Fund (Class) | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
Bond Fund (Class A/JHNBX) | $78 | 0.77% |
AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
Bond Fund (Class A/JHNBX) | (1.74)% | (0.61)% | 1.16% |
Bond Fund (Class A/JHNBX)—excluding sales charge | 2.35)% | 0.21)% | 1.57% |
Bloomberg U.S. Aggregate Bond Index | 1.31)% | (0.17)% | 1.26% |
The Fund has designated Bloomberg U.S. Aggregate Bond Index as its broad-based securities market index in accordance with the revised definition for such an index. |
Fund net assets | $24,387,177,373% |
Total number of portfolio holdings | $1,035% |
Total advisory fees paid (net) | $68,882,662% |
Portfolio turnover rate | $133% |
Corporate bonds | 36.9% |
U.S. Government Agency | 34.5% |
U.S. Government | 18.7% |
Asset backed securities | 5.4% |
Collateralized mortgage obligations – Commercial and residential | 2.5% |
Collateralized mortgage obligations – U.S. Government Agency | 0.9% |
Municipal bonds | 0.1% |
Term loans | 0.1% |
Short-term investments and other | 0.9% |
- Prospectus
- Financial information
- Fund holdings
- Proxy voting information
Fund (Class) | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
Bond Fund (Class C/JHCBX) | $148 | 1.47% |
AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
Bond Fund (Class C/JHCBX) | 0.65% | (0.50)% | 0.87% |
Bond Fund (Class C/JHCBX)—excluding sales charge | 1.63% | (0.50)% | 0.87% |
Bloomberg U.S. Aggregate Bond Index | 1.31% | (0.17)% | 1.26% |
The Fund has designated Bloomberg U.S. Aggregate Bond Index as its broad-based securities market index in accordance with the revised definition for such an index. |
Fund net assets | $24,387,177,373% |
Total number of portfolio holdings | $1,035% |
Total advisory fees paid (net) | $68,882,662% |
Portfolio turnover rate | $133% |
Corporate bonds | 36.9% |
U.S. Government Agency | 34.5% |
U.S. Government | 18.7% |
Asset backed securities | 5.4% |
Collateralized mortgage obligations – Commercial and residential | 2.5% |
Collateralized mortgage obligations – U.S. Government Agency | 0.9% |
Municipal bonds | 0.1% |
Term loans | 0.1% |
Short-term investments and other | 0.9% |
- Prospectus
- Financial information
- Fund holdings
- Proxy voting information
Fund (Class) | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
Bond Fund (Class I/JHBIX) | $48 | 0.47% |
AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
Bond Fund (Class I/JHBIX) | 2.65% | 0.50)% | 1.88% |
Bloomberg U.S. Aggregate Bond Index | 1.31% | (0.17)% | 1.26% |
The Fund has designated Bloomberg U.S. Aggregate Bond Index as its broad-based securities market index in accordance with the revised definition for such an index. |
Fund net assets | $24,387,177,373% |
Total number of portfolio holdings | $1,035% |
Total advisory fees paid (net) | $68,882,662% |
Portfolio turnover rate | $133% |
Corporate bonds | 36.9% |
U.S. Government Agency | 34.5% |
U.S. Government | 18.7% |
Asset backed securities | 5.4% |
Collateralized mortgage obligations – Commercial and residential | 2.5% |
Collateralized mortgage obligations – U.S. Government Agency | 0.9% |
Municipal bonds | 0.1% |
Term loans | 0.1% |
Short-term investments and other | 0.9% |
- Prospectus
- Financial information
- Fund holdings
- Proxy voting information
Fund (Class) | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
Bond Fund (Class NAV) | $36 | 0.35% |
AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
Bond Fund (Class NAV) | 2.85% | 0.62)% | 1.95% |
Bloomberg U.S. Aggregate Bond Index | 1.31% | (0.17)% | 1.26% |
The Fund has designated Bloomberg U.S. Aggregate Bond Index as its broad-based securities market index in accordance with the revised definition for such an index. | |
Class NAV shares were first offered on 8-31-15. Returns prior to this date are those of Class A shares that have not been adjusted for class-specific expenses; otherwise, returns would vary. |
Fund net assets | $24,387,177,373% |
Total number of portfolio holdings | $1,035% |
Total advisory fees paid (net) | $68,882,662% |
Portfolio turnover rate | $133% |
Corporate bonds | 36.9% |
U.S. Government Agency | 34.5% |
U.S. Government | 18.7% |
Asset backed securities | 5.4% |
Collateralized mortgage obligations – Commercial and residential | 2.5% |
Collateralized mortgage obligations – U.S. Government Agency | 0.9% |
Municipal bonds | 0.1% |
Term loans | 0.1% |
Short-term investments and other | 0.9% |
- Prospectus
- Financial information
- Fund holdings
- Proxy voting information
Fund (Class) | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
Bond Fund (Class R2/JHRBX) | $87 | 0.86% |
AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
Bond Fund (Class R2/JHRBX) | 2.34% | 0.12)% | 1.49% |
Bloomberg U.S. Aggregate Bond Index | 1.31% | (0.17)% | 1.26% |
The Fund has designated Bloomberg U.S. Aggregate Bond Index as its broad-based securities market index in accordance with the revised definition for such an index. |
Fund net assets | $24,387,177,373% |
Total number of portfolio holdings | $1,035% |
Total advisory fees paid (net) | $68,882,662% |
Portfolio turnover rate | $133% |
Corporate bonds | 36.9% |
U.S. Government Agency | 34.5% |
U.S. Government | 18.7% |
Asset backed securities | 5.4% |
Collateralized mortgage obligations – Commercial and residential | 2.5% |
Collateralized mortgage obligations – U.S. Government Agency | 0.9% |
Municipal bonds | 0.1% |
Term loans | 0.1% |
Short-term investments and other | 0.9% |
- Prospectus
- Financial information
- Fund holdings
- Proxy voting information
Fund (Class) | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
Bond Fund (Class R4/JBFRX) | $62 | 0.61% |
AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
Bond Fund (Class R4/JBFRX) | 2.59% | 0.36)% | 1.73% |
Bloomberg U.S. Aggregate Bond Index | 1.31% | (0.17)% | 1.26% |
The Fund has designated Bloomberg U.S. Aggregate Bond Index as its broad-based securities market index in accordance with the revised definition for such an index. | |
Class R4 shares were first offered on 3-27-15. Returns prior to this date are those of Class A shares that have not been adjusted for class-specific expenses; otherwise, returns would vary. |
Fund net assets | $24,387,177,373% |
Total number of portfolio holdings | $1,035% |
Total advisory fees paid (net) | $68,882,662% |
Portfolio turnover rate | $133% |
Corporate bonds | 36.9% |
U.S. Government Agency | 34.5% |
U.S. Government | 18.7% |
Asset backed securities | 5.4% |
Collateralized mortgage obligations – Commercial and residential | 2.5% |
Collateralized mortgage obligations – U.S. Government Agency | 0.9% |
Municipal bonds | 0.1% |
Term loans | 0.1% |
Short-term investments and other | 0.9% |
- Prospectus
- Financial information
- Fund holdings
- Proxy voting information
Fund (Class) | Costs of a $10,000 investment | Costs paid as a percentage of a $10,000 investment |
Bond Fund (Class R6/JHBSX) | $37 | 0.36% |
AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
Bond Fund (Class R6/JHBSX) | 2.85% | 0.62)% | 2.00% |
Bloomberg U.S. Aggregate Bond Index | 1.31% | (0.17)% | 1.26% |
The Fund has designated Bloomberg U.S. Aggregate Bond Index as its broad-based securities market index in accordance with the revised definition for such an index. |
Fund net assets | $24,387,177,373% |
Total number of portfolio holdings | $1,035% |
Total advisory fees paid (net) | $68,882,662% |
Portfolio turnover rate | $133% |
Corporate bonds | 36.9% |
U.S. Government Agency | 34.5% |
U.S. Government | 18.7% |
Asset backed securities | 5.4% |
Collateralized mortgage obligations – Commercial and residential | 2.5% |
Collateralized mortgage obligations – U.S. Government Agency | 0.9% |
Municipal bonds | 0.1% |
Term loans | 0.1% |
Short-term investments and other | 0.9% |
- Prospectus
- Financial information
- Fund holdings
- Proxy voting information
ITEM 2. CODE OF ETHICS.
As of the end of the year, May 31, 2024, the registrant has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its Chief Executive Officer, Chief Financial Officer and Treasurer (respectively, the principal executive officer, the principal financial officer and the principal accounting officer, the "Covered Officers"). A copy of the code of ethics is filed as an exhibit to this Form N-CSR.
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Frances G. Rathke is the audit committee financial expert and is "independent", pursuant to general instructions on Form N-CSR Item 3.
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
(a) Audit Fees
The aggregate fees billed for professional services rendered by the principal accountant for the audits of the registrant's annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements amounted to $69,467 and $66,887 for the fiscal years ended May 31, 2024 and May 31, 2023, respectively. These fees were billed to the registrant and were approved by the registrant's audit committee.
(b) Audit-Related Services
Audit-related fees for assurance and related services by the principal accountant are billed to the registrant or to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser ("control affiliates") that provides ongoing services to the registrant. The nature of the services provided was affiliated service provider internal controls reviews and a software licensing fee. Amounts billed to the registrant were $80 and $1,134 for fiscal years ended May 31, 2024 and May 31, 2023, respectively.
Amounts billed to control affiliates were $127,986 and $121,890 for the fiscal years ended May 31, 2024 and May 31, 2023, respectively.
(c) Tax Fees
The aggregate fees billed for professional services rendered by the principal accountant for tax compliance, tax advice and tax planning ("tax fees") amounted to $4,254 and $4,110 for the fiscal years ended May 31, 2024 and May 31, 2023, respectively. The nature of the services comprising the tax fees was the review of the registrant's tax returns and tax distribution requirements. These fees were billed to the registrant and were approved by the registrant's audit committee.
(d) All Other Fees
Other fees amounted to $369 and $57 for the fiscal years ended May 31, 2024 and May 31, 2023, respectively. The nature of the services comprising all other fees is advisory services provided to the investment manager. These fees were approved by the registrant's audit committee.
(e)(1) Audit Committee Pre-Approval Policies and Procedures
The registrant's Audit Committee must pre-approve all audit and non-audit services provided by the independent registered public accounting firm (the "Auditor") relating to the operations or financial reporting of the funds. Prior to the commencement of any audit or non-audit services to a fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.
The registrant's Audit Committee has adopted policies and procedures to, among other purposes, provide a framework for the Committee's consideration of audit-related and non-audit services by the Auditor. The policies and procedures require that any audit-related and non-audit service provided by the Auditor and any non-audit service provided by the Auditor to a fund service provider that relates directly to the operations and financial reporting of a fund are subject to approval by the Audit Committee before such service is provided. Audit-related services provided by the Auditor that are expected to exceed $25,000 per year/per fund are subject to specific pre-approval by the Audit Committee. Tax services provided by the Auditor that are expected to exceed $30,000 per year/per fund are subject to specific pre-approval by the Audit Committee.
All audit services, as well as the audit-related and non-audit services that are expected to exceed the amounts stated above, must be approved in advance of provision of the service by formal resolution of the Audit Committee. At the regularly scheduled Audit Committee meetings, the Committee reviews a report summarizing the services, including fees, provided by the Auditor.
(e)(2) Services approved pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X
Audit-Related Fees, Tax Fees and All Other Fees
There were no amounts that were approved by the Audit Committee pursuant to the de minimis exception under Rule 2-01 of Regulation S-X.
(f) According to the registrant's principal accountant for the fiscal year ended May 31, 2024, the percentage of hours spent on the audit of the registrant's financial statements for the most recent fiscal year that were attributed to work performed by persons who were not full-time, permanent employees of principal accountant was less than 50%.
(g) The aggregate non-audit fees billed by the registrant's principal accountant for non-audit services rendered to the registrant and rendered to the registrant's control affiliates were $974,002 for the fiscal year ended May 31, 2024 and $1,236,876 for the fiscal year ended May 31, 2023.
(h) The audit committee of the registrant has considered the non-audit services provided by the registrant's principal accountant to the control affiliates and has determined that the services that were not pre-approved are compatible with maintaining the principal accountant's independence.
(i) Not applicable.
(j) Not applicable.
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.
The registrant has a separately-designated standing audit committee comprised of independent trustees. The members of the audit committee are as follows:
Frances G. Rathke – Chairperson
William H. Cunningham
Hassell H. McClellan
ITEM 6. SCHEDULE OF INVESTMENTS.
(a) Refer to information included in Item 7.
(b) Not applicable.
ITEM 7. FINANCIAL STATEMENTS AND FINANCIAL HIGHLIGHTS FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES.
The Registrant prepared financial statements and financial highlights for the year ended May 31, 2024 for the following fund:
John Hancock Bond Fund
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 53.2% | $12,982,268,581 | ||||
(Cost $13,723,711,978) | |||||
U.S. Government 18.7% | 4,575,234,533 | ||||
U.S. Treasury | |||||
Bond | 2.250 | 02-15-52 | 108,346,000 | 67,847,451 | |
Bond | 2.500 | 02-15-45 | 46,737,000 | 32,931,329 | |
Bond | 3.000 | 08-15-52 | 318,724,000 | 236,079,861 | |
Bond | 3.375 | 08-15-42 | 489,409,000 | 408,866,809 | |
Bond | 3.375 | 11-15-48 | 108,345,000 | 86,896,076 | |
Bond | 4.000 | 11-15-42 | 488,294,000 | 445,091,427 | |
Bond | 4.250 | 02-15-54 | 603,511,000 | 566,074,458 | |
Bond | 4.625 | 05-15-44 | 421,460,000 | 416,850,281 | |
Bond | 4.750 | 11-15-43 | 707,701,000 | 709,470,248 | |
Note | 4.000 | 01-31-31 | 198,496,000 | 192,758,225 | |
Note | 4.125 | 03-31-31 | 325,336,000 | 318,219,275 | |
Note | 4.375 | 05-15-34 | 561,046,000 | 556,049,184 | |
Note | 4.625 | 04-30-29 | 168,409,000 | 169,224,731 | |
Note | 4.625 | 04-30-31 | 366,186,000 | 368,875,178 | |
U.S. Government Agency 34.5% | 8,407,034,048 | ||||
Federal Home Loan Mortgage Corp. | |||||
15 Yr Pass Thru | 2.000 | 06-01-36 | 56,000,293 | 49,350,062 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 16,948,565 | 16,524,976 | |
15 Yr Pass Thru | 4.500 | 12-01-37 | 11,276,190 | 10,994,368 | |
15 Yr Pass Thru | 4.500 | 01-01-38 | 11,813,538 | 11,518,287 | |
15 Yr Pass Thru | 4.500 | 02-01-38 | 36,806,035 | 35,886,156 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 114,915,936 | 90,171,501 | |
