UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-00560
John Hancock Investment Trust
(Exact name of registrant as specified in charter)
200 Berkeley Street, Boston, Massachusetts 02116 (Address of principal executive offices) (Zip code)
Salvatore Schiavone
Treasurer
200 Berkeley Street
Boston, Massachusetts 02116
(Name and address of agent for service) Registrant's telephone number, including area code: 617-543-9634
Date of fiscal year end: | October 31 |
Date of reporting period: | April 30, 2022 |
ITEM 1. REPORTS TO STOCKHOLDERS
The Registrant prepared the following four semi-annual reports to shareholders for the period ended April 30, 2022:
•Seaport Long/Short Fund
•Emerging Market Equity Fund
•Balanced Fund
•Diversified Macro Fund
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 1 |
2 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
Common stocks | 57.1 |
Financials | 14.2 |
Health care | 13.0 |
Information technology | 10.6 |
Industrials | 4.9 |
Energy | 4.2 |
Materials | 2.4 |
Communication services | 2.3 |
Consumer discretionary | 2.2 |
Utilities | 2.0 |
Consumer staples | 0.8 |
Real estate | 0.5 |
Purchased options | 1.1 |
Preferred securities | 0.9 |
Exchange-traded funds | 0.4 |
Short-term investments and other | 40.5 |
TOTAL | 100.0 |
TOP 10 HOLDINGS AS OF 4/30/2022 (% of net assets) | |
The Charles Schwab Corp. | 1.1 |
Vertex Pharmaceuticals, Inc. | 1.0 |
Eli Lilly & Company | 1.0 |
Fluor Corp. | 0.9 |
Intact Financial Corp. | 0.9 |
FleetCor Technologies, Inc. | 0.8 |
Mastercard, Inc., Class A | 0.7 |
Marvell Technology, Inc. | 0.7 |
Airbnb, Inc., Class A | 0.6 |
AstraZeneca PLC | 0.6 |
TOTAL | 8.3 |
Cash and cash equivalents are not included. |
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 3 |
COUNTRY COMPOSITION AS OF 4/30/2022 (% of net assets) | |
United States | 76.6 |
United Kingdom | 3.4 |
Canada | 2.4 |
Japan | 2.0 |
China | 1.8 |
Ireland | 1.7 |
Switzerland | 1.4 |
India | 1.3 |
France | 1.3 |
Other countries | 8.1 |
TOTAL | 100.0 |
4 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | ||||||
1-year | 5-year | Since inception (12-20-13) | 6-month | 5-year | Since inception (12-20-13) | ||
Class A | -12.25 | 3.33 | 3.39 | -11.72 | 17.79 | 32.16 | |
Class C1 | -9.20 | 3.63 | 3.33 | -8.30 | 19.54 | 31.46 | |
Class I2 | -7.40 | 4.70 | 4.35 | -6.97 | 25.82 | 42.82 | |
Class R62 | -7.32 | 4.81 | 4.49 | -6.97 | 26.48 | 44.33 | |
Class NAV2 | -7.31 | 4.83 | 4.50 | -6.89 | 26.60 | 44.48 | |
Index† | -3.52 | 10.17 | 8.72 | -11.30 | 62.26 | 101.14 |
Class A | Class C | Class I | Class R6 | Class NAV | |
Gross (%) | 1.93 | 2.63 | 1.63 | 1.52 | 1.51 |
Net (%) | 1.92 | 2.62 | 1.62 | 1.51 | 1.50 |
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 5 |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class C1,3 | 12-20-13 | 13,146 | 13,146 | 20,114 |
Class I2 | 12-20-13 | 14,282 | 14,282 | 20,114 |
Class R62 | 12-20-13 | 14,433 | 14,433 | 20,114 |
Class NAV2 | 12-20-13 | 14,448 | 14,448 | 20,114 |
1 | Class C shares were first offered on 5-16-14. Returns prior to this date are those of Class A shares that have not been adjusted for class-specific expenses; otherwise, returns would vary. |
2 | For certain types of investors, as described in the fund’s prospectuses. |
3 | The contingent deferred sales charge is not applicable. |
6 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 7 |
Account value on 11-1-2021 | Ending value on 4-30-2022 | Expenses paid during period ended 4-30-20221 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $929.30 | $9.23 | 1.93% |
Hypothetical example | 1,000.00 | 1,015.20 | 9.64 | 1.93% | |
Class C | Actual expenses/actual returns | 1,000.00 | 925.60 | 12.56 | 2.63% |
Hypothetical example | 1,000.00 | 1,011.80 | 13.12 | 2.63% | |
Class I | Actual expenses/actual returns | 1,000.00 | 930.30 | 7.80 | 1.63% |
Hypothetical example | 1,000.00 | 1,016.70 | 8.15 | 1.63% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 930.30 | 7.32 | 1.53% |
Hypothetical example | 1,000.00 | 1,017.20 | 7.65 | 1.53% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 931.10 | 7.28 | 1.52% |
Hypothetical example | 1,000.00 | 1,017.30 | 7.60 | 1.52% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
8 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
Shares | Value | ||||
Common stocks 57.1% | $594,535,130 | ||||
(Cost $624,922,274) | |||||
Communication services 2.3% | 24,157,483 | ||||
Diversified telecommunication services 0.2% | |||||
Telkom Indonesia Persero Tbk PT | 7,442,200 | 2,369,303 | |||
Interactive media and services 1.2% | |||||
Alphabet, Inc., Class A (A) | 1,340 | 3,058,135 | |||
Alphabet, Inc., Class C (A) | 251 | 577,132 | |||
Baidu, Inc., Class A (A) | 38,578 | 615,076 | |||
Bumble, Inc., Class A (A) | 23,559 | 565,180 | |||
CarGurus, Inc. (A) | 63,457 | 2,073,775 | |||
Meta Platforms, Inc., Class A (A) | 22,486 | 4,507,768 | |||
Snap, Inc., Class A (A) | 18,057 | 513,902 | |||
Media 0.5% | |||||
Cardlytics, Inc. (A) | 30,585 | 1,043,866 | |||
DISH Network Corp., Class A (A) | 42,906 | 1,223,250 | |||
Publicis Groupe SA | 51,174 | 3,072,317 | |||
Wireless telecommunication services 0.4% | |||||
Bharti Airtel, Ltd. (A) | 243,420 | 2,337,760 | |||
T-Mobile US, Inc. (A) | 17,866 | 2,200,019 | |||
Consumer discretionary 2.2% | 22,386,226 | ||||
Automobiles 0.1% | |||||
Mahindra & Mahindra, Ltd. | 38,161 | 458,121 | |||
XPeng, Inc., A Shares (A) | 2,350 | 29,201 | |||
XPeng, Inc., ADR (A) | 8,980 | 220,998 | |||
Diversified consumer services 0.0% | |||||
Hope Education Group Company, Ltd. (B)(C) | 1,414,258 | 85,558 | |||
Hotels, restaurants and leisure 0.6% | |||||
Airbnb, Inc., Class A (A) | 43,369 | 6,644,564 | |||
Bloomberry Resorts Corp. (A) | 67,425 | 7,776 | |||
Household durables 0.4% | |||||
Midea Group Company, Ltd., Class A | 55,200 | 473,777 | |||
Panasonic Holdings Corp. | 174,562 | 1,555,905 | |||
Skyline Champion Corp. (A) | 32,196 | 1,643,284 | |||
Internet and direct marketing retail 0.9% | |||||
Alibaba Group Holding, Ltd. (A) | 25,460 | 310,553 | |||
Amazon.com, Inc. (A) | 2,525 | 6,276,216 | |||
Etsy, Inc. (A) | 29,295 | 2,730,001 | |||
Specialty retail 0.2% | |||||
Ulta Beauty, Inc. (A) | 4,915 | 1,950,272 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 9 |
Shares | Value | ||||
Consumer staples 0.8% | $8,619,973 | ||||
Food products 0.0% | |||||
WH Group, Ltd. (B) | 27,500 | 18,991 | |||
Personal products 0.3% | |||||
Unilever PLC | 67,326 | 3,129,994 | |||
Tobacco 0.5% | |||||
Imperial Brands PLC | 262,832 | 5,470,988 | |||
Energy 4.2% | 43,702,981 | ||||
Energy equipment and services 1.2% | |||||
Baker Hughes Company | 73,215 | 2,271,129 | |||
China Oilfield Services, Ltd., H Shares | 30,200 | 30,918 | |||
NOV, Inc. | 143,837 | 2,607,765 | |||
Patterson-UTI Energy, Inc. | 50,381 | 828,264 | |||
Schlumberger NV | 100,826 | 3,933,222 | |||
Subsea 7 SA | 346,690 | 2,841,574 | |||
Tenaris SA, ADR | 15,123 | 456,412 | |||
Oil, gas and consumable fuels 3.0% | |||||
ARC Resources, Ltd. | 343,343 | 4,760,004 | |||
Banpu PCL | 61,300 | 21,841 | |||
Beach Energy, Ltd. | 20,075 | 22,888 | |||
Chesapeake Energy Corp. | 36,524 | 2,995,698 | |||
CONSOL Energy, Inc. (A) | 6,636 | 315,542 | |||
Cosan SA | 688,213 | 2,923,264 | |||
Coterra Energy, Inc. | 120,777 | 3,477,170 | |||
Peabody Energy Corp. (A) | 8,546 | 193,481 | |||
PetroChina Company, Ltd., Class A | 29,900 | 24,234 | |||
Petroleo Brasileiro SA, ADR | 92,987 | 1,261,834 | |||
Pioneer Natural Resources Company | 15,109 | 3,512,389 | |||
Reliance Industries, Ltd. | 40,350 | 1,466,930 | |||
SK Innovation Company, Ltd. (A) | 8,084 | 1,286,618 | |||
S-Oil Corp. | 387 | 31,664 | |||
Thungela Resources, Ltd. (A) | 247,999 | 4,236,815 | |||
Viper Energy Partners LP | 128,196 | 3,683,071 | |||
Whitehaven Coal, Ltd. | 151,499 | 520,254 | |||
Financials 14.2% | 148,008,810 | ||||
Banks 6.2% | |||||
ABN AMRO Bank NV (B) | 217,414 | 2,702,709 | |||
AIB Group PLC | 1,515,939 | 3,292,824 | |||
Amerant Bancorp, Inc. | 28,288 | 752,178 | |||
Ameris Bancorp | 94,768 | 3,951,826 | |||
Australia & New Zealand Banking Group, Ltd. | 83,243 | 1,584,047 | |||
Axis Bank, Ltd. (A) | 101,668 | 960,219 | |||
Banco Bradesco SA, ADR | 61,565 | 221,634 |
10 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Financials (continued) | |||||
Banks (continued) | |||||
Banco do Brasil SA | 30,800 | $206,955 | |||
Bangkok Bank PCL | 6,100 | 23,008 | |||
Bank Rakyat Indonesia Persero Tbk PT | 638,600 | 212,773 | |||
BAWAG Group AG (A)(B) | 109,204 | 5,185,427 | |||
Commerzbank AG (A) | 391,872 | 2,558,268 | |||
East West Bancorp, Inc. | 15,033 | 1,071,853 | |||
Erste Group Bank AG | 72,217 | 2,248,531 | |||
First Busey Corp. | 45,107 | 1,013,554 | |||
First Republic Bank | 32,558 | 4,858,305 | |||
Fukuoka Financial Group, Inc. | 128,700 | 2,351,514 | |||
Home BancShares, Inc. | 101,779 | 2,200,462 | |||
KB Financial Group, Inc. | 1,060 | 49,316 | |||
KBC Ancora | 10,851 | 439,016 | |||
Kotak Mahindra Bank, Ltd. | 136,004 | 3,152,190 | |||
M&T Bank Corp. | 7,105 | 1,183,977 | |||
Mitsubishi UFJ Financial Group, Inc. | 348,089 | 2,023,571 | |||
Mizrahi Tefahot Bank, Ltd. | 6,820 | 252,270 | |||
Nordea Bank ABP | 235,831 | 2,383,408 | |||
Popular, Inc. | 24,942 | 1,945,227 | |||
Security Bank Corp. | 15,000 | 29,507 | |||
Sumitomo Mitsui Financial Group, Inc. | 680 | 20,545 | |||
Svenska Handelsbanken AB, A Shares | 138,034 | 1,392,255 | |||
Synovus Financial Corp. | 108,461 | 4,505,470 | |||
The PNC Financial Services Group, Inc. | 4,423 | 734,660 | |||
Triumph Bancorp, Inc. (A) | 6,615 | 459,346 | |||
UniCredit SpA | 382,263 | 3,537,874 | |||
United Community Banks, Inc. | 55,682 | 1,678,255 | |||
United Overseas Bank, Ltd. | 43,400 | 929,031 | |||
Western Alliance Bancorp | 59,637 | 4,538,972 | |||
Capital markets 3.5% | |||||
Allfunds Group PLC | 91,505 | 784,428 | |||
Anima Holding SpA (B) | 217,350 | 1,059,089 | |||
Ares Management Corp., Class A | 74,244 | 4,916,438 | |||
Hamilton Lane Alliance Holdings I, Inc. (A) | 174,158 | 1,729,389 | |||
Morgan Stanley | 70,734 | 5,700,453 | |||
Perella Weinberg Partners | 55,100 | 424,821 | |||
Raymond James Financial, Inc. | 22,219 | 2,165,464 | |||
Rothschild & Company | 16,824 | 659,146 | |||
S&P Global, Inc. | 9,221 | 3,471,707 | |||
StepStone Group, Inc., Class A | 14,612 | 374,359 | |||
The Charles Schwab Corp. | 165,128 | 10,952,936 | |||
The Goldman Sachs Group, Inc. | 3,224 | 984,900 | |||
Tradeweb Markets, Inc., Class A | 29,180 | 2,077,324 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 11 |
Shares | Value | ||||
Financials (continued) | |||||
Capital markets (continued) | |||||
WisdomTree Investments, Inc. | 192,592 | $1,122,811 | |||
Consumer finance 0.5% | |||||
American Express Company | 27,742 | 4,846,805 | |||
SoFi Technologies, Inc. (A) | 795 | 4,865 | |||
Diversified financial services 0.2% | |||||
Equitable Holdings, Inc. | 85,291 | 2,458,940 | |||
Insurance 3.6% | |||||
AIA Group, Ltd. | 98,953 | 972,090 | |||
Arch Capital Group, Ltd. (A) | 94,242 | 4,304,032 | |||
AXA SA | 115,098 | 3,044,920 | |||
Beazley PLC | 610,081 | 3,286,261 | |||
Discovery, Ltd. (A) | 3,456 | 33,183 | |||
Enstar Group, Ltd. (A) | 17,712 | 4,175,604 | |||
Fidelity National Financial, Inc. | 47,717 | 1,900,091 | |||
Genworth Financial, Inc., Class A (A) | 64,816 | 240,467 | |||
Intact Financial Corp. | 66,132 | 9,251,736 | |||
Ping An Insurance Group Company of China, Ltd., H Shares | 195,780 | 1,237,469 | |||
T&D Holdings, Inc. | 227,809 | 2,927,445 | |||
Talanx AG | 10,180 | 423,281 | |||
The Progressive Corp. | 27,521 | 2,954,655 | |||
Trupanion, Inc. (A) | 37,875 | 2,409,608 | |||
Thrifts and mortgage finance 0.2% | |||||
MGIC Investment Corp. | 188,600 | 2,463,116 | |||
Health care 13.0% | 135,199,857 | ||||
Biotechnology 5.1% | |||||
Abcam PLC (A) | 21,781 | 337,979 | |||
Alkermes PLC (A) | 59,144 | 1,706,304 | |||
Alnylam Pharmaceuticals, Inc. (A) | 5,128 | 684,229 | |||
Amicus Therapeutics, Inc. (A) | 140,790 | 996,793 | |||
Amoy Diagnostics Company, Ltd., Class A | 53,844 | 371,479 | |||
Apellis Pharmaceuticals, Inc. (A) | 52,374 | 2,279,840 | |||
Argenx SE, ADR (A) | 8,142 | 2,339,359 | |||
Ascendis Pharma A/S, ADR (A) | 40,730 | 3,717,427 | |||
BioNTech SE, ADR (A) | 6,754 | 937,320 | |||
Blueprint Medicines Corp. (A) | 23,890 | 1,393,982 | |||
Celldex Therapeutics, Inc. (A) | 27,535 | 841,194 | |||
Clementia Pharmaceuticals, Inc. (A)(D) | 9,185 | 0 | |||
Everest Medicines, Ltd. (A)(B) | 137,528 | 314,958 | |||
Exact Sciences Corp. (A) | 28,558 | 1,572,118 | |||
Galapagos NV (A) | 1,238 | 72,687 | |||
Genmab A/S (A) | 7,837 | 2,755,814 |
12 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Health care (continued) | |||||
Biotechnology (continued) | |||||
Genus PLC | 25,465 | $800,081 | |||
Grifols SA | 252,652 | 4,231,604 | |||
ImmunoGen, Inc. (A) | 232,746 | 1,124,163 | |||
Ironwood Pharmaceuticals, Inc. (A) | 117,277 | 1,407,324 | |||
Karuna Therapeutics, Inc. (A) | 11,211 | 1,249,578 | |||
Kymera Therapeutics, Inc. (A) | 33,521 | 1,050,883 | |||
Merus NV (A) | 64,083 | 1,307,293 | |||
Mirati Therapeutics, Inc. (A) | 25,652 | 1,585,037 | |||
Moderna, Inc. (A) | 13,442 | 1,806,739 | |||
Myovant Sciences, Ltd. (A) | 146,012 | 1,359,372 | |||
Regeneron Pharmaceuticals, Inc. (A) | 1,446 | 953,073 | |||
Relay Therapeutics, Inc. (A) | 44,969 | 1,071,611 | |||
Remegen Company, Ltd., H Shares (A)(B) | 73,000 | 304,985 | |||
Sage Therapeutics, Inc. (A) | 2,268 | 71,487 | |||
Seagen, Inc. (A) | 21,238 | 2,782,390 | |||
Turning Point Therapeutics, Inc. (A) | 35,058 | 1,032,108 | |||
Veracyte, Inc. (A) | 16,466 | 337,059 | |||
Vertex Pharmaceuticals, Inc. (A) | 37,728 | 10,308,044 | |||
Health care equipment and supplies 1.6% | |||||
Alcon, Inc. | 24,962 | 1,782,307 | |||
Align Technology, Inc. (A) | 1,638 | 474,873 | |||
Baxter International, Inc. | 17,494 | 1,243,124 | |||
Becton, Dickinson and Company | 4,936 | 1,220,130 | |||
Boston Scientific Corp. (A) | 535 | 22,529 | |||
ConvaTec Group PLC (B) | 422,315 | 1,117,145 | |||
Dexcom, Inc. (A) | 4,735 | 1,934,626 | |||
DiaSorin SpA | 7,530 | 986,368 | |||
Edwards Lifesciences Corp. (A) | 15,422 | 1,631,339 | |||
Glaukos Corp. (A) | 8,094 | 382,765 | |||
Haemonetics Corp. (A) | 697 | 35,317 | |||
Hologic, Inc. (A) | 21,660 | 1,559,303 | |||
IDEXX Laboratories, Inc. (A) | 1,049 | 451,574 | |||
Inari Medical, Inc. (A) | 307 | 24,775 | |||
Koninklijke Philips NV | 19,685 | 514,391 | |||
Lifetech Scientific Corp. (A) | 245,149 | 68,353 | |||
Quidel Corp. (A) | 281 | 28,274 | |||
Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 238,921 | 254,534 | |||
Smith & Nephew PLC | 30,392 | 492,611 | |||
Stryker Corp. | 9,564 | 2,307,411 | |||
Health care providers and services 1.3% | |||||
AdaptHealth Corp. (A) | 47,470 | 600,970 | |||
agilon health, Inc. (A) | 47,767 | 848,820 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 13 |
Shares | Value | ||||
Health care (continued) | |||||
Health care providers and services (continued) | |||||
Amedisys, Inc. (A) | 1,196 | $152,669 | |||
Anthem, Inc. | 655 | 328,764 | |||
Cano Health, Inc. (A) | 1,608 | 8,522 | |||
Centene Corp. (A) | 28,943 | 2,331,359 | |||
Covetrus, Inc. (A) | 1,640 | 22,632 | |||
Encompass Health Corp. | 16,265 | 1,119,520 | |||
Hapvida Participacoes e Investimentos SA (B) | 590,730 | 1,047,887 | |||
HCA Healthcare, Inc. | 3,225 | 691,924 | |||
Humana, Inc. | 4,420 | 1,964,955 | |||
Laboratory Corp. of America Holdings (A) | 1,710 | 410,879 | |||
Molina Healthcare, Inc. (A) | 499 | 156,412 | |||
Owens & Minor, Inc. | 30,654 | 1,087,910 | |||
UnitedHealth Group, Inc. | 6,049 | 3,076,219 | |||
Health care technology 0.0% | |||||
Health Catalyst, Inc. (A) | 4,349 | 72,367 | |||
Life sciences tools and services 1.1% | |||||
Agilent Technologies, Inc. | 346 | 41,267 | |||
Bio-Techne Corp. | 3,015 | 1,144,765 | |||
Danaher Corp. | 12,047 | 3,025,363 | |||
ICON PLC (A) | 14,606 | 3,304,023 | |||
Lonza Group AG | 2,667 | 1,572,553 | |||
NanoString Technologies, Inc. (A) | 28,056 | 526,892 | |||
NeoGenomics, Inc. (A) | 21,888 | 206,842 | |||
Syneos Health, Inc. (A) | 996 | 72,798 | |||
Tecan Group AG | 2,640 | 793,367 | |||
Thermo Fisher Scientific, Inc. | 136 | 75,197 | |||
Waters Corp. (A) | 127 | 38,484 | |||
WuXi AppTec Company, Ltd., H Shares (B) | 44,679 | 607,714 | |||
Pharmaceuticals 3.9% | |||||
Aclaris Therapeutics, Inc. (A) | 107,505 | 1,324,462 | |||
Astellas Pharma, Inc. | 122,165 | 1,860,049 | |||
AstraZeneca PLC | 48,391 | 6,457,357 | |||
Bristol-Myers Squibb Company | 8,905 | 670,279 | |||
Chugai Pharmaceutical Company, Ltd. | 62,100 | 1,860,836 | |||
CSPC Pharmaceutical Group, Ltd. | 944,973 | 966,089 | |||
Daiichi Sankyo Company, Ltd. | 86,497 | 2,177,899 | |||
Eisai Company, Ltd. | 38,395 | 1,672,138 | |||
Elanco Animal Health, Inc. (A) | 25,531 | 646,190 | |||
Eli Lilly & Company | 35,192 | 10,280,639 | |||
Hikma Pharmaceuticals PLC | 24,381 | 572,720 | |||
Hypera SA | 14,103 | 106,743 | |||
Intra-Cellular Therapies, Inc. (A) | 25,234 | 1,277,093 |
14 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Health care (continued) | |||||
Pharmaceuticals (continued) | |||||
Johnson & Johnson | 429 | $77,417 | |||
Nippon Shinyaku Company, Ltd. | 1,308 | 88,465 | |||
Novartis AG | 19,996 | 1,767,031 | |||
Ono Pharmaceutical Company, Ltd. | 81,908 | 2,104,261 | |||
Pfizer, Inc. | 56,297 | 2,762,494 | |||
Roche Holding AG | 3,581 | 1,327,884 | |||
UCB SA | 9,866 | 1,121,494 | |||
Zoetis, Inc. | 6,269 | 1,111,180 | |||
Industrials 4.9% | 51,481,274 | ||||
Aerospace and defense 0.7% | |||||
Babcock International Group PLC (A) | 594,679 | 2,270,458 | |||
BWX Technologies, Inc. | 24,346 | 1,264,044 | |||
Dassault Aviation SA | 13,855 | 2,324,940 | |||
Lockheed Martin Corp. | 3,345 | 1,445,441 | |||
Building products 0.3% | |||||
Johnson Controls International PLC | 59,899 | 3,586,153 | |||
Commercial services and supplies 0.5% | |||||
Aker Carbon Capture ASA (A) | 185,497 | 374,746 | |||
Aris Water Solution, Inc., Class A | 68,965 | 1,168,267 | |||
Serco Group PLC | 1,667,814 | 3,153,973 | |||
Construction and engineering 0.2% | |||||
China Railway Group, Ltd., Class A | 1,131,237 | 1,212,793 | |||
Fluor Corp. (A) | 45,776 | 1,132,956 | |||
Metallurgical Corp. of China, Ltd., Class A | 33,100 | 17,477 | |||
Electrical equipment 0.4% | |||||
Contemporary Amperex Technology Company, Ltd., Class A | 22,888 | 1,399,236 | |||
Fluence Energy, Inc. (A) | 3,300 | 30,261 | |||
Generac Holdings, Inc. (A) | 3,954 | 867,429 | |||
Schneider Electric SE | 11,984 | 1,719,334 | |||
Zhejiang HangKe Technology, Inc., Company, Class A | 43,127 | 283,251 | |||
Industrial conglomerates 0.2% | |||||
Siemens AG | 12,910 | 1,587,349 | |||
Machinery 0.9% | |||||
CNH Industrial NV | 156,100 | 2,211,357 | |||
Sany Heavy Industry Company, Ltd., Class A | 369,600 | 919,655 | |||
Sembcorp Marine, Ltd. (A) | 213,700 | 16,756 | |||
SKF AB, B Shares | 142,983 | 2,335,296 | |||
The Japan Steel Works, Ltd. | 49,900 | 1,404,414 | |||
The Middleby Corp. (A) | 10,534 | 1,621,077 | |||
Wuxi Lead Intelligent Equipment Company, Ltd., Class A | 4,000 | 26,425 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 15 |
Shares | Value | ||||
Industrials (continued) | |||||
Machinery (continued) | |||||
Zoomlion Heavy Industry Science and Technology Company, Ltd., Class A | 989,000 | $864,519 | |||
Marine 0.4% | |||||
Irish Continental Group PLC (A) | 966,798 | 3,916,237 | |||
Road and rail 0.7% | |||||
ALD SA (B) | 196,367 | 2,670,195 | |||
Uber Technologies, Inc. (A) | 157,699 | 4,964,365 | |||
Trading companies and distributors 0.6% | |||||
AerCap Holdings NV (A) | 47,797 | 2,232,598 | |||
Applied Industrial Technologies, Inc. | 29,796 | 3,119,343 | |||
WESCO International, Inc. (A) | 10,613 | 1,308,158 | |||
Transportation infrastructure 0.0% | |||||
Malaysia Airports Holdings BHD (A) | 20,848 | 32,771 | |||
Information technology 10.6% | 110,261,336 | ||||
Communications equipment 0.6% | |||||
Arista Networks, Inc. (A) | 49,228 | 5,689,280 | |||
IT services 4.1% | |||||
Accenture PLC, Class A | 12,196 | 3,663,191 | |||
Block, Inc. (A) | 34,376 | 3,421,787 | |||
FleetCor Technologies, Inc. (A) | 34,980 | 8,728,210 | |||
Genpact, Ltd. | 4,410 | 177,591 | |||
Global Payments, Inc. | 30,879 | 4,229,805 | |||
GoDaddy, Inc., Class A (A) | 58,999 | 4,767,709 | |||
Mastercard, Inc., Class A | 21,262 | 7,726,186 | |||
MongoDB, Inc. (A) | 7,638 | 2,710,955 | |||
Nuvei Corp. (A) | 66,805 | 3,735,068 | |||
Snowflake, Inc., Class A (A) | 6,101 | 1,045,955 | |||
Twilio, Inc., Class A (A) | 20,708 | 2,315,569 | |||
Visa, Inc., Class A | 2,277 | 485,297 | |||
Semiconductors and semiconductor equipment 2.6% | |||||
Advanced Micro Devices, Inc. (A) | 39,926 | 3,414,472 | |||
ASML Holding NV, NYRS | 2,374 | 1,338,390 | |||
Intel Corp. | 65,244 | 2,843,986 | |||
KLA Corp. | 10,151 | 3,240,808 | |||
Marvell Technology, Inc. | 122,494 | 7,114,452 | |||
Micron Technology, Inc. | 58,306 | 3,975,886 | |||
NVIDIA Corp. | 15,070 | 2,795,033 | |||
Rohm Company, Ltd. | 7,477 | 522,350 | |||
STMicroelectronics NV | 35,902 | 1,326,477 | |||
Software 3.2% | |||||
Adobe, Inc. (A) | 3,968 | 1,571,130 |
16 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Information technology (continued) | |||||
Software (continued) | |||||
Atlassian Corp. PLC, Class A (A) | 4,660 | $1,047,708 | |||
Ceridian HCM Holding, Inc. (A) | 52,406 | 2,941,549 | |||
Dynatrace, Inc. (A) | 121,465 | 4,659,397 | |||
Five9, Inc. (A) | 6,944 | 764,534 | |||
HubSpot, Inc. (A) | 14,761 | 5,600,766 | |||
Intuit, Inc. | 6,780 | 2,839,125 | |||
Jamf Holding Corp. (A) | 2,548 | 78,478 | |||
Lightspeed Commerce, Inc. (A) | 100,449 | 2,245,035 | |||
Olo, Inc., Class A (A) | 37,879 | 404,927 | |||
Palo Alto Networks, Inc. (A) | 9,081 | 5,096,984 | |||
Samsara, Inc., Class A (A) | 84,980 | 1,048,653 | |||
ServiceNow, Inc. (A) | 6,592 | 3,151,635 | |||
Venustech Group, Inc., Class A | 76,177 | 200,965 | |||
Workday, Inc., Class A (A) | 10,099 | 2,087,463 | |||
Technology hardware, storage and peripherals 0.1% | |||||
Samsung Electronics Company, Ltd. | 23,540 | 1,254,530 | |||
Materials 2.4% | 24,995,376 | ||||
Chemicals 0.6% | |||||
Cabot Corp. | 32,526 | 2,141,837 | |||
Guangzhou Tinci Materials Technology Company, Ltd., Class A (A) | 2,140 | 24,006 | |||
Livent Corp. (A) | 88,248 | 1,884,977 | |||
Shanghai Putailai New Energy Technology Company, Ltd., Class A (A) | 6,993 | 124,073 | |||
Sinoma Science & Technology Company, Ltd., Class A | 292,800 | 892,109 | |||
Yunnan Energy New Material Company, Ltd., Class A (A) | 24,200 | 737,072 | |||
Construction materials 0.1% | |||||
Anhui Conch Cement Company, Ltd., H Shares | 266,106 | 1,446,028 | |||
China National Building Material Company, Ltd., H Shares | 26,764 | 35,618 | |||
Metals and mining 1.7% | |||||
Angang Steel Company, Ltd., H Shares | 60,000 | 26,246 | |||
Anglo American PLC | 9,761 | 432,324 | |||
Baoshan Iron & Steel Company, Ltd., Class A | 1,000,800 | 973,965 | |||
Barrick Gold Corp. | 209,570 | 4,675,507 | |||
Endeavour Mining PLC | 39,324 | 962,400 | |||
Ganfeng Lithium Company, Ltd., Class A | 77,000 | 1,277,019 | |||
Ganfeng Lithium Company, Ltd., H Shares (B) | 78,990 | 945,448 | |||
Glencore PLC (A) | 929,156 | 5,725,147 | |||
Gold Fields, Ltd., ADR | 196,351 | 2,636,994 | |||
Vale SA, ADR | 1,733 | 29,270 | |||
Zijin Mining Group Company, Ltd., H Shares | 17,400 | 25,336 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 17 |
Shares | Value | ||||
Real estate 0.5% | $4,797,145 | ||||
Equity real estate investment trusts 0.5% | |||||
Medical Properties Trust, Inc. | 259,167 | 4,766,081 | |||
Real estate management and development 0.0% | |||||
BR Properties SA | 17,198 | 31,064 | |||
Utilities 2.0% | 20,924,669 | ||||
Electric utilities 1.4% | |||||
American Electric Power Company, Inc. (E) | 31,447 | 3,116,712 | |||
Constellation Energy Corp. | 13,697 | 810,999 | |||
Enel SpA | 324,460 | 2,109,929 | |||
Exelon Corp. | 38,329 | 1,793,031 | |||
Korea Electric Power Corp. (A) | 1,296 | 23,650 | |||
Power Grid Corp. of India, Ltd. | 1,227,671 | 3,669,174 | |||
Public Power Corp. SA (A) | 311,062 | 2,490,460 | |||
Gas utilities 0.0% | |||||
China Gas Holdings, Ltd. | 356,015 | 433,970 | |||
Independent power and renewable electricity producers 0.3% | |||||
China Longyuan Power Group Corp., Ltd., H Shares | 453,500 | 874,717 | |||
NTPC, Ltd. | 990,902 | 2,015,746 | |||
Multi-utilities 0.3% | |||||
Sempra Energy | 20,464 | 3,302,071 | |||
Water utilities 0.0% | |||||
Cia de Saneamento Basico do Estado de Sao Paulo, ADR | 31,614 | 284,210 | |||
Preferred securities 0.9% | $9,841,292 | ||||
(Cost $8,125,088) | |||||
Industrials 0.9% | 9,841,292 | ||||
Construction and engineering 0.9% | |||||
Fluor Corp., 6.500% (B) | 7,809 | 9,841,292 | |||
Exchange-traded funds 0.4% | $3,622,935 | ||||
(Cost $3,681,394) | |||||
VanEck Gold Miners ETF | 103,542 | 3,622,935 | |||
Warrants 0.0% | $10,139 | ||||
(Cost $60,949) | |||||
Ribbit LEAP, Ltd., Class A (Expiration Date: 9-9-25; Strike Price: $11.50) (A) | 20,269 | 10,139 | |||
18 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Contracts/Notional amount | Value | ||||
Purchased options 1.1% | $11,146,131 | ||||
(Cost $12,321,642) | |||||
Calls 0.2% | 1,559,147 | ||||
Exchange Traded Option on Block, Inc. (Expiration Date: 6-17-22; Strike Price: $220.00; Notional Amount: 23,000) (A) | 230 | 1,840 | |||
Exchange Traded Option on Fidelity National Information Services, Inc. (Expiration Date: 7-15-22; Strike Price: $135.00; Notional Amount: 35,100) (A) | 351 | 12,285 | |||
Exchange Traded Option on Financial Select Sector SPDR Fund (Expiration Date: 6-17-22; Strike Price: $40.00; Notional Amount: 264,500) (A) | 2,645 | 17,193 | |||
Exchange Traded Option on Fleetcor Technologies, Inc. (Expiration Date: 5-20-22; Strike Price: $260.00; Notional Amount: 37,100) (A) | 371 | 228,165 | |||
Exchange Traded Option on Global Payments, Inc. (Expiration Date: 5-20-22; Strike Price: $155.00; Notional Amount: 81,700) (A) | 817 | 110,295 | |||
Exchange Traded Option on Global Payments, Inc. (Expiration Date: 5-20-22; Strike Price: $165.00; Notional Amount: 11,400) (A) | 114 | 6,270 | |||
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 9-16-22; Strike Price: $362.00; Notional Amount: 56,400) (A) | 564 | 302,868 | |||
Exchange Traded Option on iShares 20+ Year Treasury Bond ETF (Expiration Date: 6-17-22; Strike Price: $126.00; Notional Amount: 111,500) (A) | 1,115 | 172,268 | |||
Exchange Traded Option on iShares China Large-Cap ETF (Expiration Date: 5-20-22; Strike Price: $36.00; Notional Amount: 922,000) (A) | 9,220 | 101,420 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 9-16-22; Strike Price: $4,725.00; Notional Amount: 1,600) (A) | 16 | 47,440 | |||
Exchange Traded Option on The Goldman Sachs Group, Inc. (Expiration Date: 5-20-22; Strike Price: $405.00; Notional Amount: 11,100) (A) | 111 | 1,443 | |||
Exchange Traded Option on VanEck Gold Miners ETF (Expiration Date: 6-17-22; Strike Price: $37.00; Notional Amount: 207,400) (A) | 2,074 | 250,954 | |||
Exchange Traded Option on WEX, Inc. (Expiration Date: 5-20-22; Strike Price: $170.00; Notional Amount: 6,000) (A) | 60 | 33,300 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 19 |
Contracts/Notional amount | Value | ||||
Calls (continued) | |||||
Exchange Traded Option on WEX, Inc. (Expiration Date: 5-20-22; Strike Price: $175.00; Notional Amount: 2,300) (A) | 23 | $9,143 | |||
Over the Counter Option on Commerzbank AG (Expiration Date: 6-17-22; Strike Price: EUR 10.00; Counterparty: Goldman Sachs International) (A)(F) | 573,300 | 1,142 | |||
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: Goldman Sachs International) (A)(F) | 51,044,529 | 89,532 | |||
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: Goldman Sachs International) (A)(F) | 8,574,301 | 5,865 | |||
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: Goldman Sachs International) (A)(F) | 7,653,501 | 3,176 | |||
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F) | 13,271,470 | 17,333 | |||
Over the Counter Option on EURO STOXX 600 Index (Expiration Date: 5-20-22; Strike Price: EUR 475.00; Counterparty: Goldman Sachs International) (A)(F) | 53,327 | 26,274 | |||
Over the Counter Option on Standard Chartered PLC (Expiration Date: 6-17-22; Strike Price: GBP 6.40; Counterparty: Goldman Sachs International) (A)(F) | 285,047 | 19,655 | |||
Over the Counter Option on TOPIX Banks Index (Expiration Date: 5-13-22; Strike Price: JPY 173.95; Counterparty: BNP Paribas SA) (A)(F) | 4,213,525 | 3,547 | |||
Over the Counter Option on TOPIX Banks Index (Expiration Date: 7-11-22; Strike Price: JPY 173.93; Counterparty: BNP Paribas SA) (A)(F) | 3,203,306 | 70,940 | |||
Over the Counter Option on TOPIX Banks Index (Expiration Date: 7-8-22; Strike Price: JPY 193.20; Counterparty: Goldman Sachs International) (A)(F) | 2,170,000 | 94 |
20 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Contracts/Notional amount | Value | ||||
Calls (continued) | |||||
Over the Counter Option on UniCredit SpA (Expiration Date: 6-17-22; Strike Price: EUR 11.60; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F) | 377,304 | $17,506 | |||
Over the Counter Option on UniCredit SpA (Expiration Date: 6-17-22; Strike Price: EUR 11.60; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F) | 198,265 | 9,199 | |||
Puts 0.9% | 9,586,984 | ||||
Exchange Traded Option on Financial Select Sector SPDR Fund (Expiration Date: 5-20-22; Strike Price: $35.00; Notional Amount: 922,400) (A) | 9,224 | 1,093,044 | |||
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 5-13-22; Strike Price: $316.00; Notional Amount: 24,000) (A) | 240 | 269,880 | |||
Exchange Traded Option on iShares MSCI EAFE ETF (Expiration Date: 5-20-22; Strike Price: $68.00; Notional Amount: 1,529,300) (A) | 15,293 | 2,125,727 | |||
Exchange Traded Option on iShares Russell 2000 ETF (Expiration Date: 6-17-22; Strike Price: $185.00; Notional Amount: 476,900) (A) | 4,769 | 4,320,714 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 5-20-22; Strike Price: $4,150.00; Notional Amount: 5,400) (A) | 54 | 675,000 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 5-20-22; Strike Price: $4,200.00; Notional Amount: 2,400) (A) | 24 | 354,840 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 6-17-22; Strike Price: $4,200.00; Notional Amount: 2,600) (A) | 26 | 511,680 | |||
Over the Counter Option on EURO STOXX 50 Index (Expiration Date: 6-17-22; Strike Price: EUR 3,325.00; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F) | 4,137 | 199,450 | |||
Over the Counter Option on Nikkei 225 Index (Expiration Date: 5-13-22; Strike Price: JPY 25,397.28; Counterparty: Goldman Sachs International) (A)(F) | 1,242 | 1,181 | |||
Over the Counter Option on Taiwan Stock Exchange Weighted Index (Expiration Date: 5-18-22; Strike Price: TWD 16,211.25; Counterparty: BNP Paribas SA) (A)(F) | 429 | 2,311 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 21 |
Contracts/Notional amount | Value | ||||
Puts (continued) | |||||
Over the Counter Option on USD vs. JPY (Expiration Date: 7-14-22; Strike Price: $112.50; Counterparty: Goldman Sachs International) (A)(F) | 14,499,000 | $7,409 | |||
Over the Counter Option on USD vs. JPY (Expiration Date: 7-7-22; Strike Price: $120.00; Counterparty: Morgan Stanley & Company International PLC) (A)(F) | 10,050,000 | 25,748 | |||
Yield* (%) | Maturity date | Par value^ | Value | ||
Short-term investments 41.5% | $431,831,326 | ||||
(Cost $431,827,933) | |||||
U.S. Government 33.2% | 345,098,581 | ||||
U.S. Cash Management Bill (E) | 0.650 | 07-05-22 | 15,410,000 | 15,390,230 | |
U.S. Treasury Bill (E) | 0.224 | 05-17-22 | 8,750,000 | 8,749,316 | |
U.S. Treasury Bill | 0.235 | 05-03-22 | 6,260,000 | 6,259,984 | |
U.S. Treasury Bill (E) | 0.241 | 05-10-22 | 7,440,000 | 7,439,814 | |
U.S. Treasury Bill (E) | 0.253 | 05-24-22 | 53,785,000 | 53,775,551 | |
U.S. Treasury Bill (E) | 0.379 | 05-12-22 | 48,730,000 | 48,728,342 | |
U.S. Treasury Bill (E) | 0.384 | 06-07-22 | 80,710,000 | 80,676,438 | |
U.S. Treasury Bill (E) | 0.388 | 05-19-22 | 19,400,000 | 19,397,985 | |
U.S. Treasury Bill | 0.391 | 05-31-22 | 15,053,000 | 15,048,968 | |
U.S. Treasury Bill (E) | 0.500 | 06-21-22 | 23,722,000 | 23,703,495 | |
U.S. Treasury Bill (E) | 0.502 | 06-23-22 | 8,050,000 | 8,043,137 | |
U.S. Treasury Bill | 0.570 | 06-14-22 | 4,735,000 | 4,732,469 | |
U.S. Treasury Bill (E) | 0.631 | 07-07-22 | 27,695,000 | 27,657,649 | |
U.S. Treasury Bill | 0.710 | 06-28-22 | 6,260,000 | 6,253,830 | |
U.S. Treasury Bill (E) | 0.831 | 07-21-22 | 2,670,000 | 2,665,110 | |
U.S. Treasury Bill (E) | 0.971 | 08-11-22 | 2,720,000 | 2,712,518 | |
U.S. Treasury Bill (E) | 1.120 | 10-06-22 | 13,935,000 | 13,863,745 |
Yield (%) | Shares | Value | |||
Short-term funds 8.3% | 86,732,745 | ||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 0.2918(G) | 86,732,745 | 86,732,745 |
Total investments (Cost $1,080,939,280) 101.0% | $1,050,986,953 | ||||
Other assets and liabilities, net (1.0%) | (10,597,032) | ||||
Total net assets 100.0% | $1,040,389,921 |
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 | |
EUR | Euro |
GBP | Pound Sterling |
22 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
JPY | Japanese Yen |
TWD | New Taiwan 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) | All or a portion of this security is on loan as of 4-30-22. |
(D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. Refer to Note 2 to the financial statements. |
(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) | The rate shown is the annualized seven-day yield as of 4-30-22. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 23 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
CAC40 Index Futures | 90 | Short | May 2022 | $(6,223,975) | $(6,149,147) | $74,828 |
KOSPI 200 Index Futures | 7 | Short | Jun 2022 | (483,856) | (488,800) | (4,944) |
OMXS30 Index Futures | 46 | Short | May 2022 | (957,364) | (963,501) | (6,137) |
SGX Nifty 50 Index Futures | 199 | Short | May 2022 | (6,839,932) | (6,743,973) | 95,959 |
$159,706 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
AUD | 6,995,000 | USD | 4,994,514 | JPM | 5/31/2022 | — | $(49,728) |
CAD | 8,055,000 | USD | 6,284,400 | JPM | 5/31/2022 | — | (14,417) |
CAD | 9,505,000 | USD | 7,447,927 | GSI | 6/15/2022 | — | (49,745) |
CAD | 5,600,000 | USD | 4,435,841 | MSI | 6/15/2022 | — | (77,102) |
CHF | 6,875,000 | USD | 7,173,938 | GSI | 5/31/2022 | — | (97,093) |
DKK | 13,070,000 | USD | 1,882,711 | SCB | 5/31/2022 | — | (27,014) |
EUR | 745,000 | USD | 783,917 | JPM | 5/31/2022 | $2,945 | — |
EUR | 2,460,000 | USD | 2,756,725 | DB | 6/15/2022 | — | (156,439) |
EUR | 12,993,000 | USD | 14,124,909 | MSI | 6/15/2022 | — | (390,958) |
GBP | 6,834,000 | USD | 8,688,836 | DB | 5/31/2022 | — | (95,586) |
GBP | 1,456,000 | USD | 1,813,021 | SCB | 5/31/2022 | 17,792 | — |
GBP | 10,006,000 | USD | 13,427,201 | DB | 6/15/2022 | — | (844,721) |
HKD | 31,775,000 | USD | 4,051,874 | GSI | 5/31/2022 | — | (262) |
HKD | 61,455,000 | USD | 7,857,113 | BNP | 6/15/2022 | — | (18,403) |
JPY | 579,242,000 | USD | 4,448,045 | JPM | 5/31/2022 | 18,932 | — |
JPY | 762,958,000 | USD | 5,957,164 | MSI | 5/31/2022 | — | (73,412) |
JPY | 265,900,000 | USD | 2,172,242 | BNP | 6/15/2022 | — | (120,448) |
JPY | 2,283,400,000 | USD | 19,893,051 | MSI | 6/15/2022 | — | (2,273,401) |
KRW | 4,370,780,000 | USD | 3,490,341 | MSI | 5/31/2022 | — | (30,838) |
SEK | 19,170,000 | USD | 1,971,348 | BNP | 5/31/2022 | — | (17,782) |
USD | 225,111 | CNY | 1,495,000 | MSI | 6/6/2022 | 604 | — |
USD | 5,755,710 | EUR | 5,386,000 | DB | 5/31/2022 | 67,067 | — |
USD | 3,042,483 | EUR | 2,715,000 | DB | 6/15/2022 | 172,655 | — |
USD | 9,128,089 | EUR | 8,357,000 | MSI | 6/15/2022 | 294,515 | — |
USD | 4,194,056 | HKD | 32,890,000 | GSI | 5/31/2022 | 271 | — |
USD | 2,428,059 | HKD | 18,985,000 | MSI | 6/15/2022 | 6,484 | — |
USD | 3,297,508 | INR | 254,040,000 | MSI | 5/31/2022 | — | (10,792) |
USD | 10,124,313 | JPY | 1,204,200,000 | GSI | 6/15/2022 | 832,213 | — |
USD | 1,130,217 | KRW | 1,358,950,000 | MSI | 6/15/2022 | 54,423 | — |
$1,467,901 | $(4,348,141) |
24 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Options on securities | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Calls | ||||||||
Exchange-traded | VanEck Gold Miners ETF | USD | 42.00 | Jun 2022 | 2,074 | 207,400 | $69,854 | $(70,516) |
$69,854 | $(70,516) | |||||||
Puts | ||||||||
Exchange-traded | iShares MSCI EAFE ETF | USD | 61.00 | May 2022 | 7,842 | 784,200 | $83,759 | $(199,971) |
Exchange-traded | iShares Russell 2000 ETF | USD | 165.00 | Jun 2022 | 4,769 | 476,900 | 1,141,357 | (1,476,005) |
Exchange-traded | Zoetis, Inc. | USD | 180.00 | May 2022 | 65 | 6,500 | 23,834 | (54,275) |
$1,248,950 | $(1,730,251) | |||||||
$1,318,804 | $(1,800,767) |
Options on index | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Puts | ||||||||
BNP | Taiwan Stock Exchange Weighted Index | TWD | 14,513.75 | May 2022 | 429 | 429 | $1,249 | $(163) |
GSI | Nikkei 225 Index | JPY | 22,723.88 | May 2022 | 1,242 | 1,242 | 349 | (123) |
$1,598 | $(286) | |||||||
Exchange-traded | S&P 500 Index | USD | 3,750.00 | May 2022 | 54 | 5,400 | 356,923 | (154,980) |
$358,521 | $(155,266) |
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 | Euro STOXX 50 Index | 1-Month EUR ESTR Compounded OIS - 0.50% | Monthly | EUR | 2,638,140 | May 2023 | GSI | — | $67,099 | $67,099 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 401,869 | May 2023 | GSI | — | 35,757 | 35,757 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.50% | Monthly | USD | 211,787 | May 2023 | GSI | — | 18,842 | 18,842 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 25 |
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 | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.50% | Monthly | USD | 281,524 | May 2023 | GSI | — | $25,046 | $25,046 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.50% | Monthly | USD | 778,055 | May 2023 | GSI | — | 69,220 | 69,220 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.50% | Monthly | USD | 416,339 | May 2023 | GSI | — | 37,040 | 37,040 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.50% | Monthly | USD | 621,194 | May 2023 | GSI | — | 55,265 | 55,265 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,039,389 | May 2023 | GSI | — | 92,481 | 92,481 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 727,801 | May 2023 | GSI | — | 59,647 | 59,647 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.70% | Monthly | USD | 1,202,267 | May 2023 | GSI | — | 113,005 | 113,005 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.70% | Monthly | USD | 364,646 | May 2023 | GSI | — | 34,274 | 34,274 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 559,984 | May 2023 | GSI | — | 52,641 | 52,641 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 242,932 | May 2023 | GSI | — | 22,837 | 22,837 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 985,859 | May 2023 | GSI | — | 92,675 | 92,675 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 352,747 | May 2023 | GSI | — | 33,160 | 33,160 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 466,033 | May 2023 | GSI | — | 43,809 | 43,809 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,608,299 | May 2023 | GSI | — | 245,192 | 245,192 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 338,122 | May 2023 | GSI | — | 31,785 | 31,785 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 884,967 | May 2023 | GSI | — | 83,191 | 83,191 |
26 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,096,902 | May 2023 | GSI | — | $197,118 | $197,118 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.85% | Monthly | USD | 1,882,477 | May 2023 | GSI | — | 176,940 | 176,940 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.85% | Monthly | USD | 1,026,265 | May 2023 | GSI | — | 96,462 | 96,462 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,010,636 | May 2023 | GSI | — | 189,009 | 189,009 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 693,100 | May 2023 | GSI | — | 65,155 | 65,155 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 4,832,616 | May 2023 | GSI | — | 454,288 | 454,288 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,603,589 | May 2023 | GSI | — | 244,749 | 244,749 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,162,297 | May 2023 | GSI | — | 100,057 | 100,057 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 183,469 | May 2023 | GSI | — | 15,794 | 15,794 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 582,320 | May 2023 | GSI | — | 50,129 | 50,129 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,122,090 | May 2023 | GSI | — | 96,596 | 96,596 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 212,844 | May 2023 | GSI | — | 18,323 | 18,323 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 351,129 | May 2023 | GSI | — | 30,227 | 30,227 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 335,807 | May 2023 | GSI | — | 28,908 | 28,908 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 131,551 | May 2023 | GSI | — | 11,325 | 11,325 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 903,195 | May 2023 | GSI | — | 77,752 | 77,752 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 27 |
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 | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 268,373 | May 2023 | GSI | — | $23,103 | $23,103 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,132,142 | May 2023 | GSI | — | 97,461 | 97,461 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 617,062 | May 2023 | GSI | — | 53,120 | 53,120 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,231,879 | May 2023 | GSI | — | 106,047 | 106,047 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 419,149 | May 2023 | GSI | — | 36,083 | 36,083 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 628,089 | May 2023 | GSI | — | 54,069 | 54,069 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,942,436 | May 2023 | GSI | — | 253,302 | 253,302 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,198,903 | May 2023 | GSI | — | 275,380 | 275,380 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.33% | Monthly | USD | 7,946,078 | May 2023 | GSI | — | 559,638 | 559,638 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 707,089 | May 2023 | GSI | — | 49,845 | 49,845 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,362,744 | May 2023 | GSI | — | 166,557 | 166,557 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,038,703 | May 2023 | GSI | — | 214,208 | 214,208 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,304,779 | May 2023 | GSI | — | 91,978 | 91,978 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 695,082 | May 2023 | GSI | — | 48,998 | 48,998 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 860,959 | May 2023 | GSI | — | 60,692 | 60,692 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 643,495 | May 2023 | GSI | — | 45,362 | 45,362 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 519,421 | May 2023 | GSI | — | 36,616 | 36,616 |
Pay | SPDR S&P 500 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 229,664 | May 2023 | GSI | — | 3,476 | 3,476 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 1.05% | Monthly | USD | 442,457 | May 2023 | GSI | — | 27,434 | 27,434 |
28 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 224,048 | May 2023 | GSI | — | — | — |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.60% | Monthly | USD | 982,365 | May 2023 | GSI | — | $84,634 | $84,634 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.15% | Monthly | USD | 4,559,943 | May 2023 | GSI | — | 392,855 | 392,855 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.15% | Monthly | USD | 476,058 | May 2023 | GSI | — | 41,014 | 41,014 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.90% | Monthly | USD | 3,330,176 | May 2023 | GSI | — | 286,906 | 286,906 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.90% | Monthly | USD | 3,303,649 | May 2023 | GSI | — | 284,621 | 284,621 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.50% | Monthly | USD | 5,089,393 | May 2023 | GSI | — | 438,468 | 438,468 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.50% | Monthly | USD | 8,092,655 | May 2023 | GSI | — | 697,210 | 697,210 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.50% | Monthly | USD | 3,729,767 | May 2023 | GSI | — | 321,332 | 321,332 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 545,014 | May 2023 | GSI | — | 46,961 | 46,961 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,067,630 | May 2023 | GSI | — | 91,992 | 91,992 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 8,860,101 | May 2023 | GSI | — | 763,427 | 763,427 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 5,791,605 | May 2023 | GSI | — | 499,032 | 499,032 |
Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 33,196,385 | May 2023 | GSI | — | 4,651 | 4,651 |
Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 24,897,165 | May 2023 | GSI | $(22,283) | 25,771 | 3,488 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 29 |
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 | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 33,611,199 | May 2023 | GSI | — | $4,709 | $4,709 |
Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS | Monthly | JPY | 41,080,299 | May 2023 | GSI | $(36,767) | 42,522 | 5,755 |
Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS - 0.20% | Monthly | JPY | 31,352,838 | May 2023 | GSI | — | 4,393 | 4,393 |
Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS - 0.20% | Monthly | JPY | 22,574,173 | May 2023 | GSI | — | 3,163 | 3,163 |
Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS - 0.20% | Monthly | JPY | 15,333,479 | May 2023 | GSI | (13,724) | 15,872 | 2,148 |
Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS - 0.20% | Monthly | JPY | 17,266,568 | May 2023 | GSI | — | 2,419 | 2,419 |
Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS - 0.20% | Monthly | JPY | 19,053,623 | May 2023 | GSI | — | 2,669 | 2,669 |
Pay | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS - 0.20% | Monthly | JPY | 19,831,156 | May 2023 | GSI | — | 2,778 | 2,778 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,918,134 | May 2023 | GSI | — | 160,201 | 160,201 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 375,123 | May 2023 | GSI | — | 20,594 | 20,594 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,244,770 | May 2023 | GSI | — | 123,234 | 123,234 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,966,736 | May 2023 | GSI | — | 162,869 | 162,869 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,192,615 | May 2023 | GSI | — | 120,371 | 120,371 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,271,277 | May 2023 | GSI | — | 179,588 | 179,588 |
30 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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-Month USD OBFR - 0.28% | Monthly | USD | 5,160,346 | May 2023 | GSI | — | $283,294 | $283,294 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,001,619 | May 2023 | GSI | — | 109,886 | 109,886 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 8,115,997 | May 2023 | GSI | — | 445,555 | 445,555 |
