Fund’s investments |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 28.4% | $6,855,696,683 | ||||
(Cost $6,917,439,365) | |||||
U.S. Government 14.3% | 3,451,273,474 | ||||
U.S. Treasury | |||||
Bond | 1.875 | 02-15-52 | 1,393,355,700 | 1,299,957,314 | |
Bond | 2.250 | 02-15-52 | 163,656,000 | 166,724,550 | |
Bond | 2.375 | 02-15-42 | 601,623,000 | 614,313,485 | |
Bond | 2.500 | 02-15-45 | 137,682,000 | 142,140,530 | |
Bond | 3.125 | 11-15-41 | 178,939,000 | 203,801,735 | |
Note | 0.250 | 06-15-24 | 81,192,000 | 78,819,671 | |
Note | 0.375 | 08-15-24 | 46,725,000 | 45,381,656 | |
Note | 0.500 | 11-30-23 | 46,500,000 | 45,757,090 | |
Note | 0.625 | 10-15-24 | 72,810,000 | 70,995,438 | |
Note | 0.875 | 01-31-24 | 188,040,000 | 186,005,349 | |
Note | 1.875 | 02-28-27 | 237,467,000 | 239,043,928 | |
Note | 1.875 | 02-15-32 | 356,994,000 | 358,332,728 | |
U.S. Government Agency 14.1% | 3,404,423,209 | ||||
Federal Home Loan Mortgage Corp. | |||||
30 Yr Pass Thru | 2.000 | 09-01-50 | 138,801,565 | 133,842,074 | |
30 Yr Pass Thru | 2.000 | 11-01-50 | 26,345,478 | 25,412,366 | |
30 Yr Pass Thru | 2.000 | 11-01-51 | 16,413,233 | 15,785,742 | |
30 Yr Pass Thru | 2.000 | 12-01-51 | 54,762,850 | 52,634,995 | |
30 Yr Pass Thru | 2.000 | 01-01-52 | 18,998,473 | 18,245,429 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 32,092,092 | 31,886,782 | |
30 Yr Pass Thru | 2.500 | 10-01-50 | 147,443,407 | 146,730,518 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 51,850,908 | 51,430,070 | |
30 Yr Pass Thru | 2.500 | 12-01-51 | 17,013,745 | 16,811,855 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 3,952,964 | 4,098,492 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 12,896,339 | 13,286,486 | |
30 Yr Pass Thru | 3.000 | 05-01-46 | 2,334,029 | 2,407,557 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 5,508,908 | 5,665,237 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 4,133,695 | 4,250,482 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 7,424,341 | 7,618,784 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 55,106,220 | 56,623,498 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 41,208,952 | 42,223,825 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 9,722,614 | 10,022,824 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 27,113,556 | 27,823,660 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 14,517,059 | 14,742,804 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 18,079,690 | 18,384,565 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 17,685,757 | 17,938,669 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 14,703,143 | 14,973,134 | |
30 Yr Pass Thru | 3.000 | 02-01-50 | 9,627,394 | 9,804,180 | |
30 Yr Pass Thru (A) | 3.000 | 06-01-51 | 89,612,358 | 91,157,322 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 2,922,008 | 3,064,138 | |
30 Yr Pass Thru | 3.500 | 04-01-44 | 4,200,337 | 4,423,023 | |
30 Yr Pass Thru | 3.500 | 05-01-45 | 6,847,029 | 7,165,100 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 40,662,003 | 42,627,153 | |
30 Yr Pass Thru | 3.500 | 09-01-46 | 8,989,927 | 9,376,641 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 1,701,446 | 1,772,509 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 15,746,559 | 16,551,860 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 5,161,754 | 5,383,794 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 5,497,069 | 5,742,122 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 7,172,302 | 7,492,035 | |
30 Yr Pass Thru | 3.500 | 01-01-47 | 4,864,061 | 5,097,615 |
2 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.500 | 02-01-47 | 6,835,607 | $7,121,106 | |
30 Yr Pass Thru | 3.500 | 04-01-47 | 9,075,378 | 9,513,981 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 22,851,832 | 23,856,259 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 6,612,324 | 7,083,292 | |
30 Yr Pass Thru | 4.000 | 03-01-42 | 3,551,156 | 3,780,111 | |
30 Yr Pass Thru | 4.000 | 11-01-43 | 2,694,989 | 2,875,481 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 6,980,037 | 7,430,336 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 20,441,222 | 21,619,400 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 8,111,174 | 8,619,870 | |
30 Yr Pass Thru | 4.000 | 05-01-47 | 7,043,630 | 7,485,374 | |
30 Yr Pass Thru | 4.000 | 10-01-47 | 11,516,406 | 12,187,380 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 3,196,202 | 3,370,734 | |
30 Yr Pass Thru | 4.000 | 07-01-48 | 20,101,458 | 21,266,335 | |
30 Yr Pass Thru | 4.000 | 08-01-48 | 9,964,998 | 10,527,677 | |
30 Yr Pass Thru | 5.500 | 11-01-39 | 2,446,988 | 2,756,176 | |
Federal National Mortgage Association | |||||
30 Yr Pass Thru (A) | 2.000 | TBA | 91,256,000 | 87,485,640 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 39,039,654 | 37,644,736 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 22,438,947 | 21,616,499 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 21,783,465 | 21,018,739 | |
30 Yr Pass Thru | 2.000 | 10-01-50 | 26,797,417 | 25,839,923 | |
30 Yr Pass Thru | 2.000 | 11-01-50 | 37,966,007 | 36,541,230 | |
30 Yr Pass Thru (6 month LIBOR + 2.122%) (B) | 2.372 | 07-01-33 | 323 | 335 | |
30 Yr Pass Thru (A) | 2.500 | TBA | 411,285,000 | 405,693,992 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 30,850,929 | 30,692,124 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 33,397,323 | 33,235,847 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 136,504,433 | 135,844,434 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 13,996,504 | 13,891,215 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 72,859,900 | 72,484,854 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 6,139,488 | 6,092,057 | |
30 Yr Pass Thru | 2.500 | 08-01-51 | 48,117,410 | 47,715,600 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 54,237,365 | 53,936,994 | |
30 Yr Pass Thru | 2.500 | 11-01-51 | 49,452,981 | 48,897,065 | |
30 Yr Pass Thru | 2.500 | 01-01-52 | 57,747,646 | 57,116,533 | |
30 Yr Pass Thru | 3.000 | 07-01-42 | 2,250,353 | 2,317,695 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 3,591,233 | 3,694,213 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 2,123,373 | 2,184,261 | |
30 Yr Pass Thru | 3.000 | 04-01-43 | 1,718,421 | 1,768,771 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 18,106,767 | 18,558,083 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 28,203,959 | 28,924,579 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 20,900,203 | 21,434,210 | |
30 Yr Pass Thru | 3.000 | 09-01-46 | 2,902,457 | 2,988,679 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 2,020,986 | 2,076,792 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 15,707,485 | 16,035,187 | |
30 Yr Pass Thru | 3.000 | 01-01-47 | 18,748,647 | 19,268,693 | |
30 Yr Pass Thru | 3.000 | 02-01-47 | 11,090,468 | 11,429,285 | |
30 Yr Pass Thru | 3.000 | 10-01-47 | 22,729,677 | 23,310,427 | |
30 Yr Pass Thru | 3.000 | 11-01-47 | 23,865,453 | 24,475,223 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 42,099,160 | 42,964,311 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 14,662,913 | 15,023,808 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 19,513,546 | 19,816,988 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 33,686,828 | 34,347,521 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 9,370,711 | 9,501,495 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 37,121,080 | 37,930,331 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 3 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.000 | 11-01-49 | 23,477,431 | $23,937,889 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 24,835,102 | 25,291,144 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 19,404,662 | 19,706,410 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 22,636,035 | 22,959,737 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 23,629,198 | 23,996,639 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 20,162,597 | 20,457,229 | |
30 Yr Pass Thru (A) | 3.000 | 01-01-52 | 45,234,429 | 45,961,831 | |
30 Yr Pass Thru (A) | 3.000 | 02-01-52 | 18,929,000 | 19,242,576 | |
30 Yr Pass Thru (A) | 3.000 | 02-01-52 | 41,151,352 | 41,767,012 | |
30 Yr Pass Thru | 3.500 | 11-01-40 | 1,255,412 | 1,323,036 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 1,181,312 | 1,238,001 | |
30 Yr Pass Thru | 3.500 | 08-01-42 | 2,614,727 | 2,739,388 | |
30 Yr Pass Thru | 3.500 | 06-01-43 | 10,456,515 | 10,971,382 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 3,202,728 | 3,360,426 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 3,303,653 | 3,466,321 | |
30 Yr Pass Thru | 3.500 | 01-01-45 | 2,235,313 | 2,353,760 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 6,907,151 | 7,225,667 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 1,788,057 | 1,870,512 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 7,786,548 | 8,145,616 | |
30 Yr Pass Thru | 3.500 | 01-01-46 | 20,500,563 | 21,484,363 | |
30 Yr Pass Thru | 3.500 | 02-01-46 | 12,591,201 | 13,163,961 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 9,113,133 | 9,502,049 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 4,450,695 | 4,640,634 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 20,955,870 | 21,876,386 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 23,722,815 | 24,764,873 | |
30 Yr Pass Thru | 3.500 | 03-01-47 | 27,354,365 | 28,649,975 | |
30 Yr Pass Thru | 3.500 | 05-01-47 | 16,917,333 | 17,723,890 | |
30 Yr Pass Thru | 3.500 | 07-01-47 | 32,415,131 | 33,960,568 | |
30 Yr Pass Thru | 3.500 | 08-01-47 | 21,956,630 | 22,927,967 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 26,252,185 | 27,372,534 | |
30 Yr Pass Thru | 3.500 | 12-01-47 | 12,855,259 | 13,367,720 | |
30 Yr Pass Thru | 3.500 | 01-01-48 | 20,906,922 | 21,740,353 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 5,219,179 | 5,466,379 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 11,755,213 | 12,172,393 | |
30 Yr Pass Thru | 3.500 | 03-01-49 | 3,215,399 | 3,343,578 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 21,481,419 | 22,267,267 | |
30 Yr Pass Thru | 3.500 | 09-01-49 | 6,419,872 | 6,624,635 | |
30 Yr Pass Thru | 3.500 | 12-01-49 | 33,053,119 | 34,097,026 | |
30 Yr Pass Thru | 3.500 | 02-01-50 | 32,025,346 | 33,036,793 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 3,014,378 | 3,224,539 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 4,298,573 | 4,597,823 | |
30 Yr Pass Thru | 4.000 | 11-01-40 | 1,394,873 | 1,491,896 | |
30 Yr Pass Thru | 4.000 | 12-01-40 | 1,713,181 | 1,832,316 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 2,741,863 | 2,934,367 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 3,772,236 | 4,035,661 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 1,690,278 | 1,809,866 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 1,208,661 | 1,293,042 | |
30 Yr Pass Thru | 4.000 | 01-01-42 | 1,779,043 | 1,902,347 | |
30 Yr Pass Thru | 4.000 | 05-01-42 | 2,419,627 | 2,574,078 | |
30 Yr Pass Thru | 4.000 | 09-01-43 | 4,781,671 | 5,125,749 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 4,624,232 | 4,942,530 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 1,756,770 | 1,866,713 | |
30 Yr Pass Thru | 4.000 | 01-01-44 | 3,447,509 | 3,685,888 | |
30 Yr Pass Thru | 4.000 | 12-01-45 | 9,071,934 | 9,614,166 |
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 | 02-01-46 | 4,549,843 | $4,806,148 | |
30 Yr Pass Thru | 4.000 | 04-01-46 | 5,950,768 | 6,285,991 | |
30 Yr Pass Thru | 4.000 | 06-01-46 | 3,610,467 | 3,813,854 | |
30 Yr Pass Thru | 4.000 | 07-01-46 | 7,034,193 | 7,430,448 | |
30 Yr Pass Thru | 4.000 | 10-01-46 | 2,191,370 | 2,313,446 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 8,735,421 | 9,297,804 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 9,275,300 | 9,803,599 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 9,707,166 | 10,332,109 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 2,989,231 | 3,152,858 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 6,357,375 | 6,733,383 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 3,559,942 | 3,751,583 | |
30 Yr Pass Thru | 4.000 | 09-01-48 | 3,135,675 | 3,311,336 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 8,930,317 | 9,420,129 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 11,384,411 | 12,051,518 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 8,408,155 | 8,819,405 | |
30 Yr Pass Thru | 4.000 | 02-01-49 | 7,275,860 | 7,636,276 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 13,803,163 | 14,533,284 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 111 | 128 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 90 | 103 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 1,652 | 1,903 | |