30 Yr Pass Thru | 2.000 | 03-01-52 | 60,705,435 | 47,482,189 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 25,802,454 | 21,141,754 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 58,596,539 | 48,177,043 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 43,932,217 | 36,051,652 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 13,968,826 | 11,399,799 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 2,904,786 | 2,569,049 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 9,748,710 | 8,475,106 | |
30 Yr Pass Thru | 3.000 | 05-01-46 | 1,797,999 | 1,562,541 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 3,999,437 | 3,470,688 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 3,019,998 | 2,624,630 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 5,611,054 | 4,862,226 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 41,973,738 | 36,450,800 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 31,847,973 | 27,557,866 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 7,646,489 | 6,630,800 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 21,192,761 | 18,351,219 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 11,117,547 | 9,526,763 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 14,092,169 | 12,080,157 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 2 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.000 | 12-01-49 | 13,184,212 | $11,240,032 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 11,666,789 | 9,993,769 | |
30 Yr Pass Thru | 3.000 | 02-01-50 | 7,229,401 | 6,192,703 | |
30 Yr Pass Thru | 3.000 | 06-01-51 | 71,484,287 | 61,043,550 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 51,165,367 | 43,460,492 | |
30 Yr Pass Thru | 3.000 | 06-01-52 | 60,869,947 | 51,770,262 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 2,070,175 | 1,889,936 | |
30 Yr Pass Thru | 3.500 | 04-01-44 | 3,125,835 | 2,841,396 | |
30 Yr Pass Thru | 3.500 | 05-01-45 | 4,934,365 | 4,445,796 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 30,565,899 | 27,520,356 | |
30 Yr Pass Thru | 3.500 | 09-01-46 | 6,368,921 | 5,716,418 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 1,161,472 | 1,046,834 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 12,111,873 | 10,757,450 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 3,678,039 | 3,301,220 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 4,204,831 | 3,779,297 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 5,463,911 | 4,916,080 | |
30 Yr Pass Thru | 3.500 | 01-01-47 | 3,707,693 | 3,334,787 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 4,871,181 | 4,387,346 | |
30 Yr Pass Thru | 3.500 | 04-01-47 | 6,766,586 | 6,086,029 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 17,982,229 | 16,151,169 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 24,772,451 | 21,933,647 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 40,299,844 | 35,505,363 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 81,010,410 | 71,676,374 | |
30 Yr Pass Thru | 3.500 | 07-01-52 | 23,833,552 | 20,983,174 | |
30 Yr Pass Thru | 3.500 | 07-01-52 | 46,357,849 | 40,810,052 | |
30 Yr Pass Thru | 3.500 | 07-01-52 | 35,273,902 | 31,055,313 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 4,914,837 | 4,625,056 | |
30 Yr Pass Thru | 4.000 | 03-01-42 | 2,574,931 | 2,419,384 | |
30 Yr Pass Thru | 4.000 | 11-01-43 | 2,083,886 | 1,951,771 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 5,096,735 | 4,743,233 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 14,743,527 | 13,665,651 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 5,734,507 | 5,338,563 | |
30 Yr Pass Thru | 4.000 | 05-01-47 | 4,775,562 | 4,445,829 | |
30 Yr Pass Thru | 4.000 | 10-01-47 | 7,342,145 | 6,821,433 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 1,799,347 | 1,667,800 | |
30 Yr Pass Thru | 4.000 | 07-01-48 | 14,693,963 | 13,619,711 | |
30 Yr Pass Thru | 4.000 | 08-01-48 | 7,230,619 | 6,692,962 | |
30 Yr Pass Thru | 4.000 | 08-01-49 | 74,098,525 | 67,756,040 | |
30 Yr Pass Thru | 4.000 | 05-01-52 | 2,318,350 | 2,132,770 | |
30 Yr Pass Thru | 4.000 | 05-01-52 | 123,603,872 | 112,512,167 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 79,803,046 | 72,641,848 | |
30 Yr Pass Thru | 4.000 | 08-01-52 | 33,324,165 | 30,479,584 | |
30 Yr Pass Thru | 4.000 | 08-01-52 | 38,392,689 | 34,899,495 | |
30 Yr Pass Thru | 4.000 | 08-01-52 | 72,053,285 | 65,767,652 |
3 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.000 | 08-01-52 | 21,868,406 | $19,906,025 | |
30 Yr Pass Thru | 4.000 | 04-01-53 | 22,398,313 | 20,500,372 | |
30 Yr Pass Thru | 4.000 | 04-01-53 | 25,895,556 | 23,636,533 | |
30 Yr Pass Thru | 4.000 | 06-01-53 | 57,794,950 | 52,735,095 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 24,452,406 | 23,084,375 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 21,061,040 | 19,876,163 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 12,832,038 | 12,122,148 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 61,049,128 | 57,595,475 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 50,316,985 | 47,470,467 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 30,456,661 | 28,543,321 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 31,855,764 | 30,053,629 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 35,291,583 | 33,339,193 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 38,305,343 | 36,281,990 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 33,162,593 | 31,232,122 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 36,481,483 | 34,463,265 | |
30 Yr Pass Thru | 4.500 | 12-01-52 | 22,561,305 | 21,276,161 | |
30 Yr Pass Thru | 4.500 | 12-01-52 | 89,005,123 | 84,303,721 | |
30 Yr Pass Thru | 4.500 | 03-01-53 | 51,173,244 | 47,958,454 | |
30 Yr Pass Thru | 4.500 | 04-01-53 | 21,280,578 | 20,101,638 | |
30 Yr Pass Thru | 4.500 | 08-01-53 | 65,733,321 | 62,091,709 | |
30 Yr Pass Thru | 4.500 | 08-01-53 | 15,542,975 | 14,652,754 | |
30 Yr Pass Thru | 5.000 | 08-01-52 | 39,086,546 | 37,982,211 | |
30 Yr Pass Thru | 5.000 | 08-01-52 | 34,040,572 | 32,834,137 | |
30 Yr Pass Thru | 5.000 | 08-01-52 | 41,666,302 | 40,384,914 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 50,042,240 | 48,597,091 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 37,042,540 | 35,729,712 | |
30 Yr Pass Thru | 5.000 | 11-01-52 | 40,407,848 | 38,937,867 | |
30 Yr Pass Thru | 5.000 | 11-01-52 | 9,795,624 | 9,439,273 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 18,466,714 | 17,893,025 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 36,941,317 | 35,874,503 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 4,510,423 | 4,350,569 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 31,197,447 | 30,306,258 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 61,620,768 | 59,379,090 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 37,255,500 | 36,063,190 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 40,053,928 | 38,784,575 | |
30 Yr Pass Thru | 5.000 | 06-01-53 | 46,934,116 | 45,473,855 | |
30 Yr Pass Thru | 5.000 | 06-01-53 | 59,571,276 | 57,739,245 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 10,991,234 | 10,636,727 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 45,485,614 | 44,029,911 | |
30 Yr Pass Thru | 5.000 | 08-01-53 | 76,036,565 | 73,674,406 | |
30 Yr Pass Thru | 5.000 | 08-01-53 | 56,456,969 | 54,703,071 | |
30 Yr Pass Thru | 5.000 | 08-01-53 | 51,321,774 | 49,743,445 | |
30 Yr Pass Thru | 5.500 | 11-01-39 | 1,841,488 | 1,873,471 | |
30 Yr Pass Thru | 5.500 | 09-01-52 | 41,095,133 | 40,781,976 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 4 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 5.500 | 11-01-52 | 43,433,806 | $43,034,962 | |
30 Yr Pass Thru | 5.500 | 06-01-53 | 39,585,838 | 39,247,071 | |
30 Yr Pass Thru | 5.500 | 07-01-53 | 45,698,905 | 45,307,823 | |
30 Yr Pass Thru | 5.500 | 08-01-53 | 14,382,015 | 14,187,027 | |
30 Yr Pass Thru | 5.500 | 09-01-53 | 30,556,428 | 30,294,933 | |
30 Yr Pass Thru | 5.500 | 09-01-53 | 44,061,253 | 43,684,186 | |
30 Yr Pass Thru | 5.500 | 12-01-53 | 15,857,106 | 15,668,877 | |
Federal National Mortgage Association | |||||
15 Yr Pass Thru | 2.000 | 04-01-37 | 57,172,302 | 50,382,891 | |
15 Yr Pass Thru | 2.500 | 01-01-36 | 60,468,439 | 54,968,121 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 32,534,106 | 31,863,331 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 21,056,741 | 20,530,478 | |
15 Yr Pass Thru | 4.500 | 02-01-38 | 33,134,843 | 32,306,717 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 18,704,379 | 14,670,987 | |
30 Yr Pass Thru | 2.000 | 02-01-51 | 60,541,595 | 46,918,895 | |
30 Yr Pass Thru | 2.000 | 07-01-51 | 88,055,818 | 68,352,105 | |
30 Yr Pass Thru | 2.000 | 07-01-51 | 110,034,224 | 85,412,537 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 24,652,182 | 20,276,294 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 26,954,864 | 22,237,625 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 109,515,296 | 90,246,890 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 10,874,826 | 8,971,676 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 58,237,542 | 47,900,082 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 5,100,793 | 4,179,436 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 39,350,944 | 32,242,979 | |
30 Yr Pass Thru | 2.500 | 10-01-51 | 20,572,825 | 16,843,895 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 42,732,559 | 35,174,020 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 41,621,519 | 33,940,834 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 48,257,159 | 39,397,198 | |
30 Yr Pass Thru | 2.500 | 02-01-52 | 123,355,536 | 100,861,790 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 1,018,219 | 830,638 | |
30 Yr Pass Thru | 3.000 | 07-01-42 | 1,778,212 | 1,574,472 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 2,864,563 | 2,527,772 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 1,669,046 | 1,470,020 | |
30 Yr Pass Thru | 3.000 | 04-01-43 | 1,413,172 | 1,244,781 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 14,684,100 | 12,761,948 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 20,422,662 | 17,672,747 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 16,201,331 | 14,019,819 | |
30 Yr Pass Thru | 3.000 | 09-01-46 | 1,997,230 | 1,733,295 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 1,577,976 | 1,369,446 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 12,284,120 | 10,614,705 | |
30 Yr Pass Thru | 3.000 | 01-01-47 | 14,959,521 | 12,954,568 | |
30 Yr Pass Thru | 3.000 | 02-01-47 | 8,293,674 | 7,189,888 | |
30 Yr Pass Thru | 3.000 | 10-01-47 | 18,020,967 | 15,583,177 | |
30 Yr Pass Thru | 3.000 | 11-01-47 | 18,602,639 | 16,097,790 |
5 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.000 | 11-01-48 | 33,226,764 | $28,628,173 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 11,405,447 | 9,898,215 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 15,459,640 | 13,247,556 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 29,017,042 | 24,493,279 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 6,719,135 | 5,728,313 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 28,319,206 | 24,329,025 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 20,178,907 | 16,995,176 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 19,096,962 | 16,370,389 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 14,889,143 | 12,754,037 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 16,191,847 | 13,804,153 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 17,980,800 | 15,402,350 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 15,591,553 | 13,345,977 | |
30 Yr Pass Thru | 3.000 | 12-01-51 | 40,330,712 | 34,189,345 | |
30 Yr Pass Thru | 3.000 | 01-01-52 | 37,084,962 | 31,598,932 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 15,983,082 | 13,576,227 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 33,865,806 | 28,755,449 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 50,313,793 | 42,406,971 | |
30 Yr Pass Thru | 3.500 | 11-01-40 | 830,423 | 759,543 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 892,324 | 811,992 | |
30 Yr Pass Thru | 3.500 | 08-01-42 | 1,851,665 | 1,686,866 | |
30 Yr Pass Thru | 3.500 | 06-01-43 | 7,973,796 | 7,240,869 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 2,516,159 | 2,282,534 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 2,494,123 | 2,264,027 | |
30 Yr Pass Thru | 3.500 | 01-01-45 | 1,731,930 | 1,562,686 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 5,326,256 | 4,792,458 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 1,349,385 | 1,214,149 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 6,245,902 | 5,619,936 | |
30 Yr Pass Thru | 3.500 | 01-01-46 | 14,801,459 | 13,331,931 | |
30 Yr Pass Thru | 3.500 | 02-01-46 | 9,974,350 | 8,940,432 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 6,564,885 | 5,867,972 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 3,505,883 | 3,142,471 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 15,655,387 | 14,052,155 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 18,082,271 | 16,230,507 | |
30 Yr Pass Thru | 3.500 | 03-01-47 | 21,001,282 | 18,863,715 | |
30 Yr Pass Thru | 3.500 | 05-01-47 | 12,639,355 | 11,364,737 | |
30 Yr Pass Thru | 3.500 | 07-01-47 | 24,223,533 | 21,757,997 | |
30 Yr Pass Thru | 3.500 | 08-01-47 | 16,450,629 | 14,796,803 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 19,955,124 | 17,886,621 | |
30 Yr Pass Thru | 3.500 | 12-01-47 | 9,877,787 | 8,847,705 | |
30 Yr Pass Thru | 3.500 | 01-01-48 | 15,007,191 | 13,442,200 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 3,867,397 | 3,472,554 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 8,549,064 | 7,609,456 | |
30 Yr Pass Thru | 3.500 | 03-01-49 | 2,529,504 | 2,265,720 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 15,788,528 | 14,097,653 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 6 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.500 | 06-01-49 | 47,781,207 | $42,619,274 | |
30 Yr Pass Thru | 3.500 | 09-01-49 | 4,700,888 | 4,172,472 | |
30 Yr Pass Thru | 3.500 | 12-01-49 | 20,071,789 | 17,809,293 | |
30 Yr Pass Thru | 3.500 | 02-01-50 | 22,821,881 | 20,242,262 | |
30 Yr Pass Thru | 3.500 | 09-01-50 | 46,640,169 | 41,397,455 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 22,255,583 | 19,830,388 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 33,985,770 | 29,793,788 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 22,164,647 | 19,596,979 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 30,157,333 | 26,635,479 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 20,783,085 | 18,375,465 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 34,276,892 | 30,177,540 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 44,920,351 | 39,744,619 | |
30 Yr Pass Thru | 3.500 | 08-01-52 | 67,893,915 | 59,768,826 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 2,253,195 | 2,120,884 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 3,041,001 | 2,864,223 | |
30 Yr Pass Thru | 4.000 | 11-01-40 | 1,091,757 | 1,028,171 | |
30 Yr Pass Thru | 4.000 | 12-01-40 | 1,339,258 | 1,260,548 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 2,039,264 | 1,918,491 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 2,720,009 | 2,554,883 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 1,171,052 | 1,100,842 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 898,087 | 843,358 | |
30 Yr Pass Thru | 4.000 | 01-01-42 | 1,317,912 | 1,238,219 | |
30 Yr Pass Thru | 4.000 | 05-01-42 | 1,786,332 | 1,675,811 | |
30 Yr Pass Thru | 4.000 | 09-01-43 | 3,497,869 | 3,271,201 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 3,511,343 | 3,282,545 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 1,341,425 | 1,253,534 | |
