John Hancock
Bond Fund
Quarterly portfolio holdings 2/29/2020
![](https://capedge.com/proxy/NPORT-P/0001145549-20-022378/img1fc939ff1.gif)
Fund’s investments |
As of 2-29-20
(unaudited)
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 44.4% | $8,545,612,959 | ||||
(Cost $8,081,778,607) | |||||
U.S. Government 15.2% | 2,918,254,045 | ||||
U.S. Treasury | |||||
Bond | 2.250 | 08-15-49 | 674,642,000 | 766,851,859 | |
Bond (A) | 2.375 | 11-15-49 | 275,730,000 | 321,860,922 | |
Bond | 2.750 | 11-15-42 | 345,125,000 | 419,313,394 | |
Bond | 3.000 | 02-15-47 | 26,865,000 | 34,664,245 | |
Bond | 3.125 | 11-15-41 | 296,370,000 | 380,928,066 | |
Note | 1.125 | 02-28-25 | 238,656,000 | 241,079,850 | |
Note | 1.500 | 02-15-30 | 409,601,000 | 423,553,034 | |
Note | 1.625 | 09-30-26 | 225,430,000 | 233,936,461 | |
Treasury Inflation Protected Security | 0.250 | 07-15-29 | 91,357,848 | 96,066,214 | |
U.S. Government Agency 29.2% | 5,627,358,914 | ||||
Federal Home Loan Mortgage Corp. | |||||
15 Yr Pass Thru | 2.500 | 07-01-33 | 48,466,013 | 49,918,859 | |
15 Yr Pass Thru | 2.500 | 11-01-34 | 4,440,626 | 4,587,618 | |
15 Yr Pass Thru | 3.000 | 07-01-32 | 72,722,514 | 76,245,498 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 5,493,099 | 5,837,736 | |
30 Yr Pass Thru | 3.000 | 04-01-43 | 6,462,510 | 6,801,071 | |
30 Yr Pass Thru | 3.000 | 06-01-43 | 2,174,126 | 2,298,216 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 22,539,885 | 23,847,502 | |
30 Yr Pass Thru | 3.000 | 05-01-46 | 4,119,325 | 4,360,876 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 7,716,672 | 8,157,109 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 7,866,492 | 8,264,839 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 13,609,949 | 14,361,232 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 93,470,590 | 98,863,936 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 22,762,957 | 23,723,925 | |
30 Yr Pass Thru | 3.000 | 11-01-46 | 17,033,874 | 17,968,838 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 79,609,609 | 83,780,237 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 16,296,195 | 17,241,594 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 47,012,525 | 49,592,972 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 31,963,708 | 33,402,995 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 37,080,923 | 38,472,525 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 50,440,167 | 52,317,364 | |
30 Yr Pass Thru | 3.000 | 02-01-50 | 107,268,622 | 111,394,849 | |
30 Yr Pass Thru | 3.500 | 02-01-41 | 13,775,093 | 14,742,344 | |
30 Yr Pass Thru | 3.500 | 01-01-42 | 1,485,892 | 1,605,551 | |
30 Yr Pass Thru | 3.500 | 05-01-42 | 1,330,668 | 1,427,847 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 5,428,625 | 5,825,077 | |
30 Yr Pass Thru | 3.500 | 08-01-42 | 1,431,966 | 1,536,542 | |
30 Yr Pass Thru | 3.500 | 09-01-42 | 1,760,347 | 1,878,453 | |
30 Yr Pass Thru | 3.500 | 04-01-44 | 6,356,444 | 6,880,494 | |
30 Yr Pass Thru | 3.500 | 05-01-45 | 14,350,483 | 15,376,075 | |
30 Yr Pass Thru | 3.500 | 01-01-46 | 1,778,864 | 1,904,883 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 75,007,149 | 80,742,751 | |
30 Yr Pass Thru | 3.500 | 09-01-46 | 20,037,517 | 21,350,574 | |
30 Yr Pass Thru | 3.500 | 09-01-46 | 10,123,653 | 10,715,874 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 4,386,519 | 4,641,069 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 28,244,215 | 30,342,192 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 9,373,798 | 9,982,203 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 9,304,161 | 9,940,030 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 15,479,146 | 16,561,214 | |
30 Yr Pass Thru | 3.500 | 01-01-47 | 8,983,135 | 9,656,015 |
2 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.500 | 02-01-47 | 14,978,370 | $15,847,564 | |
30 Yr Pass Thru | 3.500 | 04-01-47 | 16,563,144 | 17,803,805 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 51,594,256 | 55,071,962 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 41,906,304 | 44,272,644 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 14,878,710 | 15,735,146 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 23,508,037 | 24,725,280 | |
30 Yr Pass Thru | 3.500 | 05-01-49 | 87,304,656 | 91,088,650 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 53,448,045 | 56,506,006 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 14,238,823 | 15,532,135 | |
30 Yr Pass Thru | 4.000 | 03-01-42 | 7,144,004 | 7,772,802 | |
30 Yr Pass Thru | 4.000 | 11-01-43 | 4,460,955 | 4,873,114 | |
30 Yr Pass Thru | 4.000 | 02-01-44 | 1,802,225 | 1,956,347 | |
30 Yr Pass Thru | 4.000 | 07-01-45 | 21,038,685 | 22,995,651 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 13,285,001 | 14,516,587 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 53,542,920 | 57,787,133 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 15,224,508 | 16,218,173 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 22,536,870 | 24,246,722 | |
30 Yr Pass Thru | 4.000 | 05-01-47 | 17,015,318 | 18,306,254 | |
30 Yr Pass Thru | 4.000 | 10-01-47 | 28,765,053 | 30,739,558 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 23,132,891 | 24,634,042 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 11,264,538 | 11,992,706 | |
30 Yr Pass Thru | 4.000 | 07-01-48 | 53,540,442 | 57,767,727 | |
30 Yr Pass Thru | 4.000 | 08-01-48 | 32,710,458 | 35,211,336 | |
30 Yr Pass Thru | 4.500 | 11-01-39 | 1,943,107 | 2,154,286 | |
30 Yr Pass Thru | 4.500 | 02-01-41 | 3,189,695 | 3,529,378 | |
30 Yr Pass Thru | 4.500 | 03-01-41 | 2,094,348 | 2,321,965 | |
30 Yr Pass Thru | 4.500 | 09-01-41 | 1,260,623 | 1,394,084 | |
30 Yr Pass Thru | 4.500 | 10-01-41 | 1,582,093 | 1,749,588 | |
30 Yr Pass Thru | 4.500 | 06-01-47 | 16,738,653 | 18,107,982 | |
30 Yr Pass Thru | 5.500 | 11-01-39 | 4,184,970 | 4,819,393 | |
Federal National Mortgage Association | |||||
15 Yr Pass Thru | 3.000 | 09-01-27 | 3,329,164 | 3,450,485 | |
15 Yr Pass Thru | 3.000 | 09-01-32 | 47,717,067 | 49,977,864 | |
15 Yr Pass Thru | 3.500 | 06-01-34 | 4,589,416 | 4,848,504 | |
15 Yr Pass Thru | 4.000 | 12-01-24 | 1,249,018 | 1,310,541 | |
30 Yr Pass Thru (B) | 3.000 | TBA | 112,215,000 | 115,557,784 | |
30 Yr Pass Thru | 3.000 | 07-01-42 | 4,210,219 | 4,453,743 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 8,257,625 | 8,681,067 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 4,181,095 | 4,395,497 | |
30 Yr Pass Thru | 3.000 | 12-01-42 | 1,923,156 | 2,032,591 | |
30 Yr Pass Thru | 3.000 | 01-01-43 | 1,457,644 | 1,532,390 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 1,538,344 | 1,634,054 | |
30 Yr Pass Thru | 3.000 | 04-01-43 | 2,547,299 | 2,693,046 | |
30 Yr Pass Thru | 3.000 | 05-01-43 | 2,153,272 | 2,287,240 | |
30 Yr Pass Thru | 3.000 | 06-01-43 | 2,091,865 | 2,200,441 | |
30 Yr Pass Thru | 3.000 | 07-01-43 | 24,423,703 | 25,874,563 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 49,478,742 | 51,660,324 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 53,746,392 | 56,687,196 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 39,507,785 | 41,669,505 | |
30 Yr Pass Thru | 3.000 | 09-01-46 | 5,210,375 | 5,472,835 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 4,003,983 | 4,204,798 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 34,870,360 | 36,342,457 | |
30 Yr Pass Thru | 3.000 | 01-01-47 | 31,519,684 | 33,234,475 | |
30 Yr Pass Thru | 3.000 | 02-01-47 | 16,881,530 | 17,857,980 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 3 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.000 | 04-01-47 | 169,600,372 | $176,548,272 | |
30 Yr Pass Thru | 3.000 | 10-01-47 | 37,353,178 | 39,385,333 | |
30 Yr Pass Thru | 3.000 | 11-01-47 | 43,290,372 | 45,659,061 | |
30 Yr Pass Thru | 3.000 | 12-01-47 | 97,875,736 | 101,885,343 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 148,380,481 | 154,459,080 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 36,801,004 | 38,423,608 | |
30 Yr Pass Thru | 3.000 | 12-01-48 | 22,749,116 | 23,681,063 | |
30 Yr Pass Thru | 3.000 | 07-01-49 | 51,537,307 | 53,181,543 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 44,092,282 | 46,077,704 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 50,510,553 | 53,195,381 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 32,935,221 | 34,149,111 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 63,191,226 | 65,542,970 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 63,366,622 | 66,596,184 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 128,914,817 | 134,719,696 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 34,840,527 | 36,768,648 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 43,254,672 | 45,364,583 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 38,228,011 | 39,949,372 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 61,777,976 | 64,077,123 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 47,782,881 | 49,934,487 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 37,531,393 | 39,108,792 | |
30 Yr Pass Thru | 3.500 | 11-01-40 | 3,018,363 | 3,231,614 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 2,914,006 | 3,125,348 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 268,047 | 287,488 | |
30 Yr Pass Thru | 3.500 | 08-01-42 | 5,300,735 | 5,685,178 | |
30 Yr Pass Thru | 3.500 | 01-01-43 | 2,396,075 | 2,555,627 | |
30 Yr Pass Thru | 3.500 | 02-01-43 | 768,720 | 831,679 | |
30 Yr Pass Thru | 3.500 | 05-01-43 | 1,401,179 | 1,514,186 | |
30 Yr Pass Thru | 3.500 | 06-01-43 | 18,423,122 | 19,880,183 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 1,430,081 | 1,547,206 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 5,297,497 | 5,714,813 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 5,518,483 | 5,954,932 | |
30 Yr Pass Thru | 3.500 | 01-01-45 | 4,387,701 | 4,736,089 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 14,514,573 | 15,544,580 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 3,849,056 | 4,122,199 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 15,487,825 | 16,586,898 | |
30 Yr Pass Thru | 3.500 | 08-01-45 | 19,504,030 | 20,875,918 | |
30 Yr Pass Thru | 3.500 | 01-01-46 | 37,513,211 | 40,444,914 | |
30 Yr Pass Thru | 3.500 | 02-01-46 | 26,744,130 | 28,316,048 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 32,822,408 | 34,679,785 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 10,166,373 | 10,827,453 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 38,470,597 | 41,116,458 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 43,004,705 | 45,922,089 | |