Pay | Consumer Discretionary Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,428,209 | May 2023 | JPM | — | 289,831 | 289,831 |
Pay | Energy Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,022,948 | May 2023 | JPM | — | (30,367) | (30,367) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 228,180 | May 2023 | JPM | — | 11,515 | 11,515 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,212,662 | May 2023 | JPM | — | 61,196 | 61,196 |
Pay | iShares Expanded Tech Sector ETF | 1-Month USD OBFR - 3.96% | Monthly | USD | 1,942,833 | May 2023 | JPM | — | 275,935 | 275,935 |
Pay | iShares MSCI EAFE ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 5,952,990 | May 2023 | JPM | — | 399,853 | 399,853 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 1.08% | Monthly | USD | 792,435 | May 2023 | JPM | — | 92,388 | 92,388 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 1.45% | Monthly | USD | 7,833,335 | May 2023 | JPM | — | 913,268 | 913,268 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.95% | Monthly | USD | 1,083,782 | May 2023 | JPM | — | 126,355 | 126,355 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 374,761 | May 2023 | JPM | — | 41,024 | 41,024 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 552,728 | May 2023 | JPM | — | 60,505 | 60,505 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.86% | Monthly | USD | 118,878 | May 2023 | JPM | — | 13,010 | 13,010 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.95% | Monthly | USD | 18,041,021 | May 2023 | JPM | — | 1,974,334 | 1,974,334 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 31 |
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 | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 0.95% | Monthly | USD | 14,031,616 | May 2023 | JPM | — | $1,535,562 | $1,535,562 |
Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 0.57% | Monthly | USD | 2,388,731 | May 2023 | JPM | — | 260,990 | 260,990 |
Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 0.57% | Monthly | USD | 142,631 | May 2023 | JPM | — | 15,584 | 15,584 |
Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 1.20% | Monthly | USD | 11,732,186 | May 2023 | JPM | $(331,915) | 1,613,747 | 1,281,832 |
Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 999,577 | May 2023 | JPM | — | 68,965 | 68,965 |
Pay | KOSPI 200 Index | 1-Month USD OBFR - 0.35% | Monthly | USD | 43,883 | May 2023 | JPM | (3,656) | 6,209 | 2,553 |
Pay | KOSPI 200 Index | 1-Month USD OBFR - 0.40% | Monthly | USD | 84,253 | May 2023 | JPM | (7,018) | 11,919 | 4,901 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 2.33% | Monthly | USD | 3,450,810 | May 2023 | JPM | — | 718,657 | 718,657 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.63% | Monthly | USD | 1,795,809 | May 2023 | JPM | — | 373,990 | 373,990 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.32% | Monthly | USD | 1,321,819 | May 2023 | JPM | — | 275,279 | 275,279 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.36% | Monthly | USD | 3,706,408 | May 2023 | JPM | — | 771,887 | 771,887 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.36% | Monthly | USD | 2,279,869 | May 2023 | JPM | — | 474,800 | 474,800 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | 525,930 | May 2023 | JPM | (227,518) | 337,047 | 109,529 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | 1,355,762 | May 2023 | JPM | — | 282,347 | 282,347 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | 790,760 | May 2023 | JPM | — | 164,682 | 164,682 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | 4,069,244 | May 2023 | JPM | — | 847,450 | 847,450 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.20% | Monthly | USD | 1,086,922 | May 2023 | JPM | — | 226,360 | 226,360 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.20% | Monthly | USD | 6,437,141 | May 2023 | JPM | — | 1,340,582 | 1,340,582 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.20% | Monthly | USD | 4,209,305 | May 2023 | JPM | — | 876,619 | 876,619 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.20% | Monthly | USD | 414,030 | May 2023 | JPM | — | 86,225 | 86,225 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.32% | Monthly | USD | 2,611,000 | May 2023 | JPM | — | 543,760 | 543,760 |
32 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.07% | Monthly | USD | 2,920,671 | May 2023 | JPM | — | $462,722 | $462,722 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.81% | Monthly | USD | 758,518 | May 2023 | JPM | $(907) | 58,592 | 57,685 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.81% | Monthly | USD | 5,221,410 | May 2023 | JPM | — | 397,086 | 397,086 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.73% | Monthly | USD | 319,256 | May 2023 | JPM | (382) | 24,661 | 24,279 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.11% | Monthly | USD | 3,438,194 | May 2023 | JPM | (4,110) | 265,583 | 261,473 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.46% | Monthly | USD | 1,082,927 | May 2023 | JPM | (1,294) | 83,650 | 82,356 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 206,888 | May 2023 | JPM | — | 14,249 | 14,249 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 510,850 | May 2023 | JPM | — | 35,184 | 35,184 |
Pay | Consumer Discretionary Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 6,189,177 | May 2023 | MSI | — | 555,568 | 555,568 |
Pay | Consumer Discretionary Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 4,232,647 | May 2023 | MSI | — | 379,941 | 379,941 |
Pay | Euro STOXX 50 Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 1,700,857 | May 2023 | MSI | — | 7,305 | 7,305 |
Pay | Euro STOXX 600 Automobiles & Parts Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 403,788 | May 2023 | MSI | — | (279) | (279) |
Pay | Euro STOXX 600 Automobiles & Parts Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 397,568 | May 2023 | MSI | — | (274) | (274) |
Pay | Euro STOXX 600 Automobiles & Parts Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 566,096 | May 2023 | MSI | — | (391) | (391) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 33 |
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 | Euro STOXX 600 Automobiles & Parts Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 141,948 | May 2023 | MSI | — | $(98) | $(98) |
Pay | Euro STOXX 600 Automobiles & Parts Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 818,887 | May 2023 | MSI | — | (565) | (565) |
Pay | Euro STOXX 600 Basic Resources Index | 1-Month EUR ESTR Compounded OIS - 0.50% | Monthly | EUR | 1,864,847 | May 2023 | MSI | — | (121,211) | (121,211) |
Pay | Euro STOXX 600 Chemicals Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 1,653,808 | May 2023 | MSI | — | (31,070) | (31,070) |
Pay | Euro STOXX 600 Chemicals Index | 1-Month EUR ESTR Compounded OIS - 0.40% | Monthly | EUR | 1,707,520 | May 2023 | MSI | — | (32,079) | (32,079) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.65% | Monthly | USD | 409,917 | May 2023 | MSI | — | 28,720 | 28,720 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.65% | Monthly | USD | 212,974 | May 2023 | MSI | — | 14,921 | 14,921 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 573,016 | May 2023 | MSI | — | 40,154 | 40,154 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 576,912 | May 2023 | MSI | — | 40,428 | 40,428 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 356,108 | May 2023 | MSI | — | 24,955 | 24,955 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,160,912 | May 2023 | MSI | — | 81,352 | 81,352 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 146,325 | May 2023 | MSI | — | 10,254 | 10,254 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 126,545 | May 2023 | MSI | — | 8,868 | 8,868 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 335,140 | May 2023 | MSI | — | 23,485 | 23,485 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 225,332 | May 2023 | MSI | — | 15,790 | 15,790 |
34 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 323,339 | May 2023 | MSI | — | $22,658 | $22,658 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 346,830 | May 2023 | MSI | — | 24,304 | 24,304 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,098,530 | May 2023 | MSI | — | 76,980 | 76,980 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 192,156 | May 2023 | MSI | — | 13,482 | 13,482 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 590,123 | May 2023 | MSI | — | 41,353 | 41,353 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 733,739 | May 2023 | MSI | — | 51,417 | 51,417 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 601,739 | May 2023 | MSI | — | 42,167 | 42,167 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 360,412 | May 2023 | MSI | — | 25,256 | 25,256 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 233,311 | May 2023 | MSI | — | 16,349 | 16,349 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 461,129 | May 2023 | MSI | — | 32,314 | 32,314 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 672,470 | May 2023 | MSI | — | 47,124 | 47,124 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 809,518 | May 2023 | MSI | — | 56,728 | 56,728 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,534,004 | May 2023 | MSI | — | 63,166 | 63,166 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,531,462 | May 2023 | MSI | — | 125,952 | 125,952 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,131,295 | May 2023 | MSI | — | 56,287 | 56,287 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 971,287 | May 2023 | MSI | — | 48,326 | 48,326 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 35 |
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 | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,467,980 | May 2023 | MSI | — | $122,794 | $122,794 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 5,067,174 | May 2023 | MSI | — | 252,116 | 252,116 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.54% | Monthly | USD | 3,032,599 | May 2023 | MSI | — | 150,845 | 150,845 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.54% | Monthly | USD | 1,629,004 | May 2023 | MSI | — | 81,028 | 81,028 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 5,743,127 | May 2023 | MSI | — | 285,748 | 285,748 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,466,335 | May 2023 | MSI | — | 122,712 | 122,712 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,882,246 | May 2023 | MSI | — | 93,651 | 93,651 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,088,266 | May 2023 | MSI | — | 153,656 | 153,656 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,621,326 | May 2023 | MSI | — | 80,669 | 80,669 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 978,554 | May 2023 | MSI | — | 48,688 | 48,688 |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD OBFR - 0.83% | Monthly | USD | 444,101 | May 2023 | MSI | — | 6,848 | 6,848 |
Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 407,522 | May 2023 | MSI | — | 18,215 | 18,215 |
Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,231,812 | May 2023 | MSI | — | 99,755 | 99,755 |
Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,147,177 | May 2023 | MSI | — | 51,275 | 51,275 |
Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 4,254,086 | May 2023 | MSI | — | 190,145 | 190,145 |
Pay | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,511,045 | May 2023 | MSI | — | 156,933 | 156,933 |
36 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Industrial Select Sector SPDR Fund | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,026,441 | May 2023 | MSI | — | $135,273 | $135,273 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 55,206 | May 2023 | MSI | — | 4,147 | 4,147 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 119,896 | May 2023 | MSI | — | 9,007 | 9,007 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 189,328 | May 2023 | MSI | — | 14,224 | 14,224 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 227,600 | May 2023 | MSI | — | 17,099 | 17,099 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 7,270,997 | May 2023 | MSI | — | 546,246 | 546,246 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,884,774 | May 2023 | MSI | — | 291,850 | 291,850 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 122,944 | May 2023 | MSI | — | 9,236 | 9,236 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 73,157 | May 2023 | MSI | — | 5,496 | 5,496 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 7,772,936 | May 2023 | MSI | — | 583,955 | 583,955 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.58% | Monthly | USD | 166,635 | May 2023 | MSI | — | 12,519 | 12,519 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 175,103 | May 2023 | MSI | — | 13,155 | 13,155 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 148,008 | May 2023 | MSI | — | 11,119 | 11,119 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 183,909 | May 2023 | MSI | — | 13,816 | 13,816 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 913,447 | May 2023 | MSI | — | 68,624 | 68,624 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD OBFR - 0.28% | Monthly | USD | 92,883 | May 2023 | MSI | — | 2,354 | 2,354 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.16% | Monthly | USD | 1,446,144 | May 2023 | MSI | — | 118,900 | 118,900 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.16% | Monthly | USD | 347,237 | May 2023 | MSI | — | 28,549 | 28,549 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 0.35% | Monthly | USD | 2,753,749 | May 2023 | MSI | — | 226,410 | 226,410 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.10% | Monthly | USD | 3,084,971 | May 2023 | MSI | — | 253,642 | 253,642 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.18% | Monthly | USD | 2,465,105 | May 2023 | MSI | — | 202,678 | 202,678 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 37 |
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 | iShares Biotechnology ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,712,545 | May 2023 | MSI | — | $140,880 | $140,880 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.50% | Monthly | USD | 1,184,953 | May 2023 | MSI | — | 97,425 | 97,425 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.49% | Monthly | USD | 870,635 | May 2023 | MSI | — | 71,583 | 71,583 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.49% | Monthly | USD | 491,623 | May 2023 | MSI | — | 40,421 | 40,421 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.32% | Monthly | USD | 934,058 | May 2023 | MSI | — | 76,797 | 76,797 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 1.32% | Monthly | USD | 997,354 | May 2023 | MSI | — | 82,001 | 82,001 |
Pay | iShares Biotechnology ETF | 1-Month USD OBFR - 2.18% | Monthly | USD | 402,422 | May 2023 | MSI | — | — | — |
Pay | iShares GBP High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS - 2.38% | Monthly | EUR | 2,565,341 | May 2023 | MSI | — | 57,626 | 57,626 |
Pay | iShares GBP High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS - 2.38% | Monthly | EUR | 1,745,251 | May 2023 | MSI | — | 39,204 | 39,204 |
Pay | iShares GBP High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS - 2.63% | Monthly | EUR | 910,558 | May 2023 | MSI | — | 20,454 | 20,454 |
Pay | iShares GBP High Yield Corporate Bond UCITS ETF | 1-Month EUR ESTR Compounded OIS - 2.63% | Monthly | EUR | 1,145,357 | May 2023 | MSI | — | 25,728 | 25,728 |
Pay | iShares iBoxx USD High Yield Corporate Bond ETF | 1-Month USD OBFR - 2.58% | Monthly | USD | 120,485 | May 2023 | MSI | — | 2,376 | 2,376 |
Pay | iShares MSCI EAFE ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,450,619 | May 2023 | MSI | — | 142,699 | 142,699 |
Pay | iShares MSCI EAFE ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 6,772,859 | May 2023 | MSI | — | 280,088 | 280,088 |
Pay | iShares MSCI Eurozone ETF | 1-Month USD OBFR - 1.23% | Monthly | USD | 5,092,982 | May 2023 | MSI | — | 203,573 | 203,573 |
Pay | iShares MSCI Eurozone ETF | 1-Month USD OBFR - 1.38% | Monthly | USD | 131,621 | May 2023 | MSI | — | — | — |
38 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | iShares MSCI South Korea ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 75,136 | May 2023 | MSI | — | $2,235 | $2,235 |
Pay | iShares MSCI South Korea ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,909,628 | May 2023 | MSI | — | 86,558 | 86,558 |
Pay | iShares MSCI USA Momentum Factor ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 4,204,728 | May 2023 | MSI | — | 325,966 | 325,966 |
Pay | iShares MSCI USA Momentum Factor ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,608,627 | May 2023 | MSI | — | 124,707 | 124,707 |
Pay | iShares MSCI USA Momentum Factor ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,420,904 | May 2023 | MSI | — | 187,678 | 187,678 |
Pay | iShares MSCI USA Momentum Factor ETF | 1-Month USD OBFR - 0.68% | Monthly | USD | 2,389,050 | May 2023 | MSI | — | 185,100 | 185,100 |
Pay | iShares MSCI USA Momentum Factor ETF | 1-Month USD OBFR - 0.73% | Monthly | USD | 929,204 | May 2023 | MSI | — | 32,931 | 32,931 |
Pay | iShares Russell 1000 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,280,367 | May 2023 | MSI | — | 134,470 | 134,470 |
Pay | iShares Russell 2000 ETF | 1-Month USD OBFR - 0.68% | Monthly | USD | 2,768,656 | May 2023 | MSI | — | 177,507 | 177,507 |
Pay | iShares Russell 2000 ETF | 1-Month USD OBFR - 0.78% | Monthly | USD | 3,355,785 | May 2023 | MSI | — | 215,149 | 215,149 |
Pay | iShares Russell 2000 ETF | 1-Month USD OBFR - 0.78% | Monthly | USD | 3,470,207 | May 2023 | MSI | — | 222,485 | 222,485 |
Pay | iShares Russell 2000 ETF | 1-Month USD OBFR - 0.93% | Monthly | USD | 708,476 | May 2023 | MSI | — | 45,615 | 45,615 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 2.98% | Monthly | USD | 7,503,395 | May 2023 | MSI | — | 544,699 | 544,699 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,036,488 | May 2023 | MSI | — | 75,242 | 75,242 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 2.18% | Monthly | USD | 735,470 | May 2023 | MSI | — | 53,390 | 53,390 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 2.18% | Monthly | USD | 247,740 | May 2023 | MSI | — | 17,984 | 17,984 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 2.18% | Monthly | USD | 989,264 | May 2023 | MSI | — | 71,814 | 71,814 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD OBFR - 2.18% | Monthly | USD | 321,503 | May 2023 | MSI | — | 1,013 | 1,013 |
Pay | iShares Russell 2000 Value ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 28,355 | May 2023 | MSI | — | 1,569 | 1,569 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 39 |
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 | iShares Russell 2000 Value ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,890 | May 2023 | MSI | — | $105 | $105 |
Pay | iShares Russell 2000 Value ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,151 | May 2023 | MSI | — | 174 | 174 |
Pay | iShares Russell 2000 Value ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,938 | May 2023 | MSI | — | 218 | 218 |
Pay | iShares Russell 3000 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,162,291 | May 2023 | MSI | — | 68,914 | 68,914 |
Pay | iShares Russell 3000 ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,180,052 | May 2023 | MSI | — | 69,967 | 69,967 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 1.48% | Monthly | USD | 133,507 | May 2023 | MSI | — | 8,730 | 8,730 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | 429,244 | May 2023 | MSI | — | 28,068 | 28,068 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | 148,203 | May 2023 | MSI | — | 9,691 | 9,691 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD OBFR - 1.13% | Monthly | USD | 393,811 | May 2023 | MSI | — | 4,140 | 4,140 |
Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 1.05% | Monthly | USD | 759,870 | May 2023 | MSI | — | 40,069 | 40,069 |
Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 1.88% | Monthly | USD | 52,463 | May 2023 | MSI | — | 2,766 | 2,766 |
Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 2.18% | Monthly | USD | 139,620 | May 2023 | MSI | — | 7,362 | 7,362 |
Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 1.88% | Monthly | USD | 341,011 | May 2023 | MSI | — | 17,982 | 17,982 |
Pay | iShares Semiconductor ETF | 1-Month USD OBFR - 2.18% | Monthly | USD | 130,735 | May 2023 | MSI | — | 2,084 | 2,084 |
Pay | MSCI International Taiwan Price Index | 1-Month USD OBFR - 0.30% | Monthly | USD | 42,790 | May 2023 | MSI | — | 1,749 | 1,749 |
Pay | MSCI International Taiwan Price Index | 1-Month USD OBFR - 0.30% | Monthly | USD | 67,306 | May 2023 | MSI | — | 2,751 | 2,751 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.53% | Monthly | USD | 877,444 | May 2023 | MSI | — | 102,451 | 102,451 |
Pay | SPDR S&P Biotech ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | 5,212,004 | May 2023 | MSI | — | 608,556 | 608,556 |
40 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | SPDR S&P Biotech ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,782,968 | May 2023 | MSI | — | $50,252 | $50,252 |
Pay | SPDR S&P Homebuilders ETF | 1-Month USD OBFR - 1.88% | Monthly | USD | 2,334,419 | May 2023 | MSI | — | (14,949) | (14,949) |
Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD OBFR - 1.13% | Monthly | USD | 1,066,085 | May 2023 | MSI | — | 101,236 | 101,236 |
Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD OBFR - 1.13% | Monthly | USD | 4,932,099 | May 2023 | MSI | — | 468,353 | 468,353 |
Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD OBFR - 1.53% | Monthly | USD | 2,771,238 | May 2023 | MSI | — | 263,157 | 263,157 |
Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD OBFR - 1.53% | Monthly | USD | 4,273,515 | May 2023 | MSI | — | 405,814 | 405,814 |
Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD OBFR - 1.53% | Monthly | USD | 2,399,128 | May 2023 | MSI | — | 227,822 | 227,822 |
Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD OBFR - 1.33% | Monthly | USD | 2,708,804 | May 2023 | MSI | — | (27,703) | (27,703) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 2.93% | Monthly | USD | 746,629 | May 2023 | MSI | — | 42,133 | 42,133 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 893,258 | May 2023 | MSI | — | 50,448 | 50,448 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 2.20% | Monthly | USD | 638,298 | May 2023 | MSI | — | 36,020 | 36,020 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 782,433 | May 2023 | MSI | — | 44,189 | 44,189 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 1.09% | Monthly | USD | 468,952 | May 2023 | MSI | — | 26,464 | 26,464 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 1.09% | Monthly | USD | 264,809 | May 2023 | MSI | — | 14,944 | 14,944 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 1.12% | Monthly | USD | 1,024,481 | May 2023 | MSI | — | 57,813 | 57,813 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 1.07% | Monthly | USD | 1,346,890 | May 2023 | MSI | — | 76,007 | 76,007 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 41 |
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 | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 1.82% | Monthly | USD | 1,630,958 | May 2023 | MSI | — | $92,037 | $92,037 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD OBFR - 4.07% | Monthly | USD | 537,277 | May 2023 | MSI | — | 30,319 | 30,319 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 1.07% | Monthly | USD | 728,745 | May 2023 | MSI | — | 34,467 | 34,467 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.76% | Monthly | USD | 1,794,826 | May 2023 | MSI | — | 84,889 | 84,889 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.75% | Monthly | USD | 2,083,416 | May 2023 | MSI | — | 98,538 | 98,538 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.76% | Monthly | USD | 1,937,109 | May 2023 | MSI | — | 91,618 | 91,618 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,555,049 | May 2023 | MSI | — | 73,624 | 73,624 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,862,275 | May 2023 | MSI | — | 183,650 | 183,650 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.82% | Monthly | USD | 4,208,050 | May 2023 | MSI | — | 199,025 | 199,025 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.83% | Monthly | USD | 3,273,606 | May 2023 | MSI | — | 154,829 | 154,829 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 435,806 | May 2023 | MSI | — | 20,612 | 20,612 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.83% | Monthly | USD | 1,423,801 | May 2023 | MSI | — | 67,340 | 67,340 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.83% | Monthly | USD | 1,856,426 | May 2023 | MSI | — | 87,802 | 87,802 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 715,113 | May 2023 | MSI | — | 33,887 | 33,887 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD OBFR - 0.83% | Monthly | USD | 3,997,288 | May 2023 | MSI | — | 189,057 | 189,057 |
Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.28% | Monthly | USD | 1,173,542 | May 2023 | MSI | — | 85,903 | 85,903 |
Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.28% | Monthly | USD | 1,443,234 | May 2023 | MSI | — | 105,644 | 105,644 |
42 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.88% | Monthly | USD | 2,225,165 | May 2023 | MSI | — | $162,881 | $162,881 |
Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.28% | Monthly | USD | 3,517,669 | May 2023 | MSI | — | 257,492 | 257,492 |
Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.58% | Monthly | USD | 1,818,619 | May 2023 | MSI | — | 133,122 | 133,122 |
Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.58% | Monthly | USD | 1,217,518 | May 2023 | MSI | — | 89,122 | 89,122 |
Pay | SPDR S&P Retail ETF | 1-Month USD OBFR - 4.58% | Monthly | USD | 466,016 | May 2023 | MSI | — | 20,153 | 20,153 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,359,926 | May 2023 | MSI | — | 102,879 | 102,879 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,351,688 | May 2023 | MSI | — | 102,520 | 102,520 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,009,881 | May 2023 | MSI | — | 87,619 | 87,619 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 5,361,617 | May 2023 | MSI | — | 233,735 | 233,735 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 584,423 | May 2023 | MSI | — | 25,477 | 25,477 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 868,326 | May 2023 | MSI | — | 37,854 | 37,854 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,871,702 | May 2023 | MSI | — | 168,784 | 168,784 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,172,733 | May 2023 | MSI | — | 94,719 | 94,719 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,107,527 | May 2023 | MSI | — | 91,876 | 91,876 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,310,259 | May 2023 | MSI | — | 57,120 | 57,120 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,238,082 | May 2023 | MSI | — | 141,162 | 141,162 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,631,143 | May 2023 | MSI | — | 114,703 | 114,703 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,555,871 | May 2023 | MSI | — | 67,957 | 67,957 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 43 |
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-Month USD OBFR - 0.28% | Monthly | USD | 3,135,006 | May 2023 | MSI | — | $136,668 | $136,668 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 7,279,891 | May 2023 | MSI | — | 317,361 | 317,361 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 95,118 | May 2023 | MSI | — | 4,147 | 4,147 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 5,952,360 | May 2023 | MSI | — | 259,488 | 259,488 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,945,287 | May 2023 | MSI | — | 171,992 | 171,992 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 5,201,106 | May 2023 | MSI | — | 226,738 | 226,738 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 471,377 | May 2023 | MSI | — | 20,549 | 20,549 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 2,530,034 | May 2023 | MSI | — | 110,295 | 110,295 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 3,077,711 | May 2023 | MSI | — | 134,170 | 134,170 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 1,925,436 | May 2023 | MSI | — | 83,938 | 83,938 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD OBFR - 0.28% | Monthly | USD | 6,048,507 | May 2023 | MSI | — | 263,680 | 263,680 |
Pay | Vanguard FTSE Europe ETF | 1-Month USD OBFR - 0.61% | Monthly | USD | 9,931,300 | May 2023 | MSI | — | 472,996 | 472,996 |
Pay | Vanguard FTSE Europe ETF | 1-Month USD OBFR - 0.63% | Monthly | USD | 5,888,028 | May 2023 | MSI | — | 280,428 | 280,428 |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.40% | Monthly | JPY | 6,658,585 | May 2023 | CITI | — | (2,442) | (2,442) |
Receive | Grifols SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 244,794 | May 2023 | CITI | — | (1,756) | (1,756) |
Receive | Grifols SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 427,599 | May 2023 | CITI | — | (3,066) | (3,066) |
44 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Grifols SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 147,334 | May 2023 | CITI | — | $(1,057) | $(1,057) |
Receive | Meta Platforms, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 233,560 | May 2023 | CITI | — | (17,314) | (17,314) |
Receive | Meta Platforms, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 44,158 | May 2023 | CITI | — | (3,273) | (3,273) |
Receive | Acciona SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 215,576 | May 2023 | GSI | — | (11,904) | (11,904) |
Receive | AerCap Holdings NV | 1-Month USD OBFR + 0.20% | Monthly | USD | 87,579 | May 2023 | GSI | — | (10,332) | (10,332) |
Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 144,248 | May 2023 | GSI | — | (11,046) | (11,046) |
Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 271,936 | May 2023 | GSI | — | (20,824) | (20,824) |
Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 49,419 | May 2023 | GSI | — | (3,784) | (3,784) |
Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 572,462 | May 2023 | GSI | — | (43,838) | (43,838) |
Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 421,358 | May 2023 | GSI | — | (32,267) | (32,267) |
Receive | AIB Group PLC | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 476,283 | May 2023 | GSI | — | 13,234 | 13,234 |
Receive | AIB Group PLC | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 167,626 | May 2023 | GSI | — | 4,658 | 4,658 |
Receive | AIB Group PLC | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 753,551 | May 2023 | GSI | — | 20,938 | 20,938 |
Receive | AIB Group PLC | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 77,250 | May 2023 | GSI | — | 358 | 358 |
Receive | AIB Group PLC | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 408,524 | May 2023 | GSI | — | 1,891 | 1,891 |
Receive | Alcon, Inc. | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 24,480 | May 2023 | GSI | — | (2,318) | (2,318) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 45 |
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 | Alcon, Inc. | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 238,527 | May 2023 | GSI | — | $(22,581) | $(22,581) |
Receive | Alcon, Inc. | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 283,968 | May 2023 | GSI | — | (26,883) | (26,883) |
Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 140,714 | May 2023 | GSI | — | 343 | 343 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 199,021 | May 2023 | GSI | — | (40,932) | (40,932) |
Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 234,077 | May 2023 | GSI | — | (45,200) | (45,200) |
Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 797,710 | May 2023 | GSI | — | (154,035) | (154,035) |
Receive | American Express Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 414,235 | May 2023 | GSI | — | (29,133) | (29,133) |
Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | 20,257 | May 2023 | GSI | — | (1,746) | (1,746) |
Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | 332,965 | May 2023 | GSI | — | (28,690) | (28,690) |
Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | 3,864 | May 2023 | GSI | — | (333) | (333) |
Receive | Anthem, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 122,923 | May 2023 | GSI | — | (6,491) | (6,491) |
Receive | Anthem, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 232,070 | May 2023 | GSI | — | (12,255) | (12,255) |
Receive | Anthem, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 659,121 | May 2023 | GSI | — | (34,806) | (34,806) |
Receive | Anthem, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 784,693 | May 2023 | GSI | — | (41,437) | (41,437) |
Receive | Arvinas, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,678,611 | May 2023 | GSI | — | (285,394) | (285,394) |
Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 694,894 | May 2023 | GSI | — | 11,661 | 11,661 |
46 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Australia & New Zealand Banking Group, Ltd. | 1-Month AUD BBSW + 0.20% | Monthly | AUD | 291,101 | May 2023 | GSI | — | $(7,217) | $(7,217) |
Receive | Australia & New Zealand Banking Group, Ltd. | 1-Month AUD BBSW + 0.20% | Monthly | AUD | 357,695 | May 2023 | GSI | — | (8,868) | (8,868) |
Receive | Banco Santander SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 201,836 | May 2023 | GSI | — | (4,671) | (4,671) |
Receive | Banco Santander SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 949,072 | May 2023 | GSI | — | (121,684) | (121,684) |
Receive | Banco Santander SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 956,466 | May 2023 | GSI | — | (122,632) | (122,632) |
Receive | Banco Santander SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 979,707 | May 2023 | GSI | — | (86,116) | (86,116) |
Receive | Barrick Gold Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,575,954 | May 2023 | GSI | — | (183,702) | (183,702) |
Receive | BAWAG Group AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 631,844 | May 2023 | GSI | — | (16,035) | (16,035) |
Receive | BAWAG Group AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 426,241 | May 2023 | GSI | — | (10,817) | (10,817) |
Receive | Baxter International, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 84,609 | May 2023 | GSI | — | (8,089) | (8,089) |
Receive | Baxter International, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 159,712 | May 2023 | GSI | — | (15,268) | (15,268) |
Receive | Baxter International, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 266,868 | May 2023 | GSI | — | (25,512) | (25,512) |
Receive | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 13,918 | May 2023 | GSI | — | (1,066) | (1,066) |
Receive | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 80,295 | May 2023 | GSI | — | (6,148) | (6,148) |
Receive | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 535,568 | May 2023 | GSI | — | (41,010) | (41,010) |
Receive | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 385,148 | May 2023 | GSI | — | (29,492) | (29,492) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 47 |
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 | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 321,180 | May 2023 | GSI | — | $(24,594) | $(24,594) |
Receive | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 337,507 | May 2023 | GSI | — | (25,844) | (25,844) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,716,889 | May 2023 | GSI | — | (182,119) | (182,119) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 349,953 | May 2023 | GSI | — | (37,121) | (37,121) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 429,835 | May 2023 | GSI | — | (45,595) | (45,595) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 838,568 | May 2023 | GSI | — | (88,951) | (88,951) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 329,700 | May 2023 | GSI | — | (34,973) | (34,973) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,182,991 | May 2023 | GSI | — | (231,560) | (231,560) |
Receive | Brenntag SE | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 478,762 | May 2023 | GSI | — | (9,989) | (9,989) |
Receive | Brenntag SE | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 434,512 | May 2023 | GSI | — | (9,066) | (9,066) |
Receive | Bristol-Myers Squibb Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,654,410 | May 2023 | GSI | — | (22,320) | (22,320) |
Receive | Bristol-Myers Squibb Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 143,277 | May 2023 | GSI | — | (2,744) | (2,744) |
Receive | Bristol-Myers Squibb Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 620,558 | May 2023 | GSI | — | (11,885) | (11,885) |
Receive | Bristol-Myers Squibb Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,731,304 | May 2023 | GSI | — | (33,157) | (33,157) |
Receive | Bristol-Myers Squibb Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,803,638 | May 2023 | GSI | — | (34,543) | (34,543) |
Receive | Charles Schwab Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 137,763 | May 2023 | GSI | — | (18,254) | (18,254) |
Receive | China Three Gorges Renewables Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 806,181 | May 2023 | GSI | — | 2,556 | 2,556 |
Receive | China Three Gorges Renewables Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 24,240 | May 2023 | GSI | — | 77 | 77 |
48 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | China Three Gorges Renewables Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 234,616 | May 2023 | GSI | — | $744 | $744 |
Receive | Constellation Energy Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,027,318 | May 2023 | GSI | — | (192,426) | (192,426) |
Receive | Constellation Energy Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,331,813 | May 2023 | GSI | — | (126,411) | (126,411) |
Receive | CSPC Pharmaceutical Group, Ltd. | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 166,400 | May 2023 | GSI | — | (761) | (761) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 3,249,873 | May 2023 | GSI | — | 3,324 | 3,324 |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 231,618,623 | May 2023 | GSI | — | 236,896 | 236,896 |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 35,047,650 | May 2023 | GSI | — | 35,846 | 35,846 |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 40,956,510 | May 2023 | GSI | — | 41,890 | 41,890 |
Receive | Danaher Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 728,147 | May 2023 | GSI | — | (75,408) | (75,408) |
Receive | Danaher Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 159,256 | May 2023 | GSI | — | (16,493) | (16,493) |
Receive | Danaher Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 300,287 | May 2023 | GSI | — | (31,098) | (31,098) |
Receive | Danaher Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 50,188 | May 2023 | GSI | — | (5,198) | (5,198) |
Receive | Danaher Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 548,143 | May 2023 | GSI | — | (56,766) | (56,766) |
Receive | Danaher Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 277,015 | May 2023 | GSI | — | (28,688) | (28,688) |
Receive | Danaher Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 336,176 | May 2023 | GSI | — | (34,815) | (34,815) |
Receive | DISH Network Corp., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,250,255 | May 2023 | GSI | — | (168,634) | (168,634) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 759,159 | May 2023 | GSI | — | (75,337) | (75,337) |
Receive | East West Bancorp, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 937,718 | May 2023 | GSI | — | (103,252) | (103,252) |
Receive | Eastern Bankshares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 5,015 | May 2023 | GSI | — | (455) | (455) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 49 |
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 | Eastern Bankshares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 133,162 | May 2023 | GSI | — | $(12,089) | $(12,089) |
Receive | Eastern Bankshares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 897,013 | May 2023 | GSI | — | (81,431) | (81,431) |
Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 82,991 | May 2023 | GSI | — | (14,562) | (14,562) |
Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 515,132 | May 2023 | GSI | — | (90,387) | (90,387) |
Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 613,387 | May 2023 | GSI | — | (107,627) | (107,627) |
Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 384,810 | May 2023 | GSI | — | (67,520) | (67,520) |
Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 298,613 | May 2023 | GSI | — | (52,396) | (52,396) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 19,508,324 | May 2023 | GSI | — | 15 | 15 |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 40,117,000 | May 2023 | GSI | — | 30 | 30 |
Receive | Elanco Animal Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 9,855 | May 2023 | GSI | — | (365) | (365) |
Receive | Electricite de France SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 831,098 | May 2023 | GSI | — | (18,182) | (18,182) |
Receive | Electricite de France SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 720,342 | May 2023 | GSI | — | (15,759) | (15,759) |
Receive | Electricite de France SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 238,674 | May 2023 | GSI | — | (5,222) | (5,222) |
Receive | Eli Lilly & Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,407,188 | May 2023 | GSI | — | (4,019) | (4,019) |
Receive | Embecta Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1 | May 2023 | GSI | — | 12,171 | 12,171 |
Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 175,348 | May 2023 | GSI | — | (9,903) | (9,903) |
Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 327,209 | May 2023 | GSI | — | (18,480) | (18,480) |
50 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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-Month USD OBFR + 0.20% | Monthly | USD | 240,702 | May 2023 | GSI | — | $(13,594) | $(13,594) |
Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 197,011 | May 2023 | GSI | — | (11,127) | (11,127) |
Receive | Enel SpA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 2,025,036 | May 2023 | GSI | — | (288) | (288) |
Receive | Equitable Holdings, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 34,077 | May 2023 | GSI | — | (3,665) | (3,665) |
Receive | Equitable Holdings, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 431,044 | May 2023 | GSI | — | (46,363) | (46,363) |
Receive | Erste Group Bank AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 943,866 | May 2023 | GSI | — | (78,504) | (78,504) |
Receive | First Busey Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 105,773 | May 2023 | GSI | — | (10,469) | (10,469) |
Receive | First Busey Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 256,862 | May 2023 | GSI | — | (25,424) | (25,424) |
Receive | First Republic Bank | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,165,437 | May 2023 | GSI | — | (194,394) | (194,394) |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 269,111 | May 2023 | GSI | — | 2,581 | 2,581 |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 658,493 | May 2023 | GSI | — | 6,316 | 6,316 |
Receive | Flowserve Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 464,920 | May 2023 | GSI | — | (53,521) | (53,521) |
Receive | Fluor Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 838,954 | May 2023 | GSI | — | (132,079) | (132,079) |
Receive | Fluor Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 799,128 | May 2023 | GSI | — | (125,809) | (125,809) |
Receive | Fresenius SE & Company KGaA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 3,106,320 | May 2023 | GSI | — | (139,811) | (139,811) |
Receive | Galapagos NV | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 1,152,954 | May 2023 | GSI | — | (76,686) | (76,686) |
Receive | Ganfeng Lithium Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 5,834,650 | May 2023 | GSI | — | (13,502) | (13,502) |
Receive | Genmab A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | 12,995,190 | May 2023 | GSI | — | (92,153) | (92,153) |
Receive | Genpact, Ltd. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,473,469 | May 2023 | GSI | — | (138,896) | (138,896) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 51 |
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 | Genus PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 4,207 | May 2023 | GSI | — | $(296) | $(296) |
Receive | Genus PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 46,040 | May 2023 | GSI | — | (3,238) | (3,238) |
Receive | Genus PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 18,840 | May 2023 | GSI | — | (1,325) | (1,325) |
Receive | Genworth Financial, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 535,829 | May 2023 | GSI | — | (32,626) | (32,626) |
Receive | Genworth Financial, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 574,626 | May 2023 | GSI | — | (34,989) | (34,989) |
Receive | Glaukos Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 330,375 | May 2023 | GSI | — | (75,383) | (75,383) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 799,781 | May 2023 | GSI | — | (36,496) | (36,496) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 4,266,409 | May 2023 | GSI | — | (194,685) | (194,685) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 504,007 | May 2023 | GSI | — | (22,999) | (22,999) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 855,176 | May 2023 | GSI | — | (39,023) | (39,023) |
Receive | Guangzhou Tinci Materials Technology Company, Ltd., Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | 280,599 | May 2023 | GSI | — | — | — |
Receive | HCA Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 18,436 | May 2023 | GSI | — | (4,063) | (4,063) |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 22,952 | May 2023 | GSI | — | (2,076) | (2,076) |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 26,893 | May 2023 | GSI | — | (2,432) | (2,432) |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 39,431 | May 2023 | GSI | — | (3,566) | (3,566) |
52 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 12,150 | May 2023 | GSI | — | $(1,099) | $(1,099) |
Receive | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 173,403 | May 2023 | GSI | — | (13,752) | (13,752) |
Receive | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 87,718 | May 2023 | GSI | — | (6,957) | (6,957) |
Receive | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 169,885 | May 2023 | GSI | — | (13,473) | (13,473) |
Receive | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 23,610 | May 2023 | GSI | — | (1,872) | (1,872) |
Receive | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 273,708 | May 2023 | GSI | — | (21,707) | (21,707) |
Receive | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 325,854 | May 2023 | GSI | — | (25,842) | (25,842) |
