John Hancock
Balanced Fund
Quarterly portfolio holdings 1/31/2023
Fund’s investments |
As of 1-31-23 (unaudited)
Shares | Value | ||||
Common stocks 59.4% | $2,486,567,032 | ||||
(Cost $1,599,397,246) | |||||
Communication services 4.7% | 197,175,697 | ||||
Interactive media and services 3.9% | |||||
Alphabet, Inc., Class A (A) | 1,666,174 | 164,684,638 | |||
Media 0.8% | |||||
Comcast Corp., Class A | 825,694 | 32,491,059 | |||
Consumer discretionary 7.1% | 296,097,315 | ||||
Internet and direct marketing retail 3.4% | |||||
Amazon.com, Inc. (A) | 1,391,660 | 143,521,896 | |||
Multiline retail 0.8% | |||||
Dollar General Corp. | 145,316 | 33,945,818 | |||
Specialty retail 2.9% | |||||
Dick’s Sporting Goods, Inc. (B) | 308,787 | 40,376,988 | |||
Lowe’s Companies, Inc. | 272,265 | 56,699,186 | |||
Ulta Beauty, Inc. (A) | 41,936 | 21,553,427 | |||
Consumer staples 4.8% | 202,391,165 | ||||
Beverages 1.0% | |||||
Anheuser-Busch InBev SA/NV | 689,563 | 41,623,067 | |||
Food and staples retailing 2.8% | |||||
Sysco Corp. | 346,793 | 26,862,586 | |||
Walmart, Inc. | 631,516 | 90,856,207 | |||
Household products 1.0% | |||||
The Procter & Gamble Company | 302,355 | 43,049,305 | |||
Energy 4.7% | 194,578,410 | ||||
Oil, gas and consumable fuels 4.7% | |||||
ConocoPhillips | 404,568 | 49,304,702 | |||
Devon Energy Corp. | 500,098 | 31,626,198 | |||
Pioneer Natural Resources Company | 145,202 | 33,447,281 | |||
Suncor Energy, Inc. | 931,845 | 32,353,658 | |||
Valero Energy Corp. | 341,688 | 47,846,571 | |||
Financials 6.6% | 276,478,027 | ||||
Banks 2.8% | |||||
Citizens Financial Group, Inc. | 634,936 | 27,505,428 | |||
First Interstate BancSystem, Inc., Class A | 307,308 | 11,026,211 | |||
JPMorgan Chase & Co. | 576,622 | 80,704,015 | |||
Capital markets 0.8% | |||||
The Goldman Sachs Group, Inc. | 91,582 | 33,501,611 | |||
Consumer finance 0.6% | |||||
Discover Financial Services | 219,440 | 25,615,231 | |||
Diversified financial services 1.9% | |||||
Berkshire Hathaway, Inc., Class B (A) | 249,916 | 77,853,832 | |||
Insurance 0.5% | |||||
Arthur J. Gallagher & Company | 103,575 | 20,271,699 | |||
Health care 9.9% | 415,021,706 | ||||
Biotechnology 2.4% | |||||
Genmab A/S (A) | 30,901 | 12,110,002 | |||
Gilead Sciences, Inc. | 514,218 | 43,163,459 |
2 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Shares | Value | ||||
Health care (continued) | |||||
Biotechnology (continued) | |||||
Regeneron Pharmaceuticals, Inc. (A) | 16,214 | $12,297,833 | |||
Sage Therapeutics, Inc. (A) | 234,359 | 10,391,478 | |||
Vertex Pharmaceuticals, Inc. (A) | 70,912 | 22,911,667 | |||
Health care equipment and supplies 0.9% | |||||
Abbott Laboratories | 326,057 | 36,045,601 | |||
Health care providers and services 2.2% | |||||
McKesson Corp. | 67,578 | 25,590,437 | |||
UnitedHealth Group, Inc. | 132,723 | 66,253,994 | |||
Life sciences tools and services 1.3% | |||||
PerkinElmer, Inc. | 98,257 | 13,513,285 | |||
Thermo Fisher Scientific, Inc. | 76,198 | 43,458,005 | |||
Pharmaceuticals 3.1% | |||||
AstraZeneca PLC | 254,362 | 33,324,559 | |||
Eli Lilly & Company | 204,642 | 70,427,544 | |||
Pfizer, Inc. | 578,212 | 25,533,842 | |||
Industrials 4.4% | 182,486,773 | ||||
Industrial conglomerates 1.7% | |||||
Honeywell International, Inc. | 178,474 | 37,208,260 | |||
Siemens AG | 207,073 | 32,345,764 | |||
Machinery 2.7% | |||||
Deere & Company | 145,299 | 61,438,229 | |||
Ingersoll Rand, Inc. | 919,545 | 51,494,520 | |||
Information technology 13.6% | 570,962,910 | ||||
Communications equipment 1.7% | |||||
Cisco Systems, Inc. | 1,478,431 | 71,955,237 | |||
Electronic equipment, instruments and components 0.6% | |||||
TE Connectivity, Ltd. | 186,965 | 23,772,600 | |||
IT services 0.7% | |||||
PayPal Holdings, Inc. (A) | 351,613 | 28,652,943 | |||
Semiconductors and semiconductor equipment 3.3% | |||||
Broadcom, Inc. | 175,435 | 102,631,229 | |||
Micron Technology, Inc. | 620,704 | 37,428,451 | |||
Software 5.5% | |||||
Microsoft Corp. | 675,558 | 167,410,028 | |||
salesforce.com, Inc. (A) | 200,487 | 33,675,801 | |||
SAP SE, ADR (B) | 253,134 | 30,003,973 | |||
Technology hardware, storage and peripherals 1.8% | |||||
Apple, Inc. | 522,785 | 75,432,648 | |||
Materials 2.6% | 110,684,120 | ||||
Chemicals 0.7% | |||||
Linde PLC | 84,486 | 27,959,797 | |||
Containers and packaging 0.3% | |||||
Ball Corp. | 248,624 | 14,479,862 | |||
Metals and mining 1.6% | |||||
Freeport-McMoRan, Inc. | 1,529,459 | 68,244,461 | |||
Real estate 1.0% | 39,602,146 | ||||
Equity real estate investment trusts 1.0% | |||||
American Tower Corp. | 92,163 | 20,588,293 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 3 |
Shares | Value | ||||
Real estate (continued) | |||||
Equity real estate investment trusts (continued) | |||||
Digital Realty Trust, Inc. | 165,886 | $19,013,853 | |||
Utilities 0.0% | 1,088,763 | ||||
Multi-utilities 0.0% | |||||
Algonquin Power & Utilities Corp. | 40,250 | 1,088,763 | |||
Preferred securities 0.1% | $1,707,184 | ||||
(Cost $1,854,438) | |||||
Communication services 0.0% | 642,420 | ||||
Wireless telecommunication services 0.0% | |||||
Telephone & Data Systems, Inc., 6.625% | 33,200 | 642,420 | |||
Financials 0.0% | 188,699 | ||||
Banks 0.0% | |||||
Wells Fargo & Company, 7.500% | 150 | 188,699 | |||
Utilities 0.1% | 876,065 | ||||
Multi-utilities 0.1% | |||||
NiSource, Inc., 7.750% | 8,300 | 876,065 | |||
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 15.8% | $661,041,194 | ||||
(Cost $664,975,192) | |||||
U.S. Government 6.1% | 254,058,730 | ||||
U.S. Treasury | |||||
Bond | 2.250 | 02-15-52 | 8,387,000 | 6,301,389 | |
Bond | 3.000 | 02-15-47 | 684,000 | 601,813 | |
Bond | 3.000 | 08-15-52 | 122,500,000 | 108,393,339 | |
Bond | 3.375 | 08-15-42 | 41,523,000 | 39,258,699 | |
Bond | 3.375 | 11-15-48 | 8,387,000 | 7,921,456 | |
Bond | 4.000 | 11-15-42 | 39,239,000 | 40,551,054 | |
Bond | 4.000 | 11-15-52 | 24,280,000 | 25,964,425 | |
Note | 3.500 | 01-31-28 | 2,312,000 | 2,301,704 | |
Note | 3.875 | 01-15-26 | 425,000 | 424,967 | |
Note | 4.125 | 11-15-32 | 21,235,000 | 22,339,884 | |
U.S. Government Agency 9.7% | 406,982,464 | ||||
Federal Home Loan Mortgage Corp. | |||||
15 Yr Pass Thru | 2.500 | 11-01-34 | 1,584,848 | 1,495,003 | |
15 Yr Pass Thru | 4.500 | 12-01-37 | 1,072,279 | 1,080,163 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 5,190,257 | 4,595,176 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 3,800,751 | 3,356,964 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 1,344,529 | 1,178,294 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 446,708 | 421,017 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 2,050,768 | 1,914,238 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 6,883,231 | 6,409,925 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 2,170,246 | 2,020,337 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 1,651,876 | 1,536,224 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 1,489,557 | 1,388,063 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 2,590,125 | 2,397,678 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 3,518,292 | 3,245,887 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 2,682,233 | 2,470,369 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 789,294 | 727,689 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 3,751,554 | 3,444,676 |
4 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.000 | 01-01-50 | 4,968,310 | $4,580,532 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 2,381,951 | 2,282,780 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 1,036,519 | 998,871 | |
30 Yr Pass Thru | 3.500 | 11-01-48 | 818,604 | 786,568 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 2,126,984 | 2,014,317 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 3,279,811 | 3,082,506 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 7,554,937 | 7,147,669 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 397,754 | 391,101 | |
30 Yr Pass Thru | 4.000 | 08-01-48 | 468,716 | 461,902 | |
30 Yr Pass Thru | 4.000 | 05-01-52 | 211,365 | 207,031 | |
30 Yr Pass Thru | 4.500 | 03-01-41 | 738,641 | 747,581 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 1,740,093 | 1,732,012 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 1,075,038 | 1,070,969 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 5,300,655 | 5,282,663 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 4,367,553 | 4,352,727 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 2,660,219 | 2,641,047 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 2,989,530 | 2,986,857 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 3,755,098 | 3,797,962 | |
30 Yr Pass Thru | 5.000 | 11-01-52 | 6,974,662 | 7,025,942 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 1,862,236 | 1,885,239 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 3,674,678 | 3,732,701 | |
30 Yr Pass Thru | 5.500 | 11-01-39 | 481,277 | 505,866 | |
30 Yr Pass Thru | 5.500 | 09-01-52 | 7,631,901 | 7,841,806 | |
Federal National Mortgage Association | |||||
15 Yr Pass Thru (C) | 4.500 | TBA | 7,124,000 | 7,178,822 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 5,609,157 | 5,650,399 | |
15 Yr Pass Thru | 4.500 | 12-01-37 | 1,791,193 | 1,804,363 | |
30 Yr Pass Thru | 2.000 | 10-01-50 | 1,477,790 | 1,265,400 | |
30 Yr Pass Thru | 2.000 | 02-01-52 | 17,681,038 | 14,979,667 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 10,089,427 | 8,961,015 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 6,993,405 | 6,176,289 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 3,762,384 | 3,319,844 | |
30 Yr Pass Thru | 2.500 | 10-01-51 | 1,819,034 | 1,605,075 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 4,032,540 | 3,570,825 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 4,206,001 | 3,703,067 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 37,619,962 | 33,074,515 | |
30 Yr Pass Thru | 3.000 | 02-01-43 | 270,459 | 252,646 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 110,653 | 104,195 | |
30 Yr Pass Thru | 3.000 | 05-01-43 | 171,278 | 161,282 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 1,982,862 | 1,842,971 | |
30 Yr Pass Thru | 3.000 | 02-01-47 | 1,690,731 | 1,574,620 | |
30 Yr Pass Thru | 3.000 | 10-01-47 | 3,480,684 | 3,236,208 | |
30 Yr Pass Thru | 3.000 | 12-01-47 | 916,364 | 848,278 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 4,007,157 | 3,699,406 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 714,365 | 657,939 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 2,388,261 | 2,179,840 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 1,766,786 | 1,702,815 | |