30 Yr Pass Thru | 7.000 | 01-01-32 | 55 | 64 | |
30 Yr Pass Thru | 7.000 | 05-01-32 | 104 | 121 | |
30 Yr Pass Thru | 7.000 | 06-01-32 | 32 | 36 | |
30 Yr Pass Thru | 7.500 | 09-01-29 | 35 | 40 | |
30 Yr Pass Thru | 7.500 | 12-01-29 | 40 | 45 | |
30 Yr Pass Thru | 7.500 | 01-01-31 | 16 | 18 | |
30 Yr Pass Thru | 7.500 | 05-01-31 | 108 | 123 | |
30 Yr Pass Thru | 7.500 | 08-01-31 | 70 | 75 | |
Government National Mortgage Association | |||||
30 Yr Pass Thru | 5.000 | 04-15-35 | 1,797 | 1,985 | |
30 Yr Pass Thru | 5.000 | 04-15-35 | 1,224 | 1,353 | |
30 Yr Pass Thru | 5.500 | 03-15-35 | 1,943 | 2,138 | |
30 Yr Pass Thru | 6.000 | 03-15-33 | 1,854 | 2,063 | |
30 Yr Pass Thru | 6.000 | 06-15-33 | 539 | 598 | |
30 Yr Pass Thru | 6.500 | 09-15-28 | 84 | 92 | |
30 Yr Pass Thru | 6.500 | 09-15-29 | 94 | 102 | |
30 Yr Pass Thru | 6.500 | 08-15-31 | 167 | 186 | |
30 Yr Pass Thru | 7.000 | 04-15-29 | 449 | 497 | |
30 Yr Pass Thru | 8.000 | 10-15-26 | 226 | 246 | |
Foreign government obligations 0.4% | $101,975,492 | ||||
(Cost $101,225,291) | |||||
Argentina 0.1% | 29,017,300 | ||||
Republic of Argentina Bond (2.500% to 7-9-22, then 3.500% to 7-9-29, then 4.875% thereafter) | 2.500 | 07-09-41 | 85,345,000 | 29,017,300 | |
Qatar 0.1% | 22,472,952 | ||||
State of Qatar Bond (C) | 5.103 | 04-23-48 | 17,804,000 | 22,472,952 | |
Saudi Arabia 0.2% | 50,485,240 | ||||
Kingdom of Saudi Arabia Bond (C) | 4.375 | 04-16-29 | 45,688,000 | 50,485,240 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 5 |
Rate (%) | Maturity date | Par value^ | Value | ||
Corporate bonds 53.2% | $12,847,482,431 | ||||
(Cost $13,088,156,471) | |||||
Communication services 6.6% | 1,602,558,584 | ||||
Diversified telecommunication services 2.1% | |||||
AT&T, Inc. | 3.100 | 02-01-43 | 109,930,000 | 98,125,212 | |
AT&T, Inc. | 3.500 | 06-01-41 | 36,838,000 | 35,026,996 | |
AT&T, Inc. | 3.650 | 06-01-51 | 33,805,000 | 31,890,504 | |
C&W Senior Financing DAC (C) | 6.875 | 09-15-27 | 20,070,000 | 20,797,136 | |
Connect Finco SARL (C) | 6.750 | 10-01-26 | 23,292,000 | 23,583,150 | |
GCI LLC (C) | 4.750 | 10-15-28 | 15,091,000 | 14,811,967 | |
Kenbourne Invest SA (C) | 4.700 | 01-22-28 | 5,139,000 | 4,766,423 | |
Kenbourne Invest SA (C) | 6.875 | 11-26-24 | 8,255,000 | 8,347,869 | |
Level 3 Financing, Inc. (C) | 3.400 | 03-01-27 | 25,465,000 | 25,047,883 | |
Switch, Ltd. (C) | 3.750 | 09-15-28 | 5,023,000 | 4,765,973 | |
Telecom Argentina SA (C) | 8.000 | 07-18-26 | 13,564,000 | 12,610,858 | |
Telecom Italia Capital SA | 7.200 | 07-18-36 | 13,538,000 | 13,741,070 | |
Telecom Italia SpA (C) | 5.303 | 05-30-24 | 15,555,000 | 16,008,662 | |
Telefonica Emisiones SA | 5.213 | 03-08-47 | 48,489,000 | 52,711,799 | |
Telesat Canada (C) | 5.625 | 12-06-26 | 10,393,000 | 7,638,855 | |
Total Play Telecomunicaciones SA de CV (C) | 6.375 | 09-20-28 | 17,481,000 | 15,736,396 | |
Total Play Telecomunicaciones SA de CV (C) | 7.500 | 11-12-25 | 32,912,000 | 32,089,529 | |
Verizon Communications, Inc. | 4.329 | 09-21-28 | 53,889,000 | 58,678,998 | |
Verizon Communications, Inc. | 4.400 | 11-01-34 | 20,489,000 | 22,588,114 | |
Entertainment 0.9% | |||||
AMC Entertainment Holdings, Inc. (C)(D) | 10.000 | 06-15-26 | 30,874,000 | 28,519,858 | |
Lions Gate Capital Holdings LLC (C) | 5.500 | 04-15-29 | 20,010,000 | 19,030,511 | |
Live Nation Entertainment, Inc. (C) | 4.750 | 10-15-27 | 25,118,000 | 24,678,937 | |
Netflix, Inc. | 4.875 | 04-15-28 | 42,788,000 | 45,838,784 | |
Netflix, Inc. (C) | 4.875 | 06-15-30 | 18,644,000 | 20,329,884 | |
Netflix, Inc. (C) | 5.375 | 11-15-29 | 6,259,000 | 6,990,521 | |
Netflix, Inc. | 5.875 | 11-15-28 | 32,839,000 | 37,129,415 | |
Playtika Holding Corp. (C) | 4.250 | 03-15-29 | 3,450,000 | 3,208,500 | |
WMG Acquisition Corp. (C) | 3.000 | 02-15-31 | 27,912,000 | 25,236,077 | |
WMG Acquisition Corp. (C) | 3.875 | 07-15-30 | 18,861,000 | 18,106,560 | |
Interactive media and services 0.2% | |||||
ANGI Group LLC (C) | 3.875 | 08-15-28 | 14,872,000 | 13,198,900 | |
Match Group Holdings II LLC (C)(D) | 3.625 | 10-01-31 | 9,772,000 | 9,112,390 | |
Match Group Holdings II LLC (C) | 4.125 | 08-01-30 | 14,047,000 | 13,597,215 | |
Twitter, Inc. (C) | 3.875 | 12-15-27 | 14,798,000 | 14,548,284 | |
Media 2.0% | |||||
Altice Financing SA (C) | 5.000 | 01-15-28 | 6,979,000 | 6,288,568 | |
Altice France Holding SA (C) | 10.500 | 05-15-27 | 4,417,000 | 4,624,599 | |
Cable One, Inc. (C) | 4.000 | 11-15-30 | 7,808,000 | 7,222,244 | |
CCO Holdings LLC (C) | 4.500 | 06-01-33 | 14,410,000 | 13,509,375 | |
Charter Communications Operating LLC | 3.900 | 06-01-52 | 16,253,000 | 14,136,027 | |
Charter Communications Operating LLC | 4.200 | 03-15-28 | 41,271,000 | 43,037,267 | |
Charter Communications Operating LLC | 4.800 | 03-01-50 | 49,824,000 | 48,722,348 | |
Charter Communications Operating LLC | 5.750 | 04-01-48 | 50,036,000 | 55,308,432 | |
Charter Communications Operating LLC | 6.484 | 10-23-45 | 38,852,000 | 46,422,002 | |
Clear Channel Outdoor Holdings, Inc. (C) | 7.750 | 04-15-28 | 6,698,000 | 6,999,410 | |
Comcast Corp. | 4.150 | 10-15-28 | 49,053,000 | 53,168,704 | |
Globo Comunicacao e Participacoes SA (C) | 4.875 | 01-22-30 | 25,650,000 | 22,924,944 | |
LCPR Senior Secured Financing DAC (C) | 5.125 | 07-15-29 | 8,324,000 | 7,999,364 | |
LCPR Senior Secured Financing DAC (C) | 6.750 | 10-15-27 | 10,382,000 | 10,726,942 |
6 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Media (continued) | |||||
Midas OpCo Holdings LLC (C) | 5.625 | 08-15-29 | 35,953,000 | $35,233,940 | |
News Corp. (C) | 3.875 | 05-15-29 | 15,978,000 | 15,298,935 | |
News Corp. (C) | 5.125 | 02-15-32 | 7,787,000 | 7,962,208 | |
Radiate Holdco LLC (C) | 6.500 | 09-15-28 | 13,010,000 | 12,359,500 | |
Sirius XM Radio, Inc. (C) | 4.000 | 07-15-28 | 23,177,000 | 22,278,891 | |
Sirius XM Radio, Inc. (C) | 5.000 | 08-01-27 | 29,806,000 | 30,209,424 | |
Townsquare Media, Inc. (C) | 6.875 | 02-01-26 | 6,842,000 | 6,978,840 | |
Univision Communications, Inc. (C) | 4.500 | 05-01-29 | 7,188,000 | 6,880,246 | |
Videotron, Ltd. (C) | 3.625 | 06-15-29 | 11,982,000 | 11,401,352 | |
Virgin Media Finance PLC (C) | 5.000 | 07-15-30 | 5,989,000 | 5,665,893 | |
Wireless telecommunication services 1.4% | |||||
Millicom International Cellular SA (C) | 4.500 | 04-27-31 | 2,745,000 | 2,568,497 | |
Millicom International Cellular SA (C) | 5.125 | 01-15-28 | 3,690,000 | 3,560,850 | |
Millicom International Cellular SA (C) | 6.250 | 03-25-29 | 14,440,500 | 14,938,697 | |
MTN Mauritius Investments, Ltd. (C) | 4.755 | 11-11-24 | 12,421,000 | 12,460,451 | |
Oztel Holdings SPC, Ltd. (C)(D) | 6.625 | 04-24-28 | 13,917,000 | 14,635,312 | |
SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year ICE Swap Rate + 4.854%) (E) | 6.875 | 07-19-27 | 39,125,000 | 38,246,253 | |
Sprint Corp. | 7.875 | 09-15-23 | 18,175,000 | 19,538,125 | |
Telefonica Celular del Paraguay SA (C) | 5.875 | 04-15-27 | 13,976,000 | 14,213,452 | |
T-Mobile USA, Inc. | 2.050 | 02-15-28 | 35,500,000 | 33,763,946 | |
T-Mobile USA, Inc. | 2.550 | 02-15-31 | 14,702,000 | 13,779,973 | |
T-Mobile USA, Inc. | 2.875 | 02-15-31 | 3,484,000 | 3,269,107 | |
T-Mobile USA, Inc. | 3.375 | 04-15-29 | 29,680,000 | 29,044,848 | |
T-Mobile USA, Inc. | 3.750 | 04-15-27 | 19,854,000 | 20,614,391 | |
T-Mobile USA, Inc. | 3.875 | 04-15-30 | 40,030,000 | 41,394,670 | |
T-Mobile USA, Inc. | 4.500 | 04-15-50 | 24,546,000 | 25,590,677 | |
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) | 7.000 | 04-04-79 | 37,015,000 | 41,086,650 | |
Consumer discretionary 6.7% | 1,615,483,567 | ||||
Auto components 0.1% | |||||
Aptiv PLC | 3.250 | 03-01-32 | 10,712,000 | 10,746,137 | |
Aptiv PLC | 4.150 | 05-01-52 | 5,906,000 | 5,936,758 | |
Dealer Tire LLC (C) | 8.000 | 02-01-28 | 7,968,000 | 7,970,629 | |
LCM Investments Holdings II LLC (C) | 4.875 | 05-01-29 | 6,100,000 | 5,812,202 | |
Automobiles 1.8% | |||||
Daimler Finance North America LLC (C) | 3.500 | 08-03-25 | 13,005,000 | 13,487,249 | |
Daimler Trucks Finance North America LLC (C) | 1.625 | 12-13-24 | 21,757,000 | 21,338,791 | |
Ford Motor Company | 3.250 | 02-12-32 | 12,146,000 | 11,460,844 | |
Ford Motor Credit Company LLC | 2.900 | 02-16-28 | 4,515,000 | 4,244,100 | |
Ford Motor Credit Company LLC | 4.000 | 11-13-30 | 13,199,000 | 13,093,408 | |
Ford Motor Credit Company LLC | 4.125 | 08-17-27 | 27,811,000 | 28,012,630 | |
Ford Motor Credit Company LLC | 4.134 | 08-04-25 | 69,096,000 | 69,873,330 | |
Ford Motor Credit Company LLC | 5.113 | 05-03-29 | 41,238,000 | 43,472,687 | |
General Motors Company | 5.400 | 04-01-48 | 11,218,000 | 12,444,399 | |
General Motors Financial Company, Inc. | 2.400 | 10-15-28 | 54,878,000 | 51,912,378 | |
General Motors Financial Company, Inc. | 3.600 | 06-21-30 | 60,147,000 | 60,356,368 | |
General Motors Financial Company, Inc. | 4.350 | 01-17-27 | 26,351,000 | 27,692,407 | |
Hyundai Capital America (C) | 1.000 | 09-17-24 | 27,108,000 | 26,068,155 | |
Hyundai Capital America (C) | 1.800 | 10-15-25 | 11,797,000 | 11,398,878 | |
Hyundai Capital America (C) | 2.375 | 10-15-27 | 10,962,000 | 10,557,537 | |
Nissan Motor Acceptance Company LLC (C) | 1.125 | 09-16-24 | 13,599,000 | 13,090,998 | |
Nissan Motor Acceptance Company LLC (C) | 3.450 | 03-15-23 | 15,660,000 | 15,877,384 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Diversified consumer services 0.3% | |||||
GEMS MENASA Cayman, Ltd. (C) | 7.125 | 07-31-26 | 14,169,000 | $14,350,363 | |
Service Corp. International | 3.375 | 08-15-30 | 13,077,000 | 12,019,201 | |
Service Corp. International | 4.000 | 05-15-31 | 18,037,000 | 17,090,058 | |
Sotheby’s (C) | 7.375 | 10-15-27 | 11,899,000 | 12,390,548 | |
StoneMor, Inc. (C) | 8.500 | 05-15-29 | 23,398,000 | 23,573,485 | |
Hotels, restaurants and leisure 3.0% | |||||
Affinity Gaming (C) | 6.875 | 12-15-27 | 10,496,000 | 10,338,560 | |
Booking Holdings, Inc. | 4.625 | 04-13-30 | 31,952,000 | 35,718,959 | |
Caesars Resort Collection LLC (C) | 5.750 | 07-01-25 | 8,009,000 | 8,212,709 | |
CCM Merger, Inc. (C) | 6.375 | 05-01-26 | 7,806,000 | 7,984,211 | |
Choice Hotels International, Inc. | 3.700 | 12-01-29 | 15,994,000 | 16,473,288 | |
Choice Hotels International, Inc. | 3.700 | 01-15-31 | 17,414,000 | 17,627,673 | |
Dave & Buster’s, Inc. (C) | 7.625 | 11-01-25 | 2,467,000 | 2,584,183 | |
Expedia Group, Inc. | 2.950 | 03-15-31 | 19,436,000 | 18,641,852 | |
Expedia Group, Inc. | 3.250 | 02-15-30 | 29,897,000 | 29,489,144 | |
Expedia Group, Inc. | 3.800 | 02-15-28 | 44,372,000 | 45,614,158 | |
Expedia Group, Inc. | 4.625 | 08-01-27 | 26,562,000 | 28,432,433 | |
Expedia Group, Inc. | 5.000 | 02-15-26 | 34,335,000 | 36,969,566 | |
Full House Resorts, Inc. (C) | 8.250 | 02-15-28 | 9,279,000 | 9,302,198 | |
Hilton Domestic Operating Company, Inc. (C) | 3.625 | 02-15-32 | 17,276,000 | 16,422,566 | |
Hilton Domestic Operating Company, Inc. (C) | 4.000 | 05-01-31 | 11,127,000 | 10,875,697 | |
Hilton Domestic Operating Company, Inc. | 4.875 | 01-15-30 | 22,841,000 | 23,497,450 | |
Hilton Domestic Operating Company, Inc. (C) | 5.750 | 05-01-28 | 6,395,000 | 6,682,775 | |
Hilton Grand Vacations Borrower Escrow LLC (C) | 4.875 | 07-01-31 | 13,024,000 | 12,405,360 | |
Hilton Grand Vacations Borrower Escrow LLC (C) | 5.000 | 06-01-29 | 16,411,000 | 16,082,780 | |
Hyatt Hotels Corp. | 1.800 | 10-01-24 | 14,464,000 | 14,151,027 | |
Hyatt Hotels Corp. | 5.750 | 04-23-30 | 16,817,000 | 19,385,321 | |
International Game Technology PLC (C) | 4.125 | 04-15-26 | 2,543,000 | 2,504,855 | |
International Game Technology PLC (C) | 5.250 | 01-15-29 | 4,076,000 | 4,157,602 | |
International Game Technology PLC (C) | 6.500 | 02-15-25 | 11,430,000 | 12,144,375 | |
Jacobs Entertainment, Inc. (C) | 6.750 | 02-15-29 | 7,253,000 | 7,280,199 | |
Life Time, Inc. (C) | 8.000 | 04-15-26 | 8,064,000 | 8,044,485 | |
Marriott International, Inc. | 2.850 | 04-15-31 | 25,741,000 | 24,534,869 | |
Marriott International, Inc. | 3.125 | 06-15-26 | 9,705,000 | 9,866,369 | |
Marriott International, Inc. | 3.500 | 10-15-32 | 14,685,000 | 14,641,755 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 24,226,000 | 26,157,950 | |
Marriott Ownership Resorts, Inc. (C) | 4.500 | 06-15-29 | 2,771,000 | 2,625,523 | |
MGM Resorts International | 4.750 | 10-15-28 | 29,131,000 | 29,003,770 | |
Midwest Gaming Borrower LLC (C) | 4.875 | 05-01-29 | 16,228,000 | 15,822,300 | |
Mohegan Gaming & Entertainment (C) | 8.000 | 02-01-26 | 20,734,000 | 20,941,340 | |
New Red Finance, Inc. (C) | 4.000 | 10-15-30 | 36,819,000 | 34,011,551 | |
Papa John’s International, Inc. (C) | 3.875 | 09-15-29 | 2,912,000 | 2,708,160 | |
Premier Entertainment Sub LLC (C) | 5.625 | 09-01-29 | 11,856,000 | 10,753,748 | |
Premier Entertainment Sub LLC (C) | 5.875 | 09-01-31 | 33,280,000 | 29,952,000 | |
