John Hancock
Bond Fund
Quarterly portfolio holdings 8/31/2023
![](https://capedge.com/proxy/NPORT-P/0001145549-23-064040/imga2dc12051.gif)
Fund’s investments |
As of 8-31-23
(unaudited)
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 51.9% | $11,519,598,361 | ||||
(Cost $12,100,977,122) | |||||
U.S. Government 21.4% | 4,751,717,215 | ||||
U.S. Treasury | |||||
Bond | 2.250 | 02-15-52 | 107,041,000 | 72,210,863 | |
Bond | 2.500 | 02-15-45 | 46,172,000 | 33,905,759 | |
Bond | 3.000 | 08-15-52 | 636,616,000 | 507,328,241 | |
Bond | 3.375 | 08-15-42 | 483,509,000 | 419,576,268 | |
Bond | 3.375 | 11-15-48 | 107,040,000 | 90,967,275 | |
Bond | 3.625 | 05-15-53 | 384,587,000 | 346,849,401 | |
Bond | 4.000 | 11-15-42 | 482,409,000 | 457,704,382 | |
Bond | 4.375 | 08-15-43 | 596,797,000 | 595,211,758 | |
Note | 3.875 | 08-15-33 | 1,010,962,000 | 992,954,239 | |
Note | 4.000 | 07-31-30 | 1,167,752,000 | 1,153,884,927 | |
Note | 4.125 | 07-31-28 | 81,422,000 | 80,944,918 | |
Note | 4.375 | 08-15-26 | 180,000 | 179,184 | |
U.S. Government Agency 30.5% | 6,767,881,146 | ||||
Federal Home Loan Mortgage Corp. | |||||
15 Yr Pass Thru | 2.000 | 06-01-36 | 61,466,378 | 54,242,560 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 18,771,699 | 18,298,438 | |
15 Yr Pass Thru | 4.500 | 12-01-37 | 12,477,836 | 12,155,454 | |
15 Yr Pass Thru | 4.500 | 01-01-38 | 13,153,147 | 12,813,317 | |
15 Yr Pass Thru | 4.500 | 02-01-38 | 41,682,758 | 40,605,826 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 121,026,504 | 97,552,917 | |
30 Yr Pass Thru | 2.000 | 03-01-52 | 63,979,827 | 51,350,746 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 27,482,750 | 23,026,790 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 62,094,800 | 52,065,769 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 46,630,743 | 39,041,049 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 15,227,718 | 12,673,092 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 3,180,382 | 2,845,374 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 10,703,043 | 9,500,929 | |
30 Yr Pass Thru | 3.000 | 05-01-46 | 1,887,592 | 1,674,997 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 4,432,639 | 3,920,935 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 3,407,270 | 3,019,391 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 6,035,539 | 5,327,479 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 45,188,170 | 40,028,128 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 34,045,523 | 30,030,191 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 8,142,261 | 7,215,040 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 22,567,119 | 19,905,551 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 11,883,691 | 10,381,064 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 14,857,232 | 12,987,902 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 13,809,124 | 12,015,568 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 12,457,505 | 10,884,269 | |
30 Yr Pass Thru | 3.000 | 02-01-50 | 7,765,935 | 6,785,189 | |
30 Yr Pass Thru | 3.000 | 06-01-51 | 75,743,214 | 65,941,042 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 2,270,542 | 2,092,724 | |
30 Yr Pass Thru | 3.500 | 04-01-44 | 3,397,906 | 3,122,845 | |
30 Yr Pass Thru | 3.500 | 05-01-45 | 5,345,698 | 4,887,389 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 32,941,893 | 30,158,827 | |
30 Yr Pass Thru | 3.500 | 09-01-46 | 6,854,727 | 6,254,191 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 1,249,663 | 1,144,867 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 12,849,057 | 11,707,302 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 3,961,781 | 3,612,217 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 4,522,780 | 4,125,130 |
2 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.500 | 12-01-46 | 5,768,310 | $5,266,559 | |
30 Yr Pass Thru | 3.500 | 01-01-47 | 3,910,749 | 3,577,908 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 5,479,041 | 5,017,861 | |
30 Yr Pass Thru | 3.500 | 04-01-47 | 7,270,596 | 6,651,802 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 19,311,785 | 17,607,827 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 26,171,024 | 23,544,901 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 42,777,619 | 38,311,327 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 85,522,228 | 76,887,074 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 5,236,428 | 4,971,793 | |
30 Yr Pass Thru | 4.000 | 03-01-42 | 2,801,763 | 2,657,179 | |
30 Yr Pass Thru | 4.000 | 11-01-43 | 2,269,193 | 2,149,017 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 5,494,097 | 5,190,540 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 15,871,536 | 14,945,010 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 6,409,338 | 6,063,223 | |
30 Yr Pass Thru | 4.000 | 05-01-47 | 5,311,488 | 5,024,659 | |
30 Yr Pass Thru | 4.000 | 10-01-47 | 7,760,163 | 7,328,976 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 2,065,803 | 1,947,145 | |
30 Yr Pass Thru | 4.000 | 07-01-48 | 16,256,128 | 15,307,150 | |
30 Yr Pass Thru | 4.000 | 08-01-48 | 7,760,925 | 7,295,742 | |
30 Yr Pass Thru | 4.000 | 05-01-52 | 2,504,888 | 2,336,484 | |
30 Yr Pass Thru | 4.000 | 06-01-53 | 60,435,976 | 55,976,248 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 25,871,921 | 24,709,193 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 21,546,000 | 20,544,020 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 13,461,816 | 12,852,612 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 64,632,257 | 61,707,376 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 53,501,021 | 51,046,437 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 33,977,509 | 32,216,907 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 33,174,739 | 31,611,240 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 36,805,445 | 35,139,844 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 41,805,579 | 40,031,279 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 33,888,397 | 32,217,133 | |
30 Yr Pass Thru (A) | 4.500 | 10-01-52 | 37,910,514 | 36,218,598 | |
30 Yr Pass Thru | 4.500 | 12-01-52 | 23,200,009 | 22,092,111 | |
30 Yr Pass Thru (A) | 4.500 | 12-01-52 | 94,157,365 | 90,220,015 | |
30 Yr Pass Thru | 4.500 | 03-01-53 | 52,019,768 | 49,324,276 | |
30 Yr Pass Thru | 4.500 | 04-01-53 | 22,248,935 | 21,235,124 | |
30 Yr Pass Thru (A) | 4.500 | 08-01-53 | 69,383,478 | 66,200,220 | |
30 Yr Pass Thru (A) | 4.500 | 08-01-53 | 16,172,242 | 15,403,739 | |
30 Yr Pass Thru | 5.000 | 08-01-52 | 41,842,525 | 40,858,456 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 52,765,012 | 51,474,596 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 39,458,641 | 38,370,337 | |
30 Yr Pass Thru | 5.000 | 11-01-52 | 42,237,935 | 41,006,978 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 19,699,729 | 19,193,330 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 39,254,447 | 38,294,444 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 4,790,295 | 4,656,677 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 32,660,774 | 31,882,439 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 64,070,352 | 62,203,125 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 38,625,515 | 37,620,541 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 41,529,594 | 40,419,861 | |
30 Yr Pass Thru | 5.000 | 06-01-53 | 48,635,895 | 47,275,476 | |
30 Yr Pass Thru | 5.000 | 06-01-53 | 62,347,125 | 60,759,050 | |
30 Yr Pass Thru (A) | 5.000 | 07-01-53 | 11,708,021 | 11,384,189 | |
30 Yr Pass Thru (A) | 5.000 | 07-01-53 | 47,554,735 | 46,284,001 | |
30 Yr Pass Thru | 5.000 | 08-01-53 | 77,998,392 | 76,011,656 |
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 (A) | 5.000 | 08-01-53 | 58,599,604 | $57,106,984 | |
30 Yr Pass Thru | 5.000 | 09-01-53 | 49,976 | 48,453 | |
30 Yr Pass Thru | 5.500 | 11-01-39 | 2,027,118 | 2,061,110 | |
30 Yr Pass Thru | 5.500 | 09-01-52 | 43,902,005 | 43,695,214 | |
30 Yr Pass Thru | 5.500 | 11-01-52 | 45,696,900 | 45,381,692 | |
Federal National Mortgage Association | |||||
15 Yr Pass Thru | 2.000 | 04-01-37 | 62,774,346 | 55,396,810 | |
15 Yr Pass Thru | 2.500 | 01-01-36 | 68,401,971 | 62,338,294 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 36,230,916 | 35,408,062 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 23,532,435 | 22,924,442 | |
15 Yr Pass Thru | 4.500 | 02-01-38 | 36,062,289 | 35,130,569 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 19,514,721 | 15,735,859 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 26,104,396 | 21,904,549 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 28,533,601 | 23,996,428 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 116,446,074 | 97,929,798 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 11,608,859 | 9,781,055 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 62,719,976 | 52,629,172 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 5,333,473 | 4,465,388 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 42,247,413 | 35,371,157 | |
30 Yr Pass Thru | 2.500 | 10-01-51 | 22,002,343 | 18,407,455 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 45,572,928 | 38,226,613 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 43,704,712 | 36,468,344 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 51,574,483 | 43,051,202 | |
30 Yr Pass Thru | 2.500 | 02-01-52 | 129,202,512 | 107,910,856 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 1,076,571 | 898,150 | |
30 Yr Pass Thru | 3.000 | 07-01-42 | 1,894,938 | 1,697,120 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 3,065,042 | 2,736,072 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 1,754,343 | 1,564,234 | |
30 Yr Pass Thru | 3.000 | 04-01-43 | 1,475,649 | 1,315,894 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 15,479,789 | 13,665,160 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 22,259,204 | 19,622,029 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 17,267,843 | 15,222,023 | |
30 Yr Pass Thru | 3.000 | 09-01-46 | 2,273,024 | 2,011,540 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 1,643,590 | 1,454,514 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 13,132,461 | 11,535,544 | |
30 Yr Pass Thru | 3.000 | 01-01-47 | 15,889,217 | 14,026,592 | |
30 Yr Pass Thru | 3.000 | 02-01-47 | 9,014,706 | 7,977,671 | |
30 Yr Pass Thru | 3.000 | 10-01-47 | 19,108,160 | 16,844,307 | |
30 Yr Pass Thru | 3.000 | 11-01-47 | 20,126,539 | 17,742,033 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 35,254,499 | 30,967,527 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 12,080,268 | 10,649,050 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 16,358,345 | 14,289,922 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 30,068,113 | 26,031,258 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 7,252,261 | 6,310,322 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 30,736,064 | 26,926,498 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 21,017,489 | 18,149,769 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 20,124,028 | 17,592,032 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 16,022,801 | 13,996,806 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 17,756,488 | 15,450,240 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 18,635,247 | 16,278,923 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 16,551,509 | 14,450,904 | |
