UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-02402
John Hancock Sovereign Bond Fund (Exact name of registrant as specified in charter)
200 Berkeley Street, Boston, Massachusetts 02116 (Address of principal executive offices) (Zip code)
Salvatore Schiavone
Treasurer
200 Berkeley Street
Boston, Massachusetts 02116
(Name and address of agent for service)
Registrant's telephone number, including area code: 617-543-9634
Date of fiscal year end: | May 31 |
Date of reporting period: | November 30, 2023 |
ITEM 1. REPORT TO STOCKHOLDERS
United States and Europe
Manulife Investment Management
John Hancock Investment Management
2 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 3 |
4 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT |
Account value on 6-1-2023 | Ending value on 11-30-2023 | Expenses paid during period ended 11-30-20231 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $994.10 | $3.84 | 0.77% |
Hypothetical example | 1,000.00 | 1,021.20 | 3.89 | 0.77% | |
Class C | Actual expenses/actual returns | 1,000.00 | 990.60 | 7.32 | 1.47% |
Hypothetical example | 1,000.00 | 1,017.70 | 7.42 | 1.47% | |
Class I | Actual expenses/actual returns | 1,000.00 | 995.50 | 2.34 | 0.47% |
Hypothetical example | 1,000.00 | 1,022.70 | 2.38 | 0.47% | |
Class R2 | Actual expenses/actual returns | 1,000.00 | 994.40 | 4.24 | 0.85% |
Hypothetical example | 1,000.00 | 1,020.80 | 4.29 | 0.85% | |
Class R4 | Actual expenses/actual returns | 1,000.00 | 995.70 | 3.04 | 0.61% |
Hypothetical example | 1,000.00 | 1,022.00 | 3.08 | 0.61% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 996.90 | 1.80 | 0.36% |
Hypothetical example | 1,000.00 | 1,023.20 | 1.82 | 0.36% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 996.90 | 1.75 | 0.35% |
Hypothetical example | 1,000.00 | 1,023.30 | 1.77 | 0.35% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 183/366 (to reflect the one-half year period). |
SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 5 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 52.7% | $11,695,655,296 | ||||
(Cost $12,334,493,212) | |||||
U.S. Government 20.9% | 4,631,500,002 | ||||
U.S. Treasury | |||||
Bond | 2.250 | 02-15-52 | 107,041,000 | 68,196,825 | |
Bond | 2.500 | 02-15-45 | 46,172,000 | 32,383,526 | |
Bond | 3.000 | 08-15-52 | 407,649,000 | 307,552,060 | |
Bond | 3.375 | 08-15-42 | 483,509,000 | 402,181,278 | |
Bond | 3.375 | 11-15-48 | 107,040,000 | 86,443,162 | |
Bond | 4.000 | 11-15-42 | 482,409,000 | 438,709,527 | |
Bond | 4.125 | 08-15-53 | 628,048,000 | 587,323,013 | |
Bond | 4.750 | 11-15-43 | 690,246,000 | 695,422,845 | |
Note | 4.375 | 08-15-26 | 180,000 | 179,332 | |
Note | 4.500 | 11-15-33 | 837,330,000 | 847,665,792 | |
Note | 4.875 | 10-31-28 | 123,418,000 | 126,445,598 | |
Note | 4.875 | 10-31-30 | 1,008,735,000 | 1,038,997,044 | |
U.S. Government Agency 31.8% | 7,064,155,294 | ||||
Federal Home Loan Mortgage Corp. | |||||
15 Yr Pass Thru | 2.000 | 06-01-36 | 59,602,793 | 52,544,260 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 18,150,800 | 17,719,774 | |
15 Yr Pass Thru | 4.500 | 12-01-37 | 12,105,782 | 11,818,308 | |
15 Yr Pass Thru | 4.500 | 01-01-38 | 12,731,653 | 12,429,316 | |
15 Yr Pass Thru | 4.500 | 02-01-38 | 40,312,785 | 39,330,286 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 118,759,818 | 93,675,511 | |
30 Yr Pass Thru | 2.000 | 03-01-52 | 62,882,343 | 49,482,505 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 26,935,015 | 22,104,791 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 60,822,419 | 50,048,257 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 45,812,388 | 37,611,224 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 14,743,685 | 12,035,214 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 3,120,064 | 2,763,603 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 10,359,125 | 9,052,620 | |
30 Yr Pass Thru | 3.000 | 05-01-46 | 1,853,955 | 1,617,236 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 4,269,767 | 3,709,910 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 3,302,400 | 2,874,674 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 5,884,565 | 5,124,008 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 43,987,103 | 38,370,667 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 33,178,186 | 28,890,032 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 7,923,025 | 6,889,101 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 21,886,720 | 19,010,067 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 11,642,197 | 9,981,664 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 14,502,676 | 12,443,215 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 13,623,137 | 11,671,547 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 12,138,291 | 10,410,793 |
6 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.000 | 02-01-50 | 7,509,442 | $6,440,713 | |
30 Yr Pass Thru | 3.000 | 06-01-51 | 73,624,366 | 62,939,218 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 2,203,949 | 2,015,462 | |
30 Yr Pass Thru | 3.500 | 04-01-44 | 3,301,943 | 3,003,729 | |
30 Yr Pass Thru | 3.500 | 05-01-45 | 5,261,874 | 4,760,390 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 32,101,131 | 29,061,789 | |
30 Yr Pass Thru | 3.500 | 09-01-46 | 6,574,189 | 5,916,818 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 1,239,521 | 1,121,001 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 12,586,174 | 11,229,319 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 3,736,586 | 3,360,619 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 4,334,473 | 3,914,602 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 5,641,313 | 5,101,904 | |
30 Yr Pass Thru | 3.500 | 01-01-47 | 3,825,823 | 3,455,225 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 5,335,983 | 4,820,766 | |
30 Yr Pass Thru | 3.500 | 04-01-47 | 7,089,921 | 6,409,784 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 19,020,053 | 17,112,242 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 25,792,782 | 22,831,652 | |
30 Yr Pass Thru | 3.500 | 03-01-52 | 41,366,297 | 36,371,643 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 83,975,991 | 74,269,559 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 5,165,346 | 4,867,796 | |
30 Yr Pass Thru | 4.000 | 03-01-42 | 2,756,166 | 2,592,404 | |
30 Yr Pass Thru | 4.000 | 11-01-43 | 2,188,213 | 2,052,928 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 5,347,024 | 5,006,153 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 15,600,803 | 14,533,127 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 6,157,146 | 5,751,161 | |
30 Yr Pass Thru | 4.000 | 05-01-47 | 5,265,098 | 4,917,932 | |
30 Yr Pass Thru | 4.000 | 10-01-47 | 7,578,132 | 7,066,610 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 1,970,155 | 1,834,707 | |
30 Yr Pass Thru | 4.000 | 07-01-48 | 15,924,673 | 14,834,833 | |
30 Yr Pass Thru | 4.000 | 08-01-48 | 7,586,731 | 7,050,921 | |
30 Yr Pass Thru | 4.000 | 05-01-52 | 2,450,089 | 2,253,907 | |
30 Yr Pass Thru | 4.000 | 05-01-52 | 49,263,832 | 44,841,960 | |
30 Yr Pass Thru | 4.000 | 08-01-52 | 34,529,655 | 31,613,746 | |
30 Yr Pass Thru | 4.000 | 06-01-53 | 59,522,050 | 54,263,110 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 25,185,164 | 23,753,055 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 21,355,021 | 20,134,033 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 13,330,917 | 12,593,708 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 63,240,671 | 59,644,604 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 52,466,318 | 49,482,915 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 32,515,351 | 30,491,144 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 32,688,768 | 30,806,993 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 36,285,157 | 34,278,562 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 39,927,841 | 37,766,591 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 33,462,175 | 31,483,593 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.500 | 10-01-52 | 37,726,296 | $35,640,005 | |
30 Yr Pass Thru | 4.500 | 12-01-52 | 22,803,993 | 21,469,871 | |
30 Yr Pass Thru | 4.500 | 12-01-52 | 92,229,283 | 87,273,047 | |
30 Yr Pass Thru | 4.500 | 03-01-53 | 51,789,661 | 48,565,553 | |
30 Yr Pass Thru | 4.500 | 04-01-53 | 21,800,538 | 20,565,997 | |
30 Yr Pass Thru | 4.500 | 08-01-53 | 68,461,800 | 64,477,912 | |
30 Yr Pass Thru | 4.500 | 08-01-53 | 15,986,358 | 15,046,098 | |
30 Yr Pass Thru | 5.000 | 08-01-52 | 40,692,149 | 39,560,769 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 51,646,155 | 50,161,798 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 38,472,639 | 37,102,402 | |
30 Yr Pass Thru | 5.000 | 11-01-52 | 41,234,482 | 39,752,993 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 19,407,114 | 18,806,883 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 38,519,013 | 37,411,942 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 4,725,331 | 4,557,034 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 32,283,039 | 31,375,372 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 63,805,781 | 61,533,281 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 37,719,278 | 36,384,713 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 40,952,928 | 39,657,525 | |
30 Yr Pass Thru | 5.000 | 06-01-53 | 48,302,081 | 46,699,495 | |
30 Yr Pass Thru | 5.000 | 06-01-53 | 61,898,263 | 59,998,358 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 11,553,056 | 11,176,785 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 47,111,347 | 45,606,422 | |
30 Yr Pass Thru | 5.000 | 08-01-53 | 77,224,793 | 74,806,189 | |
30 Yr Pass Thru | 5.000 | 08-01-53 | 58,093,446 | 56,274,017 | |
30 Yr Pass Thru | 5.500 | 11-01-39 | 1,986,581 | 2,024,247 | |
30 Yr Pass Thru | 5.500 | 09-01-52 | 42,731,010 | 42,472,415 | |
30 Yr Pass Thru | 5.500 | 11-01-52 | 44,764,792 | 44,409,955 | |
30 Yr Pass Thru | 5.500 | 03-01-53 | 50,557,792 | 50,125,437 | |
30 Yr Pass Thru | 5.500 | 06-01-53 | 40,676,282 | 40,417,410 | |
30 Yr Pass Thru | 5.500 | 07-01-53 | 47,217,069 | 46,931,325 | |
30 Yr Pass Thru | 5.500 | 09-01-53 | 11,806,957 | 11,683,849 | |
30 Yr Pass Thru | 6.000 | 08-01-53 | 3,759,961 | 3,794,317 | |
30 Yr Pass Thru | 6.000 | 09-01-53 | 76,506,924 | 77,320,759 | |
30 Yr Pass Thru | 6.000 | 10-01-53 | 21,350,902 | 21,542,658 | |
30 Yr Pass Thru | 6.000 | 10-01-53 | 85,384,102 | 86,511,163 | |
Federal National Mortgage Association | |||||
15 Yr Pass Thru | 2.000 | 04-01-37 | 60,853,104 | 53,646,503 | |
15 Yr Pass Thru | 2.500 | 01-01-36 | 65,673,611 | 59,881,488 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 34,941,010 | 34,209,541 | |
15 Yr Pass Thru | 4.500 | 11-01-37 | 22,582,047 | 22,045,793 | |
15 Yr Pass Thru | 4.500 | 02-01-38 | 34,981,244 | 34,128,685 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 19,151,299 | 15,106,185 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 25,387,413 | 20,906,121 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 28,058,794 | 23,158,570 |
8 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 2.500 | 09-01-50 | 113,740,534 | $93,876,739 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 11,529,805 | 9,545,049 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 61,398,559 | 50,560,713 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 5,267,660 | 4,324,663 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 40,866,132 | 33,524,887 | |
30 Yr Pass Thru | 2.500 | 10-01-51 | 21,462,492 | 17,606,942 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 44,486,500 | 36,661,711 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 43,088,439 | 35,240,255 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 50,373,579 | 41,229,953 | |
30 Yr Pass Thru | 2.500 | 02-01-52 | 127,423,066 | 104,413,162 | |
30 Yr Pass Thru | 2.500 | 03-01-52 | 1,057,972 | 865,271 | |
30 Yr Pass Thru | 3.000 | 07-01-42 | 1,861,167 | 1,652,154 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 2,990,313 | 2,641,406 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 1,710,281 | 1,508,263 | |
30 Yr Pass Thru | 3.000 | 04-01-43 | 1,449,040 | 1,278,030 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 15,192,469 | 13,258,193 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 21,646,712 | 18,823,048 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 16,770,128 | 14,582,580 | |
30 Yr Pass Thru | 3.000 | 09-01-46 | 2,165,259 | 1,884,846 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 1,629,264 | 1,416,229 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 13,012,896 | 11,315,454 | |
30 Yr Pass Thru | 3.000 | 01-01-47 | 15,557,343 | 13,498,825 | |
30 Yr Pass Thru | 3.000 | 02-01-47 | 8,739,090 | 7,599,136 | |
30 Yr Pass Thru | 3.000 | 10-01-47 | 18,624,761 | 16,154,548 | |
30 Yr Pass Thru | 3.000 | 11-01-47 | 19,330,523 | 16,808,990 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 34,505,163 | 29,928,723 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 11,814,406 | 10,310,218 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 16,025,141 | 13,739,465 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 29,715,668 | 25,254,437 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 7,092,846 | 6,076,756 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 29,689,864 | 25,520,128 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 20,734,446 | 17,608,612 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 19,658,879 | 16,867,208 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 15,379,072 | 13,175,934 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 17,349,033 | 14,863,687 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 18,282,759 | 15,663,652 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 16,229,674 | 13,889,467 | |
30 Yr Pass Thru | 3.000 | 01-01-52 | 38,521,633 | 32,834,661 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 16,513,334 | 14,049,658 | |
30 Yr Pass Thru | 3.000 | 02-01-52 | 36,005,272 | 30,611,031 | |
30 Yr Pass Thru | 3.500 | 11-01-40 | 852,319 | 781,076 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 914,137 | 832,392 | |
30 Yr Pass Thru | 3.500 | 08-01-42 | 1,957,861 | 1,785,049 | |
30 Yr Pass Thru | 3.500 | 06-01-43 | 8,303,301 | 7,545,735 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.500 | 07-01-43 | 2,645,938 | $2,400,518 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 2,617,436 | 2,376,993 | |
