N-Q 1 d356493.htm N-Q

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-2402

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: 617-663-4497

Date of fiscal year end: May 31
 
 
Date of reporting period: February 28, 2019


ITEM 1. SCHEDULE OF INVESTMENTS



John Hancock

Bond Fund

Quarterly portfolio holdings 2/28/19

jhnq_logo.jpg


Fund’s investments  
As of 2-28-19 (unaudited)
  Rate (%) Maturity date   Par value^ Value
U.S. Government and Agency obligations 39.0%       $5,595,425,869
(Cost $5,655,472,207)          
U.S. Government 17.2%       2,464,484,225
U.S. Treasury          
Bond 2.750 11-15-42   343,385,000 324,901,231
Bond 3.000 02-15-47   208,395,000 205,374,900
Bond 3.375 11-15-48   629,084,000 665,059,741
Note 2.375 02-29-24   79,690,000 79,157,696
Note (A) 2.500 01-31-24   335,502,000 335,135,045
Note (A) 2.625 02-15-29   861,994,000 854,855,612
U.S. Government Agency 21.8%       3,130,941,644
Federal Home Loan Mortgage Corp.          
30 Yr Pass Thru 3.000 03-01-43   6,143,479 6,053,172
30 Yr Pass Thru 3.000 04-01-43   7,254,240 7,120,401
30 Yr Pass Thru 3.000 06-01-43   2,529,503 2,489,159
30 Yr Pass Thru 3.000 12-01-45   26,027,497 25,539,164
30 Yr Pass Thru 3.000 05-01-46   4,748,141 4,656,087
30 Yr Pass Thru 3.000 10-01-46   8,862,475 8,685,117
30 Yr Pass Thru 3.000 10-01-46   9,625,439 9,441,837
30 Yr Pass Thru 3.000 10-01-46   15,499,695 15,184,669
30 Yr Pass Thru 3.000 10-01-46   106,361,979 104,233,442
30 Yr Pass Thru 3.000 11-01-46   18,547,795 18,170,816
30 Yr Pass Thru 3.000 12-01-46   91,163,768 89,282,403
30 Yr Pass Thru 3.000 12-01-46   18,502,739 18,144,023
30 Yr Pass Thru 3.000 04-01-47   52,976,738 51,900,001
30 Yr Pass Thru 3.500 02-01-41   16,498,012 16,632,594
30 Yr Pass Thru 3.500 01-01-42   1,694,707 1,712,768
30 Yr Pass Thru 3.500 05-01-42   1,506,394 1,520,565
30 Yr Pass Thru 3.500 06-01-42   6,263,097 6,322,017
30 Yr Pass Thru 3.500 08-01-42   1,693,063 1,708,990
30 Yr Pass Thru 3.500 09-01-42   2,081,660 2,101,243
30 Yr Pass Thru 3.500 04-01-44   7,256,319 7,340,456
30 Yr Pass Thru 3.500 05-01-45   17,200,405 17,324,592
30 Yr Pass Thru 3.500 01-01-46   2,096,786 2,110,614
30 Yr Pass Thru 3.500 08-01-46   88,052,091 88,715,344
30 Yr Pass Thru 3.500 09-01-46   23,924,608 24,045,008
30 Yr Pass Thru 3.500 09-01-46   12,692,906 12,752,816
30 Yr Pass Thru 3.500 10-01-46   5,226,147 5,268,779
30 Yr Pass Thru 3.500 10-01-46   30,829,529 30,975,044
30 Yr Pass Thru 3.500 11-01-46   10,772,632 10,826,845
30 Yr Pass Thru 3.500 11-01-46   11,261,507 11,332,257
30 Yr Pass Thru 3.500 12-01-46   18,539,933 18,656,410
30 Yr Pass Thru 3.500 01-01-47   10,368,825 10,446,929
30 Yr Pass Thru 3.500 02-01-47   18,679,515 18,826,056
30 Yr Pass Thru 3.500 04-01-47   19,258,195 19,403,257
30 Yr Pass Thru 3.500 09-01-47   57,994,769 58,340,998
30 Yr Pass Thru 3.500 11-01-47   50,305,057 50,668,260
30 Yr Pass Thru 3.500 11-01-47   16,798,040 16,919,322
30 Yr Pass Thru 4.000 01-01-41   16,918,421 17,433,350
30 Yr Pass Thru 4.000 03-01-42   8,220,291 8,466,630
30 Yr Pass Thru 4.000 11-01-43   5,261,680 5,453,066
30 Yr Pass Thru 4.000 02-01-44   2,196,122 2,260,561
30 Yr Pass Thru 4.000 07-01-45   24,509,963 25,267,436
30 Yr Pass Thru 4.000 01-01-47   15,791,285 16,294,114
2 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 4.000 03-01-47   66,201,643 $68,092,428
30 Yr Pass Thru 4.000 03-01-47   19,222,070 19,804,108
30 Yr Pass Thru 4.000 04-01-47   28,267,460 29,194,059
30 Yr Pass Thru 4.000 05-01-47   21,332,407 22,031,677
30 Yr Pass Thru 4.000 10-01-47   38,017,853 39,240,306
30 Yr Pass Thru 4.000 03-01-48   15,021,839 15,481,390
30 Yr Pass Thru 4.000 08-01-48   39,737,346 40,810,195
30 Yr Pass Thru 4.500 11-01-39   2,339,980 2,458,163
30 Yr Pass Thru 4.500 02-01-41   3,908,149 4,105,535
30 Yr Pass Thru 4.500 03-01-41   2,334,385 2,451,556
30 Yr Pass Thru 4.500 09-01-41   1,558,884 1,634,937
30 Yr Pass Thru 4.500 10-01-41   1,823,463 1,912,425
30 Yr Pass Thru 4.500 06-01-47   23,685,143 24,910,994
30 Yr Pass Thru 5.000 03-01-41   1,191,673 1,273,895
30 Yr Pass Thru 5.500 05-01-38   239,919 260,258
30 Yr Pass Thru 5.500 11-01-39   4,868,728 5,281,474
Federal National Mortgage Association          
15 Yr Pass Thru 3.000 09-01-27   4,341,113 4,346,235
15 Yr Pass Thru 3.500 02-01-26   609,431 620,044
15 Yr Pass Thru 3.500 03-01-26   5,008,555 5,094,698
15 Yr Pass Thru 4.000 12-01-24   1,845,742 1,893,510
15 Yr Pass Thru 5.000 07-01-19   50 50
30 Yr Pass Thru 3.000 07-01-42   4,832,860 4,753,509
30 Yr Pass Thru 3.000 10-01-42   9,246,598 9,094,776
30 Yr Pass Thru 3.000 10-01-42   4,651,265 4,574,895
30 Yr Pass Thru 3.000 12-01-42   2,210,672 2,174,374
30 Yr Pass Thru 3.000 01-01-43   1,607,542 1,580,142
30 Yr Pass Thru 3.000 03-01-43   1,744,036 1,717,036
30 Yr Pass Thru 3.000 04-01-43   2,802,267 2,754,505
30 Yr Pass Thru 3.000 05-01-43   2,442,632 2,405,579
30 Yr Pass Thru 3.000 06-01-43   2,518,863 2,475,144
30 Yr Pass Thru 3.000 07-01-43   28,479,602 28,003,089
30 Yr Pass Thru 3.000 08-01-46   61,570,235 60,270,691
30 Yr Pass Thru 3.000 08-01-46   44,970,598 44,021,417
30 Yr Pass Thru 3.000 09-01-46   5,981,724 5,862,946
30 Yr Pass Thru 3.000 10-01-46   4,459,750 4,371,194
30 Yr Pass Thru 3.000 01-01-47   35,488,309 34,739,268
30 Yr Pass Thru 3.000 02-01-47   18,806,454 18,427,143
30 Yr Pass Thru 3.000 10-01-47   42,137,107 41,247,731
30 Yr Pass Thru 3.000 11-01-47   49,234,182 48,195,011
30 Yr Pass Thru 3.500 11-01-38   54,792,562 55,121,679
30 Yr Pass Thru 3.500 11-01-40   3,559,346 3,586,287
30 Yr Pass Thru 3.500 06-01-42   3,408,730 3,439,325
30 Yr Pass Thru 3.500 06-01-42   306,221 308,922
30 Yr Pass Thru 3.500 08-01-42   6,156,950 6,211,248
30 Yr Pass Thru 3.500 01-01-43   2,851,365 2,875,175
30 Yr Pass Thru 3.500 02-01-43   879,454 889,134
30 Yr Pass Thru 3.500 05-01-43   1,639,607 1,656,629
30 Yr Pass Thru 3.500 06-01-43   21,286,007 21,493,686
30 Yr Pass Thru 3.500 07-01-43   1,646,361 1,664,482
30 Yr Pass Thru 3.500 07-01-43   6,081,120 6,140,451
30 Yr Pass Thru 3.500 07-01-43   6,342,855 6,404,739
30 Yr Pass Thru 3.500 01-01-45   4,987,062 5,029,485
30 Yr Pass Thru 3.500 04-01-45   16,827,799 16,939,395
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 3

 