30 Yr Pass Thru | 3.000 | 01-01-52 | 39,272,398 | 34,140,941 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 16,872,285 | 14,626,835 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 36,621,187 | 31,724,565 |
4 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.500 | 11-01-40 | 863,011 | $796,104 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 989,162 | 908,953 | |
30 Yr Pass Thru | 3.500 | 08-01-42 | 1,985,944 | 1,826,733 | |
30 Yr Pass Thru | 3.500 | 06-01-43 | 8,502,884 | 7,804,376 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 2,708,005 | 2,483,609 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 2,701,526 | 2,479,026 | |
30 Yr Pass Thru | 3.500 | 01-01-45 | 1,860,128 | 1,706,608 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 5,676,215 | 5,186,459 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 1,458,626 | 1,332,773 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 6,704,738 | 6,126,239 | |
30 Yr Pass Thru | 3.500 | 01-01-46 | 16,280,674 | 14,911,556 | |
30 Yr Pass Thru | 3.500 | 02-01-46 | 10,501,146 | 9,588,521 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 6,820,601 | 6,219,316 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 3,699,677 | 3,373,523 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 17,067,364 | 15,557,419 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 19,188,147 | 17,472,589 | |
30 Yr Pass Thru | 3.500 | 03-01-47 | 22,737,580 | 20,775,732 | |
30 Yr Pass Thru | 3.500 | 05-01-47 | 13,763,791 | 12,589,124 | |
30 Yr Pass Thru | 3.500 | 07-01-47 | 26,102,925 | 23,850,707 | |
30 Yr Pass Thru | 3.500 | 08-01-47 | 17,713,630 | 16,163,117 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 21,697,455 | 19,750,766 | |
30 Yr Pass Thru | 3.500 | 12-01-47 | 10,499,220 | 9,537,547 | |
30 Yr Pass Thru | 3.500 | 01-01-48 | 16,399,284 | 14,897,196 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 4,142,247 | 3,783,551 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 9,169,503 | 8,306,701 | |
30 Yr Pass Thru | 3.500 | 03-01-49 | 2,745,290 | 2,493,836 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 16,473,064 | 14,959,070 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 50,954,432 | 46,271,353 | |
30 Yr Pass Thru | 3.500 | 09-01-49 | 5,009,485 | 4,535,771 | |
30 Yr Pass Thru | 3.500 | 12-01-49 | 21,711,936 | 19,658,782 | |
30 Yr Pass Thru | 3.500 | 02-01-50 | 24,597,302 | 22,263,611 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 23,950,313 | 21,715,428 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 35,540,138 | 31,796,173 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 32,143,348 | 28,867,709 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 21,854,512 | 19,654,698 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 2,432,038 | 2,308,199 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 3,373,491 | 3,202,681 | |
30 Yr Pass Thru | 4.000 | 11-01-40 | 1,172,130 | 1,112,833 | |
30 Yr Pass Thru | 4.000 | 12-01-40 | 1,442,973 | 1,369,487 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 2,251,279 | 2,136,171 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 3,026,178 | 2,867,452 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 1,327,243 | 1,259,276 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 976,532 | 925,383 | |
30 Yr Pass Thru | 4.000 | 01-01-42 | 1,436,022 | 1,361,414 | |
30 Yr Pass Thru | 4.000 | 05-01-42 | 1,927,623 | 1,825,695 | |
30 Yr Pass Thru | 4.000 | 09-01-43 | 3,833,359 | 3,637,336 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 3,793,331 | 3,599,354 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 1,405,955 | 1,331,423 | |
30 Yr Pass Thru | 4.000 | 01-01-44 | 2,826,559 | 2,682,019 | |
30 Yr Pass Thru | 4.000 | 12-01-45 | 7,096,388 | 6,691,370 | |
30 Yr Pass Thru | 4.000 | 02-01-46 | 3,559,688 | 3,349,849 | |
30 Yr Pass Thru | 4.000 | 04-01-46 | 4,443,061 | 4,175,594 | |
30 Yr Pass Thru | 4.000 | 06-01-46 | 2,687,948 | 2,526,137 | |
30 Yr Pass Thru | 4.000 | 07-01-46 | 4,961,807 | 4,663,112 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 5 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.000 | 10-01-46 | 1,630,354 | $1,531,190 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 6,462,312 | 6,123,776 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 7,176,569 | 6,749,033 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 7,872,110 | 7,459,719 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 2,104,127 | 1,982,064 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 4,984,017 | 4,694,888 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 2,691,598 | 2,525,361 | |
30 Yr Pass Thru | 4.000 | 09-01-48 | 2,362,055 | 2,219,862 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 6,836,794 | 6,412,409 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 8,837,697 | 8,308,440 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 5,444,874 | 5,088,173 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 4,726,440 | 4,415,328 | |
30 Yr Pass Thru | 4.000 | 02-01-49 | 5,785,265 | 5,406,265 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 10,231,482 | 9,596,375 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 14,505,291 | 13,600,359 | |
30 Yr Pass Thru | 4.000 | 08-01-49 | 29,262,316 | 27,445,893 | |
30 Yr Pass Thru | 4.000 | 02-01-50 | 23,115,562 | 21,630,126 | |
30 Yr Pass Thru | 4.000 | 03-01-51 | 92,733,511 | 86,716,377 | |
30 Yr Pass Thru | 4.000 | 08-01-51 | 51,367,354 | 48,162,735 | |
30 Yr Pass Thru | 4.000 | 10-01-51 | 103,573,313 | 96,674,803 | |
30 Yr Pass Thru | 4.000 | 04-01-52 | 9,877,199 | 9,179,201 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 2,739,561 | 2,551,955 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 37,141,870 | 34,505,536 | |
30 Yr Pass Thru (A) | 4.500 | 05-01-52 | 34,477,908 | 32,960,735 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 40,030,503 | 38,206,445 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 92,713,773 | 88,402,193 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 75,851,906 | 72,371,881 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 45,660,174 | 43,294,214 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 10,476,172 | 10,002,081 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 75,194,740 | 71,298,396 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 63,138,396 | 60,458,695 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 169,507,534 | 160,724,213 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 50,181,034 | 47,878,768 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 23,573,207 | 22,491,687 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 16,097,144 | 15,413,954 | |
30 Yr Pass Thru (A) | 4.500 | 10-01-52 | 17,588,904 | 16,759,953 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 30,640,603 | 29,196,536 | |
30 Yr Pass Thru (A) | 4.500 | 10-01-52 | 9,627,314 | 9,185,621 | |
30 Yr Pass Thru (A) | 4.500 | 10-01-52 | 39,305,493 | 37,453,056 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 31,634,707 | 30,183,332 | |
30 Yr Pass Thru (A) | 4.500 | 11-01-52 | 7,884,825 | 7,528,003 | |
30 Yr Pass Thru (A) | 4.500 | 11-01-52 | 14,744,166 | 14,067,715 | |
30 Yr Pass Thru (A) | 4.500 | 11-01-52 | 19,773,920 | 18,854,350 | |
30 Yr Pass Thru | 4.500 | 12-01-52 | 42,589,700 | 40,582,482 | |
30 Yr Pass Thru (A) | 4.500 | 02-01-53 | 34,876,858 | 33,375,371 | |
30 Yr Pass Thru | 4.500 | 03-01-53 | 16,207,471 | 15,428,431 | |
30 Yr Pass Thru | 4.500 | 03-01-53 | 34,524,800 | 32,854,518 | |
30 Yr Pass Thru | 4.500 | 05-01-53 | 20,497,880 | 19,563,860 | |
30 Yr Pass Thru (A) | 4.500 | 06-01-53 | 20,852,375 | 19,809,341 | |
30 Yr Pass Thru (A) | 4.500 | 08-01-53 | 34,323,394 | 32,617,268 | |
30 Yr Pass Thru (A) | 5.000 | TBA | 50,000,000 | 48,462,890 | |
30 Yr Pass Thru | 5.000 | 06-01-52 | 25,624,149 | 24,925,420 | |
30 Yr Pass Thru | 5.000 | 07-01-52 | 67,904,980 | 66,032,099 | |
30 Yr Pass Thru | 5.000 | 07-01-52 | 45,385,021 | 44,090,713 |
6 | 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 | 5.000 | 08-01-52 | 30,612,775 | $29,825,846 | |
30 Yr Pass Thru | 5.000 | 09-01-52 | 102,254,613 | 99,306,520 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 44,392,134 | 43,250,994 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 43,302,950 | 42,040,955 | |
30 Yr Pass Thru | 5.000 | 11-01-52 | 41,002,563 | 39,999,809 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 39,168,774 | 38,161,905 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 7,865,884 | 7,678,433 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 33,531,643 | 32,711,596 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 81,050,358 | 78,688,275 | |
30 Yr Pass Thru | 5.000 | 02-01-53 | 1,479,558 | 1,435,514 | |
30 Yr Pass Thru | 5.000 | 03-01-53 | 224,016 | 217,239 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 9,264,123 | 9,016,572 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 34,326,273 | 33,409,024 | |
30 Yr Pass Thru (A) | 5.000 | 04-01-53 | 9,299,021 | 9,062,161 | |
30 Yr Pass Thru | 5.000 | 05-01-53 | 78,978,430 | 76,966,731 | |
30 Yr Pass Thru | 5.000 | 05-01-53 | 34,290,227 | 33,331,078 | |
30 Yr Pass Thru | 5.000 | 05-01-53 | 57,086,060 | 55,667,671 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 91,103,121 | 88,782,588 | |
30 Yr Pass Thru (6 month LIBOR + 2.122%) (B) | 5.372 | 07-01-33 | 241 | 243 | |
30 Yr Pass Thru | 5.500 | 10-01-52 | 46,920,414 | 46,611,429 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 39,640,707 | 39,441,599 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 72,131,076 | 71,768,776 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 2,029,973 | 2,019,777 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 47,530,185 | 47,217,184 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 27,546,159 | 27,562,747 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 26,459,222 | 26,276,712 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 1,759,373 | 1,743,938 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 27,942,583 | 27,802,233 | |
30 Yr Pass Thru | 5.500 | 04-01-53 | 15,533,006 | 15,387,030 | |
30 Yr Pass Thru | 5.500 | 04-01-53 | 27,490,167 | 27,180,276 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 96 | 99 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 29 | 30 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 1,063 | 1,105 | |
30 Yr Pass Thru | 7.000 | 01-01-32 | 42 | 44 | |
30 Yr Pass Thru | 7.000 | 06-01-32 | 15 | 16 | |
