John Hancock
Bond Fund
Quarterly portfolio holdings 8/31/2022
![](https://capedge.com/proxy/NPORT-P/0001145549-22-064804/img929401a81.gif)
Fund’s investments |
As of 8-31-22 (unaudited)
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 34.1% | $7,201,897,415 | ||||
(Cost $7,605,929,941) | |||||
U.S. Government 15.8% | 3,342,166,630 | ||||
U.S. Treasury | |||||
Bond | 2.500 | 02-15-45 | 46,172,000 | 38,167,651 | |
Bond | 2.875 | 05-15-52 | 1,979,091,000 | 1,823,856,050 | |
Bond | 3.375 | 08-15-42 | 820,435,000 | 800,565,090 | |
Note | 2.750 | 08-15-32 | 581,202,000 | 560,678,304 | |
Note | 3.125 | 08-31-27 | 119,968,000 | 118,899,535 | |
U.S. Government Agency 18.3% | 3,859,730,785 | ||||
Federal Home Loan Mortgage Corp. | |||||
30 Yr Pass Thru | 2.000 | 09-01-50 | 131,089,565 | 113,990,976 | |
30 Yr Pass Thru | 2.000 | 11-01-50 | 24,891,690 | 21,644,957 | |
30 Yr Pass Thru | 2.000 | 11-01-51 | 15,956,432 | 13,805,355 | |
30 Yr Pass Thru | 2.000 | 11-01-51 | 17,188,644 | 14,871,453 | |
30 Yr Pass Thru | 2.000 | 12-01-51 | 52,902,231 | 45,770,513 | |
30 Yr Pass Thru | 2.000 | 01-01-52 | 18,223,145 | 15,755,104 | |
30 Yr Pass Thru | 2.000 | 03-01-52 | 68,834,447 | 59,468,874 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 29,470,232 | 26,520,185 | |
30 Yr Pass Thru | 2.500 | 10-01-50 | 137,071,393 | 123,692,869 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 67,295,482 | 60,585,322 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 50,093,881 | 45,032,391 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 16,554,563 | 14,818,515 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 3,550,430 | 3,383,036 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 12,131,885 | 11,476,490 | |
30 Yr Pass Thru | 3.000 | 05-01-46 | 2,080,907 | 1,967,841 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 4,916,077 | 4,638,208 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 3,819,933 | 3,615,959 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 6,717,630 | 6,342,132 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 50,461,396 | 47,598,155 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 37,754,898 | 35,609,099 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 9,080,126 | 8,569,732 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 24,761,649 | 23,331,106 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 13,228,943 | 12,359,371 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 16,214,417 | 15,148,603 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 15,403,083 | 14,356,905 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 13,532,779 | 12,634,778 | |
30 Yr Pass Thru | 3.000 | 02-01-50 | 8,695,390 | 8,118,386 | |
30 Yr Pass Thru | 3.000 | 06-01-51 | 82,803,488 | 77,127,723 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 2,595,337 | 2,547,049 | |
30 Yr Pass Thru | 3.500 | 04-01-44 | 3,816,134 | 3,724,600 | |
30 Yr Pass Thru | 3.500 | 05-01-45 | 6,103,406 | 5,926,494 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 36,823,969 | 35,722,071 | |
30 Yr Pass Thru | 3.500 | 09-01-46 | 7,656,183 | 7,417,513 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 1,511,467 | 1,467,656 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 14,169,948 | 13,741,507 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 4,530,063 | 4,387,430 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 4,945,838 | 4,790,114 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 6,436,310 | 6,239,691 | |
30 Yr Pass Thru | 3.500 | 01-01-47 | 4,438,254 | 4,304,059 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 6,244,799 | 6,063,788 | |
30 Yr Pass Thru | 3.500 | 04-01-47 | 8,147,703 | 7,901,350 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 20,934,248 | 20,268,572 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 28,411,445 | 27,303,586 |
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 | 4.000 | 01-01-41 | 5,883,848 | $5,897,158 | |
30 Yr Pass Thru | 4.000 | 03-01-42 | 3,037,033 | 3,040,643 | |
30 Yr Pass Thru | 4.000 | 11-01-43 | 2,476,049 | 2,470,884 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 6,202,624 | 6,181,931 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 17,967,515 | 17,845,808 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 7,257,936 | 7,211,495 | |
30 Yr Pass Thru | 4.000 | 05-01-47 | 6,138,916 | 6,096,565 | |
30 Yr Pass Thru | 4.000 | 10-01-47 | 8,945,953 | 8,870,818 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 2,431,092 | 2,407,407 | |
30 Yr Pass Thru | 4.000 | 07-01-48 | 18,250,108 | 18,126,487 | |
30 Yr Pass Thru | 4.000 | 08-01-48 | 8,778,500 | 8,710,807 | |
30 Yr Pass Thru | 4.000 | 05-01-52 | 2,943,514 | 2,898,876 | |
30 Yr Pass Thru (A) | 4.500 | 07-01-52 | 22,916,727 | 22,909,304 | |
30 Yr Pass Thru (A) | 4.500 | 08-01-52 | 13,950,905 | 13,937,449 | |
30 Yr Pass Thru | 5.500 | 11-01-39 | 2,272,382 | 2,408,654 | |
Federal National Mortgage Association | |||||
30 Yr Pass Thru | 2.000 | 09-01-50 | 36,742,907 | 31,950,368 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 21,740,448 | 18,904,746 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 20,868,378 | 18,146,424 | |
30 Yr Pass Thru | 2.000 | 10-01-50 | 25,464,150 | 22,142,749 | |
30 Yr Pass Thru | 2.000 | 11-01-50 | 34,686,732 | 30,140,710 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 28,998,615 | 26,095,778 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 31,667,366 | 28,576,549 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 128,253,988 | 115,736,065 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 12,929,349 | 11,691,653 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 68,037,294 | 61,226,584 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 5,824,655 | 5,234,766 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 46,078,753 | 41,412,155 | |
30 Yr Pass Thru | 2.500 | 10-01-51 | 23,407,330 | 21,022,137 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 50,326,964 | 45,355,948 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 47,709,491 | 42,751,010 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 55,395,361 | 49,655,393 | |
30 Yr Pass Thru | 2.500 | 02-01-52 | 138,902,110 | 124,509,324 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 1,146,770 | 1,027,137 | |
30 Yr Pass Thru | 3.000 | 07-01-42 | 2,077,752 | 1,988,252 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 3,404,240 | 3,228,077 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 1,941,038 | 1,840,593 | |
30 Yr Pass Thru | 3.000 | 04-01-43 | 1,612,733 | 1,529,781 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 16,854,279 | 15,929,432 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 25,672,438 | 24,215,576 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 19,145,289 | 18,058,830 | |
30 Yr Pass Thru | 3.000 | 09-01-46 | 2,581,368 | 2,441,334 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 1,832,268 | 1,732,871 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 14,269,050 | 13,445,931 | |
30 Yr Pass Thru | 3.000 | 01-01-47 | 17,595,272 | 16,574,779 | |
30 Yr Pass Thru | 3.000 | 02-01-47 | 10,231,896 | 9,654,453 | |
30 Yr Pass Thru | 3.000 | 10-01-47 | 21,099,122 | 19,862,226 | |
30 Yr Pass Thru | 3.000 | 11-01-47 | 22,268,240 | 21,004,559 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 38,494,412 | 36,225,720 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 13,279,770 | 12,551,068 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 17,881,279 | 16,705,898 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 32,067,657 | 29,829,495 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 7,919,329 | 7,381,448 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 33,831,510 | 31,639,397 |
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 | 11-01-49 | 22,142,840 | $20,569,702 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 22,632,279 | 21,144,603 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 17,554,825 | 16,389,931 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 19,419,453 | 18,100,484 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 20,747,312 | 19,370,572 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 18,031,149 | 16,823,378 | |
30 Yr Pass Thru | 3.000 | 01-01-52 | 42,925,932 | 39,919,859 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 18,283,392 | 16,991,592 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 39,801,551 | 36,964,524 | |
30 Yr Pass Thru (6 month LIBOR + 2.122%) (B) | 3.372 | 07-01-33 | 303 | 311 | |
30 Yr Pass Thru | 3.500 | 11-01-40 | 1,043,373 | 1,023,244 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 1,094,351 | 1,072,657 | |
30 Yr Pass Thru | 3.500 | 08-01-42 | 2,368,559 | 2,321,726 | |
30 Yr Pass Thru | 3.500 | 06-01-43 | 9,652,178 | 9,394,196 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 2,916,207 | 2,836,440 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 3,030,809 | 2,949,802 | |
30 Yr Pass Thru | 3.500 | 01-01-45 | 2,002,544 | 1,947,769 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 6,217,807 | 6,032,188 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 1,636,663 | 1,587,804 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 7,431,976 | 7,210,110 | |
30 Yr Pass Thru | 3.500 | 01-01-46 | 18,552,461 | 18,004,416 | |
30 Yr Pass Thru | 3.500 | 02-01-46 | 11,447,005 | 11,098,125 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 7,665,351 | 7,422,146 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 4,110,310 | 3,979,899 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 19,398,733 | 18,777,192 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 21,689,696 | 20,987,974 | |
30 Yr Pass Thru | 3.500 | 03-01-47 | 24,776,290 | 24,005,678 | |
30 Yr Pass Thru | 3.500 | 05-01-47 | 15,398,339 | 14,924,220 | |
30 Yr Pass Thru | 3.500 | 07-01-47 | 28,708,814 | 27,815,890 | |
30 Yr Pass Thru | 3.500 | 08-01-47 | 19,728,134 | 19,120,699 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 24,101,232 | 23,313,958 | |
30 Yr Pass Thru | 3.500 | 12-01-47 | 11,618,419 | 11,220,746 | |
30 Yr Pass Thru | 3.500 | 01-01-48 | 18,459,048 | 17,827,236 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 4,629,214 | 4,489,572 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 10,360,736 | 9,996,398 | |
30 Yr Pass Thru | 3.500 | 03-01-49 | 2,977,375 | 2,875,466 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 18,734,634 | 18,064,115 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 56,530,668 | 54,631,080 | |
30 Yr Pass Thru | 3.500 | 09-01-49 | 5,501,412 | 5,292,910 | |
30 Yr Pass Thru | 3.500 | 12-01-49 | 25,776,530 | 24,789,539 | |
30 Yr Pass Thru | 3.500 | 02-01-50 | 27,706,888 | 26,637,324 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 26,966,130 | 25,984,151 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 36,732,471 | 35,130,833 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 35,542,151 | 34,011,852 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 23,496,686 | 22,543,757 | |
30 Yr Pass Thru (A) | 4.000 | TBA | 30,000,000 | 29,321,469 | |
30 Yr Pass Thru (A) | 4.000 | TBA | 39,730,000 | 38,770,874 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 2,734,555 | 2,737,405 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 3,813,454 | 3,817,080 | |
30 Yr Pass Thru | 4.000 | 11-01-40 | 1,288,187 | 1,289,453 | |
30 Yr Pass Thru | 4.000 | 12-01-40 | 1,592,307 | 1,593,962 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 2,558,689 | 2,561,517 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 3,371,848 | 3,376,420 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 1,511,832 | 1,513,650 |
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 | 4.000 | 10-01-41 | 1,072,419 | $1,073,876 | |
30 Yr Pass Thru | 4.000 | 01-01-42 | 1,621,206 | 1,623,244 | |
30 Yr Pass Thru | 4.000 | 05-01-42 | 2,148,615 | 2,148,993 | |
30 Yr Pass Thru | 4.000 | 09-01-43 | 4,484,299 | 4,500,377 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 4,219,643 | 4,217,630 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 1,555,138 | 1,551,481 | |
30 Yr Pass Thru | 4.000 | 01-01-44 | 3,132,501 | 3,132,965 | |
