John Hancock
Seaport Long/Short Fund
Quarterly portfolio holdings 7/31/2023
Fund’s investments |
As of 7-31-23
(unaudited)
Shares | Value | ||||
Common stocks 74.9% | $545,870,265 | ||||
(Cost $460,022,313) | |||||
Communication services 3.4% | 24,906,216 | ||||
Entertainment 0.8% | |||||
Activision Blizzard, Inc. (A) | 11,570 | 1,073,233 | |||
Liberty Media Corp.-Liberty Formula One, Series C (A) | 28,554 | 2,073,020 | |||
Netflix, Inc. (A) | 1,896 | 832,287 | |||
Roku, Inc. (A) | 3,057 | 294,297 | |||
Spotify Technology SA (A) | 1,379 | 206,036 | |||
Take-Two Interactive Software, Inc. (A) | 10,987 | 1,680,352 | |||
Interactive media and services 1.7% | |||||
Alphabet, Inc., Class A (A) | 24,090 | 3,197,225 | |||
Alphabet, Inc., Class C (A) | 509 | 67,753 | |||
Meta Platforms, Inc., Class A (A) | 19,696 | 6,275,146 | |||
Pinterest, Inc., Class A (A) | 30,716 | 890,457 | |||
Tencent Holdings, Ltd. | 44,200 | 2,031,482 | |||
Media 0.3% | |||||
Charter Communications, Inc., Class A (A) | 2,821 | 1,143,041 | |||
Publicis Groupe SA | 12,354 | 996,046 | |||
Wireless telecommunication services 0.6% | |||||
Bharti Airtel, Ltd. (A) | 232,097 | 2,511,062 | |||
T-Mobile US, Inc. (A) | 11,866 | 1,634,779 | |||
Consumer discretionary 5.2% | 37,820,360 | ||||
Automobiles 0.2% | |||||
Honda Motor Company, Ltd. | 10,700 | 341,131 | |||
Rivian Automotive, Inc., Class A (A) | 9,761 | 269,794 | |||
Subaru Corp. | 12,400 | 235,024 | |||
Suzuki Motor Corp. | 7,000 | 281,159 | |||
XPeng, Inc., A Shares (A) | 5,674 | 60,524 | |||
Broadline retail 2.4% | |||||
Alibaba Group Holding, Ltd. (A) | 633,690 | 8,098,164 | |||
Amazon.com, Inc. (A) | 67,235 | 8,987,975 | |||
JD.com, Inc., Class A | 2,271 | 47,018 | |||
MercadoLibre, Inc. (A) | 33 | 40,856 | |||
Diversified consumer services 0.0% | |||||
Hope Education Group Company, Ltd. (A)(B) | 162,374 | 12,356 | |||
Hotels, restaurants and leisure 0.5% | |||||
Airbnb, Inc., Class A (A) | 4,547 | 692,008 | |||
Booking Holdings, Inc. (A) | 458 | 1,360,626 | |||
Wingstop, Inc. | 8,740 | 1,473,389 | |||
Household durables 0.7% | |||||
Nikon Corp. | 32,865 | 434,402 | |||
Panasonic Holdings Corp. | 13,621 | 168,129 | |||
Skyline Champion Corp. (A) | 22,993 | 1,601,692 | |||
Sony Group Corp. | 33,600 | 3,147,185 | |||
Specialty retail 0.8% | |||||
Bath & Body Works, Inc. | 34,205 | 1,267,637 | |||
Burlington Stores, Inc. (A) | 8,616 | 1,530,374 | |||
RH (A) | 2,500 | 970,425 | |||
Ross Stores, Inc. | 18,726 | 2,146,749 |
2 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Shares | Value | ||||
Consumer discretionary (continued) | |||||
Textiles, apparel and luxury goods 0.6% | |||||
ANTA Sports Products, Ltd. | 92,800 | $1,099,765 | |||
Cie Financiere Richemont SA, A Shares | 14,650 | 2,359,131 | |||
Deckers Outdoor Corp. (A) | 84 | 45,670 | |||
Li Ning Company, Ltd. | 188,500 | 1,149,177 | |||
Consumer staples 1.7% | 12,707,775 | ||||
Consumer staples distribution and retail 0.1% | |||||
BJ’s Wholesale Club Holdings, Inc. (A) | 13,579 | 900,423 | |||
Food products 0.6% | |||||
Cranswick PLC | 52,921 | 2,270,427 | |||
Lamb Weston Holdings, Inc. | 19,141 | 1,983,582 | |||
Personal care products 0.8% | |||||
Haleon PLC | 556,122 | 2,400,457 | |||
Proya Cosmetics Company, Ltd., Class A | 66,160 | 1,046,128 | |||
Shiseido Company, Ltd. | 47,600 | 2,086,978 | |||
The Estee Lauder Companies, Inc., Class A | 3,996 | 719,280 | |||
Tobacco 0.2% | |||||
British American Tobacco PLC | 38,673 | 1,300,500 | |||
Energy 5.6% | 41,076,612 | ||||
Energy equipment and services 0.7% | |||||
Diamond Offshore Drilling, Inc. (A) | 44,289 | 701,095 | |||
John Wood Group PLC (A) | 21,307 | 40,500 | |||
Schlumberger, Ltd. | 16,498 | 962,493 | |||
Seadrill, Ltd. (A) | 40,800 | 1,995,528 | |||
Transocean, Ltd. (A) | 34,064 | 299,763 | |||
Valaris, Ltd. (A) | 16,152 | 1,240,474 | |||
Oil, gas and consumable fuels 4.9% | |||||
Antero Resources Corp. (A) | 86,287 | 2,308,177 | |||
ARC Resources, Ltd. | 116,243 | 1,756,008 | |||
Cenovus Energy, Inc. | 191,090 | 3,634,532 | |||
Cheniere Energy, Inc. | 16,520 | 2,673,927 | |||
Chesapeake Energy Corp. | 62,729 | 5,290,564 | |||
ConocoPhillips | 7,454 | 877,485 | |||
Coterra Energy, Inc. | 99,123 | 2,729,847 | |||
Diamondback Energy, Inc. | 24,881 | 3,665,469 | |||
EOG Resources, Inc. | 20,406 | 2,704,407 | |||
EQT Corp. | 81,169 | 3,423,708 | |||
Inpex Corp. | 29,000 | 374,454 | |||
Phillips 66 | 7,692 | 858,043 | |||
Shell PLC | 139,723 | 4,234,690 | |||
Southwestern Energy Company (A) | 201,458 | 1,305,448 | |||
Financials 17.0% | 124,124,399 | ||||
Banks 6.9% | |||||
AIB Group PLC | 894,284 | 4,206,410 | |||
Axis Bank, Ltd. | 17,796 | 206,819 | |||
Banco Bradesco SA, ADR | 3,750 | 13,238 | |||
Banco Santander SA | 90,842 | 368,117 | |||
BAWAG Group AG (A)(B) | 83,737 | 4,079,450 | |||
BNP Paribas SA | 23,236 | 1,532,363 | |||
China Merchants Bank Company, Ltd., H Shares | 153,657 | 764,095 | |||
Citizens Financial Group, Inc. | 122,243 | 3,943,559 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 3 |
Shares | Value | ||||
Financials (continued) | |||||
Banks (continued) | |||||
Commerzbank AG | 40,393 | $483,160 | |||
Concordia Financial Group, Ltd. | 472,700 | 2,162,139 | |||
Erste Group Bank AG | 31,452 | 1,188,756 | |||
FinecoBank SpA | 88,450 | 1,373,384 | |||
FNB Corp. | 139,398 | 1,782,900 | |||
ING Groep NV | 104,839 | 1,530,300 | |||
JPMorgan Chase & Co. | 53,025 | 8,375,829 | |||
Kasikornbank PCL | 207,801 | 765,922 | |||
KBC Group NV | 36,019 | 2,710,962 | |||
Mizuho Financial Group, Inc. | 20,200 | 342,700 | |||
Permanent TSB Group Holdings PLC (A) | 159,729 | 400,418 | |||
Resona Holdings, Inc. | 147,900 | 805,180 | |||
Security Bank Corp. | 7,171 | 10,844 | |||
Societe Generale SA | 28,357 | 771,218 | |||
The Chiba Bank, Ltd. | 337,900 | 2,375,893 | |||
The Shiga Bank, Ltd. | 57,100 | 1,223,271 | |||
UniCredit SpA | 87,530 | 2,216,281 | |||
Wells Fargo & Company | 148,257 | 6,843,543 | |||
Capital markets 4.2% | |||||
Ares Management Corp., Class A | 91,832 | 9,111,571 | |||
Banca Generali SpA | 10,659 | 399,292 | |||
BlackRock, Inc. | 2,244 | 1,657,979 | |||
Cboe Global Markets, Inc. | 6,000 | 838,080 | |||
Houlihan Lokey, Inc. | 21,278 | 2,124,608 | |||
Intercontinental Exchange, Inc. | 14,773 | 1,695,940 | |||
KKR & Company, Inc. | 46,105 | 2,737,715 | |||
S&P Global, Inc. | 11,496 | 4,535,287 | |||
Tradeweb Markets, Inc., Class A | 80,449 | 6,579,924 | |||
WisdomTree, Inc. | 178,670 | 1,243,543 | |||
Consumer finance 1.6% | |||||
American Express Company | 67,670 | 11,428,102 | |||
Financial services 2.9% | |||||
Block, Inc. (A) | 110,625 | 8,908,631 | |||
EXOR NV | 61,232 | 5,721,857 | |||
PagSeguro Digital, Ltd., Class A (A) | 62,549 | 710,557 | |||
Shift4 Payments, Inc., Class A (A) | 19,593 | 1,351,721 | |||
Visa, Inc., Class A | 3,385 | 804,716 | |||
WEX, Inc. (A) | 18,096 | 3,426,478 | |||
Insurance 1.4% | |||||
Admiral Group PLC | 39,849 | 1,087,997 | |||
AIA Group, Ltd. | 173,200 | 1,732,820 | |||
Allianz SE | 3,304 | 789,654 | |||
ASR Nederland NV | 46,990 | 2,130,029 | |||
Lancashire Holdings, Ltd. | 73,776 | 564,676 | |||
Muenchener Rueckversicherungs-Gesellschaft AG | 4,895 | 1,842,703 | |||
Ping An Insurance Group Company of China, Ltd., H Shares | 4,559 | 33,220 | |||
Talanx AG | 10,198 | 624,524 | |||
Trupanion, Inc. (A) | 47,499 | 1,465,344 | |||
Mortgage real estate investment trusts 0.0% | |||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 3,856 | 100,680 |
4 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Shares | Value | ||||
Health care 20.0% | $145,945,341 | ||||
Biotechnology 8.0% | |||||
Abcam PLC, ADR (A) | 20,116 | 471,519 | |||
Akero Therapeutics, Inc. (A) | 16,104 | 698,914 | |||
Alkermes PLC (A) | 52,607 | 1,540,333 | |||
Alnylam Pharmaceuticals, Inc. (A) | 11,845 | 2,314,513 | |||
Amicus Therapeutics, Inc. (A) | 1,845 | 25,129 | |||
Amoy Diagnostics Company, Ltd., Class A | 104,349 | 352,744 | |||
Apellis Pharmaceuticals, Inc. (A) | 23,558 | 606,619 | |||
Argenx SE, ADR (A) | 6,234 | 3,144,928 | |||
Ascendis Pharma A/S, ADR (A) | 18,672 | 1,683,281 | |||
Biogen, Inc. (A) | 14,399 | 3,890,466 | |||
Bioxcel Therapeutics, Inc. (A) | 21,620 | 197,607 | |||
Blueprint Medicines Corp. (A) | 6,681 | 440,946 | |||
Celldex Therapeutics, Inc. (A) | 2,448 | 86,561 | |||
Clementia Pharmaceuticals, Inc. (A)(C) | 9,185 | 0 | |||
Crinetics Pharmaceuticals, Inc. (A) | 36,547 | 694,393 | |||
Cytokinetics, Inc. (A) | 57,802 | 1,927,697 | |||
Denali Therapeutics, Inc. (A) | 18,741 | 532,807 | |||
Exact Sciences Corp. (A) | 57,177 | 5,577,045 | |||
Genmab A/S (A) | 3,628 | 1,495,460 | |||
Genus PLC | 14,562 | 460,621 | |||
Geron Corp. (A) | 252,039 | 816,606 | |||
Gilead Sciences, Inc. | 21,562 | 1,641,731 | |||
Immatics NV (A) | 1,775 | 21,140 | |||
Immunocore Holdings PLC, ADR (A) | 554 | 36,553 | |||
ImmunoGen, Inc. (A) | 80,407 | 1,432,853 | |||
Intellia Therapeutics, Inc. (A) | 1,425 | 60,320 | |||
Karuna Therapeutics, Inc. (A) | 9,467 | 1,891,223 | |||
Kymera Therapeutics, Inc. (A) | 22,046 | 482,366 | |||
Legend Biotech Corp., ADR (A) | 10,445 | 788,806 | |||
Merus NV (A) | 40,902 | 1,073,268 | |||
Mirati Therapeutics, Inc. (A) | 8,205 | 248,365 | |||
Moderna, Inc. (A) | 9,599 | 1,129,418 | |||
Morphic Holding, Inc. (A) | 523 | 29,670 | |||
Nuvalent, Inc., Class A (A) | 23,159 | 1,154,476 | |||
Prothena Corp. PLC (A) | 13,789 | 949,648 | |||
PTC Therapeutics, Inc. (A) | 2,476 | 99,882 | |||
Regeneron Pharmaceuticals, Inc. (A) | 1,613 | 1,196,701 | |||
Remegen Company, Ltd., H Shares (A)(B)(D) | 41,359 | 236,033 | |||
REVOLUTION Medicines, Inc. (A) | 1,946 | 51,083 | |||
Rocket Pharmaceuticals, Inc. (A) | 42,775 | 772,089 | |||
Roivant Sciences, Ltd. (A) | 122,918 | 1,472,558 | |||
Sage Therapeutics, Inc. (A) | 4,017 | 139,310 | |||
Sarepta Therapeutics, Inc. (A) | 420 | 45,524 | |||
Seagen, Inc. (A) | 15,222 | 2,919,275 | |||
Sichuan Kelun-Biotech Biopharmaceutical Company, Ltd. (A) | 32,300 | 312,899 | |||
Syndax Pharmaceuticals, Inc. (A) | 1,029 | 21,938 | |||
Ultragenyx Pharmaceutical, Inc. (A) | 421 | 18,154 | |||
United Therapeutics Corp. (A) | 12,757 | 3,096,379 | |||
Vaxcyte, Inc. (A) | 736 | 35,372 | |||
Veracyte, Inc. (A) | 12,165 | 333,929 | |||
Vertex Pharmaceuticals, Inc. (A) | 22,311 | 7,861,058 | |||
Xenon Pharmaceuticals, Inc. (A) | 19,839 | 732,456 | |||
Zai Lab, Ltd., ADR (A) | 26,952 | 810,177 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 5 |
Shares | Value | ||||
Health care (continued) | |||||
Health care equipment and supplies 3.3% | |||||
Abbott Laboratories | 23,723 | $2,641,082 | |||
Alcon, Inc. | 20,223 | 1,720,808 | |||
AtriCure, Inc. (A) | 23,981 | 1,327,348 | |||