30 Yr Pass Thru | 3.500 | 06-01-43 | 3,311,943 | 3,196,021 | |
30 Yr Pass Thru | 3.500 | 12-01-44 | 615,439 | 590,820 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 534,063 | 514,369 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 210,075 | 202,328 | |
30 Yr Pass Thru | 3.500 | 07-01-47 | 4,811,608 | 4,632,670 | |
30 Yr Pass Thru | 3.500 | 12-01-47 | 762,520 | 730,112 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 4,160,821 | 3,977,479 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 5 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.500 | 09-01-49 | 452,426 | $429,521 | |
30 Yr Pass Thru | 3.500 | 01-01-50 | 1,526,678 | 1,448,434 | |
30 Yr Pass Thru | 3.500 | 03-01-50 | 2,670,386 | 2,533,526 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 1,988,015 | 1,897,930 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 2,656,610 | 2,510,078 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 984,179 | 974,998 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 443,828 | 439,687 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 3,022,007 | 2,993,809 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 3,387,761 | 3,374,664 | |
30 Yr Pass Thru | 4.000 | 04-01-48 | 490,765 | 484,881 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 442,831 | 436,829 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 393,778 | 384,380 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 542,703 | 534,330 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 1,237,140 | 1,216,120 | |
30 Yr Pass Thru | 4.000 | 08-01-49 | 2,404,800 | 2,367,698 | |
30 Yr Pass Thru | 4.000 | 02-01-50 | 1,922,325 | 1,880,652 | |
30 Yr Pass Thru | 4.000 | 03-01-51 | 7,889,529 | 7,720,962 | |
30 Yr Pass Thru | 4.000 | 08-01-51 | 4,203,975 | 4,132,546 | |
30 Yr Pass Thru | 4.000 | 10-01-51 | 8,568,917 | 8,361,735 | |
30 Yr Pass Thru | 4.000 | 04-01-52 | 835,499 | 814,188 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 227,387 | 222,511 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 13,005,922 | 12,678,252 | |
30 Yr Pass Thru (C) | 4.500 | TBA | 18,708,000 | 18,474,150 | |
30 Yr Pass Thru | 4.500 | 11-01-39 | 871,975 | 880,340 | |
30 Yr Pass Thru | 4.500 | 09-01-40 | 455,896 | 460,881 | |
30 Yr Pass Thru | 4.500 | 05-01-41 | 277,797 | 280,778 | |
30 Yr Pass Thru | 4.500 | 07-01-41 | 1,060,188 | 1,071,701 | |
30 Yr Pass Thru | 4.500 | 01-01-43 | 334,281 | 337,996 | |
30 Yr Pass Thru | 4.500 | 04-01-48 | 1,826,835 | 1,842,470 | |
30 Yr Pass Thru | 4.500 | 07-01-48 | 737,143 | 739,076 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 3,313,942 | 3,302,693 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 7,619,611 | 7,584,223 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 6,215,810 | 6,188,883 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 3,734,215 | 3,690,032 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 832,570 | 829,419 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 6,165,908 | 6,092,953 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 5,129,054 | 5,137,289 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 4,551,665 | 4,558,973 | |
30 Yr Pass Thru (C) | 5.000 | TBA | 17,652,000 | 17,716,816 | |
30 Yr Pass Thru | 5.000 | 08-01-52 | 12,003,332 | 12,234,125 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 3,448,852 | 3,493,609 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 3,616,501 | 3,663,433 | |
30 Yr Pass Thru | 5.500 | 10-01-52 | 6,857,779 | 7,027,106 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 5,952,883 | 6,116,609 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 2,191,931 | 2,252,217 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 3,907,362 | 4,002,618 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 2,277,429 | 2,357,859 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 2,131,069 | 2,183,687 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 1,943,982 | 1,990,766 | |
30 Yr Pass Thru | 7.000 | 06-01-32 | 540 | 573 | |
30 Yr Pass Thru | 7.500 | 04-01-31 | 974 | 1,045 | |
30 Yr Pass Thru | 8.000 | 01-01-31 | 729 | 781 |
6 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Foreign government obligations 0.1% | $3,942,707 | ||||
(Cost $4,292,758) | |||||
Argentina 0.0% | 1,160,180 | ||||
Republic of Argentina Bond (3.500% to 7-9-29, then 4.875% thereafter) | 3.500 | 07-09-41 | 3,410,000 | 1,160,180 | |
Qatar 0.1% | 2,782,527 | ||||
State of Qatar | |||||
Bond (D) | 3.375 | 03-14-24 | 1,718,000 | 1,689,378 | |
Bond (D) | 5.103 | 04-23-48 | 1,060,000 | 1,093,149 | |
Corporate bonds 16.5% | $692,523,469 | ||||
(Cost $772,361,414) | |||||
Communication services 1.6% | 68,917,934 | ||||
Diversified telecommunication services 0.4% | |||||
AT&T, Inc. | 3.500 | 06-01-41 | 2,780,000 | 2,231,841 | |
AT&T, Inc. | 3.650 | 06-01-51 | 3,575,000 | 2,750,364 | |
AT&T, Inc. | 3.800 | 02-15-27 | 320,000 | 310,918 | |
C&W Senior Financing DAC (D) | 6.875 | 09-15-27 | 1,450,000 | 1,379,356 | |
Connect Finco SARL (D) | 6.750 | 10-01-26 | 2,042,000 | 1,952,663 | |
GCI LLC (D) | 4.750 | 10-15-28 | 860,000 | 757,264 | |
Kenbourne Invest SA (D) | 4.700 | 01-22-28 | 309,000 | 231,137 | |
Kenbourne Invest SA (D) | 6.875 | 11-26-24 | 311,000 | 288,841 | |
Level 3 Financing, Inc. (D) | 3.400 | 03-01-27 | 2,649,000 | 2,292,632 | |
Telesat Canada (D) | 5.625 | 12-06-26 | 652,000 | 301,139 | |
Total Play Telecomunicaciones SA de CV (D) | 6.375 | 09-20-28 | 1,376,000 | 1,164,633 | |
Total Play Telecomunicaciones SA de CV (D) | 7.500 | 11-12-25 | 2,803,000 | 2,614,358 | |
Entertainment 0.4% | |||||
Lions Gate Capital Holdings LLC (D) | 5.500 | 04-15-29 | 1,234,000 | 802,100 | |
Live Nation Entertainment, Inc. (D) | 4.750 | 10-15-27 | 626,000 | 579,050 | |
Netflix, Inc. | 4.875 | 04-15-28 | 3,225,000 | 3,212,906 | |
Netflix, Inc. (D) | 4.875 | 06-15-30 | 1,474,000 | 1,455,722 | |
Netflix, Inc. (D) | 5.375 | 11-15-29 | 435,000 | 441,190 | |
Netflix, Inc. | 5.875 | 11-15-28 | 3,100,000 | 3,216,029 | |
Take-Two Interactive Software, Inc. | 3.300 | 03-28-24 | 1,884,000 | 1,846,439 | |
Take-Two Interactive Software, Inc. | 3.550 | 04-14-25 | 1,085,000 | 1,052,581 | |
Warnermedia Holdings, Inc. (D) | 5.050 | 03-15-42 | 820,000 | 700,143 | |
Warnermedia Holdings, Inc. (D) | 5.141 | 03-15-52 | 2,969,000 | 2,465,934 | |
WMG Acquisition Corp. (D) | 3.875 | 07-15-30 | 1,491,000 | 1,314,317 | |
Interactive media and services 0.0% | |||||
Match Group Holdings II LLC (D) | 3.625 | 10-01-31 | 470,000 | 377,175 | |
Match Group Holdings II LLC (D) | 4.125 | 08-01-30 | 1,271,000 | 1,093,060 | |
Media 0.6% | |||||
CCO Holdings LLC (D) | 4.500 | 06-01-33 | 1,180,000 | 958,750 | |
Charter Communications Operating LLC | 3.900 | 06-01-52 | 1,314,000 | 896,615 | |
Charter Communications Operating LLC | 4.200 | 03-15-28 | 3,212,000 | 3,055,187 | |
Charter Communications Operating LLC | 4.800 | 03-01-50 | 3,225,000 | 2,539,536 | |
Charter Communications Operating LLC | 5.750 | 04-01-48 | 3,713,000 | 3,305,600 | |
Charter Communications Operating LLC | 6.484 | 10-23-45 | 2,885,000 | 2,838,105 | |
Globo Comunicacao e Participacoes SA (D) | 4.875 | 01-22-30 | 1,890,000 | 1,611,225 | |
LCPR Senior Secured Financing DAC (D) | 5.125 | 07-15-29 | 625,000 | 550,000 | |
News Corp. (D) | 3.875 | 05-15-29 | 1,943,000 | 1,738,558 | |
News Corp. (D) | 5.125 | 02-15-32 | 611,000 | 575,257 | |
Sirius XM Radio, Inc. (D) | 4.000 | 07-15-28 | 1,220,000 | 1,085,922 | |
Sirius XM Radio, Inc. (D) | 5.000 | 08-01-27 | 2,180,000 | 2,062,825 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Media (continued) | |||||
Stagwell Global LLC (D) | 5.625 | 08-15-29 | 2,178,000 | $1,908,473 | |
Univision Communications, Inc. (D) | 4.500 | 05-01-29 | 508,000 | 437,093 | |
Wireless telecommunication services 0.2% | |||||
Millicom International Cellular SA (D) | 5.125 | 01-15-28 | 180,000 | 160,274 | |
Millicom International Cellular SA (D) | 6.250 | 03-25-29 | 1,066,500 | 982,079 | |
MTN Mauritius Investments, Ltd. (D) | 4.755 | 11-11-24 | 1,260,000 | 1,229,221 | |
Sprint LLC | 7.875 | 09-15-23 | 1,454,000 | 1,475,625 | |
T-Mobile USA, Inc. | 2.875 | 02-15-31 | 245,000 | 209,454 | |
T-Mobile USA, Inc. | 3.375 | 04-15-29 | 2,210,000 | 2,014,262 | |
T-Mobile USA, Inc. | 3.875 | 04-15-30 | 3,015,000 | 2,823,793 | |
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) | 7.000 | 04-04-79 | 1,581,000 | 1,628,288 | |
Consumer discretionary 2.0% | 83,386,147 | ||||
Auto components 0.0% | |||||
Dealer Tire LLC (D) | 8.000 | 02-01-28 | 642,000 | 591,167 | |
Automobiles 0.8% | |||||
Ford Motor Company | 3.250 | 02-12-32 | 980,000 | 777,794 | |
Ford Motor Credit Company LLC | 2.900 | 02-16-28 | 330,000 | 283,832 | |
Ford Motor Credit Company LLC | 4.000 | 11-13-30 | 1,045,000 | 912,431 | |
Ford Motor Credit Company LLC | 4.125 | 08-17-27 | 2,039,000 | 1,880,529 | |
Ford Motor Credit Company LLC | 4.134 | 08-04-25 | 5,410,000 | 5,166,388 | |
Ford Motor Credit Company LLC | 5.113 | 05-03-29 | 3,014,000 | 2,856,390 | |
General Motors Company | 5.400 | 10-15-29 | 2,175,000 | 2,160,738 | |
General Motors Company | 5.400 | 04-01-48 | 1,375,000 | 1,219,687 | |
General Motors Financial Company, Inc. | 2.400 | 10-15-28 | 4,272,000 | 3,659,849 | |
General Motors Financial Company, Inc. | 3.600 | 06-21-30 | 5,367,000 | 4,723,644 | |
Hyundai Capital America (D) | 1.000 | 09-17-24 | 2,134,000 | 1,993,229 | |
Hyundai Capital America (D) | 1.800 | 10-15-25 | 934,000 | 851,860 | |
Hyundai Capital America (D) | 2.375 | 10-15-27 | 726,000 | 644,442 | |
Mercedes-Benz Finance North America LLC (D) | 3.500 | 08-03-25 | 895,000 | 869,030 | |
Nissan Motor Acceptance Company LLC (D) | 1.125 | 09-16-24 | 1,076,000 | 997,464 | |
Nissan Motor Acceptance Company LLC (D) | 2.000 | 03-09-26 | 1,011,000 | 896,502 | |
Nissan Motor Acceptance Company LLC (D) | 3.450 | 03-15-23 | 960,000 | 957,498 | |
Nissan Motor Company, Ltd. (D) | 3.522 | 09-17-25 | 1,078,000 | 1,017,591 | |
Diversified consumer services 0.1% | |||||
GEMS MENASA Cayman, Ltd. (D) | 7.125 | 07-31-26 | 1,011,000 | 998,044 | |
Service Corp. International | 4.000 | 05-15-31 | 1,444,000 | 1,262,749 | |
Sotheby’s (D) | 7.375 | 10-15-27 | 707,000 | 679,054 | |
Hotels, restaurants and leisure 0.7% | |||||
Affinity Gaming (D) | 6.875 | 12-15-27 | 579,000 | 518,350 | |
Booking Holdings, Inc. | 4.625 | 04-13-30 | 2,389,000 | 2,398,444 | |
Caesars Entertainment, Inc. (D) | 7.000 | 02-15-30 | 524,000 | 533,170 | |
CCM Merger, Inc. (D) | 6.375 | 05-01-26 | 503,000 | 486,653 | |