30 Yr Pass Thru | 3.500 | 03-01-47 | 48,574,944 | 52,188,979 | |
30 Yr Pass Thru | 3.500 | 05-01-47 | 32,417,248 | 34,879,782 | |
30 Yr Pass Thru | 3.500 | 07-01-47 | 60,992,221 | 65,530,115 | |
30 Yr Pass Thru | 3.500 | 08-01-47 | 46,688,180 | 49,972,165 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 12,025,618 | 12,638,488 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 58,807,230 | 62,704,750 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 8,208,742 | 8,616,829 | |
30 Yr Pass Thru | 3.500 | 12-01-47 | 29,839,358 | 31,723,749 | |
30 Yr Pass Thru | 3.500 | 01-01-48 | 49,932,083 | 53,085,354 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 9,912,674 | 10,662,580 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 40,724,470 | 42,774,486 | |
30 Yr Pass Thru | 3.500 | 06-01-48 | 24,565,174 | 26,193,260 |
4 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.500 | 03-01-49 | 7,771,593 | $8,262,378 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 53,849,279 | 57,148,958 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 25,994,800 | 27,035,273 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 42,198,003 | 44,309,009 | |
30 Yr Pass Thru | 3.500 | 07-01-49 | 25,966,282 | 27,074,585 | |
30 Yr Pass Thru | 3.500 | 07-01-49 | 98,941,994 | 103,211,459 | |
30 Yr Pass Thru | 3.500 | 09-01-49 | 20,404,303 | 21,208,257 | |
30 Yr Pass Thru | 3.500 | 12-01-49 | 113,398,745 | 119,036,217 | |
30 Yr Pass Thru | 3.500 | 02-01-50 | 74,373,334 | 77,466,424 | |
30 Yr Pass Thru | 3.500 | 03-01-50 | 20,355,000 | 21,366,922 | |
30 Yr Pass Thru (6 month LIBOR + 2.122%) (C) | 3.997 | 07-01-33 | 382 | 400 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 6,867,460 | 7,489,878 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 10,275,847 | 11,207,176 | |
30 Yr Pass Thru | 4.000 | 11-01-40 | 2,498,136 | 2,724,549 | |
30 Yr Pass Thru | 4.000 | 12-01-40 | 1,441,779 | 1,572,001 | |
30 Yr Pass Thru | 4.000 | 12-01-40 | 3,980,293 | 4,339,794 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 4,346,127 | 4,738,670 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 1,677,660 | 1,829,186 | |
30 Yr Pass Thru | 4.000 | 02-01-41 | 1,846,092 | 2,012,831 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 7,956,823 | 8,672,999 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 2,104,393 | 2,301,038 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 3,617,529 | 3,979,311 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 1,851,063 | 2,024,036 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 1,469,584 | 1,602,317 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 2,486,475 | 2,710,277 | |
30 Yr Pass Thru | 4.000 | 01-01-42 | 3,214,667 | 3,517,072 | |
30 Yr Pass Thru | 4.000 | 03-01-42 | 1,630,840 | 1,776,609 | |
30 Yr Pass Thru | 4.000 | 05-01-42 | 6,076,142 | 6,607,852 | |
30 Yr Pass Thru | 4.000 | 07-01-42 | 396,587 | 433,894 | |
30 Yr Pass Thru | 4.000 | 09-01-43 | 7,651,224 | 8,457,053 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 8,411,587 | 9,263,325 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 3,461,456 | 3,784,913 | |
30 Yr Pass Thru | 4.000 | 01-01-44 | 5,977,591 | 6,581,001 | |
30 Yr Pass Thru | 4.000 | 12-01-45 | 19,300,322 | 20,910,843 | |
30 Yr Pass Thru | 4.000 | 02-01-46 | 12,176,293 | 13,078,195 | |
30 Yr Pass Thru | 4.000 | 04-01-46 | 12,580,412 | 13,512,247 | |
30 Yr Pass Thru | 4.000 | 06-01-46 | 8,373,775 | 8,994,023 | |
30 Yr Pass Thru | 4.000 | 07-01-46 | 20,936,131 | 22,434,537 | |
30 Yr Pass Thru | 4.000 | 10-01-46 | 4,861,211 | 5,209,129 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 16,652,436 | 17,957,960 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 25,972,389 | 28,017,918 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 22,369,149 | 24,071,477 | |
30 Yr Pass Thru | 4.000 | 08-01-47 | 33,039,020 | 35,248,763 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 7,674,837 | 8,169,924 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 14,166,116 | 15,321,651 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 12,484,035 | 13,319,002 | |
30 Yr Pass Thru | 4.000 | 04-01-48 | 76,033,525 | 82,211,842 | |
30 Yr Pass Thru | 4.000 | 07-01-48 | 24,638,495 | 26,045,777 | |
30 Yr Pass Thru | 4.000 | 09-01-48 | 47,179,254 | 50,542,620 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 45,885,401 | 49,398,860 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 27,190,384 | 29,229,875 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 32,863,387 | 35,461,904 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 21,746,209 | 23,268,613 | |
30 Yr Pass Thru | 4.000 | 02-01-49 | 30,279,547 | 32,446,664 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 5 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.500 | 11-01-39 | 3,981,080 | $4,411,766 | |
30 Yr Pass Thru | 4.500 | 08-01-40 | 2,967,395 | 3,282,854 | |
30 Yr Pass Thru | 4.500 | 08-01-40 | 1,791,317 | 1,981,749 | |
30 Yr Pass Thru | 4.500 | 02-01-41 | 6,686,242 | 7,394,955 | |
30 Yr Pass Thru | 4.500 | 05-01-41 | 3,878,750 | 4,291,093 | |
30 Yr Pass Thru | 4.500 | 05-01-41 | 4,814,770 | 5,322,106 | |
30 Yr Pass Thru | 4.500 | 06-01-41 | 5,769,236 | 6,377,145 | |
30 Yr Pass Thru | 4.500 | 07-01-41 | 4,342,089 | 4,799,618 | |
30 Yr Pass Thru | 4.500 | 08-01-41 | 2,800,660 | 3,095,768 | |
30 Yr Pass Thru | 4.500 | 05-01-42 | 6,463,869 | 7,149,012 | |
30 Yr Pass Thru | 4.500 | 11-01-42 | 4,391,309 | 4,858,141 | |
30 Yr Pass Thru | 4.500 | 01-01-43 | 1,278,117 | 1,412,794 | |
30 Yr Pass Thru | 4.500 | 10-01-45 | 15,238,317 | 16,696,370 | |
30 Yr Pass Thru | 4.500 | 05-01-46 | 8,486,453 | 9,200,340 | |
30 Yr Pass Thru | 4.500 | 04-01-48 | 1,568,690 | 1,702,120 | |
30 Yr Pass Thru | 4.500 | 04-01-48 | 15,801,351 | 17,056,504 | |
30 Yr Pass Thru | 4.500 | 05-01-48 | 42,169,540 | 45,756,409 | |
30 Yr Pass Thru | 4.500 | 06-01-48 | 47,548,611 | 51,593,016 | |
30 Yr Pass Thru | 4.500 | 06-01-48 | 39,251,159 | 42,933,243 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 128 | 150 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 127 | 149 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 1,997 | 2,335 | |
30 Yr Pass Thru | 7.000 | 01-01-32 | 83 | 97 | |
30 Yr Pass Thru | 7.000 | 05-01-32 | 117 | 138 | |
30 Yr Pass Thru | 7.000 | 06-01-32 | 101 | 118 | |
30 Yr Pass Thru | 7.500 | 09-01-29 | 54 | 63 | |
30 Yr Pass Thru | 7.500 | 12-01-29 | 64 | 75 | |
30 Yr Pass Thru | 7.500 | 12-01-30 | 15 | 17 | |
30 Yr Pass Thru | 7.500 | 01-01-31 | 28 | 32 | |
30 Yr Pass Thru | 7.500 | 05-01-31 | 316 | 370 | |
30 Yr Pass Thru | 7.500 | 08-01-31 | 117 | 133 | |
Government National Mortgage Association | |||||
30 Yr Pass Thru | 4.000 | 02-15-41 | 1,808,764 | 1,961,284 | |
30 Yr Pass Thru | 5.000 | 04-15-35 | 3,762 | 4,186 | |
30 Yr Pass Thru | 5.000 | 04-15-35 | 1,540 | 1,711 | |
30 Yr Pass Thru | 5.500 | 03-15-35 | 4,363 | 4,944 | |
30 Yr Pass Thru | 6.000 | 03-15-33 | 2,328 | 2,665 | |
30 Yr Pass Thru | 6.000 | 06-15-33 | 871 | 991 | |
30 Yr Pass Thru | 6.500 | 09-15-28 | 342 | 384 | |
30 Yr Pass Thru | 6.500 | 09-15-29 | 156 | 176 | |
30 Yr Pass Thru | 6.500 | 08-15-31 | 218 | 249 | |
30 Yr Pass Thru | 7.000 | 04-15-29 | 712 | 812 | |
30 Yr Pass Thru | 8.000 | 10-15-26 | 347 | 389 | |
Foreign government obligations 0.5% | $88,515,025 | ||||
(Cost $79,784,760) | |||||
Qatar 0.3% | 48,936,234 | ||||
State of Qatar | |||||
Bond (D) | 3.375 | 03-14-24 | 24,739,000 | 26,084,554 | |
Bond (D) | 5.103 | 04-23-48 | 17,235,000 | 22,851,680 | |
Saudi Arabia 0.2% | 39,578,791 | ||||
Kingdom of Saudi Arabia Bond (D) | 4.375 | 04-16-29 | 34,750,000 | 39,578,791 |
6 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 41.1% | $7,909,605,224 | ||||
(Cost $7,523,623,451) | |||||
Communication services 4.8% | 933,119,355 | ||||
Diversified telecommunication services 1.6% | |||||
AT&T, Inc. | 3.400 | 05-15-25 | 34,658,000 | 36,976,114 | |
AT&T, Inc. | 3.800 | 02-15-27 | 17,626,000 | 19,290,159 | |
C&W Senior Financing DAC (D) | 6.875 | 09-15-27 | 15,850,000 | 16,721,750 | |
CenturyLink, Inc. (D) | 4.000 | 02-15-27 | 7,709,000 | 7,746,774 | |
Cincinnati Bell, Inc. (A)(D) | 7.000 | 07-15-24 | 22,599,000 | 23,757,199 | |
GCI LLC (D) | 6.625 | 06-15-24 | 7,997,000 | 8,471,862 | |
GCI LLC | 6.875 | 04-15-25 | 10,150,000 | 10,458,763 | |
Level 3 Financing, Inc. (D) | 3.400 | 03-01-27 | 21,879,000 | 22,746,940 | |
Liquid Telecommunications Financing PLC (D) | 8.500 | 07-13-22 | 12,325,000 | 12,473,624 | |
Radiate Holdco LLC (A)(D) | 6.625 | 02-15-25 | 13,365,000 | 13,398,413 | |
Telecom Argentina SA (A)(D) | 6.500 | 06-15-21 | 13,645,000 | 13,313,427 | |
Telecom Argentina SA (A)(D) | 8.000 | 07-18-26 | 12,621,000 | 11,624,067 | |
Telecom Italia Capital SA | 7.200 | 07-18-36 | 19,715,000 | 24,412,099 | |
Telecom Italia SpA (D) | 5.303 | 05-30-24 | 14,935,000 | 15,943,113 | |
Verizon Communications, Inc. | 4.400 | 11-01-34 | 16,224,000 | 19,700,383 | |
Verizon Communications, Inc. | 4.862 | 08-21-46 | 41,595,000 | 55,348,831 | |
Entertainment 0.4% | |||||
Activision Blizzard, Inc. | 3.400 | 09-15-26 | 9,978,000 | 10,731,180 | |
Lions Gate Capital Holdings LLC (D) | 5.875 | 11-01-24 | 8,795,000 | 8,553,138 | |
Netflix, Inc. | 4.875 | 04-15-28 | 14,130,000 | 14,874,792 | |
Netflix, Inc. (D) | 4.875 | 06-15-30 | 13,997,000 | 14,750,039 | |
Netflix, Inc. (D) | 5.375 | 11-15-29 | 5,283,000 | 5,743,678 | |
Netflix, Inc. | 5.875 | 11-15-28 | 23,170,000 | 26,050,031 | |
Interactive media and services 0.1% | |||||
Match Group, Inc. (D) | 4.125 | 08-01-30 | 12,092,000 | 11,846,532 | |
National CineMedia LLC (D) | 5.875 | 04-15-28 | 8,680,000 | 8,869,181 | |
Twitter, Inc. (D) | 3.875 | 12-15-27 | 3,988,000 | 4,072,745 | |
Media 1.9% | |||||
Altice Financing SA (D) | 5.000 | 01-15-28 | 6,979,000 | 6,839,420 | |
Cablevision Systems Corp. | 5.875 | 09-15-22 | 11,420,000 | 11,992,713 | |
Charter Communications Operating LLC | 4.200 | 03-15-28 | 34,358,000 | 37,311,301 | |
Charter Communications Operating LLC | 4.800 | 03-01-50 | 34,187,000 | 36,817,704 | |
Charter Communications Operating LLC | 5.750 | 04-01-48 | 38,521,000 | 45,936,996 | |
Charter Communications Operating LLC | 6.484 | 10-23-45 | 31,930,000 | 41,064,540 | |
Comcast Corp. | 4.150 | 10-15-28 | 30,964,000 | 35,886,351 | |
CSC Holdings LLC (D) | 5.375 | 02-01-28 | 7,610,000 | 7,916,911 | |
CSC Holdings LLC (D) | 5.500 | 04-15-27 | 9,290,000 | 9,777,725 | |
CSC Holdings LLC (D) | 5.750 | 01-15-30 | 11,119,000 | 11,758,343 | |
CSC Holdings LLC (D) | 7.500 | 04-01-28 | 11,630,000 | 13,112,825 | |