Receive | Home BancShares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 693,910 | May 2023 | GSI | — | (50,675) | (50,675) |
Receive | Home BancShares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 445,249 | May 2023 | GSI | — | (32,516) | (32,516) |
Receive | Home BancShares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 108,508 | May 2023 | GSI | — | (7,924) | (7,924) |
Receive | Home BancShares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 235,252 | May 2023 | GSI | — | (17,180) | (17,180) |
Receive | Home BancShares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 696,242 | May 2023 | GSI | — | (50,846) | (50,846) |
Receive | Home BancShares, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 571,276 | May 2023 | GSI | — | (37,506) | (37,506) |
Receive | Humana, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 389,150 | May 2023 | GSI | — | (16,794) | (16,794) |
Receive | Humana, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 342,135 | May 2023 | GSI | — | (14,849) | (14,849) |
Receive | IDEXX Laboratories, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 53,393 | May 2023 | GSI | — | (8,630) | (8,630) |
Receive | IDEXX Laboratories, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 101,138 | May 2023 | GSI | — | (16,346) | (16,346) |
Receive | IDEXX Laboratories, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 18,482 | May 2023 | GSI | — | (2,987) | (2,987) |
Receive | IDEXX Laboratories, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 255,155 | May 2023 | GSI | — | (41,239) | (41,239) |
Receive | Inari Medical, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 384,469 | May 2023 | GSI | — | (53,568) | (53,568) |
Receive | Intact Financial Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 113,581 | May 2023 | GSI | — | (1,570) | (1,570) |
Receive | Intact Financial Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 587,841 | May 2023 | GSI | — | (8,127) | (8,127) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 53 |
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 | Intuit, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 97,354 | May 2023 | GSI | — | $(12,779) | $(12,779) |
Receive | Intuit, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 96,872 | May 2023 | GSI | — | (12,716) | (12,716) |
Receive | Ironwood Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 29,630 | May 2023 | GSI | — | (78) | (78) |
Receive | Japan Steel Works, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 43,877,295 | May 2023 | GSI | — | (3,001) | (3,001) |
Receive | Japan Steel Works, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 28,120,234 | May 2023 | GSI | — | (1,923) | (1,923) |
Receive | Japan Steel Works, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 41,404,660 | May 2023 | GSI | — | (2,832) | (2,832) |
Receive | Japan Steel Works, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 34,299,980 | May 2023 | GSI | — | (2,346) | (2,346) |
Receive | Japan Steel Works, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 23,174,965 | May 2023 | GSI | — | (1,585) | (1,585) |
Receive | Japan Steel Works, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 67,973,510 | May 2023 | GSI | — | (4,649) | (4,649) |
Receive | Japan Steel Works, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 41,860,136 | May 2023 | GSI | — | (13,457) | (13,457) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 68,968 | May 2023 | GSI | — | (7,247) | (7,247) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 1,376 | May 2023 | GSI | — | (145) | (145) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 10,399 | May 2023 | GSI | — | (1,093) | (1,093) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 112,984 | May 2023 | GSI | — | (11,872) | (11,872) |
54 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 134,524 | May 2023 | GSI | — | $(14,135) | $(14,135) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 1,208,102 | May 2023 | GSI | — | (126,939) | (126,939) |
Receive | M&T Bank Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 556,529 | May 2023 | GSI | — | (30,686) | (30,686) |
Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 11,324 | May 2023 | GSI | — | (45) | (45) |
Receive | Meta Platforms, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 76,160 | May 2023 | GSI | — | 9 | 9 |
Receive | Midea Group Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 21,534 | May 2023 | GSI | — | (938) | (938) |
Receive | Midea Group Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 863,135 | May 2023 | GSI | — | (37,613) | (37,613) |
Receive | Mirati Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 94,953 | May 2023 | GSI | — | (18,160) | (18,160) |
Receive | Mirati Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 15,278 | May 2023 | GSI | — | (2,922) | (2,922) |
Receive | Mirati Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 65,237 | May 2023 | GSI | — | (12,477) | (12,477) |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 1,083,386 | May 2023 | GSI | — | (59) | (59) |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 53,898,240 | May 2023 | GSI | — | (2,952) | (2,952) |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 64,739,840 | May 2023 | GSI | — | (3,546) | (3,546) |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 66,985,600 | May 2023 | GSI | — | (3,669) | (3,669) |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 32,060,160 | May 2023 | GSI | — | (1,756) | (1,756) |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 71,786,880 | May 2023 | GSI | — | (3,932) | (3,932) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 55 |
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 | Mizrahi Tefahot Bank, Ltd. | Fixed 0.75% | Monthly | ILS | 3,250,818 | May 2023 | GSI | — | $(6,381) | $(6,381) |
Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 161,254 | May 2023 | GSI | — | (15,834) | (15,834) |
Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 363,864 | May 2023 | GSI | — | (35,729) | (35,729) |
Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 433,370 | May 2023 | GSI | — | (42,554) | (42,554) |
Receive | MVB Financial Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 39,398 | May 2023 | GSI | — | (2,267) | (2,267) |
Receive | Myovant Sciences, Ltd. | 1-Month USD OBFR + 0.20% | Monthly | USD | 39,390 | May 2023 | GSI | — | (3,086) | (3,086) |
Receive | NanoString Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 93,106 | May 2023 | GSI | — | (10,523) | (10,523) |
Receive | NanoString Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 76,191 | May 2023 | GSI | — | (8,612) | (8,612) |
Receive | National Grid PLC, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 223,271 | May 2023 | GSI | — | (9,126) | (9,126) |
Receive | National Grid PLC, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,299,658 | May 2023 | GSI | $(44,549) | (8,575) | (53,124) |
Receive | National Grid PLC, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,031,083 | May 2023 | GSI | — | (42,146) | (42,146) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 26,578,530 | May 2023 | GSI | — | (1,867) | (1,867) |
Receive | Novartis AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 339,136 | May 2023 | GSI | — | (1,610) | (1,610) |
Receive | Novartis AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 81,351 | May 2023 | GSI | — | (386) | (386) |
Receive | Novartis AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 571,444 | May 2023 | GSI | — | (2,713) | (2,713) |
Receive | Nuvei Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 157,707 | May 2023 | GSI | — | (23,152) | (23,152) |
Receive | Nuvei Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 54,120 | May 2023 | GSI | — | (7,945) | (7,945) |
Receive | Ono Pharmaceutical Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 17,813,040 | May 2023 | GSI | — | 6,404 | 6,404 |
Receive | Perella Weinberg Partners | 1-Month USD OBFR + 0.20% | Monthly | USD | 24,809 | May 2023 | GSI | — | (2,122) | (2,122) |
56 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Perella Weinberg Partners | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,205 | May 2023 | GSI | — | $(103) | $(103) |
Receive | Perella Weinberg Partners | 1-Month USD OBFR + 0.20% | Monthly | USD | 160 | May 2023 | GSI | — | (14) | (14) |
Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 312,480 | May 2023 | GSI | — | (4,312) | (4,312) |
Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,545,633 | May 2023 | GSI | — | (21,327) | (21,327) |
Receive | Ping An Insurance Group Company of China, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 23,229,000 | May 2023 | GSI | — | (211,017) | (211,017) |
Receive | Primoris Services Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 671,086 | May 2023 | GSI | — | (87,686) | (87,686) |
Receive | Prudential PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 1,658,776 | May 2023 | GSI | — | (171,671) | (171,671) |
Receive | PTC Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 684,032 | May 2023 | GSI | — | (118,947) | (118,947) |
Receive | PTC Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 180,276 | May 2023 | GSI | — | (31,348) | (31,348) |
Receive | PTC Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 61,574 | May 2023 | GSI | — | (10,707) | (10,707) |
Receive | PTC Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,431,434 | May 2023 | GSI | — | (248,913) | (248,913) |
Receive | Rathbones Group PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 2,444 | May 2023 | GSI | — | 40 | 40 |
Receive | REVOLUTION Medicines, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,450,173 | May 2023 | GSI | — | (223,245) | (223,245) |
Receive | Roche Holding AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 563,696 | May 2023 | GSI | — | (21,041) | (21,041) |
Receive | Roche Holding AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 1,387,530 | May 2023 | GSI | — | (51,793) | (51,793) |
Receive | Rohm Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 63,679,879 | May 2023 | GSI | $(61,622) | 75,693 | 14,071 |
Receive | Rubis SCA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 869,794 | May 2023 | GSI | — | 2,631 | 2,631 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 57 |
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 | S&P Global, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 35,355 | May 2023 | GSI | — | $(1,851) | $(1,851) |
Receive | Sage Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 426,024 | May 2023 | GSI | — | (40,652) | (40,652) |
Receive | Seagen, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 176,985 | May 2023 | GSI | — | (15,865) | (15,865) |
Receive | Serco Group PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 76,638 | May 2023 | GSI | — | 552 | 552 |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 384,067 | May 2023 | GSI | — | (1,973) | (1,973) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 58,427 | May 2023 | GSI | — | (300) | (300) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 67,102 | May 2023 | GSI | — | (345) | (345) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 44,883 | May 2023 | GSI | — | (231) | (231) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 32,436 | May 2023 | GSI | — | (167) | (167) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 32,140 | May 2023 | GSI | — | (165) | (165) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 39,735 | May 2023 | GSI | — | (204) | (204) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 62,773 | May 2023 | GSI | — | (322) | (322) |
58 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 30,633 | May 2023 | GSI | — | $(157) | $(157) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 60,900 | May 2023 | GSI | — | (313) | (313) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 241,006 | May 2023 | GSI | — | (1,238) | (1,238) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 64,715 | May 2023 | GSI | — | (332) | (332) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 107,150 | May 2023 | GSI | — | (550) | (550) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 10,800 | May 2023 | GSI | — | (55) | (55) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 75,969 | May 2023 | GSI | — | (390) | (390) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 91,673 | May 2023 | GSI | — | (471) | (471) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 81,883 | May 2023 | GSI | — | (421) | (421) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 34,840 | May 2023 | GSI | — | (179) | (179) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 59 |
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 | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 69,680 | May 2023 | GSI | — | $(358) | $(358) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 64,419 | May 2023 | GSI | — | (331) | (331) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 34,979 | May 2023 | GSI | — | (180) | (180) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 20,521 | May 2023 | GSI | — | (105) | (105) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 18,883 | May 2023 | GSI | — | (97) | (97) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 20,860 | May 2023 | GSI | — | (107) | (107) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 34,840 | May 2023 | GSI | — | (179) | (179) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 40,353 | May 2023 | GSI | — | (207) | (207) |
Receive | Shenzhen Dynanonic Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 6,768 | May 2023 | GSI | — | (577) | (577) |
Receive | Shenzhen Dynanonic Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 7,278 | May 2023 | GSI | — | (620) | (620) |
Receive | Shenzhen Dynanonic Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 7,278 | May 2023 | GSI | — | (620) | (620) |
60 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Shenzhen XFH Technology Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 15,514 | May 2023 | GSI | — | $(1,930) | $(1,930) |
Receive | Shenzhen XFH Technology Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 614,963 | May 2023 | GSI | — | (76,521) | (76,521) |
Receive | Shenzhen XFH Technology Company, Ltd. | 1-Month USD OBFR + 0.75% | Monthly | USD | 10,860 | May 2023 | GSI | — | (1,351) | (1,351) |
Receive | SK Innovation Company, Ltd. | 1-Month USD OBFR + 0.55% | Monthly | USD | 191,015 | May 2023 | GSI | — | (18,690) | (18,690) |
Receive | SK Innovation Company, Ltd. | 1-Month USD OBFR + 0.55% | Monthly | USD | 0 | May 2023 | GSI | — | 18,939 | 18,939 |
Receive | Smith & Nephew PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 6,683 | May 2023 | GSI | — | 417 | 417 |
Receive | Smith & Nephew PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 1,630,071 | May 2023 | GSI | — | 101,720 | 101,720 |
Receive | Societe Generale SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 542,230 | May 2023 | GSI | — | (27,438) | (27,438) |
Receive | Societe Generale SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 500,185 | May 2023 | GSI | — | (25,311) | (25,311) |
Receive | Societe Generale SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 969,846 | May 2023 | GSI | — | (74,275) | (74,275) |
Receive | Societe Generale SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 972,931 | May 2023 | GSI | — | (40,469) | (40,469) |
Receive | Standard Chartered PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 389,804 | May 2023 | GSI | — | 40,087 | 40,087 |
Receive | Standard Chartered PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 384,463 | May 2023 | GSI | — | 33,434 | 33,434 |
Receive | StepStone Group, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 678,010 | May 2023 | GSI | — | (66,241) | (66,241) |
Receive | Syndax Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 696,690 | May 2023 | GSI | — | (16,321) | (16,321) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 61 |
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 | Syndax Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 348,345 | May 2023 | GSI | — | $(8,160) | $(8,160) |
Receive | Syndax Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 57,674 | May 2023 | GSI | — | (1,351) | (1,351) |
Receive | Syndax Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 290,637 | May 2023 | GSI | — | (6,809) | (6,809) |
Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 576,590 | May 2023 | GSI | — | (58,238) | (58,238) |
Receive | Synovus Financial Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 902,230 | May 2023 | GSI | — | (117,947) | (117,947) |
Receive | Talanx AG | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 573,307 | May 2023 | GSI | — | (21,406) | (21,406) |
Receive | Tecan Group AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 7,185 | May 2023 | GSI | — | (743) | (743) |
Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 89,970 | May 2023 | GSI | — | (15,721) | (15,721) |
Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 230,463 | May 2023 | GSI | — | (40,270) | (40,270) |
Receive | The PNC Financial Services Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,906,755 | May 2023 | GSI | — | (195,197) | (195,197) |
Receive | The PNC Financial Services Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,965,621 | May 2023 | GSI | — | (131,997) | (131,997) |
Receive | The PNC Financial Services Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 975,804 | May 2023 | GSI | — | (65,528) | (65,528) |
Receive | UCB SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 626,396 | May 2023 | GSI | — | (13,349) | (13,349) |
Receive | UCB SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 47,303 | May 2023 | GSI | — | (1,008) | (1,008) |
Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 100,489 | May 2023 | GSI | — | (1,360) | (1,360) |
Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 423,412 | May 2023 | GSI | — | (5,730) | (5,730) |
62 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 948,443 | May 2023 | GSI | — | — | — |
Receive | United Community Banks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 706,887 | May 2023 | GSI | — | $(45,315) | $(45,315) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 246,251 | May 2023 | GSI | — | (16,926) | (16,926) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 702,715 | May 2023 | GSI | — | (48,302) | (48,302) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 942,959 | May 2023 | GSI | — | (64,816) | (64,816) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 738,752 | May 2023 | GSI | — | (50,779) | (50,779) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 453,188 | May 2023 | GSI | — | (31,151) | (31,151) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 436,808 | May 2023 | GSI | — | (30,025) | (30,025) |
Receive | Veracyte, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 27,349 | May 2023 | GSI | — | (3,075) | (3,075) |
Receive | Veracyte, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 51,608 | May 2023 | GSI | — | (5,803) | (5,803) |
Receive | Western Alliance Bancorp | 1-Month USD OBFR + 0.20% | Monthly | USD | 121,515 | May 2023 | GSI | — | (2,868) | (2,868) |
Receive | Western Alliance Bancorp | 1-Month USD OBFR + 0.20% | Monthly | USD | 617,769 | May 2023 | GSI | — | (15,004) | (15,004) |
Receive | Zhejiang HangKe Technology, Inc., Company, Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | 2,864 | May 2023 | GSI | — | (303) | (303) |
Receive | Zhejiang HangKe Technology, Inc., Company, Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | 2,203 | May 2023 | GSI | — | (233) | (233) |
Receive | Zhejiang HangKe Technology, Inc., Company, Class A | 1-Month USD OBFR + 0.75% | Monthly | USD | 2,886 | May 2023 | GSI | — | (305) | (305) |
Receive | Zoetis, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,632,184 | May 2023 | GSI | — | (88,914) | (88,914) |
Receive | Adobe, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 38,062 | May 2023 | JPM | — | (5,212) | (5,212) |
Receive | Advanced Micro Devices, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 817,921 | May 2023 | JPM | — | (163,378) | (163,378) |
Receive | Advanced Micro Devices, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 738,767 | May 2023 | JPM | — | (147,567) | (147,567) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 63 |
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 | AerCap Holdings NV | 1-Month USD OBFR + 0.20% | Monthly | USD | 172,384 | May 2023 | JPM | $(19,691) | $9,751 | $(9,940) |
Receive | AerCap Holdings NV | 1-Month USD OBFR + 0.20% | Monthly | USD | 528,748 | May 2023 | JPM | — | (30,489) | (30,489) |
Receive | Agilent Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,754,634 | May 2023 | JPM | — | (182,051) | (182,051) |
Receive | Airbnb, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 132,517 | May 2023 | JPM | (30,666) | 16,688 | (13,978) |
Receive | Akeso, Inc. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 3,020,763 | May 2023 | JPM | (924) | (62,489) | (63,413) |
Receive | Akeso, Inc. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 107,328 | May 2023 | JPM | (33) | (2,220) | (2,253) |
Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 17,381 | May 2023 | JPM | — | 1,327 | 1,327 |
Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 219,125 | May 2023 | JPM | (26,119) | 42,845 | 16,726 |
Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 39,426 | May 2023 | JPM | — | 3,009 | 3,009 |
Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 160,094 | May 2023 | JPM | — | 12,220 | 12,220 |
Receive | Alibaba Group Holding, Ltd. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 3,005,160 | May 2023 | JPM | — | (42,419) | (42,419) |
Receive | Alibaba Group Holding, Ltd. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 1,105,160 | May 2023 | JPM | — | (15,600) | (15,600) |
Receive | Allfunds Group PLC | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 339,452 | May 2023 | JPM | (38,174) | (38,135) | (76,309) |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,126,406 | May 2023 | JPM | — | (186,916) | (186,916) |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 175,901 | May 2023 | JPM | — | (29,189) | (29,189) |
Receive | Alphabet, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 3,090,190 | May 2023 | JPM | — | (583,136) | (583,136) |
Receive | Alphabet, Inc., Class C | 1-Month USD OBFR + 0.20% | Monthly | USD | 3,808,701 | May 2023 | JPM | — | (705,928) | (705,928) |
Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 4,718,222 | May 2023 | JPM | (765,074) | (380,450) | (1,145,524) |
64 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 305,142 | May 2023 | JPM | — | $(74,085) | $(74,085) |
Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 167,336 | May 2023 | JPM | $(27,134) | (13,493) | (40,627) |
Receive | Amerant Bancorp, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 352,050 | May 2023 | JPM | — | (44,952) | (44,952) |
Receive | American Express Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 654,647 | May 2023 | JPM | — | (36,138) | (36,138) |
Receive | American Express Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,078,101 | May 2023 | JPM | — | (59,513) | (59,513) |
Receive | Aneka Tambang Tbk | 1-Month USD OBFR + 1.20% | Monthly | USD | 5,822 | May 2023 | JPM | — | (234) | (234) |
Receive | Anglo American PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 2,251,758 | May 2023 | JPM | (141,868) | (278,516) | (420,384) |
Receive | Anthem, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,804,908 | May 2023 | JPM | — | 39,559 | 39,559 |
Receive | Ares Management Corp., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 425,048 | May 2023 | JPM | — | (79,328) | (79,328) |
Receive | Ares Management Corp., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,273,760 | May 2023 | JPM | — | (237,727) | (237,727) |
Receive | ASML Holding NV, NYRS | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,493,323 | May 2023 | JPM | — | (191,532) | (191,532) |
Receive | ASML Holding NV, NYRS | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,002,659 | May 2023 | JPM | — | (128,600) | (128,600) |
Receive | ASML Holding NV, NYRS | 1-Month USD OBFR + 0.20% | Monthly | USD | 343,270 | May 2023 | JPM | — | (44,028) | (44,028) |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 9,876,383 | May 2023 | JPM | — | 5,080 | 5,080 |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 34,631,108 | May 2023 | JPM | — | 17,812 | 17,812 |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 54,143,810 | May 2023 | JPM | — | 27,847 | 27,847 |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 4,692,501 | May 2023 | JPM | (2,705) | 5,119 | 2,414 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 65 |
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 | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 465,030 | May 2023 | JPM | $(99,042) | $114,453 | $15,411 |
Receive | Atlassian Corp. PLC, Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,449,223 | May 2023 | JPM | — | (363,123) | (363,123) |
Receive | Atlassian Corp. PLC, Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 471,080 | May 2023 | JPM | — | (118,036) | (118,036) |
Receive | AXA SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 73,236 | May 2023 | JPM | (11,192) | 9,144 | (2,048) |
Receive | Baidu, Inc., Class A | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 4,319,354 | May 2023 | JPM | (9,275) | (58,400) | (67,675) |
Receive | Baidu, Inc., Class A | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 3,923,782 | May 2023 | JPM | — | (61,484) | (61,484) |
Receive | Bank Rakyat Indonesia Persero Tbk PT | 1-Month USD OBFR + 1.20% | Monthly | USD | 292,259 | May 2023 | JPM | (1) | 4,850 | 4,849 |
Receive | Baxter International, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 3,901 | May 2023 | JPM | — | (278) | (278) |
Receive | Baxter International, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 545,374 | May 2023 | JPM | — | (38,905) | (38,905) |
Receive | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 727,818 | May 2023 | JPM | — | (43,849) | (43,849) |
Receive | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 270,039 | May 2023 | JPM | — | (16,269) | (16,269) |
Receive | Becton, Dickinson and Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 765,418 | May 2023 | JPM | — | (46,114) | (46,114) |
Receive | Block, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 514,729 | May 2023 | JPM | (145,459) | 7,509 | (137,950) |
Receive | Blueprint Medicines Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 464,838 | May 2023 | JPM | (86,733) | 29,541 | (57,192) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 455,475 | May 2023 | JPM | — | (23,163) | (23,163) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 196,914 | May 2023 | JPM | — | (10,014) | (10,014) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 945,010 | May 2023 | JPM | (38,354) | (9,704) | (48,058) |
Receive | Brenntag SE | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 727,517 | May 2023 | JPM | (66,947) | 77,415 | 10,468 |
66 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Brenntag SE | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 152,258 | May 2023 | JPM | — | $2,191 | $2,191 |
Receive | Cardlytics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 69,356 | May 2023 | JPM | — | (25,626) | (25,626) |
Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 263,186 | May 2023 | JPM | — | (3,766) | (3,766) |
Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 526,874 | May 2023 | JPM | — | (7,539) | (7,539) |
Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 102,206 | May 2023 | JPM | — | (1,463) | (1,463) |
Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 161,047 | May 2023 | JPM | — | (2,304) | (2,304) |
Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 201,811 | May 2023 | JPM | — | (2,888) | (2,888) |
Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 239,564 | May 2023 | JPM | — | (3,428) | (3,428) |
Receive | Centamin PLC | 1-Month GBP SONIA Compounded OIS + 0.20% | Monthly | GBP | 128,996 | May 2023 | JPM | — | (1,846) | (1,846) |
Receive | Ceridian HCM Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 388,707 | May 2023 | JPM | — | (56,553) | (56,553) |
Receive | Ceridian HCM Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 260,999 | May 2023 | JPM | — | (37,972) | (37,972) |
Receive | CONSOL Energy, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 806,977 | May 2023 | JPM | — | (16,076) | (16,076) |
Receive | Covetrus, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 19,012 | May 2023 | JPM | — | (3,204) | (3,204) |
Receive | Covetrus, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,043,776 | May 2023 | JPM | — | (175,898) | (175,898) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 10,293,009 | May 2023 | JPM | — | 15,411 | 15,411 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 67 |
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 | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 16,935,255 | May 2023 | JPM | — | $25,356 | $25,356 |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 29,651,118 | May 2023 | JPM | — | 44,394 | 44,394 |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 29,651,118 | May 2023 | JPM | — | 44,394 | 44,394 |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 10,988,000 | May 2023 | JPM | $(9,368) | 25,820 | 16,452 |
Receive | Dassault Aviation SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 405,394 | May 2023 | JPM | — | 32,283 | 32,283 |
Receive | Dassault Aviation SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 1,325,332 | May 2023 | JPM | — | 105,543 | 105,543 |
Receive | Dassault Aviation SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 388,681 | May 2023 | JPM | — | 30,953 | 30,953 |
Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 593,165 | May 2023 | JPM | — | (71,453) | (71,453) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 8,320,200 | May 2023 | JPM | (4,628) | 3,005 | (1,623) |
Receive | Elanco Animal Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 476,993 | May 2023 | JPM | (2,570) | (9,897) | (12,467) |
Receive | Eli Lilly & Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,278,766 | May 2023 | JPM | — | (2,018) | (2,018) |
Receive | Eli Lilly & Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 3,199,841 | May 2023 | JPM | — | (5,049) | (5,049) |
Receive | Eli Lilly & Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,316,205 | May 2023 | JPM | — | (2,077) | (2,077) |
Receive | Embecta Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 16,621 | May 2023 | JPM | (1) | 233 | 232 |
Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 31,976 | May 2023 | JPM | (1,252) | 848 | (404) |
Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 226,213 | May 2023 | JPM | — | (2,859) | (2,859) |
68 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | ENEOS Holdings, Inc. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 3,530,254 | May 2023 | JPM | — | $666 | $666 |
Receive | Engie SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 448 | May 2023 | JPM | $(71) | 81 | 10 |
Receive | Engie SA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 13,834 | May 2023 | JPM | (2,197) | 2,509 | 312 |
Receive | Etsy, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 113,283 | May 2023 | JPM | — | (32,247) | (32,247) |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 13,100 | May 2023 | JPM | (3,046) | 2,051 | (995) |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 323,687 | May 2023 | JPM | (75,261) | 50,714 | (24,547) |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,292,722 | May 2023 | JPM | (300,575) | 202,540 | (98,035) |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 14,767 | May 2023 | JPM | — | (1,120) | (1,120) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 242,260 | May 2023 | JPM | — | (4,273) | (4,273) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 80,010 | May 2023 | JPM | (9,609) | 8,198 | (1,411) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 273,762 | May 2023 | JPM | — | (4,828) | (4,828) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 547,245 | May 2023 | JPM | — | (9,652) | (9,652) |
Receive | Goldman Sachs Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 4,170,228 | May 2023 | JPM | — | (187,174) | (187,174) |
Receive | Goldman Sachs Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,092,847 | May 2023 | JPM | — | (94,420) | (94,420) |
Receive | HCA Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,411,233 | May 2023 | JPM | — | (168,835) | (168,835) |
Receive | Health Catalyst, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 441,586 | May 2023 | JPM | (14,995) | (139,938) | (154,933) |
Receive | Health Catalyst, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 30,283 | May 2023 | JPM | — | (10,625) | (10,625) |
Receive | Health Catalyst, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 57,158 | May 2023 | JPM | — | (20,054) | (20,054) |
Receive | Health Catalyst, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 5,790 | May 2023 | JPM | — | (2,031) | (2,031) |
Receive | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 467,436 | May 2023 | JPM | — | (34,290) | (34,290) |
Receive | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 93,425 | May 2023 | JPM | (7,230) | 377 | (6,853) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 69 |
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 | Hologic, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 374,011 | May 2023 | JPM | — | $(27,437) | $(27,437) |
Receive | Hope Education Group Company, Ltd. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 13,085 | May 2023 | JPM | — | (640) | (640) |
Receive | HubSpot, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 130,199 | May 2023 | JPM | — | (26,281) | (26,281) |
Receive | Humana, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,565,801 | May 2023 | JPM | $(94,882) | 106,307 | 11,425 |
Receive | Humana, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 720,233 | May 2023 | JPM | — | 3,207 | 3,207 |
Receive | IDEXX Laboratories, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,200,178 | May 2023 | JPM | — | (252,678) | (252,678) |
Receive | IDEXX Laboratories, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 216,381 | May 2023 | JPM | — | (45,555) | (45,555) |
Receive | Immunocore Holdings PLC, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 254,655 | May 2023 | JPM | — | (18,288) | (18,288) |
Receive | Immunocore Holdings PLC, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 867,694 | May 2023 | JPM | — | (32,224) | (32,224) |
Receive | Insulet Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,313,194 | May 2023 | JPM | — | (154,070) | (154,070) |
Receive | Intact Financial Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 5,071,112 | May 2023 | JPM | — | (177,130) | (177,130) |
Receive | Johnson & Johnson | 1-Month USD OBFR + 0.20% | Monthly | USD | 722,873 | May 2023 | JPM | — | 11,349 | 11,349 |
Receive | Karuna Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 28,572 | May 2023 | JPM | (8,007) | 2,497 | (5,510) |
Receive | KB Financial Group, Inc. | 1-Month USD OBFR + 0.50% | Monthly | USD | 1,911 | May 2023 | JPM | (144) | 47 | (97) |
Receive | KBC Ancora | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 413,968 | May 2023 | JPM | — | (8,583) | (8,583) |
Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | 435,748 | May 2023 | JPM | — | (39,678) | (39,678) |
Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,027,590 | May 2023 | JPM | — | (184,626) | (184,626) |
Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | 36,995 | May 2023 | JPM | — | (3,369) | (3,369) |
Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | 940,202 | May 2023 | JPM | — | (85,612) | (85,612) |
70 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | 285,654 | May 2023 | JPM | — | $(25,994) | $(25,994) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 54,929 | May 2023 | JPM | — | (1,330) | (1,330) |
Receive | Lonza Group AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 572,880 | May 2023 | JPM | — | (93,636) | (93,636) |
Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 179,480 | May 2023 | JPM | — | 209 | 209 |
Receive | Merck & Company, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 5,494,795 | May 2023 | JPM | — | 324,288 | 324,288 |
Receive | Meta Platforms, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 508,425 | May 2023 | JPM | — | (68,971) | (68,971) |
Receive | Meta Platforms, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 338,486 | May 2023 | JPM | — | (45,918) | (45,918) |
Receive | Meta Platforms, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 301,856 | May 2023 | JPM | — | (40,949) | (40,949) |
Receive | Meta Platforms, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 322,258 | May 2023 | JPM | — | (43,716) | (43,716) |
Receive | Meta Platforms, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 181,763 | May 2023 | JPM | — | (24,657) | (24,657) |
Receive | Mizrahi Tefahot Bank, Ltd. | Fixed 0.90% | Monthly | ILS | 2,611,079 | May 2023 | JPM | — | (12,263) | (12,263) |
Receive | Mizrahi Tefahot Bank, Ltd. | Fixed 0.90% | Monthly | ILS | 2,610,828 | May 2023 | JPM | — | (6,080) | (6,080) |
Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 330,936 | May 2023 | JPM | — | (16,034) | (16,034) |
Receive | MongoDB, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 40,901 | May 2023 | JPM | $(3,524) | (4,028) | (7,552) |
Receive | NeoGenomics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 37,436 | May 2023 | JPM | — | (8,163) | (8,163) |
Receive | NeoGenomics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 138,727 | May 2023 | JPM | — | (30,251) | (30,251) |
Receive | NeoGenomics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 71,441 | May 2023 | JPM | — | (15,579) | (15,579) |
Receive | NeoGenomics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 3,467 | May 2023 | JPM | — | (756) | (756) |
Receive | Novartis AG | 1-Month CHF SARON Compounded OIS + 0.20% | Monthly | CHF | 689,472 | May 2023 | JPM | — | 33,515 | 33,515 |
Receive | Ono Pharmaceutical Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 7,200,369 | May 2023 | JPM | — | 4,431 | 4,431 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 71 |
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 | Palo Alto Networks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,376,482 | May 2023 | JPM | $(335,272) | $105,422 | $(229,850) |
Receive | Patterson-UTI Energy, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,540,926 | May 2023 | JPM | — | 111,039 | 111,039 |
Receive | Peabody Energy Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 782,450 | May 2023 | JPM | — | (231,890) | (231,890) |
Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,814,716 | May 2023 | JPM | — | (77,483) | (77,483) |
Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 552,418 | May 2023 | JPM | — | (23,587) | (23,587) |
Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 552,316 | May 2023 | JPM | — | (23,582) | (23,582) |
Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,152,131 | May 2023 | JPM | — | (49,193) | (49,193) |
Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 941,996 | May 2023 | JPM | — | (40,220) | (40,220) |
Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 409,920 | May 2023 | JPM | — | (8,508) | (8,508) |
Receive | Popular, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 192,832 | May 2023 | JPM | — | (5,801) | (5,801) |
Receive | Popular, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 496,427 | May 2023 | JPM | (1,606) | (13,327) | (14,933) |
Receive | Popular, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 928,389 | May 2023 | JPM | — | (27,927) | (27,927) |
Receive | POSCO Holdings, Inc. | 1-Month USD OBFR + 0.50% | Monthly | USD | 1,483,375 | May 2023 | JPM | — | (63,309) | (63,309) |
Receive | Quidel Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 523,562 | May 2023 | JPM | — | (67,633) | (67,633) |
Receive | Quidel Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 6,237 | May 2023 | JPM | (890) | 84 | (806) |
Receive | Quidel Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 171,749 | May 2023 | JPM | (24,521) | 2,335 | (22,186) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 47,864,280 | May 2023 | JPM | (12,028) | 14,676 | 2,648 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 13,431,160 | May 2023 | JPM | — | 743 | 743 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 2,796,990 | May 2023 | JPM | — | 155 | 155 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 13,725,580 | May 2023 | JPM | (3,449) | 4,208 | 759 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 47,569,860 | May 2023 | JPM | (11,954) | 14,586 | 2,632 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 25,102,810 | May 2023 | JPM | (6,308) | 7,697 | 1,389 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 4,864,940 | May 2023 | JPM | — | 269 | 269 |
72 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 5,362,650 | May 2023 | JPM | — | $297 | $297 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 9,940,180 | May 2023 | JPM | $(2,498) | 3,048 | 550 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 12,730,160 | May 2023 | JPM | (3,199) | 3,903 | 704 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 3,967,660 | May 2023 | JPM | — | 220 | 220 |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 14,104,120 | May 2023 | JPM | — | 780 | 780 |
Receive | Rohm Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 39,984,000 | May 2023 | JPM | (42,471) | 31,308 | (11,163) |
Receive | Sempra Energy | 1-Month USD OBFR + 0.20% | Monthly | USD | 4,786 | May 2023 | JPM | — | 10,543 | 10,543 |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 102,745 | May 2023 | JPM | — | (443) | (443) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 48,397 | May 2023 | JPM | — | (209) | (209) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 71,146 | May 2023 | JPM | — | (307) | (307) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 57,808 | May 2023 | JPM | — | (249) | (249) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 68,724 | May 2023 | JPM | — | (297) | (297) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 73,560 | May 2023 | JPM | — | (317) | (317) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 242,209 | May 2023 | JPM | — | (1,045) | (1,045) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 73 |
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 | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 304,549 | May 2023 | JPM | — | $(1,314) | $(1,314) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 77,677 | May 2023 | JPM | — | (371) | (371) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 180,335 | May 2023 | JPM | — | (778) | (778) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 67,868 | May 2023 | JPM | $(21) | (272) | (293) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 72,556 | May 2023 | JPM | (22) | (291) | (313) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 216,856 | May 2023 | JPM | — | (936) | (936) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 46,909 | May 2023 | JPM | — | (202) | (202) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 69,892 | May 2023 | JPM | — | (302) | (302) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 64,477 | May 2023 | JPM | — | (278) | (278) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 41,088 | May 2023 | JPM | — | (177) | (177) |
74 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 90,159 | May 2023 | JPM | $(28) | $(361) | $(389) |
Receive | Snap, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 535,815 | May 2023 | JPM | — | (52,297) | (52,297) |
Receive | Stryker Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 506,928 | May 2023 | JPM | (28,490) | (21,803) | (50,293) |
Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 227,168 | May 2023 | JPM | — | (23,545) | (23,545) |
Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 12,227 | May 2023 | JPM | (1,001) | (266) | (1,267) |
Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 387,767 | May 2023 | JPM | — | (64,579) | (64,579) |
Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 905,360 | May 2023 | JPM | — | (150,780) | (150,780) |
Receive | Thermo Fisher Scientific, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,096,694 | May 2023 | JPM | (92,968) | 34,329 | (58,639) |
Receive | Thermo Fisher Scientific, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 729,766 | May 2023 | JPM | — | (39,047) | (39,047) |
Receive | Thermo Fisher Scientific, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,268,472 | May 2023 | JPM | — | (67,872) | (67,872) |
Receive | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 98,171,506 | May 2023 | JPM | — | 11,925 | 11,925 |
Receive | TOPIX Banks Index | 1-Month JPY TONAR Compounded OIS + 0.20% | Monthly | JPY | 230,577,835 | May 2023 | JPM | (131,866) | 159,893 | 28,027 |
Receive | Trupanion, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 113,150 | May 2023 | JPM | (753) | (34,756) | (35,509) |
Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 120,502 | May 2023 | JPM | — | (4,389) | (4,389) |
Receive | UniCredit SpA | 1-Month EUR ESTR Compounded OIS + 0.20% | Monthly | EUR | 947,851 | May 2023 | JPM | (13,365) | (21,162) | (34,527) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 3,530,088 | May 2023 | JPM | (210,608) | 146,588 | (64,020) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,351,354 | May 2023 | JPM | (80,623) | 56,116 | (24,507) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 555,556 | May 2023 | JPM | — | (10,075) | (10,075) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,664,598 | May 2023 | JPM | — | (30,188) | (30,188) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 75 |
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 | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 363,468 | May 2023 | JPM | — | $(6,592) | $(6,592) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,874,291 | May 2023 | JPM | — | (33,991) | (33,991) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 698,458 | May 2023 | JPM | $(41,671) | 29,004 | (12,667) |
Receive | Waters Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,516,673 | May 2023 | JPM | — | (12,100) | (12,100) |
Receive | Abcam PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 13,319 | May 2023 | MSI | — | (1,841) | (1,841) |
Receive | Abcam PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 206,694 | May 2023 | MSI | — | (28,572) | (28,572) |
Receive | Abcam PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 212,737 | May 2023 | MSI | — | (29,407) | (29,407) |
Receive | Acciona SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 1,738,239 | May 2023 | MSI | — | (102,174) | (102,174) |
Receive | Adobe, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 49,355 | May 2023 | MSI | — | (3,432) | (3,432) |