30 Yr Pass Thru | 3.500 | 01-01-45 | 1,842,343 | 1,675,453 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 5,547,481 | 5,012,020 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 1,420,680 | 1,283,551 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 6,637,753 | 5,997,055 | |
30 Yr Pass Thru | 3.500 | 01-01-46 | 15,662,358 | 14,165,259 | |
30 Yr Pass Thru | 3.500 | 02-01-46 | 10,255,934 | 9,246,767 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 6,719,442 | 6,039,362 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 3,614,003 | 3,248,226 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 16,660,609 | 15,042,059 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 19,020,107 | 17,136,674 | |
30 Yr Pass Thru | 3.500 | 03-01-47 | 22,098,853 | 19,931,269 | |
30 Yr Pass Thru | 3.500 | 05-01-47 | 13,296,704 | 12,021,573 | |
30 Yr Pass Thru | 3.500 | 07-01-47 | 25,315,246 | 22,855,913 | |
30 Yr Pass Thru | 3.500 | 08-01-47 | 17,256,946 | 15,591,248 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 21,089,353 | 18,935,112 | |
30 Yr Pass Thru | 3.500 | 12-01-47 | 10,238,104 | 9,163,504 | |
30 Yr Pass Thru | 3.500 | 01-01-48 | 15,862,963 | 14,197,974 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 4,022,877 | 3,614,461 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 8,916,377 | 7,966,575 | |
30 Yr Pass Thru | 3.500 | 03-01-49 | 2,689,664 | 2,407,355 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 16,308,846 | 14,556,285 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 49,936,340 | 44,679,376 | |
30 Yr Pass Thru | 3.500 | 09-01-49 | 4,847,937 | 4,314,854 | |
30 Yr Pass Thru | 3.500 | 12-01-49 | 21,195,800 | 18,868,403 | |
30 Yr Pass Thru | 3.500 | 02-01-50 | 23,729,022 | 21,116,051 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 23,303,956 | 20,788,770 | |
30 Yr Pass Thru | 3.500 | 02-01-52 | 34,880,845 | 30,625,658 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 31,323,066 | 27,668,303 | |
30 Yr Pass Thru | 3.500 | 04-01-52 | 21,454,950 | 18,954,948 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 2,355,638 | 2,220,416 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 3,291,606 | 3,104,810 | |
30 Yr Pass Thru | 4.000 | 11-01-40 | 1,136,907 | 1,072,253 | |
30 Yr Pass Thru | 4.000 | 12-01-40 | 1,419,312 | 1,337,780 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 2,217,322 | 2,089,226 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 2,939,209 | 2,762,919 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 1,242,880 | 1,169,822 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 965,225 | 907,430 | |
30 Yr Pass Thru | 4.000 | 01-01-42 | 1,396,330 | 1,313,470 | |
30 Yr Pass Thru | 4.000 | 05-01-42 | 1,878,702 | 1,764,557 | |
30 Yr Pass Thru | 4.000 | 09-01-43 | 3,738,707 | 3,502,212 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 3,667,227 | 3,433,748 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 1,372,315 | 1,284,382 |
10 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.000 | 01-01-44 | 2,786,303 | $2,613,918 | |
30 Yr Pass Thru | 4.000 | 12-01-45 | 6,897,792 | 6,449,481 | |
30 Yr Pass Thru | 4.000 | 02-01-46 | 3,474,143 | 3,233,147 | |
30 Yr Pass Thru | 4.000 | 04-01-46 | 4,355,409 | 4,053,281 | |
30 Yr Pass Thru | 4.000 | 06-01-46 | 2,634,326 | 2,451,587 | |
30 Yr Pass Thru | 4.000 | 07-01-46 | 4,847,518 | 4,500,649 | |
30 Yr Pass Thru | 4.000 | 10-01-46 | 1,583,695 | 1,470,373 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 6,257,311 | 5,844,761 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 6,971,458 | 6,485,680 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 7,805,448 | 7,281,071 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 1,977,397 | 1,839,610 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 4,897,210 | 4,559,029 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 2,627,186 | 2,433,449 | |
30 Yr Pass Thru | 4.000 | 09-01-48 | 2,310,478 | 2,147,315 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 6,672,908 | 6,189,166 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 8,678,694 | 8,060,395 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 5,409,199 | 4,990,022 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 4,563,436 | 4,206,947 | |
30 Yr Pass Thru | 4.000 | 02-01-49 | 5,626,302 | 5,190,301 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 10,050,598 | 9,300,010 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 13,998,633 | 12,957,577 | |
30 Yr Pass Thru | 4.000 | 08-01-49 | 28,501,584 | 26,390,873 | |
30 Yr Pass Thru | 4.000 | 02-01-50 | 22,630,532 | 20,898,031 | |
30 Yr Pass Thru | 4.000 | 03-01-51 | 90,448,436 | 83,495,809 | |
30 Yr Pass Thru | 4.000 | 08-01-51 | 50,088,176 | 46,363,199 | |
30 Yr Pass Thru | 4.000 | 10-01-51 | 100,579,817 | 92,691,252 | |
30 Yr Pass Thru | 4.000 | 04-01-52 | 9,293,608 | 8,511,700 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 2,698,083 | 2,482,043 | |
30 Yr Pass Thru | 4.000 | 06-01-52 | 50,559,895 | 46,495,688 | |
30 Yr Pass Thru | 4.000 | 07-01-52 | 36,499,542 | 33,485,720 | |
30 Yr Pass Thru | 4.500 | 05-01-52 | 33,989,055 | 32,120,058 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 39,161,510 | 36,946,899 | |
30 Yr Pass Thru | 4.500 | 06-01-52 | 90,299,026 | 85,136,116 | |
30 Yr Pass Thru | 4.500 | 07-01-52 | 74,715,807 | 70,443,878 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 44,695,887 | 41,930,856 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 10,333,663 | 9,762,204 | |
30 Yr Pass Thru | 4.500 | 08-01-52 | 73,959,365 | 69,384,002 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 61,773,606 | 58,429,868 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 167,559,685 | 157,128,441 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 49,429,944 | 46,619,200 | |
30 Yr Pass Thru | 4.500 | 09-01-52 | 22,983,362 | 21,667,475 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 15,745,581 | 14,893,290 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 17,088,036 | 16,111,016 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 30,453,787 | 28,700,672 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.500 | 10-01-52 | 9,332,333 | $8,798,021 | |
30 Yr Pass Thru | 4.500 | 10-01-52 | 38,858,535 | 36,621,589 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 31,060,014 | 29,281,707 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 7,769,862 | 7,329,863 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 14,449,765 | 13,622,459 | |
30 Yr Pass Thru | 4.500 | 11-01-52 | 19,315,417 | 18,203,498 | |
30 Yr Pass Thru | 4.500 | 12-01-52 | 41,823,263 | 39,415,649 | |
30 Yr Pass Thru | 4.500 | 02-01-53 | 34,316,511 | 32,468,650 | |
30 Yr Pass Thru | 4.500 | 03-01-53 | 15,872,603 | 14,943,994 | |
30 Yr Pass Thru | 4.500 | 03-01-53 | 34,233,188 | 32,187,622 | |
30 Yr Pass Thru | 4.500 | 05-01-53 | 19,952,097 | 18,822,232 | |
30 Yr Pass Thru | 4.500 | 06-01-53 | 20,366,200 | 19,136,511 | |
30 Yr Pass Thru | 4.500 | 08-01-53 | 33,519,376 | 31,505,987 | |
30 Yr Pass Thru | 5.000 | 06-01-52 | 25,348,486 | 24,461,520 | |
30 Yr Pass Thru | 5.000 | 07-01-52 | 66,335,973 | 64,014,817 | |
30 Yr Pass Thru | 5.000 | 07-01-52 | 44,302,043 | 42,751,875 | |
30 Yr Pass Thru | 5.000 | 08-01-52 | 29,655,901 | 28,770,664 | |
30 Yr Pass Thru | 5.000 | 09-01-52 | 100,486,235 | 96,907,327 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 43,765,549 | 42,425,628 | |
30 Yr Pass Thru | 5.000 | 10-01-52 | 42,776,470 | 41,266,315 | |
30 Yr Pass Thru | 5.000 | 11-01-52 | 40,353,521 | 39,193,725 | |
30 Yr Pass Thru | 5.000 | 12-01-52 | 38,527,854 | 37,348,289 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 7,785,807 | 7,566,902 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 32,898,829 | 31,943,006 | |
30 Yr Pass Thru | 5.000 | 01-01-53 | 79,187,330 | 76,342,256 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 9,137,237 | 8,848,213 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 34,049,605 | 32,972,564 | |
30 Yr Pass Thru | 5.000 | 04-01-53 | 9,208,076 | 8,931,198 | |
30 Yr Pass Thru | 5.000 | 05-01-53 | 77,460,064 | 75,082,505 | |
30 Yr Pass Thru | 5.000 | 05-01-53 | 33,906,052 | 32,808,652 | |
30 Yr Pass Thru | 5.000 | 05-01-53 | 56,364,904 | 54,687,682 | |
30 Yr Pass Thru | 5.000 | 07-01-53 | 90,296,028 | 87,468,047 | |
30 Yr Pass Thru (6 month Refinitiv USD IBOR Consumer Cash Fallback Rate + 2.122%) (A) | 5.372 | 07-01-33 | 226 | 229 | |
30 Yr Pass Thru | 5.500 | 10-01-52 | 46,071,421 | 45,706,227 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 39,016,100 | 38,779,986 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 70,898,616 | 70,469,559 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 1,985,572 | 1,973,555 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 46,425,693 | 46,057,690 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 26,920,940 | 26,884,214 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 25,698,278 | 25,494,575 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 1,721,446 | 1,702,421 | |
30 Yr Pass Thru | 5.500 | 12-01-52 | 27,129,287 | 26,965,109 |
12 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 5.500 | 04-01-53 | 15,369,416 | $15,209,164 | |
30 Yr Pass Thru | 5.500 | 04-01-53 | 27,100,811 | 26,758,956 | |
30 Yr Pass Thru | 5.500 | 05-01-53 | 58,233,476 | 57,735,481 | |
30 Yr Pass Thru | 6.000 | 12-01-52 | 34,107,958 | 34,600,815 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 93 | 97 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 28 | 29 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 1,035 | 1,079 | |
30 Yr Pass Thru | 7.000 | 01-01-32 | 41 | 43 | |
30 Yr Pass Thru | 7.000 | 06-01-32 | 15 | 15 | |
30 Yr Pass Thru | 7.500 | 09-01-29 | 23 | 23 | |
30 Yr Pass Thru | 7.500 | 12-01-29 | 25 | 26 | |
30 Yr Pass Thru | 7.500 | 01-01-31 | 11 | 12 | |
30 Yr Pass Thru | 7.500 | 05-01-31 | 83 | 87 | |
Government National Mortgage Association | |||||
30 Yr Pass Thru | 5.000 | 04-15-35 | 1,282 | 1,262 | |
30 Yr Pass Thru | 5.000 | 04-15-35 | 607 | 597 | |
30 Yr Pass Thru | 5.500 | 03-15-35 | 839 | 847 | |
30 Yr Pass Thru | 6.000 | 03-15-33 | 1,214 | 1,238 | |
30 Yr Pass Thru | 6.000 | 06-15-33 | 368 | 375 | |
30 Yr Pass Thru | 6.500 | 09-15-28 | 46 | 47 | |
30 Yr Pass Thru | 6.500 | 09-15-29 | 56 | 57 | |
30 Yr Pass Thru | 6.500 | 08-15-31 | 84 | 85 | |
30 Yr Pass Thru | 7.000 | 04-15-29 | 304 | 310 | |
30 Yr Pass Thru | 8.000 | 10-15-26 | 133 | 135 | |
Corporate bonds 37.0% | $8,203,943,021 | ||||
(Cost $8,938,970,219) | |||||
Communication services 2.9% | 643,042,365 | ||||
Diversified telecommunication services 0.5% | |||||
C&W Senior Financing DAC (B) | 6.875 | 09-15-27 | 18,344,000 | 16,738,350 | |
Connect Finco SARL (B) | 6.750 | 10-01-26 | 22,977,000 | 22,054,641 | |
GCI LLC (B) | 4.750 | 10-15-28 | 19,046,000 | 17,099,118 | |
Telesat Canada (B)(C) | 5.625 | 12-06-26 | 8,065,000 | 4,879,325 | |
Total Play Telecomunicaciones SA de CV (B) | 6.375 | 09-20-28 | 17,481,000 | 8,024,135 | |
Total Play Telecomunicaciones SA de CV (B)(C) | 7.500 | 11-12-25 | 30,937,000 | 18,277,648 | |
Zayo Group Holdings, Inc. (B)(C) | 4.000 | 03-01-27 | 14,831,000 | 11,315,546 | |
Zayo Group Holdings, Inc. (B)(C) | 6.125 | 03-01-28 | 13,760,000 | 9,237,482 | |
Entertainment 0.7% | |||||
Netflix, Inc. | 4.875 | 04-15-28 | 33,008,000 | 32,711,892 | |
Netflix, Inc. (B) | 5.375 | 11-15-29 | 6,259,000 | 6,299,941 | |
Netflix, Inc. | 5.875 | 11-15-28 | 32,460,000 | 33,385,954 | |
WarnerMedia Holdings, Inc. | 4.279 | 03-15-32 | 20,340,000 | 17,943,199 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Entertainment (continued) | |||||
WarnerMedia Holdings, Inc. | 5.050 | 03-15-42 | 10,477,000 | $8,650,151 | |
WarnerMedia Holdings, Inc. | 5.141 | 03-15-52 | 60,780,000 | 48,579,066 | |
WMG Acquisition Corp. (B) | 3.875 | 07-15-30 | 9,955,000 | 8,670,985 | |
Interactive media and services 0.1% | |||||
Match Group Holdings II LLC (B)(C) | 3.625 | 10-01-31 | 5,958,000 | 4,870,665 | |
Match Group Holdings II LLC (B) | 4.125 | 08-01-30 | 14,047,000 | 12,223,559 | |
Media 1.0% | |||||
Charter Communications Operating LLC | 4.200 | 03-15-28 | 40,895,000 | 38,484,588 | |
Charter Communications Operating LLC | 5.750 | 04-01-48 | 46,207,000 | 38,979,375 | |
Charter Communications Operating LLC | 6.384 | 10-23-35 | 32,905,000 | 32,304,749 | |
Globo Comunicacao e Participacoes SA (B) | 4.875 | 01-22-30 | 12,883,000 | 10,679,342 | |
LCPR Senior Secured Financing DAC (B) | 5.125 | 07-15-29 | 8,324,000 | 6,987,463 | |
News Corp. (B) | 3.875 | 05-15-29 | 15,978,000 | 14,134,718 | |
Paramount Global | 4.200 | 05-19-32 | 7,655,000 | 6,472,253 | |
Paramount Global | 4.375 | 03-15-43 | 15,703,000 | 10,695,927 | |
Paramount Global | 4.950 | 05-19-50 | 31,931,000 | 23,488,879 | |
Sirius XM Radio, Inc. (B) | 4.000 | 07-15-28 | 15,524,000 | 13,870,560 | |
Sirius XM Radio, Inc. (B) | 5.000 | 08-01-27 | 26,970,000 | 25,623,907 | |
Wireless telecommunication services 0.6% | |||||
Millicom International Cellular SA (B) | 6.250 | 03-25-29 | 14,440,500 | 13,345,226 | |
T-Mobile USA, Inc. | 2.875 | 02-15-31 | 3,484,000 | 2,952,096 | |
T-Mobile USA, Inc. | 3.875 | 04-15-30 | 76,604,000 | 70,361,924 | |
T-Mobile USA, Inc. | 5.650 | 01-15-53 | 21,659,000 | 21,156,477 | |
Vodafone Group PLC | 5.625 | 02-10-53 | 12,888,000 | 12,248,967 | |
Vodafone Group PLC (7.000% to 4-4-29, then 5 Year U.S. Swap Rate + 4.873% to 4-4-49, then 5 Year U.S. Swap Rate + 5.623%) | 7.000 | 04-04-79 | 20,093,000 | 20,294,257 | |
Consumer discretionary 3.4% | 762,494,590 | ||||
Automobile components 0.0% | |||||
Dealer Tire LLC (B) | 8.000 | 02-01-28 | 7,968,000 | 7,554,062 | |
Automobiles 1.6% | |||||
Ford Motor Company | 3.250 | 02-12-32 | 12,651,000 | 10,090,688 | |
Ford Motor Credit Company LLC | 2.900 | 02-16-28 | 4,515,000 | 3,942,544 | |
Ford Motor Credit Company LLC | 4.000 | 11-13-30 | 13,199,000 | 11,346,341 | |
Ford Motor Credit Company LLC | 4.125 | 08-17-27 | 29,632,000 | 27,383,548 | |
Ford Motor Credit Company LLC | 5.113 | 05-03-29 | 38,435,000 | 36,120,129 | |
Ford Motor Credit Company LLC | 6.800 | 05-12-28 | 67,328,000 | 68,498,649 | |
General Motors Company (C) | 5.400 | 10-15-29 | 27,779,000 | 27,368,401 | |
General Motors Company | 5.400 | 04-01-48 | 11,218,000 | 9,508,817 | |
General Motors Financial Company, Inc. | 2.400 | 10-15-28 | 54,508,000 | 46,718,605 | |
General Motors Financial Company, Inc. | 3.600 | 06-21-30 | 68,640,000 | 60,139,562 |
14 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Automobiles (continued) | |||||