Becton, Dickinson and Company | 6,100 | 1,699,582 | |||
Boston Scientific Corp. (A) | 18,370 | 952,485 | |||
DexCom, Inc. (A) | 38,589 | 4,806,646 | |||
DiaSorin SpA | 12,996 | 1,458,049 | |||
Edwards Lifesciences Corp. (A) | 13,856 | 1,137,162 | |||
Glaukos Corp. (A) | 4,361 | 336,408 | |||
Hologic, Inc. (A) | 20,687 | 1,642,962 | |||
Inari Medical, Inc. (A) | 1,995 | 113,855 | |||
Insulet Corp. (A) | 8,085 | 2,237,524 | |||
Intuitive Surgical, Inc. (A) | 5,283 | 1,713,805 | |||
Lifetech Scientific Corp. (A) | 359,894 | 125,818 | |||
QuidelOrtho Corp. (A) | 3,170 | 276,931 | |||
Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 89,862 | 116,052 | |||
Shockwave Medical, Inc. (A) | 5,490 | 1,430,694 | |||
Stryker Corp. | 461 | 130,652 | |||
Teleflex, Inc. | 102 | 25,619 | |||
Venus MedTech Hangzhou, Inc., H Shares (A)(B) | 408,000 | 381,963 | |||
Health care providers and services 2.6% | |||||
Acadia Healthcare Company, Inc. (A) | 20,100 | 1,588,503 | |||
Addus HomeCare Corp. (A) | 9,645 | 883,193 | |||
agilon health, Inc. (A) | 28,618 | 548,035 | |||
Alignment Healthcare, Inc. (A) | 165,082 | 1,025,159 | |||
AmerisourceBergen Corp. | 10,567 | 1,974,972 | |||
Centene Corp. (A) | 24,810 | 1,689,313 | |||
Encompass Health Corp. | 6,254 | 412,952 | |||
Guardant Health, Inc. (A) | 8,300 | 323,866 | |||
Hapvida Participacoes e Investimentos SA (A)(B) | 937,530 | 951,656 | |||
HCA Healthcare, Inc. | 4,155 | 1,133,526 | |||
Humana, Inc. | 5,125 | 2,341,254 | |||
Laboratory Corp. of America Holdings | 2,048 | 438,129 | |||
Molina Healthcare, Inc. (A) | 894 | 272,214 | |||
Owens & Minor, Inc. (A) | 23,231 | 446,964 | |||
Privia Health Group, Inc. (A) | 34,964 | 976,195 | |||
Surgery Partners, Inc. (A) | 32,986 | 1,274,249 | |||
UnitedHealth Group, Inc. | 4,613 | 2,335,885 | |||
Health care technology 0.6% | |||||
Health Catalyst, Inc. (A) | 45,158 | 633,567 | |||
Veeva Systems, Inc., Class A (A) | 19,742 | 4,031,711 | |||
Life sciences tools and services 1.5% | |||||
Agilent Technologies, Inc. | 733 | 89,257 | |||
Avantor, Inc. (A) | 6,695 | 137,716 | |||
Danaher Corp. | 12,305 | 3,138,513 | |||
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 1,081 | 10,419 | |||
ICON PLC (A) | 7,734 | 1,944,405 | |||
Illumina, Inc. (A) | 15,526 | 2,983,321 | |||
Repligen Corp. (A) | 4,548 | 780,255 | |||
Tecan Group AG | 2,004 | 797,454 | |||
Thermo Fisher Scientific, Inc. | 620 | 340,169 | |||
Waters Corp. (A) | 110 | 30,383 |
6 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Shares | Value | ||||
Health care (continued) | |||||
Life sciences tools and services (continued) | |||||
WuXi AppTec Company, Ltd., H Shares (B) | 90,300 | $858,971 | |||
Pharmaceuticals 4.0% | |||||
Aclaris Therapeutics, Inc. (A) | 65,898 | 650,413 | |||
AstraZeneca PLC | 33,573 | 4,823,641 | |||
Bayer AG | 6,904 | 403,770 | |||
Chugai Pharmaceutical Company, Ltd. | 68,100 | 2,026,740 | |||
Daiichi Sankyo Company, Ltd. | 46,009 | 1,417,059 | |||
Eisai Company, Ltd. | 16,318 | 1,029,561 | |||
Elanco Animal Health, Inc. (A) | 67,170 | 810,742 | |||
Eli Lilly & Company | 13,999 | 6,363,245 | |||
Merck & Company, Inc. | 34,005 | 3,626,633 | |||
Novartis AG | 12,869 | 1,347,347 | |||
Otsuka Holdings Company, Ltd. | 42,800 | 1,573,641 | |||
Pfizer, Inc. | 1,505 | 54,270 | |||
Reata Pharmaceuticals, Inc., Class A (A) | 6,560 | 1,086,205 | |||
UCB SA | 25,437 | 2,252,377 | |||
Verona Pharma PLC, ADR (A) | 41,160 | 909,224 | |||
Zoetis, Inc. | 4,519 | 849,979 | |||
Industrials 4.9% | 35,307,621 | ||||
Aerospace and defense 0.8% | |||||
BWX Technologies, Inc. (E) | 46,940 | 3,238,860 | |||
Dassault Aviation SA | 6,936 | 1,347,397 | |||
Rheinmetall AG | 3,494 | 989,662 | |||
Building products 0.5% | |||||
Builders FirstSource, Inc. (A) | 17,548 | 2,534,458 | |||
The AZEK Company, Inc. (A) | 42,398 | 1,322,818 | |||
Construction and engineering 0.3% | |||||
Fluor Corp. (A) | 16,156 | 500,513 | |||
MasTec, Inc. (A) | 10,222 | 1,203,641 | |||
Taisei Corp. | 4,900 | 185,692 | |||
Electrical equipment 0.6% | |||||
Contemporary Amperex Technology Company, Ltd., Class A | 105,231 | 3,508,502 | |||
Shoals Technologies Group, Inc., Class A (A) | 11,813 | 306,665 | |||
Stem, Inc. (A) | 25,421 | 179,726 | |||
Sunrun, Inc. (A) | 13,615 | 258,413 | |||
Vicor Corp. (A) | 189 | 17,439 | |||
Zhejiang HangKe Technology, Inc., Company, Class A | 3,277 | 13,952 | |||
Ground transportation 1.2% | |||||
ALD SA (B) | 214,904 | 2,283,244 | |||
Uber Technologies, Inc. (A) | 126,752 | 6,269,154 | |||
Machinery 0.3% | |||||
Ebara Corp. | 18,800 | 888,450 | |||
IMI PLC | 66,265 | 1,385,430 | |||
Zoomlion Heavy Industry Science and Technology Company, Ltd., Class A | 16,760 | 16,169 | |||
Marine transportation 0.6% | |||||
Irish Continental Group PLC | 821,516 | 4,353,700 | |||
Professional services 0.4% | |||||
Ceridian HCM Holding, Inc. (A) | 30,676 | 2,172,168 | |||
Paycom Software, Inc. | 2,780 | 1,025,153 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 7 |
Shares | Value | ||||
Industrials (continued) | |||||
Trading companies and distributors 0.2% | |||||
Applied Industrial Technologies, Inc. | 6,643 | $963,169 | |||
Sumitomo Corp. | 16,000 | 343,246 | |||
Information technology 12.4% | 90,263,223 | ||||
Communications equipment 0.0% | |||||
Ciena Corp. (A) | 4,117 | 173,737 | |||
Electronic equipment, instruments and components 0.4% | |||||
Flex, Ltd. (A) | 89,899 | 2,459,637 | |||
IT services 1.3% | |||||
MongoDB, Inc. (A) | 6,650 | 2,815,610 | |||
NEC Corp. | 3,900 | 197,322 | |||
Okta, Inc. (A) | 30,304 | 2,329,165 | |||
Shopify, Inc., Class A (A) | 34,321 | 2,319,413 | |||
VeriSign, Inc. (A) | 9,032 | 1,905,300 | |||
Semiconductors and semiconductor equipment 6.2% | |||||
Advanced Micro Devices, Inc. (A) | 26,027 | 2,977,489 | |||
ASML Holding NV, NYRS | 356 | 255,042 | |||
Broadcom, Inc. | 416 | 373,838 | |||
Disco Corp. | 361 | 67,859 | |||
Enphase Energy, Inc. (A) | 1,371 | 208,159 | |||
Infineon Technologies AG | 14,507 | 637,372 | |||
Intel Corp. (E) | 134,694 | 4,818,004 | |||
Kinsus Interconnect Technology Corp. | 4,337 | 14,321 | |||
KLA Corp. | 6,981 | 3,587,885 | |||
Marvell Technology, Inc. | 103,391 | 6,733,856 | |||
Maxeon Solar Technologies, Ltd. (A) | 6,762 | 166,954 | |||
Meyer Burger Technology AG (A) | 394,786 | 237,357 | |||
Micron Technology, Inc. | 12,572 | 897,515 | |||
Nova, Ltd. (A) | 10,848 | 1,344,501 | |||
NVIDIA Corp. | 23,933 | 11,183,652 | |||
ON Semiconductor Corp. (A) | 19,615 | 2,113,516 | |||
Rambus, Inc. (A) | 2,624 | 164,289 | |||
Renesas Electronics Corp. (A) | 15,030 | 289,986 | |||
SCREEN Holdings Company, Ltd. | 5,200 | 560,700 | |||
Shibaura Mechatronics Corp. | 830 | 138,936 | |||
Skyworks Solutions, Inc. | 1,118 | 127,866 | |||
SolarEdge Technologies, Inc. (A) | 8,728 | 2,107,463 | |||
Taiwan Semiconductor Manufacturing Company, Ltd. | 181,271 | 3,273,319 | |||
Taiwan Semiconductor Manufacturing Company, Ltd., ADR | 8,925 | 884,914 | |||
Tokyo Electron, Ltd. | 3,016 | 452,662 | |||
Ulvac, Inc. | 27,405 | 1,176,798 | |||
Wolfspeed, Inc. (A) | 9,590 | 631,981 | |||
Software 4.2% | |||||
Atlassian Corp., Class A (A) | 3,169 | 576,568 | |||
BILL Holdings, Inc. (A) | 1,775 | 222,479 | |||
Datadog, Inc., Class A (A) | 25,364 | 2,960,486 | |||
Dynatrace, Inc. (A) | 61,992 | 3,390,342 | |||
HubSpot, Inc. (A) | 7,745 | 4,496,360 | |||
Intuit, Inc. | 4,743 | 2,426,993 | |||
Microsoft Corp. | 15,284 | 5,134,201 | |||
Palo Alto Networks, Inc. (A) | 1,603 | 400,686 | |||
Salesforce, Inc. (A) | 10,927 | 2,458,684 |
8 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Shares | Value | ||||
Information technology (continued) | |||||
Software (continued) | |||||
ServiceNow, Inc. (A) | 8,730 | $5,089,590 | |||
Splunk, Inc. (A) | 3,477 | 376,663 | |||
Workday, Inc., Class A (A) | 12,842 | 3,045,223 | |||
Technology hardware, storage and peripherals 0.3% | |||||
Samsung Electronics Company, Ltd. | 25,525 | 1,397,561 | |||
Wiwynn Corp. | 11,639 | 660,969 | |||
Materials 2.3% | 16,647,066 | ||||
Chemicals 0.8% | |||||
Guangzhou Tinci Materials Technology Company, Ltd., Class A | 2,224 | 11,478 | |||
Hansol Chemical Company, Ltd. | 4,406 | 677,206 | |||
Hanwha Solutions Corp. (A) | 6,664 | 197,782 | |||
Mitsubishi Gas Chemical Company, Inc. | 3,900 | 58,494 | |||
Sinoma Science & Technology Company, Ltd., Class A | 654,180 | 2,119,655 | |||
SKC Company, Ltd. | 1,362 | 106,027 | |||
Wacker Chemie AG | 18,402 | 2,859,446 | |||
Yunnan Energy New Material Company, Ltd., Class A (A) | 2,620 | 35,448 | |||
Construction materials 0.0% | |||||
Ambuja Cements, Ltd. | 5,274 | 29,697 | |||
Anhui Conch Cement Company, Ltd., H Shares | 8,586 | 25,920 | |||
China National Building Material Company, Ltd., H Shares | 35,789 | 22,621 | |||
Metals and mining 1.5% | |||||
Anglo American PLC | 86,106 | 2,647,912 | |||
Barrick Gold Corp. | 193,280 | 3,341,811 | |||
Foran Mining Corp. (A) | 98,900 | 299,254 | |||
Fresnillo PLC | 125,198 | 992,225 | |||
Glencore PLC | 529,824 | 3,222,090 | |||
Real estate 0.2% | 1,432,456 | ||||
Health care REITs 0.1% | |||||
Welltower, Inc. | 8,916 | 732,449 | |||
Real estate management and development 0.1% | |||||
CBRE Group, Inc., Class A (A) | 2,422 | 201,777 | |||
Vonovia SE | 17,625 | 410,662 | |||
Specialized REITs 0.0% | |||||
Weyerhaeuser Company | 2,571 | 87,568 | |||
Utilities 2.2% | 15,639,196 | ||||
Electric utilities 1.4% | |||||
American Electric Power Company, Inc. (E) | 41,998 | 3,558,911 | |||
NextEra Energy, Inc. | 34,923 | 2,559,856 | |||
PG&E Corp. (A) | 205,303 | 3,615,386 | |||
Gas utilities 0.4% | |||||
Atmos Energy Corp. | 20,052 | 2,440,529 | |||
China Gas Holdings, Ltd. | 60,600 | 67,884 | |||
China Resources Gas Group, Ltd. | 36,400 | 126,098 | |||
ENN Energy Holdings, Ltd. | 13,900 | 168,952 | |||
Kunlun Energy Company, Ltd. | 182,000 | 148,930 | |||
Independent power and renewable electricity producers 0.1% | |||||
Brookfield Renewable Corp., Class A | 8,213 | 255,999 | |||
China Longyuan Power Group Corp., Ltd., H Shares | 186,000 | 180,077 | |||
Ormat Technologies, Inc. | 2,274 | 184,876 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 9 |
Shares | Value | ||||
Utilities (continued) | |||||
Independent power and renewable electricity producers (continued) | |||||
Sunnova Energy International, Inc. (A) | 7,587 | $133,986 | |||
The AES Corp. | 10,297 | 222,724 | |||
Multi-utilities 0.3% | |||||
Engie SA | 120,387 | 1,974,988 | |||
Preferred securities 0.2% | $1,440,726 | ||||
(Cost $916,770) | |||||
Energy 0.2% | 1,440,726 | ||||
Oil, gas and consumable fuels 0.2% | |||||
Raizen SA | 1,637,700 | 1,440,726 | |||
Exchange-traded funds 0.6% | $4,432,485 | ||||
(Cost $4,048,382) | |||||
VanEck Gold Miners ETF | 141,117 | 4,432,485 | |||