Receive | Advanced Micro Devices, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 27,416 | May 2023 | MSI | — | (2,448) | (2,448) |
Receive | Advanced Micro Devices, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 283,360 | May 2023 | MSI | — | (25,306) | (25,306) |
Receive | Advanced Micro Devices, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 61,780 | May 2023 | MSI | — | (5,517) | (5,517) |
Receive | AerCap Holdings NV | 1-Month USD OBFR + 0.50% | Monthly | USD | 1,448,456 | May 2023 | MSI | — | (102,403) | (102,403) |
Receive | Airbnb, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 741,687 | May 2023 | MSI | — | (56,190) | (56,190) |
Receive | Airbnb, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 499,209 | May 2023 | MSI | — | (37,820) | (37,820) |
Receive | Airbnb, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 422,471 | May 2023 | MSI | — | (32,006) | (32,006) |
Receive | Airbnb, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 265,847 | May 2023 | MSI | — | (20,140) | (20,140) |
Receive | Airbnb, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 75,909 | May 2023 | MSI | — | (5,751) | (5,751) |
Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 164,674 | May 2023 | MSI | — | 3,432 | 3,432 |
76 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 206,070 | May 2023 | MSI | — | $4,294 | $4,294 |
Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 204,528 | May 2023 | MSI | — | 4,262 | 4,262 |
Receive | ALD SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 197,867 | May 2023 | MSI | — | 4,123 | 4,123 |
Receive | Align Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 849,507 | May 2023 | MSI | — | (242,860) | (242,860) |
Receive | Allfunds Group PLC | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 320,145 | May 2023 | MSI | — | (40,019) | (40,019) |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.25% | Monthly | USD | 44,810 | May 2023 | MSI | — | (6,657) | (6,657) |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.25% | Monthly | USD | 676,858 | May 2023 | MSI | — | (100,558) | (100,558) |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 736,396 | May 2023 | MSI | — | (109,392) | (109,392) |
Receive | Alphabet, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 334,512 | May 2023 | MSI | — | (35,599) | (35,599) |
Receive | Alphabet, Inc., Class C | 1-Month USD OBFR + 0.20% | Monthly | USD | 51,184 | May 2023 | MSI | — | (5,206) | (5,206) |
Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 201,676 | May 2023 | MSI | — | (37,713) | (37,713) |
Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 253,623 | May 2023 | MSI | — | (47,356) | (47,356) |
Receive | Amazon.com, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 165,008 | May 2023 | MSI | — | (30,810) | (30,810) |
Receive | Amedisys, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 763,558 | May 2023 | MSI | — | (118,408) | (118,408) |
Receive | Amedisys, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 861,287 | May 2023 | MSI | — | (133,564) | (133,564) |
Receive | American Express Company | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,179,565 | May 2023 | MSI | — | (59,332) | (59,332) |
Receive | Amicus Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 239,002 | May 2023 | MSI | — | (25,656) | (25,656) |
Receive | Amicus Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 497,766 | May 2023 | MSI | — | (53,434) | (53,434) |
Receive | Aneka Tambang Tbk | 1-Month USD OBFR + 0.75% | Monthly | USD | 25,417 | May 2023 | MSI | — | (2,943) | (2,943) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 77 |
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 | Aneka Tambang Tbk | 1-Month USD OBFR + 0.75% | Monthly | USD | 6,890 | May 2023 | MSI | — | $(798) | $(798) |
Receive | Anthem, Inc. | 1-Month USD OBFR + 0.50% | Monthly | USD | 56,937 | May 2023 | MSI | — | (1,237) | (1,237) |
Receive | Anthem, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,196,712 | May 2023 | MSI | — | (25,900) | (25,900) |
Receive | Anthem, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 54,886 | May 2023 | MSI | — | (1,188) | (1,188) |
Receive | Arch Capital Group, Ltd. | 1-Month USD OBFR + 0.20% | Monthly | USD | 4,352,550 | May 2023 | MSI | — | (266,462) | (266,462) |
Receive | Arch Capital Group, Ltd. | 1-Month USD OBFR + 0.20% | Monthly | USD | 711,360 | May 2023 | MSI | — | (43,549) | (43,549) |
Receive | Ares Management Corp., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 208,619 | May 2023 | MSI | — | (28,468) | (28,468) |
Receive | Ares Management Corp., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 499,505 | May 2023 | MSI | — | (68,161) | (68,161) |
Receive | Aris Water Solution, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 466,894 | May 2023 | MSI | — | (46,043) | (46,043) |
Receive | Aris Water Solution, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 345,097 | May 2023 | MSI | — | (34,032) | (34,032) |
Receive | Arista Networks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,360,688 | May 2023 | MSI | — | (114,829) | (114,829) |
Receive | Arista Networks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 676,306 | May 2023 | MSI | — | (57,074) | (57,074) |
Receive | Arista Networks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,254,807 | May 2023 | MSI | — | (105,893) | (105,893) |
Receive | ASML Holding NV, NYRS | 1-Month USD OBFR + 0.20% | Monthly | USD | 349,420 | May 2023 | MSI | — | (24,180) | (24,180) |
Receive | ASML Holding NV, NYRS | 1-Month USD OBFR + 0.20% | Monthly | USD | 72,064 | May 2023 | MSI | — | (4,987) | (4,987) |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 3,668,324 | May 2023 | MSI | $(4,148) | 3,168 | (980) |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 1,755,407 | May 2023 | MSI | — | (469) | (469) |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 2,551,247 | May 2023 | MSI | — | (681) | (681) |
78 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 2,072,499 | May 2023 | MSI | $(2,343) | $1,789 | $(554) |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 897,393 | May 2023 | MSI | — | (240) | (240) |
Receive | Astellas Pharma, Inc. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 5,075,553 | May 2023 | MSI | — | (1,355) | (1,355) |
Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.50% | Monthly | GBP | 661,500 | May 2023 | MSI | — | 8,602 | 8,602 |
Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.50% | Monthly | GBP | 143,535 | May 2023 | MSI | — | 1,866 | 1,866 |
Receive | AstraZeneca PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 357,000 | May 2023 | MSI | — | 4,667 | 4,667 |
Receive | Atlassian Corp. PLC, Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 597,790 | May 2023 | MSI | — | (79,202) | (79,202) |
Receive | Atlassian Corp. PLC, Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 39,645 | May 2023 | MSI | — | (5,253) | (5,253) |
Receive | Atlassian Corp. PLC, Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 890,064 | May 2023 | MSI | — | — | — |
Receive | Australia & New Zealand Banking Group, Ltd. | 1-Month AUD BBSW + 0.40% | Monthly | AUD | 483,905 | May 2023 | MSI | — | (10,115) | (10,115) |
Receive | Australia & New Zealand Banking Group, Ltd. | 1-Month AUD BBSW + 0.40% | Monthly | AUD | 1,167,581 | May 2023 | MSI | — | (24,406) | (24,406) |
Receive | AXA SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 24,383 | May 2023 | MSI | — | (1,464) | (1,464) |
Receive | AXA SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 494,680 | May 2023 | MSI | — | (29,694) | (29,694) |
Receive | Banco Bradesco SA, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,183,471 | May 2023 | MSI | 185,203 | (662,137) | (476,934) |
Receive | Banco Bradesco SA, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,189,174 | May 2023 | MSI | 191,869 | (671,841) | (479,972) |
Receive | Banco Bradesco SA, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 0 | May 2023 | MSI | — | 170,953 | 170,953 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 79 |
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 | Banco Bradesco SA, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 0 | May 2023 | MSI | — | $170,507 | $170,507 |
Receive | Banco do Brasil SA | 1-Month USD OBFR + 0.55% | Monthly | USD | 228,003 | May 2023 | MSI | $(15,442) | (16,417) | (31,859) |
Receive | Banco do Brasil SA | 1-Month USD OBFR + 0.55% | Monthly | USD | 696,440 | May 2023 | MSI | (25,633) | (71,682) | (97,315) |
Receive | Banco do Brasil SA | 1-Month USD OBFR + 0.55% | Monthly | USD | 215,572 | May 2023 | MSI | — | (30,122) | (30,122) |
Receive | Bank Rakyat Indonesia Persero Tbk PT | 1-Month USD OBFR + 0.75% | Monthly | USD | 65,757 | May 2023 | MSI | — | 3,337 | 3,337 |
Receive | Bank Rakyat Indonesia Persero Tbk PT | 1-Month USD OBFR + 0.75% | Monthly | USD | 1,250,404 | May 2023 | MSI | — | 63,461 | 63,461 |
Receive | Bank Rakyat Indonesia Persero Tbk PT | 1-Month USD OBFR + 0.75% | Monthly | USD | 330,088 | May 2023 | MSI | (7,560) | 24,313 | 16,753 |
Receive | BAWAG Group AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 913,862 | May 2023 | MSI | — | (1,059) | (1,059) |
Receive | Baxter International, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 18,443 | May 2023 | MSI | — | (965) | (965) |
Receive | Bayer AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 3,043,630 | May 2023 | MSI | — | (192,404) | (192,404) |
Receive | Bio-Techne Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 13,186 | May 2023 | MSI | — | (1,038) | (1,038) |
Receive | Block, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 442,282 | May 2023 | MSI | — | — | — |
Receive | Bloomberry Resorts Corp. | 1-Month USD OBFR + 0.75% | Monthly | USD | 15,397 | May 2023 | MSI | — | (341) | (341) |
Receive | Blueprint Medicines Corp. | 1-Month USD OBFR + 0.50% | Monthly | USD | 198,262 | May 2023 | MSI | — | (20,169) | (20,169) |
Receive | Blueprint Medicines Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 24,353 | May 2023 | MSI | — | (2,475) | (2,475) |
Receive | Blueprint Medicines Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 19,482 | May 2023 | MSI | — | (1,980) | (1,980) |
Receive | Blueprint Medicines Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 101,241 | May 2023 | MSI | — | (10,290) | (10,290) |
Receive | Boston Scientific Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 61,936 | May 2023 | MSI | — | (2,318) | (2,318) |
Receive | British American Tobacco PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 4,787,828 | May 2023 | MSI | — | 201,484 | 201,484 |
80 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Bumble, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 53,069 | May 2023 | MSI | — | $(895) | $(895) |
Receive | Bumble, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 253,185 | May 2023 | MSI | — | 4,065 | 4,065 |
Receive | Bumble, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 215,748 | May 2023 | MSI | — | (3,761) | (3,761) |
Receive | Caesars Entertainment, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,676,227 | May 2023 | MSI | — | (51,507) | (51,507) |
Receive | Cano Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 298,291 | May 2023 | MSI | — | 34,492 | 34,492 |
Receive | Cardlytics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 81,414 | May 2023 | MSI | — | (21,529) | (21,529) |
Receive | Cardlytics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 26,813 | May 2023 | MSI | — | (7,091) | (7,091) |
Receive | Celldex Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 219,420 | May 2023 | MSI | — | (17,305) | (17,305) |
Receive | Celldex Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 116,425 | May 2023 | MSI | — | (9,182) | (9,182) |
Receive | Celldex Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 66,950 | May 2023 | MSI | — | (5,280) | (5,280) |
Receive | Celldex Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 602,650 | May 2023 | MSI | — | (47,530) | (47,530) |
Receive | Ceridian HCM Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 302,428 | May 2023 | MSI | — | (17,560) | (17,560) |
Receive | Ceridian HCM Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 120,054 | May 2023 | MSI | — | (6,971) | (6,971) |
Receive | Ceridian HCM Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 120,173 | May 2023 | MSI | — | (6,978) | (6,978) |
Receive | Ceridian HCM Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 186,068 | May 2023 | MSI | — | (10,804) | (10,804) |
Receive | Ceridian HCM Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 42,481 | May 2023 | MSI | — | (2,467) | (2,467) |
Receive | China Gas Holdings, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 4,024,962 | May 2023 | MSI | — | 12,848 | 12,848 |
Receive | Cia de Saneamento Basico do Estado de Sao Paulo, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,914,070 | May 2023 | MSI | — | (271,882) | (271,882) |
Receive | Discovery, Ltd. | 1-Month ZAR JIBAR + 0.80% | Monthly | ZAR | 2 | May 2023 | MSI | — | 151,917 | 151,917 |
Receive | Discovery, Ltd. | 1-Month ZAR JIBAR + 0.80% | Monthly | ZAR | 1 | May 2023 | MSI | — | 139,483 | 139,483 |
Receive | Discovery, Ltd. | 1-Month ZAR JIBAR + 0.80% | Monthly | ZAR | 1 | May 2023 | MSI | — | 86,117 | 86,117 |
Receive | Discovery, Ltd. | 1-Month ZAR JIBAR + 0.80% | Monthly | ZAR | 2 | May 2023 | MSI | — | 183,996 | 183,996 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 81 |
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 | Discovery, Ltd. | 1-Month ZAR JIBAR + 0.80% | Monthly | ZAR | 1 | May 2023 | MSI | — | $129,180 | $129,180 |
Receive | DISH Network Corp., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 77,833 | May 2023 | MSI | — | (10,562) | (10,562) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 291,570 | May 2023 | MSI | — | (18,955) | (18,955) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 515,088 | May 2023 | MSI | — | (33,483) | (33,483) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 755,917 | May 2023 | MSI | — | (49,139) | (49,139) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 156,327 | May 2023 | MSI | — | (10,162) | (10,162) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 156,286 | May 2023 | MSI | — | (10,159) | (10,159) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 178,150 | May 2023 | MSI | — | (11,581) | (11,581) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 190,415 | May 2023 | MSI | — | (12,378) | (12,378) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,371,873 | May 2023 | MSI | — | (89,179) | (89,179) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 138,237 | May 2023 | MSI | — | (8,986) | (8,986) |
Receive | Dynatrace, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 964,626 | May 2023 | MSI | — | (62,706) | (62,706) |
Receive | Edwards Lifesciences Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 41,271 | May 2023 | MSI | — | (4,678) | (4,678) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 15,418,368 | May 2023 | MSI | — | (100) | (100) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 4,674,840 | May 2023 | MSI | — | (30) | (30) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 1,187,352 | May 2023 | MSI | — | (8) | (8) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 4,032,408 | May 2023 | MSI | — | (26) | (26) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 2,988,456 | May 2023 | MSI | — | (19) | (19) |
82 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 1,772,424 | May 2023 | MSI | — | $(11) | $(11) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 2,391,912 | May 2023 | MSI | — | (15) | (15) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 2,793,432 | May 2023 | MSI | — | (18) | (18) |
Receive | Eisai Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 2,391,912 | May 2023 | MSI | — | (15) | (15) |
Receive | Encompass Health Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 777,798 | May 2023 | MSI | — | (28,225) | (28,225) |
Receive | Endeavour Mining PLC | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 2,390,090 | May 2023 | MSI | — | (148,484) | (148,484) |
Receive | Endeavour Mining PLC | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 721,077 | May 2023 | MSI | — | (44,797) | (44,797) |
Receive | Etsy, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 474,137 | May 2023 | MSI | — | (74,241) | (74,241) |
Receive | Etsy, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 152,117 | May 2023 | MSI | — | (23,819) | (23,819) |
Receive | Etsy, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 185,700 | May 2023 | MSI | — | (29,077) | (29,077) |
Receive | Fidelity National Financial, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,077,421 | May 2023 | MSI | — | (55,851) | (55,851) |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 350,844 | May 2023 | MSI | — | 3,843 | 3,843 |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 472,583 | May 2023 | MSI | — | 5,176 | 5,176 |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,067,775 | May 2023 | MSI | — | 11,696 | 11,696 |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 186,093 | May 2023 | MSI | — | 2,038 | 2,038 |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 552,617 | May 2023 | MSI | — | 6,053 | 6,053 |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,292,198 | May 2023 | MSI | — | 14,154 | 14,154 |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,463,590 | May 2023 | MSI | — | 16,031 | 16,031 |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 389,608 | May 2023 | MSI | — | 4,267 | 4,267 |
Receive | Five9, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 132,955 | May 2023 | MSI | — | 1,456 | 1,456 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 83 |
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 | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 220,669 | May 2023 | MSI | — | $(5,368) | $(5,368) |
Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 415,768 | May 2023 | MSI | — | (10,115) | (10,115) |
Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 314,767 | May 2023 | MSI | — | (7,658) | (7,658) |
Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 472,022 | May 2023 | MSI | — | (11,483) | (11,483) |
Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 671,468 | May 2023 | MSI | — | (16,335) | (16,335) |
Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 68,783 | May 2023 | MSI | — | (1,673) | (1,673) |
Receive | FleetCor Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,708,076 | May 2023 | MSI | — | (41,554) | (41,554) |
Receive | Flowserve Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 676,404 | May 2023 | MSI | — | (79,152) | (79,152) |
Receive | Ganfeng Lithium Company, Ltd., Class A | 1-Month USD OBFR + 0.70% | Monthly | USD | 10,745 | May 2023 | MSI | $2 | (800) | (798) |
Receive | Genus PLC | 1-Month GBP SONIA Compounded OIS + 0.50% | Monthly | GBP | 331,250 | May 2023 | MSI | — | (23,933) | (23,933) |
Receive | Global Blood Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,699,401 | May 2023 | MSI | — | (166,114) | (166,114) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 343,094 | May 2023 | MSI | — | (7,958) | (7,958) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 476,854 | May 2023 | MSI | — | (11,061) | (11,061) |
Receive | Global Payments, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 134,181 | May 2023 | MSI | — | (3,112) | (3,112) |
Receive | Grifols SA | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 82,365 | May 2023 | MSI | — | (887) | (887) |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 152,308 | May 2023 | MSI | — | (17,117) | (17,117) |
Receive | Horizon Therapeutics PLC | 1-Month USD OBFR + 0.20% | Monthly | USD | 5,500,318 | May 2023 | MSI | — | (800,669) | (800,669) |
Receive | HubSpot, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 214,513 | May 2023 | MSI | — | (26,729) | (26,729) |
Receive | HubSpot, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 84,072 | May 2023 | MSI | — | (10,476) | (10,476) |
Receive | Humana, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 45,397 | May 2023 | MSI | — | (869) | (869) |
84 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Hypera SA | 1-Month USD OBFR + 0.55% | Monthly | USD | 107,342 | May 2023 | MSI | — | $(6,725) | $(6,725) |
Receive | Hypera SA | 1-Month USD OBFR + 0.55% | Monthly | USD | 141,920 | May 2023 | MSI | $(36,368) | 26,382 | (9,986) |
Receive | Hypera SA | 1-Month USD OBFR + 0.55% | Monthly | USD | 245,085 | May 2023 | MSI | — | (17,244) | (17,244) |
Receive | Hypera SA | 1-Month USD OBFR + 0.55% | Monthly | USD | 642,544 | May 2023 | MSI | — | (45,210) | (45,210) |
Receive | Hypera SA | 1-Month USD OBFR + 0.55% | Monthly | USD | 309,379 | May 2023 | MSI | — | (21,768) | (21,768) |
Receive | Illumina, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,085,803 | May 2023 | MSI | — | (126,906) | (126,906) |
Receive | Immunocore Holdings PLC, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 426,110 | May 2023 | MSI | — | (24,227) | (24,227) |
Receive | Immunocore Holdings PLC, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 108,204 | May 2023 | MSI | — | (6,152) | (6,152) |
Receive | Inari Medical, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 685,704 | May 2023 | MSI | — | (49,251) | (49,251) |
Receive | Insulet Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,191,452 | May 2023 | MSI | — | (83,684) | (83,684) |
Receive | Intuit, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 104,127 | May 2023 | MSI | — | (11,181) | (11,181) |
Receive | Intuit, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 46,435 | May 2023 | MSI | — | (4,986) | (4,986) |
Receive | Jamf Holding Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,019,416 | May 2023 | MSI | — | (53,782) | (53,782) |
Receive | Jamf Holding Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 605,109 | May 2023 | MSI | — | (31,924) | (31,924) |
Receive | Jamf Holding Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 479,815 | May 2023 | MSI | — | (25,314) | (25,314) |
Receive | Johnson & Johnson | 1-Month USD OBFR + 0.20% | Monthly | USD | 9,949 | May 2023 | MSI | — | 155 | 155 |
Receive | Johnson & Johnson | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,444,553 | May 2023 | MSI | — | 22,537 | 22,537 |
Receive | KLA Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 39,344 | May 2023 | MSI | — | (1,039) | (1,039) |
Receive | KLA Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 40,000 | May 2023 | MSI | — | (1,057) | (1,057) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 6,849 | May 2023 | MSI | — | (692) | (692) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 68,488 | May 2023 | MSI | — | (6,923) | (6,923) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 85 |
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 | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 62,132 | May 2023 | MSI | — | $(6,281) | $(6,281) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 33,751 | May 2023 | MSI | — | (3,412) | (3,412) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 54,790 | May 2023 | MSI | — | (5,538) | (5,538) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 82,185 | May 2023 | MSI | — | (8,308) | (8,308) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 109,580 | May 2023 | MSI | — | (11,077) | (11,077) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 27,395 | May 2023 | MSI | — | (2,769) | (2,769) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 54,790 | May 2023 | MSI | — | (5,538) | (5,538) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.50% | Monthly | EUR | 191,765 | May 2023 | MSI | — | (19,385) | (19,385) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 36,408 | May 2023 | MSI | — | (3,680) | (3,680) |
Receive | Koninklijke Philips NV | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 19,122 | May 2023 | MSI | — | (1,933) | (1,933) |
Receive | Korea Electric Power Corp. | 1-Month USD OBFR + 0.55% | Monthly | USD | 310,080 | May 2023 | MSI | — | 8,449 | 8,449 |
Receive | Korea Electric Power Corp. | 1-Month USD OBFR + 0.55% | Monthly | USD | 880,336 | May 2023 | MSI | — | 23,987 | 23,987 |
Receive | Korea Electric Power Corp. | 1-Month USD OBFR + 0.55% | Monthly | USD | 876,766 | May 2023 | MSI | — | 23,890 | 23,890 |
Receive | Kymera Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 98,600 | May 2023 | MSI | — | (12,560) | (12,560) |
86 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | 113,793 | May 2023 | MSI | — | $(11,452) | $(11,452) |
Receive | Laboratory Corp. of America Holdings | 1-Month USD OBFR + 0.20% | Monthly | USD | 660,321 | May 2023 | MSI | — | (66,453) | (66,453) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 224,769 | May 2023 | MSI | — | (1,866) | (1,866) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 265,501 | May 2023 | MSI | — | (2,204) | (2,204) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 275,060 | May 2023 | MSI | — | (2,284) | (2,284) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 212,399 | May 2023 | MSI | — | (1,763) | (1,763) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 265,503 | May 2023 | MSI | — | (2,204) | (2,204) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 424,804 | May 2023 | MSI | — | (3,527) | (3,527) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 92,666 | May 2023 | MSI | — | (769) | (769) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 116,820 | May 2023 | MSI | — | (970) | (970) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 8,497 | May 2023 | MSI | — | (71) | (71) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 40,356 | May 2023 | MSI | — | (335) | (335) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 91,333 | May 2023 | MSI | — | (758) | (758) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 274,000 | May 2023 | MSI | — | (2,275) | (2,275) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 89,365 | May 2023 | MSI | — | (742) | (742) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 98,170 | May 2023 | MSI | — | (815) | (815) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 570,927 | May 2023 | MSI | — | (4,740) | (4,740) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 49,608 | May 2023 | MSI | — | (412) | (412) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 224,640 | May 2023 | MSI | — | (1,865) | (1,865) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 110,916 | May 2023 | MSI | — | (921) | (921) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 110,916 | May 2023 | MSI | — | (921) | (921) |
Receive | Lightspeed Commerce, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 94,718 | May 2023 | MSI | — | (9,647) | (9,647) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 87 |
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 | Lightspeed Commerce, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 248,924 | May 2023 | MSI | — | $(25,352) | $(25,352) |
Receive | Lightspeed Commerce, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 63,792 | May 2023 | MSI | — | (6,497) | (6,497) |
Receive | Lightspeed Commerce, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 340,956 | May 2023 | MSI | — | (34,725) | (34,725) |
Receive | Lightspeed Commerce, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 383,998 | May 2023 | MSI | — | (39,109) | (39,109) |
Receive | Lightspeed Commerce, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 93,524 | May 2023 | MSI | — | (9,525) | (9,525) |
Receive | Lightspeed Commerce, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 108,029 | May 2023 | MSI | — | (11,002) | (11,002) |
Receive | M&T Bank Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 990,134 | May 2023 | MSI | — | 46,376 | 46,376 |
Receive | M&T Bank Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 457,585 | May 2023 | MSI | — | 21,432 | 21,432 |
Receive | Marvell Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 389,331 | May 2023 | MSI | — | (22,704) | (22,704) |
Receive | Marvell Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 470,630 | May 2023 | MSI | — | (27,445) | (27,445) |
Receive | Marvell Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 138,152 | May 2023 | MSI | — | (8,056) | (8,056) |
Receive | Marvell Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 201,363 | May 2023 | MSI | — | (11,743) | (11,743) |
Receive | Marvell Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 192,659 | May 2023 | MSI | — | (11,235) | (11,235) |
Receive | Marvell Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 283,217 | May 2023 | MSI | — | (16,516) | (16,516) |
Receive | Marvell Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 566,496 | May 2023 | MSI | — | (33,035) | (33,035) |
Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.50% | Monthly | USD | 1,986,306 | May 2023 | MSI | — | 38,861 | 38,861 |
Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 689,338 | May 2023 | MSI | — | 13,550 | 13,550 |
Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 337,533 | May 2023 | MSI | — | 6,635 | 6,635 |
Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 469,549 | May 2023 | MSI | — | 9,230 | 9,230 |
Receive | Mastercard, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 114,890 | May 2023 | MSI | — | 2,258 | 2,258 |
Receive | Meta Platforms, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 70,397 | May 2023 | MSI | — | (3,451) | (3,451) |
Receive | Micron Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,568,715 | May 2023 | MSI | — | (63,307) | (63,307) |
Receive | Micron Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 596,664 | May 2023 | MSI | — | (24,079) | (24,079) |
88 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Micron Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 429,959 | May 2023 | MSI | — | $(17,351) | $(17,351) |
Receive | Micron Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 132,054 | May 2023 | MSI | — | (5,329) | (5,329) |
Receive | Micron Technology, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 81,680 | May 2023 | MSI | — | (3,296) | (3,296) |
Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.50% | Monthly | USD | 1,406,244 | May 2023 | MSI | — | (81,956) | (81,956) |
Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 444,567 | May 2023 | MSI | — | (25,869) | (25,869) |
Receive | Molina Healthcare, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 31,945 | May 2023 | MSI | — | (1,859) | (1,859) |
Receive | MongoDB, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 777,028 | May 2023 | MSI | — | (89,652) | (89,652) |
Receive | MongoDB, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,482,650 | May 2023 | MSI | — | (171,065) | (171,065) |
Receive | MongoDB, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 439,259 | May 2023 | MSI | — | (50,681) | (50,681) |
Receive | MongoDB, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 87,050 | May 2023 | MSI | — | (10,044) | (10,044) |
Receive | Morphic Holding, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,951,811 | May 2023 | MSI | — | (389,125) | (389,125) |
Receive | NanoString Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 195,960 | May 2023 | MSI | — | (21,412) | (21,412) |
Receive | NanoString Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 4,490 | May 2023 | MSI | — | (491) | (491) |
Receive | NeoGenomics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 50,115 | May 2023 | MSI | — | (9,988) | (9,988) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 16,352,000 | May 2023 | MSI | — | (1,854) | (1,854) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 26,718,720 | May 2023 | MSI | — | (3,029) | (3,029) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 68,185,600 | May 2023 | MSI | — | (7,730) | (7,730) |
Receive | Novartis AG | 1-Month CHF SARON Compounded OIS + 0.30% | Monthly | CHF | 647,863 | May 2023 | MSI | — | (8,633) | (8,633) |
Receive | NVIDIA Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,402,390 | May 2023 | MSI | — | (208,557) | (208,557) |
Receive | NVIDIA Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 550,674 | May 2023 | MSI | — | (81,894) | (81,894) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 89 |
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 | NVIDIA Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 705,987 | May 2023 | MSI | — | $(104,991) | $(104,991) |
Receive | NVIDIA Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 81,033 | May 2023 | MSI | — | (12,051) | (12,051) |
Receive | Owens & Minor, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 15,617 | May 2023 | MSI | — | (2,772) | (2,772) |
Receive | Palo Alto Networks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 410,213 | May 2023 | MSI | — | (37,588) | (37,588) |
Receive | Palo Alto Networks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 575,162 | May 2023 | MSI | — | (52,702) | (52,702) |
Receive | Palo Alto Networks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 119,233 | May 2023 | MSI | — | (10,925) | (10,925) |
Receive | Palo Alto Networks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 128,500 | May 2023 | MSI | — | (11,775) | (11,775) |
Receive | Panasonic Holdings Corp. | 1-Month JPY TONAR Compounded OIS + 0.35% | Monthly | JPY | 13,554,000 | May 2023 | MSI | — | 3,891 | 3,891 |
Receive | Pembina Pipeline Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 2,629,702 | May 2023 | MSI | — | (44,830) | (44,830) |
Receive | Pembina Pipeline Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 223,607 | May 2023 | MSI | — | (3,812) | (3,812) |
Receive | Pembina Pipeline Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 844,039 | May 2023 | MSI | — | (14,389) | (14,389) |
Receive | Pembina Pipeline Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 3,376,006 | May 2023 | MSI | — | (57,553) | (57,553) |
Receive | Perella Weinberg Partners | 1-Month USD OBFR + 0.20% | Monthly | USD | 51,970 | May 2023 | MSI | — | (3,351) | (3,351) |
Receive | Perella Weinberg Partners | 1-Month USD OBFR + 0.20% | Monthly | USD | 225,488 | May 2023 | MSI | — | (14,539) | (14,539) |
Receive | Perella Weinberg Partners | 1-Month USD OBFR + 0.20% | Monthly | USD | 186,512 | May 2023 | MSI | — | (12,026) | (12,026) |
Receive | Perella Weinberg Partners | 1-Month USD OBFR + 0.20% | Monthly | USD | 43,342 | May 2023 | MSI | — | (2,795) | (2,795) |
Receive | Perella Weinberg Partners | 1-Month USD OBFR + 0.20% | Monthly | USD | 203,858 | May 2023 | MSI | — | (13,145) | (13,145) |
Receive | Perella Weinberg Partners | 1-Month USD OBFR + 0.20% | Monthly | USD | 162,328 | May 2023 | MSI | — | (10,467) | (10,467) |
Receive | Petroleo Brasileiro SA, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,078,346 | May 2023 | MSI | — | 9,326 | 9,326 |
Receive | Pfizer, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 192,171 | May 2023 | MSI | — | (10,299) | (10,299) |
Receive | Primoris Services Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 464,480 | May 2023 | MSI | — | (71,467) | (71,467) |
Receive | PTC Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 65,071 | May 2023 | MSI | — | (11,380) | (11,380) |
90 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Public Power Corp. SA | 1-Month EUR ESTR Compounded OIS + 1.50% | Monthly | EUR | 903,301 | May 2023 | MSI | — | $(62,526) | $(62,526) |
Receive | Public Power Corp. SA | 1-Month EUR ESTR Compounded OIS + 1.50% | Monthly | EUR | 96,928 | May 2023 | MSI | — | (6,709) | (6,709) |
Receive | Public Power Corp. SA | 1-Month EUR ESTR Compounded OIS + 1.50% | Monthly | EUR | 211,510 | May 2023 | MSI | — | (14,641) | (14,641) |
Receive | Public Power Corp. SA | 1-Month EUR ESTR Compounded OIS + 1.50% | Monthly | EUR | 66,584 | May 2023 | MSI | — | (4,609) | (4,609) |
Receive | Public Power Corp. SA | 1-Month EUR ESTR Compounded OIS + 1.50% | Monthly | EUR | 31,246 | May 2023 | MSI | — | (2,163) | (2,163) |
Receive | Public Power Corp. SA | 1-Month EUR ESTR Compounded OIS + 1.50% | Monthly | EUR | 8,705 | May 2023 | MSI | — | (603) | (603) |
Receive | Quidel Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 104,625 | May 2023 | MSI | — | (8,650) | (8,650) |
Receive | Regeneron Pharmaceuticals, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 3,960,966 | May 2023 | MSI | — | (351,650) | (351,650) |
Receive | Rothschild & Company | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 455,063 | May 2023 | MSI | — | 1,793 | 1,793 |
Receive | Rothschild & Company | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 489,843 | May 2023 | MSI | — | 1,930 | 1,930 |
Receive | Rothschild & Company | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 59,089 | May 2023 | MSI | — | 233 | 233 |
Receive | Rothschild & Company | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 12,839 | May 2023 | MSI | — | 51 | 51 |
Receive | Rothschild & Company | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 41,181 | May 2023 | MSI | — | 162 | 162 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 91 |
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 | Rothschild & Company | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 55,204 | May 2023 | MSI | — | $217 | $217 |
Receive | Rothschild & Company | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 426,092 | May 2023 | MSI | — | 1,679 | 1,679 |
Receive | S&P Global, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 3,431,070 | May 2023 | MSI | — | (124,062) | (124,062) |
Receive | Sage Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 543,318 | May 2023 | MSI | — | (37,036) | (37,036) |
Receive | Sarepta Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,053,953 | May 2023 | MSI | — | (197,970) | (197,970) |
Receive | Seagen, Inc. | 1-Month USD OBFR + 0.25% | Monthly | USD | 548,971 | May 2023 | MSI | — | (50,966) | (50,966) |
Receive | Seagen, Inc. | 1-Month USD OBFR + 0.25% | Monthly | USD | 754,293 | May 2023 | MSI | — | (70,028) | (70,028) |
Receive | Seagen, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 158,829 | May 2023 | MSI | — | (14,743) | (14,743) |
Receive | Seagen, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 171,968 | May 2023 | MSI | — | (15,963) | (15,963) |
Receive | Seagen, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,547,139 | May 2023 | MSI | — | (143,613) | (143,613) |
Receive | Serco Group PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 8,104 | May 2023 | MSI | — | 37 | 37 |
Receive | Serco Group PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 23,827 | May 2023 | MSI | — | 110 | 110 |
Receive | Serco Group PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 25,068 | May 2023 | MSI | — | 116 | 116 |
Receive | Serco Group PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 3,625 | May 2023 | MSI | — | 17 | 17 |
Receive | Serco Group PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 8,287 | May 2023 | MSI | — | 38 | 38 |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 6,584 | May 2023 | MSI | — | (18) | (18) |
92 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 29,677 | May 2023 | MSI | — | $(80) | $(80) |
Receive | Smith & Nephew PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 532,903 | May 2023 | MSI | — | 39,205 | 39,205 |
Receive | Smith & Nephew PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 1,361,250 | May 2023 | MSI | — | 100,146 | 100,146 |
Receive | Smith & Nephew PLC | 1-Month GBP SONIA Compounded OIS + 0.30% | Monthly | GBP | 191,788 | May 2023 | MSI | — | 14,110 | 14,110 |
Receive | Snap, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 619,238 | May 2023 | MSI | — | (38,101) | (38,101) |
Receive | Snap, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 514,073 | May 2023 | MSI | — | (16,487) | (16,487) |
Receive | Snowflake, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 488,671 | May 2023 | MSI | — | (53,291) | (53,291) |
Receive | Stoke Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 151,021 | May 2023 | MSI | — | (35,540) | (35,540) |
Receive | Stoke Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 226,522 | May 2023 | MSI | — | (53,307) | (53,307) |
Receive | Stoke Therapeutics, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 33,418 | May 2023 | MSI | — | (7,864) | (7,864) |
Receive | Stryker Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 21,494 | May 2023 | MSI | — | (1,415) | (1,415) |
Receive | Stryker Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 304,537 | May 2023 | MSI | — | (20,046) | (20,046) |
Receive | Stryker Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 258,701 | May 2023 | MSI | — | (17,029) | (17,029) |
Receive | Stryker Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,308,007 | May 2023 | MSI | — | (86,100) | (86,100) |
Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 168,540 | May 2023 | MSI | — | (11,642) | (11,642) |
Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 236,285 | May 2023 | MSI | — | (16,322) | (16,322) |
Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 281,344 | May 2023 | MSI | — | (19,434) | (19,434) |
Receive | Syneos Health, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 808,550 | May 2023 | MSI | — | (55,851) | (55,851) |
Receive | Synovus Financial Corp. | 1-Month USD OBFR + 0.20% | Monthly | USD | 39,993 | May 2023 | MSI | — | (3,527) | (3,527) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 93 |
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 | Talanx AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 487,468 | May 2023 | MSI | — | $(6,774) | $(6,774) |
Receive | Talanx AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 3,395 | May 2023 | MSI | — | (47) | (47) |
Receive | Talanx AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 300,828 | May 2023 | MSI | — | (4,181) | (4,181) |
Receive | Talanx AG | 1-Month EUR ESTR Compounded OIS + 0.30% | Monthly | EUR | 2,082,472 | May 2023 | MSI | — | (28,940) | (28,940) |
Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.50% | Monthly | USD | 3,924 | May 2023 | MSI | — | (498) | (498) |
Receive | Teleflex, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 26,815 | May 2023 | MSI | — | (3,398) | (3,398) |
Receive | Tenaris SA, ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,472,261 | May 2023 | MSI | — | (211,659) | (211,659) |
Receive | Trupanion, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 280,956 | May 2023 | MSI | — | (52,923) | (52,923) |
Receive | Trupanion, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 40,596 | May 2023 | MSI | — | (7,647) | (7,647) |
Receive | Twilio, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 137,138 | May 2023 | MSI | — | (20,643) | (20,643) |
Receive | Twilio, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 157,669 | May 2023 | MSI | — | (23,733) | (23,733) |
Receive | Twilio, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 358,506 | May 2023 | MSI | — | (53,965) | (53,965) |
Receive | Twilio, Inc., Class A | 1-Month USD OBFR + 0.20% | Monthly | USD | 54,618 | May 2023 | MSI | — | (8,222) | (8,222) |
Receive | Uber Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 457,331 | May 2023 | MSI | — | (4,532) | (4,532) |
Receive | Uber Technologies, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 79,984 | May 2023 | MSI | — | (793) | (793) |
Receive | Ulta Beauty, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 2,959,949 | May 2023 | MSI | — | (135,997) | (135,997) |
Receive | Ultragenyx Pharmaceutical, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 595,360 | May 2023 | MSI | — | (58,917) | (58,917) |
Receive | United Community Banks, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 478,271 | May 2023 | MSI | — | (17,507) | (17,507) |
94 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
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 | United Overseas Bank, Ltd. | 1-Month SGD SORA Compounded OIS + 0.40% | Monthly | SGD | 2,068,124 | May 2023 | MSI | — | $(4,068) | $(4,068) |
Receive | United Tractors Tbk PT | 1-Month USD OBFR + 0.75% | Monthly | USD | 29,261 | May 2023 | MSI | $(5,350) | 6,177 | 827 |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 335,936 | May 2023 | MSI | — | (16,112) | (16,112) |
Receive | UnitedHealth Group, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 110,555 | May 2023 | MSI | — | (5,302) | (5,302) |
Receive | Vale Indonesia Tbk PT | 1-Month USD OBFR + 0.75% | Monthly | USD | 32,556 | May 2023 | MSI | (10,554) | 6,226 | (4,328) |
Receive | Veracyte, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 275,282 | May 2023 | MSI | — | (33,063) | (33,063) |
Receive | Veracyte, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 4,512 | May 2023 | MSI | — | (542) | (542) |
Receive | Western Alliance Bancorp | 1-Month USD OBFR + 0.20% | Monthly | USD | 140,437 | May 2023 | MSI | — | 2,323 | 2,323 |
Receive | Western Alliance Bancorp | 1-Month USD OBFR + 0.20% | Monthly | USD | 403,945 | May 2023 | MSI | — | 6,681 | 6,681 |
Receive | WH Group, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 445,380 | May 2023 | MSI | — | 1,708 | 1,708 |
Receive | WH Group, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 2,449,577 | May 2023 | MSI | — | 9,393 | 9,393 |
Receive | WH Group, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 4,008,388 | May 2023 | MSI | — | 15,370 | 15,370 |
Receive | WH Group, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 2,672,254 | May 2023 | MSI | — | 10,247 | 10,247 |
Receive | WH Group, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 3,674,341 | May 2023 | MSI | — | 14,089 | 14,089 |
Receive | Wuxi AppTec Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 639,540 | May 2023 | MSI | — | (3,984) | (3,984) |
Receive | Wuxi AppTec Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 63,056 | May 2023 | MSI | — | (393) | (393) |
Receive | Wuxi AppTec Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 127,909 | May 2023 | MSI | — | (797) | (797) |
Receive | Wuxi AppTec Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 12,567 | May 2023 | MSI | — | (78) | (78) |
Receive | Wuxi Lead Intelligent Equipment Company, Ltd., Class A | 1-Month USD OBFR + 0.70% | Monthly | USD | 214,115 | May 2023 | MSI | — | — | — |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 95 |
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 | XPeng, Inc., ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 502,052 | May 2023 | MSI | — | $(35,182) | $(35,182) |
Receive | XPeng, Inc., ADR | 1-Month USD OBFR + 0.20% | Monthly | USD | 311,037 | May 2023 | MSI | — | (21,796) | (21,796) |
Receive | Zhejiang HangKe Technology, Inc., Company, Class A | 1-Month USD OBFR + 0.70% | Monthly | USD | 883,215 | May 2023 | MSI | $370 | (103,403) | (103,033) |
Receive | Zhejiang HangKe Technology, Inc., Company, Class A | 1-Month USD OBFR + 0.70% | Monthly | USD | 5,673 | May 2023 | MSI | — | (664) | (664) |
Receive | Zoetis, Inc. | 1-Month USD OBFR + 0.20% | Monthly | USD | 1,121,357 | May 2023 | MSI | — | (32,290) | (32,290) |
$(3,578,062) | $21,849,879 | $18,271,817 |
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 |
HUF | Hungarian Forint |
ILS | Israeli New Shekel |
INR | Indian Rupee |