Hyundai Capital America (B) | 2.375 | 10-15-27 | 10,962,000 | $9,655,960 | |
Nissan Motor Acceptance Company LLC (B) | 1.850 | 09-16-26 | 28,574,000 | 25,218,883 | |
Nissan Motor Acceptance Company LLC (B) | 2.000 | 03-09-26 | 12,989,000 | 11,766,586 | |
Broadline retail 0.1% | |||||
Macy’s Retail Holdings LLC (B)(C) | 5.875 | 04-01-29 | 8,087,000 | 7,600,971 | |
Macy’s Retail Holdings LLC (B)(C) | 5.875 | 03-15-30 | 7,187,000 | 6,522,203 | |
Macy’s Retail Holdings LLC (B)(C) | 6.125 | 03-15-32 | 13,210,000 | 11,846,794 | |
Distributors 0.0% | |||||
LKQ Corp. | 5.750 | 06-15-28 | 7,767,000 | 7,706,797 | |
Diversified consumer services 0.1% | |||||
GEMS MENASA Cayman, Ltd. (B) | 7.125 | 07-31-26 | 7,957,000 | 7,728,634 | |
Sotheby’s (B) | 7.375 | 10-15-27 | 8,763,000 | 8,036,160 | |
Hotels, restaurants and leisure 0.8% | |||||
Booking Holdings, Inc. | 4.625 | 04-13-30 | 25,193,000 | 24,597,466 | |
CCM Merger, Inc. (B) | 6.375 | 05-01-26 | 8,345,000 | 8,011,958 | |
Choice Hotels International, Inc. | 3.700 | 12-01-29 | 10,444,000 | 8,943,357 | |
Choice Hotels International, Inc. | 3.700 | 01-15-31 | 12,352,000 | 10,236,978 | |
Full House Resorts, Inc. (B)(C) | 8.250 | 02-15-28 | 9,403,000 | 8,448,313 | |
Hilton Grand Vacations Borrower Escrow LLC (B) | 5.000 | 06-01-29 | 16,411,000 | 14,493,948 | |
Jacobs Entertainment, Inc. (B) | 6.750 | 02-15-29 | 7,277,000 | 6,521,793 | |
MGM Resorts International | 4.750 | 10-15-28 | 29,156,000 | 26,970,882 | |
Midwest Gaming Borrower LLC (B) | 4.875 | 05-01-29 | 19,995,000 | 17,812,198 | |
Mohegan Tribal Gaming Authority (B) | 8.000 | 02-01-26 | 15,155,000 | 14,188,869 | |
Resorts World Las Vegas LLC (B) | 4.625 | 04-16-29 | 19,445,000 | 16,517,361 | |
Resorts World Las Vegas LLC (B) | 4.625 | 04-06-31 | 8,500,000 | 6,560,271 | |
Resorts World Las Vegas LLC (B) | 8.450 | 07-27-30 | 15,200,000 | 15,037,244 | |
Travel + Leisure Company (B) | 4.625 | 03-01-30 | 8,807,000 | 7,552,003 | |
Household durables 0.2% | |||||
Brookfield Residential Properties, Inc. (B) | 5.000 | 06-15-29 | 9,654,000 | 8,140,839 | |
Century Communities, Inc. (B) | 3.875 | 08-15-29 | 14,250,000 | 12,368,694 | |
KB Home | 4.000 | 06-15-31 | 15,888,000 | 13,438,416 | |
MDC Holdings, Inc. | 2.500 | 01-15-31 | 10,454,000 | 8,069,885 | |
Specialty retail 0.5% | |||||
Asbury Automotive Group, Inc. (B) | 4.625 | 11-15-29 | 3,401,000 | 3,062,946 | |
Asbury Automotive Group, Inc. | 4.750 | 03-01-30 | 14,462,000 | 12,964,804 | |
AutoNation, Inc. | 4.750 | 06-01-30 | 22,078,000 | 20,484,038 | |
Group 1 Automotive, Inc. (B) | 4.000 | 08-15-28 | 8,738,000 | 7,874,582 | |
Lithia Motors, Inc. (B) | 3.875 | 06-01-29 | 7,350,000 | 6,479,172 | |
Lithia Motors, Inc. (B) | 4.375 | 01-15-31 | 7,350,000 | 6,334,012 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Specialty retail (continued) | |||||
Lithia Motors, Inc. (B) | 4.625 | 12-15-27 | 3,675,000 | $3,415,733 | |
The Michaels Companies, Inc. (B)(C) | 5.250 | 05-01-28 | 22,229,000 | 16,225,614 | |
The Michaels Companies, Inc. (B) | 7.875 | 05-01-29 | 20,540,000 | 11,676,579 | |
Valvoline, Inc. (B) | 3.625 | 06-15-31 | 21,112,000 | 17,311,840 | |
Textiles, apparel and luxury goods 0.1% | |||||
Tapestry, Inc. | 7.700 | 11-27-30 | 13,142,000 | 13,322,605 | |
Tapestry, Inc. | 7.850 | 11-27-33 | 10,514,000 | 10,677,856 | |
Consumer staples 0.9% | 210,271,400 | ||||
Beverages 0.1% | |||||
Anheuser-Busch Companies LLC | 4.700 | 02-01-36 | 27,450,000 | 26,157,260 | |
Food products 0.8% | |||||
Coruripe Netherlands BV (B) | 10.000 | 02-10-27 | 10,400,000 | 7,904,000 | |
JBS USA LUX SA | 3.625 | 01-15-32 | 19,134,000 | 15,657,448 | |
JBS USA LUX SA | 3.750 | 12-01-31 | 5,619,000 | 4,656,079 | |
JBS USA LUX SA | 5.125 | 02-01-28 | 11,564,000 | 11,227,050 | |
JBS USA LUX SA | 5.750 | 04-01-33 | 32,031,000 | 30,247,783 | |
Kraft Heinz Foods Company | 4.375 | 06-01-46 | 46,450,000 | 37,920,238 | |
Kraft Heinz Foods Company | 5.000 | 06-04-42 | 12,796,000 | 11,556,210 | |
MARB BondCo PLC (B) | 3.950 | 01-29-31 | 26,902,000 | 20,770,227 | |
NBM US Holdings, Inc. (B) | 6.625 | 08-06-29 | 23,063,000 | 21,629,805 | |
Pilgrim’s Pride Corp. | 6.250 | 07-01-33 | 22,897,000 | 22,545,300 | |
Energy 5.4% | 1,189,154,922 | ||||
Oil, gas and consumable fuels 5.4% | |||||
Aker BP ASA (B) | 3.100 | 07-15-31 | 11,396,000 | 9,431,852 | |
Aker BP ASA (B) | 3.750 | 01-15-30 | 7,230,000 | 6,427,218 | |
Aker BP ASA (B) | 4.000 | 01-15-31 | 37,303,000 | 33,045,311 | |
Antero Midstream Partners LP (B) | 5.375 | 06-15-29 | 16,047,000 | 15,027,104 | |
Antero Resources Corp. (B) | 5.375 | 03-01-30 | 5,836,000 | 5,466,116 | |
Ascent Resources Utica Holdings LLC (B) | 5.875 | 06-30-29 | 21,017,000 | 19,314,184 | |
Ascent Resources Utica Holdings LLC (B) | 8.250 | 12-31-28 | 3,840,000 | 3,843,398 | |
Cheniere Energy Partners LP | 4.000 | 03-01-31 | 31,837,000 | 28,083,669 | |
Cheniere Energy Partners LP | 4.500 | 10-01-29 | 31,736,000 | 29,606,533 | |
Civitas Resources, Inc. (B) | 8.625 | 11-01-30 | 10,763,000 | 11,147,487 | |
Columbia Pipelines Operating Company LLC (B) | 5.927 | 08-15-30 | 8,524,000 | 8,558,137 | |
Columbia Pipelines Operating Company LLC (B) | 6.036 | 11-15-33 | 13,221,000 | 13,340,936 | |
Continental Resources, Inc. (B) | 2.875 | 04-01-32 | 16,245,000 | 12,724,653 | |
Continental Resources, Inc. | 4.900 | 06-01-44 | 15,589,000 | 12,005,550 | |
Continental Resources, Inc. (B) | 5.750 | 01-15-31 | 15,944,000 | 15,473,813 |
16 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Enbridge, Inc. (5.500% to 7-15-27, then 3 month CME Term SOFR + 3.680% to 7-15-47, then 3 month CME Term SOFR + 4.430%) | 5.500 | 07-15-77 | 22,814,000 | $20,057,640 | |
Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | 5.750 | 07-15-80 | 29,961,000 | 26,036,109 | |
Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%) | 6.250 | 03-01-78 | 22,368,000 | 19,974,172 | |
Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | 8.500 | 01-15-84 | 13,861,000 | 13,905,023 | |
Energean Israel Finance, Ltd. (B) | 5.375 | 03-30-28 | 6,461,000 | 5,621,716 | |
Energean Israel Finance, Ltd. (B) | 5.875 | 03-30-31 | 11,574,000 | 9,759,845 | |
Energy Transfer LP | 4.200 | 04-15-27 | 15,075,000 | 14,412,060 | |
Energy Transfer LP | 5.150 | 03-15-45 | 24,013,000 | 20,810,090 | |
Energy Transfer LP | 5.250 | 04-15-29 | 24,975,000 | 24,532,719 | |
Energy Transfer LP | 5.400 | 10-01-47 | 27,635,000 | 24,327,391 | |
Energy Transfer LP | 5.500 | 06-01-27 | 23,511,000 | 23,480,827 | |
Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (D) | 6.500 | 11-15-26 | 44,447,000 | 41,619,784 | |
Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (D) | 7.125 | 05-15-30 | 36,220,000 | 32,071,733 | |
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 | 39,407,887 | |
EQM Midstream Partners LP (B) | 7.500 | 06-01-27 | 2,859,000 | 2,922,147 | |
EQM Midstream Partners LP (B) | 7.500 | 06-01-30 | 1,610,000 | 1,661,386 | |
Hess Midstream Operations LP (B) | 4.250 | 02-15-30 | 5,230,000 | 4,677,451 | |
Hess Midstream Operations LP (B) | 5.500 | 10-15-30 | 2,295,000 | 2,165,860 | |
Kinder Morgan Energy Partners LP | 7.750 | 03-15-32 | 13,070,000 | 14,354,008 | |
Leviathan Bond, Ltd. (B) | 6.500 | 06-30-27 | 29,476,000 | 27,664,228 | |
Leviathan Bond, Ltd. (B) | 6.750 | 06-30-30 | 4,949,000 | 4,485,714 | |
MC Brazil Downstream Trading SARL (B) | 7.250 | 06-30-31 | 18,078,397 | 13,787,128 | |
MPLX LP | 4.125 | 03-01-27 | 5,490,000 | 5,273,793 | |
MPLX LP | 4.250 | 12-01-27 | 15,703,000 | 15,010,198 | |
MPLX LP (C) | 4.950 | 09-01-32 | 13,328,000 | 12,621,176 | |
MPLX LP | 5.000 | 03-01-33 | 13,702,000 | 12,931,176 | |
Occidental Petroleum Corp. | 6.450 | 09-15-36 | 21,389,000 | 21,904,261 | |
Occidental Petroleum Corp. | 6.600 | 03-15-46 | 11,040,000 | 11,313,461 | |
Occidental Petroleum Corp. | 6.625 | 09-01-30 | 28,848,000 | 29,844,410 | |
ONEOK, Inc. | 5.650 | 11-01-28 | 10,600,000 | 10,670,041 | |
ONEOK, Inc. | 6.050 | 09-01-33 | 39,753,000 | 40,466,847 | |
ONEOK, Inc. | 6.625 | 09-01-53 | 25,389,000 | 26,660,103 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 17 |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Ovintiv, Inc. | 5.650 | 05-15-28 | 8,045,000 | $8,020,612 | |
Ovintiv, Inc. | 6.250 | 07-15-33 | 8,068,000 | 8,042,821 | |
Ovintiv, Inc. | 7.200 | 11-01-31 | 3,846,000 | 4,044,961 | |
Parkland Corp. (B) | 4.500 | 10-01-29 | 12,267,000 | 10,928,150 | |
Parkland Corp. (B) | 4.625 | 05-01-30 | 11,791,000 | 10,523,468 | |
Petroleos Mexicanos | 7.690 | 01-23-50 | 44,198,000 | 29,361,141 | |
Petroleos Mexicanos | 8.750 | 06-02-29 | 10,862,000 | 9,987,496 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 13,496,000 | 12,893,302 | |
Sabine Pass Liquefaction LLC | 4.500 | 05-15-30 | 40,088,000 | 37,846,834 | |
Sabine Pass Liquefaction LLC | 5.000 | 03-15-27 | 12,815,000 | 12,695,761 | |
Southwestern Energy Company | 4.750 | 02-01-32 | 9,065,000 | 8,084,692 | |
Sunoco LP | 4.500 | 04-30-30 | 17,216,000 | 15,472,731 | |
Targa Resources Corp. | 4.950 | 04-15-52 | 29,927,000 | 24,550,286 | |
Targa Resources Corp. | 6.150 | 03-01-29 | 21,618,000 | 22,084,608 | |
Targa Resources Partners LP | 4.000 | 01-15-32 | 24,529,000 | 21,319,380 | |
The Williams Companies, Inc. | 3.750 | 06-15-27 | 22,304,000 | 21,142,178 | |
The Williams Companies, Inc. | 4.650 | 08-15-32 | 19,032,000 | 17,837,018 | |
Var Energi ASA (B) | 7.500 | 01-15-28 | 4,485,000 | 4,627,713 | |
Var Energi ASA (B) | 8.000 | 11-15-32 | 45,544,000 | 48,927,464 | |
Venture Global Calcasieu Pass LLC (B) | 3.875 | 08-15-29 | 6,386,000 | 5,599,608 | |
Venture Global Calcasieu Pass LLC (B) | 4.125 | 08-15-31 | 10,687,000 | 9,218,335 | |
Venture Global LNG, Inc. (B) | 9.500 | 02-01-29 | 22,168,000 | 22,872,835 | |
Western Midstream Operating LP | 4.050 | 02-01-30 | 21,744,000 | 19,705,932 | |
Western Midstream Operating LP | 6.150 | 04-01-33 | 5,402,000 | 5,441,251 | |
Financials 10.4% | 2,302,264,882 | ||||
Banks 6.7% | |||||
Banco Santander SA | 4.379 | 04-12-28 | 25,889,000 | 24,266,539 | |
Bank of America Corp. (2.087% to 6-14-28, then Overnight SOFR + 1.060%) | 2.087 | 06-14-29 | 36,771,000 | 31,616,032 | |
Bank of America Corp. (2.592% to 4-29-30, then Overnight SOFR + 2.150%) | 2.592 | 04-29-31 | 41,379,000 | 34,383,799 | |
Bank of America Corp. (2.687% to 4-22-31, then Overnight SOFR + 1.320%) | 2.687 | 04-22-32 | 69,628,000 | 56,567,189 | |
Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) | 3.846 | 03-08-37 | 33,231,000 | 28,035,003 | |
Bank of America Corp. (3.970% to 3-5-28, then 3 month CME Term SOFR + 1.332%) | 3.970 | 03-05-29 | 29,211,000 | 27,366,733 | |
Bank of America Corp. (6.300% to 3-10-26, then 3 month CME Term SOFR + 4.815%) (D) | 6.300 | 03-10-26 | 38,777,000 | 38,464,543 |
18 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Barclays PLC (4.375% to 9-15-28, then 5 Year CMT + 3.410%) (D) | 4.375 | 03-15-28 | 25,632,000 | $18,887,893 | |
Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (D) | 8.000 | 03-15-29 | 12,203,000 | 11,386,783 | |
BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (B)(C)(D) | 9.250 | 11-17-27 | 10,002,000 | 10,500,870 | |
BPCE SA (B) | 4.500 | 03-15-25 | 26,504,000 | 25,766,317 | |
Citigroup, Inc. | 3.200 | 10-21-26 | 39,653,000 | 37,359,594 | |
Citigroup, Inc. | 4.600 | 03-09-26 | 40,997,000 | 40,030,551 | |
Citigroup, Inc. (4.700% to 1-30-25, then Overnight SOFR + 3.234%) (D) | 4.700 | 01-30-25 | 32,150,000 | 29,198,254 | |
Citigroup, Inc. (6.174% to 5-25-33, then Overnight SOFR + 2.661%) | 6.174 | 05-25-34 | 28,013,000 | 27,797,779 | |
Citigroup, Inc. (6.250% to 8-15-26, then 3 month CME Term SOFR + 4.779%) (D) | 6.250 | 08-15-26 | 27,864,000 | 27,059,856 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 38,053,000 | 31,734,806 | |
Credit Agricole SA (B) | 3.250 | 01-14-30 | 43,824,000 | 37,218,384 | |
Credit Agricole SA (6.316% to 10-3-28, then Overnight SOFR + 1.860%) (B) | 6.316 | 10-03-29 | 27,009,000 | 27,527,246 | |
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (B)(D) | 7.875 | 01-23-24 | 16,019,000 | 16,035,019 | |
Fifth Third Bancorp (3 month CME Term SOFR + 3.295%) (A)(D) | 8.689 | 01-02-24 | 16,052,000 | 14,885,630 | |
HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (D) | 6.375 | 03-30-25 | 7,004,000 | 6,753,356 | |
Huntington Bancshares, Inc. (6.208% to 8-21-28, then Overnight SOFR + 2.020%) | 6.208 | 08-21-29 | 15,865,000 | 15,889,635 | |
ING Groep NV (6.114% to 9-11-33, then Overnight SOFR + 2.090%) | 6.114 | 09-11-34 | 11,344,000 | 11,379,075 | |
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (D) | 6.500 | 04-16-25 | 7,245,000 | 6,959,692 | |
JPMorgan Chase & Co. (2.522% to 4-22-30, then Overnight SOFR + 2.040%) | 2.522 | 04-22-31 | 41,872,000 | 35,124,874 | |
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 | 32,313,842 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then 3 month CME Term SOFR + 3.125%) (D) | 4.600 | 02-01-25 | 28,722,000 | 27,568,666 | |
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (D) | 7.500 | 06-27-24 | 22,139,000 | 21,731,980 | |
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (C)(D) | 5.125 | 11-01-26 | 10,483,000 | 8,450,346 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 19 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) | 3.754 | 11-01-29 | 12,650,000 | $12,169,094 | |
NatWest Group PLC (6.000% to 6-29-26, then 5 Year CMT + 5.625%) (D) | 6.000 | 12-29-25 | 28,042,000 | 26,635,579 | |
NatWest Markets PLC (B) | 1.600 | 09-29-26 | 35,700,000 | 32,006,117 | |
Popular, Inc. | 7.250 | 03-13-28 | 19,807,000 | 19,826,807 | |
Santander Holdings USA, Inc. (2.490% to 1-6-27, then Overnight SOFR + 1.249%) | 2.490 | 01-06-28 | 23,584,000 | 21,128,189 | |
Santander Holdings USA, Inc. | 3.244 | 10-05-26 | 53,984,000 | 49,887,320 | |
Santander Holdings USA, Inc. | 3.450 | 06-02-25 | 45,516,000 | 43,665,997 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 11,424,000 | 10,873,582 | |
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (B)(D) | 5.375 | 11-18-30 | 22,339,000 | 17,003,580 | |
Societe Generale SA (6.221% to 6-15-32, then 1 Year CMT + 3.200%) (B) | 6.221 | 06-15-33 | 14,339,000 | 13,443,803 | |
Societe Generale SA (6.446% to 1-10-28, then 1 Year CMT + 2.550%) (B) | 6.446 | 01-10-29 | 41,371,000 | 41,743,708 | |
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (D) | 3.400 | 09-15-26 | 37,637,000 | 28,846,141 | |
The PNC Financial Services Group, Inc. (5.582% to 6-12-28, then Overnight SOFR + 1.841%) | 5.582 | 06-12-29 | 40,588,000 | 40,299,377 | |