Resorts World Las Vegas LLC (C) | 4.625 | 04-16-29 | 19,445,000 | 18,197,056 | |
Resorts World Las Vegas LLC (C) | 4.625 | 04-06-31 | 8,500,000 | 7,793,770 | |
Travel + Leisure Company (C) | 4.625 | 03-01-30 | 9,653,000 | 9,146,218 | |
Travel + Leisure Company | 6.600 | 10-01-25 | 9,936,000 | 10,610,108 | |
Wyndham Hotels & Resorts, Inc. (C) | 4.375 | 08-15-28 | 9,046,000 | 8,910,310 | |
Yum! Brands, Inc. | 3.625 | 03-15-31 | 17,351,000 | 16,213,295 | |
Yum! Brands, Inc. (C) | 4.750 | 01-15-30 | 13,022,000 | 13,217,330 |
8 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Household durables 0.4% | |||||
Brookfield Residential Properties, Inc. (C) | 5.000 | 06-15-29 | 9,597,000 | $9,033,176 | |
Century Communities, Inc. (C) | 3.875 | 08-15-29 | 23,828,000 | 22,092,368 | |
Century Communities, Inc. | 6.750 | 06-01-27 | 17,310,000 | 17,902,348 | |
Empire Communities Corp. (C) | 7.000 | 12-15-25 | 4,974,000 | 4,924,260 | |
KB Home | 4.000 | 06-15-31 | 18,228,000 | 17,498,880 | |
MDC Holdings, Inc. | 2.500 | 01-15-31 | 10,454,000 | 9,489,995 | |
Toll Brothers Finance Corp. (D) | 3.800 | 11-01-29 | 5,033,000 | 5,054,158 | |
Internet and direct marketing retail 0.5% | |||||
Amazon.com, Inc. | 3.150 | 08-22-27 | 47,832,000 | 49,985,258 | |
Amazon.com, Inc. | 4.050 | 08-22-47 | 25,692,000 | 28,622,028 | |
eBay, Inc. | 2.700 | 03-11-30 | 34,480,000 | 33,426,447 | |
QVC, Inc. | 5.450 | 08-15-34 | 11,630,000 | 9,885,500 | |
Multiline retail 0.3% | |||||
Dollar Tree, Inc. | 4.200 | 05-15-28 | 48,304,000 | 51,570,525 | |
Macy’s Retail Holdings LLC (C)(D) | 5.875 | 04-01-29 | 4,473,000 | 4,573,643 | |
Specialty retail 0.3% | |||||
Asbury Automotive Group, Inc. (C) | 4.625 | 11-15-29 | 3,401,000 | 3,315,975 | |
Asbury Automotive Group, Inc. | 4.750 | 03-01-30 | 14,462,000 | 14,028,140 | |
AutoNation, Inc. | 4.750 | 06-01-30 | 12,415,000 | 13,377,949 | |
Carvana Company (C)(D) | 4.875 | 09-01-29 | 15,587,000 | 12,995,038 | |
Group 1 Automotive, Inc. (C) | 4.000 | 08-15-28 | 2,525,000 | 2,433,469 | |
Ken Garff Automotive LLC (C) | 4.875 | 09-15-28 | 9,390,000 | 8,989,423 | |
Lithia Motors, Inc. (C) | 3.875 | 06-01-29 | 7,350,000 | 7,253,568 | |
Lithia Motors, Inc. (C) | 4.375 | 01-15-31 | 7,350,000 | 7,405,125 | |
Lithia Motors, Inc. (C) | 4.625 | 12-15-27 | 3,675,000 | 3,757,688 | |
Specialty Building Products Holdings LLC (C) | 6.375 | 09-30-26 | 1,895,000 | 1,909,497 | |
Textiles, apparel and luxury goods 0.0% | |||||
Levi Strauss & Company (C) | 3.500 | 03-01-31 | 5,963,000 | 5,557,337 | |
Consumer staples 1.5% | 347,662,838 | ||||
Beverages 0.2% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 25,824,000 | 28,311,064 | |
Constellation Brands, Inc. | 3.150 | 08-01-29 | 9,389,000 | 9,393,799 | |
Food and staples retailing 0.3% | |||||
Advantage Sales & Marketing, Inc. (C) | 6.500 | 11-15-28 | 24,026,000 | 24,193,701 | |
Albertsons Companies, Inc. (C) | 3.250 | 03-15-26 | 9,675,000 | 9,314,026 | |
Albertsons Companies, Inc. (C) | 3.500 | 03-15-29 | 23,295,000 | 21,664,350 | |
U.S. Foods, Inc. (C) | 4.750 | 02-15-29 | 14,199,000 | 14,045,651 | |
Food products 0.8% | |||||
BRF SA (C)(D) | 5.750 | 09-21-50 | 19,438,000 | 17,426,361 | |
Coruripe Netherlands BV (C) | 10.000 | 02-10-27 | 18,985,000 | 17,418,738 | |
JBS Finance Luxembourg Sarl (C) | 3.625 | 01-15-32 | 17,668,000 | 16,031,060 | |
JBS USA LUX SA (C) | 3.750 | 12-01-31 | 5,619,000 | 5,183,528 | |
Kraft Heinz Foods Company | 4.375 | 06-01-46 | 26,120,000 | 26,773,000 | |
Kraft Heinz Foods Company | 4.875 | 10-01-49 | 5,823,000 | 6,448,973 | |
Kraft Heinz Foods Company | 5.000 | 06-04-42 | 9,573,000 | 10,554,233 | |
Kraft Heinz Foods Company | 5.500 | 06-01-50 | 15,089,000 | 18,069,078 | |
MARB BondCo PLC (C) | 3.950 | 01-29-31 | 26,902,000 | 23,676,450 | |
NBM US Holdings, Inc. (C)(D) | 6.625 | 08-06-29 | 23,263,000 | 24,629,934 | |
Post Holdings, Inc. (C) | 5.500 | 12-15-29 | 16,994,000 | 17,136,495 | |
Simmons Foods, Inc. (C) | 4.625 | 03-01-29 | 2,637,000 | 2,442,759 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer staples (continued) | |||||
Household products 0.1% | |||||
Edgewell Personal Care Company (C) | 4.125 | 04-01-29 | 9,887,000 | $9,283,596 | |
Edgewell Personal Care Company (C) | 5.500 | 06-01-28 | 19,838,000 | 19,937,190 | |
Personal products 0.1% | |||||
Natura Cosmeticos SA (C)(D) | 4.125 | 05-03-28 | 11,873,000 | 11,295,972 | |
Oriflame Investment Holding PLC (C) | 5.125 | 05-04-26 | 17,182,000 | 14,432,880 | |
Energy 5.0% | 1,203,184,942 | ||||
Energy equipment and services 0.2% | |||||
CSI Compressco LP (C) | 7.500 | 04-01-25 | 20,084,000 | 19,832,950 | |
CSI Compressco LP (C) | 7.500 | 04-01-25 | 5,179,000 | 5,114,263 | |
CSI Compressco LP (10.000% Cash or 7.250% Cash and 3.500% PIK) (C) | 10.000 | 04-01-26 | 16,839,837 | 16,334,642 | |
Inkia Energy, Ltd. (C) | 5.875 | 11-09-27 | 4,600,000 | 4,485,046 | |
Oil, gas and consumable fuels 4.8% | |||||
Aker BP ASA (C) | 3.000 | 01-15-25 | 13,687,000 | 13,830,544 | |
Aker BP ASA (C) | 3.750 | 01-15-30 | 15,636,000 | 15,838,907 | |
Aker BP ASA (C) | 4.000 | 01-15-31 | 35,401,000 | 36,224,340 | |
Altera Infrastructure LP (C) | 8.500 | 07-15-23 | 17,682,000 | 9,548,280 | |
Antero Midstream Partners LP (C) | 5.375 | 06-15-29 | 16,047,000 | 16,127,235 | |
Antero Resources Corp. | 5.000 | 03-01-25 | 15,171,000 | 15,360,638 | |
Antero Resources Corp. (C) | 5.375 | 03-01-30 | 5,836,000 | 5,945,425 | |
Ascent Resources Utica Holdings LLC (C) | 5.875 | 06-30-29 | 20,673,000 | 19,665,501 | |
Cheniere Energy Partners LP | 4.000 | 03-01-31 | 32,214,000 | 31,730,790 | |
Cheniere Energy Partners LP | 4.500 | 10-01-29 | 32,119,000 | 32,735,685 | |
Continental Resources, Inc. | 4.900 | 06-01-44 | 13,606,000 | 13,714,032 | |
Coterra Energy, Inc. (C) | 4.375 | 06-01-24 | 15,553,000 | 16,130,344 | |
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (C) | 5.850 | 05-21-43 | 13,527,000 | 12,580,110 | |
Diamondback Energy, Inc. | 3.125 | 03-24-31 | 17,121,000 | 16,713,782 | |
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) | 5.500 | 07-15-77 | 22,814,000 | 22,373,021 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 24,440,000 | 25,485,788 | |
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) | 6.250 | 03-01-78 | 22,746,000 | 23,523,834 | |
Energean Israel Finance, Ltd. (C) | 5.375 | 03-30-28 | 6,461,000 | 6,076,008 | |
Energean Israel Finance, Ltd. (C) | 5.875 | 03-30-31 | 11,574,000 | 10,731,647 | |
Energy Transfer LP | 4.200 | 04-15-27 | 15,466,000 | 16,037,673 | |
Energy Transfer LP | 5.150 | 03-15-45 | 24,388,000 | 24,853,185 | |
Energy Transfer LP | 5.250 | 04-15-29 | 51,517,000 | 56,542,146 | |
Energy Transfer LP | 5.400 | 10-01-47 | 17,042,000 | 18,236,586 | |
Energy Transfer LP | 5.500 | 06-01-27 | 23,511,000 | 25,916,737 | |
Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (E) | 6.500 | 11-15-26 | 30,996,000 | 30,644,505 | |
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) | 5.250 | 08-16-77 | 41,461,000 | 39,341,000 | |
Hess Midstream Operations LP (C) | 4.250 | 02-15-30 | 5,167,000 | 4,987,808 | |
Inversiones Latin America Power Ltda (C) | 5.125 | 06-15-33 | 12,637,071 | 10,867,881 | |
Kinder Morgan Energy Partners LP | 7.750 | 03-15-32 | 15,840,000 | 20,929,759 | |
Leviathan Bond, Ltd. (C) | 6.500 | 06-30-27 | 29,470,000 | 30,217,812 | |
Leviathan Bond, Ltd. (C) | 6.750 | 06-30-30 | 4,949,000 | 5,028,800 | |
Lundin Energy Finance BV (C) | 2.000 | 07-15-26 | 16,820,000 | 16,241,796 | |
Lundin Energy Finance BV (C) | 3.100 | 07-15-31 | 23,855,000 | 22,761,475 | |
MC Brazil Downstream Trading SARL (C)(D) | 7.250 | 06-30-31 | 18,736,000 | 17,330,800 | |
Midwest Connector Capital Company LLC (C) | 3.900 | 04-01-24 | 26,438,000 | 26,994,839 | |
MPLX LP | 4.000 | 03-15-28 | 19,922,000 | 20,775,552 | |
MPLX LP | 4.125 | 03-01-27 | 5,490,000 | 5,773,342 | |
MPLX LP | 4.250 | 12-01-27 | 15,703,000 | 16,557,574 |
10 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (D)(E) | 6.875 | 02-15-23 | 52,996,000 | $52,349,449 | |
New Fortress Energy, Inc. (C) | 6.500 | 09-30-26 | 25,835,000 | 24,778,736 | |
Ovintiv, Inc. | 7.200 | 11-01-31 | 3,846,000 | 4,771,010 | |
Parkland Corp. (C) | 4.500 | 10-01-29 | 12,267,000 | 11,566,800 | |
Parkland Corp. (C) | 4.625 | 05-01-30 | 11,791,000 | 11,157,234 | |
Petrobras Global Finance BV | 6.900 | 03-19-49 | 11,558,000 | 11,529,105 | |
Petrorio Luxembourg Trading Sarl (C) | 6.125 | 06-09-26 | 10,991,000 | 10,730,074 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 13,493,000 | 14,189,459 | |
Sabine Pass Liquefaction LLC | 4.500 | 05-15-30 | 28,938,000 | 31,217,979 | |
Sabine Pass Liquefaction LLC | 5.000 | 03-15-27 | 12,815,000 | 13,904,084 | |
Sabine Pass Liquefaction LLC | 5.875 | 06-30-26 | 16,234,000 | 18,001,373 | |
Southwestern Energy Company | 4.750 | 02-01-32 | 8,945,000 | 8,895,087 | |
Sunoco LP | 4.500 | 05-15-29 | 7,321,000 | 7,015,714 | |
Sunoco LP (C) | 4.500 | 04-30-30 | 17,082,000 | 16,314,677 | |
Targa Resources Partners LP | 4.000 | 01-15-32 | 14,579,000 | 14,360,607 | |
Targa Resources Partners LP | 5.875 | 04-15-26 | 30,970,000 | 31,976,525 | |
The Williams Companies, Inc. | 3.750 | 06-15-27 | 25,351,000 | 26,425,566 | |
The Williams Companies, Inc. | 4.550 | 06-24-24 | 51,970,000 | 54,413,424 | |
The Williams Companies, Inc. | 5.750 | 06-24-44 | 7,401,000 | 8,685,732 | |
TransCanada PipeLines, Ltd. | 4.250 | 05-15-28 | 13,625,000 | 14,497,551 | |
Venture Global Calcasieu Pass LLC (C) | 3.875 | 08-15-29 | 6,187,000 | 6,056,764 | |
Venture Global Calcasieu Pass LLC (C) | 4.125 | 08-15-31 | 10,309,000 | 10,205,910 | |
Financials 12.4% | 3,000,277,914 | ||||
Banks 6.7% | |||||
Australia & New Zealand Banking Group, Ltd. (6.750% to 6-15-26, then 5 Year ICE Swap Rate + 5.168%) (C)(E) | 6.750 | 06-15-26 | 14,230,000 | 15,470,856 | |
Banco Davivienda SA (6.650% to 4-22-31, then 10 Year CMT + 5.097%) (C)(E) | 6.650 | 04-22-31 | 8,079,000 | 7,631,262 | |
Banco Santander SA | 4.379 | 04-12-28 | 19,106,000 | 20,317,754 | |
Bank of America Corp. (2.087% to 6-14-28, then SOFR + 1.060%) | 2.087 | 06-14-29 | 37,794,000 | 35,733,599 | |
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 33,019,000 | 31,564,000 | |
Bank of America Corp. (2.687% to 4-22-31, then SOFR + 1.320%) | 2.687 | 04-22-32 | 62,212,000 | 59,832,795 | |
Bank of America Corp. | 3.248 | 10-21-27 | 37,594,000 | 38,444,456 | |
Bank of America Corp. | 3.950 | 04-21-25 | 32,757,000 | 33,968,845 | |
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (E) | 6.300 | 03-10-26 | 45,996,000 | 49,509,174 | |
Barclays PLC | 4.375 | 01-12-26 | 20,493,000 | 21,591,377 | |
Barclays PLC (4.375% to 3-15-28, then 5 Year CMT + 3.410%) (E) | 4.375 | 03-15-28 | 25,632,000 | 23,517,360 | |
BPCE SA (C) | 4.500 | 03-15-25 | 20,953,000 | 21,754,758 | |
Citigroup, Inc. (2.561% to 5-1-31, then SOFR + 1.167%) | 2.561 | 05-01-32 | 17,677,000 | 16,776,400 | |
Citigroup, Inc. | 3.200 | 10-21-26 | 42,722,000 | 43,559,593 | |
Citigroup, Inc. | 4.600 | 03-09-26 | 52,077,000 | 55,539,198 | |
Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (E) | 4.700 | 01-30-25 | 40,778,000 | 39,913,506 | |
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (E) | 6.250 | 08-15-26 | 28,239,000 | 30,356,925 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 38,429,000 | 38,906,170 | |
Credit Agricole SA (C) | 2.811 | 01-11-41 | 16,269,000 | 13,985,440 | |
Credit Agricole SA (C) | 3.250 | 01-14-30 | 34,359,000 | 33,313,394 | |
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (C)(E) | 7.875 | 01-23-24 | 18,705,000 | 19,920,825 | |
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (E) | 5.100 | 06-30-23 | 19,543,000 | 19,274,284 | |
Freedom Mortgage Corp. (C) | 8.125 | 11-15-24 | 16,897,000 | 16,854,758 | |
Freedom Mortgage Corp. (C) | 8.250 | 04-15-25 | 5,330,000 | 5,316,675 | |
HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (E) | 6.375 | 03-30-25 | 7,004,000 | 7,214,120 | |
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (E) | 6.500 | 04-16-25 | 7,245,000 | 7,552,913 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
Intesa Sanpaolo SpA (4.198% to 6-1-31, then 1 Year CMT + 2.600%) (C) | 4.198 | 06-01-32 | 12,859,000 | $11,631,912 | |
JPMorgan Chase & Co. (2.522% to 4-22-30, then SOFR + 2.040%) | 2.522 | 04-22-31 | 37,839,000 | 36,196,576 | |
JPMorgan Chase & Co. | 2.950 | 10-01-26 | 22,440,000 | 22,833,675 | |
JPMorgan Chase & Co. (2.956% to 5-13-30, then SOFR + 2.515%) | 2.956 | 05-13-31 | 34,052,000 | 33,112,441 | |
JPMorgan Chase & Co. (2.963% to 1-25-32, then SOFR + 1.260%) | 2.963 | 01-25-33 | 7,549,000 | 7,461,544 | |
JPMorgan Chase & Co. (3.960% to 1-29-26, then 3 month LIBOR + 1.245%) | 3.960 | 01-29-27 | 32,034,000 | 33,513,773 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (E) | 4.600 | 02-01-25 | 29,100,000 | 28,576,200 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (E) | 6.750 | 02-01-24 | 37,792,000 | 39,492,640 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 64,749,000 | 68,153,178 | |