Choice Hotels International, Inc. | 3.700 | 12-01-29 | 1,287,000 | 1,158,413 | |
Choice Hotels International, Inc. | 3.700 | 01-15-31 | 959,000 | 849,863 | |
Expedia Group, Inc. | 2.950 | 03-15-31 | 1,494,000 | 1,257,929 | |
Expedia Group, Inc. | 4.625 | 08-01-27 | 2,078,000 | 2,045,643 | |
Expedia Group, Inc. | 5.000 | 02-15-26 | 2,261,000 | 2,262,646 | |
Full House Resorts, Inc. (D) | 8.250 | 02-15-28 | 730,000 | 680,506 | |
Hilton Grand Vacations Borrower Escrow LLC (D) | 4.875 | 07-01-31 | 1,016,000 | 881,055 | |
Hilton Grand Vacations Borrower Escrow LLC (D) | 5.000 | 06-01-29 | 1,285,000 | 1,149,240 | |
Hyatt Hotels Corp. | 6.000 | 04-23-30 | 1,032,000 | 1,063,436 |
8 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Hotels, restaurants and leisure (continued) | |||||
Jacobs Entertainment, Inc. (D) | 6.750 | 02-15-29 | 568,000 | $528,263 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 1,760,000 | 1,716,731 | |
MGM Resorts International | 4.750 | 10-15-28 | 2,307,000 | 2,091,806 | |
Midwest Gaming Borrower LLC (D) | 4.875 | 05-01-29 | 1,354,000 | 1,184,807 | |
Mohegan Tribal Gaming Authority (D) | 8.000 | 02-01-26 | 1,197,000 | 1,137,150 | |
New Red Finance, Inc. (D) | 4.000 | 10-15-30 | 2,882,000 | 2,453,303 | |
Premier Entertainment Sub LLC (D) | 5.625 | 09-01-29 | 807,000 | 580,032 | |
Resorts World Las Vegas LLC (D) | 4.625 | 04-16-29 | 1,290,000 | 1,054,901 | |
Resorts World Las Vegas LLC (D) | 4.625 | 04-06-31 | 600,000 | 463,759 | |
Travel + Leisure Company (D) | 4.625 | 03-01-30 | 1,354,000 | 1,151,355 | |
Travel + Leisure Company | 6.600 | 10-01-25 | 585,000 | 582,052 | |
Wyndham Hotels & Resorts, Inc. (D) | 4.375 | 08-15-28 | 741,000 | 683,428 | |
Yum! Brands, Inc. | 3.625 | 03-15-31 | 1,378,000 | 1,174,646 | |
Yum! Brands, Inc. (D) | 4.750 | 01-15-30 | 908,000 | 849,207 | |
Household durables 0.1% | |||||
Brookfield Residential Properties, Inc. (D) | 5.000 | 06-15-29 | 773,000 | 613,878 | |
Century Communities, Inc. (D) | 3.875 | 08-15-29 | 1,545,000 | 1,298,812 | |
KB Home | 4.000 | 06-15-31 | 1,246,000 | 1,038,963 | |
KB Home | 7.250 | 07-15-30 | 330,000 | 329,484 | |
MDC Holdings, Inc. | 2.500 | 01-15-31 | 632,000 | 482,478 | |
Internet and direct marketing retail 0.0% | |||||
eBay, Inc. | 2.700 | 03-11-30 | 2,477,000 | 2,177,055 | |
Multiline retail 0.1% | |||||
Dollar Tree, Inc. | 4.200 | 05-15-28 | 3,698,000 | 3,635,486 | |
Macy’s Retail Holdings LLC (D) | 5.875 | 04-01-29 | 287,000 | 266,914 | |
Macy’s Retail Holdings LLC (D) | 5.875 | 03-15-30 | 103,000 | 94,015 | |
Macy’s Retail Holdings LLC (D) | 6.125 | 03-15-32 | 188,000 | 168,260 | |
Specialty retail 0.2% | |||||
Asbury Automotive Group, Inc. (D) | 4.625 | 11-15-29 | 274,000 | 241,789 | |
Asbury Automotive Group, Inc. | 4.750 | 03-01-30 | 884,000 | 773,282 | |
AutoNation, Inc. | 4.750 | 06-01-30 | 995,000 | 933,512 | |
Group 1 Automotive, Inc. (D) | 4.000 | 08-15-28 | 616,000 | 541,747 | |
Ken Garff Automotive LLC (D) | 4.875 | 09-15-28 | 603,000 | 519,334 | |
Lithia Motors, Inc. (D) | 3.875 | 06-01-29 | 577,000 | 490,265 | |
Lithia Motors, Inc. (D) | 4.375 | 01-15-31 | 577,000 | 491,258 | |
Lithia Motors, Inc. (D) | 4.625 | 12-15-27 | 288,000 | 267,840 | |
The Michaels Companies, Inc. (D) | 5.250 | 05-01-28 | 1,748,000 | 1,457,675 | |
The Michaels Companies, Inc. (D) | 7.875 | 05-01-29 | 1,615,000 | 1,227,400 | |
Consumer staples 0.5% | 20,945,393 | ||||
Beverages 0.1% | |||||
Anheuser-Busch Companies LLC | 4.900 | 02-01-46 | 866,000 | 845,286 | |
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 1,556,000 | 1,472,012 | |
Food and staples retailing 0.0% | |||||
Advantage Sales & Marketing, Inc. (D) | 6.500 | 11-15-28 | 1,728,000 | 1,313,280 | |
Food products 0.4% | |||||
Coruripe Netherlands BV (D) | 10.000 | 02-10-27 | 1,488,000 | 1,119,274 | |
JBS USA LUX SA (D) | 3.625 | 01-15-32 | 1,400,000 | 1,169,560 | |
JBS USA LUX SA (D) | 3.750 | 12-01-31 | 434,000 | 366,634 | |
JBS USA LUX SA (D) | 5.125 | 02-01-28 | 909,000 | 889,205 | |
JBS USA LUX SA (D) | 5.750 | 04-01-33 | 2,479,000 | 2,430,808 | |
Kraft Heinz Foods Company | 4.375 | 06-01-46 | 3,663,000 | 3,198,512 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer staples (continued) | |||||
Food products (continued) | |||||
Kraft Heinz Foods Company | 4.875 | 10-01-49 | 944,000 | $882,928 | |
Kraft Heinz Foods Company | 5.000 | 06-04-42 | 1,265,000 | 1,217,494 | |
MARB BondCo PLC (D) | 3.950 | 01-29-31 | 1,895,000 | 1,492,464 | |
NBM US Holdings, Inc. (D) | 6.625 | 08-06-29 | 1,623,000 | 1,578,834 | |
Household products 0.0% | |||||
Edgewell Personal Care Company (D) | 4.125 | 04-01-29 | 595,000 | 518,394 | |
Edgewell Personal Care Company (D) | 5.500 | 06-01-28 | 961,000 | 910,077 | |
Personal products 0.0% | |||||
Natura Cosmeticos SA (D) | 4.125 | 05-03-28 | 889,000 | 733,567 | |
Oriflame Investment Holding PLC (D) | 5.125 | 05-04-26 | 1,277,000 | 807,064 | |
Energy 1.9% | 80,830,089 | ||||
Energy equipment and services 0.0% | |||||
CSI Compressco LP (D) | 7.500 | 04-01-25 | 1,439,000 | 1,351,250 | |
CSI Compressco LP (D) | 7.500 | 04-01-25 | 262,000 | 246,023 | |
CSI Compressco LP (10.000% Cash or 7.250% Cash and 3.500% PIK) (D) | 10.000 | 04-01-26 | 1,156,918 | 980,210 | |
Oil, gas and consumable fuels 1.9% | |||||
Aker BP ASA (D) | 3.000 | 01-15-25 | 1,070,000 | 1,025,457 | |
Aker BP ASA (D) | 3.100 | 07-15-31 | 1,805,000 | 1,533,099 | |
Aker BP ASA (D) | 3.750 | 01-15-30 | 1,310,000 | 1,187,110 | |
Aker BP ASA (D) | 4.000 | 01-15-31 | 2,648,000 | 2,415,941 | |
Altera Infrastructure LP (D)(E) | 8.500 | 07-15-23 | 1,216,000 | 30,400 | |
Antero Midstream Partners LP (D) | 5.375 | 06-15-29 | 1,269,000 | 1,178,584 | |
Antero Resources Corp. (D) | 5.375 | 03-01-30 | 230,000 | 214,475 | |
Ascent Resources Utica Holdings LLC (D) | 5.875 | 06-30-29 | 1,635,000 | 1,439,209 | |
Cheniere Energy Partners LP | 4.000 | 03-01-31 | 2,636,000 | 2,364,914 | |
Cheniere Energy Partners LP | 4.500 | 10-01-29 | 2,626,000 | 2,463,503 | |
CNX Resources Corp. (D) | 7.375 | 01-15-31 | 320,000 | 311,197 | |
Continental Resources, Inc. | 4.900 | 06-01-44 | 1,129,000 | 906,580 | |
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (D) | 5.850 | 05-21-43 | 1,132,000 | 1,117,850 | |
Diamondback Energy, Inc. | 3.125 | 03-24-31 | 1,354,000 | 1,181,949 | |
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) | 5.500 | 07-15-77 | 1,750,000 | 1,634,975 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 1,735,000 | 1,641,813 | |
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) | 6.250 | 03-01-78 | 1,755,000 | 1,670,203 | |
Energean Israel Finance, Ltd. (D) | 5.375 | 03-30-28 | 439,000 | 403,904 | |
Energean Israel Finance, Ltd. (D) | 5.875 | 03-30-31 | 772,000 | 696,745 | |
Energy Transfer LP | 4.200 | 04-15-27 | 1,199,000 | 1,158,548 | |
Energy Transfer LP | 5.150 | 03-15-45 | 1,898,000 | 1,712,800 | |
Energy Transfer LP | 5.250 | 04-15-29 | 3,812,000 | 3,847,654 | |
Energy Transfer LP | 5.400 | 10-01-47 | 1,349,000 | 1,237,154 | |
Energy Transfer LP | 5.500 | 06-01-27 | 1,831,000 | 1,858,625 | |
Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (F) | 6.500 | 11-15-26 | 2,395,000 | 2,246,223 | |
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) | 5.250 | 08-16-77 | 3,068,000 | 2,678,183 | |
EQM Midstream Partners LP (D) | 7.500 | 06-01-27 | 226,000 | 225,995 | |
EQM Midstream Partners LP (D) | 7.500 | 06-01-30 | 128,000 | 127,840 | |
EQT Corp. | 5.678 | 10-01-25 | 422,000 | 422,551 | |
Hess Midstream Operations LP (D) | 4.250 | 02-15-30 | 399,000 | 349,447 | |
Hess Midstream Operations LP (D) | 5.500 | 10-15-30 | 178,000 | 166,005 | |
Inversiones Latin America Power, Ltda. (D) | 5.125 | 06-15-33 | 929,886 | 402,470 | |
Kinder Morgan Energy Partners LP | 7.750 | 03-15-32 | 1,345,000 | 1,543,799 | |
Leviathan Bond, Ltd. (D) | 6.500 | 06-30-27 | 2,940,000 | 2,894,071 |
10 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Leviathan Bond, Ltd. (D) | 6.750 | 06-30-30 | 256,000 | $249,159 | |
MC Brazil Downstream Trading SARL (D) | 7.250 | 06-30-31 | 1,332,529 | 1,162,347 | |
Midwest Connector Capital Company LLC (D) | 3.900 | 04-01-24 | 1,886,000 | 1,842,919 | |
MPLX LP | 4.000 | 03-15-28 | 1,538,000 | 1,476,766 | |
MPLX LP | 4.125 | 03-01-27 | 310,000 | 300,551 | |
MPLX LP | 4.250 | 12-01-27 | 1,156,000 | 1,123,773 | |
MPLX LP | 4.950 | 09-01-32 | 1,038,000 | 1,022,070 | |
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (F) | 6.875 | 02-15-23 | 3,780,000 | 3,781,134 | |
Occidental Petroleum Corp. | 6.450 | 09-15-36 | 1,064,000 | 1,118,934 | |
Occidental Petroleum Corp. | 6.600 | 03-15-46 | 874,000 | 930,696 | |
Ovintiv, Inc. | 7.200 | 11-01-31 | 318,000 | 347,107 | |
Parkland Corp. (D) | 4.500 | 10-01-29 | 823,000 | 705,963 | |
Parkland Corp. (D) | 4.625 | 05-01-30 | 949,000 | 815,762 | |
Petroleos Mexicanos | 8.750 | 06-02-29 | 855,000 | 832,660 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 1,070,000 | 1,036,986 | |
Sabine Pass Liquefaction LLC | 4.500 | 05-15-30 | 2,270,000 | 2,203,476 | |
Sabine Pass Liquefaction LLC | 5.000 | 03-15-27 | 890,000 | 891,644 | |
Sabine Pass Liquefaction LLC | 5.875 | 06-30-26 | 1,274,000 | 1,302,751 | |
Southwestern Energy Company | 4.750 | 02-01-32 | 727,000 | 640,865 | |
Sunoco LP | 4.500 | 05-15-29 | 363,000 | 328,402 | |
Sunoco LP | 4.500 | 04-30-30 | 1,361,000 | 1,212,447 | |
Targa Resources Corp. | 4.950 | 04-15-52 | 2,315,000 | 1,982,204 | |
Targa Resources Partners LP | 4.000 | 01-15-32 | 1,896,000 | 1,655,598 | |
The Williams Companies, Inc. | 3.750 | 06-15-27 | 1,784,000 | 1,724,814 | |
The Williams Companies, Inc. | 4.650 | 08-15-32 | 1,499,000 | 1,462,431 | |
TransCanada PipeLines, Ltd. | 4.250 | 05-15-28 | 1,100,000 | 1,074,108 | |
Var Energi ASA (D) | 8.000 | 11-15-32 | 1,466,000 | 1,574,735 | |
Venture Global Calcasieu Pass LLC (D) | 3.875 | 08-15-29 | 476,000 | 423,640 | |
Venture Global Calcasieu Pass LLC (D) | 4.125 | 08-15-31 | 834,000 | 739,391 | |
Financials 4.2% | 176,034,156 | ||||
Banks 2.6% | |||||
Banco Santander SA | 4.379 | 04-12-28 | 1,380,000 | 1,329,314 | |
Bank of America Corp. (2.087% to 6-14-28, then SOFR + 1.060%) | 2.087 | 06-14-29 | 2,758,000 | 2,403,590 | |
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 2,415,000 | 2,065,389 | |
Bank of America Corp. (2.687% to 4-22-31, then SOFR + 1.320%) | 2.687 | 04-22-32 | 4,842,000 | 4,087,871 | |
Bank of America Corp. | 3.248 | 10-21-27 | 2,187,000 | 2,086,080 | |
Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) | 3.846 | 03-08-37 | 2,318,000 | 2,019,984 | |