30 Yr Pass Thru | 4.000 | 12-01-45 | 7,977,179 | 7,943,459 | |
30 Yr Pass Thru | 4.000 | 02-01-46 | 4,024,388 | 3,991,027 | |
30 Yr Pass Thru | 4.000 | 04-01-46 | 4,896,542 | 4,855,952 | |
30 Yr Pass Thru | 4.000 | 06-01-46 | 3,180,821 | 3,154,453 | |
30 Yr Pass Thru | 4.000 | 07-01-46 | 5,903,927 | 5,853,141 | |
30 Yr Pass Thru | 4.000 | 10-01-46 | 1,855,988 | 1,840,023 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 7,774,884 | 7,724,039 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 8,026,025 | 7,964,509 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 8,544,573 | 8,486,558 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 2,496,142 | 2,470,184 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 5,533,838 | 5,500,070 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 3,041,408 | 3,011,444 | |
30 Yr Pass Thru | 4.000 | 09-01-48 | 2,702,503 | 2,680,945 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 7,858,586 | 7,783,619 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 9,823,385 | 9,751,162 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 6,831,755 | 6,738,828 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 5,212,330 | 5,149,575 | |
30 Yr Pass Thru | 4.000 | 02-01-49 | 6,177,750 | 6,091,789 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 11,766,314 | 11,628,329 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 16,847,568 | 16,676,319 | |
30 Yr Pass Thru (A) | 4.000 | 08-01-49 | 33,027,820 | 32,681,784 | |
30 Yr Pass Thru | 4.000 | 02-01-50 | 25,794,711 | 25,508,336 | |
30 Yr Pass Thru | 4.000 | 03-01-51 | 107,012,655 | 105,657,383 | |
30 Yr Pass Thru (A) | 4.000 | 08-01-51 | 57,474,624 | 56,890,418 | |
30 Yr Pass Thru (A) | 4.000 | 10-01-51 | 118,513,337 | 116,716,130 | |
30 Yr Pass Thru | 4.000 | 04-01-52 | 10,885,270 | 10,686,182 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 3,031,937 | 2,991,644 | |
30 Yr Pass Thru (A) | 4.500 | TBA | 388,863,000 | 386,463,093 | |
30 Yr Pass Thru (A) | 4.500 | 08-01-52 | 48,963,606 | 48,764,133 | |
30 Yr Pass Thru (A) | 4.500 | 08-01-52 | 10,778,466 | 10,768,070 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 106 | 116 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 86 | 94 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 1,312 | 1,429 | |
30 Yr Pass Thru | 7.000 | 01-01-32 | 52 | 56 | |
30 Yr Pass Thru | 7.000 | 06-01-32 | 24 | 26 | |
30 Yr Pass Thru | 7.500 | 09-01-29 | 31 | 34 | |
30 Yr Pass Thru | 7.500 | 12-01-29 | 36 | 38 | |
30 Yr Pass Thru | 7.500 | 01-01-31 | 15 | 16 | |
30 Yr Pass Thru | 7.500 | 05-01-31 | 103 | 111 | |
30 Yr Pass Thru | 7.500 | 08-01-31 | 42 | 43 | |
Government National Mortgage Association | |||||
30 Yr Pass Thru | 5.000 | 04-15-35 | 1,740 | 1,794 | |
30 Yr Pass Thru | 5.000 | 04-15-35 | 883 | 908 | |
30 Yr Pass Thru | 5.500 | 03-15-35 | 905 | 949 | |
30 Yr Pass Thru | 6.000 | 03-15-33 | 1,559 | 1,655 | |
30 Yr Pass Thru | 6.000 | 06-15-33 | 481 | 508 | |
30 Yr Pass Thru | 6.500 | 09-15-28 | 73 | 76 |
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 | 6.500 | 09-15-29 | 83 | $87 | |
30 Yr Pass Thru | 6.500 | 08-15-31 | 103 | 109 | |
30 Yr Pass Thru | 7.000 | 04-15-29 | 423 | 447 | |
30 Yr Pass Thru | 8.000 | 10-15-26 | 197 | 207 | |
Foreign government obligations 0.4% | $88,828,838 | ||||
(Cost $102,088,084) | |||||
Argentina 0.1% | 22,391,981 | ||||
Republic of Argentina Bond (3.500% to 7-9-29, then 4.875% thereafter) | 3.500 | 07-09-41 | 85,345,000 | 22,391,981 | |
Qatar 0.1% | 19,046,522 | ||||
State of Qatar Bond (C) | 5.103 | 04-23-48 | 17,804,000 | 19,046,522 | |
Saudi Arabia 0.2% | 47,390,335 | ||||
Kingdom of Saudi Arabia Bond (C) | 4.375 | 04-16-29 | 45,688,000 | 47,390,335 | |
Corporate bonds 46.2% | $9,769,049,207 | ||||
(Cost $11,041,005,872) | |||||
Communication services 5.4% | 1,133,830,849 | ||||
Diversified telecommunication services 1.6% | |||||
AT&T, Inc. | 3.500 | 06-01-41 | 36,461,000 | 28,739,563 | |
AT&T, Inc. | 3.650 | 06-01-51 | 44,604,000 | 34,130,390 | |
C&W Senior Financing DAC (C) | 6.875 | 09-15-27 | 20,070,000 | 17,812,125 | |
Connect Finco SARL (C) | 6.750 | 10-01-26 | 22,977,000 | 21,069,449 | |
GCI LLC (C) | 4.750 | 10-15-28 | 12,612,000 | 11,366,187 | |
Kenbourne Invest SA (C) | 4.700 | 01-22-28 | 5,139,000 | 4,134,525 | |
Kenbourne Invest SA (C) | 6.875 | 11-26-24 | 8,255,000 | 7,994,968 | |
Level 3 Financing, Inc. (C) | 3.400 | 03-01-27 | 25,465,000 | 22,586,469 | |
Switch, Ltd. (C) | 3.750 | 09-15-28 | 5,023,000 | 4,977,239 | |
Telecom Argentina SA (C) | 8.000 | 07-18-26 | 11,041,000 | 9,976,537 | |
Telecom Italia SpA (C) | 5.303 | 05-30-24 | 12,891,000 | 12,409,134 | |
Telefonica Emisiones SA | 5.213 | 03-08-47 | 36,118,000 | 31,244,838 | |
Telesat Canada (C)(D) | 5.625 | 12-06-26 | 8,065,000 | 4,701,798 | |
Total Play Telecomunicaciones SA de CV (C) | 6.375 | 09-20-28 | 17,481,000 | 13,766,288 | |
Total Play Telecomunicaciones SA de CV (C) | 7.500 | 11-12-25 | 34,312,000 | 30,880,800 | |
Verizon Communications, Inc. | 4.329 | 09-21-28 | 53,521,000 | 52,818,444 | |
Verizon Communications, Inc. | 4.400 | 11-01-34 | 20,109,000 | 19,020,545 | |
Entertainment 0.9% | |||||
AMC Entertainment Holdings, Inc. (C)(D) | 10.000 | 06-15-26 | 23,102,000 | 18,568,233 | |
Lions Gate Capital Holdings LLC (C) | 5.500 | 04-15-29 | 19,619,000 | 15,539,033 | |
Live Nation Entertainment, Inc. (C) | 4.750 | 10-15-27 | 11,622,000 | 10,576,020 | |
Netflix, Inc. | 4.875 | 04-15-28 | 40,575,000 | 39,459,188 | |
Netflix, Inc. (C) | 4.875 | 06-15-30 | 18,644,000 | 17,807,444 | |
Netflix, Inc. (C) | 5.375 | 11-15-29 | 6,259,000 | 6,165,115 | |
Netflix, Inc. | 5.875 | 11-15-28 | 32,460,000 | 32,823,877 | |
Playtika Holding Corp. (C) | 4.250 | 03-15-29 | 3,991,000 | 3,403,924 | |
Take-Two Interactive Software, Inc. | 3.550 | 04-14-25 | 13,692,000 | 13,373,433 | |
WMG Acquisition Corp. (C)(D) | 3.000 | 02-15-31 | 25,866,000 | 20,531,138 | |
WMG Acquisition Corp. (C) | 3.875 | 07-15-30 | 18,861,000 | 16,220,460 | |
Interactive media and services 0.1% | |||||
Match Group Holdings II LLC (C)(D) | 3.625 | 10-01-31 | 5,958,000 | 4,660,577 | |
Match Group Holdings II LLC (C) | 4.125 | 08-01-30 | 14,047,000 | 11,623,090 | |
Twitter, Inc. (C)(D) | 3.875 | 12-15-27 | 9,291,000 | 8,645,773 |
6 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Media 1.7% | |||||
Altice Financing SA (C) | 5.000 | 01-15-28 | 6,979,000 | $5,631,286 | |
Cable One, Inc. (C) | 4.000 | 11-15-30 | 7,897,000 | 6,575,279 | |
CCO Holdings LLC (C) | 4.500 | 06-01-33 | 14,410,000 | 11,311,850 | |
Charter Communications Operating LLC | 3.900 | 06-01-52 | 16,253,000 | 11,012,257 | |
Charter Communications Operating LLC | 4.200 | 03-15-28 | 40,895,000 | 38,554,998 | |
Charter Communications Operating LLC | 4.800 | 03-01-50 | 41,047,000 | 32,218,649 | |
Charter Communications Operating LLC | 5.750 | 04-01-48 | 46,920,000 | 41,749,215 | |
Charter Communications Operating LLC | 6.484 | 10-23-45 | 38,482,000 | 36,732,461 | |
Globo Comunicacao e Participacoes SA (C) | 4.875 | 01-22-30 | 25,650,000 | 20,943,366 | |
LCPR Senior Secured Financing DAC (C) | 5.125 | 07-15-29 | 8,324,000 | 7,158,640 | |
LCPR Senior Secured Financing DAC (C) | 6.750 | 10-15-27 | 10,382,000 | 9,798,947 | |
News Corp. (C) | 3.875 | 05-15-29 | 15,978,000 | 13,900,860 | |
News Corp. (C) | 5.125 | 02-15-32 | 7,797,000 | 7,173,240 | |
Radiate Holdco LLC (C) | 6.500 | 09-15-28 | 13,791,000 | 10,270,709 | |
Sirius XM Radio, Inc. (C) | 4.000 | 07-15-28 | 23,177,000 | 20,193,541 | |
Sirius XM Radio, Inc. (C) | 5.000 | 08-01-27 | 26,970,000 | 25,389,019 | |
Stagwell Global LLC (C) | 5.625 | 08-15-29 | 35,575,000 | 30,169,379 | |
Townsquare Media, Inc. (C) | 6.875 | 02-01-26 | 7,063,000 | 6,608,002 | |
Univision Communications, Inc. (C) | 4.500 | 05-01-29 | 7,219,000 | 6,314,820 | |
Univision Communications, Inc. (C) | 7.375 | 06-30-30 | 2,196,000 | 2,179,596 | |
Videotron, Ltd. (C) | 3.625 | 06-15-29 | 11,982,000 | 9,945,675 | |
Virgin Media Finance PLC (C) | 5.000 | 07-15-30 | 5,989,000 | 4,731,011 | |
Wireless telecommunication services 1.1% | |||||
Millicom International Cellular SA (C) | 5.125 | 01-15-28 | 3,690,000 | 3,405,427 | |
Millicom International Cellular SA (C) | 6.250 | 03-25-29 | 14,440,500 | 13,670,440 | |
MTN Mauritius Investments, Ltd. (C) | 4.755 | 11-11-24 | 12,421,000 | 12,414,105 | |
Oztel Holdings SPC, Ltd. (C) | 6.625 | 04-24-28 | 13,917,000 | 14,252,400 | |
SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year ICE Swap Rate + 4.854%) (E) | 6.875 | 07-19-27 | 25,963,000 | 22,782,533 | |
Sprint Corp. | 7.875 | 09-15-23 | 18,175,000 | 18,725,703 | |
Telefonica Celular del Paraguay SA (C) | 5.875 | 04-15-27 | 13,976,000 | 13,321,504 | |
T-Mobile USA, Inc. | 2.050 | 02-15-28 | 27,551,000 | 23,910,909 | |
T-Mobile USA, Inc. | 2.875 | 02-15-31 | 3,484,000 | 2,944,677 | |
T-Mobile USA, Inc. | 3.375 | 04-15-29 | 29,308,000 | 26,400,646 | |
T-Mobile USA, Inc. | 3.750 | 04-15-27 | 12,213,000 | 11,711,054 | |
T-Mobile USA, Inc. | 3.875 | 04-15-30 | 39,657,000 | 36,652,065 | |
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) | 7.000 | 04-04-79 | 27,171,000 | 28,049,982 | |
Consumer discretionary 5.6% | 1,187,183,234 | ||||
Auto components 0.1% | |||||
Dealer Tire LLC (C) | 8.000 | 02-01-28 | 7,968,000 | 7,235,767 | |
LCM Investments Holdings II LLC (C) | 4.875 | 05-01-29 | 6,213,000 | 5,186,639 | |
Automobiles 1.6% | |||||
Ford Motor Company | 3.250 | 02-12-32 | 12,651,000 | 9,881,570 | |
Ford Motor Credit Company LLC | 2.900 | 02-16-28 | 4,515,000 | 3,775,669 | |
Ford Motor Credit Company LLC | 4.000 | 11-13-30 | 13,199,000 | 11,026,181 | |
Ford Motor Credit Company LLC | 4.125 | 08-17-27 | 27,831,000 | 25,068,217 | |
Ford Motor Credit Company LLC | 4.134 | 08-04-25 | 66,909,000 | 63,208,932 | |
Ford Motor Credit Company LLC | 5.113 | 05-03-29 | 38,435,000 | 35,520,666 | |
General Motors Company | 5.400 | 10-15-29 | 27,779,000 | 27,102,273 | |
General Motors Company | 5.400 | 04-01-48 | 11,218,000 | 9,795,888 | |
General Motors Financial Company, Inc. | 2.400 | 10-15-28 | 54,508,000 | 45,324,364 | |
General Motors Financial Company, Inc. | 3.600 | 06-21-30 | 59,790,000 | 51,738,610 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Automobiles (continued) | |||||
Hyundai Capital America (C) | 1.000 | 09-17-24 | 26,726,000 | $24,761,096 | |
Hyundai Capital America (C) | 1.800 | 10-15-25 | 11,797,000 | 10,703,545 | |
Hyundai Capital America (C) | 2.375 | 10-15-27 | 10,962,000 | 9,555,435 | |
Mercedes-Benz Finance North America LLC (C) | 3.500 | 08-03-25 | 10,505,000 | 10,253,972 | |
Nissan Motor Acceptance Company LLC (C) | 1.125 | 09-16-24 | 13,599,000 | 12,571,578 | |
Diversified consumer services 0.2% | |||||
GEMS MENASA Cayman, Ltd. (C) | 7.125 | 07-31-26 | 14,169,000 | 13,470,739 | |
Service Corp. International | 4.000 | 05-15-31 | 18,037,000 | 15,416,489 | |
Sotheby’s (C)(D) | 7.375 | 10-15-27 | 12,300,000 | 11,595,456 | |
Hotels, restaurants and leisure 2.6% | |||||
Affinity Gaming (C) | 6.875 | 12-15-27 | 10,775,000 | 9,356,848 | |
Booking Holdings, Inc. | 4.625 | 04-13-30 | 29,538,000 | 29,710,295 | |
Caesars Resort Collection LLC (C) | 5.750 | 07-01-25 | 8,014,000 | 7,853,880 | |
CCM Merger, Inc. (C) | 6.375 | 05-01-26 | 8,345,000 | 7,842,362 | |
Choice Hotels International, Inc. | 3.700 | 12-01-29 | 15,994,000 | 14,159,826 | |
Choice Hotels International, Inc. | 3.700 | 01-15-31 | 14,687,000 | 12,813,621 | |
Expedia Group, Inc. | 2.950 | 03-15-31 | 19,051,000 | 15,936,850 | |
Expedia Group, Inc. | 3.250 | 02-15-30 | 29,517,000 | 25,527,127 | |
Expedia Group, Inc. | 3.800 | 02-15-28 | 44,007,000 | 40,931,782 | |
Expedia Group, Inc. | 4.625 | 08-01-27 | 26,562,000 | 25,857,427 | |
Expedia Group, Inc. | 5.000 | 02-15-26 | 28,541,000 | 28,608,090 | |
Full House Resorts, Inc. (C) | 8.250 | 02-15-28 | 9,403,000 | 8,580,238 | |
Hilton Domestic Operating Company, Inc. (C) | 3.625 | 02-15-32 | 13,389,000 | 10,809,141 | |
Hilton Domestic Operating Company, Inc. | 4.875 | 01-15-30 | 23,211,000 | 21,210,212 | |
Hilton Grand Vacations Borrower Escrow LLC (C) | 4.875 | 07-01-31 | 13,024,000 | 10,751,312 | |