30 Yr Pass Thru | 4.000 | 01-01-44 | 2,690,494 | 2,514,961 | |
30 Yr Pass Thru | 4.000 | 12-01-45 | 6,646,944 | 6,177,701 | |
30 Yr Pass Thru | 4.000 | 02-01-46 | 3,361,107 | 3,113,325 | |
30 Yr Pass Thru | 4.000 | 04-01-46 | 4,005,625 | 3,707,826 | |
30 Yr Pass Thru | 4.000 | 06-01-46 | 2,544,948 | 2,355,743 | |
30 Yr Pass Thru | 4.000 | 07-01-46 | 4,466,265 | 4,134,219 | |
30 Yr Pass Thru | 4.000 | 10-01-46 | 1,538,004 | 1,422,219 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 6,010,415 | 5,601,134 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 6,665,403 | 6,169,861 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 7,425,007 | 6,917,078 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 1,733,184 | 1,605,413 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 4,722,446 | 4,374,306 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 2,512,183 | 2,317,564 | |
30 Yr Pass Thru | 4.000 | 09-01-48 | 2,232,044 | 2,063,312 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 6,286,289 | 5,809,111 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 8,281,980 | 7,655,901 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 5,327,354 | 4,899,659 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 4,216,685 | 3,864,980 |
7 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.000 | 02-01-49 | 5,560,366 | $5,113,965 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 9,459,616 | 8,738,601 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 13,285,077 | 12,251,726 | |
30 Yr Pass Thru | 4.000 | 08-01-49 | 27,061,686 | 24,999,036 | |
30 Yr Pass Thru | 4.000 | 02-01-50 | 21,832,754 | 20,052,668 | |
30 Yr Pass Thru | 4.000 | 03-01-51 | 85,676,279 | 78,851,495 | |
30 Yr Pass Thru | 4.000 | 08-01-51 | 48,061,521 | 44,323,162 | |
30 Yr Pass Thru | 4.000 | 10-01-51 | 163,619,792 | 150,279,412 | |
30 Yr Pass Thru | 4.000 | 04-01-52 | 8,995,134 | 8,239,248 | |
30 Yr Pass Thru | 4.000 | 05-01-52 | 44,937,012 | 40,848,377 | |
30 Yr Pass Thru | 4.000 | 05-01-52 | 93,316,602 | 84,942,753 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 2,619,043 | 2,406,324 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 48,015,009 | 44,141,475 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 32,061,954 | 29,144,769 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 35,431,952 | 32,440,666 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 37,165,941 | 33,923,737 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 29,240,251 | 26,689,451 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 20,910,940 | 19,021,409 | |
30 Yr Pass Thru | 4.500 | 05-01-52 | 32,465,435 | 30,689,683 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 37,666,869 | 35,559,532 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 87,394,226 | 82,477,496 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 72,564,394 | 68,481,979 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 49,090,762 | 46,513,045 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 61,435,401 | 57,979,094 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 43,626,153 | 40,899,117 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 9,965,483 | 9,414,176 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 71,768,026 | 67,281,864 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 60,603,730 | 56,815,439 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 42,114,069 | 39,481,552 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 59,306,285 | 56,173,627 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 161,148,512 | 151,075,247 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 48,037,330 | 45,319,777 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 22,133,222 | 20,881,108 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 15,292,050 | 14,484,297 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 16,440,653 | 15,510,578 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 29,373,673 | 27,711,954 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 9,070,426 | 8,557,296 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 37,926,906 | 35,781,316 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 27,144,661 | 25,642,972 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 30,189,422 | 28,481,555 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 7,477,067 | 7,062,839 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 14,011,570 | 13,218,912 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 18,357,117 | 17,318,623 | |
30 Yr Pass Thru | 4.500 | 12-01-52 | 40,119,874 | 37,850,225 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 8 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.500 | 02-01-53 | 32,765,751 | $30,987,907 | |
30 Yr Pass Thru | 4.500 | 03-01-53 | 14,977,180 | 14,124,045 | |
30 Yr Pass Thru | 4.500 | 03-01-53 | 33,105,279 | 31,209,181 | |
30 Yr Pass Thru | 4.500 | 05-01-53 | 19,288,926 | 18,220,323 | |
30 Yr Pass Thru | 4.500 | 06-01-53 | 19,711,814 | 18,552,024 | |
30 Yr Pass Thru | 4.500 | 08-01-53 | 32,576,447 | 30,667,373 | |
30 Yr Pass Thru | 5.000 | 06-01-52 | 24,880,559 | 23,983,214 | |
30 Yr Pass Thru | 5.000 | 07-01-52 | 63,159,837 | 60,980,595 | |
30 Yr Pass Thru | 5.000 | 07-01-52 | 42,323,346 | 40,796,908 | |
30 Yr Pass Thru | 5.000 | 07-01-52 | 12,787,349 | 12,422,065 | |
30 Yr Pass Thru | 5.000 | 08-01-52 | 27,576,431 | 26,700,780 | |
30 Yr Pass Thru | 5.000 | 09-01-52 | 95,942,727 | 92,632,357 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 41,777,922 | 40,480,045 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 41,568,116 | 40,055,926 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 113,381,198 | 109,256,549 | |
30 Yr Pass Thru | 5.000 | 11-01-52 | 38,489,614 | 37,378,088 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 37,248,723 | 36,091,550 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 7,693,913 | 7,474,127 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 31,846,259 | 30,926,584 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 77,277,710 | 74,466,455 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 8,875,638 | 8,594,359 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 33,303,072 | 32,247,661 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 9,136,525 | 8,861,254 | |
30 Yr Pass Thru | 5.000 | 05-01-53 | 75,105,958 | 72,796,179 | |
30 Yr Pass Thru | 5.000 | 05-01-53 | 33,125,585 | 32,114,619 | |
30 Yr Pass Thru | 5.000 | 05-01-53 | 54,612,490 | 53,001,225 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 87,540,736 | 84,821,187 | |
30 Yr Pass Thru | 5.500 | 10-01-52 | 44,030,815 | 43,626,489 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 37,080,968 | 36,775,225 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 68,138,565 | 67,576,742 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 1,921,591 | 1,905,747 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 25,891,476 | 25,758,904 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 26,035,151 | 25,820,483 | |
30 Yr Pass Thru | 5.500 | 04-01-53 | 26,565,112 | 26,163,440 | |
30 Yr Pass Thru | 5.500 | 05-01-53 | 15,822,886 | 15,677,588 | |
30 Yr Pass Thru | 5.500 | 07-01-53 | 14,200,420 | 14,046,057 | |
30 Yr Pass Thru | 5.500 | 02-01-54 | 30,100,677 | 29,833,675 | |
30 Yr Pass Thru | 5.500 | 03-01-54 | 26,712,217 | 26,433,534 | |
30 Yr Pass Thru | 5.500 | 05-01-54 | 37,922,985 | 37,420,684 | |
30 Yr Pass Thru (6 month Refinitiv USD IBOR Consumer Cash Fallback Rate + 2.122%) (A) | 6.372 | 07-01-33 | 200 | 204 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 88 | 91 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 27 | 28 |
9 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 7.000 | 09-01-31 | 844 | $876 | |
30 Yr Pass Thru | 7.000 | 01-01-32 | 39 | 41 | |
30 Yr Pass Thru | 7.000 | 06-01-32 | 9 | 9 | |
30 Yr Pass Thru | 7.500 | 09-01-29 | 21 | 21 | |
30 Yr Pass Thru | 7.500 | 12-01-29 | 21 | 22 | |
30 Yr Pass Thru | 7.500 | 01-01-31 | 10 | 11 | |
30 Yr Pass Thru | 7.500 | 05-01-31 | 77 | 81 | |
Government National Mortgage Association | |||||
30 Yr Pass Thru | 5.000 | 04-15-35 | 1,234 | 1,222 | |
30 Yr Pass Thru | 5.000 | 04-15-35 | 427 | 422 | |
30 Yr Pass Thru | 5.500 | 03-15-35 | 812 | 823 | |
30 Yr Pass Thru | 6.000 | 03-15-33 | 1,155 | 1,178 | |
30 Yr Pass Thru | 6.000 | 06-15-33 | 325 | 331 | |
30 Yr Pass Thru | 6.500 | 09-15-28 | 41 | 41 | |
30 Yr Pass Thru | 6.500 | 09-15-29 | 48 | 49 | |
30 Yr Pass Thru | 6.500 | 08-15-31 | 75 | 77 | |
30 Yr Pass Thru | 7.000 | 04-15-29 | 277 | 282 | |
30 Yr Pass Thru | 8.000 | 10-15-26 | 110 | 111 | |
Corporate bonds 36.9% | $8,995,154,890 | ||||
(Cost $9,433,638,453) | |||||
Communication services 2.5% | 619,739,614 | ||||
Diversified telecommunication services 0.4% | |||||
C&W Senior Finance, Ltd. (B) | 6.875 | 09-15-27 | 18,569,000 | 17,704,799 | |
Connect Finco SARL (B) | 6.750 | 10-01-26 | 23,257,000 | 21,959,518 | |
GCI LLC (B) | 4.750 | 10-15-28 | 20,165,000 | 18,307,397 | |
Telesat Canada (B)(C) | 5.625 | 12-06-26 | 6,004,000 | 2,739,059 | |
Total Play Telecomunicaciones SA de CV (B) | 6.375 | 09-20-28 | 17,696,000 | 9,237,418 | |
Verizon Communications, Inc. | 2.550 | 03-21-31 | 29,102,000 | 24,536,456 | |
Entertainment 0.6% | |||||
Netflix, Inc. | 4.875 | 04-15-28 | 51,061,000 | 50,615,114 | |
Netflix, Inc. (B) | 5.375 | 11-15-29 | 6,259,000 | 6,300,783 | |
Netflix, Inc. | 5.875 | 11-15-28 | 14,215,000 | 14,623,722 | |
WarnerMedia Holdings, Inc. | 4.279 | 03-15-32 | 91,996,000 | 80,515,609 | |
WMG Acquisition Corp. (B) | 3.875 | 07-15-30 | 10,075,000 | 8,905,304 | |
Interactive media and services 0.1% | |||||
Match Group Holdings II LLC (B) | 3.625 | 10-01-31 | 6,033,000 | 5,024,872 | |
Match Group Holdings II LLC (B) | 4.125 | 08-01-30 | 14,217,000 | 12,359,747 | |
Media 0.7% | |||||
Charter Communications Operating LLC | 4.200 | 03-15-28 | 41,395,000 | 38,935,110 | |
Charter Communications Operating LLC | 6.384 | 10-23-35 | 33,305,000 | 32,505,196 | |
Globo Comunicacao e Participacoes SA (B) | 4.875 | 01-22-30 | 11,551,000 | 10,197,707 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 10 |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Media (continued) | |||||
LCPR Senior Secured Financing DAC (B) | 5.125 | 07-15-29 | 8,424,000 | $7,071,648 | |
News Corp. (B) | 3.875 | 05-15-29 | 16,548,000 | 15,015,704 | |
Paramount Global (C) | 4.200 | 05-19-32 | 7,750,000 | 6,453,041 | |
Paramount Global | 4.375 | 03-15-43 | 15,893,000 | 10,897,468 | |
Paramount Global | 4.950 | 05-19-50 | 32,321,000 | 23,330,050 | |
Sirius XM Radio, Inc. (B) | 4.000 | 07-15-28 | 15,524,000 | 13,896,500 | |
Sirius XM Radio, Inc. (B) | 5.000 | 08-01-27 | 26,970,000 | 25,612,794 | |
Wireless telecommunication services 0.7% | |||||
Iliad Holding SAS (B) | 8.500 | 04-15-31 | 7,296,000 | 7,385,096 | |
Millicom International Cellular SA (B) | 6.250 | 03-25-29 | 15,327,000 | 14,872,787 | |
Millicom International Cellular SA (B)(C) | 7.375 | 04-02-32 | 8,429,000 | 8,290,644 | |
T-Mobile USA, Inc. | 3.375 | 04-15-29 | 23,700,000 | 21,690,145 | |
T-Mobile USA, Inc. | 3.875 | 04-15-30 | 80,558,000 | 74,874,973 | |
Vodafone Group PLC | 5.625 | 02-10-53 | 15,473,000 | 14,926,619 | |
Vodafone Group PLC (7.000% to 4-4-29, then 5 Year U.S. Swap Rate + 4.873% to 4-4-49, then 5 Year U.S. Swap Rate + 5.623%) | 7.000 | 04-04-79 | 20,338,000 | 20,954,334 | |
Consumer discretionary 3.7% | 894,810,806 | ||||
Automobile components 0.0% | |||||
Dealer Tire LLC (B) | 8.000 | 02-01-28 | 9,208,000 | 8,958,764 | |
Automobiles 1.7% | |||||
Ford Motor Company | 3.250 | 02-12-32 | 16,767,000 | 13,781,091 | |
Ford Motor Company | 6.100 | 08-19-32 | 24,584,000 | 24,516,564 | |
Ford Motor Credit Company LLC | 4.000 | 11-13-30 | 43,430,000 | 38,496,556 | |
Ford Motor Credit Company LLC | 5.113 | 05-03-29 | 38,435,000 | 37,019,174 | |
Ford Motor Credit Company LLC | 5.800 | 03-08-29 | 30,328,000 | 30,149,405 | |
Ford Motor Credit Company LLC | 6.125 | 03-08-34 | 21,305,000 | 21,038,541 | |
Ford Motor Credit Company LLC | 6.800 | 05-12-28 | 67,328,000 | 69,244,537 | |
General Motors Company | 5.400 | 04-01-48 | 11,353,000 | 10,128,263 | |
General Motors Financial Company, Inc. | 2.400 | 10-15-28 | 56,908,000 | 50,035,075 | |
General Motors Financial Company, Inc. | 3.600 | 06-21-30 | 71,040,000 | 63,475,848 | |
Hyundai Capital America (B) | 2.375 | 10-15-27 | 11,097,000 | 10,042,600 | |
Hyundai Capital America (B) | 5.300 | 01-08-29 | 11,073,000 | 10,980,232 | |
Hyundai Capital America (B) | 5.680 | 06-26-28 | 23,739,000 | 23,864,289 | |
Broadline retail 0.2% | |||||
Kohl’s Corp. | 4.625 | 05-01-31 | 13,509,000 | 10,894,063 | |
Macy’s Retail Holdings LLC (B)(C) | 5.875 | 04-01-29 | 10,521,000 | 10,130,720 | |
Macy’s Retail Holdings LLC (B) | 5.875 | 03-15-30 | 9,534,000 | 9,088,392 | |
Macy’s Retail Holdings LLC (B) | 6.125 | 03-15-32 | 16,259,000 | 15,468,960 | |
Diversified consumer services 0.1% | |||||
GEMS MENASA Cayman, Ltd. (B) | 7.125 | 07-31-26 | 9,267,000 | 9,223,744 |
11 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Diversified consumer services (continued) | |||||
Sotheby’s (B) | 7.375 | 10-15-27 | 8,868,000 | $7,719,126 | |
Hotels, restaurants and leisure 0.9% | |||||
Booking Holdings, Inc. | 4.625 | 04-13-30 | 25,498,000 | 24,889,332 | |
Caesars Entertainment, Inc. (B) | 6.500 | 02-15-32 | 10,003,000 | 9,891,487 | |
Flutter Treasury Designated Activity Company (B) | 6.375 | 04-29-29 | 8,277,000 | 8,319,287 | |
Full House Resorts, Inc. (B) | 8.250 | 02-15-28 | 9,518,000 | 8,989,911 | |
Hilton Grand Vacations Borrower Escrow LLC (B) | 5.000 | 06-01-29 | 20,071,000 | 18,536,084 | |
Hilton Grand Vacations Borrower Escrow LLC (B) | 6.625 | 01-15-32 | 19,300,000 | 19,200,252 | |
Jacobs Entertainment, Inc. (B) | 6.750 | 02-15-29 | 7,367,000 | 6,869,728 | |
MGM Resorts International | 4.750 | 10-15-28 | 32,237,000 | 30,143,233 | |
Midwest Gaming Borrower LLC (B) | 4.875 | 05-01-29 | 21,467,000 | 19,847,967 | |
Mohegan Tribal Gaming Authority (B) | 8.000 | 02-01-26 | 15,340,000 | 14,413,157 | |
Resorts World Las Vegas LLC (B) | 4.625 | 04-16-29 | 19,680,000 | 17,678,151 | |
Resorts World Las Vegas LLC (B) | 4.625 | 04-06-31 | 10,700,000 | 9,239,177 | |
Resorts World Las Vegas LLC (B) | 8.450 | 07-27-30 | 15,200,000 | 16,104,271 | |
Royal Caribbean Cruises, Ltd. (B) | 6.250 | 03-15-32 | 5,149,000 | 5,125,530 | |
Travel + Leisure Company (B) | 4.625 | 03-01-30 | 8,912,000 | 8,087,976 | |
Household durables 0.2% | |||||
Brookfield Residential Properties, Inc. (B) | 5.000 | 06-15-29 | 9,774,000 | 8,781,010 | |
Century Communities, Inc. (B) | 3.875 | 08-15-29 | 14,425,000 | 12,803,098 | |
KB Home | 4.000 | 06-15-31 | 16,083,000 | 14,209,458 | |
Leisure products 0.0% | |||||
Brunswick Corp. | 5.850 | 03-18-29 | 9,981,000 | 9,965,484 | |
Specialty retail 0.5% | |||||
Amer Sports Company (B) | 6.750 | 02-16-31 | 5,173,000 | 5,153,786 | |
Asbury Automotive Group, Inc. (B) | 4.625 | 11-15-29 | 6,148,000 | 5,656,265 | |
Asbury Automotive Group, Inc. | 4.750 | 03-01-30 | 17,166,000 | 15,742,463 | |
AutoNation, Inc. | 4.750 | 06-01-30 | 22,348,000 | 21,270,745 | |
Group 1 Automotive, Inc. (B) | 4.000 | 08-15-28 | 11,273,000 | 10,291,344 | |
Lithia Motors, Inc. (B) | 3.875 | 06-01-29 | 7,350,000 | 6,546,406 | |
Lithia Motors, Inc. (B) | 4.375 | 01-15-31 | 7,940,000 | 6,995,590 | |
Lithia Motors, Inc. (B) | 4.625 | 12-15-27 | 6,075,000 | 5,776,087 | |
The Michaels Companies, Inc. (B) | 5.250 | 05-01-28 | 25,058,000 | 20,325,030 | |
The Michaels Companies, Inc. (B) | 7.875 | 05-01-29 | 20,790,000 | 14,139,174 | |