Contracts/Notional amount | Value | ||||
Purchased options 0.3% | $2,557,642 | ||||
(Cost $3,244,434) | |||||
Calls 0.2% | 1,455,744 | ||||
Exchange Traded Option on Apellis Pharmaceuticals, Inc. (Expiration Date: 8-18-23; Strike Price: $50.00; Notional Amount: 14,100) (A) | 141 | 3,173 | |||
Exchange Traded Option on ARK Innovation ETF (Expiration Date: 8-18-23; Strike Price: $51.00; Notional Amount: 164,000) (A) | 1,640 | 241,080 | |||
Exchange Traded Option on KraneShares CSI China Internet ETF (Expiration Date: 9-15-23; Strike Price: $36.00; Notional Amount: 55,200) (A) | 552 | 38,797 | |||
Exchange Traded Option on Rivian Automotive, Inc., Class A (Expiration Date: 8-18-23; Strike Price: $30.00; Notional Amount: 23,900) (A) | 239 | 37,165 | |||
Over the Counter Option on Alibaba Group Holding, Ltd. (Expiration Date: 9-28-23; Strike Price: HKD 90.88; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F) | 8,500 | 11,825 | |||
Over the Counter Option on Anhui Conch Cement Company, Ltd., H Shares (Expiration Date: 9-28-23; Strike Price: HKD 27.14; Counterparty: Morgan Stanley & Company International PLC) (A)(F) | 26,200 | 1,089 | |||
Over the Counter Option on China Overseas Land & Investment, Ltd. (Expiration Date: 9-28-23; Strike Price: HKD 19.05; Counterparty: Goldman Sachs International) (A)(F) | 36,970 | 4,019 | |||
Over the Counter Option on China Vanke Company, Ltd., H Shares (Expiration Date: 12-28-23; Strike Price: CNY 16.11; Counterparty: Goldman Sachs International) (A)(F) | 23,400 | 1,760 | |||
Over the Counter Option on Contemporary Amperex Technology Company, Ltd., Class A (Expiration Date: 9-15-23; Strike Price: CNY 249.39; Counterparty: Goldman Sachs International) (A)(F) | 144,400 | 97,798 | |||
Over the Counter Option on JD.com, Inc., Class A (Expiration Date: 12-28-23; Strike Price: HKD 165.88; Counterparty: Morgan Stanley & Company International PLC) (A)(F) | 3,650 | 8,323 | |||
Over the Counter Option on Kweichow Moutai Company, Ltd., Class A (Expiration Date: 9-27-23; Strike Price: CNY 1,854.38; Counterparty: Morgan Stanley & Company International PLC) (A)(F) | 9,400 | 48,084 | |||
Over the Counter Option on Meituan, Class B (Expiration Date: 9-28-23; Strike Price: HKD 145.51; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F) | 272,400 | 433,716 | |||
Over the Counter Option on Ping An Insurance Group Company of China, Ltd., H Shares (Expiration Date: 12-28-23; Strike Price: HKD 54.89; Counterparty: Morgan Stanley & Company International PLC) (A)(F) | 12,500 | 9,454 | |||
Over the Counter Option on Ping An Insurance Group Company of China, Ltd., H Shares (Expiration Date: 9-28-23; Strike Price: HKD 56.18; Counterparty: BNP Paribas) (A)(F) | 890,980 | 384,514 | |||
Over the Counter Option on Russell 2000 Index vs. Nasdaq 100 Index (Expiration Date: 9-15-23; Strike Rate: 2.000%; Counterparty: BNP Paribas) (A)(F) | 7,728,295 | 133,135 |
10 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Contracts/Notional amount | Value | ||||
Calls (continued) | |||||
Over the Counter Option on Shenzhen Mindray Bio-Medical Electronics Company, Ltd., Class A (Expiration Date: 10-30-23; Strike Price: CNY 322.13; Counterparty: Goldman Sachs International) (A)(F) | 1,637 | $1,510 | |||
Over the Counter Option on Yunnan Energy New Material Company, Ltd., Class A (Expiration Date: 9-15-23; Strike Price: CNY 112.31; Counterparty: Morgan Stanley & Company International PLC) (A)(F) | 2,700 | 302 | |||
Puts 0.1% | 1,101,898 | ||||
Exchange Traded Option on Advanced Micro Devices, Inc. (Expiration Date: 8-4-23; Strike Price: $108.00; Notional Amount: 15,300) (A) | 153 | 26,010 | |||
Exchange Traded Option on Affirm Holdings, Inc. (Expiration Date: 9-15-23; Strike Price: $15.00; Notional Amount: 46,800) (A) | 468 | 37,674 | |||
Exchange Traded Option on Atlassian Corp., Class A (Expiration Date: 8-18-23; Strike Price: $160.00; Notional Amount: 6,800) (A) | 68 | 26,520 | |||
Exchange Traded Option on BILL Holdings, Inc. (Expiration Date: 8-18-23; Strike Price: $105.00; Notional Amount: 4,900) (A) | 49 | 11,638 | |||
Exchange Traded Option on Block, Inc. (Expiration Date: 8-18-23; Strike Price: $65.00; Notional Amount: 16,300) (A) | 163 | 4,483 | |||
Exchange Traded Option on HubSpot, Inc. (Expiration Date: 8-18-23; Strike Price: $510.00; Notional Amount: 2,200) (A) | 22 | 9,460 | |||
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 8-18-23; Strike Price: $372.00; Notional Amount: 9,500) (A) | 95 | 17,528 | |||
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 8-18-23; Strike Price: $375.00; Notional Amount: 15,900) (A) | 159 | 38,637 | |||
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 8-18-23; Strike Price: $377.00; Notional Amount: 21,100) (A) | 211 | 61,612 | |||
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 9-15-23; Strike Price: $370.00; Notional Amount: 33,200) (A) | 332 | 147,287 | |||
Exchange Traded Option on iShares MSCI EAFE ETF (Expiration Date: 9-15-23; Strike Price: $71.00; Notional Amount: 356,700) (A) | 3,567 | 119,495 | |||
Exchange Traded Option on iShares Semiconductor ETF (Expiration Date: 8-18-23; Strike Price: $500.00; Notional Amount: 11,800) (A) | 118 | 24,190 | |||
Exchange Traded Option on Microsoft Corp. (Expiration Date: 8-18-23; Strike Price: $330.00; Notional Amount: 3,500) (A) | 35 | 15,488 | |||
Exchange Traded Option on S&P 500 E-Mini Index (Expiration Date: 8-18-23; Strike Price: $447.00; Notional Amount: 700) (A) | 7 | 805 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 8-18-23; Strike Price: $4,150.00; Notional Amount: 1,800) (A) | 18 | 3,015 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 8-18-23; Strike Price: $4,250.00; Notional Amount: 700) (A) | 7 | 1,645 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 9-15-23; Strike Price: $4,250.00; Notional Amount: 1,300) (A) | 13 | 15,925 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 9-15-23; Strike Price: $4,425.00; Notional Amount: 7,800) (A) | 78 | 203,970 | |||
Exchange Traded Option on Uber Technologies, Inc. (Expiration Date: 8-11-23; Strike Price: $47.50; Notional Amount: 32,400) (A) | 324 | 46,111 | |||
Over the Counter Option on the USD vs. BRL (Expiration Date: 5-16-24; Strike Price: $4.80; Counterparty: Deutsche Bank AG) (A)(F) | 3,912,000 | 149,294 | |||
Over the Counter Option on the USD vs. BRL (Expiration Date: 6-13-24; Strike Price: $4.50; Counterparty: Morgan Stanley & Company International PLC) (A)(F) | 8,646,000 | 141,111 | |||
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 0.1% | $906,623 | ||||
(Cost $853,626) | |||||
Health care 0.1% | 906,623 | ||||
Health care providers and services 0.1% | |||||
AthenaHealth Group, Inc. (B) | 6.500 | 02-15-30 | 1,070,000 | 906,623 | |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 11 |
Yield* (%) | Maturity date | Par value^ | Value | ||
Short-term investments 24.3% | $176,831,892 | ||||
(Cost $176,848,098) | |||||
U.S. Government 16.7% | 121,673,618 | ||||
U.S. Treasury Bill (E) | 4.752 | 09-14-23 | 15,385,000 | 15,285,969 | |
U.S. Treasury Bill | 4.811 | 09-07-23 | 900,000 | 895,131 | |
U.S. Treasury Bill (E) | 4.945 | 08-29-23 | 5,920,000 | 5,895,775 | |
U.S. Treasury Bill (E) | 4.946 | 08-22-23 | 12,990,000 | 12,950,190 | |
U.S. Treasury Bill | 5.005 | 09-12-23 | 13,089,900 | 13,009,763 | |
U.S. Treasury Bill (E) | 5.017 | 09-05-23 | 11,105,000 | 11,048,423 | |
U.S. Treasury Bill | 5.051 | 08-15-23 | 4,400,000 | 4,390,980 | |
U.S. Treasury Bill | 5.058 | 08-01-23 | 4,455,000 | 4,455,000 | |
U.S. Treasury Bill (E) | 5.087 | 08-10-23 | 19,715,000 | 19,689,044 | |
U.S. Treasury Bill (E) | 5.145 | 08-08-23 | 10,605,000 | 10,594,208 | |
U.S. Treasury Bill | 5.151 | 08-17-23 | 4,040,000 | 4,030,587 | |
U.S. Treasury Bill (E) | 5.162 | 09-19-23 | 2,190,000 | 2,174,321 | |
U.S. Treasury Bill | 5.213 | 09-26-23 | 1,695,000 | 1,681,092 | |
U.S. Treasury Bill | 5.215 | 08-31-23 | 11,950,000 | 11,897,659 | |
U.S. Treasury Bill | 5.264 | 10-12-23 | 2,665,000 | 2,636,898 | |
U.S. Treasury Bill | 5.277 | 01-18-24 | 1,065,000 | 1,038,578 |
Yield (%) | Shares | Value | |||
Short-term funds 7.6% | 55,158,274 | ||||
John Hancock Collateral Trust (G) | 5.2927(H) | 30,495 | 304,801 | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 5.1769(H) | 54,853,473 | 54,853,473 |
Total investments (Cost $645,933,623) 100.4% | $732,039,633 | ||||
Other assets and liabilities, net (0.4%) | (3,213,026) | ||||
Total net assets 100.0% | $728,826,607 |
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. | |
Currency Abbreviations | |
BRL | Brazilian Real |
CNY | Chinese Yuan Renminbi |
HKD | Hong Kong Dollar |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
NYRS | New York Registry Shares |
(A) | Non-income producing security. |
(B) | 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. |
(C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(D) | All or a portion of this security is on loan as of 7-31-23. The value of securities on loan amounted to $290,049. |
(E) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
(F) | For this type of option, notional amounts are equivalent to number of contracts. |
(G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
(H) | The rate shown is the annualized seven-day yield as of 7-31-23. |
* | 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. |
The fund had the following country
composition as a percentage of net assets on 7-31-23:
United States | 75.2% |
Japan | 3.4% |
China | 3.2% |
United Kingdom | 3.1% |
Netherlands | 1.9% |
12 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Ireland | 1.8% |
Canada | 1.7% |
Switzerland | 1.3% |
Germany | 1.2% |
France | 1.2% |
Other countries | 6.0% |
TOTAL | 100.0% |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 13 |
DERIVATIVES
FUTURES
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
TOPIX Index Futures | 3 | Short | Sep 2023 | $(474,252) | $(490,704) | $(16,452) |
$(16,452) |
^ Notional basis refers to the
contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.
FORWARD FOREIGN CURRENCY CONTRACTS
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
AUD | 9,000,000 | USD | 6,076,927 | JPM | 8/31/2023 | — | $(25,609) |
CAD | 10,980,000 | USD | 8,307,043 | MSI | 8/31/2023 | $23,104 | — |
CAD | 3,100,000 | USD | 2,319,738 | BNP | 9/20/2023 | 32,721 | — |
CHF | 4,805,000 | USD | 5,555,061 | GSI | 8/31/2023 | — | (28,610) |
CNY | 1,149,000 | USD | 161,029 | BNP | 9/20/2023 | 436 | — |
DKK | 10,480,000 | USD | 1,561,602 | GSI | 8/31/2023 | — | (12,635) |
EUR | 8,656,000 | USD | 9,328,456 | DB | 9/20/2023 | 211,490 | — |
EUR | 183,000 | USD | 201,106 | JPM | 9/20/2023 | 582 | — |
