John Hancock
Bond Fund
Quarterly portfolio holdings 8/31/19
Funds investments
As of 8-31-19 (unaudited)
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
U.S. Government and Agency obligations 41.0% (Cost $6,744,156,730) |
$ | 7,008,593,546 | ||||||||||||||
U.S. Government 17.2% |
2,932,481,822 | |||||||||||||||
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U.S. Treasury |
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Bond |
2.750 | 11-15-42 | 349,385,000 | 403,498,731 | ||||||||||||
Bond |
2.875 | 05-15-49 | 894,964,000 | 1,078,396,663 | ||||||||||||
Bond |
3.000 | 02-15-47 | 197,535,000 | 241,440,239 | ||||||||||||
Note |
1.625 | 08-15-29 | 846,864,000 | 856,490,464 | ||||||||||||
Note (A) |
1.750 | 07-31-24 | 297,606,000 | 302,593,225 | ||||||||||||
Note |
2.125 | 05-31-26 | 48,000,000 | 50,062,500 | ||||||||||||
U.S. Government Agency 23.8% |
4,076,111,724 | |||||||||||||||
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Federal Home Loan Mortgage Corp. |
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15 Yr Pass Thru |
3.000 | 07-01-32 | 79,247,908 | 82,042,411 | ||||||||||||
30 Yr Pass Thru |
3.000 | 03-01-43 | 5,788,124 | 6,044,814 | ||||||||||||
30 Yr Pass Thru |
3.000 | 04-01-43 | 6,878,637 | 7,112,753 | ||||||||||||
30 Yr Pass Thru |
3.000 | 06-01-43 | 2,345,689 | 2,432,123 | ||||||||||||
30 Yr Pass Thru |
3.000 | 12-01-45 | 24,232,281 | 25,193,338 | ||||||||||||
30 Yr Pass Thru |
3.000 | 05-01-46 | 4,358,643 | 4,530,146 | ||||||||||||
30 Yr Pass Thru |
3.000 | 10-01-46 | 8,236,949 | 8,553,332 | ||||||||||||
30 Yr Pass Thru |
3.000 | 10-01-46 | 8,750,456 | 9,030,778 | ||||||||||||
30 Yr Pass Thru |
3.000 | 10-01-46 | 14,576,962 | 15,095,869 | ||||||||||||
30 Yr Pass Thru |
3.000 | 10-01-46 | 99,794,476 | 103,658,788 | ||||||||||||
30 Yr Pass Thru |
3.000 | 11-01-46 | 17,952,423 | 18,585,877 | ||||||||||||
30 Yr Pass Thru |
3.000 | 12-01-46 | 85,436,430 | 88,237,480 | ||||||||||||
30 Yr Pass Thru |
3.000 | 12-01-46 | 17,402,397 | 18,081,703 | ||||||||||||
30 Yr Pass Thru |
3.000 | 04-01-47 | 50,033,769 | 51,799,220 | ||||||||||||
30 Yr Pass Thru |
3.500 | 02-01-41 | 15,476,104 | 16,290,434 | ||||||||||||
30 Yr Pass Thru |
3.500 | 01-01-42 | 1,569,357 | 1,661,252 | ||||||||||||
30 Yr Pass Thru |
3.500 | 05-01-42 | 1,400,812 | 1,475,396 | ||||||||||||
30 Yr Pass Thru |
3.500 | 06-01-42 | 5,844,956 | 6,156,162 | ||||||||||||
30 Yr Pass Thru |
3.500 | 08-01-42 | 1,533,382 | 1,615,025 | ||||||||||||
30 Yr Pass Thru |
3.500 | 09-01-42 | 1,924,799 | 2,021,868 | ||||||||||||
30 Yr Pass Thru |
3.500 | 04-01-44 | 6,803,168 | 7,227,046 | ||||||||||||
30 Yr Pass Thru |
3.500 | 05-01-45 | 15,754,475 | 16,593,299 | ||||||||||||
30 Yr Pass Thru |
3.500 | 01-01-46 | 1,951,637 | 2,054,939 | ||||||||||||
30 Yr Pass Thru |
3.500 | 08-01-46 | 81,726,054 | 86,205,141 | ||||||||||||
30 Yr Pass Thru |
3.500 | 09-01-46 | 21,804,968 | 22,884,174 | ||||||||||||
30 Yr Pass Thru |
3.500 | 09-01-46 | 11,414,207 | 11,897,098 | ||||||||||||
30 Yr Pass Thru |
3.500 | 10-01-46 | 4,672,403 | 4,870,074 | ||||||||||||
30 Yr Pass Thru |
3.500 | 10-01-46 | 29,860,027 | 31,384,564 | ||||||||||||
30 Yr Pass Thru |
3.500 | 11-01-46 | 10,303,827 | 10,807,360 | ||||||||||||
30 Yr Pass Thru |
3.500 | 11-01-46 | 10,063,827 | 10,580,792 | ||||||||||||
30 Yr Pass Thru |
3.500 | 12-01-46 | 17,011,335 | 17,906,448 | ||||||||||||
30 Yr Pass Thru |
3.500 | 01-01-47 | 9,667,375 | 10,185,122 | ||||||||||||
30 Yr Pass Thru |
3.500 | 02-01-47 | 17,120,569 | 17,844,874 | ||||||||||||
30 Yr Pass Thru |
3.500 | 04-01-47 | 17,962,728 | 18,924,742 | ||||||||||||
30 Yr Pass Thru |
3.500 | 09-01-47 | 54,905,016 | 57,708,252 | ||||||||||||
30 Yr Pass Thru |
3.500 | 11-01-47 | 47,013,295 | 48,787,746 | ||||||||||||
30 Yr Pass Thru |
3.500 | 11-01-47 | 15,996,039 | 16,621,781 | ||||||||||||
30 Yr Pass Thru |
3.500 | 11-01-47 | 25,410,153 | 26,294,581 | ||||||||||||
30 Yr Pass Thru |
3.500 | 06-01-49 | 57,028,410 | 59,339,869 | ||||||||||||
30 Yr Pass Thru |
4.000 | 01-01-41 | 15,541,589 | 16,622,560 | ||||||||||||
30 Yr Pass Thru |
4.000 | 03-01-42 | 7,726,721 | 8,247,239 | ||||||||||||
30 Yr Pass Thru |
4.000 | 11-01-43 | 4,953,220 | 5,276,063 |
2 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
U.S. Government Agency (continued) |
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30 Yr Pass Thru |
4.000 | 02-01-44 | 2,045,991 | $ | 2,186,378 | |||||||||||
30 Yr Pass Thru |
4.000 | 07-01-45 | 22,812,044 | 24,498,502 | ||||||||||||
30 Yr Pass Thru |
4.000 | 01-01-47 | 14,539,160 | 15,609,474 | ||||||||||||
30 Yr Pass Thru |
4.000 | 03-01-47 | 60,890,064 | 64,763,640 | ||||||||||||
30 Yr Pass Thru |
4.000 | 03-01-47 | 18,218,711 | 19,108,983 | ||||||||||||
30 Yr Pass Thru |
4.000 | 04-01-47 | 26,229,829 | 27,616,493 | ||||||||||||