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 3.500 04-01-45   4,488,744 $4,518,511
30 Yr Pass Thru 3.500 04-01-45   18,810,596 18,935,340
30 Yr Pass Thru 3.500 08-01-45   22,930,748 23,068,484
30 Yr Pass Thru 3.500 01-01-46   43,904,802 44,250,842
30 Yr Pass Thru 3.500 02-01-46   32,657,321 32,812,659
30 Yr Pass Thru 3.500 07-01-46   40,408,481 40,562,805
30 Yr Pass Thru 3.500 07-01-46   12,182,962 12,237,105
30 Yr Pass Thru 3.500 08-01-46   44,801,263 45,056,366
30 Yr Pass Thru 3.500 02-01-47   51,015,742 51,306,231
30 Yr Pass Thru 3.500 03-01-47   55,294,333 55,678,302
30 Yr Pass Thru 3.500 05-01-47   37,392,535 37,663,878
30 Yr Pass Thru 3.500 07-01-47   70,071,016 70,557,597
30 Yr Pass Thru 3.500 09-01-47   14,272,812 14,300,560
30 Yr Pass Thru 3.500 11-01-47   66,283,919 66,640,633
30 Yr Pass Thru 3.500 11-01-47   9,965,186 9,984,559
30 Yr Pass Thru 3.500 01-01-48   25,477,315 25,566,654
30 Yr Pass Thru 3.500 03-01-48   11,244,155 11,318,722
30 Yr Pass Thru 3.500 06-01-48   27,880,093 28,012,708
30 Yr Pass Thru 4.000 09-01-40   8,059,716 8,297,757
30 Yr Pass Thru 4.000 09-01-40   12,199,599 12,559,909
30 Yr Pass Thru 4.000 11-01-40   2,870,675 2,975,195
30 Yr Pass Thru 4.000 12-01-40   1,663,167 1,712,807
30 Yr Pass Thru 4.000 12-01-40   4,723,225 4,864,200
30 Yr Pass Thru 4.000 01-01-41   5,075,885 5,227,386
30 Yr Pass Thru 4.000 01-01-41   1,991,522 2,050,963
30 Yr Pass Thru 4.000 02-01-41   2,151,716 2,215,939
30 Yr Pass Thru 4.000 09-01-41   9,536,873 9,823,012
30 Yr Pass Thru 4.000 09-01-41   2,495,079 2,570,719
30 Yr Pass Thru 4.000 09-01-41   4,210,048 4,349,520
30 Yr Pass Thru 4.000 10-01-41   2,374,458 2,446,442
30 Yr Pass Thru 4.000 10-01-41   1,713,678 1,764,826
30 Yr Pass Thru 4.000 10-01-41   2,906,873 2,992,726
30 Yr Pass Thru 4.000 01-01-42   3,724,335 3,837,242
30 Yr Pass Thru 4.000 03-01-42   1,926,572 1,982,871
30 Yr Pass Thru 4.000 05-01-42   7,402,113 7,618,419
30 Yr Pass Thru 4.000 07-01-42   474,408 488,790
30 Yr Pass Thru 4.000 09-01-43   8,935,234 9,253,582
30 Yr Pass Thru 4.000 10-01-43   10,035,774 10,371,379
30 Yr Pass Thru 4.000 10-01-43   4,174,429 4,302,285
30 Yr Pass Thru 4.000 01-01-44   6,812,061 7,039,862
30 Yr Pass Thru 4.000 12-01-45   23,030,795 23,700,206
30 Yr Pass Thru 4.000 02-01-46   15,402,157 15,780,042
30 Yr Pass Thru 4.000 04-01-46   15,627,882 16,011,305
30 Yr Pass Thru 4.000 06-01-46   10,791,458 11,039,361
30 Yr Pass Thru 4.000 07-01-46   27,140,694 27,764,172
30 Yr Pass Thru 4.000 10-01-46   6,438,023 6,581,894
30 Yr Pass Thru 4.000 01-01-47   19,584,197 20,257,470
30 Yr Pass Thru 4.000 03-01-47   31,380,560 32,258,340
30 Yr Pass Thru 4.000 04-01-47   27,518,672 28,464,720
30 Yr Pass Thru 4.000 11-01-47   10,273,964 10,575,797
30 Yr Pass Thru 4.000 12-01-47   16,833,829 17,333,640
30 Yr Pass Thru 4.000 04-01-48   86,699,299 89,246,385
30 Yr Pass Thru 4.000 07-01-48   33,614,000 34,328,412
30 Yr Pass Thru 4.000 09-01-48   53,966,594 55,514,097
4 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 4.000 10-01-48   54,766,695 $56,204,507
30 Yr Pass Thru 4.000 10-01-48   32,359,086 33,185,867
30 Yr Pass Thru 4.000 10-01-48   38,050,670 39,117,999
30 Yr Pass Thru 4.500 11-01-39   4,698,905 4,930,551
30 Yr Pass Thru 4.500 08-01-40   3,442,642 3,612,357
30 Yr Pass Thru 4.500 08-01-40   2,165,893 2,272,667
30 Yr Pass Thru 4.500 02-01-41   7,989,613 8,383,485
30 Yr Pass Thru 4.500 05-01-41   4,664,140 4,894,073
30 Yr Pass Thru 4.500 05-01-41   5,301,411 5,564,417
30 Yr Pass Thru 4.500 06-01-41   6,935,902 7,273,493
30 Yr Pass Thru 4.500 07-01-41   4,997,107 5,240,331
30 Yr Pass Thru 4.500 08-01-41   3,453,810 3,622,457
30 Yr Pass Thru 4.500 05-01-42   7,637,807 8,009,562
30 Yr Pass Thru 4.500 11-01-42   5,219,500 5,493,122
30 Yr Pass Thru 4.500 01-01-43   1,533,033 1,607,650
30 Yr Pass Thru 4.500 10-01-45   17,268,667 18,012,049
30 Yr Pass Thru 4.500 05-01-46   11,281,659 11,716,193
30 Yr Pass Thru 4.500 04-01-48   1,887,528 1,977,630
30 Yr Pass Thru 4.500 04-01-48   17,995,734 18,688,872
30 Yr Pass Thru 4.500 05-01-48   54,208,153 56,812,747
30 Yr Pass Thru 4.500 06-01-48   58,617,649 61,438,688
30 Yr Pass Thru 4.500 06-01-48   47,754,816 50,157,533
30 Yr Pass Thru (6 month LIBOR + 2.122%) (B) 4.872 07-01-33   407 425
30 Yr Pass Thru 5.000 03-01-34   1,219,819 1,295,364
30 Yr Pass Thru 5.000 12-01-34   5,146 5,470
30 Yr Pass Thru 5.000 02-01-36   1,600,087 1,705,793
30 Yr Pass Thru 5.000 11-01-36   302,241 322,302
30 Yr Pass Thru 5.000 08-01-40   3,432,338 3,664,250
30 Yr Pass Thru 5.000 09-01-40   900,043 961,418
30 Yr Pass Thru 5.000 09-01-40   2,631,460 2,809,259
30 Yr Pass Thru 5.000 02-01-41   2,236,211 2,387,304
30 Yr Pass Thru 5.000 03-01-41   2,023,924 2,160,673
30 Yr Pass Thru 5.000 04-01-41   1,616,762 1,739,137
30 Yr Pass Thru 5.000 07-01-42   1,978,324 2,111,993
30 Yr Pass Thru 5.500 12-01-34   68,327 74,194
30 Yr Pass Thru 6.500 01-01-39   1,592,129 1,800,108
30 Yr Pass Thru 7.000 09-01-31   136 154
30 Yr Pass Thru 7.000 09-01-31   136 154
30 Yr Pass Thru 7.000 09-01-31   2,351 2,669
30 Yr Pass Thru 7.000 01-01-32   110 125
30 Yr Pass Thru 7.000 05-01-32   123 140
30 Yr Pass Thru 7.000 06-01-32   142 160
30 Yr Pass Thru 7.500 09-01-29   75 85
30 Yr Pass Thru 7.500 12-01-29   75 85
30 Yr Pass Thru 7.500 12-01-30   28 32
30 Yr Pass Thru 7.500 01-01-31   34 39
30 Yr Pass Thru 7.500 05-01-31   358 408
30 Yr Pass Thru 7.500 08-01-31   158 177
Government National Mortgage Association          
30 Yr Pass Thru 4.000 02-15-41   2,161,982 2,238,507
30 Yr Pass Thru 5.000 04-15-35   3,954 4,184
30 Yr Pass Thru 5.000 04-15-35   2,008 2,123
30 Yr Pass Thru 5.500 03-15-35   4,542 4,903
30 Yr Pass Thru 6.000 03-15-33   2,695 2,989
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 5

 

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 6.000 06-15-33   1,034 $1,143
30 Yr Pass Thru 6.500 09-15-28   378 415
30 Yr Pass Thru 6.500 09-15-29   192 211
30 Yr Pass Thru 6.500 08-15-31   308 343
30 Yr Pass Thru 7.000 04-15-29   852 950
30 Yr Pass Thru 8.000 10-15-26   399 444
Foreign government obligations 0.4%       $57,469,054
(Cost $60,550,117)          
Argentina 0.1%         19,173,360
Provincia de Buenos Aires
Bond (C)
7.875 06-15-27   7,380,000 5,904,000
Republic of Argentina
Bond
5.875 01-11-28   17,012,000 13,269,360
Qatar 0.1%         12,056,708
Government of Qatar
Bond (C)
5.103 04-23-48   11,175,000 12,056,708
Saudi Arabia 0.2%         26,238,986
Kingdom of Saudi Arabia
Bond
4.375 04-16-29   25,725,000 26,238,986
Corporate bonds 42.1%         $6,050,865,643
(Cost $6,094,206,773)          
Communication services 5.0%     714,681,948
Diversified telecommunication services 1.6%      
AT&T, Inc. 4.350 03-01-29   23,154,000 23,045,763
C&W Senior Financing DAC (C) 6.875 09-15-27   10,805,000 10,588,900
Cablevision SA (C) 6.500 06-15-21   9,120,000 8,976,725
Cincinnati Bell, Inc. (A)(C) 7.000 07-15-24   20,290,000 18,362,450
GCI LLC 6.875 04-15-25   9,728,000 9,922,560
Liquid Telecommunications Financing PLC (C) 8.500 07-13-22   11,730,000 12,229,217
Radiate Holdco LLC (A)(C) 6.625 02-15-25   12,650,000 11,891,000
Radiate Holdco LLC (C) 6.875 02-15-23   4,594,000 4,456,180
Sprint Spectrum Company LLC (C) 3.360 03-20-23   8,287,813 8,246,373
Telecom Italia Capital SA 7.200 07-18-36   18,705,000 18,746,151
Telecom Italia SpA (C) 5.303 05-30-24   13,015,000 12,722,163
UPC Holding BV (C) 5.500 01-15-28   11,040,000 11,343,600
Verizon Communications, Inc. 4.400 11-01-34   13,949,000 13,962,997
Verizon Communications, Inc. 4.672 03-15-55   12,740,000 12,411,814
Verizon Communications, Inc. 4.862 08-21-46   36,429,000 37,457,912
Verizon Communications, Inc. 5.012 08-21-54   11,559,000 11,873,976
West Corp. (C) 8.500 10-15-25   5,850,000 4,831,866
Entertainment 0.5%      
Activision Blizzard, Inc. 3.400 09-15-26   14,358,000 13,696,029
Lions Gate Capital Holdings LLC (C) 5.875 11-01-24   8,795,000 8,904,938
Netflix, Inc. 4.875 04-15-28   13,385,000 13,033,644
Netflix, Inc. (C) 5.875 11-15-28   23,110,000 24,070,221
Viacom, Inc. (6.250% to 2-28-27, then 3 month LIBOR + 3.899%) 6.250 02-28-57   13,438,000 13,362,583
Interactive media and services 0.1%      
Rackspace Hosting, Inc. (A)(C) 8.625 11-15-24   13,786,000 12,062,750
Media 2.3%      
Altice Financing SA (C) 6.625 02-15-23   10,820,000 11,117,442
Cablevision Systems Corp. 5.875 09-15-22   10,805,000 11,146,033
CBS Corp. 3.375 03-01-22   7,360,000 7,334,960
6 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
Communication services (continued)      
Media (continued)      
CBS Corp. 3.700 08-15-24   11,475,000 $11,400,750
Cengage Learning, Inc. (A)(C) 9.500 06-15-24   15,355,000 12,783,038
Charter Communications Operating LLC 4.200 03-15-28   30,755,000 29,861,432
Charter Communications Operating LLC 5.750 04-01-48   32,830,000 32,856,547
Charter Communications Operating LLC 6.484 10-23-45   29,020,000 31,213,297
Clear Channel Worldwide Holdings, Inc. 6.500 11-15-22   11,972,000 12,241,370
CSC Holdings LLC (C) 5.375 02-01-28   7,545,000 7,412,963
CSC Holdings LLC (C) 5.500 04-15-27   9,225,000 9,271,125
CSC Holdings LLC (C) 7.500 04-01-28   11,010,000 11,615,550
McGraw-Hill Global Education Holdings LLC (A)(C) 7.875 05-15-24   10,220,000 8,227,100
MDC Partners, Inc. (A)(C) 6.500 05-01-24   13,462,000 11,644,630
Myriad International Holdings BV (C) 4.850 07-06-27   4,575,000 4,589,320
Myriad International Holdings BV (C) 5.500 07-21-25   18,235,000 19,010,334
National CineMedia LLC 6.000 04-15-22   5,671,000 5,734,232
Sirius XM Radio, Inc. (C) 5.000 08-01-27   28,554,000 27,910,964
Sirius XM Radio, Inc. (C) 5.375 07-15-26   14,590,000 14,626,475
Tribune Media Company 5.875 07-15-22   14,200,000 14,448,500
Warner Media LLC 3.800 02-15-27   15,321,000 14,899,081
WMG Acquisition Corp. (C) 4.875 11-01-24   6,456,000 6,407,580
WMG Acquisition Corp. (C) 5.500 04-15-26   9,627,000 9,687,169
Wireless telecommunication services 0.5%      
CC Holdings GS V LLC 3.849 04-15-23   13,076,000 13,161,331
Comunicaciones Celulares SA (A)(C) 6.875 02-06-24   8,530,000 8,828,550
Millicom International Cellular SA (C) 5.125 01-15-28   4,100,000 3,925,750
MTN Mauritius Investments, Ltd. (C) 4.755 11-11-24   11,810,000 11,161,170
Oztel Holdings SPC, Ltd. (C) 6.625 04-24-28   12,450,000 12,157,276
Sprint Capital Corp. 6.875 11-15-28   10,604,000 10,464,823
Sprint Corp. 7.875 09-15-23   12,485,000 13,343,344
Consumer discretionary 3.6%     510,144,599
Auto components 0.2%      
Lear Corp. 5.250 01-15-25   13,462,000 13,817,549
Nemak SAB de CV (C) 4.750 01-23-25   9,775,000 9,457,313
Automobiles 1.5%      
Daimler Finance North America LLC (C) 3.750 11-05-21   23,111,000 23,293,421
Ford Motor Company 4.750 01-15-43   10,094,000 7,726,632
Ford Motor Credit Company LLC 3.336 03-18-21   13,505,000 13,252,994
Ford Motor Credit Company LLC 3.813 10-12-21   33,945,000 33,500,445
Ford Motor Credit Company LLC 5.875 08-02-21   32,935,000 34,033,991
General Motors Company 4.875 10-02-23   26,694,000 27,545,853
General Motors Financial Company, Inc. 3.550 04-09-21   13,360,000 13,362,810
General Motors Financial Company, Inc. 4.000 01-15-25   22,994,000 22,086,013
General Motors Financial Company, Inc. 4.300 07-13-25   18,937,000 18,491,368
JB Poindexter & Company, Inc. (C) 7.125 04-15-26   4,032,000 3,961,440
Mclaren Finance PLC (C) 5.750 08-01-22   3,425,000 3,235,738
Nissan Motor Acceptance Corp. (C) 3.650 09-21-21   10,915,000 10,863,974
Diversified consumer services 0.1%      
Graham Holdings Company (C) 5.750 06-01-26   4,640,000 4,779,200
Laureate Education, Inc. (C) 8.250 05-01-25   8,575,000 9,261,000
Hotels, restaurants and leisure 0.5%      
CCM Merger, Inc. (C) 6.000 03-15-22   10,190,000 10,406,538
Eldorado Resorts, Inc. (C) 6.000 09-15-26   6,670,000 6,786,725
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 7

 