GBP | 6,735,000 | USD | 8,655,708 | GSI | 8/31/2023 | — | (11,142) |
GBP | 4,975,000 | USD | 6,195,860 | MSI | 9/20/2023 | 190,133 | — |
HKD | 15,665,000 | USD | 2,005,736 | GSI | 8/31/2023 | 3,268 | — |
JPY | 1,574,700,000 | USD | 11,195,170 | JPM | 8/31/2023 | — | (76,740) |
JPY | 821,400,000 | USD | 5,905,989 | JPM | 9/20/2023 | — | (88,081) |
JPY | 346,500,000 | USD | 2,465,310 | SCB | 9/20/2023 | — | (11,080) |
KRW | 5,255,910,000 | USD | 4,126,133 | MSI | 8/31/2023 | — | (6,343) |
SEK | 20,280,000 | USD | 1,956,200 | GSI | 8/31/2023 | — | (26,926) |
USD | 2,343,498 | CAD | 3,100,000 | GSI | 9/20/2023 | — | (8,961) |
USD | 6,962,437 | CNY | 49,285,000 | MSI | 9/20/2023 | 36,592 | — |
USD | 10,982,744 | EUR | 9,906,000 | DB | 8/31/2023 | 75,976 | — |
USD | 5,793,370 | JPY | 794,473,000 | SCB | 9/20/2023 | 166,184 | — |
$740,486 | $(296,127) |
WRITTEN OPTIONS
Options on securities | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Calls | ||||||||
JPM | Alibaba Group Holding, Ltd. | HKD | 103.27 | Sep 2023 | 8,500 | 8,500 | $3,399 | $(5,323) |
MSI | Anhui Conch Cement Company, Ltd., H Shares | HKD | 30.84 | Sep 2023 | 26,200 | 26,200 | 659 | (273) |
GSI | China Overseas Land & Investment, Ltd. | HKD | 21.65 | Sep 2023 | 36,970 | 36,970 | 1,001 | (1,428) |
GSI | China Vanke Company, Ltd., H Shares | CNY | 19.04 | Dec 2023 | 23,400 | 23,400 | 481 | (581) |
GSI | Contemporary Amperex Technology Company, Ltd., Class A | CNY | 283.40 | Sep 2023 | 144,400 | 144,400 | 93,763 | (2,282) |
MSI | JD.com, Inc., Class A | HKD | 187.52 | Dec 2023 | 3,650 | 3,650 | 3,972 | (5,073) |
MSI | Kweichow Moutai Company, Ltd., Class A | CNY | 2,119.30 | Sep 2023 | 9,400 | 9,400 | 2,315 | (5,462) |
JPM | Meituan, Class B | HKD | 165.36 | Sep 2023 | 272,400 | 272,400 | 257,068 | (197,731) |
BNP | Ping An Insurance Group Company of China, Ltd., H Shares | HKD | 63.84 | Sep 2023 | 890,980 | 890,980 | 119,415 | (146,844) |
MSI | Ping An Insurance Group Company of China, Ltd., H Shares | HKD | 62.37 | Dec 2023 | 12,500 | 12,500 | 1,895 | (5,032) |
GSI | Shenzhen Mindray Bio-Medical Electronics Company, Ltd., Class A | CNY | 381.78 | Oct 2023 | 1,637 | 1,637 | 75 | (75) |
MSI | Yunnan Energy New Material Company, Ltd., Class A | CNY | 127.62 | Sep 2023 | 2,700 | 2,700 | 1,045 | (31) |
$485,088 | $(370,135) |
14 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Options on securities (continued) | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Calls (continued) | ||||||||
Exchange-traded | Affirm Holdings, Inc. | USD | 25.00 | Sep 2023 | 468 | 46,800 | $48,716 | $(52,182) |
Exchange-traded | Apellis Pharmaceuticals, Inc. | USD | 70.00 | Aug 2023 | 141 | 14,100 | 5,789 | (1,058) |
Exchange-traded | Atlassian Corp., Class A | USD | 210.00 | Aug 2023 | 68 | 6,800 | 25,733 | (30,260) |
Exchange-traded | BILL Holdings, Inc. | USD | 155.00 | Aug 2023 | 49 | 4,900 | 9,837 | (9,555) |
Exchange-traded | Block, Inc. | USD | 90.00 | Aug 2023 | 163 | 16,300 | 11,619 | (22,087) |
Exchange-traded | Datadog, Inc., Class A | USD | 125.00 | Aug 2023 | 123 | 12,300 | 41,103 | (46,433) |
Exchange-traded | HubSpot, Inc. | USD | 630.00 | Aug 2023 | 22 | 2,200 | 10,652 | (19,690) |
Exchange-traded | NVIDIA Corp. | USD | 550.00 | Aug 2023 | 27 | 2,700 | 13,278 | (4,415) |
Exchange-traded | Rivian Automotive, Inc., Class A | USD | 40.00 | Aug 2023 | 239 | 23,900 | 8,050 | (6,453) |
$174,777 | $(192,133) | |||||||
Puts | ||||||||
JPM | Alibaba Group Holding, Ltd. | HKD | 61.96 | Sep 2023 | 8,500 | 8,500 | $1,843 | $(105) |
GSI | China Overseas Land & Investment, Ltd. | HKD | 13.86 | Sep 2023 | 36,970 | 36,970 | 987 | (352) |
GSI | Contemporary Amperex Technology Company, Ltd., Class A | CNY | 181.38 | Sep 2023 | 144,400 | 144,400 | 73,874 | (5,319) |
MSI | JD.com, Inc., Class A | HKD | 100.97 | Dec 2023 | 3,650 | 3,650 | 1,795 | (596) |
JPM | Meituan, Class B | HKD | 99.21 | Sep 2023 | 272,400 | 272,400 | 140,928 | (17,279) |
MSI | Ping An Insurance Group Company of China, Ltd., H Shares | HKD | 39.92 | Dec 2023 | 12,500 | 12,500 | 1,250 | (738) |
MSI | Yunnan Energy New Material Company, Ltd., Class A | CNY | 81.68 | Sep 2023 | 2,700 | 2,700 | 798 | (270) |
$221,475 | $(24,659) | |||||||
Exchange-traded | Affirm Holdings, Inc. | USD | 10.00 | Sep 2023 | 468 | 46,800 | 26,760 | (4,914) |
Exchange-traded | Apellis Pharmaceuticals, Inc. | USD | 25.00 | Aug 2023 | 141 | 14,100 | 16,134 | (36,308) |
Exchange-traded | Atlassian Corp., Class A | USD | 120.00 | Aug 2023 | 68 | 6,800 | 4,823 | (2,210) |
Exchange-traded | BILL Holdings, Inc. | USD | 80.00 | Aug 2023 | 49 | 4,900 | 5,040 | (1,348) |
$52,757 | $(44,780) | |||||||
$934,097 | $(631,707) |
Options on index | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Puts | ||||||||
Exchange-traded | S&P 500 Index | USD | 3,700.00 | Aug 2023 | 18 | 1,800 | $25,914 | $(1,080) |
Foreign currency options | |||||||
Description | Counterparty (OTC) | Currency | Exercise price | Expiration date | Notional amount* | Premium | Value |
Calls | |||||||
U.S. Dollar vs. Brazilian Real | DB | USD | 6.00 | May 2024 | 3,912,000 | $87,109 | $(33,502) |
U.S. Dollar vs. Brazilian Real | MSI | USD | 5.50 | Jun 2024 | 2,882,000 | 88,299 | (59,591) |
$175,408 | $(93,093) | ||||||
* For this type of option, notional amounts are equivalent to number of contracts. |
SWAPS
Total return swaps | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | GS Custom Basket | 1-Day USD OBFR - 0.50% | Monthly | USD | 7,791,265 | May 2033 | GSI | — | $(245,705) | $(245,705) |
Pay | Health Care Select Sector SPDR Fund | 1-Day USD OBFR - 0.20% | Monthly | USD | 3,834,638 | May 2033 | GSI | — | 25,594 | 25,594 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 15 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | Invesco QQQ Trust Series 1 | 1-Day USD OBFR - 0.30% | Monthly | USD | 728,277 | May 2033 | GSI | — | $(8,798) | $(8,798) |
Pay | iShares iBoxx $ High Yield Corporate Bond ETF | 1-Day USD OBFR - 1.20% | Monthly | USD | 1,504 | May 2033 | GSI | — | 1 | 1 |
Pay | iShares MSCI EAFE ETF | 1-Day USD OBFR - 0.20% | Monthly | USD | 1,529,684 | May 2033 | GSI | — | (5,002) | (5,002) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Day USD OBFR - 0.55% | Monthly | USD | 8,985,964 | May 2033 | GSI | — | (207) | (207) |
Pay | iShares Semiconductor ETF | 1-Day USD OBFR - 0.96% | Monthly | USD | 1,096,213 | May 2033 | GSI | — | (56,178) | (56,178) |
Pay | SPDR S&P 500 ETF | 1-Day USD OBFR - 0.20% | Monthly | USD | 12,321,453 | May 2033 | GSI | — | (129,963) | (129,963) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Day USD OBFR - 1.70% | Monthly | USD | 2,675,823 | May 2033 | GSI | — | (113,731) | (113,731) |
Pay | SPDR S&P Regional Banking ETF | 1-Day USD OBFR - 0.70% | Monthly | USD | 11,438,137 | May 2033 | GSI | — | (434,113) | (434,113) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Day USD OBFR - 0.47% | Monthly | USD | 3,650,076 | May 2033 | GSI | — | (45,147) | (45,147) |
Pay | Industrial Select Sector SPDR Fund | 1-Day USD OBFR - 0.20% | Monthly | USD | 3,072,766 | May 2028 | JPM | — | (94,523) | (94,523) |
Pay | iShares Expanded Tech Sector ETF | 1-Day USD OBFR - 1.82% | Monthly | USD | 2,255,506 | May 2028 | JPM | — | (112,073) | (112,073) |
Pay | iShares MSCI Eurozone ETF | 1-Day USD OBFR - 1.07% | Monthly | USD | 103,524 | May 2028 | JPM | — | (4,027) | (4,027) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Day USD OBFR - 0.82% | Monthly | USD | 2,988,207 | May 2028 | JPM | — | (96,456) | (96,456) |
Pay | iShares Semiconductor ETF | 1-Day USD OBFR - 0.57% | Monthly | USD | 8,473,288 | May 2028 | JPM | — | (560,043) | (560,043) |
Pay | SPDR S&P Biotech ETF | 1-Day USD OBFR - 3.07% | Monthly | USD | 17,212,954 | May 2028 | JPM | — | (204,817) | (204,817) |
Pay | SPDR S&P Regional Banking ETF | 1-Day USD OBFR - 1.00% | Monthly | USD | 2,014,682 | May 2028 | JPM | — | (165,901) | (165,901) |
Pay | VanEck Semiconductor ETF | 1-Day USD OBFR - 0.57% | Monthly | USD | 24,715 | May 2028 | JPM | — | (1,540) | (1,540) |
Pay | MSCI USA Momentum Index | Fixed (0.48%) | Monthly | USD | 584,103 | Feb 2024 | MSI | — | — | — |
Pay | ARK Innovation ETF | 1-Day USD OBFR - 2.33% | Monthly | USD | 1,198,729 | May 2033 | MSI | — | (16,385) | (16,385) |
Pay | Consumer Discretionary Select Sector SPDR Fund | 1-Day USD OBFR - 0.20% | Monthly | USD | 22,060,357 | May 2033 | MSI | — | 278,459 | 278,459 |
Pay | Energy Select Sector SPDR Fund | 1-Day USD OBFR - 0.20% | Monthly | USD | 1,760,985 | May 2033 | MSI | — | (131,013) | (131,013) |
Pay | Financial Select Sector SPDR Fund | 1-Day USD OBFR - 0.20% | Monthly | USD | 18,857,468 | May 2033 | MSI | — | (361,586) | (361,586) |
Pay | Harvest CSI 300 China A-Shares ETF | 1-Day USD OBFR - 0.93% | Monthly | USD | 5,764,159 | May 2033 | MSI | — | — | — |
Pay | Health Care Select Sector SPDR Fund | 1-Day USD OBFR - 0.20% | Monthly | USD | 27,269,193 | May 2033 | MSI | — | (584,484) | (584,484) |
Pay | Industrial Select Sector SPDR Fund | 1-Day USD OBFR - 0.20% | Monthly | USD | 5,475,530 | May 2033 | MSI | — | (60,290) | (60,290) |
Pay | Invesco QQQ Trust Series 1 | 1-Day USD OBFR - 0.20% | Monthly | USD | 8,088,375 | May 2033 | MSI | — | (7,343) | (7,343) |
Pay | iShares Biotechnology ETF | 1-Day USD OBFR - 1.93% | Monthly | USD | 8,724,992 | May 2033 | MSI | — | 11,248 | 11,248 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Day USD OBFR - 1.33% | Monthly | USD | 3,510,861 | May 2033 | MSI | — | (4,786) | (4,786) |
Pay | iShares MSCI EAFE ETF | 1-Day USD OBFR - 0.20% | Monthly | USD | 110,139 | May 2033 | MSI | — | (829) | (829) |
Pay | iShares MSCI EAFE Value ETF | 1-Day USD OBFR - 0.58% | Monthly | USD | 17,992,080 | May 2033 | MSI | — | (357,729) | (357,729) |
Pay | iShares MSCI Eurozone ETF | 1-Day USD OBFR - 0.78% | Monthly | USD | 8,193,158 | May 2033 | MSI | — | 18,490 | 18,490 |
Pay | iShares Russell 1000 ETF | 1-Day USD OBFR - 0.53% | Monthly | USD | 2,609,719 | May 2033 | MSI | — | (34,297) | (34,297) |
Pay | iShares Russell 2000 ETF | 1-Day USD OBFR - 0.68% | Monthly | USD | 15,658,105 | May 2033 | MSI | — | (386,283) | (386,283) |
Pay | iShares Russell 2000 Value ETF | 1-Day USD OBFR - 0.58% | Monthly | USD | 9,365,499 | May 2033 | MSI | — | (349,648) | (349,648) |
Pay | iShares Russell 3000 ETF | 1-Day USD OBFR - 0.53% | Monthly | USD | 2,673,723 | May 2033 | MSI | — | (35,786) | (35,786) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Day USD OBFR - 0.98% | Monthly | USD | 31,640,069 | May 2033 | MSI | — | 240,643 | 240,643 |
Pay | iShares Semiconductor ETF | 1-Day USD OBFR - 2.03% | Monthly | USD | 11,410,109 | May 2033 | MSI | — | (80,720) | (80,720) |