30 Yr Pass Thru |
4.000 | 05-01-47 | 19,923,667 | 20,976,950 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-47 | 34,805,867 | 36,602,403 | ||||||||||||
30 Yr Pass Thru |
4.000 | 11-01-47 | 26,437,810 | 27,681,799 | ||||||||||||
30 Yr Pass Thru |
4.000 | 03-01-48 | 14,131,612 | 14,816,867 | ||||||||||||
30 Yr Pass Thru |
4.000 | 07-01-48 | 59,287,771 | 63,022,361 | ||||||||||||
30 Yr Pass Thru |
4.000 | 08-01-48 | 37,325,956 | 39,607,165 | ||||||||||||
30 Yr Pass Thru |
4.500 | 11-01-39 | 2,137,055 | 2,314,251 | ||||||||||||
30 Yr Pass Thru |
4.500 | 02-01-41 | 3,581,919 | 3,872,201 | ||||||||||||
30 Yr Pass Thru |
4.500 | 03-01-41 | 2,247,289 | 2,437,839 | ||||||||||||
30 Yr Pass Thru |
4.500 | 09-01-41 | 1,442,155 | 1,558,127 | ||||||||||||
30 Yr Pass Thru |
4.500 | 10-01-41 | 1,715,454 | 1,848,043 | ||||||||||||
30 Yr Pass Thru |
4.500 | 06-01-47 | 20,826,099 | 22,168,931 | ||||||||||||
30 Yr Pass Thru |
5.000 | 03-01-41 | 1,035,716 | 1,132,595 | ||||||||||||
30 Yr Pass Thru |
5.500 | 05-01-38 | 212,871 | 238,756 | ||||||||||||
30 Yr Pass Thru |
5.500 | 11-01-39 | 4,390,505 | 4,900,145 | ||||||||||||
Federal National Mortgage Association |
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15 Yr Pass Thru |
3.000 | 09-01-27 | 3,818,606 | 3,926,415 | ||||||||||||
15 Yr Pass Thru |
3.000 | 09-01-32 | 52,889,339 | 54,729,624 | ||||||||||||
15 Yr Pass Thru |
3.500 | 06-01-34 | 5,038,615 | 5,261,981 | ||||||||||||
15 Yr Pass Thru |
4.000 | 12-01-24 | 1,554,413 | 1,622,018 | ||||||||||||
30 Yr Pass Thru (B) |
3.000 | TBA | 27,915,000 | 28,453,673 | ||||||||||||
30 Yr Pass Thru |
3.000 | 07-01-42 | 4,614,093 | 4,796,192 | ||||||||||||
30 Yr Pass Thru |
3.000 | 10-01-42 | 8,862,737 | 9,148,811 | ||||||||||||
30 Yr Pass Thru |
3.000 | 10-01-42 | 4,436,021 | 4,579,209 | ||||||||||||
30 Yr Pass Thru |
3.000 | 12-01-42 | 2,085,057 | 2,159,527 | ||||||||||||
30 Yr Pass Thru |
3.000 | 01-01-43 | 1,538,371 | 1,589,950 | ||||||||||||
30 Yr Pass Thru |
3.000 | 03-01-43 | 1,642,468 | 1,714,475 | ||||||||||||
30 Yr Pass Thru |
3.000 | 04-01-43 | 2,645,310 | 2,740,616 | ||||||||||||
30 Yr Pass Thru |
3.000 | 05-01-43 | 2,315,395 | 2,416,904 | ||||||||||||
30 Yr Pass Thru |
3.000 | 06-01-43 | 2,354,378 | 2,431,844 | ||||||||||||
30 Yr Pass Thru |
3.000 | 07-01-43 | 26,265,228 | 27,326,429 | ||||||||||||
30 Yr Pass Thru |
3.000 | 08-01-46 | 57,027,629 | 59,028,775 | ||||||||||||
30 Yr Pass Thru |
3.000 | 08-01-46 | 42,402,031 | 43,889,952 | ||||||||||||
30 Yr Pass Thru |
3.000 | 09-01-46 | 5,670,628 | 5,849,413 | ||||||||||||
30 Yr Pass Thru |
3.000 | 10-01-46 | 4,271,647 | 4,406,325 | ||||||||||||
30 Yr Pass Thru |
3.000 | 01-01-47 | 33,494,760 | 34,659,651 | ||||||||||||
30 Yr Pass Thru |
3.000 | 02-01-47 | 17,799,106 | 18,484,875 | ||||||||||||
30 Yr Pass Thru |
3.000 | 10-01-47 | 39,627,289 | 41,005,458 | ||||||||||||
30 Yr Pass Thru |
3.000 | 11-01-47 | 46,367,551 | 47,994,625 | ||||||||||||
30 Yr Pass Thru |
3.000 | 11-01-48 | 159,131,099 | 163,422,197 | ||||||||||||
30 Yr Pass Thru |
3.000 | 07-01-49 | 57,167,309 | 58,262,252 | ||||||||||||
30 Yr Pass Thru |
3.500 | 11-01-40 | 3,312,127 | 3,484,670 | ||||||||||||
30 Yr Pass Thru |
3.500 | 06-01-42 | 3,190,325 | 3,358,517 | ||||||||||||
30 Yr Pass Thru |
3.500 | 06-01-42 | 289,275 | 304,526 | ||||||||||||
30 Yr Pass Thru |
3.500 | 08-01-42 | 5,883,630 | 6,193,810 | ||||||||||||
30 Yr Pass Thru |
3.500 | 01-01-43 | 2,599,414 | 2,725,080 | ||||||||||||
30 Yr Pass Thru |
3.500 | 02-01-43 | 823,612 | 874,496 | ||||||||||||
30 Yr Pass Thru |
3.500 | 05-01-43 | 1,523,168 | 1,612,037 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 3 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
U.S. Government Agency (continued) |
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30 Yr Pass Thru |
3.500 | 06-01-43 | 19,671,680 | $ | 20,751,787 | |||||||||||
30 Yr Pass Thru |
3.500 | 07-01-43 | 1,537,185 | 1,632,155 | ||||||||||||
30 Yr Pass Thru |
3.500 | 07-01-43 | 5,707,291 | 6,020,659 | ||||||||||||
30 Yr Pass Thru |
3.500 | 07-01-43 | 5,909,602 | 6,234,079 | ||||||||||||
30 Yr Pass Thru |
3.500 | 01-01-45 | 4,749,788 | 5,026,910 | ||||||||||||
30 Yr Pass Thru |
3.500 | 04-01-45 | 15,852,800 | 16,688,547 | ||||||||||||
30 Yr Pass Thru |
3.500 | 04-01-45 | 4,195,097 | 4,416,259 | ||||||||||||
30 Yr Pass Thru |
3.500 | 04-01-45 | 17,288,511 | 18,199,947 | ||||||||||||
30 Yr Pass Thru |
3.500 | 08-01-45 | 21,574,451 | 22,705,096 | ||||||||||||
30 Yr Pass Thru |
3.500 | 01-01-46 | 40,909,883 | 43,271,168 | ||||||||||||
30 Yr Pass Thru |
3.500 | 02-01-46 | 30,048,060 | 31,284,739 | ||||||||||||
30 Yr Pass Thru |
3.500 | 07-01-46 | 36,689,869 | 38,119,644 | ||||||||||||
30 Yr Pass Thru |
3.500 | 07-01-46 | 11,109,763 | 11,653,800 | ||||||||||||
30 Yr Pass Thru |