Valvoline, Inc. (B) | 3.625 | 06-15-31 | 17,994,000 | 15,180,451 | |
Velocity Vehicle Group LLC (B) | 8.000 | 06-01-29 | 5,180,000 | 5,264,175 | |
Textiles, apparel and luxury goods 0.1% | |||||
Tapestry, Inc. | 7.700 | 11-27-30 | 13,302,000 | 13,898,593 | |
Tapestry, Inc. | 7.850 | 11-27-33 | 10,644,000 | 11,220,160 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 12 |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer staples 0.8% | $182,377,277 | ||||
Food products 0.8% | |||||
Coruripe Netherlands BV (B) | 10.000 | 02-10-27 | 13,476,000 | 11,964,335 | |
Fiesta Purchaser, Inc. (B) | 7.875 | 03-01-31 | 3,420,000 | 3,513,985 | |
JBS USA LUX SA | 3.625 | 01-15-32 | 19,369,000 | 16,607,657 | |
JBS USA LUX SA | 3.750 | 12-01-31 | 5,689,000 | 4,924,168 | |
JBS USA LUX SA | 5.750 | 04-01-33 | 32,421,000 | 31,950,562 | |
Kraft Heinz Foods Company | 4.375 | 06-01-46 | 46,450,000 | 38,075,597 | |
Kraft Heinz Foods Company | 5.000 | 06-04-42 | 12,796,000 | 11,638,175 | |
MARB BondCo PLC (B) | 3.950 | 01-29-31 | 30,501,000 | 24,826,698 | |
NBM US Holdings, Inc. (B) | 6.625 | 08-06-29 | 23,063,000 | 22,708,372 | |
Pilgrim’s Pride Corp. | 6.250 | 07-01-33 | 16,000,000 | 16,167,728 | |
Energy 5.5% | 1,341,633,135 | ||||
Oil, gas and consumable fuels 5.5% | |||||
Aker BP ASA (B) | 3.100 | 07-15-31 | 11,536,000 | 9,767,631 | |
Aker BP ASA (B) | 3.750 | 01-15-30 | 7,320,000 | 6,703,479 | |
Aker BP ASA (B) | 4.000 | 01-15-31 | 12,986,000 | 11,735,866 | |
Antero Midstream Partners LP (B) | 5.375 | 06-15-29 | 18,688,000 | 17,910,917 | |
Antero Midstream Partners LP (B) | 6.625 | 02-01-32 | 14,499,000 | 14,517,776 | |
Antero Resources Corp. (B) | 5.375 | 03-01-30 | 5,906,000 | 5,652,456 | |
Ascent Resources Utica Holdings LLC (B) | 5.875 | 06-30-29 | 21,017,000 | 20,196,681 | |
Blue Racer Midstream LLC (B) | 7.000 | 07-15-29 | 4,612,000 | 4,660,351 | |
Blue Racer Midstream LLC (B) | 7.250 | 07-15-32 | 2,230,000 | 2,272,054 | |
Cheniere Energy Partners LP | 4.000 | 03-01-31 | 34,237,000 | 30,856,267 | |
Cheniere Energy Partners LP | 4.500 | 10-01-29 | 25,561,000 | 24,291,230 | |
Cheniere Energy Partners LP | 5.950 | 06-30-33 | 5,223,000 | 5,269,177 | |
Cheniere Energy, Inc. (B) | 5.650 | 04-15-34 | 11,196,000 | 11,102,195 | |
Civitas Resources, Inc. (B) | 8.625 | 11-01-30 | 10,893,000 | 11,652,046 | |
Columbia Pipelines Holding Company LLC (B) | 5.681 | 01-15-34 | 17,665,000 | 17,323,506 | |
Columbia Pipelines Operating Company LLC (B) | 5.927 | 08-15-30 | 8,524,000 | 8,649,367 | |
Columbia Pipelines Operating Company LLC (B) | 6.036 | 11-15-33 | 29,417,000 | 29,984,542 | |
Continental Resources, Inc. (B) | 2.875 | 04-01-32 | 16,445,000 | 13,327,035 | |
Continental Resources, Inc. | 4.900 | 06-01-44 | 15,779,000 | 13,041,593 | |
Continental Resources, Inc. (B) | 5.750 | 01-15-31 | 30,610,000 | 30,158,305 | |
Diamondback Energy, Inc. | 5.750 | 04-18-54 | 25,648,000 | 24,725,820 | |
Enbridge, Inc. (5.500% to 7-15-27, then 3 month CME Term SOFR + 3.680% to 7-15-47, then 3 month CME Term SOFR + 4.430%) | 5.500 | 07-15-77 | 22,814,000 | 21,454,648 | |
Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | 5.750 | 07-15-80 | 29,961,000 | 27,920,920 |
13 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%) | 6.250 | 03-01-78 | 22,368,000 | $21,328,857 | |
Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | 8.500 | 01-15-84 | 14,031,000 | 15,079,144 | |
Energean Israel Finance, Ltd. (B) | 5.375 | 03-30-28 | 6,461,000 | 5,826,594 | |
Energean Israel Finance, Ltd. (B) | 5.875 | 03-30-31 | 11,574,000 | 10,063,084 | |
Energy Transfer LP | 5.150 | 03-15-45 | 26,413,000 | 23,259,203 | |
Energy Transfer LP | 5.250 | 04-15-29 | 24,975,000 | 24,830,378 | |
Energy Transfer LP | 5.400 | 10-01-47 | 27,635,000 | 24,814,417 | |
Energy Transfer LP | 5.500 | 06-01-27 | 23,796,000 | 23,829,381 | |
Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (D) | 6.500 | 11-15-26 | 47,417,000 | 46,447,005 | |
Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (D) | 7.125 | 05-15-30 | 36,660,000 | 35,871,755 | |
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%) | 5.250 | 08-16-77 | 43,524,000 | 41,574,033 | |
EQM Midstream Partners LP (B) | 6.375 | 04-01-29 | 7,204,000 | 7,190,729 | |
EQM Midstream Partners LP (B) | 7.500 | 06-01-27 | 2,859,000 | 2,921,003 | |
EQM Midstream Partners LP (B) | 7.500 | 06-01-30 | 1,610,000 | 1,700,329 | |
Global Partners LP (B) | 8.250 | 01-15-32 | 5,116,000 | 5,263,505 | |
Hess Midstream Operations LP (B) | 4.250 | 02-15-30 | 5,230,000 | 4,753,720 | |
Hess Midstream Operations LP (B) | 5.500 | 10-15-30 | 2,295,000 | 2,202,687 | |
Hess Midstream Operations LP (B) | 6.500 | 06-01-29 | 4,730,000 | 4,782,976 | |
Kinder Morgan Energy Partners LP | 7.750 | 03-15-32 | 13,230,000 | 14,822,990 | |
Leviathan Bond, Ltd. (B) | 6.500 | 06-30-27 | 29,476,000 | 28,001,905 | |
Leviathan Bond, Ltd. (B) | 6.750 | 06-30-30 | 4,949,000 | 4,497,404 | |
MC Brazil Downstream Trading SARL (B) | 7.250 | 06-30-31 | 20,991,078 | 18,890,354 | |
MPLX LP | 4.250 | 12-01-27 | 15,703,000 | 15,176,700 | |
MPLX LP | 4.950 | 09-01-32 | 13,328,000 | 12,684,660 | |
MPLX LP | 5.000 | 03-01-33 | 13,867,000 | 13,176,285 | |
Occidental Petroleum Corp. | 6.450 | 09-15-36 | 27,598,000 | 28,747,165 | |
Occidental Petroleum Corp. | 6.600 | 03-15-46 | 11,175,000 | 11,690,514 | |
Occidental Petroleum Corp. | 6.625 | 09-01-30 | 29,198,000 | 30,501,691 | |
ONEOK, Inc. | 5.650 | 11-01-28 | 10,730,000 | 10,846,324 | |
ONEOK, Inc. | 6.050 | 09-01-33 | 25,316,000 | 25,914,579 | |
ONEOK, Inc. | 6.625 | 09-01-53 | 25,699,000 | 27,482,021 | |
Ovintiv, Inc. | 5.650 | 05-15-28 | 10,445,000 | 10,547,169 | |
Ovintiv, Inc. | 6.250 | 07-15-33 | 8,168,000 | 8,385,630 | |
Ovintiv, Inc. | 7.200 | 11-01-31 | 3,846,000 | 4,139,811 | |
Parkland Corp. (B) | 4.500 | 10-01-29 | 12,267,000 | 11,158,347 | |
Parkland Corp. (B) | 4.625 | 05-01-30 | 13,739,000 | 12,487,596 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 14 |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Petroleos Mexicanos | 7.690 | 01-23-50 | 47,139,000 | $34,337,009 | |
Petroleos Mexicanos | 8.750 | 06-02-29 | 12,037,000 | 11,816,645 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 13,496,000 | 13,003,883 | |
Sabine Pass Liquefaction LLC | 4.500 | 05-15-30 | 40,088,000 | 38,290,047 | |
Sabine Pass Liquefaction LLC | 5.000 | 03-15-27 | 12,815,000 | 12,708,120 | |
Southwestern Energy Company | 4.750 | 02-01-32 | 9,175,000 | 8,316,230 | |
Sunoco LP | 4.500 | 04-30-30 | 18,893,000 | 17,052,897 | |
Sunoco LP (B) | 7.000 | 05-01-29 | 14,511,000 | 14,817,339 | |
Sunoco LP (B) | 7.250 | 05-01-32 | 14,511,000 | 14,856,130 | |
Talos Production, Inc. (B) | 9.000 | 02-01-29 | 2,236,000 | 2,345,736 | |
Talos Production, Inc. (B) | 9.375 | 02-01-31 | 2,795,000 | 2,958,073 | |
Targa Resources Corp. | 4.950 | 04-15-52 | 30,292,000 | 25,763,767 | |
Targa Resources Corp. | 6.150 | 03-01-29 | 21,618,000 | 22,266,462 | |
Targa Resources Partners LP | 4.000 | 01-15-32 | 24,529,000 | 21,925,276 | |
The Williams Companies, Inc. | 3.750 | 06-15-27 | 9,194,000 | 8,789,339 | |
The Williams Companies, Inc. | 4.650 | 08-15-32 | 11,178,000 | 10,592,379 | |
Var Energi ASA (B) | 7.500 | 01-15-28 | 4,540,000 | 4,764,639 | |
Var Energi ASA (B) | 8.000 | 11-15-32 | 46,099,000 | 51,515,172 | |
Venture Global Calcasieu Pass LLC (B) | 3.875 | 08-15-29 | 6,471,000 | 5,827,818 | |
Venture Global Calcasieu Pass LLC (B) | 4.125 | 08-15-31 | 11,717,000 | 10,348,099 | |
Venture Global LNG, Inc. (B) | 9.500 | 02-01-29 | 22,830,000 | 24,759,614 | |
Vital Energy, Inc. (B) | 7.875 | 04-15-32 | 9,989,000 | 10,142,391 | |
Western Midstream Operating LP | 4.050 | 02-01-30 | 22,009,000 | 20,372,263 | |
Financials 10.4% | 2,536,344,158 | ||||
Banks 6.5% | |||||
Banco Santander SA | 4.379 | 04-12-28 | 26,204,000 | 25,119,552 | |
Bank of America Corp. (2.087% to 6-14-28, then Overnight SOFR + 1.060%) | 2.087 | 06-14-29 | 36,771,000 | 32,435,907 | |
Bank of America Corp. (2.592% to 4-29-30, then Overnight SOFR + 2.150%) | 2.592 | 04-29-31 | 41,379,000 | 35,492,473 | |
Bank of America Corp. (2.687% to 4-22-31, then Overnight SOFR + 1.320%) | 2.687 | 04-22-32 | 69,628,000 | 58,517,672 | |
Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) | 3.846 | 03-08-37 | 33,636,000 | 29,513,850 | |
Bank of America Corp. (3.970% to 3-5-28, then 3 month CME Term SOFR + 1.332%) | 3.970 | 03-05-29 | 29,566,000 | 28,157,130 | |
Bank of America Corp. (6.300% to 3-10-26, then 3 month CME Term SOFR + 4.815%) (C)(D) | 6.300 | 03-10-26 | 39,252,000 | 39,423,649 | |
Bank of Montreal (7.700% to 5-26-29, then 5 Year CMT + 3.452%) | 7.700 | 05-26-84 | 34,262,000 | 34,651,182 |
15 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Barclays PLC (4.375% to 9-15-28, then 5 Year CMT + 3.410%) (D) | 4.375 | 03-15-28 | 25,947,000 | $21,674,772 | |
Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (D) | 8.000 | 03-15-29 | 12,353,000 | 12,332,933 | |
BNP Paribas SA (5.497% to 5-20-29, then Overnight SOFR + 1.590%) (B) | 5.497 | 05-20-30 | 20,645,000 | 20,555,925 | |
BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (B)(C)(D) | 9.250 | 11-17-27 | 9,969,000 | 10,648,816 | |
BPCE SA (5.716% to 1-18-29, then 1 Year CMT + 1.959%) (B) | 5.716 | 01-18-30 | 19,504,000 | 19,493,128 | |
Citigroup, Inc. (4.700% to 1-30-25, then Overnight SOFR + 3.234%) (D) | 4.700 | 01-30-25 | 32,540,000 | 31,846,374 | |
Citigroup, Inc. (5.174% to 2-13-29, then Overnight SOFR + 1.364%) | 5.174 | 02-13-30 | 15,912,000 | 15,756,750 | |
Citigroup, Inc. (6.174% to 5-25-33, then Overnight SOFR + 2.661%) | 6.174 | 05-25-34 | 30,783,000 | 31,261,984 | |
Citigroup, Inc. (6.250% to 8-15-26, then 3 month CME Term SOFR + 4.779%) (C)(D) | 6.250 | 08-15-26 | 28,204,000 | 28,165,126 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 24,536,000 | 21,429,249 | |
Comerica, Inc. (5.982% to 1-30-29, then Overnight SOFR + 2.155%) | 5.982 | 01-30-30 | 15,283,000 | 15,064,835 | |
Credit Agricole SA (B) | 3.250 | 01-14-30 | 46,789,000 | 41,342,914 | |
Credit Agricole SA (6.316% to 10-3-28, then Overnight SOFR + 1.860%) (B) | 6.316 | 10-03-29 | 29,769,000 | 30,686,811 | |
Fifth Third Bancorp (3 month CME Term SOFR + 3.295%) (A)(D) | 8.597 | 07-01-24 | 16,247,000 | 15,990,804 | |
Huntington Bancshares, Inc. (6.208% to 8-21-28, then Overnight SOFR + 2.020%) | 6.208 | 08-21-29 | 16,060,000 | 16,370,500 | |
ING Groep NV (5.335% to 3-19-29, then Overnight SOFR + 1.440%) | 5.335 | 03-19-30 | 13,357,000 | 13,250,520 | |
ING Groep NV (6.114% to 9-11-33, then Overnight SOFR + 2.090%) | 6.114 | 09-11-34 | 11,484,000 | 11,842,960 | |
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (D) | 6.500 | 04-16-25 | 7,335,000 | 7,291,209 | |
JPMorgan Chase & Co. (2.522% to 4-22-30, then Overnight SOFR + 2.040%) | 2.522 | 04-22-31 | 44,812,000 | 38,495,284 | |
JPMorgan Chase & Co. (2.956% to 5-13-30, then 3 month CME Term SOFR + 2.515%) | 2.956 | 05-13-31 | 38,432,000 | 33,437,864 | |
JPMorgan Chase & Co. (4.452% to 12-5-28, then 3 month CME Term SOFR + 1.592%) | 4.452 | 12-05-29 | 11,554,000 | 11,175,070 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then 3 month CME Term SOFR + 3.125%) (D) | 4.600 | 02-01-25 | 29,072,000 | 28,532,793 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 16 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
JPMorgan Chase & Co. (5.012% to 1-23-29, then Overnight SOFR + 1.310%) | 5.012 | 01-23-30 | 26,525,000 | $26,173,576 | |
JPMorgan Chase & Co. (5.581% to 4-22-29, then Overnight SOFR + 1.160%) | 5.581 | 04-22-30 | 17,914,000 | 18,108,983 | |
M&T Bank Corp. (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%) (C)(D) | 5.125 | 11-01-26 | 10,483,000 | 9,840,700 | |
NatWest Group PLC (6.000% to 6-29-26, then 5 Year CMT + 5.625%) (D) | 6.000 | 12-29-25 | 28,382,000 | 27,733,769 | |
NatWest Group PLC (8.125% to 5-10-34, then 5 Year CMT + 3.752%) (D) | 8.125 | 11-10-33 | 19,795,000 | 20,072,763 | |
Popular, Inc. | 7.250 | 03-13-28 | 22,594,000 | 23,021,930 | |
Santander Holdings USA, Inc. (2.490% to 1-6-27, then Overnight SOFR + 1.249%) | 2.490 | 01-06-28 | 23,584,000 | 21,622,461 | |
Santander Holdings USA, Inc. | 3.244 | 10-05-26 | 53,984,000 | 50,861,043 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 11,424,000 | 11,026,583 | |
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (B)(D) | 5.375 | 11-18-30 | 22,614,000 | 18,946,498 | |
Societe Generale SA (5.634% to 1-19-29, then 1 Year CMT + 1.750%) (B) | 5.634 | 01-19-30 | 10,791,000 | 10,702,819 | |
Societe Generale SA (6.221% to 6-15-32, then 1 Year CMT + 3.200%) (B)(C) | 6.221 | 06-15-33 | 14,514,000 | 14,501,545 | |
Societe Generale SA (6.446% to 1-10-28, then 1 Year CMT + 2.550%) (B) | 6.446 | 01-10-29 | 32,791,000 | 33,482,740 | |
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (D) | 3.400 | 09-15-26 | 38,097,000 | 33,862,739 | |
The PNC Financial Services Group, Inc. (5.582% to 6-12-28, then Overnight SOFR + 1.841%) | 5.582 | 06-12-29 | 41,083,000 | 41,354,739 | |
The PNC Financial Services Group, Inc. (5.939% to 8-18-33, then Overnight SOFR + 1.946%) | 5.939 | 08-18-34 | 25,171,000 | 25,636,557 | |
The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (D) | 6.250 | 03-15-30 | 19,649,000 | 18,751,654 | |
The PNC Financial Services Group, Inc. (3 month CME Term SOFR + 3.302%) (A)(D) | 8.643 | 09-01-24 | 15,079,000 | 15,136,289 | |
Truist Financial Corp. (5.435% to 1-24-29, then Overnight SOFR + 1.620%) | 5.435 | 01-24-30 | 30,155,000 | 29,984,030 | |
Truist Financial Corp. (5.867% to 6-8-33, then Overnight SOFR + 2.361%) | 5.867 | 06-08-34 | 26,828,000 | 26,915,889 |
17 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Truist Financial Corp. (7.161% to 10-30-28, then Overnight SOFR + 2.446%) | 7.161 | 10-30-29 | 15,833,000 | $16,769,602 | |
U.S. Bancorp (5.384% to 1-23-29, then Overnight SOFR + 1.560%) | 5.384 | 01-23-30 | 17,689,000 | 17,645,040 | |
U.S. Bancorp (5.836% to 6-10-33, then Overnight SOFR + 2.260%) | 5.836 | 06-12-34 | 27,388,000 | 27,609,742 | |
U.S. Bancorp (6.787% to 10-26-26, then Overnight SOFR + 1.880%) | 6.787 | 10-26-27 | 26,352,000 | 27,122,895 | |
Wells Fargo & Company (2.393% to 6-2-27, then Overnight SOFR + 2.100%) | 2.393 | 06-02-28 | 65,530,000 | 60,114,287 | |
Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) | 2.879 | 10-30-30 | 52,644,000 | 46,379,071 | |
Wells Fargo & Company (3.350% to 3-2-32, then Overnight SOFR + 1.500%) | 3.350 | 03-02-33 | 63,986,000 | 55,176,768 | |
Wells Fargo & Company (5.198% to 1-23-29, then Overnight SOFR + 1.500%) | 5.198 | 01-23-30 | 39,900,000 | 39,559,282 | |
Wells Fargo & Company (5.875% to 6-15-25, then 9.865% thereafter) (C)(D) | 5.875 | 06-15-25 | 60,920,000 | 60,587,377 | |
Capital markets 2.5% | |||||
Ares Capital Corp. | 2.150 | 07-15-26 | 13,879,000 | 12,802,748 | |
Ares Capital Corp. | 2.875 | 06-15-28 | 20,825,000 | 18,510,220 | |
Ares Capital Corp. | 5.875 | 03-01-29 | 16,093,000 | 15,914,044 | |
Ares Capital Corp. | 5.950 | 07-15-29 | 8,082,000 | 7,977,314 | |
Blackstone Private Credit Fund | 3.250 | 03-15-27 | 5,548,000 | 5,118,414 | |
Blackstone Private Credit Fund | 4.000 | 01-15-29 | 26,971,000 | 24,718,691 | |
Blackstone Private Credit Fund (B) | 7.300 | 11-27-28 | 21,361,000 | 22,265,197 | |
Deutsche Bank AG (3.742% to 1-7-32, then Overnight SOFR + 2.257%) | 3.742 | 01-07-33 | 30,294,000 | 25,052,490 | |
Deutsche Bank AG (6.819% to 11-20-28, then Overnight SOFR + 2.510%) | 6.819 | 11-20-29 | 19,244,000 | 19,976,173 | |
Global Atlantic Fin Company (4.700% to 10-15-26, then 5 Year CMT + 3.796%) (B) | 4.700 | 10-15-51 | 17,112,000 | 15,479,868 | |