LCPR Senior Secured Financing DAC (D) | 6.750 | 10-15-27 | 9,115,000 | 9,585,334 | |
MDC Partners, Inc. (D) | 6.500 | 05-01-24 | 25,380,000 | 23,159,250 | |
Sirius XM Radio, Inc. (D) | 5.000 | 08-01-27 | 28,630,000 | 29,954,138 | |
Sirius XM Radio, Inc. (D) | 5.375 | 07-15-26 | 17,804,000 | 18,423,579 | |
WMG Acquisition Corp. (D) | 4.875 | 11-01-24 | 6,551,000 | 6,731,153 | |
WMG Acquisition Corp. (D) | 5.500 | 04-15-26 | 9,627,000 | 10,060,215 | |
Ypso Finance Bis SA (D) | 10.500 | 05-15-27 | 4,417,000 | 5,006,360 | |
Wireless telecommunication services 0.8% | |||||
CC Holdings GS V LLC | 3.849 | 04-15-23 | 18,984,000 | 20,157,039 | |
Comunicaciones Celulares SA (D) | 6.875 | 02-06-24 | 8,530,000 | 8,690,023 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Wireless telecommunication services (continued) | |||||
Millicom International Cellular SA (A)(D) | 5.125 | 01-15-28 | 4,100,000 | $4,223,000 | |
MTN Mauritius Investments, Ltd. (D) | 4.755 | 11-11-24 | 12,421,000 | 12,969,238 | |
Oztel Holdings SPC, Ltd. (D) | 6.625 | 04-24-28 | 12,515,000 | 13,364,442 | |
SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year ICE Swap Rate + 4.854%) (E) | 6.875 | 07-19-27 | 28,364,000 | 27,371,260 | |
Sprint Corp. (A) | 7.875 | 09-15-23 | 15,206,000 | 17,385,476 | |
Telefonica Celular del Paraguay SA (D) | 5.875 | 04-15-27 | 13,556,000 | 14,166,020 | |
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) | 7.000 | 04-04-79 | 30,806,000 | 35,583,165 | |
Consumer discretionary 3.8% | 741,288,578 | ||||
Auto components 0.0% | |||||
Dealer Tire LLC (D) | 8.000 | 02-01-28 | 6,281,000 | 6,296,703 | |
Automobiles 1.3% | |||||
Daimler Finance North America LLC (D) | 2.700 | 06-14-24 | 13,695,000 | 14,133,011 | |
Daimler Finance North America LLC (D) | 3.500 | 08-03-25 | 12,585,000 | 13,513,511 | |
Ford Motor Credit Company LLC | 4.134 | 08-04-25 | 59,706,000 | 60,587,327 | |
Ford Motor Credit Company LLC | 5.113 | 05-03-29 | 34,269,000 | 34,508,795 | |
Ford Motor Credit Company LLC | 5.875 | 08-02-21 | 30,980,000 | 32,384,374 | |
General Motors Financial Company, Inc. | 4.000 | 01-15-25 | 47,290,000 | 50,036,603 | |
General Motors Financial Company, Inc. | 4.300 | 07-13-25 | 22,335,000 | 23,670,550 | |
JB Poindexter & Company, Inc. (D) | 7.125 | 04-15-26 | 5,212,000 | 5,501,553 | |
Mclaren Finance PLC (D) | 5.750 | 08-01-22 | 5,425,000 | 4,937,847 | |
Nissan Motor Acceptance Corp. (D) | 3.450 | 03-15-23 | 13,440,000 | 14,076,423 | |
Diversified consumer services 0.2% | |||||
GEMS MENASA Cayman, Ltd. (D) | 7.125 | 07-31-26 | 6,680,000 | 6,847,000 | |
Laureate Education, Inc. (D) | 8.250 | 05-01-25 | 8,575,000 | 9,090,615 | |
Prime Security Services Borrower LLC (D) | 6.250 | 01-15-28 | 11,195,000 | 10,834,521 | |
Sotheby's (A)(D) | 7.375 | 10-15-27 | 15,799,000 | 15,799,000 | |
Hotels, restaurants and leisure 0.7% | |||||
CCM Merger, Inc. (A)(D) | 6.000 | 03-15-22 | 10,775,000 | 10,882,750 | |
Connect Finco SARL (D) | 6.750 | 10-01-26 | 23,202,000 | 23,608,035 | |
Eldorado Resorts, Inc. | 6.000 | 09-15-26 | 6,670,000 | 7,236,950 | |
Eldorado Resorts, Inc. | 7.000 | 08-01-23 | 4,535,000 | 4,682,841 | |
Hilton Domestic Operating Company, Inc. | 4.875 | 01-15-30 | 10,028,000 | 10,391,515 | |
International Game Technology PLC (D) | 6.500 | 02-15-25 | 11,430,000 | 12,372,975 | |
Jacobs Entertainment, Inc. (D) | 7.875 | 02-01-24 | 11,775,000 | 12,363,750 | |
Resorts World Las Vegas LLC (D) | 4.625 | 04-16-29 | 16,090,000 | 17,416,273 | |
Twin River Worldwide Holdings, Inc. (D) | 6.750 | 06-01-27 | 17,764,000 | 18,506,624 | |
Waterford Gaming LLC (D)(F)(G) | 8.625 | 09-15-14 | 422,977 | 0 | |
Wyndham Destinations, Inc. (D) | 4.625 | 03-01-30 | 8,891,000 | 8,892,778 | |
Yum! Brands, Inc. (D) | 4.750 | 01-15-30 | 12,072,000 | 12,526,028 | |
Internet and direct marketing retail 1.2% | |||||
Amazon.com, Inc. | 3.150 | 08-22-27 | 39,414,000 | 43,185,187 | |
Amazon.com, Inc. | 4.050 | 08-22-47 | 21,490,000 | 27,511,159 | |
Expedia Group, Inc. (D) | 3.250 | 02-15-30 | 27,930,000 | 27,295,638 | |
Expedia Group, Inc. | 3.800 | 02-15-28 | 38,185,000 | 39,238,056 | |
Expedia Group, Inc. (A) | 5.000 | 02-15-26 | 30,617,000 | 34,488,608 | |
Prosus NV (D) | 4.850 | 07-06-27 | 4,575,000 | 5,065,617 | |
Prosus NV (D) | 5.500 | 07-21-25 | 19,530,000 | 21,798,633 | |
QVC, Inc. | 4.375 | 03-15-23 | 18,108,000 | 18,860,464 | |
QVC, Inc. | 5.125 | 07-02-22 | 8,874,000 | 9,419,294 | |
QVC, Inc. | 5.450 | 08-15-34 | 10,129,000 | 10,200,781 |
8 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Leisure products 0.1% | |||||
Diamond Sports Group LLC (A)(D) | 6.625 | 08-15-27 | 18,960,000 | $15,357,600 | |
Multiline retail 0.3% | |||||
Dollar Tree, Inc. | 4.200 | 05-15-28 | 40,979,000 | 45,834,921 | |
Specialty retail 0.0% | |||||
Asbury Automotive Group, Inc. (D) | 4.750 | 03-01-30 | 1,901,000 | 1,934,268 | |
Consumer staples 0.8% | 147,585,106 | ||||
Beverages 0.1% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 22,485,000 | 26,884,058 | |
Food and staples retailing 0.1% | |||||
Albertsons Companies, Inc. (D) | 4.875 | 02-15-30 | 7,584,000 | 7,584,000 | |
Alimentation Couche-Tard, Inc. (D) | 2.700 | 07-26-22 | 15,724,000 | 16,092,868 | |
Food products 0.4% | |||||
JBS Investments II GmbH (D) | 5.750 | 01-15-28 | 25,669,000 | 26,824,105 | |
Kraft Heinz Foods Company (D) | 4.875 | 02-15-25 | 13,957,000 | 14,358,543 | |
NBM US Holdings, Inc. (A)(D) | 6.625 | 08-06-29 | 8,240,000 | 8,590,200 | |
Post Holdings, Inc. (D) | 5.500 | 12-15-29 | 8,311,000 | 8,622,663 | |
Simmons Foods, Inc. (A)(D) | 5.750 | 11-01-24 | 11,320,000 | 11,206,800 | |
Personal products 0.2% | |||||
Natura Cosmeticos SA (D) | 5.375 | 02-01-23 | 19,995,000 | 20,680,029 | |
Walnut Bidco PLC (A)(D) | 9.125 | 08-01-24 | 6,925,000 | 6,741,840 | |
Energy 4.9% | 941,190,805 | ||||
Energy equipment and services 0.4% | |||||
Archrock Partners LP | 6.000 | 10-01-22 | 15,668,000 | 15,682,101 | |
CSI Compressco LP | 7.250 | 08-15-22 | 22,264,000 | 20,023,707 | |
CSI Compressco LP (D) | 7.500 | 04-01-25 | 20,041,000 | 19,690,283 | |
Inkia Energy, Ltd. (D) | 5.875 | 11-09-27 | 4,600,000 | 4,812,750 | |
Tervita Corp. (D) | 7.625 | 12-01-21 | 13,901,000 | 14,040,010 | |
Oil, gas and consumable fuels 4.5% | |||||
Aker BP ASA (D) | 3.000 | 01-15-25 | 13,687,000 | 13,858,845 | |
Antero Resources Corp. (A) | 5.000 | 03-01-25 | 11,643,000 | 5,996,145 | |
Cheniere Energy Partners LP (D) | 4.500 | 10-01-29 | 26,578,000 | 25,416,541 | |
Cimarex Energy Company | 4.375 | 06-01-24 | 12,404,000 | 13,082,452 | |
Colorado Interstate Gas Company LLC (D) | 4.150 | 08-15-26 | 9,460,000 | 10,272,683 | |
Continental Resources, Inc. | 5.000 | 09-15-22 | 20,221,000 | 20,186,479 | |
DCP Midstream LP (7.375% to 12-15-22, then 3 month LIBOR + 5.148%) (A)(E) | 7.375 | 12-15-22 | 27,189,000 | 24,741,990 | |
DCP Midstream Operating LP | 5.125 | 05-15-29 | 5,850,000 | 5,747,625 | |
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (D) | 5.850 | 05-21-43 | 27,700,000 | 24,930,000 | |
Enable Midstream Partners LP | 3.900 | 05-15-24 | 19,802,000 | 20,263,766 | |
Enable Midstream Partners LP | 4.950 | 05-15-28 | 18,636,000 | 18,559,331 | |
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) | 5.500 | 07-15-77 | 20,627,000 | 20,415,573 | |
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) | 6.250 | 03-01-78 | 19,207,000 | 20,167,350 | |
Energy Transfer Operating LP | 4.200 | 04-15-27 | 8,447,000 | 9,069,535 | |
Energy Transfer Operating LP | 4.250 | 03-15-23 | 24,613,000 | 26,066,586 | |
Energy Transfer Operating LP | 5.150 | 03-15-45 | 18,959,000 | 19,805,042 | |
Energy Transfer Operating LP | 5.875 | 01-15-24 | 17,707,000 | 19,844,900 | |
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) | 5.250 | 08-16-77 | 35,593,000 | 36,126,895 | |
Husky Energy, Inc. | 3.950 | 04-15-22 | 17,036,000 | 17,615,292 | |
Kinder Morgan Energy Partners LP | 7.750 | 03-15-32 | 12,590,000 | 17,834,104 | |
MPLX LP | 4.000 | 03-15-28 | 20,580,000 | 21,746,757 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
MPLX LP (D) | 4.250 | 12-01-27 | 7,928,000 | $8,633,682 | |
MPLX LP (D) | 5.250 | 01-15-25 | 11,827,000 | 12,462,389 | |
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (A)(E) | 6.875 | 02-15-23 | 48,906,000 | 47,194,290 | |
Murphy Oil Corp. | 5.750 | 08-15-25 | 9,531,000 | 9,252,409 | |
ONEOK Partners LP | 4.900 | 03-15-25 | 8,673,000 | 9,742,745 | |
Parsley Energy LLC (D) | 4.125 | 02-15-28 | 10,325,000 | 9,679,688 | |
Parsley Energy LLC (D) | 5.625 | 10-15-27 | 15,371,000 | 15,236,504 | |
PBF Holding Company LLC (D) | 6.000 | 02-15-28 | 15,054,000 | 14,865,825 | |
Petrobras Global Finance BV (A)(D) | 5.093 | 01-15-30 | 44,956,000 | 48,102,920 | |
Petrobras Global Finance BV | 6.900 | 03-19-49 | 12,360,000 | 14,801,100 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 15,585,000 | 16,467,369 | |
Sabine Pass Liquefaction LLC | 5.000 | 03-15-27 | 15,534,000 | 17,144,222 | |
Sabine Pass Liquefaction LLC | 5.875 | 06-30-26 | 28,376,000 | 32,680,741 | |
Sunoco Logistics Partners Operations LP | 3.900 | 07-15-26 | 24,214,000 | 25,587,435 | |
Sunoco Logistics Partners Operations LP | 5.400 | 10-01-47 | 16,846,000 | 17,858,875 | |
Targa Resources Partners LP (A) | 5.875 | 04-15-26 | 27,952,000 | 28,793,355 | |
Teekay Offshore Partners LP (A)(D) | 8.500 | 07-15-23 | 17,682,000 | 17,323,055 | |
The Williams Companies, Inc. | 3.750 | 06-15-27 | 21,304,000 | 22,345,918 | |
The Williams Companies, Inc. | 4.550 | 06-24-24 | 44,241,000 | 48,471,197 | |
The Williams Companies, Inc. | 5.750 | 06-24-44 | 7,401,000 | 8,771,555 | |
TransCanada PipeLines, Ltd. | 4.250 | 05-15-28 | 13,565,000 | 15,188,315 | |
WPX Energy, Inc. | 4.500 | 01-15-30 | 13,044,000 | 12,453,107 | |
WPX Energy, Inc. | 5.250 | 09-15-24 | 5,040,000 | 5,065,200 | |
WPX Energy, Inc. | 5.250 | 10-15-27 | 17,348,000 | 17,072,167 | |
Financials 10.9% | 2,096,663,875 | ||||
Banks 6.4% | |||||
Australia & New Zealand Banking Group, Ltd. (6.750% to 6-15-26, then 5 Year ICE Swap Rate + 5.168%) (A)(D)(E) | 6.750 | 06-15-26 | 12,365,000 | 13,956,994 | |
Banco Santander SA | 4.379 | 04-12-28 | 18,430,000 | 20,776,195 | |
Bank of America Corp. | 3.950 | 04-21-25 | 27,372,000 | 29,875,586 | |
Bank of America Corp. | 4.200 | 08-26-24 | 13,422,000 | 14,734,197 | |
Bank of America Corp. | 4.450 | 03-03-26 | 31,670,000 | 35,747,696 | |
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (E) | 6.300 | 03-10-26 | 36,217,000 | 40,864,728 | |
Barclays Bank PLC (D) | 10.179 | 06-12-21 | 8,040,000 | 8,846,688 | |