3.500 | 08-01-46 | 41,868,128 | 44,023,047 | ||||||||||||
30 Yr Pass Thru |
3.500 | 02-01-47 | 47,627,730 | 50,049,323 | ||||||||||||
30 Yr Pass Thru |
3.500 | 03-01-47 | 52,423,866 | 55,203,992 | ||||||||||||
30 Yr Pass Thru |
3.500 | 05-01-47 | 34,852,904 | 36,744,779 | ||||||||||||
30 Yr Pass Thru |
3.500 | 07-01-47 | 65,980,099 | 69,479,136 | ||||||||||||
30 Yr Pass Thru |
3.500 | 08-01-47 | 50,973,509 | 53,628,933 | ||||||||||||
30 Yr Pass Thru |
3.500 | 09-01-47 | 13,665,623 | 14,129,833 | ||||||||||||
30 Yr Pass Thru |
3.500 | 11-01-47 | 63,424,179 | 66,609,290 | ||||||||||||
30 Yr Pass Thru |
3.500 | 11-01-47 | 9,359,459 | 9,677,392 | ||||||||||||
30 Yr Pass Thru |
3.500 | 12-01-47 | 32,148,489 | 33,672,543 | ||||||||||||
30 Yr Pass Thru |
3.500 | 01-01-48 | 54,636,493 | 57,226,629 | ||||||||||||
30 Yr Pass Thru |
3.500 | 03-01-48 | 10,584,995 | 11,172,797 | ||||||||||||
30 Yr Pass Thru |
3.500 | 03-01-48 | 44,893,186 | 46,362,055 | ||||||||||||
30 Yr Pass Thru |
3.500 | 06-01-48 | 26,734,565 | 28,077,154 | ||||||||||||
30 Yr Pass Thru |
3.500 | 03-01-49 | 8,396,454 | 8,794,502 | ||||||||||||
30 Yr Pass Thru |
3.500 | 06-01-49 | 58,495,581 | 61,140,704 | ||||||||||||
30 Yr Pass Thru |
3.500 | 06-01-49 | 28,869,075 | 29,687,346 | ||||||||||||
30 Yr Pass Thru |
3.500 | 07-01-49 | 27,299,847 | 28,227,201 | ||||||||||||
30 Yr Pass Thru |
3.500 | 07-01-49 | 105,732,905 | 109,324,567 | ||||||||||||
30 Yr Pass Thru |
4.000 | 09-01-40 | 7,513,214 | 8,031,904 | ||||||||||||
30 Yr Pass Thru |
4.000 | 09-01-40 | 11,195,059 | 11,967,933 | ||||||||||||
30 Yr Pass Thru |
4.000 | 11-01-40 | 2,734,080 | 2,922,833 | ||||||||||||
30 Yr Pass Thru |
4.000 | 12-01-40 | 1,554,734 | 1,662,069 | ||||||||||||
30 Yr Pass Thru |
4.000 | 12-01-40 | 4,482,993 | 4,792,486 | ||||||||||||
30 Yr Pass Thru |
4.000 | 01-01-41 | 4,610,546 | 4,928,845 | ||||||||||||
30 Yr Pass Thru |
4.000 | 01-01-41 | 1,863,072 | 1,991,693 | ||||||||||||
30 Yr Pass Thru |
4.000 | 02-01-41 | 2,001,061 | 2,139,209 | ||||||||||||
30 Yr Pass Thru |
4.000 | 09-01-41 | 8,739,340 | 9,339,948 | ||||||||||||
30 Yr Pass Thru |
4.000 | 09-01-41 | 2,316,812 | 2,489,790 | ||||||||||||
30 Yr Pass Thru |
4.000 | 09-01-41 | 3,841,094 | 4,156,686 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-41 | 2,142,028 | 2,301,287 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-41 | 1,591,330 | 1,701,190 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-41 | 2,723,734 | 2,910,921 | ||||||||||||
30 Yr Pass Thru |
4.000 | 01-01-42 | 3,496,499 | 3,756,462 | ||||||||||||
30 Yr Pass Thru |
4.000 | 03-01-42 | 1,799,173 | 1,922,821 | ||||||||||||
30 Yr Pass Thru |
4.000 | 05-01-42 | 6,702,255 | 7,150,299 | ||||||||||||
30 Yr Pass Thru |
4.000 | 07-01-42 | 434,637 | 466,817 | ||||||||||||
30 Yr Pass Thru |
4.000 | 09-01-43 | 8,313,862 | 9,059,301 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-43 | 9,272,636 | 10,046,086 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-43 | 3,888,541 | 4,171,576 | ||||||||||||
30 Yr Pass Thru |
4.000 | 01-01-44 | 6,358,205 | 6,886,569 |
4 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
U.S. Government Agency (continued) |
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30 Yr Pass Thru |
4.000 | 12-01-45 | 21,571,944 | $ | 23,014,020 | |||||||||||
30 Yr Pass Thru |
4.000 | 02-01-46 | 13,975,763 | 14,674,197 | ||||||||||||
30 Yr Pass Thru |
4.000 | 04-01-46 | 14,248,610 | 14,960,678 | ||||||||||||
30 Yr Pass Thru |
4.000 | 06-01-46 | 10,024,646 | 10,516,226 | ||||||||||||
30 Yr Pass Thru |
4.000 | 07-01-46 | 24,033,820 | 25,212,368 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-46 | 5,606,553 | 5,881,482 | ||||||||||||
30 Yr Pass Thru |
4.000 | 01-01-47 | 18,137,055 | 19,131,866 | ||||||||||||
30 Yr Pass Thru |
4.000 | 03-01-47 | 28,979,420 | 30,808,010 | ||||||||||||
30 Yr Pass Thru |
4.000 | 04-01-47 | 25,035,275 | 26,405,320 | ||||||||||||
30 Yr Pass Thru |
4.000 | 08-01-47 | 39,187,099 | 41,010,753 | ||||||||||||
30 Yr Pass Thru |
4.000 | 11-01-47 | 8,974,974 | 9,407,788 | ||||||||||||
30 Yr Pass Thru |
4.000 | 12-01-47 | 15,738,126 | 16,750,868 | ||||||||||||
30 Yr Pass Thru |
4.000 | 12-01-47 | 14,878,550 | 15,570,955 | ||||||||||||
30 Yr Pass Thru |
4.000 | 04-01-48 | 81,992,610 | 87,217,556 | ||||||||||||
30 Yr Pass Thru |
4.000 | 07-01-48 | 30,908,652 | 32,356,710 | ||||||||||||
30 Yr Pass Thru |
4.000 | 09-01-48 | 52,145,626 | 55,354,517 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-48 | 51,292,238 | 54,448,614 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-48 | 30,993,574 | 32,862,087 | ||||||||||||
30 Yr Pass Thru |
4.000 | 10-01-48 | 36,422,491 | 38,663,825 | ||||||||||||
30 Yr Pass Thru |
4.000 | 01-01-49 | 26,666,750 | 28,009,826 | ||||||||||||
30 Yr Pass Thru |
4.000 | 02-01-49 | 37,367,894 | 39,249,935 | ||||||||||||