30 Yr Pass Thru | 7.500 | 09-01-29 | 24 | 24 | |
30 Yr Pass Thru | 7.500 | 12-01-29 | 26 | 27 | |
30 Yr Pass Thru | 7.500 | 01-01-31 | 12 | 12 | |
30 Yr Pass Thru | 7.500 | 05-01-31 | 86 | 89 | |
30 Yr Pass Thru | 7.500 | 08-01-31 | 16 | 16 | |
Government National Mortgage Association | |||||
30 Yr Pass Thru | 5.000 | 04-15-35 | 1,305 | 1,291 | |
30 Yr Pass Thru | 5.000 | 04-15-35 | 620 | 613 | |
30 Yr Pass Thru | 5.500 | 03-15-35 | 853 | 860 | |
30 Yr Pass Thru | 6.000 | 03-15-33 | 1,243 | 1,263 | |
30 Yr Pass Thru | 6.000 | 06-15-33 | 385 | 390 | |
30 Yr Pass Thru | 6.500 | 09-15-28 | 56 | 57 | |
30 Yr Pass Thru | 6.500 | 09-15-29 | 61 | 62 | |
30 Yr Pass Thru | 6.500 | 08-15-31 | 88 | 89 | |
30 Yr Pass Thru | 7.000 | 04-15-29 | 317 | 322 | |
30 Yr Pass Thru | 8.000 | 10-15-26 | 145 | 147 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
Foreign government obligations 0.2% | $33,472,582 | ||||
(Cost $39,000,281) | |||||
Argentina 0.1% | 6,836,739 | ||||
Republic of Argentina Bond (3.500% to 7-9-29, then 4.875% thereafter) | 3.500 | 07-09-41 | 22,147,000 | 6,836,739 | |
Qatar 0.1% | 26,635,843 | ||||
State of Qatar Bond (C) | 5.103 | 04-23-48 | 27,813,000 | 26,635,843 | |
Corporate bonds 37.5% | $8,329,494,361 | ||||
(Cost $9,210,974,046) | |||||
Communication services 3.2% | 704,699,383 | ||||
Diversified telecommunication services 0.5% | |||||
C&W Senior Financing DAC (C) | 6.875 | 09-15-27 | 18,344,000 | 17,024,700 | |
Connect Finco SARL (C) | 6.750 | 10-01-26 | 22,977,000 | 21,797,283 | |
GCI LLC (C) | 4.750 | 10-15-28 | 19,046,000 | 16,522,405 | |
Kenbourne Invest SA (C) | 4.700 | 01-22-28 | 2,933,000 | 1,799,835 | |
Kenbourne Invest SA (C) | 6.875 | 11-26-24 | 5,127,000 | 4,305,142 | |
Telesat Canada (C) | 5.625 | 12-06-26 | 8,065,000 | 5,691,471 | |
Total Play Telecomunicaciones SA de CV (C) | 6.375 | 09-20-28 | 17,481,000 | 8,020,589 | |
Total Play Telecomunicaciones SA de CV (C) | 7.500 | 11-12-25 | 30,937,000 | 18,036,045 | |
Zayo Group Holdings, Inc. (C) | 4.000 | 03-01-27 | 14,831,000 | 11,114,909 | |
Zayo Group Holdings, Inc. (C) | 6.125 | 03-01-28 | 13,760,000 | 8,943,990 | |
Entertainment 0.8% | |||||
Netflix, Inc. | 4.875 | 04-15-28 | 40,575,000 | 39,948,100 | |
Netflix, Inc. (C) | 5.375 | 11-15-29 | 6,259,000 | 6,224,379 | |
Netflix, Inc. | 5.875 | 11-15-28 | 32,460,000 | 33,368,263 | |
WarnerMedia Holdings, Inc. | 4.279 | 03-15-32 | 20,340,000 | 17,948,820 | |
WarnerMedia Holdings, Inc. | 5.050 | 03-15-42 | 10,477,000 | 8,612,428 | |
WarnerMedia Holdings, Inc. | 5.141 | 03-15-52 | 70,857,000 | 56,480,788 | |
WMG Acquisition Corp. (C) | 3.875 | 07-15-30 | 18,861,000 | 16,367,631 | |
Interactive media and services 0.2% | |||||
Match Group Holdings II LLC (C)(D) | 3.625 | 10-01-31 | 5,958,000 | 4,857,021 | |
Match Group Holdings II LLC (C) | 4.125 | 08-01-30 | 14,047,000 | 12,046,988 | |
Meta Platforms, Inc. | 4.800 | 05-15-30 | 10,925,000 | 10,881,295 | |
Media 1.0% | |||||
Charter Communications Operating LLC | 4.200 | 03-15-28 | 40,895,000 | 38,090,124 | |
Charter Communications Operating LLC | 4.800 | 03-01-50 | 41,047,000 | 30,411,197 | |
Charter Communications Operating LLC | 5.750 | 04-01-48 | 46,207,000 | 38,928,638 | |
Charter Communications Operating LLC | 6.484 | 10-23-45 | 32,727,000 | 30,107,207 | |
Globo Comunicacao e Participacoes SA (C) | 4.875 | 01-22-30 | 25,650,000 | 21,748,371 | |
LCPR Senior Secured Financing DAC (C) | 5.125 | 07-15-29 | 8,324,000 | 7,017,132 | |
News Corp. (C) | 3.875 | 05-15-29 | 15,978,000 | 14,031,720 | |
Sirius XM Radio, Inc. (C) | 4.000 | 07-15-28 | 15,524,000 | 13,442,557 | |
Sirius XM Radio, Inc. (C) | 5.000 | 08-01-27 | 26,970,000 | 24,935,923 | |
Stagwell Global LLC (C) | 5.625 | 08-15-29 | 9,706,000 | 8,105,847 | |
Wireless telecommunication services 0.7% | |||||
Millicom International Cellular SA (C) | 6.250 | 03-25-29 | 14,440,500 | 13,216,824 | |
T-Mobile USA, Inc. | 2.875 | 02-15-31 | 3,484,000 | 2,929,266 | |
T-Mobile USA, Inc. | 3.375 | 04-15-29 | 29,308,000 | 26,270,571 | |
T-Mobile USA, Inc. | 3.875 | 04-15-30 | 62,424,000 | 56,975,957 | |
T-Mobile USA, Inc. | 5.750 | 01-15-54 | 26,389,000 | 26,096,745 | |
Vodafone Group PLC | 5.625 | 02-10-53 | 12,888,000 | 12,161,271 | |
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) | 7.000 | 04-04-79 | 20,093,000 | 20,237,951 |
8 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary 3.9% | $878,267,947 | ||||
Automobile components 0.0% | |||||
Dealer Tire LLC (C)(D) | 8.000 | 02-01-28 | 7,968,000 | 7,437,274 | |
Automobiles 1.5% | |||||
Ford Motor Company | 3.250 | 02-12-32 | 12,651,000 | 9,875,479 | |
Ford Motor Credit Company LLC | 2.900 | 02-16-28 | 4,515,000 | 3,853,078 | |
Ford Motor Credit Company LLC | 4.000 | 11-13-30 | 13,199,000 | 11,168,323 | |
Ford Motor Credit Company LLC | 4.125 | 08-17-27 | 29,632,000 | 26,887,155 | |
Ford Motor Credit Company LLC | 5.113 | 05-03-29 | 38,435,000 | 35,352,951 | |
Ford Motor Credit Company LLC | 6.800 | 05-12-28 | 65,728,000 | 65,701,130 | |
General Motors Company | 5.400 | 10-15-29 | 27,779,000 | 26,855,989 | |
General Motors Company | 5.400 | 04-01-48 | 11,218,000 | 9,331,198 | |
General Motors Financial Company, Inc. | 2.400 | 10-15-28 | 54,508,000 | 46,133,655 | |
General Motors Financial Company, Inc. | 3.600 | 06-21-30 | 68,640,000 | 58,919,210 | |
Hyundai Capital America (C) | 2.375 | 10-15-27 | 10,962,000 | 9,604,751 | |
Nissan Motor Acceptance Company LLC (C) | 1.850 | 09-16-26 | 28,574,000 | 24,751,140 | |
Nissan Motor Acceptance Company LLC (C) | 2.000 | 03-09-26 | 12,989,000 | 11,575,057 | |
Broadline retail 0.2% | |||||
eBay, Inc. | 2.700 | 03-11-30 | 33,149,000 | 28,300,832 | |
Macy’s Retail Holdings LLC (C)(D) | 5.875 | 04-01-29 | 8,087,000 | 7,310,494 | |
Macy’s Retail Holdings LLC (C)(D) | 5.875 | 03-15-30 | 7,187,000 | 6,288,625 | |
Macy’s Retail Holdings LLC (C)(D) | 6.125 | 03-15-32 | 13,210,000 | 11,327,575 | |
Distributors 0.0% | |||||
LKQ Corp. (C) | 5.750 | 06-15-28 | 7,767,000 | 7,700,904 | |
Diversified consumer services 0.1% | |||||
GEMS MENASA Cayman, Ltd. (C) | 7.125 | 07-31-26 | 7,957,000 | 7,728,634 | |
Sotheby’s (C) | 7.375 | 10-15-27 | 8,763,000 | 7,977,452 | |
Hotels, restaurants and leisure 1.4% | |||||
Affinity Interactive (C)(D) | 6.875 | 12-15-27 | 10,775,000 | 9,540,753 | |
Booking Holdings, Inc. | 4.625 | 04-13-30 | 25,193,000 | 24,633,429 | |
Caesars Entertainment, Inc. (C) | 7.000 | 02-15-30 | 6,738,000 | 6,763,786 | |
CCM Merger, Inc. (C) | 6.375 | 05-01-26 | 8,345,000 | 8,109,596 | |
Choice Hotels International, Inc. | 3.700 | 12-01-29 | 10,444,000 | 9,222,372 | |
Choice Hotels International, Inc. | 3.700 | 01-15-31 | 12,352,000 | 10,596,440 | |
Expedia Group, Inc. | 2.950 | 03-15-31 | 14,198,000 | 11,870,303 | |
Expedia Group, Inc. | 4.625 | 08-01-27 | 26,562,000 | 25,764,964 | |
Full House Resorts, Inc. (C)(D) | 8.250 | 02-15-28 | 9,403,000 | 8,366,246 | |
Hilton Grand Vacations Borrower Escrow LLC (C) | 4.875 | 07-01-31 | 13,024,000 | 10,980,294 | |
Hilton Grand Vacations Borrower Escrow LLC (C) | 5.000 | 06-01-29 | 16,411,000 | 14,549,307 | |
Hyatt Hotels Corp. | 5.750 | 04-23-30 | 12,540,000 | 12,557,155 | |
Jacobs Entertainment, Inc. (C) | 6.750 | 02-15-29 | 7,277,000 | 6,594,854 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 17,516,000 | 16,598,329 | |
MGM Resorts International | 4.750 | 10-15-28 | 29,156,000 | 26,459,630 | |
Midwest Gaming Borrower LLC (C) | 4.875 | 05-01-29 | 19,995,000 | 17,395,650 | |
Mohegan Tribal Gaming Authority (C) | 8.000 | 02-01-26 | 15,155,000 | 14,113,094 | |
Resorts World Las Vegas LLC (C) | 4.625 | 04-16-29 | 19,445,000 | 15,895,423 | |
Resorts World Las Vegas LLC (C) | 4.625 | 04-06-31 | 8,500,000 | 6,501,292 | |
Resorts World Las Vegas LLC (C) | 8.450 | 07-27-30 | 15,200,000 | 15,008,883 | |
Travel + Leisure Company (C) | 4.625 | 03-01-30 | 8,807,000 | 7,577,507 | |
Wyndham Hotels & Resorts, Inc. (C) | 4.375 | 08-15-28 | 9,122,000 | 8,319,254 | |
Yum! Brands, Inc. (C) | 4.750 | 01-15-30 | 12,209,000 | 11,242,871 | |
Household durables 0.2% | |||||
Brookfield Residential Properties, Inc. (C) | 5.000 | 06-15-29 | 9,654,000 | 8,041,279 | |
Century Communities, Inc. (C) | 3.875 | 08-15-29 | 14,250,000 | 12,277,430 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Household durables (continued) | |||||
KB Home | 4.000 | 06-15-31 | 15,888,000 | $13,383,733 | |
KB Home | 7.250 | 07-15-30 | 4,121,000 | 4,130,843 | |
MDC Holdings, Inc. | 2.500 | 01-15-31 | 10,454,000 | 8,108,217 | |
Specialty retail 0.5% | |||||
Asbury Automotive Group, Inc. (C)(D) | 4.625 | 11-15-29 | 3,401,000 | 3,000,306 | |
Asbury Automotive Group, Inc. | 4.750 | 03-01-30 | 14,462,000 | 12,678,422 | |
AutoNation, Inc. | 4.750 | 06-01-30 | 22,078,000 | 20,562,773 | |
Group 1 Automotive, Inc. (C) | 4.000 | 08-15-28 | 8,738,000 | 7,758,473 | |
Lithia Motors, Inc. (C) | 3.875 | 06-01-29 | 7,350,000 | 6,310,379 | |
Lithia Motors, Inc. (C) | 4.375 | 01-15-31 | 7,350,000 | 6,253,650 | |
Lithia Motors, Inc. (C)(D) | 4.625 | 12-15-27 | 3,675,000 | 3,394,426 | |
The Michaels Companies, Inc. (C) | 5.250 | 05-01-28 | 22,229,000 | 18,533,429 | |
The Michaels Companies, Inc. (C) | 7.875 | 05-01-29 | 20,540,000 | 14,238,328 | |
Valvoline, Inc. (C) | 3.625 | 06-15-31 | 21,112,000 | 16,853,921 | |
Consumer staples 1.2% | 257,467,009 | ||||
Beverages 0.2% | |||||
Anheuser-Busch Companies LLC | 4.700 | 02-01-36 | 27,450,000 | 26,272,655 | |
Anheuser-Busch Companies LLC | 4.900 | 02-01-46 | 11,018,000 | 10,249,484 | |
Food products 0.9% | |||||
Coruripe Netherlands BV (C) | 10.000 | 02-10-27 | 17,517,000 | 12,702,543 | |
JBS USA LUX SA | 3.625 | 01-15-32 | 17,668,000 | 14,499,808 | |
JBS USA LUX SA | 3.750 | 12-01-31 | 5,619,000 | 4,671,086 | |
JBS USA LUX SA | 5.125 | 02-01-28 | 11,250,000 | 10,933,697 | |
JBS USA LUX SA | 5.750 | 04-01-33 | 30,306,000 | 28,843,260 | |
Kraft Heinz Foods Company | 4.375 | 06-01-46 | 46,450,000 | 38,437,329 | |
Kraft Heinz Foods Company | 4.875 | 10-01-49 | 11,914,000 | 10,561,259 | |
Kraft Heinz Foods Company | 5.000 | 06-04-42 | 12,796,000 | 11,690,204 | |
MARB BondCo PLC (C) | 3.950 | 01-29-31 | 26,902,000 | 20,935,857 | |
NBM US Holdings, Inc. (C) | 6.625 | 08-06-29 | 23,063,000 | 21,502,751 | |
Pilgrim’s Pride Corp. | 6.250 | 07-01-33 | 22,897,000 | 22,721,743 | |
Household products 0.1% | |||||
Edgewell Personal Care Company (C) | 4.125 | 04-01-29 | 7,575,000 | 6,564,798 | |
Edgewell Personal Care Company (C) | 5.500 | 06-01-28 | 12,267,000 | 11,561,648 | |
Personal care products 0.0% | |||||
Oriflame Investment Holding PLC (C) | 5.125 | 05-04-26 | 15,725,000 | 5,318,887 | |
Energy 5.1% | 1,140,224,612 | ||||
Energy equipment and services 0.0% | |||||
CSI Compressco LP (C)(D) | 7.500 | 04-01-25 | 4,572,000 | 4,440,555 | |
CSI Compressco LP (C) | 7.500 | 04-01-25 | 5,179,000 | 5,030,104 | |
Oil, gas and consumable fuels 5.1% | |||||
Aker BP ASA (C) | 3.100 | 07-15-31 | 11,396,000 | 9,401,290 | |
Aker BP ASA (C) | 3.750 | 01-15-30 | 7,230,000 | 6,398,028 | |