Bank of America Corp. | 3.950 | 04-21-25 | 2,424,000 | 2,383,591 | |
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (F) | 6.300 | 03-10-26 | 3,591,000 | 3,633,015 | |
Barclays PLC (1.007% to 12-10-23, then 1 Year CMT + 0.800%) | 1.007 | 12-10-24 | 914,000 | 879,474 | |
Barclays PLC (4.375% to 3-15-28, then 5 Year CMT + 3.410%) (F) | 4.375 | 03-15-28 | 1,977,000 | 1,606,962 | |
Barclays PLC (8.000% to 3-15-29, then 5 Year CMT + 5.431%) (F) | 8.000 | 03-15-29 | 959,000 | 962,980 | |
BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (D)(F) | 9.250 | 11-17-27 | 781,000 | 848,166 | |
BPCE SA (D) | 4.500 | 03-15-25 | 1,825,000 | 1,776,957 | |
Citigroup, Inc. (2.561% to 5-1-31, then SOFR + 1.167%) | 2.561 | 05-01-32 | 1,379,000 | 1,148,403 | |
Citigroup, Inc. | 4.600 | 03-09-26 | 3,626,000 | 3,604,800 | |
Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (F) | 4.700 | 01-30-25 | 2,981,000 | 2,723,665 | |
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (F) | 6.250 | 08-15-26 | 2,215,000 | 2,229,486 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 2,973,000 | 2,681,984 | |
Credit Agricole SA (D) | 2.811 | 01-11-41 | 1,137,000 | 781,107 | |
Credit Agricole SA (D) | 3.250 | 01-14-30 | 2,476,000 | 2,138,645 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (D)(F) | 7.875 | 01-23-24 | 1,350,000 | $1,348,650 | |
Danske Bank A/S (6.466% to 1-9-25, then 1 Year CMT + 2.100%) (D) | 6.466 | 01-09-26 | 694,000 | 704,631 | |
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (F) | 5.100 | 06-30-23 | 1,381,000 | 1,349,441 | |
Freedom Mortgage Corp. (D) | 8.125 | 11-15-24 | 975,000 | 943,342 | |
HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (F) | 6.375 | 03-30-25 | 342,000 | 337,554 | |
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (F) | 6.500 | 04-16-25 | 375,000 | 366,589 | |
Intesa Sanpaolo SpA (4.198% to 6-1-31, then 1 Year CMT + 2.600%) (D) | 4.198 | 06-01-32 | 974,000 | 774,972 | |
JPMorgan Chase & Co. (2.522% to 4-22-30, then SOFR + 2.040%) | 2.522 | 04-22-31 | 3,693,000 | 3,156,145 | |
JPMorgan Chase & Co. (2.956% to 5-13-30, then SOFR + 2.515%) | 2.956 | 05-13-31 | 2,637,000 | 2,287,734 | |
JPMorgan Chase & Co. (3.960% to 1-29-26, then 3 month LIBOR + 1.245%) | 3.960 | 01-29-27 | 2,293,000 | 2,240,167 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (F) | 4.600 | 02-01-25 | 2,233,000 | 2,099,020 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (F) | 6.750 | 02-01-24 | 2,932,000 | 2,961,555 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 5,010,000 | 4,941,597 | |
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (F) | 7.500 | 06-27-24 | 1,755,000 | 1,741,995 | |
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (F) | 5.125 | 11-01-26 | 755,000 | 700,640 | |
NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) | 3.754 | 11-01-29 | 918,000 | 861,995 | |
NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (F) | 6.000 | 12-29-25 | 2,885,000 | 2,755,175 | |
NatWest Markets PLC (D) | 1.600 | 09-29-26 | 2,887,000 | 2,554,416 | |
Santander Holdings USA, Inc. (2.490% to 1-6-27, then SOFR + 1.249%) | 2.490 | 01-06-28 | 1,961,000 | 1,729,640 | |
Santander Holdings USA, Inc. | 3.244 | 10-05-26 | 4,279,000 | 4,025,508 | |
Santander Holdings USA, Inc. | 3.450 | 06-02-25 | 4,321,000 | 4,134,144 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 870,000 | 846,275 | |
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (D)(F) | 5.375 | 11-18-30 | 1,688,000 | 1,451,561 | |
Societe Generale SA (6.221% to 6-15-32, then 1 Year CMT + 3.200%) (D) | 6.221 | 06-15-33 | 1,152,000 | 1,143,829 | |
Societe Generale SA (6.446% to 1-10-28, then 1 Year CMT + 2.550%) (D) | 6.446 | 01-10-29 | 3,275,000 | 3,397,221 | |
The PNC Financial Services Group, Inc. | 3.150 | 05-19-27 | 97,000 | 92,445 | |
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (F) | 3.400 | 09-15-26 | 3,026,000 | 2,579,665 | |
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (F) | 4.850 | 06-01-23 | 1,001,000 | 985,186 | |
The PNC Financial Services Group, Inc. (3 month LIBOR + 3.678%) (F)(G) | 8.492 | 05-01-23 | 1,861,000 | 1,865,651 | |
Wells Fargo & Company (2.393% to 6-2-27, then SOFR + 2.100%) | 2.393 | 06-02-28 | 4,399,000 | 3,986,689 | |
Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) | 2.879 | 10-30-30 | 3,365,000 | 2,978,001 | |
Wells Fargo & Company (3.068% to 4-30-40, then SOFR + 2.530%) | 3.068 | 04-30-41 | 1,964,000 | 1,531,312 | |
Wells Fargo & Company (3.350% to 3-2-32, then SOFR + 1.500%) | 3.350 | 03-02-33 | 1,671,000 | 1,473,491 | |
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (F) | 5.875 | 06-15-25 | 4,959,000 | 4,935,197 | |
Capital markets 1.0% | |||||
Ares Capital Corp. | 2.150 | 07-15-26 | 2,232,000 | 1,950,468 | |
Ares Capital Corp. | 2.875 | 06-15-28 | 1,511,000 | 1,276,010 | |
Ares Capital Corp. | 3.250 | 07-15-25 | 967,000 | 910,388 | |
Ares Capital Corp. | 3.875 | 01-15-26 | 1,677,000 | 1,577,496 | |
Ares Capital Corp. | 4.200 | 06-10-24 | 579,000 | 569,385 | |
Blackstone Private Credit Fund | 2.350 | 11-22-24 | 1,987,000 | 1,860,108 | |
Blackstone Private Credit Fund | 2.700 | 01-15-25 | 1,587,000 | 1,485,571 | |
Blackstone Private Credit Fund | 3.250 | 03-15-27 | 450,000 | 393,644 | |
Blackstone Private Credit Fund | 4.000 | 01-15-29 | 2,215,000 | 1,912,339 | |
Cantor Fitzgerald LP (D) | 4.875 | 05-01-24 | 2,164,000 | 2,133,240 | |
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | 2.311 | 11-16-27 | 1,807,000 | 1,597,065 | |
Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) | 3.742 | 01-07-33 | 2,475,000 | 1,955,261 |
12 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Capital markets (continued) | |||||
Lazard Group LLC | 4.375 | 03-11-29 | 1,115,000 | $1,072,301 | |
Macquarie Bank, Ltd. (D) | 3.624 | 06-03-30 | 1,265,000 | 1,090,785 | |
Macquarie Bank, Ltd. (D) | 4.875 | 06-10-25 | 1,529,000 | 1,506,218 | |
Morgan Stanley (2.188% to 4-28-25, then SOFR + 1.990%) | 2.188 | 04-28-26 | 5,557,000 | 5,222,258 | |
Morgan Stanley (2.239% to 7-21-31, then SOFR + 1.178%) | 2.239 | 07-21-32 | 1,170,000 | 951,643 | |
Morgan Stanley (2.484% to 9-16-31, then SOFR + 1.360%) | 2.484 | 09-16-36 | 3,451,000 | 2,675,094 | |
Morgan Stanley | 3.875 | 01-27-26 | 1,526,000 | 1,490,204 | |
MSCI, Inc. (D) | 3.250 | 08-15-33 | 1,072,000 | 879,040 | |
MSCI, Inc. (D) | 3.625 | 11-01-31 | 1,188,000 | 1,015,382 | |
The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then SOFR + 1.281%) | 2.615 | 04-22-32 | 5,947,000 | 4,969,055 | |
The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then SOFR + 1.264%) | 2.650 | 10-21-32 | 2,294,000 | 1,892,307 | |
UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (D)(F) | 7.000 | 01-31-24 | 1,198,000 | 1,190,477 | |
Consumer finance 0.2% | |||||
Ally Financial, Inc. | 5.125 | 09-30-24 | 2,834,000 | 2,831,315 | |
Ally Financial, Inc. | 7.100 | 11-15-27 | 1,157,000 | 1,221,051 | |
Discover Financial Services | 4.100 | 02-09-27 | 621,000 | 597,546 | |
Enova International, Inc. (D) | 8.500 | 09-01-24 | 142,000 | 137,918 | |
Enova International, Inc. (D) | 8.500 | 09-15-25 | 1,366,000 | 1,299,408 | |
OneMain Finance Corp. | 6.875 | 03-15-25 | 526,000 | 524,348 | |
Insurance 0.3% | |||||
Athene Holding, Ltd. | 3.500 | 01-15-31 | 865,000 | 746,476 | |
CNA Financial Corp. | 2.050 | 08-15-30 | 627,000 | 512,716 | |
CNO Financial Group, Inc. | 5.250 | 05-30-25 | 882,000 | 881,595 | |
CNO Financial Group, Inc. | 5.250 | 05-30-29 | 2,373,000 | 2,314,282 | |
Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (D) | 4.125 | 12-15-51 | 1,488,000 | 1,272,240 | |
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | 6.400 | 12-15-36 | 1,955,000 | 1,991,393 | |
Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (D) | 2.750 | 01-21-51 | 2,711,000 | 2,295,173 | |
Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) | 5.125 | 03-01-52 | 1,173,000 | 1,094,292 | |
SBL Holdings, Inc. (D) | 5.000 | 02-18-31 | 1,703,000 | 1,416,363 | |
Teachers Insurance & Annuity Association of America (D) | 4.270 | 05-15-47 | 2,371,000 | 2,132,478 | |
Thrifts and mortgage finance 0.1% | |||||
Nationstar Mortgage Holdings, Inc. (D) | 5.125 | 12-15-30 | 684,000 | 554,040 | |
Nationstar Mortgage Holdings, Inc. (D) | 5.500 | 08-15-28 | 887,000 | 774,981 | |
Nationstar Mortgage Holdings, Inc. (D) | 6.000 | 01-15-27 | 254,000 | 235,585 | |
Radian Group, Inc. | 4.500 | 10-01-24 | 985,000 | 952,321 | |
Health care 0.8% | 31,263,253 | ||||
Biotechnology 0.1% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 5,537,000 | 5,148,494 | |
Health care equipment and supplies 0.0% | |||||
Varex Imaging Corp. (D) | 7.875 | 10-15-27 | 701,000 | 697,292 | |
Health care providers and services 0.5% | |||||
AdaptHealth LLC (D) | 5.125 | 03-01-30 | 915,000 | 814,380 | |
AmerisourceBergen Corp. | 2.800 | 05-15-30 | 1,794,000 | 1,576,214 | |
Centene Corp. | 2.450 | 07-15-28 | 507,000 | 439,188 | |
Centene Corp. | 3.000 | 10-15-30 | 1,667,000 | 1,425,285 | |
Centene Corp. | 3.375 | 02-15-30 | 935,000 | 821,977 | |
CVS Health Corp. | 3.750 | 04-01-30 | 506,000 | 474,099 | |
CVS Health Corp. | 3.875 | 07-20-25 | 358,000 | 350,711 | |
CVS Health Corp. | 5.050 | 03-25-48 | 1,857,000 | 1,765,483 | |
DaVita, Inc. (D) | 3.750 | 02-15-31 | 2,026,000 | 1,575,215 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
Health care (continued) | |||||
Health care providers and services (continued) | |||||
DaVita, Inc. (D) | 4.625 | 06-01-30 | 1,977,000 | $1,665,623 | |
Encompass Health Corp. | 4.500 | 02-01-28 | 462,000 | 431,254 | |
Encompass Health Corp. | 4.625 | 04-01-31 | 535,000 | 470,904 | |
Fresenius Medical Care US Finance III, Inc. (D) | 2.375 | 02-16-31 | 3,039,000 | 2,307,327 | |
HCA, Inc. | 5.250 | 04-15-25 | 1,508,000 | 1,509,545 | |
HCA, Inc. | 5.250 | 06-15-26 | 1,425,000 | 1,426,669 | |
Universal Health Services, Inc. (D) | 1.650 | 09-01-26 | 1,719,000 | 1,514,497 | |
Universal Health Services, Inc. (D) | 2.650 | 10-15-30 | 1,611,000 | 1,358,222 | |
Pharmaceuticals 0.2% | |||||
Organon & Company (D) | 5.125 | 04-30-31 | 1,470,000 | 1,327,101 | |
Royalty Pharma PLC | 1.750 | 09-02-27 | 1,169,000 | 1,015,994 | |
Viatris, Inc. | 2.300 | 06-22-27 | 699,000 | 616,331 | |
Viatris, Inc. | 2.700 | 06-22-30 | 1,552,000 | 1,278,932 | |
Viatris, Inc. | 4.000 | 06-22-50 | 1,807,000 | 1,252,516 | |
Industrials 2.3% | 98,134,427 | ||||
Aerospace and defense 0.3% | |||||
DAE Funding LLC (D) | 2.625 | 03-20-25 | 1,909,000 | 1,800,817 | |
Huntington Ingalls Industries, Inc. | 4.200 | 05-01-30 | 1,354,000 | 1,266,704 | |
The Boeing Company | 3.200 | 03-01-29 | 1,162,000 | 1,061,524 | |