Hilton Grand Vacations Borrower Escrow LLC (C) | 5.000 | 06-01-29 | 16,411,000 | 14,520,699 | |
Hyatt Hotels Corp. | 1.800 | 10-01-24 | 14,464,000 | 13,750,622 | |
Hyatt Hotels Corp. | 6.000 | 04-23-30 | 12,540,000 | 12,808,451 | |
International Game Technology PLC (C) | 4.125 | 04-15-26 | 2,543,000 | 2,331,105 | |
International Game Technology PLC (C) | 5.250 | 01-15-29 | 4,076,000 | 3,811,019 | |
International Game Technology PLC (C) | 6.500 | 02-15-25 | 9,070,000 | 9,001,975 | |
Jacobs Entertainment, Inc. (C) | 6.750 | 02-15-29 | 7,277,000 | 6,458,338 | |
Marriott International, Inc. | 3.125 | 06-15-26 | 9,705,000 | 9,222,729 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 23,846,000 | 22,774,639 | |
Marriott Ownership Resorts, Inc. (C) | 4.500 | 06-15-29 | 3,098,000 | 2,611,908 | |
MGM Resorts International | 4.750 | 10-15-28 | 29,156,000 | 25,628,051 | |
Midwest Gaming Borrower LLC (C) | 4.875 | 05-01-29 | 16,228,000 | 14,240,070 | |
Mohegan Gaming & Entertainment (C) | 8.000 | 02-01-26 | 20,373,000 | 17,923,147 | |
New Red Finance, Inc. (C) | 4.000 | 10-15-30 | 36,442,000 | 29,575,052 | |
Premier Entertainment Sub LLC (C) | 5.625 | 09-01-29 | 10,140,000 | 7,489,607 | |
Resorts World Las Vegas LLC (C) | 4.625 | 04-16-29 | 19,445,000 | 15,910,695 | |
Resorts World Las Vegas LLC (C) | 4.625 | 04-06-31 | 8,500,000 | 6,585,512 | |
Royal Caribbean Cruises, Ltd. (C) | 9.125 | 06-15-23 | 8,970,000 | 9,042,747 | |
Travel + Leisure Company (C) | 4.625 | 03-01-30 | 9,653,000 | 7,723,555 | |
Travel + Leisure Company | 6.600 | 10-01-25 | 9,936,000 | 10,005,264 | |
Wyndham Hotels & Resorts, Inc. (C) | 4.375 | 08-15-28 | 9,122,000 | 8,158,384 | |
Yum! Brands, Inc. | 3.625 | 03-15-31 | 17,351,000 | 14,613,012 | |
Yum! Brands, Inc. (C) | 4.750 | 01-15-30 | 12,209,000 | 11,125,451 | |
Household durables 0.4% | |||||
Brookfield Residential Properties, Inc. (C) | 5.000 | 06-15-29 | 9,654,000 | 7,679,757 | |
Century Communities, Inc. (C) | 3.875 | 08-15-29 | 23,439,000 | 18,839,213 | |
Century Communities, Inc. | 6.750 | 06-01-27 | 16,919,000 | 16,590,827 |
8 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Household durables (continued) | |||||
Empire Communities Corp. (C) | 7.000 | 12-15-25 | 5,108,000 | $4,392,111 | |
KB Home | 4.000 | 06-15-31 | 18,228,000 | 14,378,520 | |
KB Home | 7.250 | 07-15-30 | 4,121,000 | 3,958,736 | |
MDC Holdings, Inc. | 2.500 | 01-15-31 | 10,454,000 | 7,463,173 | |
Toll Brothers Finance Corp. | 3.800 | 11-01-29 | 5,033,000 | 4,265,545 | |
Internet and direct marketing retail 0.2% | |||||
Amazon.com, Inc. | 4.050 | 08-22-47 | 25,315,000 | 23,489,583 | |
eBay, Inc. | 2.700 | 03-11-30 | 33,499,000 | 28,882,367 | |
Multiline retail 0.2% | |||||
Dollar Tree, Inc. | 4.200 | 05-15-28 | 47,942,000 | 46,704,395 | |
Macy’s Retail Holdings LLC (C)(D) | 5.875 | 04-01-29 | 4,584,000 | 3,967,452 | |
Macy’s Retail Holdings LLC (C) | 5.875 | 03-15-30 | 1,337,000 | 1,143,135 | |
Macy’s Retail Holdings LLC (C) | 6.125 | 03-15-32 | 2,507,000 | 2,081,828 | |
Specialty retail 0.3% | |||||
Asbury Automotive Group, Inc. (C) | 4.625 | 11-15-29 | 3,401,000 | 2,916,358 | |
Asbury Automotive Group, Inc. | 4.750 | 03-01-30 | 14,462,000 | 12,292,700 | |
AutoNation, Inc. | 4.750 | 06-01-30 | 11,901,000 | 11,139,882 | |
Group 1 Automotive, Inc. (C) | 4.000 | 08-15-28 | 2,525,000 | 2,157,310 | |
Ken Garff Automotive LLC (C) | 4.875 | 09-15-28 | 9,464,000 | 7,937,287 | |
Lithia Motors, Inc. (C) | 3.875 | 06-01-29 | 7,350,000 | 6,203,474 | |
Lithia Motors, Inc. (C) | 4.375 | 01-15-31 | 7,350,000 | 6,468,000 | |
Lithia Motors, Inc. (C) | 4.625 | 12-15-27 | 3,675,000 | 3,402,866 | |
Specialty Building Products Holdings LLC (C) | 6.375 | 09-30-26 | 2,636,000 | 2,374,586 | |
Consumer staples 1.5% | 313,007,194 | ||||
Beverages 0.1% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 21,905,000 | 19,866,562 | |
Food and staples retailing 0.2% | |||||
Advantage Sales & Marketing, Inc. (C) | 6.500 | 11-15-28 | 21,591,000 | 18,568,260 | |
Albertsons Companies, Inc. (C) | 3.250 | 03-15-26 | 7,275,000 | 6,557,358 | |
Albertsons Companies, Inc. (C) | 3.500 | 03-15-29 | 13,922,000 | 11,441,100 | |
Food products 1.0% | |||||
BRF SA (C) | 5.750 | 09-21-50 | 19,438,000 | 13,810,699 | |
Coruripe Netherlands BV (C) | 10.000 | 02-10-27 | 19,985,000 | 17,436,913 | |
JBS USA LUX SA (C) | 3.625 | 01-15-32 | 17,668,000 | 15,282,997 | |
JBS USA LUX SA (C) | 3.750 | 12-01-31 | 5,619,000 | 4,921,514 | |
JBS USA LUX SA (C) | 5.125 | 02-01-28 | 11,250,000 | 11,235,936 | |
JBS USA LUX SA (C) | 5.750 | 04-01-33 | 30,306,000 | 30,189,928 | |
Kraft Heinz Foods Company | 4.375 | 06-01-46 | 32,743,000 | 27,814,507 | |
Kraft Heinz Foods Company | 4.875 | 10-01-49 | 5,823,000 | 5,282,815 | |
Kraft Heinz Foods Company | 5.000 | 06-04-42 | 12,796,000 | 11,923,533 | |
Kraft Heinz Foods Company | 5.500 | 06-01-50 | 19,892,000 | 19,804,230 | |
MARB BondCo PLC (C) | 3.950 | 01-29-31 | 26,902,000 | 21,218,953 | |
NBM US Holdings, Inc. (C) | 6.625 | 08-06-29 | 23,063,000 | 22,457,596 | |
Post Holdings, Inc. (C) | 5.500 | 12-15-29 | 17,011,000 | 15,588,965 | |
Household products 0.1% | |||||
Edgewell Personal Care Company (C) | 4.125 | 04-01-29 | 9,887,000 | 8,497,679 | |
Edgewell Personal Care Company (C) | 5.500 | 06-01-28 | 12,267,000 | 11,328,697 | |
Personal products 0.1% | |||||
Natura Cosmeticos SA (C) | 4.125 | 05-03-28 | 11,873,000 | 9,813,392 | |
Oriflame Investment Holding PLC (C)(D) | 5.125 | 05-04-26 | 17,182,000 | 9,965,560 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy 5.0% | $1,064,548,749 | ||||
Energy equipment and services 0.2% | |||||
CSI Compressco LP (C)(D) | 7.500 | 04-01-25 | 19,702,000 | 17,966,451 | |
CSI Compressco LP (C) | 7.500 | 04-01-25 | 5,179,000 | 4,722,782 | |
CSI Compressco LP (10.000% Cash or 7.250% Cash and 3.500% PIK) (C)(D) | 10.000 | 04-01-26 | 16,839,837 | 15,240,052 | |
Inkia Energy, Ltd. (C) | 5.875 | 11-09-27 | 4,600,000 | 4,373,671 | |
Oil, gas and consumable fuels 4.8% | |||||
Aker BP ASA (C) | 3.000 | 01-15-25 | 13,687,000 | 13,034,089 | |
Aker BP ASA (C) | 3.100 | 07-15-31 | 23,855,000 | 20,065,892 | |
Aker BP ASA (C) | 3.750 | 01-15-30 | 15,636,000 | 14,053,480 | |
Aker BP ASA (C) | 4.000 | 01-15-31 | 35,151,000 | 31,730,112 | |
Altera Infrastructure LP (C)(F) | 8.500 | 07-15-23 | 16,547,000 | 747,132 | |
Antero Midstream Partners LP (C) | 5.375 | 06-15-29 | 16,047,000 | 14,713,655 | |
Antero Resources Corp. (C) | 5.375 | 03-01-30 | 5,836,000 | 5,493,223 | |
Ascent Resources Utica Holdings LLC (C) | 5.875 | 06-30-29 | 20,673,000 | 18,605,700 | |
Cheniere Energy Partners LP | 4.000 | 03-01-31 | 31,837,000 | 27,897,171 | |
Cheniere Energy Partners LP | 4.500 | 10-01-29 | 31,736,000 | 29,223,302 | |
Continental Resources, Inc. | 4.900 | 06-01-44 | 13,606,000 | 10,678,397 | |
Coterra Energy, Inc. (C) | 4.375 | 06-01-24 | 12,976,000 | 12,896,274 | |
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (C) | 5.850 | 05-21-43 | 14,289,000 | 13,923,202 | |
Diamondback Energy, Inc. | 3.125 | 03-24-31 | 17,121,000 | 14,762,219 | |
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) | 5.500 | 07-15-77 | 22,814,000 | 20,874,235 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 24,061,000 | 22,597,376 | |
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) | 6.250 | 03-01-78 | 22,368,000 | 21,150,379 | |
Energean Israel Finance, Ltd. (C) | 5.375 | 03-30-28 | 6,461,000 | 5,782,840 | |
Energean Israel Finance, Ltd. (C) | 5.875 | 03-30-31 | 11,574,000 | 10,031,406 | |
Energy Transfer LP | 4.200 | 04-15-27 | 15,075,000 | 14,452,877 | |
Energy Transfer LP | 5.150 | 03-15-45 | 24,013,000 | 20,705,078 | |
Energy Transfer LP | 5.250 | 04-15-29 | 48,302,000 | 47,092,418 | |
Energy Transfer LP | 5.400 | 10-01-47 | 17,042,000 | 15,182,569 | |
Energy Transfer LP | 5.500 | 06-01-27 | 23,511,000 | 23,747,874 | |
Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (E) | 6.500 | 11-15-26 | 30,618,000 | 28,268,480 | |
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) | 5.250 | 08-16-77 | 41,098,000 | 35,560,734 | |
EQM Midstream Partners LP (C) | 7.500 | 06-01-30 | 1,610,000 | 1,598,424 | |
EQM Midstream Partners LP (C) | 7.500 | 06-01-27 | 2,859,000 | 2,827,094 | |
EQT Corp. | 7.000 | 02-01-30 | 9,489,000 | 10,154,037 | |
Hess Midstream Operations LP (C) | 4.250 | 02-15-30 | 5,230,000 | 4,489,917 | |
Hess Midstream Operations LP (C) | 5.500 | 10-15-30 | 2,295,000 | 2,089,631 | |
Inversiones Latin America Power, Ltda. (C) | 5.125 | 06-15-33 | 12,487,013 | 6,868,425 | |
Kinder Morgan Energy Partners LP | 7.750 | 03-15-32 | 15,840,000 | 17,981,363 | |
Leviathan Bond, Ltd. (C) | 6.500 | 06-30-27 | 29,476,000 | 28,526,640 | |
Leviathan Bond, Ltd. (C) | 6.750 | 06-30-30 | 4,949,000 | 4,684,722 | |
MC Brazil Downstream Trading SARL (C) | 7.250 | 06-30-31 | 18,736,000 | 15,667,980 | |
Midwest Connector Capital Company LLC (C) | 3.900 | 04-01-24 | 23,310,000 | 22,709,854 | |
MPLX LP | 4.000 | 03-15-28 | 19,213,000 | 18,380,106 | |
MPLX LP | 4.125 | 03-01-27 | 5,490,000 | 5,322,295 | |
MPLX LP | 4.250 | 12-01-27 | 15,703,000 | 15,172,795 | |
MPLX LP | 4.950 | 09-01-32 | 13,328,000 | 12,913,184 | |
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (D)(E) | 6.875 | 02-15-23 | 54,521,000 | 52,582,476 | |
Ovintiv, Inc. | 7.200 | 11-01-31 | 3,846,000 | 4,132,852 | |
Parkland Corp. (C) | 4.500 | 10-01-29 | 12,267,000 | 10,379,480 | |
Parkland Corp. (C) | 4.625 | 05-01-30 | 11,791,000 | 10,121,306 | |
Petroleos Mexicanos (C) | 8.750 | 06-02-29 | 21,790,000 | 20,084,497 |
10 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 13,493,000 | $12,721,048 | |
Sabine Pass Liquefaction LLC | 4.500 | 05-15-30 | 28,938,000 | 27,703,259 | |
Sabine Pass Liquefaction LLC | 5.000 | 03-15-27 | 12,815,000 | 12,770,504 | |
Sabine Pass Liquefaction LLC | 5.875 | 06-30-26 | 15,844,000 | 16,284,382 | |
Southwestern Energy Company | 4.750 | 02-01-32 | 9,065,000 | 8,080,197 | |
Sunoco LP | 4.500 | 05-15-29 | 7,321,000 | 6,219,840 | |
Sunoco LP | 4.500 | 04-30-30 | 17,216,000 | 14,685,248 | |
Targa Resources Corp. | 4.950 | 04-15-52 | 29,927,000 | 25,805,224 | |
Targa Resources Partners LP | 4.000 | 01-15-32 | 24,529,000 | 21,480,421 | |
The Williams Companies, Inc. | 3.750 | 06-15-27 | 22,304,000 | 21,520,503 | |
The Williams Companies, Inc. | 4.550 | 06-24-24 | 48,429,000 | 48,534,564 | |
The Williams Companies, Inc. | 4.650 | 08-15-32 | 19,032,000 | 18,347,753 | |
TransCanada PipeLines, Ltd. | 4.250 | 05-15-28 | 13,625,000 | 13,288,289 | |
Venture Global Calcasieu Pass LLC (C) | 3.875 | 08-15-29 | 6,386,000 | 5,571,785 | |
Venture Global Calcasieu Pass LLC (C) | 4.125 | 08-15-31 | 10,687,000 | 9,275,584 | |
Financials 10.8% | 2,281,142,914 | ||||
Banks 6.4% | |||||
Banco Santander SA | 4.379 | 04-12-28 | 19,106,000 | 17,986,119 | |
Bank of America Corp. (2.087% to 6-14-28, then SOFR + 1.060%) | 2.087 | 06-14-29 | 34,490,000 | 29,322,406 | |
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 32,646,000 | 27,543,387 | |
Bank of America Corp. (2.687% to 4-22-31, then SOFR + 1.320%) | 2.687 | 04-22-32 | 61,839,000 | 51,264,340 | |
Bank of America Corp. | 3.248 | 10-21-27 | 27,044,000 | 25,517,308 | |
Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) | 3.846 | 03-08-37 | 30,104,000 | 25,890,535 | |
Bank of America Corp. | 3.950 | 04-21-25 | 32,386,000 | 32,062,400 | |
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (E) | 6.300 | 03-10-26 | 45,620,000 | 46,475,375 | |
Barclays PLC (1.007% to 12-10-23, then 1 Year CMT + 0.800%) | 1.007 | 12-10-24 | 11,618,000 | 11,010,497 | |
Barclays PLC (4.375% to 3-15-28, then 5 Year CMT + 3.410%) (E) | 4.375 | 03-15-28 | 25,632,000 | 19,230,246 | |
Barclays PLC (8.000% to 3-15-29, then 5 Year CMT + 5.431%) (E) | 8.000 | 03-15-29 | 12,203,000 | 11,806,403 | |
BPCE SA (C) | 4.500 | 03-15-25 | 20,953,000 | 20,325,460 | |
Citigroup, Inc. (2.561% to 5-1-31, then SOFR + 1.167%) | 2.561 | 05-01-32 | 17,287,000 | 14,138,919 | |
Citigroup, Inc. | 3.200 | 10-21-26 | 39,653,000 | 37,876,510 | |
Citigroup, Inc. | 4.600 | 03-09-26 | 51,712,000 | 51,589,709 | |
Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (E) | 4.700 | 01-30-25 | 36,879,000 | 31,278,002 | |
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (E) | 6.250 | 08-15-26 | 27,864,000 | 27,653,627 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 38,053,000 | 33,562,144 | |
Credit Agricole SA (C) | 2.811 | 01-11-41 | 16,269,000 | 10,975,757 | |
Credit Agricole SA (C) | 3.250 | 01-14-30 | 34,209,000 | 28,872,649 | |
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (C)(E) | 7.875 | 01-23-24 | 18,505,000 | 18,412,475 | |
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (E) | 5.100 | 06-30-23 | 19,543,000 | 17,891,895 | |
Freedom Mortgage Corp. (C) | 8.125 | 11-15-24 | 12,459,000 | 11,060,103 | |
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 | 6,758,044 | |
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 | 6,921,149 | |
Intesa Sanpaolo SpA (4.198% to 6-1-31, then 1 Year CMT + 2.600%) (C) | 4.198 | 06-01-32 | 12,859,000 | 9,356,515 | |
JPMorgan Chase & Co. (2.522% to 4-22-30, then SOFR + 2.040%) | 2.522 | 04-22-31 | 37,470,000 | 31,694,902 | |
JPMorgan Chase & Co. (2.956% to 5-13-30, then SOFR + 2.515%) | 2.956 | 05-13-31 | 33,681,000 | 28,867,901 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (E) | 4.600 | 02-01-25 | 28,722,000 | 25,246,638 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (E) | 6.750 | 02-01-24 | 37,415,000 | 37,642,328 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 64,560,000 | 63,932,108 | |
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 | 22,139,000 | 21,895,471 | |
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (D)(E) | 5.125 | 11-01-26 | 10,483,000 | 9,714,038 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) | 3.754 | 11-01-29 | 12,650,000 | $11,993,253 | |
NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (E) | 6.000 | 12-29-25 | 28,042,000 | 26,353,676 | |
NatWest Markets PLC (C) | 1.600 | 09-29-26 | 35,700,000 | 31,467,744 | |
Santander Holdings USA, Inc. (2.490% to 1-6-27, then SOFR + 1.249%) | 2.490 | 01-06-28 | 23,584,000 | 20,508,456 | |
Santander Holdings USA, Inc. | 3.244 | 10-05-26 | 53,984,000 | 50,198,639 | |
Santander Holdings USA, Inc. | 3.450 | 06-02-25 | 46,840,000 | 44,781,691 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 11,424,000 | 10,998,505 | |
Societe Generale SA (4.750% to 5-26-26, then 5 Year CMT + 3.931%) (C)(E) | 4.750 | 05-26-26 | 17,416,000 | 14,414,875 | |
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (C)(D)(E) | 5.375 | 11-18-30 | 22,339,000 | 18,094,590 | |
Societe Generale SA (6.221% to 6-15-32, then 1 Year CMT + 3.200%) (C) | 6.221 | 06-15-33 | 14,339,000 | 13,638,098 | |
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (E) | 3.400 | 09-15-26 | 37,637,000 | 30,410,696 | |
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (E) | 4.850 | 06-01-23 | 14,899,000 | 13,798,799 | |
The PNC Financial Services Group, Inc. (3 month LIBOR + 3.678%) (B)(E) | 6.460 | 11-01-22 | 29,301,000 | 29,030,098 | |
Wells Fargo & Company (2.393% to 6-2-27, then SOFR + 2.100%) | 2.393 | 06-02-28 | 56,184,000 | 50,326,840 | |
Wells Fargo & Company (2.879% to 10-30-29, then SOFR + 1.432%) | 2.879 | 10-30-30 | 44,011,000 | 38,603,725 | |
Wells Fargo & Company (3.068% to 4-30-40, then SOFR + 2.530%) | 3.068 | 04-30-41 | 25,324,000 | 19,384,676 | |
Wells Fargo & Company (3.350% to 3-2-32, then SOFR + 1.500%) | 3.350 | 03-02-33 | 21,978,000 | 19,185,570 | |
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (E) | 5.875 | 06-15-25 | 66,007,000 | 65,675,096 | |
Capital markets 2.5% | |||||
Ares Capital Corp. | 2.150 | 07-15-26 | 27,532,000 | 23,912,675 | |
Ares Capital Corp. | 2.875 | 06-15-28 | 20,575,000 | 17,090,167 | |
Ares Capital Corp. | 3.875 | 01-15-26 | 20,967,000 | 19,718,722 | |
Ares Capital Corp. | 4.200 | 06-10-24 | 19,386,000 | 19,212,252 | |
Blackstone Private Credit Fund | 2.350 | 11-22-24 | 24,290,000 | 22,563,882 | |
Blackstone Private Credit Fund | 2.700 | 01-15-25 | 18,807,000 | 17,448,663 | |
Blackstone Private Credit Fund | 3.250 | 03-15-27 | 5,483,000 | 4,704,159 | |
Blackstone Private Credit Fund | 4.000 | 01-15-29 | 27,133,000 | 23,388,597 | |
Cantor Fitzgerald LP (C) | 4.875 | 05-01-24 | 29,166,000 | 28,986,495 | |
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | 2.311 | 11-16-27 | 22,438,000 | 19,061,749 | |
Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) | 3.742 | 01-07-33 | 29,929,000 | 21,264,462 | |
Lazard Group LLC | 4.375 | 03-11-29 | 13,937,000 | 13,338,514 | |
Macquarie Bank, Ltd. (C) | 3.624 | 06-03-30 | 17,809,000 | 15,362,148 | |
Macquarie Bank, Ltd. (C) | 4.875 | 06-10-25 | 18,897,000 | 18,797,450 | |
Morgan Stanley (2.239% to 7-21-31, then SOFR + 1.178%) | 2.239 | 07-21-32 | 14,763,000 | 11,891,697 | |
Morgan Stanley (2.484% to 9-16-31, then SOFR + 1.360%) | 2.484 | 09-16-36 | 44,057,000 | 33,914,396 | |
Morgan Stanley | 3.875 | 01-27-26 | 19,255,000 | 19,038,244 | |
MSCI, Inc. (C) | 3.250 | 08-15-33 | 19,492,000 | 15,470,703 | |
MSCI, Inc. (C) | 3.625 | 11-01-31 | 15,116,000 | 12,593,172 | |
S&P Global, Inc. (C) | 4.750 | 08-01-28 | 11,278,000 | 11,553,175 | |
The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then SOFR + 1.281%) | 2.615 | 04-22-32 | 76,569,000 | 63,267,561 | |
The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then SOFR + 1.264%) | 2.650 | 10-21-32 | 29,672,000 | 24,363,434 | |
The Goldman Sachs Group, Inc. | 3.850 | 01-26-27 | 54,969,000 | 53,255,908 | |
UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (C)(E) | 7.000 | 01-31-24 | 16,988,000 | 16,593,661 | |
Consumer finance 0.3% | |||||
Ally Financial, Inc. | 5.125 | 09-30-24 | 36,120,000 | 36,575,693 | |
Discover Financial Services | 4.100 | 02-09-27 | 8,970,000 | 8,611,111 | |
Enova International, Inc. (C) | 8.500 | 09-01-24 | 3,762,000 | 3,579,808 | |
Enova International, Inc. (C) | 8.500 | 09-15-25 | 17,273,000 | 16,113,291 | |
OneMain Finance Corp. | 6.875 | 03-15-25 | 5,750,000 | 5,589,143 |
12 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Diversified financial services 0.0% | |||||
Jefferies Group LLC | 4.850 | 01-15-27 | 6,912,000 | $6,863,547 | |
Insurance 1.4% | |||||
Athene Holding, Ltd. | 3.500 | 01-15-31 | 13,118,000 | 11,263,666 | |
AXA SA | 8.600 | 12-15-30 | 8,300,000 | 10,333,500 | |
CNA Financial Corp. | 2.050 | 08-15-30 | 10,645,000 | 8,534,519 | |
CNO Financial Group, Inc. | 5.250 | 05-30-25 | 11,065,000 | 11,117,151 | |
CNO Financial Group, Inc. | 5.250 | 05-30-29 | 30,469,000 | 29,458,998 | |
Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (C) | 4.125 | 12-15-51 | 22,470,000 | 18,566,025 | |
Liberty Mutual Group, Inc. (C) | 5.500 | 06-15-52 | 4,433,000 | 4,326,198 | |
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | 6.400 | 12-15-36 | 24,309,000 | 24,910,872 | |
New York Life Insurance Company (C) | 3.750 | 05-15-50 | 13,513,000 | 11,241,124 | |
Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (C) | 2.750 | 01-21-51 | 35,062,000 | 29,220,562 | |
Nippon Life Insurance Company (5.100% to 10-16-24, then 5 Year U.S. Swap Rate + 3.650%) (C) | 5.100 | 10-16-44 | 21,465,000 | 21,411,643 | |
Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) | 5.125 | 03-01-52 | 14,800,000 | 13,746,545 | |
Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%) | 5.875 | 09-15-42 | 52,754,000 | 52,780,377 | |
SBL Holdings, Inc. (C) | 5.000 | 02-18-31 | 22,901,000 | 18,316,426 | |
Teachers Insurance & Annuity Association of America (C) | 4.270 | 05-15-47 | 27,751,000 | 24,992,670 | |
Thrifts and mortgage finance 0.2% | |||||
Nationstar Mortgage Holdings, Inc. (C) | 5.125 | 12-15-30 | 10,058,000 | 7,920,198 | |
Nationstar Mortgage Holdings, Inc. (C) | 5.500 | 08-15-28 | 11,236,000 | 9,392,983 | |
Nationstar Mortgage Holdings, Inc. (C) | 6.000 | 01-15-27 | 6,021,000 | 5,355,172 | |
Radian Group, Inc. | 4.500 | 10-01-24 | 12,023,000 | 11,489,419 | |
Health care 2.2% | 468,248,785 | ||||
Biotechnology 0.3% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 70,119,000 | 64,044,273 | |
Health care equipment and supplies 0.1% | �� | ||||
Varex Imaging Corp. (C) | 7.875 | 10-15-27 | 9,865,000 | 9,519,725 | |
Health care providers and services 1.5% | |||||
AdaptHealth LLC (C) | 5.125 | 03-01-30 | 11,714,000 | 10,000,828 | |
AmerisourceBergen Corp. | 2.800 | 05-15-30 | 22,531,000 | 19,611,600 | |
Centene Corp. | 3.000 | 10-15-30 | 20,848,000 | 17,424,758 | |
Centene Corp. | 3.375 | 02-15-30 | 12,115,000 | 10,388,613 | |
Centene Corp. | 4.250 | 12-15-27 | 6,580,000 | 6,248,763 | |
Centene Corp. | 4.625 | 12-15-29 | 9,945,000 | 9,368,588 | |
CVS Health Corp. | 3.750 | 04-01-30 | 19,631,000 | 18,436,073 | |
CVS Health Corp. | 4.300 | 03-25-28 | 11,813,000 | 11,678,109 | |
CVS Health Corp. | 5.050 | 03-25-48 | 23,954,000 | 23,063,212 | |
DaVita, Inc. (C) | 3.750 | 02-15-31 | 25,782,000 | 18,969,751 | |
DaVita, Inc. (C) | 4.625 | 06-01-30 | 25,304,000 | 20,370,732 | |
Encompass Health Corp. | 4.500 | 02-01-28 | 9,496,000 | 8,307,484 | |
Encompass Health Corp. | 4.625 | 04-01-31 | 6,644,000 | 5,487,385 | |
Fresenius Medical Care US Finance III, Inc. (C) | 2.375 | 02-16-31 | 37,988,000 | 29,507,072 | |
HCA, Inc. | 4.125 | 06-15-29 | 20,511,000 | 18,881,116 | |
HCA, Inc. | 5.250 | 04-15-25 | 21,962,000 | 22,209,242 | |
HCA, Inc. | 5.250 | 06-15-26 | 17,933,000 | 18,021,602 | |
Rede D’or Finance Sarl (C)(D) | 4.500 | 01-22-30 | 5,654,000 | 5,003,790 | |
Select Medical Corp. (C) | 6.250 | 08-15-26 | 17,348,000 | 16,596,138 | |
Universal Health Services, Inc. (C) | 1.650 | 09-01-26 | 22,040,000 | 19,036,317 | |
Universal Health Services, Inc. (C) | 2.650 | 10-15-30 | 23,046,000 | 18,167,897 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
Health care (continued) | |||||
Pharmaceuticals 0.3% | |||||
Organon & Company (C) | 5.125 | 04-30-31 | 20,418,000 | $17,865,750 | |
Royalty Pharma PLC | 1.750 | 09-02-27 | 12,150,000 | 10,557,043 | |
Viatris, Inc. | 2.300 | 06-22-27 | 8,657,000 | 7,453,448 | |
Viatris, Inc. | 2.700 | 06-22-30 | 21,814,000 | 17,181,932 | |
Viatris, Inc. | 4.000 | 06-22-50 | 22,979,000 | 14,847,544 | |
Industrials 6.3% | 1,325,624,718 | ||||
Aerospace and defense 0.8% | |||||
DAE Funding LLC (C) | 2.625 | 03-20-25 | 24,111,000 | 22,563,315 | |
Huntington Ingalls Industries, Inc. | 4.200 | 05-01-30 | 17,017,000 | 15,838,406 | |
The Boeing Company | 3.200 | 03-01-29 | 13,975,000 | 12,347,155 | |
The Boeing Company | 5.040 | 05-01-27 | 41,295,000 | 41,170,796 | |
The Boeing Company | 5.150 | 05-01-30 | 57,564,000 | 56,655,089 | |
TransDigm, Inc. | 5.500 | 11-15-27 | 28,478,000 | 25,627,352 | |
Air freight and logistics 0.0% | |||||
Simpar Europe SA (C) | 5.200 | 01-26-31 | 6,695,000 | 5,433,059 | |
Airlines 2.3% | |||||
Air Canada 2013-1 Class A Pass Through Trust (C) | 4.125 | 05-15-25 | 8,921,945 | 7,974,125 | |
Air Canada 2017-1 Class B Pass Through Trust (C) | 3.700 | 01-15-26 | 9,227,381 | 8,144,648 | |
Alaska Airlines 2020-1 Class B Pass Through Trust (C) | 8.000 | 08-15-25 | 7,031,250 | 7,347,725 | |
American Airlines 2015-1 Class A Pass Through Trust | 3.375 | 05-01-27 | 58,823,910 | 50,371,084 | |
American Airlines 2015-1 Class B Pass Through Trust | 3.700 | 05-01-23 | 12,739,713 | 12,334,955 | |
American Airlines 2016-1 Class A Pass Through Trust | 4.100 | 01-15-28 | 20,227,120 | 15,921,563 | |
American Airlines 2017-1 Class A Pass Through Trust | 4.000 | 02-15-29 | 6,541,381 | 5,225,625 | |
American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 15,148,269 | 13,929,641 | |
American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 14,136,867 | 11,366,542 | |
American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 22,105,180 | 16,586,777 | |
American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 14,742,839 | 13,014,781 | |
American Airlines 2021-1 Class A Pass Through Trust | 2.875 | 07-11-34 | 13,660,000 | 11,426,052 | |
American Airlines 2021-1 Class B Pass Through Trust | 3.950 | 07-11-30 | 10,179,000 | 8,470,956 | |
British Airways 2013-1 Class A Pass Through Trust (C) | 4.625 | 06-20-24 | 8,481,485 | 8,330,486 | |
British Airways 2018-1 Class A Pass Through Trust (C) | 4.125 | 09-20-31 | 7,250,576 | 6,202,009 | |