Aker BP ASA (C) | 4.000 | 01-15-31 | 37,303,000 | 32,868,531 | |
Antero Midstream Partners LP (C) | 5.375 | 06-15-29 | 16,047,000 | 15,036,773 | |
Antero Resources Corp. (C) | 5.375 | 03-01-30 | 5,836,000 | 5,456,502 | |
Ascent Resources Utica Holdings LLC (C)(D) | 5.875 | 06-30-29 | 21,017,000 | 19,142,445 | |
Ascent Resources Utica Holdings LLC (C) | 8.250 | 12-31-28 | 3,840,000 | 3,844,060 | |
Cheniere Energy Partners LP | 4.000 | 03-01-31 | 31,837,000 | 28,107,439 | |
Cheniere Energy Partners LP | 4.500 | 10-01-29 | 31,736,000 | 29,282,706 | |
Columbia Pipelines Operating Company LLC (C) | 5.927 | 08-15-30 | 8,524,000 | 8,598,469 |
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) | |||||
Columbia Pipelines Operating Company LLC (C) | 6.036 | 11-15-33 | 13,221,000 | $13,356,519 | |
Continental Resources, Inc. | 4.900 | 06-01-44 | 15,589,000 | 11,950,185 | |
Diamondback Energy, Inc. | 3.125 | 03-24-31 | 17,121,000 | 14,720,772 | |
Enbridge, Inc. (5.500% to 7-15-27, then 3 month CME Term SOFR + 3.680%) | 5.500 | 07-15-77 | 22,814,000 | 20,483,730 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) (D) | 5.750 | 07-15-80 | 29,961,000 | 27,278,142 | |
Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903%) | 6.250 | 03-01-78 | 22,368,000 | 20,835,016 | |
Energean Israel Finance, Ltd. (C) | 5.375 | 03-30-28 | 6,461,000 | 5,870,465 | |
Energean Israel Finance, Ltd. (C) | 5.875 | 03-30-31 | 11,574,000 | 10,196,694 | |
Energy Transfer LP | 4.200 | 04-15-27 | 15,075,000 | 14,358,975 | |
Energy Transfer LP | 5.150 | 03-15-45 | 24,013,000 | 20,245,059 | |
Energy Transfer LP | 5.250 | 04-15-29 | 24,975,000 | 24,401,308 | |
Energy Transfer LP | 5.400 | 10-01-47 | 27,635,000 | 23,803,367 | |
Energy Transfer LP | 5.500 | 06-01-27 | 23,511,000 | 23,374,156 | |
Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (E) | 6.500 | 11-15-26 | 44,447,000 | 40,537,886 | |
Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (E) | 7.125 | 05-15-30 | 36,220,000 | 32,050,354 | |
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%) | 5.250 | 08-16-77 | 42,999,000 | 37,832,236 | |
EQM Midstream Partners LP (C) | 7.500 | 06-01-27 | 2,859,000 | 2,885,632 | |
EQM Midstream Partners LP (C) | 7.500 | 06-01-30 | 1,610,000 | 1,651,061 | |
Hess Midstream Operations LP (C) | 4.250 | 02-15-30 | 5,230,000 | 4,597,693 | |
Hess Midstream Operations LP (C) | 5.500 | 10-15-30 | 2,295,000 | 2,148,510 | |
Kinder Morgan Energy Partners LP | 7.750 | 03-15-32 | 13,070,000 | 14,489,755 | |
Leviathan Bond, Ltd. (C) | 6.500 | 06-30-27 | 29,476,000 | 28,444,340 | |
Leviathan Bond, Ltd. (C) | 6.750 | 06-30-30 | 4,949,000 | 4,632,264 | |
MC Brazil Downstream Trading SARL (C) | 7.250 | 06-30-31 | 18,078,397 | 12,112,526 | |
MPLX LP | 4.000 | 03-15-28 | 19,220,000 | 18,043,460 | |
MPLX LP | 4.125 | 03-01-27 | 5,490,000 | 5,256,372 | |
MPLX LP | 4.250 | 12-01-27 | 15,703,000 | 14,942,312 | |
MPLX LP | 4.950 | 09-01-32 | 13,328,000 | 12,591,205 | |
MPLX LP | 5.000 | 03-01-33 | 13,702,000 | 12,933,716 | |
Occidental Petroleum Corp. | 6.450 | 09-15-36 | 21,389,000 | 21,871,001 | |
Occidental Petroleum Corp. | 6.600 | 03-15-46 | 11,040,000 | 11,362,037 | |
Occidental Petroleum Corp. | 6.625 | 09-01-30 | 28,848,000 | 29,780,188 | |
ONEOK, Inc. | 5.650 | 11-01-28 | 10,600,000 | 10,615,481 | |
ONEOK, Inc. | 6.050 | 09-01-33 | 39,753,000 | 40,059,599 | |
ONEOK, Inc. | 6.625 | 09-01-53 | 25,389,000 | 25,605,230 | |
Ovintiv, Inc. | 5.650 | 05-15-28 | 8,045,000 | 7,983,441 | |
Ovintiv, Inc. | 6.250 | 07-15-33 | 8,068,000 | 8,053,815 | |
Ovintiv, Inc. | 7.200 | 11-01-31 | 3,846,000 | 4,056,895 | |
Parkland Corp. (C) | 4.500 | 10-01-29 | 12,267,000 | 10,808,682 | |
Parkland Corp. (C) | 4.625 | 05-01-30 | 11,791,000 | 10,394,592 | |
Petroleos Mexicanos | 7.690 | 01-23-50 | 44,198,000 | 29,572,182 | |
Petroleos Mexicanos | 8.750 | 06-02-29 | 10,862,000 | 9,685,222 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 13,496,000 | 12,780,911 | |
Sabine Pass Liquefaction LLC | 4.500 | 05-15-30 | 40,088,000 | 37,724,935 | |
Sabine Pass Liquefaction LLC | 5.000 | 03-15-27 | 12,815,000 | 12,598,174 | |
Sabine Pass Liquefaction LLC | 5.875 | 06-30-26 | 15,848,000 | 15,921,461 | |
Southwestern Energy Company | 4.750 | 02-01-32 | 9,065,000 | 8,030,283 | |
Sunoco LP | 4.500 | 05-15-29 | 7,321,000 | 6,620,745 | |
Sunoco LP | 4.500 | 04-30-30 | 17,216,000 | 15,349,627 | |
Targa Resources Corp. | 4.950 | 04-15-52 | 29,927,000 | 24,288,644 | |
Targa Resources Partners LP | 4.000 | 01-15-32 | 24,529,000 | 21,161,608 | |
The Williams Companies, Inc. | 3.750 | 06-15-27 | 22,304,000 | 20,995,240 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
The Williams Companies, Inc. | 4.650 | 08-15-32 | 19,032,000 | $17,871,680 | |
Var Energi ASA (C) | 7.500 | 01-15-28 | 4,485,000 | 4,657,179 | |
Var Energi ASA (C) | 8.000 | 11-15-32 | 37,336,000 | 39,385,000 | |
Venture Global Calcasieu Pass LLC (C) | 3.875 | 08-15-29 | 6,386,000 | 5,524,039 | |
Venture Global Calcasieu Pass LLC (C) | 4.125 | 08-15-31 | 10,687,000 | 9,065,314 | |
Western Midstream Operating LP | 4.050 | 02-01-30 | 21,744,000 | 19,395,770 | |
Western Midstream Operating LP | 6.150 | 04-01-33 | 5,402,000 | 5,375,025 | |
Financials 9.9% | 2,189,060,169 | ||||
Banks 6.5% | |||||
Banco Santander SA | 4.379 | 04-12-28 | 25,889,000 | 24,318,841 | |
Bank of America Corp. (2.087% to 6-14-28, then SOFR + 1.060%) | 2.087 | 06-14-29 | 36,771,000 | 31,373,175 | |
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 41,379,000 | 34,419,370 | |
Bank of America Corp. (2.687% to 4-22-31, then SOFR + 1.320%) | 2.687 | 04-22-32 | 69,628,000 | 56,970,425 | |
Bank of America Corp. | 3.248 | 10-21-27 | 17,095,000 | 15,925,815 | |
Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) | 3.846 | 03-08-37 | 33,231,000 | 28,153,552 | |
Bank of America Corp. (3.970% to 3-5-28, then 3 month CME Term SOFR + 1.332%) | 3.970 | 03-05-29 | 10,746,000 | 10,042,284 | |
Bank of America Corp. (6.300% to 3-10-26, then 3 month CME Term SOFR + 4.815%) (E) | 6.300 | 03-10-26 | 38,777,000 | 38,672,410 | |
Barclays PLC (4.375% to 3-15-28, then 5 Year CMT + 3.410%) (E) | 4.375 | 03-15-28 | 25,632,000 | 17,629,690 | |
Barclays PLC (8.000% to 3-15-29, then 5 Year CMT + 5.431%) (E) | 8.000 | 03-15-29 | 12,203,000 | 10,907,774 | |
BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (C)(E) | 9.250 | 11-17-27 | 10,002,000 | 10,305,761 | |
BPCE SA (C) | 4.500 | 03-15-25 | 26,504,000 | 25,666,078 | |
Citigroup, Inc. | 3.200 | 10-21-26 | 39,653,000 | 36,980,330 | |
Citigroup, Inc. | 4.600 | 03-09-26 | 40,997,000 | 39,917,848 | |
Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (E) | 4.700 | 01-30-25 | 32,150,000 | 28,871,582 | |
Citigroup, Inc. (6.174% to 5-25-33, then SOFR + 2.661%) | 6.174 | 05-25-34 | 28,013,000 | 27,915,213 | |
Citigroup, Inc. (6.250% to 8-15-26, then 3 month CME Term SOFR + 4.779%) (E) | 6.250 | 08-15-26 | 27,864,000 | 27,415,390 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 38,053,000 | 31,850,928 | |
Credit Agricole SA (C) | 3.250 | 01-14-30 | 43,824,000 | 37,503,375 | |
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 | 16,019,000 | 15,938,905 | |
Fifth Third Bancorp (3 month LIBOR + 3.033%) (B)(E) | 8.571 | 10-02-23 | 16,052,000 | 15,329,372 | |
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 | 6,751,156 | |
Huntington Bancshares, Inc. (6.208% to 8-21-28, then SOFR + 2.020%) | 6.208 | 08-21-29 | 15,865,000 | 15,969,148 | |
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (D)(E) | 6.500 | 04-16-25 | 7,245,000 | 6,842,131 | |
JPMorgan Chase & Co. (2.522% to 4-22-30, then SOFR + 2.040%) | 2.522 | 04-22-31 | 41,872,000 | 35,119,273 | |
JPMorgan Chase & Co. (2.956% to 5-13-30, then 3 month CME Term SOFR + 2.515%) | 2.956 | 05-13-31 | 37,967,000 | 32,272,732 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then 3 month CME Term SOFR + 3.125%) (E) | 4.600 | 02-01-25 | 28,722,000 | 26,946,980 | |
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 | 21,572,389 | |
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (E) | 5.125 | 11-01-26 | 10,483,000 | 8,676,584 | |
NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) | 3.754 | 11-01-29 | 12,650,000 | 12,071,240 | |
NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (E) | 6.000 | 12-29-25 | 28,042,000 | 25,769,845 | |
NatWest Markets PLC (C) | 1.600 | 09-29-26 | 35,700,000 | 31,529,432 | |
Popular, Inc. | 7.250 | 03-13-28 | 19,807,000 | 19,930,794 | |
Santander Holdings USA, Inc. (2.490% to 1-6-27, then SOFR + 1.249%) | 2.490 | 01-06-28 | 23,584,000 | 20,678,109 | |
Santander Holdings USA, Inc. | 3.244 | 10-05-26 | 53,984,000 | 49,429,698 | |
Santander Holdings USA, Inc. | 3.450 | 06-02-25 | 46,840,000 | 44,692,331 |
12 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 11,424,000 | $10,816,804 | |
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (C)(E) | 5.375 | 11-18-30 | 22,339,000 | 16,802,949 | |
Societe Generale SA (6.221% to 6-15-32, then 1 Year CMT + 3.200%) (C) | 6.221 | 06-15-33 | 14,339,000 | 13,471,374 | |
Societe Generale SA (6.446% to 1-10-28, then 1 Year CMT + 2.550%) (C) | 6.446 | 01-10-29 | 41,371,000 | 41,664,314 | |
Synovus Bank | 5.625 | 02-15-28 | 3,994,000 | 3,702,225 | |
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 | 28,793,810 | |
The PNC Financial Services Group, Inc. (5.582% to 6-12-28, then SOFR + 1.841%) | 5.582 | 06-12-29 | 40,588,000 | 40,255,358 | |
The PNC Financial Services Group, Inc. (5.939% to 8-18-33, then SOFR + 1.946%) | 5.939 | 08-18-34 | 23,767,000 | 24,039,655 | |
The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (E) | 6.250 | 03-15-30 | 19,414,000 | 17,173,430 | |
The PNC Financial Services Group, Inc. (3 month CME Term SOFR + 3.302%) (B)(E) | 8.536 | 12-01-23 | 14,899,000 | 14,768,326 | |
The PNC Financial Services Group, Inc. (3 month CME Term SOFR + 3.940%) (B)(E) | 9.312 | 11-01-23 | 29,301,000 | 29,497,687 | |
Truist Financial Corp. (5.867% to 6-8-33, then SOFR + 2.361%) | 5.867 | 06-08-34 | 24,103,000 | 23,881,660 | |
U.S. Bancorp (5.836% to 6-10-33, then SOFR + 2.260%) | 5.836 | 06-12-34 | 27,058,000 | 27,032,849 | |
Wells Fargo & Company (2.393% to 6-2-27, then SOFR + 2.100%) | 2.393 | 06-02-28 | 65,530,000 | 58,308,186 | |
Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) | 2.879 | 10-30-30 | 52,009,000 | 44,506,586 | |
Wells Fargo & Company (3.350% to 3-2-32, then SOFR + 1.500%) | 3.350 | 03-02-33 | 63,216,000 | 53,235,083 | |
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (E) | 5.875 | 06-15-25 | 66,007,000 | 65,429,439 | |
Capital markets 2.3% | |||||
Ares Capital Corp. | 2.150 | 07-15-26 | 27,532,000 | 24,195,272 | |
Ares Capital Corp. | 2.875 | 06-15-28 | 20,575,000 | 17,351,904 | |
Ares Capital Corp. | 3.250 | 07-15-25 | 12,452,000 | 11,675,963 | |
Ares Capital Corp. | 3.875 | 01-15-26 | 20,967,000 | 19,611,631 | |
Blackstone Private Credit Fund | 2.350 | 11-22-24 | 24,290,000 | 22,954,164 | |