The PNC Financial Services Group, Inc. (5.939% to 8-18-33, then Overnight SOFR + 1.946%) | 5.939 | 08-18-34 | 23,767,000 | 23,671,859 | |
The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (D) | 6.250 | 03-15-30 | 19,414,000 | 16,929,068 | |
The PNC Financial Services Group, Inc. (3 month CME Term SOFR + 3.302%) (A)(D) | 8.679 | 03-01-24 | 14,899,000 | 14,824,262 | |
Truist Financial Corp. (5.867% to 6-8-33, then Overnight SOFR + 2.361%) | 5.867 | 06-08-34 | 24,103,000 | 23,469,166 | |
Truist Financial Corp. (7.161% to 10-30-28, then Overnight SOFR + 2.446%) | 7.161 | 10-30-29 | 15,833,000 | 16,552,579 | |
U.S. Bancorp (5.836% to 6-10-33, then Overnight SOFR + 2.260%) | 5.836 | 06-12-34 | 27,058,000 | 26,641,321 | |
U.S. Bancorp (6.787% to 10-26-26, then Overnight SOFR + 1.880%) | 6.787 | 10-26-27 | 26,352,000 | 27,160,820 | |
Wells Fargo & Company (2.393% to 6-2-27, then Overnight SOFR + 2.100%) | 2.393 | 06-02-28 | 65,530,000 | 58,889,315 | |
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 | 44,746,807 |
20 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Wells Fargo & Company (3.350% to 3-2-32, then Overnight SOFR + 1.500%) | 3.350 | 03-02-33 | 63,216,000 | $52,913,121 | |
Wells Fargo & Company (5.875% to 6-15-25, then 9.865% thereafter) (D) | 5.875 | 06-15-25 | 66,007,000 | 65,019,944 | |
Capital markets 2.6% | |||||
Ares Capital Corp. | 2.150 | 07-15-26 | 27,532,000 | 24,651,874 | |
Ares Capital Corp. | 2.875 | 06-15-28 | 20,575,000 | 17,552,649 | |
Ares Capital Corp. (C) | 3.250 | 07-15-25 | 12,452,000 | 11,787,584 | |
Ares Capital Corp. | 3.875 | 01-15-26 | 20,967,000 | 19,862,838 | |
Blackstone Private Credit Fund | 2.350 | 11-22-24 | 24,290,000 | 23,343,701 | |
Blackstone Private Credit Fund | 2.700 | 01-15-25 | 18,807,000 | 18,004,649 | |
Blackstone Private Credit Fund | 3.250 | 03-15-27 | 5,483,000 | 4,874,189 | |
Blackstone Private Credit Fund | 4.000 | 01-15-29 | 27,133,000 | 23,814,702 | |
Blackstone Private Credit Fund (B) | 7.300 | 11-27-28 | 11,097,000 | 11,073,023 | |
Deutsche Bank AG (2.311% to 11-16-26, then Overnight SOFR + 1.219%) | 2.311 | 11-16-27 | 22,438,000 | 20,053,052 | |
Deutsche Bank AG (3.742% to 1-7-32, then Overnight SOFR + 2.257%) | 3.742 | 01-07-33 | 29,929,000 | 22,902,401 | |
Deutsche Bank AG (6.819% to 11-20-28, then Overnight SOFR + 2.510%) | 6.819 | 11-20-29 | 16,614,000 | 16,926,593 | |
Jefferies Financial Group, Inc. | 5.875 | 07-21-28 | 19,804,000 | 19,653,529 | |
Lazard Group LLC | 4.375 | 03-11-29 | 24,053,000 | 22,559,032 | |
Macquarie Bank, Ltd. (B) | 3.624 | 06-03-30 | 17,809,000 | 14,925,131 | |
Morgan Stanley (2.239% to 7-21-31, then Overnight SOFR + 1.178%) | 2.239 | 07-21-32 | 14,771,000 | 11,551,239 | |
Morgan Stanley (2.484% to 9-16-31, then Overnight SOFR + 1.360%) | 2.484 | 09-16-36 | 40,882,000 | 30,866,734 | |
Morgan Stanley (4.431% to 1-23-29, then 3 month CME Term SOFR + 1.890%) | 4.431 | 01-23-30 | 5,436,000 | 5,160,545 | |
Morgan Stanley (5.123% to 2-1-28, then Overnight SOFR + 1.730%) | 5.123 | 02-01-29 | 10,744,000 | 10,575,207 | |
Morgan Stanley (5.164% to 4-20-28, then Overnight SOFR + 1.590%) | 5.164 | 04-20-29 | 33,141,000 | 32,590,235 | |
Morgan Stanley (5.449% to 7-20-28, then Overnight SOFR + 1.630%) | 5.449 | 07-20-29 | 16,438,000 | 16,375,662 | |
MSCI, Inc. (B) | 3.625 | 11-01-31 | 28,632,000 | 24,373,783 | |
The Charles Schwab Corp. (5.643% to 5-19-28, then Overnight SOFR + 2.210%) | 5.643 | 05-19-29 | 27,090,000 | 26,988,543 | |
The Charles Schwab Corp. (6.196% to 11-17-28, then Overnight SOFR + 1.878%) | 6.196 | 11-17-29 | 26,900,000 | 27,304,233 | |
The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then Overnight SOFR + 1.281%) | 2.615 | 04-22-32 | 76,569,000 | 61,700,291 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 21 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Capital markets (continued) | |||||
The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then Overnight SOFR + 1.264%) | 2.650 | 10-21-32 | 29,672,000 | $23,674,096 | |
UBS Group AG (6.301% to 9-22-33, then 1 Year CMT + 2.000%) (B) | 6.301 | 09-22-34 | 16,003,000 | 16,153,403 | |
UBS Group AG (9.250% to 11-13-28, then 5 Year CMT + 4.745%) (B)(D) | 9.250 | 11-13-28 | 12,502,000 | 13,061,802 | |
UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (B)(D) | 9.250 | 11-13-33 | 9,321,000 | 9,879,570 | |
Consumer finance 0.3% | |||||
Ally Financial, Inc. (6.992% to 6-13-28, then Overnight SOFR + 3.260%) | 6.992 | 06-13-29 | 21,430,000 | 21,543,624 | |
Ally Financial, Inc. (C) | 7.100 | 11-15-27 | 14,730,000 | 15,020,390 | |
Discover Financial Services | 4.100 | 02-09-27 | 8,970,000 | 8,327,647 | |
OneMain Finance Corp. | 9.000 | 01-15-29 | 9,157,000 | 9,443,991 | |
Financial services 0.2% | |||||
Block, Inc. (C) | 3.500 | 06-01-31 | 8,050,000 | 6,737,093 | |
Corebridge Financial, Inc. (6.875% to 12-15-27, then 5 Year CMT + 3.846%) | 6.875 | 12-15-52 | 10,737,000 | 10,310,913 | |
Nationstar Mortgage Holdings, Inc. (B) | 5.125 | 12-15-30 | 6,356,000 | 5,492,156 | |
Nationstar Mortgage Holdings, Inc. (B) | 5.500 | 08-15-28 | 11,236,000 | 10,397,490 | |
Nationstar Mortgage Holdings, Inc. (B) | 6.000 | 01-15-27 | 6,021,000 | 5,810,265 | |
Insurance 0.6% | |||||
Athene Holding, Ltd. | 3.500 | 01-15-31 | 13,118,000 | 11,126,504 | |
CNA Financial Corp. | 2.050 | 08-15-30 | 10,248,000 | 8,232,540 | |
CNO Financial Group, Inc. | 5.250 | 05-30-29 | 30,469,000 | 29,194,905 | |
Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (B) | 4.125 | 12-15-51 | 18,110,000 | 14,749,181 | |
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | 6.400 | 12-15-36 | 24,309,000 | 23,890,710 | |
Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (B) | 2.750 | 01-21-51 | 10,511,000 | 8,433,847 | |
SBL Holdings, Inc. (B) | 5.000 | 02-18-31 | 22,901,000 | 18,267,904 | |
Teachers Insurance & Annuity Association of America (B) | 4.270 | 05-15-47 | 27,751,000 | 22,437,590 | |
Health care 1.7% | 376,683,782 | ||||
Biotechnology 0.4% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 70,119,000 | 63,668,359 | |
Amgen, Inc. | 5.250 | 03-02-30 | 8,204,000 | 8,245,897 | |
Star Parent, Inc. (B) | 9.000 | 10-01-30 | 10,793,000 | 11,209,167 | |
Health care equipment and supplies 0.1% | |||||
Varex Imaging Corp. (B) | 7.875 | 10-15-27 | 9,865,000 | 9,830,886 |
22 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Health care (continued) | |||||
Health care providers and services 0.9% | |||||
AdaptHealth LLC (B) | 5.125 | 03-01-30 | 11,714,000 | $9,326,804 | |
Cencora, Inc. | 2.800 | 05-15-30 | 22,531,000 | 19,383,799 | |
Centene Corp. | 2.450 | 07-15-28 | 6,416,000 | 5,561,277 | |
Centene Corp. | 3.000 | 10-15-30 | 20,848,000 | 17,395,363 | |
Centene Corp. | 3.375 | 02-15-30 | 12,115,000 | 10,477,269 | |
CVS Health Corp. | 3.750 | 04-01-30 | 20,445,000 | 18,704,382 | |
CVS Health Corp. | 5.050 | 03-25-48 | 23,954,000 | 20,998,813 | |
CVS Health Corp. | 5.250 | 01-30-31 | 5,224,000 | 5,199,779 | |
DaVita, Inc. (B) | 3.750 | 02-15-31 | 15,488,000 | 12,124,629 | |
DaVita, Inc. (B) | 4.625 | 06-01-30 | 25,304,000 | 21,387,316 | |
Fresenius Medical Care US Finance III, Inc. (B) | 2.375 | 02-16-31 | 37,988,000 | 27,992,168 | |
Universal Health Services, Inc. | 1.650 | 09-01-26 | 22,040,000 | 19,802,471 | |
Universal Health Services, Inc. | 2.650 | 10-15-30 | 23,046,000 | 18,746,581 | |
Life sciences tools and services 0.1% | |||||
IQVIA, Inc. (B) | 6.250 | 02-01-29 | 13,280,000 | 13,479,373 | |
Thermo Fisher Scientific, Inc. | 4.977 | 08-10-30 | 13,482,000 | 13,461,291 | |
Pharmaceuticals 0.2% | |||||
Royalty Pharma PLC | 1.750 | 09-02-27 | 12,150,000 | 10,644,694 | |
Viatris, Inc. (C) | 2.700 | 06-22-30 | 29,735,000 | 24,150,465 | |
Viatris, Inc. | 4.000 | 06-22-50 | 22,979,000 | 14,892,999 | |
Industrials 5.3% | 1,167,964,004 | ||||
Aerospace and defense 0.6% | |||||
Huntington Ingalls Industries, Inc. | 4.200 | 05-01-30 | 17,017,000 | 15,660,020 | |
The Boeing Company | 3.200 | 03-01-29 | 13,975,000 | 12,648,556 | |
The Boeing Company | 5.040 | 05-01-27 | 43,185,000 | 42,903,970 | |
The Boeing Company | 5.150 | 05-01-30 | 57,564,000 | 57,032,941 | |
TransDigm, Inc. | 5.500 | 11-15-27 | 13,817,000 | 13,297,883 | |
Building products 0.3% | |||||
Builders FirstSource, Inc. (B) | 4.250 | 02-01-32 | 19,875,000 | 17,049,039 | |
Builders FirstSource, Inc. (B) | 6.375 | 06-15-32 | 12,079,000 | 11,885,161 | |
Owens Corning | 3.875 | 06-01-30 | 3,327,000 | 3,014,929 | |
Owens Corning | 3.950 | 08-15-29 | 25,526,000 | 23,626,307 | |
Commercial services and supplies 0.2% | |||||
Albion Financing 1 SARL (B)(C) | 6.125 | 10-15-26 | 13,103,000 | 12,791,149 | |
Allied Universal Holdco LLC (B)(C) | 6.000 | 06-01-29 | 6,511,000 | 4,956,889 | |
APX Group, Inc. (B) | 5.750 | 07-15-29 | 17,139,000 | 15,303,927 | |
Prime Security Services Borrower LLC (B) | 3.375 | 08-31-27 | 3,713,000 | 3,359,129 | |
Prime Security Services Borrower LLC (B) | 6.250 | 01-15-28 | 13,157,000 | 12,634,232 | |
Construction and engineering 0.1% | |||||
Global Infrastructure Solutions, Inc. (B) | 5.625 | 06-01-29 | 17,739,000 | 14,825,564 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 23 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Construction and engineering (continued) | |||||
MasTec, Inc. (B)(C) | 4.500 | 08-15-28 | 11,194,000 | $10,087,524 | |
Electrical equipment 0.2% | |||||
Emerald Debt Merger Sub LLC (B) | 6.625 | 12-15-30 | 13,818,000 | 13,783,455 | |
Regal Rexnord Corp. (B) | 6.050 | 02-15-26 | 16,754,000 | 16,724,749 | |
Regal Rexnord Corp. (B) | 6.400 | 04-15-33 | 13,673,000 | 13,474,471 | |
Ground transportation 0.1% | |||||
Uber Technologies, Inc. (B) | 4.500 | 08-15-29 | 28,116,000 | 25,869,068 | |
Machinery 0.1% | |||||
Flowserve Corp. | 3.500 | 10-01-30 | 12,864,000 | 10,929,608 | |
Ingersoll Rand, Inc. | 5.400 | 08-14-28 | 4,949,000 | 4,959,977 | |
Passenger airlines 2.3% | |||||
Air Canada 2013-1 Class A Pass Through Trust (B) | 4.125 | 05-15-25 | 7,848,465 | 7,439,628 | |
Air Canada 2017-1 Class B Pass Through Trust (B) | 3.700 | 01-15-26 | 7,893,598 | 7,405,784 | |
Air Canada 2020-1 Class C Pass Through Trust (B) | 10.500 | 07-15-26 | 12,689,000 | 13,635,669 | |
Alaska Airlines 2020-1 Class B Pass Through Trust (B) | 8.000 | 08-15-25 | 8,755,414 | 8,737,735 | |
American Airlines 2015-1 Class A Pass Through Trust | 3.375 | 05-01-27 | 51,974,965 | 46,845,036 | |
American Airlines 2016-1 Class A Pass Through Trust (C) | 4.100 | 01-15-28 | 21,148,571 | 18,954,132 | |
American Airlines 2016-1 Class AA Pass Through Trust | 3.575 | 01-15-28 | 6,536,874 | 5,979,931 | |
American Airlines 2016-3 Class A Pass Through Trust | 3.250 | 10-15-28 | 2,930,906 | 2,493,488 | |
American Airlines 2017-1 Class A Pass Through Trust | 4.000 | 02-15-29 | 10,893,533 | 9,584,039 | |
American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 19,475,089 | 17,600,183 | |
American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 12,672,067 | 10,841,075 | |
American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 21,477,672 | 17,550,531 | |
American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 21,721,527 | 18,374,965 | |
American Airlines 2019-1 Class B Pass Through Trust | 3.850 | 02-15-28 | 7,918,193 | 6,967,893 | |
American Airlines 2021-1 Class A Pass Through Trust | 2.875 | 07-11-34 | 17,700,085 | 14,369,007 | |
American Airlines 2021-1 Class B Pass Through Trust | 3.950 | 07-11-30 | 24,041,290 | 20,917,947 | |
American Airlines, Inc. (B)(C) | 7.250 | 02-15-28 | 16,094,000 | 15,895,150 | |
British Airways 2018-1 Class A Pass Through Trust (B) | 4.125 | 09-20-31 | 6,335,329 | 5,675,798 |
24 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Passenger airlines (continued) | |||||
British Airways 2020-1 Class A Pass Through Trust (B) | 4.250 | 11-15-32 | 8,272,056 | $7,461,516 | |
British Airways 2020-1 Class B Pass Through Trust (B) | 8.375 | 11-15-28 | 4,277,669 | 4,377,598 | |
Delta Air Lines, Inc. (C) | 4.375 | 04-19-28 | 22,691,000 | 21,643,243 | |
Delta Air Lines, Inc. (B) | 4.750 | 10-20-28 | 31,561,627 | 30,305,311 | |
JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 16,051,253 | 13,071,115 | |
United Airlines 2014-2 Class A Pass Through Trust | 3.750 | 09-03-26 | 25,449,522 | 23,898,534 | |
United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 22,568,151 | 19,625,884 | |
United Airlines 2016-1 Class B Pass Through Trust | 3.650 | 01-07-26 | 18,111,798 | 16,911,231 | |
United Airlines 2018-1 Class B Pass Through Trust | 4.600 | 03-01-26 | 8,995,143 | 8,466,364 | |
United Airlines 2019-1 Class A Pass Through Trust (C) | 4.550 | 08-25-31 | 19,131,779 | 16,530,330 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 36,888,402 | 36,735,824 | |
United Airlines 2020-1 Class B Pass Through Trust | 4.875 | 01-15-26 | 12,816,640 | 12,288,280 | |
United Airlines 2023-1 Class A Pass Through Trust | 5.800 | 01-15-36 | 26,033,000 | 24,968,995 | |
United Airlines, Inc. (B) | 4.375 | 04-15-26 | 1,856,000 | 1,764,929 | |
United Airlines, Inc. (B) | 4.625 | 04-15-29 | 4,647,000 | 4,148,422 | |
US Airways 2012-2 Class A Pass Through Trust | 4.625 | 06-03-25 | 9,685,407 | 9,277,855 | |
Professional services 0.1% | |||||
Concentrix Corp. | 6.600 | 08-02-28 | 25,761,000 | 25,733,900 | |
TriNet Group, Inc. (B) | 3.500 | 03-01-29 | 7,774,000 | 6,763,380 | |
Trading companies and distributors 1.3% | |||||
AerCap Ireland Capital DAC | 1.750 | 01-30-26 | 25,521,000 | 23,339,756 | |
AerCap Ireland Capital DAC | 2.450 | 10-29-26 | 83,808,000 | 76,348,420 | |
AerCap Ireland Capital DAC | 3.000 | 10-29-28 | 42,652,000 | 37,591,563 | |
Air Lease Corp. | 2.100 | 09-01-28 | 14,336,000 | 12,179,111 | |
Air Lease Corp. | 2.875 | 01-15-26 | 12,330,000 | 11,602,636 | |
Air Lease Corp. | 3.625 | 12-01-27 | 16,742,000 | 15,503,248 | |
Ashtead Capital, Inc. (B) | 2.450 | 08-12-31 | 14,729,000 | 11,495,904 | |
Ashtead Capital, Inc. (B) | 4.250 | 11-01-29 | 7,666,000 | 6,941,390 | |
Ashtead Capital, Inc. (B) | 4.375 | 08-15-27 | 15,640,000 | 14,726,820 | |
Ashtead Capital, Inc. (B) | 5.550 | 05-30-33 | 9,115,000 | 8,660,827 | |
Ashtead Capital, Inc. (B) | 5.950 | 10-15-33 | 11,040,000 | 10,720,958 | |
Beacon Roofing Supply, Inc. (B) | 4.125 | 05-15-29 | 13,448,000 | 11,876,144 | |
BlueLinx Holdings, Inc. (B) | 6.000 | 11-15-29 | 18,852,000 | 16,935,802 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 25 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Trading companies and distributors (continued) | |||||