British Airways 2020-1 Class A Pass Through Trust (C) | 4.250 | 11-15-32 | 7,042,082 | 6,572,778 | |
British Airways 2020-1 Class B Pass Through Trust (C) | 8.375 | 11-15-28 | 5,238,764 | 5,444,289 | |
Delta Air Lines, Inc. | 2.900 | 10-28-24 | 38,340,000 | 35,930,906 | |
Delta Air Lines, Inc. (D) | 4.375 | 04-19-28 | 26,290,000 | 23,117,191 | |
Delta Air Lines, Inc. (C) | 4.500 | 10-20-25 | 5,725,000 | 5,607,623 | |
Delta Air Lines, Inc. (C) | 4.750 | 10-20-28 | 20,881,627 | 19,948,963 | |
JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 16,614,112 | 14,144,036 | |
United Airlines 2014-2 Class A Pass Through Trust | 3.750 | 09-03-26 | 29,222,212 | 26,923,888 | |
United Airlines 2014-2 Class B Pass Through Trust | 4.625 | 09-03-22 | 6,320,255 | 6,318,571 | |
United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 24,172,237 | 19,278,711 | |
United Airlines 2016-1 Class B Pass Through Trust | 3.650 | 01-07-26 | 21,044,562 | 18,642,056 | |
United Airlines 2018-1 Class B Pass Through Trust | 4.600 | 03-01-26 | 5,249,611 | 4,871,729 | |
United Airlines 2019-1 Class A Pass Through Trust | 4.550 | 08-25-31 | 13,295,340 | 11,039,437 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 46,674,010 | 46,066,926 | |
United Airlines 2020-1 Class B Pass Through Trust | 4.875 | 01-15-26 | 10,085,320 | 9,522,231 | |
United Airlines, Inc. (C) | 4.375 | 04-15-26 | 1,856,000 | 1,692,208 | |
United Airlines, Inc. (C) | 4.625 | 04-15-29 | 4,647,000 | 4,077,743 | |
US Airways 2010-1 Class A Pass Through Trust | 6.250 | 04-22-23 | 4,448,307 | 4,428,609 | |
US Airways 2011-1 Class A Pass Through Trust | 7.125 | 10-22-23 | 11,490,934 | 11,472,274 | |
US Airways 2012-1 Class A Pass Through Trust | 5.900 | 10-01-24 | 4,619,195 | 4,532,575 | |
US Airways 2012-2 Class A Pass Through Trust | 4.625 | 06-03-25 | 10,707,594 | 9,638,805 |
14 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Building products 0.2% | |||||
Builders FirstSource, Inc. (C) | 4.250 | 02-01-32 | 19,875,000 | $15,864,921 | |
Builders FirstSource, Inc. (C) | 5.000 | 03-01-30 | 2,354,000 | 2,086,233 | |
Builders FirstSource, Inc. (C) | 6.375 | 06-15-32 | 12,079,000 | 11,203,273 | |
Owens Corning | 3.950 | 08-15-29 | 20,949,000 | 19,651,329 | |
Commercial services and supplies 0.6% | |||||
Albion Financing 1 Sarl (C) | 6.125 | 10-15-26 | 12,103,000 | 10,778,827 | |
Allied Universal Holdco LLC (C) | 6.000 | 06-01-29 | 6,511,000 | 4,832,432 | |
APX Group, Inc. (C)(D) | 5.750 | 07-15-29 | 17,139,000 | 13,979,292 | |
Cimpress PLC (C) | 7.000 | 06-15-26 | 32,163,000 | 25,631,434 | |
Garda World Security Corp. (C) | 6.000 | 06-01-29 | 9,584,000 | 7,427,600 | |
GFL Environmental, Inc. (C) | 3.500 | 09-01-28 | 22,720,000 | 19,735,046 | |
GFL Environmental, Inc. (C) | 4.375 | 08-15-29 | 15,857,000 | 13,438,808 | |
Graphic Packaging International LLC (C) | 3.500 | 03-01-29 | 17,119,000 | 14,709,158 | |
Legends Hospitality Holding Company LLC (C) | 5.000 | 02-01-26 | 4,392,000 | 4,007,700 | |
Prime Security Services Borrower LLC (C) | 3.375 | 08-31-27 | 3,713,000 | 3,195,501 | |
Prime Security Services Borrower LLC (C) | 6.250 | 01-15-28 | 13,157,000 | 11,583,847 | |
Construction and engineering 0.2% | |||||
Global Infrastructure Solutions, Inc. (C) | 5.625 | 06-01-29 | 17,739,000 | 14,185,313 | |
MasTec, Inc. (C) | 4.500 | 08-15-28 | 11,194,000 | 10,273,288 | |
Tutor Perini Corp. (C)(D) | 6.875 | 05-01-25 | 20,548,000 | 16,797,990 | |
Electrical equipment 0.1% | |||||
Vertiv Group Corp. (C) | 4.125 | 11-15-28 | 18,443,000 | 15,953,195 | |
Machinery 0.2% | |||||
Flowserve Corp. | 3.500 | 10-01-30 | 12,857,000 | 11,032,054 | |
Hillenbrand, Inc. | 3.750 | 03-01-31 | 7,543,000 | 6,374,090 | |
JB Poindexter & Company, Inc. (C) | 7.125 | 04-15-26 | 7,764,000 | 7,521,375 | |
TK Elevator U.S. Newco, Inc. (C) | 5.250 | 07-15-27 | 6,702,000 | 6,098,820 | |
Professional services 0.2% | |||||
CoStar Group, Inc. (C) | 2.800 | 07-15-30 | 29,716,000 | 24,224,297 | |
TriNet Group, Inc. (C) | 3.500 | 03-01-29 | 7,774,000 | 6,666,710 | |
Road and rail 0.3% | |||||
Uber Technologies, Inc. (C) | 4.500 | 08-15-29 | 28,116,000 | 24,408,203 | |
Uber Technologies, Inc. (C) | 7.500 | 05-15-25 | 16,479,000 | 16,585,609 | |
Uber Technologies, Inc. (C) | 7.500 | 09-15-27 | 25,776,000 | 25,808,864 | |
Trading companies and distributors 1.3% | |||||
AerCap Ireland Capital DAC | 1.650 | 10-29-24 | 12,564,000 | 11,625,595 | |
AerCap Ireland Capital DAC | 1.750 | 01-30-26 | 25,521,000 | 22,496,466 | |
AerCap Ireland Capital DAC | 2.450 | 10-29-26 | 76,496,000 | 67,450,597 | |
AerCap Ireland Capital DAC | 2.875 | 08-14-24 | 26,769,000 | 25,570,995 | |
Air Lease Corp. | 2.100 | 09-01-28 | 14,336,000 | 11,765,060 | |
Air Lease Corp. | 2.875 | 01-15-26 | 12,330,000 | 11,373,720 | |
Air Lease Corp. | 3.625 | 12-01-27 | 10,118,000 | 9,223,395 | |
Ashtead Capital, Inc. (C) | 2.450 | 08-12-31 | 14,429,000 | 11,333,850 | |
Ashtead Capital, Inc. (C) | 4.250 | 11-01-29 | 9,234,000 | 8,472,048 | |
Ashtead Capital, Inc. (C) | 4.375 | 08-15-27 | 15,640,000 | 14,732,264 | |
Beacon Roofing Supply, Inc. (C) | 4.125 | 05-15-29 | 13,448,000 | 11,262,564 | |
BlueLinx Holdings, Inc. (C) | 6.000 | 11-15-29 | 18,852,000 | 15,973,865 | |
H&E Equipment Services, Inc. (C) | 3.875 | 12-15-28 | 18,683,000 | 15,784,893 | |
SMBC Aviation Capital Finance DAC (C) | 2.300 | 06-15-28 | 8,237,000 | 6,744,437 | |
United Rentals North America, Inc. | 3.875 | 11-15-27 | 13,783,000 | 12,800,134 | |
United Rentals North America, Inc. | 4.875 | 01-15-28 | 26,278,000 | 24,559,682 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Transportation infrastructure 0.1% | |||||
Adani Ports & Special Economic Zone, Ltd. (C) | 3.100 | 02-02-31 | 18,907,000 | $14,846,254 | |
Information technology 3.9% | 825,819,244 | ||||
Communications equipment 0.3% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 34,267,000 | 27,186,102 | |
Motorola Solutions, Inc. | 2.750 | 05-24-31 | 28,486,000 | 23,226,985 | |
Motorola Solutions, Inc. | 4.600 | 05-23-29 | 10,368,000 | 9,983,709 | |
IT services 0.5% | |||||
Block, Inc. (D) | 2.750 | 06-01-26 | 5,930,000 | 5,269,813 | |
Block, Inc. (D) | 3.500 | 06-01-31 | 8,050,000 | 6,622,977 | |
CGI, Inc. | 1.450 | 09-14-26 | 24,919,000 | 22,037,750 | |
Gartner, Inc. (C) | 3.625 | 06-15-29 | 7,938,000 | 6,826,680 | |
Gartner, Inc. (C) | 4.500 | 07-01-28 | 25,252,000 | 23,306,333 | |
Sabre GLBL, Inc. (C) | 7.375 | 09-01-25 | 14,309,000 | 13,556,347 | |
VeriSign, Inc. | 2.700 | 06-15-31 | 13,953,000 | 11,450,269 | |
VeriSign, Inc. | 5.250 | 04-01-25 | 10,167,000 | 10,326,516 | |
Semiconductors and semiconductor equipment 1.9% | |||||
Broadcom, Inc. (C) | 3.419 | 04-15-33 | 35,997,000 | 29,691,130 | |
Broadcom, Inc. | 4.750 | 04-15-29 | 85,684,000 | 84,184,988 | |
Broadcom, Inc. (C) | 4.926 | 05-15-37 | 17,647,000 | 15,720,630 | |
KLA Corp. | 4.100 | 03-15-29 | 15,557,000 | 15,457,415 | |
Marvell Technology, Inc. | 2.450 | 04-15-28 | 31,863,000 | 27,677,419 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 69,703,000 | 67,843,266 | |
Micron Technology, Inc. | 4.975 | 02-06-26 | 11,668,000 | 11,708,014 | |
Micron Technology, Inc. | 5.327 | 02-06-29 | 59,802,000 | 58,951,049 | |
NXP BV | 3.250 | 05-11-41 | 10,981,000 | 7,979,123 | |
NXP BV | 3.875 | 06-18-26 | 32,848,000 | 31,771,714 | |
Qorvo, Inc. (C) | 1.750 | 12-15-24 | 19,524,000 | 18,225,068 | |
Qorvo, Inc. (C) | 3.375 | 04-01-31 | 16,254,000 | 13,012,952 | |
Renesas Electronics Corp. (C) | 1.543 | 11-26-24 | 18,559,000 | 17,219,335 | |
Software 0.5% | |||||
Autodesk, Inc. | 2.850 | 01-15-30 | 10,308,000 | 9,146,052 | |
Consensus Cloud Solutions, Inc. (C) | 6.500 | 10-15-28 | 18,197,000 | 16,274,794 | |
Infor, Inc. (C) | 1.750 | 07-15-25 | 7,620,000 | 7,007,352 | |
Oracle Corp. | 2.950 | 04-01-30 | 54,716,000 | 46,698,461 | |
Workday, Inc. | 3.500 | 04-01-27 | 15,656,000 | 14,935,060 | |
Workday, Inc. (D) | 3.800 | 04-01-32 | 17,786,000 | 16,273,987 | |
Technology hardware, storage and peripherals 0.7% | |||||
Atento Luxco 1 SA (C) | 8.000 | 02-10-26 | 9,050,000 | 4,253,500 | |
CDW LLC | 3.250 | 02-15-29 | 8,552,000 | 7,420,656 | |
CDW LLC | 3.569 | 12-01-31 | 26,703,000 | 22,428,837 | |
Dell International LLC (C) | 3.450 | 12-15-51 | 24,720,000 | 16,157,507 | |
Dell International LLC | 4.900 | 10-01-26 | 41,282,000 | 41,441,220 | |
Dell International LLC | 5.300 | 10-01-29 | 20,296,000 | 20,111,963 | |
Dell International LLC | 5.850 | 07-15-25 | 12,962,000 | 13,421,455 | |
Dell International LLC | 8.350 | 07-15-46 | 3,449,000 | 4,173,248 | |
Western Digital Corp. | 4.750 | 02-15-26 | 27,865,000 | 26,839,568 | |
Materials 2.1% | 445,723,124 | ||||
Chemicals 0.7% | |||||
Braskem Idesa SAPI (C) | 6.990 | 02-20-32 | 13,611,000 | 10,548,525 | |
Braskem Netherlands Finance BV (C)(D) | 5.875 | 01-31-50 | 24,630,000 | 20,073,450 | |
CVR Partners LP (C) | 6.125 | 06-15-28 | 7,964,000 | 7,271,327 |
16 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Materials (continued) | |||||
Chemicals (continued) | |||||
FS Luxembourg Sarl (C) | 10.000 | 12-15-25 | 23,241,000 | $23,951,057 | |
LSB Industries, Inc. (C) | 6.250 | 10-15-28 | 10,210,000 | 9,449,866 | |
Methanex Corp. (D) | 4.250 | 12-01-24 | 16,421,000 | 15,928,370 | |
Sasol Financing USA LLC | 5.500 | 03-18-31 | 24,943,000 | 20,952,120 | |
Trinseo Materials Operating SCA (C) | 5.125 | 04-01-29 | 11,997,000 | 8,514,271 | |
Tronox, Inc. (C) | 4.625 | 03-15-29 | 15,664,000 | 13,029,315 | |
Valvoline, Inc. (C) | 3.625 | 06-15-31 | 21,112,000 | 17,006,138 | |
WR Grace Holdings LLC (C) | 4.875 | 06-15-27 | 9,967,000 | 9,218,279 | |
Construction materials 0.3% | |||||
Cemex SAB de CV (C) | 3.875 | 07-11-31 | 20,594,000 | 17,341,487 | |
Cemex SAB de CV (C) | 5.200 | 09-17-30 | 17,916,000 | 16,263,607 | |
Standard Industries, Inc. (C) | 3.375 | 01-15-31 | 8,626,000 | 6,324,845 | |
Standard Industries, Inc. (C) | 4.375 | 07-15-30 | 10,985,000 | 8,722,365 | |
Standard Industries, Inc. (C) | 5.000 | 02-15-27 | 4,561,000 | 4,171,217 | |
Containers and packaging 0.2% | |||||
Mauser Packaging Solutions Holding Company (C) | 8.500 | 04-15-24 | 2,721,000 | 2,653,944 | |
Owens-Brockway Glass Container, Inc. (C)(D) | 6.625 | 05-13-27 | 9,013,000 | 8,365,638 | |
Pactiv Evergreen Group Issuer LLC (C) | 4.000 | 10-15-27 | 24,222,000 | 21,142,173 | |
Pactiv Evergreen Group Issuer LLC (C) | 4.375 | 10-15-28 | 11,571,000 | 10,180,976 | |
Trident TPI Holdings, Inc. (C) | 6.625 | 11-01-25 | 5,167,000 | 4,538,122 | |
Metals and mining 0.9% | |||||
Anglo American Capital PLC (C) | 4.750 | 04-10-27 | 16,430,000 | 16,093,610 | |
Arconic Corp. (C) | 6.125 | 02-15-28 | 10,635,000 | 9,982,850 | |
First Quantum Minerals, Ltd. (C) | 6.500 | 03-01-24 | 8,050,000 | 7,969,500 | |
First Quantum Minerals, Ltd. (C) | 6.875 | 03-01-26 | 9,625,000 | 9,236,969 | |
First Quantum Minerals, Ltd. (C) | 6.875 | 10-15-27 | 15,023,000 | 14,328,186 | |
First Quantum Minerals, Ltd. (C) | 7.500 | 04-01-25 | 11,526,000 | 11,344,480 | |
Freeport-McMoRan, Inc. | 4.250 | 03-01-30 | 25,953,000 | 23,504,149 | |
Freeport-McMoRan, Inc. | 4.625 | 08-01-30 | 18,992,000 | 17,581,509 | |
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 30,200,000 | 27,186,764 | |
Hudbay Minerals, Inc. (C) | 4.500 | 04-01-26 | 4,708,000 | 4,272,510 | |
JW Aluminum Continuous Cast Company (C)(D) | 10.250 | 06-01-26 | 7,763,000 | 7,986,186 | |
Newmont Corp. | 2.800 | 10-01-29 | 12,732,000 | 11,115,184 | |
Novelis Corp. (C) | 4.750 | 01-30-30 | 28,979,000 | 25,211,730 | |
Volcan Cia Minera SAA (C) | 4.375 | 02-11-26 | 4,899,000 | 4,262,405 | |
Real estate 1.9% | 395,147,185 | ||||
Equity real estate investment trusts 1.9% | |||||
American Homes 4 Rent LP | 4.250 | 02-15-28 | 12,929,000 | 12,352,397 | |
American Tower Corp. | 3.550 | 07-15-27 | 18,925,000 | 17,859,163 | |
American Tower Corp. | 3.800 | 08-15-29 | 38,566,000 | 35,702,409 | |
Crown Castle, Inc. | 3.300 | 07-01-30 | 6,779,000 | 6,009,199 | |
Crown Castle, Inc. | 3.650 | 09-01-27 | 32,082,000 | 30,528,772 | |
Crown Castle, Inc. | 3.800 | 02-15-28 | 13,032,000 | 12,287,249 | |
Equinix, Inc. | 1.550 | 03-15-28 | 23,248,000 | 19,714,094 | |