  Rate (%) Maturity date   Par value^ Value
Consumer discretionary (continued)      
Hotels, restaurants and leisure (continued)      
Eldorado Resorts, Inc. 7.000 08-01-23   4,535,000 $4,750,413
GLP Capital LP 5.375 04-15-26   12,342,000 12,751,631
Hilton Domestic Operating Company, Inc. (C) 5.125 05-01-26   7,593,000 7,628,763
Hilton Grand Vacations Borrower LLC 6.125 12-01-24   6,962,000 7,170,860
International Game Technology PLC (C) 6.500 02-15-25   8,315,000 8,845,081
Jacobs Entertainment, Inc. (C) 7.875 02-01-24   8,275,000 8,668,063
Waterford Gaming LLC (C)(D)(E) 8.625 09-15-14   440,015 0
Wyndham Destinations, Inc. 5.400 04-01-24   8,934,000 8,978,670
Internet and direct marketing retail 1.0%      
Amazon.com, Inc. 3.150 08-22-27   32,055,000 31,591,065
Amazon.com, Inc. 4.050 08-22-47   17,657,000 17,719,679
Expedia Group, Inc. 3.800 02-15-28   31,115,000 29,418,534
Expedia Group, Inc. 5.000 02-15-26   31,037,000 32,104,707
QVC, Inc. 4.375 03-15-23   12,872,000 12,978,196
QVC, Inc. 5.125 07-02-22   8,809,000 9,173,990
QVC, Inc. 5.450 08-15-34   10,129,000 9,313,977
Leisure products 0.1%      
Vista Outdoor, Inc. (A) 5.875 10-01-23   10,612,000 9,975,280
Multiline retail 0.2%      
Dollar Tree, Inc. 4.200 05-15-28   34,820,000 33,212,686
Consumer staples 0.8%     117,844,798
Beverages 0.4%      
Anheuser-Busch InBev Worldwide, Inc. 4.600 04-15-48   17,105,000 15,765,321
Constellation Brands, Inc. 3.200 02-15-23   13,513,000 13,319,472
Keurig Dr. Pepper, Inc. (C) 3.551 05-25-21   28,677,000 28,836,583
Food and staples retailing 0.1%      
Alimentation Couche-Tard, Inc. (C) 2.700 07-26-22   12,455,000 12,078,846
Simmons Foods, Inc. (C) 5.750 11-01-24   9,570,000 7,895,250
Food products 0.2%      
Conagra Brands, Inc. 3.800 10-22-21   8,938,000 9,014,062
Kraft Heinz Foods Company (C) 4.875 02-15-25   11,657,000 11,842,841
Personal products 0.1%      
Natura Cosmeticos SA (C) 5.375 02-01-23   18,915,000 19,092,423
Energy 5.6%     808,079,929
Energy equipment and services 0.5%      
Archrock Partners LP 6.000 04-01-21   15,734,000 15,655,330
Archrock Partners LP 6.000 10-01-22   13,783,000 13,645,170
CSI Compressco LP 7.250 08-15-22   20,411,000 18,216,818
CSI Compressco LP (C) 7.500 04-01-25   16,308,000 15,818,760
Inkia Energy, Ltd. (A)(C) 5.875 11-09-27   4,600,000 4,427,500
Oil, gas and consumable fuels 5.1%      
Andeavor Logistics LP 4.250 12-01-27   7,928,000 7,793,672
Andeavor Logistics LP 5.250 01-15-25   4,997,000 5,081,957
Andeavor Logistics LP 6.375 05-01-24   12,574,000 13,171,265
Andeavor Logistics LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (F) 6.875 02-15-23   7,945,000 7,706,650
Antero Midstream Partners LP 5.375 09-15-24   12,852,000 12,852,000
Antero Resources Corp. 5.125 12-01-22   17,440,000 17,467,904
Cenovus Energy, Inc. 4.450 09-15-42   15,104,000 12,601,868
Cheniere Corpus Christi Holdings LLC 5.125 06-30-27   22,072,000 22,513,440
Cheniere Corpus Christi Holdings LLC 5.875 03-31-25   7,805,000 8,312,403
8 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
Energy (continued)      
Oil, gas and consumable fuels (continued)      
Chesapeake Energy Corp. (A) 7.500 10-01-26   8,772,000 $8,662,350
Cimarex Energy Company 4.375 06-01-24   9,814,000 9,997,116
Colorado Interstate Gas Company LLC (C) 4.150 08-15-26   9,455,000 9,500,540
Columbia Pipeline Group, Inc. 4.500 06-01-25   10,745,000 11,030,024
Continental Resources, Inc. 5.000 09-15-22   28,866,000 29,154,230
DCP Midstream LP (7.375% to 12-15-22, then 3 month LIBOR + 5.148%) (F) 7.375 12-15-22   17,882,000 17,203,378
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (C) 5.850 05-21-43   24,880,000 22,018,800
Diamondback Energy, Inc. (C) 4.750 11-01-24   10,392,000 10,508,910
Enable Midstream Partners LP 4.950 05-15-28   22,235,000 22,156,842
Enbridge Energy Partners LP 4.375 10-15-20   19,962,000 20,321,211
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) 5.500 07-15-77   19,420,000 17,875,333
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) 6.250 03-01-78   14,073,000 13,844,042
Energy Transfer LP 5.875 01-15-24   9,565,000 10,258,463
Energy Transfer Operating LP 4.200 04-15-27   5,262,000 5,130,677
Energy Transfer Operating LP 5.150 03-15-45   15,170,000 14,178,662
Energy Transfer Partners LP 5.000 10-01-22   2,134,000 2,218,771
Energy Transfer Partners LP 5.875 03-01-22   1,450,000 1,535,678
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) 5.250 08-16-77   29,932,000 27,450,811
Husky Energy, Inc. 3.950 04-15-22   16,211,000 16,415,745
Kinder Morgan Energy Partners LP 7.750 03-15-32   9,445,000 11,883,388
MPLX LP 4.000 03-15-28   14,960,000 14,492,175
MPLX LP 4.800 02-15-29   8,470,000 8,683,237
Murphy Oil Corp. 5.750 08-15-25   9,531,000 9,681,037
Newfield Exploration Company 5.625 07-01-24   7,612,000 8,140,083
Newfield Exploration Company 5.750 01-30-22   9,097,000 9,574,593
Nostrum Oil & Gas Finance BV (C) 7.000 02-16-25   7,218,000 4,228,723
ONEOK Partners LP 5.000 09-15-23   6,423,000 6,680,423
Parsley Energy LLC (C) 5.625 10-15-27   12,760,000 12,632,400
Petrobras Global Finance BV 7.375 01-17-27   22,803,000 25,060,497
Petroleos Mexicanos 4.875 01-24-22   16,153,000 16,056,082
Petroleos Mexicanos 5.375 03-13-22   4,020,000 4,028,643
Sabine Pass Liquefaction LLC 4.200 03-15-28   12,705,000 12,507,520
Sabine Pass Liquefaction LLC 5.000 03-15-27   12,756,000 13,251,758
Sabine Pass Liquefaction LLC 5.750 05-15-24   23,245,000 25,155,106
Sabine Pass Liquefaction LLC 5.875 06-30-26   8,155,000 8,902,484
SM Energy Company (A) 6.625 01-15-27   3,205,000 3,052,763
Sunoco Logistics Partners Operations LP 3.900 07-15-26   24,114,000 23,386,004
Sunoco Logistics Partners Operations LP 4.400 04-01-21   13,524,000 13,768,360
Sunoco Logistics Partners Operations LP 5.400 10-01-47   12,886,000 12,395,483
Tallgrass Energy Partners LP (C) 4.750 10-01-23   12,040,000 12,009,900
Tapstone Energy LLC (C) 9.750 06-01-22   4,410,000 3,561,075
Targa Resources Partners LP (C) 5.875 04-15-26   12,625,000 13,130,000
Teekay Offshore Partners LP (A)(C) 8.500 07-15-23   12,755,000 12,149,138
The Williams Companies, Inc. 3.750 06-15-27   18,140,000 17,572,269
The Williams Companies, Inc. 4.550 06-24-24   24,580,000 25,448,495
The Williams Companies, Inc. 5.750 06-24-44   16,185,000 17,050,723
WPX Energy, Inc. 5.250 09-15-24   5,040,000 5,021,100
YPF SA (C) 8.500 07-28-25   14,190,000 13,850,150
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 9

 