SMBC Aviation Capital Finance DAC (B) | 2.300 | 06-15-28 | 8,237,000 | $7,034,113 | |
United Rentals North America, Inc. | 3.875 | 11-15-27 | 13,783,000 | 12,948,062 | |
Information technology 2.3% | 499,139,483 | ||||
Communications equipment 0.3% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 34,267,000 | 27,833,113 | |
Motorola Solutions, Inc. | 2.750 | 05-24-31 | 28,486,000 | 23,446,998 | |
IT services 0.2% | |||||
Gartner, Inc. (B) | 4.500 | 07-01-28 | 27,864,000 | 26,097,815 | |
VeriSign, Inc. | 2.700 | 06-15-31 | 13,953,000 | 11,443,867 | |
Semiconductors and semiconductor equipment 1.5% | |||||
Broadcom, Inc. (B) | 3.419 | 04-15-33 | 35,997,000 | 30,251,053 | |
Broadcom, Inc. | 4.750 | 04-15-29 | 85,868,000 | 83,666,223 | |
Foundry JV Holdco LLC (B) | 5.875 | 01-25-34 | 22,311,000 | 22,104,643 | |
Marvell Technology, Inc. | 2.450 | 04-15-28 | 31,863,000 | 28,098,236 | |
Micron Technology, Inc. | 2.703 | 04-15-32 | 18,055,000 | 14,455,406 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 45,011,000 | 43,300,234 | |
Micron Technology, Inc. | 5.327 | 02-06-29 | 25,665,000 | 25,381,568 | |
Micron Technology, Inc. | 6.750 | 11-01-29 | 44,533,000 | 46,691,234 | |
NXP BV | 3.875 | 06-18-26 | 32,848,000 | 31,607,034 | |
Qorvo, Inc. (B) | 3.375 | 04-01-31 | 16,254,000 | 13,144,860 | |
Software 0.2% | |||||
Autodesk, Inc. | 2.850 | 01-15-30 | 10,308,000 | 9,041,841 | |
Consensus Cloud Solutions, Inc. (B)(C) | 6.500 | 10-15-28 | 10,665,000 | 9,632,628 | |
Oracle Corp. | 2.950 | 04-01-30 | 28,741,000 | 25,185,019 | |
Technology hardware, storage and peripherals 0.1% | |||||
CDW LLC | 3.250 | 02-15-29 | 8,552,000 | 7,518,063 | |
Dell International LLC | 5.300 | 10-01-29 | 20,296,000 | 20,239,648 | |
Materials 1.5% | 341,346,649 | ||||
Chemicals 0.3% | |||||
Braskem Idesa SAPI (B) | 6.990 | 02-20-32 | 13,611,000 | 8,795,700 | |
Braskem Netherlands Finance BV (B) | 4.500 | 01-31-30 | 28,519,000 | 23,465,151 | |
Braskem Netherlands Finance BV (B) | 5.875 | 01-31-50 | 7,369,000 | 5,440,563 | |
OCI NV (B) | 6.700 | 03-16-33 | 13,932,000 | 13,600,450 | |
Sasol Financing USA LLC | 5.500 | 03-18-31 | 14,257,000 | 11,619,057 | |
Construction materials 0.2% | |||||
Cemex SAB de CV (B) | 3.875 | 07-11-31 | 20,594,000 | 17,448,547 | |
Cemex SAB de CV (B) | 5.200 | 09-17-30 | 17,916,000 | 16,773,181 | |
Standard Industries, Inc. (B) | 3.375 | 01-15-31 | 8,626,000 | 7,082,443 | |
Standard Industries, Inc. (B) | 4.375 | 07-15-30 | 10,985,000 | 9,628,708 | |
Standard Industries, Inc. (B) | 5.000 | 02-15-27 | 4,561,000 | 4,367,235 |
26 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Materials (continued) | |||||
Construction materials (continued) | |||||
Summit Materials LLC (B) | 7.250 | 01-15-31 | 5,067,000 | $5,067,000 | |
Containers and packaging 0.3% | |||||
Graphic Packaging International LLC (B) | 3.500 | 03-01-29 | 15,512,000 | 13,486,870 | |
Mauser Packaging Solutions Holding Company (B) | 7.875 | 08-15-26 | 10,356,000 | 10,287,461 | |
Owens-Brockway Glass Container, Inc. (B) | 6.625 | 05-13-27 | 9,013,000 | 8,920,166 | |
Owens-Brockway Glass Container, Inc. (B) | 7.250 | 05-15-31 | 7,132,000 | 7,078,581 | |
Pactiv Evergreen Group Issuer, Inc. (B) | 4.000 | 10-15-27 | 24,222,000 | 22,163,130 | |
Metals and mining 0.7% | |||||
Anglo American Capital PLC (B) | 4.750 | 04-10-27 | 14,781,000 | 14,374,616 | |
Arsenal AIC Parent LLC (B) | 8.000 | 10-01-30 | 8,998,000 | 9,180,741 | |
First Quantum Minerals, Ltd. (B) | 6.875 | 10-15-27 | 26,916,000 | 21,801,960 | |
First Quantum Minerals, Ltd. (B) | 8.625 | 06-01-31 | 10,156,000 | 8,213,665 | |
Freeport-McMoRan, Inc. | 4.250 | 03-01-30 | 25,953,000 | 23,677,872 | |
Freeport-McMoRan, Inc. | 5.400 | 11-14-34 | 19,031,000 | 18,048,892 | |
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 30,200,000 | 27,095,845 | |
Hudbay Minerals, Inc. (B) | 4.500 | 04-01-26 | 4,708,000 | 4,472,546 | |
Newmont Corp. | 2.800 | 10-01-29 | 10,460,000 | 9,187,397 | |
Novelis Corp. (B) | 4.750 | 01-30-30 | 22,106,000 | 20,068,872 | |
Real estate 1.1% | 244,993,338 | ||||
Real estate management and development 0.1% | |||||
CoStar Group, Inc. (B) | 2.800 | 07-15-30 | 29,716,000 | 24,393,683 | |
Cushman & Wakefield US Borrower LLC (B) | 8.875 | 09-01-31 | 1,630,000 | 1,634,013 | |
Residential REITs 0.1% | |||||
American Homes 4 Rent LP | 4.250 | 02-15-28 | 12,929,000 | 12,207,555 | |
Specialized REITs 0.9% | |||||
American Tower Corp. | 3.550 | 07-15-27 | 18,925,000 | 17,807,248 | |
American Tower Corp. | 3.800 | 08-15-29 | 38,566,000 | 35,406,123 | |
American Tower Trust I (B) | 5.490 | 03-15-28 | 29,682,000 | 29,714,941 | |
Crown Castle, Inc. | 3.800 | 02-15-28 | 13,032,000 | 12,130,430 | |
GLP Capital LP | 3.250 | 01-15-32 | 10,853,000 | 8,717,858 | |
GLP Capital LP | 4.000 | 01-15-30 | 10,777,000 | 9,458,545 | |
GLP Capital LP | 5.375 | 04-15-26 | 20,353,000 | 19,888,758 | |
Iron Mountain Information Management Services, Inc. (B) | 5.000 | 07-15-32 | 4,858,000 | 4,219,124 | |
Iron Mountain, Inc. (B) | 5.250 | 07-15-30 | 11,787,000 | 10,809,295 | |
SBA Tower Trust (B) | 6.599 | 01-15-28 | 8,442,000 | 8,583,609 | |
VICI Properties LP (B) | 3.875 | 02-15-29 | 13,041,000 | 11,613,011 | |
VICI Properties LP (B) | 4.125 | 08-15-30 | 12,630,000 | 11,005,403 | |
VICI Properties LP (B) | 4.625 | 12-01-29 | 24,513,000 | 22,184,190 | |
VICI Properties LP | 5.125 | 05-15-32 | 5,669,000 | 5,219,552 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 27 |
Rate (%) | Maturity date | Par value^ | Value | ||
Utilities 2.1% | $466,587,606 | ||||
Electric utilities 1.6% | |||||
American Electric Power Company, Inc. | 5.625 | 03-01-33 | 9,207,000 | 9,222,842 | |
Atlantica Transmision Sur SA (B)(C) | 6.875 | 04-30-43 | 12,266,780 | 12,052,112 | |
Constellation Energy Generation LLC | 6.125 | 01-15-34 | 7,766,000 | 7,970,875 | |
Constellation Energy Generation LLC | 6.500 | 10-01-53 | 13,243,000 | 13,846,317 | |
Duke Energy Corp. | 2.450 | 06-01-30 | 8,046,000 | 6,752,350 | |
Duke Energy Corp. | 5.750 | 09-15-33 | 26,958,000 | 27,328,719 | |
Electricite de France SA (9.125% to 6-15-33, then 5 Year CMT + 5.411%) (B)(D) | 9.125 | 03-15-33 | 17,388,000 | 18,494,068 | |
Emera US Finance LP | 3.550 | 06-15-26 | 22,002,000 | 21,060,487 | |
FirstEnergy Corp. | 2.650 | 03-01-30 | 15,065,000 | 12,743,331 | |
FirstEnergy Corp. (C) | 3.400 | 03-01-50 | 5,998,000 | 3,946,849 | |
Georgia Power Company | 4.950 | 05-17-33 | 13,396,000 | 12,964,783 | |
NextEra Energy Capital Holdings, Inc. | 2.250 | 06-01-30 | 10,230,000 | 8,433,982 | |
NRG Energy, Inc. (B) | 2.450 | 12-02-27 | 22,398,000 | 19,628,927 | |
NRG Energy, Inc. (B) | 3.375 | 02-15-29 | 5,134,000 | 4,393,944 | |
NRG Energy, Inc. (B) | 3.625 | 02-15-31 | 12,916,000 | 10,560,868 | |
NRG Energy, Inc. (B)(C) | 3.875 | 02-15-32 | 25,570,000 | 20,903,475 | |
NRG Energy, Inc. (B) | 4.450 | 06-15-29 | 16,431,000 | 14,920,701 | |
NRG Energy, Inc. (B) | 7.000 | 03-15-33 | 21,814,000 | 22,055,023 | |
NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (B)(D) | 10.250 | 03-15-28 | 17,139,000 | 16,976,997 | |
The Southern Company | 5.700 | 03-15-34 | 13,479,000 | 13,733,779 | |
Vistra Operations Company LLC (B) | 3.700 | 01-30-27 | 43,768,000 | 40,695,146 | |
Vistra Operations Company LLC (B) | 4.300 | 07-15-29 | 38,331,000 | 34,765,486 | |
Vistra Operations Company LLC (B) | 6.950 | 10-15-33 | 15,617,000 | 15,943,411 | |
Independent power and renewable electricity producers 0.2% | |||||
AES Panama Generation Holdings SRL (B) | 4.375 | 05-31-30 | 16,012,075 | 13,331,653 | |
LLPL Capital Pte, Ltd. (B)(C) | 6.875 | 02-04-39 | 2,927,135 | 2,729,258 | |
NextEra Energy Operating Partners LP (B) | 3.875 | 10-15-26 | 16,950,000 | 15,656,290 | |
NextEra Energy Operating Partners LP (B) | 4.500 | 09-15-27 | 6,602,000 | 6,095,040 | |
Multi-utilities 0.3% | |||||
Dominion Energy, Inc. | 3.375 | 04-01-30 | 14,886,000 | 13,237,166 | |
NiSource, Inc. | 1.700 | 02-15-31 | 8,046,000 | 6,246,553 | |
NiSource, Inc. | 3.600 | 05-01-30 | 15,381,000 | 13,786,974 | |
NiSource, Inc. | 5.250 | 03-30-28 | 5,035,000 | 5,028,162 | |
Sempra | 5.500 | 08-01-33 | 21,267,000 | 21,082,038 | |
Municipal bonds 0.1% | $23,687,406 | ||||
(Cost $30,015,000) | |||||
Golden State Tobacco Securitization Corp. (California) | 4.214 | 06-01-50 | 16,097,000 | 11,320,383 | |
State Board of Administration Finance Corp. (Florida) | 1.705 | 07-01-27 | 13,918,000 | 12,367,023 |
28 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Collateralized mortgage obligations 3.8% | $838,733,959 | ||||
(Cost $1,192,098,371) | |||||
Commercial and residential 2.8% | 619,632,064 | ||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-R1, Class A1 (B)(E) | 0.990 | 04-25-53 | 6,699,029 | 6,041,363 | |
Series 2021-2, Class A1 (B)(E) | 0.985 | 04-25-66 | 6,999,203 | 5,698,313 | |
Series 2021-4, Class A1 (B)(E) | 1.035 | 01-20-65 | 19,552,170 | 15,369,476 | |
Series 2021-5, Class A1 (B)(E) | 0.951 | 07-25-66 | 19,910,834 | 16,398,310 | |
Arroyo Mortgage Trust | |||||
Series 2021-1R, Class A1 (B)(E) | 1.175 | 10-25-48 | 11,827,333 | 9,399,902 | |
BAMLL Commercial Mortgage Securities Trust | |||||
Series 2019-BPR, Class ENM (B)(E) | 3.843 | 11-05-32 | 11,565,000 | 3,843,822 | |
Barclays Commercial Mortgage Trust | |||||
Series 2019-C5, Class A2 | 3.043 | 11-15-52 | 15,513,000 | 15,043,252 | |
BBCMS Mortgage Trust | |||||
Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 10,908,000 | 9,874,464 | |
BBCMS Trust | |||||
Series 2015-SRCH, Class D (B)(E) | 5.122 | 08-10-35 | 15,436,000 | 10,886,657 | |
Benchmark Mortgage Trust | |||||
Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 19,271,801 | 17,460,603 | |
Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 19,932,000 | 17,661,954 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class A1 (B)(E) | 0.941 | 02-25-49 | 8,365,290 | 7,253,687 | |
BX Trust | |||||
Series 2022-CLS, Class A (B) | 5.760 | 10-13-27 | 19,433,000 | 19,066,602 | |
Citigroup Commercial Mortgage Trust | |||||
Series 2023-SMRT, Class A (B)(E) | 6.015 | 10-12-40 | 15,194,000 | 15,064,286 | |
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1 (B)(E) | 0.924 | 08-25-66 | 13,620,210 | 10,626,110 | |
Series 2021-3, Class A1 (B)(E) | 0.956 | 09-27-66 | 19,320,401 | 14,959,981 | |
Series 2021-HX1, Class A1 (B)(E) | 1.110 | 10-25-66 | 15,151,154 | 12,309,411 | |
COLT Trust | |||||
Series 2020-RPL1, Class A1 (B)(E) | 1.390 | 01-25-65 | 28,132,432 | 22,965,455 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR3, Class XA IO | 1.022 | 10-15-45 | 496,664 | 11 | |
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | |||||
Series 2018-COR3, Class XA IO | 0.572 | 05-10-51 | 221,909,106 | 3,525,248 | |
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class D (B)(E) | 4.540 | 08-10-30 | 18,413,000 | 14,165,279 | |
Series 2017-PANW, Class A (B) | 3.244 | 10-10-29 | 7,264,000 | 6,527,530 | |
Series 2020-CBM, Class A2 (B) | 2.896 | 02-10-37 | 14,666,000 | 13,967,567 | |
Credit Suisse Mortgage Capital Certificates | |||||
Series 2020-NET, Class A (B) | 2.257 | 08-15-37 | 6,950,475 | 6,349,895 | |
Series 2021-NQM2, Class A1 (B)(E) | 1.179 | 02-25-66 | 11,778,861 | 9,830,648 | |
Series 2021-NQM3, Class A1 (B)(E) | 1.015 | 04-25-66 | 10,387,781 | 8,471,932 | |
Series 2021-NQM5, Class A1 (B)(E) | 0.938 | 05-25-66 | 7,488,685 | 5,770,969 | |
Series 2021-NQM6, Class A1 (B)(E) | 1.174 | 07-25-66 | 23,875,333 | 18,640,759 | |
Ellington Financial Mortgage Trust | |||||
Series 2021-1, Class A1 (B)(E) | 0.797 | 02-25-66 | 4,492,567 | 3,670,166 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 29 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2021-2, Class A1 (B)(E) | 0.931 | 06-25-66 | 12,979,272 | $10,065,782 | |
Flagstar Mortgage Trust | |||||
Series 2021-1, Class A2 (B)(E) | 2.500 | 02-01-51 | 25,861,483 | 19,959,815 | |
GCAT Trust | |||||
Series 2021-NQM1, Class A1 (B)(E) | 0.874 | 01-25-66 | 7,909,873 | 6,321,391 | |
Series 2021-NQM2, Class A1 (B)(E) | 1.036 | 05-25-66 | 9,337,202 | 7,465,552 | |
Series 2021-NQM3, Class A1 (B)(E) | 1.091 | 05-25-66 | 14,532,215 | 11,679,309 | |
GS Mortgage Securities Trust | |||||
Series 2015-590M, Class C (B)(E) | 3.932 | 10-10-35 | 6,950,000 | 6,079,479 | |
Series 2017-485L, Class C (B)(E) | 4.115 | 02-10-37 | 6,670,000 | 5,457,397 | |
Series 2020-UPTN, Class A (B) | 2.751 | 02-10-37 | 13,326,000 | 12,505,758 | |
GS Mortgage-Backed Securities Trust | |||||
Series 2020-NQM1, Class A1 (B)(E) | 1.382 | 09-27-60 | 2,661,838 | 2,388,850 | |
Series 2021-NQM1, Class A1 (B)(E) | 1.017 | 07-25-61 | 6,356,752 | 5,333,676 | |
HarborView Mortgage Loan Trust | |||||
Series 2007-3, Class ES IO (B) | 0.350 | 05-19-47 | 16,456,671 | 171,321 | |
Series 2007-4, Class ES IO | 0.350 | 07-19-47 | 16,823,137 | 220,651 | |
Series 2007-6, Class ES IO (B) | 0.343 | 08-19-37 | 17,352,048 | 215,141 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM1, Class A1 (B)(E) | 1.071 | 06-25-56 | 8,589,590 | 6,957,738 | |
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2020-NNN, Class AFX (B) | 2.812 | 01-16-37 | 15,435,000 | 12,965,400 | |
MFA Trust | |||||
Series 2021-NQM1, Class A1 (B)(E) | 1.153 | 04-25-65 | 6,092,496 | 5,372,853 | |
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-285M, Class D (B)(E) | 3.917 | 11-15-32 | 9,223,000 | 5,529,828 | |
Series 2018-ALXA, Class C (B)(E) | 4.460 | 01-15-43 | 7,402,000 | 5,876,856 | |
NYMT Loan Trust | |||||
Series 2022-CP1, Class A1 (B) | 2.042 | 07-25-61 | 9,514,282 | 8,505,899 | |
OBX Trust | |||||
Series 2020-EXP2, Class A3 (B)(E) | 2.500 | 05-25-60 | 5,585,267 | 4,401,831 | |
Series 2021-NQM2, Class A1 (B)(E) | 1.101 | 05-25-61 | 13,830,910 | 10,332,822 | |
Series 2021-NQM3, Class A1 (B)(E) | 1.054 | 07-25-61 | 21,264,118 | 15,719,816 | |
Provident Funding Mortgage Trust | |||||
Series 2020-F1, Class A2 (B)(E) | 2.000 | 01-25-36 | 21,219,197 | 17,748,609 | |
SLG Office Trust | |||||
Series 2021-OVA, Class D (B) | 2.851 | 07-15-41 | 22,906,000 | 16,935,993 | |
Starwood Mortgage Residential Trust | |||||
Series 2022-1, Class A1 (B)(E) | 2.447 | 12-25-66 | 22,322,305 | 18,607,237 | |
Towd Point Mortgage Trust | |||||
Series 2018-4, Class A1 (B)(E) | 3.000 | 06-25-58 | 11,781,563 | 10,725,388 | |
Series 2019-1, Class A1 (B)(E) | 3.750 | 03-25-58 | 9,699,671 | 9,071,012 | |
Series 2019-4, Class A1 (B)(E) | 2.900 | 10-25-59 | 10,247,769 | 9,457,161 | |