JPY | Japanese Yen |
KRW | Korean Won |
SEK | Swedish Krona |
SGD | Singapore Dollar |
TWD | New Taiwan Dollar |
USD | U.S. Dollar |
ZAR | South African Rand |
Derivatives Abbreviations | |
ADR | American Depositary Receipt |
BBSW | Bank Bill Swap Rate |
BNP | BNP Paribas |
CDOR | Canadian Dollar Offered Rate |
96 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CIBOR | Copenhagen Interbank Offered Rate |
CITI | Citibank, N.A. |
DB | Deutsche Bank AG |
ESTR | Euro Short-Term Rate |
GSI | Goldman Sachs International |
HIBOR | Hong Kong Interbank Offered Rate |
JIBAR | Johannesburg Interbank Agreed 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 |
SORA | Singapore Overnight Rate Average |
TONAR | Tokyo Overnight Average Rate |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 97 |
Assets | |
Unaffiliated investments, at value (Cost $1,080,939,280) including $67,993 of securities loaned | $1,050,986,953 |
Swap contracts, at value (net unamortized upfront payment of $1,196,741) | 49,472,897 |
Unrealized appreciation on forward foreign currency contracts | 1,467,901 |
Receivable for futures variation margin | 90,885 |
Cash | 777,970 |
Foreign currency, at value (Cost $3,430,964) | 3,406,545 |
Collateral segregated at custodian for OTC derivative contracts | 1,978,000 |
Dividends and interest receivable | 1,580,767 |
Receivable for fund shares sold | 1,887,061 |
Receivable for investments sold | 24,360,392 |
Receivable for securities lending income | 4,270 |
Other assets | 103,944 |
Total assets | 1,136,117,585 |
Liabilities | |
Unrealized depreciation on forward foreign currency contracts | 4,348,141 |
Written options, at value (Premiums received $1,677,325) | 1,956,033 |
Swap contracts, at value (net unamortized upfront payment of $2,381,321) | 31,201,080 |
Foreign capital gains tax payable | 259,765 |
Payable for collateral on OTC derivatives | 8,380,000 |
Payable for investments purchased | 48,519,871 |
Payable for fund shares repurchased | 536,741 |
Payable to affiliates | |
Accounting and legal services fees | 56,801 |
Transfer agent fees | 90,706 |
Trustees’ fees | 247 |
Other liabilities and accrued expenses | 378,279 |
Total liabilities | 95,727,664 |
Net assets | $1,040,389,921 |
Net assets consist of | |
Paid-in capital | $1,039,644,536 |
Total distributable earnings (loss) | 745,385 |
Net assets | $1,040,389,921 |
98 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($13,249,032 ÷ 1,199,953 shares)1 | $11.04 |
Class C ($3,501,407 ÷ 334,941 shares)1 | $10.45 |
Class I ($919,308,002 ÷ 81,003,067 shares) | $11.35 |
Class R6 ($42,151,025 ÷ 3,670,055 shares) | $11.49 |
Class NAV ($62,180,455 ÷ 5,411,502 shares) | $11.49 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $11.62 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 99 |
Investment income | |
Dividends | $5,911,031 |
Interest | 294,016 |
Securities lending | 45,825 |
Less foreign taxes withheld | (387,680) |
Total investment income | 5,863,192 |
Expenses | |
Investment management fees | 7,772,389 |
Distribution and service fees | 40,778 |
Accounting and legal services fees | 75,277 |
Transfer agent fees | 547,047 |
Trustees’ fees | 8,983 |
Custodian fees | 155,738 |
State registration fees | 43,785 |
Printing and postage | 10,456 |
Professional fees | 78,656 |
Other | 32,701 |
Total expenses | 8,765,810 |
Less expense reductions | (47,859) |
Net expenses | 8,717,951 |
Net investment loss | (2,854,759) |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | (3,157,345) |
Affiliated investments | (1,581) |
Capital gain distributions received from affiliated investments | 297 |
Futures contracts | (677,160) |
Forward foreign currency contracts | (3,193,227) |
Written options | 316,047 |
Swap contracts | 22,473,713 |
15,760,744 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (113,793,788) |
Affiliated investments | 46 |
Futures contracts | 75,646 |
Forward foreign currency contracts | (2,609,348) |
Written options | (811,607) |
Swap contracts | 26,296,324 |
(90,842,727) | |
Net realized and unrealized loss | (75,081,983) |
Decrease in net assets from operations | $(77,936,742) |
100 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Six months ended 4-30-22 (unaudited) | Year ended 10-31-21 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment loss | $(2,854,759) | $(8,623,250) |
Net realized gain | 15,760,744 | 100,138,645 |
Change in net unrealized appreciation (depreciation) | (90,842,727) | 20,333,075 |
Increase (decrease) in net assets resulting from operations | (77,936,742) | 111,848,470 |
Distributions to shareholders | ||
From earnings | ||
Class A | (958,141) | (480,110) |
Class C | (268,997) | (208,694) |
Class I | (61,631,044) | (23,472,130) |
Class R6 | (3,086,648) | (1,392,785) |
Class NAV | (3,588,697) | (2,186,187) |
Total distributions | (69,533,527) | (27,739,906) |
From fund share transactions | 40,495,616 | 334,155,522 |
Total increase (decrease) | (106,974,653) | 418,264,086 |
Net assets | ||
Beginning of period | 1,147,364,574 | 729,100,488 |
End of period | $1,040,389,921 | $1,147,364,574 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 101 |
CLASS A SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $12.73 | $11.60 | $11.02 | $10.73 | $11.82 | $10.45 |
Net investment loss2 | (0.05) | (0.15) | (0.10) | (0.03) | (0.07) | (0.22) |
Net realized and unrealized gain (loss) on investments | (0.82) | 1.73 | 0.78 | 0.67 | (0.11) | 1.60 |
Total from investment operations | (0.87) | 1.58 | 0.68 | 0.64 | (0.18) | 1.38 |
Less distributions | ||||||
From net investment income | — | — | (0.10) | — | — | — |
From net realized gain | (0.82) | (0.45) | — | (0.35) | (0.91) | (0.01) |
Total distributions | (0.82) | (0.45) | (0.10) | (0.35) | (0.91) | (0.01) |
Net asset value, end of period | $11.04 | $12.73 | $11.60 | $11.02 | $10.73 | $11.82 |
Total return (%)3,4 | (7.07)5 | 13.69 | 6.15 | 6.09 | (1.57) | 13.16 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $13 | $16 | $12 | $11 | $19 | $22 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.946 | 1.97 | 2.00 | 1.98 | 2.007 | 3.868 |
Expenses including reductions | 1.936 | 1.96 | 1.99 | 1.97 | 1.997 | 3.858 |
Net investment loss | (0.84)6 | (1.18) | (0.87) | (0.25) | (0.61) | (1.99) |
Portfolio turnover (%) | 104 | 259 | 221 | 170 | 169 | 485 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Does not reflect the effect of sales charges, if any. |
5 | Not annualized. |
6 | Annualized. |
7 | Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
8 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets. |
102 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS C SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $12.13 | $11.16 | $10.61 | $10.42 | $11.57 | $10.30 |
Net investment loss2 | (0.09) | (0.23) | (0.17) | (0.10) | (0.15) | (0.29) |
Net realized and unrealized gain (loss) on investments | (0.77) | 1.65 | 0.74 | 0.64 | (0.09) | 1.57 |
Total from investment operations | (0.86) | 1.42 | 0.57 | 0.54 | (0.24) | 1.28 |
Less distributions | ||||||
From net investment income | — | — | (0.02) | — | — | — |
From net realized gain | (0.82) | (0.45) | — | (0.35) | (0.91) | (0.01) |
Total distributions | (0.82) | (0.45) | (0.02) | (0.35) | (0.91) | (0.01) |
Net asset value, end of period | $10.45 | $12.13 | $11.16 | $10.61 | $10.42 | $11.57 |
Total return (%)3,4 | (7.44)5 | 12.86 | 5.33 | 5.39 | (2.26) | 12.38 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $4 | $5 | $5 | $6 | $10 | $12 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 2.646 | 2.67 | 2.70 | 2.68 | 2.707 | 4.568 |
Expenses including reductions | 2.636 | 2.66 | 2.69 | 2.67 | 2.697 | 4.558 |
Net investment loss | (1.56)6 | (1.89) | (1.56) | (0.99) | (1.33) | (2.66) |
Portfolio turnover (%) | 104 | 259 | 221 | 170 | 169 | 485 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Does not reflect the effect of sales charges, if any. |
5 | Not annualized. |
6 | Annualized. |
7 | Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
8 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 103 |
CLASS I SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.04 | $11.84 | $11.24 | $10.92 | $11.97 | $10.55 |
Net investment loss2 | (0.03) | (0.11) | (0.07) | —3 | (0.04) | (0.19) |
Net realized and unrealized gain (loss) on investments | (0.84) | 1.76 | 0.80 | 0.67 | (0.10) | 1.62 |
Total from investment operations | (0.87) | 1.65 | 0.73 | 0.67 | (0.14) | 1.43 |
Less distributions | ||||||
From net investment income | — | — | (0.13) | — | — | — |
From net realized gain | (0.82) | (0.45) | — | (0.35) | (0.91) | (0.01) |
Total distributions | (0.82) | (0.45) | (0.13) | (0.35) | (0.91) | (0.01) |
Net asset value, end of period | $11.35 | $13.04 | $11.84 | $11.24 | $10.92 | $11.97 |
Total return (%)4 | (6.97)5 | 14.00 | 6.57 | 6.36 | (1.28) | 13.51 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $919 | $1,019 | $616 | $565 | $566 | $454 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.646 | 1.67 | 1.70 | 1.69 | 1.717 | 3.548 |
Expenses including reductions | 1.636 | 1.66 | 1.69 | 1.68 | 1.707 | 3.548 |
Net investment loss | (0.54)6 | (0.86) | (0.58) | —9 | (0.36) | (1.65) |
Portfolio turnover (%) | 104 | 259 | 221 | 170 | 169 | 485 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Less than $0.005 per share. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
8 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets. |
9 | Less than 0.005%. |
104 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R6 SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.18 | $11.95 | $11.34 | $11.00 | $12.04 | $10.60 |
Net investment income (loss)2 | (0.03) | (0.10) | (0.06) | 0.01 | (0.03) | (0.19) |
Net realized and unrealized gain (loss) on investments | (0.84) | 1.78 | 0.81 | 0.68 | (0.10) | 1.64 |
Total from investment operations | (0.87) | 1.68 | 0.75 | 0.69 | (0.13) | 1.45 |
Less distributions | ||||||
From net investment income | — | — | (0.14) | — | — | — |
From net realized gain | (0.82) | (0.45) | — | (0.35) | (0.91) | (0.01) |
Total distributions | (0.82) | (0.45) | (0.14) | (0.35) | (0.91) | (0.01) |
Net asset value, end of period | $11.49 | $13.18 | $11.95 | $11.34 | $11.00 | $12.04 |
Total return (%)3 | (6.97)4 | 14.22 | 6.62 | 6.50 | (1.19) | 13.64 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $42 | $51 | $37 | $27 | $30 | $9 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.545 | 1.56 | 1.59 | 1.58 | 1.606 | 3.457 |
Expenses including reductions | 1.535 | 1.55 | 1.58 | 1.57 | 1.606 | 3.447 |
Net investment income (loss) | (0.45)5 | (0.76) | (0.51) | 0.12 | (0.23) | (1.57) |
Portfolio turnover (%) | 104 | 259 | 221 | 170 | 169 | 485 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
7 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 105 |
CLASS NAV SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.18 | $11.96 | $11.35 | $11.00 | $12.04 | $10.60 |
Net investment income (loss)2 | (0.02) | (0.10) | (0.04) | 0.01 | (0.03) | (0.17) |
Net realized and unrealized gain (loss) on investments | (0.85) | 1.77 | 0.79 | 0.69 | (0.10) | 1.62 |
Total from investment operations | (0.87) | 1.67 | 0.75 | 0.70 | (0.13) | 1.45 |
Less distributions | ||||||
From net investment income | — | — | (0.14) | — | — | — |
From net realized gain | (0.82) | (0.45) | — | (0.35) | (0.91) | (0.01) |
Total distributions | (0.82) | (0.45) | (0.14) | (0.35) | (0.91) | (0.01) |
Net asset value, end of period | $11.49 | $13.18 | $11.96 | $11.35 | $11.00 | $12.04 |
Total return (%)3 | (6.89)4 | 14.12 | 6.64 | 6.59 | (1.19) | 13.64 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $62 | $57 | $59 | $134 | $130 | $152 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.535 | 1.55 | 1.58 | 1.56 | 1.596 | 3.447 |
Expenses including reductions | 1.525 | 1.54 | 1.57 | 1.55 | 1.586 | 3.437 |
Net investment income (loss) | (0.41)5 | (0.78) | (0.35) | 0.13 | (0.23) | (1.54) |
Portfolio turnover (%) | 104 | 259 | 221 | 170 | 169 | 485 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
7 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets. |
106 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 107 |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $24,157,483 | $15,763,027 | $8,394,456 | — |
Consumer discretionary | 22,386,226 | 19,465,335 | 2,920,891 | — |
Consumer staples | 8,619,973 | — | 8,619,973 | — |
Energy | 43,702,981 | 33,219,245 | 10,483,736 | — |
Financials | 148,008,810 | 98,253,195 | 49,755,615 | — |
Health care | 135,199,857 | 95,844,704 | 39,355,153 | — |
Industrials | 51,481,274 | 22,740,092 | 28,741,182 | — |
108 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Information technology | $110,261,336 | $106,957,014 | $3,304,322 | — |
Materials | 24,995,376 | 12,330,985 | 12,664,391 | — |
Real estate | 4,797,145 | 4,797,145 | — | — |
Utilities | 20,924,669 | 9,307,023 | 11,617,646 | — |
Preferred securities | 9,841,292 | — | 9,841,292 | — |
Exchange-traded funds | 3,622,935 | 3,622,935 | — | — |
Warrants | 10,139 | 10,139 | — | — |
Purchased options | 11,146,131 | 10,645,769 | 500,362 | — |
Short-term investments | 431,831,326 | 86,732,745 | 345,098,581 | — |
Total investments in securities | $1,050,986,953 | $519,689,353 | $531,297,600 | — |
Derivatives: | ||||
Assets | ||||
Futures | $170,787 | $170,787 | — | — |
Forward foreign currency contracts | 1,467,901 | — | $1,467,901 | — |
Swap contracts | 49,472,897 | — | 49,472,897 | — |
Liabilities | ||||
Futures | (11,081) | (11,081) | — | — |
Forward foreign currency contracts | (4,348,141) | — | (4,348,141) | — |
Written options | (1,956,033) | (1,955,747) | (286) | — |
Swap contracts | (31,201,080) | — | (31,201,080) | — |
Level 3 includes securities valued at $0. Refer to Fund’s investments. |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 109 |
110 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 111 |
112 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 113 |
Risk | Statement of assets and liabilities location | Financial instruments location | Assets derivatives fair value | Liabilities derivatives fair value |
Equity | Receivable/payable for futures variation margin1 | Futures | $170,787 | $(11,081) |
Currency | Unrealized appreciation (depreciation) on forward foreign currency contracts | Forward foreign currency contracts | 1,467,901 | (4,348,141) |
Currency | Unaffiliated investments, at value2 | Purchased options | 33,157 | — |
Equity | Unaffiliated investments, at value2 | Purchased options | 11,112,974 | — |
Equity | Written options, at value | Written options | — | (1,956,033) |
Equity | Swap contracts, at value | Total return swaps | 49,472,897 | (31,201,080) |
$62,257,716 | $(37,516,335) |
114 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
1 | Reflects cumulative appreciation/depreciation on open futures as disclosed in the Derivatives section of Fund’s investments. Only the period end variation margin receivable/payable is separately reported on the Statement of assets and liabilities. |
2 | Purchased options are included in Fund’s investments. |
OTC Financial Instruments | Asset | Liability |
Forward foreign currency contracts | $1,467,901 | $(4,348,141) |
Purchased options | 500,362 | — |
Swap contracts | 49,472,897 | (31,201,080) |
Written options | — | (286) |
Totals | $51,441,160 | $(35,549,507) |
Counterparty | Assets | Liabilities | Total Market Value of OTC Derivatives | Collateral Posted by Counterparty1 | Collateral Posted by Portfolio1 | Net Exposure |
BNP Paribas | $76,798 | $(156,796) | $(79,998) | — | $79,998 | — |
Citibank, N.A. | — | (28,908) | (28,908) | — | — | $(28,908) |
Deutsche Bank AG | 239,722 | (1,096,746) | (857,024) | — | 857,024 | — |
Goldman Sachs International | 12,460,029 | (9,296,714) | 3,163,315 | $3,163,315 | — | — |
JPMorgan Chase Bank, N.A. | 17,158,190 | (10,368,758) | 6,789,432 | — | — | 6,789,432 |
Morgan Stanley & Co. International PLC | 21,488,629 | (14,574,571) | 6,914,058 | 3,640,000 | — | 3,274,058 |
Standard Chartered Bank | 17,792 | (27,014) | (9,222) | — | — | (9,222) |
Totals | 51,441,160 | (35,549,507) | 15,891,653 | 6,803,315 | 937,022 | 10,025,360 |
1 Reflects collateral posted by the counterparty or posted by the fund, excluding any excess collateral amounts. |
Statement of operations location - Net realized gain (loss) on: | ||||||
Risk | Unaffiliated investments and foreign currency transactions1 | Futures contracts | Forward foreign currency contracts | Written options | Swap contracts | Total |
Interest rate | $(451,882) | — | — | — | — | $(451,882) |
Currency | (218,690) | — | $(3,193,227) | — | — | (3,411,917) |
Equity | 3,609,959 | $(677,160) | — | $316,047 | $22,473,713 | 25,722,559 |
Total | $2,939,387 | $(677,160) | $(3,193,227) | $316,047 | $22,473,713 | $21,858,760 |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 115 |
1 | Realized gain (loss) associated with purchased options is included in this caption on the Statement of operations. |
Statement of operations location - Change in net unrealized appreciation (depreciation) of: | ||||||
Risk | Unaffiliated investments and translation of assets and liabilities in foreign currencies1 | Futures contracts | Forward foreign currency contracts | Written options | Swap contracts | Total |
Currency | $(254,958) | — | $(2,609,348) | — | — | $(2,864,306) |
Equity | 4,270,566 | $75,646 | — | $(811,607) | $26,296,324 | 29,830,929 |
Total | $4,015,608 | $75,646 | $(2,609,348) | $(811,607) | $26,296,324 | $26,966,623 |
1 | Change in unrealized appreciation (depreciation) associated with purchased options is included in this caption on the Statement of operations. |
116 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
Class | Expense reduction |
Class A | $632 |
Class C | 175 |
Class I | 42,439 |
Class | Expense reduction |
Class R6 | $2,043 |
Class NAV | 2,570 |
Total | $47,859 |
Class | Rule 12b-1 Fee |
Class A | 0.30% |
Class C | 1.00% |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 117 |
Class | Distribution and service fees | Transfer agent fees |
Class A | $21,207 | $7,968 |
Class C | 19,571 | 2,206 |
Class I | — | 534,909 |
Class R6 | — | 1,964 |
Total | $40,778 | $547,047 |
Six Months Ended 4-30-22 | Year Ended 10-31-21 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 398,367 | $4,737,562 | 870,252 | $10,870,363 |
Distributions reinvested | 75,489 | 874,923 | 34,187 | 417,429 |
Repurchased | (522,973) | (6,286,588) | (653,530) | (8,205,476) |
Net increase (decrease) | (49,117) | $(674,103) | 250,909 | $3,082,316 |
Class C shares | ||||
Sold | 38,847 | $433,738 | 104,693 | $1,264,070 |
Distributions reinvested | 19,582 | 215,399 | 16,418 | 192,414 |
Repurchased | (115,634) | (1,336,598) | (214,161) | (2,578,594) |
Net decrease | (57,205) | $(687,461) | (93,050) | $(1,122,110) |
Class I shares | ||||
Sold | 17,799,022 | $213,642,319 | 41,009,799 | $521,959,537 |
Distributions reinvested | 3,588,613 | 42,704,495 | 1,587,124 | 19,807,305 |
Repurchased | (18,540,013) | (225,448,668) | (16,418,545) | (210,753,862) |
Net increase | 2,847,622 | $30,898,146 | 26,178,378 | $331,012,980 |
Class R6 shares | ||||
Sold | 3,311 | $47,493 | 959,930 | $12,268,431 |
Distributions reinvested | 244,458 | 2,940,827 | 104,193 | 1,312,838 |
Repurchased | (426,976) | (5,202,128) | (338,895) | (4,398,334) |
Net increase (decrease) | (179,207) | $(2,213,808) | 725,228 | $9,182,935 |
118 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-22 | Year Ended 10-31-21 | |||
Shares | Amount | Shares | Amount | |
Class NAV shares | ||||
Sold | 1,149,857 | $13,773,235 | 273,507 | $3,584,077 |
Distributions reinvested | 298,065 | 3,588,697 | 173,369 | 2,186,187 |
Repurchased | (347,361) | (4,189,090) | (1,082,461) | (13,770,863) |
Net increase (decrease) | 1,100,561 | $13,172,842 | (635,585) | $(8,000,599) |
Total net increase | 3,662,654 | $40,495,616 | 26,425,880 | $334,155,522 |
Fund | Affiliated Concentration |
John Hancock Funds II Alternative Asset Allocation Fund | 6.0% |
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* | — | $913,669 | $34,705,934 | $(35,618,068) | $(1,581) | $46 | $45,825 | $297 | — |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 119 |
120 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining shareholders’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 121 |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures. |
122 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Jennifer N. Berg, CFA
Robert L. Deresiewicz1
Ann C. Gallo
Bruce L. Glazer
Rebecca D. Sykes, CFA
Michael G. Toman2
Keith E. White
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 123 |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF2182045 | 437SA 4/22 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 1 |
2 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 4/30/2022 (% of net assets) | |
Anglo American PLC | 5.2 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 4.9 |
Samsung Electronics Company, Ltd. | 4.4 |
Tencent Holdings, Ltd. | 3.8 |
Reliance Industries, Ltd. | 3.6 |
AIA Group, Ltd. | 2.9 |
SK Hynix, Inc. | 2.8 |
Itau Unibanco Holding SA | 2.5 |
NAVER Corp. | 2.1 |
ASE Technology Holding Company, Ltd. | 2.1 |
TOTAL | 34.3 |
Cash and cash equivalents are not included. |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 3 |
TOP 10 COUNTRIES AS OF 4/30/2022 (% of net assets) | |
China | 27.5 |
South Korea | 14.5 |
India | 13.0 |
Taiwan | 10.8 |
Hong Kong | 8.4 |
United Kingdom | 5.2 |
Brazil | 4.5 |
Mexico | 4.2 |
South Africa | 1.3 |
Netherlands | 1.1 |
TOTAL | 90.5 |
Cash and cash equivalents are not included. |
4 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | ||||||
1-year | 5-year | Since inception (6-16-15) | 6-month | 5-year | Since inception (6-16-15) | ||
Class A | -34.77 | 2.77 | 2.05 | -31.16 | 14.66 | 14.96 | |
Class C | -32.44 | 3.13 | 2.10 | -28.45 | 16.67 | 15.38 | |
Class I1 | -31.13 | 4.15 | 3.11 | -27.42 | 22.56 | 23.44 | |
Class R21 | -31.22 | 3.97 | 2.92 | -27.51 | 21.48 | 21.87 | |
Class R41 | -31.18 | 4.11 | 3.05 | -27.47 | 22.29 | 22.97 | |
Class R61 | -31.09 | 4.28 | 3.22 | -27.44 | 23.33 | 24.34 | |
Class NAV1 | -31.03 | 4.30 | 3.22 | -27.37 | 23.41 | 24.38 | |
Index† | -18.33 | 4.32 | 3.90 | -14.15 | 23.53 | 30.06 |
Class A | Class C | Class I | Class R2 | Class R4 | Class R6 | Class NAV | |
Gross (%) | 1.40 | 2.10 | 1.10 | 1.49 | 1.34 | 0.99 | 0.98 |
Net (%) | 1.24 | 1.94 | 0.94 | 1.33 | 1.08 | 0.83 | 0.82 |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 5 |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class C2 | 6-16-15 | 11,538 | 11,538 | 13,006 |
Class I1 | 6-16-15 | 12,344 | 12,344 | 13,006 |
Class R21 | 6-16-15 | 12,187 | 12,187 | 13,006 |
Class R41 | 6-16-15 | 12,297 | 12,297 | 13,006 |
Class R61 | 6-16-15 | 12,434 | 12,434 | 13,006 |
Class NAV1 | 6-16-15 | 12,438 | 12,438 | 13,006 |
1 | For certain types of investors, as described in the fund’s prospectuses. |
2 | The contingent deferred sales charge is not applicable. |
6 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 7 |
Account value on 11-1-2021 | Ending value on 4-30-2022 | Expenses paid during period ended 4-30-20221 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $724.60 | $5.30 | 1.24% |
Hypothetical example | 1,000.00 | 1,018.60 | 6.21 | 1.24% | |
Class C | Actual expenses/actual returns | 1,000.00 | 721.90 | 8.28 | 1.94% |
Hypothetical example | 1,000.00 | 1,015.20 | 9.69 | 1.94% | |
Class I | Actual expenses/actual returns | 1,000.00 | 725.80 | 4.02 | 0.94% |
Hypothetical example | 1,000.00 | 1,020.10 | 4.71 | 0.94% | |
Class R2 | Actual expenses/actual returns | 1,000.00 | 724.90 | 5.56 | 1.30% |
Hypothetical example | 1,000.00 | 1,018.30 | 6.51 | 1.30% | |
Class R4 | Actual expenses/actual returns | 1,000.00 | 725.30 | 4.41 | 1.03% |
Hypothetical example | 1,000.00 | 1,019.70 | 5.16 | 1.03% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 725.60 | 3.55 | 0.83% |
Hypothetical example | 1,000.00 | 1,020.70 | 4.16 | 0.83% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 726.30 | 3.55 | 0.83% |
Hypothetical example | 1,000.00 | 1,020.70 | 4.16 | 0.83% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
8 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT |
Shares | Value | ||||
Common stocks 89.3% | $1,723,692,219 | ||||
(Cost $1,772,306,823) | |||||
Argentina 1.1% | 20,805,499 | ||||
MercadoLibre, Inc. (A) | 21,369 | 20,805,499 | |||
Brazil 2.0% | 38,216,328 | ||||
Hapvida Participacoes e Investimentos SA (B) | 13,598,336 | 24,121,888 | |||
Suzano SA | 1,404,600 | 14,094,440 | |||
China 27.5% | 530,516,208 | ||||
Airtac International Group | 1,297,681 | 35,216,694 | |||
Alibaba Group Holding, Ltd. (A) | 3,223,408 | 39,318,129 | |||
Alibaba Group Holding, Ltd., ADR (A) | 193,339 | 18,771,284 | |||
Bairong, Inc. (A)(B) | 3,080,000 | 4,167,895 | |||
Centre Testing International Group Company, Ltd., Class A | 4,247,808 | 13,996,967 | |||
China Merchants Bank Company, Ltd., Class A | 5,529,004 | 33,326,329 | |||
China Tourism Group Duty Free Corp., Ltd., Class A | 512,178 | 13,939,260 | |||
Glodon Company, Ltd., Class A | 2,102,396 | 14,620,402 | |||
Guangzhou Kingmed Diagnostics Group Company, Ltd., Class A | 1,112,271 | 13,680,194 | |||
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 894,199 | 12,017,367 | |||
JD.com, Inc., Class A (A) | 1,247,012 | 38,880,034 | |||
Kingdee International Software Group Company, Ltd. (A) | 10,448,000 | 21,320,124 | |||
Kweichow Moutai Company, Ltd., Class A | 51,476 | 14,252,556 | |||
Lenovo Group, Ltd. | 18,942,000 | 18,392,743 | |||
Li Ning Company, Ltd. | 1,885,000 | 14,692,009 | |||
NARI Technology Company, Ltd., Class A | 5,711,375 | 27,459,563 | |||
Ping An Bank Company, Ltd., Class A | 10,876,166 | 25,142,242 | |||
Sungrow Power Supply Company, Ltd., Class A | 1,641,346 | 15,526,278 | |||
Tencent Holdings, Ltd. | 1,565,700 | 73,783,433 | |||
Wuxi Biologics Cayman, Inc. (A)(B) | 4,363,500 | 32,206,193 | |||
Xinyi Solar Holdings, Ltd. | 20,646,103 | 30,688,906 | |||
Yum China Holdings, Inc. | 457,359 | 19,117,606 | |||
Hong Kong 8.4% | 162,888,476 | ||||
AIA Group, Ltd. | 5,681,600 | 55,814,672 | |||
ASM Pacific Technology, Ltd. | 2,500,200 | 25,196,478 | |||
China Resources Beer Holdings Company, Ltd. | 3,362,000 | 19,747,852 | |||
Hong Kong Exchanges & Clearing, Ltd. | 752,400 | 31,916,037 | |||
Techtronic Industries Company, Ltd. | 2,263,500 | 30,213,437 | |||
Hungary 0.9% | 17,375,829 | ||||
OTP Bank NYRT (A) | 582,506 | 17,375,829 | |||
India 13.0% | 250,462,199 | ||||
Apollo Hospitals Enterprise, Ltd. | 145,051 | 8,372,367 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 9 |
Shares | Value | ||||
India (continued) | |||||
HDFC Bank, Ltd. | 1,968,610 | $35,226,643 | |||
Housing Development Finance Corp., Ltd. | 1,088,716 | 31,373,538 | |||
ICICI Bank, Ltd. | 2,929,678 | 28,153,725 | |||
Infosys, Ltd. | 1,844,145 | 37,386,379 | |||
Jubilant Foodworks, Ltd. | 1,344,703 | 9,475,119 | |||
Metropolis Healthcare, Ltd. (B) | 363,046 | 11,336,234 | |||
Reliance Industries, Ltd. | 1,921,397 | 69,852,711 | |||
Tata Consumer Products, Ltd. | 1,798,548 | 19,285,483 | |||
Indonesia 1.1% | 21,391,919 | ||||
Bank Negara Indonesia Persero Tbk PT | 33,866,700 | 21,391,919 | |||
Mexico 4.2% | 80,890,217 | ||||
Fomento Economico Mexicano SAB de CV | 2,043,900 | 15,287,308 | |||
Grupo Financiero Banorte SAB de CV, Series O | 5,545,900 | 36,553,233 | |||
Wal-Mart de Mexico SAB de CV | 8,195,800 | 29,049,676 | |||
Netherlands 1.1% | 21,631,282 | ||||
Prosus NV (A) | 448,514 | 21,631,282 | |||
Peru 0.7% | 12,955,243 | ||||
Credicorp, Ltd. | 93,277 | 12,955,243 | |||
Poland 0.9% | 17,122,822 | ||||
Dino Polska SA (A)(B) | 264,683 | 17,122,822 | |||
Russia 0.0% | 302,093 | ||||
Sberbank of Russia PJSC, ADR (C) | 558,398 | 302,093 | |||
Singapore 1.0% | 20,359,126 | ||||
Sea, Ltd., ADR (A) | 246,002 | 20,359,126 | |||
South Africa 1.3% | 24,364,321 | ||||
Anglo American Platinum, Ltd. | 90,738 | 10,030,447 | |||
Capitec Bank Holdings, Ltd. | 100,364 | 14,333,874 | |||
South Korea 10.1% | 195,203,562 | ||||
Hana Financial Group, Inc. | 992,754 | 36,857,691 | |||
LG Chem, Ltd. | 96,777 | 39,636,505 | |||
LG Household & Health Care, Ltd. | 31,750 | 22,738,742 | |||
NAVER Corp. | 186,077 | 41,450,334 | |||
SK Hynix, Inc. | 622,178 | 54,520,290 | |||
Taiwan 10.8% | 208,253,648 | ||||
ASE Technology Holding Company, Ltd. | 12,556,000 | 40,058,201 | |||
eMemory Technology, Inc. | 623,000 | 26,182,775 | |||
LandMark Optoelectronics Corp. | 2,223,000 | 10,517,936 | |||
MediaTek, Inc. | 1,359,000 | 37,464,910 | |||
Taiwan Semiconductor Manufacturing Company, Ltd. | 5,200,000 | 94,029,826 |
10 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
United Kingdom 5.2% | $100,953,447 | ||||
Anglo American PLC | 2,282,503 | 100,953,447 | |||
Preferred securities 6.9% | $133,308,654 | ||||
(Cost $108,255,471) | |||||
Brazil 2.5% | 48,124,319 | ||||
Itau Unibanco Holding SA | 9,967,500 | 48,124,319 | |||
South Korea 4.4% | 85,184,335 | ||||
Samsung Electronics Company, Ltd. | 1,816,931 | 85,184,335 | |||
Yield (%) | Shares | Value | |||
Short-term investments 6.8% | $130,163,762 | ||||
(Cost $130,163,762) | |||||
Short-term funds 6.8% | 130,163,762 | ||||
JPMorgan U.S. Treasury Plus Money Market Fund, Institutional Class | 0.2400(D) | 130,163,762 | 130,163,762 |
Total investments (Cost $2,010,726,056) 103.0% | $1,987,164,635 | ||||
Other assets and liabilities, net (3.0%) | (57,573,615) | ||||
Total net assets 100.0% | $1,929,591,020 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(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. Refer to Note 2 to the financial statements. |
(D) | The rate shown is the annualized seven-day yield as of 4-30-22. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 11 |
Assets | |
Unaffiliated investments, at value (Cost $2,010,726,056) | $1,987,164,635 |
Foreign currency, at value (Cost $20,794,211) | 20,786,558 |
Dividends and interest receivable | 753,315 |
Receivable for fund shares sold | 5,110,231 |
Receivable for investments sold | 4,339,873 |
Other assets | 160,299 |
Total assets | 2,018,314,911 |
Liabilities | |
Foreign capital gains tax payable | 4,326,390 |
Payable for investments purchased | 83,462,433 |
Payable for fund shares repurchased | 493,886 |
Payable to affiliates | |
Accounting and legal services fees | 105,877 |
Transfer agent fees | 30,584 |
Distribution and service fees | 170 |
Trustees’ fees | 833 |
Other liabilities and accrued expenses | 303,718 |
Total liabilities | 88,723,891 |
Net assets | $1,929,591,020 |
Net assets consist of | |
Paid-in capital | $2,076,618,677 |
Total distributable earnings (loss) | (147,027,657) |
Net assets | $1,929,591,020 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($20,516,473 ÷ 2,182,406 shares)1 | $9.40 |
Class C ($1,287,267 ÷ 141,571 shares)1 | $9.09 |
Class I ($283,929,157 ÷ 30,115,383 shares) | $9.43 |
Class R2 ($208,775 ÷ 22,215 shares) | $9.40 |
Class R4 ($56,544 ÷ 6,004 shares) | $9.42 |
Class R6 ($42,079,451 ÷ 4,461,107 shares) | $9.43 |
Class NAV ($1,581,513,353 ÷ 167,729,317 shares) | $9.43 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $9.89 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
12 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Investment income | |
Dividends | $15,372,174 |
Interest | 26,565 |
Non-cash dividends | 2,335,594 |
Less foreign taxes withheld | (716,025) |
Total investment income | 17,018,308 |
Expenses | |
Investment management fees | 9,866,046 |
Distribution and service fees | 42,734 |
Accounting and legal services fees | 146,327 |
Transfer agent fees | 189,676 |
Trustees’ fees | 17,139 |
Custodian fees | 498,149 |
State registration fees | 90,274 |
Printing and postage | 15,795 |
Professional fees | 69,576 |
Other | 38,960 |
Total expenses | 10,974,676 |
Less expense reductions | (1,733,755) |
Net expenses | 9,240,921 |
Net investment income | 7,777,387 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | (121,552,526)1 |
(121,552,526) | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (586,025,549)2 |
(586,025,549) | |
Net realized and unrealized loss | (707,578,075) |
Decrease in net assets from operations | $(699,800,688) |
1 | Net of foreign taxes of $(4,120,613). |
2 | Net of $(7,972,160) decrease in deferred foreign withholding taxes. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 13 |
Six months ended 4-30-22 (unaudited) | Year ended 10-31-21 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment income | $7,777,387 | $13,556,317 |
Net realized gain (loss) | (121,552,526) | 254,343,260 |
Change in net unrealized appreciation (depreciation) | (586,025,549) | 32,867,736 |
Increase (decrease) in net assets resulting from operations | (699,800,688) | 300,767,313 |
Distributions to shareholders | ||
From earnings | ||
Class A | (2,213,269) | (268,351) |
Class C | (227,187) | (25,935) |
Class I | (36,979,763) | (1,759,952) |
Class R2 | (30,547) | (4,133) |
Class R4 | (9,380) | (3,889) |
Class R6 | (4,477,713) | (96,767) |
Class NAV | (198,324,133) | (81,597,938) |
Total distributions | (242,261,992) | (83,756,965) |
From fund share transactions | 755,182,556 | 56,062,830 |
Total increase (decrease) | (186,880,124) | 273,073,178 |
Net assets | ||
Beginning of period | 2,116,471,144 | 1,843,397,966 |
End of period | $1,929,591,020 | $2,116,471,144 |
14 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $14.45 | $12.99 | $10.95 | $10.19 | $11.85 | $9.29 |
Net investment income2 | 0.02 | 0.06 | —3 | 0.19 | 0.10 | 0.04 |
Net realized and unrealized gain (loss) on investments | (3.71) | 1.96 | 2.27 | 1.27 | (1.59) | 2.53 |
Total from investment operations | (3.69) | 2.02 | 2.27 | 1.46 | (1.49) | 2.57 |
Less distributions | ||||||
From net investment income | — | (0.07) | (0.23) | (0.04) | (0.04) | (0.01) |
From net realized gain | (1.36) | (0.49) | — | (0.66) | (0.13) | — |
Total distributions | (1.36) | (0.56) | (0.23) | (0.70) | (0.17) | (0.01) |
Net asset value, end of period | $9.40 | $14.45 | $12.99 | $10.95 | $10.19 | $11.85 |
Total return (%)4,5 | (27.54)6 | 15.37 | 21.04 | 15.56 | (12.79) | 27.78 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $21 | $22 | $4 | $3 | $3 | $3 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.407 | 1.40 | 1.44 | 1.42 | 1.44 | 1.51 |
Expenses including reductions | 1.247 | 1.24 | 1.43 | 1.42 | 1.44 | 1.50 |
Net investment income | 0.337 | 0.41 | 0.02 | 1.80 | 0.87 | 0.37 |
Portfolio turnover (%) | 15 | 46 | 54 | 38 | 50 | 54 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Less than $0.005 per share. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 15 |
CLASS C SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $14.07 | $12.69 | $10.71 | $10.00 | $11.68 | $9.20 |
Net investment income (loss)2 | (0.02) | (0.05) | (0.08) | 0.11 | —3 | (0.05) |
Net realized and unrealized gain (loss) on investments | (3.60) | 1.92 | 2.22 | 1.26 | (1.55) | 2.53 |
Total from investment operations | (3.62) | 1.87 | 2.14 | 1.37 | (1.55) | 2.48 |
Less distributions | ||||||
From net investment income | — | — | (0.16) | — | — | — |
From net realized gain | (1.36) | (0.49) | — | (0.66) | (0.13) | — |
Total distributions | (1.36) | (0.49) | (0.16) | (0.66) | (0.13) | — |
Net asset value, end of period | $9.09 | $14.07 | $12.69 | $10.71 | $10.00 | $11.68 |
Total return (%)4,5 | (27.81)6 | 14.56 | 20.26 | 14.74 | (13.44) | 26.96 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $1 | $2 | $1 | $—7 | $—7 | $—7 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 2.108 | 2.10 | 2.14 | 2.12 | 2.14 | 2.21 |
Expenses including reductions | 1.948 | 1.94 | 2.13 | 2.12 | 2.14 | 2.20 |
Net investment income (loss) | (0.41)8 | (0.36) | (0.70) | 1.08 | (0.03) | (0.53) |
Portfolio turnover (%) | 15 | 46 | 54 | 38 | 50 | 54 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Less than $0.005 per share. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
16 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS I SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $14.50 | $13.03 | $10.98 | $10.22 | $11.89 | $9.31 |
Net investment income2 | 0.04 | 0.08 | 0.01 | 0.26 | 0.12 | 0.07 |
Net realized and unrealized gain (loss) on investments | (3.73) | 1.98 | 2.30 | 1.24 | (1.59) | 2.55 |
Total from investment operations | (3.69) | 2.06 | 2.31 | 1.50 | (1.47) | 2.62 |
Less distributions | ||||||
From net investment income | (0.02) | (0.10) | (0.26) | (0.08) | (0.07) | (0.04) |
From net realized gain | (1.36) | (0.49) | — | (0.66) | (0.13) | — |
Total distributions | (1.38) | (0.59) | (0.26) | (0.74) | (0.20) | (0.04) |
Net asset value, end of period | $9.43 | $14.50 | $13.03 | $10.98 | $10.22 | $11.89 |
Total return (%)3 | (27.42)4 | 15.69 | 21.51 | 15.81 | (12.52) | 28.15 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $284 | $67 | $6 | $—5 | $—5 | $—5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.106 | 1.10 | 1.14 | 1.13 | 1.15 | 1.20 |
Expenses including reductions | 0.946 | 0.94 | 1.12 | 1.12 | 1.15 | 1.20 |
Net investment income | 0.656 | 0.51 | 0.07 | 2.53 | 0.97 | 0.66 |
Portfolio turnover (%) | 15 | 46 | 54 | 38 | 50 | 54 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Less than $500,000. |
6 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 17 |
CLASS R2 SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $14.45 | $12.98 | $10.95 | $10.19 | $11.86 | $9.30 |
Net investment income2 | 0.02 | 0.06 | 0.01 | 0.21 | 0.09 | 0.05 |
Net realized and unrealized gain (loss) on investments | (3.71) | 1.97 | 2.26 | 1.27 | (1.58) | 2.54 |
Total from investment operations | (3.69) | 2.03 | 2.27 | 1.48 | (1.49) | 2.59 |
Less distributions | ||||||
From net investment income | — | (0.07) | (0.24) | (0.06) | (0.05) | (0.03) |
From net realized gain | (1.36) | (0.49) | — | (0.66) | (0.13) | — |
Total distributions | (1.36) | (0.56) | (0.24) | (0.72) | (0.18) | (0.03) |
Net asset value, end of period | $9.40 | $14.45 | $12.98 | $10.95 | $10.19 | $11.86 |
Total return (%)3 | (27.51)4 | 15.57 | 21.15 | 15.67 | (12.74) | 27.94 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $—5 | $—5 | $—5 | $—5 | $—5 | $—5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.466 | 1.29 | 1.42 | 1.34 | 1.30 | 1.36 |
Expenses including reductions | 1.306 | 1.13 | 1.40 | 1.33 | 1.29 | 1.35 |
Net investment income | 0.296 | 0.42 | 0.05 | 2.02 | 0.71 | 0.47 |
Portfolio turnover (%) | 15 | 46 | 54 | 38 | 50 | 54 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Less than $500,000. |
6 | Annualized. |
18 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R4 SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $14.48 | $13.02 | $10.97 | $10.21 | $11.88 | $9.31 |
Net investment income2 | 0.03 | 0.07 | 0.03 | 0.20 | 0.10 | 0.06 |
Net realized and unrealized gain (loss) on investments | (3.71) | 1.98 | 2.27 | 1.29 | (1.58) | 2.55 |
Total from investment operations | (3.68) | 2.05 | 2.30 | 1.49 | (1.48) | 2.61 |
Less distributions | ||||||
From net investment income | (0.02) | (0.10) | (0.25) | (0.07) | (0.06) | (0.04) |
From net realized gain | (1.36) | (0.49) | — | (0.66) | (0.13) | — |
Total distributions | (1.38) | (0.59) | (0.25) | (0.73) | (0.19) | (0.04) |
Net asset value, end of period | $9.42 | $14.48 | $13.02 | $10.97 | $10.21 | $11.88 |
Total return (%)3 | (27.47)4 | 15.66 | 21.47 | 15.77 | (12.58) | 28.04 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $—5 | $—5 | $—5 | $—5 | $—5 | $—5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.286 | 1.27 | 1.29 | 1.28 | 1.31 | 1.36 |
Expenses including reductions | 1.036 | 1.02 | 1.17 | 1.17 | 1.20 | 1.26 |
Net investment income | 0.506 | 0.45 | 0.26 | 1.93 | 0.82 | 0.59 |
Portfolio turnover (%) | 15 | 46 | 54 | 38 | 50 | 54 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Less than $500,000. |
6 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 19 |
CLASS R6 SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $14.52 | $13.04 | $10.99 | $10.22 | $11.89 | $9.32 |
Net investment income2 | 0.04 | 0.15 | 0.05 | 0.26 | 0.17 | 0.09 |
Net realized and unrealized gain (loss) on investments | (3.73) | 1.94 | 2.27 | 1.26 | (1.63) | 2.53 |
Total from investment operations | (3.69) | 2.09 | 2.32 | 1.52 | (1.46) | 2.62 |
Less distributions | ||||||
From net investment income | (0.04) | (0.12) | (0.27) | (0.09) | (0.08) | (0.05) |
From net realized gain | (1.36) | (0.49) | — | (0.66) | (0.13) | — |
Total distributions | (1.40) | (0.61) | (0.27) | (0.75) | (0.21) | (0.05) |
Net asset value, end of period | $9.43 | $14.52 | $13.04 | $10.99 | $10.22 | $11.89 |
Total return (%)3 | (27.44)4 | 15.86 | 21.61 | 16.08 | (12.52) | 28.33 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $42 | $43 | $2 | $1 | $1 | $—5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.996 | 0.99 | 1.03 | 1.02 | 1.05 | 1.11 |
Expenses including reductions | 0.836 | 0.84 | 1.02 | 1.01 | 1.04 | 1.10 |
Net investment income | 0.746 | 0.97 | 0.48 | 2.48 | 1.45 | 0.88 |
Portfolio turnover (%) | 15 | 46 | 54 | 38 | 50 | 54 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Less than $500,000. |
6 | Annualized. |
20 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS NAV SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $14.51 | $13.04 | $10.99 | $10.22 | $11.89 | $9.32 |
Net investment income2 | 0.04 | 0.10 | 0.05 | 0.24 | 0.14 | 0.08 |
Net realized and unrealized gain (loss) on investments | (3.72) | 1.98 | 2.27 | 1.28 | (1.60) | 2.54 |
Total from investment operations | (3.68) | 2.08 | 2.32 | 1.52 | (1.46) | 2.62 |
Less distributions | ||||||
From net investment income | (0.04) | (0.12) | (0.27) | (0.09) | (0.08) | (0.05) |
From net realized gain | (1.36) | (0.49) | — | (0.66) | (0.13) | — |
Total distributions | (1.40) | (0.61) | (0.27) | (0.75) | (0.21) | (0.05) |
Net asset value, end of period | $9.43 | $14.51 | $13.04 | $10.99 | $10.22 | $11.89 |
Total return (%)3 | (27.37)4 | 15.79 | 21.62 | 16.10 | (12.51) | 28.33 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $1,582 | $1,982 | $1,830 | $2,010 | $1,010 | $1,076 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.985 | 0.98 | 1.02 | 1.01 | 1.04 | 1.10 |
Expenses including reductions | 0.835 | 0.83 | 1.00 | 1.00 | 1.03 | 1.09 |
Net investment income | 0.735 | 0.65 | 0.46 | 2.29 | 1.18 | 0.75 |
Portfolio turnover (%) | 15 | 46 | 54 | 38 | 50 | 54 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 21 |
22 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Argentina | $20,805,499 | $20,805,499 | — | — |
Brazil | 38,216,328 | 38,216,328 | — | — |
China | 530,516,208 | 37,888,890 | $492,627,318 | — |
Hong Kong | 162,888,476 | — | 162,888,476 | — |
Hungary | 17,375,829 | — | 17,375,829 | — |
India | 250,462,199 | — | 250,462,199 | — |
Indonesia | 21,391,919 | — | 21,391,919 | — |
Mexico | 80,890,217 | 80,890,217 | — | — |
Netherlands | 21,631,282 | — | 21,631,282 | — |
Peru | 12,955,243 | 12,955,243 | — | — |
Poland | 17,122,822 | — | 17,122,822 | — |
Russia | 302,093 | — | — | $302,093 |
Singapore | 20,359,126 | 20,359,126 | — | — |
South Africa | 24,364,321 | — | 24,364,321 | — |
South Korea | 195,203,562 | — | 195,203,562 | — |
Taiwan | 208,253,648 | — | 208,253,648 | — |
United Kingdom | 100,953,447 | — | 100,953,447 | — |
Preferred securities | ||||
Brazil | 48,124,319 | 48,124,319 | — | — |
South Korea | 85,184,335 | — | 85,184,335 | — |
Short-term investments | 130,163,762 | 130,163,762 | — | — |
Total investments in securities | $1,987,164,635 | $389,403,384 | $1,597,459,158 | $302,093 |
SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 23 |
24 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 25 |
Class | Expense reduction |
Class A | $17,360 |
Class C | 1,468 |
Class I | 245,920 |
Class R2 | 201 |
Class | Expense reduction |
Class R4 | $65 |
Class R6 | 34,625 |
Class NAV | 1,434,075 |
Total | $1,733,714 |
26 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
Class | Rule 12b-1 Fee | Service fee |
Class A | 0.30% | — |
Class C | 1.00% | — |
Class R2 | 0.25% | 0.25% |
Class R4 | 0.25% | 0.10% |
Class | Distribution and service fees | Transfer agent fees |
Class A | $32,749 | $12,322 |
Class C | 9,274 | 1,043 |
Class I | — | 174,418 |
Class R2 | 592 | 11 |
Class R4 | 119 | 3 |
Class R6 | — | 1,879 |
Total | $42,734 | $189,676 |
SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 27 |
Six Months Ended 4-30-22 | Year Ended 10-31-21 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 750,938 | $8,803,669 | 1,694,795 | $25,587,768 |
Distributions reinvested | 184,593 | 2,213,269 | 18,647 | 268,323 |
Repurchased | (290,967) | (3,369,113) | (491,514) | (7,211,568) |
Net increase | 644,564 | $7,647,825 | 1,221,928 | $18,644,523 |
Class C shares | ||||
Sold | 13,958 | $157,025 | 164,667 | $2,472,383 |
Distributions reinvested | 19,535 | 227,187 | 1,841 | 25,935 |
Repurchased | (64,668) | (725,486) | (41,340) | (593,630) |
Net increase (decrease) | (31,175) | $(341,274) | 125,168 | $1,904,688 |
Class I shares | ||||
Sold | 26,625,578 | $373,150,830 | 8,078,025 | $120,156,918 |
Distributions reinvested | 3,076,935 | 36,953,995 | 122,219 | 1,759,952 |
Repurchased | (4,176,802) | (47,720,540) | (4,107,670) | (60,155,554) |
Net increase | 25,525,711 | $362,384,285 | 4,092,574 | $61,761,316 |
Class R2 shares | ||||
Sold | 11,525 | $164,127 | 3,678 | $56,598 |
Distributions reinvested | 2,073 | 24,850 | 124 | 1,785 |
Repurchased | (2,447) | (27,963) | (123) | (1,839) |
Net increase | 11,151 | $161,014 | 3,679 | $56,544 |
Class R4 shares | ||||
Sold | 69 | $830 | 2,685 | $41,249 |
Distributions reinvested | 300 | 3,601 | 99 | 1,430 |
Repurchased | (2,219) | (26,298) | (1,403) | (21,143) |
Net increase (decrease) | (1,850) | $(21,867) | 1,381 | $21,536 |
Class R6 shares | ||||
Sold | 1,865,306 | $21,528,468 | 3,075,004 | $46,362,698 |
Distributions reinvested | 372,829 | 4,477,675 | 6,720 | 96,767 |
Repurchased | (771,255) | (8,827,982) | (241,966) | (3,582,794) |
Net increase | 1,466,880 | $17,178,161 | 2,839,758 | $42,876,671 |
28 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-22 | Year Ended 10-31-21 | |||
Shares | Amount | Shares | Amount | |
Class NAV shares | ||||
Sold | 15,171,329 | $175,912,429 | 17,050,306 | $256,442,495 |
Distributions reinvested | 16,513,250 | 198,324,133 | 5,670,461 | 81,597,938 |
Repurchased | (493,483) | (6,062,150) | (26,571,188) | (407,242,881) |
Net increase (decrease) | 31,191,096 | $368,174,412 | (3,850,421) | $(69,202,448) |
Total net increase | 58,806,377 | $755,182,556 | 4,434,067 | $56,062,830 |
Fund | Affiliated Concentration |
John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 18.7% |
John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 14.3% |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 11.1% |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 10.4% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 6.8% |
SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 29 |
30 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining shareholders’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 31 |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures. |
32 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Kathryn Langridge
Talib Saifee