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (E) | 7.500 | 06-27-24 | 22,339,000 | 23,595,569 | |
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (E) | 5.125 | 11-01-26 | 10,483,000 | 10,653,349 | |
NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) | 3.754 | 11-01-29 | 12,650,000 | 12,796,050 | |
NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (E) | 6.000 | 12-29-25 | 28,242,000 | 29,159,865 | |
NatWest Markets PLC (C) | 1.600 | 09-29-26 | 38,513,000 | 36,595,855 | |
PNC Bank NA | 4.050 | 07-26-28 | 7,606,000 | 8,109,319 | |
Santander Holdings USA, Inc. (2.490% to 1-6-27, then SOFR + 1.249%) | 2.490 | 01-06-28 | 23,584,000 | 22,908,828 | |
Santander Holdings USA, Inc. | 3.244 | 10-05-26 | 54,351,000 | 54,861,743 | |
Santander Holdings USA, Inc. | 3.450 | 06-02-25 | 47,214,000 | 47,997,062 | |
Santander Holdings USA, Inc. | 3.500 | 06-07-24 | 31,898,000 | 32,515,218 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 11,817,000 | 12,446,701 | |
Societe Generale SA (4.750% to 5-26-26, then 5 Year CMT + 3.931%) (C)(E) | 4.750 | 05-26-26 | 22,976,000 | 21,310,240 | |
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (C)(D)(E) | 5.375 | 11-18-30 | 22,339,000 | 20,998,660 | |
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (E) | 3.400 | 09-15-26 | 38,012,000 | 35,218,118 | |
The PNC Financial Services Group, Inc. (3 month LIBOR + 3.678%) (B)(E) | 3.995 | 05-01-22 | 29,683,000 | 29,684,284 | |
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (E) | 4.850 | 06-01-23 | 14,899,000 | 14,936,248 | |
Wells Fargo & Company (2.393% to 6-2-27, then SOFR + 2.100%) | 2.393 | 06-02-28 | 56,542,000 | 55,259,465 | |
Wells Fargo & Company (2.879% to 10-30-29, then SOFR + 1.432%) | 2.879 | 10-30-30 | 44,389,000 | 43,682,725 | |
Wells Fargo & Company (3.068% to 4-30-40, then SOFR + 2.530%) | 3.068 | 04-30-41 | 25,324,000 | 23,524,270 | |
Wells Fargo & Company (3.350% to 3-2-32, then SOFR + 1.500%) | 3.350 | 03-02-33 | 21,978,000 | 22,258,738 | |
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (E) | 5.875 | 06-15-25 | 66,361,000 | 69,619,325 | |
Capital markets 2.9% | |||||
Ares Capital Corp. | 2.150 | 07-15-26 | 33,646,000 | 31,742,010 | |
Ares Capital Corp. | 2.875 | 06-15-28 | 20,963,000 | 19,414,547 | |
Ares Capital Corp. | 3.875 | 01-15-26 | 23,776,000 | 24,105,138 | |
Ares Capital Corp. | 4.200 | 06-10-24 | 19,386,000 | 20,024,794 | |
Blackstone Private Credit Fund (C) | 2.350 | 11-22-24 | 24,290,000 | 23,617,267 | |
Blackstone Private Credit Fund (C) | 2.700 | 01-15-25 | 19,200,000 | 18,733,038 | |
Blackstone Private Credit Fund (C) | 3.250 | 03-15-27 | 5,483,000 | 5,241,491 | |
Blackstone Private Credit Fund (C) | 4.000 | 01-15-29 | 27,133,000 | 26,157,351 | |
Cantor Fitzgerald LP (C) | 4.875 | 05-01-24 | 29,539,000 | 30,978,705 | |
Deutsche Bank AG (D) | 0.962 | 11-08-23 | 39,555,000 | 38,821,576 | |
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) | 2.311 | 11-16-27 | 22,438,000 | 21,440,398 | |
Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) | 3.742 | 01-07-33 | 29,929,000 | 28,013,514 | |
Lazard Group LLC | 4.375 | 03-11-29 | 14,330,000 | 15,227,826 | |
Macquarie Bank, Ltd. (C) | 3.624 | 06-03-30 | 17,809,000 | 17,640,688 | |
Macquarie Bank, Ltd. (C) | 4.875 | 06-10-25 | 21,865,000 | 23,061,077 | |
Morgan Stanley (2.188% to 4-28-25, then SOFR + 1.990%) | 2.188 | 04-28-26 | 71,371,000 | 70,445,851 | |
Morgan Stanley (2.484% to 9-16-31, then SOFR + 1.360%) | 2.484 | 09-16-36 | 44,428,000 | 40,347,139 | |
Morgan Stanley (2.943% to 1-21-32, then SOFR + 1.290%) | 2.943 | 01-21-33 | 13,937,000 | 13,647,947 | |
Morgan Stanley | 3.875 | 01-27-26 | 21,682,000 | 22,623,936 |
12 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Capital markets (continued) | |||||
MSCI, Inc. (C) | 3.250 | 08-15-33 | 19,432,000 | $18,383,644 | |
MSCI, Inc. (C) | 3.625 | 11-01-31 | 22,874,000 | 22,302,150 | |
The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then SOFR + 1.281%) | 2.615 | 04-22-32 | 72,058,000 | 68,127,108 | |
The Goldman Sachs Group, Inc. (3.102% to 2-24-32, then SOFR + 1.410%) | 3.102 | 02-24-33 | 32,899,000 | 32,385,181 | |
The Goldman Sachs Group, Inc. | 3.850 | 01-26-27 | 55,332,000 | 57,642,111 | |
UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (C)(E) | 7.000 | 01-31-24 | 16,988,000 | 17,686,377 | |
Consumer finance 0.6% | |||||
Ally Financial, Inc. | 5.125 | 09-30-24 | 36,496,000 | 38,673,124 | |
Ally Financial, Inc. | 5.800 | 05-01-25 | 19,703,000 | 21,321,845 | |
Capital One Financial Corp. (1.343% to 12-6-23, then SOFR + 0.690%) | 1.343 | 12-06-24 | 26,711,000 | 26,308,898 | |
Discover Financial Services | 4.100 | 02-09-27 | 9,359,000 | 9,815,585 | |
Enova International, Inc. (C) | 8.500 | 09-01-24 | 3,051,000 | 3,058,628 | |
Enova International, Inc. (C) | 8.500 | 09-15-25 | 17,273,000 | 17,186,635 | |
OneMain Finance Corp. | 6.875 | 03-15-25 | 5,750,000 | 6,135,796 | |
OneMain Finance Corp. | 8.875 | 06-01-25 | 9,625,000 | 10,154,375 | |
Unifin Financiera SAB de CV (C) | 9.875 | 01-28-29 | 22,960,000 | 14,694,400 | |
Diversified financial services 0.6% | |||||
GE Capital International Funding Company | 4.418 | 11-15-35 | 27,502,000 | 30,917,396 | |
Jefferies Group LLC | 4.150 | 01-23-30 | 24,170,000 | 25,370,943 | |
Jefferies Group LLC | 4.850 | 01-15-27 | 33,322,000 | 36,279,088 | |
Operadora de Servicios Mega SA de CV (C) | 8.250 | 02-11-25 | 17,372,000 | 14,570,765 | |
Voya Financial, Inc. (5.650% to 5-15-23, then 3 month LIBOR + 3.580%) | 5.650 | 05-15-53 | 33,960,000 | 34,290,431 | |
Insurance 1.4% | |||||
Athene Holding, Ltd. | 3.500 | 01-15-31 | 13,118,000 | 13,026,485 | |
AXA SA | 8.600 | 12-15-30 | 11,242,000 | 15,160,808 | |
CNA Financial Corp. | 2.050 | 08-15-30 | 11,031,000 | 10,225,782 | |
CNO Financial Group, Inc. | 5.250 | 05-30-25 | 11,065,000 | 11,843,621 | |
CNO Financial Group, Inc. | 5.250 | 05-30-29 | 30,851,000 | 33,336,281 | |
Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (C) | 4.125 | 12-15-51 | 22,853,000 | 21,881,748 | |
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | 6.400 | 12-15-36 | 24,309,000 | 27,255,251 | |
MetLife, Inc. (9.250% to 4-8-38, then 3 month LIBOR + 5.540%) (C) | 9.250 | 04-08-38 | 6,634,000 | 9,060,712 | |
New York Life Insurance Company (C) | 3.750 | 05-15-50 | 13,513,000 | 13,883,285 | |
Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (C) | 2.750 | 01-21-51 | 38,069,000 | 34,610,051 | |
Nippon Life Insurance Company (5.100% to 10-16-24, then 5 Year U.S. Swap Rate + 3.650%) (C) | 5.100 | 10-16-44 | 21,465,000 | 22,296,769 | |
Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) | 5.125 | 03-01-52 | 18,119,000 | 18,368,136 | |
Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%) | 5.875 | 09-15-42 | 53,119,000 | 53,782,988 | |
SBL Holdings, Inc. (C) | 5.000 | 02-18-31 | 22,901,000 | 22,753,078 | |
Teachers Insurance & Annuity Association of America (C) | 4.270 | 05-15-47 | 28,134,000 | 30,415,059 | |
Unum Group | 4.125 | 06-15-51 | 10,996,000 | 9,973,249 | |
Thrifts and mortgage finance 0.2% | |||||
Nationstar Mortgage Holdings, Inc. (C) | 5.125 | 12-15-30 | 10,058,000 | 9,429,375 | |
Nationstar Mortgage Holdings, Inc. (C) | 5.500 | 08-15-28 | 11,236,000 | 11,207,910 | |
Nationstar Mortgage Holdings, Inc. (C) | 6.000 | 01-15-27 | 6,021,000 | 6,111,315 | |
Radian Group, Inc. | 4.500 | 10-01-24 | 12,023,000 | 12,143,230 | |
Health care 2.8% | 677,289,192 | ||||
Biotechnology 0.5% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 102,266,000 | 103,571,533 | |
Grifols Escrow Issuer SA (C) | 4.750 | 10-15-28 | 7,474,000 | 7,062,930 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
Health care (continued) | |||||
Health care equipment and supplies 0.0% | |||||
Varex Imaging Corp. (C) | 7.875 | 10-15-27 | 10,946,000 | $11,766,950 | |
Health care providers and services 1.8% | |||||
AdaptHealth LLC (C) | 5.125 | 03-01-30 | 11,661,000 | 10,757,273 | |
AmerisourceBergen Corp. | 2.800 | 05-15-30 | 25,603,000 | 25,120,866 | |
Anthem, Inc. | 2.250 | 05-15-30 | 9,636,000 | 9,235,309 | |
Centene Corp. | 3.000 | 10-15-30 | 21,643,000 | 20,630,021 | |
Centene Corp. | 3.375 | 02-15-30 | 12,115,000 | 11,623,979 | |
Centene Corp. | 4.250 | 12-15-27 | 6,580,000 | 6,735,617 | |
Centene Corp. | 4.625 | 12-15-29 | 9,945,000 | 10,243,350 | |
CVS Health Corp. | 2.700 | 08-21-40 | 17,949,000 | 15,667,541 | |
CVS Health Corp. | 3.750 | 04-01-30 | 22,401,000 | 23,451,783 | |
CVS Health Corp. | 4.300 | 03-25-28 | 11,813,000 | 12,752,785 | |
CVS Health Corp. | 5.050 | 03-25-48 | 30,877,000 | 36,054,031 | |
DaVita, Inc. (C) | 3.750 | 02-15-31 | 25,782,000 | 23,558,303 | |
DaVita, Inc. (C) | 4.625 | 06-01-30 | 25,690,000 | 24,630,288 | |
Encompass Health Corp. | 4.500 | 02-01-28 | 8,919,000 | 8,682,869 | |
Encompass Health Corp. | 4.625 | 04-01-31 | 8,984,000 | 8,481,076 | |
Fresenius Medical Care US Finance III, Inc. (C) | 2.375 | 02-16-31 | 41,343,000 | 37,640,156 | |
HCA, Inc. | 4.125 | 06-15-29 | 20,511,000 | 21,496,784 | |
HCA, Inc. | 5.250 | 04-15-25 | 21,962,000 | 23,577,336 | |
HCA, Inc. | 5.250 | 06-15-26 | 18,315,000 | 19,831,633 | |
Rede D’or Finance Sarl (C) | 4.500 | 01-22-30 | 16,468,000 | 15,213,138 | |
Select Medical Corp. (C) | 6.250 | 08-15-26 | 17,348,000 | 17,575,693 | |
Universal Health Services, Inc. (C) | 1.650 | 09-01-26 | 22,040,000 | 20,929,183 | |
Universal Health Services, Inc. (C) | 2.650 | 10-15-30 | 23,046,000 | 21,765,744 | |
Pharmaceuticals 0.5% | |||||
Bausch Health Companies, Inc. (C) | 6.125 | 04-15-25 | 18,201,000 | 18,292,005 | |
Catalent Pharma Solutions, Inc. (C) | 3.125 | 02-15-29 | 3,803,000 | 3,522,529 | |
Catalent Pharma Solutions, Inc. (C) | 5.000 | 07-15-27 | 3,705,000 | 3,785,806 | |
Jazz Securities DAC (C) | 4.375 | 01-15-29 | 6,749,000 | 6,684,615 | |
Organon & Company (C) | 5.125 | 04-30-31 | 20,418,000 | 20,382,677 | |
Royalty Pharma PLC | 1.750 | 09-02-27 | 12,549,000 | 11,771,259 | |
Viatris, Inc. | 2.300 | 06-22-27 | 11,686,000 | 11,211,830 | |
Viatris, Inc. | 2.700 | 06-22-30 | 30,024,000 | 28,027,245 | |
Viatris, Inc. | 4.000 | 06-22-50 | 28,818,000 | 25,555,055 | |
Industrials 7.1% | 1,719,441,577 | ||||
Aerospace and defense 0.9% | |||||
DAE Funding LLC (C) | 2.625 | 03-20-25 | 24,111,000 | 23,447,948 | |
Huntington Ingalls Industries, Inc. | 4.200 | 05-01-30 | 24,364,000 | 25,921,429 | |
Kratos Defense & Security Solutions, Inc. (C) | 6.500 | 11-30-25 | 12,059,000 | 12,467,800 | |
The Boeing Company | 3.200 | 03-01-29 | 25,154,000 | 24,868,137 | |
The Boeing Company | 5.040 | 05-01-27 | 41,668,000 | 45,265,947 | |
The Boeing Company | 5.150 | 05-01-30 | 26,956,000 | 29,774,078 | |
The Boeing Company | 5.805 | 05-01-50 | 21,019,000 | 24,970,759 | |
TransDigm, Inc. | 5.500 | 11-15-27 | 44,422,000 | 44,246,533 | |
Air freight and logistics 0.0% | |||||
Simpar Europe SA (C) | 5.200 | 01-26-31 | 6,695,000 | 5,607,129 | |
Watco Companies LLC (C) | 6.500 | 06-15-27 | 3,424,000 | 3,458,240 | |
Airlines 2.4% | |||||
Air Canada 2013-1 Class A Pass Through Trust (C) | 4.125 | 05-15-25 | 9,279,772 | 9,461,720 | |
Air Canada 2017-1 Class B Pass Through Trust (C) | 3.700 | 01-15-26 | 9,969,583 | 9,486,918 |
14 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Airlines (continued) | |||||
Alaska Airlines 2020-1 Class B Pass Through Trust (C) | 8.000 | 08-15-25 | 3,138,397 | $3,487,974 | |
American Airlines 2015-1 Class A Pass Through Trust | 3.375 | 05-01-27 | 61,340,215 | 59,617,168 | |
American Airlines 2015-1 Class B Pass Through Trust | 3.700 | 05-01-23 | 14,093,576 | 13,896,898 | |
American Airlines 2016-1 Class A Pass Through Trust | 4.100 | 01-15-28 | 21,175,715 | 20,149,385 | |
American Airlines 2017-1 Class A Pass Through Trust | 4.000 | 02-15-29 | 6,753,113 | 6,491,683 | |
American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 15,638,588 | 15,715,209 | |
American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 14,625,134 | 14,019,824 | |
American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 22,027,194 | 19,955,644 | |
American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 15,548,137 | 15,121,696 | |
American Airlines 2021-1 Class A Pass Through Trust | 2.875 | 07-11-34 | 13,660,000 | 13,143,268 | |
American Airlines 2021-1 Class B Pass Through Trust | 3.950 | 07-11-30 | 10,179,000 | 9,709,916 | |
British Airways 2013-1 Class A Pass Through Trust (C) | 4.625 | 06-20-24 | 9,914,326 | 10,153,946 | |
British Airways 2018-1 Class A Pass Through Trust (C) | 4.125 | 09-20-31 | 7,603,729 | 7,549,329 | |
British Airways 2020-1 Class A Pass Through Trust (C) | 4.250 | 11-15-32 | 7,280,407 | 7,659,174 | |