  Rate (%) Maturity date   Par value^ Value
Financials 12.9%     $1,852,518,840
Banks 8.0%      
Australia & New Zealand Banking Group, Ltd. (6.750% to 6-15-26, then 5 Year U.S. ISDAFIX + 5.168%) (A)(C)(F) 6.750 06-15-26   10,390,000 10,914,695
Banco Santander SA 4.379 04-12-28   17,655,000 17,369,610
Bank of America Corp. 3.950 04-21-25   20,066,000 20,051,602
Bank of America Corp. 4.200 08-26-24   9,262,000 9,439,630
Bank of America Corp. 4.450 03-03-26   24,688,000 25,136,003
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (F) 6.300 03-10-26   28,675,000 31,227,075
Barclays Bank PLC 2.650 01-11-21   26,770,000 26,491,742
Barclays Bank PLC (C) 10.179 06-12-21   7,980,000 9,014,657
Barclays PLC 4.375 01-12-26   12,490,000 12,383,473
Barclays PLC (7.750% to 9-15-23, then 5 Year U.S. Swap Rate + 4.842%) (F) 7.750 09-15-23   15,049,000 15,011,378
BNP Paribas SA (7.000% to 8-16-28, then 5 Year U.S. Swap Rate + 3.980%) (C)(F) 7.000 08-16-28   7,365,000 7,365,000
BPCE SA (C) 4.500 03-15-25   17,855,000 17,734,798
BPCE SA (C) 5.700 10-22-23   15,370,000 16,114,154
Canadian Imperial Bank of Commerce 2.700 02-02-21   43,070,000 42,927,558
Citigroup, Inc. 2.350 08-02-21   27,035,000 26,558,786
Citigroup, Inc. 4.600 03-09-26   31,838,000 32,548,925
Citigroup, Inc. 5.500 09-13-25   9,079,000 9,806,082
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (F) 6.250 08-15-26   19,145,000 20,124,458
Cooperatieve Rabobank UA (11.000% to 6-30-19, then 3 month LIBOR + 10.868%) (C)(F) 11.000 06-30-19   11,224,000 11,476,540
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (C)(F) 7.875 01-23-24   15,155,000 16,256,162
Danske Bank A/S (C) 5.000 01-12-22   15,789,000 16,110,759
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (F) 5.100 06-30-23   11,769,000 11,239,395
Freedom Mortgage Corp. (C) 8.125 11-15-24   13,759,000 12,899,063
Freedom Mortgage Corp. (C) 8.250 04-15-25   5,630,000 5,292,200
HSBC Holdings PLC (3.950% to 5-18-23, then 3 month LIBOR + 0.987%) 3.950 05-18-24   28,195,000 28,464,852
HSBC Holdings PLC (6.375% to 9-17-24, then 5 Year U.S. ISDAFIX + 3.705%) (F) 6.375 09-17-24   6,870,000 6,895,763
HSBC Holdings PLC (6.875% to 6-1-21, then 5 Year U.S. ISDAFIX + 5.514%) (A)(F) 6.875 06-01-21   17,610,000 18,292,388
ING Bank NV (C) 5.800 09-25-23   15,659,000 16,676,753
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (A)(F) 6.500 04-16-25   7,180,000 7,154,870
JPMorgan Chase & Co. 2.400 06-07-21   31,060,000 30,621,733
JPMorgan Chase & Co. 3.200 06-15-26   18,762,000 18,212,589
JPMorgan Chase & Co. (3.514% to 6-18-21, then 3 month LIBOR + 0.610%) 3.514 06-18-22   38,705,000 39,063,311
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (F) 6.750 02-01-24   18,898,000 20,777,028
Lloyds Banking Group PLC 4.450 05-08-25   42,450,000 43,418,838
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (F) 7.500 06-27-24   17,125,000 17,655,875
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (F) 5.125 11-01-26   12,207,000 12,100,189
Manufacturers & Traders Trust Company (3 month LIBOR + 0.640%) (B) 3.266 12-01-21   9,230,000 9,177,234
Mitsubishi UFJ Financial Group, Inc. 3.218 03-07-22   36,765,000 36,780,708
PNC Bank NA (A) 2.450 07-28-22   25,280,000 24,807,199
PNC Bank NA 2.500 01-22-21   30,345,000 30,024,968
Regions Bank (3.374% to 8-13-20, then 3 month LIBOR + 0.500%) 3.374 08-13-21   27,956,000 27,955,134
Regions Financial Corp. 2.750 08-14-22   26,900,000 26,349,448
Regions Financial Corp. 3.800 08-14-23   10,485,000 10,598,619
Santander Holdings USA, Inc. 3.400 01-18-23   14,092,000 13,832,040
Santander Holdings USA, Inc. 3.700 03-28-22   25,130,000 25,114,601
Santander Holdings USA, Inc. 4.450 12-03-21   17,814,000 18,192,066
Santander UK Group Holdings PLC (C) 4.750 09-15-25   14,195,000 13,807,988
10 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
Financials (continued)      
Banks (continued)      
Societe Generale SA (7.375% to 9-13-21, then 5 Year U.S. Swap Rate + 6.238%) (C)(F) 7.375 09-13-21   17,145,000 $17,745,075
Societe Generale SA (8.000% to 9-29-25, then 5 Year U.S. ISDAFIX + 5.873%) (A)(C)(F) 8.000 09-29-25   15,520,000 16,373,600
SunTrust Bank 2.450 08-01-22   18,915,000 18,523,958
The PNC Financial Services Group, Inc. 3.500 01-23-24   12,183,000 12,284,358
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (F) 4.850 06-01-23   12,334,000 12,118,155
The PNC Financial Services Group, Inc. (6.750% to 8-1-21, then 3 month LIBOR + 3.678%) (F) 6.750 08-01-21   30,258,000 32,073,480
The Royal Bank of Scotland Group PLC 3.875 09-12-23   20,565,000 20,384,114
The Royal Bank of Scotland Group PLC (8.000% to 8-10-25, then 5 Year U.S. Swap Rate + 5.720%) (F) 8.000 08-10-25   12,630,000 13,419,375
The Royal Bank of Scotland Group PLC (8.625% to 8-15-21, then 5 Year U.S. Swap Rate + 7.598%) (F) 8.625 08-15-21   21,945,000 23,531,624
Wells Fargo & Company (3 month LIBOR + 3.770%) (B)(F) 6.558 06-15-19   13,887,000 13,991,153
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (F) 5.875 06-15-25   43,991,000 46,355,516
Capital markets 1.2%      
Ares Capital Corp. 3.625 01-19-22   14,776,000 14,518,706
Credit Suisse Group AG (7.500% to 12-11-23, then 5 Year U.S. Swap Rate + 4.598%) (C)(F) 7.500 12-11-23   9,655,000 10,330,850
Credit Suisse Group AG (7.500% to 7-17-23, then 5 Year U.S. Swap Rate + 4.600%) (C)(F) 7.500 07-17-23   16,525,000 17,002,573
FS KKR Capital Corp. 4.250 01-15-20   8,205,000 8,235,638
Macquarie Bank, Ltd. (A)(C) 4.875 06-10-25   17,725,000 18,038,369
Morgan Stanley 3.875 01-27-26   14,048,000 14,093,383
Stifel Financial Corp. 4.250 07-18-24   11,763,000 11,858,726
The Goldman Sachs Group, Inc. 3.850 01-26-27   40,291,000 39,489,099
UBS Group Funding Switzerland AG (2.859% to 8-15-22, then 3 month LIBOR + 0.954%) (C) 2.859 08-15-23   25,975,000 25,396,871
UBS Group Funding Switzerland AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (C)(F) 7.000 01-31-24   16,228,000 16,341,596
Consumer finance 1.3%      
Ally Financial, Inc. 5.125 09-30-24   26,198,000 27,507,900
American Express Company 2.500 08-01-22   26,870,000 26,308,008
Capital One Financial Corp. 3.450 04-30-21   26,905,000 27,033,168
Capital One Financial Corp. 3.500 06-15-23   12,410,000 12,281,801
Capital One Financial Corp. 3.900 01-29-24   12,275,000 12,333,336
Credit Acceptance Corp. 6.125 02-15-21   11,459,000 11,487,648
Credito Real SAB de CV (A)(C) 7.250 07-20-23   6,865,000 6,967,975
Credito Real SAB de CV (9.125% to 11-29-22, then 10 Year CMT + 7.026%) (C)(F) 9.125 11-29-22   9,375,000 8,871,188
Discover Financial Services 3.950 11-06-24   25,108,000 24,850,922
Discover Financial Services 4.100 02-09-27   6,489,000 6,314,892
Discover Financial Services 5.200 04-27-22   2,750,000 2,877,341
Enova International, Inc. (C) 8.500 09-01-24   3,051,000 2,921,333
Enova International, Inc. (C) 8.500 09-15-25   14,087,000 13,347,433
Springleaf Finance Corp. 6.875 03-15-25   5,750,000 5,893,750
Diversified financial services 0.6%      
ASP AMC Merger Sub, Inc. (C) 8.000 05-15-25   11,796,000 5,485,140
Doric Nimrod Air Alpha 2013-1 Class B Pass Through Trust (C) 6.125 11-30-21   512,653 516,498
Jefferies Financial Group, Inc. 5.500 10-18-23   13,981,000 14,545,533
Jefferies Group LLC 4.150 01-23-30   17,220,000 15,035,813
Jefferies Group LLC 4.850 01-15-27   17,835,000 17,244,863
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 11

 

  Rate (%) Maturity date   Par value^ Value
Financials (continued)      
Diversified financial services (continued)      
Refinitiv US Holdings, Inc. (C) 6.250 05-15-26   2,370,000 $2,393,700
Refinitiv US Holdings, Inc. (C) 8.250 11-15-26   3,750,000 3,669,141
Trident Merger Sub, Inc. (C) 6.625 11-01-25   4,032,000 3,800,160
Voya Financial, Inc. (5.650% to 5-15-23, then 3 month LIBOR + 3.580%) 5.650 05-15-53   26,552,000 26,296,835
Insurance 1.4%      
Aquarius & Investments PLC (6.375% to 9-1-19, then 5 Year U.S. Swap Rate + 5.210%) 6.375 09-01-24   14,550,000 14,712,931
AXA SA 8.600 12-15-30   6,924,000 9,034,158
Brighthouse Financial, Inc. 3.700 06-22-27   28,385,000 25,478,397
CNO Financial Group, Inc. 5.250 05-30-25   16,340,000 16,748,500
Liberty Mutual Group, Inc. (7.800% to 3-15-37, then 3 month LIBOR + 3.576%) (C) 7.800 03-07-87   22,486,000 25,634,040
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) 6.400 12-15-66   11,718,000 12,421,080
MetLife, Inc. (9.250% to 4-8-38, then 3 month LIBOR + 5.540%) (C) 9.250 04-08-68   5,570,000 7,380,250
Nationstar Mortgage Holdings, Inc. (C) 8.125 07-15-23   8,821,000 8,975,368
Nationstar Mortgage Holdings, Inc. (C) 9.125 07-15-26   7,037,000 7,195,333
Nippon Life Insurance Company (5.100% to 10-16-24, then 5 Year U.S. ISDAFIX + 3.650%) (C) 5.100 10-16-44   14,480,000 14,842,000
Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%) 5.875 09-15-42   35,201,000 37,145,855
Teachers Insurance & Annuity Association of America (C) 4.270 05-15-47   17,920,000 17,643,252
Thrifts and mortgage finance 0.4%      
Ladder Capital Finance Holdings LLLP (C) 5.250 03-15-22   3,350,000 3,400,250
Ladder Capital Finance Holdings LLLP (C) 5.250 10-01-25   7,640,000 7,181,600
MGIC Investment Corp. 5.750 08-15-23   3,176,000 3,311,933
Quicken Loans, Inc. (C) 5.250 01-15-28   12,835,000 11,695,894
Quicken Loans, Inc. (C) 5.750 05-01-25   15,125,000 14,928,375
Radian Group, Inc. 4.500 10-01-24   7,901,000 7,683,723
Radian Group, Inc. (A) 5.250 06-15-20   5,191,000 5,268,865
Stearns Holdings LLC (A)(C) 9.375 08-15-20   2,450,000 2,278,500
Health care 2.5%     352,594,032
Biotechnology 0.3%      
Celgene Corp. 3.250 02-20-23   13,681,000 13,562,352
Shire Acquisitions Investments Ireland DAC 3.200 09-23-26   25,109,000 23,543,809
Health care equipment and supplies 0.1%      
Boston Scientific Corp. 3.450 03-01-24   14,206,000 14,252,334
Health care providers and services 1.7%      
Centene Corp. (C) 5.375 06-01-26   12,892,000 13,375,450
CVS Health Corp. 3.350 03-09-21   37,570,000 37,673,668
CVS Health Corp. 5.050 03-25-48   36,725,000 36,391,410
DaVita, Inc. 5.000 05-01-25   23,181,000 22,362,711
Express Scripts Holding Company 2.600 11-30-20   26,236,000 25,982,848
HCA, Inc. 5.250 04-15-25   14,884,000 15,772,394
HCA, Inc. 5.250 06-15-26   16,763,000 17,676,637
HCA, Inc. 7.500 02-15-22   11,870,000 13,012,488
MEDNAX, Inc. (C) 5.250 12-01-23   13,076,000 13,223,105
MEDNAX, Inc. (A)(C) 6.250 01-15-27   11,910,000 11,976,101
Select Medical Corp. 6.375 06-01-21   14,438,000 14,492,143
Team Health Holdings, Inc. (A)(C) 6.375 02-01-25   3,197,000 2,537,619
Universal Health Services, Inc. (C) 4.750 08-01-22   12,840,000 12,968,400
Universal Health Services, Inc. (C) 5.000 06-01-26   12,431,000 12,586,388
Life sciences tools and services 0.1%      
IQVIA, Inc. (C) 4.875 05-15-23   7,345,000 7,455,175
12 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
Health care (continued)      
Pharmaceuticals 0.3%      
Bausch Health Companies, Inc. (C) 6.125 04-15-25   20,915,000 $20,130,688
Bayer US Finance II LLC (C) 3.500 06-25-21   11,080,000 11,064,619
Teva Pharmaceutical Finance Netherlands III BV 6.750 03-01-28   12,280,000 12,553,693
Industrials 4.9%     702,350,809
Aerospace and defense 0.5%      
Arconic, Inc. 5.125 10-01-24   14,578,000 14,432,220
Huntington Ingalls Industries, Inc. (C) 5.000 11-15-25   24,600,000 25,092,000
Kratos Defense & Security Solutions, Inc. (C) 6.500 11-30-25   11,415,000 11,828,794
Textron, Inc. 7.250 10-01-19   2,790,000 2,857,508
TransDigm, Inc. (C) 6.250 03-15-26   13,496,000 13,833,400
Air freight and logistics 0.1%      
XPO Logistics, Inc. (C) 6.500 06-15-22   10,878,000 11,068,365
Airlines 2.3%      
Air Canada 2013-1 Class A Pass Through Trust (C) 4.125 11-15-26   11,426,733 11,521,574
Air Canada 2017-1 Class B Pass Through Trust (C) 3.700 07-15-27   14,265,873 13,758,008
America West Airlines 2000-1 Pass Through Trust 8.057 01-02-22   482,857 505,744
American Airlines 2000-1 Pass Through Trust 6.977 11-23-22   3,185,370 3,303,547
American Airlines 2013-2 Class A Pass Through Trust 4.950 07-15-24   15,441,895 15,905,152
American Airlines 2015-1 Class A Pass Through Trust 3.375 11-01-28   20,757,568 20,097,478
American Airlines 2015-1 Class B Pass Through Trust 3.700 11-01-24   7,630,713 7,455,970
American Airlines 2016-1 Class A Pass Through Trust 4.100 07-15-29   20,118,333 20,043,895
American Airlines 2017-1 Class A Pass Through Trust 4.000 08-15-30   7,938,000 7,767,333
American Airlines 2017-1 Class AA Pass Through Trust 3.650 02-15-29   13,720,500 13,454,322
American Airlines 2017-2 Class A Pass Through Trust 3.600 04-15-31   7,350,552 7,063,881
Azul Investments LLP (A)(C) 5.875 10-26-24   13,095,000 12,584,295
British Airways 2013-1 Class A Pass Through Trust (C) 4.625 06-20-24   12,040,157 12,437,483
British Airways 2013-1 Class B Pass Through Trust (C) 5.625 12-20-21   1,151,431 1,165,594
British Airways 2018-1 Class A Pass Through Trust (C) 4.125 03-20-33   7,986,128 8,027,656
Continental Airlines 2007-1 Class A Pass Through Trust 5.983 10-19-23   8,260,486 8,641,294
Continental Airlines 2012-1 Class B Pass Through Trust 6.250 10-11-21   958,142 975,868
Delta Air Lines 2002-1 Class G-1 Pass Through Trust 6.718 07-02-24   5,031,054 5,317,321
Delta Air Lines 2011-1 Class A Pass Through Trust 5.300 10-15-20   697,338 699,290
Delta Air Lines, Inc. 3.625 03-15-22   24,590,000 24,506,614
Delta Air Lines, Inc. 3.800 04-19-23   10,388,000 10,335,852
Delta Air Lines, Inc. 4.375 04-19-28   21,730,000 20,867,161
Northwest Airlines 2007-1 Class A Pass Through Trust 7.027 05-01-21   3,609,673 3,661,292
United Airlines 2014-2 Class A Pass Through Trust 3.750 03-03-28   21,079,645 20,993,218
United Airlines 2014-2 Class B Pass Through Trust 4.625 03-03-24   11,363,928 11,426,429
United Airlines 2016-1 Class A Pass Through Trust 3.450 01-07-30   13,434,331 12,836,503
United Airlines 2016-1 Class B Pass Through Trust 3.650 01-07-26   24,426,910 23,694,102
United Airlines 2018-1 Class B Pass Through Trust 4.600 03-01-26   5,258,000 5,269,042
United Airlines 2019-1 Class A Pass Through Trust 4.550 02-25-33   12,225,000 12,391,260
US Airways 2010-1 Class A Pass Through Trust 6.250 10-22-24   4,281,195 4,544,489
US Airways 2012-1 Class A Pass Through Trust 5.900 04-01-26   4,775,128 5,099,837
Building products 0.1%      
Masco Corp. 4.450 04-01-25   7,870,000 7,973,012
Owens Corning 4.200 12-15-22   8,243,000 8,317,426
Commercial services and supplies 0.2%      
LSC Communications, Inc. (A)(C) 8.750 10-15-23   9,168,000 9,786,840
Prime Security Services Borrower LLC (C) 9.250 05-15-23   6,488,000 6,841,596
Tervita Escrow Corp. (C) 7.625 12-01-21   11,267,000 11,238,833
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 13