30 Yr Pass Thru |
4.500 | 11-01-39 | 4,420,311 | 4,784,479 | ||||||||||||
30 Yr Pass Thru |
4.500 | 08-01-40 | 3,284,119 | 3,551,603 | ||||||||||||
30 Yr Pass Thru |
4.500 | 08-01-40 | 2,012,685 | 2,176,613 | ||||||||||||
30 Yr Pass Thru |
4.500 | 02-01-41 | 7,412,529 | 8,009,313 | ||||||||||||
30 Yr Pass Thru |
4.500 | 05-01-41 | 4,317,435 | 4,669,080 | ||||||||||||
30 Yr Pass Thru |
4.500 | 05-01-41 | 5,034,531 | 5,441,435 | ||||||||||||
30 Yr Pass Thru |
4.500 | 06-01-41 | 6,441,575 | 6,958,175 | ||||||||||||
30 Yr Pass Thru |
4.500 | 07-01-41 | 4,747,740 | 5,128,498 | ||||||||||||
30 Yr Pass Thru |
4.500 | 08-01-41 | 3,198,545 | 3,455,061 | ||||||||||||
30 Yr Pass Thru |
4.500 | 05-01-42 | 7,133,458 | 7,705,545 | ||||||||||||
30 Yr Pass Thru |
4.500 | 11-01-42 | 4,762,055 | 5,179,676 | ||||||||||||
30 Yr Pass Thru |
4.500 | 01-01-43 | 1,421,406 | 1,534,955 | ||||||||||||
30 Yr Pass Thru |
4.500 | 10-01-45 | 16,347,927 | 17,372,904 | ||||||||||||
30 Yr Pass Thru |
4.500 | 05-01-46 | 9,870,712 | 10,480,329 | ||||||||||||
30 Yr Pass Thru |
4.500 | 04-01-48 | 1,740,309 | 1,859,756 | ||||||||||||
30 Yr Pass Thru |
4.500 | 04-01-48 | 17,209,256 | 18,261,347 | ||||||||||||
30 Yr Pass Thru |
4.500 | 05-01-48 | 49,742,548 | 53,156,637 | ||||||||||||
30 Yr Pass Thru |
4.500 | 06-01-48 | 54,546,061 | 58,272,795 | ||||||||||||
30 Yr Pass Thru |
4.500 | 06-01-48 | 44,097,950 | 47,386,453 | ||||||||||||
30 Yr Pass Thru (6 month LIBOR + 2.122%) (C) |
4.747 | 07-01-33 | 395 | 413 | ||||||||||||
30 Yr Pass Thru |
5.000 | 03-01-34 | 1,120,217 | 1,221,988 | ||||||||||||
30 Yr Pass Thru |
5.000 | 12-01-34 | 4,869 | 5,318 | ||||||||||||
30 Yr Pass Thru |
5.000 | 02-01-36 | 1,476,228 | 1,620,732 | ||||||||||||
30 Yr Pass Thru |
5.000 | 11-01-36 | 276,918 | 304,171 | ||||||||||||
30 Yr Pass Thru |
5.000 | 08-01-40 | 3,091,620 | 3,383,943 | ||||||||||||
30 Yr Pass Thru |
5.000 | 09-01-40 | 853,981 | 934,727 | ||||||||||||
30 Yr Pass Thru |
5.000 | 09-01-40 | 2,419,276 | 2,648,027 | ||||||||||||
30 Yr Pass Thru |
5.000 | 02-01-41 | 1,889,594 | 2,065,309 | ||||||||||||
30 Yr Pass Thru |
5.000 | 03-01-41 | 1,997,183 | 2,182,904 | ||||||||||||
30 Yr Pass Thru |
5.000 | 04-01-41 | 1,451,874 | 1,619,099 | ||||||||||||
30 Yr Pass Thru |
5.000 | 07-01-42 | 1,832,130 | 2,005,364 | ||||||||||||
30 Yr Pass Thru |
5.500 | 12-01-34 | 62,733 | 69,384 | ||||||||||||
30 Yr Pass Thru |
6.500 | 01-01-39 | 1,430,706 | 1,646,646 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 5 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
U.S. Government Agency (continued) |
||||||||||||||||
30 Yr Pass Thru |
7.000 | 09-01-31 | 132 | $ | 152 | |||||||||||
30 Yr Pass Thru |
7.000 | 09-01-31 | 132 | 151 | ||||||||||||
30 Yr Pass Thru |
7.000 | 09-01-31 | 2,279 | 2,620 | ||||||||||||
30 Yr Pass Thru |
7.000 | 01-01-32 | 94 | 109 | ||||||||||||
30 Yr Pass Thru |
7.000 | 05-01-32 | 120 | 139 | ||||||||||||
30 Yr Pass Thru |
7.000 | 06-01-32 | 108 | 124 | ||||||||||||
30 Yr Pass Thru |
7.500 | 09-01-29 | 67 | 77 | ||||||||||||
30 Yr Pass Thru |
7.500 | 12-01-29 | 69 | 79 | ||||||||||||
30 Yr Pass Thru |
7.500 | 12-01-30 | 15 | 17 | ||||||||||||
30 Yr Pass Thru |
7.500 | 01-01-31 | 29 | 34 | ||||||||||||
30 Yr Pass Thru |
7.500 | 05-01-31 | 342 | 396 | ||||||||||||
30 Yr Pass Thru |
7.500 | 08-01-31 | 124 | 139 | ||||||||||||
Government National Mortgage Association |
||||||||||||||||
30 Yr Pass Thru |
4.000 | 02-15-41 | 2,019,069 | 2,158,687 | ||||||||||||
30 Yr Pass Thru |
5.000 | 04-15-35 | 3,859 | 4,222 | ||||||||||||
30 Yr Pass Thru |
5.000 | 04-15-35 | 1,889 | 2,065 | ||||||||||||
30 Yr Pass Thru |
5.500 | 03-15-35 | 4,454 | 4,945 | ||||||||||||
30 Yr Pass Thru |
6.000 | 03-15-33 | 2,452 | 2,751 | ||||||||||||
30 Yr Pass Thru |
6.000 | 06-15-33 | 948 | 1,059 | ||||||||||||
30 Yr Pass Thru |
6.500 | 09-15-28 | 360 | 398 | ||||||||||||
30 Yr Pass Thru |
6.500 | 09-15-29 | 173 | 192 | ||||||||||||
30 Yr Pass Thru |
6.500 | 08-15-31 | 297 | 334 | ||||||||||||
30 Yr Pass Thru |
7.000 | 04-15-29 | 743 | 838 | ||||||||||||
30 Yr Pass Thru |
8.000 | 10-15-26 | 373 | 415 | ||||||||||||
Foreign government obligations 0.5% (Cost $90,254,937) |
$ | 82,818,501 | ||||||||||||||
Argentina 0.1% |
9,714,445 | |||||||||||||||
|
|
|||||||||||||||
Provincia de Buenos Aires |
||||||||||||||||
Bond (D) |
7.875 | 06-15-27 | 11,125,000 | 3,560,000 | ||||||||||||
Republic of Argentina |
||||||||||||||||
Bond |
5.875 | 01-11-28 | 16,522,000 | 6,154,445 | ||||||||||||
Qatar 0.2% |
36,699,390 | |||||||||||||||
|
|
|||||||||||||||
State of Qatar |
||||||||||||||||
Bond (D) |
3.375 | 03-14-24 | 20,619,000 | 21,810,490 | ||||||||||||
Bond (D) |
5.103 | 04-23-48 | 11,175,000 | 14,888,900 | ||||||||||||
Saudi Arabia 0.2% |
36,404,666 | |||||||||||||||
|
|
|||||||||||||||