British Airways 2020-1 Class B Pass Through Trust (C) | 8.375 | 11-15-28 | 5,623,202 | 6,337,578 | |
Continental Airlines 2007-1 Class A Pass Through Trust | 5.983 | 04-19-22 | 1,848,881 | 1,854,045 | |
Delta Air Lines, Inc. | 2.900 | 10-28-24 | 41,435,000 | 40,910,640 | |
Delta Air Lines, Inc. | 3.800 | 04-19-23 | 24,879,000 | 25,065,593 | |
Delta Air Lines, Inc. (D) | 4.375 | 04-19-28 | 25,890,000 | 25,890,000 | |
Delta Air Lines, Inc. (C) | 4.500 | 10-20-25 | 5,725,000 | 5,877,323 | |
Delta Air Lines, Inc. (C) | 4.750 | 10-20-28 | 18,138,000 | 18,916,597 | |
JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 17,069,198 | 16,603,414 | |
United Airlines 2014-2 Class A Pass Through Trust | 3.750 | 09-03-26 | 30,729,265 | 31,085,230 | |
United Airlines 2014-2 Class B Pass Through Trust | 4.625 | 09-03-22 | 7,032,137 | 7,074,834 | |
United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 25,328,292 | 24,535,043 | |
United Airlines 2016-1 Class B Pass Through Trust | 3.650 | 01-07-26 | 22,756,157 | 21,905,967 | |
United Airlines 2018-1 Class B Pass Through Trust | 4.600 | 03-01-26 | 5,617,446 | 5,615,889 | |
United Airlines 2019-1 Class A Pass Through Trust | 4.550 | 08-25-31 | 13,691,567 | 14,553,824 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 50,208,064 | 52,718,467 | |
United Airlines 2020-1 Class B Pass Through Trust | 4.875 | 01-15-26 | 10,946,880 | 11,134,838 | |
United Airlines, Inc. (C) | 4.375 | 04-15-26 | 1,856,000 | 1,851,249 | |
United Airlines, Inc. (C) | 4.625 | 04-15-29 | 4,372,000 | 4,264,864 | |
US Airways 2010-1 Class A Pass Through Trust | 6.250 | 04-22-23 | 4,943,704 | 5,018,740 | |
US Airways 2011-1 Class A Pass Through Trust | 7.125 | 10-22-23 | 12,396,785 | 12,874,514 | |
US Airways 2012-1 Class A Pass Through Trust | 5.900 | 10-01-24 | 4,947,326 | 5,185,553 | |
US Airways 2012-2 Class A Pass Through Trust | 4.625 | 06-03-25 | 11,251,649 | 11,116,161 | |
Building products 0.2% | |||||
Builders FirstSource, Inc. (C) | 4.250 | 02-01-32 | 19,875,000 | 19,078,311 | |
Builders FirstSource, Inc. (C) | 5.000 | 03-01-30 | 2,354,000 | 2,411,120 | |
Builders FirstSource, Inc. (C) | 6.750 | 06-01-27 | 3,003,000 | 3,120,988 | |
MIWD Holdco II LLC (C) | 5.500 | 02-01-30 | 3,488,000 | 3,325,668 | |
Owens Corning | 3.950 | 08-15-29 | 20,949,000 | 21,867,610 | |
Commercial services and supplies 0.7% | |||||
Albion Financing 1 Sarl (C) | 6.125 | 10-15-26 | 12,103,000 | 11,739,910 | |
Allied Universal Holdco LLC (C) | 6.000 | 06-01-29 | 6,511,000 | 6,055,230 | |
APX Group, Inc. (C) | 5.750 | 07-15-29 | 17,381,000 | 15,576,678 | |
Cimpress PLC (C) | 7.000 | 06-15-26 | 26,170,000 | 25,908,300 | |
Clean Harbors, Inc. (C) | 4.875 | 07-15-27 | 2,960,000 | 2,967,400 | |
Deluxe Corp. (C) | 8.000 | 06-01-29 | 7,953,000 | 8,151,825 | |
Garda World Security Corp. (C) | 6.000 | 06-01-29 | 12,665,000 | 11,493,488 | |
GFL Environmental, Inc. (C) | 3.500 | 09-01-28 | 22,720,000 | 21,689,080 | |
GFL Environmental, Inc. (C) | 4.375 | 08-15-29 | 15,817,000 | 14,680,707 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Commercial services and supplies (continued) | |||||
GFL Environmental, Inc. (C) | 4.750 | 06-15-29 | 9,929,000 | $9,376,153 | |
Graphic Packaging International LLC (C) | 3.500 | 03-01-29 | 17,119,000 | 16,082,445 | |
Legends Hospitality Holding Company LLC (C) | 5.000 | 02-01-26 | 4,392,000 | 4,304,160 | |
Prime Security Services Borrower LLC (C) | 3.375 | 08-31-27 | 3,310,000 | 3,061,558 | |
Prime Security Services Borrower LLC (C) | 6.250 | 01-15-28 | 13,275,000 | 12,810,375 | |
Williams Scotsman International, Inc. (C) | 4.625 | 08-15-28 | 3,903,000 | 3,849,334 | |
Construction and engineering 0.4% | |||||
AECOM | 5.125 | 03-15-27 | 23,973,000 | 24,572,325 | |
Global Infrastructure Solutions, Inc. (C) | 5.625 | 06-01-29 | 17,676,000 | 17,455,050 | |
MasTec, Inc. (C) | 4.500 | 08-15-28 | 11,194,000 | 11,349,249 | |
Picasso Finance Sub, Inc. (C) | 6.125 | 06-15-25 | 1,511,000 | 1,558,219 | |
Quanta Services, Inc. | 0.950 | 10-01-24 | 13,416,000 | 12,956,105 | |
Tutor Perini Corp. (C)(D) | 6.875 | 05-01-25 | 20,940,000 | 20,498,375 | |
Electrical equipment 0.1% | |||||
Atkore, Inc. (C) | 4.250 | 06-01-31 | 5,743,000 | 5,566,862 | |
Vertiv Group Corp. (C) | 4.125 | 11-15-28 | 20,673,000 | 18,967,478 | |
Machinery 0.2% | |||||
Flowserve Corp. | 3.500 | 10-01-30 | 12,857,000 | 12,767,362 | |
Hillenbrand, Inc. | 3.750 | 03-01-31 | 12,977,000 | 12,387,909 | |
JB Poindexter & Company, Inc. (C) | 7.125 | 04-15-26 | 7,377,000 | 7,657,326 | |
TK Elevator U.S. Newco, Inc. (C) | 5.250 | 07-15-27 | 6,702,000 | 6,634,980 | |
Professional services 0.4% | |||||
CoStar Group, Inc. (C) | 2.800 | 07-15-30 | 30,088,000 | 28,661,207 | |
IHS Markit, Ltd. (C) | 4.000 | 03-01-26 | 18,813,000 | 19,957,899 | |
IHS Markit, Ltd. (C) | 4.750 | 02-15-25 | 10,406,000 | 11,050,968 | |
IHS Markit, Ltd. | 4.750 | 08-01-28 | 14,577,000 | 16,428,755 | |
TriNet Group, Inc. (C) | 3.500 | 03-01-29 | 12,573,000 | 11,827,798 | |
Road and rail 0.3% | |||||
The Hertz Corp. (C) | 4.625 | 12-01-26 | 2,248,000 | 2,141,220 | |
The Hertz Corp. (C) | 5.000 | 12-01-29 | 4,900,000 | 4,570,720 | |
Uber Technologies, Inc. (C) | 4.500 | 08-15-29 | 31,881,000 | 30,521,275 | |
Uber Technologies, Inc. (C) | 7.500 | 05-15-25 | 16,479,000 | 17,142,280 | |
Uber Technologies, Inc. (C) | 7.500 | 09-15-27 | 28,351,000 | 30,300,131 | |
Trading companies and distributors 1.4% | |||||
AerCap Ireland Capital DAC | 1.650 | 10-29-24 | 40,037,000 | 38,855,858 | |
AerCap Ireland Capital DAC | 1.750 | 01-30-26 | 28,153,000 | 26,674,185 | |
AerCap Ireland Capital DAC | 2.450 | 10-29-26 | 40,598,000 | 39,168,029 | |
AerCap Ireland Capital DAC | 2.875 | 08-14-24 | 26,769,000 | 26,790,400 | |
AerCap Ireland Capital DAC | 3.650 | 07-21-27 | 8,425,000 | 8,561,922 | |
Air Lease Corp. | 2.100 | 09-01-28 | 14,336,000 | 13,095,591 | |
Air Lease Corp. | 2.875 | 01-15-26 | 12,722,000 | 12,672,991 | |
Air Lease Corp. | 3.625 | 12-01-27 | 10,511,000 | 10,637,692 | |
Alta Equipment Group, Inc. (C) | 5.625 | 04-15-26 | 3,553,000 | 3,535,235 | |
Ashtead Capital, Inc. (C) | 2.450 | 08-12-31 | 14,429,000 | 13,403,118 | |
Ashtead Capital, Inc. (C) | 4.250 | 11-01-29 | 9,234,000 | 9,601,940 | |
Ashtead Capital, Inc. (C) | 4.375 | 08-15-27 | 15,640,000 | 16,089,650 | |
Beacon Roofing Supply, Inc. (C)(D) | 4.125 | 05-15-29 | 13,448,000 | 12,540,260 | |
BlueLinx Holdings, Inc. (C) | 6.000 | 11-15-29 | 18,852,000 | 18,380,700 | |
Boise Cascade Company (C) | 4.875 | 07-01-30 | 3,222,000 | 3,233,035 | |
H&E Equipment Services, Inc. (C) | 3.875 | 12-15-28 | 18,668,000 | 17,469,328 | |
SMBC Aviation Capital Finance DAC (C) | 2.300 | 06-15-28 | 11,559,000 | 10,977,718 | |
United Rentals North America, Inc. | 3.875 | 11-15-27 | 13,783,000 | 13,989,745 |
16 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Trading companies and distributors (continued) | |||||
United Rentals North America, Inc. | 3.875 | 02-15-31 | 11,656,000 | $11,262,610 | |
United Rentals North America, Inc. | 4.875 | 01-15-28 | 26,950,000 | 27,504,901 | |
Transportation infrastructure 0.1% | |||||
Adani Ports & Special Economic Zone, Ltd. (C) | 3.100 | 02-02-31 | 18,907,000 | 16,434,721 | |
Information technology 4.6% | 1,111,473,857 | ||||
Communications equipment 0.4% | |||||
Ciena Corp. (C) | 4.000 | 01-31-30 | 3,026,000 | 2,980,065 | |
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 34,643,000 | 31,572,482 | |
Motorola Solutions, Inc. | 2.750 | 05-24-31 | 31,747,000 | 29,945,687 | |
Motorola Solutions, Inc. | 4.600 | 05-23-29 | 10,368,000 | 11,188,213 | |
Telefonaktiebolaget LM Ericsson | 4.125 | 05-15-22 | 27,193,000 | 27,298,237 | |
IT services 0.6% | |||||
Block, Inc. (C) | 2.750 | 06-01-26 | 5,930,000 | 5,752,100 | |
Block, Inc. (C) | 3.500 | 06-01-31 | 8,050,000 | 7,559,272 | |
CGI, Inc. (C) | 1.450 | 09-14-26 | 24,919,000 | 23,703,274 | |
Gartner, Inc. (C) | 3.625 | 06-15-29 | 7,938,000 | 7,701,686 | |
Gartner, Inc. (C) | 3.750 | 10-01-30 | 4,433,000 | 4,312,422 | |
Gartner, Inc. (C) | 4.500 | 07-01-28 | 25,252,000 | 25,581,034 | |
PayPal Holdings, Inc. | 2.850 | 10-01-29 | 38,042,000 | 37,888,386 | |
Sabre GLBL, Inc. (C) | 7.375 | 09-01-25 | 13,782,000 | 14,284,423 | |
VeriSign, Inc. | 2.700 | 06-15-31 | 16,408,000 | 15,226,788 | |
VeriSign, Inc. | 5.250 | 04-01-25 | 10,167,000 | 10,878,690 | |
Semiconductors and semiconductor equipment 2.1% | |||||
Broadcom, Inc. (C) | 3.419 | 04-15-33 | 36,373,000 | 35,468,510 | |
Broadcom, Inc. | 4.750 | 04-15-29 | 103,081,000 | 112,013,118 | |
Broadcom, Inc. | 5.000 | 04-15-30 | 41,296,000 | 45,597,929 | |
KLA Corp. | 4.100 | 03-15-29 | 21,329,000 | 23,003,220 | |
Marvell Technology, Inc. | 2.450 | 04-15-28 | 32,228,000 | 31,076,819 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 70,958,000 | 74,930,938 | |
Micron Technology, Inc. | 4.975 | 02-06-26 | 11,668,000 | 12,530,499 | |
Micron Technology, Inc. | 5.327 | 02-06-29 | 60,170,000 | 67,045,626 | |
NXP BV (C) | 3.250 | 05-11-41 | 10,981,000 | 10,058,187 | |
NXP BV (C) | 3.875 | 06-18-26 | 36,894,000 | 38,599,162 | |
Qorvo, Inc. (C) | 1.750 | 12-15-24 | 19,524,000 | 18,917,389 | |
Qorvo, Inc. (C) | 3.375 | 04-01-31 | 16,254,000 | 15,258,930 | |
Renesas Electronics Corp. (C) | 1.543 | 11-26-24 | 21,821,000 | 21,221,560 | |
Software 0.5% | |||||
Autodesk, Inc. | 2.850 | 01-15-30 | 10,308,000 | 10,052,495 | |
Consensus Cloud Solutions, Inc. (C) | 6.500 | 10-15-28 | 18,197,000 | 18,328,018 | |
Infor, Inc. (C) | 1.750 | 07-15-25 | 7,620,000 | 7,377,353 | |
Oracle Corp. | 2.950 | 04-01-30 | 56,025,000 | 54,151,734 | |
PTC, Inc. (C) | 4.000 | 02-15-28 | 4,935,000 | 4,823,963 | |
Ziff Davis, Inc. (C) | 4.625 | 10-15-30 | 13,864,000 | 13,337,029 | |
Technology hardware, storage and peripherals 1.0% | |||||
Atento Luxco 1 SA (C) | 8.000 | 02-10-26 | 9,014,000 | 9,152,797 | |
CDW LLC | 3.250 | 02-15-29 | 8,552,000 | 7,967,300 | |
CDW LLC | 3.569 | 12-01-31 | 31,977,000 | 31,062,458 | |
Dell International LLC (C) | 3.450 | 12-15-51 | 31,127,000 | 26,358,526 | |
Dell International LLC | 4.900 | 10-01-26 | 41,660,000 | 45,125,220 | |
Dell International LLC | 5.300 | 10-01-29 | 36,532,000 | 40,741,046 | |
Dell International LLC | 5.850 | 07-15-25 | 12,962,000 | 14,198,075 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 17 |
Rate (%) | Maturity date | Par value^ | Value | ||
Information technology (continued) | |||||
Technology hardware, storage and peripherals (continued) | |||||
Dell International LLC | 8.350 | 07-15-46 | 6,123,000 | $9,285,424 | |
Likewize Corp. (C) | 9.750 | 10-15-25 | 9,272,000 | 9,642,880 | |
Western Digital Corp. | 4.750 | 02-15-26 | 27,865,000 | 28,957,308 | |
Xerox Holdings Corp. (C) | 5.500 | 08-15-28 | 19,366,000 | 19,317,585 | |
Materials 2.5% | 606,093,791 | ||||
Chemicals 1.0% | |||||
Braskem Idesa SAPI (C) | 6.990 | 02-20-32 | 13,611,000 | 12,998,505 | |
Braskem Netherlands Finance BV (C)(D) | 5.875 | 01-31-50 | 24,630,000 | 24,543,056 | |
Braskem Netherlands Finance BV (8.500% to 10-24-25, then 5 Year CMT + 8.220%) (C) | 8.500 | 01-23-81 | 20,288,000 | 22,479,104 | |
CVR Partners LP (C) | 6.125 | 06-15-28 | 7,964,000 | 8,013,775 | |
Cydsa SAB de CV (C) | 6.250 | 10-04-27 | 15,362,000 | 15,035,711 | |
FS Luxembourg Sarl (C) | 10.000 | 12-15-25 | 23,241,000 | 24,054,667 | |
INEOS Quattro Finance 2 PLC (C) | 3.375 | 01-15-26 | 4,430,000 | 4,230,650 | |
LSB Industries, Inc. (C) | 6.250 | 10-15-28 | 5,621,000 | 5,649,105 | |
Methanex Corp. (D) | 4.250 | 12-01-24 | 16,889,000 | 17,226,780 | |
Orbia Advance Corp. SAB de CV (C) | 5.500 | 01-15-48 | 21,886,000 | 21,886,000 | |
Sasol Financing USA LLC | 5.500 | 03-18-31 | 27,355,000 | 26,206,090 | |
Trinseo Materials Operating SCA (C) | 5.125 | 04-01-29 | 14,453,000 | 13,694,218 | |
Tronox, Inc. (C) | 4.625 | 03-15-29 | 14,911,000 | 14,083,812 | |
Valvoline, Inc. (C) | 3.625 | 06-15-31 | 21,004,000 | 18,812,023 | |
WR Grace Holdings LLC (C) | 4.875 | 06-15-27 | 9,967,000 | 9,957,232 | |
WR Grace Holdings LLC (C) | 5.625 | 08-15-29 | 9,062,000 | 8,676,865 | |
Construction materials 0.3% | |||||
Cemex SAB de CV (C) | 3.875 | 07-11-31 | 20,794,000 | 18,480,875 | |
Cemex SAB de CV (C) | 5.200 | 09-17-30 | 17,916,000 | 17,486,195 | |
Standard Industries, Inc. (C) | 3.375 | 01-15-31 | 8,626,000 | 7,634,010 | |
Standard Industries, Inc. (C) | 4.375 | 07-15-30 | 7,367,000 | 6,974,928 | |
Standard Industries, Inc. (C) | 5.000 | 02-15-27 | 4,561,000 | 4,589,734 | |
Vulcan Materials Company | 3.500 | 06-01-30 | 20,641,000 | 21,340,265 | |
Containers and packaging 0.2% | |||||
Graham Packaging Company, Inc. (C) | 7.125 | 08-15-28 | 1,313,000 | 1,263,763 | |
Mauser Packaging Solutions Holding Company (C) | 8.500 | 04-15-24 | 2,721,000 | 2,775,420 | |