Blackstone Private Credit Fund | 2.700 | 01-15-25 | 18,807,000 | 17,795,262 | |
Blackstone Private Credit Fund | 3.250 | 03-15-27 | 5,483,000 | 4,774,558 | |
Blackstone Private Credit Fund | 4.000 | 01-15-29 | 27,133,000 | 23,303,566 | |
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | 2.311 | 11-16-27 | 22,438,000 | 19,672,856 | |
Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) | 3.742 | 01-07-33 | 29,929,000 | 22,474,561 | |
Jefferies Financial Group, Inc. | 5.875 | 07-21-28 | 19,804,000 | 19,582,512 | |
Lazard Group LLC | 4.375 | 03-11-29 | 24,053,000 | 22,569,646 | |
Macquarie Bank, Ltd. (C)(D) | 3.624 | 06-03-30 | 17,809,000 | 14,931,083 | |
Macquarie Bank, Ltd. (C) | 4.875 | 06-10-25 | 18,897,000 | 18,421,058 | |
Morgan Stanley (2.239% to 7-21-31, then SOFR + 1.178%) | 2.239 | 07-21-32 | 14,771,000 | 11,619,319 | |
Morgan Stanley (2.484% to 9-16-31, then SOFR + 1.360%) | 2.484 | 09-16-36 | 40,882,000 | 30,831,773 | |
Morgan Stanley (4.431% to 1-23-29, then 3 month CME Term SOFR + 1.890%) | 4.431 | 01-23-30 | 5,436,000 | 5,162,312 | |
Morgan Stanley (5.164% to 4-20-28, then SOFR + 1.590%) | 5.164 | 04-20-29 | 33,141,000 | 32,505,686 | |
Morgan Stanley (5.449% to 7-20-28, then SOFR + 1.630%) | 5.449 | 07-20-29 | 27,159,000 | 26,999,594 | |
MSCI, Inc. (C) | 3.625 | 11-01-31 | 28,632,000 | 24,279,332 | |
The Charles Schwab Corp. (5.643% to 5-19-28, then SOFR + 2.210%) | 5.643 | 05-19-29 | 27,090,000 | 27,035,245 | |
The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then SOFR + 1.281%) | 2.615 | 04-22-32 | 76,569,000 | 61,955,561 | |
The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then SOFR + 1.264%) | 2.650 | 10-21-32 | 29,672,000 | 23,810,731 | |
Consumer finance 0.3% | |||||
Ally Financial, Inc. (6.992% to 6-13-28, then SOFR + 3.260%) | 6.992 | 06-13-29 | 21,430,000 | 21,393,944 | |
Ally Financial, Inc. (D) | 7.100 | 11-15-27 | 14,730,000 | 14,923,159 | |
Discover Financial Services | 4.100 | 02-09-27 | 8,970,000 | 8,321,475 | |
Enova International, Inc. (C) | 8.500 | 09-15-25 | 12,810,000 | 12,603,759 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Consumer finance (continued) | |||||
OneMain Finance Corp. | 9.000 | 01-15-29 | 9,157,000 | $9,282,909 | |
Financial services 0.2% | |||||
Block, Inc. | 3.500 | 06-01-31 | 8,050,000 | 6,600,721 | |
Corebridge Financial, Inc. (6.875% to 9-15-27, then 5 Year CMT + 3.846%) | 6.875 | 12-15-52 | 10,737,000 | 10,439,242 | |
Nationstar Mortgage Holdings, Inc. (C) | 5.125 | 12-15-30 | 6,356,000 | 5,383,986 | |
Nationstar Mortgage Holdings, Inc. (C) | 5.500 | 08-15-28 | 11,236,000 | 10,181,875 | |
Nationstar Mortgage Holdings, Inc. (C) | 6.000 | 01-15-27 | 6,021,000 | 5,735,003 | |
Insurance 0.6% | |||||
Athene Holding, Ltd. | 3.500 | 01-15-31 | 13,118,000 | 10,976,452 | |
CNA Financial Corp. | 2.050 | 08-15-30 | 10,248,000 | 8,205,725 | |
CNO Financial Group, Inc. | 5.250 | 05-30-25 | 2,434,000 | 2,382,902 | |
CNO Financial Group, Inc. | 5.250 | 05-30-29 | 30,469,000 | 29,021,392 | |
Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (C) | 4.125 | 12-15-51 | 18,110,000 | 14,623,972 | |
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | 6.400 | 12-15-36 | 24,309,000 | 24,049,392 | |
Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (C) | 2.750 | 01-21-51 | 13,238,000 | 10,719,106 | |
Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) | 5.125 | 03-01-52 | 3,070,000 | 2,742,709 | |
SBL Holdings, Inc. (C) | 5.000 | 02-18-31 | 22,901,000 | 17,764,450 | |
Teachers Insurance & Annuity Association of America (C) | 4.270 | 05-15-47 | 27,751,000 | 22,454,712 | |
Health care 1.8% | 391,815,619 | ||||
Biotechnology 0.3% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 70,119,000 | 63,201,938 | |
Amgen, Inc. | 5.250 | 03-02-30 | 8,204,000 | 8,215,358 | |
Health care equipment and supplies 0.0% | |||||
Varex Imaging Corp. (C) | 7.875 | 10-15-27 | 9,865,000 | 9,815,614 | |
Health care providers and services 1.1% | |||||
AdaptHealth LLC (C) | 5.125 | 03-01-30 | 11,714,000 | 9,608,835 | |
Cencora, Inc. | 2.800 | 05-15-30 | 22,531,000 | 19,452,049 | |
Centene Corp. | 2.450 | 07-15-28 | 6,416,000 | 5,493,174 | |
Centene Corp. | 3.000 | 10-15-30 | 20,848,000 | 17,341,045 | |
Centene Corp. | 3.375 | 02-15-30 | 12,115,000 | 10,367,976 | |
CVS Health Corp. | 3.750 | 04-01-30 | 7,194,000 | 6,544,310 | |
CVS Health Corp. | 5.050 | 03-25-48 | 23,954,000 | 21,010,317 | |
CVS Health Corp. | 5.250 | 01-30-31 | 5,224,000 | 5,162,127 | |
CVS Health Corp. | 5.300 | 06-01-33 | 14,678,000 | 14,375,657 | |
DaVita, Inc. (C) | 3.750 | 02-15-31 | 25,782,000 | 20,531,313 | |
DaVita, Inc. (C) | 4.625 | 06-01-30 | 25,304,000 | 21,704,587 | |
Fresenius Medical Care US Finance III, Inc. (C) | 2.375 | 02-16-31 | 37,988,000 | 28,677,305 | |
HCA, Inc. | 5.250 | 06-15-26 | 17,933,000 | 17,715,060 | |
Universal Health Services, Inc. | 1.650 | 09-01-26 | 22,040,000 | 19,576,788 | |
Universal Health Services, Inc. | 2.650 | 10-15-30 | 23,046,000 | 18,564,817 | |
Life sciences tools and services 0.1% | |||||
Thermo Fisher Scientific, Inc. | 4.977 | 08-10-30 | 13,482,000 | 13,449,466 | |
Pharmaceuticals 0.3% | |||||
Organon & Company (C) | 5.125 | 04-30-31 | 13,093,000 | 11,155,278 | |
Royalty Pharma PLC | 1.750 | 09-02-27 | 12,150,000 | 10,482,512 | |
Viatris, Inc. | 2.700 | 06-22-30 | 29,735,000 | 24,148,747 | |
Viatris, Inc. | 4.000 | 06-22-50 | 22,979,000 | 15,221,346 |
14 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials 5.3% | $1,186,935,986 | ||||
Aerospace and defense 0.6% | |||||
Huntington Ingalls Industries, Inc. | 4.200 | 05-01-30 | 17,017,000 | 15,716,829 | |
The Boeing Company | 3.200 | 03-01-29 | 13,975,000 | 12,558,207 | |
The Boeing Company | 5.040 | 05-01-27 | 43,185,000 | 42,709,647 | |
The Boeing Company | 5.150 | 05-01-30 | 57,564,000 | 56,633,448 | |
TransDigm, Inc. | 5.500 | 11-15-27 | 13,817,000 | 13,112,626 | |
Air freight and logistics 0.0% | |||||
Simpar Europe SA (C) | 5.200 | 01-26-31 | 6,695,000 | 5,499,020 | |
Building products 0.3% | |||||
Builders FirstSource, Inc. (C) | 4.250 | 02-01-32 | 19,875,000 | 16,897,125 | |
Builders FirstSource, Inc. (C) | 6.375 | 06-15-32 | 12,079,000 | 11,776,251 | |
Owens Corning | 3.875 | 06-01-30 | 3,327,000 | 3,024,763 | |
Owens Corning | 3.950 | 08-15-29 | 25,526,000 | 23,744,881 | |
Commercial services and supplies 0.2% | |||||
Albion Financing 1 SARL (C)(D) | 6.125 | 10-15-26 | 13,103,000 | 12,398,714 | |
Allied Universal Holdco LLC (C) | 6.000 | 06-01-29 | 6,511,000 | 4,979,488 | |
APX Group, Inc. (C) | 5.750 | 07-15-29 | 17,139,000 | 14,765,137 | |
Prime Security Services Borrower LLC (C) | 3.375 | 08-31-27 | 3,713,000 | 3,302,351 | |
Prime Security Services Borrower LLC (C) | 6.250 | 01-15-28 | 13,157,000 | 12,530,740 | |
Construction and engineering 0.1% | |||||
Global Infrastructure Solutions, Inc. (C) | 5.625 | 06-01-29 | 17,739,000 | 14,897,318 | |
MasTec, Inc. (C) | 4.500 | 08-15-28 | 11,194,000 | 10,213,303 | |
Electrical equipment 0.2% | |||||
Emerald Debt Merger Sub LLC (C) | 6.625 | 12-15-30 | 13,818,000 | 13,602,716 | |
Regal Rexnord Corp. (C) | 6.050 | 02-15-26 | 16,754,000 | 16,663,614 | |
Regal Rexnord Corp. (C) | 6.400 | 04-15-33 | 13,673,000 | 13,544,672 | |
Ground transportation 0.1% | |||||
Uber Technologies, Inc. (C) | 4.500 | 08-15-29 | 28,116,000 | 25,743,369 | |
Machinery 0.1% | |||||
Flowserve Corp. | 3.500 | 10-01-30 | 12,864,000 | 11,021,983 | |
Ingersoll Rand, Inc. | 5.400 | 08-14-28 | 4,949,000 | 4,960,165 | |
Ingersoll Rand, Inc. | 5.700 | 08-14-33 | 7,880,000 | 7,990,368 | |
Passenger airlines 2.3% | |||||
Air Canada 2013-1 Class A Pass Through Trust (C) | 4.125 | 05-15-25 | 8,206,292 | 7,791,944 | |
Air Canada 2017-1 Class B Pass Through Trust (C) | 3.700 | 01-15-26 | 7,893,598 | 7,439,818 | |
Air Canada 2020-1 Class C Pass Through Trust (C) | 10.500 | 07-15-26 | 12,689,000 | 13,765,662 | |
Alaska Airlines 2020-1 Class B Pass Through Trust (C) | 8.000 | 08-15-25 | 8,755,414 | 8,816,924 | |
American Airlines 2015-1 Class A Pass Through Trust | 3.375 | 05-01-27 | 54,254,757 | 48,088,704 | |
American Airlines 2016-1 Class A Pass Through Trust | 4.100 | 01-15-28 | 21,148,571 | 18,991,417 | |
American Airlines 2016-1 Class AA Pass Through Trust | 3.575 | 01-15-28 | 6,536,874 | 6,034,956 | |
American Airlines 2016-3 Class A Pass Through Trust | 3.250 | 10-15-28 | 3,035,113 | 2,616,632 | |
American Airlines 2017-1 Class A Pass Through Trust | 4.000 | 02-15-29 | 10,893,533 | 9,749,712 | |
American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 19,475,089 | 17,765,517 | |
American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 13,160,334 | 11,510,525 | |
American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 21,477,672 | 17,451,541 | |
American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 21,721,527 | 18,766,480 | |
American Airlines 2019-1 Class B Pass Through Trust | 3.850 | 02-15-28 | 7,918,193 | 7,003,560 | |
American Airlines 2021-1 Class A Pass Through Trust | 2.875 | 07-11-34 | 17,700,085 | 14,620,628 | |
American Airlines 2021-1 Class B Pass Through Trust | 3.950 | 07-11-30 | 24,041,290 | 20,898,613 | |
American Airlines, Inc. (C) | 7.250 | 02-15-28 | 16,094,000 | 15,809,434 | |
British Airways 2018-1 Class A Pass Through Trust (C) | 4.125 | 09-20-31 | 6,522,153 | 5,756,486 | |
British Airways 2020-1 Class A Pass Through Trust (C) | 4.250 | 11-15-32 | 8,424,969 | 7,679,267 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Passenger airlines (continued) | |||||
British Airways 2020-1 Class B Pass Through Trust (C) | 8.375 | 11-15-28 | 4,469,888 | $4,475,675 | |
Delta Air Lines, Inc. (D) | 4.375 | 04-19-28 | 22,691,000 | 21,431,650 | |
Delta Air Lines, Inc. (C) | 4.750 | 10-20-28 | 31,561,627 | 30,307,267 | |
JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 16,530,286 | 14,103,451 | |
United Airlines 2014-2 Class A Pass Through Trust | 3.750 | 09-03-26 | 26,703,091 | 25,028,273 | |
United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 22,568,151 | 19,753,677 | |
United Airlines 2016-1 Class B Pass Through Trust | 3.650 | 01-07-26 | 18,111,798 | 16,635,797 | |
United Airlines 2018-1 Class B Pass Through Trust | 4.600 | 03-01-26 | 9,793,175 | 9,213,822 | |
United Airlines 2019-1 Class A Pass Through Trust (D) | 4.550 | 08-25-31 | 19,131,872 | 17,020,134 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 38,932,425 | 38,601,500 | |
United Airlines 2020-1 Class B Pass Through Trust | 4.875 | 01-15-26 | 13,628,220 | 13,151,232 | |
United Airlines 2023-1 Class A Pass Through Trust | 5.800 | 01-15-36 | 26,033,000 | 25,960,108 | |
United Airlines, Inc. (C) | 4.375 | 04-15-26 | 1,856,000 | 1,749,153 | |
United Airlines, Inc. (C) | 4.625 | 04-15-29 | 4,647,000 | 4,131,884 | |
US Airways 2012-2 Class A Pass Through Trust | 4.625 | 06-03-25 | 9,685,407 | 9,285,400 | |
Professional services 0.2% | |||||
Concentrix Corp. | 6.600 | 08-02-28 | 25,761,000 | 25,227,676 | |
