 15,700,000 | | 15,700,000 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $15,700,000) | $ | 15,700,000 |
|
Total Investments (Investment Quality Bond Fund) | | |
(Cost $192,634,716) - 99.92% | | | $ | 200,935,308 |
Other assets and liabilities, net - 0.08% | | | | 164,556 |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 201,099,864 |
| |
|
| | |
The accompanying notes are an integral part of the financial statements. | 147 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Large Cap Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 96.62% | | | | |
Consumer Discretionary - 12.77% | | | | |
Auto Components - 1.13% | | | | |
BorgWarner, Inc. (I)(L) | | 81,538 | $ | 3,054,413 |
Diversified Consumer Services - 0.71% | | | | |
Apollo Group, Inc., Class A (I) | | 32,100 | | 1,922,148 |
Hotels, Restaurants & Leisure - 1.50% | | | | |
Carnival Corp. (L) | | 112,399 | | 4,041,868 |
Household Durables - 1.47% | | | | |
Fortune Brands, Inc. | | 90,400 | | 3,962,232 |
Media - 6.57% | | | | |
Comcast Corp., Class A | | 358,800 | | 5,898,672 |
Interpublic Group of Companies, Inc. (I) | | 356,900 | | 2,676,750 |
Omnicom Group, Inc. | | 80,950 | | 2,964,389 |
Time Warner, Inc. | | 104,300 | | 3,028,872 |
Viacom, Inc., Class B (I) | | 106,000 | | 3,142,900 |
| | | |
|
| | | | 17,711,583 |
Specialty Retail - 1.39% | | | | |
Lowe’s Companies, Inc. | | 158,500 | | 3,758,035 |
| | | |
|
| | | | 34,450,279 |
Consumer Staples - 7.46% | | | | |
Beverages - 2.02% | | | | |
PepsiCo, Inc. | | 87,300 | | 5,453,631 |
Food & Staples Retailing - 1.07% | | | | |
The Kroger Company | | 130,200 | | 2,877,420 |
Household Products - 2.98% | | | | |
The Procter & Gamble Company | | 127,300 | | 8,055,544 |
Personal Products - 1.39% | | | | |
Avon Products, Inc. | | 123,300 | | 3,753,252 |
| | | |
|
| | | | 20,139,847 |
Energy - 12.30% | | | | |
Energy Equipment & Services - 2.35% | | | | |
Baker Hughes, Inc. | | 89,400 | | 4,284,048 |
Noble Corp. (I) | | 48,500 | | 2,049,610 |
| | | |
|
| | | | 6,333,658 |
Oil, Gas & Consumable Fuels - 9.95% | | | | |
Chevron Corp. | | 74,300 | | 5,371,890 |
EOG Resources, Inc. | | 22,300 | | 2,097,315 |
Exxon Mobil Corp. (L) | | 116,800 | | 7,592,000 |
Hess Corp. | | 54,500 | | 3,204,600 |
Marathon Oil Corp. | | 94,900 | | 2,747,355 |
Peabody Energy Corp. | | 49,800 | | 2,289,306 |
Ultra Petroleum Corp. (I) | | 77,600 | | 3,548,648 |
| | | |
|
| | | | 26,851,114 |
| | | |
|
| | | | 33,184,772 |
Financials - 12.88% | | | | |
Commercial Banks - 2.46% | | | | |
Wells Fargo & Company | | 242,578 | | 6,632,083 |
Diversified Financial Services - 6.78% | | | | |
Bank of America Corp. | | 319,100 | | 5,316,206 |
JPMorgan Chase & Company | | 164,800 | | 6,916,656 |
Morgan Stanley | | 97,313 | | 2,742,280 |
The Bank of New York Mellon Corp. | | 116,168 | | 3,313,111 |
| | | |
|
| | | | 18,288,253 |
Insurance - 3.64% | | | | |
ACE, Ltd. | | 44,000 | | 2,199,560 |
Aflac, Inc. | | 86,600 | | 4,282,370 |
| | | | |
Large Cap Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Insurance (continued) | | | | |
Principal Financial Group, Inc. | | 144,000 | $ | 3,342,240 |
| | | |
|
| | | | 9,824,170 |
| | | |
|
| | | | 34,744,506 |
Health Care - 13.55% | | | | |
Biotechnology - 1.96% | | | | |
Amgen, Inc. (I) | | 54,200 | | 3,068,262 |
Genzyme Corp. (I) | | 38,502 | | 2,202,314 |
| | | |
|
| | | | 5,270,576 |
Health Care Equipment & Supplies - 4.22% | | | | |
Covidien PLC | | 138,600 | | 6,808,032 |
Medtronic, Inc. | | 105,334 | | 4,571,496 |
| | | |
|
| | | | 11,379,528 |
Health Care Providers & Services - 1.22% | | | | |
UnitedHealth Group, Inc. | | 97,400 | | 3,297,964 |
Life Sciences Tools & Services - 0.76% | | | | |
Millipore Corp. (I) | | 21,800 | | 2,058,138 |
Pharmaceuticals - 5.39% | | | | |
Allergan, Inc. | | 67,726 | | 3,957,230 |
Merck & Company, Inc. | | 113,900 | | 4,200,632 |
Pfizer, Inc. | | 364,000 | | 6,388,200 |
| | | |
|
| | | | 14,546,062 |
| | | |
|
| | | | 36,552,268 |
Industrials - 11.78% | | | | |
Aerospace & Defense - 3.31% | | | | |
General Dynamics Corp. | | 83,500 | | 6,057,925 |
Raytheon Company | | 50,900 | | 2,862,616 |
| | | |
|
| | | | 8,920,541 |
Air Freight & Logistics - 2.36% | | | | |
FedEx Corp. | | 74,983 | | 6,355,559 |
Airlines - 0.96% | | | | |
Southwest Airlines Company | | 206,000 | | 2,591,480 |
Machinery - 4.42% | | | | |
Illinois Tool Works, Inc. | | 105,848 | | 4,818,201 |
PACCAR, Inc. (L) | | 118,400 | | 4,185,440 |
Pall Corp. | | 74,400 | | 2,936,568 |
| | | |
|
| | | | 11,940,209 |
Road & Rail - 0.73% | | | | |
Ryder Systems, Inc. | | 55,700 | | 1,965,653 |
| | | |
|
| | | | 31,773,442 |
Information Technology - 16.39% | | | | |
Communications Equipment - 0.79% | | | | |
QUALCOMM, Inc. | | 58,000 | | 2,128,020 |
Computers & Peripherals - 5.32% | | | | |
Apple, Inc. (I) | | 29,900 | | 6,118,138 |
Hewlett-Packard Company | | 110,400 | | 5,607,216 |
Seagate Technology (I) | | 132,800 | | 2,644,048 |
| | | |
|
| | | | 14,369,402 |
Semiconductors & Semiconductor Equipment - 3.58% | | |
Applied Materials, Inc. | | 132,500 | | 1,621,800 |
Broadcom Corp., Class A | | 99,900 | | 3,128,868 |
Intersil Corp. | | 89,000 | | 1,320,760 |
Marvell Technology Group, Ltd. (I) | | 123,700 | | 2,389,884 |
National Semiconductor Corp. | | 82,600 | | 1,196,048 |
| | | |
|
| | | | 9,657,360 |
| | |
The accompanying notes are an integral part of the financial statements. | 148 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Large Cap Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
COMMON STOCKS (continued) | | | | |
Software - 6.70% | | | | |
Autodesk, Inc. (I) | | 126,500 | $ | 3,526,820 |
Intuit, Inc. (I) | | 57,500 | | 1,860,700 |
Microsoft Corp. | | 289,500 | | 8,297,070 |
VMware, Inc., Class A (I)(L) | | 88,855 | | 4,399,211 |
| | | |
|
| | | | 18,083,801 |
| | | |
|
| | | | 44,238,583 |
Materials - 2.23% | | | | |
Chemicals - 1.01% | | | | |
Monsanto Company | | 38,500 | | 2,720,025 |
Containers & Packaging - 1.22% | | | | |
Ball Corp. (L) | | 61,200 | | 3,307,248 |
| | | |
|
| | | | 6,027,273 |
Telecommunication Services - 1.99% | | | | |
Diversified Telecommunication Services - 1.99% | | | |
AT&T, Inc. | | 216,400 | | 5,368,884 |
Utilities - 5.27% | | | | |
Electric Utilities - 5.09% | | | | |
American Electric Power Company, Inc. | | 141,443 | | 4,755,314 |
Exelon Corp. | | 118,713 | | 5,140,274 |
FirstEnergy Corp. | | 75,600 | | 2,921,940 |
Pepco Holdings, Inc. | | 54,781 | | 921,416 |
| | | |
|
| | | | 13,738,944 |
Independent Power Producers & Energy Traders - 0.18% | | |
Dynegy, Inc., Class A (I) | | 323,300 | | 484,950 |
| | | |
|
| | | | 14,223,894 |
|
TOTAL COMMON STOCKS (Cost $234,889,685) | | $ | 260,703,748 |
|
|
INVESTMENT COMPANIES - 1.64% | | | | |
Investment Companies - 1.64% | | | | |
SPDR Trust Series 1 | | 40,000 | | 4,430,400 |
|
TOTAL INVESTMENT COMPANIES (Cost $4,404,328) | $ | 4,430,400 |
|
|
SHORT-TERM INVESTMENTS - 10.07% | | | |
Repurchase Agreement - 2.00% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 02/26/2010 at 0.010% to be | | | | |
repurchased at $5,402,005 on 03/01/2010, | | | |
collateralized by $5,325,000 Federal | | | | |
National Mortgage Association, 5.80% due | | | |
02/09/2026 (valued at $5,511,375, | | | | |
including interest) | $ | 5,402,000 | | 5,402,000 |
Securities Lending Collateral - 8.07% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 2,175,448 | | 21,776,453 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $27,176,503) | $ | 27,178,453 |
|
Total Investments (Large Cap Fund) | | | | |
(Cost $266,470,516) - 108.33% | | | $ | 292,312,601 |
Other assets and liabilities, net - (8.33%) | | | (22,486,871) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 269,825,730 |
| |
|
| | | | |
Large Cap Value Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 98.58% | | | | |
Consumer Discretionary - 3.73% | | | | |
Media - 0.64% | | | | |
Viacom, Inc., Class B (I) | | 123,000 | $ | 3,646,950 |
Multiline Retail - 1.18% | | | | |
Big Lots, Inc. (I) | | 201,000 | | 6,733,500 |
Specialty Retail - 1.91% | | | | |
AutoNation, Inc. (I)(L) | | 125,000 | | 2,218,750 |
Limited Brands, Inc. (L) | | 275,000 | | 6,080,250 |
Signet Jewelers, Ltd. (I) | | 35,000 | | 1,008,350 |
The Gap, Inc. | | 73,000 | | 1,569,500 |
| | | |
|
| | | | 10,876,850 |
| | | |
|
| | | | 21,257,300 |
Consumer Staples - 4.89% | | | | |
Food Products - 1.77% | | | | |
Del Monte Foods Company | | 478,000 | | 5,602,160 |
General Mills, Inc. | | 11,000 | | 792,110 |
Sara Lee Corp. | | 272,000 | | 3,688,320 |
| | | |
|
| | | | 10,082,590 |
Household Products - 1.00% | | | | |
Kimberly-Clark Corp. | | 94,000 | | 5,709,560 |
Tobacco - 2.12% | | | | |
Lorillard, Inc. | | 73,000 | | 5,331,920 |
Reynolds American, Inc. | | 128,000 | | 6,758,400 |
| | | |
|
| | | | 12,090,320 |
| | | |
|
| | | | 27,882,470 |
Energy - 20.85% | | | | |
Energy Equipment & Services - 8.76% | | | | |
Atwood Oceanics, Inc. (I) | | 163,000 | | 5,453,980 |
Helix Energy Solutions Group, Inc (I) | | 149,000 | | 1,714,990 |
Nabors Industries, Ltd. (I) | | 283,000 | | 6,237,320 |
National Oilwell Varco, Inc. | | 166,000 | | 7,216,020 |
Oil States International, Inc. (I) | | 166,000 | | 7,141,320 |
Pride International, Inc. (I) | | 222,000 | | 6,211,560 |
Rowan Companies, Inc. (I) | | 243,000 | | 6,322,860 |
SEACOR Holdings, Inc. (I) | | 52,000 | | 3,971,760 |
Tidewater, Inc. (L) | | 127,000 | | 5,660,390 |
| | | |
|
| | | | 49,930,200 |
Oil, Gas & Consumable Fuels - 12.09% | | | | |
Cabot Corp. | | 127,000 | | 3,690,620 |
Chevron Corp. | | 68,000 | | 4,916,400 |
ConocoPhillips | | 267,000 | | 12,816,000 |
El Paso Corp. | | 125,000 | | 1,308,750 |
Exxon Mobil Corp. (L) | | 205,000 | | 13,325,000 |
Marathon Oil Corp. | | 260,000 | | 7,527,000 |
Southern Union Company | | 222,000 | | 5,314,680 |
Tesoro Corp. (L) | | 403,000 | | 4,803,760 |
The Williams Companies, Inc. | | 325,000 | | 7,000,500 |
XTO Energy, Inc. | | 179,000 | | 8,180,300 |
| | | |
|
| | | | 68,883,010 |
| | | |
|
| | | | 118,813,210 |
Financials - 12.45% | | | | |
Diversified Financial Services - 2.86% | | | | |
JPMorgan Chase & Company | | 109,000 | | 4,574,730 |
The Goldman Sachs Group, Inc. | | 75,000 | | 11,726,250 |
| | | |
|
| | | | 16,300,980 |
Insurance - 9.59% | | | | |
Allied World Assurance | | | | |
Company Holdings, Ltd. | | 116,000 | | 5,347,600 |
| | |
The accompanying notes are an integral part of the financial statements. | 149 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Large Cap Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Insurance (continued) | | | | |
American Financial Group, Inc. | | 245,000 | $ | 6,338,150 |
Axis Capital Holdings, Ltd. | | 20,000 | | 629,000 |
Chubb Corp. | | 20,000 | | 1,009,200 |
Endurance Specialty Holdings, Ltd. | | 106,000 | | 4,076,760 |
Everest Re Group, Ltd. | | 74,000 | | 6,321,080 |
HCC Insurance Holdings, Inc. | | 196,000 | | 5,468,400 |
Loews Corp. | | 17,000 | | 619,820 |
PartnerRe, Ltd. | | 59,000 | | 4,696,990 |
RenaissanceRe Holdings, Ltd. | | 118,000 | | 6,532,480 |
The Travelers Companies, Inc. | | 173,000 | | 9,098,070 |
Unum Group (L) | | 216,000 | | 4,494,960 |
| | | |
|
| | | | 54,632,510 |
| | | |
|
| | | | 70,933,490 |
Health Care - 16.86% | | | | |
Biotechnology - 0.92% | | | | |
Amgen, Inc. (I) | | 92,000 | | 5,208,120 |
Health Care Equipment & Supplies - 0.96% | | | | |
Kinetic Concepts, Inc. (I) | | 131,000 | | 5,491,520 |
Health Care Providers & Services - 11.34% | | | | |
AmerisourceBergen Corp. | | 209,000 | | 5,860,360 |
Cardinal Health, Inc. | | 217,000 | | 7,371,490 |
Community Health Systems, Inc. (I)(L) | | 161,000 | | 5,517,470 |
Coventry Health Care, Inc. (I) | | 247,000 | | 5,725,460 |
Humana, Inc. (I) | | 149,000 | | 7,052,170 |
Lincare Holdings, Inc. (I)(L) | | 154,000 | | 6,184,640 |
McKesson Corp. | | 110,000 | | 6,506,500 |
UnitedHealth Group, Inc. | | 310,000 | | 10,496,600 |
WellPoint, Inc. (I) | | 160,000 | | 9,899,200 |
| | | |
|
| | | | 64,613,890 |
Pharmaceuticals - 3.64% | | | | |
Endo Pharmaceutical Holdings, Inc. (I) | | 292,000 | | 6,643,000 |
Forest Laboratories, Inc. (I) | | 220,000 | | 6,573,600 |
Pfizer, Inc. | | 197,000 | | 3,457,350 |
Watson Pharmaceuticals, Inc. (I) | | 102,000 | | 4,058,580 |
| | | |
|
| | | | 20,732,530 |
| | | |
|
| | | | 96,046,060 |
Industrials - 13.79% | | | | |
Aerospace & Defense - 3.27% | | | | |
L-3 Communications Holdings, Inc. | | 61,000 | | 5,576,620 |
Northrop Grumman Corp. | | 132,000 | | 8,086,320 |
Raytheon Company | | 88,000 | | 4,949,120 |
| | | |
|
| | | | 18,612,060 |
Commercial Services & Supplies - 1.00% | | | | |
R.R. Donnelley & Sons Company | | 286,000 | | 5,688,540 |
Construction & Engineering - 1.27% | | | | |
KBR, Inc. | | 314,000 | | 6,502,940 |
URS Corp. (I) | | 16,000 | | 744,000 |
| | | |
|
| | | | 7,246,940 |
Electrical Equipment - 0.70% | | | | |
Hubbell, Inc. | | 13,000 | | 609,050 |
Thomas & Betts Corp. (I) | | 93,000 | | 3,357,300 |
| | | |
|
| | | | 3,966,350 |
Industrial Conglomerates - 1.43% | | | | |
Carlisle Companies, Inc. | | 51,000 | | 1,749,300 |
General Electric Company | | 398,000 | | 6,391,880 |
| | | |
|
| | | | 8,141,180 |
Machinery - 4.45% | | | | |
Dover Corp. | | 39,000 | | 1,765,140 |
| | | | |
Large Cap Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Machinery (continued) | | | | |
Eaton Corp. | | 103,000 | $ | 7,016,360 |
Harsco Corp. | | 17,000 | | 510,340 |
Parker-Hannifin Corp. | | 116,000 | | 6,995,960 |
SPX Corp. | | 79,000 | | 4,699,710 |
Timken Company | | 167,000 | | 4,380,410 |
| | | |
|
| | | | 25,367,920 |
Professional Services - 1.01% | | | | |
Manpower, Inc. | | 112,000 | | 5,770,240 |
Road & Rail - 0.66% | | | | |
Ryder Systems, Inc. | | 107,000 | | 3,776,030 |
| | | |
|
| | | | 78,569,260 |
Information Technology - 5.20% | | | | |
Computers & Peripherals - 0.91% | | | | |
Western Digital Corp. (I) | | 134,000 | | 5,176,420 |
Electronic Equipment, Instruments & Components - 0.96% | | |
Tech Data Corp. (I) | | 128,000 | | 5,483,520 |
IT Services - 2.32% | | | | |
Amdocs, Ltd. (I) | | 90,000 | | 2,617,200 |
Broadridge Financial Solutions, Inc. | | 142,000 | | 2,987,680 |
Computer Sciences Corp. (I) | | 125,000 | | 6,473,750 |
DST Systems, Inc. | | 30,000 | | 1,152,900 |
| | | |
|
| | | | 13,231,530 |
Software - 1.01% | | | | |
CA, Inc. | | 255,000 | | 5,737,500 |
| | | |
|
| | | | 29,628,970 |
Materials - 10.43% | | | | |
Chemicals - 5.11% | | | | |
Cytec Industries, Inc. | | 30,000 | | 1,280,100 |
Eastman Chemical Company | | 101,000 | | 6,014,550 |
Huntsman Corp. | | 432,000 | | 5,931,360 |
Lubrizol Corp. | | 82,000 | | 6,478,820 |
PPG Industries, Inc. (L) | | 113,000 | | 6,954,020 |
RPM International, Inc. | | 128,000 | | 2,464,000 |
| | | |
|
| | | | 29,122,850 |
Containers & Packaging - 1.93% | | | | |
Bemis Company, Inc. | | 108,000 | | 3,161,160 |
Pactiv Corp. (I) | | 216,000 | | 5,348,160 |
Sealed Air Corp. | | 37,000 | | 755,910 |
Temple-Inland, Inc. | | 93,000 | | 1,731,660 |
| | | |
|
| | | | 10,996,890 |
Metals & Mining - 1.20% | | | | |
Freeport-McMoRan Copper & Gold, Inc. | | 91,000 | | 6,839,560 |
Paper & Forest Products - 2.19% | | | | |
International Paper Company | | 293,000 | | 6,788,810 |
MeadWestvaco Corp. | | 247,000 | | 5,666,180 |
| | | |
|
| | | | 12,454,990 |
| | | |
|
| | | | 59,414,290 |
Telecommunication Services - 3.46% | | | | |
Diversified Telecommunication Services - 3.46% | | | | |
AT&T, Inc. | | 256,000 | | 6,351,360 |
Verizon Communications, Inc. | | 462,000 | | 13,365,660 |
| | | |
|
| | | | 19,717,020 |
| | | |
|
| | | | 19,717,020 |
Utilities - 6.92% | | | | |
Electric Utilities - 0.68% | | | | |
Edison International | | 119,000 | | 3,882,970 |
| | |
The accompanying notes are an integral part of the financial statements. | 150 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Large Cap Value Fund (continued) | | |
| | Shares or | |
| | Principal | |
| | Amount | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Gas Utilities - 1.31% | | | | |
Atmos Energy Corp. | | 97,000 | $ | 2,663,620 |
ONEOK, Inc. | | 14,000 | | 620,620 |
UGI Corp. | | 166,000 | | 4,158,300 |
| | | |
|
| | | | 7,442,540 |
Independent Power Producers & Energy Traders - 2.73% | | |
Mirant Corp. (I) | | 388,000 | | 4,881,040 |
NRG Energy, Inc. (I) | | 256,000 | | 5,591,040 |
The AES Corp. (I) | | 435,000 | | 5,085,150 |
| | | |
|
| | | | 15,557,230 |
Multi-Utilities - 2.20% | | | | |
DTE Energy Company | | 147,000 | | 6,382,740 |
NiSource, Inc. | | 412,000 | | 6,188,240 |
| | | |
|
| | | | 12,570,980 |
| | | |
|
| | | | 39,453,720 |
|
TOTAL COMMON STOCKS (Cost $518,697,775) | | $ | 561,715,790 |
|
|
SHORT-TERM INVESTMENTS - 6.23% | | | |
Repurchase Agreement - 1.20% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 2/26/2010 at 0.01% to be repurchased | | | |
at $6,857,006 on 3/1/2010, collateralized by | | | |
$6,970,000 Federal Home Loan Bank, | | | | |
1.32% due 3/9/2012 (valued at $6,996,138, | | | |
including interest) | $ | 6,857,000 | | 6,857,000 |
Securities Lending Collateral - 5.03% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y) | | 2,864,581 | | 28,674,739 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $35,520,753) | $ | 35,531,739 |
|
Total Investments (Large Cap Value Fund) | | | |
(Cost $554,218,528) - 104.81% | | | $ | 597,247,529 |
Other assets and liabilities, net - (4.81%) | | | (27,419,695) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 569,827,834 |
| | |
| | | | |
Mid Cap Index Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 97.00% | | | | |
Consumer Discretionary - 13.98% | | | | |
Auto Components - 0.75% | | | | |
BorgWarner, Inc. (I)(L) | | 70,559 | $ | 2,643,140 |
Gentex Corp. | | 83,313 | | 1,617,105 |
| | | |
|
| | | | 4,260,245 |
Automobiles - 0.13% | | | | |
Thor Industries, Inc. | | 21,447 | | 727,697 |
Distributors - 0.29% | | | | |
LKQ Corp. (I) | | 85,469 | | 1,636,731 |
Diversified Consumer Services - 1.86% | | | | |
Brink’s Home Security Holdings, Inc. (I) | | 27,685 | | 1,158,617 |
Career Education Corp. (I)(L) | | 42,363 | | 1,178,539 |
Corinthian Colleges, Inc. (I)(L) | | 52,946 | | 858,784 |
ITT Educational Services, Inc. (I)(L) | | 18,758 | | 2,045,372 |
Matthews International Corp., Class A | | 18,333 | | 614,522 |
Regis Corp. | | 34,517 | | 570,566 |
Service Corp. International | | 153,156 | | 1,234,437 |
Sotheby’s (L) | | 40,436 | | 982,595 |
| | | | |
Mid Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Diversified Consumer Services (continued) | | | | |
Strayer Education, Inc. (L) | | 8,468 | $ | 1,920,796 |
| | | |
|
| | | | 10,564,228 |
Hotels, Restaurants & Leisure - 2.21% | | | | |
Bally Technologies, Inc. (I) | | 33,000 | | 1,366,530 |
Bob Evans Farms, Inc. | | 18,748 | | 534,505 |
Boyd Gaming Corp. (I)(L) | | 33,316 | | 254,534 |
Brinker International, Inc. | | 61,941 | | 1,121,752 |
Burger King Holdings, Inc. | | 55,569 | | 994,129 |
Chipotle Mexican Grill, Inc., Class A (I) | | 19,157 | | 2,005,929 |
International Speedway Corp., Class A | | 18,513 | | 494,482 |
Life Time Fitness, Inc. (I)(L) | | 25,020 | | 634,507 |
Panera Bread Company (I)(L) | | 19,051 | | 1,386,722 |
Scientific Games Corp. (I) | | 39,258 | | 663,068 |
The Cheesecake Factory, Inc. (I) | | 36,410 | | 861,097 |
Wendy’s/Arby’s Group, Inc., Class A | | 218,289 | | 1,065,250 |
WMS Industries, Inc. (I) | | 31,937 | | 1,211,370 |
| | | |
|
| | | | 12,593,875 |
Household Durables - 1.79% | | | | |
American Greetings Corp., Class A | | 23,857 | | 454,953 |
KB Home (L) | | 44,717 | | 727,993 |
M.D.C. Holdings, Inc. | | 22,713 | | 777,239 |
Mohawk Industries, Inc. (I) | | 33,935 | | 1,750,367 |
NVR, Inc. (I)(L) | | 3,589 | | 2,542,089 |
Ryland Group, Inc. | | 26,487 | | 600,990 |
Toll Brothers, Inc. (I)(L) | | 82,879 | | 1,560,612 |
Tupperware Brands Corp. | | 38,418 | | 1,795,273 |
| | | |
|
| | | | 10,209,516 |
Internet & Catalog Retail - 0.30% | | | | |
Netflix, Inc. (I)(L) | | 26,092 | | 1,723,377 |
Media - 0.84% | | | | |
Dreamworks Animation SKG, Inc. (I) | | 45,625 | | 1,982,863 |
Harte-Hanks, Inc. | | 23,056 | | 274,136 |
John Wiley & Sons, Inc. | | 25,859 | | 1,085,561 |
Lamar Advertising Company (I) | | 32,207 | | 968,787 |
Scholastic Corp. | | 15,417 | | 453,260 |
| | | |
|
| | | | 4,764,607 |
Multiline Retail - 0.72% | | | | |
99 Cents Only Stores (I) | | 27,479 | | 453,404 |
Dollar Tree, Inc. (I) | | 53,349 | | 2,973,673 |
Saks, Inc. (I)(L) | | 96,453 | | 673,242 |
| | | |
|
| | | | 4,100,319 |
Specialty Retail - 4.01% | | | | |
Aaron, Inc., Class B (L) | | 32,817 | | 973,680 |
Advance Auto Parts, Inc. | | 57,199 | | 2,333,719 |
Aeropostale, Inc. (I)(L) | | 39,932 | | 1,411,996 |
American Eagle Outfitters, Inc. | | 125,586 | | 2,118,636 |
AnnTaylor Stores Corp. (I)(L) | | 35,494 | | 610,852 |
Barnes & Noble, Inc. (L) | | 23,951 | | 480,697 |
CarMax, Inc. (I)(L) | | 134,081 | | 2,707,095 |
Chico’s FAS, Inc. | | 107,579 | | 1,457,695 |
Coldwater Creek, Inc. (I) | | 35,050 | | 181,910 |
Collective Brands, Inc. (I) | | 38,753 | | 875,818 |
Dick’s Sporting Goods, Inc. (I) | | 54,029 | | 1,314,526 |
Foot Locker, Inc. | | 94,544 | | 1,226,236 |
Guess?, Inc. | | 35,086 | | 1,431,158 |
J. Crew Group, Inc. (I)(L) | | 33,820 | | 1,423,146 |
PetSmart, Inc. | | 74,690 | | 2,033,062 |
Rent-A-Center, Inc. (I) | | 39,957 | | 888,644 |
Williams-Sonoma, Inc. (L) | | 63,908 | | 1,371,466 |
| | | |
|
| | | | 22,840,336 |
| | |
The accompanying notes are an integral part of the financial statements. | 151 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Textiles, Apparel & Luxury Goods - 1.08% | | | | |
Fossil, Inc. (I) | | 29,043 | $ | 1,052,809 |
Hanesbrands, Inc. (I) | | 57,512 | | 1,491,286 |
Phillips-Van Heusen Corp. | | 31,216 | | 1,358,520 |
The Warnaco Group, Inc. (I) | | 27,512 | | 1,148,351 |
Timberland Company, Class A (I) | | 26,763 | | 494,848 |
Under Armour, Inc., Class A (I)(L) | | 22,743 | | 592,683 |
| | | |
|
| | | | 6,138,497 |
| | | |
|
| | | | 79,559,428 |
Consumer Staples - 3.91% | | | | |
Beverages - 0.31% | | | | |
Hansen Natural Corp. (I) | | 43,080 | | 1,792,128 |
Food & Staples Retailing - 0.34% | | | | |
BJ’s Wholesale Club, Inc. (I)(L) | | 33,658 | | 1,217,410 |
Ruddick Corp. | | 24,661 | | 722,567 |
| | | |
|
| | | | 1,939,977 |
Food Products - 1.64% | | | | |
Corn Products International, Inc. | | 45,245 | | 1,474,082 |
Flowers Foods, Inc. (L) | | 46,721 | | 1,190,918 |
Green Mountain Coffee Roasters, Inc. (I)(L) | | 21,110 | | 1,781,473 |
Lancaster Colony Corp. | | 11,749 | | 676,037 |
Ralcorp Holdings, Inc. (I) | | 34,275 | | 2,289,913 |
Smithfield Foods, Inc. (I)(L) | | 85,124 | | 1,464,984 |
Tootsie Roll Industries, Inc. (L) | | 15,837 | | 430,925 |
| | | |
|
| | | | 9,308,332 |
Household Products - 0.93% | | | | |
Church & Dwight Company, Inc. | | 42,519 | | 2,856,426 |
Energizer Holdings, Inc. (I) | | 42,169 | | 2,443,694 |
| | | |
|
| | | | 5,300,120 |
Personal Products - 0.55% | | | | |
Alberto-Culver Company | | 51,611 | | 1,430,657 |
NBTY, Inc. (I) | | 37,399 | | 1,697,915 |
| | | |
|
| | | | 3,128,572 |
Tobacco - 0.14% | | | | |
Universal Corp. | | 14,920 | | 791,506 |
| | | |
|
| | | | 22,260,635 |
Energy - 6.49% | | | | |
Energy Equipment & Services - 2.19% | | | | |
Atwood Oceanics, Inc. (I) | | 34,181 | | 1,143,696 |
Exterran Holdings, Inc. (I) | | 37,788 | | 859,677 |
Helix Energy Solutions Group, Inc (I) | | 55,485 | | 638,632 |
Oceaneering International, Inc. (I) | | 33,173 | | 2,005,308 |
Patterson-UTI Energy, Inc. (L) | | 92,844 | | 1,433,511 |
Pride International, Inc. (I) | | 105,484 | | 2,951,442 |
Superior Energy Services, Inc. (I) | | 47,285 | | 977,381 |
Tidewater, Inc. (L) | | 31,254 | | 1,392,991 |
Unit Corp. (I) | | 24,414 | | 1,061,277 |
| | | |
|
| | | | 12,463,915 |
Oil, Gas & Consumable Fuels - 4.30% | | | | |
Arch Coal, Inc. | | 98,186 | | 2,208,203 |
Bill Barrett Corp. (I) | | 23,365 | | 792,307 |
Cabot Corp. | | 39,486 | | 1,147,463 |
Cimarex Energy Company | | 50,478 | | 3,016,565 |
Comstock Resources, Inc. (I) | | 28,180 | | 972,774 |
Encore Acquisition Company (I) | | 33,572 | | 1,662,821 |
Forest Oil Corp. (I) | | 67,863 | | 1,839,087 |
Frontier Oil Corp. | | 63,262 | | 783,816 |
Mariner Energy, Inc. (I) | | 61,516 | | 923,970 |
Newfield Exploration Company (I) | | 80,311 | | 4,101,483 |
Overseas Shipholding Group, Inc. (L) | | 14,128 | | 628,555 |
| | | | |
Mid Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Oil, Gas & Consumable Fuels (continued) | | | | |
Patriot Coal Corp. (I)(L) | | 45,314 | $ | 754,931 |
Plains Exploration & Production Company (I) | | 84,198 | | 2,762,536 |
Quicksilver Resources, Inc. (I)(L) | | 71,561 | | 1,067,690 |
Southern Union Company | | 74,993 | | 1,795,332 |
| | | |
|
| | | | 24,457,533 |
| | | |
|
| | | | 36,921,448 |
Financials - 18.99% | | | | |
Commercial Banks - 3.57% | | | | |
Associated Banc Corp. (L) | | 100,858 | | 1,302,077 |
BancorpSouth, Inc. (L) | | 44,387 | | 864,215 |
Bank of Hawaii Corp. | | 28,976 | | 1,223,077 |
Cathay General Bancorp | | 37,373 | | 363,639 |
City National Corp. (L) | | 26,150 | | 1,305,408 |
Commerce Bancshares, Inc. | | 44,087 | | 1,785,964 |
Cullen/Frost Bankers, Inc. (L) | | 36,230 | | 1,961,855 |
FirstMerit Corp. | | 51,888 | | 1,096,912 |
Fulton Financial Corp. | | 106,541 | | 1,024,924 |
International Bancshares Corp. (L) | | 31,347 | | 664,556 |
PacWest Bancorp (L) | | 17,999 | | 365,380 |
Prosperity Bancshares, Inc. | | 28,400 | | 1,187,972 |
SVB Financial Group (I) | | 24,787 | | 1,104,509 |
Synovus Financial Corp. (L) | | 290,364 | | 827,537 |
TCF Financial Corp. (L) | | 67,732 | | 978,050 |
Trustmark Corp. (L) | | 33,808 | | 770,822 |
Valley National Bancorp (L) | | 89,360 | | 1,286,784 |
Webster Financial Corp. | | 38,876 | | 622,016 |
WestAmerica Bancorp (L) | | 17,654 | | 968,852 |
Wilmington Trust Corp. | | 41,942 | | 604,804 |
| | | |
|
| | | | 20,309,353 |
Consumer Finance - 0.23% | | | | |
AmeriCredit Corp. (I)(L) | | 58,061 | | 1,291,857 |
Diversified Financial Services - 2.37% | | | | |
Affiliated Managers Group, Inc. (I)(L) | | 25,419 | | 1,808,053 |
Apollo Investment Corp. | | 105,305 | | 1,227,856 |
Eaton Vance Corp. (L) | | 70,998 | | 2,143,430 |
Jefferies Group, Inc. (L) | | 72,177 | | 1,801,538 |
MSCI, Inc. (I) | | 62,544 | | 1,875,069 |
Raymond James Financial, Inc. (L) | | 59,688 | | 1,543,532 |
SEI Investments Company | | 78,288 | | 1,379,435 |
Waddell & Reed Financial, Inc. | | 51,581 | | 1,695,983 |
| | | |
|
| | | | 13,474,896 |
Insurance - 4.24% | | | | |
American Financial Group, Inc. | | 47,771 | | 1,235,836 |
Arthur J. Gallagher & Company | | 61,532 | | 1,460,154 |
Brown & Brown, Inc. | | 71,256 | | 1,195,676 |
Everest Re Group, Ltd. | | 36,497 | | 3,117,574 |
Fidelity National Financial, Inc., Class A | | 139,262 | | 1,984,484 |
First American Corp. | | 60,767 | | 1,958,520 |
Hanover Insurance Group, Inc. | | 30,242 | | 1,274,700 |
HCC Insurance Holdings, Inc. | | 67,999 | | 1,897,172 |
Horace Mann Educators Corp. | | 23,684 | | 318,313 |
Mercury General Corp. | | 21,518 | | 883,529 |
Old Republic International Corp. | | 145,461 | | 1,642,255 |
Protective Life Corp. | | 51,728 | | 949,726 |
Reinsurance Group of America, Inc. | | 44,003 | | 2,091,463 |
StanCorp Financial Group, Inc. | | 29,706 | | 1,276,764 |
Unitrin, Inc. | | 30,153 | | 728,496 |
W.R. Berkley Corp. | | 81,617 | | 2,100,822 |
| | | |
|
| | | | 24,115,484 |
Real Estate Investment Trusts - 6.86% | | | | |
Alexandria Real Estate Equities, Inc. (L) | | 26,701 | | 1,645,316 |
| | |
The accompanying notes are an integral part of the financial statements. | 152 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Real Estate Investment Trusts (continued) | | | | |
AMB Property Corp. | | 88,433 | $ | 2,152,459 |
BRE Properties, Inc. | | 32,846 | | 1,107,239 |
Camden Property Trust | | 38,790 | | 1,553,540 |
Corporate Office Properties Trust | | 35,208 | | 1,296,711 |
Cousins Properties, Inc. | | 60,314 | | 433,658 |
Duke Realty Corp. | | 135,395 | | 1,502,885 |
Equity One, Inc. (L) | | 19,864 | | 366,888 |
Essex Property Trust, Inc. (L) | | 17,600 | | 1,511,840 |
Federal Realty Investment Trust (L) | | 36,984 | | 2,550,417 |
Highwoods Properties, Inc. | | 42,963 | | 1,248,075 |
Hospitality Properties Trust | | 74,576 | | 1,638,435 |
Liberty Property Trust | | 68,066 | | 2,105,281 |
Macerich Company (L) | | 58,302 | | 2,077,883 |
Mack-Cali Realty Corp. | | 47,538 | | 1,594,425 |
Nationwide Health Properties, Inc. | | 67,836 | | 2,251,477 |
OMEGA Healthcare Investors, Inc. | | 51,446 | | 975,931 |
Potlatch Corp. (L) | | 24,040 | | 793,801 |
Rayonier, Inc. (L) | | 48,031 | | 1,996,649 |
Realty Income Corp. (L) | | 63,035 | | 1,764,980 |
Regency Centers Corp. (L) | | 48,546 | | 1,683,090 |
Senior Housing Properties Trust | | 76,992 | | 1,600,664 |
SL Green Realty Corp. (L) | | 46,677 | | 2,383,328 |
UDR, Inc. | | 92,371 | | 1,551,833 |
Weingarten Realty Investors (L) | | 62,993 | | 1,297,026 |
| | | |
|
| | | | 39,083,831 |
Real Estate Management & Development - 0.28% | | | | |
Jones Lang LaSalle, Inc. | | 25,286 | | 1,610,465 |
Thrifts & Mortgage Finance - 1.44% | | | | |
Astoria Financial Corp. | | 49,274 | | 653,866 |
First Niagara Financial Group, Inc. | | 113,756 | | 1,597,134 |
New York Community Bancorp, Inc. (L) | | 251,350 | | 3,893,412 |
NewAlliance Bancshares, Inc. | | 64,104 | | 767,966 |
Washington Federal, Inc. | | 67,860 | | 1,322,591 |
| | | |
|
| | | | 8,234,969 |
| | | |
|
| | | | 108,120,855 |
Health Care - 12.09% | | | | |
Biotechnology - 1.35% | | | | |
OSI Pharmaceuticals, Inc. (I)(L) | | 35,086 | | 1,298,884 |
United Therapeutics Corp. (I) | | 28,638 | | 1,644,108 |
Vertex Pharmaceuticals, Inc. (I) | | 116,469 | | 4,729,806 |
| | | |
|
| | | | 7,672,798 |
Health Care Equipment & Supplies - 3.90% | | | | |
Beckman Coulter, Inc. | | 41,906 | | 2,747,357 |
Edwards Lifesciences Corp. (I) | | 34,193 | | 3,139,943 |
Gen-Probe, Inc. (I) | | 29,670 | | 1,337,524 |
Hill-Rom Holdings, Inc. (L) | | 37,881 | | 993,997 |
Hologic, Inc. (I) | | 155,924 | | 2,689,689 |
IDEXX Laboratories, Inc. (I)(L) | | 35,415 | | 1,870,266 |
Immucor, Inc. (I) | | 42,393 | | 819,457 |
Kinetic Concepts, Inc. (I)(L) | | 37,455 | | 1,570,114 |
Masimo Corp. (L) | | 31,392 | | 869,244 |
ResMed, Inc. (I)(L) | | 45,308 | | 2,586,181 |
STERIS Corp. | | 35,497 | | 1,122,060 |
Teleflex, Inc. | | 24,013 | | 1,463,352 |
Thoratec Corp. (I)(L) | | 34,374 | | 991,690 |
| | | |
|
| | | | 22,200,874 |
Health Care Providers & Services - 3.20% | | | | |
Community Health Systems, Inc. (I)(L) | | 56,174 | | 1,925,083 |
Health Management Associates, Inc. (I) | | 150,135 | | 1,094,484 |
Health Net, Inc. (I) | | 62,822 | | 1,450,560 |
Henry Schein, Inc. (I)(L) | | 54,692 | | 3,108,146 |
| | | | |
Mid Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Health Care Providers & Services (continued) | | | | |
Kindred Healthcare, Inc. (I) | | 23,620 | $ | 411,460 |
LifePoint Hospitals, Inc. (I) | | 33,106 | | 1,009,733 |
Lincare Holdings, Inc. (I)(L) | | 41,176 | | 1,653,628 |
Omnicare, Inc. (L) | | 72,132 | | 1,952,613 |
Owens & Minor, Inc. | | 25,305 | | 1,129,868 |
Psychiatric Solutions, Inc. (I)(L) | | 33,999 | | 729,279 |
Universal Health Services, Inc., Class B | | 59,477 | | 1,844,977 |
VCA Antech, Inc. (I) | | 51,666 | | 1,230,684 |
WellCare Health Plans, Inc. (I) | | 25,579 | | 682,959 |
| | | |
|
| | | | 18,223,474 |
Health Care Technology - 0.60% | | | | |
Cerner Corp. (I)(L) | | 40,954 | | 3,397,134 |
Life Sciences Tools & Services - 1.93% | | | | |
Affymetrix, Inc. (I) | | 42,951 | | 313,972 |
Bio-Rad Laboratories, Inc. (I) | | 11,634 | | 1,086,499 |
Charles River Laboratories | | | | |
International, Inc. (I) | | 39,831 | | 1,510,392 |
Covance, Inc. (I)(L) | | 38,702 | | 2,191,307 |
Mettler-Toledo International, Inc. (I) | | 20,400 | | 2,027,964 |
Pharmaceutical Product Development | | 71,421 | | 1,504,126 |
Techne Corp. | | 22,514 | | 1,439,095 |
Varian, Inc. (I) | | 17,471 | | 902,901 |
| | | |
|
| | | | 10,976,256 |
Pharmaceuticals - 1.11% | | | | |
Endo Pharmaceutical Holdings, Inc. (I) | | 70,876 | | 1,612,429 |
Medicis Pharmaceutical Corp., Class A | | 35,955 | | 808,988 |
Perrigo Company | | 48,627 | | 2,410,440 |
Valeant Pharmaceuticals International (I)(L) | | 40,805 | | 1,518,762 |
| | | |
|
| | | | 6,350,619 |
| | | |
|
| | | | 68,821,155 |
Industrials - 13.90% | | | | |
Aerospace & Defense - 0.56% | | | | |
Alliant Techsystems, Inc. (I)(L) | | 19,903 | | 1,581,293 |
BE Aerospace, Inc. (I) | | 61,101 | | 1,582,516 |
| | | |
|
| | | | 3,163,809 |
Airlines - 0.31% | | | | |
Airtran Holdings, Inc. (I)(L) | | 81,330 | | 392,011 |
Alaska Air Group, Inc. (I) | | 21,310 | | 745,850 |
JetBlue Airways Corp. (I)(L) | | 124,599 | | 657,883 |
| | | |
|
| | | | 1,795,744 |
Building Products - 0.22% | | | | |
Lennox International, Inc. | | 29,434 | | 1,242,115 |
Commercial Services & Supplies - 1.56% | | | | |
Brinks Company | | 28,927 | | 737,060 |
Clean Harbors, Inc. (I) | | 13,789 | | 783,767 |
Copart, Inc. (I) | | 40,658 | | 1,450,677 |
Corrections Corp. of America (I) | | 69,809 | | 1,493,913 |
Deluxe Corp. | | 30,950 | | 555,553 |
Herman Miller, Inc. | | 33,782 | | 614,832 |
HNI Corp. (L) | | 27,222 | | 647,067 |
Mine Safety Appliances Company | | 18,260 | | 463,621 |
Rollins, Inc. | | 26,340 | | 559,725 |
Waste Connections, Inc. (I) | | 47,568 | | 1,599,236 |
| | | |
|
| | | | 8,905,451 |
Construction & Engineering - 1.50% | | | | |
Aecom Technology Corp. (I) | | 68,067 | | 1,844,616 |
Granite Construction, Inc. (L) | | 20,329 | | 561,690 |
KBR, Inc. | | 96,926 | | 2,007,337 |
Shaw Group, Inc. (I) | | 50,579 | | 1,755,091 |
| | |
The accompanying notes are an integral part of the financial statements. | 153 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Construction & Engineering (continued) | | | | |
URS Corp. (I) | | 50,725 | $ | 2,358,713 |
| | | |
|
| | | | 8,527,447 |
Electrical Equipment - 1.34% | | | | |
AMETEK, Inc. | | 65,182 | | 2,544,705 |
Hubbell, Inc. | | 35,708 | | 1,672,920 |
Regal-Beloit Corp. (L) | | 22,263 | | 1,256,078 |
Thomas & Betts Corp. (I) | | 31,654 | | 1,142,709 |
Woodward Governor Company | | 34,295 | | 987,353 |
| | | |
|
| | | | 7,603,765 |
Industrial Conglomerates - 0.22% | | | | |
Carlisle Companies, Inc. | | 37,032 | | 1,270,198 |
Machinery - 5.24% | | | | |
AGCO Corp. (I)(L) | | 55,882 | | 1,913,959 |
Bucyrus International, Inc. | | 45,414 | | 2,841,100 |
Crane Company | | 28,281 | | 895,659 |
Donaldson Company, Inc. | | 46,710 | | 1,927,255 |
Federal Signal Corp. | | 29,468 | | 226,020 |
Graco, Inc. | | 36,249 | | 993,585 |
Harsco Corp. | | 48,546 | | 1,457,351 |
IDEX Corp. | | 48,855 | | 1,514,505 |
Joy Global, Inc. | | 61,847 | | 3,141,828 |
Kennametal, Inc. | | 49,202 | | 1,281,712 |
Lincoln Electric Holdings, Inc. | | 25,706 | | 1,226,176 |
Nordson Corp. | | 20,307 | | 1,336,201 |
Oshkosh Corp. (I) | | 54,075 | | 2,061,339 |
Pentair, Inc. | | 59,441 | | 1,935,399 |
SPX Corp. | | 29,794 | | 1,772,445 |
Terex Corp. (I) | | 65,340 | | 1,272,170 |
Timken Company | | 48,001 | | 1,259,066 |
Trinity Industries, Inc. (L) | | 47,920 | | 806,494 |
Valmont Industries, Inc. | | 12,071 | | 859,455 |
Wabtec Corp. (L) | | 28,751 | | 1,096,563 |
| | | |
|
| | | | 29,818,282 |
Marine - 0.33% | | | | |
Alexander & Baldwin, Inc. | | 24,807 | | 798,289 |
Kirby Corp. (I)(L) | | 32,527 | | 1,073,716 |
| | | |
|
| | | | 1,872,005 |
Professional Services - 1.06% | | | | |
Corporate Executive Board Company | | 20,635 | | 472,129 |
FTI Consulting, Inc. (I)(L) | | 31,318 | | 1,150,623 |
Korn/Ferry International (I) | | 27,600 | | 471,408 |
Manpower, Inc. | | 47,422 | | 2,443,181 |
Navigant Consulting Company (I) | | 30,222 | | 351,482 |
Towers Watson & Company | | 25,778 | | 1,138,614 |
| | | |
|
| | | | 6,027,437 |
Road & Rail - 1.17% | | | | |
Con-way, Inc. (L) | | 29,753 | | 966,675 |
J.B. Hunt Transport Services, Inc. | | 53,024 | | 1,881,292 |
Kansas City Southern (I)(L) | | 58,029 | | 1,990,395 |
Landstar System, Inc. | | 30,727 | | 1,225,700 |
Werner Enterprises, Inc. (L) | | 26,461 | | 590,345 |
| | | |
|
| | | | 6,654,407 |
Trading Companies & Distributors - 0.39% | | | | |
GATX Corp. | | 27,865 | | 742,602 |
MSC Industrial Direct Company, | | | | |
Inc., Class A (L) | | 26,578 | | 1,211,159 |
United Rentals, Inc. (I) | | 36,358 | | 274,503 |
| | | |
|
| | | | 2,228,264 |
| | | |
|
| | | | 79,108,924 |
| | | | |
Mid Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Information Technology - 14.44% | | | | |
Communications Equipment - 1.87% | | | | |
3Com Corp. (I) | | 237,042 | $ | 1,808,630 |
ADC Telecommunications, Inc. (I) | | 58,405 | | 370,288 |
ADTRAN, Inc. (L) | | 33,806 | | 790,384 |
Ciena Corp. (I)(L) | | 55,327 | | 793,389 |
CommScope, Inc. (I) | | 56,690 | | 1,445,028 |
F5 Networks, Inc. (I) | | 47,915 | | 2,673,657 |
Palm, Inc. (I)(L) | | 99,932 | | 609,585 |
Plantronics, Inc. | | 29,695 | | 844,229 |
Polycom, Inc. (I) | | 51,011 | | 1,331,897 |
| | | |
|
| | | | 10,667,087 |
Computers & Peripherals - 0.42% | | | | |
Diebold, Inc. | | 40,080 | | 1,160,717 |
NCR Corp. (I) | | 96,227 | | 1,214,385 |
| | | |
|
| | | | 2,375,102 |
Electronic Equipment, Instruments & Components - 2.36% | | |
Arrow Electronics, Inc. (I) | | 72,397 | | 2,042,319 |
Avnet, Inc. (I) | | 91,436 | | 2,524,548 |
Ingram Micro, Inc., Class A (I) | | 98,898 | | 1,750,495 |
Itron, Inc. (I) | | 24,253 | | 1,623,738 |
National Instruments Corp. | | 34,297 | | 1,084,471 |
Tech Data Corp. (I) | | 30,756 | | 1,317,587 |
Trimble Navigation, Ltd. (I) | | 72,756 | | 1,954,954 |
Vishay Intertechnology, Inc. (I)(L) | | 112,810 | | 1,156,303 |
| | | |
|
| | | | 13,454,415 |
Internet Software & Services - 0.87% | | | | |
AOL, Inc. (I) | | 65,148 | | 1,614,367 |
Digital River, Inc. (I) | | 23,358 | | 614,082 |
Equinix, Inc. (I)(L) | | 23,563 | | 2,225,997 |
ValueClick, Inc. (I) | | 51,780 | | 491,392 |
| | | |
|
| | | | 4,945,838 |
IT Services - 2.71% | | | | |
Acxiom Corp. (I) | | 47,786 | | 805,672 |
Alliance Data Systems Corp. (I)(L) | | 31,591 | | 1,751,405 |
Broadridge Financial Solutions, Inc. | | 82,726 | | 1,740,555 |
Convergys Corp. (I) | | 74,328 | | 917,208 |
DST Systems, Inc. (I) | | 23,742 | | 912,405 |
Gartner Group, Inc., Class A (I) | | 36,386 | | 865,623 |
Global Payments, Inc. | | 48,983 | | 2,096,962 |
Hewitt Associates, Inc. (I) | | 50,300 | | 1,910,897 |
Lender Processing Services, Inc. | | 57,914 | | 2,211,157 |
ManTech International Corp. (I) | | 13,452 | | 664,260 |
NeuStar, Inc., Class A (I) | | 44,951 | | 1,041,964 |
SRA International, Inc., Class A (I) | | 26,040 | | 496,322 |
| | | |
|
| | | | 15,414,430 |
Office Electronics - 0.18% | | | | |
Zebra Technologies Corp., Class A (I) | | 35,546 | | 1,015,549 |
Semiconductors & Semiconductor Equipment - 2.45% | | |
Atmel Corp. (I) | | 274,229 | | 1,236,773 |
Cree, Inc. (I)(L) | | 62,640 | | 4,248,871 |
Fairchild Semiconductor International, Inc. (I) | | 74,910 | | 773,071 |
Integrated Device Technology, Inc. (I) | | 100,356 | | 548,947 |
International Rectifier Corp. (I)(L) | | 43,082 | | 871,549 |
Intersil Corp. | | 74,155 | | 1,100,460 |
Lam Research Corp. (I) | | 76,915 | | 2,608,188 |
RF Micro Devices, Inc. (I) | | 162,088 | | 682,390 |
Semtech Corp. (I) | | 37,270 | | 591,475 |
Silicon Laboratories, Inc. (I) | | 27,605 | | 1,254,371 |
| | | |
|
| | | | 13,916,095 |
| | |
The accompanying notes are an integral part of the financial statements. | 154 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Software - 3.58% | | | | |
ACI Worldwide, Inc. (I) | | 20,558 | $ | 374,978 |
Advent Software, Inc. (I) | | 9,466 | | 381,669 |
ANSYS, Inc. (I) | | 53,614 | | 2,351,510 |
Cadence Design Systems, Inc. (I) | | 162,454 | | 925,988 |
FactSet Research Systems, Inc. (L) | | 25,447 | | 1,684,591 |
Fair Isaac Corp. | | 29,122 | | 668,641 |
Informatica Corp. (I) | | 54,067 | | 1,379,790 |
Jack Henry & Associates, Inc. | | 51,190 | | 1,155,870 |
Mentor Graphics Corp. (I) | | 59,419 | | 494,366 |
MICROS Systems, Inc. (I)(L) | | 48,160 | | 1,446,726 |
Parametric Technology Corp. (I) | | 71,253 | | 1,240,515 |
Quest Software, Inc. (I) | | 37,688 | | 635,043 |
Rovi Corp. (I) | | 62,286 | | 2,086,581 |
Solera Holdings, Inc. | | 42,087 | | 1,437,692 |
Sybase, Inc. (I)(L) | | 49,281 | | 2,187,584 |
Synopsys, Inc. (I) | | 88,092 | | 1,929,215 |
| | | |
|
| | | | 20,380,759 |
| | | |
|
| | | | 82,169,275 |
Materials - 6.21% | | | | |
Chemicals - 3.21% | | | | |
Albemarle Corp. | | 55,415 | | 2,077,508 |
Ashland, Inc. | | 45,282 | | 2,131,877 |
Cytec Industries, Inc. | | 29,387 | | 1,253,943 |
Intrepid Potash, Inc. (I)(L) | | 24,380 | | 670,938 |
Lubrizol Corp. | | 41,263 | | 3,260,190 |
Minerals Technologies, Inc. | | 11,323 | | 552,902 |
Olin Corp. | | 47,469 | | 831,182 |
RPM International, Inc. | | 78,047 | | 1,502,405 |
Sensient Technologies Corp. | | 29,579 | | 781,477 |
Terra Industries, Inc. | | 60,339 | | 2,484,157 |
The Scotts Miracle-Gro Company, Class A | | 27,245 | | 1,063,917 |
Valspar Corp. | | 60,945 | | 1,667,455 |
| | | |
|
| | | | 18,277,951 |
Construction Materials - 0.38% | | | | |
Martin Marietta Materials, Inc. (L) | | 26,980 | | 2,137,356 |
Containers & Packaging - 1.41% | | | | |
AptarGroup, Inc. | | 40,850 | | 1,573,951 |
Greif, Inc., Class A | | 20,721 | | 1,061,744 |
Packaging Corp. of America | | 62,248 | | 1,481,502 |
Silgan Holdings, Inc. | | 16,175 | | 923,754 |
Sonoco Products Company | | 60,452 | | 1,788,170 |
Temple-Inland, Inc. | | 64,613 | | 1,203,094 |
| | | |
|
| | | | 8,032,215 |
Metals & Mining - 1.11% | | | | |
Carpenter Technology Corp. | | 26,619 | | 795,110 |
Commercial Metals Company | | 68,079 | | 1,116,496 |
Reliance Steel & Aluminum Company | | 38,677 | | 1,714,938 |
Steel Dynamics, Inc. | | 130,333 | | 2,128,338 |
Worthington Industries, Inc. | | 36,828 | | 583,356 |
| | | |
|
| | | | 6,338,238 |
Paper & Forest Products - 0.10% | | | | |
Louisiana-Pacific Corp. (I)(L) | | 75,280 | | 572,881 |
| | | |
|
| | | | 35,358,641 |
Telecommunication Services - 0.75% | | | | |
Diversified Telecommunication Services - 0.32% | | | | |
Cincinnati Bell, Inc. (I) | | 122,687 | | 363,154 |
TW Telecom, Inc. (I) | | 90,329 | | 1,435,328 |
| | | |
|
| | | | 1,798,482 |
| | | | |
Mid Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Wireless Telecommunication Services - 0.43% | | | |
Syniverse Holdings, Inc. (I) | | 41,957 | $ | 705,717 |
Telephone & Data Systems, Inc. | | 56,588 | | 1,766,111 |
| | | |
|
| | | | 2,471,828 |
| | | |
|
| | | | 4,270,310 |
Utilities - 6.24% | | | | |
Electric Utilities - 1.76% | | | | |
Cleco Corp. | | 36,557 | | 922,699 |
DPL, Inc. | | 72,391 | | 1,921,257 |
Great Plains Energy, Inc. | | 81,795 | | 1,456,769 |
Hawaiian Electric Industries, Inc. (L) | | 55,644 | | 1,133,468 |
IDACORP, Inc. | | 28,802 | | 951,330 |
NV Energy, Inc. | | 141,853 | | 1,575,987 |
PNM Resources, Inc. | | 52,388 | | 640,181 |
Westar Energy, Inc. | | 65,902 | | 1,410,303 |
| | | |
|
| | | | 10,011,994 |
Gas Utilities - 2.30% | | | | |
AGL Resources, Inc. | | 46,783 | | 1,699,626 |
Atmos Energy Corp. | | 55,971 | | 1,536,964 |
Energen Corp. | | 43,370 | | 1,971,600 |
National Fuel Gas Company | | 48,694 | | 2,422,040 |
ONEOK, Inc. | | 63,763 | | 2,826,614 |
UGI Corp. | | 65,752 | | 1,647,088 |
WGL Holdings, Inc. | | 30,307 | | 995,585 |
| | | |
|
| | | | 13,099,517 |
Independent Power Producers & Energy Traders - 0.08% | | |
Dynegy, Inc., Class A (I) | | 304,922 | | 457,383 |
Multi-Utilities - 1.85% | | | | |
Alliant Energy Corp. | | 66,871 | | 2,115,130 |
Black Hills Corp. | | 23,492 | | 654,722 |
MDU Resources Group, Inc. | | 113,483 | | 2,319,587 |
NSTAR | | 64,559 | | 2,183,385 |
OGE Energy Corp. | | 58,504 | | 2,138,906 |
Vectren Corp. | | 49,050 | | 1,140,413 |
| | | |
|
| | | | 10,552,143 |
Water Utilities - 0.25% | | | | |
Aqua America, Inc. (L) | | 82,368 | | 1,410,140 |
| | | |
|
| | | | 35,531,177 |
|
TOTAL COMMON STOCKS (Cost $500,245,714) | | $ | 552,121,848 |
|
|
SHORT-TERM INVESTMENTS - 24.15% | | | |
Short-Term Securities* - 2.38% | | | | |
Federal Home Loan Bank Discount Notes, | | | | |
0.010%, 03/01/2010 | $ | 5,760,000 | | 5,760,000 |
Federal National Mortgage Association | | | | |
Discount Notes, 0.420%, 12/01/2010 | | 7,819,000 | | 7,793,914 |
| | | |
|
| | | | 13,553,914 |
|
SECURITIES LENDING COLLATERAL - 21.77% | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | $ | 12,378,081 | | 123,905,824 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $137,413,217) | $ | 137,459,738 |
|
Total Investments (Mid Cap Index Fund) | | | |
(Cost $637,658,931) - 121.15% | | | $ | 689,581,586 |
Other assets and liabilities, net - (21.15%) | | | (120,400,947) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 569,180,639 |
| |
|
| | |
The accompanying notes are an integral part of the financial statements. | 155 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Cap Stock Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 96.24% | | | | |
Consumer Discretionary - 22.77% | | | | |
Auto Components - 0.66% | | | | |
Gentex Corp. | | 275,000 | $ | 5,337,749 |
Hotels, Restaurants & Leisure - 2.10% | | | | |
MGM Mirage, Inc. (I)(L) | | 761,584 | | 8,027,095 |
The Cheesecake Factory, Inc. (I) | | 376,100 | | 8,894,765 |
| | | |
|
| | | | 16,921,860 |
Household Durables - 5.70% | | | | |
D.R. Horton, Inc. (L) | | 742,200 | | 9,173,592 |
Jarden Corp. | | 473,968 | | 15,195,414 |
MRV Engenharia e Participacoes SA | | 1,055,000 | | 7,647,677 |
Pulte Group, Inc. (I) | | 324,700 | | 3,516,501 |
Tempur-Pedic International, Inc. (I) | | 363,041 | | 10,310,364 |
| | | |
|
| | | | 45,843,548 |
Leisure Equipment & Products - 0.90% | | | | |
Pool Corp. (L) | | 360,370 | | 7,200,193 |
Media - 2.51% | | | | |
Dreamworks Animation SKG, Inc. (I) | | 231,339 | | 10,053,993 |
Focus Media Holding, Ltd., ADR (I)(L) | | 656,900 | | 10,135,967 |
| | | |
|
| | | | 20,189,960 |
Specialty Retail - 6.64% | | | | |
Advance Auto Parts, Inc. | | 303,100 | | 12,366,480 |
Dick’s Sporting Goods, Inc. (I) | | 295,400 | | 7,187,082 |
Penske Auto Group, Inc. (I) | | 399,276 | | 5,809,466 |
Staples, Inc. (L) | | 305,200 | | 7,861,952 |
Urban Outfitters, Inc. (I) | | 341,900 | | 11,012,599 |
Williams-Sonoma, Inc. | | 425,570 | | 9,132,732 |
| | | |
|
| | | | 53,370,311 |
Textiles, Apparel & Luxury Goods - 4.26% | | | | |
Coach, Inc. (L) | | 220,300 | | 8,027,732 |
Hanesbrands, Inc. (I) | | 622,400 | | 16,138,832 |
The Warnaco Group, Inc. (I) | | 241,700 | | 10,088,558 |
| | | |
|
| | | | 34,255,122 |
| | | |
|
| | | | 183,118,743 |
Consumer Staples - 1.34% | | | | |
Food Products - 1.34% | | | | |
Green Mountain Coffee Roasters, Inc. (I)(L) | | 127,600 | | 10,768,164 |
Energy - 4.16% | | | | |
Energy Equipment & Services - 1.11% | | | | |
Baker Hughes, Inc. | | 185,200 | | 8,874,784 |
Oil, Gas & Consumable Fuels - 3.05% | | | | |
Frontline, Ltd. (L) | | 256,350 | | 6,908,633 |
Karoon Gas Australia, Ltd. (I) | | 289,643 | | 1,835,313 |
Massey Energy Company | | 106,700 | | 4,595,569 |
Peabody Energy Corp. | | 81,800 | | 3,760,346 |
Valero Energy Corp. | | 425,400 | | 7,453,008 |
| | | |
|
| | | | 24,552,869 |
| | | |
|
| | | | 33,427,653 |
Financials - 5.12% | | | | |
Diversified Financial Services - 3.81% | | | | |
Ameriprise Financial, Inc. | | 304,500 | | 12,189,135 |
Great American Group, Inc. (I) | | 984,000 | | 2,952,000 |
Invesco, Ltd. | | 340,600 | | 6,675,760 |
Waddell & Reed Financial, Inc. | | 269,000 | | 8,844,720 |
| | | |
|
| | | | 30,661,615 |
Insurance - 1.31% | | | | |
Genworth Financial, Inc., Class A (I) | | 605,000 | | 9,643,700 |
| | | | |
Mid Cap Stock Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Insurance (continued) | | | | |
Pearl Group, Ltd. (I)(L) | | 102,114 | $ | 889,522 |
| | | |
|
| | | | 10,533,222 |
| | | |
|
| | | | 41,194,837 |
Health Care - 12.39% | | | | |
Biotechnology - 1.01% | | | | |
Alkermes, Inc. (I) | | 228,001 | | 2,612,891 |
Amylin Pharmaceuticals, Inc. (I)(L) | | 167,467 | | 3,165,126 |
Regeneron Pharmaceuticals, Inc. (I) | | 94,800 | | 2,318,808 |
| | | |
|
| | | | 8,096,825 |
Health Care Equipment & Supplies - 3.38% | | | | |
Beckman Coulter, Inc. | | 101,900 | | 6,680,564 |
Edwards Lifesciences Corp. (I) | | 64,400 | | 5,913,852 |
Hologic, Inc. (I) | | 583,600 | | 10,067,100 |
Intuitive Surgical, Inc. (I)(L) | | 13,100 | | 4,547,534 |
| | | |
|
| | | | 27,209,050 |
Health Care Providers & Services - 2.69% | | | | |
Coventry Health Care, Inc. (I)(L) | | 319,800 | | 7,412,964 |
Humana, Inc. (I) | | 178,100 | | 8,429,473 |
Lincare Holdings, Inc. (I)(L) | | 144,513 | | 5,803,642 |
| | | |
|
| | | | 21,646,079 |
Health Care Technology - 1.49% | | | | |
SXC Health Solutions Corp. (I) | | 241,173 | | 11,988,710 |
Pharmaceuticals - 3.82% | | | | |
Auxilium Pharmaceuticals, Inc. (I)(L) | | 279,400 | | 8,437,880 |
Daiichi Sankyo Company, Ltd. (I) | | 147,400 | | 2,981,646 |
Mylan, Inc. (I) | | 144,500 | | 3,083,630 |
Shionogi & Company, Ltd. (I) | | 372,400 | | 7,603,568 |
Watson Pharmaceuticals, Inc. (I) | | 217,080 | | 8,637,613 |
| | | |
|
| | | | 30,744,337 |
| | | |
|
| | | | 99,685,001 |
Industrials - 14.55% | | | | |
Aerospace & Defense - 1.77% | | | | |
BE Aerospace, Inc. (I) | | 488,394 | | 12,649,405 |
Rockwell Collins, Inc. | | 29,000 | | 1,632,120 |
| | | |
|
| | | | 14,281,525 |
Air Freight & Logistics - 1.04% | | | | |
Expeditors International of Washington, Inc. | | 230,000 | | 8,388,100 |
Airlines - 1.86% | | | | |
JetBlue Airways Corp. (I)(L) | | 1,220,200 | | 6,442,656 |
US Airways Group, Inc. (I)(L) | | 1,162,400 | | 8,520,392 |
| | | |
|
| | | | 14,963,048 |
Building Products - 2.22% | | | | |
Lennox International, Inc. | | 150,200 | | 6,338,440 |
Masco Corp. (L) | | 861,581 | | 11,519,338 |
| | | |
|
| | | | 17,857,778 |
Commercial Services & Supplies - 1.35% | | | | |
Corrections Corp. of America (I) | | 507,550 | | 10,861,570 |
Electrical Equipment - 0.76% | | | | |
Regal-Beloit Corp. (L) | | 108,200 | | 6,104,644 |
Machinery - 3.68% | | | | |
Illinois Tool Works, Inc. | | 192,300 | | 8,753,496 |
Ingersoll-Rand PLC | | 442,500 | | 14,120,175 |
Kennametal, Inc. | | 257,600 | | 6,710,480 |
| | | |
|
| | | | 29,584,151 |
Road & Rail - 1.87% | | | | |
J.B. Hunt Transport Services, Inc. | | 205,400 | | 7,287,592 |
| | |
The accompanying notes are an integral part of the financial statements. | 156 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Cap Stock Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
�� |
|
|
COMMON STOCKS (continued) | | | | |
Road & Rail (continued) | | | | |
Localiza Rent A Car (I) | | 709,200 | $ | 7,731,090 |
| | | |
|
| | | | 15,018,682 |
| | | |
|
| | | | 117,059,498 |
Information Technology - 29.62% | | | | |
Communications Equipment - 2.84% | | | | |
Juniper Networks, Inc. (I) | | 258,100 | | 7,221,638 |
Polycom, Inc. (I) | | 180,500 | | 4,712,855 |
Riverbed Technology, Inc. (I)(L) | | 400,800 | | 10,921,800 |
| | | |
|
| | | | 22,856,293 |
Computers & Peripherals - 4.67% | | | | |
NetApp, Inc. (I) | | 245,300 | | 7,361,453 |
SanDisk Corp. (I) | | 387,000 | | 11,273,310 |
Seagate Technology (I) | | 948,600 | | 18,886,626 |
| | | |
|
| | | | 37,521,389 |
Electronic Equipment, Instruments & Components - 2.35% | | |
Jabil Circuit, Inc. | | 479,400 | | 7,272,498 |
Sanmina-SCI Corp. (I) | | 180,800 | | 2,990,432 |
Trimble Navigation, Ltd. (I) | | 319,800 | | 8,593,026 |
| | | |
|
| | | | 18,855,956 |
Internet Software & Services - 3.91% | | | | |
Equinix, Inc. (I)(L) | | 95,200 | | 8,993,544 |
GSI Commerce, Inc. (I) | | 59,700 | | 1,490,709 |
Rackspace Hosting, Inc. (I)(L) | | 382,800 | | 7,590,924 |
VistaPrint NV (I)(L) | | 232,180 | | 13,401,430 |
| | | |
|
| | | | 31,476,607 |
IT Services - 1.66% | | | | |
Cognizant Technology Solutions | | | | |
Corp., Class A (I) | | 173,200 | | 8,336,116 |
Genpact, Ltd. (I) | | 332,700 | | 5,020,443 |
| | | |
|
| | | | 13,356,559 |
Semiconductors & Semiconductor Equipment - 9.34% | | |
Atheros Communications, Inc. (I)(L) | | 352,900 | | 12,665,581 |
Broadcom Corp., Class A | | 316,100 | | 9,900,252 |
Cypress Semiconductor Corp. (I)(L) | | 682,400 | | 8,079,616 |
Marvell Technology Group, Ltd. (I) | | 603,300 | | 11,655,756 |
Maxim Integrated Products, Inc. | | 473,300 | | 8,765,516 |
RF Micro Devices, Inc. (I) | | 1,534,860 | | 6,461,761 |
Skyworks Solutions, Inc. (I)(L) | | 753,300 | | 11,502,891 |
TriQuint Semiconductor, Inc. (I) | | 849,200 | | 6,105,748 |
| | | |
|
| | | | 75,137,121 |
Software - 4.85% | | | | |
Adobe Systems, Inc. (I) | | 200,600 | | 6,950,790 |
BMC Software, Inc. (I) | | 178,200 | | 6,564,888 |
Concur Technologies, Inc. (I)(L) | | 191,600 | | 7,537,544 |
McAfee, Inc. (I) | | 138,090 | | 5,480,792 |
Red Hat, Inc. (I) | | 283,500 | | 7,952,175 |
Rovi Corp. (I) | | 135,300 | | 4,532,550 |
| | | |
|
| | | | 39,018,739 |
| | | |
|
| | | | 238,222,664 |
Materials - 5.32% | | | | |
Chemicals - 2.45% | | | | |
CF Industries Holdings, Inc. | | 86,900 | | 9,232,256 |
Huabao International Holdings, Ltd. (I) | | 3,901,000 | | 3,929,267 |
Intrepid Potash, Inc. (I)(L) | | 237,400 | | 6,533,248 |
| | | |
|
| | | | 19,694,771 |
Construction Materials - 0.97% | | | | |
Eagle Materials, Inc. (L) | | 329,900 | | 7,782,341 |
| | | | |
Mid Cap Stock Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Metals & Mining - 1.90% | | | | |
Cliffs Natural Resources, Inc. (L) | | 149,600 | $ | 8,437,440 |
Steel Dynamics, Inc. | | 421,600 | | 6,884,728 |
| | | |
|
| | | | 15,322,168 |
| | | |
|
| | | | 42,799,280 |
Telecommunication Services - 0.97% | | | | |
Wireless Telecommunication Services - 0.97% | | | |
American Tower Corp., Class A (I) | | 182,425 | | 7,782,251 |
|
TOTAL COMMON STOCKS (Cost $640,154,181) | | $ | 774,058,091 |
|
|
SHORT-TERM INVESTMENTS - 23.34% | | | |
Repurchase Agreement - 4.28% | | | | |
Deutche Bank Repurchase Agreement date | | | |
02/26/2010 at 0.12% to be repurchased at | | | |
$34,400,344 on 03/01/2010, collateralized | | | |
by $35,181,467 Federal National Mortgage | | | |
Association, 4.50% due 09/01/2039 (valued | | | |
at $35,088,001, including interest) | $ | 34,400,000 | | 34,400,000 |
Securities Lending Collateral - 19.06% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)(Y) | | 15,314,788 | | 153,302,558 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $187,664,587) | $ | 187,702,558 |
|
Total Investments (Mid Cap Stock Fund) | | | |
(Cost $827,818,768) - 119.58% | | | $ | 961,760,649 |
Other assets and liabilities, net - (19.58%) | | | (157,459,138) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 804,301,511 |
| | | |
|
| | | | |
Mid Cap Value Equity Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 95.99% | | | | |
Consumer Discretionary - 9.78% | | | | |
Auto Components - 0.84% | | | | |
The Goodyear Tire & Rubber Company (I) | | 117,481 | $ | 1,526,078 |
Automobiles - 0.18% | | | | |
Ford Motor Company (I) | | 27,048 | | 317,544 |
Distributors - 0.47% | | | | |
Genuine Parts Company (L) | | 21,094 | | 851,354 |
Hotels, Restaurants & Leisure - 0.65% | | | | |
Penn National Gaming, Inc. (I) | | 24,847 | | 574,960 |
Royal Caribbean Cruises, Ltd. (I)(L) | | 21,171 | | 598,504 |
| | | |
|
| | | | 1,173,464 |
Household Durables - 1.60% | | | | |
D.R. Horton, Inc. (L) | | 59,509 | | 735,531 |
KB Home (L) | | 21,931 | | 357,037 |
Mohawk Industries, Inc. (I) | | 19,924 | | 1,027,680 |
Pulte Group, Inc. (I) | | 72,932 | | 789,854 |
| | | |
|
| | | | 2,910,102 |
Leisure Equipment & Products - 0.87% | | | | |
Hasbro, Inc. | | 44,133 | | 1,579,079 |
Media - 1.71% | | | | |
National CineMedia, Inc. | | 90,717 | | 1,459,637 |
Regal Entertainment Group | | 110,342 | | 1,648,509 |
| | | |
|
| | | | 3,108,146 |
| | |
The accompanying notes are an integral part of the financial statements. | 157 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Cap Value Equity Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Multiline Retail - 1.27% | | | | |
Macy’s, Inc. (L) | | 119,788 | $ | 2,293,940 |
Specialty Retail - 1.15% | | | | |
Abercrombie & Fitch Company, Class A | | 38,771 | | 1,412,040 |
Bed Bath & Beyond, Inc. (I) | | 16,167 | | 672,709 |
| | | |
|
| | | | 2,084,749 |
Textiles, Apparel & Luxury Goods - 1.04% | | | | |
VF Corp. | | 24,457 | | 1,892,483 |
| | | |
|
| | | | 17,736,939 |
Consumer Staples - 2.71% | | | | |
Tobacco - 2.71% | | | | |
Lorillard, Inc. | | 67,318 | | 4,916,907 |
Energy - 8.67% | | | | |
Energy Equipment & Services - 2.63% | | | | |
Cameron International Corp. (I) | | 22,545 | | 927,276 |
Noble Corp. (I) | | 32,824 | | 1,387,142 |
Smith International, Inc. | | 43,238 | | 1,772,326 |
Transocean, Ltd. (I) | | 8,609 | | 687,170 |
| | | |
|
| | | | 4,773,914 |
Oil, Gas & Consumable Fuels - 6.04% | | | | |
Alpha Natural Resources, Inc. (I) | | 30,236 | | 1,391,158 |
El Paso Corp. | | 76,470 | | 800,641 |
Enbridge, Inc. | | 84,092 | | 3,723,594 |
Newfield Exploration Company (I) | | 25,619 | | 1,308,362 |
Pioneer Natural Resources Company | | 24,824 | | 1,158,040 |
Southwestern Energy Company (I) | | 17,254 | | 734,158 |
Sunoco, Inc. | | 21,432 | | 565,162 |
Ultra Petroleum Corp. (I) | | 11,041 | | 504,905 |
Valero Energy Corp. | | 43,736 | | 766,255 |
| | | |
|
| | | | 10,952,275 |
| | | |
|
| | | | 15,726,189 |
Financials - 18.22% | | | | |
Diversified Financial Services - 1.56% | | | | |
Artio Global Investors, Inc. | | 18,669 | | 455,150 |
Invesco, Ltd. | | 86,775 | | 1,700,790 |
PICO Holdings, Inc. (I) | | 19,541 | | 665,176 |
| | | |
|
| | | | 2,821,116 |
Insurance - 11.71% | | | | |
Aon Corp. | | 25,383 | | 1,039,180 |
Arch Capital Group, Ltd. (I) | | 8,972 | | 663,749 |
Assurant, Inc. | | 54,024 | | 1,648,812 |
Axis Capital Holdings, Ltd. | | 57,367 | | 1,804,192 |
Everest Re Group, Ltd. | | 36,977 | | 3,158,575 |
Lincoln National Corp. | | 65,721 | | 1,654,855 |
PartnerRe, Ltd. | | 42,118 | | 3,353,014 |
Transatlantic Holdings, Inc. | | 19,644 | | 976,307 |
Willis Group Holdings PLC | | 42,498 | | 1,265,590 |
XL Capital, Ltd. | | 310,563 | | 5,673,986 |
| | | |
|
| | | | 21,238,260 |
Real Estate Investment Trusts - 4.46% | | | | |
AvalonBay Communities, Inc. (L) | | 16,280 | | 1,325,518 |
Boston Properties, Inc. | | 9,793 | | 665,238 |
Equity Residential | | 50,862 | | 1,835,101 |
Pebblebrook Hotel Trust (I) | | 19,858 | | 402,323 |
ProLogis (L) | | 75,951 | | 979,008 |
Rayonier, Inc. (L) | | 38,780 | | 1,612,082 |
Ventas, Inc. | | 28,439 | | 1,256,719 |
| | | |
|
| | | | 8,075,989 |
| | | | |
Mid Cap Value Equity Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Real Estate Management & Development - 0.49% | | | | |
The St. Joe Company (I)(L) | | 32,485 | $ | 893,338 |
| | | |
|
| | | | 33,028,703 |
Health Care - 8.27% | | | | |
Health Care Equipment & Supplies - 1.02% | | | | |
Hospira, Inc. (I) | | 35,350 | | 1,849,866 |
Health Care Providers & Services - 0.39% | | | | |
Universal Health Services, Inc., Class B | | 22,853 | | 708,900 |
Life Sciences Tools & Services - 1.80% | | | | |
Covance, Inc. (I)(L) | | 28,412 | | 1,608,687 |
Life Technologies Corp. (I) | | 32,594 | | 1,654,471 |
| | | |
|
| | | | 3,263,158 |
Pharmaceuticals - 5.06% | | | | |
Forest Laboratories, Inc. (I) | | 65,083 | | 1,944,680 |
King Pharmaceuticals, Inc. (I) | | 117,189 | | 1,318,376 |
Mylan, Inc. (I)(L) | | 276,597 | | 5,902,580 |
| | | |
|
| | | | 9,165,636 |
| | | |
|
| | | | 14,987,560 |
Industrials - 19.35% | | | | |
Aerospace & Defense - 1.16% | | | | |
Goodrich Corp. | | 31,956 | | 2,097,272 |
Airlines - 1.96% | | | | |
AMR Corp. (I) | | 47,732 | | 438,657 |
Continental Airlines, Inc. (I)(L) | | 38,429 | | 793,943 |
Delta Air Lines, Inc. (I) | | 99,067 | | 1,279,946 |
UAL Corp. (I)(L) | | 28,045 | | 480,972 |
US Airways Group, Inc. (I)(L) | | 77,602 | | 568,823 |
| | | |
|
| | | | 3,562,341 |
Commercial Services & Supplies - 0.93% | | | | |
Ritchie Brothers Auctioneers, Inc. (L) | | 80,050 | | 1,678,649 |
Construction & Engineering - 2.36% | | | | |
Chicago Bridge & Iron Company NV (I)(L) | | 51,702 | | 1,121,416 |
Fluor Corp. | | 17,145 | | 733,806 |
Foster Wheeler AG (I) | | 30,998 | | 762,861 |
Insituform Technologies, Inc., Class A (I) | | 10,513 | | 258,199 |
Jacobs Engineering Group, Inc. (I) | | 18,418 | | 714,618 |
KBR, Inc. | | 33,284 | | 689,312 |
| | | |
|
| | | | 4,280,212 |
Electrical Equipment - 4.10% | | | | |
A.O. Smith Corp. | | 29,605 | | 1,341,107 |
Cooper Industries PLC | | 105,501 | | 4,785,525 |
Rockwell Automation, Inc. | | 24,354 | | 1,317,308 |
| | | |
|
| | | | 7,443,940 |
Industrial Conglomerates - 0.75% | | | | |
McDermott International, Inc. (I) | | 59,236 | | 1,353,543 |
Machinery - 5.49% | | | | |
AGCO Corp. (I) | | 31,762 | | 1,087,849 |
Eaton Corp. | | 48,450 | | 3,300,414 |
Ingersoll-Rand PLC (L) | | 48,628 | | 1,551,719 |
Parker-Hannifin Corp. | | 25,424 | | 1,533,321 |
Stanley Works (L) | | 25,349 | | 1,451,230 |
The Manitowoc Company, Inc. (L) | | 88,584 | | 1,032,889 |
| | | |
|
| | | | 9,957,422 |
Road & Rail - 1.88% | | | | |
CSX Corp. | | 29,669 | | 1,408,091 |
Kansas City Southern (I)(L) | | 58,196 | | 1,996,123 |
| | | |
|
| | | | 3,404,214 |
| | |
The accompanying notes are an integral part of the financial statements. | 158 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Cap Value Equity Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Trading Companies & Distributors - 0.72% | | | | |
W.W. Grainger, Inc. | | 12,862 | $ | 1,307,422 |
| | | |
|
| | | | 35,085,015 |
Information Technology - 10.08% | | | | |
Communications Equipment - 1.06% | | | | |
Brocade Communications Systems, Inc. (I) | | 329,862 | | 1,919,797 |
Electronic Equipment, Instruments & Components - 2.32% | | |
Agilent Technologies, Inc. (I) | | 61,089 | | 1,921,860 |
Avnet, Inc. (I) | | 19,653 | | 542,619 |
Celestica, Inc. (I) | | 169,672 | | 1,737,441 |
| | | |
|
| | | | 4,201,920 |
IT Services - 0.57% | | | | |
Computer Sciences Corp. (I) | | 19,905 | | 1,030,880 |
Semiconductors & Semiconductor Equipment - 2.85% | | |
LSI Corp. (I) | | 448,754 | | 2,418,784 |
Maxim Integrated Products, Inc. | | 105,500 | | 1,953,860 |
Microchip Technology, Inc. (L) | | 29,708 | | 803,898 |
| | | |
|
| | | | 5,176,542 |
Software - 3.28% | | | | |
Adobe Systems, Inc. (I) | | 42,049 | | 1,456,998 |
Autodesk, Inc. (I) | | 63,272 | | 1,764,023 |
BMC Software, Inc. (I) | | 48,187 | | 1,775,209 |
Check Point Software Technologies, Ltd. (I) | | 29,141 | | 949,997 |
| | | |
|
| | | | 5,946,227 |
| | | |
|
| | | | 18,275,366 |
Materials - 8.94% | | | | |
Chemicals - 4.85% | | | | |
Agrium, Inc. (L) | | 20,102 | | 1,301,605 |
Eastman Chemical Company | | 50,018 | | 2,978,572 |
Lubrizol Corp. | | 30,368 | | 2,399,376 |
PPG Industries, Inc. (L) | | 34,529 | | 2,124,915 |
| | | |
|
| | | | 8,804,468 |
Construction Materials - 0.58% | | | | |
Cemex SAB de CV, SADR (I) | | 109,469 | | 1,046,524 |
Metals & Mining - 3.51% | | | | |
Freeport-McMoRan Copper & Gold, Inc. | | 30,619 | | 2,301,324 |
Nucor Corp. | | 37,582 | | 1,555,895 |
Steel Dynamics, Inc. | | 59,484 | | 971,374 |
United States Steel Corp. (L) | | 28,927 | | 1,531,395 |
| | | |
|
| | | | 6,359,988 |
| | | |
|
| | | | 16,210,980 |
Telecommunication Services - 3.66% | | | | |
Diversified Telecommunication Services - 3.33% | | | | |
CenturyTel, Inc. | | 67,207 | | 2,303,184 |
Qwest Communications International, Inc. (L) | | 541,605 | | 2,469,719 |
Windstream Corp. | | 125,003 | | 1,266,280 |
| | | |
|
| | | | 6,039,183 |
Wireless Telecommunication Services - 0.33% | | | | |
Sprint Nextel Corp. (I) | | 179,996 | | 599,387 |
| | | |
|
| | | | 6,638,570 |
Utilities - 6.31% | | | | |
Electric Utilities - 2.23% | | | | |
Allegheny Energy, Inc. | | 64,492 | | 1,460,744 |
Pepco Holdings, Inc. | | 113,162 | | 1,903,385 |
Pinnacle West Capital Corp. | | 18,445 | | 671,582 |
| | | |
|
| | | | 4,035,711 |
| | | | |
Mid Cap Value Equity Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Gas Utilities - 1.11% | | | | |
EQT Corp. | | 21,696 | $ | 949,417 |
Questar Corp. | | 25,205 | | 1,058,358 |
| | | |
|
| | | | 2,007,775 |
Multi-Utilities - 2.97% | | | | |
DTE Energy Company | | 28,394 | | 1,232,867 |
Sempra Energy | | 48,009 | | 2,360,603 |
Wisconsin Energy Corp. | | 37,183 | | 1,800,773 |
| | | |
|
| | | | 5,394,243 |
| | | |
|
| | | | 11,437,729 |
|
TOTAL COMMON STOCKS (Cost $138,990,437) | | | $ | 174,043,958 |
|
CONVERTIBLE BONDS - 0.54% | | | | |
Consumer Discretionary - 0.36% | | | | |
Automobiles - 0.36% | | | | |
Ford Motor Company | | | | |
4.250%, 11/15/2016 | | 467,000 | | 663,140 |
Telecommunication Services - 0.18% | | | | |
Diversified Telecommunication Services - 0.18% | | | | |
Qwest Communications International, Inc. | | | | |
3.500%, 11/15/2025 | | 302,000 | | 319,365 |
|
TOTAL CONVERTIBLE BONDS (Cost $875,455) | | | $ | 982,505 |
|
SHORT-TERM INVESTMENTS - 18.44% | | | | |
Short-Term Securities* - 3.25% | | | | |
BNP Paribas Finance, Inc. 0.00%, 03/01/2010 $ | | 5,900,000 | | 5,900,000 |
Securities Lending Collateral - 15.19% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 2,751,334 | | 27,541,126 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $33,429,838) | | $ | 33,441,126 |
|
Total Investments (Mid Cap Value Equity Fund) | | | | |
(Cost $173,295,730) - 114.97% | | | $ | 208,467,589 |
Other assets and liabilities, net - (14.97%) | | | | (27,138,694) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 181,328,895 |
| | | |
|
| | | | |
Mid Value Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 91.57% | | | | |
Consumer Discretionary - 16.73% | | | | |
Auto Components - 1.28% | | | | |
BorgWarner, Inc. (I)(L) | | 90,200 | $ | 3,378,891 |
TRW Automotive Holdings Corp. (I) | | 33,900 | | 910,893 |
| | | |
|
| | | | 4,289,784 |
Diversified Consumer Services - 2.50% | | | | |
Apollo Group, Inc., Class A (I) | | 24,600 | | 1,473,048 |
Career Education Corp. (I)(L) | | 140,600 | | 3,911,492 |
Weight Watchers International, Inc. | | 116,300 | | 2,991,236 |
| | | |
|
| | | | 8,375,776 |
Hotels, Restaurants & Leisure - 0.97% | | | | |
International Game Technology | | 185,700 | | 3,259,035 |
Household Durables - 1.96% | | | | |
Fortune Brands, Inc. | | 82,500 | | 3,615,975 |
Harman International Industries, Inc. (I) | | 40,300 | | 1,738,542 |
| | |
The accompanying notes are an integral part of the financial statements. | 159 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Value Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Household Durables (continued) | | | | |
Pulte Group, Inc. (I)(L) | | 111,700 | $ | 1,209,711 |
| | | |
|
| | | | 6,564,228 |
Internet & Catalog Retail - 1.38% | | | | |
Expedia, Inc. (I)(L) | | 51,400 | | 1,143,136 |
Liberty Media Corp. - Interactive A (I) | | 276,400 | | 3,479,876 |
| | | |
|
| | | | 4,623,012 |
Leisure Equipment & Products - 1.18% | | | | |
Mattel, Inc. | | 180,400 | | 3,966,996 |
Media - 4.21% | | | | |
Discovery Communications, Inc., Series A (I) | | 9,200 | | 286,580 |
Discovery Communications, Inc., Series C (I) | | 23,300 | | 618,382 |
DISH Network Corp. | | 77,500 | | 1,547,675 |
Liberty Media-Starz, Series A (I) | | 22,400 | | 1,140,832 |
Meredith Corp. (L) | | 134,000 | | 4,116,480 |
Scholastic Corp. | | 98,500 | | 2,895,900 |
Scripps Networks Interactive, Inc., Class A (L) | | 55,400 | | 2,192,732 |
The Washington Post Company, Class B | | 3,200 | | 1,344,992 |
| | | |
|
| | | | 14,143,573 |
Multiline Retail - 0.45% | | | | |
Dollar General Corp. (I) | | 62,900 | | 1,502,681 |
Specialty Retail - 2.80% | | | | |
Bed Bath & Beyond, Inc. (I) | | 46,300 | | 1,926,543 |
CarMax, Inc. (I)(L) | | 65,600 | | 1,324,464 |
The Gap, Inc. | | 201,800 | | 4,338,700 |
Tiffany & Company | | 40,700 | | 1,806,673 |
| | | |
|
| | | | 9,396,380 |
| | | |
|
| | | | 56,121,465 |
Consumer Staples - 9.05% | | | | |
Beverages - 0.34% | | | | |
Brown Forman Corp. (L) | | 22,000 | | 1,151,920 |
Food & Staples Retailing - 2.95% | | | | |
Sysco Corp. | | 137,400 | | 3,970,860 |
The Kroger Company | | 232,000 | | 5,127,200 |
Whole Foods Market, Inc. (I)(L) | | 22,500 | | 798,525 |
| | | |
|
| | | | 9,896,585 |
Food Products - 3.93% | | | | |
Campbell Soup Company | | 134,000 | | 4,466,220 |
McCormick & Company, Inc. | | 64,400 | | 2,389,884 |
The Hershey Company (L) | | 131,700 | | 5,236,392 |
Tootsie Roll Industries, Inc. (L) | | 39,728 | | 1,080,999 |
| | | |
|
| | | | 13,173,495 |
Personal Products - 1.83% | | | | |
Alberto-Culver Company | | 122,000 | | 3,381,840 |
The Estee Lauder Companies, Inc., Class A | | 46,200 | | 2,778,006 |
| | | |
|
| | | | 6,159,846 |
| | | |
|
| | | | 30,381,846 |
Energy - 8.56% | | | | |
Energy Equipment & Services - 1.52% | | | | |
BJ Services Company | | 90,400 | | 1,975,240 |
Smith International, Inc. | | 76,000 | | 3,115,240 |
| | | |
|
| | | | 5,090,480 |
Oil, Gas & Consumable Fuels - 7.04% | | | | |
Arch Coal, Inc. (L) | | 107,106 | | 2,408,814 |
Cimarex Energy Company | | 73,600 | | 4,398,336 |
Murphy Oil Corp. | | 74,700 | | 3,876,930 |
Nexen, Inc. | | 274,800 | | 6,183,000 |
Suncor Energy, Inc. | | 73,964 | | 2,138,299 |
| | | | |
Mid Value Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Oil, Gas & Consumable Fuels (continued) | | | | |
Sunoco, Inc. | | 101,000 | $ | 2,663,370 |
The Williams Companies, Inc. | | 90,500 | | 1,949,370 |
| | | |
|
| | | | 23,618,119 |
| | | |
|
| | | | 28,708,599 |
Financials - 18.82% | | | | |
Commercial Banks - 4.45% | | | | |
Commerce Bancshares, Inc. | | 37,800 | | 1,531,278 |
First Horizon National Corp. (I) | | 190,823 | | 2,442,534 |
KeyCorp | | 388,200 | | 2,775,630 |
Marshall & Ilsley Corp. (L) | | 311,400 | | 2,204,712 |
Valley National Bancorp (L) | | 60,430 | | 870,192 |
WestAmerica Bancorp (L) | | 48,200 | | 2,645,216 |
Wilmington Trust Corp. (L) | | 169,700 | | 2,447,074 |
| | | |
|
| | | | 14,916,636 |
Consumer Finance - 1.15% | | | | |
Discover Financial Services | | 283,500 | | 3,869,775 |
Diversified Financial Services - 3.72% | | | | |
E*TRADE Financial Corp. (I) | | 811,700 | | 1,306,837 |
Greenhill & Company, Inc. | | 35,800 | | 2,557,910 |
Janus Capital Group, Inc. | | 281,100 | | 3,513,750 |
Northern Trust Corp. | | 95,900 | | 5,110,511 |
| | | |
|
| | | | 12,489,008 |
Insurance - 5.57% | | | | |
Aon Corp. | | 14,500 | | 593,630 |
Arthur J. Gallagher & Company | | 38,700 | | 918,351 |
Assured Guaranty, Ltd. | | 18,500 | | 390,350 |
Axis Capital Holdings, Ltd. | | 7,100 | | 223,295 |
Cincinnati Financial Corp. (L) | | 26,800 | | 720,920 |
First American Corp. | | 76,000 | | 2,449,480 |
Marsh & McLennan Companies, Inc. | | 193,300 | | 4,488,426 |
OneBeacon Insurance Group, Ltd. | | 65,200 | | 989,084 |
The Allstate Corp. | | 114,400 | | 3,575,000 |
The Progressive Corp. | | 159,000 | | 2,726,850 |
The Travelers Companies, Inc. | | 30,600 | | 1,609,254 |
| | | |
|
| | | | 18,684,640 |
Real Estate Investment Trusts - 2.89% | | | | |
Cousins Properties, Inc. (L) | | 154,602 | | 1,111,588 |
Duke Realty Corp. | | 23,400 | | 259,740 |
Federal Realty Investment Trust | | 4,700 | | 324,112 |
Kimco Realty Corp. (L) | | 218,300 | | 3,032,187 |
SL Green Realty Corp. (L) | | 28,300 | | 1,444,998 |
Starwood Property Trust, Inc. | | 57,200 | | 1,070,212 |
Vornado Realty Trust | | 12,310 | | 809,013 |
Weingarten Realty Investors (L) | | 80,100 | | 1,649,259 |
| | | |
|
| | | | 9,701,109 |
Real Estate Management & Development - 1.04% | | | | |
The St. Joe Company (I)(L) | | 126,800 | | 3,487,000 |
| | | |
|
| | | | 63,148,168 |
Health Care - 6.05% | | | | |
Biotechnology - 0.69% | | | | |
Biogen Idec, Inc. (I) | | 13,500 | | 742,635 |
OSI Pharmaceuticals, Inc. (I) | | 42,500 | | 1,573,350 |
| | | |
|
| | | | 2,315,985 |
Health Care Equipment & Supplies - 2.21% | | | | |
Boston Scientific Corp. (I) | | 234,500 | | 1,815,030 |
CareFusion Corp. (I) | | 131,750 | | 3,325,370 |
Stryker Corp. | | 43,000 | | 2,283,300 |
| | | |
|
| | | | 7,423,700 |
| | |
The accompanying notes are an integral part of the financial statements. | 160 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Value Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Health Care Providers & Services - 3.15% | | | | |
Cardinal Health, Inc. | | 112,600 | $ | 3,825,022 |
Healthsouth Corp. (I)(L) | | 311,700 | | 5,392,410 |
Select Medical Holdings Corp. (I) | | 164,100 | | 1,343,979 |
| | | |
|
| | | | 10,561,411 |
| | | |
|
| | | | 20,301,096 |
Industrials - 8.79% | | | | |
Aerospace & Defense - 0.62% | | | | |
Raytheon Company | | 37,100 | | 2,086,504 |
Airlines - 2.89% | | | | |
Delta Air Lines, Inc. (I)(L) | | 191,100 | | 2,469,012 |
Southwest Airlines Company | | 573,900 | | 7,219,662 |
| | | |
|
| | | | 9,688,674 |
Commercial Services & Supplies - 0.81% | | | | |
Cintas Corp. (L) | | 110,100 | | 2,729,379 |
Industrial Conglomerates - 0.86% | | | | |
Textron, Inc. (L) | | 145,500 | | 2,898,360 |
Machinery - 1.18% | | | | |
Harsco Corp. | | 50,400 | | 1,513,008 |
WABCO Holdings, Inc. (I) | | 91,400 | | 2,444,036 |
| | | |
|
| | | | 3,957,044 |
Professional Services - 1.91% | | | | |
Equifax, Inc. | | 35,900 | | 1,158,134 |
Manpower, Inc. | | 74,900 | | 3,858,848 |
Verisk Analytics, Inc., Class A (I) | | 48,800 | | 1,381,040 |
| | | |
|
| | | | 6,398,022 |
Road & Rail - 0.52% | | | | |
Hertz Global Holdings, Inc. (I)(L) | | 184,600 | | 1,735,240 |
| | | |
|
| | | | 29,493,223 |
Information Technology - 8.17% | | | | |
Communications Equipment - 0.54% | | | | |
Harris Corp. | | 13,400 | | 605,948 |
Motorola, Inc. (I) | | 176,400 | | 1,192,464 |
| | | |
|
| | | | 1,798,412 |
Electronic Equipment, Instruments & Components - 3.61% | | |
AVX Corp. | | 202,200 | | 2,487,060 |
Molex, Inc. | | 256,700 | | 4,464,013 |
National Instruments Corp. | | 23,800 | | 752,556 |
Tyco Electronics, Ltd. | | 172,100 | | 4,410,923 |
| | | |
|
| | | | 12,114,552 |
IT Services - 1.26% | | | | |
Automatic Data Processing, Inc. | | 16,300 | | 678,243 |
Paychex, Inc. (L) | | 114,700 | | 3,434,118 |
Total Systems Services, Inc. | | 7,900 | | 112,496 |
| | | |
|
| | | | 4,224,857 |
Semiconductors & Semiconductor Equipment - 1.87% | | |
ASML Holding NV | | 21,200 | | 653,596 |
National Semiconductor Corp. (L) | | 98,100 | | 1,420,488 |
Novellus Systems, Inc. (I) | | 172,800 | | 3,822,336 |
Xilinx, Inc. | | 15,400 | | 397,782 |
| | | |
|
| | | | 6,294,202 |
Software - 0.89% | | | | |
CA, Inc. | | 71,700 | | 1,613,250 |
Electronic Arts, Inc. (I)(L) | | 82,700 | | 1,371,166 |
| | | |
|
| | | | 2,984,416 |
| | | |
|
| | | | 27,416,439 |
| | | | |
Mid Value Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Materials - 6.11% | | | | |
Chemicals - 1.71% | | | | |
International Flavors & Fragrances, Inc. | | 38,600 | $ | 1,625,446 |
Nalco Holding Company | | 127,800 | | 2,972,628 |
Sigma-Aldrich Corp. | | 23,700 | | 1,130,253 |
| | | |
|
| | | | 5,728,327 |
Containers & Packaging - 0.71% | | | | |
Temple-Inland, Inc. | | 128,600 | | 2,394,532 |
Metals & Mining - 1.45% | | | | |
Alcoa, Inc. | | 129,300 | | 1,719,690 |
AngloGold Ashanti, Ltd., SADR (L) | | 1,000 | | 36,380 |
Franco-Nevada Corp. | | 81,400 | | 2,118,164 |
Gold Fields, Ltd. | | 87,100 | | 1,000,779 |
| | | |
|
| | | | 4,875,013 |
Paper & Forest Products - 2.24% | | | | |
Domtar Corp. (I) | | 14,533 | | 759,640 |
Weyerhaeuser Company | | 167,200 | | 6,754,880 |
| | | |
|
| | | | 7,514,520 |
| | | |
|
| | | | 20,512,392 |
Telecommunication Services - 1.12% | | | | |
Wireless Telecommunication Services - 1.12% | | | | |
Telephone & Data Systems, Inc. | | 33,800 | | 1,054,898 |
Telephone & Data Systems, Inc. - | | | | |
Special Shares | | 94,700 | | 2,688,533 |
| | | |
|
| | | | 3,743,431 |
| | | |
|
| | | | 3,743,431 |
Utilities - 8.17% | | | | |
Electric Utilities - 3.70% | | | | |
Allegheny Energy, Inc. (L) | | 220,500 | | 4,994,325 |
American Electric Power Company, Inc. | | 54,700 | | 1,839,014 |
Duke Energy Corp. | | 136,300 | | 2,228,505 |
FirstEnergy Corp. | | 22,300 | | 861,895 |
Pepco Holdings, Inc. | | 84,100 | | 1,414,562 |
Pinnacle West Capital Corp. | | 29,700 | | 1,081,377 |
| | | |
|
| | | | 12,419,678 |
Independent Power Producers & Energy Traders - 3.47% | | |
Calpine Corp. (I) | | 247,500 | | 2,707,650 |
Constellation Energy Group, Inc. | | 81,700 | | 2,865,219 |
Mirant Corp. (I) | | 302,000 | | 3,799,160 |
NRG Energy, Inc. (I) | | 103,400 | | 2,258,256 |
| | | |
|
| | | | 11,630,285 |
Multi-Utilities - 1.00% | | | | |
Ameren Corp. | | 9,100 | | 224,861 |
NiSource, Inc. | | 161,700 | | 2,428,734 |
TECO Energy, Inc. (L) | | 46,500 | | 712,845 |
| | | |
|
| | | | 3,366,440 |
| | | |
|
| | | | 27,416,403 |
|
TOTAL COMMON STOCKS (Cost $249,451,434) | | | $ | 307,243,062 |
|
|
PREFERRED STOCKS - 0.21% | | | | |
Financials - 0.21% | | | | |
Insurance - 0.21% | | | | |
Assured Guaranty, Ltd. 8.500% | | 8,300 | | 701,350 |
|
TOTAL PREFERRED STOCKS (Cost $415,000) | | | $ | 701,350 |
|
| | |
The accompanying notes are an integral part of the financial statements. | 161 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Mid Value Fund (continued) | | | |
| | Shares or | |
| | Principal | |
| | Amount | Value |
|
|
CONVERTIBLE BONDS - 0.66% | | | | |
Financials - 0.13% | | | | |
Diversified Financial Services - 0.13% | | | | |
Janus Capital Group, Inc. | $ | 398,000 | $ | 458,695 |
Industrials - 0.49% | | | | |
Industrial Conglomerates - 0.27% | | | | |
Textron Inc | | 550,000 | | 915,063 |
Road & Rail - 0.22% | | | | |
Hertz Global Holdings, Inc. | | 539,000 | | 720,239 |
| | | |
|
| | | | 1,635,302 |
Materials - 0.04% | | | | |
Metals & Mining - 0.04% | | | | |
Alcoa, Inc. | | 62,000 | | 134,928 |
|
TOTAL CONVERTIBLE BONDS (Cost $1,623,828) | | $ | 2,228,925 |
|
SHORT-TERM INVESTMENTS - 22.38% | | | |
Short-Term Securities* - 7.65% | | | | |
State Street Institutional US Government | | | | |
Money Market Fund, 0.03489% | $ | 873,297 | | 873,297 |
T. Rowe Price Reserve Investment | | | | |
Fund, 0.25404% | | 24,799,724 | | 24,799,724 |
| | | |
|
| | | | 25,673,021 |
Securities Lending Collateral - 14.73% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 4,934,951 | | 49,399,353 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $75,070,568) | $ | 75,072,374 |
|
Total Investments (Mid Value Fund) | | | | |
(Cost $326,560,830) - 114.82% | | | $ | 385,245,711 |
Other assets and liabilities, net - (14.82%) | | | (49,732,371) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 335,513,340 |
| | | |
|
| | | | |
Optimized Value Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 98.96% | | | | |
Consumer Discretionary - 13.00% | | | | |
Hotels, Restaurants & Leisure - 0.49% | | | | |
Brinker International, Inc. | | 86,464 | $ | 1,565,863 |
Household Durables - 1.24% | | | | |
Tupperware Brands Corp. | | 85,270 | | 3,984,667 |
Media - 6.58% | | | | |
Comcast Corp., Class A | | 245,461 | | 4,035,379 |
Gannett Company, Inc. | | 238,383 | | 3,611,502 |
Meredith Corp. | | 85,855 | | 2,637,466 |
News Corp., Class A | | 278,209 | | 3,719,654 |
The Walt Disney Company | | 143,959 | | 4,497,279 |
Viacom, Inc., Class B (I) | | 88,933 | | 2,636,863 |
| | | |
|
| | | | 21,138,143 |
Multiline Retail - 0.96% | | | | |
Kohl’s Corp. (I) | | 57,585 | | 3,099,225 |
Specialty Retail - 2.09% | | | | |
Guess?, Inc. | | 84,417 | | 3,443,369 |
TJX Companies, Inc. | | 78,789 | | 3,279,986 |
| | | |
|
| | | | 6,723,355 |
| | | | |
Optimized Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Textiles, Apparel & Luxury Goods - 1.64% | | | | |
Coach, Inc. | | 56,810 | $ | 2,070,156 |
Polo Ralph Lauren Corp. | | 40,022 | | 3,198,958 |
| | | |
|
| | | | 5,269,114 |
| | | |
|
| | | | 41,780,367 |
Consumer Staples - 4.97% | | | | |
Beverages - 1.18% | | | | |
Dr. Pepper Snapple Group, Inc. | | 119,021 | | 3,778,917 |
Food Products - 2.21% | | | | |
ConAgra Foods, Inc. | | 291,081 | | 7,119,841 |
Household Products - 1.58% | | | | |
Colgate-Palmolive Company | | 20,310 | | 1,684,511 |
The Procter & Gamble Company | | 53,641 | | 3,394,402 |
| | | |
|
| | | | 5,078,913 |
| | | |
|
| | | | 15,977,671 |
Energy - 18.95% | | | | |
Energy Equipment & Services - 4.68% | | | | |
Atwood Oceanics, Inc. (I) | | 64,964 | | 2,173,695 |
Noble Corp. (I) | | 131,156 | | 5,542,653 |
Schlumberger, Ltd. | | 39,487 | | 2,412,656 |
Transocean, Ltd. (I) | | 61,475 | | 4,906,935 |
| | | |
|
| | | | 15,035,939 |
Oil, Gas & Consumable Fuels - 14.27% | | | | |
Apache Corp. | | 61,756 | | 6,400,392 |
Chesapeake Energy Corp. | | 83,670 | | 2,223,112 |
Chevron Corp. | | 66,933 | | 4,839,256 |
ConocoPhillips | | 125,903 | | 6,043,344 |
Devon Energy Corp. | | 34,749 | | 2,392,816 |
El Paso Corp. | | 234,727 | | 2,457,592 |
Exxon Mobil Corp. | | 138,948 | | 9,031,620 |
Marathon Oil Corp. | | 97,830 | | 2,832,179 |
Newfield Exploration Company (I) | | 57,117 | | 2,916,965 |
Southern Union Company | | 92,905 | | 2,224,146 |
Total SA, SADR | | 80,664 | | 4,489,758 |
| | | |
|
| | | | 45,851,180 |
| | | |
|
| | | | 60,887,119 |
Financials - 28.10% | | | | |
Commercial Banks - 1.88% | | | | |
Wells Fargo & Company | | 221,287 | | 6,049,987 |
Diversified Financial Services - 10.95% | | | | |
Bank of America Corp. | | 99,495 | | 1,657,587 |
Credit Suisse Group AG | | 69,325 | | 3,091,895 |
JPMorgan Chase & Company | | 210,103 | | 8,818,023 |
State Street Corp. | | 134,912 | | 6,058,898 |
The Bank of New York Mellon Corp. | | 135,309 | | 3,859,013 |
The Goldman Sachs Group, Inc. | | 52,893 | | 8,269,821 |
The NASDAQ OMX Group, Inc. (I) | | 183,243 | | 3,413,817 |
| | | |
|
| | | | 35,169,054 |
Insurance - 8.27% | | | | |
American Financial Group, Inc. | | 106,386 | | 2,752,206 |
Assured Guaranty, Ltd. | | 170,066 | | 3,588,393 |
Endurance Specialty Holdings, Ltd. | | 77,011 | | 2,961,843 |
Lincoln National Corp. | | 100,223 | | 2,523,615 |
MetLife, Inc. | | 103,007 | | 3,748,425 |
PartnerRe, Ltd. | | 24,304 | | 1,934,841 |
The Travelers Companies, Inc. | | 48,707 | | 2,561,501 |
Torchmark Corp. | | 76,774 | | 3,569,991 |
Unum Group | | 141,193 | | 2,938,226 |
| | | |
|
| | | | 26,579,041 |
| | |
The accompanying notes are an integral part of the financial statements. | 162 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Optimized Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
COMMON STOCKS (continued) | | | | |
Real Estate Investment Trusts - 5.39% | | | | |
Annaly Capital Management, Inc. | | 500,953 | $ | 9,207,516 |
Brandywine Realty Trust | | 247,377 | | 2,773,096 |
Hospitality Properties Trust | | 111,028 | | 2,439,285 |
HRPT Properties Trust | | 410,853 | | 2,884,188 |
| | | |
|
| | | | 17,304,085 |
Thrifts & Mortgage Finance - 1.61% | | | | |
Hudson City Bancorp, Inc. | | 383,152 | | 5,180,215 |
| | | |
|
| | | | 90,282,382 |
Health Care - 7.25% | | | | |
Health Care Equipment & Supplies - 1.46% | | | | |
Baxter International, Inc. | | 30,530 | | 1,738,073 |
Covidien PLC | | 60,168 | | 2,955,452 |
| | | |
|
| | | | 4,693,525 |
Health Care Providers & Services - 1.53% | | | | |
AmerisourceBergen Corp. | | 174,725 | | 4,899,289 |
Pharmaceuticals - 4.26% | | | | |
Abbott Laboratories | | 115,672 | | 6,278,676 |
Johnson & Johnson | | 55,648 | | 3,505,824 |
Pfizer, Inc. | | 222,889 | | 3,911,702 |
| | | |
|
| | | | 13,696,202 |
| | | |
|
| | | | 23,289,016 |
Industrials - 6.31% | | | | |
Aerospace & Defense - 1.75% | | | | |
Alliant Techsystems, Inc. (I) | | 70,758 | | 5,621,723 |
Industrial Conglomerates - 2.61% | | | | |
General Electric Company | | 394,089 | | 6,329,069 |
Siemens AG | | 23,747 | | 2,048,416 |
| | | |
|
| | | | 8,377,485 |
Machinery - 1.38% | | | | |
Pall Corp. | | 112,671 | | 4,447,124 |
Marine - 0.57% | | | | |
DryShips, Inc. (I) | | 336,380 | | 1,839,999 |
| | | |
|
| | | | 20,286,331 |
Information Technology - 9.31% | | | | |
Communications Equipment - 0.53% | | | | |
Cisco Systems, Inc. (I) | | 70,686 | | 1,719,790 |
Computers & Peripherals - 2.37% | | | | |
EMC Corp. (I) | | 144,862 | | 2,533,636 |
Seagate Technology (I) | | 255,211 | | 5,081,251 |
| | | |
|
| | | | 7,614,887 |
Electronic Equipment, Instruments & Components - 1.34% | | |
Avnet, Inc. (I) | | 156,348 | | 4,316,768 |
Internet Software & Services - 0.51% | | | | |
Google, Inc., Class A (I) | | 3,102 | | 1,634,134 |
IT Services - 1.78% | | | | |
Lender Processing Services, Inc. | | 149,686 | | 5,715,011 |
Semiconductors & Semiconductor Equipment - 0.92% | | |
Skyworks Solutions, Inc. (I) | | 193,622 | | 2,956,608 |
Software - 1.86% | | | | |
Check Point Software Technologies, Ltd. (I) | | 83,394 | | 2,718,644 |
Oracle Corp. | | 131,607 | | 3,244,113 |
| | | |
|
| | | | 5,962,757 |
| | | |
|
| | | | 29,919,955 |
| | | | |
Optimized Value Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Materials - 2.61% | | | | |
Chemicals - 0.58% | | | | |
E.I. Du Pont de Nemours & Company | | 54,873 | $ | 1,850,318 |
Containers & Packaging - 2.03% | | | | |
Owens-Illinois, Inc. (I) | | 106,766 | | 3,164,544 |
Pactiv Corp. (I) | | 135,738 | | 3,360,873 |
| | | |
|
| | | | 6,525,417 |
| | | |
|
| | | | 8,375,735 |
Telecommunication Services - 5.12% | | | | |
Diversified Telecommunication Services - 4.31% | | | |
AT&T, Inc. | | 223,282 | | 5,539,628 |
CenturyTel, Inc. | | 164,270 | | 5,629,533 |
Verizon Communications, Inc. | | 91,906 | | 2,658,841 |
| | | |
|
| | | | 13,828,002 |
Wireless Telecommunication Services - 0.81% | | | |
Mobile TeleSystems, SADR | | 49,866 | | 2,610,485 |
| | | |
|
| | | | 16,438,487 |
Utilities - 3.34% | | | | |
Electric Utilities - 0.62% | | | | |
American Electric Power Company, Inc. | | 59,165 | | 1,989,127 |
Independent Power Producers & Energy Traders - 0.53% | | | |
Constellation Energy Group, Inc. | | 48,631 | | 1,705,489 |
Multi-Utilities - 2.19% | | | | |
Dominion Resources, Inc. | | 18,022 | | 684,656 |
Sempra Energy | | 128,803 | | 6,333,244 |
| | | |
|
| | | | 7,017,900 |
| | | |
|
| | | | 10,712,516 |
|
TOTAL COMMON STOCKS (Cost $289,194,248) | | $ | 317,949,579 |
|
SHORT-TERM INVESTMENTS - 0.90% | | | |
Repurchase Agreement - 0.90% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $2,911,002 on 03/01/2010, | | | |
collateralized by $2,925,000 U.S. Treasury | | | |
Notes, 3.250% due 12/31/2016 (valued at | | | |
$2,972,531, including interest) | $ | 2,911,000 | | 2,911,000 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $2,911,000) | | $ | 2,911,000 |
|
Total Investments (Optimized Value Fund) | | | |
(Cost $292,105,248) - 99.86% | | | $ | 320,860,579 |
Other assets and liabilities, net - 0.14% | | | | 439,626 |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 321,300,205 |
| | | |
|
| | | | |
Real Estate Equity Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 94.10% | | | | |
Consumer Discretionary - 4.18% | | | | |
Hotels, Restaurants & Leisure - 4.18% | | | | |
Gaylord Entertainment Company (I)(L) | | 118,900 | $ | 2,676,439 |
Marriott International, Inc., Class A (L) | | 147,273 | | 3,992,571 |
| | |
The accompanying notes are an integral part of the financial statements. | 163 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Real Estate Equity Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Hotels, Restaurants & Leisure (continued) | | | | |
Starwood Hotels & Resorts | | | | |
Worldwide, Inc. (L) | | 79,800 | $ | 3,088,260 |
| | | |
|
| | | | 9,757,270 |
| | | |
|
| | | | 9,757,270 |
Financials - 89.92% | | | | |
Real Estate Investment Trusts - 87.55% | | | | |
Alexandria Real Estate Equities, Inc. (L) | | 39,200 | | 2,415,504 |
AMB Property Corp. | | 216,200 | | 5,262,308 |
AvalonBay Communities, Inc. (L) | | 116,916 | | 9,519,301 |
Boston Properties, Inc. | | 106,650 | | 7,244,735 |
BRE Properties, Inc. | | 187,440 | | 6,318,602 |
Camden Property Trust | | 193,200 | | 7,737,660 |
CBL & Associates Properties, Inc. (L) | | 469,014 | | 5,576,576 |
Colony Financial, Inc. | | 46,700 | | 931,198 |
Cousins Properties, Inc. (L) | | 254,342 | | 1,828,719 |
DCT Industrial Trust, Inc. | | 542,200 | | 2,667,624 |
Douglas Emmett, Inc. (L) | | 374,500 | | 5,276,705 |
EastGroup Properties, Inc. | | 82,900 | | 2,976,110 |
Equity One, Inc. (L) | | 332,400 | | 6,139,428 |
Equity Residential | | 273,950 | | 9,884,116 |
Essex Property Trust, Inc. (L) | | 70,000 | | 6,013,000 |
Federal Realty Investment Trust (L) | | 113,980 | | 7,860,061 |
Healthcare Realty Trust, Inc. (L) | | 217,700 | | 4,547,753 |
Highwoods Properties, Inc. | | 110,200 | | 3,201,310 |
Host Hotels & Resorts, Inc. | | 353,262 | | 4,136,698 |
Kilroy Realty Corp. (L) | | 209,000 | | 5,920,970 |
Kimco Realty Corp. (L) | | 559,800 | | 7,775,622 |
LaSalle Hotel Properties (L) | | 124,620 | | 2,418,874 |
Macerich Company (L) | | 229,090 | | 8,164,768 |
Plum Creek Timber Company, Inc. (L) | | 107,700 | | 3,848,121 |
Post Properties, Inc. | | 118,300 | | 2,276,092 |
Public Storage, Inc. | | 106,900 | | 8,786,111 |
Regency Centers Corp. (L) | | 206,350 | | 7,154,155 |
Simon Property Group, Inc. | | 274,451 | | 21,486,769 |
SL Green Realty Corp. (L) | | 184,000 | | 9,395,040 |
Starwood Property Trust, Inc. (L) | | 155,400 | | 2,907,534 |
Taubman Centers, Inc. (L) | | 150,400 | | 5,824,992 |
Terreno Realty Corp. (I) | | 42,700 | | 803,187 |
Vornado Realty Trust | | 179,074 | | 11,768,743 |
Washington Real Estate Investment Trust (L) | | 126,500 | | 3,524,290 |
Weingarten Realty Investors (L) | | 143,200 | | 2,948,488 |
| | | |
|
| | | | 204,541,164 |
Real Estate Management & Development - 2.37% | | | | |
Brookfield Properties Corp. (L) | | 315,900 | | 4,381,533 |
The St. Joe Company (I)(L) | | 42,000 | | 1,155,000 |
| | | |
|
| | | | 5,536,533 |
| | | |
|
| | | | 210,077,697 |
|
TOTAL COMMON STOCKS (Cost $156,269,552) | | | $ | 219,834,967 |
|
|
CONVERTIBLE BONDS - 3.57% | | | | |
Financials - 3.57% | | | | |
Real Estate Investment Trusts - 2.85% | | | | |
Alexandria Real Estate Equities, Inc. | | | | |
8.000%, 04/15/2029 (S) | | 1,844,000 | | 3,021,854 |
General Growth Properties LP | | | | |
3.980%, 04/15/2027 (H)(S) | | 2,198,000 | | 2,255,698 |
ProLogis | | | | |
2.250%, 04/01/2037 | | 1,462,000 | | 1,376,108 |
| | | |
|
| | | | 6,653,660 |
| | | | |
Real Estate Equity Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
CONVERTIBLE BONDS (continued) | | | | |
Real Estate Management & Development - 0.72% | | | |
Forest City Enterprises, Inc. | | | | |
5.000%, 10/15/2016 (S) | $ | 1,550,000 | $ | 1,693,375 |
| | | |
|
| | | | 8,347,035 |
|
TOTAL CONVERTIBLE BONDS (Cost $4,239,186) | | $ | 8,347,035 |
|
|
SHORT-TERM INVESTMENTS - 34.34% | | | |
Short-Term Securities* - 1.97% | | | | |
State Street Institutional US Government | | | | |
Money Market Fund, 0.03489% | $ | 510,129 | | 510,129 |
T. Rowe Price Reserve Investment | | | | |
Fund, 0.2018% | | 4,094,575 | | 4,094,575 |
| | | |
|
| | | | 4,604,704 |
SECURITIES LENDING COLLATERAL - 32.37% | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1869% (W)(Y) | $ | 7,554,011 | | 75,616,404 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $80,196,466) | | $ | 80,221,108 |
|
Total Investments (Real Estate Equity Fund) | | | |
(Cost $240,705,204) - 132.01% | | | $ | 308,403,110 |
Other assets and liabilities, net - (32.01%) | | | (74,785,023) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 233,618,087 |
| | | |
|
| | | | |
Real Estate Securities Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 98.90% | | | | |
Financials - 98.90% | | | | |
Real Estate Investment Trusts - 98.90% | | | | |
American Campus Communities, Inc. (L) | | 207,961 | $ | 5,748,042 |
Apartment Investment & Management | | | | |
Company, Class A (L) | | 314,617 | | 5,250,958 |
AvalonBay Communities, Inc. (L) | | 199,499 | | 16,243,209 |
BioMed Realty Trust, Inc. | | 165,650 | | 2,559,293 |
Boston Properties, Inc. (L) | | 274,114 | | 18,620,564 |
Brandywine Realty Trust | | 638,700 | | 7,159,827 |
BRE Properties, Inc. | | 179,148 | | 6,039,079 |
Camden Property Trust | | 202,150 | | 8,096,108 |
Cogdell Spencer, Inc. (L) | | 192,666 | | 1,300,496 |
Developers Diversified Realty Corp. | | 402,000 | | 4,265,220 |
Digital Realty Trust, Inc. (L) | | 190,350 | | 9,818,253 |
Douglas Emmett, Inc. (L) | | 174,700 | | 2,461,523 |
Duke Realty Corp. | | 395,860 | | 4,394,046 |
Entertainment Properties Trust (L) | | 87,111 | | 3,329,382 |
Equity Residential | | 240,553 | | 8,679,152 |
HCP, Inc. (L) | | 270,923 | | 7,797,164 |
Health Care, Inc. (L) | | 256,742 | | 10,875,591 |
Host Hotels & Resorts, Inc. | | 1,130,556 | | 13,238,811 |
LTC Properties, Inc. | | 76,153 | | 1,986,070 |
Mack-Cali Realty Corp. | | 134,350 | | 4,506,099 |
Nationwide Health Properties, Inc. | | 271,906 | | 9,024,560 |
ProLogis (L) | | 952,060 | | 12,272,053 |
PS Business Parks, Inc. | | 69,472 | | 3,404,128 |
Public Storage, Inc. (L) | | 249,776 | | 20,529,089 |
Ramco-Gershenson Properties Trust | | 143,776 | | 1,440,636 |
Regency Centers Corp. (L) | | 377,767 | | 13,097,182 |
Retail Opportunity Investments Corp. (I) | | 140,975 | | 1,409,750 |
Senior Housing Properties Trust | | 454,373 | | 9,446,415 |
Simon Property Group, Inc. | | 451,797 | | 35,371,187 |
| | |
The accompanying notes are an integral part of the financial statements. | 164 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Real Estate Securities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Real Estate Investment Trusts (continued) | | | |
SL Green Realty Corp. (L) | | 90,100 | $ | 4,600,506 |
Sovran Self Storage, Inc. (L) | | 81,532 | | 2,587,010 |
Sunstone Hotel Investors, Inc. (I) | | 453,415 | | 4,053,530 |
Tanger Factory Outlet Centers, Inc. (L) | | 72,700 | | 3,029,409 |
Taubman Centers, Inc. (L) | | 234,978 | | 9,100,698 |
Vornado Realty Trust (L) | | 110,870 | | 7,286,376 |
Washington Real Estate Investment Trust | | 234,628 | | 6,536,736 |
| | | |
|
| | | | 285,558,152 |
| | | |
|
| | | | 285,558,152 |
|
TOTAL COMMON STOCKS (Cost $252,661,194) | | $ | 285,558,152 |
|
|
SHORT-TERM INVESTMENTS - 32.67% | | | |
Repurchase Agreement - 0.97% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 2/26/2010 at 0.10% to be repurchased | | | |
at $2,814,002 on 3/1/2010, collateralized by | | | |
$2,875,000 Federal Home Loan Mortgage | | | |
Corp., Zero Coupon due 3/29/2010 (valued | | | |
at $2,873,563, including interest) | $ | 2,814,000 | | 2,814,000 |
Securities Lending Collateral - 31.70% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 9,143,830 | | 91,530,654 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $94,338,128) | | $ | 94,344,654 |
|
Total Investments (Real Estate Securities Fund) | | | |
(Cost $346,999,322) - 131.57% | | | $ | 379,902,806 |
Other assets and liabilities, net - (31.57%) | | | (91,162,570) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 288,740,236 |
| | | |
|
| | | | |
Real Return Bond Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 85.11% | | | | |
Treasury Inflation Protected Securities (D) - 57.45% | | |
0.625%, 04/15/2013 | $ | 28,609,000 | $ | 29,333,151 |
0.875%, 04/15/2010 | | 11,399,700 | | 11,452,241 |
1.375%, 01/15/2020 | | 16,378,468 | | 16,253,074 |
1.625%, 01/15/2015 to 01/15/2018 | | 17,160,255 | | 17,947,792 |
1.750%, 01/15/2028 | | 12,885,875 | | 12,243,591 |
1.875%, 07/15/2015 | | 47,964,528 | | 51,052,244 |
2.000%, 07/15/2014 to 01/15/2026 (F) | | 174,650,674 | | 182,662,595 |
2.125%, 02/15/2040 | | 6,994,140 | | 6,981,572 |
2.375%, | | | | |
01/15/2017 to 01/15/2027 (F),(C) | | 155,391,361 | | 164,336,826 |
2.500%, 07/15/2016 to 01/15/2029 | | 72,512,438 | | 78,202,905 |
3.375%, 01/15/2012 to 04/15/2032 | | 11,071,307 | | 13,277,733 |
3.625%, 04/15/2028 | | 26,571,475 | | 32,529,305 |
3.875%, 04/15/2029 (C) | | 95,512,237 | | 121,569,115 |
| | | |
|
| | | | 737,842,144 |
U.S. Treasury Bond - 1.23% | | | | |
1.250%, 04/15/2014 | | 15,102,808 | | 15,730,511 |
U.S. Treasury Notes - 23.78% | | | | |
1.375%, 07/15/2018 | | 25,337,950 | | 25,549,750 |
1.875%, 07/15/2013 | | 83,250,180 | | 88,550,885 |
2.125%, 01/15/2019 | | 33,194,040 | | 35,312,749 |
2.375%, 04/15/2011 | | 59,842,750 | | 61,969,980 |
2.625%, 07/15/2017 | | 51,683,696 | | 57,235,662 |
| | | | |
Real Return Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
U.S. Treasury Notes (continued) | | | | |
3.000%, 07/15/2012 | $ | 33,991,979 | $ | 36,785,712 |
| | | |
|
| | | | 305,404,738 |
Federal Home Loan Mortgage Corp. - 0.12% | | | |
5.500%, 11/15/2018 | | 1,424,429 | | 1,493,357 |
Federal National Mortgage Association - 2.53% | | | |
0.429%, 10/27/2037 (P) | | 5,000,000 | | 4,981,250 |
0.579%, 07/25/2037 (P) | | 14,003,850 | | 13,563,409 |
0.669%, 05/25/2036 (P) | | 11,415,591 | | 11,130,265 |
0.674%, 02/25/2037 (P) | | 2,871,531 | | 2,753,444 |
1.681%, 10/01/2044 (P) | | 85,818 | | 84,980 |
| | | |
|
| | | | 32,513,348 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (Cost $1,057,667,924) | | | $ | 1,092,984,098 |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 2.13% | | | | |
Australia - 0.03% | | | | |
Republic of Australia | | | | |
3.000%, 09/20/2025 | AUD | 400,000 | | 373,379 |
Canada - 0.62% | | | | |
Government of Canada | | | | |
2.000%, 12/01/2041 | CAD | 2,167,893 | | 2,288,835 |
3.000%, 12/01/2036 | | 3,678,807 | | 4,582,146 |
4.000%, 12/01/2031 | | 376,923 | | 521,144 |
4.250%, 12/01/2021 | | 414,606 | | 517,631 |
| | | |
|
| | | | 7,909,756 |
Germany - 1.48% | | | | |
Federal Republic of Germany | | | | |
1.500%, 04/15/2016 | EUR | 968,823 | | 1,362,600 |
1.750%, 04/15/2020 | | 8,827,890 | | 12,353,586 |
3.750%, 01/04/2015 | | 1,300,000 | | 1,902,003 |
4.250%, 07/04/2018 | | 2,300,000 | | 3,434,296 |
| | | |
|
| | | | 19,052,485 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $27,988,930) | | | $ | 27,335,620 |
|
|
CORPORATE BONDS - 11.34% | | | | |
Banks - 3.31% | | | | |
American Express Bank FSB | | | | |
0.359%, 05/29/2012 (P) | | 5,900,000 | | 5,793,151 |
0.378%, 06/12/2012 (P) | | 700,000 | | 687,438 |
American Express Centurion Bank | | | | |
0.378%, 06/12/2012 (P) | | 5,100,000 | | 5,008,475 |
ANZ National International, Ltd. | | | | |
6.200%, 07/19/2013 (S) | | 1,900,000 | | 2,092,497 |
Bank of Nova Scotia | | | | |
3.400%, 01/22/2015 | | 2,600,000 | | 2,653,654 |
Barclays Bank PLC | | | | |
6.050%, 12/04/2017 (S) | | 5,200,000 | | 5,334,644 |
7.434%, 09/29/2049 (P)(S) | | 600,000 | | 555,000 |
ING Bank NV | | | | |
0.881%, 01/13/2012 (P)(S) | | 10,800,000 | | 10,776,121 |
National Australia Bank, Ltd. | | | | |
5.350%, 06/12/2013 (S) | | 1,700,000 | | 1,845,177 |
Royal Bank of Scotland Group PLC | | | | |
7.092%, 10/29/2049 | | 400,000 | | 324,073 |
Swedbank AB | | | | |
2.800%, 02/10/2012 (S) | | 7,200,000 | | 7,420,342 |
| | | |
|
| | | | 42,490,572 |
| | |
The accompanying notes are an integral part of the financial statements. | 165 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Real Return Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Chemicals - 0.08% | | | | |
RPM International, Inc. | | | | |
6.500%, 02/15/2018 | $ | 1,000,000 | $ | 1,055,496 |
Diversified Financial Services - 4.72% | | | | |
Citigroup Funding, Inc. | | | | |
1.299%, 05/07/2010 (P) | | 600,000 | | 601,022 |
Countrywide Financial Corp. | | | | |
5.800%, 06/07/2012 | | 3,400,000 | | 3,620,786 |
DaimlerChrysler Financial Company | | | | |
5.000%, 08/03/2012 | | 2,806,408 | | 2,770,626 |
FCE Bank PLC | | | | |
7.125%, 01/16/2012 | | 200,000 | | 269,934 |
Ford Motor Credit Company LLC | | | | |
7.250%, 10/25/2011 | | 6,350,000 | | 6,437,224 |
7.800%, 06/01/2012 | | 450,000 | | 454,756 |
9.750%, 09/15/2010 | | 4,200,000 | | 4,305,034 |
GATX Financial Corp. | | | | |
5.800%, 03/01/2016 | | 1,000,000 | | 1,009,352 |
Green Valley, Ltd. | | | | |
4.292%, 01/10/2011 (P)(S) | | 400,000 | | 545,088 |
HBOS PLC | | | | |
6.750%, 05/21/2018 (S) | | 1,000,000 | | 922,610 |
International Lease Finance Corp. | | | | |
6.625%, 11/15/2013 | | 600,000 | | 528,677 |
LeasePlan Corp. | | | | |
3.000%, 05/07/2012 (S) | | 1,800,000 | | 1,856,988 |
Lehman Brothers Holdings, Inc. | | | | |
0.00%, 04/05/2011 (H) | | 36,000 | | 9,805 |
5.125%, 06/27/2014 (H) | | 850,000 | | 234,374 |
6.200%, 09/26/2014 (H) | | 300,000 | | 67,500 |
6.875%, 05/02/2018 (H) | | 1,200,000 | | 276,000 |
7.000%, 09/27/2027 (H) | | 300,000 | | 67,500 |
Longpoint Re, Ltd. | | | | |
5.504%, 05/08/2010 (P)(S) | | 800,000 | | 801,040 |
Merna Reinsurance, Ltd. | | | | |
0.901%, 07/07/2010 (P)(S) | | 3,500,000 | | 3,451,350 |
Morgan Stanley | | | | |
0.501%, 01/18/2011 (P) | | 2,000,000 | | 1,998,884 |
0.701%, 10/18/2016 (P) | | 400,000 | | 364,402 |
2.350%, 05/14/2010 (P) | | 11,500,000 | | 11,547,070 |
Mystic Re, Ltd. | | | | |
10.252%, 06/07/2011 (P)(S) | | 1,500,000 | | 1,535,250 |
Pearson Dollar Finance PLC | | | | |
5.700%, 06/01/2014 (S) | | 2,500,000 | | 2,715,755 |
Santander Perpetual SA | | | | |
6.671%, 10/29/2049 (P)(S) | | 2,500,000 | | 2,512,500 |
TransCapitalInvest, Ltd. | | | | |
7.700%, 08/07/2013 (S) | | 1,300,000 | | 1,408,055 |
UBS AG | | | | |
1.352%, 02/23/2012 (P) | | 9,800,000 | | 9,801,441 |
Vita Capital III, Ltd., Series B-II | | | | |
1.371%, 01/01/2012 (P)(S) | | 500,000 | | 480,450 |
| | | |
|
| | | | 60,593,473 |
Healthcare Services - 0.02% | | | | |
UnitedHealth Group, Inc. | | | | |
4.875%, 02/15/2013 | | 200,000 | | 213,287 |
Insurance - 2.08% | | | | |
American International Group, Inc., MTN | | | | |
5.850%, 01/16/2018 | | 2,800,000 | | 2,260,896 |
American International Group, | | | | |
Inc., Series 1 | | | | |
0.361%, 10/18/2011 (P) | | 1,200,000 | | 1,100,710 |
| | | | |
Real Return Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Insurance (continued) | | | | |
American International Group, | | | | |
Inc., Series WI | | | | |
8.175%, 05/15/2058 (P) | $ | 1,500,000 | $ | 1,012,500 |
Foundation Re II, Ltd. | | | | |
7.000%, 11/26/2010 (P)(S) | | 600,000 | | 596,619 |
Metropolitan Life Global Funding I | | | | |
0.651%, 07/13/2011 (P)(S) | | 400,000 | | 399,837 |
2.157%, 06/10/2011 (P)(S) | | 8,200,000 | | 8,344,976 |
5.125%, 04/10/2013 (S) | | 800,000 | | 864,075 |
New York Life Global Funding | | | | |
4.650%, 05/09/2013 (S) | | 1,800,000 | | 1,924,025 |
Pacific Life Global Funding | | | | |
5.150%, 04/15/2013 (S) | | 600,000 | | 636,028 |
Pricoa Global Funding I | | | | |
0.381%, 06/26/2012 (P)(S) | | 7,600,000 | | 7,389,944 |
Residential Reinsurance 2007, Ltd. | | | | |
7.502%, 06/07/2010 (P)(S) | | 2,200,000 | | 2,217,160 |
| | | |
|
| | | | 26,746,770 |
Oil & Gas - 0.06% | | | | |
Gaz Capital SA | | | | |
7.343%, 04/11/2013 (S) | | 300,000 | | 321,000 |
8.146%, 04/11/2018 (S) | | 400,000 | | 432,800 |
| | | |
|
| | | | 753,800 |
Pharmaceuticals - 0.12% | | | | |
Cardinal Health, Inc. | | | | |
6.000%, 06/15/2017 | | 1,500,000 | | 1,586,465 |
Pipelines - 0.80% | | | | |
NGPL PipeCo LLC | | | | |
6.514%, 12/15/2012 (S) | | 9,300,000 | | 10,250,758 |
Retail - 0.15% | | | | |
Federated Retail Holdings, Inc. | | | | |
5.900%, 12/01/2016 | | 1,000,000 | | 970,000 |
Macy’s Retail Holdings, Inc. | | | | |
7.450%, 07/15/2017 | | 1,000,000 | | 1,022,500 |
| | | |
|
| | | | 1,992,500 |
|
TOTAL CORPORATE BONDS (Cost $145,208,327) | | $ | 145,683,121 |
|
|
MUNICIPAL BONDS - 0.16% | | | | |
New Jersey - 0.05% | | | | |
Tobacco Settlement Financing Corp. of | | | | |
New Jersey | | | | |
5.000%, 06/01/2041 | | 900,000 | | 610,182 |
Ohio - 0.05% | | | | |
Buckeye Tobacco Settlement | | | | |
Financing Authority | | | | |
6.000%, 06/01/2042 | | 800,000 | | 628,600 |
West Virginia - 0.06% | | | | |
Tobacco Settlement Finance Authority of | | | | |
West Virginia | | | | |
7.467%, 06/01/2047 | | 960,000 | | 789,523 |
|
TOTAL MUNICIPAL BONDS (Cost $2,479,982) | | $ | 2,028,305 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 4.06% | | | | |
Banc of America Commercial Mortgage, | | | | |
Inc., Series 2006-5, Class A4 | | | | |
5.414%, 09/10/2047 | | 500,000 | | 492,203 |
Banc of America Funding Corp., | | | | |
Series 2006-A, Class 1A1 | | | | |
4.485%, 02/20/2036 (P) | | 5,772,015 | | 5,161,092 |
| | |
The accompanying notes are an integral part of the financial statements. | 166 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Real Return Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
BCAP LLC Trust, | | | | |
Series 2006-AA2, Class A1 | | | | |
0.399%, 01/25/2037 (P) | $ | 770,662 | $ | 391,109 |
Bear Stearns Adjustable Rate | | | | |
Mortgage Trust | | | | |
Series 2005-5, Class A1, | | | | |
2.530%, 08/25/2035 (P) | | 384,774 | | 371,405 |
Series 2005-5, Class A2, | | | | |
2.560%, 08/25/2035 (P) | | 672,313 | | 648,378 |
Series 2005-2, Class A1, | | | | |
2.760%, 03/25/2035 (P) | | 1,266,583 | | 1,185,311 |
Series 2005-2, Class A2, | | | | |
2.934%, 03/25/2035 (P) | | 399,820 | | 378,524 |
Series 2003-3, Class 3A2, | | | | |
3.799%, 05/25/2033 (P) | | 161,242 | | 155,815 |
Citigroup Commercial Mortgage Trust, | | | | |
Series 2007-C6, Class A4 | | | | |
5.700%, 12/10/2049 (P) | | 183,000 | | 174,184 |
Citigroup Mortgage Loan Trust, Inc. | | | | |
Series 2005-6, Class A1, | | | | |
2.510%, 08/25/2035 (P) | | 471,014 | | 449,497 |
Series 2005-11, Class 1A1, | | | | |
2.990%, 12/25/2035 (P) | | 83,743 | | 76,539 |
Series 2005-6, Class A3, | | | | |
4.098%, 08/25/2035 (P) | | 125,533 | | 110,864 |
Series 2005-6, Class A2, | | | | |
4.248%, 08/25/2035 (P) | | 518,549 | | 456,715 |
Citigroup/Deutsche Bank Commercial | | | | |
Mortgage Trust, | | | | |
Series 2007-CD5, Class A4 | | | | |
5.886%, 11/15/2044 (P) | | 500,000 | | 479,575 |
Countrywide Home Loan Mortgage Pass | | | | |
Through Trust, | | | | |
Series 2004-HYB5 ,Class 2A1 | | | | |
3.562%, 04/20/2035 (P) | | 3,352,524 | | 3,131,912 |
Credit Suisse Mortgage Capital | | | | |
Certificates, Series 2007-C3, Class A4 | | | | |
5.723%, 06/15/2039 (P) | | 750,000 | | 631,429 |
CS First Boston Mortgageb Securities | | | | |
Corp., Series 2004-AR3, Class 2A | | | | |
3.337%, 04/25/2034 (P) | | 8,784,961 | | 8,488,612 |
Harborview Mortgage Loan Trust, | | | | |
Series 2004-1, Class 2A | | | | |
3.174%, 04/19/2034 (P) | | 9,950,733 | | 8,565,301 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp., | | | | |
Series 2006-CB17, Class A4 | | | | |
5.429%, 12/12/2043 | | 620,000 | | 620,227 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp., | | | | |
Series 2006-LDP9, Class A3 | | | | |
5.336%, 05/15/2047 | | 800,000 | | 742,236 |
LB-UBS Commercial Mortgage Trust, | | | | |
Series 2007-C7, Class A3 | | | | |
5.866%, 09/15/2045 (P) | | 200,000 | | 190,411 |
MASTR Alternative Loans Trust, | | | | |
Series 2006-2, Class 2A1 | | | | |
0.629%, 03/25/2036 (P) | | 968,093 | | 372,188 |
Merrill Lynch Mortgage Investors, Inc., | | | | |
Series 2005-A10, Class A | | | | |
0.439%, 02/25/2036 (P) | | 9,451,804 | | 6,511,065 |
Merrill Lynch/Countrywide Commercial | | | | |
Mortgage Trust, | | | | |
Series 2007-9, Class A4 | | | | |
5.700%, 09/12/2049 | | 400,000 | | 367,967 |
| | | | |
Real Return Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Morgan Stanley Capital I, | | | | |
Series 2007-IQ15, Class A4 | | | | |
5.880%, 06/11/2049 (P) | $ | 1,160,000 | $ | 1,079,516 |
New York Mortgage Trust, Inc., | | | | |
Series 2006-1, Class 2A3 | | | | |
5.582%, 05/25/2036 (P) | | 1,700,000 | | 1,250,432 |
Residential Accredit Loans, Inc., | | | | |
Series 2006-QO6, Class A1 | | | | |
0.409%, 06/25/2046 (P) | | 1,476,741 | | 549,643 |
Structured Asset Mortgage Investments, | | | | |
Inc., Series 2005-AR5, | | | | |
Class A3 ,Class A3 | | | | |
0.479%, 07/19/2035 (P) | | 6,850,259 | | 6,342,956 |
Wachovia Bank Commercial | | | | |
Mortgage Trust | | | | |
Series 2006-C23, Class A4, | | | | |
5.418%, 01/15/2045 (P) | | 870,000 | | 862,131 |
Series 2006-C28, Class A4, | | | | |
5.572%, 10/15/2048 | | 500,000 | | 473,300 |
WaMu Mortgage Pass Through | | | | |
Certificates, | | | | |
Series 2007-HY3, Class 4A1 | | | | |
5.313%, 03/25/2037 (P) | | 1,323,584 | | 1,094,950 |
Washington Mutual Alternative Mortgage | | | | |
Pass-Through Certificates, | | | | |
Series 2006-5, Class 3A6 | | | | |
6.268%, 07/25/2036 (P) | | 878,051 | | 411,540 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $52,606,323) | | | $ | 52,217,027 |
|
|
ASSET BACKED SECURITIES - 1.77% | | | | |
AMMC CDO, Series 2005-5A, Class A1A | | | | |
0.488%, 08/08/2017 (P)(S) | | 2,100,000 | | 1,859,406 |
ARES CLO Funds, | | | | |
Series 2006-6RA, Class A1B | | | | |
0.482%, 03/12/2018 (P)(S) | | 1,484,006 | | 1,413,506 |
Argent Securities, Inc., | | | | |
Series 2005-W2, Class A2B1 | | | | |
0.429%, 10/25/2035 (P) | | 375,285 | | 337,826 |
Citigroup Mortgage Loan Trust, Inc., | | | | |
Series 2007-OPX1, Class A5A | | | | |
5.764%, 01/25/2037 (P) | | 900,000 | | 476,523 |
First Franklin Mortgage Loan Asset | | | | |
Backed Certificates, | | | | |
Series 2006-FF15, Class A3 | | | | |
0.279%, 11/25/2036 (P) | | 1,163,276 | | 1,137,102 |
Ford Credit Auto Owner Trust, | | | | |
Series 2008-C, Class A2B | | | | |
1.132%, 01/15/2011 (P) | | 109,357 | | 109,391 |
Race Point CLO, Series 2A, Class A1 | | | | |
0.800%, 05/15/2015 (P)(S) | | 778,232 | | 737,078 |
SLM Student Loan Trust, | | | | |
Series 2008-9, Class A | | | | |
1.749%, 04/25/2023 (P) | | 15,684,627 | | 16,228,509 |
Wells Fargo Home Equity Trust, | | | | |
Series 2005-4, Class AI2 | | | | |
0.479%, 12/25/2035 (P)(S) | | 398,288 | | 394,302 |
|
TOTAL ASSET BACKED SECURITIES (Cost $22,440,520) | | $ | 22,693,643 |
|
|
PREFERRED STOCKS - 0.11% | | | | |
Banks - 0.11% | | | | |
Wells Fargo & Company, | | | | |
Series K 7.980% | | 900,000 | | 904,500 |
| | |
The accompanying notes are an integral part of the financial statements. | 167 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Real Return Bond Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
PREFERRED STOCKS (continued) | | | | |
Banks (continued) | | | | |
Wells Fargo & Company, Series L 7.500% | | 500 | $ | 476,500 |
| | | |
|
| | | | 1,381,000 |
|
TOTAL PREFERRED STOCKS (Cost $1,400,000) | | | $ | 1,381,000 |
|
|
SHORT-TERM INVESTMENTS - 0.30% | | | | |
Repurchase Agreement - 0.26% | | | | |
Barclays Tri-Party Repurchase Agreement | | | | |
dated 02/26/2010 at 0.10% to be | | | | |
repurchased at $500,004 on 03/01/2010, | | | | |
collateralized by $469,000 U.S. Treasury | | | | |
Bonds, 5.00% due 05/15/2037 (valued at | | | | |
$513,779, including interest) | $ | 500,000 | | 500,000 |
Repurchase Agreement with State Street | | | | |
Corp. dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $2,808,002 on | | | | |
03/01/2010, collateralized by Federal | | | | |
Home Loan Bank, 0.93% due | | | | |
03/30/2010 (valued at $2,868,400, | | | | |
including interest) | 2,808,000 | | 2,808,000 |
| | | |
|
| | | | 3,308,000 |
Short-Term Securities* - 0.04% | | | | |
U.S. Treasury Bills | | | | |
0.074%, 03/18/2010 | 180,000 | | 179,997 |
0.590%, 03/11/2010 | 360,000 | | 359,997 |
| | | |
|
| | | | 539,994 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $3,847,994) | | $ | 3,847,994 |
|
Total Investments (Real Return Bond Fund) | | | | |
(Cost $1,313,640,000) - 104.98% | | | $ | 1,348,170,808 |
Other assets and liabilities, net - (4.98%) | | | | (63,922,764) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 1,284,248,044 |
| | | |
|
| | | | |
Short Term Government Income Fund | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 95.04% | | | | |
Federal Agricultural Mortgage Corp. - 8.26% | | | |
3.875%, 08/19/2011 | $ | 770,000 | $ | 805,207 |
4.875%, 01/14/2011 (S) | | 500,000 | | 519,550 |
5.400%, 10/14/2011 | | 255,000 | | 273,417 |
5.500%, 07/15/2011 (S) | | 1,035,000 | | 1,092,172 |
| | | |
|
| | | | 2,690,346 |
Federal Farm Credit Bank - 12.12% | | | | |
1.875%, 12/07/2012 | | 1,550,000 | | 1,570,443 |
2.625%, 04/17/2014 | | 480,000 | | 487,530 |
3.000%, 12/22/2014 | | 360,000 | | 362,402 |
3.875%, 10/07/2013 | | 1,430,000 | | 1,529,977 |
| | | |
|
| | | | 3,950,352 |
Federal Home Loan Bank - 10.96% | | | | |
0.750%, 10/05/2011 | | 565,000 | | 566,491 |
1.875%, 06/20/2012 | | 175,000 | | 177,941 |
2.000%, 07/27/2012 to 10/05/2012 | | 1,450,000 | | 1,458,801 |
3.250%, 09/12/2014 | | 635,000 | | 654,010 |
3.625%, 10/18/2013 | | 675,000 | | 716,128 |
| | | |
|
| | | | 3,573,371 |
| | | | |
Short Term Government Income Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
Federal Home Loan Mortgage Corp. - 9.52% | | | |
2.000%, 11/05/2012 | $ | 420,000 | $ | 423,394 |
2.875%, 02/09/2015 | | 795,000 | | 807,623 |
4.000%, 06/15/2039 | | 452,174 | | 465,759 |
4.500%, 07/01/2024 to 11/01/2024 (P) | | 1,349,866 | | 1,407,446 |
| | | |
|
| | | | 3,104,222 |
Federal National Mortgage Association - 17.22% | | | |
1.750%, 02/22/2013 | | 770,000 | | 774,830 |
2.050%, 01/28/2013 | | 495,000 | | 496,527 |
2.200%, 08/27/2012 | | 1,370,000 | | 1,380,582 |
3.000%, 10/29/2014 | | 620,000 | | 625,144 |
3.730%, 07/01/2039 (P) | | 536,854 | | 555,411 |
4.241%, 09/01/2039 (P) | | 1,136,458 | | 1,186,559 |
4.265%, 05/01/2034 (P) | | 394,189 | | 414,684 |
4.898%, 12/01/2038 (P) | | 119,294 | | 125,780 |
4.998%, 04/01/2048 (P) | | 49,858 | | 52,569 |
| | | |
|
| | | | 5,612,086 |
Government National Mortgage Association - 5.30% | | |
3.500%, 10/20/2039 (P) | | 292,333 | | 298,913 |
4.000%, 08/20/2039 (P) | | 1,375,750 | | 1,429,128 |
| | | |
|
| | | | 1,728,041 |
Tennesee Valley Authority - 6.73% | | | | |
4.750%, 08/01/2013 | | 525,000 | | 574,532 |
6.000%, 03/15/2013 | | 732,000 | | 826,733 |
7.140%, 05/23/2012 | | 700,000 | | 790,627 |
| | | |
|
| | | | 2,191,892 |
Treasury Inflation Protected Securities (D) - 1.59% | | |
3.375%, 01/15/2012 | | 480,478 | | 516,739 |
U.S. Treasury Notes - 23.34% | | | | |
0.875%, 05/31/2011 | | 855,000 | | 860,009 |
1.000%, 10/31/2011 | | 1,715,000 | | 1,725,719 |
1.125%, 01/15/2012 | | 1,235,000 | | 1,243,587 |
1.375%, 04/15/2012 | | 2,140,000 | | 2,163,238 |
1.500%, 12/31/2013 | | 690,000 | | 683,693 |
1.750%, 03/31/2014 | | 190,000 | | 189,050 |
2.375%, 08/31/2014 to 02/28/2015 | | 735,000 | | 742,163 |
| | | |
|
| | | | 7,607,459 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | |
OBLIGATIONS (Cost $30,684,178) | | | $ | 30,974,508 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 2.83% | | | | |
Federal Home Loan Mortgage Corp., | | | | |
Series 3591, Class TA | | | | |
4.000%, 06/15/2039 | | 182,351 | | 187,628 |
Government National Mortgage Association, | | | |
Series 2009-42, Class DA | | | | |
5.000%, 07/20/2031 | | 694,846 | | 735,309 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $912,002) | | | $ | 922,937 |
|
| | |
The accompanying notes are an integral part of the financial statements. | 168 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Short Term Government Income Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
SHORT-TERM INVESTMENTS - 0.92% | | | | |
SHORT-TERM SECURITIES* - 0.92% | | | | |
Federal Home Loan Bank Discount Notes, | | | | |
0.010%, 03/01/2010 | $ | 300,000 | $ | 300,000 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $300,000) | | $ | 300,000 |
|
Total Investments (Short Term Government Income Fund) | | |
(Cost $31,896,180) - 98.79% | | | $ | 32,197,445 |
Other assets and liabilities, net - 1.21% | | | | 394,014 |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 32,591,459 |
| | | |
|
| | | | |
Small Cap Growth Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 96.60% | | | | |
Consumer Discretionary - 20.22% | | | | |
Auto Components - 0.60% | | | | |
Gentex Corp. | | 38,300 | $ | 743,404 |
Hotels, Restaurants & Leisure - 3.19% | | | | |
Life Time Fitness, Inc. (I) | | 19,095 | | 484,249 |
Penn National Gaming, Inc. (I) | | 23,700 | | 548,418 |
Texas Roadhouse, Inc., Class A (I) | | 14,800 | | 198,764 |
The Cheesecake Factory, Inc. (I) | | 45,177 | | 1,068,436 |
Wyndham Worldwide Corp. | | 72,330 | | 1,662,867 |
| | | |
|
| | | | 3,962,734 |
Household Durables - 3.46% | | | | |
Jarden Corp. | | 60,730 | | 1,946,998 |
Tempur-Pedic International, Inc. (I) | | 42,990 | | 1,220,916 |
Tupperware Brands Corp. | | 24,140 | | 1,128,062 |
| | | |
|
| | | | 4,295,976 |
Internet & Catalog Retail - 0.62% | | | | |
NutriSystem, Inc. | | 39,398 | | 762,351 |
Leisure Equipment & Products - 1.64% | | | | |
Pool Corp. | | 46,100 | | 921,078 |
RC2 Corp. (I) | | 79,170 | | 1,117,089 |
| | | |
|
| | | | 2,038,167 |
Media - 2.77% | | | | |
Dreamworks Animation SKG, Inc. (I) | | 36,710 | | 1,595,417 |
Focus Media Holding, Ltd., ADR (I) | | 119,810 | | 1,848,668 |
| | | |
|
| | | | 3,444,085 |
Specialty Retail - 3.20% | | | | |
Advance Auto Parts, Inc. | | 36,150 | | 1,474,920 |
Citi Trends, Inc. (I) | | 22,911 | | 681,373 |
Dick’s Sporting Goods, Inc. (I) | | 43,270 | | 1,052,759 |
Williams-Sonoma, Inc. | | 35,400 | | 759,684 |
| | | |
|
| | | | 3,968,736 |
Textiles, Apparel & Luxury Goods - 4.74% | | | | |
Carter’s, Inc. (I) | | 60,450 | | 1,732,497 |
Hanesbrands, Inc. (I) | | 103,600 | | 2,686,348 |
The Warnaco Group, Inc. (I) | | 35,180 | | 1,468,413 |
| | | |
|
| | | | 5,887,258 |
| | | |
|
| | | | 25,102,711 |
Consumer Staples - 2.99% | | | | |
Beverages - 0.69% | | | | |
Central European Distribution Corp. (I) | | 25,470 | | 849,425 |
| | | | |
Small Cap Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Food Products - 1.54% | | | | |
Green Mountain Coffee Roasters, Inc. (I) | | 22,710 | $ | 1,916,497 |
Personal Products - 0.76% | | | | |
Herbalife, Ltd. | | 23,630 | | 946,382 |
| | | |
|
| | | | 3,712,304 |
Energy - 3.33% | | | | |
Energy Equipment & Services - 0.87% | | | | |
Dresser-Rand Group, Inc. (I) | | 35,200 | | 1,088,032 |
Oil, Gas & Consumable Fuels - 2.46% | | | | |
Massey Energy Company | | 19,070 | | 821,345 |
Overseas Shipholding Group, Inc. | | 27,120 | | 1,206,569 |
St. Mary Land & Exploration Company | | 31,420 | | 1,023,664 |
| | | |
|
| | | | 3,051,578 |
| | | |
|
| | | | 4,139,610 |
Financials - 3.07% | | | | |
Diversified Financial Services - 1.42% | | | | |
Stifel Financial Corp. (I) | | 21,400 | | 1,170,580 |
Waddell & Reed Financial, Inc. | | 18,000 | | 591,840 |
| | | |
|
| | | | 1,762,420 |
Insurance - 1.65% | | | | |
Allied World Assurance | | | | |
Company Holdings, Ltd. | | 5,450 | | 251,245 |
Assured Guaranty, Ltd. | | 45,520 | | 960,472 |
eHealth, Inc. (I) | | 50,600 | | 845,020 |
| | | |
|
| | | | 2,056,737 |
| | | |
|
| | | | 3,819,157 |
Health Care - 24.00% | | | | |
Biotechnology - 7.29% | | | | |
Affymax, Inc. (I) | | 29,800 | | 557,260 |
Alkermes, Inc. (I) | | 66,930 | | 767,018 |
AMAG Pharmaceuticals, Inc. (I) | | 11,830 | | 451,788 |
Amylin Pharmaceuticals, Inc. (I) | | 46,320 | | 875,448 |
Cubist Pharmaceuticals, Inc. (I) | | 34,670 | | 729,457 |
Incyte Corp. (I) | | 79,200 | | 844,272 |
Ironwood Pharmaceuticals, Inc. (I) | | 16,900 | | 219,700 |
Onyx Pharmaceuticals, Inc. (I) | | 22,230 | | 617,105 |
OSI Pharmaceuticals, Inc. (I) | | 26,550 | | 982,881 |
Regeneron Pharmaceuticals, Inc. (I) | | 41,800 | | 1,022,428 |
Rigel Pharmaceuticals, Inc. (I) | | 65,700 | | 496,035 |
Seattle Genetics, Inc. (I) | | 62,220 | | 634,644 |
United Therapeutics Corp. (I) | | 14,920 | | 856,557 |
| | | |
|
| | | | 9,054,593 |
Health Care Equipment & Supplies - 4.68% | | | | |
American Medical Systems Holdings, Inc. (I) | | 61,700 | | 1,118,004 |
Cyberonics, Inc. (I) | | 44,940 | | 802,179 |
Inverness Medical Innovations, Inc. (I) | | 16,160 | | 630,563 |
Masimo Corp. | | 17,200 | | 476,268 |
Volcano Corp. (I) | | 93,100 | | 1,916,929 |
Wright Medical Group, Inc. (I) | | 51,600 | | 869,460 |
| | | |
|
| | | | 5,813,403 |
Health Care Providers & Services - 6.55% | | | | |
Almost Family, Inc. (I) | | 19,060 | | 687,304 |
Coventry Health Care, Inc. (I) | | 52,300 | | 1,212,314 |
Health Net, Inc. (I) | | 83,050 | | 1,917,625 |
Healthsouth Corp. (I) | | 53,910 | | 932,643 |
Lincare Holdings, Inc. (I) | | 27,000 | | 1,084,320 |
Owens & Minor, Inc. | | 31,780 | | 1,418,977 |
Team Health Holdings, Inc. (I) | | 61,200 | | 887,400 |
| | | |
|
| | | | 8,140,583 |
| | |
The accompanying notes are an integral part of the financial statements. | 169 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Health Care Technology - 1.62% | | | | |
SXC Health Solutions Corp. (I) | | 40,403 | $ | 2,008,433 |
Life Sciences Tools & Services - 1.86% | | | | |
ICON PLC, SADR (I) | | 37,060 | | 872,763 |
Parexel International Corp. (I) | | 71,278 | | 1,436,252 |
| | | |
|
| | | | 2,309,015 |
Pharmaceuticals - 2.00% | | | | |
Auxilium Pharmaceuticals, Inc. (I) | | 40,320 | | 1,217,664 |
King Pharmaceuticals, Inc. (I) | | 48,600 | | 546,750 |
Salix Pharmaceuticals, Ltd. (I) | | 25,040 | | 715,142 |
| | | |
|
| | | | 2,479,556 |
| | | |
|
| | | | 29,805,583 |
Industrials - 16.75% | | | | |
Aerospace & Defense - 2.45% | | | | |
AAR Corp. (I) | | 8,014 | | 181,758 |
Argon ST, Inc. (I) | | 21,970 | | 540,462 |
BE Aerospace, Inc. (I) | | 89,370 | | 2,314,683 |
| | | |
|
| | | | 3,036,903 |
Air Freight & Logistics - 0.15% | | | | |
Hub Group, Inc., Class A (I) | | 6,800 | | 183,396 |
Airlines - 3.00% | | | | |
Continental Airlines, Inc. | | 102,140 | | 2,110,212 |
Copa Holdings SA, Class A | | 16,730 | | 909,945 |
Tam SA, SADR (I) | | 25,323 | | 466,196 |
US Airways Group, Inc. (I) | | 32,100 | | 235,293 |
| | | |
|
| | | | 3,721,646 |
Building Products - 1.79% | | | | |
Lennox International, Inc. | | 22,310 | | 941,482 |
Trex Company, Inc. (I) | | 63,826 | | 1,275,882 |
| | | |
|
| | | | 2,217,364 |
Commercial Services & Supplies - 3.65% | | | | |
Corrections Corp. of America (I) | | 89,918 | | 1,924,245 |
Knoll, Inc. | | 77,950 | | 936,959 |
SYKES Enterprises, Inc. (I) | | 70,364 | | 1,675,367 |
| | | |
|
| | | | 4,536,571 |
Electrical Equipment - 1.68% | | | | |
Regal-Beloit Corp. | | 36,940 | | 2,084,155 |
Professional Services - 0.73% | | | | |
The Advisory Board Company (I) | | 28,700 | | 911,512 |
Road & Rail - 1.58% | | | | |
J.B. Hunt Transport Services, Inc. | | 55,360 | | 1,964,173 |
Trading Companies & Distributors - 1.72% | | | | |
Beacon Roofing Supply, Inc. (I) | | 89,590 | | 1,558,866 |
Rush Enterprises, Inc., Class A (I) | | 53,100 | | 580,383 |
| | | |
|
| | | | 2,139,249 |
| | | |
|
| | | | 20,794,969 |
Information Technology - 23.45% | | | | |
Communications Equipment - 1.66% | | | | |
Polycom, Inc. (I) | | 21,400 | | 558,754 |
Riverbed Technology, Inc. (I) | | 55,050 | | 1,500,113 |
| | | |
|
| | | | 2,058,867 |
Computers & Peripherals - 2.81% | | | | |
Netezza Corp. (I) | | 39,964 | | 365,271 |
QLogic Corp. (I) | | 78,760 | | 1,433,432 |
Seagate Technology (I) | | 84,800 | | 1,688,368 |
| | | |
|
| | | | 3,487,071 |
| | | | |
Small Cap Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Electronic Equipment, Instruments & Components - 4.00% | | |
Celestica, Inc. (I) | | 77,320 | $ | 791,757 |
Jabil Circuit, Inc. | | 95,330 | | 1,446,156 |
Plexus Corp. (I) | | 17,510 | | 603,920 |
Sanmina-SCI Corp. | | 128,400 | | 2,123,736 |
| | | |
|
| | | | 4,965,569 |
Internet Software & Services - 4.31% | | | | |
Equinix, Inc. (I) | | 23,340 | | 2,204,930 |
Rackspace Hosting, Inc. (I) | | 52,390 | | 1,038,894 |
VistaPrint NV (I) | | 30,290 | | 1,748,339 |
Vocus, Inc. (I) | | 25,400 | | 361,442 |
| | | |
|
| | | | 5,353,605 |
IT Services - 0.44% | | | | |
NeuStar, Inc., Class A (I) | | 23,640 | | 547,975 |
Semiconductors & Semiconductor Equipment - 5.96% | | | |
Applied Micro Circuits Corp. (I) | | 61,000 | | 545,340 |
Atheros Communications, Inc. (I) | | 45,230 | | 1,623,305 |
Cypress Semiconductor Corp. (I) | | 90,380 | | 1,070,099 |
ON Semiconductor Corp. (I) | | 130,230 | | 1,036,631 |
RF Micro Devices, Inc. (I) | | 150,000 | | 631,500 |
Skyworks Solutions, Inc. (I) | | 113,020 | | 1,725,815 |
TriQuint Semiconductor, Inc. (I) | | 106,850 | | 768,252 |
| | | |
|
| | | | 7,400,942 |
Software - 4.27% | | | | |
Concur Technologies, Inc. (I) | | 24,600 | | 967,764 |
Informatica Corp. (I) | | 71,410 | | 1,822,383 |
Red Hat, Inc. (I) | | 38,030 | | 1,066,742 |
Rovi Corp. (I) | | 20,900 | | 700,150 |
TiVo, Inc. (I) | | 65,600 | | 621,888 |
Websense, Inc. (I) | | 5,600 | | 120,176 |
| | | |
|
| | | | 5,299,103 |
| | | |
|
| | | | 29,113,132 |
Materials - 1.22% | | | | |
Containers & Packaging - 1.22% | | | | |
Silgan Holdings, Inc. | | 26,450 | | 1,510,560 |
Telecommunication Services - 1.57% | | | | |
Wireless Telecommunication Services - 1.57% | | | |
SBA Communications Corp. (I) | | 55,050 | | 1,946,568 |
|
TOTAL COMMON STOCKS (Cost $95,845,574) | $ | | 119,944,594 |
|
|
SHORT-TERM INVESTMENTS - 2.50% | | | |
Repurchase Agreement - 2.50% | | | | |
Bank of New York Tri-Party Repurchase | | | | |
Agreement date 02/26/2010 at 0.12% to be | | | |
repurchased at $3,100,031 on 03/01/2010, | | | |
collateralized by $4,405,417 Federal Home | | | |
Loan Mortgage Corp., 7.00% due | | | | |
10/01/2037 (valued at $3,162,000, | | | | |
including interest) | $ | 3,100,000 | | 3,100,000 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $3,100,000) | | $ | 3,100,000 |
|
Total Investments (Small Cap Growth Fund) | | | |
(Cost $98,945,574) - 99.10% | | | $ | 123,044,594 |
Other assets and liabilities, net - 0.90% | | | | 1,113,881 |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 124,158,475 |
| | | |
|
| | |
The accompanying notes are an integral part of the financial statements. | 170 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 96.98% | | | | |
Consumer Discretionary - 13.98% | | | | |
Auto Components - 0.84% | | | | |
American Axle & Manufacturing | | | | |
Holdings, Inc. (I) | | 6,972 | $ | 68,395 |
Amerigon, Inc. (I) | | 2,884 | | 28,206 |
ArvinMeritor, Inc. (I)(L) | | 9,163 | | 106,841 |
Cooper Tire & Rubber Company | | 7,249 | | 127,147 |
Dana Holding Corp. (I) | | 17,135 | | 194,825 |
Dorman Products, Inc. (I) | | 1,387 | | 25,035 |
Drew Industries, Inc. (I) | | 2,307 | | 53,453 |
Exide Technologies (I) | | 6,297 | | 36,208 |
Fuel Systems Solutions, Inc. (I)(L) | | 1,696 | | 47,301 |
Modine Manufacturing Company (I) | | 5,816 | | 54,670 |
Raser Technologies, Inc. (I)(L) | | 8,777 | | 9,304 |
Spartan Motors, Inc. | | 4,190 | | 23,506 |
Standard Motor Products, Inc. | | 2,050 | | 16,626 |
Stoneridge, Inc. (I) | | 2,011 | | 16,772 |
Superior Industries International, Inc. | | 2,905 | | 41,977 |
Tenneco, Inc. (I) | | 7,095 | | 143,035 |
Wonder Auto Technology, Inc. (I) | | 1,862 | | 18,452 |
| | | |
|
| | | | 1,011,753 |
Automobiles - 0.04% | | | | |
Winnebago Industries, Inc. (I)(L) | | 3,654 | | 42,679 |
Distributors - 0.03% | | | | |
Core-Mark Holding Company, Inc. (I) | | 1,248 | | 39,986 |
Diversified Consumer Services - 1.18% | | | | |
American Public Education, Inc. (I)(L) | | 2,237 | | 96,773 |
Audiovox Corp., Class A (I) | | 2,344 | | 16,924 |
Bridgepoint Education, Inc. (I) | | 1,734 | | 29,270 |
Capella Education Company (I)(L) | | 1,751 | | 145,456 |
ChinaCast Education Corp. (I) | | 3,817 | | 27,482 |
Coinstar, Inc. (I)(L) | | 3,696 | | 109,697 |
Corinthian Colleges, Inc. (I)(L) | | 9,791 | | 158,810 |
Grand Canyon Education, Inc. (I)(L) | | 1,946 | | 42,326 |
Jackson Hewitt Tax Service, Inc. (I)(L) | | 3,997 | | 9,753 |
K12, Inc. (I)(L) | | 2,943 | | 59,243 |
Learning Tree International, Inc. (I) | | 1,214 | | 15,296 |
Lincoln Educational Services Corp. (I) | | 1,197 | | 26,693 |
Mac-Gray Corp. | | 1,414 | | 14,168 |
Matthews International Corp., Class A | | 3,687 | | 123,588 |
Pre-Paid Legal Services, Inc. (I)(L) | | 934 | | 38,892 |
Regis Corp. | | 7,008 | | 115,842 |
Sotheby’s (L) | | 8,251 | | 200,499 |
Steiner Leisure, Ltd. (I) | | 1,773 | | 76,186 |
Stewart Enterprises, Inc., Class A | | 10,235 | | 50,152 |
Universal Technical Institute, Inc. (I)(L) | | 2,458 | | 62,089 |
| | | |
|
| | | | 1,419,139 |
Hotels, Restaurants & Leisure - 2.49% | | | | |
AFC Enterprises, Inc. (I) | | 3,572 | | 28,933 |
Ambassadors Group, Inc. | | 2,436 | | 27,502 |
Ameristar Casinos, Inc. | | 3,272 | | 49,374 |
Bally Technologies, Inc. (I) | | 6,662 | | 275,873 |
BJ’s Restaurants, Inc. (I) | | 2,441 | | 52,237 |
Bob Evans Farms, Inc. | | 3,768 | | 107,426 |
Buffalo Wild Wings, Inc. (I)(L) | | 2,215 | | 97,349 |
California Pizza Kitchen, Inc. (I) | | 2,508 | | 38,974 |
Carrols Restaurant Group, Inc. (I) | | 1,793 | | 11,386 |
CEC Entertainment, Inc. (I) | | 2,859 | | 100,208 |
Churchill Downs, Inc. | | 1,187 | | 42,233 |
CKE Restaurants, Inc. | | 6,254 | | 71,108 |
Cracker Barrel Old Country Store, Inc. | | 2,792 | | 121,955 |
Denny’s Corp. (I) | | 13,216 | | 36,344 |
DineEquity, Inc. (I)(L) | | 2,243 | | 65,810 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Hotels, Restaurants & Leisure (continued) | | | | |
Domino’s Pizza, Inc. (I) | | 4,788 | $ | 59,802 |
Gaylord Entertainment Company (I) | | 4,963 | | 111,717 |
Great Wolf Resorts, Inc. (I) | | 4,342 | | 10,768 |
Interval Leisure Group, Inc. (I) | | 4,915 | | 70,579 |
Isle of Capri Casinos, Inc. (I) | | 2,169 | | 16,224 |
Jack in the Box, Inc. (I) | | 7,002 | | 147,882 |
Krispy Kreme Doughnuts, Inc. (I) | | 7,720 | | 27,097 |
Landry’s Restaurants, Inc. (I) | | 981 | | 20,003 |
Life Time Fitness, Inc. (I)(L) | | 4,972 | | 126,090 |
Marcus Corp. | | 2,657 | | 32,442 |
McCormick & Schmick’s Seafood | | | | |
Restaurants, Inc. (I) | | 2,315 | | 18,404 |
Monarch Casino & Resort, Inc. (I) | | 1,562 | | 12,074 |
Morgans Hotel Group Company (I) | | 3,381 | | 14,335 |
Multimedia Games, Inc. (I) | | 3,646 | | 16,662 |
O’Charley’s, Inc. (I) | | 2,429 | | 19,651 |
Orient Express Hotels, Ltd., Class A (I)(L) | | 9,604 | | 109,774 |
P.F. Chang’s China Bistro, Inc. (I)(L) | | 2,931 | | 124,392 |
Papa John’s International, Inc. (I) | | 2,702 | | 65,956 |
Peets Coffee & Tea, Inc. (I)(L) | | 1,442 | | 52,431 |
Pinnacle Entertainment, Inc. (I) | | 7,633 | | 55,187 |
Red Lion Hotels Corp. (I) | | 2,168 | | 13,702 |
Red Robin Gourmet Burgers, Inc. (I) | | 2,064 | | 40,929 |
Ruby Tuesday, Inc. (I) | | 8,133 | | 65,796 |
Ruth’s Hospitality Group, Inc. (I) | | 4,494 | | 16,268 |
Shuffle Master, Inc. (I) | | 6,714 | | 55,189 |
Sonic Corp. (I) | | 7,684 | | 65,237 |
Speedway Motorsports, Inc. | | 1,646 | | 28,772 |
Steak N Shake Company (I)(L) | | 159 | | 54,391 |
Texas Roadhouse, Inc., Class A (I) | | 6,220 | | 83,535 |
The Cheesecake Factory, Inc. (I) | | 7,378 | | 174,490 |
Universal Travel Group. (I) | | 1,286 | | 12,719 |
Vail Resorts, Inc. (I)(L) | | 3,596 | | 129,492 |
Youbet.com, Inc. (I) | | 4,286 | | 11,572 |
| | | |
|
| | | | 2,990,274 |
Household Durables - 1.33% | | | | |
American Greetings Corp., Class A | | 4,839 | | 92,280 |
Beazer Homes USA, Inc. (I)(L) | | 8,062 | | 33,538 |
Blyth, Inc. | | 773 | | 22,293 |
Cavco Industries, Inc. (I) | | 857 | | 30,012 |
CSS Industries, Inc. | | 1,059 | | 17,876 |
Ethan Allen Interiors, Inc. (L) | | 3,118 | | 49,763 |
Furniture Brands International, Inc. (I) | | 5,340 | | 29,263 |
Helen of Troy, Ltd. (I) | | 3,664 | | 88,559 |
Hooker Furniture Corp. | | 1,535 | | 20,062 |
Hovnanian Enterprises, Inc., Class A (I)(L) | | 6,795 | | 26,433 |
iRobot Corp. (I)(L) | | 2,415 | | 39,099 |
La-Z-Boy, Inc. (I) | | 6,343 | | 79,985 |
M/I Homes, Inc. (I) | | 2,512 | | 32,279 |
Meritage Homes Corp. (I) | | 3,947 | | 84,426 |
National Presto Industries, Inc. | | 570 | | 71,911 |
Ryland Group, Inc. (L) | | 5,375 | | 121,959 |
Sealy Corp. (I) | | 5,778 | | 19,992 |
Skyline Corp. | | 1,099 | | 18,738 |
Standard Pacific Corp. (I) | | 12,926 | | 54,548 |
Stanley Furniture Company, Inc. (I) | | 1,508 | | 12,667 |
Tempur-Pedic International, Inc. (I) | | 9,150 | | 259,860 |
Tupperware Brands Corp. | | 7,662 | | 358,045 |
Universal Electronics, Inc. (I) | | 1,688 | | 38,132 |
| | | |
|
| | | | 1,601,720 |
Internet & Catalog Retail - 0.42% | | | | |
Blue Nile, Inc. (I)(L) | | 1,551 | | 79,473 |
drugstore.com, Inc. (I) | | 11,223 | | 37,148 |
| | |
The accompanying notes are an integral part of the financial statements. | 171 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Internet & Catalog Retail (continued) | | | | |
Gaiam, Inc., Class A (I) | | 2,373 | $ | 16,564 |
HSN, Inc. (I) | | 4,892 | | 105,961 |
NutriSystem, Inc. (L) | | 3,790 | | 73,337 |
Orbitz Worldwide, Inc. (I) | | 4,602 | | 27,382 |
Overstock.com, Inc. (I)(L) | | 2,062 | | 25,383 |
PetMed Express, Inc. (L) | | 2,967 | | 57,471 |
Shutterfly, Inc. (I) | | 2,630 | | 50,470 |
Stamps.com, Inc. (I) | | 1,667 | | 15,103 |
Vitacost.com Inc (I) | | 1,061 | | 11,894 |
| | | |
|
| | | | 500,186 |
Leisure Equipment & Products - 0.74% | | | | |
Brunswick Corp. | | 10,884 | | 125,601 |
Callaway Golf Company | | 8,129 | | 64,463 |
Eastman Kodak Company (I)(L) | | 33,123 | | 196,751 |
Jakks Pacific, Inc. (I) | | 3,555 | | 43,904 |
Leapfrog Enterprises, Inc. (I) | | 4,821 | | 26,274 |
Polaris Industries, Inc. (L) | | 3,752 | | 171,616 |
Pool Corp. (L) | | 5,955 | | 118,981 |
RC2 Corp. (I) | | 2,739 | | 38,647 |
Smith & Wesson Holding Corp. (I)(L) | | 7,431 | | 31,730 |
Sport Supply Group, Inc. | | 1,415 | | 17,249 |
Steinway Musical Instruments, Inc. (I) | | 1,037 | | 18,199 |
Sturm Ruger & Company, Inc. (L) | | 2,616 | | 30,764 |
| | | |
|
| | | | 884,179 |
Media - 1.08% | | | | |
Arbitron, Inc. (L) | | 3,288 | | 70,692 |
Ascent Media Corp., Class A (I) | | 1,741 | | 45,266 |
Belo Corp., Class A | | 11,095 | | 74,669 |
Carmike Cinemas, Inc. (I) | | 1,558 | | 14,178 |
Cinemark Holdings, Inc. | | 3,888 | | 62,636 |
CKX, Inc. (I) | | 7,216 | | 30,091 |
Dolan Media Company (I) | | 3,749 | | 39,065 |
EW Scripps Company (I) | | 3,612 | | 27,523 |
Fisher Communications, Inc. (I) | | 852 | | 12,107 |
Global Sources, Ltd. (I) | | 2,170 | | 13,584 |
Harte-Hanks, Inc. | | 4,669 | | 55,514 |
Journal Communications, Inc. (I) | | 5,366 | | 20,069 |
Knology, Inc. (I) | | 3,761 | | 43,063 |
LIN TV Corp. (I) | | 3,690 | | 18,856 |
Live Nation Entertainment, Inc. (I) | | 17,304 | | 224,779 |
LodgeNet Entertainment Corp. (I) | | 2,701 | | 16,854 |
Martha Stewart Living Omnimedia, | | | | |
Inc., Class A (I)(L) | | 3,629 | | 19,415 |
Mediacom Communications Corp., Class A (I) | | 5,269 | | 24,448 |
National CineMedia, Inc. | | 5,267 | | 84,746 |
Outdoor Channel Holdings, Inc. (I) | | 1,999 | | 11,414 |
Playboy Enterprises, Inc., Class B (I) | | 3,088 | | 10,098 |
RCN Corp. (I) | | 4,680 | | 51,386 |
Rentrak Corp. (I) | | 1,274 | | 23,340 |
Scholastic Corp. | | 2,705 | | 79,527 |
Sinclair Broadcast Group, Inc., Class A (I) | | 5,724 | | 28,734 |
Valassis Communications, Inc. (I) | | 5,926 | | 151,824 |
World Wrestling Entertainment, | | | | |
Inc., Class A (L) | | 2,801 | | 47,757 |
| | | |
|
| | | | 1,301,635 |
Multiline Retail - 0.35% | | | | |
99 Cents Only Stores (I) | | 5,781 | | 95,387 |
Dillard’s, Inc., Class A (L) | | 6,279 | | 105,927 |
Fred’s, Inc., Class A | | 5,080 | | 52,578 |
Retail Ventures, Inc. (I) | | 3,143 | | 28,098 |
Saks, Inc. (I)(L) | | 15,571 | | 108,686 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Multiline Retail (continued) | | | | |
Tuesday Morning Corp. (I) | | 4,238 | $ | 24,199 |
| | | |
|
| | | | 414,875 |
Specialty Retail - 3.29% | | | | |
Americas Car Mart, Inc. (I) | | 1,286 | | 34,002 |
AnnTaylor Stores Corp. (I)(L) | | 7,218 | | 124,222 |
Asbury Automotive Group, Inc. (I) | | 4,068 | | 47,311 |
Bebe Stores, Inc. | | 3,047 | | 25,686 |
Big 5 Sporting Goods Corp. | | 2,713 | | 41,455 |
Brown Shoe Company, Inc. | | 5,222 | | 72,220 |
Build A Bear Workshop, Inc. (I) | | 2,518 | | 15,234 |
Cabela’s, Inc. (I)(L) | | 4,952 | | 76,558 |
Cato Corp., Class A | | 3,414 | | 66,914 |
Charming Shoppes, Inc. (I) | | 14,271 | | 84,912 |
Children’s Place Retail Stores, Inc. (I)(L) | | 2,715 | | 103,740 |
Christopher & Banks Corp. | | 4,615 | | 32,028 |
Citi Trends, Inc. (I) | | 1,821 | | 54,157 |
Coldwater Creek, Inc. (I) | | 7,303 | | 37,903 |
Collective Brands, Inc. (I) | | 7,867 | | 177,794 |
Destination Maternity Corp. (I) | | 687 | | 15,540 |
Dress Barn, Inc. (I) | | 6,906 | | 171,683 |
DSW, Inc., Class A (I)(L) | | 1,534 | | 41,311 |
Genesco, Inc. (I) | | 2,791 | | 66,789 |
Group 1 Automotive, Inc. (I) | | 2,995 | | 83,171 |
Gymboree Corp. (I)(L) | | 3,563 | | 154,991 |
Haverty Furniture Companies, Inc. | | 2,352 | | 31,235 |
hhgregg, Inc. (I) | | 1,601 | | 33,413 |
Hibbett Sports, Inc. (I)(L) | | 3,545 | | 81,570 |
Hot Topic, Inc. (I) | | 5,705 | | 36,911 |
J. Crew Group, Inc. (I)(L) | | 6,158 | | 259,129 |
Jo-Ann Stores, Inc. (I) | | 3,262 | | 123,467 |
Jos. A. Bank Clothiers, Inc. (I)(L) | | 2,244 | | 100,374 |
Kirklands, Inc. (I) | | 1,595 | | 26,413 |
Lithia Motors, Inc., Class A (I) | | 2,601 | | 16,594 |
Lumber Liquidators Holdings, Inc. (I) | | 1,775 | | 39,370 |
Midas, Inc. (I) | | 2,083 | | 18,893 |
Monro Muffler Brake, Inc. | | 2,042 | | 71,184 |
New York & Company, Inc. (I) | | 3,284 | | 12,184 |
OfficeMax, Inc. (I) | | 9,444 | | 150,821 |
Pacific Sunwear of California, Inc. (I) | | 8,316 | | 37,256 |
Pier 1 Imports, Inc. (I) | | 13,561 | | 82,858 |
Rent-A-Center, Inc. (I) | | 8,098 | | 180,100 |
Rex Stores Corp. (I) | | 1,150 | | 20,838 |
Rue21, Inc. (I) | | 822 | | 23,624 |
Sally Beauty Holdings, Inc. (I)(L) | | 11,682 | | 95,676 |
Shoe Carnival, Inc. (I) | | 1,159 | | 21,129 |
Sonic Automotive, Inc. (L) | | 3,905 | | 40,222 |
Stage Stores, Inc. | | 4,704 | | 62,563 |
Stein Mart, Inc. (I) | | 3,175 | | 25,940 |
Systemax, Inc. | | 1,330 | | 21,679 |
Talbots, Inc. (I)(L) | | 3,110 | | 33,712 |
The Buckle, Inc. (L) | | 3,122 | | 91,381 |
The Finish Line, Inc. (L) | | 5,235 | | 63,291 |
The Men’s Wearhouse, Inc. | | 6,391 | | 136,512 |
The Pep Boys - Manny, Moe & Jack | | 6,113 | | 58,074 |
The Wet Seal, Inc., Class A (I) | | 12,346 | | 49,507 |
Tractor Supply Company | | 4,367 | | 238,962 |
Ulta Salon, Cosmetics & Fragrance, Inc. (I) | | 3,417 | | 62,634 |
Vitamin Shoppe, Inc. (I) | | 1,144 | | 22,731 |
West Marine, Inc. (I) | | 2,069 | | 19,511 |
Zumiez, Inc. (I)(L) | | 2,561 | | 36,725 |
| | | |
|
| | | | 3,954,104 |
Textiles, Apparel & Luxury Goods - 2.19% | | | | |
American Apparel, Inc. (I)(L) | | 4,316 | | 12,128 |
| | |
The accompanying notes are an integral part of the financial statements. | 172 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Textiles, Apparel & Luxury Goods (continued) | | | | |
Carter’s, Inc. (I) | | 6,951 | $ | 199,216 |
Cherokee, Inc. | | 1,068 | | 18,263 |
Columbia Sportswear Company (L) | | 1,335 | | 61,196 |
Crocs, Inc. (I) | | 10,409 | | 73,383 |
Deckers Outdoor Corp. (I) | | 1,609 | | 193,402 |
FGX International Holdings, Ltd. (I) | | 1,870 | | 36,895 |
Fossil, Inc. (I) | | 5,719 | | 207,314 |
Fuqi International, Inc. (I)(L) | | 1,550 | | 28,598 |
G-III Apparel Group, Ltd. (I) | | 1,637 | | 34,328 |
Iconix Brand Group, Inc. (I) | | 8,801 | | 114,677 |
Jones Apparel Group, Inc. | | 10,488 | | 176,828 |
K-Swiss, Inc., Class A (I) | | 3,331 | | 31,112 |
Liz Claiborne, Inc. (I)(L) | | 11,838 | | 81,801 |
Lululemon Athletica, Inc. (I)(L) | | 4,986 | | 142,849 |
Maidenform Brands, Inc. (I) | | 2,371 | | 40,829 |
Movado Group, Inc. (L) | | 2,159 | | 27,635 |
Oxford Industries, Inc. | | 1,598 | | 31,097 |
Perry Ellis International, Inc. (I) | | 1,233 | | 24,130 |
Quiksilver, Inc. (I) | | 16,434 | | 42,235 |
Skechers U.S.A., Inc., Class A (I) | | 4,066 | | 124,948 |
Steven Madden, Ltd. (I) | | 1,916 | | 80,491 |
The Warnaco Group, Inc. (I) | | 5,574 | | 232,659 |
Timberland Company, Class A (I) | | 5,312 | | 98,219 |
True Religion Apparel, Inc. (I)(L) | | 3,161 | | 77,634 |
Under Armour, Inc., Class A (I)(L) | | 4,061 | | 105,830 |
Unifi, Inc. (I) | | 6,004 | | 22,635 |
Unifirst Corp. | | 1,711 | | 89,930 |
Volcom, Inc. (I) | | 2,356 | | 38,026 |
Weyco Group, Inc. | | 942 | | 21,685 |
Wolverine World Wide, Inc. | | 5,973 | | 164,676 |
| | | |
|
| | | | 2,634,649 |
| | | |
|
| | | | 16,795,179 |
Consumer Staples - 3.39% | | | | |
Beverages - 0.14% | | | | |
Boston Beer Company, Inc. (I) | | 1,074 | | 50,822 |
Coca-Cola Bottling Company | | 560 | | 31,164 |
Heckmann Corp. (I)(L) | | 11,162 | | 66,749 |
National Beverage Corp. | | 1,347 | | 15,356 |
| | | |
|
| | | | 164,091 |
Food & Staples Retailing - 0.81% | | | | |
Andersons, Inc. | | 2,277 | | 73,547 |
Arden Group, Inc. | | 156 | | 15,834 |
Casey’s General Stores, Inc. | | 6,121 | | 186,140 |
Diedrich Coffee, Inc. (I) | | 398 | | 13,771 |
Great Atlantic & Pacific Tea | | | | |
Company, Inc. (I)(L) | | 4,182 | | 30,403 |
Ingles Markets, Inc. | | 1,787 | | 25,179 |
Nash Finch Company | | 1,625 | | 57,314 |
Pantry, Inc. (I) | | 2,873 | | 37,636 |
PriceSmart, Inc. | | 1,980 | | 42,095 |
Ruddick Corp. | | 5,143 | | 150,690 |
Spartan Stores, Inc. | | 2,922 | | 40,966 |
Susser Holdings Corp. (I) | | 1,192 | | 9,989 |
United Natural Foods, Inc. (I) | | 5,264 | | 154,604 |
Village Super Market, Inc. | | 806 | | 19,949 |
Weis Markets, Inc. | | 1,233 | | 43,032 |
Winn-Dixie Stores, Inc. (I) | | 6,708 | | 73,386 |
| | | |
|
| | | | 974,535 |
Food Products - 1.35% | | | | |
AgFeed Industries, Inc. (I)(L) | | 3,592 | | 15,841 |
Alico, Inc. | | 562 | | 14,590 |
American Dairy, Inc. (I)(L) | | 1,255 | | 27,296 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Food Products (continued) | | | | |
American Italian Pasta Company, Class A (I) | | 2,586 | $ | 100,337 |
B&G Foods, Inc. | | 3,714 | | 34,577 |
Cal-Maine Foods, Inc. | | 1,684 | | 53,989 |
Calavo Growers, Inc. | | 1,360 | | 24,058 |
Chiquita Brands International, Inc. (I)(L) | | 5,546 | | 80,750 |
Darling International, Inc. (I) | | 10,266 | | 82,744 |
Diamond Foods, Inc. | | 2,052 | | 71,512 |
Dole Food Company, Inc. (I)(L) | | 4,476 | | 52,503 |
Farmer Brothers Company | | 957 | | 17,236 |
Fresh Del Monte Produce, Inc. (I) | | 5,005 | | 97,147 |
Griffin Land & Nurseries, Inc. | | 559 | | 16,054 |
Hain Celestial Group, Inc. (I)(L) | | 5,039 | | 79,969 |
HQ Sustainable Maritime Industries, Inc. (I) | | 1,548 | | 11,393 |
Imperial Sugar Company | | 1,659 | | 24,835 |
J & J Snack Foods Corp. | | 1,739 | | 74,273 |
Lancaster Colony Corp. | | 2,293 | | 131,939 |
Lance, Inc. | | 3,411 | | 73,985 |
Omega Protein Corp. (I) | | 2,932 | | 12,520 |
Overhill Farms, Inc. (I) | | 2,505 | | 14,153 |
Sanderson Farms, Inc. | | 2,505 | | 122,645 |
Seneca Foods Corp., Class A (I) | | 1,272 | | 33,263 |
Smart Balance, Inc. (I) | | 7,994 | | 40,050 |
Synutra International, Inc. (I)(L) | | 2,062 | | 33,714 |
Tootsie Roll Industries, Inc. (L) | | 2,867 | | 78,011 |
TreeHouse Foods, Inc. (I)(L) | | 3,865 | | 166,311 |
Zhongpin, Inc. (I) | | 3,061 | | 37,681 |
| | | |
|
| | | | 1,623,376 |
Household Products - 0.13% | | | | |
Central Garden & Pet Company, Class A (I) | | 7,698 | | 73,516 |
Orchids Paper Products Company (I) | | 857 | | 13,909 |
WD-40 Company | | 2,041 | | 63,924 |
| | | |
|
| | | | 151,349 |
Personal Products - 0.72% | | | | |
American Oriental Bioengineering, Inc. (I)(L) | | 8,101 | | 33,619 |
Bare Escentuals, Inc. (I) | | 8,184 | | 148,785 |
Chattem, Inc. (I) | | 2,400 | | 224,352 |
China Sky One Medical, Inc. (I)(L) | | 1,364 | | 21,183 |
China-Biotics, Inc. (I) | | 1,239 | | 20,989 |
Elizabeth Arden, Inc. (I) | | 3,075 | | 55,412 |
Inter Parfums, Inc. | | 1,863 | | 25,300 |
Medifast, Inc. (I)(L) | | 1,628 | | 34,416 |
Nu Skin Enterprises, Inc., Class A | | 6,036 | | 161,282 |
Nutraceutical International Corp. (I) | | 1,621 | | 20,830 |
Prestige Brands Holdings, Inc. (I) | | 4,558 | | 36,601 |
Revlon, Inc. (I)(L) | | 2,484 | | 37,235 |
Schiff Nutrition International, Inc. | | 1,696 | | 13,263 |
The Female Health Company | | 2,318 | | 13,097 |
USANA Health Sciences, Inc. (I) | | 843 | | 23,343 |
| | | |
|
| | | | 869,707 |
Tobacco - 0.24% | | | | |
Alliance One International, Inc. (I)(L) | | 11,310 | | 58,020 |
Universal Corp. | | 3,075 | | 163,129 |
Vector Group, Ltd. (L) | | 4,916 | | 70,938 |
| | | |
|
| | | | 292,087 |
| | | |
|
| | | | 4,075,145 |
Energy - 5.07% | | | | |
Energy Equipment & Services - 1.68% | | | | |
Allis-Chalmers Energy, Inc. (I)(L) | | 7,818 | | 29,552 |
Basic Energy Services, Inc. (I) | | 3,003 | | 28,378 |
Bolt Technology Corp. (I) | | 1,364 | | 14,404 |
Boots & Coots, Inc. (I) | | 11,193 | | 20,259 |
| | |
The accompanying notes are an integral part of the financial statements. | 173 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Energy Equipment & Services (continued) | | | | |
Bristow Group, Inc. (I) | | 4,442 | $ | 160,845 |
Bronco Drilling Company, Inc. (I) | | 3,190 | | 15,440 |
Cal Dive International, Inc. (I) | | 5,574 | | 39,297 |
Cameron International Corp. (I) | | 266 | | 10,941 |
CARBO Ceramics, Inc. | | 2,345 | | 143,115 |
Complete Production Services, Inc. (I) | | 7,233 | | 100,973 |
Dawson Geophysical Company (I) | | 1,041 | | 29,741 |
Dril-Quip, Inc. (I) | | 3,514 | | 192,286 |
Global Industries, Ltd. (I) | | 12,288 | | 82,944 |
Gulf Islands Fabrication, Inc. | | 1,561 | | 31,142 |
Gulfmark Offshore, Inc., Class A (I) | | 2,799 | | 68,855 |
Hercules Offshore, Inc. (I)(L) | | 14,339 | | 52,481 |
Hornbeck Offshore Services, Inc. (I) | | 2,851 | | 53,827 |
ION Geophysical Corp. (I) | | 13,194 | | 60,429 |
Key Energy Services, Inc. (I) | | 15,193 | | 154,057 |
Lufkin Industries, Inc. | | 1,804 | | 131,782 |
Matrix Service Company (I) | | 3,453 | | 36,947 |
Natural Gas Services Group, Inc. (I) | | 1,597 | | 24,466 |
Newpark Resources, Inc. (I) | | 11,405 | | 58,964 |
OYO Geospace Corp. (I) | | 530 | | 22,822 |
Parker Drilling Company (I) | | 14,442 | | 74,087 |
PHI, Inc. (I) | | 1,764 | | 34,433 |
Pioneer Drilling Company (I) | | 5,601 | | 39,991 |
RPC, Inc. (L) | | 3,435 | | 42,457 |
Superior Well Services, Inc. (I)(L) | | 2,267 | | 40,557 |
T-3 Energy Services, Inc. (I) | | 1,584 | | 37,604 |
TetraTechnologies, Inc. (I) | | 9,309 | | 93,835 |
Vantage Drilling Company (I) | | 9,003 | | 12,784 |
Willbros Group, Inc. (I) | | 4,893 | | 73,884 |
| | | |
|
| | | | 2,013,579 |
Oil, Gas & Consumable Fuels - 3.39% | | | | |
Apco Oil and Gas International, Inc. | | 1,022 | | 22,566 |
Approach Resources, Inc. (I) | | 1,856 | | 15,423 |
Arena Resources, Inc. (I) | | 4,664 | | 193,230 |
Atlas Energy, Inc. (I) | | 8,267 | | 269,835 |
ATP Oil & Gas Corp. (I)(L) | | 4,921 | | 88,873 |
Berry Petroleum Company, Class A (L) | | 5,260 | | 140,968 |
Bill Barrett Corp. (I)(L) | | 4,687 | | 158,936 |
BPZ Energy, Inc. (I)(L) | | 11,396 | | 89,117 |
Brigham Exploration Company (I)(L) | | 12,364 | | 203,017 |
Carrizo Oil & Gas, Inc. (I)(L) | | 3,467 | | 82,965 |
Cheniere Energy, Inc. (I)(L) | | 8,210 | | 24,466 |
Clayton Williams Energy, Inc. (I) | | 774 | | 28,862 |
Clean Energy Fuels Corp. (I)(L) | | 4,428 | | 79,881 |
Cloud Peak Energy, Inc. (I)(L) | | 3,813 | | 57,996 |
Contango Oil & Gas Company (I) | | 1,478 | | 76,206 |
Crosstex Energy, Inc. (I) | | 5,289 | | 40,884 |
CVR Energy, Inc. (I) | | 3,011 | | 24,750 |
Delek US Holdings, Inc. | | 1,798 | | 13,071 |
Delta Petroleum Corp. (I) | | 23,627 | | 33,078 |