Series 2020-4, Class A1 (B) | 1.750 | 10-25-60 | 15,453,029 | 13,417,462 | |
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (B) | 1.218 | 05-25-65 | 3,695,686 | 3,383,195 | |
Series 2021-3, Class A1 (B)(E) | 1.046 | 06-25-66 | 15,114,580 | 12,294,269 |
30 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2021-4, Class A1 (B)(E) | 0.938 | 07-25-66 | 9,115,084 | $7,021,459 | |
Series 2021-5, Class A1 (B)(E) | 1.013 | 09-25-66 | 14,780,646 | 11,511,315 | |
Series 2021-R1, Class A1 (B)(E) | 0.820 | 10-25-63 | 5,684,694 | 5,088,147 | |
U.S. Government Agency 1.0% | 219,101,895 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series T-41, Class 3A (E) | 4.361 | 07-25-32 | 733 | 682 | |
Federal National Mortgage Association | |||||
Series 2001-50, Class BA | 7.000 | 10-25-41 | 71 | 72 | |
Government National Mortgage Association | |||||
Series 2008-90, Class IO | 2.012 | 12-16-50 | 2,011,850 | 245,165 | |
Series 2012-114, Class IO | 0.622 | 01-16-53 | 8,010,105 | 124,782 | |
Series 2012-120, Class IO | 0.641 | 02-16-53 | 3,935,628 | 61,982 | |
Series 2013-63, Class IO | 0.746 | 09-16-51 | 4,237,279 | 106,390 | |
Series 2016-174, Class IO | 0.891 | 11-16-56 | 26,079,789 | 1,035,626 | |
Series 2017-109, Class IO | 0.230 | 04-16-57 | 42,211,746 | 677,005 | |
Series 2017-124, Class IO | 0.628 | 01-16-59 | 33,943,157 | 1,079,491 | |
Series 2017-135, Class IO | 0.718 | 10-16-58 | 50,232,334 | 1,886,415 | |
Series 2017-140, Class IO | 0.486 | 02-16-59 | 22,605,757 | 692,163 | |
Series 2017-159, Class IO | 0.433 | 06-16-59 | 33,821,032 | 930,934 | |
Series 2017-169, Class IO | 0.579 | 01-16-60 | 83,404,858 | 2,559,662 | |
Series 2017-20, Class IO | 0.527 | 12-16-58 | 78,499,179 | 1,841,865 | |
Series 2017-22, Class IO | 0.755 | 12-16-57 | 10,278,442 | 363,339 | |
Series 2017-41, Class IO | 0.591 | 07-16-58 | 30,664,332 | 863,808 | |
Series 2017-46, Class IO | 0.645 | 11-16-57 | 48,228,474 | 1,677,401 | |
Series 2017-61, Class IO | 0.745 | 05-16-59 | 19,225,813 | 697,245 | |
Series 2017-74, Class IO | 0.439 | 09-16-58 | 42,590,511 | 856,035 | |
Series 2017-89, Class IO | 0.493 | 07-16-59 | 35,598,380 | 1,011,610 | |
Series 2018-114, Class IO | 0.728 | 04-16-60 | 28,566,700 | 1,077,182 | |
Series 2018-158, Class IO | 0.786 | 05-16-61 | 75,986,997 | 3,798,415 | |
Series 2018-35, Class IO | 0.531 | 03-16-60 | 70,962,541 | 2,487,940 | |
Series 2018-43, Class IO | 0.436 | 05-16-60 | 92,956,818 | 2,927,043 | |
Series 2018-68, Class IO | 0.427 | 01-16-60 | 11,920,116 | 365,440 | |
Series 2018-69, Class IO | 0.615 | 04-16-60 | 31,634,032 | 1,373,853 | |
Series 2018-81, Class IO | 0.483 | 01-16-60 | 20,150,207 | 770,338 | |
Series 2018-9, Class IO | 0.443 | 01-16-60 | 56,461,598 | 1,695,361 | |
Series 2018-99, Class IO | 0.472 | 06-16-60 | 49,726,771 | 1,690,820 | |
Series 2019-131, Class IO | 0.802 | 07-16-61 | 63,343,813 | 3,328,831 | |
Series 2020-100, Class IO | 0.784 | 05-16-62 | 75,075,523 | 4,249,327 | |
Series 2020-108, Class IO | 0.847 | 06-16-62 | 186,871,558 | 10,640,336 | |
Series 2020-114, Class IO | 0.800 | 09-16-62 | 179,794,971 | 10,388,697 | |
Series 2020-118, Class IO | 0.882 | 06-16-62 | 150,809,679 | 9,128,254 | |
Series 2020-119, Class IO | 0.603 | 08-16-62 | 75,548,289 | 3,548,503 | |
Series 2020-120, Class IO | 0.762 | 05-16-62 | 42,060,736 | 2,355,283 | |
Series 2020-137, Class IO | 0.795 | 09-16-62 | 253,886,711 | 13,937,111 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 31 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2020-150, Class IO | 0.962 | 12-16-62 | 123,032,879 | $8,188,958 | |
Series 2020-170, Class IO | 0.834 | 11-16-62 | 165,844,251 | 10,158,342 | |
Series 2020-92, Class IO | 0.878 | 02-16-62 | 30,954,139 | 1,907,660 | |
Series 2021-110, Class IO | 0.873 | 11-16-63 | 97,919,327 | 6,280,487 | |
Series 2021-163, Class IO | 0.801 | 03-16-64 | 118,855,318 | 6,906,267 | |
Series 2021-183, Class IO | 0.871 | 01-16-63 | 90,141,721 | 5,488,495 | |
Series 2021-3, Class IO | 0.868 | 09-16-62 | 212,109,782 | 12,966,313 | |
Series 2021-40, Class IO | 0.824 | 02-16-63 | 56,380,701 | 3,415,605 | |
Series 2022-150, Class IO | 0.822 | 06-16-64 | 22,249,342 | 1,389,652 | |
Series 2022-17, Class IO | 0.802 | 06-16-64 | 138,703,253 | 8,644,042 | |
Series 2022-181, Class IO | 0.716 | 07-16-64 | 68,779,208 | 4,577,201 | |
Series 2022-21, Class IO | 0.783 | 10-16-63 | 61,105,170 | 3,731,632 | |
Series 2022-53, Class IO | 0.711 | 06-16-64 | 228,723,690 | 11,518,136 | |
Series 2022-57, Class IO | 0.756 | 09-16-63 | 168,372,651 | 9,817,405 | |
Series 2023-30, Class IO | 1.146 | 11-16-64 | 97,552,803 | 7,251,480 | |
Series 2023-36, Class IO | 0.935 | 10-16-64 | 100,789,711 | 6,970,072 | |
Series 2023-62, Class IO | 0.937 | 02-16-65 | 122,934,591 | 8,608,446 | |
Series 2023-91, Class IO | 0.875 | 04-16-65 | 142,386,743 | 10,807,296 | |
Asset backed securities 5.4% | $1,196,687,567 | ||||
(Cost $1,333,682,543) | |||||
Asset backed securities 5.4% | 1,196,687,567 | ||||
ABPCI Direct Lending Fund I, Ltd. | |||||
Series 2020-1A, Class A (B) | 3.199 | 12-20-30 | 8,231,177 | 7,823,248 | |
Aligned Data Centers Issuer LLC | |||||
Series 2021-1A, Class A2 (B) | 1.937 | 08-15-46 | 29,159,000 | 25,654,114 | |
Series 2023-2A, Class A2 (B) | 6.500 | 11-16-48 | 16,000,000 | 15,722,725 | |
AMSR Trust | |||||
Series 2020-SFR4, Class A (B) | 1.355 | 11-17-37 | 4,270,000 | 3,913,644 | |
Series 2021-SFR4, Class A (B) | 2.117 | 12-17-38 | 5,614,000 | 5,020,547 | |
Applebee’s Funding LLC | |||||
Series 2023-1A, Class A2 (B) | 7.824 | 03-05-53 | 13,242,000 | 13,304,489 | |
Aqua Finance Trust | |||||
Series 2021-A, Class A (B) | 1.540 | 07-17-46 | 8,194,658 | 7,237,939 | |
Arby’s Funding LLC | |||||
Series 2020-1A, Class A2 (B) | 3.237 | 07-30-50 | 33,657,390 | 29,999,370 | |
BRE Grand Islander Timeshare Issuer LLC | |||||
Series 2019-A, Class A (B) | 3.280 | 09-26-33 | 6,372,005 | 6,033,403 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (B) | 4.170 | 02-15-50 | 21,876,000 | 20,764,677 | |
CF Hippolyta Issuer LLC | |||||
Series 2020-1, Class A1 (B) | 1.690 | 07-15-60 | 32,673,044 | 29,908,159 | |
Series 2021-1A, Class A1 (B) | 1.530 | 03-15-61 | 31,424,971 | 27,702,511 | |
CLI Funding VI LLC | |||||
Series 2020-1A, Class A (B) | 2.080 | 09-18-45 | 33,188,666 | 29,043,438 |
32 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (B) | 1.640 | 02-18-46 | 25,151,188 | $21,685,857 | |
Series 2022-1A, Class A (B) | 2.720 | 01-18-47 | 18,819,609 | 16,135,061 | |
ContiMortgage Home Equity Loan Trust | |||||
Series 1995-2, Class A5 | 8.100 | 08-15-25 | 69,188 | 68,584 | |
CyrusOne Data Centers Issuer I LLC | |||||
Series 2023-1A, Class A2 (B) | 4.300 | 04-20-48 | 26,881,000 | 24,106,324 | |
DataBank Issuer | |||||
Series 2021-1A, Class A2 (B) | 2.060 | 02-27-51 | 16,189,140 | 14,449,860 | |
Series 2021-1A, Class C (B) | 4.430 | 02-27-51 | 3,400,000 | 2,727,838 | |
DB Master Finance LLC | |||||
Series 2017-1A, Class A2II (B) | 4.030 | 11-20-47 | 11,680,403 | 10,782,764 | |
Series 2021-1A, Class A2I (B) | 2.045 | 11-20-51 | 51,232,440 | 45,801,494 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (B) | 3.475 | 04-15-49 | 6,825,000 | 5,809,609 | |
Domino’s Pizza Master Issuer LLC | |||||
Series 2017-1A, Class A23 (B) | 4.118 | 07-25-47 | 34,940,360 | 32,577,693 | |
Series 2021-1A, Class A2I (B) | 2.662 | 04-25-51 | 24,085,425 | 20,690,681 | |
Driven Brands Funding LLC | |||||
Series 2020-2A, Class A2 (B) | 3.237 | 01-20-51 | 21,727,595 | 18,878,282 | |
Series 2021-1A, Class A2 (B) | 2.791 | 10-20-51 | 30,302,580 | 25,184,868 | |
ExteNet LLC | |||||
Series 2019-1A, Class C (B) | 5.219 | 07-25-49 | 7,100,000 | 6,875,496 | |
FirstKey Homes Trust | |||||
Series 2020-SFR1, Class A (B) | 1.339 | 08-17-37 | 24,422,696 | 22,556,384 | |
Series 2020-SFR2, Class A (B) | 1.266 | 10-19-37 | 13,924,281 | 12,739,081 | |
Series 2021-SFR1, Class A (B) | 1.538 | 08-17-38 | 18,465,261 | 16,431,525 | |
Series 2021-SFR1, Class D (B) | 2.189 | 08-17-38 | 23,526,000 | 20,659,392 | |
Five Guys Holdings, Inc. | |||||
Series 2023-1A, Class A2 (B) | 7.549 | 01-26-54 | 19,190,000 | 19,274,377 | |
Ford Credit Auto Owner Trust | |||||
Series 2023-2, Class A (B) | 5.280 | 02-15-36 | 28,128,000 | 28,103,821 | |
Golub Capital Partners Funding, Ltd. | |||||
Series 2020-1A, Class A2 (B) | 3.208 | 01-22-29 | 12,866,911 | 11,936,362 | |
Series 2021-1A, Class A2 (B) | 2.773 | 04-20-29 | 22,025,295 | 20,706,734 | |
HI-FI Music IP Issuer LP | |||||
Series 2022-1A, Class A2 (B) | 3.939 | 02-01-62 | 23,807,000 | 21,884,625 | |
Hilton Grand Vacations Trust | |||||
Series 2022-1D, Class B (B) | 4.100 | 06-20-34 | 1,857,661 | 1,771,641 | |
Home Partners of America Trust | |||||
Series 2021-2, Class A (B) | 1.901 | 12-17-26 | 10,105,095 | 8,931,702 | |
Hotwire Funding LLC | |||||
Series 2021-1, Class C (B) | 4.459 | 11-20-51 | 4,950,000 | 4,125,408 | |
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 (B) | 4.970 | 08-25-49 | 11,031,068 | 9,989,514 | |
Series 2022-1A, Class A2I (B) | 3.445 | 02-26-52 | 27,205,280 | 24,483,446 | |
MetroNet Infrastructure Issuer LLC | |||||
Series 2023-1A, Class A2 (B) | 6.560 | 04-20-53 | 15,842,000 | 15,419,161 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 33 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Navient Private Education Refi Loan Trust | |||||
Series 2019-FA, Class A2 (B) | 2.600 | 08-15-68 | 8,510,562 | $7,841,795 | |
Navient Student Loan Trust | |||||
Series 2020-2A, Class A1A (B) | 1.320 | 08-26-69 | 14,998,867 | 12,618,259 | |
Neighborly Issuer LLC | |||||
Series 2021-1A, Class A2 (B) | 3.584 | 04-30-51 | 41,702,700 | 35,281,986 | |
Series 2022-1A, Class A2 (B) | 3.695 | 01-30-52 | 18,258,780 | 15,177,410 | |
New Economy Assets Phase 1 Sponsor LLC | |||||
Series 2021-1, Class A1 (B) | 1.910 | 10-20-61 | 41,424,000 | 35,793,749 | |
Series 2021-1, Class B1 (B) | 2.410 | 10-20-61 | 12,548,000 | 10,631,117 | |
NRZ Excess Spread-Collateralized Notes | |||||
Series 2021-FHT1, Class A (B) | 3.104 | 07-25-26 | 3,217,933 | 2,924,467 | |
Progress Residential Trust | |||||
Series 2021-SFR8, Class B (B) | 1.681 | 10-17-38 | 13,890,000 | 12,189,192 | |
Renaissance Home Equity Loan Trust | |||||
Series 2005-2, Class AF4 | 5.434 | 08-25-35 | 1,616,166 | 1,597,225 | |
Retained Vantage Data Centers Issuer LLC | |||||
Series 2023-1A, Class A2A (B) | 5.000 | 09-15-48 | 26,639,000 | 24,447,100 | |
SCF Equipment Leasing LLC | |||||
Series 2021-1A, Class E (B) | 3.560 | 08-20-32 | 3,300,000 | 3,040,079 | |
Sesac Finance LLC | |||||
Series 2019-1, Class A2 (B) | 5.216 | 07-25-49 | 29,971,665 | 28,757,992 | |
Sierra Timeshare Receivables Funding LLC | |||||
Series 2021-1A, Class D (B) | 3.170 | 11-20-37 | 1,396,732 | 1,298,001 | |
SMB Private Education Loan Trust | |||||
Series 2019-B, Class A2A (B) | 2.840 | 06-15-37 | 15,206,467 | 14,263,759 | |
Series 2020-PTA, Class A2A (B) | 1.600 | 09-15-54 | 14,720,613 | 13,077,940 | |
Series 2021-A, Class APT2 (B) | 1.070 | 01-15-53 | 10,345,081 | 8,890,711 | |
Sonic Capital LLC | |||||
Series 2020-1A, Class A2I (B) | 3.845 | 01-20-50 | 26,796,847 | 24,638,576 | |
Series 2021-1A, Class A2I (B) | 2.190 | 08-20-51 | 22,538,843 | 18,560,692 | |
Sunbird Engine Finance LLC | |||||
Series 2020-1A, Class A (B) | 3.671 | 02-15-45 | 7,767,064 | 6,547,557 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (B) | 1.946 | 08-25-51 | 44,509,215 | 39,082,295 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (B) | 1.650 | 02-20-46 | 16,992,113 | 14,241,027 | |
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A (B) | 2.110 | 09-20-45 | 36,839,116 | 31,936,504 | |
Series 2021-1A, Class A (B) | 1.860 | 03-20-46 | 21,990,507 | 18,637,229 | |
Vantage Data Centers LLC | |||||
Series 2020-1A, Class A2 (B) | 1.645 | 09-15-45 | 26,045,000 | 23,819,661 | |
Series 2020-2A, Class A2 (B) | 1.992 | 09-15-45 | 20,898,000 | 17,815,493 | |
VR Funding LLC | |||||
Series 2020-1A, Class A (B) | 2.790 | 11-15-50 | 25,279,332 | 22,312,681 | |
Wendy’s Funding LLC | |||||
Series 2021-1A, Class A2I (B) | 2.370 | 06-15-51 | 25,281,083 | 21,253,629 | |
Willis Engine Structured Trust V | |||||
Series 2020-A, Class A (B) | 3.228 | 03-15-45 | 6,778,715 | 5,635,891 |
34 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Zaxby’s Funding LLC | |||||
Series 2021-1A, Class A2 (B) | 3.238 | 07-30-51 | 20,746,460 | $17,459,702 | |
Shares | Value | ||||
Common stocks 0.1% | $13,676,559 | ||||
(Cost $44,394,678) | |||||
Energy 0.0% | 2,029,941 | ||||
Oil, gas and consumable fuels 0.0% | |||||
Altera Infrastructure LP (F) | 75,183 | 2,029,941 | |||
Utilities 0.1% | 11,646,618 | ||||
Multi-utilities 0.1% | |||||
Algonquin Power & Utilities Corp. | 537,950 | 11,646,618 | |||
Preferred securities 0.0% | $9,737,460 | ||||
(Cost $14,443,341) | |||||
Communication services 0.0% | 7,346,058 | ||||
Wireless telecommunication services 0.0% | |||||
Telephone & Data Systems, Inc., 6.625% | 468,200 | 7,346,058 | |||
Financials 0.0% | 2,391,402 | ||||
Banks 0.0% | |||||
Wells Fargo & Company, 7.500% | 2,139 | 2,391,402 | |||
Par value^ | Value | ||||
Escrow certificates 0.0% | $38,202 | ||||
(Cost $0) | |||||
LSC Communications, Inc. (B)(F)(G) | 19,591,000 | 38,202 | |||
Yield (%) | Shares | Value | |||
Short-term investments 0.2% | $55,899,596 | ||||
(Cost $55,879,392) | |||||
Short-term funds 0.2% | 55,899,596 | ||||
John Hancock Collateral Trust (H) | 5.4088(I) | 5,589,904 | 55,899,596 |
Total investments (Cost $23,943,976,756) 99.3% | $22,038,059,066 | ||||
Other assets and liabilities, net 0.7% | 148,553,848 | ||||
Total net assets 100.0% | $22,186,612,914 |
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 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 35 |
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 |
(A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $4,291,455,983 or 19.3% of the fund’s net assets as of 11-30-23. |
(C) | All or a portion of this security is on loan as of 11-30-23. |
(D) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(E) | 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. |
(F) | Non-income producing security. |
(G) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. Refer to Note 2 to the financial statements. |
(H) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $55,411,262. |
(I) | The rate shown is the annualized seven-day yield as of 11-30-23. |
36 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Ultra U.S. Treasury Bond Futures | 325 | Long | Mar 2024 | $39,650,705 | $39,975,000 | $324,295 |