Pay | SPDR S&P 500 ETF | 1-Day USD OBFR - 0.20% | Monthly | USD | 34,560,944 | May 2033 | MSI | — | (620,651) | (620,651) |
Pay | SPDR S&P Biotech ETF | 1-Day USD OBFR - 3.98% | Monthly | USD | 3,653,466 | May 2033 | MSI | — | 60,550 | 60,550 |
Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Day USD OBFR - 0.93% | Monthly | USD | 9,925,133 | May 2033 | MSI | — | (978,147) | (978,147) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Day USD OBFR - 2.53% | Monthly | USD | 4,685,307 | May 2033 | MSI | — | (293,737) | (293,737) |
Pay | SPDR S&P Regional Banking ETF | 1-Day USD OBFR - 1.18% | Monthly | USD | 21,604,079 | May 2033 | MSI | — | (2,169,867) | (2,169,867) |
Pay | SPDR S&P Retail ETF | 1-Day USD OBFR - 1.78% | Monthly | USD | 5,362,542 | May 2033 | MSI | — | (170,078) | (170,078) |
Pay | STOXX Europe 600 Automobiles & Parts Index | 1-Day EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 1,626,300 | May 2033 | MSI | — | (52,846) | (52,846) |
Pay | STOXX Europe 600 Industrial Goods & Services Index | 1-Day EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 2,344,383 | May 2033 | MSI | — | (66,900) | (66,900) |
Pay | VanEck Oil Services ETF | 1-Day USD OBFR - 2.18% | Monthly | USD | 1,471,738 | May 2033 | MSI | — | (89,241) | (89,241) |
16 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | Vanguard FTSE Developed Markets ETF | 1-Day USD OBFR - 0.20% | Monthly | USD | 95,302,490 | May 2033 | MSI | — | $(696,463) | $(696,463) |
Pay | Vanguard FTSE Europe ETF | 1-Day USD OBFR - 0.20% | Monthly | USD | 14,320,737 | May 2033 | MSI | — | (66,861) | (66,861) |
Pay | Vanguard Real Estate ETF | 1-Day USD OBFR - 0.53% | Monthly | USD | 724,350 | May 2033 | MSI | — | 3,786 | 3,786 |
Pay | iShares iBoxx $ High Yield Corporate Bond ETF | 1-Day USD OBFR - 1.13% | Monthly | USD | 6,886,868 | May 2033 | MSI | — | (11,190) | (11,190) |
Receive | Agilent Technologies, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,195,057 | May 2033 | GSI | — | (30,642) | (30,642) |
Receive | AIA Group, Ltd. | 1-Day HKD HONIA Compounded OIS + 0.20% | Monthly | HKD | 8,225,550 | May 2033 | GSI | — | 6,704 | 6,704 |
Receive | Alcon, Inc. | 1-Day CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 439,843 | May 2033 | GSI | — | 7,618 | 7,618 |
Receive | Alphabet, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 608,754 | May 2033 | GSI | — | 65,755 | 65,755 |
Receive | Amazon.com, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,002,901 | May 2033 | GSI | — | 23,212 | 23,212 |
Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Day USD OBFR + 0.75% | Monthly | USD | 280,024 | May 2033 | GSI | — | 6,455 | 6,455 |
Receive | AstraZeneca PLC | 1-Day GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 310,184 | May 2033 | GSI | — | 16,558 | 16,558 |
Receive | Avantor, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 808,448 | May 2033 | GSI | — | (40,784) | (40,784) |
Receive | BAWAG Group AG | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 258,560 | May 2033 | GSI | — | 3,788 | 3,788 |
Receive | Bayer AG | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 1,426,315 | May 2033 | GSI | — | 25,800 | 25,800 |
Receive | BlackRock, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 288,338 | May 2033 | GSI | — | (6,323) | (6,323) |
Receive | Block, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 823,702 | May 2033 | GSI | — | 42,972 | 42,972 |
Receive | Boliden AB | 1-Month SEK STIBOR + 0.20% | Monthly | SEK | 6,443,042 | May 2033 | GSI | — | 50,176 | 50,176 |
Receive | Boston Scientific Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 3,201,933 | May 2033 | GSI | — | (113,685) | (113,685) |
Receive | CBRE Group, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,402,011 | May 2033 | GSI | — | (81,393) | (81,393) |
Receive | China Gas Holdings, Ltd. | 1-Day HKD HONIA Compounded OIS + 0.20% | Monthly | HKD | 3,955,684 | May 2033 | GSI | — | 21,773 | 21,773 |
Receive | China Longyuan Power Group Corp, Ltd., H Shares | 1-Day HKD HONIA Compounded OIS + 0.20% | Monthly | HKD | 10,409,610 | May 2033 | GSI | — | (11,861) | (11,861) |
Receive | China Resources Gas Group, Ltd. | 1-Day HKD HONIA Compounded OIS + 0.20% | Monthly | HKD | 7,421,067 | May 2033 | GSI | — | 75,402 | 75,402 |
Receive | Contemporary Amperex Technology Company, Ltd., Class A | 1-Day USD OBFR + 0.75% | Monthly | USD | 864,472 | May 2033 | GSI | — | 66,760 | 66,760 |
Receive | Daiichi Sankyo Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 315,825,410 | May 2033 | GSI | — | 230,222 | 230,222 |
Receive | Datadog, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,081,746 | May 2033 | GSI | — | 61,630 | 61,630 |
Receive | Edwards Lifesciences Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 162,138 | May 2033 | GSI | — | (19,376) | (19,376) |
Receive | Eisai Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 94,520,340 | May 2033 | GSI | — | (7,971) | (7,971) |
Receive | Elanco Animal Health, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 4,339 | May 2033 | GSI | — | 166 | 166 |
Receive | Encompass Health Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 785,514 | May 2033 | GSI | — | (31,160) | (31,160) |
Receive | ENN Energy Holdings, Ltd. | 1-Day HKD HONIA Compounded OIS + 0.20% | Monthly | HKD | 9,786,470 | May 2033 | GSI | — | 75,595 | 75,595 |
Receive | FinecoBank SpA | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 569,688 | May 2033 | GSI | — | 12,979 | 12,979 |
Receive | FNB Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 304,601 | May 2033 | GSI | — | 4,067 | 4,067 |
Receive | Genmab A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | 3,632,928 | May 2033 | GSI | — | 2,903 | 2,903 |
Receive | Genpact, Ltd. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,175,204 | May 2033 | GSI | — | (52,921) | (52,921) |
Receive | Glaukos Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 410,461 | May 2033 | GSI | — | 3,578 | 3,578 |
Receive | Global Payments, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,174,823 | May 2033 | GSI | — | (20,181) | (20,181) |
Receive | GSK PLC | 1-Day GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 1,250,575 | May 2033 | GSI | — | 10,948 | 10,948 |
Receive | Humana, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 122,143 | May 2033 | GSI | — | 2,161 | 2,161 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 17 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | IMI PLC | 1-Day GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 687,440 | May 2033 | GSI | — | $(1,990) | $(1,990) |
Receive | Immatics NV | 1-Day USD OBFR + 0.25% | Monthly | USD | 735,904 | May 2033 | GSI | — | (1,667) | (1,667) |
Receive | Inari Medical, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 126,124 | May 2033 | GSI | — | 1,188 | 1,188 |
Receive | Intercontinental Exchange, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,583,984 | May 2033 | GSI | — | (27,114) | (27,114) |
Receive | Kunlun Energy Company, Ltd. | 1-Day HKD HONIA Compounded OIS + 0.20% | Monthly | HKD | 9,301,871 | May 2033 | GSI | — | 91,918 | 91,918 |
Receive | Mirati Therapeutics, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 77,662 | May 2033 | GSI | — | (8,571) | (8,571) |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 104,315,400 | May 2033 | GSI | — | 57,036 | 57,036 |
Receive | Molina Healthcare, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 527,070 | May 2033 | GSI | — | (23,555) | (23,555) |
Receive | MongoDB, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 80,465 | May 2033 | GSI | — | 1,695 | 1,695 |
Receive | Nikon Corp. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 69,667,700 | May 2033 | GSI | — | 21,921 | 21,921 |
Receive | Nippon Shinyaku Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 12,061,530 | May 2033 | GSI | — | 5,075 | 5,075 |
Receive | Novartis AG | 1-Day CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 927,235 | May 2033 | GSI | — | 4,105 | 4,105 |
Receive | Panasonic Holdings Corp. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 72,533,813 | May 2033 | GSI | — | 20,706 | 20,706 |
Receive | PTC Therapeutics, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,111,664 | May 2033 | GSI | — | 27,517 | 27,517 |
Receive | Remegen Company, Ltd., H Shares | 1-Day HKD HONIA Compounded OIS + 0.20% | Monthly | HKD | 4,085,250 | May 2033 | GSI | — | 30,250 | 30,250 |
Receive | Resona Holdings, Inc. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 204,209,460 | May 2033 | GSI | — | 130,846 | 130,846 |
Receive | REVOLUTION Medicines, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,014,279 | May 2033 | GSI | — | (26,794) | (26,794) |
Receive | RH | 1-Day USD OBFR + 0.25% | Monthly | USD | 914,419 | May 2033 | GSI | — | 25,863 | 25,863 |
Receive | Rheinmetall AG | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 16,216 | May 2033 | GSI | — | (46) | (46) |
Receive | Roku, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 347,124 | May 2033 | GSI | — | 105,239 | 105,239 |
Receive | S&P Global, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 50,855 | May 2033 | GSI | — | (3,979) | (3,979) |
Receive | Sage Therapeutics, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 310,515 | May 2033 | GSI | — | (75,939) | (75,939) |
Receive | ServiceNow, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 885,686 | May 2033 | GSI | — | 1,696 | 1,696 |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Day HKD HONIA Compounded OIS + 0.20% | Monthly | HKD | 2,184,095 | May 2033 | GSI | — | (8,445) | (8,445) |
Receive | Shopify, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,005,093 | May 2033 | GSI | — | 27,574 | 27,574 |
Receive | Skyworks Solutions, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 441,461 | May 2033 | GSI | — | 9,155 | 9,155 |
Receive | Spotify Technology SA | 1-Day USD OBFR + 0.25% | Monthly | USD | 882,408 | May 2033 | GSI | — | (122,629) | (122,629) |
Receive | Syndax Pharmaceuticals, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 768,059 | May 2033 | GSI | — | (5,910) | (5,910) |
Receive | Taiwan Semiconductor Manufacturing Company, Ltd. | 1-Day USD OBFR + 0.55% | Monthly | USD | 354,350 | May 2033 | GSI | — | (9,162) | (9,162) |
Receive | Tecan Group AG | 1-Day CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 7,352 | May 2033 | GSI | — | 323 | 323 |
Receive | Teleflex, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 137,655 | May 2033 | GSI | — | (4,254) | (4,254) |
Receive | Tokyo Electron, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 67,485,000 | May 2033 | GSI | — | 20,926 | 20,926 |
Receive | UCB SA | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 70,671 | May 2033 | GSI | — | (1,732) | (1,732) |