Equinix, Inc. | 1.800 | 07-15-27 | 13,065,000 | 11,432,378 | |
Equinix, Inc. | 2.500 | 05-15-31 | 39,744,000 | 32,603,713 | |
Equinix, Inc. | 3.200 | 11-18-29 | 14,451,000 | 12,941,413 | |
GLP Capital LP | 3.250 | 01-15-32 | 10,853,000 | 8,786,213 | |
GLP Capital LP | 4.000 | 01-15-30 | 10,777,000 | 9,444,855 | |
GLP Capital LP | 5.375 | 04-15-26 | 17,313,000 | 17,013,181 | |
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 27,488,000 | 23,523,263 | |
Host Hotels & Resorts LP | 3.500 | 09-15-30 | 20,904,000 | 17,714,571 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 17 |
Rate (%) | Maturity date | Par value^ | Value | ||
Real estate (continued) | |||||
Equity real estate investment trusts (continued) | |||||
Host Hotels & Resorts LP | 4.500 | 02-01-26 | 11,994,000 | $11,702,735 | |
Iron Mountain Information Management Services, Inc. (C) | 5.000 | 07-15-32 | 4,858,000 | 4,032,658 | |
Iron Mountain, Inc. (C) | 4.875 | 09-15-29 | 9,816,000 | 8,512,681 | |
Iron Mountain, Inc. (C) | 5.250 | 07-15-30 | 11,787,000 | 10,431,495 | |
RHP Hotel Properties LP (C) | 4.500 | 02-15-29 | 21,243,000 | 18,345,088 | |
RLJ Lodging Trust LP (C) | 3.750 | 07-01-26 | 2,036,000 | 1,826,577 | |
SBA Tower Trust (C) | 2.836 | 01-15-25 | 22,542,000 | 21,538,261 | |
VICI Properties LP (C) | 3.875 | 02-15-29 | 13,041,000 | 11,597,982 | |
VICI Properties LP (C) | 4.125 | 08-15-30 | 12,630,000 | 11,104,978 | |
VICI Properties LP (C) | 4.625 | 12-01-29 | 17,579,000 | 16,238,601 | |
VICI Properties LP | 5.125 | 05-15-32 | 5,669,000 | 5,402,387 | |
XHR LP (C) | 4.875 | 06-01-29 | 7,368,000 | 6,500,872 | |
Utilities 1.5% | 328,773,211 | ||||
Electric utilities 1.1% | |||||
Atlantica Transmision Sur SA (C) | 6.875 | 04-30-43 | 12,619,045 | 12,776,783 | |
Emera US Finance LP | 3.550 | 06-15-26 | 11,499,000 | 11,015,581 | |
FirstEnergy Corp. | 2.650 | 03-01-30 | 15,065,000 | 12,851,801 | |
Instituto Costarricense de Electricidad (C) | 6.375 | 05-15-43 | 7,220,000 | 5,624,053 | |
NextEra Energy Capital Holdings, Inc. | 3.550 | 05-01-27 | 45,451,000 | 43,729,526 | |
NRG Energy, Inc. (C) | 2.450 | 12-02-27 | 22,398,000 | 19,176,606 | |
NRG Energy, Inc. (C) | 3.375 | 02-15-29 | 5,134,000 | 4,217,492 | |
NRG Energy, Inc. (C) | 3.625 | 02-15-31 | 12,916,000 | 10,259,179 | |
NRG Energy, Inc. (C) | 3.875 | 02-15-32 | 25,570,000 | 20,264,225 | |
NRG Energy, Inc. (C) | 4.450 | 06-15-29 | 16,431,000 | 14,878,510 | |
Vistra Operations Company LLC (C) | 3.700 | 01-30-27 | 43,768,000 | 39,725,064 | |
Vistra Operations Company LLC (C) | 4.300 | 07-15-29 | 38,331,000 | 34,446,739 | |
Gas utilities 0.1% | |||||
AmeriGas Partners LP | 5.500 | 05-20-25 | 20,313,000 | 19,273,990 | |
Independent power and renewable electricity producers 0.2% | |||||
AES Panama Generation Holdings SRL (C) | 4.375 | 05-31-30 | 16,304,000 | 14,166,709 | |
DPL, Inc. | 4.125 | 07-01-25 | 14,640,000 | 13,813,865 | |
LLPL Capital Pte, Ltd. (C) | 6.875 | 02-04-39 | 3,103,942 | 2,985,340 | |
NextEra Energy Operating Partners LP (C) | 3.875 | 10-15-26 | 16,950,000 | 15,798,204 | |
NextEra Energy Operating Partners LP (C) | 4.500 | 09-15-27 | 6,602,000 | 6,106,850 | |
Multi-utilities 0.1% | |||||
Dominion Energy, Inc. | 3.375 | 04-01-30 | 14,886,000 | 13,536,912 | |
NiSource, Inc. | 3.600 | 05-01-30 | 15,381,000 | 14,125,782 | |
Municipal bonds 0.2% | $46,003,949 | ||||
(Cost $53,916,241) | |||||
Golden State Tobacco Securitization Corp. (California) | 4.214 | 06-01-50 | 16,097,000 | 12,699,427 | |
New Jersey Transportation Trust Fund Authority | 4.081 | 06-15-39 | 21,809,000 | 19,325,042 | |
New Jersey Transportation Trust Fund Authority | 4.131 | 06-15-42 | 1,745,000 | 1,527,727 | |
State Board of Administration Finance Corp. (Florida) | 1.705 | 07-01-27 | 13,918,000 | 12,451,753 | |
Term loans (G) 0.4% | $93,047,555 | ||||
(Cost $102,708,072) | |||||
Communication services 0.0% | 6,141,274 | ||||
Media 0.0% | |||||
AP Core Holdings II LLC, High-Yield Term Loan B2 (1 month LIBOR + 5.500%) | 8.024 | 09-01-27 | 6,493,000 | 6,141,274 |
18 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary 0.1% | $24,772,515 | ||||
Hotels, restaurants and leisure 0.0% | |||||
Carnival Corp., 2021 Incremental Term Loan B (6 month LIBOR + 3.250%) | 6.127 | 10-18-28 | 6,587,926 | 6,126,772 | |
Household durables 0.1% | |||||
Hunter Douglas, Inc., USD Term Loan B1 (3 month SOFR + 3.500%) | 6.340 | 02-26-29 | 21,395,000 | 18,645,743 | |
Health care 0.0% | 4,174,423 | ||||
Health care providers and services 0.0% | |||||
TTF Holdings LLC, Term Loan (1 month LIBOR + 4.000%) | 6.563 | 03-31-28 | 4,270,510 | 4,174,423 | |
Industrials 0.1% | 27,998,437 | ||||
Professional services 0.1% | |||||
CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) | 6.063 | 06-02-28 | 32,698,905 | 27,998,437 | |
Information technology 0.1% | 14,862,077 | ||||
Software 0.1% | |||||
Quest Software, Inc., 2022 Term Loan (3 month SOFR + 4.250%) | 5.780 | 02-01-29 | 16,397,000 | 14,862,077 | |
Materials 0.1% | 15,098,829 | ||||
Containers and packaging 0.1% | |||||
Clydesdale Acquisition Holdings, Inc., Term Loan B (1 month SOFR + 4.175%) | 6.730 | 04-13-29 | 4,156,000 | 4,004,638 | |
Mauser Packaging Solutions Holding Company, 2017 Term Loan B (1 month LIBOR + 3.250%) | 5.623 | 04-03-24 | 11,351,646 | 11,094,191 | |
Collateralized mortgage obligations 8.2% | $1,733,555,963 | ||||
(Cost $2,031,937,272) | |||||
Commercial and residential 6.2% | 1,301,828,246 | ||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-R1, Class A1 (C)(H) | 0.990 | 04-25-53 | 10,436,163 | 10,064,063 | |
Series 2021-2, Class A1 (C)(H) | 0.985 | 04-25-66 | 8,458,108 | 7,567,128 | |
Series 2021-4, Class A1 (C)(H) | 1.035 | 01-20-65 | 18,355,462 | 15,537,074 | |
Series 2021-5, Class A1 (C)(H) | 0.951 | 07-25-66 | 24,383,516 | 21,563,684 | |
Arroyo Mortgage Trust | |||||
Series 2021-1R, Class A1 (C)(H) | 1.175 | 10-25-48 | 14,636,442 | 12,818,792 | |
BAMLL Commercial Mortgage Securities Trust | |||||
Series 2019-BPR, Class ENM (C)(H) | 3.843 | 11-05-32 | 11,565,000 | 9,192,567 | |
Barclays Commercial Mortgage Trust | |||||
Series 2019-C5, Class A2 | 3.043 | 11-15-52 | 15,513,000 | 15,031,804 | |
BBCMS Mortgage Trust | |||||
Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 10,908,000 | 10,440,862 | |
BBCMS Trust | |||||
Series 2015-MSQ, Class D (C)(H) | 4.123 | 09-15-32 | 7,340,000 | 7,327,126 | |
Series 2015-SRCH, Class D (C)(H) | 5.122 | 08-10-35 | 15,436,000 | 13,692,667 | |
Bear Stearns Commercial Mortgage Securities Trust | |||||
Series 2005-PWR8, Class X1 IO (C) | 0.716 | 06-11-41 | 9,592 | 10 | |
Benchmark Mortgage Trust | |||||
Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 20,480,745 | 19,826,432 | |
Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 20,055,000 | 19,271,910 | |
BOCA Commercial Mortgage Trust | |||||
Series 2022-BOCA, Class A (1 month CME Term SOFR + 1.770%) (B)(C) | 4.077 | 05-15-39 | 19,350,000 | 18,962,998 | |
Series 2022-BOCA, Class B (1 month CME Term SOFR + 2.319%) (B)(C) | 4.627 | 05-15-39 | 7,240,000 | 7,093,504 | |
BPR Trust | |||||
Series 2022-OANA, Class A (1 month CME Term SOFR + 1.898%) (B)(C) | 4.205 | 04-15-37 | 55,353,000 | 54,522,672 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class A1 (C)(H) | 0.941 | 02-25-49 | 11,420,020 | 10,592,500 | |
BWAY Mortgage Trust | |||||
Series 2015-1740, Class XA IO (C) | 0.205 | 01-10-35 | 123,773,000 | 2,030 | |
BX Commercial Mortgage Trust | |||||
Series 2020-VKNG, Class A (1 month LIBOR + 0.930%) (B)(C) | 3.321 | 10-15-37 | 21,351,276 | 20,823,921 | |
Series 2021-ACNT, Class A (1 month LIBOR + 0.850%) (B)(C) | 3.242 | 11-15-38 | 17,129,000 | 16,572,275 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 19 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2021-VOLT, Class C (1 month LIBOR + 1.100%) (B)(C) | 3.491 | 09-15-36 | 23,449,000 | $22,133,532 | |
Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%) (B)(C) | 3.297 | 01-17-39 | 41,470,000 | 40,296,370 | |
CAMB Commercial Mortgage Trust | |||||
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (B)(C) | 4.141 | 12-15-37 | 6,315,000 | 6,152,359 | |
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (B)(C) | 4.941 | 12-15-37 | 12,809,000 | 12,353,808 | |
Citigroup Commercial Mortgage Trust | |||||
Series 2019-PRM, Class A (C) | 3.341 | 05-10-36 | 19,515,000 | 19,167,496 | |
Series 2019-SMRT, Class A (C) | 4.149 | 01-10-36 | 10,996,000 | 10,821,797 | |
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1 (C)(H) | 0.924 | 08-25-66 | 19,301,546 | 16,442,684 | |
Series 2021-3, Class A1 (C)(H) | 0.956 | 09-27-66 | 26,360,203 | 22,288,862 | |
Series 2021-HX1, Class A1 (C)(H) | 1.110 | 10-25-66 | 21,979,238 | 19,136,237 | |
COLT Trust | |||||
Series 2020-RPL1, Class A1 (C)(H) | 1.390 | 01-25-65 | 31,449,184 | 27,885,303 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR3, Class XA IO | 1.888 | 10-15-45 | 28,504,588 | 285 | |
Series 2014-CR15, Class XA IO | 0.771 | 02-10-47 | 49,822,359 | 358,273 | |
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | |||||
Series 2018-COR3, Class XA IO | 0.577 | 05-10-51 | 223,122,879 | 4,621,165 | |
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class D (C)(H) | 4.540 | 08-10-30 | 18,413,000 | 17,353,766 | |
Series 2017-PANW, Class A (C) | 3.244 | 10-10-29 | 7,264,000 | 6,957,421 | |
Series 2020-CBM, Class A2 (C) | 2.896 | 02-10-37 | 14,666,000 | 13,777,324 | |
Credit Suisse Mortgage Capital Certificates | |||||
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (B)(C) | 3.991 | 05-15-36 | 23,820,000 | 23,343,588 | |
Series 2020-NET, Class A (C) | 2.257 | 08-15-37 | 7,049,561 | 6,551,640 | |
Series 2021-NQM2, Class A1 (C)(H) | 1.179 | 02-25-66 | 14,365,763 | 13,055,482 | |
Series 2021-NQM3, Class A1 (C)(H) | 1.015 | 04-25-66 | 12,337,709 | 10,841,030 | |
Series 2021-NQM5, Class A1 (C)(H) | 0.938 | 05-25-66 | 12,929,027 | 10,598,054 | |
Series 2021-NQM6, Class A1 (C)(H) | 1.174 | 07-25-66 | 22,314,884 | 18,599,395 | |
Ellington Financial Mortgage Trust | |||||
Series 2021-1, Class A1 (C)(H) | 0.797 | 02-25-66 | 6,174,625 | 5,546,133 | |
Series 2021-2, Class A1 (C)(H) | 0.931 | 06-25-66 | 14,844,817 | 13,049,661 | |
Flagstar Mortgage Trust | |||||
Series 2021-1, Class A2 (C)(H) | 2.500 | 02-01-51 | 28,038,970 | 23,813,413 | |
GCAT Trust | |||||
Series 2021-NQM1, Class A1 (C)(H) | 0.874 | 01-25-66 | 10,503,564 | 9,614,371 | |
Series 2021-NQM2, Class A1 (C)(H) | 1.036 | 05-25-66 | 10,694,452 | 9,418,541 | |
Series 2021-NQM3, Class A1 (C)(H) | 1.091 | 05-25-66 | 17,268,124 | 15,164,115 | |
GS Mortgage Securities Trust | |||||
Series 2011-GC5, Class XA IO (C) | 0.093 | 08-10-44 | 3,632,730 | 36 | |
Series 2015-590M, Class C (C)(H) | 3.932 | 10-10-35 | 6,950,000 | 6,447,313 | |
Series 2017-485L, Class C (C)(H) | 4.115 | 02-10-37 | 6,670,000 | 6,026,780 | |
Series 2019-GC40, Class A2 | 2.971 | 07-10-52 | 22,410,000 | 21,759,005 | |
Series 2020-UPTN, Class A (C) | 2.751 | 02-10-37 | 13,326,000 | 12,532,545 | |
GS Mortgage-Backed Securities Trust | |||||
Series 2020-NQM1, Class A1 (C)(H) | 1.382 | 09-27-60 | 3,569,564 | 3,304,320 | |
Series 2021-NQM1, Class A1 (C)(H) | 1.017 | 07-25-61 | 7,634,446 | 6,968,029 | |
HarborView Mortgage Loan Trust | |||||
Series 2007-3, Class ES IO (C) | 0.350 | 05-19-47 | 18,139,520 | 188,310 | |
Series 2007-4, Class ES IO | 0.350 | 07-19-47 | 19,104,608 | 250,391 | |
Series 2007-6, Class ES IO (C) | 0.343 | 08-19-37 | 19,591,111 | 247,212 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM1, Class A1 (C)(H) | 1.071 | 06-25-56 | 10,427,956 | 9,338,438 | |
IMT Trust | |||||
Series 2017-APTS, Class AFX (C) | 3.478 | 06-15-34 | 7,744,000 | 7,503,137 | |
Series 2017-APTS, Class CFX (C)(H) | 3.613 | 06-15-34 | 6,867,000 | 6,548,402 | |
InTown Mortgage Trust | |||||
Series 2022-STAY, Class A (1 month CME Term SOFR + 2.489%) (B)(C) | 4.739 | 08-15-37 | 32,450,000 | 32,268,290 |
20 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Irvine Core Office Trust | |||||
Series 2013-IRV, Class A2 (C)(H) | 3.279 | 05-15-48 | 20,104,000 | $19,819,898 | |
Series 2013-IRV, Class XA IO (C) | 1.211 | 05-15-48 | 2,488,457 | 8,237 | |