DHT Maritime, Inc. | | 6,802 | | 23,943 |
Endeavour International Corp. (I)(L) | | 16,194 | | 19,919 |
FX Energy, Inc. (I) | | 6,347 | | 20,755 |
General Maritime Corp. | | 6,251 | | 45,195 |
Georesources, Inc. (I) | | 1,051 | | 14,083 |
GMX Resources, Inc. (I)(L) | | 3,926 | | 36,119 |
Golar LNG, Ltd. (I) | | 4,021 | | 45,035 |
Goodrich Petroleum Corp. (I)(L) | | 3,036 | | 58,504 |
Gran Tierra Energy, Inc. (I) | | 24,976 | | 137,118 |
Green Plains Renewable Energy, Inc. (I) | | 1,224 | | 20,759 |
Gulfport Energy Corp. (I) | | 3,293 | | 29,966 |
Harvest Natural Resources, Inc. (I) | | 4,376 | | 23,368 |
International Coal Group, Inc. (I)(L) | | 11,462 | | 49,974 |
James River Coal Company (I) | | 3,465 | | 55,128 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Oil, Gas & Consumable Fuels (continued) | | | | |
Knightsbridge Tankers, Ltd. | | 2,389 | $ | 36,814 |
McMoran Exploration Company (I) | | 9,482 | | 163,849 |
Nordic American Tanker Shipping, Ltd. | | 5,743 | | 166,892 |
Northern Oil And Gas, Inc. (I) | | 4,440 | | 54,878 |
Oilsands Quest, Inc. (I) | | 28,278 | | 19,229 |
Panhandle Oil and Gas, Inc. | | 985 | | 26,753 |
Patriot Coal Corp. (I)(L) | | 9,130 | | 152,106 |
Penn Virginia Corp. | | 5,608 | | 141,882 |
Petroleum Development Corp. (I) | | 2,440 | | 57,364 |
Petroquest Energy, Inc. (I) | | 6,512 | | 34,904 |
Rex Energy Corp. (I) | | 3,772 | | 52,204 |
Rosetta Resources, Inc. (I) | | 6,423 | | 120,303 |
Ship Finance International, Ltd. (L) | | 5,449 | | 86,639 |
Stone Energy Corp. (I)(L) | | 5,162 | | 88,012 |
Swift Energy Company (I) | | 4,626 | | 137,809 |
Syntroleum Corp. (I) | | 8,646 | | 19,799 |
Toreador Resources Corp. (I) | | 2,811 | | 24,765 |
Uranerz Energy Corp. (I) | | 7,383 | | 13,732 |
Uranium Energy Corp. (I)(L) | | 7,300 | | 26,718 |
USEC, Inc. (I) | | 14,328 | | 62,470 |
VAALCO Energy, Inc. | | 7,612 | | 32,503 |
Venoco, Inc. (I) | | 2,310 | | 26,519 |
W&T Offshore, Inc. (L) | | 4,267 | | 37,592 |
Warren Resources, Inc. (I) | | 9,633 | | 22,541 |
Western Refining, Inc. (I)(L) | | 5,316 | | 23,071 |
Westmoreland Coal Company (I) | | 1,672 | | 18,542 |
World Fuel Services Corp. | | 7,235 | | 191,149 |
Zion Oil & Gas, Inc. (I)(L) | | 2,040 | | 12,689 |
| | | |
|
| | | | 4,075,718 |
| | | |
|
| | | | 6,089,297 |
Financials - 20.29% | | | | |
Commercial Banks - 5.98% | | | | |
1st Source Corp. | | 1,894 | | 28,277 |
Alliance Financial Corp. | | 705 | | 18,936 |
American National Bankshares, Inc. (L) | | 1,074 | | 21,491 |
Ameris Bancorp (L) | | 2,056 | | 19,532 |
Ames National Corp. | | 842 | | 15,585 |
Arrow Financial Corp. | | 1,295 | | 32,764 |
BancFirst Corp. | | 822 | | 32,798 |
Banco Latinoamericano de Exportaciones SA | | 3,540 | | 50,020 |
Bancorp Rhode Island, Inc. | | 771 | | 21,935 |
Bancorp, Inc. (I) | | 2,965 | | 20,844 |
Bank of Marin Bancorp | | 799 | | 25,584 |
Bank of the Ozarks, Inc. | | 1,662 | | 51,057 |
Bar Harbor Bankshares | | 505 | | 13,509 |
Boston Private Financial Holdings, Inc. | | 8,698 | | 59,581 |
Bridge Bancorp, Inc. | | 905 | | 20,761 |
Bryn Mawr Bank Corp. | | 1,258 | | 21,864 |
Camden National Corp. | | 1,060 | | 31,980 |
Cape Bancorp, Inc. (I) | | 2,587 | | 18,807 |
Capital City Bank Group, Inc. | | 1,695 | | 21,832 |
Cardinal Financial Corp. | | 3,864 | | 37,519 |
Cathay General Bancorp | | 7,935 | | 77,208 |
Center Bancorp, Inc. (L) | | 2,156 | | 18,240 |
Centerstate Banks, Inc. | | 2,600 | | 27,924 |
Chemical Financial Corp. | | 2,663 | | 54,858 |
Citizens & Northern Corp. | | 1,501 | | 16,736 |
Citizens Holding Company | | 624 | | 14,134 |
City Holding Company (L) | | 2,016 | | 64,693 |
CNB Financial Corp. | | 1,225 | | 20,017 |
CoBiz Financial, Inc. (L) | | 4,361 | | 25,774 |
Columbia Banking System, Inc. | | 3,533 | | 72,285 |
Community Bank Systems, Inc. | | 4,130 | | 92,553 |
| | |
The accompanying notes are an integral part of the financial statements. | 174 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Commercial Banks (continued) | | | | |
Community Trust Bancorp, Inc. | | 2,006 | $ | 51,173 |
CVB Financial Corp. (L) | | 10,629 | | 98,850 |
Eagle Bancorp, Inc. (I) | | 2,206 | | 25,832 |
East West Bancorp, Inc. | | 11,316 | | 198,256 |
Enterprise Financial Services Corp. (L) | | 1,973 | | 16,909 |
Financial Institutions, Inc. | | 1,277 | | 16,907 |
First Bancorp (L) | | 1,985 | | 28,028 |
First Bancorp, Inc. | | 1,074 | | 15,219 |
First BanCorp/Puerto Rico (L) | | 10,896 | | 23,100 |
First Busey Corp. (L) | | 5,897 | | 22,173 |
First Commonwealth Financial Corp. | | 10,964 | | 61,508 |
First Community Bancshares, Inc. | | 1,936 | | 22,264 |
First Financial BanCorp | | 6,401 | | 118,803 |
First Financial Bankshares, Inc. (L) | | 2,493 | | 130,509 |
First Financial Corp. (L) | | 1,385 | | 36,398 |
First Merchants Corp. | | 3,287 | | 19,032 |
First Midwest Bancorp, Inc. (L) | | 9,286 | | 126,197 |
First of Long Island Corp. | | 818 | | 20,556 |
First South Bancorp, Inc. (L) | | 990 | | 10,613 |
FirstMerit Corp. | | 10,047 | | 212,394 |
FNB Corp. (L) | | 14,275 | | 108,490 |
German American Bancorp (L) | | 1,506 | | 23,840 |
Glacier Bancorp, Inc. (L) | | 7,652 | | 110,954 |
Great Southern Bancorp, Inc. (L) | | 1,357 | | 31,007 |
Hancock Holding Company | | 3,440 | | 138,701 |
Harleysville National Corp. (L) | | 5,745 | | 37,974 |
Heartland Financial USA, Inc. (L) | | 1,878 | | 27,269 |
Heritage Financial Corp. (I) | | 1,470 | | 21,741 |
Home Bancorp, Inc. (I) | | 1,386 | | 16,895 |
Home Bancshares, Inc. (L) | | 2,211 | | 53,683 |
IBERIABANK Corp. | | 2,528 | | 144,374 |
Independent Bank Corp. | | 2,668 | | 65,579 |
International Bancshares Corp. | | 6,460 | | 136,952 |
Investors Bancorp, Inc. (I) | | 5,865 | | 75,483 |
Lakeland Bancorp, Inc. (L) | | 3,050 | | 23,241 |
Lakeland Financial Corp. | | 2,083 | | 36,682 |
MainSource Financial Group, Inc. | | 2,740 | | 17,509 |
MB Financial, Inc. | | 6,222 | | 126,618 |
Metro Bancorp, Inc. (I) | | 1,443 | | 17,489 |
Nara Bancorp, Inc. (I) | | 4,170 | | 36,821 |
National Bankshares, Inc. (L) | | 1,023 | | 27,713 |
National Penn Bancshares, Inc. | | 15,902 | | 109,565 |
NBT Bancorp, Inc. | | 4,252 | | 90,312 |
Northfield Bancorp, Inc. (L) | | 2,469 | | 34,591 |
Northrim Bancorp, Inc. | | 1,151 | | 18,312 |
Old National Bancorp | | 10,794 | | 122,620 |
Oriental Financial Group, Inc. | | 3,166 | | 34,953 |
Orrstown Financial Services, Inc. | | 628 | | 22,118 |
Pacific Continental Corp. | | 2,594 | | 26,199 |
PacWest Bancorp (L) | | 3,348 | | 67,964 |
Park National Corp. (L) | | 1,368 | | 72,983 |
Peapack Gladstone Financial Corp. | | 1,112 | | 14,022 |
Penns Woods Bancorp, Inc. | | 686 | | 22,213 |
Peoples Bancorp, Inc. | | 1,717 | | 24,690 |
Pinnacle Financial Partners, Inc. (I)(L) | | 4,207 | | 63,568 |
PrivateBancorp, Inc. | | 6,718 | | 87,334 |
Prosperity Bancshares, Inc. (L) | | 5,609 | | 234,624 |
Renasant Corp. (L) | | 2,808 | | 42,850 |
Republic Bancorp, Inc., Class A | | 1,265 | | 21,341 |
S & T Bancorp, Inc. (L) | | 3,020 | | 53,545 |
S.Y. Bancorp, Inc. (L) | | 1,420 | | 31,169 |
Sandy Spring Bancorp, Inc. | | 2,395 | | 33,865 |
SCBT Financial Corp. | | 1,668 | | 60,648 |
Shore Bancshares, Inc. | | 1,370 | | 15,508 |
Sierra Bancorp (L) | | 1,415 | | 14,645 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Commercial Banks (continued) | | | | |
Signature Bank (I) | | 4,933 | $ | 183,656 |
Simmons First National Corp., Class A | | 2,074 | | 55,085 |
Southside Bancshares, Inc. | | 1,757 | | 35,193 |
Southwest Bancorp, Inc. | | 2,092 | | 16,359 |
State Bancorp, Inc. | | 2,190 | | 15,878 |
StellarOne Corp. | | 3,137 | | 37,111 |
Sterling Bancorp | | 2,936 | | 24,046 |
Sterling Bancshares, Inc. | | 10,512 | | 49,617 |
Suffolk Bancorp (L) | | 1,323 | | 37,679 |
Susquehanna Bancshares, Inc. (L) | | 11,043 | | 92,209 |
SVB Financial Group (I)(L) | | 5,093 | | 226,944 |
Texas Capital Bancshares, Inc. (I) | | 4,496 | | 75,758 |
Tompkins Trustco, Inc. (L) | | 1,191 | | 42,709 |
Tower Bancorp, Inc. | | 741 | | 19,133 |
TowneBank/Portsmouth VA (L) | | 2,850 | | 34,970 |
TriCo Bancshares | | 1,888 | | 34,513 |
Trustmark Corp. | | 7,866 | | 179,345 |
UMB Financial Corp. | | 3,872 | | 148,336 |
Umpqua Holdings Corp. (L) | | 10,741 | | 134,048 |
Union First Market Bankshares Corp. | | 2,545 | | 31,838 |
United Bankshares, Inc. (L) | | 4,783 | | 117,757 |
United Community Banks, Inc. (I) | | 10,665 | | 44,260 |
United Security Bancshares, Inc. (L) | | 969 | | 13,954 |
Univest Corp. of Pennsylvania | | 2,185 | | 37,953 |
Washington Banking Company | | 1,691 | | 20,241 |
Washington Trust Bancorp, Inc. (L) | | 1,959 | | 33,362 |
Webster Financial Corp. | | 8,509 | | 136,144 |
WesBanco, Inc. | | 3,082 | | 46,692 |
WestAmerica Bancorp (L) | | 3,504 | | 192,300 |
Western Alliance Bancorp (I) | | 6,143 | | 35,384 |
Wilshire Bancorp, Inc. | | 2,671 | | 25,107 |
Wintrust Financial Corp. | | 2,982 | | 101,507 |
| | | |
|
| | | | 7,181,561 |
Consumer Finance - 0.50% | | | | |
Advance America Cash Advance Centers, Inc. | | 5,897 | | 36,974 |
Cardtronics, Inc. (I) | | 1,670 | | 16,500 |
Cash America International, Inc. | | 3,657 | | 140,173 |
Credit Acceptance Corp. (I) | | 720 | | 28,922 |
Dollar Financial Corp. (I) | | 2,993 | | 67,163 |
EZCORP, Inc., Class A (I) | | 5,602 | | 110,527 |
First Cash Financial Services, Inc. (I) | | 2,863 | | 60,753 |
First Marblehead Corp. (I) | | 8,360 | | 19,730 |
Nelnet, Inc., Class A | | 2,434 | | 38,262 |
World Acceptance Corp. (I) | | 2,032 | | 84,917 |
| | | |
|
| | | | 603,921 |
Diversified Financial Services - 3.00% | | | | |
Allied Capital Corp. (I) | | 22,172 | | 92,236 |
American Capital, Ltd. (I) | | 34,747 | | 149,412 |
Apollo Investment Corp. | | 19,956 | | 232,687 |
Ares Capital Corp. (L) | | 13,569 | | 177,347 |
Artio Global Investors, Inc. | | 3,383 | | 82,478 |
Asset Acceptance Capital Corp. (I) | | 2,036 | | 11,544 |
BGC Partners, Inc., Class A | | 6,150 | | 30,504 |
BlackRock Kelso Capital Corp. | | 1,709 | | 15,808 |
Broadpoint Gleacher Securities, Inc. (I) | | 6,599 | | 26,462 |
Calamos Asset Management, Inc. | | 2,577 | | 34,377 |
Capital Southwest Corp. | | 376 | | 32,810 |
Cohen & Steers, Inc. (L) | | 2,121 | | 46,153 |
Compass Diversified Trust | | 3,008 | | 40,247 |
Cowen Group, Inc., Class A (I) | | 1,880 | | 10,227 |
Diamond Hill Investment Group, Inc. | | 312 | | 19,918 |
Duff & Phelps Corp. | | 2,051 | | 34,211 |
E*TRADE Financial Corp. (I) | | 196,908 | | 317,003 |
| | |
The accompanying notes are an integral part of the financial statements. | 175 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Diversified Financial Services (continued) | | | | |
Encore Capital Group, Inc. (I) | | 1,737 | $ | 31,335 |
Epoch Holding Corp. | | 1,724 | | 17,499 |
Evercore Partners, Inc., Class A | | 1,783 | | 53,686 |
FBR Capital Markets Corp. (I) | | 2,339 | | 12,654 |
Fifth Street Finance Corp. | | 4,683 | | 53,058 |
GAMCO Investors, Inc., Class A | | 905 | | 39,377 |
GFI Group, Inc. | | 8,146 | | 44,884 |
Gladstone Capital Corp. | | 2,964 | | 28,929 |
Gladstone Investment Corp. | | 3,508 | | 18,838 |
Harris & Harris Group, Inc. (I) | | 3,719 | | 16,884 |
Hercules Technology Growth Capital, Inc. | | 4,496 | | 44,241 |
International Assets Holding Corp. (I) | | 1,672 | | 26,100 |
JMP Group, Inc. | | 1,985 | | 15,324 |
Kayne Anderson Energy Development Fund | | 1,488 | | 22,424 |
KBW, Inc. (I)(L) | | 4,289 | | 101,907 |
Knight Capital Group, Inc. (I) | | 11,379 | | 183,657 |
Kohlberg Capital Corp. | | 2,693 | | 12,172 |
LaBranche & Company, Inc. (I) | | 7,622 | | 35,747 |
Life Partners Holdings, Inc. (L) | | 962 | | 19,798 |
Main Street Capital Corp. (L) | | 1,104 | | 15,953 |
MarketAxess Holdings, Inc. | | 3,817 | | 57,102 |
MCG Capital Corp. (I) | | 8,288 | | 42,435 |
Medallion Financial Corp. | | 2,543 | | 20,573 |
MF Global Holdings, Ltd. (I) | | 11,969 | | 82,825 |
MVC Capital, Inc. | | 2,836 | | 35,365 |
NewStar Financial, Inc. (I) | | 3,994 | | 25,002 |
NGP Capital Resources Company | | 3,039 | | 25,011 |
Oppenheimer Holdings, Inc., Class A | | 1,194 | | 29,862 |
OptionsXpress Holdings, Inc. | | 5,195 | | 82,133 |
PennantPark Investment Corp. | | 3,333 | | 33,997 |
Penson Worldwide, Inc. (I)(L) | | 2,488 | | 23,412 |
PHH Corp. (I)(L) | | 6,736 | | 124,683 |
PICO Holdings, Inc. (I) | | 2,769 | | 94,257 |
Piper Jaffray Companies, Inc. (I) | | 2,418 | | 104,675 |
Portfolio Recovery Associates, Inc. (I) | | 1,905 | | 101,594 |
Prospect Capital Corp. (L) | | 7,641 | | 88,788 |
Riskmetrics Group, Inc. (I) | | 2,705 | | 50,394 |
Safeguard Scientifics, Inc. (I) | | 2,730 | | 32,050 |
Sanders Morris Harris Group, Inc. | | 2,782 | | 14,411 |
Stifel Financial Corp. (I) | | 3,666 | | 200,530 |
SWS Group, Inc. | | 3,046 | | 36,704 |
Teton Advisors, Inc., Class A | | 20 | | 220 |
Thomas Weisel Partners Group, Inc. (I) | | 3,079 | | 12,408 |
TICC Capital Corp. | | 3,792 | | 22,828 |
Tradestation Group, Inc. (I) | | 4,218 | | 29,104 |
Triangle Capital Corp. | | 1,424 | | 18,740 |
U.S. Global Investors, Inc. | | 1,688 | | 16,340 |
Virtus Investment Partners, Inc. (I) | | 868 | | 17,707 |
Westwood Holdings Group, Inc. | | 739 | | 28,621 |
| | | |
|
| | | | 3,599,662 |
Insurance - 3.07% | | | | |
Ambac Financial Group, Inc. (I)(L) | | 37,073 | | 26,322 |
American Equity Investment Life | | | | |
Holding Company | | 7,510 | | 66,088 |
American Physicians Capital, Inc. | | 1,164 | | 33,081 |
American Physicians Service Group, Inc. | | 1,003 | | 23,540 |
American Safety Insurance Holdings, Ltd. (I) | | 1,311 | | 18,616 |
AMERISAFE, Inc. (I) | | 2,426 | | 41,751 |
Amtrust Financial Services, Inc. | | 2,872 | | 40,696 |
Argo Group International Holdings, Ltd. | | 3,793 | | 105,559 |
Assured Guaranty, Ltd. (L) | | 15,324 | | 323,336 |
Baldwin & Lyons, Inc., Class B | | 1,125 | | 27,203 |
Citizens, Inc., Class A (I) | | 4,090 | | 26,503 |
CNA Surety Corp. (I) | | 2,112 | | 34,045 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Insurance (continued) | | | | |
Conseco, Inc. (I) | | 31,566 | $ | 157,199 |
Crawford & Company, Class B (I) | | 3,110 | | 11,911 |
Delphi Financial Group, Inc. | | 5,701 | | 121,602 |
Donegal Group, Inc. | | 1,471 | | 21,638 |
eHealth, Inc. (I) | | 2,980 | | 49,766 |
EMC Insurance Group, Inc. | | 740 | | 14,992 |
Employers Holdings, Inc. | | 5,482 | | 72,253 |
Enstar Group, Ltd. (I) | | 812 | | 51,164 |
FBL Financial Group, Inc., Class A | | 1,678 | | 34,097 |
First Mercury Financial Corp. | | 2,007 | | 28,560 |
Flagstone Reinsurance Holdings, Ltd. | | 4,895 | | 55,999 |
FPIC Insurance Group, Inc. (I) | | 954 | | 35,174 |
Greenlight Capital Re, Ltd., Class A (I) | | 3,474 | | 87,962 |
Harleysville Group, Inc. | | 1,572 | | 52,741 |
Hilltop Holdings, Inc. (I) | | 4,845 | | 57,946 |
Horace Mann Educators Corp. | | 4,928 | | 66,232 |
Infinity Property & Casualty Corp. | | 1,696 | | 69,112 |
Kansas City Life Insurance Company | | 626 | | 18,336 |
Maiden Holdings, Ltd. | | 6,271 | | 44,022 |
Max Capital Group, Ltd. | | 5,625 | | 135,788 |
Meadowbrook Insurance Group, Inc. | | 7,282 | | 51,557 |
Mercer Insurance Group, Inc. | | 1,005 | | 18,060 |
Montpelier Re Holdings, Ltd. | | 10,533 | | 186,855 |
National Financial Partners Corp. (I) | | 5,189 | | 59,622 |
National Interstate Corp. | | 845 | | 14,804 |
National Western Life Insurance | | | | |
Company, Class A | | 274 | | 46,002 |
Navigators Group, Inc. (I) | | 1,519 | | 57,525 |
Phoenix Companies, Inc. (I) | | 14,800 | | 35,076 |
Platinum Underwriters Holdings, Ltd. | | 6,196 | | 231,668 |
PMA Capital Corp., Class A (I) | | 4,406 | | 25,026 |
Presidential Life Corp. | | 2,996 | | 29,361 |
ProAssurance Corp. (I) | | 3,971 | | 211,734 |
RLI Corp. | | 2,234 | | 119,050 |
Safety Insurance Group, Inc. | | 1,651 | | 61,318 |
SeaBright Insurance Holdings, Inc. (I) | | 2,896 | | 30,437 |
Selective Insurance Group, Inc. | | 6,525 | | 105,770 |
State Auto Financial Corp. | | 1,806 | | 33,122 |
Stewart Information Services Corp. | | 2,353 | | 33,083 |
Tower Group, Inc. | | 5,374 | | 122,366 |
United America Indemnity, Ltd. (I) | | 4,882 | | 39,495 |
United Fire & Casualty Company | | 2,798 | | 47,566 |
Zenith National Insurance Corp. | | 4,548 | | 173,233 |
| | | |
|
| | | | 3,685,964 |
Real Estate Investment Trusts - 6.21% | | | | |
Acadia Realty Trust | | 5,021 | | 84,001 |
Agree Realty Corp. | | 1,017 | | 22,435 |
Alexander’s, Inc. (I) | | 251 | | 73,292 |
American Campus Communities, Inc. | | 6,438 | | 177,946 |
American Capital Agency Corp. | | 1,974 | | 49,982 |
Anworth Mortgage Asset Corp. | | 13,423 | | 90,739 |
Apollo Commercial Real Estate | | | | |
Finance, Inc. (I) | | 1,394 | | 24,730 |
Ashford Hospitality Trust, Inc. (I)(L) | | 6,918 | | 37,911 |
Associated Estates Realty Corp. | | 2,220 | | 27,484 |
BioMed Realty Trust, Inc. | | 12,125 | | 187,331 |
Capital Lease Funding, Inc. | | 6,465 | | 28,446 |
Capstead Mortage Corp. | | 8,550 | | 106,362 |
CBL & Associates Properties, Inc. (L) | | 17,054 | | 202,772 |
Cedar Shopping Centers, Inc. | | 5,204 | | 34,294 |
Cogdell Spencer, Inc. | | 4,183 | | 28,235 |
Colonial Properties Trust | | 8,305 | | 97,916 |
Colony Financial, Inc. | | 1,847 | | 36,829 |
Cousins Properties, Inc. | | 9,357 | | 67,277 |
| | |
The accompanying notes are an integral part of the financial statements. | 176 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Real Estate Investment Trusts (continued) | | | | |
Crexus Investment Corp. (I) | | 1,819 | $ | 25,157 |
Cypress Sharpridge Investments, Inc. | | 2,207 | | 29,199 |
DCT Industrial Trust, Inc. | | 25,497 | | 125,445 |
Developers Diversified Realty Corp. | | 20,209 | | 214,417 |
DiamondRock Hospitality Company (I) | | 14,920 | | 133,385 |
DuPont Fabros Technology, Inc. | | 3,273 | | 64,151 |
EastGroup Properties, Inc. | | 3,125 | | 112,188 |
Education Realty Trust, Inc. | | 7,540 | | 41,093 |
Entertainment Properties Trust | | 5,198 | | 198,668 |
Equity Lifestyle Properties, Inc. | | 3,116 | | 154,990 |
Equity One, Inc. (L) | | 3,998 | | 73,843 |
Extra Space Storage, Inc. | | 10,746 | | 121,215 |
FelCor Lodging Trust, Inc. (I) | | 8,492 | | 32,015 |
First Industrial Realty Trust, Inc. (I)(L) | | 7,066 | | 39,075 |
First Potomac Realty Trust | | 3,537 | | 48,386 |
Franklin Street Properties Corp. (L) | | 8,273 | | 107,301 |
Getty Realty Corp. | | 2,223 | | 49,106 |
Gladstone Commercial Corp. | | 1,610 | | 22,508 |
Glimcher Realty Trust | | 8,541 | | 36,726 |
Government Properties Income Trust | | 2,008 | | 47,288 |
Gramercy Capital Corp. (I) | | 5,614 | | 21,445 |
Hatteras Financial Corp. | | 4,437 | | 115,229 |
Healthcare Realty Trust, Inc. | | 7,296 | | 152,413 |
Hersha Hospitality Trust | | 12,488 | | 51,825 |
Highwoods Properties, Inc. | | 8,684 | | 252,270 |
Home Properties, Inc. | | 4,059 | | 185,902 |
Inland Real Estate Corp. | | 8,958 | | 75,247 |
Invesco Mortgage Capital, Inc. | | 2,102 | | 47,715 |
Investors Real Estate Trust | | 9,315 | | 83,276 |
iStar Financial, Inc. (I)(L) | | 12,944 | | 50,093 |
Kilroy Realty Corp. (L) | | 5,351 | | 151,594 |
Kite Realty Group Trust | | 6,280 | | 25,811 |
LaSalle Hotel Properties | | 7,855 | | 152,466 |
Lexington Corporate Property Trust | | 11,471 | | 68,252 |
LTC Properties, Inc. | | 2,834 | | 73,911 |
Medical Properties Trust, Inc. (L) | | 10,107 | | 104,001 |
MFA Mortgage Investments, Inc. | | 34,483 | | 249,657 |
Mid-America Apartment Communities, Inc. | | 3,467 | | 180,076 |
Mission West Properties, Inc. | | 3,318 | | 22,695 |
Monmouth Real Estate Investment Corp. | | 3,481 | | 25,759 |
National Health Investments, Inc. | | 3,149 | | 109,617 |
National Retail Properties, Inc. | | 9,789 | | 207,723 |
NorthStar Realty Finance Corp. (L) | | 8,076 | | 34,485 |
OMEGA Healthcare Investors, Inc. | | 10,137 | | 192,299 |
One Liberty Properties, Inc. (I) | | 37 | | 364 |
Parkway Properties, Inc. | | 2,763 | | 45,866 |
Pennsylvania Real Estate Investment Trust (L) | | 5,119 | | 51,446 |
Pennymac Mortgage Investment Trust (I) | | 1,923 | | 31,710 |
Post Properties, Inc. | | 6,051 | | 116,421 |
Potlatch Corp. (L) | | 4,884 | | 161,270 |
PS Business Parks, Inc. | | 2,172 | | 106,428 |
RAIT Financial Trust (I)(L) | | 9,014 | | 15,324 |
Ramco-Gershenson Properties Trust | | 3,369 | | 33,757 |
Redwood Trust, Inc. | | 9,715 | | 138,439 |
Resource Capital Corp. | | 3,055 | | 19,338 |
Saul Centers, Inc. | | 850 | | 30,328 |
Sovran Self Storage, Inc. | | 3,420 | | 108,517 |
Starwood Property Trust, Inc. | | 5,750 | | 107,583 |
Strategic Hotels & Resorts, Inc. (I) | | 10,678 | | 28,831 |
Sun Communities, Inc. | | 2,125 | | 40,949 |
Sunstone Hotel Investors, Inc. (I) | | 12,212 | | 109,175 |
Tanger Factory Outlet Centers, Inc. | | 4,945 | | 206,058 |
U-Store-It Trust | | 9,948 | | 64,761 |
Universal Health Realty Income Trust | | 1,424 | | 48,174 |
Urstadt Biddle Properties, Inc. | | 2,593 | | 40,892 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Real Estate Investment Trusts (continued) | | | | |
Walter Investment Management Corp. | | 3,004 | $ | 43,498 |
Washington Real Estate Investment Trust (L) | | 7,180 | | 200,035 |
Winthrop Realty Trust | | 2,102 | | 24,951 |
| | | |
|
| | | | 7,462,014 |
Real Estate Management & Development - 0.15% | | | | |
Avatar Holdings, Inc. (I) | | 1,191 | | 19,199 |
China Housing & Land Development, Inc. (I) | | 3,554 | | 15,353 |
Consolidated Tomoka Land Company | | 706 | | 22,423 |
Forestar Group, Inc. (I) | | 4,419 | | 78,393 |
Tejon Ranch Company (I) | | 1,381 | | 44,744 |
| | | |
|
| | | | 180,112 |
Thrifts & Mortgage Finance - 1.38% | | | | |
Abington Bancorp, Inc. | | 3,786 | | 29,114 |
Astoria Financial Corp. | | 10,736 | | 142,467 |
Bank Mutual Corp. | | 6,348 | | 41,199 |
BankFinancial Corp. | | 2,908 | | 27,917 |
Beneficial Mutual Bancorp, Inc. (I) | | 4,113 | | 38,621 |
Berkshire Hill Bancorp, Inc. | | 1,867 | | 33,382 |
Brookline Bancorp, Inc. | | 7,475 | | 76,843 |
Danvers Bancorp, Inc. | | 2,937 | | 41,617 |
Dime Community Bancshares | | 3,525 | | 42,794 |
ESB Financial Corp. (L) | | 1,647 | | 20,637 |
ESSA Bancorp, Inc. | | 2,194 | | 25,670 |
First Defiance Financial Corp. | | 1,312 | | 12,910 |
First Financial Holdings, Inc. | | 2,190 | | 26,192 |
First Financial Northwest, Inc. | | 2,866 | | 18,744 |
Flushing Financial Corp. | | 4,025 | | 51,077 |
Home Federal Bancorp, Inc. | | 2,342 | | 31,219 |
Kearny Financial Corp. | | 2,267 | | 22,738 |
MGIC Investment Corp. (I)(L) | | 15,610 | | 119,573 |
NewAlliance Bancshares, Inc. | | 13,154 | | 157,585 |
Northwest Bancshares, Inc. | | 4,688 | | 55,365 |
OceanFirst Financial Corp. | | 1,497 | | 15,299 |
Ocwen Financial Corp. (I) | | 7,060 | | 76,319 |
Oritani Financial Corp. | | 1,435 | | 22,730 |
People’s United Financial, Inc. | | 3,216 | | 50,716 |
PMI Group, Inc. (I) | | 9,524 | | 26,667 |
Provident Financial Services, Inc. (L) | | 7,544 | | 82,682 |
Provident New York Bancorp | | 4,123 | | 35,953 |
Radian Group, Inc. (L) | | 10,217 | | 100,331 |
Roma Financial Corp. | | 1,349 | | 16,485 |
Territorial Bancorp, Inc. | | 1,760 | | 34,813 |
TrustCo Bank Corp. (L) | | 9,814 | | 59,375 |
United Financial Bancorp, Inc. | | 2,453 | | 32,110 |
ViewPoint Financial Group | | 1,519 | | 22,193 |
Westfield Financial, Inc. | | 4,714 | | 39,079 |
WSFS Financial Corp. | | 1,085 | | 33,299 |
| | | |
|
| | | | 1,663,715 |
| | | |
|
| | | | 24,376,949 |
Health Care - 13.69% | | | | |
Biotechnology - 3.75% | | | | |
Acorda Therapeutics, Inc. (I) | | 4,685 | | 141,393 |
Affymax, Inc. (I) | | 2,189 | | 40,934 |
Alkermes, Inc. (I) | | 11,631 | | 133,291 |
Allos Therapeutics, Inc. (I) | | 8,975 | | 69,826 |
Alnylam Pharmaceuticals, Inc. (I)(L) | | 4,446 | | 77,449 |
AMAG Pharmaceuticals, Inc. (I)(L) | | 2,632 | | 100,516 |
Arena Pharmaceuticals, Inc. (I) | | 11,812 | | 35,908 |
Ariad Pharmaceuticals, Inc. (I) | | 14,084 | | 35,773 |
Arqule, Inc. (I) | | 5,710 | | 18,786 |
Array BioPharma, Inc. (I) | | 6,891 | | 15,436 |
AVI BioPharma, Inc. (I)(L) | | 12,721 | | 18,318 |
| | |
The accompanying notes are an integral part of the financial statements. | 177 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Biotechnology (continued) | | | | |
Biocryst Pharmaceuticals, Inc. (I)(L) | | 2,717 | $ | 17,389 |
BioSpecifics Technologies Corp. (I) | | 493 | | 14,267 |
Celera Corp. (I) | | 10,263 | | 61,475 |
Cell Therapeutics, Inc. (I)(L) | | 67,129 | | 44,976 |
Celldex Therapeutics, Inc. (I) | | 3,563 | | 18,314 |
Cepheid, Inc. (I)(L) | | 7,160 | | 108,116 |
Clinical Data, Inc. (I) | | 1,441 | | 26,197 |
Cubist Pharmaceuticals, Inc. (I) | | 7,096 | | 149,300 |
Curis, Inc. (I)(L) | | 8,252 | | 23,601 |
Cytokinetics, Inc. (I) | | 5,915 | | 17,982 |
Cytori Therapeutics, Inc. (I)(L) | | 3,801 | | 26,417 |
Dyax Corp. (I) | | 9,263 | | 32,421 |
Emergent Biosolutions, Inc. (I) | | 2,112 | | 30,962 |
Enzon Pharmaceuticals, Inc. (I)(L) | | 5,638 | | 52,377 |
Exelixis, Inc. (I) | | 13,150 | | 85,081 |
Facet Biotech Corp. (I)(L) | | 3,057 | | 50,104 |
Genomic Health, Inc. (I)(L) | | 1,737 | | 31,092 |
Geron Corp. (I)(L) | | 11,071 | | 61,444 |
GTx, Inc. (I)(L) | | 2,601 | | 10,404 |
Halozyme Therapeutics, Inc. (I)(L) | | 8,431 | | 46,118 |
Hemispherx Biopharma, Inc. (I)(L) | | 15,961 | | 10,855 |
Human Genome Sciences, Inc. (I)(L) | | 22,820 | | 642,383 |
Idenix Pharmaceuticals, Inc. (I) | | 4,571 | | 12,433 |
Idera Pharmaceuticals, Inc. (I) | | 2,967 | | 14,212 |
Immunogen, Inc. (I) | | 7,091 | | 46,872 |
Immunomedics, Inc. (I)(L) | | 8,443 | | 31,999 |
Incyte Corp. (I)(L) | | 10,761 | | 114,712 |
Infinity Pharmaceuticals, Inc. (I)(L) | | 2,339 | | 14,291 |
Insmed, Inc. (I) | | 17,596 | | 18,300 |
Intermune, Inc. (I) | | 5,590 | | 76,807 |
Isis Pharmaceuticals, Inc. (I)(L) | | 11,465 | | 101,351 |
Lexicon Genetics, Inc. (I) | | 13,680 | | 24,487 |
Ligand Pharmaceuticals, Inc., Class B (I) | | 14,678 | | 25,833 |
Mannkind Corp. (I)(L) | | 7,181 | | 71,738 |
Martek Biosciences Corp. (I)(L) | | 4,097 | | 81,244 |
Maxygen, Inc. (I) | | 3,414 | | 18,299 |
Medivation, Inc. (I)(L) | | 3,518 | | 126,683 |
Metabolix, Inc. (I)(L) | | 2,523 | | 24,069 |
Micromet, Inc. (I)(L) | | 7,150 | | 53,196 |
Momenta Pharmaceuticals, Inc. (I) | | 4,880 | | 71,443 |
Myriad Pharmaceuticals, Inc. (I)(L) | | 3,428 | | 16,489 |
Nabi Biopharmaceuticals (I) | | 6,691 | | 34,994 |
Neurocrine Biosciences, Inc. (I) | | 5,871 | | 15,382 |
NeurogesX, Inc. (I)(L) | | 1,447 | | 10,809 |
Novavax, Inc. (I)(L) | | 8,497 | | 18,438 |
NPS Pharmaceuticals, Inc. (I) | | 6,649 | | 22,208 |
OncoGenex Pharmaceutical, Inc. (I) | | 574 | | 9,557 |
Onyx Pharmaceuticals, Inc. (I) | | 7,547 | | 209,505 |
Opko Health, Inc. (I)(L) | | 5,627 | | 11,310 |
Orexigen Therapeutics, Inc. (I)(L) | | 3,461 | | 21,735 |
Osiris Therapeutics, Inc. (I)(L) | | 2,388 | | 19,653 |
PDL BioPharma, Inc. (I)(L) | | 14,843 | | 103,901 |
Pharmasset, Inc. (I) | | 2,632 | | 55,825 |
Progenics Pharmaceuticals, Inc. (I) | | 3,933 | | 17,109 |
Protalix BioTherapeutics, Inc. (I)(L) | | 4,355 | | 29,440 |
Regeneron Pharmaceuticals, Inc. (I) | | 7,728 | | 189,027 |
Repligen Corp. (I) | | 4,499 | | 15,162 |
Rigel Pharmaceuticals, Inc. (I) | | 6,256 | | 47,233 |
Sangamo Biosciences, Inc. (I)(L) | | 5,736 | | 28,737 |
Savient Pharmaceuticals, Inc. (I)(L) | | 8,172 | | 110,159 |
SciClone Pharmaceuticals, Inc. (I) | | 4,935 | | 16,236 |
Seattle Genetics, Inc. (I) | | 10,234 | | 104,387 |
SIGA Technologies, Inc. (I)(L) | | 3,350 | | 22,144 |
Spectrum Pharmaceuticals, Inc. (I)(L) | | 5,553 | | 25,322 |
StemCells, Inc. (I)(L) | | 14,923 | | 17,460 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Biotechnology (continued) | | | | |
Theravance, Inc. (I)(L) | | 6,575 | $ | 71,602 |
Vanda Pharmaceuticals, Inc. (I)(L) | | 3,363 | | 34,538 |
Vical, Inc. (I) | | 5,837 | | 19,145 |
Zymogenetics, Inc. (I) | | 5,908 | | 31,549 |
| | | |
|
| | | | 4,505,930 |
Health Care Equipment & Supplies - 3.55% | | | | |
Abaxis, Inc. (I)(L) | | 2,694 | | 68,401 |
Abiomed, Inc. (I) | | 3,951 | | 39,945 |
Accuray, Inc. (I) | | 5,233 | | 35,427 |
Aga Medical Holdings, Inc. (I) | | 1,764 | | 23,638 |
Align Technology, Inc. (I)(L) | | 7,146 | | 129,343 |
Alphatec Holdings, Inc. (I) | | 4,275 | | 21,931 |
American Medical Systems | | | | |
Holdings, Inc. (I)(L) | | 9,059 | | 164,149 |
Analogic Corp. | | 1,578 | | 65,171 |
AngioDynamics, Inc. (I) | | 3,060 | | 49,756 |
Atrion Corp. | | 193 | | 30,035 |
ATS Medical, Inc. (I)(L) | | 6,518 | | 17,208 |
Bovie Medical Corp. (I) | | 2,421 | | 16,802 |
Cantel Medical Corp. | | 1,602 | | 31,319 |
Conceptus, Inc. (I)(L) | | 3,790 | | 74,398 |
CONMED Corp. (I) | | 3,585 | | 78,440 |
Cryolife, Inc. (I) | | 3,842 | | 27,086 |
Cutera, Inc. (I) | | 2,075 | | 19,505 |
Cyberonics, Inc. (I) | | 3,397 | | 60,636 |
Cynosure, Inc. (I) | | 1,503 | | 14,865 |
Delcath Systems, Inc. (I)(L) | | 3,295 | | 17,529 |
DexCom, Inc. (I)(L) | | 5,849 | | 52,875 |
Electro-Optical Sciences, Inc. (I)(L) | | 2,582 | | 25,200 |
Endologix, Inc. (I) | | 6,140 | | 22,165 |
EV3, Inc. (I) | | 9,083 | | 132,158 |
Exactech, Inc. (I) | | 1,184 | | 22,958 |
Greatbatch, Inc. (I) | | 2,933 | | 57,252 |
Haemonetics Corp. (I) | | 3,084 | | 164,963 |
HeartWare International, Inc. (I) | | 689 | | 26,554 |
Home Diagnostics, Inc. (I) | | 1,768 | | 20,367 |
ICU Medical, Inc. (I) | | 1,565 | | 53,789 |
Immucor, Inc. (I) | | 8,620 | | 166,625 |
Insulet Corp. (I)(L) | | 4,423 | | 65,018 |
Integra LifeSciences Holdings Corp. (I) | | 2,304 | | 91,699 |
Invacare Corp. (L) | | 3,530 | | 96,298 |
IRIS International, Inc. (I) | | 2,374 | | 27,230 |
Kensey Nash Corp. (I) | | 1,072 | | 23,659 |
MAKO Surgical Corp. (I)(L) | | 2,262 | | 29,926 |
Masimo Corp. (L) | | 6,179 | | 171,097 |
Medical Action, Inc. (I) | | 1,888 | | 23,676 |
Meridian Bioscience, Inc. (L) | | 4,949 | | 109,670 |
Merit Medical Systems, Inc. (I) | | 3,437 | | 50,593 |
Micrus Endovascular Corp. (I) | | 2,082 | | 42,119 |
Natus Medical, Inc. (I) | | 3,531 | | 47,598 |
Neogen Corp. (I) | | 2,502 | | 60,623 |
NuVasive, Inc. (I)(L) | | 4,485 | | 179,176 |
NxStage Medical, Inc. (I) | | 2,960 | | 31,524 |
OraSure Technologies, Inc. (I) | | 5,940 | | 32,670 |
Orthofix International NV (I) | | 2,108 | | 71,862 |
Orthovita, Inc. (I) | | 8,552 | | 32,840 |
Palomar Medical Technologies, Inc. (I) | | 2,333 | | 21,067 |
Quidel Corp. (I)(L) | | 3,244 | | 42,367 |
Rochester Medical Corp. (I) | | 1,552 | | 20,067 |
Rockwell Medical Technologies, Inc. (I)(L) | | 2,507 | | 14,942 |
RTI Biologics, Inc. (I) | | 7,305 | | 27,394 |
Sirona Dental Systems, Inc. (I) | | 2,059 | | 73,898 |
Somanetics Corp. (I) | | 1,614 | | 27,212 |
SonoSite, Inc. (I)(L) | | 2,149 | | 63,653 |
| | |
The accompanying notes are an integral part of the financial statements. | 178 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Health Care Equipment & Supplies (continued) | | | | |
Spectranetics Corp. (I) | | 4,294 | $ | 28,512 |
Stereotaxis, Inc. (I)(L) | | 4,217 | | 20,031 |
STERIS Corp. (L) | | 7,093 | | 224,210 |
SurModics, Inc. (I)(L) | | 1,937 | | 37,307 |
Symmetry Medical, Inc. (I) | | 4,592 | | 39,491 |
Synovis Life Technologies, Inc. (I) | | 1,642 | | 22,988 |
Thoratec Corp. (I)(L) | | 6,877 | | 198,401 |
TomoTherapy, Inc. (I) | | 6,240 | | 20,654 |
Vascular Solutions, Inc. (I) | | 2,425 | | 21,898 |
Volcano Corp. (I) | | 5,934 | | 122,181 |
West Pharmaceutical Services, Inc. | | 3,980 | | 155,021 |
Wright Medical Group, Inc. (I) | | 4,699 | | 79,178 |
Young Innovations, Inc. | | 762 | | 20,422 |
Zoll Medical Corp. (I) | | 2,603 | | 67,470 |
| | | |
|
| | | | 4,266,132 |
Health Care Providers & Services - 3.52% | | | | |
Air Methods Corp. (I) | | 1,364 | | 36,296 |
Alliance Imaging, Inc. (I) | | 3,738 | | 18,653 |
Allied Healthcare International, Inc. (I) | | 6,632 | | 18,371 |
Almost Family, Inc. (I) | | 916 | | 33,031 |
Amedisys, Inc. (I)(L) | | 3,373 | | 194,453 |
America Service Group, Inc. | | 1,234 | | 18,461 |
American Dental Partners, Inc. (I) | | 2,041 | | 26,533 |
AMERIGROUP Corp. (I) | | 6,498 | | 170,767 |
AMN Healthcare Services, Inc. (I) | | 4,200 | | 38,724 |
AmSurg Corp. (I) | | 3,794 | | 78,384 |
Assisted Living Concepts, Inc. (I) | | 1,310 | | 36,248 |
Bio Reference Labs, Inc. (I) | | 1,474 | | 58,385 |
BioScrip, Inc. (I) | | 4,936 | | 36,477 |
Capital Senior Living Corp. (I) | | 3,325 | | 15,362 |
CardioNet, Inc. (I)(L) | | 3,369 | | 20,180 |
Catalyst Health Solutions, Inc. (I) | | 4,463 | | 168,210 |
Centene Corp. (I) | | 6,030 | | 107,756 |
Chemed Corp. | | 2,732 | | 146,326 |
Chindex International, Inc. (I) | | 1,751 | | 19,699 |
Continucare Corp. (I) | | 4,051 | | 16,893 |
CorVel Corp. (I) | | 899 | | 28,948 |
Cross Country Healthcare, Inc. (I) | | 3,964 | | 38,966 |
Emergency Medical Services | | | | |
Corp., Class A (I) | | 3,548 | | 184,709 |
Emeritus Corp. (I)(L) | | 2,475 | | 43,412 |
Genoptix, Inc. (I) | | 2,090 | | 68,071 |
Gentiva Health Services, Inc. (I) | | 3,583 | | 99,285 |
Hanger Orthopedic Group, Inc. (I) | | 3,198 | | 59,643 |
Health Grades, Inc. (I) | | 3,378 | | 18,072 |
Healthsouth Corp. (I)(L) | | 11,561 | | 200,005 |
Healthspring, Inc. (I) | | 6,058 | | 111,528 |
Healthways, Inc. (I) | | 4,197 | | 63,039 |
HMS Holdings Corp. (I) | | 3,117 | | 143,507 |
inVentiv Health, Inc. (I) | | 4,155 | | 60,995 |
IPC The Hospitalist Company, Inc. (I) | | 1,998 | | 66,054 |
Kindred Healthcare, Inc. (I) | | 4,845 | | 84,400 |
Landauer, Inc. | | 1,155 | | 70,189 |
LCA-Vision, Inc. (I) | | 2,335 | | 18,563 |
LHC Group, Inc. (I) | | 1,883 | | 56,678 |
Magellan Health Services, Inc. (I) | | 4,300 | | 180,256 |
MedCath Corp. (I) | | 2,087 | | 14,129 |
Molina Healthcare, Inc. (I) | | 1,686 | | 36,047 |
MWI Veterinary Supply, Inc. (I) | | 1,371 | | 56,485 |
National Healthcare Corp. | | 1,021 | | 37,563 |
Nighthawk Radiology Holdings, Inc. (I) | | 2,855 | | 8,479 |
NovaMed, Inc. (I)(L) | | 3,189 | | 12,086 |
Odyssey HealthCare, Inc. (I) | | 4,084 | | 71,593 |
Owens & Minor, Inc. | | 5,075 | | 226,599 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Health Care Providers & Services (continued) | | | | |
PharMerica Corp. (I) | | 3,856 | $ | 66,130 |
Providence Service Corp. (I) | | 1,395 | | 16,893 |
PSS World Medical, Inc. (I) | | 7,231 | | 152,502 |
Psychiatric Solutions, Inc. (I)(L) | | 6,937 | | 148,799 |
RehabCare Group, Inc. (I) | | 3,078 | | 85,692 |
Res-Care, Inc. (I) | | 3,210 | | 29,275 |
Select Medical Holdings Corp. (I) | | 4,155 | | 34,029 |
Skilled Healthcare Group, Inc. (I) | | 2,883 | | 18,653 |
Sun Healthcare Group, Inc. (I) | | 5,563 | | 49,455 |
Sunrise Senior Living, Inc. (I)(L) | | 5,717 | | 22,468 |
The Ensign Group, Inc. | | 1,393 | | 23,207 |
Triple-S Management Corp., Class B (I) | | 2,622 | | 45,439 |
Universal American Financial Corp. (I) | | 3,405 | | 49,066 |
US Physical Therapy, Inc. (I) | | 1,625 | | 26,650 |
WellCare Health Plans, Inc. (I) | | 5,188 | | 138,520 |
| | | |
|
| | | | 4,225,288 |
Health Care Technology - 0.67% | | | | |
AMICAS, Inc. (I) | | 4,910 | | 28,822 |
athenahealth, Inc. (I)(L) | | 4,099 | | 151,007 |
Computer Programs & Systems, Inc. (L) | | 1,195 | | 42,948 |
Eclipsys Corp. (I) | | 6,948 | | 129,302 |
MedAssets, Inc. (I) | | 4,789 | | 103,682 |
Medidata Solutions, Inc. (I) | | 927 | | 14,294 |
Merge Healthcare, Inc. (I) | | 3,665 | | 7,843 |
Omnicell, Inc. (I) | | 3,965 | | 53,646 |
Phase Forward, Inc. (I) | | 5,298 | | 63,205 |
Quality Systems, Inc. (L) | | 2,874 | | 164,508 |
Transcend Services, Inc. (I) | | 877 | | 17,110 |
Vital Images, Inc. (I) | | 2,032 | | 32,187 |
| | | |
|
| | | | 808,554 |
Life Sciences Tools & Services - 0.75% | | | | |
Accelrys, Inc. (I) | | 4,035 | | 25,178 |
Affymetrix, Inc. (I) | | 8,859 | | 64,759 |
Albany Molecular Research, Inc. (I) | | 3,025 | | 27,165 |
Bruker Corp. (I) | | 5,960 | | 74,500 |
Cambrex Corp. (I) | | 4,210 | | 15,872 |
Dionex Corp. (I) | | 2,125 | | 145,138 |
Enzo Biochem, Inc. (I) | | 4,417 | | 23,101 |
eResearch Technology, Inc. (I) | | 5,447 | | 32,954 |
Harvard Bioscience, Inc. (I) | | 4,175 | | 14,571 |
Kendle International, Inc. (I) | | 1,919 | | 32,681 |
Luminex Corp. (I) | | 5,130 | | 75,155 |
Parexel International Corp. (I) | | 7,102 | | 143,105 |
Sequenom, Inc. (I)(L) | | 7,858 | | 50,841 |
Varian, Inc. (I)(L) | | 3,487 | | 180,208 |
| | | |
|
| | | | 905,228 |
Pharmaceuticals - 1.45% | | | | |
Adolor Corp. (I) | | 7,649 | | 11,703 |
Akorn, Inc. (I)(L) | | 8,442 | | 12,832 |
Ardea Biosciences, Inc. (I)(L) | | 1,897 | | 27,013 |
Auxilium Pharmaceuticals, Inc. (I)(L) | | 5,706 | | 172,321 |
AVANIR Pharmaceuticals (I)(L) | | 8,224 | | 15,379 |
BioMimetic Therapeutics, Inc. (I) | | 1,875 | | 21,806 |
BMP Sunstone Corp. (I)(L) | | 4,320 | | 23,328 |
Cadence Pharmaceuticals, Inc. (I)(L) | | 3,240 | | 27,799 |
Cumberland Pharmaceuticals, Inc. (I) | | 1,085 | | 12,044 |
Cypress Biosciences, Inc. (I) | | 4,954 | | 25,959 |
DepoMed, Inc. (I) | | 6,859 | | 18,794 |
Durect Corp. (I) | | 11,487 | | 27,454 |
Endo Pharmaceuticals, Inc. (I) | | 156 | | 172 |
Hi-Tech Pharmacal Company, Inc. (I) | | 1,119 | | 24,070 |
Impax Laboratories, Inc. (I) | | 7,582 | | 116,839 |
Inspire Pharmaceuticals, Inc. (I) | | 7,647 | | 47,258 |
| | |
| | |
The accompanying notes are an integral part of the financial statements. | 179 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Pharmaceuticals (continued) | | | | |
Ista Pharmaceuticals, Inc. (I) | | 4,520 | $ | 15,865 |
Javelin Pharmaceuticals, Inc. (I) | | 7,507 | | 10,960 |
K-V Pharmaceutical Company, Class A (I) | | 4,970 | | 15,705 |
MAP Pharmaceuticals, Inc. (I)(L) | | 1,220 | | 16,738 |
Medicines Company (I) | | 6,699 | | 51,582 |
Medicis Pharmaceutical Corp., Class A | | 7,278 | | 163,755 |
Nektar Therapeutics (I) | | 11,529 | | 142,844 |
Obagi Medical Products, Inc. (I) | | 2,365 | | 24,194 |
Optimer Pharmaceuticals, Inc. (I)(L) | | 3,624 | | 43,307 |
Pain Therapeutics, Inc. (I) | | 4,819 | | 29,155 |
Par Pharmaceutical Companies, Inc. (I) | | 4,334 | | 108,480 |
POZEN, Inc. (I) | | 3,525 | | 21,185 |
Questcor Pharmaceuticals, Inc. (I) | | 7,309 | | 34,206 |
Salix Pharmaceuticals, Ltd. (I) | | 6,927 | | 197,835 |
Santarus, Inc. (I) | | 6,774 | | 28,519 |
Supergen, Inc. (I) | | 8,024 | | 22,146 |
ViroPharma, Inc. (I) | | 9,602 | | 119,641 |
Vivus, Inc. (I)(L) | | 10,007 | | 84,059 |
XenoPort, Inc. (I)(L) | | 3,723 | | 29,784 |
| | | |
|
| | | | 1,744,731 |
| | | |
|
| | | | 16,455,863 |
Industrials - 14.76% | | | | |
Aerospace & Defense - 1.66% | | | | |
AAR Corp. (I)(L) | | 4,755 | | 107,843 |
Aerovironment, Inc. (I)(L) | | 1,643 | | 39,843 |
American Science & Engineering, Inc. | | 1,117 | | 83,004 |
Applied Signal Technology, Inc. | | 1,694 | | 31,288 |
Argon ST, Inc. (I) | | 1,677 | | 41,254 |
Ascent Solar Technologies, Inc. (I)(L) | | 2,541 | | 10,189 |
Astronics Corp. (I) | | 1,360 | | 11,927 |
Ceradyne, Inc. (I) | | 3,231 | | 72,827 |
Cubic Corp. | | 1,872 | | 64,565 |
Curtiss-Wright Corp. | | 5,507 | | 176,499 |
DigitalGlobe, Inc. (I) | | 1,802 | | 42,996 |
Ducommun, Inc. | | 1,453 | | 25,413 |
DynCorp International, Inc. (I) | | 3,066 | | 34,339 |
Esterline Technologies Corp. (I) | | 3,630 | | 149,375 |
GenCorp, Inc. (I)(L) | | 6,298 | | 27,207 |
GeoEye, Inc. (I) | | 2,262 | | 53,881 |
HEICO Corp. (L) | | 2,849 | | 135,755 |
Herley Industries, Inc. (I) | | 1,909 | | 25,619 |
Hexcel Corp. (I) | | 11,854 | | 130,631 |
Ladish Company, Inc. (I) | | 2,079 | | 34,969 |
LMI Aerospace, Inc. (I) | | 1,221 | | 15,494 |
Moog, Inc., Class A (I) | | 5,534 | | 187,935 |
Orbital Sciences Corp., Class A (I) | | 6,917 | | 127,619 |
Stanley, Inc. (I) | | 1,409 | | 35,521 |
Taser International, Inc. (I) | | 8,030 | | 60,707 |
Teledyne Technologies, Inc. (I) | | 4,397 | | 165,635 |
Triumph Group, Inc. | | 2,022 | | 105,831 |
| | | |
|
| | | | 1,998,166 |
Air Freight & Logistics - 0.33% | | | | |
Air Transport Services Group, Inc. (I) | | 7,164 | | 18,197 |
Atlas Air Worldwide Holdings, Inc. (I) | | 2,584 | | 116,487 |
Dynamex, Inc. (I) | | 1,382 | | 24,047 |
Forward Air Corp. | | 3,625 | | 88,668 |
Hub Group, Inc., Class A (I) | | 4,572 | | 123,307 |
Pacer International, Inc. (I) | | 5,047 | | 24,276 |
| | | |
|
| | | | 394,982 |
Airlines - 0.98% | | | | |
Airtran Holdings, Inc. (I)(L) | | 16,647 | | 80,239 |
Alaska Air Group, Inc. (I) | | 4,454 | | 155,890 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Airlines (continued) | | | | |
Allegiant Travel Company (I)(L) | | 1,848 | $ | 96,355 |
Hawaiian Holdings, Inc. (I) | | 6,528 | | 50,788 |
JetBlue Airways Corp. (I)(L) | | 31,035 | | 163,865 |
Republic Airways Holdings, Inc. (I) | | 4,436 | | 27,015 |
SkyWest, Inc. | | 6,774 | | 99,984 |
UAL Corp. (I)(L) | | 20,553 | | 352,484 |
US Airways Group, Inc. (I)(L) | | 20,021 | | 146,754 |
| | | |
|
| | | | 1,173,374 |
Building Products - 0.55% | | | | |
Aaon, Inc. | | 1,607 | | 33,811 |
American Woodmark Corp. | | 1,366 | | 25,694 |
Ameron International Corp. | | 1,149 | | 79,132 |
Apogee Enterprises, Inc. | | 3,549 | | 50,715 |
Builders FirstSource, Inc. (I) | | 4,640 | | 13,920 |
Gibraltar Industries, Inc. (I) | | 3,389 | | 39,584 |
Griffon Corp. (I) | | 5,412 | | 67,001 |
Insteel Industries, Inc. | | 2,345 | | 23,802 |
NCI Building Systems, Inc. (I) | | 11,911 | | 22,631 |
Quanex Building Products Corp. | | 4,659 | | 72,587 |
Simpson Manufacturing Company, Inc. | | 4,663 | | 114,617 |
Trex Company, Inc. (I)(L) | | 2,006 | | 40,100 |
Universal Forest Products, Inc. | | 2,360 | | 83,166 |
| | | |
|
| | | | 666,760 |
Commercial Services & Supplies - 2.28% | | | | |
ABM Industries, Inc. | | 5,631 | | 115,323 |
ACCO Brands Corp. (I) | | 6,805 | | 48,792 |
American Reprographics Company (I) | | 4,695 | | 33,616 |
APAC Customer Services, Inc. (I)(L) | | 3,200 | | 16,576 |
ATC Technology Corp. (I) | | 2,429 | | 54,434 |
Bowne & Company, Inc. | | 4,901 | | 54,548 |
Cenveo, Inc. (I)(L) | | 6,698 | | 49,967 |
Clean Harbors, Inc. (I) | | 2,594 | | 147,443 |
Consolidated Graphics, Inc. (I) | | 1,223 | | 54,472 |
Cornell Corrections, Inc. (I) | | 1,425 | | 26,562 |
Courier Corp. | | 1,444 | | 22,223 |
Deluxe Corp. | | 6,314 | | 113,336 |
EnergySolutions, Inc. | | 9,352 | | 56,860 |
EnerNOC, Inc. (I) | | 1,740 | | 46,006 |
Ennis Business Forms, Inc. | | 3,223 | | 49,538 |
Fuel Tech, Inc. (I) | | 2,423 | | 15,871 |
G & K Services, Inc., Class A | | 2,304 | | 57,531 |
Healthcare Services Group, Inc. | | 5,247 | | 115,224 |
Herman Miller, Inc. | | 6,547 | | 119,155 |
HNI Corp. (L) | | 5,453 | | 129,618 |
Innerworkings, Inc. (I) | | 3,266 | | 18,518 |
Interface, Inc., Class A | | 6,001 | | 51,609 |
Kimball International, Inc., Class B | | 4,132 | | 27,313 |
Knoll, Inc. | | 5,811 | | 69,848 |
M & F Worldwide Corp. (I) | | 1,355 | | 43,888 |
McGrath Rentcorp | | 2,955 | | 70,684 |
Metalico, Inc. (I) | | 4,359 | | 23,931 |
Mine Safety Appliances Company | | 3,266 | | 82,924 |
Mobile Mini, Inc. (I) | | 4,395 | | 59,728 |
Multi-Color Corp. | | 1,478 | | 18,682 |
Perma-Fix Environmental Services, Inc. (I) | | 7,280 | | 14,050 |
Rollins, Inc. | | 5,174 | | 109,948 |
Schawk, Inc., Class A | | 1,916 | | 25,119 |
Standard Parking Corp. (I) | | 1,092 | | 17,931 |
Standard Register Company | | 2,445 | | 13,448 |
Steelcase, Inc. Class A | | 8,843 | | 58,099 |
SYKES Enterprises, Inc. (I) | | 4,578 | | 109,002 |
Team, Inc. (I) | | 2,421 | | 43,893 |
Tetra Tech, Inc. (I) | | 7,318 | | 153,093 |
| | |
The accompanying notes are an integral part of the financial statements. | 180 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Commercial Services & Supplies (continued) | | | | |
The Geo Group, Inc. (I) | | 6,274 | $ | 124,037 |
U.S. Ecology Corp. | | 2,340 | | 34,843 |
United Stationers, Inc. (I) | | 2,881 | | 164,534 |
Viad Corp. | | 2,582 | | 49,342 |
Waste Services, Inc. (I) | | 2,314 | | 23,325 |
| | | |
|
| | | | 2,734,884 |
Construction & Engineering - 0.84% | | | | |
Argan, Inc. (I)(L) | | 1,134 | | 17,679 |
Comfort Systems USA, Inc. | | 4,892 | | 57,334 |
Dycom Industries, Inc. (I) | | 5,016 | | 45,294 |
EMCOR Group, Inc. (I) | | 8,084 | | 186,094 |
Furmanite Corp. (I) | | 5,219 | | 18,893 |
Granite Construction, Inc. | | 4,236 | | 117,041 |
Great Lakes Dredge & Dock Corp. | | 5,276 | | 23,900 |
Insituform Technologies, Inc., Class A (I) | | 4,797 | | 117,814 |
Layne Christensen Company (I) | | 2,440 | | 67,295 |
Mastec, Inc. (I) | | 6,444 | | 85,319 |
Michael Baker Corp. (I) | | 1,006 | | 34,043 |
MYR Group, Inc. (I) | | 2,205 | | 34,861 |
Northwest Pipe Company (I) | | 1,193 | | 28,191 |
Orion Marine Group, Inc. (I) | | 3,339 | | 58,633 |
Pike Electric Corp. (I) | | 2,146 | | 18,069 |
Sterling Construction Company, Inc. (I) | | 1,765 | | 34,647 |
Tutor Perini Corp. (I)(L) | | 3,233 | | 63,916 |
| | | |
|
| | | | 1,009,023 |
Electrical Equipment - 2.01% | | | | |
A.O. Smith Corp. | | 2,665 | | 120,725 |
Acuity Brands, Inc. (L) | | 5,295 | | 206,399 |
Advanced Battery Technologies, Inc. (I)(L) | | 7,069 | | 27,498 |
American Superconductor Corp. (I)(L) | | 5,321 | | 148,988 |
AZZ, Inc. | | 1,533 | | 48,152 |
Baldor Electric Company | | 5,735 | | 180,194 |
Belden, Inc. | | 5,735 | | 121,467 |
Broadwind Energy, Inc. (I) | | 3,934 | | 19,473 |
China BAK Battery, Inc. (I)(L) | | 5,363 | | 12,120 |
Encore Wire Corp. (L) | | 2,264 | | 45,506 |
Ener1, Inc. (I)(L) | | 6,137 | | 25,960 |
Energy Conversion Devices, Inc. (I)(L) | | 5,759 | | 41,465 |
EnerSys, Inc. (I) | | 4,938 | | 112,537 |
Evergreen Solar, Inc. (I)(L) | | 24,295 | | 27,210 |
Franklin Electric, Inc. | | 2,847 | | 81,196 |
Fuelcell Energy, Inc. (I)(L) | | 9,647 | | 27,108 |
Fushi Copperweld, Inc. (I) | | 2,090 | | 19,082 |
GrafTech International, Ltd. (I) | | 14,762 | | 184,377 |
GT Solar International, Inc. (I)(L) | | 3,878 | | 23,074 |
Harbin Electric, Inc. (I)(L) | | 1,886 | | 35,702 |
II-VI, Inc. (I) | | 3,033 | | 85,045 |
LaBarge, Inc. (I) | | 1,568 | | 18,832 |
LSI Industries, Inc. | | 2,633 | | 16,140 |
Microvision, Inc. (I)(L) | | 9,973 | | 21,941 |
Orion Energy Systems, Inc. (I) | | 2,628 | | 13,560 |
Polypore International, Inc. (I) | | 2,868 | | 42,934 |
Powell Industries, Inc. (I) | | 982 | | 28,282 |
PowerSecure International, Inc. (I) | | 2,365 | | 17,596 |
Regal-Beloit Corp. | | 4,361 | | 246,048 |
SatCon Technology Corp. (I)(L) | | 9,612 | | 22,492 |
Vicor Corp. (I) | | 2,486 | | 23,642 |
W.H. Brady Company, Class A | | 5,852 | | 163,973 |
Woodward Governor Company | | 7,385 | | 212,614 |
| | | |
|
| | | | 2,421,332 |
Industrial Conglomerates - 0.25% | | | | |
Otter Tail Corp. | | 4,336 | | 86,677 |
Raven Industries, Inc. | | 1,979 | | 57,985 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Industrial Conglomerates (continued) | | | | |
Seaboard Corp. | | 40 | $ | 50,840 |
Standex International Corp. | | 1,626 | | 40,487 |
Tredegar Industries, Inc. | | 3,712 | | 62,176 |
| | | |
|
| | | | 298,165 |
Machinery - 2.62% | | | | |
3D Systems Corp. (I) | | 2,382 | | 33,729 |
Actuant Corp., Class A | | 8,329 | | 150,838 |
Alamo Group, Inc. | | 932 | | 16,599 |
Albany International Corp., Class A | | 3,376 | | 65,224 |
Altra Holdings, Inc. (I) | | 3,405 | | 39,328 |
American Railcar Industries, Inc. | | 1,451 | | 13,712 |
Ampco-Pittsburgh Corp. | | 1,094 | | 28,181 |
Astec Industries, Inc. (I) | | 2,156 | | 52,369 |
Badger Meter, Inc. (L) | | 1,838 | | 66,039 |
Barnes Group, Inc. | | 5,737 | | 92,136 |
Blount International, Inc. (I) | | 4,939 | | 54,477 |
Briggs & Stratton Corp. | | 6,107 | | 106,934 |
Cascade Corp. | | 1,138 | | 31,432 |
Chart Industries, Inc. (I) | | 3,554 | | 72,359 |
China Fire & Security Group, Inc. (I)(L) | | 1,740 | | 24,482 |
Circor International, Inc. | | 2,132 | | 65,900 |
Clarcor, Inc. | | 6,161 | | 201,773 |
Colfax Corp. (I) | | 3,001 | | 34,001 |
Columbus McKinnon Corp. (I) | | 2,352 | | 33,845 |
Dynamic Materials Corp. | | 1,669 | | 30,242 |
Energy Recovery, Inc. (I) | | 4,371 | | 28,018 |
EnPro Industries, Inc. (I) | | 2,496 | | 69,089 |
ESCO Technologies, Inc. | | 3,228 | | 105,588 |
Federal Signal Corp. | | 6,229 | | 47,776 |
Flow International Corp. (I) | | 6,746 | | 21,790 |
Force Protection, Inc. (I) | | 8,814 | | 47,243 |
Freightcar America, Inc. | | 1,608 | | 34,041 |
Gorman-Rupp Company (L) | | 1,805 | | 42,418 |
Graham Corp. | | 1,345 | | 21,708 |
Greenbrier Companies, Inc. (I)(L) | | 2,270 | | 20,861 |
Hurco Companies, Inc. (I) | | 1,013 | | 17,576 |
John Bean Technologies Corp. | | 3,435 | | 56,162 |
K-Tron International, Inc. (I) | | 322 | | 48,126 |
Kadant, Inc. (I) | | 1,666 | | 22,624 |
Kaydon Corp. | | 4,047 | | 131,528 |
L.B. Foster Company (I) | | 1,323 | | 40,232 |
Lindsay Corp. (L) | | 1,554 | | 57,203 |
Metropolitan Pro Corp. | | 2,138 | | 20,311 |
Middleby Corp. (I) | | 2,009 | | 93,198 |
Miller Industries, Inc. (I) | | 1,473 | | 17,381 |
Mueller Industries, Inc. | | 4,570 | | 102,277 |
Mueller Water Products, Inc. | | 19,194 | | 88,868 |
NACCO Industries, Inc., Class A | | 670 | | 31,356 |
Nordson Corp. | | 4,093 | | 269,319 |
PMFG, Inc. (I) | | 1,740 | | 24,360 |
RBC Bearings, Inc. (I) | | 2,686 | | 68,036 |
Robbins & Myers, Inc. | | 3,267 | | 78,963 |
Sauer-Danfoss, Inc. (I) | | 1,462 | | 17,588 |
SmartHeat, Inc. (I) | | 1,154 | | 13,813 |
Sun Hydraulics, Inc. | | 1,556 | | 37,640 |
Tecumseh Products Company, Class A (I) | | 2,437 | | 30,731 |
Tennant Company | | 2,282 | | 54,449 |
The Eastern Company | | 899 | | 11,588 |
Titan International, Inc. (L) | | 4,500 | | 37,125 |
TriMas Corp. (I) | | 2,154 | | 13,118 |
Twin Disc, Inc. | | 1,235 | | 13,499 |
Watts Water Technologies, Inc., Class A | | 3,568 | | 104,043 |
| | | |
|
| | | | 3,153,246 |
| | |
The accompanying notes are an integral part of the financial statements. | 181 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Marine - 0.16% | | | | |
American Commercial Lines, Inc. (I) | | 1,179 | $ | 27,412 |
Eagle Bulk Shipping, Inc. (I)(L) | | 7,929 | | 41,469 |
Genco Shipping & Trading, Ltd. (I)(L) | | 3,229 | | 67,809 |
Horizon Lines, Inc. (L) | | 4,202 | | 16,976 |
International Shipholding Corp. | | 738 | | 20,745 |
Ultrapetrol Bahamas, Ltd. (I) | | 3,206 | | 16,543 |
| | | |
|
| | | | 190,954 |
Professional Services - 1.34% | | | | |
Acacia Research - Acacia Technologies (I) | | 4,091 | | 40,583 |
Administaff, Inc. | | 2,602 | | 46,888 |
Barrett Business Services, Inc. | | 1,269 | | 15,418 |
CBIZ, Inc. (I) | | 5,466 | | 34,053 |
CDI Corp. | | 1,662 | | 23,750 |
COMSYS IT Partners, Inc. (I) | | 1,921 | | 33,579 |
Corporate Executive Board Company | | 4,173 | | 95,478 |
CoStar Group, Inc. (I)(L) | | 2,405 | | 94,637 |
CRA International, Inc. (I) | | 1,413 | | 37,586 |
Diamond Management & Technology | | | | |
Consultants, Inc. | | 3,263 | | 23,657 |
Exponent, Inc. (I) | | 1,676 | | 44,632 |
Franklin Covey Company (I) | | 1,975 | | 11,554 |
GP Strategies Corp. (I) | | 2,388 | | 18,770 |
Heidrick & Struggles International, Inc. | | 2,086 | | 56,259 |
Hill International, Inc. (I) | | 3,286 | | 17,317 |
Huron Consulting Group, Inc. (I) | | 2,690 | | 63,699 |
ICF International, Inc. (I) | | 1,370 | | 32,099 |
Kelly Services, Inc., Class A (I) | | 3,311 | | 52,082 |
Kforce, Inc. (I) | | 3,541 | | 47,166 |
Korn/Ferry International (I) | | 5,484 | | 93,667 |
Mistras Group, Inc. (I) | | 1,293 | | 17,637 |
Navigant Consulting Company (I) | | 6,149 | | 71,513 |
Odyssey Marine Exploration, Inc. (I)(L) | | 8,784 | | 11,156 |
On Assignment, Inc. (I) | | 4,729 | | 31,164 |
Resources Connection, Inc. (I) | | 5,486 | | 93,481 |
School Specialty, Inc. (I) | | 2,367 | | 50,535 |
SFN Group, Inc. (I) | | 6,589 | | 51,855 |
The Advisory Board Company (I) | | 1,911 | | 60,693 |
Towers Watson & Company | | 5,169 | | 228,315 |
TrueBlue, Inc. (I) | | 5,382 | | 71,419 |
Volt Information Sciences, Inc. (I) | | 1,649 | | 17,562 |
VSE Corp. | | 527 | | 22,413 |
| | | |
|
| | | | 1,610,617 |
Road & Rail - 0.96% | | | | |
AMERCO, Inc. (I) | | 1,099 | | 57,621 |
Arkansas Best Corp. | | 3,150 | | 82,656 |
Avis Budget Group, Inc. (I)(L) | | 12,541 | | 131,931 |
Celadon Group, Inc. (I) | | 2,992 | | 36,562 |
Dollar Thrifty Automotive Group, Inc. (I) | | 3,384 | | 101,655 |
Genesee & Wyoming, Inc., Class A (I) | | 4,644 | | 147,911 |
Heartland Express, Inc. (L) | | 6,115 | | 93,621 |
Knight Transportation, Inc. (L) | | 7,001 | | 138,270 |
Marten Transport, Ltd. (I) | | 2,012 | | 37,906 |
Old Dominion Freight Lines, Inc. (I) | | 3,437 | | 105,653 |
Patriot Transportation Holding, Inc. (I) | | 176 | | 15,676 |
RailAmerica, Inc. (I) | | 2,787 | | 32,998 |
Saia, Inc. (I) | | 1,837 | | 23,256 |
Universal Truckload Services, Inc. (I) | | 849 | | 15,104 |
USA Truck, Inc. (I) | | 1,423 | | 18,855 |
Werner Enterprises, Inc. (L) | | 5,203 | | 116,079 |
| | | |
|
| | | | 1,155,754 |
Trading Companies & Distributors - 0.77% | | | | |
Aceto Corp. | | 3,608 | | 18,870 |
Aircastle, Ltd. | | 5,871 | | 57,125 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Trading Companies & Distributors (continued) | | | | |
Applied Industrial Technologies, Inc. | | 5,144 | $ | 115,946 |
Beacon Roofing Supply, Inc. (I) | | 5,630 | | 97,962 |
DXP Enterprises, Inc. (I) | | 1,105 | | 11,945 |
H&E Equipment Services, Inc. (I) | | 3,472 | | 33,748 |
Houston Wire & Cable Company (L) | | 2,321 | | 28,479 |
Interline Brands, Inc. (I) | | 4,030 | | 71,331 |
Kaman Corp., Class A | | 3,169 | | 75,898 |
RSC Holdings, Inc. (I)(L) | | 6,258 | | 44,119 |
Rush Enterprises, Inc., Class A (I) | | 4,130 | | 45,141 |
TAL International Group, Inc. | | 1,980 | | 36,095 |
Textainer Group Holdings, Ltd. | | 1,080 | | 22,302 |
Titan Machinery, Inc. (I) | | 1,733 | | 20,640 |
United Rentals, Inc. (I) | | 7,566 | | 57,123 |
Watsco, Inc. (L) | | 3,191 | | 184,567 |
| | | |
|
| | | | 921,291 |
Transportation Infrastructure - 0.01% | | | | |
CAI International, Inc. (I) | | 1,348 | | 13,305 |
| | | |
|
| | | | 17,741,853 |
Information Technology - 17.57% | | | | |
Communications Equipment - 2.99% | | | | |
3Com Corp. (I) | | 48,265 | | 368,262 |
Acme Packet, Inc. (I) | | 4,812 | | 80,216 |
ADC Telecommunications, Inc. (I)(L) | | 12,073 | | 76,543 |
ADTRAN, Inc. (L) | | 6,707 | | 156,810 |
Airvana, Inc. (I) | | 3,240 | | 24,721 |
Anaren, Inc. (I) | | 1,974 | | 24,280 |
Arris Group, Inc. (I) | | 15,240 | | 157,277 |
Aruba Networks, Inc. (I) | | 7,279 | | 85,383 |
Aviat Networks Incaviat Networks, Inc. | | 7,430 | | 45,695 |
Bel Fuse, Inc., Class B | | 1,325 | | 30,117 |
BigBand Networks, Inc. (I) | | 4,655 | | 13,406 |
Black Box Corp. | | 2,159 | | 62,460 |
Blue Coat Systems, Inc. (I) | | 4,843 | | 140,350 |
Cogo Group, Inc. (I) | | 3,146 | | 22,148 |
Comtech Telecommunications Corp. (I)(L) | | 3,462 | | 109,468 |
DG Fastchannel, Inc. (I) | | 2,554 | | 82,724 |
Digi International, Inc. (I) | | 3,259 | | 33,079 |
Emcore Corp. (I)(L) | | 11,316 | | 13,353 |
EMS Technologies, Inc. (I) | | 1,979 | | 27,152 |
Emulex Corp. (I) | | 10,207 | | 129,629 |
Extreme Networks, Inc. (I) | | 11,570 | | 31,818 |
Globecomm Systems, Inc. (I) | | 2,900 | | 22,127 |
Harmonic, Inc. (I) | | 11,931 | | 78,267 |
Hughes Communications, Inc. (I) | | 1,130 | | 31,832 |
Infinera Corp. (I) | | 10,373 | | 78,627 |
InterDigital, Inc. (I) | | 5,378 | | 137,946 |
Ixia (I) | | 3,977 | | 30,782 |
KVH Industries, Inc. (I) | | 1,855 | | 22,631 |
Loral Space & Communications, Inc. (I) | | 1,305 | | 42,452 |
NETGEAR, Inc. (I) | | 4,207 | | 106,647 |
Network Equipment Technologies, Inc. (I) | | 4,269 | | 21,772 |
Oplink Communications, Inc. (I) | | 2,593 | | 40,036 |
Palm, Inc. (I)(L) | | 20,309 | | 123,885 |
PC-Tel, Inc. (I) | | 2,757 | | 16,790 |
Plantronics, Inc. | | 6,004 | | 170,694 |
Polycom, Inc. (I) | | 10,247 | | 267,549 |
Powerwave Technologies, Inc. (I) | | 17,610 | | 20,604 |
Riverbed Technology, Inc. (I)(L) | | 6,706 | | 182,739 |
Seachange International, Inc. (I) | | 4,353 | | 30,819 |
ShoreTel, Inc. (I) | | 5,604 | | 33,624 |
Sonus Networks, Inc. (I) | | 25,680 | | 54,698 |
Sycamore Networks, Inc. | | 2,391 | | 46,051 |
Symmetricom, Inc. (I) | | 5,847 | | 34,322 |
| | |
The accompanying notes are an integral part of the financial statements. | 182 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Communications Equipment (continued) | | | | |
Tekelec, Inc. (I) | | 8,178 | $ | 135,101 |
UTStarcom, Inc. (I)(L) | | 14,664 | | 31,968 |
Viasat, Inc. (I) | | 3,789 | | 115,186 |
| | | |
|
| | | | 3,592,040 |
Computers & Peripherals - 0.79% | | | | |
3PAR, Inc. (I)(L) | | 3,396 | | 31,345 |
ActivIdentity Corp. (I) | | 6,938 | | 17,276 |
Adaptec, Inc. (I) | | 15,064 | | 46,397 |
Avid Technology, Inc. (I) | | 3,530 | | 47,479 |
Compellent Technologies, Inc. (I) | | 2,066 | | 32,085 |
Cray, Inc. (I) | | 4,403 | | 23,072 |
Electronics for Imaging, Inc. (I) | | 6,064 | | 71,919 |
Imation Corp. (I) | | 3,801 | | 34,969 |
Immersion Corp. (I) | | 4,020 | | 16,442 |
Intermec, Inc. (I) | | 7,569 | | 107,783 |
Intevac, Inc. (I) | | 2,770 | | 39,251 |
Isilon Systems, Inc. (I) | | 3,256 | | 24,062 |
Netezza Corp. (I) | | 5,858 | | 53,542 |
Novatel Wireless, Inc. (I) | | 3,943 | | 26,260 |
Quantum Corp. (I) | | 25,969 | | 64,403 |
Rimage Corp. (I) | | 1,305 | | 19,301 |
Silicon Graphics International Corp. (I) | | 3,960 | | 42,530 |
STEC, Inc. (I)(L) | | 3,063 | | 31,488 |
Stratasys, Inc. (I) | | 2,526 | | 66,611 |
Super Micro Computer, Inc. (I) | | 2,935 | | 44,054 |
Synaptics, Inc. (I)(L) | | 4,214 | | 112,514 |
| | | |
|
| | | | 952,783 |
Electronic Equipment, Instruments & Components - 2.07% | | |
Agilysys, Inc. | | 2,060 | | 22,495 |
Anixter International, Inc. (I) | | 3,628 | | 151,433 |
Benchmark Electronics, Inc. (I) | | 7,956 | | 157,529 |
Brightpoint, Inc. (I) | | 6,225 | | 44,384 |
Checkpoint Systems, Inc. (I) | | 4,772 | | 98,399 |
China Security & Surveillance | | | | |
Technology, Inc. (I)(L) | | 5,599 | | 38,633 |
Cogent, Inc. (I) | | 5,261 | | 52,084 |
Cognex Corp. | | 4,862 | | 91,892 |
Coherent, Inc. (I) | | 2,668 | | 84,816 |
Comverge, Inc. (I)(L) | | 2,485 | | 24,105 |
CPI International, Inc. (I) | | 1,041 | | 12,836 |
CTS Corp. | | 4,376 | | 34,833 |
Daktronics, Inc. | | 4,263 | | 32,271 |
DTS, Inc. (I) | | 2,131 | | 68,192 |
Echelon Corp. (I)(L) | | 4,010 | | 32,962 |
Electro Rent Corp. | | 2,455 | | 28,552 |
Electro Scientific Industries, Inc. (I) | | 3,511 | | 43,923 |
FARO Technologies, Inc. (I) | | 2,127 | | 50,920 |
ICx Technologies, Inc. (I)(L) | | 1,567 | | 10,201 |
Insight Enterprises, Inc. (I) | | 5,716 | | 73,108 |
IPG Photonics Corp. (I) | | 2,871 | | 45,419 |
L-1 Identity Solutions, Inc. (I)(L) | | 9,326 | | 79,458 |
Littelfuse, Inc. (I) | | 2,675 | | 95,203 |
Maxwell Technologies, Inc. (I)(L) | | 2,793 | | 38,711 |
Measurement Specialties, Inc. (I) | | 2,042 | | 28,956 |
Mercury Computer Systems, Inc. (I) | | 2,861 | | 34,961 |
Methode Electronics, Inc. | | 4,834 | | 60,135 |
MTS Systems Corp. | | 2,079 | | 56,590 |
Multi-Fineline Electronix, Inc. (I) | | 1,204 | | 26,247 |
Newport Corp. (I) | | 4,638 | | 48,885 |
OSI Systems, Inc. (I) | | 1,941 | | 59,860 |
Park Electrochemical Corp. | | 2,519 | | 68,466 |
Plexus Corp. (I) | | 4,825 | | 166,414 |
Power-One, Inc. (I)(L) | | 9,674 | | 36,664 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Electronic Equipment, Instruments & | | | | |
Components (continued) | | | | |
RadiSys Corp. (I) | | 3,072 | $ | 25,283 |
Rofin-Sinar Technologies, Inc. (I) | | 3,570 | | 73,149 |
Rogers Corp. (I) | | 1,955 | | 53,665 |
ScanSource, Inc. (I) | | 3,246 | | 84,396 |
Smart Modular Technologies (WWH), Inc. (I) | | 4,739 | | 30,330 |
Spectrum Control, Inc. (I) | | 1,960 | | 22,658 |
SYNNEX Corp. (I)(L) | | 2,355 | | 67,447 |
Technitrol, Inc. (L) | | 5,357 | | 23,571 |
TTM Technologies, Inc. (I) | | 5,387 | | 46,005 |
Universal Display Corp. (I)(L) | | 3,666 | | 38,603 |
Zygo Corp. (I) | | 2,335 | | 22,883 |
| | | |
|
| | | | 2,487,527 |
Internet Software & Services - 1.73% | | | | |
Ancestry.com, Inc. (I) | | 932 | | 14,847 |
Archipelago Learning, Inc. (I) | | 903 | | 16,408 |
Art Technology Group, Inc. (I) | | 15,809 | | 62,762 |
comScore, Inc. (I) | | 2,712 | | 42,090 |
Constant Contact, Inc. (I)(L) | | 3,084 | | 57,578 |
DealerTrack Holdings, Inc. (I) | | 4,673 | | 66,450 |
Dice Holdings, Inc. (I) | | 2,064 | | 13,622 |
Digital River, Inc. (I) | | 4,737 | | 124,536 |
DivX, Inc. (I) | | 4,507 | | 27,222 |
Earthlink, Inc. | | 13,225 | | 110,297 |
GSI Commerce, Inc. (I) | | 3,755 | | 93,762 |
InfoSpace, Inc. (I) | | 4,572 | | 46,086 |
Innodata Isogen, Inc. (I)(L) | | 2,897 | | 14,311 |
Internap Network Services Corp. (I) | | 6,583 | | 33,112 |
Internet Brands, Inc., Class A (I) | | 3,630 | | 29,911 |
Internet Capital Group, Inc. (I) | | 4,794 | | 32,599 |
J2 Global Communications, Inc. (I) | | 5,531 | | 120,023 |
Keynote Systems, Inc. | | 1,714 | | 18,066 |
Limelight Networks, Inc. (I) | | 4,331 | | 15,938 |
Liquidity Services, Inc. (I) | | 1,983 | | 24,391 |
Liveperson, Inc. (I) | | 5,258 | | 36,648 |
LogMeIn, Inc. (I) | | 929 | | 17,428 |
LoopNet, Inc. (I) | | 2,541 | | 24,012 |
Marchex, Inc., Class B | | 3,085 | | 15,857 |
MercadoLibre, Inc. (I)(L) | | 3,178 | | 130,743 |
ModusLink Global Solutions, Inc. (I) | | 5,753 | | 56,955 |
Move, Inc. (I) | | 20,153 | | 31,640 |
NIC, Inc. | | 6,263 | | 46,785 |
OpenTable, Inc. (I)(L) | | 388 | | 13,223 |
Openwave Systems, Inc. (I) | | 11,018 | | 28,537 |
Perficient, Inc. (I) | | 3,702 | | 41,092 |
Rackspace Hosting, Inc. (I)(L) | | 8,168 | | 161,971 |
RealNetworks, Inc. (I) | | 10,606 | | 48,788 |
Saba Software, Inc. (I) | | 3,591 | | 18,170 |
SAVVIS, Inc. (I) | | 4,478 | | 63,095 |
Support.com, Inc. (I) | | 6,871 | | 20,201 |
Switch & Data Facilities Company, Inc. (I) | | 2,525 | | 45,172 |
Terremark Worldwide, Inc. (I) | | 7,383 | | 53,158 |
The Knot, Inc. (I) | | 3,854 | | 29,483 |
United Online, Inc. | | 10,520 | | 65,855 |
ValueClick, Inc. (I) | | 10,799 | | 102,483 |
Vocus, Inc. (I) | | 2,155 | | 30,666 |
Web.com Group, Inc. (I) | | 3,530 | | 16,803 |
Zix Corp. (I)(L) | | 9,179 | | 17,715 |
| | | |
|
| | | | 2,080,491 |
IT Services - 2.16% | | | | |
Acxiom Corp. (I) | | 8,351 | | 140,798 |
CACI International, Inc., Class A (I) | | 3,616 | | 179,209 |
Cass Information Systems, Inc. | | 1,055 | | 31,935 |
| | |
The accompanying notes are an integral part of the financial statements. | 183 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
IT Services (continued) | | | | |
China Information Security | | | | |
Technology, Inc. (I) | | 3,529 | $ | 17,363 |
CIBER, Inc. (I) | | 8,978 | | 33,488 |
Computer Task Group, Inc. (I) | | 2,105 | | 15,935 |
CSG Systems International, Inc. (I) | | 4,301 | | 86,536 |
Cybersource Corp. (I)(L) | | 8,524 | | 146,016 |
Euronet Worldwide, Inc. (I)(L) | | 5,945 | | 107,723 |
Exlservice Holdings, Inc. (I) | | 1,856 | | 31,923 |
Forrester Research, Inc. (I) | | 1,882 | | 56,366 |
Gartner Group, Inc., Class A (I) | | 8,344 | | 198,504 |
Global Cash Access, Inc. (I) | | 4,763 | | 35,675 |
Heartland Payment Systems, Inc. | | 4,699 | | 71,848 |
iGate Corp. | | 2,814 | | 25,720 |
infoGROUP, Inc. (I) | | 4,322 | | 34,706 |
Information Services Group, Inc. (I) | | 3,686 | | 10,947 |
Integral Systems, Inc. (I) | | 2,567 | | 21,974 |
Lionbridge Technologies, Inc. (I) | | 8,064 | | 25,805 |
ManTech International Corp. (I) | | 2,629 | | 129,820 |
MAXIMUS, Inc. | | 2,090 | | 120,342 |
MoneyGram International, Inc. (I)(L) | | 10,944 | | 30,315 |
NCI, Inc. (I) | | 871 | | 24,536 |
Ness Technologies, Inc. (I) | | 5,123 | | 29,201 |
Online Resources Corp. (I) | | 3,504 | | 12,860 |
RightNow Technologies, Inc. (I) | | 2,706 | | 42,105 |
Sapient Corp. | | 10,443 | | 94,196 |
SRA International, Inc., Class A (I) | | 5,147 | | 98,102 |
StarTek, Inc. (I) | | 1,745 | | 11,395 |
Syntel, Inc. (L) | | 1,532 | | 51,935 |
TeleTech Holdings, Inc. (I)(L) | | 3,914 | | 68,456 |
The Hackett Group, Inc. (I) | | 5,571 | | 15,320 |
Tier Technologies, Inc., Class B (I) | | 2,547 | | 18,899 |
TNS, Inc. (I) | | 3,109 | | 73,466 |
Unisys Corp. (I) | | 5,201 | | 181,567 |
VeriFone Holdings, Inc. (I) | | 8,867 | | 171,133 |
Virtusa Corp. (I) | | 1,819 | | 16,553 |
Wright Express Corp. (I) | | 4,671 | | 132,283 |
| | | |
|
| | | | 2,594,955 |
Semiconductors & Semiconductor Equipment - 3.59% | | |
Actel Corp. (I) | | 3,329 | | 42,644 |
Advanced Analogic Technologies, Inc. (I) | | 6,071 | | 19,913 |
Advanced Energy Industries, Inc. (I)(L) | | 4,094 | | 59,445 |
Amkor Technology, Inc. (I)(L) | | 13,518 | | 81,378 |
Anadigics, Inc. (I) | | 8,297 | | 34,101 |
Applied Micro Circuits Corp. (I) | | 8,151 | | 72,870 |
Atheros Communications, Inc. (I)(L) | | 7,917 | | 284,141 |
ATMI, Inc. (I) | | 3,908 | | 65,811 |
Brooks Automation, Inc. (I) | | 8,007 | | 69,180 |
Cabot Microelectronics Corp. (I) | | 2,847 | | 100,784 |
Cavium Networks, Inc. (I) | | 4,469 | | 106,809 |
Ceva, Inc. (I) | | 2,558 | | 29,903 |
Cirrus Logic, Inc. (I) | | 8,245 | | 58,869 |
Cohu, Inc. | | 3,014 | | 40,388 |
CSR PLC (I) | | 5,690 | | 41,209 |
Cymer, Inc. (I) | | 3,620 | | 113,378 |
Diodes, Inc. (I) | | 4,019 | | 78,813 |
DSP Group, Inc. (I) | | 3,336 | | 24,453 |
Entegris, Inc. (I) | | 16,163 | | 72,410 |
Entropic Communications, Inc. (I) | | 6,836 | | 24,746 |
Exar Corp. (I) | | 4,586 | | 33,891 |
FEI Company (I) | | 4,591 | | 97,696 |
FormFactor, Inc. (I) | | 6,065 | | 99,769 |
GSI Technology, Inc. | | 2,668 | | 11,926 |
Hittite Microwave Corp. (I) | | 2,577 | | 107,564 |
IXYS Corp. (I) | | 3,170 | | 26,977 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Semiconductors & Semiconductor Equipment (continued) | | |
Kopin Corp. (I) | | 8,684 | $ | 32,999 |
Kulicke & Soffa Industries, Inc. (I) | | 8,603 | | 56,608 |
Lattice Semiconductor Corp. (I) | | 14,965 | | 42,950 |
Micrel, Inc. | | 5,742 | | 56,559 |
Microsemi Corp. (I) | | 9,991 | | 154,960 |
Microtune, Inc. (I) | | 8,201 | | 19,436 |
MIPS Technologies, Inc., Class A (I) | | 5,877 | | 24,742 |
MKS Instruments, Inc. (I) | | 6,048 | | 109,045 |
Monolithic Power Systems, Inc. (I) | | 4,172 | | 84,733 |
Netlogic Microsystems, Inc. (I) | | 2,906 | | 157,476 |
NVE Corp. (I)(L) | | 620 | | 27,565 |
OmniVision Technologies, Inc. (I) | | 6,170 | | 89,650 |
Pericom Semiconductor Corp. (I) | | 3,271 | | 30,715 |
Photronics, Inc. (I) | | 6,865 | | 30,206 |
PLX Technology, Inc. (I) | | 5,110 | | 23,199 |
Power Integrations, Inc. | | 2,891 | | 103,960 |
RF Micro Devices, Inc. (I) | | 32,768 | | 137,953 |
Rubicon Technology, Inc. (I)(L) | | 1,588 | | 24,932 |
Rudolph Technologies, Inc. (I) | | 4,092 | | 32,572 |
Semtech Corp. (I) | | 7,421 | | 117,771 |
Sigma Designs, Inc. (I)(L) | | 3,432 | | 40,154 |
Silicon Image, Inc. (I) | | 10,110 | | 24,466 |
Silicon Storage Technology, Inc. (I) | | 10,687 | | 34,092 |
Skyworks Solutions, Inc. (I)(L) | | 20,527 | | 313,447 |
Standard Microsystems Corp. (I) | | 2,734 | | 53,368 |
Supertex, Inc. (I) | | 1,393 | | 33,307 |
Techwell, Inc. (I) | | 2,090 | | 26,230 |
Tessera Technologies, Inc. (I) | | 5,992 | | 107,616 |
Trident Microsystems, Inc. (I) | | 9,167 | | 13,567 |
TriQuint Semiconductor, Inc. (I) | | 18,176 | | 130,685 |
Ultratech, Inc. (I) | | 3,003 | | 38,739 |
Veeco Instruments, Inc. (I) | | 4,779 | | 162,964 |
Virage Logic Corp. (I) | | 2,346 | | 16,211 |
Volterra Semiconductor Corp. (I) | | 2,862 | | 62,477 |
White Electronic Designs Corp. (I) | | 3,832 | | 20,041 |
Zoran Corp. (I) | | 6,462 | | 73,279 |
| | | |
|
| | | | 4,307,742 |
Software - 4.24% | | | | |
ACI Worldwide, Inc. (I) | | 4,399 | | 80,238 |
Actuate Corp. (I) | | 6,056 | | 32,460 |
Advent Software, Inc. (I)(L) | | 1,873 | | 75,519 |
American Software, Inc., Class A | | 3,110 | | 17,976 |
ArcSight, Inc. (I) | | 2,283 | | 61,184 |
Ariba, Inc. (I) | | 10,784 | | 129,516 |
AsiaInfo Holdings, Inc. (I) | | 3,669 | | 89,597 |
Blackbaud, Inc. | | 5,393 | | 125,549 |
Blackboard, Inc. (I) | | 3,901 | | 152,451 |
Bottomline Technologies, Inc. (I) | | 3,173 | | 50,419 |
Chordiant Software, Inc. (I) | | 4,590 | | 16,708 |
Commvault Systems, Inc. (I) | | 5,143 | | 112,632 |
Concur Technologies, Inc. (I) | | 4,893 | | 192,491 |
Deltek, Inc. (I) | | 2,328 | | 17,902 |
DemandTec, Inc. (I) | | 2,620 | | 15,379 |
Double-Take Software, Inc. (I) | | 2,388 | | 21,182 |
Dynamics Research Corp. (I) | | 1,404 | | 14,461 |
Ebix, Inc. (I)(L) | | 2,571 | | 37,331 |
Epicor Software Corp. (I) | | 6,027 | | 51,651 |
EPIQ Systems, Inc. (I) | | 4,136 | | 48,060 |
Fair Isaac Corp. | | 5,983 | | 137,370 |
Falconstor Software, Inc. (I) | | 4,621 | | 16,405 |
Fortinet, Inc. (I) | | 1,552 | | 26,663 |
GSE Systems, Inc. (I) | | 2,823 | | 16,148 |
Informatica Corp. (I) | | 10,692 | | 272,860 |
Interactive Intelligence, Inc. (I) | | 1,599 | | 31,500 |
| | |
The accompanying notes are an integral part of the financial statements. | 184 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Software (continued) | | | | |
Jack Henry & Associates, Inc. | | 10,063 | $ | 227,223 |
JDA Software Group, Inc. (I) | | 4,121 | | 116,624 |
Kenexa Corp. (I) | | 2,879 | | 28,416 |
Lawson Software, Inc. (I) | | 17,040 | | 102,581 |
Manhattan Associates, Inc. (I) | | 2,879 | | 72,752 |
Mentor Graphics Corp. (I) | | 11,695 | | 97,302 |
MicroStrategy, Inc., Class A (I) | | 1,118 | | 99,155 |
Monotype Imaging Holdings, Inc. (I) | | 2,833 | | 26,942 |
Net 1 UEPS Technologies, Inc. (I) | | 3,834 | | 67,670 |
Netscout Systems, Inc. (I) | | 3,137 | | 45,769 |
NetSuite, Inc. (I)(L) | | 2,131 | | 26,339 |
Opnet Technologies, Inc. | | 1,894 | | 28,088 |
Parametric Technology Corp. (I)(L) | | 14,210 | | 247,396 |
Pegasystems, Inc. | | 1,845 | | 66,420 |
Phoenix Technology, Ltd. (I) | | 5,155 | | 14,279 |
Progress Software Corp. (I) | | 4,902 | | 137,354 |
PROS Holdings, Inc. (I) | | 2,631 | | 22,916 |
Quest Software, Inc. (I) | | 7,443 | | 125,415 |
Radiant Systems, Inc. (I) | | 3,574 | | 39,922 |
Rosetta Stone, Inc. (I) | | 806 | | 17,732 |
S1 Corp. (I) | | 6,970 | | 43,284 |
Smith Micro Software, Inc. (I) | | 3,720 | | 32,587 |
SolarWinds, Inc. (I) | | 1,519 | | 28,572 |
Solera Holdings, Inc. | | 8,522 | | 291,112 |
SonicWALL, Inc. (I) | | 6,808 | | 54,532 |
Sourcefire, Inc. (I) | | 2,757 | | 64,404 |
SuccessFactors, Inc. (I) | | 5,729 | | 103,752 |
Symyx Technologies, Inc. (I) | | 4,548 | | 19,829 |
Synchronoss Technologies, Inc. (I) | | 2,379 | | 41,418 |
Take-Two Interactive Software, Inc. (I)(L) | | 10,017 | | 96,364 |
Taleo Corp. (I) | | 4,919 | | 115,793 |
TeleCommunication Systems, Inc. (I) | | 4,911 | | 37,422 |
THQ, Inc. (I)(L) | | 8,688 | | 52,649 |
TIBCO Software, Inc. (I) | | 21,546 | | 197,577 |
TiVo, Inc. (I) | | 13,645 | | 129,355 |
Tyler Technologies, Inc. (I) | | 3,863 | | 70,152 |
Ultimate Software Group, Inc. (I)(L) | | 3,033 | | 93,780 |
Unica Corp. (I) | | 2,071 | | 18,142 |
VASCO Data Security International, Inc. (I) | | 3,598 | | 28,496 |
Websense, Inc. (I) | | 5,533 | | 118,738 |
| | | |
|
| | | | 5,091,905 |
| | | |
|
| | | | 21,107,443 |
Materials - 4.37% | | | | |
Chemicals - 2.13% | | | | |
A. Schulman, Inc. | | 2,904 | | 68,418 |
American Vanguard Corp. (L) | | 2,620 | | 16,899 |
Arch Chemicals, Inc. | | 3,093 | | 95,481 |
Balchem Corp. | | 3,379 | | 74,034 |
Calgon Carbon Corp. (I)(L) | | 6,752 | | 104,724 |
China Green Agriculture, Inc. (I)(L) | | 1,281 | | 18,690 |
Ferro Corp. (I) | | 10,144 | | 83,079 |
H.B. Fuller Company | | 5,964 | | 125,184 |
Hawkins, Inc. (L) | | 1,175 | | 23,441 |
ICO, Inc. | | 3,785 | | 29,902 |
Innophos Holdings, Inc. | | 2,173 | | 50,457 |
Innospec, Inc. (I) | | 3,049 | | 32,472 |
Koppers Holdings, Inc. | | 2,571 | | 71,474 |
Landec Corp. (I) | | 3,691 | | 22,367 |
LSB Industries, Inc. (I) | | 2,206 | | 31,347 |
Minerals Technologies, Inc. | | 2,282 | | 111,430 |
NewMarket Corp. | | 1,228 | | 109,353 |
Olin Corp. (L) | | 9,576 | | 167,676 |
OM Group, Inc. (I) | | 3,769 | | 129,729 |
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Chemicals (continued) | | | | |
Omnova Solutions, Inc. (I) | | 5,596 | $ | 34,248 |
PolyOne Corp. (I) | | 11,418 | | 90,773 |
Quaker Chemical Corp. | | 1,462 | | 28,962 |
Rockwood Holdings, Inc. (I) | | 6,067 | | 145,547 |
Sensient Technologies Corp. | | 5,951 | | 157,225 |
ShengdaTech, Inc. (I)(L) | | 3,679 | | 23,619 |
Solutia, Inc. (I) | | 14,648 | | 206,097 |
Spartech Corp. (I) | | 3,916 | | 39,904 |
Stepan Company | | 907 | | 43,119 |
STR Holdings, Inc. (I) | | 1,524 | | 25,314 |
W.R. Grace & Company (I) | | 8,858 | | 256,528 |
Westlake Chemical Corp. | | 2,305 | | 46,676 |
Zep, Inc. | | 2,712 | | 59,908 |
Zoltek Companies, Inc. (I)(L) | | 3,610 | | 32,093 |
| | | |
|
| | | | 2,556,170 |
Construction Materials - 0.11% | | | | |
Headwaters, Inc. (I) | | 6,878 | | 34,321 |
Texas Industries, Inc. | | 2,928 | | 104,032 |
| | | |
|
| | | | 138,353 |
Containers & Packaging - 0.44% | | | | |
AEP Industries, Inc. (I) | | 713 | | 24,884 |
Boise, Inc. (I)(L) | | 3,664 | | 17,404 |
Bway Holding Company (I) | | 949 | | 14,301 |
Graphic Packaging Holding Company (I) | | 14,164 | | 49,291 |
Myers Industries, Inc. | | 4,107 | | 38,072 |
Rock-Tenn Company, Class A | | 4,698 | | 196,564 |
Silgan Holdings, Inc. | | 3,215 | | 183,609 |
| | | |
|
| | | | 524,125 |
Metals & Mining - 0.98% | | | | |
A. M. Castle & Company | | 2,159 | | 24,872 |
Allied Nevada Gold Corp. (I)(L) | | 6,695 | | 92,123 |
AMCOL International Corp. (L) | | 2,915 | | 74,158 |
Brush Engineered Materials, Inc. (I) | | 2,566 | | 52,706 |
Century Aluminum Company (I) | | 7,112 | | 86,695 |
China Precision Steel, Inc. (I)(L) | | 4,507 | | 10,231 |
Coeur d’Alene Mines Corp. (I) | | 9,185 | | 134,560 |
General Moly, Inc. (I)(L) | | 8,265 | | 19,423 |
General Steel Holdings, Inc. (I)(L) | | 2,428 | | 9,931 |
Haynes International, Inc. | | 1,528 | | 44,373 |
Hecla Mining Company (I)(L) | | 29,065 | | 151,138 |
Horsehead Holding Corp. (I) | | 5,396 | | 54,877 |
Kaiser Aluminum Corp. | | 1,897 | | 63,341 |
Olympic Steel, Inc. | | 1,169 | | 32,335 |
Paramount Gold and Silver Corp. (I) | | 10,980 | | 18,117 |
RTI International Metals, Inc. (I) | | 3,743 | | 89,944 |
Stillwater Mining Company (I) | | 5,158 | | 58,543 |
U.S. Gold Corp. (I)(L) | | 9,964 | | 26,803 |
Universal Stainless & Alloy Products, Inc. (I) | | 1,045 | | 19,510 |
Worthington Industries, Inc. | | 7,461 | | 118,182 |
| | | |
|
| | | | 1,181,862 |
Paper & Forest Products - 0.71% | | | | |
Buckeye Technologies, Inc. (I) | | 4,858 | | 53,681 |
Clearwater Paper Corp. (I) | | 1,399 | | 67,516 |
Deltic Timber Corp. | | 1,326 | | 60,916 |
Domtar Corp. (I)(L) | | 5,098 | | 266,472 |
KapStone Paper and Packaging Corp. (I) | | 3,515 | | 32,197 |
Louisiana-Pacific Corp. (I)(L) | | 15,508 | | 118,016 |
Neenah Paper, Inc. | | 1,990 | | 28,198 |
P.H. Glatfelter Company | | 5,713 | | 77,126 |
Schweitzer-Mauduit International, Inc. | | 2,177 | | 99,924 |
| | |
The accompanying notes are an integral part of the financial statements. | 185 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Index Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Paper & Forest Products (continued) | | | | |
Wausau Paper Corp. (I) | | 5,438 | $ | 46,005 |
| | | |
|
| | | | 850,051 |
| | | |
|
| | | | 5,250,561 |
Telecommunication Services - 0.87% | | | | |
Diversified Telecommunication Services - 0.63% | | | | |
AboveNet, Inc. (I) | | 1,529 | | 93,452 |
Alaska Communications Systems | | | | |
Group, Inc. (L) | | 5,813 | | 42,202 |
Atlantic Tele-Network, Inc. | | 1,085 | | 47,610 |
Cbeyond, Inc. (I)(L) | | 2,895 | | 35,898 |
Cincinnati Bell, Inc. (I) | | 25,198 | | 74,586 |
Cogent Communications Group, Inc. (I) | | 5,614 | | 55,242 |
Consolidated Communications Holdings, Inc. | | 2,935 | | 49,425 |
General Communication, Inc., Class A (I) | | 5,483 | | 30,102 |
Global Crossing, Ltd. (I) | | 3,625 | | 51,656 |
Hickory Tech Corp. | | 2,128 | | 18,301 |
Iowa Telecommunications Services, Inc. | | 4,089 | | 66,037 |
Neutral Tandem, Inc. (I) | | 4,027 | | 64,915 |
PAETEC Holding Corp. (I) | | 15,248 | | 60,382 |
Premiere Global Services, Inc. (I) | | 7,607 | | 57,205 |
SureWest Communications (I) | | 1,879 | | 16,159 |
| | | |
|
| | | | 763,172 |
Wireless Telecommunication Services - 0.24% | | | | |
NTELOS Holdings Corp. | | 3,722 | | 63,572 |
Shenandoah Telecommunications Company | | 2,701 | | 48,699 |
Syniverse Holdings, Inc. (I) | | 8,348 | | 140,413 |
USA Mobility, Inc. (I) | | 3,045 | | 34,287 |
| | | |
|
| | | | 286,971 |
| | | |
|
| | | | 1,050,143 |
Utilities - 2.99% | | | | |
Electric Utilities - 1.13% | | | | |
Allete, Inc. | | 3,524 | | 110,830 |
Central Vermont Public Service Corp. | | 1,720 | | 33,815 |
Cleco Corp. | | 7,277 | | 183,671 |
El Paso Electric Company (I) | | 5,517 | | 111,002 |
Empire District Electric Company (L) | | 4,418 | | 79,126 |
IDACORP, Inc. | | 5,681 | | 187,643 |
MGE Energy, Inc. | | 2,765 | | 91,660 |
PNM Resources, Inc. | | 10,776 | | 131,683 |
Portland General Electric Company | | 9,075 | | 163,259 |
UIL Holding Corp. | | 3,623 | | 99,560 |
Unisource Energy Corp. | | 4,382 | | 127,691 |
Unitil Corp. (L) | | 1,634 | | 35,540 |
| | | |
|
| | | | 1,355,480 |
Gas Utilities - 1.17% | | | | |
Chesapeake Utilities Corp. | | 1,313 | | 39,337 |
New Jersey Resources Corp. | | 5,056 | | 184,140 |
Nicor, Inc. | | 5,444 | | 226,743 |
Northwest Natural Gas Company | | 3,171 | | 139,492 |
Piedmont Natural Gas, Inc. | | 8,878 | | 229,319 |
South Jersey Industries, Inc. | | 3,592 | | 143,213 |
Southwest Gas Corp. | | 5,476 | | 156,504 |
The Laclede Group, Inc. | | 2,780 | | 91,156 |
WGL Holdings, Inc. | | 6,018 | | 197,691 |
| | | |
|
| | | | 1,407,595 |
Independent Power Producers & Energy Traders - 0.01% | | |
US Geothermal, Inc. (I)(L) | | 9,065 | | 10,062 |
Multi-Utilities - 0.38% | | | | |
Avista Corp. | | 6,638 | | 135,150 |
Black Hills Corp. | | 4,752 | | 132,438 |
| | | | |
Small Cap Index Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Multi-Utilities (continued) | | | | |
CH Energy Group, Inc. | 1,938 | $ | 77,501 |
NorthWestern Corp. | 4,365 | | 109,343 |
| | | |
|
| | | | 454,432 |
Water Utilities - 0.30% | | | | |
American States Water Company | 2,312 | | 74,354 |
Cadiz, Inc. (I) | 1,776 | | 21,046 |
California Water Service Group | 2,405 | | 86,291 |
Connecticut Water Service, Inc. | 1,357 | | 30,546 |
Consolidated Water Company, Ltd. | 2,078 | | 25,248 |
Middlesex Water Company | 2,132 | | 35,285 |
SJW Corp. | 1,799 | | 40,370 |
Southwest Water Company | 3,732 | | 25,079 |
York Water Company | 1,996 | | 26,886 |
| | | |
|
| | | | 365,105 |
| | | |
|
| | | | 3,592,674 |
|
TOTAL COMMON STOCKS (Cost $86,530,783) | | | $ | 116,535,107 |
|
|
PREFERRED STOCKS - 0.03% | | | | |
Health Care - 0.03% | | | | |
Health Care Equipment & Supplies - 0.03% | | | | |
Inverness Medical Innovations, Inc., | | | | |
Series B 3.000% | | 137 | | 35,894 |
|
TOTAL PREFERRED STOCKS (Cost $32,504) | | | $ | 35,894 |
|
|
SHORT-TERM INVESTMENTS - 21.47% | | | | |
Short-Term Securities* - 2.49% | | | | |
Federal Home Loan Bank Discount Notes, | | | | |
0.060%, 03/01/2010 | $ | 2,280,000 | | 2,280,000 |
Federal National Mortgage Association | | | | |
Disocunt Notes, 0.420%, 12/01/2010 | 709,000 | | 706,725 |
| | | |
|
| | | | 2,986,725 |
Securities Lending Collateral - 18.98% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)(Y) | 2,278,817 | | 22,811,189 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $25,790,012) | | $ | 25,797,914 |
|
Total Investments (Small Cap Index Fund) | | | | |
(Cost $112,353,299) - 118.48% | | | $ | 142,368,915 |
Other assets and liabilities, net - (18.48%) | | | | (22,202,570) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 120,166,345 |
| | | |
|
| | | | |
Small Cap Opportunities Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 99.74% | | | | |
Consumer Discretionary - 18.13% | | | | |
Auto Components - 1.27% | | | | |
Dana Holding Corp. (I) | | 2,100 | $ | 23,877 |
Dorman Products, Inc. (I) | | 391 | | 7,058 |
Exide Technologies (I) | | 6,179 | | 35,529 |
Federal Mogul Corp. (I) | | 400 | | 7,732 |
Modine Manufacturing Company (I) | | 4,700 | | 44,180 |
Motorcar Parts of America, Inc. (I) | | 200 | | 1,060 |
Spartan Motors, Inc. | | 3,766 | | 21,127 |
Standard Motor Products, Inc. | | 3,100 | | 25,141 |
Superior Industries International, Inc. | | 4,550 | | 65,748 |
| | |
The accompanying notes are an integral part of the financial statements. | 186 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Auto Components (continued) | | | | |
Tenneco, Inc. (I) | | 4,784 | $ | 96,445 |
TRW Automotive Holdings Corp. (I) | | 37,951 | | 1,019,737 |
| | | |
|
| | | | 1,347,634 |
Distributors - 0.05% | | | | |
Core-Mark Holding Company, Inc. (I) | | 1,700 | | 54,468 |
Diversified Consumer Services - 0.35% | | | | |
Audiovox Corp., Class A (I) | | 900 | | 6,498 |
Collectors Universe, Inc. | | 740 | | 7,037 |
Jackson Hewitt Tax Service, Inc. (I)(L) | | 2,200 | | 5,368 |
Regis Corp. | | 7,767 | | 128,389 |
Service Corp. International | | 27,375 | | 220,643 |
| | | |
|
| | | | 367,935 |
Hotels, Restaurants & Leisure - 4.85% | | | | |
Bally Technologies, Inc. (I) | | 13,378 | | 553,983 |
Benihana, Inc. (I) | | 700 | | 3,486 |
BJ’s Restaurants, Inc. (I) | | 1,722 | | 36,851 |
Bluegreen Corp. (I) | | 4,779 | | 12,425 |
Bob Evans Farms, Inc. | | 1,000 | | 28,510 |
Boyd Gaming Corp. (I)(L) | | 5,573 | | 42,578 |
Brinker International, Inc. | | 31,290 | | 566,662 |
Canterbury Park Holding Corp. (I) | | 100 | | 821 |
DineEquity, Inc. (I)(L) | | 17,439 | | 511,660 |
Dover Downs Gaming & Entertainment, Inc. | | 226 | | 834 |
Gaming Partners International Corp. | | 300 | | 1,668 |
Gaylord Entertainment Company (I)(L) | | 6,900 | | 155,319 |
Great Wolf Resorts, Inc. (I) | | 4,300 | | 10,664 |
International Speedway Corp., Class A | | 1,400 | | 37,394 |
Isle of Capri Casinos, Inc. (I) | | 2,600 | | 19,448 |
Lakes Gaming, Inc. (I) | | 2,700 | | 5,940 |
Life Time Fitness, Inc. (I)(L) | | 6,300 | | 159,768 |
Luby’s Cafeterias, Inc. (I) | | 1,984 | | 6,805 |
Marcus Corp. | | 3,504 | | 42,784 |
McCormick & Schmick’s Seafood | | | | |
Restaurants, Inc. (I) | | 1,530 | | 12,164 |
Morton’s Restaurant Group, Inc. (I) | | 1,148 | | 4,879 |
MTR Gaming Group, Inc. (I) | | 3,600 | | 6,336 |
Multimedia Games, Inc. (I) | | 1,794 | | 8,199 |
O’Charley’s, Inc. (I) | | 3,000 | | 24,270 |
Papa John’s International, Inc. (I) | | 15,171 | | 370,324 |
Pinnacle Entertainment, Inc. (I) | | 4,129 | | 29,853 |
Red Robin Gourmet Burgers, Inc. (I) | | 2,300 | | 45,609 |
Rick’s Cabaret International, Inc. (I) | | 1,592 | | 24,596 |
Royal Caribbean Cruises, Ltd. (I)(L) | | 18,921 | | 534,897 |
Rubio’s Restaurants, Inc. (I) | | 1,314 | | 10,394 |
Ruby Tuesday, Inc. (I) | | 7,525 | | 60,877 |
Sonic Corp. (I) | | 38,524 | | 327,069 |
Speedway Motorsports, Inc. | | 7,077 | | 123,706 |
Steak N Shake Company (I)(L) | | 222 | | 75,942 |
Texas Roadhouse, Inc., Class A (I) | | 44,440 | | 596,829 |
Vail Resorts, Inc. (I)(L) | | 2,949 | | 106,193 |
Wendy’s/Arby’s Group, Inc., Class A | | 1,500 | | 7,320 |
Wyndham Worldwide Corp. | | 24,966 | | 573,968 |
| | | |
|
| | | | 5,141,025 |
Household Durables - 1.63% | | | | |
Acme United Corp. | | 300 | | 2,931 |
Bassett Furniture Industries, Inc. (I) | | 796 | | 3,264 |
Beazer Homes USA, Inc. (I)(L) | | 5,900 | | 24,544 |
Blyth, Inc. | | 347 | | 10,007 |
Brookfield Homes Corp. (I)(L) | | 2,800 | | 21,308 |
Cavco Industries, Inc. (I) | | 248 | | 8,685 |
Emerson Radio Corp. (I) | | 500 | | 1,145 |
Ethan Allen Interiors, Inc. (L) | | 36,094 | | 576,060 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Household Durables (continued) | | | | |
Furniture Brands International, Inc. (I) | | 7,500 | $ | 41,100 |
Harman International Industries, Inc. (I) | | 4,415 | | 190,463 |
Helen of Troy, Ltd. (I) | | 2,000 | | 48,340 |
Hooker Furniture Corp. | | 1,245 | | 16,272 |
Jarden Corp. | | 2,206 | | 70,724 |
Kid Brands, Inc. (I) | | 1,967 | | 9,540 |
La-Z-Boy, Inc. (I) | | 4,400 | | 55,484 |
Lennar Corp., Class A | | 12,600 | | 206,766 |
Lennar Corp., Class B | | 300 | | 3,915 |
Lifetime Brands, Inc. (I) | | 120 | | 968 |
M/I Homes, Inc. (I) | | 2,600 | | 33,410 |
Meritage Homes Corp. (I) | | 2,200 | | 47,058 |
Mohawk Industries, Inc. (I) | | 2,900 | | 149,582 |
Palm Harbor Homes, Inc. (I) | | 130 | | 255 |
Ryland Group, Inc. | | 5,000 | | 113,450 |
Standard Pacific Corp. (I) | | 17,400 | | 73,428 |
Stanley Furniture Company, Inc. (I) | | 1,600 | | 13,440 |
| | | |
|
| | | | 1,722,139 |
Internet & Catalog Retail - 0.03% | | | | |
1-800-Flowers.com, Inc., Class A (I) | | 2,014 | | 4,088 |
dELiA*s, Inc. (I) | | 3,000 | | 5,100 |
Gaiam, Inc., Class A (I) | | 2,500 | | 17,450 |
| | | |
|
| | | | 26,638 |
Leisure Equipment & Products - 0.21% | | | | |
Arctic Cat, Inc. (I) | | 1,237 | | 13,310 |
Brunswick Corp. | | 6,001 | | 69,252 |
Callaway Golf Company | | 6,175 | | 48,968 |
Jakks Pacific, Inc. (I) | | 1,400 | | 17,290 |
RC2 Corp. (I) | | 1,743 | | 24,594 |
Sport Supply Group, Inc. | | 1,526 | | 18,602 |
Steinway Musical Instruments, Inc. (I) | | 1,091 | | 19,147 |
The Nautilus Group, Inc. (I) | | 2,700 | | 9,180 |
| | | |
|
| | | | 220,343 |
Media - 2.49% | | | | |
AH Belo Corp. (I) | | 2,800 | | 20,944 |
Alloy, Inc. (I) | | 1,272 | | 10,112 |
Ascent Media Corp., Class A (I) | | 300 | | 7,800 |
Ballantyne of Omaha, Inc. (I) | | 1,700 | | 6,987 |
Cinemark Holdings, Inc. | | 9,951 | | 160,311 |
Dolan Media Company (I) | | 3,854 | | 40,159 |
EW Scripps Company (I) | | 6,700 | | 51,054 |
Fisher Communications, Inc. (I) | | 911 | | 12,945 |
Gannett Company, Inc. | | 32,127 | | 486,724 |
Gray Television, Inc. (I) | | 2,500 | | 4,150 |
Harte-Hanks, Inc. | | 4,357 | | 51,805 |
Interpublic Group of Companies, Inc. (I) | | 76,395 | | 572,963 |
Journal Communications, Inc. (I) | | 4,800 | | 17,952 |
Lee Enterprises, Inc. (I) | | 5,600 | | 21,448 |
Liberty Media Corp., Capital Series A (I) | | 9,389 | | 317,724 |
Live Nation Entertainment, Inc. (I) | | 10,724 | | 139,305 |
McClatchy Company, Class A (I)(L) | | 9,200 | | 44,344 |
Media General, Inc., Class A (I) | | 3,800 | | 31,084 |
New Frontier Media, Inc. (I) | | 1,891 | | 3,385 |
Outdoor Channel Holdings, Inc. (I) | | 671 | | 3,831 |
Radio One, Inc., Class D (I) | | 1,892 | | 5,657 |
RHI Entertainment, Inc. (I) | | 300 | | 93 |
Salem Communications Corp., Class A (I) | | 1,000 | | 5,060 |
World Wrestling Entertainment, | | | | |
Inc., Class A (L) | | 36,438 | | 621,268 |
| | | |
|
| | | | 2,637,105 |
Multiline Retail - 0.46% | | | | |
Dillard’s, Inc., Class A (L) | | 11,994 | | 202,339 |
| | |
The accompanying notes are an integral part of the financial statements. | 187 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Multiline Retail (continued) | | | | |
Fred’s, Inc., Class A | | 4,402 | $ | 45,561 |
Retail Ventures, Inc. (I) | | 6,784 | | 60,649 |
Saks, Inc. (I)(L) | | 22,686 | | 158,348 |
Tuesday Morning Corp. (I) | | 4,400 | | 25,124 |
| | | |
|
| | | | 492,021 |
Specialty Retail - 4.03% | | | | |
A.C. Moore Arts & Crafts, Inc. (I) | | 3,277 | | 9,536 |
Americas Car Mart, Inc. (I) | | 1,901 | | 50,262 |
AutoNation, Inc. (I)(L) | | 15,900 | | 282,225 |
Barnes & Noble, Inc. (L) | | 9,129 | | 183,219 |
Books-A-Million, Inc. | | 2,077 | | 13,064 |
Borders Group, Inc. (I)(L) | | 7,300 | | 10,366 |
Brown Shoe Company, Inc. | | 6,362 | | 87,986 |
Build A Bear Workshop, Inc. (I) | | 3,500 | | 21,175 |
Cabela’s, Inc. (I)(L) | | 4,958 | | 76,651 |
Cache, Inc. (I) | | 1,190 | | 5,248 |
Casual Male Retail Group, Inc. (I) | | 3,400 | | 10,472 |
Charming Shoppes, Inc. (I) | | 14,300 | | 85,085 |
Christopher & Banks Corp. | | 4,327 | | 30,029 |
Citi Trends, Inc. (I) | | 15,954 | | 474,472 |
Coldwater Creek, Inc. (I) | | 2,645 | | 13,728 |
Collective Brands, Inc. (I) | | 4,400 | | 99,440 |
Conn’s, Inc. (I)(L) | | 2,438 | | 10,971 |
Destination Maternity Corp. (I) | | 400 | | 9,048 |
Dress Barn, Inc. (I) | | 554 | | 13,772 |
DSW, Inc., Class A (I)(L) | | 1,200 | | 32,316 |
Foot Locker, Inc. | | 16,400 | | 212,708 |
Genesco, Inc. (I) | | 1,604 | | 38,384 |
Golfsmith International Holdings, Inc. (I) | | 700 | | 1,778 |
Group 1 Automotive, Inc. (I) | | 2,800 | | 77,756 |
J. Crew Group, Inc. (I)(L) | | 11,928 | | 501,930 |
Jo-Ann Stores, Inc. (I) | | 2,944 | | 111,430 |
Lithia Motors, Inc., Class A (I) | | 1,948 | | 12,428 |
MarineMax, Inc. (I) | | 3,638 | | 38,490 |
New York & Company, Inc. (I) | | 3,700 | | 13,727 |
Office Depot, Inc. (I) | | 5,100 | | 36,822 |
Pacific Sunwear of California, Inc. (I) | | 8,500 | | 38,080 |
Penske Auto Group, Inc. (I)(L) | | 49,757 | | 723,964 |
Pier 1 Imports, Inc. (I) | | 6,900 | | 42,159 |
Rent-A-Center, Inc. (I) | | 200 | | 4,448 |
Shoe Carnival, Inc. (I) | | 2,044 | | 37,262 |
Stage Stores, Inc. | | 4,800 | | 63,840 |
Stein Mart, Inc. (I) | | 3,100 | | 25,327 |
Systemax, Inc. | | 2,345 | | 38,224 |
The Finish Line, Inc. (L) | | 7,198 | | 87,024 |
The Men’s Wearhouse, Inc. | | 7,600 | | 162,336 |
The Pep Boys - Manny, Moe & Jack | | 7,100 | | 67,450 |
West Marine, Inc. (I) | | 3,785 | | 35,693 |
Williams-Sonoma, Inc. (L) | | 17,900 | | 384,134 |
| | | |
|
| | | | 4,274,459 |
Textiles, Apparel & Luxury Goods - 2.76% | | | | |
Carter’s, Inc. (I) | | 19,468 | | 557,953 |
Crocs, Inc. (I) | | 6,000 | | 42,300 |
Culp, Inc. (I) | | 200 | | 2,604 |
Delta Apparel, Inc. (I) | | 200 | | 2,774 |
G-III Apparel Group, Ltd. (I) | | 1,378 | | 28,897 |
Hanesbrands, Inc. (I) | | 23,268 | | 603,339 |
Heelys, Inc. (I) | | 1,265 | | 2,745 |
Iconix Brand Group, Inc. (I) | | 10,333 | | 134,639 |
Jones Apparel Group, Inc. | | 4,200 | | 70,812 |
K-Swiss, Inc., Class A (I) | | 2,017 | | 18,839 |
Kenneth Cole Productions, Inc., Class A (I) | | 1,100 | | 12,892 |
Lakeland Industries, Inc. (I) | | 700 | | 5,950 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Textiles, Apparel & Luxury Goods (continued) | | | | |
Lazare Kaplan International, Inc. (I) | | 200 | $ | 500 |
Liz Claiborne, Inc. (I)(L) | | 10,200 | | 70,482 |
Movado Group, Inc. (I)(L) | | 2,900 | | 37,120 |
Perry Ellis International, Inc. (I) | | 2,600 | | 50,882 |
Phillips-Van Heusen Corp. | | 22,777 | | 991,255 |
Quiksilver, Inc. (I) | | 13,500 | | 34,695 |
RG Barry Corp. | | 1,361 | | 13,188 |
Rocky Brands, Inc. (I) | | 395 | | 3,377 |
Skechers U.S.A., Inc., Class A (I) | | 2,209 | | 67,883 |
Tandy Brands Accessories, Inc. (I) | | 100 | | 354 |
Timberland Company, Class A (I) | | 2,796 | | 51,698 |
Unifi, Inc. (I) | | 7,300 | | 27,521 |
Unifirst Corp. | | 1,724 | | 90,613 |
| | | |
|
| | | | 2,923,312 |
| | | |
|
| | | | 19,207,079 |
Consumer Staples - 3.14% | | | | |
Beverages - 0.28% | | | | |
Central European Distribution Corp. (I) | | 5,941 | | 198,132 |
Constellation Brands, Inc., Class A (I) | | 5,300 | | 79,712 |
Craft Brewers Alliance, Inc. (I) | | 500 | | 1,110 |
MGP Ingredients, Inc. (I) | | 2,026 | | 14,405 |
| | | |
|
| | | | 293,359 |
Food & Staples Retailing - 0.50% | | | | |
Andersons, Inc. | | 2,861 | | 92,410 |
Ingles Markets, Inc. | | 1,570 | | 22,121 |
Nash Finch Company | | 200 | | 7,054 |
Pantry, Inc. (I) | | 22,500 | | 294,750 |
Spartan Stores, Inc. | | 600 | | 8,412 |
Susser Holdings Corp. (I) | | 215 | | 1,802 |
Weis Markets, Inc. | | 1,721 | | 60,063 |
Winn-Dixie Stores, Inc. (I) | | 3,751 | | 41,036 |
| | | |
|
| | | | 527,648 |
Food Products - 1.95% | | | | |
B&G Foods, Inc. | | 5,392 | | 50,200 |
Chiquita Brands International, Inc. (I)(L) | | 5,723 | | 83,327 |
Del Monte Foods Company | | 12,377 | | 145,058 |
Farmer Brothers Company | | 100 | | 1,801 |
Flowers Foods, Inc. (L) | | 20,914 | | 533,098 |
Fresh Del Monte Produce, Inc. (I) | | 1,000 | | 19,410 |
Hain Celestial Group, Inc. (I)(L) | | 6,739 | | 106,948 |
HQ Sustainable Maritime Industries, Inc. (I) | | 2,144 | | 15,780 |
Omega Protein Corp. (I) | | 2,300 | | 9,821 |
Smithfield Foods, Inc. (I) | | 19,535 | | 336,197 |
Tasty Baking Company | | 900 | | 6,012 |
TreeHouse Foods, Inc. (I)(L) | | 17,699 | | 761,588 |
| | | |
|
| | | | 2,069,240 |
Household Products - 0.01% | | | | |
Central Garden & Pet Company (I) | | 1,400 | | 14,742 |
Personal Products - 0.16% | | | | |
CCA Industries, Inc. | | 100 | | 542 |
Elizabeth Arden, Inc. (I) | | 4,000 | | 72,080 |
Mannatech, Inc. | | 838 | | 2,958 |
Nutraceutical International Corp. (I) | | 1,856 | | 23,850 |
Parlux Fragrances, Inc. (I) | | 1,900 | | 3,439 |
Physicians Formula Holdings, Inc. (I) | | 100 | | 208 |
Prestige Brands Holdings, Inc. (I) | | 8,597 | | 69,034 |
| | | |
|
| | | | 172,111 |
Tobacco - 0.24% | | | | |
Alliance One International, Inc. (I)(L) | | 11,136 | | 57,128 |
| | |
The accompanying notes are an integral part of the financial statements. | 188 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Tobacco (continued) | | | | |
Universal Corp. | | 3,700 | $ | 196,285 |
| | | |
|
| | | | 253,413 |
| | | |
|
| | | | 3,330,513 |
Energy - 8.04% | | | | |
Energy Equipment & Services - 3.82% | | | | |
Allis-Chalmers Energy, Inc. (I) | | 11,700 | | 44,226 |
Basic Energy Services, Inc. (I) | | 3,500 | | 33,075 |
Bolt Technology Corp. (I) | | 959 | | 10,127 |
Bristow Group, Inc. (I) | | 2,132 | | 77,200 |
Bronco Drilling Company, Inc. (I) | | 4,401 | | 21,301 |
Cal Dive International, Inc. (I) | | 5,136 | | 36,209 |
Complete Production Services, Inc. (I) | | 48,642 | | 679,042 |
Dawson Geophysical Company (I) | | 1,300 | | 37,141 |
Dresser-Rand Group, Inc. (I) | | 17,235 | | 532,734 |
Exterran Holdings, Inc. (I) | | 6,219 | | 141,482 |
Geokinetics, Inc. (I) | | 1,068 | | 9,046 |
Global Industries, Ltd. (I) | | 19,600 | | 132,300 |
Gulf Islands Fabrication, Inc. | | 2,264 | | 45,167 |
Gulfmark Offshore, Inc., Class A (I) | | 3,620 | | 89,052 |
Helix Energy Solutions Group, Inc (I) | | 2,300 | | 26,473 |
Hercules Offshore, Inc. (I) | | 4,600 | | 16,836 |
Hornbeck Offshore Services, Inc. (I) | | 600 | | 11,328 |
Key Energy Services, Inc. (I) | | 18,999 | | 192,650 |
Mitcham Industries, Inc. (I) | | 1,100 | | 8,591 |
Natural Gas Services Group, Inc. (I) | | 996 | | 15,259 |
Newpark Resources, Inc. (I) | | 14,056 | | 72,670 |
Oceaneering International, Inc. (I) | | 9,609 | | 580,864 |
Oil States International, Inc. (I) | | 8,316 | | 357,754 |
Parker Drilling Company (I) | | 4,330 | | 22,213 |
Patterson-UTI Energy, Inc. | | 7,900 | | 121,976 |
PHI, Inc. (I) | | 2,100 | | 40,992 |
Pioneer Drilling Company (I) | | 8,900 | | 63,546 |
Rowan Companies, Inc. (I) | | 8,000 | | 208,160 |
SEACOR Holdings, Inc. (I) | | 3,000 | | 229,140 |
Superior Well Services, Inc. (I)(L) | | 2,400 | | 42,936 |
T-3 Energy Services, Inc. (I) | | 1,194 | | 28,346 |
TetraTechnologies, Inc. (I) | | 7,049 | | 71,054 |
TGC Industries, Inc. (I) | | 1,861 | | 7,667 |
Trico Marine Services, Inc. (I)(L) | | 3,000 | | 7,770 |
Union Drilling, Inc. (I) | | 3,895 | | 26,019 |
Willbros Group, Inc. (I) | | 400 | | 6,040 |
| | | |
|
| | | | 4,046,386 |
Oil, Gas & Consumable Fuels - 4.22% | | | | |
Alon USA Energy, Inc. (L) | | 4,863 | | 34,041 |
Approach Resources, Inc. (I) | | 2,400 | | 19,944 |
Arena Resources, Inc. (I) | | 12,640 | | 523,675 |
Atlas Energy, Inc. (I) | | 4,264 | | 139,177 |
ATP Oil & Gas Corp. (I)(L) | | 6,100 | | 110,166 |
Berry Petroleum Company, Class A | | 800 | | 21,440 |
Bill Barrett Corp. (I)(L) | | 2,756 | | 93,456 |
Cabot Corp. | | 7,889 | | 229,254 |
Cimarex Energy Company | | 7,128 | | 425,969 |
Clayton Williams Energy, Inc. (I) | | 900 | | 33,561 |
Comstock Resources, Inc. (I) | | 11,509 | | 397,291 |
Crosstex Energy, Inc. (I) | | 7,600 | | 58,748 |
CVR Energy, Inc. (I) | | 11,326 | | 93,100 |
Delek US Holdings, Inc. | | 4,700 | | 34,169 |
Encore Acquisition Company (I) | | 900 | | 44,577 |
Energy Partners, Ltd. (I) | | 200 | | 2,014 |
Forest Oil Corp. (I) | | 25,215 | | 683,327 |
Frontier Oil Corp. | | 700 | | 8,673 |
General Maritime Corp. | | 700 | | 5,061 |
Georesources, Inc. (I) | | 2,059 | | 27,591 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Oil, Gas & Consumable Fuels (continued) | | | | |
Green Plains Renewable Energy, Inc. (I) | | 500 | $ | 8,480 |
Gulfport Energy Corp. (I) | | 1,196 | | 10,884 |
Harvest Natural Resources, Inc. (I) | | 5,600 | | 29,904 |
HKN, Inc. (I) | | 200 | | 650 |
International Coal Group, Inc. (I)(L) | | 11,600 | | 50,576 |
Mariner Energy, Inc. (I) | | 500 | | 7,510 |
Overseas Shipholding Group, Inc. (L) | | 4,418 | | 196,557 |
Patriot Coal Corp. (I)(L) | | 3,300 | | 54,978 |
Penn Virginia Corp. | | 24,114 | | 610,084 |
Petroleum Development Corp. (I) | | 2,700 | | 63,477 |
Petroquest Energy, Inc. (I) | | 7,291 | | 39,080 |
Rex Energy Corp. (I) | | 3,464 | | 47,942 |
Rosetta Resources, Inc. (I) | | 100 | | 1,873 |
Swift Energy Company (I) | | 1,100 | | 32,769 |
Tesoro Corp. (L) | | 21,000 | | 250,320 |
USEC, Inc. (I)(L) | | 7,228 | | 31,514 |
Western Refining, Inc. (I)(L) | | 12,756 | | 55,361 |
| | | |
|
| | | | 4,477,193 |
| | | |
|
| | | | 8,523,579 |
Financials - 18.69% | | | | |
Commercial Banks - 6.83% | | | | |
1st Source Corp. | | 1,264 | | 18,872 |
Ameris Bancorp (L) | | 1,968 | | 18,696 |
Associated Banc Corp. (L) | | 7,990 | | 103,151 |
BancFirst Corp. | | 13,721 | | 547,468 |
Bancorp, Inc. (I) | | 3,038 | | 21,357 |
BancTrust Financial Group, Inc. (L) | | 2,912 | | 13,191 |
Bank of Florida Corp. (I)(L) | | 2,087 | | 2,421 |
Bank of the Ozarks, Inc. | | 1,241 | | 38,124 |
Banner Corp. (L) | | 2,606 | | 7,062 |
Boston Private Financial Holdings, Inc. | | 8,534 | | 58,458 |
Cadence Financial Corp. (I) | | 768 | | 1,160 |
Capital City Bank Group, Inc. | | 900 | | 11,592 |
CapitalSource, Inc. | | 5,200 | | 28,600 |
Capitol Bancorp, Ltd. (I)(L) | | 1,108 | | 2,460 |
Cardinal Financial Corp. | | 4,674 | | 45,385 |
Cascade Financial Corp. | | 800 | | 1,568 |
Cathay General Bancorp | | 5,610 | | 54,585 |
Center Financial Corp. (I) | | 2,517 | | 12,207 |
Centerstate Banks, Inc. | | 200 | | 2,148 |
Central Jersey Bancorp (I) | | 710 | | 2,201 |
Central Pacific Financial Corp. (I)(L) | | 1,855 | | 2,412 |
City National Corp. | | 400 | | 19,968 |
CoBiz Financial, Inc. (L) | | 3,084 | | 18,226 |
Columbia Banking System, Inc. | | 15,876 | | 324,823 |
Commerce Bancshares, Inc. | | 13,387 | | 542,307 |
Community Trust Bancorp, Inc. | | 14,731 | | 375,788 |
Crescent Financial Corp. (I) | | 510 | | 1,612 |
East West Bancorp, Inc. | | 12,742 | | 223,240 |
Encore Bancshares, Inc. (I) | | 700 | | 5,670 |
Enterprise Financial Services Corp. | | 1,783 | | 15,280 |
Fidelity Southern Corp. (I) | | 741 | | 4,261 |
Financial Institutions, Inc. | | 600 | | 7,944 |
First Bancorp (L) | | 1,915 | | 27,040 |
First BanCorp/Puerto Rico (L) | | 8,900 | | 18,868 |
First Busey Corp. | | 4,715 | | 17,728 |
First Community Bancshares, Inc. | | 300 | | 3,450 |
First Financial Bankshares, Inc. (L) | | 7,494 | | 392,311 |
First Horizon National Corp. (I) | | 18,375 | | 235,200 |
First Merchants Corp. | | 900 | | 5,211 |
First Midwest Bancorp, Inc. (L) | | 40,081 | | 544,701 |
First Security Group, Inc. | | 1,566 | | 3,852 |
First South Bancorp, Inc. (L) | | 500 | | 5,360 |
| | |
The accompanying notes are an integral part of the financial statements. | 189 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Commercial Banks (continued) | | | | |
FirstMerit Corp. | | 26,187 | $ | 553,593 |
FNB Corp. (L) | | 10,120 | | 76,912 |
FNB United Corp. (L) | | 1,184 | | 1,468 |
Fulton Financial Corp. | | 14,960 | | 143,915 |
Great Southern Bancorp, Inc. | | 62 | | 1,417 |
Greene County Bancshares, Inc. (I)(L) | | 1,600 | | 9,616 |
Hampden Bancorp, Inc. | | 942 | | 9,750 |
Hampton Roads Bankshares, Inc. (L) | | 1,451 | | 2,612 |
Heartland Financial USA, Inc. (L) | | 1,085 | | 15,754 |
Heritage Commerce Corp. (I) | | 1,454 | | 5,089 |
Huntington Bancshares, Inc. | | 11,300 | | 54,353 |
IBERIABANK Corp. | | 1,900 | | 108,509 |
Independent Bank Corp. | | 2,698 | | 66,317 |
International Bancshares Corp. | | 9,400 | | 199,280 |
Intervest Bancshares Corp. (I) | | 337 | | 1,297 |
Investors Bancorp, Inc. (I) | | 452 | | 5,817 |
Lakeland Bancorp, Inc. | | 2,316 | | 17,648 |
Lakeland Financial Corp. | | 1,400 | | 24,654 |
Macatawa Bank Corp. (I) | | 400 | | 600 |
MainSource Financial Group, Inc. | | 3,164 | | 20,218 |
MB Financial, Inc. | | 6,353 | | 129,284 |
MBT Financial Corp. | | 1,037 | | 1,566 |
Mercantile Bank Corp. | | 431 | | 1,642 |
Nara Bancorp, Inc. (I) | | 3,478 | | 30,711 |
National Penn Bancshares, Inc. | | 11,500 | | 79,235 |
NewBridge Bancorp (I) | | 300 | | 726 |
North Valley Bancorp (I) | | 215 | | 419 |
Old Second Bancorp, Inc. (L) | | 1,654 | | 11,231 |
Oriental Financial Group, Inc. | | 3,385 | | 37,370 |
Pacific Capital Bancorp (I)(L) | | 5,073 | | 6,240 |
Pacific Mercantile Bancorp (I) | | 1,399 | | 4,295 |
Peoples Bancorp, Inc. | | 719 | | 10,339 |
Pinnacle Financial Partners, Inc. (I) | | 4,546 | | 68,690 |
Preferred Bank/Los Angeles CA (I) | | 866 | | 1,169 |
PrivateBancorp, Inc. | | 100 | | 1,300 |
Renasant Corp. | | 1,389 | | 21,196 |
S & T Bancorp, Inc. | | 900 | | 15,957 |
Sandy Spring Bancorp, Inc. | | 2,520 | | 35,633 |
SCBT Financial Corp. | | 200 | | 7,272 |
Seacoast Banking Corp. of Florida (I) | | 3,000 | | 4,650 |
Sierra Bancorp | | 700 | | 7,245 |
Southern Community Financial Corp. (I) | | 1,600 | | 3,424 |
Southwest Bancorp, Inc. | | 989 | | 7,734 |
State Bancorp, Inc. | | 599 | | 4,343 |
StellarOne Corp. | | 3,756 | | 44,433 |
Sterling Bancshares, Inc. | | 5,724 | | 27,017 |
Sun Bancorp, Inc. (I) | | 739 | | 2,579 |
Superior Bancorp (I) | | 117 | | 339 |
Susquehanna Bancshares, Inc. (L) | | 13,048 | | 108,951 |
SVB Financial Group (I) | | 4,800 | | 213,888 |
Synovus Financial Corp. | | 51,541 | | 146,892 |
Taylor Capital Group, Inc. (I)(L) | | 1,268 | | 13,935 |
Texas Capital Bancshares, Inc. (I) | | 4,887 | | 82,346 |
TIB Financial Corp. (I)(L) | | 2,507 | | 2,582 |
Umpqua Holdings Corp. (L) | | 11,278 | | 140,749 |
United Community Banks, Inc. (I) | | 4,413 | | 18,314 |
Virginia Commerce Bancorp, Inc. (I) | | 2,645 | | 15,791 |
Washington Banking Company | | 1,315 | | 15,741 |
Washington Trust Bancorp, Inc. | | 700 | | 11,921 |
Webster Financial Corp. | | 9,459 | | 151,344 |
WesBanco, Inc. | | 1,021 | | 15,468 |
West Coast Bancorp | | 1,449 | | 3,811 |
Western Alliance Bancorp (I) | | 8,632 | | 49,720 |
Whitney Holding Corp. | | 8,000 | | 102,800 |
Wilmington Trust Corp. | | 300 | | 4,326 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Commercial Banks (continued) | | | | |
Wilshire Bancorp, Inc. | | 4,239 | $ | 39,847 |
Wintrust Financial Corp. | | 3,269 | | 111,277 |
Yadkin Valley Financial Corp. | | 1,614 | | 6,149 |
Zions Bancorp (L) | | 16,900 | | 313,326 |
| | | |
|
| | | | 7,239,994 |
Consumer Finance - 0.70% | | | | |
AmeriCredit Corp. (I)(L) | | 15,277 | | 339,913 |
Cash America International, Inc. | | 4,200 | | 160,986 |
CompuCredit Holdings Corp. (L) | | 6,746 | | 23,341 |
First Marblehead Corp. (I) | | 9,400 | | 22,184 |
Nelnet, Inc., Class A | | 5,814 | | 91,396 |
Student Loan Corp. | | 1,358 | | 49,078 |
United Panam Financial Corp. (I) | | 100 | | 307 |
World Acceptance Corp. (I) | | 1,317 | | 55,037 |
| | | |
|
| | | | 742,242 |
Diversified Financial Services - 2.49% | | | | |
Affiliated Managers Group, Inc. (I)(L) | | 6,010 | | 427,491 |
American Capital, Ltd. (I) | | 3,000 | | 12,900 |
Asset Acceptance Capital Corp. (I) | | 2,909 | | 16,494 |
Asta Funding, Inc. | | 1,722 | | 11,606 |
Capital Southwest Corp. | | 497 | | 43,368 |
Cowen Group, Inc., Class A (I) | | 727 | | 3,955 |
Encore Capital Group, Inc. (I) | | 3,459 | | 62,400 |
FirstCity Financial Corp (I) | | 400 | | 2,320 |
GAMCO Investors, Inc., Class A | | 8,045 | | 350,038 |
GFI Group, Inc. | | 7,507 | | 41,364 |
Harris & Harris Group, Inc. (I) | | 1,695 | | 7,695 |
International Assets Holding Corp. (I) | | 531 | | 8,289 |
Investment Technology Group, Inc. (I) | | 5,191 | | 88,351 |
JMP Group, Inc. | | 3,000 | | 23,160 |
KBW, Inc. (I)(L) | | 21,804 | | 518,063 |
Marlin Business Services Corp. (I) | | 400 | | 3,572 |
MCG Capital Corp. (I) | | 13,115 | | 67,149 |
Medallion Financial Corp. | | 1,250 | | 10,113 |
MF Global Holdings, Ltd. (I)(L) | | 17,100 | | 118,332 |
MicroFinancial, Inc. | | 400 | | 1,344 |
NewStar Financial, Inc. (I) | | 5,979 | | 37,429 |
Penson Worldwide, Inc. (I)(L) | | 4,093 | | 38,515 |
PHH Corp. (I) | | 8,361 | | 154,762 |
Resource America, Inc. | | 1,800 | | 7,650 |
Safeguard Scientifics, Inc. (I) | | 2,900 | | 34,046 |
SEI Investments Company | | 27,132 | | 478,066 |
SWS Group, Inc. | | 4,200 | | 50,610 |
Thomas Weisel Partners Group, Inc. (I) | | 3,724 | | 15,008 |
| | | |
|
| | | | 2,634,090 |
Insurance - 5.46% | | | | |
21st Century Holding Company | | 1,233 | | 5,166 |
Affirmative Insurance Holdings, Inc. (I) | | 1,153 | | 5,615 |
Alleghany Corp. (I) | | 100 | | 27,725 |
American Equity Investment Life | | | | |
Holding Company | | 10,000 | | 88,000 |
American Financial Group, Inc. | | 5,300 | | 137,111 |
American National Insurance Company | | 108 | | 11,722 |
American Safety Insurance Holdings, Ltd. (I) | | 1,400 | | 19,880 |
AMERISAFE, Inc. (I) | | 1,900 | | 32,699 |
Argo Group International Holdings, Ltd. | | 4,962 | | 138,092 |
Arthur J. Gallagher & Company | | 19,144 | | 454,287 |
Aspen Insurance Holdings, Ltd. | | 3,100 | | 87,606 |
Assurant, Inc. | | 3,600 | | 109,872 |
Assured Guaranty, Ltd. | | 8,500 | | 179,350 |
CNA Surety Corp. (I) | | 1,879 | | 30,289 |
Conseco, Inc. (I) | | 18,800 | | 93,624 |
Delphi Financial Group, Inc. | | 6,700 | | 142,911 |
| | |
The accompanying notes are an integral part of the financial statements. | 190 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Insurance (continued) | | | | |
Donegal Group, Inc. | | 646 | $ | 9,503 |
Eastern Insurance Holdings, Inc. | | 1,600 | | 15,648 |
eHealth, Inc. (I) | | 23,951 | | 399,982 |
Endurance Specialty Holdings, Ltd. | | 3,100 | | 119,226 |
FBL Financial Group, Inc., Class A | | 500 | | 10,160 |
First Acceptance Corp. (I) | | 4,470 | | 9,476 |
First American Corp. | | 2,000 | | 64,460 |
First Mercury Financial Corp. | | 2,500 | | 35,575 |
Flagstone Reinsurance Holdings, Ltd. | | 9,676 | | 110,693 |
FPIC Insurance Group, Inc. (I) | | 12,886 | | 475,107 |
Genworth Financial, Inc., Class A (I) | | 1,693 | | 26,986 |
Hallmark Financial Services, Inc. (I) | | 3,594 | | 28,572 |
Hanover Insurance Group, Inc. | | 9,655 | | 406,958 |
HCC Insurance Holdings, Inc. | | 2,700 | | 75,330 |
Hilltop Holdings, Inc. (I) | | 7,579 | | 90,645 |
Independence Holding Company | | 1,560 | | 13,603 |
Max Capital Group, Ltd. | | 1,100 | | 26,554 |
MBIA, Inc. (I)(L) | | 32,626 | | 157,257 |
Meadowbrook Insurance Group, Inc. | | 6,998 | | 49,546 |
Mercer Insurance Group, Inc. | | 100 | | 1,797 |
National Financial Partners Corp. (I) | | 6,530 | | 75,030 |
Old Republic International Corp. | | 24,854 | | 280,602 |
OneBeacon Insurance Group, Ltd. | | 3,729 | | 56,569 |
Phoenix Companies, Inc. (I)(L) | | 19,500 | | 46,215 |
Protective Life Corp. | | 10,742 | | 197,223 |
Reinsurance Group of America, Inc. | | 2,049 | | 97,389 |
Safety Insurance Group, Inc. | | 1,203 | | 44,679 |
SeaBright Insurance Holdings, Inc. | | 2,899 | | 30,468 |
StanCorp Financial Group, Inc. | | 500 | | 21,490 |
Stewart Information Services Corp. | | 1,100 | | 15,466 |
Tower Group, Inc. | | 6,396 | | 145,637 |
Transatlantic Holdings, Inc. | | 6,044 | | 300,387 |
United America Indemnity, Ltd. (I) | | 2,807 | | 22,709 |
Unitrin, Inc. | | 7,470 | | 180,475 |
Universal Insurance Holdings, Inc. | | 1,687 | | 10,206 |
Validus Holdings, Ltd. | | 3,648 | | 102,108 |
White Mountains Insurance Group, Ltd. | | 770 | | 266,913 |
Zenith National Insurance Corp. | | 5,148 | | 196,087 |
| | | |
|
| | | | 5,780,680 |
Real Estate Investment Trusts - 2.19% | | | | |
Alexandria Real Estate Equities, Inc. (L) | | 7,038 | | 433,682 |
Digital Realty Trust, Inc. (L) | | 10,500 | | 541,590 |
LaSalle Hotel Properties (L) | | 29,120 | | 565,219 |
Senior Housing Properties Trust | | 20,231 | | 420,602 |
Universal Health Realty Income Trust | | 10,720 | | 362,658 |
| | | |
|
| | | | 2,323,751 |
Real Estate Management & Development - 0.29% | | | | |
Avatar Holdings, Inc. (I) | | 1,250 | | 20,150 |
Forest City Enterprises, Inc., Class A (I)(L) | | 6,938 | | 83,256 |
Jones Lang LaSalle, Inc. | | 2,949 | | 187,822 |
Market Leader, Inc. (I) | | 500 | | 950 |
Thomas Properties Group, Inc. | | 2,600 | | 7,098 |
ZipRealty, Inc. (I) | | 1,500 | | 7,500 |
| | | |
|
| | | | 306,776 |
Thrifts & Mortgage Finance - 0.73% | | | | |
Abington Bancorp, Inc. | | 1,501 | | 11,543 |
Astoria Financial Corp. | | 900 | | 11,943 |
Atlantic Coast Federal Corp. | | 901 | | 1,451 |
B of I Holding, Inc. (I) | | 200 | | 2,606 |
Bank Mutual Corp. | | 2,812 | | 18,250 |
BankAtlantic Bancorp, Inc. (I)(L) | | 8,439 | | 10,633 |
BankFinancial Corp. | | 2,921 | | 28,042 |
Berkshire Hill Bancorp, Inc. | | 2,325 | | 41,571 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Thrifts & Mortgage Finance (continued) | | | | |
Doral Financial Corp. (I)(L) | | 4,400 | $ | 13,772 |
ESSA Bancorp, Inc. | | 162 | | 1,895 |
Federal Agricultural Mortgage | | | | |
Corp., Class C (L) | | 1,387 | | 12,122 |
First Defiance Financial Corp. | | 560 | | 5,510 |
First Financial Holdings, Inc. | | 2,500 | | 29,900 |
First Financial Northwest, Inc. | | 2,624 | | 17,161 |
Flushing Financial Corp. | | 4,633 | | 58,793 |
Home Federal Bancorp, Inc. | | 2,577 | | 34,351 |
K-Fed Bancorp | | 79 | | 658 |
Legacy Bancorp, Inc. | | 689 | | 6,766 |
Louisiana Bancorp, Inc. (I) | | 100 | | 1,460 |
Meridian Interstate Bancorp, Inc. (I) | | 309 | | 3,090 |
MGIC Investment Corp. (I)(L) | | 1,500 | | 11,490 |
New England Bancshares, Inc. | | 100 | | 555 |
NewAlliance Bancshares, Inc. | | 2,600 | | 31,148 |
OceanFirst Financial Corp. | | 300 | | 3,066 |
Ocwen Financial Corp. (I) | | 6,390 | | 69,076 |
People’s United Financial, Inc. | | 2,162 | | 34,095 |
PMI Group, Inc. (I)(L) | | 14,100 | | 39,480 |
Provident Financial Holdings, Inc. | | 505 | | 1,646 |
Provident New York Bancorp | | 2,300 | | 20,056 |
Radian Group, Inc. | | 3,700 | | 36,334 |
Rome Bancorp, Inc. | | 600 | | 5,166 |
TierOne Corp. (I) | | 1,301 | | 846 |
Tree.com, Inc. (I) | | 1,200 | | 10,188 |
United Financial Bancorp, Inc. | | 677 | | 8,862 |
United Western Bancorp, Inc. | | 928 | | 2,255 |
Washington Federal, Inc. | | 8,700 | | 169,563 |
Waterstone Financial, Inc. (I) | | 718 | | 1,738 |
Westfield Financial, Inc. | | 2,215 | | 18,362 |
| | | |
|
| | | | 775,443 |
| | | |
|
| | | | 19,802,976 |
Health Care - 9.98% | | | | |
Biotechnology - 0.27% | | | | |
ARCA Biopharma, Inc. (I) | | 100 | | 295 |
Celera Corp. (I) | | 4,364 | | 26,140 |
Intermune, Inc. (I) | | 14,346 | | 197,114 |
Martek Biosciences Corp. (I)(L) | | 1,700 | | 33,711 |
Maxygen, Inc. (I) | | 6,300 | | 33,768 |
| | | |
|
| | | | 291,028 |
Health Care Equipment & Supplies - 3.07% | | | | |
AngioDynamics, Inc. (I) | | 1,724 | | 28,032 |
Anika Therapeutics, Inc. (I) | | 800 | | 5,032 |
Cardiac Science Corp. (I) | | 635 | | 1,340 |
Cooper Companies, Inc. (L) | | 24,331 | | 974,700 |
Cutera, Inc. (I) | | 1,920 | | 18,048 |
Cynosure, Inc. (I) | | 1,100 | | 10,879 |
Digirad Corp. (I) | | 1,987 | | 3,676 |
EV3, Inc. (I) | | 40,739 | | 592,752 |
Haemonetics Corp. (I) | | 8,296 | | 443,753 |
Health Tronics, Inc. (I) | | 6,500 | | 19,630 |
Hologic, Inc. (I) | | 4,200 | | 72,450 |
Home Diagnostics, Inc. (I) | | 1,312 | | 15,114 |
Invacare Corp. (L) | | 23,035 | | 628,395 |
Inverness Medical Innovations, Inc. (I) | | 7,254 | | 283,051 |
LeMaitre Vascular, Inc. (I) | | 300 | | 1,470 |
Osteotech, Inc. (I) | | 1,200 | | 4,668 |
Palomar Medical Technologies, Inc. (I) | | 800 | | 7,224 |
RTI Biologics, Inc. (I) | | 6,703 | | 25,136 |
Solta Medical, Inc. (I) | | 1,027 | | 2,033 |
SonoSite, Inc. (I)(L) | | 1,092 | | 32,345 |
Spectranetics Corp. (I) | | 787 | | 5,226 |
| | |
The accompanying notes are an integral part of the financial statements. | 191 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Health Care Equipment & Supplies (continued) | | | | |
Symmetry Medical, Inc. (I) | | 5,826 | $ | 50,104 |
TomoTherapy, Inc. (I) | | 5,800 | | 19,198 |
Young Innovations, Inc. | | 200 | | 5,360 |
| | | |
|
| | | | 3,249,616 |
Health Care Providers & Services - 3.56% | | | | |
Air Methods Corp. (I) | | 1,657 | | 44,093 |
Allied Healthcare International, Inc. (I) | | 7,732 | | 21,418 |
American Dental Partners, Inc. (I) | | 2,602 | | 33,826 |
AMN Healthcare Services, Inc. (I) | | 2,215 | | 20,422 |
AmSurg Corp. (I) | | 800 | | 16,528 |
Animal Health International, Inc. (I) | | 200 | | 402 |
Assisted Living Concepts, Inc. (I) | | 1,680 | | 46,486 |
Brookdale Senior Living, Inc. (I) | | 7,591 | | 136,486 |
Capital Senior Living Corp. (I) | | 4,725 | | 21,830 |
Community Health Systems, Inc. (I) | | 3,100 | | 106,237 |
Coventry Health Care, Inc. (I) | | 3,667 | | 85,001 |
Cross Country Healthcare, Inc. (I) | | 1,200 | | 11,796 |
Dynacq Healthcare, Inc. (I) | | 941 | | 2,804 |
Emdeon, Inc., Class A (I) | | 30,833 | | 480,995 |
Five Star Quality Care, Inc. (I) | | 4,700 | | 14,335 |
Gentiva Health Services, Inc. (I) | | 23,114 | | 640,489 |
Health Net, Inc. (I) | | 13,712 | | 316,610 |
Healthspring, Inc. (I) | | 4,500 | | 82,845 |
Healthways, Inc. (I) | | 5,068 | | 76,121 |
Integramed America, Inc. (I) | | 400 | | 3,100 |
inVentiv Health, Inc. (I) | | 5,073 | | 74,472 |
LCA-Vision, Inc. (I) | | 1,330 | | 10,574 |
LifePoint Hospitals, Inc. (I) | | 2,042 | | 62,281 |
MedCath Corp. (I) | | 2,300 | | 15,571 |
Molina Healthcare, Inc. (I) | | 1,816 | | 38,826 |
Nighthawk Radiology Holdings, Inc. (I) | | 1,780 | | 5,287 |
NovaMed, Inc. (I)(L) | | 2,937 | | 11,131 |
Owens & Minor, Inc. | | 10,381 | | 463,512 |
Prospect Medical Holdings, Inc. (I) | | 1,000 | | 6,370 |
Psychiatric Solutions, Inc. (I)(L) | | 2,300 | | 49,335 |
Res-Care, Inc. (I) | | 606 | | 5,527 |
Skilled Healthcare Group, Inc. (I) | | 2,200 | | 14,234 |
Sun Healthcare Group, Inc. (I) | | 1,500 | | 13,335 |
Triple-S Management Corp., Class B (I) | | 3,488 | | 60,447 |
Universal American Financial Corp. (I) | | 13,027 | | 187,719 |
Universal Health Services, Inc., Class B | | 18,711 | | 580,415 |
WellCare Health Plans, Inc. (I) | | 600 | | 16,020 |
| | | |
|
| | | | 3,776,880 |
Health Care Technology - 0.66% | | | | |
athenahealth, Inc. (I)(L) | | 5,932 | | 218,535 |
HealthStream, Inc. (I) | | 300 | | 1,158 |
Omnicell, Inc. (I) | | 32,831 | | 444,203 |
Vital Images, Inc. (I) | | 2,100 | | 33,264 |
| | | |
|
| | | | 697,160 |
Life Sciences Tools & Services - 0.74% | | | | |
BioClinica, Inc. (I) | | 1,600 | | 6,912 |
Caliper Life Sciences, Inc. (I) | | 200 | | 726 |
Cambrex Corp. (I) | | 3,548 | | 13,376 |
Dionex Corp. (I) | | 7,208 | | 492,306 |
Enzo Biochem, Inc. (I) | | 1,536 | | 8,033 |
eResearch Technology, Inc. (I) | | 36,161 | | 218,774 |
Harvard Bioscience, Inc. (I) | | 3,612 | | 12,606 |
Kendle International, Inc. (I) | | 1,600 | | 27,248 |
Medtox Scientific, Inc. (I) | | 623 | | 5,682 |
| | | |
|
| | | | 785,663 |
Pharmaceuticals - 1.68% | | | | |
Biodel, Inc. (I) | | 1,308 | | 5,219 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Pharmaceuticals (continued) | | | | |
Biovail Corp. | | 35,045 | $ | 519,717 |
BMP Sunstone Corp. (I) | | 3,700 | | 19,980 |
K-V Pharmaceutical Company, Class A (I) | | 4,341 | | 13,718 |
King Pharmaceuticals, Inc. (I) | | 5,100 | | 57,375 |
Medicis Pharmaceutical Corp., Class A | | 2,000 | | 45,000 |
Par Pharmaceutical Companies, Inc. (I) | | 2,620 | | 65,579 |
Supergen, Inc. (I) | | 2,200 | | 6,072 |
ViroPharma, Inc. (I) | | 50,221 | | 625,754 |
Vivus, Inc. (I)(L) | | 49,637 | | 416,951 |
| | | |
|
| | | | 1,775,365 |
| | | |
|
| | | | 10,575,712 |
Industrials - 17.58% | | | | |
Aerospace & Defense - 2.09% | | | | |
AAR Corp. (I)(L) | | 30,784 | | 698,181 |
Aerovironment, Inc. (I)(L) | | 11,702 | | 283,774 |
BE Aerospace, Inc. (I) | | 16,900 | | 437,710 |
Ceradyne, Inc. (I) | | 1,800 | | 40,572 |
CPI Aerostructures, Inc. (I) | | 42 | | 273 |
Curtiss-Wright Corp. | | 11,778 | | 377,485 |
Ducommun, Inc. | | 1,756 | | 30,712 |
Esterline Technologies Corp. (I) | | 2,702 | | 111,187 |
Innovative Solutions & Support, Inc. (I) | | 975 | | 4,193 |
Kratos Defense & Security Solutions, Inc. (I) | | 1,500 | | 19,620 |
Ladish Company, Inc. (I) | | 2,600 | | 43,732 |
LMI Aerospace, Inc. (I) | | 1,616 | | 20,507 |
SIFCO Industries, Inc. | | 400 | | 5,700 |
Sparton Corp. (I) | | 1,700 | | 9,775 |
Sypris Solutions, Inc. (I) | | 500 | | 1,390 |
Triumph Group, Inc. (L) | | 2,400 | | 125,616 |
| | | |
|
| | | | 2,210,427 |
Air Freight & Logistics - 0.67% | | | | |
Air Transport Services Group, Inc. (I) | | 2,600 | | 6,604 |
Atlas Air Worldwide Holdings, Inc. (I) | | 2,177 | | 98,139 |
Dynamex, Inc. (I) | | 974 | | 16,948 |
Pacer International, Inc. (I) | | 3,866 | | 18,595 |
Park-Ohio Holdings Corp. (I) | | 870 | | 6,943 |
UTI Worldwide, Inc. | | 37,514 | | 560,084 |
| | | |
|
| | | | 707,313 |
Airlines - 0.66% | | | | |
Airtran Holdings, Inc. (I) | | 500 | | 2,410 |
Alaska Air Group, Inc. (I) | | 1,100 | | 38,500 |
Allegiant Travel Company (I)(L) | | 9,690 | | 505,237 |
ExpressJet Holdings, Inc. (I) | | 1,600 | | 5,968 |
JetBlue Airways Corp. (I)(L) | | 5,200 | | 27,456 |
Pinnacle Airlines Corp. (I) | | 2,500 | | 20,325 |
Republic Airways Holdings, Inc. (I) | | 387 | | 2,357 |
SkyWest, Inc. | | 6,760 | | 99,778 |
| | | |
|
| | | | 702,031 |
Building Products - 0.84% | | | | |
Ameron International Corp. | | 1,300 | | 89,531 |
Apogee Enterprises, Inc. | | 4,581 | | 65,462 |
Armstrong World Industries, Inc. (I) | | 800 | | 29,456 |
Gibraltar Industries, Inc. (I) | | 3,701 | | 43,228 |
Griffon Corp. (I) | | 10,221 | | 126,536 |
Insteel Industries, Inc. | | 1,427 | | 14,484 |
Owens Corning, Inc. (I)(L) | | 9,932 | | 233,700 |
PGT, Inc. (I) | | 3,400 | | 5,746 |
Universal Forest Products, Inc. | | 2,234 | | 78,726 |
US Home Systems, Inc. (I) | | 400 | | 908 |
USG Corp. (I)(L) | | 15,000 | | 202,200 |
| | | |
|
| | | | 889,977 |
| | |
The accompanying notes are an integral part of the financial statements. | 192 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Commercial Services & Supplies - 2.50% | | | | |
ABM Industries, Inc. | | 30,052 | $ | 615,465 |
ACCO Brands Corp. (I) | | 2,236 | | 16,032 |
American Reprographics Company (I) | | 500 | | 3,580 |
AMREP Corp. (I) | | 100 | | 1,340 |
Bowne & Company, Inc. | | 6,420 | | 71,455 |
Casella Waste Systems, Inc., Class A (I) | | 4,000 | | 18,120 |
CECO Environmental Corp. (I) | | 2,241 | | 8,449 |
Consolidated Graphics, Inc. (I) | | 1,300 | | 57,902 |
Cornell Corrections, Inc. (I) | | 761 | | 14,185 |
Courier Corp. | | 449 | | 6,910 |
EnerNOC, Inc. (I)(L) | | 9,587 | | 253,480 |
Ennis Business Forms, Inc. | | 3,063 | | 47,078 |
G & K Services, Inc., Class A | | 500 | | 12,485 |
Interface, Inc., Class A | | 1,095 | | 9,417 |
Intersections, Inc. (I) | | 2,600 | | 10,816 |
Kimball International, Inc., Class B | | 3,313 | | 21,899 |
McGrath Rentcorp | | 800 | | 19,136 |
Mobile Mini, Inc. (I) | | 5,298 | | 72,000 |
Multi-Color Corp. | | 400 | | 5,056 |
North American Galvanizing & | | | | |
Coatings, Inc. (I) | | 1,100 | | 5,478 |
Schawk, Inc., Class A | | 1,975 | | 25,892 |
Steelcase, Inc. Class A | | 10,496 | | 68,959 |
SYKES Enterprises, Inc. (I) | | 375 | | 8,929 |
Team, Inc. (I) | | 29,683 | | 538,153 |
United Stationers, Inc. (I) | | 2,307 | | 131,753 |
Versar, Inc. (I) | | 353 | | 1,041 |
Viad Corp. | | 3,317 | | 63,388 |
Virco Manufacturing | | 700 | | 2,478 |
Waste Connections, Inc. (I) | | 14,050 | | 472,361 |
Waste Services, Inc. (I) | | 6,673 | | 67,264 |
| | | |
|
| | | | 2,650,501 |
Construction & Engineering - 0.26% | | | | |
Dycom Industries, Inc. (I) | | 3,796 | | 34,278 |
Great Lakes Dredge & Dock Corp. | | 8,400 | | 38,052 |
Integrated Electrical Services, Inc. (I) | | 427 | | 2,024 |
Layne Christensen Company (I) | | 2,684 | | 74,025 |
Northwest Pipe Company (I) | | 1,513 | | 35,752 |
Pike Electric Corp. (I) | | 2,944 | | 24,788 |
Tutor Perini Corp. (I)(L) | | 3,300 | | 65,241 |
| | | |
|
| | | | 274,160 |
Electrical Equipment - 2.13% | | | | |
Baldor Electric Company | | 26,782 | | 841,490 |
Belden, Inc. | | 22,579 | | 478,223 |
BTU International, Inc. (I) | | 682 | | 3,628 |
C & D Technologies, Inc. (I)(L) | | 2,160 | | 3,564 |
Chase Corp. | | 1,432 | | 17,198 |
Encore Wire Corp. (L) | | 3,200 | | 64,320 |
EnerSys, Inc. (I) | | 8,100 | | 184,599 |
Evergreen Solar, Inc. (I)(L) | | 21,098 | | 23,630 |
GrafTech International, Ltd. (I) | | 40,842 | | 510,117 |
LSI Industries, Inc. | | 2,092 | | 12,824 |
Ocean Power Technologies, Inc. (I) | | 1,700 | | 11,407 |
Orion Energy Systems, Inc. (I) | | 600 | | 3,096 |
Polypore International, Inc. (I) | | 5,300 | | 79,341 |
PowerSecure International, Inc. (I) | | 1,924 | | 14,315 |
SL Industries, Inc. (I) | | 300 | | 2,415 |
| | | |
|
| | | | 2,250,167 |
Industrial Conglomerates - 0.04% | | | | |
Standex International Corp. | | 1,850 | | 46,065 |
Machinery - 4.70% | | | | |
Alamo Group, Inc. | | 1,956 | | 34,836 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Machinery (continued) | | | | |
Albany International Corp., Class A | | 3,813 | $ | 73,667 |
Altra Holdings, Inc. (I) | | 2,170 | | 25,064 |
American Railcar Industries, Inc. | | 3,234 | | 30,561 |
Ampco-Pittsburgh Corp. | | 836 | | 21,535 |
Barnes Group, Inc. | | 3,881 | | 62,329 |
Briggs & Stratton Corp. | | 8,405 | | 147,172 |
Cascade Corp. | | 1,291 | | 35,657 |
Chart Industries, Inc. (I) | | 4,042 | | 82,295 |
Columbus McKinnon Corp. (I) | | 2,831 | | 40,738 |
EnPro Industries, Inc. (I) | | 2,500 | | 69,200 |
Federal Signal Corp. | | 6,880 | | 52,770 |
Freightcar America, Inc. | | 1,300 | | 27,521 |
Gardner Denver, Inc. | | 12,762 | | 556,551 |
Gencor Industries, Inc. (I) | | 604 | | 4,270 |
Greenbrier Companies, Inc. (I) | | 2,847 | | 26,164 |
Hardinge, Inc. | | 1,100 | | 9,075 |
Hurco Companies, Inc. (I) | | 1,000 | | 17,350 |
IDEX Corp. | | 17,656 | | 547,336 |
Key Technology, Inc. (I) | | 105 | | 1,346 |
Lydall, Inc. (I) | | 1,800 | | 14,382 |
MFRI, Inc. (I) | | 100 | | 640 |
Miller Industries, Inc. | | 1,084 | | 12,791 |
Mueller Industries, Inc. | | 2,231 | | 49,930 |
Mueller Water Products, Inc. | | 20,625 | | 95,494 |
NACCO Industries, Inc., Class A | | 1,100 | | 51,480 |
NN, Inc. (I) | | 2,585 | | 9,177 |
Portec Rail Products, Inc. | | 1,454 | | 17,012 |
RBC Bearings, Inc. (I) | | 16,780 | | 425,037 |
Robbins & Myers, Inc. | | 4,900 | | 118,433 |
Sauer-Danfoss, Inc. (I) | | 3,807 | | 45,798 |
Tennant Company | | 1,700 | | 40,562 |
The Manitowoc Company, Inc. (L) | | 19,800 | | 230,868 |
Timken Company | | 13,200 | | 346,236 |
Titan International, Inc. (L) | | 66,893 | | 551,867 |
Trinity Industries, Inc. (L) | | 29,056 | | 489,012 |
Twin Disc, Inc. | | 1,423 | | 15,553 |
Valmont Industries, Inc. (L) | | 6,502 | | 462,942 |
Wabash National Corp. (I) | | 2,800 | | 8,232 |
Watts Water Technologies, Inc., Class A | | 4,496 | | 131,103 |
| | | |
|
| | | | 4,981,986 |
Marine - 0.34% | | | | |
Alexander & Baldwin, Inc. | | 5,727 | | 184,295 |
Eagle Bulk Shipping, Inc. (I)(L) | | 10,300 | | 53,869 |
Genco Shipping & Trading, Ltd. (I)(L) | | 5,300 | | 111,300 |
Horizon Lines, Inc. (L) | | 2,817 | | 11,381 |
| | | |
|
| | | | 360,845 |
Professional Services - 0.42% | | | | |
Barrett Business Services, Inc. | | 753 | | 9,149 |
CDI Corp. | | 2,784 | | 39,783 |
CRA International, Inc. (I) | | 1,339 | | 35,617 |
Diamond Management & Technology | | | | |
Consultants, Inc. | | 2,100 | | 15,225 |
Franklin Covey Company (I) | | 1,900 | | 11,115 |
GP Strategies Corp. (I) | | 2,090 | | 16,427 |
Heidrick & Struggles International, Inc. | | 1,007 | | 27,159 |
Hudson Highland Group, Inc. (I) | | 3,400 | | 14,824 |
Kelly Services, Inc., Class A (I) | | 4,014 | | 63,140 |
Kforce, Inc. (I) | | 1,718 | | 22,884 |
Korn/Ferry International (I) | | 3,249 | | 55,493 |
LECG Corp. (I) | | 3,950 | | 11,258 |
National Technical Systems, Inc. | | 500 | | 2,750 |
On Assignment, Inc. (I) | | 5,471 | | 36,054 |
RCM Technologies, Inc. (I) | | 100 | | 275 |
| | |
The accompanying notes are an integral part of the financial statements. | 193 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Professional Services (continued) | | | | |
School Specialty, Inc. (I) | | 2,200 | $ | 46,970 |
Volt Information Sciences, Inc. (I) | | 3,468 | | 36,934 |
| | | |
|
| | | | 445,057 |
Road & Rail - 1.55% | | | | |
AMERCO, Inc. (I) | | 3,360 | | 176,165 |
Arkansas Best Corp. | | 200 | | 5,248 |
Avis Budget Group, Inc. (I) | | 6,800 | | 71,536 |
Celadon Group, Inc. (I) | | 1,601 | | 19,564 |
Dollar Thrifty Automotive Group, Inc. (I) | | 300 | | 9,012 |
Landstar System, Inc. | | 12,778 | | 509,714 |
Old Dominion Freight Lines, Inc. (I) | | 16,333 | | 502,076 |
P.A.M. Transportation Services, Inc. (I) | | 1,563 | | 23,414 |
Ryder Systems, Inc. | | 8,700 | | 307,023 |
USA Truck, Inc. (I) | | 1,601 | | 21,213 |
| | | |
|
| | | | 1,644,965 |
Trading Companies & Distributors - 1.36% | | | | |
Aceto Corp. | | 1,200 | | 6,276 |
Aircastle, Ltd. | | 11,000 | | 107,030 |
Beacon Roofing Supply, Inc. (I) | | 31,245 | | 543,663 |
GATX Corp. | | 7,284 | | 194,119 |
H&E Equipment Services, Inc. (I) | | 5,736 | | 55,754 |
Interline Brands, Inc. (I) | | 5,163 | | 91,385 |
Kaman Corp., Class A | | 408 | | 9,772 |
Rush Enterprises, Inc., Class B (I) | | 9,000 | | 86,580 |
TAL International Group, Inc. | | 4,902 | | 89,363 |
Titan Machinery, Inc. (I)(L) | | 2,556 | | 30,442 |
United Rentals, Inc. (I) | | 10,100 | | 76,255 |
WESCO International, Inc. (I) | | 4,994 | | 144,277 |
| | | |
|
| | | | 1,434,916 |
Transportation Infrastructure - 0.02% | | | | |
CAI International, Inc. (I) | | 2,400 | | 23,688 |
| | | |
|
| | | | 18,622,098 |
Information Technology - 16.00% | | | | |
Communications Equipment - 2.20% | | | | |
Arris Group, Inc. (I) | | 11,525 | | 118,938 |
Aviat Networks Incaviat Networks, Inc. (I) | | 7,300 | | 44,895 |
Aware, Inc. (I) | | 3,300 | | 8,712 |
Bel Fuse, Inc., Class B | | 1,382 | | 31,413 |
CommScope, Inc. (I) | | 7,100 | | 180,979 |
Communications Systems, Inc. | | 588 | | 7,032 |
Comtech Telecommunications Corp. (I)(L) | | 12,855 | | 406,475 |
Digi International, Inc. (I) | | 2,751 | | 27,923 |
EchoStar Corp., Class A (I) | | 1,200 | | 24,168 |
Emulex Corp. (I) | | 12,377 | | 157,188 |
Globecomm Systems, Inc. (I) | | 3,154 | | 24,065 |
Hughes Communications, Inc. (I) | | 1,096 | | 30,874 |
JDS Uniphase Corp. (I) | | 92,731 | | 995,004 |
KVH Industries, Inc. (I) | | 2,148 | | 26,206 |
Loral Space & Communications, Inc. (I) | | 1,181 | | 38,418 |
NETGEAR, Inc. (I) | | 847 | | 21,471 |
Occam Networks, Inc. (I) | | 3,450 | | 24,357 |
Oplink Communications, Inc. (I) | | 1,660 | | 25,630 |
OpNext, Inc. (I) | | 5,400 | | 11,016 |
Orbcomm, Inc. (I) | | 7,200 | | 17,424 |
Performance Technologies, Inc. (I) | | 1,302 | | 3,541 |
Seachange International, Inc. (I) | | 3,200 | | 22,656 |
Sycamore Networks, Inc. | | 1,833 | | 35,304 |
Tollgrade Communications, Inc. (I) | | 1,621 | | 10,569 |
UTStarcom, Inc. (I)(L) | | 14,500 | | 31,610 |
| | | |
|
| | | | 2,325,868 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Computers & Peripherals - 0.33% | | | | |
ActivIdentity Corp. (I) | | 3,580 | $ | 8,914 |
Avid Technology, Inc. (I) | | 5,224 | | 70,263 |
Concurrent Computer Corp. (I) | | 526 | | 2,425 |
Cray, Inc. (I) | | 1,700 | | 8,908 |
Datalink Corp. (I) | | 1,469 | | 6,111 |
Electronics for Imaging, Inc. (I) | | 3,231 | | 38,320 |
Hutchinson Technology, Inc. (I) | | 3,000 | | 19,800 |
Imation Corp. (I) | | 4,897 | | 45,052 |
Immersion Corp. (I) | | 4,187 | | 17,125 |
Interphase Corp. (I) | | 400 | | 916 |
Intevac, Inc. (I) | | 3,491 | | 49,467 |
KEY Tronic Corp. (I) | | 400 | | 2,112 |
Novatel Wireless, Inc. (I) | | 4,100 | | 27,306 |
Silicon Graphics International Corp. (I) | | 5,100 | | 54,774 |
| | | |
|
| | | | 351,493 |
Electronic Equipment, Instruments & Components - 4.28% | | |
Anixter International, Inc. (I) | | 12,943 | | 540,241 |
Arrow Electronics, Inc. (I) | | 13,183 | | 371,892 |
AVX Corp. | | 5,685 | | 69,926 |
Benchmark Electronics, Inc. (I) | | 4,167 | | 82,507 |
Checkpoint Systems, Inc. (I) | | 6,638 | | 136,876 |
Cognex Corp. | | 1,647 | | 31,128 |
Coherent, Inc. (I) | | 1,300 | | 41,327 |
CPI International, Inc. (I) | | 2,407 | | 29,678 |
DDi Corp. (I) | | 2,965 | | 14,973 |
Electro Rent Corp. | | 3,632 | | 42,240 |
FARO Technologies, Inc. (I) | | 1,507 | | 36,078 |
Gerber Scientific, Inc. (I) | | 3,731 | | 23,468 |
ID Systems, Inc. (I) | | 651 | | 1,855 |
Ingram Micro, Inc., Class A (I) | | 51,868 | | 918,064 |
Insight Enterprises, Inc. (I) | | 4,514 | | 57,734 |
IntriCon Corp. (I) | | 80 | | 239 |
Jabil Circuit, Inc. | | 3,749 | | 56,872 |
L-1 Identity Solutions, Inc. (I) | | 10,594 | | 90,261 |
Littelfuse, Inc. (I) | | 664 | | 23,632 |
LoJack Corp. (I) | | 1,501 | | 6,424 |
Measurement Specialties, Inc. (I) | | 2,180 | | 30,912 |
Mercury Computer Systems, Inc. (I) | | 800 | | 9,776 |
Methode Electronics, Inc. | | 4,959 | | 61,690 |
Multi-Fineline Electronix, Inc. (I) | | 1,653 | | 36,035 |
NU Horizons Electronics Corp. (I) | | 1,500 | | 6,525 |
OSI Systems, Inc. (I) | | 25,150 | | 775,626 |
PAR Technology Corp. (I) | | 1,700 | | 10,030 |
PC Connection, Inc. (I) | | 400 | | 2,512 |
PC Mall, Inc. (I) | | 1,332 | | 6,207 |
Perceptron, Inc. (I) | | 246 | | 886 |
Planar Systems, Inc. (I) | | 1,500 | | 3,975 |
RadiSys Corp. (I) | | 1,416 | | 11,654 |
Richardson Electronics, Ltd. | | 1,662 | | 13,063 |
Rofin-Sinar Technologies, Inc. (I) | | 11,670 | | 239,118 |
Rogers Corp. (I) | | 1,400 | | 38,430 |
Sanmina-SCI Corp. (I) | | 2,300 | | 38,042 |
ScanSource, Inc. (I) | | 1,044 | | 27,144 |
Smart Modular Technologies (WWH), Inc. (I) | | 6,530 | | 41,792 |
Spectrum Control, Inc. (I) | | 2,017 | | 23,317 |
SYNNEX Corp. (I) | | 300 | | 8,592 |
Tech Data Corp. (I) | | 5,999 | | 256,997 |
Tessco Technologies, Inc. | | 379 | | 7,417 |
TTM Technologies, Inc. (I) | | 5,177 | | 44,212 |
Viasystems Group, Inc. (I) | | 11 | | 240 |
Vicon Industries, Inc. (I) | | 102 | | 521 |
Vishay Intertechnology, Inc. (I) | | 23,932 | | 245,303 |
X-Rite, Inc. (I) | | 2,100 | | 6,237 |
| | |
The accompanying notes are an integral part of the financial statements. | 194 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Electronic Equipment, Instruments & | | | | |
Components (continued) | | | | |
Zygo Corp. (I) | | 1,490 | $ | 14,602 |
| | | |
|
| | | | 4,536,270 |
Internet Software & Services - 2.16% | | | | |
Ancestry.com, Inc. (I)(L) | | 21,907 | | 348,979 |
DealerTrack Holdings, Inc. (I) | | 2,284 | | 32,478 |
DivX, Inc. (I) | | 4,700 | | 28,388 |
GSI Commerce, Inc. (I) | | 21,420 | | 534,857 |
IAC/InterActiveCorp (I) | | 11,000 | | 246,290 |
InfoSpace, Inc. (I) | | 5,972 | | 60,198 |
Internap Network Services Corp. (I) | | 8,747 | | 43,997 |
Internet Brands, Inc., Class A (I) | | 2,900 | | 23,896 |
Marchex, Inc., Class B | | 3,900 | | 20,046 |
ModusLink Global Solutions, Inc. (I) | | 7,424 | | 73,498 |
Open Text Corp. (I) | | 13,711 | | 666,903 |
Perficient, Inc. (I) | | 1,626 | | 18,049 |
RealNetworks, Inc. (I) | | 15,401 | | 70,845 |
Soundbite Communications, Inc. (I) | | 200 | | 556 |
Support.com, Inc. (I) | | 6,500 | | 19,110 |
TechTarget, Inc. (I) | | 2,000 | | 10,460 |
TheStreet.com, Inc. | | 3,159 | | 11,088 |
United Online, Inc. | | 8,663 | | 54,230 |
Web.com Group, Inc. (I) | | 4,251 | | 20,235 |
| | | |
|
| | | | 2,284,103 |
IT Services - 1.88% | | | | |
Acorn Energy, Inc. (I) | | 800 | | 5,232 |
Acxiom Corp. (I) | | 7,534 | | 127,023 |
CACI International, Inc., Class A (I) | | 10,846 | | 537,528 |
CIBER, Inc. (I) | | 11,700 | | 43,641 |
Computer Task Group, Inc. (I) | | 200 | | 1,514 |
Convergys Corp. (I) | | 15,251 | | 188,197 |
Cybersource Corp. (I)(L) | | 28,754 | | 492,556 |
infoGROUP, Inc. (I) | | 2,670 | | 21,440 |
INX, Inc. (I) | | 814 | | 4,046 |
Online Resources Corp. (I) | | 4,100 | | 15,047 |
SRA International, Inc., Class A (I) | | 2,312 | | 44,067 |
StarTek, Inc. (I) | | 1,937 | | 12,649 |
TechTeam Global, Inc. (I) | | 1,203 | | 7,916 |
The Hackett Group, Inc. (I) | | 5,572 | | 15,323 |
Wright Express Corp. (I) | | 16,862 | | 477,532 |
| | | |
|
| | | | 1,993,711 |
Semiconductors & Semiconductor Equipment - 3.28% | | |
Advanced Analogic Technologies, Inc. (I) | | 1,517 | | 4,976 |
Amtech Systems, Inc. (I) | | 727 | | 6,310 |
Anadigics, Inc. (I) | | 8,400 | | 34,524 |
ATMI, Inc. (I) | | 25,550 | | 430,262 |
AuthenTec, Inc. (I) | | 3,000 | | 6,930 |
AXT, Inc. (I) | | 4,700 | | 16,450 |
Cascade Microtech, Inc. (I) | | 1,613 | | 6,694 |
Ceva, Inc. (I) | | 1,788 | | 20,902 |
Cohu, Inc. | | 3,943 | | 52,836 |
Cymer, Inc. (I) | | 15,974 | | 500,306 |
Diodes, Inc. (I) | | 4,700 | | 92,167 |
DSP Group, Inc. (I) | | 2,810 | | 20,597 |
Exar Corp. (I) | | 6,552 | | 48,419 |
Fairchild Semiconductor International, Inc. (I) | | 16,880 | | 174,202 |
FormFactor, Inc. (I) | | 2,814 | | 46,290 |
GSI Technology, Inc. (I) | | 3,700 | | 16,539 |
Ikanos Communications, Inc. (I) | | 900 | | 2,277 |
Integrated Device Technology, Inc. (I) | | 24,164 | | 132,177 |
Integrated Silicon Solution, Inc. (I) | | 3,800 | | 31,198 |
International Rectifier Corp. (I)(L) | | 10,774 | | 217,958 |
IXYS Corp. (I) | | 893 | | 7,599 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Semiconductors & Semiconductor Equipment (continued) | | |
Lattice Semiconductor Corp. (I) | | 19,000 | $ | 54,530 |
Mattson Technology, Inc. (I) | | 6,000 | | 22,140 |
MEMSIC, Inc. (I) | | 1,071 | | 3,856 |
MKS Instruments, Inc. (I) | | 27,720 | | 499,792 |
MoSys, Inc. (I) | | 1,600 | | 5,840 |
Nanometrics, Inc. (I) | | 1,100 | | 10,417 |
OmniVision Technologies, Inc. (I) | | 7,300 | | 106,069 |
Pericom Semiconductor Corp. (I) | | 3,101 | | 29,118 |
Photronics, Inc. (I) | | 8,300 | | 36,520 |
Rudolph Technologies, Inc. (I) | | 1,000 | | 7,960 |
Semtech Corp. (I) | | 32,970 | | 523,234 |
Sigma Designs, Inc. (I) | | 3,900 | | 45,630 |
Silicon Image, Inc. (I) | | 9,362 | | 22,656 |
Standard Microsystems Corp. (I) | | 1,599 | | 31,212 |
Trident Microsystems, Inc. (I) | | 5,100 | | 7,548 |
TriQuint Semiconductor, Inc. (I) | | 15,543 | | 111,754 |
Ultra Clean Holdings, Inc. (I) | | 50 | | 444 |
Virage Logic Corp. (I) | | 2,137 | | 14,767 |
Zoran Corp. (I) | | 6,512 | | 73,846 |
| | | |
|
| | | | 3,476,946 |
Software - 1.87% | | | | |
American Software, Inc., Class A | | 717 | | 4,144 |
Ariba, Inc. (I) | | 55,355 | | 664,814 |
Bsquare Corp. (I) | | 100 | | 240 |
Dynamics Research Corp. (I) | | 700 | | 7,210 |
ePlus, Inc. (I) | | 1,020 | | 16,728 |
JDA Software Group, Inc. (I) | | 3,074 | | 86,994 |
Kenexa Corp. (I) | | 1,877 | | 18,526 |
Parametric Technology Corp. (I)(L) | | 30,116 | | 524,320 |
Quest Software, Inc. (I) | | 30,333 | | 511,111 |
Smith Micro Software, Inc. (I) | | 1,870 | | 16,381 |
SonicWALL, Inc. (I) | | 7,879 | | 63,111 |
THQ, Inc. (I)(L) | | 11,400 | | 69,084 |
| | | |
|
| | | | 1,982,663 |
| | | |
|
| | | | 16,951,054 |
Materials - 5.89% | | | | |
Chemicals - 2.13% | | | | |
American Pacific Corp. (I) | | 724 | | 4,684 |
Arabian American Development Company (I) | | 100 | | 291 |
Ashland, Inc. | | 900 | | 42,372 |
Cytec Industries, Inc. | | 7,800 | | 332,826 |
Ferro Corp. (I) | | 7,030 | | 57,576 |
Flotek Industries, Inc. (I)(L) | | 1,994 | | 2,692 |
FMC Corp. | | 8,417 | | 481,200 |
Huntsman Corp. | | 4,200 | | 57,666 |
ICO, Inc. | | 3,571 | | 28,211 |
Innospec, Inc. (I) | | 1,200 | | 12,780 |
KMG Chemicals, Inc. | | 800 | | 10,648 |
Landec Corp. (I) | | 3,200 | | 19,392 |
LSB Industries, Inc. (I) | | 1,527 | | 21,699 |
Minerals Technologies, Inc. | | 2,100 | | 102,543 |
OM Group, Inc. (I) | | 2,754 | | 94,793 |
Penford Corp. (I) | | 1,910 | | 21,277 |
Quaker Chemical Corp. | | 975 | | 19,315 |
Rockwood Holdings, Inc. (I) | | 9,739 | | 233,639 |
Spartech Corp. (I) | | 4,700 | | 47,893 |
Westlake Chemical Corp. | | 6,868 | | 139,077 |
Zep, Inc. | | 21,235 | | 469,081 |
Zoltek Companies, Inc. (I)(L) | | 5,800 | | 51,562 |
| | | |
|
| | | | 2,251,217 |
Construction Materials - 0.17% | | | | |
Headwaters, Inc. (I) | | 9,904 | | 49,421 |
| | |
The accompanying notes are an integral part of the financial statements. | 195 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | | | |
| |
|
|
COMMON STOCKS (continued) | | | | |
Construction Materials (continued) | | | | |
Texas Industries, Inc. | | 3,700 | $ | 131,461 |
| | | |
|
| | | | 180,882 |
Containers & Packaging - 0.97% | | | | |
AptarGroup, Inc. | | 12,766 | | 491,874 |
Boise, Inc. (I)(L) | | 11,900 | | 56,525 |
Bway Holding Company (I) | | 2,549 | | 38,413 |
Graphic Packaging Holding Company (I) | | 15,290 | | 53,209 |
Myers Industries, Inc. | | 6,025 | | 55,852 |
Temple-Inland, Inc. | | 18,000 | | 335,160 |
| | | |
|
| | | | 1,031,033 |
Metals & Mining - 1.72% | | | | |
A. M. Castle & Company (I) | | 2,786 | | 32,095 |
Brush Engineered Materials, Inc. (I) | | 3,000 | | 61,621 |
Carpenter Technology Corp. | | 2,611 | | 77,991 |
Century Aluminum Company (I) | | 10,100 | | 123,119 |
Coeur d’Alene Mines Corp. (I) | | 1,300 | | 19,045 |
Commercial Metals Company | | 1,600 | | 26,240 |
Compass Minerals International, Inc. | | 7,895 | | 596,309 |
Friedman Industries, Inc. | | 490 | | 2,695 |
Haynes International, Inc. | | 2,000 | | 58,080 |
Hecla Mining Company (I)(L) | | 8,800 | | 45,760 |
Horsehead Holding Corp. (I) | | 2,908 | | 29,574 |
Kaiser Aluminum Corp. | | 1,700 | | 56,763 |
Olympic Steel, Inc. | | 700 | | 19,362 |
Reliance Steel & Aluminum Company | | 8,700 | | 385,758 |
RTI International Metals, Inc. (I) | | 4,200 | | 100,926 |
Stillwater Mining Company (I) | | 6,082 | | 69,031 |
Synalloy Corp. | | 380 | | 3,040 |
U.S. Gold Corp. (I) | | 14,400 | | 38,736 |
Universal Stainless & Alloy Products, Inc. (I) | | 887 | | 16,560 |
Worthington Industries, Inc. | | 3,800 | | 60,192 |
| | | |
|
| | | | 1,822,897 |
Paper & Forest Products - 0.90% | | | | |
Buckeye Technologies, Inc. (I) | | 6,600 | | 72,930 |
Domtar Corp. (I) | | 700 | | 36,589 |
KapStone Paper and Packaging Corp. (I) | | 5,111 | | 46,817 |
Louisiana-Pacific Corp. (I)(L) | | 15,200 | | 115,672 |
MeadWestvaco Corp. | | 24,200 | | 555,148 |
Mercer International, Inc. (I)(L) | | 3,900 | | 15,132 |
Neenah Paper, Inc. | | 1,386 | | 19,640 |
P.H. Glatfelter Company | | 5,069 | | 68,432 |
Wausau Paper Corp. (I) | | 2,400 | | 20,304 |
| | | |
|
| | | | 950,664 |
| | | |
|
| | | | 6,236,693 |
Telecommunication Services - 1.14% | | | | |
Diversified Telecommunication Services - 0.86% | | | | |
Alaska Communications Systems | | | | |
Group, Inc. (L) | | 52,924 | | 384,228 |
Cincinnati Bell, Inc. (I) | | 159,444 | | 471,954 |
General Communication, Inc., Class A (I) | | 5,937 | | 32,594 |
IDT Corp. (I) | | 1,500 | | 7,110 |
SureWest Communications (I) | | 1,474 | | 12,676 |
| | | |
|
| | | | 908,562 |
Wireless Telecommunication Services - 0.28% | | | | |
Fibertower Corp. (I) | | 1,300 | | 5,356 |
NTELOS Holdings Corp. | | 11,811 | | 201,732 |
Telephone & Data Systems, Inc. | | 1,600 | | 49,936 |
Telephone & Data Systems, Inc. - | | | | |
Special Shares | | 500 | | 14,195 |
| | | | |
Small Cap Opportunities Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Wireless Telecommunication Services (continued) | | | |
U.S. Cellular Corp. (I) | | 800 | $ | 29,304 |
| | | |
|
| | | | 300,523 |
| | | |
|
| | | | 1,209,085 |
Utilities - 1.15% | | | | |
Electric Utilities - 0.04% | | | | |
Unitil Corp. | | 1,800 | | 39,150 |
Gas Utilities - 0.75% | | | | |
Energen Corp. | | 8,425 | | 383,001 |
UGI Corp. | | 16,470 | | 412,574 |
| | | |
|
| | | | 795,575 |
Independent Power Producers & Energy Traders - 0.22% | | | |
Mirant Corp. (I) | | 13,400 | | 168,572 |
RRI Energy, Inc. (I) | | 16,200 | | 68,850 |
| | | |
|
| | | | 237,422 |
Water Utilities - 0.14% | | | | |
Cascal N.V. | | 25,734 | | 146,684 |
Middlesex Water Company | | 1 | | 17 |
| | | |
|
| | | | 146,701 |
| | | |
|
| | | | 1,218,848 |
|
TOTAL COMMON STOCKS (Cost $85,233,576) | | $ | 105,677,637 |
|
RIGHTS - 0.00% | | | | |
Industrials - 0.00% | | | | |
PGT, Inc. (Expiration Date: 03/12/2010, Strike | | | |
Price: USD 1.50) | | 1,942 | | 369 |
|
TOTAL RIGHTS (Cost $-) | | | $ | 369 |
|
SHORT-TERM INVESTMENTS - 17.67% | | | |
Repurchase Agreement - 0.27% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $287,000 on 03/01/2010, | | | | |
collateralized by $290,000 Federal Home | | | |
Loan Bank, 0.93% due 03/30/2010 (valued | | | |
at $292,900, including interest) | $ | 287,000 | | 287,000 |
Short-Term Securities* - 0.35% | | | | |
State Street Institutional Liquid Reserves | | | | |
Fund, 0.1176% | | 362,937 | | 362,937 |
Securities Lending Collateral - 17.05% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 1,804,816 | | 18,066,386 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $18,712,804) | | $ | 18,716,323 |
|
Total Investments (Small Cap Opportunities Fund) | | | |
(Cost $103,946,380) - 117.41% | | | $ | 124,394,329 |
Other assets and liabilities, net - (17.41%) | | | (18,445,780) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 105,948,549 |
| | | |
|
| |
| | |
The accompanying notes are an integral part of the financial statements. | 196 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Value Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 97.09% | | | | |
Consumer Discretionary - 16.97% | | | | |
Diversified Consumer Services - 1.29% | | | | |
Matthews International Corp., Class A | | 34,600 | $ | 1,159,793 |
Hotels, Restaurants & Leisure - 4.22% | | | | |
Bally Technologies, Inc. (I) | | 9,700 | | 401,677 |
CEC Entertainment, Inc. (I) | | 34,200 | | 1,198,710 |
Choice Hotels International, Inc. | | 36,700 | | 1,212,568 |
Sonic Corp. (I) | | 115,700 | | 982,293 |
| | | |
|
| | | | 3,795,248 |
Household Durables - 2.60% | | | | |
Helen of Troy, Ltd. (I) | | 67,400 | | 1,629,058 |
Tempur-Pedic International, Inc. (I) | | 25,000 | | 710,000 |
| | | |
|
| | | | 2,339,058 |
Media - 1.63% | | | | |
Arbitron, Inc. (L) | | 68,400 | | 1,470,600 |
Specialty Retail - 6.56% | | | | |
Cato Corp., Class A | | 95,600 | | 1,873,760 |
Dress Barn, Inc. (I)(L) | | 46,700 | | 1,160,962 |
Hibbett Sports, Inc. (I)(L) | | 40,500 | | 931,905 |
Stage Stores, Inc. | | 145,200 | | 1,931,160 |
| | | |
|
| | | | 5,897,787 |
Textiles, Apparel & Luxury Goods - 0.67% | | | | |
Unifirst Corp. | | 11,500 | | 604,440 |
| | | |
|
| | | | 15,266,926 |
Consumer Staples - 4.80% | | | | |
Food & Staples Retailing - 1.21% | | | | |
Casey’s General Stores, Inc. | | 35,800 | | 1,088,678 |
Food Products - 1.37% | | | | |
Lance, Inc. (L) | | 56,700 | | 1,229,823 |
Personal Products - 2.22% | | | | |
Herbalife, Ltd. | | 49,900 | | 1,998,495 |
| | | |
|
| | | | 4,316,996 |
Energy - 5.09% | | | | |
Energy Equipment & Services - 1.44% | | | | |
SEACOR Holdings, Inc. (I) | | 17,000 | | 1,298,460 |
Oil, Gas & Consumable Fuels - 3.65% | | | | |
Penn Virginia Corp. | | 52,200 | | 1,320,660 |
St. Mary Land & Exploration Company | | 19,300 | | 628,794 |
Whiting Petroleum Corp. (I) | | 17,800 | | 1,332,330 |
| | | |
|
| | | | 3,281,784 |
| | | |
|
| | | | 4,580,244 |
Financials - 22.87% | | | | |
Commercial Banks - 7.66% | | | | |
First Busey Corp. (L) | | 126,272 | | 474,783 |
First Midwest Bancorp, Inc. (L) | | 108,600 | | 1,475,874 |
International Bancshares Corp. (L) | | 70,800 | | 1,500,960 |
MB Financial, Inc. | | 58,600 | | 1,192,510 |
Webster Financial Corp. | | 93,400 | | 1,494,400 |
WestAmerica Bancorp (L) | | 13,800 | | 757,344 |
| | | |
|
| | | | 6,895,871 |
Consumer Finance - 0.38% | | | | |
Credit Acceptance Corp. (I)(L) | | 8,500 | | 341,445 |
Diversified Financial Services - 1.83% | | | | |
Ares Capital Corp. (L) | | 126,300 | | 1,650,741 |
Insurance - 7.27% | | | | |
Alleghany Corp. (I) | | 2,750 | | 762,438 |
AMERISAFE, Inc. (I) | | 18,700 | | 321,827 |
| | | | |
Small Cap Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Insurance (continued) | | | | |
Assured Guaranty, Ltd. (L) | | 30,200 | $ | 637,220 |
Delphi Financial Group, Inc. | | 81,900 | | 1,746,927 |
Platinum Underwriters Holdings, Ltd. | | 39,300 | | 1,469,427 |
Reinsurance Group of America, Inc. | | 18,300 | | 869,799 |
Validus Holdings, Ltd. | | 26,362 | | 737,872 |
| | | |
|
| | | | 6,545,510 |
Real Estate Investment Trusts - 4.10% | | | | |
American Campus Communities, Inc. (L) | | 26,300 | | 726,932 |
DiamondRock Hospitality Company (I)(L) | | 83,912 | | 750,173 |
Education Realty Trust, Inc. | | 102,100 | | 556,445 |
Mack-Cali Realty Corp. (L) | | 20,500 | | 687,570 |
Realty Income Corp. (L) | | 34,400 | | 963,200 |
| | | |
|
| | | | 3,684,320 |
Thrifts & Mortgage Finance - 1.63% | | | | |
NewAlliance Bancshares, Inc. | | 54,800 | | 656,504 |
Northwest Bancshares, Inc. | | 68,200 | | 805,442 |
| | | |
|
| | | | 1,461,946 |
| | | |
|
| | | | 20,579,833 |
Health Care - 7.60% | | | | |
Health Care Equipment & Supplies - 1.26% | | | | |
ICU Medical, Inc. (I) | | 32,900 | | 1,130,773 |
Health Care Providers & Services - 3.52% | | | | |
AmSurg Corp. (I) | | 45,200 | | 933,832 |
Centene Corp. (I)(L) | | 33,300 | | 595,071 |
CorVel Corp. (I) | | 28,900 | | 930,580 |
Universal American Financial Corp. (I) | | 48,800 | | 703,208 |
| | | |
|
| | | | 3,162,691 |
Life Sciences Tools & Services - 2.82% | | | | |
Charles River Laboratories | | | | |
International, Inc. (I) | | 41,300 | | 1,566,096 |
ICON PLC, SADR (I) | | 41,400 | | 974,970 |
| | | |
|
| | | | 2,541,066 |
| | | |
|
| | | | 6,834,530 |
Industrials - 19.55% | | | | |
Commercial Services & Supplies - 4.13% | | | | |
ACCO Brands Corp. (I) | | 150,200 | | 1,076,934 |
Standard Parking Corp. (I) | | 29,898 | | 490,925 |
United Stationers, Inc. (I) | | 37,700 | | 2,153,047 |
| | | |
|
| | | | 3,720,906 |
Construction & Engineering - 0.66% | | | | |
Sterling Construction Company, Inc. (I) | | 30,300 | | 594,789 |
Electrical Equipment - 3.54% | | | | |
Acuity Brands, Inc. (L) | | 26,100 | | 1,017,378 |
Belden, Inc. | | 102,400 | | 2,168,832 |
| | | |
|
| | | | 3,186,210 |
Industrial Conglomerates - 3.43% | | | | |
Carlisle Companies, Inc. | | 89,900 | | 3,083,570 |
Machinery - 3.44% | | | | |
Albany International Corp., Class A | | 64,600 | | 1,248,072 |
ESCO Technologies, Inc. | | 16,800 | | 549,528 |
Mueller Industries, Inc. | | 57,800 | | 1,293,564 |
| | | |
|
| | | | 3,091,164 |
Marine - 1.31% | | | | |
Kirby Corp. (I) | | 35,800 | | 1,181,758 |
Road & Rail - 1.51% | | | | |
Genesee & Wyoming, Inc., Class A (I) | | 42,600 | | 1,356,810 |
| | |
The accompanying notes are an integral part of the financial statements. | 197 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Cap Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Trading Companies & Distributors - 1.53% | | | |