Owens-Brockway Glass Container, Inc. (C) | 6.625 | 05-13-27 | 8,967,000 | 9,303,263 | |
Pactiv Evergreen Group Issuer LLC (C) | 4.375 | 10-15-28 | 11,550,000 | 10,669,313 | |
Pactiv Evergreen Group Issuer, Inc. (C) | 4.000 | 10-15-27 | 24,222,000 | 22,461,666 | |
Trident TPI Holdings, Inc. (C) | 6.625 | 11-01-25 | 4,032,000 | 3,991,539 | |
Metals and mining 1.0% | |||||
Anglo American Capital PLC (C) | 4.750 | 04-10-27 | 16,430,000 | 17,651,218 | |
Arconic Corp. (C) | 6.000 | 05-15-25 | 5,802,000 | 5,976,060 | |
Arconic Corp. (C) | 6.125 | 02-15-28 | 10,635,000 | 10,874,288 | |
First Quantum Minerals, Ltd. (C) | 6.500 | 03-01-24 | 8,050,000 | 8,152,074 | |
First Quantum Minerals, Ltd. (C) | 6.875 | 03-01-26 | 9,625,000 | 9,889,688 | |
First Quantum Minerals, Ltd. (C) | 6.875 | 10-15-27 | 15,223,000 | 16,177,787 | |
First Quantum Minerals, Ltd. (C) | 7.250 | 04-01-23 | 3,533,000 | 3,537,416 | |
First Quantum Minerals, Ltd. (C) | 7.500 | 04-01-25 | 11,526,000 | 11,781,531 | |
FMG Resources August 2006 Proprietary, Ltd. (C) | 4.375 | 04-01-31 | 11,726,000 | 11,377,738 | |
Freeport-McMoRan, Inc. | 4.250 | 03-01-30 | 25,953,000 | 26,222,392 | |
Freeport-McMoRan, Inc. | 4.625 | 08-01-30 | 18,992,000 | 19,606,201 | |
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 30,200,000 | 34,734,530 | |
Hudbay Minerals, Inc. (C) | 4.500 | 04-01-26 | 3,959,000 | 3,825,384 | |
JW Aluminum Continuous Cast Company (C) | 10.250 | 06-01-26 | 7,771,000 | 8,081,840 |
18 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Materials (continued) | |||||
Metals and mining (continued) | |||||
Newmont Corp. | 2.800 | 10-01-29 | 12,732,000 | $12,345,850 | |
Novelis Corp. (C) | 4.750 | 01-30-30 | 27,929,000 | 27,329,085 | |
Volcan Cia Minera SAA (C)(D) | 4.375 | 02-11-26 | 4,199,000 | 4,012,145 | |
Real estate 2.4% | 580,464,146 | ||||
Equity real estate investment trusts 2.4% | |||||
American Homes 4 Rent LP | 4.250 | 02-15-28 | 13,319,000 | 14,066,276 | |
American Tower Corp. | 3.550 | 07-15-27 | 44,404,000 | 45,584,741 | |
American Tower Corp. | 3.800 | 08-15-29 | 15,228,000 | 15,723,355 | |
Crown Castle International Corp. | 3.300 | 07-01-30 | 6,779,000 | 6,616,627 | |
Crown Castle International Corp. | 3.650 | 09-01-27 | 32,455,000 | 33,562,560 | |
Crown Castle International Corp. | 3.800 | 02-15-28 | 13,032,000 | 13,551,553 | |
CyrusOne LP | 2.150 | 11-01-30 | 11,327,000 | 10,996,478 | |
CyrusOne LP | 3.450 | 11-15-29 | 22,434,000 | 23,587,108 | |
Equinix, Inc. | 1.550 | 03-15-28 | 26,484,000 | 24,339,577 | |
Equinix, Inc. | 1.800 | 07-15-27 | 15,275,000 | 14,460,211 | |
Equinix, Inc. | 2.500 | 05-15-31 | 42,902,000 | 39,673,983 | |
Equinix, Inc. | 3.200 | 11-18-29 | 35,152,000 | 34,675,401 | |
GLP Capital LP | 3.250 | 01-15-32 | 10,853,000 | 10,187,225 | |
GLP Capital LP | 5.375 | 04-15-26 | 21,870,000 | 23,404,181 | |
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 30,722,000 | 30,228,238 | |
Host Hotels & Resorts LP | 3.500 | 09-15-30 | 20,904,000 | 20,393,713 | |
Host Hotels & Resorts LP | 4.500 | 02-01-26 | 12,386,000 | 12,979,118 | |
Iron Mountain Information Management Services, Inc. (C) | 5.000 | 07-15-32 | 15,979,000 | 15,180,050 | |
Iron Mountain, Inc. (C) | 4.875 | 09-15-29 | 12,154,000 | 11,758,995 | |
Iron Mountain, Inc. (C) | 5.250 | 07-15-30 | 19,336,000 | 19,185,856 | |
MGM Growth Properties Operating Partnership LP (C) | 3.875 | 02-15-29 | 13,041,000 | 13,106,205 | |
RHP Hotel Properties LP (C) | 4.500 | 02-15-29 | 25,252,000 | 23,863,140 | |
RLJ Lodging Trust LP (C) | 3.750 | 07-01-26 | 10,087,000 | 9,821,308 | |
SBA Communications Corp. | 3.875 | 02-15-27 | 27,361,000 | 27,313,665 | |
SBA Tower Trust (C) | 2.836 | 01-15-25 | 22,542,000 | 22,811,440 | |
Uniti Group LP (C) | 6.500 | 02-15-29 | 9,465,000 | 8,771,878 | |
Ventas Realty LP | 3.500 | 02-01-25 | 19,079,000 | 19,654,576 | |
VICI Properties LP (C) | 4.125 | 08-15-30 | 11,387,000 | 11,301,598 | |
VICI Properties LP (C) | 4.625 | 12-01-29 | 16,180,000 | 16,503,600 | |
XHR LP (C) | 4.875 | 06-01-29 | 7,364,000 | 7,161,490 | |
Utilities 1.6% | 383,552,023 | ||||
Electric utilities 1.1% | |||||
ABY Transmision Sur SA (C) | 6.875 | 04-30-43 | 12,713,425 | 15,987,132 | |
Emera US Finance LP | 3.550 | 06-15-26 | 13,412,000 | 13,793,553 | |
FirstEnergy Corp. | 2.650 | 03-01-30 | 15,065,000 | 14,155,978 | |
Instituto Costarricense de Electricidad (C) | 6.375 | 05-15-43 | 9,810,000 | 8,112,870 | |
Israel Electric Corp., Ltd. (C) | 6.875 | 06-21-23 | 6,705,000 | 7,095,241 | |
NextEra Energy Capital Holdings, Inc. | 3.550 | 05-01-27 | 45,811,000 | 47,576,423 | |
NRG Energy, Inc. (C) | 2.450 | 12-02-27 | 22,398,000 | 21,295,898 | |
NRG Energy, Inc. (C) | 3.375 | 02-15-29 | 5,134,000 | 4,767,946 | |
NRG Energy, Inc. (C) | 3.625 | 02-15-31 | 12,916,000 | 11,875,100 | |
NRG Energy, Inc. (C) | 3.875 | 02-15-32 | 25,550,000 | 23,690,471 | |
NRG Energy, Inc. (C) | 4.450 | 06-15-29 | 16,820,000 | 17,552,889 | |
Vistra Operations Company LLC (C) | 3.700 | 01-30-27 | 44,151,000 | 43,873,079 | |
Vistra Operations Company LLC (C) | 4.300 | 07-15-29 | 32,027,000 | 32,441,182 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 19 |
Rate (%) | Maturity date | Par value^ | Value | ||
Utilities (continued) | |||||
Gas utilities 0.1% | |||||
AmeriGas Partners LP | 5.500 | 05-20-25 | 20,112,000 | $20,474,820 | |
Suburban Propane Partners LP (C) | 5.000 | 06-01-31 | 11,351,000 | 10,783,450 | |
Independent power and renewable electricity producers 0.3% | |||||
AES Panama Generation Holdings SRL (C) | 4.375 | 05-31-30 | 16,304,000 | 15,734,990 | |
DPL, Inc. | 4.125 | 07-01-25 | 16,984,000 | 16,899,080 | |
LLPL Capital Pte, Ltd. (C)(D) | 6.875 | 02-04-39 | 3,171,245 | 3,353,591 | |
NextEra Energy Operating Partners LP (C) | 3.875 | 10-15-26 | 15,439,000 | 15,253,578 | |
NextEra Energy Operating Partners LP (C) | 4.500 | 09-15-27 | 6,134,000 | 6,164,670 | |
Multi-utilities 0.1% | |||||
Dominion Energy, Inc. | 3.375 | 04-01-30 | 16,637,000 | 16,952,405 | |
NiSource, Inc. | 3.600 | 05-01-30 | 15,381,000 | 15,717,677 | |
Municipal bonds 0.3% | $72,249,672 | ||||
(Cost $73,523,643) | |||||
Golden State Tobacco Securitization Corp. (California) | 4.214 | 06-01-50 | 16,097,000 | 14,972,776 | |
New Jersey Transportation Trust Fund Authority | 4.081 | 06-15-39 | 21,809,000 | 22,911,578 | |
New Jersey Transportation Trust Fund Authority | 4.131 | 06-15-42 | 1,745,000 | 1,802,450 | |
State Board of Administration Finance Corp. (Florida) | 1.705 | 07-01-27 | 33,474,000 | 32,562,868 | |
Term loans (F) 0.6% | $153,499,876 | ||||
(Cost $154,794,737) | |||||
Communication services 0.0% | 6,465,663 | ||||
Media 0.0% | |||||
AP Core Holdings II LLC, High-Yield Term Loan B2 (1 month LIBOR + 5.500%) | 6.250 | 09-01-27 | 6,490,000 | 6,465,663 | |
Consumer discretionary 0.2% | 55,615,578 | ||||
Hotels, restaurants and leisure 0.1% | |||||
Carnival Corp., 2021 Incremental Term Loan B (6 month LIBOR + 3.250%) | 4.000 | 10-18-28 | 27,328,000 | 26,986,400 | |
Fertitta Entertainment LLC, 2022 Term Loan B (1 month SOFR + 4.000%) | 4.500 | 01-27-29 | 7,609,000 | 7,568,368 | |
Household durables 0.1% | |||||
SOLIS IV BV, USD Term Loan B1 (G) | TBD | 02-25-29 | 21,395,000 | 21,060,810 | |
Health care 0.0% | 4,643,157 | ||||
Health care providers and services 0.0% | |||||
TTF Holdings LLC, Term Loan (1 month LIBOR + 4.250%) | 5.000 | 03-31-28 | 4,666,489 | 4,643,157 | |
Industrials 0.1% | 32,411,760 | ||||
Professional services 0.1% | |||||
CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) | 4.000 | 06-02-28 | 32,863,635 | 32,411,760 | |
Information technology 0.2% | 43,161,327 | ||||
Semiconductors and semiconductor equipment 0.1% | |||||
MKS Instruments, Inc., 2021 USD Tem Loan (G) | TBD | 10-21-28 | 27,354,000 | 27,029,308 | |
Software 0.1% | |||||
Quest Software, Inc., 2022 Term Loan (G) | TBD | 02-01-29 | 16,388,000 | 16,132,019 | |
Materials 0.1% | 11,202,391 | ||||
Containers and packaging 0.1% | |||||
Mauser Packaging Solutions Holding Company, 2017 Term Loan B (1 month LIBOR + 3.250%) | 3.356 | 04-03-24 | 11,407,381 | 11,202,391 | |
Collateralized mortgage obligations 6.4% | $1,538,815,014 | ||||
(Cost $1,737,199,799) | |||||
Commercial and residential 5.1% | 1,238,450,636 | ||||
Angel Oak Mortgage Trust LLC |
20 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2020-R1, Class A1 (C)(H) | 0.990 | 04-25-53 | 14,411,400 | $14,293,312 | |
Series 2021-2, Class A1 (C)(H) | 0.985 | 04-25-66 | 10,465,943 | 10,241,846 | |
Series 2021-4, Class A1 (C)(H) | 1.035 | 01-20-65 | 22,124,931 | 21,527,378 | |
Series 2021-5, Class A1 (C)(H) | 0.951 | 07-25-66 | 28,885,997 | 28,038,779 | |
Arroyo Mortgage Trust | |||||
Series 2021-1R, Class A1 (C)(H) | 1.175 | 10-25-48 | 18,200,389 | 17,805,917 | |
BAMLL Commercial Mortgage Securities Trust | |||||
Series 2019-BPR, Class ENM (C)(H) | 3.719 | 11-05-32 | 11,565,000 | 10,296,968 | |
BBCMS Mortgage Trust | |||||
Series 2019-C5, Class A2 | 3.043 | 11-15-52 | 15,513,000 | 15,730,072 | |
Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 10,908,000 | 10,918,757 | |
BBCMS Trust | |||||
Series 2015-MSQ, Class D (C)(H) | 3.990 | 09-15-32 | 7,340,000 | 7,328,563 | |
Series 2015-SRCH, Class D (C)(H) | 4.957 | 08-10-35 | 15,436,000 | 15,744,834 | |
Bear Stearns Commercial Mortgage Securities Trust | |||||
Series 2005-PWR8, Class X1 IO (C) | 0.716 | 06-11-41 | 12,148 | 15 | |
Benchmark Mortgage Trust | |||||
Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 21,935,000 | 22,099,102 | |
Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 20,055,000 | 20,058,654 | |
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class A1 (C)(H) | 0.941 | 02-25-49 | 14,245,056 | 13,999,302 | |
BWAY Mortgage Trust | |||||
Series 2015-1740, Class XA IO (C) | 0.896 | 01-10-35 | 123,773,000 | 1,832 | |
BX Commercial Mortgage Trust | |||||
Series 2018-BIOA, Class D (1 month LIBOR + 1.321%) (B)(C) | 1.512 | 03-15-37 | 20,058,999 | 19,807,359 | |
Series 2020-VKNG, Class A (1 month LIBOR + 0.930%) (B)(C) | 1.121 | 10-15-37 | 22,995,084 | 22,835,919 | |
Series 2021-ACNT, Class A (1 month LIBOR + 0.850%) (B)(C) | 1.042 | 11-15-38 | 17,129,000 | 16,947,078 | |
Series 2021-VOLT, Class C (1 month LIBOR + 1.100%) (B)(C) | 1.291 | 09-15-36 | 23,449,000 | 22,523,728 | |
Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%) (B)(C) | 1.040 | 02-15-39 | 40,620,000 | 40,237,709 | |
CAMB Commercial Mortgage Trust | |||||
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (B)(C) | 1.941 | 12-15-37 | 6,315,000 | 6,218,179 | |
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (B)(C) | 2.741 | 12-15-37 | 12,809,000 | 12,584,395 | |
Citigroup Commercial Mortgage Trust | |||||
Series 2019-PRM, Class A (C) | 3.341 | 05-10-36 | 21,007,000 | 21,232,037 | |
Series 2019-SMRT, Class A (C) | 4.149 | 01-10-36 | 10,996,000 | 11,302,559 | |
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1 (C)(H) | 0.924 | 08-25-66 | 21,572,687 | 20,811,617 | |
Series 2021-3, Class A1 (C)(H) | 0.956 | 09-27-66 | 28,949,469 | 27,921,175 | |
Series 2021-HX1, Class A1 (C)(H) | 1.110 | 10-25-66 | 25,365,981 | 24,417,174 | |
COLT Trust | |||||
Series 2020-RPL1, Class A1 (C)(H) | 1.390 | 01-25-65 | 34,358,478 | 33,444,261 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR2, Class XA IO | 1.608 | 08-15-45 | 60,766,380 | 8,137 | |
Series 2012-CR3, Class XA IO | 1.830 | 10-15-45 | 84,593,760 | 293,574 | |
Series 2014-CR15, Class XA IO | 0.928 | 02-10-47 | 50,833,905 | 596,892 | |
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | |||||
Series 2018-COR3, Class XA IO | 0.438 | 05-10-51 | 223,554,551 | 5,411,093 | |
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class D (C)(H) | 4.394 | 08-10-30 | 18,413,000 | 18,279,834 | |
Series 2017-PANW, Class A (C) | 3.244 | 10-10-29 | 7,264,000 | 7,293,177 | |
Series 2020-CBM, Class A2 (C) | 2.896 | 02-10-37 | 14,666,000 | 14,528,228 | |
Credit Suisse Mortgage Capital Certificates | |||||
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (B)(C) | 1.791 | 05-15-36 | 23,820,000 | 23,581,004 | |
Series 2020-NET, Class A (C) | 2.257 | 08-15-37 | 7,065,839 | 6,892,589 | |
Series 2021-NQM2, Class A1 (C)(H) | 1.179 | 02-25-66 | 18,957,240 | 18,481,897 | |
Series 2021-NQM3, Class A1 (C)(H) | 1.015 | 04-25-66 | 14,924,335 | 14,433,499 | |
Series 2021-NQM5, Class A1 (C)(H) | 0.938 | 05-25-66 | 14,707,616 | 14,179,495 | |
Series 2021-NQM6, Class A1 (C)(H) | 1.174 | 07-25-66 | 25,085,190 | 24,505,650 | |
Ellington Financial Mortgage Trust |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 21 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2021-1, Class A1 (C)(H) | 0.797 | 02-25-66 | 7,482,594 | $7,283,537 | |
Series 2021-2, Class A1 (C)(H) | 0.931 | 06-25-66 | 16,742,421 | 16,241,912 | |
Flagstar Mortgage Trust | |||||