Kingdom of Saudi Arabia |
||||||||||||||||
Bond (D) |
4.375 | 04-16-29 | 31,580,000 | 36,404,666 | ||||||||||||
Corporate bonds 41.9% (Cost $6,852,376,330) |
$ | 7,164,819,478 | ||||||||||||||
Communication services 5.0% |
856,520,560 | |||||||||||||||
|
|
|||||||||||||||
Diversified telecommunication services 1.7% |
||||||||||||||||
AT&T, Inc. |
3.400 | 05-15-25 | 32,245,000 | 33,867,657 | ||||||||||||
AT&T, Inc. |
3.800 | 02-15-27 | 16,101,000 | 17,190,977 | ||||||||||||
C&W Senior Financing DAC (D) |
6.875 | 09-15-27 | 15,850,000 | 16,878,507 | ||||||||||||
Cincinnati Bell, Inc. (A)(D) |
7.000 | 07-15-24 | 20,942,000 | 19,109,575 | ||||||||||||
GCI LLC (D) |
6.625 | 06-15-24 | 7,997,000 | 8,536,798 | ||||||||||||
GCI LLC |
6.875 | 04-15-25 | 12,178,000 | 12,786,900 | ||||||||||||
Liquid Telecommunications Financing PLC (D) |
8.500 | 07-13-22 | 12,325,000 | 12,002,826 | ||||||||||||
Radiate Holdco LLC (D) |
6.625 | 02-15-25 | 13,295,000 | 13,195,288 | ||||||||||||
Radiate Holdco LLC (A)(D) |
6.875 | 02-15-23 | 4,594,000 | 4,685,880 | ||||||||||||
Telecom Argentina SA (A)(D) |
6.500 | 06-15-21 | 9,120,000 | 7,981,003 | ||||||||||||
Telecom Argentina SA (D) |
8.000 | 07-18-26 | 10,858,000 | 8,632,110 |
6 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Communication services (continued) |
||||||||||||||||
Diversified telecommunication services (continued) |
||||||||||||||||
Telecom Italia Capital SA |
7.200 | 07-18-36 | 19,655,000 | $ | 21,915,325 | |||||||||||
Telecom Italia SpA (D) |
5.303 | 05-30-24 | 14,870,000 | 15,910,900 | ||||||||||||
UPC Holding BV (D) |
5.500 | 01-15-28 | 9,461,000 | 9,863,093 | ||||||||||||
UPCB Finance IV, Ltd. (D) |
5.375 | 01-15-25 | 2,320,000 | 2,387,860 | ||||||||||||
Verizon Communications, Inc. |
4.400 | 11-01-34 | 16,224,000 | 18,793,826 | ||||||||||||
Verizon Communications, Inc. |
4.672 | 03-15-55 | 15,015,000 | 18,493,705 | ||||||||||||
Verizon Communications, Inc. |
4.862 | 08-21-46 | 36,429,000 | 45,362,094 | ||||||||||||
Entertainment 0.5% |
||||||||||||||||
Activision Blizzard, Inc. |
3.400 | 09-15-26 | 9,978,000 | 10,521,243 | ||||||||||||
Lions Gate Capital Holdings LLC (D) |
5.875 | 11-01-24 | 8,795,000 | 9,146,800 | ||||||||||||
Netflix, Inc. |
4.875 | 04-15-28 | 14,065,000 | 14,715,506 | ||||||||||||
Netflix, Inc. (D) |
5.375 | 11-15-29 | 5,283,000 | 5,745,263 | ||||||||||||
Netflix, Inc. |
5.875 | 11-15-28 | 23,110,000 | 25,854,313 | ||||||||||||
Viacom, Inc. (6.250% to 2-28-27, then 3 month LIBOR + 3.899%) (A) |
6.250 | 02-28-57 | 15,108,000 | 16,259,985 | ||||||||||||
Media 2.2% |
||||||||||||||||
Altice Financing SA (D) |
6.625 | 02-15-23 | 11,370,000 | 11,725,313 | ||||||||||||
Altice Luxembourg SA (D) |
10.500 | 05-15-27 | 4,417,000 | 4,803,488 | ||||||||||||
Cablevision Systems Corp. |
5.875 | 09-15-22 | 11,355,000 | 12,146,444 | ||||||||||||
CBS Corp. |
3.375 | 03-01-22 | 7,360,000 | 7,560,687 | ||||||||||||
CBS Corp. |
3.700 | 08-15-24 | 12,060,000 | 12,750,863 | ||||||||||||
Cengage Learning, Inc. (A)(D) |
9.500 | 06-15-24 | 11,485,000 | 10,623,625 | ||||||||||||
Charter Communications Operating LLC |
4.200 | 03-15-28 | 33,590,000 | 35,749,653 | ||||||||||||
Charter Communications Operating LLC |
5.750 | 04-01-48 | 36,527,000 | 42,616,079 | ||||||||||||
Charter Communications Operating LLC |
6.484 | 10-23-45 | 31,930,000 | 39,482,746 | ||||||||||||
Clear Channel Worldwide Holdings, Inc. |
6.500 | 11-15-22 | 15,643,000 | 15,981,984 | ||||||||||||
CSC Holdings LLC (D) |
5.375 | 02-01-28 | 7,545,000 | 8,056,249 | ||||||||||||
CSC Holdings LLC (D) |
5.500 | 04-15-27 | 9,225,000 | 9,870,750 | ||||||||||||
CSC Holdings LLC (D) |
5.750 | 01-15-30 | 11,119,000 | 11,633,254 | ||||||||||||
CSC Holdings LLC (D) |
7.500 | 04-01-28 | 11,570,000 | 13,016,250 | ||||||||||||
McGraw-Hill Global Education Holdings LLC (A)(D) |
7.875 | 05-15-24 | 10,220,000 | 9,198,000 | ||||||||||||
MDC Partners, Inc. (A)(D) |
6.500 | 05-01-24 | 22,212,000 | 20,212,920 | ||||||||||||
Myriad International Holdings BV (D) |
4.850 | 07-06-27 | 4,575,000 | 5,189,332 | ||||||||||||
Myriad International Holdings BV (D) |
5.500 | 07-21-25 | 19,530,000 | 22,235,414 | ||||||||||||
National CineMedia LLC |
6.000 | 04-15-22 | 5,671,000 | 5,720,621 | ||||||||||||
Sirius XM Radio, Inc. (D) |
5.000 | 08-01-27 | 28,554,000 | 30,124,470 | ||||||||||||
Sirius XM Radio, Inc. (D) |
5.375 | 07-15-26 | 15,345,000 | 16,208,156 | ||||||||||||
Tribune Media Company (A) |
5.875 | 07-15-22 | 14,925,000 | 15,144,248 | ||||||||||||
WMG Acquisition Corp. (D) |
4.875 | 11-01-24 | 6,551,000 | 6,763,908 | ||||||||||||
WMG Acquisition Corp. (D) |
5.500 | 04-15-26 | 9,627,000 | 10,084,283 | ||||||||||||
Wireless telecommunication services 0.6% |
||||||||||||||||
CC Holdings GS V LLC |