The Boeing Company | 5.040 | 05-01-27 | 3,251,000 | 3,282,983 | |
The Boeing Company | 5.150 | 05-01-30 | 4,639,000 | 4,675,717 | |
TransDigm, Inc. | 5.500 | 11-15-27 | 1,094,000 | 1,044,744 | |
Air freight and logistics 0.0% | |||||
Simpar Europe SA (D) | 5.200 | 01-26-31 | 480,000 | 350,160 | |
Airlines 0.9% | |||||
Air Canada 2013-1 Class A Pass Through Trust (D) | 4.125 | 05-15-25 | 619,265 | 570,464 | |
Air Canada 2017-1 Class B Pass Through Trust (D) | 3.700 | 01-15-26 | 456,012 | 411,238 | |
Alaska Airlines 2020-1 Class B Pass Through Trust (D) | 8.000 | 08-15-25 | 544,015 | 549,555 | |
American Airlines 2015-1 Class A Pass Through Trust | 3.375 | 05-01-27 | 4,483,850 | 3,855,461 | |
American Airlines 2015-1 Class B Pass Through Trust | 3.700 | 05-01-23 | 890,915 | 870,110 | |
American Airlines 2016-1 Class A Pass Through Trust | 4.100 | 01-15-28 | 1,559,391 | 1,316,847 | |
American Airlines 2017-1 Class A Pass Through Trust | 4.000 | 02-15-29 | 469,600 | 370,743 | |
American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 1,023,581 | 909,231 | |
American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 843,440 | 668,596 | |
American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 1,618,211 | 1,208,840 | |
American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 1,093,503 | 917,502 | |
American Airlines 2019-1 Class B Pass Through Trust | 3.850 | 02-15-28 | 462,856 | 409,444 | |
American Airlines 2021-1 Class A Pass Through Trust | 2.875 | 07-11-34 | 1,062,722 | 868,775 | |
American Airlines 2021-1 Class B Pass Through Trust | 3.950 | 07-11-30 | 777,370 | 647,742 | |
British Airways 2013-1 Class A Pass Through Trust (D) | 4.625 | 06-20-24 | 557,148 | 544,777 | |
British Airways 2018-1 Class A Pass Through Trust (D) | 4.125 | 09-20-31 | 510,030 | 437,633 | |
British Airways 2020-1 Class A Pass Through Trust (D) | 4.250 | 11-15-32 | 471,126 | 434,667 | |
British Airways 2020-1 Class B Pass Through Trust (D) | 8.375 | 11-15-28 | 341,496 | 336,583 | |
Delta Air Lines, Inc. | 2.900 | 10-28-24 | 2,984,000 | 2,846,378 | |
Delta Air Lines, Inc. | 3.800 | 04-19-23 | 378,000 | 376,130 | |
Delta Air Lines, Inc. | 4.375 | 04-19-28 | 2,079,000 | 1,931,994 | |
Delta Air Lines, Inc. (D) | 4.500 | 10-20-25 | 338,000 | 333,965 | |
Delta Air Lines, Inc. (D) | 4.750 | 10-20-28 | 1,640,559 | 1,598,415 | |
JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 1,280,634 | 1,074,312 | |
United Airlines 2014-2 Class A Pass Through Trust | 3.750 | 09-03-26 | 2,183,701 | 2,008,502 | |
United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 1,902,947 | 1,655,698 | |
United Airlines 2016-1 Class B Pass Through Trust | 3.650 | 01-07-26 | 2,080,060 | 1,893,253 |
14 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Airlines (continued) | |||||
United Airlines 2018-1 Class B Pass Through Trust | 4.600 | 03-01-26 | 206,281 | $189,000 | |
United Airlines 2019-1 Class A Pass Through Trust | 4.550 | 08-25-31 | 1,512,611 | 1,294,417 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 3,354,655 | 3,354,655 | |
United Airlines 2020-1 Class B Pass Through Trust | 4.875 | 01-15-26 | 659,832 | 636,738 | |
United Airlines, Inc. (D) | 4.375 | 04-15-26 | 140,000 | 132,907 | |
United Airlines, Inc. (D) | 4.625 | 04-15-29 | 288,000 | 262,688 | |
US Airways 2010-1 Class A Pass Through Trust | 6.250 | 04-22-23 | 97,876 | 97,115 | |
US Airways 2011-1 Class A Pass Through Trust | 7.125 | 10-22-23 | 842,525 | 846,232 | |
US Airways 2012-1 Class A Pass Through Trust | 5.900 | 10-01-24 | 249,432 | 242,108 | |
US Airways 2012-2 Class A Pass Through Trust | 4.625 | 06-03-25 | 806,343 | 747,029 | |
Building products 0.1% | |||||
Builders FirstSource, Inc. (D) | 4.250 | 02-01-32 | 1,630,000 | 1,402,204 | |
Builders FirstSource, Inc. (D) | 5.000 | 03-01-30 | 120,000 | 111,887 | |
Builders FirstSource, Inc. (D) | 6.375 | 06-15-32 | 964,000 | 943,786 | |
Owens Corning | 3.950 | 08-15-29 | 1,435,000 | 1,360,588 | |
Commercial services and supplies 0.1% | |||||
Albion Financing 1 SARL (D) | 6.125 | 10-15-26 | 959,000 | 860,440 | |
Allied Universal Holdco LLC (D) | 6.000 | 06-01-29 | 489,000 | 393,449 | |
APX Group, Inc. (D) | 5.750 | 07-15-29 | 1,358,000 | 1,174,759 | |
Cimpress PLC (D) | 7.000 | 06-15-26 | 1,473,000 | 1,022,695 | |
GFL Environmental, Inc. (D) | 4.375 | 08-15-29 | 647,000 | 573,773 | |
Graphic Packaging International LLC (D) | 3.500 | 03-01-29 | 1,359,000 | 1,196,124 | |
Prime Security Services Borrower LLC (D) | 3.375 | 08-31-27 | 192,000 | 170,371 | |
Prime Security Services Borrower LLC (D) | 6.250 | 01-15-28 | 792,000 | 751,133 | |
Construction and engineering 0.1% | |||||
Global Infrastructure Solutions, Inc. (D) | 5.625 | 06-01-29 | 1,445,000 | 1,184,900 | |
MasTec, Inc. (D) | 4.500 | 08-15-28 | 887,000 | 822,195 | |
Tutor Perini Corp. (D) | 6.875 | 05-01-25 | 1,485,000 | 1,322,987 | |
Electrical equipment 0.1% | |||||
Regal Rexnord Corp. (D) | 6.050 | 02-15-26 | 1,253,000 | 1,273,329 | |
Regal Rexnord Corp. (D) | 6.400 | 04-15-33 | 1,074,000 | 1,101,200 | |
Machinery 0.0% | |||||
Flowserve Corp. | 3.500 | 10-01-30 | 1,019,000 | 888,547 | |
Hillenbrand, Inc. | 3.750 | 03-01-31 | 594,000 | 498,960 | |
JB Poindexter & Company, Inc. (D) | 7.125 | 04-15-26 | 419,000 | 413,763 | |
TK Elevator U.S. Newco, Inc. (D) | 5.250 | 07-15-27 | 366,000 | 338,759 | |
Professional services 0.1% | |||||
CoStar Group, Inc. (D) | 2.800 | 07-15-30 | 2,304,000 | 1,946,819 | |
TriNet Group, Inc. (D) | 3.500 | 03-01-29 | 608,000 | 510,556 | |
Road and rail 0.1% | |||||
Uber Technologies, Inc. (D) | 4.500 | 08-15-29 | 2,223,000 | 1,979,165 | |
Uber Technologies, Inc. (D) | 7.500 | 05-15-25 | 1,306,000 | 1,324,641 | |
Uber Technologies, Inc. (D) | 7.500 | 09-15-27 | 2,062,000 | 2,093,693 | |
Trading companies and distributors 0.5% | |||||
AerCap Ireland Capital DAC | 1.650 | 10-29-24 | 1,011,000 | 945,831 | |
AerCap Ireland Capital DAC | 1.750 | 01-30-26 | 2,043,000 | 1,836,347 | |
AerCap Ireland Capital DAC | 2.450 | 10-29-26 | 6,003,000 | 5,400,307 | |
AerCap Ireland Capital DAC | 2.875 | 08-14-24 | 2,008,000 | 1,920,932 | |
Air Lease Corp. | 2.100 | 09-01-28 | 1,159,000 | 989,868 | |
Air Lease Corp. | 2.875 | 01-15-26 | 923,000 | 865,977 | |
Air Lease Corp. | 3.625 | 12-01-27 | 1,495,000 | 1,399,372 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Trading companies and distributors (continued) | |||||
Ashtead Capital, Inc. (D) | 2.450 | 08-12-31 | 1,113,000 | $897,490 | |
Ashtead Capital, Inc. (D) | 4.250 | 11-01-29 | 601,000 | 560,980 | |
Ashtead Capital, Inc. (D) | 4.375 | 08-15-27 | 1,075,000 | 1,030,964 | |
Ashtead Capital, Inc. (D) | 5.550 | 05-30-33 | 709,000 | 711,617 | |
Beacon Roofing Supply, Inc. (D) | 4.125 | 05-15-29 | 1,104,000 | 951,739 | |
BlueLinx Holdings, Inc. (D) | 6.000 | 11-15-29 | 1,477,000 | 1,309,361 | |
SMBC Aviation Capital Finance DAC (D) | 2.300 | 06-15-28 | 666,000 | 562,108 | |
United Rentals North America, Inc. | 3.875 | 11-15-27 | 785,000 | 745,750 | |
United Rentals North America, Inc. | 4.875 | 01-15-28 | 2,078,000 | 2,012,668 | |
Information technology 1.3% | 55,956,647 | ||||
Communications equipment 0.1% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 2,623,000 | 2,122,463 | |
Motorola Solutions, Inc. | 2.750 | 05-24-31 | 2,304,000 | 1,908,087 | |
Motorola Solutions, Inc. | 4.600 | 05-23-29 | 840,000 | 820,001 | |
IT services 0.2% | |||||
Block, Inc. | 3.500 | 06-01-31 | 643,000 | 536,915 | |
CGI, Inc. (D) | 1.450 | 09-14-26 | 1,976,000 | 1,771,720 | |
Gartner, Inc. (D) | 3.625 | 06-15-29 | 573,000 | 514,554 | |
Gartner, Inc. (D) | 4.500 | 07-01-28 | 1,997,000 | 1,897,130 | |
Sabre GLBL, Inc. (D) | 7.375 | 09-01-25 | 918,000 | 900,436 | |
VeriSign, Inc. | 2.700 | 06-15-31 | 1,093,000 | 939,363 | |
Semiconductors and semiconductor equipment 0.7% | |||||
Broadcom, Inc. (D) | 3.419 | 04-15-33 | 2,827,000 | 2,371,705 | |
Broadcom, Inc. | 4.750 | 04-15-29 | 6,792,000 | 6,704,069 | |
Broadcom, Inc. (D) | 4.926 | 05-15-37 | 1,218,000 | 1,117,957 | |
KLA Corp. | 4.100 | 03-15-29 | 1,232,000 | 1,216,137 | |
Marvell Technology, Inc. | 2.450 | 04-15-28 | 2,500,000 | 2,192,432 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 5,330,000 | 5,195,710 | |
Micron Technology, Inc. | 5.327 | 02-06-29 | 4,718,000 | 4,742,938 | |
NXP BV | 3.875 | 06-18-26 | 2,629,000 | 2,537,906 | |
Qorvo, Inc. (D) | 1.750 | 12-15-24 | 1,164,000 | 1,089,132 | |
Qorvo, Inc. (D) | 3.375 | 04-01-31 | 1,276,000 | 1,055,239 | |
Renesas Electronics Corp. (D) | 1.543 | 11-26-24 | 1,501,000 | 1,387,264 | |
Software 0.1% | |||||
Autodesk, Inc. | 2.850 | 01-15-30 | 1,513,000 | 1,340,263 | |
Consensus Cloud Solutions, Inc. (D) | 6.500 | 10-15-28 | 1,132,000 | 1,059,790 | |
Infor, Inc. (D) | 1.750 | 07-15-25 | 413,000 | 375,974 | |
Oracle Corp. | 2.950 | 04-01-30 | 3,973,000 | 3,494,750 | |
Technology hardware, storage and peripherals 0.2% | |||||
Atento Luxco 1 SA (D) | 8.000 | 02-10-26 | 421,000 | 228,182 | |
CDW LLC | 3.250 | 02-15-29 | 460,000 | 398,454 | |
Dell International LLC | 4.900 | 10-01-26 | 3,270,000 | 3,251,642 | |
Dell International LLC | 5.300 | 10-01-29 | 1,564,000 | 1,578,857 | |
Dell International LLC | 5.850 | 07-15-25 | 1,093,000 | 1,113,713 | |
Western Digital Corp. | 4.750 | 02-15-26 | 2,167,000 | 2,093,864 | |
Materials 0.7% | 29,563,757 | ||||
Chemicals 0.1% | |||||
Braskem Idesa SAPI (D) | 6.990 | 02-20-32 | 1,072,000 | 793,923 | |
Braskem Netherlands Finance BV (D) | 5.875 | 01-31-50 | 2,015,000 | 1,672,223 | |
Sasol Financing USA LLC | 5.500 | 03-18-31 | 2,017,000 | 1,759,833 | |
Trinseo Materials Operating SCA (D) | 5.125 | 04-01-29 | 928,000 | 668,536 |
16 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Materials (continued) | |||||
Chemicals (continued) | |||||
Valvoline, Inc. (D) | 3.625 | 06-15-31 | 1,712,000 | $1,440,494 | |
Construction materials 0.1% | |||||
Cemex SAB de CV (D) | 3.875 | 07-11-31 | 1,725,000 | 1,454,451 | |
Cemex SAB de CV (D) | 5.200 | 09-17-30 | 1,176,000 | 1,100,004 | |
Standard Industries, Inc. (D) | 3.375 | 01-15-31 | 706,000 | 560,718 | |
Standard Industries, Inc. (D) | 4.375 | 07-15-30 | 873,000 | 746,302 | |
Standard Industries, Inc. (D) | 5.000 | 02-15-27 | 196,000 | 185,737 | |
Containers and packaging 0.1% | |||||
Mauser Packaging Solutions Holding Company (D) | 7.875 | 08-15-26 | 805,000 | 812,044 | |
Owens-Brockway Glass Container, Inc. (D) | 6.625 | 05-13-27 | 689,000 | 675,498 | |
Pactiv Evergreen Group Issuer, Inc. (D) | 4.000 | 10-15-27 | 1,915,000 | 1,718,713 | |
Pactiv Evergreen Group Issuer, Inc. (D) | 4.375 | 10-15-28 | 907,000 | 806,135 | |