$324,295 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 37 |
Assets | |
Unaffiliated investments, at value (Cost $23,888,097,364) including $54,238,696 of securities loaned | $21,982,159,470 |
Affiliated investments, at value (Cost $55,879,392) | 55,899,596 |
Total investments, at value (Cost $23,943,976,756) | 22,038,059,066 |
Collateral held at broker for futures contracts | 3,220,000 |
Dividends and interest receivable | 161,735,155 |
Receivable for fund shares sold | 71,871,335 |
Receivable for investments sold | 23,728,870 |
Receivable for securities lending income | 50,534 |
Other assets | 2,210,556 |
Total assets | 22,300,875,516 |
Liabilities | |
Payable for futures variation margin | 416,443 |
Due to custodian | 1,495,434 |
Distributions payable | 1,427,527 |
Payable for investments purchased | 5,066,999 |
Payable for fund shares repurchased | 46,850,585 |
Payable upon return of securities loaned | 55,398,438 |
Payable to affiliates | |
Accounting and legal services fees | 955,018 |
Transfer agent fees | 784,123 |
Distribution and service fees | 93,749 |
Trustees’ fees | 30,588 |
Other liabilities and accrued expenses | 1,743,698 |
Total liabilities | 114,262,602 |
Net assets | $22,186,612,914 |
Net assets consist of | |
Paid-in capital | $26,727,422,213 |
Total distributable earnings (loss) | (4,540,809,299) |
Net assets | $22,186,612,914 |
38 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($1,814,233,948 ÷ 138,361,925 shares)1 | $13.11 |
Class C ($96,689,576 ÷ 7,373,919 shares)1 | $13.11 |
Class I ($5,840,872,480 ÷ 445,404,221 shares) | $13.11 |
Class R2 ($60,155,590 ÷ 4,582,201 shares) | $13.13 |
Class R4 ($46,143,791 ÷ 3,514,071 shares) | $13.13 |
Class R6 ($10,934,041,313 ÷ 832,327,788 shares) | $13.14 |
Class NAV ($3,394,476,216 ÷ 258,503,981 shares) | $13.13 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 96%)2 | $13.66 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $100,000. On sales of $100,000 or more and on group sales the offering price is reduced. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 39 |
Investment income | |
Interest | $487,559,817 |
Dividends from affiliated investments | 13,914,868 |
Dividends | 1,510,219 |
Securities lending | 259,579 |
Less foreign taxes withheld | (122,130) |
Total investment income | 503,122,353 |
Expenses | |
Investment management fees | 34,005,327 |
Distribution and service fees | 3,352,571 |
Accounting and legal services fees | 2,475,833 |
Transfer agent fees | 4,722,568 |
Trustees’ fees | 248,867 |
Custodian fees | 1,193,174 |
State registration fees | 270,007 |
Printing and postage | 591,746 |
Professional fees | 355,786 |
Other | 400,161 |
Total expenses | 47,616,040 |
Less expense reductions | (917,821) |
Net expenses | 46,698,219 |
Net investment income | 456,424,134 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments | (533,090,789) |
Affiliated investments | 155,813 |
Futures contracts | (14,500,792) |
(547,435,768) | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments | 7,237,846 |
Affiliated investments | 7,504 |
Futures contracts | (684,762) |
6,560,588 | |
Net realized and unrealized loss | (540,875,180) |
Decrease in net assets from operations | $(84,451,046) |
40 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Six months ended 11-30-23 (unaudited) | Year ended 5-31-23 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment income | $456,424,134 | $767,296,550 |
Net realized loss | (547,435,768) | (1,172,649,242) |
Change in net unrealized appreciation (depreciation) | 6,560,588 | (148,493,507) |
Decrease in net assets resulting from operations | (84,451,046) | (553,846,199) |
Distributions to shareholders | ||
From earnings | ||
Class A | (35,499,736) | (63,757,412) |
Class C | (1,752,336) | (3,905,382) |
Class I | (125,855,746) | (201,997,085) |
Class R2 | (1,200,456) | (2,028,089) |
Class R4 | (895,456) | (2,273,252) |
Class R6 | (239,175,332) | (408,347,290) |
Class NAV | (77,322,242) | (141,883,232) |
Total distributions | (481,701,304) | (824,191,742) |
From fund share transactions | 1,071,917,113 | 1,187,915,822 |
Total increase (decrease) | 505,764,763 | (190,122,119) |
Net assets | ||
Beginning of period | 21,680,848,151 | 21,870,970,270 |
End of period | $22,186,612,914 | $21,680,848,151 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 41 |
CLASS A SHARES Period ended | 11-30-231 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 | 5-31-19 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.46 | $14.34 | $16.32 | $16.37 | $15.83 | $15.41 |
Net investment income2 | 0.25 | 0.46 | 0.41 | 0.44 | 0.45 | 0.49 |
Net realized and unrealized gain (loss) on investments | (0.33) | (0.85) | (1.82) | 0.19 | 0.68 | 0.46 |
Total from investment operations | (0.08) | (0.39) | (1.41) | 0.63 | 1.13 | 0.95 |
Less distributions | ||||||
From net investment income | (0.27) | (0.49) | (0.48) | (0.50) | (0.49) | (0.53) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) | — |
Total distributions | (0.27) | (0.49) | (0.57) | (0.68) | (0.59) | (0.53) |
Net asset value, end of period | $13.11 | $13.46 | $14.34 | $16.32 | $16.37 | $15.83 |
Total return (%)3,4 | (0.59)5 | (2.66) | (8.89) | 3.83 | 7.22 | 6.33 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $1,814 | $1,756 | $1,903 | $2,139 | $2,100 | $1,688 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.786 | 0.78 | 0.76 | 0.78 | 0.79 | 0.78 |
Expenses including reductions | 0.776 | 0.77 | 0.76 | 0.77 | 0.78 | 0.78 |
Net investment income | 3.856 | 3.35 | 2.56 | 2.65 | 2.82 | 3.21 |
Portfolio turnover (%) | 77 | 108 | 110 | 98 | 125 | 106 |
1 | Six months ended 11-30-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Does not reflect the effect of sales charges, if any. |
5 | Not annualized. |
6 | Annualized. |
42 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS C SHARES Period ended | 11-30-231 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 | 5-31-19 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.46 | $14.34 | $16.32 | $16.37 | $15.84 | $15.41 |
Net investment income2 | 0.21 | 0.36 | 0.29 | 0.32 | 0.34 | 0.39 |
Net realized and unrealized gain (loss) on investments | (0.34) | (0.84) | (1.81) | 0.19 | 0.66 | 0.46 |
Total from investment operations | (0.13) | (0.48) | (1.52) | 0.51 | 1.00 | 0.85 |
Less distributions | ||||||
From net investment income | (0.22) | (0.40) | (0.37) | (0.38) | (0.37) | (0.42) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) | — |
Total distributions | (0.22) | (0.40) | (0.46) | (0.56) | (0.47) | (0.42) |
Net asset value, end of period | $13.11 | $13.46 | $14.34 | $16.32 | $16.37 | $15.84 |
Total return (%)3,4 | (0.94)5 | (3.34) | (9.53) | 3.10 | 6.41 | 5.66 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $97 | $115 | $164 | $239 | $278 | $252 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.486 | 1.48 | 1.46 | 1.48 | 1.49 | 1.48 |
Expenses including reductions | 1.476 | 1.47 | 1.46 | 1.47 | 1.48 | 1.48 |
Net investment income | 3.136 | 2.63 | 1.85 | 1.94 | 2.11 | 2.51 |
Portfolio turnover (%) | 77 | 108 | 110 | 98 | 125 | 106 |
1 | Six months ended 11-30-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Does not reflect the effect of sales charges, if any. |
5 | Not annualized. |
6 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 43 |
CLASS I SHARES Period ended | 11-30-231 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 | 5-31-19 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.46 | $14.35 | $16.33 | $16.37 | $15.84 | $15.41 |
Net investment income2 | 0.27 | 0.50 | 0.45 | 0.49 | 0.50 | 0.53 |
Net realized and unrealized gain (loss) on investments | (0.33) | (0.86) | (1.81) | 0.20 | 0.67 | 0.47 |
Total from investment operations | (0.06) | (0.36) | (1.36) | 0.69 | 1.17 | 1.00 |
Less distributions | ||||||
From net investment income | (0.29) | (0.53) | (0.53) | (0.55) | (0.54) | (0.57) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) | — |
Total distributions | (0.29) | (0.53) | (0.62) | (0.73) | (0.64) | (0.57) |
Net asset value, end of period | $13.11 | $13.46 | $14.35 | $16.33 | $16.37 | $15.84 |
Total return (%)3 | (0.45)4 | (2.44) | (8.61) | 4.20 | 7.47 | 6.70 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $5,841 | $5,678 | $5,375 | $6,244 | $4,693 | $2,928 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.485 | 0.48 | 0.46 | 0.48 | 0.49 | 0.50 |
Expenses including reductions | 0.475 | 0.47 | 0.46 | 0.47 | 0.48 | 0.49 |
Net investment income | 4.145 | 3.65 | 2.86 | 2.95 | 3.11 | 3.48 |
Portfolio turnover (%) | 77 | 108 | 110 | 98 | 125 | 106 |
1 | Six months ended 11-30-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
44 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R2 SHARES Period ended | 11-30-231 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 | 5-31-19 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.47 | $14.36 | $16.34 | $16.39 | $15.85 | $15.42 |
Net investment income2 | 0.25 | 0.45 | 0.39 | 0.43 | 0.44 | 0.48 |
Net realized and unrealized gain (loss) on investments | (0.33) | (0.86) | (1.81) | 0.18 | 0.67 | 0.47 |
Total from investment operations | (0.08) | (0.41) | (1.42) | 0.61 | 1.11 | 0.95 |
Less distributions | ||||||
From net investment income | (0.26) | (0.48) | (0.47) | (0.48) | (0.47) | (0.52) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) | — |
Total distributions | (0.26) | (0.48) | (0.56) | (0.66) | (0.57) | (0.52) |
Net asset value, end of period | $13.13 | $13.47 | $14.36 | $16.34 | $16.39 | $15.85 |
Total return (%)3 | (0.56)4 | (2.81) | (8.96) | 3.73 | 7.12 | 6.29 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $60 | $61 | $65 | $111 | $105 | $86 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.865 | 0.86 | 0.86 | 0.87 | 0.87 | 0.88 |
Expenses including reductions | 0.855 | 0.85 | 0.85 | 0.86 | 0.87 | 0.88 |
Net investment income | 3.765 | 3.27 | 2.44 | 2.56 | 2.73 | 3.11 |
Portfolio turnover (%) | 77 | 108 | 110 | 98 | 125 | 106 |
1 | Six months ended 11-30-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 45 |
CLASS R4 SHARES Period ended | 11-30-231 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 | 5-31-19 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.47 | $14.37 | $16.35 | $16.39 | $15.86 | $15.43 |
Net investment income2 | 0.26 | 0.47 | 0.44 | 0.47 | 0.48 | 0.52 |
Net realized and unrealized gain (loss) on investments | (0.32) | (0.85) | (1.82) | 0.19 | 0.66 | 0.47 |
Total from investment operations | (0.06) | (0.38) | (1.38) | 0.66 | 1.14 | 0.99 |
Less distributions | ||||||
From net investment income | (0.28) | (0.52) | (0.51) | (0.52) | (0.51) | (0.56) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) | — |
Total distributions | (0.28) | (0.52) | (0.60) | (0.70) | (0.61) | (0.56) |
Net asset value, end of period | $13.13 | $13.47 | $14.37 | $16.35 | $16.39 | $15.86 |
Total return (%)3 | (0.43)4 | (2.64) | (8.72) | 4.05 | 7.32 | 6.55 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $46 | $40 | $81 | $62 | $55 | $44 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.715 | 0.72 | 0.71 | 0.72 | 0.72 | 0.74 |
Expenses including reductions | 0.615 | 0.61 | 0.60 | 0.61 | 0.62 | 0.63 |
Net investment income | 4.035 | 3.45 | 2.76 | 2.81 | 2.99 | 3.36 |
Portfolio turnover (%) | 77 | 108 | 110 | 98 | 125 | 106 |
1 | Six months ended 11-30-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
46 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R6 SHARES Period ended | 11-30-231 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 | 5-31-19 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.48 | $14.37 | $16.35 | $16.40 | $15.86 | $15.43 |
Net investment income2 | 0.28 | 0.51 | 0.47 | 0.51 | 0.52 | 0.55 |
Net realized and unrealized gain (loss) on investments | (0.33) | (0.85) | (1.81) | 0.19 | 0.67 | 0.47 |
Total from investment operations | (0.05) | (0.34) | (1.34) | 0.70 | 1.19 | 1.02 |
Less distributions | ||||||
From net investment income | (0.29) | (0.55) | (0.55) | (0.57) | (0.55) | (0.59) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) | — |
Total distributions | (0.29) | (0.55) | (0.64) | (0.75) | (0.65) | (0.59) |
Net asset value, end of period | $13.14 | $13.48 | $14.37 | $16.35 | $16.40 | $15.86 |
Total return (%)3 | (0.31)4 | (2.32) | (8.50) | 4.25 | 7.65 | 6.81 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $10,934 | $10,573 | $10,523 | $10,341 | $7,305 | $6,560 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.375 | 0.37 | 0.36 | 0.37 | 0.37 | 0.39 |
Expenses including reductions | 0.365 | 0.36 | 0.35 | 0.36 | 0.37 | 0.38 |
Net investment income | 4.265 | 3.76 | 2.97 | 3.05 | 3.22 | 3.61 |
Portfolio turnover (%) | 77 | 108 | 110 | 98 | 125 | 106 |
1 | Six months ended 11-30-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 47 |
CLASS NAV SHARES Period ended | 11-30-231 | 5-31-23 | 5-31-22 | 5-31-21 | 5-31-20 | 5-31-19 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.47 | $14.37 | $16.35 | $16.39 | $15.86 | $15.43 |
Net investment income2 | 0.28 | 0.51 | 0.47 | 0.51 | 0.52 | 0.56 |
Net realized and unrealized gain (loss) on investments | (0.33) | (0.86) | (1.81) | 0.20 | 0.67 | 0.47 |
Total from investment operations | (0.05) | (0.35) | (1.34) | 0.71 | 1.19 | 1.03 |
Less distributions | ||||||
From net investment income | (0.29) | (0.55) | (0.55) | (0.57) | (0.56) | (0.60) |
From net realized gain | — | — | (0.09) | (0.18) | (0.10) | — |
Total distributions | (0.29) | (0.55) | (0.64) | (0.75) | (0.66) | (0.60) |
Net asset value, end of period | $13.13 | $13.47 | $14.37 | $16.35 | $16.39 | $15.86 |
Total return (%)3 | (0.31)4 | (2.38) | (8.49) | 4.32 | 7.60 | 6.83 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $3,394 | $3,458 | $3,759 | $4,458 | $3,739 | $4,461 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.365 | 0.36 | 0.35 | 0.36 | 0.36 | 0.37 |
Expenses including reductions | 0.355 | 0.35 | 0.34 | 0.35 | 0.35 | 0.37 |
Net investment income | 4.265 | 3.77 | 2.98 | 3.07 | 3.23 | 3.63 |
Portfolio turnover (%) | 77 | 108 | 110 | 98 | 125 | 106 |
1 | Six months ended 11-30-23. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
48 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 49 |
Total value at 11-30-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $11,695,655,296 | — | $11,695,655,296 | — |
Corporate bonds | 8,203,943,021 | — | 8,203,943,021 | — |
Municipal bonds | 23,687,406 | — | 23,687,406 | — |
Collateralized mortgage obligations | 838,733,959 | — | 838,733,959 | — |