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2020-NNN, Class AFX (C) | 2.812 | 01-16-37 | 15,435,000 | 14,536,728 | |
KNDL Mortgage Trust | |||||
Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (B)(C) | 3.741 | 05-15-36 | 11,580,000 | 11,254,603 | |
Life Mortgage Trust | |||||
Series 2021-BMR, Class A (1 month LIBOR + 0.700%) (B)(C) | 3.091 | 03-15-38 | 23,224,636 | 22,482,623 | |
Series 2021-BMR, Class D (1 month LIBOR + 1.400%) (B)(C) | 3.791 | 03-15-38 | 19,530,634 | 18,701,879 | |
Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%) (B)(C) | 3.603 | 05-15-39 | 54,728,000 | 53,699,119 | |
MFA Trust | |||||
Series 2021-NQM1, Class A1 (C)(H) | 1.153 | 04-25-65 | 9,118,184 | 8,398,993 | |
Morgan Stanley Capital I Trust | |||||
Series 2017-CLS, Class D (1 month LIBOR + 1.400%) (B)(C) | 3.791 | 11-15-34 | 15,867,000 | 15,708,328 | |
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-285M, Class D (C)(H) | 3.917 | 11-15-32 | 9,223,000 | 8,956,260 | |
Series 2018-ALXA, Class C (C)(H) | 4.460 | 01-15-43 | 7,402,000 | 6,711,950 | |
NYMT Loan Trust | |||||
Series 2022-CP1, Class A1 (C) | 2.042 | 07-25-61 | 11,667,937 | 10,911,505 | |
OBX Trust | |||||
Series 2020-EXP2, Class A3 (C)(H) | 2.500 | 05-25-60 | 6,372,345 | 5,831,139 | |
Series 2021-NQM2, Class A1 (C)(H) | 1.101 | 05-25-61 | 19,345,493 | 16,671,004 | |
Series 2021-NQM3, Class A1 (C)(H) | 1.054 | 07-25-61 | 23,734,132 | 19,536,520 | |
One Market Plaza Trust | |||||
Series 2017-1MKT, Class D (C) | 4.146 | 02-10-32 | 5,035,000 | 4,768,479 | |
Provident Funding Mortgage Trust | |||||
Series 2020-F1, Class A2 (C)(H) | 2.000 | 01-25-36 | 24,403,928 | 21,872,377 | |
SLG Office Trust | |||||
Series 2021-OVA, Class D (C) | 2.851 | 07-15-41 | 22,906,000 | 18,283,100 | |
SMRT | |||||
Series 2022-MINI, Class A (1 month CME Term SOFR + 1.000%) (B)(C) | 3.308 | 01-15-39 | 55,385,000 | 53,828,709 | |
Starwood Mortgage Residential Trust | |||||
Series 2022-1, Class A1 (C)(H) | 2.447 | 12-25-66 | 24,979,935 | 23,034,216 | |
Towd Point Mortgage Trust | |||||
Series 2015-1, Class A5 (C)(H) | 3.333 | 10-25-53 | 7,568,000 | 7,378,540 | |
Series 2015-2, Class 1M2 (C)(H) | 3.354 | 11-25-60 | 10,840,163 | 10,746,136 | |
Series 2017-2, Class A1 (C)(H) | 2.750 | 04-25-57 | 480,045 | 476,233 | |
Series 2018-1, Class A1 (C)(H) | 3.000 | 01-25-58 | 2,466,874 | 2,408,939 | |
Series 2018-4, Class A1 (C)(H) | 3.000 | 06-25-58 | 13,617,104 | 13,007,262 | |
Series 2018-5, Class A1A (C)(H) | 3.250 | 07-25-58 | 1,533,368 | 1,497,271 | |
Series 2018-6, Class A1A (C)(H) | 3.750 | 03-25-58 | 10,749,648 | 10,624,381 | |
Series 2019-1, Class A1 (C)(H) | 3.679 | 03-25-58 | 11,856,034 | 11,422,433 | |
Series 2019-4, Class A1 (C)(H) | 2.900 | 10-25-59 | 12,537,452 | 12,041,588 | |
Series 2020-4, Class A1 (C) | 1.750 | 10-25-60 | 18,631,486 | 16,997,847 | |
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (1.218% to 10-25-24, then 2.218% thereafter) (C) | 1.218 | 05-25-65 | 5,307,233 | 5,005,248 | |
Series 2021-3, Class A1 (C)(H) | 1.046 | 06-25-66 | 18,351,087 | 16,255,677 | |
Series 2021-4, Class A1 (C)(H) | 0.938 | 07-25-66 | 10,513,392 | 8,878,006 | |
Series 2021-5, Class A1 (C)(H) | 1.013 | 09-25-66 | 21,578,513 | 18,889,097 | |
Series 2021-R1, Class A1 (C)(H) | 0.820 | 10-25-63 | 8,031,840 | 7,524,913 | |
WF-RBS Commercial Mortgage Trust | |||||
Series 2012-C10, Class XA IO (C) | 1.589 | 12-15-45 | 5,716,026 | 57 | |
Series 2012-C9, Class XA IO (C) | 1.842 | 11-15-45 | 4,641,875 | 46 | |
Series 2013-C16, Class XA IO | 0.741 | 09-15-46 | 7,817,454 | 30,573 | |
U.S. Government Agency 2.0% | 431,727,717 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%) (B)(C) | 3.183 | 01-25-42 | 28,101,313 | 27,480,260 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 21 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%) (B)(C) | 3.483 | 02-25-42 | 19,026,466 | $18,949,375 | |
Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%) (B)(C) | 4.583 | 02-25-42 | 24,949,000 | 24,327,887 | |
Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%) (B)(C) | 4.183 | 04-25-42 | 25,574,109 | 25,705,401 | |
Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%) (B)(C) | 5.083 | 04-25-42 | 15,070,000 | 14,981,126 | |
Series 2022-DNA4, Class M1A (1 month SOFR + 2.200%) (B)(C) | 4.383 | 05-25-42 | 19,535,455 | 19,595,847 | |
Series 2022-DNA4, Class M1B (1 month SOFR + 3.350%) (B)(C) | 5.533 | 05-25-42 | 22,588,000 | 22,588,002 | |
Series 2022-DNA5, Class M1B (1 month SOFR + 4.500%) (B)(C) | 6.683 | 06-25-42 | 24,401,000 | 25,370,327 | |
Series K024, Class X1 IO | 0.870 | 09-25-22 | 2,390,830 | 24 | |
Series K026, Class X1 IO | 1.025 | 11-25-22 | 10,340,577 | 6,425 | |
Series K038, Class X1 IO | 1.240 | 03-25-24 | 169,578,855 | 2,342,291 | |
Series KS01, Class X1 IO | 1.254 | 01-25-23 | 13,595,765 | 451 | |
Series KS03, Class X IO | 0.307 | 08-25-25 | 17,529,377 | 97,411 | |
Series T-41, Class 3A (H) | 4.461 | 07-25-32 | 836 | 830 | |
Federal National Mortgage Association | |||||
Series 2001-50, Class BA | 7.000 | 10-25-41 | 96 | 101 | |
Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%) (B)(C) | 4.283 | 03-25-42 | 23,853,936 | 23,842,723 | |
Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%) (B)(C) | 4.183 | 03-25-42 | 10,230,908 | 10,219,752 | |
Government National Mortgage Association | |||||
Series 2008-90, Class IO | 2.010 | 12-16-50 | 2,051,526 | 274,436 | |
Series 2012-114, Class IO | 0.618 | 01-16-53 | 9,420,112 | 156,351 | |
Series 2012-120, Class IO | 0.646 | 02-16-53 | 4,407,015 | 76,315 | |
Series 2012-70, Class IO | 0.094 | 08-16-52 | 456,958 | 362 | |
Series 2013-63, Class IO | 0.723 | 09-16-51 | 6,271,339 | 140,830 | |
Series 2016-174, Class IO | 0.845 | 11-16-56 | 35,515,413 | 1,562,742 | |
Series 2017-109, Class IO | 0.273 | 04-16-57 | 48,459,228 | 1,107,511 | |
Series 2017-124, Class IO | 0.610 | 01-16-59 | 42,503,529 | 1,395,591 | |
Series 2017-135, Class IO | 0.722 | 10-16-58 | 51,922,065 | 2,202,254 | |
Series 2017-140, Class IO | 0.486 | 02-16-59 | 23,232,080 | 822,922 | |
Series 2017-159, Class IO | 0.435 | 06-16-59 | 35,144,134 | 1,288,243 | |
Series 2017-169, Class IO | 0.588 | 01-16-60 | 87,214,805 | 3,314,503 | |
Series 2017-20, Class IO | 0.585 | 12-16-58 | 108,407,537 | 3,334,551 | |
Series 2017-22, Class IO | 0.797 | 12-16-57 | 11,175,287 | 472,765 | |
Series 2017-41, Class IO | 0.619 | 07-16-58 | 39,005,852 | 1,234,937 | |
Series 2017-46, Class IO | 0.685 | 11-16-57 | 56,712,556 | 2,289,452 | |
Series 2017-61, Class IO | 0.769 | 05-16-59 | 22,851,237 | 966,367 | |
Series 2017-74, Class IO | 0.471 | 09-16-58 | 45,283,708 | 1,224,462 | |
Series 2017-89, Class IO | 0.546 | 07-16-59 | 39,701,497 | 1,495,182 | |
Series 2018-114, Class IO | 0.710 | 04-16-60 | 38,609,142 | 1,722,979 | |
Series 2018-158, Class IO | 0.761 | 05-16-61 | 81,129,060 | 4,445,272 | |
Series 2018-35, Class IO | 0.528 | 03-16-60 | 75,882,963 | 3,090,205 | |
Series 2018-43, Class IO | 0.496 | 05-16-60 | 117,674,772 | 4,480,738 | |
Series 2018-68, Class IO | 0.423 | 01-16-60 | 13,322,120 | 496,627 | |
Series 2018-69, Class IO | 0.602 | 04-16-60 | 34,180,148 | 1,732,363 | |
Series 2018-81, Class IO | 0.474 | 01-16-60 | 21,278,451 | 940,433 | |
Series 2018-9, Class IO | 0.446 | 01-16-60 | 60,089,870 | 2,099,113 | |
Series 2018-99, Class IO | 0.471 | 06-16-60 | 50,799,321 | 2,082,117 | |
Series 2019-131, Class IO | 0.802 | 07-16-61 | 64,787,760 | 3,819,737 | |
Series 2020-100, Class IO | 0.784 | 05-16-62 | 76,949,570 | 4,962,401 | |
Series 2020-108, Class IO | 0.847 | 06-16-62 | 191,915,823 | 12,227,744 | |
Series 2020-114, Class IO | 0.799 | 09-16-62 | 184,334,236 | 12,045,413 | |
Series 2020-118, Class IO | 0.888 | 06-16-62 | 153,650,222 | 10,285,346 | |
Series 2020-119, Class IO | 0.601 | 08-16-62 | 77,429,634 | 4,272,041 | |
Series 2020-120, Class IO | 0.760 | 05-16-62 | 43,106,917 | 2,754,881 | |
Series 2020-137, Class IO | 0.794 | 09-16-62 | 260,219,792 | 16,158,452 | |
Series 2020-150, Class IO | 0.957 | 12-16-62 | 128,468,515 | 9,512,181 |
22 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2020-170, Class IO | 0.832 | 11-16-62 | 169,826,761 | $11,555,777 | |
Series 2020-92, Class IO | 0.877 | 02-16-62 | 31,689,079 | 2,176,390 | |
Series 2021-110, Class IO | 0.871 | 11-16-63 | 100,114,273 | 7,357,108 | |
Series 2021-110, Class IO | 0.872 | 01-16-63 | 92,470,119 | 6,333,667 | |
Series 2021-163, Class IO | 0.796 | 03-16-64 | 122,444,187 | 8,437,482 | |
Series 2021-3, Class IO | 0.866 | 09-16-62 | 217,503,090 | 15,112,811 | |
Series 2021-40, Class IO | 0.824 | 02-16-63 | 58,109,463 | 3,993,515 | |
Series 2022-17, Class IO | 0.802 | 06-16-64 | 142,112,839 | 10,155,142 | |
Series 2022-21, Class IO | 0.783 | 10-16-63 | 62,361,942 | 4,402,485 | |
Series 2022-53, Class IO | 0.713 | 06-16-64 | 236,451,609 | 14,774,561 | |
Series 2022-57, Class IO | 0.756 | 09-16-63 | 171,910,369 | 11,432,727 | |
Asset backed securities 8.5% | $1,801,687,181 | ||||
(Cost $1,977,025,388) | |||||
Asset backed securities 8.5% | 1,801,687,181 | ||||
Aligned Data Centers Issuer LLC | |||||
Series 2021-1A, Class A2 (C) | 1.937 | 08-15-46 | 48,454,000 | 42,663,573 | |
AMSR Trust | |||||
Series 2020-SFR4, Class A (C) | 1.355 | 11-17-37 | 9,927,000 | 9,125,694 | |
Series 2021-SFR4, Class A (C) | 2.117 | 12-17-38 | 5,614,000 | 5,028,547 | |
Applebee’s Funding LLC | |||||
Series 2019-1A, Class A2I (C) | 4.194 | 06-05-49 | 31,476,060 | 30,226,996 | |
Aqua Finance Trust | |||||
Series 2021-A, Class A (C) | 1.540 | 07-17-46 | 12,071,451 | 11,176,727 | |
Arby’s Funding LLC | |||||
Series 2020-1A, Class A2 (C) | 3.237 | 07-30-50 | 34,092,240 | 30,021,763 | |
Avis Budget Rental Car Funding AESOP LLC | |||||
Series 2019-3A, Class A (C) | 2.360 | 03-20-26 | 30,746,000 | 29,250,822 | |
Series 2020-1A, Class A (C) | 2.330 | 08-20-26 | 23,406,000 | 22,039,771 | |
BMW Vehicle Lease Trust | |||||
Series 2022-1, Class A3 | 1.100 | 03-25-25 | 11,956,000 | 11,579,852 | |
BRE Grand Islander Timeshare Issuer LLC | |||||
Series 2019-A, Class A (C) | 3.280 | 09-26-33 | 9,032,065 | 8,606,093 | |
Carlyle U.S. CLO, Ltd. | |||||
Series 2019-2A, Class A1R (3 month LIBOR + 1.120%) (B)(C) | 3.632 | 07-15-32 | 15,033,000 | 14,685,527 | |
CarMax Auto Owner Trust | |||||
Series 2022-1, Class A3 | 1.470 | 12-15-26 | 16,354,000 | 15,784,567 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (C) | 4.170 | 02-15-50 | 21,876,000 | 20,161,978 | |
CF Hippolyta Issuer LLC | |||||
Series 2020-1, Class A1 (C) | 1.690 | 07-15-60 | 33,437,750 | 30,367,619 | |
Series 2021-1A, Class A1 (C) | 1.530 | 03-15-61 | 32,160,467 | 28,394,614 | |
Chase Auto Credit Linked Notes | |||||
Series 2021-3, Class B (C) | 0.760 | 02-26-29 | 12,993,407 | 12,491,225 | |
CLI Funding VI LLC | |||||
Series 2020-1A, Class A (C) | 2.080 | 09-18-45 | 39,268,751 | 34,876,082 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (C) | 1.640 | 02-18-46 | 29,850,230 | 26,160,712 | |
Series 2022-1A, Class A (C) | 2.720 | 01-18-47 | 21,047,310 | 18,706,962 | |
ContiMortgage Home Equity Loan Trust | |||||
Series 1995-2, Class A5 | 8.100 | 08-15-25 | 73,116 | 62,616 | |
DataBank Issuer | |||||
Series 2021-1A, Class A2 (C) | 2.060 | 02-27-51 | 16,189,140 | 14,409,963 | |
Series 2021-1A, Class C (C) | 4.430 | 02-27-51 | 3,400,000 | 2,960,521 | |
DB Master Finance LLC | |||||
Series 2017-1A, Class A2II (C) | 4.030 | 11-20-47 | 11,827,675 | 11,080,568 | |
Series 2021-1A, Class A2I (C) | 2.045 | 11-20-51 | 51,885,915 | 45,119,888 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (C) | 3.475 | 04-15-49 | 6,825,000 | 5,610,819 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 23 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Domino’s Pizza Master Issuer LLC | |||||
Series 2017-1A, Class A23 (C) | 4.118 | 07-25-47 | 35,403,760 | $33,677,862 | |
Series 2021-1A, Class A2I (C) | 2.662 | 04-25-51 | 24,394,213 | 20,934,576 | |
Driven Brands Funding LLC | |||||
Series 2020-2A, Class A2 (C) | 3.237 | 01-20-51 | 21,324,265 | 18,337,994 | |
Series 2021-1A, Class A2 (C) | 2.791 | 10-20-51 | 30,689,093 | 25,195,960 | |
Elmwood CLO IV, Ltd. | |||||