TriNet Group, Inc. (C) | 3.500 | 03-01-29 | 7,774,000 | 6,693,259 | |
Trading companies and distributors 1.2% | |||||
AerCap Ireland Capital DAC | 1.750 | 01-30-26 | 25,521,000 | 23,091,988 | |
AerCap Ireland Capital DAC | 2.450 | 10-29-26 | 83,808,000 | 75,405,967 | |
AerCap Ireland Capital DAC | 3.000 | 10-29-28 | 42,652,000 | 36,960,610 | |
Air Lease Corp. | 2.100 | 09-01-28 | 14,336,000 | 12,069,659 | |
Air Lease Corp. | 2.875 | 01-15-26 | 12,330,000 | 11,524,543 | |
Air Lease Corp. | 3.625 | 12-01-27 | 16,742,000 | 15,382,799 | |
Ashtead Capital, Inc. (C) | 2.450 | 08-12-31 | 14,729,000 | 11,521,532 | |
Ashtead Capital, Inc. (C) | 4.250 | 11-01-29 | 7,666,000 | 6,878,898 | |
Ashtead Capital, Inc. (C) | 4.375 | 08-15-27 | 15,640,000 | 14,716,393 | |
Ashtead Capital, Inc. (C) | 5.550 | 05-30-33 | 9,115,000 | 8,740,695 | |
Ashtead Capital, Inc. (C) | 5.950 | 10-15-33 | 11,040,000 | 10,832,833 | |
Beacon Roofing Supply, Inc. (C) | 4.125 | 05-15-29 | 13,448,000 | 11,565,129 | |
BlueLinx Holdings, Inc. (C) | 6.000 | 11-15-29 | 18,852,000 | 16,829,180 | |
SMBC Aviation Capital Finance DAC (C) | 2.300 | 06-15-28 | 8,237,000 | 7,035,893 | |
United Rentals North America, Inc. | 3.875 | 11-15-27 | 13,783,000 | 12,765,354 | |
Information technology 2.4% | 536,544,465 | ||||
Communications equipment 0.3% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 34,267,000 | 27,307,061 | |
Motorola Solutions, Inc. | 2.750 | 05-24-31 | 28,486,000 | 23,106,851 | |
Motorola Solutions, Inc. | 4.600 | 05-23-29 | 10,368,000 | 9,990,424 | |
IT services 0.1% | |||||
Gartner, Inc. (C) | 4.500 | 07-01-28 | 25,252,000 | 23,548,417 | |
VeriSign, Inc. | 2.700 | 06-15-31 | 13,953,000 | 11,423,454 | |
Semiconductors and semiconductor equipment 1.5% | |||||
Broadcom, Inc. (C) | 3.419 | 04-15-33 | 35,997,000 | 29,828,061 | |
Broadcom, Inc. | 4.750 | 04-15-29 | 85,868,000 | 82,810,683 | |
Foundry JV Holdco LLC (C) | 5.875 | 01-25-34 | 22,311,000 | 22,002,864 | |
Marvell Technology, Inc. | 2.450 | 04-15-28 | 31,863,000 | 27,944,290 | |
Micron Technology, Inc. | 2.703 | 04-15-32 | 18,055,000 | 14,248,519 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 45,011,000 | 42,901,230 | |
Micron Technology, Inc. | 5.327 | 02-06-29 | 50,739,000 | 49,744,423 | |
Micron Technology, Inc. | 6.750 | 11-01-29 | 14,358,000 | 14,941,718 |
16 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Information technology (continued) | |||||
Semiconductors and semiconductor equipment (continued) | |||||
NXP BV | 3.875 | 06-18-26 | 32,848,000 | $31,466,758 | |
Qorvo, Inc. (C) | 3.375 | 04-01-31 | 16,254,000 | 13,232,624 | |
Software 0.2% | |||||
Autodesk, Inc. | 2.850 | 01-15-30 | 10,308,000 | 8,991,301 | |
Consensus Cloud Solutions, Inc. (C)(D) | 6.500 | 10-15-28 | 10,665,000 | 9,639,134 | |
Oracle Corp. | 2.950 | 04-01-30 | 28,741,000 | 24,913,005 | |
Technology hardware, storage and peripherals 0.3% | |||||
CDW LLC | 3.250 | 02-15-29 | 8,552,000 | 7,429,636 | |
Dell International LLC | 4.900 | 10-01-26 | 41,783,000 | 41,035,299 | |
Dell International LLC | 5.300 | 10-01-29 | 20,296,000 | 20,038,713 | |
Materials 1.5% | 342,559,394 | ||||
Chemicals 0.2% | |||||
Braskem Idesa SAPI (C) | 6.990 | 02-20-32 | 13,611,000 | 8,151,096 | |
Braskem Netherlands Finance BV (C) | 5.875 | 01-31-50 | 24,630,000 | 18,944,519 | |
OCI NV (C) | 6.700 | 03-16-33 | 13,932,000 | 13,672,907 | |
Sasol Financing USA LLC | 5.500 | 03-18-31 | 14,257,000 | 11,410,667 | |
Construction materials 0.2% | |||||
Cemex SAB de CV (C) | 3.875 | 07-11-31 | 20,594,000 | 17,621,705 | |
Cemex SAB de CV (C) | 5.200 | 09-17-30 | 17,916,000 | 16,750,643 | |
Standard Industries, Inc. (C) | 3.375 | 01-15-31 | 8,626,000 | 6,878,245 | |
Standard Industries, Inc. (C)(D) | 4.375 | 07-15-30 | 10,985,000 | 9,416,503 | |
Standard Industries, Inc. (C) | 5.000 | 02-15-27 | 4,561,000 | 4,323,801 | |
Containers and packaging 0.3% | |||||
Graphic Packaging International LLC (C) | 3.500 | 03-01-29 | 15,512,000 | 13,297,376 | |
Mauser Packaging Solutions Holding Company (C) | 7.875 | 08-15-26 | 10,356,000 | 10,198,019 | |
Owens-Brockway Glass Container, Inc. (C) | 6.625 | 05-13-27 | 9,013,000 | 8,909,170 | |
Owens-Brockway Glass Container, Inc. (C) | 7.250 | 05-15-31 | 7,132,000 | 7,195,831 | |
Pactiv Evergreen Group Issuer, Inc. (C) | 4.000 | 10-15-27 | 24,222,000 | 21,785,751 | |
Metals and mining 0.8% | |||||
Anglo American Capital PLC (C) | 4.750 | 04-10-27 | 14,781,000 | 14,334,015 | |
Arsenal AIC Parent LLC (C) | 8.000 | 10-01-30 | 8,998,000 | 9,189,118 | |
First Quantum Minerals, Ltd. (C) | 6.875 | 10-15-27 | 28,740,000 | 27,981,109 | |
First Quantum Minerals, Ltd. (C) | 8.625 | 06-01-31 | 11,552,000 | 11,755,572 | |
Freeport-McMoRan, Inc. | 4.250 | 03-01-30 | 25,953,000 | 23,555,810 | |
Freeport-McMoRan, Inc. | 5.400 | 11-14-34 | 19,031,000 | 18,034,451 | |
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 30,200,000 | 27,105,832 | |
Hudbay Minerals, Inc. (C) | 4.500 | 04-01-26 | 4,708,000 | 4,443,717 | |
Newmont Corp. | 2.800 | 10-01-29 | 10,460,000 | 9,029,835 | |
Novelis Corp. (C) | 4.750 | 01-30-30 | 28,979,000 | 25,934,513 | |
Volcan Cia Minera SAA (C) | 4.375 | 02-11-26 | 4,093,000 | 2,639,189 | |
Real estate 1.4% | 305,013,566 | ||||
Hotel and resort REITs 0.2% | |||||
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 27,488,000 | 23,379,373 | |
Host Hotels & Resorts LP | 3.500 | 09-15-30 | 15,915,000 | 13,577,183 | |
XHR LP (C) | 4.875 | 06-01-29 | 11,015,000 | 9,530,352 | |
Real estate management and development 0.1% | |||||
CoStar Group, Inc. (C) | 2.800 | 07-15-30 | 29,716,000 | 24,604,133 | |
Cushman & Wakefield US Borrower LLC (C) | 8.875 | 09-01-31 | 1,630,000 | 1,643,366 | |
Residential REITs 0.1% | |||||
American Homes 4 Rent LP | 4.250 | 02-15-28 | 12,929,000 | 12,231,889 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 17 |
Rate (%) | Maturity date | Par value^ | Value | ||
Real estate (continued) | |||||
Specialized REITs 1.0% | |||||
American Tower Corp. | 1.600 | 04-15-26 | 15,794,000 | $14,262,828 | |
American Tower Corp. | 3.550 | 07-15-27 | 18,925,000 | 17,548,113 | |
American Tower Corp. | 3.800 | 08-15-29 | 38,566,000 | 35,073,950 | |
American Tower Trust I (C) | 5.490 | 03-15-28 | 29,682,000 | 29,586,092 | |
Crown Castle, Inc. | 3.800 | 02-15-28 | 13,032,000 | 12,120,736 | |
GLP Capital LP | 3.250 | 01-15-32 | 10,853,000 | 8,750,595 | |
GLP Capital LP | 4.000 | 01-15-30 | 10,777,000 | 9,402,430 | |
GLP Capital LP | 5.375 | 04-15-26 | 20,353,000 | 19,928,860 | |
Iron Mountain Information Management Services, Inc. (C) | 5.000 | 07-15-32 | 4,858,000 | 4,194,707 | |
Iron Mountain, Inc. (C) | 5.250 | 07-15-30 | 11,787,000 | 10,635,717 | |
SBA Tower Trust (C) | 6.599 | 01-15-28 | 8,442,000 | 8,572,610 | |
VICI Properties LP (C) | 3.875 | 02-15-29 | 13,041,000 | 11,514,029 | |
VICI Properties LP (C) | 4.125 | 08-15-30 | 12,630,000 | 11,058,646 | |
VICI Properties LP (C) | 4.625 | 12-01-29 | 24,513,000 | 22,143,819 | |
VICI Properties LP | 5.125 | 05-15-32 | 5,669,000 | 5,254,138 | |
Utilities 1.8% | 396,906,211 | ||||
Electric utilities 1.3% | |||||
American Electric Power Company, Inc. | 5.625 | 03-01-33 | 9,207,000 | 9,221,099 | |
Atlantica Transmision Sur SA (C) | 6.875 | 04-30-43 | 12,395,723 | 12,057,319 | |
Duke Energy Corp. | 2.450 | 06-01-30 | 8,046,000 | 6,692,884 | |
Electricite de France SA (9.125% to 3-15-33, then 5 Year CMT + 5.411%) (C)(E) | 9.125 | 03-15-33 | 17,388,000 | 18,187,631 | |
Emera US Finance LP | 3.550 | 06-15-26 | 22,002,000 | 20,815,850 | |
FirstEnergy Corp. | 2.650 | 03-01-30 | 15,065,000 | 12,624,411 | |
FirstEnergy Corp. | 3.400 | 03-01-50 | 5,998,000 | 3,969,935 | |
Georgia Power Company | 4.950 | 05-17-33 | 13,396,000 | 12,961,883 | |
NextEra Energy Capital Holdings, Inc. | 2.250 | 06-01-30 | 10,230,000 | 8,409,205 | |
NRG Energy, Inc. (C) | 2.450 | 12-02-27 | 22,398,000 | 19,013,449 | |
NRG Energy, Inc. (C) | 3.375 | 02-15-29 | 5,134,000 | 4,231,784 | |
NRG Energy, Inc. (C) | 3.625 | 02-15-31 | 12,916,000 | 10,080,031 | |
NRG Energy, Inc. (C) | 3.875 | 02-15-32 | 25,570,000 | 19,784,093 | |
NRG Energy, Inc. (C) | 4.450 | 06-15-29 | 16,431,000 | 14,594,056 | |
NRG Energy, Inc. (C) | 7.000 | 03-15-33 | 21,814,000 | 21,687,010 | |
NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (C)(E) | 10.250 | 03-15-28 | 17,139,000 | 16,835,755 | |
Vistra Operations Company LLC (C) | 3.700 | 01-30-27 | 43,768,000 | 40,253,327 | |
Vistra Operations Company LLC (C) | 4.300 | 07-15-29 | 38,331,000 | 34,001,239 | |
Independent power and renewable electricity producers 0.2% | |||||
AES Panama Generation Holdings SRL (C) | 4.375 | 05-31-30 | 16,158,037 | 13,973,191 | |
DPL, Inc. | 4.125 | 07-01-25 | 14,640,000 | 13,926,958 | |
LLPL Capital Pte, Ltd. (C)(D) | 6.875 | 02-04-39 | 2,927,135 | 2,581,722 | |
NextEra Energy Operating Partners LP (C) | 3.875 | 10-15-26 | 16,950,000 | 15,662,970 | |
NextEra Energy Operating Partners LP (C) | 4.500 | 09-15-27 | 6,602,000 | 6,128,084 | |
Multi-utilities 0.3% | |||||
Dominion Energy, Inc. | 3.375 | 04-01-30 | 14,886,000 | 13,126,269 | |
NiSource, Inc. | 1.700 | 02-15-31 | 8,046,000 | 6,214,466 | |
NiSource, Inc. | 3.600 | 05-01-30 | 15,381,000 | 13,784,772 | |
NiSource, Inc. | 5.250 | 03-30-28 | 5,035,000 | 5,013,896 | |
Sempra | 5.500 | 08-01-33 | 21,267,000 | 21,072,922 | |
Municipal bonds 0.1% | $23,779,489 | ||||
(Cost $30,018,373) | |||||
Golden State Tobacco Securitization Corp. (California) | 4.214 | 06-01-50 | 16,097,000 | 11,486,465 |
18 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
New Jersey Transportation Trust Fund Authority | 4.081 | 06-15-39 | 4,000 | $3,438 | |
State Board of Administration Finance Corp. (Florida) | 1.705 | 07-01-27 | 13,918,000 | 12,289,586 | |
Collateralized mortgage obligations 3.9% | $870,759,306 | ||||
(Cost $1,216,338,655) | |||||
Commercial and residential 2.9% | 646,087,288 | ||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-R1, Class A1 (C)(F) | 0.990 | 04-25-53 | 7,481,623 | 6,722,173 | |
Series 2021-2, Class A1 (C)(F) | 0.985 | 04-25-66 | 7,315,237 | 5,977,710 | |
Series 2021-4, Class A1 (C)(F) | 1.035 | 01-20-65 | 20,027,000 | 16,058,061 | |
Series 2021-5, Class A1 (C)(F) | 0.951 | 07-25-66 | 20,609,096 | 17,043,949 | |
Arroyo Mortgage Trust | |||||
Series 2021-1R, Class A1 (C)(F) | 1.175 | 10-25-48 | 12,421,822 | 9,887,558 | |
BAMLL Commercial Mortgage Securities Trust | |||||
Series 2019-BPR, Class ENM (C)(F) | 3.843 | 11-05-32 | 11,565,000 | 3,831,406 | |
Barclays Commercial Mortgage Trust | |||||
Series 2019-C5, Class A2 | 3.043 | 11-15-52 | 15,513,000 | 14,957,312 | |
BBCMS Mortgage Trust | |||||
Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 10,908,000 | 10,172,783 | |
BBCMS Trust | |||||
Series 2015-SRCH, Class D (C)(F) | 5.122 | 08-10-35 | 15,436,000 | 11,208,881 | |
Benchmark Mortgage Trust | |||||
Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 19,372,545 | 18,727,265 | |
Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 20,055,000 | 19,372,775 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class A1 (C)(F) | 0.941 | 02-25-49 | 8,741,598 | 7,623,616 | |
BX Trust | |||||
Series 2022-CLS, Class A (C) | 5.760 | 10-13-27 | 19,433,000 | 17,869,973 | |
Citigroup Commercial Mortgage Trust | |||||
Series 2023-SMRT, Class A (C)(F) | 6.015 | 06-10-28 | 15,194,000 | 15,075,572 | |
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1 (C)(F) | 0.924 | 08-25-66 | 13,841,243 | 10,596,572 | |
Series 2021-3, Class A1 (C)(F) | 0.956 | 09-27-66 | 19,830,391 | 15,326,366 | |
Series 2021-HX1, Class A1 (C)(F) | 1.110 | 10-25-66 | 15,557,621 | 12,502,028 | |
COLT Trust | |||||
Series 2020-RPL1, Class A1 (C)(F) | 1.390 | 01-25-65 | 28,799,590 | 23,878,843 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR3, Class XA IO | 1.373 | 10-15-45 | 720,247 | 7 | |
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | |||||
Series 2018-COR3, Class XA IO | 0.573 | 05-10-51 | 222,162,966 | 3,712,721 | |
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class D (C)(F) | 4.540 | 08-10-30 | 18,413,000 | 14,373,860 | |
Series 2017-PANW, Class A (C) | 3.244 | 10-10-29 | 7,264,000 | 6,806,377 | |
Series 2020-CBM, Class A2 (C) | 2.896 | 02-10-37 | 14,666,000 | 13,822,145 | |
Credit Suisse Mortgage Capital Certificates | |||||
Series 2020-NET, Class A (C) | 2.257 | 08-15-37 | 6,990,893 | 6,300,924 | |
Series 2021-NQM2, Class A1 (C)(F) | 1.179 | 02-25-66 | 12,128,985 | 10,114,074 | |
Series 2021-NQM3, Class A1 (C)(F) | 1.015 | 04-25-66 | 10,678,640 | 8,750,384 | |
Series 2021-NQM5, Class A1 (C)(F) | 0.938 | 05-25-66 | 7,870,575 | 6,074,076 | |
Series 2021-NQM6, Class A1 (C)(F) | 1.174 | 07-25-66 | 24,981,760 | 19,834,381 | |
Ellington Financial Mortgage Trust | |||||
Series 2021-1, Class A1 (C)(F) | 0.797 | 02-25-66 | 4,703,901 | 3,920,409 | |
Series 2021-2, Class A1 (C)(F) | 0.931 | 06-25-66 | 13,224,083 | 10,535,727 | |
Flagstar Mortgage Trust | |||||
Series 2021-1, Class A2 (C)(F) | 2.500 | 02-01-51 | 26,210,976 | 20,686,200 | |
GCAT Trust | |||||
Series 2021-NQM1, Class A1 (C)(F) | 0.874 | 01-25-66 | 8,331,117 | 6,959,651 | |
Series 2021-NQM2, Class A1 (C)(F) | 1.036 | 05-25-66 | 9,566,431 | 7,698,933 | |
Series 2021-NQM3, Class A1 (C)(F) | 1.091 | 05-25-66 | 14,902,936 | 12,045,209 | |
GS Mortgage Securities Trust | |||||
Series 2015-590M, Class C (C)(F) | 3.932 | 10-10-35 | 6,950,000 | 5,993,310 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 19 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2017-485L, Class C (C)(F) | 4.115 | 02-10-37 | 6,670,000 | $5,531,867 | |
Series 2020-UPTN, Class A (C) | 2.751 | 02-10-37 | 13,326,000 | 12,304,574 | |
GS Mortgage-Backed Securities Trust | |||||
Series 2020-NQM1, Class A1 (C)(F) | 1.382 | 09-27-60 | 2,704,546 | 2,474,723 | |
Series 2021-NQM1, Class A1 (C)(F) | 1.017 | 07-25-61 | 6,514,167 | 5,529,279 | |
HarborView Mortgage Loan Trust | |||||
Series 2007-3, Class ES IO (C) | 0.350 | 05-19-47 | 16,690,492 | 174,160 | |
Series 2007-4, Class ES IO | 0.350 | 07-19-47 | 17,238,344 | 226,162 | |
Series 2007-6, Class ES IO (C) | 0.343 | 08-19-37 | 17,718,119 | 219,946 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM1, Class A1 (C)(F) | 1.071 | 06-25-56 | 8,828,407 | 7,201,019 | |
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2020-NNN, Class AFX (C) | 2.812 | 01-16-37 | 15,435,000 | 13,999,275 | |
MFA Trust | |||||
Series 2021-NQM1, Class A1 (C)(F) | 1.153 | 04-25-65 | 6,559,271 | 5,732,707 | |
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-285M, Class D (C)(F) | 3.917 | 11-15-32 | 9,223,000 | 5,730,655 | |
Series 2018-ALXA, Class C (C)(F) | 4.460 | 01-15-43 | 7,402,000 | 5,836,894 | |
NYMT Loan Trust | |||||
Series 2022-CP1, Class A1 (C) | 2.042 | 07-25-61 | 9,914,324 | 8,844,062 | |
OBX Trust | |||||
Series 2020-EXP2, Class A3 (C)(F) | 2.500 | 05-25-60 | 5,668,368 | 4,722,256 | |
Series 2021-NQM2, Class A1 (C)(F) | 1.101 | 05-25-61 | 13,993,841 | 10,879,413 | |
Series 2021-NQM3, Class A1 (C)(F) | 1.054 | 07-25-61 | 21,614,721 | 16,122,775 | |
One Market Plaza Trust | |||||
Series 2017-1MKT, Class D (C) | 4.146 | 02-10-32 | 5,035,000 | 4,125,538 | |
Provident Funding Mortgage Trust | |||||
Series 2020-F1, Class A2 (C)(F) | 2.000 | 01-25-36 | 21,739,567 | 18,628,396 | |
SLG Office Trust | |||||
Series 2021-OVA, Class D (C) | 2.851 | 07-15-41 | 22,906,000 | 16,895,894 | |
Starwood Mortgage Residential Trust | |||||
Series 2022-1, Class A1 (C)(F) | 2.447 | 12-25-66 | 22,776,243 | 19,202,849 | |
Towd Point Mortgage Trust | |||||
Series 2018-4, Class A1 (C)(F) | 3.000 | 06-25-58 | 12,102,862 | 11,038,778 | |
Series 2018-5, Class A1A (C)(F) | 3.250 | 07-25-58 | 1,219,810 | 1,169,800 | |
Series 2019-1, Class A1 (C)(F) | 3.750 | 03-25-58 | 10,086,826 | 9,460,066 | |
Series 2019-4, Class A1 (C)(F) | 2.900 | 10-25-59 | 10,723,827 | 9,888,675 | |
Series 2020-4, Class A1 (C) | 1.750 | 10-25-60 | 16,142,677 | 14,074,153 | |
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (C) | 1.218 | 05-25-65 | 3,907,782 | 3,573,843 | |
Series 2021-3, Class A1 (C)(F) | 1.046 | 06-25-66 | 15,671,244 | 13,128,236 | |
Series 2021-4, Class A1 (C)(F) | 0.938 | 07-25-66 | 9,345,420 | 7,238,279 | |
Series 2021-5, Class A1 (C)(F) | 1.013 | 09-25-66 | 15,270,069 | 12,323,143 | |
Series 2021-R1, Class A1 (C)(F) | 0.820 | 10-25-63 | 6,001,300 | 5,348,640 | |
U.S. Government Agency 1.0% | 224,672,018 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series T-41, Class 3A (F) | 4.350 | 07-25-32 | 746 | 700 | |
Federal National Mortgage Association | |||||
Series 2001-50, Class BA | 7.000 | 10-25-41 | 76 | 77 | |
Government National Mortgage Association | |||||
Series 2008-90, Class IO | 2.012 | 12-16-50 | 2,020,067 | 250,700 | |
Series 2012-114, Class IO | 0.620 | 01-16-53 | 8,104,905 | 125,680 | |
Series 2012-120, Class IO | 0.641 | 02-16-53 | 3,976,540 | 62,608 | |
Series 2013-63, Class IO | 0.746 | 09-16-51 | 4,279,189 | 106,576 | |
Series 2016-174, Class IO | 0.892 | 11-16-56 | 26,233,358 | 1,063,702 | |
Series 2017-109, Class IO | 0.230 | 04-16-57 | 42,427,141 | 707,320 | |
Series 2017-124, Class IO | 0.619 | 01-16-59 | 39,217,587 | 1,204,039 | |
Series 2017-135, Class IO | 0.719 | 10-16-58 | 50,533,758 | 1,942,558 |
20 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2017-140, Class IO | 0.486 | 02-16-59 | 22,733,087 | $713,876 | |
Series 2017-159, Class IO | 0.433 | 06-16-59 | 33,994,241 | 979,911 | |
Series 2017-169, Class IO | 0.582 | 01-16-60 | 84,262,371 | 2,643,614 | |
Series 2017-20, Class IO | 0.529 | 12-16-58 | 78,942,196 | 1,913,772 | |
Series 2017-22, Class IO | 0.756 | 12-16-57 | 10,342,727 | 375,286 | |
Series 2017-41, Class IO | 0.592 | 07-16-58 | 31,777,863 | 918,739 | |
Series 2017-46, Class IO | 0.644 | 11-16-57 | 48,634,617 | 1,712,595 | |
Series 2017-61, Class IO | 0.745 | 05-16-59 | 19,319,186 | 711,862 | |
Series 2017-74, Class IO | 0.442 | 09-16-58 | 42,832,078 | 905,136 | |
Series 2017-89, Class IO | 0.494 | 07-16-59 | 35,791,745 | 1,045,337 | |
Series 2018-114, Class IO | 0.710 | 04-16-60 | 38,064,444 | 1,554,974 | |
Series 2018-158, Class IO | 0.775 | 05-16-61 | 77,765,254 | 3,928,009 | |
Series 2018-35, Class IO | 0.530 | 03-16-60 | 73,905,474 | 2,619,498 | |
Series 2018-43, Class IO | 0.437 | 05-16-60 | 93,420,677 | 2,994,693 | |
Series 2018-68, Class IO | 0.427 | 01-16-60 | 11,978,814 | 380,185 | |
Series 2018-69, Class IO | 0.612 | 04-16-60 | 33,134,878 | 1,451,178 | |
Series 2018-81, Class IO | 0.483 | 01-16-60 | 20,261,580 | 783,708 | |
Series 2018-9, Class IO | 0.443 | 01-16-60 | 56,749,288 | 1,663,231 | |
Series 2018-99, Class IO | 0.472 | 06-16-60 | 49,945,534 | 1,722,816 | |
Series 2019-131, Class IO | 0.802 | 07-16-61 | 63,637,739 | 3,374,264 | |
Series 2020-100, Class IO | 0.783 | 05-16-62 | 75,435,766 | 4,298,767 | |
Series 2020-108, Class IO | 0.847 | 06-16-62 | 187,903,842 | 10,787,635 | |
Series 2020-114, Class IO | 0.800 | 09-16-62 | 180,725,507 | 10,633,419 | |
Series 2020-118, Class IO | 0.882 | 06-16-62 | 151,584,107 | 8,958,014 | |
Series 2020-119, Class IO | 0.602 | 08-16-62 | 75,930,159 | 3,656,834 | |
Series 2020-120, Class IO | 0.761 | 05-16-62 | 42,270,422 | 2,385,028 | |
Series 2020-137, Class IO | 0.795 | 09-16-62 | 255,180,232 | 14,119,020 | |
Series 2020-150, Class IO | 0.962 | 12-16-62 | 123,704,527 | 8,382,528 | |
Series 2020-170, Class IO | 0.833 | 11-16-62 | 166,649,715 | 10,298,252 | |
Series 2020-92, Class IO | 0.878 | 02-16-62 | 31,103,544 | 1,950,808 | |
Series 2021-110, Class IO | 0.873 | 11-16-63 | 98,374,646 | 6,346,158 | |
Series 2021-163, Class IO | 0.801 | 03-16-64 | 119,394,846 | 7,101,176 | |
Series 2021-183, Class IO | 0.871 | 01-16-63 | 90,617,157 | 5,611,921 | |
Series 2021-3, Class IO | 0.868 | 09-16-62 | 213,207,185 | 13,162,729 | |
Series 2021-40, Class IO | 0.824 | 02-16-63 | 56,678,328 | 3,461,878 | |
Series 2022-150, Class IO | 0.823 | 06-16-64 | 22,316,310 | 1,418,987 | |
Series 2022-17, Class IO | 0.802 | 06-16-64 | 139,402,369 | 8,910,293 | |
Series 2022-181, Class IO | 0.715 | 07-16-64 | 68,973,149 | 4,684,698 | |
Series 2022-21, Class IO | 0.783 | 10-16-63 | 61,367,990 | 3,841,845 | |
Series 2022-53, Class IO | 0.712 | 06-16-64 | 229,979,137 | 11,818,812 | |
Series 2022-57, Class IO | 0.756 | 09-16-63 | 169,205,305 | 10,106,633 | |
Series 2023-30, Class IO | 1.147 | 11-16-64 | 97,786,033 | 7,433,724 | |
Series 2023-36, Class IO | 0.948 | 10-16-64 | 107,343,617 | 7,461,047 | |
Series 2023-62, Class IO | 0.938 | 02-16-65 | 123,226,099 | 8,812,625 | |
Series 2023-91, Class IO | 0.875 | 04-16-65 | 144,200,177 | 11,172,543 | |
Asset backed securities 5.5% | $1,215,625,421 | ||||
(Cost $1,367,504,261) | |||||
Asset backed securities 5.5% | 1,215,625,421 | ||||
ABPCI Direct Lending Fund I, Ltd. | |||||
Series 2020-1A, Class A (C) | 3.199 | 12-20-30 | 8,901,118 | 8,290,368 | |
Aligned Data Centers Issuer LLC | |||||
Series 2021-1A, Class A2 (C) | 1.937 | 08-15-46 | 48,454,000 | 42,517,314 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 21 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
AMSR Trust | |||||
Series 2020-SFR4, Class A (C) | 1.355 | 11-17-37 | 9,927,000 | $9,034,270 | |
Series 2021-SFR4, Class A (C) | 2.117 | 12-17-38 | 5,614,000 | 4,993,184 | |
Applebee’s Funding LLC | |||||
Series 2023-1A, Class A2 (C) | 7.824 | 03-05-53 | 13,242,000 | 13,144,685 | |
Aqua Finance Trust | |||||
Series 2021-A, Class A (C) | 1.540 | 07-17-46 | 8,844,547 | 7,802,076 | |
Arby’s Funding LLC | |||||
Series 2020-1A, Class A2 (C) | 3.237 | 07-30-50 | 33,744,360 | 29,980,109 | |
BRE Grand Islander Timeshare Issuer LLC | |||||
Series 2019-A, Class A (C) | 3.280 | 09-26-33 | 6,789,827 | 6,390,488 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (C) | 4.170 | 02-15-50 | 21,876,000 | 20,478,159 | |
CF Hippolyta Issuer LLC | |||||
Series 2020-1, Class A1 (C) | 1.690 | 07-15-60 | 32,673,044 | 29,542,280 | |
Series 2021-1A, Class A1 (C) | 1.530 | 03-15-61 | 31,424,971 | 27,609,392 | |