Receive | Veracyte, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 95,940 | May 2033 | GSI | — | (2,439) | (2,439) |
Receive | Wacker Chemie AG | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 467,287 | May 2033 | GSI | — | 2,492 | 2,492 |
Receive | Wells Fargo & Company | 1-Day USD OBFR + 0.25% | Monthly | USD | 3,466,270 | May 2033 | GSI | — | (90,148) | (90,148) |
Receive | WEX, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 292,485 | May 2033 | GSI | — | (10,274) | (10,274) |
Receive | Wolfspeed, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 996,198 | May 2033 | GSI | — | 34,093 | 34,093 |
Receive | Zhejiang HangKe Technology, Inc., Class A | 1-Day USD OBFR + 0.75% | Monthly | USD | 2,107 | May 2033 | GSI | $(3) | (9) | (12) |
18 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Zoetis, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 312,673 | May 2033 | GSI | — | $29,060 | $29,060 |
Receive | Admiral Group PLC | 1-Day GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 1,671,499 | May 2028 | JPM | — | 48,071 | 48,071 |
Receive | AES Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,846,415 | May 2028 | JPM | — | 35,879 | 35,879 |
Receive | Agilent Technologies, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,045,745 | May 2028 | JPM | — | 18,152 | 18,152 |
Receive | Allianz SE | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 1,182,205 | May 2028 | JPM | — | 58,433 | 58,433 |
Receive | Alphabet, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,306,797 | May 2028 | JPM | — | 199,727 | 199,727 |
Receive | Alphabet, Inc., Class C | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,588,474 | May 2028 | JPM | — | 212,098 | 212,098 |
Receive | Amazon.com, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,471,614 | May 2028 | JPM | — | 53,856 | 53,856 |
Receive | American Electric Power Company, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 429,686 | May 2028 | JPM | — | (6,821) | (6,821) |
Receive | Anglo American PLC | 1-Day GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 307,472 | May 2028 | JPM | — | 20,883 | 20,883 |
Receive | Antero Resources Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,529,411 | May 2028 | JPM | — | 247,851 | 247,851 |
Receive | ASML Holding NV, NYRS | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,389,622 | May 2028 | JPM | — | (5,943) | (5,943) |
Receive | AstraZeneca PLC | 1-Day GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 1,177,121 | May 2028 | JPM | — | 76,749 | 76,749 |
Receive | Atlassian Corp., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 579,955 | May 2028 | JPM | — | 28,775 | 28,775 |
Receive | Banco Santander SA | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 1,322,836 | May 2028 | JPM | $(1,838) | 66,308 | 64,470 |
Receive | BAWAG Group AG | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 26,388 | May 2028 | JPM | — | 2,535 | 2,535 |
Receive | Becton Dickinson & Company | 1-Day USD OBFR + 0.25% | Monthly | USD | 276,439 | May 2028 | JPM | — | 18,483 | 18,483 |
Receive | Blueprint Medicines Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 238,346 | May 2028 | JPM | — | 16,103 | 16,103 |
Receive | Boston Scientific Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 528,080 | May 2028 | JPM | — | (15,743) | (15,743) |
Receive | Cboe Global Markets, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 773,192 | May 2028 | JPM | — | 6,294 | 6,294 |
Receive | Chesapeake Energy Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,080,031 | May 2028 | JPM | — | 9,550 | 9,550 |
Receive | China Merchants Bank Company, Ltd., H Shares | 1-Day HKD HONIA Compounded OIS + 0.30% | Monthly | HKD | 2,729,682 | May 2028 | JPM | — | 17,925 | 17,925 |
Receive | Concordia Financial Group, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 70,552,320 | May 2028 | JPM | — | 60,279 | 60,279 |
Receive | Daiichi Sankyo Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 29,995,200 | May 2028 | JPM | — | 10,917 | 10,917 |
Receive | Diamondback Energy, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,947,768 | May 2028 | JPM | — | 242,504 | 242,504 |
Receive | Disco Corp. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 68,172,214 | May 2028 | JPM | — | 47,141 | 47,141 |
Receive | Dynatrace, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 255,456 | May 2028 | JPM | — | 15,399 | 15,399 |
Receive | Eisai Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 14,011,330 | May 2028 | JPM | — | (9,210) | (9,210) |
Receive | Elanco Animal Health, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 181,764 | May 2028 | JPM | — | 39,201 | 39,201 |
Receive | Eli Lilly & Company | 1-Day USD OBFR + 0.25% | Monthly | USD | 405,625 | May 2028 | JPM | — | (11,140) | (11,140) |
Receive | Encompass Health Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 246,566 | May 2028 | JPM | — | (3,230) | (3,230) |
Receive | Engie SA | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 2,455,406 | May 2028 | JPM | — | (72,276) | (72,276) |
Receive | EQT Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,716,677 | May 2028 | JPM | — | 69,592 | 69,592 |
Receive | FinecoBank SpA | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 10,565 | May 2028 | JPM | — | 1,623 | 1,623 |
Receive | Fortrea Holdings, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 399,637 | May 2028 | JPM | — | (55,844) | (55,844) |
Receive | HCA Healthcare, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,658,528 | May 2028 | JPM | — | (147,816) | (147,816) |
Receive | Health Catalyst, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 244,996 | May 2028 | JPM | — | 45,685 | 45,685 |
Receive | Hologic, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 41,070 | May 2028 | JPM | — | 163 | 163 |
Receive | Humana, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 481,924 | May 2028 | JPM | — | 12,084 | 12,084 |
Receive | Immunocore Holdings PLC, ADR | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,169,043 | May 2028 | JPM | — | 102,829 | 102,829 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 19 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | ING Groep NV | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 1,109,337 | May 2028 | JPM | — | $72,232 | $72,232 |
Receive | Insulet Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 201,341 | May 2028 | JPM | — | (4,450) | (4,450) |
Receive | Kasikornbank PCL | 1-Day USD OBFR + 1.00% | Monthly | USD | 228,680 | May 2028 | JPM | — | (10,885) | (10,885) |
Receive | KBC Group NV | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 319,245 | May 2028 | JPM | — | 20,570 | 20,570 |
Receive | Laboratory Corp of America Holdings | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,262,161 | May 2028 | JPM | — | 40,532 | 40,532 |
Receive | Lancashire Holdings, Ltd. | 1-Day GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 272,329 | May 2028 | JPM | — | 15,973 | 15,973 |
Receive | Lifetech Scientific Corp. | 1-Day HKD HONIA Compounded OIS + 0.30% | Monthly | HKD | 56,768 | May 2028 | JPM | — | (243) | (243) |
Receive | Micron Technology, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 343,660 | May 2028 | JPM | — | 41,498 | 41,498 |
Receive | Microsoft Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 846,051 | May 2028 | JPM | — | (8,558) | (8,558) |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 18,522,400 | May 2028 | JPM | — | 5,887 | 5,887 |
Receive | Muenchener Rueckversicherungs-Gesellschaft AG | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 644,111 | May 2028 | JPM | — | 13,278 | 13,278 |
Receive | Nikon Corp. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 139,223,700 | May 2028 | JPM | — | (3,151) | (3,151) |
Receive | Novartis AG | 1-Day CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 747,264 | May 2028 | JPM | — | 22,551 | 22,551 |
Receive | ON Semiconductor Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 323,094 | May 2028 | JPM | — | 50,307 | 50,307 |
Receive | Palo Alto Networks, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,369,401 | May 2028 | JPM | — | (81,111) | (81,111) |
Receive | Panasonic Holdings Corp. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 14,960,092 | May 2028 | JPM | — | (1,299) | (1,299) |
Receive | Pfizer, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,414,564 | May 2028 | JPM | — | (7,839) | (7,839) |
Receive | QuidelOrtho Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 446,311 | May 2028 | JPM | — | 17,833 | 17,833 |
Receive | Renesas Electronics Corp. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 250,356,015 | May 2028 | JPM | — | (55,968) | (55,968) |
Receive | S&P Global, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 363,236 | May 2028 | JPM | — | (5,906) | (5,906) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Day HKD HONIA Compounded OIS + 0.30% | Monthly | HKD | 2,298,274 | May 2028 | JPM | — | (10,105) | (10,105) |
Receive | Shibaura Mechatronics Corp. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 147,908,440 | May 2028 | JPM | — | 8,544 | 8,544 |
Receive | Shopify, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 891,709 | May 2028 | JPM | — | 18,957 | 18,957 |
Receive | SKC Company, Ltd. | 1-Day USD OBFR + 0.50% | Monthly | USD | 1,193,355 | May 2028 | JPM | — | (65,821) | (65,821) |
Receive | Societe Generale SA | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 1,991,408 | May 2028 | JPM | — | 37,524 | 37,524 |
Receive | Sony Group Corp. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 162,432,716 | May 2028 | JPM | — | 16,796 | 16,796 |
Receive | Spotify Technology SA | 1-Day USD OBFR + 0.25% | Monthly | USD | 498,424 | May 2028 | JPM | — | (36,858) | (36,858) |
Receive | Taiwan Semiconductor Manufacturing Company, Ltd. | 1-Day USD OBFR + 0.50% | Monthly | USD | 1,258,484 | May 2028 | JPM | — | (40,578) | (40,578) |
Receive | Talanx AG | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 29,380 | May 2028 | JPM | — | 2,221 | 2,221 |
Receive | Teleflex, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 763,203 | May 2028 | JPM | — | 40,868 | 40,868 |
Receive | The Bank of Kyoto, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 185,522,400 | May 2028 | JPM | — | 183,236 | 183,236 |
Receive | Thermo Fisher Scientific, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,080,318 | May 2028 | JPM | — | 106,202 | 106,202 |
Receive | Tokyo Electron, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 119,637,495 | May 2028 | JPM | — | 27,905 | 27,905 |
Receive | Tokyo Seimitsu Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 26,290,817 | May 2028 | JPM | — | 5,693 | 5,693 |