Asset backed securities | 1,196,687,567 | — | 1,196,687,567 | — |
Common stocks | 13,676,559 | $11,646,618 | 2,029,941 | — |
Preferred securities | 9,737,460 | 9,737,460 | — | — |
Escrow certificates | 38,202 | — | — | $38,202 |
Short-term investments | 55,899,596 | 55,899,596 | — | — |
Total investments in securities | $22,038,059,066 | $77,283,674 | $21,960,737,190 | $38,202 |
Derivatives: | ||||
Assets | ||||
Futures | $324,295 | $324,295 | — | — |
50 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 51 |
52 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 53 |
Risk | Statement of assets and liabilities location | Financial instruments location | Assets derivatives fair value | Liabilities derivatives fair value |
Interest rate | Receivable/payable for futures variation margin1 | Futures | $324,295 | — |
1 | Reflects cumulative appreciation/depreciation on open futures as disclosed in the Derivatives section of Fund’s investments. Only the period end variation margin receivable/payable is separately reported on the Statement of assets and liabilities. |
Statement of operations location - Net realized gain (loss) on: | |
Risk | Futures contracts |
Interest rate | $(14,500,792) |
Statement of operations location - Change in net unrealized appreciation (depreciation) of: | |
Risk | Futures contracts |
Interest rate | $(684,762) |
54 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT |
Class | Expense reduction |
Class A | $71,573 |
Class C | 4,314 |
Class I | 236,609 |
Class R2 | 2,479 |
Class | Expense reduction |
Class R4 | $1,722 |
Class R6 | 438,068 |
Class NAV | 141,989 |
Total | $896,754 |
Class | Rule 12b-1 Fee | Service fee |
Class A | 0.30% | — |
Class C | 1.00% | — |
Class R2 | 0.25% | 0.25% |
Class R4 | 0.25% | 0.10% |
SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 55 |
Class | Distribution and service fees | Transfer agent fees |
Class A | $2,610,326 | $1,030,083 |
Class C | 520,284 | 61,573 |
Class I | — | 3,406,839 |
Class R2 | 148,938 | 1,247 |
Class R4 | 73,023 | 883 |
Class R6 | — | 221,943 |
Total | $3,352,571 | $4,722,568 |
56 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT |
Six Months Ended 11-30-23 | Year Ended 5-31-23 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 20,579,097 | $267,004,309 | 27,049,872 | $367,649,995 |
Distributions reinvested | 2,642,719 | 34,541,412 | 4,564,919 | 61,903,870 |
Repurchased | (15,367,013) | (200,559,156) | (33,783,518) | (458,642,772) |
Net increase (decrease) | 7,854,803 | $100,986,565 | (2,168,727) | $(29,088,907) |
Class C shares | ||||
Sold | 540,745 | $7,066,188 | 1,062,035 | $14,445,958 |
Distributions reinvested | 127,646 | 1,669,764 | 271,873 | 3,688,477 |
Repurchased | (1,824,232) | (23,857,974) | (4,267,223) | (57,882,550) |
Net decrease | (1,155,841) | $(15,122,022) | (2,933,315) | $(39,748,115) |
Class I shares | ||||
Sold | 105,462,290 | $1,380,138,936 | 215,004,422 | $2,927,581,229 |
Distributions reinvested | 9,129,907 | 119,345,675 | 14,161,580 | 192,054,975 |
Repurchased | (91,140,123) | (1,187,286,454) | (181,899,662) | (2,471,750,349) |
Net increase | 23,452,074 | $312,198,157 | 47,266,340 | $647,885,855 |
Class R2 shares | ||||
Sold | 544,883 | $7,144,670 | 1,408,307 | $19,048,521 |
Distributions reinvested | 62,801 | 822,075 | 106,713 | 1,449,262 |
Repurchased | (589,835) | (7,715,445) | (1,478,642) | (20,205,654) |
Net increase | 17,849 | $251,300 | 36,378 | $292,129 |
Class R4 shares | ||||
Sold | 738,288 | $9,615,102 | 731,837 | $9,961,223 |
Distributions reinvested | 68,465 | 895,328 | 159,703 | 2,169,935 |
Repurchased | (265,782) | (3,458,576) | (3,551,096) | (47,552,251) |
Net increase (decrease) | 540,971 | $7,051,854 | (2,659,556) | $(35,421,093) |
Class R6 shares | ||||
Sold | 106,428,208 | $1,398,008,056 | 190,337,568 | $2,595,020,354 |
Distributions reinvested | 18,211,057 | 238,449,916 | 29,929,928 | 406,597,361 |
Repurchased | (76,620,215) | (1,000,568,915) | (168,175,944) | (2,289,073,857) |
Net increase | 48,019,050 | $635,889,057 | 52,091,552 | $712,543,858 |
SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 57 |
Six Months Ended 11-30-23 | Year Ended 5-31-23 | |||
Shares | Amount | Shares | Amount | |
Class NAV shares | ||||
Sold | 9,768,639 | $130,846,452 | 10,851,713 | $149,877,212 |
Distributions reinvested | 5,905,673 | 77,322,242 | 10,448,575 | 141,883,232 |
Repurchased | (13,764,603) | (177,506,492) | (26,395,605) | (360,308,349) |
Net increase (decrease) | 1,909,709 | $30,662,202 | (5,095,317) | $(68,547,905) |
Total net increase | 80,638,615 | $1,071,917,113 | 86,537,355 | $1,187,915,822 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
John Hancock Collateral Trust* | 5,589,904 | $541,208,050 | $3,338,541,190 | $(3,824,012,961) | $155,813 | $7,504 | $14,174,447 | — | $55,899,596 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
58 | JOHN HANCOCK Bond Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Bond Fund | 59 |
60 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT |
(a) | the skills and competency with which the Advisor has in the past managed the Trust’s affairs and its subadvisory relationship, the Advisor’s oversight and monitoring of the Subadvisor’s investment performance and compliance programs, such as the Subadvisor’s compliance with fund policies and objectives, review of brokerage matters, including with respect to trade allocation and best execution and the Advisor’s timeliness in responding to performance issues; |
(b) | the background, qualifications and skills of the Advisor’s personnel; |
(c) | the Advisor’s compliance policies and procedures and its responsiveness to regulatory changes and fund industry developments; |
(d) | the Advisor’s administrative capabilities, including its ability to supervise the other service providers for the fund, as well as the Advisor’s oversight of any securities lending activity, its monitoring of class action litigation and collection of class action settlements on behalf of the fund, and bringing loss recovery actions on behalf of the fund; |
(e) | the financial condition of the Advisor and whether it has the financial wherewithal to provide a high level and quality of services to the fund; |
SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 61 |
(f) | the Advisor’s initiatives intended to improve various aspects of the Trust’s operations and investor experience with the fund; and |
(g) | the Advisor’s reputation and experience in serving as an investment advisor to the Trust and the benefit to shareholders of investing in funds that are part of a family of funds offering a variety of investments. |
(a) | reviewed information prepared by management regarding the fund’s performance; |
(b) | considered the comparative performance of an applicable benchmark index; |
(c) | considered the performance of comparable funds, if any, as included in the report prepared by an independent third-party provider of fund data; and |
(d) | took into account the Advisor’s analysis of the fund’s performance and its plans and recommendations regarding the Trust’s subadvisory arrangements generally. |
62 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT |
(a) | reviewed financial information of the Advisor; |
(b) | reviewed and considered information presented by the Advisor regarding the net profitability to the Advisor and its affiliates with respect to the fund; |
(c) | received and reviewed profitability information with respect to the John Hancock Fund Complex as a whole and with respect to the fund; |
(d) | received information with respect to the Advisor’s allocation methodologies used in preparing the profitability data and considered that the Advisor hired an independent third-party consultant to provide an analysis of the Advisor’s allocation methodologies; |
(e) | considered that the John Hancock insurance companies that are affiliates of the Advisor, as shareholders of the Trust directly or through their separate accounts, receive certain tax credits or deductions relating to foreign taxes paid and dividends received by certain funds of the Trust and noted that these tax benefits, which are not available to participants in qualified retirement plans under applicable income tax law, are reflected in the profitability information reviewed by the Board; |
(f) | considered that the Advisor also provides administrative services to the fund on a cost basis pursuant to an administrative services agreement; |
(g) | noted that affiliates of the Advisor provide transfer agency services and distribution services to the fund, and that the fund’s distributor also receives Rule 12b-1 payments to support distribution of the fund; |
(h) | noted that the fund’s Subadvisor is an affiliate of the Advisor; |
(i) | noted that the Advisor also derives reputational and other indirect benefits from providing advisory services to the fund; |
(j) | noted that the subadvisory fee for the fund is paid by the Advisor; |
(k) | considered the Advisor’s ongoing costs and expenditures necessary to improve services, meet new regulatory and compliance requirements, and adapt to other challenges impacting the fund industry; and |
(l) | considered that the Advisor should be entitled to earn a reasonable level of profits in exchange for the level of services it provides to the fund and the risks that it assumes as Advisor, including entrepreneurial, operational, reputational, litigation and regulatory risk. |
SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 63 |
(a) | considered that the Advisor has contractually agreed to waive a portion of its management fee for certain funds of the John Hancock Fund Complex, including the fund (the participating portfolios) or otherwise reimburse the expenses of the participating portfolios (the reimbursement). This waiver is based upon aggregate net assets of all the participating portfolios. The amount of the reimbursement is calculated daily and allocated among all the participating portfolios in proportion to the daily net assets of each fund; |
(b) | reviewed the fund’s advisory fee structure and concluded that: (i) the fund’s fee structure contains breakpoints at the subadvisory fee level and that such breakpoints are reflected as breakpoints in the advisory fees for the fund; and (ii) although economies of scale cannot be measured with precision, these arrangements permit shareholders of the fund to benefit from economies of scale if the fund grows. The Board also took into account management’s discussion of the fund’s advisory fee structure; and |
(c) | the Board also considered the effect of the fund’s growth in size on its performance and fees. The Board also noted that if the fund’s assets increase over time, the fund may realize other economies of scale. |
(1) | information relating to the Subadvisor’s business, including current subadvisory services to the Trust (and other funds in the John Hancock Fund Complex); |
(2) | the historical and current performance of the fund and comparative performance information relating to an applicable benchmark index and comparable funds; and |
(3) | the subadvisory fee for the fund, including any breakpoints, and to the extent available, comparable fee information prepared by an independent third-party provider of fund data. |
64 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT |
(1) | the Subadvisor has extensive experience and demonstrated skills as a manager; |
(2) | the performance of the fund has generally been in line with or outperformed the historical performance of comparable funds and the fund’s benchmark index over the longer term; |
(3) | the subadvisory fee is reasonable in relation to the level and quality of services being provided under the Subadvisory Agreement; and |
(4) | noted that the subadvisory fees are paid by the Advisor not the fund and that the subadvisory fee breakpoints are reflected as breakpoints in the advisory fees for the fund in order to permit shareholders to benefit from economies of scale if the fund grows. |
SEMIANNUAL REPORT | JOHN HANCOCK BOND FUND | 65 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
James R. Boyle
William H. Cunningham*
Grace K. Fey
Noni L. Ellison
Dean C. Garfield
Deborah C. Jackson
Paul Lorentz†
Frances G. Rathke*
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Howard C. Greene, CFA
Connor Minnaar, CFA
Pranay Sonalkar, CFA
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
66 | JOHN HANCOCK BOND FUND | SEMIANNUAL REPORT |
GOVERNANCE FUNDS
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF3267906 | 21SA 11/23 |
ITEM 2. CODE OF ETHICS.
Not Applicable.
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Not Applicable.
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
Not Applicable.
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.
Not Applicable.
ITEM 6. SCHEDULE OF INVESTMENTS.
(a)Not Applicable.
(b)Not Applicable.
ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED- END MANAGEMENT INVESTMENT COMPANIES.
Not Applicable.
ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not Applicable.
ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.
Not Applicable.
ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.
(a)The registrant has adopted procedures by which shareholders may recommend nominees to the registrant's Board of Trustees. A copy of the procedures is filed as an exhibit to this Form N- CSR. See attached "John Hancock Funds – Nominating and Governance Committee Charter".
ITEM 11. CONTROLS AND PROCEDURES.
(a)Based upon their evaluation of the registrant's disclosure controls and procedures as conducted within 90 days of the filing date of this Form N-CSR, the registrant's principal executive officer and principal financial officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms.
(b)There were no changes in the registrant's internal control over financial reporting that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END
MANAGEMENT INVESTMENT COMPANIES.
Not Applicable.
ITEM 13. EXHIBITS.
(a)(1) Not Applicable.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
John Hancock Sovereign Bond Fund
By: | /s/ Kristie M. Feinberg |
| Kristie M. Feinberg |
| President |
Date: | January 12, 2024 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Kristie M. Feinberg |
| Kristie M. Feinberg |
| President |
Date: | January 12, 2024 |
By: | /s/ Charles A. Rizzo |
| Charles A. Rizzo |
| Chief Financial Officer |
Date: | January 12, 2024 |