GATX Corp. | | 51,800 | $ | 1,380,470 |
| | | |
|
| | | | 17,595,677 |
Information Technology - 9.70% | | | | |
Computers & Peripherals - 3.09% | | | | |
Diebold, Inc. | | 50,200 | | 1,453,792 |
Electronics for Imaging, Inc. (I) | | 68,948 | | 817,723 |
Xyratex, Ltd. (I) | | 38,300 | | 505,943 |
| | | |
|
| | | | 2,777,458 |
Electronic Equipment, Instruments & Components - 1.79% | | |
Coherent, Inc. (I) | | 16,500 | | 524,535 |
MTS Systems Corp. | | 27,100 | | 737,662 |
Nam Tai Electronics, Inc. (I) | | 78,100 | | 353,793 |
| | | |
|
| | | | 1,615,990 |
IT Services - 1.99% | | | | |
MAXIMUS, Inc. | | 31,100 | | 1,790,738 |
Office Electronics - 1.20% | | | | |
Zebra Technologies Corp., Class A (I) | | 37,700 | | 1,077,089 |
Software - 1.63% | | | | |
Websense, Inc. (I) | | 68,500 | | 1,470,010 |
| | | |
|
| | | | 8,731,285 |
Materials - 5.12% | | | | |
Chemicals - 2.55% | | | | |
Zep, Inc. | | 103,800 | | 2,292,942 |
Containers & Packaging - 1.34% | | | | |
AptarGroup, Inc. | | 31,300 | | 1,205,989 |
Paper & Forest Products - 1.23% | | | | |
Deltic Timber Corp. (L) | | 24,200 | | 1,111,748 |
| | | |
|
| | | | 4,610,679 |
Utilities - 5.39% | | | | |
Electric Utilities - 2.68% | | | | |
Unisource Energy Corp. | | 45,100 | | 1,314,214 |
Westar Energy, Inc. | | 51,300 | | 1,097,820 |
| | | |
|
| | | | 2,412,034 |
Gas Utilities - 2.71% | | | | |
Atmos Energy Corp. | | 32,300 | | 886,958 |
New Jersey Resources Corp. | | 20,100 | | 732,042 |
WGL Holdings, Inc. | | 25,000 | | 821,250 |
| | | |
|
| | | | 2,440,250 |
| | | |
|
| | | | 4,852,284 |
|
TOTAL COMMON STOCKS (Cost $68,090,589) | | $ | 87,368,454 |
|
|
SHORT-TERM INVESTMENTS - 15.03% | | | |
Repurchase Agreement - 1.78% | | | | |
Bank of New York Tri-Party Repurchase | | | | |
Agreement date 02/26/2010 at 0.12% to be | | | |
repurchased at $1,600,016 on 03/01/2010, | | | |
collateralized by $2,624,233 Federal | | | | |
National Mortgage Association, 6.00% due | | | |
09/01/2038 (valued at $1,632,000, | | | | |
including interest) | $ | 1,600,000 | | 1,600,000 |
| | | | |
Small Cap Value Fund (continued) |
| | Shares or | |
| | Principal | |
| | Amount | Value |
| |
|
|
SHORT-TERM INVESTMENTS (continued) | | | |
Securities Lending Collateral - 13.25% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)(Y) | $ | 1,190,933 | $ | 11,921,363 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $13,521,133) | $ | 13,521,363 |
|
Total Investments (Small Cap Value Fund) | | | |
(Cost $81,611,722) - 112.12% | | | $ | 100,889,817 |
| | |
|
Other assets and liabilities, net - (12.12%) | | | (10,908,272) |
TOTAL NET ASSETS - 100.00% | | | $ | 89,981,545 |
| | | |
|
|
|
|
Small Company Growth Fund | | | |
| | Shares or | |
| | Principal | |
| | Amount | Value |
| |
|
|
COMMON STOCKS - 97.02% | | | | |
Consumer Discretionary - 16.59% | | | | |
Auto Components - 0.96% | | | | |
TRW Automotive Holdings Corp. (I) | | 50,371 | $ | 1,353,467 |
Hotels, Restaurants & Leisure - 6.47% | | | | |
Brinker International, Inc. | | 61,944 | | 1,121,806 |
Buffalo Wild Wings, Inc. (I)(L) | | 24,107 | | 1,059,503 |
Choice Hotels International, Inc. (L) | | 31,912 | | 1,054,372 |
Darden Restaurants, Inc. | | 26,335 | | 1,067,884 |
Jack in the Box, Inc. (I) | | 55,880 | | 1,180,186 |
P.F. Chang’s China Bistro, Inc. (I)(L) | | 41,594 | | 1,765,249 |
Penn National Gaming, Inc. (I) | | 35,526 | | 822,072 |
WMS Industries, Inc. (I) | | 27,916 | | 1,058,854 |
| | | |
|
| | | | 9,129,926 |
Internet & Catalog Retail - 1.00% | | | | |
Netflix, Inc. (I)(L) | | 21,346 | | 1,409,903 |
Leisure Equipment & Products - 0.65% | | | | |
Pool Corp. (L) | | 45,831 | | 915,703 |
Media - 0.72% | | | | |
National CineMedia, Inc. | | 62,795 | | 1,010,372 |
Multiline Retail - 0.96% | | | | |
Big Lots, Inc. (I) | | 40,608 | | 1,360,368 |
Specialty Retail - 4.12% | | | | |
Chico’s FAS, Inc. | | 74,041 | | 1,003,256 |
Group 1 Automotive, Inc. (I) | | 35,433 | | 983,974 |
Gymboree Corp. (I)(L) | | 22,230 | | 967,005 |
Hot Topic, Inc. (I) | | 122,074 | | 789,819 |
Tractor Supply Company | | 17,435 | | 954,043 |
Williams-Sonoma, Inc. | | 52,088 | | 1,117,808 |
| | | |
|
| | | | 5,815,905 |
Textiles, Apparel & Luxury Goods - 1.71% | | | |
Deckers Outdoor Corp. (I) | | 11,815 | | 1,420,163 |
The Warnaco Group, Inc. (I) | | 23,585 | | 984,438 |
| | | |
|
| | | | 2,404,601 |
| | | |
|
| | | | 23,400,245 |
Consumer Staples - 1.72% | | | | |
Food Products - 0.66% | | | | |
Ralcorp Holdings, Inc. (I) | | 13,869 | | 926,588 |
Household Products - 1.06% | | | | |
Church & Dwight Company, Inc. | | 22,385 | | 1,503,824 |
| | | |
|
| | | | 2,430,412 |
| | |
The accompanying notes are an integral part of the financial statements. | 198 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Company Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Energy - 6.34% | | | | |
Energy Equipment & Services - 2.24% | | | | |
Dril-Quip, Inc. (I) | | 19,516 | $ | 1,067,916 |
FMC Technologies, Inc. (I) | | 18,852 | | 1,058,917 |
Patterson-UTI Energy, Inc. | | 67,127 | | 1,036,441 |
| | | |
|
| | | | 3,163,274 |
Oil, Gas & Consumable Fuels - 4.10% | | | | |
Arena Resources, Inc. (I) | | 29,207 | | 1,210,046 |
Bill Barrett Corp. (I) | | 30,313 | | 1,027,914 |
Carrizo Oil & Gas, Inc. (I)(L) | | 44,836 | | 1,072,925 |
Goodrich Petroleum Corp. (I)(L) | | 37,462 | | 721,893 |
SandRidge Energy, Inc. (I)(L) | | 76,295 | | 605,782 |
Whiting Petroleum Corp. (I) | | 15,250 | | 1,141,463 |
| | | |
|
| | | | 5,780,023 |
| | | |
|
| | | | 8,943,297 |
Financials - 7.94% | | | | |
Commercial Banks - 2.51% | | | | |
City National Corp. (L) | | 21,133 | | 1,054,959 |
Cullen/Frost Bankers, Inc. (L) | | 19,566 | | 1,059,499 |
SVB Financial Group (I)(L) | | 31,914 | | 1,422,088 |
| | | |
|
| | | | 3,536,546 |
Diversified Financial Services - 3.50% | | | | |
Affiliated Managers Group, Inc. (I)(L) | | 15,965 | | 1,135,590 |
Federated Investors, Inc., Class B | | 40,164 | | 1,004,502 |
Greenhill & Company, Inc. | | 15,971 | | 1,141,128 |
OptionsXpress Holdings, Inc. | | 44,873 | | 709,442 |
Stifel Financial Corp. (I) | | 17,401 | | 951,835 |
| | | |
|
| | | | 4,942,497 |
Insurance - 1.28% | | | | |
Brown & Brown, Inc. | | 36,156 | | 606,698 |
ProAssurance Corp. (I) | | 22,539 | | 1,201,779 |
| | | |
|
| | | | 1,808,477 |
Real Estate Investment Trusts - 0.65% | | | | |
BioMed Realty Trust, Inc. | | 59,276 | | 915,814 |
| | | |
|
| | | | 11,203,334 |
Health Care - 19.37% | | | | |
Biotechnology - 5.26% | | | | |
Acorda Therapeutics, Inc. (I) | | 36,421 | | 1,099,186 |
AMAG Pharmaceuticals, Inc. (I)(L) | | 20,472 | | 781,826 |
BioMarin Pharmaceutical, Inc. (I)(L) | | 55,392 | | 1,107,840 |
Isis Pharmaceuticals, Inc. (I)(L) | | 33,075 | | 292,383 |
Martek Biosciences Corp. (I)(L) | | 51,497 | | 1,021,186 |
Myriad Genetics, Inc. (I) | | 24,174 | | 556,002 |
OSI Pharmaceuticals, Inc. (I)(L) | | 27,573 | | 1,020,752 |
United Therapeutics Corp. (I) | | 26,861 | | 1,542,090 |
| | | |
|
| | | | 7,421,265 |
Health Care Equipment & Supplies - 4.00% | | | | |
American Medical Systems | | | | |
Holdings, Inc. (I)(L) | | 61,092 | | 1,106,987 |
Gen-Probe, Inc. (I) | | 22,569 | | 1,017,411 |
Insulet Corp. (I)(L) | | 51,020 | | 749,994 |
Meridian Bioscience, Inc. (L) | | 46,605 | | 1,032,767 |
NuVasive, Inc. (I)(L) | | 19,988 | | 798,521 |
Zoll Medical Corp. (I) | | 36,124 | | 936,334 |
| | | |
|
| | | | 5,642,014 |
Health Care Providers & Services - 4.77% | | | | |
Chemed Corp. | | 28,774 | | 1,541,135 |
inVentiv Health, Inc. (I) | | 58,884 | | 864,417 |
MEDNAX, Inc. (I) | | 23,911 | | 1,279,239 |
| | | | |
Small Company Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Health Care Providers & Services (continued) | | | | |
PSS World Medical, Inc. (I) | | 48,602 | $ | 1,025,016 |
RehabCare Group, Inc. (I) | | 35,633 | | 992,023 |
VCA Antech, Inc. (I) | | 43,405 | | 1,033,907 |
| | | |
|
| | | | 6,735,737 |
Health Care Technology - 2.10% | | | | |
Eclipsys Corp. (I) | | 64,093 | | 1,192,771 |
Quality Systems, Inc. | | 30,788 | | 1,762,305 |
| | | |
|
| | | | 2,955,076 |
Life Sciences Tools & Services - 0.70% | | | | |
Techne Corp. | | 15,476 | | 989,226 |
Pharmaceuticals - 2.54% | | | | |
Biovail Corp. | | 70,691 | | 1,048,348 |
Medicis Pharmaceutical Corp., Class A | | 45,423 | | 1,022,018 |
Perrigo Company | | 30,474 | | 1,510,596 |
| | | |
|
| | | | 3,580,962 |
| | | |
|
| | | | 27,324,280 |
Industrials - 12.70% | | | | |
Aerospace & Defense - 1.89% | | | | |
Hexcel Corp. (I) | | 58,274 | | 642,179 |
TransDigm Group, Inc. | | 40,333 | | 2,025,523 |
| | | |
|
| | | | 2,667,702 |
Air Freight & Logistics - 1.66% | | | | |
Forward Air Corp. (L) | | 46,751 | | 1,143,529 |
Hub Group, Inc., Class A (I) | | 44,464 | | 1,199,194 |
| | | |
|
| | | | 2,342,723 |
Commercial Services & Supplies - 1.91% | | | | |
Corrections Corp. of America (I) | | 57,907 | | 1,239,210 |
Fuel Tech, Inc. (I)(L) | | 59,440 | | 389,332 |
Tetra Tech, Inc. (I) | | 51,146 | | 1,069,974 |
| | | |
|
| | | | 2,698,516 |
Construction & Engineering - 0.15% | | | | |
Pike Electric Corp. (I) | | 25,487 | | 214,601 |
Electrical Equipment - 1.13% | | | | |
Regal-Beloit Corp. (L) | | 28,157 | | 1,588,618 |
Machinery - 3.05% | | | | |
Bucyrus International, Inc. | | 25,050 | | 1,567,128 |
Kaydon Corp. | | 29,515 | | 959,238 |
Lindsay Corp. (L) | | 17,128 | | 630,482 |
Wabtec Corp. (L) | | 30,122 | | 1,148,853 |
| | | |
|
| | | | 4,305,701 |
Professional Services - 1.04% | | | | |
CoStar Group, Inc. (I)(L) | | 37,250 | | 1,465,788 |
Road & Rail - 1.16% | | | | |
Knight Transportation, Inc. (L) | | 82,811 | | 1,635,517 |
Trading Companies & Distributors - 0.71% | | | | |
Watsco, Inc. (L) | | 17,288 | | 999,938 |
| | | |
|
| | | | 17,919,104 |
Information Technology - 27.53% | | | | |
Communications Equipment - 2.74% | | | | |
F5 Networks, Inc. (I) | | 27,013 | | 1,507,325 |
Harmonic, Inc. (I) | | 131,592 | | 863,244 |
Polycom, Inc. (I) | | 57,520 | | 1,501,847 |
| | | |
|
| | | | 3,872,416 |
Electronic Equipment, Instruments & Components - 2.06% | | |
Cogent, Inc. (I) | | 102,255 | | 1,012,325 |
Coherent, Inc. (I) | | 25,713 | | 817,416 |
| | |
The accompanying notes are an integral part of the financial statements. | 199 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Company Growth Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Electronic Equipment, Instruments & | | | | |
Components (continued) | | | | |
Tech Data Corp. (I) | | 25,114 | $ | 1,075,884 |
| | | |
|
| | | | 2,905,625 |
Internet Software & Services - 3.08% | | | | |
GSI Commerce, Inc. (I) | | 42,322 | | 1,056,780 |
Open Text Corp. (I) | | 25,938 | | 1,261,624 |
The Knot, Inc. (I) | | 91,341 | | 698,759 |
VistaPrint NV (I)(L) | | 23,036 | | 1,329,638 |
| | | |
|
| | | | 4,346,801 |
IT Services - 2.02% | | | | |
Alliance Data Systems Corp. (I)(L) | | 16,674 | | 924,407 |
Global Payments, Inc. | | 23,194 | | 992,935 |
SRA International, Inc., Class A (I) | | 48,644 | | 927,155 |
| | | |
|
| | | | 2,844,497 |
Semiconductors & Semiconductor Equipment - 5.71% | | |
Advanced Energy Industries, Inc. (I)(L) | | 81,701 | | 1,186,299 |
Cabot Microelectronics Corp. (I) | | 31,225 | | 1,105,365 |
Cymer, Inc. (I) | | 19,535 | | 611,836 |
Hittite Microwave Corp. (I) | | 27,315 | | 1,140,128 |
Microsemi Corp. (I) | | 70,079 | | 1,086,925 |
Monolithic Power Systems, Inc. (I) | | 41,548 | | 843,840 |
ON Semiconductor Corp. (I) | | 132,556 | | 1,055,146 |
Power Integrations, Inc. | | 28,443 | | 1,022,810 |
| | | |
|
| | | | 8,052,349 |
Software - 11.92% | | | | |
ANSYS, Inc. (I) | | 26,363 | | 1,156,281 |
Aspen Technology, Inc. (I) | | 102,142 | | 919,278 |
Blackboard, Inc. (I)(L) | | 25,943 | | 1,013,852 |
Commvault Systems, Inc. (I) | | 46,600 | | 1,020,540 |
Informatica Corp. (I) | | 76,331 | | 1,947,967 |
Lawson Software, Inc. (I) | | 156,731 | | 943,521 |
Manhattan Associates, Inc. (I) | | 48,087 | | 1,215,158 |
MICROS Systems, Inc. (I)(L) | | 40,161 | | 1,206,436 |
NICE Systems, Ltd., SADR (I) | | 43,395 | | 1,334,830 |
Pegasystems, Inc. | | 303 | | 10,908 |
Quest Software, Inc. (I) | | 63,911 | | 1,076,900 |
SonicWALL, Inc. (I) | | 122,698 | | 982,811 |
SuccessFactors, Inc. (I)(L) | | 62,033 | | 1,123,418 |
Sybase, Inc. (I)(L) | | 37,025 | | 1,643,540 |
Websense, Inc. (I) | | 57,324 | | 1,230,173 |
| | | |
|
| | | | 16,825,613 |
| | | |
|
| | | | 38,847,301 |
Materials - 2.73% | | | | |
Chemicals - 1.27% | | | | |
Calgon Carbon Corp. (I)(L) | | 50,029 | | 775,950 |
Intrepid Potash, Inc. (I)(L) | | 37,144 | | 1,022,203 |
| | | |
|
| | | | 1,798,153 |
Containers & Packaging - 0.91% | | | | |
Greif, Inc., Class A | | 24,984 | | 1,280,180 |
Metals & Mining - 0.55% | | | | |
Carpenter Technology Corp. | | 26,062 | | 778,472 |
| | | |
|
| | | | 3,856,805 |
Telecommunication Services - 1.13% | | | | |
Wireless Telecommunication Services - 1.13% | | | | |
SBA Communications Corp. (I)(L) | | 44,980 | | 1,590,493 |
| | | | |
Small Company Growth Fund (continued) | |
| | Shares or | |
| | Principal | |
| | Amount | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Utilities - 0.97% | | | | |
Electric Utilities - 0.97% | | | | |
ITC Holdings Corp. (L) | | 25,638 | $ | 1,368,556 |
|
TOTAL COMMON STOCKS (Cost $120,065,974) | | $ | 136,883,827 |
|
SHORT-TERM INVESTMENTS - 28.73% | | | |
Short-Term Securities* - 4.19% | | | | |
State Street Institutional Liquid Reserves | | | | |
Fund, 0.1176% | $ | 5,914,117 | | 5,914,117 |
Securities Lending Collateral - 24.54% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1869% (W)(Y) | | 3,458,789 | | 34,622,823 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $40,518,355) | $ | 40,536,940 |
|
Total Investments (Small Company Growth Fund) | | | |
(Cost $160,584,329) - 125.75% | | | $ | 177,420,767 |
Other assets and liabilities, net - (25.75%) | | | (36,335,346) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 141,085,421 |
| | |
| | | | |
Small Company Value Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 94.52% | | | | |
Consumer Discretionary - 11.79% | | | | |
Auto Components - 0.87% | | | | |
Drew Industries, Inc. (I) | | 150,400 | $ | 3,484,768 |
Automobiles - 0.58% | | | | |
Winnebago Industries, Inc. (I)(L) | | 197,800 | | 2,310,304 |
Diversified Consumer Services - 1.63% | | | | |
Corinthian Colleges, Inc. (I)(L) | | 121,100 | | 1,964,242 |
Matthews International Corp., Class A | | 135,200 | | 4,531,904 |
| | | |
|
| | | | 6,496,146 |
Hotels, Restaurants & Leisure - 0.87% | | | | |
Orient Express Hotels, Ltd., Class A (I)(L) | | 302,900 | | 3,462,147 |
Household Durables - 1.77% | | | | |
CSS Industries, Inc. | | 82,200 | | 1,387,536 |
Ethan Allen Interiors, Inc. (L) | | 29,863 | | 476,613 |
M/I Homes, Inc. (I)(L) | | 87,700 | | 1,126,945 |
Meritage Homes Corp. (I) | | 145,500 | | 3,112,245 |
Stanley Furniture Company, Inc. (I) | | 111,600 | | 937,440 |
| | | |
|
| | | | 7,040,779 |
Leisure Equipment & Products - 0.64% | | | | |
Pool Corp. (L) | | 128,100 | | 2,559,438 |
Media - 0.51% | | | | |
Ascent Media Corp., Class A (I) | | 53,700 | | 1,396,200 |
Saga Communications, Inc., Class A (I) | | 43,000 | | 621,780 |
| | | |
|
| | | | 2,017,980 |
Multiline Retail - 0.38% | | | | |
Fred’s, Inc., Class A | | 148,300 | | 1,534,905 |
Specialty Retail - 4.25% | | | | |
Aaron, Inc., Class B (L) | | 273,000 | | 8,099,910 |
Haverty Furniture Companies, Inc. (L) | | 185,700 | | 2,466,096 |
MarineMax, Inc. (I) | | 145,200 | | 1,536,216 |
Stein Mart, Inc. (I) | | 262,900 | | 2,147,893 |
The Men’s Wearhouse, Inc. | | 127,100 | | 2,714,856 |
| | | |
|
| | | | 16,964,971 |
| | |
The accompanying notes are an integral part of the financial statements. | 200 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Company Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Textiles, Apparel & Luxury Goods - 0.29% | | | | |
Culp, Inc. (I) | | 87,600 | $ | 1,140,552 |
| | | |
|
| | | | 47,011,990 |
Consumer Staples - 1.78% | | | | |
Food & Staples Retailing - 1.32% | | | | |
Casey’s General Stores, Inc. | | 89,700 | | 2,727,777 |
Nash Finch Company | | 71,600 | | 2,525,332 |
| | | |
|
| | | | 5,253,109 |
Tobacco - 0.46% | | | | |
Alliance One International, Inc. (I)(L) | | 361,800 | | 1,856,034 |
| | | |
|
| | | | 7,109,143 |
Energy - 6.81% | | | | |
Energy Equipment & Services - 2.15% | | | | |
Atwood Oceanics, Inc. (I) | | 56,500 | | 1,890,490 |
CARBO Ceramics, Inc. (L) | | 49,100 | | 2,996,573 |
Hercules Offshore, Inc. (I)(L) | | 154,700 | | 566,202 |
TetraTechnologies, Inc. (I) | | 254,000 | | 2,560,320 |
Union Drilling, Inc. (I) | | 84,619 | | 565,255 |
| | | |
|
| | | | 8,578,840 |
Oil, Gas & Consumable Fuels - 4.66% | | | | |
Arena Resources, Inc. (I) | | 59,900 | | 2,481,657 |
Cloud Peak Energy, Inc. (I) | | 68,500 | | 1,041,885 |
Forest Oil Corp. (I) | | 89,500 | | 2,425,450 |
Mariner Energy, Inc. (I) | | 112,400 | | 1,688,248 |
Penn Virginia Corp. | | 198,300 | | 5,016,990 |
Whiting Petroleum Corp. (I) | | 79,100 | | 5,920,635 |
| | | |
|
| | | | 18,574,865 |
| | | |
|
| | | | 27,153,705 |
Financials - 20.57% | | | | |
Commercial Banks - 5.07% | | | | |
East West Bancorp, Inc. | | 180,800 | | 3,167,616 |
Glacier Bancorp, Inc. (L) | | 165,300 | | 2,396,850 |
Home Bancshares, Inc. (L) | | 131,300 | | 3,187,964 |
Signature Bank (I) | | 63,000 | | 2,345,490 |
SVB Financial Group (I)(L) | | 123,600 | | 5,507,616 |
Wintrust Financial Corp. (L) | | 106,500 | | 3,625,260 |
| | | |
|
| | | | 20,230,796 |
Diversified Financial Services - 4.16% | | | | |
Ares Capital Corp. (L) | | 356,000 | | 4,652,920 |
Compass Diversified Trust | | 163,700 | | 2,190,306 |
Hercules Technology Growth Capital, Inc. | | 222,800 | | 2,192,352 |
JMP Group, Inc. | | 115,300 | | 890,116 |
Kohlberg Capital Corp. (L) | | 207,267 | | 936,847 |
Piper Jaffray Companies, Inc. (I) | | 45,200 | | 1,956,708 |
Stifel Financial Corp. (I) | | 68,600 | | 3,752,420 |
| | | |
|
| | | | 16,571,669 |
Insurance - 4.16% | | | | |
Employers Holdings, Inc. | | 85,300 | | 1,124,254 |
Markel Corp. (I) | | 7,300 | | 2,575,075 |
Max Capital Group, Ltd. | | 154,000 | | 3,717,560 |
National Interstate Corp. | | 120,600 | | 2,112,912 |
ProAssurance Corp. (I) | | 132,500 | | 7,064,900 |
| | | |
|
| | | | 16,594,701 |
Real Estate Investment Trusts - 7.18% | | | | |
Acadia Realty Trust | | 98,600 | | 1,649,578 |
CBL & Associates Properties, Inc. (L) | | 413,100 | | 4,911,759 |
Cedar Shopping Centers, Inc. | | 194,600 | | 1,282,414 |
First Potomac Realty Trust | | 149,300 | | 2,042,424 |
Hatteras Financial Corp. (L) | | 97,600 | | 2,534,672 |
| | | | |
Small Company Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Real Estate Investment Trusts (continued) | | | | |
Kilroy Realty Corp. (L) | | 140,800 | $ | 3,988,864 |
LaSalle Hotel Properties (L) | | 165,200 | | 3,206,532 |
Parkway Properties, Inc. | | 70,200 | | 1,165,320 |
Potlatch Corp. (L) | | 101,600 | | 3,354,832 |
Redwood Trust, Inc. | | 137,500 | | 1,959,375 |
Washington Real Estate Investment Trust (L) | | 90,300 | | 2,515,758 |
| | | |
|
| | | | 28,611,528 |
| | | |
|
| | | | 82,008,694 |
Health Care - 6.47% | | | | |
Biotechnology - 0.63% | | | | |
Exelixis, Inc. (I)(L) | | 245,000 | | 1,585,150 |
Myriad Genetics, Inc. (I) | | 40,700 | | 936,100 |
| | | |
|
| | | | 2,521,250 |
Health Care Equipment & Supplies - 2.26% | | | | |
Analogic Corp. | | 41,300 | | 1,705,690 |
AngioDynamics, Inc. (I) | | 117,900 | | 1,917,054 |
Quidel Corp. (I) | | 115,400 | | 1,507,124 |
West Pharmaceutical Services, Inc. | | 99,100 | | 3,859,945 |
| | | |
|
| | | | 8,989,813 |
Health Care Providers & Services - 3.58% | | | | |
Landauer, Inc. | | 41,300 | | 2,509,801 |
National Healthcare Corp. | | 72,100 | | 2,652,559 |
Owens & Minor, Inc. | | 162,600 | | 7,260,090 |
Triple-S Management Corp., Class B (I) | | 107,500 | | 1,862,975 |
| | | |
|
| | | | 14,285,425 |
| | | |
|
| | | | 25,796,488 |
Industrials - 24.32% | | | | |
Aerospace & Defense - 0.16% | | | | |
Kratos Defense & Security Solutions, Inc. (I) | | 49,300 | | 644,844 |
Air Freight & Logistics - 0.76% | | | | |
UTI Worldwide, Inc. | | 202,700 | | 3,026,311 |
Airlines - 0.91% | | | | |
Alaska Air Group, Inc. (I) | | 103,300 | | 3,615,500 |
Building Products - 2.07% | | | | |
Ameron International Corp. | | 49,900 | | 3,436,613 |
Gibraltar Industries, Inc. (I)(L) | | 164,500 | | 1,921,360 |
Universal Forest Products, Inc. | | 82,100 | | 2,893,204 |
| | | |
|
| | | | 8,251,177 |
Commercial Services & Supplies - 2.74% | | | | |
G & K Services, Inc., Class A | | 98,800 | | 2,467,036 |
McGrath Rentcorp | | 182,100 | | 4,355,832 |
Waste Connections, Inc. (I) | | 121,400 | | 4,081,468 |
| | | |
|
| | | | 10,904,336 |
Construction & Engineering - 1.80% | | | | |
Comfort Systems USA, Inc. | | 146,900 | | 1,721,668 |
Insituform Technologies, Inc., Class A (I) | | 180,300 | | 4,428,168 |
Sterling Construction Company, Inc. (I) | | 53,100 | | 1,042,353 |
| | | |
|
| | | | 7,192,189 |
Electrical Equipment - 2.26% | | | | |
Belden, Inc. | | 118,500 | | 2,509,830 |
C & D Technologies, Inc. (I)(L) | | 159,700 | | 263,505 |
Franklin Electric, Inc. | | 31,100 | | 886,972 |
Woodward Governor Company (L) | | 186,500 | | 5,369,335 |
| | | |
|
| | | | 9,029,642 |
Machinery - 4.71% | | | | |
Astec Industries, Inc. (I) | | 54,600 | | 1,326,234 |
Cascade Corp. | | 57,500 | | 1,588,150 |
| | |
The accompanying notes are an integral part of the financial statements. | 201 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Company Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Machinery (continued) | | | | |
Circor International, Inc. | | 74,400 | $ | 2,299,704 |
IDEX Corp. | | 128,425 | | 3,981,175 |
Nordson Corp. | | 99,800 | | 6,566,840 |
Robbins & Myers, Inc. | | 124,900 | | 3,018,833 |
| | | |
|
| | | | 18,780,936 |
Marine - 1.24% | | | | |
Kirby Corp. (I)(L) | | 149,400 | | 4,931,694 |
Professional Services - 1.84% | | | | |
FTI Consulting, Inc. (I)(L) | | 82,600 | | 3,034,724 |
Navigant Consulting Company (I) | | 209,300 | | 2,434,159 |
On Assignment, Inc. (I) | | 281,200 | | 1,853,108 |
| | | |
|
| | | | 7,321,991 |
Road & Rail - 3.86% | | | | |
Dollar Thrifty Automotive Group, Inc. (I)(L) | | 83,800 | | 2,517,352 |
Genesee & Wyoming, Inc., Class A (I) | | 150,900 | | 4,806,165 |
Landstar System, Inc. | | 202,100 | | 8,061,769 |
| | | |
|
| | | | 15,385,286 |
Trading Companies & Distributors - 1.97% | | | | |
Beacon Roofing Supply, Inc. (I) | | 340,200 | | 5,919,480 |
Kaman Corp., Class A | | 81,200 | | 1,944,740 |
| | | |
|
| | | | 7,864,220 |
| | | |
|
| | | | 96,948,126 |
Information Technology - 9.91% | | | | |
Communications Equipment - 1.18% | | | | |
Ixia (I) | | 276,100 | | 2,137,014 |
Palm, Inc. (I)(L) | | 207,000 | | 1,262,700 |
Sonus Networks, Inc. (I) | | 601,800 | | 1,281,834 |
| | | |
|
| | | | 4,681,548 |
Computers & Peripherals - 0.40% | | | | |
Xyratex, Ltd. (I) | | 121,900 | | 1,610,299 |
Electronic Equipment, Instruments & Components - 2.65% | | |
Electro Rent Corp. | | 200,000 | | 2,326,000 |
Littelfuse, Inc. (I) | | 85,500 | | 3,042,945 |
Methode Electronics, Inc. | | 71,500 | | 889,460 |
Newport Corp. (I) | | 124,600 | | 1,313,284 |
SYNNEX Corp. (I)(L) | | 105,000 | | 3,007,200 |
| | | |
|
| | | | 10,578,889 |
IT Services - 0.26% | | | | |
StarTek, Inc. (I) | | 160,412 | | 1,047,490 |
Semiconductors & Semiconductor Equipment - 3.44% | | |
Advanced Energy Industries, Inc. (I)(L) | | 180,200 | | 2,616,504 |
ATMI, Inc. (I) | | 84,400 | | 1,421,296 |
Brooks Automation, Inc. (I) | | 215,500 | | 1,861,920 |
Cabot Microelectronics Corp. (I) | | 41,300 | | 1,462,020 |
FormFactor, Inc. (I) | | 108,900 | | 1,791,405 |
Microsemi Corp. (I) | | 137,500 | | 2,132,625 |
Teradyne, Inc. (I)(L) | | 242,500 | | 2,422,575 |
| | | |
|
| | | | 13,708,345 |
Software - 1.98% | | | | |
Progress Software Corp. (I) | | 153,800 | | 4,309,476 |
Symyx Technologies, Inc. (I) | | 150,900 | | 657,924 |
Websense, Inc. (I) | | 136,200 | | 2,922,852 |
| | | |
|
| | | | 7,890,252 |
| | | |
|
| | | | 39,516,823 |
Materials - 8.65% | | | | |
Chemicals - 1.55% | | | | |
American Vanguard Corp. (L) | | 154,600 | | 997,170 |
| | | | |
Small Company Value Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Chemicals (continued) | | | | |
Arch Chemicals, Inc. | | 111,300 | $ | 3,435,831 |
Innospec, Inc. (I)(L) | | 162,200 | | 1,727,430 |
| | | |
|
| | | | 6,160,431 |
Containers & Packaging - 1.93% | | | | |
AptarGroup, Inc. | | 143,900 | | 5,544,467 |
Myers Industries, Inc. | | 233,605 | | 2,165,518 |
| | | |
|
| | | | 7,709,985 |
Metals & Mining - 3.26% | | | | |
AMCOL International Corp. (L) | | 67,200 | | 1,709,568 |
Carpenter Technology Corp. | | 99,900 | | 2,984,013 |
Franco-Nevada Corp. | | 92,900 | | 2,417,413 |
Royal Gold, Inc. | | 63,502 | | 2,853,780 |
Sims Group, Ltd. (L) | | 176,100 | | 3,053,574 |
| | | |
|
| | | | 13,018,348 |
Paper & Forest Products - 1.91% | | | | |
Clearwater Paper Corp. (I) | | 53,200 | | 2,567,432 |
Deltic Timber Corp. | | 69,600 | | 3,197,424 |
Wausau Paper Corp. (I) | | 219,100 | | 1,853,586 |
| | | |
|
| | | | 7,618,442 |
| | | |
|
| | | | 34,507,206 |
Telecommunication Services - 0.52% | | | | |
Diversified Telecommunication Services - 0.52% | | | | |
Premiere Global Services, Inc. (I) | | 273,100 | | 2,053,712 |
Utilities - 3.70% | | | | |
Electric Utilities - 1.91% | | | | |
Cleco Corp. | | 141,700 | | 3,576,508 |
El Paso Electric Company (I) | | 162,400 | | 3,267,488 |
Empire District Electric Company (L) | | 42,900 | | 768,339 |
| | | |
|
| | | | 7,612,335 |
Gas Utilities - 0.68% | | | | |
Southwest Gas Corp. | | 94,400 | | 2,697,952 |
Multi-Utilities - 1.11% | | | | |
Black Hills Corp. (L) | | 103,400 | | 2,881,758 |
Vectren Corp. | | 66,900 | | 1,555,425 |
| | | |
|
| | | | 4,437,183 |
| | | |
|
| | | | 14,747,470 |
|
TOTAL COMMON STOCKS (Cost $346,498,269) | | | $ | 376,853,357 |
|
PREFERRED STOCKS - 1.98% | | | | |
Energy - 0.59% | | | | |
Oil, Gas & Consumable Fuels - 0.59% | | | | |
Whiting Petroleum Corp. 6.250% | | 12,800 | | 2,342,400 |
Financials - 1.39% | | | | |
Commercial Banks - 0.71% | | | | |
East West Bancorp., Inc., Series A 8.000% | | 2,114 | | 2,824,283 |
Insurance - 0.68% | | | | |
Assured Guaranty, Ltd. 8.500% | | 32,400 | | 2,737,800 |
| | | |
|
| | | | 5,562,083 |
|
TOTAL PREFERRED STOCKS (Cost $5,036,654) | | | $ | 7,904,483 |
|
INVESTMENT COMPANIES - 0.73% | | | | |
Investment Companies - 0.73% | | | | |
First Opportunity Fund, Inc. | | 210,500 | | 1,336,675 |
| | |
The accompanying notes are an integral part of the financial statements. | 202 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Small Company Value Fund (continued) | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
INVESTMENT COMPANIES (continued) | | | |
Investment Companies (continued) | | | | |
iShares Russell 2000 Value Index Fund (L) | 27,000 | $ | 1,592,730 |
| | | |
|
| | | | 2,929,405 |
|
TOTAL INVESTMENT COMPANIES (Cost $4,224,066) | $ | 2,929,405 |
|
SHORT-TERM INVESTMENTS - 22.53% | | | |
Short-Term Securities* - 2.78% | | | | |
State Street Institutional US Government | | | | |
Money Market Fund, 0.03489% | $ | 727,658 | | 727,658 |
T. Rowe Price Reserve Investment | | | | |
Fund, 0.25404% | | 10,347,576 | | 10,347,576 |
| | | |
|
| | | | 11,075,234 |
Securities Lending Collateral - 19.75% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 7,867,865 | | 78,758,111 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $89,802,552) | $ | 89,833,345 |
|
Total Investments (Small Company Value Fund) | | | |
(Cost $445,561,541) - 119.76% | | | $ | 477,520,590 |
Other assets and liabilities, net - (19.76%) | | | (78,802,950) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 398,717,640 |
| | | |
|
| | | | |
Smaller Company Growth Fund | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 97.30% | | | | |
Consumer Discretionary - 16.15% | | | | |
Auto Components - 0.75% | | | | |
American Axle & Manufacturing | | | | |
Holdings, Inc. (I) | | 3,474 | $ | 34,080 |
Amerigon, Inc. (I) | | 25,910 | | 253,400 |
ArvinMeritor, Inc. (I)(L) | | 1,370 | | 15,974 |
Drew Industries, Inc. (I) | | 16,991 | | 393,681 |
Exide Technologies (I) | | 4,195 | | 24,121 |
Federal Mogul Corp. (I) | | 586 | | 11,327 |
Fuel Systems Solutions, Inc. (I)(L) | | 781 | | 21,782 |
Gentex Corp. | | 7,648 | | 148,448 |
Modine Manufacturing Company (I) | | 1,283 | | 12,060 |
Raser Technologies, Inc. (I)(L) | | 3,737 | | 3,961 |
Spartan Motors, Inc. | | 628 | | 3,523 |
Tenneco, Inc. (I) | | 3,294 | | 66,407 |
TRW Automotive Holdings Corp. (I) | | 3,917 | | 105,250 |
Westport Innovations, Inc. (I) | | 17,480 | | 242,448 |
Wonder Auto Technology, Inc. (I) | | 1,006 | | 9,969 |
| | | |
|
| | | | 1,346,431 |
Automobiles - 0.04% | | | | |
Thor Industries, Inc. | | 2,000 | | 67,860 |
Distributors - 0.83% | | | | |
LKQ Corp. (I) | | 77,700 | | 1,487,955 |
Diversified Consumer Services - 0.96% | | | | |
American Public Education, Inc. (I)(L) | | 8,825 | | 381,770 |
Brink’s Home Security Holdings, Inc. (I) | | 2,541 | | 106,340 |
Capella Education Company (I) | | 788 | | 65,459 |
Career Education Corp. (I)(L) | | 3,121 | | 86,826 |
ChinaCast Education Corp. (I) | | 34,521 | | 248,551 |
Coinstar, Inc. (I)(L) | | 1,724 | | 51,168 |
Corinthian Colleges, Inc. (I)(L) | | 4,618 | | 74,904 |
Grand Canyon Education, Inc. (I)(L) | | 21,056 | | 457,968 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Diversified Consumer Services (continued) | | | | |
K12, Inc. (I) | | 975 | $ | 19,627 |
Lincoln Educational Services Corp. (I) | | 750 | | 16,725 |
Matthews International Corp., Class A | | 1,683 | | 56,414 |
Pre-Paid Legal Services, Inc. (I)(L) | | 395 | | 16,448 |
Sotheby’s (L) | | 3,712 | | 90,202 |
Steiner Leisure, Ltd. (I) | | 769 | | 33,044 |
Universal Technical Institute, Inc. (I)(L) | | 1,118 | | 28,241 |
| | | |
|
| | | | 1,733,687 |
Hotels, Restaurants & Leisure - 1.69% | | | | |
AFC Enterprises, Inc. (I) | | 1,432 | | 11,599 |
Ambassadors Group, Inc. | | 951 | | 10,737 |
Bally Technologies, Inc. (I) | | 10,572 | | 437,787 |
BJ’s Restaurants, Inc. (I)(L) | | 17,191 | | 367,887 |
Buffalo Wild Wings, Inc. (I)(L) | | 950 | | 41,753 |
California Pizza Kitchen, Inc. (I) | | 1,275 | | 19,814 |
CEC Entertainment, Inc. (I) | | 1,262 | | 44,233 |
Choice Hotels International, Inc. | | 908 | | 30,000 |
Denny’s Corp. (I) | | 5,421 | | 14,908 |
DineEquity, Inc. (I) | | 829 | | 24,323 |
Interval Leisure Group, Inc. (I) | | 2,196 | | 31,535 |
Isle of Capri Casinos, Inc. (I) | | 985 | | 7,368 |
Krispy Kreme Doughnuts, Inc. (I) | | 3,222 | | 11,309 |
Life Time Fitness, Inc. (I)(L) | | 2,067 | | 52,419 |
Monarch Casino & Resort, Inc. (I) | | 356 | | 2,752 |
Morgans Hotel Group Company (I) | | 1,498 | | 6,352 |
O’Charley’s, Inc. (I) | | 22,334 | | 180,682 |
P.F. Chang’s China Bistro, Inc. (I)(L) | | 1,220 | | 51,777 |
Panera Bread Company (I) | | 1,674 | | 121,850 |
Papa John’s International, Inc. (I) | | 1,261 | | 30,781 |
Peets Coffee & Tea, Inc. (I) | | 721 | | 26,216 |
Pinnacle Entertainment, Inc. (I) | | 1,180 | | 8,531 |
Scientific Games Corp. (I) | | 3,882 | | 65,567 |
Shuffle Master, Inc. (I) | | 2,975 | | 24,455 |
Sonic Corp. (I) | | 3,220 | | 27,338 |
Texas Roadhouse, Inc., Class A (I) | | 33,141 | | 445,084 |
The Cheesecake Factory, Inc. (I) | | 19,005 | | 449,468 |
Vail Resorts, Inc. (I) | | 915 | | 32,949 |
WMS Industries, Inc. (I) | | 12,518 | | 474,808 |
| | | |
|
| | | | 3,054,282 |
Household Durables - 0.55% | | | | |
Hovnanian Enterprises, Inc., Class A (I)(L) | | 2,988 | | 11,623 |
iRobot Corp. (I)(L) | | 1,042 | | 16,870 |
Jarden Corp. | | 15,540 | | 498,212 |
M/I Homes, Inc. (I) | | 494 | | 6,348 |
Meritage Homes Corp. (I) | | 591 | | 12,641 |
National Presto Industries, Inc. | | 2,375 | | 299,630 |
Ryland Group, Inc. | | 1,216 | | 27,591 |
Tempur-Pedic International, Inc. (I) | | 3,744 | | 106,330 |
Universal Electronics, Inc. (I) | | 760 | | 17,168 |
| | | |
|
| | | | 996,413 |
Internet & Catalog Retail - 0.10% | | | | |
1-800-Flowers.com, Inc., Class A (I) | | 1,510 | | 3,065 |
Blue Nile, Inc. (I) | | 808 | | 41,402 |
Gaiam, Inc., Class A (I) | | 902 | | 6,296 |
HSN, Inc. (I) | | 822 | | 17,805 |
NutriSystem, Inc. (L) | | 1,546 | | 29,915 |
Orbitz Worldwide, Inc. (I) | | 2,115 | | 12,584 |
Overstock.com, Inc. (I) | | 887 | | 10,919 |
PetMed Express, Inc. (L) | | 1,267 | | 24,542 |
Shutterfly, Inc. (I) | | 1,072 | | 20,572 |
Stamps.com, Inc. (I) | | 701 | | 6,351 |
| | | |
|
| | | | 173,451 |
| | |
The accompanying notes are an integral part of the financial statements. | 203 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Leisure Equipment & Products - 0.15% | | | | |
Brunswick Corp. | | 3,185 | $ | 36,755 |
Callaway Golf Company | | 1,810 | | 14,353 |
Eastman Kodak Company (I)(L) | | 9,673 | | 57,458 |
Leapfrog Enterprises, Inc. (I) | | 702 | | 3,826 |
Marine Products Corp. (I) | | 413 | | 2,779 |
Polaris Industries, Inc. (L) | | 1,724 | | 78,856 |
Pool Corp. | | 2,717 | | 54,286 |
Smith & Wesson Holding Corp. (I)(L) | | 3,004 | | 12,827 |
Sturm Ruger & Company, Inc. | | 384 | | 4,516 |
| | | |
|
| | | | 265,656 |
Media - 0.78% | | | | |
Arbitron, Inc. (L) | | 1,472 | | 31,648 |
CKX, Inc. (I) | | 2,351 | | 9,804 |
CTC Media, Inc. | | 2,533 | | 43,314 |
Dolan Media Company (I) | | 1,267 | | 13,202 |
Dreamworks Animation SKG, Inc. (I) | | 1,317 | | 57,237 |
Fisher Communications, Inc. (I) | | 402 | | 5,712 |
Imax Corp. (I) | | 31,570 | | 423,354 |
John Wiley & Sons, Inc. | | 2,445 | | 102,641 |
Knology, Inc. (I) | | 1,702 | | 19,488 |
Liberty Media Corp., Capital Series A (I) | | 3,256 | | 110,183 |
LIN TV Corp. (I) | | 1,601 | | 8,181 |
Lions Gate Entertainment Corp. (I) | | 2,303 | | 12,551 |
Live Nation Entertainment, Inc. (I) | | 4,880 | | 63,391 |
Madison Square Garden, Inc. (I) | | 3,420 | | 66,690 |
Martha Stewart Living Omnimedia, | | | | |
Inc., Class A (I)(L) | | 1,475 | | 7,891 |
Mediacom Communications Corp., Class A (I) | | 2,289 | | 10,621 |
Morningstar, Inc. (I) | | 1,078 | | 47,540 |
National CineMedia, Inc. | | 2,337 | | 37,602 |
Outdoor Channel Holdings, Inc. (I) | | 392 | | 2,238 |
RCN Corp. (I) | | 1,983 | | 21,773 |
Sirius XM Radio, Inc. (I)(L) | | 214,112 | | 218,394 |
The New York Times Company (I)(L) | | 4,924 | | 53,869 |
Valassis Communications, Inc. (I) | | 1,737 | | 44,502 |
| | | |
|
| | | | 1,411,826 |
Multiline Retail - 1.85% | | | | |
99 Cents Only Stores (I) | | 5,580 | | 92,070 |
Big Lots, Inc. (I) | | 19,385 | | 649,398 |
Kohl’s Corp. (I) | | 47,600 | | 2,561,832 |
Retail Ventures, Inc. (I) | | 1,649 | | 14,742 |
Saks, Inc. (I)(L) | | 2,679 | | 18,699 |
| | | |
|
| | | | 3,336,741 |
Specialty Retail - 6.41% | | | | |
Aaron, Inc., Class B (L) | | 18,123 | | 537,709 |
Aeropostale, Inc. (I) | | 3,727 | | 131,787 |
AnnTaylor Stores Corp. (I)(L) | | 3,261 | | 56,122 |
Blockbuster, Inc. (I)(L) | | 6,316 | | 1,898 |
Blockbuster, Inc. (I) | | 1,953 | | 410 |
Charming Shoppes, Inc. (I) | | 2,244 | | 13,352 |
Chico’s FAS, Inc. | | 190,369 | | 2,579,500 |
Children’s Place Retail Stores, Inc. (I)(L) | | 1,290 | | 49,291 |
Citi Trends, Inc. (I) | | 815 | | 24,238 |
Coldwater Creek, Inc. (I) | | 3,298 | | 17,117 |
Dick’s Sporting Goods, Inc. (I) | | 4,962 | | 120,725 |
Dress Barn, Inc. (I)(L) | | 20,413 | | 507,467 |
DSW, Inc., Class A (I)(L) | | 412 | | 11,095 |
Genesco, Inc. (I) | | 14,824 | | 354,738 |
Gymboree Corp. (I)(L) | | 9,682 | | 421,167 |
hhgregg, Inc. (I) | | 15,453 | | 322,504 |
Hibbett Sports, Inc. (I)(L) | | 20,572 | | 473,362 |
Hot Topic, Inc. (I) | | 2,458 | | 15,903 |
J. Crew Group, Inc. (I) | | 3,334 | | 140,295 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Specialty Retail (continued) | | | | |
Jo-Ann Stores, Inc. (I) | | 95 | $ | 3,596 |
Jos. A. Bank Clothiers, Inc. (I)(L) | | 10,796 | | 482,905 |
Lumber Liquidators Holdings, Inc. (I) | | 1,207 | | 26,771 |
Monro Muffler Brake, Inc. | | 13,490 | | 470,261 |
New York & Company, Inc. (I) | | 1,479 | | 5,487 |
Office Depot, Inc. (I) | | 9,908 | | 71,536 |
OfficeMax, Inc. (I) | | 4,233 | | 67,601 |
Pacific Sunwear of California, Inc. (I) | | 1,836 | | 8,225 |
Penske Auto Group, Inc. (I)(L) | | 21,638 | | 314,833 |
Pier 1 Imports, Inc. (I) | | 2,540 | | 15,519 |
Sally Beauty Holdings, Inc. (I)(L) | | 4,552 | | 37,281 |
Shoe Carnival, Inc. (I) | | 7,125 | | 129,889 |
Systemax, Inc. | | 13,133 | | 214,068 |
Talbots, Inc. (I)(L) | | 688 | | 7,458 |
The Buckle, Inc. | | 771 | | 22,567 |
The Finish Line, Inc. (L) | | 33,940 | | 410,335 |
The Pep Boys - Manny, Moe & Jack | | 43,150 | | 409,925 |
The Wet Seal, Inc., Class A (I) | | 5,118 | | 20,523 |
Tractor Supply Company | | 43,505 | | 2,380,594 |
Ulta Salon, Cosmetics & Fragrance, Inc. (I) | | 16,428 | | 301,125 |
Williams-Sonoma, Inc. | | 16,210 | | 347,867 |
Zale Corp. (I)(L) | | 642 | | 1,522 |
Zumiez, Inc. (I)(L) | | 1,175 | | 16,850 |
| | | |
|
| | | | 11,545,418 |
Textiles, Apparel & Luxury Goods - 2.04% | | | | |
American Apparel, Inc. (I) | | 1,802 | | 5,064 |
Carter’s, Inc. (I) | | 17,215 | | 493,382 |
Crocs, Inc. (I) | | 4,754 | | 33,516 |
Deckers Outdoor Corp. (I) | | 4,843 | | 582,129 |
FGX International Holdings, Ltd. (I) | | 814 | | 16,060 |
Fossil, Inc. (I) | | 8,432 | | 305,660 |
Fuqi International, Inc. (I)(L) | | 920 | | 16,974 |
Hanesbrands, Inc. (I) | | 5,280 | | 136,910 |
Iconix Brand Group, Inc. (I) | | 29,570 | | 385,297 |
K-Swiss, Inc., Class A (I) | | 751 | | 7,014 |
Liz Claiborne, Inc. (I) | | 2,636 | | 18,215 |
Lululemon Athletica, Inc. (I)(L) | | 2,146 | | 61,483 |
Maidenform Brands, Inc. (I) | | 24,329 | | 418,945 |
Phillips-Van Heusen Corp. | | 2,866 | | 124,728 |
Skechers U.S.A., Inc., Class A (I) | | 654 | | 20,097 |
Steven Madden, Ltd. (I) | | 10,373 | | 435,770 |
The Warnaco Group, Inc. (I) | | 12,353 | | 515,614 |
True Religion Apparel, Inc. (I)(L) | | 1,336 | | 32,812 |
Under Armour, Inc., Class A (I)(L) | | 1,881 | | 49,019 |
Volcom, Inc. (I) | | 958 | | 15,462 |
| | | |
|
| | | | 3,674,151 |
| | | |
|
| | | | 29,093,871 |
Consumer Staples - 1.81% | | | | |
Beverages - 0.32% | | | | |
Boston Beer Company, Inc. (I) | | 2,071 | | 98,000 |
Central European Distribution Corp. (I) | | 11,970 | | 399,200 |
Coca-Cola Bottling Company | | 167 | | 9,294 |
Cott Corp. (I) | | 10,181 | | 73,201 |
National Beverage Corp. | | 325 | | 3,705 |
| | | |
|
| | | | 583,400 |
Food & Staples Retailing - 0.18% | | | | |
Arden Group, Inc. | | 70 | | 7,105 |
BJ’s Wholesale Club, Inc. (I)(L) | | 2,002 | | 72,412 |
Great Atlantic & Pacific Tea | | | | |
Company, Inc. (I)(L) | | 1,268 | | 9,218 |
QKL Stores, Inc. (I) | | 17,250 | | 106,950 |
Rite Aid Corp. (I) | | 34,495 | | 52,432 |
| | |
The accompanying notes are an integral part of the financial statements. | 204 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Food & Staples Retailing (continued) | | | | |
Susser Holdings Corp. (I) | | 170 | $ | 1,425 |
United Natural Foods, Inc. (I) | | 2,279 | | 66,934 |
| | | |
|
| | | | 316,476 |
Food Products - 1.09% | | | | |
American Dairy, Inc. (I)(L) | | 602 | | 13,094 |
American Italian Pasta Company, Class A (I) | | 1,168 | | 45,318 |
Cal-Maine Foods, Inc. | | 360 | | 11,542 |
Calavo Growers, Inc. (L) | | 17,582 | | 311,026 |
Corn Products International, Inc. | | 2,077 | | 67,669 |
Darling International, Inc. (I) | | 52,695 | | 424,722 |
Diamond Foods, Inc. | | 7,144 | | 248,968 |
Flowers Foods, Inc. (L) | | 16,405 | | 418,163 |
Green Mountain Coffee Roasters, Inc. (I)(L) | | 1,938 | | 163,548 |
Smart Balance, Inc. (I) | | 3,302 | | 16,543 |
Tootsie Roll Industries, Inc. (L) | | 775 | | 21,088 |
TreeHouse Foods, Inc. (I) | | 4,561 | | 196,260 |
Zhongpin, Inc. (I) | | 1,531 | | 18,847 |
| | | |
|
| | | | 1,956,788 |
Personal Products - 0.21% | | | | |
American Oriental Bioengineering, Inc. (I) | | 1,259 | | 5,225 |
Bare Escentuals, Inc. (I) | | 3,574 | | 64,975 |
China Sky One Medical, Inc. (I) | | 608 | | 9,442 |
China-Biotics, Inc. (I) | | 310 | | 5,251 |
Herbalife, Ltd. | | 3,379 | | 135,329 |
NBTY, Inc. (I) | | 3,090 | | 140,286 |
Revlon, Inc. (I) | | 672 | | 10,073 |
USANA Health Sciences, Inc. (I) | | 340 | | 9,415 |
| | | |
|
| | | | 379,996 |
Tobacco - 0.01% | | | | |
Alliance One International, Inc. (I)(L) | | 4,696 | | 24,090 |
| | | |
|
| | | | 3,260,750 |
Energy - 7.89% | | | | |
Energy Equipment & Services - 3.40% | | | | |
Atwood Oceanics, Inc. (I) | | 3,209 | | 107,373 |
Basic Energy Services, Inc. (I) | | 1,257 | | 11,879 |
Bronco Drilling Company, Inc. (I) | | 1,435 | | 6,945 |
Cal Dive International, Inc. (I) | | 3,353 | | 23,639 |
CARBO Ceramics, Inc. | | 1,088 | | 66,401 |
Complete Production Services, Inc. (I) | | 3,325 | | 46,417 |
Core Laboratories NV (L) | | 4,452 | | 552,182 |
Dawson Geophysical Company (I) | | 3,825 | | 109,280 |
Dril-Quip, Inc. (I) | | 41,553 | | 2,273,780 |
Exterran Holdings, Inc. (I) | | 3,296 | | 74,984 |
Helix Energy Solutions Group, Inc (I) | | 3,586 | | 41,275 |
Hercules Offshore, Inc. (I)(L) | | 65,585 | | 240,041 |
Hornbeck Offshore Services, Inc. (I) | | 461 | | 8,704 |
Key Energy Services, Inc. (I) | | 36,147 | | 366,531 |
Lufkin Industries, Inc. | | 289 | | 21,111 |
Matrix Service Company (I) | | 1,454 | | 15,558 |
Natural Gas Services Group, Inc. (I) | | 16,413 | | 251,447 |
North American Energy Partners, Inc. (I) | | 41,860 | | 426,553 |
Oil States International, Inc. (I) | | 10,207 | | 439,105 |
OYO Geospace Corp. (I) | | 6,319 | | 272,096 |
Pioneer Drilling Company (I) | | 3,003 | | 21,441 |
RPC, Inc. (L) | | 1,638 | | 20,246 |
SEACOR Holdings, Inc. (I) | | 374 | | 28,566 |
Seahawk Drilling, Inc. (I) | | 651 | | 13,378 |
SulphCo, Inc. (I)(L) | | 1,906 | | 724 |
Superior Energy Services, Inc. (I) | | 4,341 | | 89,728 |
Superior Well Services, Inc. (I)(L) | | 1,278 | | 22,863 |
T-3 Energy Services, Inc. (I) | | 364 | | 8,641 |
Tesco Corp. (I) | | 1,776 | | 24,207 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Energy Equipment & Services (continued) | | | | |
TetraTechnologies, Inc. (I) | | 4,185 | $ | 42,185 |
Unit Corp. (I) | | 10,697 | | 464,999 |
Willbros Group, Inc. (I) | | 2,199 | | 33,205 |
| | | |
|
| | | | 6,125,484 |
Oil, Gas & Consumable Fuels - 4.49% | | | | |
Alon USA Energy, Inc. (L) | | 530 | | 3,710 |
Approach Resources, Inc. (I) | | 702 | | 5,834 |
Arena Resources, Inc. (I) | | 2,132 | | 88,329 |
Atlas Energy, Inc. (I) | | 4,119 | | 134,444 |
ATP Oil & Gas Corp. (I)(L) | | 2,531 | | 45,710 |
Bill Barrett Corp. (I)(L) | | 10,739 | | 364,159 |
BPZ Energy, Inc. (I)(L) | | 4,775 | | 37,341 |
Brigham Exploration Company (I)(L) | | 5,494 | | 90,211 |
Cabot Corp. | | 14,883 | | 432,500 |
Cabot Oil & Gas Corp. | | 49,000 | | 1,966,860 |
Cano Petroleum, Inc. (I) | | 56,060 | | 45,969 |
Carrizo Oil & Gas, Inc. (I)(L) | | 13,192 | | 315,685 |
Cheniere Energy, Inc. (I)(L) | | 3,039 | | 9,056 |
Clayton Williams Energy, Inc. (I) | | 438 | | 16,333 |
Clean Energy Fuels Corp. (I)(L) | | 1,823 | | 32,887 |
Comstock Resources, Inc. (I) | | 11,347 | | 391,698 |
Contango Oil & Gas Company (I) | | 703 | | 36,247 |
Crosstex Energy, Inc. (I) | | 1,442 | | 11,147 |
Delta Petroleum Corp. (I) | | 6,566 | | 9,192 |
Encore Acquisition Company (I) | | 2,928 | | 145,024 |
Endeavour International Corp. (I) | | 6,304 | | 7,754 |
Frontier Oil Corp. | | 5,808 | | 71,961 |
Georesources, Inc. (I) | | 8,220 | | 110,148 |
GMX Resources, Inc. (I)(L) | | 1,645 | | 15,134 |
Goodrich Petroleum Corp. (I)(L) | | 1,349 | | 25,995 |
Gran Tierra Energy, Inc. (I) | | 12,000 | | 65,880 |
Gulfport Energy Corp. (I) | | 1,557 | | 14,169 |
Holly Corp. | | 2,370 | | 60,862 |
International Coal Group, Inc. (I)(L) | | 52,375 | | 228,355 |
McMoran Exploration Company (I) | | 4,297 | | 74,252 |
Northern Oil And Gas, Inc. (I) | | 2,043 | | 25,251 |
Patriot Coal Corp. (I)(L) | | 4,761 | | 79,318 |
Penn Virginia Corp. | | 16,610 | | 420,233 |
Petroleum Development Corp. (I) | | 533 | | 12,531 |
Rex Energy Corp. (I) | | 171,072 | | 2,367,636 |
Rosetta Resources, Inc. (I) | | 2,906 | | 54,429 |
St. Mary Land & Exploration Company | | 3,470 | | 113,053 |
Uranium Energy Corp. (I)(L) | | 3,000 | | 10,980 |
VAALCO Energy, Inc. | | 1,099 | | 4,693 |
Venoco, Inc. (I) | | 1,325 | | 15,211 |
W&T Offshore, Inc. (L) | | 680 | | 5,991 |
Warren Resources, Inc. (I) | | 3,724 | | 8,714 |
Whiting Petroleum Corp. (I) | | 987 | | 73,877 |
World Fuel Services Corp. | | 1,566 | | 41,374 |
| | | |
|
| | | | 8,090,137 |
| | | |
|
| | | | 14,215,621 |
Financials - 9.73% | | | | |
Commercial Banks - 0.73% | | | | |
Cardinal Financial Corp. | | 1,530 | | 14,856 |
East West Bancorp, Inc. | | 2,036 | | 35,671 |
First Citizens Bancshares, Inc. | | 2,057 | | 376,410 |
First Financial Bankshares, Inc. | | 327 | | 17,118 |
Harleysville National Corp. (L) | | 2,299 | | 15,196 |
Home Bancshares, Inc. | | 1,069 | | 25,955 |
Investors Bancorp, Inc. (I) | | 2,859 | | 36,795 |
Nara Bancorp, Inc. (I) | | 1,994 | | 17,607 |
Pinnacle Financial Partners, Inc. (I) | | 18,868 | | 285,095 |
PrivateBancorp, Inc. | | 3,368 | | 43,784 |
| | |
The accompanying notes are an integral part of the financial statements. | 205 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Commercial Banks (continued) | | | | |
Signature Bank (I) | | 2,252 | $ | 83,842 |
Suffolk Bancorp | | 539 | | 15,351 |
SVB Financial Group (I) | | 2,260 | | 100,706 |
Texas Capital Bancshares, Inc. (I) | | 1,887 | | 31,796 |
United Community Banks, Inc. (I)(L) | | 50,486 | | 209,517 |
Western Alliance Bancorp (I) | | 1,126 | | 6,486 |
| | | |
|
| | | | 1,316,185 |
Consumer Finance - 0.61% | | | | |
AmeriCredit Corp. (I)(L) | | 4,812 | | 107,067 |
Cardtronics, Inc. (I) | | 604 | | 5,968 |
Cash America International, Inc. | | 13,446 | | 515,385 |
CompuCredit Holdings Corp. (L) | | 623 | | 2,156 |
Credit Acceptance Corp. (I) | | 602 | | 24,182 |
Dollar Financial Corp. (I) | | 1,339 | | 30,047 |
EZCORP, Inc., Class A (I) | | 2,162 | | 42,656 |
First Cash Financial Services, Inc. (I) | | 17,244 | | 365,918 |
First Marblehead Corp. (I) | | 1,295 | | 3,056 |
| | | |
|
| | | | 1,096,435 |
Diversified Financial Services - 4.23% | | | | |
Asset Acceptance Capital Corp. (I) | | 562 | | 3,187 |
Broadpoint Gleacher Securities, Inc. (I) | | 3,414 | | 13,690 |
Calamos Asset Management, Inc. | | 1,102 | | 14,701 |
Cohen & Steers, Inc. | | 937 | | 20,389 |
Duff & Phelps Corp. | | 1,102 | | 18,381 |
Encore Capital Group, Inc. (I) | | 21,406 | | 386,164 |
Evercore Partners, Inc., Class A | | 529 | | 15,928 |
FBR Capital Markets Corp. (I) | | 1,113 | | 6,021 |
GAMCO Investors, Inc., Class A | | 142 | | 6,178 |
GFI Group, Inc. | | 1,380 | | 7,604 |
GLG Partners, Inc. (I)(L) | | 7,009 | | 19,485 |
Interactive Brokers Group, Inc., Class A (I) | | 2,287 | | 39,405 |
International Assets Holding Corp. (I) | | 770 | | 12,020 |
Investment Technology Group, Inc. (I) | | 2,426 | | 41,291 |
KBW, Inc. (I) | | 1,132 | | 26,896 |
Knight Capital Group, Inc. (I) | | 4,911 | | 79,264 |
LaBranche & Company, Inc. (I) | | 924 | | 4,334 |
Lazard, Ltd., Class A | | 23,800 | | 855,134 |
Life Partners Holdings, Inc. (L) | | 149 | | 3,066 |
MarketAxess Holdings, Inc. | | 1,675 | | 25,058 |
MSCI, Inc. (I) | | 5,742 | | 172,145 |
NewStar Financial, Inc. (I) | | 1,637 | | 10,248 |
OptionsXpress Holdings, Inc. (I) | | 62,900 | | 994,449 |
PICO Holdings, Inc. (I) | | 1,128 | | 38,397 |
Portfolio Recovery Associates, Inc. (I) | | 931 | | 49,650 |
Raymond James Financial, Inc. (L) | | 86,400 | | 2,234,304 |
Riskmetrics Group, Inc. (I) | | 1,739 | | 32,398 |
Stifel Financial Corp. (I) | | 9,283 | | 507,780 |
Tradestation Group, Inc. (I) | | 643 | | 4,437 |
Waddell & Reed Financial, Inc. | | 59,700 | | 1,962,936 |
Westwood Holdings Group, Inc. | | 316 | | 12,239 |
| | | |
|
| | | | 7,617,179 |
Insurance - 3.48% | | | | |
Ambac Financial Group, Inc. (I)(L) | | 15,958 | | 11,330 |
Argo Group International Holdings, Ltd. | | 6,380 | | 177,555 |
Citizens, Inc., Class A (I) | | 2,404 | | 15,578 |
Crawford & Company (I) | | 867 | | 2,670 |
Crawford & Company, Class B (I) | | 768 | | 2,941 |
eHealth, Inc. (I) | | 1,101 | | 18,387 |
Everest Re Group, Ltd. | | 21,000 | | 1,793,820 |
Greenlight Capital Re, Ltd., Class A (I) | | 1,167 | | 29,548 |
Hilltop Holdings, Inc. (I) | | 878 | | 10,501 |
Infinity Property & Casualty Corp. | | 7,204 | | 293,563 |
Maiden Holdings, Ltd. | | 1,024 | | 7,188 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Insurance (continued) | | | | |
MBIA, Inc. (I) | | 3,231 | $ | 15,573 |
Principal Financial Group, Inc. | | 66,100 | | 1,534,181 |
Tower Group, Inc. | | 16,651 | | 379,143 |
Universal Insurance Holdings, Inc. | | 348 | | 2,105 |
Willis Group Holdings PLC | | 66,700 | | 1,986,326 |
| | | |
|
| | | | 6,280,409 |
Real Estate Investment Trusts - 0.22% | | | | |
Alexander’s, Inc. (I) | | 113 | | 32,996 |
Apartment Investment & Management | | | | |
Company, Class A | | 2,272 | | 37,920 |
DuPont Fabros Technology, Inc. | | 1,513 | | 29,655 |
Equity Lifestyle Properties, Inc. | | 1,601 | | 79,634 |
First Industrial Realty Trust, Inc. (I)(L) | | 1,117 | | 6,177 |
Gramercy Capital Corp. (I) | | 2,353 | | 8,988 |
NorthStar Realty Finance Corp. (L) | | 1,378 | | 5,884 |
PS Business Parks, Inc. | | 379 | | 18,571 |
Saul Centers, Inc. | | 265 | | 9,455 |
Strategic Hotels & Resorts, Inc. (I) | | 2,086 | | 5,632 |
Sunstone Hotel Investors, Inc. (I) | | 5,449 | | 48,714 |
Taubman Centers, Inc. | | 2,962 | | 114,718 |
| | | |
|
| | | | 398,344 |
Real Estate Management & Development - 0.13% | | | | |
Avatar Holdings, Inc. (I) | | 157 | | 2,531 |
Consolidated Tomoka Land Company | | 108 | | 3,430 |
Forest City Enterprises, Inc., Class A (I)(L) | | 3,340 | | 40,080 |
Forestar Group, Inc. (I) | | 956 | | 16,959 |
Grubb & Ellis Company (I) | | 1,460 | | 2,205 |
Jones Lang LaSalle, Inc. | | 2,321 | | 147,824 |
Tejon Ranch Company (I) | | 708 | | 22,939 |
| | | |
|
| | | | 235,968 |
Thrifts & Mortgage Finance - 0.33% | | | | |
Beneficial Mutual Bancorp, Inc. (I) | | 1,817 | | 17,062 |
Danvers Bancorp, Inc. | | 1,154 | | 16,352 |
Federal Home Loan Mortgage Corp. (I)(L) | | 35,975 | | 42,451 |
Federal National Mortgage Association (I)(L) | | 61,746 | | 61,129 |
Meridian Interstate Bancorp, Inc. (I) | | 556 | | 5,560 |
MGIC Investment Corp. (I)(L) | | 2,065 | | 15,818 |
Oritani Financial Corp. | | 617 | | 9,773 |
Provident Financial Services, Inc. (L) | | 16,950 | | 185,772 |
Radian Group, Inc. | | 1,608 | | 15,791 |
Rockville Financial, Inc. | | 249 | | 2,649 |
Roma Financial Corp. | | 219 | | 2,676 |
ViewPoint Financial Group | | 634 | | 9,263 |
Washington Federal, Inc. | | 10,840 | | 211,272 |
| | | |
|
| | | | 595,568 |
| | | |
|
| | | | 17,540,088 |
Health Care - 15.06% | | | | |
Biotechnology - 3.07% | | | | |
Acorda Therapeutics, Inc. (I) | | 2,115 | | 63,831 |
Affymax, Inc. (I) | | 1,030 | | 19,261 |
Alexion Pharmaceuticals, Inc. (I) | | 7,213 | | 357,188 |
Alkermes, Inc. (I) | | 5,237 | | 60,016 |
Allos Therapeutics, Inc. (I) | | 2,812 | | 21,877 |
Alnylam Pharmaceuticals, Inc. (I)(L) | | 25,417 | | 442,764 |
AMAG Pharmaceuticals, Inc. (I)(L) | | 582 | | 22,227 |
Arena Pharmaceuticals, Inc. (I)(L) | | 5,201 | | 15,811 |
Arqule, Inc. (I) | | 1,187 | | 3,905 |
BioMarin Pharmaceutical, Inc. (I)(L) | | 5,589 | | 111,780 |
Celera Corp. (I) | | 4,547 | | 27,237 |
Cell Therapeutics, Inc. (I)(L) | | 31,874 | | 21,356 |
Cepheid, Inc. (I) | | 3,251 | | 49,090 |
| | |
The accompanying notes are an integral part of the financial statements. | 206 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Biotechnology (continued) | | | | |
Clinical Data, Inc. (I) | | 578 | $ | 10,508 |
Cubist Pharmaceuticals, Inc. (I) | | 3,215 | | 67,644 |
Dyax Corp. (I) | | 3,940 | | 13,790 |
Emergent Biosolutions, Inc. (I) | | 775 | | 11,362 |
Enzon Pharmaceuticals, Inc. (I)(L) | | 2,522 | | 23,429 |
Exelixis, Inc. (I) | | 5,959 | | 38,555 |
Facet Biotech Corp. (I)(L) | | 1,391 | | 22,798 |
Genomic Health, Inc. (I) | | 794 | | 14,213 |
Geron Corp. (I)(L) | | 3,323 | | 18,443 |
GTx, Inc. (I)(L) | | 926 | | 3,704 |
Halozyme Therapeutics, Inc. (I)(L) | | 4,068 | | 22,252 |
Human Genome Sciences, Inc. (I) | | 10,016 | | 281,950 |
Idenix Pharmaceuticals, Inc. (I) | | 1,904 | | 5,179 |
Immunogen, Inc. (I) | | 1,978 | | 13,075 |
Incyte Corp. (I) | | 5,920 | | 63,107 |
Intermune, Inc. (I) | | 2,680 | | 36,823 |
Isis Pharmaceuticals, Inc. (I)(L) | | 29,779 | | 263,246 |
Lexicon Genetics, Inc. (I) | | 4,406 | | 7,887 |
Ligand Pharmaceuticals, Inc., Class B (I) | | 5,923 | | 10,424 |
Mannkind Corp. (I)(L) | | 3,741 | | 37,373 |
Martek Biosciences Corp. (I)(L) | | 1,844 | | 36,567 |
Maxygen, Inc. (I) | | 1,268 | | 6,796 |
Medivation, Inc. (I) | | 1,581 | | 56,932 |
Micromet, Inc. (I)(L) | | 2,507 | | 18,652 |
Momenta Pharmaceuticals, Inc. (I) | | 1,295 | | 18,959 |
Myriad Pharmaceuticals, Inc. (I) | | 1,351 | | 6,498 |
Nabi Biopharmaceuticals (I) | | 2,850 | | 14,906 |
NPS Pharmaceuticals, Inc. (I) | | 2,680 | | 8,951 |
OncoGenex Pharmaceutical, Inc. (I) | | 294 | | 4,895 |
Onyx Pharmaceuticals, Inc. (I) | | 17,808 | | 494,350 |
Opko Health, Inc. (I) | | 2,829 | | 5,686 |
Orexigen Therapeutics, Inc. (I) | | 1,040 | | 6,531 |
OSI Pharmaceuticals, Inc. (I) | | 3,221 | | 119,241 |
Osiris Therapeutics, Inc. (I) | | 611 | | 5,029 |
PDL BioPharma, Inc. (L) | | 3,320 | | 23,240 |
Pharmasset, Inc. (I) | | 1,577 | | 33,448 |
Progenics Pharmaceuticals, Inc. (I) | | 1,765 | | 7,678 |
Protalix BioTherapeutics, Inc. (I)(L) | | 2,366 | | 15,994 |
Regeneron Pharmaceuticals, Inc. (I) | | 3,474 | | 84,974 |
Rigel Pharmaceuticals, Inc. (I) | | 1,869 | | 14,111 |
Sangamo Biosciences, Inc. (I)(L) | | 2,243 | | 11,237 |
Savient Pharmaceuticals, Inc. (I)(L) | | 2,407 | | 32,446 |
Seattle Genetics, Inc. (I) | | 4,742 | | 48,368 |
SIGA Technologies, Inc. (I)(L) | | 1,687 | | 11,151 |
Theravance, Inc. (I)(L) | | 19,778 | | 215,382 |
United Therapeutics Corp. (I)(L) | | 35,187 | | 2,020,086 |
XOMA, Ltd. (I) | | 14,093 | | 6,705 |
Zymogenetics, Inc. (I) | | 2,999 | | 16,015 |
| | | |
|
| | | | 5,526,933 |
Health Care Equipment & Supplies - 4.76% | | | | |
Abaxis, Inc. (I)(L) | | 1,222 | | 31,027 |
Abiomed, Inc. (I) | | 1,783 | | 18,026 |
Accuray, Inc. (I) | | 2,544 | | 17,223 |
Align Technology, Inc. (I)(L) | | 3,512 | | 63,567 |
American Medical Systems | | | | |
Holdings, Inc. (I)(L) | | 30,596 | | 554,400 |
AngioDynamics, Inc. (I) | | 17,080 | | 277,721 |
Atrion Corp. | | 1,899 | | 295,522 |
ATS Medical, Inc. (I) | | 2,617 | | 6,909 |
Cantel Medical Corp. | | 792 | | 15,484 |
Conceptus, Inc. (I)(L) | | 1,705 | | 33,469 |
CONMED Corp. (I) | | 46,900 | | 1,026,172 |
Cooper Companies, Inc. (L) | | 40,800 | | 1,634,448 |
Cryolife, Inc. (I) | | 1,514 | | 10,674 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Health Care Equipment & Supplies (continued) | | | | |
Cyberonics, Inc. (I) | | 1,540 | $ | 27,489 |
DexCom, Inc. (I) | | 2,611 | | 23,603 |
EV3, Inc. (I) | | 35,166 | | 511,665 |
Exactech, Inc. (I) | | 467 | | 9,055 |
Greatbatch, Inc. (I) | | 450 | | 8,784 |
Haemonetics Corp. (I) | | 9,251 | | 494,836 |
Hansen Medical, Inc. (I)(L) | | 1,674 | | 3,833 |
ICU Medical, Inc. (I) | | 5,287 | | 181,714 |
Immucor, Inc. (I) | | 3,892 | | 75,232 |
Insulet Corp. (I)(L) | | 1,735 | | 25,505 |
Integra LifeSciences Holdings Corp. (I) | | 1,185 | | 47,163 |
IRIS International, Inc. (I) | | 1,001 | | 11,481 |
Kensey Nash Corp. (I) | | 554 | | 12,227 |
MAKO Surgical Corp. (I) | | 914 | | 12,092 |
Masimo Corp. (L) | | 2,722 | | 75,372 |
Meridian Bioscience, Inc. (L) | | 2,248 | | 49,816 |
Merit Medical Systems, Inc. (I) | | 1,492 | | 21,962 |
Micrus Endovascular Corp. (I) | | 6,056 | | 122,513 |
Natus Medical, Inc. (I) | | 1,575 | | 21,231 |
Neogen Corp. (I) | | 1,184 | | 28,688 |
NuVasive, Inc. (I)(L) | | 2,116 | | 84,534 |
OraSure Technologies, Inc. (I) | | 1,274 | | 7,007 |
Orthofix International NV (I) | | 856 | | 29,181 |
Orthovita, Inc. (I) | | 3,857 | | 14,811 |
Palomar Medical Technologies, Inc. (I) | | 952 | | 8,597 |
Quidel Corp. (I)(L) | | 1,518 | | 19,825 |
Sirona Dental Systems, Inc. (I) | | 17,431 | | 625,599 |
Somanetics Corp. (I) | | 681 | | 11,482 |
SonoSite, Inc. (I)(L) | | 963 | | 28,524 |
St. Jude Medical, Inc. (I) | | 33,000 | | 1,261,260 |
Stereotaxis, Inc. (I)(L) | | 2,234 | | 10,612 |
SurModics, Inc. (I) | | 824 | | 15,870 |
Symmetry Medical, Inc. (I) | | 1,987 | | 17,088 |
Synovis Life Technologies, Inc. (I) | | 29,875 | | 418,250 |
Thoratec Corp. (I)(L) | | 3,156 | | 91,051 |
TomoTherapy, Inc. (I) | | 2,072 | | 6,858 |
Volcano Corp. (I) | | 2,431 | | 50,054 |
West Pharmaceutical Services, Inc. | | 1,831 | | 71,317 |
Wright Medical Group, Inc. (I) | | 2,143 | | 36,110 |
Zoll Medical Corp. (I) | | 1,171 | | 30,352 |
| | | |
|
| | | | 8,587,285 |
Health Care Providers & Services - 2.95% | | | | |
Air Methods Corp. (I) | | 10,412 | | 277,063 |
Alliance Imaging, Inc. (I) | | 1,439 | | 7,181 |
Almost Family, Inc. (I) | | 457 | | 16,479 |
Amedisys, Inc. (I)(L) | | 9,862 | | 568,544 |
AMERIGROUP Corp. (I) | | 1,418 | | 37,265 |
AMN Healthcare Services, Inc. (I) | | 1,177 | | 10,852 |
Bio Reference Labs, Inc. (I) | | 10,217 | | 404,695 |
Brookdale Senior Living, Inc. (I) | | 2,567 | | 46,155 |
CardioNet, Inc. (I) | | 793 | | 4,750 |
Catalyst Health Solutions, Inc. (I) | | 2,084 | | 78,546 |
Centene Corp. (I) | | 947 | | 16,923 |
Chemed Corp. | | 1,252 | | 67,057 |
Chindex International, Inc. (I) | | 723 | | 8,134 |
Clarient, Inc. (I) | | 2,646 | | 5,636 |
CorVel Corp. (I) | | 443 | | 14,265 |
Emergency Medical Services | | | | |
Corp., Class A (I) | | 6,005 | | 312,620 |
Emeritus Corp. (I)(L) | | 1,198 | | 21,013 |
Genoptix, Inc. (I) | | 9,892 | | 322,182 |
Gentiva Health Services, Inc. (I) | | 1,009 | | 27,959 |
Hanger Orthopedic Group, Inc. (I) | | 13,258 | | 247,262 |
Healthsouth Corp. (I) | | 5,177 | | 89,562 |
| | |
The accompanying notes are an integral part of the financial statements. | 207 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Health Care Providers & Services (continued) | | | | |
Healthways, Inc. (I) | | 1,875 | $ | 28,163 |
HMS Holdings Corp. (I) | | 1,461 | | 67,264 |
inVentiv Health, Inc. (I) | | 660 | | 9,689 |
IPC The Hospitalist Company, Inc. (I) | | 761 | | 25,159 |
Landauer, Inc. | | 182 | | 11,060 |
LHC Group, Inc. (I) | | 12,720 | | 382,872 |
Magellan Health Services, Inc. (I) | | 6,440 | | 269,965 |
MWI Veterinary Supply, Inc. (I) | | 647 | | 26,656 |
Odyssey HealthCare, Inc. (I) | | 22,500 | | 394,425 |
PharMerica Corp. (I) | | 1,699 | | 29,138 |
PSS World Medical, Inc. (I) | | 3,311 | | 69,829 |
Psychiatric Solutions, Inc. (I)(L) | | 2,965 | | 63,599 |
RehabCare Group, Inc. (I) | | 10,783 | | 300,199 |
Sunrise Senior Living, Inc. (I)(L) | | 922 | | 3,623 |
Tenet Healthcare Corp. (I) | | 26,697 | | 140,693 |
The Ensign Group, Inc. | | 11,775 | | 196,172 |
Universal American Financial Corp. (I) | | 17,450 | | 251,455 |
US Physical Therapy, Inc. (I) | | 19,154 | | 314,126 |
VCA Antech, Inc. (I) | | 4,743 | | 112,978 |
Virtual Radiologic Corp. (I) | | 404 | | 4,044 |
WellCare Health Plans, Inc. (I) | | 1,526 | | 40,744 |
| | | |
|
| | | | 5,325,996 |
Health Care Technology - 0.68% | | | | |
Allscripts-Misys Healthcare Solutions, Inc. (I) | | 3,624 | | 64,833 |
athenahealth, Inc. (I)(L) | | 1,215 | | 44,761 |
Eclipsys Corp. (I) | | 3,160 | | 58,808 |
MedAssets, Inc. (I) | | 1,573 | | 34,055 |
Omnicell, Inc. (I) | | 21,879 | | 296,023 |
Phase Forward, Inc. (I) | | 25,378 | | 302,760 |
Quality Systems, Inc. (L) | | 7,073 | | 404,859 |
Vital Images, Inc. (I) | | 759 | | 12,023 |
| | | |
|
| | | | 1,218,122 |
Life Sciences Tools & Services - 2.11% | | | | |
Affymetrix, Inc. (I) | | 3,965 | | 28,984 |
Albany Molecular Research, Inc. (I) | | 799 | | 7,175 |
Bio-Rad Laboratories, Inc. (I) | | 1,055 | | 98,526 |
Bruker Corp. (I) | | 44,135 | | 551,688 |
Dionex Corp. (I) | | 983 | | 67,139 |
Enzo Biochem, Inc. (I) | | 1,894 | | 9,906 |
eResearch Technology, Inc. (I) | | 2,314 | | 14,000 |
ICON PLC, SADR (I) | | 16,400 | | 386,220 |
Illumina, Inc. (I)(L) | | 58,800 | | 2,135,616 |
Kendle International, Inc. (I) | | 17,551 | | 298,894 |
Luminex Corp. (I) | | 2,213 | | 32,420 |
Parexel International Corp. (I) | | 3,227 | | 65,024 |
Sequenom, Inc. (I)(L) | | 3,229 | | 20,892 |
Varian, Inc. (I)(L) | | 1,610 | | 83,205 |
| | | |
|
| | | | 3,799,689 |
Pharmaceuticals - 1.49% | | | | |
Akorn, Inc. (I) | | 3,284 | | 4,992 |
Auxilium Pharmaceuticals, Inc. (I)(L) | | 2,619 | | 79,094 |
Cadence Pharmaceuticals, Inc. (I)(L) | | 910 | | 7,808 |
Caraco Pharmaceutical Labs (I) | | 673 | | 2,887 |
Cypress Biosciences, Inc. (I) | | 2,125 | | 11,135 |
Durect Corp. (I) | | 4,332 | | 10,353 |
Impax Laboratories, Inc. (I) | | 19,840 | | 305,734 |
Inspire Pharmaceuticals, Inc. (I) | | 3,882 | | 23,991 |
K-V Pharmaceutical Company, Class A (I) | | 683 | | 2,158 |
MAP Pharmaceuticals, Inc. (I)(L) | | 759 | | 10,413 |
Medicines Company (I) | | 2,934 | | 22,592 |
Medicis Pharmaceutical Corp., Class A | | 3,301 | | 74,273 |
Nektar Therapeutics (I) | | 26,014 | | 322,313 |
Oculus Innovative Sciences, Inc. (I)(L) | | 22,130 | | 41,604 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Pharmaceuticals (continued) | | | | |
Pain Therapeutics, Inc. (I) | | 1,992 | $ | 12,052 |
Par Pharmaceutical Companies, Inc. (I) | | 13,042 | | 326,441 |
POZEN, Inc. (I) | | 1,348 | | 8,101 |
Questcor Pharmaceuticals, Inc. (I) | | 3,239 | | 15,159 |
Salix Pharmaceuticals, Ltd. (I) | | 21,943 | | 626,692 |
Sucampo Pharmaceuticals, Inc. (I) | | 443 | | 1,528 |
Valeant Pharmaceuticals International (I)(L) | | 4,288 | | 159,599 |
ViroPharma, Inc. (I) | | 1,504 | | 18,740 |
Vivus, Inc. (I)(L) | | 69,533 | | 584,077 |
XenoPort, Inc. (I) | | 1,530 | | 12,240 |
| | | |
|
| | | | 2,683,976 |
| | | |
|
| | | | 27,142,001 |
Industrials - 18.61% | | | | |
Aerospace & Defense - 1.76% | | | | |
AAR Corp. (I)(L) | | 1,404 | | 31,843 |
Aerovironment, Inc. (I)(L) | | 835 | | 20,249 |
American Science & Engineering, Inc. | | 493 | | 36,635 |
Applied Signal Technology, Inc. | | 14,397 | | 265,913 |
BE Aerospace, Inc. (I) | | 3,464 | | 89,718 |
Cubic Corp. | | 890 | | 30,696 |
DynCorp International, Inc. (I) | | 2,030 | | 22,736 |
Esterline Technologies Corp. (I) | | 7,638 | | 314,304 |
GenCorp, Inc. (I)(L) | | 2,628 | | 11,353 |
GeoEye, Inc. (I) | | 14,366 | | 342,198 |
HEICO Corp. | | 317 | | 15,105 |
HEICO Corp. | | 784 | | 29,086 |
Hexcel Corp. (I) | | 5,363 | | 59,100 |
Orbital Sciences Corp., Class A (I) | | 91,654 | | 1,691,016 |
Stanley, Inc. (I) | | 801 | | 20,193 |
Taser International, Inc. (I) | | 3,267 | | 24,699 |
Teledyne Technologies, Inc. (I) | | 950 | | 35,787 |
TransDigm Group, Inc. | | 2,582 | | 129,668 |
| | | |
|
| | | | 3,170,299 |
Air Freight & Logistics - 0.86% | | | | |
Forward Air Corp. | | 1,608 | | 39,332 |
Hub Group, Inc., Class A (I) | | 53,178 | | 1,434,211 |
Pacer International, Inc. (I) | | 1,002 | | 4,820 |
UTI Worldwide, Inc. | | 5,285 | | 78,905 |
| | | |
|
| | | | 1,557,268 |
Airlines - 0.39% | | | | |
Airtran Holdings, Inc. (I)(L) | | 64,948 | | 313,049 |
Allegiant Travel Company (I) | | 661 | | 34,465 |
Continental Airlines, Inc. (I)(L) | | 4,994 | | 103,176 |
Hawaiian Holdings, Inc. (I) | | 2,856 | | 22,220 |
UAL Corp. (I)(L) | | 9,269 | | 158,963 |
US Airways Group, Inc. (I)(L) | | 8,939 | | 65,523 |
| | | |
|
| | | | 697,396 |
Building Products - 0.03% | | | | |
Aaon, Inc. | | 717 | | 15,086 |
Simpson Manufacturing Company, Inc. | | 771 | | 18,951 |
USG Corp. (I)(L) | | 1,350 | | 18,198 |
| | | |
|
| | | | 52,235 |
Commercial Services & Supplies - 1.43% | | | | |
ACCO Brands Corp. (I) | | 1,060 | | 7,600 |
APAC Customer Services, Inc. (I)(L) | | 59,579 | | 308,619 |
ATC Technology Corp. (I) | | 15,951 | | 357,462 |
Bowne & Company, Inc. | | 769 | | 8,559 |
Cenveo, Inc. (I) | | 3,115 | | 23,238 |
Clean Harbors, Inc. (I) | | 1,309 | | 74,404 |
Consolidated Graphics, Inc. (I) | | 11,660 | | 519,336 |
Cornell Corrections, Inc. (I) | | 787 | | 14,670 |
| | |
The accompanying notes are an integral part of the financial statements. | 208 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Commercial Services & Supplies (continued) | | | | |
EnergySolutions, Inc. | | 16,348 | $ | 99,396 |
EnerNOC, Inc. (I) | | 993 | | 26,255 |
Fuel Tech, Inc. (I) | | 950 | | 6,223 |
Healthcare Services Group, Inc. | | 2,292 | | 50,332 |
Herman Miller, Inc. | | 3,101 | | 56,438 |
Innerworkings, Inc. (I) | | 1,551 | | 8,794 |
Knoll, Inc. | | 2,604 | | 31,300 |
M & F Worldwide Corp. (I) | | 644 | | 20,859 |
Metalico, Inc. (I) | | 1,954 | | 10,727 |
Mine Safety Appliances Company | | 1,896 | | 48,139 |
Mobile Mini, Inc. (I) | | 1,971 | | 26,786 |
Rollins, Inc. | | 2,473 | | 52,551 |
Standard Parking Corp. (I) | | 776 | | 12,742 |
Standard Register Company | | 360 | | 1,980 |
SYKES Enterprises, Inc. (I) | | 2,223 | | 52,930 |
Team, Inc. (I) | | 996 | | 18,057 |
Tetra Tech, Inc. (I) | | 3,401 | | 71,149 |
The Geo Group, Inc. (I) | | 2,850 | | 56,345 |
Viad Corp. | | 579 | | 11,065 |
Waste Connections, Inc. (I) | | 17,791 | | 598,133 |
| | | |
|
| | | | 2,574,089 |
Construction & Engineering - 2.94% | | | | |
Argan, Inc. (I) | | 342 | | 5,332 |
Chicago Bridge & Iron Company NV (I)(L) | | 89,000 | | 1,930,410 |
EMCOR Group, Inc. (I) | | 1,829 | | 42,104 |
Furmanite Corp. (I) | | 1,963 | | 7,106 |
Great Lakes Dredge & Dock Corp. | | 2,956 | | 13,391 |
Mastec, Inc. (I)(L) | | 223,765 | | 2,962,649 |
Michael Baker Corp. (I) | | 449 | | 15,194 |
MYR Group, Inc. (I) | | 1,053 | | 16,648 |
Northwest Pipe Company (I) | | 182 | | 4,301 |
Orion Marine Group, Inc. (I) | | 16,002 | | 280,995 |
Pike Electric Corp. (I) | | 520 | | 4,378 |
Sterling Construction Company, Inc. (I) | | 544 | | 10,679 |
| | | |
|
| | | | 5,293,187 |
Electrical Equipment - 3.39% | | | | |
A.O. Smith Corp. | | 56,800 | | 2,573,040 |
Acuity Brands, Inc. (L) | | 2,401 | | 93,591 |
American Superconductor Corp. (I)(L) | | 2,332 | | 65,296 |
AZZ, Inc. | | 684 | | 21,484 |
Baldor Electric Company | | 860 | | 27,021 |
Belden, Inc. | | 58,500 | | 1,239,030 |
Capstone Turbine Corp. (I)(L) | | 178,009 | | 211,831 |
Ener1, Inc. (I)(L) | | 2,688 | | 11,370 |
Energy Conversion Devices, Inc. (I)(L) | | 2,538 | | 18,274 |
EnerSys, Inc. (I) | | 16,795 | | 382,758 |
Evergreen Solar, Inc. (I)(L) | | 5,556 | | 6,223 |
Fuelcell Energy, Inc. (I)(L) | | 3,903 | | 10,967 |
Fushi Copperweld, Inc. (I) | | 915 | | 8,354 |
General Cable Corp. (I)(L) | | 2,884 | | 70,456 |
GrafTech International, Ltd. (I) | | 16,838 | | 210,307 |
GT Solar International, Inc. (I)(L) | | 1,991 | | 11,846 |
Harbin Electric, Inc. (I)(L) | | 21,057 | | 398,609 |
II-VI, Inc. (I) | | 17,407 | | 488,092 |
Plug Power, Inc. (I) | | 2,413 | | 1,279 |
Polypore International, Inc. (I) | | 1,355 | | 20,284 |
Powell Industries, Inc. (I) | | 483 | | 13,910 |
Thomas & Betts Corp. (I) | | 2,906 | | 104,907 |
Valence Technology, Inc. (I)(L) | | 3,472 | | 3,229 |
Vicor Corp. (I) | | 1,078 | | 10,252 |
Woodward Governor Company | | 3,414 | | 98,289 |
| | | |
|
| | | | 6,100,699 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Industrial Conglomerates - 0.02% | | | | |
Raven Industries, Inc. | | 900 | $ | 26,370 |
Standex International Corp. | | 659 | | 16,409 |
| | | |
|
| | | | 42,779 |
Machinery - 3.43% | | | | |
3D Systems Corp. (I) | | 538 | | 7,618 |
Actuant Corp., Class A | | 3,765 | | 68,184 |
Astec Industries, Inc. (I) | | 1,064 | | 25,845 |
Badger Meter, Inc. | | 788 | | 28,313 |
Blount International, Inc. (I) | | 1,138 | | 12,552 |
China Fire & Security Group, Inc. (I)(L) | | 459 | | 6,458 |
Clarcor, Inc. | | 2,793 | | 91,471 |
Columbus McKinnon Corp. (I) | | 21,930 | | 315,573 |
Dynamic Materials Corp. | | 715 | | 12,956 |
Energy Recovery, Inc. (I) | | 1,809 | | 11,596 |
EnPro Industries, Inc. (I) | | 9,710 | | 268,773 |
ESCO Technologies, Inc. | | 1,459 | | 47,724 |
Force Protection, Inc. (I) | | 3,882 | | 20,808 |
Gardner Denver, Inc. | | 2,889 | | 125,989 |
Graco, Inc. | | 1,165 | | 31,933 |
IDEX Corp. | | 4,485 | | 139,035 |
John Bean Technologies Corp. | | 1,532 | | 25,048 |
K-Tron International, Inc. (I) | | 142 | | 21,223 |
L.B. Foster Company (I) | | 564 | | 17,151 |
Lindsay Corp. | | 657 | | 24,184 |
Middleby Corp. (I) | | 927 | | 43,004 |
Mueller Industries, Inc. | | 1,047 | | 23,432 |
Navistar International Corp. (I)(L) | | 22,800 | | 892,848 |
Oshkosh Corp. (I) | | 4,964 | | 189,228 |
Pall Corp. | | 50,800 | | 2,005,076 |
RBC Bearings, Inc. (I) | | 783 | | 19,833 |
Robbins & Myers, Inc. | | 1,549 | | 37,439 |
Sauer-Danfoss, Inc. (I) | | 243 | | 2,923 |
Sun Hydraulics, Inc. | | 247 | | 5,975 |
The Manitowoc Company, Inc. (L) | | 4,712 | | 54,942 |
Toro Company | | 1,899 | | 83,594 |
Valmont Industries, Inc. | | 1,021 | | 72,695 |
WABCO Holdings, Inc. (I) | | 50,900 | | 1,361,066 |
Wabtec Corp. (L) | | 2,507 | | 95,617 |
| | | |
|
| | | | 6,190,106 |
Marine - 0.23% | | | | |
American Commercial Lines, Inc. (I) | | 265 | | 6,161 |
Genco Shipping & Trading, Ltd. (I)(L) | | 14,785 | | 310,485 |
Kirby Corp. (I)(L) | | 2,837 | | 93,649 |
| | | |
|
| | | | 410,295 |
Professional Services - 1.54% | | | | |
Administaff, Inc. | | 1,279 | | 23,048 |
CBIZ, Inc. (I) | | 2,566 | | 15,986 |
Corporate Executive Board Company | | 1,894 | | 43,335 |
CoStar Group, Inc. (I)(L) | | 1,084 | | 42,655 |
CRA International, Inc. (I) | | 13,903 | | 369,820 |
Exponent, Inc. (I) | | 764 | | 20,345 |
FTI Consulting, Inc. (I) | | 8,767 | | 322,100 |
Heidrick & Struggles International, Inc. | | 10,951 | | 295,348 |
Hill International, Inc. (I) | | 1,306 | | 6,883 |
Huron Consulting Group, Inc. (I) | | 1,064 | | 25,196 |
ICF International, Inc. (I) | | 939 | | 22,001 |
Kforce, Inc. (I) | | 29,444 | | 392,194 |
Korn/Ferry International (I) | | 1,267 | | 21,640 |
Monster Worldwide, Inc. (I) | | 6,626 | | 92,433 |
Navigant Consulting Company (I) | | 2,774 | | 32,262 |
Odyssey Marine Exploration, Inc. (I) | | 1,005 | | 1,276 |
Resources Connection, Inc. (I) | | 1,557 | | 26,531 |
The Advisory Board Company (I) | | 11,692 | | 371,338 |
| | |
The accompanying notes are an integral part of the financial statements. | 209 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Professional Services (continued) | | | | |
Towers Watson & Company | | 2,350 | $ | 103,800 |
TrueBlue, Inc. (I) | | 27,477 | | 364,620 |
VSE Corp. | | 4,213 | | 179,179 |
| | | |
|
| | | | 2,771,990 |
Road & Rail - 1.01% | | | | |
AMERCO, Inc. (I) | | 133 | | 6,973 |
Avis Budget Group, Inc. (I)(L) | | 5,659 | | 59,533 |
Celadon Group, Inc. (I) | | 34,163 | | 417,472 |
Dollar Thrifty Automotive Group, Inc. (I) | | 1,379 | | 41,425 |
Genesee & Wyoming, Inc., Class A (I) | | 2,132 | | 67,904 |
Heartland Express, Inc. (L) | | 3,271 | | 50,079 |
Kansas City Southern (I)(L) | | 13,880 | | 476,084 |
Knight Transportation, Inc. | | 3,465 | | 68,434 |
Landstar System, Inc. | | 2,821 | | 112,530 |
Marten Transport, Ltd. (I) | | 16,396 | | 308,901 |
Old Dominion Freight Lines, Inc. (I) | | 6,242 | | 191,879 |
Patriot Transportation Holding, Inc. (I) | | 95 | | 8,462 |
Saia, Inc. (I) | | 764 | | 9,672 |
Universal Truckload Services, Inc. (I) | | 128 | | 2,277 |
YRC Worldwide, Inc. (I) | | 5,699 | | 2,628 |
| | | |
|
| | | | 1,824,253 |
Trading Companies & Distributors - 1.58% | | | | |
Beacon Roofing Supply, Inc. (I) | | 2,504 | | 43,570 |
Houston Wire & Cable Company (L) | | 931 | | 11,423 |
Kaman Corp., Class A | | 504 | | 12,071 |
Lawson Products, Inc. | | 85 | | 1,507 |
RSC Holdings, Inc. (I)(L) | | 2,869 | | 20,226 |
Titan Machinery, Inc. (I) | | 382 | | 4,550 |
United Rentals, Inc. (I) | | 3,004 | | 22,680 |
Watsco, Inc. (L) | | 47,100 | | 2,724,264 |
| | | |
|
| | | | 2,840,291 |
| | | |
|
| | | | 33,524,887 |
Information Technology - 19.44% | | | | |
Communications Equipment - 2.82% | | | | |
Acme Packet, Inc. (I) | | 29,051 | | 484,280 |
ADTRAN, Inc. (L) | | 3,138 | | 73,366 |
Airvana, Inc. (I) | | 1,389 | | 10,598 |
Anaren, Inc. (I) | | 781 | | 9,606 |
Arris Group, Inc. (I) | | 3,478 | | 35,893 |
Aruba Networks, Inc. (I) | | 3,428 | | 40,210 |
Bel Fuse, Inc. | | 31 | | 671 |
Bel Fuse, Inc., Class B | | 168 | | 3,819 |
BigBand Networks, Inc. (I) | | 2,212 | | 6,371 |
Blue Coat Systems, Inc. (I) | | 20,247 | | 586,758 |
Ciena Corp. (I) | | 5,079 | | 72,833 |
CommScope, Inc. (I) | | 41,204 | | 1,050,290 |
Comtech Telecommunications Corp. (I)(L) | | 14,167 | | 447,961 |
DG Fastchannel, Inc. (I) | | 5,606 | | 181,578 |
Digi International, Inc. (I) | | 1,316 | | 13,357 |
EMS Technologies, Inc. (I) | | 424 | | 5,817 |
Emulex Corp. (I) | | 27,990 | | 355,473 |
Finisar Corp. (I)(L) | | 3,049 | | 38,204 |
Harmonic, Inc. (I) | | 5,333 | | 34,984 |
Hughes Communications, Inc. (I) | | 539 | | 15,184 |
Infinera Corp. (I) | | 4,836 | | 36,657 |
InterDigital, Inc. (I) | | 2,389 | | 61,278 |
Ixia (I) | | 1,254 | | 9,706 |
JDS Uniphase Corp. (I) | | 12,104 | | 129,876 |
NETGEAR, Inc. (I) | | 21,477 | | 544,442 |
Oplink Communications, Inc. (I) | | 23,645 | | 365,079 |
OpNext, Inc. (I) | | 1,289 | | 2,630 |
Palm, Inc. (I)(L) | | 8,557 | | 52,198 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Communications Equipment (continued) | | | | |
Plantronics, Inc. | | 2,726 | $ | 77,500 |
Polycom, Inc. (I) | | 4,683 | | 122,273 |
Powerwave Technologies, Inc. (I) | | 7,410 | | 8,670 |
Riverbed Technology, Inc. (I)(L) | | 3,072 | | 83,712 |
Seachange International, Inc. (I) | | 1,642 | | 11,625 |
ShoreTel, Inc. (I) | | 2,467 | | 14,802 |
Sonus Networks, Inc. (I) | | 7,684 | | 16,367 |
Tekelec, Inc. (I) | | 1,187 | | 19,609 |
Viasat, Inc. (I) | | 1,597 | | 48,549 |
| | | |
|
| | | | 5,072,226 |
Computers & Peripherals - 1.36% | | | | |
3PAR, Inc. (I)(L) | | 1,557 | | 14,371 |
Compellent Technologies, Inc. (I) | | 23,168 | | 359,799 |
Cray, Inc. (I) | | 37,760 | | 197,862 |
Imation Corp. (I) | | 592 | | 5,446 |
Intermec, Inc. (I) | | 2,761 | | 39,317 |
Intevac, Inc. (I) | | 1,232 | | 17,457 |
Isilon Systems, Inc. (I) | | 30,945 | | 228,684 |
Netezza Corp. (I) | | 2,689 | | 24,577 |
Novatel Wireless, Inc. (I)(L) | | 36,991 | | 246,360 |
QLogic Corp. (I) | | 6,359 | | 115,734 |
Quantum Corp. (I) | | 11,819 | | 29,311 |
Silicon Graphics International Corp. (I) | | 842 | | 9,043 |
STEC, Inc. (I)(L) | | 7,435 | | 76,432 |
Stratasys, Inc. (I) | | 1,068 | | 28,163 |
Super Micro Computer, Inc. (I) | | 1,461 | | 21,930 |
Synaptics, Inc. (I) | | 1,887 | | 50,383 |
Western Digital Corp. (I) | | 25,700 | | 992,791 |
| | | |
|
| | | | 2,457,660 |
Electronic Equipment, Instruments & Components - 0.62% | | |
Anixter International, Inc. (I) | | 1,621 | | 67,661 |
China Security & Surveillance | | | | |
Technology, Inc. (I) | | 1,429 | | 9,860 |
Cogent, Inc. (I) | | 2,490 | | 24,651 |
Cognex Corp. | | 2,091 | | 39,520 |
Coherent, Inc. (I) | | 1,357 | | 43,139 |
Comverge, Inc. (I)(L) | | 1,180 | | 11,446 |
Daktronics, Inc. | | 1,946 | | 14,731 |
DTS, Inc. (I) | | 972 | | 31,104 |
Echelon Corp. (I)(L) | | 1,114 | | 9,157 |
Electro Scientific Industries, Inc. (I) | | 537 | | 6,718 |
FARO Technologies, Inc. (I) | | 849 | | 20,325 |
ICx Technologies, Inc. (I)(L) | | 675 | | 4,394 |
IPG Photonics Corp. (I) | | 1,278 | | 20,218 |
Itron, Inc. (I) | | 2,226 | | 149,031 |
L-1 Identity Solutions, Inc. (I) | | 2,414 | | 20,567 |
Maxwell Technologies, Inc. (I)(L) | | 13,052 | | 180,901 |
MTS Systems Corp. | | 414 | | 11,269 |
Multi-Fineline Electronix, Inc. (I) | | 563 | | 12,273 |
National Instruments Corp. | | 3,235 | | 102,291 |
OSI Systems, Inc. (I) | | 883 | | 27,232 |
Plexus Corp. (I) | | 2,195 | | 75,706 |
Power-One, Inc. (I)(L) | | 3,711 | | 14,065 |
Rofin-Sinar Technologies, Inc. (I) | | 1,609 | | 32,968 |
Rogers Corp. (I) | | 312 | | 8,564 |
Sanmina-SCI Corp. (I) | | 1,526 | | 25,240 |
ScanSource, Inc. (I) | | 1,474 | | 38,324 |
Technitrol, Inc. | | 827 | | 3,639 |
TTM Technologies, Inc. (I) | | 2,395 | | 20,453 |
Universal Display Corp. (I)(L) | | 1,842 | | 19,396 |
Vishay Intertechnology, Inc. (I) | | 6,214 | | 63,694 |
| | | |
|
| | | | 1,108,537 |
| | |
The accompanying notes are an integral part of the financial statements. | 210 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Internet Software & Services - 3.57% | | | | |
Art Technology Group, Inc. (I) | | 95,714 | $ | 379,985 |
comScore, Inc. (I) | | 1,100 | | 17,072 |
Constant Contact, Inc. (I)(L) | | 1,180 | | 22,031 |
DealerTrack Holdings, Inc. (I) | | 2,131 | | 30,303 |
Dice Holdings, Inc. (I) | | 1,056 | | 6,970 |
Digital River, Inc. (I) | | 2,144 | | 56,366 |
DivX, Inc. (I) | | 1,559 | | 9,416 |
Equinix, Inc. (I)(L) | | 29,200 | | 2,758,524 |
GigaMedia, Ltd. (I) | | 25,574 | | 73,909 |
GSI Commerce, Inc. (I) | | 3,007 | | 75,085 |
InfoSpace, Inc. (I) | | 38,980 | | 392,918 |
Internap Network Services Corp. (I) | | 1,739 | | 8,747 |
Internet Brands, Inc., Class A (I) | | 1,304 | | 10,745 |
Internet Capital Group, Inc. (I) | | 2,038 | | 13,858 |
J2 Global Communications, Inc. (I) | | 2,506 | | 54,380 |
Limelight Networks, Inc. (I) | | 2,114 | | 7,780 |
Liquidity Services, Inc. (I) | | 927 | | 11,402 |
LoopNet, Inc. (I) | | 1,548 | | 14,629 |
MercadoLibre, Inc. (I)(L) | | 1,469 | | 60,435 |
Move, Inc. (I) | | 90,418 | | 141,956 |
NIC, Inc. | | 40,343 | | 301,362 |
Open Text Corp. (I) | | 10,990 | | 534,554 |
Perficient, Inc. (I) | | 851 | | 9,446 |
Rackspace Hosting, Inc. (I) | | 2,720 | | 53,938 |
RealNetworks, Inc. (I) | | 5,237 | | 24,090 |
SAVVIS, Inc. (I) | | 2,112 | | 29,758 |
Sohu.com, Inc. (I) | | 1,707 | | 87,415 |
Switch & Data Facilities Company, Inc. (I) | | 1,247 | | 22,309 |
Terremark Worldwide, Inc. (I) | | 21,453 | | 154,462 |
The Knot, Inc. (I) | | 1,591 | | 12,171 |
United Online, Inc. | | 20,203 | | 126,471 |
ValueClick, Inc. (I) | | 46,384 | | 440,184 |
VistaPrint NV (I)(L) | | 2,272 | | 131,140 |
Vocus, Inc. (I) | | 1,030 | | 14,657 |
Web.com Group, Inc. (I) | | 47,050 | | 223,958 |
WebMD Health Corp. (I)(L) | | 2,711 | | 116,790 |
| | | |
|
| | | | 6,429,216 |
IT Services - 2.52% | | | | |
Amdocs, Ltd. (I) | | 48,000 | | 1,395,840 |
CACI International, Inc., Class A (I) | | 9,615 | | 476,519 |
Cass Information Systems, Inc. | | 363 | | 10,988 |
China Information Security | | | | |
Technology, Inc. (I) | | 1,644 | | 8,088 |
Convergys Corp. (I) | | 38,280 | | 472,375 |
CSG Systems International, Inc. (I) | | 22,019 | | 443,022 |
Cybersource Corp. (I)(L) | | 32,204 | | 551,655 |
Euronet Worldwide, Inc. (I)(L) | | 2,535 | | 45,934 |
Exlservice Holdings, Inc. (I) | | 812 | | 13,966 |
Forrester Research, Inc. (I) | | 872 | | 26,116 |
Gartner Group, Inc., Class A (I) | | 4,253 | | 101,179 |
Genpact, Ltd. (I) | | 4,198 | | 63,348 |
Global Cash Access, Inc. (I) | | 3,125 | | 23,406 |
Heartland Payment Systems, Inc. | | 1,248 | | 19,082 |
iGate Corp. | | 1,353 | | 12,366 |
infoGROUP, Inc. (I) | | 692 | | 5,557 |
ManTech International Corp. (I) | | 1,235 | | 60,984 |
NCI, Inc. (I) | | 372 | | 10,479 |
NeuStar, Inc., Class A (I) | | 4,126 | | 95,641 |
RightNow Technologies, Inc. (I) | | 1,235 | | 19,217 |
Sapient Corp. | | 5,889 | | 53,119 |
SRA International, Inc., Class A (I) | | 2,418 | | 46,087 |
Syntel, Inc. (L) | | 1,383 | | 46,884 |
TeleTech Holdings, Inc. (I)(L) | | 2,075 | | 36,292 |
TNS, Inc. (I) | | 922 | | 21,787 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
IT Services (continued) | | | | |
Unisys Corp. (I) | | 2,346 | $ | 81,899 |
VeriFone Holdings, Inc. (I) | | 4,219 | | 81,427 |
Wright Express Corp. (I) | | 11,470 | | 324,830 |
| | | |
|
| | | | 4,548,087 |
Office Electronics - 0.05% | | | | |
Zebra Technologies Corp., Class A (I) | | 3,263 | | 93,224 |
Semiconductors & Semiconductor Equipment - 3.70% | | |
Actel Corp. (I) | | 510 | | 6,533 |
Advanced Analogic Technologies, Inc. (I) | | 58,789 | | 192,828 |
Advanced Energy Industries, Inc. (I)(L) | | 1,866 | | 27,094 |
Amkor Technology, Inc. (I)(L) | | 6,604 | | 39,756 |
Anadigics, Inc. (I) | | 76,727 | | 315,348 |
Applied Micro Circuits Corp. (I) | | 3,698 | | 33,060 |
Atheros Communications, Inc. (I)(L) | | 8,795 | | 315,653 |
Atmel Corp. (I) | | 23,916 | | 107,861 |
ATMI, Inc. (I) | | 1,132 | | 19,063 |
Brooks Automation, Inc. (I) | | 3,574 | | 30,879 |
Cabot Microelectronics Corp. (I) | | 1,301 | | 46,055 |
Cavium Networks, Inc. (I) | | 2,081 | | 49,736 |
Cirrus Logic, Inc. (I) | | 3,442 | | 24,576 |
Conexant Systems, Inc. (I) | | 3,229 | | 15,435 |
Cymer, Inc. (I) | | 24,821 | | 777,394 |
Cypress Semiconductor Corp. (I)(L) | | 8,642 | | 102,321 |
Diodes, Inc. (I) | | 1,937 | | 37,985 |
Entegris, Inc. (I) | | 4,670 | | 20,922 |
Exar Corp. (I) | | 720 | | 5,321 |
Fairchild Semiconductor International, Inc. (I) | | 2,407 | | 24,840 |
FEI Company (I) | | 2,091 | | 44,496 |
FormFactor, Inc. (I) | | 2,761 | | 45,418 |
Hittite Microwave Corp. (I) | | 1,337 | | 55,806 |
Integrated Device Technology, Inc. (I) | | 3,254 | | 17,799 |
International Rectifier Corp. (I) | | 1,384 | | 27,998 |
IXYS Corp. (I) | | 1,300 | | 11,063 |
Kopin Corp. (I) | | 3,718 | | 14,128 |
Kulicke & Soffa Industries, Inc. (I) | | 1,373 | | 9,034 |
Lattice Semiconductor Corp. (I) | | 2,286 | | 6,561 |
Mattson Technology, Inc. (I) | | 1,431 | | 5,280 |
Micrel, Inc. | | 847 | | 8,343 |
Microsemi Corp. (I) | | 27,835 | | 431,721 |
MIPS Technologies, Inc., Class A (I) | | 78,150 | | 329,012 |
MKS Instruments, Inc. (I) | | 2,610 | | 47,058 |
Monolithic Power Systems, Inc. (I) | | 68,940 | | 1,400,171 |
Netlogic Microsystems, Inc. (I) | | 1,058 | | 57,333 |
NVE Corp. (I)(L) | | 7,464 | | 331,849 |
O2Micro International, Ltd. (I) | | 72,263 | | 432,855 |
OmniVision Technologies, Inc. (I) | | 1,828 | | 26,561 |
Pericom Semiconductor Corp. (I) | | 1,428 | | 13,409 |
PMC-Sierra, Inc. (I) | | 6,313 | | 52,398 |
Power Integrations, Inc. | | 1,494 | | 53,724 |
Rambus, Inc. (I) | | 3,612 | | 79,283 |
Rubicon Technology, Inc. (I)(L) | | 668 | | 10,488 |
Rudolph Technologies, Inc. (I) | | 1,083 | | 8,621 |
Semtech Corp. (I) | | 2,216 | | 35,168 |
Sigma Designs, Inc. (I) | | 1,448 | | 16,942 |
Silicon Laboratories, Inc. (I) | | 2,407 | | 109,374 |
Silicon Storage Technology, Inc. (I) | | 2,260 | | 7,209 |
Standard Microsystems Corp. (I) | | 1,237 | | 24,146 |
Supertex, Inc. (I) | | 616 | | 14,729 |
Teradyne, Inc. (I)(L) | | 6,307 | | 63,007 |
Tessera Technologies, Inc. (I) | | 2,764 | | 49,641 |
Trident Microsystems, Inc. (I) | | 2,578 | | 3,815 |
TriQuint Semiconductor, Inc. (I) | | 8,456 | | 60,799 |
Ultratech, Inc. (I) | | 1,249 | | 16,112 |
| | |
The accompanying notes are an integral part of the financial statements. | 211 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Semiconductors & Semiconductor Equipment (continued) | | |
Varian Semiconductor Equipment | | | | |
Associates, Inc. (I) | | 4,083 | $ | 122,817 |
Veeco Instruments, Inc. (I) | | 1,363 | | 46,478 |
Verigy, Ltd. (I) | | 3,265 | | 32,519 |
Volterra Semiconductor Corp. (I) | | 1,260 | | 27,506 |
Zoran Corp. (I) | | 29,110 | | 330,107 |
| | | |
|
| | | | 6,673,438 |
Software - 4.80% | | | | |
ACI Worldwide, Inc. (I) | | 1,227 | | 22,380 |
Actuate Corp. (I) | | 49,310 | | 264,302 |
Advent Software, Inc. (I) | | 930 | | 37,498 |
ArcSight, Inc. (I) | | 920 | | 24,656 |
Ariba, Inc. (I) | | 2,481 | | 29,797 |
AsiaInfo Holdings, Inc. (I) | | 1,679 | | 41,001 |
Blackbaud, Inc. | | 2,450 | | 57,036 |
Blackboard, Inc. (I) | | 1,716 | | 67,061 |
Bottomline Technologies, Inc. (I) | | 478 | | 7,595 |
Clicksoftware Technologies, Ltd. (I) | | 55,130 | | 390,320 |
Commvault Systems, Inc. (I) | | 2,228 | | 48,793 |
Compuware Corp. (I) | | 61,696 | | 462,103 |
Concur Technologies, Inc. (I) | | 2,313 | | 90,993 |
Deltek, Inc. (I) | | 923 | | 7,098 |
DemandTec, Inc. (I) | | 1,431 | | 8,400 |
Double-Take Software, Inc. (I) | | 934 | | 8,285 |
Ebix, Inc. (I)(L) | | 1,319 | | 19,152 |
EPIQ Systems, Inc. (I) | | 35,531 | | 412,870 |
Falconstor Software, Inc. (I) | | 2,031 | | 7,210 |
Informatica Corp. (I) | | 4,962 | | 126,630 |
Interactive Intelligence, Inc. (I) | | 20,392 | | 401,722 |
Jack Henry & Associates, Inc. | | 4,464 | | 100,797 |
JDA Software Group, Inc. (I) | | 15,527 | | 439,414 |
Kenexa Corp. (I) | | 1,139 | | 11,242 |
Magma Design Automation, Inc. (I)(L) | | 2,632 | | 6,501 |
Manhattan Associates, Inc. (I) | | 1,250 | | 31,588 |
MICROS Systems, Inc. (I) | | 4,421 | | 132,807 |
MicroStrategy, Inc., Class A (I) | | 507 | | 44,966 |
Monotype Imaging Holdings, Inc. (I) | | 635 | | 6,039 |
Net 1 UEPS Technologies, Inc. (I) | | 21,500 | | 379,475 |
Netscout Systems, Inc. (I) | | 1,586 | | 23,140 |
NetSuite, Inc. (I)(L) | | 879 | | 10,864 |
NICE Systems, Ltd., SADR (I) | | 18,847 | | 579,734 |
Opnet Technologies, Inc. | | 487 | | 7,222 |
Parametric Technology Corp. (I) | | 6,541 | | 113,879 |
Pegasystems, Inc. | | 918 | | 33,048 |
Progress Software Corp. (I) | | 1,114 | | 31,214 |
PROS Holdings, Inc. (I) | | 999 | | 8,701 |
Quest Software, Inc. (I) | | 25,740 | | 433,719 |
Radiant Systems, Inc. (I) | | 26,201 | | 292,665 |
Renaissance Learning, Inc. | | 247 | | 3,446 |
Rovi Corp. (I) | | 5,718 | | 191,553 |
S1 Corp. (I) | | 2,897 | | 17,990 |
Smith Micro Software, Inc. (I) | | 50,049 | | 438,429 |
Solera Holdings, Inc. | | 19,659 | | 671,551 |
SonicWALL, Inc. (I) | | 3,024 | | 24,222 |
Sourcefire, Inc. (I) | | 896 | | 20,931 |
SuccessFactors, Inc. (I) | | 2,580 | | 46,724 |
Sybase, Inc. (I)(L) | | 8,814 | | 391,253 |
Symyx Technologies, Inc. (I) | | 1,938 | | 8,450 |
Synchronoss Technologies, Inc. (I) | | 1,119 | | 19,482 |
Taleo Corp. (I) | | 1,916 | | 45,103 |
TeleCommunication Systems, Inc. (I) | | 44,387 | | 338,229 |
TIBCO Software, Inc. (I) | | 46,977 | | 430,779 |
TiVo, Inc. (I) | | 6,084 | | 57,676 |
Tyler Technologies, Inc. (I) | | 23,464 | | 426,106 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Software (continued) | | | | |
Ultimate Software Group, Inc. (I) | | 8,010 | $ | 247,669 |
VASCO Data Security International, Inc. (I) | | 1,684 | | 13,337 |
Websense, Inc. (I) | | 1,578 | | 33,864 |
| | | |
|
| | | | 8,648,711 |
| | | |
|
| | | | 35,031,099 |
Materials - 4.59% | | | | |
Chemicals - 1.91% | | | | |
Albemarle Corp. | | 60,300 | | 2,260,647 |
Balchem Corp. | | 1,553 | | 34,026 |
Calgon Carbon Corp. (I) | | 2,950 | | 45,755 |
Hawkins, Inc. | | 176 | | 3,511 |
Intrepid Potash, Inc. (I)(L) | | 2,498 | | 68,745 |
Landec Corp. (I) | | 1,406 | | 8,520 |
LSB Industries, Inc. (I) | | 905 | | 12,860 |
NewMarket Corp. | | 675 | | 60,109 |
Solutia, Inc. (I) | | 38,049 | | 535,349 |
Spartech Corp. (I) | | 21,975 | | 223,925 |
Stepan Company | | 440 | | 20,918 |
W.R. Grace & Company (I) | | 4,008 | | 116,072 |
Zep, Inc. | | 1,199 | | 26,486 |
Zoltek Companies, Inc. (I)(L) | | 1,622 | | 14,420 |
| | | |
|
| | | | 3,431,343 |
Construction Materials - 0.01% | | | | |
Headwaters, Inc. (I) | | 3,343 | | 16,682 |
United States Lime & Minerals, Inc. (I) | | 161 | | 6,356 |
| | | |
|
| | | | 23,038 |
Containers & Packaging - 1.35% | | | | |
AptarGroup, Inc. | | 6,796 | | 261,850 |
Bway Holding Company (I) | | 620 | | 9,343 |
Crown Holdings, Inc. (I) | | 67,100 | | 1,833,172 |
Graphic Packaging Holding Company (I) | | 2,381 | | 8,286 |
Silgan Holdings, Inc. | | 5,562 | | 317,646 |
| | | |
|
| | | | 2,430,297 |
Metals & Mining - 1.12% | | | | |
AK Steel Holding Corp. | | 16,016 | | 344,824 |
Allied Nevada Gold Corp. (I)(L) | | 3,462 | | 47,637 |
Brush Engineered Materials, Inc. (I) | | 1,123 | | 23,066 |
Gammon Gold, Inc. (I) | | 37,590 | | 366,503 |
General Moly, Inc. (I) | | 3,417 | | 8,030 |
Haynes International, Inc. | | 672 | | 19,515 |
Hecla Mining Company (I)(L) | | 6,642 | | 34,538 |
Horsehead Holding Corp. (I) | | 2,404 | | 24,449 |
Royal Gold, Inc. | | 1,397 | | 62,781 |
RTI International Metals, Inc. (I) | | 1,665 | | 40,010 |
Schnitzer Steel Industries, Inc. | | 1,188 | | 54,244 |
Stillwater Mining Company (I) | | 42,696 | | 484,600 |
Thompson Creek Metals Company, Inc. (I) | | 36,730 | | 505,038 |
| | | |
|
| | | | 2,015,235 |
Paper & Forest Products - 0.20% | | | | |
Buckeye Technologies, Inc. (I) | | 31,330 | | 346,197 |
Deltic Timber Corp. | | 381 | | 17,503 |
| | | |
|
| | | | 363,700 |
| | | |
|
| | | | 8,263,613 |
Telecommunication Services - 3.74% | | | | |
Diversified Telecommunication Services - 1.88% | | | | |
Alaska Communications Systems Group, Inc. | | 2,463 | | 17,881 |
Atlantic Tele-Network, Inc. | | 5,100 | | 223,788 |
Cbeyond, Inc. (I) | | 1,297 | | 16,083 |
Cogent Communications Group, Inc. (I)(L) | | 154,046 | | 1,515,813 |
| | |
The accompanying notes are an integral part of the financial statements. | 212 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Smaller Company Growth Fund (continued) |
| Shares or | | |
| Principal | | |
| Amount | | Value |
|
|
|
COMMON STOCKS (continued) | | | | |
Diversified Telecommunication Services (continued) | | | |
General Communication, Inc., Class A (I) | | 1,872 | $ | 10,277 |
Global Crossing, Ltd. (I) | | 1,669 | | 23,783 |
Neutral Tandem, Inc. (I) | | 1,769 | | 28,516 |
PAETEC Holding Corp. (I) | | 7,273 | | 28,801 |
Premiere Global Services, Inc. (I) | | 183,659 | | 1,381,116 |
TW Telecom, Inc. (I) | | 8,292 | | 131,760 |
Vonage Holdings Corp. (I) | | 6,098 | | 9,452 |
| | | |
|
| | | | 3,387,270 |
Wireless Telecommunication Services - 1.86% | | | |
Fibertower Corp. (I) | | 395 | | 1,627 |
ICO Global Communications | | | | |
Holdings, Ltd. (I) | | 8,282 | | 9,110 |
NII Holdings, Inc. (I) | | 77,300 | | 2,892,568 |
Shenandoah Telecommunications Company | 1,246 | | 22,465 |
Syniverse Holdings, Inc. (I) | | 24,546 | | 412,864 |
TerreStar Corp. (I) | | 2,597 | | 2,246 |
USA Mobility, Inc. (I) | | 1,254 | | 14,120 |
| | | |
|
| | | | 3,355,000 |
| | | |
|
| | | | 6,742,270 |
Utilities - 0.28% | | | | |
Electric Utilities - 0.08% | | | | |
ITC Holdings Corp. | | 2,817 | | 150,371 |
Independent Power Producers & Energy Traders - 0.02% | | |
Ormat Technologies, Inc. | | 1,134 | | 32,807 |
Multi-Utilities - 0.17% | | | | |
Avista Corp. | | 15,320 | | 311,915 |
Consolidated Water Company, Ltd. | | 781 | | 9,489 |
| | | |
|
| | | | 504,582 |
|
TOTAL COMMON STOCKS (Cost $143,959,647) | | $ | 175,318,782 |
|
|
INVESTMENT COMPANIES - 0.47% | | | | |
Diversified Financials - 0.47% | | | | |
iShares Russell 2000 Growth Index Fund (L) | 12,500 | | 849,500 |
|
TOTAL INVESTMENT COMPANIES (Cost $868,071) | | $ | 849,500 |
|
|
RIGHTS - 0.00% | | | | |
Telecommunication Services - 0.00% | | | | |
Wireless Telecommunication Services - 0.00% | | | |
ICO Global Communications Holdings, Ltd. | | | |
(Expiration Date 03/09/2010, Strike | | | | |
Price USD 0.70) | | 6,961 | | 573 |
|
TOTAL RIGHTS (Cost $-) | | | $ | 573 |
|
|
SHORT-TERM INVESTMENTS - 21.75% | | | |
Repurchase Agreement - 1.79% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $1,062,001 on 03/01/2010, | | | |
collateralized by $995,000 U.S. Treasury | | | |
Notes, 4.25% due 08/15/2015 (valued at | | | | |
$1,085,844, including interest) | $ | 1,062,000 | | 1,062,000 |
Repurchase Agreement with State Street Corp. | | | |
dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $2,166,002 on 03/01/2010, | | | |
collateralized by $2,125,000 Federal Home | | | |
Loan Bank, 4.375% due 09/17/2010 (valued | | | |
at $2,213,613, including interest) | | 2,166,000 | | 2,166,000 |
| | | |
|
| | | | 3,228,000 |
| | | | |
Smaller Company Growth Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
SHORT-TERM INVESTMENTS (continued) | | | |
Short-Term Securities* - 0.48% | | | | |
State Street Institutional Liquid Reserves | | | | |
Fund, 0.1176% | $ | 863,786 | $ | 863,786 |
Securities Lending Collateral - 19.48% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 3,506,412 | | 35,099,534 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $39,191,237) | $ | 39,191,320 |
|
Total Investments (Smaller Company Growth Fund) | | |
(Cost $184,018,955) - 119.52% | | | $ | 215,360,175 |
Other assets and liabilities, net - (19.52%) | | | (35,178,121) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 180,182,054 |
| | | |
|
|
|
|
Spectrum Income Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 13.72% | | | | |
Automobiles & Components - 0.06% | | | | |
Harley-Davidson, Inc. (L) | | 20,800 | $ | 511,888 |
Banks - 0.76% | | | | |
Allied Irish Banks PLC - | | | | |
London Exchange | | 34,713 | | 47,662 |
KeyCorp | | 67,900 | | 485,485 |
Marshall & Ilsley Corp. | | 32,600 | | 230,808 |
Regions Financial Corp. (L) | | 62,500 | | 421,875 |
SunTrust Banks, Inc. | | 37,700 | | 897,637 |
U.S. Bancorp | | 83,100 | | 2,045,091 |
Wells Fargo & Company | | 84,900 | | 2,321,166 |
| | | |
|
| | | | 6,449,724 |
Capital Goods - 1.68% | | | | |
3M Company | | 26,900 | | 2,156,035 |
Boeing Company | | 20,800 | | 1,313,728 |
Cooper Industries PLC | | 17,600 | | 798,336 |
Deere & Company | | 22,600 | | 1,294,980 |
Eaton Corp. | | 6,200 | | 422,344 |
General Cable Corp. (I)(L) | | 6,650 | | 162,460 |
General Electric Company | | 184,300 | | 2,959,858 |
Honeywell International, Inc. | | 32,600 | | 1,309,216 |
Illinois Tool Works, Inc. | | 34,400 | | 1,565,888 |
ITT Corp. | | 3,600 | | 184,428 |
Lockheed Martin Corp. | | 9,400 | | 730,944 |
Masco Corp. | | 58,200 | | 778,134 |
Pall Corp. | | 5,800 | | 228,926 |
USG Corp. (I)(L) | | 18,900 | | 254,772 |
| | | |
|
| | | | 14,160,049 |
Commercial & Professional Services - 0.09% | | | |
Avery Dennison Corp. | | 23,300 | | 736,280 |
Consumer Durables & Apparel - 0.53% | | | | |
D.R. Horton, Inc. (L) | | 20,600 | | 254,616 |
Fortune Brands, Inc. | | 37,600 | | 1,648,008 |
Harman International Industries, Inc. (I) | | 4,700 | | 202,758 |
Mattel, Inc. | | 47,300 | | 1,040,127 |
Whirlpool Corp. (L) | | 15,400 | | 1,296,064 |
| | | |
|
| | | | 4,441,573 |
Consumer Services - 0.15% | | | | |
H & R Block, Inc. | | 9,200 | | 158,976 |
Lakes Gaming, Inc. (I) | | 22,900 | | 50,380 |
Marriott International, Inc., Class A (L) | | 27,299 | | 740,076 |
| | |
The accompanying notes are an integral part of the financial statements. | 213 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Consumer Services (continued) | | | | |
MGM Mirage, Inc. (I)(L) | | 29,900 | $ | 315,146 |
| | | |
|
| | | | 1,264,578 |
Diversified Financials - 1.64% | | | | |
American Express Company | | 65,100 | | 2,486,169 |
Bank of America Corp. | | 179,293 | | 2,987,021 |
Capital One Financial Corp. | | 21,200 | | 800,300 |
JPMorgan Chase & Company | | 96,900 | | 4,066,893 |
Legg Mason, Inc. (L) | | 35,400 | | 915,090 |
NYSE Euronext | | 23,100 | | 609,378 |
SLM Corp. (I) | | 65,500 | | 732,290 |
The Bank of New York Mellon Corp. | | 42,800 | | 1,220,656 |
| | | |
|
| | | | 13,817,797 |
Energy - 1.89% | | | | |
Anadarko Petroleum Corp. | | 20,600 | | 1,444,678 |
BJ Services Company | | 14,600 | | 319,010 |
BP PLC | | 26,900 | | 1,431,349 |
Chevron Corp. | | 41,100 | | 2,971,530 |
ConocoPhillips | | 12,200 | | 585,600 |
Exxon Mobil Corp. (L) | | 41,100 | | 2,671,500 |
Murphy Oil Corp. | | 28,700 | | 1,489,530 |
Royal Dutch Shell PLC, ADR | | 41,200 | | 2,255,288 |
Schlumberger, Ltd. | | 22,300 | | 1,362,530 |
Spectra Energy Corp. | | 25,300 | | 551,540 |
Sunoco, Inc. | | 20,600 | | 543,222 |
The Williams Companies, Inc. | | 13,300 | | 286,482 |
| | | |
|
| | | | 15,912,259 |
Food & Staples Retailing - 0.05% | | | | |
Wal-Mart Stores, Inc. | | 7,700 | | 416,339 |
Food, Beverage & Tobacco - 0.40% | | | | |
B&G Foods, Inc. | | 25,350 | | 236,009 |
Kraft Foods, Inc., Class A | | 29,100 | | 827,313 |
McCormick & Company, Inc. | | 12,800 | | 475,008 |
The Hershey Company (L) | | 46,800 | | 1,860,768 |
| | | |
|
| | | | 3,399,098 |
Household & Personal Products - 0.10% | | | | |
Kimberly-Clark Corp. | | 13,700 | | 832,138 |
Insurance - 0.53% | | | | |
Chubb Corp. | | 9,200 | | 464,232 |
Lincoln National Corp. | | 36,600 | | 921,588 |
Marsh & McLennan Companies, Inc. | | 58,100 | | 1,349,082 |
Sun Life Financial, Inc. (L) | | 29,300 | | 835,050 |
The Progressive Corp. | | 26,000 | | 445,900 |
The Travelers Companies, Inc. | | 9,300 | | 489,087 |
| | | |
|
| | | | 4,504,939 |
Materials - 0.98% | | | | |
Alcoa, Inc. | | 31,600 | | 420,280 |
Ashland, Inc. | | 8,250 | | 388,410 |
E.I. Du Pont de Nemours & Company | | 30,700 | | 1,035,204 |
Freeport-McMoRan Copper & Gold, Inc. | | 3,475 | | 261,181 |
Huntsman Corp. | | 14,400 | | 197,712 |
International Flavors & Fragrances, Inc. | | 25,100 | | 1,056,961 |
International Paper Company | | 63,800 | | 1,478,246 |
MeadWestvaco Corp. | | 26,600 | | 610,204 |
Nucor Corp. | | 29,100 | | 1,204,740 |
Owens-Illinois, Inc. (I) | | 12,150 | | 360,126 |
Vulcan Materials Company (L) | | 19,500 | | 846,495 |
Weyerhaeuser Company | | 9,700 | | 391,880 |
| | | |
|
| | | | 8,251,439 |
Media - 0.80% | | | | |
Cablevision Systems Corp., Class A | | 33,700 | | 811,496 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Media (continued) | | | | |
Comcast Corp., Class A | | 23,500 | $ | 386,340 |
Madison Square Garden, Inc. (I) | | 8,725 | | 170,138 |
The McGraw-Hill Companies, Inc. | | 41,200 | | 1,409,040 |
The New York Times Company (I) | | 49,100 | | 537,154 |
The Walt Disney Company | | 44,500 | | 1,390,180 |
Time Warner, Inc. | | 61,133 | | 1,775,302 |
WPP PLC, SADR | | 34,500 | | 316,308 |
| | | |
|
| | | | 6,795,958 |
Pharmaceuticals, Biotechnology & Life Sciences - 0.71% | | |
Amgen, Inc. | | 11,900 | | 673,659 |
Bristol-Myers Squibb Company (L) | | 43,000 | | 1,053,930 |
Eli Lilly & Company | | 31,200 | | 1,071,408 |
Johnson & Johnson | | 17,800 | | 1,121,400 |
Merck & Company, Inc. | | 38,400 | | 1,416,192 |
Pfizer, Inc. | | 36,621 | | 642,699 |
| | | |
|
| | | | 5,979,288 |
Real Estate - 0.00% | | | | |
Weingarten Realty Investors (L) | | 1,271 | | 26,170 |
Retailing - 0.61% | | | | |
Bed Bath & Beyond, Inc. | | 33,300 | | 1,385,613 |
Genuine Parts Company | | 12,300 | | 496,428 |
Home Depot, Inc. | | 69,900 | | 2,180,880 |
Macy’s, Inc. | | 22,900 | | 438,535 |
Tiffany & Company | | 14,000 | | 621,460 |
| | | |
|
| | | | 5,122,916 |
Semiconductors & Semiconductor Equipment - 0.26% | | |
Analog Devices, Inc. | | 37,700 | | 1,102,348 |
Applied Materials, Inc. | | 28,800 | | 352,512 |
Intel Corp. | | 35,700 | | 732,921 |
| | | |
|
| | | | 2,187,781 |
Software & Services - 0.48% | | | | |
Computer Sciences Corp. (I) | | 21,900 | | 1,134,201 |
eBay, Inc. (I) | | 32,200 | | 741,244 |
Electronic Arts, Inc. (I)(L) | | 24,900 | | 412,842 |
Microsoft Corp. | | 60,200 | | 1,725,332 |
| | | |
|
| | | | 4,013,619 |
Technology Hardware & Equipment - 0.12% | | | | |
Cisco Systems, Inc. (I) | | 19,800 | | 481,734 |
Dell, Inc. (I) | | 42,400 | | 560,952 |
| | | |
|
| | | | 1,042,686 |
Telecommunication Services - 0.62% | | | | |
AT&T, Inc. | | 94,720 | | 2,350,003 |
Qwest Communications | | | | |
International, Inc. (L) | | 168,600 | | 768,816 |
Sprint Nextel Corp. (I) | | 160,575 | | 534,715 |
Verizon Communications, Inc. | | 37,500 | | 1,084,875 |
Vodafone Group PLC | | 228,700 | | 493,377 |
| | | |
|
| | | | 5,231,786 |
Transportation - 0.18% | | | | |
Southwest Airlines Company | | 23,200 | | 291,856 |
United Parcel Service, Inc., Class B | | 21,300 | | 1,251,162 |
| | | |
|
| | | | 1,543,018 |
Utilities - 1.08% | | | | |
CenterPoint Energy, Inc. | | 13,600 | | 181,968 |
Constellation Energy Group, Inc. | | 15,900 | | 557,613 |
Duke Energy Corp. | | 52,380 | | 856,413 |
Entergy Corp. | | 11,700 | | 888,849 |
Exelon Corp. | | 25,400 | | 1,099,820 |
FirstEnergy Corp. | | 9,700 | | 374,905 |
| | |
The accompanying notes are an integral part of the financial statements. | 214 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Utilities (continued) | | | | |
NiSource, Inc. | | 71,600 | $ | 1,075,432 |
NRG Energy, Inc. (I) | | 11,200 | | 244,608 |
PG&E Corp. | | 15,900 | | 666,528 |
Pinnacle West Capital Corp. | | 15,900 | | 578,919 |
PPL Corp. | | 16,600 | | 472,768 |
Progress Energy, Inc. | | 25,150 | | 962,994 |
TECO Energy, Inc. (L) | | 14,600 | | 223,818 |
Xcel Energy, Inc. | | 46,020 | | 957,676 |
| | | |
|
| | | | 9,142,311 |
|
TOTAL COMMON STOCKS (Cost $117,972,510) | | | $ | 115,783,634 |
|
|
PREFERRED STOCKS - 0.44% | | | | |
Consumer Services - 0.02% | | | | |
Sealy Corp. 8.000% | | 2,100 | | 193,200 |
Diversified Financials - 0.12% | | | | |
Citigroup, Inc. 7.500% | | 6,200 | | 665,012 |
Federal Home Loan Mortgage Corp., | | | | |
Series Z 8.375% (I) | | 7,400 | | 8,436 |
Federal National Mortgage Association, | | | | |
Series S 8.250% (I) | | 6,125 | | 6,615 |
SLM Corp. 7.250% | | 550 | | 329,021 |
| | | |
|
| | | | 1,009,084 |
Media - 0.01% | | | | |
Spanish Broadcasting System, | | | | |
Series B 10.375% | | 308 | | 77,000 |
Telecommunication Services - 0.29% | | | | |
Crown Castle International Corp. 6.250% | | 12,250 | | 712,797 |
Lucent Technologies Capital Trust | | | | |
I 7.375% | | 2,300 | | 1,725,000 |
| | | |
|
| | | | 2,437,797 |
|
TOTAL PREFERRED STOCKS (Cost $3,908,132) | | | $ | 3,717,081 |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 23.95% | | | | |
U.S. Treasury Strips - 0.01% | | | | |
0.00%, 05/15/2021 | | 180,000 | | 112,941 |
U.S. Treasury Bonds - 0.90% | | | | |
2.625%, 04/30/2016 | | 3,150,000 | | 3,123,915 |
3.500%, 02/15/2039 | | 1,140,000 | | 951,188 |
4.500%, 08/15/2039 | | 65,000 | | 64,705 |
4.750%, 02/15/2037 | | 1,215,000 | | 1,268,156 |
6.125%, 08/15/2029 (F) | | 915,000 | | 1,124,592 |
7.125%, 02/15/2023 | | 410,000 | | 537,164 |
7.250%, 08/15/2022 | | 340,000 | | 449,331 |
7.875%, 02/15/2021 | | 45,000 | | 61,587 |
| | | |
|
| | | | 7,580,638 |
U.S. Treasury Notes - 4.35% | | | | |
1.000%, 08/31/2011 | | 1,500,000 | | 1,510,313 |
1.125%, 01/15/2012 | | 680,000 | | 684,728 |
1.750%, 08/15/2012 | | 2,900,000 | | 2,949,845 |
2.000%, 09/30/2010 | | 725,000 | | 732,505 |
2.375%, 08/31/2010 | | 5,000,000 | | 5,053,905 |
2.625%, 07/31/2014 | | 10,635,000 | | 10,906,692 |
3.125%, 09/30/2013 | | 3,000,000 | | 3,157,500 |
4.000%, 08/15/2018 | | 9,205,000 | | 9,622,097 |
4.500%, 04/30/2012 | | 1,930,000 | | 2,080,177 |
| | | |
|
| | | | 36,697,762 |
Federal Home Loan Mortgage Corp. - 2.04% | | | | |
0.00%, 08/01/2028 | | 6,404 | | 5,619 |
3.326%, 02/01/2035 (P) | | 122,193 | | 126,578 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
Federal Home Loan Mortgage Corp. (continued) | | | |
3.346%, 09/01/2032 (P) | $ | 4,458 | $ | 4,641 |
3.667%, 07/01/2035 (P) | | 33,884 | | 35,096 |
4.125%, 10/18/2010 | | 1,750,000 | | 1,791,899 |
4.250%, 12/15/2021 | | 131,520 | | 134,640 |
4.500%, 05/15/2016 to 02/15/2020 | | 990,642 | | 930,877 |
4.623%, 06/01/2038 (P) | | 159,618 | | 167,947 |
4.633%, 07/01/2035 (P) | | 85,872 | | 89,214 |
4.711%, 07/01/2038 (P) | | 267,410 | | 281,368 |
5.000%, 10/01/2018 to 12/01/2035 | | 4,187,962 | | 4,382,184 |
5.031%, 03/01/2036 (P) | | 59,226 | | 62,446 |
5.068%, 11/01/2035 (P) | | 28,227 | | 29,762 |
5.145%, 01/01/2036 (P) | | 151,683 | | 157,755 |
5.155%, 09/01/2035 (P) | | 116,968 | | 123,328 |
5.292%, 02/01/2037 (P) | | 160,236 | | 168,949 |
5.311%, 02/01/2037 (P) | | 82,437 | | 86,919 |
5.336%, 01/01/2036 (P) | | 12,056 | | 12,712 |
5.341%, 04/01/2037 (P) | | 408,688 | | 430,911 |
5.361%, 05/01/2037 (P) | | 107,287 | | 113,120 |
5.394%, 02/01/2038 (P) | | 375,275 | | 395,680 |
5.500%, 04/25/2014 to 12/01/2034 | | 2,220,618 | | 2,326,684 |
5.523%, 10/01/2036 (P) | | 439,879 | | 462,560 |
5.750%, 12/15/2018 | | 348,574 | | 361,473 |
5.887%, 02/01/2037 (P) | | 163,172 | | 172,044 |
5.976%, 01/01/2037 (P) | | 41,898 | | 44,176 |
5.984%, 12/01/2036 (P) | | 526,984 | | 555,638 |
6.000%, 11/01/2011 to 12/01/2033 | | 1,326,184 | | 1,410,891 |
6.005%, 11/01/2036 (P) | | 357,367 | | 376,799 |
6.011%, 10/01/2036 (P) | | 452,639 | | 477,251 |
6.114%, 10/01/2036 (P) | | 345,287 | | 364,062 |
6.205%, 08/01/2036 (P) | | 445,110 | | 469,313 |
6.500%, 05/01/2017 to 11/01/2033 | | 562,079 | | 589,593 |
7.000%, 02/01/2024 to 06/01/2032 | | 32,855 | | 35,534 |
7.500%, 05/01/2024 to 06/01/2024 | | 3,252 | | 3,576 |
10.500%, 05/01/2019 | | 152 | | 177 |
| | | |
|
| | | | 17,181,416 |
Federal National Mortgage Association - 6.69% | | | |
2.484%, 10/01/2033 (P) | | 77,405 | | 78,629 |
2.587%, 07/01/2027 (P) | | 1,289 | | 1,321 |
3.075%, 11/01/2035 (P) | | 134,852 | | 139,385 |
3.875%, 07/12/2013 | | 1,795,000 | | 1,927,028 |
4.000%, 05/25/2016 | | 20,722 | | 21,007 |
4.500%, 05/01/2019 to 01/01/2040 | | 10,303,437 | | 10,586,382 |
4.625%, 07/01/2035 (P) | | 76,848 | | 79,547 |
4.777%, 09/01/2035 (P) | | 423,037 | | 446,040 |
4.832%, 05/01/2038 (P) | | 103,616 | | 109,250 |
4.840%, 04/01/2038 (P) | | 197,947 | | 208,711 |
4.852%, 05/01/2038 (P) | | 361,858 | | 381,534 |
4.875%, 05/01/2038 (P) | | 305,690 | | 322,312 |
4.912%, 08/01/2038 (P) | | 250,091 | | 263,689 |
5.000%, 03/01/2018 to 12/01/2039 | | 5,810,580 | | 6,108,731 |
5.292%, 12/01/2035 (P) | | 24,231 | | 25,548 |
5.326%, 12/01/2035 (P) | | 25,209 | | 26,580 |
5.447%, 09/01/2037 (P) | | 169,680 | | 178,907 |
5.448%, 06/01/2037 (P) | | 103,788 | | 109,431 |
5.487%, 01/01/2019 (P) | | 916 | | 953 |
5.500%, 07/01/2013 to 08/01/2037 | | 14,335,185 | | 15,191,776 |
5.529%, 01/01/2037 (P) | | 170,133 | | 178,906 |
5.532%, 07/01/2036 (P) | | 152,887 | | 160,579 |
5.633%, 12/01/2035 (P) | | 66,206 | | 69,806 |
5.801%, 08/01/2037 (P) | | 202,699 | | 213,721 |
5.982%, 09/01/2036 (P) | | 220,387 | | 232,371 |
5.993%, 08/01/2036 (P) | | 337,042 | | 355,369 |
6.000%, 03/01/2021 to 04/01/2039 | | 14,014,247 | | 14,998,361 |
| | |
The accompanying notes are an integral part of the financial statements. | 215 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
Federal National Mortgage Association (continued) | | |
6.016%, 12/01/2036 (P) | $ | 280,402 | $ | 295,648 |
6.500%, 06/01/2013 to 04/01/2038 | | 2,958,706 | | 3,187,174 |
7.000%, 12/01/2029 to 04/01/2037 | | 61,357 | | 65,761 |
7.125%, 01/15/2030 | | 365,000 | | 470,665 |
| | | |
|
| | | | 56,435,122 |
Government National Mortgage Association - 9.57% | | |
0.00%, 03/16/2028 | | 24,967 | | 21,687 |
2.822%, 12/16/2019 | | 362,485 | | 365,686 |
3.612%, 11/16/2027 | | 925,006 | | 938,433 |
4.000%, 09/15/2018 to 06/20/2039 | | 853,233 | | 869,753 |
4.500%, 09/15/2018 to 02/20/2040 | | 21,667,957 | | 22,062,434 |
4.994%, 03/16/2030 (P) | | 56,000 | | 59,904 |
5.000%, 02/15/2018 to 10/20/2039 | | 14,331,977 | | 15,038,616 |
5.500%, 02/15/2029 to 07/15/2037 | | 16,288,331 | | 17,460,694 |
6.000%, 11/15/2012 to 12/15/2038 | | 14,631,670 | | 15,832,960 |
6.500%, 12/15/2014 to 08/15/2037 | | 5,857,914 | | 6,430,553 |
7.000%, 04/15/2017 to 10/20/2036 | | 1,544,126 | | 1,695,614 |
9.250%, 10/15/2016 to 12/15/2019 | | 2,905 | | 3,272 |
9.750%, 07/15/2017 to 02/15/2021 | | 3,739 | | 4,287 |
10.250%, 11/15/2020 | | 2,176 | | 2,570 |
11.750%, 08/15/2013 | | 981 | | 1,109 |
12.000%, 10/15/2010 to 12/15/2012 | | 115 | | 124 |
12.250%, 03/15/2014 to 07/20/2015 | | 838 | | 985 |
12.500%, 06/15/2010 | | 289 | | 294 |
12.750%, 12/20/2013 to 11/20/2014 | | 760 | | 892 |
| | | |
|
| | | | 80,789,867 |
Treasury Inflation Protected Securities (D) - 0.39% | | |
0.875%, 04/15/2010 | | 3,101,126 | | 3,115,419 |
1.750%, 01/15/2028 | | 82,480 | | 78,369 |
2.000%, 01/15/2016 | | 70,735 | | 75,499 |
2.500%, 01/15/2029 | | 45,270 | | 48,011 |
| | | |
|
| | | | 3,317,298 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (Cost $193,760,277) | | | $ | 202,115,044 |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 10.29% | | | | |
Argentina - 0.08% | | | | |
Republic of Argentina | | | | |
7.000%, 10/03/2015 | | 625,000 | | 462,500 |
7.875%, 04/11/2011 | | 200,100 | | 196,098 |
| | | |
|
| | | | 658,598 |
Austria - 0.02% | | | | |
Republic of Austria | | | | |
6.250%, 07/15/2027 | EUR | 94,000 | | 162,645 |
Belgium - 0.09% | | | | |
Kingdom of Belgium | | | | |
4.250%, 09/28/2013 | | 197,000 | | 289,879 |
5.000%, 09/28/2012 to 03/28/2035 | | 313,000 | | 473,287 |
| | | |
|
| | | | 763,166 |
Brazil - 0.98% | | | | |
Federative Republic of Brazil | | | | |
5.625%, 01/07/2041 | $ | 210,000 | | 195,825 |
5.875%, 01/15/2019 | | 275,000 | | 292,586 |
6.000%, 01/17/2017 | | 205,000 | | 222,894 |
7.125%, 01/20/2037 | | 860,000 | | 971,800 |
8.750%, 02/04/2025 | | 475,000 | | 612,750 |
8.875%, 10/14/2019 | | 500,000 | | 643,750 |
10.000%, 01/01/2011 to 01/01/2021 | BRL | 8,523,000 | | 4,378,602 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
Brazil (continued) | | | | |
Federative Republic of Brazil (continued) | | | | |
11.000%, 08/17/2040 | $ | 700,000 | $ | 939,750 |
| | | |
|
| | | | 8,257,957 |
Canada - 0.37% | | | | |
Government of Canada | | | | |
3.750%, 06/01/2019 | CAD | 1,388,000 | | 1,358,319 |
4.250%, 06/01/2018 | | 51,000 | | 52,059 |
4.500%, 06/01/2015 | | 111,000 | | 115,294 |
5.250%, 06/01/2012 | | 560,000 | | 577,276 |
5.750%, 06/01/2033 | | 271,000 | | 322,529 |
Province of Ontario | | | | |
5.000%, 03/08/2014 | | 555,000 | | 577,206 |
Province of Quebec | | | | |
5.000%, 12/01/2038 | | 90,000 | | 88,627 |
| | | |
|
| | | | 3,091,310 |
Colombia - 0.03% | | | | |
Republic of Colombia | | | | |
7.375%, 09/18/2037 (S) | $ | 250,000 | | 271,875 |
Cote D Ivoire - 0.02% | | | | |
Ivory Coast Government | | | | |
4.000%, 03/31/2018 | | 350,000 | | 178,500 |
Croatia - 0.02% | | | | |
Republic of Croatia | | | | |
6.750%, 11/05/2019 | | 150,000 | | 155,442 |
Denmark - 0.09% | | | | |
Kingdom of Denmark | | | | |
5.000%, 11/15/2013 | DKK | 3,277,000 | | 662,200 |
7.000%, 11/10/2024 | | 364,000 | | 91,650 |
| | | |
|
| | | | 753,850 |
France - 0.68% | | | | |
Government of France | | | | |
3.750%, 01/12/2012 | EUR | 1,700,000 | | 2,435,522 |
4.000%, 10/25/2014 | | 733,000 | | 1,077,627 |
5.500%, 04/25/2029 | | 504,000 | | 826,655 |
5.750%, 10/25/2032 | | 813,000 | | 1,393,884 |
| | | |
|
| | | | 5,733,688 |
Gabon - 0.03% | | | | |
Republic of Gabon | | | | |
8.200%, 12/12/2017 | $ | 250,000 | | 269,835 |
Germany - 0.86% | | | | |
Federal Republic of Germany | | | | |
3.500%, 07/04/2019 | EUR | 1,105,000 | | 1,557,541 |
3.750%, 01/04/2019 | | 474,000 | | 682,043 |
4.000%, 07/04/2016 to 01/04/2037 | | 585,000 | | 851,917 |
4.250%, 01/04/2014 | | 921,000 | | 1,369,932 |
4.750%, 07/04/2028 to 07/04/2034 | | 461,000 | | 708,672 |
5.000%, 01/04/2012 | | 1,411,000 | | 2,064,982 |
| | | |
|
| | | | 7,235,087 |
Ghana - 0.04% | | | | |
Republic of Ghana | | | | |
8.500%, 10/04/2017 | $ | 350,000 | | 365,645 |
Greece - 0.15% | | | | |
Republic of Greece | | | | |
3.700%, 07/20/2015 | EUR | 115,000 | | 136,573 |
4.500%, 09/20/2037 | | 180,000 | | 181,328 |
4.600%, 05/20/2013 | | 395,000 | | 509,324 |
5.250%, 05/18/2012 | | 38,000 | | 50,301 |
6.000%, 07/19/2019 | | 151,000 | | 198,503 |
| | |
The accompanying notes are an integral part of the financial statements. | 216 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
Greece (continued) | | | | |
Republic of Greece (continued) | | | | |
6.500%, 10/22/2019 | $ | 137,000 | $ | 185,996 |
| | | |
|
| | | | 1,262,025 |
Grenada - 0.02% | | | | |
Government of Grenada | | | | |
2.500%, 09/15/2025 | $ | 430,000 | | 167,700 |
Hungary - 0.01% | | | | |
Republic of Hungary | | | | |
6.750%, 02/24/2017 | HUF | 22,240,000 | | 107,328 |
Indonesia - 0.26% | | | | |
Republic of Indonesia | | | | |
6.625%, 02/17/2037 | $ | 100,000 | | 99,203 |
6.875%, 03/09/2017 to 01/17/2018 | | 1,050,000 | | 1,164,529 |
7.750%, 01/17/2038 | | 300,000 | | 335,082 |
10.375%, 05/04/2014 (S) | | 100,000 | | 125,250 |
11.625%, 03/04/2019 (S) | | 300,000 | | 430,500 |
| | | |
|
| | | | 2,154,564 |
Iraq - 0.16% | | | | |
Republic of Iraq | | | | |
5.800%, 01/15/2028 | | 1,757,000 | | 1,363,432 |
Ireland - 0.04% | | | | |
Government of Ireland | | | | |
5.900%, 10/18/2019 | EUR | 224,000 | | 336,548 |
Italy - 0.54% | | | | |
Republic of Italy | | | | |
3.750%, 08/01/2016 | | 130,000 | | 183,805 |
4.000%, 02/01/2037 | | 979,000 | | 1,190,312 |
4.250%, 08/01/2014 | | 343,000 | | 499,716 |
5.000%, 02/01/2012 | | 348,000 | | 506,053 |
5.250%, 08/01/2017 | | 1,052,000 | | 1,612,315 |
7.250%, 11/01/2026 | | 325,000 | | 579,046 |
| | | |
|
| | | | 4,571,247 |
Jamaica - 0.07% | | | | |
Government of Jamaica | | | | |
9.000%, 06/02/2015 | $ | 215,000 | | 217,150 |
10.625%, 06/20/2017 | | 350,000 | | 374,500 |
| | | |
|
| | | | 591,650 |
Japan - 2.55% | | | | |
Government of Japan | | | | |
0.600%, 09/20/2014 | JPY | 154,350,000 | | 1,747,756 |
1.000%, 12/20/2012 | | 188,500,000 | | 2,167,250 |
1.300%, 12/20/2013 to 03/20/2015 | | 463,250,000 | | 5,400,428 |
1.400%, 03/20/2018 | | 280,750,000 | | 3,259,117 |
1.500%, 06/20/2012 to 06/20/2019 | | 160,450,000 | | 1,858,024 |
1.700%, 09/20/2016 | | 174,500,000 | | 2,083,192 |
1.900%, 03/20/2025 | | 164,400,000 | | 1,864,320 |
2.000%, 06/20/2022 to 12/20/2033 | | 154,500,000 | | 1,743,207 |
2.200%, 06/22/2020 | | 32,050,000 | | 390,373 |
2.300%, 06/20/2028 | | 88,700,000 | | 1,035,574 |
| | | |
|
| | | | 21,549,241 |
Lebanon - 0.06% | | | | |
Republic of Lebanon | | | | |
4.000%, 12/31/2017 | $ | 200,000 | | 191,000 |
7.000%, 12/03/2024 | | 100,000 | | 101,640 |
9.000%, 03/20/2017 | | 175,000 | | 208,250 |
| | | |
|
| | | | 500,890 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
Lithuania - 0.16% | | | | |
Republic of Lithuania | | | | |
6.750%, 01/15/2015 (S) | $ | 1,170,000 | $ | 1,237,044 |
7.375%, 02/11/2020 | | 150,000 | | 156,188 |
| | | |
|
| | | | 1,393,232 |
Malaysia - 0.06% | | | | |
Government of Malaysia | | | | |
3.700%, 05/15/2013 | MYR | 866,000 | | 256,614 |
3.702%, 02/25/2013 | | 805,000 | | 238,870 |
| | | |
|
| | | | 495,484 |
Mexico - 0.77% | | | | |
Government of Mexico | | | | |
5.625%, 01/15/2017 | $ | 170,000 | | 180,200 |
5.950%, 03/19/2019 | | 1,174,000 | | 1,256,180 |
8.000%, 12/19/2013 to 12/07/2023 | MXN | 48,608,300 | | 3,972,752 |
9.000%, 12/22/2011 | | 5,000,000 | | 423,644 |
10.000%, 11/20/2036 | | 6,750,000 | | 624,374 |
| | | |
|
| | | | 6,457,150 |
Netherlands - 0.06% | | | | |
Kingdom of Netherlands | | | | |
4.500%, 07/15/2017 | EUR | 195,000 | | 293,030 |
5.500%, 01/15/2028 | | 137,000 | | 225,411 |
| | | |
|
| | | | 518,441 |
Pakistan - 0.01% | | | | |
Islamic Republic of Pakistan | | | | |
7.125%, 03/31/2016 | $ | 100,000 | | 87,765 |
Panama - 0.01% | | | | |
Republic of Panama | | | | |
5.200%, 01/30/2020 | | 100,000 | | 101,000 |
Peru - 0.10% | | | | |
Republic of Peru | | | | |
6.550%, 03/14/2037 | | 580,000 | | 609,000 |
8.750%, 11/21/2033 | | 150,000 | | 195,750 |
| | | |
|
| | | | 804,750 |
Philippines - 0.07% | | | | |
Republic of Philippines | | | | |
6.375%, 01/15/2032 | | 600,000 | | 577,500 |
Poland - 0.04% | | | | |
Republic of Poland | | | | |
5.500%, 10/25/2019 | PLN | 138,000 | | 45,747 |
6.250%, 10/24/2015 | | 765,000 | | 273,362 |
| | | |
|
| | | | 319,109 |
Portugal - 0.03% | | | | |
Republic of Portgual | | | | |
4.800%, 06/15/2020 | EUR | 41,000 | | 57,065 |
Republic of Portugal | | | | |
5.150%, 06/15/2011 | | 118,000 | | 167,785 |
| | | |
|
| | | | 224,850 |
Russia - 0.43% | | | | |
Government of Russia | | | | |
7.500%, 03/31/2030 | $ | 3,228,900 | | 3,658,667 |
Serbia And Montenegro - 0.10% | | | | |
Republic of Serbia | | | | |
6.750%, 11/01/2024 | | 880,000 | | 853,600 |
South Africa - 0.12% | | | | |
Republic of South Africa | | | | |
6.500%, 06/02/2014 | | 485,000 | | 534,713 |
| | | |
|
6.875%, 05/27/2019 | | 100,000 | | 110,250 |
| | |
The accompanying notes are an integral part of the financial statements. | 217 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
South Africa (continued) | | | | |
Republic of South Africa (continued) | | | | |
8.000%, 12/21/2018 | ZAR | 1,060,000 | $ | 131,010 |
13.500%, 09/15/2015 | | 1,650,000 | | 263,915 |
| | | |
|
| | | | 1,039,888 |
Spain - 0.16% | | | | |
Kingdom of Spain | | | | |
4.400%, 01/31/2015 | EUR | 578,000 | | 843,189 |
5.750%, 07/30/2032 | | 330,000 | | 517,088 |
| | | |
|
| | | | 1,360,277 |
Sweden - 0.12% | | | | |
Kingdom of Sweden | | | | |
3.750%, 08/12/2017 | SEK | 3,590,000 | | 530,439 |
5.125%, 03/01/2017 | $ | 425,000 | | 464,376 |
| | | |
|
| | | | 994,815 |
Turkey - 0.22% | | | | |
Republic of Turkey | | | | |
6.750%, 05/30/2040 | | 250,000 | | 244,863 |
6.875%, 03/17/2036 | | 185,000 | | 184,538 |
7.000%, 03/11/2019 to 06/05/2020 | | 678,000 | | 736,369 |
7.500%, 11/07/2019 | | 180,000 | | 201,152 |
8.000%, 02/14/2034 | | 437,000 | | 495,449 |
| | | |
|
| | | | 1,862,371 |
Ukraine - 0.06% | | | | |
Republic of Ukraine | | | | |
6.580%, 11/21/2016 | | 325,000 | | 279,533 |
7.650%, 06/11/2013 | | 250,000 | | 239,400 |
| | | |
|
| | | | 518,933 |
United Kingdom - 0.47% | | | | |
Government of United Kingdom | | | | |
4.250%, 06/07/2032 to 09/07/2039 | GBP | 1,959,000 | | 2,849,428 |
4.500%, 03/07/2013 | | 291,000 | | 478,468 |
8.750%, 08/25/2017 | | 315,000 | | 644,175 |
| | | |
|
| | | | 3,972,071 |
Venezuela - 0.08% | | | | |
Republic of Venezuela | | | | |
8.500%, 10/08/2014 | $ | 587,000 | | 493,080 |
9.250%, 09/15/2027 | | 190,000 | | 142,097 |
| | | |
|
| | | | 635,177 |
Vietnam - 0.05% | | | | |
Socialist Republic of Vietnam | | | | |
6.875%, 01/15/2016 | | 400,000 | | 421,002 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $82,707,233) | | | $ | 86,798,305 |
|
|
CORPORATE BONDS - 39.04% | | | | |
Advertising - 0.18% | | | | |
Affinity Group, Inc. | | | | |
10.875%, 02/15/2012 (H) | | 48,587 | | 19,435 |
Interpublic Group Of Companies, Inc. | | | | |
10.000%, 07/15/2017 | | 300,000 | | 326,250 |
Lamar Media Corp. | | | | |
6.625%, 08/15/2015 | | 250,000 | | 233,750 |
9.750%, 04/01/2014 | | 200,000 | | 217,000 |
Visant Holding Corp. | | | | |
10.250%, 12/01/2013 | | 600,000 | | 616,500 |
WPP Finance UK | | | | |
8.000%, 09/15/2014 | | 65,000 | | 74,974 |
| | | |
|
| | | | 1,487,909 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Aerospace & Defense - 0.47% | | | | |
BE Aerospace, Inc. | | | | |
8.500%, 07/01/2018 | $ | 450,000 | $ | 471,375 |
Embraer Overseas, Ltd. | | | | |
6.375%, 01/15/2020 | | 260,000 | | 259,675 |
GenCorp, Inc. | | | | |
9.500%, 08/15/2013 | | 300,000 | | 306,375 |
General Dynamics Corp. | | | | |
1.800%, 07/15/2011 | | 150,000 | | 152,000 |
4.500%, 08/15/2010 | | 95,000 | | 96,682 |
Goodrich Corp. | | | | |
4.875%, 03/01/2020 | | 60,000 | | 60,863 |
L-3 Communications Corp., Series B | | | | |
6.375%, 10/15/2015 | | 200,000 | | 203,250 |
Lockheed Martin Corp. | | | | |
4.121%, 03/14/2013 | | 340,000 | | 361,427 |
Northrop Grumman Corp. | | | | |
7.125%, 02/15/2011 | | 270,000 | | 285,647 |
Rolls-Royce Group PLC | | | | |
4.500%, 03/16/2011 | EUR | 53,000 | | 74,329 |
Spirit Aerosystems, Inc. | | | | |
7.500%, 10/01/2017 (S) | $ | 125,000 | | 123,750 |
TransDigm, Inc. | | | | |
7.750%, 07/15/2014 | | 475,000 | | 473,813 |
Triumph Group, Inc. | | | | |
8.000%, 11/15/2017 (S) | | 125,000 | | 125,938 |
United Technologies Corp. | | | | |
5.400%, 05/01/2035 | | 110,000 | | 108,329 |
5.700%, 04/15/2040 | | 450,000 | | 457,767 |
6.125%, 02/01/2019 | | 150,000 | | 169,244 |
6.350%, 03/01/2011 | | 255,000 | | 268,742 |
| | | |
|
| | | | 3,999,206 |
Agriculture - 0.37% | | | | |
Alliance One International, Inc. | | | | |
10.000%, 07/15/2016 (S) | | 75,000 | | 78,000 |
Altria Group, Inc. | | | | |
8.500%, 11/10/2013 | | 745,000 | | 875,130 |
BAT International Finance PLC | | | | |
8.125%, 11/15/2013 (S) | | 955,000 | | 1,129,876 |
Bunge Ltd. Finance Corp. | | | | |
8.500%, 06/15/2019 | | 260,000 | | 302,913 |
Bunge, Ltd. | | | | |
5.900%, 04/01/2017 | | 460,000 | | 474,849 |
Imperial Tobacco Finance PLC | | | | |
4.375%, 11/22/2013 | EUR | 100,000 | | 142,322 |
6.875%, 06/13/2012 | GBP | 49,000 | | 81,472 |
| | | |
|
| | | | 3,084,562 |
Airlines - 0.26% | | | | |
Air Jamaica, Ltd., Series REGS | | | | |
9.375%, 07/08/2015 | $ | 90,357 | | 88,550 |
Continental Airlines, Inc. | | | | |
9.000%, 07/08/2016 | | 186,159 | | 199,191 |
9.250%, 05/10/2017 | | 100,000 | | 101,000 |
Delta Air Lines, Inc. | | | | |
7.570%, 11/18/2010 | | 250,000 | | 254,063 |
7.750%, 12/17/2019 | | 75,000 | | 76,875 |
9.500%, 09/15/2014 (S) | | 400,000 | | 407,000 |
12.250%, 03/15/2015 (S) | | 650,000 | | 660,563 |
Delta Air Lines, Inc., | | | | |
Series 2007-1, Class A | | | | |
6.821%, 08/10/2022 | | 117,978 | | 112,964 |
Southwest Airlines Company | | | | |
6.500%, 03/01/2012 | | 160,000 | | 170,845 |
| | |
The accompanying notes are an integral part of the financial statements. | 218 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Airlines (continued) | | | | |
United Air Lines, Inc. | | | | |
9.875%, 08/01/2013 (S) | $ | 125,000 | $ | 125,000 |
| | | |
|
| | | | 2,196,051 |
Apparel - 0.08% | | | | |
Hanesbrands, Inc. | | | | |
3.830%, 12/15/2014 | | 50,000 | | 46,875 |
8.000%, 12/15/2016 | | 150,000 | | 153,000 |
Levi Strauss & Company | | | | |
8.625%, 04/01/2013 | EUR | 250,000 | | 342,115 |
8.875%, 04/01/2016 | $ | 100,000 | | 103,750 |
| | | |
|
| | | | 645,740 |
Auto Manufacturers - 0.28% | | | | |
BMW Finance NV | | | | |
8.875%, 09/19/2013 | EUR | 90,000 | | 147,090 |
Daimler Finance North America LLC | | | | |
7.750%, 01/18/2011 | $ | 245,000 | | 259,211 |
Daimler Finance North America | | | | |
LLC, Series EMTN | | | | |
4.375%, 03/21/2013 | EUR | 100,000 | | 142,502 |
DaimlerChrysler N.A. Holding Corp. | | | | |
6.500%, 11/15/2013 | $ | 520,000 | | 579,707 |
Fiat Finance & Trade, Ltd. | | | | |
6.625%, 02/15/2013 | EUR | 55,000 | | 76,108 |
General Motors Corp. | | | | |
8.250%, 07/15/2023 (H) | $ | 900,000 | | 267,750 |
Motors Liquidation Company | | | | |
6.750%, 05/01/2028 (H) | | 900,000 | | 256,500 |
Oshkosh Corp. | | | | |
8.250%, 03/01/2017 (S) | | 275,000 | | 275,000 |
8.500%, 03/01/2020 (S) | | 275,000 | | 275,000 |
Volvo Treasury AB | | | | |
9.875%, 02/27/2014 | EUR | 50,000 | | 80,168 |
| | | |
|
| | | | 2,359,036 |
Auto Parts & Equipment - 0.44% | | | | |
Affinia Group, Inc. | | | | |
9.000%, 11/30/2014 | $ | 100,000 | | 97,625 |
10.750%, 08/15/2016 (S) | | 100,000 | | 108,500 |
Allison Transmission, Inc., PIK | | | | |
11.250%, 11/01/2015 (S) | | 613,000 | | 634,455 |
American Axle & Manufacturing | | | | |
Holdings, Inc. | | | | |
9.250%, 01/15/2017 (S) | | 25,000 | | 25,875 |
American Axle & Manufacturing, Inc. | | | | |
7.875%, 03/01/2017 | | 875,000 | | 761,250 |
ArvinMeritor, Inc. | | | | |
10.625%, 03/15/2018 | | 300,000 | | 294,072 |
Commercial Vehicles Group, Inc., PIK | | | | |
11.000%, 02/15/2013 (S) | | 323,898 | | 279,333 |
Goodyear Tire & Rubber Company | | | | |
10.500%, 05/15/2016 | | 750,000 | | 808,125 |
Hella Kg Hueck & Company | | | | |
7.250%, 10/20/2014 | EUR | 60,000 | | 83,292 |
Tenneco, Inc. | | | | |
8.125%, 11/15/2015 | $ | 275,000 | | 272,250 |
8.625%, 11/15/2014 | | 125,000 | | 122,813 |
United Components, Inc. | | | | |
9.375%, 06/15/2013 | | 250,000 | | 248,125 |
| | | |
|
| | | | 3,735,715 |
Banks - 2.97% | | | | |
Allied Irish Banks PLC | | | | |
12.500%, 06/25/2019 | EUR | 50,000 | | 73,274 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Banks (continued) | | | | |
American Express Centurion Bank | | | | |
5.550%, 10/17/2012 | $ | 100,000 | $ | 106,840 |
ANZ National International, Ltd. | | | | |
2.375%, 12/21/2012 (S) | | 265,000 | | 266,397 |
Australia & New Zealand Banking | | | | |
Group, Ltd., EMTN | | | | |
4.375%, 05/24/2012 | EUR | 95,000 | | 136,008 |
BAC Capital Trust VI | | | | |
5.625%, 03/08/2035 | $ | 1,310,000 | | 1,044,297 |
Banca Monte Dei Paschi Di Siena Spa | | | | |
4.750%, 04/30/2014 | EUR | 100,000 | | 143,879 |
Banco Do Brasil Cayman | | | | |
8.500%, 12/31/2049 | $ | 100,000 | | 108,140 |
Banco Nacional de Desenvolvimento | | | | |
Economico e Social | | | | |
6.369%, 06/16/2018 | | 290,000 | | 305,225 |
Banco Votorantim SA | | | | |
7.375%, 01/21/2020 (S) | | 125,000 | | 128,281 |
Bank Nederlandse Gemeenten | | | | |
4.125%, 06/28/2016 | EUR | 570,000 | | 825,762 |
4.625%, 09/13/2012 | | 445,000 | | 649,039 |
Bank of Montreal | | | | |
5.200%, 06/21/2017 (P) | CAD | 30,000 | | 30,539 |
Bank of Nova Scotia | | | | |
2.250%, 01/22/2013 | $ | 160,000 | | 162,327 |
8.300%, 09/27/2013 | CAD | 62,000 | | 69,563 |
Bank of Tokyo-Mitsubishi UFJ, Ltd. | | | | |
2.600%, 01/22/2013 (S) | $ | 375,000 | | 378,947 |
3.850%, 01/22/2015 (S) | | 260,000 | | 266,716 |
Bank One Corp. | | | | |
5.250%, 01/30/2013 | | 200,000 | | 215,697 |
7.875%, 08/01/2010 | | 310,000 | | 319,313 |
Banque du Liban | | | | |
10.000%, 04/25/2015 | | 100,000 | | 119,000 |
Barclays Bank PLC | | | | |
2.500%, 01/23/2013 | | 460,000 | | 459,723 |
4.000%, 10/07/2019 | EUR | 400,000 | | 547,660 |
4.875%, 03/31/2013 to 08/13/2019 | | 80,000 | | 111,725 |
5.200%, 07/10/2014 | $ | 325,000 | | 347,664 |
5.250%, 05/27/2014 | EUR | 50,000 | | 73,102 |
5.750%, 08/17/2021 | GBP | 50,000 | | 76,583 |
6.750%, 05/22/2019 | $ | 280,000 | | 309,245 |
BB&T Capital Trust II | | | | |
6.750%, 06/07/2036 | | 180,000 | | 174,203 |
BB&T Corp. | | | | |
3.375%, 09/25/2013 | | 45,000 | | 46,152 |
5.700%, 04/30/2014 | | 955,000 | | 1,045,194 |
BNP Paribas | | | | |
5.250%, 12/17/2012 | EUR | 50,000 | | 73,576 |
Commonwealth Bank of Australia | | | | |
2.750%, 10/15/2012 (S) | $ | 210,000 | | 213,907 |
5.500%, 08/06/2019 | EUR | 50,000 | | 73,209 |
Deutsche Bank AG | | | | |
4.875%, 09/24/2012 | | 50,000 | | 72,968 |
5.125%, 01/31/2013 | | 35,000 | | 51,147 |
5.375%, 10/12/2012 | $ | 380,000 | | 413,279 |
DnB NOR Bank ASA, EMTN | | | | |
4.750%, 03/28/2011 | EUR | 75,000 | | 105,701 |
Eurohypo AG | | | | |
4.500%, 01/21/2013 | | 342,000 | | 499,351 |
Fifth Third Bancorp | | | | |
6.250%, 05/01/2013 | $ | 260,000 | | 279,187 |
8.250%, 03/01/2038 | | 270,000 | | 278,111 |
Fortis Bank SA/NV | | | | |
5.757%, 10/04/2017 | EUR | 75,000 | | 112,203 |
| | |
The accompanying notes are an integral part of the financial statements. | 219 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Banks (continued) | | | | |
GMAC, Inc. | | | | |
8.000%, 11/01/2031 | $ | 1,425,000 | | 1,314,563 |
8.300%, 02/12/2015 (S) | | 1,000,000 | | 1,008,750 |
HBOS PLC, EMTN | | | | |
4.375%, 10/30/2019 | EUR | 59,000 | | 69,606 |
HSBC Bank USA, Inc. | | | | |
4.625%, 04/01/2014 | $ | 100,000 | | 105,410 |
HSBC Capital Funding LP | | | | |
5.369%, 10/29/2049 | EUR | 45,000 | | 54,534 |
HSBC Holdings PLC | | | | |
3.625%, 06/29/2020 | | 75,000 | | 101,274 |
6.250%, 03/19/2018 | | 50,000 | | 75,926 |
9.875%, 04/08/2018 | GBP | 60,000 | | 105,838 |
HSBK Europe BV | | | | |
7.250%, 05/03/2017 | $ | 100,000 | | 92,500 |
7.750%, 05/13/2013 | | 200,000 | | 197,160 |
9.250%, 10/16/2013 | | 200,000 | | 205,250 |
Hypothekenbank in Essen AG | | | | |
3.875%, 11/21/2013 | EUR | 421,000 | | 607,058 |
ICICI Bank, Ltd. | | | | |
6.375%, 04/30/2022 | $ | 100,000 | | 91,958 |
Independence Community Bank Corp. | | | | |
2.071%, 04/01/2014 (P) | | 15,000 | | 14,809 |
ING Bank NV | | | | |
5.500%, 01/04/2012 | EUR | 71,000 | | 101,314 |
Intesa Sanpaolo SpA | | | | |
4.375%, 06/26/2018 | | 50,000 | | 69,945 |
Intesabci Capital Trust | | | | |
6.988%, 07/29/2049 | | 55,000 | | 73,393 |
Kreditanstalt Fuer Wiederaufbau | | | | |
4.375%, 07/04/2018 | | 90,000 | | 132,337 |
4.700%, 06/02/2037 | CAD | 245,000 | | 219,817 |
5.500%, 07/25/2016 | AUD | 210,000 | | 181,807 |
Lloyds TSB Bank PLC | | | | |
4.375%, 01/12/2015 (S) | $ | 755,000 | | 742,388 |
6.375%, 06/17/2016 | EUR | 60,000 | | 88,214 |
National Australia Bank, Ltd. | | | | |
2.350%, 11/16/2012 (S) | $ | 315,000 | | 319,831 |
4.500%, 06/23/2016 | EUR | 100,000 | | 139,109 |
Nordea Bank AB | | | | |
2.500%, 11/13/2012 (S) | $ | 165,000 | | 166,432 |
Northern Trust Corp. | | | | |
5.300%, 08/29/2011 | | 144,000 | | 152,978 |
5.500%, 08/15/2013 | | 215,000 | | 236,648 |
PNC Funding Corp. | | | | |
3.625%, 02/08/2015 | | 220,000 | | 221,236 |
Rabobank Nederland | | | | |
3.125%, 07/19/2010 | EUR | 75,000 | | 102,644 |
Royal Bank of Canada | | | | |
4.625%, 01/22/2018 | | 390,000 | | 564,288 |
5.000%, 01/20/2014 | CAD | 59,000 | | 60,991 |
5.750%, 07/25/2011 | EUR | 50,000 | | 72,013 |
Royal Bank of Scotland Group PLC | | | | |
7.648%, 08/29/2049 (P) | $ | 290,000 | | 234,175 |
Royal Bank of Scotland PLC | | | | |
5.250%, 05/15/2013 | EUR | 60,000 | | 84,610 |
6.000%, 05/10/2013 | | 40,000 | | 56,070 |
RSHB Capital SA for OJSC Russian | | | | |
Agricultural Bank | | | | |
6.299%, 05/15/2017 | $ | 500,000 | | 498,750 |
Santander Issuances SA | | | | |
4.750%, 05/29/2019 | EUR | 100,000 | | 138,292 |
Santander US Debt SA | | | | |
0.649%, 10/21/2011 (P)(S) | $ | 340,000 | | 340,456 |
3.724%, 01/20/2015 (S) | | 600,000 | | 596,831 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Banks (continued) | | | | |
Skandinaviska Enskilda Banken AB | | | | |
6.625%, 07/09/2014 | GBP | 50,000 | $ | 83,226 |
Societe Generale | | | | |
5.250%, 03/28/2013 | EUR | 100,000 | | 147,896 |
6.125%, 08/20/2018 | | 50,000 | | 77,023 |
Standard Chartered Bank | | | | |
3.625%, 02/03/2017 | | 100,000 | | 136,498 |
5.875%, 09/26/2017 | | 50,000 | | 72,568 |
State Street Corp. | | | | |
4.300%, 05/30/2014 | $ | 75,000 | | 78,884 |
SunTrust Banks, Inc. | | | | |
7.750%, 05/01/2010 | | 175,000 | | 176,621 |
Svenska Handelsbanken AB | | | | |
5.500%, 05/26/2016 | GBP | 50,000 | | 80,052 |
Toronto-Dominion Bank | | | | |
4.875%, 01/23/2013 | EUR | 100,000 | | 146,476 |
5.690%, 06/03/2018 (P) | CAD | 75,000 | | 78,084 |
UBS AG/London | | | | |
6.000%, 04/18/2018 | EUR | 50,000 | | 75,433 |
UniCredito Italiano SpA | | | | |
5.750%, 09/26/2017 | | 95,000 | | 138,196 |
6.100%, 02/28/2012 | | 24,000 | | 34,668 |
US Bancorp | | | | |
4.200%, 05/15/2014 | $ | 175,000 | | 184,674 |
4.500%, 07/29/2010 | | 190,000 | | 193,521 |
US Bank NA, BKNT | | | | |
6.375%, 08/01/2011 | | 650,000 | | 697,080 |
USB Capital XIII Trust | | | | |
6.625%, 12/15/2039 | | 75,000 | | 74,556 |
VTB Capital SA | | | | |
6.875%, 05/29/2018 | | 250,000 | | 256,875 |
Wachovia Corp. | | | | |
5.750%, 02/01/2018 | | 645,000 | | 680,394 |
Wells Fargo & Company | | | | |
4.875%, 01/12/2011 | | 225,000 | | 233,944 |
5.250%, 10/23/2012 | | 235,000 | | 253,357 |
Wells Fargo Bank NA | | | | |
4.750%, 02/09/2015 | | 270,000 | | 280,370 |
Westpac Banking Corp. | | | | |
0.549%, 10/21/2011 (P)(S) | | 245,000 | | 244,811 |
4.875%, 09/28/2012 to 11/19/2019 | | 290,000 | | 321,053 |
| | | |
|
| | | | 25,098,599 |
Beverages - 0.41% | | | | |
Anheuser-Busch InBev NV | | | | |
8.625%, 01/30/2017 | EUR | 50,000 | | 86,812 |
Anheuser-Busch InBev Worldwide, Inc. | | | | |
3.000%, 10/15/2012 | $ | 265,000 | | 272,301 |
7.200%, 01/15/2014 (S) | | 340,000 | | 390,218 |
Bacardi, Ltd. | | | | |
7.750%, 04/09/2014 | EUR | 50,000 | | 79,230 |
Coca-Cola Amatil, Ltd. | | | | |
3.250%, 11/02/2014 (S) | $ | 325,000 | | 326,531 |
Coca-Cola Company | | | | |
5.000%, 11/15/2012 | | 390,000 | | 418,541 |
Coca-Cola Femsa SAB De CV | | | | |
4.625%, 02/15/2020 (S) | | 245,000 | | 245,227 |
Constellation Brands, Inc. | | | | |
8.375%, 12/15/2014 | | 25,000 | | 26,625 |
Cott Beverages, Inc. | | | | |
8.375%, 11/15/2017 (S) | | 125,000 | | 127,188 |
Dr Pepper Snapple Group, Inc. | | | | |
1.700%, 12/21/2011 | | 215,000 | | 216,207 |
2.350%, 12/21/2012 | | 155,000 | | 156,175 |
| | |
The accompanying notes are an integral part of the financial statements. | 220 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
CORPORATE BONDS (continued) | | | | |
Beverages (continued) | | | | |
Heineken NV | | | | |
7.125%, 04/07/2014 | EUR | 50,000 | | 77,900 |
7.250%, 03/10/2015 | GBP | 25,000 | | 42,374 |
PepsiCo, Inc. | | | | |
4.650%, 02/15/2013 | $ | 135,000 | | 145,948 |
5.500%, 01/15/2040 | | 375,000 | | 380,568 |
Pernod-Ricard SA | | | | |
7.000%, 01/15/2015 | EUR | 50,000 | | 74,992 |
SABMiller PLC | | | | |
6.200%, 07/01/2011 (S) | $ | 355,000 | | 376,679 |
| | | |
|
| | | | 3,443,516 |
Biotechnology - 0.14% | | | | |
Genentech, Inc. | | | | |
4.400%, 07/15/2010 | | 125,000 | | 126,870 |
Life Technologies Corp. | | | | |
3.375%, 03/01/2013 | | 155,000 | | 156,015 |
4.400%, 03/01/2015 | | 335,000 | | 339,142 |
Talecris Biotherapeutics Holdings Corp. | | | | |
7.750%, 11/15/2016 (S) | | 525,000 | | 527,625 |
| | | |
|
| | | | 1,149,652 |
Building Materials - 0.47% | | | | |
AMH Holdings, Inc. | | | | |
11.250%, 03/01/2014 | | 200,000 | | 198,000 |
Associated Materials LLC/Associated | | | | |
Materials Finance, Inc. | | | | |
9.875%, 11/15/2016 | | 75,000 | | 79,500 |
Boise Cascade LLC | | | | |
7.125%, 10/15/2014 | | 565,000 | | 507,088 |
Cie De Saint-Gobain | | | | |
8.250%, 07/28/2014 | EUR | 60,000 | | 96,753 |
CRH America, Inc. | | | | |
5.300%, 10/15/2013 | $ | 140,000 | | 149,212 |
CRH Finance BV | | | | |
7.375%, 05/28/2014 | EUR | 50,000 | | 77,989 |
Gibraltar Industries, Inc. | | | | |
8.000%, 12/01/2015 | $ | 1,075,000 | | 1,042,750 |
Goodman Global, Inc. | | | | |
13.500%, 02/15/2016 | | 300,000 | | 330,000 |
Heidelbergcement AG | | | | |
8.000%, 01/31/2017 | EUR | 60,000 | | 83,423 |
Holcim US Finance | | | | |
6.000%, 12/30/2019 (S) | $ | 430,000 | | 446,344 |
Lafarge SA | | | | |
6.150%, 07/15/2011 | | 140,000 | | 146,788 |
7.625%, 05/27/2014 | EUR | 60,000 | | 93,978 |
Ply Gem Industries, Inc. | | | | |
11.750%, 06/15/2013 | $ | 325,000 | | 329,875 |
Texas Industries, Inc. | | | | |
7.250%, 07/15/2013 | | 300,000 | | 291,751 |
Voto-Votorantim Overseas Trading | | | | |
Operations NV | | | | |
6.625%, 09/25/2019 | | 100,000 | | 99,715 |
| | | |
|
| | | | 3,973,166 |
Chemicals - 0.75% | | | | |
Air Products & Chemicals, Inc. | | | | |
4.375%, 08/21/2019 | | 80,000 | | 79,600 |
Airgas, Inc. | | | | |
4.500%, 09/15/2014 | | 185,000 | | 193,164 |
Ashland, Inc. | | | | |
9.125%, 06/01/2017 (S) | | 275,000 | | 301,125 |
Bayer AG | | | | |
5.625%, 05/23/2018 | GBP | 50,000 | | 79,004 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Chemicals (continued) | | | | |
Cognis GmbH | | | | |
9.500%, 05/15/2014 | EUR | 150,000 | $ | 208,332 |
Hexion Finance Escrow LLC | | | | |
8.875%, 02/01/2018 (S) | $ | 550,000 | | 514,250 |
Hexion U.S. Finance Corp. | | | | |
9.750%, 11/15/2014 | | 275,000 | | 259,875 |
Huntsman International LLC | | | | |
0.00%, 11/15/2013 | EUR | 625,000 | | 793,587 |
Kerling PLC | | | | |
10.625%, 01/28/2017 | | 350,000 | | 483,726 |
Linde Finance BV | | | | |
6.500%, 01/29/2016 | GBP | 65,000 | | 108,551 |
Lubrizol Corp. | | | | |
8.875%, 02/01/2019 | $ | 215,000 | | 270,939 |
Momentive Performance Materials, Inc. | | | | |
9.750%, 12/01/2014 | | 275,000 | | 259,188 |
11.500%, 12/01/2016 | | 400,000 | | 325,500 |
Polyone Corp. | | | | |
8.875%, 05/01/2012 | | 350,000 | | 362,250 |
Potash Corp. of Saskatchewan, Inc. | | | | |
3.750%, 09/30/2015 | | 225,000 | | 228,815 |
4.875%, 03/30/2020 | | 190,000 | | 190,473 |
Praxair, Inc. | | | | |
2.125%, 06/14/2013 | | 340,000 | | 342,125 |
Rhodia SA | | | | |
3.434%, 10/15/2013 | EUR | 100,000 | | 126,633 |
Solutia, Inc. | | | | |
8.750%, 11/01/2017 | $ | 325,000 | | 339,625 |
The Dow Chemical Company | | | | |
4.850%, 08/15/2012 | | 305,000 | | 324,658 |
8.550%, 05/15/2019 | | 415,000 | | 501,699 |
| | | |
|
| | | | 6,293,119 |
Coal - 0.08% | | | | |
Arch Western Finance LLC | | | | |
6.750%, 07/01/2013 | | 75,000 | | 75,188 |
International Coal Group, Inc. | | | | |
10.250%, 07/15/2014 | | 175,000 | | 178,500 |
Peabody Energy Corp. | | | | |
7.375%, 11/01/2016 | | 375,000 | | 396,563 |
| | | |
|
| | | | 650,251 |
Commercial Services - 1.12% | | | | |
Aramark Corp. | | | | |
3.748%, 02/01/2015 (P) | | 225,000 | | 201,375 |
5.000%, 06/01/2012 | | 100,000 | | 95,750 |
Atlantia SpA | | | | |
5.625%, 05/06/2016 | EUR | 50,000 | | 75,034 |
Autoroutes du Sud de la France | | | | |
7.375%, 03/20/2019 | | 100,000 | | 167,833 |
Avis Budget Car Rental LLC | | | | |
7.625%, 05/15/2014 | $ | 675,000 | | 629,438 |
Deluxe Corp. | | | | |
7.375%, 06/01/2015 | | 600,000 | | 582,000 |
Education Management Corp. | | | | |
8.750%, 06/01/2014 | | 300,000 | | 306,750 |
10.250%, 06/01/2016 | | 48,000 | | 50,760 |
ERAC USA Finance Company | | | | |
5.600%, 05/01/2015 (S) | | 240,000 | | 256,351 |
Europcar Groupe SA | | | | |
4.162%, 05/15/2013 | EUR | 250,000 | | 304,669 |
8.125%, 05/15/2014 | | 200,000 | | 253,267 |
FTI Consulting, Inc. | | | | |
7.625%, 06/15/2013 | $ | 125,000 | | 125,000 |
7.750%, 10/01/2016 | | 550,000 | | 551,375 |
| | |
The accompanying notes are an integral part of the financial statements. | 221 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
CORPORATE BONDS (continued) | | | | |
Commercial Services (continued) | | | | |
Hertz Corp. | | | | |
8.875%, 01/01/2014 | $ | 175,000 | $ | 177,625 |
10.500%, 01/01/2016 | | 475,000 | | 491,625 |
iPayment, Inc. | | | | |
9.750%, 05/15/2014 | | 425,000 | | 370,813 |
KAR Holdings, Inc. | | | | |
8.750%, 05/01/2014 | | 250,000 | | 252,500 |
10.000%, 05/01/2015 | | 1,225,000 | | 1,277,063 |
Mac-Gray Corp. | | | | |
7.625%, 08/15/2015 | | 525,000 | | 514,500 |
Manpower, Inc. | | | | |
0.00%, 06/14/2013 | EUR | 50,000 | | 68,326 |
Rentokil Initial PLC, EMTN | | | | |
4.625%, 03/27/2014 | | 50,000 | | 70,307 |
RSC Equipment Rental, Inc. | | | | |
10.000%, 07/15/2017 (S) | $ | 325,000 | | 347,750 |
Securitas AB | | | | |
6.500%, 04/02/2013 | EUR | 50,000 | | 75,477 |
Sunstate Equipment Company LLC | | | | |
10.500%, 04/01/2013 (S) | $ | 450,000 | | 390,375 |
The Hertz Corp. | | | | |
7.875%, 01/01/2014 | EUR | 78,000 | | 102,491 |
The Servicemaster Company, PIK | | | | |
10.750%, 07/15/2015 (S) | $ | 300,000 | | 307,500 |
Ticketmaster Entertainment, Inc. | | | | |
10.750%, 08/01/2016 | | 500,000 | | 550,000 |
United Rentals North America, Inc. | | | | |
10.875%, 06/15/2016 | | 850,000 | | 892,500 |
| | | |
|
| | | | 9,488,454 |
Computers - 0.15% | | | | |
Affiliated Computer Services, Inc. | | | | |
5.200%, 06/01/2015 | | 130,000 | | 134,225 |
Brocade Communications Systems, Inc. | | | | |
6.875%, 01/15/2020 (S) | | 175,000 | | 178,500 |
Hewlett-Packard Company | | | | |
2.950%, 08/15/2012 | | 345,000 | | 358,466 |
International Business Machines Corp. | | | | |
6.500%, 10/15/2013 | | 250,000 | | 288,472 |
SunGard Data Systems, Inc. | | | | |
9.125%, 08/15/2013 | | 21,000 | | 21,499 |
10.250%, 08/15/2015 | | 75,000 | | 77,813 |
10.625%, 05/15/2015 | | 175,000 | | 189,000 |
| | | |
|
| | | | 1,247,975 |
Cosmetics & Personal Care - 0.01% | | | | |
The Procter & Gamble Company | | | | |
1.375%, 08/01/2012 | | 125,000 | | 125,616 |
Distribution/Wholesale - 0.08% | | | | |
ACE Hardware Corp. | | | | |
9.125%, 06/01/2016 (S) | | 475,000 | | 503,500 |
Minerva Overseas, Ltd. | | | | |
10.875%, 11/15/2019 (S) | | 175,000 | | 177,406 |
| | | |
|
| | | | 680,906 |
Diversified Financial Services - 6.69% | | | | |
AAC Group Holding Corp. | | | | |
10.250%, 10/01/2012 (S) | | 125,000 | | 121,875 |
Affinity Group, Inc. | | | | |
9.000%, 02/15/2012 (H) | | 100,000 | | 70,000 |
American Express Company | | | | |
7.250%, 05/20/2014 | | 105,000 | | 119,702 |
American Express Credit | | | | |
Company, Series C | | | | |
7.300%, 08/20/2013 | | 300,000 | | 338,732 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | | |
American Express Credit Corp. | | | | |
5.125%, 08/25/2014 | $ | 680,000 | $ | 724,730 |
5.875%, 05/02/2013 | | 380,000 | | 411,955 |
American General Finance Corp. | | | | |
6.900%, 12/15/2017 | | 625,000 | | 448,282 |
Ameriprise Financial, Inc. | | | | |
7.300%, 06/28/2019 | | 365,000 | | 419,747 |
Bank of America Corp. | | | | |
4.000%, 03/28/2018 | EUR | 100,000 | | 123,893 |
4.625%, 02/18/2014 | | 65,000 | | 91,268 |
5.250%, 11/09/2016 | GBP | 100,000 | | 147,154 |
5.650%, 05/01/2018 | $ | 1,800,000 | | 1,795,482 |
5.750%, 08/15/2016 | | 210,000 | | 211,934 |
6.500%, 08/01/2016 | | 550,000 | | 591,229 |
7.375%, 05/15/2014 | | 120,000 | | 134,935 |
Boeing Capital Corp., Ltd. | | | | |
7.375%, 09/27/2010 | | 255,000 | | 265,357 |
BP Capital Markets PLC | | | | |
1.550%, 08/11/2011 | | 500,000 | | 505,029 |
BSKYB Finance UK PLC | | | | |
5.750%, 10/20/2017 | GBP | 65,000 | | 104,430 |
Capital One Capital IV, (6.750% to | | | | |
02/17/2032, then 1 month | | | | |
LIBOR +217 bps) | | | | |
6.745%, 02/17/2037 (P) | $ | 425,000 | | 352,750 |
Capital One Financial Corp. | | | | |
7.375%, 05/23/2014 | | 225,000 | | 257,927 |
Caterpillar Financial Services Corp. | | | | |
4.250%, 02/08/2013 | | 220,000 | | 232,683 |
CEDC Finance Corp. International, Inc. | | | | |
8.875%, 12/01/2016 | EUR | 60,000 | | 82,108 |
9.125%, 12/01/2016 (S) | $ | 275,000 | | 287,375 |
Cemex Finance LLC | | | | |
9.500%, 12/14/2016 (S) | | 405,000 | | 413,100 |
CenterCredit International BV | | | | |
8.625%, 01/30/2014 | | 500,000 | | 485,000 |
CIT Group, Inc. | | | | |
7.000%, 05/01/2017 | | 2,450,000 | | 2,165,188 |
Citigroup Capital XXI, (8.300% to | | | | |
12/21/2037, then 3 month | | | | |
LIBOR +417 bps) | | | | |
maturing at 12/21/2057 | | 675,000 | | 626,063 |
Citigroup, Inc. | | | | |
3.500%, 08/05/2015 | EUR | 110,000 | | 142,345 |
4.750%, 02/10/2019 | | 40,000 | | 49,157 |
5.125%, 02/14/2011 | $ | 250,000 | | 257,694 |
5.500%, 04/11/2013 to 10/15/2014 | | 1,275,000 | | 1,323,230 |
5.850%, 07/02/2013 | | 445,000 | | 470,102 |
6.125%, 05/15/2018 | | 290,000 | | 290,976 |
6.400%, 03/27/2013 | EUR | 110,000 | | 161,035 |
6.500%, 08/19/2013 | $ | 590,000 | | 634,630 |
ConocoPhillips Company | | | | |
5.300%, 04/15/2012 | | 340,000 | | 367,864 |
Countrywide Financial Corp. | | | | |
4.500%, 06/15/2010 | | 135,000 | | 136,516 |
Credit Agricole SA | | | | |
5.000%, 06/20/2049 | GBP | 125,000 | | 160,104 |
5.971%, 02/01/2018 | EUR | 50,000 | | 75,151 |
Credit Suisse AG | | | | |
5.400%, 01/14/2020 | $ | 570,000 | | 572,484 |
Credit Suisse First Boston USA, Inc. | | | | |
4.875%, 08/15/2010 | | 325,000 | | 331,098 |
Credit Suisse Group | | | | |
Finance Guernsey, Ltd. | | | | |
6.375%, 06/07/2013 | EUR | 116,000 | | 174,663 |
| | |
The accompanying notes are an integral part of the financial statements. | 222 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
CORPORATE BONDS (continued) | | | |
Diversified Financial Services (continued) | | | |
Credit Suisse New York | | | | |
5.500%, 05/01/2014 | $ | 345,000 | $ | 376,889 |
Credit Suisse/London | | | | |
5.125%, 09/18/2017 | EUR | 125,000 | | 182,077 |
6.125%, 08/05/2013 | | 50,000 | | 75,892 |
Crown Castle Towers LLC | | | | |
4.523%, 01/15/2015 (S) | $ | 258,000 | | 265,195 |
Daimler International Finance BV | | | |
7.875%, 01/16/2014 | EUR | 50,000 | | 79,062 |
Discover Financial Services | | | | |
10.250%, 07/15/2019 | $ | 285,000 | | 337,247 |
Dubai Holding Commercial | | | | |
Operations MTN, Ltd. | | | | |
4.750%, 01/30/2014 | EUR | 100,000 | | 88,507 |
E*Trade Financial Corp. | | | | |
7.375%, 09/15/2013 | $ | 850,000 | | 807,500 |
7.875%, 12/01/2015 | | 450,000 | | 424,125 |
E*Trade Financial Corp., PIK | | | | |
12.500%, 11/30/2017 | | 1,316,000 | | 1,523,270 |
Fibria Overseas Finance, Ltd. | | | | |
9.250%, 10/30/2019 (S) | | 140,000 | | 158,382 |
Finmeccanica Finance SA | | | | |
8.125%, 12/03/2013 | EUR | 75,000 | | 119,662 |
Ford Motor Credit Company LLC | | | |
8.125%, 01/15/2020 | $ | 925,000 | | 923,639 |
8.700%, 10/01/2014 | | 700,000 | | 718,015 |
12.000%, 05/15/2015 | | 350,000 | | 399,813 |
Fresenius US Finance II, Inc. | | | | |
9.000%, 07/15/2015 (S) | | 100,000 | | 110,500 |
Gas Natural Capital Markets SA | | | |
5.250%, 07/09/2014 | EUR | 50,000 | | 73,029 |
GATX Financial Corp. | | | | |
5.500%, 02/15/2012 | $ | 275,000 | | 288,687 |
GE Capital Canada Funding Company | | | |
4.650%, 02/11/2015 | CAD | 79,000 | | 78,399 |
GE Capital European Funding Company | | | |
3.500%, 02/14/2013 | EUR | 110,000 | | 153,700 |
GE Capital UK Funding, EMTN | | | |
5.625%, 12/12/2014 | GBP | 80,000 | | 130,648 |
General Electric Capital Corp. | | | | |
2.800%, 01/08/2013 | $ | 275,000 | | 277,380 |
3.500%, 08/13/2012 | | 395,000 | | 406,991 |
4.625%, 09/15/2066 | EUR | 135,000 | | 143,382 |
5.250%, 10/19/2012 | $ | 250,000 | | 267,061 |
5.875%, 01/14/2038 | | 650,000 | | 603,455 |
5.900%, 05/13/2014 | | 1,220,000 | | 1,338,726 |
General Electric Capital Corp., | MTN | | | |
6.000%, 08/07/2019 | | 210,000 | | 219,714 |
Grupo Petrotemex SA de CV | | | | |
9.500%, 08/19/2014 (S) | | 325,000 | | 340,438 |
GTB Finance BV | | | | |
8.500%, 01/29/2012 | | 475,000 | | 477,453 |
HBOS PLC | | | | |
6.000%, 11/01/2033 (S) | | 420,000 | | 324,806 |
HSBC Holdings PLC | | | | |
6.500%, 05/02/2036 | | 175,000 | | 180,311 |
Icahn Enterprises LP | | | | |
7.750%, 01/15/2016 (S) | | 625,000 | | 587,500 |
Intergas Finance BV | | | | |
6.375%, 05/14/2017 | | 200,000 | | 198,500 |
International Lease Finance Corp. | | | |
5.300%, 05/01/2012 | | 125,000 | | 114,408 |
5.750%, 06/15/2011 | | 250,000 | | 239,950 |
6.625%, 11/15/2013 | | 665,000 | | 585,951 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | |
International Lease Finance | | | | |
Corp. Series MTN | | | | |
5.650%, 06/01/2014 | $ | 350,000 | $ | 297,135 |
iPayment Investors LP, PIK | | | | |
11.625%, 07/15/2014 (S) | | 501,584 | | 401,267 |
Janus Capital Group, Inc. | | | | |
6.950%, 06/15/2017 | | 425,000 | | 419,243 |
Jefferies Group, Inc. | | | | |
6.250%, 01/15/2036 | | 260,000 | | 216,688 |
8.500%, 07/15/2019 | | 80,000 | | 88,983 |
John Deere Capital Corp. | | | | |
4.950%, 12/17/2012 | | 475,000 | | 517,338 |
JPMorgan Chase & Company | | | | |
0.901%, 02/26/2013 (P) | | 415,000 | | 415,121 |
4.250%, 06/09/2011 | EUR | 39,000 | | 54,692 |
4.375%, 11/12/2019 | | 150,000 | | 207,734 |
4.650%, 06/01/2014 | $ | 1,475,000 | | 1,562,037 |
4.750%, 05/01/2013 | | 285,000 | | 306,043 |
JPMorgan Chase Capital XXVII | | | | |
7.000%, 11/01/2039 | | 900,000 | | 914,618 |
JPMorgan Chase Capital XVIII | | | | |
6.950%, 08/17/2036 | | 115,000 | | 112,275 |
JPMorgan Chase Capital XXII | | | | |
6.450%, 02/02/2037 | | 245,000 | | 223,807 |
JSG Funding PLC | | | | |
7.750%, 04/01/2015 | | 250,000 | | 242,500 |
Kazakhstan Temir Zholy Finance BV | | | | |
6.500%, 05/11/2011 | | 100,000 | | 99,500 |
7.000%, 05/11/2016 | | 150,000 | | 146,880 |
Kreditanstalt fuer Wiederaufbau | | | | |
5.500%, 12/07/2015 | GBP | 265,000 | | 452,992 |
MassMutual Global Funding II | | | | |
3.625%, 07/16/2012 (S) | $ | 254,000 | | 264,443 |
Mellon Funding Corp. | | | | |
6.375%, 11/08/2011 | GBP | 145,000 | | 235,586 |
Merrill Lynch & Company, Inc. | | | | |
4.450%, 10/02/2013 to 01/31/2014 | EUR | 120,000 | | 166,579 |
5.450%, 02/05/2013 | $ | 515,000 | | 545,915 |
6.150%, 04/25/2013 | | 195,000 | | 210,809 |
7.750%, 05/14/2038 | | 410,000 | | 437,809 |
Morgan Stanley | | | | |
4.200%, 11/20/2014 | | 200,000 | | 200,587 |
4.500%, 10/29/2014 | EUR | 250,000 | | 346,714 |
4.900%, 02/23/2017 | CAD | 30,000 | | 28,688 |
5.125%, 11/30/2015 | GBP | 100,000 | | 155,172 |