3.849 | 04-15-23 | 15,526,000 | 16,368,267 | ||||||||||||
Comunicaciones Celulares SA (D) |
6.875 | 02-06-24 | 8,530,000 | 8,817,888 | ||||||||||||
Millicom International Cellular SA (A)(D) |
5.125 | 01-15-28 | 4,100,000 | 4,253,750 | ||||||||||||
MTN Mauritius Investments, Ltd. (D) |
4.755 | 11-11-24 | 12,421,000 | 12,604,397 | ||||||||||||
Oztel Holdings SPC, Ltd. (D) |
6.625 | 04-24-28 | 12,450,000 | 12,525,143 | ||||||||||||
Sprint Corp. |
7.875 | 09-15-23 | 15,146,000 | 17,039,250 | ||||||||||||
Telefonica Celular del Paraguay SA (D) |
5.875 | 04-15-27 | 6,691,000 | 7,100,824 | ||||||||||||
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) |
7.000 | 04-04-79 | 27,478,000 | 31,074,870 | ||||||||||||
Consumer discretionary 3.4% |
590,563,374 | |||||||||||||||
|
|
|||||||||||||||
Auto components 0.1% |
||||||||||||||||
Lear Corp. |
5.250 | 01-15-25 | 14,704,000 | 15,218,793 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 7 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Consumer discretionary (continued) |
||||||||||||||||
Automobiles 1.4% |
||||||||||||||||
Daimler Finance North America LLC (D) |
3.750 | 11-05-21 | 24,636,000 | $ | 25,362,385 | |||||||||||
Ford Motor Credit Company LLC |
3.336 | 03-18-21 | 14,190,000 | 14,282,678 | ||||||||||||
Ford Motor Credit Company LLC |
3.813 | 10-12-21 | 38,080,000 | 38,718,038 | ||||||||||||
Ford Motor Credit Company LLC |
5.875 | 08-02-21 | 40,025,000 | 42,130,634 | ||||||||||||
General Motors Company |
4.875 | 10-02-23 | 31,134,000 | 33,490,876 | ||||||||||||
General Motors Financial Company, Inc. |
3.550 | 04-09-21 | 18,491,000 | 18,800,588 | ||||||||||||
General Motors Financial Company, Inc. |
4.000 | 01-15-25 | 24,494,000 | 25,212,043 | ||||||||||||
General Motors Financial Company, Inc. |
4.300 | 07-13-25 | 22,335,000 | 23,318,019 | ||||||||||||
JB Poindexter & Company, Inc. (D) |
7.125 | 04-15-26 | 4,032,000 | 4,122,720 | ||||||||||||
Mclaren Finance PLC (D) |
5.750 | 08-01-22 | 3,425,000 | 3,253,178 | ||||||||||||
Nissan Motor Acceptance Corp. (D) |
3.450 | 03-15-23 | 13,440,000 | 13,873,267 | ||||||||||||
Diversified consumer services 0.1% |
||||||||||||||||
GEMS MENASA Cayman, Ltd. (D) |
7.125 | 07-31-26 | 6,680,000 | 6,806,920 | ||||||||||||
Laureate Education, Inc. (D) |
8.250 | 05-01-25 | 8,575,000 | 9,336,031 | ||||||||||||
Hotels, restaurants and leisure 0.5% |
||||||||||||||||
CCM Merger, Inc. (D) |
6.000 | 03-15-22 | 10,710,000 | 10,977,750 | ||||||||||||
Eldorado Resorts, Inc. |
6.000 | 09-15-26 | 6,670,000 | 7,295,313 | ||||||||||||
Eldorado Resorts, Inc. |
7.000 | 08-01-23 | 4,535,000 | 4,739,075 | ||||||||||||
Hilton Domestic Operating Company, Inc. |
5.125 | 05-01-26 | 7,593,000 | 8,014,412 | ||||||||||||
Hilton Grand Vacations Borrower LLC |
6.125 | 12-01-24 | 6,962,000 | 7,397,125 | ||||||||||||
International Game Technology PLC (D) |
6.500 | 02-15-25 | 11,430,000 | 12,544,425 | ||||||||||||
Jacobs Entertainment, Inc. (D) |
7.875 | 02-01-24 | 11,775,000 | 12,510,938 | ||||||||||||
Resorts World Las Vegas LLC (D) |
4.625 | 04-16-29 | 16,090,000 | 16,997,695 | ||||||||||||
Twin River Worldwide Holdings, Inc. (A)(D) |
6.750 | 06-01-27 | 9,782,000 | 10,307,783 | ||||||||||||
Waterford Gaming LLC (D)(E)(F) |
8.625 | 09-15-14 | 440,015 | 0 | ||||||||||||
Internet and direct marketing retail 1.0% |
||||||||||||||||
Amazon.com, Inc. |
3.150 | 08-22-27 | 35,531,000 | 38,208,946 | ||||||||||||
Amazon.com, Inc. |
4.050 | 08-22-47 | 21,490,000 | 26,373,226 | ||||||||||||
Expedia Group, Inc. |
3.800 | 02-15-28 | 35,230,000 | 37,326,825 | ||||||||||||
Expedia Group, Inc. |
5.000 | 02-15-26 | 31,402,000 | 35,400,361 | ||||||||||||
GrubHub Holdings, Inc. (D) |
5.500 | 07-01-27 | 1,300,000 | 1,358,500 | ||||||||||||
QVC, Inc. |
4.375 | 03-15-23 | 16,878,000 | 17,630,675 | ||||||||||||
QVC, Inc. |
5.125 | 07-02-22 | 8,874,000 | 9,372,518 | ||||||||||||
QVC, Inc. |
5.450 | 08-15-34 | 10,129,000 | 10,333,760 | ||||||||||||
Leisure products 0.1% |
||||||||||||||||
Diamond Sports Group LLC (A)(D) |
6.625 | 08-15-27 | 8,665,000 | 9,076,588 | ||||||||||||
Multiline retail 0.2% |
||||||||||||||||
Dollar Tree, Inc. |
4.200 | 05-15-28 | 38,259,000 | 40,771,289 | ||||||||||||
Consumer staples 0.9% |
152,478,874 | |||||||||||||||
|
|
|||||||||||||||
Beverages 0.4% |
||||||||||||||||
Anheuser-Busch InBev Worldwide, Inc. |
4.600 | 04-15-48 | 19,199,000 | 22,318,331 | ||||||||||||
Constellation Brands, Inc. |
3.200 | 02-15-23 | 15,907,000 | 16,412,109 | ||||||||||||
Keurig Dr Pepper, Inc. |
3.551 | 05-25-21 | 29,779,000 | 30,462,594 | ||||||||||||
Food and staples retailing 0.1% |
||||||||||||||||
Alimentation Couche-Tard, Inc. (D) |
2.700 | 07-26-22 | 13,623,000 | 13,766,393 | ||||||||||||
Simmons Foods, Inc. (A)(D) |
5.750 | 11-01-24 | 9,570,000 | 9,067,575 | ||||||||||||
Food products 0.2% |