Jefferies Financial Group, Inc. | 5.875 | 07-21-28 | 20,044,000 | 20,146,176 | |
Jefferies Financial Group, Inc. | 6.200 | 04-14-34 | 21,018,000 | 21,098,842 | |
Lazard Group LLC | 4.375 | 03-11-29 | 24,348,000 | 23,248,593 | |
Macquarie Bank, Ltd. (B) | 3.624 | 06-03-30 | 18,024,000 | 16,008,058 | |
Morgan Stanley (2.239% to 7-21-31, then Overnight SOFR + 1.178%) | 2.239 | 07-21-32 | 14,951,000 | 12,124,130 | |
Morgan Stanley (2.484% to 9-16-31, then Overnight SOFR + 1.360%) | 2.484 | 09-16-36 | 41,382,000 | 32,627,725 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 18 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Capital markets (continued) | |||||
Morgan Stanley (5.164% to 4-20-28, then Overnight SOFR + 1.590%) | 5.164 | 04-20-29 | 20,085,000 | $19,949,709 | |
Morgan Stanley (5.173% to 1-16-29, then Overnight SOFR + 1.450%) | 5.173 | 01-16-30 | 41,570,000 | 41,272,632 | |
MSCI, Inc. (B) | 3.625 | 11-01-31 | 28,982,000 | 25,217,777 | |
The Bank of New York Mellon Corp. (4.975% to 3-14-29, then Overnight SOFR + 1.085%) | 4.975 | 03-14-30 | 15,314,000 | 15,154,832 | |
The Charles Schwab Corp. (5.643% to 5-19-28, then Overnight SOFR + 2.210%) | 5.643 | 05-19-29 | 27,090,000 | 27,346,319 | |
The Charles Schwab Corp. (6.196% to 11-17-28, then Overnight SOFR + 1.878%) | 6.196 | 11-17-29 | 28,771,000 | 29,728,511 | |
The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then Overnight SOFR + 1.281%) | 2.615 | 04-22-32 | 78,969,000 | 65,909,974 | |
The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then Overnight SOFR + 1.264%) | 2.650 | 10-21-32 | 32,072,000 | 26,564,119 | |
UBS Group AG (5.428% to 2-8-29, then 1 Year CMT + 1.520%) (B) | 5.428 | 02-08-30 | 21,163,000 | 21,069,579 | |
UBS Group AG (6.301% to 9-22-33, then 1 Year CMT + 2.000%) (B) | 6.301 | 09-22-34 | 16,198,000 | 16,911,868 | |
UBS Group AG (9.250% to 11-13-28, then 5 Year CMT + 4.745%) (B)(D) | 9.250 | 11-13-28 | 12,657,000 | 13,513,600 | |
UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (B)(D) | 9.250 | 11-13-33 | 9,436,000 | 10,501,343 | |
Consumer finance 0.4% | |||||
Ally Financial, Inc. (6.992% to 6-13-28, then Overnight SOFR + 3.260%) | 6.992 | 06-13-29 | 24,120,000 | 24,927,571 | |
Ally Financial, Inc. (C) | 7.100 | 11-15-27 | 14,910,000 | 15,514,447 | |
Discover Financial Services | 4.100 | 02-09-27 | 9,080,000 | 8,725,806 | |
OneMain Finance Corp. | 9.000 | 01-15-29 | 12,547,000 | 13,170,685 | |
Trust Fibra Uno (B) | 7.375 | 02-13-34 | 25,178,000 | 24,988,714 | |
Financial services 0.2% | |||||
Block, Inc. | 3.500 | 06-01-31 | 8,150,000 | 6,980,910 | |
Corebridge Financial, Inc. (6.875% to 12-15-27, then 5 Year CMT + 3.846%) | 6.875 | 12-15-52 | 10,867,000 | 10,935,120 | |
Enact Holdings, Inc. | 6.250 | 05-28-29 | 25,626,000 | 25,619,283 | |
Nationstar Mortgage Holdings, Inc. (B) | 5.125 | 12-15-30 | 6,436,000 | 5,840,743 | |
Nationstar Mortgage Holdings, Inc. (B) | 5.500 | 08-15-28 | 11,371,000 | 10,852,188 | |
Insurance 0.8% | |||||
AmWINS Group, Inc. (B) | 6.375 | 02-15-29 | 8,879,000 | 8,857,247 | |
Athene Holding, Ltd. | 3.500 | 01-15-31 | 13,278,000 | 11,719,220 | |
Baldwin Insurance Group Holdings LLC (B) | 7.125 | 05-15-31 | 6,960,000 | 7,028,337 |
19 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Insurance (continued) | |||||
CNA Financial Corp. | 2.050 | 08-15-30 | 10,373,000 | $8,575,628 | |
CNO Financial Group, Inc. | 5.250 | 05-30-29 | 30,839,000 | 29,837,765 | |
CNO Financial Group, Inc. | 6.450 | 06-15-34 | 12,821,000 | 12,857,446 | |
Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (B) | 4.125 | 12-15-51 | 18,330,000 | 16,957,885 | |
MetLife, Inc. (6.400% to 12-15-36, then 3 month CME Term SOFR + 2.467%) | 6.400 | 12-15-36 | 24,604,000 | 24,793,033 | |
Panther Escrow Issuer LLC (B) | 7.125 | 06-01-31 | 27,044,000 | 27,269,046 | |
SBL Holdings, Inc. (B) | 5.000 | 02-18-31 | 22,901,000 | 19,697,109 | |
Teachers Insurance & Annuity Association of America (B) | 4.270 | 05-15-47 | 28,091,000 | 22,592,258 | |
Mortgage real estate investment trusts 0.0% | |||||
Starwood Property Trust, Inc. (B) | 7.250 | 04-01-29 | 3,756,000 | 3,735,364 | |
Health care 2.5% | 616,783,351 | ||||
Biotechnology 0.7% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 73,404,000 | 66,923,176 | |
Amgen, Inc. | 5.250 | 03-02-30 | 56,543,000 | 56,690,671 | |
Amgen, Inc. | 5.250 | 03-02-33 | 33,432,000 | 33,177,743 | |
Regeneron Pharmaceuticals, Inc. | 1.750 | 09-15-30 | 29,144,000 | 23,749,941 | |
Health care equipment and supplies 0.3% | |||||
Solventum Corp. (B) | 5.400 | 03-01-29 | 21,069,000 | 20,936,862 | |
Solventum Corp. (B) | 5.450 | 03-13-31 | 40,528,000 | 39,967,619 | |
Varex Imaging Corp. (B) | 7.875 | 10-15-27 | 9,985,000 | 10,110,012 | |
Health care providers and services 0.9% | |||||
AdaptHealth LLC (B) | 5.125 | 03-01-30 | 14,284,000 | 12,476,490 | |
Cencora, Inc. | 2.800 | 05-15-30 | 22,806,000 | 19,953,304 | |
Centene Corp. | 2.450 | 07-15-28 | 6,416,000 | 5,657,254 | |
Centene Corp. | 3.000 | 10-15-30 | 20,848,000 | 17,725,964 | |
Centene Corp. | 3.375 | 02-15-30 | 12,265,000 | 10,797,724 | |
CVS Health Corp. | 3.750 | 04-01-30 | 20,445,000 | 18,667,554 | |
CVS Health Corp. | 5.050 | 03-25-48 | 26,674,000 | 22,993,658 | |
DaVita, Inc. (B) | 3.750 | 02-15-31 | 16,489,000 | 13,837,613 | |
DaVita, Inc. (B) | 4.625 | 06-01-30 | 28,508,000 | 25,539,814 | |
Fresenius Medical Care US Finance III, Inc. (B) | 2.375 | 02-16-31 | 40,883,000 | 32,394,300 | |
HCA, Inc. | 5.450 | 04-01-31 | 8,216,000 | 8,164,262 | |
Universal Health Services, Inc. | 2.650 | 10-15-30 | 23,326,000 | 19,661,798 | |
Life sciences tools and services 0.1% | |||||
Icon Investments Six DAC | 5.809 | 05-08-27 | 7,779,000 | 7,838,708 | |
Icon Investments Six DAC | 5.849 | 05-08-29 | 13,689,000 | 13,860,668 | |
Thermo Fisher Scientific, Inc. | 4.977 | 08-10-30 | 13,647,000 | 13,577,796 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 20 |
Rate (%) | Maturity date | Par value^ | Value | ||
Health care (continued) | |||||
Pharmaceuticals 0.5% | |||||
Endo Finance Holdings, Inc. (B)(C) | 8.500 | 04-15-31 | 4,100,000 | $4,202,578 | |
IQVIA, Inc. | 6.250 | 02-01-29 | 13,440,000 | 13,760,221 | |
Royalty Pharma PLC | 1.750 | 09-02-27 | 12,300,000 | 10,976,685 | |
Viatris, Inc. | 2.700 | 06-22-30 | 38,431,000 | 32,356,798 | |
Viatris, Inc. | 4.000 | 06-22-50 | 90,110,000 | 60,784,138 | |
Industrials 4.6% | 1,122,649,150 | ||||
Aerospace and defense 0.3% | |||||
AAR Escrow Issuer LLC (B) | 6.750 | 03-15-29 | 5,804,000 | 5,893,413 | |
BAE Systems PLC (B) | 5.125 | 03-26-29 | 15,944,000 | 15,815,704 | |
Embraer Netherlands Finance BV (B) | 7.000 | 07-28-30 | 17,812,000 | 18,508,004 | |
Huntington Ingalls Industries, Inc. | 4.200 | 05-01-30 | 17,227,000 | 16,084,053 | |
The Boeing Company (B) | 6.298 | 05-01-29 | 9,566,000 | 9,643,526 | |
Building products 0.3% | |||||
Builders FirstSource, Inc. (B) | 4.250 | 02-01-32 | 19,875,000 | 17,356,887 | |
Builders FirstSource, Inc. (B) | 6.375 | 06-15-32 | 12,224,000 | 12,178,629 | |
Builders FirstSource, Inc. (B) | 6.375 | 03-01-34 | 20,376,000 | 19,975,043 | |
Owens Corning | 3.875 | 06-01-30 | 3,367,000 | 3,131,197 | |
Owens Corning | 3.950 | 08-15-29 | 28,266,000 | 26,590,371 | |
Commercial services and supplies 0.1% | |||||
Albion Financing 1 SARL (B)(C) | 6.125 | 10-15-26 | 15,693,000 | 15,441,393 | |
Allied Universal Holdco LLC (B)(C) | 6.000 | 06-01-29 | 6,591,000 | 5,625,635 | |
APX Group, Inc. (B) | 5.750 | 07-15-29 | 17,349,000 | 16,468,961 | |
Construction and engineering 0.2% | |||||
CIMIC Finance USA Pty, Ltd. (B) | 7.000 | 03-25-34 | 14,047,000 | 14,169,016 | |
Global Infrastructure Solutions, Inc. (B) | 5.625 | 06-01-29 | 17,954,000 | 16,639,139 | |
MasTec, Inc. (B) | 4.500 | 08-15-28 | 11,329,000 | 10,692,154 | |
Electrical equipment 0.2% | |||||
EMRLD Borrower LP (B) | 6.625 | 12-15-30 | 24,763,000 | 24,806,145 | |
Regal Rexnord Corp. | 6.400 | 04-15-33 | 13,838,000 | 14,243,773 | |
Ground transportation 0.1% | |||||
Uber Technologies, Inc. (B) | 4.500 | 08-15-29 | 30,886,000 | 29,117,125 | |
Machinery 0.1% | |||||
Esab Corp. (B) | 6.250 | 04-15-29 | 3,083,000 | 3,090,066 | |
Flowserve Corp. | 3.500 | 10-01-30 | 13,019,000 | 11,551,915 | |
JB Poindexter & Company, Inc. (B) | 8.750 | 12-15-31 | 9,465,000 | 9,694,422 | |
Passenger airlines 2.0% | |||||
Air Canada 2020-1 Class C Pass Through Trust (B) | 10.500 | 07-15-26 | 23,835,000 | 25,891,961 | |
American Airlines 2014-1 Class A Pass Through Trust (C) | 3.700 | 10-01-26 | 10,076,722 | 9,615,962 | |
American Airlines 2015-1 Class A Pass Through Trust (C) | 3.375 | 11-01-28 | 50,035,090 | 46,896,219 |
21 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Passenger airlines (continued) | |||||
American Airlines 2016-1 Class A Pass Through Trust | 4.100 | 01-15-28 | 26,210,714 | $24,544,417 | |
American Airlines 2016-1 Class AA Pass Through Trust | 3.575 | 01-15-28 | 7,908,818 | 7,429,577 | |
American Airlines 2016-3 Class A Pass Through Trust | 3.250 | 04-15-30 | 4,440,716 | 4,011,296 | |
American Airlines 2017-1 Class A Pass Through Trust | 4.000 | 02-15-29 | 10,602,650 | 9,732,987 | |
American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 18,953,463 | 17,773,750 | |
American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 12,658,512 | 11,369,737 | |
American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 27,538,834 | 23,951,295 | |
American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 21,193,418 | 18,785,790 | |
American Airlines 2019-1 Class B Pass Through Trust | 3.850 | 02-15-28 | 7,404,305 | 6,838,812 | |
American Airlines 2021-1 Class A Pass Through Trust | 2.875 | 07-11-34 | 20,077,787 | 16,984,484 | |
American Airlines 2021-1 Class B Pass Through Trust | 3.950 | 07-11-30 | 23,094,635 | 21,163,062 | |
American Airlines, Inc. (B) | 7.250 | 02-15-28 | 16,289,000 | 16,265,429 | |
British Airways 2018-1 Class A Pass Through Trust (B) | 4.125 | 09-20-31 | 6,002,766 | 5,575,788 | |
British Airways 2020-1 Class A Pass Through Trust (B)(C) | 4.250 | 11-15-32 | 9,633,951 | 8,901,503 | |
British Airways 2020-1 Class B Pass Through Trust (B) | 8.375 | 11-15-28 | 3,911,300 | 4,075,413 | |
Delta Air Lines, Inc. | 4.375 | 04-19-28 | 22,966,000 | 22,087,725 | |
Delta Air Lines, Inc. (B) | 4.750 | 10-20-28 | 31,946,627 | 31,111,588 | |
JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 15,726,800 | 13,432,290 | |
United Airlines 2014-2 Class A Pass Through Trust | 3.750 | 09-03-26 | 27,649,869 | 26,482,956 | |
United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 21,871,018 | 19,908,715 | |
United Airlines 2018-1 Class B Pass Through Trust | 4.600 | 03-01-26 | 8,246,083 | 8,005,708 | |
United Airlines 2019-1 Class A Pass Through Trust (C) | 4.550 | 08-25-31 | 20,217,236 | 19,289,304 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 31,642,088 | 31,659,146 | |
United Airlines 2023-1 Class A Pass Through Trust | 5.800 | 01-15-36 | 26,353,000 | 26,437,092 | |
United Airlines, Inc. (B) | 4.625 | 04-15-29 | 6,837,000 | 6,319,447 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 22 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Professional services 0.1% | |||||
Concentrix Corp. | 6.600 | 08-02-28 | 28,506,000 | $28,727,657 | |
TriNet Group, Inc. (B) | 3.500 | 03-01-29 | 7,869,000 | 6,945,888 | |
Trading companies and distributors 1.2% | |||||
AerCap Ireland Capital DAC | 2.450 | 10-29-26 | 84,828,000 | 78,930,410 | |
AerCap Ireland Capital DAC | 3.000 | 10-29-28 | 45,602,000 | 41,201,700 | |
AerCap Ireland Capital DAC | 3.300 | 01-30-32 | 16,116,000 | 13,727,026 | |
AerCap Ireland Capital DAC | 5.100 | 01-19-29 | 5,705,000 | 5,625,501 | |
Air Lease Corp. | 3.625 | 12-01-27 | 16,947,000 | 15,978,273 | |
Ashtead Capital, Inc. (B) | 2.450 | 08-12-31 | 14,909,000 | 11,997,004 | |
Ashtead Capital, Inc. (B) | 4.250 | 11-01-29 | 10,066,000 | 9,349,306 | |
Ashtead Capital, Inc. (B) | 4.375 | 08-15-27 | 15,640,000 | 14,974,727 | |
Ashtead Capital, Inc. (B) | 5.550 | 05-30-33 | 11,655,000 | 11,358,553 | |
Ashtead Capital, Inc. (B) | 5.800 | 04-15-34 | 12,687,000 | 12,600,865 | |
Ashtead Capital, Inc. (B) | 5.950 | 10-15-33 | 21,506,000 | 21,537,161 | |
Beacon Roofing Supply, Inc. (B)(C) | 4.125 | 05-15-29 | 9,940,000 | 8,987,301 | |
BlueLinx Holdings, Inc. (B) | 6.000 | 11-15-29 | 19,851,000 | 18,981,040 | |
SMBC Aviation Capital Finance DAC (B) | 2.300 | 06-15-28 | 8,337,000 | 7,354,568 | |
United Rentals North America, Inc. | 3.875 | 11-15-27 | 13,953,000 | 13,114,146 | |
Information technology 2.3% | 554,779,422 | ||||
Communications equipment 0.2% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 34,687,000 | 28,886,470 | |
Motorola Solutions, Inc. | 2.750 | 05-24-31 | 28,836,000 | 24,292,417 | |
Electronic equipment, instruments and components 0.0% | |||||
Zebra Technologies Corp. (B) | 6.500 | 06-01-32 | 3,744,000 | 3,768,142 | |
IT services 0.1% | |||||
Gartner, Inc. (B) | 4.500 | 07-01-28 | 28,204,000 | 26,857,019 | |
Kyndryl Holdings, Inc. | 6.350 | 02-20-34 | 3,627,000 | 3,730,185 | |
Semiconductors and semiconductor equipment 1.4% | |||||
Broadcom, Inc. (B) | 3.419 | 04-15-33 | 38,867,000 | 33,214,698 | |
Broadcom, Inc. | 4.750 | 04-15-29 | 89,343,000 | 87,671,987 | |
Foundry JV Holdco LLC (B) | 5.875 | 01-25-34 | 22,581,000 | 22,464,076 | |
Foundry JV Holdco LLC (B) | 5.900 | 01-25-30 | 14,750,000 | 14,950,702 | |
Marvell Technology, Inc. | 2.450 | 04-15-28 | 32,253,000 | 28,981,515 | |
Micron Technology, Inc. | 2.703 | 04-15-32 | 20,705,000 | 17,079,889 | |
Micron Technology, Inc. | 5.300 | 01-15-31 | 15,734,000 | 15,633,804 | |
Micron Technology, Inc. | 5.327 | 02-06-29 | 25,665,000 | 25,708,868 | |
Micron Technology, Inc. | 6.750 | 11-01-29 | 46,933,000 | 49,794,191 | |
Qorvo, Inc. (B) | 3.375 | 04-01-31 | 16,454,000 | 13,891,334 | |
Qorvo, Inc. | 4.375 | 10-15-29 | 15,653,000 | 14,623,460 | |
Software 0.3% | |||||
Atlassian Corp. | 5.250 | 05-15-29 | 14,863,000 | 14,811,621 |
23 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Information technology (continued) | |||||
Software (continued) | |||||
Autodesk, Inc. | 2.850 | 01-15-30 | 12,863,000 | $11,360,578 | |
Consensus Cloud Solutions, Inc. (B)(C) | 6.500 | 10-15-28 | 10,795,000 | 9,936,409 | |
Oracle Corp. | 2.950 | 04-01-30 | 29,091,000 | 25,692,138 | |
Rocket Software, Inc. (B) | 9.000 | 11-28-28 | 11,467,000 | 11,647,403 | |
Technology hardware, storage and peripherals 0.3% | |||||
CDW LLC | 3.250 | 02-15-29 | 8,657,000 | 7,795,150 | |
Dell International LLC | 5.300 | 10-01-29 | 20,546,000 | 20,581,431 | |
Dell International LLC | 5.400 | 04-15-34 | 42,003,000 | 41,405,935 | |
Materials 1.3% | 312,806,574 | ||||
Chemicals 0.2% | |||||
Braskem Idesa SAPI (B) | 6.990 | 02-20-32 | 13,776,000 | 10,241,795 | |
Braskem Netherlands Finance BV (B) | 4.500 | 01-31-30 | 36,631,000 | 30,645,942 | |
Sasol Financing USA LLC | 5.500 | 03-18-31 | 14,432,000 | 11,908,982 | |
Construction materials 0.2% | |||||
Cemex SAB de CV (B) | 3.875 | 07-11-31 | 20,841,000 | 18,296,005 | |
Cemex SAB de CV (B) | 5.200 | 09-17-30 | 18,640,000 | 17,841,293 | |
Summit Materials LLC (B) | 7.250 | 01-15-31 | 5,127,000 | 5,286,455 | |
Containers and packaging 0.2% | |||||
Graphic Packaging International LLC (B) | 3.500 | 03-01-29 | 15,702,000 | 14,014,036 | |
Mauser Packaging Solutions Holding Company (B) | 7.875 | 04-15-27 | 6,946,000 | 7,077,002 | |
Owens-Brockway Glass Container, Inc. (B) | 7.250 | 05-15-31 | 7,132,000 | 7,107,839 | |
Pactiv Evergreen Group Issuer, Inc. (B) | 4.000 | 10-15-27 | 19,237,000 | 17,953,757 | |
Metals and mining 0.7% | |||||
Alcoa Nederland Holding BV (B) | 7.125 | 03-15-31 | 5,753,000 | 5,884,209 | |