 

  Rate (%) Maturity date   Par value^ Value
Industrials (continued)      
Construction and engineering 0.2%      
AECOM 5.125 03-15-27   22,261,000 $21,120,124
Tutor Perini Corp. (A)(C) 6.875 05-01-25   3,182,000 3,158,135
Industrial conglomerates 0.2%      
3M Company 3.250 02-14-24   20,515,000 20,813,552
General Electric Company (3 month LIBOR + 0.480%) (B) 3.164 08-15-36   4,395,000 3,339,640
Professional services 0.4%      
Equifax, Inc. 7.000 07-01-37   3,645,000 3,990,934
IHS Markit, Ltd. (C) 4.000 03-01-26   15,244,000 14,806,955
IHS Markit, Ltd. (C) 4.750 02-15-25   6,967,000 7,111,287
IHS Markit, Ltd. 4.750 08-01-28   16,800,000 16,912,560
IHS Markit, Ltd. (C) 5.000 11-01-22   5,886,000 6,070,820
Verisk Analytics, Inc. 4.000 06-15-25   16,576,000 16,782,781
Trading companies and distributors 0.9%      
AerCap Ireland Capital DAC 4.625 10-30-20   17,535,000 17,815,185
AerCap Ireland Capital DAC 5.000 10-01-21   16,850,000 17,310,238
Ahern Rentals, Inc. (C) 7.375 05-15-23   19,243,000 17,751,668
Aircastle, Ltd. 4.400 09-25-23   9,561,000 9,513,533
Aircastle, Ltd. 5.500 02-15-22   11,687,000 12,088,807
Ashtead Capital, Inc. (C) 4.375 08-15-27   13,870,000 13,332,538
Avolon Holdings Funding, Ltd. (C) 5.125 10-01-23   12,157,000 12,278,570
H&E Equipment Services, Inc. 5.625 09-01-25   7,015,000 6,944,850
United Rentals North America, Inc. 4.875 01-15-28   18,395,000 17,563,546
United Rentals North America, Inc. 5.500 07-15-25   13,715,000 14,023,588
Information technology 3.2%     466,745,313
Communications equipment 0.5%      
CommScope Finance LLC (C) 8.250 03-01-27   17,245,000 17,892,550
Motorola Solutions, Inc. 4.600 02-23-28   28,409,000 27,845,631
Telefonaktiebolaget LM Ericsson 4.125 05-15-22   25,690,000 25,955,418
Electronic equipment, instruments and components 0.2%      
Tech Data Corp. 4.950 02-15-27   27,113,000 26,983,725
Trimble, Inc. 4.900 06-15-28   4,917,000 4,882,610
IT services 0.2%      
Banff Merger Sub, Inc. (C) 9.750 09-01-26   11,741,000 11,374,094
VeriSign, Inc. 4.750 07-15-27   7,792,000 7,694,600
VeriSign, Inc. 5.250 04-01-25   9,210,000 9,566,888
Semiconductors and semiconductor equipment 1.4%      
Advanced Micro Devices, Inc. (A) 7.000 07-01-24   9,054,000 9,506,700
Lam Research Corp. 3.750 03-15-26   17,915,000 17,917,876
Lam Research Corp. 4.875 03-15-49   14,789,000 14,796,998
Marvell Technology Group, Ltd. 4.875 06-22-28   22,405,000 22,544,478
Microchip Technology, Inc. (C) 3.922 06-01-21   14,290,000 14,241,532
Microchip Technology, Inc. (C) 4.333 06-01-23   32,091,000 32,048,731
Micron Technology, Inc. 4.640 02-06-24   9,750,000 9,796,483
Micron Technology, Inc. 5.327 02-06-29   28,631,000 28,683,745
NXP BV (C) 4.625 06-01-23   32,535,000 33,163,902
NXP BV (C) 4.875 03-01-24   14,140,000 14,547,798
Qorvo, Inc. (C) 5.500 07-15-26   6,239,000 6,363,780
Software 0.3%      
Citrix Systems, Inc. 4.500 12-01-27   19,006,000 18,214,570
j2 Cloud Services LLC (C) 6.000 07-15-25   6,303,000 6,471,479
Microsoft Corp. 4.450 11-03-45   17,214,000 18,745,492
14 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
Information technology (continued)      
Technology hardware, storage and peripherals 0.6%      
Dell International LLC (C) 6.020 06-15-26   36,045,000 $38,224,909
Dell International LLC (C) 8.350 07-15-46   32,423,000 37,943,214
Western Digital Corp. 4.750 02-15-26   11,998,000 11,338,110
Materials 1.5%     215,726,902
Chemicals 0.8%      
Braskem Finance, Ltd. (C) 7.000 05-07-20   12,925,000 13,422,742
Braskem Netherlands Finance BV (C) 4.500 01-10-28   16,700,000 16,407,750
Cydsa SAB de CV (C) 6.250 10-04-27   13,280,000 12,632,600
Mexichem SAB de CV (C) 5.500 01-15-48   21,970,000 20,265,128
Syngenta Finance NV (C) 4.441 04-24-23   25,935,000 25,939,443
Syngenta Finance NV (C) 5.676 04-24-48   8,210,000 7,334,810
The Chemours Company 6.625 05-15-23   21,531,000 22,339,489
Construction materials 0.2%      
Cemex SAB de CV (C) 6.125 05-05-25   14,390,000 14,731,763
U.S. Concrete, Inc. 6.375 06-01-24   4,930,000 4,856,050
Containers and packaging 0.2%      
Ardagh Packaging Finance PLC (C) 6.000 02-15-25   13,710,000 13,538,625
Greif, Inc. (C) 6.500 03-01-27   2,901,000 2,955,394
Klabin Finance SA (C) 4.875 09-19-27   14,094,000 13,625,375
Metals and mining 0.2%      
Anglo American Capital PLC (C) 4.750 04-10-27   12,725,000 12,632,340
Commercial Metals Company 5.375 07-15-27   5,017,000 4,697,166
First Quantum Minerals, Ltd. (A)(C) 6.875 03-01-26   8,250,000 7,713,750
First Quantum Minerals, Ltd. (C) 7.500 04-01-25   5,100,000 4,921,500
Vedanta Resources PLC (C) 6.375 07-30-22   3,882,000 3,668,102
Paper and forest products 0.1%      
Norbord, Inc. (C) 6.250 04-15-23   7,025,000 7,183,063
Suzano Austria GmbH (C) 6.000 01-15-29   6,460,000 6,861,812
Real estate 0.7%     106,254,389
Equity real estate investment trusts 0.7%      
American Homes 4 Rent LP 4.250 02-15-28   18,105,000 17,653,897
American Tower Corp. 3.550 07-15-27   27,060,000 25,952,957
American Tower Corp. 4.700 03-15-22   11,649,000 12,066,734
Equinix, Inc. 5.375 05-15-27   11,766,000 12,177,810
Omega Healthcare Investors, Inc. 4.500 01-15-25   8,455,000 8,414,314
Ventas Realty LP 3.500 02-01-25   13,534,000 13,338,860
VEREIT Operating Partnership LP 4.600 02-06-24   16,387,000 16,649,817
Utilities 1.4%     203,924,084
Electric utilities 0.5%      
ABY Transmision Sur SA (C) 6.875 04-30-43   9,550,092 10,624,477
Electricite de France SA (5.250% to 1-29-23, then 10 Year U.S. Swap Rate + 3.709%) (C)(F) 5.250 01-29-23   24,220,000 24,098,900
Emera US Finance LP 3.550 06-15-26   9,516,000 9,128,403
Empresa Electrica Angamos SA (A)(C) 4.875 05-25-29   10,207,340 10,207,442
Instituto Costarricense de Electricidad (C) 6.375 05-15-43   9,730,000 7,784,000
Israel Electric Corp., Ltd. (C) 6.875 06-21-23   6,630,000 7,356,641
Southern California Edison Company (6.250% to 2-1-22, then 3 month LIBOR + 4.199%) (F) 6.250 02-01-22   5,830,000 5,596,800
Gas utilities 0.0%      
AmeriGas Partners LP 5.500 05-20-25   9,191,000 9,099,090
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 15

 