Barclays PLC | 4.375 | 01-12-26 | 15,935,000 | 17,576,396 | |
BPCE SA (D) | 4.500 | 03-15-25 | 20,836,000 | 22,675,462 | |
BPCE SA (D) | 5.700 | 10-22-23 | 23,245,000 | 26,015,393 | |
Citigroup, Inc. | 3.200 | 10-21-26 | 33,754,000 | 35,935,404 | |
Citigroup, Inc. | 4.600 | 03-09-26 | 37,773,000 | 42,747,219 | |
Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (E) | 4.700 | 01-30-25 | 29,338,000 | 28,934,603 | |
Citigroup, Inc. | 5.500 | 09-13-25 | 10,901,000 | 12,763,733 | |
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (E) | 6.250 | 08-15-26 | 24,908,000 | 27,668,554 | |
Credit Agricole SA (D) | 3.250 | 01-14-30 | 31,649,000 | 32,796,593 | |
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (D)(E) | 7.875 | 01-23-24 | 18,085,000 | 20,054,726 | |
Danske Bank A/S (D) | 5.000 | 01-12-22 | 17,629,000 | 18,672,079 | |
Discover Bank | 2.450 | 09-12-24 | 21,280,000 | 21,757,046 | |
Freedom Mortgage Corp. (D) | 8.125 | 11-15-24 | 16,277,000 | 15,666,613 | |
Freedom Mortgage Corp. (D) | 8.250 | 04-15-25 | 5,630,000 | 5,332,736 | |
HSBC Holdings PLC (3.950% to 5-18-23, then 3 month LIBOR + 0.987%) (A) | 3.950 | 05-18-24 | 35,279,000 | 37,560,240 | |
HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (E) | 6.375 | 03-30-25 | 7,004,000 | 7,411,633 |
10 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
HSBC Holdings PLC (6.875% to 6-1-21, then 5 Year ICE Swap Rate + 5.514%) (E) | 6.875 | 06-01-21 | 20,390,000 | $21,103,650 | |
ING Bank NV (D) | 5.800 | 09-25-23 | 1,952,000 | 2,216,865 | |
ING Groep NV | 3.550 | 04-09-24 | 17,692,000 | 18,945,595 | |
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (E) | 6.500 | 04-16-25 | 7,245,000 | 7,689,843 | |
JPMorgan Chase & Co. | 2.950 | 10-01-26 | 34,327,000 | 36,391,106 | |
JPMorgan Chase & Co. (3.960% to 1-29-26, then 3 month LIBOR + 1.245%) | 3.960 | 01-29-27 | 27,985,000 | 31,086,062 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (E) | 4.600 | 02-01-25 | 25,670,000 | 25,798,350 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (E) | 6.750 | 02-01-24 | 30,309,000 | 33,903,950 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 47,565,000 | 53,116,573 | |
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (E) | 7.500 | 06-27-24 | 18,250,000 | 19,824,063 | |
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (E) | 5.125 | 11-01-26 | 14,920,000 | 16,001,700 | |
Manufacturers & Traders Trust Company (3 month LIBOR + 0.640%) (C) | 2.547 | 12-01-21 | 9,230,000 | 9,231,015 | |
Santander Holdings USA, Inc. | 3.244 | 10-05-26 | 39,550,000 | 41,066,995 | |
Santander Holdings USA, Inc. | 3.400 | 01-18-23 | 18,107,000 | 18,887,926 | |
Santander Holdings USA, Inc. | 3.500 | 06-07-24 | 38,050,000 | 40,012,161 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 9,667,000 | 10,596,245 | |
Santander UK Group Holdings PLC (D) | 4.750 | 09-15-25 | 18,879,000 | 20,829,847 | |
Societe Generale SA (7.375% to 9-13-21, then 5 Year U.S. Swap Rate + 6.238%) (D)(E) | 7.375 | 09-13-21 | 17,145,000 | 17,925,098 | |
The PNC Financial Services Group, Inc. | 2.200 | 11-01-24 | 30,950,000 | 31,859,002 | |
The PNC Financial Services Group, Inc. | 3.150 | 05-19-27 | 4,843,000 | 5,169,619 | |
The PNC Financial Services Group, Inc. | 3.500 | 01-23-24 | 11,908,000 | 12,684,029 | |
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (E) | 4.850 | 06-01-23 | 15,854,000 | 16,448,525 | |
The PNC Financial Services Group, Inc. (6.750% to 8-1-21, then 3 month LIBOR + 3.678%) (E) | 6.750 | 08-01-21 | 29,319,000 | 30,784,950 | |
The Royal Bank of Scotland Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) | 3.754 | 11-01-29 | 9,658,000 | 10,040,665 | |
The Royal Bank of Scotland Group PLC | 3.875 | 09-12-23 | 24,580,000 | 26,142,385 | |
The Royal Bank of Scotland Group PLC (8.625% to 8-15-21, then 5 Year U.S. Swap Rate + 7.598%) (E) | 8.625 | 08-15-21 | 37,157,000 | 39,312,106 | |
The Toronto-Dominion Bank | 3.250 | 03-11-24 | 26,178,000 | 27,922,318 | |
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (E) | 5.875 | 06-15-25 | 55,273,000 | 61,214,818 | |
Capital markets 1.3% | |||||
Ares Capital Corp. | 4.200 | 06-10-24 | 19,978,000 | 21,216,119 | |
Cantor Fitzgerald LP (D) | 4.875 | 05-01-24 | 27,559,000 | 30,140,580 | |
Credit Suisse Group AG (7.500% to 7-17-23, then 5 Year U.S. Swap Rate + 4.600%) (D)(E) | 7.500 | 07-17-23 | 19,450,000 | 20,995,303 | |
Credit Suisse Group AG (7.500% to 12-11-23, then 5 Year U.S. Swap Rate + 4.598%) (A)(D)(E) | 7.500 | 12-11-23 | 10,205,000 | 11,291,220 | |
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (E) | 5.100 | 06-30-23 | 18,139,000 | 17,980,828 | |
Lazard Group LLC | 4.375 | 03-11-29 | 14,025,000 | 15,796,119 | |
Macquarie Bank, Ltd. (D) | 4.875 | 06-10-25 | 20,345,000 | 22,358,093 | |
Morgan Stanley | 3.875 | 01-27-26 | 19,085,000 | 21,106,068 | |
Stearns Holdings LLC (D) | 5.000 | 11-05-24 | 63,888 | 42,486 | |
Stifel Financial Corp. | 4.250 | 07-18-24 | 14,491,000 | 15,924,387 | |
The Goldman Sachs Group, Inc. | 3.850 | 01-26-27 | 48,606,000 | 53,423,966 | |
UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (D)(E) | 7.000 | 01-31-24 | 16,288,000 | 17,428,160 | |
Consumer finance 0.7% | |||||
Ally Financial, Inc. | 5.125 | 09-30-24 | 31,312,000 | 34,688,060 | |
Capital One Financial Corp. | 3.900 | 01-29-24 | 15,290,000 | 16,370,093 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Consumer finance (continued) | |||||
Credito Real SAB de CV (9.125% to 11-29-22, then 5 Year CMT + 7.026%) (D)(E) | 9.125 | 11-29-22 | 9,375,000 | $9,937,500 | |
Discover Financial Services | 3.950 | 11-06-24 | 28,628,000 | 31,020,953 | |
Discover Financial Services | 4.100 | 02-09-27 | 8,552,000 | 9,340,547 | |
Enova International, Inc. (D) | 8.500 | 09-01-24 | 3,051,000 | 2,873,035 | |
Enova International, Inc. (D) | 8.500 | 09-15-25 | 15,597,000 | 14,583,195 | |
Springleaf Finance Corp. | 6.875 | 03-15-25 | 5,750,000 | 6,325,000 | |
Diversified financial services 0.9% | |||||
Allied Universal Holdco LLC (D) | 6.625 | 07-15-26 | 7,548,000 | 7,915,965 | |
GE Capital International Funding Company Unlimited Company | 4.418 | 11-15-35 | 33,592,000 | 38,358,651 | |
Gogo Intermediate Holdings LLC (D) | 9.875 | 05-01-24 | 10,941,000 | 11,129,185 | |
Jefferies Financial Group, Inc. | 5.500 | 10-18-23 | 15,716,000 | 17,171,887 | |
Jefferies Group LLC | 4.150 | 01-23-30 | 21,760,000 | 23,590,336 | |
Jefferies Group LLC | 4.850 | 01-15-27 | 22,892,000 | 25,350,728 | |
Operadora de Servicios Mega SA de CV (D) | 8.250 | 02-11-25 | 10,104,000 | 10,217,670 | |
Refinitiv US Holdings, Inc. (D) | 6.250 | 05-15-26 | 2,370,000 | 2,553,675 | |
Refinitiv US Holdings, Inc. (D) | 8.250 | 11-15-26 | 3,750,000 | 4,128,750 | |
Trident TPI Holdings, Inc. (D) | 6.625 | 11-01-25 | 4,032,000 | 3,706,093 | |
Voya Financial, Inc. (5.650% to 5-15-23, then 3 month LIBOR + 3.580%) | 5.650 | 05-15-53 | 31,255,000 | 33,411,908 | |
Insurance 1.2% | |||||
AXA SA | 8.600 | 12-15-30 | 9,222,000 | 13,637,033 | |
Brighthouse Financial, Inc. | 3.700 | 06-22-27 | 34,888,000 | 35,471,184 | |
CNO Financial Group, Inc. | 5.250 | 05-30-25 | 9,930,000 | 11,242,084 | |
CNO Financial Group, Inc. | 5.250 | 05-30-29 | 21,727,000 | 24,811,407 | |
Liberty Mutual Group, Inc. (D) | 3.951 | 10-15-50 | 25,053,000 | 27,606,926 | |
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | 6.400 | 12-15-36 | 20,462,000 | 25,274,662 | |
MetLife, Inc. (9.250% to 4-8-38, then 3 month LIBOR + 5.540%) (D) | 9.250 | 04-08-38 | 5,570,000 | 8,299,300 | |
Nippon Life Insurance Company (5.100% to 10-16-24, then 5 Year ICE Swap Rate + 3.650%) (D) | 5.100 | 10-16-44 | 18,240,000 | 19,881,600 | |
Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%) | 5.875 | 09-15-42 | 40,491,000 | 42,996,583 | |
Teachers Insurance & Annuity Association of America (D) | 4.270 | 05-15-47 | 22,451,000 | 27,666,196 | |
Thrifts and mortgage finance 0.4% | |||||
Ladder Capital Finance Holdings LLLP (D) | 5.250 | 03-15-22 | 3,415,000 | 3,483,300 | |
Ladder Capital Finance Holdings LLLP (D) | 5.250 | 10-01-25 | 7,705,000 | 7,810,944 | |
MGIC Investment Corp. | 5.750 | 08-15-23 | 7,286,000 | 7,959,955 | |
Nationstar Mortgage Holdings, Inc. (D) | 6.000 | 01-15-27 | 5,041,000 | 5,121,051 | |
Nationstar Mortgage Holdings, Inc. (D) | 8.125 | 07-15-23 | 8,821,000 | 9,192,188 | |
Nationstar Mortgage Holdings, Inc. (D) | 9.125 | 07-15-26 | 7,037,000 | 7,621,212 | |
Nationwide Building Society (3.622% to 4-26-22, then 3 month LIBOR + 1.181%) (D) | 3.622 | 04-26-23 | 18,230,000 | 18,947,863 | |
Quicken Loans, Inc. (D) | 5.750 | 05-01-25 | 15,960,000 | 16,352,297 | |
Radian Group, Inc. | 4.500 | 10-01-24 | 7,901,000 | 8,335,555 | |
Health care 2.6% | 498,479,216 | ||||
Biotechnology 0.5% | |||||
AbbVie, Inc. (D) | 3.200 | 11-21-29 | 44,711,000 | 47,158,168 | |
AbbVie, Inc. (D) | 4.250 | 11-21-49 | 13,743,000 | 15,493,261 | |
Shire Acquisitions Investments Ireland DAC | 3.200 | 09-23-26 | 30,074,000 | 32,257,139 | |
Health care providers and services 1.4% | |||||
Centene Corp. (D) | 3.375 | 02-15-30 | 7,839,000 | 7,839,000 | |
Centene Corp. (D) | 4.250 | 12-15-27 | 5,858,000 | 6,026,710 | |
Centene Corp. (D) | 4.625 | 12-15-29 | 6,105,000 | 6,532,350 | |
Centene Corp. (D) | 5.375 | 06-01-26 | 16,855,000 | 17,739,888 |
12 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Health care (continued) | |||||
Health care providers and services (continued) | |||||
CVS Health Corp. | 3.000 | 08-15-26 | 5,073,000 | $5,317,033 | |
CVS Health Corp. | 4.300 | 03-25-28 | 25,350,000 | 28,367,997 | |
CVS Health Corp. | 5.050 | 03-25-48 | 18,589,000 | 22,877,994 | |
DaVita, Inc. | 5.000 | 05-01-25 | 29,189,000 | 29,619,538 | |
Encompass Health Corp. | 4.500 | 02-01-28 | 2,900,000 | 2,932,770 | |
HCA, Inc. | 4.125 | 06-15-29 | 10,429,000 | 11,465,710 | |
HCA, Inc. | 5.250 | 04-15-25 | 20,376,000 | 23,151,002 | |
HCA, Inc. | 5.250 | 06-15-26 | 18,243,000 | 20,866,907 | |
MEDNAX, Inc. (D) | 5.250 | 12-01-23 | 13,806,000 | 13,512,623 | |
MEDNAX, Inc. (D) | 6.250 | 01-15-27 | 12,515,000 | 12,013,774 | |
Rede D'or Finance Sarl (A)(D) | 4.500 | 01-22-30 | 16,474,000 | 16,078,624 | |
Select Medical Corp. (D) | 6.250 | 08-15-26 | 15,024,000 | 16,019,340 | |
Team Health Holdings, Inc. (A)(D) | 6.375 | 02-01-25 | 3,197,000 | 1,758,350 | |
Universal Health Services, Inc. (D) | 4.750 | 08-01-22 | 15,230,000 | 15,260,673 | |
Universal Health Services, Inc. (D) | 5.000 | 06-01-26 | 15,554,000 | 16,137,275 | |
Life sciences tools and services 0.0% | |||||
Charles River Laboratories International, Inc. (D) | 4.250 | 05-01-28 | 3,981,000 | 4,006,080 | |