Anglo American Capital PLC (B) | 4.750 | 04-10-27 | 17,391,000 | 17,060,276 | |
Arsenal AIC Parent LLC (B) | 8.000 | 10-01-30 | 9,108,000 | 9,473,576 | |
First Quantum Minerals, Ltd. (B) | 6.875 | 10-15-27 | 25,397,000 | 24,999,582 | |
First Quantum Minerals, Ltd. (B)(C) | 8.625 | 06-01-31 | 8,162,000 | 8,122,609 | |
Freeport-McMoRan, Inc. | 4.250 | 03-01-30 | 28,698,000 | 26,982,870 | |
Freeport-McMoRan, Inc. | 5.400 | 11-14-34 | 19,261,000 | 18,784,281 | |
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 33,000,000 | 31,056,977 | |
Newmont Corp. | 2.800 | 10-01-29 | 10,590,000 | 9,395,561 | |
Novelis Corp. (B) | 4.750 | 01-30-30 | 22,376,000 | 20,673,527 | |
Real estate 0.8% | 204,918,148 | ||||
Real estate management and development 0.1% | |||||
CoStar Group, Inc. (B) | 2.800 | 07-15-30 | 30,081,000 | 25,494,396 | |
Residential REITs 0.0% | |||||
American Homes 4 Rent LP | 4.250 | 02-15-28 | 13,089,000 | 12,501,751 | |
Specialized REITs 0.7% | |||||
American Tower Corp. | 3.800 | 08-15-29 | 39,036,000 | 36,123,250 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 24 |
Rate (%) | Maturity date | Par value^ | Value | ||
Real estate (continued) | |||||
Specialized REITs (continued) | |||||
American Tower Trust I (B) | 5.490 | 03-15-28 | 29,682,000 | $29,807,777 | |
GLP Capital LP | 3.250 | 01-15-32 | 10,983,000 | 9,114,292 | |
GLP Capital LP | 4.000 | 01-15-30 | 10,907,000 | 9,882,302 | |
Iron Mountain Information Management Services, Inc. (B) | 5.000 | 07-15-32 | 5,134,000 | 4,627,200 | |
Iron Mountain, Inc. (B) | 5.250 | 07-15-30 | 12,333,000 | 11,531,348 | |
SBA Tower Trust (B) | 6.599 | 01-15-28 | 8,442,000 | 8,618,603 | |
VICI Properties LP (B) | 3.875 | 02-15-29 | 13,041,000 | 11,969,987 | |
VICI Properties LP (B) | 4.125 | 08-15-30 | 12,785,000 | 11,520,131 | |
VICI Properties LP (B) | 4.625 | 12-01-29 | 24,513,000 | 22,942,776 | |
VICI Properties LP | 5.125 | 05-15-32 | 11,411,000 | 10,784,335 | |
Utilities 2.5% | 608,313,255 | ||||
Electric utilities 1.4% | |||||
American Electric Power Company, Inc. | 5.625 | 03-01-33 | 11,747,000 | 11,671,045 | |
Atlantica Transmision Sur SA (B)(C) | 6.875 | 04-30-43 | 12,155,119 | 12,632,815 | |
Constellation Energy Generation LLC | 6.125 | 01-15-34 | 10,291,000 | 10,710,847 | |
Constellation Energy Generation LLC | 6.500 | 10-01-53 | 13,403,000 | 14,312,514 | |
Duke Energy Corp. | 2.450 | 06-01-30 | 8,146,000 | 6,945,642 | |
Duke Energy Corp. | 5.750 | 09-15-33 | 27,288,000 | 27,598,736 | |
Electricite de France SA (B) | 5.650 | 04-22-29 | 33,825,000 | 34,037,366 | |
Electricite de France SA (9.125% to 6-15-33, then 5 Year CMT + 5.411%) (B)(D) | 9.125 | 03-15-33 | 17,598,000 | 19,331,611 | |
FirstEnergy Corp. | 2.650 | 03-01-30 | 15,250,000 | 13,106,725 | |
FirstEnergy Corp. | 3.400 | 03-01-50 | 7,292,000 | 4,821,742 | |
Georgia Power Company | 4.950 | 05-17-33 | 13,561,000 | 13,193,712 | |
NextEra Energy Capital Holdings, Inc. | 2.250 | 06-01-30 | 10,355,000 | 8,744,557 | |
NextEra Energy Capital Holdings, Inc. (6.700% to 9-1-29, then 5 Year CMT + 2.364%) | 6.700 | 09-01-54 | 24,489,000 | 24,477,994 | |
NRG Energy, Inc. (B) | 2.450 | 12-02-27 | 22,398,000 | 20,115,946 | |
NRG Energy, Inc. (B) | 3.625 | 02-15-31 | 13,076,000 | 11,204,865 | |
NRG Energy, Inc. (B) | 3.875 | 02-15-32 | 28,310,000 | 24,230,178 | |
NRG Energy, Inc. (B) | 4.450 | 06-15-29 | 16,431,000 | 15,456,902 | |
NRG Energy, Inc. (B) | 7.000 | 03-15-33 | 22,079,000 | 23,332,734 | |
NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (B)(D) | 10.250 | 03-15-28 | 17,349,000 | 18,972,329 | |
The Southern Company | 5.700 | 03-15-34 | 21,632,000 | 21,946,023 | |
Independent power and renewable electricity producers 0.7% | |||||
AES Panama Generation Holdings SRL (B) | 4.375 | 05-31-30 | 15,923,696 | 13,741,991 | |
LLPL Capital Pte, Ltd. (B) | 6.875 | 02-04-39 | 2,843,637 | 2,829,541 | |
NextEra Energy Operating Partners LP (B) | 3.875 | 10-15-26 | 20,014,000 | 18,931,481 | |
NextEra Energy Operating Partners LP (B) | 4.500 | 09-15-27 | 6,682,000 | 6,287,571 |
25 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Utilities (continued) | |||||
Independent power and renewable electricity producers (continued) | |||||
Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (B)(D) | 8.000 | 10-15-26 | 7,308,000 | $7,428,611 | |
Vistra Operations Company LLC (B) | 3.700 | 01-30-27 | 43,768,000 | 41,506,650 | |
Vistra Operations Company LLC (B) | 4.300 | 07-15-29 | 38,331,000 | 35,907,018 | |
Vistra Operations Company LLC (B) | 6.875 | 04-15-32 | 10,160,000 | 10,225,959 | |
Vistra Operations Company LLC (B) | 6.950 | 10-15-33 | 23,577,000 | 25,115,321 | |
Multi-utilities 0.4% | |||||
Dominion Energy, Inc. | 3.375 | 04-01-30 | 15,066,000 | 13,532,573 | |
Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) | 6.875 | 02-01-55 | 18,149,000 | 18,410,038 | |
Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | 7.000 | 06-01-54 | 8,283,000 | 8,551,050 | |
NiSource, Inc. | 1.700 | 02-15-31 | 8,146,000 | 6,465,075 | |
NiSource, Inc. | 3.600 | 05-01-30 | 15,381,000 | 14,032,276 | |
NiSource, Inc. | 5.250 | 03-30-28 | 5,035,000 | 5,021,419 | |
Sempra | 5.500 | 08-01-33 | 21,527,000 | 21,434,749 | |
Sempra (6.875% to 10-1-29, then 5 Year CMT + 2.789%) | 6.875 | 10-01-54 | 17,928,000 | 17,752,086 | |
Water utilities 0.0% | |||||
Artera Services LLC (B) | 8.500 | 02-15-31 | 4,204,000 | 4,295,563 | |
Municipal bonds 0.1% | $24,342,259 | ||||
(Cost $30,015,000) | |||||
Golden State Tobacco Securitization Corp. (California) | 4.214 | 06-01-50 | 16,097,000 | 11,803,182 | |
State Board of Administration Finance Corp. (Florida) | 1.705 | 07-01-27 | 13,918,000 | 12,539,077 | |
Term loans (E) 0.1% | $8,553,295 | ||||
(Cost $8,516,255) | |||||
Health care 0.1% | 8,553,295 | ||||
Pharmaceuticals 0.1% | |||||
Endo Finance Holdings, Inc., 2024 Term Loan B (3 month CME Term SOFR + 4.500%) | 9.793 | 04-23-31 | 8,564,000 | 8,553,295 | |
Collateralized mortgage obligations 3.4% | $838,225,047 | ||||
(Cost $1,153,875,098) | |||||
Commercial and residential 2.5% | 602,726,597 | ||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-R1, Class A1 (B)(F) | 0.990 | 04-25-53 | 5,154,074 | 4,741,613 | |
Series 2021-2, Class A1 (B)(F) | 0.985 | 04-25-66 | 6,704,879 | 5,537,512 | |
Series 2021-4, Class A1 (B)(F) | 1.035 | 01-20-65 | 18,242,518 | 14,748,956 | |
Series 2021-5, Class A1 (B)(F) | 0.951 | 07-25-66 | 18,509,142 | 15,463,017 | |
Series 2024-3, Class A1 (4.800% to 2-1-28, then 5.800% thereafter) (B) | 4.800 | 11-26-68 | 17,633,364 | 17,084,876 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 26 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Arroyo Mortgage Trust | |||||
Series 2021-1R, Class A1 (B)(F) | 1.175 | 10-25-48 | 10,614,580 | $9,065,232 | |
BAMLL Commercial Mortgage Securities Trust | |||||
Series 2019-BPR, Class ENM (B)(F) | 3.719 | 11-05-32 | 11,565,000 | 4,393,698 | |
Barclays Commercial Mortgage Trust | |||||
Series 2019-C5, Class A2 | 3.043 | 11-15-52 | 11,916,927 | 11,766,154 | |
BBCMS Mortgage Trust | |||||
Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 10,908,000 | 10,278,942 | |
Benchmark Mortgage Trust | |||||
Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 19,062,080 | 18,491,948 | |
Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 18,595,371 | 17,355,936 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class A1 (B)(F) | 0.941 | 02-25-49 | 7,511,789 | 6,635,273 | |
BX Trust | |||||
Series 2022-CLS, Class A (B) | 5.760 | 10-13-27 | 19,433,000 | 19,271,626 | |
Citigroup Commercial Mortgage Trust | |||||
Series 2023-SMRT, Class A (B)(F) | 5.820 | 10-12-40 | 20,164,000 | 20,269,680 | |
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1 (B)(F) | 0.924 | 08-25-66 | 12,866,139 | 10,317,973 | |
Series 2021-3, Class A1 (B)(F) | 0.956 | 09-27-66 | 18,713,483 | 14,917,753 | |
Series 2021-HX1, Class A1 (B)(F) | 1.110 | 10-25-66 | 14,737,310 | 12,106,627 | |
COLT Trust | |||||
Series 2020-RPL1, Class A1 (B)(F) | 1.390 | 01-25-65 | 31,599,261 | 26,355,765 | |
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | |||||
Series 2018-COR3, Class XA IO | 0.432 | 05-10-51 | 221,469,411 | 3,267,471 | |
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class D (B)(F) | 4.394 | 08-10-30 | 18,413,000 | 14,725,797 | |
Series 2017-PANW, Class A (B) | 3.244 | 10-10-29 | 7,264,000 | 6,685,059 | |
Series 2020-CBM, Class A2 (B) | 2.896 | 02-10-37 | 14,666,000 | 14,226,118 | |
Credit Suisse Mortgage Capital Certificates | |||||
Series 2020-NET, Class A (B) | 2.257 | 08-15-37 | 6,480,340 | 6,102,720 | |
Series 2021-NQM2, Class A1 (B)(F) | 1.179 | 02-25-66 | 13,689,593 | 11,757,690 | |
Series 2021-NQM3, Class A1 (B)(F) | 1.015 | 04-25-66 | 9,801,941 | 8,112,391 | |
Series 2021-NQM5, Class A1 (B)(F) | 0.938 | 05-25-66 | 7,026,293 | 5,613,451 | |
Series 2021-NQM6, Class A1 (B)(F) | 1.174 | 07-25-66 | 22,458,471 | 18,359,135 | |
Ellington Financial Mortgage Trust | |||||
Series 2021-1, Class A1 (B)(F) | 0.797 | 02-25-66 | 4,286,433 | 3,556,795 | |
Series 2021-2, Class A1 (B)(F) | 0.931 | 06-25-66 | 12,467,713 | 10,103,821 | |
Flagstar Mortgage Trust | |||||
Series 2021-1, Class A2 (B)(F) | 2.500 | 02-01-51 | 25,109,167 | 19,713,835 | |
GCAT Trust | |||||
Series 2021-NQM1, Class A1 (B)(F) | 0.874 | 01-25-66 | 7,250,003 | 6,081,894 | |
Series 2021-NQM2, Class A1 (B)(F) | 1.036 | 05-25-66 | 8,516,317 | 7,052,213 | |
Series 2021-NQM3, Class A1 (B)(F) | 1.091 | 05-25-66 | 13,824,157 | 11,364,198 | |
GS Mortgage Securities Trust | |||||
Series 2020-UPTN, Class A (B) | 2.751 | 02-10-37 | 8,264,000 | 7,995,475 | |
GS Mortgage-Backed Securities Trust | |||||
Series 2020-NQM1, Class A1 (B)(F) | 1.382 | 09-27-60 | 2,216,632 | 2,036,265 | |
Series 2021-NQM1, Class A1 (B)(F) | 1.017 | 07-25-61 | 5,883,519 | 5,089,797 |
27 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
HarborView Mortgage Loan Trust | |||||
Series 2007-3, Class ES IO (B) | 0.350 | 05-19-37 | 15,385,407 | $261,829 | |
Series 2007-4, Class ES IO | 0.350 | 07-19-47 | 15,603,144 | 208,506 | |
Series 2007-6, Class ES IO (B) | 0.343 | 08-19-37 | 16,867,816 | 217,003 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM1, Class A1 (B)(F) | 1.071 | 06-25-56 | 8,183,872 | 6,943,706 | |
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2020-NNN, Class AFX (B) | 2.812 | 01-16-37 | 15,435,000 | 13,737,150 | |
MFA Trust | |||||
Series 2021-NQM1, Class A1 (B)(F) | 1.153 | 04-25-65 | 5,600,261 | 5,063,546 | |
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-ALXA, Class C (B)(F) | 4.316 | 01-15-43 | 7,402,000 | 6,305,265 | |
NYMT Loan Trust | |||||
Series 2022-CP1, Class A1 (B) | 2.042 | 07-25-61 | 8,745,613 | 7,907,057 | |
OBX Trust | |||||
Series 2020-EXP2, Class A3 (B)(F) | 2.500 | 05-25-60 | 5,234,965 | 4,199,887 | |
Series 2021-NQM2, Class A1 (B)(F) | 1.101 | 05-25-61 | 13,409,467 | 10,327,029 | |
Series 2021-NQM3, Class A1 (B)(F) | 1.054 | 07-25-61 | 19,979,516 | 15,473,691 | |
Provident Funding Mortgage Trust | |||||
Series 2020-F1, Class A2 (B)(F) | 2.000 | 01-25-36 | 20,268,001 | 17,225,640 | |
SLG Office Trust | |||||
Series 2021-OVA, Class D (B) | 2.851 | 07-15-41 | 22,906,000 | 17,892,442 | |
Starwood Mortgage Residential Trust | |||||
Series 2022-1, Class A1 (B)(F) | 2.447 | 12-25-66 | 21,230,092 | 18,257,189 | |
Towd Point Mortgage Trust | |||||
Series 2018-4, Class A1 (B)(F) | 3.000 | 06-25-58 | 11,248,361 | 10,270,845 | |
Series 2019-1, Class A1 (B)(F) | 3.750 | 03-25-58 | 9,038,298 | 8,531,957 | |
Series 2019-4, Class A1 (B)(F) | 2.900 | 10-25-59 | 9,362,768 | 8,717,945 | |
Series 2020-4, Class A1 (B) | 1.750 | 10-25-60 | 14,510,323 | 12,754,336 | |
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (B) | 1.218 | 05-25-65 | 3,300,801 | 3,092,697 | |
Series 2021-3, Class A1 (B)(F) | 1.046 | 06-25-66 | 14,309,624 | 11,929,162 | |
Series 2021-4, Class A1 (B)(F) | 0.938 | 07-25-66 | 8,528,140 | 6,820,926 | |
Series 2021-5, Class A1 (B)(F) | 1.013 | 09-25-66 | 13,896,827 | 11,462,556 | |
Series 2021-R1, Class A1 (B)(F) | 0.820 | 10-25-63 | 4,889,329 | 4,479,527 | |
U.S. Government Agency 0.9% | 235,498,450 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series T-41, Class 3A (F) | 4.358 | 07-25-32 | 691 | 641 | |
Federal National Mortgage Association | |||||
Series 2001-50, Class BA | 7.000 | 10-25-41 | 62 | 62 | |
Government National Mortgage Association | |||||
Series 2008-90, Class IO | 2.014 | 12-16-50 | 1,994,978 | 246,314 | |
Series 2012-114, Class IO | 0.624 | 01-16-53 | 7,818,556 | 120,789 | |
Series 2012-120, Class IO | 0.641 | 02-16-53 | 3,852,981 | 59,811 | |
Series 2013-63, Class IO | 0.775 | 09-16-51 | 3,947,206 | 99,684 | |
Series 2016-174, Class IO | 0.896 | 11-16-56 | 25,256,830 | 1,076,310 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 28 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2017-109, Class IO | 0.230 | 04-16-57 | 41,775,528 | $616,168 | |
Series 2017-124, Class IO | 0.627 | 01-16-59 | 33,557,204 | 1,152,838 | |
Series 2017-135, Class IO | 0.716 | 10-16-58 | 49,621,385 | 1,782,241 | |
Series 2017-140, Class IO | 0.486 | 02-16-59 | 22,347,941 | 653,760 | |
Series 2017-159, Class IO | 0.432 | 06-16-59 | 33,470,106 | 875,949 | |
Series 2017-169, Class IO | 0.578 | 01-16-60 | 81,372,172 | 2,576,747 | |
Series 2017-20, Class IO | 0.524 | 12-16-58 | 77,601,572 | 1,856,362 | |
Series 2017-22, Class IO | 0.752 | 12-16-57 | 10,148,250 | 373,292 | |
Series 2017-41, Class IO | 0.583 | 07-16-58 | 27,116,891 | 692,753 | |
Series 2017-46, Class IO | 0.648 | 11-16-57 | 46,512,743 | 1,728,386 | |
Series 2017-61, Class IO | 0.701 | 05-16-59 | 12,743,388 | 463,198 | |
Series 2017-74, Class IO | 0.432 | 09-16-58 | 42,100,905 | 806,919 | |
Series 2017-89, Class IO | 0.491 | 07-16-59 | 35,206,713 | 999,709 | |
Series 2018-114, Class IO | 0.590 | 04-16-60 | 28,353,952 | 1,111,741 | |
Series 2018-158, Class IO | 0.789 | 05-16-61 | 75,352,454 | 4,203,258 | |
Series 2018-35, Class IO | 0.541 | 03-16-60 | 69,964,581 | 2,364,187 | |
Series 2018-43, Class IO | 0.435 | 05-16-60 | 92,016,636 | 2,990,035 | |
Series 2018-68, Class IO | 0.427 | 01-16-60 | 11,801,173 | 364,492 | |
Series 2018-69, Class IO | 0.605 | 04-16-60 | 30,452,695 | 1,342,087 | |
Series 2018-81, Class IO | 0.484 | 01-16-60 | 19,924,280 | 802,958 | |
Series 2018-9, Class IO | 0.443 | 01-16-60 | 55,814,292 | 1,702,749 | |
Series 2018-99, Class IO | 0.451 | 06-16-60 | 45,540,063 | 1,549,136 | |
Series 2019-131, Class IO | 0.802 | 07-16-61 | 62,747,467 | 3,528,089 | |
Series 2020-100, Class IO | 0.784 | 05-16-62 | 74,347,353 | 4,378,672 | |
Series 2020-108, Class IO | 0.847 | 06-16-62 | 184,794,728 | 10,603,318 | |
Series 2020-114, Class IO | 0.801 | 09-16-62 | 177,927,916 | 10,030,704 | |
Series 2020-118, Class IO | 0.882 | 06-16-62 | 148,093,736 | 9,141,752 | |
Series 2020-119, Class IO | 0.606 | 08-16-62 | 72,840,049 | 3,395,300 | |
Series 2020-120, Class IO | 0.769 | 05-16-62 | 40,703,127 | 2,368,979 | |
Series 2020-137, Class IO | 0.796 | 09-16-62 | 251,272,344 | 14,358,028 | |
Series 2020-150, Class IO | 0.963 | 12-16-62 | 121,673,953 | 7,915,913 | |
Series 2020-170, Class IO | 0.834 | 11-16-62 | 164,215,586 | 10,402,171 | |
Series 2020-92, Class IO | 0.879 | 02-16-62 | 30,651,883 | 1,842,003 | |
Series 2021-110, Class IO | 0.873 | 11-16-63 | 96,995,989 | 6,400,455 | |
Series 2021-163, Class IO | 0.801 | 03-16-64 | 117,758,131 | 6,813,250 | |
Series 2021-183, Class IO | 0.871 | 01-16-63 | 89,166,246 | 5,300,389 | |
Series 2021-3, Class IO | 0.868 | 09-16-62 | 209,893,602 | 13,274,616 | |
Series 2021-40, Class IO | 0.821 | 02-16-63 | 55,330,204 | 3,370,362 | |