||||||||||||||||
Conagra Brands, Inc. |
3.800 | 10-22-21 | 9,003,000 | 9,262,638 | ||||||||||||
Kraft Heinz Foods Company (D) |
4.875 | 02-15-25 | 13,957,000 | 14,403,531 | ||||||||||||
Post Holdings, Inc. (D) |
5.500 | 12-15-29 | 8,311,000 | 8,786,472 |
8 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Consumer staples (continued) |
||||||||||||||||
Personal products 0.2% |
||||||||||||||||
Natura Cosmeticos SA (A)(D) |
5.375 | 02-01-23 | 19,930,000 | $ | 20,844,787 | |||||||||||
Walnut Bidco PLC (D) |
9.125 | 08-01-24 | 6,925,000 | 7,154,444 | ||||||||||||
Energy 5.6% |
952,215,242 | |||||||||||||||
|
|
|||||||||||||||
Energy equipment and services 0.4% |
||||||||||||||||
Archrock Partners LP |
6.000 | 10-01-22 | 15,668,000 | 15,917,905 | ||||||||||||
CSI Compressco LP (A) |
7.250 | 08-15-22 | 22,194,000 | 19,697,175 | ||||||||||||
CSI Compressco LP (D) |
7.500 | 04-01-25 | 16,338,000 | 15,970,395 | ||||||||||||
Inkia Energy, Ltd. (D) |
5.875 | 11-09-27 | 4,600,000 | 4,778,296 | ||||||||||||
Tervita Corp. (D) |
7.625 | 12-01-21 | 11,842,000 | 12,019,630 | ||||||||||||
Oil, gas and consumable fuels 5.2% |
||||||||||||||||
Andeavor Logistics LP |
4.250 | 12-01-27 | 7,928,000 | 8,389,906 | ||||||||||||
Andeavor Logistics LP |
5.250 | 01-15-25 | 10,432,000 | 10,969,593 | ||||||||||||
Andeavor Logistics LP |
6.375 | 05-01-24 | 12,574,000 | 13,183,839 | ||||||||||||
Cheniere Corpus Christi Holdings LLC |
5.125 | 06-30-27 | 29,760,000 | 32,847,600 | ||||||||||||
Chesapeake Energy Corp. (A) |
7.500 | 10-01-26 | 8,772,000 | 6,008,820 | ||||||||||||
Cimarex Energy Company |
4.375 | 06-01-24 | 12,404,000 | 13,080,176 | ||||||||||||
Colorado Interstate Gas Company LLC (D) |
4.150 | 08-15-26 | 9,460,000 | 10,053,755 | ||||||||||||
Columbia Pipeline Group, Inc. |
4.500 | 06-01-25 | 11,290,000 | 12,250,105 | ||||||||||||
Continental Resources, Inc. |
5.000 | 09-15-22 | 29,421,000 | 29,682,817 | ||||||||||||
DCP Midstream LP (7.375% to 12-15-22, then 3 month LIBOR + 5.148%) (A)(G) |
7.375 | 12-15-22 | 27,119,000 | 25,966,443 | ||||||||||||
DCP Midstream Operating LP |
5.125 | 05-15-29 | 5,850,000 | 5,996,543 | ||||||||||||
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (D) |
5.850 | 05-21-43 | 27,625,000 | 25,553,125 | ||||||||||||
Diamondback Energy, Inc. |
4.750 | 11-01-24 | 10,922,000 | 11,249,660 | ||||||||||||
Enable Midstream Partners LP |
3.900 | 05-15-24 | 19,092,000 | 19,631,702 | ||||||||||||
Enable Midstream Partners LP |
4.950 | 05-15-28 | 25,450,000 | 27,015,470 | ||||||||||||
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) |
5.500 | 07-15-77 | 20,627,000 | 20,685,787 | ||||||||||||
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) |
6.250 | 03-01-78 | 16,842,000 | 17,557,785 | ||||||||||||
Energy Transfer Operating LP |
4.200 | 04-15-27 | 8,447,000 | 8,974,336 | ||||||||||||
Energy Transfer Operating LP |
4.250 | 03-15-23 | 24,548,000 | 25,782,470 | ||||||||||||
Energy Transfer Operating LP |
5.150 | 03-15-45 | 16,455,000 | 17,543,881 | ||||||||||||
Energy Transfer Operating LP |
5.875 | 01-15-24 | 17,180,000 | 19,222,701 | ||||||||||||
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) |
5.250 | 08-16-77 | 31,412,000 | 31,019,350 | ||||||||||||
Husky Energy, Inc. |
3.950 | 04-15-22 | 17,036,000 | 17,636,427 | ||||||||||||
Kinder Morgan Energy Partners LP |
7.750 | 03-15-32 | 10,785,000 | 14,735,428 | ||||||||||||
Kinder Morgan, Inc. |
3.150 | 01-15-23 | 10,487,000 | 10,775,393 | ||||||||||||
MPLX LP |
4.000 | 03-15-28 | 17,215,000 | 18,045,822 | ||||||||||||
MPLX LP |
4.800 | 02-15-29 | 8,470,000 | 9,421,667 | ||||||||||||
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (G) |
6.875 | 02-15-23 | 44,233,000 | 44,321,466 | ||||||||||||
Murphy Oil Corp. |
5.750 | 08-15-25 | 9,531,000 | 9,647,278 | ||||||||||||
Newfield Exploration Company |
5.625 | 07-01-24 | 16,709,000 | 18,394,862 | ||||||||||||
ONEOK Partners LP |
5.000 | 09-15-23 | 6,508,000 | 7,085,363 | ||||||||||||
Parsley Energy LLC (D) |
5.625 | 10-15-27 | 13,410,000 | 13,812,300 | ||||||||||||
Petrobras Global Finance BV |
5.750 | 02-01-29 | 9,183,000 | 9,945,189 | ||||||||||||
Petrobras Global Finance BV |
6.900 | 03-19-49 | 10,625,000 | 12,064,688 | ||||||||||||
Petrobras Global Finance BV |
7.375 | 01-17-27 | 26,243,000 | 31,153,328 | ||||||||||||
Petroleos Mexicanos |
4.875 | 01-24-22 | 16,153,000 | 16,415,486 | ||||||||||||
Petroleos Mexicanos |
5.375 | 03-13-22 | 4,020,000 | 4,110,450 | ||||||||||||
Sabine Pass Liquefaction LLC |
4.200 | 03-15-28 | 13,415,000 | 14,236,726 | ||||||||||||
Sabine Pass Liquefaction LLC |
5.000 | 03-15-27 | 14,864,000 | 16,416,620 | ||||||||||||
Sabine Pass Liquefaction LLC |
5.750 | 05-15-24 | 23,305,000 | 26,015,049 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 9 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Energy (continued) |