5.625%, 01/09/2012 | $ | 205,000 | | 218,125 |
6.000%, 05/13/2014 to 04/28/2015 | | 1,650,000 | | 1,765,104 |
7.300%, 05/13/2019 | | 495,000 | | 547,328 |
Morgan Stanley, Series F | | | | |
6.625%, 04/01/2018 | | 550,000 | | 585,191 |
MU Finance PLC | | | | |
8.375%, 02/01/2017 (S) | | 650,000 | | 609,375 |
8.750%, 02/01/2017 | GBP | 50,000 | | 70,530 |
National Gas Company | | | | |
6.050%, 01/15/2036 (S) | $ | 105,000 | | 97,749 |
National Rural Utilities Cooperative | | | | |
Finance Corp. | | | | |
2.625%, 09/16/2012 | | 185,000 | | 189,619 |
Nissan Motor Acceptance Corp. | | | | |
3.250%, 01/30/2013 (S) | | 130,000 | | 130,460 |
4.625%, 03/08/2010 (S) | | 120,000 | | 120,030 |
Nuveen Investments, Inc. | | | | |
5.500%, 09/15/2015 | | 1,025,000 | | 738,000 |
10.500%, 11/15/2015 | | 525,000 | | 475,125 |
| | |
The accompanying notes are an integral part of the financial statements. | 223 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | | |
Paccar Financial Corp. | | | | |
1.950%, 12/17/2012 | $ | 135,000 | $ | 135,392 |
Pinnacle Foods Finance LLC | | | | |
9.250%, 04/01/2015 (S) | | 200,000 | | 203,000 |
10.625%, 04/01/2017 | | 150,000 | | 155,250 |
PNC Funding Corp. | | | | |
5.625%, 02/01/2017 | | 195,000 | | 202,107 |
6.700%, 06/10/2019 | | 430,000 | | 483,900 |
Principal Life Global Funding I | | | | |
5.250%, 01/15/2013 (S) | | 190,000 | | 203,791 |
Reliance Intermediate Holdings LP | | | | |
9.500%, 12/15/2019 (S) | | 425,000 | | 444,656 |
Residential Capital LLC | | | | |
9.625%, 05/15/2015 | | 325,000 | | 314,438 |
SLM Corp. | | | | |
5.125%, 08/27/2012 | | 220,000 | | 214,822 |
5.375%, 05/15/2014 | | 475,000 | | 440,385 |
SLM Corp., MTN | | | | |
8.450%, 06/15/2018 | | 1,290,000 | | 1,261,850 |
TAM Capital, Inc. | | | | |
7.375%, 04/25/2017 | | 200,000 | | 185,000 |
Teco Finance, Inc. | | | | |
6.572%, 11/01/2017 | | 37,000 | | 39,347 |
7.000%, 05/01/2012 | | 53,000 | | 57,557 |
The Goldman Sachs Group, Inc. | | | | |
0.00%, 02/04/2013 to 10/16/2014 | EUR | 175,000 | | 248,013 |
3.625%, 08/01/2012 | $ | 65,000 | | 67,436 |
4.500%, 01/30/2017 | EUR | 100,000 | | 136,846 |
6.000%, 05/01/2014 | $ | 75,000 | | 82,313 |
6.150%, 04/01/2018 | | 415,000 | | 438,369 |
6.345%, 02/15/2034 | | 324,000 | | 289,878 |
6.600%, 01/15/2012 | | 1,175,000 | | 1,275,197 |
6.750%, 10/01/2037 | | 190,000 | | 184,217 |
6.875%, 01/15/2011 | | 400,000 | | 420,333 |
7.500%, 02/15/2019 | | 835,000 | | 955,653 |
TNK-BP Finance SA | | | | |
6.625%, 03/20/2017 | | 150,000 | | 148,875 |
TransCapitalInvest, Ltd. | | | | |
8.700%, 08/07/2018 | | 375,000 | | 435,938 |
Travelers Insurance Company | | | | |
Institutional Funding, Ltd. | | | | |
5.750%, 12/06/2011 | GBP | 54,000 | | 86,662 |
UBS AG | | | | |
1.351%, 02/23/2012 (P) | $ | 250,000 | | 250,037 |
4.500%, 09/16/2019 | EUR | 100,000 | | 136,497 |
UCI Holdco, Inc., PIK | | | | |
9.250%, 12/15/2013 | $ | 601,620 | | 553,490 |
Universal City Development Partners, Ltd. | | | | |
8.875%, 11/15/2015 (S) | | 350,000 | | 352,625 |
10.875%, 11/15/2016 (S) | | 150,000 | | 155,250 |
UPC Germany GmbH | | | | |
8.125%, 12/01/2017 (S) | | 325,000 | | 325,000 |
9.625%, 12/01/2019 | EUR | 57,000 | | 78,390 |
Wells Fargo Financial Canada | | | | |
Corp., MTN | | | | |
4.330%, 12/06/2013 | CAD | 30,000 | | 29,953 |
White Nights Finance BV for Gazprom | | | | |
10.500%, 03/25/2014 | $ | 200,000 | | 234,410 |
Wind Acquisition Holdings Finance SpA | | | | |
12.250%, 07/15/2017 | | 125,000 | | 115,625 |
| | | |
|
| | | | 56,455,534 |
Electric - 1.91% | | | | |
AES Corp. | | | | |
7.750%, 03/01/2014 | | 50,000 | | 50,063 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
AES Corp. (continued) | | | | |
9.750%, 04/15/2016 (S) | $ | 500,000 | $ | 533,750 |
Alabama Power Company | | | | |
4.850%, 12/15/2012 | | 100,000 | | 108,196 |
Allegheny Energy Supply Company LLC | | | | |
6.750%, 10/15/2039 (S) | | 400,000 | | 393,420 |
Appalachian Power Company | | | | |
5.650%, 08/15/2012 | | 170,000 | | 184,268 |
6.375%, 04/01/2036 | | 170,000 | | 178,803 |
7.950%, 01/15/2020 | | 100,000 | | 122,808 |
Baltimore Gas & Electric Company | | | | |
5.900%, 10/01/2016 | | 285,000 | | 304,263 |
Black Hills Corp. | | | | |
6.500%, 05/15/2013 | | 235,000 | | 251,947 |
9.000%, 05/15/2014 | | 115,000 | | 133,431 |
Carolina Power & Light Company | | | | |
5.300%, 01/15/2019 | | 140,000 | | 148,180 |
CEZ AS, EMTN | | | | |
5.750%, 05/26/2015 | EUR | 50,000 | | 75,182 |
CMS Energy Corp. | | | | |
6.250%, 02/01/2020 | $ | 105,000 | | 102,774 |
Consolidated Edison Company of New | | | | |
York, Inc. | | | | |
6.750%, 04/01/2038 | | 170,000 | | 194,057 |
Consumers Energy Company | | | | |
5.800%, 09/15/2035 | | 100,000 | | 98,427 |
6.000%, 02/15/2014 | | 160,000 | | 177,796 |
6.700%, 09/15/2019 | | 235,000 | | 268,002 |
Dominion Resources, Inc. | | | | |
4.750%, 12/15/2010 | | 100,000 | | 103,018 |
Duke Energy Ohio, Inc. | | | | |
2.100%, 06/15/2013 | | 135,000 | | 135,335 |
E.ON International Finance BV | | | | |
5.125%, 10/02/2012 | EUR | 50,000 | | 73,604 |
5.500%, 01/19/2016 | | 40,000 | | 60,858 |
EDF SA | | | | |
4.600%, 01/27/2020 (S) | $ | 300,000 | | 300,153 |
Edison SpA, EMTN | | | | |
5.125%, 12/10/2010 | EUR | 28,000 | | 39,213 |
EDP Finance BV | | | | |
3.750%, 06/22/2015 | | 80,000 | | 109,804 |
4.900%, 10/01/2019 (S) | $ | 355,000 | | 344,608 |
El Paso Electric Company | | | | |
6.000%, 05/15/2035 | | 245,000 | | 226,190 |
Empresas Publicas de Medellin ESP | | | | |
7.625%, 07/29/2019 (S) | | 100,000 | | 108,500 |
Enel Finance International SA | | | | |
6.000%, 10/07/2039 (S) | | 605,000 | | 586,257 |
Enel SpA | | | | |
6.250%, 06/20/2019 | GBP | 50,000 | | 81,155 |
Energy Future Holdings Corp. | | | | |
10.875%, 11/01/2017 | $ | 500,000 | | 378,750 |
Energy Future Holdings Corp., PIK | | | | |
11.250%, 11/01/2017 | | 567,510 | | 397,257 |
Entergy Gulf States Louisiana LLC | | | | |
5.590%, 10/01/2024 | | 210,000 | | 220,610 |
Entergy Louisiana LLC | | | | |
5.400%, 11/01/2024 | | 115,000 | | 118,056 |
5.830%, 11/01/2010 | | 35,000 | | 35,092 |
Exelon Generation Company LLC | | | | |
6.250%, 10/01/2039 | | 335,000 | | 342,753 |
FirstEnergy Solutions Corp. | | | | |
4.800%, 02/15/2015 | | 185,000 | | 192,908 |
Hydro One, Inc. | | | | |
5.180%, 10/18/2017 | CAD | 45,000 | | 46,980 |
| | |
The accompanying notes are an integral part of the financial statements. | 224 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
Israel Electric Corp., Ltd. | | | | |
9.375%, 01/28/2020 | $ | 250,000 | $ | 308,208 |
Majapahit Holding BV | | | | |
8.000%, 08/07/2019 (S) | | 100,000 | | 106,000 |
Massachusetts Electric Company | | | | |
5.900%, 11/15/2039 (S) | | 290,000 | | 294,883 |
Monongahela Power Company | | | | |
5.700%, 03/15/2017 (S) | | 265,000 | | 264,341 |
National Grid PLC | | | | |
5.000%, 07/02/2018 | EUR | 62,000 | | 90,480 |
6.500%, 04/22/2014 | | 50,000 | | 76,915 |
National Power Corp. | | | | |
4.501%, 08/23/2011 (P)(S) | $ | 200,000 | | 206,500 |
6.875%, 11/02/2016 | | 100,000 | | 106,718 |
9.625%, 05/15/2028 | | 135,000 | | 161,325 |
Nevada Power Company | | | | |
5.875%, 01/15/2015 | | 45,000 | | 49,230 |
6.650%, 04/01/2036 | | 410,000 | | 436,993 |
6.750%, 07/01/2037 | | 245,000 | | 264,650 |
NiSource Finance Corp. | | | | |
6.150%, 03/01/2013 | | 145,000 | | 158,291 |
10.750%, 03/15/2016 | | 85,000 | | 108,951 |
North American Energy Alliance LLC | | | | |
10.875%, 06/01/2016 (S) | | 175,000 | | 185,500 |
Northeast Utilities Corp. | | | | |
5.650%, 06/01/2013 | | 370,000 | | 397,457 |
Northern States Power Company | | | | |
5.350%, 11/01/2039 | | 100,000 | | 97,383 |
NRG Energy, Inc. | | | | |
7.375%, 02/01/2016 to 01/15/2017 | | 280,000 | | 275,526 |
Ohio Power Company | | | | |
5.750%, 09/01/2013 | | 195,000 | | 213,200 |
Orion Power Holdings, Inc. | | | | |
12.000%, 05/01/2010 | | 200,000 | | 201,250 |
Pacific Gas & Electric Company | | | | |
4.800%, 03/01/2014 | | 170,000 | | 184,823 |
6.350%, 02/15/2038 | | 110,000 | | 119,444 |
Pennsylvania Electric Company | | | | |
6.150%, 10/01/2038 | | 240,000 | | 240,629 |
PNM Resources, Inc. | | | | |
9.250%, 05/15/2015 | | 550,000 | | 585,750 |
Public Service Company Of Oklahoma | | | | |
5.150%, 12/01/2019 | | 205,000 | | 209,029 |
Public Service Electric & Gas Company | | | | |
5.700%, 12/01/2036 | | 285,000 | | 287,713 |
RRI Energy, Inc. | | | | |
7.625%, 06/15/2014 | | 350,000 | | 334,250 |
7.875%, 06/15/2017 | | 250,000 | | 233,750 |
RWE Finance BV | | | | |
6.375%, 06/03/2013 | GBP | 30,000 | | 50,663 |
San Diego Gas & Electric Company | | | | |
6.000%, 06/01/2039 | $ | 175,000 | | 186,838 |
Scottish Power UK PLC | | | | |
8.375%, 02/20/2017 | GBP | 39,000 | | 72,164 |
Southern California Edison Company | | | | |
5.750%, 03/15/2014 | $ | 110,000 | | 123,441 |
Southern Company | | | | |
4.150%, 05/15/2014 | | 145,000 | | 153,037 |
5.300%, 01/15/2012 | | 95,000 | | 101,772 |
Tampa Electric Company | | | | |
6.150%, 05/15/2037 | | 230,000 | | 236,767 |
Taqa Abu Dhabi National | | | | |
Energy Company | | | | |
5.620%, 10/25/2012 (S) | | 720,000 | | 744,457 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
Texas Competitive Electric Holdings | | | | |
Company LLC, PIK | | | | |
10.500%, 11/01/2016 | $ | 37,590 | $ | 26,689 |
United Maritime Group LLC | | | | |
11.750%, 06/15/2015 (S) | | 250,000 | | 250,000 |
Virginia Electric and Power Company | | | | |
4.500%, 12/15/2010 | | 35,000 | | 36,044 |
5.100%, 11/30/2012 | | 210,000 | | 228,947 |
West Penn Power Company | | | | |
5.950%, 12/15/2017 (S) | | 220,000 | | 228,392 |
Westar Energy, Inc. | | | | |
5.100%, 07/15/2020 | | 185,000 | | 185,092 |
Xcel Energy, Inc. | | | | |
7.000%, 12/01/2010 | | 30,000 | | 31,360 |
| | | |
|
| | | | 16,081,320 |
Electrical Components & Equipment - 0.07% | | | |
Anixter, Inc. | | | | |
10.000%, 03/15/2014 | | 300,000 | | 331,500 |
Coleman Cable, Inc. | | | | |
9.000%, 02/15/2018 (S) | | 275,000 | | 272,250 |
| | | |
|
| | | | 603,750 |
Electronics - 0.01% | | | | |
Flextronics International, Ltd. | | | | |
6.250%, 11/15/2014 | | 68,000 | | 67,830 |
Energy-Alternate Sources - 0.01% | | | | |
Power Sector Assets & Liabilities | | | | |
Management Corp. | | | | |
7.390%, 12/02/2024 | | 100,000 | | 102,198 |
Engineering & Construction - 0.17% | | | | |
Dycom Industries, Inc. | | | | |
8.125%, 10/15/2015 | | 275,000 | | 255,750 |
Esco Corp. | | | | |
4.128%, 12/15/2013 (P)(S) | | 175,000 | | 154,875 |
Greater Toronto Airports Authority | | | | |
6.470%, 02/02/2034 (S) | CAD | 25,000 | | 26,786 |
Obrascon Huarte Lain SA | | | | |
6.250%, 05/18/2012 | EUR | 600,000 | | 796,647 |
Odebrecht Finance, Ltd. | | | | |
7.000%, 04/21/2020 (S) | $ | 200,000 | | 202,000 |
| | | |
|
| | | | 1,436,058 |
Entertainment - 0.37% | | | | |
AMC Entertainment, Inc. | | | | |
8.750%, 06/01/2019 | | 425,000 | | 438,813 |
Cinemark USA, Inc. | | | | |
8.625%, 06/15/2019 | | 525,000 | | 546,000 |
Lions Gate Entertainment, Inc. | | | | |
10.250%, 11/01/2016 (S) | | 350,000 | | 350,875 |
Lottomatica Spa | | | | |
5.375%, 12/05/2016 | EUR | 50,000 | | 70,155 |
Penn National Gaming, Inc. | | | | |
8.750%, 08/15/2019 (S) | $ | 150,000 | | 148,500 |
Pinnacle Entertainment, Inc. | | | | |
7.500%, 06/15/2015 | | 325,000 | | 268,938 |
8.625%, 08/01/2017 (S) | | 275,000 | | 261,250 |
Regal Cinemas Corp. | | | | |
8.625%, 07/15/2019 | | 300,000 | | 313,125 |
Shingle Springs Tribal Gaming Authority | | | | |
9.375%, 06/15/2015 (S) | | 475,000 | | 377,625 |
Speedway Motorsports, Inc. | | | | |
6.750%, 06/01/2013 | | 35,000 | | 34,388 |
8.750%, 06/01/2016 | | 275,000 | | 290,125 |
| | | |
|
| | | | 3,099,794 |
| | |
The accompanying notes are an integral part of the financial statements. | 225 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
CORPORATE BONDS (continued) | | | | |
Environmental Control - 0.11% | | | | |
Casella Waste Systems, Inc. | | | | |
9.750%, 02/01/2013 | $ | 250,000 | $ | 250,313 |
Waste Management, Inc. | | | | |
6.100%, 03/15/2018 | | 235,000 | | 256,142 |
7.375%, 05/15/2029 | | 15,000 | | 17,126 |
WCA Waste Corp. | | | | |
9.250%, 06/15/2014 | | 400,000 | | 403,000 |
| | | |
|
| | | | 926,581 |
Food - 0.74% | | | | |
Ahold Finance USA, Inc. | | | | |
5.875%, 03/14/2012 | EUR | 50,000 | | 73,081 |
6.500%, 03/14/2017 | GBP | 25,000 | | 41,146 |
BFF International, Ltd. | | | | |
7.250%, 01/28/2020 (S) | $ | 100,000 | | 100,500 |
Campofrio Food SA | | | | |
8.250%, 10/31/2016 | EUR | 62,000 | | 82,734 |
Casino Guichard Perrachon SA | | | | |
4.875%, 04/10/2014 | | 50,000 | | 72,017 |
6.375%, 04/04/2013 | | 50,000 | | 75,105 |
Delhaize Group | | | | |
5.625%, 06/27/2014 | | 50,000 | | 73,095 |
6.500%, 06/15/2017 | $ | 250,000 | | 278,790 |
Dole Food Company, Inc. | | | | |
13.875%, 03/15/2014 (S) | | 130,000 | | 155,025 |
General Mills, Inc. | | | | |
5.250%, 08/15/2013 | | 270,000 | | 295,019 |
5.650%, 02/15/2019 | | 35,000 | | 37,697 |
11.973%, 10/15/2010 | | 275,000 | | 298,347 |
Great Atlantic & Pacific Tea Company | | | | |
11.375%, 08/01/2015 (S) | | 425,000 | | 408,000 |
Ingles Markets, Inc. | | | | |
8.875%, 05/15/2017 | | 375,000 | | 386,250 |
JBS SA | | | | |
9.375%, 02/07/2011 | | 100,000 | | 103,875 |
JBS USA LLC | | | | |
11.625%, 05/01/2014 (S) | | 375,000 | | 423,750 |
Kellogg Company | | | | |
4.250%, 03/06/2013 | | 675,000 | | 718,490 |
Kraft Foods, Inc. | | | | |
2.625%, 05/08/2013 | | 185,000 | | 186,950 |
6.500%, 02/09/2040 | | 460,000 | | 481,880 |
Kroger Company | | | | |
6.800%, 04/01/2011 | | 220,000 | | 232,970 |
7.500%, 01/15/2014 | | 117,000 | | 136,199 |
Safeway, Inc. | | | | |
5.000%, 08/15/2019 | | 195,000 | | 197,634 |
5.800%, 08/15/2012 | | 150,000 | | 163,009 |
6.250%, 03/15/2014 | | 40,000 | | 44,676 |
Sysco Corp. | | | | |
5.250%, 02/12/2018 | | 110,000 | | 118,739 |
Tesco PLC | | | | |
5.500%, 12/13/2019 | GBP | 60,000 | | 95,357 |
5.875%, 09/12/2016 | EUR | 50,000 | | 77,384 |
The Kroger Company | | | | |
3.900%, 10/01/2015 | $ | 390,000 | | 397,527 |
US Foodservice Corp. | | | | |
10.250%, 06/30/2015 (S) | | 450,000 | | 459,000 |
| | | |
|
| | | | 6,214,246 |
Food Service - 0.01% | | | | |
Compass Group PLC | | | | |
7.000%, 12/08/2014 | GBP | 25,000 | | 43,154 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Forest Products & Paper - 0.41% | | | | |
Boise Paper Holdings LLC | | | | |
9.000%, 11/01/2017 (S) | $ | 200,000 | | 206,000 |
Cascades, Inc. | | | | |
7.750%, 12/15/2017 (S) | | 225,000 | | 227,250 |
7.875%, 01/15/2020 (S) | | 150,000 | | 151,500 |
Cellu Tissue Holdings, Inc. | | | | |
11.500%, 06/01/2014 | | 300,000 | | 332,250 |
Celulosa Arauco y Constitucion SA | | | | |
5.125%, 07/09/2013 | | 80,000 | | 84,316 |
8.625%, 08/15/2010 | | 220,000 | | 226,725 |
Clearwater Paper Corp. | | | | |
10.625%, 06/15/2016 (S) | | 200,000 | | 222,000 |
Domtar Corp. | | | | |
9.500%, 08/01/2016 | | 50,000 | | 54,250 |
Georgia-Pacific Corp. | | | | |
7.000%, 01/15/2015 (S) | | 100,000 | | 101,375 |
7.125%, 01/15/2017 (S) | | 400,000 | | 404,000 |
Georgia-Pacific LLC | | | | |
8.250%, 05/01/2016 (S) | | 75,000 | | 79,125 |
NewPage Corp. | | | | |
11.375%, 12/31/2014 | | 600,000 | | 573,000 |
Sappi Papier Holding AG | | | | |
6.750%, 06/15/2012 (S) | | 300,000 | | 286,500 |
Smurfit Kappa Acquisitions Company | | | | |
7.250%, 11/15/2017 | EUR | 125,000 | | 166,802 |
7.750%, 11/15/2019 | | 254,000 | | 344,130 |
| | | |
|
| | | | 3,459,223 |
Gas - 0.15% | | | | |
AGL Capital Corp. | | | | |
5.250%, 08/15/2019 | $ | 300,000 | | 308,045 |
Atmos Energy Corp. | | | | |
5.950%, 10/15/2034 | | 40,000 | | 39,088 |
8.500%, 03/15/2019 | | 55,000 | | 68,206 |
Bord Gais Eireann | | | | |
5.750%, 06/16/2014 | EUR | 50,000 | | 73,249 |
CenterPoint Energy, Inc. | | | | |
7.250%, 09/01/2010 | $ | 205,000 | | 210,573 |
Centrica PLC | | | | |
7.125%, 12/09/2013 | EUR | 50,000 | | 78,574 |
Piedmont Natural Gas Company | | | | |
6.000%, 12/19/2033 | $ | 15,000 | | 15,132 |
Sempra Energy | | | | |
6.000%, 10/15/2039 | | 280,000 | | 278,824 |
7.950%, 03/01/2010 | | 175,000 | | 175,000 |
| | | |
|
| | | | 1,246,691 |
Government - 0.03% | | | | |
Mubadala Development Company, GMTN | | | | |
5.750%, 05/06/2014 (S) | | 250,000 | | 264,260 |
Healthcare Products - 0.31% | | | | |
Accellent, Inc. | | | | |
8.375%, 02/01/2017 (S) | | 250,000 | | 251,250 |
10.500%, 12/01/2013 | | 200,000 | | 199,500 |
Bausch & Lomb, Inc. | | | | |
9.875%, 11/01/2015 | | 200,000 | | 205,000 |
Baxter International, Inc. | | | | |
4.000%, 03/01/2014 | | 100,000 | | 105,163 |
Biomet, Inc. | | | | |
11.625%, 10/15/2017 | | 625,000 | | 690,625 |
Boston Scientific Corp. | | | | |
4.250%, 01/12/2011 | | 245,000 | | 250,369 |
4.500%, 01/15/2015 | | 410,000 | | 408,360 |
6.000%, 06/15/2011 | | 100,000 | | 104,654 |
| | |
The accompanying notes are an integral part of the financial statements. | 226 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
| | |
|
CORPORATE BONDS (continued) | | | | |
Healthcare Products (continued) | | | | |
Medtronic, Inc. | | | | |
4.375%, 09/15/2010 | $ | 145,000 | $ | 148,152 |
Universal Hospital Services, Inc. | | | | |
3.859%, 06/01/2015 (P) | | 200,000 | | 169,000 |
Universal Hospital Services, Inc., PIK | | | | |
8.500%, 06/01/2015 | | 100,000 | | 97,000 |
| | | |
|
| | | | 2,629,073 |
Healthcare Services - 0.67% | | | | |
Centene Corp. | | | | |
7.250%, 04/01/2014 | | 450,000 | | 439,875 |
Community Health Systems, Inc. | | | | |
8.875%, 07/15/2015 | | 150,000 | | 155,250 |
Express Scripts, Inc. | | | | |
6.250%, 06/15/2014 | | 575,000 | | 643,667 |
HCA, Inc. | | | | |
8.500%, 04/15/2019 (S) | | 100,000 | | 107,250 |
9.250%, 11/15/2016 | | 250,000 | | 265,313 |
HCA, Inc., PIK | | | | |
9.625%, 11/15/2016 | | 956,000 | | 1,022,920 |
Healthsouth Corp. | | | | |
10.750%, 06/15/2016 | | 425,000 | | 459,000 |
Highmark, Inc. | | | | |
6.800%, 08/15/2013 (S) | | 225,000 | | 244,194 |
Symbion, Inc., PIK | | | | |
11.000%, 08/23/2015 | | 467,235 | | 401,822 |
Tenet Healthcare Corp. | | | | |
6.500%, 06/01/2012 | | 225,000 | | 224,051 |
9.875%, 07/01/2014 | | 200,000 | | 211,000 |
U.S. Oncology Holdings, Inc., PIK | | | | |
6.428%, 03/15/2012 | | 392,000 | | 368,480 |
U.S. Oncology, Inc. | | | | |
9.125%, 08/15/2017 | | 250,000 | | 259,375 |
United Surgical Partners International, Inc. | | | | |
8.875%, 05/01/2017 | | 450,000 | | 460,125 |
US Oncology, Inc. | | | | |
10.750%, 08/15/2014 | | 75,000 | | 78,000 |
WellPoint, Inc. | | | | |
5.000%, 01/15/2011 | | 255,000 | | 263,522 |
6.000%, 02/15/2014 | | 85,000 | | 94,308 |
| | | |
|
| | | | 5,698,152 |
Holding Companies - 0.08% | | | | |
Reynolds Group | | | | |
7.750%, 10/15/2016 (S) | | 350,000 | | 354,375 |
Reynolds Group Issuer, Inc. | | | | |
8.000%, 12/15/2016 | EUR | 150,000 | | 196,078 |
Stena AB | | | | |
6.125%, 02/01/2017 | | 85,000 | | 106,192 |
| | | |
|
| | | | 656,645 |
Home Builders - 0.20% | | | | |
Corp GEO SAB de CV | | | | |
8.875%, 09/25/2014 (S) | $ | 100,000 | | 103,750 |
Desarrolladora Homex SAB de CV | | | | |
7.500%, 09/28/2015 | | 75,000 | | 72,750 |
9.500%, 12/11/2019 (S) | | 100,000 | | 101,875 |
K Hovnanian Enterprises, Inc. | | | | |
10.625%, 10/15/2016 | | 325,000 | | 339,625 |
Lennar Corp. | | | | |
5.600%, 05/31/2015 | | 45,000 | | 41,400 |
5.950%, 10/17/2011 | | 25,000 | | 25,563 |
MDC Holdings, Inc. | | | | |
5.375%, 12/15/2014 | | 60,000 | | 60,713 |
5.625%, 02/01/2020 | | 260,000 | | 248,649 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Home Builders (continued) | | | | |
NVR, Inc. | | | | |
5.000%, 06/15/2010 | $ | 115,000 | $ | 115,710 |
Pulte Homes, Inc. | | | | |
5.200%, 02/15/2015 | | 75,000 | | 70,125 |
Standard Pacific Corp. | | | | |
10.750%, 09/15/2016 | | 250,000 | | 260,625 |
Urbi Desarrollos Urbanos SAB DE CV | | | | |
8.500%, 04/19/2016 (S) | | 125,000 | | 126,250 |
Urbi Desarrollos Urbanos SAB De CV | | | | |
9.500%, 01/21/2020 | | 100,000 | | 102,250 |
| | | |
|
| | | | 1,669,285 |
Home Furnishings - 0.05% | | | | |
Sealy Mattress Company | | | | |
8.250%, 06/15/2014 | | 250,000 | | 245,000 |
10.875%, 04/15/2016 | | 100,000 | | 109,250 |
Whirlpool Corp. | | | | |
6.125%, 06/15/2011 | | 80,000 | | 83,641 |
| | | |
|
| | | | 437,891 |
Household Products - 0.15% | | | | |
ACCO Brands Corp. | | | | |
10.625%, 03/15/2015 (S) | | 125,000 | | 135,875 |
Central Garden and Pet Company | | | | |
8.250%, 03/01/2018 (C) | | 225,000 | | 225,844 |
Controladora Mabe SA CV | | | | |
7.875%, 10/28/2019 (S) | | 350,000 | | 352,625 |
Scotts Miracle-Gro Company | | | | |
7.250%, 01/15/2018 | | 150,000 | | 151,875 |
Yankee Acquisition Corp. | | | | |
8.500%, 02/15/2015 | | 400,000 | | 400,000 |
| | | |
|
| | | | 1,266,219 |
Insurance - 1.08% | | | | |
ACE INA Holdings, Inc. | | | | |
5.700%, 02/15/2017 | | 240,000 | | 257,659 |
5.900%, 06/15/2019 | | 95,000 | | 103,058 |
Aflac, Inc. | | | | |
6.900%, 12/17/2039 | | 60,000 | | 59,960 |
8.500%, 05/15/2019 | | 420,000 | | 496,297 |
Allstate Corp. | | | | |
7.450%, 05/16/2019 | | 120,000 | | 140,934 |
Allstate Life Funding LLC | | | | |
6.375%, 01/17/2011 | GBP | 49,000 | | 77,211 |
American International Group, Inc. | | | | |
8.250%, 08/15/2018 | $ | 375,000 | | 344,117 |
American International Group, | | | | |
Inc., Series WI | | | | |
8.175%, 05/15/2058 | | 800,000 | | 540,000 |
Aviva PLC | | | | |
6.875%, 05/22/2038 | EUR | 50,000 | | 68,423 |
Berkshire Hathaway Finance Corp. | | | | |
4.600%, 05/15/2013 | $ | 300,000 | | 321,394 |
Cloverie PLC for Zurich | | | | |
Insurance Company | | | | |
7.500%, 07/24/2039 | EUR | 50,000 | | 76,113 |
Genworth Financial, Inc. | | | | |
8.625%, 12/15/2016 | $ | 45,000 | | 46,853 |
HUB International Holdings, Inc. | | | | |
9.000%, 12/15/2014 (S) | | 550,000 | | 525,250 |
10.250%, 06/15/2015 (S) | | 975,000 | | 904,313 |
Lincoln National Corp. | | | | |
8.750%, 07/01/2019 | | 170,000 | | 204,973 |
MetLife, Inc. | | | | |
6.750%, 06/01/2016 | | 15,000 | | 16,665 |
| | |
The accompanying notes are an integral part of the financial statements. | 227 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Insurance (continued) | | | | |
Metropolitan Life Global Funding | | | | |
5.125%, 11/09/2011 (S) | $ | 135,000 | $ | 141,660 |
Metropolitan Life Global Funding I | | | | |
2.500%, 01/11/2013 (S) | | 355,000 | | 357,535 |
2.875%, 09/17/2012 (S) | | 80,000 | | 81,497 |
4.625%, 05/16/2017 | EUR | 100,000 | | 136,554 |
5.125%, 06/10/2014 (S) | $ | 165,000 | | 177,077 |
Muenchener Rueckversicherungs AG | | | | |
5.767%, 06/29/2049 | EUR | 50,000 | | 62,636 |
New York Life Global Funding | | | | |
2.250%, 12/14/2012 (S) | $ | 420,000 | | 424,579 |
4.375%, 01/19/2017 | EUR | 100,000 | | 137,324 |
NLV Financial Corp. | | | | |
7.500%, 08/15/2033 (S) | $ | 285,000 | | 255,420 |
Ohio National Financial Services, Inc. | | | | |
6.350%, 04/01/2013 (S) | | 15,000 | | 15,324 |
Pacific Life Funding LLC | | | | |
5.125%, 01/20/2015 | GBP | 89,000 | | 138,522 |
Pacific Lifecorp. | | | | |
6.000%, 02/10/2020 (S) | $ | 385,000 | | 381,870 |
Principal Financial Global Funding | | | | |
II LLC | | | | |
4.500%, 01/26/2017 | EUR | 50,000 | | 63,553 |
Principal Financial Group, Inc. | | | | |
6.050%, 10/15/2036 | $ | 180,000 | | 168,074 |
7.875%, 05/15/2014 | | 385,000 | | 437,621 |
8.875%, 05/15/2019 | | 135,000 | | 164,341 |
Principal Life Income Funding Trusts | | | | |
5.200%, 11/15/2010 | | 40,000 | | 41,239 |
Prudential Financial, Inc. | | | | |
2.750%, 01/14/2013 | | 95,000 | | 95,590 |
3.625%, 09/17/2012 | | 325,000 | | 333,647 |
6.200%, 01/15/2015 | | 175,000 | | 192,569 |
Prudential Financial, Inc., MTN | | | | |
4.750%, 09/17/2015 | | 320,000 | | 330,924 |
Reinsurance Group Of America, Inc. | | | | |
6.450%, 11/15/2019 | | 150,000 | | 154,491 |
Sun Life Assurance Company | | | | |
6.150%, 06/30/2022 (P) | CAD | 25,000 | | 25,781 |
The Travelers Companies, Inc. | | | | |
5.900%, 06/02/2019 | $ | 175,000 | | 192,067 |
Transatlantic Holdings, Inc. | | | | |
5.750%, 12/14/2015 | | 170,000 | | 177,244 |
USI Holdings Corp. | | | | |
9.750%, 05/15/2015 (S) | | 225,000 | | 206,438 |
| | | |
|
| | | | 9,076,797 |
Internet - 0.09% | | | | |
Equinix, Inc. | | | | |
8.125%, 03/01/2018 | | 275,000 | | 275,000 |
Netflix, Inc. | | | | |
8.500%, 11/15/2017 | | 225,000 | | 235,688 |
Terremark Worldwide, Inc. | | | | |
12.000%, 06/15/2017 (S) | | 250,000 | | 274,375 |
| | | |
|
| | | | 785,063 |
Investment Companies - 0.09% | | | | |
RAKIA Sukuk Company, Ltd. | | | | |
1.752%, 12/05/2012 | | 200,000 | | 173,981 |
Xstrata Finance Canada, Ltd. | | | | |
5.250%, 06/13/2017 | EUR | 80,000 | | 112,186 |
5.500%, 11/16/2011 (S) | $ | 420,000 | | 443,633 |
| | | |
|
| | | | 729,800 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Iron & Steel - 0.62% | | | | |
Allegheny Technologies, Inc. | | | | |
9.375%, 06/01/2019 | $ | 165,000 | $ | 193,900 |
ArcelorMittal | | | | |
5.375%, 06/01/2013 | | 800,000 | | 850,357 |
9.375%, 06/03/2016 | EUR | 50,000 | | 83,844 |
CSN Islands XI Corp. | | | | |
6.875%, 09/21/2019 | $ | 100,000 | | 101,500 |
Edgen Murray Corp. | | | | |
12.250%, 01/15/2015 (S) | | 600,000 | | 540,000 |
Evraz Group SA | | | | |
8.875%, 04/24/2013 | | 200,000 | | 206,600 |
Metals USA Holdings Corp., PIK | | | | |
6.751%, 07/01/2012 | | 55,562 | | 47,506 |
Metals USA, Inc. | | | | |
11.125%, 12/01/2015 | | 175,000 | | 176,750 |
Ryerson Holding Corp. | | | | |
0.00%, 02/01/2015 | | 1,000,000 | | 450,000 |
Ryerson, Inc. | | | | |
12.000%, 11/01/2015 (S) | | 450,000 | | 462,375 |
Steel Capital SA | | | | |
9.750%, 07/29/2013 (S) | | 775,000 | | 832,808 |
Steel Dynamics, Inc. | | | | |
6.750%, 04/01/2015 | | 140,000 | | 135,100 |
7.375%, 11/01/2012 | | 225,000 | | 228,938 |
Tube City IMS Corp. | | | | |
9.750%, 02/01/2015 | | 675,000 | | 646,313 |
Usiminas Commercial, Ltd. | | | | |
7.250%, 01/18/2018 | | 230,000 | | 244,950 |
| | | |
|
| | | | 5,200,941 |
Leisure Time - 0.05% | | | | |
Cirsa Finance Luxembourg SA | | | | |
8.750%, 05/15/2014 | EUR | 50,000 | | 66,040 |
Easton-Bell Sports, Inc. | | | | |
9.750%, 12/01/2016 (S) | $ | 100,000 | | 103,750 |
Royal Caribbean Cruises, Ltd. | | | | |
7.000%, 06/15/2013 | | 100,000 | | 99,250 |
Travelport LLC | | | | |
11.875%, 09/01/2016 | | 125,000 | | 130,313 |
| | | |
|
| | | | 399,353 |
Lodging - 0.56% | | | | |
Ameristar Casinos, Inc. | | | | |
9.250%, 06/01/2014 | | 300,000 | | 306,750 |
Gaylord Entertainment Company | | | | |
6.750%, 11/15/2014 | | 475,000 | | 446,500 |
Grupo Posadas SAB de CV | | | | |
9.250%, 01/15/2015 (S) | | 100,000 | | 103,000 |
Harrah’s Operating Company, Inc. | | | | |
10.000%, 12/15/2015 to 12/15/2018 | | 750,000 | | 576,000 |
11.250%, 06/01/2017 | | 525,000 | | 544,688 |
Hyatt Hotels Corp. | | | | |
5.750%, 08/15/2015 (S) | | 240,000 | | 248,295 |
MGM Mirage, Inc. | | | | |
6.750%, 09/01/2012 | | 200,000 | | 185,000 |
10.375%, 05/15/2014 (S) | | 150,000 | | 159,000 |
11.125%, 11/15/2017 (S) | | 525,000 | | 567,000 |
11.375%, 03/01/2018 (S) | | 575,000 | | 531,875 |
13.000%, 11/15/2013 | | 100,000 | | 114,000 |
Wyndham Worldwide Corp. | | | | |
7.375%, 03/01/2020 | | 65,000 | | 65,384 |
Wynn Las Vegas LLC | | | | |
7.875%, 11/01/2017 (S) | | 925,000 | | 915,750 |
| | | |
|
| | | | 4,763,242 |
| | |
The accompanying notes are an integral part of the financial statements. | 228 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Machinery-Construction & Mining - 0.02% | | | |
Terex Corp. | | | | |
8.000%, 11/15/2017 | $ | 150,000 | $ | 139,500 |
10.875%, 06/01/2016 | | 25,000 | | 27,313 |
| | | |
|
| | | | 166,813 |
Machinery-Diversified - 0.17% | | | | |
Columbus McKinnon Corp. | | | | |
8.875%, 11/01/2013 | | 575,000 | | 589,375 |
CPM Holdings, Inc. | | | | |
10.625%, 09/01/2014 (S) | | 125,000 | | 132,500 |
MAN SE | | | | |
7.250%, 05/20/2016 | EUR | 25,000 | | 40,019 |
Manitowoc, Inc. | | | | |
7.125%, 11/01/2013 | $ | 200,000 | | 194,000 |
Roper Industries, Inc. | | | | |
6.250%, 09/01/2019 | | 225,000 | | 241,828 |
The Manitowoc Company, Inc. | | | | |
9.500%, 02/15/2018 | | 275,000 | | 274,313 |
| | | |
|
| | | | 1,472,035 |
Media - 2.24% | | | | |
AOL Time Warner, Inc. | | | | |
6.875%, 05/01/2012 | | 215,000 | | 237,217 |
Bertelsmann AG | | | | |
4.750%, 09/26/2016 | EUR | 75,000 | | 103,895 |
British Sky Broadcasting Group PLC | | | | |
6.100%, 02/15/2018 (S) | $ | 195,000 | | 211,679 |
9.500%, 11/15/2018 (S) | | 405,000 | | 525,809 |
Cablemas SA de CV | | | | |
9.375%, 11/15/2015 | | 200,000 | | 217,000 |
Cengage Learning Acquisitions, Inc. | | | | |
13.250%, 07/15/2015 (S) | | 475,000 | | 453,625 |
Cequel Communications Holdings I LLC | | | | |
and Cequel Capital Corp. | | | | |
8.625%, 11/15/2017 (S) | | 375,000 | | 375,000 |
Charter Communications, Inc. | | | | |
10.875%, 09/15/2014 (S) | | 300,000 | | 334,125 |
Clear Channel Communications, Inc. | | | | |
5.000%, 03/15/2012 | | 225,000 | | 193,500 |
10.750%, 08/01/2016 | | 250,000 | | 191,250 |
Clear Channel Worldwide Holdings, Inc. | | | | |
9.250%, 12/15/2017 (S) | | 350,000 | | 359,625 |
Comcast Cable Communications | | | | |
Holdings, Inc. | | | | |
8.375%, 03/15/2013 | | 149,000 | | 172,989 |
Comcast Cable Communications, Inc. | | | | |
6.750%, 01/30/2011 | | 345,000 | | 362,093 |
Comcast Corp. | | | | |
6.400%, 03/01/2040 | | 365,000 | | 371,378 |
6.950%, 08/15/2037 | | 170,000 | | 183,633 |
COX Communications, Inc. | | | | |
6.250%, 06/01/2018 (S) | | 255,000 | | 274,691 |
7.125%, 10/01/2012 | | 171,000 | | 191,516 |
7.750%, 11/01/2010 | | 250,000 | | 260,232 |
8.375%, 03/01/2039 (S) | | 80,000 | | 100,713 |
CSC Holdings, Inc. | | | | |
8.625%, 02/15/2019 (S) | | 125,000 | | 135,000 |
CW Media Holdings, Inc., PIK | | | | |
13.500%, 08/15/2015 (S) | | 108,431 | | 121,443 |
DirecTV Holdings LLC | | | | |
4.750%, 10/01/2014 (S) | | 290,000 | | 303,167 |
5.875%, 10/01/2019 (S) | | 695,000 | | 728,776 |
Discovery Communications LLC | | | | |
5.625%, 08/15/2019 | | 370,000 | | 388,943 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Media (continued) | | | | |
Grupo Televisa SA | | | | |
6.625%, 01/15/2040 (S) | $ | 285,000 | $ | 280,095 |
Historic TW, Inc. | | | | |
6.875%, 06/15/2018 | | 890,000 | | 1,013,415 |
ITV PLC | | | | |
10.000%, 06/30/2014 | EUR | 50,000 | | 77,105 |
Kabel Deutschland GmbH | | | | |
10.625%, 07/01/2014 | $ | 375,000 | | 392,813 |
10.750%, 07/01/2014 | EUR | 70,000 | | 100,081 |
Net Servicos De Comunicacao SA | | | | |
7.500%, 01/27/2020 | $ | 100,000 | | 102,250 |
News America, Inc. | | | | |
6.150%, 03/01/2037 | | 870,000 | | 871,146 |
7.850%, 03/01/2039 | | 85,000 | | 102,451 |
Nexstar Broadcasting, Inc., PIK | | | | |
7.000%, 01/15/2014 (S) | | 318,405 | | 249,948 |
Nexstar Finance Holdings LLC | | | | |
11.375%, 04/01/2013 | | 223,713 | | 185,962 |
Nexstar Finance, Inc. | | | | |
7.000%, 01/15/2014 (S) | | 105,000 | | 82,425 |
Nielsen Finance LLC | | | | |
10.000%, 08/01/2014 | | 225,000 | | 233,438 |
11.500%, 05/01/2016 | | 100,000 | | 111,375 |
11.625%, 02/01/2014 | | 250,000 | | 278,438 |
Rogers Cable, Inc. | | | | |
6.250%, 06/15/2013 | | 280,000 | | 309,892 |
Sirius XM Radio, Inc. | | | | |
9.625%, 08/01/2013 | | 250,000 | | 253,125 |
9.750%, 09/01/2015 (S) | | 150,000 | | 156,750 |
TCM Sub LLC | | | | |
3.550%, 01/15/2015 | | 765,000 | | 769,640 |
The Mcclatchy Company | | | | |
11.500%, 02/15/2017 (S) | | 350,000 | | 341,250 |
Thomson Reuters Corp. | | | | |
5.200%, 12/01/2014 | CAD | 25,000 | | 25,926 |
5.950%, 07/15/2013 | $ | 345,000 | | 384,361 |
6.500%, 07/15/2018 | | 340,000 | | 385,861 |
Time Warner Cable, Inc. | | | | |
5.400%, 07/02/2012 | | 470,000 | | 504,349 |
7.500%, 04/01/2014 | | 45,000 | | 52,504 |
8.250%, 02/14/2014 | | 215,000 | | 255,280 |
Time Warner, Inc. | | | | |
7.700%, 05/01/2032 | | 295,000 | | 347,490 |
Univision Communications, Inc. | | | | |
12.000%, 07/01/2014 (S) | | 350,000 | | 378,875 |
Univision Communications, Inc., PIK | | | | |
9.750%, 03/15/2015 (S) | | 1,394,562 | | 1,234,187 |
Videotron Ltee | | | | |
6.375%, 12/15/2015 | | 125,000 | | 122,500 |
6.875%, 01/15/2014 | | 15,000 | | 15,056 |
9.125%, 04/15/2018 (S) | | 100,000 | | 108,500 |
Vivendi SA | | | | |
5.750%, 04/04/2013 (S) | | 410,000 | | 443,351 |
WPP PLC | | | | |
6.625%, 05/12/2016 | EUR | 50,000 | | 75,667 |
XM Satellite Radio, Inc. | | | | |
7.000%, 12/01/2014 (S) | $ | 450,000 | | 430,650 |
11.250%, 06/15/2013 (S) | | 175,000 | | 186,375 |
13.000%, 08/01/2013 (S) | | 1,125,000 | | 1,231,875 |
| | | |
|
| | | | 18,891,705 |
Metal Fabricate/Hardware - 0.08% | | | | |
Hawk Corp. | | | | |
8.750%, 11/01/2014 | | 331,000 | | 328,518 |
| | |
The accompanying notes are an integral part of the financial statements. | 229 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
CORPORATE BONDS (continued) | | | | |
Metal Fabricate/Hardware (continued) | | | | |
Severstal Columbus LLC | | | | |
10.250%, 02/15/2018 (S) | $ | 375,000 | $ | 375,938 |
| | | |
|
| | | | 704,456 |
Mining - 0.91% | | | | |
Barrick Australian Finance Ltd. | | | | |
5.950%, 10/15/2039 | | 225,000 | | 220,605 |
Barrick Gold Financeco LLC | | | | |
6.125%, 09/15/2013 | | 565,000 | | 633,083 |
BHP Billiton Finance, Ltd. | | | | |
4.750%, 04/04/2012 | EUR | 50,000 | | 72,029 |
5.400%, 03/29/2017 | $ | 170,000 | | 185,049 |
Cameco Corp. | | | | |
5.670%, 09/02/2019 | CAD | 25,000 | | 25,279 |
Clarendon Alumina Production, Ltd. | | | | |
8.500%, 11/16/2021 | $ | 100,000 | | 81,158 |
Corp Nacional del Cobre de Chile | | | | |
7.500%, 01/15/2019 | | 360,000 | | 425,475 |
Freeport-McMoRan Copper & Gold, Inc. | | | | |
8.375%, 04/01/2017 | | 750,000 | | 813,750 |
Novelis, Inc. | | | | |
7.250%, 02/15/2015 | | 325,000 | | 301,438 |
11.500%, 02/15/2015 | | 525,000 | | 557,813 |
Placer Dome, Inc. | | | | |
6.450%, 10/15/2035 | | 315,000 | | 332,123 |
Rio Tinto Finance USA, Ltd. | | | | |
5.875%, 07/15/2013 | | 455,000 | | 500,390 |
8.950%, 05/01/2014 | | 560,000 | | 679,533 |
Southern Copper Corp. | | | | |
7.500%, 07/27/2035 | | 200,000 | | 206,455 |
Teck Resources, Ltd. | | | | |
9.750%, 05/15/2014 | | 25,000 | | 29,500 |
10.250%, 05/15/2016 | | 525,000 | | 626,063 |
10.750%, 05/15/2019 | | 615,000 | | 756,450 |
Vale Overseas, Ltd. | | | | |
6.250%, 01/23/2017 | | 300,000 | | 317,615 |
6.875%, 11/21/2036 to 11/10/2039 | | 483,000 | | 491,410 |
Vedanta Resources PLC | | | | |
9.500%, 07/18/2018 (S) | | 425,000 | | 448,375 |
| | | |
|
| | | | 7,703,593 |
Miscellaneous Manufacturers - 0.41% | | | | |
3M Company | | | | |
4.650%, 12/15/2012 | | 405,000 | | 441,839 |
5.700%, 03/15/2037 | | 200,000 | | 209,045 |
AGY Holding Corp. | | | | |
11.000%, 11/15/2014 | | 250,000 | | 200,000 |
American Railcar Industries, Inc. | | | | |
7.500%, 03/01/2014 | | 350,000 | | 339,500 |
Bombardier, Inc. | | | | |
6.300%, 05/01/2014 (S) | | 225,000 | | 231,188 |
7.450%, 05/01/2034 (S) | | 300,000 | | 274,500 |
8.000%, 11/15/2014 (S) | | 575,000 | | 598,000 |
Colt Defense LLC | | | | |
8.750%, 11/15/2017 (S) | | 225,000 | | 221,625 |
Danaher Corp. | | | | |
5.400%, 03/01/2019 | | 70,000 | | 75,748 |
Danaher European Finance Company | | | | |
4.500%, 07/22/2013 | EUR | 50,000 | | 70,758 |
Honeywell International, Inc. | | | | |
4.250%, 03/01/2013 | $ | 210,000 | | 223,955 |
Koppers, Inc. | | | | |
7.875%, 12/01/2019 (S) | | 150,000 | | 152,625 |
RBS Global, Inc. | | | | |
9.500%, 08/01/2014 | | 225,000 | | 227,813 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Miscellaneous Manufacturers (continued) | | | | |
Reddy Ice Corp. | | | | |
11.250%, 03/15/2015 (C)(S) | $ | 175,000 | $ | 175,000 |
| | | |
|
| | | | 3,441,596 |
Office & Business Equipment - 0.12% | | | | |
Xerox Corp. | | | | |
5.650%, 05/15/2013 | | 370,000 | | 398,268 |
6.350%, 05/15/2018 | | 350,000 | | 381,607 |
8.250%, 05/15/2014 | | 180,000 | | 212,010 |
| | | |
|
| | | | 991,885 |
Oil & Gas - 3.07% | | | | |
Antero Resources Finance Corp. | | | | |
9.375%, 12/01/2017 (S) | | 650,000 | | 663,000 |
Berry Petroleum Company | | | | |
10.250%, 06/01/2014 | | 300,000 | | 326,250 |
BG Energy Capital PLC | | | | |
5.125%, 12/07/2017 | GBP | 50,000 | | 79,329 |
Bill Barrett Corp. | | | | |
9.875%, 07/15/2016 | $ | 300,000 | | 317,625 |
Canadian Natural Resources, Ltd. | | | | |
4.500%, 01/23/2013 | CAD | 25,000 | | 25,199 |
5.150%, 02/01/2013 | $ | 180,000 | | 193,776 |
6.250%, 03/15/2038 | | 380,000 | | 395,446 |
6.450%, 06/30/2033 | | 75,000 | | 79,787 |
Chesapeake Energy Corp. | | | | |
9.500%, 02/15/2015 | | 100,000 | | 108,750 |
Concho Resources Inc/Midland TX | | | | |
8.625%, 10/01/2017 | | 675,000 | | 692,719 |
Connacher Oil and Gas, Ltd. | | | | |
10.250%, 12/15/2015 (S) | | 800,000 | | 771,000 |
ConocoPhillips | | | | |
6.500%, 02/01/2039 | | 250,000 | | 280,857 |
Continental Resources, Inc. | | | | |
8.250%, 10/01/2019 | | 125,000 | | 127,813 |
Denbury Resources, Inc. | | | | |
8.250%, 02/15/2020 | | 375,000 | | 388,125 |
9.750%, 03/01/2016 | | 325,000 | | 350,188 |
Devon Energy Corp. | | | | |
5.625%, 01/15/2014 | | 105,000 | | 115,777 |
Devon Financing Corp. | | | | |
6.875%, 09/30/2011 | | 335,000 | | 363,563 |
7.875%, 09/30/2031 | | 375,000 | | 466,832 |
Diamond Offshore Drilling, Inc. | | | | |
4.875%, 07/01/2015 | | 240,000 | | 257,352 |
5.150%, 09/01/2014 | | 330,000 | | 357,890 |
5.700%, 10/15/2039 | | 75,000 | | 74,464 |
5.875%, 05/01/2019 | | 80,000 | | 87,300 |
Ecopetrol SA | | | | |
7.625%, 07/23/2019 | | 100,000 | | 110,000 |
EnCana Corp. | | | | |
5.800%, 01/18/2018 (S) | CAD | 30,000 | | 31,471 |
5.900%, 12/01/2017 | $ | 380,000 | | 415,915 |
6.500%, 05/15/2019 to 08/15/2034 | | 410,000 | | 447,013 |
Encore Acquisition Company | | | | |
9.500%, 05/01/2016 | | 150,000 | | 159,750 |
EOG Resources, Inc. | | | | |
5.875%, 09/15/2017 | | 185,000 | | 203,041 |
6.125%, 10/01/2013 | | 215,000 | | 244,107 |
Forest Oil Corp. | | | | |
8.500%, 02/15/2014 | | 100,000 | | 103,250 |
Gaz Capital for Gazprom | | | | |
4.560%, 12/09/2012 | EUR | 150,000 | | 209,603 |
8.625%, 04/28/2034 | $ | 175,000 | | 196,455 |
| | |
The accompanying notes are an integral part of the financial statements. | 230 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
CORPORATE BONDS (continued) | | | | |
Oil & Gas (continued) | | | | |
Gaz Capital SA | | | | |
7.288%, 08/16/2037 | $ | 490,000 | $ | 469,224 |
8.125%, 07/31/2014 (S) | | 100,000 | | 110,100 |
8.146%, 04/11/2018 | | 300,000 | | 324,030 |
Hercules Offshore LLC | | | | |
10.500%, 10/15/2017 (S) | | 275,000 | | 273,625 |
Hess Corp. | | | | |
6.000%, 01/15/2040 | | 130,000 | | 130,154 |
7.875%, 10/01/2029 | | 368,000 | | 446,344 |
8.125%, 02/15/2019 | | 55,000 | | 67,233 |
Hilcorp Energy I LP | | | | |
7.750%, 11/01/2015 (S) | | 450,000 | | 437,625 |
8.000%, 02/15/2020 | | 375,000 | | 360,000 |
KazMunaiGaz Finance Sub BV | | | | |
9.125%, 07/02/2018 | | 400,000 | | 456,500 |
11.750%, 01/23/2015 (S) | | 250,000 | | 307,500 |
Marathon Oil Corp. | | | | |
5.900%, 03/15/2018 | | 100,000 | | 105,667 |
6.000%, 10/01/2017 | | 220,000 | | 234,627 |
6.500%, 02/15/2014 | | 85,000 | | 96,149 |
6.600%, 10/01/2037 | | 80,000 | | 85,079 |
Mariner Energy, Inc. | | | | |
11.750%, 06/30/2016 | | 325,000 | | 362,375 |
Motiva Enterprises LLC | | | | |
6.850%, 01/15/2040 (S) | | 130,000 | | 140,479 |
Nabors Industries, Inc. | | | | |
9.250%, 01/15/2019 | | 190,000 | | 237,472 |
NuStar Logistics LP | | | | |
7.650%, 04/15/2018 | | 180,000 | | 205,427 |
OPTI Canada, Inc. | | | | |
8.250%, 12/15/2014 | | 675,000 | | 600,750 |
Pemex Project Funding Master Trust | | | | |
1.553%, 06/15/2010 (P)(S) | | 150,000 | | 150,000 |
5.750%, 03/01/2018 | | 465,000 | | 470,848 |
6.250%, 08/05/2013 | EUR | 120,000 | | 176,960 |
7.500%, 12/18/2013 | GBP | 50,000 | | 82,911 |
Penn Virginia Corp. | | | | |
10.375%, 06/15/2016 | $ | 175,000 | | 189,000 |
Petro-Canada | | | | |
6.800%, 05/15/2038 | | 125,000 | | 137,414 |
Petrobras International Finance Company | | | | |
5.750%, 01/20/2020 | | 360,000 | | 363,132 |
5.875%, 03/01/2018 | | 260,000 | | 267,202 |
7.875%, 03/15/2019 | | 204,000 | | 234,937 |
PetroHawk Energy Corp. | | | | |
7.875%, 06/01/2015 | | 150,000 | | 150,000 |
9.125%, 07/15/2013 | | 250,000 | | 260,000 |
10.500%, 08/01/2014 | | 425,000 | | 461,125 |
Petroleos De Venezuela SA | | | | |
4.900%, 10/28/2014 | | 812,000 | | 535,920 |
Petroleos de Venezuela SA | | | | |
5.250%, 04/12/2017 | | 1,708,000 | | 1,037,610 |
Petroleos Mexicanos | | | | |
4.875%, 03/15/2015 (S) | | 200,000 | | 203,300 |
8.000%, 05/03/2019 | | 310,000 | | 359,600 |
Petroleum Company of | | | | |
Trinidad & Tobago, Ltd. | | | | |
9.750%, 08/14/2019 (S) | | 200,000 | | 227,000 |
Plains Exploration & Production Company | | | | |
7.000%, 03/15/2017 | | 125,000 | | 122,188 |
Pride International, Inc. | | | | |
8.500%, 06/15/2019 | | 150,000 | | 167,625 |
Quicksilver Resources, Inc. | | | | |
11.750%, 01/01/2016 | | 400,000 | | 454,000 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Oil & Gas (continued) | | | | |
RDS Ultra-Deepwater, Ltd. | | | | |
11.875%, 03/15/2017 (C)(S) | $ | 225,000 | $ | 224,719 |
Rowan Companies, Inc. | | | | |
7.875%, 08/01/2019 | | 230,000 | | 264,402 |
SandRidge Energy, Inc. | | | | |
3.875%, 04/01/2014 (P) | | 500,000 | | 442,527 |
SandRidge Energy, Inc., PIK | | | | |
8.625%, 04/01/2015 | | 1,000,000 | | 980,000 |
SeaRiver Maritime, Inc. | | | | |
0.00%, 09/01/2012 | | 315,000 | | 296,195 |
Shell International Finance BV | | | | |
1.300%, 09/22/2011 | | 415,000 | | 418,349 |
4.300%, 09/22/2019 | | 210,000 | | 208,647 |
Sunoco, Inc. | | | | |
4.875%, 10/15/2014 | | 30,000 | | 30,980 |
5.750%, 01/15/2017 | | 240,000 | | 238,834 |
9.625%, 04/15/2015 | | 280,000 | | 339,637 |
Swift Energy Company | | | | |
8.875%, 01/15/2020 | | 500,000 | | 515,000 |
Transocean, Inc. | | | | |
5.250%, 03/15/2013 | | 100,000 | | 108,012 |
Valero Energy Corp. | | | | |
6.125%, 06/15/2017 | | 510,000 | | 528,976 |
9.375%, 03/15/2019 | | 140,000 | | 168,205 |
Woodside Finance, Ltd. | | | | |
4.500%, 11/10/2014 (S) | | 150,000 | | 155,028 |
XTO Energy, Inc. | | | | |
4.625%, 06/15/2013 | | 450,000 | | 485,267 |
5.650%, 04/01/2016 | | 120,000 | | 134,452 |
YPF SA, MTNC | | | | |
10.000%, 11/02/2028 | | 220,000 | | 222,200 |
| | | |
|
| | | | 25,906,209 |
Oil & Gas Services - 0.34% | | | | |
Aquilex Holdings LLC | | | | |
11.125%, 12/15/2016 (S) | | 250,000 | | 261,250 |
Cie Generale de Geophysique-Veritas | | | | |
7.500%, 05/15/2015 | | 100,000 | | 98,000 |
Compagnie Generale de Geophysique SA | | | | |
7.750%, 05/15/2017 | | 500,000 | | 490,000 |
Complete Production Services, Inc. | | | | |
8.000%, 12/15/2016 | | 1,525,000 | | 1,483,063 |
Smith International, Inc. | | | | |
8.625%, 03/15/2014 | | 325,000 | | 383,922 |
Weatherford International, Ltd. | | | | |
9.625%, 03/01/2019 | | 115,000 | | 146,515 |
| | | |
|
| | | | 2,862,750 |
Packaging & Containers - 0.72% | | | | |
Ardagh Glass Finance PLC | | | | |
7.125%, 06/15/2017 | EUR | 350,000 | | 452,578 |
8.750%, 02/01/2020 | | 200,000 | | 275,053 |
Ball Corp. | | | | |
7.125%, 09/01/2016 | $ | 400,000 | | 415,000 |
7.375%, 09/01/2019 | | 250,000 | | 259,375 |
Berry Plastics Escrow LLC | | | | |
8.250%, 11/15/2015 (S) | | 525,000 | | 518,438 |
Beverage Packaging Holdings | | | | |
Luxembourg II Sa | | | | |
9.500%, 06/15/2017 | EUR | 800,000 | | 1,100,213 |
BWAY Corp. | | | | |
10.000%, 04/15/2014 (S) | $ | 250,000 | | 257,500 |
Clondalkin Acquisition BV | | | | |
2.253%, 12/15/2013 (P)(S) | | 175,000 | | 156,188 |
2.714%, 12/15/2013 (P)(S) | EUR | 90,000 | | 110,294 |
| | |
The accompanying notes are an integral part of the financial statements. | 231 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
CORPORATE BONDS (continued) | | | | |
Packaging & Containers (continued) | | | | |
Graham Packaging Company LP | | | | |
9.875%, 10/15/2014 | $ | 475,000 | $ | 484,500 |
Graphic Packaging International, Inc. | | | | |
9.500%, 08/15/2013 to 06/15/2017 | | 425,000 | | 444,000 |
Plastipak Holdings, Inc. | | | | |
8.500%, 12/15/2015 (S) | | 525,000 | | 525,000 |
10.625%, 08/15/2019 (S) | | 225,000 | | 247,750 |
Rock-Tenn Company | | | | |
9.250%, 03/15/2016 | | 225,000 | | 245,250 |
Smurfit-Stone Container Enterprises, Inc. | | | | |
8.000%, 03/15/2017 (H) | | 575,000 | | 472,938 |
Vitro SA de CV | | | | |
8.625%, 02/01/2012 (H) | | 200,000 | | 90,500 |
| | | |
|
| | | | 6,054,577 |
Pharmaceuticals - 0.31% | | | | |
Amerisourcebergen Corp. | | | | |
4.875%, 11/15/2019 | | 80,000 | | 80,210 |
Eli Lilly & Company | | | | |
5.550%, 03/15/2037 | | 205,000 | | 206,993 |
Express Scripts, Inc. | | | | |
5.250%, 06/15/2012 | | 400,000 | | 428,566 |
Mead Johnson Nutrition Company | | | | |
4.900%, 11/01/2019 (S) | | 225,000 | | 226,537 |
Merck KGAA | | | | |
4.750%, 11/26/2010 | EUR | 50,000 | | 69,732 |
Novasep Holding SAS | | | | |
9.625%, 12/15/2016 | | 60,000 | | 75,572 |
9.750%, 12/15/2016 (S) | $ | 300,000 | | 277,500 |
Teva Pharmaceutical Finance LLC | | | | |
5.550%, 02/01/2016 | | 325,000 | | 354,075 |
Valeant Pharmaceuticals, Sr Note | | | | |
8.375%, 06/15/2016 (S) | | 200,000 | | 207,000 |
Watson Pharmaceuticals, Inc. | | | | |
5.000%, 08/15/2014 | | 260,000 | | 273,310 |
6.125%, 08/15/2019 | | 210,000 | | 223,062 |
Wyeth | | | | |
5.950%, 04/01/2037 | | 205,000 | | 216,408 |
| | | |
|
| | | | 2,638,965 |
Pipelines - 1.01% | | | | |
Boardwalk Pipelines LLC | | | | |
5.500%, 02/01/2017 | | 305,000 | | 316,264 |
Boardwalk Pipelines LP | | | | |
5.750%, 09/15/2019 | | 205,000 | | 214,326 |
Buckeye Partners LP | | | | |
5.500%, 08/15/2019 | | 155,000 | | 157,391 |
6.050%, 01/15/2018 | | 140,000 | | 147,786 |
Colorado Interstate Gas Company | | | | |
5.950%, 03/15/2015 | | 150,000 | | 159,745 |
Crosstex Energy Finance Corp. | | | | |
8.875%, 02/15/2018 (S) | | 400,000 | | 406,000 |
DCP Midstream LLC | | | | |
9.700%, 12/01/2013 (S) | | 140,000 | | 168,448 |
Dynegy Holdings, Inc. | | | | |
7.500%, 06/01/2015 | | 375,000 | | 326,250 |
7.750%, 06/01/2019 | | 650,000 | | 510,250 |
El Paso Corp. | | | | |
8.250%, 02/15/2016 | | 225,000 | | 238,500 |
12.000%, 12/12/2013 | | 500,000 | | 581,250 |
El Paso Natural Gas Company | | | | |
5.950%, 04/15/2017 | | 99,000 | | 104,610 |
Enbridge Energy Partners Lp | | | | |
5.200%, 03/15/2020 | | 70,000 | | 70,855 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Pipelines (continued) | | | | |
Enbridge, Inc. | | | | |
7.200%, 06/18/2032 | CAD | 28,000 | $ | 31,590 |
Enogex LLC | | | | |
6.250%, 03/15/2020 (S) | $ | 175,000 | | 177,035 |
Enterprise Products Operating LLC | | | | |
5.250%, 01/31/2020 | | 140,000 | | 143,362 |
5.900%, 04/15/2013 | | 300,000 | | 329,104 |
7.550%, 04/15/2038 | | 300,000 | | 349,974 |
Enterprise Products Operating LP | | | | |
4.950%, 06/01/2010 | | 110,000 | | 110,918 |
6.300%, 09/15/2017 | | 215,000 | | 238,159 |
Gulfstream Natural Gas System LLC | | | | |
6.950%, 06/01/2016 (S) | | 90,000 | | 102,068 |
Kinder Morgan Finance Company | | | | |
5.700%, 01/05/2016 | | 480,000 | | 466,800 |
Kinder Morgan, Inc. | | | | |
6.500%, 09/01/2012 | | 139,000 | | 145,603 |
Magellan Midstream Partners LP | | | | |
6.550%, 07/15/2019 | | 145,000 | | 160,606 |
Northwest Pipeline Corp. | | | | |
5.950%, 04/15/2017 | | 65,000 | | 70,624 |
Plains All American Pipeline LP | | | | |
4.250%, 09/01/2012 | | 195,000 | | 204,082 |
5.750%, 01/15/2020 | | 385,000 | | 401,457 |
6.500%, 05/01/2018 | | 200,000 | | 219,324 |
Southeast Supply Header LLC | | | | |
4.850%, 08/15/2014 (S) | | 100,000 | | 103,679 |
Southern Natural Gas Company | | | | |
5.900%, 04/01/2017 (S) | | 99,000 | | 104,596 |
Texas Gas Transmission LLC | | | | |
5.500%, 04/01/2013 (S) | | 970,000 | | 1,039,377 |
TransCanada Pipelines, Ltd. | | | | |
7.125%, 01/15/2019 | | 100,000 | | 117,467 |
Williams Companies, Inc. | | | | |
7.750%, 06/15/2031 | | 37,000 | | 42,615 |
Williams Partners LP | | | | |
3.800%, 02/15/2015 (S) | | 145,000 | | 146,479 |
6.300%, 04/15/2040 (S) | | 400,000 | | 399,965 |
| | | |
|
| | | | 8,506,559 |
Real Estate - 0.58% | | | | |
Agile Property Holdings, Ltd. | | | | |
10.000%, 11/14/2016 (S) | | 500,000 | | 513,125 |
AMB Property LP | | | | |
6.625%, 12/01/2019 | | 185,000 | | 189,018 |
Atlantic Finance, Ltd. | | | | |
8.750%, 05/27/2014 (S) | | 250,000 | | 258,010 |
AvalonBay Communities, Inc. | | | | |
4.950%, 03/15/2013 | | 60,000 | | 63,432 |
6.100%, 03/15/2020 | | 240,000 | | 254,695 |
6.125%, 11/01/2012 | | 97,000 | | 105,294 |
Duke Realty LP | | | | |
6.250%, 05/15/2013 | | 230,000 | | 243,923 |
ERP Operating LP | | | | |
5.250%, 09/15/2014 | | 190,000 | | 200,557 |
Federal Realty Investment Trust | | | | |
5.900%, 04/01/2020 | | 55,000 | | 55,270 |
6.000%, 07/15/2012 | | 135,000 | | 144,642 |
Hospitality Properties Trust | | | | |
5.625%, 03/15/2017 | | 225,000 | | 208,148 |
7.875%, 08/15/2014 | | 145,000 | | 155,720 |
Host Marriott LP | | | | |
6.750%, 06/01/2016 | | 525,000 | | 517,125 |
Kimco Realty Corp. | | | | |
4.904%, 02/18/2015 | | 60,000 | | 60,095 |
| | |
The accompanying notes are an integral part of the financial statements. | 232 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Real Estate (continued) | | | | |
Mack-Cali Realty Corp. | | | | |
7.750%, 08/15/2019 | $ | 150,000 | $ | 165,755 |
Mack-Cali Realty LP | | | | |
5.800%, 01/15/2016 | | 75,000 | | 76,753 |
Reckson Operating Partnership | | | | |
6.000%, 03/31/2016 | | 335,000 | | 321,329 |
Regency Centers LP | | | | |
5.875%, 06/15/2017 | | 120,000 | | 119,431 |
Simon Property Group LP | | | | |
4.200%, 02/01/2015 | | 140,000 | | 141,668 |
4.600%, 06/15/2010 | | 120,000 | | 121,175 |
5.300%, 05/30/2013 | | 90,000 | | 95,995 |
6.750%, 05/15/2014 | | 155,000 | | 171,760 |
10.350%, 04/01/2019 | | 35,000 | | 44,712 |
Ventas Realty LP | | | | |
6.500%, 06/01/2016 | | 45,000 | | 44,888 |
WEA Finance LLC | | | | |
6.750%, 09/02/2019 (S) | | 220,000 | | 235,878 |
7.500%, 06/02/2014 (S) | | 175,000 | | 197,649 |
Westfield Capital Corp., Ltd. | | | | |
4.375%, 11/15/2010(S) | | 155,000 | | 159,138 |
WT Finance Australia Property, Ltd. | | | | |
3.625%, 06/27/2012 | EUR | 50,000 | | 68,455 |
| | | |
|
| | | | 4,933,640 |
Real Estate - 0.05% | | | | |
Realogy Corp. | | | | |
12.375%, 04/15/2015 | $ | 650,000 | | 445,250 |
Retail - 1.04% | | | | |
AmeriGas Partners LP | | | | |
7.125%, 05/20/2016 | | 25,000 | | 25,063 |
Arcos Dorados BV | | | | |
7.500%, 10/01/2019 (S) | | 500,000 | | 500,650 |
Burlington Coat Factory Warehouse Corp. | | | | |
11.125%, 04/15/2014 | | 450,000 | | 457,875 |
Couche-Tard US LP | | | | |
7.500%, 12/15/2013 | | 300,000 | | 301,500 |
CVS Caremark Corp. | | | | |
1.755%, 09/10/2010 (P) | | 360,000 | | 362,524 |
Dollar General Corp., PIK | | | | |
11.875%, 07/15/2017 | | 378,000 | | 437,535 |
Federated Retail Holdings, Inc. | | | | |
5.350%, 03/15/2012 | | 280,000 | | 288,400 |
Ferrellgas Partners LP | | | | |
8.750%, 06/15/2012 | | 275,000 | | 275,344 |
Home Depot, Inc. | | | | |
5.200%, 03/01/2011 | | 80,000 | | 83,150 |
HSN, Inc. | | | | |
11.250%, 08/01/2016 | | 125,000 | | 140,313 |
Inergy LP, Gtd Sr Note | | | | |
8.750%, 03/01/2015 | | 250,000 | | 256,875 |
JC Penney Company, Inc. | | | | |
9.000%, 08/01/2012 | | 205,000 | | 229,088 |
Kingfisher PLC | | | | |
5.625%, 12/15/2014 | GBP | 30,000 | | 48,387 |
Limited Brands, Inc. | | | | |
6.900%, 07/15/2017 | $ | 25,000 | | 24,250 |
8.500%, 06/15/2019 | | 200,000 | | 214,250 |
McDonald’s Corp. | | | | |
5.700%, 02/01/2039 | | 125,000 | | 127,859 |
Michaels Stores, Inc. | | | | |
11.375%, 11/01/2016 | | 250,000 | | 251,250 |
Michaels Stores, Inc., 0.00% Steps up to | | | | |
13.00% on 11/01/2011 | | | | |
0.00%, 11/01/2016 | | 625,000 | | 509,375 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Retail (continued) | | | | |
Neiman Marcus Group, Inc. | | | | |
10.375%, 10/15/2015 | $ | 525,000 | $ | 522,375 |
Next PLC | | | | |
5.875%, 10/12/2016 | GBP | 50,000 | | 80,000 |
Nordstrom, Inc. | | | | |
6.750%, 06/01/2014 | $ | 50,000 | | 56,607 |
O’Charleys, Inc. | | | | |
9.000%, 11/01/2013 | | 250,000 | | 248,750 |
OSI Restaurant Partners, Inc. | | | | |
10.000%, 06/15/2015 | | 250,000 | | 236,250 |
PPR | | | | |
8.625%, 04/03/2014 | EUR | 50,000 | | 81,148 |
QVC, Inc., Sr Sec Note | | | | |
7.500%, 10/01/2019 (S) | $ | 325,000 | | 329,063 |
Rite Aid Corp. | | | | |
9.750%, 06/12/2016 | | 125,000 | | 133,438 |
10.250%, 10/15/2019 | | 375,000 | | 396,563 |
10.375%, 07/15/2016 | | 75,000 | | 78,563 |
Sally Holdings LLC | | | | |
9.250%, 11/15/2014 | | 425,000 | | 444,125 |
10.500%, 11/15/2016 | | 75,000 | | 80,813 |
Staples, Inc. | | | | |
9.750%, 01/15/2014 | | 220,000 | | 268,999 |
The Pantry, Inc. | | | | |
7.750%, 02/15/2014 | | 550,000 | | 526,625 |
TJX Companies, Inc., Sr Note | | | | |
6.950%, 04/15/2019 | | 115,000 | | 136,049 |
Toys R Us Property Company LLC | | | | |
8.500%, 12/01/2017 (S) | | 300,000 | | 303,000 |
Wendy’s/Arby’s Restaurants LLC | | | | |
10.000%, 07/15/2016 | | 325,000 | | 348,563 |
| | | |
|
| | | | 8,804,619 |
Savings & Loans - 0.01% | | | | |
Nationwide Building Society | | | | |
3.375%, 08/17/2015 | EUR | 55,000 | | 72,183 |
Semiconductors - 0.08% | | | | |
Advanced Micro Devices, Inc. | | | | |
8.125%, 12/15/2017 (S) | $ | 100,000 | | 101,250 |
STATS ChipPAC, Ltd. | | | | |
6.750%, 11/15/2011 | | 100,000 | | 99,625 |
7.500%, 07/19/2010 | | 500,000 | | 504,375 |
| | | |
|
| | | | 705,250 |
Software - 0.31% | | | | |
Dun & Bradstreet Corp. | | | | |
5.500%, 03/15/2011 | | 120,000 | | 125,401 |
First Data Corp | | | | |
9.875%, 09/24/2015 | | 175,000 | | 149,625 |
First Data Corp. | | | | |
9.875%, 09/24/2015 | | 350,000 | | 302,750 |
11.250%, 03/31/2016 | | 425,000 | | 348,500 |
First Data Corp., PIK | | | | |
10.550%, 09/24/2015 | | 792,309 | | 687,328 |
Open Solutions, Inc. | | | | |
9.750%, 02/01/2015 (S) | | 650,000 | | 546,000 |
Oracle Corp. | | | | |
5.000%, 01/15/2011 | | 355,000 | | 368,534 |
SS&C Technologies, Inc. | | | | |
11.750%, 12/01/2013 | | 100,000 | | 105,000 |
| | | |
|
| | | | 2,633,138 |
Storage/Warehousing - 0.06% | | | | |
Mobile Services Group, Inc. | | | | |
9.750%, 08/01/2014 | | 475,000 | | 486,875 |
| | |
The accompanying notes are an integral part of the financial statements. | 233 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Telecommunications - 4.08% | | | | |
Alcatel-Lucent | | | | |
6.375%, 04/07/2014 | $ | 80,000 | $ | 104,030 |
America Movil SAB de CV | | | | |
5.000%, 10/16/2019 (S) | | 220,000 | | 217,459 |
5.625%, 11/15/2017 | | 110,000 | | 115,465 |
5.750%, 01/15/2015 | | 190,000 | | 207,431 |
6.375%, 03/01/2035 | | 600,000 | | 612,482 |
8.460%, 12/18/2036 | | 1,000,000 | | 66,877 |
American Tower Corp. | | | | |
4.625%, 04/01/2015 | | 195,000 | | 202,041 |
7.250%, 05/15/2019 (S) | | 660,000 | | 742,500 |
Ameritech Capital Funding, Inc. | | | | |
6.550%, 01/15/2028 | | 130,000 | | 130,217 |
AT&T, Inc. | | | | |
4.950%, 01/15/2013 | | 350,000 | | 377,896 |
5.300%, 11/15/2010 | | 125,000 | | 129,143 |
5.800%, 02/15/2019 | | 550,000 | | 588,257 |
5.875%, 04/28/2017 | | 50,000 | | 80,782 |
British Telecommunications PLC | | | | |
5.150%, 01/15/2013 | | 530,000 | | 561,492 |
9.125%, 12/15/2010 | | 265,000 | | 281,562 |
Broadview Networks Holdings, Inc. | | | | |
11.375%, 09/01/2012 | | 425,000 | | 408,000 |
CC Holdings GS V LLC | | | | |
7.750%, 05/01/2017 (S) | | 380,000 | | 411,350 |
Cincinnati Bell, Inc. | | | | |
7.000%, 02/15/2015 | | 450,000 | | 432,000 |
Clearwire Communications LLC | | | | |
12.000%, 12/01/2015 (S) | | 1,300,000 | | 1,270,751 |
Cricket Communications, Inc. | | | | |
7.750%, 05/15/2016 | | 300,000 | | 304,875 |
9.375%, 11/01/2014 | | 300,000 | | 298,500 |
10.000%, 07/15/2015 | | 325,000 | | 329,063 |
Crown Castle International Corp. | | | | |
9.000%, 01/15/2015 | | 250,000 | | 270,000 |
Deutsche Telekom International | | | | |
Finance BV | | | | |
7.125%, 09/26/2012 | | 60,000 | | 101,514 |
8.125%, 05/29/2012 | | 35,000 | | 53,704 |
Deutsche Telekom International | | | | |
Finance BV | | | | |
8.500%, 06/15/2010 | | 330,000 | | 337,264 |
Digicel Group, Ltd. | | | | |
8.250%, 09/01/2017 (S) | | 375,000 | | 356,250 |
8.875%, 01/15/2015 (S) | | 930,000 | | 888,150 |
France Telecom SA | | | | |
7.750%, 03/01/2011 | | 120,000 | | 128,037 |
GCI, Inc. | | | | |
7.250%, 02/15/2014 | | 475,000 | | 472,625 |
GeoEye, Inc. | | | | |
9.625%, 10/01/2015 (S) | | 150,000 | | 152,250 |
Hughes Network Systems LLC | | | | |
9.500%, 04/15/2014 | | 450,000 | | 457,376 |
Intelsat Bermuda, Ltd. | | | | |
11.250%, 02/04/2017 | | 1,525,000 | | 1,545,969 |
Intelsat Corp. | | | | |
9.250%, 06/15/2016 | | 300,000 | | 310,500 |
Intelsat Jackson Holdings SA | | | | |
11.250%, 06/15/2016 | | 325,000 | | 346,938 |
Intelsat Jackson Holdings, Ltd. | | | | |
8.500%, 11/01/2019 (S) | | 225,000 | | 227,813 |
Intelsat Subsidiary Holding Company, Ltd. | | | | |
8.875%, 01/15/2015 (S) | | 300,000 | | 304,500 |
iPCS, Inc., PIK | | | | |
4.249%, 05/01/2014 | | 571,202 | | 491,234 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Telecommunications (continued) | | | | |
KONINKLIJKE KPN NV | | | | |
5.750%, 03/18/2016 | $ | 50,000 | $ | 80,653 |
7.500%, 02/04/2019 | | 50,000 | | 83,496 |
Level 3 Financing, Inc. | | | | |
9.250%, 11/01/2014 | | 475,000 | | 450,063 |
10.000%, 02/01/2018 (S) | | 325,000 | | 298,188 |
MetroPCS Wireless, Inc. | | | | |
9.250%, 11/01/2014 | | 625,000 | | 623,438 |
Millicom International Cellular SA | | | | |
10.000%, 12/01/2013 | | 75,000 | | 77,813 |
New Cingular Wireless Services, Inc. | | | | |
7.875%, 03/01/2011 | | 455,000 | | 486,571 |
Nextel Communications, Inc. | | | | |
6.875%, 10/31/2013 | | 275,000 | | 264,000 |
7.375%, 08/01/2015 | | 400,000 | | 369,000 |
NII Capital Corp. | | | | |
10.000%, 08/15/2016 (S) | | 1,025,000 | | 1,112,125 |
Nordic Telephone Company | | | | |
8.250%, 05/01/2016 | | 100,000 | | 146,377 |
OTE PLC | | | | |
4.625%, 05/20/2016 | | 100,000 | | 137,280 |
Paetec Holding Corp. | | | | |
8.875%, 06/30/2017 | | 350,000 | | 352,625 |
9.500%, 07/15/2015 | | 375,000 | | 364,688 |
Qwest Communications International, | | | | |
Inc., Series B | | | | |
7.500%, 02/15/2014 | | 450,000 | | 454,500 |
Qwest Corp. | | | | |
3.503%, 06/15/2013 (P) | | 500,000 | | 490,000 |
7.500%, 10/01/2014 | | 175,000 | | 186,375 |
8.375%, 05/01/2016 | | 300,000 | | 328,500 |
Rogers Cable, Inc. | | | | |
5.500%, 03/15/2014 | | 160,000 | | 173,674 |
Rogers Communications, Inc. | | | | |
5.800%, 05/26/2016 | | 25,000 | | 25,906 |
6.800%, 08/15/2018 | | 425,000 | | 484,000 |
7.500%, 03/15/2015 | | 140,000 | | 165,615 |
Rogers Wireless, Inc. | | | | |
6.375%, 03/01/2014 | | 400,000 | | 448,334 |
Royal KPN NV | | | | |
4.500%, 03/18/2013 | | 80,000 | | 115,286 |
Sable International Finance, Ltd. | | | | |
7.750%, 02/15/2017 (S) | | 250,000 | | 256,250 |
SBA Telecommunications, Inc. | | | | |
8.000%, 08/15/2016 (S) | | 100,000 | | 104,000 |
8.250%, 08/15/2019 (S) | | 75,000 | | 78,750 |
SBC Communications, Inc. | | | | |
6.450%, 06/15/2034 | | 255,000 | | 260,976 |
Sprint Capital Corp. | | | | |
6.875%, 11/15/2028 | | 575,000 | | 435,563 |
8.750%, 03/15/2032 | | 400,000 | | 353,000 |
Sprint Nextel Corp. | | | | |
0.650%, 06/28/2010 (P) | | 105,000 | | 104,089 |
8.375%, 08/15/2017 | | 1,300,000 | | 1,257,750 |
Telecom Italia Capital SA | | | | |
5.250%, 11/15/2013 | | 785,000 | | 833,058 |
6.175%, 06/18/2014 | | 195,000 | | 212,418 |
6.200%, 07/18/2011 | | 90,000 | | 95,142 |
Telecom Italia Finance SA | | | | |
6.875%, 01/24/2013 | | 90,000 | | 135,703 |
Telecom Italia SpA, EMTN | | | | |
8.250%, 03/21/2016 | | 60,000 | | 98,911 |
Telefonaktiebolaget LM Ericsson | | | | |
5.000%, 06/24/2013 | | 50,000 | | 72,763 |
| | |
The accompanying notes are an integral part of the financial statements. | 234 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
CORPORATE BONDS (continued) | | | | |
Telecommunications (continued) | | | | |
Telefonica Emisiones SAU | | | | |
5.855%, 02/04/2013 | $ | 60,000 | $ | 65,595 |
5.877%, 07/15/2019 | | 300,000 | | 316,641 |
5.984%, 06/20/2011 | | 185,000 | | 195,327 |
6.221%, 07/03/2017 | | 275,000 | | 303,487 |
Telekom Finanzmanagement GmbH | | | | |
6.375%, 01/29/2016 | | 50,000 | | 75,885 |
Telemar Norte Leste SA | | | | |
9.500%, 04/23/2019 (S) | | 300,000 | | 353,125 |
Telesat Canada | | | | |
11.000%, 11/01/2015 | | 500,000 | | 545,000 |
12.500%, 11/01/2017 | | 300,000 | | 336,000 |
Telus Corp. | | | | |
4.950%, 03/15/2017 | | 25,000 | | 24,631 |
TPSA Eurofinance France SA | | | | |
6.000%, 05/22/2014 | | 50,000 | | 74,770 |
Verizon Communications, Inc. | | | | |
6.900%, 04/15/2038 | | 70,000 | | 77,784 |
Verizon Global Funding Corp. | | | | |
7.750%, 12/01/2030 | | 285,000 | | 339,507 |
Verizon Virginia, Inc., Series A | | | | |
4.625%, 03/15/2013 | | 1,040,000 | | 1,098,824 |
Verizon Wireless Capital LLC | | | | |
3.750%, 05/20/2011 | | 200,000 | | 206,578 |
7.375%, 11/15/2013 | | 315,000 | | 365,649 |
8.500%, 11/15/2018 | | 545,000 | | 686,402 |
Viasat, Inc. | | | | |
8.875%, 09/15/2016 (S) | | 150,000 | | 152,625 |
VIP Finance Ireland, Ltd. | | | | |
9.125%, 04/30/2018 | | 200,000 | | 217,800 |
Vodafone Group PLC | | | | |
4.750%, 06/14/2016 | | 50,000 | | 72,655 |
5.625%, 02/27/2017 | | 205,000 | | 220,046 |
West Corp. | | | | |
9.500%, 10/15/2014 | | 425,000 | | 421,813 |
Wind Acquisition Finance SA | | | | |
11.750%, 07/15/2017 (S) | | 765,000 | | 843,703 |
12.000%, 12/01/2015 (S) | | 750,000 | | 802,500 |
Windstream Corp. | | | | |
8.625%, 08/01/2016 | | 325,000 | | 330,688 |
| | | |
|
| | | | 34,460,212 |
Textiles - 0.03% | | | | |
INVISTA | | | | |
9.250%, 05/01/2012 (S) | | 275,000 | | 277,063 |
Tobacco - 0.18% | | | | |
Alliance One International, Inc. | | | | |
10.000%, 07/15/2016 (S) | | 350,000 | | 364,000 |
Altria Group, Inc. | | | | |
9.250%, 08/06/2019 | | 450,000 | | 557,395 |
Reynolds American, Inc. | | | | |
7.250%, 06/01/2013 | | 535,000 | | 593,830 |
| | | |
|
| | | | 1,515,225 |
Transportation - 0.18% | | | | |
Bristow Group, Inc. | | | | |
7.500%, 09/15/2017 | | 400,000 | | 393,000 |
Canadian Pacific Railway Company | | | | |
7.250%, 05/15/2019 | | 260,000 | | 299,727 |
CSX Corp. | | | | |
5.750%, 03/15/2013 | | 200,000 | | 217,993 |
DP World Sukuk, Ltd. | | | | |
6.250%, 07/02/2017 | | 300,000 | | 253,500 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Transportation (continued) | | | | |
Kansas City Southern de Mexico SA | | | | |
de CV | | | | |
8.000%, 02/01/2018 (S) | $ | 225,000 | $ | 222,188 |
Kansas City Southern Railway Company | | | | |
13.000%, 12/15/2013 | | 125,000 | | 144,531 |
| | | |
|
| | | | 1,530,939 |
Water - 0.15% | | | | |
Severn Trent Utilities Finance | | | | |
PLC, EMTN | | | | |
5.250%, 03/11/2016 | | 65,000 | | 96,142 |
Suez Environnement SA | | | | |
6.250%, 04/08/2019 | | 100,000 | | 158,425 |
Veolia Environnement | | | | |
4.875%, 05/28/2013 | | 85,000 | | 123,910 |
5.250%, 06/03/2013 | | 360,000 | | 386,662 |
5.875%, 02/01/2012 | | 30,000 | | 43,764 |
6.000%, 06/01/2018 | | 430,000 | | 462,331 |
| | | |
|
| | | | 1,271,234 |
|
TOTAL CORPORATE BONDS (Cost $313,903,021) | | $ | 329,449,344 |
|
|
MUNICIPAL BONDS - 0.26% | | | | |
California - 0.05% | | | | |
Bay Area Toll Authority | | | | |
6.263%, 04/01/2049 | | 200,000 | | 202,190 |
Los Angeles Department of Airports | | | | |
6.582%, 05/15/2039 | | 135,000 | | 135,020 |
San Diego County Water Authority | | | | |
6.138%, 05/01/2049 | | 100,000 | | 103,946 |
| | | |
|
| | | | 441,156 |
Connecticut - 0.01% | | | | |
Connecticut State Development Authority | | | | |
5.250%, 05/01/2031 | | 95,000 | | 95,433 |
District of Columbia - 0.01% | | | | |
District of Columbia | | | | |
5.591%, 12/01/2034 | | 40,000 | | 40,703 |
Illinois - 0.05% | | | | |
Chicago Illinois Transit Authority | | | | |
6.899%, 12/01/2040 | | 245,000 | | 263,860 |
Chicago Metropolitan Water | | | | |
Reclamation District | | | | |
5.720%, 12/01/2038 | | 165,000 | | 169,564 |
| | | |
|
| | | | 433,424 |
Kansas - 0.01% | | | | |
Kansas Development Finance Authority | | | | |
5.501%, 05/01/2034 | | 120,000 | | 119,863 |
Maryland - 0.02% | | | | |
Maryland State Transportation Authority | | | | |
5.888%, 07/01/2043 | | 125,000 | | 129,241 |
New York - 0.03% | | | | |
Metropolitan Transportation Authority | | | | |
7.336%, 11/15/2039 | | 55,000 | | 63,983 |
New York City Housing | | | | |
Development Corp. | | | | |
6.420%, 11/01/2027 | | 115,000 | | 114,986 |
New York City Municipal Water | | | | |
Finance Authority | | | | |
5.952%, 06/15/2042 | | 95,000 | | 95,699 |
| | | |
|
| | | | 274,668 |
| | |
The accompanying notes are an integral part of the financial statements. | 235 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
MUNICIPAL BONDS (continued) | | | | |
Oregon - 0.01% | | | | |
State of Oregon | | | | |
5.892%, 06/01/2027 | $ | 60,000 | $ | 62,532 |
Pennsylvania - 0.03% | | | | |
Commonwealth of Pennsylvania | | | | |
5.000%, 01/01/2018 | | 240,000 | | 267,958 |
Utah - 0.01% | | | | |
Utah Transit Authority | | | | |
5.937%, 06/15/2039 | | 105,000 | | 111,020 |
West Virginia - 0.03% | | | | |
Tobacco Settlement Finance Authority of | | | | |
West Virginia | | | | |
7.467%, 06/01/2047 | | 315,000 | | 259,062 |
|
TOTAL MUNICIPAL BONDS (Cost $2,242,025) | | $ | 2,235,060 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 2.09% | | | | |
American Tower Trust, | | | | |
Series 2007-1A, Class D | | | | |
5.957%, 04/15/2037 (S) | | 350,000 | | 367,500 |
Banc of America Commercial | | | | |
Mortgage, Inc. | | | | |
Series 2003-1, Class A1, | | | | |
3.878%, 09/11/2036 | | 104,141 | | 105,893 |
Series 2005-3, Class A2, | | | | |
4.501%, 07/10/2043 | | 541,740 | | 542,419 |
Series 2003-1, Class A2, | | | | |
4.648%, 09/11/2036 | | 796,000 | | 825,965 |
Banc of America Mortgage Securities | | | | |
Series 2004-H, Class 2A2, | | | | |
3.760%, 09/25/2034 (P) | | 132,609 | | 128,762 |
Series 2004-D, Class 2A2, | | | | |
3.863%, 05/25/2034 (P) | | 58,591 | | 53,921 |
Series 2004-A, Class 2A2, | | | | |
4.478%, 02/25/2034 (P) | | 104,183 | | 89,510 |
Series 2004-I, Class 3A2, | | | | |
4.869%, 10/25/2034 (P) | | 54,710 | | 53,681 |
Series 2005-J, Class 2A1, | | | | |
5.081%, 11/25/2035 (P) | | 323,639 | | 259,205 |
Series 2005-J, Class 3A1, | | | | |
5.241%, 11/25/2035 (P) | | 159,007 | | 122,654 |
Bear Stearns Commercial Mortgage | | | | |
Securities, Inc. | | | | |
Series 2005-PWR9, Class AAB, | | | | |
4.804%, 09/11/2042 | | 422,000 | | 437,228 |
Series 2002-TOP8, Class A2, | | | | |
4.830%, 08/15/2038 | | 320,000 | | 333,506 |
Series 2005-PWR9, Class A4A, | | | | |
4.871%, 09/11/2042 | | 1,170,000 | | 1,183,877 |
5.540%, 09/11/2041 | | 628,000 | | 646,278 |
Series 2007-PW17, Class A4, | | | | |
5.694%, 06/11/2050 (P) | | 50,000 | | 48,017 |
Bear Stearns Commercial Mortgage | | | | |
Securities, Inc. | | | | |
Series 2005-PWR9, Class A1, | | | | |
4.498%, 09/11/2042 | | 22,063 | | 22,148 |
Series 2005-PW10, Class A1, | | | | |
5.085%, 12/11/2040 | | 231,898 | | 234,186 |
Series 2007-PW17, Class A1, | | | | |
5.282%, 06/11/2050 | | 383,607 | | 392,020 |
Series 2007-PW15, Class AAB, | | | | |
5.315%, 02/11/2044 | | 500,000 | | 506,170 |
Series 2006-PWR12, Class A1, | | | | |
5.546%, 09/11/2038 (P) | | 80,500 | | 81,966 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Bear Stearns Commercial Mortgage Securities, | | | |
Inc. (continued) | | | | |
Series 1998-C1, Class A2, | | | | |
6.440%, 06/16/2030 | $ | 802 | $ | 802 |
Chase Funding Mortgage Loan Asset- | | | | |
Backed Certificates | | | | |
Series 2002-4, Class 2A1, | | | | |
0.968%, 10/25/2032 (P) | | 9,005 | | 6,467 |
Series 2003-3, Class 1A6, | | | | |
3.717%, 10/25/2014 | | 157,390 | | 150,532 |
Citigroup/Deutsche Bank Commercial | | | | |
Mortgage Trust, | | | | |
Series 2006-CD3, Class AAB | | | | |
5.608%, 10/15/2048 | | 250,000 | | 261,400 |
Citigroup/Deutsche Bank Commercial | | | | |
Mortgage Trust | | | | |
Series 2005-CD1, Class A1, | | | | |
5.047%, 07/15/2044 | | 84,200 | | 84,193 |
Series 2007-CD4, Class ASB, | | | | |
5.278%, 12/11/2049 | | 45,000 | | 45,327 |
Series 2006-CD3, Class A5, | | | | |
5.617%, 10/15/2048 | | 170,000 | | 173,382 |
Commercial Mortgage Loan Trust, | | | | |
Series 2008-LS1, Class A3 | | | | |
6.019%, 12/10/2049 (P) | | 1,225,000 | | 1,276,101 |
Commercial Mortgage Pass Through | | | | |
Certificates, Series 2007-C9, Class A4 | | | | |
5.816%, 12/10/2049 (P) | | 230,000 | | 223,302 |
Credit Suisse Mortgage Capital | | | | |
Certificates, Series 2007-C4, Class A1 | | | | |
5.540%, 09/15/2039 (P) | | 63,586 | | 65,064 |
Credit Suisse Mortgage Capital | | | | |
Certificates, Series 2006-C4, Class A1 | | | | |
4.771%, 09/15/2039 | | 117,951 | | 119,609 |
CS First Boston Mortgage Securities | | | | |
Corp., Series 2005-C2, Class A4 | | | | |
4.832%, 04/15/2037 | | 575,000 | | 577,738 |
GE Capital Commercial Mortgage Corp. | | | | |
Series 2005-C4, Class A1, | | | | |
5.082%, 11/10/2045 | | 140,839 | | 142,216 |
Series 2001-1, Class A2, | | | | |
6.531%, 05/15/2033 | | 440,000 | | 456,866 |
GMAC Commercial Mortgage Securities, | | | | |
Inc., Series 2001-C2, Class A2 | | | | |
6.700%, 04/15/2034 | | 47,349 | | 49,425 |
Greenwich Capital Commercial | | | | |
Funding Corp. | | | | |
Series 2005-GG3, Class A2, | | | | |
4.305%, 08/10/2042 | | 151,916 | | 154,661 |
Series 2004-GG1, Class A3, | | | | |
4.344%, 06/10/2036 | | 10,077 | | 10,095 |
Series 2005-GG3, Class A3, | | | | |
4.569%, 08/10/2042 | | 250,000 | | 247,244 |
Series 2005-GG3, Class AAB, | | | | |
4.619%, 08/10/2042 | | 141,157 | | 144,764 |
Series 2007-GG9, Class A1, | | | | |
5.233%, 03/10/2039 | | 70,017 | | 70,486 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp., | | | | |
Series 2001-CIBC, Class A3 | | | | |
6.260%, 03/15/2033 | | 245,184 | | 251,722 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp. | | | | |
Series 2005-LDP4, Class ASB, | | | | |
4.824%, 10/15/2042 (P) | | 561,000 | | 581,245 |
| | |
The accompanying notes are an integral part of the financial statements. | 236 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp. (continued) | | | | |
Series 2006-LDP9, Class A1, | | | | |
5.170%, 05/15/2047 | $ | 149,144 | $ | 152,730 |
Series 2006-CB17, Class A1, | | | | |
5.279%, 12/12/2043 | | 140,710 | | 144,872 |
Series 2006-LDP9, Class A3, | | | | |
5.336%, 05/15/2047 | | 470,000 | | 436,064 |
Series 2007-LD11, Class A4, | | | | |
5.818%, 06/15/2049 (P) | | 400,000 | | 366,438 |
Series 2001-CIB2, Class A2, | | | | |
6.244%, 04/15/2035 | | 120,118 | | 120,903 |
LB-UBS Commercial Mortgage Trust | | | | |
4.830%, 11/15/2027 | | 490,000 | | 501,292 |
Series 2006-C7, Class A3, | | | | |
5.347%, 11/15/2038 | | 311,000 | | 310,190 |
LB-UBS Commercial Mortgage Trust | | | | |
Series 2003-C7, Class A3, | | | | |
4.559%, 09/15/2027 (P) | | 475,000 | | 482,584 |
Series 2005-C1, Class A4, | | | | |
4.742%, 02/15/2030 | | 133,000 | | 135,231 |
Series 2006-C1, Class A1, | | | | |
5.018%, 02/15/2031 | | 115,221 | | 116,183 |
Series 2007-C2, Class A3, | | | | |
5.430%, 02/15/2040 | | 50,000 | | 46,598 |
Morgan Stanley Capital I | | | | |
4.070%, 05/15/2040 | | 420,000 | | 427,893 |
Series 2007-T27, Class A1, | | | | |
5.606%, 06/11/2042 | | 357,776 | | 372,953 |
Series 2007-IQ14, Class A4, | | | | |
5.692%, 04/15/2049 (P) | | 45,000 | | 39,743 |
Series 2006-T23, Class A4, | | | | |
5.810%, 08/12/2041 (P) | | 485,000 | | 511,806 |
Morgan Stanley Dean Witter Capital I | | | | |
Series 2002-TOP7, Class A1, | | | | |
5.380%, 01/15/2039 | | 4,832 | | 4,867 |
Series 2002-TOP7, Class A2, | | | | |
5.980%, 01/15/2039 | | 366,000 | | 388,874 |
Morgan Stanley Capital I, | | | | |
Series 2006-T23, Class A1 | | | | |
5.682%, 08/12/2041 | | 110,851 | | 114,161 |
Residential Asset Mortgage Products, | | | | |
Series 2003-RZ2, Series 2003-RZ2 | | | | |
3.600%, 04/25/2033 | | 20,523 | | 15,672 |
Vendee Mortgage Trust, | | | | |
Series 1996-3, Class 4 | | | | |
9.598%, 03/15/2025 | | 8,747 | | 9,440 |
Wachovia Bank Commercial Mortgage | | | | |
Trust, Series 2006-C28, Class A4 | | | | |
5.572%, 10/15/2048 | | 180,000 | | 170,388 |
Wells Fargo Mortgage Backed | | | | |
Securities Trust | | | | |
Series 2005-AR2, Class 2A2, | | | | |
3.741%, 03/25/2035 (P) | | 256,187 | | 232,587 |
Series 2003-O, Class 5A1, | | | | |
4.803%, 01/25/2034 (P) | | 308,331 | | 301,629 |
Series 2005-AR2, Class 3A1, | | | | |
4.913%, 03/25/2035 (P) | | 149,074 | | 138,813 |
Series 2006-AR16, Class A1, | | | | |
5.668%, 10/25/2036 (P) | | 703,102 | | 565,090 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $17,177,674) | | | $ | 17,634,548 |
|
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
ASSET BACKED SECURITIES - 2.27% | | | | |
American Express Credit Account | | | | |
Master Trust | | | | |
Series 2007-4, Class A, | | | | |
0.221%, 12/17/2012 (P) | $ | 125,000 | $ | 124,961 |
Series 2005-5, Class A, | | | | |
0.271%, 02/15/2013 (P) | | 605,000 | | 604,744 |
Series 2006-B, Class A, | | | | |
0.271%, 08/15/2013 (P)(S) | | 170,000 | | 169,807 |
American Express Credit Account Master | | | | |
Trustamxca 2006-2 B | | | | |
5.550%, 01/15/2014 | | 175,000 | | 183,004 |
Americredit Automobile Receivables | | | | |
Trust, Series 2010-1, Class C | | | | |
5.190%, 08/17/2015 | | 135,000 | | 136,049 |
AmeriCredit Automobile Receivables | | | | |
Trust, Series 2006-RM, Class A3 | | | | |
5.530%, 01/06/2014 | | 1,525,000 | | 1,579,999 |
Bank Of America Auto Trust, | | | | |
Series 2010-1a, Class A2 | | | | |
0.750%, 06/15/2012 (S) | | 170,000 | | 169,915 |
Bank of America Credit Card Trust, | | | | |
Series 2007-A8, Class A8 | | | | |
5.590%, 11/17/2014 | | 290,000 | | 314,662 |
BankBoston Home Equity Loan Trust, | | | | |
Series 1998-2, Class A6 | | | | |
6.640%, 12/25/2028 (P) | | 39,156 | | 32,410 |
Bay View Auto Trust, | | | | |
Series 2005-3, Class A4 | | | | |
5.010%, 06/25/2014 | | 33,094 | | 33,302 |
BMW Vehicle Lease Trust, | | | | |
Series 2009-1, Class A3 | | | | |
2.910%, 03/15/2012 | | 270,000 | | 275,718 |
Cabela’s Master Credit Card Trust | | | | |
0.281%, 10/15/2014 (P)(S) | | 500,000 | | 491,643 |
Series 2005-1A, Class A1, | | | | |
4.970%, 10/15/2013 (S) | | 140,000 | | 143,371 |
Capital Auto Receivables Asset Trust, | | | | |
Series 2007-SN2 ,Class A4 | | | | |
1.261%, 05/16/2011 (P)(S) | | 465,000 | | 465,985 |
Capital One Multi-Asset Execution Trust | | | | |
Series 2007-C3, Class C3, | | | | |
0.521%, 04/15/2013 (P) | | 125,000 | | 124,652 |
Series 2003-C4, Class C4, | | | | |
6.000%, 08/15/2013 | | 325,000 | | 332,674 |
CenterPoint Energy Transition | | | | |
Bond Co. LLC | | | | |
4.970%, 08/01/2014 | | 120,757 | | 127,597 |
Chase Funding Mortgage Loan Asset- | | | | |
Backed Certificates, | | | | |
Series 2002-2, Class 1M1 | | | | |
5.599%, 09/25/2031 | | 19,877 | | 8,489 |
Citibank Credit Card Issuance Trust, | | | | |
Series 2007-A5, Class A5 | | | | |
5.500%, 06/22/2012 | | 1,075,000 | | 1,087,623 |
CNH Equipment Trust | | | | |
Series 2009-B, Class A3, | | | | |
2.970%, 03/15/2013 | | 247,015 | | 250,806 |
Series 2007-A, Class B, | | | | |
5.090%, 06/16/2014 | | 295,000 | | 300,681 |
Continental Airlines, Inc. | | | | |
7.250%, 11/10/2019 | | 250,000 | | 260,000 |
Daimler Chrysler Auto Trust, | | | | |
Series 2008-A, Class A3A | | | | |
3.700%, 06/08/2012 | | 208,331 | | 211,631 |
| | |
The accompanying notes are an integral part of the financial statements. | 237 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
ASSET BACKED SECURITIES (continued) | | | |
Detroit Edison Securitization Funding | | | | |
LLC, Series 2001-1, Class A5 | | | | |
6.420%, 03/01/2015 | $ | 450,000 | $ | 500,888 |
Discover Card Master Trust, | | | | |
Series 2009-A2, Class A | | | | |
1.531%, 02/17/2015 (P) | | 870,000 | | 884,197 |
Discover Card Master Trust I, | | | | |
Series 2005-4, Class A2 | | | | |
0.321%, 06/16/2015 (P) | | 200,000 | | 196,680 |
Ford Credit Auto Owner Trust | | | | |
2.980%, 08/15/2014 | | 250,000 | | 257,863 |
Ford Credit Auto Owner Trust, | | | | |
Series 2009-e, Class A3 | | | | |
1.510%, 01/15/2014 | | 115,000 | | 115,463 |
Ford Credit Auto Owner Trust, | | | | |
Series 2009-e, Class A4 | | | | |
2.420%, 11/15/2014 | | 101,000 | | 101,316 |
GE Capital Credit Card Master Note Tr., | | | | |
Ser 2009-1, Class A | | | | |
2.331%, 04/15/2015 (P) | | 200,000 | | 204,269 |
GE Capital Credit Card Master | | | | |
Note Trust, Series 2009-2, Class A | | | | |
3.690%, 07/15/2015 | | 1,025,000 | | 1,064,842 |
GE Equipment Midticket LLC | | | | |
2.340%, 06/17/2013 | | 335,000 | | 340,441 |
Honda Auto Receivables Owner Trust, | | | | |
Series 2009-2, Class A4 | | | | |
4.430%, 07/15/2015 | | 190,000 | | 201,649 |
Honda Auto Receivables Owner Trust, | | | | |
Series 2007-1, Class A3 | | | | |
5.100%, 03/18/2011 | | 30,849 | | 30,987 |
Household Automotive Trust, | | | | |
Series 2006-2, Class A4 | | | | |
5.670%, 06/17/2013 | | 220,000 | | 225,842 |
Hyundai Auto Receivables Trust | | | | |
3.150%, 03/15/2016 | | 295,000 | | 305,614 |
Series 2006-A, Class A4, | | | | |
5.260%, 11/15/2012 | | 76,111 | | 76,307 |
John Deere Owner Trust | | | | |
1.570%, 10/15/2013 | | 150,000 | | 151,098 |
Series 2009-A, Class A3, | | | | |
2.590%, 10/15/2013 | | 125,000 | | 127,242 |
John Deere Owner Trust, | | | | |
Series 2006-A, Class A4 | | | | |
5.390%, 06/17/2013 | | 84,777 | | 84,993 |
JPMorgan Auto Receivables Trust, | | | | |
Series 2007-A, Class A4 | | | | |
5.190%, 02/15/2014 (S) | | 221,178 | | 225,251 |
JPMorgan Mortgage Acquisition Corp., | | | | |
Series 2007-CH1, Class AV2 | | | | |
0.288%, 10/25/2036 (P) | | 59,755 | | 56,792 |
LB-UBS Commercial Mortgage Trust, | | | | |
Series 2004-C2, Class A2 | | | | |
3.246%, 03/15/2029 | | 208,179 | | 208,723 |
Marriott Vacation Club Owner Trust | | | | |
Series 2006-2A, Class A, | | | | |
5.362%, 10/20/2028 (S) | | 117,891 | | 120,062 |
Series 2006-1A, Class A, | | | | |
5.737%, 04/20/2028 (S) | | 344,461 | | 353,211 |
Series 2006-1A, Class B, | | | | |
5.827%, 04/20/2028 (S) | | 14,964 | | 13,193 |
MBNA Credit Card Master Note Trust, | | | | |
Series 2006-C3, Class C3 | | | | |
0.521%, 10/15/2013 (P) | | 415,000 | | 405,933 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
ASSET BACKED SECURITIES (continued) | | | |
MMAF Equipment Finance LLC, | | | | |
Series 2009-AA, Class A3 | | | | |
2.370%, 11/15/2013 (S) | $ | 110,000 | $ | 110,389 |
N/ACFAIT 2009-1 A3 | | | | |
2.590%, 10/15/2013 (S) | | 326,000 | | 330,620 |
Nissan Auto Lease Trust, | | | | |
Series 2009-A, Class A3 | | | | |
2.920%, 12/15/2011 | | 160,000 | | 163,442 |
Nissan Auto Receivables Owner Trust, | | | | |
Series 2008-A, Class A3 | | | | |
3.890%, 08/15/2011 | | 84,600 | | 85,439 |
Nordstrom Private Label Credit Card | | | | |
Master Note Trust, | | | | |
Series 2007-1A, Class A | | | | |
4.920%, 05/15/2013 (S) | | 350,000 | | 351,622 |
Peco Energy Transition Trust, | | | | |
Series 2001-A, Class A1 | | | | |
6.520%, 12/31/2010 | | 447,000 | | 454,306 |
PF Export Receivables Master Trust | | | | |
6.436%, 06/01/2015 (S) | | 44,383 | | 46,749 |
PSE&G Transition Funding LLC, | | | | |
Series 2001-1, Class A6 | | | | |
6.610%, 06/15/2015 | | 281,000 | | 314,290 |
SLM Student Loan Trust, | | | | |
Series 2008-4, Class A2 | | | | |
1.299%, 07/25/2016 (P) | | 675,000 | | 690,458 |
TLF Fund Term Asset Backed | | | | |
Management Fees Company | | | | |
11.070%, | | 143,691 | | 1,590,665 |
USAA Auto Owner Trust | | | | |
Series 2008-1, Class A3, | | | | |
4.160%, 04/16/2012 | | 197,813 | | 200,654 |
Series 2007-2, Class A3, | | | | |
4.900%, 02/15/2012 | | 219,635 | | 222,097 |
USAA Auto Owner Trust, | | | | |
Series 2010-1, Class A4 | | | | |
2.140%, 09/15/2015 | | 260,000 | | 261,078 |
Volkswagen Auto Lease Trust, | | | | |
Series 2009-A, Class A3 | | | | |
3.410%, 04/16/2012 | | 400,000 | | 411,496 |
Volkswagen Auto Loan Enhanced Trust, | | | | |
Series 2010-1, Class A2 | | | | |
0.660%, 05/21/2012 | | 110,000 | | 110,081 |
Wachovia Auto Owner Trust, | | | | |
Series 2006-A, Class A4 | | | | |
5.380%, 03/20/2013 | | 104,680 | | 106,594 |
|
TOTAL ASSET BACKED SECURITIES (Cost $18,767,452) | $ | 19,132,559 |
|
|
CONVERTIBLE PREFERRED STOCKS - 0.02% | | | |
Energy - 0.02% | | | | |
Enterprise Products Operating LLC | | | | |
9.750%, 01/31/2014 | | 130,000 | | 158,434 |
|
TOTAL CONVERTIBLE PREFERRED | | | | |
STOCKS (Cost $130,000) | | | $ | 158,434 |
|
|
CONVERTIBLE BONDS - 0.62% | | | | |
Auto Manufacturers - 0.02% | | | | |
Ford Motor Company | | | | |
4.250%, 12/15/2036 | | 144,000 | | 203,220 |
Auto Parts & Equipment - 0.06% | | | | |
TRW Automotive, Inc. | | | | |
3.500%, 12/01/2015 (S) | | 450,000 | | 515,250 |
| | |
The accompanying notes are an integral part of the financial statements. | 238 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CONVERTIBLE BONDS (continued) | | | | |
Coal - 0.05% | | | | |
Massey Energy Company | | | | |
3.250%, 08/01/2015 | $ | 231,000 | $ | 207,900 |
Peabody Energy Corp. | | | | |
4.750%, 12/15/2041 | | 200,000 | | 205,000 |
| | | |
|
| | | | 412,900 |
Diversified Financial Services - 0.05% | | | | |
E*Trade Financial Corp. | | | | |
7.875%, 08/31/2019 | | 261,000 | | 396,720 |
Food - 0.05% | | | | |
Great Atlantic & Pacific Tea Co. | | | | |
6.750%, 12/15/2012 | | 500,000 | | 434,375 |
Holding Companies - 0.06% | | | | |
Icahn Enterprises LP | | | | |
4.000%, 08/15/2013 (P)(S) | | 549,000 | | 482,406 |
Oil & Gas - 0.02% | | | | |
Penn Virginia Corp. | | | | |
4.500%, 11/15/2012 | | 219,000 | | 205,313 |
Real Estate - 0.07% | | | | |
General Growth Properties LP | | | | |
3.980%, 04/15/2027 (H)(S) | | 338,000 | | 346,873 |
SL Green Realty Corp. | | | | |
3.000%, 03/30/2027 (S) | | 300,000 | | 277,500 |
| | | |
|
| | | | 624,373 |
Semiconductors - 0.11% | | | | |
Advanced Micro Devices, Inc. | | | | |
6.000%, 05/01/2015 | | 975,000 | | 900,656 |
Telecommunications - 0.13% | | | | |
Leap Wireless International, Inc. | | | | |
4.500%, 07/15/2014 | | 700,000 | | 603,750 |
Lucent Technologies, Inc. | | | | |
2.875%, 06/15/2025 | | 225,000 | | 189,563 |
SBA Communications Corp. | | | | |
4.000%, 10/01/2014 (S) | | 208,000 | | 277,420 |
| | | |
|
| | | | 1,070,733 |
|
TOTAL CONVERTIBLE BONDS (Cost $4,303,163) | | $ | 5,245,946 |
|
|
SUPRANATIONAL OBLIGATIONS - 0.35% | | | |
Supranational - 0.35% | | | | |
Central American Bank for | | | | |
Economic Integration | | | | |
5.375%, 09/24/2014 (S) | | 200,000 | | 207,501 |
European Investment Bank | | | | |
4.750%, 10/15/2017 | | 535,000 | | 806,872 |
European Investment Bank | | | | |
6.500%, 08/07/2019 | | 598,000 | | 534,324 |
European Investment Bank | | | | |
8.750%, 08/25/2017 | | 320,000 | | 639,312 |
Inter-American Development Bank | | | | |
4.400%, 01/26/2026 | | 410,000 | | 367,270 |
Societe Financement de | | | | |
l’Economie Francaise | | | | |
3.250%, 01/16/2014 | | 278,000 | | 392,963 |
| | | |
|
| | | | 2,948,242 |
|
TOTAL SUPRANATIONAL OBLIGATIONS (Cost $3,019,764) | $ | 2,948,242 |
|
|
TERM LOANS - 2.23% | | | | |
Automobiles & Components - 0.30% | | | | |
Dana Holding Corp. | | | | |
4.820%, 01/30/2015 (P) | | 737,601 | | 718,423 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
TERM LOANS (continued) | | | | |
Automobiles & Components (continued) | | | | |
Ford Motor Company | | | | |
3.260%, 12/16/2013 (P) | $ | 1,469,719 | $ | 1,372,963 |
Goodyear Tire & Rubber Company | | | | |
2.340%, 04/30/2014 (P) | | 250,000 | | 231,979 |
Lear Corp. | | | | |
7.500%, 10/08/2014 (P) | | 234,375 | | 234,861 |
| | | |
|
| | | | 2,558,226 |
Consumer Services - 0.28% | | | | |
Calpine Corp. | | | | |
3.140%, 03/29/2014 (P) | | 245,453 | | 230,357 |
CDW Corp. | | | | |
4.230%, 10/12/2014 (P) | | 400,000 | | 341,643 |
Cedar Fair LP | | | | |
0.00%, 04/01/2016 (P)(T) | | 450,000 | | 445,922 |
DAE Aviation Holdings, Inc. | | | | |
4.000%, 07/31/2014 (P) | | 249,684 | | 231,374 |
OSI Restaurant Partners, Inc. | | | | |
2.560%, 06/14/2013 (P) | | 496,761 | | 439,634 |
Sabre Holdings Corp. | | | | |
2.490%, 09/30/2014 (P) | | 750,000 | | 656,750 |
| | | |
|
| | | | 2,345,680 |
Diversified Financials - 0.40% | | | | |
Booz Allen Hamilton, Inc. | | | | |
6.000%, 07/31/2015 (P) | | 500,000 | | 501,563 |
CCM Merger, Inc. | | | | |
8.500%, 07/12/2012 (P) | | 492,696 | | 485,511 |
Nuveen Investments, Inc. | | | | |
3.290%, 11/13/2014 (P) | | 1,133,809 | | 986,414 |
Pinnacle Foods Finance LLC | | | | |
2.980%, 04/02/2014 (P) | | 981,086 | | 920,858 |
7.500%, 04/02/2014 (P) | | 250,000 | | 251,027 |
Reynolds Consumer Products, Inc. | | | | |
6.250%, 11/05/2015 (P) | | 250,000 | | 251,563 |
| | | |
|
| | | | 3,396,936 |
Energy - 0.11% | | | | |
Hercules Offshore, Inc. | | | | |
6.000%, 07/11/2013 (P) | | 345,615 | | 326,966 |
Meg Energy Corp. | | | | |
6.000%, 04/03/2016 (P) | | 449,375 | | 441,230 |
Texas Competitive Electric LLC | | | | |
3.730%, 10/10/2014 (P) | | 245,603 | | 197,434 |
| | | |
|
| | | | 965,630 |
Food & Staples Retailing - 0.02% | | | | |
Supervalu, Inc. | | | | |
1.100%, 06/02/2011 (P) | | 194,444 | | 191,388 |
Health Care Equipment & Services - 0.19% | | | |
Bausch & Lomb, Inc. | | | | |
3.500%, 04/24/2015 (P) | | 243,817 | | 233,523 |
Community Health Systems, Inc. | | | | |
2.500%, 07/25/2014 (P) | | 245,046 | | 228,964 |
HCA, Inc. | | | | |
1.750%, 11/16/2012 (P) | | 182,758 | | 172,602 |
Health Management Associates, Inc. | | | | |
2.000%, 02/28/2014 (P) | | 234,700 | | 221,172 |
Healthsouth Corp. | | | | |
2.510%, 03/11/2013 (P) | | 119,720 | | 115,754 |
4.010%, 03/15/2014 (P) | | 98,535 | | 97,960 |
Iasis Healthcare Corp. | | | | |
5.500%, 06/13/2014 (P) | | 625,645 | | 570,901 |
| | | |
|
| | | | 1,640,876 |
| | |
The accompanying notes are an integral part of the financial statements. | 239 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
TERM LOANS (continued) | | | | |
Insurance - 0.11% | | | | |
Asurion Corp., PIK | | | | |
6.730%, 07/03/2015 (P) | $ | 750,000 | $ | 724,454 |
HUB International Holdings, Inc. | | | | |
2.750%, 06/13/2014 (P) | | 245,620 | | 224,819 |
| | | |
|
| | | | 949,273 |
Materials - 0.08% | | | | |
Ferro Corp. | | | | |
6.250%, 06/06/2012 (P) | | 362,524 | | 356,633 |
Hexion Specialty Chemicals | | | | |
2.560%, 05/06/2013 (P) | | 157,192 | | 144,027 |
Momentive Performance Materials, Inc. | | | | |
2.500%, 12/04/2013 (P) | | 200,000 | | 182,600 |
| | | |
|
| | | | 683,260 |
Media - 0.33% | | | | |
CCO Holdings LLC | | | | |
2.750%, 09/06/2014 (P) | | 225,000 | | 202,359 |
CSC Holdings, Inc. | | | | |
1.260%, 02/24/2012 (P) | | 175,676 | | 170,757 |
Federal Mogul Corp. | | | | |
2.170%, 12/29/2014 (P) | | 525,000 | | 459,211 |
First Data Corp. | | | | |
2.980%, 09/24/2014 (P) | | 246,843 | | 215,611 |
Local Insight Regatta Holdings, Inc. | | | | |
7.750%, 04/23/2015 (P) | | 750,000 | | 630,938 |
Mediacom Broadband LLC | | | | |
6.500%, 01/03/2016 (P) | | 245,013 | | 246,973 |
Skype Technologies SA | | | | |
0.00%, 02/02/2015 (P)(T) | | 175,000 | | 175,525 |
Supermedia, Inc. | | | | |
0.00%, 12/31/2015 (P)(T) | | 250,000 | | 232,500 |
Trilogy International Partners | | | | |
3.750%, 06/29/2012 (P) | | 500,000 | | 421,250 |
| | | |
|
| | | | 2,755,124 |
Retailing - 0.06% | | | | |
Michaels Stores, Inc. | | | | |
4.770%, 07/31/2016 (P) | | 516,356 | | 491,900 |
Technology Hardware & Equipment - 0.29% | | | | |
Dresser, Inc. | | | | |
6.000%, 05/04/2015 (P) | | 1,250,000 | | 1,168,750 |
Infor Global Solutions, Inc. | | | | |
6.480%, 03/02/2014 (P) | | 500,000 | | 395,625 |
Palm, Inc. | | | | |
3.760%, 10/24/2014 (P) | | 977,500 | | 844,316 |
| | | |
|
| | | | 2,408,691 |
Transportation - 0.03% | | | | |
Dollar Thrifty | | | | |
2.730%, 06/15/2014 (P) | | 250,000 | | 235,417 |
Utilities - 0.03% | | | | |
Mirant North America LLC | | | | |
1.980%, 01/03/2013 (P) | | 222,799 | | 213,012 |
|
TOTAL TERM LOANS (Cost $17,399,334) | | | $ | 18,835,413 |
|
|
SHORT-TERM INVESTMENTS - 5.44% | | | | |
Repurchase Agreement - 0.03% | | | | |
Repurchase Agreement with State Street | | | | |
Corp. dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $289,000 on 03/01/2010, | | | | |
collateralized by | | | | |
$295,000 U.S. Treasury Notes, 1.125% | | | | |
due 01/15/2012 (valued at $297,242, | | | | |
including interest) | $ | 289,000 | | 289,000 |
| | | | |
Spectrum Income Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
SHORT-TERM INVESTMENTS (continued) | | | |
Short-Term Securities* - 3.95% | | | | |
T. Rowe Price Reserve Investment | | | | |
Fund, 0.25404% | $ | 33,410,107 $ | | 33,303,115 |
Securities Lending Collateral - 1.46% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 1,231,273 | | 12,325,171 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $45,917,203) | $ | 45,917,286 |
|
Total Investments (Spectrum Income Fund) | | | |
(Cost $821,207,788) - 100.72% | | | $ | 849,970,896 |
Other assets and liabilities, net - (0.72%) | | | (6,103,366) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 843,867,530 |
|
|
|
|
|
Strategic Bond Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 31.37% | | | | |
Treasury Inflation Protected Securities (D) - 3.14% | | |
1.750%, 01/15/2028 (F) | $ | 1,464,020 | $ | 1,391,037 |
2.500%, 01/15/2029 | | 5,512,935 | | 5,846,726 |
3.875%, 04/15/2029 | | 735,762 | | 936,486 |
| | | |
|
| | | | 8,174,249 |
U.S. Treasury Bonds - 5.25% | | | | |
0.010%, 02/15/2025 | | 5,040,000 | | 2,551,812 |
3.000%, 02/28/2017 | | 2,490,000 | | 2,484,942 |
3.125%, 01/31/2017 | | 2,730,000 | | 2,748,769 |
4.375%, 11/15/2039 | | 4,120,000 | | 4,015,715 |
4.500%, 08/15/2039 | | 870,000 | | 866,058 |
8.750%, 08/15/2020 | | 690,000 | | 992,845 |
| | | |
|
| | | | 13,660,141 |
U.S. Treasury Strips - 0.79% | | | | |
0.010%, 05/15/2018 to 05/15/2030 | | 4,020,000 | | 2,061,226 |
Federal Home Loan Mortgage Corp. - 0.14% | | | |
5.000%, 06/15/2018 | | 241,153 | | 257,061 |
5.000%, TBA (B) | | 100,000 | | 103,535 |
| | | |
|
| | | | 360,596 |
Federal National Mortgage Association - 12.49% | | | |
0.00%, 02/01/2019 to 10/09/2019 | | 1,720,000 | | 1,020,197 |
2.424%, 11/01/2035 (P) | | 193,096 | | 195,575 |
4.500%, TBA (B) | | 5,400,000 | | 5,469,355 |
4.625%, 05/01/2013 | | 1,230,000 | | 1,329,310 |
5.000%, TBA (B) | | 11,600,000 | | 12,024,133 |
5.250%, 08/01/2012 | | 1,300,000 | | 1,413,347 |
5.500%, 04/01/2036 | | 2,070,251 | | 2,167,941 |
5.500%, TBA (B) | | 1,200,000 | | 1,277,969 |
6.000%, 04/18/2036 | | 640,000 | | 680,418 |
6.000%, TBA (B) | | 5,900,000 | | 6,271,064 |
6.500%, 10/01/2032 (P) | | 415,444 | | 452,785 |
6.500%, TBA (B) | | 100,000 | | 107,180 |
7.500%, 07/01/2030 to 02/01/2031 | | 8,301 | | 9,159 |
8.000%, 08/01/2027 | | 36,029 | | 40,069 |
8.800%, 01/25/2019 | | 19,672 | | 22,507 |
10.400%, 04/25/2019 | | 3,534 | | 3,821 |
| | | |
|
| | | | 32,484,830 |
Government National Mortgage Association - 2.06% | | |
5.000%, 01/15/2040 | | 2,696,640 | | 2,817,252 |
5.500%, TBA (B) | | 2,400,000 | | 2,539,313 |
| | |
The accompanying notes are an integral part of the financial statements. | 240 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
Government National Mortgage Association (continued) | | |
7.500%, 04/15/2022 to 10/15/2027 | $ | 6,302 | $ | 6,947 |
| | | |
|
| | | | 5,363,512 |
The Financing Corp. - 1.21% | | | | |
0.00%, 02/08/2018 to 09/26/2019 | | 4,490,000 | | 3,136,870 |
Tennessee Valey Authority - 0.20% | | | | |
5.250%, 09/15/2039 | | 510,000 | | 516,986 |
U.S. Treasury Notes - 6.09% | | | | |
2.250%, 01/31/2015 | | 1,560,000 | | 1,560,487 |
2.375%, 03/31/2016 | | 1,180,000 | | 1,155,386 |
2.625%, 12/31/2014 | | 2,030,000 | | 2,069,173 |
3.375%, 11/15/2019 | | 8,920,000 | | 8,764,596 |
3.625%, 02/15/2020 | | 2,300,000 | | 2,306,109 |
| | | |
|
| | | | 15,855,751 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (Cost $80,407,464) | | | $ | 81,614,161 |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 3.53% | | | | |
Brazil - 1.64% | | | | |
Federative Republic of Brazil | | | | |
10.000%, 01/01/2012 to 01/01/2017 | BRL | 7,861,000 | | 4,281,359 |
Greece - 0.29% | | | | |
Republic of Greece | | | | |
6.100%, 08/20/2015 | EUR | 570,000 | | 758,244 |
Indonesia - 0.28% | | | | |
Republic of Indonesia | | | | |
11.000%, 09/15/2025 | IDR | 6,551,000,000 | | 726,560 |
Italy - 0.17% | | | | |
Republic of Italy | | | | |
5.804%, 10/25/2032 | $ | 440,000 | | 433,102 |
Russia - 0.30% | | | | |
Government of Russia | | | | |
7.500%, 03/31/2030 | | 692,780 | | 784,989 |
Turkey - 0.85% | | | | |
Republic of Turkey | | | | |
6.875%, 03/17/2036 | | 2,215,000 | | 2,209,463 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $9,377,600) | | | $ | 9,193,717 |
|
|
CORPORATE BONDS - 41.81% | | | | |
Advertising - 0.48% | | | | |
Affinion Group, Inc. | | | | |
10.125%, 10/15/2013 | | 455,000 | | 459,550 |
WPP Finance UK | | | | |
8.000%, 09/15/2014 | | 690,000 | | 795,874 |
| | | |
|
| | | | 1,255,424 |
Aerospace/Defense - 0.83% | | | | |
DAE Aviation Holdings, Inc. | | | | |
11.250%, 08/01/2015 (P)(S) | | 2,360,000 | | 2,153,500 |
Agriculture - 0.05% | | | | |
Alliance One International, Inc. | | | | |
10.000%, 07/15/2016 (S) | | 120,000 | | 124,800 |
Airlines - 0.22% | | | | |
Continental Airlines, Inc. | | | | |
7.339%, 04/19/2014 | | 140,000 | | 132,300 |
Delta Air Lines, Inc. | | | | |
8.021%, 08/10/2022 | | 347,025 | | 316,660 |
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Airlines (continued) | | | | |
Delta Air Lines, Inc. (continued) | | | | |
9.500%, 09/15/2014 (S) | $ | 125,000 | $ | 127,188 |
| | | |
|
| | | | 576,148 |
Apparel - 0.19% | | | | |
Oxford Industries, Inc. | | | | |
11.375%, 07/15/2015 | | 440,000 | | 488,400 |
Auto Manufacturers - 0.56% | | | | |
General Motors Corp. | | | | |
8.250%, 07/15/2023 (H) | | 580,000 | | 172,550 |
8.375%, 07/15/2033 (H) | | 4,235,000 | | 1,281,088 |
| | | |
|
| | | | 1,453,638 |
Auto Parts & Equipment - 0.27% | | | | |
Keystone Automotive Operations, Inc. | | | | |
9.750%, 11/01/2013 | | 90,000 | | 38,700 |
Penhall International Corp. | | | | |
12.000%, 08/01/2014 (S) | | 550,000 | | 412,500 |
Visteon Corp. | | | | |
8.250%, 08/01/2010 (H) | | 166,000 | | 113,710 |
12.250%, 12/31/2016 (H)(S) | | 152,000 | | 141,360 |
| | | |
|
| | | | 706,270 |
Banks - 3.51% | | | | |
Bank of Tokyo-Mitsubishi UFJ, Ltd. | | | | |
3.850%, 01/22/2015 | | 520,000 | | 533,433 |
Glitnir Banki HF | | | | |
6.330%, 07/28/2011 (H)(S) | | 440,000 | | 114,400 |
6.375%, 09/25/2012 (H)(S) | | 580,000 | | 150,800 |
6.693%, 06/15/2016 (H)(S) | | 620,000 | | 62 |
7.451%, 09/30/2049 (H)(P)(S) | | 100,000 | | 10 |
ICICI Bank, Ltd. | | | | |
6.375%, 04/30/2022 | | 426,000 | | 392,220 |
Kaupthing Bank HF | | | | |
7.125%, 05/19/2016 (H)(S) | | 230,000 | | 23 |
7.625%, 02/28/2015 (H)(S) | | 1,280,000 | | 320,000 |
Lloyds TSB Bank PLC | | | | |
2.800%, 04/02/2012 (S) | | 650,000 | | 667,025 |
4.375%, 01/12/2015 | | 560,000 | | 550,645 |
5.800%, 01/13/2020 | | 450,000 | | 435,444 |
Nordea Bank AB | | | | |
4.875%, 01/27/2020 | | 730,000 | | 728,944 |
Royal Bank of Scotland Group PLC | | | | |
6.400%, 10/21/2019 | | 1,050,000 | | 1,055,665 |
RSHB Capital SA for OJSC Russian | | | | |
Agricultural Bank | | | | |
7.125%, 01/14/2014 | | 390,000 | | 411,450 |
Santander US Debt SA | | | | |
3.724%, 01/20/2015 | | 500,000 | | 497,359 |
UBS AG | | | | |
3.875%, 01/15/2015 | | 370,000 | | 370,087 |
Wachovia Corp. | | | | |
5.250%, 08/01/2014 | | 1,040,000 | | 1,099,645 |
5.750%, 02/01/2018 | | 1,700,000 | | 1,793,286 |
| | | |
|
| | | | 9,120,498 |
Beverages - 0.33% | | | | |
Anheuser-Busch InBev Worldwide, Inc. | | | | |
5.375%, 01/15/2020 | | 830,000 | | 871,584 |
Building Materials - 0.38% | | | | |
AMH Holdings, Inc. | | | | |
11.250%, 03/01/2014 | | 1,005,000 | | 994,950 |
Chemicals - 0.02% | | | | |
Arco Chemical Company | | | | |
9.800%, 02/01/2020 (H) | | 75,000 | | 60,375 |
| | |
The accompanying notes are an integral part of the financial statements. | 241 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | |
Coal - 0.07% | | | | |
International Coal Group, Inc. | | | | |
10.250%, 07/15/2014 | $ | 180,000 | $ | 183,600 |
Commercial Services - 0.50% | | | | |
Altegrity, Inc. | | | | |
10.500%, 11/01/2015 (S) | | 510,000 | | 474,938 |
Ceridian Corp., PIK | | | | |
12.250%, 11/15/2015 | | 117,150 | | 111,878 |
Rental Service Corp. | | | | |
9.500%, 12/01/2014 | | 700,000 | | 677,250 |
Service Corp. International | | | | |
7.500%, 04/01/2027 | | 30,000 | | 27,075 |
| | | |
|
| | | | 1,291,141 |
Diversified Financial Services - 8.17% | | | |
Aiful Corp. | | | | |
5.000%, 08/10/2010 (S) | | 290,000 | | 274,413 |
American Express Company | | | | |
8.125%, 05/20/2019 | | 1,070,000 | | 1,294,629 |
American General Finance Corp. | | | |
6.900%, 12/15/2017 | | 280,000 | | 200,830 |
Bank of America Corp. | | | | |
5.420%, 03/15/2017 | | 500,000 | | 488,838 |
Bear Stearns Companies LLC | | | | |
7.250%, 02/01/2018 | | 1,780,000 | | 2,064,691 |
CCM Merger, Inc. | | | | |
8.000%, 08/01/2013 (S) | | 200,000 | | 166,000 |
Citigroup, Inc. | | | | |
5.000%, 09/15/2014 | | 1,080,000 | | 1,074,037 |
5.875%, 05/29/2037 | | 490,000 | | 430,787 |
6.010%, 01/15/2015 | | 790,000 | | 826,360 |
6.125%, 08/25/2036 | | 50,000 | | 43,001 |
6.875%, 03/05/2038 | | 1,030,000 | | 1,016,768 |
Countrywide Financial Corp. | | | | |
6.250%, 05/15/2016 | | 420,000 | | 428,696 |
Credit Suisse USA, Inc. | | | | |
5.500%, 08/16/2011 | | 270,000 | | 286,511 |
Dexia Credit Local | | | | |
2.375%, 09/23/2011 (S) | | 460,000 | | 471,527 |
El Paso Performance-Linked Trust | | | |
7.750%, 07/15/2011 (S) | | 980,000 | | 1,021,866 |
Ford Motor Credit Company LLC | | | |
9.875%, 08/10/2011 | | 225,000 | | 236,029 |
12.000%, 05/15/2015 | | 1,705,000 | | 1,947,662 |
General Electric Capital Corp. | | | | |
5.625%, 05/01/2018 | | 760,000 | | 781,515 |
General Electric Capital Corp., | MTN | | | |
6.000%, 08/07/2019 | | 1,400,000 | | 1,464,758 |
HSBC Finance Capital Trust IX | | | | |
5.911%, 11/30/2035 (P) | | 1,650,000 | | 1,400,850 |
International Lease Finance Corp. | | | |
5.875%, 05/01/2013 | | 815,000 | | 699,805 |
Lehman Brothers Holdings, Inc. | | | | |
4.500%, 07/26/2010 (H) | | 775,000 | | 174,375 |
6.200%, 09/26/2014 (H) | | 290,000 | | 65,250 |
6.750%, 12/28/2017 (H) | | 2,620,000 | | 6,550 |
Merrill Lynch & Company, Inc. | | | | |
5.700%, 05/02/2017 | | 1,090,000 | | 1,070,924 |
Morgan Stanley | | | | |
0.701%, 10/18/2016 | | 250,000 | | 227,751 |
4.750%, 04/01/2014 | | 990,000 | | 1,006,321 |
Petroplus Finance, Ltd. | | | | |
6.750%, 05/01/2014 (S) | | 110,000 | | 92,950 |
7.000%, 05/01/2017 (S) | | 130,000 | | 102,700 |
Shinsei Finance Cayman, Ltd. | | | | |
6.418%, 01/29/2049 (P)(S) | | 850,000 | | 463,250 |
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | |
The Goldman Sachs Group, Inc. | | | | |
7.500%, 02/15/2019 | $ | 820,000 | $ | 938,486 |
TNK-BP Finance SA | | | | |
6.625%, 03/20/2017 | | 110,000 | | 109,175 |
7.500%, 07/18/2016 (S) | | 350,000 | | 372,750 |
| | | |
|
| | | | 21,250,055 |
Electric - 1.96% | | | | |
AES Corp. | | | | |
7.750%, 10/15/2015 | | 270,000 | | 267,975 |
Edison Mission Energy | | | | |
7.000%, 05/15/2017 | | 120,000 | | 87,900 |
7.625%, 05/15/2027 | | 130,000 | | 84,500 |
7.750%, 06/15/2016 | | 300,000 | | 240,000 |
Energy Future Holdings Corp., PIK | | | | |
11.250%, 11/01/2017 | | 1,746,000 | | 1,222,200 |
Exelon Corp. | | | | |
5.625%, 06/15/2035 | | 170,000 | | 157,992 |
FirstEnergy Corp. | | | | |
6.450%, 11/15/2011 | | 19,000 | | 20,301 |
7.375%, 11/15/2031 | | 675,000 | | 729,882 |
Mirant Mid Atlantic LLC | | | | |
10.060%, 12/30/2028 | | 574,834 | | 617,946 |
Mirant North America LLC | | | | |
7.375%, 12/31/2013 | | 300,000 | | 298,875 |
Orion Power Holdings, Inc. | | | | |
12.000%, 05/01/2010 | | 170,000 | | 171,063 |
Pacific Gas & Electric Company | | | | |
6.050%, 03/01/2034 | | 490,000 | | 510,308 |
TXU Corp., Series R | | | | |
6.550%, 11/15/2034 | | 1,380,000 | | 693,084 |
| | | |
|
| | | | 5,102,026 |
Entertainment - 0.32% | | | | |
Mohegan Tribal Gaming Authority | | | | |
6.875%, 02/15/2015 | | 150,000 | | 104,250 |
7.125%, 08/15/2014 | | 150,000 | | 111,000 |
11.500%, 11/01/2017 (S) | | 100,000 | | 104,000 |
Snoqualmie Entertainment Authority | | | | |
4.136%, 02/01/2014 (P)(S) | | 45,000 | | 30,600 |
9.125%, 02/01/2015 (S) | | 700,000 | | 483,000 |
| | | |
|
| | | | 832,850 |
Food - 0.37% | | | | |
Dole Food Company, Inc. | | | | |
8.000%, 10/01/2016 (S) | | 130,000 | | 132,275 |
Kraft Foods, Inc. | | | | |
5.375%, 02/10/2020 | | 690,000 | | 713,864 |
Kroger Company | | | | |
6.150%, 01/15/2020 | | 60,000 | | 65,367 |
The Kroger Company | | | | |
6.400%, 08/15/2017 | | 40,000 | | 44,799 |
| | | |
|
| | | | 956,305 |
Forest Products & Paper - 0.38% | | | | |
Abitibi-Consolidated Company of Canada | | | | |
13.750%, 04/01/2011 (H)(S) | | 247,359 | | 254,162 |
Appleton Papers, Inc. | | | | |
11.250%, 12/15/2015 (S) | | 205,000 | | 172,200 |
NewPage Corp. | | | | |
11.375%, 12/31/2014 | | 415,000 | | 396,325 |
Smurfit Kappa Treasury Funding, Ltd. | | | | |
7.500%, 11/20/2025 | | 200,000 | | 178,000 |
| | | |
|
| | | | 1,000,687 |
| | |
The accompanying notes are an integral part of the financial statements. | 242 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Healthcare Products - 0.05% | | | | |
Biomet, Inc. | | | | |
10.000%, 10/15/2017 | $ | 40,000 | $ | 43,700 |
Universal Hospital Services, Inc. | | | | |
3.859%, 06/01/2015 (P) | | 50,000 | | 42,250 |
Universal Hospital Services, Inc., PIK | | | | |
8.500%, 06/01/2015 | | 40,000 | | 38,800 |
| | | |
|
| | | | 124,750 |
Healthcare Services - 2.60% | | | | |
HCA, Inc. | | | | |
6.375%, 01/15/2015 | | 265,000 | | 249,100 |
7.500%, 11/06/2033 to 11/15/2095 | | 1,440,000 | | 1,247,608 |
9.125%, 11/15/2014 | | 670,000 | | 704,338 |
9.250%, 11/15/2016 | | 1,140,000 | | 1,209,825 |
Humana, Inc. | | | | |
6.300%, 08/01/2018 | | 685,000 | | 705,662 |
Roche Holdings, Inc. | | | | |
6.000%, 03/01/2019 (S) | | 570,000 | | 630,450 |
Tenet Healthcare Corp. | | | | |
6.875%, 11/15/2031 | | 1,125,000 | | 900,000 |
10.000%, 05/01/2018 (S) | | 125,000 | | 137,500 |
U.S. Oncology Holdings, Inc., PIK | | | | |
6.428%, 03/15/2012 | | 475,000 | | 446,500 |
U.S. Oncology, Inc. | | | | |
9.125%, 08/15/2017 | | 520,000 | | 539,500 |
| | | |
|
| | | | 6,770,483 |
Holding Companies - 0.00% | | | | |
Leucadia National Corp. | | | | |
7.125%, 03/15/2017 | | 10,000 | | 9,725 |
Home Furnishings - 0.06% | | | | |
Norcraft Holdings Capital | | | | |
9.750%, 09/01/2012 | | 159,000 | | 149,460 |
Household Products - 0.01% | | | | |
American Greetings Corp. | | | | |
7.375%, 06/01/2016 | | 15,000 | | 14,700 |
Insurance - 0.81% | | | | |
American International Group, Inc., MTN | | | | |
5.850%, 01/16/2018 | | 160,000 | | 129,194 |
Berkshire Hathaway, Inc. | | | | |
3.200%, 02/11/2015 | | 520,000 | | 525,132 |
MetLife, Inc. | | | | |
6.400%, 12/15/2036 | | 1,290,000 | | 1,109,400 |
Teachers Insurance & Annuity Association | | | | |
of America | | | | |
6.850%, 12/16/2039 (S) | | 320,000 | | 344,853 |
| | | |
|
| | | | 2,108,579 |
Internet - 0.00% | | | | |
Semgroup LP | | | | |
8.750%, 11/15/2049 | | 200,000 | | 0 |
Iron & Steel - 0.27% | | | | |
Metals USA, Inc. | | | | |
11.125%, 12/01/2015 | | 450,000 | | 454,500 |
Ryerson, Inc. | | | | |
12.000%, 11/01/2015 | | 140,000 | | 143,850 |
Steel Dynamics, Inc., Gtd Sr Note | | | | |
7.375%, 11/01/2012 | | 110,000 | | 111,925 |
| | | |
|
| | | | 710,275 |
Lodging - 0.68% | | | | |
Boyd Gaming Corp. | | | | |
6.750%, 04/15/2014 | | 200,000 | | 170,250 |
Harrah’s Operating Company, Inc. | | | | |
10.750%, 02/01/2016 | | 520,000 | | 400,400 |
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Lodging (continued) | | | | |
Harrah’s Operating Company, Inc. (continued) | | | |
11.250%, 06/01/2017 | $ | 730,000 | $ | 757,375 |
Inn of the Mountain Gods Resort & Casino | | | | |
12.000%, 11/15/2010 (H) | | 190,000 | | 92,150 |
MGM Mirage, Inc. | | | | |
6.625%, 07/15/2015 | | 20,000 | | 15,800 |
10.375%, 05/15/2014 (S) | | 170,000 | | 180,200 |
11.125%, 11/15/2017 (S) | | 110,000 | | 118,800 |
Station Casinos, Inc. | | | | |
7.750%, 08/15/2016 (H) | | 240,000 | | 34,800 |
| | | |
|
| | | | 1,769,775 |
Media - 2.75% | | | | |
CCH II LLC / CCH II Capital Corp. | | | | |
13.500%, 11/30/2016 | | 192,388 | | 225,334 |
Charter Communications, Inc. | | | | |
10.875%, 09/15/2014 (S) | | 880,000 | | 980,100 |
Comcast Corp. | | | | |
5.700%, 05/15/2018 | | 1,600,000 | | 1,699,549 |
6.500%, 01/15/2015 | | 460,000 | | 522,051 |
CSC Holdings, Inc. | | | | |
6.750%, 04/15/2012 | | 250,000 | | 259,375 |
8.500%, 06/15/2015 (S) | | 125,000 | | 131,250 |
DISH DBS Corp. | | | | |
7.750%, 05/31/2015 | | 515,000 | | 534,313 |
SuperMedia, Inc. | | | | |
8.000%, 11/15/2016 | | 1,045,000 | | 18,288 |
Time Warner Cable, Inc. | | | | |
7.300%, 07/01/2038 | | 590,000 | | 669,128 |
8.750%, 02/14/2019 | | 600,000 | | 746,773 |
TL Acquisitions, Inc. | | | | |
10.500%, 01/15/2015 (S) | | 490,000 | | 446,513 |
Univision Communications, Inc. | | | | |
12.000%, 07/01/2014 (S) | | 720,000 | | 779,400 |
UPC Holding BV | | | | |
9.875%, 04/15/2018 (S) | | 130,000 | | 135,200 |
| | | |
|
| | | | 7,147,274 |
Mining - 1.20% | | | | |
Freeport-McMoRan Copper & Gold, Inc. | | | | |
8.375%, 04/01/2017 | | 850,000 | | 922,250 |
Rio Tinto Finance USA, Ltd. | | | | |
9.000%, 05/01/2019 | | 850,000 | | 1,101,514 |
Teck Resources, Ltd. | | | | |
9.750%, 05/15/2014 | | 145,000 | | 171,100 |
10.250%, 05/15/2016 | | 160,000 | | 190,800 |
Vale Overseas, Ltd. | | | | |
6.875%, 11/21/2036 | | 467,000 | | 474,115 |
Vedanta Resources PLC | | | | |
8.750%, 01/15/2014 (S) | | 260,000 | | 274,300 |
| | | |
|
| | | | 3,134,079 |
Miscellaneous Manufacturers - 0.22% | | | | |
Tyco International Group SA | | | | |
6.375%, 10/15/2011 | | 180,000 | | 193,581 |
6.750%, 02/15/2011 | | 360,000 | | 378,945 |
| | | |
|
| | | | 572,526 |
Oil & Gas - 4.86% | | | | |
Anadarko Finance Company | | | | |
7.500%, 05/01/2031 | | 330,000 | | 371,722 |
Anadarko Petroleum Corp. | | | | |
5.950%, 09/15/2016 | | 50,000 | | 54,669 |
8.700%, 03/15/2019 | | 630,000 | | 791,999 |
Belden & Blake Corp. | | | | |
8.750%, 07/15/2012 | | 725,000 | | 667,000 |
| | |
The accompanying notes are an integral part of the financial statements. | 243 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Oil & Gas (continued) | | | | |
Berry Petroleum Company | | | | |
10.250%, 06/01/2014 | $ | 250,000 | $ | 271,875 |
Chesapeake Energy Corp. | | | | |
6.250%, 01/15/2018 | | 90,000 | | 83,925 |
6.500%, 08/15/2017 | | 90,000 | | 85,500 |
7.250%, 12/15/2018 | | 525,000 | | 517,125 |
Conoco, Inc. | | | | |
6.950%, 04/15/2029 | | 930,000 | | 1,076,117 |
Corral Petroleum Holdings AB, PIK | | | | |
1.751%, 04/15/2010 (P)(S) | | 110,252 | | 88,477 |
Hess Corp. | | | | |
8.125%, 02/15/2019 | | 1,290,000 | | 1,576,930 |
Kerr-McGee Corp. | | | | |
6.950%, 07/01/2024 | | 490,000 | | 555,052 |
Mariner Energy, Inc. | | | | |
7.500%, 04/15/2013 | | 80,000 | | 80,000 |
Occidental Petroleum Corp. | | | | |
7.000%, 11/01/2013 | | 570,000 | | 666,195 |
Pemex Project Funding Master Trust | | | | |
6.625%, 06/15/2035 | | 2,699,000 | | 2,576,355 |
Petrobras International Finance Company | | | | |
5.750%, 01/20/2020 | | 375,000 | | 378,263 |
PetroHawk Energy Corp. | | | | |
9.125%, 07/15/2013 | | 120,000 | | 124,800 |
Plains Exploration & Production Company | | | | |
8.625%, 10/15/2019 | | 195,000 | | 202,313 |
10.000%, 03/01/2016 | | 240,000 | | 261,000 |
Quicksilver Resources, Inc. | | | | |
7.125%, 04/01/2016 | | 250,000 | | 232,500 |
11.750%, 01/01/2016 | | 120,000 | | 136,200 |
SandRidge Energy, Inc. | | | | |
9.875%, 05/15/2016 (S) | | 610,000 | | 629,825 |
W&T Offshore, Inc. | | | | |
8.250%, 06/15/2014 (S) | | 105,000 | | 98,700 |
Whiting Petroleum Corp. | | | | |
7.000%, 02/01/2014 | | 375,000 | | 378,750 |
XTO Energy, Inc. | | | | |
5.500%, 06/15/2018 | | 670,000 | | 729,381 |
| | | |
|
| | | | 12,634,673 |
Oil & Gas Services - 0.11% | | | | |
Cie Generale de Geophysique-Veritas | | | | |
7.500%, 05/15/2015 | | 50,000 | | 49,000 |
Complete Production Services, Inc. | | | | |
8.000%, 12/15/2016 | | 235,000 | | 228,538 |
| | | |
|
| | | | 277,538 |
Packaging & Containers - 0.00% | | | | |
Radnor Holdings, Inc. | | | | |
11.000%, 03/15/2010 (H) | | 125,000 | | 13 |
Pipelines - 2.73% | | | | |
Dynegy Holdings, Inc. | | | | |
7.750%, 06/01/2019 | | 330,000 | | 259,050 |
El Paso Corp. | | | | |
7.375%, 12/15/2012 | | 475,000 | | 500,568 |
7.750%, 01/15/2032 | | 145,000 | | 140,104 |
7.800%, 08/01/2031 | | 1,779,000 | | 1,728,459 |
El Paso Natural Gas Company | | | | |
8.375%, 06/15/2032 | | 480,000 | | 567,281 |
Energy Transfer Partners LP | | | | |
9.000%, 04/15/2019 | | 810,000 | | 996,625 |
Enterprise Products Operating LP | | | | |
6.300%, 09/15/2017 | | 910,000 | | 1,008,022 |
Kinder Morgan Energy Partners LP | | | | |
5.000%, 12/15/2013 | | 140,000 | | 151,071 |
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Pipelines (continued) | | | | |
Kinder Morgan Energy Partners LP (continued) | | | |
5.950%, 02/15/2018 | $ | 940,000 | $ | 1,013,678 |
6.750%, 03/15/2011 | | 100,000 | | 105,600 |
7.125%, 03/15/2012 | | 20,000 | | 22,057 |
Williams Companies, Inc. | | | | |
7.875%, 09/01/2021 | | 204,000 | | 249,917 |
8.750%, 03/15/2032 | | 198,000 | | 250,336 |
Williams Partners LP | | | | |
5.250%, 03/15/2020 (S) | | 100,000 | | 101,612 |
| | | |
|
| | | | 7,094,380 |
Real Estate - 0.29% | | | | |
Ashton Woods USA LLC, 0.00% Steps up | | | | |
to 11.000% on 06/30/2012 | | | | |
maturing at 06/30/2015 (S) | | 39,000 | | 14,625 |
Realogy Corp. | | | | |
10.500%, 04/15/2014 | | 711,000 | | 593,685 |
Realogy Corp., PIK | | | | |
11.000%, 04/15/2014 | | 840 | | 689 |
Ventas Realty LP | | | | |
6.750%, 04/01/2017 | | 150,000 | | 150,000 |
| | | |
|
| | | | 758,999 |
Real Estate - 0.01% | | | | |
Ventas Realty LP | | | | |
6.500%, 06/01/2016 | | 35,000 | | 34,913 |
Retail - 2.35% | | | | |
Blockbuster, Inc. | | | | |
11.750%, 10/01/2014 (S) | | 532,000 | | 383,040 |
CVS Caremark Corp. | | | | |
6.600%, 03/15/2019 | | 670,000 | | 751,802 |
9.350%, 01/10/2023 (S) | | 1,900,000 | | 1,884,211 |
CVS Pass-Through Trust | | | | |
6.036%, 12/10/2028 | | 434,113 | | 433,570 |
El Pollo Loco, Inc. | | | | |
11.750%, 11/15/2013 | | 415,000 | | 371,425 |
Michaels Stores, Inc. | | | | |
10.000%, 11/01/2014 | | 920,000 | | 933,800 |
Sbarro, Inc. | | | | |
10.375%, 02/01/2015 | | 160,000 | | 130,800 |
The Neiman Marcus Group, Inc., PIK | | | | |
9.000%, 10/15/2015 | | 1,085,344 | | 1,069,064 |
Wal-Mart Stores, Inc. | | | | |
5.800%, 02/15/2018 | | 140,000 | | 157,095 |
| | | |
|
| | | | 6,114,807 |
Semiconductors - 0.00% | | | | |
Freescale Semiconductor, Inc. | | | | |
10.125%, 12/15/2016 | | 10,000 | | 7,800 |
Telecommunications - 3.80% | | | | |
ALLTEL Communications LLC, PIK | | | | |
10.375%, 12/01/2017 (S) | | 130,000 | | 154,459 |
AT&T, Inc. | | | | |
5.600%, 05/15/2018 | | 310,000 | | 330,670 |
5.800%, 02/15/2019 | | 1,600,000 | | 1,711,293 |
CC Holdings GS V LLC | | | | |
7.750%, 05/01/2017 (S) | | 320,000 | | 346,400 |
Cincinnati Bell Telephone Company LLC | | | | |
6.300%, 12/01/2028 | | 95,000 | | 73,625 |
Cricket Communications, Inc. | | | | |
7.750%, 05/15/2016 | | 505,000 | | 513,206 |
Deutsche Telekom International | | | | |
Finance BV | | | | |
5.750%, 03/23/2016 | | 430,000 | | 464,274 |
| | |
The accompanying notes are an integral part of the financial statements. | 244 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Telecommunications (continued) | | | | |
Hawaiian Telcom Communications, Inc. | | | | |
12.500%, 05/01/2015 (H) | $ | 110,000 | $ | 11 |
Intelsat Corp. | | | | |
9.250%, 08/15/2014 | | 280,000 | | 288,400 |
Intelsat Jackson Holdings SA | | | | |
11.250%, 06/15/2016 | | 510,000 | | 544,425 |
Koninklijke (Royal) KPN NV | | | | |
8.375%, 10/01/2030 | | 650,000 | | 810,415 |
Level 3 Financing, Inc. | | | | |
9.250%, 11/01/2014 | | 100,000 | | 94,750 |
Nordic Telephone Company Holdings | | | | |
8.875%, 05/01/2016 (S) | | 500,000 | | 535,000 |
Qwest Communications International, Inc. | | | | |
8.000%, 10/01/2015 (S) | | 145,000 | | 150,075 |
Qwest Corp. | | | | |
3.504%, 06/15/2013 (P) | | 90,000 | | 88,200 |
SBA Telecommunications, Inc. | | | | |
8.250%, 08/15/2019 (S) | | 25,000 | | 26,250 |
Telecom Italia Capital SA | | | | |
5.250%, 10/01/2015 | | 500,000 | | 524,758 |
True Move Company, Ltd. | | | | |
10.750%, 12/16/2013 (S) | | 195,000 | | 196,950 |
Verizon Communications, Inc. | | | | |
5.500%, 02/15/2018 | | 470,000 | | 497,150 |
8.950%, 03/01/2039 | | 460,000 | | 626,922 |
Verizon Wireless Capital LLC | | | | |
8.500%, 11/15/2018 | | 580,000 | | 730,483 |
VIP Finance Ireland, Ltd. for OJSC | | | | |
Vimpel Communications | | | | |
8.375%, 04/30/2013 (S) | | 100,000 | | 107,000 |
Virgin Media Finance PLC | | | | |
9.125%, 08/15/2016 | | 590,000 | | 609,175 |
9.500%, 08/15/2016 | | 195,000 | | 206,700 |
Windstream Corp. | | | | |
8.625%, 08/01/2016 | | 255,000 | | 259,463 |
| | | |
|
| | | | 9,890,054 |
Transportation - 0.40% | | | | |
Kansas City Southern de Mexico SA | | | | |
de CV | | | | |
7.625%, 12/01/2013 | | 50,000 | | 49,875 |
RailAmerica, Inc. | | | | |
9.250%, 07/01/2017 | | 945,000 | | 991,069 |
| | | |
|
| | | | 1,040,944 |
|
TOTAL CORPORATE BONDS (Cost $116,044,543) | | $ | 108,787,998 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 10.77% | | | | |
Banc of America Commercial Mortgage, | | | | |
Inc., Series 2006-1, Class A4 | | | | |
5.372%, 09/10/2045 (P) | | 330,000 | | 335,649 |
Bear Stearns Structured Products, Inc., | | | | |
Series 2007-EMX1, Class A1 | | | | |
1.229%, 03/25/2037 (P)(S) | | 2,452,566 | | 2,222,089 |
Commercial Mortgage Asset Trust, | | | | |
Series 1999-C1, Class C | | | | |
7.350%, 01/17/2032 | | 295,000 | | 315,384 |
Commercial Mortgage Pass-Through | | | | |
Certificates, Series 2001-J2A, Class A1 | | | | |
5.447%, 07/16/2034 (S) | | 205,708 | | 211,317 |
Countrywide Alternative Loan Trust, | | | | |
Series 2006-OA9, Class 2A1B | | | | |
0.429%, 07/20/2046 (P) | | 1,217,420 | | 517,879 |
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Countrywide Home Loans, | | | | |
Series 2006-HYB3, Class 2A1A | | | | |
5.639%, 05/20/2036 (P) | $ | 97,606 | $ | 67,305 |
Credit Suisse Mortgage Capital | | | | |
Certificates, Series 2006-C1, Class A4 | | | | |
5.548%, 02/15/2039 (P) | | 570,000 | | 586,037 |
First Boston Mortgage Securities Corp., | | | | |
Series D, Class I-O | | | | |
10.965%, 05/25/2017 IO | | 6,985 | | 949 |
First Union National Bank Commercial | | | | |
Mortgage, Series 2000-C1, | | | | |
0.789%, 05/17/2032 (P) | | 3,574,306 | | 96,992 |
GMAC Mortgage Corp Loan Trust, | | | | |
Series 2004-AR1, Class 24A | | | | |
5.068%, 06/25/2034 (P) | | 673,032 | | 587,776 |
GSR Mortgage Loan Trust, | | | | |
Series 2004-7, Class 4A1 | | | | |
4.851%, 06/25/2034 (P) | | 532,539 | | 469,846 |
GSRPM Mortgage Loan Trust, | | | | |
Series 2003-1, Class A3 | | | | |
0.729%, 01/25/2032 (P) | | 47,046 | | 41,494 |
Harborview Mortgage Loan Trust, | | | | |
Series 2007-7, Class 2A1A | | | | |
1.229%, 11/25/2047 (P) | | 2,191,410 | | 1,266,328 |
Impac CMB Trust, | | | | |
Series 2003-4, Class 1A1 | | | | |
0.869%, 10/25/2033 (P) | | 34,820 | | 22,440 |
IndyMac Index Mortgage Loan Trust | | | | |
Series 2006-AR6, Class 2A1A, | | | | |
0.429%, 06/25/2047 | | 2,645,208 | | 1,303,257 |
Series 2005-AR14, Class 2A1A, | | | | |
0.529%, 07/25/2035 | | 1,020,911 | | 595,817 |
Series 2007-AR15, Class 2A1, | | | | |
5.608%, 08/25/2037 | | 2,211,221 | | 1,288,990 |
Indymac Index Mortgage Loan Trust, | | | | |
Series 2007-AR5, Class 2A1 | | | | |
5.631%, 05/25/2037 (P) | | 1,516,427 | | 776,709 |
JPMorgan Mortgage Trust, | | | | |
Series 2005-A6, Class 7A1 | | | | |
4.957%, 08/25/2035 (P) | | 72,887 | | 61,599 |
LB-UBS Commercial Mortgage Trust, | | | | |
Series 2006-C6, Class A4 | | | | |
5.372%, 09/15/2039 | | 2,200,000 | | 2,218,860 |
Luminent Mortgage Trust, | | | | |
Series 2006-4, Class A1A | | | | |
0.419%, 05/25/2046 (P) | | 1,247,708 | | 642,612 |
Master Adjustable Rate Mortgages Trust | | | | |
Series 2007-3, Class 12A1, | | | | |
0.429%, 05/25/2047 (P) | | 3,347,019 | | 1,701,795 |
Series 2006-OA1, Class 1A1, | | | | |
0.439%, 04/25/2046 (P) | | 2,091,880 | | 1,067,812 |
Series 2006-2, Class 3A1, | | | | |
4.837%, 01/25/2036 (P) | | 89,702 | | 76,006 |
Series 2007-R5, Class A1, | | | | |
5.596%, 11/25/2035 (P) | | 1,256,623 | | 713,900 |
MASTR Asset Securitization Trust, | | | | |
Series 2003-6, Class 1A1 | | | | |
5.500%, 07/25/2033 | | 925,429 | | 898,389 |
Merit Securities Corp., | | | | |
Series 11PA, Class B2 | | | | |
1.729%, 09/28/2032 (P)(S) | | 236,423 | | 195,935 |
Merrill Lynch Mortgage Trust, | | | | |
Series 2006-C1, Class A4 | | | | |
5.656%, 05/12/2039 (P) | | 900,000 | | 923,154 |
| | |
The accompanying notes are an integral part of the financial statements. | 245 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Morgan Stanley Mortgage Loan Trust, | | | | |
Series 2004-8AR, Class 4A1 | | | | |
2.937%, 10/25/2034 (P) | $ | 487,079 | $ | 393,187 |
Novastar Mortgage-Backed Notes, | | | | |
Series 2006-MTA1, Class 2A1A | | | | |
0.419%, 09/25/2046 (P) | | 1,220,261 | | 672,634 |
Prime Mortgage Trust, | | | | |
Series 2006-DR1, Class 2A2 | | | | |
6.000%, 05/25/2035 (S) | | 1,651,664 | | 1,225,278 |
Residential Asset Securitization Trust, | | | | |
Series 2004-A6, Class A1 | | | | |
5.000%, 08/25/2019 | | 464,448 | | 443,113 |
Structured Asset Mortgage | | | | |
Investments, Inc. | | | | |
Series 2006-AR6, Class 1A3, | | | | |
0.419%, 07/25/2046 (P) | | 1,587,993 | | 776,355 |
Series 2005-AR3, Class 2A1, | | | | |
3.460%, 08/25/2035 (P) | | 86,854 | | 56,325 |
Thornburg Mortgage Securities Trust | | | | |
Series 2007-4, Class 3A1, | | | | |
6.192%, 09/25/2037 (P) | | 1,225,611 | | 1,056,067 |
Series 2007-4, Class 2A1, | | | | |
6.201%, 09/25/2037 (P) | | 1,199,907 | | 1,075,749 |
WaMu Mortgage Pass Through Certificates | | | | |
Series 2007-OA6, Class 1A1B, | | | | |
1.281%, 07/25/2047 (P) | | 3,890,798 | | 1,105,252 |
Series 2007-HY3, Class 4A1, | | | | |
5.313%, 03/25/2037 (P) | | 1,455,943 | | 1,204,445 |
WaMu Mortgage Pass-Through | | | | |
Certificates, | | | | |
Series 2005-AR17, Class A1A1 | | | | |
0.499%, 12/25/2045 (P) | | 1,067,295 | | 795,291 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $37,369,751) | | | $ | 28,010,016 |
|
|
ASSET BACKED SECURITIES - 6.78% | | | | |
ACE Securities Corp., | | | | |
Series 2006-GP1, Class A | | | | |
0.359%, 02/25/2031 (P) | | 660,230 | | 536,885 |
Amortizing Residential Collateral Trust, | | | | |
Series 2002-BC6, Class M2 | | | | |
2.029%, 08/25/2032 (P) | | 51,762 | | 17,373 |
Asset Backed Securities Corp., | | | | |
Series 2003-HE2, Class M2 | | | | |
3.082%, 04/15/2033 (P) | | 43,308 | | 14,199 |
Bear Stearns Asset Backed Securities Trust | | | | |
Series 2006-IM1, Class A1, | | | | |
0.459%, 04/25/2036 (P) | | 1,401,520 | | 646,777 |
Series 2007-HE6, Class 1A1, | | | | |
1.479%, 08/25/2037 (P) | | 1,577,145 | | 1,095,081 |
Bear Stearns Asset Backed Securities, Inc. | | | | |
Series 2003-ABF1, Class A, | | | | |
0.599%, 01/25/2034 (P) | | 31,402 | | 19,924 |
Series 2007-SD1, Class 1A2A, | | | | |
6.000%, 10/25/2036 | | 2,284,829 | | 1,268,663 |
Series 2007-SD1, Class 1A3A, | | | | |
6.500%, 10/25/2036 | | 2,332,530 | | 1,212,274 |
Countrywide Asset-Backed Certificates, | | | | |
Series 2007-SD1, Class A1 | | | | |
0.679%, 03/25/2047 (P) | | 479,954 | | 203,956 |
Ellington Loan Acquisition Trust | | | | |
Series 2007-1, Class A2A1, | | | | |
1.229%, 05/26/2037 (P)(S) | | 1,390,886 | | 1,211,238 |
Series 2007-1, Class A2C, | | | | |
1.479%, 05/29/2037 (P)(S) | | 2,300,000 | | 1,021,185 |
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
ASSET BACKED SECURITIES (continued) | | | |
EMC Mortgage Loan Trust, | | | | |
Series 2003-B, Class A1 | | | | |
0.779%, 11/25/2041 (P)(S) | $ | 146,623 | $ | 127,700 |
GSAMP Trust, Series 2006-S4, Class A1 | | | | |
0.319%, 05/25/2036 (P) | | 392,020 | | 30,234 |
IndyMac Seconds Asset Backed Trust, | | | | |
Series 2006-A, Class A | | | | |
0.359%, 06/25/2036 (P) | | 1,383,928 | | 136,597 |
Merrill Lynch First Franklin Mortgage | | | | |
Loan Trust, Series 2007-H1, Class 2A1 | | | | |
1.729%, 10/25/2037 (P) | | 2,688,714 | | 1,948,011 |
Mid State Trust, Series 6, Class A1 | | | | |
7.340%, 07/01/2035 | | 469,931 | | 469,888 |
Morgan Stanley Mortgage Loan Trust, | | | | |
Series 2006-4SL, Class A1 | | | | |
0.379%, 03/25/2036 (P) | | 736,133 | | 181,751 |
Nelnet Student Loan Trust, | | | | |
Series 2008-4, Class A4 | | | | |
1.729%, 04/25/2024 (P) | | 810,000 | | 851,805 |
RAAC Series, Series 2007-RP3, | | | | |
Class A ,Class A | | | | |
0.609%, 10/25/2046 (P)(S) | | 1,334,610 | | 775,688 |
Residential Asset Mortgage Products Inc., | | | | |
Series 2003-RS4, Class AIIB | | | | |
0.889%, 05/25/2033 | | 27,645 | | 17,120 |
SACO I Trust, Inc. | | | | |
Series 2006-6, Class A, | | | | |
0.359%, 06/25/2036 (P) | | 787,056 | | 144,377 |
Series 2006-5, Class 2A3, | | | | |
0.409%, 05/25/2036 (P) | | 1,068,160 | | 57,690 |
Series 2006-5, Class 1A, | | | | |
0.529%, 04/25/2036 (P) | | 1,219,622 | | 204,131 |
Sail Net Interest Margin Notes, | | | | |
Series 2004-2A, Class A ,Class A | | | | |
5.500%, 03/27/2034 (S) | | 23,428 | | 0 |
Securitized Asset Backed Receivables | | | | |
LLC, Series 2007-BR2, | | | | |
Class A2 ,Class A2 | | | | |
0.459%, 02/25/2037 (P) | | 2,750,647 | | 1,249,655 |
Structured Asset Securities Corp. | | | | |
Series 2006-ARS1, Class A1, | | | | |
0.339%, 02/25/2036 (P)(S) | | 798,062 | | 39,214 |
Series 2008-BC4, Class A3, | | | | |
0.479%, 11/25/2037 (P) | | 789,009 | | 733,634 |
Series 2005-RF1, Class A, | | | | |
0.579%, 03/25/2035 (P)(S) | | 1,519,443 | | 1,155,515 |
Series 2005-RF2, Class A, | | | | |
0.579%, 04/25/2035 (P)(S) | | 1,471,936 | | 1,136,378 |
Series 2005-RF3, Class 1A, | | | | |
0.579%, 06/25/2035 (P)(S) | | 1,511,106 | | 1,133,867 |
|
TOTAL ASSET BACKED SECURITIES (Cost $30,015,389) | $ | 17,640,810 |
|
|
MUNICIPAL BONDS - 0.20% | | | | |
California - 0.20% | | | | |
State of California | | | | |
7.300%, 10/01/2039 | | 550,000 | | 525,712 |
|
TOTAL MUNICIPAL BONDS (Cost $554,527) | | $ | 525,712 |
|
|
SUPRANATIONAL OBLIGATIONS - 0.38% | | | |
Venezuela - 0.38% | | | | |
Corporacion Andina de Fomento | | | | |
6.875%, 03/15/2012 | | 916,000 | | 999,999 |
|
TOTAL SUPRANATIONAL OBLIGATIONS (Cost $984,820) | $ | 999,999 |
|
| | |
The accompanying notes are an integral part of the financial statements. | 246 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
COMMON STOCKS - 0.26% | | | | |
Energy - 0.01% | | | | |
Semgroup LP, Class A | | 518 | $ | 12,549 |
Materials - 0.09% | | | | |
Georgia Gulf Corp. (I) | | 13,907 | | 198,453 |
Nortek, Inc. | | 1,147 | | 42,444 |
| | | |
|
| | | | 240,897 |
Media - 0.16% | | | | |
Charter Communications, Inc., Class A | | 12,579 | | 374,225 |
SuperMedia, Inc. | | 825 | | 34,633 |
| | | |
|
| | | | 408,858 |
|
TOTAL COMMON STOCKS (Cost $1,718,747) | | | $ | 662,304 |
|
|
PREFERRED STOCKS - 1.16% | | | | |
Automobiles & Components - 0.20% | | | | |
Motors Liquidation Company., | | | | |
Series C 6.250% | | 76,275 | | 513,331 |
Diversified Financials - 0.96% | | | | |
Citigroup, Inc. 7.500% | | 1,600 | | 171,616 |
Federal Home Loan Mortgage Corp., | | | | |
Series Z 0.00% (I) | | 56,575 | | 64,496 |
Federal Home Loan Mortgage | | | | |
Corp., 5.570% (I) | | 121,625 | | 105,814 |
Federal National Mortgage Association, | | | | |
Series S 0.00% (I) | | 39,250 | | 42,390 |
GMAC, Inc. 7.000% (S) | | 2,440 | | 1,726,986 |
Resona Preferred Global | | | | |
Securities, Ltd. 7.191% (S) | | 440,000 | | 399,182 |
| | | |
|
| | | | 2,510,484 |
|
TOTAL PREFERRED STOCKS (Cost $7,488,524) | | | $ | 3,023,815 |
|
|
TERM LOANS - 1.90% | | | | |
Commercial Services - 1.41% | | | | |
Aramark Corp. | | | | |
7.578%, 01/31/2014 (P) | | 1,452,418 | | 1,385,491 |
First Data Corp. | | | | |
5.926%, 10/15/2014 (P) | | 949,692 | | 828,210 |
Hertz Corp. | | | | |
2.253%, 12/21/2012 (P) | | 1,490,511 | | 1,454,313 |
| | | |
|
| | | | 3,668,014 |
Semiconductors - 0.49% | | | | |
Freescale Semiconductor, Inc. | | | | |
1.980%, 12/01/2013 (P) | | 1,374,750 | | 1,265,201 |
|
TOTAL TERM LOANS (Cost $4,848,423) | | | $ | 4,933,215 |
|
|
WARRANTS - 0.01% | | | | |
Industrials - 0.00% | | | | |
Nortek, Inc. (Expiration | | | | |
Date: 12/07/2014) (I) | | 996 | | 12,689 |
Energy - 0.00% | | | | |
Semgroup LP (Expiration | | | | |
Date: 11/30/2014) (I) | | 544 | | 3,264 |
Consumer Discretionary - 0.01% | | | | |
Buffets Restaurants Holdings, Inc. | | | | |
(Expiration Date: 04/28/2014) (I) | | 164 | | 0 |
Charter Communications, Inc., Class A | | | | |
(Expiration Date: 11/30/2014; Strike | | | | |
Price: 51.28) (I) | | 3,501 | | 14,004 |
| | | |
|
| | | | 14,004 |
|
TOTAL WARRANTS (Cost $23,209) | | | $ | 29,957 |
|
| | | | |
Strategic Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
OPTIONS PURCHASED - 0.00% | | | | |
Puts - 0.00% | | | | |
Over The Counter Purchase Call on the | | | | |
EUR vs USD (Expiration Date: | | | | |
09/13/2010; Strike Price: 98.63) (I) | $ | 115,000 | $ | 2,875 |
|
TOTAL OPTIONS PURCHASED (Cost $15,100) | | $ | 2,875 |
|
|
SHORT-TERM INVESTMENTS - 12.30% | | | |
Repurchase Agreement - 12.30% | | | | |
JPMorgan Tri-Party Repurchase Agreement | | | | |
dated 02/26/2010 at 0.06% to be | | | | |
repurchased at $25,900,130 on | | | | |
03/01/2010, collateralized by | | | | |
$26,162,000 Federal National Mortgage | | | | |
Association, 2.186% due 05/07/2012 | | | | |
(valued at $26,418,000, | | | | |
including interest) | $ | 25,900,000 | | 25,900,000 |
Bank of America Tri-Party Repurchase | | | | |
Agreement dated 02/26/2010 at 0.08% | | | | |
to be repurchased at $6,100,041 on | | | | |
03/01/2010, collateralized by | | | | |
$6,184,000 U.S. Treasury Notes, 0.875% | | | | |
due 01/31/2011 (valued at 6,222,000, | | | | |
including interest) | | 6,100,000 | | 6,100,000 |
| | | |
|
| | | | 32,000,000 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $32,000,000) | $ | 32,000,000 |
|
Total Investments (Strategic Bond Fund) | | | | |
(Cost $320,848,097) - 110.47% | | | $ | 287,424,579 |
Other assets and liabilities, net - (10.47%) | | | (27,242,712) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 260,181,867 |
| | | |
|
| |
|
|
|
Total Bond Market Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 71.86% | | | | |
U.S. Treasury Bonds - 2.96% | | | | |
4.250%, 05/15/2039 | $ | 3,540,000 | $ | 3,380,700 |
4.375%, 02/15/2038 | | 2,000 | | 1,960 |
4.500%, 05/15/2038 to 08/15/2039 | | 5,405,000 | | 5,398,032 |
5.250%, 02/15/2029 | | 1,875,000 | | 2,083,009 |
6.750%, 08/15/2026 | | 700,000 | | 904,859 |
7.125%, 02/15/2023 | | 1,100,000 | | 1,441,172 |
7.500%, 11/15/2024 | | 650,000 | | 888,164 |
7.875%, 02/15/2021 | | 900,000 | | 1,231,735 |
8.125%, 08/15/2021 | | 1,300,000 | | 1,815,532 |
| | | |
|
| | | | 17,145,163 |
U.S. Treasury Notes - 27.85% | | | | |
0.750%, 11/30/2011 | | 4,600,000 | | 4,606,647 |
0.875%, 02/28/2011 to 04/30/2011 | | 24,300,000 | | 24,432,506 |
1.000%, 09/30/2011 | | 4,000,000 | | 4,026,408 |
1.125%, 06/30/2011 to 12/15/2012 | | 25,200,000 | | 25,267,465 |
1.375%, 10/15/2012 to 01/15/2013 | | 17,750,000 | | 17,825,216 |
1.500%, 07/15/2012 | | 7,100,000 | | 7,186,535 |
1.750%, 01/31/2014 to 03/31/2014 | | 9,520,000 | | 9,474,532 |
1.875%, 02/28/2014 to 04/30/2014 | | 1,900,000 | | 1,899,462 |
2.125%, 11/30/2014 | | 7,930,000 | | 7,917,613 |
2.375%, 09/30/2014 | | 9,000,000 | | 9,108,981 |
2.625%, 02/29/2016 | | 13,700,000 | | 13,640,063 |
2.750%, 10/31/2013 to 02/15/2019 | | 20,500,000 | | 20,791,130 |
| | |
The accompanying notes are an integral part of the financial statements. | 247 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
U.S. Treasury Notes (continued) | | | | |
3.125%, 05/15/2019 | $ | 700,000 | $ | 677,961 |
3.250%, 07/31/2016 | | 5,500,000 | | 5,632,341 |
3.375%, 11/15/2019 | | 3,000,000 | | 2,947,734 |
3.625%, 08/15/2019 | | 920,000 | | 924,600 |
3.750%, 11/15/2018 | | 4,868,000 | | 4,982,096 |
| | | |
|
| | | | 161,341,290 |
Federal Farm Credit Bank - 0.29% | | | | |
3.875%, 10/07/2013 | | 775,000 | | 829,183 |
4.875%, 12/16/2015 | | 780,000 | | 861,616 |
| | | |
|
| | | | 1,690,799 |
Federal Home Loan Bank - 1.21% | | | | |
1.625%, 07/27/2011 | | 2,600,000 | | 2,634,806 |
3.875%, 06/14/2013 | | 3,030,000 | | 3,237,094 |
5.000%, 11/17/2017 | | 1,020,000 | | 1,123,952 |
| | | |
|
| | | | 6,995,852 |
Federal Home Loan Mortgage Corp. - 12.42% | | | |
3.750%, 06/28/2013 | | 1,950,000 | | 2,081,438 |
3.875%, 06/29/2011 | | 2,000,000 | | 2,086,994 |
4.000%, 08/01/2024 to 04/01/2039 | | 2,457,952 | | 2,446,778 |
4.125%, 09/27/2013 | | 2,500,000 | | 2,697,768 |
4.500%, 07/01/2023 to 11/01/2039 | | 13,662,460 | | 13,981,573 |
5.000%, 07/01/2035 to 09/01/2039 | | 14,891,564 | | 15,516,004 |
5.500%, 08/23/2017 to 11/01/2038 | | 16,032,811 | | 17,060,015 |
6.000%, 06/01/2035 to 10/01/2038 | | 9,131,352 | | 9,844,781 |
6.250%, 07/15/2032 | | 150,000 | | 177,465 |
6.500%, 08/01/2038 | | 2,117,416 | | 2,288,216 |
6.750%, 09/15/2029 | | 2,100,000 | | 2,612,686 |
7.000%, 11/01/2037 | | 1,070,364 | | 1,142,655 |
| | | |
|
| | | | 71,936,373 |
Federal National Mortgage Association - 21.69% | | | |
1.375%, 04/28/2011 | | 1,100,000 | | 1,110,975 |
2.568%, 01/01/2035 (P) | | 830,670 | | 853,140 |
3.250%, 04/09/2013 | | 4,000,000 | | 4,195,968 |
3.875%, 07/12/2013 | | 2,000,000 | | 2,147,106 |
4.000%, 07/01/2018 to 08/01/2039 | | 8,943,213 | | 8,948,664 |
4.375%, 10/15/2015 | | 2,000,000 | | 2,160,588 |
4.500%, 04/01/2018 to 01/01/2040 | | 16,381,151 | | 16,721,167 |
4.838%, 04/01/2036 (P) | | 1,421,298 | | 1,488,770 |
4.938%, 07/01/2034 (P) | | 1,811,453 | | 1,909,950 |
5.000%, 05/01/2019 to 12/01/2039 | | 19,985,990 | | 20,859,580 |
5.063%, 09/01/2037 (P) | | 1,830,653 | | 1,925,045 |
5.500%, 09/01/2017 to 04/01/2038 | | 25,146,142 | | 26,644,098 |
5.501%, 05/01/2036 (P) | | 449,484 | | 472,169 |
5.663%, 04/01/2037 (P) | | 1,856,443 | | 1,957,387 |
5.847%, 04/01/2037 (P) | | 1,785,193 | | 1,882,263 |
5.994%, 10/01/2037 (P) | | 1,342,666 | | 1,415,674 |
6.000%, 08/01/2023 to 03/01/2038 | | 18,637,474 | | 19,939,494 |
6.125%, 03/15/2012 | | 500,000 | | 552,387 |
6.500%, 07/01/2031 to 10/01/2038 | | 6,158,657 | | 6,614,935 |
6.625%, 11/15/2030 | | 2,000,000 | | 2,452,272 |
7.000%, 10/01/2038 | | 1,132,955 | | 1,217,971 |
7.250%, 05/15/2030 | | 150,000 | | 195,513 |
| | | |
|
| | | | 125,665,116 |
Government National Mortgage Association - 5.26% | | |
4.000%, 07/15/2039 | | 473,191 | | 468,477 |
4.500%, 06/15/2023 to 11/20/2039 | | 6,939,957 | | 7,078,633 |
5.000%, 11/20/2038 to 09/15/2039 | | 5,029,567 | | 5,248,390 |
5.500%, 08/15/2023 to 09/20/2039 | | 8,005,885 | | 8,490,384 |
6.000%, 07/20/2037 to 10/15/2038 | | 4,988,336 | | 5,337,765 |
6.500%, 10/20/2038 | | 1,217,770 | | 1,311,433 |
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
Government National Mortgage Association (continued) | | |
5.000%, 11/20/2039 | $ | 2,445,157 | $ | 2,549,936 |
| | | |
|
| | | | 30,485,018 |
Tennessee Valley Authority - 0.12% | | | | |
6.750%, 11/01/2025 | | 580,000 | | 699,675 |
The Financing Corp. - 0.06% | | | | |
8.600%, 09/26/2019 | | 265,000 | | 357,908 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | |
OBLIGATIONS (Cost $406,083,054) | | | $ | 416,317,194 |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 1.62% | | | | |
Austria - 0.07% | | | | |
Government of Austria | | | | |
5.000%, 05/19/2014 (S) | | 364,000 | | 396,216 |
Brazil - 0.27% | | | | |
Federative Republic of Brazil | | | | |
5.875%, 01/15/2019 | | 720,000 | | 775,800 |
6.000%, 01/17/2017 | | 400,000 | | 436,400 |
7.125%, 01/20/2037 | | 300,000 | | 339,000 |
| | | |
|
| | | | 1,551,200 |
Canada - 0.56% | | | | |
Canada Government International Bond | | | | |
2.375%, 09/10/2014 | | 110,000 | | 110,809 |
Export Development Canada | | | | |
3.500%, 05/16/2013 | | 240,000 | | 252,707 |
Government of Canada | | | | |
5.000%, 02/15/2012 | | 160,000 | | 170,670 |
5.125%, 01/26/2017 | | 245,000 | | 268,981 |
5.200%, 02/21/2017 | | 200,000 | | 220,285 |
6.500%, 01/15/2026 | | 260,000 | | 304,547 |
7.500%, 07/15/2023 to 09/15/2029 | | 605,000 | | 774,951 |
Hydro-Quebec | | | | |
6.300%, 05/11/2011 | | 400,000 | | 425,895 |
8.400%, 01/15/2022 | | 50,000 | | 65,374 |
Province of Ontario | | | | |
4.500%, 02/03/2015 | | 500,000 | | 537,755 |
Province of Saskatchewan | | | | |
8.000%, 02/01/2013 | | 115,000 | | 135,055 |
| | | |
|
| | | | 3,267,029 |
Israel - 0.07% | | | | |
Government of Israel | | | | |
5.125%, 03/26/2019 | | 210,000 | | 217,885 |
5.500%, 09/18/2023 | | 195,000 | | 215,801 |
| | | |
|
| | | | 433,686 |
Italy - 0.16% | | | | |
Republic of Italy | | | | |
6.875%, 09/27/2023 | | 815,000 | | 942,936 |
Japan - 0.04% | | | | |
Development Bank of Japan | | | | |
5.125%, 02/01/2017 | | 100,000 | | 109,806 |
Japan Finance Corp. Municipal Enterprises | | | | |
4.625%, 04/21/2015 | | 100,000 | | 108,254 |
| | | |
|
| | | | 218,060 |
Mexico - 0.21% | | | | |
Government of Mexico | | | | |
5.950%, 03/19/2019 | | 1,111,000 | | 1,188,770 |
Norway - 0.04% | | | | |
Eksportfinans AS | | | | |
5.500%, 06/26/2017 | | 200,000 | | 218,663 |
| | |
The accompanying notes are an integral part of the financial statements. | 248 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (continued) | | | | |
Peru - 0.10% | | | | |
Republic of Peru | | | | |
7.125%, 03/30/2019 | $ | 490,000 | $ | 568,400 |
Sweden - 0.10% | | | | |
Svensk Exportkredit AB | | | | |
3.250%, 09/16/2014 | | 400,000 | | 409,451 |
4.875%, 09/29/2011 | | 165,000 | | 174,959 |
| | | |
|
| | | | 584,410 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $9,124,556) | | | $ | 9,369,370 |
|
|
CORPORATE BONDS - 19.53% | | | | |
Aerospace & Defense - 0.33% | | | | |
Boeing Company | | | | |
8.750%, 09/15/2031 | | 275,000 | | 364,520 |
General Dynamics Corp. | | | | |
5.250%, 02/01/2014 | | 265,000 | | 293,641 |
Lockheed Martin Corp., Series B | | | | |
6.150%, 09/01/2036 | | 250,000 | | 267,786 |
Northrop Grumman Systems Corp. | | | | |
7.750%, 03/01/2016 | | 225,000 | | 271,269 |
United Technologies Corp. | | | | |
5.375%, 12/15/2017 | | 285,000 | | 311,326 |
6.125%, 02/01/2019 | | 350,000 | | 394,902 |
| | | |
|
| | | | 1,903,444 |
Agriculture - 0.19% | | | | |
Altria Group, Inc. | | | | |
8.500%, 11/10/2013 | | 255,000 | | 299,541 |
Archer-Daniels-Midland Company | | | | |
7.000%, 02/01/2031 | | 150,000 | | 174,042 |
Cargill, Inc. | | | | |
7.350%, 03/06/2019 (S) | | 250,000 | | 292,390 |
Philip Morris International, Inc. | | | | |
6.875%, 03/17/2014 | | 270,000 | | 311,291 |
| | | |
|
| | | | 1,077,264 |
Auto Manufacturers - 0.05% | | | | |
Daimler Finance North America LLC | | | | |
5.875%, 03/15/2011 | | 285,000 | | 296,844 |
Banks - 2.16% | | | | |
American Express Bank FSB | | | | |
3.150%, 12/09/2011 | | 205,000 | | 213,198 |
6.000%, 09/13/2017 | | 405,000 | | 429,217 |
Bank One Corp. | | | | |
7.875%, 08/01/2010 | | 485,000 | | 499,570 |
Barclays Bank PLC | | | | |
5.125%, 01/08/2020 | | 340,000 | | 333,842 |
5.450%, 09/12/2012 | | 290,000 | | 314,566 |
BB&T Corp. | | | | |
5.200%, 12/23/2015 | | 290,000 | | 303,723 |
Deutsche Bank AG | | | | |
3.875%, 08/18/2014 | | 380,000 | | 391,422 |
4.875%, 05/20/2013 | | 575,000 | | 618,270 |
Dresdner Bank AG | | | | |
7.250%, 09/15/2015 | | 220,000 | | 234,542 |
FleetBoston Financial Corp. | | | | |
6.700%, 07/15/2028 | | 317,000 | | 316,254 |
Keycorp | | | | |
6.500%, 05/14/2013 | | 305,000 | | 325,214 |
Kreditanstalt fuer Wiederaufbau | | | | |
3.250%, 03/15/2013 | | 780,000 | | 816,277 |
4.375%, 03/15/2018 | | 1,040,000 | | 1,091,856 |
5.125%, 03/14/2016 | | 450,000 | | 500,709 |
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Banks (continued) | | | | |
Landwirtschaftliche Rentenbank | | | | |
3.875%, 03/15/2010 | $ | 360,000 | $ | 360,194 |
5.125%, 02/01/2017 | | 210,000 | | 231,540 |
Oesterreichische Kontrollbank AG | | | | |
2.875%, 03/15/2011 | | 190,000 | | 195,038 |
4.875%, 02/16/2016 | | 329,000 | | 351,945 |
Royal Bank of Scotland Group PLC | | | | |
5.000%, 11/12/2013 | | 300,000 | | 280,642 |
SunTrust Banks, Inc. | | | | |
6.000%, 09/11/2017 | | 290,000 | | 294,496 |
Union Bank NA | | | | |
5.950%, 05/11/2016 | | 250,000 | | 264,283 |
US Bank NA, BKNT | | | | |
6.375%, 08/01/2011 | | 200,000 | | 214,486 |
Wells Fargo & Company | | | | |
3.000%, 12/09/2011 | | 350,000 | | 363,015 |
3.750%, 10/01/2014 | | 1,100,000 | | 1,113,268 |
5.000%, 11/15/2014 | | 290,000 | | 303,587 |
5.625%, 12/11/2017 | | 515,000 | | 542,595 |
6.375%, 08/01/2011 | | 590,000 | | 627,944 |
Wells Fargo Bank NA | | | | |
5.950%, 08/26/2036 | | 485,000 | | 460,280 |
6.450%, 02/01/2011 | | 500,000 | | 528,430 |
| | | |
|
| | | | 12,520,403 |
Beverages - 0.45% | | | | |
Anheuser-Busch InBev Worldwide, Inc. | | | | |
6.875%, 11/15/2019 (S) | | 300,000 | | 345,532 |
7.750%, 01/15/2019 (S) | | 290,000 | | 349,071 |
Bottling Group LLC | | | | |
5.125%, 01/15/2019 | | 290,000 | | 305,066 |
Brown-Forman Corp. | | | | |
5.000%, 02/01/2014 | | 290,000 | | 316,266 |
Coca-Cola Enterprises, Inc. | | | | |
8.500%, 02/01/2022 | | 255,000 | | 334,629 |
Diageo Capital PLC | | | | |
7.375%, 01/15/2014 | | 240,000 | | 282,621 |
PepsiCo, Inc. | | | | |
5.500%, 01/15/2040 | | 230,000 | | 233,415 |
7.900%, 11/01/2018 | | 195,000 | | 243,871 |
SABMiller PLC | | | | |
6.500%, 07/15/2018 (S) | | 200,000 | | 222,605 |
| | | |
|
| | | | 2,633,076 |
Biotechnology - 0.03% | | | | |
Amgen, Inc. | | | | |
5.700%, 02/01/2019 | | 145,000 | | 157,430 |
Building Materials - 0.02% | | | | |
CRH America, Inc. | | | | |
8.125%, 07/15/2018 | | 100,000 | | 118,215 |
Chemicals - 0.26% | | | | |
Agrium, Inc. | | | | |
6.750%, 01/15/2019 | | 250,000 | | 279,620 |
E.I. Du Pont de Nemours & Company | | | | |
5.750%, 03/15/2019 | | 260,000 | | 284,103 |
5.875%, 01/15/2014 | | 265,000 | | 297,194 |
Potash Corp. of Saskatchewan, Inc. | | | | |
4.875%, 03/30/2020 | | 60,000 | | 60,149 |
The Dow Chemical Company | | | | |
5.700%, 05/15/2018 | | 140,000 | | 145,465 |
5.900%, 02/15/2015 | | 150,000 | | 162,401 |
9.400%, 05/15/2039 | | 130,000 | | 172,421 |
| | |
The accompanying notes are an integral part of the financial statements. | 249 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Chemicals (continued) | | | | |
The Sherwin-Williams Company | | | | |
3.125%, 12/15/2014 | $ | 110,000 | $ | 110,880 |
| | | |
|
| | | | 1,512,233 |
Computers - 0.27% | | | | |
Dell, Inc. | | | | |
4.700%, 04/15/2013 | | 225,000 | | 242,441 |
Hewlett-Packard Company | | | | |
4.750%, 06/02/2014 | | 240,000 | | 260,211 |
International Business Machines Corp. | | | | |
5.600%, 11/30/2039 | | 300,000 | | 309,257 |
6.500%, 10/15/2013 | | 665,000 | | 767,335 |
| | | |
|
| | | | 1,579,244 |
Cosmetics & Personal Care - 0.06% | | | | |
The Procter & Gamble Company | | | | |
4.600%, 01/15/2014 | | 345,000 | | 373,025 |
Diversified Financial Services - 4.69% | | | | |
American Express Credit Company, Series C | | | |
7.300%, 08/20/2013 | | 240,000 | | 270,985 |
Bank of America Corp. | | | | |
2.100%, 04/30/2012 | | 540,000 | | 551,524 |
3.125%, 06/15/2012 | | 350,000 | | 365,272 |
5.420%, 03/15/2017 | | 300,000 | | 293,303 |
6.500%, 08/01/2016 | | 200,000 | | 214,992 |
Bear Stearns Companies LLC | | | | |
7.250%, 02/01/2018 | | 635,000 | | 736,561 |
BP Capital Markets PLC | | | | |
5.250%, 11/07/2013 | | 220,000 | | 243,048 |
Capital One Bank USA NA | | | | |
8.800%, 07/15/2019 | | 350,000 | | 420,588 |
Capital One Financial Corp. | | | | |
7.375%, 05/23/2014 | | 290,000 | | 332,439 |
Capital One Financial Corp., MTN | | | | |
5.700%, 09/15/2011 | | 250,000 | | 262,791 |
Caterpillar Financial Services Corp. | | | | |
6.125%, 02/17/2014 | | 260,000 | | 293,484 |
Citigroup Funding Inc | | | | |
1.875%, 11/15/2012 | | 205,000 | | 207,000 |
Citigroup, Inc. | | | | |
2.125%, 04/30/2012 | | 560,000 | | 571,766 |
2.875%, 12/09/2011 | | 210,000 | | 217,275 |
5.500%, 04/11/2013 | | 345,000 | | 361,127 |
5.875%, 02/22/2033 to 05/29/2037 | | 825,000 | | 701,394 |
6.125%, 11/21/2017 | | 833,000 | | 842,617 |
8.500%, 05/22/2019 | | 190,000 | | 219,252 |
Credit Suisse AG | | | | |
5.400%, 01/14/2020 | | 230,000 | | 231,002 |
Credit Suisse First Boston USA, Inc. | | | | |
4.875%, 01/15/2015 | | 345,000 | | 368,624 |
6.500%, 01/15/2012 | | 510,000 | | 555,251 |
Credit Suisse Guernsey, Ltd. | | | | |
5.860%, 12/31/2049 (P) | | 290,000 | | 252,268 |
Discover Financial Services | | | | |
10.250%, 07/15/2019 | | 300,000 | | 354,997 |
General Electric Capital Corp. | | | | |
2.200%, 06/08/2012 | | 290,000 | | 296,498 |
3.000%, 12/09/2011 | | 350,000 | | 363,141 |
5.625%, 09/15/2017 | | 950,000 | | 994,425 |
6.750%, 03/15/2032 | | 635,000 | | 653,435 |
6.875%, 01/10/2039 | | 290,000 | | 302,889 |
General Electric Capital Corp., MTN | | | | |
6.000%, 08/07/2019 | | 150,000 | | 156,938 |
General Electric Capital Corp., Series A | | | | |
6.125%, 02/22/2011 | | 810,000 | | 852,202 |
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | | |
Goldman Sachs Group, Inc. | | | | |
3.250%, 06/15/2012 | $ | 315,000 | $ | 329,775 |
6.125%, 02/15/2033 | | 345,000 | | 339,353 |
Harley-Davidson Funding Corp. | | | | |
5.750%, 12/15/2014 (S) | | 200,000 | | 208,079 |
HSBC Finance Corp. | | | | |
8.000%, 07/15/2010 | | 610,000 | | 625,880 |
HSBC Holdings PLC | | | | |
6.500%, 09/15/2037 | | 580,000 | | 595,057 |
John Deere Capital Corp. | | | | |
4.950%, 12/17/2012 | | 480,000 | | 522,783 |
5.250%, 10/01/2012 | | 280,000 | | 305,211 |
JPMorgan Chase & Company | | | | |
3.125%, 12/01/2011 | | 350,000 | | 363,811 |
4.750%, 05/01/2013 | | 350,000 | | 375,843 |
6.400%, 05/15/2038 | | 845,000 | | 913,650 |
6.750%, 02/01/2011 | | 428,000 | | 450,447 |
MBNA Corp. | | | | |
5.000%, 06/15/2015 | | 400,000 | | 404,446 |
Merrill Lynch & Company, Inc. | | | | |
5.450%, 07/15/2014 | | 575,000 | | 600,504 |
6.875%, 04/25/2018 to 11/15/2018 | | 585,000 | | 613,712 |
7.750%, 05/14/2038 | | 345,000 | | 368,400 |
Morgan Stanley | | | | |
2.250%, 03/13/2012 | | 200,000 | | 204,605 |
3.250%, 12/01/2011 | | 350,000 | | 364,567 |
5.950%, 12/28/2017 | | 560,000 | | 577,198 |
6.750%, 04/15/2011 | | 550,000 | | 581,073 |
7.300%, 05/13/2019 | | 490,000 | | 541,800 |
Morgan Stanley, Series F | | | | |
6.625%, 04/01/2018 | | 520,000 | | 553,271 |
PNC Funding Corp. | | | | |
2.300%, 06/22/2012 | | 345,000 | | 353,509 |
4.250%, 09/21/2015 | | 130,000 | | 132,799 |
5.625%, 02/01/2017 | | 200,000 | | 207,289 |
6.700%, 06/10/2019 | | 190,000 | | 213,816 |
State Street Corp. | | | | |
2.150%, 04/30/2012 | | 215,000 | | 219,585 |
The Bank of New York Mellon Corp. | | | | |
4.500%, 04/01/2013 | | 435,000 | | 465,742 |
6.375%, 04/01/2012 | | 75,000 | | 81,221 |
The Goldman Sachs Capital II | | | | |
5.793%, 12/29/2049 (P) | | 210,000 | | 167,475 |
The Goldman Sachs Group, Inc. | | | | |
5.500%, 11/15/2014 | | 690,000 | | 741,851 |
6.150%, 04/01/2018 | | 515,000 | | 544,000 |
6.875%, 01/15/2011 | | 515,000 | | 541,179 |
7.500%, 02/15/2019 | | 360,000 | | 412,018 |
Toyota Motor Credit Corp. | | | | |
5.450%, 05/18/2011 | | 240,000 | | 252,189 |
UBS AG | | | | |
5.750%, 04/25/2018 | | 520,000 | | 536,388 |
| | | |
|
| | | | 27,195,614 |
Electric - 1.58% | | | | |
Carolina Power & Light Company | | | | |
5.300%, 01/15/2019 | | 145,000 | | 153,472 |
Consolidated Edison Company of New | | | | |
York, Inc. | | | | |
7.125%, 12/01/2018 | | 265,000 | | 313,899 |
Constellation Energy Group, Inc. | | | | |
7.600%, 04/01/2032 | | 58,000 | | 65,939 |
Dominion Resources, Inc. | | | | |
5.000%, 03/15/2013 | | 262,000 | | 280,454 |
5.200%, 08/15/2019 | | 310,000 | | 317,124 |
| | |
The accompanying notes are an integral part of the financial statements. | 250 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Electric (continued) | | | | |
DTE Energy Company | | | | |
6.350%, 06/01/2016 | $ | 215,000 | $ | 234,678 |
Duke Energy Carolinas LLC | | | | |
5.625%, 11/30/2012 | | 300,000 | | 331,267 |
6.000%, 01/15/2038 | | 140,000 | | 147,231 |
7.000%, 11/15/2018 | | 270,000 | | 320,417 |
E.ON International Finance BV | | | | |
5.800%, 04/30/2018 (S) | | 385,000 | | 420,401 |
Enel Finance International SA | | | | |
5.125%, 10/07/2019 (S) | | 300,000 | | 300,707 |
6.000%, 10/07/2039 (S) | | 100,000 | | 96,902 |
6.250%, 09/15/2017 (S) | | 144,000 | | 157,991 |
Entergy Texas, Inc. | | | | |
7.125%, 02/01/2019 | | 135,000 | | 152,897 |
Exelon Generation Company LLC | | | | |
6.250%, 10/01/2039 | | 100,000 | | 102,314 |
FirstEnergy Corp. | | | | |
6.450%, 11/15/2011 | | 6,000 | | 6,411 |
7.375%, 11/15/2031 | | 250,000 | | 270,327 |
Firstenergy Solutions Corp. | | | | |
6.050%, 08/15/2021 | | 150,000 | | 154,582 |
Florida Power & Light Company | | | | |
5.650%, 02/01/2037 | | 200,000 | | 200,540 |
FPL Group Capital, Inc. | | | | |
7.875%, 12/15/2015 | | 265,000 | | 323,759 |
Georgia Power Company | | | | |
4.250%, 12/01/2019 | | 130,000 | | 128,532 |
5.950%, 02/01/2039 | | 265,000 | | 278,977 |
Indiana Michigan Power Company | | | | |
6.050%, 03/15/2037 | | 295,000 | | 299,732 |
Israel Electric Corp., Ltd. | | | | |
7.250%, 01/15/2019 (S) | | 170,000 | | 184,516 |
Midamerican Energy Holdings Company | | | | |
8.480%, 09/15/2028 | | 365,000 | | 459,212 |
Oncor Electric Delivery Company | | | | |
7.500%, 09/01/2038 | | 140,000 | | 166,763 |
Pacific Gas & Electric Company | | | | |
6.050%, 03/01/2034 | | 170,000 | | 177,045 |
6.250%, 12/01/2013 | | 355,000 | | 400,646 |
Pacificorp | | | | |
6.000%, 01/15/2039 | | 290,000 | | 307,348 |
Pennsylvania Electric Company | | | | |
5.200%, 04/01/2020 | | 200,000 | | 201,662 |
6.150%, 10/01/2038 | | 150,000 | | 150,393 |
Progress Energy, Inc. | | | | |
7.050%, 03/15/2019 | | 350,000 | | 395,038 |
7.100%, 03/01/2011 | | 146,000 | | 154,016 |
Public Service Electric & Gas Company | | | | |
6.330%, 11/01/2013 | | 355,000 | | 406,006 |
San Diego Gas & Electric | | | | |
Company, Series FFF | | | | |
6.125%, 09/15/2037 | | 160,000 | | 173,377 |
Scottish Power, Ltd. | | | | |
4.910%, 03/15/2010 | | 130,000 | | 130,108 |
Southern California Edison | | | | |
Company, Series 05-E | | | | |
5.350%, 07/15/2035 | | 345,000 | | 336,560 |
Southwestern Public Service | | | | |
Company, Series G | | | | |
8.750%, 12/01/2018 | | 155,000 | | 193,336 |