Series 2022-150, Class IO | 0.822 | 06-16-64 | 22,107,102 | 1,336,206 | |
Series 2022-17, Class IO | 0.802 | 06-16-64 | 137,294,425 | 8,244,077 | |
Series 2022-181, Class IO | 0.717 | 07-16-64 | 68,367,782 | 4,399,822 | |
Series 2022-21, Class IO | 0.784 | 10-16-63 | 60,557,482 | 3,603,455 | |
Series 2022-53, Class IO | 0.710 | 06-16-64 | 226,147,002 | 10,999,021 | |
Series 2022-57, Class IO | 0.756 | 09-16-63 | 166,732,290 | 9,393,464 |
29 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2023-177, Class IO | 0.859 | 06-16-65 | 169,188,132 | $11,181,035 | |
Series 2023-197, Class IO | 1.318 | 09-16-65 | 51,195,091 | 4,538,573 | |
Series 2023-30, Class IO | 1.146 | 11-16-64 | 97,059,556 | 6,935,497 | |
Series 2023-36, Class IO | 0.935 | 10-16-64 | 155,030,580 | 10,426,241 | |
Series 2023-62, Class IO | 0.937 | 02-16-65 | 122,303,164 | 8,272,085 | |
Series 2023-91, Class IO | 0.875 | 04-16-65 | 141,859,591 | 10,432,397 | |
Asset backed securities 5.4% | $1,310,301,206 | ||||
(Cost $1,397,976,693) | |||||
Asset backed securities 5.4% | 1,310,301,206 | ||||
ABPCI Direct Lending Fund I, Ltd. | |||||
Series 2020-1A, Class A (B) | 3.199 | 12-20-30 | 7,516,360 | 7,289,200 | |
AIMCO CLO, Ltd. | |||||
Series 2019-10A, Class ARR (3 month CME Term SOFR + 1.410%) (A)(B) | 6.753 | 07-22-37 | 6,725,000 | 6,728,584 | |
Aligned Data Centers Issuer LLC | |||||
Series 2021-1A, Class A2 (B) | 1.937 | 08-15-46 | 21,240,000 | 19,438,436 | |
Series 2023-2A, Class A2 (B) | 6.500 | 11-16-48 | 16,000,000 | 16,170,107 | |
APIDOS CLO XLVIII, Ltd. | |||||
Series 2024-48A, Class A1 (3 month CME Term SOFR + 1.440%) (A)(B) | 6.783 | 07-25-37 | 15,127,000 | 15,135,048 | |
Applebee’s Funding LLC | |||||
Series 2023-1A, Class A2 (B) | 7.824 | 03-05-53 | 11,104,000 | 11,465,412 | |
Aqua Finance Trust | |||||
Series 2021-A, Class A (B) | 1.540 | 07-17-46 | 7,078,664 | 6,336,063 | |
Arby’s Funding LLC | |||||
Series 2020-1A, Class A2 (B) | 3.237 | 07-30-50 | 33,483,450 | 30,945,066 | |
Bain Capital Credit CLO, Ltd. | |||||
Series 2024-2A, Class A1 (3 month CME Term SOFR + 1.520%) (A)(B) | 6.846 | 07-15-37 | 14,037,000 | 14,201,935 | |
Ballyrock CLO, Ltd. | |||||
Series 2024-26A, Class A1A (3 month CME Term SOFR + 1.510%) (A)(B) | 6.853 | 07-25-37 | 11,208,000 | 11,215,767 | |
Battalion CLO XXV, Ltd. | |||||
Series 2024-25A, Class A (3 month CME Term SOFR + 1.630%) (A)(B) | 6.902 | 03-13-37 | 9,709,000 | 9,782,099 | |
BRE Grand Islander Timeshare Issuer LLC | |||||
Series 2019-A, Class A (B) | 3.280 | 09-26-33 | 5,362,802 | 5,151,824 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (B) | 4.170 | 02-15-50 | 21,876,000 | 21,305,555 | |
CF Hippolyta Issuer LLC | |||||
Series 2020-1, Class A1 (B) | 1.690 | 07-15-60 | 32,673,044 | 30,822,495 | |
Series 2021-1A, Class A1 (B) | 1.530 | 03-15-61 | 31,424,971 | 28,621,119 | |
CLI Funding VI LLC | |||||
Series 2020-1A, Class A (B) | 2.080 | 09-18-45 | 30,788,705 | 27,567,680 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (B) | 1.640 | 02-18-46 | 23,221,314 | 20,506,389 | |
Series 2022-1A, Class A (B) | 2.720 | 01-18-47 | 20,896,631 | 18,466,737 | |
Compass Datacenters Issuer II LLC | |||||
Series 2024-1A, Class A1 (B) | 5.250 | 02-25-49 | 16,162,000 | 15,824,022 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 30 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
ContiMortgage Home Equity Loan Trust | |||||
Series 1995-2, Class A5 | 8.100 | 08-15-25 | 67,953 | $31,178 | |
CyrusOne Data Centers Issuer I LLC | |||||
Series 2023-1A, Class A2 (B) | 4.300 | 04-20-48 | 27,314,000 | 25,439,467 | |
Series 2024-2A, Class A2 (B) | 4.500 | 05-20-49 | 25,617,000 | 23,583,213 | |
DataBank Issuer | |||||
Series 2021-1A, Class A2 (B) | 2.060 | 02-27-51 | 16,189,140 | 14,927,818 | |
Series 2021-1A, Class C (B) | 4.430 | 02-27-51 | 3,400,000 | 3,073,375 | |
DB Master Finance LLC | |||||
Series 2017-1A, Class A2II (B) | 4.030 | 11-20-47 | 14,430,938 | 13,619,877 | |
Series 2021-1A, Class A2I (B) | 2.045 | 11-20-51 | 52,223,925 | 47,726,265 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (B) | 3.475 | 04-15-49 | 6,825,000 | 6,107,771 | |
Domino’s Pizza Master Issuer LLC | |||||
Series 2017-1A, Class A23 (B) | 4.118 | 07-25-47 | 36,042,420 | 34,265,269 | |
Series 2021-1A, Class A2I (B) | 2.662 | 04-25-51 | 24,023,668 | 21,172,121 | |
Driven Brands Funding LLC | |||||
Series 2020-2A, Class A2 (B) | 3.237 | 01-20-51 | 21,615,885 | 19,491,763 | |
Series 2021-1A, Class A2 (B) | 2.791 | 10-20-51 | 30,147,975 | 26,182,187 | |
Elmwood CLO IV, Ltd. | |||||
Series 2020-1A, Class AR (3 month CME Term SOFR + 1.460%) (A)(B) | 6.783 | 04-18-37 | 16,688,000 | 16,783,255 | |
ExteNet LLC | |||||
Series 2019-1A, Class C (B) | 5.219 | 07-25-49 | 7,100,000 | 7,063,013 | |
FirstKey Homes Trust | |||||
Series 2021-SFR1, Class D (B) | 2.189 | 08-17-38 | 23,526,000 | 21,489,324 | |
Five Guys Holdings, Inc. | |||||
Series 2023-1A, Class A2 (B) | 7.549 | 01-26-54 | 19,190,000 | 19,789,918 | |
Ford Credit Auto Owner Trust | |||||
Series 2023-2, Class A (B) | 5.280 | 02-15-36 | 31,128,000 | 31,226,766 | |
GM Financial Revolving Receivables Trust | |||||
Series 2024-1, Class A (B) | 4.980 | 12-11-36 | 13,109,000 | 12,993,466 | |
GoldenTree Loan Management US CLO, Ltd. | |||||
Series 2024-20A, Class A (3 month CME Term SOFR + 1.450%) (A)(B) | 6.783 | 07-20-37 | 9,917,000 | 9,923,823 | |
Golub Capital Partners Funding, Ltd. | |||||
Series 2020-1A, Class A2 (B) | 3.208 | 01-22-29 | 11,794,801 | 11,287,341 | |
Series 2021-1A, Class A2 (B) | 2.773 | 04-20-29 | 21,213,619 | 20,124,219 | |
HI-FI Music IP Issuer LP | |||||
Series 2022-1A, Class A2 (B) | 3.939 | 02-01-62 | 25,251,000 | 23,659,192 | |
Hilton Grand Vacations Trust | |||||
Series 2022-1D, Class B (B) | 4.100 | 06-20-34 | 1,522,183 | 1,464,538 | |
Hotwire Funding LLC | |||||
Series 2021-1, Class C (B) | 4.459 | 11-20-51 | 4,950,000 | 4,455,564 | |
Series 2024-1A, Class A2 (B) | 5.893 | 06-20-54 | 5,444,000 | 5,453,902 | |
Jack in the Box Funding LLC | |||||
Series 2022-1A, Class A2I (B) | 3.445 | 02-26-52 | 7,701,120 | 7,128,769 |
31 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Magnetite XL, Ltd. | |||||
Series 2024-40A, Class A1 (3 month CME Term SOFR + 1.450%) (A)(B) | 6.793 | 07-15-37 | 15,840,000 | $15,851,040 | |
MetroNet Infrastructure Issuer LLC | |||||
Series 2023-1A, Class A2 (B) | 6.560 | 04-20-53 | 15,842,000 | 16,118,875 | |
Navient Student Loan Trust | |||||
Series 2020-2A, Class A1A (B) | 1.320 | 08-26-69 | 13,285,084 | 11,634,468 | |
Neighborly Issuer LLC | |||||
Series 2021-1A, Class A2 (B) | 3.584 | 04-30-51 | 45,434,432 | 40,472,120 | |
Series 2022-1A, Class A2 (B) | 3.695 | 01-30-52 | 18,165,860 | 15,908,416 | |
New Economy Assets Phase 1 Sponsor LLC | |||||
Series 2021-1, Class A1 (B) | 1.910 | 10-20-61 | 41,424,000 | 36,668,546 | |
Series 2021-1, Class B1 (B) | 2.410 | 10-20-61 | 12,840,000 | 10,948,591 | |
NRZ Excess Spread-Collateralized Notes | |||||
Series 2021-FHT1, Class A (B) | 3.104 | 07-25-26 | 2,914,690 | 2,732,325 | |
OHA Credit Partners XI, Ltd. | |||||
Series 2015-11A, Class A1R2 (3 month CME Term SOFR + 1.460%) (A)(B) | 6.783 | 04-20-37 | 12,112,000 | 12,114,071 | |
Palmer Square CLO, Ltd. | |||||
Series 2024-2A, Class A1 (3 month CME Term SOFR + 1.400%) (A)(B) | 6.743 | 07-20-37 | 12,200,000 | 12,200,000 | |
Progress Residential Trust | |||||
Series 2021-SFR8, Class B (B) | 1.681 | 10-17-38 | 13,890,000 | 12,589,232 | |
Renaissance Home Equity Loan Trust | |||||
Series 2005-2, Class AF4 | 5.434 | 08-25-35 | 1,233,129 | 1,223,289 | |
Retained Vantage Data Centers Issuer LLC | |||||
Series 2023-1A, Class A2A (B) | 5.000 | 09-15-48 | 26,639,000 | 25,607,549 | |
SCF Equipment Leasing LLC | |||||
Series 2021-1A, Class E (B) | 3.560 | 08-20-32 | 3,300,000 | 3,131,659 | |
SERVPRO Master Issuer LLC | |||||
Series 2024-1A, Class A2 (B) | 6.174 | 01-25-54 | 10,831,853 | 10,842,388 | |
Sesac Finance LLC | |||||
Series 2019-1, Class A2 (B) | 5.216 | 07-25-49 | 29,815,155 | 28,900,271 | |
Sierra Timeshare Receivables Funding LLC | |||||
Series 2021-1A, Class D (B) | 3.170 | 11-20-37 | 1,112,503 | 1,051,560 | |
SMB Private Education Loan Trust | |||||
Series 2021-A, Class APT2 (B) | 1.070 | 01-15-53 | 9,361,581 | 8,222,397 | |
Series 2024-A, Class A1A (B) | 5.240 | 03-15-56 | 21,143,620 | 20,933,617 | |
Sonic Capital LLC | |||||
Series 2020-1A, Class A2I (B) | 3.845 | 01-20-50 | 26,658,363 | 25,159,851 | |
Series 2021-1A, Class A2I (B) | 2.190 | 08-20-51 | 22,423,653 | 19,240,046 | |
Subway Funding LLC | |||||
Series 2024-1A, Class A2I (B) | 6.028 | 07-30-54 | 11,923,000 | 11,923,000 | |
Series 2024-1A, Class A2II (B) | 6.268 | 07-30-54 | 10,682,000 | 10,682,000 | |
Sunbird Engine Finance LLC | |||||
Series 2020-1A, Class A (B) | 3.671 | 02-15-45 | 6,918,155 | 6,295,728 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (B) | 1.946 | 08-25-51 | 44,509,215 | 40,067,164 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (B) | 1.650 | 02-20-46 | 16,089,150 | 13,891,078 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 32 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A (B) | 2.110 | 09-20-45 | 34,696,818 | $30,872,150 | |
Series 2021-1A, Class A (B) | 1.860 | 03-20-46 | 20,781,977 | 18,155,600 | |
Vantage Data Centers LLC | |||||
Series 2020-1A, Class A2 (B) | 1.645 | 09-15-45 | 17,149,000 | 16,144,379 | |
Series 2020-2A, Class A2 (B) | 1.992 | 09-15-45 | 20,898,000 | 18,389,130 | |
VR Funding LLC | |||||
Series 2020-1A, Class A (B) | 2.790 | 11-15-50 | 20,724,699 | 18,504,327 | |
Wendy’s Funding LLC | |||||
Series 2021-1A, Class A2I (B) | 2.370 | 06-15-51 | 28,064,003 | 24,234,305 | |
Willis Engine Structured Trust V | |||||
Series 2020-A, Class A (B) | 3.228 | 03-15-45 | 6,572,673 | 6,014,916 | |
Zaxby’s Funding LLC | |||||
Series 2021-1A, Class A2 (B) | 3.238 | 07-30-51 | 20,640,340 | 18,140,186 | |
Shares | Value | ||||
Common stocks 0.0% | $2,029,941 | ||||
(Cost $17,499,516) | |||||
Energy 0.0% | 2,029,941 | ||||
Oil, gas and consumable fuels 0.0% | |||||
Altera Infrastructure LP (G) | 75,183 | 2,029,941 | |||
Preferred securities 0.0% | $12,146,647 | ||||
(Cost $14,443,341) | |||||
Communication services 0.0% | 9,654,284 | ||||
Wireless telecommunication services 0.0% | |||||
Telephone & Data Systems, Inc., 6.625% | 468,200 | 9,654,284 | |||
Financials 0.0% | 2,492,363 | ||||
Banks 0.0% | |||||
Wells Fargo & Company, 7.500% | 2,139 | 2,492,363 | |||
Yield (%) | Shares | Value | |||
Short-term investments 0.7% | $172,900,346 | ||||
(Cost $172,890,439) | |||||
Short-term funds 0.7% | 172,900,346 | ||||
John Hancock Collateral Trust (H) | 5.2280(I) | 17,295,742 | 172,900,346 |
Total investments (Cost $25,952,566,773) 99.8% | $24,345,922,212 | ||||
Other assets and liabilities, net 0.2% | 41,255,161 | ||||
Total net assets 100.0% | $24,387,177,373 |
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. |
33 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Security Abbreviations and Legend | |
CME | CME Group Published Rates |
CMT | Constant Maturity Treasury |
IBOR | Interbank Offered Rate |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
SOFR | Secured Overnight Financing Rate |
(A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(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. Rule 144A securities amounted to $4,920,141,043 or 20.2% of the fund’s net assets as of 5-31-24. |
(C) | All or a portion of this security is on loan as of 5-31-24. |
(D) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(E) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
(F) | 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. |
(G) | Non-income producing security. |
(H) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $61,788,832. |
(I) | The rate shown is the annualized seven-day yield as of 5-31-24. |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 34 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year U.S. Treasury Note Futures | 1,532 | Long | Sep 2024 | $167,014,803 | $166,676,813 | $(337,990) |
$(337,990) |
35 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
Assets | |
Unaffiliated investments, at value (Cost $25,779,676,334) including $60,506,355 of securities loaned | $24,173,021,866 |
Affiliated investments, at value (Cost $172,890,439) | 172,900,346 |
Total investments, at value (Cost $25,952,566,773) | 24,345,922,212 |
Receivable for futures variation margin | 382,972 |
Cash | 752,021 |
Collateral held at broker for futures contracts | 5,450,000 |
Dividends and interest receivable | 178,372,541 |
Receivable for fund shares sold | 33,786,676 |
Receivable for securities lending income | 38,886 |
Other assets | 1,662,355 |
Total assets | 24,566,367,663 |
Liabilities | |
Distributions payable | 1,632,669 |
Payable for investments purchased | 77,741,304 |
Payable for fund shares repurchased | 34,551,235 |
Payable upon return of securities loaned | 61,803,225 |
Payable to affiliates | |
Accounting and legal services fees | 1,142,674 |
Transfer agent fees | 840,666 |
Distribution and service fees | 91,475 |
Trustees’ fees | 21,833 |
Other liabilities and accrued expenses | 1,365,209 |
Total liabilities | 179,190,290 |
Net assets | $24,387,177,373 |
Net assets consist of | |
Paid-in capital | $28,746,582,904 |
Total distributable earnings (loss) | (4,359,405,531) |
Net assets | $24,387,177,373 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 36 |
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 ($1,864,767,920 ÷ 140,914,804 shares)1 | $13.23 |
Class C ($89,469,320 ÷ 6,760,838 shares)1 | $13.23 |
Class I ($6,218,054,315 ÷ 469,829,871 shares) | $13.23 |
Class R2 ($58,846,278 ÷ 4,441,346 shares) | $13.25 |
Class R4 ($20,489,525 ÷ 1,546,019 shares) | $13.25 |
Class R6 ($12,063,493,226 ÷ 909,890,235 shares) | $13.26 |
Class NAV ($4,072,056,789 ÷ 307,269,862 shares) | $13.25 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 96%)2 | $13.78 |
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 $100,000. On sales of $100,000 or more and on group sales the offering price is reduced. |
37 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
Investment income | |
Interest | $1,034,203,738 |
Dividends from affiliated investments | 18,439,228 |
Dividends | 2,513,990 |
Securities lending | 618,230 |
Less foreign taxes withheld | (190,562) |
Total investment income | 1,055,584,624 |
Expenses | |
Investment management fees | 70,752,081 |
Distribution and service fees | 6,831,727 |
Accounting and legal services fees | 4,708,364 |
Transfer agent fees | 9,724,717 |
Trustees’ fees | 517,198 |
Custodian fees | 2,498,351 |
State registration fees | 567,217 |
Printing and postage | 1,353,598 |
Professional fees | 708,497 |
Other | 764,685 |
Total expenses | 98,426,435 |
Less expense reductions | (1,905,478) |
Net expenses | 96,520,957 |
Net investment income | 959,063,667 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments | (624,879,206) |
Affiliated investments | 73,816 |
Futures contracts | (26,907,825) |
(651,713,215) | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments | 306,521,272 |
Affiliated investments | (2,793) |
Futures contracts | (1,347,047) |
305,171,432 | |
Net realized and unrealized loss | (346,541,783) |
Increase in net assets from operations | $612,521,884 |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 38 |
Year ended 5-31-24 | Year ended 5-31-23 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment income | $959,063,667 | $767,296,550 |
Net realized loss | (651,713,215) | (1,172,649,242) |
Change in net unrealized appreciation (depreciation) | 305,171,432 | (148,493,507) |