Trident TPI Holdings, Inc. (D) | 6.625 | 11-01-25 | 280,000 | 250,261 | |
Metals and mining 0.4% | |||||
Anglo American Capital PLC (D) | 4.750 | 04-10-27 | 1,170,000 | 1,164,628 | |
Arconic Corp. (D) | 6.125 | 02-15-28 | 747,000 | 717,713 | |
First Quantum Minerals, Ltd. (D) | 6.500 | 03-01-24 | 500,000 | 499,325 | |
First Quantum Minerals, Ltd. (D) | 6.875 | 03-01-26 | 763,000 | 741,979 | |
First Quantum Minerals, Ltd. (D) | 6.875 | 10-15-27 | 1,192,000 | 1,155,495 | |
First Quantum Minerals, Ltd. (D) | 7.500 | 04-01-25 | 583,000 | 574,076 | |
Freeport-McMoRan, Inc. | 4.250 | 03-01-30 | 2,022,000 | 1,887,035 | |
Freeport-McMoRan, Inc. | 4.625 | 08-01-30 | 2,169,000 | 2,083,238 | |
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 2,369,000 | 2,301,488 | |
Hudbay Minerals, Inc. (D) | 4.500 | 04-01-26 | 288,000 | 265,320 | |
JW Aluminum Continuous Cast Company (D) | 10.250 | 06-01-26 | 426,000 | 432,390 | |
Newmont Corp. | 2.800 | 10-01-29 | 819,000 | 720,710 | |
Novelis Corp. (D) | 4.750 | 01-30-30 | 2,329,000 | 2,107,745 | |
Volcan Cia Minera SAA (D) | 4.375 | 02-11-26 | 303,000 | 267,743 | |
Real estate 0.6% | 24,293,328 | ||||
Equity real estate investment trusts 0.6% | |||||
American Homes 4 Rent LP | 4.250 | 02-15-28 | 1,050,000 | 1,006,412 | |
American Tower Corp. | 1.600 | 04-15-26 | 1,241,000 | 1,121,544 | |
American Tower Corp. | 3.550 | 07-15-27 | 1,512,000 | 1,427,966 | |
American Tower Corp. | 3.800 | 08-15-29 | 3,112,000 | 2,908,444 | |
Crown Castle, Inc. | 3.800 | 02-15-28 | 1,024,000 | 977,180 | |
GLP Capital LP | 3.250 | 01-15-32 | 878,000 | 727,967 | |
GLP Capital LP | 4.000 | 01-15-30 | 858,000 | 775,051 | |
GLP Capital LP | 5.375 | 04-15-26 | 1,609,000 | 1,607,359 | |
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 2,195,000 | 1,911,454 | |
Host Hotels & Resorts LP | 3.500 | 09-15-30 | 1,253,000 | 1,071,757 | |
Host Hotels & Resorts LP | 4.500 | 02-01-26 | 951,000 | 930,300 | |
Iron Mountain Information Management Services, Inc. (D) | 5.000 | 07-15-32 | 382,000 | 331,195 | |
Iron Mountain, Inc. (D) | 4.875 | 09-15-29 | 781,000 | 705,348 | |
Iron Mountain, Inc. (D) | 5.250 | 07-15-30 | 931,000 | 842,499 | |
RHP Hotel Properties LP (D) | 4.500 | 02-15-29 | 1,232,000 | 1,095,005 | |
SBA Tower Trust (D) | 2.836 | 01-15-25 | 1,172,000 | 1,107,932 | |
SBA Tower Trust (D) | 6.599 | 01-15-28 | 659,000 | 686,573 | |
Ventas Realty LP | 3.500 | 02-01-25 | 576,000 | 558,093 | |
VICI Properties LP (D) | 3.875 | 02-15-29 | 798,000 | 718,884 | |
VICI Properties LP (D) | 4.125 | 08-15-30 | 1,099,000 | 983,041 | |
VICI Properties LP (D) | 4.625 | 12-01-29 | 2,085,000 | 1,941,632 | |
VICI Properties LP | 5.125 | 05-15-32 | 442,000 | 422,817 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 17 |
Rate (%) | Maturity date | Par value^ | Value | ||
Real estate (continued) | |||||
Equity real estate investment trusts (continued) | |||||
XHR LP (D) | 4.875 | 06-01-29 | 490,000 | $434,875 | |
Utilities 0.6% | 23,198,338 | ||||
Electric utilities 0.4% | |||||
Atlantica Transmision Sur SA (D) | 6.875 | 04-30-43 | 812,083 | 751,623 | |
Emera US Finance LP | 3.550 | 06-15-26 | 920,000 | 872,728 | |
FirstEnergy Corp. | 2.650 | 03-01-30 | 1,259,000 | 1,075,740 | |
FirstEnergy Corp. | 3.400 | 03-01-50 | 475,000 | 337,445 | |
Instituto Costarricense de Electricidad (D) | 6.375 | 05-15-43 | 515,000 | 414,358 | |
NextEra Energy Capital Holdings, Inc. | 2.250 | 06-01-30 | 800,000 | 677,827 | |
NRG Energy, Inc. (D) | 2.450 | 12-02-27 | 1,813,000 | 1,556,506 | |
NRG Energy, Inc. (D) | 3.375 | 02-15-29 | 420,000 | 347,227 | |
NRG Energy, Inc. (D) | 3.625 | 02-15-31 | 1,054,000 | 834,873 | |
NRG Energy, Inc. (D) | 3.875 | 02-15-32 | 2,092,000 | 1,628,418 | |
NRG Energy, Inc. (D) | 4.450 | 06-15-29 | 1,365,000 | 1,249,131 | |
Vistra Operations Company LLC (D) | 3.700 | 01-30-27 | 3,350,000 | 3,118,666 | |
Vistra Operations Company LLC (D) | 4.300 | 07-15-29 | 3,142,000 | 2,904,592 | |
Gas utilities 0.0% | |||||
AmeriGas Partners LP | 5.500 | 05-20-25 | 1,635,000 | 1,585,950 | |
Independent power and renewable electricity producers 0.1% | |||||
AES Panama Generation Holdings SRL (D) | 4.375 | 05-31-30 | 1,201,000 | 1,065,348 | |
DPL, Inc. | 4.125 | 07-01-25 | 1,185,000 | 1,128,254 | |
LLPL Capital Pte, Ltd. (D) | 6.875 | 02-04-39 | 127,980 | 118,695 | |
NextEra Energy Operating Partners LP (D) | 3.875 | 10-15-26 | 1,340,000 | 1,242,859 | |
NextEra Energy Operating Partners LP (D) | 4.500 | 09-15-27 | 255,000 | 240,011 | |
Multi-utilities 0.1% | |||||
Dominion Energy, Inc. | 3.375 | 04-01-30 | 1,191,000 | 1,085,323 | |
NiSource, Inc. | 3.600 | 05-01-30 | 1,041,000 | 962,764 | |
Municipal bonds 0.1% | $3,340,842 | ||||
(Cost $3,867,436) | |||||
Golden State Tobacco Securitization Corp. (California) | 4.214 | 06-01-50 | 1,307,000 | 1,081,187 | |
New Jersey Transportation Trust Fund Authority | 4.081 | 06-15-39 | 1,523,000 | 1,353,878 | |
New Jersey Transportation Trust Fund Authority | 4.131 | 06-15-42 | 95,000 | 82,647 | |
State Board of Administration Finance Corp. (Florida) | 1.705 | 07-01-27 | 923,000 | 823,130 | |
Term loans (H) 0.0% | $1,533,685 | ||||
(Cost $1,747,290) | |||||
Industrials 0.0% | 1,219,357 | ||||
Professional services 0.0% | |||||
CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) | 8.125 | 06-02-28 | 1,440,538 | 1,219,357 | |
Materials 0.0% | 314,328 | ||||
Containers and packaging 0.0% | |||||
Clydesdale Acquisition Holdings, Inc., Term Loan B (1 month CME Term SOFR + 4.175%) | 8.836 | 03-30-29 | 320,390 | 314,328 | |
Collateralized mortgage obligations 3.0% | $124,631,748 | ||||
(Cost $137,025,461) | |||||
Commercial and residential 2.1% | 88,234,040 | ||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-R1, Class A1 (D)(I) | 0.990 | 04-25-53 | 713,919 | 660,197 | |
Series 2021-2, Class A1 (D)(I) | 0.985 | 04-25-66 | 565,916 | 481,878 | |
Series 2021-4, Class A1 (D)(I) | 1.035 | 01-20-65 | 1,365,221 | 1,123,324 | |
Series 2021-5, Class A1 (D)(I) | 0.951 | 07-25-66 | 1,843,237 | 1,543,633 |
18 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Arroyo Mortgage Trust | |||||
Series 2021-1R, Class A1 (D)(I) | 1.175 | 10-25-48 | 1,010,553 | $852,517 | |
BAMLL Commercial Mortgage Securities Trust | |||||
Series 2019-BPR, Class ENM (D)(I) | 3.719 | 11-05-32 | 575,000 | 437,257 | |
Barclays Commercial Mortgage Trust | |||||
Series 2019-C5, Class A2 | 3.043 | 11-15-52 | 665,000 | 637,425 | |
BBCMS Mortgage Trust | |||||
Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 822,000 | 781,650 | |
BBCMS Trust | |||||
Series 2015-SRCH, Class D (D)(I) | 4.957 | 08-10-35 | 840,000 | 731,819 | |
Benchmark Mortgage Trust | |||||
Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 950,440 | 913,248 | |
Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 780,000 | 743,715 | |
BOCA Commercial Mortgage Trust | |||||
Series 2022-BOCA, Class A (1 month CME Term SOFR + 1.770%) (D)(G) | 6.248 | 05-15-39 | 1,521,000 | 1,504,916 | |
Series 2022-BOCA, Class B (1 month CME Term SOFR + 2.319%) (D)(G) | 6.797 | 05-15-39 | 570,000 | 554,620 | |
BPR Trust | |||||
Series 2022-OANA, Class A (1 month CME Term SOFR + 1.898%) (D)(G) | 6.376 | 04-15-37 | 4,432,000 | 4,365,415 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class A1 (D)(I) | 0.941 | 02-25-49 | 791,275 | 701,141 | |
BWAY Mortgage Trust | |||||
Series 2015-1740, Class XA IO (D) | 0.179 | 01-10-35 | 7,015,000 | 877 | |
BX Commercial Mortgage Trust | |||||
Series 2020-VKNG, Class A (1 month CME Term SOFR + 1.044%) (D)(G) | 5.523 | 10-15-37 | 1,354,283 | 1,335,216 | |
Series 2021-ACNT, Class A (1 month LIBOR + 0.850%) (D)(G) | 5.310 | 11-15-38 | 1,348,000 | 1,319,532 | |
Series 2021-VOLT, Class C (1 month LIBOR + 1.100%) (D)(G) | 5.559 | 09-15-36 | 1,945,000 | 1,865,272 | |
Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%) (D)(G) | 5.468 | 01-17-39 | 3,220,000 | 3,144,461 | |
BX Trust | |||||
Series 2022-CLS, Class A (D) | 5.760 | 10-13-27 | 1,528,000 | 1,510,180 | |
CAMB Commercial Mortgage Trust | |||||
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (D)(G) | 6.209 | 12-15-37 | 478,000 | 470,051 | |
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (D)(G) | 7.009 | 12-15-37 | 946,000 | 917,547 | |
Citigroup Commercial Mortgage Trust | |||||
Series 2019-PRM, Class A (D) | 3.341 | 05-10-36 | 1,658,000 | 1,634,030 | |
Series 2019-SMRT, Class A (D) | 4.149 | 01-10-36 | 853,000 | 836,267 | |
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1 (D)(I) | 0.924 | 08-25-66 | 1,105,019 | 903,075 | |
Series 2021-3, Class A1 (D)(I) | 0.956 | 09-27-66 | 1,674,928 | 1,357,759 | |
Series 2021-HX1, Class A1 (D)(I) | 1.110 | 10-25-66 | 1,309,513 | 1,090,417 | |
COLT Trust | |||||
Series 2020-RPL1, Class A1 (D)(I) | 1.390 | 01-25-65 | 2,661,927 | 2,325,157 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR3, Class XA IO | 1.228 | 10-15-45 | 892,060 | 9 | |
Series 2014-CR15, Class XA IO | 0.617 | 02-10-47 | 4,042,406 | 18,167 | |
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | |||||
Series 2018-COR3, Class XA IO | 0.434 | 05-10-51 | 9,575,455 | 181,054 | |
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class D (D)(I) | 4.394 | 08-10-30 | 880,000 | 794,000 | |
Series 2017-PANW, Class A (D) | 3.244 | 10-10-29 | 305,000 | 287,234 | |
Series 2020-CBM, Class A2 (D) | 2.896 | 02-10-37 | 987,000 | 923,413 | |
Credit Suisse Mortgage Capital Certificates | |||||
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (D)(G) | 6.059 | 05-15-36 | 1,390,000 | 1,372,520 | |
Series 2020-NET, Class A (D) | 2.257 | 08-15-37 | 676,305 | 614,763 | |
Series 2021-NQM2, Class A1 (D)(I) | 1.179 | 02-25-66 | 1,062,805 | 914,227 | |
Series 2021-NQM3, Class A1 (D)(I) | 1.015 | 04-25-66 | 925,286 | 773,568 | |
Series 2021-NQM5, Class A1 (D)(I) | 0.938 | 05-25-66 | 640,905 | 516,897 | |
Series 2021-NQM6, Class A1 (D)(I) | 1.174 | 07-25-66 | 1,686,373 | 1,378,312 | |
Ellington Financial Mortgage Trust | |||||
Series 2021-1, Class A1 (D)(I) | 0.797 | 02-25-66 | 745,078 | 621,303 | |
Series 2021-2, Class A1 (D)(I) | 0.931 | 06-25-66 | 1,053,889 | 863,251 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 19 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Flagstar Mortgage Trust | |||||
Series 2021-1, Class A2 (D)(I) | 2.500 | 02-01-51 | 1,982,603 | $1,655,087 | |
GCAT Trust | |||||
Series 2021-NQM1, Class A1 (D)(I) | 0.874 | 01-25-66 | 696,208 | 595,052 | |
Series 2021-NQM2, Class A1 (D)(I) | 1.036 | 05-25-66 | 794,806 | 648,091 | |
Series 2021-NQM3, Class A1 (D)(I) | 1.091 | 05-25-66 | 1,233,499 | 1,020,694 | |