Pharmaceuticals 0.7% | |||||
Bausch Health Companies, Inc. (D) | 5.250 | 01-30-30 | 8,054,000 | 7,963,393 | |
Bausch Health Companies, Inc. (D) | 6.125 | 04-15-25 | 21,930,000 | 22,368,600 | |
Bristol-Myers Squibb Company (D) | 2.900 | 07-26-24 | 44,677,000 | 47,075,487 | |
Bristol-Myers Squibb Company (D) | 3.250 | 02-20-23 | 17,103,000 | 17,978,584 | |
Catalent Pharma Solutions, Inc. (D) | 5.000 | 07-15-27 | 3,705,000 | 3,857,831 | |
GlaxoSmithKline Capital PLC | 3.000 | 06-01-24 | 25,294,000 | 26,803,115 | |
Industrials 5.2% | 999,882,839 | ||||
Aerospace and defense 0.7% | |||||
Arconic, Inc. | 5.125 | 10-01-24 | 18,193,000 | 19,521,089 | |
Huntington Ingalls Industries, Inc. (D) | 5.000 | 11-15-25 | 21,100,000 | 22,057,916 | |
Kratos Defense & Security Solutions, Inc. (D) | 6.500 | 11-30-25 | 11,995,000 | 12,684,713 | |
The Boeing Company | 3.200 | 03-01-29 | 35,553,000 | 38,015,448 | |
TransDigm, Inc. (D) | 5.500 | 11-15-27 | 35,536,000 | 35,493,357 | |
Air freight and logistics 0.1% | |||||
XPO Logistics, Inc. (D) | 6.500 | 06-15-22 | 11,266,000 | 11,259,240 | |
Airlines 2.2% | |||||
Air Canada 2013-1 Class A Pass Through Trust (D) | 4.125 | 05-15-25 | 10,711,079 | 11,601,491 | |
Air Canada 2017-1 Class B Pass Through Trust (D) | 3.700 | 01-15-26 | 12,861,607 | 13,053,369 | |
America West Airlines 2000-1 Pass Through Trust | 8.057 | 07-02-20 | 441,869 | 448,261 | |
American Airlines 2001-1 Pass Through Trust | 6.977 | 05-23-21 | 2,000,882 | 2,032,711 | |
American Airlines 2013-2 Class A Pass Through Trust | 4.950 | 01-15-23 | 18,815,536 | 19,862,902 | |
American Airlines 2015-1 Class A Pass Through Trust | 3.375 | 05-01-27 | 20,216,862 | 21,407,957 | |
American Airlines 2015-1 Class B Pass Through Trust | 3.700 | 05-01-23 | 6,701,616 | 6,814,721 | |
American Airlines 2016-1 Class A Pass Through Trust | 4.100 | 01-15-28 | 23,834,498 | 26,044,189 | |
American Airlines 2017-1 Class A Pass Through Trust | 4.000 | 02-15-29 | 7,600,038 | 8,163,741 | |
American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 16,150,613 | 17,576,235 | |
American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 9,054,933 | 9,498,446 | |
American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 10,224,121 | 10,817,037 | |
American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 17,170,497 | 18,196,893 | |
Azul Investments LLP (A)(D) | 5.875 | 10-26-24 | 13,825,000 | 13,617,625 | |
British Airways 2013-1 Class A Pass Through Trust (D) | 4.625 | 06-20-24 | 12,131,511 | 12,905,352 | |
British Airways 2013-1 Class B Pass Through Trust (D) | 5.625 | 06-20-20 | 383,810 | 384,962 | |
British Airways 2018-1 Class A Pass Through Trust (D) | 4.125 | 09-20-31 | 7,505,146 | 7,935,965 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Airlines (continued) | |||||
Continental Airlines 2007-1 Class A Pass Through Trust | 5.983 | 04-19-22 | 7,966,501 | $8,364,526 | |
Continental Airlines 2012-1 Class B Pass Through Trust | 6.250 | 04-11-20 | 738,714 | 739,866 | |
Delta Air Lines 2002-1 Class G-1 Pass Through Trust | 6.718 | 01-02-23 | 4,482,111 | 4,779,485 | |
Delta Air Lines, Inc. | 2.900 | 10-28-24 | 33,754,000 | 34,010,900 | |
Delta Air Lines, Inc. | 3.800 | 04-19-23 | 20,679,000 | 21,513,158 | |
Delta Air Lines, Inc. | 4.375 | 04-19-28 | 22,850,000 | 23,835,484 | |
JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 16,011,000 | 16,887,002 | |
United Airlines 2014-2 Class A Pass Through Trust | 3.750 | 09-03-26 | 23,236,646 | 24,791,059 | |
United Airlines 2014-2 Class B Pass Through Trust | 4.625 | 09-03-22 | 9,909,473 | 10,301,121 | |
United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 19,044,974 | 19,852,589 | |
United Airlines 2016-1 Class B Pass Through Trust | 3.650 | 01-07-26 | 25,275,463 | 25,862,645 | |
United Airlines 2018-1 Class B Pass Through Trust | 4.600 | 03-01-26 | 7,088,785 | 7,380,255 | |
United Airlines 2019-1 Class A Pass Through Trust | 4.550 | 08-25-31 | 15,276,477 | 17,539,936 | |
US Airways 2010-1 Class A Pass Through Trust | 6.250 | 04-22-23 | 4,198,855 | 4,450,786 | |
US Airways 2012-1 Class A Pass Through Trust | 5.900 | 10-01-24 | 6,354,500 | 7,121,687 | |
Building products 0.1% | |||||
Builders FirstSource, Inc. (D) | 5.000 | 03-01-30 | 2,354,000 | 2,355,130 | |
Owens Corning (A) | 3.950 | 08-15-29 | 19,135,000 | 21,263,845 | |
Commercial services and supplies 0.2% | |||||
APX Group, Inc. (A) | 7.625 | 09-01-23 | 19,027,000 | 18,075,650 | |
Clean Harbors, Inc. (D) | 4.875 | 07-15-27 | 2,960,000 | 3,092,312 | |
Harsco Corp. (D) | 5.750 | 07-31-27 | 5,035,000 | 4,959,475 | |
IAA, Inc. (D) | 5.500 | 06-15-27 | 835,000 | 884,056 | |
LSC Communications, Inc. (D) | 8.750 | 10-15-23 | 19,591,000 | 10,758,789 | |
Construction and engineering 0.1% | |||||
AECOM | 5.125 | 03-15-27 | 22,537,000 | 23,286,806 | |
Tutor Perini Corp. (A)(D) | 6.875 | 05-01-25 | 3,182,000 | 2,887,665 | |
Electrical equipment 0.3% | |||||
Carrier Global Corp. (D) | 2.242 | 02-15-25 | 27,457,000 | 27,934,730 | |
Carrier Global Corp. (D) | 2.722 | 02-15-30 | 21,968,000 | 22,283,340 | |
Industrial conglomerates 0.3% | |||||
3M Company | 3.250 | 02-14-24 | 24,330,000 | 25,926,210 | |
General Electric Company | 5.550 | 01-05-26 | 30,140,000 | 35,141,482 | |
Machinery 0.1% | |||||
Otis Worldwide Corp. (D) | 2.056 | 04-05-25 | 21,531,000 | 21,877,107 | |
Professional services 0.2% | |||||
IHS Markit, Ltd. (D) | 4.000 | 03-01-26 | 18,580,000 | 20,185,498 | |
IHS Markit, Ltd. (D) | 4.750 | 02-15-25 | 8,486,000 | 9,399,772 | |
IHS Markit, Ltd. | 4.750 | 08-01-28 | 11,465,000 | 13,291,833 | |
Road and rail 0.1% | |||||
Uber Technologies, Inc. (D) | 7.500 | 09-15-27 | 20,878,000 | 21,765,315 | |
Trading companies and distributors 0.8% | |||||
AerCap Ireland Capital DAC | 2.875 | 08-14-24 | 24,969,000 | 25,435,251 | |
Ahern Rentals, Inc. (D) | 7.375 | 05-15-23 | 21,183,000 | 16,388,652 | |
Air Lease Corp. | 3.625 | 12-01-27 | 10,511,000 | 11,094,351 | |
Aircastle, Ltd. | 5.500 | 02-15-22 | 13,545,000 | 14,475,031 | |
Ashtead Capital, Inc. (D) | 4.250 | 11-01-29 | 8,614,000 | 8,845,677 | |
Ashtead Capital, Inc. (D) | 4.375 | 08-15-27 | 15,640,000 | 16,204,578 | |
Avolon Holdings Funding, Ltd. (D) | 5.125 | 10-01-23 | 15,195,000 | 16,285,610 | |
H&E Equipment Services, Inc. | 5.625 | 09-01-25 | 7,015,000 | 7,310,191 | |
United Rentals North America, Inc. | 3.875 | 11-15-27 | 11,441,000 | 11,555,410 |
14 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Trading companies and distributors (continued) | |||||
United Rentals North America, Inc. | 4.875 | 01-15-28 | 19,580,000 | $20,094,954 | |
Information technology 4.3% | 820,601,533 | ||||
Communications equipment 0.5% | |||||
CommScope, Inc. (D) | 8.250 | 03-01-27 | 22,177,000 | 22,371,049 | |
Motorola Solutions, Inc. | 4.600 | 02-23-28 | 33,503,000 | 37,836,025 | |
Telefonaktiebolaget LM Ericsson | 4.125 | 05-15-22 | 29,836,000 | 30,716,162 | |
Electronic equipment, instruments and components 0.1% | |||||
Tech Data Corp. | 3.700 | 02-15-22 | 10,760,000 | 10,982,895 | |
IT services 0.4% | |||||
Banff Merger Sub, Inc. (D) | 9.750 | 09-01-26 | 14,007,000 | 14,112,053 | |
PayPal Holdings, Inc. | 2.850 | 10-01-29 | 32,259,000 | 33,864,584 | |
Tempo Acquisition LLC (D) | 6.750 | 06-01-25 | 6,270,000 | 6,240,656 | |
VeriSign, Inc. | 4.750 | 07-15-27 | 7,792,000 | 8,116,771 | |
VeriSign, Inc. | 5.250 | 04-01-25 | 9,210,000 | 9,983,640 | |
Semiconductors and semiconductor equipment 2.3% | |||||
Broadcom Corp. | 3.125 | 01-15-25 | 15,770,000 | 16,257,353 | |
Broadcom Corp. | 3.875 | 01-15-27 | 51,571,000 | 54,082,792 | |
Broadcom, Inc. (D) | 4.750 | 04-15-29 | 28,217,000 | 31,383,767 | |
KLA Corp. | 4.100 | 03-15-29 | 18,142,000 | 20,578,722 | |
Lam Research Corp. | 3.750 | 03-15-26 | 19,502,000 | 21,510,430 | |
Lam Research Corp. | 4.875 | 03-15-49 | 17,074,000 | 22,328,876 | |
Marvell Technology Group, Ltd. | 4.875 | 06-22-28 | 23,499,000 | 26,784,987 | |
Microchip Technology, Inc. | 4.333 | 06-01-23 | 49,554,000 | 52,903,064 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 48,783,000 | 52,227,011 | |
Micron Technology, Inc. | 4.975 | 02-06-26 | 11,033,000 | 12,331,278 | |
Micron Technology, Inc. | 5.327 | 02-06-29 | 43,454,000 | 49,877,968 | |
NXP BV (D) | 3.875 | 06-18-26 | 16,420,000 | 17,765,563 | |
NXP BV (D) | 4.625 | 06-01-23 | 34,555,000 | 37,384,960 | |
NXP BV (D) | 4.875 | 03-01-24 | 18,166,000 | 20,020,359 | |
Qorvo, Inc. | 5.500 | 07-15-26 | 7,029,000 | 7,260,957 | |
Software 0.3% | |||||
Autodesk, Inc. | 2.850 | 01-15-30 | 10,308,000 | 10,765,578 | |
Citrix Systems, Inc. | 3.300 | 03-01-30 | 26,793,000 | 26,942,910 | |
Microsoft Corp. | 4.450 | 11-03-45 | 19,750,000 | 26,428,883 | |
PTC, Inc. (D) | 4.000 | 02-15-28 | 3,903,000 | 3,877,631 | |
Technology hardware, storage and peripherals 0.7% | |||||
Dell International LLC (D) | 4.900 | 10-01-26 | 29,030,000 | 32,562,954 | |
Dell International LLC (D) | 5.300 | 10-01-29 | 30,959,000 | 35,667,836 | |
Dell International LLC (D) | 8.350 | 07-15-46 | 31,996,000 | 43,473,165 | |
Seagate HDD Cayman | 4.750 | 01-01-25 | 22,665,000 | 23,960,654 | |
Materials 1.2% | 226,669,604 | ||||
Chemicals 0.6% | |||||
Cydsa SAB de CV (D) | 6.250 | 10-04-27 | 18,000,000 | 17,820,000 | |
Methanex Corp. | 4.250 | 12-01-24 | 16,269,000 | 17,327,524 | |
Methanex Corp. | 5.250 | 12-15-29 | 20,868,000 | 21,973,985 | |
Orbia Advance Corp. SAB de CV (D) | 5.500 | 01-15-48 | 17,715,000 | 19,588,538 | |
Syngenta Finance NV (D) | 4.441 | 04-24-23 | 25,935,000 | 27,580,917 | |
Syngenta Finance NV (A)(D) | 5.676 | 04-24-48 | 8,210,000 | 9,321,347 | |
Construction materials 0.1% | |||||
Cemex SAB de CV (D) | 6.125 | 05-05-25 | 15,185,000 | 15,374,964 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Materials (continued) | |||||
Containers and packaging 0.1% | |||||
Ardagh Packaging Finance PLC (D) | 6.000 | 02-15-25 | 14,410,000 | $15,022,425 | |
Metals and mining 0.3% | |||||
Anglo American Capital PLC (D) | 4.750 | 04-10-27 | 13,375,000 | 15,248,479 | |
Arconic Rolled Products Corp. (D) | 6.125 | 02-15-28 | 2,748,000 | 2,830,440 | |
Commercial Metals Company | 5.375 | 07-15-27 | 5,017,000 | 5,129,883 | |
First Quantum Minerals, Ltd. (D) | 6.875 | 03-01-26 | 9,625,000 | 9,011,888 | |
First Quantum Minerals, Ltd. (D) | 7.250 | 04-01-23 | 5,714,000 | 5,485,440 | |
First Quantum Minerals, Ltd. (D) | 7.500 | 04-01-25 | 11,526,000 | 10,978,515 | |
Newmont Corp. | 2.800 | 10-01-29 | 10,482,000 | 10,899,140 | |
Paper and forest products 0.1% | |||||
Inversiones CMPC SA (D) | 3.850 | 01-13-30 | 8,078,000 | 8,259,755 | |