Wisconsin Electric Power Company | | | | |
6.000%, 04/01/2014 | | 230,000 | | 259,656 |
| | | |
|
| | | | 9,154,235 |
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Electrical Components & Equipment - 0.04% | | | |
Emerson Electric Company | | | | |
4.875%, 10/15/2019 | $ | 215,000 | $ | 226,549 |
Environmental Control - 0.07% | | | | |
Allied Waste North America, Inc. | | | | |
6.875%, 06/01/2017 | | 200,000 | | 216,000 |
Waste Management, Inc. | | | | |
6.125%, 11/30/2039 | | 160,000 | | 162,067 |
| | | |
|
| | | | 378,067 |
Food - 0.59% | | | | |
ConAgra Foods, Inc. | | | | |
5.819%, 06/15/2017 | | 25,000 | | 26,820 |
9.750%, 03/01/2021 | | 140,000 | | 184,628 |
General Mills, Inc. | | | | |
5.650%, 02/15/2019 | | 215,000 | | 231,567 |
Kellogg Company | | | | |
4.150%, 11/15/2019 | | 100,000 | | 98,660 |
Kraft Foods, Inc. | | | | |
4.125%, 02/09/2016 | | 760,000 | | 774,134 |
6.750%, 02/19/2014 | | 470,000 | | 533,807 |
6.875%, 02/01/2038 | | 120,000 | | 130,679 |
Ralcorp Holdings, Inc. | | | | |
6.625%, 08/15/2039 (S) | | 210,000 | | 207,710 |
Safeway, Inc. | | | | |
6.350%, 08/15/2017 | | 155,000 | | 173,073 |
Sysco Corp. | | | | |
5.375%, 03/17/2019 | | 150,000 | | 162,899 |
Tate & Lyle International Finance PLC | | | | |
5.000%, 11/15/2014 (S) | | 260,000 | | 268,851 |
Tesco PLC | | | | |
6.150%, 11/15/2037 (S) | | 82,000 | | 87,458 |
The Kroger Company | | | | |
3.900%, 10/01/2015 | | 100,000 | | 101,930 |
6.400%, 08/15/2017 | | 210,000 | | 235,196 |
Unilever Capital Corp. | | | | |
7.125%, 11/01/2010 | | 200,000 | | 208,955 |
| | | |
|
| | | | 3,426,367 |
Forest Products & Paper - 0.02% | | | | |
International Paper Company | | | | |
8.700%, 06/15/2038 | | 100,000 | | 123,708 |
Gas - 0.06% | | | | |
KeySpan Corp. | | | | |
8.000%, 11/15/2030 | | 265,000 | | 326,226 |
Hand & Machine Tools - 0.07% | | | | |
Snap-On, Inc. | | | | |
6.125%, 09/01/2021 | | 210,000 | | 224,025 |
The Stanley Works | | | | |
6.150%, 10/01/2013 | | 170,000 | | 190,015 |
| | | |
|
| | | | 414,040 |
Healthcare Products - 0.15% | | | | |
Baxter International, Inc. | | | | |
5.900%, 09/01/2016 | | 145,000 | | 163,890 |
Covidien International Finance SA | | | | |
6.000%, 10/15/2017 | | 287,000 | | 316,957 |
Johnson & Johnson | | | | |
5.850%, 07/15/2038 | | 245,000 | | 266,162 |
St. Jude Medical, Inc. | | | | |
4.875%, 07/15/2019 | | 100,000 | | 103,843 |
| | | |
|
| | | | 850,852 |
Healthcare Services - 0.18% | | | | |
Aetna, Inc. | | | | |
6.000%, 06/15/2016 | | 290,000 | | 319,842 |
| | |
The accompanying notes are an integral part of the financial statements. | 251 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Healthcare Services (continued) | | | | |
Howard Hughes Medical Institute | | | | |
3.450%, 09/01/2014 | $ | 210,000 | $ | 217,616 |
Quest Diagnostics, Inc. | | | | |
5.450%, 11/01/2015 | | 90,000 | | 98,513 |
Roche Holdings, Inc. | | | | |
6.000%, 03/01/2019 (S) | | 200,000 | | 221,211 |
UnitedHealth Group, Inc. | | | | |
4.875%, 03/15/2015 | | 31,000 | | 32,750 |
5.800%, 03/15/2036 | | 50,000 | | 48,180 |
WellPoint, Inc. | | | | |
6.375%, 06/15/2037 | | 120,000 | | 126,324 |
| | | |
|
| | | | 1,064,436 |
Home Builders - 0.02% | | | | |
Toll Brothers Finance Corp. | | | | |
6.750%, 11/01/2019 | | 100,000 | | 100,968 |
Household Products - 0.10% | | | | |
Clorox Company | | | | |
5.950%, 10/15/2017 | | 260,000 | | 287,323 |
Kimberly-Clark Corp. | | | | |
7.500%, 11/01/2018 | | 240,000 | | 296,203 |
| | | |
|
| | | | 583,526 |
Insurance - 0.77% | | | | |
AEGON Funding Company LLC | | | | |
5.750%, 12/15/2020 | | 145,000 | | 141,373 |
Allied World Assurance Holdings, Ltd. | | | | |
7.500%, 08/01/2016 | | 320,000 | | 347,995 |
AON Corp. | | | | |
8.205%, 01/01/2027 | | 210,000 | | 219,408 |
AXA SA | | | | |
8.600%, 12/15/2030 | | 140,000 | | 167,448 |
Berkshire Hathaway Finance Corp. | | | | |
5.400%, 05/15/2018 | | 290,000 | | 309,924 |
Berkshire Hathaway, Inc. | | | | |
3.200%, 02/11/2015 | | 420,000 | | 424,145 |
Chubb Corp. | | | | |
5.750%, 05/15/2018 | | 100,000 | | 108,992 |
CNA Financial Corp. | | | | |
7.350%, 11/15/2019 | | 210,000 | | 219,741 |
Hartford Financial Services Group, Inc. | | | | |
5.950%, 10/15/2036 | | 135,000 | | 120,505 |
Lincoln National Corp. | | | | |
5.650%, 08/27/2012 | | 145,000 | | 155,859 |
7.000%, 05/17/2066 (P) | | 30,000 | | 25,614 |
Marsh & McLennan Companies, Inc. | | | | |
5.750%, 09/15/2015 | | 290,000 | | 311,557 |
MetLife, Inc. | | | | |
6.817%, 08/15/2018 | | 395,000 | | 435,113 |
Prudential Financial, Inc. | | | | |
3.875%, 01/14/2015 | | 110,000 | | 111,272 |
4.750%, 04/01/2014 | | 290,000 | | 303,594 |
Prudential Financial, Inc., MTN | | | | |
4.750%, 09/17/2015 | | 200,000 | | 206,827 |
The Allstate Corp. | | | | |
5.950%, 04/01/2036 | | 270,000 | | 273,868 |
The Travelers Companies, Inc. | | | | |
5.500%, 12/01/2015 | | 190,000 | | 209,856 |
5.900%, 06/02/2019 | | 190,000 | | 208,529 |
Willis North America, Inc. | | | | |
7.000%, 09/29/2019 | | 150,000 | | 157,571 |
| | | |
|
| | | | 4,459,191 |
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Investment Companies - 0.09% | | | | |
FIH Erhvervsbank A/S | | | | |
2.450%, 08/17/2012 (S) | $ | 210,000 | $ | 213,919 |
Xstrata Finance Canada, Ltd. | | | | |
5.800%, 11/15/2016 (S) | | 290,000 | | 302,326 |
| | | |
|
| | | | 516,245 |
Iron & Steel - 0.08% | | | | |
ArcelorMittal | | | | |
5.375%, 06/01/2013 | | 440,000 | | 467,696 |
Machinery-Diversified - 0.02% | | | | |
Roper Industries, Inc. | | | | |
6.250%, 09/01/2019 | | 100,000 | | 107,479 |
Media - 0.89% | | | | |
British Sky Broadcasting Group PLC | | | | |
9.500%, 11/15/2018 (S) | | 280,000 | | 363,522 |
CBS Corp. | | | | |
8.875%, 05/15/2019 | | 200,000 | | 237,518 |
Comcast Cable Communications | | | | |
8.875%, 05/01/2017 | | 190,000 | | 232,903 |
Comcast Corp. | | | | |
5.700%, 07/01/2019 | | 190,000 | | 200,631 |
6.500%, 11/15/2035 | | 435,000 | | 449,904 |
COX Communications, Inc. | | | | |
9.375%, 01/15/2019 (S) | | 95,000 | | 121,474 |
Discovery Communications LLC | | | | |
5.625%, 08/15/2019 | | 160,000 | | 168,192 |
Grupo Televisa SA | | | | |
6.625%, 01/15/2040 (S) | | 160,000 | | 157,246 |
News America, Inc. | | | | |
6.650%, 11/15/2037 | | 335,000 | | 355,124 |
TCI Communications, Inc. | | | | |
7.125%, 02/15/2028 | | 308,000 | | 331,957 |
The Walt Disney Company | | | | |
5.625%, 09/15/2016 | | 250,000 | | 277,163 |
Time Warner Companies, Inc. | | | | |
7.250%, 10/15/2017 | | 300,000 | | 348,005 |
Time Warner Entertainment Company LP | | | | |
8.375%, 07/15/2033 | | 450,000 | | 548,757 |
Time Warner, Inc. | | | | |
6.750%, 04/15/2011 | | 345,000 | | 364,951 |
7.625%, 04/15/2031 | | 120,000 | | 139,814 |
Viacom, Inc. | | | | |
4.250%, 09/15/2015 | | 100,000 | | 102,763 |
6.250%, 04/30/2016 | | 345,000 | | 385,523 |
7.875%, 07/30/2030 | | 225,000 | | 241,594 |
Vivendi SA | | | | |
5.750%, 04/04/2013 (S) | | 102,000 | | 110,297 |
| | | |
|
| | | | 5,137,338 |
Metal Fabricate/Hardware - 0.03% | | | | |
Commercial Metals Company | | | | |
7.350%, 08/15/2018 | | 140,000 | | 147,266 |
Mining - 0.23% | | | | |
Alcoa, Inc. | | | | |
5.720%, 02/23/2019 | | 20,000 | | 18,203 |
6.750%, 07/15/2018 | | 325,000 | | 326,199 |
Rio Tinto Alcan, Inc. | | | | |
6.125%, 12/15/2033 | | 240,000 | | 242,834 |
Rio Tinto Finance USA, Ltd. | | | | |
6.500%, 07/15/2018 | | 110,000 | | 124,021 |
Vale Overseas, Ltd. | | | | |
6.250%, 01/23/2017 | | 500,000 | | 529,358 |
6.875%, 11/10/2039 | | 110,000 | | 112,037 |
| | | |
|
| | | | 1,352,652 |
| | |
The accompanying notes are an integral part of the financial statements. | 252 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Miscellaneous Manufacturers - 0.29% | | | | |
General Electric Company | | | | |
5.000%, 02/01/2013 | $ | 525,000 | $ | 563,449 |
Harsco Corp. | | | | |
5.750%, 05/15/2018 | | 270,000 | | 271,024 |
Honeywell International, Inc. | | | | |
3.875%, 02/15/2014 | | 220,000 | | 232,186 |
Ingersoll-Rand Global Holding Company, Ltd. | | | |
6.875%, 08/15/2018 | | 270,000 | | 307,728 |
Tyco Electronics Group SA | | | | |
6.550%, 10/01/2017 | | 305,000 | | 335,651 |
| | | |
|
| | | | 1,710,038 |
Office & Business Equipment - 0.07% | | | | |
Pitney Bowes, Inc. | | | | |
6.250%, 03/15/2019 | | 120,000 | | 135,065 |
Xerox Corp. | | | | |
6.750%, 12/15/2039 | | 230,000 | | 243,841 |
| | | |
|
| | | | 378,906 |
Oil & Gas - 1.26% | | | | |
Anadarko Finance Company | | | | |
6.750%, 05/01/2011 | | 360,000 | | 380,656 |
Apache Corp. | | | | |
6.000%, 09/15/2013 | | 200,000 | | 225,238 |
Canadian Natural Resources, Ltd. | | | | |
6.250%, 03/15/2038 | | 200,000 | | 208,129 |
Cenovus Energy, Inc. | | | | |
5.700%, 10/15/2019 (S) | | 100,000 | | 105,498 |
Chevron Corp. | | | | |
4.950%, 03/03/2019 | | 215,000 | | 227,477 |
ConocoPhillips Company | | | | |
5.750%, 02/01/2019 | | 270,000 | | 296,411 |
Devon Financing Corp. | | | | |
6.875%, 09/30/2011 | | 240,000 | | 260,463 |
7.875%, 09/30/2031 | | 120,000 | | 149,386 |
EnCana Corp. | | | | |
6.500%, 08/15/2034 | | 345,000 | | 367,882 |
GlobalSantaFe Corp. | | | | |
5.000%, 02/15/2013 | | 275,000 | | 289,987 |
Hess Corp. | | | | |
8.125%, 02/15/2019 | | 210,000 | | 256,709 |
Kerr-McGee Corp. | | | | |
6.950%, 07/01/2024 | | 300,000 | | 339,828 |
Marathon Oil Corp. | | | | |
6.000%, 10/01/2017 | | 275,000 | | 293,283 |
Nabors Industries, Inc. | | | | |
9.250%, 01/15/2019 | | 290,000 | | 362,457 |
Nexen, Inc. | | | | |
6.200%, 07/30/2019 | | 100,000 | | 108,344 |
Noble Holding International, Ltd. | | | | |
7.375%, 03/15/2014 | | 240,000 | | 277,206 |
Pemex Project Funding Master Trust | | | | |
7.375%, 12/15/2014 | | 180,000 | | 203,444 |
Petro-Canada | | | | |
5.950%, 05/15/2035 | | 190,000 | | 188,023 |
6.050%, 05/15/2018 | | 325,000 | | 351,718 |
Petrobras International Finance Company | | | | |
8.375%, 12/10/2018 | | 415,000 | | 494,015 |
Petroleos Mexicanos | | | | |
4.875%, 03/15/2015 (S) | | 300,000 | | 304,950 |
Shell International Finance BV | | | | |
6.375%, 12/15/2038 | | 265,000 | | 295,803 |
Talisman Energy, Inc. | | | | |
6.250%, 02/01/2038 | | 155,000 | | 155,397 |
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Oil & Gas (continued) | | | | |
Tosco Corp. | | | | |
8.125%, 02/15/2030 | $ | 285,000 | $ | 358,771 |
Total Capital SA | | | | |
3.125%, 10/02/2015 | | 100,000 | | 100,110 |
4.250%, 12/15/2021 | | 230,000 | | 228,031 |
Valero Energy Corp. | | | | |
6.125%, 06/15/2017 | | 275,000 | | 285,232 |
XTO Energy, Inc. | | | | |
5.500%, 06/15/2018 | | 169,000 | | 183,978 |
| | | |
|
| | | | 7,298,426 |
Oil & Gas Services - 0.06% | | | | |
Cameron International Corp. | | | | |
7.000%, 07/15/2038 | | 100,000 | | 112,207 |
Weatherford International, Ltd. | | | | |
5.500%, 02/15/2016 | | 215,000 | | 223,402 |
| | | |
|
| | | | 335,609 |
Pharmaceuticals - 0.57% | | | | |
Abbott Laboratories | | | | |
4.350%, 03/15/2014 | | 350,000 | | 373,583 |
AstraZeneca PLC | | | | |
5.900%, 09/15/2017 | | 300,000 | | 339,818 |
Bristol-Myers Squibb Company | | | | |
6.800%, 11/15/2026 | | 140,000 | | 163,923 |
Eli Lilly & Company | | | | |
7.125%, 06/01/2025 | | 220,000 | | 262,229 |
GlaxoSmithKline Capital, Inc. | | | | |
4.375%, 04/15/2014 | | 370,000 | | 394,430 |
6.375%, 05/15/2038 | | 140,000 | | 156,136 |
Mead Johnson Nutrition Company | | | | |
4.900%, 11/01/2019 (S) | | 100,000 | | 100,683 |
Merck & Company, Inc. | | | | |
5.300%, 12/01/2013 | | 240,000 | | 266,401 |
Novartis Securities Investment, Ltd. | | | | |
5.125%, 02/10/2019 | | 210,000 | | 221,572 |
Pharmacia Corp. | | | | |
6.500%, 12/01/2018 | | 290,000 | | 330,847 |
Wyeth | | | | |
5.500%, 03/15/2013 | | 385,000 | | 425,020 |
6.000%, 02/15/2036 | | 230,000 | | 243,153 |
| | | |
|
| | | | 3,277,795 |
Pipelines - 0.68% | | | | |
Boardwalk Pipelines LP | | | | |
5.750%, 09/15/2019 | | 160,000 | | 167,279 |
CenterPoint Energy Resources Corp. | | | | |
7.875%, 04/01/2013 | | 240,000 | | 276,660 |
DCP Midstream LLC | | | | |
9.700%, 12/01/2013 (S) | | 270,000 | | 324,863 |
9.750%, 03/15/2019 (S) | | 240,000 | | 304,115 |
Enbridge Energy Partners LP | | | | |
9.875%, 03/01/2019 | | 345,000 | | 454,060 |
Energy Transfer Partners LP | | | | |
6.700%, 07/01/2018 | | 250,000 | | 274,354 |
Enterprise Products Operating LLC | | | | |
6.650%, 04/15/2018 | | 110,000 | | 122,057 |
Kinder Morgan Energy Partners LP | | | | |
5.625%, 02/15/2015 | | 110,000 | | 120,067 |
5.850%, 09/15/2012 | | 225,000 | | 242,992 |
6.500%, 09/01/2039 | | 130,000 | | 135,070 |
7.300%, 08/15/2033 | | 30,000 | | 33,060 |
9.000%, 02/01/2019 | | 175,000 | | 220,966 |
Magellan Midstream Partners LP | | | | |
6.550%, 07/15/2019 | | 150,000 | | 166,144 |
| | |
The accompanying notes are an integral part of the financial statements. | 253 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Pipelines (continued) | | | | |
ONEOK Partners LP | | | | |
6.650%, 10/01/2036 | $ | 245,000 | $ | 257,281 |
Plains All American Pipeline LP | | | | |
8.750%, 05/01/2019 | | 190,000 | | 234,879 |
Texas Eastern Transmission LP | | | | |
6.000%, 09/15/2017 (S) | | 70,000 | | 76,964 |
TransCanada PipeLines, Ltd. | | | | |
5.850%, 03/15/2036 | | 200,000 | | 198,936 |
Williams Partners LP | | | | |
5.250%, 03/15/2020 (S) | | 310,000 | | 314,998 |
| | | |
|
| | | | 3,924,745 |
Real Estate - 0.34% | | | | |
Duke Realty LP | | | | |
5.950%, 02/15/2017 | | 72,000 | | 70,786 |
Hospitality Properties Trust | | | | |
7.875%, 08/15/2014 | | 180,000 | | 193,307 |
Kimco Realty Corp. | | | | |
6.875%, 10/01/2019 | | 190,000 | | 203,601 |
ProLogis | | | | |
5.625%, 11/15/2016 | | 60,000 | | 58,422 |
7.625%, 08/15/2014 | | 410,000 | | 445,736 |
Realty Income Corp. | | | | |
5.950%, 09/15/2016 | | 135,000 | | 137,280 |
Simon Property Group LP | | | | |
5.650%, 02/01/2020 | | 350,000 | | 347,877 |
5.875%, 03/01/2017 | | 86,000 | | 89,956 |
WEA Finance LLC | | | | |
7.500%, 06/02/2014 (S) | | 390,000 | | 440,474 |
| | | |
|
| | | | 1,987,439 |
Retail - 0.55% | | | | |
CVS Caremark Corp. | | | | |
6.125%, 08/15/2016 | | 305,000 | | 336,922 |
6.600%, 03/15/2019 | | 300,000 | | 336,628 |
CVS Pass-Through Trust | | | | |
8.353%, 07/10/2031 (S) | | 168,370 | | 194,705 |
Home Depot, Inc. | | | | |
4.625%, 08/15/2010 | | 265,000 | | 269,828 |
5.875%, 12/16/2036 | | 190,000 | | 186,090 |
McDonald’s Corp. | | | | |
5.000%, 02/01/2019 | | 145,000 | | 153,654 |
Target Corp. | | | | |
6.500%, 10/15/2037 | | 220,000 | | 239,688 |
Wal-Mart Stores, Inc. | | | | |
4.125%, 02/01/2019 | | 265,000 | | 265,971 |
6.200%, 04/15/2038 | | 386,000 | | 422,649 |
7.550%, 02/15/2030 | | 300,000 | | 376,040 |
Walgreen Company | | | | |
5.250%, 01/15/2019 | | 290,000 | | 309,897 |
Yum! Brands, Inc. | | | | |
6.250%, 03/15/2018 | | 95,000 | | 104,623 |
| | | |
|
| | | | 3,196,695 |
Savings & Loans - 0.03% | | | | |
US Central Federal Credit Union | | | | |
1.900%, 10/19/2012 | | 200,000 | | 202,282 |
Software - 0.11% | | | | |
Microsoft Corp. | | | | |
2.950%, 06/01/2014 | | 200,000 | | 204,898 |
Oracle Corp. | | | | |
5.750%, 04/15/2018 | | 380,000 | | 418,217 |
| | | |
|
| | | | 623,115 |
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Telecommunications - 1.61% | | | | |
Ameritech Capital Funding Corp. | | | | |
6.875%, 10/15/2027 | $ | 138,000 | $ | 143,399 |
AT&T Corp. | | | | |
8.000%, 11/15/2031 | | 320,000 | | 391,239 |
AT&T, Inc. | | | | |
5.625%, 06/15/2016 | | 200,000 | | 219,715 |
6.300%, 01/15/2038 | | 400,000 | | 407,377 |
6.700%, 11/15/2013 | | 270,000 | | 307,558 |
BellSouth Corp. | | | | |
6.875%, 10/15/2031 | | 405,000 | | 428,299 |
British Telecommunications PLC | | | | |
5.950%, 01/15/2018 | | 160,000 | | 165,640 |
9.625%, 12/15/2030 | | 160,000 | | 203,075 |
CenturyTel, Inc. | | | | |
7.600%, 09/15/2039 | | 140,000 | | 142,826 |
Cisco Systems, Inc. | | | | |
5.250%, 02/22/2011 | | 150,000 | | 156,704 |
5.900%, 02/15/2039 | | 250,000 | | 256,321 |
Deutsche Telekom International Finance BV | | | | |
8.750%, 06/15/2030 | | 365,000 | | 462,596 |
France Telecom SA | | | | |
8.500%, 03/01/2031 | | 290,000 | | 384,351 |
New Cingular Wireless Services, Inc. | | | | |
7.875%, 03/01/2011 | | 290,000 | | 310,122 |
Rogers Cable, Inc. | | | | |
7.875%, 05/01/2012 | | 265,000 | | 297,361 |
Telecom Italia Capital SA | | | | |
5.250%, 11/15/2013 | | 460,000 | | 488,161 |
7.721%, 06/04/2038 | | 200,000 | | 222,146 |
Telefonica Europe BV | | | | |
8.250%, 09/15/2030 | | 325,000 | | 402,650 |
Telefonos de Mexico SAB de CV | | | | |
5.500%, 11/15/2019 (S) | | 210,000 | | 212,452 |
Verizon Communications, Inc. | | | | |
5.250%, 04/15/2013 | | 275,000 | | 300,377 |
6.100%, 04/15/2018 | | 435,000 | | 476,506 |
6.900%, 04/15/2038 | | 510,000 | | 566,709 |
Verizon Global Funding Corp. | | | | |
7.250%, 12/01/2010 | | 435,000 | | 456,705 |
7.375%, 09/01/2012 | | 250,000 | | 284,401 |
Verizon Wireless Capital LLC | | | | |
7.375%, 11/15/2013 | | 330,000 | | 383,061 |
Vodafone Group PLC | | | | |
3.375%, 11/24/2015 | | 520,000 | | 512,045 |
5.375%, 01/30/2015 | | 515,000 | | 558,354 |
5.450%, 06/10/2019 | | 205,000 | | 213,877 |
| | | |
|
| | | | 9,354,027 |
Tobacco - 0.09% | | | | |
Altria Group, Inc. | | | | |
9.250%, 08/06/2019 | | 425,000 | | 526,428 |
Transportation - 0.34% | | | | |
Burlington Northern Santa Fe Corp. | | | | |
4.700%, 10/01/2019 | | 160,000 | | 160,361 |
7.000%, 02/01/2014 | | 350,000 | | 404,629 |
Canadian National Railway Company | | | | |
6.375%, 10/15/2011 | | 135,000 | | 146,387 |
CSX Corp. | | | | |
6.250%, 04/01/2015 | | 205,000 | | 229,745 |
7.375%, 02/01/2019 | | 290,000 | | 339,249 |
FedEx Corp. | | | | |
8.000%, 01/15/2019 | | 145,000 | | 178,884 |
Norfolk Southern Corp. | | | | |
7.050%, 05/01/2037 | | 200,000 | | 233,653 |
| | |
The accompanying notes are an integral part of the financial statements. | 254 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
| | |
|
CORPORATE BONDS (continued) | | | | |
Transportation (continued) | | | | |
Union Pacific Corp. | | | | |
6.625%, 02/01/2029 | $ | 260,000 | $ | 281,229 |
| | | |
|
| | | | 1,974,137 |
Trucking&Leasing - 0.03% | | | | |
GATX Corp. | | | | |
4.750%, 05/15/2015 | | 170,000 | | 170,397 |
|
TOTAL CORPORATE BONDS (Cost $105,315,954) | | $ | 113,163,672 |
|
|
MUNICIPAL BONDS - 0.34% | | | | |
California - 0.07% | | | | |
State of California | | | | |
7.500%, 04/01/2034 | | 200,000 | | 196,484 |
University of California | | | | |
5.770%, 05/15/2043 | | 220,000 | | 215,545 |
| | | |
|
| | | | 412,029 |
District of Columbia - 0.02% | | | | |
Metropolitan Washington Airports Authority | | | |
7.462%, 10/01/2046 | | 100,000 | | 106,274 |
Illinois - 0.04% | | | | |
State of Illinois | | | | |
5.100%, 06/01/2033 | | 285,000 | | 240,181 |
Maryland - 0.04% | | | | |
Maryland State Transportation Authority | | | | |
5.888%, 07/01/2043 | | 230,000 | | 237,804 |
New York - 0.07% | | | | |
New York State Dormitory Authority | | | | |
5.628%, 03/15/2039 | | 210,000 | | 207,043 |
New York State Urban Development Corp. | | | |
5.770%, 03/15/2039 | | 200,000 | | 202,070 |
| | | |
|
| | | | 409,113 |
North Carolina - 0.03% | | | | |
North Carolina Turnkpike Authority | | | | |
6.700%, 01/01/2039 | | 170,000 | | 177,585 |
Texas - 0.03% | | | | |
State of Texas | | | | |
5.517%, 04/01/2039 | | 160,000 | | 164,630 |
Utah - 0.02% | | | | |
State of Utah | | | | |
4.554%, 07/01/2024 | | 100,000 | | 101,407 |
Washington - 0.02% | | | | |
State of Washington | | | | |
5.481%, 08/01/2039 | | 100,000 | | 100,888 |
|
TOTAL MUNICIPAL BONDS (Cost $1,955,463) | | $ | 1,949,911 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 3.61% | | | | |
Banc of America Commercial Mortgage, Inc. | | | |
Series 2004-4, Class A3, | | | | |
4.128%, 07/10/2042 | | 116,233 | | 116,255 |
Series 2006-5, Class A3, | | | | |
5.390%, 09/10/2047 | | 320,000 | | 327,513 |
Series 2006-4, Class A4, | | | | |
5.634%, 07/10/2046 | | 410,000 | | 411,149 |
Series 2006-3, Class A4, | | | | |
5.889%, 07/10/2044 (P) | | 700,000 | | 664,481 |
Bear Stearns Commercial Mortgage Securities, | | | |
Series 2005-T20, Class A3 | | | | |
5.149%, 10/12/2042 (P) | | 610,000 | | 634,238 |
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Bear Stearns Commercial Mortgage Securities, | | | |
Series 2006-PW12, Class A4 | | | | |
5.719%, 09/11/2038 (P) | $ | 260,000 | $ | 271,520 |
Citigroup/Deutsche Bank Commercial | | | | |
Mortgage Trust, Series 2006-CD3, Class A5 | | | |
5.617%, 10/15/2048 | | 760,000 | | 775,119 |
CS First Boston Mortgage Securities Corp, | | | |
Series 2005-C3, Class A3 | | | | |
4.645%, 07/15/2037 | | 340,000 | | 348,737 |
GE Capital Commercial Mortgage Corp. | | | | |
Series 2005-C1, Class A2, | | | | |
4.353%, 06/10/2048 | | 498,648 | | 504,493 |
Series 2004-C3, Class A2, | | | | |
4.433%, 07/10/2039 | | 201,668 | | 203,777 |
Series 2005-C1, Class A3, | | | | |
4.578%, 06/10/2048 | | 540,000 | | 540,586 |
GMAC Commercial Mortgage Securities, Inc., | | | |
Series 2003-C3, Class A4 | | | | |
5.023%, 04/10/2040 | | 1,020,000 | | 1,068,996 |
GS Mortgage Securities Corp. II, | | | | |
Series 2007-GG10, Class A4 | | | | |
5.805%, 08/10/2045 (P) | | 1,105,000 | | 984,546 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp. | | | | |
Series 2005-LDP2, Class A4, | | | | |
4.738%, 07/15/2042 | | 940,000 | | 945,331 |
Series 2004-CBX, Class A6, | | | | |
4.899%, 01/12/2037 | | 540,000 | | 531,820 |
Series 2005-LDP4, Class A4, | | | | |
4.918%, 10/15/2042 (P) | | 420,000 | | 425,968 |
Series 2005-LDP5, Class A4, | | | | |
5.179%, 12/15/2044 (P) | | 275,000 | | 283,497 |
Series 2005-CB11, Class A3, | | | | |
5.197%, 08/12/2037 | | 380,000 | | 391,408 |
Series 2005-CB13, Class A3A1, | | | | |
5.280%, 01/12/2043 (P) | | 440,000 | | 452,510 |
Series 2006-LDP8, Class AM, | | | | |
5.440%, 05/15/2045 | | 210,000 | | 164,789 |
Series 2006-CB14, Class A3A, | | | | |
5.491%, 12/12/2044 (P)(S) | | 920,000 | | 941,210 |
LB-UBS Commercial Mortgage Trust | | | | |
Series 2005-C1, Class A2, | | | | |
4.310%, 02/15/2030 | | 356,157 | | 357,349 |
Series 2006-C7, Class A3, | | | | |
5.347%, 11/15/2038 | | 968,000 | | 965,478 |
Series 2006-C3, Class A4, | | | | |
5.661%, 03/15/2039 (P) | | 380,000 | | 382,263 |
Merrill Lynch Mortgage Trust, | | | | |
Series 2008-C1, Class A4 | | | | |
5.690%, 02/12/2051 | | 145,000 | | 133,198 |
Merrill Lynch/Countrywide Commercial | | | | |
Mortgage Trust, Series 2007-8, Class A2 | | | |
5.920%, 08/12/2049 (P) | | 1,080,000 | | 1,130,212 |
Morgan Stanley Capital I | | | | |
Series 2004-HQ3, Class A4, | | | | |
4.800%, 01/13/2041 | | 870,000 | | 892,424 |
Series 2005-HQ6, Class A2A, | | | | |
4.882%, 08/13/2042 | | 980,000 | | 986,488 |
Series 2006-T21, Class A2, | | | | |
5.090%, 10/12/2052 | | 415,000 | | 418,477 |
Series 2007-T25, Class A3, | | | | |
5.514%, 11/12/2049 (P) | | 1,295,000 | | 1,302,841 |
Series 2007-T27, Class A4, | | | | |
5.649%, 06/11/2042 (P) | | 1,630,000 | | 1,655,857 |
| | |
The accompanying notes are an integral part of the financial statements. | 255 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Morgan Stanley Capital I (continued) | | | | |
Series 2006-IQ11, Class A2, | | | | |
5.693%, 10/15/2042 (P) | $ | 475,000 | $ | 487,791 |
Series 2006-T23, Class A2, | | | | |
5.741%, 08/12/2041 (P) | | 380,000 | | 392,207 |
Wachovia Bank Commercial Mortgage Trust | | | |
Series 2004-C12, Class A2, | | | | |
5.001%, 07/15/2041 | | 431,440 | | 437,010 |
Series 2005-C17, Class A4, | | | | |
5.083%, 03/15/2042 (P) | | 410,000 | | 418,430 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $18,775,446) | | | $ | 20,947,968 |
|
|
ASSET BACKED SECURITIES - 0.25% | | | |
American Express Credit Account Master | | | | |
Trust, Series 2006-2, Class A | | | | |
5.350%, 01/15/2014 | | 440,000 | | 465,529 |
Chase Issuance Trust, | | | | |
Series 2008-A4, Class A4 | | | | |
4.650%, 03/15/2015 | | 540,000 | | 582,419 |
Mercedes-Benz Auto Receivables Trust, | | | | |
Series 2009-1, Class A3 | | | | |
1.670%, 01/15/2014 | | 410,000 | | 414,656 |
|
TOTAL ASSET BACKED SECURITIES (Cost $1,434,969) | $ | 1,462,604 |
|
|
CONVERTIBLE PREFERRED STOCKS - 0.14% | | | |
Capital Goods - 0.06% | | | | |
Caterpillar, Inc. 7.900% | | 265,000 | | 326,928 |
Energy - 0.04% | | | | |
Enterprise Products Operating LLC 9.750% | 175,000 | | 213,277 |
Utilities - 0.04% | | | | |
Virginia Electric and Power Company 8.875% | 190,000 | | 266,694 |
|
TOTAL CONVERTIBLE PREFERRED | | | | |
STOCKS (Cost $629,585) | | | $ | 806,899 |
|
|
SUPRANATIONAL OBLIGATIONS - 0.77% | | | |
Government - 0.77% | | | | |
African Development Bank | | | | |
6.875%, 10/15/2015 | | 105,000 | | 120,085 |
Asian Development Bank | | | | |
5.593%, 07/16/2018 | | 405,000 | | 452,224 |
European Investment Bank | | | | |
2.375%, 03/14/2014 | | 570,000 | | 572,707 |
European Investment Bank | | | | |
3.250%, 02/15/2011 | | 435,000 | | 446,941 |
European Investment Bank | | | | |
4.625%, 05/15/2014 | | 429,000 | | 468,647 |
European Investment Bank | | | | |
4.625%, 10/20/2015 | | 395,000 | | 430,300 |
European Investment Bank | | | | |
4.875%, 01/17/2017 | | 580,000 | | 637,084 |
Inter-American Development Bank | | | | |
7.000%, 06/15/2025 | | 175,000 | | 215,276 |
International Bank for | | | | |
Reconstruction & Development | | | | |
3.625%, 05/21/2013 | | 200,000 | | 211,502 |
International Bank for | | | | |
Reconstruction & Development | | | | |
8.625%, 10/15/2016 | | 285,000 | | 369,160 |
International Finance Corp. | | | | |
3.500%, 05/15/2013 | | 155,000 | | 164,743 |
| | | | |
Total Bond Market Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
SUPRANATIONAL OBLIGATIONS (continued) | | | |
Government (continued) | | | | |
Nordic Investment Bank | | | | |
2.375%, 12/15/2011 | $ | 355,000 | $ | 363,248 |
| | | |
|
| | | | 4,451,917 |
|
TOTAL SUPRANATIONAL OBLIGATIONS (Cost $4,394,234) | $ | 4,451,917 |
|
|
SHORT-TERM INVESTMENTS - 1.65% | | | |
Short-Term Securities* - 1.65% | | | | |
State Street Institutional US Government | | | | |
Money Market Fund, 0.03489% | $ | 9,577,462 | | 9,577,462 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $9,577,462) | $ | 9,577,462 |
|
Total Investments (Total Bond Market Fund) | | | |
(Cost $557,290,723) - 99.77% | | | $ | 578,046,997 |
Other assets and liabilities, net - 0.23% | | | | 1,330,650 |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 579,377,647 |
| | | |
|
|
|
|
Total Return Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 36.20% | | | | |
Federal Home Loan Mortgage Corp. - 6.62% | | | |
1.125%, 06/01/2011 to 12/15/2011 | $ | 14,300,000 | $ | 14,397,555 |
4.810%, 11/01/2035 (P) | | 521,875 | | 550,050 |
5.500%, TBA (B) | | 8,000,000 | | 8,430,000 |
5.500%, 12/01/2036 | | 459,982 | | 487,077 |
6.000%, TBA (B) | | 101,000,000 | | 107,959,611 |
6.000%, 08/01/2026 to 10/01/2037 | | 4,833,466 | | 5,227,313 |
| | | |
|
| | | | 137,051,606 |
Federal National Mortgage Association - 9.86% | | | |
1.000%, 03/11/2010 (C) | | 43,000,000 | | 45,749,648 |
2.406%, 11/01/2035 (P) | | 500,114 | | 504,386 |
2.645%, 11/01/2034 (P) | | 490,017 | | 505,990 |
2.776%, 01/01/2035 (P) | | 267,928 | | 276,849 |
2.971%, 03/01/2035 (P) | | 159,942 | | 165,500 |
3.429%, 05/01/2035 (P) | | 881,056 | | 905,847 |
3.670%, 07/01/2034 (P) | | 251,350 | | 261,227 |
4.826%, 06/01/2035 (P) | | 1,312,253 | | 1,362,022 |
4.848%, 09/01/2035 (P) | | 624,969 | | 658,952 |
5.500%, TBA (B) | | 35,000,000 | | 35,437,568 |
5.500%, 02/01/2021 to 04/01/2037 | | 38,044,107 | | 40,491,675 |
6.000%, TBA | | (9,000,000) | | (9,561,096) |
6.000%, 10/01/2026 to 09/01/2037 | | 70,651,731 | | 75,334,135 |
6.500%, TBA (B) | | 9,000,000 | | 9,646,172 |
6.500%, 10/01/2036 to 05/01/2037 | | 1,996,614 | | 2,138,601 |
| | | |
|
| | | | 203,877,476 |
Government National Mortgage Association - 0.12% | | |
6.000%, TBA (B) | | 2,000,000 | | 2,133,906 |
6.000%, 09/15/2038 | | 398,061 | | 428,802 |
| | | |
|
| | | | 2,562,708 |
U.S. Treasury Notes - 14.10% | | | | |
0.875%, 02/29/2012 | | 34,800,000 | | 34,849,068 |
1.000%, 07/31/2011 to 10/31/2011 (F) | | 226,895,000 | | 228,445,995 |
2.375%, 02/28/2015 | | 27,300,000 | | 27,417,390 |
2.750%, 11/30/2016 | | 900,000 | | 887,695 |
| | | |
|
| | | | 291,600,148 |
| | |
The accompanying notes are an integral part of the financial statements. | 256 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
U.S. Treasury Bonds - 5.43% | | | | |
3.000%, 02/28/2017 | $ | 48,300,000 | $ | 48,201,890 |
3.125%, 01/31/2017 | | 16,600,000 | | 16,714,125 |
3.500%, 02/15/2039 | | 2,800,000 | | 2,336,250 |
4.250%, 05/15/2039 (F) | | 13,600,000 | | 12,988,000 |
4.375%, 02/15/2038 to 11/15/2039 | | 21,100,000 | | 20,612,116 |
4.500%, 05/15/2038 | | 7,900,000 | | 7,898,768 |
5.375%, 02/15/2031 | | 3,100,000 | | 3,506,391 |
| | | | |
| | | | 112,257,540 |
Federal Home Loan Bank - 0.07% | | | |
|
1.000%, 12/28/2011 | | 1,400,000 | | 1,403,948 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (Cost $743,433,266) | | | $ | 748,753,426 |
|
|
FOREIGN GOVERNMENT | | | | |
OBLIGATIONS - 3.62% | | | | |
Brazil - 0.29% | | | | |
Federative Republic of Brazil | | | | |
10.250%, 01/10/2028 | | 6,400,000 | | 3,612,318 |
12.500%, 01/05/2022 | | 3,600,000 | | 2,350,663 |
| | | |
|
| | | | 5,962,981 |
Canada - 0.22% | | | | |
Government of Canada | | | | |
2.000%, 12/01/2014 | | 4,200,000 | | 3,907,812 |
4.500%, 06/01/2015 | | 600,000 | | 623,209 |
| | | |
|
| | | | 4,531,021 |
France - 0.22% | | | | |
Government of France | | | | |
2.500%, 01/15/2015 | EUR | 3,400,000 | | 4,674,935 |
Japan - 2.82% | | | | |
Government of Japan | | | | |
0.00%, 03/29/2010 | JPY | 5,180,000,000 | | 58,298,540 |
Mexico - 0.07% | | | | |
Government of Mexico | | | | |
6.050%, 01/11/2040 | $ | 1,400,000 | | 1,379,000 |
|
TOTAL FOREIGN GOVERNMENT | | | | |
OBLIGATIONS (Cost $74,025,124) | | | $ | 74,846,477 |
|
|
CORPORATE BONDS - 26.17% | | | | |
Banks - 7.18% | | | | |
American Express Bank FSB | | | | |
5.500%, 04/16/2013 | | 3,500,000 | | 3,743,653 |
6.000%, 09/13/2017 | | 200,000 | | 211,959 |
American Express Centurion Bank | | | | |
0.311%, 07/13/2010 | | 300,000 | | 299,926 |
6.000%, 09/13/2017 | | 200,000 | | 211,959 |
ANZ National International, Ltd. | | | | |
6.200%, 07/19/2013 (S) | | 3,100,000 | | 3,414,073 |
Bank of China Hong Kong, Ltd. | | | | |
5.550%, 02/11/2020 (S) | | 700,000 | | 684,944 |
Barclays Bank PLC | | | | |
5.000%, 09/22/2016 | | 9,700,000 | | 9,903,099 |
5.450%, 09/12/2012 | | 23,000,000 | | 24,948,353 |
6.050%, 12/04/2017 (S) | | 2,900,000 | | 2,975,090 |
BNP Paribas | | | | |
5.186%, 06/29/2049 (P)(S) | | 7,600,000 | | 6,549,376 |
Citibank NA | | | | |
1.875%, 05/07/2012 to 06/04/2012 | | 2,800,000 | | 2,843,218 |
Danske Bank A/S | | | | |
2.500%, 05/10/2012 (S) | | 2,500,000 | | 2,562,328 |
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Banks (continued) | | | | |
Deutsche Bank AG | | | | |
6.000%, 09/01/2017 | $ | 4,600,000 | $ | 5,074,274 |
Dexia Credit Local | | | | |
0.899%, 09/23/2011 (P)(S) | | 5,200,000 | | 5,239,588 |
Fortis Bank Nederland Holding NV | | | | |
3.000%, 04/17/2012 | | 500,000 | | 702,506 |
GMAC LLC | | | | |
6.000%, 12/15/2011 | | 400,000 | | 392,124 |
GMAC, Inc. | | | | |
8.300%, 02/12/2015 (S) | | 3,900,000 | | 3,934,125 |
Intesa Sanpaolo/new York | | | | |
2.375%, 12/21/2012 | | 12,700,000 | | 12,769,456 |
KeyBank NA | | | | |
2.506%, 06/02/2010 (P) | | 4,400,000 | | 4,422,273 |
Korea Development Bank | | | | |
0.390%, 04/06/2010 (P) | | 9,900,000 | | 9,880,517 |
National Australia Bank, Ltd. | | | | |
5.350%, 06/12/2013 (S) | | 2,600,000 | | 2,822,035 |
Northern Rock PLC | | | | |
5.625%, 06/22/2017 (S) | | 15,300,000 | | 15,069,123 |
Royal Bank of Scotland Group PLC | | | | |
6.990%, 10/29/2049 (P)(S) | | 6,800,000 | | 4,488,000 |
7.648%, 08/31/2049 (P) | | 5,000,000 | | 4,037,500 |
Royal Bank of Scotland PLC | | | | |
0.650%, 04/08/2011 (P)(S) | | 4,000,000 | | 4,008,096 |
2.625%, 05/11/2012 (S) | | 2,400,000 | | 2,454,974 |
3.000%, 12/09/2011 (S) | | 5,900,000 | | 6,082,304 |
Swedbank AB | | | | |
3.625%, 12/02/2011 | | 100,000 | | 140,879 |
Wachovia Corp. | | | | |
0.381%, 10/15/2011 (P) | | 1,100,000 | | 1,094,154 |
5.750%, 02/01/2018 | | 6,200,000 | | 6,540,219 |
Westpac Banking Corp. | | | | |
0.731%, 07/16/2014 (P)(S) | | 1,000,000 | | 1,005,899 |
| | | |
|
| | | | 148,506,024 |
Biotechnology - 0.49% | | | | |
Amgen, Inc. | | | | |
6.150%, 06/01/2018 | | 9,100,000 | | 10,163,799 |
Building Materials - 0.15% | | | | |
C8 Capital SPV, Ltd. | | | | |
6.640%, 12/31/2049 (P)(S) | | 4,500,000 | | 3,149,505 |
Chemicals - 0.44% | | | | |
Rohm & Haas Company | | | | |
6.000%, 09/15/2017 | | 1,500,000 | | 1,591,040 |
The Dow Chemical Company | | | | |
4.850%, 08/15/2012 | | 7,100,000 | | 7,557,609 |
| | | |
|
| | | | 9,148,649 |
Commercial Services - 0.73% | | | | |
President and Fellows of Harvard College | | | | |
6.500%, 01/15/2039 (S) | | 12,900,000 | | 15,195,942 |
Computers - 0.25% | | | | |
Dell, Inc. | | | | |
4.700%, 04/15/2013 | | 4,800,000 | | 5,172,082 |
Diversified Financial Services - 12.96% | | | | |
Allstate Life Global Funding Trusts | | | | |
5.375%, 04/30/2013 | | 2,500,000 | | 2,724,958 |
American Express Company | | | | |
7.000%, 03/19/2018 | | 2,700,000 | | 3,028,747 |
American Express Credit Corp. | | | | |
5.875%, 05/02/2013 | | 2,300,000 | | 2,493,409 |
| | |
The accompanying notes are an integral part of the financial statements. | 257 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | |
American Express Travel Related Services | | | | |
Company, Inc. | | | | |
5.250%, 11/21/2011 (S) | $ | 1,366,000 | $ | 1,432,836 |
American General Finance Corp. | | | | |
6.900%, 12/15/2017 | | 3,300,000 | | 2,366,928 |
BAC Capital Trust VII | | | | |
5.250%, 08/10/2035 | | 1,000,000 | | 1,006,368 |
8.250%, 03/15/2042 (P) | | 2,900,000 | | 2,984,245 |
Bank of America Corp. | | | | |
0.580%, 08/15/2016 (P) | | 1,100,000 | | 927,804 |
2.100%, 04/30/2012 | | 10,800,000 | | 11,030,483 |
6.000%, 10/15/2036 | | 900,000 | | 821,128 |
6.500%, 08/01/2016 | | 7,900,000 | | 8,492,192 |
Bear Stearns Companies, Inc. | | | | |
0.370%, 05/18/2010 (P) | | 4,600,000 | | 4,601,914 |
0.460%, 08/15/2011 (P) | | 200,000 | | 199,872 |
4.924%, 09/26/2013 (P) | | 3,600,000 | | 4,775,113 |
6.950%, 08/10/2012 | | 4,100,000 | | 4,566,322 |
C10 Capital SPV, Ltd. | | | | |
6.722%, 12/01/2049 (P)(S) | | 1,700,000 | | 1,234,778 |
Caelus Re, Ltd. | | | | |
6.504%, 06/07/2011 (P)(S) | | 1,200,000 | | 1,193,400 |
CIT Group, Inc. | | | | |
7.000%, 05/01/2013 to 05/01/2017 | | 3,468,373 | | 3,141,678 |
Citigroup Capital XXI, (8.300% to | | | | |
12/21/2037, then 3 month | | | | |
LIBOR +417 bps) | | | | |
8.300%, 12/21/2057 (P) | | 20,525,000 | | 19,036,938 |
Citigroup Funding, Inc. | | | | |
2.250%, 12/10/2012 | | 2,100,000 | | 2,142,000 |
Citigroup, Inc. | | | | |
2.125%, 04/30/2012 | | 1,500,000 | | 1,531,515 |
4.750%, 02/10/2019 | | 1,500,000 | | 1,843,373 |
5.300%, 10/17/2012 | | 800,000 | | 840,466 |
5.500%, 08/27/2012 to 10/15/2014 | | 20,800,000 | | 21,624,698 |
5.625%, 08/27/2012 | | 1,700,000 | | 1,790,173 |
5.850%, 07/02/2013 | | 600,000 | | 633,845 |
6.000%, 08/15/2017 | | 900,000 | | 906,528 |
6.125%, 08/25/2036 | | 3,500,000 | | 3,010,077 |
8.500%, 05/22/2019 | | 2,200,000 | | 2,538,705 |
Countrywide Financial Corp. | | | | |
5.800%, 06/07/2012 | | 3,200,000 | | 3,407,798 |
Countrywide Home Loan | | | | |
4.000%, 03/22/2011 | | 600,000 | | 617,995 |
Credit Agricole SA | | | | |
0.302%, 05/28/2010 (P)(S) | | 2,700,000 | | 2,699,681 |
Ford Motor Credit Company LLC | | | | |
3.001%, 01/13/2012 (P) | | 1,300,000 | | 1,218,750 |
7.250%, 10/25/2011 | | 100,000 | | 101,374 |
7.375%, 02/01/2011 | | 1,400,000 | | 1,428,035 |
7.875%, 06/15/2010 | | 300,000 | | 302,405 |
8.000%, 12/15/2016 | | 1,000,000 | | 1,004,138 |
8.625%, 11/01/2010 | | 100,000 | | 102,500 |
General Electric Capital Corp. | | | | |
2.000%, 09/28/2012 | | 4,200,000 | | 4,261,488 |
3.000%, 12/09/2011 | | 16,100,000 | | 16,704,475 |
5.500%, 09/15/2067 | | 9,900,000 | | 10,784,270 |
6.375%, 11/15/2067 (P) | | 4,100,000 | | 3,649,000 |
HSBC Holdings PLC | | | | |
6.500%, 05/02/2036 to 09/15/2037 | | 2,100,000 | | 2,158,468 |
International Lease Finance Corp. | | | | |
0.472%, 05/24/2010 (P) | | 18,700,000 | | 18,494,768 |
JPMorgan Chase & Company, MTN | | | | |
6.000%, 01/15/2018 | | 2,300,000 | | 2,491,050 |
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Diversified Financial Services (continued) | | | |
JPMorgan Chase Bank NA | | | | |
6.000%, 10/01/2017 | $ | 3,900,000 | $ | 4,192,305 |
JPMorgan Chase Capital XX | | | | |
6.550%, 09/29/2036 | | 400,000 | | 374,307 |
LeasePlan Corp. NV | | | | |
3.125%, 02/10/2012 | | 1,900,000 | | 2,668,985 |
Lehman Brothers Holdings, Inc. | | | | |
1.000%, 08/21/2009 (H) | | 2,300,000 | | 511,750 |
4.701%, 12/23/2010 (H) | | 10,000,000 | | 2,225,000 |
5.374%, 11/24/2008 (H) | | 1,200,000 | | 267,000 |
5.415%, 12/23/2008 (H) | | 400,000 | | 89,000 |
5.460%, 04/03/2009 to 11/16/2009 (H) | | 5,400,000 | | 1,201,500 |
5.500%, 05/25/2010 (H) | | 800,000 | | 178,000 |
6.875%, 05/02/2018 (H) | | 1,100,000 | | 253,000 |
Longpoint Re, Ltd. | | | | |
5.503%, 05/08/2010 (P)(S) | | 1,200,000 | | 1,201,560 |
Merrill Lynch & Company, Inc. | | | | |
6.050%, 08/15/2012 | | 900,000 | | 967,051 |
6.400%, 08/28/2017 | | 3,100,000 | | 3,227,593 |
6.875%, 04/25/2018 | | 7,600,000 | | 8,007,732 |
Morgan Stanley | | | | |
2.350%, 05/14/2010 (P) | | 5,000,000 | | 5,020,465 |
3.250%, 12/01/2011 | | 2,900,000 | | 3,020,701 |
6.250%, 08/28/2017 | | 800,000 | | 844,390 |
Mystic Re, Ltd. | | | | |
10.254%, 06/07/2011 (P)(S) | | 700,000 | | 716,450 |
Santander Perpetual SA | | | | |
6.671%, 10/29/2049 (P)(S) | | 5,600,000 | | 5,628,000 |
SLM Corp. | | | | |
0.478%, 10/25/2011 (P) | | 200,000 | | 188,554 |
0.964%, 11/15/2011 (P) | | 5,400,000 | | 6,801,423 |
1.044%, 06/17/2013 | | 2,100,000 | | 2,344,762 |
5.375%, 05/15/2014 | | 500,000 | | 463,564 |
Societe Financement de | | | | |
l’Economie Francaise | | | | |
0.451%, 07/16/2012 (P)(S) | | 2,000,000 | | 2,017,500 |
3.375%, 05/05/2014 (S) | | 5,100,000 | | 5,312,058 |
Societe Financement de l’Economie | | | | |
Francaise, EMTN | | | | |
2.125%, 05/20/2012 (P)(S) | | 800,000 | | 1,111,338 |
State Street Capital Trust IV | | | | |
0.00%, 06/15/2037 (N) | | 400,000 | | 277,800 |
The Goldman Sachs Group, Inc. | | | | |
5.625%, 01/15/2017 | | 2,000,000 | | 2,040,094 |
6.150%, 04/01/2018 | | 7,500,000 | | 7,922,333 |
6.250%, 09/01/2017 | | 5,400,000 | | 5,813,591 |
6.375%, 05/02/2018 | | 700,000 | | 1,058,729 |
TNK-BP Finance SA | | | | |
6.125%, 03/20/2012 (S) | | 500,000 | | 515,650 |
TransCapitalInvest, Ltd. | | | | |
8.700%, 08/07/2018 (S) | | 1,000,000 | | 1,172,882 |
UBS AG | | | | |
1.169%, 05/05/2010 (P) | | 300,000 | | 300,536 |
1.351%, 02/23/2012 | | 3,100,000 | | 3,100,456 |
5.750%, 04/25/2018 | | 1,900,000 | | 1,959,880 |
5.875%, 12/20/2017 | | 2,100,000 | | 2,187,803 |
USB Capital IX | | | | |
6.189%, 03/29/2049 (P) | | 300,000 | | 247,500 |
ZFS Finance USA Trust IV | | | | |
5.875%, 05/09/2032 (P)(S) | | 321,000 | | 291,134 |
| | | |
|
| | | | 268,069,064 |
Food - 0.19% | | | | |
Kraft Foods, Inc. | | | | |
6.125%, 02/01/2018 | | 2,500,000 | | 2,742,725 |
| | |
The accompanying notes are an integral part of the financial statements. | 258 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Food (continued) | | | | |
Kraft Foods, Inc. (continued) | | | | |
6.875%, 02/01/2038 | $ | 1,100,000 | $ | 1,197,888 |
| | | |
|
| | | | 3,940,613 |
Insurance - 1.78% | | | | |
American International Group, Inc. | | | | |
0.353%, 03/20/2012 (P) | | 4,200,000 | | 3,829,984 |
MetLife, Inc. | | | | |
6.400%, 12/15/2036 | | 900,000 | | 774,000 |
Metropolitan Life Global Funding I | | | | |
0.290%, 05/17/2010 (P)(S) | | 5,000,000 | | 5,002,240 |
0.651%, 07/13/2011 (P) | | 12,100,000 | | 12,095,063 |
Monumental Global Funding, Ltd. | | | | |
5.500%, 04/22/2013 (S) | | 1,900,000 | | 2,025,178 |
Pacific Lifecorp. | | | | |
6.000%, 02/10/2020 (S) | | 700,000 | | 694,310 |
Pricoa Global Funding I | | | | |
0.348%, 01/30/2012 (P)(S) | | 3,200,000 | | 3,126,160 |
0.450%, 09/27/2013 (P)(S) | | 2,700,000 | | 2,569,895 |
Principal Life Income Funding Trusts | | | | |
5.300%, 04/24/2013 | | 2,200,000 | | 2,379,062 |
5.550%, 04/27/2015 | | 3,500,000 | | 3,752,830 |
Residential Reinsurance 2007, Ltd. | | | | |
10.505%, 06/07/2010 (P)(S) | | 600,000 | | 609,720 |
| | | |
|
| | | | 36,858,442 |
Investment Companies - 0.08% | | | | |
Temasek Financial I, Ltd. | | | | |
4.300%, 10/25/2019 (S) | | 1,600,000 | | 1,588,326 |
Media - 0.07% | | | | |
Comcast Corp. | | | | |
5.875%, 02/15/2018 | | 700,000 | | 750,996 |
6.450%, 03/15/2037 | | 700,000 | | 718,135 |
| | | |
|
| | | | 1,469,131 |
Oil & Gas - 0.39% | | | | |
Gaz Capital for Gazprom | | | | |
6.212%, 11/22/2016 (S) | | 500,000 | | 501,875 |
Petroleos Mexicanos | | | | |
8.000%, 05/03/2019 | | 6,500,000 | | 7,540,000 |
| | | |
|
| | | | 8,041,875 |
Pharmaceuticals - 0.11% | | | | |
AstraZeneca PLC | | | | |
5.900%, 09/15/2017 | | 1,000,000 | | 1,132,728 |
6.450%, 09/15/2037 | | 1,000,000 | | 1,126,214 |
| | | |
|
| | | | 2,258,942 |
Pipelines - 0.14% | | | | |
NGPL PipeCo LLC | | | | |
6.514%, 12/15/2012 (S) | | 2,600,000 | | 2,865,803 |
Savings & Loans - 0.15% | | | | |
Nationwide Building Society | | | | |
6.250%, 02/25/2020 (S) | | 3,000,000 | | 3,045,969 |
Semiconductors - 0.09% | | | | |
Sensata Technologies, Inc. | | | | |
7.110%, 04/27/2013 | | 1,944,584 | | 1,824,263 |
Telecommunications - 0.89% | | | | |
Cellco Partnership / Verizon Wireless | | | | |
Capital LLC | | | | |
2.851%, 05/20/2011 | | 14,700,000 | | 15,155,862 |
Telecom Italia Capital SA | | | | |
0.861%, 07/18/2011 (P) | | 3,200,000 | | 3,178,378 |
| | | |
|
| | | | 18,334,240 |
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Tobacco - 0.08% | | | | |
Philip Morris International, Inc. | | | | |
5.650%, 05/16/2018 | $ | 1,600,000 | $ | 1,729,486 |
|
TOTAL CORPORATE BONDS (Cost $539,055,745) | | $ | 541,362,155 |
|
|
MUNICIPAL BONDS - 2.22% | | | | |
California - 0.90% | | | | |
Los Angeles Unified School District | | | | |
4.500%, 07/01/2023 | | 5,000,000 | | 5,123,950 |
6.758%, 07/01/2034 | | 1,700,000 | | 1,773,899 |
San Diego Tobacco Settlement Revenue | | | | |
Funding Corp. | | | | |
7.125%, 06/01/2032 | | 1,495,000 | | 1,058,520 |
State of California | | | | |
5.650%, 04/01/2039 | | 800,000 | | 831,672 |
7.500%, 04/01/2034 | | 2,600,000 | | 2,554,292 |
7.550%, 04/01/2039 | | 900,000 | | 886,365 |
Tobacco Securitization Authority of | | | | |
Southern California | | | | |
5.125%, 06/01/2046 | | 1,500,000 | | 1,004,640 |
University of California | | | | |
6.270%, 05/15/2031 | | 5,300,000 | | 5,365,932 |
| | | |
|
| | | | 18,599,270 |
Illinois - 0.41% | | | | |
Chicago Illinois Transit Authority | | | | |
6.300%, 12/01/2021 | | 300,000 | | 327,633 |
6.300%, 12/01/2021 | | 100,000 | | 107,390 |
6.899%, 12/01/2040 | | 2,600,000 | | 2,868,762 |
6.899%, 12/01/2040 | | 2,700,000 | | 2,907,846 |
Illinois Municipal Electric Agency | | | | |
6.832%, 02/01/2035 | | 200,000 | | 223,948 |
State of Illinois | | | | |
4.071%, 01/01/2014 | | 2,100,000 | | 2,151,093 |
| | | |
|
| | | | 8,586,672 |
Iowa - 0.04% | | | | |
Tobacco Settlement Authority of | | | | |
Iowa, Series A | | | | |
6.500%, 06/01/2023 | | 960,000 | | 862,224 |
Louisiana - 0.13% | | | | |
State of Louisiana | | | | |
3.000%, 05/01/2043 (P) | | 2,600,000 | | 2,636,062 |
Nevada - 0.08% | | | | |
County of Clark | | | | |
6.820%, 07/01/2045 | | 1,400,000 | | 1,435,952 |
Truckee Meadows Nevada Water | | | | |
Authority, Series A | | | | |
5.000%, 07/01/2036 | | 200,000 | | 194,284 |
| | | |
|
| | | | 1,630,236 |
New Jersey - 0.42% | | | | |
New Jersey State Turnpike Authority | | | | |
7.414%, 01/01/2040 | | 7,400,000 | | 8,797,490 |
North Carolina - 0.01% | | | | |
North Carolina Turnkpike Authority | | | | |
6.700%, 01/01/2039 | | 300,000 | | 313,386 |
West Virginia - 0.13% | | | | |
Tobacco Settlement Finance Authority of | | | | |
West Virginia | | | | |
7.467%, 06/01/2047 | | 3,160,000 | | 2,598,847 |
| | |
The accompanying notes are an integral part of the financial statements. | 259 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
MUNICIPAL BONDS (continued) | | | | |
Wisconsin - 0.10% | | | | |
Badger Tobacco Asset Securitization Corp. | | | | |
6.125%, 06/01/2027 | $ | 1,865,000 | $ | 2,011,216 |
|
TOTAL MUNICIPAL BONDS (Cost $44,288,850) | | $ | 46,035,403 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 5.32% | | | | |
American Home Mortgage Investment | | | | |
Trust, Series 2004-4, Class 4A | | | | |
2.484%, 02/25/2045 (P) | | 188,796 | | 147,866 |
Bear Stearns Adjustable Rate | | | | |
Mortgage Trust | | | | |
Series 2004-8, Class 2A1, | | | | |
3.605%, 11/25/2034 (P) | | 2,780,366 | | 2,448,316 |
Series 2004-9, Class 22A1, | | | | |
4.141%, 11/25/2034 (P) | | 817,297 | | 776,069 |
Bear Stearns Alt-A Trust, | | | | |
Series 2005-7, Class 22A1 | | | | |
5.201%, 09/25/2035 (P) | | 1,003,477 | | 744,152 |
Bear Stearns Commercial | | | | |
Mortgage Securities | | | | |
Series 2007-PW15, Class A4, | | | | |
5.331%, 02/11/2044 | | 400,000 | | 370,279 |
Series 2007-T26, Class A4, | | | | |
5.471%, 01/12/2045 (P) | | 1,000,000 | | 1,009,374 |
Series 2007-PW18, Class A4, | | | | |
5.700%, 06/11/2050 | | 4,300,000 | | 4,084,602 |
Bear Stearns Mortgage Funding Trust, | | | | |
Series 2007-AR1, Class 2A1 | | | | |
0.298%, 02/25/2037 (P) | | 696,739 | | 680,532 |
Citigroup Mortgage Loan Trust, Inc. | | | | |
Series 2005-11, Class 1A1, | | | | |
2.990%, 12/25/2035 (P) | | 879,301 | | 803,663 |
Series 2005-11, Class A2A, | | | | |
4.700%, 12/25/2035 (P) | | 394,323 | | 361,918 |
Commercial Mortgage Pass-Through | | | | |
Certificates, Series 2006-C8, Class A4 | | | | |
5.306%, 12/10/2046 | | 2,900,000 | | 2,654,549 |
Countrywide Alternative Loan Trust | | | | |
Series 2005-81, Class A1, | | | | |
0.508%, 02/25/2037 (P) | | 6,390,901 | | 3,499,035 |
Series 2005-62, Class 2A1, | | | | |
1.480%, 12/25/2035 (P) | | 10,107,322 | | 5,707,985 |
Countrywide Home Loan Mortgage Pass | | | | |
Through Trust | | | | |
Series 2004-HYB9, Class 1A1, | | | | |
3.396%, 02/20/2035 (P) | | 3,321,593 | | 2,839,025 |
Series 2004-22, Class A3, | | | | |
3.509%, 11/25/2034 (P) | | 1,916,965 | | 1,634,480 |
Series 2005-HYB9, Class 3A2A, | | | | |
5.250%, 02/20/2036 (P) | | 494,956 | | 370,427 |
Credit Suisse Mortgage Capital | | | | |
Certificates, Series 2006-C2, Class A3 | | | | |
5.657%, 03/15/2039 (P) | | 300,000 | | 281,597 |
CS First Boston Mortgage Securities Corp., | | | | |
Series 2005-C6, Class A1 | | | | |
4.938%, 12/15/2040 | | 155,495 | | 155,796 |
Deutsche ALT-A Securities, Inc. Alternate | | | | |
Loan Trust, | | | | |
Series 2007-AR1, Class A3B | | | | |
0.298%, 01/25/2047 (P) | | 418,455 | | 405,283 |
Federal Home Loan Mortgage Corp. | | | | |
Series 2007-3335, Class BF, | | | | |
0.380%, 07/15/2019 (P) | | 2,296,759 | | 2,291,117 |
Series 3335, Class FT, | | | | |
0.380%, 08/15/2019 (P) | | 5,306,065 | | 5,292,172 |
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Federal Home Loan Mortgage Corp. (continued) | | | |
Series 3149, Class LF, | | | | |
0.530%, 05/15/2036 (P) | $ | 1,413,859 | $ | 1,392,104 |
Series 2637, Class F, | | | | |
0.630%, 06/15/2018 (P) | | 220,704 | | 219,326 |
Series T-63, Class 1A1, | | | | |
1.681%, 02/25/2045 (P) | | 175,092 | | 164,822 |
Series 3036, Class NA, | | | | |
5.000%, 07/15/2024 | | 516,590 | | 516,815 |
Federal National Mortgage Association | | | | |
Series 2007-73, Class A1, | | | | |
0.288%, 07/25/2037 (P) | | 3,446,119 | | 3,300,906 |
Series 2005-120, Class NF, | | | | |
0.328%, 01/25/2021 (P) | | 8,381,112 | | 8,354,709 |
Series 2003-W6, Class F, | | | | |
0.578%, 09/25/2042 (P) | | 1,611,207 | | 1,511,372 |
Series 2006-5, Class 3A2, | | | | |
3.805%, 05/25/2035 (P) | | 290,250 | | 279,387 |
Series 2003-37, Class HY, | | | | |
5.000%, 12/25/2016 | | 3,929,576 | | 4,023,956 |
Series 2003-21, Class M, | | | | |
5.000%, 02/25/2017 | | 264,227 | | 272,674 |
Series 2005-33, Class QA, | | | | |
5.000%, 06/25/2027 | | 536,394 | | 543,662 |
Greenpoint Mortgage Funding Trust | | | | |
Series 2006-AR6, Class A1A, | | | | |
0.308%, 10/25/2046 (P) | | 855,036 | | 774,377 |
Series 2006-AR8, Class 1A1A, | | | | |
0.308%, 01/25/2047 (P) | | 1,071,557 | | 980,838 |
Greenwich Capital Commercial Funding | | | | |
Corp., Series 2005-GG3, Class A4 | | | | |
4.799%, 08/10/2042 (P) | | 100,000 | | 100,886 |
Greenwich Capital Commercial Funding | | | | |
Corp., Series 2007-GG9, Class A4 | | | | |
5.444%, 03/10/2039 | | 1,400,000 | | 1,330,010 |
GS Mortgage Securities Corp II, | | | | |
Series 2007-EOP, Class A1 | | | | |
0.318%, 03/06/2020 (P)(S) | | 2,832,257 | | 2,727,987 |
GS Mortgage Securities Corp. II, | | | | |
Series 2007-GG10, Class A4 | | | | |
5.804%, 08/10/2045 (P) | | 1,400,000 | | 1,247,388 |
GSR Mortgage Loan Trust, | | | | |
Series 2005-AR7, Class 6A1 | | | | |
5.219%, 11/25/2035 (P) | | 2,404,938 | | 2,195,915 |
HSBC Asset Loan Obligation, | | | | |
Series 2007-WF1, Class A1 | | | | |
0.288%, 12/25/2036 (P) | | 3,331,688 | | 2,721,112 |
Indymac Index Mortgage Loan Trust, | | | | |
Series 2006-AR14, Class 1A1A | | | | |
0.318%, 11/25/2046 (P) | | 314,106 | | 308,741 |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp. | | | | |
Series 2007-LDPX, Class A3, | | | | |
5.420%, 01/15/2049 | | 400,000 | | 365,077 |
Series 2007-LD11, Class ASB, | | | | |
5.818%, 06/15/2049 (P) | | 100,000 | | 100,953 |
Series 2007-LD12, Class A4, | | | | |
5.882%, 02/15/2051 (P) | | 1,000,000 | | 954,382 |
JPMorgan Mortgage Trust, | | | | |
Series 2005-A1, Class 6T1 | | | | |
5.015%, 02/25/2035 (P) | | 1,209,942 | | 1,204,519 |
JPMorgan Mortgage Trust, | | | | |
Series 2005-S3, Class 1a2 | | | | |
5.750%, 01/25/2036 | | 399,123 | | 342,060 |
| | |
The accompanying notes are an integral part of the financial statements. | 260 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
JPMorgan Chase Commercial Mortgage | | | | |
Securities Corp., | | | | |
Series 2006-LDP9, Class A3 | | | | |
5.336%, 05/15/2047 | $ | 3,000,000 | $ | 2,783,385 |
LB-UBS Commercial Mortgage Trust, | | | | |
Series 2005-C7, Class A1 | | | | |
4.990%, 11/15/2030 | | 216,412 | | 217,235 |
Long Beach Mortgage Loan Trust, | | | | |
Series 2004-4, Class 1A1 | | | | |
0.508%, 10/25/2034 (P) | | 58,753 | | 49,564 |
Mellon Residential Funding Corp., | | | | |
Series 2000-TBC3, Class A1 | | | | |
0.671%, 12/15/2030 (P) | | 4,066,686 | | 3,661,520 |
Merrill Lynch Commercial Trust | | | | |
2008-LAQ | | | | |
1.000%, 07/09/2021 | | 5,000,000 | | 4,339,040 |
Merrill Lynch Mortgage Investors, Inc. | | | | |
Series 2005-A10, Class A, | | | | |
0.438%, 02/25/2036 (P) | | 1,024,894 | | 706,019 |
Series 2005-3, Class 4A, | | | | |
0.478%, 11/25/2035 (P) | | 265,985 | | 192,648 |
Series 2005-2, Class 3A, | | | | |
1.230%, 10/25/2035 (P) | | 507,112 | | 403,265 |
Merrill Lynch/Countrywide Commercial | | | | |
Mortgage Trust, Series 2007-6, Class A4 | | | | |
5.485%, 03/12/2051 (P) | | 2,000,000 | | 1,694,215 |
Morgan Stanley Capital I | | | | |
Series 2007-XLFA, Class A1, | | | | |
0.289%, 10/15/2020 (P)(S) | | 680,941 | | 614,886 |
Series 2007-IQ16, Class A4, | | | | |
5.809%, 12/12/2049 (P) | | 200,000 | | 188,059 |
Structured Asset Mortgage | | | | |
Investments, Inc. | | | | |
Series 2007-AR2, Class 2A1, | | | | |
0.358%, 03/25/2037 (P) | | 2,968,540 | | 1,564,872 |
Series 2005-AR5, Class A3, | | | | |
0.478%, 07/19/2035 (P) | | 2,045,564 | | 1,894,077 |
Series 2005-AR8, Class A1A, | | | | |
0.508%, 02/25/2036 (P) | | 591,986 | | 332,066 |
Thornburg Mortgage Securities Trust | | | | |
Series 2006-6, Class A1, | | | | |
0.338%, 11/25/2046 (P) | | 1,183,961 | | 1,151,369 |
Series 2006-5, Class A1, | | | | |
0.348%, 10/25/2046 (P) | | 3,131,489 | | 3,031,298 |
Wachovia Bank Commercial | | | | |
Mortgage Trust | | | | |
Series 2007-WHL8, Class A1, | | | | |
0.311%, 06/15/2020 (P)(S) | | 3,221,791 | | 2,782,817 |
Series 2006-WL7A, Class A1, | | | | |
0.321%, 09/15/2021 (P)(S) | | 6,427,452 | | 5,715,797 |
WaMu Mortgage Pass-Through | | | | |
Certificates, | | | | |
Series 2002-AR17, Class 1A | | | | |
1.670%, 11/25/2042 (P) | | 197,737 | | 146,740 |
Washington Mutual, Inc. | | | | |
Series 2005-AR19, Class A1A1, | | | | |
0.498%, 12/25/2045 (P) | | 2,878,616 | | 2,183,205 |
Series 2001-7, Class A, | | | | |
1.759%, 05/25/2041 (P) | | 156,845 | | 142,766 |
Wells Fargo Mortgage Backed | | | | |
Securities Trust | | | | |
Series 2004-CC, Class A1, | | | | |
4.942%, 01/25/2035 (P) | | 2,160,277 | | 2,109,076 |
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
Wells Fargo Mortgage Backed Securities | | | | |
Trust (continued) | | | | |
Series 2006-AR2, Class 2A1, | | | | |
4.950%, 03/25/2036 (P) | $ | 2,002,547 | $ | 1,770,600 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $121,992,724) | | | $ | 110,166,734 |
|
|
ASSET BACKED SECURITIES - 2.11% | | | | |
Access Group, Series 2008-1, Class A | | | | |
1.548%, 10/27/2025 (P) | | 10,429,504 | | 10,775,539 |
BA Credit Card Trust, | | | | |
Series 2008-A5, Class A5 | | | | |
1.431%, 12/16/2013 (P) | | 5,100,000 | | 5,143,885 |
Bank of America Auto Trust, | | | | |
Series 2009-1A, Class A2 | | | | |
1.700%, 12/15/2011 (S) | | 1,600,000 | | 1,607,467 |
Bear Stearns Asset Backed Securities | | | | |
Trust, Series 2007-HE5, Class 1A1 | | | | |
0.318%, 06/25/2047 (P) | | 683,050 | | 650,676 |
Bear Stearns Asset Backed Securities, Inc., | | | | |
Series 2007-HE1, Class 21A1 | | | | |
0.288%, 01/25/2037 (P) | | 1,670,586 | | 1,550,717 |
BNC Mortgage Loan Trust, | | | | |
Series 2007-2, Class A2 | | | | |
0.328%, 05/25/2037 (P) | | 1,420,927 | | 1,259,810 |
Carrington Mortgage Loan Trust, | | | | |
Series 2005-NC5, Class A2 | | | | |
0.548%, 10/25/2035 (P) | | 1,171,888 | | 1,081,431 |
Countrywide Asset-Backed Certificates | | | | |
Series 2006-18, Class 2A1, | | | | |
0.278%, 03/25/2037 (P) | | 38,011 | | 37,877 |
Series 2007-1, Class 2A1, | | | | |
0.278%, 07/25/2037 (P) | | 4,409,857 | | 4,200,889 |
Series 2006-15, Class A1, | | | | |
0.338%, 10/25/2046 (P) | | 250,478 | | 245,167 |
Credit-Based Asset Servicing and | | | | |
Securitization LLC, | | | | |
Series 2007-SP1, Class A1 | | | | |
0.318%, 12/25/2037 (P)(S) | | 149,546 | | 148,693 |
First Franklin Mortgage Loan Asset | | | | |
Backed Certificates | | | | |
Series 2007-FF1, Class A2A, | | | | |
0.268%, 01/25/2038 | | 336,049 | | 330,883 |
Series 2006-FF15, Class A3, | | | | |
0.278%, 11/25/2036 (P) | | 624,578 | | 610,525 |
Ford Credit Auto Owner Trust | | | | |
1.210%, 01/15/2012 | | 2,100,000 | | 2,107,330 |
Series 2009-C, Class A2, | | | | |
2.000%, 12/15/2011 | | 700,000 | | 703,246 |
GE Capital Commercial Mortgage Corp., | | | | |
Series 2002-3A, Class A1 | | | | |
4.229%, 12/10/2037 | | 2,042,578 | | 2,064,931 |
GSAMP Trust, | | | | |
Series 2007-FM1, Class A2A | | | | |
0.298%, 12/25/2036 (P) | | 850,858 | | 546,778 |
HFC Home Equity Loan Asset Backed | | | | |
Certificates, Series 2005-1, Class A | | | | |
0.518%, 01/20/2034 (P) | | 2,248,899 | | 2,022,704 |
HSI Asset Securitization Corp. Trust, | | | | |
Series 2006-HE2, Class 2A1 | | | | |
0.278%, 12/25/2036 (P) | | 247,086 | | 190,544 |
JPMorgan Mortgage Acquisition Corp. | | | | |
Series 2006-WMC3, Class A2, | | | | |
0.278%, 08/25/2036 (P) | | 3,575 | | 3,575 |
| | |
The accompanying notes are an integral part of the financial statements. | 261 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
ASSET BACKED SECURITIES (continued) | | | |
JPMorgan Mortgage Acquisition | | | | |
Corp. (continued) | | | | |
Series 2007-HE1, Class AV1, | | | | |
0.288%, 03/25/2047 (P) | $ | 1,308,383 | $ | 948,108 |
Series 2006-HE3, Class A2, | | | | |
0.298%, 11/25/2036 (P) | | 19,980 | | 19,836 |
Master Asset Backed Securities Trust, | | | | |
Series 2007-HE1, Class A1 | | | | |
0.308%, 05/25/2037 (P) | | 684,666 | | 652,252 |
Morgan Stanley Asset Backed Securities | | | | |
Capital I | | | | |
Series 2006-NC5, Class A2A, | | | | |
0.268%, 10/25/2036 (P) | | 154,797 | | 152,531 |
Series 2007-HE1, Class A2A, | | | | |
0.279%, 11/25/2036 (P) | | 454,192 | | 445,077 |
Option One Mortgage Loan Trust, | | | | |
Series 2007-1, Class 2A1 | | | | |
0.278%, 01/25/2037 (P) | | 59,128 | | 58,745 |
Park Place Securities, Inc., | | | | |
Series 2004-MCW1, Class A1 | | | | |
0.541%, 10/25/2034 (P) | | 1,334,171 | | 1,286,627 |
SBI Heloc Trust, | | | | |
Series 2006-1A, Class 1A2A | | | | |
0.398%, 08/25/2036 (P)(S) | | 202,224 | | 193,186 |
Securitized Asset Backed Receivables LLC | | | |
Trust, Series 2007-HE1, | | | | |
Class A2A ,Class A2A | | | | |
0.288%, 12/25/2036 (P) | | 634,574 | | 264,905 |
Small Business Administration | | | | |
Participation Certificates | | | | |
5.290%, 12/01/2027 | | 1,826,190 | | 1,973,332 |
Specialty Underwriting & Residential | | | | |
Finance, Series 2007-BC1, | | | | |
Class A2A ,Class A2A | | | | |
0.288%, 01/25/2038 (P) | | 1,378,037 | | 1,063,513 |
Structured Asset Securities Corp. | | | | |
Series 2006-BC3, Class A2, | | | | |
0.278%, 10/25/2036 (P) | | 409,419 | | 405,124 |
Series 2006-11, Class A1, | | | | |
3.659%, 10/25/2035 (P)(S) | | 1,026,371 | | 863,489 |
|
TOTAL ASSET BACKED SECURITIES (Cost $45,309,077) | | $ | 43,609,392 |
|
|
TERM LOANS - 0.35% | | | | |
Diversified Financial Services - 0.35% | | | | |
Chrysler Finance Company | | | | |
9.000%, 08/03/2012 (P) | | 5,920,000 | | 5,844,520 |
CIT Group, Inc. | | | | |
1.000%, 01/18/2012 (P) | | 1,350,000 | | 1,395,563 |
| | | |
|
| | | | 7,240,083 |
|
TOTAL TERM LOANS (Cost $7,067,282) | | | $ | 7,240,083 |
|
|
PREFERRED STOCKS - 0.52% | | | | |
Diversified Financial Services - 0.00% | | | | |
American International Group, | | | | |
Inc. 8.500% | | 6,200 | | 61,380 |
Banks - U.S. - 0.51% | | | | |
Wells Fargo & Company, Series L 7.500% | 11,000 | | 10,483,000 |
Automobiles And Trucks - 0.01% | | | | |
General Motors Corp., Series B 5.250% | | 20,000 | | 133,600 |
|
TOTAL PREFERRED STOCKS (Cost $7,677,500) | | $ | 10,677,980 |
|
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
SHORT-TERM INVESTMENTS - 37.71% | | | |
Repurchase Agreement - 35.33% | | | | |
Bank of America Tri-Party Repurchase | | | | |
Agreement dated 02/26/2010 at 0.10% | | | | |
to be repurchased at $70,500,588 on | | | | |
03/01/2010, collateralized by | | | | |
$22,109,000 U.S. Treasury Bonds, | | | | |
4.25% due 05/15/2039 (valued at | | | | |
$21,319,267, including interest) and | | | | |
$39,037,000 U.S. Treasury Bonds, | | | | |
6.875% due 08/15/2025 (valued at | | | | |
$50,793,055, including interest) | $ | 70,500,000 | $ | 70,500,000 |
Barclays Tri-Party Repurchase Agreement | | | | |
dated 02/26/2010 at 0.10% to be | | | | |
repurchased at $124,001,033 on | | | | |
03/01/2010, collateralized by | | | | |
$45,915,000 U.S. Treasury Bonds, | | | | |
7.625% due 11/15/2022 (valued at | | | | |
$63,426,198, including interest) and | | | | |
$59,212,000, U.S. Treasury Bonds, | | | | |
2.50% due 01/15/2029 (valued at | | | | |
$63,407,790, including interest) | | 124,000,000 | | 124,000,000 |
Barclays Tri-Party Repurchase Agreement | | | | |
dated 02/26/2010 at 0.12% to be | | | | |
repurchased at $89,700,897 on | | | | |
03/01/2010, collateralized by | | | | |
$56,159,000 U.S. Treasury Notes, | | | | |
1.875% due 07/15/2013 (valued at | | | | |
$70,525,029, including interest) and | | | | |
$20,759,947 Government National | | | | |
Mortgage Association, 5.50% due | | | | |
10/20/2039 (valued at $21,985,663, | | | | |
including interest) | | 89,700,000 | | 89,700,000 |
Barclays Tri-Party Repurchase Agreement | | | | |
dated 02/26/2010 at 0.13% to be | | | | |
repurchased at $42,600,462 on | | | | |
03/01/2010, collateralized by | | | | |
$43,148,000 Federal Home Loan | | | | |
Mortgage Corp., 4.34% due 12/18/2017 | | | | |
(valued at $43,717,424, | | | | |
including interest) | | 42,600,000 | | 42,600,000 |
BNP Tri-Party Repurchase Agreement | | | | |
dated 02/26/2010 at 0.10% to be | | | | |
repurchased at $206,501,721 on | | | | |
03/01/2010, collateralized by | | | | |
$192,796,400 U.S. Treasury Notes, | | | | |
4.50% due 03/31/2012 (valued at | | | | |
$210,867,752, including interest) | | 206,500,000 | | 206,500,000 |
JPMorgan Tri-Party Repurchase Agreement | | | | |
dated 02/26/2010 at 0.10% to be | | | | |
repurchased at $8,000,067 on | | | | |
03/01/2010, collateralized by | | | | |
$7,970,100 U.S. Treasury Notes, 2.375% | | | | |
due 08/31/2014 (valued at $8,178,269, | | | | |
including interest) | | 8,000,000 | | 8,000,000 |
Morgan Stanley Tri-Party Repurchase | | | | |
Agreement dated 02/26/2010 at 0.10% | | | | |
to be repurchased at $144,601,205 on | | | | |
03/01/2010, collateralized by | | | | |
$105,235,000 U.S. Treasury Notes, | | | | |
0.875% due 01/31/2012 (valued at | | | | |
$105,531,337, including interest) and | | | | |
$42,100,000 U.S. Treasury Bonds, | | | | |
1.375% due 02/15/2031 (valued at | | | | |
$42,170,215, including interest) | | 144,600,000 | | 144,600,000 |
| | |
The accompanying notes are an integral part of the financial statements. | 262 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Total Return Fund (continued) | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
SHORT-TERM INVESTMENTS (continued) | | | |
Repurchase Agreement (continued) | | | | |
Morgan Stanley Tri-Party Repurchase | | | | |
Agreement dated 02/26/2010 at 0.11% | | | | |
to be repurchased at $41,300,379 on | | | | |
03/01/2010, collateralized by | | | | |
$42,190,000 Federal Home Loan | | | | |
Mortgage Corp., 1.00% due 02/10/2012 | | | | |
(valued at $42,129,246, | | | | |
including interest) | $ | 41,300,000 | $ | 41,300,000 |
Repurchase Agreement with State Street | | | | |
Corp. dated 02/26/2010 at 0.01% to be | | | | |
repurchased at $3,683,003 on | | | | |
03/01/2010, collateralized by | | | | |
$3,760,000 Federal Home Loan | | | | |
Mortgage Corp., 0.00% due 03/29/2010 | | | | |
(valued at $3,758,120, including interest) | 3,683,000 | | 3,683,000 |
| | | |
|
| | | | 730,883,000 |
Short-Term Securities* - 2.38% | | | | |
U.S. Treasury Bills | | | | |
0.108%, 04/01/2010 (F) | | 36,933,000 | | 36,932,301 |
0.740%, 03/11/2010 (F) | | 12,120,000 | | 12,119,916 |
U.S. Treasury Bills, 0.010% 03/18/2010 (F) | 90,000 | | 89,998 |
| | | |
|
| | | | 49,142,215 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $780,025,216) | $ | 780,025,215 |
|
Total Investments (Total Return Fund) | | | | |
(Cost $2,362,874,784) - 114.22% | | | $ | 2,362,716,865 |
Other assets and liabilities, net - (14.22%) | | | (294,142,852) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 2,068,574,013 |
| | | |
|
|
|
|
Schedule of Securities Sold Short | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
Federal National Mortgage Association - (0.92)% | | | |
5.500%, TBA | $ | (4,000,000) | $ | (4,264,688) |
6.000%, TBA | | (14,000,000) | | (14,853,125) |
| | | |
|
| | | | (19,117,813) |
| |
|
TOTAL SECURITIES SOLD SHORT (Cost $(19,101,211)) $ | | (19,117,813) |
| |
|
|
|
|
U.S. Government Securities Fund | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS - 41.75% | | | | |
Federal Home Loan Mortgage Corp. - 5.24% | | | |
5.000%, TBA (B) | $ | 3,000,000 | $ | 3,107,796 |
5.000%, 08/01/2035 | | 2,498,013 | | 2,604,569 |
5.500%, 11/01/2035 | | 705,055 | | 748,350 |
5.792%, 01/01/2037 (P) | | 1,020,103 | | 1,075,571 |
6.000%, 10/01/2010 to 12/01/2028 | | 243,387 | | 264,476 |
7.000%, 02/01/2011 to 06/01/2032 | | 282,423 | | 305,446 |
9.000%, 10/01/2017 | | 3,408 | | 3,825 |
9.500%, 08/01/2020 | | 16,011 | | 18,434 |
11.750%, 12/01/2013 | | 155 | | 157 |
12.000%, 07/01/2020 | | 2,705 | | 3,081 |
| | | |
|
| | | | 8,131,705 |
| | | | |
U.S. Government Securities Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
U.S. GOVERNMENT & AGENCY | | | | |
OBLIGATIONS (continued) | | | | |
Federal National Mortgage Association - 16.07% | | | |
4.750%, 11/19/2012 | $ | 2,520,000 | $ | 2,746,545 |
5.000%, 12/01/2019 to 06/01/2035 | | 3,276,008 | | 3,468,437 |
5.500%, 04/01/2018 to 08/01/2037 | | 8,797,762 | | 9,344,590 |
5.735%, 08/01/2037 (P) | | 1,416,829 | | 1,489,883 |
6.000%, 02/01/2037 | | 4,571,467 | | 4,887,898 |
6.500%, 02/01/2026 to 09/01/2037 | | 1,888,217 | | 2,050,947 |
7.000%, 07/01/2022 to 01/01/2034 | | 438,267 | | 475,170 |
7.500%, 09/01/2029 to 02/01/2031 | | 93,205 | | 102,855 |
8.000%, 06/01/2017 to 03/01/2033 | | 212,202 | | 237,040 |
8.500%, 08/01/2019 | | 58,066 | | 65,738 |
9.000%, 05/01/2021 | | 3,204 | | 3,525 |
11.500%, 09/15/2013 to 09/01/2019 | | 13,342 | | 14,863 |
12.000%, 01/01/2013 to 04/20/2016 | | 33,939 | | 38,621 |
12.500%, 01/01/2013 to 09/20/2015 | | 7,478 | | 8,328 |
13.500%, 11/15/2014 | | 3,915 | | 4,259 |
| | | |
|
| | | | 24,938,699 |
Government National Mortgage Association - 0.78% | | |
5.000%, TBA (B) | | 700,000 | | 728,383 |
6.500%, 02/15/2034 to 09/15/2034 | | 234,769 | | 258,469 |
7.500%, 03/15/2026 to 12/15/2027 | | 105,589 | | 116,465 |
8.500%, 06/15/2025 | | 98,906 | | 111,645 |
11.000%, 09/15/2015 | | 482 | | 559 |
| | | |
|
| | | | 1,215,521 |
Treasury Inflation Protected Securities (D) - 1.16% | | |
2.000%, 01/15/2026 (F) | | 914,004 | | 911,719 |
2.375%, 01/15/2027 (F) | | 192,762 | | 201,376 |
2.500%, 01/15/2029 | | 643,763 | | 682,741 |
| | | |
|
| | | | 1,795,836 |
U.S. Treasury Bonds - 9.57% | | | | |
3.000%, 02/28/2017 | | 4,050,000 | | 4,041,773 |
3.125%, 01/31/2017 | | 2,480,000 | | 2,497,050 |
3.500%, 02/15/2039 | | 2,110,000 | | 1,760,531 |
4.375%, 11/15/2039 | | 2,980,000 | | 2,904,570 |
4.500%, 08/15/2039 | | 2,450,000 | | 2,438,899 |
4.625%, 02/15/2040 | | 890,000 | | 903,906 |
8.750%, 05/15/2020 | | 210,000 | | 301,383 |
| | | |
|
| | | | 14,848,112 |
U.S. Treasury Notes - 8.84% | | | | |
0.750%, 11/30/2011 | | 1,600,000 | | 1,602,312 |
1.000%, 12/31/2011 | | 240,000 | | 241,200 |
2.250%, 01/31/2015 | | 760,000 | | 760,237 |
2.625%, 12/31/2014 | | 410,000 | | 417,912 |
3.000%, 09/30/2016 | | 100,000 | | 100,469 |
3.125%, 10/31/2016 | | 1,460,000 | | 1,475,854 |
3.375%, 11/15/2019 | | 3,660,000 | | 3,596,235 |
3.625%, 02/15/2020 | | 4,320,000 | | 4,331,474 |
4.750%, 08/15/2017 | | 1,070,000 | | 1,187,450 |
| | | |
|
| | | | 13,713,143 |
Tennessee Valley Authority - 0.09% | | | | |
5.250%, 09/15/2039 | | 140,000 | | 141,918 |
|
TOTAL U.S. GOVERNMENT & AGENCY | | | |
OBLIGATIONS (Cost $63,023,757) | | | $ | 64,784,934 |
|
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS - 7.89% | | | | |
American Home Mortgage Assets, | | | | |
Series 2006-3, Class 3A12 | | | | |
0.419%, 10/25/2046 (P) | | 920,762 | | 461,052 |
| | |
The accompanying notes are an integral part of the financial statements. | 263 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. Government Securities Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
COLLATERALIZED MORTGAGE | | | | |
OBLIGATIONS (continued) | | | | |
American Home Mortgage Investment Trust, | | | |
Series 2006-2, Class 1A1 | | | | |
0.309%, 06/25/2046 (P) | $ | 52,983 | $ | 52,105 |
Bear Stearns Alt-A Trust, | | | | |
Series 2004-11, Class 2A2 | | | | |
3.697%, 11/25/2034 (P) | | 464,606 | | 323,470 |
Countrywide Alternative Loan Trust | | | | |
Series 2006-OA10, Class 4A1, | | | | |
0.419%, 08/25/2046 (P) | | 1,092,601 | | 569,218 |
Series 2006-OA11, Class A4, | | | | |
0.419%, 09/25/2046 (P) | | 1,157,651 | | 497,975 |
Series 2006-OA9, Class 2A1B, | | | | |
0.429%, 07/20/2046 (P) | | 1,217,420 | | 517,879 |
Series 2006-OA7, Class 3A1, | | | | |
0.439%, 06/25/2046 (P) | | 674,837 | | 328,304 |
Series 2005-17, Class 2A1, | | | | |
0.469%, 07/25/2035 (P) | | 390,062 | | 207,906 |
Series 2005-59, Class 1A1, | | | | |
0.559%, 11/20/2035 (P) | | 299,144 | | 156,863 |
Federal Home Loan Mortgage Corp., | | | | |
Series 2525, Class AM | | | | |
4.500%, 04/15/2032 | | 240,246 | | 227,677 |
Federal National Mortgage Association | | | | |
Whole Loan | | | | |
Series 2005-W3, Class 2AF, | | | | |
0.449%, 03/25/2045 (P) | | 407,976 | | 369,452 |
Series 2003-W12, Class 2A7, | | | | |
4.680%, 06/25/2043 | | 4,247,106 | | 4,179,627 |
Series 2003-W14, Class 2A, | | | | |
4.740%, 01/25/2043 (P) | | 638,353 | | 630,374 |
Impac CMB Trust, Series 2004-5, Class 1A1 | | | |
0.589%, 10/25/2034 (P) | | 631,693 | | 466,647 |
Impac Secured Assets Corp., | | | | |
Series 2005-2, Class A1 | | | | |
0.549%, 03/25/2036 (P) | | 651,232 | | 313,077 |
Luminent Mortgage Trust, | | | | |
Series 2006-4, Class A1A | | | | |
0.419%, 05/25/2046 (P) | | 817,464 | | 421,022 |
Master Adjustable Rate Mortgages Trust | | | | |
Series 2007-3, Class 12A1, | | | | |
0.429%, 05/25/2047 (P) | | 1,424,264 | | 724,168 |
Series 2004-15, Class 1A1, | | | | |
3.935%, 12/25/2034 (P) | | 56,962 | | 40,413 |
Morgan Stanley Mortgage Loan Trust, | | | | |
Series 2006-8AR, Class 1A2 | | | | |
0.299%, 06/25/2036 (P) | | 187,899 | | 106,136 |
Novastar Mortgage-Backed Notes, | | | | |
Series 2006-MTA1, Class 2A1A | | | | |
0.419%, 09/25/2046 (P) | | 799,481 | | 440,691 |
Structured Asset Mortgage Investments, Inc., | | | |
Series 2006-AR6, Class 1A1 | | | | |
0.409%, 07/25/2046 (P) | | 766,617 | | 413,136 |
WaMu Mortgage Pass-Through Certificates, | | | |
Series 2005-AR17, Class A1A1 | | | | |
0.499%, 12/25/2045 (P) | | 9,797 | | 7,301 |
Washington Mutual, Inc. | | | | |
Series 2005-AR8, Class 2A1A, | | | | |
0.519%, 07/25/2045 (P) | | 680,700 | | 496,250 |
Series 2005-AR13, Class A1B3, | | | | |
0.589%, 10/25/2045 (P) | | 481,882 | | 287,539 |
|
TOTAL COLLATERALIZED MORTGAGE | | | |
OBLIGATIONS (Cost $18,113,083) | | | $ | 12,238,282 |
|
| | | | |
U.S. Government Securities Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
ASSET BACKED SECURITIES - 4.51% | | | | |
ACE Securities Corp. | | | | |
Series 2006-SL3, Class A1, | | | | |
0.329%, 06/25/2036 (P) | $ | 680,854 | $ | 72,251 |
Series 2006-GP1, Class A, | | | | |
0.359%, 02/25/2031 (P) | | 432,564 | | 351,753 |
Aegis Asset Backed Securities Trust, | | | | |
Series 2004-2, Class A3 | | | | |
0.709%, 06/25/2034 (P) | | 173,194 | | 156,370 |
Countrywide Asset-Backed Certificates, | | | | |
Series 2002-BC2, Class A | | | | |
0.769%, 04/25/2032 (P) | | 247,532 | | 120,533 |
Countrywide Home Equity Loan Trust | | | | |
Series 2006-E, Class 2A, | | | | |
0.372%, 07/15/2036 (P) | | 606,990 | | 300,842 |
Series 2005-E, Class 2A, | | | | |
0.452%, 11/15/2035 (P) | | 181,985 | | 88,282 |
Series 2006-RES, Class 4E1B, | | | | |
0.492%, 06/15/2029 (P)(S) | | 586,523 | | 134,332 |
Series 2006-RES, Class 4F1B, | | | | |
0.492%, 05/15/2034 (P)(S) | | 706,591 | | 154,841 |
Series 2004-I, Class A, | | | | |
0.522%, 02/15/2034 | | 583,155 | | 293,006 |
GSAA Home Equity Trust, | | | | |
Series 2005-5, Class A4 | | | | |
0.499%, 02/25/2035 (P) | | 39,212 | | 38,454 |
GSAMP Trust, Series 2006-S4, Class A1 | | | | |
0.319%, 05/25/2036 (P) | | 392,020 | | 30,234 |
IndyMac Seconds Asset Backed Trust, | | | | |
Series 2006-A, Class A | | | | |
0.359%, 06/25/2036 (P) | | 906,712 | | 89,495 |
Lehman XS Trust | | | | |
Series 2006-GP3, Class 3A1A, | | | | |
0.299%, 06/25/2046 (P) | | 74,203 | | 71,743 |
Series 2006-GP4, Class 3A1A, | | | | |
0.299%, 08/25/2046 (P) | | 261,144 | | 252,715 |
Series 2006-2N, Class 1A1, | | | | |
0.489%, 02/25/2046 (P) | | 890,657 | | 455,970 |
Long Beach Mortgage Loan Trust, | | | | |
Series 2005-3, Class 2A2 | | | | |
0.509%, 08/25/2045 (P) | | 213,575 | | 200,688 |
Merrill Lynch First Franklin Mortgage Loan | | | |
Trust, Series 2007-H1, Class 2A1 | | | | |
1.729%, 10/25/2037 (P) | | 1,120,297 | | 811,671 |
Morgan Stanley Mortgage Loan Trust, | | | | |
Series 2006-4SL, Class A1 | | | | |
0.379%, 03/25/2036 (P) | | 482,294 | | 119,078 |
Nelnet Student Loan Trust, | | | | |
Series 2008-4, Class A4 | | | | |
1.729%, 04/25/2024 (P) | | 320,000 | | 336,515 |
RAAC Series, Series 2006-RP3, Class A | | | | |
0.499%, 05/25/2036 (P)(S) | | 749,623 | | 427,094 |
SACO I Trust, Inc. | | | | |
Series 2006-6, Class A, | | | | |
0.359%, 06/25/2036 (P) | | 515,658 | | 94,592 |
Series 2006-7, Class A1, | | | | |
0.359%, 07/25/2036 (P) | | 469,430 | | 71,146 |
Structured Asset Securities Corp., | | | | |
Series 2006-ARS1, Class A1 | | | | |
0.339%, 02/25/2036 (P)(S) | | 522,868 | | 25,692 |
Truman Capital Mortgage Loan Trust, | | | | |
Series 2006-1, Class A | | | | |
0.489%, 03/25/2036 (P)(S) | | 838,381 | | 497,632 |
Washington Mutual, Inc. | | | | |
Series 2007-HE3, Class 2A2, | | | | |
0.399%, 05/25/2047 (P) | | 2,300,000 | | 1,387,883 |
| | |
The accompanying notes are an integral part of the financial statements. | 264 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. Government Securities Fund (continued) |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
ASSET BACKED SECURITIES (continued) | | | |
Washington Mutual, Inc. (continued) | | | | |
Series 2007-HE3, Class 2A4, | | | | |
0.519%, 05/25/2047 (P) | $ | 1,200,000 | $ | 420,244 |
|
TOTAL ASSET BACKED SECURITIES (Cost $15,508,875) | $ | 7,003,056 |
|
|
PREFERRED STOCKS - 0.03% | | | | |
Diversified Financials - 0.03% | | | | |
Federal Home Loan Mortgage Corp. (I) | | 23,775 | | 27,104 |
Federal National Mortgage Association (I) | | 17,050 | | 18,414 |
| | | |
|
| | | | 45,518 |
|
TOTAL PREFERRED STOCKS (Cost $1,020,625) | | $ | 45,518 |
|
|
SHORT-TERM INVESTMENTS - 50.44% | | | |
Repurchase Agreement - 14.37% | | | | |
Bank of America Tri-Party Repurchase | | | | |
Agreement dated 02/26/2010 at 0.08% to be | | | |
repurchased at $6,900,046 on 03/01/2010, | | | |
collateralized by $6,995,000 U.S. Treasury | | | |
Notes, 0.875% due 01/31/2011 (valued at | | | |
$7,038,000, including interest) | $ | 6,900,000 | | 6,900,000 |
JPMorgan Tri-Party Repurchase Agreement | | | |
dated 02/26/2010 at 0.06% to be | | | | |
repurchased at $15,400,077 on 03/01/2010, | | | |
collateralized by $15,556,000 Federal | | | | |
National Mortgage Association, 2.186% due | | | |
05/07/2012 (valued at $15,708,000, | | | | |
including interest) | | 15,400,000 | | 15,400,000 |
| | | |
|
| | | | 22,300,000 |
Short-Term Securities* - 36.07% | | | | |
Federal Home Loan Bank Discount | | | | |
Notes, 0.010% | | 8,000,000 | | 7,991,543 |
Federal National Mortgage Association | | | | |
Discount Notes, 0.010% | | 9,400,000 | | 9,398,744 |
U.S. Treasury Bills | | | | |
0.010%, 05/06/2010 | | 8,000,000 | | 7,998,321 |
0.010%, 04/29/2010 | | 10,000,000 | | 9,997,460 |
0.260%, 11/18/2010 | | 16,230,000 | | 16,197,694 |
0.054%, 03/11/2010 | | 4,400,000 | | 4,399,921 |
| | | |
|
| | | | 55,983,683 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $78,283,094) | $ | 78,283,683 |
|
Total Investments (U.S. Government Securities Fund) | | |
(Cost $175,949,434) - 104.62% | | | $ | 162,355,473 |
Other assets and liabilities, net - (4.62%) | | | (7,163,866) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 155,191,607 |
| | | |
|
|
|
U.S. High Yield Bond Fund | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| |
|
CORPORATE BONDS - 75.60% | | | | |
Advertising - 0.10% | | | | |
Lamar Media Corp. | | | | |
9.750%, 04/01/2014 | $ | 725,000 | | 786,625 |
Aerospace/Defense - 0.45% | | | | |
L-3 Communications Corp. | | | | |
5.875%, 01/15/2015 | | 3,350,000 | | 3,362,563 |
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Airlines - 0.01% | | | | |
Continental Airlines, Inc. | | | | |
8.499%, 05/01/2011 | $ | 108,100 | $ | 103,776 |
Auto Manufacturers - 0.11% | | | | |
Ford Motor Company | | | | |
9.500%, 09/15/2011 | | 775,000 | | 806,000 |
Auto Parts & Equipment - 0.67% | | | | |
Allison Transmission, Inc., PIK | | | | |
11.250%, 11/01/2015 (S) | | 68,700 | | 71,105 |
Cooper Tire & Rubber Company | | | | |
7.625%, 03/15/2027 | | 3,225,000 | | 2,878,313 |
Goodyear Tire & Rubber Company | | | | |
8.625%, 12/01/2011 | | 750,000 | | 778,125 |
The Goodyear Tire & Rubber Company | | | | |
7.857%, 08/15/2011 | | 1,275,000 | | 1,319,625 |
| | | |
|
| | | | 5,047,168 |
Chemicals - 0.55% | | | | |
Innophos Holdings, Inc. | | | | |
9.500%, 04/15/2012 (S) | | 600,000 | | 598,500 |
Innophos, Inc. | | | | |
8.875%, 08/15/2014 | | 3,415,000 | | 3,508,913 |
| | | |
|
| | | | 4,107,413 |
Coal - 0.11% | | | | |
Cloud Peak Energy Finance Company | | | | |
8.250%, 12/15/2017 (S) | | 350,000 | | 349,125 |
8.500%, 12/15/2019 (S) | | 500,000 | | 505,000 |
| | | |
|
| | | | 854,125 |
Commercial Services - 8.50% | | | | |
Carriage Services, Inc. | | | | |
7.875%, 01/15/2015 | | 2,315,000 | | 2,228,188 |
Cornell Companies, Inc. | | | | |
10.750%, 07/01/2012 | | 4,425,000 | | 4,502,438 |
Corrections Corp. of America | | | | |
6.250%, 03/15/2013 | | 2,850,000 | | 2,867,813 |
7.750%, 06/01/2017 | | 1,000,000 | | 1,025,000 |
H&E Equipment Services, Inc. | | | | |
8.375%, 07/15/2016 | | 1,990,000 | | 1,980,050 |
Iron Mountain, Inc. | | | | |
7.750%, 01/15/2015 | | 165,000 | | 166,238 |
8.000%, 06/15/2020 | | 5,200,000 | | 5,239,000 |
KAR Holdings, Inc. | | | | |
8.750%, 05/01/2014 | | 1,200,000 | | 1,212,000 |
10.000%, 05/01/2015 | | 12,725,000 | | 13,265,813 |
Lender Processing Services, Inc. | | | | |
8.125%, 07/01/2016 | | 6,095,000 | | 6,506,413 |
Mac-Gray Corp. | | | | |
7.625%, 08/15/2015 | | 3,470,000 | | 3,400,600 |
NCO Group, Inc. | | | | |
11.875%, 11/15/2014 | | 4,975,000 | | 4,129,250 |
Rural/Metro Corp., Steps up to 12.75% | | | | |
on 03/15/2010 | | | | |
maturing at 03/15/2016 | | 3,880,000 | | 4,074,000 |
Service Corp. International | | | | |
6.750%, 04/01/2015 to 04/01/2016 | | 2,452,000 | | 2,413,630 |
7.000%, 06/15/2017 | | 4,100,000 | | 4,018,000 |
7.500%, 04/01/2027 | | 3,688,000 | | 3,328,420 |
7.625%, 10/01/2018 | | 80,000 | | 80,400 |
7.875%, 02/01/2013 | | 850,000 | | 850,000 |
8.000%, 11/15/2021 | | 1,000,000 | | 997,500 |
Sheridan Group, Inc. | | | | |
10.250%, 08/15/2011 | | 1,500,000 | | 1,425,000 |
| | |
The accompanying notes are an integral part of the financial statements. | 265 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Commercial Services (continued) | | | | |
The Geo Group, Inc. | | | | |
7.750%, 10/15/2017 (S) | $ | 225,000 | $ | 227,813 |
| | | |
|
| | | | 63,937,566 |
Computers - 3.04% | | | | |
Affiliated Computer Services, Inc. | | | | |
5.200%, 06/01/2015 | | 3,800,000 | | 3,923,500 |
Seagate Technology HDD Holdings | | | | |
6.800%, 10/01/2016 | | 2,275,000 | | 2,269,313 |
Seagate Technology International | | | | |
10.000%, 05/01/2014 (S) | | 300,000 | | 340,875 |
SunGard Data Systems, Inc. | | | | |
4.875%, 01/15/2014 | | 1,600,000 | | 1,494,000 |
9.125%, 08/15/2013 | | 365,000 | | 373,669 |
10.250%, 08/15/2015 | | 13,939,000 | | 14,461,713 |
| | | |
|
| | | | 22,863,070 |
Distribution/Wholesale - 0.40% | | | | |
McJunkin Red Man Corp. | | | | |
9.500%, 12/15/2016 (S) | | 3,000,000 | | 3,007,500 |
Diversified Financial Services - 6.80% | | | | |
American General Finance Corp. | | | | |
5.750%, 09/15/2016 | | 500,000 | | 352,374 |
6.900%, 12/15/2017 | | 5,300,000 | | 3,801,430 |
American General Finance Corp. Series MTN | | | |
6.500%, 09/15/2017 | | 700,000 | | 501,998 |
Chukchansi Economic Development Authority | | | |
4.024%, 11/15/2012 (P)(S) | | 875,000 | | 682,500 |
8.000%, 11/15/2013 (S) | | 2,442,000 | | 1,978,020 |
CIT Group, Inc. | | | | |
7.000%, 05/01/2013 to 05/01/2017 | | 14,905,420 | | 13,340,182 |
Citigroup, Inc. | | | | |
5.000%, 09/15/2014 | | 400,000 | | 397,792 |
5.875%, 02/22/2033 | | 850,000 | | 711,938 |
6.000%, 10/31/2033 | | 1,300,000 | | 1,103,904 |
El Paso Performance-Linked Trust | | | | |
7.750%, 07/15/2011 (S) | | 1,750,000 | | 1,824,760 |
Ford Motor Credit Company LLC | | | | |
7.000%, 10/01/2013 | | 1,580,000 | | 1,556,091 |
7.250%, 10/25/2011 | | 340,000 | | 344,670 |
8.000%, 12/15/2016 | | 7,575,000 | | 7,606,345 |
Lehman Brothers Holdings, Inc. | | | | |
7.875%, 08/15/2010 (H) | | 3,425,000 | | 770,625 |
LPL Holdings, Inc. | | | | |
10.750%, 12/15/2015 (S) | | 3,750,000 | | 3,810,938 |
NSG Holdings, Inc. | | | | |
7.750%, 12/15/2025 (S) | | 2,125,000 | | 1,838,125 |
Nuveen Investments, Inc. | | | | |
5.500%, 09/15/2015 | | 11,489,000 | | 8,272,080 |
10.500%, 11/15/2015 | | 2,545,000 | | 2,303,225 |
| | | |
|
| | | | 51,196,997 |
Electric - 3.90% | | | | |
Calpine Construction Finance Company LP | | | | |
8.000%, 06/01/2016 (S) | | 800,000 | | 810,000 |
Calpine Corp. | | | | |
7.250%, 10/15/2017 (S) | | 8,239,000 | | 7,930,038 |
Ipalco Enterprises, Inc. | | | | |
7.250%, 04/01/2016 (S) | | 6,125,000 | | 6,186,250 |
8.625%, 11/14/2011 | | 1,050,000 | | 1,089,375 |
NRG Energy, Inc. | | | | |
7.250%, 02/01/2014 | | 735,000 | | 740,513 |
7.375%, 02/01/2016 to 01/15/2017 | | 12,748,000 | | 12,549,715 |
| | | |
|
| | | | 29,305,891 |
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Electronics - 0.01% | | | | |
Muzak Finance Corp. | | | | |
13.000%, 03/15/2010 (H) | $ | 700,000 | $ | 43,190 |
Entertainment - 2.97% | | | | |
AMC Entertainment, Inc. | | | | |
8.750%, 06/01/2019 | | 7,000,000 | | 7,227,500 |
Cinemark USA, Inc. | | | | |
8.625%, 06/15/2019 | | 6,400,000 | | 6,656,000 |
Regal Cinemas Corp. | | | | |
8.625%, 07/15/2019 | | 3,725,000 | | 3,887,969 |
River Rock Entertainment Authority | | | | |
9.750%, 11/01/2011 | | 2,360,000 | | 2,174,150 |
Yonkers Racing Corp. | | | | |
11.375%, 07/15/2016 (S) | | 2,300,000 | | 2,426,500 |
| | | |
|
| | | | 22,372,119 |
Food - 0.07% | | | | |
Del Monte Corp. | | | | |
7.500%, 10/15/2019 (S) | | 250,000 | | 253,750 |
Michael Foods, Inc. | | | | |
8.000%, 11/15/2013 | | 300,000 | | 306,000 |
| | | |
|
| | | | 559,750 |
Forest Products & Paper - 0.30% | | | | |
Bowater Canada Finance Corp. | | | | |
7.950%, 11/15/2011 (H) | | 23,000 | | 8,280 |
Georgia-Pacific Corp. | | | | |
7.125%, 01/15/2017 (S) | | 2,230,000 | | 2,252,300 |
| | | |
|
| | | | 2,260,580 |
Healthcare Products - 1.79% | | | | |
Biomet, Inc. | | | | |
11.625%, 10/15/2017 | | 7,265,000 | | 8,027,825 |
The Cooper Companies, Inc. | | | | |
7.125%, 02/15/2015 | | 5,516,000 | | 5,433,260 |
| | | |
|
| | | | 13,461,085 |
Healthcare Services - 5.73% | | | | |
Centene Corp. | | | | |
7.250%, 04/01/2014 | | 1,825,000 | | 1,783,938 |
Community Health Systems, Inc. | | | | |
8.875%, 07/15/2015 | | 9,585,000 | | 9,920,475 |
DaVita, Inc. | | | | |
6.625%, 03/15/2013 | | 1,375,000 | | 1,378,438 |
HCA, Inc. | | | | |
7.875%, 02/01/2011 | | 885,000 | | 907,125 |
8.500%, 04/15/2019 (S) | | 2,125,000 | | 2,279,063 |
9.125%, 11/15/2014 | | 600,000 | | 630,750 |
9.250%, 11/15/2016 | | 5,150,000 | | 5,465,438 |
HCA, Inc., PIK | | | | |
9.625%, 11/15/2016 | | 1,709,000 | | 1,828,630 |
Health Management Associates, Inc. | | | | |
6.125%, 04/15/2016 | | 2,000,000 | | 1,865,000 |
Healthsouth Corp. | | | | |
10.750%, 06/15/2016 | | 2,100,000 | | 2,268,000 |
Multiplan, Inc. | | | | |
10.375%, 04/15/2016 (S) | | 2,500,000 | | 2,562,500 |
Sun Healthcare Group, Inc. | | | | |
9.125%, 04/15/2015 | | 4,717,000 | | 4,787,755 |
Tenet Healthcare Corp. | | | | |
6.875%, 11/15/2031 | | 657,000 | | 525,600 |
9.000%, 05/01/2015 (S) | | 2,800,000 | | 2,933,000 |
10.000%, 05/01/2018 (S) | | 1,075,000 | | 1,182,500 |
United Surgical Partners International, Inc. | | | | |
8.875%, 05/01/2017 | | 2,725,000 | | 2,786,313 |
| | | |
|
| | | | 43,104,525 |
| | |
The accompanying notes are an integral part of the financial statements. | 266 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Home Furnishings - 0.48% | | | | |
ALH Finance LLC | | | | |
8.500%, 01/15/2013 | $ | 3,650,000 | $ | 3,640,875 |
Household Products - 0.14% | | | | |
Central Garden and Pet Company | | | | |
8.250%, 03/01/2018 | | 1,050,000 | | 1,053,938 |
Insurance - 0.82% | | | | |
HUB International Holdings, Inc. | | | | |
10.250%, 06/15/2015 (S) | | 3,700,000 | | 3,431,750 |
USI Holdings Corp. | | | | |
9.750%, 05/15/2015 (S) | | 3,000,000 | | 2,752,500 |
| | | |
|
| | | | 6,184,250 |
Lodging - 0.87% | | | | |
Ameristar Casinos, Inc. | | | | |
9.250%, 06/01/2014 | | 5,975,000 | | 6,109,438 |
San Pasqual Casino Development Group | | | | |
8.000%, 09/15/2013 (S) | | 443,000 | | 420,850 |
| | | |
|
| | | | 6,530,288 |
Media - 7.80% | | | | |
Barrington Broadcasting Group LLC | | | | |
10.500%, 08/15/2014 | | 4,400,000 | | 3,729,000 |
CCH II LLC / CCH II Capital Corp. | | | | |
13.500%, 11/30/2016 | | 1,045,063 | | 1,234,481 |
Charter Communications Operating LLC | | | | |
8.000%, 04/30/2012 (S) | | 11,400,000 | | 11,799,000 |
8.375%, 04/30/2014 (S) | | 8,350,000 | | 8,475,250 |
CSC Holdings, Inc. | | | | |
6.750%, 04/15/2012 | | 1,750,000 | | 1,815,625 |
8.500%, 04/15/2014 (S) | | 2,200,000 | | 2,312,750 |
DirecTV Holdings LLC | | | | |
6.375%, 06/15/2015 | | 200,000 | | 206,750 |
DISH DBS Corp. | | | | |
7.750%, 05/31/2015 | | 4,000,000 | | 4,150,000 |
EchoStar DBS Corp. | | | | |
6.375%, 10/01/2011 | | 3,791,000 | | 3,942,640 |
6.625%, 10/01/2014 | | 2,250,000 | | 2,255,625 |
7.000%, 10/01/2013 | | 600,000 | | 613,500 |
Fisher Communications, Inc. | | | | |
8.625%, 09/15/2014 | | 2,775,000 | | 2,660,531 |
Nielsen Finance LLC | | | | |
10.000%, 08/01/2014 | | 1,785,000 | | 1,851,938 |
11.500%, 05/01/2016 | | 400,000 | | 445,500 |
Nielsen Finance LLC, Steps up to 12.50% | | | | |
on 08/01/11 | | | | |
maturing at 08/01/2016 (P) | | 7,865,000 | | 7,117,825 |
Salem Communications Corp. | | | | |
9.625%, 12/15/2016 (S) | | 450,000 | | 464,625 |
Videotron Ltee | | | | |
6.375%, 12/15/2015 | | 1,070,000 | | 1,048,600 |
6.875%, 01/15/2014 | | 2,260,000 | | 2,268,475 |
9.125%, 04/15/2018 | | 2,110,000 | | 2,294,625 |
| | | |
|
| | | | 58,686,740 |
Mining - 0.62% | | | | |
Freeport-McMoRan Copper & Gold, Inc. | | | | |
8.375%, 04/01/2017 | | 4,300,000 | | 4,665,500 |
Oil & Gas - 3.83% | | | | |
Denbury Resources, Inc. | | | | |
8.250%, 02/15/2020 | | 3,025,000 | | 3,130,875 |
Encore Acquisition Company | | | | |
9.500%, 05/01/2016 | | 75,000 | | 79,875 |
Forest Oil Corp. | | | | |
7.250%, 06/15/2019 | | 1,200,000 | | 1,176,000 |
8.500%, 02/15/2014 | | 250,000 | | 258,125 |
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
CORPORATE BONDS (continued) | | | | |
Oil & Gas (continued) | | | | |
Hilcorp Energy I LP | | | | |
7.750%, 11/01/2015 (S) | $ | 2,430,000 | $ | 2,363,175 |
9.000%, 06/01/2016 (S) | | 3,625,000 | | 3,670,313 |
Sabine Pass LNG LP | | | | |
7.500%, 11/30/2016 (S) | | 16,083,000 | | 14,112,833 |
SandRidge Energy, Inc., PIK | | | | |
8.625%, 04/01/2015 | | 3,475,000 | | 3,405,500 |
Swift Energy Company | | | | |
7.125%, 06/01/2017 | | 625,000 | | 592,188 |
| | | |
|
| | | | 28,788,884 |
Oil & Gas Services - 0.67% | | | | |
Key Energy Services, Inc. | | | | |
8.375%, 12/01/2014 | | 5,075,000 | | 5,024,250 |
National Oilwell Varco, Inc. | | | | |
6.125%, 08/15/2015 | | 23,000 | | 23,469 |
| | | |
|
| | | | 5,047,719 |
Packaging & Containers - 1.47% | | | | |
Crown Americas LLC | | | | |
7.625%, 05/15/2017 (S) | | 500,000 | | 520,000 |
Graham Packaging Company LP | | | | |
9.875%, 10/15/2014 | | 4,808,087 | | 4,904,248 |
Owens-Brockway Glass Container, Inc. | | | | |
7.375%, 05/15/2016 | | 1,000,000 | | 1,032,500 |
8.250%, 05/15/2013 | | 2,950,000 | | 2,994,250 |
Owens-Illinois, Inc. | | | | |
7.800%, 05/15/2018 | | 1,550,000 | | 1,588,750 |
| | | |
|
| | | | 11,039,748 |
Pharmaceuticals - 0.32% | | | | |
Omnicare, Inc. | | | | |
6.875%, 12/15/2015 | | 2,495,000 | | 2,395,200 |
Pipelines - 2.62% | | | | |
El Paso Corp. | | | | |
6.875%, 06/15/2014 | | 500,000 | | 504,195 |
6.950%, 06/01/2028 | | 1,325,000 | | 1,183,147 |
7.000%, 06/15/2017 | | 3,950,000 | | 3,962,123 |
7.250%, 06/01/2018 | | 2,500,000 | | 2,516,055 |
7.750%, 01/15/2032 | | 8,089,000 | | 7,815,867 |
7.800%, 08/01/2031 | | 2,550,000 | | 2,477,555 |
8.050%, 10/15/2030 | | 700,000 | | 687,491 |
8.250%, 02/15/2016 | | 525,000 | | 556,500 |
| | | |
|
| | | | 19,702,933 |
Real Estate - 1.27% | | | | |
HRPT Properties Trust | | | | |
6.250%, 06/15/2017 | | 3,000,000 | | 2,920,374 |
National Retail Properties, Inc. | | | | |
5.125%, 06/15/2028 | | 2,000,000 | | 2,112,500 |
6.875%, 10/15/2017 | | 1,375,000 | | 1,409,778 |
Realty Income Corp. | | | | |
6.750%, 08/15/2019 | | 2,550,000 | | 2,601,579 |
Ventas Realty LP, Series 1 | | | | |
6.500%, 06/01/2016 | | 500,000 | | 498,750 |
| | | |
|
| | | | 9,542,981 |
Retail - 4.15% | | | | |
AmeriGas Partners LP | | | | |
7.125%, 05/20/2016 | | 4,575,000 | | 4,586,438 |
7.250%, 05/20/2015 | | 800,000 | | 804,000 |
Federated Retail Holdings, Inc. | | | | |
5.350%, 03/15/2012 | | 250,000 | | 257,500 |
Macy’s Retail Holdings, Inc. | | | | |
7.450%, 09/15/2011 to 10/15/2016 | | 5,400,000 | | 5,416,500 |
7.875%, 08/15/2036 | | 3,825,000 | | 3,471,188 |
| | |
The accompanying notes are an integral part of the financial statements. | 267 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
CORPORATE BONDS (continued) | | | | |
Retail (continued) | | | | |
O’Charleys, Inc. | | | | |
9.000%, 11/01/2013 | $ | 6,225,000 | $ | 6,193,875 |
Sonic Automotive, Inc., Series B | | | | |
8.625%, 08/15/2013 | | 3,058,000 | | 3,065,645 |
Suburban Propane Partners LP | | | | |
6.875%, 12/15/2013 | | 2,925,000 | | 2,954,250 |
Toys R Us Property Company I LLC | | | | |
10.750%, 07/15/2017 (S) | | 2,400,000 | | 2,634,000 |
Toys R Us Property Company LLC | | | | |
8.500%, 12/01/2017 (S) | | 1,825,000 | | 1,843,250 |
| | | |
|
| | | | 31,226,646 |
Software - 1.43% | | | | |
First Data Corp. | | | | |
9.875%, 09/24/2015 | | 2,625,000 | | 2,270,625 |
First Data Corp., PIK | | | | |
10.550%, 09/24/2015 | | 9,813,862 | | 8,513,525 |
| | | |
|
| | | | 10,784,150 |
Telecommunications - 10.99% | | | | |
CC Holdings GS V LLC | | | | |
7.750%, 05/01/2017 (S) | | 6,875,000 | | 7,442,188 |
Cricket Communications, Inc. | | | | |
9.375%, 11/01/2014 | | 8,572,000 | | 8,529,140 |
Crown Castle International Corp. | | | | |
7.125%, 11/01/2019 | | 1,725,000 | | 1,725,000 |
GCI, Inc. | | | | |
8.625%, 11/15/2019 (S) | | 3,100,000 | | 3,150,375 |
Intelsat Corp. | | | | |
9.250%, 08/15/2014 to 06/15/2016 | | 12,850,000 | | 13,247,250 |
MetroPCS Wireless, Inc. | | | | |
9.250%, 11/01/2014 | | 6,445,000 | | 6,428,888 |
Qwest Communications International, | | | | |
Inc., Series B | | | | |
7.500%, 02/15/2014 | | 1,725,000 | | 1,742,250 |
Qwest Corp. | | | | |
3.504%, 06/15/2013 (P) | | 1,400,000 | | 1,372,000 |
6.500%, 06/01/2017 | | 1,250,000 | | 1,257,813 |
7.625%, 06/15/2015 | | 300,000 | | 320,625 |
7.875%, 09/01/2011 | | 2,800,000 | | 2,961,000 |
8.875%, 03/15/2012 | | 4,625,000 | | 5,012,344 |
SBA Telecommunications, Inc. | | | | |
8.000%, 08/15/2016 (S) | | 600,000 | | 624,000 |
8.250%, 08/15/2019 (S) | | 700,000 | | 735,000 |
Sprint Capital Corp. | | | | |
6.875%, 11/15/2028 | | 2,100,000 | | 1,590,750 |
8.750%, 03/15/2032 | | 22,650,000 | | 19,988,758 |
Time Warner Telecom Holdings, Inc. | | | | |
9.250%, 02/15/2014 | | 4,425,000 | | 4,557,750 |
Valor Telecommunications Enterprise LLC | | | | |
7.750%, 02/15/2015 | | 2,000,000 | | 2,035,000 |
| | | |
|
| | | | 82,720,131 |
Tire & Rubber - 0.23% | | | | |
American Tire Distributors Holdings, Inc. | | | | |
6.501%, 04/01/2012 (P) | | 450,000 | | 371,250 |
10.750%, 04/01/2013 | | 1,475,000 | | 1,386,500 |
| | | |
|
| | | | 1,757,750 |
Transportation - 2.38% | | | | |
General Maritime Corp. | | | | |
12.000%, 11/15/2017 (S) | | 3,800,000 | | 3,933,000 |
Gulfmark Offshore, Inc. | | | | |
7.750%, 07/15/2014 | | 3,850,000 | | 3,811,500 |
Overseas Shipholding Group, Inc. | | | | |
7.500%, 02/15/2024 | | 5,045,000 | | 4,395,456 |
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
CORPORATE BONDS (continued) | | | | |
Transportation (continued) | | | | |
RailAmerica, Inc. | | | | |
9.250%, 07/01/2017 | $ | 2,993,000 | $ | 3,138,909 |
Teekay Corp. | | | | |
8.500%, 01/15/2020 | | 875,000 | | 888,125 |
Trailer Bridge, Inc. | | | | |
9.250%, 11/15/2011 | | 1,750,000 | | 1,741,250 |
| | | |
|
| | | | 17,908,240 |
|
TOTAL CORPORATE BONDS (Cost $539,056,032) | | $ | 568,855,916 |
|
|
COMMON STOCKS - 0.74% | | | | |
Consumer Services - 0.01% | | | | |
Tropicana Entertainment LLC | | 7,500 | | 105,000 |
Diversified Financials - 0.52% | | | | |
CIT Group, Inc. (I) | | 106,975 | | 3,897,092 |
Media - 0.21% | | | | |
Dex One Corp. (I) | | 53,110 | | 1,582,688 |
|
TOTAL COMMON STOCKS (Cost $4,911,254) | | $ | 5,584,780 |
|
|
PREFERRED STOCKS - 0.01% | | | | |
Consumer Services - 0.01% | | | | |
Tropicana Las Vegas Resort & Casino | | | | |
LLC 12.500% | | 1,270 | | 71,120 |
|
TOTAL PREFERRED STOCKS (Cost $127,000) | | | 71,120 |
|
|
TERM LOANS - 19.97% | | | | |
Advertising - 0.06% | | | | |
Getty Images, Inc. | | | | |
6.250%, 07/02/2015 (P) | | 417,874 | | 419,180 |
Apparel - 0.09% | | | | |
Iconix Brand Group, Inc. | | | | |
2.490%, 01/02/2012 (P) | | 675,095 | | 658,218 |
Auto Manufacturers - 1.50% | | | | |
Ford Motor Company | | | | |
3.260%, 12/16/2013 (P) | | 3,146,250 | | 2,895,204 |
3.260%, 12/16/2013 (P) | | 9,022,031 | | 8,428,084 |
| | | |
|
| | | | 11,323,288 |
Auto Parts & Equipment - 1.75% | | | | |
Allison Transmission, Inc. | | | | |
2.750%, 08/07/2014 (P) | | 3,776,197 | | 3,458,169 |
Federal Mogul Corp. | | | | |
2.170%, 12/29/2014 (P) | | 3,108,235 | | 2,718,736 |
2.170%, 12/28/2015 (P) | | 2,885,547 | | 2,523,954 |
Goodyear Tire & Rubber Company | | | | |
2.340%, 04/30/2014 (P) | | 4,850,000 | | 4,500,397 |
| | | |
|
| | | | 13,201,256 |
Banks - 0.28% | | | | |
HMSC Corp. | | | | |
2.500%, 04/03/2014 (P) | | 388,995 | | 328,701 |
5.750%, 10/03/2014 (P) | | 2,650,000 | | 1,775,500 |
| | | |
|
| | | | 2,104,201 |
Chemicals - 0.26% | | | | |
Celanese Holdings LLC | | | | |
1.980%, 04/02/2014 (P) | | 166,667 | | 160,000 |
2.000%, 04/02/2014 (P) | | 1,053,358 | | 1,009,662 |
Chemtura Corp. | | | | |
6.000%, 03/22/2011 (P) | | 750,000 | | 753,281 |
| | | |
|
| | | | 1,922,943 |
| | |
The accompanying notes are an integral part of the financial statements. | 268 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
TERM LOANS (continued) | | | | |
Commercial Services - 0.79% | | | | |
Acosta, Inc. | | | | |
2.480%, 07/28/2013 (P) | $ | 761,387 | $ | 726,173 |
Coinmach Laundry Corp. | | | | |
3.250%, 11/20/2014 (P) | | 1,755,484 | | 1,518,494 |
Education Management Corp. | | | | |
2.060%, 06/03/2013 (P) | | 1,683,057 | | 1,596,538 |
Live Nation, Inc. | | | | |
3.490%, 06/21/2013 (P) | | 380,299 | | 372,693 |
Web Services Company LLC | | | | |
7.000%, 08/28/2014 (P) | | 1,724,375 | | 1,722,220 |
| | | |
|
| | | | 5,936,118 |
Computers - 0.16% | | | | |
Reynolds & Reynolds Company, Inc. | | | | |
2.250%, 10/26/2012 (P) | | 154,059 | | 145,586 |
SunGard Data Systems, Inc. | | | | |
1.980%, 02/28/2014 (P) | | 1,084,065 | | 1,038,669 |
| | | |
|
| | | | 1,184,255 |
Distribution/Wholesale - 0.08% | | | | |
Adesa, Inc. | | | | |
2.980%, 10/18/2013 (P) | | 610,659 | | 588,904 |
Diversified Financial Services - 1.44% | | | | |
CCM Merger, Inc. | | | | |
8.500%, 07/21/2012 (P) | | 3,989,791 | | 3,931,608 |
Linsco/Private Ledger Corp. | | | | |
2.000%, 06/28/2013 (P) | | 2,327,246 | | 2,218,640 |
Local TV Finance LLC | | | | |
2.260%, 05/07/2013 (P) | | 2,419,208 | | 2,092,615 |
NSG Holdings | | | | |
1.750%, 06/15/2014 (P) | | 24,169 | | 22,598 |
1.750%, 06/15/2014 (P) | | 118,163 | | 110,482 |
Nuveen Investments, Inc. | | | | |
3.290%, 11/13/2014 (P) | | 1,092,845 | | 950,775 |
VNU Nielsen Financial LLC | | | | |
2.230%, 08/09/2013 (P) | | 1,620,627 | | 1,526,283 |
| | | |
|
| | | | 10,853,001 |
Electric - 3.25% | | | | |
Calpine Corp. | | | | |
3.140%, 03/29/2014 (P) | | 1,594,772 | | 1,496,686 |
NRG Energy, Inc. | | | | |
1.990%, 02/01/2013 (P) | | 1,498,127 | | 1,445,181 |
2.000%, 02/01/2013 (P) | | 881,125 | | 849,985 |
Texas Competitive Electric Holdings | | | | |
Company LLC | | | | |
3.730%, 10/10/2014 (P) | | 997,500 | | 790,519 |
3.730%, 10/10/2014 (P) | | 20,697,070 | | 16,553,982 |
TPF Generation Holdings LLC | | | | |
2.230%, 12/15/2013 (P) | | 745,435 | | 718,724 |
2.250%, 12/15/2011 (P) | | 90,298 | | 87,063 |
2.250%, 12/13/2013 (P) | | 288,051 | | 277,730 |
4.483%, 12/15/2014 (P) | | 2,550,000 | | 2,234,438 |
| | | |
|
| | | | 24,454,308 |
Energy-Alternate Sources - 0.42% | | | | |
Covanta Energy Corp. | | | | |
1.650%, 02/10/2014 (P) | | 609,148 | | 580,214 |
1.750%, 02/10/2014 (P) | | 1,203,306 | | 1,146,149 |
Longview Power LLC | | | | |
2.560%, 02/28/2014 (P) | | 33,333 | | 30,500 |
2.560%, 02/28/2014 (P) | | 696,361 | | 637,170 |
2.560%, 02/28/2014 (P) | | 812,421 | | 743,365 |
| | | |
|
| | | | 3,137,398 |
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
TERM LOANS (continued) | | | | |
Entertainment - 1.63% | | | | |
Greektown Holdings LLC | | | | |
2.480%, 09/30/2010 (P) | $ | 352,381 | $ | 375,286 |
7.000%, 12/03/2012 (P) | | 1,600,000 | | 1,704,000 |
7.000%, 12/03/2012 (P) | | 758,453 | | 807,752 |
14.500%, 09/30/2010 (P) | | 3,347,619 | | 3,381,095 |
Greenwood Racing, Inc. | | | | |
2.480%, 11/28/2011 (P) | | 964,934 | | 928,146 |
Penn National Gaming, Inc. | | | | |
1.980%, 10/03/2012 (P) | | 5,003,978 | | 4,900,145 |
Regal Cinemas Corp. | | | | |
4.000%, 10/28/2013 (P) | | 188,921 | | 188,986 |
| | | |
|
| | | | 12,285,410 |
Food - 0.30% | | | | |
Dole Food Company, Inc. | | | | |
7.890%, 04/12/2013 (P) | | 265,584 | | 265,584 |
8.000%, 04/12/2013 (P) | | 461,866 | | 461,866 |
8.000%, 04/12/2013 (P) | | 1,498,538 | | 1,498,538 |
| | | |
|
| | | | 2,225,988 |
Forest Products & Paper - 0.61% | | | | |
Georgia-Pacific Corp. | | | | |
2.240%, 12/20/2012 (P) | | 1,633,092 | | 1,594,918 |
2.260%, 12/24/2012 (P) | | 3,081,869 | | 3,009,831 |
| | | |
|
| | | | 4,604,749 |
Hand & Machine Tools - 0.04% | | | | |
Alliance Laundry Systems | | | | |
2.740%, 01/27/2012 (P) | | 336,857 | | 323,804 |
Healthcare Services - 1.71% | | | | |
AGA Medical Corp. | | | | |
2.260%, 04/26/2013 (P) | | 3,850,000 | | 3,498,688 |
Community Health Systems, Inc. | | | | |
2.500%, 07/25/2014 (P) | | 2,235,576 | | 2,088,867 |
2.500%, 07/25/2014 (P) | | 114,265 | | 106,766 |
HCA, Inc. | | | | |
1.750%, 11/16/2012 (P) | | 4,773,467 | | 4,508,191 |
Health Management Associates, Inc. | | | | |
2.000%, 02/28/2014 (P) | | 1,107,625 | | 1,043,783 |
Healthsouth Corp. | | | | |
2.510%, 03/11/2013 (P) | | 960,900 | | 929,070 |
Sun Healthcare Group, Inc. | | | | |
0.150%, 04/21/2014 (P) | | 124,251 | | 116,796 |
2.300%, 04/21/2014 (P) | | 590,156 | | 554,746 |
| | | |
|
| | | | 12,846,907 |
Insurance - 0.48% | | | | |
AmWINS Group, Inc. | | | | |
2.760%, 06/08/2013 (P) | | 2,225,391 | | 2,060,341 |
5.750%, 06/08/2013 (P) | | 1,950,000 | | 1,579,500 |
| | | |
|
| | | | 3,639,841 |
Internet - 0.41% | | | | |
Emdeon Business Services LLC | | | | |
2.260%, 11/16/2013 (P) | | 454,536 | | 443,884 |
5.260%, 05/16/2014 (P) | | 2,700,000 | | 2,651,063 |
| | | |
|
| | | | 3,094,947 |
Machinery-Diversified - 0.14% | | | | |
Rexnord Holdings, Inc. | | | | |
7.260%, 02/20/2013 (P) | | 1,623,884 | | 1,055,524 |
Media - 1.47% | | | | |
Barrington Broadcasting Company LLC | | | | |
4.500%, 08/12/2013 (P) | | 1,220,598 | | 1,051,240 |
Cablevision Systems Corp. | | | | |
2.000%, 03/29/2013 (P) | | 850,000 | | 823,821 |
| | |
The accompanying notes are an integral part of the financial statements. | 269 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| | |
|
TERM LOANS (continued) | | | | |
Media (continued) | | | | |
Charter Communications Operating LLC | | | | |
2.230%, 09/06/2014 (P) | $ | 1,750,000 $ | $ | 1,573,906 |
Citadel Broadcasting Corp. | | | | |
1.980%, 06/12/2014 (P) | | 19,774 | | 16,342 |
Gray Television, Inc. | | | | |
3.750%, 12/31/2014 (P) | | 4,375,639 | | 3,931,512 |
Mission Broadcasting, Inc. | | | | |
5.000%, 10/01/2012 (P) | | 438,757 | | 424,132 |
Nexstar Broadcasting Group, Inc. | | | | |
5.000%, 10/01/2012 (P) | | 415,959 | | 402,094 |
Sinclair Television Group, Inc. | | | | |
6.500%, 10/29/2015 (P) | | 2,800,000 | | 2,814,000 |
| | | |
|
| | | | 11,037,047 |
Oil & Gas - 0.25% | | | | |
Coffeyville Resources, Inc. | | | | |
8.500%, 12/28/2013 (P) | | 1,903,566 | | 1,914,670 |
Packaging & Containers - 0.09% | | | | |
Graham Packaging Company | | | | |
2.500%, 10/07/2011 (P) | | 722,576 | | 712,737 |
Pipelines - 0.17% | | | | |
Dynegy Holdings, Inc. | | | | |
3.980%, 04/02/2013 (P) | | 96,761 | | 94,429 |
3.980%, 04/02/2013 (P) | | 1,202,002 | | 1,173,025 |
| | | |
|
| | | | 1,267,454 |
Real Estate - 0.80% | | | | |
Capital Automotive | | | | |
2.730%, 12/14/2012 (P) | | 6,590,689 | | 6,014,003 |
Retail - 0.17% | | | | |
Pep Boys - Manny | | | | |
2.260%, 10/02/2013 (P) | | 235,105 | | 222,762 |
Tire Rack Holdings, Inc. | | | | |
1.980%, 06/24/2012 (P) | | 1,118,066 | | 1,052,846 |
| | | |
|
| | | | 1,275,608 |
Software - 0.74% | | | | |
First Data Corp. | | | | |
3.000%, 09/24/2014 (P) | | 1,394,906 | | 1,213,374 |
3.000%, 09/24/2014 (P) | | 3,882,489 | | 3,385,852 |
Vertafore, Inc. | | | | |
5.500%, 07/31/2014 (P) | | 987,718 | | 948,209 |
| | | |
|
| | | | 5,547,435 |
Telecommunications - 0.88% | | | | |
Crown Castle International Corp. | | | | |
1.730%, 03/06/2014 (P) | | 1,584,585 | | 1,545,218 |
Intelsat, Ltd. | | | | |
2.730%, 07/03/2013 (P) | | 2,987,622 | | 2,850,191 |
Level 3 Communications, Inc. | | | | |
2.500%, 03/13/2014 (P) | | 2,450,000 | | 2,207,553 |
| | | |
|
| | | | 6,602,962 |
|
TOTAL TERM LOANS (Cost $143,871,420) | | $ | 150,232,156 |
|
|
ASSET BACKED SECURITIES - 0.14% | | | | |
Other ABS - 0.14% | | | | |
DB Master Finance LLC, Series 2006-1, | | | | |
Class -M1 | | | | |
8.285%, 06/20/2031 (S) | | 1,250,000 | | 1,076,213 |
|
TOTAL ASSET BACKED SECURITIES (Cost $1,249,978) | $ | 1,076,213 |
|
| | | | |
U.S. High Yield Bond Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
SHORT-TERM INVESTMENTS - 1.73% | | | |
Short-Term Securities* - 1.73% | | | | |
State Street Institutional Liquid Reserves | | | | |
Fund, 0.1176% | $ | 13,018,289 | $ | 13,018,289 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $13,018,289) | $ | 13,018,289 |
|
Total Investments (U.S. High Yield Bond Fund) | | | |
(Cost $702,233,973) - 98.19% | | | $ | 738,838,474 |
Other assets and liabilities, net - 1.81% | | | | 13,649,336 |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 752,487,810 |
| | | |
|
|
|
|
U.S. Multi Sector Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS - 94.36% | | | | |
Consumer Discretionary - 4.64% | | | | |
Auto Components - 0.11% | | | | |
Autoliv, Inc. (I) | | 1,900 | $ | 84,759 |
Johnson Controls, Inc. | | 30,700 | | 954,770 |
| | | |
|
| | | | 1,039,529 |
Automobiles - 0.18% | | | | |
Ford Motor Company (I)(L) | | 110,000 | | 1,291,400 |
Harley-Davidson, Inc. (L) | | 17,100 | | 420,831 |
| | | |
|
| | | | 1,712,231 |
Diversified Consumer Services - 0.28% | | | | |
Apollo Group, Inc., Class A (I) | | 24,800 | | 1,485,024 |
ITT Educational Services, Inc. (I) | | 9,500 | | 1,035,880 |
Strayer Education, Inc. (L) | | | | 172,391 |
| | | |
|
| | | | 2,693,295 |
Hotels, Restaurants & Leisure - 0.68% | | | | |
Darden Restaurants, Inc. | | 6,500 | | 263,575 |
International Game Technology | | 17,900 | | 314,145 |
Marriott International, Inc., Class A (L) | | 7,251 | | 196,575 |
McDonald’s Corp. | | 61,100 | | 3,901,235 |
Starbucks Corp. (I) | | 79,200 | | 1,814,472 |
Yum! Brands, Inc. | | 4,100 | | 138,252 |
| | | |
|
| | | | 6,628,254 |
Household Durables - 0.05% | | | | |
NVR, Inc. (I) | | | | 174,950 |
Whirlpool Corp. (L) | | 3,600 | | 302,976 |
| | | |
|
| | | | 477,926 |
Internet & Catalog Retail - 0.53% | | | | |
Amazon.com, Inc. (I) | | 24,600 | | 2,912,640 |
Expedia, Inc. | | 26,300 | | 584,912 |
Liberty Media Corp. - Interactive A (I) | | 22,400 | | 282,016 |
Netflix, Inc. (I)(L) | | 2,600 | | 171,730 |
Priceline.com, Inc. (I)(L) | | 5,480 | | 1,242,645 |
| | | |
|
| | | | 5,193,943 |
Media - 0.46% | | | | |
CBS Corp., Class B | | 21,900 | | 284,481 |
Discovery Communications, Inc., Series A (I) | 7,300 | | 227,395 |
Liberty Media-Starz, Series A (I) | | | | 41,763 |
The McGraw-Hill Companies, Inc. | | 1,800 | | 61,560 |
News Corp., Class A | | 112,800 | | 1,508,136 |
Time Warner Cable, Inc. | | 10,012 | | 467,460 |
Time Warner, Inc. | | 3,700 | | 107,448 |
Viacom, Inc., Class B (I) | | 41,200 | | 1,221,580 |
Virgin Media, Inc. (L) | | 24,600 | | 398,520 |
| | |
The accompanying notes are an integral part of the financial statements. | 270 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. Multi Sector Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Media (continued) | | | | |
The Walt Disney Company | | 6,300 | $ | 196,812 |
| | | |
|
| | | | 4,515,155 |
Multiline Retail - 0.38% | | | | |
Dollar Tree, Inc. (I) | | 5,300 | | 295,422 |
Family Dollar Stores, Inc. (L) | | 16,900 | | 557,531 |
J.C. Penney Company, Inc. | | 8,100 | | 223,398 |
Kohl’s Corp. (I) | | 18,300 | | 984,906 |
Macy’s, Inc. | | 10,500 | | 201,075 |
Nordstrom, Inc. (L) | | 25,200 | | 930,888 |
Sears Holdings Corp. (I)(L) | | 2,400 | | 229,608 |
Target Corp. | | 6,300 | | 324,576 |
| | | |
|
| | | | 3,747,404 |
Specialty Retail - 1.47% | | | | |
Abercrombie & Fitch Company, Class A | | 11,400 | | 415,188 |
Advance Auto Parts, Inc. | | 8,200 | | 334,560 |
American Eagle Outfitters, Inc. | | 20,600 | | 347,522 |
AutoNation, Inc. (I)(L) | | 15,800 | | 280,450 |
AutoZone, Inc. (I) | | 4,160 | | 690,269 |
Bed Bath & Beyond, Inc. (I) | | 17,300 | | 719,853 |
Best Buy Company, Inc. | | 28,500 | | 1,040,250 |
CarMax, Inc. (I) | | 14,300 | | 288,717 |
The Gap, Inc. | | 37,300 | | 801,950 |
Guess?, Inc. | | 6,700 | | 273,293 |
Home Depot, Inc. | | 145,600 | | 4,542,720 |
Limited Brands, Inc. | | 17,900 | | 395,769 |
Lowe’s Companies, Inc. | | 45,900 | | 1,088,289 |
O’Reilly Automotive, Inc. (I)(L) | | 14,500 | | 569,850 |
PetSmart, Inc. | | 16,400 | | 446,408 |
Ross Stores, Inc. | | 9,600 | | 469,536 |
The Sherwin-Williams Company | | 8,000 | | 507,040 |
Staples, Inc. | | 4,200 | | 108,192 |
Tiffany & Company | | 2,200 | | 97,658 |
TJX Companies, Inc. | | 16,600 | | 691,058 |
Urban Outfitters, Inc. (I) | | 8,100 | | 260,901 |
| | | |
|
| | | | 14,369,473 |
Textiles, Apparel & Luxury Goods - 0.50% | | | | |
Coach, Inc. | | 122,400 | | 4,460,256 |
Polo Ralph Lauren Corp. (L) | | 5,300 | | 423,629 |
| | | |
|
| | | | 4,883,885 |
| | | |
|
| | | | 45,261,095 |
Consumer Staples - 19.87% | | | | |
Beverages - 6.40% | | | | |
Coca-Cola Enterprises, Inc. | | 46,000 | | 1,175,300 |
Hansen Natural Corp. (I) | | 7,700 | | 320,320 |
Pepsi Bottling Group, Inc. | | 18,100 | | 691,963 |
PepsiCo, Inc. | | 362,900 | | 22,670,363 |
The Coca-Cola Company | | 712,900 | | 37,584,088 |
| | | |
|
| | | | 62,442,034 |
Food & Staples Retailing - 5.38% | | | | |
SUPERVALU, Inc. | | 8,990 | | 137,277 |
The Kroger Company | | 12,300 | | 271,830 |
Wal-Mart Stores, Inc. | | 681,500 | | 36,848,705 |
Walgreen Company | | 420,600 | | 14,821,944 |
Whole Foods Market, Inc. (I) | | 9,400 | | 333,606 |
| | | |
|
| | | | 52,413,362 |
Food Products - 0.58% | | | | |
Archer-Daniels-Midland Company | | 25,200 | | 739,872 |
Dean Foods Company (I) | | 6,600 | | 96,294 |
General Mills, Inc. | | 24,000 | | 1,728,240 |
Green Mountain Coffee Roasters, Inc. (I)(L) | | 2,500 | | 210,975 |
| | | | |
U.S. Multi Sector Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Food Products (continued) | | | | |
Kellogg Company | | 32,700 | $ | 1,705,305 |
Kraft Foods, Inc., Class A | | 29,876 | | 849,375 |
Tyson Foods, Inc., Class A | | 17,100 | | 291,384 |
| | | |
|
| | | | 5,621,445 |
Household Products - 4.04% | | | | |
Clorox Company | | 12,700 | | 778,637 |
Colgate-Palmolive Company | | 171,300 | | 14,207,622 |
Energizer Holdings, Inc. (I) | | 4,400 | | 254,980 |
Kimberly-Clark Corp. | | 54,000 | | 3,279,960 |
The Procter & Gamble Company | | 329,200 | | 20,831,776 |
| | | |
|
| | | | 39,352,975 |
Personal Products - 0.19% | | | | |
Avon Products, Inc. | | 42,700 | | 1,299,788 |
The Estee Lauder Companies, Inc., Class A | | 10,000 | | 601,300 |
| | | |
|
| | | | 1,901,088 |
Tobacco - 3.28% | | | | |
Altria Group, Inc. | | 374,200 | | 7,528,904 |
Lorillard, Inc. | | 7,200 | | 525,888 |
Philip Morris International, Inc. | | 488,600 | | 23,931,628 |
| | | |
|
| | | | 31,986,420 |
| | | |
|
| | | | 193,717,324 |
Energy - 8.57% | | | | |
Energy Equipment & Services - 0.41% | | | | |
Baker Hughes, Inc. | | 3,900 | | 186,888 |
BJ Services Company | | 18,500 | | 404,225 |
Cameron International Corp. (I) | | 7,100 | | 292,023 |
Ensco International PLC, ADR | | 7,100 | | 313,607 |
FMC Technologies, Inc. (I) | | 6,700 | | 376,339 |
Halliburton Company | | 28,500 | | 859,275 |
Nabors Industries, Ltd. (I) | | 19,100 | | 420,964 |
National Oilwell Varco, Inc. | | 2,200 | | 95,634 |
Patterson-UTI Energy, Inc. | | 6,000 | | 92,640 |
Pride International, Inc. (I) | | 3,000 | | 83,940 |
Schlumberger, Ltd. | | 13,530 | | 826,683 |
| | | |
|
| | | | 3,952,218 |
Oil, Gas & Consumable Fuels - 8.16% | | | | |
Anadarko Petroleum Corp. | | 4,400 | | 308,572 |
Apache Corp. | | 1,230 | | 127,477 |
Arch Coal, Inc. | | 4,200 | | 94,458 |
Chesapeake Energy Corp. | | 18,700 | | 496,859 |
Chevron Corp. | | 228,900 | | 16,549,470 |
Cimarex Energy Company | | 6,200 | | 370,512 |
ConocoPhillips | | 135,500 | | 6,504,000 |
Exxon Mobil Corp. (L) | | 786,000 | | 51,090,000 |
Newfield Exploration Company (I) | | 7,500 | | 383,025 |
Noble Energy, Inc. | | 3,400 | | 246,976 |
Occidental Petroleum Corp. | | 8,000 | | 638,800 |
Peabody Energy Corp. | | 5,800 | | 266,626 |
Pioneer Natural Resources Company | | 3,900 | | 181,935 |
Plains Exploration & Production Company (I) | | 7,000 | | 229,670 |
Southwestern Energy Company (I) | | 12,200 | | 519,110 |
Sunoco, Inc. | | 12,300 | | 324,351 |
Valero Energy Corp. | | 49,200 | | 861,984 |
Whiting Petroleum Corp. (I) | | 3,700 | | 276,945 |
The Williams Companies, Inc. | | 4,300 | | 92,622 |
| | | |
|
| | | | 79,563,392 |
| | | |
|
| | | | 83,515,610 |
| | |
The accompanying notes are an integral part of the financial statements. | 271 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. Multi Sector Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Financials - 3.31% | | | | |
Commercial Banks - 0.14% | | | | |
BB&T Corp. | | 10,600 | $ | 302,418 |
Comerica, Inc. | | 8,500 | | 306,680 |
First Horizon National Corp. (I) | | 11,730 | | 150,144 |
KeyCorp | | 4,400 | | 31,460 |
U.S. Bancorp (L) | | 9,900 | | 243,639 |
Wells Fargo & Company | | 12,800 | | 349,952 |
| | | |
|
| | | | 1,384,293 |
Consumer Finance - 0.34% | | | | |
American Express Company | | 72,900 | | 2,784,051 |
Capital One Financial Corp. | | 8,800 | | 332,200 |
Discover Financial Services | | 12,500 | | 170,625 |
| | | |
|
| | | | 3,286,876 |
Diversified Financial Services - 1.94% | | | | |
Affiliated Managers Group, Inc. (I) | | 1,200 | | 85,356 |
Ameriprise Financial, Inc. | | 7,300 | | 292,219 |
Bank of America Corp. | | 223,600 | | 3,725,176 |
BlackRock, Inc. (L) | | 4,300 | | 940,840 |
CME Group, Inc. | | 1,920 | | 579,245 |
Franklin Resources, Inc. | | 17,830 | | 1,813,668 |
IntercontinentalExchange, Inc. (I) | | 3,700 | | 396,973 |
Invesco, Ltd. | | 12,900 | | 252,840 |
Legg Mason, Inc. | | 3,500 | | 90,475 |
Morgan Stanley | | 52,600 | | 1,482,268 |
NYSE Euronext | | 6,200 | | 163,556 |
SEI Investments Company | | 3,100 | | 54,622 |
State Street Corp. | | 14,300 | | 642,213 |
TD Ameritrade Holding Corp. (I) | | 4,400 | | 76,956 |
The Goldman Sachs Group, Inc. | | 51,180 | | 8,001,993 |
T. Rowe Price Group, Inc. (L) | | 5,500 | | 278,795 |
| | | |
|
| | | | 18,877,195 |
Insurance - 0.89% | | | | |
Aflac, Inc. | | 16,300 | | 806,035 |
The Allstate Corp. | | 35,600 | | 1,112,500 |
Assurant, Inc. | | 6,200 | | 189,224 |
Brown & Brown, Inc. | | 400 | | 6,712 |
Chubb Corp. | | 19,300 | | 973,878 |
CNA Financial Corp. (I)(L) | | 5,100 | | 125,409 |
Fidelity National Financial, Inc., Class A | | 16,500 | | 235,125 |
First American Corp. | | 5,100 | | 164,373 |
Hartford Financial Services Group, Inc. | | 11,000 | | 268,070 |
HCC Insurance Holdings, Inc. | | 10,200 | | 284,580 |
Loews Corp. | | 2,500 | | 91,150 |
Markel Corp. (I) | | 640 | | 225,760 |
MetLife, Inc. | | 16,300 | | 593,157 |
The Progressive Corp. | | 11,600 | | 198,940 |
Prudential Financial, Inc. | | 5,500 | | 288,255 |
The Travelers Companies, Inc. | | 42,300 | | 2,224,557 |
Torchmark Corp. | | 6,600 | | 306,900 |
Unum Group | | 12,500 | | 260,125 |
W.R. Berkley Corp. | | 13,700 | | 352,638 |
| | | |
|
| | | | 8,707,388 |
| | | |
|
| | | | 32,255,752 |
Health Care - 23.46% | | | | |
Biotechnology - 1.49% | | | | |
Amgen, Inc. (I) | | 184,200 | | 10,427,562 |
Biogen Idec, Inc. (I) | | 21,200 | | 1,166,212 |
Dendreon Corp. (I)(L) | | 6,200 | | 193,626 |
Gilead Sciences, Inc. (I) | | 57,300 | | 2,728,053 |
| | | |
|
| | | | 14,515,453 |
| | | | |
U.S. Multi Sector Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Health Care Equipment & Supplies - 1.57% | | | | |
Boston Scientific Corp. (I) | | 15,800 | $ | 122,292 |
C.R. Bard, Inc. | | 1,100 | | 92,158 |
Edwards Lifesciences Corp. (I) | | 3,300 | | 303,039 |
Gen-Probe, Inc. (I) | | 2,900 | | 130,732 |
Intuitive Surgical, Inc. (I) | | 2,890 | | 1,003,235 |
Inverness Medical Innovations, Inc. (I) | | 4,800 | | 187,296 |
Medtronic, Inc. | | 212,400 | | 9,218,160 |
ResMed, Inc. (I) | | 3,700 | | 211,196 |
Stryker Corp. | | 11,300 | | 600,030 |
Zimmer Holdings, Inc. (I) | | 59,200 | | 3,393,936 |
| | | |
|
| | | | 15,262,074 |
Health Care Providers & Services - 4.47% | | | | |
Aetna, Inc. | | 3,100 | | 92,969 |
AmerisourceBergen Corp. | | 61,600 | | 1,727,264 |
Cardinal Health, Inc. | | 33,400 | | 1,134,598 |
CIGNA Corp. | | 28,700 | | 983,262 |
Community Health Systems, Inc. (I) | | 2,800 | | 95,956 |
Coventry Health Care, Inc. (I) | | 22,100 | | 512,278 |
DaVita, Inc. (I) | | 3,700 | | 227,957 |
Express Scripts, Inc. (I) | | 15,900 | | 1,526,559 |
Humana, Inc. (I) | | 7,300 | | 345,509 |
McKesson Corp. | | 44,300 | | 2,620,345 |
Medco Health Solutions, Inc. (I) | | 10,000 | | 632,400 |
Omnicare, Inc. | | 10,800 | | 292,356 |
Quest Diagnostics, Inc. | | 9,400 | | 533,450 |
UnitedHealth Group, Inc. | | 701,100 | | 23,739,246 |
WellPoint, Inc. (I) | | 147,000 | | 9,094,890 |
| | | |
|
| | | | 43,559,039 |
Health Care Technology - 0.06% | | | | |
Cerner Corp. (I)(L) | | 7,100 | | 588,945 |
Life Sciences Tools & Services - 0.05% | | | | |
Covance, Inc. (I) | | 2,600 | | 147,212 |
Life Technologies Corp. (I) | | 7,400 | | 375,624 |
| | | |
|
| | | | 522,836 |
Pharmaceuticals - 15.82% | | | | |
Abbott Laboratories | | 240,800 | | 13,070,624 |
Allergan, Inc. | | 24,900 | | 1,454,907 |
Bristol-Myers Squibb Company (L) | | 105,900 | | 2,595,609 |
Eli Lilly & Company | | 459,400 | | 15,775,796 |
Endo Pharmaceutical Holdings, Inc. (I) | | 7,900 | | 179,725 |
Forest Laboratories, Inc. (I) | | 104,100 | | 3,110,508 |
Johnson & Johnson | | 714,200 | | 44,994,600 |
King Pharmaceuticals, Inc. (I) | | 12,000 | | 135,000 |
Merck & Company, Inc. | | 638,841 | | 23,560,456 |
Mylan, Inc. (I)(L) | | 13,500 | | 288,090 |
Pfizer, Inc. | | 2,787,526 | | 48,921,081 |
Watson Pharmaceuticals, Inc. (I) | | 3,900 | | 155,181 |
| | | |
|
| | | | 154,241,577 |
| | | |
|
| | | | 228,689,924 |
Industrials - 2.74% | | | | |
Aerospace & Defense - 0.94% | | | | |
Boeing Company | | 3,000 | | 189,480 |
General Dynamics Corp. | | 53,500 | | 3,881,425 |
Goodrich Corp. | | 6,100 | | 400,343 |
L-3 Communications Holdings, Inc. | | 4,700 | | 429,674 |
Rockwell Collins, Inc. | | 1,700 | | 95,676 |
United Technologies Corp. | | 60,300 | | 4,139,595 |
| | | |
|
| | | | 9,136,193 |
Air Freight & Logistics - 0.14% | | | | |
C.H. Robinson Worldwide, Inc. | | 3,400 | | 181,322 |
| | |
The accompanying notes are an integral part of the financial statements. | 272 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. Multi Sector Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Air Freight & Logistics (continued) | | | | |
FedEx Corp. | | 3,400 | $ | 288,184 |
United Parcel Service, Inc., Class B | | 14,900 | | 875,226 |
| | | |
|
| | | | 1,344,732 |
Airlines - 0.01% | | | | |
Southwest Airlines Company | | 7,900 | | 99,382 |
Building Products - 0.01% | | | | |
Masco Corp. | | 7,300 | | 97,601 |
Commercial Services & Supplies - 0.03% | | | | |
Copart, Inc. (I) | | 3,600 | | 128,448 |
Iron Mountain, Inc. (I) | | 5,300 | | 137,164 |
R.R. Donnelley & Sons Company | | 4,600 | | 91,494 |
| | | |
|
| | | | 357,106 |
Construction & Engineering - 0.03% | | | | |
URS Corp. (I) | | 5,800 | | 269,700 |
Industrial Conglomerates - 1.12% | | | | |
3M Company | | 85,600 | | 6,860,840 |
General Electric Company | | 244,200 | | 3,921,852 |
Textron, Inc. (L) | | 9,800 | | 195,216 |
| | | |
|
| | | | 10,977,908 |
Machinery - 0.38% | | | | |
Caterpillar, Inc. (L) | | 35,300 | | 2,013,865 |
Cummins, Inc. | | 9,900 | | 562,122 |
Danaher Corp. | | 1,500 | | 110,955 |
Deere & Company | | 4,000 | | 229,200 |
Flowserve Corp. | | 1,830 | | 183,165 |
Illinois Tool Works, Inc. | | 5,700 | | 259,464 |
Joy Global, Inc. | | 3,400 | | 172,720 |
Parker-Hannifin Corp. | | 2,400 | | 144,744 |
| | | |
|
| | | | 3,676,235 |
Professional Services - 0.01% | | | | |
Manpower, Inc. | | 1,900 | | 97,888 |
Road & Rail - 0.05% | | | | |
CSX Corp. | | 10,100 | | 479,346 |
Trading Companies & Distributors - 0.02% | | | | |
Fastenal Company (L) | | 3,700 | | 164,169 |
| | | |
|
| | | | 26,700,260 |
Information Technology - 29.06% | | | | |
Communications Equipment - 4.93% | | | | |
Brocade Communications Systems, Inc. (I) | | 21,200 | | 123,384 |
Cisco Systems, Inc. (I) | | 1,010,100 | | 24,575,733 |
Juniper Networks, Inc. (I) | | 9,900 | | 277,002 |
Motorola, Inc. (I) | | 211,800 | | 1,431,768 |
QUALCOMM, Inc. | | 589,900 | | 21,643,431 |
| | | |
|
| | | | 48,051,318 |
Computers & Peripherals - 5.42% | | | | |
Apple, Inc. (I) | | 147,090 | | 30,097,556 |
Dell, Inc. (I) | | 135,100 | | 1,787,373 |
EMC Corp. (I) | | 53,900 | | 942,711 |
Hewlett-Packard Company | | 79,100 | | 4,017,489 |
International Business Machines Corp. | | 104,130 | | 13,241,171 |
NetApp, Inc. (I) | | 18,200 | | 546,182 |
SanDisk Corp. (I) | | 18,500 | | 538,905 |
Teradata Corp. (I) | | 6,400 | | 195,136 |
Western Digital Corp. (I) | | 37,200 | | 1,437,036 |
| | | |
|
| | | | 52,803,559 |
Electronic Equipment, Instruments & Components - 0.31% | | |
Agilent Technologies, Inc. (I) | | 13,300 | | 418,418 |
Amphenol Corp., Class A | | 3,200 | | 133,280 |
| | | | |
U.S. Multi Sector Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Electronic Equipment, Instruments & | | | | |
Components (continued) | | | | |
Arrow Electronics, Inc. (I) | | 5,600 | $ | 157,976 |
Avnet, Inc. (I) | | 7,100 | | 196,031 |
Corning, Inc. | | 100,400 | | 1,770,052 |
FLIR Systems, Inc. (I)(L) | | 6,600 | | 176,946 |
Jabil Circuit, Inc. | | 12,900 | | 195,693 |
| | | |
|
| | | | 3,048,396 |
Internet Software & Services - 5.95% | | | | |
Akamai Technologies, Inc. (I)(L) | | 9,000 | | 236,700 |
eBay, Inc. (I) | | 691,600 | | 15,920,632 |
Equinix, Inc. (I)(L) | | 1,900 | | 179,493 |
Google, Inc., Class A (I) | | 78,580 | | 41,395,944 |
Yahoo!, Inc. (I) | | 17,800 | | 272,518 |
| | | |
|
| | | | 58,005,287 |
IT Services - 0.41% | | | | |
Cognizant Technology Solutions | | | | |
Corp., Class A (I) | | 48,400 | | 2,329,492 |
Computer Sciences Corp. (I) | | 6,100 | | 315,919 |
Fidelity National Information Services, Inc. | | 15,100 | | 340,354 |
Fiserv, Inc. (I) | | 5,900 | | 284,557 |
Global Payments, Inc. | | 18,300 | | 783,423 |
| | | |
|
| | | | 4,053,745 |
Office Electronics - 0.01% | | | | |
Xerox Corp. | | 7,402 | | 69,357 |
Semiconductors & Semiconductor Equipment - 0.61% | | |
Advanced Micro Devices, Inc. (I) | | 21,300 | | 168,483 |
Analog Devices, Inc. | | 6,300 | | 184,212 |
Broadcom Corp., Class A | | 32,800 | | 1,027,296 |
Cree, Inc. (I) | | 8,200 | | 556,206 |
Intel Corp. | | 24,400 | | 500,932 |
Micron Technology, Inc. (I) | | 35,000 | | 317,100 |
NVIDIA Corp. (I)(L) | | 52,700 | | 853,740 |
ON Semiconductor Corp. (I) | | 12,100 | | 96,316 |
Texas Instruments, Inc. | | 92,700 | | 2,260,026 |
| | | |
|
| | | | 5,964,311 |
Software - 11.42% | | | | |
Adobe Systems, Inc. (I) | | 4,900 | | 169,785 |
BMC Software, Inc. (I) | | 7,400 | | 272,616 |
Citrix Systems, Inc. (I) | | 15,800 | | 679,558 |
FactSet Research Systems, Inc. (L) | | 1,300 | | 86,060 |
Intuit, Inc. (I) | | 3,200 | | 103,552 |
McAfee, Inc. (I) | | 13,900 | | 551,691 |
Microsoft Corp. | | 1,897,300 | | 54,376,618 |
Oracle Corp. | | 2,184,100 | | 53,838,065 |
Red Hat, Inc. (I) | | 11,000 | | 308,550 |
Salesforce.com, Inc. (I) | | 5,600 | | 380,520 |
Symantec Corp. (I) | | 20,700 | | 342,585 |
VMware, Inc., Class A (I)(L) | | 4,300 | | 212,893 |
| | | |
|
| | | | 111,322,493 |
| | | |
|
| | | | 283,318,466 |
Materials - 1.26% | | | | |
Chemicals - 0.43% | | | | |
Air Products & Chemicals, Inc. | | 6,900 | | 473,202 |
Ashland, Inc. | | 2,100 | | 98,868 |
Celanese Corp., Series A | | 11,500 | | 358,685 |
E.I. Du Pont de Nemours & Company | | 12,500 | | 421,500 |
Eastman Chemical Company | | 3,000 | | 178,650 |
Lubrizol Corp. | | 5,200 | | 410,852 |
The Dow Chemical Company | | 71,200 | | 2,015,672 |
| | |
The accompanying notes are an integral part of the financial statements. | 273 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
U.S. Multi Sector Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
COMMON STOCKS (continued) | | | | |
Chemicals (continued) | | | | |
The Mosaic Company | | 3,740 | $ | 218,379 |
| | | |
|
| | | | 4,175,808 |
Metals & Mining - 0.78% | | | | |
Alcoa, Inc. | | 58,600 | | 779,380 |
Freeport-McMoRan Copper & Gold, Inc. | | 41,400 | | 3,111,624 |
Nucor Corp. | | 7,500 | | 310,500 |
Reliance Steel & Aluminum Company | | 2,600 | | 115,284 |
Southern Copper Corp. (L) | | 100,100 | | 2,938,936 |
Walter Energy, Inc. | | 4,010 | | 315,066 |
| | | |
|
| | | | 7,570,790 |
Paper & Forest Products - 0.05% | | | | |
International Paper Company | | 16,500 | | 382,305 |
MeadWestvaco Corp. | | 7,100 | | 162,874 |
| | | |
|
| | | | 545,179 |
| | | |
|
| | | | 12,291,777 |
Telecommunication Services - 1.31% | | | | |
Diversified Telecommunication Services - 1.26% | | | |
AT&T, Inc. | | 299,205 | | 7,423,275 |
CenturyTel, Inc. | | 14,900 | | 510,623 |
Verizon Communications, Inc. | | 152,600 | | 4,414,715 |
| | | |
|
| | | | 12,348,613 |
Wireless Telecommunication Services - 0.05% | | | |
Crown Castle International Corp. (I)(L) | | 8,400 | | 317,520 |
MetroPCS Communications, Inc. (I) | | 6,200 | | 38,254 |
NII Holdings, Inc. (I) | | 2,700 | | 101,034 |
| | | |
|
| | | | 456,808 |
| | | |
|
| | | | 12,805,421 |
Utilities - 0.14% | | | | |
Electric Utilities - 0.02% | | | | |
FPL Group, Inc. | | 4,600 | | 213,302 |
Independent Power Producers & Energy Traders - 0.05% | | |
The AES Corp. (I) | | 39,500 | | 461,755 |
Multi-Utilities - 0.06% | | | | |
PG&E Corp. | | 12,700 | | 532,384 |
Water Utilities - 0.01% | | | | |
Aqua America, Inc. (L) | | 6,500 | | 111,280 |
| | | |
|
| | | | 1,318,721 |
|
TOTAL COMMON STOCKS (Cost $827,385,452) | | $ | 919,874,350 |
|
|
SHORT-TERM INVESTMENTS - 11.36% | | | |
Repurchase Agreement - 3.21% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 02-26-2010 at 0.10% to be | | | | |
repurchased at $31,277,026 on 03-01-2010, | | | |
collateralized by $31,625,000 Federal Farm | | | |
Credit Bank, 2.00% due 06-15-2012 (valued | | | |
at $31,906,463, including interest) | $ | 31,277,000 | | 31,277,000 |
Short-Term Securities* - 1.52% | | | | |
U.S. Treasury Bills, 0.010% 03/18/2010 | | 14,800,000 | | 14,799,662 |
| | | | |
U.S. Multi Sector Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
SHORT-TERM INVESTMENTS (continued) | | | |
Short-Term Securities* (continued) | | | | |
Securities Lending Collateral - 6.63% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | $ | 6,461,554 $ | $ | 64,680,798 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $110,750,869) $ | | 110,757,460 |
|
Total Investments (U.S. Multi Sector Fund) | | | |
(Cost $938,136,321) - 105.72% | | | $ | 1,030,631,810 |
Other assets and liabilities, net - (5.72%) | | | (55,792,145) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 974,839,665 |
| | | |
|
|
|
|
Value & Restructuring Fund | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
|
|
|
COMMON STOCKS - 96.76% | | | | |
Consumer Discretionary - 5.18% | | | | |
Household Durables - 2.91% | | | | |
Black & Decker Corp. | | 170,650 | $ | 12,367,006 |
Newell Rubbermaid, Inc. | | 325,300 | | 4,472,875 |
| | | |
|
| | | | 16,839,881 |
Multiline Retail - 0.29% | | | | |
Dollar General Corp. (I) | | 71,440 | | 1,706,702 |
Specialty Retail - 1.98% | | | | |
TJX Companies, Inc. | | 274,880 | | 11,443,254 |
| | | |
|
| | | | 29,989,837 |
Consumer Staples - 6.43% | | | | |
Food Products - 0.95% | | | | |
Dean Foods Company (I) | | 219,600 | | 3,203,964 |
Dole Food Company, Inc. (I)(L) | | 193,328 | | 2,267,737 |
| | | |
|
| | | | 5,471,701 |
Personal Products - 1.58% | | | | |
Avon Products, Inc. | | 301,300 | | 9,171,572 |
Tobacco - 3.90% | | | | |
Lorillard, Inc. | | 308,950 | | 22,565,708 |
| | | |
|
| | | | 37,208,981 |
Energy - 23.85% | | | | |
Oil, Gas & Consumable Fuels - 23.85% | | | | |
Alpha Natural Resources, Inc. (I) | | 481,300 | | 22,144,613 |
Anadarko Petroleum Corp. | | 193,500 | | 13,570,155 |
Cloud Peak Energy, Inc. (I) | | 97,400 | | 1,481,454 |
ConocoPhillips | | 239,300 | | 11,486,400 |
CONSOL Energy, Inc. | | 368,400 | | 18,552,624 |
Devon Energy Corp. | | 197,800 | | 13,620,508 |
El Paso Corp. | | 364,900 | | 3,820,503 |
Murphy Oil Corp. | | 87,500 | | 4,541,250 |
Noble Energy, Inc. | | 166,850 | | 12,119,984 |
PetroHawk Energy Corp. (I) | | 332,500 | | 7,115,500 |
Petroleo Brasileiro SA, ADR (L) | | 597,000 | | 25,462,050 |
Rosetta Resources, Inc. (I)(S) | | 82,051 | | 1,536,815 |
Rosetta Resources, Inc. (I) | | 59,000 | | 1,105,070 |
W&T Offshore, Inc. (L) | | 169,500 | | 1,493,295 |
| | | |
|
| | | | 138,050,221 |
| | | |
|
| | | | 138,050,221 |
| | |
The accompanying notes are an integral part of the financial statements. | 274 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Value & Restructuring Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Financials - 15.84% | | | | |
Commercial Banks - 1.99% | | | | |
Banco Santander SA (L) | | 228,300 | $ | 2,977,032 |
PNC Financial Services Group, Inc. | | 159,200 | | 8,558,592 |
| | | |
|
| | | | 11,535,624 |
Diversified Financial Services - 7.47% | | | | |
Apollo Investment Corp. | | 367,400 | | 4,283,884 |
The Goldman Sachs Group, Inc. | | 69,500 | | 10,866,325 |
Invesco, Ltd. | | 485,700 | | 9,519,720 |
Morgan Stanley | | 305,300 | | 8,603,354 |
JPMorgan Chase & Company | | 237,400 | | 9,963,678 |
| | | |
|
| | | | 43,236,961 |
Insurance - 5.28% | | | | |
ACE, Ltd. | | 302,300 | | 15,111,977 |
Loews Corp. | | 193,600 | | 7,058,656 |
MetLife, Inc. | | 230,900 | | 8,402,451 |
| | | |
|
| | | | 30,573,084 |
Real Estate Investment Trusts - 1.10% | | | | |
DiamondRock Hospitality Company (I) | | 440,691 | | 3,939,778 |
Host Hotels & Resorts, Inc. | | 207,891 | | 2,434,404 |
| | | |
|
| | | | 6,374,182 |
| | | |
|
| | | | 91,719,851 |
Health Care - 5.64% | | | | |
Biotechnology - 0.46% | | | | |
Talecris Biotherapeutics Holdings Corp. (I) | | 123,104 | | 2,636,888 |
Health Care Equipment & Supplies - 1.54% | | | | |
Baxter International, Inc. | | 156,500 | | 8,909,545 |
Health Care Providers & Services - 1.97% | | | | |
AmerisourceBergen Corp. | | 406,800 | | 11,406,672 |
Pharmaceuticals - 1.67% | | | | |
Bristol-Myers Squibb Company (L) | | 394,600 | | 9,671,646 |
| | | |
|
| | | | 32,624,751 |
Industrials - 15.15% | | | | |
Aerospace & Defense - 2.67% | | | | |
AerCap Holdings NV (I)(L) | | 478,300 | | 4,548,633 |
United Technologies Corp. | | 158,800 | | 10,901,620 |
| | | |
|
| | | | 15,450,253 |
Airlines - 1.48% | | | | |
Copa Holdings SA, Class A | | 157,600 | | 8,571,864 |
Construction & Engineering - 0.82% | | | | |
Aecom Technology Corp. (I) | | 175,400 | | 4,753,340 |
Industrial Conglomerates - 1.60% | | | | |
Tyco International, Ltd. | | 256,000 | | 9,231,360 |
Machinery - 3.88% | | | | |
AGCO Corp. (I) | | 289,700 | | 9,922,225 |
Eaton Corp. | | 184,100 | | 12,540,892 |
| | | |
|
| | | | 22,463,117 |
Road & Rail - 4.28% | | | | |
Ryder Systems, Inc. | | 124,400 | | 4,390,076 |
Union Pacific Corp. | | 302,600 | | 20,386,162 |
| | | | 24,776,238 |
Trading Companies & Distributors - 0.42% | | | | |
RSC Holdings, Inc. (I)(L) | | 345,900 | | 2,438,595 |
| | | |
|
| | | | 87,684,767 |
| | | | |
Value & Restructuring Fund (continued) | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Information Technology - 7.56% | | | | |
Communications Equipment - 4.47% | | | | |
CommScope, Inc. (I) | | 252,300 | $ | 6,431,127 |
Harris Corp. | | 430,300 | | 19,458,166 |
| | | |
|
| | | | 25,889,293 |
Computers & Peripherals - 2.88% | | | | |
International Business Machines Corp. | | 131,050 | | 16,664,318 |
Electronic Equipment, Instruments & Components - 0.21% | | |
Corning, Inc. | | 70,000 | | 1,234,100 |
| | | | 43,787,711 |
Materials - 12.66% | | | | |
Chemicals - 4.31% | | | | |
Celanese Corp., Series A | | 412,200 | | 12,856,518 |
Lanxess AG (I) | | 172,744 | | 6,347,922 |
PPG Industries, Inc. (L) | | 93,033 | | 5,725,251 |
| | | |
|
| | | | 24,929,691 |
Metals & Mining - 8.35% | | | | |
Freeport-McMoRan Copper & Gold, Inc. | | 150,150 | | 11,285,274 |
Grupo Mexico SAB de CV, Series B | | 4,541,884 | | 10,805,208 |
Schnitzer Steel Industries, Inc. | | 112,500 | | 5,136,750 |
Southern Copper Corp. (L) | | 435,500 | | 12,786,280 |
Vale SA (L) | | 298,600 | | 8,318,996 |
| | | |
|
| | | | 48,332,508 |
| | | |
|
| | | | 73,262,199 |
Telecommunication Services - 3.96% | | | | |
Diversified Telecommunication Services - 0.58% | | | |
Windstream Corp. | | 328,399 | | 3,326,682 |
Wireless Telecommunication Services - 3.38% | | | |
America Movil SAB de CV, Series L ADR | 439,400 | | 19,584,058 |
| | | |
|
| | | | 22,910,740 |
Utilities - 0.49% | | | | |
Electric Utilities - 0.49% | | | | |
Enel SpA (I) | | 527,538 | | 2,861,451 |
|
TOTAL COMMON STOCKS (Cost $433,186,355) | | $ | 560,100,509 |
|
PREFERRED STOCKS - 0.49% | | | | |
Financials - 0.49% | | | | |
Diversified Financial Services - 0.49% | | | | |
Citigroup, Inc. 7.500% | | 26,447 | | 2,836,705 |
|
TOTAL PREFERRED STOCKS (Cost $2,686,700) | | $ | 2,836,705 |
|
CONVERTIBLE BONDS - 0.85% | | | | |
Consumer Discretionary - 0.85% | | | | |
Automobiles - 0.85% | | | | |
Ford Motor Company | | 3,467,000 | | 4,923,140 |
|
TOTAL CONVERTIBLE BONDS (Cost $3,518,155) | | $ | 4,923,140 |
|
SHORT-TERM INVESTMENTS - 12.60% | | | |
Repurchase Agreement - 1.64% | | | | |
Repurchase Agreement with State Street Corp. | | | |
dated 2-26-2010 at 0.010% to be | | | | |
repurchased at $9,497,008 on 3-1-2010, | | | | |
collateralized by $9,525,000 Federal Home | | | |
Loan Mortgage Corp., 3.625% due | | | | |
8-25-2014 (valued at $9,691,688, | | | | |
including interest) | $ | 9,497,000 | | 9,497,000 |
| | |
The accompanying notes are an integral part of the financial statements. | 275 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Value & Restructuring Fund (continued) | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
SHORT-TERM INVESTMENTS (continued) | | | |
SECURITIES LENDING COLLATERAL - 10.96% | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1869% (W)(Y) | $ | 6,335,654 | $ | 63,420,534 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $72,906,115) | $ | 72,917,534 |
|
Total Investments (Value & Restructuring Fund) | | | |
(Cost $512,297,325) - 110.70% | | | $ | 640,777,888 |
Other assets and liabilities, net - (10.70%) | | | (61,924,680) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 578,853,208 |
| | | |
|
|
|
Value Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| |
COMMON STOCKS - 94.67% | | | | |
Consumer Discretionary - 8.07% | | | | |
Auto Components - 2.04% | | | | |
Lear Corp. (I) | | 38,700 | $ | 2,680,749 |
Automobiles - 2.14% | | | | |
Harley-Davidson, Inc. (L) | | 114,674 | | 2,822,127 |
Hotels, Restaurants & Leisure - 1.80% | | | | |
Darden Restaurants, Inc. | | 58,500 | | 2,372,175 |
Household Durables - 2.09% | | | | |
Newell Rubbermaid, Inc. (L) | | 199,560 | | 2,743,950 |
| | | |
|
| | | | 10,619,001 |
Consumer Staples - 6.50% | | | | |
Food & Staples Retailing - 2.54% | | | | |
Sysco Corp. | | 115,800 | | 3,346,620 |
Food Products - 2.53% | | | | |
ConAgra Foods, Inc. | | 136,130 | | 3,329,740 |
Personal Products - 1.43% | | | | |
The Estee Lauder Companies, Inc., Class A | 31,210 | | 1,876,657 |
| | | |
|
| | | | 8,553,017 |
Energy - 6.98% | | | | |
Energy Equipment & Services - 2.01% | | | | |
Smith International, Inc. | | 64,700 | | 2,652,053 |
Oil, Gas & Consumable Fuels - 4.97% | | | | |
El Paso Corp. | | 312,360 | | 3,270,409 |
Pioneer Natural Resources Company | | 56,400 | | 2,631,060 |
The Williams Companies, Inc. | | 29,500 | | 635,430 |
| | | |
|
| | | | 6,536,899 |
| | | |
|
| | | | 9,188,952 |
Financials - 20.87% | | | | |
Commercial Banks - 4.16% | | | | |
BB&T Corp. (L) | | 102,800 | | 2,932,884 |
Comerica, Inc. | | 70,500 | | 2,543,640 |
| | | |
|
| | | | 5,476,524 |
Diversified Financial Services - 5.38% | | | | |
Invesco, Ltd. | | 33,986 | | 666,126 |
Northern Trust Corp. | | 68,439 | | 3,647,114 |
The Charles Schwab Corp. | | 150,900 | | 2,762,979 |
| | | |
|
| | | | 7,076,219 |
Insurance - 8.45% | | | | |
ACE, Ltd. | | 84,165 | | 4,207,408 |
Marsh & McLennan Companies, Inc. | | 119,399 | | 2,772,445 |
| | | | |
Value Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
COMMON STOCKS (continued) | | | | |
Insurance (continued) | | | | |
Willis Group Holdings PLC | | 138,955 | $ | 4,138,080 |
| | | |
|
| | | | 11,117,933 |
Real Estate Investment Trusts - 1.35% | | | | |
Weingarten Realty Investors (L) | | 85,900 | | 1,768,681 |
Thrifts & Mortgage Finance - 1.53% | | | | |
Washington Federal, Inc. | | 103,400 | | 2,015,266 |
| | | |
|
| | | | 27,454,623 |
Health Care - 10.18% | | | | |
Health Care Equipment & Supplies - 3.44% | | | | |
Beckman Coulter, Inc. | | 68,990 | | 4,522,984 |
Health Care Providers & Services - 6.74% | | | | |
Brookdale Senior Living, Inc. (I) | | 225,800 | | 4,059,884 |
Healthsouth Corp. (I)(L) | | 120,580 | | 2,086,034 |
Henry Schein, Inc. (I)(L) | | 47,900 | | 2,722,157 |
| | | |
|
| | | | 8,868,075 |
| | | |
|
| | | | 13,391,059 |
Industrials - 16.69% | | | | |
Aerospace & Defense - 3.97% | | | | |
Goodrich Corp. | | 79,570 | | 5,222,179 |
Building Products - 2.31% | | | | |
Lennox International, Inc. | | 71,900 | | 3,034,180 |
Commercial Services & Supplies - 3.41% | | | | |
Avery Dennison Corp. | | 142,100 | | 4,490,360 |
Machinery - 7.00% | | | | |
Pentair, Inc. | | 153,350 | | 4,993,076 |
Snap-on, Inc. | | 100,000 | | 4,222,000 |
| | | |
|
| | | | 9,215,076 |
| | | |
|
| | | | 21,961,795 |
Information Technology - 11.61% | | | | |
Computers & Peripherals - 2.45% | | | | |
Diebold, Inc. | | 111,310 | | 3,223,538 |
Electronic Equipment, Instruments & Components - 2.12% | | |
Flextronics International, Ltd. (I) | | 400,331 | | 2,786,304 |
IT Services - 3.26% | | | | |
Fidelity National Information Services, Inc. | | 190,200 | | 4,287,108 |
Office Electronics - 3.78% | | | | |
Zebra Technologies Corp., Class A (I) | | 174,430 | | 4,983,465 |
| | | |
|
| | | | 15,280,415 |
Materials - 7.13% | | | | |
Chemicals - 4.95% | | | | |
PPG Industries, Inc. (L) | | 43,100 | | 2,652,374 |
Valspar Corp. | | 140,880 | | 3,854,477 |
| | | |
|
| | | | 6,506,851 |
Containers & Packaging - 2.18% | | | | |
Sonoco Products Company | | 97,100 | | 2,872,218 |
| | | |
|
| | | | 9,379,069 |
Utilities - 6.64% | | | | |
Electric Utilities - 4.14% | | | | |
Edison International | | 87,800 | | 2,864,914 |
Great Plains Energy, Inc. | | 145,100 | | 2,584,231 |
| | | |
|
| | | | 5,449,145 |
| | |
The accompanying notes are an integral part of the financial statements. | 276 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Value Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
COMMON STOCKS (continued) | | | | |
Multi-Utilities - 2.50% | | | | |
Wisconsin Energy Corp. | | 67,894 | $ | 3,288,107 |
| | | |
|
| | | | 8,737,252 |
|
TOTAL COMMON STOCKS (Cost $103,109,967) | | $ | 124,565,183 |
|
|
SHORT-TERM INVESTMENTS - 14.44% | | | |
Short-Term Securities* - 5.17% | | | | |
Federal Home Loan Bank Discount Notes, | | | | |
0.010%, 03/01/2010 | $ | 6,800,000 | | 6,800,000 |
Securities Lending Collateral - 9.27% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)* | | 1,218,907 | | 12,201,376 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $18,999,185) | $ | 19,001,376 |
|
Total Investments (Value Fund) (Cost $122,109,152) - 109.11% | $ | 143,566,559 |
Other assets and liabilities, net - (9.11%) | | | (11,984,085) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 131,582,474 |
| | | |
|
|
|
Vista Fund | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| |
|
COMMON STOCKS - 98.04% | | | | |
Consumer Discretionary - 18.71% | | | | |
Auto Components - 1.20% | | | | |
Autoliv, Inc. (I) | | 69,900 | $ | 3,118,239 |
Hotels, Restaurants & Leisure - 5.13% | | | | |
Bally Technologies, Inc. (I) | | 30,300 | | 1,254,723 |
Ctrip.com International, Ltd., ADR (I) | | 59,000 | | 2,255,570 |
Las Vegas Sands Corp. (I)(L) | | 109,500 | | 1,820,985 |
Royal Caribbean Cruises, Ltd. (I)(L) | | 93,900 | | 2,654,553 |
Starwood Hotels & Resorts | | | | |
Worldwide, Inc. (L) | | 101,300 | | 3,920,310 |
WMS Industries, Inc. (I) | | 5,324 | | 201,939 |
Wynn Resorts, Ltd. (L) | | 19,100 | | 1,214,187 |
| | | |
|
| | | | 13,322,267 |
Household Durables - 3.30% | | | | |
Harman International Industries, Inc. (I) | | 45,200 | | 1,949,928 |
NVR, Inc. (I)(L) | | 3,900 | | 2,762,370 |
Tempur-Pedic International, Inc. (I) | | 45,700 | | 1,297,880 |
Tupperware Brands Corp. | | 27,200 | | 1,271,056 |
Whirlpool Corp. | | 15,500 | | 1,304,480 |
| | | |
|
| | | | 8,585,714 |
Internet & Catalog Retail - 1.48% | | | | |
Priceline.com, Inc. (I)(L) | | 16,900 | | 3,832,244 |
Multiline Retail - 2.30% | | | | |
Dollar Tree, Inc. (I) | | 56,800 | | 3,166,032 |
Nordstrom, Inc. (L) | | 76,100 | | 2,811,134 |
| | | |
|
| | | | 5,977,166 |
Specialty Retail - 4.27% | | | | |
Bed Bath & Beyond, Inc. (I) | | 48,200 | | 2,005,602 |
Chico’s FAS, Inc. | | 223,400 | | 3,027,070 |
J. Crew Group, Inc. (I)(L) | | 45,800 | | 1,927,264 |
Tiffany & Company | | 32,800 | | 1,455,992 |
Williams-Sonoma, Inc. | | 125,300 | | 2,688,938 |
| | | |
|
| | | | 11,104,866 |
| | | | |
Vista Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| |
|
|
COMMON STOCKS (continued) | | | | |
Textiles, Apparel & Luxury Goods - 1.03% | | | | |
Phillips-Van Heusen Corp. | | 61,400 | $ | 2,672,128 |
| | | |
|
| | | | 48,612,624 |
Consumer Staples - 1.99% | | | | |
Food Products - 0.98% | | | | |
Green Mountain Coffee Roasters, Inc. (I)(L) | | 14,800 | | 1,248,972 |
H.J. Heinz Company | | 28,500 | | 1,308,150 |
| | | |
|
| | | | 2,557,122 |
Household Products - 0.50% | | | | |
Church & Dwight Company, Inc. | | 19,300 | | 1,296,574 |
Personal Products - 0.51% | | | | |
Mead Johnson Nutrition Company | | 28,000 | | 1,324,400 |
| | | |
|
| | | | 5,178,096 |
Energy - 7.28% | | | | |
Energy Equipment & Services - 1.97% | | | | |
Atwood Oceanics, Inc. (I) | | 76,200 | | 2,549,652 |
Cameron International Corp. (I) | | 62,500 | | 2,570,625 |
| | | |
|
| | | | 5,120,277 |
Oil, Gas & Consumable Fuels - 5.31% | | | | |
Alpha Natural Resources, Inc. (I) | | 71,000 | | 3,266,710 |
Brigham Exploration Company (I)(L) | | 118,600 | | 1,947,412 |
Continental Resources, Inc. (I) | | 64,000 | | 2,526,720 |
PetroHawk Energy Corp. (I) | | 121,114 | | 2,591,840 |
Whiting Petroleum Corp. (I) | | 46,000 | | 3,443,100 |
| | | |
|
| | | | 13,775,782 |
| | | |
|
| | | | 18,896,059 |
Financials - 7.81% | | | | |
Commercial Banks - 1.49% | | | | |
Comerica, Inc. | | 54,000 | | 1,948,320 |
Fifth Third Bancorp | | 157,900 | | 1,927,959 |
| | | |
|
| | | | 3,876,279 |
Consumer Finance - 1.54% | | | | |
AmeriCredit Corp. (I)(L) | | 120,400 | | 2,678,900 |
Discover Financial Services | | 96,400 | | 1,315,860 |
| | | |
|
| | | | 3,994,760 |
Diversified Financial Services - 4.78% | | | | |
Franklin Resources, Inc. | | 12,600 | | 1,281,672 |
Janus Capital Group, Inc. | | 104,800 | | 1,310,000 |
Jefferies Group, Inc. (L) | | 174,500 | | 4,355,520 |
Lazard, Ltd., Class A | | 111,900 | | 4,020,567 |
Waddell & Reed Financial, Inc. | | 44,000 | | 1,446,720 |
| | | |
|
| | | | 12,414,479 |
| | | |
|
| | | | 20,285,518 |
Health Care - 13.45% | | | | |
Biotechnology - 0.99% | | | | |
Alexion Pharmaceuticals, Inc. (I) | | 51,700 | | 2,560,184 |
Health Care Equipment & Supplies - 0.72% | | | | |
Covidien PLC | | 37,800 | | 1,856,736 |
Health Care Providers & Services - 5.81% | | | | |
AmerisourceBergen Corp. | | 116,000 | | 3,252,640 |
Express Scripts, Inc. (I) | | 53,700 | | 5,155,737 |
Health Management Associates, Inc. (I) | | 186,900 | | 1,362,501 |
Medco Health Solutions, Inc. (I) | | 84,000 | | 5,312,160 |
| | | |
|
| | | | 15,083,038 |
Health Care Technology - 2.03% | | | | |
Allscripts-Misys Healthcare | | | | |
Solutions, Inc. (I)(L) | | 111,600 | | 1,996,524 |
| | |
The accompanying notes are an integral part of the financial statements. | 277 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| | | | |
Vista Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
|
COMMON STOCKS (continued) | | | | |
Health Care Technology (continued) | | | | |
Cerner Corp. (I)(L) | | 39,600 | $ | 3,284,820 |
| | | |
|
| | | | 5,281,344 |
Life Sciences Tools & Services - 2.86% | | | | |
Life Technologies Corp. (I) | | 120,800 | | 6,131,808 |
Waters Corp. (I) | | 21,800 | | 1,300,588 |
| | | |
|
| | | | 7,432,396 |
Pharmaceuticals - 1.04% | | | | |
Shire PLC | | 94,400 | | 2,028,307 |
Shire PLC, ADR | | 10,583 | | 682,815 |
| | | |
|
| | | | 2,711,122 |
| | | |
|
| | | | 34,924,820 |
Industrials - 13.28% | | | | |
Aerospace & Defense - 3.96% | | | | |
BE Aerospace, Inc. (I) | | 83,500 | | 2,162,650 |
Goodrich Corp. | | 51,700 | | 3,393,071 |
L-3 Communications Holdings, Inc. | | 28,900 | | 2,642,038 |
Precision Castparts Corp. | | 18,600 | | 2,097,150 |
| | | |
|
| | | | 10,294,909 |
Air Freight & Logistics - 1.51% | | | | |
FedEx Corp. | | 46,200 | | 3,915,912 |
Construction & Engineering - 1.49% | | | | |
Aecom Technology Corp. (I) | | 70,407 | | 1,908,030 |
Chicago Bridge & Iron Company NV (I) | | 90,900 | | 1,971,621 |
| | | |
|
| | | | 3,879,651 |
Machinery - 5.29% | | | | |
Bucyrus International, Inc. | | 104,200 | | 6,518,752 |
Dover Corp. | | 29,700 | | 1,344,222 |
Ingersoll-Rand PLC (L) | | 39,600 | | 1,263,636 |
Kennametal, Inc. | | 50,800 | | 1,323,340 |
Stanley Works (L) | | 57,500 | | 3,291,875 |
| | | |
|
| | | | 13,741,825 |
Road & Rail - 1.03% | | | | |
Kansas City Southern (I)(L) | | 78,000 | | 2,675,400 |
| | | |
|
| | | | 34,507,697 |
Information Technology - 24.23% | | | | |
Communications Equipment - 1.26% | | | | |
F5 Networks, Inc. (I) | | 58,600 | | 3,269,880 |
Computers & Peripherals - 4.45% | | | | |
Lexmark International, Inc. (I)(L) | | 58,700 | | 1,978,777 |
NetApp, Inc. (I) | | 84,200 | | 2,526,842 |
Seagate Technology (I) | | 196,200 | | 3,906,342 |
Western Digital Corp. (I) | | 81,800 | | 3,159,934 |
| | | |
|
| | | | 11,571,895 |
Electronic Equipment, Instruments & Components - 3.30% | | |
Agilent Technologies, Inc. (I) | | 171,100 | | 5,382,806 |
Jabil Circuit, Inc. | | 82,500 | | 1,251,525 |
Molex, Inc. | | 94,800 | | 1,938,660 |
| | | |
|
| | | | 8,572,991 |
Internet Software & Services - 3.18% | | | | |
Equinix, Inc. (I)(L) | | 51,700 | | 4,884,099 |
GSI Commerce, Inc. (I) | | 54,100 | | 1,350,877 |
MercadoLibre, Inc. (I)(L) | | 48,962 | | 2,014,297 |
| | | | 8,249,273 |
IT Services - 1.62% | | | | |
Cognizant Technology Solutions | | | | |
Corp., Class A (I) | | 87,500 | | 4,211,375 |
| | | | |
Vista Fund (continued) | | | | |
| | Shares or | | |
| | Principal | | |
| | Amount | | Value |
| | |
| |
COMMON STOCKS (continued) | | | | |
Semiconductors & Semiconductor Equipment - 9.20% | | |
Altera Corp. | | 98,600 | $ | 2,408,798 |
Analog Devices, Inc. | | 113,600 | | 3,321,664 |
ASML Holding NV (L) | | 104,700 | | 3,227,901 |
Atheros Communications, Inc. (I)(L) | | 58,900 | | 2,113,921 |
Cree, Inc. (I) | | 20,300 | | 1,376,949 |
Marvell Technology Group, Ltd. (I) | | 168,700 | | 3,259,284 |
NVIDIA Corp. (I)(L) | | 101,700 | | 1,647,540 |
Silicon Laboratories, Inc. (I) | | 28,500 | | 1,295,040 |
Teradyne, Inc. (I)(L) | | 269,300 | | 2,690,307 |
Veeco Instruments, Inc. (L) | | 74,800 | | 2,550,680 |
| | | |
|
| | | | 23,892,084 |
Software - 1.22% | | | | |
Citrix Systems, Inc. (I) | | 44,500 | | 1,913,945 |
Rovi Corp. (I) | | 37,600 | | 1,259,600 |
| | | |
|
| | | | 3,173,545 |
| | | |
|
| | | | 62,941,043 |
Materials - 6.50% | | | | |
Chemicals - 2.83% | | | | |
Celanese Corp., Series A | | 81,700 | | 2,548,223 |
CF Industries Holdings, Inc. | | 14,000 | | 1,487,360 |
The Mosaic Company | | 56,800 | | 3,316,552 |
| | | |
|
| | | | 7,352,135 |
Metals & Mining - 3.67% | | | | |
AK Steel Holding Corp. | | 113,392 | | 2,441,330 |
Cliffs Natural Resources, Inc. | | 55,800 | | 3,147,118 |
Freeport-McMoRan Copper & Gold, Inc. | | 17,700 | | 1,330,332 |
Walter Energy, Inc. | | 33,200 | | 2,608,524 |
| | | |
|
| | | | 9,527,304 |
| | | |
|
| | | | 16,879,439 |
Telecommunication Services - 4.79% | | | | |
Wireless Telecommunication Services - 4.79% | | | |
American Tower Corp., Class A (I) | | 75,600 | | 3,225,096 |
SBA Communications Corp. (I)(L) | | 260,588 | | 9,214,392 |
| | | |
|
| | | | 12,439,488 |
| | | |
|
| | | | 12,439,488 |
|
TOTAL COMMON STOCKS (Cost $211,316,787) | | $ | 254,664,784 |
|
|
SHORT-TERM INVESTMENTS - 24.75% | | | |
Short-Term Securities* - 3.30% | | | | |
State Street Institutional US Government | | | | |
Money Market Fund, 0.03489% | $ | 8,577,957 | | 8,577,957 |
Securities Lending Collateral - 21.45% | | | | |
John Hancock Collateral Investment | | | | |
Trust, 0.1970% (W)(Y)(Y) | | 5,566,647 | | 55,722,689 |
|
TOTAL SHORT-TERM INVESTMENTS (Cost $64,287,315) | $ | 64,300,646 |
|
Total Investments (Vista Fund) (Cost $275,604,102) - 122.79% | $ | 318,965,430 |
Other assets and liabilities, net - (22.79%) | | | (59,197,406) |
| | | |
|
TOTAL NET ASSETS - 100.00% | | | $ | 259,768,024 |
| | | |
|
Footnotes
Percentages are stated as a percent of net assets.