GS Mortgage Securities Trust | |||||
Series 2015-590M, Class C (D)(I) | 3.805 | 10-10-35 | 320,000 | 286,012 | |
Series 2017-485L, Class C (D)(I) | 3.982 | 02-10-37 | 250,000 | 216,313 | |
Series 2019-GC40, Class A2 | 2.971 | 07-10-52 | 845,000 | 816,616 | |
Series 2020-UPTN, Class A (D) | 2.751 | 02-10-37 | 650,000 | 602,316 | |
GS Mortgage-Backed Securities Trust | |||||
Series 2020-NQM1, Class A1 (D)(I) | 1.382 | 09-27-60 | 181,617 | 166,403 | |
Series 2021-NQM1, Class A1 (D)(I) | 1.017 | 07-25-61 | 497,451 | 428,815 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM1, Class A1 (D)(I) | 1.071 | 06-25-56 | 804,915 | 679,633 | |
IMT Trust | |||||
Series 2017-APTS, Class AFX (D) | 3.478 | 06-15-34 | 330,000 | 316,621 | |
Series 2017-APTS, Class CFX (D)(I) | 3.497 | 06-15-34 | 400,000 | 379,460 | |
InTown Mortgage Trust | |||||
Series 2022-STAY, Class A (1 month CME Term SOFR + 2.489%) (D)(G) | 6.967 | 08-15-39 | 2,548,000 | 2,560,757 | |
Irvine Core Office Trust | |||||
Series 2013-IRV, Class A2 (D)(I) | 3.173 | 05-15-48 | 1,466,000 | 1,452,473 | |
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2020-NNN, Class AFX (D) | 2.812 | 01-16-37 | 1,161,000 | 1,060,858 | |
KNDL Mortgage Trust | |||||
Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (D)(G) | 5.809 | 05-15-36 | 840,000 | 828,372 | |
Life Mortgage Trust | |||||
Series 2021-BMR, Class A (1 month LIBOR + 0.700%) (D)(G) | 5.159 | 03-15-38 | 1,848,967 | 1,808,446 | |
Series 2021-BMR, Class D (1 month LIBOR + 1.400%) (D)(G) | 5.859 | 03-15-38 | 1,543,263 | 1,485,286 | |
Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%) (D)(G) | 5.773 | 05-15-39 | 4,322,000 | 4,273,301 | |
MFA Trust | |||||
Series 2021-NQM1, Class A1 (D)(I) | 1.153 | 04-25-65 | 588,688 | 526,030 | |
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-285M, Class D (D)(I) | 3.790 | 11-15-32 | 464,000 | 396,365 | |
Series 2018-ALXA, Class C (D)(I) | 4.316 | 01-15-43 | 380,000 | 329,555 | |
NYMT Loan Trust | |||||
Series 2022-CP1, Class A1 (D) | 2.042 | 07-25-61 | 907,936 | 823,883 | |
OBX Trust | |||||
Series 2020-EXP2, Class A3 (D)(I) | 2.500 | 05-25-60 | 337,891 | 286,180 | |
Series 2021-NQM2, Class A1 (D)(I) | 1.101 | 05-25-61 | 1,135,800 | 911,056 | |
Series 2021-NQM3, Class A1 (D)(I) | 1.054 | 07-25-61 | 1,798,928 | 1,432,472 | |
One Market Plaza Trust | |||||
Series 2017-1MKT, Class D (D) | 4.146 | 02-10-32 | 240,000 | 213,446 | |
Provident Funding Mortgage Trust | |||||
Series 2020-F1, Class A2 (D)(I) | 2.000 | 01-25-36 | 1,605,367 | 1,395,382 | |
SLG Office Trust | |||||
Series 2021-OVA, Class D (D) | 2.851 | 07-15-41 | 1,738,000 | 1,344,302 | |
SMRT | |||||
Series 2022-MINI, Class A (1 month CME Term SOFR + 1.000%) (D)(G) | 5.479 | 01-15-39 | 4,367,000 | 4,263,106 | |
Starwood Mortgage Residential Trust | |||||
Series 2022-1, Class A1 (D)(I) | 2.447 | 12-25-66 | 1,874,109 | 1,618,450 | |
Towd Point Mortgage Trust | |||||
Series 2015-1, Class A5 (D)(I) | 3.657 | 10-25-53 | 566,000 | 548,591 | |
Series 2015-2, Class 1M2 (D)(I) | 3.470 | 11-25-60 | 668,260 | 654,384 | |
Series 2017-2, Class A1 (D)(I) | 2.750 | 04-25-57 | 20,592 | 20,345 | |
Series 2018-1, Class A1 (D)(I) | 3.000 | 01-25-58 | 145,220 | 140,552 | |
Series 2018-4, Class A1 (D)(I) | 3.000 | 06-25-58 | 769,714 | 717,633 | |
Series 2018-5, Class A1A (D)(I) | 3.250 | 07-25-58 | 70,905 | 68,303 | |
Series 2018-6, Class A1A (D)(I) | 3.750 | 03-25-58 | 631,168 | 615,606 |
20 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2019-1, Class A1 (D)(I) | 3.728 | 03-25-58 | 874,363 | $842,535 | |
Series 2019-4, Class A1 (D)(I) | 2.900 | 10-25-59 | 909,662 | 847,878 | |
Series 2020-4, Class A1 (D) | 1.750 | 10-25-60 | 1,369,405 | 1,228,283 | |
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (D) | 1.218 | 05-25-65 | 306,904 | 281,840 | |
Series 2021-3, Class A1 (D)(I) | 1.046 | 06-25-66 | 1,417,201 | 1,206,609 | |
Series 2021-4, Class A1 (D)(I) | 0.938 | 07-25-66 | 753,095 | 617,818 | |
Series 2021-5, Class A1 (D)(I) | 1.013 | 09-25-66 | 1,274,770 | 1,055,271 | |
Series 2021-R1, Class A1 (D)(I) | 0.820 | 10-25-63 | 626,810 | 566,245 | |
U.S. Government Agency 0.9% | 36,397,708 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%) (D)(G) | 5.310 | 01-25-42 | 2,019,711 | 1,981,290 | |
Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%) (D)(G) | 5.610 | 02-25-42 | 1,324,181 | 1,315,224 | |
Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%) (D)(G) | 6.710 | 02-25-42 | 1,956,000 | 1,920,693 | |
Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%) (D)(G) | 6.310 | 04-25-42 | 1,799,787 | 1,805,255 | |
Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%) (D)(G) | 7.210 | 04-25-42 | 1,172,000 | 1,175,830 | |
Series 2022-DNA4, Class M1A (1 month SOFR + 2.200%) (D)(G) | 6.510 | 05-25-42 | 1,408,901 | 1,418,401 | |
Series 2022-DNA4, Class M1B (1 month SOFR + 3.350%) (D)(G) | 7.660 | 05-25-42 | 1,791,000 | 1,823,163 | |
Series 2022-DNA5, Class M1B (1 month SOFR + 4.500%) (D)(G) | 8.810 | 06-25-42 | 1,955,000 | 2,075,366 | |
Federal National Mortgage Association | |||||
Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%) (D)(G) | 6.410 | 03-25-42 | 1,668,138 | 1,676,693 | |
Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%) (D)(G) | 6.310 | 03-25-42 | 717,808 | 719,599 | |
Series 427, Class C20 IO | 2.000 | 02-25-51 | 11,430,213 | 1,534,664 | |
Series 427, Class C77 IO | 2.500 | 09-25-51 | 5,435,140 | 806,544 | |
Government National Mortgage Association | |||||
Series 2012-114, Class IO | 0.612 | 01-16-53 | 850,559 | 13,190 | |
Series 2016-174, Class IO | 0.876 | 11-16-56 | 1,635,982 | 67,467 | |
Series 2017-109, Class IO | 0.271 | 04-16-57 | 1,837,536 | 35,947 | |
Series 2017-124, Class IO | 0.620 | 01-16-59 | 1,728,744 | 53,429 | |
Series 2017-135, Class IO | 0.721 | 10-16-58 | 2,814,998 | 117,136 | |
Series 2017-140, Class IO | 0.486 | 02-16-59 | 1,316,769 | 44,830 | |
Series 2017-159, Class IO | 0.434 | 06-16-59 | 2,002,272 | 66,079 | |
Series 2017-169, Class IO | 0.588 | 01-16-60 | 24,081,491 | 829,111 | |
Series 2017-20, Class IO | 0.532 | 12-16-58 | 2,327,753 | 61,445 | |
Series 2017-22, Class IO | 0.795 | 12-16-57 | 836,339 | 31,687 | |
Series 2017-41, Class IO | 0.600 | 07-16-58 | 1,459,729 | 41,992 | |
Series 2017-46, Class IO | 0.696 | 11-16-57 | 2,596,805 | 99,292 | |
Series 2017-61, Class IO | 0.746 | 05-16-59 | 1,137,031 | 43,577 | |
Series 2018-158, Class IO | 0.770 | 05-16-61 | 3,083,076 | 158,060 | |
Series 2018-35, Class IO | 0.529 | 03-16-60 | 3,886,907 | 147,158 | |
Series 2018-43, Class IO | 0.439 | 05-16-60 | 4,858,935 | 166,002 | |
Series 2018-68, Class IO | 0.422 | 01-16-60 | 6,434,939 | 220,222 | |
Series 2018-69, Class IO | 0.611 | 04-16-60 | 3,479,625 | 163,700 | |
Series 2018-81, Class IO | 0.475 | 01-16-60 | 4,912,114 | 200,058 | |
Series 2018-9, Class IO | 0.443 | 01-16-60 | 6,225,047 | 196,322 | |
Series 2019-131, Class IO | 0.802 | 07-16-61 | 3,081,631 | 173,406 | |
Series 2020-100, Class IO | 0.782 | 05-16-62 | 4,192,715 | 252,702 | |
Series 2020-108, Class IO | 0.847 | 06-16-62 | 24,234,378 | 1,475,476 | |
Series 2020-114, Class IO | 0.800 | 09-16-62 | 11,300,983 | 706,412 | |
Series 2020-118, Class IO | 0.881 | 06-16-62 | 9,200,949 | 582,910 | |
Series 2020-119, Class IO | 0.602 | 08-16-62 | 4,658,104 | 240,166 | |
Series 2020-120, Class IO | 0.760 | 05-16-62 | 2,815,916 | 168,387 | |
Series 2020-137, Class IO | 0.794 | 09-16-62 | 19,446,563 | 1,130,330 | |
Series 2020-150, Class IO | 0.961 | 12-16-62 | 8,842,131 | 639,756 | |
Series 2020-170, Class IO | 0.832 | 11-16-62 | 11,359,036 | 738,583 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 21 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2020-92, Class IO | 0.877 | 02-16-62 | 9,840,232 | $659,257 | |
Series 2021-110, Class IO | 0.872 | 11-16-63 | 7,460,561 | 522,353 | |
Series 2021-163, Class IO | 0.797 | 03-16-64 | 9,365,809 | 607,301 | |
Series 2021-183, Class IO | 0.871 | 01-16-63 | 7,296,422 | 483,918 | |
Series 2021-3, Class IO | 0.867 | 09-16-62 | 20,904,752 | 1,379,101 | |
Series 2021-40, Class IO | 0.824 | 02-16-63 | 4,219,929 | 275,460 | |
Series 2021-47, Class IO | 0.992 | 03-16-61 | 27,121,395 | 1,951,246 | |
Series 2022-17, Class IO | 0.802 | 06-16-64 | 11,397,000 | 774,655 | |
Series 2022-181, Class IO | 0.715 | 07-16-64 | 5,425,180 | 410,003 | |
Series 2022-21, Class IO | 0.783 | 10-16-63 | 4,862,592 | 320,869 | |
Series 2022-53, Class IO | 0.712 | 06-16-64 | 18,174,003 | 1,035,856 | |
Series 2022-57, Class IO | 0.756 | 09-16-63 | 13,566,031 | 860,135 | |
Asset backed securities 2.8% | $116,329,003 | ||||
(Cost $129,100,575) | |||||
Asset backed securities 2.8% | 116,329,003 | ||||
ABPCI Direct Lending Fund I, Ltd. | |||||
Series 2020-1A, Class A (D) | 3.199 | 12-20-30 | 716,000 | 659,210 | |
Aligned Data Centers Issuer LLC | |||||
Series 2021-1A, Class A2 (D) | 1.937 | 08-15-46 | 3,805,000 | 3,378,350 | |
AMSR Trust | |||||
Series 2020-SFR4, Class A (D) | 1.355 | 11-17-37 | 777,000 | 706,378 | |
Series 2021-SFR4, Class A (D) | 2.117 | 12-17-38 | 439,000 | 393,116 | |
Applebee’s Funding LLC | |||||
Series 2019-1A, Class A2I (D) | 4.194 | 06-05-49 | 2,545,290 | 2,484,399 | |
Aqua Finance Trust | |||||
Series 2021-A, Class A (D) | 1.540 | 07-17-46 | 825,325 | 741,107 | |
Arby’s Funding LLC | |||||
Series 2020-1A, Class A2 (D) | 3.237 | 07-30-50 | 2,667,600 | 2,355,643 | |
Avis Budget Rental Car Funding AESOP LLC | |||||
Series 2019-3A, Class A (D) | 2.360 | 03-20-26 | 2,401,000 | 2,270,397 | |
Series 2020-1A, Class A (D) | 2.330 | 08-20-26 | 2,091,000 | 1,959,185 | |
BRE Grand Islander Timeshare Issuer LLC | |||||
Series 2019-A, Class A (D) | 3.280 | 09-26-33 | 929,979 | 886,151 | |
Carlyle U.S. CLO, Ltd. | |||||
Series 2019-2A, Class A1R (3 month LIBOR + 1.120%) (D)(G) | 5.912 | 07-15-32 | 1,165,000 | 1,146,976 | |
CarMax Auto Owner Trust | |||||
Series 2022-1, Class A3 | 1.470 | 12-15-26 | 1,297,000 | 1,237,391 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (D) | 4.170 | 02-15-50 | 1,485,000 | 1,373,463 | |
CF Hippolyta Issuer LLC | |||||
Series 2020-1, Class A1 (D) | 1.690 | 07-15-60 | 2,554,094 | 2,308,071 | |
Series 2021-1A, Class A1 (D) | 1.530 | 03-15-61 | 2,559,869 | 2,256,203 | |
Chase Auto Credit Linked Notes | |||||
Series 2021-3, Class B (D) | 0.760 | 02-26-29 | 808,108 | 767,603 | |
CLI Funding VI LLC | |||||
Series 2020-1A, Class A (D) | 2.080 | 09-18-45 | 2,784,134 | 2,466,988 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (D) | 1.640 | 02-18-46 | 2,538,957 | 2,221,655 | |
Series 2022-1A, Class A (D) | 2.720 | 01-18-47 | 1,609,650 | 1,423,254 | |