Norbord, Inc. (D) | 6.250 | 04-15-23 | 7,090,000 | 7,586,300 | |
Suzano Austria GmbH | 6.000 | 01-15-29 | 6,460,000 | 7,230,064 | |
Real estate 1.4% | 276,865,242 | ||||
Equity real estate investment trusts 1.4% | |||||
American Homes 4 Rent LP | 4.250 | 02-15-28 | 23,420,000 | 25,844,435 | |
American Tower Corp. | 2.400 | 03-15-25 | 15,758,000 | 16,174,812 | |
American Tower Corp. | 2.950 | 01-15-25 | 16,023,000 | 16,812,701 | |
American Tower Corp. | 3.550 | 07-15-27 | 34,902,000 | 37,889,142 | |
American Tower Corp. | 3.800 | 08-15-29 | 13,623,000 | 15,019,483 | |
CyrusOne LP | 3.450 | 11-15-29 | 19,636,000 | 20,019,295 | |
Equinix, Inc. | 3.200 | 11-18-29 | 27,111,000 | 28,375,346 | |
Equinix, Inc. | 5.375 | 05-15-27 | 12,381,000 | 13,339,288 | |
GLP Capital LP | 5.375 | 04-15-26 | 16,732,000 | 18,886,747 | |
SBA Communications Corp. (D) | 3.875 | 02-15-27 | 8,943,000 | 9,124,543 | |
SBA Tower Trust (D) | 2.836 | 01-15-25 | 22,481,000 | 23,553,231 | |
SBA Tower Trust (D) | 3.722 | 04-11-23 | 26,799,000 | 27,827,873 | |
The GEO Group, Inc. | 6.000 | 04-15-26 | 4,171,000 | 3,774,755 | |
Ventas Realty LP | 3.500 | 02-01-25 | 16,239,000 | 17,399,703 | |
VICI Properties LP (D) | 4.625 | 12-01-29 | 2,735,000 | 2,823,888 | |
Utilities 1.2% | 227,259,071 | ||||
Electric utilities 0.6% | |||||
ABY Transmision Sur SA (D) | 6.875 | 04-30-43 | 9,530,535 | 12,675,612 | |
Emera US Finance LP | 3.550 | 06-15-26 | 12,232,000 | 13,281,459 | |
Empresa Electrica Angamos SA (D) | 4.875 | 05-25-29 | 9,234,680 | 9,618,012 | |
FirstEnergy Corp. | 2.650 | 03-01-30 | 13,221,000 | 13,499,692 | |
Instituto Costarricense de Electricidad (D) | 6.375 | 05-15-43 | 9,810,000 | 8,583,750 | |
Israel Electric Corp., Ltd. (D) | 6.875 | 06-21-23 | 6,630,000 | 7,566,295 | |
Vistra Operations Company LLC (D) | 3.700 | 01-30-27 | 27,272,000 | 27,680,882 | |
Vistra Operations Company LLC (D) | 4.300 | 07-15-29 | 24,825,000 | 25,462,906 | |
Gas utilities 0.1% | |||||
AmeriGas Partners LP | 5.500 | 05-20-25 | 14,057,000 | 14,303,279 | |
Independent power and renewable electricity producers 0.5% | |||||
Greenko Dutch BV (D) | 4.875 | 07-24-22 | 11,955,000 | 11,966,955 | |
Greenko Dutch BV (D) | 5.250 | 07-24-24 | 7,105,000 | 7,151,836 | |
LLPL Capital Pte, Ltd. (D) | 6.875 | 02-04-39 | 3,497,209 | 4,187,908 | |
NextEra Energy Capital Holdings, Inc. | 3.550 | 05-01-27 | 34,647,000 | 37,654,217 | |
NextEra Energy Operating Partners LP (D) | 3.875 | 10-15-26 | 15,359,000 | 15,543,308 | |
NextEra Energy Operating Partners LP (A)(D) | 4.500 | 09-15-27 | 5,100,000 | 5,319,377 | |
NRG Energy, Inc. (D) | 3.750 | 06-15-24 | 12,190,000 | 12,763,583 |
16 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Municipal bonds 0.1% | $24,609,236 | ||||
(Cost $22,403,006) | |||||
New Jersey Transportation Trust Fund Authority | 4.081 | 06-15-39 | 20,284,000 | 22,683,192 | |
New Jersey Transportation Trust Fund Authority | 4.131 | 06-15-42 | 1,745,000 | 1,926,044 | |
Term loans (H) 0.0% | $2,258,911 | ||||
(Cost $2,438,384) | |||||
Financials 0.0% | 2,258,911 | ||||
Capital markets 0.0% | |||||
LSF9 Atlantis Holdings LLC, 2017 Term Loan (1 month LIBOR + 6.000%) | 7.653 | 05-01-23 | 2,453,125 | 2,258,911 | |
Collateralized mortgage obligations 6.6% | $1,272,854,158 | ||||
(Cost $1,266,040,501) | |||||
Commercial and residential 5.1% | 982,490,205 | ||||
Americold LLC Series 2010-ARTA, Class D (D) | 7.443 | 01-14-29 | 9,783,000 | 9,995,454 | |
AOA Mortgage Trust Series 2015-1177, Class C (D)(I) | 3.010 | 12-13-29 | 6,896,000 | 6,989,368 | |
Arroyo Mortgage Trust | |||||
Series 2018-1, Class A1 (D)(I) | 3.763 | 04-25-48 | 26,007,402 | 26,412,790 | |
Series 2019-2, Class A1 (D)(I) | 3.347 | 04-25-49 | 24,019,914 | 24,413,279 | |
Series 2019-3, Class A1 (D)(I) | 2.962 | 10-25-48 | 13,594,398 | 13,765,693 | |
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR, Class ENM (D)(I) | 3.843 | 11-05-32 | 11,565,000 | 11,328,345 | |
Barclays Commercial Mortgage Trust Series 2019-C5, Class A2 | 3.043 | 11-15-52 | 15,448,000 | 16,389,536 | |
BBCMS Mortgage Trust Series 2018-TALL, Class E (1 month LIBOR + 2.437%) (C)(D) | 4.096 | 03-15-37 | 9,590,000 | 9,601,981 | |
BBCMS Trust | |||||
Series 2015-MSQ, Class D (D)(I) | 3.990 | 09-15-32 | 7,340,000 | 7,573,320 | |
Series 2015-SRCH, Class D (D)(I) | 4.957 | 08-10-35 | 15,371,000 | 17,539,155 | |
Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 10,593,000 | 11,075,030 | |
Bear Stearns Commercial Mortgage Securities Trust Series 2005-PWR8, Class X1 IO (D) | 0.617 | 06-11-41 | 238,434 | 449 | |
Benchmark Mortgage Trust | |||||
Series 2019-B10, Class A2 | 3.614 | 03-15-62 | 20,454,000 | 21,976,958 | |
Series 2019-B11, Class A2 | 3.410 | 05-15-52 | 16,845,000 | 18,028,739 | |
Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 21,935,000 | 23,155,084 | |
Series 2019-B14, Class A2 | 2.915 | 12-15-62 | 22,263,000 | 23,483,219 | |
BENCHMARK Mortgage Trust Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 19,985,000 | 21,010,684 | |
BRAVO Residential Funding Trust Series 2019-NQM1, Class A1 (D)(I) | 2.666 | 07-25-59 | 10,224,222 | 10,321,912 | |
Bunker Hill Loan Depositary Trust Series 2019-1, Class A1 (D) | 3.613 | 10-26-48 | 2,878,405 | 2,912,255 | |
BWAY Mortgage Trust Series 2015-1740, Class XA IO (D) | 0.896 | 01-10-35 | 123,773,000 | 2,139,169 | |
BX Commercial Mortgage Trust Series 2018-BIOA, Class D (1 month LIBOR + 1.321%) (C)(D) | 2.980 | 03-15-37 | 12,620,000 | 12,611,974 | |
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (C)(D) | 3.409 | 12-15-37 | 6,315,000 | 6,322,898 | |
CGDBB Commercial Mortgage Trust Series 2017-BIOC, Class E (1 month LIBOR + 2.150%) (C)(D) | 3.809 | 07-15-32 | 9,287,082 | 9,295,486 | |
CHT Mortgage Trust Series 2017-CSMO, Class D (1 month LIBOR + 2.250%) (C)(D) | 3.909 | 11-15-36 | 17,654,000 | 17,664,942 | |
Citigroup Commercial Mortgage Trust | |||||
Series 2019-PRM, Class A (D) | 3.341 | 05-10-36 | 8,060,000 | 8,563,015 | |
Series 2019-SMRT, Class A (D) | 4.149 | 01-10-36 | 6,922,000 | 7,545,670 | |
COLT Mortgage Loan Trust | |||||
Series 2019-2, Class A1 (D)(I) | 3.337 | 05-25-49 | 8,598,330 | 8,753,896 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 17 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2020-1, Class A1 (D)(I) | 2.488 | 02-25-50 | 11,431,022 | $11,557,521 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR2, Class XA IO | 1.633 | 08-15-45 | 66,559,357 | 2,190,721 | |
Series 2012-CR3, Class XA IO | 1.857 | 10-15-45 | 94,541,478 | 3,704,608 | |
Series 2014-CR15, Class XA IO | 0.939 | 02-10-47 | 66,610,486 | 1,990,135 | |
Series 2014-CR20, Class A3 | 3.326 | 11-10-47 | 36,990,000 | 39,635,913 | |
Series 2016-CR28, Class A3 | 3.495 | 02-10-49 | 9,285,000 | 10,142,602 | |
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) Series 2018-COR3, Class XA IO | 0.446 | 05-10-51 | 225,065,244 | 7,674,387 | |
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2012-LC4, Class B (I) | 4.934 | 12-10-44 | 3,986,000 | 4,178,836 | |
Series 2013-300P, Class D (D)(I) | 4.394 | 08-10-30 | 18,343,000 | 19,482,940 | |
Series 2013-LC13, Class B (D)(I) | 5.009 | 08-10-46 | 6,206,000 | 6,824,494 | |
Series 2017-PANW, Class A (D) | 3.244 | 10-10-29 | 7,194,000 | 7,603,256 | |
Series 2020-CBM, Class A2 (D) | 2.896 | 02-10-37 | 6,381,000 | 6,656,475 | |
Credit Suisse First Boston Mortgage Securities Corp. Series 2005-C1, Class AX IO (D) | 0.678 | 02-15-38 | 232,590 | 19 | |
Credit Suisse Mortgage Capital Certificates Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (C)(D) | 3.259 | 05-15-36 | 23,820,000 | 23,827,427 | |
CSMC Trust | |||||
Series 2019-AFC1, Class A1 (D) | 2.573 | 07-25-49 | 23,566,612 | 23,785,122 | |
Series 2020-AFC1, Class A1 (D)(I) | 2.240 | 02-25-50 | 16,063,625 | 16,216,748 | |
GCAT LLC Series 2019-NQM1, Class A1 (D) | 2.985 | 02-25-59 | 24,946,128 | 25,574,272 | |
GCAT Trust Series 2020-NQM1, Class A1 (D) | 2.247 | 01-25-60 | 26,963,000 | 26,962,552 | |
GS Mortgage Securities Trust | |||||
Series 2005-GG4, Class XC IO (D) | 1.834 | 07-10-39 | 7,186 | 23 | |
Series 2011-GC5, Class XA IO (D) | 1.329 | 08-10-44 | 22,909,093 | 308,175 | |
Series 2015-590M, Class C (D)(I) | 3.805 | 10-10-35 | 6,950,000 | 7,399,116 | |
Series 2015-GC30, Class A3 | 3.119 | 05-10-50 | 20,640,000 | 22,021,879 | |
Series 2015-GC34, Class A4 | 3.506 | 10-10-48 | 10,099,000 | 11,046,239 | |
Series 2016-RENT, Class D (D)(I) | 4.067 | 02-10-29 | 13,051,000 | 13,198,598 | |
Series 2017-485L, Class C (D)(I) | 3.982 | 02-10-37 | 6,600,000 | 7,254,465 | |
Series 2019-GC39, Class A2 | 3.457 | 05-10-52 | 23,885,000 | 25,423,970 | |
Series 2019-GC40, Class A2 | 2.971 | 07-10-52 | 20,410,000 | 21,384,053 | |
Series 2020-UPTN, Class A (D) | 2.751 | 02-10-37 | 13,326,000 | 13,976,972 | |
HarborView Mortgage Loan Trust | |||||
Series 2007-3, Class ES IO (D) | 0.350 | 05-19-47 | 30,017,465 | 468,227 | |
Series 2007-4, Class ES IO | 0.350 | 07-19-47 | 31,340,623 | 454,843 | |
Series 2007-6, Class ES IO (D) | 0.343 | 08-19-37 | 27,939,100 | 397,017 | |
Hilton Orlando Trust Series 2018-ORL, Class D (1 month LIBOR + 1.700%) (C)(D) | 3.359 | 12-15-34 | 6,995,000 | 6,988,578 | |
Hudsons Bay Simon JV Trust Series 2015-HBFL, Class DFL (1 month LIBOR + 3.900%) (C)(D) | 5.635 | 08-05-34 | 5,240,000 | 5,235,634 | |
IMT Trust | |||||
Series 2017-APTS, Class AFX (D) | 3.478 | 06-15-34 | 7,679,000 | 8,178,434 | |
Series 2017-APTS, Class CFX (D)(I) | 3.497 | 06-15-34 | 6,867,000 | 7,161,175 | |
Irvine Core Office Trust | |||||
Series 2013-IRV, Class A2 (D)(I) | 3.173 | 05-15-48 | 15,265,000 | 15,954,915 | |
Series 2013-IRV, Class XA IO (D) | 1.105 | 05-15-48 | 11,244,194 | 201,714 | |
JPMBB Commercial Mortgage Securities Trust | |||||
Series 2013-C14, Class XA IO | 0.570 | 08-15-46 | 10,447,190 | 167,998 | |
Series 2015-C31, Class A3 | 3.801 | 08-15-48 | 11,104,090 | 12,270,067 | |
Series 2016-C1, Class A4 | 3.311 | 03-15-49 | 7,425,000 | 8,050,804 | |
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2011-C3, Class XA IO (D) | 0.947 | 02-15-46 | 9,227,479 | 57,563 | |
Series 2011-C4, Class XA IO (D) | 1.183 | 07-15-46 | 5,426,112 | 52,956 |
18 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2012-HSBC, Class XA IO (D) | 1.431 | 07-05-32 | 82,849,004 | $2,466,158 | |
Series 2015-JP1, Class A4 | 3.649 | 01-15-49 | 35,415,000 | 39,030,085 | |
JPMorgan Commercial Mortgage Securities Trust Series 2020-NNN, Class AFX (D) | 2.812 | 01-16-37 | 13,410,000 | 14,064,809 | |
KNDL Mortgage Trust Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (C)(D) | 3.009 | 05-15-36 | 9,440,000 | 9,437,154 | |