Receive | Transocean, Ltd. | 1-Day USD OBFR + 0.25% | Monthly | USD | 811,396 | May 2028 | JPM | — | 157,215 | 157,215 |
Receive | Trupanion, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 18,370 | May 2028 | JPM | — | 7,325 | 7,325 |
Receive | UBS Group AG | 1-Day CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 617,390 | May 2028 | JPM | — | 18,444 | 18,444 |
20 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | UniCredit SpA | 1-Day EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 259,976 | May 2028 | JPM | — | $(1,492) | $(1,492) |
Receive | Unimicron Technology Corp. | 1-Day USD OBFR + 0.50% | Monthly | USD | 711,737 | May 2028 | JPM | — | 54,878 | 54,878 |
Receive | UnitedHealth Group, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,717,526 | May 2028 | JPM | — | 193,142 | 193,142 |
Receive | Vaxcyte, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,245,213 | May 2028 | JPM | — | (14,408) | (14,408) |
Receive | Waters Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,078,502 | May 2028 | JPM | — | 35,247 | 35,247 |
Receive | Wells Fargo & Company | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,406,187 | May 2028 | JPM | — | 81,723 | 81,723 |
Receive | Weyerhaeuser Company | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,093,762 | May 2028 | JPM | — | 23,131 | 23,131 |
Receive | Wiwynn Corp. | 1-Day USD OBFR + 0.50% | Monthly | USD | 532,729 | May 2028 | JPM | — | 113,822 | 113,822 |
Receive | Wolfspeed, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,641,645 | May 2028 | JPM | — | 70,060 | 70,060 |
Receive | Abcam PLC, ADR | 1-Day USD OBFR + 0.25% | Monthly | USD | 744,981 | May 2033 | MSI | — | (14,478) | (14,478) |
Receive | Accton Technology Corp. | 1-Day USD OBFR + 0.55% | Monthly | USD | 642,695 | May 2033 | MSI | — | (26,577) | (26,577) |
Receive | Activision Blizzard, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,040,130 | May 2033 | MSI | — | (6,926) | (6,926) |
Receive | Adyen NV | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 1,363,083 | May 2033 | MSI | — | 134,557 | 134,557 |
Receive | Affirm Holdings, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 792,160 | May 2033 | MSI | — | 103,585 | 103,585 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 992,650 | May 2033 | MSI | — | (38,180) | (38,180) |
Receive | Alphabet, Inc., Class C | 1-Day USD OBFR + 0.25% | Monthly | USD | 632,053 | May 2033 | MSI | — | 39,528 | 39,528 |
Receive | Amicus Therapeutics, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 859,980 | May 2033 | MSI | — | 15,818 | 15,818 |
Receive | Anglo American PLC | 1-Day GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 1,407,421 | May 2033 | MSI | — | 80,189 | 80,189 |
Receive | ASML Holding NV, NYRS | 1-Day USD OBFR + 0.25% | Monthly | USD | 740,155 | May 2033 | MSI | — | (38,712) | (38,712) |
Receive | ASR Nederland NV | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 372,180 | May 2033 | MSI | — | 15,883 | 15,883 |
Receive | AstraZeneca PLC | 1-Day GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 1,096,908 | May 2033 | MSI | — | 134,906 | 134,906 |
Receive | Atlassian Corp., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 722,983 | May 2033 | MSI | — | 4,727 | 4,727 |
Receive | Bayer AG | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 631,416 | May 2033 | MSI | — | 40,218 | 40,218 |
Receive | BILL Holdings, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 641,608 | May 2033 | MSI | — | (24,982) | (24,982) |
Receive | BlackRock, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 485,489 | May 2033 | MSI | — | 6,435 | 6,435 |
Receive | Block, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 629,164 | May 2033 | MSI | — | 18,756 | 18,756 |
Receive | BNP Paribas SA | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 643,659 | May 2033 | MSI | — | 39,936 | 39,936 |
Receive | Boston Scientific Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 814,561 | May 2033 | MSI | — | (13,258) | (13,258) |
Receive | British American Tobacco PLC | 1-Day GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 3,833,115 | May 2033 | MSI | — | 294,723 | 294,723 |
Receive | Broadcom, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,205,577 | May 2033 | MSI | — | (5,390) | (5,390) |
Receive | Burlington Stores, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,081,321 | May 2033 | MSI | — | 111,317 | 111,317 |
Receive | Cboe Global Markets, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 197,442 | May 2033 | MSI | — | (2,251) | (2,251) |
Receive | CBRE Group, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,317,814 | May 2033 | MSI | — | (60,080) | (60,080) |
Receive | Celldex Therapeutics, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,056,188 | May 2033 | MSI | — | (47,109) | (47,109) |
Receive | Ceridian HCM Holding, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 644,449 | May 2033 | MSI | — | 371 | 371 |
Receive | Chipotle Mexican Grill, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,480,389 | May 2033 | MSI | — | 12,688 | 12,688 |
Receive | Citizens Financial Group, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 658,970 | May 2033 | MSI | — | (14,016) | (14,016) |
Receive | Datadog, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,056,204 | May 2033 | MSI | — | 35,062 | 35,062 |
Receive | Deckers Outdoor Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,700,380 | May 2033 | MSI | — | (14,792) | (14,792) |
Receive | Disco Corp. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 85,517,186 | May 2033 | MSI | — | 90,639 | 90,639 |
Receive | Dynatrace, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,028,896 | May 2033 | MSI | — | (7,311) | (7,311) |
Receive | Ebara Corp. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 122,085,821 | May 2033 | MSI | — | (7,892) | (7,892) |
Receive | Eisai Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 41,039,488 | May 2033 | MSI | — | (513) | (513) |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 21 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Encompass Health Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 735,646 | May 2033 | MSI | — | $(17,794) | $(17,794) |
Receive | Erste Group Bank AG | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 211,556 | May 2033 | MSI | — | 7,898 | 7,898 |
Receive | EXOR NV | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 313,217 | May 2033 | MSI | — | 2,362 | 2,362 |
Receive | FinecoBank SpA | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 317,522 | May 2033 | MSI | — | 10,175 | 10,175 |
Receive | First Solar, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 374,145 | May 2033 | MSI | — | 564 | 564 |
Receive | Fluor Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 641,615 | May 2033 | MSI | — | 8,069 | 8,069 |
Receive | FNB Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,011,652 | May 2033 | MSI | — | 99,953 | 99,953 |
Receive | Fortrea Holdings, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 18,409 | May 2033 | MSI | — | (673) | (673) |
Receive | Genpact, Ltd. | 1-Day USD OBFR + 0.25% | Monthly | USD | 720,067 | May 2033 | MSI | — | (60,872) | (60,872) |
Receive | Genus PLC | 1-Day GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 75,313 | May 2033 | MSI | — | 4,810 | 4,810 |
Receive | Hangzhou Tigermed Consulting Company, Ltd., Class A | 1-Day USD OBFR + 0.70% | Monthly | USD | 352,859 | May 2033 | MSI | — | 30,948 | 30,948 |
Receive | HCA Healthcare, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 820,127 | May 2033 | MSI | — | (55,032) | (55,032) |
Receive | HubSpot, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 314,891 | May 2033 | MSI | — | 12,543 | 12,543 |
Receive | Humana, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 43,441 | May 2033 | MSI | — | 2,251 | 2,251 |
Receive | Inari Medical, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 454,822 | May 2033 | MSI | — | (5,487) | (5,487) |
Receive | Insulet Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,241,971 | May 2033 | MSI | — | (50,623) | (50,623) |
Receive | Intellia Therapeutics, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 653,521 | May 2033 | MSI | — | (27,853) | (27,853) |
Receive | Intuitive Surgical, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 424,254 | May 2033 | MSI | — | (36,075) | (36,075) |
Receive | Japan Post Insurance Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 49,058,951 | May 2033 | MSI | — | 2,602 | 2,602 |
Receive | JPMorgan Chase & Co. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,810,498 | May 2033 | MSI | — | 66,677 | 66,677 |
Receive | Kymera Therapeutics, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 61,927 | May 2033 | MSI | — | (1,980) | (1,980) |
Receive | Laboratory Corp of America Holdings | 1-Day USD OBFR + 0.25% | Monthly | USD | 118,200 | May 2033 | MSI | — | 529 | 529 |
Receive | Lifetech Scientific Corp. | 1-Day HKD HONIA Compounded OIS + 0.40% | Monthly | HKD | 4,501,008 | May 2033 | MSI | — | (48,266) | (48,266) |
Receive | MercadoLibre, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,624,896 | May 2033 | MSI | — | 78,162 | 78,162 |
Receive | Micron Technology, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 254,971 | May 2033 | MSI | — | 23,911 | 23,911 |
Receive | Molina Healthcare, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 59,682 | May 2033 | MSI | — | 802 | 802 |
Receive | MongoDB, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,704,193 | May 2033 | MSI | — | 56,148 | 56,148 |
Receive | Morphic Holding, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,083,608 | May 2033 | MSI | — | (49,645) | (49,645) |
Receive | Netflix, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,609,484 | May 2033 | MSI | — | (53,089) | (53,089) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 40,424,062 | May 2033 | MSI | — | 14,217 | 14,217 |
Receive | Nova, Ltd. | 1-Day USD OBFR + 0.25% | Monthly | USD | 575,846 | May 2033 | MSI | — | 25,076 | 25,076 |
Receive | Owens & Minor, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 6,979 | May 2033 | MSI | — | (27) | (27) |
Receive | Panasonic Holdings Corp. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 60,029,550 | May 2033 | MSI | — | 18,703 | 18,703 |
Receive | Pinterest, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 109,662 | May 2033 | MSI | — | (803) | (803) |
Receive | QuidelOrtho Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 57,526 | May 2033 | MSI | — | 2,822 | 2,822 |
Receive | Rambus, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 522,012 | May 2033 | MSI | — | (10,130) | (10,130) |