Increase (decrease) in net assets resulting from operations | 612,521,884 | (553,846,199) |
Distributions to shareholders | ||
From earnings | ||
Class A | (72,968,987) | (63,757,412) |
Class C | (3,331,515) | (3,905,382) |
Class I | (257,593,857) | (201,997,085) |
Class R2 | (2,405,973) | (2,028,089) |
Class R4 | (1,511,239) | (2,273,252) |
Class R6 | (496,437,014) | (408,347,290) |
Class NAV | (163,021,881) | (141,883,232) |
Total distributions | (997,270,466) | (824,191,742) |
From fund share transactions | 3,091,077,804 | 1,187,915,822 |
Total increase (decrease) | 2,706,329,222 | (190,122,119) |
Net assets | ||
Beginning of year | 21,680,848,151 | 21,870,970,270 |
End of year | $24,387,177,373 | $21,680,848,151 |
39 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 5-31-24 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.46 | $14.34 | $16.32 | $16.37 | $15.83 |
Net investment income1 | 0.51 | 0.46 | 0.41 | 0.44 | 0.45 |
Net realized and unrealized gain (loss) on investments | (0.20) | (0.85) | (1.82) | 0.19 | 0.68 |
Total from investment operations | 0.31 | (0.39) | (1.41) | 0.63 | 1.13 |
Less distributions | |||||
From net investment income | (0.54) | (0.49) | (0.48) | (0.50) | (0.49) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) |
Total distributions | (0.54) | (0.49) | (0.57) | (0.68) | (0.59) |
Net asset value, end of period | $13.23 | $13.46 | $14.34 | $16.32 | $16.37 |
Total return (%)2,3 | 2.35 | (2.66) | (8.89) | 3.83 | 7.22 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $1,865 | $1,756 | $1,903 | $2,139 | $2,100 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.78 | 0.78 | 0.76 | 0.78 | 0.79 |
Expenses including reductions | 0.77 | 0.77 | 0.76 | 0.77 | 0.78 |
Net investment income | 3.88 | 3.35 | 2.56 | 2.65 | 2.82 |
Portfolio turnover (%) | 133 | 108 | 110 | 98 | 125 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Does not reflect the effect of sales charges, if any. |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 40 |
CLASS C SHARES Period ended | 5-31-24 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.46 | $14.34 | $16.32 | $16.37 | $15.84 |
Net investment income1 | 0.42 | 0.36 | 0.29 | 0.32 | 0.34 |
Net realized and unrealized gain (loss) on investments | (0.21) | (0.84) | (1.81) | 0.19 | 0.66 |
Total from investment operations | 0.21 | (0.48) | (1.52) | 0.51 | 1.00 |
Less distributions | |||||
From net investment income | (0.44) | (0.40) | (0.37) | (0.38) | (0.37) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) |
Total distributions | (0.44) | (0.40) | (0.46) | (0.56) | (0.47) |
Net asset value, end of period | $13.23 | $13.46 | $14.34 | $16.32 | $16.37 |
Total return (%)2,3 | 1.63 | (3.34) | (9.53) | 3.10 | 6.41 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $89 | $115 | $164 | $239 | $278 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 1.48 | 1.48 | 1.46 | 1.48 | 1.49 |
Expenses including reductions | 1.47 | 1.47 | 1.46 | 1.47 | 1.48 |
Net investment income | 3.17 | 2.63 | 1.85 | 1.94 | 2.11 |
Portfolio turnover (%) | 133 | 108 | 110 | 98 | 125 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
3 | Does not reflect the effect of sales charges, if any. |
41 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS I SHARES Period ended | 5-31-24 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.46 | $14.35 | $16.33 | $16.37 | $15.84 |
Net investment income1 | 0.55 | 0.50 | 0.45 | 0.49 | 0.50 |
Net realized and unrealized gain (loss) on investments | (0.21) | (0.86) | (1.81) | 0.20 | 0.67 |
Total from investment operations | 0.34 | (0.36) | (1.36) | 0.69 | 1.17 |
Less distributions | |||||
From net investment income | (0.57) | (0.53) | (0.53) | (0.55) | (0.54) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) |
Total distributions | (0.57) | (0.53) | (0.62) | (0.73) | (0.64) |
Net asset value, end of period | $13.23 | $13.46 | $14.35 | $16.33 | $16.37 |
Total return (%)2 | 2.65 | (2.44) | (8.61) | 4.20 | 7.47 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $6,218 | $5,678 | $5,375 | $6,244 | $4,693 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.48 | 0.48 | 0.46 | 0.48 | 0.49 |
Expenses including reductions | 0.47 | 0.47 | 0.46 | 0.47 | 0.48 |
Net investment income | 4.17 | 3.65 | 2.86 | 2.95 | 3.11 |
Portfolio turnover (%) | 133 | 108 | 110 | 98 | 125 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 42 |
CLASS R2 SHARES Period ended | 5-31-24 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.47 | $14.36 | $16.34 | $16.39 | $15.85 |
Net investment income1 | 0.50 | 0.45 | 0.39 | 0.43 | 0.44 |
Net realized and unrealized gain (loss) on investments | (0.20) | (0.86) | (1.81) | 0.18 | 0.67 |
Total from investment operations | 0.30 | (0.41) | (1.42) | 0.61 | 1.11 |
Less distributions | |||||
From net investment income | (0.52) | (0.48) | (0.47) | (0.48) | (0.47) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) |
Total distributions | (0.52) | (0.48) | (0.56) | (0.66) | (0.57) |
Net asset value, end of period | $13.25 | $13.47 | $14.36 | $16.34 | $16.39 |
Total return (%)2 | 2.34 | (2.81) | (8.96) | 3.73 | 7.12 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $59 | $61 | $65 | $111 | $105 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.86 | 0.86 | 0.86 | 0.87 | 0.87 |
Expenses including reductions | 0.86 | 0.85 | 0.85 | 0.86 | 0.87 |
Net investment income | 3.79 | 3.27 | 2.44 | 2.56 | 2.73 |
Portfolio turnover (%) | 133 | 108 | 110 | 98 | 125 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
43 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R4 SHARES Period ended | 5-31-24 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.47 | $14.37 | $16.35 | $16.39 | $15.86 |
Net investment income1 | 0.54 | 0.47 | 0.44 | 0.47 | 0.48 |
Net realized and unrealized gain (loss) on investments | (0.20) | (0.85) | (1.82) | 0.19 | 0.66 |
Total from investment operations | 0.34 | (0.38) | (1.38) | 0.66 | 1.14 |
Less distributions | |||||
From net investment income | (0.56) | (0.52) | (0.51) | (0.52) | (0.51) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) |
Total distributions | (0.56) | (0.52) | (0.60) | (0.70) | (0.61) |
Net asset value, end of period | $13.25 | $13.47 | $14.37 | $16.35 | $16.39 |
Total return (%)2 | 2.59 | (2.64) | (8.72) | 4.05 | 7.32 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $20 | $40 | $81 | $62 | $55 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.71 | 0.72 | 0.71 | 0.72 | 0.72 |
Expenses including reductions | 0.61 | 0.61 | 0.60 | 0.61 | 0.62 |
Net investment income | 4.03 | 3.45 | 2.76 | 2.81 | 2.99 |
Portfolio turnover (%) | 133 | 108 | 110 | 98 | 125 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 44 |
CLASS R6 SHARES Period ended | 5-31-24 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.48 | $14.37 | $16.35 | $16.40 | $15.86 |
Net investment income1 | 0.57 | 0.51 | 0.47 | 0.51 | 0.52 |
Net realized and unrealized gain (loss) on investments | (0.20) | (0.85) | (1.81) | 0.19 | 0.67 |
Total from investment operations | 0.37 | (0.34) | (1.34) | 0.70 | 1.19 |
Less distributions | |||||
From net investment income | (0.59) | (0.55) | (0.55) | (0.57) | (0.55) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) |
Total distributions | (0.59) | (0.55) | (0.64) | (0.75) | (0.65) |
Net asset value, end of period | $13.26 | $13.48 | $14.37 | $16.35 | $16.40 |
Total return (%)2 | 2.85 | (2.32) | (8.50) | 4.25 | 7.65 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $12,063 | $10,573 | $10,523 | $10,341 | $7,305 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.37 | 0.37 | 0.36 | 0.37 | 0.37 |
Expenses including reductions | 0.36 | 0.36 | 0.35 | 0.36 | 0.37 |
Net investment income | 4.29 | 3.76 | 2.97 | 3.05 | 3.22 |
Portfolio turnover (%) | 133 | 108 | 110 | 98 | 125 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
45 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS NAV SHARES Period ended | 5-31-24 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.47 | $14.37 | $16.35 | $16.39 | $15.86 |
Net investment income1 | 0.57 | 0.51 | 0.47 | 0.51 | 0.52 |
Net realized and unrealized gain (loss) on investments | (0.20) | (0.86) | (1.81) | 0.20 | 0.67 |
Total from investment operations | 0.37 | (0.35) | (1.34) | 0.71 | 1.19 |
Less distributions | |||||
From net investment income | (0.59) | (0.55) | (0.55) | (0.57) | (0.56) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) |
Total distributions | (0.59) | (0.55) | (0.64) | (0.75) | (0.66) |
Net asset value, end of period | $13.25 | $13.47 | $14.37 | $16.35 | $16.39 |
Total return (%)2 | 2.85 | (2.38) | (8.49) | 4.32 | 7.60 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $4,072 | $3,458 | $3,759 | $4,458 | $3,739 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.36 | 0.36 | 0.35 | 0.36 | 0.36 |
Expenses including reductions | 0.35 | 0.35 | 0.34 | 0.35 | 0.35 |
Net investment income | 4.30 | 3.77 | 2.98 | 3.07 | 3.23 |
Portfolio turnover (%) | 133 | 108 | 110 | 98 | 125 |
1 | Based on average daily shares outstanding. |
2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 46 |
47 | JOHN HANCOCK Bond Fund | |
Total value at 5-31-24 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $12,982,268,581 | — | $12,982,268,581 | — |
Corporate bonds | 8,995,154,890 | — | 8,995,154,890 | — |
Municipal bonds | 24,342,259 | — | 24,342,259 | — |
Term loans | 8,553,295 | — | 8,553,295 | — |
Collateralized mortgage obligations | 838,225,047 | — | 838,225,047 | — |
Asset backed securities | 1,310,301,206 | — | 1,310,301,206 | — |
Common stocks | 2,029,941 | — | 2,029,941 | — |
Preferred securities | 12,146,647 | $12,146,647 | — | — |
Short-term investments | 172,900,346 | 172,900,346 | — | — |
Total investments in securities | $24,345,922,212 | $185,046,993 | $24,160,875,219 | — |
Derivatives: | ||||
Liabilities | ||||
Futures | $(337,990) | $(337,990) | — | — |
| JOHN HANCOCK Bond Fund | 48 |
49 | JOHN HANCOCK Bond Fund | |
| JOHN HANCOCK Bond Fund | 50 |
May 31, 2024 | May 31, 2023 | |
Ordinary income | $997,270,466 | $824,191,742 |
51 | JOHN HANCOCK Bond Fund | |
Risk | 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 | — | $(337,990) |
1 | Reflects cumulative appreciation/depreciation on open futures as disclosed in the Derivatives section of Fund’s investments. Only the year end variation margin receivable/payable is separately reported on the Statement of assets and liabilities. |
Statement of operations location - Net realized gain (loss) on: | |
Risk | Futures contracts |
Interest rate | $(26,907,825) |
Statement of operations location - Change in net unrealized appreciation (depreciation) of: | |
Risk | Futures contracts |
Interest rate | $(1,347,047) |
| JOHN HANCOCK Bond Fund | 52 |
Class | Expense reduction |
Class A | $148,259 |
Class C | 8,231 |
Class I | 487,615 |
Class R2 | 5,005 |
Class | Expense reduction |
Class R4 | $2,935 |
Class R6 | 916,175 |
Class NAV | 301,199 |
Total | $1,869,419 |
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% |
53 | JOHN HANCOCK Bond Fund | |
Class | Distribution and service fees | Transfer agent fees |
Class A | $5,405,844 | $2,118,863 |
Class C | 996,983 | 117,269 |
Class I | — | 6,974,099 |
Class R2 | 302,847 | 2,777 |
Class R4 | 126,053 | 1,675 |
Class R6 | — | 510,034 |
Total | $6,831,727 | $9,724,717 |
| JOHN HANCOCK Bond Fund | 54 |
Year Ended 5-31-24 | Year Ended 5-31-23 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 36,656,315 | $481,396,308 | 27,049,872 | $367,649,995 |
Distributions reinvested | 5,380,087 | 71,112,001 | 4,564,919 | 61,903,870 |
Repurchased | (31,628,720) | (417,477,395) | (33,783,518) | (458,642,772) |
Net increase (decrease) | 10,407,682 | $135,030,914 | (2,168,727) | $(29,088,907) |
Class C shares | ||||
Sold | 1,355,013 | $17,964,264 | 1,062,035 | $14,445,958 |
Distributions reinvested | 240,706 | 3,180,569 | 271,873 | 3,688,477 |
Repurchased | (3,364,641) | (44,409,947) | (4,267,223) | (57,882,550) |
Net decrease | (1,768,922) | $(23,265,114) | (2,933,315) | $(39,748,115) |
Class I shares | ||||
Sold | 204,515,152 | $2,703,679,676 | 215,004,422 | $2,927,581,229 |
Distributions reinvested | 18,461,258 | 244,011,512 | 14,161,580 | 192,054,975 |
Repurchased | (175,098,686) | (2,308,058,512) | (181,899,662) | (2,471,750,349) |
Net increase | 47,877,724 | $639,632,676 | 47,266,340 | $647,885,855 |
Class R2 shares | ||||
Sold | 1,167,353 | $15,468,314 | 1,408,307 | $19,048,521 |
Distributions reinvested | 123,821 | 1,638,519 | 106,713 | 1,449,262 |
Repurchased | (1,414,180) | (18,710,611) | (1,478,642) | (20,205,654) |
Net increase (decrease) | (123,006) | $(1,603,778) | 36,378 | $292,129 |
Class R4 shares | ||||
Sold | 982,585 | $12,882,410 | 731,837 | $9,961,223 |
Distributions reinvested | 109,986 | 1,452,422 | 159,703 | 2,169,935 |
Repurchased | (2,519,652) | (33,615,059) | (3,551,096) | (47,552,251) |
Net decrease | (1,427,081) | $(19,280,227) | (2,659,556) | $(35,421,093) |
Class R6 shares | ||||
Sold | 250,329,493 | $3,321,419,183 | 190,337,568 | $2,595,020,354 |
Distributions reinvested | 37,370,452 | 494,896,607 | 29,929,928 | 406,597,361 |
Repurchased | (162,118,448) | (2,142,607,154) | (168,175,944) | (2,289,073,857) |
Net increase | 125,581,497 | $1,673,708,636 | 52,091,552 | $712,543,858 |
55 | JOHN HANCOCK Bond Fund | |
Year Ended 5-31-24 | Year Ended 5-31-23 | |||
Shares | Amount | Shares | Amount | |
Class NAV shares | ||||
Sold | 67,608,459 | $907,158,173 | 10,851,713 | $149,877,212 |
Distributions reinvested | 12,315,413 | 163,021,881 | 10,448,575 | 141,883,232 |
Repurchased | (29,248,282) | (383,325,357) | (26,395,605) | (360,308,349) |
Net increase (decrease) | 50,675,590 | $686,854,697 | (5,095,317) | $(68,547,905) |
Total net increase | 231,223,484 | $3,091,077,804 | 86,537,355 | $1,187,915,822 |
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* | 17,295,742 | $541,208,050 | $7,158,326,081 | $(7,526,704,808) | $73,816 | $(2,793) | $19,057,458 | — | $172,900,346 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
| JOHN HANCOCK Bond Fund | 56 |
57 | JOHN HANCOCK BOND FUND | |
| JOHN HANCOCK BOND FUND | 58 |
200 Berkeley Street, Boston, MA 02116, 800-225-5291, jhinvestments.com
MF3619769 | 21A 5/24 |
ITEM 8. CHANGES IN AND DISAGREEMENTS WITH ACCOUNTANTS FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 9. PROXY DISCLOSURE FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES.
Information included in Item 7, if applicable.
ITEM 10. REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES.
Refer to information included in Item 7.
ITEM 11. STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT.
Information included in Item 7, if applicable.
ITEM 12. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 13. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 14. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATE PURCHASERS.
Not applicable.
ITEM 15. 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 16. 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 17. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 18. RECOVERY OF ERRONEOUSLY AWARDED COMPENSATION.
Not applicable.
ITEM 19. EXHIBITS.
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 Sovereign Bond Fund
By: | /s/ Kristie M. Feinberg |
------------------------------ | |
Kristie M. Feinberg | |
President | |
Date: | July 18, 2024 |
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/ Kristie M. Feinberg |
------------------------------ | |
Kristie M. Feinberg | |
President | |
Date: | July 18, 2024 |
By: | /s/ Fernando A. Silva |
--------------------------- | |
Fernando A. Silva | |
Chief Financial Officer | |
Date: | July 18, 2024 |