DataBank Issuer | |||||
Series 2021-1A, Class A2 (D) | 2.060 | 02-27-51 | 1,281,000 | 1,151,633 | |
DB Master Finance LLC | |||||
Series 2017-1A, Class A2II (D) | 4.030 | 11-20-47 | 928,688 | 877,633 | |
Series 2021-1A, Class A2I (D) | 2.045 | 11-20-51 | 4,087,710 | 3,604,101 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (D) | 3.475 | 04-15-49 | 514,000 | 409,103 | |
Domino’s Pizza Master Issuer LLC | |||||
Series 2017-1A, Class A23 (D) | 4.118 | 07-25-47 | 2,822,450 | 2,687,703 | |
Series 2021-1A, Class A2I (D) | 2.662 | 04-25-51 | 1,904,085 | 1,659,882 |
22 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Driven Brands Funding LLC | |||||
Series 2020-2A, Class A2 (D) | 3.237 | 01-20-51 | 1,497,440 | $1,282,827 | |
Series 2021-1A, Class A2 (D) | 2.791 | 10-20-51 | 2,366,050 | 1,954,095 | |
Elmwood CLO IV, Ltd. | |||||
Series 2020-1A, Class A (3 month LIBOR + 1.240%) (D)(G) | 6.032 | 04-15-33 | 1,874,000 | 1,862,297 | |
FirstKey Homes Trust | |||||
Series 2020-SFR1, Class A (D) | 1.339 | 08-17-37 | 3,048,359 | 2,783,200 | |
Series 2020-SFR2, Class A (D) | 1.266 | 10-19-37 | 2,005,039 | 1,822,440 | |
Series 2021-SFR1, Class A (D) | 1.538 | 08-17-38 | 1,484,595 | 1,320,010 | |
Series 2021-SFR1, Class D (D) | 2.189 | 08-17-38 | 1,729,000 | 1,487,115 | |
Five Guys Funding LLC | |||||
Series 2017-1A, Class A2 (D) | 4.600 | 07-25-47 | 1,317,930 | 1,244,877 | |
Ford Credit Floorplan Master Owner Trust | |||||
Series 2019-2, Class A | 3.060 | 04-15-26 | 3,803,000 | 3,714,331 | |
GM Financial Consumer Automobile Receivables Trust | |||||
Series 2022-1, Class A3 | 1.260 | 11-16-26 | 642,000 | 608,785 | |
Golub Capital Partners Funding, Ltd. | |||||
Series 2020-1A, Class A2 (D) | 3.208 | 01-22-29 | 1,423,000 | 1,306,786 | |
Series 2021-1A, Class A2 (D) | 2.773 | 04-20-29 | 1,914,000 | 1,760,167 | |
Hilton Grand Vacations Trust | |||||
Series 2017-AA, Class A (D) | 2.660 | 12-26-28 | 307,143 | 302,898 | |
Series 2018-AA, Class A (D) | 3.540 | 02-25-32 | 293,119 | 283,746 | |
Series 2022-1D, Class B (D) | 4.100 | 06-20-34 | 192,989 | 185,420 | |
Home Partners of America Trust | |||||
Series 2021-2, Class A (D) | 1.901 | 12-17-26 | 857,601 | 766,741 | |
Honda Auto Receivables Owner Trust | |||||
Series 2021-2, Class A4 | 0.550 | 08-16-27 | 1,248,000 | 1,163,031 | |
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 (D) | 4.970 | 08-25-49 | 670,065 | 607,135 | |
Series 2022-1A, Class A2I (D) | 3.445 | 02-26-52 | 2,168,970 | 1,937,868 | |
Laurel Road Prime Student Loan Trust | |||||
Series 2019-A, Class A2FX (D) | 2.730 | 10-25-48 | 53,951 | 52,460 | |
MVW Owner Trust | |||||
Series 2018-1A, Class A (D) | 3.450 | 01-21-36 | 618,081 | 601,767 | |
Navient Private Education Loan Trust | |||||
Series 2016-AA, Class A2A (D) | 3.910 | 12-15-45 | 158,217 | 153,631 | |
Navient Private Education Refi Loan Trust | |||||
Series 2019-FA, Class A2 (D) | 2.600 | 08-15-68 | 910,010 | 848,493 | |
Navient Student Loan Trust | |||||
Series 2020-2A, Class A1A (D) | 1.320 | 08-26-69 | 1,247,342 | 1,063,993 | |
Neighborly Issuer LLC | |||||
Series 2021-1A, Class A2 (D) | 3.584 | 04-30-51 | 3,608,723 | 3,055,621 | |
Series 2022-1A, Class A2 (D) | 3.695 | 01-30-52 | 1,453,320 | 1,211,206 | |
New Economy Assets Phase 1 Sponsor LLC | |||||
Series 2021-1, Class A1 (D) | 1.910 | 10-20-61 | 3,311,000 | 2,883,444 | |
Series 2021-1, Class B1 (D) | 2.410 | 10-20-61 | 1,005,000 | 839,271 | |
NRZ Excess Spread-Collateralized Notes | |||||
Series 2021-FHT1, Class A (D) | 3.104 | 07-25-26 | 455,802 | 418,036 | |
OCP CLO, Ltd. | |||||
Series 2020-19A, Class AR (3 month LIBOR + 1.150%) (D)(G) | 5.958 | 10-20-34 | 1,131,000 | 1,110,879 | |
Oxford Finance Funding LLC | |||||
Series 2019-1A, Class A2 (D) | 4.459 | 02-15-27 | 302,441 | 300,256 | |
Series 2020-1A, Class A2 (D) | 3.101 | 02-15-28 | 125,185 | 123,924 | |
PFS Financing Corp. | |||||
Series 2020-E, Class A (D) | 1.000 | 10-15-25 | 1,362,000 | 1,320,545 | |
Progress Residential Trust | |||||
Series 2020-SFR1, Class A (D) | 1.732 | 04-17-37 | 1,129,968 | 1,053,221 | |
Series 2021-SFR8, Class B (D) | 1.681 | 10-17-38 | 1,093,000 | 959,395 | |
Renaissance Home Equity Loan Trust | |||||
Series 2005-2, Class AF4 | 4.934 | 08-25-35 | 153,692 | 150,212 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 23 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Santander Revolving Auto Loan Trust | |||||
Series 2019-A, Class A (D) | 2.510 | 01-26-32 | 2,804,000 | $2,677,214 | |
Sesac Finance LLC | |||||
Series 2019-1, Class A2 (D) | 5.216 | 07-25-49 | 2,453,995 | 2,275,754 | |
Sierra Timeshare Receivables Funding LLC | |||||
Series 2019-1A, Class A (D) | 3.200 | 01-20-36 | 148,826 | 144,164 | |
SMB Private Education Loan Trust | |||||
Series 2019-B, Class A2A (D) | 2.840 | 06-15-37 | 1,355,208 | 1,276,155 | |
Series 2020-PTA, Class A2A (D) | 1.600 | 09-15-54 | 1,625,242 | 1,468,961 | |
Series 2021-A, Class APT2 (D) | 1.070 | 01-15-53 | 963,831 | 842,602 | |
Sonic Capital LLC | |||||
Series 2020-1A, Class A2I (D) | 3.845 | 01-20-50 | 2,067,791 | 1,908,097 | |
Series 2021-1A, Class A2I (D) | 2.190 | 08-20-51 | 1,912,160 | 1,574,893 | |
Sunbird Engine Finance LLC | |||||
Series 2020-1A, Class A (D) | 3.671 | 02-15-45 | 411,110 | 332,379 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (D) | 1.946 | 08-25-51 | 3,481,830 | 3,041,379 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (D) | 1.650 | 02-20-46 | 1,297,075 | 1,106,601 | |
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A (D) | 2.110 | 09-20-45 | 2,725,667 | 2,400,035 | |
Series 2021-1A, Class A (D) | 1.860 | 03-20-46 | 2,475,941 | 2,142,134 | |
Vantage Data Centers LLC | |||||
Series 2020-1A, Class A2 (D) | 1.645 | 09-15-45 | 2,175,000 | 1,951,834 | |
Series 2020-2A, Class A2 (D) | 1.992 | 09-15-45 | 1,650,000 | 1,402,739 | |
VCP RRL ABS I, Ltd. | |||||
Series 2021-1A, Class A (D) | 2.152 | 10-20-31 | 407,025 | 373,378 | |
Verizon Master Trust | |||||
Series 2022-2, Class A | 1.530 | 07-20-28 | 1,592,000 | 1,501,770 | |
VR Funding LLC | |||||
Series 2020-1A, Class A (D) | 2.790 | 11-15-50 | 2,299,219 | 1,953,189 | |
VSE VOI Mortgage LLC | |||||
Series 2017-A, Class A (D) | 2.330 | 03-20-35 | 658,596 | 634,229 | |
Wendy’s Funding LLC | |||||
Series 2021-1A, Class A2I (D) | 2.370 | 06-15-51 | 2,008,415 | 1,700,228 | |
Willis Engine Structured Trust V | |||||
Series 2020-A, Class A (D) | 3.228 | 03-15-45 | 366,525 | 282,268 | |
Zaxby’s Funding LLC | |||||
Series 2021-1A, Class A2 (D) | 3.238 | 07-30-51 | 1,624,265 | 1,373,282 | |
Par value^ | Value | ||||
Escrow certificates 0.0% | $663 | ||||
(Cost $0) | |||||
LSC Communications, Inc. (A)(D) | 1,051,650 | 663 | |||
Yield* (%) | Maturity date | Par value^ | Value | ||
Short-term investments 2.8% | $118,171,915 | ||||
(Cost $118,150,036) | |||||
U.S. Government Agency 1.9% | 79,600,000 | ||||
Federal Agricultural Mortgage Corp. Discount Note | 4.110 | 02-01-23 | 58,600,000 | 58,600,000 | |
Federal Home Loan Bank Discount Note | 4.110 | 02-01-23 | 21,000,000 | 21,000,000 |
Yield (%) | Shares | Value | |||
Short-term funds 0.9% | 38,571,915 | ||||
John Hancock Collateral Trust (J) | 4.3787(K) | 3,858,040 | 38,571,915 |
24 | JOHN HANCOCK BALANCED FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Total investments (Cost $3,432,771,846) 100.6% | $4,209,789,442 | ||||
Other assets and liabilities, net (0.6%) | (23,771,302) | ||||
Total net assets 100.0% | $4,186,018,140 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
ICE | Intercontinental Exchange |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 1-31-23. The value of securities on loan amounted to $37,837,863. |
(C) | Security purchased or sold on a when-issued or delayed delivery basis. |
(D) | 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 $458,608,405 or 11.0% of the fund’s net assets as of 1-31-23. |
(E) | Non-income producing - Issuer is in default. |
(F) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(G) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(H) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(I) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(J) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
(K) | The rate shown is the annualized seven-day yield as of 1-31-23. |
* | 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. |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BALANCED FUND | 25 |
Notes to Fund’s investments (unaudited) |
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Advisor’s Valuation Policies and Procedures.
In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes 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, as well as broker supplied prices. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.
In certain instances, the Pricing Committee of the Advisor may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.
Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.
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 securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other 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 inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor’s assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the fund’s investments as of January 31, 2023, by major security category or type:
Total value at 1-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | $2,486,567,032 | $2,367,163,640 | $119,403,392 | — |
Preferred securities | 1,707,184 | 1,707,184 | — | — |
U.S. Government and Agency obligations | 661,041,194 | — | 661,041,194 | — |
Foreign government obligations | 3,942,707 | — | 3,942,707 | — |
Corporate bonds | 692,523,469 | — | 692,523,469 | — |
Municipal bonds | 3,340,842 | — | 3,340,842 | — |
Term loans | 1,533,685 | — | 1,533,685 | — |
Collateralized mortgage obligations | 124,631,748 | — | 124,631,748 | — |
Asset backed securities | 116,329,003 | — | 116,329,003 | — |
Escrow certificates | 663 | — | 663 | — |
Short-term investments | 118,171,915 | 38,571,915 | 79,600,000 | — |
Total investments in securities | $4,209,789,442 | $2,407,442,739 | $1,802,346,703 | — |
Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund’s fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:
26 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
John Hancock Collateral Trust | 3,858,040 | $39,113,494 | $39,578,292 | $(40,146,994) | $93 | $27,030 | $67,984 | — | $38,571,915 |
For additional information on the fund’s significant accounting policies and risks, please refer to the fund’s most recent semiannual or annual shareholder report and prospectus.
| | 27 |