| | |
The accompanying notes are an integral part of the financial statements. | 278 | |
John Hancock Funds II
Portfolio of Investments — February 28, 2010 (Unaudited) (showing percentage of total net assets)
| |
Key to Currency Abbreviations |
|
ARS | - Argentine Peso |
AUD | - Australian Dollar |
BHD | - Bahraini Dinar |
BRL | - Brazilian Real |
CAD | - Canadian Dollar |
COP | - Colombian Peso |
DKK | - Danish Krone |
EUR | - Euro |
GBP | - British Pound |
HUF | - Hungarian Forint |
IDR | - Indonesian Rupiah |
JPY | - Japanese Yen |
MXN | - Mexican Peso |
MYR | - Malaysian Ringgit |
PLN | - Polish Zloty |
SGD | - Singapore Dollar |
SEK | - Swedish Krona |
ZAR | - South African Rand |
|
Key to Security Abbreviations and Legend |
|
|
ADR | - American Depositary Receipts |
BKNT | - Bank Note |
EMTN | - Euro Medium Term Note |
FHLB | - Federal Home Loan Bank |
FHLMC | - Federal Home Loan Mortgage Corporation |
GDR | - Global Depositary Receipts |
GMTN | - Global Medium Term Note |
IO | - Interest Only (Interest Tranche of Stripped Mortgage Pool) |
LIBOR | - London Interbank Offered Rate |
MTN | - Medium Term Note |
PIK | - Paid In Kind |
PLC | - Public Limited Company |
SADR | - Sponsored American Depositary Receipts |
SPDR | - Standard& Poor’s Depositary Receipts |
TBA | - To Be Announced |
|
(A) | The subadviser is an affiliate of the adviser. |
(B) | Purchased on a forward commitment basis. |
(C) | Security purchased on a when-issued or delayed delivery basis. |
(D) | Principal amount of security is adjusted for inflation. |
(F) | All or portion of this security is held at a broker to meet the margin |
| requirements of futures contracts. |
(G) | The Fund’s sub-adviser is shown parenthetically. |
(H) | Non-income producing, issuer is in bankruptcy and/or is in default of |
| interest payments. |
(I) | Non-income producing security . |
(L) | All or a portion of the security is on loan as of February 28, 2010. |
(N) | Variable rate preferred stock. |
(P) | Variable rate obligation. The coupon rate shown represents the rate at |
| period end. |
(S) | The securities are exempt from registration under the Rule 144A of the |
| securities act of 1933. Such securities may be resold to qualified |
. | institutional buyers, in transactions exempt from registration. |
(T) | All or a portion of this security represents an unsettled term loan |
| commitment. Rate will be determined at time of settlement. |
(U) | All or a portion of this position represents unfunded loan commitment. |
(W) | Investment is an affiliate of the Fund, the adviser and/or subadviser and |
| represents the investment of securities lending collateral received. |
(Y) | The rate shown is the annualized seven-day yield as of |
| February 28, 2010. |
* | Yield represents either the annualized yield at the date of purchase, the |
| stated coupon rate or, for floating rate securities, the rate at period end. |
| | |
The accompanying notes are an integral part of the financial statements. | 279 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| Active | All Cap | All Cap | All Cap |
Assets | Bond Fund | Core Fund | Growth Fund | Value Fund |
|
Investments in unaffiliated issuers, at value | $668,871,803 | $475,802,643 | $88,836,763 | $315,895,215 |
Investments in affiliated issuers, at value (Note 2) | — | 47,119,933 | — | 67,907,959 |
Securities loaned, at value (Note 2) | — | 46,010,686 | — | 66,499,736 |
Repurchase agreements, at value (Note 2) | — | — | — | 5,206,000 |
Total investments, at value | 668,871,803 | 568,933,262 | 88,836,763 | 455,508,910 |
Cash | 3,696 | — | — | 542 |
Foreign currency, at value | 41,340 | — | — | — |
Cash held at broker for futures contracts | 50,850 | — | — | — |
Receivable for investments sold | 4,609,486 | — | 1,161,322 | 2,376,594 |
Receivable for fund shares sold | 77,178 | — | — | 48,711 |
Dividends and interest receivable | 7,616,116 | 1,231,404 | 111,934 | 357,318 |
Receivable for securities lending income | — | 51,604 | — | 4,767 |
Other assets | 385 | 86 | 91 | 367 |
Total assets | 681,270,854 | 570,216,356 | 90,110,110 | 458,297,209 |
|
Liabilities | | | | |
|
Payable for investments purchased | 7.207,562 | — | 802,025 | 3,520,743 |
Payable for delayed delivery securities purchased | 7,540,191 | — | — | — |
Payable for forward foreign currency exchange contracts (Note 3) | — | — | — | — |
Payable for fund shares repurchased | 4,888 | — | 160,612 | — |
Payable upon return of securities loaned (Note 2) | — | 47,113,031 | — | 67,902,302 |
Payable for futures variation margin | 6,468 | 1,525 | — | — |
Payable to affiliates | | | | |
Accounting and legal services fees | 10,352 | 5,564 | 2,166 | 3,776 |
Trustees’ fees | 434 | 350 | 58 | 91 |
Other liabilities and accrued expenses | 70,331 | 60,747 | 27,082 | 33,288 |
Total liabilities | 14,840,226 | 47,181,217 | 991,943 | 71,460,200 |
|
Net assets | | | | |
|
Capital paid-in | $653,613,721 | $733,881,186 | $106,041,187 | $327,076,749 |
Undistributed net investment income (loss) | 8,200,910 | 929,061 | (21,194) | (154,781) |
Accumulated undistributed net realized gain (loss) on investments | (3,546,913) | (267,119,602) | (21,318,682) | 1,210,987 |
Net unrealized appreciation (depreciation) on investments | 8,162,910 | 55,344,494 | 4,416,856 | 58,704,054 |
Net assets | $666,430,628 | $523,035,139 | $89,118,167 | $386,837,009 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $660,671,405 | $466,471,347 | $84,419,907 | $328,906,145 |
Investments in affiliated issuers, at cost | — | $47,110,885 | — | $67,898,711 |
Foreign currency, at cost | $45,821 | — | — | — |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | | |
|
Class 1 | | | | |
Net assets | $37,299,564 | — | $89,118,167 | $89,753,711 |
Shares outstanding | 3,797,253 | — | 7,192,885 | 8,684,795 |
Net asset value, offering price and redemption price per share | $9.82 | — | $12.39 | $10.33 |
|
Class NAV | | | | |
Net assets | $629,131,064 | $523,035,139 | — | $297,083,298 |
Shares outstanding | 64,091,804 | 67,805,762 | — | 28,886,058 |
Net asset value, offering price and redemption price per share | $9.82 | $7.71 | — | $10.28 |
| | |
The accompanying notes are an integral part of the financial statements. | 280 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| Alpha | Alternative | | Capital |
| Opportunities | Asset Allocation | Blue Chip | Appreciation |
Assets | Fund | Fund | Growth Fund | Fund |
|
Investments in unaffiliated issuers, at value | $631,348,001 | $118,150 | $1,720,513,534 | $1,223,873,820 |
Investments in affiliated issuers, at value (Note 2) | 89,645,082 | 1,241,8691 | 185,402,134 | 167,227,555 |
Securities loaned, at value (Note 2) | 87,789,156 | — | 181,945,192 | 165,448,513 |
Repurchase agreements, at value (Note 2) | 35,100,000 | — | — | — |
Total investments, at value | 843,882,239 | 1,360,019 | 2,087,860,860 | 1,556,549,888 |
Cash | 10,096 | 57,165 | — | — |
Foreign currency, at value | 2,777 | — | — | — |
Receivable for investments sold | 22,254,839 | — | 10,435,956 | 15,198,606 |
Receivable for forward foreign currency exchange contracts (Note 3) | 26,608 | — | — | — |
Receivable for fund shares sold | 27,802 | — | 241,788 | 246,815 |
Dividends and interest receivable | 816,577 | 817 | 1,901,615 | 1,618,234 |
Receivable for securities lending income | 19,964 | — | 11,103 | 10,303 |
Receivable due from adviser | — | 352 | — | — |
Other assets | 1,186 | 557 | 588 | 549 |
Total assets | 867,042,088 | 1,418,910 | 2,100,451,910 | 1,573,624,395 |
|
Liabilities | | | | |
|
Payable for investments purchased | 20,118,656 | 891 | 11,952,214 | 19,738,603 |
Payable for forward foreign currency exchange contracts (Note 3) | 110,851 | — | — | — |
Payable for fund shares repurchased | — | — | 674,851 | 811,608 |
Payable upon return of securities loaned (Note 2) | 89,622,928 | — | 185,395,558 | 167,215,617 |
Payable to affiliates | | | | |
Accounting and legal services fees | 6,628 | 14 | 10,588 | 5,290 |
Trustees’ fees | 169 | 12 | 1,410 | 514 |
Other liabilities and accrued expenses | 65,069 | 25,830 | 81,778 | 57,145 |
Total liabilities | 109,924,301 | 26,747 | 198,116,399 | 187,828,777 |
|
Net assets | | | | |
|
Capital paid-in | $644,174,136 | $1,062,948 | $2,022,883,997 | $1,375,910,647 |
Undistributed net investment income (loss) | (1,041,042) | 418 | 168,901 | (365,612) |
Accumulated undistributed net realized gain (loss) on investments | 45,625,311 | 30,497 | (512,517,219) | (247,705,376) |
Net unrealized appreciation (depreciation) on investments | 68,359,382 | 298,300 | 391,799,832 | 257,955,959 |
Net assets | $757,117,787 | $1,392,163 | $1,902,335,511 | $1,385,795,618 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $685,791,436 | $108,405 | $1,510,672,602 | $1,131,388,350 |
Investments in affiliated issuers, at cost | $89,644,901 | $953,314 | $185,388,505 | $167,201,187 |
Foreign currency, at cost | $2,776 | — | — | — |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | |
| | | | |
|
Class A | | | | |
Net assets | — | $1,392,163 | — | — |
Shares outstanding | — | 104,761 | — | — |
Net asset value and redemption price per share | — | $13.29 | — | — |
|
Class 1 | | | | |
Net assets | — | — | $445,326,762 | $133,975,422 |
Shares outstanding | — | — | 25,906,730 | 13,695,124 |
Net asset value, offering price and redemption price per share | — | — | $17.19 | $9.78 |
|
Class NAV | | | | |
Net assets | $757,117,787 | — | $1,457,008,749 | $1,251,820,196 |
Shares outstanding | 69,503,651 | — | 84,843,022 | 127,904,332 |
Net asset value, offering price and redemption price per share | $10.89 | — | $17.17 | $9.79 |
|
Maximum Public Offering Price Per Share: | | | | |
Class A (net asset value per share ÷ 95%) | — | $13.992 | — | — |
1 See Note 9.
2 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales, the offering prices is reduced.
| | |
The accompanying notes are an integral part of the financial statements. | 281 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| | Core Diversified | Core | Core Global |
| Core Bond | Growth & Income | Fundamental | Diversification |
Assets | Fund | Portfolio | Holdings Portfolio | Portfolio |
|
Investments in unaffiliated issuers, at value | $538,300,874 | $11,897,435 | $6,326,004 | $10,399,584 |
Investments in affiliated issuers, at value (Note 2) | — | 7,930,7951 | 4,217,3421 | 6,933,0551 |
Total investments, at value | 538,300,874 | 19,828,230 | 10,543,346 | 17,332,639 |
Cash | — | — | 102 | — |
Receivable for investments sold | 2,974,999 | — | — | — |
Receivable for delayed delivery securities sold | 56,935,925 | — | — | — |
Receivable for fund shares sold | 26,459 | 79,723 | 80,342 | 115,684 |
Dividends and interest receivable | 3,277,062 | 11,668 | 7,903 | 11,277 |
Receivable due from adviser | — | 161 | 211 | 197 |
Other assets | 363 | 11 | 8 | 6 |
Total assets | 601,515,682 | 19,919,793 | 10,631,912 | 17,459,803 |
|
Liabilities | | | | |
|
Payable for investments purchased | 15,415,314 | 88,353 | 86,859 | 124,406 |
Payable for delayed delivery securities purchased | 97,743,394 | — | — | — |
Investments sold short, at value (Note 2) | 24,136,875 | — | — | — |
Payable to affiliates | | | | |
Accounting and legal services fees | 2,381 | 273 | 131 | 231 |
Trustees’ fees | 93 | — | — | — |
Other liabilities and accrued expenses | 84,212 | 20,211 | 19,384 | 18,516 |
Total liabilities | 137,382,269 | 108,837 | 106,374 | 143,153 |
|
Net assets | | | | |
|
Capital paid-in | $446,637,222 | $18,218,698 | $9,536,630 | $16,571,747 |
Undistributed net investment income (loss) | 1,906,774 | (2,607) | (771) | 182 |
Accumulated undistributed net realized gain (loss) on investments | 4,561,701 | 595,364 | 358,272 | 611,892 |
Net unrealized appreciation (depreciation) on investments | 11,027,716 | 999,501 | 631,407 | 132,829 |
Net assets | $464,133,413 | $19,810,956 | $10,525,538 | $17,316,650 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $527,275,365 | $10,913,841 | $5,691,690 | $10,130,691 |
Investments in affiliated issuers, at cost | — | $7,914,888 | $4,220,248 | $7,069,119 |
Proceeds received on short sales | $24,139,082 | — | — | — |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
|
Class 1 | | | | |
Net assets | $11,430,092 | $19,810,956 | $10,525,538 | $17,316,650 |
Shares outstanding | 864,397 | 2,224,548 | 1,161,370 | 1,965,499 |
Net asset value, offering price and redemption price per share | $13.22 | $8.91 | $9.06 | $8.81 |
|
Class NAV | | | | |
Net assets | $452,703,321 | — | — | — |
Shares outstanding | 34,268,954 | — | — | — |
Net asset value, offering price and redemption price per share | $13.21 | — | — | — |
1 See Note 9.
| | |
The accompanying notes are an integral part of the financial statements. | 282 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| Emerging Markets | Emerging Markets | Equity-Income | Fundamental |
Assets | Debt Fund | Value Fund | Fund | Value Fund |
|
Investments in unaffiliated issuers, at value | $15,314,199 | $1,095,563,441 | $777,458,537 | $1,488,506,233 |
Investments in affiliated issuers, at value (Note 2) | — | 85,063,807 | 87,563,364 | 72,091,344 |
Securities loaned, at value (Note 2) | — | 83,755,030 | 85,592,983 | 70,112,466 |
Repurchase agreements, at value (Note 2) | — | 1,927,000 | — | — |
Total investments, at value | 15,314,199 | 1,266,309,278 | 950,614,884 | 1,630,710,043 |
Cash | 67,032 | 354 | — | 2,712,828 |
Foreign currency, at value | 378 | 7,539,018 | — | — |
Cash held at broker for futures contracts | 22,500 | — | — | — |
Receivable for investments sold | 257,264 | — | 5,498,912 | 790,421 |
Receivable for fund shares sold | — | 12,554 | 76,818 | 366,460 |
Dividends and interest receivable | 209,400 | 2,085,634 | 2,863,212 | 1,782,591 |
Receivable for securities lending income | — | 12,616 | 18,212 | 11,599 |
Receivable due from adviser | 317 | — | 95 | — |
Other assets | — | 889 | 667 | 683 |
Total assets | 15,871,090 | 1,275,960,343 | 959,072,800 | 1,636,374,625 |
|
Liabilities | | | | |
|
Capital gains tax withholding | — | 626,491 | — | — |
Payable for investments purchased | 287,125 | 3,904,498 | 609,409 | 4,926,542 |
Payable for delayed delivery securities purchased | 492,828 | — | — | — |
Payable for forward foreign currency exchange contracts (Note 3) | 1,047 | — | — | — |
Payable for fund shares repurchased | — | 91,605 | 330,866 | 156,749 |
Payable upon return of securities loaned (Note 2) | — | 85,006,908 | 87,542,496 | 72,076,127 |
Payable for futures variation margin | 3,438 | — | — | — |
Distributions payable | 71,871 | — | — | — |
Payable to affiliates | | | | |
Accounting and legal services fees | 288 | 8,659 | 8,839 | 10,621 |
Trustees’ fees | 104 | 302 | 598 | 784 |
Other liabilities and accrued expenses | 7,903 | 380,242 | 73,126 | 107,769 |
Total liabilities | 864,604 | 90,018,705 | 88,565,334 | 77,278,592 |
|
Net assets | | | | |
|
Capital paid-in | $15,000,000 | $916,798,425 | $1,065,064,158 | $1,762,454,020 |
Undistributed net investment income (loss) | (14,759) | (2,389,859) | 2,356,820 | 544,465 |
Accumulated undistributed net realized gain (loss) on investments | (55,603) | 19,021,318 | (208,829,090) | (357,740,170) |
Net unrealized appreciation (depreciation) on investments | 76,848 | 252,511,754 | 11,915,578 | 153,837,718 |
Net assets | $15,006,486 | $1,185,941,638 | $870,507,466 | $1,559,096,033 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $15,231,712 | $928,128,348 | $851,135,855 | $1,404,810,709 |
Investments in affiliated issuers, at cost | — | $85,012,443 | $87,562,915 | $72,065,022 |
Foreign currency, at cost | $387 | $7,558,162 | — | — |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | | |
Class A | | | | |
Net assets | $12,005,189 | — | — | — |
Shares outstanding | 1,200,000 | — | — | — |
Net asset value and redemption price per share | $10.00 | — | — | — |
| | | | |
Class I | | | | |
Net assets | $3,001,297 | — | — | — |
Shares outstanding | 300,000 | — | — | — |
Net asset value, offering price and redemption price per share | $10.00 | — | — | — |
| | | | |
Class 1 | | | | |
Net assets | — | — | $141,619,417 | $103,146,447 |
Shares outstanding | — | — | 11,349,869 | 7,680,627 |
Net asset value, offering price and redemption price per share | — | — | $12.48 | $13.43 |
| | | | |
Class NAV | | | | |
Net assets | — | $1,185,941,638 | $728,888,049 | $1,455,949,586 |
Shares outstanding | — | 115,829,610 | 58,480,287 | 108,624,568 |
Net asset value, offering price and redemption price per share | — | $10.24 | $12.46 | $13.40 |
| | | | |
Maximum Public Offering Price Per Share: | | | | |
Class A (net asset value per share ÷ 95.5%) | $10.471 | — | — | — |
1 On single retail sales of less than $100,000. On sales of $100,000 or more and on group sales, the offering prices is reduced.
| | |
The accompanying notes are an integral part of the financial statements. | 283 | |
| | | | |
John Hancock Funds II | | | | |
|
Statements of Assets and Liabilities — February 28, 2010 (Unaudited) | | |
|
|
|
|
| Global | Global | Global | Global Real |
Assets | Agribusiness Fund | Bond Fund | Infrastructure Fund | Estate Fund |
|
Investments in unaffiliated issuers, at value | $2,404,485 | $706,655,249 | $2,218,440 | $258,398,437 |
Investments in affiliated issuers, at value (Note 2) | — | — | — | 40,163,810 |
Securities loaned, at value (Note 2) | — | — | — | 39,372,827 |
Repurchase agreements, at value (Note 2) | — | 30,501,000 | — | 1,858,000 |
Total investments, at value | 2,404,485 | 737,156,249 | 2,218,440 | 339,793,074 |
Cash | 75,737 | 133 | 38,557 | 369 |
Foreign currency, at value | 137 | 3,802,154 | — | 4,129,373 |
Receivable for investments sold | 7,116 | 14,072,077 | — | 3,452,705 |
Receivable for forward foreign currency exchange contracts (Note 3) | — | 8,082,741 | — | — |
Receivable for fund shares sold | — | 7,688 | — | — |
Dividends and interest receivable | 7,006 | 7,727,298 | 6,707 | 561,925 |
Receivable for securities lending income | — | — | — | 8,586 |
Swap contracts, at value (Note 3) | — | 4,641,447 | — | — |
Receivable for futures variation margin | — | 452,475 | — | — |
Receivable due from adviser | 374 | — | 378 | — |
Miscellaneous receivable | — | 118,724 | — | — |
Other assets | 1,433 | 565 | 1,432 | 14,302 |
Total assets | 2,496,288 | 776,061,551 | 2,265,514 | 347,960,334 |
Liabilities | | | | |
|
Payable for collateral held by Portfolio | — | 9,150,000 | — | — |
Payable for investments purchased | — | 12,850,267 | — | 5,464,467 |
Payable for forward foreign currency exchange contracts (Note 3) | — | 4,692,425 | — | — |
Payable for fund shares repurchased | — | 61,824 | — | 30,072 |
Payable upon return of securities loaned (Note 2) | — | — | — | 40,152,492 |
Written options, at value (Note 3) | — | 867,384 | — | — |
Swap contracts, at value (Note 3) | — | 2,050,599 | — | — |
Payable to affiliates | | | | |
Accounting and legal services fees | 21 | 5,958 | 21 | 12,647 |
Trustees’ fees | 11 | 352 | 12 | 573 |
Other liabilities and accrued expenses | 28,552 | 162,398 | 28,345 | 135,145 |
Total liabilities | 28,584 | 29,841,207 | 28,378 | 45,795,396 |
Net assets | | | | |
|
Capital paid-in | $2,044,177 | $805,750,830 | $2,050,153 | $582,152,962 |
Undistributed net investment income (loss) | 225 | (14,370,781) | 3,096 | (13,396,426) |
Accumulated undistributed net realized gain (loss) on investments | 8,428 | (29,237,004) | 16,843 | (328,382,333) |
Net unrealized appreciation (depreciation) on investments | 414,874 | (15,922,701) | 167,044 | 61,790,735 |
Net assets | $2,467,704 | $746,220,344 | $2,237,136 | $302,164,938 |
Investments in unaffiliated issuers, including repurchase agreements, at cost | $1,989,612 | $759,455,882 | $2,051,424 | $237,843,711 |
Investments in affiliated issuers, at cost | — | — | — | $40,153,991 |
Foreign currency, at cost | $136 | $3,798,440 | — | $4,124,673 |
Premiums received on written options | — | $1,700,215 | — | — |
Net unamortized upfront payment on swaps | — | $614,488 | — | — |
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | | |
Class A | | | | |
Net assets | $1,230,648 | — | $1,115,658 | — |
Shares outstanding | 101,757 | — | 102,335 | — |
Net asset value and redemption price per share | $12.09 | — | $10.90 | — |
| | | | |
Class I | | | | |
Net assets | $1,237,056 | — | $1,121,478 | — |
Shares outstanding | 102,090 | — | 102,656 | — |
Net asset value, offering price and redemption price per share | $12.12 | — | $10.92 | — |
| | | | |
Class 1 | | | | |
Net assets | — | $67,453,175 | — | — |
Shares outstanding | — | 5,659,931 | — | — |
Net asset value, offering price and redemption price per share | — | $11.92 | — | — |
| | | | |
Class NAV | | | | |
Net assets | — | $678,767,169 | — | $302,164,938 |
Shares outstanding | — | 57,061,219 | — | 47,535,110 |
Net asset value, offering price and redemption price per share | — | $11.90 | — | $6.36 |
| | | | |
Maximum Public Offering Price Per Share: | | | | |
Class A (net asset value per share ÷ 95%) | $12.731 | — | $11.471 | — |
1 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales, the offering prices is reduced.
| | |
The accompanying notes are an integral part of the financial statements. | 284 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| Global Timber | High Income | High Yield | Index 500 |
Assets | Fund | Fund | Fund | Fund |
|
Investments in unaffiliated issuers, at value | $2,512,680 | $485,338,137 | $972,648,647 | $1,941,433,037 |
Investments in affiliated issuers, at value (Note 2) | — | 120 | 1,415,187 | 106,208,775 |
Securities loaned, at value (Note 2) | — | 110 | 1,390,625 | 103,992,845 |
Repurchase agreements, at value (Note 2) | — | — | 18,600,000 | — |
Total investments, at value | 2,512,680 | 485,338,367 | 994,054,459 | 2,151,634,657 |
Cash | 24,959 | 67,497 | 307,016 | 800,346 |
Foreign currency, at value | — | — | 569,887 | — |
Cash held at broker for futures contracts | — | — | — | 6,390,000 |
Receivable for investments sold | — | 39,514 | 12,558,604 | — |
Receivable for forward foreign currency exchange contracts (Note 3) | — | 22,250 | — | — |
Receivable for fund shares sold | — | — | 3,612 | 2,601,122 |
Dividends and interest receivable | 6,429 | 9,634,004 | 22,028,730 | 4,517,966 |
Receivable for securities lending income | — | — | 742 | 13,509 |
Receivable for futures variation margin | — | — | 8,656 | 71,754 |
Receivable due from adviser | 373 | — | — | — |
Other assets | 1,432 | 329 | 846 | 1,821 |
Total assets | 2,545,873 | 495,101,961 | 1,029,532,552 | 2,166,031,175 |
|
Liabilities | | | | |
|
Payable for investments purchased | — | 4,543,290 | 14,656,330 | 4,296,022 |
Payable for forward foreign currency exchange contracts (Note 3) | — | 4,632 | 1,617 | — |
Payable for fund shares repurchased | — | 67,445 | — | — |
Payable upon return of securities loaned (Note 2) | — | 120 | 1,411,000 | 106,177,763 |
Written options, at value (Note 3) | — | 196 | — | — |
Payable to affiliates | | | | |
Accounting and legal services fees | 33 | 3,642 | 35,198 | 26,392 |
Trustees’ fees | 10 | 180 | 1,625 | 861 |
Other liabilities and accrued expenses | 30,251 | 53,350 | 108,988 | 38,966 |
Total liabilities | 30,294 | 4,672,855 | 16,214,758 | 110,540,004 |
|
Net assets | | | | |
|
Capital paid-in | $2,013,283 | $564,338,944 | $1,345,848,830 | $2,045,591,065 |
Undistributed net investment income (loss) | (9,462) | 4,762,574 | 15,861,888 | 4,574,438 |
Accumulated undistributed net realized gain (loss) on investments | (37,775) | (28,734,445) | (330,339,651) | (295,827,383) |
Net unrealized appreciation (depreciation) on investments | 549,533 | (49,937,967) | (18,053,273) | 301,153,051 |
Net assets | $2,515,579 | $490,429,106 | $1,013,317,794 | $2,055,491,171 |
Investments in unaffiliated issuers, including repurchase agreements, at cost | $1,963,062 | $538,816,631 | $1,010,714,470 | $1,744,364,429 |
Investments in affiliated issuers, at cost | — | $120 | $1,415,171 | $106,174,568 |
Foreign currency, at cost | — | — | $552,029 | — |
Premiums received on written options | — | $3,523,100 | — | — |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | |
| | | | |
|
Class A | | | | |
Net assets | $1,254,516 | — | — | — |
Shares outstanding | 100,588 | — | — | — |
Net asset value and redemption price per share | $12.47 | — | — | — |
|
Class I | | | | |
Net assets | $1,261,063 | — | — | — |
Shares outstanding | 100,799 | — | — | — |
Net asset value, offering price and redemption price per share | $12.51 | — | — | — |
|
Class 1 | | | | |
Net assets | — | — | $73,564,604 | — |
Shares outstanding | — | — | 8,498,773 | — |
Net asset value, offering price and redemption price per share | — | — | $8.66 | — |
|
Class NAV | | | | |
Net assets | — | $490,429,106 | $939,753,190 | $2,055,491,171 |
Shares outstanding | — | 61,722,945 | 109,261,581 | 251,646,726 |
Net asset value, offering price and redemption price per share | — | $7.95 | $8.60 | $8.17 |
|
Maximum Public Offering Price Per Share: | | | | |
Class A (net asset value per share ÷ 95%) | $13.131 | — | — | — |
1 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering prices is reduced.
| | |
The accompanying notes are an integral part of the financial statements. | 285 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| International | International | International | International |
| Equity Index | Opportunities | Small Cap | Small Company |
Assets | Fund | Fund | Fund | Fund |
|
Investments in unaffiliated issuers, at value | $387,413,631 | $844,238,667 | $236,382,953 | $121,298,986 |
Investments in affiliated issuers, at value (Note 2) | 10,121,176 | — | 15,000,297 | 4,521,502 |
Securities loaned, at value (Note 2) | 9,839,385 | — | 14,156,637 | 4,289,531 |
Total investments, at value | 407,374,192 | 844,238,667 | 265,539,887 | 130,110,019 |
Cash | — | — | 24,189 | — |
Foreign currency, at value | 6,234,024 | 5,296,100 | 211,420 | 46,263 |
Foreign currency held at broker for futures contracts | 2,225,411 | — | — | — |
Receivable for investments sold | 160,407 | 33,239,025 | 153,085 | 174,999 |
Receivable for forward foreign currency exchange contracts (Note 3) | 135,793 | — | — | — |
Receivable for fund shares sold | 78,538 | 657,238 | 261,211 | 76,626 |
Dividends and interest receivable | 823,111 | 760,434 | 437,830 | 197,400 |
Receivable for securities lending income | 6,787 | — | 7,220 | 7,473 |
Other assets | 2,984 | 350 | 164 | 12,877 |
Total assets | 417,041,247 | 884,191,814 | 266,635,006 | 130,625,657 |
|
Liabilities | | | | |
|
Payable for investments purchased | 3,775,951 | 12,486,040 | 158,327 | 610,414 |
Payable for forward foreign currency exchange contracts (Note 3) | 240,986 | — | — | — |
Payable for fund shares repurchased | — | 557,677 | 415,303 | — |
Payable upon return of securities loaned (Note 2) | 10,104,291 | — | 14,996,727 | 4,514,135 |
Payable for futures variation margin | 185,671 | — | — | — |
Payable to affiliates | | | | |
Accounting and legal services fees | 5,848 | 4,231 | 4,716 | 9,442 |
Trustees’ fees | 306 | 483 | 186 | 424 |
Other liabilities and accrued expenses | 34,282 | 262,281 | 135,975 | 71,982 |
Total liabilities | 14,347,335 | 13,310,712 | 15,711,234 | 5,206,397 |
|
Net assets | | | | |
|
Capital paid-in | $482,293,909 | $1,052,404,137 | $325,031,096 | $286,972,262 |
Undistributed net investment income (loss) | (1,789,120) | (2,277,422) | (362,970) | (998,531) |
Accumulated undistributed net realized gain (loss) on investments | (91,987,920) | (273,381,241) | (83,030,659) | (134,087,648) |
Net unrealized appreciation (depreciation) on investments | 14,177,043 | 94,135,628 | 9,286,305 | (26,466,823) |
Net assets | $402,693,912 | $870,881,102 | $250,923,772 | $125,419,260 |
Investments in unaffiliated issuers, including repurchase agreements, at | | | | |
cost | $382,814,284 | $750,078,705 | $241,261,225 | $152,060,557 |
Investments in affiliated issuers, at cost | $10,116,998 | — | $14,998,508 | $4,519,522 |
Foreign currency, at cost | $6,203,645 | $5,296,095 | $209,733 | $46,267 |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | | |
|
Class 1 | | | | |
Net assets | — | $89,308,137 | $127,532,227 | — |
Shares outstanding | — | 7,416,697 | 9,900,308 | — |
Net asset value, offering price and redemption price per share | — | $12.04 | $12.88 | — |
|
Class NAV | | | | |
Net assets | $402,693,912 | $781,572,965 | $123,391,545 | $125,419,260 |
Shares outstanding | 25,926,480 | 64,779,438 | 9,582,246 | 17,730,591 |
Net asset value, offering price and redemption price per share | $15.53 | $12.07 | $12.88 | $7.07 |
| | |
The accompanying notes are an integral part of the financial statements. | 286 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| | Investment | | |
| International | Quality Bond | Large Cap | Large Cap |
Assets | Value Fund | Fund | Fund | Value Fund |
|
Investments in unaffiliated issuers, at value | $1,137,200,087 | $185,235,308 | $243,815,001 | $533,676,395 |
Investments in affiliated issuers, at value (Note 2) | 57,781,407 | — | 21,776,453 | 28,674,739 |
Securities loaned, at value (Note 2) | 56,233,035 | — | 21,319,147 | 28,039,395 |
Repurchase agreements, at value (Note 2) | — | 15,700,000 | 5,402,000 | 6,857,000 |
Total investments, at value | 1,251,214,529 | 200,935,308 | 292,312,601 | 597,247,529 |
Cash | 56,020 | 36,436 | 306 | 665 |
Foreign currency, at value | 924,182 | — | — | — |
Receivable for investments sold | 163 | — | 912,400 | — |
Receivable for forward foreign currency exchange contracts (Note 3) | — | 171,160 | — | — |
Receivable for fund shares sold | 666,260 | 28,793 | 16,982 | 290,806 |
Dividends and interest receivable | 1,386,944 | 2,082,414 | 578,209 | 1,104,599 |
Receivable for securities lending income | 10,554 | — | 1,238 | 2,284 |
Swap contracts, at value (Note 3) | — | 143,131 | — | — |
Other assets | 731 | 123 | — | 36 |
Total assets | 1,254,259,383 | 203,397,365 | 293,821,736 | 598,645,919 |
|
Liabilities | | | | |
|
Payable for investments purchased | 305,149 | 1,597,242 | 2,184,418 | — |
Payable for delayed delivery securities purchased | — | 224,294 | — | — |
Payable for forward foreign currency exchange contracts (Note 3) | — | 288,306 | — | — |
Payable for fund shares repurchased | 609,397 | — | — | 89,812 |
Payable upon return of securities loaned (Note 2) | 57,734,430 | — | 21,771,840 | 28,660,788 |
Payable for futures variation margin | — | 40,061 | — | — |
Swap contracts, at value (Note 3) | — | 96,350 | — | — |
Payable to affiliates | | | | |
Accounting and legal services fees | 13,181 | 3,391 | 2,911 | 8,009 |
Trustees’ fees | 1,010 | 91 | 105 | 424 |
Other liabilities and accrued expenses | 258,982 | 47,766 | 36,732 | 59,052 |
Total liabilities | 58,922,149 | 2,297,501 | 23,996,006 | 28,818,085 |
|
Net assets | | | | |
|
Capital paid-in | $1,521,156,412 | $200,384,852 | $376,754,795 | $769,953,925 |
Undistributed net investment income (loss) | (315,712) | 924,114 | 429,687 | 787,283 |
Accumulated undistributed net realized gain (loss) on investments | (225,402,794) | (8,392,772) | (133,200,837) | (243,942,375) |
Net unrealized appreciation (depreciation) on investments | (100,100,672) | 8,183,670 | 25,842,085 | 43,029,001 |
Net assets | $1,195,337,234 | $201,099,864 | $269,825,730 | $569,827,834 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $1,293,502,158 | $192,634,716 | $244,696,013 | $525,554,775 |
Investments in affiliated issuers, at cost | $57,776,360 | — | $21,774,503 | $28,663,753 |
Foreign currency, at cost | $938,564 | — | — | — |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | |
| | | | |
|
Class 1 | | | | |
Net assets | $284,977,286 | $68,289,453 | $40,650,222 | $80,653,414 |
Shares outstanding | 21,933,129 | 5,670,683 | 3,514,346 | 4,785,688 |
Net asset value, offering price and redemption price per share | $12.99 | $12.04 | $11.57 | $16.85 |
|
Class NAV | | | | |
Net assets | $910,359,948 | $132,810,411 | $229,175,508 | $489,174,420 |
Shares outstanding | 70,261,267 | 11,040,447 | 19,816,778 | 28,974,989 |
Net asset value, offering price and redemption price per share | $12.96 | $12.03 | $11.56 | $16.88 |
| | |
The accompanying notes are an integral part of the financial statements. | 287 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| Mid Cap | Mid Cap | Mid Cap Value | Mid Value |
Assets | Index Fund | Stock Fund | Equity Fund | Fund |
|
Investments in unaffiliated issuers, at value | $445,003,355 | $623,921,728 | $153,787,325 | $287,604,706 |
Investments in affiliated issuers, at value (Note 2) | 123,905,824 | 153,302,558 | 27,541,126 | 49,399,353 |
Securities loaned, at value (Note 2) | 120,672,407 | 150,136,363 | 27,139,138 | 48,241,652 |
Repurchase agreements, at value (Note 2) | — | 34,400,000 | — | — |
Total investments, at value | 689,581,586 | 961,760,649 | 208,467,589 | 385,245,711 |
Cash | 4,524 | 65,957 | 18,028 | — |
Foreign currency, at value | — | 44,226 | — | — |
Cash held at broker for futures contracts | 1,750,000 | — | — | — |
Receivable for investments sold | 3,601,450 | 6,801,129 | 277,790 | 1,828,846 |
Receivable for forward foreign currency exchange contracts (Note 3) | — | 69,454 | — | — |
Receivable for fund shares sold | 51,747 | 125,595 | 17,413 | 212,584 |
Dividends and interest receivable | 591,682 | 297,161 | 373,664 | 401,058 |
Receivable for securities lending income | 27,376 | 32,815 | 6,975 | 3,360 |
Receivable for futures variation margin | 16,790 | — | — | — |
Other assets | 351 | 308 | 182 | 187 |
Total assets | 695,625,506 | 969,197,294 | 209,161,641 | 387,691,746 |
|
Liabilities | | | | |
|
Payable for investments purchased | 2,553,888 | 11,272,240 | 275,196 | 2,740,580 |
Payable for forward foreign currency exchange contracts (Note 3) | — | 272,931 | — | — |
Payable upon return of securities loaned (Note 2) | 123,862,854 | 153,265,398 | 27,530,770 | 49,399,980 |
Payable to affiliates | | | | |
Accounting and legal services fees | 2,059 | 2,878 | 1,922 | 4,502 |
Trustees’ fees | 154 | 308 | 30 | 81 |
Other liabilities and accrued expenses | 25,912 | 82,028 | 24,828 | 33,263 |
Total liabilities | 126,444,867 | 164,895,783 | 27,832,746 | 52,178,406 |
|
Net assets | | | | |
|
Capital paid-in | $548,218,845 | $866,150,985 | $172,240,228 | $263,872,112 |
Undistributed net investment income (loss) | 632,660 | (1,344,146) | 90,998 | (126,470) |
Accumulated undistributed net realized gain (loss) on investments | (32,002,039) | (194,232,089) | (26,174,617) | 13,082,817 |
Net unrealized appreciation (depreciation) on investments | 52,331,173 | 133,726,761 | 35,172,286 | 58,684,881 |
Net assets | $569,180,639 | $804,301,511 | $181,328,895 | $335,513,340 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $513,799,628 | $674,554,181 | $145,765,892 | $277,163,283 |
Investments in affiliated issuers, at cost | $123,859,303 | $153,264,587 | $27,529,838 | $49,397,547 |
Foreign currency, at cost | — | $44,210 | — | — |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | | |
|
Class 1 | | | | |
Net assets | — | $292,696,579 | — | — |
Shares outstanding | — | 20,519,253 | — | — |
Net asset value, offering price and redemption price per share | — | $14.26 | — | — |
|
Class NAV | | | | |
Net assets | $569,180,639 | $511,604,932 | $181,328,895 | $335,513,340 |
Shares outstanding | 34,916,309 | 35,792,488 | 22,000,592 | 24,650,532 |
Net asset value, offering price and redemption price per share | $16.30 | $14.29 | $8.24 | $13.61 |
| | |
The accompanying notes are an integral part of the financial statements. | 288 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| Optimized | Real Estate | Real Estate | Real Return |
Assets | Value Fund | Equity Fund | Securities Fund | Bond Fund |
|
Investments in unaffiliated issuers, at value | $317,949,579 | $158,847,603 | $195,740,385 | $1,344,862,808 |
Investments in affiliated issuers, at value (Note 2) | — | 75,616,404 | 91,530,654 | — |
Securities loaned, at value (Note 2) | — | 73,939,103 | 89,817,767 | — |
Repurchase agreements, at value (Note 2) | 2,911,000 | — | 2,814,000 | 3,308,000 |
Total investments, at value | 320,860,579 | 308,403,110 | 379,902,806 | 1,348,170,808 |
Cash | 120 | — | 403 | 821 |
Foreign currency, at value | — | — | — | 1,988,251 |
Receivable for investments sold | — | 1,821,022 | 1,418,897 | 2,265,922 |
Receivable for forward foreign currency exchange contracts (Note 3) | — | — | — | 1,380,953 |
Receivable for fund shares sold | — | — | 260,533 | 296,544 |
Dividends and interest receivable | 568,655 | 542,683 | 294,359 | 6,023,236 |
Receivable for securities lending income | — | 6,104 | 5,969 | — |
Swap contracts, at value (Note 3) | — | — | — | 1,137,542 |
Receivable for futures variation margin | — | — | — | 235,860 |
Miscellaneous receivable | — | — | — | 7,450 |
Other assets | — | 224 | — | 885 |
Total assets | 321,429,354 | 310,773,143 | 381,882,967 | 1,361,508,272 |
|
Liabilities | | | | |
|
Payable for collateral held by Portfolio | — | — | — | 1,360,000 |
Payable for investments purchased | — | 1,513,113 | 1,564,763 | 4,746,185 |
Payable for delayed delivery securities purchased | — | — | — | 68,245,931 |
Payable for forward foreign currency exchange contracts (Note 3) | — | — | — | 455,611 |
Payable for fund shares repurchased | 68,328 | 5,266 | — | 757,327 |
Payable upon return of securities loaned (Note 2) | — | 75,600,050 | 91,530,150 | — |
Written options, at value (Note 3) | — | — | — | 964,923 |
Swap contracts, at value (Note 3) | — | — | — | 626,077 |
Payable to affiliates | | | | |
Accounting and legal services fees | 11,740 | 1,886 | 3,936 | 3,222 |
Trustees’ fees | 686 | 74 | 15 | 482 |
Other liabilities and accrued expenses | 48,395 | 34,667 | 43,867 | 100,470 |
Total liabilities | 129,149 | 77,155,056 | 93,142,731 | 77,260,228 |
|
Net assets | | | | |
|
Capital paid-in | $671,449,063 | $304,511,181 | $296,149,122 | $1,298,560,146 |
Undistributed net investment income (loss) | 481,969 | 767,483 | 1,284,182 | 32,586 |
Accumulated undistributed net realized gain (loss) on investments | (379,386,158) | (139,358,483) | (41,596,552) | (54,095,775) |
Net unrealized appreciation (depreciation) on investments | 28,755,331 | 67,697,906 | 32,903,484 | 39,751,087 |
Net assets | $321,300,205 | $233,618,087 | $288,740,236 | $1,284,248,044 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $292,105,248 | $165,113,442 | $255,475,194 | $1,313,640,000 |
Investments in affiliated issuers, at cost | — | $75,591,762 | $91,524,128 | — |
Foreign currency, at cost | — | — | — | $1,994,859 |
Premiums received on written options | — | — | — | $3,165,959 |
Net unamortized upfront payment on swaps | — | — | — | $795,314 |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | |
| | | | |
|
Class 1 | | | | |
Net assets | $46,617,506 | — | $288,740,236 | $75,598,194 |
Shares outstanding | 4,501,596 | — | 28,688,342 | 6,064,975 |
Net asset value, offering price and redemption price per share | $10.36 | — | $10.06 | $12.46 |
|
Class NAV | | | | |
Net assets | $274,682,699 | $233,618,087 | — | $1,208,649,850 |
Shares outstanding | 26,519,428 | 38,269,016 | — | 97,892,148 |
Net asset value, offering price and redemption price per share | $10.36 | $6.10 | — | $12.35 |
| | |
The accompanying notes are an integral part of the financial statements. | 289 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| Short Term | | | Small Cap |
| Government | Small Cap | Small Cap | Opportunities |
Assets | Income Fund | Growth Fund | Index Fund | Fund |
|
Investments in unaffiliated issuers, at value | $32,197,445 | $119,944,594 | $97,435,286 | $88,563,081 |
Investments in affiliated issuers, at value (Note 2) | — | — | 22,811,189 | 18,066,386 |
Securities loaned, at value (Note 2) | — | — | 22,122,440 | 17,477,862 |
Repurchase agreements, at value (Note 2) | — | 3,100,000 | — | 287,000 |
Total investments, at value | 32,197,445 | 123,044,594 | 142,368,915 | 124,394,329 |
Cash | 36,687 | 29,117 | 8,962 | 839 |
Cash held at broker for futures contracts | — | — | 400,000 | — |
Receivable for investments sold | 391,067 | 1,551,958 | — | 53,631 |
Receivable for fund shares sold | 107,601 | 709 | 123,288 | — |
Dividends and interest receivable | 218,944 | 23,922 | 83,690 | 49,958 |
Receivable for securities lending income | — | — | 15,838 | 4,310 |
Receivable due from adviser | 369 | — | — | — |
Other assets | — | 172 | 122 | — |
Total assets | 32,952,113 | 124,650,472 | 143,000,815 | 124,503,067 |
|
Liabilities | | | | |
|
Payable for investments purchased | 326,316 | 465,322 | — | 201,199 |
Payable for fund shares repurchased | — | — | — | 260,915 |
Payable upon return of securities loaned (Note 2) | — | — | 22,802,010 | 18,063,123 |
Payable for futures variation margin | — | — | 9,120 | — |
Payable to affiliates | | | | |
Accounting and legal services fees | 488 | 896 | 1,580 | 1,534 |
Trustees’ fees | — | 40 | 65 | — |
Other liabilities and accrued expenses | 33,850 | 25,739 | 21,695 | 27,747 |
Total liabilities | 360,654 | 491,997 | 22,834,470 | 18,554,518 |
|
Net assets | | | | |
|
Capital paid-in | $32,302,613 | $97,549,831 | $134,028,403 | $128,123,934 |
Undistributed net investment income (loss) | (80,431) | (489,551) | 86,166 | (127,945) |
Accumulated undistributed net realized gain (loss) on investments | 68,012 | 2,999,175 | (44,032,119) | (42,495,389) |
Net unrealized appreciation (depreciation) on investments | 301,265 | 24,099,020 | 30,083,895 | 20,447,949 |
Net assets | $32,591,459 | $124,158,475 | $120,166,345 | $105,948,549 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $31,896,180 | $98,945,574 | $89,550,012 | $85,883,512 |
Investments in affiliated issuers, at cost | — | — | $22,803,287 | $18,062,868 |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | | |
|
Class 1 | | | | |
Net assets | — | — | — | $46,738,174 |
Shares outstanding | — | — | — | 2,776,174 |
Net asset value, offering price and redemption price per share | — | — | — | $16.84 |
|
Class NAV | | | | |
Net assets | $32,591,459 | $124,158,475 | $120,166,345 | $59,210,375 |
Shares outstanding | 3,208,022 | 13,121,221 | 11,153,985 | 3,534,020 |
Net asset value, offering price and redemption price per share | $10.16 | $9.46 | $10.77 | $16.75 |
| | |
The accompanying notes are an integral part of the financial statements. | 290 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| Small Cap | Small Company | Small Company | Smaller Company |
Assets | Value Fund | Growth Fund | Value Fund | Growth Fund |
|
Investments in unaffiliated issuers, at value | $75,864,198 | $108,841,427 | $322,665,537 | $142,970,204 |
Investments in affiliated issuers, at value (Note 2) | 11,921,363 | 34,622,823 | 78,758,111 | 35,099,534 |
Securities loaned, at value (Note 2) | 11,504,256 | 33,956,517 | 76,096,942 | 34,062,437 |
Repurchase agreements, at value (Note 2) | 1,600,000 | — | — | 3,228,000 |
Total investments, at value | 100,889,817 | 177,420,767 | 477,520,590 | 215,360,175 |
Cash | 22,329 | — | — | — |
Cash held at broker for futures contracts | — | — | — | 104,000 |
Receivable for investments sold | 1,027,639 | 83,764 | 2,866,231 | 982,877 |
Receivable for fund shares sold | 133,074 | 27,943 | 193,976 | 111,865 |
Dividends and interest receivable | 113,261 | 30,015 | 313,877 | 33,963 |
Receivable for securities lending income | 7,218 | 3,985 | 12,170 | 19,805 |
Other assets | 102 | — | 181 | 196 |
Total assets | 102,193,440 | 177,566,474 | 480,907,025 | 216,612,881 |
|
Liabilities | | | | |
|
Due to custodian | — | — | — | 194 |
Payable for investments purchased | 263,719 | 1,847,073 | 2,982,335 | 1,305,438 |
Payable for fund shares repurchased | — | — | 422,815 | — |
Payable upon return of securities loaned (Note 2) | 11,921,998 | 34,604,411 | 78,729,307 | 35,092,597 |
Payable for futures variation margin | — | — | — | 2,880 |
Payable to affiliates | | | | |
Accounting and legal services fees | 1,142 | 1,453 | 7,180 | 1,058 |
Trustees’ fees | 25 | 65 | 297 | 57 |
Other liabilities and accrued expenses | 25,011 | 28,051 | 47,451 | 28,603 |
Total liabilities | 12,211,895 | 36,481,053 | 82,189,385 | 36,430,827 |
|
Net assets | | | | |
|
Capital paid-in | $68,708,872 | $162,373,100 | $428,948,687 | $143,633,499 |
Undistributed net investment income (loss) | (18,824) | (189,314) | (890,491) | (228,278) |
Accumulated undistributed net realized gain (loss) on investments | 2,013,402 | (37,934,803) | (61,299,605) | 5,424,509 |
Net unrealized appreciation (depreciation) on investments | 19,278,095 | 16,836,438 | 31,959,049 | 31,352,324 |
Net assets | $89,981,545 | $141,085,421 | $398,717,640 | $180,182,054 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $69,690,589 | $125,980,091 | $366,834,223 | $148,919,504 |
Investments in affiliated issuers, at cost | $11,921,133 | $34,604,238 | $78,727,318 | $35,099,451 |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | |
| | | | |
|
Class 1 | | | | |
Net assets | — | — | $106,434,190 | — |
Shares outstanding | — | — | 4,975,307 | — |
Net asset value, offering price and redemption price per share | — | — | $21.39 | — |
|
Class NAV | | | | |
Net assets | $89,981,545 | $141,085,421 | $292,283,450 | $180,182,054 |
Shares outstanding | 6,428,307 | 13,431,395 | 13,679,807 | 15,564,913 |
Net asset value, offering price and redemption price per share | $14.00 | $10.50 | $21.37 | $11.58 |
| | |
The accompanying notes are an integral part of the financial statements. | 291 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| Spectrum | Strategic | Total Bond | Total Return |
Assets | Income Fund | Bond Fund | Market Fund | Fund |
|
Investments in unaffiliated issuers, at value | $825,321,457 | $255,424,579 | $578,046,997 | $1,641,394,961 |
Investments in affiliated issuers, at value (Note 2) | 12,325,171 | — | — | — |
Securities loaned, at value (Note 2) | 12,035,268 | — | — | — |
Repurchase agreements, at value (Note 2) | 289,000 | 32,000,000 | — | 730,883,000 |
Total investments, at value | 849,970,896 | 287,424,579 | 578,046,997 | 2,372,277,961 |
Cash | 741 | 382,540 | — | 138 |
Foreign currency, at value | 558,482 | 277,978 | — | 3,594,752 |
Receivable for investments sold | 9,144,643 | 51,952 | — | 16,553,022 |
Receivable for delayed delivery securities sold | 26,366 | 21,893,318 | — | 216,492,466 |
Receivable for forward foreign currency exchange contracts (Note 3) | 615,943 | 13,380 | — | 1,995,170 |
Receivable for fund shares sold | 352,822 | — | — | 1,264,102 |
Dividends and interest receivable | 9,343,013 | 2,728,336 | 4,218,089 | 10,034,652 |
Receivable for securities lending income | 2,447 | — | — | — |
Swap contracts, at value (Note 3) | — | — | — | 11,425,326 |
Receivable for futures variation margin | — | 83,956 | — | 526,566 |
Miscellaneous receivable | — | 1,083 | — | — |
Other assets | 529 | 1,425 | 564 | 1,035 |
Total assets | 870,015,882 | 312,858,547 | 582,265,650 | 2,634,165,190 |
|
Liabilities | | | | |
|
Payable for collateral held by Portfolio | — | — | — | 10,300,000 |
Payable for investments purchased | 12,580,794 | 2,480,496 | — | 123,047,716 |
Payable for delayed delivery securities purchased | 618,545 | 49,748,381 | 2,866,048 | 399,663,560 |
Payable for forward foreign currency exchange contracts (Note 3) | 418,233 | 115,220 | — | 1,032,919 |
Payable for fund shares repurchased | — | 48,220 | 1,956 | 49,131 |
Payable upon return of securities loaned (Note 2) | 12,319,216 | — | — | — |
Written options, at value (Note 3) | — | 180,453 | — | 1,806,064 |
Investments sold short, at value (Note 2) | — | — | — | 28,678,909 |
Swap contracts, at value (Note 3) | 3,929 | 34,000 | — | 741,490 |
Payable for futures variation margin | 50,028 | — | — | — |
Miscellaneous payable | — | — | — | 102,678 |
Payable to affiliates | | | | |
Accounting and legal services fees | 21,883 | 13,902 | 1,818 | 20,608 |
Trustees’ fees | 898 | 485 | 183 | 1,415 |
Other liabilities and accrued expenses | 134,826 | 55,523 | 17,998 | 146,687 |
Total liabilities | 26,148,352 | 52,676,680 | 2,888,003 | 565,591,177 |
|
Net assets | | | | |
|
Capital paid-in | $853,763,556 | $315,258,844 | $556,164,077 | $2,003,562,086 |
Undistributed net investment income (loss) | 5,213,863 | (222,451) | 2,863,050 | (3,936,136) |
Accumulated undistributed net realized gain (loss) on investments | (44,056,364) | (21,722,646) | (405,754) | 44,623,992 |
Net unrealized appreciation (depreciation) on investments | 28,946,475 | (33,131,880) | 20,756,274 | 24,324,071 |
Net assets | $843,867,530 | $260,181,867 | $579,377,647 | $2,068,574,013 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $808,882,700 | $320,848,097 | $557,290,723 | $2,372,441,503 |
Investments in affiliated issuers, at cost | $12,325,088 | — | — | — |
Foreign currency, at cost | $558,715 | $278,758 | — | $3,603,545 |
Proceeds received on short sales | — | — | — | $28,667,930 |
Premiums received on written options | — | $164,366 | — | $6,437,922 |
Net unamortized upfront payment on swaps | — | $11,230 | — | $1,691,821 |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | | |
|
Class 1 | | | | |
Net assets | — | $46,598,452 | — | $279,526,374 |
Shares outstanding | — | 4,370,620 | — | 19,702,073 |
Net asset value, offering price and redemption price per share | — | $10.66 | — | $14.19 |
|
Class NAV | | | | |
Net assets | $843,867,530 | $213,583,415 | $579,377,647 | $1,789,047,639 |
Shares outstanding | 81,743,051 | 20,081,966 | 56,032,885 | 126,467,455 |
Net asset value, offering price and redemption price per share | $10.32 | $10.64 | $10.34 | $14.15 |
| | |
The accompanying notes are an integral part of the financial statements. | 292 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | | | |
| U.S. Government | U.S. High Yield | U.S. Multi | |
Assets | Securities Fund | Bond Fund | Sector Fund | Value Fund |
|
Investments in unaffiliated issuers, at value | $140,055,473 | $738,838,474 | $871,393,148 | $119,409,979 |
Investments in affiliated issuers, at value (Note 2) | — | — | 64,680,798 | 12,201,376 |
Securities loaned, at value (Note 2) | — | — | 63,280,864 | 11,955,204 |
Repurchase agreements, at value (Note 2) | 22,300,000 | — | 31,277,000 | — |
Total investments, at value | 162,355,473 | 738,838,474 | 1,030,631,810 | 143,566,559 |
Cash | 295,255 | 2,256,848 | 53 | 46,721 |
Cash held at broker for futures contracts | — | — | 2,873,000 | — |
Receivable for investments sold | 3,117,422 | 4,661,846 | — | — |
Receivable for fund shares sold | 141,811 | 67,854 | 3,599,721 | 82,854 |
Dividends and interest receivable | 357,445 | 12,666,075 | 2,443,419 | 255,180 |
Receivable for securities lending income | — | — | 4,984 | 1,148 |
Receivable for futures variation margin | 92,819 | — | 32,340 | — |
Other assets | 121 | 563 | 953 | 155 |
Total assets | 166,360,346 | 758,491,660 | 1,039,586,280 | 143,952,617 |
|
Liabilities | | | | |
|
Payable for investments purchased | 10,980,966 | 5,942,219 | — | 144,245 |
Payable for fund shares repurchased | 98,608 | — | — | — |
Payable upon return of securities loaned (Note 2) | — | — | 64,677,958 | 12,199,333 |
Written options, at value (Note 3) | 43,219 | — | — | — |
Payable to affiliates | | | | |
Accounting and legal services fees | 4,457 | 2,284 | 4,761 | 1,381 |
Trustees’ fees | 93 | 253 | 476 | 35 |
Other liabilities and accrued expenses | 41,396 | 59,094 | 63,420 | 25,149 |
Total liabilities | 11,168,739 | 6,003,850 | 64,746,615 | 12,370,143 |
|
Net assets | | | | |
|
Capital paid-in | $171,343,514 | $739,497,090 | $1,103,255,029 | $107,686,861 |
Undistributed net investment income (loss) | (31,580) | 9,196,245 | 1,461,509 | 108,358 |
Accumulated undistributed net realized gain (loss) on investments | (2,897,357) | (32,810,026) | (222,304,823) | 2,329,848 |
Net unrealized appreciation (depreciation) on investments | (13,222,970) | 36,604,501 | 92,427,950 | 21,457,407 |
Net assets | $155,191,607 | $752,487,810 | $974,839,665 | $131,582,474 |
Investments in unaffiliated issuers, including repurchase agreements, | | | | |
at cost | $175,949,434 | $702,233,973 | $873,462,114 | $109,909,967 |
Investments in affiliated issuers, at cost | — | — | $64,674,207 | $12,199,185 |
Premiums received on written options | $36,644 | — | — | — |
|
Net asset value per share | | | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. |
| | | | |
|
Class 1 | | | | |
Net assets | $48,077,585 | $44,084,625 | — | — |
Shares outstanding | 3,893,007 | 3,542,050 | — | — |
Net asset value, offering price and redemption price per share | $12.35 | $12.45 | — | — |
|
Class NAV | | | | |
Net assets | $107,114,022 | $708,403,185 | $974,839,665 | $131,582,474 |
Shares outstanding | 8,699,671 | 56,947,577 | 110,573,322 | 14,950,274 |
Net asset value, offering price and redemption price per share | $12.31 | $12.44 | $8.82 | $8.80 |
| | |
The accompanying notes are an integral part of the financial statements. | 293 | |
John Hancock Funds II
Statements of Assets and Liabilities — February 28, 2010 (Unaudited)
| | |
| Value & | |
| Restructuring | |
Assets | Fund | Vista Fund |
|
Investments in unaffiliated issuers, at value | $505,034,472 | $208,404,568 |
Investments in affiliated issuers, at value (Note 2) | 63,420,534 | 55,722,689 |
Securities loaned, at value (Note 2) | 62,825,882 | 54,838,173 |
Repurchase agreements, at value (Note 2) | 9,497,000 | — |
Total investments, at value | 640,777,888 | 318,965,430 |
Cash | 48 | — |
Receivable for investments sold | 316,168 | 8,095,183 |
Receivable for forward foreign currency exchange contracts (Note 3) | — | 14,796 |
Dividends and interest receivable | 1,237,584 | 105,209 |
Receivable for securities lending income | 6,599 | 3,871 |
Other assets | 220 | 213 |
Total assets | 642,338,507 | 327,184,702 |
|
Liabilities | | |
|
Payable for investments purchased | — | 11,665,502 |
Payable for fund shares repurchased | 6,742 | — |
Payable upon return of securities loaned (Note 2) | 63,412,056 | 55,710,745 |
Payable to affiliates | | |
Accounting and legal services fees | 1,810 | 2,611 |
Trustees’ fees | 228 | 59 |
Other liabilities and accrued expenses | 64,463 | 37,761 |
Total liabilities | 63,485,299 | 67,416,678 |
|
Net assets | | |
|
Capital paid-in | $622,326,750 | $246,498,167 |
Undistributed net investment income (loss) | 660,013 | (474,117) |
Accumulated undistributed net realized gain (loss) on investments | (172,614,738) | (29,632,162) |
Net unrealized appreciation (depreciation) on investments | 128,481,183 | 43,376,136 |
Net assets | $578,853,208 | $259,768,024 |
Investments in unaffiliated issuers, including repurchase agreements, at cost | $448,888,210 | $219,894,744 |
Investments in affiliated issuers, at cost | $63,409,115 | $55,709,358 |
|
Net asset value per share | | |
|
The Funds have an unlimited number of shares authorized with no par value. Net asset value is calculated by dividing | | |
the net assets of each class of shares by the number of outstanding shares in the class. | | |
|
Class NAV | | |
Net assets | $578,853,208 | $259,768,024 |
Shares outstanding | 59,882,381 | 34,921,996 |
Net asset value, offering price and redemption price per share | $9.67 | $7.44 |
| | |
The accompanying notes are an integral part of the financial statements. | 294 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| Active Bond | All Cap | All Cap | All Cap |
Investment income | Fund | Core Fund | Growth Fund | Value Fund |
|
Interest | $19,205,945 | $11,186 | $351 | $760 |
Dividends | 71,793 | 4,648,173 | 542,749 | 2,108,061 |
Securities lending | — | 252,231 | 3,308 | 54,169 |
Less foreign taxes withheld | (12,826) | — | (3,109) | (16,645) |
Total investment income | 19,264,912 | 4,911,590 | 543,299 | 2,146,345 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 1,871,719 | 1,946,358 | 384,421 | 1,531,757 |
Class 1 distribution and service fees (Note 5) | 8,797 | — | 22,613 | 21,808 |
Accounting and legal services fees (Note 5) | 48,032 | 35,083 | 7,740 | 23,352 |
Professional fees | 27,244 | 16,534 | 18,643 | 15,017 |
Custodian fees | 45,751 | 32,540 | 10,554 | 29,181 |
Trustees’ fees (Note 5) | 3,736 | 3,007 | 689 | 2,348 |
Registration and filing fees | 4,416 | 4,426 | 1,905 | 5,766 |
Miscellaneous | 4,585 | 2,972 | 220 | 1,501 |
Total expenses before reductions and amounts recaptured | 2,014,280 | 2,040,920 | 446,785 | 1,630,730 |
Net expense reductions and amounts recaptured (Note 5) | (1,336) | (1,043) | (183) | (777) |
Total expenses | 2,012,944 | 2,039,877 | 446,602 | 1,629,953 |
Net investment income (loss) | 17,251,968 | 2,871,713 | 96,697 | 516,392 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | 1,994,485 | 22,501,810 | 12,753,022 | 18,258,496 |
Investments in affiliated issuers | — | (2,416) | (661) | (4,209) |
Futures contracts | (48,667) | 5,361,127 | — | — |
Written options | 27,312 | — | — | — |
Foreign currency transactions | 70,265 | — | 8,152 | 1,367 |
| 2,043,395 | 27,860,521 | 12,760,513 | 18,255,654 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 29,804,314 | 11,832,210 | (6,662,055) | 21,944,044 |
Investments in affiliated issuers | — | (52) | (392) | 870 |
Futures contracts | 13,898 | (3,835,628) | — | — |
Translation of assets and liabilities in foreign currencies | (491) | — | — | — |
| 29,817,721 | 7,996,530 | (6,662,447) | 21,944,914 |
Net realized and unrealized gain (loss) | 31,861,116 | 35,857,051 | 6,098,066 | 40,200,568 |
|
Increase (decrease) in net assets from operations | $49,113,084 | $38,728,764 | $6,194,763 | $40,716,960 |
| | |
The accompanying notes are an integral part of the financial statements. | 295 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| | Alternative | | |
| Alpha | Asset | | Capital |
| Opportunities | Allocation | Blue Chip | Appreciation |
Investment income | Fund | Fund | Growth Fund | Fund |
|
Interest | $13,130 | — | $16,501 | $1,450 |
Dividends | 4,678,051 | — | 8,037,641 | 5,804,250 |
Securities lending | 158,985 | — | 66,059 | 73,293 |
Income distributions received from affiliated underlying funds | — | $41,665 | — | — |
Less foreign taxes withheld | (52,770) | — | (53,045) | (77,421) |
Total investment income | 4,797,396 | 41,665 | 8,067,156 | 5,801,572 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 3,587,329 | 1,295 | 7,032,228 | 4,653,140 |
Class A distribution and service fees (Note 5) | — | 2,049 | — | — |
Class 1 distribution and service fees (Note 5) | — | — | 89,529 | 27,302 |
Accounting and legal services fees (Note 5) | 48,849 | 97 | 116,517 | 82,556 |
State registration fees (Note 5) | — | 462 | — | — |
Professional fees | 21,904 | 16,153 | 24,814 | 20,070 |
Printing and postage fees (Note 5) | — | 62 | — | — |
Custodian fees | 87,442 | 5,972 | 51,864 | 47,246 |
Trustees’ fees (Note 5) | 4,491 | 5 | 9,906 | 7,424 |
Registration and filing fees | 11,974 | 1,000 | 9,357 | 9,200 |
Miscellaneous | 3,303 | 95 | 9,600 | 6,935 |
Total expenses before reductions and amounts recaptured | 3,765,292 | 27,190 | 7,343,815 | 4,853,873 |
Net expense reductions and amounts recaptured (Note 5) | (1,516) | (23,049) | (275,640) | (2,773) |
Total expenses | 3,763,776 | 4,141 | 7,068,175 | 4,851,100 |
Net investment income (loss) | 1,033,620 | 37,524 | 998,981 | 950,472 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | 91,186,2571 | — | (6,960,148) | 56,933,430 |
Investments in affiliated issuers | (7,413) | 41,650 | (9,880) | (13,344) |
Capital gain distributions received from underlying funds | — | 816 | — | — |
Foreign currency transactions | (41,866) | — | (2,089) | (46,662) |
| 91,136,978 | 42,466 | (6,972,117) | 56,873,424 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | (20,547,676)2 | 7,601 | 157,955,894 | 70,378,693 |
Investments in affiliated issuers | (1,159) | 23,024 | 3,044 | 3,544 |
Translation of assets and liabilities in foreign currencies | (86,600) | — | (12) | (4,392) |
| (20,635,435) | 30,625 | 157,958,926 | 70,377,845 |
Net realized and unrealized gain (loss) | 70,501,543 | 73,091 | 150,986,809 | 127,251,269 |
|
Increase (decrease) in net assets from operations | $71,535,163 | $110,615 | $151,985,790 | $128,201,741 |
| |
1 Net of India foreign taxes of $32,343. |
2 Net of $14,580 decrease in deferred India foreign withholding taxes. |
| | |
The accompanying notes are an integral part of the financial statements. | 296 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| | Core | | |
| | Diversified | Core | |
| | Growth & | Fundamental | Core Global |
| Core | Income | Holdings | Diversification |
Investment income | Bond Fund | Portfolio | Portfolio | Portfolio |
|
Interest | $9,763,397 | — | — | — |
Dividends | — | $257,707 | $159,712 | $239,108 |
Less foreign taxes withheld | (5,617) | — | — | — |
Total investment income | 9,757,780 | 257,707 | 159,712 | 239,108 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 1,334,163 | 3,173 | 1,890 | 2,465 |
Class 1 distribution and service fees (Note 5) | 2,818 | 3,734 | 2,222 | 2,904 |
Accounting and legal services fees (Note 5) | 27,244 | 1,131 | 627 | 873 |
Professional fees | 22,066 | 9,884 | 9,898 | 9,859 |
Custodian fees | 34,781 | 5,972 | 5,972 | 5,972 |
Trustees’ fees (Note 5) | 2,687 | 239 | 216 | 217 |
Registration and filing fees | 4,958 | 1,580 | 1,559 | 1,577 |
Miscellaneous | 2,228 | 8 | 6 | 5 |
Total expenses before reductions and amounts recaptured | 1,430,945 | 25,721 | 22,390 | 23,872 |
Net expense reductions and amounts recaptured (Note 5) | (928) | (20,012) | (19,050) | (19,330) |
Total expenses | 1,430,017 | 5,709 | 3,340 | 4,542 |
Net investment income (loss) | 8,327,763 | 251,998 | 156,372 | 234,566 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | 10,093,810 | 683,509 | 507,790 | 699,584 |
Investments in affiliated issuers | — | (6,673) | (453) | (2,789) |
Capital gain distributions received from underlying funds | — | 36,189 | 28,773 | 33,228 |
Short sales | (44,609) | — | — | — |
| 10,049,201 | 713,025 | 536,110 | 730,023 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | (1,047,970) | (90,451) | (175,162) | (483,956) |
Investments in affiliated issuers | — | 15,907 | (2,906) | (136,064) |
Short sales | 70,254 | — | — | — |
| (977,716) | (74,544) | (178,068) | (620,020) |
Net realized and unrealized gain (loss) | 9,071,485 | 638,481 | 358,042 | 110,003 |
|
Increase (decrease) in net assets from operations | $17,399,248 | $890,479 | $514,414 | $344,569 |
| | |
The accompanying notes are an integral part of the financial statements. | 297 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| Emerging Markets | Emerging Markets | Equity-Income | Fundamental |
Investment income | Debt Fund1 | Value Fund | Fund | Value Fund |
|
Interest | $121,544 | $1,246 | $126,349 | $927,636 |
Dividends | — | 6,854,386 | 10,297,944 | 9,846,110 |
Securities lending | — | 152,958 | 86,024 | 111,032 |
Less foreign taxes withheld | — | (650,844) | (86,092) | (53,662) |
Total investment income | 121,544 | 6,357,746 | 10,424,225 | 10,831,116 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 16,304 | 5,462,559 | 3,324,319 | 5,666,115 |
Class A distribution and service fees (Note 5) | 5,397 | — | — | — |
Class 1 distribution and service fees (Note 5) | — | — | 35,172 | 25,729 |
Accounting and legal services fees (Note 5) | 437 | 78,113 | 60,851 | 100,219 |
Professional fees | 6,866 | 35,273 | 19,108 | 22,804 |
Custodian fees | 1,841 | 539,794 | 64,380 | 112,980 |
Trustees’ fees (Note 5) | 104 | 6,802 | 4,939 | 8,886 |
Registration and filing fees | 184 | 8,408 | 6,293 | 8,706 |
Miscellaneous | 14 | 12,229 | 4,761 | 8,558 |
Total expenses before reductions and amounts recaptured | 31,147 | 6,143,178 | 3,519,823 | 5,953,997 |
Net expense reductions and amounts recaptured (Note 5) | (6,096) | (2,384) | (130,518) | (3,116) |
Total expenses | 25,051 | 6,140,794 | 3,389,305 | 5,950,881 |
Net investment income (loss) | 96,493 | 216,952 | 7,034,920 | 4,880,235 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | (47,889) | 43,870,307 | 9,397,428 | (33,515,688) |
Investments in affiliated issuers | — | 3,794 | (297) | (7,826) |
Futures contracts | 607 | — | — | — |
Foreign currency transactions | (8,321) | (217,621) | (4,797) | (23,228) |
| (55,603) | 43,656,480 | 9,392,334 | (33,546,742) |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 82,487 | 101,912,1782 | 41,674,481 | 168,176,344 |
Investments in affiliated issuers | — | (10,974) | (2,223) | (1,775) |
Futures contracts | (7,839) | — | — | — |
Translation of assets and liabilities in foreign currencies | 2,200 | (27,889) | (540) | (2,699) |
| 76,848 | 101,873,315 | 41,671,718 | 168,171,870 |
Net realized and unrealized gain (loss) | 21,245 | 145,529,795 | 51,064,052 | 134,625,128 |
|
Increase (decrease) in net assets from operations | $117,738 | $145,746,747 | $58,098,972 | $139,505,363 |
1 Period from 1-4-10 (inception date) to 2-28-10.
2 Net of $3,878,228 decrease in deferred India foreign withholding taxes.
| | |
The accompanying notes are an integral part of the financial statements. | 298 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| Global | | Global | |
| Agribusiness | Global | Infrastructure | Global Real |
Investment income | Fund | Bond Fund | Fund | Estate Fund |
|
Interest | $5 | $12,455,200 | — | $20,259 |
Dividends | 31,711 | 599 | $34,494 | 4,477,631 |
Securities lending | — | — | — | 47,956 |
Less foreign taxes withheld | — | (3,813) | (2,443) | (319,922) |
Total investment income | 31,716 | 12,451,986 | 32,051 | 4,225,924 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 10,223 | 2,451,431 | 9,454 | 1,350,402 |
Class A distribution and service fees (Note 5) | 1,800 | — | 1,665 | — |
Class 1 distribution and service fees (Note 5) | — | 15,978 | — | — |
Accounting and legal services fees (Note 5) | 170 | 47,051 | 156 | 32,961 |
State registration fees (Note 5) | 909 | — | 909 | — |
Professional fees | 18,115 | 35,183 | 18,112 | 22,616 |
Printing and postage fees (Note 5) | 104 | — | 96 | — |
Custodian fees | 6,474 | 221,410 | 6,101 | 121,022 |
Trustees’ fees (Note 5) | 9 | 4,087 | 9 | 2,089 |
Registration and filing fees | 1,021 | 6,854 | 1,020 | 5,234 |
Miscellaneous | 98 | 49,847 | 99 | 8,017 |
Total expenses before reductions and amounts recaptured | 38,923 | 2,831,841 | 37,621 | 1,542,341 |
Net expense reductions and amounts recaptured (Note 5) | (24,201) | (1,496) | (24,007) | (592) |
Total expenses | 14,722 | 2,830,345 | 13,614 | 1,541,749 |
Net investment income (loss) | 16,994 | 9,621,641 | 18,437 | 2,684,175 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | 33,850 | (246,790) | 79,380 | 25,342,001 |
Investments in affiliated issuers | — | — | — | 224 |
Futures contracts | — | 3,335,259 | — | — |
Written options | — | 1,444,516 | — | — |
Short sales | — | (118,136) | — | — |
Swap contracts | — | 1,845,481 | — | — |
Foreign currency transactions | (159) | 13,869,088 | (1,158) | (51,360) |
| 33,691 | 20,129,418 | 78,222 | 25,290,865 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 123,480 | 3,653,389 | 59,974 | (10,721,486) |
Investments in affiliated issuers | — | — | — | (233) |
Futures contracts | — | (479,716) | — | — |
Written options | — | 642,411 | — | — |
Short sales | — | 382,890 | — | — |
Swap contracts | — | (1,300,833) | — | — |
Translation of assets and liabilities in foreign currencies | 128 | (209,383) | (39) | (4,940) |
Miscellaneous receivable | — | (431,083) | — | — |
| 123,608 | 2,257,675 | 59,935 | (10,726,659) |
Net realized and unrealized gain (loss) | 157,299 | 22,387,093 | 138,157 | 14,564,206 |
|
Increase (decrease) in net assets from operations | $174,293 | $32,008,734 | $156,594 | $17,248,381 |
| | |
The accompanying notes are an integral part of the financial statements. | 299 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| Global | High | High | Index |
Investment income | Timber Fund | Income Fund | Yield Fund | 500 Fund |
|
Interest | — | $25,696,726 | $52,538,213 | $16,541 |
Dividends | $24,414 | 1,920,870 | 475,365 | 19,727,560 |
Securities lending | — | — | 29,354 | 129,990 |
Less foreign taxes withheld | (601) | — | (85,697) | (1,029) |
Total investment income | 23,813 | 27,617,596 | 52,957,235 | 19,873,062 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 10,561 | 1,523,165 | 3,336,746 | 4,477,748 |
Class A distribution and service fees (Note 5) | 1,860 | — | — | — |
Class 1 distribution and service fees (Note 5) | — | — | 17,196 | — |
Accounting and legal services fees (Note 5) | 188 | 31,258 | 99,244 | 148,264 |
State registration fees (Note 5) | 909 | — | — | — |
Professional fees | 18,112 | 31,102 | 31,716 | 29,303 |
Printing and postage fees (Note 5) | 108 | — | — | — |
Custodian fees | 8,287 | 32,650 | 91,801 | 5,972 |
Trustees’ fees (Note 5) | 8 | 2,726 | 6,885 | 11,941 |
Registration and filing fees | 1,020 | 3,676 | 8,381 | 22,427 |
Miscellaneous | 98 | 7,980 | 7,289 | 11,435 |
Total expenses before reductions and amounts recaptured | 41,151 | 1,632,557 | 3,599,258 | 4,707,090 |
Net expense reductions and amounts recaptured (Note 5) | (25,942) | (959) | (2,083) | (4,076) |
Total expenses | 15,209 | 1,631,598 | 3,597,175 | 4,703,014 |
Net investment income (loss) | 8,604 | 25,985,998 | 49,360,060 | 15,170,048 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | 152,352 | (3,499,765) | (37,631,945) | (8,540,191) |
Investments in affiliated issuers | — | — | (150) | (4,183) |
Futures contracts | — | — | (14,451) | 6,018,914 |
Written options | — | — | — | — |
Foreign currency transactions | (3,783) | (247,238) | 424,873 | — |
| 148,569 | (3,747,003) | (37,221,673) | (2,525,460) |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 75,308 | 105,354,854 | 125,207,301 | 154,827,366 |
Investments in affiliated issuers | — | — | (160) | (2,178) |
Futures contracts | — | — | 4,828 | (2,315,846) |
Written options | — | 935,312 | — | — |
Translation of assets and liabilities in foreign currencies | (85) | 240,663 | 25,581 | — |
| 75,223 | 106,530,829 | 125,237,550 | 152,509,342 |
Net realized and unrealized gain (loss) | 223,792 | 102,783,826 | 88,015,877 | 149,983,882 |
|
Increase (decrease) in net assets from operations | $232,396 | $128,769,824 | $137,375,937 | $165,153,930 |
| | |
The accompanying notes are an integral part of the financial statements. | 300 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| International | International | International | International |
| Equity | Opportunities | Small Cap | Small |
Investment income | Index Fund | Fund | Fund | Company Fund |
|
Interest | $21,210 | $3,000 | $3,685 | $255 |
Dividends | 3,160,491 | 3,395,714 | 1,555,319 | 855,617 |
Securities lending | 61,201 | 1,633 | 79,384 | 37,685 |
Less foreign taxes withheld | (253,499) | (293,129) | (119,225) | (36,651) |
Total investment income | 2,989,403 | 3,107,218 | 1,519,163 | 856,906 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 976,843 | 3,623,239 | 1,287,025 | 600,612 |
Class 1 distribution and service fees (Note 5) | — | 18,441 | 32,804 | — |
Accounting and legal services fees (Note 5) | 30,470 | 55,194 | 21,448 | 19,280 |
Professional fees | 18,073 | 20,121 | 16,853 | 18,098 |
Custodian fees | 5,972 | 316,216 | 157,509 | 50,003 |
Trustees’ fees (Note 5) | 2,246 | 4,856 | 1,627 | 1,119 |
Registration and filing fees | 4,262 | 5,620 | 3,094 | 2,998 |
Miscellaneous | 4,740 | 6,420 | 3,903 | 6,241 |
Total expenses before reductions and amounts recaptured | 1,042,606 | 4,050,107 | 1,524,263 | 698,351 |
Net expense reductions and amounts recaptured (Note 5) | (792) | (1,751) | (520) | (255) |
Total expenses | 1,041,814 | 4,048,356 | 1,523,743 | 698,096 |
Net investment income (loss) | 1,947,589 | (941,138) | (4,580) | 158,810 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | (723,170) | 42,478,862 | (1,701,732) | 287,968 |
Investments in affiliated issuers | (1,275) | 14,407 | (1,920) | (156) |
Futures contracts | 1,966,213 | — | — | — |
Foreign currency transactions | 787,767 | (582,889) | 62,193 | (12,839) |
| 2,029,535 | 41,910,380 | (1,641,459) | 274,973 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 8,531,319 | (33,542,914) | 19,286,017 | 4,369,086 |
Investments in affiliated issuers | (463) | (17,143) | 943 | (92) |
Futures contracts | (1,819,269) | — | — | — |
Translation of assets and liabilities in foreign currencies | (611,243) | (47,730) | (4,104) | 1,937 |
| 6,100,344 | (33,607,787) | 19,282,856 | 4,370,931 |
Net realized and unrealized gain (loss) | 8,129,879 | 8,302,593 | 17,641,397 | 4,645,904 |
|
Increase (decrease) in net assets from operations | $10,077,468 | $7,361,455 | $17,636,817 | $4,804,714 |
| | |
The accompanying notes are an integral part of the financial statements. | 301 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| | Investment | | |
| International | Quality | Large Cap | Large Cap |
Investment income | Value Fund | Bond Fund | Fund | Value Fund |
|
Interest | $19,763 | $4,591,539 | $223 | $227 |
Dividends | 9,314,896 | — | 2,248,645 | 5,164,920 |
Securities lending | 228,442 | — | 5,115 | 42,418 |
Less foreign taxes withheld | (469,101) | (24) | (1,460) | — |
Total investment income | 9,094,000 | 4,591,515 | 2,252,523 | 5,207,565 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 4,849,131 | 566,434 | 966,843 | 2,233,432 |
Class 1 distribution and service fees (Note 5) | 75,648 | 16,641 | 8,587 | 20,230 |
Accounting and legal services fees (Note 5) | 86,511 | 14,959 | 18,014 | 41,683 |
Professional fees | 23,037 | 27,291 | 14,706 | 17,138 |
Custodian fees | 416,431 | 18,896 | 18,274 | 31,466 |
Trustees’ fees (Note 5) | 7,307 | 1,257 | 1,513 | 3,369 |
Registration and filing fees | 7,403 | 2,307 | 2,810 | 4,183 |
Miscellaneous | 9,482 | 1,394 | 1,551 | 3,818 |
Total expenses before reductions and amounts recaptured | 5,474,950 | 649,179 | 1,032,298 | 2,355,319 |
Net expense reductions and amounts recaptured (Note 5) | (100,655) | (398) | (540) | (1,139) |
Total expenses | 5,374,295 | 648,781 | 1,031,758 | 2,354,180 |
Net investment income (loss) | 3,719,705 | 3,942,734 | 1,220,765 | 2,853,385 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | (7,926,324) | (30,970) | 10,427,955 | 9,996,207 |
Investments in affiliated issuers | (11,118) | — | (1,132) | (203) |
Futures contracts | — | (205,646) | — | — |
Swap contracts | — | (77,634) | — | — |
Foreign currency transactions | (352,949) | (64,021) | — | — |
| (8,290,391) | (378,271) | 10,426,823 | 9,996,004 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 27,247,223 | 4,368,004 | 15,447,065 | 22,392,774 |
Investments in affiliated issuers | (546) | — | 233 | 564 |
Futures contracts | — | 18,683 | — | — |
Swap contracts | — | 82,568 | — | — |
Translation of assets and liabilities in foreign currencies | (20,925) | (46,067) | — | — |
| 27,225,752 | 4,423,188 | 15,447,298 | 22,393,338 |
Net realized and unrealized gain (loss) | 18,935,361 | 4,044,917 | 25,874,121 | 32,389,342 |
|
Increase (decrease) in net assets from operations | $22,655,066 | $7,987,651 | $27,094,886 | $35,242,727 |
| | |
The accompanying notes are an integral part of the financial statements. | 302 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| | | Mid Cap | |
| Mid Cap | Mid Cap | Value | Mid Value |
Investment income | Index Fund | Stock Fund | Equity Fund | Fund |
|
Interest | $7,900 | $7,937 | $13,642 | $54,109 |
Dividends | 4,459,690 | 2,277,323 | 1,716,687 | 2,715,162 |
Securities lending | 174,079 | 211,083 | 38,170 | 22,295 |
Less foreign taxes withheld | — | (18,903) | (11,469) | (7,216) |
Total investment income | 4,641,669 | 2,477,440 | 1,757,030 | 2,784,350 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 1,264,892 | 3,211,631 | 751,579 | 1,606,845 |
Class 1 distribution and service fees (Note 5) | — | 70,703 | — | — |
Accounting and legal services fees (Note 5) | 33,623 | 47,548 | 12,560 | 20,450 |
Professional fees | 15,942 | 17,388 | 13,507 | 20,423 |
Custodian fees | 5,972 | 88,899 | 15,101 | 26,766 |
Trustees’ fees (Note 5) | 3,249 | 4,479 | 1,149 | 1,937 |
Registration and filing fees | 5,235 | 6,860 | 2,885 | 5,851 |
Miscellaneous | 1,211 | 4,414 | 349 | 1,194 |
Total expenses before reductions and amounts recaptured | 1,330,124 | 3,451,922 | 797,130 | 1,683,466 |
Net expense reductions and amounts recaptured (Note 5) | (1,132) | (1,601) | (360) | (77,936) |
Total expenses | 1,328,992 | 3,450,321 | 796,770 | 1,605,530 |
Net investment income (loss) | 3,312,677 | (972,881) | 960,260 | 1,178,820 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | (77,565) | 62,966,812 | (632,264) | 20,365,273 |
Investments in affiliated issuers | (4,095) | (3,564) | (824) | (2,433) |
Futures contracts | 3,759,105 | — | — | — |
Foreign currency transactions | — | 119,196 | (161) | 921 |
| 3,677,445 | 63,082,444 | (633,249) | 20,363,761 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 61,894,999 | 41,994,438 | 20,505,514 | 12,726,242 |
Investments in affiliated issuers | (2,414) | 1,297 | (744) | 1,806 |
Futures contracts | (1,261,294) | — | — | — |
Translation of assets and liabilities in foreign currencies | — | (214,946) | 615 | — |
| 60,631,291 | 41,780,789 | 20,505,385 | 12,728,048 |
Net realized and unrealized gain (loss) | 64,308,736 | 104,863,233 | 19,872,136 | 33,091,809 |
|
Increase (decrease) in net assets from operations | $67,621,413 | $103,890,352 | $20,832,396 | $34,270,629 |
| | |
The accompanying notes are an integral part of the financial statements. | 303 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| Optimized | Real Estate | Real Estate | Real Return |
Investment income | Value Fund | Equity Fund | Securities Fund | Bond Fund |
|
Interest | $183 | $273,214 | $122 | $13,164,273 |
Dividends | 3,474,973 | 4,000,060 | 4,726,876 | 18,750 |
Securities lending | — | 111,013 | 29,855 | — |
Less foreign taxes withheld | (23,980) | — | — | (14,105) |
Total investment income | 3,451,176 | 4,384,287 | 4,756,853 | 13,168,918 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 1,080,439 | 946,701 | 757,045 | 4,130,333 |
Class A distribution and service fees (Note 5) | 229 | — | — | — |
Class B distribution and service fees (Note 5) | 285 | — | — | — |
Class C distribution and service fees (Note 5) | 49 | — | — | — |
Class 1 distribution and service fees (Note 5) | 12,119 | — | 54,075 | 16,797 |
Transfer agent fees (Note 5) | 1,165 | — | — | — |
Accounting and legal services fees (Note 5) | 33,054 | 14,996 | 16,384 | 74,613 |
State registration fees (Note 5) | 37,941 | — | — | — |
Professional fees | 41,840 | 15,634 | 14,087 | 37,010 |
Custodian fees | 18,686 | 15,893 | 21,203 | 99,069 |
Trustees’ fees (Note 5) | 2,234 | 1,387 | 1,041 | 6,988 |
Registration and filing fees | 13,585 | 2,274 | 1,836 | 11,517 |
Miscellaneous | 2,431 | 1,905 | 624 | 10,932 |
Total expenses before reductions and amounts recaptured | 1,244,057 | 998,790 | 866,295 | 4,387,259 |
Net expense reductions and amounts recaptured (Note 5) | (39,509) | (40,572) | (570) | (2,601) |
Total expenses | 1,204,548 | 958,218 | 865,725 | 4,384,658 |
Net investment income (loss) | 2,246,628 | 3,426,069 | 3,891,128 | 8,784,260 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | 29,574,223 | (5,439,313) | 7,792,204 | 19,936,311 |
Investments in affiliated issuers | — | (4,118) | (4,553) | — |
Futures contracts | — | — | — | 2,758,867 |
Written options | — | — | — | 1,746,734 |
Short sales | — | — | — | (186,168) |
Swap contracts | — | — | — | (1,082,006) |
Foreign currency transactions | — | — | — | 1,945,674 |
| 29,574,223 | (5,443,431) | 7,787,651 | 25,119,412 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | (7,645,936) | 37,638,327 | 19,872,149 | 22,109,987 |
Investments in affiliated issuers | — | (2,823) | 2,372 | — |
Futures contracts | — | — | — | 1,127,531 |
Written options | — | — | — | 1,166,263 |
Short sales | — | — | — | 178,927 |
Swap contracts | — | — | — | (621,311) |
Translation of assets and liabilities in foreign currencies | — | — | — | 1,383,793 |
Miscellaneous receivable | — | — | — | (27,052) |
| (7,645,936) | 37,635,504 | 19,874,521 | 25,318,138 |
Net realized and unrealized gain (loss) | 21,928,287 | 32,192,073 | 27,662,172 | 50,437,550 |
|
Increase (decrease) in net assets from operations | $24,174,915 | $35,618,142 | $31,553,300 | $59,221,810 |
| | |
The accompanying notes are an integral part of the financial statements. | 304 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| Short Term | | | Small Cap |
| Government | Small Cap | Small Cap | Opportunities |
Investment income | Income Fund | Growth Fund | Index Fund | Fund |
|
Interest | $264,282 | $1,168 | $805 | $162 |
Dividends | — | 186,739 | 762,086 | 471,379 |
Securities lending | — | — | 97,547 | 28,327 |
Less foreign taxes withheld | — | — | (24) | (857) |
Total investment income | 264,282 | 187,907 | 860,414 | 499,011 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 85,632 | 636,978 | 266,940 | 511,220 |
Class 1 distribution and service fees (Note 5) | — | — | — | 11,400 |
Accounting and legal services fees (Note 5) | 2,185 | 8,253 | 9,257 | 8,177 |
Professional fees | 23,656 | 16,870 | 13,901 | 14,862 |
Custodian fees | 7,226 | 11,232 | 5,972 | 10,070 |
Trustees’ fees (Note 5) | 150 | 941 | 802 | 682 |
Registration and filing fees | 2,058 | 3,040 | 1,448 | 2,976 |
Miscellaneous | 128 | 392 | 420 | 177 |
Total expenses before reductions and amounts recaptured | 121,035 | 677,706 | 298,740 | 559,564 |
Net expense reductions and amounts recaptured (Note 5) | (23,450) | (248) | (239) | (42,223) |
Total expenses | 97,585 | 677,458 | 298,501 | 517,341 |
Net investment income (loss) | 166,697 | (489,551) | 561,913 | (18,330) |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | 98,080 | 14,306,541 | 1,567,280 | 3,588,521 |
Investments in affiliated issuers | — | — | (623) | (1,076) |
Futures contracts | — | — | 96,334 | — |
| 98,080 | 14,306,541 | 1,662,991 | 3,587,445 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 262,755 | 1,087,967 | 8,928,631 | 7,550,386 |
Investments in affiliated issuers | — | — | (548) | 350 |
Futures contracts | — | — | (131,881) | — |
| 262,755 | 1,087,967 | 8,796,202 | 7,550,736 |
Net realized and unrealized gain (loss) | 360,835 | 15,394,508 | 10,459,193 | 11,138,181 |
|
Increase (decrease) in net assets from operations | $527,532 | $14,904,957 | $11,021,106 | $11,119,851 |
| | |
The accompanying notes are an integral part of the financial statements. | 305 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| | Small | Small | Smaller |
| Small Cap | Company | Company | Company |
Investment income | Value Fund | Growth Fund | Value Fund | Growth Fund |
|
Interest | $797 | $960 | $10,131 | $649 |
Dividends | 725,988 | 647,180 | 2,905,240 | 514,818 |
Securities lending | 31,598 | 38,564 | 60,585 | 115,073 |
Less foreign taxes withheld | — | — | (7,883) | (155) |
Total investment income | 758,383 | 686,704 | 2,968,073 | 630,385 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 455,222 | 703,099 | 1,973,795 | 905,538 |
Class 1 distribution and service fees (Note 5) | — | — | 25,967 | — |
Accounting and legal services fees (Note 5) | 5,357 | 10,286 | 32,273 | 11,552 |
Professional fees | 16,222 | 13,986 | 16,304 | 17,855 |
Custodian fees | 8,542 | 12,972 | 31,993 | 15,081 |
Trustees’ fees (Note 5) | 693 | 892 | 2,393 | 1,188 |
Registration and filing fees | 2,143 | 2,208 | 3,636 | 3,616 |
Miscellaneous | 145 | 372 | 2,438 | 507 |
Total expenses before reductions and amounts recaptured | 488,324 | 743,815 | 2,088,799 | 955,337 |
Net expense reductions and amounts recaptured (Note 5) | (1,891) | (281) | (97,936) | (96,674) |
Total expenses | 486,433 | 743,534 | 1,990,863 | 858,663 |
Net investment income (loss) | 271,950 | (56,830) | 977,210 | (228,278) |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | 2,920,064 | 3,955,953 | 5,596,474 | 12,737,877 |
Investments in affiliated issuers | (865) | (1,428) | (3,471) | 820 |
Futures contracts | — | — | — | 60,565 |
Foreign currency transactions | — | — | (1,711) | — |
| 2,919,199 | 3,954,525 | 5,591,292 | 12,799,262 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 8,016,448 | 9,400,618 | 28,768,092 | 6,099,295 |
Investments in affiliated issuers | 230 | (1,117) | (750) | (1,360) |
Futures contracts | — | — | — | 6,923 |
| 8,016,678 | 9,399,501 | 28,767,342 | 6,104,858 |
Net realized and unrealized gain (loss) | 10,935,877 | 13,354,026 | 34,358,634 | 18,904,120 |
|
Increase (decrease) in net assets from operations | $11,207,827 | $13,297,196 | $35,335,844 | $18,675,842 |
| | |
The accompanying notes are an integral part of the financial statements. | 306 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| Spectrum | Strategic | Total Bond | Total |
Investment income | Income Fund | Bond Fund | Market Fund | Return Fund |
|
Interest | $21,925,565 | $9,647,826 | $10,818,164 | $27,501,835 |
Dividends | 1,831,059 | 84,473 | — | 432,263 |
Securities lending | 13,061 | 679 | 288 | — |
Less foreign taxes withheld | (21,328) | (8,566) | (5,202) | (14,125) |
Total investment income | 23,748,357 | 9,724,412 | 10,813,250 | 27,919,973 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 3,195,028 | 1,236,124 | 1,267,808 | 6,575,913 |
Class 1 distribution and service fees (Note 5) | — | 10,494 | — | 63,414 |
Accounting and legal services fees (Note 5) | 75,686 | 37,523 | 32,935 | 135,664 |
Professional fees | 34,862 | 26,083 | 19,514 | 43,279 |
Custodian fees | 135,363 | 32,519 | 5,972 | 144,420 |
Trustees’ fees (Note 5) | 5,781 | 3,076 | 3,113 | 11,361 |
Registration and filing fees | 6,314 | 4,631 | 8,251 | 9,822 |
Miscellaneous | 5,715 | 3,107 | 1,884 | 16,843 |
Total expenses before reductions and amounts recaptured | 3,458,749 | 1,353,557 | 1,339,477 | 7,000,716 |
Net expense reductions and amounts recaptured (Note 5) | (109,123) | (517) | (1,152) | (4,142) |
Total expenses | 3,349,626 | 1,353,040 | 1,338,325 | 6,996,574 |
Net investment income (loss) | 20,398,731 | 8,371,372 | 9,474,925 | 20,923,399 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | 6,896,845 | (1,080,074) | 266,062 | 26,933,009 |
Investments in affiliated issuers | (1,164) | (1,586) | (242) | — |
Futures contracts | 269,546 | 1,874,882 | — | 16,821,611 |
Written options | — | 61,621 | — | 3,216,583 |
Short sales | — | — | — | (584,836) |
Swap contracts | 13,830 | — | — | 31,694,895 |
Foreign currency transactions | 4,382,985 | 1,672,124 | — | 2,196,626 |
| 11,562,042 | 2,526,967 | 265,820 | 80,277,888 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 20,248,214 | 26,160,179 | 4,204,404 | 18,079,457 |
Investments in affiliated issuers | (522) | (467) | (67) | — |
Futures contracts | 18,067 | (743,525) | — | (4,142,434) |
Written options | — | (3,809) | — | 3,559,414 |
Short sales | — | — | — | 312,547 |
Swap contracts | 44,269 | (45,230) | — | (16,076,632) |
Translation of assets and liabilities in foreign currencies | 237,210 | (154,240) | — | 602,487 |
Miscellaneous receivable | — | (3,933) | — | — |
| 20,547,238 | 25,208,975 | 4,204,337 | 2,334,839 |
Net realized and unrealized gain (loss) | 32,109,280 | 27,735,942 | 4,470,157 | 82,612,727 |
|
Increase (decrease) in net assets from operations | $52,508,011 | $36,107,314 | $13,945,082 | $103,536,126 |
| | |
The accompanying notes are an integral part of the financial statements. | 307 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | | | |
| U.S. | U.S. High | | |
| Government | Yield | U.S. Multi | |
Investment income | Securities Fund | Bond Fund | Sector Fund | Value Fund |
|
Interest | $1,695,332 | $33,420,602 | $5,566 | $834 |
Dividends | — | 12,446 | 9,711,048 | 1,162,487 |
Securities lending | 557 | 554 | 32,776 | 10,620 |
Total investment income | 1,695,889 | 33,433,602 | 9,749,390 | 1,173,941 |
|
Expenses | | | | |
|
Investment management fees (Note 5) | 453,804 | 2,795,704 | 3,570,867 | 464,723 |
Class 1 distribution and service fees (Note 5) | 11,654 | 9,955 | — | — |
Accounting and legal services fees (Note 5) | 13,415 | 47,389 | 59,081 | 7,692 |
Professional fees | 20,219 | 26,598 | 18,594 | 13,132 |
Custodian fees | 12,994 | 53,611 | 63,932 | 11,805 |
Trustees’ fees (Note 5) | 988 | 4,715 | 5,507 | 933 |
Registration and filing fees | 2,300 | 7,860 | 7,065 | 2,837 |
Miscellaneous | 940 | 4,205 | 4,962 | 236 |
Total expenses before reductions and amounts recaptured | 516,314 | 2,950,037 | 3,730,008 | 501,358 |
Net expense reductions and amounts recaptured (Note 5) | (305) | (1,547) | (1,954) | (263) |
Total expenses | 516,009 | 2,948,490 | 3,728,054 | 501,095 |
Net investment income (loss) | 1,179,880 | 30,485,112 | 6,021,336 | 672,846 |
|
Realized and unrealized gain (loss) | | | | |
|
Net realized gain (loss) on | | | | |
Investments in unaffiliated issuers | (1,661,569) | 7,602,423 | 605,462 | 11,360,922 |
Investments in affiliated issuers | — | (16) | (3,736) | (318) |
Futures contracts | 1,558,228 | — | 2,160,910 | — |
Written options | 97,264 | — | — | — |
| (6,077) | 7,602,407 | 2,762,636 | 11,360,604 |
|
Change in net unrealized appreciation (depreciation) of | | | | |
Investments in unaffiliated issuers | 6,296,231 | 40,976,837 | 66,196,375 | 4,809,496 |
Investments in affiliated issuers | (125) | — | (675) | (24) |
Futures contracts | (538,066) | — | (1,639,004) | — |
Written options | 480,484 | — | — | — |
Translation of assets and liabilities in foreign currencies | — | — | (1,274) | — |
| 6,238,524 | 40,976,837 | 64,555,422 | 4,809,472 |
Net realized and unrealized gain (loss) | 6,232,447 | 48,579,244 | 67,318,058 | 16,170,076 |
|
Increase (decrease) in net assets from operations | $7,412,327 | $79,064,356 | $73,339,394 | $16,842,922 |
| | |
The accompanying notes are an integral part of the financial statements. | 308 | |
John Hancock Funds II
Statements of Operations — February 28, 2010 (Unaudited)
| | |
| Value & | |
| Restructuring | |
Investment income | Fund | Vista Fund |
|
Interest | $45,948 | $552 |
Dividends | 5,287,604 | 608,146 |
Securities lending | 100,628 | 54,449 |
Less foreign taxes withheld | (56,543) | — |
Total investment income | 5,377,637 | 663,147 |
|
Expenses | | |
|
Investment management fees (Note 5) | 2,274,395 | 1,073,733 |
Accounting and legal services fees (Note 5) | 35,864 | 16,165 |
Professional fees | 17,945 | 13,626 |
Custodian fees | 45,650 | 27,397 |
Trustees’ fees (Note 5) | 3,342 | 1,552 |
Registration and filing fees | 4,707 | 4,339 |
Miscellaneous | 3,899 | 1,053 |
Total expenses before reductions and amounts recaptured | 2,385,802 | 1,137,865 |
Net expense reductions and amounts recaptured (Note 5) | (1,155) | (515) |
Total expenses | 2,384,647 | 1,137,350 |
Net investment income (loss) | 2,992,990 | (474,203) |
|
Realized and unrealized gain (loss) | | |
|
Net realized gain (loss) on | | |
Investments in unaffiliated issuers | (10,522,389) | 6,703,442 |
Investments in affiliated issuers | (5,181) | (1,488) |
Foreign currency transactions | 1,127 | 31,763 |
| (10,526,443) | 6,733,717 |
|
Change in net unrealized appreciation (depreciation) of | | |
Investments in unaffiliated issuers | 72,946,797 | 17,658,230 |
Investments in affiliated issuers | 3,647 | 2,037 |
Translation of assets and liabilities in foreign currencies | (588) | 14,793 |
| 72,949,856 | 17,675,060 |
Net realized and unrealized gain (loss) | 62,423,413 | 24,408,777 |
|
Increase (decrease) in net assets from operations | $65,416,403 | $23,934,574 |
| | |
The accompanying notes are an integral part of the financial statements. | 309 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| Active Bond Fund | All Cap Core Fund | All Cap Growth Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/091 |
|
From operations | | | | | | |
Net investment income (loss) | $17,251,968 | $33,277,642 | $2,871,713 | $5,976,579 | $96,697 | $769,699 |
Net realized gain (loss) | 2,043,395 | (3,888,883) | 27,860,521 | (226,203,255) | 12,760,513 | (33,920,834) |
Change in net unrealized appreciation (depreciation) | 29,817,721 | 13,439,347 | 7,996,530 | 62,278,560 | (6,662,447) | 6,288,981 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 49,113,084 | 42,828,106 | 38,728,764 | (157,948,116) | 6,194,763 | (26,862,154) |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | (849,264) | (1,806,425) | — | — | (526,037) | (301,947) |
Class NAV | (14,251,311) | (30,207,339) | (5,839,540) | (7,243,920) | — | — |
From net realized gain | | | | | | |
Class 1 | — | (110,903) | — | — | — | (991,475) |
Class NAV | — | (1,887,681) | — | (42,261) | — | — |
Total distributions | (15,100,575) | (34,012,348) | (5,839,540) | (7,286,181) | (526,037) | (1,293,422) |
From Fund share transactions (Note 6) | 59,539,157 | (22,799,462) | 18,355,019 | (73,629,766) | (5,387,019) | (5,513,108) |
Total increase (decrease) | 93,551,666 | (13,983,704) | 51,244,243 | (238,864,063) | 281,707 | (33,668,684) |
|
Net assets | | | | | | |
|
Beginning of period | 572,878,962 | 586,862,666 | 471,790,896 | 710,654,959 | 88,836,460 | 122,505,144 |
End of period | $666,430,628 | $572,878,962 | $523,035,139 | $471,790,896 | $89,118,167 | $88,836,460 |
Undistributed net investment income (loss) | $8,200,910 | $6,049,517 | $929,061 | $3,896,888 | ($21,194) | $408,146 |
|
| | | | | Alternative Asset |
| All Cap Value Fund | Alpha Opportunities Fund | Allocation Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Period ended | 2/28/10 | Period ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/092 | (Unaudited) | 8/31/093 |
|
From operations | | | | | | |
Net investment income (loss) | $516,392 | $829,607 | $1,033,620 | $1,535,176 | $37,524 | $9,488 |
Net realized gain (loss) | 18,255,654 | (16,918,111) | 91,136,978 | 21,139,602 | 42,466 | 4,385 |
Change in net unrealized appreciation (depreciation) | 21,944,914 | 32,879,741 | (20,635,435) | 88,994,817 | 30,625 | 267,675 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 40,716,960 | 16,791,237 | 71,535,163 | 111,669,595 | 110,615 | 281,548 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class A | — | — | — | — | (47,301) | — |
Class 1 | (261,582) | (545,731) | — | — | — | — |
Class NAV | (991,294) | (242,586) | (3,676,398) | (268,998) | — | — |
From net realized gain | | | | | | |
Class A | — | — | — | — | (16,354) | — |
Class 1 | — | (1,708,782) | — | — | — | — |
Class NAV | — | (700,297) | (66,318,614) | — | — | — |
Total distributions | (1,252,876) | (3,197,396) | (69,995,012) | (268,998) | (63,655) | — |
From Fund share transactions (Note 6) | (543,009) | 239,934,698 | 84,981,185 | 559,195,854 | 63,655 | 1,000,000 |
Total increase (decrease) | 38,921,075 | 253,528,539 | 86,521,336 | 670,596,451 | 110,615 | 1,281,548 |
|
Net assets | | | | | | |
|
Beginning of period | 347,915,934 | 94,387,395 | 670,596,451 | — | 1,281,548 | — |
End of period | $386,837,009 | $347,915,934 | $757,117,787 | $670,596,451 | $1,392,163 | $1,281,548 |
Undistributed net investment income (loss) | ($154,781) | $581,703 | ($1,041,042) | $1,601,736 | $418 | $10,195 |
| |
1 Class NAV shares were terminated on 12-31-08. |
|
2 Period from 10-7-08 (inception date) to 8-31-09. |
|
3 Period from 1-2-09 (inception date) to 8-31-09. |
| | |
The accompanying notes are an integral part of the financial statements. | 310 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| Blue Chip Growth Fund | Capital Appreciation Fund | Core Bond Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $998,981 | $3,159,690 | $950,472 | $3,027,282 | $8,327,763 | $10,722,672 |
Net realized gain (loss) | (6,972,117) | (415,946,731) | 56,873,424 | (183,868,533) | 10,049,201 | (1,001,882) |
Change in net unrealized appreciation (depreciation) | 157,958,926 | 8,228,382 | 70,377,845 | 83,159,619 | (977,716) | 13,230,169 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 151,985,790 | (404,558,659) | 128,201,741 | (97,681,632) | 17,399,248 | 22,950,959 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | (432,630) | (371,815) | (288,944) | (204,967) | (238,799) | (278,883) |
Class NAV | (1,942,437) | (3,992,625) | (3,136,340) | (3,728,929) | (9,349,114) | (10,263,625) |
From net realized gain | | | | | | |
Class 1 | — | — | — | — | (83,670) | (34,762) |
Class NAV | — | — | — | — | (3,027,045) | (1,384,740) |
Total distributions | (2,375,067) | (4,364,440) | (3,425,284) | (3,933,896) | (12,698,628) | (11,962,010) |
From Fund share transactions (Note 6) | 337,800,878 | (217,844,461) | 116,660,584 | 211,386,573 | 38,186,181 | 138,409,490 |
Total increase (decrease) | 487,411,601 | (626,767,560) | 241,437,041 | 109,771,045 | 42,886,801 | 149,398,439 |
|
Net assets | | | | | | |
|
Beginning of period | 1,414,923,910 | 2,041,691,470 | 1,144,358,577 | 1,034,587,532 | 421,246,612 | 271,848,173 |
End of period | $1,902,335,511 | $1,414,923,910 | $1,385,795,618 | $1,144,358,577 | $464,133,413 | $421,246,612 |
Undistributed net investment income (loss) | $168,901 | $1,544,987 | ($365,612) | $2,109,200 | $1,906,774 | $3,166,924 |
|
| Core Diversified Growth | Core Fundamental | Core Global |
| & Income Portfolio | Holdings Portfolio | Diversification Portfolio |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $251,998 | $139,373 | $156,372 | $97,221 | $234,566 | $92,630 |
Net realized gain (loss) | 713,025 | (63,763) | 536,110 | (126,020) | 730,023 | (69,846) |
Change in net unrealized appreciation (depreciation) | (74,544) | 1,101,355 | (178,068) | 835,208 | (620,020) | 805,158 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 890,479 | 1,176,965 | 514,414 | 806,409 | 344,569 | 827,942 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | (349,355) | (47,109) | (228,832) | (29,345) | (295,424) | (34,804) |
From net realized gain | | | | | | |
Class 1 | (53,861) | — | (51,705) | — | (48,234) | — |
Total distributions | (403,216) | (47,109) | (280,537) | (29,345) | (343,658) | (34,804) |
From Fund share transactions (Note 6) | 7,797,688 | 9,418,620 | 2,364,920 | 6,169,961 | 9,584,578 | 5,985,450 |
Total increase (decrease) | 8,284,951 | 10,548,476 | 2,598,797 | 6,947,025 | 9,585,489 | 6,778,588 |
|
Net assets | | | | | | |
|
Beginning of period | 11,526,005 | 977,529 | 7,926,741 | 979,716 | 7,731,161 | 952,573 |
End of period | $19,810,956 | $11,526,005 | $10,525,538 | $7,926,741 | $17,316,650 | $7,731,161 |
Undistributed net investment income (loss) | ($2,607) | $94,750 | ($771) | $71,689 | $182 | $61,040 |
| | |
The accompanying notes are an integral part of the financial statements. | 311 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| Emerging Markets | Emerging Markets | | |
| Debt Fund | Value Fund | Equity-Income Fund |
| Period | Six months | | Six months | |
| ended | ended | | ended | |
| 2/28/101 | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $96,493 | $216,952 | $9,387,957 | $7,034,920 | $19,223,008 |
Net realized gain (loss) | (55,603) | 43,656,480 | (20,013,645) | 9,392,334 | (217,376,675) |
Change in net unrealized appreciation (depreciation) | 76,848 | 101,873,315 | 234,463,172 | 41,671,718 | 71,623,070 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 117,738 | 145,746,747 | 223,837,484 | 58,098,972 | (126,530,597) |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class A | (87,923) | — | — | — | — |
Class R3 | (23,329) | — | — | — | — |
Class 1 | | — | — | — | (2,722,683) | (3,754,027) |
Class NAV | | — | (9,182,920) | (11,522,806) | (13,892,855) | (17,840,719) |
From net realized gain | | | | | | |
Class 1 | | — | — | — | — | (11,259,896) |
Class NAV | | — | (4,392,025) | (10,123,376) | — | (52,423,854) |
Total distributions | (111,252) | (13,574,945) | (21,646,182) | (16,615,538) | (85,278,496) |
From Fund share transactions (Note 6) | 15,000,000 | 16,750,915 | 257,601,060 | 56,954,480 | 47,220,845 |
Total increase (decrease) | 15,006,486 | 148,922,717 | 459,792,362 | 98,437,914 | (164,588,248) |
|
Net assets | | | | | | |
|
Beginning of period | | — | 1,037,018,921 | 577,226,559 | 772,069,552 | 936,657,800 |
End of period | $15,006,486 | $1,185,941,638 | $1,037,018,921 | $870,507,466 | $772,069,552 |
Undistributed net investment income (loss) | ($14,759) | ($2,389,859) | $6,576,109 | $2,356,820 | $11,937,438 |
|
| Fundamental Value Fund | Global Agribusiness Fund | Global Bond Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/092 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $4,880,235 | $13,307,678 | $16,994 | $11,110 | $9,621,641 | $20,844,047 |
Net realized gain (loss) | (33,546,742) | (298,551,901) | 33,691 | (8,965) | 20,129,418 | (9,705,894) |
Change in net unrealized appreciation (depreciation) | 168,171,870 | 15,198,908 | 123,608 | 291,266 | 2,257,675 | 22,707,102 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 139,505,363 | (270,045,315) | 174,293 | 293,411 | 32,008,734 | 33,845,255 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class A | — | — | (11,987) | (3,919) | — | — |
Class R3 | — | — | (14,626) | (5,119) | — | — |
Class 1 | (800,100) | (1,121,380) | — | — | (5,497,480) | (7,974,069) |
Class NAV | (11,591,001) | (13,340,051) | — | — | (54,530,728) | (59,477,604) |
From net realized gain | | | | | | |
Class A | — | — | (4,610) | — | — | — |
Class R3 | — | — | (4,620) | — | — | — |
Class 1 | — | — | — | — | — | (5,137,229) |
Class NAV | — | — | — | — | — | (38,284,136) |
Total distributions | (12,391,101) | (14,461,431) | (35,843) | (9,038) | (60,028,208) | (110,873,038) |
From Fund share transactions (Note 6) | 32,244,683 | 77,311,711 | 35,843 | 2,009,038 | 128,693,844 | 139,104,424 |
Total increase (decrease) | 159,358,945 | (207,195,035) | 174,293 | 2,293,411 | 100,674,370 | 62,076,641 |
|
Net assets | | | | | | |
|
Beginning of period | 1,399,737,088 | 1,606,932,123 | 2,293,411 | — | 645,545,974 | 583,469,333 |
End of period | $1,559,096,033 | $1,399,737,088 | $2,467,704 | $2,293,411 | $746,220,344 | $645,545,974 |
Undistributed net investment income (loss) | $544,465 | $8,055,331 | $225 | $9,844 | ($14,370,781) | $36,035,786 |
| |
1 Period from 1-4-10 (inception date) to 2-28-10. |
|
2 Period from 1-2-09 (inception date) to 8-31-09. |
| | |
The accompanying notes are an integral part of the financial statements. | 312 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| Global Infrastructure Fund | Global Real Estate Fund | Global Timber Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/091 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/091 |
|
From operations | | | | | | |
Net investment income (loss) | $18,437 | $41,217 | $2,684,175 | $12,985,503 | $8,604 | $8,493 |
Net realized gain (loss) | 78,222 | (67,784) | 25,290,865 | (282,118,604) | 148,569 | (199,620) |
Change in net unrealized appreciation (depreciation) | 59,935 | 107,109 | (10,726,659) | 129,921,295 | 75,223 | 474,310 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 156,594 | 80,542 | 17,248,381 | (139,211,806) | 232,396 | 283,183 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class A | (12,312) | (11,386) | — | — | (1,900) | (3,924) |
Class R3 | (14,707) | (12,389) | — | — | (3,082) | (4,959) |
Class NAV | — | — | (12,096,501) | (16,836,266) | — | — |
Total distributions | (27,019) | (23,775) | (12,096,501) | (16,836,266) | (4,982) | (8,883) |
From Fund share transactions (Note 6) | 27,019 | 2,023,775 | 25,630,770 | (180,090,406) | 4,982 | 2,008,883 |
Total increase (decrease) | 156,594 | 2,080,542 | 30,782,650 | (336,138,478) | 232,396 | 2,283,183 |
|
Net assets | | | | | | |
|
Beginning of period | 2,080,542 | — | 271,382,288 | 607,520,766 | 2,283,183 | — |
End of period | $2,237,136 | $2,080,542 | $302,164,938 | $271,382,288 | $2,515,579 | $2,283,183 |
Undistributed net investment income (loss) | $3,096 | $11,678 | ($13,396,426) | ($3,984,100) | ($9,462) | ($13,084) |
|
| High Income Fund | High Yield Fund | Index 500 Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $25,985,998 | $42,812,510 | $49,360,060 | $139,457,114 | $15,170,048 | $37,743,132 |
Net realized gain (loss) | (3,747,003) | (6,362,177) | (37,221,673) | (231,106,128) | (2,525,460) | (289,287,693) |
Change in net unrealized appreciation (depreciation) | 106,530,829 | (51,617,241) | 125,237,550 | 47,974,387 | 152,509,342 | 234,685,725 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 128,769,824 | (15,166,908) | 137,375,937 | (43,674,627) | 165,153,930 | (16,858,836) |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | — | — | (3,833,366) | (4,779,611) | — | — |
Class NAV | (30,268,269) | (57,336,025) | (54,220,965) | (145,505,694) | (37,125,883) | (19,527,458) |
Total distributions | (30,268,269) | (57,336,025) | (58,054,331) | (150,285,305) | (37,125,883) | (19,527,458) |
From Fund share transactions (Note 6) | (22,405,200) | 39,364,255 | (31,360,075) | (394,945,975) | 70,366,375 | 932,914,788 |
Total increase (decrease) | 76,096,355 | (33,138,678) | 47,961,531 | (588,905,907) | 198,394,422 | 896,528,494 |
|
Net assets | | | | | | |
|
Beginning of period | 414,332,751 | 447,471,429 | 965,356,263 | 1,554,262,170 | 1,857,096,749 | 960,568,255 |
End of period | $490,429,106 | $414,332,751 | $1,013,317,794 | $965,356,263 | $2,055,491,171 | $1,857,096,749 |
Undistributed net investment income (loss) | $4,762,574 | $9,044,845 | $15,861,888 | $24,556,159 | $4,574,438 | $26,530,273 |
| |
1 Period from 1-2-09 (inception date) to 8-31-09. |
| | |
The accompanying notes are an integral part of the financial statements. | 313 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| International | International | International |
| Equity Index Fund | Opportunities Fund | Small Cap Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $1,947,589 | $10,393,838 | ($941,138) | $7,842,643 | ($4,580) | $5,888,627 |
Net realized gain (loss) | 2,029,535 | (92,522,146) | 41,910,380 | (274,855,717) | (1,641,459) | (81,908,124) |
Change in net unrealized appreciation (depreciation) | 6,100,344 | 6,487,756 | (33,607,787) | 104,858,594 | 19,282,856 | 39,069,627 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 10,077,468 | (75,640,552) | 7,361,455 | (162,154,480) | 17,636,817 | (36,949,870) |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | — | — | (872,208) | (262,865) | (2,141,419) | (1,173,970) |
Class NAV | (12,540,484) | (8,358,950) | (7,340,000) | (7,768,599) | (1,933,946) | (3,432,685) |
From net realized gain | | | | | | |
Class 1 | — | — | — | — | — | (8,585,143) |
Class NAV | — | (1,033,001) | — | — | — | (23,899,352) |
Total distributions | (12,540,484) | (9,391,951) | (8,212,208) | (8,031,464) | (4,075,365) | (37,091,150) |
From Fund share transactions (Note 6) | 83,226,912 | (86,562,483) | 135,198,690 | 30,613,474 | 1,965,173 | (32,530,355) |
Total increase (decrease) | 80,763,896 | (171,594,986) | 134,347,937 | (139,572,470) | 15,526,625 | (106,571,375) |
|
Net assets | | | | | | |
|
Beginning of period | 321,930,016 | 493,525,002 | 736,533,165 | 876,105,635 | 235,397,147 | 341,968,522 |
End of period | $402,693,912 | $321,930,016 | $870,881,102 | $736,533,165 | $250,923,772 | $235,397,147 |
Undistributed net investment income (loss) | ($1,789,120) | $8,803,775 | ($2,277,422) | $6,875,924 | ($362,970) | $3,716,975 |
|
| International | International | Investment |
| Small Company Fund | Value Fund | Quality Bond Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $158,810 | $4,744,536 | $3,719,705 | $27,096,258 | $3,942,734 | $7,525,213 |
Net realized gain (loss) | 274,973 | (133,617,643) | (8,290,391) | (218,288,654) | (378,271) | (3,735,862) |
Change in net unrealized appreciation (depreciation) | 4,370,931 | 39,942,004 | 27,225,752 | 38,560,391 | 4,423,188 | 6,981,786 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 4,804,714 | (88,931,103) | 22,655,066 | (152,632,005) | 7,987,651 | 10,771,137 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | — | — | (5,831,083) | (11,284,532) | (1,784,866) | (2,970,213) |
Class NAV | (5,041,096) | (4,954,284) | (17,411,266) | (32,872,675) | (3,403,112) | (6,244,366) |
From net realized gain | | | | | | |
Class 1 | — | — | — | (8,224,740) | — | (176,827) |
Class NAV | — | (7,543,866) | — | (23,598,716) | — | (328,395) |
Total distributions | (5,041,096) | (12,498,150) | (23,242,349) | (75,980,663) | (5,187,978) | (9,719,801) |
From Fund share transactions (Note 6) | 828,657 | (178,177,475) | 47,941,089 | (48,835,899) | 12,340,372 | (17,569,700) |
Total increase (decrease) | 592,275 | (279,606,728) | 47,353,806 | (277,448,567) | 15,140,045 | (16,518,364) |
|
Net assets | | | | | | |
|
Beginning of period | 124,826,985 | 404,433,713 | 1,147,983,428 | 1,425,431,995 | 185,959,819 | 202,478,183 |
End of period | $125,419,260 | $124,826,985 | $1,195,337,234 | $1,147,983,428 | $201,099,864 | $185,959,819 |
Undistributed net investment income (loss) | ($998,531) | $3,883,755 | ($315,712) | $19,206,932 | $924,114 | $2,169,358 |
| | |
The accompanying notes are an integral part of the financial statements. | 314 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| Large Cap Fund | Large Cap Value Fund | Mid Cap Index Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $1,220,765 | $2,738,390 | $2,853,385 | $8,511,981 | $3,312,677 | $4,692,585 |
Net realized gain (loss) | 10,426,823 | (133,592,748) | 9,996,004 | (207,961,413) | 3,677,445 | (32,183,652) |
Change in net unrealized appreciation (depreciation) | 15,447,298 | 37,572,986 | 22,393,338 | 18,205,436 | 60,631,291 | 4,671,800 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 27,094,886 | (93,281,372) | 35,242,727 | (181,243,996) | 67,621,413 | (22,819,267) |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | (310,523) | (450,141) | (1,120,244) | (1,419,786) | — | — |
Class NAV | (1,826,185) | (4,320,722) | (6,764,574) | (6,469,691) | (5,711,496) | (3,808,565) |
From net realized gain | | | | | | |
Class NAV | — | — | — | — | — | (5,520,506) |
Total distributions | (2,136,708) | (4,770,863) | (7,884,818) | (7,889,477) | (5,711,496) | (9,329,071) |
From Fund share transactions (Note 6) | 17,556,291 | (64,372,095) | 25,735,954 | (24,060,683) | 1,134,999 | 206,764,941 |
Total increase (decrease) | 42,514,469 | (162,424,330) | 53,093,863 | (213,194,156) | 63,044,916 | 174,616,603 |
|
Net assets | | | | | | |
|
Beginning of period | 227,311,261 | 389,735,591 | 516,733,971 | 729,928,127 | 506,135,723 | 331,519,120 |
End of period | $269,825,730 | $227,311,261 | $569,827,834 | $516,733,971 | $569,180,639 | $506,135,723 |
Undistributed net investment income (loss) | $429,687 | $1,345,630 | $787,283 | $5,818,716 | $632,660 | $3,031,479 |
|
| | | Mid Cap Value | | |
| Mid Cap Stock Fund | Equity Fund | Mid Value Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/091 |
|
From operations | | | | | | |
Net investment income (loss) | ($972,881) | $142,374 | $960,260 | $1,380,577 | $1,178,820 | $521,177 |
Net realized gain (loss) | 63,082,444 | (217,587,295) | (633,249) | (23,271,648) | 20,363,761 | 1,143,738 |
Change in net unrealized appreciation (depreciation) | 41,780,789 | 50,486,662 | 20,505,385 | 16,329,797 | 12,728,048 | 45,956,833 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 103,890,352 | (166,958,259) | 20,832,396 | (5,561,274) | 34,270,629 | 47,621,748 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class NAV | (86,849) | (143,548) | (1,771,675) | (860,608) | (1,845,863) | — |
From net realized gain | | | | | | |
Class NAV | — | — | — | (2,090,507) | (8,405,286) | — |
Total distributions | (86,849) | (143,548) | (1,771,675) | (2,951,115) | (10,251,149) | — |
From Fund share transactions (Note 6) | (13,122,862) | 153,831,922 | 273,651 | 79,929,647 | 10,964,929 | 252,907,183 |
Total increase (decrease) | 90,680,641 | (13,269,885) | 19,334,372 | 71,417,258 | 34,984,409 | 300,528,931 |
|
Net assets | | | | | | |
|
Beginning of period | 713,620,870 | 726,890,755 | 161,994,523 | 90,577,265 | 300,528,931 | — |
End of period | $804,301,511 | $713,620,870 | $181,328,895 | $161,994,523 | $335,513,340 | $300,528,931 |
Undistributed net investment income (loss) | ($1,344,146) | ($284,416) | $90,998 | $902,413 | ($126,470) | $540,573 |
1 Period from 1-2-09 (inception date) to 8-31-09.
| | |
The accompanying notes are an integral part of the financial statements. | 315 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| | | | | Real Estate |
| Optimized Value Fund | Real Estate Equity Fund | Securities Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $2,246,628 | $8,481,134 | $3,426,069 | $6,419,475 | $3,891,128 | $2,196,117 |
Net realized gain (loss) | 29,574,223 | (244,330,206) | (5,443,431) | (122,921,206) | 7,787,651 | (42,980,670) |
Change in net unrealized appreciation (depreciation) | (7,645,936) | 39,072,929 | 37,635,504 | 52,754,191 | 19,874,521 | 3,987,543 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 24,174,915 | (196,776,143) | 35,618,142 | (63,747,540) | 31,553,300 | (36,797,010) |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class A | — | (1,531) | — | — | — | — |
Class B | — | (328) | — | — | — | — |
Class C | — | (108) | — | — | — | — |
Class R3 | — | (180) | — | — | — | — |
Class 1 | (939,448) | (1,443,321) | — | — | (3,702,351) | (2,120,378) |
Class NAV | (5,250,993) | (11,271,727) | (5,771,107) | (6,680,797) | — | — |
From net realized gain | | | | | | |
Class 1 | — | — | — | — | — | (761,479) |
Class NAV | — | — | — | (322,646) | — | — |
Total distributions | (6,190,441) | (12,717,195) | (5,771,107) | (7,003,443) | (3,702,351) | (2,881,857) |
From Fund share transactions (Note 6) | 6,424,197 | (256,769,182) | (4,939,019) | 15,115,547 | 185,738,173 | 2,320,825 |
Total increase (decrease) | 24,408,671 | (466,262,520) | 24,908,016 | (55,635,436) | 213,589,122 | (37,358,042) |
|
Net assets | | | | | | |
|
Beginning of period | 296,891,534 | 763,154,054 | 208,710,071 | 264,345,507 | 75,151,114 | 112,509,156 |
End of period | $321,300,205 | $296,891,534 | $233,618,087 | $208,710,071 | $288,740,236 | $75,151,114 |
Undistributed net investment income (loss) | $481,969 | $4,425,782 | $767,483 | $3,112,521 | $1,284,182 | $1,095,405 |
|
| | | Short Term Government | | |
| Real Return Bond Fund | Income Fund | Small Cap Growth Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Period ended | 2/28/10 | Period ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/091 | (Unaudited) | 8/31/092 |
|
From operations | | | | | | |
Net investment income (loss) | $8,784,260 | $30,538,634 | $166,697 | $192,199 | ($489,551) | ($543,276) |
Net realized gain (loss) | 25,119,412 | (49,362,528) | 98,080 | 18,595 | 14,306,541 | (11,307,366) |
Change in net unrealized appreciation (depreciation) | 25,318,138 | 26,178,052 | 262,755 | 38,510 | 1,087,967 | 23,011,053 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 59,221,810 | 7,354,158 | 527,532 | 249,304 | 14,904,957 | 11,160,411 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | (1,306,768) | (1,623,687) | — | — | — | — |
Class NAV | (23,204,721) | (26,198,106) | (439,327) | — | — | — |
From net realized gain | | | | | | |
Class 1 | — | (5,295,910) | — | — | — | — |
Class NAV | — | (83,622,785) | (48,663) | — | — | — |
Total distributions | (24,511,489) | (116,740,488) | (487,990) | — | — | — |
From Fund share transactions (Note 6) | 131,429,963 | 362,227,633 | 7,750,599 | 24,552,014 | (12,587,313) | 110,680,420 |
Total increase (decrease) | 166,140,284 | 252,841,303 | 7,790,141 | 24,801,318 | 2,317,644 | 121,840,831 |
|
Net assets | | | | | | |
|
Beginning of period | 1,118,107,760 | 865,266,457 | 24,801,318 | — | 121,840,831 | — |
End of period | $1,284,248,044 | $1,118,107,760 | $32,591,459 | $24,801,318 | $124,158,475 | $121,840,831 |
Undistributed net investment income (loss) | $32,586 | $15,759,815 | ($80,431) | $192,199 | ($489,551) | — |
1 Period from 1-2-09 (inception date) to 8-31-09.
2 Period from 9-10-08 (inception date) to 8-31-09.
| | |
The accompanying notes are an integral part of the financial statements. | 316 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| | | Small Cap | | |
| Small Cap Index Fund | Opportunities Fund | Small Cap Value Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Period ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/091 |
|
From operations | | | | | | |
Net investment income (loss) | $561,913 | $1,441,318 | ($18,330) | $575,968 | $271,950 | $71,128 |
Net realized gain (loss) | 1,662,991 | (43,432,664) | 3,587,445 | (30,676,510) | 2,919,199 | 284,407 |
Change in net unrealized appreciation (depreciation) | 8,796,202 | 22,914,711 | 7,550,736 | 10,578,240 | 8,016,678 | 11,261,417 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 11,021,106 | (19,076,635) | 11,119,851 | (19,522,302) | 11,207,827 | 11,616,952 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | — | — | (70,639) | (644,449) | — | — |
Class NAV | (1,405,466) | (1,183,230) | (115,688) | (1,156,381) | (361,933) | — |
From net realized gain | | | | | | |
Class NAV | — | (2,172,703) | — | — | (1,190,204) | — |
Total distributions | (1,405,466) | (3,355,933) | (186,327) | (1,800,830) | (1,552,137) | — |
From Fund share transactions (Note 6) | 10,245,564 | (2,659,270) | (3,271,945) | (2,752,832) | 934,876 | 67,774,027 |
Total increase (decrease) | 19,861,204 | (25,091,838) | 7,661,579 | (24,075,964) | 10,590,566 | 79,390,979 |
|
Net assets | | | | | | |
|
Beginning of period | 100,305,141 | 125,396,979 | 98,286,970 | 122,362,934 | 79,390,979 | — |
End of period | $120,166,345 | $100,305,141 | $105,948,549 | $98,286,970 | $89,981,545 | $79,390,979 |
Undistributed net investment income (loss) | $86,166 | $929,719 | ($127,945) | $76,712 | ($18,824) | $71,159 |
|
| Small Company | Small Company | Smaller Company |
| Growth Fund | Value Fund | Growth Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Period ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/092 |
|
From operations | | | | | | |
Net investment income (loss) | ($56,830) | ($291,321) | $977,210 | $3,089,057 | ($228,278) | ($501,207) |
Net realized gain (loss) | 3,954,525 | (31,275,400) | 5,591,292 | (64,645,610) | 12,799,262 | (7,374,777) |
Change in net unrealized appreciation (depreciation) | 9,399,501 | (2,600,260) | 28,767,342 | (43,257,937) | 6,104,858 | 25,247,466 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 13,297,196 | (34,166,981) | 35,335,844 | (104,814,490) | 18,675,842 | 17,371,482 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | — | — | (926,808) | (705,825) | — | — |
Class NAV | (132,484) | — | (2,675,344) | (2,552,856) | — | — |
From net realized gain | | | | | | |
Class 1 | — | — | — | (1,898,513) | — | — |
Class NAV | — | — | — | (6,341,535) | — | — |
Total distributions | (132,484) | — | (3,602,152) | (11,498,729) | — | — |
From Fund share transactions (Note 6) | 5,988,677 | (12,539,071) | 3,832,949 | (72,321,420) | 3,032,311 | 141,102,419 |
Total increase (decrease) | 19,153,389 | (46,706,052) | 35,566,641 | (188,634,639) | 21,708,153 | 158,473,901 |
|
Net assets | | | | | | |
| |
Beginning of period | 121,932,032 | 168,638,084 | 363,150,999 | 551,785,638 | 158,473,901 | — |
End of period | $141,085,421 | $121,932,032 | $398,717,640 | $363,150,999 | $180,182,054 | $158,473,901 |
Undistributed net investment income (loss) | ($189,314) | — | ($890,491) | $1,734,451 | ($228,278) | — |
| |
1 Period from 12-16-08 (inception date) to 8-31-09. |
|
2 Period from 10-7-08 (inception date) to 8-31-09. |
| | |
The accompanying notes are an integral part of the financial statements. | 317 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| Spectrum Income Fund | Strategic Bond Fund | Total Bond Market Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $20,398,731 | $45,382,780 | $8,371,372 | $26,723,406 | $9,474,925 | $13,191,429 |
Net realized gain (loss) | 11,562,042 | (53,869,988) | 2,526,967 | (8,268,841) | 265,820 | 8,620,296 |
Change in net unrealized appreciation (depreciation) | 20,547,238 | 34,007,086 | 25,208,975 | (3,351,463) | 4,204,337 | 16,613,374 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 52,508,011 | 25,519,878 | 36,107,314 | 15,103,102 | 13,945,082 | 38,425,099 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | — | — | (2,277,050) | (2,069,660) | — | — |
Class NAV | (22,829,936) | (51,188,074) | (17,191,037) | (24,442,301) | (9,671,794) | (11,485,817) |
From net realized gain | | | | | | |
Class NAV | — | (6,910,163) | — | — | (8,065,365) | (304,093) |
Total distributions | (22,829,936) | (58,098,237) | (19,468,087) | (26,511,961) | (17,737,159) | (11,789,910) |
From Fund share transactions (Note 6) | (86,621,978) | (131,930,129) | (253,817,226) | 973,826 | 136,637,580 | 360,251,044 |
Total increase (decrease) | (56,943,903) | (164,508,488) | (237,177,999) | (10,435,033) | 132,845,503 | 386,886,233 |
|
Net assets | | | | | | |
|
Beginning of period | 900,811,433 | 1,065,319,921 | 497,359,866 | 507,794,899 | 446,532,144 | 59,645,911 |
End of period | $843,867,530 | $900,811,433 | $260,181,867 | $497,359,866 | $579,377,647 | $446,532,144 |
Undistributed net investment income (loss) | $5,213,863 | $7,645,068 | ($222,451) | $10,874,264 | $2,863,050 | $3,059,919 |
|
| | | U.S. Government | U.S. High Yield |
| Total Return Fund | Securities Fund | Bond Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $20,923,399 | $59,085,164 | $1,179,880 | $4,435,806 | $30,485,112 | $49,941,755 |
Net realized gain (loss) | 80,277,888 | 53,438,534 | (6,077) | 5,682,964 | 7,602,407 | (26,443,442) |
Change in net unrealized appreciation (depreciation) | 2,334,839 | 60,239,665 | 6,238,524 | (120,419) | 40,976,837 | 22,459,071 |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 103,536,126 | 172,763,363 | 7,412,327 | 9,998,351 | 79,064,356 | 45,957,384 |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class 1 | (7,363,577) | (8,616,623) | (795,188) | (1,543,466) | (1,674,161) | (1,205,635) |
Class NAV | (49,045,271) | (70,323,046) | (1,665,456) | (3,882,438) | (31,937,732) | (43,524,775) |
From net realized gain | | | | | | |
Class 1 | (3,091,691) | (11,365,707) | (740,501) | (3,352,004) | — | — |
Class NAV | (20,383,404) | (86,535,514) | (1,655,702) | (7,773,674) | — | — |
Total distributions | (79,883,943) | (176,840,890) | (4,856,847) | (16,551,582) | (33,611,893) | (44,730,410) |
From Fund share transactions (Note 6) | 264,220,773 | (55,163,845) | 11,678,997 | (52,561,542) | (70,150,139) | 246,718,372 |
Total increase (decrease) | 287,872,956 | (59,241,372) | 14,234,477 | (59,114,773) | (24,697,676) | 247,945,346 |
|
Net assets | | | | | | |
|
Beginning of period | 1,780,701,057 | 1,839,942,429 | 140,957,130 | 200,071,903 | 777,185,486 | 529,240,140 |
End of period | $2,068,574,013 | $1,780,701,057 | $155,191,607 | $140,957,130 | $752,487,810 | $777,185,486 |
Undistributed net investment income (loss) | ($3,936,136) | $31,549,313 | ($31,580) | $1,249,184 | $9,196,245 | $12,323,026 |
| | |
The accompanying notes are an integral part of the financial statements. | 318 | |
John Hancock Funds II
Statements of Changes in Net Assets
| | | | | | |
| | | | | Value & |
| U.S. Multi Sector Fund | Value Fund | Restructuring Fund |
| Six months | | Six months | | Six months | |
| ended | | ended | | ended | |
| 2/28/10 | Year ended | 2/28/10 | Year ended | 2/28/10 | Year ended |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 | (Unaudited) | 8/31/09 |
|
From operations | | | | | | |
Net investment income (loss) | $6,021,336 | $11,148,367 | $672,846 | $522,742 | $2,992,990 | $7,351,498 |
Net realized gain (loss) | 2,762,636 | (124,471,332) | 11,360,604 | (6,718,871) | (10,526,443) | (129,630,032) |
Change in net unrealized appreciation (depreciation) | 64,555,422 | 11,455,528 | 4,809,472 | 16,475,939 | 72,949,856 | (2,223,386) |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 73,339,394 | (101,867,437) | 16,842,922 | 10,279,810 | 65,416,403 | (124,501,920) |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class NAV | (12,428,759) | (14,280,412) | (976,292) | (228,535) | (7,347,600) | (5,685,628) |
Total distributions | (12,428,759) | (14,280,412) | (976,292) | (228,535) | (7,347,600) | (5,685,628) |
From Fund share transactions (Note 6) | 44,023,468 | 81,571,831 | (6,362,864) | 86,144,497 | 6,663,637 | 76,111,651 |
Total increase (decrease) | 104,934,103 | (34,576,018) | 9,503,766 | 96,195,772 | 64,732,440 | (54,075,897) |
|
Net assets | | | | | | |
|
Beginning of period | 869,905,562 | 904,481,580 | 122,078,708 | 25,882,936 | 514,120,768 | 568,196,665 |
End of period | $974,839,665 | $869,905,562 | $131,582,474 | $122,078,708 | $578,853,208 | $514,120,768 |
Undistributed net investment income (loss) | $1,461,509 | $7,868,932 | $108,358 | $411,804 | $660,013 | $5,014,623 |
|
| Vista Fund | | | | |
| Six months | | | | | |
| ended | | | | | |
| 2/28/10 | Year ended | | | | |
Increase (decrease) in net assets | (Unaudited) | 8/31/09 | | | | |
|
From operations | | | | | | |
Net investment income (loss) | ($474,203) | ($327,477) | | | | |
Net realized gain (loss) | 6,733,717 | (35,307,371) | | | | |
Change in net unrealized appreciation (depreciation) | 17,675,060 | 6,255,611 | | | | |
Increase (decrease) in net assets resulting from | | | | | | |
operations | 23,934,574 | (29,379,237) | | | | |
Distributions to shareholders | | | | | | |
From net investment income | | | | | | |
Class NAV | — | (159,632) | | | | |
From net realized gain | | | | | | |
Class NAV | — | (14,136,636) | | | | |
Total distributions | — | (14,296,268) | | | | |
From Fund share transactions (Note 6) | 12,521,387 | 153,175,866 | | | | |
Total increase (decrease) | 36,455,961 | 109,500,361 | | | | |
|
Net assets | | | | | | |
|
Beginning of period | 223,312,063 | 113,811,702 | | | | |
End of period | $259,768,024 | $223,312,063 | | | | |
Undistributed net investment income (loss) | ($474,117) | $86 | | | | |
| | |
The accompanying notes are an integral part of the financial statements. | 319 | |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Active Bond Fund | | | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 9.30 | 0.26 | 0.49 | 0.75 | (0.23) | — | — | (0.23) | 9.82 | 8.214,5,6 | 37 | 0.692 | 0.692 | 5.482 | 38 |
08-31-2009 | 9.12 | 0.52 | 0.20 | 0.72 | (0.51) | (0.03) | — | (0.54) | 9.30 | 8.684 | 33 | 0.71 | 0.71 | 6.10 | 907 |
08-31-2008 | 9.54 | 0.47 | (0.40) | 0.07 | (0.49) | — | — | (0.49) | 9.12 | 0.724 | 33 | 0.72 | 0.72 | 4.97 | 1337 |
08-31-2007 | 9.60 | 0.47 | (0.06) | 0.41 | (0.47) | —8 | — | (0.47) | 9.54 | 4.384 | 36 | 0.73 | 0.73 | 4.92 | 1657 |
08-31-20069 | 9.61 | 0.36 | (0.11) | 0.25 | (0.26) | — | — | (0.26) | 9.60 | 2.684,5 | 37 | 0.792 | 0.792 | 4.272 | 406 |
|
|
CLASS NAV | | | | | | | | | | | |
|
02-28-20103 | 9.30 | 0.26 | 0.50 | 0.76 | (0.24) | — | — | (0.24) | 9.82 | 8.244,5,6 | 629 | 0.642 | 0.642 | 5.532 | 38 |
08-31-2009 | 9.12 | 0.52 | 0.20 | 0.72 | (0.51) | (0.03) | — | (0.54) | 9.30 | 8.734 | 540 | 0.66 | 0.66 | 6.15 | 907 |
08-31-2008 | 9.53 | 0.47 | (0.38) | 0.09 | (0.50) | — | — | (0.50) | 9.12 | 0.884 | 554 | 0.67 | 0.67 | 5.02 | 1337 |
08-31-2007 | 9.60 | 0.48 | (0.07) | 0.41 | (0.48) | —8 | — | (0.48) | 9.53 | 4.344 | 523 | 0.68 | 0.68 | 4.99 | 1657 |
08-31-20069 | 9.58 | 0.35 | (0.06) | 0.29 | (0.27) | — | — | (0.27) | 9.60 | 3.094,5 | 399 | 0.702 | 0.702 | 4.302 | 406 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The Portfolio turnover rates, including the effect of “TBA” (to be announced) securities for the periods ended, |
were as follows: 154% for 8-31-09, 255% for 8-31-08 and 299% for 8-31-07. The year ended 8-31-06 includes the effect of TBA transactions. 8. Less than $0.005 per share. 9. The |
inception dates for Class 1 and Class NAV shares are 10-15-05 and 10-27-05, respectively. | | | | | | | | | |
|
All Cap Core Fund | | | | | | | | | | |
|
CLASS NAV | | | | | | | | | | | |
|
02-28-20103 | 7.21 | 0.04 | 0.55 | 0.59 | (0.09) | — | — | (0.09) | 7.71 | 8.174,5,6 | 523 | 0.822 | 0.822 | 1.152 | 68 |
08-31-2009 | 9.22 | 0.10 | (1.98) | (1.88) | (0.13) | —7 | — | (0.13) | 7.21 | (20.07)4 | 472 | 0.83 | 0.83 | 1.52 | 1869 |
08-31-2008 | 11.06 | 0.11 | (1.31) | (1.20) | (0.13) | (0.51) | — | (0.64) | 9.22 | (11.50)4 | 711 | 0.80 | 0.80 | 1.14 | 239 |
08-31-2007 | 9.92 | 0.12 | 1.06 | 1.18 | (0.03) | (0.01) | — | (0.04) | 11.06 | 11.934 | 477 | 0.83 | 0.83 | 1.12 | 244 |
08-31-20068 | 10.00 | 0.05 | (0.13) | (0.08) | — | — | — | — | 9.92 | (0.80)4,6 | 284 | 0.842 | 0.842 | 1.422 | 86 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. Less than $0.005 per share. 8. The inception date for Class NAV shares is 4-28-06. 9. The portfolio turnover |
rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. |
|
All Cap Growth Fund | | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | |
|
02-28-20102 | 11.64 | 0.01 | 0.81 | 0.82 | (0.07) | — | — | (0.07) | 12.39 | 7.054,5,6 | 89 | 0.993 | 0.993 | 0.213 | 105 |
08-31-2009 | 15.54 | 0.09 | (3.83) | (3.74) | (0.04) | (0.12) | — | (0.16) | 11.64 | (23.94)4 | 89 | 1.01 | 1.01 | 0.87 | 1659 |
08-31-2008 | 19.28 | —7 | (2.45) | (2.45) | (0.02) | (1.27) | — | (1.29) | 15.54 | (13.81)4 | 28 | 0.98 | 0.98 | (0.01) | 111 |
08-31-2007 | 16.43 | 0.01 | 2.85 | 2.86 | (0.01) | — | — | (0.01) | 19.28 | 17.414 | 33 | 0.97 | 0.97 | 0.07 | 102 |
08-31-20068 | 15.50 | 0.01 | 0.93 | 0.94 | (0.01) | — | — | (0.01) | 16.43 | 6.054,6 | 32 | 1.003 | 1.003 | 0.083 | 106 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Annualized. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. Less than $0.005 per share. 8. The inception date for Class 1 shares is 10-15-05. 9. The portfolio turnover rate |
for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | |
|
All Cap Value Fund | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | |
|
02-28-20102 | 9.28 | 0.01 | 1.07 | 1.08 | (0.03) | — | — | (0.03) | 10.33 | 11.645,6,7 | 90 | 0.924 | 0.924 | 0.244 | 41 |
08-31-2009 | 11.19 | 0.06 | (1.72) | (1.66) | (0.06) | (0.19) | — | (0.25) | 9.28 | (14.42)5 | 84 | 0.96 | 0.96 | 0.67 | 749 |
08-31-2008 | 17.26 | 0.09 | (0.50) | (0.41) | (0.21) | (5.45) | — | (5.66) | 11.19 | (4.62)5 | 25 | 0.97 | 0.97 | 0.73 | 76 |
08-31-2007 | 15.84 | 0.14 | 1.82 | 1.96 | (0.12) | (0.42) | — | (0.54) | 17.26 | 12.645 | 26 | 0.97 | 0.97 | 0.82 | 82 |
08-31-20063 | 13.84 | 0.11 | 1.91 | 2.02 | (0.02) | — | — | (0.02) | 15.84 | 14.645,6,8 | 21 | 0.944 | 0.944 | 0.804 | 48 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20102 | 9.24 | 0.01 | 1.06 | 1.07 | (0.03) | — | — | (0.03) | 10.28 | 11.635,6,7 | 297 | 0.874 | 0.874 | 0.294 | 41 |
08-31-2009 | 11.14 | 0.04 | (1.68) | (1.64) | (0.07) | (0.19) | — | (0.26) | 9.24 | (14.34)5 | 264 | 0.91 | 0.91 | 0.48 | 749 |
08-31-2008 | 17.21 | 0.10 | (0.50) | (0.40) | (0.22) | (5.45) | — | (5.67) | 11.14 | (4.57)5 | 69 | 0.92 | 0.92 | 0.78 | 76 |
08-31-2007 | 15.80 | 0.15 | 1.81 | 1.96 | (0.13) | (0.42) | — | (0.55) | 17.21 | 12.625 | 70 | 0.88 | 0.88 | 0.93 | 82 |
08-31-20063 | 13.80 | 0.12 | 1.91 | 2.03 | (0.03) | — | — | (0.03) | 15.80 | 14.695,6,8 | 195 | 0.894 | 0.894 | 0.884 | 48 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. The inception date for Class 1 and Class NAV shares is 10-15-05. 4. Annualized. 5. Assumes dividend reinvestment |
(if applicable). 6. Not annualized. 7. Total returns would have been lower had certain expenses not been reduced during the periods shown. 8. The Adviser /Subadviser voluntarily paid |
Class 1 and Class NAV $46,991 and $410,290, respectively, for a potential lost investment opportunity. Excluding these payments, the total return would have been 14.38% for Class 1 and |
14.45% for Class NAV. 9. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term |
investments in a collateral management vehicle. | | | | | | | | | | | | |
| |
The accompanying notes are an integral part of the financial statements. | 320 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Alpha Opportunities Fund | | | | | | | | |
|
CLASS NAV | | | | | | | | | | |
|
02-28-20102 | 10.87 | 0.02 | 1.13 | 1.15 | (0.06) | (1.07) | — | (1.13) | 10.89 | 10.494,5,6 | 757 | 1.043 | 1.043 | 0.283 | 89 |
08-31-20097 | 10.00 | 0.03 | 0.85 | 0.88 | (0.01) | — | — | (0.01) | 10.87 | 8.804,5 | 671 | 1.083 | 1.083 | 0.423 | 2028 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Annualized. 4. Not annualized. 5. Assumes dividend reinvestment (if applicable). 6. Total returns would have been | |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class NAV shares is 10-7-08. 8. The portfolio turnover rate for the year ended August 31, |
2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
|
Alternative Asset Allocation Fund | | | | | | | | | |
|
CLASS A | | | | | | | | | | |
|
02-28-20102 | 12.82 | 0.379 | 0.74 | 1.11 | (0.48) | (0.16) | — | (0.64) | 13.29 | 8.603,4,5 | 1 | 3.986 | 0.616,7 | 5.496 | 7 |
08-31-20098 | 10.00 | 0.109 | 2.72 | 2.82 | — | — | — | — | 12.82 | 28.203,4,5 | 1 | 6.786 | 0.556,7 | 1.336,9 | 1 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Not annualized. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Annualized. 7. Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on |
the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolios was as follows: | | | | |
Period ended | | | | | | | | | | Range | | |
|
2-28-2010 | | | | | | | | | | | 0.71% – 1.18% | | |
8-31-2009 | | | | | | | | | | | 0.71% – 1.18% | | |
8. The inception date for Class A shares is 1-2-09. 9. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of dividends by the underlying funds |
in which the Portfolio invests. | | | | | | | | | | | | | | |
|
Blue Chip Growth Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | | |
|
02-28-20102 | 15.60 | 0.01 | 1.60 | 1.61 | (0.02) | — | — | (0.02) | 17.19 | 10.303,4,5 | 445 | 0.886 | 0.856 | 0.146 | 24 |
08-31-2009 | 19.07 | 0.03 | (3.46) | (3.43) | (0.04) | — | — | (0.04) | 15.60 | (17.95)3,4 | 153 | 0.90 | 0.87 | 0.19 | 599 |
08-31-2008 | 20.98 | 0.05 | (1.78) | (1.73) | (0.08) | (0.10) | — | (0.18) | 19.07 | (8.35)3,4 | 192 | 0.89 | 0.86 | 0.26 | 44 |
08-31-2007 | 17.82 | 0.087 | 3.17 | 3.25 | (0.09) | — | — | (0.09) | 20.98 | 18.283,4 | 204 | 0.89 | 0.86 | 0.397 | 33 |
08-31-20068 | 16.53 | 0.08 | 1.22 | 1.30 | (0.01) | — | — | (0.01) | 17.82 | 7.883,4,5 | 185 | 0.906 | 0.886 | 0.516 | 28 |
|
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20102 | 15.59 | 0.01 | 1.59 | 1.60 | (0.02) | — | — | (0.02) | 17.17 | 10.283,4,5 | 1,457 | 0.836 | 0.806 | 0.116 | 24 |
08-31-2009 | 19.06 | 0.03 | (3.45) | (3.42) | (0.05) | — | — | (0.05) | 15.59 | (17.90)3,4 | 1,262 | 0.85 | 0.82 | 0.25 | 599 |
08-31-2008 | 20.97 | 0.06 | (1.78) | (1.72) | (0.09) | (0.10) | — | (0.19) | 19.06 | (8.31)3,4 | 1,850 | 0.84 | 0.81 | 0.29 | 44 |
08-31-2007 | 17.80 | 0.097 | 3.17 | 3.26 | (0.09) | — | — | (0.09) | 20.97 | 18.373,4 | 1,483 | 0.84 | 0.81 | 0.447 | 33 |
08-31-20068 | 16.51 | 0.09 | 1.22 | 1.31 | (0.02) | — | — | (0.02) | 17.80 | 7.903,4,5 | 1,088 | 0.856 | 0.836 | 0.586 | 28 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Assumes |
dividend reinvestment (if applicable). 5. Not annualized. 6. Annualized. 7. Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflects |
special dividends received by the Fund/Portfolio which amounted to the following amounts: | | | | | | | | | |
| | | | | | | | | | | | Percentage of average | |
| | | | | | | Per share | | | | net assets | |
|
Class 1 | | | | | | | $0.04 | | | | 0.18% | |
Class NAV | | | | | | | $0.04 | | | | 0.18% | |
8. The inception date for Class 1 and Class NAV shares is 10-15-05. 9. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to |
exclude the effect of certain short-term investments in a collateral management vehicle. | | | | | | | | | |
|
Capital Appreciation Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | | |
|
02-28-20103 | 8.84 | 0.01 | 0.95 | 0.96 | (0.02) | — | — | (0.02) | 9.78 | 10.874,5,6 | 134 | 0.792 | 0.792 | 0.132 | 44 |
08-31-2009 | 10.14 | 0.02 | (1.28) | (1.26) | (0.04) | — | — | (0.04) | 8.84 | (12.37)4 | 53 | 0.81 | 0.81 | 0.32 | 788 |
08-31-2008 | 10.79 | 0.04 | (0.66) | (0.62) | (0.03) | — | — | (0.03) | 10.14 | (5.80)4 | 61 | 0.80 | 0.80 | 0.34 | 85 |
08-31-2007 | 9.44 | 0.03 | 1.33 | 1.36 | (0.01) | — | — | (0.01) | 10.79 | 14.434 | 66 | 0.81 | 0.81 | 0.27 | 63 |
08-31-20067 | 9.20 | 0.01 | 0.23 | 0.24 | — | — | — | — | 9.44 | 2.614,5 | 68 | 0.882 | 0.882 | 0.102 | 57 |
|
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 8.85 | 0.01 | 0.96 | 0.97 | (0.03) | — | — | (0.03) | 9.79 | 10.904,5,6 | 1,252 | 0.742 | 0.742 | 0.152 | 44 |
08-31-2009 | 10.16 | 0.03 | (1.30) | (1.27) | (0.04) | — | — | (0.04) | 8.85 | (12.39)4 | 1,091 | 0.76 | 0.76 | 0.36 | 788 |
08-31-2008 | 10.80 | 0.04 | (0.65) | (0.61) | (0.03) | — | — | (0.03) | 10.16 | (5.65)4 | 973 | 0.75 | 0.75 | 0.41 | 85 |
08-31-2007 | 9.45 | 0.04 | 1.32 | 1.36 | (0.01) | — | — | (0.01) | 10.80 | 14.424 | 586 | 0.76 | 0.76 | 0.34 | 63 |
08-31-20067 | 9.20 | 0.01 | 0.24 | 0.25 | — | — | — | — | 9.45 | 2.724,5 | 393 | 0.832 | 0.832 | 0.152 | 57 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class 1 and Class NAV shares is 10-15-05. 8. The portfolio turnover rate for the year | |
ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | |
| |
The accompanying notes are an integral part of the financial statements. | 321 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Core Bond Fund | | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | |
|
02-28-20103 | 13.09 | 0.24 | 0.26 | 0.50 | (0.28) | (0.09) | — | (0.37) | 13.22 | 3.874,5,6 | 11 | 0.692 | 0.692 | 3.672 | 2127 |
08-31-2009 | 12.59 | 0.52 | 0.65 | 1.17 | (0.57) | (0.10) | — | (0.67) | 13.09 | 9.714 | 10 | 0.76 | 0.76 | 4.20 | 5717 |
08-31-2008 | 12.51 | 0.56 | 0.11 | 0.67 | (0.59) | — | — | (0.59) | 12.59 | 5.434 | 4 | 0.80 | 0.80 | 4.46 | 3957 |
08-31-2007 | 12.52 | 0.58 | (0.02) | 0.56 | (0.57) | —8 | — | (0.57) | 12.51 | 4.604 | 2 | 0.82 | 0.82 | 4.67 | 3137 |
08-31-20069 | 12.51 | 0.47 | (0.12) | 0.35 | (0.34) | — | — | (0.34) | 12.52 | 2.864,6 | 1 | 0.882 | 0.882 | 4.392 | 436 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 13.07 | 0.24 | 0.27 | 0.51 | (0.28) | (0.09) | — | (0.37) | 13.21 | 3.984,5,6 | 453 | 0.642 | 0.642 | 3.722 | 2127 |
08-31-2009 | 12.58 | 0.53 | 0.63 | 1.16 | (0.57) | (0.10) | — | (0.67) | 13.07 | 9.694 | 411 | 0.71 | 0.71 | 4.29 | 5717 |
08-31-2008 | 12.50 | 0.57 | 0.10 | 0.67 | (0.59) | — | — | (0.59) | 12.58 | 5.494 | 267 | 0.75 | 0.75 | 4.51 | 3957 |
08-31-2007 | 12.51 | 0.59 | (0.02) | 0.57 | (0.58) | —8 | — | (0.58) | 12.50 | 4.674 | 267 | 0.77 | 0.77 | 4.71 | 3137 |
08-31-20069 | 12.50 | 0.46 | (0.11) | 0.35 | (0.34) | — | — | (0.34) | 12.51 | 2.904,6 | 197 | 0.832 | 0.832 | 4.242 | 436 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain | |
expenses not been reduced during the periods shown. 6. Not annualized. 7. The Portfolio turnover rates including the effect of “TBA” (to be announced) for the periods ended were as | |
follows: 355% for 2-28-10, 1,220% for 8-31-09, 807% for 8-31-08 and 623% for 8-31-07. The year ended 8-31-06 includes the effect of TBA transactions. 8. Less than $0.005 per share. |
9. The inception date for Class 1 and Class NAV shares is 10-15-05. | | | | | | | | | | | |
|
Core Diversified Growth & Income Portfolio | | | | | | | | |
|
CLASS 1 | | | | | | | | | | |
|
02-28-20103 | 8.50 | 0.154 | 0.49 | 0.64 | (0.20) | (0.03) | — | (0.23) | 8.91 | 7.475,6,9 | 20 | 0.342 | 0.082,7 | 3.372,4 | 66 |
08-31-2009 | 9.75 | 0.254 | (1.39)8 | (1.14) | (0.11) | — | — | (0.11) | 8.50 | (11.47)5,9 | 12 | 1.04 | 0.067 | 3.084 | 6 |
08-31-200810 | 10.00 | 0.024 | (0.27) | (0.25) | — | — | — | — | 9.75 | (2.50)5,6 | 1 | 15.512 | 0.082,7 | 1.432,4 | —11 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Recognition of net investment income by the Portfolio is affected by the timing of the declaration of | |
dividends by the underlying funds in which the Portfolio invests. 5. Assumes dividend reinvestment (if applicable). 6. Not annualized. 7. Ratios do not include expenses indirectly incurred |
from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolios |
was as follows: | | | | | | | | | | | | | | | |
Period ended | | | | | | | | | | Range | | |
|
02-28-2010 | | | | | | | | | | | 0.37% – 0.57% | | |
08-31-2009 | | | | | | | | | | | 0.37% – 0.79% | | |
08-31-2008 | | | | | | | | | | | 0.32% – 0.71% | | |
8. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in |
relation to fluctuating market values of the investments of the fund. 9. Total returns would have been lower had certain expenses not been reduced during the periods shown. 10. The | |
inception date for Class 1 shares is 7-1-08. 11. Less than 1%. | | | | | | | | | | | |
|
Core Fundamental Holdings Portfolio | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | |
|
02-28-20102 | 8.77 | 0.164 | 0.41 | 0.57 | (0.23) | (0.05) | — | (0.28) | 9.06 | 6.485,6,7 | 11 | 0.503 | 0.083,8 | 3.523,4 | 70 |
08-31-2009 | 9.78 | 0.264 | (1.13)9 | (0.87) | (0.14) | — | — | (0.14) | 8.77 | (8.64)5,7 | 8 | 1.42 | 0.068 | 3.124 | 17 |
08-31-200810 | 10.00 | 0.044 | (0.26) | (0.22) | — | — | — | — | 9.78 | (2.20)6,7 | 1 | 15.483 | 0.083,8 | 2.213,4 | —11 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Annualized. 4. Recognition of net investment income by the Fund is affected by the timing of the declaration of | |
dividends by the underlying funds in which the Fund invests. 5. Total returns would have been lower had certain expenses not been reduced during the periods shown. 6. Not annualized. |
7. Assumes dividend reinvestment (if applicable). 8. Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying |
funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolios was as follows: | | | | | | |
Period ended | | | | | | | | | | Range | | |
|
02-28-2010 | | | | | | | | | | | 0.37% – 0.57% | | |
08-31-2009 | | | | | | | | | | | 0.37% – 0.51% | | |
08-31-2008 | | | | | | | | | | | 0.32% – 0.50% | | |
9. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in |
relation to fluctuating market values of the investments of the fund. 10. The inception date for Class 1 shares is 7-1-08. 11. Less than 1%. | | | | |
| |
The accompanying notes are an integral part of the financial statements. | 322 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Core Global Diversification Portfolio | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | | | |
|
02-28-20103 | 8.54 | 0.184 | 0.32 | 0.50 | (0.20) | (0.03) | — | (0.23) | 8.81 | 5.835,6,7 | 17 | 0.412 | 0.082,8 | 4.042,4 | 74 |
08-31-2009 | 9.51 | 0.264 | (1.07)9 | (0.81) | (0.16) | — | — | (0.16) | 8.54 | (8.11)5 | 8 | 1.55 | 0.068 | 3.334 | 11 |
08-31-200810 | 10.00 | 0.034 | (0.52) | (0.49) | — | — | — | — | 9.51 | (4.90)5,7 | 1 | 15.702 | 0.082,8 | 1.922,4 | —11 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Recognition of net investment income by the Fund is affected by the timing of the declaration of | |
dividends by the underlying funds in which the Fund invests. 5. Assumes dividend reinvestment (if applicable). 6. Total returns would have been lower had certain expenses not been | |
reduced during the periods shown. 7. Not annualized. 8. Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of | |
underlying funds held by the Portfolio. The range of expense ratios of the underlying funds held by the Portfolios was as follows: | | | | | |
Period ended | | | | | | | | | | Range | | |
|
02-28-2010 | | | | | | | | | | | 0.37% – 0.57% | | |
08-31-2009 | | | | | | | | | | | 0.37% – 0.79% | | |
08-31-2008 | | | | | | | | | | | 0.33% – 0.71% | | |
9. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in |
relation to fluctuating market values of the investments of the fund. 10. The inception date for Class 1 shares is 7-1-08. 11. Less than 1%. | | | | |
|
Emerging Markets Debt Fund | | | | | | | | | | |
| | | | | | | | | | | | |
CLASS A | | | | | | | | | | | | |
|
02-28-20102,3 | 10.00 | 0.07 | —8 | 0.07 | (0.07) | — | — | (0.07) | 10.00 | 0.744,5,6 | 12 | 1.447 | 1.177 | 4.237 | 35 |
|
|
CLASS I | | | | | | | | | | | | | | | |
|
02-28-20102,3 | 10.00 | 0.07 | 0.01 | 0.08 | (0.08) | — | — | (0.08) | 10.00 | 0.784,5,6 | 3 | 1.147 | 0.877 | 4.537 | 35 |
|
1. Based on the average daily shares outstanding. 2. The inception date for Class A and Class I shares is 1-4-10. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total |
returns would have been lower had certain expenses not been reduced during the periods shown. 6. Not annualized. 7. Annualized. 8. Less than $0.005 per share. | | |
|
Emerging Markets Value Fund | | | | | | | | | | |
| | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | | | |
|
02-28-20104 | 9.09 | —5 | 1.27 | 1.27 | (0.08) | (0.04) | — | (0.12) | 10.24 | 13.972,6,7 | 1,186 | 1.073 | 1.073 | 0.043 | 11 |
08-31-2009 | 9.47 | 0.10 | (0.19) | (0.09) | (0.16) | (0.13) | — | (0.29) | 9.09 | 1.072 | 1,037 | 1.07 | 1.07 | 1.39 | 329 |
08-31-2008 | 11.02 | 0.24 | (1.59) | (1.35) | (0.10) | (0.10) | — | (0.20) | 9.47 | (12.61)2 | 577 | 1.08 | 1.08 | 2.11 | 13 |
08-31-20078 | 10.00 | 0.08 | 0.94 | 1.02 | — | — | — | — | 11.02 | 10.202,6 | 482 | 1.103 | 1.103 | 2.143 | 2 |
|
1. Based on the average daily shares outstanding. 2. Assumes dividend reinvestment (if applicable). 3. Annualized. 4. Unaudited. 5. Less than $0.005 per share. 6. Not annualized. | |
7. Total returns would have been lower had certain expenses not been reduced during the periods shown. 8. The inception date for Class NAV shares is 5-1-07. 9. The portfolio turnover | |
rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | |
|
Equity-Income Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | | |
|
02-28-20103 | 11.85 | 0.10 | 0.77 | 0.87 | (0.24) | — | — | (0.24) | 12.48 | 7.364,5,6 | 142 | 0.902 | 0.872 | 1.662 | 9 |
08-31-2009 | 16.11 | 0.29 | (3.04) | (2.75) | (0.38) | (1.13) | — | (1.51) | 11.85 | (15.65)4,5 | 139 | 0.91 | 0.88 | 2.73 | 468 |
08-31-2008 | 19.52 | 0.36 | (2.52) | (2.16) | (0.32) | (0.93) | — | (1.25) | 16.11 | (11.83)4,5 | 163 | 0.89 | 0.86 | 2.06 | 30 |
08-31-2007 | 18.13 | 0.33 | 2.22 | 2.55 | (0.30) | (0.86) | — | (1.16) | 19.52 | 14.374,5 | 212 | 0.89 | 0.86 | 1.70 | 20 |
08-31-20067 | 16.03 | 0.26 | 1.90 | 2.16 | (0.06) | — | — | (0.06) | 18.13 | 13.524,5,6 | 183 | 0.902 | 0.892 | 1.682 | 39 |
|
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 11.83 | 0.11 | 0.77 | 0.88 | (0.25) | — | — | (0.25) | 12.46 | 7.424,5,6 | 729 | 0.852 | 0.822 | 1.722 | 9 |
08-31-2009 | 16.10 | 0.29 | (3.04) | (2.75) | (0.39) | (1.13) | — | (1.52) | 11.83 | (15.68)4,5 | 633 | 0.86 | 0.83 | 2.77 | 468 |
08-31-2008 | 19.51 | 0.37 | (2.52) | (2.15) | (0.33) | (0.93) | — | (1.26) | 16.10 | (11.79)4,5 | 774 | 0.84 | 0.81 | 2.14 | 30 |
08-31-2007 | 18.11 | 0.34 | 2.22 | 2.56 | (0.30) | (0.86) | — | (1.16) | 19.51 | 14.464,5 | 711 | 0.84 | 0.81 | 1.75 | 20 |
08-31-20067 | 16.01 | 0.27 | 1.89 | 2.16 | (0.06) | — | — | (0.06) | 18.11 | 13.544,5,6 | 535 | 0.852 | 0.842 | 1.752 | 39 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. |
5. Assumes dividend reinvestment (if applicable). 6. Not annualized. 7. The inception date for Class 1 and Class NAV shares is 10-15-05. 8. The portfolio turnover rate for the year ended |
August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
| |
The accompanying notes are an integral part of the financial statements. | 323 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Fundamental Value Fund | | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 12.32 | 0.04 | 1.17 | 1.21 | (0.10) | — | — | (0.10) | 13.43 | 9.864,5 | 103 | 0.842 | 0.842 | 0.612 | 11 |
08-31-2009 | 15.37 | 0.12 | (3.02) | (2.90) | (0.15) | — | — | (0.15) | 12.32 | (18.72)4 | 101 | 0.86 | 0.86 | 1.13 | 367 |
08-31-2008 | 17.58 | 0.15 | (2.04) | (1.89) | (0.17) | (0.15) | — | (0.32) | 15.37 | (10.97)4 | 74 | 0.85 | 0.85 | 0.88 | 14 |
08-31-2007 | 15.86 | 0.20 | 1.86 | 2.06 | (0.13) | (0.21) | — | (0.34) | 17.58 | 13.024 | 85 | 0.85 | 0.85 | 1.15 | 6 |
08-31-20066 | 14.34 | 0.13 | 1.42 | 1.55 | (0.03) | — | — | (0.03) | 15.86 | 10.834,5 | 67 | 0.862 | 0.862 | 0.932 | 8 |
|
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 12.29 | 0.04 | 1.18 | 1.22 | (0.11) | — | — | (0.11) | 13.40 | 9.934,5 | 1,456 | 0.792 | 0.792 | 0.662 | 11 |
08-31-2009 | 15.35 | 0.13 | (3.03) | (2.90) | (0.16) | — | — | (0.16) | 12.29 | (18.75)4 | 1,299 | 0.81 | 0.81 | 1.19 | 367 |
08-31-2008 | 17.56 | 0.15 | (2.03) | (1.88) | (0.18) | (0.15) | — | (0.33) | 15.35 | (10.93)4 | 1,533 | 0.80 | 0.80 | 0.93 | 14 |
08-31-2007 | 15.83 | 0.21 | 1.86 | 2.07 | (0.13) | (0.21) | — | (0.34) | 17.56 | 13.124 | 946 | 0.80 | 0.80 | 1.21 | 6 |
08-31-20066 | 14.31 | 0.13 | 1.42 | 1.55 | (0.03) | — | — | (0.03) | 15.83 | 10.874,5 | 695 | 0.812 | 0.812 | 1.002 | 8 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. The inception date for Class 1 and |
Class NAV shares is 10-15-05. 7. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short- |
term investments in a collateral management vehicle. | | | | | | | | | | | | |
|
Global Agribusiness Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS A | | | | | | | | | | | | | |
|
02-28-20102 | 11.41 | 0.07 | 0.77 | 0.84 | (0.11) | (0.05) | — | (0.16) | 12.09 | 7.433,4,5 | 1 | 3.396 | 1.456 | 1.196 | 38 |
08-31-20097 | 10.00 | 0.04 | 1.41 | 1.45 | (0.04) | — | — | (0.04) | 11.41 | 14.523,4,5 | 1 | 4.726 | 1.456 | 0.586 | 84 |
|
|
CLASS I | | | | | | | | | | | | | |
|
02-28-20102 | 11.43 | 0.10 | 0.78 | 0.88 | (0.14) | (0.05) | — | (0.19) | 12.12 | 7.743,4,5 | 1 | 3.096 | 1.006 | 1.646 | 38 |
08-31-20097 | 10.00 | 0.07 | 1.41 | 1.48 | (0.05) | — | — | (0.05) | 11.43 | 14.843,4,5 | 1 | 4.426 | 1.006 | 1.036 | 84 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Assumes dividend reinvestment (if applicable). 4. Total returns would have been lower had certain expenses not been |
reduced during the periods shown. 5. Not annualized. 6. Annualized. 7. The inception date for Class A and Class I shares is 1-2-09. | | | | | |
|
Global Bond Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 12.41 | 0.17 | 0.43 | 0.60 | (1.09) | — | — | (1.09) | 11.92 | 4.854,5,6 | 67 | 0.852 | 0.852 | 2.702 | 96 |
08-31-2009 | 15.05 | 0.47 | 0.02 | 0.49 | (1.90) | (1.23) | — | (3.13) | 12.41 | 6.024 | 59 | 0.87 | 0.87 | 3.98 | 4487 |
08-31-2008 | 14.81 | 0.67 | 0.47 | 1.14 | (0.78) | (0.12) | — | (0.90) | 15.05 | 7.734 | 74 | 0.88 | 0.88 | 4.28 | 9757 |
08-31-2007 | 14.83 | 0.53 | (0.04)8 | 0.49 | (0.35) | (0.16) | — | (0.51) | 14.81 | 3.404 | 42 | 0.869 | 0.869 | 3.64 | 2727 |
08-31-200610 | 14.56 | 0.44 | (0.08)8 | 0.36 | (0.09) | — | — | (0.09) | 14.83 | 2.464,5 | 41 | 0.842 | 0.842 | 3.422 | 248 |
|
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 12.39 | 0.17 | 0.43 | 0.60 | (1.09) | — | — | (1.09) | 11.90 | 4.874,5,6 | 679 | 0.802 | 0.802 | 2.752 | 96 |
08-31-2009 | 15.02 | 0.47 | 0.03 | 0.50 | (1.90) | (1.23) | — | (3.13) | 12.39 | 6.144 | 586 | 0.82 | 0.82 | 4.00 | 4487 |
08-31-2008 | 14.78 | 0.68 | 0.47 | 1.15 | (0.79) | (0.12) | — | (0.91) | 15.02 | 7.814 | 509 | 0.83 | 0.83 | 4.37 | 9757 |
08-31-2007 | 14.79 | 0.54 | (0.03)8 | 0.51 | (0.36) | (0.16) | — | (0.52) | 14.78 | 3.514 | 754 | 0.819 | 0.819 | 3.68 | 2727 |
08-31-200610 | 14.52 | 0.45 | (0.09)8 | 0.36 | (0.09) | — | — | (0.09) | 14.79 | 2.484,5 | 554 | 0.792 | 0.792 | 3.562 | 248 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The Portfolio turnover rates including the effect of “TBA” (to be announced) for the periods ended were as |
follows: 735% for the year ended 8-31-2009, 1,190% for the year ended 8-31-2008 and 914% for the year ended 8-31-2007. 8. The amount shown for a share outstanding does not |
correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments |
of the fund. 9. Includes interest and fees on inverse floaters. Excluding this expense the ratio for Class 1 and Class NAV would have been 0.86% and 0.81%, respectively. 10. The inception |
date for Class 1 and Class NAV shares is 10-15-05. | | | | | | | | | | | | |
|
Global Infrastructure Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS A | | | | | | | | | | | | | |
|
02-28-20102 | 10.26 | 0.08 | 0.68 | 0.76 | (0.12) | — | — | (0.12) | 10.90 | 7.423,4,5 | 1 | 3.536 | 1.456 | 1.436 | 39 |
08-31-20097 | 10.00 | 0.19 | 0.18 | 0.37 | (0.11) | — | — | (0.11) | 10.26 | 3.853,4,5 | 1 | 5.696 | 1.456 | 3.176 | 39 |
|
|
CLASS I | | | | | | | | | | | | | |
|
02-28-20102 | 10.28 | 0.10 | 0.69 | 0.79 | (0.15) | — | — | (0.15) | 10.92 | 7.633,4,5 | 1 | 3.236 | 1.006 | 1.886 | 39 |
08-31-20097 | 10.00 | 0.22 | 0.18 | 0.40 | (0.12) | — | — | (0.12) | 10.28 | 4.163,4,5 | 1 | 5.396 | 1.00 | 3.62 | 39 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Assumes dividend reinvestment (if applicable). 4. Not annualized. 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Annualized. 7. The inception date for Class A and Class I shares is 1-2-09. | | | | | |
| |
The accompanying notes are an integral part of the financial statements. | 324 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Global Real Estate Fund | | | | | | | | | |
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 6.24 | 0.06 | 0.34 | 0.40 | (0.28) | — | — | (0.28) | 6.36 | 6.324,5,6 | 302 | 1.092 | 1.082 | 1.892 | 56 |
08-31-2009 | 8.15 | 0.17 | (1.87) | (1.70) | (0.21) | — | — | (0.21) | 6.24 | (20.28)4 | 271 | 1.09 | 1.09 | 3.30 | 1188 |
08-31-2008 | 11.37 | 0.18 | (2.60) | (2.42) | (0.35) | (0.45) | — | (0.80) | 8.15 | (22.75)4 | 608 | 1.07 | 1.07 | 1.95 | 68 |
08-31-2007 | 10.30 | 0.18 | 1.34 | 1.52 | (0.45) | — | — | (0.45) | 11.37 | 14.704 | 465 | 1.08 | 1.08 | 1.54 | 97 |
08-31-20067 | 10.00 | 0.06 | 0.24 | 0.30 | — | — | — | — | 10.30 | 3.004,5 | 355 | 1.092 | 1.092 | 1.652 | 87 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class NAV shares is 4-28-06. 8. The portfolio turnover rate for the year ended August 31, |
2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
|
Global Timber Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS A | | | | | | | | | | | | | |
|
02-28-20102 | 11.35 | 0.03 | 1.11 | 1.14 | (0.02) | — | — | (0.02)3 | 12.47 | 10.043,4,5 | 1 | 3.466 | 1.456 | 0.476 | 35 |
08-31-20097 | 10.00 | 0.03 | 1.36 | 1.39 | (0.04) | — | — | (0.04) | 11.35 | 13.983,4,5 | 1 | 5.306 | 1.456 | 0.486 | 67 |
|
|
CLASS I | | | | | | | | | | | | | |
|
02-28-20102 | 11.37 | 0.06 | 1.11 | 1.17 | (0.03) | — | — | (0.03)3 | 12.51 | 10.313,4,5 | 1 | 3.166 | 1.006 | 0.926 | 35 |
08-31-20097 | 10.00 | 0.06 | 1.36 | 1.42 | (0.05) | — | — | (0.05) | 11.37 | 14.313,4,5 | 1 | 5.006 | 1.006 | 0.936 | 67 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Not | |
annualized. 5. Assumes dividend reinvestment (if applicable). 6. Annualized. 7. The inception date for Class A and Class I shares is 1-2-09. | | | | |
|
High Income Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 6.38 | 0.41 | 1.65 | 2.06 | (0.49) | — | — | (0.49) | 7.95 | 33.244,5,6 | 490 | 0.722 | 0.722 | 11.422 | 48 |
08-31-2009 | 7.98 | 0.65 | (1.34) | (0.69) | (0.91) | — | — | (0.91) | 6.38 | (5.78)4 | 414 | 0.73 | 0.73 | 12.15 | 68 |
08-31-2008 | 10.61 | 0.79 | (2.24) | (1.45) | (0.74) | (0.44) | — | (1.18) | 7.98 | (14.76)4 | 447 | 0.72 | 0.72 | 8.80 | 53 |
08-31-2007 | 9.87 | 0.69 | 0.76 | 1.45 | (0.69) | (0.02) | — | (0.71) | 10.61 | 14.814 | 383 | 0.73 | 0.73 | 6.38 | 67 |
08-31-20067 | 10.00 | 0.23 | (0.25) | (0.02) | (0.11) | — | — | (0.11) | 9.87 | (0.14)4,5 | 289 | 0.772 | 0.772 | 6.732 | 76 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class NAV shares is 4-28-06. | | | | | |
|
High Yield Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 8.00 | 0.41 | 0.73 | 1.14 | (0.48) | — | — | (0.48) | 8.66 | 14.574,5,6 | 74 | 0.762 | 0.762 | 9.672 | 53 |
08-31-2009 | 8.81 | 0.81 | (0.73) | 0.08 | (0.89) | — | — | (0.89) | 8.00 | 3.664 | 60 | 0.76 | 0.76 | 11.73 | 739 |
08-31-2008 | 9.92 | 0.84 | (1.04) | (0.20) | (0.83) | (0.08) | — | (0.91) | 8.81 | (2.33)4 | 43 | 0.75 | 0.75 | 8.98 | 59 |
08-31-2007 | 10.12 | 0.77 | (0.17) | 0.60 | (0.74) | (0.06) | — | (0.80) | 9.92 | 6.024 | 48 | 0.75 | 0.75 | 7.48 | 777 |
08-31-20068 | 10.10 | 0.65 | (0.03) | 0.62 | (0.60) | — | — | (0.60) | 10.12 | 6.414,5 | 44 | 0.762 | 0.762 | 7.222 | 83 |
|
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 7.95 | 0.41 | 0.72 | 1.13 | (0.48) | — | — | (0.48) | 8.60 | 14.564,5,6 | 940 | 0.712 | 0.712 | 9.752 | 53 |
08-31-2009 | 8.77 | 0.83 | (0.75) | 0.08 | (0.90) | — | — | (0.90) | 7.95 | 3.624 | 906 | 0.71 | 0.71 | 12.18 | 739 |
08-31-2008 | 9.87 | 0.84 | (1.03) | (0.19) | (0.83) | (0.08) | — | (0.91) | 8.77 | (2.18)4 | 1,511 | 0.70 | 0.70 | 9.04 | 59 |
08-31-2007 | 10.08 | 0.77 | (0.17) | 0.60 | (0.75) | (0.06) | — | (0.81) | 9.87 | 6.004 | 1,547 | 0.70 | 0.70 | 7.55 | 777 |
08-31-20068 | 10.06 | 0.66 | (0.03) | 0.63 | (0.61) | — | — | (0.61) | 10.08 | 6.494,5 | 1,144 | 0.712 | 0.712 | 7.362 | 83 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The Portfolio turnover rates including the effect of “TBA” (to be announced) for the periods ended were as |
follows: 80% for the year ended 8-31-2007. 8. The inception date for Class 1 and Class NAV shares is 10-15-05. 9. The portfolio turnover rate for the year ended August 31, 2009 has |
been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | | | |
|
Index 500 Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 7.63 | 0.06 | 0.64 | 0.70 | (0.16) | — | — | (0.16) | 8.17 | 9.144,5,6 | 2,055 | 0.482 | 0.482 | 1.562 | 6 |
08-31-2009 | 9.47 | 0.15 | (1.93) | (1.78) | (0.06) | — | — | (0.06) | 7.63 | (18.66)6 | 1,857 | 0.49 | 0.49 | 2.26 | 338 |
08-31-2008 | 10.80 | 0.17 | (1.42) | (1.25) | (0.05) | (0.03) | — | (0.08) | 9.47 | (11.69)6 | 961 | 0.49 | 0.49 | 1.71 | 2 |
08-31-20077 | 10.00 | 0.17 | 0.67 | 0.84 | (0.04) | — | — | (0.04) | 10.80 | 8.414,5,6 | 83 | 0.582 | 0.512 | 1.932 | 3 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Not annualized. 5. Total returns would have been lower had certain expenses not been reduced during |
the periods shown. 6. Assumes dividend reinvestment (if applicable). 7. The inception date for Class NAV shares is 10-27-06. 8. The portfolio turnover rate for the year ended August 31, |
2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
| |
The accompanying notes are an integral part of the financial statements. | 325 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
International Equity Index Fund | | | | | | | |
|
CLASS NAV | | | | | | | | | | | |
|
02-28-20103 | 15.51 | 0.09 | 0.49 | 0.58 | (0.56) | — | — | (0.56) | 15.53 | 3.584,5,6 | 403 | 0.572 | 0.572 | 1.062 | 1 |
08-31-2009 | 18.53 | 0.37 | (3.08) | (2.71) | (0.28) | (0.03) | — | (0.31) | 15.51 | (14.15)4 | 322 | 0.58 | 0.58 | 2.91 | 268 |
08-31-2008 | 22.51 | 0.57 | (3.39) | (2.82) | (0.58) | (0.58) | — | (1.16) | 18.53 | (13.58)4 | 494 | 0.56 | 0.56 | 2.68 | 10 |
08-31-2007 | 18.97 | 0.47 | 3.64 | 4.11 | (0.35) | (0.22) | — | (0.57) | 22.51 | 21.974 | 421 | 0.56 | 0.56 | 2.23 | 15 |
08-31-20067 | 15.59 | 0.41 | 3.17 | 3.58 | (0.20) | — | — | (0.20) | 18.97 | 23.164,5 | 308 | 0.582 | 0.582 | 2.782 | 11 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class NAV shares is 10-29-05. 8. The portfolio turnover rate for the year ended | |
August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
|
International Opportunities Fund | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 11.95 | (0.02) | 0.23 | 0.21 | (0.12) | — | — | (0.12) | 12.04 | 1.694,5,6 | 89 | 1.032 | 1.032 | (0.37)2 | 72 |
08-31-2009 | 15.16 | 0.12 | (3.20) | (3.08) | (0.13) | — | — | (0.13) | 11.95 | (20.11)4 | 29 | 1.03 | 1.03 | 1.20 | 1219 |
08-31-2008 | 19.32 | 0.24 | (1.67) | (1.43) | (0.25) | (2.48) | — | (2.73) | 15.16 | (10.51)4 | 32 | 1.04 | 1.04 | 1.36 | 111 |
08-31-2007 | 16.13 | 0.25 | 3.19 | 3.44 | (0.05) | (0.20) | — | (0.25) | 19.32 | 21.484 | 23 | 1.04 | 1.04 | 1.40 | 127 |
08-31-20067 | 13.71 | 0.11 | 3.01 | 3.12 | (0.70) | — | — | (0.70) | 16.13 | 23.364,5,8 | 9 | 1.072 | 1.072 | 0.782 | 99 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 11.97 | (0.01) | 0.23 | 0.22 | (0.12) | — | — | (0.12) | 12.07 | 1.814,5,6 | 782 | 0.982 | 0.982 | (0.21)2 | 72 |
08-31-2009 | 15.19 | 0.13 | (3.21) | (3.08) | (0.14) | — | — | (0.14) | 11.97 | (20.06)4 | 708 | 0.98 | 0.98 | 1.26 | 1219 |
08-31-2008 | 19.36 | 0.25 | (1.68) | (1.43) | (0.26) | (2.48) | — | (2.74) | 15.19 | (10.50)4 | 844 | 0.99 | 0.99 | 1.38 | 111 |
08-31-2007 | 16.16 | 0.24 | 3.21 | 3.45 | (0.05) | (0.20) | — | (0.25) | 19.36 | 21.514 | 764 | 0.99 | 0.99 | 1.34 | 127 |
08-31-20067 | 13.72 | 0.10 | 3.04 | 3.14 | (0.70) | — | — | (0.70) | 16.16 | 23.514,5,8 | 552 | 1.022 | 1.022 | 0.732 | 99 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class 1 and Class NAV shares is 10-15-05. 8. The Adviser/Subadviser voluntarily | |
reimbursed Class 1 and Class NAV $11,316 and $3,937,220, respectively, for a potential lost investment opportunity. Excluding these reimbursements, the total return would have been |
23.19% for Class 1 and 22.62% for Class NAV. 9. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of |
certain short-term investments in a collateral management vehicle. | | | | | | | | | | | |
|
International Small Cap Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 12.15 | —4 | 0.94 | 0.94 | (0.21) | — | — | (0.21) | 12.88 | 7.705,6,7 | 128 | 1.232 | 1.232 | (0.04)2 | 9 |
08-31-2009 | 15.71 | 0.20 | (2.43) | (2.23) | (0.16) | (1.17) | — | (1.33) | 12.15 | (9.88)5 | 116 | 1.23 | 1.23 | 2.16 | 499 |
08-31-2008 | 24.53 | 0.31 | (5.42) | (5.11) | (0.63) | (3.08) | — | (3.71) | 15.71 | (23.67)5 | 47 | 1.18 | 1.18 | 1.61 | 29 |
08-31-2007 | 20.95 | 0.28 | 6.44 | 6.72 | (0.28) | (2.86) | — | (3.14) | 24.53 | 34.995 | 81 | 1.16 | 1.16 | 1.24 | 26 |
08-31-20068 | 18.48 | 0.27 | 2.24 | 2.51 | (0.04) | — | — | (0.04) | 20.95 | 13.585,6 | 37 | 1.182 | 1.182 | 1.552 | 89 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 12.14 | —4 | 0.96 | 0.96 | (0.22) | — | — | (0.22) | 12.88 | 7.835,6,7 | 123 | 1.182 | 1.182 | 0.042 | 9 |
08-31-2009 | 15.72 | 0.23 | (2.48) | (2.25) | (0.16) | (1.17) | — | (1.33) | 12.14 | (9.94)5 | 120 | 1.18 | 1.18 | 2.43 | 499 |
08-31-2008 | 24.53 | 0.34 | (5.42) | (5.08) | (0.65) | (3.08) | — | (3.73) | 15.72 | (23.58)5 | 295 | 1.13 | 1.13 | 1.79 | 29 |
08-31-2007 | 20.95 | 0.26 | 6.46 | 6.72 | (0.28) | (2.86) | — | (3.14) | 24.53 | 35.015 | 376 | 1.11 | 1.11 | 1.16 | 26 |
08-31-20068 | 18.45 | 0.25 | 2.29 | 2.54 | (0.04) | — | — | (0.04) | 20.95 | 13.805,6 | 359 | 1.132 | 1.132 | 1.432 | 89 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Less than $0.005 per share. 5. Assumes dividend reinvestment (if applicable). 6. Not annualized. | |
7. Total returns would have been lower had certain expenses not been reduced during the periods shown. 8. The inception date for Class 1 and Class NAV shares is 10-15-05. 9. The |
portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral | |
management vehicle. | | | | | | | | | | | | | | |
|
International Small Company Fund | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | |
|
02-28-20102 | 7.11 | 0.01 | 0.26 | 0.27 | (0.31) | — | — | (0.31) | 7.07 | 3.724,5,6 | 125 | 1.123 | 1.123 | 0.263 | 8 |
08-31-2009 | 8.49 | 0.11 | (1.24) | (1.13) | (0.10) | (0.15) | — | (0.25) | 7.11 | (12.23)4 | 125 | 1.09 | 1.09 | 2.03 | 218 |
08-31-2008 | 11.53 | 0.16 | (2.19) | (2.03) | (0.15) | (0.86) | — | (1.01) | 8.49 | (19.32)4 | 404 | 1.10 | 1.10 | 1.66 | 11 |
08-31-2007 | 9.33 | 0.12 | 2.14 | 2.26 | (0.06) | — | — | (0.06) | 11.53 | 24.304 | 250 | 1.11 | 1.11 | 1.06 | 32 |
08-31-20067 | 10.00 | 0.04 | (0.71) | (0.67) | — | — | — | — | 9.33 | (6.70)4,5 | 221 | 1.143 | 1.143 | 1.373 | 57 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Annualized. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class NAV shares is 4-28-06. 8. The portfolio turnover rate for the year ended August 31, |
2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
| |
The accompanying notes are an integral part of the financial statements. | 326 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
International Value Fund | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | | |
|
02-28-20102 | 12.99 | 0.04 | 0.22 | 0.26 | (0.26) | — | — | (0.26) | 12.99 | 1.943,4,5 | 285 | 0.966 | 0.946 | 0.606 | 8 |
08-31-2009 | 15.68 | 0.29 | (2.09) | (1.80) | (0.51) | (0.38) | — | (0.89) | 12.99 | (9.96)3,4 | 294 | 0.98 | 0.96 | 2.69 | 268 |
08-31-2008 | 19.73 | 0.55 | (3.25) | (2.70) | (0.36) | (0.99) | — | (1.35) | 15.68 | (15.08)3,4 | 372 | 0.99 | 0.98 | 3.07 | 21 |
08-31-2007 | 17.91 | 0.45 | 2.93 | 3.38 | (0.46) | (1.10) | — | (1.56) | 19.73 | 19.453,4 | 162 | 1.00 | 0.98 | 2.32 | 24 |
08-31-20067 | 15.20 | 0.46 | 2.30 | 2.76 | (0.05) | — | — | (0.05) | 17.91 | 18.223,4,5 | 134 | 1.016 | 0.996 | 3.176 | 59 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20102 | 12.96 | 0.04 | 0.23 | 0.27 | (0.27) | — | — | (0.27) | 12.96 | 1.983,4,5 | 910 | 0.916 | 0.896 | 0.646 | 8 |
08-31-2009 | 15.64 | 0.30 | (2.08) | (1.78) | (0.52) | (0.38) | — | (0.90) | 12.96 | (9.85)3,4 | 854 | 0.93 | 0.91 | 2.78 | 268 |
08-31-2008 | 19.70 | 0.53 | (3.23) | (2.70) | (0.37) | (0.99) | — | (1.36) | 15.64 | (15.09)3,4 | 1,053 | 0.94 | 0.92 | 2.94 | 21 |
08-31-2007 | 17.88 | 0.47 | 2.91 | 3.38 | (0.46) | (1.10) | — | (1.56) | 19.70 | 19.503,4 | 1,081 | 0.95 | 0.93 | 2.42 | 24 |
08-31-20067 | 15.16 | 0.47 | 2.30 | 2.77 | (0.05) | — | — | (0.05) | 17.88 | 18.353,4,5 | 836 | 0.966 | 0.946 | 3.216 | 59 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Total returns would have been lower had certain expenses not been reduced during the periods shown. 4. Assumes |
dividend reinvestment (if applicable). 5. Not annualized. 6. Annualized. 7. The inception date for Class 1 and Class NAV shares is 10-15-05. 8. The portfolio turnover rate for the year |
ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | |
|
Investment Quality Bond Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | | |
|
02-28-20103 | 11.87 | 0.24 | 0.25 | 0.49 | (0.32) | — | — | (0.32) | 12.04 | 4.204,5,6 | 68 | 0.712 | 0.712 | 4.082 | 8 |
08-31-2009 | 11.62 | 0.49 | 0.40 | 0.89 | (0.60) | (0.04) | — | (0.64) | 11.87 | 8.164 | 64 | 0.75 | 0.75 | 4.45 | 35 |
08-31-2008 | 11.70 | 0.54 | (0.02) | 0.52 | (0.60) | — | — | (0.60) | 11.62 | 4.524 | 54 | 0.76 | 0.76 | 4.61 | 81 |
08-31-2007 | 11.76 | 0.56 | (0.04) | 0.52 | (0.58) | —7 | — | (0.58) | 11.70 | 4.494 | 43 | 0.78 | 0.78 | 4.77 | 37 |
08-31-20068 | 11.84 | 0.46 | (0.16) | 0.30 | (0.38) | — | — | (0.38) | 11.76 | 2.644,6 | 35 | 0.842 | 0.842 | 4.422 | 35 |
|
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 11.86 | 0.24 | 0.26 | 0.50 | (0.33) | — | — | (0.33) | 12.03 | 4.234,5,6 | 133 | 0.662 | 0.662 | 4.132 | 8 |
08-31-2009 | 11.61 | 0.50 | 0.39 | 0.89 | (0.60) | (0.04) | — | (0.64) | 11.86 | 8.234 | 122 | 0.70 | 0.70 | 4.47 | 35 |
08-31-2008 | 11.69 | 0.55 | (0.02) | 0.53 | (0.61) | — | — | (0.61) | 11.61 | 4.574 | 149 | 0.71 | 0.71 | 4.66 | 81 |
08-31-2007 | 11.75 | 0.56 | (0.04) | 0.52 | (0.58) | —7 | — | (0.58) | 11.69 | 4.564 | 123 | 0.73 | 0.73 | 4.83 | 37 |
08-31-20068 | 11.83 | 0.46 | (0.16) | 0.30 | (0.38) | — | — | (0.38) | 11.75 | 2.684,6 | 93 | 0.792 | 0.792 | 4.512 | 35 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. Less than $0.005 per share. 8. The inception date for Class 1 and Class NAV shares is 10-15-05. | |
|
Large Cap Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | | |
|
02-28-20102 | 10.44 | 0.05 | 1.17 | 1.22 | (0.09) | — | — | (0.09) | 11.57 | 11.673,4,5 | 41 | 0.856 | 0.856 | 0.986 | 27 |
08-31-2009 | 13.69 | 0.12 | (3.13) | (3.01) | (0.24) | — | — | (0.24) | 10.44 | (21.66)3 | 21 | 0.86 | 0.86 | 1.33 | 998 |
08-31-2008 | 16.12 | 0.18 | (2.06) | (1.88) | (0.14) | (0.41) | — | (0.55) | 13.69 | (12.04)3 | 26 | 0.80 | 0.80 | 1.20 | 55 |
08-31-2007 | 14.67 | 0.19 | 1.78 | 1.97 | (0.13) | (0.39) | — | (0.52) | 16.12 | 13.593 | 31 | 0.81 | 0.81 | 1.15 | 29 |
08-31-20067 | 13.26 | 0.11 | 1.31 | 1.42 | (0.01) | — | — | (0.01) | 14.67 | 10.733,4 | 2 | 0.936 | 0.936 | 0.866 | 24 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20102 | 10.44 | 0.05 | 1.16 | 1.21 | (0.09) | — | — | (0.09) | 11.56 | 11.623,4,5 | 229 | 0.806 | 0.806 | 0.966 | 27 |
08-31-2009 | 13.70 | 0.13 | (3.14) | (3.01) | (0.25) | — | — | (0.25) | 10.44 | (21.65)3 | 206 | 0.81 | 0.81 | 1.36 | 998 |
08-31-2008 | 16.13 | 0.18 | (2.05) | (1.87) | (0.15) | (0.41) | — | (0.56) | 13.70 | (11.99)3 | 363 | 0.75 | 0.75 | 1.26 | 55 |
08-31-2007 | 14.67 | 0.18 | 1.80 | 1.98 | (0.13) | (0.39) | — | (0.52) | 16.13 | 13.673 | 348 | 0.76 | 0.76 | 1.11 | 29 |
08-31-20067 | 13.26 | 0.12 | 1.31 | 1.43 | (0.02) | — | — | (0.02) | 14.67 | 10.793,4 | 192 | 0.886 | 0.886 | 0.956 | 24 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Assumes dividend reinvestment (if applicable). 4. Not annualized. 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Annualized. 7. The inception date for Class 1 and Class NAV shares is 10-15-05. 8. The portfolio turnover rate for the year ended |
August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
| |
The accompanying notes are an integral part of the financial statements. | 327 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
| |
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Large Cap Value Fund | | | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | |
|
02-28-20103 | 16.00 | 0.08 | 1.01 | 1.09 | (0.24) | — | — | (0.24) | 16.85 | 6.774,5,6 | 81 | 0.902 | 0.902 | 0.992 | 57 |
08-31-2009 | 21.99 | 0.28 | (6.00) | (5.72) | (0.27) | — | — | (0.27) | 16.00 | (25.96)4 | 84 | 0.91 | 0.91 | 1.82 | 1688 |
08-31-2008 | 25.90 | 0.26 | (3.30) | (3.04) | (0.22) | (0.65) | — | (0.87) | 21.99 | (12.16)4 | 109 | 0.88 | 0.88 | 1.08 | 62 |
08-31-2007 | 22.97 | 0.24 | 2.83 | 3.07 | (0.14) | — | — | (0.14) | 25.90 | 13.394 | 130 | 0.91 | 0.91 | 0.96 | 63 |
08-31-20067 | 20.31 | 0.23 | 2.48 | 2.71 | (0.05) | — | — | (0.05) | 22.97 | 13.334,5 | 105 | 0.982 | 0.982 | 1.242 | 54 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 16.03 | 0.09 | 1.00 | 1.09 | (0.24) | — | — | (0.24) | 16.88 | 6.814,5,6 | 489 | 0.852 | 0.852 | 1.052 | 57 |
08-31-2009 | 22.03 | 0.28 | (5.99) | (5.71) | (0.29) | — | — | (0.29) | 16.03 | (25.90)4 | 433 | 0.86 | 0.86 | 1.80 | 1688 |
08-31-2008 | 25.95 | 0.28 | (3.31) | (3.03) | (0.24) | (0.65) | — | (0.89) | 22.03 | (12.13)4 | 621 | 0.83 | 0.83 | 1.18 | 62 |
08-31-2007 | 23.01 | 0.26 | 2.82 | 3.08 | (0.14) | — | — | (0.14) | 25.95 | 13.424 | 412 | 0.86 | 0.86 | 1.00 | 63 |
08-31-20067 | 20.33 | 0.17 | 2.56 | 2.73 | (0.05) | — | — | (0.05) | 23.01 | 13.434,5 | 234 | 0.892 | 0.892 | 0.892 | 54 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class 1 and Class NAV shares is 10-15-05. 8. The portfolio turnover rate for the year |
ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | |
|
Mid Cap Index Fund | | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 14.53 | 0.10 | 1.83 | 1.93 | (0.16) | — | — | (0.16) | 16.30 | 13.344,5,6 | 569 | 0.492 | 0.492 | 1.232 | 10 |
08-31-2009 | 18.37 | 0.17 | (3.69) | (3.52) | (0.13) | (0.19) | — | (0.32) | 14.53 | (18.69)4 | 506 | 0.50 | 0.50 | 1.36 | 289 |
08-31-2008 | 21.18 | 0.18 | (1.05) | (0.87) | (0.26) | (1.68) | — | (1.94) | 18.37 | (4.61)4 | 332 | 0.49 | 0.49 | 0.93 | 48 |
08-31-2007 | 18.37 | 0.277 | 2.65 | 2.92 | (0.08) | (0.03) | — | (0.11) | 21.18 | 15.934 | 428 | 0.51 | 0.51 | 1.327 | 64 |
08-31-20068 | 16.85 | 0.17 | 1.38 | 1.55 | (0.03) | — | — | (0.03) | 18.37 | 9.204,5,6 | 172 | 0.562 | 0.562 | 1.142 | 10 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflects |
special dividends received by the Fund which amounted to the following amounts: | | | | | | | | | | |
| | | | | | | | | | | | Percentage of average | |
| | | | | | | Per share | | | | net assets | |
|
Class NAV | | | | | | | $0.06 | | | | 0.28% | |
8. The inception date for Class NAV shares is 10-29-05. 9. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the |
effect of certain short-term investments in a collateral management vehicle. | | | | | | | | | | |
|
Mid Cap Stock Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | |
|
02-28-20103 | 12.45 | (0.02) | 1.83 | 1.81 | — | — | — | — | 14.26 | 14.544,5,6 | 293 | 0.932 | 0.932 | (0.29)2 | 71 |
08-31-2009 | 16.90 | —7 | (4.45) | (4.45) | — | — | — | — | 12.45 | (26.33)4 | 266 | 0.94 | 0.94 | 0.01 | 15910 |
08-31-2008 | 19.00 | (0.03) | (0.74) | (0.77) | — | (1.33) | — | (1.33) | 16.90 | (4.91)4 | 379 | 0.93 | 0.93 | (0.16) | 125 |
08-31-2007 | 15.81 | 0.038 | 3.96 | 3.99 | (0.06) | (0.74) | — | (0.80) | 19.00 | 25.914 | 136 | 0.93 | 0.93 | 0.188 | 114 |
08-31-20069 | 13.86 | (0.04) | 2.01 | 1.97 | — | (0.02) | — | (0.02) | 15.81 | 14.204,5,10 | 107 | 0.962 | 0.962 | (0.30)2 | 104 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 12.47 | (0.02) | 1.84 | 1.82 | —7 | — | — | —7 | 14.29 | 14.614,5,6 | 512 | 0.882 | 0.882 | (0.23)2 | 71 |
08-31-2009 | 16.93 | —7 | (4.46) | (4.46) | —7 | — | — | —7 | 12.47 | (26.30)4 | 447 | 0.89 | 0.89 | 0.04 | 15910 |
08-31-2008 | 19.03 | (0.01) | (0.76) | (0.77) | —7 | (1.33) | — | (1.33) | 16.93 | (4.90)4 | 348 | 0.88 | 0.88 | (0.08) | 125 |
08-31-2007 | 15.83 | 0.038 | 3.97 | 4.00 | (0.06) | (0.74) | — | (0.80) | 19.03 | 25.954 | 366 | 0.88 | 0.88 | 0.198 | 114 |
08-31-20069 | 13.87 | (0.04) | 2.02 | 1.98 | — | (0.02) | — | (0.02) | 15.83 | 14.274,5,10 | 194 | 0.912 | 0.912 | (0.26)2 | 104 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. Less than $0.005 per share. 8. Net investment income (loss) per share and ratio of net investment income (loss) |
to average net assets reflects special dividends received by the Fund which amounted to the following amounts: | | | | | | | |
| | | | | | | | | | | | Percentage of average | |
| | | | | | | Per share | | | | net assets | |
|
Class 1 | | | | | | | $0.07 | | | | 0.42% | |
Class NAV | | | | | | | $0.06 | | | | 0.35% | |
9. The inception date for Class 1 and Class NAV shares is 10-15-05. 10. The Adviser/Subadviser voluntarily paid Class 1 and Class NAV $510,149 and $847,342, respectively, for a | |
potential lost investment opportunity. Excluding these payments, the total return would have been 13.67% for Class 1 and 13.77% for Class NAV. 10. The portfolio turnover rate for the |
year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | |
| |
The accompanying notes are an integral part of the financial statements. | 328 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Mid Cap Value Equity Fund | | | | | | | | | |
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 7.38 | 0.04 | 0.90 | 0.94 | (0.08) | — | — | (0.08) | 8.24 | 12.774,5,6 | 181 | 0.922 | 0.922 | 1.112 | 25 |
08-31-2009 | 9.86 | 0.10 | (2.30) | (2.20) | (0.08) | (0.20) | — | (0.28) | 7.38 | (21.56)4 | 162 | 0.95 | 0.95 | 1.61 | 378 |
08-31-2008 | 11.42 | 0.07 | (1.31) | (1.24) | (0.11) | (0.21) | — | (0.32) | 9.86 | (11.17)4 | 91 | 0.97 | 0.97 | 0.69 | 53 |
08-31-2007 | 9.65 | 0.13 | 1.70 | 1.83 | (0.06) | — | — | (0.06) | 11.42 | 18.994 | 129 | 0.94 | 0.94 | 1.22 | 26 |
08-31-20067 | 10.00 | 0.03 | (0.38) | (0.35) | — | — | — | — | 9.65 | (3.50)4,6 | 98 | 1.022 | 1.022 | 0.792 | 24 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. The inception date for Class NAV shares is 4-28-06. 8. The portfolio turnover rate for the year ended | |
August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
|
Mid Value Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | |
|
02-28-20102 | 12.61 | 0.05 | 1.39 | 1.44 | (0.08) | (0.36) | — | (0.44) | 13.61 | 11.373,4,5 | 336 | 1.056 | 1.006 | 0.746 | 24 |
08-31-20097 | 10.00 | 0.05 | 2.56 | 2.61 | — | — | — | — | 12.61 | 26.103,4,5 | 301 | 1.106 | 1.056 | 0.646 | 30 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Assumes dividend reinvestment (if applicable). 4. Not annualized. 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Annualized. 7. The inception date for Class NAV shares is 1-2-09. | | | | | | |
|
Optimized Value Fund | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | | |
|
02-28-20108 | 9.76 | 0.07 | 0.73 | 0.80 | (0.20) | — | — | (0.20) | 10.36 | 8.203,4,5 | 47 | 0.812 | 0.812 | 1.402 | 63 |
08-31-2009 | 12.98 | 0.18 | (3.12) | (2.94) | (0.28) | — | — | (0.28) | 9.76 | (22.32)3 | 48 | 0.79 | 0.79 | 2.05 | 1449 |
08-31-2008 | 17.55 | 0.24 | (3.32) | (3.08) | (0.27) | (1.22) | — | (1.49) | 12.98 | (18.77)3 | 69 | 0.73 | 0.73 | 1.63 | 159 |
08-31-2007 | 16.56 | 0.31 | 1.68 | 1.99 | (0.20) | (0.80) | — | (1.00) | 17.55 | 12.123 | 106 | 0.74 | 0.74 | 1.75 | 169 |
08-31-20066 | 14.09 | 0.22 | 2.31 | 2.53 | (0.06) | —7 | — | (0.06) | 16.56 | 17.983,4 | 96 | 0.792 | 0.792 | 1.622 | 127 |
|
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20108 | 9.77 | 0.07 | 0.73 | 0.80 | (0.21) | — | — | (0.21) | 10.36 | 8.143,4,5 | 275 | 0.762 | 0.762 | 1.452 | 63 |
08-31-2009 | 12.98 | 0.19 | (3.11) | (2.92) | (0.29) | — | — | (0.29) | 9.77 | (22.19)3 | 248 | 0.73 | 0.73 | 2.18 | 1449 |
08-31-2008 | 17.57 | 0.25 | (3.34) | (3.09) | (0.28) | (1.22) | — | (1.50) | 12.98 | (18.82)3 | 694 | 0.69 | 0.69 | 1.69 | 159 |
08-31-2007 | 16.56 | 0.32 | 1.69 | 2.01 | (0.20) | (0.80) | — | (1.00) | 17.57 | 12.263 | 680 | 0.69 | 0.69 | 1.81 | 169 |
08-31-20066 | 14.09 | 0.24 | 2.29 | 2.53 | (0.06) | —7 | — | (0.06) | 16.56 | 17.983,4 | 362 | 0.742 | 0.742 | 1.732 | 127 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Assumes dividend reinvestment (if applicable). 4. Not annualized. 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. The inception date for Class 1 and Class NAV shares is 10-15-05. 7. Less than $0.005 per share. 8. Unaudited. 9. The portfolio |
turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management |
vehicle. | | | | | | | | | | | | | | | |
|
Real Estate Equity Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 5.35 | 0.09 | 0.82 | 0.91 | (0.16) | — | — | (0.16) | 6.10 | 17.044,5,6 | 234 | 0.922 | 0.892 | 3.172 | 17 |
08-31-2009 | 8.52 | 0.18 | (3.15) | (2.97) | (0.19) | (0.01) | — | (0.20) | 5.35 | (34.63)4,5 | 209 | 0.93 | 0.90 | 3.81 | 759 |
08-31-2008 | 10.82 | 0.20 | (1.24) | (1.04) | (0.12) | (1.14) | — | (1.26) | 8.52 | (9.91)4,5 | 264 | 0.91 | 0.87 | 2.20 | 27 |
08-31-2007 | 10.99 | 0.28 | (0.12)7 | 0.16 | (0.17) | (0.16) | — | (0.33) | 10.82 | 1.284,5 | 254 | 0.90 | 0.87 | 2.41 | 55 |
08-31-20068 | 10.00 | 0.08 | 0.91 | 0.99 | — | — | — | — | 10.99 | 9.904,5,6 | 275 | 0.922 | 0.902 | 2.292 | 50 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. |
5. Assumes dividend reinvestment (if applicable). 6. Not annualized. 7. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments |
for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the fund. 8. The inception date for Class NAV shares is |
4-28-06. 9. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a |
collateral management vehicle. | | | | | | | | | | | | | |
|
Real Estate Securities Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 8.72 | 0.17 | 1.30 | 1.47 | (0.13) | — | — | (0.13) | 10.06 | 16.864,5,6 | 289 | 0.802 | 0.802 | 3.602 | 43 |
08-31-2009 | 13.60 | 0.26 | (4.79) | (4.53) | (0.26) | (0.09) | — | (0.35) | 8.72 | (33.01)4 | 75 | 0.84 | 0.84 | 3.30 | 1198 |
08-31-2008 | 17.80 | 0.32 | (1.57) | (1.25) | (0.30) | (2.65) | — | (2.95) | 13.60 | (7.58)4 | 113 | 0.82 | 0.82 | 2.18 | 74 |
08-31-2007 | 29.94 | 0.50 | 1.52 | 2.02 | (0.93) | (13.23) | — | (14.16) | 17.80 | 4.304 | 145 | 0.80 | 0.80 | 2.25 | 87 |
08-31-20067 | 23.03 | 0.64 | 6.46 | 7.10 | (0.16) | (0.03) | — | (0.19) | 29.94 | 30.964,5 | 171 | 0.822 | 0.822 | 2.762 | 199 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class 1 shares is 10-15-05. 8. The portfolio turnover rate for the year ended August 31, |
2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
| |
The accompanying notes are an integral part of the financial statements. | 329 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Real Return Bond Fund | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | |
|
02-28-20103 | 12.10 | 0.09 | 0.52 | 0.61 | (0.25) | — | — | (0.25) | 12.46 | 5.064,5,7 | 76 | 0.772 | 0.772 | 1.392 | 153 |
08-31-2009 | 14.15 | 0.42 | (0.55) | (0.13) | (0.42) | (1.50) | — | (1.92) | 12.10 | 0.994 | 60 | 0.79 | 0.79 | 3.59 | 6286,10 |
08-31-2008 | 13.17 | 0.60 | 1.03 | 1.63 | (0.65) | — | — | (0.65) | 14.15 | 12.644 | 46 | 0.80 | 0.80 | 4.26 | 9926 |
08-31-2007 | 13.41 | 0.55 | (0.29) | 0.26 | (0.46) | (0.04) | — | (0.50) | 13.17 | 1.974,7 | 19 | 0.79 | 0.79 | 4.16 | 1976 |
08-31-20068 | 13.52 | 0.53 | (0.24) | 0.29 | (0.40) | —9 | — | (0.40) | 13.41 | 2.274,5 | 17 | 0.802 | 0.802 | 4.522 | 216 |
|
|
CLASS NAV | | | | | | | | | | | |
|
02-28-20103 | 11.99 | 0.09 | 0.52 | 0.61 | (0.25) | — | — | (0.25) | 12.35 | 5.134,5,7 | 1,209 | 0.722 | 0.722 | 1.442 | 153 |
08-31-2009 | 14.03 | 0.43 | (0.55) | (0.12) | (0.42) | (1.50) | — | (1.92) | 11.99 | 1.114 | 1,058 | 0.74 | 0.74 | 3.72 | 6286,10 |
08-31-2008 | 13.07 | 0.60 | 1.02 | 1.62 | (0.66) | — | — | (0.66) | 14.03 | 12.634 | 819 | 0.75 | 0.75 | 4.30 | 9926 |
08-31-2007 | 13.32 | 0.59 | (0.34) | 0.25 | (0.46) | (0.04) | — | (0.50) | 13.07 | 1.954,7 | 951 | 0.74 | 0.74 | 4.53 | 1976 |
08-31-20068 | 13.43 | 0.55 | (0.26) | 0.29 | (0.40) | —9 | — | (0.40) | 13.32 | 2.324,5 | 684 | 0.752 | 0.752 | 4.752 | 216 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. The Portfolio turnover rates | |
including the effect of “TBA” (to be announced) for the periods ended were as follows: 772% for the year ended 8-31-2009, 1,192% for the year ended 8-31-2008 and 230% for the year |
ended 8-31-2007. The year ended 8-31-2006 includes the effect of TBA transactions. 7. Total returns would have been lower had certain expenses not been reduced during the periods |
shown. 8. The inception date for Class 1 and Class NAV shares is 10-15-05. 9. Less than $0.005 per share. 10. The portfolio turnover rate for the year ended August 31, 2009 has been |
revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | | | |
|
Short Term Government Income Fund | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 10.14 | 0.06 | 0.13 | 0.19 | (0.15) | (0.02) | — | (0.17) | 10.16 | 1.804,5,6 | 33 | 0.812 | 0.652 | 1.112 | 64 |
08-31-20097 | 10.00 | 0.13 | 0.01 | 0.14 | — | — | — | — | 10.14 | 1.404,5 | 25 | 1.212 | 0.652 | 2.022 | 177 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Not annualized. 5. Assumes dividend reinvestment (if applicable). 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class NAV shares is 1-2-09. | | | | | |
|
Small Cap Growth Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 8.38 | (0.04) | 1.12 | 1.08 | — | — | — | — | 9.46 | 12.894,5,7 | 124 | 1.132 | 1.132 | (0.82)2 | 63 |
08-31-20096 | 10.00 | (0.04) | (1.58) | (1.62) | — | — | — | — | 8.38 | (16.20)4,7 | 122 | 1.182 | 1.182 | (0.59)2 | 214 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Not annualized. 5. Total returns would have been lower had certain expenses not been reduced during |
the periods shown. 6. The inception date for Class NAV shares is 9-9-08. 7. Assumes dividend reinvestment (if applicable). | | | | | | |
|
Small Cap Index Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | |
|
02-28-20103 | 9.88 | 0.05 | 0.97 | 1.02 | (0.13) | — | — | (0.13) | 10.77 | 10.344,5,6 | 120 | 0.532 | 0.532 | 1.002 | 7 |
08-31-2009 | 12.96 | 0.11 | (2.95) | (2.84) | (0.09) | (0.15) | — | (0.24) | 9.88 | (21.60)4 | 100 | 0.55 | 0.55 | 1.33 | 968 |
08-31-2008 | 17.03 | 0.19 | (1.04) | (0.85) | (0.30) | (2.92) | — | (3.22) | 12.96 | (5.60)4,5 | 125 | 0.56 | 0.56 | 1.39 | 86 |
08-31-2007 | 15.95 | 0.20 | 1.50 | 1.70 | (0.13) | (0.49) | — | (0.62) | 17.03 | 10.704,5 | 89 | 0.54 | 0.54 | 1.19 | 40 |
08-31-20067 | 14.05 | 0.12 | 1.80 | 1.92 | (0.02) | — | — | (0.02) | 15.95 | 13.694,5,6 | 125 | 0.582 | 0.562 | 0.922 | 40 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. The inception date for Class NAV shares is 10-29-05. 8. The portfolio turnover rate for the year ended | |
August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
|
Small Cap Opportunities Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 15.14 | (0.01) | 1.74 | 1.73 | (0.03) | — | — | (0.03) | 16.84 | 11.404,5,6 | 47 | 1.122 | 1.042,7 | (0.07)2 | 19 |
08-31-2009 | 18.87 | 0.06 | (3.57) | (3.51) | (0.22) | — | — | (0.22) | 15.14 | (18.28)4,5 | 45 | 1.21 | 1.167 | 0.49 | 9810 |
08-31-2008 | 23.45 | 0.35 | (4.53) | (4.18) | (0.33) | (0.07) | — | (0.40) | 18.87 | (18.09)4,5 | 25 | 1.11 | 1.11 | 1.62 | 81 |
08-31-2007 | 23.24 | 0.32 | 0.83 | 1.15 | (0.31) | (0.63) | — | (0.94) | 23.45 | 4.854,5 | 35 | 1.09 | 1.09 | 1.32 | 48 |
08-31-20068 | 21.36 | 0.21 | 1.72 | 1.93 | (0.05) | —9 | — | (0.05) | 23.24 | 9.044,5,6 | 30 | 1.102 | 1.102 | 1.012 | 59 |
|
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 15.07 | —9 | 1.71 | 1.71 | (0.03) | — | — | (0.03) | 16.75 | 11.374,5,6 | 59 | 1.072 | 0.992,7 | (0.01)7 | 19 |
08-31-2009 | 18.79 | 0.09 | (3.58) | (3.49) | (0.23) | — | — | (0.23) | 15.07 | (18.24)4,5 | 54 | 1.16 | 1.117 | 0.68 | 9810 |
08-31-2008 | 23.35 | 0.47 | (4.62) | (4.15) | (0.34) | (0.07) | — | (0.41) | 18.79 | (18.04)4,5 | 97 | 1.06 | 1.06 | 1.68 | 81 |
08-31-2007 | 23.14 | 0.34 | 0.81 | 1.15 | (0.31) | (0.63) | — | (0.94) | 23.35 | 4.884,5 | 194 | 1.04 | 1.04 | 1.37 | 48 |
08-31-20068 | 21.26 | 0.22 | 1.71 | 1.93 | (0.05) | —9 | — | (0.05) | 23.14 | 9.094,5,6 | 217 | 1.052 | 1.052 | 1.052 | 59 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. The Adviser has agreed to waive or reimburse expenses, as detailed in the accompanying notes to the financial |
statements, which are subject to possible recapture by the Investment Adviser within three years of being incurred. See Note 6. 8. The inception date for Class 1 and Class NAV shares is |
10-15-05. 9. Less than $0.005 per share. 10. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of |
certain short-term investments in a collateral management vehicle. | | | | | | | | | | | |
| |
The accompanying notes are an integral part of the financial statements. | 330 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Small Cap Value Fund | | | | | | | | | | | |
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 12.50 | 0.04 | 1.70 | 1.74 | (0.06) | (0.18) | — | (0.24) | 14.00 | 14.004,5,6 | 90 | 1.142 | 1.132 | 0.632 | 14 |
08-31-20097 | 10.00 | 0.03 | 2.47 | 2.50 | — | — | — | — | 12.50 | 25.004,.6 | 79 | 1.322 | 1.322 | 0.332 | 9 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. The inception date for Class NAV shares is 12-16-08. | | | | | |
|
Small Company Growth Fund | | | | | | | | | |
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20102 | 9.51 | —4 | 1.00 | 1.00 | (0.01) | — | — | (0.01) | 10.50 | 10.525,6,7 | 141 | 1.113 | 1.113 | (0.08)3 | 16 |
08-31-2009 | 11.95 | (0.02) | (2.42) | (2.44) | — | — | — | — | 9.51 | (20.42)6 | 122 | 1.13 | 1.13 | (0.24) | 589 |
08-31-2008 | 13.09 | (0.07) | (0.77) | (0.84) | — | (0.30) | — | (0.30) | 11.95 | (6.57)6 | 169 | 1.10 | 1.10 | (0.54) | 38 |
08-31-2007 | 11.09 | (0.09) | 2.29 | 2.20 | — | (0.20) | — | (0.20) | 13.09 | 20.046 | 208 | 1.11 | 1.11 | (0.68) | 39 |
08-31-20068 | 10.00 | (0.08) | 1.17 | 1.09 | — | — | — | — | 11.09 | 10.905,6 | 74 | 1.163 | 1.163 | (0.83)3 | 49 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Annualized. 4. Less than $0.005 per share. 5. Not annualized. 6. Assumes dividend reinvestment (if applicable). | |
7. Total returns would have been lower had certain expenses not been reduced during the periods shown. 8. The inception date for Class NAV shares is 10-29-05. 9. The portfolio turnover |
rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. |
|
Small Company Value Fund | | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | | | |
|
02-28-20103 | 19.71 | 0.05 | 1.82 | 1.87 | (0.19) | — | — | (0.19) | 21.39 | 9.494,5,6 | 106 | 1.132 | 1.082 | 0.472 | 11 |
08-31-2009 | 24.91 | 0.13 | (4.83) | (4.70) | (0.13) | (0.37) | — | (0.50) | 19.71 | (18.47)4,5 | 101 | 1.13 | 1.08 | 0.77 | 238 |
08-31-2008 | 25.81 | 0.13 | 0.12 | 0.25 | (0.04) | (1.11) | — | (1.15) | 24.91 | 1.154,5 | 134 | 1.12 | 1.07 | 0.52 | 22 |
08-31-2007 | 23.66 | 0.05 | 2.54 | 2.59 | (0.07) | (0.37) | — | (0.44) | 25.81 | 10.984,5 | 144 | 1.11 | 1.06 | 0.20 | 18 |
08-31-20067 | 21.09 | 0.10 | 2.52 | 2.62 | (0.05) | — | — | (0.05) | 23.66 | 12.414,5,6 | 149 | 1.122 | 1.102 | 0.462 | 12 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 19.69 | 0.05 | 1.82 | 1.87 | (0.19) | — | — | (0.19) | 21.37 | 9.544,5,6 | 292 | 1.082 | 1.032 | 0.522 | 11 |
08-31-2009 | 24.89 | 0.14 | (4.83) | (4.69) | (0.14) | (0.37) | — | (0.51) | 19.69 | (18.43)4,5 | 262 | 1.08 | 1.03 | 0.84 | 238 |
08-31-2008 | 25.79 | 0.14 | 0.12 | 0.26 | (0.05) | (1.11) | — | (1.16) | 24.89 | 1.204,5 | 418 | 1.07 | 1.02 | 0.58 | 22 |
08-31-2007 | 23.63 | 0.06 | 2.54 | 2.60 | (0.07) | (0.37) | — | (0.44) | 25.79 | 11.044,5 | 319 | 1.06 | 1.01 | 0.25 | 18 |
08-31-20067 | 21.06 | 0.11 | 2.51 | 2.62 | (0.05) | — | — | (0.05) | 23.63 | 12.444,5,6 | 239 | 1.072 | 1.052 | 0.532 | 12 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. The inception date for Class 1 and Class NAV shares is 10-15-05. 8. The portfolio turnover rate for the year |
ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | |
|
Smaller Company Growth Fund | | | | | | | | | | |
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20102 | 10.38 | (0.01) | 1.21 | 1.20 | — | — | — | — | 11.58 | 11.564,5,7 | 180 | 1.113 | 1.003 | (0.27)3 | 43 |
08-31-20096 | 10.00 | (0.04) | 0.42 | 0.38 | — | — | — | — | 10.38 | 3.804,5,7 | 158 | 1.293 | 1.173 | (0.47)3 | 698 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Annualized. 4. Not annualized. 5. Total returns would have been lower had certain expenses not been reduced during |
the periods shown. 6. The inception date for Class NAV shares is 10-7-08. 7. Assumes dividend reinvestment (if applicable). 8. The portfolio turnover rate for the year ended August 31, |
2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
|
Spectrum Income Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 10.00 | 0.24 | 0.35 | 0.59 | (0.27) | — | — | (0.27) | 10.32 | 5.994,5,6 | 844 | 0.792 | 0.772 | 4.682 | 447 |
08-31-2009 | 10.09 | 0.48 | 0.03 | 0.51 | (0.53) | (0.07) | — | (0.60) | 10.00 | 5.854,5 | 901 | 0.83 | 0.81 | 5.27 | 737,9 |
08-31-2008 | 10.51 | 0.48 | (0.26) | 0.22 | (0.50) | (0.14) | — | (0.64) | 10.09 | 2.064,5 | 1,065 | 0.86 | 0.83 | 4.62 | 677 |
08-31-2007 | 10.27 | 0.47 | 0.24 | 0.71 | (0.45) | (0.02) | — | (0.47) | 10.51 | 7.004,5 | 979 | 0.88 | 0.86 | 4.46 | 737 |
08-31-20068 | 10.00 | 0.35 | 0.19 | 0.54 | (0.27) | — | — | (0.27) | 10.27 | 5.474,5,6 | 764 | 0.942 | 0.932 | 4.152 | 123 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Total returns would have been lower had certain expenses not been reduced during the periods shown. |
5. Assumes dividend reinvestment (if applicable). 6. Not annualized. 7. The Portfolio turnover rates including the effect of “TBA” (to be announced) for the periods ended were as follows: |
61% for the period ended 2-28-2010, 111% for the year ended 8-31-2009, 114% for the year ended 8-31-2008 and 110% for the year ended 8-31-2007. 8. The inception date for Class |
NAV shares is 10-29-05. 9. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term |
investments in a collateral management vehicle. | | | | | | | | | | | | |
| |
The accompanying notes are an integral part of the financial statements. | 331 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Strategic Bond Fund | | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 10.30 | 0.24 | 0.70 | 0.94 | (0.58) | — | — | (0.58) | 10.66 | 9.394,5,6 | 47 | 0.782 | 0.782 | 4.562 | 707 |
08-31-2009 | 10.47 | 0.57 | (0.17) | 0.40 | (0.57) | — | — | (0.57) | 10.30 | 4.554 | 40 | 0.79 | 0.79 | 6.08 | 697 |
08-31-2008 | 11.56 | 0.71 | (1.12) | (0.41) | (0.68) | — | — | (0.68) | 10.47 | (3.74)4 | 38 | 0.80 | 0.80 | 6.32 | 1547 |
08-31-2007 | 11.79 | 0.65 | (0.25) | 0.40 | (0.63) | —8 | — | (0.63) | 11.56 | 3.364 | 45 | 0.81 | 0.81 | 5.47 | 917 |
08-31-20069 | 11.85 | 0.51 | (0.04) | 0.47 | (0.53) | —8 | — | (0.53) | 11.79 | 4.184,5 | 42 | 0.822 | 0.822 | 4.882 | 1927 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 10.27 | 0.24 | 0.71 | 0.95 | (0.58) | — | — | (0.58) | 10.64 | 9.554,5,6 | 214 | 0.732 | 0.732 | 4.572 | 707 |
08-31-2009 | 10.45 | 0.57 | (0.18) | 0.39 | (0.57) | — | — | (0.57) | 10.27 | 4.524 | 458 | 0.74 | 0.74 | 6.13 | 697 |
08-31-2008 | 11.54 | 0.71 | (1.12) | (0.41) | (0.68) | — | — | (0.68) | 10.45 | (3.70)4 | 470 | 0.75 | 0.75 | 6.41 | 1547 |
08-31-2007 | 11.77 | 0.65 | (0.24) | 0.41 | (0.64) | —8 | — | (0.64) | 11.54 | 3.444 | 424 | 0.76 | 0.76 | 5.54 | 917 |
08-31-20069 | 11.83 | 0.51 | (0.04) | 0.47 | (0.53) | —8 | — | (0.53) | 11.77 | 4.224,5 | 270 | 0.772 | 0.772 | 4.882 | 1927 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The Portfolio turnover rates including the effect of “TBA” (to be announced) for the periods ended were as |
follows: 191% for the period ended 2-28-10, 256% for the year ended 8-31-09, 394% for the year ended 8-31-08 and 442% for the year ended 8-31-07. The year ended 8-31-06 includes |
the effect of TBA transactions. 8. Less than $0.005 per share. 9. The inception date for Class 1 and Class NAV shares is 10-15-05. | | | | | |
|
Total Bond Market Fund | | | | | | | | | |
|
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 10.42 | 0.19 | 0.09 | 0.28 | (0.20) | (0.16) | — | (0.36) | 10.34 | 2.704,5,6 | 579 | 0.522 | 0.522 | 3.652 | 7 |
08-31-2009 | 10.07 | 0.39 | 0.34 | 0.73 | (0.37) | (0.01) | — | (0.38) | 10.42 | 7.434 | 447 | 0.53 | 0.53 | 3.82 | 91 |
08-31-2008 | 10.02 | 0.46 | 0.08 | 0.54 | (0.49) | — | — | (0.49) | 10.07 | 5.544,5 | 60 | 0.61 | 0.57 | 4.56 | 97 |
08-31-20077 | 10.00 | 0.40 | (0.05) | 0.35 | (0.33) | — | — | (0.33) | 10.02 | 3.544,5,6 | 54 | 0.622 | 0.562 | 4.662 | 101 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. The inception date for Class NAV shares is 10-27-06. | | | | | |
|
Total Return Fund | | | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | | |
|
02-28-20103 | 14.02 | 0.15 | 0.61 | 0.76 | (0.42) | (0.17) | — | (0.59) | 14.19 | 5.534,5,6 | 280 | 0.772 | 0.772 | 2.122 | 1297 |
08-31-2009 | 14.11 | 0.50 | 1.05 | 1.55 | (0.67) | (0.97) | — | (1.64) | 14.02 | 12.654 | 234 | 0.78 | 0.78 | 3.81 | 2897,11 |
08-31-2008 | 13.79 | 0.61 | 0.44 | 1.05 | (0.68) | (0.05) | — | (0.73) | 14.11 | 7.784,5 | 160 | 0.79 | 0.79 | 4.32 | 1217 |
08-31-2007 | 13.78 | 0.64 | (0.06) | 0.58 | (0.54) | (0.03) | — | (0.57) | 13.79 | 4.264 | 126 | 0.838,9 | 0.838,9 | 4.67 | 3497 |
08-31-200610 | 13.70 | 0.46 | (0.04) | 0.42 | (0.34) | — | — | (0.34) | 13.78 | 3.144,6 | 118 | 0.822 | 0.822 | 3.852 | 398 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 13.99 | 0.15 | 0.60 | 0.75 | (0.42) | (0.17) | — | (0.59) | 14.15 | 5.504,5,6 | 1,789 | 0.722 | 0.722 | 2.172 | 1297 |
08-31-2009 | 14.08 | 0.52 | 1.04 | 1.56 | (0.68) | (0.97) | — | (1.65) | 13.99 | 12.754 | 1,547 | 0.73 | 0.73 | 3.91 | 2897,11 |
08-31-2008 | 13.75 | 0.62 | 0.45 | 1.07 | (0.69) | (0.05) | — | (0.74) | 14.08 | 7.934,5 | 1,680 | 0.74 | 0.74 | 4.37 | 1217 |
08-31-2007 | 13.75 | 0.65 | (0.08) | 0.57 | (0.54) | (0.03) | — | (0.57) | 13.75 | 4.264 | 1,400 | 0.788,9 | 0.788,9 | 4.77 | 3497 |
08-31-200610 | 13.67 | 0.47 | (0.05) | 0.42 | (0.34) | — | — | (0.34) | 13.75 | 3.184,6 | 1,041 | 0.772 | 0.772 | 3.952 | 398 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. The Portfolio turnover rates including the effect of “TBA” (to be announced) for the periods ended were as |
follows: 290% for the period ended 2-28-2010, 832% for the year ended 8-31-2009, 440% for the year ended 8-31-2008 and 443% for the year ended 8-31-2007. 8. Includes interest |
expense on securities sold short. Excluding interest expense the ratio for Class 1 and Class NAV would have been 0.81% and 0.76%, respectively. 9. Includes interest and fees on inverse |
floaters. Excluding this expense the ratio for Class 1 and Class NAV would have been 0.82% and 0.77%, respectively. 10. The inception date for Class 1 and Class NAV shares is 10-15-05. |
11. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral |
management vehicle. | | | | | | | | | | | | | | |
| |
The accompanying notes are an integral part of the financial statements. | 332 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
U.S. Government Securities Fund | | | | | | | | |
|
CLASS 1 | | | | | | | | | | | |
|
02-28-20103 | 12.14 | 0.10 | 0.52 | 0.62 | (0.21) | (0.20) | — | (0.41) | 12.35 | 5.174,5 | 48 | 0.742 | 0.742 | 1.602 | 576 |
08-31-2009 | 12.67 | 0.34 | 0.49 | 0.83 | (0.42) | (0.94) | — | (1.36) | 12.14 | 7.274 | 47 | 0.76 | 0.76 | 2.84 | 936,9 |
08-31-2008 | 13.43 | 0.51 | (0.72) | (0.21) | (0.55) | — | — | (0.55) | 12.67 | (1.67)4 | 41 | 0.77 | 0.77 | 3.86 | 506 |
08-31-2007 | 13.59 | 0.62 | (0.14) | 0.48 | (0.62) | (0.02) | — | (0.64) | 13.43 | 3.624 | 43 | 0.76 | 0.76 | 4.54 | 596 |
08-31-20067 | 13.54 | 0.44 | (0.07) | 0.37 | (0.32) | —8 | — | (0.32) | 13.59 | 2.874,5 | 43 | 0.782 | 0.782 | 3.672 | 100 |
|
|
CLASS NAV | | | | | | | | | | | |
|
02-28-20103 | 12.11 | 0.10 | 0.51 | 0.61 | (0.21) | (0.20) | — | (0.41) | 12.31 | 5.124,5 | 107 | 0.692 | 0.692 | 1.622 | 576 |
08-31-2009 | 12.64 | 0.35 | 0.48 | 0.83 | (0.42) | (0.94) | — | (1.36) | 12.11 | 7.354 | 94 | 0.71 | 0.71 | 2.93 | 936,9 |
08-31-2008 | 13.40 | 0.51 | (0.71) | (0.20) | (0.56) | — | — | (0.56) | 12.64 | (1.62)4 | 159 | 0.72 | 0.72 | 3.90 | 506 |
08-31-2007 | 13.56 | 0.62 | (0.13) | 0.49 | (0.63) | (0.02) | — | (0.65) | 13.40 | 3.694 | 154 | 0.71 | 0.71 | 4.58 | 596 |
08-31-20067 | 13.51 | 0.44 | (0.06) | 0.38 | (0.33) | —8 | — | (0.33) | 13.56 | 2.914,5 | 161 | 0.732 | 0.732 | 3.752 | 100 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. The Portfolio turnover rates | |
including the effect of “TBA” (to be announced) for the periods ended were as follows: 139% for the period ended 2-28-10, 389% for the year ended 8-31-2009, 575% for the year ended |
8-31-2008 and 739% for the year ended 8-31-2007. The year ended 8-31-2006 excludes the effect of TBA transactions. 7. The inception date for Class 1 and Class NAV shares is | |
10-15-05. 8. Less than $0.01 per share. 9. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the effect of certain |
short-term investments in a collateral management vehicle. | | | | | | | | | | | |
|
U.S. High Yield Bond Fund | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS 1 | | | | | | | | | | | | |
|
02-28-20102 | 11.74 | 0.48 | 0.76 | 1.24 | (0.53) | — | — | (0.53) | 12.45 | 10.754,5,6 | 44 | 0.813 | 0.813 | 7.893 | 33 |
08-31-2009 | 12.09 | 1.01 | (0.44) | 0.57 | (0.92) | — | — | (0.92) | 11.74 | 6.404 | 34 | 0.82 | 0.82 | 9.59 | 48 |
08-31-2008 | 12.87 | 0.92 | (0.76) | 0.16 | (0.94) | —7 | — | (0.94) | 12.09 | 1.254 | 6 | 0.82 | 0.82 | 7.43 | 59 |
08-31-2007 | 13.05 | 0.95 | (0.18) | 0.77 | (0.95) | —7 | — | (0.95) | 12.87 | 5.944 | 4 | 0.84 | 0.84 | 7.25 | 86 |
08-31-20068 | 12.74 | 0.80 | 0.02 | 0.82 | (0.51) | — | — | (0.51) | 13.05 | 6.554,5 | 2 | 0.873 | 0.873 | 7.123 | 108 |
|
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20102 | 11.74 | 0.48 | 0.75 | 1.23 | (0.53) | — | — | (0.53) | 12.44 | 10.694,5,6 | 708 | 0.763 | 0.763 | 7.903 | 33 |
08-31-2009 | 12.09 | 0.99 | (0.41) | 0.58 | (0.93) | — | — | (0.93) | 11.74 | 6.464 | 743 | 0.77 | 0.77 | 9.56 | 48 |
08-31-2008 | 12.87 | 0.93 | (0.77) | 0.16 | (0.94) | —7 | — | (0.94) | 12.09 | 1.314 | 523 | 0.77 | 0.77 | 7.48 | 59 |
08-31-2007 | 13.05 | 0.96 | (0.18) | 0.78 | (0.96) | —7 | — | (0.96) | 12.87 | 6.024 | 392 | 0.79 | 0.79 | 7.31 | 86 |
08-31-20068 | 12.74 | 0.80 | 0.02 | 0.82 | (0.51) | — | — | (0.51) | 13.05 | 6.584,5 | 288 | 0.823 | 0.823 | 7.063 | 108 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Annualized. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. Less than $0.005 per share. 8. The inception date for Class 1 and Class NAV shares is 10-15-05. | |
|
U.S. Multi Sector Fund | | | | | | | | | | |
|
CLASS NAV | | | | | | | | | | | |
|
02-28-20103 | 8.25 | 0.06 | 0.63 | 0.69 | (0.12) | — | — | (0.12) | 8.82 | 8.314,5,6 | 975 | 0.792 | 0.792 | 1.282 | 19 |
08-31-2009 | 9.65 | 0.13 | (1.33) | (1.20) | (0.20) | — | — | (0.20) | 8.25 | (12.22)4 | 870 | 0.81 | 0.81 | 1.72 | 678 |
08-31-2008 | 11.29 | 0.13 | (1.28) | (1.15) | (0.14) | (0.35) | — | (0.49) | 9.65 | (10.64)4 | 904 | 0.79 | 0.79 | 1.25 | 84 |
08-31-2007 | 10.41 | 0.13 | 0.90 | 1.03 | (0.10) | (0.05) | — | (0.15) | 11.29 | 9.934 | 1,524 | 0.80 | 0.80 | 1.19 | 72 |
08-31-20067 | 10.00 | 0.09 | 0.33 | 0.42 | (0.01) | — | — | (0.01) | 10.41 | 4.254,5 | 1,227 | 0.822 | 0.822 | 1.012 | 116 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Not annualized. 6. Total returns would have been |
lower had certain expenses not been reduced during the periods shown. 7. The inception date for Class NAV shares is 10-29-05. 8. The portfolio turnover rate for the year ended | |
August 31, 2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
|
Value Fund | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | |
|
02-28-20102 | 7.77 | 0.04 | 1.06 | 1.10 | (0.07) | — | — | (0.07) | 8.80 | 14.133,4,5 | 132 | 0.806 | 0.806 | 1.076 | 28 |
08-31-2009 | 9.53 | 0.08 | (1.77) | (1.69) | (0.07) | — | — | (0.07) | 7.77 | (17.56)3 | 122 | 0.87 | 0.87 | 1.24 | 598 |
08-31-2008 | 11.43 | 0.08 | (1.20) | (1.12) | (0.06) | (0.72) | — | (0.78) | 9.53 | (10.48)3,4 | 26 | 1.08 | 0.99 | 0.79 | 76 |
08-31-20077 | 10.00 | 0.08 | 1.36 | 1.44 | (0.01) | — | — | (0.01) | 11.43 | 14.453,4,5 | 14 | 1.406 | 0.996 | 0.886 | 70 |
|
1. Based on the average daily shares outstanding. 2. Unaudited. 3. Assumes dividend reinvestment (if applicable). 4. Total returns would have been lower had certain expenses not been |
reduced during the periods shown. 5. Not annualized. 6. Annualized. 7. The inception date for Class NAV shares is 10-27-06. 8. The portfolio turnover rate for the year ended August 31, |
2009 has been revised to what was previously reported to exclude the effect of certain short-term investments in a collateral management vehicle. | | | |
| |
The accompanying notes are an integral part of the financial statements. | 333 |
John Hancock Funds II
Financial Highlights
| | | | | | | | | | | | | | | |
Per share operating performance for a share outstanding throughout the period | | | | Ratios and supplemental data | | |
|
| | Income (loss) from | | | | | | | | | | | | |
| | investment operations | | Less distributions | | | | Ratios to average net assets | | |
|
| |
| | |
| |
| | | Net real- | | | | | | | | | Expenses | Expenses | | |
| | | ized and | | | | | | | | Net | before | including | | |
| Net asset | Net | unrealized | Total from | | | | | Net asset | | assets, | reductions | reductions | | |
| value, | investment | gain (loss) | investment | From net | From net | From | Total | value, | Total | end of | and | and | Net | Portfolio |
| beginning | income | on invest- | oper- | investment | realized | capital | distri- | end of | return | period | amounts | amounts | investment | turnover |
Period ended | of period ($) | (loss) ($)1 | ments ($) | ations ($) | income ($) | gain ($) | paid-in ($) | butions ($) | period ($) | (%) | (in millions) | recaptured | recaptured | income | (%) |
|
|
Value & Restructuring Fund | | | | | | | | | |
|
CLASS NAV | | | | | | | | | | | | |
|
02-28-20103 | 8.69 | 0.05 | 1.06 | 1.11 | (0.13) | — | — | (0.13) | 9.67 | 12.744,5,6 | 579 | 0.852 | 0.852 | 1.072 | 10 |
08-31-2009 | 11.98 | 0.14 | (3.31) | (3.17) | (0.12) | — | — | (0.12) | 8.69 | (26.21)4 | 514 | 0.87 | 0.87 | 1.82 | 299 |
08-31-2008 | 12.92 | 0.14 | (0.85) | (0.71) | (0.19) | (0.04) | — | (0.23) | 11.98 | (5.68)4 | 568 | 0.86 | 0.86 | 1.10 | 14 |
08-31-2007 | 11.08 | 0.187 | 1.82 | 2.00 | (0.12) | (0.04) | — | (0.16) | 12.92 | 18.124 | 395 | 0.86 | 0.86 | 1.407 | 19 |
08-31-20068 | 10.00 | 0.12 | 0.99 | 1.11 | (0.03) | — | — | (0.03) | 11.08 | 11.074,6 | 296 | 0.922 | 0.922 | 1.332 | 17 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Assumes dividend reinvestment (if applicable). 5. Total returns would have been lower had certain |
expenses not been reduced during the periods shown. 6. Not annualized. 7. Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflects |
special dividends received by the Fund which amounted to the following amounts: | | | | | | | | | |
| | | | | | | | | | | | | Percentage of average |
Fund | | | | | | | Class | | Per Share | net assets |
|
Value & Restructuring | | | | | | | NAV | | $0.04 | 0.31% |
8. The inception date for Class NAV shares is 10-29-05. 9. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the |
effect of certain short-term investments in a collateral management vehicle. | | | | | | | | | | |
|
Vista Fund | | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
CLASS NAV | | | | | | | | | | | | | |
|
02-28-20103 | 6.74 | (0.01) | 0.71 | 0.70 | — | — | — | — | 7.44 | 10.394,5,6 | 260 | 0.932 | 0.932 | (0.39)2 | 72 |
08-31-2009 | 12.55 | (0.02) | (4.32) | (4.34) | (0.02) | (1.45) | — | (1.47) | 6.74 | (33.26)6 | 223 | 0.98 | 0.98 | (0.31) | 1899 |
08-31-2008 | 14.37 | (0.07) | (0.64) | (0.71) | — | (1.11) | — | (1.11) | 12.55 | (6.15)6 | 114 | 0.98 | 0.98 | (0.52) | 154 |
08-31-2007 | 10.70 | (0.06)7 | 3.73 | 3.67 | — | — | — | — | 14.37 | 34.306 | 170 | 0.97 | 0.97 | (0.48)7 | 152 |
08-31-20068 | 10.00 | (0.01) | 0.71 | 0.70 | — | — | — | — | 10.70 | 7.004,6 | 123 | 1.042 | 1.042 | (0.15)2 | 205 |
|
1. Based on the average daily shares outstanding. 2. Annualized. 3. Unaudited. 4. Not annualized. 5. Total returns would have been lower had certain expenses not been reduced during |
the periods shown. 6. Assumes dividend reinvestment (if applicable). 7. Net investment income (loss) per share and ratio of net investment income (loss) to average net assets reflects |
special dividends received by the Fund which amounted to the following amounts: | | | | | | | | | |
| | | | | | | | | | | | | Percentage of average |
Fund | | | | | | | Class | | Per shares | net assets |
|
Vista | | | | | | | | NAV | | $0.02 | 0.14% |
8. The inception date for Class NAV shares is 10-29-05. 9. The portfolio turnover rate for the year ended August 31, 2009 has been revised to what was previously reported to exclude the |
effect of certain short-term investments in a collateral management vehicle. | | | | | | | | | | |
| |
The accompanying notes are an integral part of the financial statements. | 334 |
John Hancock Funds II
Notes to Financial Statements (Unaudited)
1. ORGANIZATION John Hancock Funds II (the Trust) is an open-end management investment company organized as a Massachusetts business trust. It is a series company with multiple investment series (the Funds), fifty-eight of which are presented in this report. Each Fund, with the exception of Global Agribusiness Fund, Global Bond Fund, Global Infrastructure Fund, Global Real Estate Fund, Global Timber Fund, Real Estate Equity Fund, Real Estate Securities Fund, Real Return Bond Fund and U.S. Multi Sector Fund, is diversified for purposes of the Investment Company Act of 1940, as amended (the 1940 Act).