  Rate (%) Maturity date   Par value^ Value
Utilities (continued)      
Independent power and renewable electricity producers 0.8%      
Clearway Energy Operating LLC 5.375 08-15-24   12,429,000 $12,180,420
Greenko Dutch BV (C) 4.875 07-24-22   11,885,000 11,516,565
Greenko Dutch BV (C) 5.250 07-24-24   7,035,000 6,598,830
LLPL Capital Pte, Ltd. (C) 6.875 02-04-39   3,638,000 3,741,676
NextEra Energy Capital Holdings, Inc. 3.550 05-01-27   27,210,000 26,554,628
NextEra Energy Operating Partners LP (C) 4.500 09-15-27   5,100,000 4,845,000
NRG Energy, Inc. 6.250 05-01-24   25,218,000 26,064,064
NRG Energy, Inc. 6.625 01-15-27   17,455,000 18,589,575
Multi-utilities 0.1%      
CenterPoint Energy, Inc. 2.500 09-01-22   10,300,000 9,937,573
Convertible bonds 0.1%         $8,950,266
(Cost $9,178,771)          
Utilities 0.1%     8,950,266
Independent power and renewable electricity producers 0.1%      
Clearway Energy, Inc. (C) 3.250 06-01-20   9,235,000 8,950,266
Capital preferred securities 0.0%         $4,731,179
(Cost $4,471,001)          
Financials 0.0%     4,731,179
Capital markets 0.0%      
State Street Corp. (3 month LIBOR + 1.000%) (B) 3.788 06-01-77   5,988,000 4,731,179
Term loans (G) 0.3%         $34,876,097
(Cost $35,642,451)          
Communication services 0.1% 12,517,618
Entertainment 0.1%
Metro-Goldwyn-Mayer, Inc., 2018 2nd Lien Term Loan (1 month LIBOR + 4.500%) 7.000 07-03-26   10,990,000 10,701,513
Interactive media and services 0.0%
Ancestry.com Operations, Inc., 2017 1st Lien Term Loan (1 month LIBOR + 3.250%) 5.750 10-19-23   1,828,300 1,816,105
Energy 0.1% 4,427,362
Energy equipment and services 0.1%
FTS International, Inc., New Term Loan B (1 month LIBOR + 4.750%) 7.243 04-16-21   4,439,838 4,427,362
Financials 0.0% 4,126,117
Capital markets 0.0%
LSF9 Atlantis Holdings LLC, 2017 Term Loan (1 month LIBOR + 6.000%) 8.513 05-01-23   4,571,875 4,126,117
Health care 0.1% 13,805,000
Health care providers and services 0.1%
Concentra, Inc., 2018 2nd Lien Term Loan (1 month LIBOR + 6.500%) 9.020 06-01-23   13,805,000 13,805,000
Collateralized mortgage obligations 5.3%       $754,043,159
(Cost $772,914,420)          
Commercial and residential 4.0%     575,930,214
Americold LLC    
Series 2010-ARTA, Class C (C) 6.811 01-14-29   2,150,000 2,266,385
Series 2010-ARTA, Class D (C) 7.443 01-14-29   9,783,000 10,393,453
Angel Oak Mortgage Trust I LLC    
Series 2018-1, Class A1 (C)(H) 3.258 04-27-48   3,675,837 3,663,048
Series 2018-3, Class A1 (C)(H) 3.649 09-25-48   9,504,137 9,511,263
16 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
Commercial and residential (continued)      
AOA Mortgage Trust
Series 2015-1177, Class C (C)(H)
3.010 12-13-29   6,611,000 $6,467,828
Arroyo Mortgage Trust
Series 2018-1, Class A1 (C)(H)
3.763 04-25-48   32,882,552 32,848,384
Banc of America Merrill Lynch Commercial Mortgage, Inc.
Series 2005-5, Class XC IO (C)
0.029 10-10-45   2,620,649 6
BBCMS Mortgage Trust    
Series 2018-TALL, Class B (1 month LIBOR + 0.971%) (B)(C) 3.460 03-15-37   13,921,000 13,781,513
Series 2018-TALL, Class E (1 month LIBOR + 2.437%) (B)(C) 4.926 03-15-37   9,525,000 9,477,244
BBCMS Trust    
Series 2015-MSQ, Class D (C)(H) 3.990 09-15-32   7,060,000 6,994,036
Series 2015-SRCH, Class D (C)(H) 4.957 08-10-35   15,306,000 15,727,010
Bear Stearns Commercial Mortgage Securities Trust
Series 2005-PWR8, Class X1 IO (C)
0.399 06-11-41   510,666 2,396
BHMS Mortgage Trust
Series 2018-ATLS, Class A (1 month LIBOR + 1.250%) (B)(C)
3.739 07-15-35   14,297,000 14,274,445
BWAY Mortgage Trust    
Series 2013-1515, Class XB IO (C) 0.403 03-10-33   46,410,000 1,059,661
Series 2015-1740, Class XA IO (C) 0.896 01-10-35   123,773,000 3,179,159
BX Commercial Mortgage Trust    
Series 2018-BIOA, Class D (1 month LIBOR + 1.321%) (B)(C) 3.810 03-15-37   12,620,000 12,556,639
Series 2018-IND, Class A (1 month LIBOR + 0.750%) (B)(C) 3.239 11-15-35   28,754,360 28,718,334
CAMB Commercial Mortgage Trust
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (B)(C)
4.259 12-15-37   4,897,000 4,915,389
CGBAM Commercial Mortgage Trust
Series 2015-SMRT, Class F (C)(H)
3.786 04-10-28   4,975,000 5,014,062
CGDBB Commercial Mortgage Trust
Series 2017-BIOC, Class E (1 month LIBOR + 2.150%) (B)(C)
4.639 07-15-32   10,021,000 9,995,917
CHT Mortgage Trust
Series 2017-CSMO, Class D (1 month LIBOR + 2.250%) (B)(C)
4.739 11-15-36   17,654,000 17,698,054
Citigroup Commercial Mortgage Trust
Series 2017-1500, Class E (1 month LIBOR + 2.500%) (B)(C)
4.989 07-15-32   4,667,000 4,604,391
CLNS Trust
Series 2017-IKPR, Class C (1 month LIBOR + 1.100%) (B)(C)
3.617 06-11-32   5,712,000 5,692,227
Cold Storage Trust
Series 2017-ICE3, Class D (1 month LIBOR + 2.100%) (B)(C)
4.589 04-15-36   14,675,000 14,697,124
COLT Mortgage Loan Trust
Series 2018-2, Class A1 (C)(H)
3.470 07-27-48   3,212,979 3,202,748
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG)    
Series 2012-CR2, Class XA IO 1.649 08-15-45   68,871,623 3,181,297
Series 2012-CR3 Class XA IO 1.870 10-15-45   96,814,077 5,378,332
Series 2014-CR15, Class XA IO 1.035 02-10-47   77,040,992 2,540,057
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG)
Series 2018-COR3, Class XA IO
0.448 05-10-51   125,282,162 4,479,439
Commercial Mortgage Trust (Deutsche Bank AG)    
Series 2012-LC4, Class B (H) 4.934 12-10-44   3,986,000 4,105,550
Series 2013-300P, Class D (C)(H) 4.394 08-10-30   18,128,000 18,480,042
Series 2013-LC13, Class B (C)(H) 5.009 08-10-46   5,921,000 6,236,191
Series 2014-TWC, Class D (1 month LIBOR + 2.250%) (B)(C) 4.748 02-13-32   7,731,000 7,740,689
Commercial Mortgage Trust (Deutsche Bank AG/Morgan Stanley)
Series 2014-PAT, Class D (1 month LIBOR + 2.150%) (B)(C)
4.648 08-13-27   9,986,000 10,002,804
Core Industrial Trust
Series 2015-CALW, Class XA IO (C)
0.810 02-10-34   168,808,473 3,426,289
Credit Suisse First Boston Mortgage Securities Corp.
Series 2005-C1, Class AX IO (C)
0.702 02-15-38   450,248 26
DBGS Mortgage Trust
Series 2018-BIOD, Class A (1 month LIBOR + 0.803%) (B)(C)
3.292 05-15-35   26,939,233 26,854,517
GAHR Commercial Mortgage Trust    
Series 2015-NRF, Class DFX (C)(H) 3.382 12-15-34   13,122,000 13,001,493
Series 2015-NRF, Class EFX (C)(H) 3.382 12-15-34   10,160,000 9,955,188
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 17

 

  Rate (%) Maturity date   Par value^ Value
Commercial and residential (continued)      
Galton Funding Mortgage Trust
Series 2018-1, Class A43 (C)(H)
3.500 11-25-57   6,794,702 $6,786,400
GE Capital Commercial Mortgage Corp.
Series 2005-C1, Class XC IO (C)
0.011 06-10-48   70,675 0
Great Wolf Trust
Series 2017-WOLF, Class E (1 month LIBOR + 3.100%) (B)(C)
5.739 09-15-34   3,855,000 3,859,766
GS Mortgage Securities Trust    
Series 2011-GC5, Class XA IO (C) 1.336 08-10-44   14,205,299 358,066
Series 2012-GC17, Class XA IO 2.207 05-10-45   90,008,909 3,767,260
Series 2015-590M, Class C (C)(H) 3.805 10-10-35   6,950,000 6,845,670
Series 2016-RENT, Class D (C)(H) 4.067 02-10-29   12,696,000 12,695,773
Series 2017-485L, Class C (C)(H) 3.982 02-10-37   6,250,000 6,157,136
Series 2017-500K, Class F (1 month LIBOR + 1.800%) (B)(C) 4.289 07-15-32   3,487,000 3,470,403
Series 2017-500K, Class G (1 month LIBOR + 2.500%) (B)(C) 4.989 07-15-32   1,755,000 1,745,647
Series 2018-CHLL, Class E (1 month LIBOR + 2.350%) (B)(C) 3.938 02-15-37   6,410,000 6,381,852
Series 2005-GG4, Class XC IO (C) 1.432 07-10-39   10,408 1
HarborView Mortgage Loan Trust    
Series 2005-2, Class X IO 0.545 05-19-35   18,016,508 819,439
Series 2007-3, Class ES IO (C) 0.350 05-19-47   35,705,427 624,281
Series 2007-4, Class ES IO 0.350 07-19-47   36,506,545 609,272
Series 2007-6, Class ES IO (C) 0.343 08-19-37   31,438,474 420,411
Hilton Orlando Trust
Series 2018-ORL, Class D (1 month LIBOR + 1.700%) (B)(C)
4.189 12-15-34   6,995,000 6,977,340
Hudsons Bay Simon JV Trust
Series 2015-HBFL, Class DFL (1 month LIBOR + 3.650%) (B)(C)
6.414 08-05-34   5,030,000 5,032,160
IMT Trust
Series 2017-APTS, Class CFX (C)(H)
3.497 06-15-34   6,867,000 6,735,439
IndyMac Index Mortgage Loan Trust    
Series 2005-AR12, Class AX2 IO 0.865 07-25-35   49,478,247 1,183,559
Series 2005-AR8, Class AX2 IO 0.880 05-25-35   41,599,996 1,364,226
Series 2005-AR18, Class 1X IO 1.107 10-25-36   20,829,380 757,419
Series 2005-AR18, Class 2X IO 0.689 10-25-36   36,282,070 357,465
Irvine Core Office Trust
Series 2013-IRV, Class XA IO (C)
1.105 05-15-48   14,552,322 336,365
JPMBB Commercial Mortgage Securities Trust
Series 2013-C14, Class XA IO
0.555 08-15-46   12,837,007 250,401
JPMorgan Chase Commercial Mortgage Securities Trust    
Series 2011-C3A, Class XA IO (C) 0.943 02-15-46   9,662,383 154,920
Series 2011-C4, Class XA IO (C) 1.194 07-15-46   7,283,093 153,332
Series 2012-HSBC, Class XA IO (C) 1.431 07-05-32   84,893,465 3,577,037
Series 2015-MAR7, Class C (C) 4.490 06-05-32   9,222,000 9,183,149
Series 2018-PHH, Class A (1 month LIBOR + 0.910%) (B)(C) 3.399 06-15-35   7,815,000 7,797,729
Merrill Lynch Mortgage Trust    
Series 2005-CIP1, Class XC IO (C) 0.010 07-12-38   3,089,278 311
Series 2006-C2, Class X IO (C) 0.093 08-12-43   322,729 141
Morgan Stanley Bank of America Merrill Lynch Trust    
Series 2012-C5, Class XA IO (C) 1.464 08-15-45   13,196,003 519,457
Series 2012-C6, Class XA IO (C) 1.619 11-15-45   7,753,062 365,513
Morgan Stanley Capital I Trust    
Series 2011-C3, Class XA IO (C) 0.777 07-15-49   11,246,978 139,359
Series 2017-CLS, Class D (1 month LIBOR + 1.400%) (B)(C) 3.889 11-15-34   15,867,000 15,847,109
MSCG Trust
Series 2016-SNR, Class D (C)
6.550 11-15-34   9,533,600 9,482,784
Natixis Commercial Mortgage Securities Trust    
Series 2018-285M, Class D (C)(H) 3.790 11-15-32   4,290,000 4,243,997
Series 2018-ALXA, Class C (C)(H) 4.316 01-15-43   7,332,000 7,350,040
One Market Plaza Trust
Series 2017-1MKT, Class D (C)
4.146 02-10-32   4,755,000 4,691,162
18 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
Commercial and residential (continued)      
Residential Accredit Loans, Inc.
Series 2005-QO4, Class XIO IO
1.769 12-25-45   16,613,597 $1,206,624
Starwood Mortgage Residential Trust
Series 2018-IMC1, Class A1 (C)(H)
3.793 03-25-48   5,601,815 5,624,529
UBS Commercial Mortgage Trust
Series 2012-C1, Class B
4.822 05-10-45   3,455,000 3,566,614
Verus Securitization Trust
Series 2018-3, Class A1 (C)(H)
4.108 10-25-58   23,833,188 23,933,395
VNDO Mortgage Trust
Series 2013-PENN, Class D (C)(H)
3.947 12-13-29   16,804,000 16,808,917
Wells Fargo Commercial Mortgage Trust    
Series 2013-120B, Class C (C)(H) 2.710 03-18-28   14,526,000 14,380,079
Series 2017-SMP, Class D (1 month LIBOR + 1.650%) (B)(C) 4.139 12-15-34   5,105,000 5,103,608
WFCG Commercial Mortgage Trust
Series 2015-BXRP, Class D (1 month LIBOR + 2.571%) (B)(C)
5.060 11-15-29   775,307 774,542
WF-RBS Commercial Mortgage Trust    
Series 2011-C2, Class XA IO (C) 0.783 02-15-44   35,695,103 451,536
Series 2011-C3, Class XA IO (C) 1.327 03-15-44   22,165,480 502,006
Series 2012-C10, Class XA IO (C) 1.563 12-15-45   9,108,069 444,282
Series 2012-C9, Class XA IO (C) 1.882 11-15-45   63,969,740 3,606,185
Series 2013-C15, Class B (H) 4.474 08-15-46   2,704,000 2,797,714
Series 2013-C16, Class B (H) 5.037 09-15-46   3,071,000 3,266,530
Series 2013-C16, Class XA IO 0.748 09-15-46   11,395,049 299,232
U.S. Government Agency 1.3%     178,112,945
Federal Home Loan Mortgage Corp.    
Series 4482, Class MA 2.000 04-15-31   377,546 373,110
Series K005, Class AX IO 1.344 11-25-19   89,154,578 705,650
Series K006, Class BX1 IO 5.363 02-25-20   4,477,827 208,665
Series K010, Class X1 IO 0.142 10-25-20   28,505,982 72,080
Series K011, Class X1 IO 0.172 11-25-20   47,075,453 167,471
Series K014, Class X1 IO 1.149 04-25-21   37,909,486 811,229
Series K015, Class X1 IO 1.572 07-25-21   39,803,608 1,255,326
Series K017, Class X1 IO 1.303 12-25-21   170,491,474 5,127,991
Series K018, Class X1 IO 1.346 01-25-22   104,301,304 3,203,458
Series K021, Class X1 IO 1.442 06-25-22   34,211,102 1,371,407
Series K022, Class X1 IO 1.232 07-25-22   140,065,859 4,885,609
Series K024, Class X1 IO 0.841 09-25-22   10,232,899 252,850
Series K026, Class X1 IO 0.996 11-25-22   15,675,906 477,386
Series K038, Class X1 IO 1.160 03-25-24   4,706,294 227,982
Series K709, Class X1 IO 1.493 03-25-19   963,439 169
Series K710, Class X1 IO 1.733 05-25-19   40,295,911 54,218
Series K711, Class X1 IO 1.653 07-25-19   46,077,761 93,275
Series K715, Class X1 IO 1.093 01-25-21   14,367,571 256,102
Series K718, Class X1 IO 0.623 01-25-22   13,756,494 208,535
Series KAIV, Class X1 IO 1.269 06-25-21   23,407,874 501,750
Series KS01, Class X1 IO 1.308 01-25-23   13,303,076 458,811
Series KS03, Class X IO 0.298 08-25-25   38,103,997 422,615
Series T-41, Class 3A (H) 5.484 07-25-32   1,248 1,330
Federal National Mortgage Association    
Series 2001-50, Class BA 7.000 10-25-41   197 219
Series 2012-M5, Class X IO 0.522 02-25-22   23,548,499 300,623
Series 2012-MB, Class X1 IO 1.903 12-25-19   1,480,806 8,452
Series 2013-100, Class CA 4.000 03-25-39   621,877 630,949
Series 2014-28, Class BD 3.500 08-25-43   1,054,156 1,067,444
Government National Mortgage Association    
Series 2008-90, Class IO 1.875 12-16-50   2,656,626 483,795
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 19