Merrill Lynch Mortgage Trust Series 2005-CIP1, Class XC IO (D) | 0.010 | 07-12-38 | 289,137 | 9 | |
Morgan Stanley Bank of America Merrill Lynch Trust | |||||
Series 2012-C5, Class XA IO (D) | 1.428 | 08-15-45 | 12,344,925 | 336,240 | |
Series 2012-C6, Class XA IO (D) | 1.612 | 11-15-45 | 7,456,444 | 246,520 | |
Morgan Stanley Capital I Trust | |||||
Series 2011-C3, Class XA IO (D) | 0.625 | 07-15-49 | 6,700,652 | 40,815 | |
Series 2017-CLS, Class D (1 month LIBOR + 1.400%) (C)(D) | 3.059 | 11-15-34 | 15,867,000 | 15,852,669 | |
MSCG Trust Series 2016-SNR, Class D (D) | 6.550 | 11-15-34 | 9,724,850 | 10,012,318 | |
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-285M, Class D (D)(I) | 3.790 | 11-15-32 | 9,223,000 | 9,540,998 | |
Series 2018-ALXA, Class C (D)(I) | 4.316 | 01-15-43 | 7,332,000 | 8,343,214 | |
One Market Plaza Trust Series 2017-1MKT, Class D (D) | 4.146 | 02-10-32 | 5,035,000 | 5,257,728 | |
Seasoned Credit Risk Transfer Trust Series 2019-2, Class MA | 3.500 | 08-25-58 | 24,019,090 | 25,667,648 | |
Starwood Mortgage Residential Trust | |||||
Series 2018-IMC1, Class A1 (D)(I) | 3.793 | 03-25-48 | 3,751,264 | 3,791,693 | |
Series 2020-1, Class A1 (D)(I) | 2.275 | 02-25-50 | 13,485,000 | 13,584,921 | |
UBS Commercial Mortgage Trust Series 2012-C1, Class B | 4.822 | 05-10-45 | 3,520,000 | 3,715,385 | |
VNDO Mortgage Trust Series 2013-PENN, Class D (D)(I) | 3.947 | 12-13-29 | 16,804,000 | 16,923,897 | |
Wells Fargo Commercial Mortgage Trust | |||||
Series 2013-120B, Class C (D)(I) | 2.710 | 03-18-28 | 14,886,000 | 14,867,105 | |
Series 2017-SMP, Class D (1 month LIBOR + 1.650%) (C)(D) | 3.309 | 12-15-34 | 5,170,000 | 5,154,733 | |
WF-RBS Commercial Mortgage Trust | |||||
Series 2011-C2, Class XA IO (D) | 0.793 | 02-15-44 | 31,977,710 | 147,484 | |
Series 2011-C3, Class XA IO (D) | 1.305 | 03-15-44 | 20,410,641 | 232,455 | |
Series 2012-C10, Class XA IO (D) | 1.537 | 12-15-45 | 8,562,653 | 315,451 | |
Series 2012-C9, Class XA IO (D) | 1.894 | 11-15-45 | 56,320,591 | 2,282,803 | |
Series 2013-C15, Class B (I) | 4.493 | 08-15-46 | 2,704,000 | 2,916,089 | |
Series 2013-C16, Class B (I) | 5.034 | 09-15-46 | 3,216,000 | 3,533,053 | |
Series 2013-C16, Class XA IO | 0.703 | 09-15-46 | 10,322,781 | 197,027 | |
U.S. Government Agency 1.5% | 290,363,953 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series K006, Class BX1 IO | 5.560 | 02-25-20 | 364,257 | 185 | |
Series K010, Class X1 IO | 0.288 | 10-25-20 | 27,687,891 | 10,546 | |
Series K011, Class X1 IO | 0.323 | 11-25-20 | 45,138,811 | 39,916 | |
Series K014, Class X1 IO | 1.324 | 04-25-21 | 37,097,754 | 373,808 | |
Series K015, Class X1 IO | 1.739 | 07-25-21 | 37,611,733 | 625,288 | |
Series K017, Class X1 IO | 1.439 | 12-25-21 | 159,112,250 | 2,844,243 | |
Series K018, Class X1 IO | 1.445 | 01-25-22 | 99,801,786 | 1,854,766 | |
Series K021, Class X1 IO | 1.556 | 06-25-22 | 33,339,521 | 913,413 | |
Series K022, Class X1 IO | 1.337 | 07-25-22 | 136,093,296 | 3,236,965 | |
Series K024, Class X1 IO | 0.941 | 09-25-22 | 9,954,727 | 183,181 | |
Series K026, Class X1 IO | 1.100 | 11-25-22 | 15,279,130 | 336,540 | |
Series K038, Class X1 IO | 1.286 | 03-25-24 | 4,511,900 | 175,588 | |
Series K040, Class A2 | 3.241 | 09-25-24 | 19,525,000 | 21,047,831 | |
Series K043, Class A2 | 3.062 | 12-25-24 | 29,565,000 | 31,753,274 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 19 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series K715, Class X1 IO | 1.232 | 01-25-21 | 14,069,298 | $107,723 | |
Series K718, Class X1 IO | 0.727 | 01-25-22 | 13,057,250 | 116,293 | |
Series K728, Class A2 (I) | 3.064 | 08-25-24 | 13,286,000 | 14,147,135 | |
Series K729, Class A2 | 3.136 | 10-25-24 | 21,044,000 | 22,524,786 | |
Series KAIV, Class X1 IO | 1.239 | 06-25-21 | 22,735,952 | 214,621 | |
Series KIR3, Class A1 | 3.038 | 08-25-27 | 34,200,000 | 36,716,193 | |
Series KS01, Class X1 IO | 1.336 | 01-25-23 | 38,466,420 | 904,557 | |
Series KS03, Class X IO | 0.414 | 08-25-25 | 37,594,187 | 307,490 | |
Series T-41, Class 3A (I) | 5.402 | 07-25-32 | 1,103 | 1,253 | |
Federal National Mortgage Association | |||||
Series 2001-50, Class BA | 7.000 | 10-25-41 | 162 | 185 | |
Series 2012-M5, Class X IO | 0.522 | 02-25-22 | 16,495,922 | 128,775 | |
Government National Mortgage Association | |||||
Series 2008-90, Class IO | 1.877 | 12-16-50 | 2,623,240 | 602,802 | |
Series 2012-114, Class IO | 0.775 | 01-16-53 | 21,371,426 | 940,742 | |
Series 2012-120, Class IO | 0.793 | 02-16-53 | 9,661,955 | 453,989 | |
Series 2012-125, Class IO | 0.388 | 02-16-53 | 12,416,803 | 296,934 | |
Series 2012-70, Class IO | 0.414 | 08-16-52 | 5,817,081 | 69,630 | |
Series 2013-63, Class IO | 0.793 | 09-16-51 | 14,519,732 | 732,642 | |
Series 2016-174, Class IO | 0.890 | 11-16-56 | 44,753,052 | 3,242,887 | |
Series 2017-109, Class IO | 0.600 | 04-16-57 | 92,539,167 | 4,652,064 | |
Series 2017-124, Class IO | 0.709 | 01-16-59 | 123,552,921 | 7,663,543 | |
Series 2017-135, Class IO | 0.838 | 10-16-58 | 86,755,481 | 5,744,887 | |
Series 2017-140, Class IO | 0.612 | 02-16-59 | 71,324,224 | 4,087,762 | |
Series 2017-159, Class IO | 0.544 | 06-16-59 | 100,931,185 | 5,196,583 | |
Series 2017-169, Class IO | 0.727 | 01-16-60 | 176,138,262 | 11,327,364 | |
Series 2017-20, Class IO | 0.740 | 12-16-58 | 189,242,951 | 10,893,392 | |
Series 2017-22, Class IO | 0.933 | 12-16-57 | 35,545,136 | 2,702,504 | |
Series 2017-41, Class IO | 0.786 | 07-16-58 | 64,427,622 | 3,896,144 | |
Series 2017-46, Class IO | 0.620 | 11-16-57 | 85,394,683 | 4,749,089 | |
Series 2017-61, Class IO | 0.764 | 05-16-59 | 54,640,891 | 3,659,257 | |
Series 2017-74, Class IO | 0.774 | 09-16-58 | 113,053,577 | 5,812,480 | |
Series 2017-89, Class IO | 0.765 | 07-16-59 | 122,471,338 | 8,219,027 | |
Series 2018-114, Class IO | 0.541 | 04-16-60 | 186,061,409 | 11,026,111 | |
Series 2018-158, Class IO | 0.727 | 05-16-61 | 146,006,600 | 11,008,124 | |
Series 2018-35, Class IO | 0.527 | 03-16-60 | 137,035,428 | 7,272,950 | |
Series 2018-43, Class IO | 0.576 | 05-16-60 | 215,084,618 | 12,187,082 | |
Series 2018-68, Class IO | 0.479 | 01-16-60 | 24,613,263 | 1,204,903 | |
Series 2018-69, Class IO | 0.555 | 04-16-60 | 97,394,927 | 5,826,496 | |
Series 2018-81, Class IO | 0.450 | 01-16-60 | 45,260,367 | 2,471,791 | |
Series 2018-9, Class IO | 0.559 | 01-16-60 | 106,350,518 | 5,794,848 | |
Series 2018-99, Class IO | 0.478 | 06-16-60 | 173,109,743 | 10,063,371 | |
Asset backed securities 5.5% | $1,050,343,628 | ||||
(Cost $1,017,116,703) | |||||
Asset backed securities 5.5% | 1,050,343,628 | ||||
AccessLex Institute Series 2007-A, Class A3 (3 month LIBOR + 0.300%) (C) | 1.979 | 05-25-36 | 9,748,434 | 9,555,085 | |
Amresco Residential Securities Corp. Mortgage Loan Trust Series 1998-1, Class A6 (I) | 6.488 | 08-25-27 | 2 | 2 | |
Applebee's Funding LLC Series 2019-1A, Class A2I (D) | 4.194 | 06-07-49 | 29,124,000 | 30,011,408 | |
Arby's Funding LLC Series 2015-1A, Class A2 (D) | 4.969 | 10-30-45 | 20,997,975 | 21,692,798 | |
Avis Budget Rental Car Funding AESOP LLC | |||||
Series 2019-3A, Class A (D) | 2.360 | 03-20-26 | 20,570,000 | 21,226,821 |
20 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Series 2020-1A, Class A (D) | 2.330 | 08-20-26 | 17,027,000 | $17,459,571 | |
BRE Grand Islander Timeshare Issuer LLC Series 2019-A, Class A (D) | 3.280 | 09-26-33 | 10,943,514 | 11,395,484 | |
CARS-DB4 LP Series 2020-1A, Class B1 (D) | 4.170 | 02-15-50 | 16,887,000 | 16,971,435 | |
CLI Funding LLC Series 2018-1A, Class A (D) | 4.030 | 04-18-43 | 18,553,888 | 19,250,336 | |
Coinstar Funding LLC Series 2017-1A, Class A2 (D) | 5.216 | 04-25-47 | 19,800,100 | 20,609,914 | |
ContiMortgage Home Equity Loan Trust Series 1995-2, Class A5 | 8.100 | 08-15-25 | 78,765 | 65,296 | |
Corevest American Finance Trust Series 2019-3, Class A (D) | 2.705 | 10-15-52 | 5,159,075 | 5,343,662 | |
CWABS Asset-Backed Certificates Trust Series 2004-10, Class AF5B | 4.526 | 02-25-35 | 957,407 | 961,086 | |
DB Master Finance LLC | |||||
Series 2017-1A, Class A2I (D) | 3.629 | 11-20-47 | 10,305,783 | 10,583,626 | |
Series 2017-1A, Class A2II (D) | 4.030 | 11-20-47 | 8,665,538 | 9,208,173 | |
Series 2019-1A, Class A2I (D) | 3.787 | 05-20-49 | 51,158,413 | 52,962,770 | |
Domino's Pizza Master Issuer LLC Series 2017-1A, Class A23 (D) | 4.118 | 07-25-47 | 32,555,638 | 34,827,695 | |
Driven Brands Funding LLC Series 2015-1A, Class A2 (D) | 5.216 | 07-20-45 | 27,911,125 | 28,799,536 | |
FOCUS Brands Funding LLC Series 2017-1A, Class A2I (D) | 3.857 | 04-30-47 | 7,614,675 | 7,663,637 | |
Ford Credit Auto Owner Trust Series 2020-1, Class A (D) | 2.040 | 08-15-31 | 26,767,000 | 27,331,532 | |
Ford Credit Floorplan Master Owner Trust Series 2019-2, Class A | 3.060 | 04-15-26 | 32,163,000 | 34,029,940 | |
GMF Floorplan Owner Revolving Trust Series 2019-2, Class A (D) | 2.900 | 04-15-26 | 30,125,000 | 31,865,860 | |
Golden Credit Card Trust Series 2018-4A, Class A (D) | 3.440 | 10-15-25 | 22,572,000 | 24,018,299 | |
Hilton Grand Vacations Trust | |||||
Series 2017-AA, Class A (D) | 2.660 | 12-26-28 | 16,056,761 | 16,338,100 | |
Series 2018-AA, Class A (D) | 3.540 | 02-25-32 | 6,380,907 | 6,676,641 | |
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 (D) | 4.970 | 08-25-49 | 10,623,375 | 11,384,221 | |
Series 2019-1A, Class A2I (D) | 3.982 | 08-25-49 | 12,274,238 | 12,695,980 | |
Laurel Road Prime Student Loan Trust Series 2019-A, Class A2FX (D) | 2.730 | 10-25-48 | 6,880,000 | 7,077,377 | |
MelTel Land Funding LLC Series 2019-1A, Class A (D) | 3.768 | 04-15-49 | 11,089,000 | 11,571,620 | |
Mill City Mortgage Loan Trust Series 2018-3, Class A1 (D)(I) | 3.500 | 08-25-58 | 7,619,724 | 8,003,390 | |
MVW Owner Trust | |||||
Series 2015-1A, Class A (D) | 2.520 | 12-20-32 | 1,200,070 | 1,209,524 | |
Series 2018-1A, Class A (D) | 3.450 | 01-21-36 | 16,226,083 | 16,817,231 | |
Navient Private Education Loan Trust Series 2016-AA, Class A2A (D) | 3.910 | 12-15-45 | 7,852,973 | 8,252,071 | |
Navient Private Education Refi Loan Trust Series 2019-FA, Class A2 (D) | 2.600 | 08-15-68 | 26,997,000 | 27,922,430 | |
New Residential Mortgage LLC | |||||
Series 2018-FNT1, Class A (D) | 3.610 | 05-25-23 | 9,865,531 | 9,889,817 | |
Series 2018-FNT2, Class A (D) | 3.790 | 07-25-54 | 5,871,551 | 5,900,382 | |
NRZ Excess Spread-Collateralized Notes | |||||
Series 2018-PLS1, Class A (D) | 3.193 | 01-25-23 | 4,353,504 | 4,384,678 | |
Series 2018-PLS2, Class A (D) | 3.265 | 02-25-23 | 15,690,536 | 15,783,026 | |