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 33 |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF2181980 | 456SA 4/22 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
2 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 3 |
TOP 5 EQUITY HOLDINGS AS OF 4/30/2022 (% of net assets) | |
Microsoft Corp. | 3.9 |
Alphabet, Inc., Class A | 3.5 |
Amazon.com, Inc. | 3.0 |
Broadcom, Inc. | 2.2 |
Apple, Inc. | 2.2 |
TOTAL | 14.8 |
Cash and cash equivalents are not included. |
TOP 5 BOND ISSUERS AS OF 4/30/2022 (% of net assets) | |
U.S. Treasury | 6.0 |
Federal National Mortgage Association | 5.0 |
Federal Home Loan Mortgage Corp. | 1.7 |
Ford Motor Company | 0.6 |
Bank of America Corp. | 0.5 |
TOTAL | 13.8 |
Cash and cash equivalents are not included. |
4 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | SEC 30-day yield (%) subsidized | SEC 30-day yield (%) unsubsidized† | ||||||
1-year | 5-year | 10-year | 6-month | 5-year | 10-year | as of 4-30-22 | as of 4-30-22 | ||
Class A | -8.83 | 6.93 | 7.69 | -14.02 | 39.79 | 109.72 | 1.32 | 1.32 | |
Class C | -6.15 | 7.15 | 7.43 | -11.14 | 41.26 | 104.69 | 0.67 | 0.66 | |
Class I1 | -4.30 | 8.23 | 8.52 | -9.84 | 48.52 | 126.49 | 1.70 | 1.69 | |
Class R21 | -4.64 | 7.81 | 8.14 | -10.02 | 45.62 | 118.69 | 1.32 | 1.31 | |
Class R41 | -4.41 | 8.07 | 8.35 | -9.88 | 47.43 | 123.05 | 1.55 | 1.43 | |
Class R51 | -4.23 | 8.29 | 8.57 | -9.81 | 48.93 | 127.53 | 1.75 | 1.74 | |
Class R61 | -4.19 | 8.35 | 8.63 | -9.78 | 49.32 | 128.91 | 1.80 | 1.79 | |
Index 1†† | 0.21 | 13.66 | 13.67 | -9.65 | 89.68 | 260.05 | — | — | |
Index 2†† | -8.51 | 1.20 | 1.73 | -9.47 | 6.15 | 18.75 | — | — | |
Index 3†† | -3.16 | 8.85 | 8.99 | -9.46 | 52.83 | 136.53 | — | — |
Class A | Class C | Class I | Class R2 | Class R4 | Class R5 | Class R6 | |
Gross (%) | 1.04 | 1.74 | 0.74 | 1.14 | 0.99 | 0.69 | 0.64 |
Net (%) | 1.03 | 1.73 | 0.73 | 1.13 | 0.88 | 0.68 | 0.63 |
SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 5 |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index 1 ($) | Index 2 ($) | Index 3 ($) | |
Class C2 | 4-30-12 | 20,469 | 20,469 | 36,005 | 11,875 | 23,653 |
Class I1 | 4-30-12 | 22,649 | 22,649 | 36,005 | 11,875 | 23,653 |
Class R21 | 4-30-12 | 21,869 | 21,869 | 36,005 | 11,875 | 23,653 |
Class R41 | 4-30-12 | 22,305 | 22,305 | 36,005 | 11,875 | 23,653 |
Class R51 | 4-30-12 | 22,753 | 22,753 | 36,005 | 11,875 | 23,653 |
Class R61 | 4-30-12 | 22,891 | 22,891 | 36,005 | 11,875 | 23,653 |
1 | For certain types of investors, as described in the fund’s prospectus. |
2 | The contingent deferred sales charge is not applicable. |
6 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 7 |
Account value on 11-1-2021 | Ending value on 4-30-2022 | Expenses paid during period ended 4-30-20221 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $900.40 | $4.81 | 1.02% |
Hypothetical example | 1,000.00 | 1,019.70 | 5.11 | 1.02% | |
Class C | Actual expenses/actual returns | 1,000.00 | 897.40 | 8.09 | 1.72% |
Hypothetical example | 1,000.00 | 1,016.30 | 8.60 | 1.72% | |
Class I | Actual expenses/actual returns | 1,000.00 | 901.60 | 3.39 | 0.72% |
Hypothetical example | 1,000.00 | 1,021.20 | 3.61 | 0.72% | |
Class R2 | Actual expenses/actual returns | 1,000.00 | 899.80 | 5.18 | 1.10% |
Hypothetical example | 1,000.00 | 1,019.30 | 5.51 | 1.10% | |
Class R4 | Actual expenses/actual returns | 1,000.00 | 901.20 | 4.10 | 0.87% |
Hypothetical example | 1,000.00 | 1,020.50 | 4.36 | 0.87% | |
Class R5 | Actual expenses/actual returns | 1,000.00 | 901.90 | 3.16 | 0.67% |
Hypothetical example | 1,000.00 | 1,021.50 | 3.36 | 0.67% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 902.20 | 2.92 | 0.62% |
Hypothetical example | 1,000.00 | 1,021.70 | 3.11 | 0.62% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
8 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT |
Shares | Value | ||||
Common stocks 57.8% | $2,443,178,532 | ||||
(Cost $1,519,822,225) | |||||
Communication services 6.6% | 277,359,204 | ||||
Interactive media and services 4.7% | |||||
Alphabet, Inc., Class A (A) | 64,389 | 146,947,932 | |||
Meta Platforms, Inc., Class A (A) | 258,787 | 51,879,030 | |||
Media 1.9% | |||||
Comcast Corp., Class A | 1,975,157 | 78,532,242 | |||
Consumer discretionary 7.1% | 298,373,620 | ||||
Internet and direct marketing retail 3.0% | |||||
Amazon.com, Inc. (A) | 50,024 | 124,341,155 | |||
Multiline retail 0.8% | |||||
Dollar General Corp. | 140,862 | 33,458,951 | |||
Specialty retail 3.3% | |||||
CarMax, Inc. (A) | 254,759 | 21,853,227 | |||
Dick’s Sporting Goods, Inc. (B) | 378,758 | 36,519,846 | |||
Lowe’s Companies, Inc. | 263,920 | 52,184,902 | |||
Ulta Beauty, Inc. (A) | 75,644 | 30,015,539 | |||
Consumer staples 4.6% | 194,523,897 | ||||
Beverages 0.5% | |||||
Anheuser-Busch InBev SA/NV | 383,515 | 22,067,318 | |||
Food and staples retailing 2.9% | |||||
Sysco Corp. | 404,964 | 34,616,323 | |||
Walmart, Inc. | 559,943 | 85,665,680 | |||
Household products 1.2% | |||||
The Procter & Gamble Company | 324,974 | 52,174,576 | |||
Energy 4.0% | 167,240,769 | ||||
Oil, gas and consumable fuels 4.0% | |||||
ConocoPhillips | 392,168 | 37,459,887 | |||
Devon Energy Corp. | 616,292 | 35,849,706 | |||
Pioneer Natural Resources Company | 154,026 | 35,806,424 | |||
Suncor Energy, Inc. | 903,285 | 32,464,063 | |||
Valero Energy Corp. | 230,182 | 25,660,689 | |||
Financials 7.1% | 298,995,250 | ||||
Banks 2.4% | |||||
Citizens Financial Group, Inc. | 726,635 | 28,629,419 | |||
First Interstate BancSystem, Inc., Class A | 324,344 | 10,547,667 | |||
JPMorgan Chase & Co. | 530,064 | 63,268,439 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 9 |
Shares | Value | ||||
Financials (continued) | |||||
Capital markets 1.2% | |||||
BlackRock, Inc. | 34,209 | $21,369,678 | |||
The Goldman Sachs Group, Inc. | 88,775 | 27,119,875 | |||
Consumer finance 1.0% | |||||
Discover Financial Services | 379,804 | 42,712,758 | |||
Diversified financial services 2.0% | |||||
Berkshire Hathaway, Inc., Class B (A) | 262,543 | 84,756,757 | |||
Insurance 0.5% | |||||
Arthur J. Gallagher & Company | 122,207 | 20,590,657 | |||
Health care 9.1% | 386,146,372 | ||||
Biotechnology 1.0% | |||||
Gilead Sciences, Inc. | 215,061 | 12,761,720 | |||
Incyte Corp. (A) | 149,339 | 11,194,451 | |||
Sage Therapeutics, Inc. (A) | 227,176 | 7,160,588 | |||
Vertex Pharmaceuticals, Inc. (A) | 40,581 | 11,087,541 | |||
Health care equipment and supplies 0.9% | |||||
Abbott Laboratories | 343,216 | 38,955,016 | |||
Health care providers and services 1.6% | |||||
UnitedHealth Group, Inc. | 128,753 | 65,477,338 | |||
Life sciences tools and services 2.1% | |||||
Danaher Corp. | 148,832 | 37,376,180 | |||
PerkinElmer, Inc. | 85,082 | 12,473,872 | |||
Thermo Fisher Scientific, Inc. | 73,863 | 40,840,330 | |||
Pharmaceuticals 3.5% | |||||
AstraZeneca PLC | 301,577 | 40,242,820 | |||
Eli Lilly & Company | 194,667 | 56,868,071 | |||
Pfizer, Inc. | 1,053,769 | 51,708,445 | |||
Industrials 4.1% | 174,102,851 | ||||
Aerospace and defense 0.5% | |||||
Northrop Grumman Corp. | 50,508 | 22,193,215 | |||
Industrial conglomerates 1.8% | |||||
Honeywell International, Inc. | 141,028 | 27,290,328 | |||
Roper Technologies, Inc. | 53,572 | 25,174,554 | |||
Siemens AG | 190,921 | 23,474,745 | |||
Machinery 1.8% | |||||
Deere & Company | 109,015 | 41,158,613 | |||
Ingersoll Rand, Inc. | 791,888 | 34,811,396 | |||
Information technology 12.0% | 508,966,034 | ||||
Communications equipment 1.2% | |||||
Cisco Systems, Inc. | 1,073,749 | 52,592,226 |
10 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Information technology (continued) | |||||
IT services 0.6% | |||||
PayPal Holdings, Inc. (A) | 302,426 | $26,592,318 | |||
Semiconductors and semiconductor equipment 2.9% | |||||
Broadcom, Inc. | 170,058 | 94,278,455 | |||
Micron Technology, Inc. | 448,154 | 30,559,621 | |||
Software 5.1% | |||||
Microsoft Corp. | 594,075 | 164,867,683 | |||
salesforce.com, Inc. (A) | 194,342 | 34,192,531 | |||
SAP SE, ADR (B) | 145,186 | 14,634,749 | |||
Technology hardware, storage and peripherals 2.2% | |||||
Apple, Inc. | 578,804 | 91,248,451 | |||
Materials 2.1% | 90,545,322 | ||||
Chemicals 0.5% | |||||
Linde PLC | 71,256 | 22,229,022 | |||
Containers and packaging 0.5% | |||||
Ball Corp. | 251,506 | 20,412,227 | |||
Metals and mining 1.1% | |||||
Freeport-McMoRan, Inc. | 845,831 | 34,298,447 | |||
Teck Resources, Ltd., Class B | 344,879 | 13,605,626 | |||
Real estate 1.1% | 45,028,633 | ||||
Equity real estate investment trusts 1.1% | |||||
American Tower Corp. | 89,338 | 21,532,245 | |||
Digital Realty Trust, Inc. | 160,802 | 23,496,388 | |||
Utilities 0.0% | 1,896,580 | ||||
Multi-utilities 0.0% | |||||
Algonquin Power & Utilities Corp. | 40,250 | 1,896,580 | |||
Preferred securities 0.1% | $3,385,030 | ||||
(Cost $3,388,975) | |||||
Communication services 0.0% | 785,512 | ||||
Wireless telecommunication services 0.0% | |||||
Telephone & Data Systems, Inc., 6.625% | 33,200 | 785,512 | |||
Financials 0.0% | 181,724 | ||||
Banks 0.0% | |||||
Wells Fargo & Company, 7.500% | 150 | 181,724 | |||
Utilities 0.1% | 2,417,794 | ||||
Electric utilities 0.1% | |||||
NextEra Energy, Inc., 5.279% | 29,840 | 1,399,794 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 11 |
Shares | Value | ||||
Utilities (continued) | |||||
Multi-utilities 0.0% | |||||
DTE Energy Company, 6.250% | 1,413 | $74,041 | |||
NiSource, Inc., 7.750% | 8,300 | 943,959 | |||
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 12.2% | $517,209,565 | ||||
(Cost $563,342,882) | |||||
U.S. Government 6.0% | 253,381,697 | ||||
U.S. Treasury | |||||
Bond | 1.875 | 11-15-51 | 97,448,400 | 76,436,089 | |
Bond | 2.250 | 02-15-52 | 60,556,000 | 51,993,003 | |
Bond | 2.375 | 02-15-42 | 39,343,000 | 34,763,229 | |
Bond | 3.000 | 02-15-47 | 684,000 | 666,366 | |
Note | 1.500 | 02-29-24 | 65,000 | 63,647 | |
Note | 1.500 | 02-15-25 | 13,781,000 | 13,267,442 | |
Note | 1.875 | 02-15-32 | 63,389,000 | 57,882,081 | |
Note | 2.500 | 03-31-27 | 18,685,000 | 18,309,840 | |
U.S. Government Agency 6.2% | 263,827,868 | ||||
Federal Home Loan Mortgage Corp. | |||||
15 Yr Pass Thru | 2.500 | 11-01-34 | 1,820,349 | 1,753,908 | |
30 Yr Pass Thru | 2.000 | 11-01-51 | 1,288,333 | 1,139,761 | |
30 Yr Pass Thru | 2.000 | 12-01-51 | 4,310,655 | 3,811,527 | |
30 Yr Pass Thru | 2.000 | 01-01-52 | 1,500,350 | 1,326,746 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 4,028,033 | 3,695,591 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 1,416,476 | 1,295,145 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 496,476 | 481,265 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 2,226,048 | 2,143,934 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 7,620,040 | 7,327,048 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 2,425,895 | 2,328,828 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 1,823,503 | 1,749,970 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 1,654,245 | 1,594,258 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 2,839,814 | 2,717,652 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 3,907,419 | 3,722,541 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 3,082,201 | 2,933,478 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 862,239 | 821,442 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 4,146,852 | 3,941,574 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 5,474,099 | 5,215,094 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 2,607,146 | 2,572,774 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 1,161,844 | 1,145,800 | |
30 Yr Pass Thru | 3.500 | 11-01-48 | 918,157 | 902,896 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 2,271,400 | 2,214,897 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 453,992 | 457,311 | |
30 Yr Pass Thru | 4.000 | 08-01-48 | 531,209 | 535,757 | |
30 Yr Pass Thru | 4.500 | 03-01-41 | 845,192 | 884,750 |
12 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 5.500 | 11-01-39 | 526,904 | $565,287 | |
Federal National Mortgage Association | |||||
30 Yr Pass Thru | 2.000 | 09-01-50 | 12,367,542 | 10,989,621 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 4,046,680 | 3,595,822 | |
30 Yr Pass Thru | 2.000 | 10-01-50 | 1,610,152 | 1,430,758 | |
30 Yr Pass Thru | 2.000 | 02-01-52 | 18,510,496 | 16,367,179 | |
30 Yr Pass Thru (C) | 2.500 | TBA | 47,166,000 | 43,031,598 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 11,078,370 | 10,196,075 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 12,381,827 | 11,395,722 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 7,542,225 | 6,923,286 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 4,041,268 | 3,709,629 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 4,362,515 | 4,010,989 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 4,462,105 | 4,081,104 | |
30 Yr Pass Thru | 3.000 | 02-01-43 | 344,516 | 331,742 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 123,462 | 119,578 | |
30 Yr Pass Thru | 3.000 | 05-01-43 | 190,629 | 184,633 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 2,188,785 | 2,098,732 | |
30 Yr Pass Thru | 3.000 | 02-01-47 | 1,892,435 | 1,822,263 | |
30 Yr Pass Thru | 3.000 | 10-01-47 | 3,791,969 | 3,637,142 | |
30 Yr Pass Thru | 3.000 | 12-01-47 | 981,523 | 939,300 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 4,414,342 | 4,210,997 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 802,244 | 763,534 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 2,534,854 | 2,394,719 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 1,977,263 | 1,966,849 | |
30 Yr Pass Thru | 3.500 | 06-01-43 | 3,590,547 | 3,569,393 | |
30 Yr Pass Thru | 3.500 | 12-01-44 | 689,753 | 681,810 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 582,111 | 574,862 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 234,497 | 231,576 | |
30 Yr Pass Thru | 3.500 | 07-01-47 | 5,456,825 | 5,370,108 | |
30 Yr Pass Thru | 3.500 | 12-01-47 | 875,723 | 860,438 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 4,751,663 | 4,673,182 | |
30 Yr Pass Thru | 3.500 | 09-01-49 | 533,649 | 520,040 | |
30 Yr Pass Thru | 3.500 | 01-01-50 | 1,684,946 | 1,640,925 | |
30 Yr Pass Thru | 3.500 | 03-01-50 | 3,152,278 | 3,070,907 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 2,203,467 | 2,151,408 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 2,873,158 | 2,793,605 | |
30 Yr Pass Thru (C) | 4.000 | TBA | 28,685,000 | 28,521,406 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 1,067,765 | 1,083,855 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 493,362 | 501,012 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 3,520,053 | 3,573,404 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 4,048,230 | 4,100,949 | |
30 Yr Pass Thru | 4.000 | 04-01-48 | 566,068 | 570,964 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 509,271 | 513,675 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 647,200 | 649,965 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.500 | 11-01-39 | 964,922 | $1,001,509 | |
30 Yr Pass Thru | 4.500 | 09-01-40 | 491,586 | 510,829 | |
30 Yr Pass Thru | 4.500 | 05-01-41 | 312,241 | 324,333 | |
30 Yr Pass Thru | 4.500 | 07-01-41 | 1,174,568 | 1,228,441 | |
30 Yr Pass Thru | 4.500 | 01-01-43 | 379,073 | 396,460 | |
30 Yr Pass Thru | 4.500 | 04-01-48 | 2,222,610 | 2,295,208 | |
30 Yr Pass Thru | 4.500 | 07-01-48 | 912,452 | 934,272 | |
30 Yr Pass Thru | 7.000 | 06-01-32 | 617 | 681 | |
30 Yr Pass Thru | 7.500 | 04-01-31 | 1,099 | 1,218 | |
30 Yr Pass Thru | 8.000 | 01-01-31 | 839 | 927 | |
Foreign government obligations 0.2% | $8,431,491 | ||||
(Cost $8,911,017) | |||||
Argentina 0.0% | 1,831,235 | ||||
Republic of Argentina Bond (2.500% to 7-9-22, then 3.500% to 7-9-29, then 4.875% thereafter) | 2.500 | 07-09-41 | 5,477,000 | 1,831,235 | |
Qatar 0.1% | 2,900,818 | ||||
State of Qatar | |||||
Bond (D) | 3.375 | 03-14-24 | 1,718,000 | 1,725,267 | |
Bond (D) | 5.103 | 04-23-48 | 1,060,000 | 1,175,551 | |
Saudi Arabia 0.1% | 3,699,438 | ||||
Kingdom of Saudi Arabia Bond (D) | 4.375 | 04-16-29 | 3,559,000 | 3,699,438 | |
Corporate bonds 21.4% | $906,371,230 | ||||
(Cost $1,003,587,784) | |||||
Communication services 2.8% | 118,801,694 | ||||
Diversified telecommunication services 0.8% | |||||
AT&T, Inc. | 3.100 | 02-01-43 | 8,521,000 | 6,593,284 | |
AT&T, Inc. | 3.500 | 06-01-41 | 2,780,000 | 2,310,225 | |
AT&T, Inc. | 3.650 | 06-01-51 | 2,823,000 | 2,287,880 | |
AT&T, Inc. | 3.800 | 02-15-27 | 320,000 | 319,138 | |
C&W Senior Financing DAC (D) | 6.875 | 09-15-27 | 1,515,000 | 1,470,020 | |
Connect Finco SARL (D) | 6.750 | 10-01-26 | 2,042,000 | 1,985,845 | |
GCI LLC (D) | 4.750 | 10-15-28 | 860,000 | 797,650 | |
Kenbourne Invest SA (D) | 4.700 | 01-22-28 | 309,000 | 265,277 | |
Kenbourne Invest SA (D) | 6.875 | 11-26-24 | 500,000 | 476,875 | |
Level 3 Financing, Inc. (D) | 3.400 | 03-01-27 | 2,649,000 | 2,384,100 | |
Switch, Ltd. (D) | 3.750 | 09-15-28 | 272,000 | 255,000 | |
Telecom Argentina SA (D) | 8.000 | 07-18-26 | 948,000 | 898,239 | |
Telecom Italia SpA (D) | 5.303 | 05-30-24 | 1,140,000 | 1,118,625 | |
Telefonica Emisiones SA | 5.213 | 03-08-47 | 3,169,000 | 2,980,857 | |
Telesat Canada (D) | 5.625 | 12-06-26 | 738,000 | 526,891 |
14 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Diversified telecommunication services (continued) | |||||
Total Play Telecomunicaciones SA de CV (D) | 6.375 | 09-20-28 | 1,376,000 | $1,146,222 | |
Total Play Telecomunicaciones SA de CV (D) | 7.500 | 11-12-25 | 2,803,000 | 2,599,783 | |
Verizon Communications, Inc. | 4.329 | 09-21-28 | 4,253,000 | 4,277,332 | |
Verizon Communications, Inc. | 4.400 | 11-01-34 | 2,190,000 | 2,157,324 | |
Entertainment 0.5% | |||||
AMC Entertainment Holdings, Inc. (D) | 10.000 | 06-15-26 | 2,413,000 | 2,021,056 | |
Lions Gate Capital Holdings LLC (D) | 5.500 | 04-15-29 | 1,586,000 | 1,405,973 | |
Live Nation Entertainment, Inc. (D) | 4.750 | 10-15-27 | 1,905,000 | 1,789,748 | |
Magallanes, Inc. (D) | 4.279 | 03-15-32 | 3,204,000 | 2,976,178 | |
Netflix, Inc. | 4.875 | 04-15-28 | 3,225,000 | 3,157,082 | |
Netflix, Inc. (D) | 4.875 | 06-15-30 | 1,230,000 | 1,199,262 | |
Netflix, Inc. (D) | 5.375 | 11-15-29 | 435,000 | 435,435 | |
Netflix, Inc. | 5.875 | 11-15-28 | 3,100,000 | 3,193,000 | |
Playtika Holding Corp. (D) | 4.250 | 03-15-29 | 249,000 | 224,339 | |
Take-Two Interactive Software, Inc. | 3.300 | 03-28-24 | 1,884,000 | 1,872,572 | |
Take-Two Interactive Software, Inc. | 3.550 | 04-14-25 | 1,064,000 | 1,053,580 | |
WMG Acquisition Corp. (D) | 3.000 | 02-15-31 | 2,850,000 | 2,377,727 | |
WMG Acquisition Corp. (D) | 3.875 | 07-15-30 | 1,442,000 | 1,290,590 | |
Interactive media and services 0.1% | |||||
ANGI Group LLC (D) | 3.875 | 08-15-28 | 1,213,000 | 960,550 | |
Match Group Holdings II LLC (D) | 3.625 | 10-01-31 | 726,000 | 603,959 | |
Match Group Holdings II LLC (D) | 4.125 | 08-01-30 | 1,271,000 | 1,135,956 | |
Twitter, Inc. (D) | 3.875 | 12-15-27 | 930,000 | 911,684 | |
Media 0.8% | |||||
Altice Financing SA (D) | 5.000 | 01-15-28 | 351,000 | 292,990 | |
Altice France Holding SA (D) | 10.500 | 05-15-27 | 225,000 | 228,094 | |
Cable One, Inc. (D) | 4.000 | 11-15-30 | 448,000 | 384,388 | |
CCO Holdings LLC (D) | 4.500 | 06-01-33 | 1,180,000 | 965,382 | |
Charter Communications Operating LLC | 3.900 | 06-01-52 | 1,314,000 | 948,049 | |
Charter Communications Operating LLC | 4.200 | 03-15-28 | 3,188,000 | 3,080,368 | |
Charter Communications Operating LLC | 4.800 | 03-01-50 | 3,780,000 | 3,096,830 | |
Charter Communications Operating LLC | 5.750 | 04-01-48 | 3,713,000 | 3,486,140 | |
Charter Communications Operating LLC | 6.484 | 10-23-45 | 2,885,000 | 2,907,799 | |
Clear Channel Outdoor Holdings, Inc. (D) | 7.750 | 04-15-28 | 405,000 | 381,713 | |
Comcast Corp. | 4.150 | 10-15-28 | 3,870,000 | 3,890,839 | |
Globo Comunicacao e Participacoes SA (D) | 4.875 | 01-22-30 | 1,890,000 | 1,625,419 | |
LCPR Senior Secured Financing DAC (D) | 5.125 | 07-15-29 | 625,000 | 568,941 | |
LCPR Senior Secured Financing DAC (D) | 6.750 | 10-15-27 | 689,000 | 684,711 | |
News Corp. (D) | 3.875 | 05-15-29 | 1,943,000 | 1,756,904 | |
News Corp. (D) | 5.125 | 02-15-32 | 611,000 | 583,505 | |
Radiate Holdco LLC (D) | 6.500 | 09-15-28 | 801,000 | 704,880 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Media (continued) | |||||
Sirius XM Radio, Inc. (D) | 4.000 | 07-15-28 | 1,754,000 | $1,585,178 | |
Sirius XM Radio, Inc. (D) | 5.000 | 08-01-27 | 2,222,000 | 2,144,230 | |
Stagwell Global LLC (D) | 5.625 | 08-15-29 | 2,712,000 | 2,393,855 | |
Townsquare Media, Inc. (D) | 6.875 | 02-01-26 | 411,000 | 409,192 | |
Univision Communications, Inc. (D) | 4.500 | 05-01-29 | 508,000 | 455,930 | |
Videotron, Ltd. (D) | 3.625 | 06-15-29 | 839,000 | 729,930 | |
Virgin Media Finance PLC (D) | 5.000 | 07-15-30 | 334,000 | 290,580 | |
Wireless telecommunication services 0.6% | |||||
Millicom International Cellular SA (D) | 5.125 | 01-15-28 | 180,000 | 169,650 | |
Millicom International Cellular SA (D) | 6.250 | 03-25-29 | 1,066,500 | 1,056,523 | |
MTN Mauritius Investments, Ltd. (D) | 4.755 | 11-11-24 | 1,260,000 | 1,247,603 | |
Oztel Holdings SPC, Ltd. (D) | 6.625 | 04-24-28 | 785,000 | 813,329 | |
SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year ICE Swap Rate + 4.854%) (E) | 6.875 | 07-19-27 | 2,900,000 | 2,712,428 | |
Sprint Corp. | 7.875 | 09-15-23 | 1,454,000 | 1,526,700 | |
Telefonica Celular del Paraguay SA (D) | 5.875 | 04-15-27 | 1,073,000 | 1,075,167 | |
T-Mobile USA, Inc. | 2.050 | 02-15-28 | 3,552,000 | 3,129,429 | |
T-Mobile USA, Inc. | 2.550 | 02-15-31 | 1,138,000 | 966,554 | |
T-Mobile USA, Inc. | 2.875 | 02-15-31 | 245,000 | 207,968 | |
T-Mobile USA, Inc. | 3.375 | 04-15-29 | 2,210,000 | 1,999,299 | |
T-Mobile USA, Inc. | 3.750 | 04-15-27 | 1,527,000 | 1,484,693 | |
T-Mobile USA, Inc. | 3.875 | 04-15-30 | 3,015,000 | 2,853,513 | |
T-Mobile USA, Inc. | 4.500 | 04-15-50 | 1,885,000 | 1,717,926 | |
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) | 7.000 | 04-04-79 | 2,638,000 | 2,785,807 | |
Consumer discretionary 2.6% | 111,472,620 | ||||
Auto components 0.0% | |||||
Aptiv PLC | 3.250 | 03-01-32 | 840,000 | 741,014 | |
Dealer Tire LLC (D) | 8.000 | 02-01-28 | 642,000 | 628,030 | |
LCM Investments Holdings II LLC (D) | 4.875 | 05-01-29 | 494,000 | 432,902 | |
Automobiles 0.8% | |||||
Daimler Finance North America LLC (D) | 3.500 | 08-03-25 | 895,000 | 887,306 | |
Daimler Trucks Finance North America LLC (D) | 1.625 | 12-13-24 | 1,744,000 | 1,656,123 | |
Ford Motor Company | 3.250 | 02-12-32 | 980,000 | 796,446 | |
Ford Motor Credit Company LLC | 2.900 | 02-16-28 | 330,000 | 282,975 | |
Ford Motor Credit Company LLC | 4.000 | 11-13-30 | 887,000 | 767,255 | |
Ford Motor Credit Company LLC | 4.125 | 08-17-27 | 2,039,000 | 1,890,255 | |
Ford Motor Credit Company LLC | 4.134 | 08-04-25 | 6,042,000 | 5,800,320 | |
Ford Motor Credit Company LLC | 5.113 | 05-03-29 | 3,014,000 | 2,855,765 | |
General Motors Company | 5.400 | 04-01-48 | 1,375,000 | 1,291,153 | |
General Motors Financial Company, Inc. | 2.400 | 10-15-28 | 4,272,000 | 3,654,795 |
16 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Automobiles (continued) | |||||
General Motors Financial Company, Inc. | 3.600 | 06-21-30 | 5,367,000 | $4,827,346 | |
General Motors Financial Company, Inc. | 4.350 | 01-17-27 | 1,998,000 | 1,971,430 | |
Hyundai Capital America (D) | 1.000 | 09-17-24 | 2,134,000 | 1,986,095 | |
Hyundai Capital America (D) | 1.800 | 10-15-25 | 726,000 | 668,958 | |
Hyundai Capital America (D) | 2.375 | 10-15-27 | 726,000 | 646,283 | |
Nissan Motor Acceptance Company LLC (D) | 1.125 | 09-16-24 | 1,076,000 | 999,956 | |
Nissan Motor Acceptance Company LLC (D) | 3.450 | 03-15-23 | 960,000 | 958,866 | |
Diversified consumer services 0.1% | |||||
GEMS MENASA Cayman, Ltd. (D) | 7.125 | 07-31-26 | 1,011,000 | 1,008,270 | |
Service Corp. International | 3.375 | 08-15-30 | 991,000 | 852,260 | |
Service Corp. International | 4.000 | 05-15-31 | 1,326,000 | 1,193,400 | |
Sotheby’s (D) | 7.375 | 10-15-27 | 1,078,000 | 1,062,962 | |
Hotels, restaurants and leisure 1.2% | |||||
Affinity Gaming (D) | 6.875 | 12-15-27 | 579,000 | 542,315 | |
Booking Holdings, Inc. | 4.625 | 04-13-30 | 2,479,000 | 2,534,936 | |
Caesars Resort Collection LLC (D) | 5.750 | 07-01-25 | 656,000 | 669,940 | |
CCM Merger, Inc. (D) | 6.375 | 05-01-26 | 503,000 | 501,743 | |
Choice Hotels International, Inc. | 3.700 | 12-01-29 | 1,287,000 | 1,202,640 | |
Choice Hotels International, Inc. | 3.700 | 01-15-31 | 1,312,000 | 1,212,692 | |
Dave & Buster’s, Inc. (D) | 7.625 | 11-01-25 | 163,000 | 169,113 | |
Expedia Group, Inc. | 2.950 | 03-15-31 | 1,494,000 | 1,282,098 | |
Expedia Group, Inc. | 3.250 | 02-15-30 | 2,321,000 | 2,070,407 | |
Expedia Group, Inc. | 3.800 | 02-15-28 | 3,235,000 | 3,080,988 | |
Expedia Group, Inc. | 4.625 | 08-01-27 | 2,049,000 | 2,058,364 | |
Expedia Group, Inc. | 5.000 | 02-15-26 | 2,689,000 | 2,747,711 | |
Full House Resorts, Inc. (D) | 8.250 | 02-15-28 | 730,000 | 722,839 | |
Hilton Domestic Operating Company, Inc. (D) | 3.625 | 02-15-32 | 1,415,000 | 1,198,321 | |
Hilton Domestic Operating Company, Inc. (D) | 4.000 | 05-01-31 | 666,000 | 595,637 | |
Hilton Domestic Operating Company, Inc. | 4.875 | 01-15-30 | 1,604,000 | 1,547,379 | |
Hilton Domestic Operating Company, Inc. (D) | 5.750 | 05-01-28 | 237,000 | 240,377 | |
Hilton Grand Vacations Borrower Escrow LLC (D) | 4.875 | 07-01-31 | 921,000 | 804,309 | |
Hilton Grand Vacations Borrower Escrow LLC (D) | 5.000 | 06-01-29 | 1,217,000 | 1,098,343 | |
Hyatt Hotels Corp. | 1.800 | 10-01-24 | 1,135,000 | 1,079,020 | |
Hyatt Hotels Corp. | 6.000 | 04-23-30 | 1,190,000 | 1,248,997 | |
International Game Technology PLC (D) | 5.250 | 01-15-29 | 225,000 | 213,383 | |
International Game Technology PLC (D) | 6.500 | 02-15-25 | 765,000 | 778,388 | |
Jacobs Entertainment, Inc. (D) | 6.750 | 02-15-29 | 568,000 | 556,470 | |
Life Time, Inc. (D) | 8.000 | 04-15-26 | 502,000 | 490,125 | |
Marriott International, Inc. | 2.850 | 04-15-31 | 1,894,000 | 1,628,892 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 17 |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Hotels, restaurants and leisure (continued) | |||||
Marriott International, Inc. | 3.125 | 06-15-26 | 650,000 | $629,684 | |
Marriott International, Inc. | 3.500 | 10-15-32 | 1,031,000 | 920,760 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 1,760,000 | 1,735,416 | |
Marriott Ownership Resorts, Inc. (D) | 4.500 | 06-15-29 | 211,000 | 185,680 | |
MGM Resorts International | 4.750 | 10-15-28 | 2,252,000 | 2,068,575 | |
Midwest Gaming Borrower LLC (D) | 4.875 | 05-01-29 | 1,354,000 | 1,188,176 | |
Mohegan Gaming & Entertainment (D) | 8.000 | 02-01-26 | 1,580,000 | 1,402,250 | |
New Red Finance, Inc. (D) | 4.000 | 10-15-30 | 2,782,000 | 2,378,193 | |
Papa John’s International, Inc. (D) | 3.875 | 09-15-29 | 229,000 | 200,306 | |
Premier Entertainment Sub LLC (D) | 5.625 | 09-01-29 | 909,000 | 727,200 | |
Premier Entertainment Sub LLC (D) | 5.875 | 09-01-31 | 2,727,000 | 2,147,513 | |
Resorts World Las Vegas LLC (D) | 4.625 | 04-16-29 | 1,290,000 | 1,123,767 | |
Resorts World Las Vegas LLC (D) | 4.625 | 04-06-31 | 600,000 | 512,895 | |
Travel + Leisure Company (D) | 4.625 | 03-01-30 | 1,354,000 | 1,205,060 | |
Travel + Leisure Company | 6.600 | 10-01-25 | 585,000 | 606,938 | |
Wyndham Hotels & Resorts, Inc. (D) | 4.375 | 08-15-28 | 741,000 | 690,642 | |
Yum! Brands, Inc. | 3.625 | 03-15-31 | 1,378,000 | 1,184,062 | |
Yum! Brands, Inc. (D) | 4.750 | 01-15-30 | 908,000 | 863,735 | |
Household durables 0.1% | |||||
Brookfield Residential Properties, Inc. (D) | 5.000 | 06-15-29 | 773,000 | 683,676 | |
Century Communities, Inc. (D) | 3.875 | 08-15-29 | 1,730,000 | 1,457,681 | |
Century Communities, Inc. | 6.750 | 06-01-27 | 1,349,000 | 1,363,852 | |
Empire Communities Corp. (D) | 7.000 | 12-15-25 | 287,000 | 271,933 | |
KB Home | 4.000 | 06-15-31 | 1,278,000 | 1,092,690 | |
MDC Holdings, Inc. | 2.500 | 01-15-31 | 632,000 | 507,448 | |
Toll Brothers Finance Corp. | 3.800 | 11-01-29 | 285,000 | 258,676 | |
Internet and direct marketing retail 0.2% | |||||
Amazon.com, Inc. | 3.150 | 08-22-27 | 3,769,000 | 3,688,742 | |
Amazon.com, Inc. | 4.050 | 08-22-47 | 1,945,000 | 1,894,818 | |
eBay, Inc. | 2.700 | 03-11-30 | 2,477,000 | 2,181,870 | |
QVC, Inc. | 5.450 | 08-15-34 | 1,560,000 | 1,249,950 | |
Multiline retail 0.1% | |||||
Dollar Tree, Inc. | 4.200 | 05-15-28 | 3,698,000 | 3,669,502 | |
Macy’s Retail Holdings LLC (D) | 5.875 | 04-01-29 | 287,000 | 272,254 | |
Macy’s Retail Holdings LLC (D) | 5.875 | 03-15-30 | 103,000 | 96,650 | |
Macy’s Retail Holdings LLC (D) | 6.125 | 03-15-32 | 188,000 | 173,900 | |
Specialty retail 0.1% | |||||
Asbury Automotive Group, Inc. (D) | 4.625 | 11-15-29 | 274,000 | 246,636 | |
Asbury Automotive Group, Inc. | 4.750 | 03-01-30 | 884,000 | 792,258 | |
AutoNation, Inc. | 4.750 | 06-01-30 | 1,295,000 | 1,275,366 | |
Group 1 Automotive, Inc. (D) | 4.000 | 08-15-28 | 122,000 | 109,767 | |
Ken Garff Automotive LLC (D) | 4.875 | 09-15-28 | 603,000 | 548,754 |
18 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Specialty retail (continued) | |||||
Lithia Motors, Inc. (D) | 3.875 | 06-01-29 | 577,000 | $521,014 | |
Lithia Motors, Inc. (D) | 4.375 | 01-15-31 | 577,000 | 529,398 | |
Lithia Motors, Inc. (D) | 4.625 | 12-15-27 | 288,000 | 274,320 | |
Specialty Building Products Holdings LLC (D) | 6.375 | 09-30-26 | 120,000 | 116,976 | |
Textiles, apparel and luxury goods 0.0% | |||||
Levi Strauss & Company (D) | 3.500 | 03-01-31 | 333,000 | 288,045 | |
Consumer staples 0.6% | 25,405,935 | ||||
Beverages 0.0% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 1,861,000 | 1,752,416 | |
Food and staples retailing 0.1% | |||||
Advantage Sales & Marketing, Inc. (D) | 6.500 | 11-15-28 | 1,755,000 | 1,594,856 | |
Albertsons Companies, Inc. (D) | 3.250 | 03-15-26 | 763,000 | 696,238 | |
Albertsons Companies, Inc. (D) | 3.500 | 03-15-29 | 1,897,000 | 1,598,033 | |
U.S. Foods, Inc. (D) | 4.750 | 02-15-29 | 1,162,000 | 1,073,339 | |
Food products 0.4% | |||||
BRF SA (D) | 5.750 | 09-21-50 | 1,714,000 | 1,343,793 | |
Coruripe Netherlands BV (D) | 10.000 | 02-10-27 | 1,488,000 | 1,287,120 | |
JBS Finance Luxembourg Sarl (D) | 3.625 | 01-15-32 | 1,341,000 | 1,144,476 | |
JBS USA LUX SA (D) | 3.750 | 12-01-31 | 434,000 | 381,920 | |
Kraft Heinz Foods Company | 4.375 | 06-01-46 | 2,004,000 | 1,755,778 | |
Kraft Heinz Foods Company | 4.875 | 10-01-49 | 293,000 | 272,793 | |
Kraft Heinz Foods Company | 5.000 | 06-04-42 | 1,265,000 | 1,216,820 | |
Kraft Heinz Foods Company | 5.500 | 06-01-50 | 1,535,000 | 1,545,700 | |
Kraft Heinz Foods Company | 6.500 | 02-09-40 | 1,107,000 | 1,215,768 | |
MARB BondCo PLC (D) | 3.950 | 01-29-31 | 1,895,000 | 1,574,139 | |
NBM US Holdings, Inc. (D) | 6.625 | 08-06-29 | 1,623,000 | 1,657,505 | |
Post Holdings, Inc. (D) | 5.500 | 12-15-29 | 1,421,000 | 1,293,110 | |
Simmons Foods, Inc. (D) | 4.625 | 03-01-29 | 186,000 | 167,841 | |
Household products 0.1% | |||||
Edgewell Personal Care Company (D) | 4.125 | 04-01-29 | 740,000 | 656,750 | |
Edgewell Personal Care Company (D) | 5.500 | 06-01-28 | 1,520,000 | 1,470,600 | |
Personal products 0.0% | |||||
Natura Cosmeticos SA (D) | 4.125 | 05-03-28 | 889,000 | 797,077 | |
Oriflame Investment Holding PLC (D) | 5.125 | 05-04-26 | 1,277,000 | 909,863 | |
Energy 2.0% | 86,171,740 | ||||
Energy equipment and services 0.1% | |||||
CSI Compressco LP (D) | 7.500 | 04-01-25 | 1,439,000 | 1,384,016 | |
CSI Compressco LP (D) | 7.500 | 04-01-25 | 262,000 | 251,989 | |
CSI Compressco LP (10.000% Cash or 7.250% Cash and 3.500% PIK) (D) | 10.000 | 04-01-26 | 1,156,918 | 1,122,210 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 19 |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Energy equipment and services (continued) | |||||
Inkia Energy, Ltd. (D) | 5.875 | 11-09-27 | 220,000 | $207,627 | |
Oil, gas and consumable fuels 1.9% | |||||
Aker BP ASA (D) | 3.000 | 01-15-25 | 1,070,000 | 1,043,169 | |
Aker BP ASA (D) | 3.750 | 01-15-30 | 1,310,000 | 1,222,027 | |
Aker BP ASA (D) | 4.000 | 01-15-31 | 2,648,000 | 2,489,295 | |
Altera Infrastructure LP (D) | 8.500 | 07-15-23 | 1,216,000 | 668,800 | |
Antero Midstream Partners LP (D) | 5.375 | 06-15-29 | 1,129,000 | 1,058,234 | |
Antero Resources Corp. (D) | 5.375 | 03-01-30 | 230,000 | 224,731 | |
Ascent Resources Utica Holdings LLC (D) | 5.875 | 06-30-29 | 1,387,000 | 1,342,491 | |
Cheniere Energy Partners LP | 4.000 | 03-01-31 | 2,636,000 | 2,385,857 | |
Cheniere Energy Partners LP | 4.500 | 10-01-29 | 2,626,000 | 2,514,395 | |
Continental Resources, Inc. | 4.900 | 06-01-44 | 1,129,000 | 984,940 | |
Coterra Energy, Inc. (D) | 4.375 | 06-01-24 | 1,860,000 | 1,873,007 | |
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (D) | 5.850 | 05-21-43 | 1,062,000 | 965,220 | |
Diamondback Energy, Inc. | 3.125 | 03-24-31 | 1,185,000 | 1,057,462 | |
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) | 5.500 | 07-15-77 | 1,750,000 | 1,676,345 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 1,735,000 | 1,721,988 | |
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) | 6.250 | 03-01-78 | 1,755,000 | 1,769,905 | |
Energean Israel Finance, Ltd. (D) | 5.375 | 03-30-28 | 439,000 | 402,315 | |
Energean Israel Finance, Ltd. (D) | 5.875 | 03-30-31 | 772,000 | 691,513 | |
Energy Transfer LP | 4.200 | 04-15-27 | 1,199,000 | 1,181,274 | |
Energy Transfer LP | 5.150 | 03-15-45 | 1,751,000 | 1,578,346 | |
Energy Transfer LP | 5.250 | 04-15-29 | 3,812,000 | 3,871,973 | |
Energy Transfer LP | 5.400 | 10-01-47 | 1,185,000 | 1,088,810 | |
Energy Transfer LP | 5.500 | 06-01-27 | 1,831,000 | 1,895,494 | |
Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (E) | 6.500 | 11-15-26 | 2,312,000 | 2,196,654 | |
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) | 5.250 | 08-16-77 | 3,068,000 | 2,803,106 | |
EQT Corp. | 7.500 | 02-01-30 | 734,000 | 812,971 | |
Hess Midstream Operations LP (D) | 4.250 | 02-15-30 | 399,000 | 365,999 | |
Hess Midstream Operations LP (D) | 5.500 | 10-15-30 | 178,000 | 175,382 | |
Inversiones Latin America Power Ltda (D) | 5.125 | 06-15-33 | 951,572 | 742,226 | |
Kinder Morgan Energy Partners LP | 7.750 | 03-15-32 | 1,345,000 | 1,615,463 | |
Leviathan Bond, Ltd. (D) | 6.500 | 06-30-27 | 2,940,000 | 2,889,385 | |
Leviathan Bond, Ltd. (D) | 6.750 | 06-30-30 | 256,000 | 249,844 | |
Lundin Energy Finance BV (D) | 2.000 | 07-15-26 | 1,272,000 | 1,147,359 | |
Lundin Energy Finance BV (D) | 3.100 | 07-15-31 | 1,805,000 | 1,573,827 |
20 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
MC Brazil Downstream Trading SARL (D) | 7.250 | 06-30-31 | 1,381,000 | $1,201,470 | |
Midwest Connector Capital Company LLC (D) | 3.900 | 04-01-24 | 2,644,000 | 2,628,038 | |
MPLX LP | 4.000 | 03-15-28 | 1,538,000 | 1,491,111 | |
MPLX LP | 4.125 | 03-01-27 | 310,000 | 307,128 | |
MPLX LP | 4.250 | 12-01-27 | 1,156,000 | 1,145,191 | |
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (E) | 6.875 | 02-15-23 | 3,780,000 | 3,700,620 | |
Ovintiv, Inc. | 7.200 | 11-01-31 | 318,000 | 363,119 | |
Parkland Corp. (D) | 4.500 | 10-01-29 | 823,000 | 720,405 | |
Parkland Corp. (D) | 4.625 | 05-01-30 | 949,000 | 830,375 | |
Petrobras Global Finance BV | 6.900 | 03-19-49 | 800,000 | 753,672 | |
Petrorio Luxembourg Trading Sarl (D) | 6.125 | 06-09-26 | 834,000 | 801,683 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 1,070,000 | 1,049,328 | |
Sabine Pass Liquefaction LLC | 4.500 | 05-15-30 | 2,270,000 | 2,252,363 | |
Sabine Pass Liquefaction LLC | 5.000 | 03-15-27 | 890,000 | 910,200 | |
Sabine Pass Liquefaction LLC | 5.875 | 06-30-26 | 1,274,000 | 1,338,452 | |
Southwestern Energy Company | 4.750 | 02-01-32 | 727,000 | 687,473 | |
Sunoco LP | 4.500 | 05-15-29 | 363,000 | 326,420 | |
Sunoco LP (D) | 4.500 | 04-30-30 | 1,333,000 | 1,202,846 | |
Targa Resources Corp. | 4.950 | 04-15-52 | 2,315,000 | 2,114,346 | |
Targa Resources Partners LP | 4.000 | 01-15-32 | 1,896,000 | 1,719,369 | |
The Williams Companies, Inc. | 3.750 | 06-15-27 | 1,990,000 | 1,941,762 | |
The Williams Companies, Inc. | 4.550 | 06-24-24 | 4,029,000 | 4,082,648 | |
The Williams Companies, Inc. | 5.750 | 06-24-44 | 1,062,000 | 1,104,626 | |
TransCanada PipeLines, Ltd. | 4.250 | 05-15-28 | 1,100,000 | 1,098,541 | |
Venture Global Calcasieu Pass LLC (D) | 3.875 | 08-15-29 | 476,000 | 434,350 | |
Venture Global Calcasieu Pass LLC (D) | 4.125 | 08-15-31 | 794,000 | 720,555 | |
Financials 5.1% | 215,121,136 | ||||
Banks 2.8% | |||||
Australia & New Zealand Banking Group, Ltd. (6.750% to 6-15-26, then 5 Year ICE Swap Rate + 5.168%) (D)(E) | 6.750 | 06-15-26 | 960,000 | 1,005,600 | |
Banco Davivienda SA (6.650% to 4-22-31, then 10 Year CMT + 5.097%) (D)(E) | 6.650 | 04-22-31 | 612,000 | 543,150 | |
Banco Santander SA | 4.379 | 04-12-28 | 1,380,000 | 1,347,576 | |
Bank of America Corp. (1.734% to 7-22-26, then SOFR + 0.960%) | 1.734 | 07-22-27 | 632,000 | 567,146 | |
Bank of America Corp. (2.087% to 6-14-28, then SOFR + 1.060%) | 2.087 | 06-14-29 | 2,867,000 | 2,489,539 | |
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 2,415,000 | 2,085,166 | |
Bank of America Corp. (2.687% to 4-22-31, then SOFR + 1.320%) | 2.687 | 04-22-32 | 4,774,000 | 4,095,561 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 21 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Bank of America Corp. | 3.248 | 10-21-27 | 2,365,000 | $2,250,320 | |
Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) | 3.846 | 03-08-37 | 2,318,000 | 2,062,553 | |
Bank of America Corp. | 3.950 | 04-21-25 | 2,424,000 | 2,411,480 | |
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (E) | 6.300 | 03-10-26 | 3,591,000 | 3,671,798 | |
Barclays PLC | 4.375 | 01-12-26 | 1,430,000 | 1,425,019 | |
Barclays PLC (4.375% to 3-15-28, then 5 Year CMT + 3.410%) (E) | 4.375 | 03-15-28 | 1,977,000 | 1,648,324 | |
BPCE SA (D) | 4.500 | 03-15-25 | 1,825,000 | 1,822,898 | |
Citigroup, Inc. (2.561% to 5-1-31, then SOFR + 1.167%) | 2.561 | 05-01-32 | 1,379,000 | 1,164,026 | |
Citigroup, Inc. | 3.200 | 10-21-26 | 3,106,000 | 2,993,791 | |
Citigroup, Inc. | 4.600 | 03-09-26 | 3,854,000 | 3,881,122 | |
Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (E) | 4.700 | 01-30-25 | 3,243,000 | 2,944,644 | |
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (E) | 6.250 | 08-15-26 | 2,215,000 | 2,213,605 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 2,922,000 | 2,671,442 | |
Credit Agricole SA (D) | 2.811 | 01-11-41 | 1,137,000 | 828,741 | |
Credit Agricole SA (D) | 3.250 | 01-14-30 | 2,476,000 | 2,184,539 | |
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (D)(E) | 7.875 | 01-23-24 | 1,350,000 | 1,383,750 | |
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (E) | 5.100 | 06-30-23 | 1,381,000 | 1,341,296 | |
Freedom Mortgage Corp. (D) | 8.125 | 11-15-24 | 1,212,000 | 1,174,028 | |
Freedom Mortgage Corp. (D) | 8.250 | 04-15-25 | 250,000 | 240,000 | |
HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (E) | 6.375 | 03-30-25 | 342,000 | 343,464 | |
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (E) | 6.500 | 04-16-25 | 375,000 | 374,063 | |
Intesa Sanpaolo SpA (4.198% to 6-1-31, then 1 Year CMT + 2.600%) (D) | 4.198 | 06-01-32 | 974,000 | 806,766 | |
JPMorgan Chase & Co. (2.522% to 4-22-30, then SOFR + 2.040%) | 2.522 | 04-22-31 | 3,693,000 | 3,208,182 | |
JPMorgan Chase & Co. | 2.950 | 10-01-26 | 1,690,000 | 1,619,491 | |
JPMorgan Chase & Co. (2.956% to 5-13-30, then SOFR + 2.515%) | 2.956 | 05-13-31 | 2,524,000 | 2,218,551 | |
JPMorgan Chase & Co. (2.963% to 1-25-32, then SOFR + 1.260%) | 2.963 | 01-25-33 | 594,000 | 522,585 | |
JPMorgan Chase & Co. (3.960% to 1-29-26, then 3 month LIBOR + 1.245%) | 3.960 | 01-29-27 | 2,293,000 | 2,268,868 |
22 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (E) | 4.600 | 02-01-25 | 2,233,000 | $2,063,962 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (E) | 6.750 | 02-01-24 | 2,932,000 | 2,983,559 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 5,010,000 | 5,060,863 | |
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (E) | 7.500 | 06-27-24 | 1,755,000 | 1,790,100 | |
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (E) | 5.125 | 11-01-26 | 755,000 | 741,788 | |
NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) | 3.754 | 11-01-29 | 918,000 | 896,580 | |
NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (E) | 6.000 | 12-29-25 | 2,885,000 | 2,843,312 | |
NatWest Markets PLC (D) | 1.600 | 09-29-26 | 3,802,000 | 3,408,974 | |
PNC Bank NA | 4.050 | 07-26-28 | 543,000 | 536,830 | |
Santander Holdings USA, Inc. (2.490% to 1-6-27, then SOFR + 1.249%) | 2.490 | 01-06-28 | 1,961,000 | 1,776,453 | |
Santander Holdings USA, Inc. | 3.244 | 10-05-26 | 4,279,000 | 4,068,503 | |
Santander Holdings USA, Inc. | 3.450 | 06-02-25 | 4,321,000 | 4,241,776 | |
Santander Holdings USA, Inc. | 3.500 | 06-07-24 | 2,412,000 | 2,397,147 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 870,000 | 858,130 | |
Societe Generale SA (4.750% to 5-26-26, then 5 Year CMT + 3.931%) (D)(E) | 4.750 | 05-26-26 | 1,776,000 | 1,574,663 | |
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (D)(E) | 5.375 | 11-18-30 | 1,688,000 | 1,482,064 | |
The PNC Financial Services Group, Inc. | 3.150 | 05-19-27 | 97,000 | 94,307 | |
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (E) | 3.400 | 09-15-26 | 3,026,000 | 2,602,360 | |
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (E) | 4.850 | 06-01-23 | 1,001,000 | 979,729 | |
The PNC Financial Services Group, Inc. (3 month LIBOR + 3.678%) (E)(F) | 4.964 | 08-01-22 | 1,861,000 | 1,844,872 | |
Wells Fargo & Company (2.393% to 6-2-27, then SOFR + 2.100%) | 2.393 | 06-02-28 | 4,256,000 | 3,871,809 | |
Wells Fargo & Company (2.879% to 10-30-29, then SOFR + 1.432%) | 2.879 | 10-30-30 | 3,365,000 | 3,016,222 | |
Wells Fargo & Company (3.068% to 4-30-40, then SOFR + 2.530%) | 3.068 | 04-30-41 | 1,964,000 | 1,578,682 | |
Wells Fargo & Company (3.350% to 3-2-32, then SOFR + 1.500%) | 3.350 | 03-02-33 | 1,671,000 | 1,518,274 | |
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (E) | 5.875 | 06-15-25 | 4,959,000 | 4,996,193 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 23 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Capital markets 1.2% | |||||
Ares Capital Corp. | 2.150 | 07-15-26 | 2,379,000 | $2,110,104 | |
Ares Capital Corp. | 2.875 | 06-15-28 | 1,511,000 | 1,304,461 | |
Ares Capital Corp. | 3.875 | 01-15-26 | 2,027,000 | 1,945,982 | |
Ares Capital Corp. | 4.200 | 06-10-24 | 1,615,000 | 1,616,016 | |
Blackstone Private Credit Fund (D) | 2.350 | 11-22-24 | 1,987,000 | 1,874,976 | |
Blackstone Private Credit Fund (D) | 2.700 | 01-15-25 | 1,587,000 | 1,491,802 | |
Blackstone Private Credit Fund (D) | 3.250 | 03-15-27 | 450,000 | 403,496 | |
Blackstone Private Credit Fund (D) | 4.000 | 01-15-29 | 2,215,000 | 1,984,597 | |
Cantor Fitzgerald LP (D) | 4.875 | 05-01-24 | 2,164,000 | 2,203,144 | |
Deutsche Bank AG | 0.962 | 11-08-23 | 3,181,000 | 3,065,318 | |
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | 2.311 | 11-16-27 | 1,807,000 | 1,597,857 | |
Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) | 3.742 | 01-07-33 | 2,475,000 | 2,021,840 | |
Lazard Group LLC | 4.375 | 03-11-29 | 1,115,000 | 1,092,921 | |
Macquarie Bank, Ltd. (D) | 3.624 | 06-03-30 | 1,265,000 | 1,135,188 | |
Macquarie Bank, Ltd. (D) | 4.875 | 06-10-25 | 1,635,000 | 1,650,065 | |
Morgan Stanley (2.188% to 4-28-25, then SOFR + 1.990%) | 2.188 | 04-28-26 | 5,557,000 | 5,240,891 | |
Morgan Stanley (2.239% to 7-21-31, then SOFR + 1.178%) | 2.239 | 07-21-32 | 1,141,000 | 941,816 | |
Morgan Stanley (2.484% to 9-16-31, then SOFR + 1.360%) | 2.484 | 09-16-36 | 3,451,000 | 2,760,998 | |
Morgan Stanley | 3.875 | 01-27-26 | 1,493,000 | 1,479,959 | |
MSCI, Inc. (D) | 3.250 | 08-15-33 | 1,436,000 | 1,213,420 | |
MSCI, Inc. (D) | 3.625 | 11-01-31 | 1,605,000 | 1,408,388 | |
S&P Global, Inc. (D) | 4.750 | 08-01-28 | 938,000 | 972,873 | |
The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then SOFR + 1.281%) | 2.615 | 04-22-32 | 5,947,000 | 5,030,157 | |
The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then SOFR + 1.264%) | 2.650 | 10-21-32 | 2,294,000 | 1,935,062 | |
The Goldman Sachs Group, Inc. | 3.850 | 01-26-27 | 4,886,000 | 4,776,406 | |
UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (D)(E) | 7.000 | 01-31-24 | 1,198,000 | 1,217,468 | |
Consumer finance 0.2% | |||||
Ally Financial, Inc. | 5.125 | 09-30-24 | 2,834,000 | 2,917,182 | |
Capital One Financial Corp. (1.343% to 12-6-23, then SOFR + 0.690%) | 1.343 | 12-06-24 | 2,334,000 | 2,242,976 | |
Discover Financial Services | 4.100 | 02-09-27 | 621,000 | 614,409 | |
Enova International, Inc. (D) | 8.500 | 09-01-24 | 142,000 | 142,043 | |
Enova International, Inc. (D) | 8.500 | 09-15-25 | 1,353,000 | 1,346,235 | |
OneMain Finance Corp. | 6.875 | 03-15-25 | 335,000 | 336,675 | |
OneMain Finance Corp. | 8.875 | 06-01-25 | 375,000 | 393,563 | |
Unifin Financiera SAB de CV (D) | 9.875 | 01-28-29 | 1,156,495 | 714,136 |
24 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Diversified financial services 0.2% | |||||
GE Capital International Funding Company | 4.418 | 11-15-35 | 1,299,000 | $1,269,603 | |
Jefferies Group LLC | 4.150 | 01-23-30 | 1,680,000 | 1,590,328 | |
Jefferies Group LLC | 4.850 | 01-15-27 | 2,947,000 | 3,030,899 | |
Voya Financial, Inc. (5.650% to 5-15-23, then 3 month LIBOR + 3.580%) | 5.650 | 05-15-53 | 2,584,000 | 2,570,796 | |
Insurance 0.6% | |||||
Athene Holding, Ltd. | 3.500 | 01-15-31 | 865,000 | 763,561 | |
AXA SA | 8.600 | 12-15-30 | 845,000 | 1,063,593 | |
CNA Financial Corp. | 2.050 | 08-15-30 | 627,000 | 521,356 | |
CNO Financial Group, Inc. | 5.250 | 05-30-25 | 882,000 | 909,563 | |
CNO Financial Group, Inc. | 5.250 | 05-30-29 | 2,373,000 | 2,418,687 | |
Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (D) | 4.125 | 12-15-51 | 1,870,000 | 1,697,025 | |
Liberty Mutual Group, Inc. (7.800% to 3-15-37, then 3 month LIBOR + 3.576%) (D) | 7.800 | 03-15-37 | 36,000 | 45,990 | |
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | 6.400 | 12-15-36 | 1,955,000 | 2,027,746 | |
MetLife, Inc. (9.250% to 4-8-38, then 3 month LIBOR + 5.540%) (D) | 9.250 | 04-08-38 | 320,000 | 395,399 | |
New York Life Insurance Company (D) | 3.750 | 05-15-50 | 1,126,000 | 981,314 | |
Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (D) | 2.750 | 01-21-51 | 2,711,000 | 2,331,460 | |
Nippon Life Insurance Company (5.100% to 10-16-24, then 5 Year U.S. Swap Rate + 3.650%) (D) | 5.100 | 10-16-44 | 1,440,000 | 1,447,200 | |
Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) | 5.125 | 03-01-52 | 1,160,000 | 1,128,100 | |
Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%) | 5.875 | 09-15-42 | 3,687,000 | 3,677,783 | |
SBL Holdings, Inc. (D) | 5.000 | 02-18-31 | 1,703,000 | 1,535,358 | |
Teachers Insurance & Annuity Association of America (D) | 4.270 | 05-15-47 | 2,371,000 | 2,236,700 | |
Unum Group | 4.125 | 06-15-51 | 832,000 | 652,385 | |
Thrifts and mortgage finance 0.1% | |||||
Nationstar Mortgage Holdings, Inc. (D) | 5.125 | 12-15-30 | 684,000 | 594,936 | |
Nationstar Mortgage Holdings, Inc. (D) | 5.500 | 08-15-28 | 887,000 | 807,170 | |