 

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)      
Series 2012-114, Class IO 0.766 01-16-53   24,920,258 $1,137,951
Series 2012-120, Class IO 0.780 02-16-53   10,417,346 499,198
Series 2012-125, Class IO 0.385 02-16-53   12,956,624 352,528
Series 2012-70, Class IO 0.453 08-16-52   6,870,965 113,212
Series 2013-63, Class IO 0.790 09-16-51   15,347,874 799,835
Series 2016-174, Class IO 0.914 11-16-56   45,816,305 3,457,253
Series 2017-109, Class IO 0.611 04-16-57   98,585,510 5,327,364
Series 2017-124, Class IO 0.706 01-16-59   125,272,292 7,899,520
Series 2017-135, Class IO 0.839 10-16-58   87,673,115 5,905,950
Series 2017-140, Class IO 0.609 02-16-59   74,671,365 4,416,834
Series 2017-159, Class IO 0.545 06-16-59   101,141,057 5,183,166
Series 2017-169, Class IO 0.733 01-16-60   181,715,278 11,461,691
Series 2017-20, Class IO 0.748 12-16-58   194,453,869 11,766,112
Series 2017-22, Class IO 1.022 12-16-57   38,504,713 3,268,923
Series 2017-3, Class IO 0.908 09-16-58   99,150,156 7,300,991
Series 2017-41, Class IO 0.793 07-16-58   66,870,043 4,456,273
Series 2017-46, Class IO 0.621 11-16-57   86,041,937 4,861,455
Series 2017-61, Class IO 0.768 05-16-59   55,680,074 3,856,719
Series 2017-74, Class IO 0.777 09-16-58   124,868,487 7,347,287
Series 2017-89, Class IO 0.766 07-16-59   124,579,815 8,496,356
Series 2018-081, Class IO 0.448 01-16-60   46,239,350 2,384,216
Series 2018-114, Class IO 0.540 04-16-60   187,992,068 10,828,907
Series 2018-35, Class IO 0.525 03-16-60   138,599,392 7,737,810
Series 2018-43, Class IO 0.577 05-16-60   216,047,224 11,979,775
Series 2018-68, Class IO 0.478 01-16-60   25,038,044 1,238,071
Series 2018-69, Class IO 0.535 04-16-60   104,677,524 5,902,452
Series 2018-9, Class IO 0.558 01-16-60   107,998,196 6,117,504
Series 2018-99, Class IO 0.517 06-16-60   188,957,200 10,387,091
Asset backed securities 10.8%         $1,554,499,152
(Cost $1,553,663,509)          
Asset backed securities 10.8%         1,554,499,152
AccessLex Institute          
Series 2005-1, Class A4 (3 month LIBOR + 0.210%) (B) 3.034 06-22-37   8,660,000 8,404,122
Series 2006-1, Class A3 (3 month LIBOR + 0.200%) (B) 2.851 08-25-37   33,650,844 32,971,312
Series 2007-A, Class A3 (3 month LIBOR + 0.300%) (B) 2.951 05-25-36   12,298,804 12,123,857
Ally Auto Receivables Trust
Series 2017-4, Class A4
1.960 07-15-22   12,255,000 12,082,086
Ally Master Owner Trust
Series 2018-1, Class A2
2.700 01-17-23   50,270,000 50,011,622
Americredit Automobile Receivables Trust          
Series 2018-2, Class C 3.590 06-18-24   8,990,000 9,044,743
Series 2018-3, Class C 3.740 10-18-24   8,303,000 8,418,926
Amresco Residential Securities Corp. Mortgage Loan Trust
Series 1998-1, Class A6 (H)
6.510 08-25-27   5 5
Applebee's Funding LLC
Series 2014-1, Class A2 (C)
4.277 09-05-44   25,615,750 25,579,581
Arby's Funding LLC
Series 2015-1A, Class A2 (C)
4.969 10-30-45   21,154,388 21,505,762
Avis Budget Rental Car Funding AESOP LLC
Series 2019-1A, Class A (C)
3.450 03-20-23   11,281,000 11,328,211
Capital One Multi-Asset Execution Trust
Series 2017-A4, Class A4
1.990 07-17-23   7,824,000 7,737,141
CarMax Auto Owner Trust
Series 2018-1, Class A3
2.480 11-15-22   12,551,000 12,484,422
Citibank Credit Card Issuance Trust
Series 2018-A1, Class A1
2.490 01-20-23   53,622,000 53,354,678
20 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
CLI Funding LLC
Series 2018-1A, Class A (C)
4.030 04-18-43   21,017,645 $21,045,584
CNH Equipment Trust          
Series 2017-C, Class A3 2.080 02-15-23   14,415,000 14,264,437
Series 2018-B, Class A3 3.190 11-15-23   20,154,000 20,294,685
Coinstar Funding LLC
Series 2017-1A, Class A2 (C)
5.216 04-25-47   19,797,375 19,896,176
Collegiate Funding Services Education Loan Trust
Series 2005-A, Class A4 (3 month LIBOR + 0.200%) (B)
3.013 03-28-35   10,424,000 9,881,108
ContiMortgage Home Equity Loan Trust
Series 1995-2, Class A5
8.100 08-15-25   90,053 52,871
CWABS Asset-Backed Certificates Trust
Series 2004-10, Class AF5B
4.619 02-25-35   1,455,579 1,447,763
DB Master Finance LLC          
Series 2015-1A, Class A2II (C) 3.980 02-20-45   21,374,400 21,427,836
Series 2017-1A, Class A2I (C) 3.629 11-20-47   9,382,238 9,243,287
Series 2017-1A, Class A2II (C) 4.030 11-20-47   8,754,188 8,619,811
Dell Equipment Finance Trust
Series 2018-2, Class A3 (C)
3.370 10-22-23   15,000,000 15,125,558
Discover Card Execution Note Trust
Series 2017-A6, Class A6
1.880 02-15-23   66,600,000 65,791,902
DLL LLC
Series 2018-ST2, Class A3 (C)
3.460 01-20-22   14,375,000 14,464,887
Domino's Pizza Master Issuer LLC
Series 2017-1A, Class A23 (C)
4.118 07-25-47   28,042,950 27,469,472
Driven Brands Funding LLC
Series 2015-1A, Class A2 (C)
5.216 07-20-45   28,072,013 28,889,189
Enterprise Fleet Financing LLC
Series 2018-3, Class A2 (C)
3.380 05-20-24   17,618,000 17,688,634
Evergreen Credit Card Trust
Series 2018-1, Class A (C)
2.950 03-15-23   28,275,000 28,306,592
FOCUS Brands Funding LLC
Series 2017-1A, Class A2I (C)
3.857 04-30-47   7,692,975 7,798,676
Ford Credit Auto Owner Trust          
Series 2015-1, Class A (C) 2.120 07-15-26   39,230,000 38,955,072
Series 2017-B, Class A4 1.870 09-15-22   4,580,000 4,499,905
Series 2017-C, Class A4 2.160 03-15-23   16,335,000 16,095,357
Series 2018-B, Class A3 3.240 04-15-23   18,543,000 18,715,222
Ford Credit Floorplan Master Owner Trust          
Series 2017-2, Class A1 2.160 09-15-22   30,750,000 30,411,569
Series 2018-3, Class A1 3.520 10-15-23   35,740,000 36,191,961
Goal Capital Funding Trust
Series 2005-2, Class A4 (3 month LIBOR + 0.200%) (B)
2.851 08-25-44   43,514,000 42,829,734
Golden Credit Card Trust
Series 2018-1A, Class A (C)
2.620 01-15-23   25,080,000 24,949,852
Hilton Grand Vacations Trust          
Series 2017-AA, Class A (C) 2.660 12-26-28   11,792,764 11,631,631
Series 2018-AA, Class A (C) 3.540 02-25-32   7,061,933 7,110,433
Honda Auto Receivables Owner Trust          
Series 2017-2, Class A4 1.870 09-15-23   6,150,000 6,050,024
Series 2017-3, Class A4 1.980 11-20-23   6,475,000 6,377,826
Series 2018-2, Class A3 3.010 05-18-22   11,988,000 12,040,670
Series 2018-3, Class A3 2.950 08-22-22   9,370,000 9,402,102
Hyundai Auto Receivables Trust
Series 2018-B, Class A3
3.480 12-15-22   13,142,000 13,226,288
KeyCorp Student Loan Trust
Series 2004-A, Class 1A2 (3 month LIBOR + 0.240%) (B)
3.005 10-27-42   12,737,573 12,393,903
Mill City Mortgage Loan Trust
Series 2018-3, Class A1 (C)(H)
3.500 08-25-58   8,580,924 8,518,272
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 21

 

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
MMAF Equipment Finance LLC
Series 2017-B, Class A3 (C)
2.210 10-17-22   16,038,000 $15,863,436
MVW Owner Trust          
Series 2014-1A, Class A (C) 2.250 09-22-31   641,787 632,721
Series 2015-1A, Class A (C) 2.520 12-20-32   1,777,766 1,753,783
Series 2018-1A, Class A (C) 3.450 01-21-36   18,638,245 18,763,243
Navient Private Education Loan Trust
Series 2016-AA, Class A2A (C)
3.910 12-15-45   21,930,632 22,310,383
Nelnet Student Loan Trust
Series 2006-1, Class A6 (3 month LIBOR + 0.450%) (B)(C)
3.101 08-23-36   29,790,000 29,360,938
New Residential Mortgage LLC          
Series 2018-FNT1, Class A (C) 3.610 05-25-23   12,480,839 12,516,161
Series 2018-FNT2, Class A (C) 3.790 07-25-54   7,486,210 7,540,032
NextGear Floorplan Master Owner Trust          
Series 2017-1A, Class A2 (C) 2.540 04-18-22   20,342,000 20,229,230
Series 2018-1A, Class A2 (C) 3.220 02-15-23   6,055,000 6,055,780
Series 2018-2A, Class A2 (C) 3.690 10-16-23   15,170,000 15,299,832
Nissan Auto Receivables Owner Trust          
Series 2017-B, Class A4 1.950 10-16-23   14,785,000 14,551,820
Series 2018-C, Class A3 3.220 06-15-23   31,674,000 31,921,672
NRZ Excess Spread-Collateralized Notes          
Series 2018-PLS1, Class A (C) 3.193 01-25-23   5,732,519 5,702,818
Series 2018-PLS2, Class A (C) 3.265 02-25-23   20,234,593 20,175,581
Oxford Finance Funding LLC
Series 2019-1A, Class A2 (C)
4.459 02-15-27   7,463,000 7,494,318
PFS Financing Corp.
Series 2018-B, Class A (C)
2.890 02-15-23   16,650,000 16,550,346
Renaissance Home Equity Loan Trust
Series 2005-2, Class AF4
4.934 08-25-35   6,400,412 6,500,420
Santander Drive Auto Receivables Trust          
Series 2018-2, Class C 3.350 07-17-23   8,865,000 8,882,856
Series 2018-3, Class C 3.510 08-15-23   21,090,000 21,207,748
Sierra Timeshare Receivables Funding LLC          
Series 2018-2A, Class A (C) 3.500 06-20-35   6,850,563 6,872,562
Series 2018-3A, Class D (C) 5.200 09-20-35   5,909,425 5,964,845
SLM Private Credit Student Loan Trust
Series 2006-A, Class A5 (3 month LIBOR + 0.290%) (B)
3.078 06-15-39   5,723,416 5,577,469
SMB Private Education Loan Trust
Series 2015-C, Class A2A (C)
2.750 07-15-27   9,076,936 9,035,183
Sonic Capital LLC
Series 2016-1A, Class A2 (C)
4.472 05-20-46   3,561,352 3,557,933
Structured Asset Securities Corp. Mortgage Loan Trust
Series 2005-2XS, Class 2A2 (1 month LIBOR + 1.500%) (B)
4.009 02-25-35   2,114,684 2,092,314
SunTrust Student Loan Trust
Series 2006-1A, Class A4 (3 month LIBOR + 0.190%) (B)(C)
2.955 10-28-37   37,051,757 36,647,737
Taco Bell Funding LLC          
Series 2016-1A, Class A2II (C) 4.377 05-25-46   1,965,000 1,988,678
Series 2018-1A, Class A2I (C) 4.318 11-25-48   24,802,838 25,206,628
TAL Advantage V LLC
Series 2014-1A, Class A (C)
3.510 02-22-39   2,422,500 2,406,981
Textainer Marine Containers VII, Ltd.
Series 2018-1A, Class A (C)
4.110 07-20-43   12,113,910 12,205,211
Towd Point Mortgage Trust          
Series 2015-1, Class A5 (C)(H) 3.800 10-25-53   4,885,000 4,973,230
Series 2015-2, Class 1M2 (C)(H) 3.739 11-25-60   10,795,000 10,824,644
Series 2016-5, Class A1 (C)(H) 2.500 10-25-56   9,546,605 9,266,590
Series 2017-1, Class A1 (C)(H) 2.750 10-25-56   3,377,999 3,306,231
Series 2017-2, Class A1 (C)(H) 2.750 04-25-57   3,509,406 3,438,088
Series 2018-1, Class A1 (C)(H) 3.000 01-25-58   8,277,542 8,124,815
22 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