Receive | Regeneron Pharmaceuticals, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,293,998 | May 2033 | MSI | — | 60,334 | 60,334 |
Receive | Rheinmetall AG | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 703,692 | May 2033 | MSI | — | 11,915 | 11,915 |
Receive | Rivian Automotive, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 509,572 | May 2033 | MSI | — | 76,597 | 76,597 |
Receive | Ross Stores, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 658,082 | May 2033 | MSI | — | 24,999 | 24,999 |
Receive | S&P Global, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,112,344 | May 2033 | MSI | — | (63,012) | (63,012) |
Receive | Sage Therapeutics, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 699,838 | May 2033 | MSI | — | (178,839) | (178,839) |
Receive | Sarepta Therapeutics, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,572,442 | May 2033 | MSI | — | 13,243 | 13,243 |
22 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | SCREEN Holdings Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 81,997,056 | May 2033 | MSI | — | $(12,459) | $(12,459) |
Receive | Seagen, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 769,850 | May 2033 | MSI | — | (24,084) | (24,084) |
Receive | ServiceNow, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 831,109 | May 2033 | MSI | — | (14,682) | (14,682) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Day HKD HONIA Compounded OIS + 0.40% | Monthly | HKD | 44,583 | May 2033 | MSI | — | (242) | (242) |
Receive | Shopify, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,333,405 | May 2033 | MSI | — | (33,740) | (33,740) |
Receive | Skyworks Solutions, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 376,593 | May 2033 | MSI | — | (2,492) | (2,492) |
Receive | Splunk, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,856,202 | May 2033 | MSI | — | (49,189) | (49,189) |
Receive | Stryker Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,472,794 | May 2033 | MSI | — | (74,013) | (74,013) |
Receive | Take-Two Interactive Software, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 368,642 | May 2033 | MSI | — | (120) | (120) |
Receive | Talanx AG | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 1,562,864 | May 2033 | MSI | — | 85,361 | 85,361 |
Receive | The Azek Company, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 230,412 | May 2033 | MSI | — | (1,451) | (1,451) |
Receive | The Chiba Bank, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 101,571,340 | May 2033 | MSI | — | 60,896 | 60,896 |
Receive | Tokyo Seimitsu Company, Ltd. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 49,216,000 | May 2033 | MSI | — | 8,567 | 8,567 |
Receive | Trupanion, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 342,076 | May 2033 | MSI | — | 54,029 | 54,029 |
Receive | Ultragenyx Pharmaceutical, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 651,709 | May 2033 | MSI | — | (19,125) | (19,125) |
Receive | Ulvac, Inc. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 95,989,800 | May 2033 | MSI | — | 7,229 | 7,229 |
Receive | Unicaja Banco SA | 1-Day EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 320,426 | May 2033 | MSI | — | 1,230 | 1,230 |
Receive | Unimicron Technology Corp. | 1-Day USD OBFR + 0.55% | Monthly | USD | 462,911 | May 2033 | MSI | — | 22,857 | 22,857 |
Receive | VanEck Gold Miners ETF | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,116,936 | May 2033 | MSI | — | (21,610) | (21,610) |
Receive | Veeva Systems, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 260,863 | May 2033 | MSI | — | (3,819) | (3,819) |
Receive | Veracyte, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 359,908 | May 2033 | MSI | — | (30,371) | (30,371) |
Receive | Wells Fargo & Company | 1-Day USD OBFR + 0.25% | Monthly | USD | 341,098 | May 2033 | MSI | — | 10,202 | 10,202 |
Receive | Welltower, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 694,334 | May 2033 | MSI | — | 23,864 | 23,864 |
Receive | Zoetis, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,047,258 | May 2033 | MSI | — | 106,869 | 106,869 |
Receive | Airbnb, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 126,027 | May 2033 | MSI | — | 5,691 | 5,691 |
Receive | Alphabet, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,246,025 | May 2033 | MSI | — | 121,042 | 121,042 |
Receive | Amazon.com, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 659,119 | May 2033 | MSI | — | (615) | (615) |
Receive | Danaher Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 72,041 | May 2033 | MSI | — | 5,192 | 5,192 |
Receive | FleetCor Technologies, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 840,060 | May 2033 | MSI | — | (32,913) | (32,913) |
Receive | Illumina, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 189,296 | May 2033 | MSI | — | 7,888 | 7,888 |
Receive | Mastercard, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 2,233,417 | May 2033 | MSI | — | (44,911) | (44,911) |
Receive | Meta Platforms, Inc., Class A | 1-Day USD OBFR + 0.25% | Monthly | USD | 1,589,443 | May 2033 | MSI | — | 37,924 | 37,924 |
Receive | Microsoft Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 820,763 | May 2033 | MSI | — | (24,792) | (24,792) |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Day JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 195,698,100 | May 2033 | MSI | — | 79,453 | 79,453 |
Receive | Novartis AG | 1-Day CHF SARON Compounded OIS + 0.30% | Monthly | CHF | 631,720 | May 2033 | MSI | — | 54,434 | 54,434 |
Receive | NVIDIA Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 428,370 | May 2033 | MSI | — | 1,566 | 1,566 |
Receive | Palo Alto Networks, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 865,673 | May 2033 | MSI | — | (1,896) | (1,896) |
Receive | Spotify Technology SA | 1-Day USD OBFR + 0.25% | Monthly | USD | 338,452 | May 2033 | MSI | — | (56,836) | (56,836) |
Receive | SunPower Corp. | 1-Day USD OBFR + 0.25% | Monthly | USD | 315,861 | May 2033 | MSI | — | (37,089) | (37,089) |
Receive | Uber Technologies, Inc. | 1-Day USD OBFR + 0.25% | Monthly | USD | 922,306 | May 2033 | MSI | — | 78,362 | 78,362 |
$(1,841) | $(4,890,491) | $(4,892,332) |
* Fund will pay or receive the total
return of the reference asset depending on whether the return is positive or negative. For contracts where the fund has elected to receive the total return of the reference asset if positive, it will be responsible
for paying the floating rate and the total return of the reference asset if negative. If the fund has elected to pay the total return of the reference asset if positive, it will receive (pay) the floating rate and the
total return of the reference asset if negative.
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 23 |
Derivatives Currency Abbreviations | |
AUD | Australian Dollar |
CAD | Canadian Dollar |
CHF | Swiss Franc |
CNY | Chinese Yuan Renminbi |
DKK | Danish Krone |
EUR | Euro |
GBP | Pound Sterling |
HKD | Hong Kong Dollar |
JPY | Japanese Yen |
KRW | Korean Won |
SEK | Swedish Krona |
USD | U.S. Dollar |
Derivatives Abbreviations | |
ADR | American Depositary Receipt |
BNP | BNP Paribas |
CIBOR | Copenhagen Interbank Offered Rate |
DB | Deutsche Bank AG |
ESTR | Euro Short-Term Rate |
GSI | Goldman Sachs International |
HONIA | Hong Kong Overnight Index Average Rate |
JPM | JPMorgan Chase Bank, N.A. |
MSI | Morgan Stanley & Co. International PLC |
NYRS | New York Registry Shares |
OBFR | Overnight Bank Funding Rate |
OIS | Overnight Index Swap |
OTC | Over-the-counter |
SARON | Swiss Average Rate Overnight |
SCB | Standard Chartered Bank |
SONIA | Sterling Overnight Interbank Average Rate |
STIBOR | Stockholm Interbank Offered Rate |
TONAR | Tokyo Overnight Average Rate |
UBS | UBS AG |
24 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
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. Exchange-traded options are valued at the mid-price of the last quoted bid and ask prices from the exchange where the option trades.
Unlisted options are valued using evaluated prices obtained from an independent pricing vendor. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on
the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Foreign equity index futures that trade in the electronic trading market subsequent
to the close of regular trading may be valued at the last traded price in the electronic trading market as of 4:00 P.M. ET, or may be fair valued based on fair value adjustment factors provided by an independent
pricing vendor in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE. Swaps are generally valued using evaluated prices obtained from an independent
pricing vendor. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor.
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 July 31, 2023, by major security category or type:
Total value at 7-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $24,906,216 | $19,367,626 | $5,538,590 | — |
Consumer discretionary | 37,820,360 | 20,387,195 | 17,433,165 | — |
Consumer staples | 12,707,775 | 3,603,285 | 9,104,490 | — |
Energy | 41,076,612 | 36,426,968 | 4,649,644 | — |
Financials | 124,124,399 | 79,679,945 | 44,444,454 | — |
Health care | 145,945,341 | 122,743,914 | 23,201,427 | — |
Industrials | 35,307,621 | 19,992,177 | 15,315,444 | — |
Information technology | 90,263,223 | 81,158,061 | 9,105,162 | — |
| | 25 |
Total value at 7-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
(continued) | ||||
Materials | $16,647,066 | $3,641,065 | $13,006,001 | — |
Real estate | 1,432,456 | 1,021,794 | 410,662 | — |
Utilities | 15,639,196 | 12,972,267 | 2,666,929 | — |
Preferred securities | 1,440,726 | 1,440,726 | — | — |
Exchange-traded funds | 4,432,485 | 4,432,485 | — | — |
Purchased options | 2,557,642 | 1,131,708 | 1,425,934 | — |
Corporate bonds | 906,623 | — | 906,623 | — |
Short-term investments | 176,831,892 | 55,158,274 | 121,673,618 | — |
Total investments in securities | $732,039,633 | $463,157,490 | $268,882,143 | — |
Derivatives: | ||||
Assets | ||||
Forward foreign currency contracts | $740,486 | — | $740,486 | — |
Swap contracts | 7,999,820 | — | 7,999,820 | — |
Liabilities | ||||
Futures | (16,452) | $(16,452) | — | — |
Forward foreign currency contracts | (296,127) | — | (296,127) | — |
Written options | (725,880) | (237,993) | (487,887) | — |
Swap contracts | (12,892,152) | — | (12,892,152) | — |
Level 3 includes securities valued at $0. Refer to Fund’s investments. |
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:
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 | 30,495 | $3,545,902 | $21,127,131 | $(24,369,801) | $1,448 | $121 | $14,518 | — | $304,801 |
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.
26 | | |