Series 2021-1, Class A2 (C)(H) | 2.500 | 02-01-51 | 29,452,288 | 28,256,584 | |
GCAT Trust | |||||
Series 2021-NQM1, Class A1 (C)(H) | 0.874 | 01-25-66 | 14,011,187 | 13,716,483 | |
Series 2021-NQM2, Class A1 (C)(H) | 1.036 | 05-25-66 | 13,041,803 | 12,638,305 | |
Series 2021-NQM3, Class A1 (C)(H) | 1.091 | 05-25-66 | 21,672,541 | 21,026,281 | |
GS Mortgage Securities Trust | |||||
Series 2011-GC5, Class XA IO (C) | 0.093 | 08-10-44 | 3,910,250 | 39 | |
Series 2015-590M, Class C (C)(H) | 3.805 | 10-10-35 | 6,950,000 | 6,926,237 | |
Series 2017-485L, Class C (C)(H) | 3.982 | 02-10-37 | 6,670,000 | 6,658,057 | |
Series 2019-GC40, Class A2 | 2.971 | 07-10-52 | 22,410,000 | 22,608,539 | |
Series 2020-UPTN, Class A (C) | 2.751 | 02-10-37 | 13,326,000 | 13,220,507 | |
GS Mortgage-Backed Securities Trust | |||||
Series 2020-NQM1, Class A1 (C)(H) | 1.382 | 09-27-60 | 4,937,356 | 4,895,081 | |
Series 2021-NQM1, Class A1 (C)(H) | 1.017 | 07-25-61 | 9,849,865 | 9,643,481 | |
HarborView Mortgage Loan Trust | |||||
Series 2007-3, Class ES IO (C) | 0.350 | 05-19-47 | 19,625,557 | 203,603 | |
Series 2007-4, Class ES IO | 0.350 | 07-19-47 | 20,765,819 | 273,990 | |
Series 2007-6, Class ES IO (C) | 0.343 | 08-19-37 | 21,210,775 | 297,526 | |
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM1, Class A1 (C)(H) | 1.071 | 06-25-56 | 13,288,157 | 12,806,954 | |
IMT Trust | |||||
Series 2017-APTS, Class AFX (C) | 3.478 | 06-15-34 | 7,744,000 | 7,861,797 | |
Series 2017-APTS, Class CFX (C)(H) | 3.497 | 06-15-34 | 6,867,000 | 6,857,837 | |
Irvine Core Office Trust | |||||
Series 2013-IRV, Class A2 (C)(H) | 3.173 | 05-15-48 | 20,104,000 | 20,343,302 | |
Series 2013-IRV, Class XA IO (C) | 1.105 | 05-15-48 | 4,310,342 | 27,906 | |
JPMBB Commercial Mortgage Securities Trust | |||||
Series 2013-C14, Class XA IO | 0.556 | 08-15-46 | 7,327,718 | 32,148 | |
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2012-HSBC, Class XA IO (C) | 1.431 | 07-05-32 | 78,184,385 | 111,718 | |
Series 2020-NNN, Class AFX (C) | 2.812 | 01-16-37 | 15,435,000 | 15,295,818 | |
KNDL Mortgage Trust | |||||
Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (B)(C) | 1.541 | 05-15-36 | 11,580,000 | 11,420,173 | |
Life Mortgage Trust | |||||
Series 2021-BMR, Class A (1 month LIBOR + 0.700%) (B)(C) | 0.891 | 03-15-38 | 23,224,636 | 22,759,328 | |
Series 2021-BMR, Class D (1 month LIBOR + 1.400%) (B)(C) | 1.591 | 03-15-38 | 19,160,054 | 18,561,281 | |
MFA Trust | |||||
Series 2021-NQM1, Class A1 (C)(H) | 1.153 | 04-25-65 | 12,750,220 | 12,644,852 | |
Morgan Stanley Bank of America Merrill Lynch Trust | |||||
Series 2012-C5, Class XA IO (C) | 1.333 | 08-15-45 | 9,642,441 | 12,649 | |
Series 2012-C6, Class XA IO (C) | 1.587 | 11-15-45 | 6,435,344 | 12,215 | |
Morgan Stanley Capital I Trust | |||||
Series 2017-CLS, Class D (1 month LIBOR + 1.400%) (B)(C) | 1.591 | 11-15-34 | 15,867,000 | 15,707,611 | |
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-285M, Class D (C)(H) | 3.790 | 11-15-32 | 9,223,000 | 9,210,106 | |
Series 2018-ALXA, Class C (C)(H) | 4.316 | 01-15-43 | 7,402,000 | 7,429,046 | |
NYMT Loan Trust | |||||
Series 2022-CP1, Class A1 (C) | 2.042 | 07-25-61 | 13,679,908 | 13,514,147 | |
OBX Trust | |||||
Series 2020-EXP2, Class A3 (C)(H) | 2.500 | 05-25-60 | 7,942,454 | 7,825,703 | |
Series 2021-NQM2, Class A1 (C)(H) | 1.101 | 05-25-61 | 23,347,843 | 22,410,868 | |
Series 2021-NQM3, Class A1 (C)(H) | 1.054 | 07-25-61 | 27,063,027 | 26,115,737 | |
One Market Plaza Trust | |||||
Series 2017-1MKT, Class D (C) | 4.146 | 02-10-32 | 5,035,000 | 4,980,142 | |
Provident Funding Mortgage Trust | |||||
Series 2020-F1, Class A2 (C)(H) | 2.000 | 01-25-36 | 26,217,218 | 25,402,002 |
22 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
SLG Office Trust | |||||
Series 2021-OVA, Class D (C) | 2.851 | 07-15-41 | 22,906,000 | $20,833,797 | |
SMRT | |||||
Series 2022-MINI, Class A (1 month CME Term SOFR + 1.000%) (B)(C) | 1.100 | 01-15-24 | 54,811,000 | 53,899,784 | |
Starwood Mortgage Residential Trust | |||||
Series 2022-1, Class A1 (C)(H) | 2.447 | 12-25-66 | 27,229,656 | 27,008,516 | |
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (C) | 1.218 | 05-25-65 | 6,707,546 | 6,608,560 | |
Series 2021-3, Class A1 (C)(H) | 1.046 | 06-25-66 | 22,104,270 | 21,522,952 | |
Series 2021-4, Class A1 (C)(H) | 0.938 | 07-25-66 | 11,557,479 | 11,066,337 | |
Series 2021-5, Class A1 (C)(H) | 1.013 | 09-25-66 | 23,808,879 | 22,770,150 | |
Series 2021-R1, Class A1 (C)(H) | 0.820 | 10-25-63 | 12,435,617 | 12,321,844 | |
WF-RBS Commercial Mortgage Trust | |||||
Series 2012-C10, Class XA IO (C) | 1.481 | 12-15-45 | 7,727,665 | 53,813 | |
Series 2012-C9, Class XA IO (C) | 1.849 | 11-15-45 | 49,032,967 | 220,281 | |
Series 2013-C16, Class XA IO | 0.616 | 09-15-46 | 8,007,626 | 57,510 | |
U.S. Government Agency 1.3% | 300,364,378 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%) (B)(C) | 1.050 | 01-25-42 | 28,224,000 | 27,967,080 | |
Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%) (B)(C) | 1.349 | 02-25-42 | 22,929,000 | 22,922,130 | |
Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%) (B)(C) | 2.449 | 02-25-42 | 24,949,000 | 24,824,195 | |
Series K021, Class X1 IO | 1.375 | 06-25-22 | 27,107,797 | 3,117 | |
Series K022, Class X1 IO | 1.164 | 07-25-22 | 254,078,661 | 647,240 | |
Series K024, Class X1 IO | 0.773 | 09-25-22 | 9,062,523 | 28,179 | |
Series K026, Class X1 IO | 0.932 | 11-25-22 | 14,441,254 | 72,206 | |
Series K038, Class X1 IO | 1.097 | 03-25-24 | 171,788,469 | 3,362,983 | |
Series KS01, Class X1 IO | 1.108 | 01-25-23 | 31,441,621 | 81,418 | |
Series KS03, Class X IO | 0.207 | 08-25-25 | 34,310,295 | 113,245 | |
Series T-41, Class 3A (H) | 4.638 | 07-25-32 | 882 | 942 | |
Federal National Mortgage Association | |||||
Series 2001-50, Class BA | 7.000 | 10-25-41 | 109 | 121 | |
Government National Mortgage Association | |||||
Series 2008-90, Class IO | 2.009 | 12-16-50 | 2,066,446 | 301,496 | |
Series 2012-114, Class IO | 0.661 | 01-16-53 | 11,683,467 | 236,681 | |
Series 2012-120, Class IO | 0.644 | 02-16-53 | 4,860,714 | 95,116 | |
Series 2012-70, Class IO | 0.165 | 08-16-52 | 1,204,709 | 2,008 | |
Series 2013-63, Class IO | 0.785 | 09-16-51 | 7,790,351 | 155,603 | |
Series 2016-174, Class IO | 0.852 | 11-16-56 | 36,530,046 | 1,791,254 | |
Series 2017-109, Class IO | 0.507 | 04-16-57 | 54,264,433 | 1,489,776 | |
Series 2017-124, Class IO | 0.674 | 01-16-59 | 45,699,013 | 1,791,109 | |
Series 2017-135, Class IO | 0.731 | 10-16-58 | 53,157,021 | 2,450,220 | |
Series 2017-140, Class IO | 0.526 | 02-16-59 | 23,718,747 | 941,976 | |
Series 2017-159, Class IO | 0.449 | 06-16-59 | 37,853,056 | 1,602,740 | |
Series 2017-169, Class IO | 0.588 | 01-16-60 | 88,489,473 | 3,822,276 | |
Series 2017-20, Class IO | 0.648 | 12-16-58 | 124,748,599 | 4,591,060 | |
Series 2017-22, Class IO | 0.718 | 12-16-57 | 13,520,374 | 609,762 | |
Series 2017-41, Class IO | 0.631 | 07-16-58 | 55,990,955 | 2,062,012 | |
Series 2017-46, Class IO | 0.634 | 11-16-57 | 64,429,578 | 2,745,112 | |
Series 2017-61, Class IO | 0.771 | 05-16-59 | 23,217,446 | 1,092,650 | |
Series 2017-74, Class IO | 0.541 | 09-16-58 | 53,287,008 | 1,663,844 | |
Series 2017-89, Class IO | 0.559 | 07-16-59 | 47,428,397 | 2,044,586 | |
Series 2018-114, Class IO | 0.687 | 04-16-60 | 40,206,684 | 2,003,720 | |
Series 2018-158, Class IO | 0.738 | 05-16-61 | 83,299,288 | 5,078,991 | |
Series 2018-35, Class IO | 0.526 | 03-16-60 | 77,023,115 | 3,500,069 | |
Series 2018-43, Class IO | 0.507 | 05-16-60 | 120,206,435 | 5,108,028 | |
Series 2018-68, Class IO | 0.423 | 01-16-60 | 13,443,867 | 619,368 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 23 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2018-69, Class IO | 0.602 | 04-16-60 | 35,594,932 | $2,010,491 | |
Series 2018-81, Class IO | 0.478 | 01-16-60 | 22,282,162 | 1,189,698 | |
Series 2018-9, Class IO | 0.484 | 01-16-60 | 66,761,634 | 2,864,608 | |
Series 2018-99, Class IO | 0.465 | 06-16-60 | 52,269,751 | 2,413,807 | |
Series 2019-131, Class IO | 0.830 | 07-16-61 | 65,617,155 | 4,259,826 | |
Series 2020-100, Class IO | 0.812 | 05-16-62 | 78,826,461 | 5,671,674 | |
Series 2020-108, Class IO | 0.865 | 06-16-62 | 200,378,640 | 14,085,817 | |
Series 2020-114, Class IO | 0.830 | 09-16-62 | 200,380,867 | 14,176,646 | |
Series 2020-118, Class IO | 0.902 | 06-16-62 | 166,738,325 | 12,368,115 | |
Series 2020-119, Class IO | 0.644 | 08-16-62 | 82,925,489 | 5,153,653 | |
Series 2020-120, Class IO | 0.795 | 05-16-62 | 44,424,814 | 3,197,787 | |
Series 2020-137, Class IO | 0.844 | 09-16-62 | 264,632,345 | 18,208,452 | |
Series 2020-150, Class IO | 0.966 | 12-16-62 | 132,442,140 | 10,315,243 | |
Series 2020-170, Class IO | 0.832 | 11-16-62 | 187,616,515 | 13,879,682 | |
Series 2020-92, Class IO | 0.888 | 02-16-62 | 31,994,562 | 2,315,066 | |
Series 2021-110, Class IO | 0.872 | 01-16-63 | 93,359,980 | 7,111,482 | |
Series 2021-110, Class IO | 0.890 | 11-16-63 | 102,025,656 | 8,197,537 | |
Series 2021-163, Class IO | 0.863 | 03-16-64 | 123,998,437 | 9,411,457 | |
Series 2021-3, Class IO | 0.867 | 09-16-62 | 225,568,925 | 16,939,166 | |
Series 2021-40, Class IO | 0.832 | 02-16-63 | 60,997,908 | 4,609,154 | |
Series 2022-17, Class IO | 0.801 | 06-16-64 | 143,433,941 | 11,251,733 | |
Series 2022-21, Class IO | 0.797 | 10-16-63 | 63,478,274 | 4,910,971 | |
Asset backed securities 9.2% | $2,238,725,743 | ||||
(Cost $2,291,518,178) | |||||
Asset backed securities 9.2% | 2,238,725,743 | ||||
Aligned Data Centers Issuer LLC | |||||
Series 2021-1A, Class A2 (C) | 1.937 | 08-15-46 | 47,964,000 | 45,934,048 | |
AMSR Trust | |||||
Series 2020-SFR4, Class A (C) | 1.355 | 11-17-37 | 33,892,000 | 32,327,935 | |
Series 2021-SFR4, Class A (C) | 2.117 | 12-17-38 | 14,074,000 | 13,648,342 | |
Applebee’s Funding LLC | |||||
Series 2019-1A, Class A2I (C) | 4.194 | 06-05-49 | 31,476,060 | 31,391,389 | |
Aqua Finance Trust | |||||
Series 2021-A, Class A (C) | 1.540 | 07-17-46 | 14,827,769 | 14,466,514 | |
Arby’s Funding LLC | |||||
Series 2020-1A, Class A2 (C) | 3.237 | 07-30-50 | 34,266,180 | 33,810,440 | |
Avis Budget Rental Car Funding AESOP LLC | |||||
Series 2019-3A, Class A (C) | 2.360 | 03-20-26 | 30,662,000 | 30,642,849 | |
Series 2020-1A, Class A (C) | 2.330 | 08-20-26 | 23,406,000 | 23,417,197 | |
BMW Vehicle Lease Trust | |||||
Series 2022-1, Class A3 | 1.100 | 03-25-25 | 11,956,000 | 11,865,289 | |
Bojangles Issuer LLC | |||||
Series 2020-1A, Class A2 (C) | 3.832 | 10-20-50 | 15,998,000 | 16,087,749 | |
BRE Grand Islander Timeshare Issuer LLC | |||||
Series 2019-A, Class A (C) | 3.280 | 09-26-33 | 10,291,967 | 10,411,251 | |
CarMax Auto Owner Trust | |||||
Series 2022-1, Class A3 | 1.470 | 12-15-26 | 16,354,000 | 16,193,150 | |
CARS-DB4 LP | |||||
Series 2020-1A, Class B1 (C) | 4.170 | 02-15-50 | 21,876,000 | 22,033,264 | |
CF Hippolyta LLC | |||||
Series 2020-1, Class A1 (C) | 1.690 | 07-15-60 | 33,437,750 | 32,330,937 | |
Series 2021-1A, Class A1 (C) | 1.530 | 03-15-61 | 32,160,467 | 30,584,578 | |
Chase Auto Credit Linked Notes | |||||
Series 2021-3, Class B (C) | 0.760 | 02-26-29 | 16,820,996 | 16,573,701 | |
CLI Funding VI LLC | |||||
Series 2020-1A, Class A (C) | 2.080 | 09-18-45 | 41,700,785 | 40,214,469 |
24 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A (C) | 1.640 | 02-18-46 | 31,220,332 | $29,578,348 | |
Series 2022-1A, Class A1 (C) | 2.720 | 01-18-47 | 21,997,795 | 21,695,314 | |
ContiMortgage Home Equity Loan Trust | |||||
Series 1995-2, Class A5 | 8.100 | 08-15-25 | 73,116 | 69,156 | |
CoreVest American Finance Trust | |||||
Series 2019-3, Class A (C) | 2.705 | 10-15-52 | 4,909,675 | 4,908,297 | |
DataBank Issuer | |||||
Series 2021-1A, Class A2 (C) | 2.060 | 02-27-51 | 14,617,000 | 13,986,898 | |
Series 2021-1A, Class C (C) | 4.430 | 02-27-51 | 3,400,000 | 3,201,347 | |
DB Master Finance LLC | |||||
Series 2017-1A, Class A2II (C) | 4.030 | 11-20-47 | 11,695,680 | 11,981,172 | |
Series 2021-1A, Class A2I (C) | 2.045 | 11-20-51 | 52,147,305 | 50,434,266 | |
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class C (C) | 3.475 | 04-15-49 | 6,825,000 | 6,587,750 | |
Domino’s Pizza Master Issuer LLC | |||||
Series 2017-1A, Class A23 (C) | 4.118 | 07-25-47 | 35,589,120 | 36,520,487 | |
Series 2021-1A, Class A2I (C) | 2.662 | 04-25-51 | 24,154,473 | 23,155,951 | |
Driven Brands Funding LLC | |||||
Series 2020-2A, Class A2 (C) | 3.237 | 01-20-51 | 21,432,510 | 21,090,447 | |
Series 2021-1A, Class A2 (C) | 2.791 | 10-20-51 | 29,175,878 | 27,314,457 | |
ExteNet LLC | |||||
Series 2019-1A, Class C (C) | 5.219 | 07-26-49 | 7,100,000 | 7,214,862 | |
FirstKey Homes Trust | |||||
Series 2020-SFR1, Class A (C) | 1.339 | 08-17-37 | 39,402,152 | 37,765,126 | |