 

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
Series 2018-3, Class A1 (C)(H) 3.750 05-25-58   12,405,660 $12,447,971
Series 2018-4, Class A1 (C)(H) 3.000 06-25-58   20,174,475 19,670,333
Series 2018-5, Class A1A (C)(H) 3.250 07-25-58   5,119,060 5,058,669
Series 2018-6, Class A1A (C)(H) 3.750 03-25-58   34,362,711 34,433,969
Series 2019-1, Class A1 (C)(H) 3.750 03-25-58   14,017,917 14,024,019
Toyota Auto Receivables Owner Trust          
Series 2017-C, Class A4 1.980 12-15-22   12,815,000 12,589,122
Series 2018-C, Class A3 3.020 12-15-22   23,705,000 23,842,363
Triton Container Finance V LLC
Series 2018-1A, Class A (C)
3.950 03-20-43   17,898,708 17,845,376
Vantage Data Centers Issuer LLC
Series 2018-1A, Class A2 (C)
4.072 02-16-43   12,568,050 12,640,708
VSE VOI Mortgage LLC
Series 2017-A, Class A (C)
2.330 03-20-35   12,223,585 11,924,945
Wachovia Student Loan Trust
Series 2006-1, Class B (3 month LIBOR + 0.240%) (B)(C)
3.011 04-25-40   2,881,890 2,732,649
Westgate Resorts LLC          
Series 2015-2A, Class B (C) 4.000 07-20-28   1,568,369 1,564,032
Series 2016-1A, Class A (C) 3.500 12-20-28   1,524,303 1,523,224
Series 2017-1A, Class A (C) 3.050 12-20-30   4,980,807 4,942,792
Westlake Automobile Receivables Trust
Series 2019-1A, Class C (C)
4.050 03-15-24   10,588,000 10,598,697
World Omni Auto Receivables Trust
Series 2018-A, Class A3
2.500 04-17-23   21,215,000 21,118,300
World Omni Automobile Lease Securitization Trust
Series 2018-B, Class A3
3.190 12-15-21   16,525,000 16,584,969
    
        Shares Value
Preferred securities 0.2%         $33,864,022
(Cost $33,727,943)          
Consumer staples 0.0%         2,432,424
Food and staples retailing 0.0%      
Ocean Spray Cranberries, Inc., 6.250% (C)   28,284 2,432,424
Financials 0.1%         12,466,130
Banks 0.1%      
GMAC Capital Trust I (3 month LIBOR + 5.785%), 8.469% (B)   374,059 9,721,793
Wells Fargo & Company, Series L, 7.500%   2,139 2,744,337
Utilities 0.1%         18,965,468
Multi-utilities 0.1%      
Dominion Energy, Inc., 6.750%   255,022 12,562,384
DTE Energy Company, 6.500%   115,600 6,403,084
    
    Yield (%)   Shares Value
Securities lending collateral 3.8%         $536,925,267
(Cost $536,893,576)          
John Hancock Collateral Trust (I)   2.5250(J)   53,654,432 536,925,267
    
  Yield* (%) Maturity date   Par value^ Value
Short-term investments 1.8%         $263,263,945
(Cost $263,264,000)          
Certificate of deposit 0.1%         13,799,945
Bank of Tokyo Mitsubishi UFJ, Ltd. 2.380 03-06-19   13,800,000 13,799,945
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 23

 

  Yield* (%) Maturity date   Par value^ Value
U.S. Government Agency 0.3%         $46,657,000
Federal Agricultural Mortgage Corp. Discount Note 2.250 03-01-19   13,308,000 13,308,000
Federal Home Loan Bank Discount Note 2.250 03-01-19   33,349,000 33,349,000
    
        Par value^ Value
Repurchase agreement 1.4%         202,807,000
Barclays Tri-Party Repurchase Agreement dated 2-28-19 at 2.550% to be repurchased at $197,939,020 on 3-1-19, collateralized by $207,631,600 U.S. Treasury Inflation Indexed Bonds, 1.000% due 2-15-49 (valued at $201,897,878, including interest)       197,925,000 197,925,000
Repurchase Agreement with State Street Corp. dated 2-28-19 at 1.300% to be repurchased at $4,882,176 on 3-1-19, collateralized by $4,980,000 U.S. Treasury Notes, 2.500% due 2-28-21 (valued at $4,980,000, including interest)       4,882,000 4,882,000
    
Total investments (Cost $15,019,984,768) 103.8%       $14,894,913,653
Other assets and liabilities, net (3.8%)       (538,692,359)
Total net assets 100.0%         $14,356,221,294
    
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund.
^All par values are denominated in U.S. dollars unless otherwise indicated.
Security Abbreviations and Legend
CMT Constant Maturity Treasury
IO Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period.
ISDAFIX International Swaps and Derivatives Association Fixed Interest Rate Swap Rate
LIBOR London Interbank Offered Rate
(A) All or a portion of this security is on loan as of 2-28-19. The value of securities on loan amounted to $526,055,506.
(B) Variable rate obligation. The coupon rate shown represents the rate at period end.
(C) These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $3,344,115,760 or 23.3% of the fund's net assets as of 2-28-19.
(D) Non-income producing - Issuer is in default.
(E) Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.
(F) Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date.
(G) Term loans are variable rate obligations. The coupon rate shown represents the rate at period end.
(H) Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end.
(I) Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending.
(J) The rate shown is the annualized seven-day yield as of 2-28-19.
* Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end.
The fund had the following country composition as a percentage of net assets on 2-28-19:
United States 88.7%
United Kingdom 2.4%
Canada 1.6%
Netherlands 1.4%
Other countries 5.9%
TOTAL 100.0%
24 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

Notes to Fund's investments (unaudited)

Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 p.m., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the fund's Valuation Policies and Procedures.

In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on the evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Equity securities held by the fund are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust, are valued at their respective NAVs each business day.

In certain instances, the Pricing Committee may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the fund's Pricing Committee following procedures established by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund's own assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the fund's investments as of February 28, 2019, by major security category or type:

         
  Total
Value at
2-28-19
Level 1
Quoted
Price
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Investments in securities:        
Assets        
U.S. Government and Agency obligations $5,595,425,869 $5,595,425,869
Foreign government obligations 57,469,054 57,469,054
Corporate bonds 6,050,865,643 6,050,865,643
Convertible bonds 8,950,266 8,950,266
Capital preferred securities 4,731,179 4,731,179
Term loans 34,876,097 34,876,097
Collateralized mortgage obligations 754,043,159 754,043,159
Asset backed securities 1,554,499,152 1,554,499,152
Preferred securities 33,864,022 $31,431,598 2,432,424
Securities lending collateral 536,925,267 536,925,267
Short-term investments 263,263,945 263,263,945
Total investments in securities $14,894,913,653 $568,356,865 $14,326,556,788

Repurchase agreements. The fund may enter into repurchase agreements. When the fund enters into a repurchase agreement, it receives collateral that is held in a segregated account by the fund's custodian, or for tri-party repurchase agreements, collateral is held at a third-party custodian bank in a segregated account for the benefit of the fund. The collateral amount is marked-to-market and monitored on a daily basis to ensure that the collateral held is in an amount not less than the principal amount of the repurchase agreement plus any accrued interest. Collateral received by the fund for repurchase agreements is disclosed in the Fund's investments as part of the caption related to the repurchase agreement.

Repurchase agreements are typically governed by the terms and conditions of the Master Repurchase Agreement and/or Global Master Repurchase Agreement (collectively, MRA). Upon an event of default, the non-defaulting party may close out all transactions traded under the MRA and net amounts owed. Absent an event of default, assets and liabilities resulting from repurchase agreements are not offset. In the event of a default by the counterparty, realization of the collateral proceeds could be delayed, during which time the collateral value may decline or the counterparty may have insufficient assets to pay back claims resulting from close-out of the transactions.

Mortgage and asset backed securities. The fund may invest in mortgage-related securities, such as mortgage-backed securities, and other asset-backed securities, which are debt obligations that represent interests in pools of mortgages or other income-bearing assets, such as consumer loans or receivables. Such securities often

       25


involve risks that are different from the risks associated with investing in other types of debt securities. Mortgage-backed and other asset-backed securities are subject to changes in the payment patterns of borrowers of the underlying debt. When interest rates fall, borrowers are more likely to refinance or prepay their debt before its stated maturity. This may result in the fund having to reinvest the proceeds in lower yielding securities, effectively reducing the fund's income. Conversely, if interest rates rise and borrowers repay their debt more slowly than expected, the time in which the mortgage-backed and other asset-backed securities are paid off could be extended, reducing the fund's cash available for reinvestment in higher yielding securities. The timely payment of principal and interest of certain mortgage-related securities is guaranteed with the full faith and credit of the U.S. Government. Pools created and guaranteed by non-governmental issuers, including government-sponsored corporations (e.g. FNMA), may be supported by various forms of insurance or guarantees, but there can be no assurance that private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. The fund is also subject to risks associated with securities with contractual cash flows including asset-backed and mortgage related securities such as collateralized mortgage obligations, mortgage pass-through securities and commercial mortgage-backed securities. The value, liquidity and related income of these securities are sensitive to changes in economic conditions, including real estate value, pre-payments, delinquencies and/or defaults, and may be adversely affected by shifts in the market's perception of the issuers and changes in interest rates.

Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's purchases and sales of the affiliated underlying funds as well as income and capital gains earned, if any, during the period is as follows:

                                                           
                                  Dividends and distributions                       
  Fund     Beginning
share
amount
    Shares
purchased
    Shares
sold
    Ending
share
amount
    Income
distributions
received
    Capital gain
distributions
received
    Realized
gain (loss)
    Change in
unrealized
appreciation
(depreciation)
    Ending
value
 
  John Hancock Collateral Trust         100,321,142     (46,666,710 )   53,654,432             ($17,072 )   $31,691     $536,925,267  

For additional information on the fund's significant accounting policies, please refer to the fund's most recent semiannual or annual shareholder report.

       26


More information

     
How to contact us
Internet www.jhinvestments.com  
Mail Regular mail:
John Hancock Signature Services, Inc.
P.O. Box 55913
Boston, MA 02205-5913
Express mail:
John Hancock Signature Services, Inc.
30 Dan Road
Canton, MA 02021
Phone Customer service representatives
EASI-Line
TDD line
800-225-5291
800-338-8080
800-231-5469

     
  21Q3 02/19
This report is for the information of the shareholders of John Hancock Bond Fund.   4/19


ITEM 2. 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-Q, the registrant's principal executive officer and principal accounting 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 registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.

ITEM 3. EXHIBITS.

Separate certifications for the registrant's principal executive officer and principal accounting officer, as required by Rule 30a-2(a) under the Investment Company Act of 1940, are attached.


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/ Andrew Arnott
Andrew Arnott
President
  
Date:     April 24, 2019

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/ Andrew Arnott
Andrew Arnott
President
  
Date:     April 24, 2019

By:     /s/ Charles A. Rizzo
Charles A. Rizzo
Chief Financial Officer
 
Date:     April 24, 2019