Oxford Finance Funding LLC Series 2019-1A, Class A2 (D) | 4.459 | 02-15-27 | 7,463,000 | 7,685,371 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 21 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Renaissance Home Equity Loan Trust Series 2005-2, Class AF4 | 4.934 | 08-25-35 | 5,230,932 | $5,410,656 | |
Santander Revolving Auto Loan Trust Series 2019-A, Class A (D) | 2.510 | 01-26-32 | 27,167,000 | 28,129,472 | |
SCF Equipment Leasing LLC Series 2019-1A, Class A2 (D) | 3.230 | 10-20-24 | 8,135,000 | 8,242,966 | |
Sesac Finance LLC Series 2019-1, Class A2 (D) | 5.216 | 07-25-49 | 20,163,675 | 21,535,007 | |
Sierra Timeshare Receivables Funding LLC | |||||
Series 2018-3A, Class D (D) | 5.200 | 09-20-35 | 3,468,031 | 3,626,967 | |
Series 2019-1A, Class A (D) | 3.200 | 01-20-36 | 7,753,496 | 7,917,448 | |
SMB Private Education Loan Trust | |||||
Series 2015-C, Class A2A (D) | 2.750 | 07-15-27 | 5,669,948 | 5,750,025 | |
Series 2019-B, Class A2A (D) | 2.840 | 06-15-37 | 26,747,000 | 27,784,299 | |
Sonic Capital LLC Series 2020-1A, Class A2I (D) | 3.845 | 01-20-50 | 15,822,000 | 16,374,030 | |
Sunbird Engine Finance LLC Series 2020-1A, Class A (D) | 3.671 | 02-15-45 | 23,560,000 | 23,358,633 | |
Taco Bell Funding LLC | |||||
Series 2016-1A, Class A2II (D) | 4.377 | 05-25-46 | 2,674,375 | 2,684,377 | |
Series 2018-1A, Class A2I (D) | 4.318 | 11-25-48 | 30,237,250 | 31,199,399 | |
TAL Advantage V LLC Series 2014-1A, Class A (D) | 3.510 | 02-22-39 | 1,938,000 | 1,957,705 | |
Towd Point Mortgage Trust | |||||
Series 2015-1, Class A5 (D)(I) | 3.921 | 10-25-53 | 4,950,000 | 5,230,265 | |
Series 2015-2, Class 1M2 (D)(I) | 3.784 | 11-25-60 | 10,860,000 | 11,837,733 | |
Series 2017-1, Class A1 (D)(I) | 2.750 | 10-25-56 | 5,258,007 | 5,366,681 | |
Series 2017-2, Class A1 (D)(I) | 2.750 | 04-25-57 | 2,730,450 | 2,774,009 | |
Series 2018-1, Class A1 (D)(I) | 3.000 | 01-25-58 | 6,716,483 | 6,890,862 | |
Series 2018-3, Class A1 (D)(I) | 3.750 | 05-25-58 | 10,477,501 | 11,067,399 | |
Series 2018-4, Class A1 (D)(I) | 3.000 | 06-25-58 | 23,612,720 | 24,632,400 | |
Series 2018-5, Class A1A (D)(I) | 3.250 | 07-25-58 | 4,319,566 | 4,483,969 | |
Series 2018-6, Class A1A (D)(I) | 3.750 | 03-25-58 | 28,713,402 | 30,082,466 | |
Series 2019-1, Class A1 (D)(I) | 3.750 | 03-25-58 | 15,649,345 | 16,689,975 | |
Series 2019-4, Class A1 (D)(I) | 2.900 | 10-25-59 | 16,745,606 | 17,395,918 | |
Toyota Auto Loan Extended Note Trust Series 2019-1A, Class A (D) | 2.560 | 11-25-31 | 58,504,000 | 61,197,384 | |
Triton Container Finance V LLC Series 2018-1A, Class A (D) | 3.950 | 03-20-43 | 15,928,208 | 16,132,010 | |
Vantage Data Centers Issuer LLC Series 2018-1A, Class A2 (D) | 4.072 | 02-16-43 | 12,441,100 | 13,012,200 | |
VSE VOI Mortgage LLC Series 2017-A, Class A (D) | 2.330 | 03-20-35 | 8,645,329 | 8,776,515 | |
Westgate Resorts LLC | |||||
Series 2016-1A, Class A (D) | 3.500 | 12-20-28 | 940,648 | 944,889 | |
Series 2017-1A, Class A (D) | 3.050 | 12-20-30 | 3,186,587 | 3,215,538 | |
Westlake Automobile Receivables Trust Series 2019-1A, Class C (D) | 3.450 | 03-15-24 | 10,588,000 | 10,805,424 | |
Willis Engine Structured Trust V Series 2020-A, Class A (D) | 3.228 | 03-15-45 | 8,484,000 | 8,411,182 | |
Shares | Value | ||||
Preferred securities 0.3% | $50,159,904 | ||||
(Cost $50,570,030) | |||||
Consumer staples 0.0% | 2,404,140 | ||||
Food and staples retailing 0.0% | |||||
Ocean Spray Cranberries, Inc., 6.250% (D) | 28,284 | 2,404,140 |
22 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Shares | Value | ||||
Financials 0.1% | $12,857,736 | ||||
Banks 0.1% | |||||
GMAC Capital Trust I (3 month LIBOR + 5.785%), 7.477% (C) | 377,982 | 9,638,541 | |||
Wells Fargo & Company, Series L, 7.500% | 2,139 | 3,219,195 | |||
Information technology 0.1% | 16,434,712 | ||||
Semiconductors and semiconductor equipment 0.1% | |||||
Broadcom, Inc., 8.000% (A) | 15,892 | 16,434,712 | |||
Utilities 0.1% | 18,463,316 | ||||
Electric utilities 0.1% | |||||
NextEra Energy, Inc., 5.279% | 275,700 | 12,533,791 | |||
The Southern Company, 6.750% | 38,814 | 1,954,673 | |||
Multi-utilities 0.0% | |||||
Dominion Energy, Inc., 7.250% | 24,838 | 2,487,526 | |||
DTE Energy Company, 6.250% | 33,037 | 1,487,326 | |||
Rate (%) | Maturity date | Par value^ | Value | ||
Escrow certificates 0.0% | $279,948 | ||||
(Cost $0) | |||||
Stearns Holdings LLC (D)(G)(J) | 9.375 | 08-15-20 | 2,428,000 | 279,948 | |
Yield* (%) | Maturity date | Par value^ | Value | ||
Short-term investments 4.2% | $815,385,632 | ||||
(Cost $815,320,187) | |||||
U.S. Government Agency 1.1% | 220,524,000 | ||||
Federal Agricultural Mortgage Corp. Discount Note | 1.390 | 03-02-20 | 43,283,000 | 43,283,000 | |
Federal Home Loan Bank Discount Note | 1.320 | 03-02-20 | 177,241,000 | 177,241,000 |
Yield (%) | Shares | Value | |||
Short-term funds 1.3% | 244,094,632 | ||||
John Hancock Collateral Trust (K) | 1.6968(L) | 24,387,758 | 244,094,632 |
Par value^ | Value | ||||
Repurchase agreement 1.8% | 350,767,000 | ||||
Barclays Tri-Party Repurchase Agreement dated 2-28-20 at 1.570% to be repurchased at $338,958,341 on 3-2-20, collateralized by $302,862,051 U.S. Treasury Inflation Indexed Bonds, 0.750% due 2-15-45 (valued at $345,737,582) | 338,914,000 | 338,914,000 | |||
Repurchase Agreement with State Street Corp. dated 2-28-20 at 0.550% to be repurchased at $11,853,543 on 3-2-20, collateralized by $11,135,000 U.S. Treasury Inflation Indexed Notes, 0.125% due 4-15-21 (valued at $12,093,078) | 11,853,000 | 11,853,000 |
Total investments (Cost $18,859,075,629) 102.7% | $19,759,624,625 | ||||
Other assets and liabilities, net (2.7%) | (517,245,557) | ||||
Total net assets 100.0% | $19,242,379,068 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
CMT | Constant Maturity Treasury |
ICE | Intercontinental Exchange |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 23 |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | All or a portion of this security is on loan as of 2-29-20. The value of securities on loan amounted to $238,825,929. |
(B) | Security purchased or sold on a when-issued or delayed delivery basis. |
(C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $4,557,356,671 or 23.7% of the fund's net assets as of 2-29-20. |
(E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(F) | Non-income producing - Issuer is in default. |
(G) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(H) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(I) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(J) | Non-income producing security. |
(K) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
(L) | The rate shown is the annualized seven-day yield as of 2-29-20. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
The fund had the following country
composition as a percentage of net assets on 2-29-20:
United States | 89.8% |
United Kingdom | 2.4% |
Canada | 1.3% |
Netherlands | 1.3% |
Other countries | 5.2% |
TOTAL | 100.0% |
24 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
DERIVATIVES
FUTURES
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year U.S. Treasury Note Futures | 1,575 | Long | Jun 2020 | $209,010,958 | $212,231,250 | $3,220,292 |
$3,220,292 |
^ Notional basis refers to the
contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.
See Notes to Fund's investments
regarding investment transactions and other derivatives information.
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 25 |
Notes to Fund's investments (unaudited) |
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other
disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the
NYSE pursuant to the fund's Valuation Policies and Procedures.
In order to value the securities,
the fund uses the following valuation techniques: Debt obligations are typically valued based on the evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing,
which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as
broker supplied prices. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security
trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including
John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Futures contracts are typically valued at last traded price on the exchange on which they trade.
In certain instances, the Pricing
Committee may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as
scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.
Other portfolio securities and
assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the fund's Pricing Committee following procedures established by the Board of Trustees.
The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such
securities existed.
The fund uses a three-tier hierarchy
to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities,
including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment
speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities
valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund's own assumptions in determining the fair value of investments. Factors used in determining
value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks
associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the
values by input classification of the fund's investments as of February 29, 2020, by major security category or type:
Total value at 2-29-20 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | 8,545,612,959 | — | $8,545,612,959 | — |
Foreign government obligations | 88,515,025 | — | 88,515,025 | — |
Corporate bonds | 7,909,605,224 | — | 7,909,605,224 | — |
Municipal bonds | 24,609,236 | — | 24,609,236 | — |
Term loans | 2,258,911 | — | 2,258,911 | — |
Collateralized mortgage obligations | 1,272,854,158 | — | 1,272,854,158 | — |
Asset backed securities | 1,050,343,628 | — | 1,050,343,628 | — |
Preferred securities | 50,159,904 | $47,755,764 | 2,404,140 | — |
Escrow certificates | 279,948 | — | — | $279,948 |
Short-term investments | 815,385,632 | 244,094,632 | 571,291,000 | — |
Total investments in securities | $19,759,624,625 | $291,850,396 | $19,467,494,281 | $279,948 |
Derivatives: | ||||
Assets | ||||
Futures | $3,220,292 | $3,220,292 | — | — |
Investment in affiliated underlying
funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's fiscal year to date purchases and sales of the
affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:
26 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
John Hancock Collateral Trust | 24,387,758 | $163,520,202 | $3,637,207,831 | (3,556,670,743) | $9,910 | $27,432 | $1,034,640 | — | $244,094,632 |
For additional information on the
fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.
| | 27 |