CLI Funding VI LLC | |||||
Series 2020-1A, Class A (C) | 2.080 | 09-18-45 | 34,404,683 | 30,025,222 | |
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (C) | 1.640 | 02-18-46 | 26,090,996 | 22,451,026 | |
Series 2022-1A, Class A (C) | 2.720 | 01-18-47 | 19,265,150 | 16,555,410 | |
ContiMortgage Home Equity Loan Trust | |||||
Series 1995-2, Class A5 | 8.100 | 08-15-25 | 69,188 | 68,016 | |
CyrusOne Data Centers Issuer I LLC | |||||
Series 2023-1A, Class A2 (C) | 4.300 | 04-20-48 | 26,881,000 | 24,147,622 | |
DataBank Issuer | |||||
Series 2021-1A, Class A2 (C) | 2.060 | 02-27-51 | 16,189,140 | 14,284,243 | |
Series 2021-1A, Class C (C) | 4.430 | 02-27-51 | 3,400,000 | 2,687,790 | |
DB Master Finance LLC | |||||
Series 2017-1A, Class A2II (C) | 4.030 | 11-20-47 | 11,703,825 | 10,774,471 | |
Series 2021-1A, Class A2I (C) | 2.045 | 11-20-51 | 51,363,135 | 45,056,358 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (C) | 3.475 | 04-15-49 | 6,825,000 | 5,956,259 | |
Domino’s Pizza Master Issuer LLC | |||||
Series 2017-1A, Class A23 (C) | 4.118 | 07-25-47 | 35,033,040 | 32,444,168 | |
Series 2021-1A, Class A2I (C) | 2.662 | 04-25-51 | 24,147,183 | 20,624,447 | |
Driven Brands Funding LLC | |||||
Series 2020-2A, Class A2 (C) | 3.237 | 01-20-51 | 21,783,450 | 18,823,210 | |
Series 2021-1A, Class A2 (C) | 2.791 | 10-20-51 | 30,379,883 | 25,204,670 | |
ExteNet LLC | |||||
Series 2019-1A, Class C (C) | 5.219 | 07-25-49 | 7,100,000 | 6,731,610 | |
FirstKey Homes Trust | |||||
Series 2020-SFR1, Class A (C) | 1.339 | 08-17-37 | 39,023,318 | 35,699,912 | |
Series 2020-SFR2, Class A (C) | 1.266 | 10-19-37 | 25,498,645 | 23,168,824 | |
Series 2021-SFR1, Class A (C) | 1.538 | 08-17-38 | 18,504,947 | 16,311,577 | |
Series 2021-SFR1, Class D (C) | 2.189 | 08-17-38 | 23,526,000 | 20,435,799 | |
Ford Credit Auto Owner Trust | |||||
Series 2023-2, Class A (C) | 5.280 | 02-15-36 | 28,128,000 | 28,233,337 | |
Golub Capital Partners Funding, Ltd. | |||||
Series 2020-1A, Class A2 (C) | 3.208 | 01-22-29 | 15,368,452 | 14,600,029 | |
Series 2021-1A, Class A2 (C) | 2.773 | 04-20-29 | 24,582,000 | 22,815,161 | |
HI-FI Music IP Issuer LP | |||||
Series 2022-1A, Class A2 (C) | 3.939 | 02-01-62 | 23,807,000 | 21,924,169 | |
Hilton Grand Vacations Trust | |||||
Series 2022-1D, Class B (C) | 4.100 | 06-20-34 | 2,019,113 | 1,916,197 | |
Home Partners of America Trust | |||||
Series 2021-2, Class A (C) | 1.901 | 12-17-26 | 10,268,475 | 9,068,575 | |
Hotwire Funding LLC | |||||
Series 2021-1, Class C (C) | 4.459 | 11-20-51 | 4,950,000 | 4,132,779 |
22 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 (C) | 4.970 | 08-25-49 | 11,059,425 | $10,018,987 | |
Series 2022-1A, Class A2I (C) | 3.445 | 02-26-52 | 27,346,240 | 24,581,863 | |
MetroNet Infrastructure Issuer LLC | |||||
Series 2023-1A, Class A2 (C) | 6.560 | 04-20-53 | 15,591,000 | 15,218,707 | |
MVW Owner Trust | |||||
Series 2018-1A, Class A (C) | 3.450 | 01-21-36 | 6,575,597 | 6,417,097 | |
Navient Private Education Refi Loan Trust | |||||
Series 2019-FA, Class A2 (C) | 2.600 | 08-15-68 | 9,097,787 | 8,380,462 | |
Navient Student Loan Trust | |||||
Series 2020-2A, Class A1A (C) | 1.320 | 08-26-69 | 15,621,806 | 13,419,385 | |
Neighborly Issuer LLC | |||||
Series 2021-1A, Class A2 (C) | 3.584 | 04-30-51 | 41,809,630 | 35,083,213 | |
Series 2022-1A, Class A2 (C) | 3.695 | 01-30-52 | 18,305,240 | 15,090,346 | |
New Economy Assets Phase 1 Sponsor LLC | |||||
Series 2021-1, Class A1 (C) | 1.910 | 10-20-61 | 41,424,000 | 35,718,258 | |
Series 2021-1, Class B1 (C) | 2.410 | 10-20-61 | 12,548,000 | 10,468,092 | |
NRZ Excess Spread-Collateralized Notes | |||||
Series 2021-FHT1, Class A (C) | 3.104 | 07-25-26 | 4,715,395 | 4,205,776 | |
Progress Residential Trust | |||||
Series 2020-SFR1, Class A (C) | 1.732 | 04-17-37 | 15,458,792 | 14,455,782 | |
Series 2021-SFR8, Class B (C) | 1.681 | 10-17-38 | 13,890,000 | 12,100,817 | |
Renaissance Home Equity Loan Trust | |||||
Series 2005-2, Class AF4 | 5.434 | 08-25-35 | 1,926,670 | 1,901,397 | |
SCF Equipment Leasing LLC | |||||
Series 2021-1A, Class E (C) | 3.560 | 08-20-32 | 3,300,000 | 3,008,388 | |
Sesac Finance LLC | |||||
Series 2019-1, Class A2 (C) | 5.216 | 07-25-49 | 30,049,920 | 28,366,523 | |
Sierra Timeshare Receivables Funding LLC | |||||
Series 2021-1A, Class D (C) | 3.170 | 11-20-37 | 1,567,264 | 1,434,943 | |
SMB Private Education Loan Trust | |||||
Series 2019-B, Class A2A (C) | 2.840 | 06-15-37 | 16,394,757 | 15,362,246 | |
Series 2020-PTA, Class A2A (C) | 1.600 | 09-15-54 | 15,748,255 | 14,031,662 | |
Series 2021-A, Class APT2 (C) | 1.070 | 01-15-53 | 10,883,201 | 9,378,800 | |
Sonic Capital LLC | |||||
Series 2020-1A, Class A2I (C) | 3.845 | 01-20-50 | 26,866,090 | 24,526,833 | |
Series 2021-1A, Class A2I (C) | 2.190 | 08-20-51 | 22,596,438 | 18,344,760 | |
Sunbird Engine Finance LLC | |||||
Series 2020-1A, Class A (C) | 3.671 | 02-15-45 | 7,859,615 | 6,615,831 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (C) | 1.946 | 08-25-51 | 44,509,215 | 38,561,538 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (C) | 1.650 | 02-20-46 | 17,443,594 | 14,569,969 | |
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A (C) | 2.110 | 09-20-45 | 37,910,265 | 32,790,237 | |
Series 2021-1A, Class A (C) | 1.860 | 03-20-46 | 22,594,772 | 19,119,151 | |
Vantage Data Centers LLC | |||||
Series 2020-1A, Class A2 (C) | 1.645 | 09-15-45 | 26,045,000 | 23,546,581 | |
Series 2020-2A, Class A2 (C) | 1.992 | 09-15-45 | 20,898,000 | 17,678,536 | |
VR Funding LLC | |||||
Series 2020-1A, Class A (C) | 2.790 | 11-15-50 | 26,100,444 | 22,879,654 | |
Wendy’s Funding LLC | |||||
Series 2021-1A, Class A2I (C) | 2.370 | 06-15-51 | 25,345,740 | 21,083,296 | |
Willis Engine Structured Trust V | |||||
Series 2020-A, Class A (C) | 3.228 | 03-15-45 | 6,907,537 | 5,844,095 | |
Zaxby’s Funding LLC | |||||
Series 2021-1A, Class A2 (C) | 3.238 | 07-30-51 | 20,799,520 | 17,498,990 | |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 23 |
Shares | Value | ||||
Common stocks 0.1% | $16,254,296 | ||||
(Cost $44,215,345) | |||||
Energy 0.0% | 1,842,615 | ||||
Oil, gas and consumable fuels 0.0% | |||||
Altera Infrastructure LP (G) | 68,245 | 1,842,615 | |||
Utilities 0.1% | 14,411,681 | ||||
Multi-utilities 0.1% | |||||
Algonquin Power & Utilities Corp. | 537,950 | 14,411,681 | |||
Preferred securities 0.0% | $10,615,621 | ||||
(Cost $14,443,341) | |||||
Communication services 0.0% | 8,146,680 | ||||
Wireless telecommunication services 0.0% | |||||
Telephone & Data Systems, Inc., 6.625% | 468,200 | 8,146,680 | |||
Financials 0.0% | 2,468,941 | ||||
Banks 0.0% | |||||
Wells Fargo & Company, 7.500% | 2,139 | 2,468,941 | |||
Par value^ | Value | ||||
Escrow certificates 0.0% | $38,202 | ||||
(Cost $0) | |||||
LSC Communications, Inc. (C)(G)(H) | 19,591,000 | 38,202 | |||
Yield (%) | Shares | Value | |||
Short-term investments 2.9% | $632,583,411 | ||||
(Cost $632,471,955) | |||||
Short-term funds 2.9% | 632,583,411 | ||||
John Hancock Collateral Trust (I) | 5.4789(J) | 63,279,857 | 632,583,411 |
Total investments (Cost $24,655,943,379) 102.1% | $22,652,221,050 | ||||
Other assets and liabilities, net (2.1%) | (467,737,547) | ||||
Total net assets 100.0% | $22,184,483,503 |
Rate (%) | Maturity date | Par value^ | Value | ||
Sale commitments outstanding (0.2%) | $(48,462,890) | ||||
(Proceeds received $48,560,961) | |||||
U.S. Government Agency (0.2%) | (48,462,890) | ||||
Federal National Mortgage Association (A) | 5.000 | TBA | (50,000,000) | (48,462,890) |
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 |
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 $4,353,408,797 or 19.6% of the fund’s net assets as of 8-31-23. |
24 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
(D) | All or a portion of this security is on loan as of 8-31-23. The value of securities on loan amounted to $28,199,887. |
(E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(F) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(G) | Non-income producing security. |
(H) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(I) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $28,772,719. |
(J) | The rate shown is the annualized seven-day yield as of 8-31-23. |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 25 |
DERIVATIVES
FUTURES
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year U.S. Treasury Note Futures | 3,030 | Long | Dec 2023 | $335,957,371 | $336,424,688 | $467,317 |
$467,317 |
^ Notional basis refers to the
contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.
26 | 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 Advisor’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 of the Advisor may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for
trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.
Other portfolio securities and
assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the
Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready
market for such securities existed.
The fund uses a three tier hierarchy
to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities,
including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment
speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities
valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor’s assumptions in determining the fair value of investments. Factors used in
determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the
risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the
values by input classification of the fund’s investments as of August 31, 2023, by major security category or type:
Total value at 8-31-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $11,519,598,361 | — | $11,519,598,361 | — |
Foreign government obligations | 33,472,582 | — | 33,472,582 | — |
Corporate bonds | 8,329,494,361 | — | 8,329,494,361 | — |
Municipal bonds | 23,779,489 | — | 23,779,489 | — |
Collateralized mortgage obligations | 870,759,306 | — | 870,759,306 | — |
Asset backed securities | 1,215,625,421 | — | 1,215,625,421 | — |
Common stocks | 16,254,296 | $14,411,681 | 1,842,615 | — |
Preferred securities | 10,615,621 | 10,615,621 | — | — |
Escrow certificates | 38,202 | — | — | $38,202 |
Short-term investments | 632,583,411 | 632,583,411 | — | — |
Total investments in securities | $22,652,221,050 | $657,610,713 | $21,994,572,135 | $38,202 |
Liabilities | ||||
Sale commitments outstanding | $(48,462,890) | — | $(48,462,890) | — |
Derivatives: | ||||
Assets | ||||
Futures | 467,317 | $467,317 | — | — |
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:
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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 | 63,279,857 | $541,208,050 | $1,853,737,609 | $(1,762,472,775) | $11,771 | $98,756 | $10,757,909 | — | $632,583,411 |
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.
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