Series 2020-1A, Class A (3 month LIBOR + 1.240%) (B)(C) | 3.752 | 04-15-33 | 24,174,000 | 23,722,115 | |
ExteNet LLC | |||||
Series 2019-1A, Class C (C) | 5.219 | 07-26-49 | 7,100,000 | 6,652,684 | |
FirstKey Homes Trust | |||||
Series 2020-SFR1, Class A (C) | 1.339 | 08-17-37 | 39,225,563 | 36,264,861 | |
Series 2020-SFR2, Class A (C) | 1.266 | 10-19-37 | 25,713,235 | 23,613,557 | |
Series 2021-SFR1, Class A (C) | 1.538 | 08-17-38 | 18,622,184 | 16,507,653 | |
Series 2021-SFR1, Class D (C) | 2.189 | 08-17-38 | 23,526,000 | 20,548,324 | |
Five Guys Funding LLC | |||||
Series 2017-1A, Class A2 (C) | 4.600 | 07-25-47 | 17,028,990 | 16,260,250 | |
Ford Credit Auto Owner Trust | |||||
Series 2020-1, Class A (C) | 2.040 | 08-15-31 | 20,485,000 | 19,432,249 | |
Series 2022-A, Class A3 | 1.290 | 06-15-26 | 8,921,000 | 8,548,866 | |
Ford Credit Floorplan Master Owner Trust | |||||
Series 2019-2, Class A | 3.060 | 04-15-26 | 44,953,000 | 44,200,055 | |
Series 2020-2, Class A | 1.060 | 09-15-27 | 20,465,000 | 18,680,225 | |
GM Financial Consumer Automobile Receivables Trust | |||||
Series 2021-4, Class A3 | 0.680 | 09-16-26 | 7,465,000 | 7,090,719 | |
Series 2022-1, Class A3 | 1.260 | 11-16-26 | 7,727,000 | 7,410,627 | |
GMF Floorplan Owner Revolving Trust | |||||
Series 2019-2, Class A (C) | 2.900 | 04-15-26 | 31,317,000 | 30,728,316 | |
Series 2020-1, Class A (C) | 0.680 | 08-15-25 | 15,128,000 | 14,640,272 | |
Golub Capital Partners Funding, Ltd. | |||||
Series 2020-1A, Class A2 (C) | 3.208 | 01-22-29 | 22,181,000 | 21,295,512 | |
Series 2021-1A, Class A2 (C) | 2.773 | 04-20-29 | 24,582,000 | 23,192,372 | |
HI-FI Music IP Issuer LP | |||||
Series 2022-1A, Class A2 (C) | 3.939 | 02-01-62 | 21,357,000 | 19,562,239 | |
Hilton Grand Vacations Trust | |||||
Series 2017-AA, Class A (C) | 2.660 | 12-26-28 | 5,914,334 | 5,809,391 | |
Series 2018-AA, Class A (C) | 3.540 | 02-25-32 | 4,844,350 | 4,759,898 | |
Series 2022-1D, Class B (C) | 4.100 | 06-20-34 | 3,086,332 | 2,988,641 | |
Home Partners of America Trust | |||||
Series 2021-2, Class A (C) | 1.901 | 12-17-26 | 10,772,832 | 9,619,728 | |
Hotwire Funding LLC | |||||
Series 2021-1, Class C (C) | 4.459 | 11-20-51 | 4,950,000 | 4,154,206 | |
Hyundai Auto Lease Securitization Trust | |||||
Series 2022-A, Class A3 (C) | 1.160 | 01-15-25 | 14,391,000 | 13,911,942 | |
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 (C) | 4.970 | 08-25-49 | 17,688,630 | 16,524,205 | |
Series 2022-1A, Class A2I (C) | 3.445 | 02-26-52 | 27,910,080 | 25,271,629 | |
Laurel Road Prime Student Loan Trust | |||||
Series 2019-A, Class A2FX (C) | 2.730 | 10-25-48 | 2,157,218 | 2,120,902 | |
Mercedes-Benz Auto Receivables Trust | |||||
Series 2021-1, Class A3 | 0.460 | 06-15-26 | 19,123,000 | 18,247,235 | |
MVW Owner Trust | |||||
Series 2018-1A, Class A (C) | 3.450 | 01-21-36 | 9,265,865 | 9,080,795 | |
Navient Private Education Loan Trust | |||||
Series 2016-AA, Class A2A (C) | 3.910 | 12-15-45 | 4,151,943 | 4,082,005 | |
Navient Private Education Refi Loan Trust | |||||
Series 2019-FA, Class A2 (C) | 2.600 | 08-15-68 | 11,475,526 | 10,851,145 | |
Navient Student Loan Trust | |||||
Series 2020-2A, Class A1A (C) | 1.320 | 08-26-69 | 19,560,437 | 17,018,623 |
24 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Neighborly Issuer LLC | |||||
Series 2021-1A, Class A2 (C) | 3.584 | 04-30-51 | 42,237,350 | $36,460,928 | |
Series 2022-1A, Class A2 (C) | 3.695 | 01-30-52 | 17,468,220 | 14,797,259 | |
New Economy Assets Phase 1 Sponsor LLC | |||||
Series 2021-1, Class A1 (C) | 1.910 | 10-20-61 | 41,424,000 | 35,941,952 | |
Series 2021-1, Class B1 (C) | 2.410 | 10-20-61 | 12,548,000 | 10,768,460 | |
NRZ Excess Spread-Collateralized Notes | |||||
Series 2021-FHT1, Class A (C) | 3.104 | 07-25-26 | 6,562,160 | 5,931,241 | |
OCP CLO, Ltd. | |||||
Series 2020-19A, Class AR (3 month LIBOR + 1.150%) (B)(C) | 3.860 | 10-20-34 | 14,541,000 | 14,140,875 | |
Oxford Finance Funding LLC | |||||
Series 2019-1A, Class A2 (C) | 4.459 | 02-15-27 | 7,060,775 | 7,023,240 | |
Series 2020-1A, Class A2 (C) | 3.101 | 02-15-28 | 2,445,443 | 2,421,277 | |
PFS Financing Corp. | |||||
Series 2020-E, Class A (C) | 1.000 | 10-15-25 | 20,469,000 | 19,688,935 | |
Progress Residential Trust | |||||
Series 2020-SFR1, Class A (C) | 1.732 | 04-17-37 | 15,528,000 | 14,663,704 | |
Series 2021-SFR8, Class B (C) | 1.681 | 10-17-38 | 13,890,000 | 12,237,632 | |
Renaissance Home Equity Loan Trust | |||||
Series 2005-2, Class AF4 | 4.934 | 08-25-35 | 2,615,257 | 2,549,654 | |
Santander Retail Auto Lease Trust | |||||
Series 2022-A, Class A3 (C) | 1.340 | 07-21-25 | 11,616,000 | 11,043,166 | |
Santander Revolving Auto Loan Trust | |||||
Series 2019-A, Class A (C) | 2.510 | 01-26-32 | 43,933,000 | 41,925,978 | |
SCF Equipment Leasing LLC | |||||
Series 2021-1A, Class E (C) | 3.560 | 08-20-32 | 3,300,000 | 3,052,077 | |
ServiceMaster Funding LLC | |||||
Series 2021-1, Class A2I (C) | 2.865 | 07-30-51 | 11,860,200 | 9,956,709 | |
Sesac Finance LLC | |||||
Series 2019-1, Class A2 (C) | 5.216 | 07-25-49 | 30,362,940 | 28,634,408 | |
Sierra Timeshare Receivables Funding LLC | |||||
Series 2018-3A, Class D (C) | 5.200 | 09-20-35 | 1,551,251 | 1,516,575 | |
Series 2019-1A, Class A (C) | 3.200 | 01-20-36 | 2,685,020 | 2,618,575 | |
Series 2021-1A, Class D (C) | 3.170 | 11-20-37 | 2,596,459 | 2,404,978 | |
SMB Private Education Loan Trust | |||||
Series 2019-B, Class A2A (C) | 2.840 | 06-15-37 | 21,144,835 | 20,279,345 | |
Series 2020-PTA, Class A2A (C) | 1.600 | 09-15-54 | 20,247,475 | 18,469,190 | |
Series 2021-A, Class APT2 (C) | 1.070 | 01-15-53 | 14,184,113 | 12,583,173 | |
Sonic Capital LLC | |||||
Series 2020-1A, Class A2I (C) | 3.845 | 01-20-50 | 27,143,060 | 24,899,985 | |
Series 2021-1A, Class A2I (C) | 2.190 | 08-20-51 | 22,826,818 | 18,278,415 | |
Sunbird Engine Finance LLC | |||||
Series 2020-1A, Class A (C) | 3.671 | 02-15-45 | 8,811,980 | 7,477,744 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (C) | 1.946 | 08-25-51 | 44,962,235 | 39,058,873 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (C) | 1.650 | 02-20-46 | 19,203,915 | 16,415,389 | |
Toyota Auto Loan Extended Note Trust | |||||
Series 2019-1A, Class A (C) | 2.560 | 11-25-31 | 63,477,000 | 61,817,997 | |
Toyota Auto Receivables Owner Trust | |||||
Series 2022-A, Class A3 | 1.230 | 06-15-26 | 24,038,000 | 22,968,448 | |
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A (C) | 2.110 | 09-20-45 | 42,194,860 | 37,259,466 | |
Series 2021-1A, Class A (C) | 1.860 | 03-20-46 | 25,011,832 | 21,598,017 | |
Vantage Data Centers LLC | |||||
Series 2020-1A, Class A2 (C) | 1.645 | 09-15-45 | 26,045,000 | 23,237,711 | |
Series 2020-2A, Class A2 (C) | 1.992 | 09-15-45 | 20,898,000 | 18,002,434 | |
Verizon Master Trust | |||||
Series 2022-2, Class A | 1.530 | 07-20-28 | 20,071,000 | 18,926,800 | |
VR Funding LLC | |||||
Series 2020-1A, Class A (C) | 2.790 | 11-15-50 | 29,173,989 | 26,217,850 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 25 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
VSE VOI Mortgage LLC | |||||
Series 2017-A, Class A (C) | 2.330 | 03-20-35 | 9,886,489 | $9,504,690 | |
Wendy’s Funding LLC | |||||
Series 2021-1A, Class A2I (C) | 2.370 | 06-15-51 | 25,586,550 | 21,406,373 | |
Willis Engine Structured Trust V | |||||
Series 2020-A, Class A (C) | 3.228 | 03-15-45 | 7,316,197 | 6,145,043 | |
Zaxby’s Funding LLC | |||||
Series 2021-1A, Class A2 (C) | 3.238 | 07-30-51 | 21,011,760 | 17,831,483 | |
Shares | Value | ||||
Common stocks 0.1% | $23,981,811 | ||||
(Cost $26,895,162) | |||||
Utilities 0.1% | 23,981,811 | ||||
Multi-utilities 0.1% | |||||
Algonquin Power & Utilities Corp. | 537,950 | 23,981,811 | |||
Preferred securities 0.2% | $39,886,438 | ||||
(Cost $39,073,716) | |||||
Communication services 0.1% | 10,192,714 | ||||
Wireless telecommunication services 0.1% | |||||
Telephone & Data Systems, Inc., 6.625% | 468,200 | 10,192,714 | |||
Financials 0.0% | 2,652,360 | ||||
Banks 0.0% | |||||
Wells Fargo & Company, 7.500% | 2,139 | 2,652,360 | |||
Utilities 0.1% | 27,041,364 | ||||
Electric utilities 0.1% | |||||
NextEra Energy, Inc., 5.279% | 275,700 | 14,347,428 | |||
Multi-utilities 0.0% | |||||
NiSource, Inc., 7.750% | 111,900 | 12,693,936 | |||
Par value^ | Value | ||||
Escrow certificates 0.0% | $12,342 | ||||
(Cost $0) | |||||
LSC Communications, Inc. (C)(I) | 19,591,000 | 12,342 | |||
Yield (%) | Shares | Value | |||
Short-term investments 4.4% | $925,359,376 | ||||
(Cost $925,371,510) | |||||
Short-term funds 4.4% | 925,359,376 | ||||
John Hancock Collateral Trust (J) | 2.3160(K) | 92,597,051 | 925,359,376 |
Total investments (Cost $23,905,951,258) 102.7% | $21,723,310,075 | ||||
Other assets and liabilities, net (2.7%) | (572,554,264) | ||||
Total net assets 100.0% | $21,150,755,811 |
Rate (%) | Maturity date | Par value^ | Value | ||
Sale commitments outstanding (0.1%) | $(29,321,469) | ||||
(Proceeds received $29,398,822) | |||||
U.S. Government Agency (0.1%) | (29,321,469) | ||||
Federal National Mortgage Association (A) | 4.000 | TBA | (30,000,000) | (29,321,469) |
26 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
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 | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
ICE | Intercontinental Exchange |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | Security purchased or sold on a when-issued or delayed delivery basis. |
(B) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(C) | 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 $6,627,549,535 or 31.3% of the fund’s net assets as of 8-31-22. |
(D) | All or a portion of this security is on loan as of 8-31-22. The value of securities on loan amounted to $47,204,967. |
(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) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(H) | 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. |
(I) | Non-income producing security. |
(J) | 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. Cash collateral received for securities lending amounted to $48,170,870. |
(K) | The rate shown is the annualized seven-day yield as of 8-31-22. |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 27 |
DERIVATIVES
FUTURES
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
U.S. Treasury Long Bond Futures | 353 | Long | Dec 2022 | $48,452,668 | $47,952,844 | $(499,824) |
$(499,824) |
^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.
28 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Notes to Fund’s investments (unaudited) |
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the 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 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 whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade.
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 August 31, 2022, by major security category or type:
Total value at 8-31-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $7,201,897,415 | — | $7,201,897,415 | — |
Foreign government obligations | 88,828,838 | — | 88,828,838 | — |
Corporate bonds | 9,769,049,207 | — | 9,769,049,207 | — |
Municipal bonds | 46,003,949 | — | 46,003,949 | — |
Term loans | 93,047,555 | — | 93,047,555 | — |
Collateralized mortgage obligations | 1,733,555,963 | — | 1,733,555,963 | — |
Asset backed securities | 1,801,687,181 | — | 1,801,687,181 | — |
Common stocks | 23,981,811 | $23,981,811 | — | — |
Preferred securities | 39,886,438 | 39,886,438 | — | — |
Escrow certificates | 12,342 | — | 12,342 | — |
Short-term investments | 925,359,376 | 925,359,376 | — | — |
Total investments in securities | $21,723,310,075 | $989,227,625 | $20,734,082,450 | — |
Liabilities | ||||
Sale commitments outstanding | $(29,321,469) | — | $(29,321,469) | — |
Derivatives: | ||||
Liabilities | ||||
Futures | (499,824) | $(499,824) | — | — |
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:
| | 29 |
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 | 92,597,051 | $92,648,841 | $2,397,825,005 | $(1,564,773,288) | $(311,700) | $(29,482) | $2,417,193 | — | $925,359,376 |
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.
30 | | |