Series 2020-SFR2, Class A (C) | 1.266 | 10-19-37 | 47,250,830 | 45,036,099 | |
Series 2021-SFR1, Class A (C) | 1.538 | 08-17-38 | 34,671,015 | 32,933,948 | |
Series 2021-SFR1, Class D (C) | 2.189 | 08-17-38 | 23,526,000 | 22,042,011 | |
Five Guys Funding LLC | |||||
Series 2017-1A, Class A2 (C) | 4.600 | 07-25-47 | 16,832,800 | 17,076,707 | |
FOCUS Brands Funding LLC | |||||
Series 2017-1A, Class A2IB (C) | 3.857 | 04-30-47 | 9,743,518 | 9,759,497 | |
Ford Credit Auto Owner Trust | |||||
Series 2020-1, Class A (C) | 2.040 | 08-15-31 | 40,485,000 | 40,185,346 | |
Series 2022-A, Class A3 | 1.290 | 06-15-26 | 8,921,000 | 8,840,018 | |
Ford Credit Floorplan Master Owner Trust | |||||
Series 2019-2, Class A | 3.060 | 04-15-26 | 47,107,000 | 48,246,043 | |
Series 2020-2, Class A | 1.060 | 09-15-27 | 40,465,000 | 38,959,771 | |
GM Financial Consumer Automobile Receivables Trust | |||||
Series 2021-4, Class A3 | 0.680 | 09-16-26 | 9,381,000 | 9,228,044 | |
Series 2022-1, Class A3 | 1.260 | 11-16-26 | 7,727,000 | 7,645,693 | |
GMF Floorplan Owner Revolving Trust | |||||
Series 2019-2, Class A (C) | 2.900 | 04-15-26 | 33,302,000 | 33,947,459 | |
Series 2020-1, Class A (C) | 0.680 | 08-15-25 | 15,128,000 | 14,886,627 | |
Golub Capital Partners Funding, Ltd. | |||||
Series 2020-1A, Class A2 (C) | 3.208 | 01-22-29 | 22,181,000 | 22,269,724 | |
Series 2021-1A, Class A2 (C) | 2.773 | 04-20-29 | 21,502,000 | 21,002,876 | |
HI-FI Music IP Issuer LP | |||||
Series 2022-1A, Class A2 (C) | 3.939 | 02-01-62 | 20,831,000 | 21,078,972 | |
Hilton Grand Vacations Trust | |||||
Series 2017-AA, Class A (C) | 2.660 | 12-26-28 | 7,638,123 | 7,689,458 | |
Series 2018-AA, Class A (C) | 3.540 | 02-25-32 | 5,857,032 | 5,961,329 | |
Home Partners of America Trust | |||||
Series 2021-2, Class A (C) | 1.901 | 12-17-26 | 27,399,361 | 26,384,516 | |
Hotwire Funding LLC | |||||
Series 2021-1, Class C (C) | 4.459 | 11-20-51 | 4,950,000 | 4,724,843 | |
Hyundai Auto Lease Securitization Trust | |||||
Series 2022-A, Class A3 (C) | 1.160 | 01-15-25 | 14,391,000 | 14,226,386 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 25 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 (C) | 4.970 | 08-25-49 | 16,979,490 | $17,570,716 | |
Series 2022-1A, Class A2I (C) | 3.445 | 02-26-52 | 28,192,000 | 27,731,399 | |
Laurel Road Prime Student Loan Trust | |||||
Series 2019-A, Class A2FX (C) | 2.730 | 10-25-48 | 3,018,825 | 3,021,325 | |
Mercedes-Benz Auto Receivables Trust | |||||
Series 2021-1, Class A3 | 0.460 | 06-15-26 | 19,123,000 | 18,658,923 | |
MVW Owner Trust | |||||
Series 2018-1A, Class A (C) | 3.450 | 01-21-36 | 11,369,945 | 11,522,300 | |
Navient Private Education Loan Trust | |||||
Series 2016-AA, Class A2A (C) | 3.910 | 12-15-45 | 4,780,841 | 4,904,931 | |
Navient Private Education Refi Loan Trust | |||||
Series 2019-FA, Class A2 (C) | 2.600 | 08-15-68 | 13,585,687 | 13,604,900 | |
Navient Student Loan Trust | |||||
Series 2020-2A, Class A1A (C) | 1.320 | 08-26-69 | 21,380,761 | 20,185,520 | |
Neighborly Issuer LLC | |||||
Series 2021-1A, Class A2 (C) | 3.584 | 04-30-51 | 42,451,210 | 41,207,390 | |
Series 2022-1A, Class A2 (C) | 3.695 | 01-30-52 | 17,556,000 | 17,492,086 | |
New Economy Assets Phase 1 Sponsor LLC | |||||
Series 2021-1, Class A1 (C) | 1.910 | 10-20-61 | 41,424,000 | 39,826,160 | |
Series 2021-1, Class B1 (C) | 2.410 | 10-20-61 | 12,548,000 | 12,221,773 | |
NRZ Excess Spread-Collateralized Notes | |||||
Series 2021-FHT1, Class A (C) | 3.104 | 07-25-26 | 7,339,586 | 7,091,322 | |
Oxford Finance Funding LLC | |||||
Series 2019-1A, Class A2 (C) | 4.459 | 02-15-27 | 10,720,821 | 10,934,524 | |
Series 2020-1A, Class A2 (C) | 3.101 | 02-15-28 | 3,955,000 | 3,965,550 | |
PFS Financing Corp. | |||||
Series 2020-E, Class A (C) | 1.000 | 10-15-25 | 20,469,000 | 20,192,032 | |
Progress Residential Trust | |||||
Series 2020-SFR1, Class A (C) | 1.732 | 04-17-37 | 18,308,000 | 17,844,599 | |
Series 2021-SFR8, Class B (C) | 1.681 | 10-17-38 | 13,890,000 | 12,943,262 | |
Renaissance Home Equity Loan Trust | |||||
Series 2005-2, Class AF4 | 4.934 | 08-25-35 | 3,070,047 | 3,096,885 | |
Santander Retail Auto Lease Trust | |||||
Series 2022-A, Class A3 (C) | 1.340 | 07-21-25 | 13,075,000 | 12,897,095 | |
Santander Revolving Auto Loan Trust | |||||
Series 2019-A, Class A (C) | 2.510 | 01-26-32 | 43,933,000 | 44,411,316 | |
SCF Equipment Leasing LLC | |||||
Series 2021-1A, Class E (C) | 3.560 | 08-20-32 | 3,300,000 | 3,258,421 | |
ServiceMaster Funding LLC | |||||
Series 2021-1, Class A2I (C) | 2.865 | 07-30-51 | 31,189,270 | 29,767,975 | |
Sesac Finance LLC | |||||
Series 2019-1, Class A2 (C) | 5.216 | 07-25-49 | 30,519,450 | 31,088,333 | |
Sierra Timeshare Receivables Funding LLC | |||||
Series 2018-3A, Class D (C) | 5.200 | 09-20-35 | 1,969,698 | 2,000,823 | |
Series 2019-1A, Class A (C) | 3.200 | 01-20-36 | 3,400,621 | 3,444,856 | |
Series 2021-1A, Class D (C) | 3.170 | 11-20-37 | 3,335,422 | 3,278,588 | |
SMB Private Education Loan Trust | |||||
Series 2015-C, Class A2A (C) | 2.750 | 07-15-27 | 94,781 | 94,858 | |
Series 2019-B, Class A2A (C) | 2.840 | 06-15-37 | 24,376,908 | 24,593,741 | |
Series 2020-PTA, Class A2A (C) | 1.600 | 09-15-54 | 23,802,144 | 23,166,814 | |
Series 2021-A, Class APT2 (C) | 1.070 | 01-15-53 | 16,056,457 | 15,048,380 | |
Sonic Capital LLC | |||||
Series 2020-1A, Class A2I (C) | 3.845 | 01-20-50 | 27,281,545 | 27,737,420 | |
Series 2021-1A, Class A2I (C) | 2.190 | 08-20-51 | 22,942,008 | 21,582,694 | |
Sunbird Engine Finance LLC | |||||
Series 2020-1A, Class A (C) | 3.671 | 02-15-45 | 9,009,162 | 8,495,031 | |
Taco Bell Funding LLC | |||||
Series 2021-1A, Class A2I (C) | 1.946 | 08-25-51 | 45,188,745 | 43,277,261 | |
TIF Funding II LLC | |||||
Series 2021-1A, Class A (C) | 1.650 | 02-20-46 | 20,052,152 | 18,971,093 |
26 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Towd Point Mortgage Trust | |||||
Series 2015-1, Class A5 (C)(H) | 3.124 | 10-25-53 | 7,568,000 | $7,666,300 | |
Series 2015-2, Class 1M2 (C)(H) | 3.345 | 11-25-60 | 10,930,000 | 11,065,029 | |
Series 2017-2, Class A1 (C)(H) | 2.750 | 04-25-57 | 814,453 | 818,019 | |
Series 2018-1, Class A1 (C)(H) | 3.000 | 01-25-58 | 3,215,356 | 3,235,549 | |
Series 2018-4, Class A1 (C)(H) | 3.000 | 06-25-58 | 15,673,138 | 15,791,629 | |
Series 2018-5, Class A1A (C)(H) | 3.250 | 07-25-58 | 1,909,068 | 1,927,220 | |
Series 2018-6, Class A1A (C)(H) | 3.750 | 03-25-58 | 13,767,672 | 13,933,940 | |
Series 2019-1, Class A1 (C)(H) | 3.666 | 03-25-58 | 13,586,788 | 13,877,709 | |
Series 2019-4, Class A1 (C)(H) | 2.900 | 10-25-59 | 14,246,604 | 14,359,051 | |
Series 2020-4, Class A1 (C) | 1.750 | 10-25-60 | 20,913,856 | 20,526,298 | |
Toyota Auto Loan Extended Note Trust | |||||
Series 2019-1A, Class A (C) | 2.560 | 11-25-31 | 62,838,000 | 63,725,436 | |
Series 2020-1A, Class A (C) | 1.350 | 05-25-33 | 22,535,000 | 22,014,786 | |
Toyota Auto Receivables Owner Trust | |||||
Series 2022-A, Class A3 | 1.230 | 06-15-26 | 24,038,000 | 23,781,027 | |
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A (C) | 2.110 | 09-20-45 | 44,337,157 | 42,926,100 | |
Series 2021-1A, Class A (C) | 1.860 | 03-20-46 | 26,220,362 | 24,972,432 | |
Vantage Data Centers LLC | |||||
Series 2020-1A, Class A2 (C) | 1.645 | 09-15-45 | 26,045,000 | 24,909,881 | |
Series 2020-2A, Class A2 (C) | 1.992 | 09-15-45 | 20,601,000 | 19,427,559 | |
Verizon Master Trust | |||||
Series 2022-2, Class A | 1.530 | 07-20-28 | 20,071,000 | 19,882,278 | |
VR Funding LLC | |||||
Series 2020-1A, Class A (C) | 2.790 | 11-15-50 | 31,636,355 | 30,580,922 | |
VSE VOI Mortgage LLC | |||||
Series 2017-A, Class A (C) | 2.330 | 03-20-35 | 9,653,196 | 9,626,110 | |
Wendy’s Funding LLC | |||||
Series 2021-1A, Class A2I (C) | 2.370 | 06-15-51 | 25,715,775 | 24,495,561 | |
Willis Engine Structured Trust V | |||||
Series 2020-A, Class A (C) | 3.228 | 03-15-45 | 7,500,792 | 7,119,051 | |
Zaxby’s Funding LLC | |||||
Series 2021-1A, Class A2 (C) | 3.238 | 07-30-51 | 36,441,875 | 35,371,213 | |
Shares | Value | ||||
Common stocks 0.1% | $27,093,553 | ||||
(Cost $29,181,084) | |||||
Utilities 0.1% | 27,093,553 | ||||
Multi-utilities 0.1% | |||||
Algonquin Power & Utilities Corp. | 533,950 | 24,631,114 | |||
Dominion Energy, Inc. | 24,838 | 2,462,439 | |||
Preferred securities 0.2% | $46,793,285 | ||||
(Cost $45,015,094) | |||||
Communication services 0.1% | 11,705,000 | ||||
Wireless telecommunication services 0.1% | |||||
Telephone & Data Systems, Inc., 6.625% | 468,200 | 11,705,000 | |||
Consumer staples 0.0% | 2,517,276 | ||||
Food products 0.0% | |||||
Ocean Spray Cranberries, Inc., 6.250% (C) | 28,284 | 2,517,276 | |||
Financials 0.0% | 2,892,185 | ||||
Banks 0.0% | |||||
Wells Fargo & Company, 7.500% | 2,139 | 2,892,185 |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 27 |
Shares | Value | ||||
Utilities 0.1% | $29,678,824 | ||||
Electric utilities 0.1% | |||||
NextEra Energy, Inc., 5.279% | 275,700 | 13,611,309 | |||
The Southern Company, 6.750% | 38,814 | 1,974,080 | |||
Multi-utilities 0.0% | |||||
DTE Energy Company, 6.250% | 33,037 | 1,673,654 | |||
NiSource, Inc., 7.750% | 111,900 | 12,419,781 | |||
Par value^ | Value | ||||
Escrow certificates 0.0% | $12,342 | ||||
(Cost $0) | |||||
LSC Communications, Inc. (C)(I) | 19,591,000 | 12,342 | |||
Yield* (%) | Maturity date | Par value^ | Value | ||
Short-term investments 4.0% | $953,600,165 | ||||
(Cost $953,585,083) | |||||
U.S. Government Agency 1.5% | 362,801,000 | ||||
Federal Agricultural Mortgage Corp. Discount Note | 0.010 | 03-01-22 | 71,116,000 | 71,116,000 | |
Federal Farm Credit Bank Discount Note | 0.010 | 03-01-22 | 25,000,000 | 25,000,000 | |
Federal Home Loan Bank Discount Note | 0.010 | 03-01-22 | 266,685,000 | 266,685,000 |
Yield (%) | Shares | Value | |||
Short-term funds 0.4% | 82,784,165 | ||||
John Hancock Collateral Trust (J) | 0.0896(K) | 8,277,175 | 82,784,165 |
Par value^ | Value | ||||
Repurchase agreement 2.1% | 508,015,000 | ||||
Repurchase Agreement with State Street Corp. dated 2-28-22 at 0.000% to be repurchased at $508,015,000 on 3-1-22, collateralized by $458,638,600 U.S. Treasury Notes, 0.125% - 2.750% due 7-31-23 to 11-15-23 (valued at $461,701,189) and $45,719,600 U.S. Treasury Inflation Indexed Notes, 0.125% - 0.625% due 1-15-24 to 4-15-25 (valued at $56,474,115) | 508,015,000 | 508,015,000 |
Total investments (Cost $25,391,638,745) 102.8% | $24,835,944,256 | ||||
Other assets and liabilities, net (2.8%) | (669,574,527) | ||||
Total net assets 100.0% | $24,166,369,729 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
ICE | Intercontinental Exchange |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | Security purchased or sold on a when-issued or delayed delivery basis. |
(B) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $8,046,751,306 or 33.3% of the fund’s net assets as of 2-28-22. |
(D) | All or a portion of this security is on loan as of 2-28-22. The value of securities on loan amounted to $81,135,927. |
(E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(F) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
28 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
(G) | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined). |
(H) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(I) | Non-income producing security. |
(J) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
(K) | The rate shown is the annualized seven-day yield as of 2-28-22. |
* | 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. |
United States | 88.7% |
United Kingdom | 1.6% |
Canada | 1.6% |
Ireland | 1.1% |
Other countries | 7.0% |
TOTAL | 100.0% |
SEE NOTES TO FUND’S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 29 |
Notes to Fund’s investments (unaudited) |
Total value at 2-28-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $6,855,696,683 | — | $6,855,696,683 | — |
Foreign government obligations | 101,975,492 | — | 101,975,492 | — |
Corporate bonds | 12,847,482,431 | — | 12,847,482,431 | — |
Municipal bonds | 72,249,672 | — | 72,249,672 | — |
Term loans | 153,499,876 | — | 153,499,876 | — |
Collateralized mortgage obligations | 1,538,815,014 | — | 1,538,815,014 | — |
Asset backed securities | 2,238,725,743 | — | 2,238,725,743 | — |
Common stocks | 27,093,553 | $27,093,553 | — | — |
Preferred securities | 46,793,285 | 44,276,009 | 2,517,276 | — |
Escrow certificates | 12,342 | — | 12,342 | — |
Short-term investments | 953,600,165 | 82,784,165 | 870,816,000 | — |
Total investments in securities | $24,835,944,256 | $154,153,727 | $24,681,790,529 | — |
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 | 8,277,175 | $40,898,460 | $494,497,976 | $(452,577,309) | $(22,527) | $(12,435) | $316,456 | $11,842 | $82,784,165 |
30 | | |
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