Nationstar Mortgage Holdings, Inc. (D) | 6.000 | 01-15-27 | 254,000 | 246,380 | |
Radian Group, Inc. | 4.500 | 10-01-24 | 985,000 | 959,144 | |
Health care 1.0% | 44,165,072 | ||||
Biotechnology 0.2% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 7,822,000 | 7,278,807 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 25 |
Rate (%) | Maturity date | Par value^ | Value | ||
Health care (continued) | |||||
Health care equipment and supplies 0.0% | |||||
Varex Imaging Corp. (D) | 7.875 | 10-15-27 | 513,000 | $528,390 | |
Health care providers and services 0.6% | |||||
AdaptHealth LLC (D) | 5.125 | 03-01-30 | 912,000 | 784,320 | |
AmerisourceBergen Corp. | 2.800 | 05-15-30 | 1,794,000 | 1,602,956 | |
Anthem, Inc. | 2.250 | 05-15-30 | 560,000 | 482,924 | |
Centene Corp. | 3.000 | 10-15-30 | 2,313,000 | 2,012,310 | |
Centene Corp. | 3.375 | 02-15-30 | 935,000 | 835,376 | |
Centene Corp. | 4.250 | 12-15-27 | 289,000 | 280,330 | |
Centene Corp. | 4.625 | 12-15-29 | 618,000 | 598,548 | |
CVS Health Corp. | 3.750 | 04-01-30 | 1,606,000 | 1,534,581 | |
CVS Health Corp. | 4.300 | 03-25-28 | 830,000 | 833,681 | |
CVS Health Corp. | 5.050 | 03-25-48 | 1,857,000 | 1,868,186 | |
DaVita, Inc. (D) | 3.750 | 02-15-31 | 1,878,000 | 1,530,570 | |
DaVita, Inc. (D) | 4.625 | 06-01-30 | 1,768,000 | 1,538,160 | |
Encompass Health Corp. | 4.500 | 02-01-28 | 462,000 | 427,133 | |
Encompass Health Corp. | 4.625 | 04-01-31 | 535,000 | 472,138 | |
Fresenius Medical Care US Finance III, Inc. (D) | 2.375 | 02-16-31 | 3,207,000 | 2,606,563 | |
HCA, Inc. | 4.125 | 06-15-29 | 1,559,000 | 1,491,588 | |
HCA, Inc. | 5.250 | 04-15-25 | 1,508,000 | 1,553,414 | |
HCA, Inc. | 5.250 | 06-15-26 | 1,425,000 | 1,468,550 | |
Rede D’or Finance Sarl (D) | 4.500 | 01-22-30 | 1,370,000 | 1,197,243 | |
Select Medical Corp. (D) | 6.250 | 08-15-26 | 1,130,000 | 1,121,525 | |
Universal Health Services, Inc. (D) | 1.650 | 09-01-26 | 1,719,000 | 1,527,787 | |
Universal Health Services, Inc. (D) | 2.650 | 10-15-30 | 1,611,000 | 1,354,358 | |
Pharmaceuticals 0.2% | |||||
Bausch Health Companies, Inc. (D) | 6.125 | 04-15-25 | 1,422,000 | 1,426,181 | |
Catalent Pharma Solutions, Inc. (D) | 3.125 | 02-15-29 | 282,000 | 244,703 | |
Catalent Pharma Solutions, Inc. (D) | 5.000 | 07-15-27 | 155,000 | 150,156 | |
Jazz Securities DAC (D) | 4.375 | 01-15-29 | 509,000 | 468,916 | |
Organon & Company (D) | 5.125 | 04-30-31 | 1,470,000 | 1,328,513 | |
Royalty Pharma PLC | 1.750 | 09-02-27 | 1,599,000 | 1,399,605 | |
Viatris, Inc. | 2.300 | 06-22-27 | 743,000 | 657,425 | |
Viatris, Inc. | 2.700 | 06-22-30 | 2,430,000 | 2,006,473 | |
Viatris, Inc. | 4.000 | 06-22-50 | 2,101,000 | 1,553,662 | |
Industrials 2.8% | 118,047,730 | ||||
Aerospace and defense 0.4% | |||||
DAE Funding LLC (D) | 2.625 | 03-20-25 | 1,109,000 | 1,039,082 | |
Huntington Ingalls Industries, Inc. | 4.200 | 05-01-30 | 1,692,000 | 1,659,645 | |
The Boeing Company | 3.200 | 03-01-29 | 1,912,000 | 1,720,367 | |
The Boeing Company | 5.040 | 05-01-27 | 3,251,000 | 3,286,863 | |
The Boeing Company | 5.150 | 05-01-30 | 2,036,000 | 2,019,895 |
26 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Aerospace and defense (continued) | |||||
The Boeing Company | 5.805 | 05-01-50 | 2,172,000 | $2,172,125 | |
TransDigm, Inc. | 5.500 | 11-15-27 | 3,258,000 | 2,987,553 | |
Air freight and logistics 0.0% | |||||
Simpar Europe SA (D) | 5.200 | 01-26-31 | 480,000 | 393,605 | |
Watco Companies LLC (D) | 6.500 | 06-15-27 | 147,000 | 141,855 | |
Airlines 1.0% | |||||
Air Canada 2013-1 Class A Pass Through Trust (D) | 4.125 | 05-15-25 | 671,013 | 648,863 | |
Air Canada 2017-1 Class B Pass Through Trust (D) | 3.700 | 01-15-26 | 535,787 | 511,805 | |
Alaska Airlines 2020-1 Class B Pass Through Trust (D) | 8.000 | 08-15-25 | 617,841 | 653,588 | |
American Airlines 2015-1 Class A Pass Through Trust | 3.375 | 05-01-27 | 4,846,208 | 4,500,916 | |
American Airlines 2015-1 Class B Pass Through Trust | 3.700 | 05-01-23 | 1,102,600 | 1,085,232 | |
American Airlines 2016-1 Class A Pass Through Trust | 4.100 | 01-15-28 | 1,666,658 | 1,499,961 | |
American Airlines 2017-1 Class A Pass Through Trust | 4.000 | 02-15-29 | 484,800 | 416,655 | |
American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 1,056,713 | 999,924 | |
American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 873,613 | 778,929 | |
American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 1,669,024 | 1,393,880 | |
American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 1,127,839 | 1,008,433 | |
American Airlines 2021-1 Class A Pass Through Trust | 2.875 | 07-11-34 | 1,092,000 | 962,157 | |
American Airlines 2021-1 Class B Pass Through Trust | 3.950 | 07-11-30 | 814,000 | 734,337 | |
British Airways 2013-1 Class A Pass Through Trust (D) | 4.625 | 06-20-24 | 703,806 | 699,463 | |
British Airways 2018-1 Class A Pass Through Trust (D) | 4.125 | 09-20-31 | 549,851 | 524,764 | |
British Airways 2020-1 Class A Pass Through Trust (D) | 4.250 | 11-15-32 | 495,454 | 479,610 | |
British Airways 2020-1 Class B Pass Through Trust (D) | 8.375 | 11-15-28 | 380,517 | 413,146 | |
Delta Air Lines, Inc. | 2.900 | 10-28-24 | 2,984,000 | 2,845,781 | |
Delta Air Lines, Inc. | 3.800 | 04-19-23 | 1,722,000 | 1,719,761 | |
Delta Air Lines, Inc. | 4.375 | 04-19-28 | 1,865,000 | 1,745,155 | |
Delta Air Lines, Inc. (D) | 4.500 | 10-20-25 | 370,000 | 367,496 | |
Delta Air Lines, Inc. (D) | 4.750 | 10-20-28 | 1,640,559 | 1,621,425 | |
JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 1,288,742 | 1,158,702 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 27 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Airlines (continued) | |||||
United Airlines 2014-2 Class A Pass Through Trust | 3.750 | 09-03-26 | 2,282,221 | $2,231,234 | |
United Airlines 2014-2 Class B Pass Through Trust | 4.625 | 09-03-22 | 300,946 | 301,774 | |
United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 2,044,412 | 1,745,966 | |
United Airlines 2016-1 Class B Pass Through Trust | 3.650 | 01-07-26 | 2,391,648 | 2,240,382 | |
United Airlines 2018-1 Class B Pass Through Trust | 4.600 | 03-01-26 | 221,824 | 213,521 | |
United Airlines 2019-1 Class A Pass Through Trust | 4.550 | 08-25-31 | 1,557,690 | 1,513,539 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 3,765,058 | 3,841,476 | |
United Airlines 2020-1 Class B Pass Through Trust | 4.875 | 01-15-26 | 756,960 | 728,085 | |
United Airlines, Inc. (D) | 4.375 | 04-15-26 | 140,000 | 135,170 | |
United Airlines, Inc. (D) | 4.625 | 04-15-29 | 288,000 | 264,240 | |
US Airways 2010-1 Class A Pass Through Trust | 6.250 | 04-22-23 | 110,142 | 108,672 | |
US Airways 2011-1 Class A Pass Through Trust | 7.125 | 10-22-23 | 912,139 | 924,990 | |
US Airways 2012-1 Class A Pass Through Trust | 5.900 | 10-01-24 | 267,915 | 272,527 | |
US Airways 2012-2 Class A Pass Through Trust | 4.625 | 06-03-25 | 889,784 | 849,229 | |
Building products 0.1% | |||||
Builders FirstSource, Inc. (D) | 4.250 | 02-01-32 | 1,630,000 | 1,391,613 | |
Builders FirstSource, Inc. (D) | 5.000 | 03-01-30 | 120,000 | 111,000 | |
Builders FirstSource, Inc. (D) | 6.750 | 06-01-27 | 141,000 | 145,406 | |
MIWD Holdco II LLC (D) | 5.500 | 02-01-30 | 290,000 | 250,850 | |
Owens Corning | 3.950 | 08-15-29 | 1,435,000 | 1,403,343 | |
Commercial services and supplies 0.3% | |||||
Albion Financing 1 Sarl (D) | 6.125 | 10-15-26 | 955,000 | 888,150 | |
Allied Universal Holdco LLC (D) | 6.000 | 06-01-29 | 489,000 | 404,648 | |
APX Group, Inc. (D) | 5.750 | 07-15-29 | 1,322,000 | 1,083,181 | |
Cimpress PLC (D) | 7.000 | 06-15-26 | 2,114,000 | 1,971,305 | |
Clean Harbors, Inc. (D) | 4.875 | 07-15-27 | 120,000 | 117,600 | |
Deluxe Corp. (D) | 8.000 | 06-01-29 | 636,000 | 603,507 | |
Garda World Security Corp. (D) | 6.000 | 06-01-29 | 1,037,000 | 859,248 | |
GFL Environmental, Inc. (D) | 3.500 | 09-01-28 | 1,776,000 | 1,580,640 | |
GFL Environmental, Inc. (D) | 4.375 | 08-15-29 | 1,148,000 | 1,018,506 | |
GFL Environmental, Inc. (D) | 4.750 | 06-15-29 | 747,000 | 677,903 | |
Graphic Packaging International LLC (D) | 3.500 | 03-01-29 | 1,359,000 | 1,199,318 |
28 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Commercial services and supplies (continued) | |||||
Legends Hospitality Holding Company LLC (D) | 5.000 | 02-01-26 | 273,000 | $256,197 | |
Prime Security Services Borrower LLC (D) | 3.375 | 08-31-27 | 192,000 | 163,870 | |
Prime Security Services Borrower LLC (D) | 6.250 | 01-15-28 | 792,000 | 709,909 | |
Williams Scotsman International, Inc. (D) | 4.625 | 08-15-28 | 219,000 | 207,273 | |
Construction and engineering 0.1% | |||||
AECOM | 5.125 | 03-15-27 | 1,177,000 | 1,163,759 | |
Global Infrastructure Solutions, Inc. (D) | 5.625 | 06-01-29 | 1,445,000 | 1,316,937 | |
MasTec, Inc. (D) | 4.500 | 08-15-28 | 862,000 | 826,514 | |
Picasso Finance Sub, Inc. (D) | 6.125 | 06-15-25 | 88,000 | 89,637 | |
Quanta Services, Inc. | 0.950 | 10-01-24 | 1,063,000 | 996,162 | |
Tutor Perini Corp. (D) | 6.875 | 05-01-25 | 1,706,000 | 1,597,243 | |
Electrical equipment 0.0% | |||||
Atkore, Inc. (D) | 4.250 | 06-01-31 | 463,000 | 409,755 | |
Vertiv Group Corp. (D) | 4.125 | 11-15-28 | 1,627,000 | 1,417,524 | |
Machinery 0.1% | |||||
Flowserve Corp. | 3.500 | 10-01-30 | 844,000 | 755,803 | |
Hillenbrand, Inc. | 3.750 | 03-01-31 | 1,401,000 | 1,236,383 | |
JB Poindexter & Company, Inc. (D) | 7.125 | 04-15-26 | 419,000 | 419,742 | |
TK Elevator U.S. Newco, Inc. (D) | 5.250 | 07-15-27 | 366,000 | 342,876 | |
Professional services 0.1% | |||||
CoStar Group, Inc. (D) | 2.800 | 07-15-30 | 2,304,000 | 2,005,330 | |
TriNet Group, Inc. (D) | 3.500 | 03-01-29 | 881,000 | 798,406 | |
Road and rail 0.1% | |||||
The Hertz Corp. (D) | 4.625 | 12-01-26 | 181,000 | 164,985 | |
The Hertz Corp. (D) | 5.000 | 12-01-29 | 395,000 | 345,625 | |
Uber Technologies, Inc. (D) | 4.500 | 08-15-29 | 2,598,000 | 2,237,553 | |
Uber Technologies, Inc. (D) | 7.500 | 05-15-25 | 1,178,000 | 1,216,297 | |
Uber Technologies, Inc. (D) | 7.500 | 09-15-27 | 2,073,000 | 2,133,055 | |
Trading companies and distributors 0.6% | |||||
AerCap Ireland Capital DAC | 1.650 | 10-29-24 | 3,195,000 | 2,978,416 | |
AerCap Ireland Capital DAC | 1.750 | 01-30-26 | 2,999,000 | 2,666,082 | |
AerCap Ireland Capital DAC | 2.450 | 10-29-26 | 3,243,000 | 2,884,008 | |
AerCap Ireland Capital DAC | 2.875 | 08-14-24 | 2,008,000 | 1,931,501 | |
AerCap Ireland Capital DAC | 3.650 | 07-21-27 | 576,000 | 539,803 | |
Air Lease Corp. | 2.100 | 09-01-28 | 1,159,000 | 988,799 | |
Air Lease Corp. | 2.875 | 01-15-26 | 923,000 | 863,342 | |
Air Lease Corp. | 3.625 | 12-01-27 | 1,495,000 | 1,407,205 | |
Alta Equipment Group, Inc. (D) | 5.625 | 04-15-26 | 270,000 | 251,016 | |
Ashtead Capital, Inc. (D) | 2.450 | 08-12-31 | 1,113,000 | 907,644 | |
Ashtead Capital, Inc. (D) | 4.250 | 11-01-29 | 747,000 | 713,567 | |
Ashtead Capital, Inc. (D) | 4.375 | 08-15-27 | 1,075,000 | 1,056,188 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 29 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Trading companies and distributors (continued) | |||||
Beacon Roofing Supply, Inc. (D) | 4.125 | 05-15-29 | 1,104,000 | $971,664 | |
BlueLinx Holdings, Inc. (D) | 6.000 | 11-15-29 | 1,477,000 | 1,336,685 | |
Boise Cascade Company (D) | 4.875 | 07-01-30 | 153,000 | 143,889 | |
H&E Equipment Services, Inc. (D) | 3.875 | 12-15-28 | 1,266,000 | 1,102,743 | |
SMBC Aviation Capital Finance DAC (D) | 2.300 | 06-15-28 | 878,000 | 747,821 | |
United Rentals North America, Inc. | 3.875 | 11-15-27 | 785,000 | 751,638 | |
United Rentals North America, Inc. | 3.875 | 02-15-31 | 956,000 | 843,001 | |
United Rentals North America, Inc. | 4.875 | 01-15-28 | 1,865,000 | 1,814,757 | |
Transportation infrastructure 0.0% | |||||
Adani Ports & Special Economic Zone, Ltd. (D) | 3.100 | 02-02-31 | 1,324,000 | 1,069,130 | |
Information technology 1.9% | 78,540,059 | ||||
Communications equipment 0.2% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 2,623,000 | 2,146,291 | |
Motorola Solutions, Inc. | 2.750 | 05-24-31 | 2,559,000 | 2,134,727 | |
Motorola Solutions, Inc. | 4.600 | 05-23-29 | 840,000 | 823,376 | |
Telefonaktiebolaget LM Ericsson | 4.125 | 05-15-22 | 1,834,000 | 1,830,387 | |
IT services 0.2% | |||||
Block, Inc. (D) | 2.750 | 06-01-26 | 472,000 | 430,473 | |
Block, Inc. (D) | 3.500 | 06-01-31 | 643,000 | 538,513 | |
CGI, Inc. (D) | 1.450 | 09-14-26 | 1,976,000 | 1,778,122 | |
Gartner, Inc. (D) | 3.625 | 06-15-29 | 573,000 | 512,835 | |
Gartner, Inc. (D) | 3.750 | 10-01-30 | 257,000 | 229,193 | |
Gartner, Inc. (D) | 4.500 | 07-01-28 | 1,789,000 | 1,714,605 | |
PayPal Holdings, Inc. | 2.850 | 10-01-29 | 2,783,000 | 2,548,129 | |
Sabre GLBL, Inc. (D) | 7.375 | 09-01-25 | 918,000 | 928,507 | |
VeriSign, Inc. | 2.700 | 06-15-31 | 1,300,000 | 1,122,644 | |
VeriSign, Inc. | 5.250 | 04-01-25 | 565,000 | 583,952 | |
Semiconductors and semiconductor equipment 0.8% | |||||
Broadcom, Inc. (D) | 3.419 | 04-15-33 | 2,777,000 | 2,382,501 | |
Broadcom, Inc. | 4.750 | 04-15-29 | 7,062,000 | 7,050,638 | |
Broadcom, Inc. (D) | 4.926 | 05-15-37 | 3,864,000 | 3,612,260 | |
KLA Corp. | 4.100 | 03-15-29 | 1,520,000 | 1,527,766 | |
Marvell Technology, Inc. | 2.450 | 04-15-28 | 2,500,000 | 2,221,926 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 5,466,000 | 5,425,869 | |
Micron Technology, Inc. | 4.975 | 02-06-26 | 912,000 | 934,335 | |
Micron Technology, Inc. | 5.327 | 02-06-29 | 4,718,000 | 4,884,259 | |
NXP BV (D) | 3.250 | 05-11-41 | 863,000 | 674,726 | |
NXP BV (D) | 3.875 | 06-18-26 | 2,812,000 | 2,769,144 | |
Qorvo, Inc. (D) | 1.750 | 12-15-24 | 1,588,000 | 1,498,024 | |
Qorvo, Inc. (D) | 3.375 | 04-01-31 | 1,276,000 | 1,068,752 | |
Renesas Electronics Corp. (D) | 1.543 | 11-26-24 | 1,774,000 | 1,666,058 |
30 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Information technology (continued) | |||||
Software 0.3% | |||||
Autodesk, Inc. | 2.850 | 01-15-30 | 1,513,000 | $1,370,882 | |
Consensus Cloud Solutions, Inc. (D) | 6.500 | 10-15-28 | 1,132,000 | 1,064,080 | |
Infor, Inc. (D) | 1.750 | 07-15-25 | 413,000 | 384,657 | |
Oracle Corp. | 2.950 | 04-01-30 | 5,040,000 | 4,348,095 | |
PTC, Inc. (D) | 4.000 | 02-15-28 | 196,000 | 181,655 | |
Workday, Inc. | 3.500 | 04-01-27 | 1,245,000 | 1,213,568 | |
Workday, Inc. | 3.800 | 04-01-32 | 1,411,000 | 1,335,114 | |
Ziff Davis, Inc. (D) | 4.625 | 10-15-30 | 720,000 | 642,017 | |
Technology hardware, storage and peripherals 0.4% | |||||
Atento Luxco 1 SA (D) | 8.000 | 02-10-26 | 573,000 | 563,481 | |
CDW LLC | 3.250 | 02-15-29 | 460,000 | 404,800 | |
CDW LLC | 3.569 | 12-01-31 | 2,594,000 | 2,271,138 | |
Dell International LLC (D) | 3.450 | 12-15-51 | 2,439,000 | 1,719,847 | |
Dell International LLC | 4.900 | 10-01-26 | 3,270,000 | 3,337,706 | |
Dell International LLC | 5.300 | 10-01-29 | 1,564,000 | 1,611,756 | |
Dell International LLC | 5.850 | 07-15-25 | 1,093,000 | 1,147,464 | |
Dell International LLC | 8.350 | 07-15-46 | 459,000 | 612,506 | |
Western Digital Corp. | 4.750 | 02-15-26 | 2,167,000 | 2,151,181 | |
Xerox Holdings Corp. (D) | 5.500 | 08-15-28 | 1,269,000 | 1,142,100 | |
Materials 1.0% | 42,158,858 | ||||
Chemicals 0.4% | |||||
Braskem Idesa SAPI (D) | 6.990 | 02-20-32 | 1,072,000 | 961,981 | |
Braskem Netherlands Finance BV (D) | 5.875 | 01-31-50 | 2,015,000 | 1,801,410 | |
Braskem Netherlands Finance BV (8.500% to 10-24-25, then 5 Year CMT + 8.220%) (D) | 8.500 | 01-23-81 | 1,381,000 | 1,431,268 | |
CVR Partners LP (D) | 6.125 | 06-15-28 | 539,000 | 528,220 | |
Cydsa SAB de CV (D) | 6.250 | 10-04-27 | 1,207,000 | 1,139,118 | |
FS Luxembourg Sarl (D) | 10.000 | 12-15-25 | 1,815,000 | 1,855,838 | |
INEOS Quattro Finance 2 PLC (D) | 3.375 | 01-15-26 | 320,000 | 292,160 | |
LSB Industries, Inc. (D) | 6.250 | 10-15-28 | 717,000 | 702,617 | |
Methanex Corp. | 4.250 | 12-01-24 | 1,190,000 | 1,171,184 | |
Orbia Advance Corp. SAB de CV (D) | 5.500 | 01-15-48 | 1,569,000 | 1,390,934 | |
Sasol Financing USA LLC | 5.500 | 03-18-31 | 2,154,000 | 1,938,600 | |
Trinseo Materials Operating SCA (D) | 5.125 | 04-01-29 | 928,000 | 817,976 | |
Tronox, Inc. (D) | 4.625 | 03-15-29 | 1,066,000 | 951,405 | |
Valvoline, Inc. (D) | 3.625 | 06-15-31 | 1,712,000 | 1,391,000 | |
WR Grace Holdings LLC (D) | 4.875 | 06-15-27 | 759,000 | 713,612 | |
WR Grace Holdings LLC (D) | 5.625 | 08-15-29 | 684,000 | 582,700 | |
Construction materials 0.1% | |||||
Cemex SAB de CV (D) | 3.875 | 07-11-31 | 1,725,000 | 1,463,162 | |
Cemex SAB de CV (D) | 5.200 | 09-17-30 | 1,176,000 | 1,108,380 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 31 |
Rate (%) | Maturity date | Par value^ | Value | ||
Materials (continued) | |||||
Construction materials (continued) | |||||
Standard Industries, Inc. (D) | 3.375 | 01-15-31 | 706,000 | $563,854 | |
Standard Industries, Inc. (D) | 4.375 | 07-15-30 | 596,000 | 496,978 | |
Standard Industries, Inc. (D) | 5.000 | 02-15-27 | 196,000 | 185,710 | |
Vulcan Materials Company | 3.500 | 06-01-30 | 1,243,000 | 1,179,306 | |
Containers and packaging 0.1% | |||||
Clydesdale Acquisition Holdings, Inc. (D) | 6.625 | 04-15-29 | 137,000 | 136,658 | |
Graham Packaging Company, Inc. (D) | 7.125 | 08-15-28 | 74,000 | 66,724 | |
Mauser Packaging Solutions Holding Company (D) | 8.500 | 04-15-24 | 139,000 | 140,390 | |
Owens-Brockway Glass Container, Inc. (D) | 6.625 | 05-13-27 | 689,000 | 678,665 | |
Pactiv Evergreen Group Issuer LLC (D) | 4.000 | 10-15-27 | 1,811,000 | 1,580,098 | |
Pactiv Evergreen Group Issuer LLC (D) | 4.375 | 10-15-28 | 907,000 | 800,428 | |
Trident TPI Holdings, Inc. (D) | 6.625 | 11-01-25 | 280,000 | 270,200 | |
Metals and mining 0.4% | |||||
Anglo American Capital PLC (D) | 3.875 | 03-16-29 | 460,000 | 436,010 | |
Anglo American Capital PLC (D) | 4.750 | 04-10-27 | 1,100,000 | 1,103,021 | |
Arconic Corp. (D) | 6.000 | 05-15-25 | 304,000 | 305,037 | |
Arconic Corp. (D) | 6.125 | 02-15-28 | 747,000 | 723,656 | |
First Quantum Minerals, Ltd. (D) | 6.500 | 03-01-24 | 500,000 | 500,710 | |
First Quantum Minerals, Ltd. (D) | 6.875 | 03-01-26 | 665,000 | 666,663 | |
First Quantum Minerals, Ltd. (D) | 6.875 | 10-15-27 | 1,134,000 | 1,139,670 | |
First Quantum Minerals, Ltd. (D) | 7.500 | 04-01-25 | 583,000 | 590,162 | |
Freeport-McMoRan, Inc. | 4.250 | 03-01-30 | 2,022,000 | 1,902,500 | |
Freeport-McMoRan, Inc. | 4.625 | 08-01-30 | 2,169,000 | 2,095,210 | |
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 2,369,000 | 2,367,958 | |
Hudbay Minerals, Inc. (D) | 4.500 | 04-01-26 | 288,000 | 266,272 | |
JW Aluminum Continuous Cast Company (D) | 10.250 | 06-01-26 | 461,000 | 478,369 | |
Newmont Corp. | 2.800 | 10-01-29 | 915,000 | 829,808 | |
Novelis Corp. (D) | 4.750 | 01-30-30 | 2,329,000 | 2,142,051 | |
Volcan Cia Minera SAA (D) | 4.375 | 02-11-26 | 303,000 | 271,185 | |
Real estate 0.9% | 38,406,363 | ||||
Equity real estate investment trusts 0.9% | |||||
American Homes 4 Rent LP | 4.250 | 02-15-28 | 1,050,000 | 1,024,555 | |
American Tower Corp. | 3.550 | 07-15-27 | 3,418,000 | 3,261,169 | |
American Tower Corp. | 3.800 | 08-15-29 | 1,140,000 | 1,065,346 | |
Crown Castle International Corp. | 3.300 | 07-01-30 | 287,000 | 259,735 | |
Crown Castle International Corp. | 3.650 | 09-01-27 | 2,307,000 | 2,216,218 | |
Crown Castle International Corp. | 3.800 | 02-15-28 | 926,000 | 891,441 | |
Equinix, Inc. | 1.550 | 03-15-28 | 1,970,000 | 1,678,585 | |
Equinix, Inc. | 1.800 | 07-15-27 | 1,127,000 | 992,271 | |
Equinix, Inc. | 2.500 | 05-15-31 | 3,405,000 | 2,860,427 |
32 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Real estate (continued) | |||||
Equity real estate investment trusts (continued) | |||||
Equinix, Inc. | 3.200 | 11-18-29 | 1,110,000 | $1,006,240 | |
GLP Capital LP | 3.250 | 01-15-32 | 878,000 | 738,688 | |
GLP Capital LP | 5.375 | 04-15-26 | 1,489,000 | 1,518,999 | |
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 2,195,000 | 1,968,017 | |
Host Hotels & Resorts LP | 3.500 | 09-15-30 | 1,591,000 | 1,429,283 | |
Host Hotels & Resorts LP | 4.500 | 02-01-26 | 839,000 | 837,807 | |
Iron Mountain Information Management Services, Inc. (D) | 5.000 | 07-15-32 | 1,304,000 | 1,149,059 | |
Iron Mountain, Inc. (D) | 4.875 | 09-15-29 | 781,000 | 715,431 | |
Iron Mountain, Inc. (D) | 5.250 | 07-15-30 | 1,384,000 | 1,268,491 | |
MGM Growth Properties Operating Partnership LP (D) | 3.875 | 02-15-29 | 798,000 | 756,718 | |
RHP Hotel Properties LP (D) | 4.500 | 02-15-29 | 2,068,000 | 1,868,376 | |
RLJ Lodging Trust LP (D) | 3.750 | 07-01-26 | 824,000 | 762,200 | |
SBA Communications Corp. | 3.875 | 02-15-27 | 2,835,000 | 2,690,982 | |
SBA Tower Trust (D) | 2.836 | 01-15-25 | 1,172,000 | 1,137,290 | |
Uniti Group LP (D) | 6.500 | 02-15-29 | 593,000 | 511,706 | |
Ventas Realty LP | 3.500 | 02-01-25 | 1,355,000 | 1,341,317 | |
VICI Properties LP (D) | 4.125 | 08-15-30 | 1,099,000 | 987,309 | |
VICI Properties LP (D) | 4.625 | 12-01-29 | 1,848,000 | 1,735,272 | |
VICI Properties LP | 4.950 | 02-15-30 | 850,000 | 843,578 | |
VICI Properties LP | 5.125 | 05-15-32 | 442,000 | 438,632 | |
XHR LP (D) | 4.875 | 06-01-29 | 490,000 | 451,221 | |
Utilities 0.7% | 28,080,023 | ||||
Electric utilities 0.4% | |||||
ABY Transmision Sur SA (D) | 6.875 | 04-30-43 | 825,373 | 965,687 | |
Emera US Finance LP | 3.550 | 06-15-26 | 1,667,000 | 1,626,693 | |
FirstEnergy Corp. | 2.650 | 03-01-30 | 1,259,000 | 1,067,670 | |
Instituto Costarricense de Electricidad (D) | 6.375 | 05-15-43 | 515,000 | 421,540 | |
Israel Electric Corp., Ltd. (D) | 6.875 | 06-21-23 | 300,000 | 311,225 | |
NextEra Energy Capital Holdings, Inc. | 3.550 | 05-01-27 | 3,610,000 | 3,538,318 | |
NRG Energy, Inc. (D) | 2.450 | 12-02-27 | 1,813,000 | 1,605,910 | |
NRG Energy, Inc. (D) | 3.375 | 02-15-29 | 420,000 | 355,950 | |
NRG Energy, Inc. (D) | 3.625 | 02-15-31 | 1,054,000 | 877,455 | |
NRG Energy, Inc. (D) | 3.875 | 02-15-32 | 2,092,000 | 1,746,287 | |
NRG Energy, Inc. (D) | 4.450 | 06-15-29 | 1,365,000 | 1,307,777 | |
Vistra Operations Company LLC (D) | 3.700 | 01-30-27 | 3,350,000 | 3,137,673 | |
Vistra Operations Company LLC (D) | 4.300 | 07-15-29 | 2,375,000 | 2,205,716 | |
Gas utilities 0.1% | |||||
AmeriGas Partners LP | 5.500 | 05-20-25 | 1,635,000 | 1,610,279 | |
Suburban Propane Partners LP (D) | 5.000 | 06-01-31 | 852,000 | 774,766 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 33 |
Rate (%) | Maturity date | Par value^ | Value | ||
Utilities (continued) | |||||
Independent power and renewable electricity producers 0.1% | |||||
AES Panama Generation Holdings SRL (D) | 4.375 | 05-31-30 | 1,201,000 | $1,068,890 | |
DPL, Inc. | 4.125 | 07-01-25 | 1,276,000 | 1,224,960 | |
LLPL Capital Pte, Ltd. (D) | 6.875 | 02-04-39 | 130,755 | 127,093 | |
NextEra Energy Operating Partners LP (D) | 3.875 | 10-15-26 | 1,071,000 | 1,010,756 | |
NextEra Energy Operating Partners LP (D) | 4.500 | 09-15-27 | 255,000 | 241,544 | |
Multi-utilities 0.1% | |||||
Dominion Energy, Inc. | 3.375 | 04-01-30 | 2,031,000 | 1,880,609 | |
NiSource, Inc. | 3.600 | 05-01-30 | 1,041,000 | 973,225 | |
Municipal bonds 0.1% | $4,575,423 | ||||
(Cost $5,175,075) | |||||
Golden State Tobacco Securitization Corp. (California) | 4.214 | 06-01-50 | 1,307,000 | 1,094,395 | |
New Jersey Transportation Trust Fund Authority | 4.081 | 06-15-39 | 1,523,000 | 1,375,713 | |
New Jersey Transportation Trust Fund Authority | 4.131 | 06-15-42 | 95,000 | 84,442 | |
State Board of Administration Finance Corp. (Florida) | 1.705 | 07-01-27 | 2,221,000 | 2,020,873 | |
Term loans (G) 0.3% | $10,280,801 | ||||
(Cost $10,563,681) | |||||
Communication services 0.0% | 528,345 | ||||
Media 0.0% | |||||
AP Core Holdings II LLC, High-Yield Term Loan B (1 month LIBOR + 5.500%) | 6.264 | 09-01-27 | 531,000 | 528,345 | |
Consumer discretionary 0.1% | 4,403,577 | ||||
Hotels, restaurants and leisure 0.1% | |||||
Carnival Corp., 2021 Incremental Term Loan B (3 month LIBOR + 3.250%) | 4.000 | 10-18-28 | 2,218,440 | 2,182,390 | |
Fertitta Entertainment LLC, Initial Term Loan B (1 month CME Term SOFR + 4.000%) | 4.700 | 01-27-29 | 630,000 | 626,667 | |
Household durables 0.0% | |||||
Hunter Douglas, Inc., Term Loan (3 month CME Term SOFR + 3.500%) | 4.000 | 02-26-29 | 1,678,000 | 1,594,520 | |
Industrials 0.1% | 2,850,326 | ||||
Commercial services and supplies 0.0% | |||||
TTF Holdings LLC, Term Loan (1 month LIBOR + 4.250%) | 5.063 | 03-31-28 | 356,755 | 353,187 | |
Professional services 0.1% | |||||
CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) | 4.313 | 06-02-28 | 2,663,615 | 2,497,139 |
34 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Information technology 0.1% | $1,274,098 | ||||
Software 0.1% | |||||
Quasar Intermediate Holdings, Ltd., 2022 Term Loan (3 month CME Term SOFR + 4.250%) | 4.750 | 02-01-29 | 1,299,000 | 1,274,098 | |
Materials 0.0% | 1,224,455 | ||||
Containers and packaging 0.0% | |||||
Clydesdale Acquisition Holdings, Inc., Term Loan B (H) | TBD | 04-13-29 | 322,000 | 317,534 | |
Mauser Packaging Solutions Holding Company, 2017 Term Loan B (H) | TBD | 04-03-24 | 926,138 | 906,921 | |
Collateralized mortgage obligations 3.0% | $125,644,076 | ||||
(Cost $136,750,097) | |||||
Commercial and residential 2.3% | 95,637,529 | ||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-R1, Class A1 (D)(I) | 0.990 | 04-25-53 | 1,021,391 | 1,001,442 | |
Series 2021-2, Class A1 (D)(I) | 0.985 | 04-25-66 | 701,903 | 640,931 | |
Series 2021-4, Class A1 (D)(I) | 1.035 | 01-20-65 | 1,566,980 | 1,467,879 | |
Series 2021-5, Class A1 (D)(I) | 0.951 | 07-25-66 | 2,162,917 | 1,946,850 | |
Arroyo Mortgage Trust | |||||
Series 2021-1R, Class A1 (D)(I) | 1.175 | 10-25-48 | 1,225,842 | 1,141,896 | |
BAMLL Commercial Mortgage Securities Trust | |||||
Series 2019-BPR, Class ENM (D)(I) | 3.843 | 11-05-32 | 575,000 | 495,343 | |
BBCMS Mortgage Trust | |||||
Series 2019-C5, Class A2 | 3.043 | 11-15-52 | 665,000 | 653,956 | |
Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 822,000 | 798,917 | |
BBCMS Trust | |||||
Series 2015-MSQ, Class D (D)(I) | 4.123 | 09-15-32 | 385,000 | 384,089 | |
Series 2015-SRCH, Class D (D)(I) | 5.122 | 08-10-35 | 840,000 | 812,088 | |
Benchmark Mortgage Trust | |||||
Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 976,909 | 956,327 | |
Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 780,000 | 757,517 | |
BOCA Commercial Mortgage Trust | |||||
Series 2022-BOCA, Class A (1 month CME Term SOFR + 1.770%) (D)(F) | 2.270 | 05-15-39 | 1,521,000 | 1,518,791 | |
Series 2022-BOCA, Class A (1 month CME Term SOFR + 2.319%) (D)(F) | 2.819 | 05-15-39 | 570,000 | 569,170 | |
BPR Trust | |||||
Series 2022-OANA, Class A (1 month CME Term SOFR + 1.898%) (D)(F) | 2.248 | 04-15-37 | 4,302,000 | 4,293,830 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class A1 (D)(I) | 0.941 | 02-25-49 | 1,023,701 | 965,139 | |
BWAY Mortgage Trust | |||||
Series 2015-1740, Class XA IO (D) | 0.205 | 01-10-35 | 7,015,000 | 104 | |
BX Commercial Mortgage Trust | |||||
Series 2018-BIOA, Class D (1 month LIBOR + 1.321%) (D)(F) | 1.875 | 03-15-37 | 1,636,746 | 1,607,039 | |
Series 2020-VKNG, Class A (1 month LIBOR + 0.930%) (D)(F) | 1.484 | 10-15-37 | 1,643,119 | 1,614,338 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 35 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2021-ACNT, Class A (1 month LIBOR + 0.850%) (D)(F) | 1.405 | 11-15-38 | 1,348,000 | $1,321,404 | |
Series 2021-VOLT, Class C (1 month LIBOR + 1.100%) (D)(F) | 1.654 | 09-15-36 | 1,945,000 | 1,878,615 | |
Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%) (D)(F) | 1.499 | 01-17-39 | 3,220,000 | 3,171,148 | |
CAMB Commercial Mortgage Trust | |||||
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (D)(F) | 2.304 | 12-15-37 | 478,000 | 469,342 | |
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (D)(F) | 3.104 | 12-15-37 | 946,000 | 925,931 | |
Citigroup Commercial Mortgage Trust | |||||
Series 2019-PRM, Class A (D) | 3.341 | 05-10-36 | 1,658,000 | 1,655,355 | |
Series 2019-SMRT, Class A (D) | 4.149 | 01-10-36 | 853,000 | 858,187 | |
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1 (D)(I) | 0.924 | 08-25-66 | 1,573,479 | 1,398,028 | |
Series 2021-3, Class A1 (D)(I) | 0.956 | 09-27-66 | 2,174,023 | 1,927,654 | |
Series 2021-HX1, Class A1 (D)(I) | 1.110 | 10-25-66 | 1,885,804 | 1,732,946 | |
COLT Trust | |||||
Series 2020-RPL1, Class A1 (D)(I) | 1.390 | 01-25-65 | 2,928,766 | 2,722,093 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR2, Class XA IO | 1.682 | 08-15-45 | 1,344,591 | 106 | |
Series 2012-CR3, Class XA IO | 1.988 | 10-15-45 | 4,321,464 | 8,497 | |
Series 2014-CR15, Class XA IO | 0.779 | 02-10-47 | 4,139,698 | 42,542 | |
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | |||||
Series 2018-COR3, Class XA IO | 0.578 | 05-10-51 | 9,602,984 | 217,846 | |
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class D (D)(I) | 4.540 | 08-10-30 | 880,000 | 860,999 | |
Series 2017-PANW, Class A (D) | 3.244 | 10-10-29 | 305,000 | 297,817 | |
Series 2020-CBM, Class A2 (D) | 2.896 | 02-10-37 | 987,000 | 947,393 | |
Credit Suisse Mortgage Capital Certificates | |||||
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (D)(F) | 2.154 | 05-15-36 | 1,390,000 | 1,373,396 | |
Series 2020-NET, Class A (D) | 2.257 | 08-15-37 | 677,353 | 635,704 | |
Series 2021-NQM2, Class A1 (D)(I) | 1.179 | 02-25-66 | 1,326,837 | 1,266,431 | |
Series 2021-NQM3, Class A1 (D)(I) | 1.015 | 04-25-66 | 1,064,913 | 1,002,022 | |
Series 2021-NQM5, Class A1 (D)(I) | 0.938 | 05-25-66 | 1,067,843 | 995,049 | |
Series 2021-NQM6, Class A1 (D)(I) | 1.174 | 07-25-66 | 1,867,142 | 1,710,208 | |
Ellington Financial Mortgage Trust | |||||
Series 2021-1, Class A1 (D)(I) | 0.797 | 02-25-66 | 494,281 | 457,979 | |
Series 2021-2, Class A1 (D)(I) | 0.931 | 06-25-66 | 1,196,513 | 1,089,645 | |
Flagstar Mortgage Trust | |||||
Series 2021-1, Class A2 (D)(I) | 2.500 | 02-01-51 | 2,083,067 | 1,842,106 | |
GCAT Trust | |||||
Series 2021-NQM1, Class A1 (D)(I) | 0.874 | 01-25-66 | 922,312 | 878,483 | |
Series 2021-NQM2, Class A1 (D)(I) | 1.036 | 05-25-66 | 934,121 | 869,190 | |
Series 2021-NQM3, Class A1 (D)(I) | 1.091 | 05-25-66 | 1,440,353 | 1,350,378 | |
GS Mortgage Securities Trust | |||||
Series 2015-590M, Class C (D)(I) | 3.932 | 10-10-35 | 320,000 | 304,918 |
36 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2017-485L, Class C (D)(I) | 4.115 | 02-10-37 | 250,000 | $235,109 | |
Series 2019-GC40, Class A2 | 2.971 | 07-10-52 | 845,000 | 829,344 | |
Series 2020-UPTN, Class A (D) | 2.751 | 02-10-37 | 650,000 | 623,109 | |
GS Mortgage-Backed Securities Trust | |||||
Series 2020-NQM1, Class A1 (D)(I) | 1.382 | 09-27-60 | 251,240 | 244,333 | |
Series 2021-NQM1, Class A1 (D)(I) | 1.017 | 07-25-61 | 622,239 | 591,493 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM1, Class A1 (D)(I) | 1.071 | 06-25-56 | 969,771 | 896,828 | |
IMT Trust | |||||
Series 2017-APTS, Class AFX (D) | 3.478 | 06-15-34 | 330,000 | 326,072 | |
Series 2017-APTS, Class CFX (D)(I) | 3.613 | 06-15-34 | 400,000 | 388,817 | |
Irvine Core Office Trust | |||||
Series 2013-IRV, Class A2 (D)(I) | 3.279 | 05-15-48 | 1,466,000 | 1,459,608 | |
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2012-HSBC, Class XA IO (D) | 1.582 | 07-05-32 | 5,623,800 | 443 | |
Series 2020-NNN, Class AFX (D) | 2.812 | 01-16-37 | 1,161,000 | 1,111,326 | |
KNDL Mortgage Trust | |||||
Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (D)(F) | 1.904 | 05-15-36 | 840,000 | 825,239 | |
Life Mortgage Trust | |||||
Series 2021-BMR, Class A (1 month LIBOR + 0.700%) (D)(F) | 1.254 | 03-15-38 | 1,848,967 | 1,809,740 | |
Series 2021-BMR, Class D (1 month LIBOR + 1.400%) (D)(F) | 1.954 | 03-15-38 | 1,517,706 | 1,459,865 | |
MFA Trust | |||||
Series 2021-NQM1, Class A1 (D)(I) | 1.153 | 04-25-65 | 778,412 | 742,488 | |
Morgan Stanley Capital I Trust | |||||
Series 2017-CLS, Class D (1 month LIBOR + 1.400%) (D)(F) | 1.954 | 11-15-34 | 1,125,000 | 1,115,038 | |
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-285M, Class D (D)(I) | 3.917 | 11-15-32 | 464,000 | 461,258 | |
Series 2018-ALXA, Class C (D)(I) | 4.460 | 01-15-43 | 380,000 | 360,343 | |
NYMT Loan Trust | |||||
Series 2022-CP1, Class A1 (D) | 2.042 | 07-25-61 | 1,068,634 | 1,021,500 | |
OBX Trust | |||||
Series 2020-EXP2, Class A3 (D)(I) | 2.500 | 05-25-60 | 406,155 | 382,989 | |
Series 2021-NQM2, Class A1 (D)(I) | 1.101 | 05-25-61 | 1,649,711 | 1,533,810 | |
Series 2021-NQM3, Class A1 (D)(I) | 1.054 | 07-25-61 | 1,966,554 | 1,780,670 | |
One Market Plaza Trust | |||||
Series 2017-1MKT, Class D (D) | 4.146 | 02-10-32 | 240,000 | 235,530 | |
Provident Funding Mortgage Trust | |||||
Series 2020-F1, Class A2 (D)(I) | 2.000 | 01-25-36 | 1,766,905 | 1,616,938 | |
SLG Office Trust | |||||
Series 2021-OVA, Class D (D) | 2.851 | 07-15-41 | 1,738,000 | 1,459,524 | |
SMRT | |||||
Series 2022-MINI, Class A (1 month CME Term SOFR + 1.000%) (D)(F) | 1.522 | 01-15-39 | 4,367,000 | 4,301,400 | |
Starwood Mortgage Residential Trust | |||||
Series 2022-1, Class A1 (D)(I) | 2.447 | 12-25-66 | 2,074,381 | 1,948,797 | |
Towd Point Mortgage Trust |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 37 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2015-1, Class A5 (D)(I) | 3.170 | 10-25-53 | 566,000 | $559,781 | |
Series 2015-2, Class 1M2 (D)(I) | 3.312 | 11-25-60 | 815,000 | 813,707 | |
Series 2017-2, Class A1 (D)(I) | 2.750 | 04-25-57 | 43,042 | 42,935 | |
Series 2018-1, Class A1 (D)(I) | 3.000 | 01-25-58 | 197,260 | 195,001 | |
Series 2018-4, Class A1 (D)(I) | 3.000 | 06-25-58 | 881,592 | 856,880 | |
Series 2018-5, Class A1A (D)(I) | 3.250 | 07-25-58 | 90,611 | 89,961 | |
Series 2018-6, Class A1A (D)(I) | 3.750 | 03-25-58 | 859,961 | 862,142 | |
Series 2019-1, Class A1 (D)(I) | 3.656 | 03-25-58 | 911,174 | 898,378 | |
Series 2019-4, Class A1 (D)(I) | 2.900 | 10-25-59 | 1,059,946 | 1,036,134 | |
Series 2020-4, Class A1 (D) | 1.750 | 10-25-60 | 1,581,500 | 1,467,259 | |
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (D) | 1.218 | 05-25-65 | 397,821 | 382,075 | |
Series 2021-3, Class A1 (D)(I) | 1.046 | 06-25-66 | 1,636,545 | 1,518,304 | |
Series 2021-4, Class A1 (D)(I) | 0.938 | 07-25-66 | 854,374 | 765,241 | |
Series 2021-5, Class A1 (D)(I) | 1.013 | 09-25-66 | 1,837,199 | 1,665,517 | |
Series 2021-R1, Class A1 (D)(I) | 0.820 | 10-25-63 | 901,743 | 878,294 | |
WF-RBS Commercial Mortgage Trust | |||||
Series 2012-C9, Class XA IO (D) | 2.000 | 11-15-45 | 3,637,674 | 7,251 | |
U.S. Government Agency 0.7% | 30,006,547 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%) (D)(F) | 1.289 | 01-25-42 | 2,312,000 | 2,269,898 | |
Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%) (D)(F) | 1.589 | 02-25-42 | 1,632,288 | 1,616,779 | |
Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%) (D)(F) | 2.689 | 02-25-42 | 1,956,000 | 1,920,819 | |
Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%) (D)(F) | 2.251 | 04-25-42 | 2,191,000 | 2,191,003 | |
Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%) (D)(F) | 3.151 | 04-25-42 | 1,172,000 | 1,172,742 | |
Series K021, Class X1 IO | 1.502 | 06-25-22 | 106,862 | 8 | |
Series K022, Class X1 IO | 1.259 | 07-25-22 | 6,611,272 | 8,431 | |
Federal National Mortgage Association | |||||
Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%) (D)(F) | 2.389 | 03-25-42 | 2,063,208 | 2,065,470 | |
Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%) (D)(F) | 2.289 | 03-25-42 | 910,000 | 910,142 | |
Government National Mortgage Association | |||||
Series 2012-114, Class IO | 0.659 | 01-16-53 | 1,110,886 | 21,461 | |
Series 2016-174, Class IO | 0.848 | 11-16-56 | 2,103,536 | 97,839 | |
Series 2017-109, Class IO | 0.289 | 04-16-57 | 2,315,792 | 59,972 | |
Series 2017-124, Class IO | 0.608 | 01-16-59 | 1,926,981 | 68,849 | |
Series 2017-135, Class IO | 0.725 | 10-16-58 | 2,887,142 | 126,171 | |
Series 2017-140, Class IO | 0.489 | 02-16-59 | 1,351,696 | 50,903 | |
Series 2017-159, Class IO | 0.445 | 06-16-59 | 2,131,070 | 85,106 | |
Series 2017-169, Class IO | 0.589 | 01-16-60 | 24,555,178 | 998,094 |
38 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2017-20, Class IO | 0.612 | 12-16-58 | 3,298,780 | $110,725 | |
Series 2017-22, Class IO | 0.717 | 12-16-57 | 956,551 | 42,313 | |
Series 2017-41, Class IO | 0.627 | 07-16-58 | 2,478,108 | 86,031 | |
Series 2017-46, Class IO | 0.634 | 11-16-57 | 2,913,215 | 118,700 | |
Series 2017-61, Class IO | 0.771 | 05-16-59 | 1,330,958 | 59,258 | |
Series 2018-158, Class IO | 0.751 | 05-16-61 | 3,228,397 | 186,146 | |
Series 2018-35, Class IO | 0.527 | 03-16-60 | 3,971,608 | 170,459 | |
Series 2018-43, Class IO | 0.501 | 05-16-60 | 6,088,484 | 243,999 | |
Series 2018-68, Class IO | 0.423 | 01-16-60 | 6,671,589 | 288,268 | |
Series 2018-69, Class IO | 0.601 | 04-16-60 | 3,593,054 | 190,978 | |
Series 2018-81, Class IO | 0.474 | 01-16-60 | 5,190,925 | 258,661 | |
Series 2018-9, Class IO | 0.468 | 01-16-60 | 7,100,486 | 281,991 | |
Series 2019-131, Class IO | 0.801 | 07-16-61 | 3,122,296 | 192,247 | |
Series 2020-100, Class IO | 0.800 | 05-16-62 | 4,295,005 | 291,125 | |
Series 2020-108, Class IO | 0.850 | 06-16-62 | 25,264,681 | 1,674,331 | |
Series 2020-114, Class IO | 0.811 | 09-16-62 | 11,686,979 | 799,510 | |
Series 2020-118, Class IO | 0.900 | 06-16-62 | 9,784,296 | 692,103 | |
Series 2020-119, Class IO | 0.633 | 08-16-62 | 5,013,353 | 295,741 | |
Series 2020-120, Class IO | 0.786 | 05-16-62 | 2,878,152 | 193,409 | |
Series 2020-137, Class IO | 0.801 | 09-16-62 | 19,724,744 | 1,278,937 | |
Series 2020-150, Class IO | 0.952 | 12-16-62 | 9,277,879 | 707,506 | |
Series 2020-170, Class IO | 0.827 | 11-16-62 | 12,106,420 | 849,181 | |
Series 2020-92, Class IO | 0.876 | 02-16-62 | 9,982,177 | 708,609 | |
Series 2021-110, Class IO | 0.872 | 01-16-63 | 7,403,801 | 536,619 | |
Series 2021-110, Class IO | 0.879 | 11-16-63 | 7,636,791 | 587,793 | |
Series 2021-163, Class IO | 0.796 | 03-16-64 | 9,559,985 | 687,687 | |
Series 2021-3, Class IO | 0.871 | 09-16-62 | 21,211,494 | 1,532,566 | |
Series 2021-40, Class IO | 0.822 | 02-16-63 | 4,424,555 | 315,887 | |
Series 2022-17, Class IO | 0.802 | 06-16-64 | 11,397,000 | 848,796 | |
Series 2022-21, Class IO | 0.784 | 10-16-63 | 4,969,625 | 365,146 | |
Series 2022-53, Class IO | 0.713 | 06-16-64 | 18,449,791 | 1,249,807 | |
Series 2022-57, Class IO | 0.756 | 09-16-63 | 7,141,043 | 498,331 | |
Asset backed securities 3.5% | $149,687,317 | ||||
(Cost $161,128,763) | |||||
Asset backed securities 3.5% | 149,687,317 | ||||
Aligned Data Centers Issuer LLC | |||||
Series 2021-1A, Class A2 (D) | 1.937 | 08-15-46 | 3,805,000 | 3,436,673 | |
AMSR Trust | |||||
Series 2020-SFR4, Class A (D) | 1.355 | 11-17-37 | 2,300,000 | 2,112,460 | |
Series 2021-SFR4, Class A (D) | 2.117 | 12-17-38 | 1,135,000 | 1,032,804 | |
Applebee’s Funding LLC | |||||
Series 2019-1A, Class A2I (D) | 4.194 | 06-05-49 | 2,545,290 | 2,516,846 | |
Aqua Finance Trust | |||||
Series 2021-A, Class A (D) | 1.540 | 07-17-46 | 1,058,251 | 997,816 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 39 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Arby’s Funding LLC | |||||
Series 2020-1A, Class A2 (D) | 3.237 | 07-30-50 | 2,694,960 | $2,513,506 | |
Avis Budget Rental Car Funding AESOP LLC | |||||
Series 2019-3A, Class A (D) | 2.360 | 03-20-26 | 2,401,000 | 2,311,294 | |
Series 2020-1A, Class A (D) | 2.330 | 08-20-26 | 2,091,000 | 1,995,282 | |
Bojangles Issuer LLC | |||||
Series 2020-1A, Class A2 (D) | 3.832 | 10-20-50 | 854,858 | 821,922 | |
BRE Grand Islander Timeshare Issuer LLC | |||||
Series 2019-A, Class A (D) | 3.280 | 09-26-33 | 760,853 | 741,043 | |
Carlyle U.S. CLO, Ltd. | |||||
Series 2019-2A, Class A1R (3 month LIBOR + 1.120%) (D)(F) | 2.164 | 07-15-32 | 1,165,000 | 1,156,311 | |
CarMax Auto Owner Trust | |||||
Series 2022-1, Class A3 | 1.470 | 12-15-26 | 1,297,000 | 1,244,508 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (D) | 4.170 | 02-15-50 | 1,485,000 | 1,446,028 | |
CF Hippolyta LLC | |||||
Series 2020-1, Class A1 (D) | 1.690 | 07-15-60 | 2,605,025 | 2,416,358 | |
Series 2021-1A, Class A1 (D) | 1.530 | 03-15-61 | 2,610,916 | 2,377,802 | |
Chase Auto Credit Linked Notes | |||||
Series 2021-3, Class B (D) | 0.760 | 02-26-29 | 1,219,414 | 1,179,206 | |
CLI Funding VI LLC | |||||
Series 2020-1A, Class A (D) | 2.080 | 09-18-45 | 3,056,854 | 2,798,620 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (D) | 1.640 | 02-18-46 | 2,491,604 | 2,242,803 | |
Series 2022-1A, Class A1 (D) | 2.720 | 01-18-47 | 1,717,965 | 1,582,914 | |
CoreVest American Finance Trust | |||||
Series 2019-3, Class A (D) | 2.705 | 10-15-52 | 332,420 | 319,189 | |
DataBank Issuer | |||||
Series 2021-1A, Class A2 (D) | 2.060 | 02-27-51 | 1,183,000 | 1,083,242 | |
DB Master Finance LLC | |||||
Series 2017-1A, Class A2II (D) | 4.030 | 11-20-47 | 823,680 | 808,143 | |
Series 2021-1A, Class A2I (D) | 2.045 | 11-20-51 | 4,118,678 | 3,692,118 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (D) | 3.475 | 04-15-49 | 514,000 | 459,582 | |
Domino’s Pizza Master Issuer LLC | |||||
Series 2017-1A, Class A23 (D) | 4.118 | 07-25-47 | 2,844,733 | 2,795,695 | |
Series 2021-1A, Class A2I (D) | 2.662 | 04-25-51 | 1,876,050 | 1,683,192 | |
Driven Brands Funding LLC | |||||
Series 2020-2A, Class A2 (D) | 3.237 | 01-20-51 | 1,508,900 | 1,355,627 | |
Series 2021-1A, Class A2 (D) | 2.791 | 10-20-51 | 2,384,020 | 2,066,633 | |
Elmwood CLO IV, Ltd. | |||||
Series 2020-1A, Class A (3 month LIBOR + 1.240%) (D)(F) | 2.284 | 04-15-33 | 1,874,000 | 1,864,665 | |
FirstKey Homes Trust | |||||
Series 2020-SFR1, Class A (D) | 1.339 | 08-17-37 | 3,069,138 | 2,829,624 | |
Series 2020-SFR2, Class A (D) | 1.266 | 10-19-37 | 3,725,237 | 3,390,955 | |
Series 2021-SFR1, Class A (D) | 1.538 | 08-17-38 | 2,617,353 | 2,373,623 | |
Series 2021-SFR1, Class D (D) | 2.189 | 08-17-38 | 1,729,000 | 1,526,497 |
40 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Five Guys Funding LLC | |||||
Series 2017-1A, Class A2 (D) | 4.600 | 07-25-47 | 1,327,965 | $1,323,815 | |
FOCUS Brands Funding LLC | |||||
Series 2017-1A, Class A2IB (D) | 3.857 | 04-30-47 | 735,515 | 718,736 | |
Ford Credit Auto Owner Trust | |||||
Series 2020-1, Class A (D) | 2.040 | 08-15-31 | 3,486,000 | 3,340,741 | |
Ford Credit Floorplan Master Owner Trust | |||||
Series 2019-2, Class A | 3.060 | 04-15-26 | 3,803,000 | 3,775,701 | |
Series 2020-2, Class A | 1.060 | 09-15-27 | 2,829,000 | 2,611,501 | |
GM Financial Consumer Automobile Receivables Trust | |||||
Series 2022-1, Class A3 | 1.260 | 11-16-26 | 642,000 | 616,552 | |
GMF Floorplan Owner Revolving Trust | |||||
Series 2019-2, Class A (D) | 2.900 | 04-15-26 | 2,135,000 | 2,113,601 | |
Series 2020-1, Class A (D) | 0.680 | 08-15-25 | 935,000 | 907,988 | |
Golub Capital Partners Funding, Ltd. | |||||
Series 2020-1A, Class A2 (D) | 3.208 | 01-22-29 | 1,423,000 | 1,364,799 | |
Series 2021-1A, Class A2 (D) | 2.773 | 04-20-29 | 1,914,000 | 1,808,922 | |
Hilton Grand Vacations Trust | |||||
Series 2017-AA, Class A (D) | 2.660 | 12-26-28 | 456,587 | 450,762 | |
Series 2018-AA, Class A (D) | 3.540 | 02-25-32 | 392,903 | 391,364 | |
Series 2022-1D, Class B (D) | 4.100 | 06-20-34 | 293,000 | 292,952 | |
Home Partners of America Trust | |||||
Series 2021-2, Class A (D) | 1.901 | 12-17-26 | 2,163,816 | 1,976,763 | |
Honda Auto Receivables Owner Trust | |||||
Series 2021-2, Class A4 | 0.550 | 08-16-27 | 1,248,000 | 1,178,992 | |
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 (D) | 4.970 | 08-25-49 | 1,375,110 | 1,338,709 | |
Series 2022-1A, Class A2I (D) | 3.445 | 02-26-52 | 2,202,000 | 2,034,542 | |
Laurel Road Prime Student Loan Trust | |||||
Series 2019-A, Class A2FX (D) | 2.730 | 10-25-48 | 81,702 | 80,945 | |
MVW Owner Trust | |||||
Series 2018-1A, Class A (D) | 3.450 | 01-21-36 | 827,207 | 820,511 | |
Navient Private Education Loan Trust | |||||
Series 2016-AA, Class A2A (D) | 3.910 | 12-15-45 | 197,135 | 197,961 | |
Navient Private Education Refi Loan Trust | |||||
Series 2019-FA, Class A2 (D) | 2.600 | 08-15-68 | 1,096,019 | 1,080,868 | |
Navient Student Loan Trust | |||||
Series 2020-2A, Class A1A (D) | 1.320 | 08-26-69 | 1,503,374 | 1,344,193 | |
Neighborly Issuer LLC | |||||
Series 2021-1A, Class A2 (D) | 3.584 | 04-30-51 | 3,645,453 | 3,325,462 | |
Series 2022-1A, Class A2 (D) | 3.695 | 01-30-52 | 1,468,000 | 1,328,220 | |
New Economy Assets Phase 1 Sponsor LLC | |||||
Series 2021-1, Class A1 (D) | 1.910 | 10-20-61 | 3,311,000 | 2,970,825 | |
Series 2021-1, Class B1 (D) | 2.410 | 10-20-61 | 1,005,000 | 909,454 | |
NRZ Excess Spread-Collateralized Notes | |||||
Series 2021-FHT1, Class A (D) | 3.104 | 07-25-26 | 537,030 | 496,348 | |
OCP CLO, Ltd. | |||||
Series 2020-19A, Class AR (3 month LIBOR + 1.150%) (D)(F) | 2.213 | 10-20-34 | 1,131,000 | 1,113,752 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 41 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Oxford Finance Funding LLC | |||||
Series 2019-1A, Class A2 (D) | 4.459 | 02-15-27 | 602,407 | $605,544 | |
Series 2020-1A, Class A2 (D) | 3.101 | 02-15-28 | 266,373 | 266,334 | |
PFS Financing Corp. | |||||
Series 2020-E, Class A (D) | 1.000 | 10-15-25 | 1,362,000 | 1,314,816 | |
Progress Residential Trust | |||||
Series 2020-SFR1, Class A (D) | 1.732 | 04-17-37 | 1,132,000 | 1,067,223 | |
Series 2021-SFR8, Class B (D) | 1.681 | 10-17-38 | 1,093,000 | 972,654 | |
Renaissance Home Equity Loan Trust | |||||
Series 2005-2, Class AF4 | 4.934 | 08-25-35 | 189,067 | 187,954 | |
Santander Revolving Auto Loan Trust | |||||
Series 2019-A, Class A (D) | 2.510 | 01-26-32 | 2,804,000 | 2,709,462 | |
ServiceMaster Funding LLC | |||||
Series 2021-1, Class A2I (D) | 2.865 | 07-30-51 | 1,803,935 | 1,601,485 | |
Sesac Finance LLC | |||||
Series 2019-1, Class A2 (D) | 5.216 | 07-25-49 | 2,473,068 | 2,403,186 | |
Sierra Timeshare Receivables Funding LLC | |||||
Series 2019-1A, Class A (D) | 3.200 | 01-20-36 | 214,900 | 212,582 | |
SMB Private Education Loan Trust | |||||
Series 2019-B, Class A2A (D) | 2.840 | 06-15-37 | 1,639,614 | 1,606,928 | |
Series 2020-PTA, Class A2A (D) | 1.600 | 09-15-54 | 1,741,984 | 1,641,877 | |
Series 2021-A, Class APT2 (D) | 1.070 | 01-15-53 | 1,197,472 | 1,087,532 | |
Sonic Capital LLC | |||||
Series 2020-1A, Class A2I (D) | 3.845 | 01-20-50 | 2,083,683 | 2,003,224 | |
Series 2021-1A, Class A2I (D) | 2.190 | 08-20-51 | 1,926,695 | 1,670,387 | |
Sunbird Engine Finance LLC | |||||
Series 2020-1A, Class A (D) | 3.671 | 02-15-45 | 425,170 | 382,879 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (D) | 1.946 | 08-25-51 | 3,508,208 | 3,120,501 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (D) | 1.650 | 02-20-46 | 1,386,297 | 1,225,939 | |
Toyota Auto Loan Extended Note Trust | |||||
Series 2019-1A, Class A (D) | 2.560 | 11-25-31 | 4,926,000 | 4,851,387 | |
Series 2020-1A, Class A (D) | 1.350 | 05-25-33 | 1,795,000 | 1,678,435 | |
Toyota Auto Receivables Owner Trust | |||||
Series 2022-A, Class A3 | 1.230 | 06-15-26 | 1,893,000 | 1,826,438 | |
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A (D) | 2.110 | 09-20-45 | 2,942,417 | 2,682,031 | |
Series 2021-1A, Class A (D) | 1.860 | 03-20-46 | 1,968,165 | 1,817,120 | |
Vantage Data Centers LLC | |||||
Series 2020-1A, Class A2 (D) | 1.645 | 09-15-45 | 1,734,000 | 1,588,368 | |