The Funds may offer multiple classes of shares. The shares currently offered by the Trust are detailed in the Statements of Assets and Liabilities. Class Asharesareopen to all investors. Class I shares are offered to institutions and certain investors. Class 1 shares are offered only to certain affiliates of Manulife Financial Corporation (MFC). Class NAV shares are offered to the John Hancock Lifestyle and Lifecycle Funds and other affiliated John Hancock funds. The Lifestyle and Lifecycle Funds are series of the Trust and operate as “funds of funds” that invest in Class NAV shares of underlying funds of the Trust, John Hancock Funds (JHF), John Hancock Funds III (JHF III) and also in other affiliated funds of the John Hancock funds complex. The Funds may also invest in unaffiliated underlying funds and other permitted security investments . Shareholders of each class have exclusive voting rights to matters that affect that class. The distributio n and service fees and transfer agent fees for each class may differ.
Effective October 1, 2009, Core Diversified Growth & Income Portfolio, Core Fundamental Holdings Portfolio and Core Global Diversification Portfolio changed their names from American Diversified Growth & Income Portfolio, American Fundamental Holdings Portfolio and American Global Diversification Portfolio, respectively. In addition, effective October 23, 2009, Emerging Small Company Fund was liquidated and effective December 11, 2009, Class A, Class B, Class C and Class I shares of Optimized Value Fund were liquidated.
2. SIGNIFICANT ACCOUNTING POLICIES The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America, which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Events or transactions occurring after the end of the fiscal period through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the Fund:
Security Valuation Investments are stated at value as of the close of the regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. The Funds use a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these techniques are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes significant unobservable inputs when market prices are not rea dily available or reliable, including the Funds’ own assumptions in determining the fair value of investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The following is a summary of the values by input classification of the Funds’ investments as of February 28, 2010, by major security category or type.
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Active Bond Fund | | | | | |
U.S. Government & Agency Obligations | | $195,595,617 | — | $195,054,156 | $541,461 |
Foreign Government Obligations | | 161,995 | — | 161,995 | — |
Corporate Bonds | | 338,187,454 | — | 336,953,404 | 1,234,050 |
Municipal Bonds | | 1,900,898 | — | 1,900,898 | — |
Collateralized Mortgage Obligations | | 90,656,007 | — | 85,981,107 | 4,674,900 |
Asset Backed Securities | | 15,420,997 | — | 10,369,246 | 5,051,751 |
Supranational Obligations | | 262,114 | — | 262,114 | — |
Preferred Stocks | | 2,853,046 | $917,868 | 1,935,178 | — |
Convertible Bonds | | 344,375 | — | 344,375 | — |
Term Loans | | 123,399 | — | 123,399 | — |
Short-Term Investments | | 23,365,901 | — | 23,365,901 | — |
| |
|
Total Investments in Securities | | $668,871,803 | $917,868 | $656,451,773 | $11,502,162 |
Other Financial Instruments | | ($33,171) | ($33,171) | — | — |
Totals | | $668,838,632 | $884,697 | $656,451,773 | $11,502,162 |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
All Cap Core Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $63,760,259 | $63,760,259 | — | — |
Consumer Staples | | 52,366,512 | 52,366,512 | — | — |
Energy | | 49,139,094 | 49,139,094 | — | — |
Financials | | 79,310,580 | 79,310,580 | — | — |
Health Care | | 68,556,357 | 68,556,357 | — | — |
Industrials | | 51,954,837 | 51,954,837 | — | — |
Information Technology | | 96,166,473 | 96,166,473 | — | — |
Materials | | 22,730,217 | 22,730,217 | — | — |
Telecommunication Services | | 12,875,336 | 12,875,336 | — | — |
Utilities | | 14,477,776 | 14,477,776 | — | — |
Short-Term Investments | | 57,595,821 | 47,119,933 | $10,475,888 | — |
| |
|
Total Investments in Securities | | $568,933,262 | $558,457,374 | $10,475,888 | — |
Other Financial Instruments | | ($6,536) | ($6,536) | — | — |
Totals | | $568,926,726 | $558,450,838 | $10,475,888 | — |
|
All Cap Growth Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $14,213,403 | $14,213,403 | — | — |
Consumer Staples | | 4,454,492 | 4,454,492 | — | — |
Energy | | 6,676,648 | 6,676,648 | — | — |
Financials | | 6,356,420 | 6,356,420 | — | — |
Health Care | | 17,799,348 | 17,799,348 | — | — |
Industrials | | 4,654,881 | 4,654,881 | — | — |
Information Technology | | 32,778,808 | 32,778,808 | — | — |
Materials | | 1,281,394 | 1,281,394 | — | — |
Short-Term Investments | | 621,369 | — | $621,369 | — |
| |
|
Total Investments in Securities | | $88,836,763 | $88,215,394 | $621,369 | — |
|
All Cap Value Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $42,332,219 | $42,332,219 | — | — |
Consumer Staples | | 6,352,768 | 6,352,768 | — | — |
Energy | | 60,503,226 | 60,503,226 | — | — |
Financials | | 68,709,525 | 68,709,525 | — | — |
Health Care | | 80,138,268 | 80,138,268 | — | — |
Industrials | | 51,230,956 | 51,230,956 | — | — |
Information Technology | | 50,759,247 | 50,759,247 | — | — |
Materials | | 18,954,499 | 18,954,499 | — | — |
Utilities | | 3,414,243 | 3,414,243 | — | — |
Short-Term Investments | | 73,113,959 | 67,907,959 | $5,206,000 | — |
| |
|
Total Investments in Securities | | $455,508,910 | $450,302,910 | $5,206,000 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Alpha Opportunities Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $120,758,373 | $117,314,616 | $3,443,757 | — |
Consumer Staples | | 34,281,654 | 31,429,877 | 2,851,777 | — |
Energy | | 56,593,189 | 48,337,824 | 8,255,365 | — |
Financials | | 94,435,889 | 89,149,129 | 5,286,760 | — |
Health Care | | 97,140,705 | 91,370,041 | 5,770,664 | — |
Industrials | | 109,403,393 | 103,562,784 | 5,840,609 | — |
Information Technology | | 146,165,753 | 140,826,950 | 5,338,803 | — |
Materials | | 39,067,194 | 25,368,124 | 13,699,070 | — |
Telecommunication Services | | 5,144,326 | 3,919,907 | 1,224,419 | — |
Utilities | | 2,743,903 | 2,743,903 | — | — |
Preferred Stocks | | 1,450,643 | — | 1,450,643 | — |
Investment Companies | | 11,952,135 | 11,952,135 | — | — |
Short-Term Investments | | 124,745,082 | 89,645,082 | 35,100,000 | — |
| |
|
Total Investments in Securities | | $843,882,239 | $755,620,372 | $88,261,867 | — |
Other Financial Instruments | | ($84,243) | — | ($84,243) | — |
Totals | | $843,797,996 | $755,620,372 | $88,177,624 | — |
|
Alternative Asset Allocation Fund | | | | | |
Investment Companies | | $1,360,019 | $1,360,019 | — | — |
| |
|
Total Investments in securities | | $1,360,019 | $1,360,019 | — | — |
|
Blue Chip Growth Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $331,507,531 | $329,094,591 | $2,412,940 | — |
Consumer Staples | | 42,806,896 | 42,806,896 | — | — |
Energy | | 118,609,837 | 118,609,837 | — | — |
Financials | | 283,239,255 | 281,943,680 | 1,295,575 | — |
Health Care | | 271,701,633 | 271,701,633 | — | — |
Industrials | | 164,777,952 | 164,777,952 | — | — |
Information Technology | | 604,141,660 | 580,949,112 | 23,192,548 | — |
Materials | | 38,461,405 | 38,461,405 | — | — |
Telecommunication Services | | 34,352,480 | 34,352,480 | — | — |
Short-Term Investments | | 198,262,211 | 185,402,134 | 12,860,077 | — |
| |
|
Total Investments in Securities | | $2,087,860,860 | $2,048,099,720 | $39,761,140 | — |
|
Capital Appreciation Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $215,280,916 | $215,280,916 | — | — |
Consumer Staples | | 67,481,322 | 46,746,186 | $20,735,136 | — |
Energy | | 102,457,750 | 102,457,750 | — | — |
Financials | | 95,909,601 | 95,909,601 | — | — |
Health Care | | 264,817,727 | 264,817,727 | — | — |
Industrials | | 70,861,901 | 70,861,901 | — | — |
Information Technology | | 502,565,508 | 492,604,894 | 9,960,614 | — |
Materials | | 19,406,725 | 19,406,725 | — | — |
Short-Term Investments | | 217,768,438 | 167,227,555 | 50,540,883 | — |
| |
|
Total Investments in Securities | | $1,556,549,888 | $1,475,313,255 | $81,236,633 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Core Bond Fund | | | | | |
U.S. Government & Agency Obligations | | $267,869,683 | — | $267,869,683 | — |
Foreign Government Obligations | | 11,196,524 | — | 11,196,524 | — |
Corporate Bonds | | 102,569,847 | — | 102,569,847 | — |
Municipal Bonds | | 2,352,940 | — | 2,352,940 | — |
Collateralized Mortgage Obligations | | 101,297,691 | — | 99,836,044 | $1,461,647 |
Asset Backed Securities | | 27,979,083 | — | 26,847,755 | 1,131,328 |
Supranational Obligations | | 1,747,980 | — | 1,747,980 | — |
Short-Term Investments | | 23,287,126 | — | 23,287,126 | — |
| |
|
Total Investments in Securities | | $538,300,874 | — | $535,707,899 | $2,592,975 |
Securities Sold Short | | ($24,136,875) | — | ($24,136,875) | — |
Totals | | $514,163,999 | — | $511,571,024 | $2,592,975 |
|
Core Diversified Growth & Income Portfolio | | | | | |
Investment Companies | | $19,828,230 | $19,828,230 | — | — |
| |
|
Total Investments in Securities | | $19,828,230 | $19,828,230 | — | — |
|
Core Fundamental Holdings Portfolio | | | | | |
Investment Companies | | 10,543,346 | 10,543,346 | — | — |
| |
|
Total Investments in Securities | | $10,543,346 | $10,543,346 | — | — |
|
Core Global Diversification Portfolio | | | | | |
Investment Companies | | $17,332,639 | $17,332,639 | — | — |
| |
|
Total Investments in Securities | | $17,332,639 | $17,332,639 | — | — |
|
Emerging Markets Debt Fund | | | | | |
Foreign Government Obligations | | | | | |
Argentina | | $185,000 | — | $185,000 | — |
Brazil | | 655,375 | — | 655,375 | — |
Colombia | | 293,750 | — | 293,750 | — |
Indonesia | | 743,000 | — | 743,000 | — |
Mexico | | 302,100 | — | 302,100 | — |
Panama | | 286,875 | — | 286,875 | — |
Peru | | 290,000 | — | 290,000 | — |
Philippines | | 856,875 | — | 856,875 | — |
Poland | | 268,500 | — | 268,500 | — |
Russia | | 266,255 | — | 266,255 | — |
South Africa | | 275,625 | — | 275,625 | — |
Turkey | | 832,501 | — | 832,501 | — |
Ukraine | | 212,500 | — | 212,500 | — |
Uruguay | | 288,750 | — | 288,750 | — |
Venezuela | | 186,875 | — | 186,875 | — |
Corporate Bonds | | | | | |
Bermuda | | 490,938 | — | 490,938 | — |
Brazil | | 766,250 | — | 766,250 | — |
Cayman Islands | | 2,065,311 | — | 2,065,311 | — |
Indonesia | | 257,500 | — | 257,500 | — |
Luxembourg | | 526,250 | — | 526,250 | — |
Malaysia | | 309,422 | — | 309,422 | — |
Mexico | | 1,252,301 | — | 1,252,301 | — |
Netherlands | | 566,455 | — | 566,455 | — |
Peru | | 343,000 | — | 343,000 | — |
Philippines | | 224,500 | — | 224,500 | — |
United States | | 481,626 | — | 481,626 | — |
Venezuela | | 459,750 | — | 459,750 | — |
Preferred Stocks | | | | | |
United States | | 26,915 | $26,915 | — | — |
Short-Term Investments | | 1,600,000 | — | 1,600,000 | — |
| |
|
Total Investments in Securities | | $15,314,199 | $26,915 | $15,287,284 | — |
Other Financial Instruments | | ($8,886) | ($7,839) | ($1,047) | |
Totals | | $15,305,313 | $19,076 | $15,286,237 | |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Emerging Markets Value Fund | | | | | |
Common Stocks | | | | | |
Bermuda | | $1,164,788 | — | $1,164,788 | — |
Brazil | | 100,849,886 | $100,849,886 | — | — |
Chile | | 50,430,072 | 50,430,072 | — | — |
China | | 60,534,437 | 1,879,946 | 58,654,491 | — |
Czech Republic | | 3,705,517 | — | 3,705,517 | — |
Hong Kong | | 78,589,638 | 3,818,946 | 74,678,829 | $91,863 |
Hungary | | 1,196,738 | — | 1,196,738 | — |
India | | 149,932,042 | 37,504,246 | 112,410,259 | 17,537 |
Indonesia | | 30,937,202 | — | 30,937,202 | — |
Israel | | 28,659,597 | 449,139 | 28,210,458 | — |
Malaysia | | 44,208,722 | 24,865 | 44,183,857 | — |
Mexico | | 71,051,341 | 71,051,341 | — | — |
Philippines | | 7,932,865 | — | 7,932,865 | — |
Poland | | 21,874,480 | — | 21,874,480 | — |
Russia | | 32,617,381 | 1,366,448 | 31,250,933 | — |
South Africa | | 116,727,259 | 20,624,744 | 96,102,515 | — |
South Korea | | 140,713,070 | 26,638,468 | 114,074,602 | — |
Taiwan | | 134,311,718 | 12,602,091 | 121,709,627 | — |
Thailand | | 20,137,285 | — | 20,137,285 | — |
Turkey | | 28,961,618 | — | 28,961,618 | — |
Preferred Stocks | | | | | |
Brazil | | 41,653,654 | 41,653,654 | — | — |
Malaysia | | 148,520 | — | 148,520 | — |
Rights | | | | | |
Chile | | 36,468 | — | 36,468 | — |
Malaysia | | 1 | — | 1 | — |
Poland | | 142,288 | — | 142,288 | — |
Warrants | | | | | |
Malaysia | | 43,719 | 43,719 | — | — |
Thailand | | 10,833 | 10,833 | — | — |
Short-Term Investments | | 99,738,139 | 85,063,807 | 14,674,332 | — |
| |
|
Total Investments in Securities | | $1,266,309,278 | $454,012,205 | $812,187,673 | $109,400 |
|
Equity-Income Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $132,043,752 | $129,258,193 | $2,785,559 | — |
Consumer Staples | | 32,729,277 | 32,729,277 | — | — |
Energy | | 114,434,874 | 114,434,874 | — | — |
Financials | | 179,119,218 | 178,842,393 | 276,825 | — |
Health Care | | 42,088,445 | 42,088,445 | — | — |
Industrials | | 117,024,250 | 117,024,250 | — | — |
Information Technology | | 52,330,489 | 52,330,489 | — | — |
Materials | | 51,107,418 | 51,107,418 | — | — |
Telecommunication Services | | 34,649,002 | 31,326,565 | 3,322,437 | — |
Utilities | | 65,710,866 | 65,710,866 | — | — |
Convertible Bonds | | 1,380,203 | — | 1,380,203 | — |
Short-Term Investments | | 127,997,090 | 87,563,364 | 40,433,726 | — |
| |
|
Total Investments in Securities | | $950,614,884 | $902,416,134 | $48,198,750 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Fundamental Value Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $103,162,263 | $100,395,981 | $2,766,282 | — |
Consumer Staples | | 218,820,830 | 201,230,120 | 17,590,710 | — |
Energy | | 244,975,153 | 233,691,752 | 11,283,401 | — |
Financials | | 461,210,807 | 423,817,270 | 37,393,537 | — |
Health Care | | 162,280,346 | 162,280,346 | — | — |
Industrials | | 87,290,863 | 55,059,742 | 32,231,121 | — |
Information Technology | | 122,769,264 | 122,769,264 | — | — |
Materials | | 85,871,993 | 71,101,630 | 14,770,363 | — |
Corporate Bonds | | | | | |
Consumer Discretionary | | 8,985,753 | — | 8,985,753 | — |
Materials | | 5,691,800 | — | 5,691,800 | — |
Convertible Bonds | | | | | |
Materials | | 2,751,816 | — | 2,751,816 | — |
Short-Term Investments | | 126,899,155 | 72,091,344 | 54,807,811 | — |
| |
|
Total Investments in Securities | | $1,630,710,043 | $1,442,437,449 | $188,272,594 | — |
|
Global Agribusiness Fund | | | | | |
Common Stocks | | | | | |
Australia | | $25,818 | — | $25,818 | — |
Canada | | 543,107 | $543,107 | — | — |
Germany | | 29,288 | — | 29,288 | — |
Italy | | 10,090 | — | 10,090 | — |
Japan | | 12,034 | — | 12,034 | — |
Malaysia | | 11,896 | — | 11,896 | — |
Norway | | 74,700 | 74,700 | — | — |
Singapore | | 258,195 | — | 258,195 | — |
Switzerland | | 410,942 | 336,313 | 74,629 | — |
United Kingdom | | 108,928 | 108,928 | — | — |
United States | | 918,761 | 918,761 | — | — |
Warrants | | 726 | 726 | — | — |
| |
|
Total Investments in Securities | | $2,404,485 | $1,982,535 | $421,950 | — |
|
Global Bond Fund | | | | | |
U.S. Government & Agency Obligations | | $16,010,503 | — | $16,010,503 | — |
Foreign Government Obligations | | 325,210,692 | — | 325,210,692 | — |
Corporate Bonds | | 252,102,324 | — | 249,322,469 | $2,779,855 |
Municipal Bonds | | 5,350,299 | — | 5,350,299 | — |
Collateralized Mortgage Obligations | | 87,925,845 | — | 87,925,845 | — |
Asset Backed Securities | | 11,763,838 | — | 9,993,693 | 1,770,145 |
Term Loans | | 2,605,799 | — | 2,605,799 | — |
Preferred Stocks | | 1,353,952 | $103,850 | 1,250,102 | — |
Short-Term Investments | | 34,832,997 | — | 34,832,997 | — |
| |
|
Total Investments in Securities | | $737,156,249 | $103,850 | $732,502,399 | $4,550,000 |
Other Financial Instruments | | $5,936,189 | $749,739 | $5,186,450 | — |
Totals | | $743,092,438 | $853,589 | $737,688,849 | $4,550,000 |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Global Infrastructure Fund | | | | | — |
Common Stocks | | | | | |
Australia | | $56,303 | — | $56,303 | — |
Brazil | | 43,717 | $43,717 | — | — |
Canada | | 424,532 | 424,532 | — | — |
China | | 18,660 | 18,660 | — | — |
France | | 79,983 | 14,451 | 65,532 | — |
Germany | | 119,151 | 17,494 | 101,657 | — |
Italy | | 139,065 | — | 139,065 | — |
Japan | | 65,268 | 21,117 | 44,151 | — |
Netherlands | | 54,795 | 18,006 | 36,789 | — |
Norway | | 20,064 | 20,064 | — | — |
Singapore | | 24,133 | — | 24,133 | — |
Spain | | 180,124 | 68,917 | 111,207 | — |
Sweden | | 55,371 | — | 55,371 | — |
Switzerland | | 38,301 | 38,301 | — | — |
Taiwan | | 4,801 | 4,801 | — | — |
Turkey | | 10,752 | 10,752 | — | — |
United Kingdom | | 56,194 | 56,194 | — | — |
United States | | 827,226 | 827,226 | — | — |
| |
|
Total Investments in Securities | | $2,218,440 | $1,584,232 | $634,208 | — |
|
Global Real Estate Fund | | | | | |
Common Stocks | | | | | |
Australia | | $29,593,036 | — | $29,593,036 | — |
Austria | | 456,882 | — | 456,882 | — |
Brazil | | 1,309,254 | $1,309,254 | — | — |
Canada | | 10,589,804 | 8,982,309 | 1,607,495 | — |
Finland | | 794,197 | — | 794,197 | — |
France | | 9,436,961 | — | 9,436,961 | — |
Guernsey, C.I. | | 503,184 | — | 503,184 | — |
Hong Kong | | 50,803,331 | — | 50,803,331 | — |
Italy | | 625,533 | — | 625,533 | — |
Japan | | 32,169,410 | — | 32,169,410 | — |
Jersey, C.I. | | 1,596,692 | — | 1,596,692 | — |
Luxembourg | | 678,082 | — | 678,082 | — |
Malta | | 6 | — | 6 | — |
Netherlands | | 3,554,258 | — | 3,554,258 | — |
Philippines | | 1,599,976 | — | 1,599,976 | — |
Singapore | | 13,007,028 | — | 13,007,028 | — |
South Africa | | 2,040,207 | — | 2,040,207 | — |
Sweden | | 2,689,692 | — | 2,689,692 | — |
Thailand | | 528,754 | — | 528,754 | — |
United Kingdom | | 20,824,886 | — | 20,824,886 | — |
United States | | 114,962,971 | 114,962,971 | — | — |
Warrants | | 7,120 | 7,120 | — | — |
Short-Term Investments | | 42,021,810 | 40,163,810 | 1,858,000 | — |
| |
|
Total Investments in Securities | | $339,793,074 | $165,425,464 | $174,367,610 | — |
|
Global Timber Fund | | | | | |
Common Stocks | | | | | |
Australia | | $80,969 | — | $80,969 | — |
Brazil | | 80,740 | $80,740 | — | — |
Canada | | 403,924 | 403,924 | — | — |
China | | 38,759 | — | 38,759 | — |
Hong Kong | | 329,792 | 329,792 | — | — |
Japan | | 22,785 | — | 22,785 | — |
United States | | 1,339,441 | 1,339,441 | — | — |
Preferred Stocks | | 216,270 | 216,270 | — | — |
| |
|
Total Investments in Securities | | $2,512,680 | $2,370,167 | $142,513 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
High Income Fund | | | | | |
Corporate Bonds | | $239,680,153 | — | $217,879,044 | $21,801,109 |
Convertible Bonds | | 54,538,405 | — | 54,538,405 | — |
Collateralized Mortgage Obligations | | 1,587,853 | — | 372,618 | 1,215,235 |
Asset Backed Securities | | 6,032,499 | — | 2,040,499 | 3,992,000 |
Common Stocks | | 65,969,111 | $64,453,395 | 1,286,456 | 229,260 |
Preferred Stocks | | 40,816,396 | 16,301,131 | 16,776,369 | 7,738,896 |
Term Loans | | 60,605,966 | — | 56,460,867 | 4,145,099 |
Warrants | | 507,668 | 299,642 | 208,026 | — |
Options Purchased | | 196 | — | — | 196 |
Short-Term Investments | | 15,600,120 | 120 | 15,600,000 | — |
| |
|
Total Investments in Securities | | $485,338,367 | $81,054,288 | $365,162,284 | $39,121,795 |
Other Financial Instruments | | $17,422 | — | $17,618 | ($196) |
Totals | | $485,355,789 | $81,054,288 | $365,179,902 | $39,121,599 |
|
High Yield Fund | | | | | |
Foreign Government Obligations | | $35,808,107 | — | $35,808,107 | — |
Corporate Bonds | | 842,709,082 | — | 833,832,124 | $8,876,958 |
Defaulted Bonds Beyond Maturity Date | | 4,359,745 | — | 3,859,032 | 500,713 |
Common Stocks | | 14,209,662 | $13,227,316 | 304,510 | 677,836 |
Preferred Stocks | | 20,115,457 | 14,330,892 | 5,767,739 | 16,826 |
Term Loans | | 55,796,472 | — | 54,428,839 | 1,367,633 |
Warrants | | 436,345 | — | 22,872 | 413,473 |
Short-Term Investments | | 20,619,589 | 1,415,187 | 19,204,402 | — |
| |
|
Total Investments in Securities | | $994,054,459 | $28,973,395 | $953,227,625 | $11,853,439 |
Other Financial Instruments | | $3,211 | $4,828 | ($1,617) | — |
Totals | | $994,057,670 | $28,978,223 | $953,226,008 | $11,853,439 |
|
Index 500 Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $196,184,411 | $196,184,411 | — | — |
Consumer Staples | | 230,544,077 | 230,544,077 | — | — |
Energy | | 221,378,132 | 221,378,132 | — | — |
Financials | | 316,131,673 | 316,131,673 | — | — |
Health Care | | 249,691,194 | 249,691,194 | — | — |
Industrials | | 203,511,553 | 203,511,553 | — | — |
Information Technology | | 371,510,286 | 371,510,286 | — | — |
Materials | | 67,617,640 | 67,617,640 | — | — |
Telecommunication Services | | 55,886,278 | 55,886,278 | — | — |
Utilities | | 69,357,490 | 69,357,490 | — | — |
Short-Term Investments | | 169,821,923 | 106,208,775 | $63,613,148 | — |
| |
|
Total Investments in Securities | | $2,151,634,657 | $2,088,021,509 | $63,613,148 | — |
Other Financial Instruments | | $57,391 | $57,391 | — | — |
Totals | | $2,151,692,048 | $2,088,078,900 | $63,613,148 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
International Equity Index Fund | | | | | |
Common Stocks | | | | | |
Australia | | $22,190,249 | — | $22,190,249 | — |
Austria | | 1,031,816 | — | 1,031,816 | — |
Belgium | | 2,732,217 | — | 2,732,217 | — |
Bermuda | | 212,796 | — | 212,796 | — |
Brazil | | 6,998,441 | $6,998,441 | — | — |
Canada | | 27,780,625 | 27,780,625 | — | — |
Cayman Islands | | 162,055 | — | 162,055 | — |
Chile | | 1,396,579 | 1,396,579 | — | — |
China | | 9,745,519 | — | 9,745,519 | — |
Colombia | | 658,318 | 658,318 | — | — |
Czech Republic | | 375,093 | — | 375,093 | — |
Denmark | | 2,574,103 | — | 2,574,103 | — |
Egypt | | 508,296 | — | 508,296 | — |
Finland | | 3,316,750 | — | 3,316,750 | — |
France | | 26,633,074 | — | 26,633,074 | — |
Germany | | 19,762,217 | — | 19,762,217 | — |
Greece | | 1,177,327 | — | 1,177,327 | — |
Hong Kong | | 12,716,916 | 118,672 | 12,598,244 | — |
Hungary | | 500,408 | — | 500,408 | — |
India | | 6,914,858 | 6,527,722 | 387,136 | — |
Indonesia | | 1,677,089 | 68,609 | 1,608,480 | — |
Ireland | | 996,780 | 41,095 | 955,685 | — |
Israel | | 2,640,601 | 230,485 | 2,410,116 | — |
Italy | | 8,997,064 | — | 8,997,064 | — |
Japan | | 59,299,890 | — | 59,299,890 | — |
Luxembourg | | 1,279,641 | — | 1,279,641 | — |
Macau | | 82,808 | — | 82,808 | — |
Malaysia | | 2,336,567 | — | 2,336,567 | — |
Mexico | | 4,101,724 | 4,039,731 | 61,993 | — |
Netherlands | | 9,157,133 | — | 9,157,133 | — |
New Zealand | | 281,745 | — | 281,745 | — |
Norway | | 1,850,192 | — | 1,850,192 | — |
Peru | | 374,256 | 374,256 | — | — |
Philippines | | 443,241 | — | 443,241 | — |
Poland | | 1,135,729 | — | 1,135,729 | — |
Portugal | | 698,946 | — | 698,946 | — |
Russia | | 5,684,938 | 2,704,484 | 2,980,454 | — |
Singapore | | 3,902,388 | — | 3,902,388 | — |
South Africa | | 5,502,335 | — | 5,502,335 | — |
South Korea | | 10,875,656 | 180,306 | 10,695,350 | — |
Spain | | 10,392,418 | — | 10,392,418 | — |
Sweden | | 6,862,423 | — | 6,862,423 | — |
Switzerland | | 22,412,474 | — | 22,412,474 | — |
Taiwan | | 6,682,076 | — | 6,682,076 | — |
Thailand | | 1,077,605 | — | 1,077,605 | — |
Turkey | | 1,267,819 | 12,129 | 1,255,690 | — |
United Kingdom | | 54,946,919 | — | 54,946,919 | — |
United States | | 130,446 | 130,446 | — | — |
Preferred Stocks | | | | | |
Brazil | | 7,859,233 | 7,859,233 | — | — |
Germany | | 901,778 | — | 901,778 | — |
Malaysia | | 365 | — | 365 | — |
South Korea | | 303,578 | — | 303,578 | — |
Warrants | | | | | |
France | | 421 | 421 | — | — |
Italy | | 2,205 | 2,205 | — | — |
Malaysia | | 989 | 989 | — | — |
Singapore | | 1,093 | 1,093 | — | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
International Equity Index Fund, Continued | | | | | |
Rights | | | | | |
Greece | | $203 | $203 | — | — |
Malaysia | | 190 | 190 | — | — |
Poland | | 1,424 | — | 1,424 | — |
Short-Term Investments | | 25,824,153 | 10,121,176 | 15,702,977 | |
| |
|
Total Investments in Securities | | $407,374,192 | $69,247,408 | $338,126,784 | — |
Other Financial Instruments | | ($289,963) | ($184,770) | ($105,193) | |
Totals | | $407,084,229 | $69,062,638 | $338,021,591 | |
|
International Opportunities Fund | | | | | |
Common Stocks | | | | | |
Australia | | $9,925,887 | — | $9,925,887 | — |
Belgium | | 25,971,680 | — | 25,971,680 | — |
Brazil | | 66,493,404 | $66,493,404 | — | — |
Canada | | 36,856,665 | 36,856,665 | — | — |
China | | 19,551,351 | 15,126,367 | 4,424,984 | — |
Denmark | | 21,775,299 | — | 21,775,299 | — |
France | | 65,691,474 | — | 65,691,474 | — |
Germany | | 74,381,855 | — | 74,381,855 | — |
Hong Kong | | 39,502,870 | — | 39,502,870 | — |
India | | 24,266,503 | 24,266,503 | — | — |
Ireland | | 13,753,600 | 13,753,600 | — | — |
Israel | | 21,701,776 | 21,701,776 | — | — |
Japan | | 96,066,262 | — | 96,066,262 | — |
Netherlands | | 21,702,024 | — | 21,702,024 | — |
Singapore | | 13,712,900 | — | 13,712,900 | — |
Spain | | 50,596,342 | — | 50,596,342 | — |
Switzerland | | 117,875,383 | 17,547,310 | 100,328,073 | — |
Taiwan | | 7,612,895 | — | 7,612,895 | — |
United Kingdom | | 71,981,894 | — | 71,981,894 | — |
Preferred Stocks | | | | | |
Germany | | 4,293,415 | — | 4,293,415 | — |
Short-Term Investments | | 40,525,188 | — | 40,525,188 | — |
| |
|
Total Investments in Securities | | $844,238,667 | $195,745,625 | $648,493,042 | — |
|
International Small Cap Fund | | | | | |
Common Stocks | | | | | |
Australia | | $19,739,716 | — | $19,739,716 | — |
Bahamas | | 4,417,531 | $4,417,531 | — | — |
Belgium | | 3,342,452 | — | 3,342,452 | — |
Canada | | 25,937,831 | 22,343,172 | 3,594,659 | — |
China | | 12,366,493 | — | 12,366,493 | — |
Finland | | 10,609,852 | — | 10,609,852 | — |
Germany | | 3,422,477 | — | 3,422,477 | — |
Hong Kong | | 26,287,709 | — | 26,287,709 | — |
Japan | | 15,751,555 | — | 15,751,555 | — |
Liechtenstein | | 3,360,543 | — | 3,360,543 | — |
Luxembourg | | 81,290 | — | 81,290 | — |
Netherlands | | 22,584,641 | — | 22,584,641 | — |
Norway | | 3,661,215 | — | 3,661,215 | — |
Singapore | | 427,226 | — | 427,226 | — |
South Korea | | 17,397,094 | — | 17,397,094 | — |
Spain | | 2,823,007 | — | 2,823,007 | — |
Sweden | | 3,755,773 | — | 3,755,773 | — |
Switzerland | | 6,586,784 | — | 6,586,784 | — |
Taiwan | | 17,292,442 | — | 17,292,442 | — |
Thailand | | 10,551,800 | — | 10,551,800 | — |
United Kingdom | | 21,113,928 | — | 21,113,928 | — |
United States | | 4,688,231 | 4,688,231 | — | — |
Short-Term Investments | | 29,340,297 | 15,000,297 | 14,340,000 | — |
| |
|
Total Investments in Securities | | $265,539,887 | $46,449,231 | $219,090,656 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
International Small Company Fund | | | | | |
Common Stocks | | | | | |
Australia | | $9,565,484 | $42,599 | $9,522,885 | — |
Austria | | 1,224,633 | — | 1,224,633 | — |
Bahamas | | 37,785 | 37,785 | — | — |
Belgium | | 1,710,340 | — | 1,710,340 | — |
Bermuda | | 477,019 | 83,907 | 393,112 | — |
Canada | | 13,137,897 | 13,039,807 | 98,090 | — |
China | | 265,508 | — | 265,508 | — |
Cyprus | | 91,380 | — | 91,380 | — |
Denmark | | 1,434,146 | — | 1,434,146 | — |
Finland | | 3,729,075 | — | 3,729,075 | — |
France | | 5,432,263 | — | 5,432,263 | — |
Germany | | 6,460,709 | — | 6,460,709 | — |
Gibraltar | | 73,086 | — | 73,086 | — |
Greece | | 1,412,799 | — | 1,412,799 | — |
Hong Kong | | 3,948,995 | 63,813 | 3,885,182 | — |
Ireland | | 1,120,248 | — | 1,120,248 | — |
Italy | | 3,955,676 | 3,140 | 3,952,536 | — |
Japan | | 28,662,943 | — | 28,662,943 | — |
Liechtenstein | | 46,625 | — | 46,625 | — |
Luxembourg | | 129,194 | — | 129,194 | — |
Monaco | | 61,285 | — | 61,285 | — |
Netherlands | | 2,479,244 | 28,699 | 2,450,545 | — |
New Zealand | | 869,684 | — | 869,684 | — |
Norway | | 1,775,190 | — | 1,775,190 | — |
Peru | | 43,324 | — | 43,324 | — |
Portugal | | 613,377 | — | 613,377 | — |
Singapore | | 2,076,416 | — | 2,076,416 | — |
South Africa | | 67,675 | 67,675 | — | — |
Spain | | 2,702,925 | — | 2,702,925 | — |
Sweden | | 3,688,383 | — | 3,688,383 | — |
Switzerland | | 5,695,752 | — | 5,695,752 | — |
United Arab Emirates | | 148,237 | — | 148,237 | — |
United Kingdom | | 21,089,792 | 252,116 | 20,837,676 | — |
United States | | 399,964 | 339,321 | 60,643 | — |
Preferred Stocks | | 39,422 | — | 39,422 | — |
Warrants | | 468 | — | 468 | — |
Rights | | | | | |
Australia | | 751 | — | — | $751 |
Greece | | 629 | 629 | — | — |
Norway | | 151 | — | 151 | — |
Spain | | 1,073 | 1,073 | — | — |
Short-Term Investments | | 5,440,472 | 4,521,502 | 918,970 | — |
| |
|
Total Investments in securities | | $130,110,019 | $18,482,066 | $111,627,202 | $751 |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
International Value Fund | | | | | |
Common Stocks | | | | | |
Australia | | $9,238,734 | — | $9,238,734 | — |
Austria | | 11,453,718 | — | 11,453,718 | — |
Bermuda | | 7,623,454 | $7,623,454 | — | — |
Brazil | | 7,444,879 | $7,444,879 | — | — |
Canada | | 19,272,846 | 19,272,846 | — | — |
China | | 14,886,386 | — | 14,886,386 | — |
France | | 132,416,399 | — | 132,416,399 | — |
Germany | | 104,163,721 | — | 104,163,721 | — |
Hong Kong | | 16,200,738 | — | 16,200,738 | — |
Israel | | 5,863,436 | 5,863,436 | — | — |
Italy | | 19,958,600 | — | 19,958,600 | — |
Japan | | 84,425,344 | — | 84,425,344 | — |
Netherlands | | 84,436,062 | — | 84,436,062 | — |
Norway | | 57,337,900 | — | 57,337,900 | — |
Russia | | 6,849,920 | — | 6,849,920 | — |
Singapore | | 36,463,695 | 17,550,614 | 18,913,081 | — |
South Korea | | 44,002,371 | 13,160,913 | 30,841,458 | — |
Spain | | 34,705,032 | — | 34,705,032 | — |
Sweden | | 22,463,948 | — | 22,463,948 | — |
Switzerland | | 89,753,478 | — | 89,753,478 | — |
Taiwan | | 48,659,385 | — | 48,659,385 | — |
United Kingdom | | 219,444,179 | — | 219,444,179 | — |
United States | | 19,508,897 | 19,508,897 | — | — |
Short-Term Investments | | 154,641,407 | 57,781,407 | 96,860,000 | |
| |
|
Total Investments in Securities | | $1,251,214,529 | $148,206,446 | $1,103,008,083 | — |
|
Investment Quality Bond Fund | | | | | |
U.S. Government & Agency Obligations | | $65,423,351 | — | $65,423,351 | — |
Foreign Government Obligations | | 2,989,525 | — | 2,989,525 | — |
Corporate Bonds | | 99,339,280 | — | 99,339,280 | — |
Convertible Bonds | | 35,470 | — | 35,470 | — |
Municipal Bonds | | 4,065,408 | — | 4,065,408 | — |
Collateralized Mortgage Obligations | | 12,068,860 | — | 12,068,860 | — |
Asset Backed Securities | | 1,272,951 | — | 1,272,951 | — |
Preferred Stocks | | 40,463 | — | 40,463 | — |
Short-Term Investments | | 15,700,000 | — | 15,700,000 | — |
| |
|
Total Investments in Securities | | $200,935,308 | — | $200,935,308 | — |
Other Financial Instruments | | ($70,365) | — | ($70,365) | — |
Totals | | $200,864,943 | | $200,864,943 | |
|
Large Cap Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $34,450,279 | $34,450,279 | — | — |
Consumer Staples | | 20,139,847 | 20,139,847 | — | — |
Energy | | 33,184,772 | 33,184,772 | — | — |
Financials | | 34,744,506 | 34,744,506 | — | — |
Health Care | | 36,552,268 | 36,552,268 | — | — |
Industrials | | 31,773,442 | 31,773,442 | — | — |
Information Technology | | 44,238,583 | 44,238,583 | — | — |
Materials | | 6,027,273 | 6,027,273 | — | — |
Telecommunication Services | | 5,368,884 | 5,368,884 | — | — |
Utilities | | 14,223,894 | 14,223,894 | — | — |
Investment Companies | | 4,430,400 | 4,430,400 | — | — |
Short-Term Investments | | 27,178,453 | 21,776,453 | $5,402,000 | — |
| |
|
Total Investments in Securities | | $292,312,601 | $286,910,601 | $5,402,000 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Large Cap Value Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $21,257,300 | $21,257,300 | — | — |
Consumer Staples | | 27,882,470 | 27,882,470 | — | — |
Energy | | 118,813,210 | 118,813,210 | — | — |
Financials | | 70,933,490 | 70,933,490 | — | — |
Health Care | | 96,046,060 | 96,046,060 | — | — |
Industrials | | 78,569,260 | 78,569,260 | — | — |
Information Technology | | 29,628,970 | 29,628,970 | — | — |
Materials | | 59,414,290 | 59,414,290 | — | — |
Telecommunication Services | | 19,717,020 | 19,717,020 | — | — |
Utilities | | 39,453,720 | 39,453,720 | — | — |
Short-Term Investments | | 35,531,739 | 28,674,739 | $6,857,000 | — |
| |
|
Total Investments in Securities | | $597,247,529 | $590,390,529 | $6,857,000 | — |
|
Mid Cap Index Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $79,559,428 | $79,559,428 | — | — |
Consumer Staples | | 22,260,635 | 22,260,635 | — | — |
Energy | | 36,921,448 | 36,921,448 | — | — |
Financials | | 108,120,855 | 108,120,855 | — | — |
Health Care | | 68,821,155 | 68,821,155 | — | — |
Industrials | | 79,108,924 | 79,108,924 | — | — |
Information Technology | | 82,169,275 | 82,169,275 | — | — |
Materials | | 35,358,641 | 35,358,641 | — | — |
Telecommunication Services | | 4,270,310 | 4,270,310 | — | — |
Utilities | | 35,531,177 | 35,531,177 | — | — |
Short-Term Investments | | 137,459,738 | 123,905,824 | $13,553,914 | — |
| |
|
Total Investments in Securities | | $689,581,586 | $676,027,672 | $13,553,914 | — |
Other Financial Instruments | | $408,518 | $408,518 | — | — |
Totals | | $689,990,104 | $676,436,190 | $13,553,914 | — |
|
Mid Cap Stock Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $183,118,743 | $183,118,743 | — | — |
Consumer Staples | | 10,768,164 | 10,768,164 | — | — |
Energy | | 33,427,653 | 31,592,340 | $1,835,313 | — |
Financials | | 41,194,837 | 40,305,315 | 889,522 | — |
Health Care | | 99,685,001 | 89,099,787 | 10,585,214 | — |
Industrials | | 117,059,498 | 117,059,498 | — | — |
Information Technology | | 238,222,664 | 238,222,664 | — | — |
Materials | | 42,799,280 | 38,870,013 | 3,929,267 | — |
Telecommunication Services | | 7,782,251 | 7,782,251 | — | — |
Short-Term Investments | | 187,702,558 | 153,302,558 | 34,400,000 | — |
| |
|
Total Investments in Securities | | $961,760,649 | $910,121,333 | $51,639,316 | — |
Other Financial Instruments | | ($203,477) | — | ($203,477) | — |
Totals | | $961,557,172 | $910,121,333 | $51,435,839 | |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Mid Cap Value Equity Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $17,736,939 | $17,736,939 | — | — |
Consumer Staples | | 4,916,907 | 4,916,907 | — | — |
Energy | | 15,726,189 | 15,726,189 | — | — |
Financials | | 33,028,703 | 33,028,703 | — | — |
Health Care | | 14,987,560 | 14,987,560 | — | — |
Industrials | | 35,085,015 | 35,085,015 | — | — |
Information Technology | | 18,275,366 | 18,275,366 | — | — |
Materials | | 16,210,980 | 16,210,980 | — | — |
Telecommunication Services | | 6,638,570 | 6,638,570 | — | — |
Utilities | | 11,437,729 | 11,437,729 | — | — |
Convertible Bonds | | | | | |
Consumer Discretionary | | 663,140 | — | $663,140 | — |
Telecommunication Services | | 319,365 | — | 319,365 | — |
Short-Term Investments | | 33,441,126 | 27,541,126 | 5,900,000 | — |
| |
|
Total Investments in Securities | | $208,467,589 | $201,585,084 | $6,882,505 | — |
|
Mid Value Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $56,121,465 | $56,121,465 | — | — |
Consumer Staples | | 30,381,846 | 30,381,846 | — | — |
Energy | | 28,708,599 | 28,708,599 | — | — |
Financials | | 63,148,168 | 63,148,168 | — | — |
Health Care | | 20,301,096 | 20,301,096 | — | — |
Industrials | | 29,493,223 | 29,493,223 | — | — |
Information Technology | | 27,416,439 | 27,416,439 | — | — |
Materials | | 20,512,392 | 20,512,392 | — | — |
Telecommunication Services | | 3,743,431 | 3,743,431 | — | — |
Utilities | | 27,416,403 | 27,416,403 | — | — |
Preferred Stocks | | 701,350 | — | $701,350 | — |
Convertible Bonds | | | | | |
Financials | | 458,695 | — | 458,695 | — |
Industrials | | 1,635,302 | — | 1,635,302 | — |
Materials | | 134,928 | — | 134,928 | — |
Short-Term Investments | | 75,072,374 | 49,399,353 | 25,673,021 | — |
| |
|
Total Investments in Securities | | $385,245,711 | $356,642,415 | $28,603,296 | — |
|
Optimized Value Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $41,780,367 | $41,780,367 | — | — |
Consumer Staples | | 15,977,671 | 15,977,671 | — | — |
Energy | | 60,887,119 | 60,887,119 | — | — |
Financials | | 90,282,382 | 90,282,382 | — | — |
Health Care | | 23,289,016 | 23,289,016 | — | — |
Industrials | | 20,286,331 | 20,286,331 | — | — |
Information Technology | | 29,919,955 | 29,919,955 | — | — |
Materials | | 8,375,735 | 8,375,735 | — | — |
Telecommunication Services | | 16,438,487 | 16,438,487 | — | — |
Utilities | | 10,712,516 | 10,712,516 | — | — |
Short-Term Investments | | 2,911,000 | — | $2,911,000 | — |
| |
|
Total Investments in Securities | | $320,860,579 | $317,949,579 | $2,911,000 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Real Estate Equity Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $9,757,270 | $9,757,270 | — | — |
Financials | | 210,077,697 | 210,077,697 | — | — |
Convertible Bonds | | | | | |
Financials | | 8,347,035 | — | $8,347,035 | — |
Short-Term Investments | | 80,221,108 | 75,616,404 | 4,604,704 | — |
| |
|
Total Investments in Securities | | $308,403,110 | $295,451,371 | $12,951,739 | — |
|
Real Estate Securities Fund | | | | | |
Common Stocks | | | | | |
Financials | | $285,558,152 | $285,558,152 | — | — |
Short-Term Investments | | 94,344,654 | 91,530,654 | $2,814,000 | — |
| |
|
Total Investments in Securities | | $379,902,806 | $377,088,806 | $2,814,000 | — |
|
Real Return Bond Fund | | | | | |
U.S. Government & Agency Obligations | | $1,092,984,098 | — | $1,092,984,098 | — |
Foreign Government Obligations | | 27,335,620 | — | 27,335,620 | — |
Corporate Bonds | | 145,683,121 | — | 145,683,121 | — |
Municipal Bonds | | 2,028,305 | — | 2,028,305 | — |
Collateralized Mortgage Obligations | | 52,217,027 | — | 52,217,027 | — |
Asset Backed Securities | | 22,693,643 | — | 18,683,653 | $4,009,990 |
Preferred Stocks | | 1,381,000 | $476,500 | 904,500 | — |
Short-Term Investments | | 3,847,994 | — | 3,847,994 | — |
| |
|
Total Investments in Securities | | $1,348,170,808 | $476,500 | $1,343,684,318 | $4,009,990 |
Other Financial Instruments | | $2,892,640 | $2,391,271 | $501,369 | — |
Totals | | $1,351,063,448 | $2,867,771 | $1,344,185,687 | $4,009,990 |
|
Short Term Government Income Fund | | | | | |
U.S. Government & Agency Obligations | | $30,974,508 | — | $30,974,508 | — |
Collateralized Mortgage Obligations | | 922,937 | — | 922,937 | — |
Short-Term Investments | | 300,000 | — | 300,000 | — |
| |
|
Total Investments in Securities | | $32,197,445 | — | $32,197,445 | — |
|
Small Cap Growth Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $25,102,711 | $25,102,711 | — | — |
Consumer Staples | | 3,712,304 | 3,712,304 | — | — |
Energy | | 4,139,610 | 4,139,610 | — | — |
Financials | | 3,819,157 | 3,819,157 | — | — |
Health Care | | 29,805,583 | 29,805,583 | — | — |
Industrials | | 20,794,969 | 20,794,969 | — | — |
Information Technology | | 29,113,132 | 29,113,132 | — | — |
Materials | | 1,510,560 | 1,510,560 | — | — |
Telecommunication Services | | 1,946,568 | 1,946,568 | — | — |
Short-Term Investments | | 3,100,000 | — | $3,100,000 | — |
| |
|
Total Investments in Securities | | $123,044,594 | $119,944,594 | $3,100,000 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Small Cap Index Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $16,795,179 | $16,795,179 | — | — |
Consumer Staples | | 4,075,145 | 4,075,145 | — | — |
Energy | | 6,089,297 | 6,089,297 | — | — |
Financials | | 24,376,949 | 24,376,949 | — | — |
Health Care | | 16,455,863 | 16,455,691 | — | $172 |
Industrials | | 17,741,853 | 17,741,853 | — | — |
Information Technology | | 21,107,443 | 21,066,234 | $41,209 | — |
Materials | | 5,250,561 | 5,250,561 | — | — |
Telecommunication Services | | 1,050,143 | 1,050,143 | — | — |
Utilities | | 3,592,674 | 3,592,674 | — | — |
Preferred Stocks | | 35,894 | 35,894 | — | — |
Short-Term Investments | | 25,797,914 | 22,811,189 | 2,986,725 | |
| |
|
Total Investments in Securities | | $142,368,915 | $139,340,809 | $3,027,934 | $172 |
Other Financial Instruments | | $68,279 | $68,279 | — | — |
Totals | | $142,437,194 | $139,409,088 | $3,027,934 | $172 |
|
Small Cap Opportunities Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $19,207,079 | $19,207,079 | — | — |
Consumer Staples | | 3,330,513 | 3,330,513 | — | — |
Energy | | 8,523,579 | 8,523,579 | — | — |
Financials | | 19,802,976 | 19,802,976 | — | — |
Health Care | | 10,575,712 | 10,575,712 | — | — |
Industrials | | 18,622,098 | 18,622,098 | — | — |
Information Technology | | 16,951,054 | 16,951,054 | — | — |
Materials | | 6,236,693 | 6,236,693 | — | — |
Telecommunication Services | | 1,209,085 | 1,209,085 | — | — |
Utilities | | 1,218,848 | 1,218,848 | — | — |
Rights | | 369 | — | $369 | — |
Short-Term Investments | | 18,716,323 | 18,066,386 | 649,937 | — |
| |
|
Total Investments in Securities | | $124,394,329 | $123,744,023 | $650,306 | — |
|
Small Cap Value Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $15,266,926 | $15,266,926 | — | — |
Consumer Staples | | 4,316,996 | 4,316,996 | — | — |
Energy | | 4,580,244 | 4,580,244 | — | — |
Financials | | 20,579,833 | 20,579,833 | — | — |
Health Care | | 6,834,530 | 6,834,530 | — | — |
Industrials | | 17,595,677 | 17,595,677 | — | — |
Information Technology | | 8,731,285 | 8,731,285 | — | — |
Materials | | 4,610,679 | 4,610,679 | — | — |
Utilities | | 4,852,284 | 4,852,284 | — | — |
Short-Term Investments | | 13,521,363 | 11,921,363 | $1,600,000 | — |
| |
|
Total Investments in Securities | | $100,889,817 | $99,289,817 | $1,600,000 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Small Company Growth Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $23,400,245 | $23,400,245 | — | — |
Consumer Staples | | 2,430,412 | 2,430,412 | — | — |
Energy | | 8,943,297 | 8,943,297 | — | — |
Financials | | 11,203,334 | 11,203,334 | — | — |
Health Care | | 27,324,280 | 27,324,280 | — | — |
Industrials | | 17,919,104 | 17,919,104 | — | — |
Information Technology | | 38,847,301 | 38,847,301 | — | — |
Materials | | 3,856,805 | 3,856,805 | — | — |
Telecommunication Services | | 1,590,493 | 1,590,493 | — | — |
Utilities | | 1,368,556 | 1,368,556 | — | — |
Short-Term Investments | | 40,536,940 | 34,622,823 | $5,914,117 | — |
| |
|
Total Investments in Securities | | $177,420,767 | $171,506,650 | $5,914,117 | — |
|
Small Company Value Fund | | | | | — |
Common Stocks | | | | | |
Consumer Discretionary | | $47,011,990 | $47,011,990 | — | — |
Consumer Staples | | 7,109,143 | 7,109,143 | — | — |
Energy | | 27,153,705 | 27,153,705 | — | — |
Financials | | 82,008,694 | 82,008,694 | — | — |
Health Care | | 25,796,488 | 25,796,488 | — | — |
Industrials | | 96,948,126 | 96,948,126 | — | — |
Information Technology | | 39,516,823 | 39,516,823 | — | — |
Materials | | 34,507,206 | 34,507,206 | — | — |
Telecommunication Services | | 2,053,712 | 2,053,712 | — | — |
Utilities | | 14,747,470 | 14,747,470 | — | — |
Preferred Stocks | | | | | |
Energy | | 2,342,400 | 2,342,400 | — | — |
Financials | | 5,562,083 | — | $5,562,083 | — |
Investment Companies | | 2,929,405 | 2,929,405 | — | — |
Short-Term Investments | | 89,833,345 | 78,758,111 | 11,075,234 | — |
| |
|
Total Investments in Securities | | $477,520,590 | $460,883,273 | $16,637,317 | — |
|
Smaller Company Growth Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $29,093,871 | $29,093,871 | — | — |
Consumer Staples | | 3,260,750 | 3,260,750 | — | — |
Energy | | 14,215,621 | 14,215,621 | — | — |
Financials | | 17,540,088 | 17,540,088 | — | — |
Health Care | | 27,142,001 | 27,142,001 | — | — |
Industrials | | 33,524,887 | 33,524,887 | — | — |
Information Technology | | 35,031,099 | 35,031,099 | — | — |
Materials | | 8,263,613 | 8,263,613 | — | — |
Telecommunication Services | | 6,742,270 | 6,742,270 | — | — |
Utilities | | 504,582 | 504,582 | — | — |
Investment Companies | | 849,500 | 849,500 | — | — |
Total Rights | | 573 | 573 | — | — |
Short-Term Investments | | 39,191,320 | 35,099,534 | $4,091,786 | — |
| |
|
Total Investments in Securities | | $215,360,175 | $211,268,389 | $4,091,786 | — |
Other Financial Instruments | | $11,104 | $11,104 | — | — |
Totals | | $215,371,279 | $211,279,493 | $4,091,786 | |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Spectrum Income Fund | | | | | |
Common Stocks | | $115,783,634 | $114,926,287 | $857,347 | — |
Preferred Stocks | | 3,717,081 | 3,311,060 | 329,021 | $77,000 |
U.S. Government & Agency Obligations | | 202,115,044 | — | 202,115,044 | — |
Foreign Government Obligations | | 86,798,305 | — | 85,443,906 | 1,354,399 |
Corporate Bonds | | 329,449,344 | — | 328,953,360 | 495,984 |
Municipal Bonds | | 2,235,060 | — | 2,235,060 | — |
Collateralized Mortgage Obligations | | 17,634,548 | — | 17,634,548 | — |
Asset Backed Securities | | 19,132,559 | 1,590,665 | 17,371,979 | 169,915 |
Convertible Preferred Stocks | | 158,434 | — | 158,434 | — |
Convertible Bonds | | 5,245,946 | — | 4,815,296 | 430,650 |
Supranational Obligations | | 2,948,242 | — | 2,948,242 | — |
Term Loans | | 18,835,413 | — | 18,835,413 | — |
Short-Term Investments | | 45,917,286 | 12,325,171 | 33,592,115 | — |
| |
|
Total Investments in Securities | | $849,970,896 | $132,153,183 | $715,289,765 | $2,527,948 |
Other Financial Instruments | | $151,380 | ($42,401) | $193,781 | — |
Totals | | $850,122,276 | $132,110,782 | $715,483,546 | $2,527,948 |
|
Strategic Bond Fund | | | | | |
U.S. Government & Agency Obligations | | $81,614,161 | — | $81,614,161 | — |
Foreign Government Obligations | | 9,193,717 | — | 9,193,717 | — |
Corporate Bonds | | 108,787,998 | — | 108,582,885 | $205,113 |
Collateralized Mortgage Obligations | | 28,010,016 | — | 28,010,016 | — |
Asset Backed Securities | | 17,640,810 | — | 17,640,810 | — |
Municipal Bonds | | 525,712 | — | 525,712 | — |
Supranational Obligations | | 999,999 | — | 999,999 | — |
Common Stocks | | 662,304 | $607,311 | 42,444 | 12,549 |
Preferred Stocks | | 3,023,815 | 384,316 | 2,639,499 | — |
Term Loans | | 4,933,215 | — | 4,933,215 | — |
Warrants | | 29,957 | — | 14,004 | 15,953 |
Purchased Options | | 2,875 | 2,875 | — | — |
Short-Term Investments | | 32,000,000 | — | 32,000,000 | — |
| |
|
Total Investments in Securities | | $287,424,579 | $994,502 | $286,196,462 | $233,615 |
Other Financial Instruments | | $141,824 | $277,664 | ($135,840) | — |
Totals | | $287,566,403 | $1,272,166 | $286,060,622 | $233,615 |
|
Total Bond Market Fund | | | | | |
U.S. Government & Agency Obligations | | $416,317,194 | — | $416,317,194 | — |
Foreign Government Obligations | | 9,369,370 | — | 9,369,370 | — |
Corporate Bonds | | 113,163,672 | — | 113,163,672 | — |
Municipal Bonds | | 1,949,911 | — | 1,949,911 | — |
Collateralized Mortgage Obligations | | 20,947,968 | — | 20,947,968 | — |
Asset Backed Securities | | 1,462,604 | — | 1,462,604 | — |
Convertible Preferred Stocks | | 806,899 | — | 806,899 | — |
Supranational Obligations | | 4,451,917 | — | 4,451,917 | — |
Short-Term Investments | | 9,577,462 | — | 9,577,462 | — |
| |
|
Total Investments in Securities | | $578,046,997 | — | $578,046,997 | — |
|
Total Return Fund | | | | | |
U.S. Government & Agency Obligations | | $758,314,522 | — | $712,564,874 | $45,749,648 |
Foreign Government Obligations | | 74,846,477 | — | 74,846,477 | — |
Corporate Bonds | | 541,084,355 | — | 541,084,355 | — |
Municipal Bonds | | 46,035,403 | — | 46,035,403 | — |
Collateralized Mortgage Obligations | | 110,166,734 | — | 110,166,734 | — |
Asset Backed Securities | | 43,609,392 | — | 43,609,392 | — |
Term Loans | | 7,240,083 | — | 7,240,083 | — |
Preferred Stocks | | 10,955,780 | $10,544,380 | 411,400 | — |
Short-Term Investments | | 780,025,215 | — | 780,025,215 | — |
| |
|
Total Investments in securities | | $2,372,277,961 | $10,544,380 | $2,315,983,933 | $45,749,648 |
Schedule of Securities Sold Short | | ($28,678,909) | — | ($28,678,909) | — |
Other Financial Instruments | | $19,821,826 | $9,819,766 | $10,002,060 | — |
Totals | | $2,363,420,878 | $20,364,146 | $2,297,307,084 | $45,749,648 |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
U.S. Government Securities Fund | | | | | |
U.S. Government & Agency Obligations | | $64,784,934 | — | $64,784,934 | — |
Collateralized Mortgage Obligations | | 12,238,282 | — | 12,238,282 | — |
Asset Backed Securities | | 7,003,056 | — | 6,713,883 | $289,173 |
Preferred Stocks | | 45,518 | $45,518 | — | — |
Short-Term Investments | | 78,283,683 | — | 78,283,683 | — |
| |
|
Total Investments in Securities | | $162,355,473 | $45,518 | $162,020,782 | $289,173 |
Other Financial Instruments | | $334,347 | $334,347 | — | — |
Totals | | $162,689,820 | $379,865 | $162,020,782 | $289,173 |
|
U.S. High Yield Bond Fund | | | | | |
Corporate Bonds | | $568,855,916 | — | $568,812,726 | $43,190 |
Common Stocks | | 5,584,780 | $5,479,780 | — | 105,000 |
Preferred Stocks | | 71,120 | — | — | 71,120 |
Term Loans | | 150,232,156 | — | 150,232,156 | — |
Asset Backed Securities | | 1,076,213 | — | 1,076,213 | — |
Short-Term Investments | | 13,018,289 | — | 13,018,289 | — |
| |
|
Total Investments in Securities | | $738,838,474 | $5,479,780 | $733,139,384 | $219,310 |
|
U.S. Multi Sector Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $45,261,095 | $45,261,095 | — | — |
Consumer Staples | | 193,717,324 | 193,717,324 | — | — |
Energy | | 83,515,610 | 83,515,610 | — | — |
Financials | | 32,255,752 | 32,255,752 | — | — |
Health Care | | 228,689,924 | 228,689,924 | — | — |
Industrials | | 26,700,260 | 26,700,260 | — | — |
Information Technology | | 283,318,466 | 283,318,466 | — | — |
Materials | | 12,291,777 | 12,291,777 | — | — |
Telecommunication Services | | 12,805,421 | 12,805,421 | — | — |
Utilities | | 1,318,721 | 1,318,721 | — | — |
Short-Term Investments | | 110,757,460 | 64,680,798 | $46,076,662 | — |
| |
|
Total Investments in Securities | | $1,030,631,810 | $984,555,148 | $46,076,662 | — |
Other Financial Instruments | | ($65,756) | ($65,756) | — | — |
Totals | | $1,030,566,054 | $984,489,392 | $46,076,662 | — |
|
Value Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $10,619,001 | $10,619,001 | — | — |
Consumer Staples | | 8,553,017 | 8,553,017 | — | — |
Energy | | 9,188,952 | 9,188,952 | — | — |
Financials | | 27,454,623 | 27,454,623 | — | — |
Health Care | | 13,391,059 | 13,391,059 | — | — |
Industrials | | 21,961,795 | 21,961,795 | — | — |
Information Technology | | 15,280,415 | 15,280,415 | — | — |
Materials | | 9,379,069 | 9,379,069 | — | — |
Utilities | | 8,737,252 | 8,737,252 | — | — |
Short-Term Investments | | 19,001,376 | 12,201,376 | $6,800,000 | — |
| |
|
Total Investments in Securities | | $143,566,559 | $136,766,559 | $6,800,000 | — |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | |
| | | | Level 2 | Level 3 |
| | Total Market | Level 1 | Significant | Significant |
| | Value at | Quoted | Observable | Unobservable |
| | 02/28/10 | Price | Inputs | Inputs |
|
Value & Restructuring Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $29,989,837 | $29,989,837 | — | — |
Consumer Staples | | 37,208,981 | 37,208,981 | — | — |
Energy | | 138,050,221 | 138,050,221 | — | — |
Financials | | 91,719,851 | 91,719,851 | — | — |
Health Care | | 32,624,751 | 32,624,751 | — | — |
Industrials | | 87,684,767 | 87,684,767 | — | — |
Information Technology | | 43,787,711 | 43,787,711 | — | — |
Materials | | 73,262,199 | 66,914,277 | $6,347,922 | — |
Telecommunication Services | | 22,910,740 | 22,910,740 | — | — |
Utilities | | 2,861,451 | — | 2,861,451 | — |
Preferred Stocks | | 2,836,705 | 2,836,705 | — | — |
Convertible Bonds | | 4,923,140 | — | 4,923,140 | — |
Short-Term Investments | | 72,917,534 | 63,420,534 | 9,497,000 | — |
| |
|
Total Investments in Securities | | $640,777,888 | $617,148,375 | $23,629,513 | — |
|
Vista Fund | | | | | |
Common Stocks | | | | | |
Consumer Discretionary | | $48,612,624 | $48,612,624 | — | — |
Consumer Staples | | 5,178,096 | 5,178,096 | — | — |
Energy | | 18,896,059 | 18,896,059 | — | — |
Financials | | 20,285,518 | 20,285,518 | — | — |
Health Care | | 34,924,820 | 32,896,513 | $2,028,307 | — |
Industrials | | 34,507,697 | 34,507,697 | — | — |
Information Technology | | 62,941,043 | 62,941,043 | — | — |
Materials | | 16,879,439 | 16,879,439 | — | — |
Telecommunication Services | | 12,439,488 | 12,439,488 | — | — |
Short-Term Investments | | 64,300,646 | 55,722,689 | 8,577,957 | — |
| |
|
Total Investments in Securities | | $318,965,430 | $308,359,166 | $10,606,264 | — |
Other Financial Instruments | | $14,796 | — | $14,796 | — |
Total | | $318,980,226 | $308,359,166 | $10,621,060 | — |
The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
| | | | | | |
Active Bond Fund | | | | | | |
| | | Collateralized | | U.S. Government & | |
| | Asset Backed | Mortgage | Corporate | Agency | |
| | Securities | Obligations | Bonds | Obligations | Totals |
Balance as of 8/31/09 | | $3,656,933 | $5,165,113 | $503,600 | — | $9,325,646 |
Accrued discounts/premiums | | 17,740 | — | — | — | 17,740 |
Realized gain (loss) | | (1,309,330) | 687,928 | — | — | (621,402) |
Change in unrealized appreciation (depreciation) | | 2,659,329 | 985,788 | 130,436 | — | 3,775,553 |
Net purchases (sales) | | 241,429 | (2,163,929) | 600,000 | $541,461 | (781,039) |
Net transfers in and/out of Level 3 | | (214,350) | — | 14 | — | (214,336) |
Balance as of 2/28/10 | | $5,051,751 | $4,674,900 | $1,234,050 | $541,461 | $11,502,162 |
|
Core Bond Fund | | | | | | |
| | | Collateralized | | | |
| | Asset Backed | Mortgage | | | |
| | Securities | Obligations | Totals | | |
Balance as of 8/31/09 | | — | $556,323 | $556,323 | | |
Accrued discounts/premiums | | — | — | — | | |
Realized gain (loss) | | $5,678 | — | 5,678 | | |
Change in unrealized appreciation (depreciation) | | 6,328 | (1,845) | 4,483 | | |
Net purchases (sales) | | 1,119,322 | 1,463,492 | 2,582,814 | | |
Net transfers in and/out of Level 3 | | — | (556,323) | (556,323) | | |
Balance as of 2/28/10 | | $1,131,328 | $1,461,647 | $2,592,975 | | |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | | |
Emerging Markets Value Fund | | | | | | |
| | Hong Kong | India | Totals | | |
Balance as of 8/31/09 | | — | $16,560 | $16,560 | | |
Accrued discounts/premiums | | — | — | — | | |
Realized gain (loss) | | — | — | — | | |
Change in unrealized appreciation (depreciation) | | ($310,178) | 977 | (309,201) | | |
Net purchases (sales) | | — | — | — | | |
Net transfers in and/out of Level 3 | | 402,041 | — | 402,041 | | |
Balance as of 2/28/10 | | $91,863 | $17,537 | $109,400 | | |
| |
Global Bond Fund | | | | | | |
| | | Collateralized | | | |
| | Asset Backed | Mortgage | Corporate | | |
| | Securities | Obligations | Bonds | Totals | |
Balance as of 8/31/09 | | $1,306,968 | $1,638,566 | $2,115,895 | $5,061,429 | |
Accrued discounts/premiums | | — | — | — | — | |
Realized gain (loss) | | — | — | — | — | |
Change in unrealized appreciation (depreciation) | | (67,592) | — | 179,855 | 112,263 | |
Net purchases (sales) | | 1,837,737 | — | 2,600,000 | 4,437,737 | |
Net transfers in and/out of Level 3 | | (1,306,968) | (1,638,566) | (2,115,895) | (5,061,429) | |
Balance as of 2/28/10 | | $1,770,145 | — | $2,779,855 | $4,550,000 | |
| | | | | | | | | |
High Income Fund | | | | | | | | | |
| Asset | Collateralized | | | | | | | Other |
| Backed | Mortgage | Common | Corporate | Purchased | Preferred | Term | | Financial |
| Securities | Obligations | Stocks | Bonds | Options | Stocks | Loans | Totals | Instruments |
Balance as of 8/31/09 | $2,207,200 | $2,845,382 | — | $28,573,055 | $935,508 | — | $1,355,357 | $35,916,502 | ($935,508) |
Accrued discounts/premiums | 2,304 | 707 | — | 706,308 | — | — | 6,040 | 715,359 | — |
Realized gain (loss) | — | 2,185,199 | — | 4,324,061 | — | — | (2,034,085) | 4,475,175 | — |
Change in unrealized appreciation | | | | | | | | | |
(depreciation) | 663,521 | 446,111 | $57,330 | 126,015 | (935,312) | $4,659,441 | 3,890,327 | 8,907,433 | 935,312 |
Net purchases (sales) | 1,118,975 | (4,262,164) | 171,930 | (11,928,330) | — | 3,079,455 | 927,460 | (10,892,674) | — |
Net transfers in and/out of Level 3 | — | — | — | — | — | — | — | — | — |
Balance as of 2/28/10 | $3,992,000 | $1,215,235 | $229,260 | $21,801,109 | $196 | $7,738,896 | $4,145,099 | $39,121,795 | ($196) |
| | | | | | | | |
High Yield Fund | | | | | | | | |
| | | | Defaulted | | | | |
| | Common | Corporate | Bonds Beyond | Preferred | Term | | |
| | Stocks | Bonds | Maturity Date | Stocks | Loans | Warrants | Totals |
Balance as of 8/31/09 | | — | $844,100 | $269,885 | $5,865,771 | $1,148,618 | $77,611 | $8,205,985 |
Accrued discounts/premiums | | — | 99,861 | — | — | — | — | 99,861 |
Realized gain (loss) | | ($22) | (1,658,038) | 3,086 | (95,532) | — | — | (1,750,506) |
Change in unrealized appreciation (depreciation) | | (132,367) | (2,646,207) | 204,130 | 2,093,527 | 219,015 | 182,512 | (79,390) |
Net purchases (sales) | | 810,225 | 12,237,242 | (3,300) | (7,846,940) | — | 153,350 | 5,350,577 |
Net transfers in and/out of Level 3 | | — | — | 26,912 | — | — | — | 26,912 |
Balance as of 2/28/10 | | $677,836 | $8,876,958 | $500,713 | $16,826 | $1,367,633 | $413,473 | $11,853,439 |
| | | | | | | | |
International Small Company Fund | | | | | | | | |
| | Australia | | | | | | |
Balance as of 8/31/09 | | $1,940 | | | | | | |
Accrued discounts/premiums | | — | | | | | | |
Realized gain (loss) | | (52,344) | | | | | | |
Change in unrealized | | | | | | | | |
appreciation (depreciation) | | 52,884 | | | | | | |
Net purchases (sales) | | (1,729) | | | | | | |
Net transfers in and/out of Level 3 | | — | | | | | | |
Balance as of 2/28/10 | | $751 | | | | | | |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | | | |
Real Return Bond Fund | | | | | | | |
| | | Collateralized | | | | |
| | Asset Backed | Mortgage | | | | |
| | Securities | Obligations | Totals | | | |
Balance as of 8/31/09 | | — | $4,650,000 | $4,650,000 | | | |
Accrued discounts/premiums | | $2,427 | — | 2,427 | | | |
Realized gain (loss) | | 3,438 | — | 3,438 | | | |
Change in unrealized appreciation (depreciation) | | (151,679) | — | (151,679) | | | |
Net purchases (sales) | | 4,155,804 | — | 4,155,804 | | | |
Net transfers in and/out of Level 3 | | — | (4,650,000) | (4,650,000) | | | |
Balance as of 2/28/10 | | $4,009,990 | — | $4,009,990 | | | |
|
Small Cap Index Fund | | | | | | | |
| | Health Care | | | | | |
Balance as of 8/31/09 | | $172 | | | | | |
Accrued discounts/premiums | | — | | | | | |
Realized gain (loss) | | — | | | | | |
Change in unrealized appreciation (depreciation) | | — | | | | | |
Net purchases (sales) | | — | | | | | |
Net transfers in and/out of Level 3 | | — | | | | | |
Balance as of 2/28/10 | | $172 | | | | | |
|
Spectrum Income Fund | | | | | | | |
| | | | | Foreign | | |
| | Asset Backed | Convertible | Corporate | Government | Preferred | |
| | Securities | Bonds | Bonds | Obligations | Stocks | Total |
Balance as of 8/31/09 | | — | $318,938 | $1,028,757 | $180,600 | $77,000 | $1,605,295 |
Accrued discounts/premiums | | — | 9,955 | 25 | 3,306 | — | 13,286 |
Realized gain (loss) | | — | — | (92,286) | — | — | (92,286) |
Change in unrealized appreciation (depreciation) | | ($80) | 101,757 | 121,232 | 21,752 | — | 244,661 |
Net purchases (sales) | | 169,995 | — | (329,431) | 1,148,741 | — | 989,305 |
Net transfers in and/out of Level 3 | | — | — | (232,313) | — | — | (232,313) |
Balance as of 2/28/10 | | $169,915 | $430,650 | $495,984 | $1,354,399 | $77,000 | $2,527,948 |
|
Strategic Bond Fund | | | | | | | |
| | Corporate | Common | Preferred | | | |
| | Bonds | Stocks | Stocks | Warrants | Totals | |
Balance as of 8/31/09 | | $14,625 | — | $369,380 | — | $384,005 | |
Accrued discounts/premiums | | 1,269 | — | — | — | 1,269 | |
Realized gain (loss) | | (1,136) | — | — | — | (1,136) | |
Change in unrealized appreciation (depreciation) | | (123,046) | ($2,451) | 88,360 | $3,247 | (33,890) | |
Net purchases (sales) | | 313,401 | 15,000 | (457,740) | 12,706 | (116,633) | |
Net transfers in and/out of Level 3 | | — | — | — | — | — | |
Balance as of 2/28/10 | | $205,113 | $12,549 | — | $15,953 | $233,615 | |
|
Total Return Fund | | | | | | | |
| U.S. Government | | | | |
| | Asset Backed | & Agency | | | | |
| | Securities | Obligations | | | | |
Balance as of 8/31/09 | | $824,791 | — | | | | |
Accrued discounts/premiums | | — | — | | | | |
Realized gain (loss) | | — | — | | | | |
Change in unrealized appreciation (depreciation) | | — | ($117) | | | | |
Net purchases (sales) | | — | 45,749,765 | | | | |
Net transfers in and/out of Level 3 | | (824,791) | — | | | | |
Balance as of 2/28/10 | | — | $45,749,648 | | | | |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | | | |
U.S. Government Securities Fund | | | | | | |
| | Asset Backed | | | | |
| | Securities | | | | |
Balance as of 8/31/09 | | $283,181 | | | | |
Accrued discounts/premiums | | — | | | | |
Realized gain (loss) | | (149) | | | | |
Change in unrealized appreciation (depreciation) | | 130,237 | | | | |
Net purchases (sales) | | (124,096) | | | | |
Net transfers in and/out of Level 3 | | — | | | | |
Balance as of 2/28/10 | | $289,173 | | | | |
| |
U.S. High Yield Bond Fund | | | | | | |
| | Common | Corporate | Preferred | | |
| | Stock | Bonds | Stock | Totals | |
Balance as of 8/31/09 | | $125,003 | $35,000 | $127,000 | $287,003 | |
Accrued discounts/premiums | | — | 8,293 | — | 8,293 | |
Realized gain (loss) | | — | 147 | — | 147 | |
Change in unrealized appreciation | | | | | | |
(depreciation) | | (20,003) | (250) | (55,880) | (76,133) | |
Net purchases (sales) | | — | — | — | — | |
Net transfers in and/out of Level 3 | | — | — | — | — | |
Balance as of 2/28/10 | | $105,000 | $43,190 | $71,120 | $219,310 | |
| |
Value & Restructuring Fund | | | | | | |
| | Financials | | | | |
Balance as of 8/31/09 | | $25,596 | | | | |
Accrued discounts/premiums | | — | | | | |
Realized gain (loss) | | (231,767) | | | | |
Change in unrealized appreciation | | | | | | |
(depreciation) | | 234,061 | | | | |
Net purchases (sales) | | (27,890) | | | | |
Net transfers in and/out of Level 3 | | — | | | | |
Balance as of 2/28/10 | | — | | | | |
In order to value the securities, the Funds use the following valuation techniques. Equity securities held by the Funds are valued at the last sale price or official closing price on the principal securities exchange on which they trade. In the event there were no sales during the day or closing prices are not available, then securities are valued using the last quoted bid or evaluated price. Debt obligations are valued based on the evaluated prices provided by an independent pricing service, which utilizes both dealer-supplied and electronic data processing techniques, which take into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data. Foreign securities and currencies are valued in U.S. dollars, based on foreign currency exchange rates supplied by an independent pricing service. Certain securities traded only in the over-the - -counter market are valued at the last bid price quoted by brokers making markets in the securities at the close of trading. Certain short-term securities are valued at amortized cost. John Hancock Collateral Investment Trust (JHCIT), an affiliate of the Fund, is valued at its closing net asset value. JHCIT is a non stable value fund investing in short-term investments as part of a securities lending program.
Other portfolio securities and assets, where market quotations are not readily available, are valued at fair value, as determined in good faith by the Funds’ Pricing Committee, following procedures established by the Board of Trustees. Generally, trading in non-U.S. securities is substantially completed each day at various times prior to the close of trading on the New York Stock Exchange (NYSE). The values of non-U.S. securities, used in computing the net asset value of the Fund’s shares, are generally determined at these times. Significant market events that affect the values of non-U.S. securities may occur after the time when the valuation of the securities is generally determined and the close of the NYSE. During significant market events, these securities will be valued at fair value, as determined in good faith, following procedures established by the Board of Trustees.
Repurchase Agreements The Funds may enter into repurchase agreements. When a Fund enters into a repurchase agreement it receives collateral which is held in a segregated account by the Fund’s custodian. The collateral amount is marked-to-market and monitored on a daily basis to ensure that the collateral held is in an amount not less than the principal amount of the repurchase agreement plus any accrued interest. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which time the collateral value may decline. Collateral for certain tri-party repurchase agreements is held at a third-party custodian bank in a segregated account for the benefit of the Funds.
When-Issued/Delayed Delivery Securities The Funds may purchase or sell debt securities on a when-issued or delayed-delivery basis, or in a “To Be Announced” (TBA) or “forward commitment” transaction, with delivery or payment to occur at a later date beyond the normal settlement period. TBA securities resulting from these transactions are included in the Portfolio of Investments or in a schedule to the Portfolio of Investments (Schedule of Securities Sold Short). At the time that the Fund enters into a commitment to purchase or sell a security, the transaction is recorded and the value of the security is reflected in the Funds’ net asset value. The price of such security and the date that the security will be delivered and paid for are fixed at the time the transaction is negotiated. The value of the security may vary with market fluctuations. No interest accrues to the Funds until payment t akes place. At the time that the Funds enter into this type of transaction, the Funds are requiredtohave sufficient cash and/or liquid securities to cover its commitments.
Certain risks may arise upon entering into when-issued or delayed-delivery securities transactions, including the potential inability of counterparties to meet the terms of their contracts, and the issuer’s failure to issue the securities due to political, economic, or other factors. Additionally, losses may arise due to declines in the value of the securities prior to settlement date.
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
Term Loans Floating rate loans are generally subject to legal or contractual restrictions on resale. The liquidity of floating rate loans, including the volume and frequency of secondary market trading in such loans, varies significantly over time and among individual floating rate loans. During periods of infrequent trading, valuing a floating rate loan can be more difficult and buying and selling a floating rate loan at an acceptable price can be more difficult and delayed. Difficulty in selling a floating rate loan can result in a loss. Fees associated with loan amendments are accrued daily. At February 28, 2010, the Active Bond Fund and High Income Fund had $11,697 and $391,802 in unfunded loan commitments outstanding, respectively.
Loan participations and Assignments A Fund’s ability to receive payments of principal and interest and other amounts in connection with loans (whether through participations, assignments or otherwise) will depend primarily on the financial condition of the borrower. A Fund’s failure to receive scheduled interest or principal payments on a term loan due to a default, bankruptcy or other reasons would adversely affect the Fund’s income and would likely reduce the value of its assets. Because many term loans are not rated by independent credit rating agencies, a decision to invest in a particular loan could depend exclusively on the subadviser’s credit analysis of the borrower and/or term loan agents. A Fund may have limited rights to enforce the terms of an underlying loan.
Security Transactions and Related Investment Income Investment security transactions are accounted for on a trade date plus one basis for daily net asset value calculations. However, for financial reporting purposes, investment transactions are reported on trade date. Interest income is accrued as earned. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds from litigation. Dividend income is recorded on the ex-dividend date except for certain foreign dividends where the ex-date may have passed, which are recorded when the Fund becomes aware of the dividends. Interest income includes coupon interest and amortization/accretion of discounts/premiums on debt securities. Debt obligations may be placed in a non-accrual status and related interest income may be reduced by stopping current accruals and writing off interest receivables when the collection of all or a p ortion of interest has become doubtful. Certain Funds may be subject to foreign earnings and repatriation taxes which are accrued based upon net investment income, net realized gains or net unrealized appreciation.
Inflation Indexed Bonds Inflation-indexed bonds are securities that generally have a lower coupon interest rate fixed at issuance but whose principal value is periodically adjusted to a rate of inflation, such as the Consumer Price Index. Over the life of an inflation-indexed bond, interest is paid on the inflation adjusted principal value as described above. Increases in the principal amount of these securities are recorded as interest income. Decreases in the principal amount of these securities reduce interest income to the extent of income recorded in the current fiscal period. Excess amounts are recorded as an adjustment to cost.
Real Estate Investment Trusts From time to time, the Funds may invest in real estate investment trusts (REITs) and, as a result, will estimate the components of distributions from these securities. Distributions from REITs received in excess of income are recorded as a reduction of cost of investments and/or as a realized gain.
Securities Lending A Fund may lend its securities to earn additional income. It receives and maintains cash collateral received from the borrower in an amount not less than the market value of the loaned securities. The Funds will invest its collateral in JHCIT, which is not a stable value fund. As a result, the Funds will receive the benefit of any gains and bear any losses generated by JHCIT. Although risk of the loss of the securities lent is mitigated by holding the collateral, the Funds could experience a delay in recovering its securities and a possible loss of income or value if the borrower fails to return the securities or if collateral investments decline in value. The Funds may receive compensation for lending its securities by retaining a portion of the return on the investment of the collateral.
Foreign Currency Translation Assets, including investments and liabilities denominated in foreign currencies are translated into U.S. dollar values each day at the prevailing exchange rate. Purchases and sales of securities, income, and expenses are translated into U.S. dollars at the prevailing exchange rate on the date of the transaction. The effect of changes in foreign currency exchange rates on realized and unrealized securities gains and losses is reflected as a component of securities gains and losses.
Funds that invest internationally generally carry more risk than funds that invest strictly in U.S. securities. Funds investing in a single country or in a limited geographic region tend to be riskier than funds that invest more broadly. Risks can result from differences in economic and political conditions, regulations, market practices (including higher transaction costs) and accounting standards. Foreign investments are also subject to a decline in the value of a foreign currency versus the U.S. dollar, which reduces the dollar value of securities denominated in that currency.
Stripped Securities Stripped mortgage backed securities are financial instruments that derive their value from other instruments so that one class receives the entire principal from the underlying mortgage assets (PO or principal only), while the other class receives the interest cash flows (IO or interest only). Both PO and IO investments represent an interest in the cash flows of an underlying stripped mortgage backed security. If the underlying mortgage assets experience greater than anticipated prepayments of principal, the Funds may fail to fully receive its initial investment in an IO security. The market value of these securities can be extremely volatile in response to changes in interest rates. In addition, these securities present additional credit risk such that the Funds may not receive all or part of its principal because the counterparty or issuer has defaulted on its obligation.
Line of Credit The Funds may borrow from banks for temporary or emergency purposes, including meeting redemption requests that otherwise might require the untimely sale of securities. Pursuant to the custodian agreement, the custodian may loan money to a Fund to make properly authorized payments. The Funds are obligated to repay the custodian for any overdraft, including any related costs or expenses. The custodian has a lien, security interest or security entitlement in any Fund property that is not segregated, to the maximum extent permitted by law for any overdraft.
In addition, the Funds and other affiliated funds have entered into an agreement with the custodian which enables them to participate in a $300 million unsecured committed line of credit. A commitment fee, payable at the end of each calendar quarter, based on the average daily unused portion of the line of credit, is charged to each participating fund on a pro rata basis based on their relative average net assets. During the period ended February 28, 2010, there were no significant borrowings under the line of credit by the Funds. Effective March 31, 2010, the amount of the line of credit changed to $200 million.
Expenses The majority of expenses are directly attributable to an individual Fund. Expenses that are not readily attributable to a specific fund are allocated among all Funds in an equitable manner, taking into consideration, among other things, the nature and type of expense and the Funds’ relative assets. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Class Allocations Income, common expenses, and realized and unrealized gains (losses) are determined at the Fund level and allocated daily to each class of shares based on the net asset value of the class. Class-specific expenses, such as distribution and service (Rule 12b-1) fees, if any, are calculated daily for each class, based on the NAV of the class and the applicable specific expense rates.
| | | | |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED | | | |
|
Federal Income Taxes The Funds intend to qualify as a regulated investment company by complying with the applicable provisions of the Internal Revenue Code and | |
will not be subject to federal income tax on taxable income that is distributed to shareholders. Therefore, no federal income tax provision is required. | |
|
For federal income tax purposes, the Funds have a capital loss carryforward available, to offset future net realized capital gains. The following table details the capital loss | |
carryforward available as of August 31, 2009. | | | | |
| | CAPITAL LOSS CARRYFORWARDS | | |
| | EXPIRING AT AUGUST 31 | | |
Fund | 2014 | 2015 | 2016 | 2017 |
|
Active Bond Fund | — | — | — | $2,990,983 |
All Cap Core Fund | — | — | — | 161,190,786 |
All Cap Growth Fund | — | — | — | 1,084,487 |
All Cap Value Fund | — | — | — | 4,959,533 |
Blue Chip Growth Fund | — | — | $30,360 | 201,660,850 |
Capital Appreciation Fund | $21,055 | $15,745,631 | 7,209,640 | 158,945,659 |
Emerging Markets Value Fund | — | — | — | 4,431,750 |
Equity-Income Fund | — | — | — | 77,245,378 |
Fundamental Value Fund | — | — | — | 67,420,909 |
Global Bond Fund | — | — | — | 28,473,982 |
Global Real Estate Fund | — | — | 9,668,659 | 49,590,388 |
High Income Fund | — | — | — | 6,152,875 |
High Yield Fund | — | — | 991,060 | 66,823,008 |
Index 500 Fund | — | — | — | 15,771,272 |
International Equity Index Fund | — | — | — | 3,637,697 |
International Opportunities Fund | — | — | — | 124,967,978 |
International Value Fund | — | — | — | 15,012,374 |
Investment Quality Bond Fund | — | — | — | 3,399,479 |
Large Cap Fund | — | — | — | 40,144,744 |
Large Cap Value Fund | — | — | 2,565,968 | 78,527,943 |
Mid Cap Index Fund | — | — | — | 2,614,050 |
Mid Cap Stock Fund | — | — | — | 84,455,365 |
Mid Cap Value Equity Fund | — | — | — | 1,586,750 |
Optimized Value Fund | — | — | 6,372,104 | 216,637,523 |
Real Estate Equity Fund | — | — | — | 9,589,346 |
Real Estate Securities Fund | — | — | — | 6,783,480 |
Real Return Bond Fund | — | — | — | 10,772,813 |
Small Cap Growth Fund | — | — | — | 1,399,542 |
Small Cap Index Fund | — | — | — | 868,942 |
Small Cap Opportunities Fund | — | — | 869,705 | 13,904,174 |
Small Company Growth Fund | — | — | — | 14,620,860 |
Small Company Value Fund | — | — | — | 7,019,758 |
Smaller Company Growth Fund | — | — | — | 486,270 |
Spectrum Income Fund | — | — | — | 16,131,303 |
Strategic Bond Fund | — | 521,499 | — | 626,128 |
U.S. High Yield Bond Fund | — | — | 469,396 | 13,647,086 |
U.S. Multi Sector Fund | — | — | 3,502,461 | 108,759,462 |
Value Fund | — | — | — | 2,323,653 |
Value & Restructuring Fund | — | — | 1,288,503 | 52,994,469 |
Vista Fund | — | — | — | 9,624,048 |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
| | | | |
As of August 31, 2009, the Funds have no uncertain tax positions that would require financial statement recognition, de-recognition or disclosure. The Funds’ federal tax | |
return is subject to examination by the Internal Revenue Service for a period of three years. | | | |
|
The costs of investments owned on February 28, 2010, including short-term investments, for federal income tax purposes, were as follows: | |
|
| | | | Net Unrealized |
| Aggregate | Unrealized | Unrealized | Appreciation |
Fund | Cost | Appreciation | (Depreciation) | (Depreciation) |
|
Active Bond Fund | $661,425,578 | $40,905,457 | ($33,459,232) | $7,446,225 |
All Cap Core Fund | 520,360,486 | 63,787,093 | (15,214,317) | 48,572,776 |
All Cap Growth Fund | 89,495,804 | 6,380,915 | (7,039,956) | (659,041) |
All Cap Value Fund | 400,055,077 | 61,461,850 | (6,008,017) | 55,453,833 |
Alpha Opportunities Fund | 790,855,489 | 79,822,175 | (26,795,425) | 53,026,750 |
Alternative Asset Allocation Fund | 1,061,719 | 298,300 | 0 | 298,300 |
Blue Chip Growth Fund | 1,747,860,796 | 399,290,822 | (59,290,758) | 340,000,064 |
Capital Appreciation Fund | 1,343,290,663 | 263,750,101 | (50,490,876) | 213,259,225 |
Core Bond Fund | 529,023,663 | 11,822,382 | (2,545,171) | 9,277,211 |
Core Diversified Growth & Income Portfolio | 18,916,632 | 1,050,888 | (139,290) | 911,598 |
Core Fundamental Holdings Portfolio | 10,050,251 | 669,948 | (176,853) | 493,095 |
Core Global Diversification Portfolio | 17,291,209 | 294,530 | (253,100) | 41,430 |
Emerging Markets Debt Fund | 15,245,957 | 140,395 | (72,153) | 68,242 |
Emerging Markets Value Fund | 1,016,945,965 | 313,534,604 | (64,171,291) | 249,363,313 |
Equity-Income Fund | 973,950,649 | 82,342,297 | (105,678,062) | (23,335,765) |
Fundamental Value Fund | 1,501,313,649 | 195,015,267 | (65,618,873) | 129,396,394 |
Global Agribusiness Fund | 2,014,874 | 442,296 | (52,685) | 389,611 |
Global Bond Fund | 765,270,206 | 19,394,523 | (47,508,480) | (28,113,957) |
Global Infrastructure Fund | 2,051,455 | 263,439 | (96,454) | 166,985 |
Global Real Estate Fund | 368,028,075 | 68,893,983 | (97,128,984) | (28,235,001) |
Global Timber Fund | 1,964,514 | 586,887 | (38,721) | 548,166 |
High Income Fund | 547,787,132 | 63,061,148 | (125,509,913) | (62,448,765) |
High Yield Fund | 1,016,171,923 | 66,856,555 | (88,974,019) | (22,117,464) |
Index 500 Fund | 1,929,183,742 | 350,543,325 | (128,092,410) | 222,450,915 |
International Equity Index Fund | 404,205,184 | 50,825,198 | (47,656,190) | 3,169,008 |
International Opportunities Fund | 797,385,891 | 112,923,371 | (66,070,595) | 46,852,776 |
International Small Cap Fund | 258,456,700 | 48,669,494 | (41,586,307) | 7,083,187 |
International Small Company Fund | 157,921,797 | 14,039,193 | (41,850,971) | (27,811,778) |
International Value Fund | 1,352,614,395 | 102,026,164 | (203,426,030) | (101,399,866) |
Investment Quality Bond Fund | 195,261,898 | 7,969,139 | (2,295,729) | 5,673,410 |
Large Cap Fund | 282,724,227 | 34,535,355 | (24,946,981) | 9,588,374 |
Large Cap Value Fund | 574,302,730 | 59,580,073 | (36,635,274) | 22,944,799 |
Mid Cap Index Fund | 656,054,922 | 77,943,510 | (44,416,846) | 33,526,664 |
Mid Cap Stock Fund | 834,956,674 | 144,217,734 | (17,413,759) | 126,803,975 |
Mid Cap Value Equity Fund | 182,052,375 | 36,683,762 | (10,268,548) | 26,415,214 |
Mid Value Fund | 327,418,256 | 61,407,887 | (3,580,432) | 57,827,455 |
Optimized Value | 313,881,736 | 31,883,595 | (24,904,752) | 6,978,843 |
Real Estate Equity Fund | 322,227,829 | 67,727,436 | (81,552,155) | (13,824,719) |
Real Estate Securities Fund | 358,803,919 | 33,096,329 | (11,997,442) | 21,098,887 |
Real Return Bond Fund | 1,348,835,336 | 42,606,451 | (43,270,979) | (664,528) |
Short Term Government Income Fund | 32,029,122 | 227,812 | (59,489) | 168,323 |
Small Cap Growth Fund | 100,876,889 | 25,824,941 | (3,657,236) | 22,167,705 |
Small Cap Index Fund | 127,764,931 | 32,864,780 | (18,260,796) | 14,603,984 |
Small Cap Opportunities Fund | 106,618,497 | 25,410,203 | (7,634,371) | 17,775,832 |
Small Cap Value Fund | 81,714,258 | 19,541,080 | (365,521) | 19,175,559 |
Small Company Growth Fund | 162,917,203 | 24,964,901 | (10,461,337) | 14,503,564 |
Small Company Value Fund | 460,584,052 | 66,070,742 | (49,134,204) | 16,936,538 |
Smaller Company Growth Fund | 185,000,554 | 35,751,904 | (5,392,283) | 30,359,621 |
Spectrum Income Fund | 825,492,952 | 47,785,125 | (23,307,181) | 24,477,944 |
Strategic Bond Fund | 321,379,858 | 9,178,723 | (43,134,002) | (33,955,279) |
Total Bond Market Fund | 558,171,291 | 21,771,656 | (1,895,950) | 19,875,706 |
Total Return Fund | 2,373,189,946 | 47,176,161 | (48,088,146) | (911,985) |
U.S. Government Securities Fund | 176,031,659 | 1,995,922 | (15,672,108) | (13,676,186) |
U.S. High Yield Bond Fund | 704,243,094 | 43,122,614 | (8,527,234) | 34,595,380 |
U.S. Multi Sector Fund | 987,725,371 | 103,222,049 | (60,315,610) | 42,906,439 |
Value Fund | 124,620,667 | 21,476,636 | (2,530,744) | 18,945,892 |
Value & Restructuring Fund | 547,236,683 | 133,656,094 | (40,114,889) | 93,541,205 |
Vista Fund | 277,444,574 | 44,290,975 | (2,770,119) | 41,520,856 |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
Distribution of Income and Gains Distributions to shareholders from net investment income and net realized gains, if any, are recorded on the ex-dividend date. The Funds generally declare and pay dividends and capital gain distributions, if any, annually, with the exception of Active Bond Fund, Core Bond Fund, Global Agribusiness Fund, Global Bond Fund, Global Infrastructure Fund, Global Timber Fund, High Income Fund, High Yield Fund, Investment Quality Bond Fund, Real Return Bond Fund, Spectrum Income Fund, Strategic Bond Fund, Total Bond Market Fund, Total Return Fund, U.S. Government Securities Fund and U.S. High Yield Bond Fund, which generally declare and pay dividends quarterly and capital gain distributions, if any, annually. The tax character of distributions for the year ended August 31, 2009 were as follows:
| | | | |
| | 2009 Distributions | | |
| Ordinary | Long-Term | Return of | |
Fund | Income | Capital Gains | Capital | Total |
|
Active Bond Fund | $34,012,348 | — | — | $34,012,348 |
All Cap Core Fund | 7,244,316 | $41,865 | — | 7,286,181 |
All Cap Growth Fund | 301,962 | 991,460 | — | 1,293,422 |
All Cap Value Fund | 788,351 | 2,409,045 | — | 3,197,396 |
Alpha Opportunities Fund | 268,998 | — | — | 268,998 |
Alternative Asset Allocation Fund | — | — | — | — |
Blue Chip Growth Fund | 4,364,440 | — | — | 4,364,440 |
Capital Appreciation Fund | 3,933,896 | — | — | 3,933,896 |
Core Bond Fund | 11,962,010 | — | — | 11,962,010 |
Core Diversified Growth & Income Portfolio | 47,109 | — | — | 47,109 |
Core Fundamental Holdings Portfolio | 29,345 | — | — | 29,345 |
Core Global Diversification Portfolio | 34,804 | — | — | 34,804 |
Emerging Markets Value Fund | 21,646,182 | — | — | 21,646,182 |
Equity-Income Fund | 28,088,333 | 57,190,163 | — | 85,278,496 |
Fundamental Value Fund | 14,461,431 | — | — | 14,461,431 |
Global Agribusiness Fund | 9,038 | — | — | 9,038 |
Global Bond Fund | 109,510,063 | 1,362,975 | — | 110,873,038 |
Global Infrastructure Fund | 23,775 | — | — | 23,775 |
Global Real Estate Fund | 16,836,266 | — | — | 16,836,266 |
Global Timber Fund | 8,883 | — | — | 8,883 |
High Income Fund | 57,336,025 | — | — | 57,336,025 |
High Yield Fund | 150,285,305 | — | — | 150,285,305 |
Index 500 Fund | 19,525,474 | 1,984 | — | 19,527,458 |
International Equity Index Fund | 8,410,085 | 981,866 | — | 9,391,951 |
International Opportunities Fund | 8,031,464 | — | — | 8,031,464 |
International Small Cap Fund | 6,805,850 | 30,285,300 | — | 37,091,150 |
International Small Company Fund | 5,873,880 | 6,624,270 | — | 12,498,150 |
International Value Fund | 44,157,796 | 31,822,867 | — | 75,980,663 |
Investment Quality Bond Fund | 9,719,801 | — | — | 9,719,801 |
Large Cap Fund | 4,770,863 | — | — | 4,770,863 |
Large Cap Value Fund | 7,889,477 | — | — | 7,889,477 |
Mid Cap Index Fund | 3,808,357 | 5,520,714 | — | 9,329,071 |
Mid Cap Stock Fund | 143,548 | — | — | 143,548 |
Mid Cap Value Equity Fund | 922,845 | 2,028,270 | — | 2,951,115 |
Mid Value Fund | — | — | — | — |
Optimized Value Fund | 12,717,195 | — | — | 12,717,195 |
Real Estate Equity Fund | 6,681,025 | 322,418 | — | 7,003,443 |
Real Estate Securities Fund | 2,120,432 | 761,425 | — | 2,881,857 |
Real Return Bond Fund | 111,080,688 | 5,659,800 | — | 116,740,488 |
Short Term Government Income Fund | — | — | — | — |
Small Cap Growth Fund | — | — | — | — |
Small Cap Index Fund | 1,185,763 | 2,170,170 | — | 3,355,933 |
Small Cap Opportunities Fund | 1,800,830 | — | — | 1,800,830 |
Small Cap Value Fund | — | — | — | — |
Small Company Growth Fund | — | — | — | — |
Small Company Value Fund | 3,278,459 | 8,220,270 | — | 11,498,729 |
Smaller Company Growth Fund | — | — | — | — |
Spectrum Income Fund | 52,240,259 | 5,857,978 | — | 58,098,237 |
Strategic Bond Fund | 26,511,961 | — | — | 26,511,961 |
Total Bond Market Fund | 11,789,910 | — | — | 11,789,910 |
Total Return Fund | 148,674,669 | 28,166,221 | — | 176,840,890 |
U.S. Government Securities Fund | 13,254,827 | 3,296,755 | — | 16,551,582 |
U.S. High Yield Bond Fund | 44,730,410 | — | — | 44,730,410 |
U.S. Multi Sector Fund | 14,280,412 | — | — | 14,280,412 |
Value Fund | 228,535 | — | — | 228,535 |
Value & Restructuring Fund | 5,685,628 | — | — | 5,685,628 |
Vista Fund | 159,644 | 14,136,624 | — | 14,296,268 |
SIGNIFICANT ACCOUNTING POLICIES, CONTINUED
Distributions paid by the Fund with respect to each series of shares are calculated in the same manner, at the same time and in the same amount, except for theeffectof expenses that may be applied differently to each class
Such distributions, on a tax basis, are determined in conformity with income tax regulations, which may differ from accounting principles generally accepted in the United States of America. Material distributions in excess of tax basis earnings and profits, if any, are reported in the Fund’s financial statements as a return of capital.
3. DERIVATIVE INSTRUMENTS The Funds may invest in derivatives, including futures contract, forward foreign currency contracts, written and purchased options, and swap contracts, in order to meet its investment objectives. The Funds may use derivatives to manage against anticipated changes in securities markets, currency or interest rates, maintain diversification and liquidity, hedge or gain exposure to securities or indices, access certain securities markets, enhance potential gains, or manage duration.
The use of derivatives may involve risks different from, or potentially greater than, the risks associated with investing directly in securities. Specifically, derivatives expose a Fund to the risk that the counterparty to an over-the-counter (OTC) derivatives contract will be unable or unwilling to make timely settlement payments or otherwise honor its obligations. OTC derivatives transactions typically can only be closed out with the other party to the transaction. If the counterparty defaults, the Fund will have contractual remedies, but there is no assurance that the counterparty will meet its contractual obligations or the Fund will succeed in enforcing them.
For more information on regarding the Fund’s use of derivatives, please refer to the Fund’s Prospectus and Statement of Additional Information.
Futures A future is a contractual agreement to buy or sell a particular commodity, currency, or financial instrument at a pre-determined price in the future. Risks related to the use of futures contracts include possible illiquidity of the futures markets, contract prices that can be highly volatile and imperfectly correlated to movements in hedged security values and/or interest rates and potential losses in excess of the fund’s initial investment.
Futures contracts are valued at the quoted daily settlement prices established by the exchange on which they trade. Upon entering into a futures contract, the Fund is required to deposit initial margin with the broker in the form of cash or securities. The amount of required margin is generally based on a percentage of the contract value; this amount is the initial margin for the trade. The margin deposit must then be maintained at the established level over the life of the contract. Futures contracts are marked to market daily and an appropriate payable or receivable for the change in value (“variation margin”) is recorded by the Fund.
The following table summarizes the contracts held at February 28, 2010 and the range of futures contracts notional amounts held by the Funds during period ended February 28, 2010. In addition the table details how the Funds used futures contracts during the period ended February 28, 2010.
| | | | | | |
Active Bond Fund | | | | | | |
The Fund used futures to manage duration of the Fund. During the period ended February 28, 2010, the Fund held futures contracts with total notional values ranging | | |
from approximately $6.8 million to $9.4 million. | | | | | |
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Active Bond Fund | U.S. Treasury 30-Year Bond Futures | 10 | Long | Jun 2010 | $1,176,875 | $14,425 |
| U.S. Treasury 5-Year Note Futures | 27 | Short | Jun 2010 | (3,130,313) | (20,959) |
| U.S. Treasury 10-Year Note Futures | 21 | Short | Jun 2010 | (2,467,172) | (26,637) |
|
| | | | | | ($33,171) |
|
All Cap Core Fund | | | | | | |
|
The Fund used futures to gain exposure to certain securities markets and hedge against anticipated interest rate changes. | | |
|
During the period ended February 28, 2010, the Fund held futures contracts with total notional values ranging from approximately $9.0 million to $48.0 million. | |
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
All Cap Core Fund | Russell 2000 Mini Index Futures | 47 | Long | Mar 2010 | $2,951,130 | ($14,532) |
| S&P 500 E Mini Index Futures | 109 | Long | Mar 2010 | 6,013,530 | 7,996 |
|
| | | | | | ($6,536) |
|
Emerging Markets Debt Fund | | | | | | |
|
The Fund used futures contracts to manage duration of the Fund. During the period ended February 28, 2010, the Fund held futures contracts with the total | |
notional value as represented below. | | | | | | |
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Emerging Markets Debt Fund | U.S. Treasury 10-Year Note Futures | 10 | Short | Jun 2010 | ($1,174,844) | ($7,839) |
|
| | | | | | ($7,839) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | |
Global Bond Fund | | | | | | |
|
The Fund used futures contracts to enhance potential gain, manage duration of the Fund, hedge against anticipated interest rate changes, gain exposure to certain securi- | |
ties markets and maintain diversity and liquidity of the Fund. During the period ended February 28, 2010, the Fund held futures contracts with total notional values | |
ranging from approximately $37.3 million to $271.5 million. | | | | | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Global Bond Fund | 3-Month Canada Bankers’ Acceptance Futures | 65 | Long | Jun 2010 | $15,361,980 | $15,444 |
| 3-Month EURIBOR Futures | 267 | Long | Jun 2010 | 90,185,753 | 63,113 |
| 3-Year Australian Treasury Bond Futures | 393 | Long | Mar 2010 | 36,368,724 | 99,051 |
| 10-Year Canada Government Bond Futures | 93 | Long | Jun 2010 | 10,533,872 | 101,369 |
| 10-Year German Euro-BUND Futures | 56 | Long | Jun 2010 | 9,377,521 | 31,590 |
| 10-Year Japan Government Bond Futures | 22 | Long | Mar 2010 | 34,634,926 | 118,971 |
| U.K. Long Gilt Bond Futures | 62 | Long | Jun 2010 | 10,815,097 | 108,322 |
| U.S. Treasury 10-Year Note Futures | 394 | Long | Jun 2010 | 46,288,844 | 349,500 |
| 10-Year German Euro-BUND Futures | 106 | Short | Mar 2010 | (17,962,481) | (64,951) |
|
| | | | | | $822,409 |
|
High Yield Fund | | | | | | |
|
The Fund used futures contracts to hedge against anticipated interest rate changes. | | | | | |
|
During the period ended February 28, 2010, the Fund held futures contracts with total notional values as represented below. | | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
High Yield Fund | U.S. Treasury Long-Term Bond Futures | 95 | Long | Jun 2010 | $11,690,937 | $339,230 |
| U.S. Treasury 5-Year Note Futures | 381 | Short | Jun 2010 | (44,172,187) | (334,402) |
|
| | | | | | $4,828 |
|
Index 500 Fund | | | | | | |
|
The Fund used futures contracts to gain exposure to certain securities markets. | | | | | |
|
During the period ended February 28, 2010, the Fund held futures contracts with total notional values ranging from approximately $28.9 million to $72.0 million. | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Index 500 Fund | S & P 500 Index Futures | 261 | Long | Mar 2010 | $71,996,850 | $57,391 |
|
| | | | | | $57,391 |
|
International Equity Index Fund | | | | | | |
|
The Fund used futures contracts to gain exposure to certain securities markets. During the period ended February 28, 2010, the Fund held futures contracts with total | |
notional values ranging from approximately $16.4 million to $18.0 million. | | | | | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
International Equity Index Fund | ASX SPI 200 Index Futures | 15 | Long | Mar 2010 | $1,546,954 | ($21,926) |
| CAC 40 Index Futures | 40 | Long | Mar 2010 | 2,020,144 | (72,432) |
| DAX Index Futures | 3 | Long | Mar 2010 | 571,331 | (24,186) |
| FTSE 100 Index Futures | 27 | Long | Mar 2010 | 2,197,015 | 17,588 |
| FTSE JSE Top 40 Index Futures | 20 | Long | Mar 2010 | 618,556 | (26,590) |
| Hang Seng Index Futures | 2 | Long | Mar 2010 | 264,579 | 2,779 |
| IBEX 35 Index Futures | 6 | Long | Mar 2010 | 844,604 | 6,087 |
| MSCI Taiwan Index Futures | 107 | Long | Mar 2010 | 2,844,060 | (48,052) |
| OMX 30 Index Futures | 52 | Long | Mar 2010 | 692,867 | 13,511 |
| S&P TSE 60 Index Futures | 18 | Long | Mar 2010 | 2,325,870 | 4,680 |
| Topix Index Futures | 41 | Long | Mar 2010 | 4,111,768 | (36,229) |
|
| | | | | | ($184,770) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | |
Investment Quality Bond Fund | | | | | | |
|
The Fund used futures contracts to enhance potential gain, manage duration of the Fund, hedge against anticipated interest rate changes and gain exposure to cer- | |
tain securities markets and maintain diversity and liquidity of the Fund. During the period ended February 28, 2010, the Fund held futures contracts with total notional | |
values ranging from approximately $11.7 million to $23.7 million. | | | | | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Investment Quality Bond Fund | Australian Treasury 10-Year Bond Futures | 68 | Short | Mar 2010 | ($6,333,283) | $4,510 |
| U.S. Treasury 10-Year Note Futures | 46 | Short | Jun 2010 | (5,404,281) | (16,642) |
|
| | | | | | ($12,132) |
|
Mid Cap Index Fund | | | | | | |
|
The Fund used futures contracts to gain exposure to certain securities markets. | | | | | |
During the period ended February 28, 2010, the Fund held futures contracts with total notional values ranging from approximately $10.6 million to $17.0 million. | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Mid Cap Index Fund | S & P MidCap 400 E Mini Index Futures | 230 | Long | Mar 2010 | $16,967,100 | $408,518 |
|
| | | | | | $408,518 |
|
Real Return Bond Fund | | | | | | |
The Fund used futures contracts to enhance potential gain, manage duration of the Fund, hedge against anticipated interest rate changes, gain exposure to certain | |
securities markets and maintain diversity and liquidity of the Fund. During the period ended February 28, 2010, the Fund held futures contracts with total notional | |
values ranging from approximately $336.3 million to $440.2 million. | | | | | |
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Real Return Bond Fund | 3-Month EURIBOR Futures | 91 | Long | Jun 2010 | $30,737,466 | $141,816 |
| 3-Month Sterling Futures | 66 | Long | Dec 2010 | 12,433,671 | 9,301 |
| 5-Year German Euro-BOBL Futures | 387 | Long | Mar 2010 | 62,344,476 | 1,098,334 |
| 5-Year German Euro-BOBL Futures | 102 | Long | Jun 2010 | 16,227,711 | 14,052 |
| 10-Year German Euro-BUND Futures | 76 | Long | Mar 2010 | 12,878,760 | 184,109 |
| 10-Year German Euro-BUND Futures | 46 | Long | Jun 2010 | 7,702,964 | 22,168 |
| Eurodollar Futures | 606 | Long | Jun 2010 | 150,969,750 | 889,313 |
| Eurodollar Futures | 173 | Long | Sep 2010 | 43,027,263 | 61,663 |
|
| | | | | | $2,420,756 |
|
Small Cap Index Fund | | | | | | |
The Fund used futures contracts to gain exposure to certain securities markets. | | | | | |
During the period ended February 28, 2010, the Fund held futures contracts with total notional values ranging from approximately $0.3 million to $17.0 million. | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Small Cap Index Fund | Russell 2000 Mini Index Futures | 57 | Long | Mar 2010 | $3,579,030 | $68,279 |
|
| | | | | | $68,279 |
|
Smaller Company Growth Fund | | | | | | |
The Fund used futures contracts to gain exposure to certain securities markets. | | | | | |
During the period ended February 28, 2010, the Fund held futures contracts with total notional values ranging from approximately $0.7 million to $1.4 million. | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Smaller Company Growth Fund | Russell 2000 Mini Index Futures | 18 | Long | Mar 2010 | $1,130,220 | $11,104 |
|
| | | | | | $11,104 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | |
Spectrum Income Fund | | | | | | |
The Fund used futures contracts to manage duration of the Fund, hedge against anticipated interest rate changes and manage exposure to foreign currencies. During the | |
period ended February 28, 2010, the Fund held futures contracts with total notional values ranging from approximately $19.9 million to $30.0 million. | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Spectrum Income Fund | U.S. Treasury 10-Year Note Futures | 1 | Long | Jun 2010 | $117,484 | $141 |
| 10-Year Canada Government Bond Futures | 22 | Short | Jun 2010 | (2,491,884) | (24,045) |
| Euro Currency Futures | 6 | Short | Mar 2010 | (1,532,362) | 90,007 |
| U.K. Long Gilt Bond Futures | 5 | Short | Jun 2010 | (872,185) | (16,087) |
| U.S. Treasury 2-Year Note Futures | 14 | Short | Jun 2010 | (3,044,125) | (6,562) |
| U.S. Treasury 10-Year Note Futures | 100 | Short | Jun 2010 | (11,865,922) | (85,855) |
|
| | | | | | ($42,401) |
|
Strategic Bond Fund | | | | | | |
The Fund used futures contracts to hedge against anticipated interest rate changes. During the period ended February 28, 2010, the Fund held futures contracts with | |
total notional values ranging from approximately $89.0 million to $181.2 million. | | | | | |
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Strategic Bond Fund | Eurodollar Futures | 51 | Long | Mar 2010 | $12,716,212 | $120,411 |
| Eurodollar Futures | 13 | Long | Jun 2010 | 3,238,625 | 41,379 |
| Eurodollar Futures | 14 | Long | Sep 2010 | 3,481,975 | 40,538 |
| U.S. Treasury 5 -Year Note Futures | 265 | Long | Jun 2010 | 30,723,438 | 220,693 |
| U.S. Treasury Long-Term Bond Futures | 89 | Long | Jun 2010 | 10,952,563 | 253,781 |
| U.S. Treasury 10-Year Note Futures | 14 | Short | Mar 2010 | (1,664,687) | (3,858) |
| U.S. Treasury 10-Year Note Futures | 223 | Short | Jun 2010 | (26,199,016) | (214,827) |
|
| | | | | | $458,117 |
|
Total Return Fund | | | | | | |
The Fund used futures contracts to enhance potential gain, manage duration of the Fund, hedge against anticipated interest rate changes, gain exposure to certain | |
securities markets and maintain diversity and liquidity of the Fund. During the period ended February 28, 2010, the Fund held futures contracts with total notional | |
values ranging from approximately $935.0 million to $1.8 billion. | | | | | |
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
Total Return Fund | 3-Month EURIBOR Futures | 68 | Long | Mar 2010 | $22,995,276 | $241,680 |
| 3-Month Sterling Futures | 18 | Long | Mar 2010 | 3,408,155 | 45,363 |
| 3-Month Sterling Futures | 162 | Long | Jun 2010 | 30,645,608 | 106,444 |
| 3-Month Sterling Futures | 66 | Long | Sep 2010 | 12,466,378 | 6,290 |
| 3-Month Sterling Futures | 57 | Long | Dec 2010 | 10,738,171 | 8,596 |
| 5-Year German Euro-BOBL Futures | 663 | Long | Mar 2010 | 106,807,203 | 1,500,976 |
| 5-Year German Euro-BOBL Futures | 181 | Long | Jun 2010 | 28,796,233 | (149,491) |
| 10-Year German Euro-BUND Futures | 97 | Long | Mar 2010 | 16,437,365 | 243,386 |
| 10-Year German Euro-BUND Futures | 57 | Long | Jun 2010 | 9,544,977 | 27,505 |
| Eurodollar Futures | 1159 | Long | Mar 2010 | 288,982,163 | 3,500,250 |
| Eurodollar Futures | 1788 | Long | Jun 2010 | 445,435,500 | 1,787,431 |
| Eurodollar Futures | 924 | Long | Sep 2010 | 229,810,350 | 507,563 |
| Eurodollar Futures | 963 | Long | Dec 2010 | 238,811,963 | 946,188 |
| Eurodollar Futures | 17 | Long | Mar 2011 | 4,201,125 | 31,025 |
| Eurodollar Futures | 17 | Long | Jun 2011 | 4,185,400 | 31,450 |
| Eurodollar Futures | 17 | Long | Sep 2011 | 4,170,100 | 30,600 |
| Eurodollar Futures | 17 | Long | Dec 2011 | 4,155,438 | 29,538 |
| U.S. Treasury 2-Year Note Futures | 169 | Long | Mar 2010 | 36,913,297 | 152,563 |
| U.S. Treasury 2-Year Note Futures | 1263 | Long | Jun 2010 | 274,623,563 | 465,720 |
| U.S. Treasury 5-Year Note Futures | 11 | Long | Jun 2010 | 1,275,313 | 2,992 |
| U.S. Treasury 10-Year Note Futures | 426 | Long | Jun 2010 | 50,048,344 | 465,734 |
|
| | | | | | $9,981,803 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | |
U.S. Government Securities Fund | | | | | | |
The Fund used futures contracts to hedge against anticipated interest rate changes. During the period ended February 28, 2010, the Fund held futures contracts with | |
total notional values ranging from approximately $63.0 million to $109.2 million. | | | | | |
|
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
U.S. Government Securities Fund | Eurodollar Futures | 8 | Long | Jun 2010 | $1,993,000 | $30,264 |
| Eurodollar Futures | 39 | Long | Mar 2012 | 9,503,813 | 34,836 |
| U.S. Treasury 5-Year Note Futures | 394 | Long | Jun 2010 | 45,679,375 | 330,336 |
| U.S. Treasury Long-Term Bond Futures | 4 | Long | Jun 2010 | 492,250 | 14,831 |
| U.S. Treasury 10-Year Note Futures | 4 | Short | Mar 2010 | (475,625) | (2,779) |
| U.S. Treasury 10-Year Note Futures | 41 | Short | Jun 2010 | (4,816,859) | (29,922) |
|
| | | | | | $377,566 |
|
U.S. Multi Sector Fund | | | | | | |
The Fund used futures contracts to maintain diversity and liquidity of the Fund. During the period ended February 28, 2010, the Fund held futures contracts with | |
total notional values ranging from approximately $19.4 million to $32.4 million. | | | | | |
| | | | | | UNREALIZED |
| | NUMBER | | EXPIRATION | NOTIONAL | APPRECIATION |
FUND | OPEN CONTRACTS | OF CONTRACTS | POSITION | DATE | VALUE | (DEPRECIATION) |
|
U.S. Multi Sector Fund | S&P 500 E Mini Index Futures | 588 | Long | Mar 2010 | $32,439,960 | ($65,756) |
|
| | | | | | ($65,756) |
Forward Foreign Currency Contracts A forward foreign currency contract is an agreement between two parties to buy and sell a specific currency at a price that is set on the date of the contract. The forward contract calls for delivery of the currency on a future date that is specified in the contract. Risks related to the use of forwards include the possible failure of counterparties to meet the terms of the forward agreement, the failure of the counterparties to timely post collateral, the risk that currency movements will not occur thereby reducing the fund’s total return, and the potential for losses in excess of the fund’s initial investment.
The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. Forward foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. Realized gains or losses, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, are recorded upon delivery or receipt of the currency.
The following table summarizes the contracts held at February 28, 2010 and the range of contracts notional amounts held by the Funds during the period ended February 28, 2010. In addition the table details how the Funds used forward foreign currency contracts during the period ended February 28, 2010.
| | | | | |
Alpha Opportunities Fund | | | | | |
The Fund used forward foreign currency contracts to hedge against anticipated currency exchange rate changes. During the period ended February 28, 2010, the | |
Fund held forward foreign currency contracts with total USD notional amounts as represented below. | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
Alpha Opportunities Fund | BUYS | | | | |
|
| Japanese Yen | 15,263,000 | $170,784 | 4/13/2010 | $1,044 |
| Japanese Yen | 145,386,000 | 1,637,211 | 4/13/2010 | (481) |
| Japanese Yen | 88,358,000 | 969,795 | 7/20/2010 | 25,564 |
|
| | | $2,777,790 | | $26,127 |
|
| SELLS | | | | |
|
| Japanese Yen | 252,314,000 | $2,801,994 | 4/13/2010 | ($38,513) |
| Japanese Yen | 79,425,000 | 886,242 | 6/23/2010 | (8,309) |
| Japanese Yen | 88,358,000 | 962,327 | 7/20/2010 | (33,032) |
| Japanese Yen | 84,878,000 | 925,858 | 8/20/2010 | (30,516) |
|
| | | $5,576,421 | | ($110,370) |
| | | | | |
Emerging Markets Debt Fund | | | | | |
The Fund used forward foreign currency contracts to hedge against anticipated currency exchange rate changes. During the period ended February 28, 2010, the | |
Fund held forward foreign currency contracts with the total USD notional amount as represented below. | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
Emerging Markets Debt Fund | SELLS | | | | |
|
| Japanese Yen | 17,859,700 | $200,000 | 3/31/2010 | ($1,047) |
|
| | | $200,000 | | ($1,047) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | |
Global Bond Fund | | | | | |
|
The Fund used forward foreign currency contracts to enhance potential gain, hedge against anticipated currency exchange rate changes, gain exposure to foreign curren- | |
cies and to maintain diversity and liquidity of the Fund. During the period ended February 28, 2010, the Fund held foreign forward currency contracts with total USD | |
notional amounts ranging from approximately $371.7 million to $539.3 million. | | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
|
Global Bond Fund | BUYS | | | | |
|
| Brazilian Real | 7,783,821 | $4,444,850 | 4/5/2010 | ($165,321) |
| Brazilian Real | 1,349,139 | 713,000 | 4/5/2010 | 28,754 |
| Brazilian Real | 1,303,278 | 688,000 | 4/5/2010 | 28,540 |
| Chilean Peso | 11,892,800 | 24,182 | 1/12/2011 | (1,337) |
| Chinese Yuan Renminbi | 4,691,609 | 688,000 | 3/16/2010 | (806) |
| Chinese Yuan Renminbi | 2,693,645 | 397,000 | 3/16/2010 | (2,454) |
| Chinese Yuan Renminbi | 6,521,690 | 1,057,000 | 5/17/2010 | (101,926) |
| Chinese Yuan Renminbi | 7,353,720 | 1,188,000 | 5/17/2010 | (111,079) |
| Chinese Yuan Renminbi | 14,650,396 | 2,162,000 | 6/7/2010 | (16,365) |
| Chinese Yuan Renminbi | 9,277,713 | 1,369,000 | 6/7/2010 | (10,225) |
| Chinese Yuan Renminbi | 8,863,910 | 1,342,000 | 11/16/2010 | (39,167) |
| Chinese Yuan Renminbi | 17,373,551 | 2,583,428 | 11/17/2010 | (29,728) |
| Chinese Yuan Renminbi | 1,101,161 | 166,000 | 11/17/2010 | (4,143) |
| Chinese Yuan Renminbi | 1,121,146 | 169,000 | 11/17/2010 | (4,205) |
| Chinese Yuan Renminbi | 2,206,548 | 332,336 | 11/17/2010 | (8,001) |
| Chinese Yuan Renminbi | 8,149,566 | 1,236,000 | 11/17/2010 | (38,113) |
| Chinese Yuan Renminbi | 13,851,583 | 2,064,319 | 11/17/2010 | (28,306) |
| Chinese Yuan Renminbi | 12,461,799 | 1,870,000 | 1/10/2011 | (33,253) |
| Chinese Yuan Renminbi | 21,261,657 | 3,187,000 | 1/10/2011 | (53,241) |
| Chinese Yuan Renminbi | 8,914,448 | 1,337,000 | 1/10/2011 | (23,098) |
| Chinese Yuan Renminbi | 6,108,610 | 920,000 | 1/10/2011 | (19,651) |
| Chinese Yuan Renminbi | 2,747,745 | 427,000 | 6/15/2011 | (16,886) |
| Danish Krone | 24,595,000 | 4,672,673 | 3/23/2010 | (173,984) |
| Euro | 5,481,000 | 7,961,454 | 3/17/2010 | (498,414) |
| Euro | 2,401,000 | 3,292,705 | 4/26/2010 | (23,657) |
| Euro | 497,000 | 676,418 | 4/26/2010 | 265 |
| Euro | 242,000 | 327,341 | 4/26/2010 | 2,150 |
| Indonesian Rupiah | 12,406,800,000 | 1,176,000 | 9/17/2010 | 104,473 |
| Indonesian Rupiah | 3,616,010,000 | 370,000 | 11/24/2010 | (129) |
| Indonesian Rupiah | 3,502,800,000 | 360,000 | 11/24/2010 | (1,709) |
| Indonesian Rupiah | 1,635,840,000 | 171,922 | 11/24/2010 | (4,597) |
| Indonesian Rupiah | 3,361,850,000 | 350,187 | 11/24/2010 | (6,314) |
| Japanese Yen | 18,015,484,000 | 200,869,732 | 3/16/2010 | 1,917,459 |
| Japanese Yen | 72,034,000 | 789,328 | 3/16/2010 | 21,506 |
| Malaysian Ringgit | 2,812 | 820 | 6/14/2010 | 1 |
| Malaysian Ringgit | 19,866 | 5,802 | 10/12/2010 | (29) |
| Malaysian Ringgit | 8,598 | 2,507 | 10/12/2010 | (9) |
| Mexican Peso | 106,417 | 8,248 | 4/22/2010 | 32 |
| Mexican Peso | 57,159 | 4,318 | 4/22/2010 | 130 |
| Mexican Peso | 39,851,029 | 2,970,411 | 4/22/2010 | 130,473 |
| Norwegian Krone | 27,154,000 | 4,685,278 | 3/23/2010 | (94,457) |
| Norwegian Krone | 4,017,000 | 683,924 | 3/23/2010 | (4,785) |
| Philippine Peso | 762,295 | 16,202 | 4/16/2010 | 250 |
| Pound Sterling | 13,947,000 | 22,361,606 | 3/25/2010 | (1,098,621) |
| Pound Sterling | 3,252,000 | 5,172,796 | 3/25/2010 | (214,939) |
| Pound Sterling | 3,174,000 | 5,163,470 | 3/25/2010 | (324,529) |
| Pound Sterling | 77,000 | 125,808 | 3/25/2010 | (8,417) |
| Pound Sterling | 668,000 | 1,063,737 | 3/25/2010 | (45,333) |
| Pound Sterling | 1,554,000 | 2,428,383 | 3/25/2010 | (59,223) |
| South Korean Won | 326,948,000 | 278,017 | 3/8/2010 | 3,877 |
| South Korean Won | 319,110,000 | 271,583 | 3/8/2010 | 3,554 |
| South Korean Won | 319,554,000 | 272,193 | 3/8/2010 | 3,327 |
| South Korean Won | 276,000,000 | 232,911 | 7/28/2010 | 5,821 |
| South Korean Won | 547,312,545 | 461,277 | 7/28/2010 | 12,133 |
| South Korean Won | 454,668,000 | 384,448 | 7/28/2010 | 8,827 |
| South Korean Won | 1,088,298,000 | 924,402 | 8/27/2010 | 17,743 |
| South Korean Won | 94,541,200 | 80,069 | 11/12/2010 | 1,847 |
| South Korean Won | 724,877,000 | 618,019 | 11/12/2010 | 10,053 |
| South Korean Won | 1,058,604,490 | 909,108 | 11/12/2010 | 8,123 |
| South Korean Won | 151,138,000 | 130,000 | 11/12/2010 | 954 |
| South Korean Won | 82,110,000 | 70,000 | 11/12/2010 | 1,144 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
|
Global Bond Fund, continued | BUYS | | | | |
|
| South Korean Won | 791,491,500 | $690,000 | 11/12/2010 | ($4,210) |
| South Korean Won | 402,885,000 | 350,000 | 11/12/2010 | (919) |
| Swedish Krona | 25,472,000 | 3,539,548 | 3/23/2010 | 33,208 |
| Taiwan Dollar | 166,185 | 5,228 | 6/10/2010 | 2 |
| Taiwan Dollar | 195,300 | 6,140 | 6/10/2010 | 7 |
| Taiwan Dollar | 214,735 | 6,767 | 6/10/2010 | (8) |
| Taiwan Dollar | 27,000 | 863 | 10/12/2010 | (5) |
| Taiwan Dollar | 79,805 | 2,546 | 10/12/2010 | (9) |
|
| | | $303,309,304 | | ($926,949) |
|
| SELLS | | | | |
|
| Australian Dollar | 32,327,943 | $28,656,297 | 4/1/2010 | ($225,912) |
| Brazilian Real | 6,898,031 | 3,683,000 | 4/5/2010 | (109,523) |
| Brazilian Real | 3,386,344 | 1,838,000 | 4/5/2010 | (23,805) |
| Canadian Dollar | 10,468,000 | 10,039,321 | 4/6/2010 | 90,810 |
| Chinese Yuan Renminbi | 1,128,717 | 166,000 | 3/16/2010 | 673 |
| Chinese Yuan Renminbi | 4,049,989 | 596,000 | 3/16/2010 | 2,786 |
| Chinese Yuan Renminbi | 2,206,548 | 324,373 | 3/16/2010 | 1,174 |
| Chinese Yuan Renminbi | 13,875,410 | 1,932,508 | 5/17/2010 | (99,487) |
| Chinese Yuan Renminbi | 3,446,070 | 510,000 | 6/7/2010 | 5,303 |
| Chinese Yuan Renminbi | 6,215,330 | 920,000 | 6/7/2010 | 9,729 |
| Chinese Yuan Renminbi | 9,649,710 | 1,445,000 | 11/17/2010 | 26,611 |
| Chinese Yuan Renminbi | 4,622,560 | 692,000 | 11/17/2010 | 12,540 |
| Euro | 547,000 | 739,047 | 3/4/2010 | (5,774) |
| Euro | 38,073,000 | 54,672,828 | 3/23/2010 | 2,832,319 |
| Euro | 1,219,000 | 1,674,265 | 4/26/2010 | 14,553 |
| Euro | 9,546,000 | 13,085,572 | 4/26/2010 | 88,351 |
| Euro | 7,433,000 | 10,176,343 | 4/26/2010 | 56,047 |
| Euro | 2,641,000 | 3,691,797 | 4/26/2010 | 95,981 |
| Euro | 31,907,000 | 45,188,608 | 4/26/2010 | 1,746,086 |
| Euro | 1,603,000 | 2,209,174 | 4/26/2010 | 26,633 |
| Euro | 952,000 | 1,327,148 | 4/26/2010 | 30,966 |
| Indian Rupee | 304,865 | 6,257 | 3/25/2010 | (344) |
| Japanese Yen | 60,000,000 | 666,824 | 3/16/2010 | (8,552) |
| Japanese Yen | 447,811,000 | 4,909,589 | 3/16/2010 | (131,093) |
| Japanese Yen | 659,425,000 | 7,250,046 | 4/16/2010 | (173,778) |
| Japanese Yen | 1,561,450,000 | 17,054,217 | 8/24/2010 | (540,147) |
| Mexican Peso | 7,585,684 | 580,500 | 4/22/2010 | (9,756) |
| Mexican Peso | 13,551,709 | 1,036,000 | 4/22/2010 | (18,484) |
| New Zealand Dollar | 59,000 | 40,740 | 4/1/2010 | (372) |
| Norwegian Krone | 1,112,000 | 190,783 | 3/23/2010 | 2,782 |
| Norwegian Krone | 2,630,000 | 449,973 | 3/23/2010 | 5,329 |
| Norwegian Krone | 8,358,000 | 1,464,633 | 3/23/2010 | 51,578 |
| Norwegian Krone | 3,857,000 | 653,893 | 3/23/2010 | 1,805 |
| Norwegian Krone | 14,544,000 | 2,529,214 | 3/23/2010 | 70,317 |
| Pound Sterling | 223,000 | 352,024 | 3/25/2010 | 12,048 |
| Pound Sterling | 509,000 | 826,046 | 3/25/2010 | 50,047 |
| Pound Sterling | 169,000 | 272,802 | 3/25/2010 | 15,152 |
| Pound Sterling | 2,484,000 | 4,030,989 | 3/25/2010 | 243,991 |
| Pound Sterling | 958,000 | 1,559,886 | 3/25/2010 | 99,361 |
| Pound Sterling | 1,008,000 | 1,629,283 | 3/25/2010 | 92,530 |
| Pound Sterling | 497,000 | 808,016 | 3/25/2010 | 50,311 |
| Singapore Dollar | 5,454 | 3,930 | 3/17/2010 | 50 |
| South African Rand | 92,876 | 11,779 | 7/28/2010 | 81 |
| South Korean Won | 471,872,000 | 404,000 | 3/8/2010 | (2,848) |
| South Korean Won | 493,740,000 | 422,000 | 3/8/2010 | (3,702) |
| South Korean Won | 1,028,567,500 | 881,000 | 7/28/2010 | (8,682) |
| South Korean Won | 1,542,443,500 | 1,322,000 | 7/28/2010 | (12,171) |
| South Korean Won | 1,415,874,250 | 1,213,000 | 8/27/2010 | (12,729) |
| South Korean Won | 598,671,000 | 513,000 | 8/27/2010 | (5,272) |
| South Korean Won | 326,948,000 | 276,139 | 11/12/2010 | (7,147) |
| South Korean Won | 319,110,000 | 269,689 | 11/12/2010 | (6,804) |
| South Korean Won | 755,636,000 | 640,282 | 11/12/2010 | (14,441) |
| Swedish Krona | 1,161,082 | 165,000 | 3/23/2010 | 2,144 |
|
| | | $236,000,815 | | $4,317,265 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | |
High Income Fund | | | | | |
|
The Fund used forward foreign currency contracts to hedge against anticipated currency exchange rate changes. During the period ended February 28, 2010, the Fund | |
held foreign forward currency contracts with total USD notional amounts ranging from approximately $1.2 million to $6.5 million. | | |
|
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
High Income Fund | SELLS | | | | |
|
| Canadian Dollar | 880,000 | $831,703 | 3/31/2010 | ($4,632) |
| Pound Sterling | 255,000 | 410,996 | 3/31/2010 | 22,250 |
|
| | | $1,242,699 | | $17,618 |
|
High Yield Fund | | | | | |
The Fund used forward foreign currency contracts to hedge against anticipated currency exchange rate changes. During the period ended February 28, 2010 the | |
Fund held forward foreign currency exchange contracts with the total USD notional amount as represented below. | | |
|
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
High Yield Fund | SELLS | | | | |
|
| Euro | 2,008,733 | $2,733,242 | 5/18/2010 | ($1,617) |
|
| | | $2,733,242 | | ($1,617) |
|
International Equity Index Fund | | | | | |
The Fund used forward foreign currency contracts to gain exposure to foreign currencies. During the period ended February 28, 2010, the Fund held foreign | |
forward currency contracts with total USD notional amounts ranging from approximately $11.4 million to $13.3 million. | | |
|
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
International Equity Index Fund | BUYS | | | | |
|
| Australian Dollar | 1,500,000 | $1,307,408 | 3/31/2010 | $32,851 |
| Canadian Dollar | 1,800,000 | 1,712,932 | 3/31/2010 | (2,246) |
| Euro | 2,300,000 | 3,296,958 | 3/31/2010 | (165,296) |
| Hong Kong Dollar | 2,000,000 | 258,149 | 3/31/2010 | (436) |
| Japanese Yen | 300,000,000 | 3,284,878 | 3/31/2010 | 92,234 |
| Pound Sterling | 1,000,000 | 1,597,500 | 3/31/2010 | (73,008) |
| Swedish Krona | 3,800,000 | 522,296 | 3/31/2010 | 10,708 |
|
| | | $11,980,121 | | ($105,193) |
|
Investment Quality Bond Fund | | | | | |
The Fund used forward foreign currency contracts to enhance potential gain, hedge against anticipated currency exchange rate changes and gain exposure to | |
foreign currencies. During the period ended February 28, 2010, the Fund held foreign forward currency contracts with total USD notional amounts ranging from | |
approximately $9.7 million to $20.4 million. | | | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
Investment Quality Bond Fund | BUYS | | | | |
|
| Brazilian Real | 993,000 | $553,203 | 3/17/2010 | ($5,284) |
| Brazilian Real | 992,000 | 547,856 | 3/17/2010 | (489) |
| Brazilian Real | 675,000 | 382,003 | 3/17/2010 | (9,551) |
| Euro | 769,000 | 1,058,075 | 3/17/2010 | (10,989) |
| Indian Rupee | 39,622,000 | 856,766 | 3/31/2010 | 875 |
| Indian Rupee | 39,623,000 | 856,010 | 3/31/2010 | 1,652 |
| Mexican Peso | 12,521,000 | 954,058 | 3/17/2010 | 24,211 |
| Mexican Peso | 5,290,000 | 404,604 | 3/17/2010 | 8,705 |
| Mexican Peso | 14,994,000 | 1,148,890 | 3/17/2010 | 22,596 |
| Pound Sterling | 1,360,000 | 2,208,429 | 3/17/2010 | (134,918) |
| Pound Sterling | 230,000 | 372,103 | 3/17/2010 | (21,435) |
| Pound Sterling | 230,000 | 372,474 | 3/17/2010 | (21,806) |
| South Korean Won | 919,500,000 | 788,188 | 3/17/2010 | 4,698 |
| South Korean Won | 919,500,000 | 794,728 | 3/17/2010 | (1,842) |
| Swedish Krona | 2,646,000 | 371,462 | 3/17/2010 | (333) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
Investment Quality Bond Fund, | | | | | |
continued | BUYS | | | | |
|
| Swedish Krona | 2,646,000 | $371,280 | 3/17/2010 | ($151) |
| Swedish Krona | 2,606,000 | 365,667 | 3/17/2010 | (149) |
|
| | | $12,405,796 | | ($144,210) |
|
| SELLS | | | | |
|
| Brazilian Real | 2,148,000 | $1,209,459 | 3/17/2010 | $24,233 |
| Euro | 769,000 | 1,131,276 | 3/17/2010 | 84,190 |
| Japanese Yen | 173,050,000 | 1,924,715 | 3/17/2010 | (23,192) |
| Japanese Yen | 70,850,000 | 786,654 | 3/17/2010 | (10,856) |
| Japanese Yen | 135,250,000 | 1,507,183 | 3/17/2010 | (15,235) |
| Japanese Yen | 33,050,000 | 365,432 | 3/17/2010 | (6,590) |
| Swedish Krona | 7,898,000 | 1,082,291 | 3/17/2010 | (25,486) |
|
| | | $8,007,010 | | $27,064 |
|
Mid Cap Stock Fund | | | | | |
The Fund used forward foreign currency contracts to hedge against anticipated currency exchange rate changes. During the period ended February 28, 2010 the | |
Fund held forward foreign currency contracts with total USD notional amounts as represented below. | | |
|
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
|
Mid Cap Stock Fund | BUYS | | | | |
|
| Japanese Yen | 88,496,000 | $996,565 | 4/13/2010 | ($293) |
| Japanese Yen | 307,412,000 | 3,410,359 | 4/13/2010 | 50,433 |
| Japanese Yen | 140,665,000 | 1,564,561 | 4/13/2010 | 19,021 |
|
| | | $5,971,485 | | $69,161 |
|
| SELLS | | | | |
|
| Japanese Yen | 1,388,828,000 | $15,362,547 | 4/13/2010 | ($272,638) |
|
| | | $15,362,547 | | ($272,638) |
|
Real Return Bond Fund | | | | | |
The Fund used forward foreign currency contracts to enhance potential gain, hedge against anticipated currency exchange rate changes, gain exposure to foreign | |
currencies and to maintain diversity and liquidity of the Fund. During the period ended February 28, 2010, the Fund held foreign forward currency contracts with | |
total USD notional amounts ranging from approximately $45.4 million to $90.3 million. | | | |
|
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
|
Real Return Bond Fund | BUYS | | | | |
|
| Brazilian Real | 915,000 | $522,499 | 4/5/2010 | ($19,434) |
| Canadian Dollar | 407,242 | 385,222 | 4/6/2010 | 1,810 |
| Chinese Yuan Renminbi | 1,856,775 | 273,800 | 3/29/2010 | (1,877) |
| Chinese Yuan Renminbi | 3,238,505 | 478,356 | 3/29/2010 | (4,080) |
| Chinese Yuan Renminbi | 1,527,578 | 226,140 | 3/29/2010 | (2,428) |
| Chinese Yuan Renminbi | 6,549,653 | 970,588 | 3/29/2010 | (11,398) |
| Chinese Yuan Renminbi | 1,469,600 | 217,300 | 3/29/2010 | (2,079) |
| Chinese Yuan Renminbi | 13,700 | 2,027 | 3/29/2010 | (21) |
| Chinese Yuan Renminbi | 8,892,425 | 1,311,000 | 6/7/2010 | (8,653) |
| Chinese Yuan Renminbi | 3,728,007 | 548,721 | 6/7/2010 | (2,732) |
| Chinese Yuan Renminbi | 1,601,334 | 236,359 | 6/7/2010 | (1,835) |
| Chinese Yuan Renminbi | 11,576,874 | 1,707,000 | 6/7/2010 | (11,500) |
| Chinese Yuan Renminbi | 13,506,000 | 2,000,000 | 6/7/2010 | (21,968) |
| Chinese Yuan Renminbi | 2,752,903 | 415,000 | 11/17/2010 | (10,357) |
| Chinese Yuan Renminbi | 7,103,518 | 1,072,124 | 11/17/2010 | (27,994) |
| Chinese Yuan Renminbi | 2,792,374 | 422,000 | 11/17/2010 | (11,555) |
| Chinese Yuan Renminbi | 1,698,150 | 256,000 | 11/23/2010 | (6,331) |
| Chinese Yuan Renminbi | 5,578,020 | 840,000 | 1/10/2011 | (17,855) |
| Chinese Yuan Renminbi | 9,959,700 | 1,500,000 | 1/10/2011 | (32,038) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
Real Return Bond Fund, continued | BUYS | | | | |
|
| Euro | 11,000 | $15,370 | 4/26/2010 | ($393) |
| Malaysian Ringgit | 4,795 | 1,399 | 6/14/2010 | 2 |
| Malaysian Ringgit | 34,327 | $10,025 | 10/12/2010 | ($50) |
| Malaysian Ringgit | 14,857 | 4,332 | 10/12/2010 | (15) |
| Mexican Peso | 121,954,791 | 9,189,499 | 4/22/2010 | 300,033 |
| Mexican Peso | 19,669,500 | 1,500,000 | 4/22/2010 | 30,521 |
| Pound Sterling | 3,258,000 | 5,216,882 | 3/25/2010 | (249,878) |
| Singapore Dollar | 4,262,790 | 3,000,000 | 6/16/2010 | 30,350 |
| Singapore Dollar | 1,122,012 | 788,816 | 6/16/2010 | 8,804 |
| Singapore Dollar | 13,992,017 | 9,940,000 | 6/16/2010 | 6,704 |
| Singapore Dollar | 2,600,604 | 1,840,000 | 6/16/2010 | 8,729 |
|
| | | $44,890,459 | | ($57,518) |
|
| SELLS | | | | |
|
| Australian Dollar | 125,305 | $111,073 | 4/1/2010 | ($876) |
| Canadian Dollar | 8,430,000 | 8,084,780 | 4/6/2010 | 73,131 |
| Chinese Yuan Renminbi | 1,736,944 | 256,000 | 3/29/2010 | 1,626 |
| Chinese Yuan Renminbi | 2,815,983 | 415,000 | 3/29/2010 | 2,602 |
| Chinese Yuan Renminbi | 7,239,614 | 1,066,650 | 3/29/2010 | 6,415 |
| Chinese Yuan Renminbi | 2,863,270 | 422,000 | 3/29/2010 | 2,677 |
| Chinese Yuan Renminbi | 5,675,880 | 840,000 | 6/7/2010 | 8,735 |
| Chinese Yuan Renminbi | 10,133,700 | 1,500,000 | 6/7/2010 | 15,861 |
| Euro | 1,135,686 | 1,537,914 | 3/4/2010 | (8,488) |
| Euro | 94,536 | 128,407 | 3/5/2010 | (317) |
| Euro | 2,574,000 | 3,562,349 | 4/26/2010 | 57,756 |
| Euro | 4,066,000 | 5,556,417 | 4/26/2010 | 20,412 |
| Euro | 2,921,000 | 4,061,104 | 4/26/2010 | 84,058 |
| Euro | 4,718,000 | 6,681,915 | 4/26/2010 | 258,189 |
| Euro | 2,494,000 | 3,496,022 | 4/26/2010 | 100,352 |
| Japanese Yen | 5,707,000 | 63,482 | 3/16/2010 | (758) |
| Philippine Peso | 2,133,808 | 45,352 | 4/16/2010 | (701) |
| Pound Sterling | 840,230 | 1,281,573 | 3/4/2010 | 408 |
| Pound Sterling | 3,347,000 | 5,434,909 | 3/25/2010 | 332,219 |
| Swiss Franc | 915,000 | 881,430 | 3/23/2010 | 29,559 |
|
| | | $45,426,377 | | $982,860 |
|
Spectrum Income Fund | | | | | |
The Fund used forward foreign currency contracts to hedge against anticipated currency exchange rate changes, gain exposure to foreign currencies, to maintain | |
diversity and liquidity of the Fund and for risk management. During the period ended February 28, 2010, the Fund held foreign forward currency contracts with | |
total USD notional amounts ranging from approximately $38.5 million to $106.7 million. | | | |
|
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
|
Spectrum Income Fund | BUYS | | | | |
|
| Australian Dollar | 664,221 | $584,694 | 5/18/2010 | $5,744 |
| Brazilian Real | 394,638 | 219,000 | 3/17/2010 | (1,246) |
| Brazilian Real | 600,000 | 329,580 | 4/5/2010 | 299 |
| Chinese Yuan Renminbi | 19,777,000 | 2,927,301 | 7/21/2010 | (30,094) |
| Chinese Yuan Renminbi | 15,580,000 | 2,367,781 | 11/16/2010 | (77,806) |
| Chinese Yuan Renminbi | 16,617,000 | 2,483,588 | 12/22/2010 | (36,933) |
| Czech Koruna | 3,079,280 | 160,429 | 5/18/2010 | 1,187 |
| Euro | 62,000 | 84,708 | 3/9/2010 | (287) |
| Euro | 297,063 | 402,000 | 5/18/2010 | 2,446 |
| Hungarian Forint | 6,290,068 | 30,988 | 5/18/2010 | 447 |
| Indian Rupee | 87,960,000 | 1,928,744 | 4/12/2010 | (26,752) |
| Indian Rupee | 66,423,760 | 1,456,000 | 4/20/2010 | (20,803) |
| Indian Rupee | 45,000,000 | 963,391 | 5/11/2010 | 7,134 |
| Indian Rupee | 35,686,440 | 764,000 | 5/18/2010 | 5,270 |
| Israeli Shekel | 1,970,000 | 519,542 | 3/16/2010 | 1,655 |
| Japanese Yen | 277,471,613 | 3,082,994 | 5/18/2010 | 41,373 |
| Malaysian Ringgit | 3,316,433 | 975,143 | 3/22/2010 | (2,120) |
| Malaysian Ringgit | 1,665,000 | 483,730 | 5/11/2010 | 3,563 |
| Mexican Peso | 1,780,000 | 136,783 | 4/8/2010 | 1,954 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
Spectrum Income Fund, continued | BUYS | | | | |
|
| Mexican Peso | 2,619,011 | $202,000 | 4/21/2010 | $1,815 |
| Norwegian Krone | 3,076,768 | 534,194 | 3/18/2010 | (13,898) |
| Norwegian Krone | 2,648,270 | 462,981 | 4/8/2010 | (15,576) |
| Norwegian Krone | 6,240,911 | 1,048,112 | 5/18/2010 | 4,198 |
| Polish Zloty | 349,942 | 117,292 | 5/18/2010 | 2,815 |
| Pound Sterling | 300,000 | 486,864 | 4/8/2010 | (29,542) |
| Russian Ruble | 32,000,000 | 1,045,752 | 5/11/2010 | 15,089 |
| Russian Ruble | 26,696,280 | 872,000 | 5/18/2010 | 12,335 |
| Singapore Dollar | 293,292 | 208,259 | 5/18/2010 | 263 |
| South Korean Won | 690,000,000 | 591,361 | 3/16/2010 | 3,619 |
| South Korean Won | 468,950,000 | 417,587 | 4/12/2010 | (13,067) |
| South Korean Won | 1,044,345,420 | 918,000 | 4/15/2010 | (17,098) |
| South Korean Won | 375,000,000 | 322,054 | 4/30/2010 | 1,513 |
| South Korean Won | 1,599,182,900 | 1,376,000 | 5/18/2010 | 4,491 |
| Swedish Krona | 7,231,320 | 1,020,842 | 4/8/2010 | (6,530) |
| Swedish Krona | 8,017,548 | 1,106,876 | 5/18/2010 | 17,812 |
| Swiss Franc | 1,055,163 | 978,861 | 5/18/2010 | 3,893 |
| Taiwan Dollar | 7,100,000 | 222,014 | 3/22/2010 | (285) |
| Taiwan Dollar | 21,385,000 | 679,104 | 4/8/2010 | (10,310) |
| Taiwan Dollar | 18,510,000 | 582,809 | 5/24/2010 | (1,117) |
| Taiwan Dollar | 16,385,600 | 532,000 | 11/16/2010 | (9,864) |
|
| | | $33,625,358 | | ($174,413) |
|
| SELLS | | | | |
|
| Australian Dollar | 960,000 | $838,512 | 3/23/2010 | ($19,966) |
| Brazilian Real | 2,998,163 | 1,644,000 | 4/5/2010 | (4,384) |
| Brazilian Real | 2,249,000 | 1,273,860 | 4/8/2010 | 38,063 |
| Brazilian Real | 2,713,552 | 1,448,000 | 5/4/2010 | (35,731) |
| Canadian Dollar | 729,407 | 695,229 | 5/18/2010 | 2,062 |
| Chinese Yuan Renminbi | 19,777,000 | 2,915,672 | 7/21/2010 | 18,464 |
| Danish Krone | 570,207 | 104,017 | 5/18/2010 | (208) |
| Euro | 4,098,125 | 5,846,971 | 3/9/2010 | 266,816 |
| Euro | 45,000 | 65,831 | 3/16/2010 | 4,558 |
| Euro | 365,000 | 534,194 | 3/18/2010 | 37,203 |
| Euro | 959,000 | 1,372,933 | 4/8/2010 | 67,182 |
| Euro | 610,000 | 850,450 | 5/4/2010 | 19,924 |
| Euro | 771,000 | 1,055,871 | 5/11/2010 | 6,154 |
| Euro | 2,471,488 | 3,374,665 | 5/18/2010 | 9,770 |
| Israeli Shekel | 1,970,000 | 516,288 | 3/16/2010 | (4,909) |
| Japanese Yen | 76,500,000 | 845,005 | 3/23/2010 | (16,127) |
| Japanese Yen | 53,175,000 | 589,916 | 4/26/2010 | (8,765) |
| Japanese Yen | 16,289,745 | 183,000 | 5/18/2010 | (425) |
| Malaysian Ringgit | 928,717 | 272,000 | 3/22/2010 | (480) |
| Mexican Peso | 17,645,000 | 1,368,816 | 4/8/2010 | (6,475) |
| Mexican Peso | 11,902,680 | 929,606 | 4/21/2010 | 3,326 |
| Mexican Peso | 8,291,760 | 635,822 | 5/18/2010 | (7,329) |
| Pound Sterling | 277,270 | 423,000 | 5/18/2010 | 443 |
| Pound Sterling | 73,856 | 115,619 | 5/18/2010 | 3,063 |
| South African Rand | 1,201,504 | 153,238 | 5/18/2010 | (106) |
|
| | | $28,052,515 | | $372,123 |
|
Strategic Bond Fund | | | | | |
The Fund used forward foreign currency contracts to hedge against anticipated currency exchange rate changes. During the period ended February 28, 2010, the | |
Fund held forward foreign currency exchange contracts with total USD notional amounts as represented below. | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
|
Strategic Bond Fund | SELLS | | | | |
|
| Euro | 566,232 | $784,297 | 5/18/2010 | $13,380 |
| Japanese Yen | 433,476,230 | 4,765,779 | 5/18/2010 | (115,220) |
|
| | | $5,550,076 | | ($101,840) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | |
Total Return Fund | | | | | |
|
The Fund used forward foreign currency contracts to enhance potential gain, hedge against anticipated currency exchange rate changes, gain exposure to foreign | |
currencies and to maintain diversity and liquidity of the Fund. During the period ended February 28, 2010, the Fund held foreign forward currency contracts with | |
total USD notional amounts ranging from approximately $48.9 million to $176.0 million. | | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
|
Total Return Fund | BUYS | | | | |
|
| Australian Dollar | 3,849,566 | $3,412,352 | 4/1/2010 | $26,901 |
| Brazilian Real | 6,121,571 | 3,495,644 | 4/5/2010 | (130,016) |
| Chinese Yuan Renminbi | 2,096,807 | 310,500 | 3/29/2010 | (3,425) |
| Chinese Yuan Renminbi | 2,101,712 | 310,500 | 3/29/2010 | (2,706) |
| Chinese Yuan Renminbi | 12,801,390 | 1,893,000 | 3/29/2010 | (18,249) |
| Chinese Yuan Renminbi | 1,628,515 | 245,000 | 8/25/2010 | (6,384) |
| Chinese Yuan Renminbi | 2,048,662 | 308,000 | 8/25/2010 | (7,822) |
| Chinese Yuan Renminbi | 16,478,674 | 2,462,500 | 8/25/2010 | (47,979) |
| Chinese Yuan Renminbi | 37,882,425 | 5,632,500 | 8/25/2010 | (81,817) |
| Chinese Yuan Renminbi | 12,688,822 | 1,887,000 | 8/25/2010 | (27,783) |
| Chinese Yuan Renminbi | 3,190,714 | 481,000 | 11/17/2010 | (12,004) |
| Chinese Yuan Renminbi | 8,238,466 | 1,243,420 | 11/17/2010 | (32,466) |
| Chinese Yuan Renminbi | 3,242,330 | 490,000 | 11/17/2010 | (13,417) |
| Chinese Yuan Renminbi | 1,970,121 | 297,000 | 11/23/2010 | (7,345) |
| Indonesian Rupiah | 2,034,000,000 | 200,000 | 10/7/2010 | 9,370 |
| Indonesian Rupiah | 14,242,773,500 | 1,410,000 | 10/7/2010 | 56,079 |
| Indonesian Rupiah | 2,034,000,000 | 200,000 | 10/7/2010 | 9,370 |
| Indonesian Rupiah | 4,171,986,000 | 420,000 | 10/7/2010 | 9,443 |
| Indonesian Rupiah | 1,661,410,000 | 170,000 | 11/24/2010 | (59) |
| Indonesian Rupiah | 1,556,800,000 | 160,000 | 11/24/2010 | (760) |
| Indonesian Rupiah | 765,690,000 | 80,472 | 11/24/2010 | (2,152) |
| Indonesian Rupiah | 1,500,100,000 | 156,254 | 11/24/2010 | (2,813) |
| Malaysian Ringgit | 2,329,590 | 670,000 | 6/14/2010 | 10,678 |
| Malaysian Ringgit | 2,329,255 | 670,000 | 6/14/2010 | 10,580 |
| Malaysian Ringgit | 221,936 | 64,761 | 6/14/2010 | 86 |
| Malaysian Ringgit | 480,312 | 140,000 | 10/12/2010 | (424) |
| Malaysian Ringgit | 3,175,657 | 930,000 | 10/12/2010 | (7,170) |
| Malaysian Ringgit | 1,538,260 | 449,258 | 10/12/2010 | (2,247) |
| Malaysian Ringgit | 187,136 | 54,567 | 10/12/2010 | (186) |
| Mexican Peso | 14,649,213 | 1,097,813 | 4/22/2010 | 42,070 |
| Mexican Peso | 3,214,625 | 250,000 | 4/22/2010 | 136 |
| Philippine Peso | 11,525,000 | 250,000 | 4/16/2010 | (1,262) |
| Pound Sterling | 1,272,000 | 2,036,794 | 3/25/2010 | (97,558) |
| Singapore Dollar | 426,346 | 307,000 | 3/17/2010 | (3,743) |
| Singapore Dollar | 323,000 | 232,074 | 3/17/2010 | (2,326) |
| Singapore Dollar | 174,254 | 125,264 | 3/17/2010 | (1,318) |
| Singapore Dollar | 284,186 | 200,000 | 6/16/2010 | 2,023 |
| Singapore Dollar | 554,493 | 399,433 | 6/16/2010 | (5,252) |
| Singapore Dollar | 197,547 | 140,000 | 6/16/2010 | 433 |
| Singapore Dollar | 155,471 | 110,000 | 6/16/2010 | 522 |
| South Korean Won | 143,000,000 | 120,675 | 7/28/2010 | 3,016 |
| South Korean Won | 284,171,817 | 239,501 | 7/28/2010 | 6,300 |
| South Korean Won | 236,088,000 | 199,626 | 7/28/2010 | 4,583 |
| South Korean Won | 1,896,158,000 | 1,591,137 | 8/27/2010 | 50,376 |
| South Korean Won | 565,103,000 | 479,999 | 8/27/2010 | 9,213 |
| South Korean Won | 281,786,500 | 238,650 | 11/12/2010 | 5,504 |
| South Korean Won | 489,592,000 | 417,058 | 11/12/2010 | 7,150 |
| South Korean Won | 1,325,530,433 | 1,138,965 | 11/12/2010 | 9,545 |
| South Korean Won | 232,520,000 | 200,000 | 11/12/2010 | 1,468 |
| South Korean Won | 117,300,000 | 100,000 | 11/12/2010 | 1,635 |
| South Korean Won | 919,211,000 | 800,000 | 11/12/2010 | (3,547) |
| South Korean Won | 448,929,000 | 390,000 | 11/12/2010 | (1,024) |
| Taiwan Dollar | 5,507,997 | 173,289 | 6/10/2010 | 75 |
| Taiwan Dollar | 6,471,100 | 203,455 | 6/10/2010 | 223 |
| Taiwan Dollar | 7,116,277 | 224,241 | 6/10/2010 | (255) |
| Taiwan Dollar | 892,000 | 28,521 | 10/12/2010 | (167) |
| Taiwan Dollar | 2,647,946 | 84,464 | 10/12/2010 | (293) |
|
| | | $40,021,687 | | ($247,190) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
|
Total Return Fund, continued | SELLS | | | | |
|
| Canadian Dollar | 2,801,000 | $2,686,295 | 4/6/2010 | $24,299 |
| Chinese Yuan Renminbi | 2,015,127 | 297,000 | 3/29/2010 | 1,887 |
| Chinese Yuan Renminbi | 3,263,826 | 481,000 | 3/29/2010 | 3,016 |
| Chinese Yuan Renminbi | 8,396,307 | 1,237,071 | 3/29/2010 | 7,440 |
| Chinese Yuan Renminbi | 3,324,650 | 490,000 | 3/29/2010 | 3,108 |
| Euro | 10,750,000 | 15,437,000 | 3/23/2010 | 799,712 |
| Euro | 4,056,000 | 5,510,672 | 4/26/2010 | (11,717) |
| Euro | 9,242,000 | 12,584,027 | 4/26/2010 | 714 |
| Euro | 10,459,000 | 14,275,881 | 4/26/2010 | 35,578 |
| Euro | 2,164,000 | 3,064,787 | 4/26/2010 | 118,423 |
| Euro | 4,022,000 | 5,504,677 | 4/26/2010 | 28,580 |
| Japanese Yen | 372,464,000 | 4,143,092 | 3/16/2010 | (49,464) |
| Japanese Yen | 5,180,000,000 | 57,864,164 | 3/29/2010 | (446,763) |
| Mexican Peso | 438,150 | 33,087 | 4/22/2010 | (1,006) |
| Pound Sterling | 1,374,000 | 2,217,929 | 3/25/2010 | 123,188 |
| Pound Sterling | 993,000 | 1,591,501 | 3/25/2010 | 77,617 |
| Pound Sterling | 421,000 | 655,956 | 3/25/2010 | 14,118 |
| Pound Sterling | 4,843,000 | 7,864,136 | 3/25/2010 | 480,711 |
|
| | | $135,938,275 | | $1,209,441 |
|
Vista Fund | | | | | |
The Fund used forward foreign currency contracts to hedge against anticipated currency exchange rate changes. During the period ended February 28, 2010 the | |
Fund held forward foreign currency contracts with the total USD notional amount as represented below. | | |
| | PRINCIPAL | PRINCIPAL | | |
| | AMOUNT | AMOUNT | | UNREALIZED |
| | COVERED BY | COVERED BY | SETTLEMENT | APPRECIATION |
FUND | CURRENCY | CONTRACT | CONTRACT (USD) | DATE | (DEPRECIATION) |
|
|
Vista Fund | SELLS | | | | |
|
| Pound Sterling | 839,405 | $1,294,463 | 3/31/2010 | $14,796 |
| | | $1,294,463 | | $14,796 |
Options There are two types of options, a put option and a call option. Options are traded either over-the-counter or by means of an exchange. A call option gives the purchaser of the option the right to buy (and the seller the obligation to sell) the underlying instrument at the exercise price. A put option gives the purchaser of the option the right to sell (and the writer the obligation to buy) the underlying instrument at the exercise price. Writing puts and buying calls may increase the Funds’ exposure to changes in the value of the underlying instrument. Buying puts and writing calls may decrease the Funds’ exposure to such changes. Risks related to the use of options include the loss of the premium, possible illiquidity of the options markets, trading restrictions imposed by an exchange, movements in underlying security values, and for written options, potential losses in excess of the fund’s initial investment.