Series 2020-2A, Class A2 (D) | 1.992 | 09-15-45 | 1,513,000 | 1,344,932 | |
Verizon Master Trust | |||||
Series 2022-2, Class A | 1.530 | 07-20-28 | 1,592,000 | 1,516,148 | |
VR Funding LLC | |||||
Series 2020-1A, Class A (D) | 2.790 | 11-15-50 | 2,554,157 | 2,365,307 | |
VSE VOI Mortgage LLC | |||||
Series 2017-A, Class A (D) | 2.330 | 03-20-35 | 732,834 | 716,618 | |
Wendy’s Funding LLC | |||||
Series 2021-1A, Class A2I (D) | 2.370 | 06-15-51 | 1,904,608 | 1,676,639 |
42 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Willis Engine Structured Trust V | |||||
Series 2020-A, Class A (D) | 3.228 | 03-15-45 | 382,307 | $338,551 | |
Zaxby’s Funding LLC | |||||
Series 2021-1A, Class A2 (D) | 3.238 | 07-30-51 | 2,348,200 | 2,116,876 | |
Par value^ | Value | ||||
Escrow certificates 0.0% | $667 | ||||
(Cost $0) | |||||
LSC Communications, Inc. (A)(D) | 1,058,000 | 667 | |||
Yield* (%) | Maturity date | Par value^ | Value | ||
Short-term investments 3.1% | $130,974,987 | ||||
(Cost $130,976,227) | |||||
U.S. Government Agency 1.0% | 40,169,000 | ||||
Federal Farm Credit Bank Discount Note | 0.230 | 05-02-22 | 6,607,000 | 6,607,000 | |
Federal Home Loan Bank Discount Note | 0.180 | 05-02-22 | 33,562,000 | 33,562,000 |
Yield (%) | Shares | Value | |||
Short-term funds 2.1% | 90,805,987 | ||||
Federated Government Obligations Fund, Institutional Class | 0.2014(J) | 56,849,545 | 56,849,545 | ||
John Hancock Collateral Trust (K) | 0.3773(J) | 3,396,154 | 33,956,442 |
Total investments (Cost $3,543,646,726) 101.7% | $4,299,739,119 | ||||
Other assets and liabilities, net (1.7%) | (71,119,991) | ||||
Total net assets 100.0% | $4,228,619,128 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
ICE | Intercontinental Exchange |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 4-30-22. |
(C) | Security purchased or sold on a when-issued or delayed delivery basis. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 43 |
(D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $575,837,944 or 13.6% of the fund’s net assets as of 4-30-22. |
(E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(F) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(G) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(H) | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined). |
(I) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(J) | The rate shown is the annualized seven-day yield as of 4-30-22. |
(K) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
* | 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. |
44 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Assets | |
Unaffiliated investments, at value (Cost $3,509,688,834) including $25,936,654 of securities loaned | $4,265,782,677 |
Affiliated investments, at value (Cost $33,957,892) | 33,956,442 |
Total investments, at value (Cost $3,543,646,726) | 4,299,739,119 |
Cash | 1,182,488 |
Dividends and interest receivable | 14,278,278 |
Receivable for fund shares sold | 14,085,687 |
Receivable for investments sold | 21,858,340 |
Receivable for securities lending income | 13,018 |
Other assets | 289,643 |
Total assets | 4,351,446,573 |
Liabilities | |
Payable for investments purchased | 9,214,436 |
Payable for delayed delivery securities purchased | 72,835,203 |
Payable for fund shares repurchased | 5,696,337 |
Payable upon return of securities loaned | 33,981,010 |
Payable to affiliates | |
Accounting and legal services fees | 233,232 |
Transfer agent fees | 353,774 |
Distribution and service fees | 217,490 |
Trustees’ fees | 1,624 |
Other liabilities and accrued expenses | 294,339 |
Total liabilities | 122,827,445 |
Net assets | $4,228,619,128 |
Net assets consist of | |
Paid-in capital | $3,484,744,555 |
Total distributable earnings (loss) | 743,874,573 |
Net assets | $4,228,619,128 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 45 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($2,535,232,468 ÷ 106,184,930 shares)1 | $23.88 |
Class C ($244,227,382 ÷ 10,247,460 shares)1 | $23.83 |
Class I ($778,034,491 ÷ 32,621,922 shares) | $23.85 |
Class R2 ($9,742,565 ÷ 408,734 shares) | $23.84 |
Class R4 ($24,812,905 ÷ 1,034,117 shares) | $23.99 |
Class R5 ($2,370,659 ÷ 98,968 shares) | $23.95 |
Class R6 ($634,198,658 ÷ 26,549,202 shares) | $23.89 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95.5%)2 | $25.01 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
46 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Investment income | |
Interest | $26,863,628 |
Dividends | 18,500,788 |
Securities lending | 64,066 |
Less foreign taxes withheld | (212,595) |
Total investment income | 45,215,887 |
Expenses | |
Investment management fees | 12,762,869 |
Distribution and service fees | 5,448,687 |
Accounting and legal services fees | 311,427 |
Transfer agent fees | 2,153,260 |
Trustees’ fees | 34,401 |
Custodian fees | 301,685 |
State registration fees | 152,833 |
Printing and postage | 62,335 |
Professional fees | 98,686 |
Other | 50,767 |
Total expenses | 21,376,950 |
Less expense reductions | (213,288) |
Net expenses | 21,163,662 |
Net investment income | 24,052,225 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | (189,909) |
Affiliated investments | (24,126) |
Capital gain distributions received from affiliated investments | 1,964 |
(212,071) | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (487,485,716) |
Affiliated investments | (2,437) |
(487,488,153) | |
Net realized and unrealized loss | (487,700,224) |
Decrease in net assets from operations | $(463,647,999) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 47 |
Six months ended 4-30-22 (unaudited) | Year ended 10-31-21 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment income | $24,052,225 | $39,032,525 |
Net realized gain (loss) | (212,071) | 87,530,388 |
Change in net unrealized appreciation (depreciation) | (487,488,153) | 597,017,165 |
Increase (decrease) in net assets resulting from operations | (463,647,999) | 723,580,078 |
Distributions to shareholders | ||
From earnings | ||
Class A | (61,200,590) | (30,785,230) |
Class C | (5,846,511) | (2,493,523) |
Class I | (21,340,648) | (13,545,767) |
Class R2 | (256,866) | (176,663) |
Class R4 | (666,371) | (434,599) |
Class R5 | (67,378) | (47,760) |
Class R6 | (16,494,184) | (9,475,923) |
Total distributions | (105,872,548) | (56,959,465) |
From fund share transactions | 330,128,767 | 840,622,262 |
Total increase (decrease) | (239,391,780) | 1,507,242,875 |
Net assets | ||
Beginning of period | 4,468,010,908 | 2,960,768,033 |
End of period | $4,228,619,128 | $4,468,010,908 |
48 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $27.14 | $22.51 | $20.90 | $20.18 | $20.40 | $18.29 |
Net investment income2 | 0.14 | 0.25 | 0.27 | 0.32 | 0.32 | 0.32 |
Net realized and unrealized gain (loss) on investments | (2.78) | 4.75 | 1.79 | 1.84 | 0.28 | 2.12 |
Total from investment operations | (2.64) | 5.00 | 2.06 | 2.16 | 0.60 | 2.44 |
Less distributions | ||||||
From net investment income | (0.17) | (0.30) | (0.30) | (0.33) | (0.34) | (0.33) |
From net realized gain | (0.45) | (0.07) | (0.15) | (1.11) | (0.48) | — |
Total distributions | (0.62) | (0.37) | (0.45) | (1.44) | (0.82) | (0.33) |
Net asset value, end of period | $23.88 | $27.14 | $22.51 | $20.90 | $20.18 | $20.40 |
Total return (%)3,4 | (9.96)5 | 22.38 | 10.06 | 11.63 | 2.89 | 13.41 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $2,535 | $2,592 | $1,618 | $1,063 | $832 | $817 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.036 | 1.04 | 1.08 | 1.08 | 1.07 | 1.08 |
Expenses including reductions | 1.026 | 1.03 | 1.07 | 1.07 | 1.06 | 1.08 |
Net investment income | 1.066 | 0.96 | 1.25 | 1.60 | 1.57 | 1.62 |
Portfolio turnover (%) | 29 | 65 | 89 | 76 | 58 | 52 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Does not reflect the effect of sales charges, if any. |
5 | Not annualized. |
6 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 49 |
CLASS C SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $27.09 | $22.48 | $20.86 | $20.15 | $20.37 | $18.26 |
Net investment income2 | 0.02 | 0.07 | 0.13 | 0.18 | 0.18 | 0.18 |
Net realized and unrealized gain (loss) on investments | (2.76) | 4.74 | 1.79 | 1.83 | 0.27 | 2.12 |
Total from investment operations | (2.74) | 4.81 | 1.92 | 2.01 | 0.45 | 2.30 |
Less distributions | ||||||
From net investment income | (0.07) | (0.13) | (0.15) | (0.19) | (0.19) | (0.19) |
From net realized gain | (0.45) | (0.07) | (0.15) | (1.11) | (0.48) | — |
Total distributions | (0.52) | (0.20) | (0.30) | (1.30) | (0.67) | (0.19) |
Net asset value, end of period | $23.83 | $27.09 | $22.48 | $20.86 | $20.15 | $20.37 |
Total return (%)3,4 | (10.26)5 | 21.48 | 9.34 | 10.81 | 2.18 | 12.65 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $244 | $314 | $314 | $351 | $400 | $499 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.736 | 1.74 | 1.78 | 1.78 | 1.77 | 1.78 |
Expenses including reductions | 1.726 | 1.73 | 1.77 | 1.77 | 1.76 | 1.78 |
Net investment income (loss) | (0.01)6 | 0.26 | 0.60 | 0.91 | 0.87 | 0.93 |
Portfolio turnover (%) | 29 | 65 | 89 | 76 | 58 | 52 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Does not reflect the effect of sales charges, if any. |
5 | Not annualized. |
6 | Annualized. |
50 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS I SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $27.11 | $22.49 | $20.88 | $20.16 | $20.39 | $18.28 |
Net investment income2 | 0.17 | 0.32 | 0.33 | 0.38 | 0.38 | 0.37 |
Net realized and unrealized gain (loss) on investments | (2.77) | 4.75 | 1.80 | 1.84 | 0.27 | 2.12 |
Total from investment operations | (2.60) | 5.07 | 2.13 | 2.22 | 0.65 | 2.49 |
Less distributions | ||||||
From net investment income | (0.21) | (0.38) | (0.37) | (0.39) | (0.40) | (0.38) |
From net realized gain | (0.45) | (0.07) | (0.15) | (1.11) | (0.48) | — |
Total distributions | (0.66) | (0.45) | (0.52) | (1.50) | (0.88) | (0.38) |
Net asset value, end of period | $23.85 | $27.11 | $22.49 | $20.88 | $20.16 | $20.39 |
Total return (%)3 | (9.84)4 | 22.71 | 10.41 | 11.98 | 3.16 | 13.77 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $778 | $874 | $626 | $469 | $454 | $522 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.735 | 0.74 | 0.78 | 0.79 | 0.78 | 0.77 |
Expenses including reductions | 0.725 | 0.73 | 0.77 | 0.78 | 0.77 | 0.77 |
Net investment income | 1.305 | 1.26 | 1.55 | 1.90 | 1.85 | 1.91 |
Portfolio turnover (%) | 29 | 65 | 89 | 76 | 58 | 52 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 51 |
CLASS R2 SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $27.10 | $22.47 | $20.86 | $20.15 | $20.37 | $18.27 |
Net investment income2 | 0.12 | 0.22 | 0.25 | 0.30 | 0.30 | 0.31 |
Net realized and unrealized gain (loss) on investments | (2.78) | 4.76 | 1.79 | 1.83 | 0.28 | 2.10 |
Total from investment operations | (2.66) | 4.98 | 2.04 | 2.13 | 0.58 | 2.41 |
Less distributions | ||||||
From net investment income | (0.15) | (0.28) | (0.28) | (0.31) | (0.32) | (0.31) |
From net realized gain | (0.45) | (0.07) | (0.15) | (1.11) | (0.48) | — |
Total distributions | (0.60) | (0.35) | (0.43) | (1.42) | (0.80) | (0.31) |
Net asset value, end of period | $23.84 | $27.10 | $22.47 | $20.86 | $20.15 | $20.37 |
Total return (%)3 | (10.02)4 | 22.26 | 10.03 | 11.48 | 2.79 | 13.27 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $10 | $11 | $11 | $4 | $4 | $4 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.115 | 1.12 | 1.16 | 1.17 | 1.18 | 1.18 |
Expenses including reductions | 1.105 | 1.11 | 1.15 | 1.17 | 1.17 | 1.17 |
Net investment income | 0.945 | 0.88 | 1.18 | 1.51 | 1.47 | 1.58 |
Portfolio turnover (%) | 29 | 65 | 89 | 76 | 58 | 52 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
52 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R4 SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $27.27 | $22.62 | $21.00 | $20.27 | $20.49 | $18.36 |
Net investment income2 | 0.14 | 0.29 | 0.28 | 0.35 | 0.35 | 0.35 |
Net realized and unrealized gain (loss) on investments | (2.78) | 4.77 | 1.83 | 1.85 | 0.28 | 2.13 |
Total from investment operations | (2.64) | 5.06 | 2.11 | 2.20 | 0.63 | 2.48 |
Less distributions | ||||||
From net investment income | (0.19) | (0.34) | (0.34) | (0.36) | (0.37) | (0.35) |
From net realized gain | (0.45) | (0.07) | (0.15) | (1.11) | (0.48) | — |
Total distributions | (0.64) | (0.41) | (0.49) | (1.47) | (0.85) | (0.35) |
Net asset value, end of period | $23.99 | $27.27 | $22.62 | $21.00 | $20.27 | $20.49 |
Total return (%)3 | (9.88)4 | 22.55 | 10.24 | 11.79 | 3.03 | 13.64 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $25 | $29 | $23 | $13 | $17 | $24 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.985 | 0.98 | 1.01 | 1.03 | 1.03 | 1.03 |
Expenses including reductions | 0.875 | 0.88 | 0.90 | 0.92 | 0.92 | 0.92 |
Net investment income | 1.075 | 1.12 | 1.33 | 1.77 | 1.70 | 1.79 |
Portfolio turnover (%) | 29 | 65 | 89 | 76 | 58 | 52 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 53 |
CLASS R5 SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $27.23 | $22.58 | $20.96 | $20.24 | $20.47 | $18.34 |
Net investment income2 | 0.16 | 0.34 | 0.36 | 0.39 | 0.40 | 0.39 |
Net realized and unrealized gain (loss) on investments | (2.78) | 4.77 | 1.79 | 1.84 | 0.26 | 2.13 |
Total from investment operations | (2.62) | 5.11 | 2.15 | 2.23 | 0.66 | 2.52 |
Less distributions | ||||||
From net investment income | (0.21) | (0.39) | (0.38) | (0.40) | (0.41) | (0.39) |
From net realized gain | (0.45) | (0.07) | (0.15) | (1.11) | (0.48) | — |
Total distributions | (0.66) | (0.46) | (0.53) | (1.51) | (0.89) | (0.39) |
Net asset value, end of period | $23.95 | $27.23 | $22.58 | $20.96 | $20.24 | $20.47 |
Total return (%)3 | (9.81)4 | 22.83 | 10.48 | 11.98 | 3.19 | 13.88 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $2 | $3 | $2 | $2 | $2 | $2 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.685 | 0.68 | 0.71 | 0.73 | 0.73 | 0.73 |
Expenses including reductions | 0.675 | 0.67 | 0.70 | 0.72 | 0.72 | 0.72 |
Net investment income | 1.255 | 1.32 | 1.65 | 1.95 | 1.96 | 1.97 |
Portfolio turnover (%) | 29 | 65 | 89 | 76 | 58 | 52 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
54 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R6 SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 |
Per share operating performance | ||||||
Net asset value, beginning of period | $27.15 | $22.52 | $20.91 | $20.19 | $20.41 | $18.30 |
Net investment income2 | 0.19 | 0.35 | 0.35 | 0.40 | 0.41 | 0.39 |
Net realized and unrealized gain (loss) on investments | (2.78) | 4.76 | 1.80 | 1.84 | 0.27 | 2.12 |
Total from investment operations | (2.59) | 5.11 | 2.15 | 2.24 | 0.68 | 2.51 |
Less distributions | ||||||
From net investment income | (0.22) | (0.41) | (0.39) | (0.41) | (0.42) | (0.40) |
From net realized gain | (0.45) | (0.07) | (0.15) | (1.11) | (0.48) | — |
Total distributions | (0.67) | (0.48) | (0.54) | (1.52) | (0.90) | (0.40) |
Net asset value, end of period | $23.89 | $27.15 | $22.52 | $20.91 | $20.19 | $20.41 |
Total return (%)3 | (9.78)4 | 22.86 | 10.52 | 12.07 | 3.30 | 13.87 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $634 | $645 | $366 | $226 | $166 | $18 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.635 | 0.64 | 0.66 | 0.68 | 0.68 | 0.68 |
Expenses including reductions | 0.625 | 0.63 | 0.65 | 0.67 | 0.67 | 0.67 |
Net investment income | 1.535 | 1.37 | 1.67 | 2.00 | 1.98 | 1.97 |
Portfolio turnover (%) | 29 | 65 | 89 | 76 | 58 | 52 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 55 |
56 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | $2,443,178,532 | $2,357,393,649 | $85,784,883 | — |
Preferred securities | 3,385,030 | 3,385,030 | — | — |
U.S. Government and Agency obligations | 517,209,565 | — | 517,209,565 | — |
Foreign government obligations | 8,431,491 | — | 8,431,491 | — |
Corporate bonds | 906,371,230 | — | 906,371,230 | — |
Municipal bonds | 4,575,423 | — | 4,575,423 | — |
Term loans | 10,280,801 | — | 10,280,801 | — |
Collateralized mortgage obligations | 125,644,076 | — | 125,644,076 | — |
Asset backed securities | 149,687,317 | — | 149,687,317 | — |
Escrow certificates | 667 | — | 667 | — |
Short-term investments | 130,974,987 | 90,805,987 | 40,169,000 | — |
Total investments in securities | $4,299,739,119 | $2,451,584,666 | $1,848,154,453 | — |
SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 57 |
58 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 59 |
60 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT |
Class | Expense reduction |
Class A | $118,839 |
Class C | 9,638 |
Class I | 38,136 |
Class R2 | 482 |
Class | Expense reduction |
Class R4 | $1,189 |
Class R5 | 114 |
Class R6 | 31,182 |
Total | $199,580 |
SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 61 |
Class | Rule 12b-1 Fee | Service fee |
Class A | 0.30% | — |
Class C | 1.00% | — |
Class R2 | 0.25% | 0.25% |
Class R4 | 0.25% | 0.10% |
Class R5 | — | 0.05% |
Class | Distribution and service fees | Transfer agent fees |
Class A | $3,949,362 | $1,484,806 |
Class C | 1,424,058 | 160,478 |
Class I | — | 477,992 |
Class R2 | 26,531 | 469 |
Class R4 | 48,083 | 1,181 |
Class R5 | 653 | 112 |
Class R6 | — | 28,222 |
Total | $5,448,687 | $2,153,260 |
62 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-22 | Year Ended 10-31-21 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 20,847,050 | $544,798,576 | 44,377,705 | $1,131,482,031 |
Distributions reinvested | 2,246,898 | 59,584,258 | 1,186,458 | 29,831,942 |
Repurchased | (12,425,579) | (323,246,272) | (21,906,783) | (559,414,869) |
Net increase | 10,668,369 | $281,136,562 | 23,657,380 | $601,899,104 |
Class C shares | ||||
Sold | 600,733 | $15,750,046 | 2,317,672 | $58,510,635 |
Distributions reinvested | 210,507 | 5,595,602 | 97,280 | 2,394,912 |
Repurchased | (2,137,967) | (55,458,168) | (4,819,381) | (121,024,529) |
Net decrease | (1,326,727) | $(34,112,520) | (2,404,429) | $(60,118,982) |
Class I shares | ||||
Sold | 4,005,865 | $104,622,069 | 10,055,279 | $254,442,657 |
Distributions reinvested | 731,374 | 19,351,480 | 484,518 | 12,177,557 |
Repurchased | (4,339,107) | (112,722,653) | (6,153,456) | (156,660,339) |
Net increase | 398,132 | $11,250,896 | 4,386,341 | $109,959,875 |
Class R2 shares | ||||
Sold | 36,002 | $937,463 | 94,853 | $2,367,536 |
Distributions reinvested | 8,570 | 227,103 | 6,275 | 156,501 |
Repurchased | (59,031) | (1,529,114) | (178,027) | (4,566,514) |
Net decrease | (14,459) | $(364,548) | (76,899) | $(2,042,477) |
Class R4 shares | ||||
Sold | 52,075 | $1,358,311 | 164,628 | $4,228,622 |
Distributions reinvested | 25,011 | 666,371 | 17,231 | 434,599 |
Repurchased | (108,496) | (2,827,946) | (149,066) | (3,821,077) |
Net increase (decrease) | (31,410) | $(803,264) | 32,793 | $842,144 |
Class R5 shares | ||||
Sold | 2,387 | $61,446 | 18,157 | $464,379 |
Distributions reinvested | 2,536 | 67,378 | 1,892 | 47,760 |
Repurchased | (7,739) | (208,119) | (16,658) | (433,404) |
Net increase (decrease) | (2,816) | $(79,295) | 3,391 | $78,735 |
SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 63 |
Six Months Ended 4-30-22 | Year Ended 10-31-21 | |||
Shares | Amount | Shares | Amount | |
Class R6 shares | ||||
Sold | 4,585,180 | $119,379,809 | 10,189,164 | $259,246,912 |
Distributions reinvested | 621,743 | 16,466,373 | 374,002 | 9,455,834 |
Repurchased | (2,419,279) | (62,745,246) | (3,066,211) | (78,698,883) |
Net increase | 2,787,644 | $73,100,936 | 7,496,955 | $190,003,863 |
Total net increase | 12,478,733 | $330,128,767 | 33,095,532 | $840,622,262 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
John Hancock Collateral Trust* | 3,396,154 | $16,026,677 | $166,244,056 | $(148,287,728) | $(24,126) | $(2,437) | $64,066 | $1,964 | $33,956,442 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
64 | JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund | 65 |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining shareholders’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
66 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures. |
SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND | 67 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Jeffrey N. Given, CFA
Michael J. Scanlon, Jr., CFA
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
68 | JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
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MF2181553 | 36SA 4/22 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 1 |
2 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT |
FUTURES CONTRACTS EXPOSURE AS OF 4/30/2022 (Notional basis as a % of net assets) | |
Energy | 11.3 |
Ags/Softs | 11.2 |
Long Term/Intermediate Rates | 10.8 |
Equity | 5.6 |
Base Metals | 1.7 |
Currency | 1.7 |
Precious Metals | (3.5) |
Short Term Rates | (163.0) |
TOTAL | (124.2) |
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 3 |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | |||
1-year | Since inception (7-29-19) | 6-month | Since inception (7-29-19) | |
Class A | 6.91 | 2.44 | 8.11 | 6.86 |
Class C | 10.87 | 3.63 | 12.44 | 10.33 |
Class I1 | 12.93 | 4.68 | 14.01 | 13.44 |
Class R61 | 13.04 | 4.79 | 14.00 | 13.75 |
Class NAV1 | 13.06 | 4.76 | 14.02 | 13.69 |
Index† | 0.08 | 0.53 | 0.07 | 1.47 |
Class A | Class C | Class I | Class R6 | Class NAV | |
Gross (%) | 1.67 | 2.42 | 1.42 | 1.31 | 1.30 |
Net (%) | 1.66 | 2.41 | 1.41 | 1.30 | 1.29 |
4 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class C2 | 7-29-19 | 11,033 | 11,033 | 10,147 |
Class I1 | 7-29-19 | 11,344 | 11,344 | 10,147 |
Class R61 | 7-29-19 | 11,375 | 11,375 | 10,147 |
Class NAV1 | 7-29-19 | 11,369 | 11,369 | 10,147 |
1 | For certain types of investors, as described in the fund’s prospectuses. |
2 | The contingent deferred sales charge is not applicable. |
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 5 |
6 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT |
Account value on 11-1-2021 | Ending value on 4-30-2022 | Expenses paid during period ended 4-30-20221 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $1,137.70 | $8.69 | 1.64% |
Hypothetical example | 1,000.00 | 1,016.70 | 8.20 | 1.64% | |
Class C | Actual expenses/actual returns | 1,000.00 | 1,134.40 | 12.65 | 2.39% |
Hypothetical example | 1,000.00 | 1,012.90 | 11.93 | 2.39% | |
Class I | Actual expenses/actual returns | 1,000.00 | 1,140.10 | 7.38 | 1.39% |
Hypothetical example | 1,000.00 | 1,017.90 | 6.95 | 1.39% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 1,140.00 | 6.84 | 1.29% |
Hypothetical example | 1,000.00 | 1,018.40 | 6.46 | 1.29% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 1,140.20 | 6.79 | 1.28% |
Hypothetical example | 1,000.00 | 1,018.40 | 6.41 | 1.28% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 7 |
Yield* (%) | Maturity date | Par value^ | Value | ||
Short-term investments 42.2% | $234,405,502 | ||||
(Cost $234,407,560) | |||||
U.S. Government 42.2% | 234,405,502 | ||||
U.S. Treasury Bill | 0.190 | 05-05-22 | 33,500,000 | 33,499,737 | |
U.S. Treasury Bill | 0.285 | 05-19-22 | 25,000,000 | 24,997,403 | |
U.S. Treasury Bill | 0.296 | 05-10-22 | 30,500,000 | 30,499,238 | |
U.S. Treasury Bill | 0.315 | 05-26-22 | 25,000,000 | 24,994,579 | |
U.S. Treasury Bill | 0.359 | 06-02-22 | 20,500,000 | 20,494,170 | |
U.S. Treasury Bill | 0.361 | 06-09-22 | 28,000,000 | 27,987,162 | |
U.S. Treasury Bill | 0.482 | 06-16-22 | 20,500,000 | 20,488,613 | |
U.S. Treasury Bill | 0.560 | 06-23-22 | 12,000,000 | 11,989,769 | |
U.S. Treasury Bill | 0.615 | 06-30-22 | 39,500,000 | 39,454,831 |
Total investments (Cost $234,407,560) 42.2% | $234,405,502 | ||||
Other assets and liabilities, net 57.8% | 320,610,387 | ||||
Total net assets 100.0% | $555,015,889 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
* | 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. |
8 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year Japan Government Bond Futures | 23 | Long | Jun 2022 | $26,690,299 | $26,499,403 | $(190,896) |
10-Year U.S. Treasury Note Futures | 4 | Long | Jun 2022 | 478,973 | 476,125 | (2,848) |
5-Year U.S. Treasury Note Futures | 22 | Long | Jul 2022 | 2,485,239 | 2,476,203 | (9,036) |
Australian 10-Year Bond Futures | 52 | Long | Jun 2022 | 4,763,069 | 4,520,199 | (242,870) |
Brent Crude Futures | 89 | Long | Jun 2022 | 9,118,618 | 9,492,740 | 374,122 |
CAC40 Index Futures | 178 | Long | May 2022 | 12,133,280 | 11,970,135 | (163,145) |
Cocoa Futures | 44 | Long | Jul 2022 | 977,717 | 998,667 | 20,950 |
Coffee ’C’ Futures | 130 | Long | Jul 2022 | 11,151,011 | 10,827,375 | (323,636) |
Copper Futures | 82 | Long | Jul 2022 | 9,581,521 | 8,979,000 | (602,521) |
Corn Futures | 412 | Long | Jul 2022 | 15,840,484 | 16,752,950 | 912,466 |
Cotton No. 2 Futures | 100 | Long | Jul 2022 | 6,733,823 | 7,334,500 | 600,677 |
Euro STOXX 50 Index Futures | 575 | Long | Jun 2022 | 22,370,557 | 22,328,860 | (41,697) |
Euro-Bund Futures | 70 | Long | Jun 2022 | 11,532,652 | 11,353,926 | (178,726) |
Euro-Schatz Futures | 894 | Long | Jun 2022 | 105,278,896 | 103,880,780 | (1,398,116) |
FTSE 100 Index Futures | 245 | Long | Jun 2022 | 21,884,192 | 22,845,327 | 961,135 |
Gas Oil Futures | 82 | Long | Jun 2022 | 7,768,956 | 9,393,100 | 1,624,144 |
Gasoline RBOB Futures | 130 | Long | Jun 2022 | 17,477,659 | 18,763,836 | 1,286,177 |
Hard Red Winter Wheat Futures | 26 | Long | Jul 2022 | 1,316,608 | 1,438,125 | 121,517 |
Natural Gas Futures | 185 | Long | May 2022 | 12,392,321 | 13,469,850 | 1,077,529 |
Nikkei 225 Index Futures | 104 | Long | Jun 2022 | 20,480,164 | 21,417,068 | 936,904 |
NY Harbor ULSD Futures | 63 | Long | Jun 2022 | 9,061,199 | 10,560,186 | 1,498,987 |
Russell 2000 E-Mini Index Futures | 74 | Long | Jun 2022 | 7,283,100 | 6,886,810 | (396,290) |
SGX Japanese Government Bond Futures | 18 | Long | Jun 2022 | 2,072,149 | 2,073,866 | 1,717 |
Soybean Futures | 208 | Long | Jul 2022 | 16,809,106 | 17,524,000 | 714,894 |
Soybean Meal Futures | 148 | Long | Jul 2022 | 6,727,602 | 6,415,800 | (311,802) |
Soybean Oil Futures | 130 | Long | Jul 2022 | 5,644,317 | 6,566,040 | 921,723 |
Sugar No. 11 (World) Futures | 308 | Long | Jul 2022 | 6,868,117 | 6,602,534 | (265,583) |
Tokyo Price Index Futures | 4 | Long | Jun 2022 | 581,825 | 596,263 | 14,438 |
U.S. Dollar Index Futures | 93 | Long | Jun 2022 | 9,296,473 | 9,596,205 | 299,732 |
WTI Crude Oil Futures | 67 | Long | May 2022 | 6,941,494 | 6,986,090 | 44,596 |
2-Year U.S. Treasury Note Futures | 82 | Short | Jul 2022 | (17,286,891) | (17,280,859) | 6,032 |
30-Year U.S. Treasury Bond Futures | 174 | Short | Jun 2022 | (26,963,638) | (24,447,000) | 2,516,638 |
3-Month EURIBOR Futures | 1,235 | Short | Jun 2023 | (323,448,093) | (320,798,256) | 2,649,837 |
3-Month SONIA Index Futures | 130 | Short | Sep 2023 | (40,020,520) | (39,792,332) | 228,188 |
90-Day Eurodollar Futures | 2,214 | Short | Jun 2023 | (541,467,277) | (533,380,275) | 8,087,002 |
Canadian 10-Year Bond Futures | 108 | Short | Jun 2022 | (10,884,988) | (10,595,290) | 289,698 |
Dow Jones Industrial Average E-Mini Index Futures | 89 | Short | Jun 2022 | (15,102,185) | (14,634,270) | 467,915 |
Euro-BOBL Futures | 219 | Short | Jun 2022 | (29,469,769) | (29,387,600) | 82,169 |
Gold 100 Oz Futures | 59 | Short | Jun 2022 | (11,230,767) | (11,195,840) | 34,927 |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 9 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Hang Seng Index Futures | 178 | Short | May 2022 | $(22,591,408) | $(23,637,528) | $(1,046,120) |
Long Gilt Futures | 56 | Short | Jun 2022 | (8,512,119) | (8,343,737) | 168,382 |
NASDAQ 100 E-Mini Index Futures | 11 | Short | Jun 2022 | (2,949,874) | (2,827,440) | 122,434 |
S&P 500 E-Mini Index Futures | 59 | Short | Jun 2022 | (13,077,773) | (12,176,125) | 901,648 |
Silver Futures | 63 | Short | Jul 2022 | (7,928,425) | (7,183,575) | 744,850 |
Wheat Futures | 185 | Short | Jul 2022 | (9,944,377) | (9,758,750) | 185,627 |
$22,723,769 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
AUD | 42,232,000 | USD | 30,831,281 | BOA | 6/17/2022 | — | $(967,086) |
CAD | 148,782,000 | USD | 117,333,900 | BOA | 6/17/2022 | — | (1,531,993) |
CHF | 5,234,000 | USD | 5,613,131 | BOA | 6/17/2022 | — | (219,591) |
EUR | 38,505,000 | USD | 42,601,640 | BOA | 6/17/2022 | — | (1,891,979) |
GBP | 87,973,000 | USD | 115,710,685 | BOA | 6/17/2022 | — | (5,082,045) |
JPY | 10,066,009,000 | USD | 77,466,473 | BOA | 6/16/2022 | $224,746 | — |
JPY | 17,604,406,000 | USD | 139,416,126 | BOA | 6/17/2022 | — | (3,536,025) |
MXN | 490,042,000 | USD | 23,008,602 | BOA | 6/17/2022 | 790,491 | — |
NZD | 51,447,000 | USD | 35,144,695 | BOA | 6/17/2022 | — | (1,934,762) |
USD | 100,815,959 | AUD | 136,955,000 | BOA | 6/17/2022 | 3,968,761 | — |
USD | 44,161,253 | CAD | 56,583,000 | BOA | 6/17/2022 | 120,849 | — |
USD | 68,134,921 | CHF | 63,075,000 | BOA | 6/17/2022 | 3,137,300 | — |
USD | 129,167,120 | EUR | 117,675,000 | BOA | 6/17/2022 | 4,754,462 | — |
USD | 216,899,799 | GBP | 166,656,000 | BOA | 6/17/2022 | 7,324,969 | — |
USD | 114,848,473 | JPY | 15,000,000,000 | BOA | 5/2/2022 | 9,558,473 | — |
USD | 76,937,727 | JPY | 10,066,009,000 | BOA | 6/16/2022 | — | (753,492) |
USD | 331,746,065 | JPY | 42,670,897,000 | BOA | 6/17/2022 | 3,309,498 | — |
USD | 1,278,140 | MXN | 26,570,000 | BOA | 6/17/2022 | — | (12,244) |
USD | 26,073,180 | NZD | 38,489,000 | BOA | 6/17/2022 | 1,227,861 | — |
$34,417,410 | $(15,929,217) |
Derivatives Currency Abbreviations | |
AUD | Australian Dollar |
CAD | Canadian Dollar |
CHF | Swiss Franc |
EUR | Euro |
GBP | Pound Sterling |
JPY | Japanese Yen |
MXN | Mexican Peso |
NZD | New Zealand Dollar |
10 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
USD | U.S. Dollar |
Derivatives Abbreviations | |
BOA | Bank of America, N.A. |
EURIBOR | Euro Interbank Offered Rate |
OTC | Over-the-counter |
RBOB | Reformulated Blendstock for Oxygenate Blending |
SONIA | Sterling Overnight Interbank Average Rate |
WTI | West Texas Intermediate |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 11 |
Assets | |
Unaffiliated investments, at value (Cost $234,407,560) | $234,405,502 |
Unrealized appreciation on forward foreign currency contracts | 34,417,410 |
Receivable for futures variation margin | 1,200,172 |
Cash | 267,654,469 |
Collateral held at broker for futures contracts | 30,227,899 |
Interest receivable | 8,620 |
Receivable for fund shares sold | 3,371,396 |
Other assets | 57,639 |
Total assets | 571,343,107 |
Liabilities | |
Unrealized depreciation on forward foreign currency contracts | 15,929,217 |
Payable for fund shares repurchased | 227,808 |
Payable to affiliates | |
Accounting and legal services fees | 27,143 |
Transfer agent fees | 7,123 |
Trustees’ fees | 191 |
Other liabilities and accrued expenses | 135,736 |
Total liabilities | 16,327,218 |
Net assets | $555,015,889 |
Net assets consist of | |
Paid-in capital | $515,037,227 |
Total distributable earnings (loss) | 39,978,662 |
Net assets | $555,015,889 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($3,614,699 ÷ 350,156 shares)1 | $10.32 |
Class C ($273,975 ÷ 26,686 shares)1 | $10.27 |
Class I ($68,523,442 ÷ 6,621,521 shares) | $10.35 |
Class R6 ($196,859,039 ÷ 19,001,806 shares) | $10.36 |
Class NAV ($285,744,734 ÷ 27,600,135 shares) | $10.35 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $10.86 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
12 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
Investment income | |
Interest | $55,651 |
Expenses | |
Investment management fees | 3,109,720 |
Distribution and service fees | 1,639 |
Accounting and legal services fees | 37,983 |
Transfer agent fees | 32,983 |
Trustees’ fees | 4,077 |
Custodian fees | 54,670 |
State registration fees | 49,925 |
Printing and postage | 10,259 |
Professional fees | 58,876 |
Other | 16,642 |
Total expenses | 3,376,774 |
Less expense reductions | (23,146) |
Net expenses | 3,353,628 |
Net investment loss | (3,297,977) |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | (40,312) |
Futures contracts | 23,581,654 |
Forward foreign currency contracts | 9,601,218 |
33,142,560 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 156,789 |
Futures contracts | 27,512,834 |
Forward foreign currency contracts | 13,039,619 |
40,709,242 | |
Net realized and unrealized gain | 73,851,802 |
Increase in net assets from operations | $70,553,825 |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 13 |
Six months ended 4-30-22 (unaudited) | Year ended 10-31-21 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment loss | $(3,297,977) | $(4,863,224) |
Net realized gain | 33,142,560 | 9,941,159 |
Change in net unrealized appreciation (depreciation) | 40,709,242 | (297,458) |
Increase in net assets resulting from operations | 70,553,825 | 4,780,477 |
Distributions to shareholders | ||
From earnings | ||
Class A | (7,402) | (1,297) |
Class C | (2,387) | (597) |
Class I | (1,259,681) | (446,147) |
Class R6 | (6,077,007) | (728,458) |
Class NAV | (10,343,589) | (4,462,481) |
Total distributions | (17,690,066) | (5,638,980) |
From fund share transactions | (9,145,959) | 265,351,574 |
Total increase | 43,717,800 | 264,493,071 |
Net assets | ||
Beginning of period | 511,298,089 | 246,805,018 |
End of period | $555,015,889 | $511,298,089 |
14 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-192 |
Per share operating performance | ||||
Net asset value, beginning of period | $9.36 | $9.31 | $10.22 | $10.00 |
Net investment income (loss)3 | (0.08) | (0.16) | (0.12) | 0.01 |
Net realized and unrealized gain (loss) on investments | 1.32 | 0.38 | (0.42) | 0.21 |
Total from investment operations | 1.24 | 0.22 | (0.54) | 0.22 |
Less distributions | ||||
From net investment income | (0.28) | (0.17) | — | — |
From net realized gain | — | — | (0.37) | — |
Total distributions | (0.28) | (0.17) | (0.37) | — |
Net asset value, end of period | $10.32 | $9.36 | $9.31 | $10.22 |
Total return (%)4,5 | 13.776 | 2.41 | (5.49) | 2.206 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $4 | $—7 | $—7 | $—7 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 1.658 | 1.67 | 1.84 | 1.848 |
Expenses including reductions | 1.648 | 1.66 | 1.71 | 1.708 |
Net investment income (loss) | (1.55)8 | (1.66) | (1.29) | 0.238 |
Portfolio turnover (%) | 09 | 09 | 09 | 09 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
9 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 15 |
CLASS C SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-192 |
Per share operating performance | ||||
Net asset value, beginning of period | $9.27 | $9.22 | $10.20 | $10.00 |
Net investment loss3 | (0.11) | (0.22) | (0.18) | (0.01) |
Net realized and unrealized gain (loss) on investments | 1.32 | 0.37 | (0.43) | 0.21 |
Total from investment operations | 1.21 | 0.15 | (0.61) | 0.20 |
Less distributions | ||||
From net investment income | (0.21) | (0.10) | — | — |
From net realized gain | — | — | (0.37) | — |
Total distributions | (0.21) | (0.10) | (0.37) | — |
Net asset value, end of period | $10.27 | $9.27 | $9.22 | $10.20 |
Total return (%)4,5 | 13.446 | 1.67 | (6.22) | 2.006 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $—7 | $—7 | $—7 | $—7 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 2.408 | 2.42 | 2.59 | 2.598 |
Expenses including reductions | 2.398 | 2.41 | 2.46 | 2.458 |
Net investment loss | (2.35)8 | (2.41) | (1.93) | (0.52)8 |
Portfolio turnover (%) | 09 | 09 | 09 | 09 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
9 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
16 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
CLASS I SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-192 |
Per share operating performance | ||||
Net asset value, beginning of period | $9.39 | $9.35 | $10.23 | $10.00 |
Net investment income (loss)3 | (0.06) | (0.13) | (0.10) | 0.01 |
Net realized and unrealized gain (loss) on investments | 1.33 | 0.37 | (0.41) | 0.22 |
Total from investment operations | 1.27 | 0.24 | (0.51) | 0.23 |
Less distributions | ||||
From net investment income | (0.31) | (0.20) | — | — |
From net realized gain | — | — | (0.37) | — |
Total distributions | (0.31) | (0.20) | (0.37) | — |
Net asset value, end of period | $10.35 | $9.39 | $9.35 | $10.23 |
Total return (%)4 | 14.015 | 2.59 | (5.18) | 2.305 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $69 | $37 | $23 | $2 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 1.406 | 1.42 | 1.59 | 1.596 |
Expenses including reductions | 1.396 | 1.41 | 1.46 | 1.456 |
Net investment income (loss) | (1.36)6 | (1.41) | (1.09) | 0.306 |
Portfolio turnover (%) | 07 | 07 | 07 | 07 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 17 |
CLASS R6 SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-192 |
Per share operating performance | ||||
Net asset value, beginning of period | $9.41 | $9.36 | $10.23 | $10.00 |
Net investment income (loss)3 | (0.06) | (0.12) | (0.10) | 0.02 |
Net realized and unrealized gain (loss) on investments | 1.33 | 0.37 | (0.40) | 0.21 |
Total from investment operations | 1.27 | 0.25 | (0.50) | 0.23 |
Less distributions | ||||
From net investment income | (0.32) | (0.20) | — | — |
From net realized gain | — | — | (0.37) | — |
Total distributions | (0.32) | (0.20) | (0.37) | — |
Net asset value, end of period | $10.36 | $9.41 | $9.36 | $10.23 |
Total return (%)4 | 14.005 | 2.77 | (5.09) | 2.305 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $197 | $169 | $29 | $—6 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 1.307 | 1.31 | 1.48 | 1.487 |
Expenses including reductions | 1.297 | 1.30 | 1.34 | 1.347 |
Net investment income (loss) | (1.27)7 | (1.30) | (1.09) | 0.597 |
Portfolio turnover (%) | 08 | 08 | 08 | 08 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Less than $500,000. |
7 | Annualized. |
8 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
18 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
CLASS NAV SHARES Period ended | 4-30-221 | 10-31-21 | 10-31-20 | 10-31-192 |
Per share operating performance | ||||
Net asset value, beginning of period | $9.40 | $9.36 | $10.23 | $10.00 |
Net investment income (loss)3 | (0.06) | (0.12) | (0.07) | 0.02 |
Net realized and unrealized gain (loss) on investments | 1.33 | 0.37 | (0.43) | 0.21 |
Total from investment operations | 1.27 | 0.25 | (0.50) | 0.23 |
Less distributions | ||||
From net investment income | (0.32) | (0.21) | — | — |
From net realized gain | — | — | (0.37) | — |
Total distributions | (0.32) | (0.21) | (0.37) | — |
Net asset value, end of period | $10.35 | $9.40 | $9.36 | $10.23 |
Total return (%)4 | 14.025 | 2.69 | (5.09) | 2.305 |
Ratios and supplemental data | ||||
Net assets, end of period (in millions) | $286 | $305 | $195 | $213 |
Ratios (as a percentage of average net assets): | ||||
Expenses before reductions | 1.296 | 1.30 | 1.46 | 1.476 |
Expenses including reductions | 1.286 | 1.29 | 1.33 | 1.336 |
Net investment income (loss) | (1.26)6 | (1.29) | (0.76) | 0.606 |
Portfolio turnover (%) | 07 | 07 | 07 | 07 |
1 | Six months ended 4-30-22. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 19 |
20 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
Total value at 4-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Short-term investments | $234,405,502 | — | $234,405,502 | — |
Total investments in securities | $234,405,502 | — | $234,405,502 | — |
Derivatives: | ||||
Assets | ||||
Futures | $27,897,055 | $26,960,151 | $936,904 | — |
Forward foreign currency contracts | 34,417,410 | — | 34,417,410 | — |
Liabilities | ||||
Futures | (5,173,286) | (4,127,166) | (1,046,120) | — |
Forward foreign currency contracts | (15,929,217) | — | (15,929,217) | — |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 21 |
22 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 23 |
24 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
Risk | Consolidated statement of assets and liabilities location | Financial instruments location | Assets derivatives fair value | Liabilities derivatives fair value |
Interest rate | Receivable/payable for futures variation margin1 | Futures | $14,029,663 | $(2,022,492) |
Currency | Receivable/payable for futures variation margin1 | Futures | 299,732 | — |
Commodity | Receivable/payable for futures variation margin1 | Futures | 10,163,186 | (1,503,542) |
Equity | Receivable/payable for futures variation margin1 | Futures | 3,404,474 | (1,647,252) |
Currency | Unrealized appreciation (depreciation) on forward foreign currency contracts | Forward foreign currency contracts | 34,417,410 | (15,929,217) |
$62,314,465 | $(21,102,503) |
1 | Reflects cumulative appreciation/depreciation on open futures as disclosed in the Derivatives section of Consolidated Fund’s investments. Only the period end variation margin receivable/payable is separately reported on the Consolidated statement of assets and liabilities. |
OTC Financial Instruments | Asset | Liability |
Forward foreign currency contracts | $34,417,410 | $(15,929,217) |
Totals | $34,417,410 | $(15,929,217) |
Counterparty | Assets | Liabilities | Total Market Value of OTC Derivatives | Collateral Posted by Counterparty1 | Collateral Posted by Fund1 | Net Exposure |
Bank of America, N.A. | $34,417,410 | $(15,929,217) | $18,488,193 | — | — | $18,488,193 |
1 Reflects collateral posted by the counterparty or posted by the fund, excluding any excess collateral amounts. |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 25 |
Consolidated statement of operations location - Net realized gain (loss) on: | |||
Risk | Futures contracts | Forward foreign currency contracts | Total |
Interest rate | $(26,314,125) | — | $(26,314,125) |
Currency | 148,840 | $9,601,218 | 9,750,058 |
Commodity | 56,333,452 | — | 56,333,452 |
Equity | (6,586,513) | — | (6,586,513) |
Total | $23,581,654 | $9,601,218 | $33,182,872 |
Consolidated statement of operations location - Change in net unrealized appreciation (depreciation) of: | |||
Risk | Futures contracts | Forward foreign currency contracts | Total |
Interest rate | $21,127,323 | — | $21,127,323 |
Currency | 220,573 | $13,039,619 | 13,260,192 |
Commodity | 5,960,061 | — | 5,960,061 |
Equity | 204,877 | — | 204,877 |
Total | $27,512,834 | $13,039,619 | $40,552,453 |
26 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
Class | Expense reduction |
Class A | $32 |
Class C | 7 |
Class I | 1,964 |
Class | Expense reduction |
Class R6 | $7,857 |
Class NAV | 13,286 |
Total | $23,146 |
Class | Rule 12b-1 Fee |
Class A | 0.25% |
Class C | 1.00% |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 27 |
Class | Distribution and service fees | Transfer agent fees |
Class A | $903 | $407 |
Class C | 736 | 83 |
Class I | — | 24,889 |
Class R6 | — | 7,604 |
Total | $1,639 | $32,983 |
Six Months Ended 4-30-22 | Year Ended 10-31-21 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 387,959 | $3,807,122 | 19,970 | $187,613 |
Distributions reinvested | 671 | 5,984 | 48 | 442 |
Repurchased | (62,376) | (596,015) | (3,695) | (34,747) |
Net increase | 326,254 | $3,217,091 | 16,323 | $153,308 |
28 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-22 | Year Ended 10-31-21 | |||
Shares | Amount | Shares | Amount | |
Class C shares | ||||
Sold | 15,330 | $150,703 | 5,382 | $49,941 |
Distributions reinvested | 149 | 1,322 | 9 | 84 |
Net increase | 15,479 | $152,025 | 5,391 | $50,025 |
Class I shares | ||||
Sold | 3,646,330 | $34,895,150 | 2,968,824 | $27,980,971 |
Distributions reinvested | 141,220 | 1,259,681 | 48,317 | 445,003 |
Repurchased | (1,108,538) | (10,385,937) | (1,505,303) | (14,160,805) |
Net increase | 2,679,012 | $25,768,894 | 1,511,838 | $14,265,169 |
Class R6 shares | ||||
Sold | 4,936,572 | $45,960,076 | 17,748,074 | $168,032,157 |
Distributions reinvested | 680,455 | 6,076,463 | 79,088 | 728,398 |
Repurchased | (4,532,543) | (41,914,746) | (3,053,188) | (28,442,581) |
Net increase | 1,084,484 | $10,121,793 | 14,773,974 | $140,317,974 |
Class NAV shares | ||||
Sold | 536,261 | $4,912,092 | 12,241,680 | $115,814,772 |
Distributions reinvested | 1,158,297 | 10,343,589 | 484,526 | 4,462,481 |
Repurchased | (6,580,120) | (63,661,443) | (1,031,936) | (9,712,155) |
Net increase (decrease) | (4,885,562) | $(48,405,762) | 11,694,270 | $110,565,098 |
Total net increase (decrease) | (780,333) | $(9,145,959) | 28,001,796 | $265,351,574 |
Fund | Affiliated Concentration |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 16.8% |
John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 13.7% |
John Hancock Funds II Alternative Asset Allocation | 8.1% |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 6.6% |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 29 |
Fund | Affiliated Concentration |
John Hancock Funds II Multimanager Lifestyle Moderate Portfolio | 6.1% |
30 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining shareholders’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 31 |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures. |
32 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Kenneth G. Tropin
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 33 |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF2181974 | 473SA 4/22 |
ITEM 2. CODE OF ETHICS.
(a)Not Applicable
(b)Not Applicable
(c)Not Applicable
(d)Not Applicable
(e)Not Applicable
(f)Not Applicable
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Not Applicable
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
(a)Not Applicable
(b)Not Applicable
(c)Not Applicable
(d)Not Applicable
(e)Not Applicable
(f)Not Applicable.
(g)Not Applicable
(h)Not Applicable
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS
Not Applicable.
ITEM 6. SCHEDULE OF INVESTMENTS.
(a)Not applicable.
(b)Not applicable.
ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED- END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.
Not applicable.
ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.
The registrant has adopted procedures by which shareholders may recommend nominees to the registrant's Board of Trustees. A copy of the procedures is filed as an exhibit to this Form N-CSR. See attached "John Hancock Funds – Nominating, Governance and Administration Committee Charter."
ITEM 11. CONTROLS AND PROCEDURES.
(a)Based upon their evaluation of the registrant's disclosure controls and procedures as conducted within 90 days of the filing date of this Form N-CSR, the registrant's principal executive officer and principal financial officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms.
(b)There were no changes in the registrant's internal control over financial reporting that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 13. EXHIBITS.
(a)(1) Not applicable.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
John Hancock Investment Trust
By: | /s/ Andrew Arnott |
| ------------------------------ |
| Andrew Arnott |
| President |
Date: | June 16, 2022 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Andrew Arnott |
| ------------------------------- |
| Andrew Arnott |
| President |
Date: | June 16, 2022 |
By: | /s/ Charles A. Rizzo |
| ------------------------------- |
| Charles A. Rizzo |
| Chief Financial Officer |
Date: | June 16, 2022 |