Options listed on an exchange are valued at their closing price. If no closing price is available, then they are valued at the mean between the last bid and ask prices from the exchange on which they are principally traded. For options not listed on an exchange, an independent pricing source is used to value the options at the mean between the last bid and ask prices. When the Funds purchase an option, the premium paid by the Funds are included in the Portfolio of Investments and subsequently “marked-to-market” to reflect current market value. If the purchased option expires, the Funds realize a loss equal to the cost of the option. If the Funds enter into a closing sale transaction, the Funds realize a gain or loss, depending on whether proceeds from the closing sale are greater or less than the original cost. If the Funds exercise a call option, the cost of the securities acquired by exercising the call is increased by the premium paid to buy th e call. If the Funds exercise a put option, it realizes a gain or loss from the sale of the underlying security and the proceeds from such sale are decreased by the premium paid.
During the six-month period ended February 28, 2010, the Funds used purchased options for the following reasons:
High Income Fund and Strategic Bond Fund used purchased options to hedge against anticipated currency exchange rates.
During the six-month period ended February 28, 2010, High Income Fund and Strategic Bond Fund used purchased options with market values ranging from approximately $200 to $2.2 million and $100 to $3,000, respectively.
DERIVATIVE INSTRUMENTS, CONTINUED
The following tables summarize the Funds’ written options activities during the six months ended February 28, 2010. In addition, the table details how the Funds used written option contracts during the six months ended February 28, 2010.
| | | | | |
| NUMBER OF CONTRACTS | PREMIUMS RECEIVED | | | |
| | | |
Global Bond Fund | | | | | |
Outstanding, beginning of period | 39,200,517 | $542,201 | | | |
Options written | 267,500,940 | 2,672,952 | | | |
Option closed | (40,101,149) | 845,738 | | | |
Options expired | (90,100,049) | 669,200 | | | |
Outstanding, end of period | 176,500,259 | $4,730,091 | | | |
| | | |
High Income Fund | | | | | |
Outstanding, beginning of period | 196,000,000 | $3,523,100 | | | |
Options written | — | — | | | |
Options closed | — | — | | | |
Options expired | — | — | | | |
Outstanding, end of period | 196,000,000 | $3,523,100 | | | |
| | | |
Real Return Bond Fund | | | | | |
Outstanding, beginning of period | 189,700,203 | $2,090,655 | | | |
Options written | 345,800,216 | 2,821,822 | | | |
Options closed | (195,900,114) | 1,630,213 | | | |
Options expired | (11,500,203) | 116,305 | | | |
Outstanding, end of period | 328,100,102 | $6,658,995 | | | |
| | | |
Strategic Bond Fund | | | | | |
Outstanding, beginning of period | 169 | $70,897 | | | |
Options written | 491 | 218,501 | | | |
Options closed | (189) | 95,467 | | | |
Options expired | (139) | 29,565 | | | |
Outstanding, end of period | 332 | $414,430 | | | |
| | | |
Total Return Fund | | | | | |
Outstanding, beginning of period | 277,500,000 | $2,572,417 | | | |
Options written | 716,103,369 | 7,066,527 | | | |
Options closed | (60,502,278) | 1,246,470 | | | |
Options expired | (277,900,642) | 1,954,552 | | | |
Outstanding, end of period | 655,200,449 | $12,839,966 | | | |
| | | |
U.S. Government Securities Fund | | | | | |
Outstanding, beginning of period | 131 | $95,479 | | | |
Options written | 206 | 96,955 | | | |
Options closed | (160) | 72,686 | | | |
Options expired | (106) | 83,104 | | | |
Outstanding, end of period | 71 | $348,224 | | | |
| | | | | | |
Options on Exchange-Traded Futures Contracts | | | | | |
|
Global Bond Fund | | | | | | |
|
The Fund used written options to enhance potential gain, hedge against anticipated interest rate changes, gain exposure to certain securities markets and maintain diver- | |
sity and liquidity of the Fund. | | | | | | |
| | EXERCISE | EXPIRATION | NUMBER OF | | |
FUND | NAME OF ISSUER | PRICE | DATE | CONTRACTS | PREMIUM | VALUE |
|
Global Bond Fund | CALLS | | | | | |
|
| U.S. Treasury 10-Year Note Futures | $118.00 | Mar 2010 | 57 | $15,889 | ($30,281) |
| U.S. Treasury 10-Year Note Futures | 119.00 | Apr 2010 | 57 | 14,998 | (24,938) |
| U.S. Treasury 10-Year Note Futures | 119.00 | May 2010 | 16 | 10,210 | (10,210) |
|
| | | | 130 | $41,097 | ($65,429) |
|
| PUTS | | | | | |
|
| Eurodollar Futures | $98.50 | Mar 2010 | 105 | $36,487 | ($656) |
| U.S. Treasury 10-Year Note Futures | 114.00 | Apr 2010 | 8 | 4,855 | (1,125) |
| U.S. Treasury 10-Year Note Futures | 114.00 | May 2010 | 16 | 5,460 | (5,460) |
|
| | | | 129 | $46,802 | ($7,241) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | |
Real Return Fund | | | | | | |
|
The Fund used written options to enhance potential gain, hedge against anticipated interest rate changes, gain exposure to certain securities markets and maintain diver- | |
sity and liquidity of the Fund. | | | | | | |
|
| | EXERCISE | EXPIRATION | NUMBER OF | | |
FUND | NAME OF ISSUER | PRICE | DATE | CONTRACTS | PREMIUM | VALUE |
|
Real Return Bond Fund | CALLS | | | | | |
|
| U.S. Treasury 10-Year Note Futures | $119.00 | Apr 2010 | 51 | $27,763 | ($22,313) |
|
| | | | 51 | $27,763 | ($22,313) |
|
| PUTS | | | | | |
| U.S. Treasury 10-Year Note Futures | $114.00 | Apr 2010 | 51 | $19,794 | ($7,172) |
|
| | | | 51 | $19,794 | ($7,172) |
|
|
Strategic Bond Fund | | | | | | |
|
The Fund used written options to hedge against anticipated interest rate changes. | | | | |
|
| | EXERCISE | EXPIRATION | NUMBER OF | | |
FUND | NAME OF ISSUER | PRICE | DATE | CONTRACTS | PREMIUM | VALUE |
|
Strategic Bond Fund | CALLS | | | | | |
|
| Eurodollar Futures | $99.000 | Mar 2010 | 45 | $29,709 | ($82,687) |
| Eurodollar Futures | 99.375 | Jun 2010 | 35 | 15,974 | (25,813) |
| Eurodollar Futures | 99.125 | Sep 2010 | 23 | 17,175 | (24,725) |
| U.S. Treasury 10-Year Note Futures | 119.000 | May 2010 | 25 | 11,981 | (17,187) |
| U.S. Treasury 10-Year Note Futures | 120.000 | May 2010 | 17 | 6,851 | (7,172) |
| U.S. Treasury 10-Year Note Futures | 121.000 | May 2010 | 17 | 4,992 | (4,250) |
|
| | | | 162 | $86,682 | ($161,834) |
| PUTS | | | | | |
|
| Eurodollar Futures | $98.750 | Mar 2010 | 27 | $16,740 | ($169) |
| Eurodollar Futures | 98.875 | Mar 2010 | 18 | 10,719 | (113) |
| Eurodollar Futures | 99.375 | Mar 2010 | 9 | 3,458 | (56) |
| Eurodollar Futures | 99.000 | Sep 2010 | 46 | 7,901 | (6,325) |
| Eurodollar Futures | 99.125 | Sep 2010 | 11 | 8,214 | (1,925) |
| U.S. Treasury 10-Year Note Futures | 112.000 | May 2010 | 25 | 15,091 | (3,125) |
| U.S. Treasury 10-Year Note Futures | 113.000 | May 2010 | 34 | 15,561 | (6,906) |
|
| | | | 170 | $77,684 | ($18,619) |
|
Total Return Fund | | | | | | |
|
The Fund used written options to enhance potential gain, hedge against anticipated interest rate changes, gain exposure to certain securities markets and maintain diver- | |
sity and liquidity of the Fund. | | | | | | |
|
| | EXERCISE | EXPIRATION | NUMBER OF | | |
FUND | NAME OF ISSUER | PRICE | DATE | CONTRACTS | PREMIUM | VALUE |
|
Total Return Fund | Calls | | | | | |
| U.S. Treasury 10-Year Note Futures | $119.00 | Apr 2010 | 65 | $25,197 | ($28,438) |
| U.S. Treasury 10-Year Note Futures | 119.00 | May 2010 | 27 | 17,229 | (17,229) |
| U.S. Treasury 30-Year Bond Futures | 119.00 | May 2010 | 36 | 34,363 | (57,375) |
|
| | | | 128 | $76,789 | ($103,042) |
|
| PUTS | | | | | |
|
| U.S. Treasury 10-Year Note Futures | $114.00 | Apr 2010 | 258 | $94,777 | ($36,281) |
| U.S. Treasury 10-Year Note Futures | 114.00 | May 2010 | 27 | 9,214 | (9,214) |
| U.S. Treasury 30-Year Bond Futures | 111.00 | May 2010 | 36 | 29,535 | (13,500) |
|
| | | | 321 | $133,526 | ($58,995) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | |
U.S. Government Securities Fund | | | | | | |
|
The Fund used written options to hedge against anticipated interest rate changes. | | | | |
|
| | EXERCISE | EXPIRATION | NUMBER OF | | |
FUND | NAME OF ISSUER | PRICE | DATE | CONTRACTS | PREMIUM | VALUE |
|
U.S. Government | | | | | | |
Securities | CALLS | | | | | |
|
| Eurodollar Futures | $97.25 | Mar 2010 | 14 | $6,954 | ($8,575) |
| Eurodollar Futures | 99.38 | Jun 2010 | 31 | 14,987 | (22,863) |
| Eurodollar Futures | 99.25 | Sep 2010 | 13 | 5,808 | (10,725) |
|
| | | | 58 | $27,749 | ($42,163) |
|
| PUTS | | | | | |
| Eurodollar Futures | $98.75 | Sep 2010 | 13 | $8,895 | ($1,056) |
|
| | | | 13 | $8,895 | ($1,056) |
| | | | | | | | |
Foreign Currency Options | | | | | | | | |
|
Global Bond Fund | | | | | | | | |
|
The Fund used written options to enhance potential gain, hedge against anticipated interest rate changes, gain exposure to certain securities markets and maintain diver- | |
sity and liquidity of the Fund. | | | | | | | | |
| | | | | | USD | | |
| | EXERCISE | EXPIRATION | NOTIONAL | NOTIONAL | | |
FUND | NAME OF ISSUER | PRICE | DATE | AMOUNT | AMOUNT | PREMIUM | VALUE |
|
Global Bond Fund | Calls | | | | | | | |
| Euro versus U.S. Dollar | $1.91 | Mar 2010 | EUR | 2,500,000 | ($3,404,126) | $16,476 | ($473) |
| Euro versus U.S. Dollar | 1.89 | Mar 2010 | EUR | 2,800,000 | (3,812,621) | 24,400 | (2,474) |
| Euro versus U.S. Dollar | 1.88 | Mar 2010 | EUR | 2,400,000 | (3,267,960) | 27,106 | (22,399) |
| U.S. Dollar versus Brazilian Real | 1.90 | Mar 2010 | USD | 1,500,000 | 1,500,000 | 15,315 | (2) |
| U.S. Dollar versus Brazilian Real | 2.10 | Mar 2010 | USD | 1,500,000 | 1,500,000 | 30,195 | (13) |
| U.S. Dollar versus Brazilian Real | 1.98 | Mar 2010 | USD | 3,000,000 | 3,000,000 | 30,225 | (1,560) |
| U.S. Dollar versus Mexican Peso | 14.95 | Mar 2010 | USD | 1,700,000 | 1,700,000 | 32,980 | (2) |
| U.S. Dollar versus Mexican Peso | 14.95 | Mar 2010 | USD | 5,000,000 | 5,000,000 | 101,300 | (5) |
| U.S. Dollar versus Mexican Peso | 16.25 | Sep 2010 | USD | 3,000,000 | 3,000,000 | 82,200 | (13,059) |
| U.S. Dollar versus South Korean Won | 1,250.00 | Mar 2010 | USD | 3,300,000 | 3,300,000 | 47,822 | (482) |
| U.S. Dollar versus South Korean Won | 1,250.00 | Mar 2010 | USD | 1,400,000 | 1,400,000 | 16,660 | (204) |
| U.S. Dollar versus South Korean Won | 1,500.00 | Sep 2010 | USD | 3,000,000 | 3,000,000 | 33,225 | (7,338) |
|
| | | | | 31,100,000 | $12,915,293 | $457,904 | ($48,011) |
|
| PUTS | | | | | | | |
|
| Australian Dollar versus U.S. Dollar | $0.74 | Mar 2010 | AUD | 3,500,000 | $3,136,701 | $41,696 | ($565) |
|
| | | | | 3,500,000 | $3,136,701 | $41,696 | ($565) |
|
High Income Fund | | | | | | | | |
|
The Fund used written options to hedge against anticipated currency exchange rate changes. | | | | | |
| | | | | | USD | | |
| | EXERCISE | EXPIRATION | NOTIONAL | NOTIONAL | | |
FUND | NAME OF ISSUER | PRICE | DATE | AMOUNT | AMOUNT | PREMIUM | VALUE |
|
High Income Fund | CALLS | | | | | | | |
|
| U.S. Dollar versus Canadian Dollar | $1.30 | Apr 2010 | USD | 98,000,000 | $98,000,000 | $1,715,000 | ($98) |
| U.S. Dollar versus Canadian Dollar | 1.30 | Apr 2010 | USD | 98,000,000 | 98,000,000 | 1,808,100 | (98) |
|
| | | | | 196,000,000 | $196,000,000 | $3,523,100 | ($196) |
|
Real Return Bond Fund | | | | | | | | |
|
The Fund used written options to enhance potential gain, hedge against anticipated interest rate changes, gain exposure to certain securities markets and maintain diver- | |
sity and liquidity of the Fund. | | | | | | | | |
| | | | | | USD | | |
| | EXERCISE | EXPIRATION | NOTIONAL | NOTIONAL | | |
FUND | NAME OF ISSUER | PRICE | DATE | AMOUNT | AMOUNT | PREMIUM | VALUE |
|
Real Return Bond Fund | CALLS | | | | | | | |
|
| U.S. Dollar versus Japanese Yen | $94.00 | Apr 2010 | USD | 12,800,000 | 12,800,000 | $58,880 | ($24,896) |
|
| | | | | 12,800,000 | 12,800,000 | $58,880 | ($24,896) |
|
| PUTS | | | | | | | |
|
| U.S. Dollar versus Japanese Yen | $88.00 | Apr 2010 | USD | 12,800,000 | 12,800,000 | $110,464 | ($173,658) |
|
| | | | | 12,800,000 | 12,800,000 | $110,464 | ($173,658) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | |
Total Return Fund | | | | | | | | |
|
The Fund used written options to enhance potential gain, hedge against anticipated interest rate changes, gain exposure to certain securities markets and maintain diver- | |
sity and liquidity of the Fund. | | | | | | | | |
| | | | | | USD | | |
| | EXERCISE | EXPIRATION | NOTIONAL | NOTIONAL | | |
FUND | NAME OF ISSUER | PRICE | DATE | AMOUNT | AMOUNT | PREMIUM | VALUE |
|
Total Return Fund | CALLS | | | | | | | |
|
| U.S. Dollar versus Japanese Yen | $94.00 | Apr 2010 | USD | 20,500,000 | 20,500,000 | $145,550 | ($39,873) |
|
| | | | | 20,500,000 | 20,500,000 | $145,550 | ($39,873) |
|
| PUTS | | | | | | | |
|
| U.S. Dollar versus Japanese Yen | $88.00 | Apr 2010 | USD | 20,500,000 | 20,500,000 | $160,925 | ($278,124) |
| | | | | 20,500,000 | 20,500,000 | $160,925 | ($278,124) |
| | | | | | | | | | | | |
Interest Rate Swaptions | | | | | | | | | | | |
|
Global Bond Fund | | | | | | | | | | | |
|
The Fund used written options to enhance potential gain and maintain diversity and liquidity of the Fund. | | | | | | |
| | | | | PAY/ | | | | | | | |
| | | | | RECEIVE | | | | | USD | | |
| | | | FLOATING | FLOATING | EXERCISE | EXPIRATION | NOTIONAL | NOTIONAL | | |
FUND | NAME OF ISSUER | | COUNTERPARTY | RATE INDEX | RATE | RATE | DATE | AMOUNT | AMOUNT | PREMIUM | VALUE |
|
Global Bond Fund | CALLS | | | | | | | | | | | |
|
| 10-Year Interest Rate Swap | | Credit Suisse International | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 3,300,000 | $3,300,000 | $41,580 | ($3,166) |
| 10-Year Interest Rate Swap | | Deutsche Bank AG | 6 Month EUR-EURIBOR | Receive | 4.43% | Apr 2010 | EUR | 3,300,000 | 4,493,446 | 14,710 | (15,441) |
| 10-Year Interest Rate Swap | | The Royal Bonk of Scotland PLC | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 9,900,000 | 9,900,000 | 116,400 | (9,497) |
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 3.25% | Oct 2010 | USD | 43,300,000 | 43,300,000 | 290,110 | (290,110) |
|
| | | | | | | | | 59,800,000 | $60,993,446 | $462,800 | ($318,214) |
|
| PUTS | | | | | | | | | | | |
|
| 10-Year Interest Rate Swap | | Credit Suisse International | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 5,700,000 | $5,700,000 | $46,455 | ($10,324) |
| 10-Year Interest Rate Swap | | Deutsche Bank AG | 6 Month EUR-EURIBOR | Receive | 5.45% | Apr 2010 | EUR | 3,300,000 | 4,493,446 | 9,491 | (443) |
| 10-Year Interest Rate Swap | | The Royal Bonk of Scotland PLC | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 15,200,000 | 15,200,000 | 132,970 | (27,530) |
| 10-Year Interest Rate Swap | | Citibank N.A. | 3 Month USD-LIBOR | Receive | 4.50% | Jun 2010 | USD | 8,000,000 | 8,000,000 | 75,000 | (30,904) |
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 5.00% | Oct 2010 | USD | 43,300,000 | 43,300,000 | 346,400 | (346,400) |
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 10.00% | Jul 2012 | USD | 6,600,000 | 6,600,000 | 39,600 | (12,323) |
|
| | | | | | | | | 82,100,000 | $83,293,446 | $649,916 | ($427,924) |
|
Real Return Bond Fund | | | | | | | | | | | |
|
The Fund used written options to enhance potential gain and maintain diversity and liquidity of the Fund. | | | | | | |
|
| | | | | PAY/ | | | | | | | |
| | | | | RECEIVE | | | | | USD | | |
| | | | FLOATING | FLOATING | EXERCISE | EXPIRATION | NOTIONAL | NOTIONAL | | |
FUND | NAME OF ISSUER | | COUNTERPARTY | RATE INDEX | RATE | RATE | DATE | AMOUNT | AMOUNT | PREMIUM | VALUE |
|
Real Return | | | | | | | | | | | | |
Bond Fund | CALLS | | | | | | | | | | | |
|
| 7-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 2.75% | Apr 2010 | USD | 6,800,000 | $6,800,000 | $56,440 | ($4,113) |
| 10-Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 26,300,000 | 26,300,000 | 294,360 | (25,230) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 3,100,000 | 3,100,000 | 44,097 | (2,974) |
| 10-Year Interest Rate Swap | | BNP Paribas | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 18,000,000 | 18,000,000 | 172,800 | (17,267) |
| 10-Year Interest Rate Swap | | Barclays Bank PLC | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 7,100,000 | 7,100,000 | 102,550 | (6,811) |
| 10-Year Interest Rate Swap | | Citibank N.A | 3 Month USD-LIBOR | Receive | 3.50% | Jun 2010 | USD | 22,700,000 | 22,700,000 | 220,580 | (175,042) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 3.25% | Aug 2010 | USD | 15,100,000 | 15,100,000 | 58,360 | (86,771) |
| 10-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 3.25% | Oct 2010 | USD | 4,700,000 | 4,700,000 | 23,030 | (33,587) |
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 3.25% | Oct 2010 | USD | 2,000,000 | 2,000,000 | 13,400 | (13,400) |
|
| | | | | | | | 105,800,000 | $105,800,000 | $985,617 | ($365,195) |
|
| PUTS | | | | | | | | | | | |
|
| 5-Year Interest Rate Swap | | Barclays Bank PLC | 3 Month USD-LIBOR | Receive | 5.00% | Jun 2010 | USD | 13,000,000 | $13,000,000 | $136,500 | ($684) |
| 5-Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 5.00% | Aug 2010 | USD | 26,000,000 | 26,000,000 | 280,136 | (7,602) |
| 7-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 4.00% | Apr 2010 | USD | 6,800,000 | 6,800,000 | 29,240 | (3,534) |
| 7-Year Interest Rate Swap | | JP Morgan Chase Bank | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 5,000,000 | 5,000,000 | 41,457 | (1,306) |
| 7-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 12,300,000 | 12,300,000 | 96,700 | (3,213) |
| 7-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 5.37% | Sep 2010 | USD | 17,000,000 | 17,000,000 | 279,890 | (20,378) |
| 7-Year Interest Rate Swap | | Goldman Sachs Capital Markets, L.P. | 3 Month USD-LIBOR | Receive | 5.37% | Sep 2010 | USD | 5,000,000 | 5,000,000 | 160,750 | (5,994) |
| 10-Year Interest Rate Swap | | BNP Paribas | 3 Month USD-LIBOR | Receive | 5.00% | Apr 2010 | USD | 18,000,000 | 18,000,000 | 87,300 | (871) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 6,600,000 | 6,600,000 | 51,956 | (11,954) |
| 10-Year Interest Rate Swap | | Barclays Bank PLC | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 7,100,000 | 7,100,000 | 53,370 | (12,859) |
| 10-Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 26,300,000 | 26,300,000 | 254,208 | (47,634) |
| 10-Year Interest Rate Swap | | Citibank N.A. | 3 Month USD-LIBOR | Receive | 4.50% | Jun 2010 | USD | 22,700,000 | 22,700,000 | 222,455 | (87,690) |
| 10-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 2,500,000 | 2,500,000 | 24,689 | (1,437) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 4.75% | Aug 2010 | USD | 15,100,000 | 15,100,000 | 137,860 | (101,887) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | | | | | |
| | | | | PAY/ | | | | | | | |
| | | | | RECEIVE | | | | | USD | | |
| | | | FLOATING | FLOATING | EXERCISE | EXPIRATION | NOTIONAL | NOTIONAL | | |
FUND | NAME OF ISSUER | | COUNTERPARTY | RATE INDEX | RATE | RATE | DATE | AMOUNT | AMOUNT | PREMIUM | VALUE |
|
Real Return | | | | | | | | | | | | |
Bond Fund, | | | | | | | | | | | | |
continued | PUTS | | | | | | | | | | | |
|
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 5.00% | Oct 2010 | USD | 2,000,000 | $2,000,000 | $16,000 | ($16,000) |
| 10-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 5.00% | Oct 2010 | USD | 4,700,000 | 4,700,000 | 46,530 | (36,323) |
| 10-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 10.00% | Jul 2012 | USD | 4,200,000 | 4,200,000 | 28,560 | (7,842) |
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 10.00% | Jul 2012 | USD | 2,400,000 | 2,400,000 | 15,840 | (4,481) |
|
| | | | | | | | 196,700,000 | $196,700,000 | $1,963,441 | ($371,689) |
|
Total Return Fund | | | | | | | | | | | |
|
The Fund used written options to enhance potential gain and maintain diversity and liquidity of the Fund. | | | | | | |
|
| | | | | PAY/ | | | | | | | |
| | | | | RECEIVE | | | | | USD | | |
| | | | FLOATING | FLOATING | EXERCISE | EXPIRATION | NOTIONAL | NOTIONAL | | |
FUND | NAME OF ISSUER | | COUNTERPARTY | RATE INDEX | RATE | RATE | DATE | AMOUNT | AMOUNT | PREMIUM | VALUE |
|
Total Return Fund | CALLS | | | | | | | | | | | |
|
| 7-Year Interest Rate Swap | | Credit Suisse International | 3 Month USD-LIBOR | Receive | 2.75% | Apr 2010 | USD | 3,100,000 | $3,100,000 | ($14,220) | ($1,875) |
| 7-Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 2.75% | Apr 2010 | USD | 400,000 | 400,000 | (1,720) | (242) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 11,400,000 | 11,400,000 | (51,875) | (10,936) |
| 10-Year Interest Rate Swap | | Barclays Bank PLC | 3 Month USD-LIBOR | Receive | 3.50% | Apr 2010 | USD | 17,800,000 | 17,800,000 | (106,302) | (75,734) |
| 10-Year Interest Rate Swap | | BNP Paribas | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 19,500,000 | 19,500,000 | (70,200) | (18,706) |
| 10-Year Interest Rate Swap | | Credit Suisse International | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 2,700,000 | 2,700,000 | (27,270) | (2,590) |
| 10-Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 11,200,000 | 11,200,000 | (110,665) | (10,744) |
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 3.25% | Apr 2010 | USD | 3,800,000 | 3,800,000 | (34,200) | (3,645) |
| 10-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 3.50% | Apr 2010 | USD | 39,700,000 | 39,700,000 | (193,239) | (168,911) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 3.50% | Jun 2010 | USD | 3,700,000 | 3,700,000 | (31,450) | (28,531) |
| 10-Year Interest Rate Swap | | Citibank N.A. | 3 Month USD-LIBOR | Receive | 3.50% | Jun 2010 | USD | 16,500,000 | 16,500,000 | (165,000) | (127,233) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 3.25% | Aug 2010 | USD | 7,500,000 | 7,500,000 | (28,500) | (43,098) |
| 10-Year Interest Rate Swap | | BNP Paribas | 3 Month USD-LIBOR | Receive | 3.25% | Oct 2010 | USD | 22,100,000 | 22,100,000 | (108,290) | (157,929) |
|
| | | | | | | | 159,400,000 | $159,400,000 | ($942,931) | ($650,174) |
|
|
Total Return Fund | PUTS | | | | | | | | | | | |
|
| 5-Year Interest Rate Swap | | Barclays Bank PLC | 3 Month USD-LIBOR | Receive | 5.00% | Jun 2010 | USD | 24,000,000 | $24,000,000 | ($235,620) | ($1,262) |
| 5-Year Interest Rate Swap | | BNP Paribas | 3 Month USD-LIBOR | Receive | 5.00% | Jun 2010 | USD | 4,000,000 | 4,000,000 | (36,700) | (210) |
| -Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 5.00% | Jun 2010 | USD | 11,000,000 | 11,000,000 | (145,200) | (579) |
| 5-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 5.00% | Jun 2010 | USD | 15,000,000 | 15,000,000 | (160,500) | (789) |
| 5-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 5.00% | Jun 2010 | USD | 11,000,000 | 11,000,000 | (159,225) | (579) |
| 5-Year Interest Rate Swap | | Merrill Lynch Capital Services | 3 Month USD-LIBOR | Receive | 5.80% | Jun 2010 | USD | 1,000,000 | 1,000,000 | (5,625) | (11) |
| 5-Year Interest Rate Swap | | Barclays Bank PLC | 3 Month USD-LIBOR | Receive | 5.50% | Aug 2010 | USD | 11,000,000 | 11,000,000 | (85,467) | (3,216) |
| 5-Year Interest Rate Swap | | JP Morgan Chase Bank | 3 Month USD-LIBOR | Receive | 5.50% | Aug 2010 | USD | 5,000,000 | 5,000,000 | (53,955) | (1,462) |
| 5-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 5.50% | Aug 2010 | USD | 10,000,000 | 10,000,000 | (77,719) | (2,924) |
| 7-Year Interest Rate Swap | | Credit Suisse International | 3 Month USD-LIBOR | Receive | 4.00% | Apr 2010 | USD | 1,100,000 | 1,100,000 | (13,530) | (572) |
| 7-Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 4.00% | Apr 2010 | USD | 400,000 | 400,000 | (3,480) | (208) |
| 7-Year Interest Rate Swap | | Barclays Bank PLC | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 4,500,000 | 4,500,000 | ($31,275) | (1,175) |
| 7-Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 4,000,000 | 4,000,000 | (31,355) | (1,045) |
| 7-Year Interest Rate Swap | | JP Morgan Chase Bank | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 15,000,000 | 15,000,000 | (123,488) | (3,918) |
| 7-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 71,000,000 | 71,000,000 | (540,854) | (18,545) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 36,700,000 | 36,700,000 | (841,233) | (66,471) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 5.00% | Apr 2010 | USD | 11,700,000 | 11,700,000 | (66,500) | (566) |
| 10-Year Interest Rate Swap | | Barclays Bank PLC | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 5,000,000 | 5,000,000 | (71,424) | (9,056) |
| 10-Year Interest Rate Swap | | BNP Paribas | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 22,500,000 | 22,500,000 | (274,604) | (40,752) |
| 10-Year Interest Rate Swap | | Citibank N.A. | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 8,500,000 | 8,500,000 | (209,100) | (15,395) |
| 10-Year Interest Rate Swap | | Credit Suisse International | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 2,700,000 | 2,700,000 | (64,800) | (4,890) |
| 10-Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 26,300,000 | 26,300,000 | (468,286) | (47,635) |
| 10-Year Interest Rate Swap | | Deutsche Bank AG | 3 Month USD-LIBOR | Receive | 5.00% | Apr 2010 | USD | 1,900,000 | 1,900,000 | (9,215) | (92) |
| 10-Year Interest Rate Swap | | JP Morgan Chase Bank | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 1,500,000 | 1,500,000 | (20,706) | (2,717) |
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 9,000,000 | 9,000,000 | (142,200) | (16,301) |
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 5.00% | Apr 2010 | USD | 4,400,000 | 4,400,000 | (41,800) | (213) |
| 10-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 5.00% | Apr 2010 | USD | 8,500,000 | 8,500,000 | (87,763) | (411) |
| 10-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 4.25% | Apr 2010 | USD | 1,000,000 | 1,000,000 | (18,186) | (1,811) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 4.05% | Jun 2010 | USD | 3,700,000 | 3,700,000 | (31,450) | (14,293) |
| 10-Year Interest Rate Swap | | Citibank N.A. | 3 Month USD-LIBOR | Receive | 4.50% | Jun 2010 | USD | 16,500,000 | 16,500,000 | (162,525) | (63,740) |
| 10-Year Interest Rate Swap | | Bank of America N.A. | 3 Month USD-LIBOR | Receive | 4.75% | Aug 2010 | USD | 7,500,000 | 7,500,000 | (67,500) | (50,606) |
| 10-Year Interest Rate Swap | | Barclays Bank PLC | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 3,000,000 | 3,000,000 | (23,250) | (1,725) |
| 10-Year Interest Rate Swap | | Citibank N.A. | 3 Month USD-LIBOR | Receive | 4.75% | Aug 2010 | USD | 7,000,000 | 7,000,000 | (76,300) | (47,233) |
| 10-Year Interest Rate Swap | | JP Morgan Chase Bank | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 6,000,000 | 6,000,000 | (54,370) | (3,450) |
| 10-Year Interest Rate Swap | | The Royal Bank of Scotland PLC | 3 Month USD-LIBOR | Receive | 6.00% | Aug 2010 | USD | 26,000,000 | 26,000,000 | (205,036) | (14,950) |
| 10-Year Interest Rate Swap | | BNP Paribas | 3 Month USD-LIBOR | Receive | 5.00% | Oct 2010 | USD | 22,100,000 | 22,100,000 | (218,790) | (170,795) |
| 10-Year Interest Rate Swap | | Morgan Stanley Capital Services, Inc. | 3 Month USD-LIBOR | Receive | 10.00% | Jul 2012 | USD | 11,300,000 | 11,300,000 | (68,083) | (21,098) |
|
| | | | | | | | 430,800,000 | $430,800,000 | ($4,927,114) | ($630,695) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | | | | | |
Credit Default Swaptions | | | | | | | | | | | |
|
Total Return Fund | | | | | | | | | | | |
|
The Fund used written options to enhance potential gain and maintain diversity and liquidity of the Fund. | | | | | | |
| | | | | PAY/ | | | | | | | |
| | | | | RECEIVE | | | | | USD | | |
| | | | FLOATING | FLOATING | EXERCISE | EXPIRATION | NOTIONAL | NOTIONAL | | |
FUND | NAME OF ISSUER | | COUNTERPARTY | RATE INDEX | RATE | RATE | DATE | AMOUNT | AMOUNT | PREMIUM | VALUE |
|
Total Return Fund | CALLS | | | | | | | | | | | |
|
| 5-Year Credit Default Swap | | Bank of America N.A. | CDX.IG13 | Receive | 0.80% | Jun 2010 | USD | 3,900,000 | $3,900,000 | $6,825 | ($6,055) |
| 5-Year Credit Default Swap | | Barclays Bank PLC | CDX.IG13 | Receive | 0.80% | Jun 2010 | USD | 2,600,000 | 2,600,000 | 4,420 | (4,036) |
| 5-Year Credit Default Swap | | JP Morgan Chase Bank | CDX.IG13 | Receive | 0.80% | Jun 2010 | USD | 3,400,000 | 3,400,000 | 6,800 | (5,278) |
| 5-Year Credit Default Swap | | Morgan Stanley Capital Services, Inc. | DJ ITRAXX | Receive | 0.70% | Jun 2010 | USD | 2,100,000 | 2,100,000 | 4,761 | (4,369) |
|
| | | | | | | | | 12,000,000 | $12,000,000 | $22,806 | ($19,738) |
|
| PUTS | | | | | | | | | | | |
|
| 5-Year Credit Default Swap | | Bank of America N.A. | CDX.IG13 | Receive | 1.30% | Jun 2010 | USD | 3,900,000 | $3,900,000 | $9,345 | ($8,764) |
| 5-Year Credit Default Swap | | Barclays Bank PLC | CDX.IG13 | Receive | 1.30% | Jun 2010 | USD | 2,600,000 | 2,600,000 | 6,240 | (5,843) |
| 5-Year Credit Default Swap | | JP Morgan Chase Bank | CDX.IG13 | Receive | 1.30% | Jun 2010 | USD | 3,400,000 | 3,400,000 | 7,225 | (7,640) |
| 5-Year Credit Default Swap | | Morgan Stanley Capital Services, Inc. | DJ ITRAXX | Receive | 1.40% | Jun 2010 | USD | 2,100,000 | 2,100,000 | 5,471 | (3,176) |
|
| | | | | | | | | 12,000,000 | $12,000,000 | $28,281 | ($25,423) |
Swaps The Funds may enter into interest rate, credit default, and other forms of swap agreements. Swap agreements are privately negotiated agreements between a Fund and counterparty to exchange cash flows, assets, foreign currencies or market-linked returns at specified intervals. Swaps are marked to market daily based upon values from third party vendors or broker quotations, and the change in value is recorded as an unrealized appreciation/depreciation of swap contracts. The value of the swap will typically implicate collateral posting obligations by the party that is considered out-of-the-money on the swap.
Upfront payments made/received by the Funds are amortized/accreted for financial reporting purposes, with the unamortized/unaccreted portion included in the Statement of Assets and Liabilities. A termination payment by the counterparty or the Funds is recorded as realized gain or loss, as well as, the net periodic payments received or paid by a Fund.
Entering into swap agreements involves, to varying degrees, elements of credit, market and documentation risk that may amount to values that are in excess of the amounts recognized on the Statement of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for the swap that a counterparty may default on its obligation or delay payment under the swap terms. The counterparty may disagree or contest the terms of the swap. Market risks may also accompany the swap, including interest rate risk. The Fund may also suffer losses if it is unable to terminate or assign outstanding swaps or reduce its exposure through offsetting transactions.
Interest Rate Swaps Interest rate swaps represent an agreement between a Fund and counterparty to exchange cash flows based on the difference between two interest rates applied to a notional amount. The payment flows are usually netted against each other, with the difference being paid by one party to the other. The Funds settle accrued net interest receivable or payable under the swap contracts on a periodic basis.
The following table summarizes the contracts held at February 28, 2010 and the range of contracts notional amounts held by the Funds during the six month period ended February 28, 2010. In addition the table details how the Funds used interest rate swap contracts during the six months ended February 28, 2010.
| | | | | | | | | | |
Global Bond Fund | | | | | | | | | |
|
The Fund used interest rate swaps to enhance potential gain and income. | | | | | | |
|
During the six month period ended February 28, 2010, the Fund held interest rate swaps with total USD notional amounts ranging approximately from $140.1 million | |
to $301.1 million. | | | | | | | | | |
|
| | | | USD | PAYMENTS | PAYMENTS | | UNAMORTIZED | UNREALIZED | |
| | NOTIONAL | | NOTIONAL | MADE | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | AMOUNT | CURRENCY | AMOUNT | BY FUND | BY FUND | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Global Bond Fund | | | | | | | | | |
| Bank of America N.A. | 3,250,000,000 | JPY | $35,091,508 | 6 Month LIBOR | Fixed 1.000% | Jun 2011 | $191,489 | $6,789 | $198,278 |
| Bank of America N.A. | 830,000,000 | JPY | 9,057,082 | 6 Month LIBOR | Fixed 1.500% | Jun 2020 | (50,498) | 68,560 | 18,062 |
| Credit Suisse | 12,100,000 | AUD | 10,886,973 | 3 Month BBR-BBSW | Fixed 5.750% | Dec 2012 | 1,448 | 15,970 | 17,418 |
| Deutsche Bank AG | 4,000,000,000 | JPY | 41,627,641 | 6 Month LIBOR | Fixed 1.000% | Jun 2011 | 152,924 | 91,110 | 244,034 |
| Deutsche Bank AG | 3,700,000 | EUR | 4,862,727 | 6 Month EURIBOR | Fixed 3.000% | Sep 2012 | 20,397 | 93,868 | 114,265 |
| Goldman Sachs | 34,900,000 | AUD | 31,401,270 | 3 Month BBR-BBSW | Fixed 5.750% | Dec 2012 | (5,558) | 55,789 | 50,231 |
| JP Morgan Chase Bank | 12,000,000 | EUR | 15,901,201 | 6 Month EURIBOR | Fixed 3.000% | Sep 2012 | 80,309 | 290,281 | 370,590 |
| JP Morgan Chase Bank | 4,300,000 | CAD | 4,106,776 | 3 Month BA-CDOR | Fixed 5.800% | Dec 2023 | 23,350 | (7,373) | 15,977 |
| The Royal Bank of Scotland PLC | 10,170,000,000 | JPY | 110,759,269 | 6 Month LIBOR | Fixed 1.000% | Jun 2011 | 606,250 | 14,206 | 620,456 |
| The Royal Bank of Scotland PLC | 4,900,000 | CAD | 4,714,031 | 3 Month CBK | Fixed 3.750% | Jun 2020 | (96,166) | 94,541 | (1,625) |
| The Royal Bank of Scotland PLC | 260,000,000 | JPY | 2,788,802 | 6 Month LIBOR | Fixed 1.500% | Jun 2020 | (12,488) | 18,146 | 5,658 |
|
| | | | $271,197,280 | | | | $911,457 | $741,887 | $1,653,344 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | | | |
Investment Quality Bond Fund | | | | | | | | | |
|
The Fund used interest rate swaps to enhance potential gain, gain exposure to certain market securities, manage duration of the Fund, and hedge against anticipated | |
interest rate changes. | | | | | | | | | |
|
During the six month period ended February 28, 2010, the Fund held interest rate swaps with total USD notional amounts ranging from approximately $3.4 million to | |
$44.1 million. | | | | | | | | | |
|
| | | | USD | PAYMENTS | PAYMENTS | | UNAMORTIZED | UNREALIZED | |
| | NOTIONAL | | NOTIONAL | MADE | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | AMOUNT | CURRENCY | AMOUNT | BY FUND | BY FUND | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Investment Quality Bond Fund | | | | | | | | | |
| JP Morgan Chase Bank | 35,091,508 | USD | $35,091,508 | Fixed 4.3175% | 3 MONTH LIBOR | Dec 2028 | — | ($42,150) | ($42,150) |
| JP Morgan Chase Bank | 9,057,082 | USD | 9,057,082 | Fixed 4.3175% | 3 MONTH LIBOR | Jul 2039 | — | 143,131 | 143,131 |
|
| | | $44,148,590 | | | | — | $100,981 | $100,981 |
|
Real Return Bond Fund | | | | | | | | | |
|
The Fund used interest rate swaps to enhance potential gain. | | | | | | | |
|
During the six month period ended February 28, 2010, the Fund held interest rate swaps with total USD notional amounts ranging from approximately $63.3 million to | |
$86.9 million. | | | | | | | | | |
|
| | | | USD | PAYMENTS | PAYMENTS | | UNAMORTIZED | UNREALIZED | |
| | NOTIONAL | | NOTIONAL | MADE | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | AMOUNT | CURRENCY | AMOUNT | BY FUND | BY FUND | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Real Return Bond Fund | | | | | | | | | |
| Barclays Bank PLC | 16,243,776 | BRL | $11,120,393 | CDI | Fixed 10.680% | Jan 2012 | ($85,734) | ($127,874) | ($213,608) |
| Barclays Bank PLC | 4,093,234 | BRL | 3,603,604 | CDI | Fixed 12.285% | Jan 2013 | 20,715 | 19,996 | 40,711 |
| BNP Paribas | 2,200,000 | EUR | 2,614,040 | FRCPXTOB | Fixed 2.040% | Feb 2011 | — | 96,890 | 96,890 |
| BNP Paribas | 3,600,000 | EUR | 4,757,399 | FRCPXTOB | Fixed 1.988% | Dec 2011 | — | 124,687 | 124,687 |
| Goldman Sachs | 21,143,266 | BRL | 18,417,873 | CDI | Fixed 11.890% | Jan 2013 | 19,124 | (22,906) | (3,782) |
| HSBC Bank | 4,914,994 | BRL | 3,819,549 | CDI | Fixed 11.670% | Jan 2012 | 53,400 | 42,024 | 95,424 |
| JP Morgan Chase Bank | 2,700,000 | EUR | 3,428,053 | FRCPXTOB | Fixed 2.028% | Oct 2011 | — | 119,359 | 119,359 |
| JP Morgan Chase Bank | 1,370,188 | BRL | 1,189,189 | CDI | Fixed 12.170% | Jan 2013 | 9,342 | 211 | 9,553 |
| Morgan Stanley Capital Services, Inc. | 6,726,088 | BRL | 4,763,208 | CDI | Fixed 10.115% | Jan 2012 | (77,530) | (217,938) | (295,468) |
| Morgan Stanley Capital Services, Inc. | 4,401,071 | BRL | 3,444,250 | CDI | Fixed 11.600% | Jan 2012 | 28,602 | 50,198 | 78,800 |
| Morgan Stanley Capital Services, Inc. | 3,763,088 | BRL | 3,222,342 | CDI | Fixed 11.980% | Jan 2013 | — | 5,845 | 5,845 |
| UBS AG | 2,300,000 | EUR | 2,908,694 | FRCPXTOB | Fixed 2.095% | Oct 2011 | — | 114,674 | 114,674 |
|
| | | | $63,288,594 | | | | ($32,081) | $205,166 | $173,085 |
Strategic Bond Fund | | | | | | | | | |
|
The Fund used interest rate swaps to hedge against anticipated interest rate changes. | | | | | |
|
During the six month period ended February 28, 2010, the Fund held interest rate swaps with total USD notional amount as represented below. | |
|
| | | | USD | PAYMENTS | PAYMENTS | | UNAMORTIZED | UNREALIZED | |
| | NOTIONAL | | NOTIONAL | MADE | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | AMOUNT | CURRENCY | AMOUNT | BY FUND | BY FUND | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Strategic Bond Fund | | | | | | | | | |
| JP Morgan Chase Bank | 1,647,000 | USD | $1,647,000 | Fixed 0.000% | 3 Month LIBOR | Feb 2025 | $3,898 | ($9,479) | ($5,581) |
| Morgan Stanley Capital Services, Inc. | 2,970,000 | USD | 2,970,000 | Fixed 0.000% | 3 Month LIBOR | Feb 2025 | 7,332 | (25,332) | (18,000) |
| Morgan Stanley Capital Services, Inc. | 2,860,000 | USD | 2,860,000 | Fixed 0.000% | 4 Month LIBOR | Nov 2027 | — | (10,419) | (10,419) |
|
| | | | $7,477,000 | | | | $11,230 | ($45,230) | ($34,000) |
Total Return Fund | | | | | | | | | |
|
The Fund used interest rate swaps to enhance potential gain. | | | | | | | |
|
During the six month period ended February 28, 2010, the Fund held interest rate swaps with total USD notional amounts ranging from $578.6 million to $828.6 | |
million. | | | | | | | | | |
|
| | | | USD | PAYMENTS | PAYMENTS | | UNAMORTIZED | UNREALIZED | |
| | NOTIONAL | | NOTIONAL | MADE | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | AMOUNT | CURRENCY | AMOUNT | BY FUND | BY FUND | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Total Return Fund | | | | | | | | | |
| Bank of America N.A. | 15,100,000 | USD | $15,100,000 | 3 Month LIBOR | Fixed 3.000% | Dec 2010 | $251,552 | $153,706 | $405,258 |
| Barclays Bank PLC | 687,683 | BRL | 383,992 | CDI | Fixed 10.600% | Jan 2012 | — | (1,630) | (1,630) |
| Barclays Bank PLC | 70,500,000 | EUR | 103,929,304 | 6 Month EURIBOR | Fixed 3.000% | Jun 2015 | 219,229 | 1,494,094 | 1,713,323 |
| BNP Paribas | 3,500,000 | EUR | 5,117,176 | 6 Month EURIBOR | Fixed 4.5% | Mar 2014 | (43,771) | 615,243 | 571,472 |
| Citibank N.A | 2,800,000 | EUR | 3,806,131 | 6 Month EURIBOR | Fixed 3.500% | Jun 2020 | 9,352 | 7,200 | 16,552 |
| Deutche Bank AG | 2,500,000 | AUD | 1,774,875 | 3 Month BBR-BBSW | Fixed 4.500% | Jun 2011 | 6,798 | (14,826) | (8,028) |
| Deutche Bank AG | 100,800,000 | EUR | 151,178,714 | 6 Month EURIBOR | Fixed 3.000% | Jun 2015 | 87,456 | 2,362,232 | 2,449,688 |
| Goldman Sachs | 3,179,162 | BRL | 2,290,076 | CDI | Fixed 10.990% | Jan 2012 | 7,384 | (646) | 6,738 |
| Goldman Sachs | 227,932 | BRL | 157,522 | CDI | Fixed 10.835% | Jan 2012 | 212 | 364 | 576 |
| Goldman Sachs | 16,549,640 | BRL | 14,275,191 | CDI | Fixed 11.890% | Jan 2013 | 6,547 | (9,507) | (2,960) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | | | |
| | | | USD | PAYMENTS | PAYMENTS | | UNAMORTIZED | UNREALIZED | |
| | NOTIONAL | | NOTIONAL | MADE | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | AMOUNT | CURRENCY | AMOUNT | BY FUND | BY FUND | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Total Return Fund, continued | | | | | | | | | |
| Goldman Sachs | 81,800,000 | EUR | $123,001,033 | 6 Month EURIBOR | Fixed 3.000% | Jun 2015 | $163,990 | $1,823,951 | $1,987,941 |
| HSBC Bank | 346,131 | BRL | 318,167 | CDI | Fixed 14.765% | Jan 2012 | 2,249 | 35,620 | 37,869 |
| HSBC Bank | 1,069,471 | BRL | 597,321 | CDI | Fixed 10.610% | Jan 2012 | — | (2,323) | (2,323) |
| HSBC Bank | 2,700,883 | BRL | 1,976,393 | CDI | Fixed 11.360% | Jan 2012 | 16,337 | 478 | 16,815 |
| HSBC Bank | 12,711,130 | BRL | 10,944,170 | CDI | Fixed 11.890% | Jan 2013 | 1,063 | (3,336) | (2,273) |
| HSBC Bank | 517,782 | BRL | 550,055 | CDI | Fixed 12.540% | Jan 2014 | 6,488 | 1,593 | 8,081 |
| HSBC Bank | 69,500,000 | MXN | 5,326,691 | TIIE-Banxico | Fixed 7.330% | Jan 2015 | 30,740 | 13,201 | 43,941 |
| JP Morgan Chase Bank | 458,456 | BRL | 255,995 | CDI | Fixed 10.600% | Jan 2012 | — | (1,087) | (1,087) |
| JP Morgan Chase Bank | 1,121,063 | BRL | 990,099 | CDI | Fixed 12.170% | Jan 2013 | 7,820 | (4) | 7,816 |
| JP Morgan Chase Bank | 2,316,973 | BRL | 2,370,490 | CDI | Fixed 12.200% | Jan 2014 | (859) | 3,582 | 2,723 |
| Merrill Lynch Capital Services, Inc. | 5,691,864 | BRL | 3,936,605 | CDI | Fixed 11.980% | Jan 2012 | — | 168,887 | 168,887 |
| Merrill Lynch Capital Services, Inc. | 1,107,620 | BRL | 1,012,701 | CDI | Fixed 14.765% | Jan 2012 | 4,538 | 116,642 | 121,180 |
| Merrill Lynch Capital Services, Inc. | 2,346,524 | BRL | 1,717,452 | CDI | Fixed 10.990% | Jan 2012 | 6,321 | (1,348) | 4,973 |
| Morgan Stanley Capital Services, Inc. | 71,800,000 | USD | 71,800,000 | 3 Month LIBOR | Fixed 3.000% | Dec 2010 | 1,198,839 | 728,148 | 1,926,987 |
| Paribas Corp | 3,898,470 | BRL | 2,874,313 | CDI | Fixed 11.390% | Jan 2012 | — | (4,238) | (4,238) |
| Paribas Corp | 1,057,889 | BRL | 1,094,901 | CDI | Fixed 12.110% | Jan 2014 | — | (3,044) | (3,044) |
| he Royal Bank of Scotland PLC | 700,000 | USD | 700,000 | 3 Month LIBOR | Fixed 4.000% | Dec 2014 | 14,356 | 39,712 | 54,068 |
| UBS AG | 33,700,000 | AUD | 23,967,444 | 3 Month BBR-BBSW | Fixed 4.500% | Jun 2011 | 18,160 | (126,377) | (108,217) |
| UBS AG | 2,996,667 | BRL | 2,182,691 | CDI | Fixed 11.420% | Jan 2012 | — | (1,922) | (1,922) |
| UBS AG | 6,804,532 | BRL | 4,551,967 | CDI | Fixed 10.575% | Jan 2012 | (73,892) | (109,790) | (183,682) |
| UBS AG | 21,000,000 | AUD | 17,396,404 | 6 Month BBR-BBSW | Fixed 6.000% | Sep 2012 | — | 260,314 | 260,314 |
| UBS AG | 1,187,704 | BRL | 1,042,238 | CDI | Fixed 12.070% | Jan 2013 | 4,734 | 355 | 5,089 |
| UBS AG | 1,133,092 | BRL | 989,446 | CDI | Fixed 11.880% | Jan 2013 | — | (1,161) | (1,161) |
| UBS AG | 945,503 | BRL | 986,842 | CDI | Fixed 12.250% | Jan 2014 | 4,991 | (1,487) | 3,504 |
|
| | | $578,596,399 | | | | $1,950,634 | $7,542,596 | $9,493,230 |
Credit Default Swaps Credit default swaps (CDS) involve the exchange of a fixed rate premium (paid by “the Buyer”), for protection against the loss in value of an underlying debt instrument, referenced entity or index, in the event of a defined credit event (such as payment default or bankruptcy). Under the terms of the swap, one party acts as a “guarantor” (the Seller), receiving the premium and agrees to remedies that are specified within the credit default agreement. The Fund may enter into CDS in which it may act as either Buyer or Seller. By acting as the Seller, the Fund may incur economic leverage since it would be obligated to pay the Buyer the notional amount of the contract in the event of a default. The amount of loss in such case would be reduced by any recovery value on the underlying credit.
The following table summarizes the contracts held at February 28, 2010 and the range of contracts notional amounts held by the Funds during the six month period ended February 28, 2010. In addition the table details how the Funds used credit default swap contracts as a buyer of protection during the six month period February 28, 2010.
| | | | | | | | | | |
Global Bond Fund | | | | | | | | | |
|
The Fund used credit default swaps to enhance potential gain, to take a long position in the exposure to the reference credit, hedge against potential credit events and | |
gain exposure to a security or credit index. During the six month period ended February 28, 2010, the Fund held credit default swaps with total USD notional amounts | |
ranging from approximately $112.1 million to $152.4 million. | | | | | | | | |
|
| | | | | USD | (PAY)/ | | UNAMORTIZED | UNREALIZED | |
| | | NOTIONAL | | NOTIONAL | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | REFERENCE OBLIGATION | AMOUNT | CURRENCY | AMOUNT | FIXED RATE | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Global Bond Fund | | | | | | | | | |
| Bank of America N.A. | McKesson Corp. | 600,000 | USD | $600,000 | (0.380)% | Mar 2017 | — | $5,405 | $5,405 |
| Bank of America N.A. | Vivendi | 2,000,000 | USD | 2,000,000 | (1.280)% | Jun 2013 | — | (30,011) | (30,011) |
| Bank of America N.A. | Intuit, Inc. | 2,000,000 | USD | 2,000,000 | (1.380)% | Mar 2017 | — | (111,091) | (111,091) |
| Bank of America N.A. | Xstrata Canada Corp. | 3,000,000 | USD | 3,000,000 | (0.910)% | Jun 2012 | — | (17,741) | (17,741) |
| Bank of America N.A. | Lafarge | 2,000,000 | USD | 2,000,000 | (1.690)% | Sep 2016 | — | 26,008 | 26,008 |
| Bank of America N.A. | Rio Tinto Alcan, Inc. | 700,000 | USD | 700,000 | (0.290)% | Mar 2011 | — | (1,054) | (1,054) |
| Bank of America N.A. | CBS Corp. | 1,800,000 | USD | 1,800,000 | (1.000)% | Jun 2019 | $217,903 | (123,322) | 94,581 |
| Barclays Bank PLC | XL Capital Ltd. | 300,000 | USD | 300,000 | (0.310)% | Mar 2012 | — | 2,733 | 2,733 |
| Barclays Bank PLC | CDX.NA.IG.8 | 21,199,200 | USD | 21,199,200 | (0.600)% | Jun 2017 | 217,577 | 663,835 | 881,412 |
| Barclays Bank PLC | Southwest Airlines Company | 500,000 | USD | 500,000 | (0.640)% | Mar 2017 | — | 29,695 | 29,695 |
| Barclays Bank PLC | Norfolk Southern | 2,000,000 | USD | 2,000,000 | (0.450)% | Sep 2014 | — | 4,055 | 4,055 |
| Barclays Bank PLC | Citigroup, Inc. | 4,300,000 | USD | 4,300,000 | (0.870)% | Jun 2018 | — | 371,957 | 371,957 |
| Bear Stearns | Loews Corp. | 200,000 | USD | 200,000 | (0.330)% | Mar 2016 | — | 3,424 | 3,424 |
| Bear Stearns | CNA Financial Corp. | 500,000 | USD | 500,000 | (0.440)% | Sep 2011 | — | 8,539 | 8,539 |
| Bear Stearns | Sprint Nextel Corp. | 1,000,000 | USD | 1,000,000 | (1.065)% | Dec 2016 | — | 210,992 | 210,992 |
| BNP Paribas | JP Morgan Chase & Company | 1,800,000 | USD | 1,800,000 | (0.737)% | Mar 2018 | — | 4,335 | 4,335 |
| BNP Paribas | The Bear Stearns Companies, Inc. | 2,000,000 | USD | 2,000,000 | (2.180)% | Mar 2018 | — | (203,098) | (203,098) |
| BNP Paribas | D.R. Horton, Inc. | 800,000 | USD | 800,000 | (4.030)% | Jun 2011 | — | (37,688) | (37,688) |
| BNP Paribas | Vivendi | 800,000 | USD | 800,000 | (1.743)% | Jun 2013 | — | (24,644) | (24,644) |
| BNP Paribas | Vivendi | 800,000 | USD | 800,000 | (1.780)% | Jun 2013 | — | (25,683) | (25,683) |
| BNP Paribas | Vivendi | 700,000 | USD | 700,000 | (1.820)% | Jun 2013 | — | (23,430) | (23,430) |
| Citibank N.A | Autozone, Inc. | 500,000 | USD | 500,000 | (0.680)% | Dec 2012 | — | (4,736) | (4,736) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | | | |
| | | | | USD | (PAY)/ | | UNAMORTIZED | UNREALIZED | |
| | | NOTIONAL | | NOTIONAL | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | REFERENCE OBLIGATION | AMOUNT | CURRENCY | AMOUNT | FIXED RATE | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Global Bond Fund, continued | | | | | | | | | |
| Citibank N.A | Sara Lee Corp. | 500,000 | USD | $500,000 | (0.330)% | Sep 2011 | — | $53 | $53 |
| Citibank N.A | HSBC Finance Corp. | 1,700,000 | USD | 1,700,000 | (0.430)% | Mar 2014 | — | 42,090 | 42,090 |
| Citibank N.A | Nabors Industries, Inc. | 2,000,000 | USD | 2,000,000 | (0.820)% | Mar 2018 | — | 46,442 | 46,442 |
| Citibank N.A | Pearson PLC | 1,000,000 | USD | 1,000,000 | (0.690)% | Jun 2018 | — | 2,240 | 2,240 |
| Credit Suisse International | Sealed Air Corp. | 700,000 | USD | 700,000 | (0.500)% | Sep 2013 | — | 12,706 | 12,706 |
| Credit Suisse International | Masco Corp. | 700,000 | USD | 700,000 | (0.907)% | Dec 2016 | — | 57,723 | 57,723 |
| Credit Suisse International | Valeo | 1,200,000 | EUR | 1,792,500 | (1.000)% | Jun 2013 | $64,403 | (35,360) | 29,043 |
| Deutsche Bank AG | Tate & Lyle Public Limited Company | 300,000 | USD | 300,000 | (0.510)% | Dec 2014 | — | 7,263 | 7,263 |
| Deutsche Bank AG | Nationwide Health Properties, Inc. | 600,000 | USD | 600,000 | (0.620)% | Sep 2011 | — | 4,304 | 4,304 |
| Deutsche Bank AG | CDX.NA.IG.9 | 5,130,400 | USD | 5,130,400 | (0.800)% | Dec 2017 | 155,082 | 22,831 | 177,913 |
| Deutsche Bank AG | JP Morgan Chase & Company | 400,000 | USD | 400,000 | (0.720)% | Mar 2018 | — | 1,453 | 1,453 |
| Deutsche Bank AG | Citigroup, Inc. | 1,800,000 | USD | 1,800,000 | (1.336)% | Sep 2018 | — | 101,578 | 101,578 |
| Deutsche Bank AG | Bank of America Corp. | 700,000 | USD | 700,000 | (1.720)% | Dec 2013 | — | (12,527) | (12,527) |
| Deutsche Bank AG | Altria Group, Inc. | 2,000,000 | USD | 2,000,000 | (1.455)% | Mar 2019 | — | 31,838 | 31,838 |
| Deutsche Bank AG | Jones Apparel Group | 600,000 | USD | 600,000 | (1.000)% | Dec 2014 | 18,259 | (8,365) | 9,894 |
| Goldman Sachs | CDX.NA.IG.10 | 12,196,800 | USD | 12,196,800 | (1.500)% | Jun 2018 | (340,113) | 178,327 | (161,786) |
| JP Morgan Chase Bank | CNA Financial Corp. | 500,000 | USD | 500,000 | (0.440)% | Sep 2011 | — | 8,539 | 8,539 |
| JP Morgan Chase Bank | Sabre Holdings Corp. | 700,000 | USD | 700,000 | (0.930)% | Sep 2011 | — | 22,682 | 22,682 |
| JP Morgan Chase Bank | D.R. Horton, Inc. | 1,800,000 | USD | 1,800,000 | (1.000)% | Mar 2015 | 91,404 | (12,428) | 78,976 |
| Merrill Lynch Capital Services, Inc. | Boston Scientific Corp. | 700,000 | USD | 700,000 | (0.510)% | Jun 2011 | — | (144) | (144) |
| Merrill Lynch Capital Services, Inc. | American General Finance Corp. | 2,000,000 | USD | 2,000,000 | (1.370)% | Dec 2017 | — | 613,958 | 613,958 |
| Morgan Stanley Capital Services, Inc. | Motorola, Inc. | 700,000 | USD | 700,000 | (0.725)% | Dec 2017 | — | 31,896 | 31,896 |
| Morgan Stanley Capital Services, Inc. | Simon Property Group, L.P. | 1,000,000 | USD | 1,000,000 | (1.047)% | Jun 2016 | — | 30,900 | 30,900 |
| Morgan Stanley Capital Services, Inc. | CDX.NA.IG.12 | 15,872,000 | USD | 15,872,000 | (1.000)% | Jun 2014 | (90,523) | (26,227) | (116,750) |
| The Royal Bank of Scotland PLC | Daimler Chrysler AG | 300,000 | USD | 300,000 | (0.620)% | Sep 2011 | — | 227 | 227 |
| The Royal Bank of Scotland PLC | The Bear Stearns Companies, Inc. | 2,400,000 | USD | 2,400,000 | (2.223)% | Mar 2018 | — | (251,152) | (251,152) |
| UBS AG | Capital One Financial Corp. | 600,000 | USD | 600,000 | (0.350)% | Sep 2011 | — | 7,359 | 7,359 |
| UBS AG | BAE Systems PLC | 700,000 | USD | 700,000 | (0.140)% | Dec 2011 | — | 6,478 | 6,478 |
| UBS AG | JP Morgan Chase & Company | 1,200,000 | USD | 1,200,000 | (0.730)% | Mar 2018 | — | 3,495 | 3,495 |
| Wachovia Bank N.A. | American Electric Power Company, | 2,000,000 | USD | 2,000,000 | (0.450)% | Jun 2015 | — | 14,292 | 14,292 |
| | Inc. | | | | | | | | |
|
| | | | | $112,090,900 | | | $333,992 | $1,630,951 | $1,964,943 |
|
Investment Quality Bond Fund | | | | | | | | | |
| |
The Fund used credit default swaps to enhance potential gain, to take a long position in the exposure to the reference credit, hedge against potential credit events and | |
gain exposure to a security or credit index. During the six month period ended February 28, 2010, the Fund held credit default swaps with total USD notional amounts | |
as represented below. | | | | | | | | | |
|
| | | | | USD | (PAY)/ | | UNAMORTIZED | UNREALIZED | |
| | | NOTIONAL | | NOTIONAL | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | REFERENCE OBLIGATION | AMOUNT | CURRENCY | AMOUNT | FIXED RATE | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Investment Quality Bond Fund | | | | | | | | | |
| Goldman Sachs | Macy’s, Inc. | 500,000 | USD | $500,000 | (2.700)% | Sep 2013 | — | ($20,678) | ($20,678) |
| UBS Securities, LLC | Cytec Industries, Inc. | 475,000 | USD | 475,000 | (1.600)% | Dec 2013 | — | (12,765) | (12,765) |
| UBS Securities, LLC | Everest Reinsurance Holdings, Inc. | 600,000 | USD | 600,000 | (1.800)% | Dec 2013 | — | (20,757) | (20,757) |
|
| | | | | $1,575,000 | | | — | ($54,200) | ($54,200) |
Real Return Bond Fund | | | | | | | | | |
| |
The Fund used credit default swaps to enhance potential gain, to take a long position in the exposure to the reference credit, hedge against potential credit events and | |
gain exposure to a security or credit index. During the six month period ended February 28, 2010, the Fund held credit default swaps with total USD notional amounts | |
ranging from approximately $29.8 million to $88.2 million. | | | | | | | | |
|
| | | | | USD | (PAY)/ | | UNAMORTIZED | UNREALIZED | |
| | | NOTIONAL | | NOTIONAL | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | REFERENCE OBLIGATION | AMOUNT | CURRENCY | AMOUNT | FIXED RATE | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Real Return Bond Fund | | | | | | | | | |
| Barclays Bank PLC | Cardinal Health, Inc. | 1,500,000 | USD | $1,500,000 | (2.287)% | Jun 2017 | ($34,139) | ($4,402) | ($38,541) |
| BNP Paribas | International Lease Finance Corp. | 600,000 | USD | 600,000 | (1.600)% | Dec 2013 | — | 108,626 | 108,626 |
| Citibank N.A. | GATX Corp. | 1,000,000 | USD | 1,000,000 | (1.070)% | Mar 2016 | — | 31,467 | 31,467 |
| Deutche Bank AG | Macy’s, Inc. | 1,000,000 | USD | 1,000,000 | (2.100)% | Sep 2017 | — | 952 | 952 |
| Goldman Sachs | RPM International, Inc. | 1,000,000 | USD | 1,000,000 | (1.500)% | Mar 2018 | — | (20,015) | (20,015) |
| Merrill Lynch Capital Services, Inc. | CDX.NA.IG.9 | 21,199,200 | USD | 21,199,200 | (0.600)% | Dec 2012 | 972,884 | (662,330) | 310,554 |
| Morgan Stanley Capital Services, Inc. | Pearson PLC | 2,500,000 | USD | 2,500,000 | (0.750)% | Jun 2014 | — | (21,472) | (21,472) |
| The Royal Bank of Scotland PLC | Macy’s, Inc. | 1,000,000 | USD | 1,000,000 | (2.111)% | Dec 2016 | — | (4,641) | (4,641) |
|
| | | | | $29,799,200 | | | $938,745 | ($571,815) | $366,930 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | | | |
Spectrum Income Fund | | | | | | | | | |
|
The Fund used credit default swaps to take a long position in the exposure to the reference credit. During the six month period ended February 28, 2010, the Fund | |
held credit default swaps with total USD notional amounts ranging from approximately $76,000 to $247,000. | | | | |
|
| | | | | USD | (PAY)/ | | UNAMORTIZED | UNREALIZED | |
| | | NOTIONAL | | NOTIONAL | RECEIVED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | REFERENCE OBLIGATION | AMOUNT | CURRENCY | AMOUNT | FIXED RATE | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
|
Spectrum Income Fund | | | | | | | | | |
| JP Morgan Chase Bank | Rentokil Initial | 50,000 | EUR | $75,908 | (2.500)% | Mar 2013 | — | ($3,929) | ($3,929) |
|
| | | | | $75,908 | | | — | ($3,929) | ($3,929) |
Implied credit spreads are utilized in determining the market value of CDS agreements in which the Fund is the Seller at period end. The implied credit spread generally represents the yield of the instrument above a credit-risk free rate, such as the U.S. Treasury Bond Yield, and may include upfront payments required to be made to enter into the agreement. It also serves as an indicator of the current status of the payment/performance risk and represents the likelihood or risk of default for the credit derivative. Wider credit spreads represent a deterioration of the referenced entity’s credit rating and an increased risk of default or other credit event occurring as defined under the terms of the agreement. The maximum potential amount of future payments (undiscounted) that the Fund as the Seller could be required to make under a CDS agreement, would be an amount equal to the notional amount of the agreement.
The following table summarizes the contracts held at February 28, 2010 and the range of contracts notional amounts held by the Funds during the six month period ended February 28, 2010. In addition the table details how the Funds used credit default swap contracts as a seller of protection during the six month period February 28, 2010.
| | | | | | | | | | | |
Global Bond Fund | | | | | | | | | | |
|
The Fund used credit default swaps to enhance potential gain, to take a long position in the exposure to the reference credit, hedge against potential credit events and | |
gain exposure to a security or credit index. During the six month period ended February 28, 2010, the Fund held credit default swaps with total USD notional amounts | |
ranging from approximately $1.8 million to $9.6 million. | | | | | | | | | |
| | | IMPLIED | | | | | | | | |
| | | CREDIT | | | | (PAY)/ | | | | |
| | | SPREAD | | | USD | RECEIVED | | UNAMORTIZED | UNREALIZED | |
| | REFERENCE | AT | NOTIONAL | | NOTIONAL | FIXED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | OBLIGATION | 2-28-2010 | AMOUNT | CURRENCY | AMOUNT | RATE | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
|
Global Bond Fund | | | | | | | | | | |
| Credit Suisse International | ABX.HE.AA.06-1 | N/A | 787,531 | USD | $787,531 | 0.320% | Jul 2045 | ($274,770) | ($229,003) | ($503,773) |
| Deutsche Bank AG | ABX.HE.AAA.06-2 | N/A | 988,248 | USD | 988,248 | 0.110% | May 2046 | (356,191) | (167,475) | (523,666) |
|
| | | | | | $1,775,779 | | | ($630,961) | ($396,478) | ($1,027,439) |
|
Real Return Bond Fund | | | | | | | | | | |
|
The Fund used credit default swaps to enhance potential gain, to take a long position in the exposure to the reference credit, hedge against potential credit events and | |
gain exposure to a security or credit index. During the six month period ended February 28, 2010, the Fund held credit default swaps with total USD notional amounts | |
ranging from $7.4 million to $14.0 million. | | | | | | | | | | |
| | | IMPLIED | | | | | | | | |
| | | CREDIT | | | | (PAY)/ | | | | |
| | | SPREAD | | | USD | RECEIVED | | UNAMORTIZED | UNREALIZED | |
| | REFERENCE | AT | NOTIONAL | | NOTIONAL | FIXED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | OBLIGATION | 2-28-2010 | AMOUNT | CURRENCY | AMOUNT | RATE | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
|
Real Return Bond Fund | | | | | | | | | | |
| Morgan Stanley Capital Services, Inc. | General Electric Capital | 12.17% | 7,000,000 | USD | $7,000,000 | 82.228% | Mar 2011 | ($55,675) | $41,400 | ($14,275) |
| Deutche Bank AG | General Electric Capital | 11.30% | 7,000,000 | USD | 7,000,000 | 82.228% | Mar 2011 | (55,675) | 41,400 | (14,275) |
|
| | | | | | $14,000,000 | | | ($111,350) | $82,800 | ($28,550) |
|
Total Return Fund | | | | | | | | | | |
|
The Fund used credit default swaps to enhance potential gain, to take a long position in the exposure to the reference credit, hedge against potential credit events and | |
gain exposure to a security or credit index. During the six month period ended February 28, 2010, the Fund held credit default swaps with total USD notional amounts | |
ranging from $96.9 million to $124.0 million. | | | | | | | | | |
| | | IMPLIED | | | | | | | | |
| | | CREDIT | | | | (PAY)/ | | | | |
| | | SPREAD | | | USD | RECEIVED | | UNAMORTIZED | UNREALIZED | |
| | REFERENCE | AT | NOTIONAL | | NOTIONAL | FIXED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | OBLIGATION | 2-28-2010 | AMOUNT | CURRENCY | AMOUNT | RATE | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
|
Total Return Fund | | | | | | | | | | |
| Bank of America N.A | Sallie Mae | 3.79% | 2,600,000 | USD | $2,600,000 | 5.000% | Sep 2011 | ($251,083) | $323,633 | $72,550 |
| Bank of America N.A | CDX.NA.IG.10 | N/A | 2,411,247 | USD | 2,411,247 | 5.000% | Jun 2013 | — | 29,337 | 29,337 |
| Bank of America N.A. | French Government | 0.58% | 800,000 | USD | 800,000 | 25.000% | Mar 2015 | (13,703) | 1,398 | (12,305) |
| Bank of America N.A. | Japanese Government | 0.72% | 400,000 | USD | 400,000 | 1.000% | Mar 2015 | 4,551 | 2,213 | 6,764 |
| Bank of America N.A. | Berkshire Hathaway Inc. | 1.25% | 1,800,000 | USD | 1,800,000 | 1.000% | Mar 2015 | (31,515) | 13,927 | (17,588) |
| Barclays Bank PLC | Citigroup, Inc. | 1.15% | 300,000 | USD | 300,000 | 1.000% | Mar 2011 | (1,684) | 1,782 | 98 |
| Barclays Bank PLC | General Electric Capital Corp. | 1.38% | 3,900,000 | USD | 3,900,000 | 0.620% | Mar 2011 | — | (26,579) | (26,579) |
| Barclays Bank PLC | Ford Motor Credit Company LLC | 4.22% | 2,500,000 | USD | 2,500,000 | 4.150% | Sep 2012 | — | 16,042 | 16,042 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | | | | |
| | | IMPLIED | | | | | | | | |
| | | CREDIT | | | | (PAY)/ | | | | |
| | | SPREAD | | | USD | RECEIVED | | UNAMORTIZED | UNREALIZED | |
| | REFERENCE | AT | NOTIONAL | | NOTIONAL | FIXED | MATURITY | UPFRONT | APPRECIATION | MARKET |
FUND | COUNTERPARTY | OBLIGATION | 2-28-2010 | AMOUNT | CURRENCY | AMOUNT | RATE | DATE | PAYMENT | (DEPRECIATION) | VALUE |
|
Total Return Fund, continued | | | | | | | | | | |
| Barclays Bank PLC | GMAC LLC | 4.19% | 2,500,000 | USD | $2,500,000 | 3.650% | Sep 2012 | — | ($13,273) | ($13,273) |
| Barclays Bank PLC | GMAC LLC | 4.19% | 1,300,000 | USD | 1,300,000 | 4.800% | Sep 2012 | — | 30,333 | 30,333 |
| Barclays Bank PLC | GAZPROM | 2.35% | 5,300,000 | USD | 5,300,000 | 1.600% | Dec 2012 | — | (90,335) | (90,335) |
| Barclays Bank PLC | CDX.NA.IG.9 | N/A | 14,949,732 | USD | 14,949,732 | 0.758% | Dec 2012 | — | 291,910 | 291,910 |
| Barclays Bank PLC | General Electric Capital Corp. | 1.69% | 3,900,000 | USD | 3,900,000 | 0.640% | Dec 2012 | — | (106,272) | (106,272) |
| Barclays Bank PLC | United Mexican States | 1.27% | 1,200,000 | USD | 1,200,000 | 1.000% | Mar 2015 | ($26,709) | 13,719 | (12,990) |
| BNP Paribas SA | Citigroup, Inc. | 1.15% | 200,000 | USD | 200,000 | 1.000% | Mar 2011 | (996) | 1,061 | 65 |
| BNP Paribas SA | General Electric Capital Corp. | 1.56% | 2,000,000 | USD | 2,000,000 | 5.000% | Sep 2011 | 68,787 | 57,511 | 126,298 |
| Citibank N.A | General Electric Capital Corp. | 0.50% | 200,000 | USD | 200,000 | 1.100% | Mar 2010 | — | 501 | 501 |
| Citibank N.A | General Electric Capital Corp. | 0.50% | 100,000 | USD | 100,000 | 1.150% | Mar 2010 | — | 263 | 263 |
| Citibank N.A | General Electric Capital Corp. | 1.48% | 1,000,000 | USD | 1,000,000 | 5.000% | Jun 2011 | (30,474) | 86,211 | 55,737 |
| Citibank N.A | General Electric Capital Corp. | 1.48% | 1,000,000 | USD | 1,000,000 | 5.000% | Jun 2011 | (28,902) | 84,639 | 55,737 |
| Citibank N.A | CDX.NA.HY.8 | N/A | 5,777,640 | USD | 5,777,640 | 0.355% | Jun 2012 | — | (6,224) | (6,224) |
| Citibank N.A | CDX.NA.HY.8 | N/A | 4,814,700 | USD | 4,814,700 | 0.360% | Jun 2012 | — | (4,593) | (4,593) |
| Citibank N.A | CDX.NA.HY.8 | N/A | 1,348,116 | USD | 1,348,116 | 0.401% | Jun 2012 | — | 79 | 79 |
| Citibank N.A | General Electric Capital Corp. | 1.78% | 600,000 | USD | 600,000 | 4.325% | Dec 2013 | — | 59,588 | 59,588 |
| Citibank N.A | French Government | 0.59% | 1,200,000 | USD | 1,200,000 | 25.000% | Mar 2015 | (19,443) | 566 | (18,877) |
| Citibank N.A | United Mexican States | 1.27% | 1,200,000 | USD | 1,200,000 | 1.000% | Mar 2015 | (27,256) | 14,266 | (12,990) |
| Deutche Bank AG | General Electric Capital Corp. | 1.56% | 500,000 | USD | 500,000 | 1.500% | Sep 2011 | — | 1,013 | 1,013 |
| Deutche Bank AG | Ford Motor Credit Company LLC | 4.22% | 1,000,000 | USD | 1,000,000 | 5.650% | Sep 2012 | — | 44,508 | 44,508 |
| Deutche Bank AG | CDX.NA.IG.9 | N/A | 9,837,888 | USD | 9,837,888 | 0.708% | Dec 2012 | — | 177,482 | 177,482 |
| Deutche Bank AG | Berkshire Hathaway, Inc. | 0.93% | 1,600,000 | USD | 1,600,000 | 0.850% | Mar 2013 | — | (934) | (934) |
| Deutche Bank AG | CDX.NA.IG.10 | N/A | 1,928,998 | USD | 1,928,998 | 0.530% | Jun 2013 | — | 27,927 | 27,927 |
| Deutsche Bank AG | General Electric Capital Corp. | 1.56% | 2,400,000 | USD | 2,400,000 | 1.000% | Sep 2011 | (50,118) | 34,027 | (16,091) |
| Deutsche Bank AG | CDX.EM.12 | N/A | 1,200,000 | USD | 1,200,000 | 5.000% | Dec 2014 | 114,569 | 16,415 | 130,984 |
| Deutsche Bank AG | United Kingdom of Great | 0.84% | 1,600,000 | USD | 1,600,000 | 1.000% | Dec 2014 | 10,785 | 3,892 | 14,677 |
| | Britain and Northern Ireland | | | | | | | | | |
| Deutsche Bank AG | United Mexican States | 1.27% | 700,000 | USD | 700,000 | 1.000% | Mar 2015 | (15,900) | 8,322 | (7,578) |
| Goldman Sachs | Citigroup, Inc. | 1.15% | 300,000 | USD | 300,000 | 1.000% | Mar 2011 | (1,589) | 1,687 | 98 |
| Goldman Sachs | French Government | 0.58% | 700,000 | USD | 700,000 | 0.250% | Mar 2015 | (12,154) | 1,387 | (10,767) |
| Goldman Sachs | Berkshire Hathaway, Inc. | 1.25% | 1,000,000 | USD | 1,000,000 | 1.000% | Mar 2015 | (17,509) | 7,738 | (9,771) |
| Goldman Sachs | CDX.NA.IG.9 | N/A | 868,049 | USD | 868,049 | 0.553% | Dec 2017 | — | 11,062 | 11,062 |
| JP Morgan Chase Bank | General Electric Capital Corp. | 1.56% | 2,400,000 | USD | 2,400,000 | 5.000% | Sep 2011 | 82,544 | 69,014 | 151,558 |
| JP Morgan Chase Bank | United Kingdom of Great | 0.86% | 1,100,000 | USD | 1,100,000 | 1.000% | Mar 2015 | 5,172 | 4,502 | 9,674 |
| | Britain and Northern Ireland | | | | | | | | | |
| JP Morgan Chase Bank | Japanese Government | 0.72% | 800,000 | USD | 800,000 | 1.000% | Mar 2015 | 9,484 | 4,044 | 13,528 |
| JP Morgan Chase Bank | United Kingdom of Great | 0.86% | 2,300,000 | USD | 2,300,000 | 1.000% | Mar 2015 | 9,728 | 10,498 | 20,226 |
| | Britain and Northern Ireland | | | | | | | | | |
| JP Morgan Chase Bank | CDX.NA.IG.9 | N/A | 1,928,998 | USD | 1,928,998 | 0.553% | Dec 2017 | — | 25,257 | 25,257 |
| Morgan Stanley Capital Services Inc. | CDX.NA.IG.9 | N/A | 3,900,000 | USD | 3,900,000 | 0.963% | Dec 2012 | — | 85,527 | 85,527 |
| Morgan Stanley Capital Services Inc. | GAZPROM | 2.37% | 1,000,000 | USD | 1,000,000 | 2.180% | Feb 2013 | — | (5,115) | (5,115) |
| Morgan Stanley Capital Services Inc. | Federative Republic of Brazil | 1.04% | 900,000 | USD | 900,000 | 1.660% | Mar 2013 | — | 23,356 | 23,356 |
| Morgan Stanley Capital Services Inc. | General Electric Capital Corp. | 1.56% | 2,300,000 | USD | 2,300,000 | 1.000% | Sep 2011 | (29,868) | 14,447 | (15,421) |
| Morgan Stanley Capital Services Inc. | United Kingdom of Great | 0.84% | 300,000 | USD | 300,000 | 1.000% | Dec 2014 | 2,154 | 598 | 2,752 |
| | Britain and Northern Ireland | | | | | | | | | |
| Societe Generale Paris | United Kingdom of Great | 0.86% | 5,000,000 | USD | 5,000,000 | 1.000% | Mar 2015 | 9,380 | 35,007 | 44,387 |
| | Britain and Northern Ireland | | | | | | | | | |
| Societe Generale Paris | United Kingdom of Great | 0.86% | 8,600,000 | USD | 8,600,000 | 1.000% | Mar 2015 | 36,338 | 40,008 | 76,346 |
| | Britain and Northern Ireland | | | | | | | | | |
| The Royal Bank of Scotland PLC | French Government | 0.61% | 1,100,000 | USD | 1,100,000 | 25.000% | Mar 2015 | (18,856) | 520 | (18,336) |
| UBS AG | General Electric Capital Corp. | 0.95% | 2,500,000 | USD | 2,500,000 | 1.000% | Sep 2010 | (11,818) | 17,391 | 5,573 |
| UBS AG | Citigroup, Inc. | 1.15% | 900,000 | USD | 900,000 | 1.000% | Mar 2011 | (4,766) | 5,060 | 294 |
| UBS AG | GAZPROM | 2.37% | 1,000,000 | USD | 1,000,000 | 2.180% | Feb 2013 | — | (5,115) | (5,115) |
| UBS AG | Berkshire Hathaway, Inc. | 1.25% | 1,000,000 | USD | 1,000,000 | 1.000% | Mar 2015 | (17,962) | 8,191 | (9,771) |
|
| | | | | | $123,965,368 | | | ($258,813) | $1,449,419 | $1,190,606 |
DERIVATIVE INSTRUMENTS, CONTINUED
Cash Collateral Received by Funds For certain transactions the Funds may receive cash collateral from counterparties. At February 28, 2010, the following Funds held cash collateral with respect to the financial instruments below:
| | | | | |
| Cash Collateral Held | | | | |
Fund | Swaps | | | | |
| | | | |
Global Bond Fund | $9,150,000 | | | | |
Real Return Bond Fund | 1,360,000 | | | | |
Total Return Fund | 10,300,000 | | | | |
| | | | | | |
| | | | | |
Fair Value of Derivative Instruments by Risk Category The table below summarizes the fair value of derivatives held by the Funds at February 28, 2010 by | |
risk category: | | | | | |
|
| Statements of | | | | |
| | Assets and | | Financial | Asset | Liability |
| | Liabilities | | instruments | Derivatives | Derivatives |
Fund | | location | | location | Fair Value | Fair Value |
|
Active Bond Fund | Interest rate contracts | Receivable/Payable for | Futures† | $14,425 | ($47,596) |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
|
| Total | | | $14,425 | ($47,596) |
All Cap Core Fund | Equity Contracts | Receivable/Payable for | Futures† | $7,996 | ($14,532) |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
|
| Total | | | $7,996 | ($14,532) |
Alpha Opportunities Fund | Foreign exchange contracts | Receivable/Payable for | Foreign forward currency | $26,608 | ($110,851) |
| | foreign forward currency | contracts | | |
| | exchange contracts | | | |
|
| Total | | | $26,608 | ($110,851) |
Emerging Markets Debt Fund | Interest rate contracts | Receivable/Payable for | Futures† | — | ($7,839) |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
| Foreign currency contracts | Receivable/Payable for | Foreign forward currency | — | (1,047) |
| | foreign forward currency | contracts | | |
| | exchange contracts | | | |
|
| Total | | | — | (8,886) |
Global Bond Fund | Interest rate contracts | Receivable/Payable for | Futures†/Written Options/ | $2,542,329 | ($885,384) |
| | futures variation margin; Net | Interest rate swaps | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| investments; Written options, | | | |
| at value; Swap contracts, at | | | |
| | value | | | |
| Credit Contracts | Swap contracts, at value | Credit default swaps | 2,986,478 | (2,048,974) |
| Foreign exchange contracts | Receivable/Payable for | Foreign forward currency | 8,082,741 | (4,741,001) |
| | foreign forward currency | contracts/Written Options | | |
| exchange contracts; Written | | | |
| | options, at value | | | |
|
| Total | | | $13,611,548 | ($7,675,359) |
High Income Fund | Foreign exchange contracts | Receivable/Payable for | Foreign forward currency | $22,446 | ($4,828) |
| | foreign forward currency | contracts/Written Options/ | | |
| | exchange contracts; Written | Purchased Options | | |
| | options, at value; | | | |
| | Investments in unaffiliated | | | |
| | issuers, at value* | | | |
|
| Total | | | $22,446 | ($4,828) |
High Yield Fund | Interest rate contracts | Receivable/Payable for | Futures† | $339,230 | ($334,402) |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
| Foreign currency contracts | Receivable/Payable for | Foreign forward currency | — | (1,617) |
| | foreign forward currency | contracts | | |
| | exchange contracts | | | |
|
| Total | | | $339,230 | ($336,019) |
Index 500 Fund | Equity Contracts | Receivable for futures | Futures† | $57,391 | — |
| | variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
|
| Total | | | $57,391 | — |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | |
| | | | | |
| Statements of | | | | |
| | Assets and | | Financial | Asset | Liability |
| | Liabilities | | instruments | Derivatives | Derivatives |
Fund | | location | | location | Fair Value | Fair Value |
|
International Equity Index | Foreign currency contracts | Receivable/Payable for | Foreign forward currency | $135,793 | ($240,986) |
Fund | | foreign forward currency | contracts | | |
| | exchange contracts | | | |
| Equity Contracts | Receivable/Payable for | Futures† | 44,645 | (229,415) |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
|
| Total | | | $135,793 | ($240,986) |
Investment Quality Bond Fund | Interest rate contracts | Receivable/Payable for | Futures†/Interest rate swaps | $147,641 | ($58,792) |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| investments; Swap contracts, | | | |
| | at value | | | |
| Credit Contracts | Swap contracts, at value | Credit default swaps | — | (54,200) |
| Foreign exchange contracts | Receivable/Payable for | Foreign forward currency | 171,160 | (288,306) |
| | foreign forward currency | contracts | | |
| | exchange contracts | | | |
|
| Total | | | $318,801 | ($401,298) |
Mid Cap Index Fund | Equity Contracts | Receivable/Payable for | Futures† | $408,518 | — |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
|
| Total | | | $408,518 | — |
Mid Cap Stock Fund | Foreign exchange contracts | Receivable/Payable for | Foreign forward currency | $69,454 | ($272,931) |
| | foreign forward currency | contracts | | |
| | exchange contracts | | | |
|
| Total | | | $69,454 | ($272,931) |
Real Return Bond Fund | Interest rate contracts | Receivable/Payable for | Futures†/Written Options/ | $3,106,699 | ($1,279,227) |
| | futures variation margin; Net | Interest rate swaps | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| investments; Written options, | | | |
| at value; Swap contracts, at | | | |
| | value | | | |
| Credit Contracts | Swap contracts, at value | Credit default swaps | 451,599 | (113,219) |
| Foreign exchange contracts | Receivable/Payable for | Foreign forward currency | 1,380,953 | (654,165) |
| | foreign forward currency | contracts/Written Options | | |
| exchange contracts; Written | | | |
| | options, at value | | | |
|
| Total | | | $4,939,251 | ($2,046,611) |
Small Cap Index Fund | Equity Contracts | Receivable/Payable for | Futures† | $68,279 | — |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
|
| Total | | | $68,279 | — |
Smaller Company Growth | Equity Contracts | Receivable/Payable for | Futures† | $11,104 | — |
Fund | | futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
|
| Total | | | $11,104 | — |
Spectrum Income Fund | Interest rate contracts | Receivable/Payable for | Futures† | $141 | ($132,549) |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
| Credit Contracts | Swap contracts, at value | Credit default swaps | — | (3,929) |
| Foreign currency contracts | Receivable/Payable for | Futures†/Foreign forward | 705,950 | (418,233) |
| | futures variation margin, at | currency contracts | | |
| | value; Net unrealized | | | |
| | appreciation (depreciation) | | | |
| on investments; Receivable/ | | | |
| Payable for foreign forward | | | |
| currency exchange contracts | | | |
|
| Total | | | $706,091 | ($554,711) |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | |
| | | | | |
| Statements of | | | | |
| | Assets and | | Financial | Asset | Liability |
| | Liabilities | | instruments | Derivatives | Derivatives |
Fund | | location | | location | Fair Value | Fair Value |
|
Strategic Bond Fund | Interest rate contracts | Receivable/Payable for | Futures†/Written Options/ | $679,677 | ($433,138) |
| | futures variation margin; Net | Purchased Options/Interest | | |
| | unrealized appreciation | rate swaps | | |
| | (depreciation) on | | | |
| investments; Written options, | | | |
| at value; Swap contracts, at | | | |
| | value | | | |
| Foreign exchange contracts | Receivable/Payable for | Foreign forward currency | 13,380 | (115,220) |
| | foreign forward currency | contracts | | |
| | exchange contracts | | | |
|
| Total | | | $693,057 | ($548,358) |
Total Return Fund | Interest rate contracts | Receivable/Payable for | Futures†/Written Options/ | $19,945,089 | ($1,912,962) |
| | futures variation margin; Net | Interest rate swaps | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| investments; Written options, | | | |
| at value; Swap contracts, at | | | |
| | value | | | |
| Credit Contracts | Swap contracts, at value; | Credit default swaps/Written | 1,611,531 | (466,086) |
| | Written options, at value | Options | | |
| Foreign exchange contracts | Receivable/Payable for | Foreign forward currency | 1,995,170 | (1,350,916) |
| | foreign forward currency | contracts/Written Options | | |
| exchange contracts; Written | | | |
| | options, at value | | | |
|
| Total | | | $23,551,790 | ($3,729,964) |
U.S. Government Securities | Interest rate contracts | Receivable/Payable for | Futures†/Written Options | $410,267 | ($75,920) |
Fund | | futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| investments; Written options, | | | |
| | at value | | | |
|
| Total | | | $410,267 | ($75,920) |
U.S. Multi Sector Fund | Equity Contracts | Receivable/Payable for | Futures† | — | ($65,755) |
| futures variation margin; Net | | | |
| | unrealized appreciation | | | |
| | (depreciation) on | | | |
| | investments | | | |
|
| Total | | | — | ($65,755) |
Vista Fund | Foreign currency contracts | Receivable/Payable for | Foreign forward currency | $14,796 | — |
| | foreign forward currency | contracts | | |
| | exchange contracts | | | |
|
| Total | | | $14,796 | — |
* Purchased options are included in the Portfolio’s Investments
† Reflects cumulative appreciation/depreciation on futures as disclosed in Note 3. Only the year end variation margin is separately disclosed in the Statements of Assets and Liabilities.
Effect of Derivative Instruments on the Statements of Operations The table below summarizes the net realized gain (loss) included in the net increase (decrease) in net assets from operations, classified by derivative instrument and risk category, for the six month period ended February 28, 2010:
| | | | | | | |
| Statements of Operations Location—Net Realized Gain (Loss) on: | | |
|
| |
| | Investments | Written | Futures | Swap | Foreign Currency | |
Fund | Risk | (Purchased Options) | Options | contracts | contracts | Transactions* | Total |
|
Active Bond Fund | Interest rate contracts | — | $27,312 | ($48,667) | — | — | ($21,355) |
|
| Total | — | $27,312 | ($48,667) | — | — | ($21,355) |
All Cap Core Fund | Equity contracts | — | — | $5,361,127 | — | — | $5,361,127 |
| Total | — | — | $5,361,127 | — | — | $5,361,127 |
Alpha Opportunities Fund | Foreign currency contracts | — | — | — | — | $52 | 52 |
|
| Total | — | — | — | — | $52 | $52 |
Emerging Markets Debt Fund | Interest rate contracts | — | — | $607 | — | — | $607 |
| Foreign currency contracts | — | — | — | — | ($8,291) | (8,291) |
|
| Total | — | — | $607 | — | ($8,291) | ($7,684) |
Global Bond Fund | Interest rate contracts | — | $1,125,115 | $3,335,259 | $2,604,675 | — | $7,065,049 |
| Credit contracts | — | — | — | (759,194) | — | (759,194) |
| Foreign currency contracts | — | 319,401 | — | — | $11,221,931 | 11,541,332 |
|
| Total | — | $1,444,516 | $3,335,259 | $1,845,481 | $11,221,931 | $17,847,187 |
Global Real Estate Fund | Foreign currency contracts | — | — | — | — | ($55,908) | (55,908) |
|
| Total | — | — | — | — | ($55,908) | ($55,908) |
High Income Fund | Interest rate contracts | ($200,138) | — | — | — | — | ($200,138) |
| Foreign currency contracts | — | — | — | — | ($247,238) | (247,238) |
| Equity contracts | 506,767 | — | — | — | — | 506,767 |
| Total | $306,629 | — | — | — | ($247,238) | $59,391 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | |
| | | | | | | |
| Statements of Operations Location—Net Realized Gain (Loss) on: | |
|
| |
| | Investments | Written | Futures | Swap | Foreign Currency | |
Fund | Risk | | (Purchased Options) | Options | contracts | contracts | Transactions* | Total |
|
High Yield Fund | Interest rate contracts | — | — | ($14,451) | — | — | ($14,451) |
| Foreign currency contracts | — | — | — | — | $108,733 | 108,733 |
|
| Total | — | — | ($14,451) | — | $108,733 | $94,282 |
Index 500 Fund | Equity contracts | — | — | $6,018,914 | — | — | $6,018,914 |
|
| Total | — | — | $6,018,914 | — | — | $6,018,914 |
International Equity Index Fund | Foreign currency contracts | — | — | — | — | $542,059 | $542,059 |
| Equity contracts | — | �� | $1,966,213 | — | — | 1,966,213 |
|
| Total | — | — | $1,966,213 | — | $542,059 | $2,508,272 |
International Small Company Fund | Foreign currency contracts | — | — | — | — | ($8,726) | (8,726) |
|
| Total | — | — | — | — | ($8,726) | ($8,726) |
Investment Quality Bond Fund | Interest rate contracts | — | — | ($205,646) | ($61,507) | — | ($267,153) |
| Credit contracts | — | — | — | (16,127) | — | (16,127) |
| Foreign currency contracts | — | — | — | — | ($62,139) | (62,139) |
|
| Total | — | — | ($205,646) | ($77,634) | ($62,139) | ($345,419) |
Mid Cap Index Fund | Equity contracts | — | — | $3,759,105 | — | — | $3,759,105 |
|
| Total | — | — | $3,759,105 | — | — | $3,759,105 |
Mid Cap Stock Fund | Foreign currency contracts | — | — | — | — | ($2) | (2) |
|
| Total | — | — | — | — | ($2) | ($2) |
Real Return Bond Fund | Interest rate contracts | — | $1,746,734 | $2,758,867 | $2,070,416 | — | $6,576,017 |
| Credit contracts | — | — | — | (3,152,422) | — | (3,152,422) |
| Foreign currency contracts | — | — | — | — | ($984,011) | (984,011) |
|
| Total | — | $1,746,734 | $2,758,867 | ($1,082,006) | ($984,011) | $2,439,584 |
Small Cap Index Fund | Equity contracts | — | — | $96,334 | — | — | $96,334 |
|
| Total | — | — | $96,334 | — | — | $96,334 |
Smaller Company Growth Fund | Equity contracts | — | — | $60,565 | — | — | $60,565 |
|
| Total | — | — | $60,565 | — | — | $60,565 |
Spectrum Income Fund | Interest rate contracts | — | — | $473,017 | $19,724 | — | $492,741 |
| Credit contracts | — | — | — | (5,894) | — | (5,894) |
| Foreign currency contracts | — | — | (203,471) | — | ($25,820) | (229,291) |
|
| Total | — | — | $269,546 | $13,830 | ($25,820) | $257,556 |
Strategic Bond Fund | Interest rate contracts | ($52,797) | $61,621 | $1,874,882 | — | — | $1,883,706 |
| Foreign currency contracts | — | — | — | — | $172,905 | 172,905 |
|
| Total | ($52,797) | $61,621 | $1,874,882 | — | $172,905 | $2,056,611 |
Total Return Fund | Interest rate contracts | — | $3,093,443 | $16,821,611 | $31,034,193 | — | $50,949,247 |
| Credit contracts | — | — | — | 660,702 | — | 660,702 |
| Foreign currency contracts | — | 123,140 | — | — | $1,479,901 | 1,603,041 |
|
| Total | — | $3,216,583 | $16,821,611 | $31,694,895 | $1,479,901 | $53,212,990 |
U.S. Government Securities Fund | Interest rate contracts | — | $97,264 | $1,558,228 | — | — | $1,655,492 |
|
| Total | — | $97,264 | $1,558,228 | — | — | $1,655,492 |
U.S. Multi Sector Fund | Equity contracts | — | — | $2,160,910 | — | — | $2,160,910 |
|
| Total | — | — | $2,160,910 | — | — | $2,160,910 |
Vista Fund | Foreign currency contracts | — | — | — | — | $28,735 | 28,735 |
| Total | — | — | — | — | $28,735 | $28,735 |
* Realized gain/loss associated with forward foreign currency contracts is included in the caption on the Statements of Operations.
The table below summarizes the net change in unrealized appreciation (depreciation) included in the net increase (decrease) in net assets from operations, classified by derivative instrument and risk category, for the six month period ended February 28, 2010:
| | | | | | | | |
| | | | | | | |
| Statements of Operations Location—Change in Unrealized Appreciation (Depreciation) of: | |
|
| |
| | | | | | Translation of assets | |
| | Investments | Written | Futures | Swap | and liabilities in | |
Fund | Risk | | (Purchased Options) | Options | contracts | contracts | foreign currencies* | Total |
|
Active Bond Fund | Interest rate contracts | — | — | $13,898 | — | — | $13,898 |
|
| Total | — | — | $13,898 | — | — | $13,898 |
All Cap Core Fund | Equity contracts | — | — | ($3,835,628) | — | — | ($3,835,628) |
|
| Total | — | — | ($3,835,628) | — | — | ($3,835,628) |
Alpha Opportunities Fund | Foreign currency contracts | — | — | — | — | ($84,243) | (84,243) |
|
| Total | — | — | — | — | ($84,243) | ($84,243) |
Emerging Markets Debt Fund | Interest rate contracts | — | — | ($7,839) | — | — | ($7,839) |
| Foreign currency contracts | — | — | — | — | ($1,047) | (1,047) |
|
| Total | — | — | ($7,839) | — | ($1,047) | ($8,886) |
Global Bond Fund | Interest rate contracts | — | $191,387 | ($479,716) | ($474,480) | — | ($762,809) |
| Credit contracts | — | — | — | (826,353) | — | (826,353) |
| Foreign currency contracts | — | 451,024 | — | — | ($205,221) | 245,803 |
|
| Total | — | $642,411 | ($479,716) | ($1,300,833) | ($205,221) | ($1,343,359) |
High Income Fund | Foreign currency contracts | ($935,312) | $935,312 | — | — | $240,943 | 240,943 |
| Equity contracts | 2,290,942 | — | — | — | — | 2,290,942 |
| Total | $1,355,630 | $935,312 | — | — | $240,943 | $2,531,885 |
DERIVATIVE INSTRUMENTS, CONTINUED
| | | | | | | | |
| | | | | | | |
| Statements of Operations Location—Change in Unrealized Appreciation (Depreciation) of: | |
|
| |
| | | | | | Translation of assets | |
| | Investments | Written | Futures | Swap | and liabilities in | |
Fund | Risk | | (Purchased Options) | Options | contracts | contracts | foreign currencies* | Total |
|
High Yield Fund | Interest rate contracts | — | — | $4,828 | — | — | $4,828 |
| Foreign currency contracts | — | — | — | — | ($1,617) | (1,617) |
|
| Total | — | — | $4,828 | — | ($1,617) | $3,211 |
Index 500 Fund | Equity contracts | — | — | ($2,315,846) | — | — | ($2,315,846) |
|
| Total | — | — | ($2,315,846) | — | — | ($2,315,846) |
International Equity Index Fund | Foreign currency contracts | — | — | — | — | ($521,693) | ($521,693) |
| Equity contracts | — | — | ($1,819,269) | — | — | (1,819,269) |
|
| Total | — | — | ($1,819,269) | — | ($521,693) | ($2,340,962) |
Investment Quality Bond Fund | Interest rate contracts | — | — | $18,683 | $125,800 | — | $144,483 |
| Credit contracts | — | — | — | (43,232) | — | (43,232) |
| Foreign currency contracts | — | — | — | — | ($52,277) | (52,277) |
|
| Total | — | — | $18,683 | $82,568 | ($52,277) | $48,974 |
Mid Cap Index Fund | Equity contracts | — | — | ($1,261,294) | — | — | ($1,261,294) |
|
| Total | — | — | ($1,261,294) | — | — | ($1,261,294) |
Mid Cap Stock Fund | Foreign currency contracts | — | — | — | — | ($203,477) | (203,477) |
|
| Total | — | — | — | — | ($203,477) | ($203,477) |
Real Return Bond Fund | Interest rate contracts | — | $1,195,473 | $1,127,531 | ($2,122,852) | — | $200,152 |
| Credit contracts | — | — | — | 1,501,541 | — | 1,501,541 |
| Foreign currency contracts | — | (29,210) | — | — | $1,374,601 | 1,345,391 |
|
| Total | — | $1,166,263 | $1,127,531 | ($621,311) | $1,374,601 | $3,047,084 |
Small Cap Index Fund | Equity contracts | — | — | ($131,881) | — | — | ($131,881) |
|
| Total | — | — | ($131,881) | — | — | ($131,881) |
Smaller Company Growth Fund | Equity contracts | — | — | $6,923 | — | — | $6,923 |
|
| Total | — | — | $6,923 | — | — | $6,923 |
Spectrum Income Fund | Interest rate contracts | — | — | ($42,934) | $40,686 | — | ($2,248) |
| Credit contracts | — | — | — | 3,583 | — | 3,583 |
| Foreign currency contracts | — | — | 61,001 | — | $352,789 | 413,790 |
|
| Total | — | — | $18,067 | $44,269 | $352,789 | $415,125 |
Strategic Bond Fund | Interest rate contracts | ($10,823) | ($3,809) | ($743,525) | ($45,230) | — | ($803,387) |
| Foreign currency contracts | — | — | — | — | ($101,840) | (101,840) |
|
| Total | ($10,823) | ($3,809) | ($743,525) | ($45,230) | ($101,840) | ($905,227) |
Total Return Fund | Interest rate contracts | — | $3,565,010 | ($4,142,434) | ($18,394,065) | — | ($18,971,489) |
| Credit contracts | — | 5,926 | — | 2,317,433 | — | 2,323,359 |
| Foreign currency contracts | — | (11,522) | — | — | $691,515 | 679,993 |
|
| Total | — | $3,559,414 | ($4,142,434) | ($16,076,632) | $691,515 | ($15,968,137) |
U.S. Government Securities Fund | Interest rate contracts | — | $480,484 | ($538,066) | — | — | ($57,582) |
|
| Total | — | $480,484 | ($538,066) | — | — | ($57,582) |
U.S. Multi Sector Fund | Equity contracts | — | — | ($1,639,004) | — | — | ($1,639,004) |
|
| Total | — | — | ($1,639,004) | — | — | ($1,639,004) |
Vista Fund | Foreign currency contracts | — | — | — | — | $14,796 | $14,796 |
| Total | — | — | — | — | $14,796 | $14,796 |
* Change in unrealized appreciation/depreciation associated with forward foreign currency contracts is included in the caption on the Statements of Operations.
4. GUARANTEES AND INDEMNIFICATIONS Under the Funds’ organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Fund. Additionally, in the normal course of business, the Funds enter into contracts with service providers that contain general indemnification clauses. The Funds’ maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Funds that have not yet occurred.
5. FEES AND TRANSACTIONS WITH AFFILIATES John Hancock Investment Management Services, LLC (the Adviser) serves as investment adviser for the Funds. John Hancock Funds, LLC (the Distributor), an affiliate of the Adviser, serves as principal underwriter of the Funds. The Adviser and the Distributor are indirect wholly owned subsidiaries of MFC.
Management Fee The Funds have an investment management contract with the Adviser under which the Funds pay a monthly management fee to the Adviser equivalent, on an annual basis, as detailed below. Aggregate net assets generally include the net assets of the Funds and the net assets of a similar fund of JHF II, unless otherwise note below. JHF II Funds are advised by the Adviser and are distributed by an affiliate of the Adviser, John Hancock Distributors, LLC.
• Active Bond Fund — 0.60% of the aggregate net assets.
• All Cap Core Fund — a) 0.80% of the first $500 million of aggregate net assets and b) 0.75% of the excess over $500 million of aggregate net assets.
• All Cap Growth Fund — Prior to January 15, 2010: a) 0.85% of the first $500 million of aggregate net assets; b) 0.825% of aggregate net assets between $500 million and $1 billion; and c) 0.80% of the excess over $1 billion of aggregate net assets. Post January 15, 2010: a) 0.85% of the first $300 million of aggregate net assets; b) 0.80% of aggregate net assets between $300 million and $500 million; c) 0.70% of aggregate net assets between $500 million and $1 billion; and d) 0.67% of the excess over $1 billion of aggregate net assets.
• All Cap Value Fund — a) 0.85% of the first $250 million of aggregate net assets; b) 0.80% of aggregate net assets between $250 million and $500 million; and d) 0.75% of the excess over $500 million of aggregate net assets.
FEES AND TRANSACTIONS WITH AFFILIATES, CONTINUED
• Alpha Opportunities Fund — a) 1.025% of the first $250 million of aggregate net assets; b) 1.00% of aggregate net assets between $250 million and $500 million; and c) 0.975% of the excess over $500 million of aggregate net assets.
• Alternative Asset Allocation Fund — a) 0.15% on affiliated assets and b) 0.60% on other assets.
• Core Bond Fund — a) 0.69% of the first $200 million of aggregate net assets; b) 0.64% of aggregate net assets between $200 million and $400 million; and c) 0.57% of the excess over $400 million of aggregate net assets.
• Core Fundamental Holdings Portfolio, Core Global Diversification Portfolio and Core Diversified Growth and Income Portfolio — Aggregate net assets include the net assets of the Fund and the net assets of similar funds of JHF II for all the funds listed. The monthly management fee paid on these assets is a) 0.05% on the first $500 million of aggregate net assets and 0.04% on the excess over $500 million of aggregate net assets.
• Blue Chip Growth Fund and Equity-Income Fund — a) 0.825% of the first $1 billion of aggregate net assets and b) 0.80% of the excess over $1 billion of aggregate net assets.
• Capital Appreciation Fund — a) 0.85% of the first $300 million of aggregate net assets; b) 0.80% of aggregate net assets between $300 million and $500 million; c) 0.70% of the aggregate net assets between $500 million and $1 billion; and d) 0.67% of the excess over $1 billion of aggregate net assets.
• Emerging Markets Debt Fund — a) 0.725% of the first $250 million of aggregate net assets; b) $0.700% of aggregate nets assets between $250 million and $750 million; and c) 0.675% of the excess over $750 million of aggregate net assets.
• Emerging Markets Value Fund and International Small Company Fund — a) 1.00% of the first $100 million of aggregate net assets and b) 0.95% excess over $100 million of aggregate net assets.
• Fundamental Value Fund — a) 0.85% of the first $50 million of aggregate net assets; b) 0.80% of aggregate net assets between $50 million and $500 million; and c) 0.75% of the excess over $500 million of aggregate net assets.
• Global Bond and Real Estate Securities Fund — 0.70% of aggregate net assets.
• Global Agribusiness Fund, Global Infrastructure Fund and Global Timber Fund — a) 0.85% of the first $250 million of average net assets and b) 0.80% excess over $250 million of average net assets.
• Global Real Estate Fund — a) 0.95% of the first $500 million of average net assets; b) 0.925% of average net assets between $500 million and $750 million; and c) 0.90% of the excess over $750 million of average net assets.
• High Income Fund — a) 0.725% of the first $150 million of aggregate net assets; b) 0.675% of aggregate net assets between $150 million and $500 million; c) 0.65% of the aggregate net assets between $500 million and $2.5 billion; and d) 0.60% of the excess over $2.5 billion of aggregate net assets.
• High Yield Fund — a) 0.70% of the first $500 million of aggregate net assets and b) 0.65% of the excess over $500 million of aggregate net assets.
• Index 500 Fund — a) 0.47% of the first $500 million of aggregate net assets and b) 0.46% of the excess over $500 million of aggregate net assets.
• International Equity Index Fund — a) 0.55% of the first $100 million of aggregate net assets and b) 0.53% of the excess over $100 million of aggregate net assets.
• International Small Cap Fund — a) 1.05% of the first $200 million of average net assets; b) 0.95% of average net assets between $200 million and $500 million; and c) 0.85% of the excess over $500 million of average net assets.
• International Opportunities Fund — a) 0.90% of the first $750 million of aggregate net assets; b) 0.85% of aggregate net assets between $750 million and $1.5 billion; and c) 0.80% of the excess over $1.5 billion of aggregate net assets.
• International Value Fund — Aggregate nets assets are the aggregate net assets of International Value Fund, JHT International Value Trust and Global Trust. The advisory paid is as follows: a) 0.95% of the first $200 million of aggregate net assets; b) 0.85% of aggregate net assets between $200 million and $500 million and c) 0.80% excess over $500 million of aggregate net assets.
• Investment Quality Bond Fund — a) 0.60% of the first $500 million of aggregate net assets and b) 0.55% of the excess over $500 million of aggregate net assets.
• Large Cap Fund — a) 0.78% of the first $250 million of aggregate net assets; b) 0.73% of aggregate net assets between $250 million and $500 million; c) 0.68% of aggregate net assets between $500 million and $750 million; and d) 0.65% of the excess over $750 million of aggregate net assets.
• Large Cap Value Fund — a) 0.825% of the first $500 million of aggregate net assets; b) 0.80% of aggregate net assets between $500 million and $1 billion; c) 0.775% of aggregate net assets between $1 billion and $1.5 billion; d) 0.72% of aggregate net assets between $1.5 billion and $2 billion; and e) 0.70% of the excess over $2 billion of aggregate net assets.
• Mid Cap Index Fund and Small Cap Index Fund — a) 0.49% of the first $250 million of aggregate net assets; b) 0.48% of aggregate net assets between $250 million and $500 million; and c) 0.46% of the excess over $500 million of aggregate net assets.
• Mid Cap Stock Fund — a) 0.875% of the first $200 million of aggregate net assets; b) 0.85% of aggregate net assets between $200 million and $500 million; and c) 0.825% of the excess over $500 million of aggregate net assets.
• Mid Cap Value Equity Fund — a) 0.875% of the first $250 million of aggregate net assets; b) 0.85% of aggregate net assets between $250 million and $500 million; c) 0.825% of aggregate net assets between $500 million and $1 billion; and d) 0.80% of the excess over $1 billion of aggregate net assets.
• Mid Value Fund — a) 1.05% of the first $50 million of aggregate net assets and b) 1.00% excess over $50 million of aggregate net assets.
• Optimized Value Fund — a) 0.70% of the first $500 million of aggregate net assets; b) 0.65% of aggregate net assets between $500 million and $1 billion; and c) 0.60% of the excess over $1 billion of aggregate net assets.
• Real Estate Equity Fund — a) 0.875% of the first $250 million of aggregate net assets; b) 0.85% of aggregate net assets between $250 million and $500 million; and c) 0.825% of the excess over $500 million of aggregate net assets.
FEES AND TRANSACTIONS WITH AFFILIATES, CONTINUED
• Real Return Bond Fund — a) 0.70% of the first $1 billion of aggregate net assets and b) 0.65% excess over $1 billion of aggregate net assets.
• Short-Term Government Income Fund — a) 0.57% of the first $250 million of aggregate net assets and b) 0.55% excess over $250 million of aggregate net assets
• Small Cap Growth Fund and Small Cap Value Fund — a) 1.10% of the first $100 million of aggregate net assets and b) 1.05% excess over $100 million of aggregate net assets.
• Small Cap Opportunities Fund — a) 1.00% of the first $500 million of aggregate net assets; b) 0.95% of aggregate net assets between $500 million and $1 billion; c) 0.90% of aggregate net assets between $1 billion and $2 billion; and d) 0.85% of the excess over $2 billion of aggregate net assets.
• Small Company Growth Fund — a) 1.05% of the first $250 million of aggregate net assets and b) 1.00% excess over $250 million of aggregate net assets. However, when the aggregate net assets of Small Company Growth Fund, JHT Small Company Growth Trust, All Cap Growth Fund and JHT All Cap Growth Trust exceed $1 billion, then the advisory rate for Small Company Growth Trust will be 1.00% for all asset levels of the Fund.
• Smaller Company Growth Fund — a) 1.10% of the first $125 million of aggregate net assets; b) 1.05% of aggregate net assets between $125 million and $375 million; c) 1.00% of aggregate net assets between $375 million and $1 billion and d) 0.95% of the excess over $1 billion of aggregate net assets.
• Small Company Value Fund — a) 1.05% of the first $500 million of aggregate net assets and b) 1.00% excess over $500 million of aggregate net assets.
• Spectrum Income Fund — a) 0.80% of the first $250 million of aggregate net assets and b) 0.725% excess over $250 million of aggregate net assets.
• Strategic Bond Fund — a) 0.70% of the first $500 million of aggregate net assets and b) 0.65% excess over $500 million of aggregate net assets.
• Total Bond Market Fund — 0.49% of the first $500 million of aggregate net assets and b) 0.47% excess over $500 million of aggregate net assets.
• Total Return Fund — a) 0.70% of the first $1 billion of aggregate net assets and b) 0.675% excess over $1 billion of aggregate net assets.
• U.S. Government Securities Fund — a) 0.62% of the first $500 million of aggregate net assets and b) 0.55% excess over $500 million of aggregate net assets.
• U.S. High Yield Bond Fund — a) 0.75% of the first $200 million of aggregate net assets and b) 0.72% excess over $200 million of aggregate net assets.
• U.S. Multi Sector Fund — a) 0.78% of the first $500 million of aggregate net assets; b) 0.76% of aggregate net assets between $500 million and $1 billion; c) 0.75% of aggregate net assets between $1 billion and $2.5 billion and d) 0.74% of the excess over $2.5 billion of aggregate net assets.
• Value Fund — a) 0.75% of the first $200 million of aggregate net assets; b) 0.725% of aggregate net assets between $200 million and $500 million; and c) 0.65% of the excess over $500 million of aggregate net assets.
• Value & Restructuring Fund — a) 0.825% of the first $500 million of aggregate net assets; b) 0.80% of aggregate net assets between $500 million and $1 billion; and c) 0.775% of the excess over $1 billion of aggregate net assets.
• Vista Fund — a) 0.90% of the first $200 million of aggregate net assets; b) 0.85% of aggregate net assets between $200 million and $400 million; c) 0.825% of aggregate net assets between $400 million and $1 billion and d) 0.80% of the excess over $1 billion of aggregate net assets.
The organizations described below act as the subadvisers to the Trust and its Funds pursuant to Subadvisory Agreements with the Adviser. Fund management is allocated among the following managers:
| |
Fund | Subadviser |
|
Active Bond Fund | Declaration Management and Research, LLC and MFC Global Investment Management (U.S.), LLC* |
All Cap Core Fund | Deutsche Investment Management Americas, Inc. |
All Cap Growth Fund | Jennison Associates, LLC |
All Cap Value Fund | Lord, Abbett & Company, LLC |
Alpha Opportunities Fund | Wellington Management Company, LLP |
Alternative Asset Allocation Fund | MFC Global Investment Management (U.S.A.) Limited* |
Blue Chip Growth Fund | T. Rowe Price Associates, Inc. |
Capital Appreciation Fund | Jennison Associates, LLC |
Core Bond Fund | Wells Capital Management, Inc. |
Core Diversified Growth & Income Portfolio | MFC Global Investment Management (U.S.A.) Limited* |
Core Fundamental Holdings Portfolio | MFC Global Investment Management (U.S.A.) Limited* |
Core Global Diversification Portfolio | MFC Global Investment Management (U.S.A.) Limited* |
Emerging Markets Debt Fund | MFC Global Investment Management (U.S.), LLC* |
Emerging Markets Value Fund | Dimensional Fund Advisors L.P. |
Equity-Income Fund | T. Rowe Price Associates, Inc. |
Fundamental Value Fund | Davis Selected Advisors, L.P. |
Global Agribusiness Fund | MFC Global Investment Management (U.S.A.) Limited* |
Global Bond Fund | Pacific Investment Management Company, LLC |
Global Infrastructure Fund | MFC Global Investment Management (U.S.A.) Limited* |
Global Real Estate Fund | Deutsche Investment Management Americas, Inc. |
Global Timber Fund | MFC Global Investment Management (U.S.A.) Limited* |
High Income Fund | MFC Global Investment Management (U.S.), LLC* |
High Yield Fund | Western Asset Management Company |
Index 500 Fund | MFC Global Investment Management (U.S.A.) Limited* |
International Equity Index Fund | SSgA Funds Management, Inc. |
International Opportunities Fund | Marsico Capital Management, LLC |
International Small Cap Fund | Franklin Templeton Investment Corp. |
FEES AND TRANSACTIONS WITH AFFILIATES, CONTINUED
| |
Fund | Subadviser |
|
International Small Company Fund | Dimensional Fund Advisors, L.P. |
International Value Fund | Templeton Investment Counsel, LLC |
Investment Quality Bond Fund | Wellington Management Company, LLP |
Large Cap Fund | UBS Global Asset Management (Americas), Inc. |
Large Cap Value Fund | BlackRock Investment Management, LLC |
Mid Cap Index Fund | MFC Global Investment Management (U.S.A.) Limited* |
Mid Cap Stock Fund | Wellington Management Company, LLP |
Mid Cap Value Equity Fund | RiverSource Investments, LLC |
Mid Value Fund | T. Rowe Price Associates, Inc. |
Optimized Value Fund | MFC Global Investment Management (U.S.A.) Limited* |
Real Estate Equity Fund | T. Rowe Price Associates, Inc. |
Real Estate Securities Fund | Deutsche Investment Management Americas, Inc. |
Real Return Bond Fund | Pacific Investment Management Company, LLC |
Short Term Government Income Fund | MFC Global Investment Management (U.S.), LLC* |
Small Cap Growth Fund | Wellington Management Company, LLP |
Small Cap Index Fund | MFC Global Investment Management (U.S.A.) Limited* |
Small Cap Opportunities Fund | Invesco Advisers, Inc. and Dimensional Fund Advisors, L.P. |
Small Cap Value Fund | Wellington Management Company, LLP |
Small Company Growth Fund | Invesco Advisers, Inc. |
Small Company Value Fund | T. Rowe Price Associates, Inc. |
Smaller Company Growth Fund | MFC Global Investment Management (U.S.A.) Limited*, Frontier Capital Management Company, LLC |
| and Perimeter Capital Management |
Spectrum Income Fund | T. Rowe Price Associates, Inc. |
Strategic Bond Fund | Western Asset Management Company |
Strategic Income Opportunities Fund | MFC Global Investment Management (U.S.), LLC* |
Total Bond Market Fund | Declaration Management & Research, LLC |
Total Return Fund | Pacific Investment Management Company, LLC |
U.S. Government Securities Fund | Western Asset Management Company |
U.S. High Yield Bond Fund | Wells Capital Management, Inc. |
U.S. Multi Sector Fund | Grantham, Mayo, Van Otterloo & Company, LLC |
Value Fund | Morgan Stanley Investment Management, Inc. (doing business as Van Kampen) |
Value & Restructuring Fund | Columbia Management Advisors, LLC |
Vista Fund | American Century Investment Management, Inc. |
* An affiliate of the Adviser.
The Funds are not responsible for payment of the subadvisory fees. The investment management fees incurred for the six months ended February 28, 2010 were equivalent to an annual effective rate of the Funds’ average daily net assets as follows:
| | | |
Fund | Annual Effective Rate | Fund | Annual Effective Rate |
|
Active Bond Fund | 0.60% | Investment Quality Bond Fund | 0.59% |
All Cap Core Fund | 0.78% | Large Cap Fund | 0.76% |
All Cap Growth Fund | 0.85% | Large Cap Value Fund | 0.81% |
All Cap Value Fund | 0.83% | Mid Cap Index Fund | 0.47% |
Alpha Opportunities Fund | 0.99% | Mid Cap Stock Fund | 0.84% |
Alternative Asset Allocation Fund | 0.19% | Mid Cap Value Equity Fund | 0.87% |
Blue Chip Growth Fund | 0.81% | Mid Value Fund | 1.00% |
Capital Appreciation Fund | 0.71% | Optimized Value Fund | 0.69% |
Core Bond Fund | 0.60% | Real Estate Equity Fund | 0.88% |
Core Diversified Growth & Income Portfolio | 0.04% | Real Estate Securities Fund | 0.70% |
Core Fundamental Holdings Portfolio | 0.04% | Real Return Bond Fund | 0.68% |
Core Global Diversification Portfolio | 0.04% | Short Term Government Income Fund | 0.57% |
Emerging Markets Debt Fund | 0.73% | Small Cap Growth Fund | 1.06% |
Emerging Markets Value Fund | 0.95% | Small Cap Index Fund | 0.48% |
Equity-Income Fund | 0.81% | Small Cap Opportunities Fund | 1.00% |
Floating Rate Income Fund | 0.69% | Small Cap Value Fund | 1.06% |
Fundamental Value Fund | 0.76% | Small Company Growth Fund | 1.05% |
Global Agribusiness Fund | 0.85% | Small Company Value Fund | 1.03% |
Global Bond Fund | 0.70% | Smaller Company Growth Fund | 1.06% |
Global Infrastructure Fund | 0.85% | Spectrum Income Fund | 0.73% |
Global Real Estate Fund | 0.95% | Strategic Bond Fund | 0.68% |
Global Timber Fund | 0.85% | Total Bond Market Fund | 0.49% |
High Income Fund | 0.67% | Total Return Fund | 0.68% |
High Yield Fund | 0.66% | U.S. Government Securities Fund | 0.62% |
Index 500 Fund | 0.46% | U.S. High Yield Bond Fund | 0.72% |
International Equity Index Fund | 0.53% | U.S. Multi Sector Fund | 0.76% |
FEES AND TRANSACTIONS WITH AFFILIATES, CONTINUED
| | | |
Fund | Annual Effective Rate | Fund | Annual Effective Rate |
|
International Opportunities Fund | 0.88% | Value & Restructuring Fund | 0.81% |
International Small Cap Fund | 1.02% | Value Fund | 0.74% |
International Small Company Fund | 0.97% | Vista Fund | 0.88% |
International Value Fund | 0.82% | | |
Expense Reimbursements The Adviser voluntarily agrees to waive a portion of its management fee if certain expenses of the respective Funds exceed the percentage of average net assets as detailed below. Expenses excluded from this waiver are taxes, portfolio brokerage commissions, interest, litigation and indemnification expenses, and extraordinary expenses not incurred in the ordinary course of the Fund’s business, advisory fees, Rule 12b-1 fees, transfer agency fees, blue sky fees, printing and postage fees, and fees under any agreements or plans of the Fund dealing with services for shareholders and others with beneficial interests in shares of the Fund. This expense reduction will continue in effect until terminated by the Adviser. The effective date of voluntary waiver is detailed below.
| | |
| Waiver amount as a | |
| percentage of average | |
Fund | net assets | Effective date |
|
Active Bond Fund | 0.15% | October 1, 2009 |
All Cap Core Fund | 0.20% | October 1, 2009 |
All Cap Growth Fund | 0.20% | October 1, 2009 |
All Cap Value Fund | 0.20% | October 1, 2009 |
Alpha Opportunities Fund | 0.20% | October 1, 2009 |
Blue Chip Growth Fund | 0.20% | October 1, 2009 |
Capital Appreciation Fund | 0.20% | October 1, 2009 |
Core Bond Fund | 0.15% | October 1, 2009 |
Emerging Markets Debt Fund | 0.15% | January 4, 2010 |
Emerging Markets Value Fund | 0.25% | October 1, 2009 |
Equity-Income Fund | 0.20% | October 1, 2009 |
Fundamental Value Fund | 0.20% | October 1, 2009 |
Global Bond Fund | 0.15% | October 1, 2009 |
Global Real Estate Fund | 0.25% | October 1, 2009 |
High Income Fund | 0.15% | October 1, 2009 |
High Yield Fund | 0.15% | October 1, 2009 |
Index 500 Fund | 0.075% | November 1, 2009 |
International Equity Index Fund | 0.075% | November 1, 2009 |
International Opportunities Fund | 0.25% | October 1, 2009 |
International Small Cap Fund | 0.25% | October 1, 2009 |
International Small Company Fund | 0.25% | October 1, 2009 |
International Value Fund | 0.25% | October 1, 2009 |
Investment Quality Bond Fund | 0.15% | October 1, 2009 |
Large Cap Fund | 0.20% | October 1, 2009 |
Large Cap Value Fund | 0.20% | October 1, 2009 |
Mid Cap Stock Fund | 0.20% | October 1, 2009 |
Mid Cap Value Equity Fund | 0.20% | October 1, 2009 |
Mid Value Fund | 0.20% | October 1, 2009 |
Optimized Value Fund | 0.20% | January 1, 2010 |
Real Estate Equity Fund | 0.20% | October 1, 2009 |
Real Estate Securities Fund | 0.20% | October 1, 2009 |
Real Return Bond Fund | 0.15% | October 1, 2009 |
Small Cap Growth Fund | 0.20% | October 1, 2009 |
Small Cap Opportunities Fund | 0.20% | October 1, 2009 |
Small Cap Value Fund | 0.20% | October 1, 2009 |
Small Company Growth Fund | 0.20% | October 1, 2009 |
Small Company Value Fund | 0.20% | October 1, 2009 |
Smaller Company Growth Fund | 0.20% | October 1, 2009 |
Spectrum Income Fund | 0.15% | October 1, 2009 |
Strategic Bond Fund | 0.15% | October 1, 2009 |
Total Bond Market | 0.075% | January 1, 2010 |
Total Return Fund | 0.15% | October 1, 2009 |
U.S. Government Securities Fund | 0.15% | October 1, 2009 |
U.S. High Yield Bond Fund | 0.15% | October 1, 2009 |
U.S. Multi Sector Fund | 0.20% | October 1, 2009 |
Value & Restucturing Fund | 0.20% | October 1, 2009 |
Value Fund | 0.20% | January 1, 2010 |
Vista Fund | 0.20% | October 1, 2009 |
The Adviser has contractually agreed to waive its advisory fee on International Value Fund, Small Cap Opportunities Fund and Smaller Company Growth Fund so that the amount retained by the Adviser after payment of the subadvisory fees for each Fund does not exceed 0.45% of the Fund’s average net assets. The expense reimbursement shall continue in effect until December 31, 2010, and may terminate anytime thereafter.
Prior to January 1, 2010, the Adviser had contractually agreed to reduce its advisory fee or make payments to reimburse Optimized Value Fund, in an amount equal to the amount by which all expenses of the Fund (excluding taxes, portfolio brokerage commissions, interest, litigation and indemnification expenses and extraordinary
FEES AND TRANSACTIONS WITH AFFILIATES, CONTINUED
expenses not incurred in the ordinary course of the Fund’s business and class specific expenses) exceed 0.80% of the Fund’s average net assets. This reimbursement terminated on December 31, 2009.
Prior to January 1, 2010, the Adviser has contractually agreed to reduce its advisory fee or make payments to reimburse each Fund, in an amount equal to the amount by which all expenses of the Funds (excluding taxes, portfolio brokerage commissions, interest, litigation and indemnification expenses and extraordinary expenses not incurred in the ordinary course of the Fund’s business, advisory fees and class specific expenses) exceed the expense limits set forth as a percentage of average net assets. These expense limits are as follows: 0.075% for Total Bond Market Fund and 0.25% for Value Fund. This reimbursement terminated on December 31, 2009.
Prior to November 1, 2009, the Adviser has voluntarily agreed to these expense limits as follows: 0.05% for Index 500 Fund and International Equity Index Fund. This voluntary expense reimbursement terminated on October 31, 2009.
The Adviser has voluntarily agreed to limit “other” fund expenses as follows: 0.075% for Mid Cap Index Fund and Small Cap Index Fund. This voluntary expense reimbursement may terminate at any time.
The Adviser has contractually agreed to reduce its advisory fee or make a payment to reimburse the Alternative Asset Allocation Fund in an amount equal to the amount by which all expenses of the Fund (excluding taxes, portfolio brokerage commissions, interest, litigation and indemnification expenses, and extraordinary expenses not incurred in the ordinary course of the Fund’s business, advisory fees, Rule 12b-1 fees, transfer agency fees, blue sky fees, printing and postage fees, and fees under any agreements or plans of the Fund dealing with services for shareholders and others with beneficial interests in shares of the Fund) exceeds 0.04% of the Fund’s average net assets. This expense reimbursement shall continue in effect until December 31, 2010, and may terminate anytime thereafter.
The Adviser has contractually agreed to limit Fund expenses for Global Agribusiness Fund, Global Infrastructure Fund and Global Timber Fund (excluding taxes, portfolio brokerage commissions, interest, litigation and indemnification expenses and extraordinary expenses not incurred in the ordinary course of the Fund’s business, and fees under any agreements or plans of the Fund dealing with services for shareholders and others with beneficial interests in shares of the Fund) so that the total Fund operating expenses do not exceed 1.45% for Class A and 1.00% for Class I of the average net assets of these classes. This expense reimbursement shall continue in effect until December 31, 2010, and may terminate anytime thereafter.
In addition, for Global Agribusiness Fund, Global Infrastructure Fund and Global Timber Fund the Adviser has voluntarily agreed to reduce its advisory fee or make a payment to reimburse each Fund, in an amount equal to the amount by which all expenses of the Fund (excluding taxes, portfolio brokerage commissions, interest, litigation and indemnification expenses and extraordinary expenses not incurred in the ordinary course of the Fund’s business, advisory fees, Rule 12b-1 fees, transfer agency fees, blue sky fees, printing and postage fees, and fees under any agreements or plans of the Fund dealing with services for shareholders and others with beneficial interests in shares of the Fund) exceeds 0.97% of average net assets. This voluntary expense reimbursement may terminate at anytime.
The Adviser has contractually agreed to limit Fund expenses for Small Cap Value Fund and Emerging Markets Debt Fund (excluding taxes, portfolio brokerage commissions, interest, litigation and indemnification expenses and extraordinary expenses not incurred in the ordinary course of the Fund’s business, and fees under any agreements or plans of the Fund dealing with services for shareholders and others with beneficial interests in shares of the Fund) so that the total Fund operating expenses do not exceed 1.14% for Small Cap Value Fund Class NAV, 1.35% for Emerging Markets Debt Fund Class A and 0.88% for Emerging Markets Debt Fund Class I of the average net assets of these classes. This expense reimbursement shall continue in effect until December 31, 2010, and may terminate anytime thereafter.
Prior to January 1, 2010 the Adviser has voluntarily agreed to waive its advisory fees for Core Diversified Growth & Income Portfolio, Core Fundamental Holdings Portfolio and Core Global Diversification Portfolio. This voluntary expense reimbursement terminated on December 31, 2009. The Adviser has contractually agreed to reimburse Core Diversified Growth & Income Portfolio, Core Fundamental Holdings Portfolio and Core Global Diversification Portfolio for “other” fund expenses exceeding 0.06% of the Funds’ average net assets. This expense reimbursement shall continue in effect until December 31, 2010, and may terminate anytime thereafter.
In addition, the Core Diversified Growth & Income Portfolio, Core Fundamental Holdings Portfolio and Core Global Diversification Portfolio receive a fee equal to 0.05% of the average net asset value of their investment in the underlying American Funds for providing various account maintenance services.
The Adviser has contractually agreed to reimburse Short Term Government Income Fund for “other” fund expenses exceeding 0.08% of the Funds’ average net assets. This expense reimbursement shall continue in effect until December 31, 2010, and may terminate anytime thereafter.
The Adviser also voluntarily agreed to waive a portion of its advisory fees for the Funds sub-advised by T. Rowe Price which include Blue Chip Growth Fund, Equity-Income Fund, Mid Value Fund, Real Estate Equity Fund, Small Company Value Fund and Spectrum Income Fund. This voluntary waiver is the amount that the subadvisory fee is reduced by T. Rowe Price. This voluntary expense reimbursement may terminate at anytime.
The Adviser has voluntarily agreed to waive a portion of its management fee for certain Funds (the Participating Funds) of the Trust and JHT. All Funds covered in this report are Participating Funds. The waiver equals, on an annualized basis, 0.01% of that portion of the aggregate net assets of all the Participating Funds that exceeds $85 billion. The amount of the Reimbursement is calculated daily and allocated among all the Participating Funds in proportion to the daily net assets of each Fund.
For the period ended February 28, 2010, the waivers under these agreements amounted to:
| | | | |
Fund | Expense Reductions | | Fund | Expense Reductions |
| |
|
Alpha Opportunities Fund | $1,516 | | Global Agribusiness Fund | 24,201 |
Alternative Asset Allocation Fund | 23,049 | | Global Bond Fund | 1,496 |
Blue Chip Growth Fund | 275,640 | | Global Infrastructure Fund | 24,007 |
Capital Appreciation Fund | 2,773 | | Global Real Estate Fund | 592 |
Core Bond Fund | 928 | | Global Timber Fund | 25,942 |
Core Diversified Growth & Income Portfolio | 20,012 | | High Income Fund | 959 |
Core Fundamental Holdings Portfolio | 19,050 | | High Yield Fund | 2,083 |
Core Global Diversification Portfolio | 19,330 | | Index 500 Fund | 4,076 |
Emerging Markets Debt Fund | 6,096 | | International Equity Index Fund | 792 |
Emerging Markets Value Fund | 2,384 | | International Opportunities Fund | 1,751 |
Equity-Income Fund | 130,518 | | International Small Cap Fund | 520 |
Fundamental Value Fund | 3,116 | | International Small Company Fund | 255 |
FEES AND TRANSACTIONS WITH AFFILIATES, CONTINUED
| | | | |
Fund | Expense Reductions | | Fund | Expense Reductions |
| |
|
International Value Fund | 100,655 | | Small Cap Opportunities Fund | 42,223 |
Investment Quality Bond Fund | 398 | | Small Cap Value Fund | 1,891 |
Large Cap Fund | 540 | | Small Company Growth Fund | 281 |
Large Cap Value Fund | $1,139 | | Small Company Value Fund | 97,936 |
Mid Cap Index Fund | 1,132 | | Smaller Company Growth Fund | 96,674 |
Mid Cap Stock Fund | 1,601 | | Spectrum Income Fund | 109,123 |
Mid Cap Value Equity Fund | 360 | | Strategic Bond Fund | 517 |
Mid Value Fund | 77,936 | | Total Bond Market Fund | 1,152 |
Optimized Value Fund | 39,509 | | Total Return Fund | 4,142 |
Real Estate Equity Fund | 40,572 | | U.S. Government Securities Fund | 305 |
Real Estate Securities Fund | 570 | | U.S. High Yield Bond Fund | 1,547 |
Real Return Bond Fund | 2,601 | | U.S. Multi Sector Fund | 1,954 |
Short Term Government Income Fund | 23,450 | | Value Fund | 263 |
Small Cap Growth Fund | 248 | | Value & Restructuring Fund | 1,155 |
Small Cap Index Fund | 239 | | Vista Fund | 515 |
Expense Recapture The Adviser may recapture operating expenses reimbursed or fees waived under previous expense limitation or waiver arrangements made subsequent to January 1, 2009, for a period of three years following the beginning of the month in which such reimbursements or waivers occurred. The table below outlines the amounts recovered during the period ended February 28, 2010, and the amount of waived or reimbursed expenses subject to potential recovery and the respective expiration dates.
| | | |
| Amounts Eligible | Amounts recovered |
| for recovery through | during the period |
Fund | February 1, 2013 | ended February 28, 2010 |
|
Alternative Asset Allocation Fund | $67,639 | | — |
Core Diversified Growth & Income Portfolio | 45,704 | | — |
Core Fundamental Holdings Portfolio | 47,592 | | — |
Core Global Diversification Portfolio | 47,923 | | — |
Emerging Markets Debt Fund | 6,069 | | — |
Global Agribusiness Fund | 70,368 | | — |
Global Infrastructure Fund | 76,129 | | — |
Global Timber Fund | 72,992 | | — |
Short Term Government Income Fund | 77,162 | | — |
Small Cap Value Fund | 1,710 | | — |
Accounting and Legal Services Pursuant to a separate services agreement, the Funds reimburse the Adviser for all expenses associated with providing the administrative, financial, legal, accounting and recordkeeping services of the Fund, including the preparation of all tax returns, periodic reports to shareholders and regulatory reports amongst other services. These expenses are allocated to each share class based on relative net assets at the time the expense was incurred. The accounting and legal services fees incurred for the six months ended February 28, 2010 amounted to an annual rate of approximately 0.02% of the Fund’s average daily net assets.
Distribution and Service Plans The Funds have a distribution agreement with the Distributor. The Fund has adopted distribution and service plans with respect to Class A and Class 1 pursuant to Rule 12b-1 of the 1940 Act, to pay the Distributor for services provided as the distributor of shares of the Fund. The following table shows the contractual rates of distribution and services fees under these arrangements, expressed as an annual percentage of average daily net assets for each class of the Funds’ shares.
| |
Class | 12b-1 Fees |
|
Class A | 0.30% |
Class 1 | 0.05% |
Sales Charges Class A shares of Alternative Asset Allocation Fund, Global Agribusiness Fund, Global Infrastructure Fund and Global Timber Fund are assessed on up-front sales charges, which result in payments to the Distributor. For the six months ended February 28, 2010, there were no sales charges assessed.
Trustee Expenses The Trust compensates each Trustee who is not an employee of the Adviser or its affiliates. The costs of paying Trustee compensation and expenses are allocated to each Fund based on its average daily net assets.
6. FUND SHARE TRANSACTIONS Transactions in Funds shares for the period ended February 28, 2010 and for the year ended August 31, 2009 were as follows:
| | | | | |
Active Bond Fund | | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 500,409 | $4,813,473 | 434,999 | $3,745,649 |
Distributions reinvested | | 89,709 | 849,264 | 228,022 | 1,917,328 |
Repurchased | | (325,435) | (3,133,104) | (782,499) | (6,612,314) |
Net increase (decrease) | | 264,683 | $2,529,633 | (119,478) | ($949,337) |
|
Class NAV shares | | | | | |
Sold | | 6,288,508 | $60,037,549 | 13,197,254 | $111,468,719 |
Distributions reinvested | | 1,506,023 | 14,251,311 | 3,821,180 | 32,095,020 |
Repurchased | | (1,792,057) | (17,279,336) | (19,652,661) | (165,413,864) |
Net increase (decrease) | | 6,002,474 | $57,009,524 | (2,634,227) | ($21,850,125) |
|
Net increase (decrease) | | 6,267,157 | $59,539,157 | (2,753,705) | ($22,799,462) |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
All Cap Core Fund | | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 1,821,770 | $13,891,405 | 13,452,401 | $83,842,423 |
Distributions reinvested | | 759,368 | 5,839,540 | 1,202,340 | 7,286,181 |
Repurchased | | (179,889) | (1,375,926) | (26,311,168) | (164,758,370) |
|
Net increase (decrease) | | 2,401,249 | $18,355,019 | (11,656,427) | ($73,629,766) |
|
All Cap Growth Fund | | Six months ended 2-28-10 | Year ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 162,491 | $2,007,867 | 6,659,982 | $67,463,747 |
Distributions reinvested | | 42,083 | 526,037 | 123,183 | 1,293,422 |
Repurchased | | (642,706) | (7,920,923) | (941,182) | (9,920,162) |
Net increase (decrease) | | (438,132) | ($5,387,019) | 5,841,983 | $58,837,007 |
|
Class NAV shares | | | | | |
Sold | | — | — | 241,382 | $2,867,938 |
Repurchased | | — | — | (6,323,837) | (67,218,053) |
Net decrease | | — | — | (6,082,455) | ($64,350,115) |
|
Net decrease | | (438,132) | ($5,387,019) | (240,472) | ($5,513,108) |
|
1 Class NAV shares were terminated on 12-3-08. | | | |
|
All Cap Value Fund | | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 355,966 | $3,531,136 | 7,396,779 | $57,628,340 |
Distributions reinvested | | 25,848 | 261,582 | 281,814 | 2,254,513 |
Repurchased | | (699,203) | (6,947,468) | (942,910) | (7,612,935) |
Net increase (decrease) | | (317,389) | ($3,154,750) | 6,735,683 | $52,269,918 |
|
Class NAV shares | | | | | |
Sold | | 370,744 | $3,620,243 | 25,119,325 | $209,963,841 |
Distributions reinvested | | 98,440 | 991,294 | 118,452 | 942,883 |
Repurchased | | (198,561) | (1,999,796) | (2,816,595) | (23,241,944) |
Net increase | | 270,623 | $2,611,741 | 22,421,182 | $187,664,780 |
|
Net increase (decrease) | | (46,766) | ($543,009) | 29,156,865 | $239,934,698 |
|
Alpha Opportunities Fund | | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 2,572,810 | $28,019,475 | 62,325,689 | $565,737,804 |
Distributions reinvested | | 6,357,403 | 69,995,012 | 31,026 | 268,998 |
Repurchased | | (1,141,399) | (13,033,302) | (641,878) | (6,810,948) |
|
Net increase | | 7,788,814 | $84,981,185 | 61,714,837 | $559,195,854 |
|
1 Period from 10-7-08 (inception date) to 8-31-09. | | | | |
|
Alternative Asset Allocation Fund | | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class A shares | | | | | |
Sold | | — | — | 100,000 | $1,000,000 |
Distributions reinvested | | 4,761 | $63,655 | — | — |
Net increase | | 4,761 | $63,655 | 100,000 | $1,000,000 |
|
|
1 Period from 1-2-09 (inception date) to 8-31-09. | | | |
|
Blue Chip Growth Fund | | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 17,583,194 | $297,985,882 | 888,063 | $12,043,485 |
Distributions reinvested | | 24,858 | 432,630 | 29,937 | 371,815 |
Repurchased | | (1,498,001) | (25,512,150) | (1,181,788) | (16,186,261) |
Net increase (decrease) | | 16,110,051 | $272,906,362 | (263,788) | ($3,770,961) |
|
Class NAV shares | | | | | |
Sold | | 5,580,390 | $93,618,846 | 10,927,739 | $141,487,414 |
Distributions reinvested | | 111,988 | 1,942,437 | 321,726 | 3,992,625 |
Repurchased | | (1,777,330) | (30,666,767) | (27,365,374) | (359,553,539) |
Net increase (decrease) | | 3,915,048 | $64,894,516 | (16,115,909) | ($214,073,500) |
|
Net increase (decrease) | | 20,025,099 | $337,800,878 | (16,379,697) | ($217,844,461) |
|
Capital Appreciation Fund | | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 8,562,349 | $82,384,071 | 965,382 | $7,501,065 |
Distributions reinvested | | 29,216 | 288,944 | 28,991 | 204,967 |
Repurchased | | (920,024) | (8,889,039) | (994,131) | (7,853,639) |
Net increase | | 7,671,541 | $73,783,976 | 242 | ($147,607) |
|
Class NAV shares | | | | | |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
Sold | | 8,937,345 | $86,013,752 | 43,116,847 | $328,018,111 |
Distributions reinvested | | 317,122 | 3,136,340 | 526,685 | 3,728,929 |
Repurchased | | (4,703,944) | (46,273,484) | (16,144,174) | (120,212,860) |
Net increase | | 4,550,523 | $42,876,608 | 27,499,358 | $211,534,180 |
|
Net increase | | 12,222,064 | $116,660,584 | 27,499,600 | $211,386,573 |
|
Core Bond Fund | | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 310,259 | $4,084,323 | 735,307 | $9,129,567 |
Distributions reinvested | | 24,727 | 322,469 | 25,511 | 313,645 |
Repurchased | | (232,469) | (3,040,565) | (356,061) | (4,378,226) |
Net increase | | 102,517 | $1,366,227 | 404,757 | $5,064,986 |
|
Class NAV shares | | | | | |
Sold | | 2,030,745 | $26,678,672 | 19,001,229 | $238,596,906 |
Distributions reinvested | | 949,792 | 12,376,159 | 948,219 | 11,648,365 |
Repurchased | | (169,948) | (2,234,877) | (9,748,353) | (116,900,767) |
Net increase | | 2,810,589 | $36,819,954 | 10,201,095 | $133,344,504 |
|
Net increase | | 2,913,106 | $38,186,181 | 10,605,852 | $138,409,490 |
|
Core Diversified Growth & Income Portfolio | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 1,011,047 | $9,048,478 | 1,279,236 | $9,607,598 |
Distributions reinvested | | 44,653 | 403,216 | 6,561 | 47,109 |
Repurchased | | (186,822) | (1,654,006) | (30,388) | (236,087) |
|
Net increase | | 868,878 | $7,797,688 | 1,255,409 | $9,418,620 |
|
Core Fundamental Holdings Portfolio | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 374,155 | $3,423,035 | 858,585 | $6,629,857 |
Distributions reinvested | | 30,626 | 280,537 | 3,897 | 29,345 |
Repurchased | | (146,902) | (1,338,652) | (59,177) | (489,241) |
|
Net increase | | 257,879 | $2,364,920 | 803,305 | $6,169,961 |
|
Core Global Diversification Portfolio | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 1,146,657 | $10,349,590 | 834,648 | $6,226,498 |
Distributions reinvested | | 38,057 | 343,658 | 5,103 | 34,804 |
Repurchased | | (124,328) | (1,108,670) | (34,825) | (275,852) |
|
Net increase | | 1,060,386 | $9,584,578 | 804,926 | $5,985,450 |
|
Emerging Markets Debt Fund | Period ended 2-28-101 | | |
| | Shares | Amount | | |
| |
Class A shares | | | | | |
Sold | | 1,200,000 | $12,000,000 | | |
Net increase | | 1,200,000 | $12,000,000 | | |
| |
Class I shares | | | | | |
Sold | | 300,000 | $3,000,000 | | |
Net increase | | 300,000 | $3,000,000 | | |
| |
Net increase | | 1,500,000 | $15,000,000 | | |
|
1 Period from 1-4-10 (inception date) to 2-28-10. | | | | |
|
Emerging Markets Value Fund | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 7,393,472 | $74,167,478 | 68,907,123 | $383,341,352 |
Distributions reinvested | | 1,301,528 | 13,574,945 | 4,001,143 | 21,646,182 |
Repurchased | | (6,905,669) | (70,991,508) | (19,841,730) | (147,386,474) |
|
Net increase | | 1,789,331 | $16,750,915 | 53,066,536 | $257,601,060 |
|
Equity-Income Fund | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 406,252 | $5,070,401 | 1,711,067 | $17,874,688 |
Distributions reinvested | | 218,164 | 2,722,683 | 1,457,662 | 15,013,923 |
Repurchased | | (1,013,807) | (12,554,665) | (1,544,435) | (16,442,282) |
Net increase (decrease) | | (389,391) | ($4,761,581) | 1,624,294 | $16,446,329 |
|
Class NAV shares | | | | | |
Sold | | 4,248,835 | $52,435,241 | 19,424,390 | $190,012,653 |
Distributions reinvested | | 1,114,103 | 13,892,855 | 6,828,433 | 70,264,573 |
Repurchased | | (374,203) | (4,612,035) | (20,832,883) | (229,502,710) |
Net increase | | 4,988,735 | $61,716,061 | 5,419,940 | $30,774,516 |
|
Net increase | | 4,599,344 | $56,954,480 | 7,044,234 | $47,220,845 |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
Fundamental Value Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 141,879 | $1,876,389 | 4,092,872 | $42,923,521 |
Distributions reinvested | | 60,158 | 800,100 | 106,900 | 1,121,380 |
Repurchased | | (709,175) | (9,319,003) | (842,270) | (9,089,292) |
Net increase (decrease) | | (507,138) | ($6,642,514) | 3,357,502 | $34,955,609 |
|
Class NAV shares | | | | | |
Sold | | 3,701,104 | $48,535,086 | 24,286,333 | $247,884,176 |
Distributions reinvested | | 873,474 | 11,591,001 | 1,275,339 | 13,340,051 |
Repurchased | | (1,602,893) | (21,238,890) | (19,789,519) | (218,868,125) |
Net increase | | 2,971,685 | $38,887,197 | 5,772,153 | $42,356,102 |
|
Net increase | | 2,464,547 | $32,244,683 | 9,129,655 | $77,311,711 |
|
Global Agribusiness Fund | | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class A shares | | | | | |
Sold | | — | — | 100,000 | $1,000,000 |
Distributions reinvested | | 1,393 | $16,597 | 364 | 3,919 |
Net increase | | 1,393 | $16,597 | 100,364 | $1,003,919 |
|
Class R3 shares | | | | | |
Sold | | — | — | 100,000 | $1,000,000 |
Distributions reinvested | | 1,614 | $19,246 | 476 | 5,119 |
Net increase | | 1,614 | $19,246 | 100,476 | $1,005,119 |
|
Net increase | | 3,007 | $35,843 | 200,840 | $2,009,038 |
|
1 Period from 1-2-09 (inception date) to 8-31-09. | | | | |
|
Global Bond Fund | | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 700,976 | $8,725,323 | 592,681 | $7,063,630 |
Distributions reinvested | | 462,751 | 5,497,480 | 1,198,473 | 13,111,298 |
Repurchased | | (282,544) | (3,491,163) | (1,943,488) | (23,889,066) |
Net increase (decrease) | | 881,183 | $10,731,640 | (152,334) | ($3,714,138) |
|
Class NAV shares | | | | | |
Sold | | 6,968,693 | $86,157,270 | 14,755,274 | $170,390,401 |
Distributions reinvested | | 4,597,869 | 54,530,728 | 8,960,746 | 97,761,740 |
Repurchased | | (1,818,027) | (22,725,794) | (10,304,360) | (125,333,579) |
Net increase | | 9,748,535 | $117,962,204 | 13,411,660 | $142,818,562 |
|
Net increase | | 10,629,718 | $128,693,844 | 13,259,326 | $139,104,424 |
|
Global Infrastructure Fund | | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class A shares | | | | | |
Sold | | — | — | 100,000 | $1,000,000 |
Distributions reinvested | | 1,121 | $12,312 | 1,214 | 11,386 |
Net increase | | 1,121 | $12,312 | 101,214 | $1,011,386 |
|
Class I shares | | | | | |
Sold | | — | — | 100,000 | $1,000,000 |
Distributions reinvested | | 1,337 | $14,707 | 1,319 | 12,389 |
Net increase | | 1,337 | $14,707 | 101,319 | $1,012,389 |
|
Net increase | | 2,458 | $27,019 | 202,533 | $2,023,775 |
|
1 Period from 1-2-09 (inception date) to 8-31-09. | | | | |
|
Global Real Estate Fund | | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 4,319,983 | $27,594,652 | 17,931,744 | $83,643,789 |
Distributions reinvested | | 1,855,292 | 12,096,501 | 3,312,402 | 16,836,266 |
Repurchased | | (2,143,030) | (14,060,383) | (52,245,635) | (280,570,461) |
|
Net increase (decrease) | | 4,032,245 | $25,630,770 | (31,001,489) | ($180,090,406) |
|
Global Timber Fund | | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class A shares | | | | | |
Sold | | — | — | 100,000 | $1,000,000 |
Distributions reinvested | | 162 | $1,900 | 426 | 3,924 |
Net increase | | 162 | $1,900 | 100,426 | $1,003,924 |
|
Class I shares | | | | | |
Sold | | — | — | 100,000 | $1,000,000 |
Distributions reinvested | | 262 | $3,082 | 537 | 4,959 |
Net increase | | 262 | $3,082 | 100,537 | $1,004,959 |
|
Net increase | | 424 | $4,982 | 200,963 | $2,008,883 |
|
1 Period from 1-2-09 (inception date) to 8-31-09. | | | | |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
High Income Fund | | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 598,443 | $4,424,333 | 13,461,666 | $65,914,601 |
Distributions reinvested | | 4,245,218 | 30,268,269 | 10,683,514 | 57,336,025 |
Repurchased | | (8,046,144) | (57,097,802) | (15,272,933) | (83,886,371) |
|
Net increase (decrease) | | (3,202,483) | ($22,405,200) | 8,872,247 | $39,364,255 |
|
High Yield Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 1,644,173 | $13,953,575 | 3,012,087 | $20,842,983 |
Distributions reinvested | | 458,101 | 3,833,366 | 718,394 | 4,779,611 |
Repurchased | | (1,051,265) | (8,939,524) | (1,191,632) | (8,165,151) |
Net increase | | 1,051,009 | $8,847,417 | 2,538,849 | $17,457,443 |
|
Class NAV shares | | | | | |
Sold | | 1,592,004 | $13,199,954 | 15,422,137 | $102,101,227 |
Distributions reinvested | | 6,526,558 | 54,220,965 | 22,179,420 | 145,505,694 |
Repurchased | | (12,800,237) | (107,628,411) | (96,016,333) | (660,010,339) |
Net decrease | | (4,681,675) | ($40,207,492) | (58,414,776) | ($412,403,418) |
|
Net decrease | | (3,630,666) | ($31,360,075) | (55,875,927) | ($394,945,975) |
|
Index 500 Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 22,269,385 | $180,173,373 | 227,842,402 | $1,531,455,178 |
Distributions reinvested | | 4,538,617 | 37,125,883 | 2,901,554 | 19,527,458 |
Repurchased | | (18,396,601) | (146,932,881) | (88,931,480) | (618,067,848) |
|
Net increase | | 8,411,401 | $70,366,375 | 141,812,476 | $932,914,788 |
|
International Equity Index Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 4,906,297 | $79,025,634 | 7,745,230 | $96,174,986 |
Distributions reinvested | | 771,721 | 12,540,484 | 764,817 | 9,391,951 |
Repurchased | | (504,686) | (8,339,206) | (14,397,343) | (192,129,420) |
|
Net increase (decrease) | | 5,173,332 | $83,226,912 | (5,887,296) | ($86,562,483) |
|
International Opportunities Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 5,424,763 | $70,137,954 | 769,809 | $7,623,458 |
Distributions reinvested | | 68,840 | 872,208 | 27,994 | 262,865 |
Repurchased | | (467,626) | (5,808,260) | (533,780) | (5,523,254) |
Net increase | | 5,025,977 | $65,201,902 | 264,023 | $2,363,069 |
|
Class NAV shares | | | | | |
Sold | | 5,874,166 | $72,728,853 | 11,813,975 | $115,024,206 |
Distributions reinvested | | 578,408 | 7,340,000 | 826,446 | 7,768,599 |
Repurchased | | (799,310) | (10,072,065) | (9,056,314) | (94,542,400) |
Net increase | | 5,653,264 | $69,996,788 | 3,584,107 | $28,250,405 |
|
Net increase | | 10,679,241 | $135,198,690 | 3,848,130 | $30,613,474 |
|
International Small Cap Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 1,264,093 | $16,819,316 | 6,401,461 | $60,916,529 |
Distributions reinvested | | 163,218 | 2,141,419 | 1,209,707 | 9,759,113 |
Repurchased | | (1,046,123) | (13,621,147) | (1,061,526) | (9,598,421) |
Net increase | | 381,188 | $5,339,588 | 6,549,642 | $61,077,221 |
|
Class NAV shares | | | | | |
Sold | | 510,971 | $6,665,777 | 3,648,017 | $34,368,305 |
Distributions reinvested | | 147,405 | 1,933,946 | 3,387,992 | 27,332,037 |
Repurchased | | (936,878) | (11,974,138) | (15,964,929) | (155,307,918) |
Net decrease | | (278,502) | ($3,374,415) | (8,928,920) | ($93,607,576) |
|
Net increase (decrease) | | 102,686 | $1,965,173 | (2,379,278) | ($32,530,355) |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
International Small Company Fund | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 1,367,192 | $9,920,499 | 6,187,305 | $37,068,576 |
Distributions reinvested | | 700,152 | 5,041,096 | 2,371,566 | 12,498,150 |
Repurchased | | (1,904,041) | (14,132,938) | (38,605,196) | (227,744,201) |
|
Net increase (decrease) | | 163,303 | $828,657 | (30,046,325) | ($178,177,475) |
|
International Value Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 392,446 | $5,426,313 | 705,634 | $7,699,836 |
Distributions reinvested | | 426,249 | 5,831,083 | 1,905,202 | 19,509,272 |
Repurchased | | (1,490,958) | (20,341,341) | (3,750,547) | (41,814,039) |
Net decrease | | (672,263) | ($9,083,945) | (1,139,711) | ($14,604,931) |
|
Class NAV shares | | | | | |
Sold | | 6,166,497 | $81,824,175 | 9,713,464 | $96,453,789 |
Distributions reinvested | | 1,276,486 | 17,411,266 | 5,530,988 | 56,471,391 |
Repurchased | | (3,121,492) | (42,210,407) | (16,637,868) | (187,156,148) |
Net increase (decrease) | | 4,321,491 | $57,025,034 | (1,393,416) | ($34,230,968) |
|
Net increase (decrease) | | 3,649,228 | $47,941,089 | (2,533,127) | ($48,835,899) |
|
Investment Quality Bond Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 756,054 | $9,036,038 | 1,342,355 | $14,893,793 |
Distributions reinvested | | 150,495 | 1,784,866 | 285,560 | 3,147,040 |
Repurchased | | (606,914) | (7,249,810) | (870,989) | (9,725,081) |
Net increase | | 299,635 | $3,571,094 | 756,926 | $8,315,752 |
|
Class NAV shares | | | | | |
Sold | | 1,462,894 | $17,415,481 | 1,804,356 | $20,253,131 |
Distributions reinvested | | 287,302 | 3,403,112 | 596,208 | 6,572,761 |
Repurchased | | (1,012,794) | (12,049,315) | (4,924,654) | (52,711,344) |
Net increase (decrease) | | 737,402 | $8,769,278 | (2,524,090) | ($25,885,452) |
|
Net increase (decrease) | | 1,037,037 | $12,340,372 | (1,767,164) | ($17,569,700) |
|
Large Cap Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 1,727,421 | $19,448,147 | 476,744 | $4,384,915 |
Distributions reinvested | | 26,932 | 310,523 | 51,036 | 450,141 |
Repurchased | | (255,848) | (2,906,043) | (430,221) | (3,965,976) |
Net increase | | 1,498,505 | $16,852,627 | 97,559 | $869,080 |
|
Class NAV shares | | | | | |
Sold | | 196,451 | $2,193,840 | 3,872,293 | $34,916,118 |
Distributions reinvested | | 158,386 | 1,826,185 | 490,434 | 4,320,722 |
Repurchased | | (291,021) | (3,316,361) | (11,140,763) | (104,478,015) |
Net increase (decrease) | | 63,816 | $703,664 | (6,778,036) | ($65,241,175) |
|
Net increase (decrease) | | 1,562,321 | $17,556,291 | (6,680,477) | ($64,372,095) |
|
Large Cap Value Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 146,425 | $2,470,937 | 787,705 | $11,833,659 |
Distributions reinvested | | 65,819 | 1,120,244 | 91,070 | 1,419,786 |
Repurchased | | (670,007) | (11,052,702) | (577,739) | (8,940,990) |
Net increase (decrease) | | (457,763) | ($7,461,521) | 301,036 | $4,312,455 |
|
Class NAV shares | | | | | |
Sold | | 2,645,660 | $44,393,576 | 8,357,280 | $119,587,418 |
Distributions reinvested | | 396,749 | 6,764,574 | 414,458 | 6,469,691 |
Repurchased | | (1,064,485) | (17,960,675) | (9,971,730) | (154,430,247) |
Net increase (decrease) | | 1,977,924 | $33,197,475 | (1,199,992) | ($28,373,138) |
|
Net increase (decrease) | | 1,520,161 | $25,735,954 | (898,956) | ($24,060,683) |
|
Mid Cap Index Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 1,139,044 | $17,597,565 | 20,081,316 | $244,359,674 |
Distributions reinvested | | 360,120 | 5,711,496 | 806,316 | 9,329,070 |
Repurchased | | (1,411,017) | (22,174,062) | (4,104,625) | (46,923,803) |
|
Net increase | | 88,147 | $1,134,999 | 16,783,007 | $206,764,941 |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
Mid Cap Stock Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 535,446 | $7,372,244 | 1,498,482 | $16,519,734 |
Repurchased | | (1,412,324) | (19,158,133) | (2,530,777) | (28,735,579) |
Net decrease | | (876,878) | ($11,785,889) | (1,032,295) | ($12,215,845) |
|
Class NAV shares | | | | | |
Sold | | 1,350,787 | $18,299,133 | 18,280,389 | $198,682,567 |
Distributions reinvested | | 6,194 | 86,849 | 13,491 | 143,548 |
Repurchased | | (1,428,679) | (19,722,955) | (2,976,408) | (32,778,348) |
Net increase (decrease) | | (71,698) | ($1,336,973) | 15,317,472 | $166,047,767 |
|
Net increase (decrease) | | (948,576) | ($13,122,862) | 14,285,177 | $153,831,922 |
|
Mid Cap Value Equity Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 474,354 | $3,763,963 | 12,800,227 | $80,582,484 |
Distributions reinvested | | 220,083 | 1,771,675 | 498,499 | 2,951,115 |
Repurchased | | (655,680) | (5,261,987) | (521,042) | (3,603,952) |
|
Net increase | | 38,757 | $273,651 | 12,777,684 | $79,929,647 |
|
Mid Value Fund | | | | | |
| | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 921,731 | $12,333,695 | 24,395,377 | $259,753,505 |
Distributions reinvested | | 752,102 | 10,251,149 | — | — |
Repurchased | | (864,974) | (11,619,915) | (553,704) | (6,846,322) |
|
Net increase | | 808,859 | $10,964,929 | 23,841,673 | $252,907,183 |
|
1 Period from 1-2-09 (inception date) to 8-31-09. | | | | |
|
Optimized Value Fund | | | | | |
| | Six months ended 2-28-101 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class A shares | | | | | |
Sold | | 3,228 | $32,482 | 30,249 | $258,570 |
Distributions reinvested | | — | — | 180 | 1,531 |
Repurchased | | (34,101) | (349,927) | (3,311) | (32,469) |
Net increase (decrease) | | (30,873) | ($317,445) | 27,118 | $227,632 |
|
Class B shares | | | | | |
Sold | | — | — | 12,847 | $111,675 |
Distributions reinvested | | — | — | 38 | 328 |
Repurchased | | (10,009) | ($103,713) | (3,663) | (31,336) |
Net increase (decrease) | | (10,009) | ($103,713) | 9,222 | $80,667 |
|
Class C shares | | | | | |
Sold | | 150 | $1,521 | 982 | $6,930 |
Distributions reinvested | | — | — | 13 | 108 |
Repurchased | | (1,813) | (18,777) | — | — |
Net increase (decrease) | | (1,663) | ($17,256) | 995 | $7,038 |
|
Class R3 shares | | | | | |
Sold | | 696 | $7,000 | — | — |
Distributions reinvested | | — | — | 21 | $180 |
Repurchased | | (1,385) | (14,488) | — | — |
Net increase (decrease) | | (689) | ($7,488) | 21 | $180 |
|
Class 1 shares | | | | | |
Sold | | 93,095 | $964,405 | 266,435 | $2,272,763 |
Distributions reinvested | | 90,944 | 939,448 | 169,404 | 1,443,321 |
Repurchased | | (612,029) | (6,258,526) | (850,844) | (7,481,138) |
Net decrease | | (427,990) | ($4,354,673) | (415,005) | ($3,765,054) |
|
Class NAV shares | | | | | |
Sold | | 636,167 | $6,540,559 | 3,048,614 | $23,996,954 |
Distributions reinvested | | 508,324 | 5,250,993 | 1,321,422 | 11,271,727 |
Repurchased | | (57,254) | (566,780) | (32,364,754) | (288,588,326) |
Net increase (decrease) | | 1,087,237 | $11,224,772 | (27,994,718) | ($253,319,645) |
|
Net increase (decrease) | | 616,013 | $6,424,197 | (28,372,367) | ($256,769,182) |
|
1 Class A, B, C and I shares were terminated on 12-11-09. | | | | |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
Real Estate Equity Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 4,128,547 | $23,367,526 | 30,120,551 | $125,777,784 |
Distributions reinvested | | 973,205 | 5,771,107 | 1,459,051 | 7,003,443 |
Repurchased | | (5,823,490) | (34,077,652) | (23,628,488) | (117,665,680) |
|
Net increase (decrease) | | (721,738) | ($4,939,019) | 7,951,114 | $15,115,547 |
|
Real Estate Securities Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 21,232,413 | $196,749,506 | 1,716,912 | $12,760,497 |
Distributions reinvested | | 372,470 | 3,702,351 | 366,648 | 2,881,857 |
Repurchased | | (1,538,574) | (14,713,684) | (1,731,303) | (13,321,529) |
|
Net increase | | 20,066,309 | $185,738,173 | 352,257 | $2,320,825 |
|
Real Return Bond Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 1,324,228 | $16,484,646 | 2,359,564 | $28,706,140 |
Distributions reinvested | | 106,198 | 1,306,768 | 639,430 | 6,919,597 |
Repurchased | | (300,139) | (3,728,151) | (1,344,527) | (15,947,022) |
Net increase | | 1,130,287 | $14,063,263 | 1,654,467 | $19,678,715 |
|
Class NAV shares | | | | | |
Sold | | 11,622,400 | $142,567,403 | 36,720,066 | $425,088,369 |
Distributions reinvested | | 1,904,943 | 23,204,721 | 10,239,788 | 109,820,891 |
Repurchased | | (3,925,568) | (48,405,424) | (17,016,392) | (192,360,342) |
Net increase | | 9,601,775 | $117,366,700 | 29,943,462 | $342,548,918 |
|
Net increase | | 10,732,062 | $131,429,963 | 31,597,929 | $362,227,633 |
|
Short Term Government Income Fund | | | | | |
| | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 714,828 | $7,262,609 | 2,554,945 | $25,657,086 |
Distributions reinvested | | 48,316 | 487,990 | — | — |
Repurchased | | — | — | (110,067) | (1,105,072) |
|
Net increase | | 763,144 | $7,750,599 | 2,444,878 | $24,552,014 |
|
1 Period from 1-2-09 (inception date) to 8-31-09. | | | | |
|
Small Cap Growth Fund | | | | | |
| | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 377,533 | $3,395,833 | 17,421,171 | $133,757,170 |
Repurchased | | (1,791,251) | (15,983,146) | (2,886,232) | (23,076,750) |
|
Net increase (decrease) | | (1,413,718) | ($12,587,313) | 14,534,939 | $110,680,420 |
|
1 Period from 9-10-08 (inception date) to 8-31-09. | | | | |
|
Small Cap Index Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 1,522,233 | $15,661,529 | 8,174,345 | $65,808,763 |
Distributions reinvested | | 134,366 | 1,405,466 | 405,796 | 3,355,933 |
Repurchased | | (658,232) | (6,821,431) | (8,098,784) | (71,823,966) |
|
Net increase (decrease) | | 998,367 | $10,245,564 | 481,357 | ($2,659,270) |
|
Small Cap Opportunities Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 97,652 | $1,595,668 | 2,004,641 | $23,966,196 |
Distributions reinvested | | 4,374 | 70,639 | 53,884 | 644,449 |
Repurchased | | (281,941) | (4,490,329) | (449,346) | (5,822,702) |
Net increase (decrease) | | (179,915) | ($2,824,022) | 1,609,179 | $18,787,943 |
|
Class NAV shares | | | | | |
Sold | | 160,449 | $2,471,167 | 111,174 | $1,077,241 |
Distributions reinvested | | 7,199 | 115,688 | 97,175 | 1,156,381 |
Repurchased | | (186,722) | (3,034,778) | (1,815,298) | (23,774,397) |
Net decrease | | (19,074) | ($447,923) | (1,606,949) | ($21,540,775) |
|
Net increase (decrease) | | (198,989) | ($3,271,945) | 2,230 | ($2,752,832) |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
Small Cap Value Fund | | | | | |
| | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 276,840 | $3,653,412 | 6,557,463 | $70,234,361 |
Distributions reinvested | | 115,572 | 1,552,137 | — | — |
Repurchased | | (315,121) | (4,270,673) | (206,447) | (2,460,334) |
|
Net increase | | 77,291 | $934,876 | 6,351,016 | $67,774,027 |
|
1 Period from 12-16-08 (inception date) to 8-31-09. | | | | |
|
Small Company Growth Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 936,074 | $9,442,232 | 4,392,529 | $35,761,578 |
Distributions reinvested | | 12,825 | 132,484 | — | — |
Repurchased | | (343,861) | (3,586,039) | (5,683,860) | (48,300,649) |
|
Net increase (decrease) | | 605,038 | $5,988,677 | (1,291,331) | ($12,539,071) |
|
Small Company Value Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 268,989 | $5,578,304 | 507,097 | $8,989,437 |
Distributions reinvested | | 44,345 | 926,808 | 158,222 | 2,604,338 |
Repurchased | | (477,179) | (9,864,167) | (897,136) | (15,693,348) |
Net decrease | | (163,845) | ($3,359,055) | (231,817) | ($4,099,573) |
|
Class NAV shares | | | | | |
Sold | | 807,227 | $16,264,124 | 3,663,715 | $55,972,859 |
Distributions reinvested | | 128,190 | 2,675,344 | 541,021 | 8,894,391 |
Repurchased | | (557,772) | (11,747,464) | (7,697,335) | (133,089,097) |
Net increase (decrease) | | 377,645 | $7,192,004 | (3,492,599) | ($68,221,847) |
|
Net increase (decrease) | | 213,800 | $3,832,949 | (3,724,416) | ($72,321,420) |
|
Smaller Company Growth Fund | | | | | |
| | Six months ended 2-28-10 | Period ended 8-31-091 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 881,394 | $9,650,486 | 16,546,006 | $153,592,008 |
Repurchased | | (589,261) | (6,618,175) | (1,273,226) | (12,489,589) |
|
Net increase | | 292,133 | $3,032,311 | 15,272,780 | $141,102,419 |
|
1 Period from 10-7-08 (inception date) to 8-31-09. | | | | |
|
Spectrum Income Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 7,420,249 | $75,735,118 | 9,757,985 | $89,449,602 |
Distributions reinvested | | 2,245,407 | 22,829,936 | 6,416,463 | 58,098,237 |
Repurchased | | (18,010,572) | (185,187,032) | (31,631,473) | (279,477,968) |
Net decrease | | (8,344,916) | ($86,621,978) | (15,457,025) | ($131,930,129) |
|
|
Strategic Bond Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 624,085 | $6,588,318 | 835,593 | $7,764,854 |
Distributions reinvested | | 220,242 | 2,277,050 | 223,355 | 2,069,660 |
Repurchased | | (312,984) | (3,284,628) | (871,323) | (8,048,531) |
Net increase | | 531,343 | $5,580,740 | 187,625 | $1,785,983 |
|
Class NAV shares | | | | | |
Sold | | 1,623,339 | $16,897,190 | 9,544,418 | $88,849,831 |
Distributions reinvested | | 1,665,859 | 17,191,037 | 2,641,490 | 24,442,301 |
Repurchased | | (27,767,244) | (293,486,193) | (12,564,112) | (114,104,289) |
Net decrease | | (24,478,046) | ($259,397,966) | (378,204) | ($812,157) |
|
Net increase (decrease) | | (23,946,703) | ($253,817,226) | (190,579) | $973,826 |
|
Total Bond Market Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 12,807,729 | $133,150,295 | 48,579,397 | $478,866,200 |
Distributions reinvested | | 1,727,094 | 17,737,159 | 1,162,665 | 11,789,910 |
Repurchased | | (1,373,107) | (14,249,874) | (12,796,726) | (130,405,066) |
|
Net increase | | 13,161,716 | $136,637,580 | 36,945,336 | $360,251,044 |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
Total Return Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 4,158,175 | $58,681,128 | 5,014,687 | $66,769,458 |
Distributions reinvested | | 749,460 | 10,455,268 | 1,574,743 | 19,982,330 |
Repurchased | | (1,862,921) | (26,232,999) | (1,252,977) | (16,611,061) |
Net increase | | 3,044,714 | $42,903,397 | 5,336,453 | $70,140,727 |
|
Class NAV shares | | | | | |
Sold | | 15,014,220 | $210,402,963 | 26,780,172 | $354,828,065 |
Distributions reinvested | | 4,993,239 | 69,428,675 | 12,366,160 | 156,858,560 |
Repurchased | | (4,162,781) | (58,514,262) | (47,873,903) | (636,991,197) |
Net increase (decrease) | | 15,844,678 | $221,317,376 | (8,727,571) | ($125,304,572) |
|
Net increase (decrease) | | 18,889,392 | $264,220,773 | (3,391,118) | ($55,163,845) |
|
U.S. Government Securities Fund | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 558,670 | $6,844,301 | 1,122,209 | $13,618,577 |
Distributions reinvested | | 127,138 | 1,535,689 | 422,951 | 4,895,470 |
Repurchased | | (667,264) | (8,162,522) | (877,749) | (10,402,817) |
Net increase | | 18,544 | $217,468 | 667,411 | $8,111,230 |
|
Class NAV shares | | | | | |
Sold | | 727,345 | $8,867,394 | 607,780 | $7,297,301 |
Distributions reinvested | | 275,841 | 3,321,158 | 1,006,604 | 11,656,112 |
Repurchased | | (59,692) | (727,023) | (6,474,865) | (79,626,185) |
Net increase (decrease) | | 943,494 | $11,461,529 | (4,860,481) | ($60,672,772) |
|
Net increase (decrease) | | 962,038 | $11,678,997 | (4,193,070) | ($52,561,542) |
|
U.S. High Yield Bond Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class 1 shares | | | | | |
Sold | | 878,134 | $10,725,416 | 2,596,044 | $26,955,307 |
Distributions reinvested | | 138,571 | 1,674,161 | 118,287 | 1,205,635 |
Repurchased | | (407,528) | (4,977,405) | (258,865) | (2,762,895) |
Net increase | | 609,177 | $7,422,172 | 2,455,466 | $25,398,047 |
|
Class NAV shares | | | | | |
Sold | | 3,389,564 | $41,015,133 | 26,249,361 | $279,241,229 |
Distributions reinvested | | 2,645,392 | 31,937,732 | 4,356,344 | 43,524,775 |
Repurchased | | (12,366,441) | (150,525,176) | (10,639,879) | (101,445,679) |
Net increase (decrease) | | (6,331,485) | ($77,572,311) | 19,965,826 | $221,320,325 |
|
Net increase (decrease) | | (5,722,308) | ($70,150,139) | 22,421,292 | $246,718,372 |
|
U.S. Multi Sector Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 7,335,151 | $62,888,514 | 37,435,191 | $282,671,384 |
Distributions reinvested | | 1,385,592 | 12,428,759 | 1,871,614 | 14,280,412 |
Repurchased | | (3,530,560) | (31,293,805) | (27,681,795) | (215,379,965) |
|
Net increase | | 5,190,183 | $44,023,468 | 11,625,010 | $81,571,831 |
|
Value Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 286,343 | $2,431,596 | 13,649,139 | $90,460,239 |
Distributions reinvested | | 114,186 | 976,292 | 37,588 | 228,535 |
Repurchased | | (1,167,413) | (9,770,752) | (685,495) | (4,544,277) |
|
Net increase (decrease) | | (766,884) | ($6,362,864) | 13,001,232 | $86,144,497 |
|
Value & Restructuring Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 3,829,607 | $36,396,903 | 25,153,760 | $177,939,059 |
Distributions reinvested | | 752,057 | 7,347,600 | 833,670 | 5,685,628 |
Repurchased | | (3,829,948) | (37,080,866) | (14,265,751) | (107,513,036) |
|
Net increase | | 751,716 | $6,663,637 | 11,721,679 | $76,111,651 |
FUND SHARE TRANSACTIONS, CONTINUED
| | | | | |
Vista Fund | | | | | |
| | Six months ended 2-28-10 | Year ended 8-31-09 |
| | Shares | Amount | Shares | Amount |
|
Class NAV shares | | | | | |
Sold | | 2,416,417 | $16,998,465 | 23,309,641 | $149,259,434 |
Distributions reinvested | | — | — | 2,359,120 | 14,296,268 |
Repurchased | | (610,982) | (4,477,078) | (1,622,301) | (10,379,836) |
|
Net increase | | 1,805,435 | $12,521,387 | 24,046,460 | $153,175,866 |
7. PURCHASE AND SALE OF SECURITIES Purchases and sales of securities, other than short-term securities and U.S. Treasury obligations, are aggregated below for the period ended February 28, 2010. In addition, the purchases and sales of U.S. Treasury obligations are aggregated below for the period ended February 28, 2010.
| | | | |
| PURCHASES | SALES AND MATURITIES |
FUND | U.S. GOVERNMENT | OTHER ISSUERS | U.S. GOVERNMENT | OTHER ISSUERS |
|
Active Bond Fund | $167,992,817 | $122,161,864 | $125,865,492 | $102,655,830 |
All Cap Core Fund | — | 366,874,950 | — | 316,659,677 |
All Cap Growth Fund | — | 92,334,105 | — | 96,413,664 |
All Cap Value Fund | — | 147,601,072 | — | 148,599,438 |
Alpha Opportunities Fund | — | 612,649,065 | — | 619,151,234 |
Alternative Asset Allocation Fund | — | 116,315 | — | 99,330 |
Blue Chip Growth Fund | — | 756,283,803 | — | 415,625,356 |
Capital Appreciation Fund | — | 671,704,368 | — | 555,777,314 |
Core Bond Fund | 872,292,647 | 194,121,381 | 802,105,493 | 178,637,095 |
Core Diversified Growth & Income Portfolio | — | 17,492,228 | — | 9,811,953 |
Core Fundamental Holdings Portfolio | — | 8,546,736 | — | 6,278,241 |
Core Global Diversification Portfolio | — | 18,203,438 | — | 8,696,967 |
Emerging Markets Debt Fund | — | 18,381,055 | — | 4,692,895 |
Emerging Markets Value Fund | — | 125,906,683 | — | 135,443,349 |
Equity-Income Fund | — | 99,294,358 | — | 71,758,560 |
Fundamental Value Fund | — | 175,483,317 | — | 156,453,875 |
Global Agribusiness Fund | — | 879,148 | — | 874,910 |
Global Bond Fund | 248,515,130 | 478,357,762 | 326,016,496 | 306,278,090 |
Global Infrastructure Fund | — | 866,227 | — | 841,279 |
Global Real Estate Fund | — | 164,719,649 | — | 158,647,861 |
Global Timber Fund | — | 855,456 | — | 849,984 |
High Income Fund | — | 211,317,254 | — | 286,082,474 |
High Yield Fund | — | 520,946,523 | — | 556,333,505 |
Index 500 Fund | — | 124,464,829 | — | 117,006,809 |
International Equity Index Fund | — | 76,188,600 | — | 4,119,608 |
International Opportunities Fund | — | 663,719,612 | — | 558,188,712 |
International Small Cap Fund | — | 21,169,658 | — | 869,167,243 |
International Small Company Fund | — | 10,263,982 | — | 21,313,480 |
International Value Fund | — | 90,089,397 | — | 139,556,594 |
Investment Quality Bond Fund | 9,141,274 | 17,682,053 | 1,494,098 | 12,083,445 |
Large Cap Fund | — | 83,651,687 | — | 68,549,832 |
Large Cap Value Fund | — | 325,925,442 | — | 310,681,719 |
Mid Cap Index Fund | — | 51,627,504 | — | 53,709,215 |
Mid Cap Stock Fund | — | 526,820,368 | — | 556,862,599 |
Mid Cap Value Equity Fund | — | 42,413,086 | — | 45,980,988 |
Mid Value Fund | — | 73,803,542 | — | 86,715,643 |
Optimized Value Fund | — | 194,117,793 | — | 192,815,055 |
Real Estate Equity Fund | — | 36,710,766 | — | 53,192,820 |
Real Estate Securities Fund | — | 278,113,103 | — | 94,662,711 |
Real Return Bond Fund | 1,835,136,659 | 151,759,427 | 1,861,897,098 | 119,154,564 |
Short Term Government Income Fund | 26,248,062 | — | 18,902,632 | |
Small Cap Growth Fund | — | 74,444,463 | — | 94,117,035 |
Small Cap Index Fund | — | 15,763,279 | — | 8,045,351 |
Small Cap Opportunities Fund | — | 18,975,611 | — | 22,400,456 |
Small Cap Value Fund | — | 11,612,661 | — | 12,423,444 |
Small Company Growth Fund | — | 25,478,706 | — | 20,876,643 |
Small Company Value Fund | — | 41,864,616 | — | 43,449,445 |
Smaller Company Growth Fund | — | 75,163,441 | — | 71,212,470 |
Spectrum Income Fund | 124,114,283 | 238,581,350 | 139,480,448 | 304,299,347 |
Strategic Bond Fund | 175,385,945 | 81,152,367 | 269,569,764 | 217,922,861 |
Total Bond Market Fund | 151,626,634 | 27,119,028 | 32,318,855 | 4,440,974 |
Total Return Fund | 1,962,015,393 | 174,048,858 | 2,356,121,255 | 138,611,918 |
U.S. Government Securities Fund | 63,495,342 | 1,018,115 | 88,021,993 | 12,733,705 |
PURCHASE AND SALE OF SECURITIES, CONTINUED
| | | | |
| PURCHASES | SALES AND MATURITIES |
FUND | U.S. GOVERNMENT | OTHER ISSUERS | U.S. GOVERNMENT | OTHER ISSUERS |
|
U.S. High Yield Bond Fund | — | $247,865,825 | — | $300,655,092 |
U.S. Multi Sector Fund | — | 196,310,721 | — | 168,734,445 |
Value Fund | — | 33,603,048 | — | 42,653,706 |
Value & Restructuring Fund | — | 57,016,468 | — | 63,873,940 |
Vista Fund | — | 182,039,538 | — | 170,637,886 |
8. INVESTMENT BY AFFILIATED FUNDS Certain investors in the Fund are affiliated Funds and are managed by the Adviser and its affiliates. The affiliated Funds do not invest in the Fund for the purpose of exercising management or control; however, this investment may represent a significant portion of the Fund’s net assets. The following Funds had an affiliate ownership concentration of 5% or more of a Funds’ net assets as of February 28, 2010:
| | | | |
Fund | Affiliate Concentration | | Fund | Affiliate Concentration |
| |
|
Active Bond Fund | 94.4% | | Mid Cap Stock Fund | 63.6% |
All Cap Core Fund | 100.0% | | Mid Cap Value Equity Fund | 100.0% |
All Cap Value Fund | 76.8% | | Mid Value Fund | 100.0% |
Alpha Opportunities Fund | 100.0% | | Optimized Value Fund | 85.5% |
Blue Chip Growth Fund | 76.6% | | Real Estate Equity Fund | 99.9% |
Capital Appreciation Fund | 79.1% | | Real Return Bond Fund | 94.1% |
Core Bond Fund | 97.5% | | Short Term Government Income Fund | 99.7% |
Emerging Markets Value Fund | 97.1% | | Small Cap Growth Fund | 100.0% |
Equity-Income Fund | 83.7% | | Small Cap Index Fund | 100.0% |
Fundamental Value Fund | 89.4% | | Small Cap Opportunities Fund | 56.0% |
Global Bond Fund | 91.0% | | Small Cap Value Fund | 100.0% |
Global Real Estate Fund | 99.9% | | Small Company Growth Fund | 100.0% |
High Income Fund | 98.7% | | Small Company Value Fund | 73.3% |
High Yield Fund | 92.7% | | Smaller Company Growth Fund | 100.0% |
Index 500 Fund | 99.6% | | Spectrum Income Fund | 99.9% |
International Equity Index Fund | 98.9% | | Strategic Bond Fund | 82.1% |
International Opportunities Fund | 89.2% | | Total Bond Market Fund | 98.8% |
International Small Cap Fund | 49.1% | | Total Return Fund | 70.5% |
International Small Company Fund | 98.6% | | U.S. Government Securities Fund | 68.9% |
International Value Fund | 67.9% | | U.S. High Yield Bond Fund | 94.1% |
Investment Quality Bond Fund | 66.0% | | U.S. Multi Sector Fund | 99.7% |
Large Cap Fund | 84.9% | | Value Fund | 100.0% |
Large Cap Value Fund | 85.8% | | Value & Restructuring Fund | 100.0% |
Mid Cap Index Fund | 100.0% | | Vista Fund | 100.0% |
9. INVESTMENT IN AFFILIATED UNDERLYING FUNDS Alternative Asset Allocation Fund, Core Diversified Growth & Income Portfolio, Core Fundamental Holdings Portfolio and Core Global Diversification Portfolio invest primarily in affiliated underlying funds that are managed by the Adviser and affiliates. The Funds do not invest in the affiliated underlying funds for the purpose of exercising management or control; however, the Fund’s investment may represent a significant portion of each underlying Fund’s net assets. For the six months ended February 28, 2010, none of these Funds held 5% or more of an underlying Funds’ net assets.
John Hancock Funds II
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
At its meeting on December 15-17, 2009, the Board, including all of the Independent Trustees, approved the Emerging Markets Debt Fund (the “New Portfolio”), a new series of John Hancock Funds II (the “Trust”):
This section describes the evaluation by the Board of Trustees of:
(a) an amendment (the “Advisory Agreement Amendment”) to the advisory agreement between John Hancock Funds II (the “Trust”) and John Hancock Investment Management Services, LLC (the “Adviser” or “JHIMS”) to add the New Portfolio.
(b) an amendment to the subadvisory agreement between the Adviser and MFC Global Investment Management (U.S.), LLC (the “Subadviser”) to add the New Portfolio (the “Subadvisory Agreement Amendment”).
Evaluation by the Board of Trustees
The Board, including the Independent Trustees, is responsible for selecting the Trust’s Adviser, approving the Adviser’s selection of subadvisers for each of the portfolios of the Trust (the “Funds”) and approving the Trust’s advisory and subadvisory agreements (and any sub-subadvisory agreements), their periodic continuation and any amendments. Consistent with SEC rules, the Board regularly evaluates the Trust’s advisory and subadvisory arrangements, including consideration of the factors listed below. The Board may also consider other factors (including conditions and trends prevailing generally in the economy, the securities markets and the industry) and does not treat any single factor as determinative, and each Trustee may attribute different weights to different factors. The Board is furnished with an analysis of its fiduciary obligations in connection with its evaluation and, throughout the evaluation process, the Board is assisted by counsel for the Trust and the Independent Trustees are also separately assisted by independent legal counsel. The factors considered by the Board are:
1. the nature, extent and quality of the services to be provided by the Adviser to the Trust and by the subadvisers to the Funds;
2. the investment performance of the Funds and their subadvisers;
3. the extent to which economies of scale would be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of Fund shareholders;
4. the costs of the services to be provided and the profits to be realized by the Adviser and its affiliates (including any subadvisers that are affiliated with the Adviser) from the Adviser’s relationship with the Trust; and
5. comparative services rendered and comparative advisory and subadvisory fee rates.
The Board believes that information relating to all of these factors is relevant to its evaluation of the Trust’s advisory agreement. With respect to its evaluation of subadvisory agreements (including any sub-subadvisory agreements) with entities that are not affiliated with the Adviser, the Board believes that, in view of the Trust’s “manager-of-managers” advisory structure, the costs of the services to be provided and the profits to be realized by those subadvisers that are not affiliated with the Adviser from their relationship with the Trust generally are not a material factor in the Board’s consideration of these subadvisory agreements because such fees are paid by the Adviser and not by the Funds and the Board relies on the ability of the Adviser to negotiate the subadvisory fees at arms-length.
In evaluating subadvisory arrangements, the Board also considers any other material business relationships that unaffiliated subadvisers and their affiliates have with the Adviser or its affiliates, including the involvement by certain affiliates of certain subadvisers in the distribution of financial products, including shares of the Trust, offered by the Adviser and other affiliates of the Adviser (“Material Relationships”).
Approval of Advisory Agreement
At its meeting on December 15-17, 2009, the Board, including all the Independent Trustees, approved the Advisory Agreement Amendment.
In approving the Advisory Agreement Amendment, and with reference to the factors that it regularly considers, the Board:
(1)–(a) considered the high value to the Trust of continuing its relationship with JHIMS as the Trust’s adviser, the skills and competency with which JHIMS has in the past managed the Trust’s affairs and its subadvisory relationships, JHIMS’s oversight and monitoring of the subadvisers’ investment performance and compliance programs including its timeliness in responding to performance issues and the qualifications of JHIMS’ personnel,
(b) considered JHIMS’s compliance policies and procedures and its responsiveness to regulatory changes and mutual fund industry developments, and
(c) considered JHIMS’s administrative capabilities, including its ability to supervise the other service providers for the Funds and concluded that JHIMS may reasonably be expected to perform its services under the Advisory Agreement with respect to the New Portfolio;
(2)–reviewed the advisory fee structure for the New Portfolio (including JHIMS’s agreement to waive a portion of its management fees or reimburse expenses based upon that portion of the aggregate net assets of all participating Funds that exceeds $85 billion) and the incorporation of the subadvisory fee breakpoints (as described below under “Approval of Subadvisory Agreements” below) and concluded that, although economies of scale cannot be measured with precision, these arrangements permit shareholders of the New Portfolio to benefit from economies of scale if the assets of the New Portfolio grow;
(3)–(a) reviewed and considered an analysis presented by JHIMS regarding the anticipated profitability of JHIMS’s and its affiliates’ relationship with the New Portfolio and whether JHIMS has the financial ability to provide a high level of services to the New Portfolio,
(b) considered that JHIMS derives reputational and other indirect benefits from providing advisory services to the New Portfolio, and
(c) noted that JHIMS will pay the subadvisory fee out of the advisory fees JHIMS will receive from the New Portfolio and concluded that the advisory fees to be paid by the Trust with respect to the New Portfolio are not unreasonable in light of such information; and
(d) considered that the Adviser should be entitled to earn a reasonable level of profits in exchange for the level of services it will provide to the New Portfolio and the entrepreneurial risk that it assumes as Adviser. Based upon its review, the Board concluded that the Adviser and its affiliates’ anticipated level of profitability, if any, from their relationship with the New Portfolio was reasonable and not excessive.
(4)–(a) reviewed comparative information with respect to the advisory fee rates and concluded that the anticipated advisory fees for the New Portfolio are generally within a competitive range of those incurred by other comparable funds. In this regard, the Board took into account management’s discussion with respect to the advisory fee structure. The Board also noted that the Adviser pays the subadvisory fees of New Portfolio. The Board also took into account the level and quality of services expected to be provided by JHIMS with respect to the New Portfolio, as well as the other factors considered.
Additional information that the Board considered in approving the Advisory Agreement Amendment is set forth in Appendix A.
Approval of Subadvisory Agreement
At its meeting on December 15-17, 2009, the Board, including all the Independent Trustees, approved the Subadvisory Agreement Amendment.
In making its determination with respect to the Subadvisory Agreement Amendment and with reference to the factors that it considers, the Board reviewed or considered:
(1) information relating to the Subadviser’s business, including current subadvisory services to the Trust,
John Hancock Funds II
Evaluation of Advisory and Subadvisory Agreements by the Board of Trustees
(2) that the Subadviser has extensive experience and demonstrated skills as a manager;
(3) the investment performance of other Trust and John Hancock Trust funds managed by the Subadviser, and
(4) the proposed subadvisory fee for the New Portfolio and comparative fee information as set forth in Appendix A.
The Board’s decision to approve the Subadvisory Agreement Amendment was based on a number of determinations, including the following:
(1) That the Subadviser currently manages other funds of the Trust and John Hancock Trust and the Board is generally satisfied with the Subadviser’s management of these funds;
(2) The subadvisory fees for the New Portfolio are: (i) within industry norms and (ii) paid by the Adviser and not by the Portfolio; and
(3) Subadvisory breakpoints are reflected as breakpoints in the advisory fees for the Portfolio.
John Hancock Funds II
| | | |
| Comparable Fund | | |
Fund | Performance | Estimated Fees and Expenses | |
(Subadviser) | as of September 30, 2009 | as of September 30, 2009 | Other Comments |
|
|
Emerging Markets | None | Subadvisory fees for this Fund | The Board noted that the peer |
Debt Fund | | were lower than its peer group | group for the Fund is very small. |
| | median. | |
|
(MFC Global (US)) | | Advisory fees for this Fund were | |
| | lower than its peer group | |
| | median. | |
|
John Hancock Funds II
For More Information
The business address for all Trustees and Officers is 601 Congress Street, Boston, Massachusetts 02210-2805.
The Statement of Additional Information, a separate document with supplemental information not contained in the Prospectus, includes additional information on the Board of Trustees and can be obtained without charge by calling 1-800-344-1029 or on the Securities and Exchange Commission (“SEC”) Web site at www.sec.gov.
PROXY VOTING POLICY A description of the Trust’s proxy voting policies and procedures and information regarding how the Trust voted proxies relating to fund securities during the most recent twelve-month period ended June 30 is available without charge, upon request, by calling 1-800-344-1029 or on the Trust’s Web site at www.jhfunds.com or on the SEC Web site at www.sec.gov.
QUARTERLY PORTFOLIO DISCLOSURE The Trust files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The fund’s Form N-Q is available electronically on the SEC Web site (www.sec.gov); hard copies may be reviewed and copied at the SEC’s Public Reference Room, 450 Fifth St., N.W., Washington, DC 20549. For more information on the Public Reference Room, call 1-800-SEC-0330.
The report is under the Sarbanes-Oxley Act, which requires mutual funds and other public companies to affirm that, to the best of their knowledge, the information in their financial reports is fairly and accurately stated in all material respects.

ITEM 2. CODE OF ETHICS.
(a)Not Applicable
(b)Not Applicable
(c)Not Applicable
(d)Not Applicable
(e)Not Applicable
(f)Not Applicable
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Not Applicable
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
(a) Not Applicable
(b) Not Applicable
(c) Not Applicable
(d) Not Applicable
(e) Not Applicable
(f) Not Applicable.
(g) Not Applicable
(h) Not Applicable
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS
Not Applicable.
ITEM 6. SCHEDULE OF INVESTMENTS.
(a) Included with Item 1.
(b) Not Applicable.
ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END
MANAGEMENT INVESTMENT COMPANIES.
Not Applicable.
ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT
COMPANIES.
Not Applicable.
ITEM 9. PURCHASE OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT
COMPANIES AND AFFILIATED PURCHASERS.
Not Applicable.
ITEM 10. SUBMISSION OF MATTERS TO VOTE OF SECURITY HOLDERS.
Not Applicable.
ITEM 11. CONTROLS AND PROCEDURES.
(a) EVALUATION OF DISCLOSURE CONTROLS AND PROCEDURES. The Registrant maintains disclosure controls and procedures that are designed to ensure that information required to be disclosed in this Form N-CSR is recorded, processed, summarized and reported within the periods specified in the rules and forms of the Securities and Exchange Commission. Such
disclosure controls and procedures include controls and procedures designed to ensure that such information is accumulated and communicated to the Registrant's management, including its principal executive officer and principal financial officer, as appropriate, to allow timely decisions regarding required disclosure.
Within 90 days prior to the filing date of this Form N-CSR, the Registrant had carried out an evaluation, under the supervision and with the participation of the Registrant's management, including the Registrant's principal executive officer and the Registrant's principal financial officer, of the effectiveness of the design and operation of the Registrant's disclosure controls and procedures relating to information required to be disclosed on Form N-CSR. Based on such evaluation, the Registrant's principal executive officer and principal financial officer concluded that the Registrant's disclosure controls and procedures are operating effectively to ensure that:
(i) information required to be disclosed in this Form N-CSR is recorded, processed, summarized and reported within the periods specified in the rules and forms of the Securities and Exchange Commission, and (ii) information is accumulated and communicated to the Registrant’s management, including its principal executive officer and principal financial officer, as appropriate, to allow timely decisions regarding required disclosure.
(b) CHANGE IN REGISTRANT’S INTERNAL CONTROL: Not Applicable.
ITEM 12. EXHIBITS.
(a)(1) Not applicable
(a)(2)(i) CERTIFICATION OF PRINCIPAL EXECUTIVE OFFICER.
(a)(2)(ii) CERTIFICATION OF PRINCIPAL FINANCIAL OFFICER.
(b) CERTIFICATION PURSUANT TO Rule 30a-2(b) OF THE INVESTMENT COMPANY ACT OF 1940
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
/s/ Hugh McHaffie
_______________________________
Hugh McHaffie
President
Date: April 21, 2010
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
/s/ Hugh McHaffie
________________________________
Hugh McHaffie
President
Date: April 21, 2010
/s/ Charles A. Rizzo
_________________________________
Charles A. Rizzo
Chief Financial Officer
Date: April 21, 2010