||||||||||||||||
Oil, gas and consumable fuels (continued) |
||||||||||||||||
Sabine Pass Liquefaction LLC |
5.875 | 06-30-26 | 8,155,000 | $ | 9,374,216 | |||||||||||
SM Energy Company (A) |
6.625 | 01-15-27 | 3,205,000 | 2,724,250 | ||||||||||||
Sunoco Logistics Partners Operations LP |
3.900 | 07-15-26 | 24,214,000 | 25,058,208 | ||||||||||||
Sunoco Logistics Partners Operations LP |
5.400 | 10-01-47 | 15,951,000 | 17,791,323 | ||||||||||||
Tallgrass Energy Partners LP (A)(D) |
4.750 | 10-01-23 | 12,655,000 | 12,544,269 | ||||||||||||
Targa Resources Partners LP |
5.875 | 04-15-26 | 13,270,000 | 13,900,325 | ||||||||||||
Teekay Offshore Partners LP (A)(D) |
8.500 | 07-15-23 | 13,405,000 | 13,170,681 | ||||||||||||
The Williams Companies, Inc. |
3.700 | 01-15-23 | 18,956,000 | 19,665,199 | ||||||||||||
The Williams Companies, Inc. |
3.750 | 06-15-27 | 21,304,000 | 22,235,211 | ||||||||||||
The Williams Companies, Inc. |
4.550 | 06-24-24 | 24,645,000 | 26,692,381 | ||||||||||||
The Williams Companies, Inc. |
5.750 | 06-24-44 | 16,220,000 | 19,437,130 | ||||||||||||
WPX Energy, Inc. |
5.250 | 09-15-24 | 5,040,000 | 5,115,600 | ||||||||||||
YPF SA (D) |
8.500 | 07-28-25 | 14,190,000 | 9,223,642 | ||||||||||||
Financials 11.8% |
2,024,556,104 | |||||||||||||||
|
|
|||||||||||||||
Banks 6.8% |
||||||||||||||||
Australia & New Zealand Banking Group, Ltd. (6.750% to 6-15-26, then 5 Year U.S. ISDAFIX + 5.168%) (D)(G) |
6.750 | 06-15-26 | 10,920,000 | 12,066,600 | ||||||||||||
Banco Santander SA |
4.379 | 04-12-28 | 17,655,000 | 19,418,545 | ||||||||||||
Bank of America Corp. |
3.950 | 04-21-25 | 23,346,000 | 24,926,650 | ||||||||||||
Bank of America Corp. |
4.200 | 08-26-24 | 10,787,000 | 11,641,870 | ||||||||||||
Bank of America Corp. |
4.450 | 03-03-26 | 29,257,000 | 32,217,094 | ||||||||||||
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (G) |
6.300 | 03-10-26 | 32,565,000 | 36,757,744 | ||||||||||||
Barclays Bank PLC (D) |
10.179 | 06-12-21 | 8,040,000 | 9,015,571 | ||||||||||||
Barclays PLC |
4.375 | 01-12-26 | 13,125,000 | 13,873,570 | ||||||||||||
BPCE SA (D) |
4.500 | 03-15-25 | 18,276,000 | 19,595,866 | ||||||||||||
BPCE SA (D) |
5.700 | 10-22-23 | 15,370,000 | 16,988,405 | ||||||||||||
Citigroup, Inc. |
2.350 | 08-02-21 | 30,010,000 | 30,203,321 | ||||||||||||
Citigroup, Inc. |
4.600 | 03-09-26 | 34,538,000 | 38,011,099 | ||||||||||||
Citigroup, Inc. |
5.500 | 09-13-25 | 10,611,000 | 12,161,485 | ||||||||||||
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (G) |
6.250 | 08-15-26 | 24,848,000 | 27,829,760 | ||||||||||||
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (D)(G) |
7.875 | 01-23-24 | 15,155,000 | 16,766,897 | ||||||||||||
Danske Bank A/S (D) |
5.000 | 01-12-22 | 15,789,000 | 16,652,053 | ||||||||||||
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (A)(G) |
5.100 | 06-30-23 | 12,369,000 | 12,424,413 | ||||||||||||
Freedom Mortgage Corp. (D) |
8.125 | 11-15-24 | 14,459,000 | 12,579,330 | ||||||||||||
Freedom Mortgage Corp. (D) |
8.250 | 04-15-25 | 5,630,000 | 4,898,100 | ||||||||||||
HSBC Holdings PLC (3.950% to 5-18-23, then 3 month LIBOR + 0.987%) |
3.950 | 05-18-24 | 28,600,000 | 30,001,905 | ||||||||||||
HSBC Holdings PLC (6.375% to 9-17-24, then 5 Year U.S. ISDAFIX + 3.705%) (G) |
6.375 | 09-17-24 | 6,870,000 | 7,037,491 | ||||||||||||
HSBC Holdings PLC (6.875% to 6-1-21, then 5 Year U.S. ISDAFIX + 5.514%) (A)(G) |
6.875 | 06-01-21 | 17,805,000 | 18,655,189 | ||||||||||||
Huntington Bancshares, Inc. |
2.625 | 08-06-24 | 30,150,000 | 30,737,593 | ||||||||||||
ING Bank NV (D) |
5.800 | 09-25-23 | 15,659,000 | 17,379,659 | ||||||||||||
ING Groep NV |
3.550 | 04-09-24 | 15,577,000 | 16,333,092 | ||||||||||||
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (G) |
6.500 | 04-16-25 | 7,180,000 | 7,478,688 | ||||||||||||
JPMorgan Chase & Co. |
2.400 | 06-07-21 | 34,835,000 | 35,050,423 | ||||||||||||
JPMorgan Chase & Co. |
2.950 | 10-01-26 | 20,684,000 | 21,456,715 | ||||||||||||
JPMorgan Chase & Co. |
3.200 | 06-15-26 | 4,217,000 | 4,419,965 | ||||||||||||
JPMorgan Chase & Co. (3.514% to 6-18-21, then 3 month LIBOR + 0.610%) |
3.514 | 06-18-22 | 40,715,000 | 41,679,814 | ||||||||||||
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (G) |
6.750 | 02-01-24 | 25,280,000 | 28,155,600 | ||||||||||||
Lloyds Banking Group PLC |
4.450 | 05-08-25 | 42,515,000 | 45,832,738 | ||||||||||||
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (A)(G) |
7.500 | 06-27-24 | 18,190,000 | 18,803,913 |
10 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Financials (continued) |
||||||||||||||||
Banks (continued) |
||||||||||||||||
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (A)(G) |
5.125 | 11-01-26 | 12,827,000 | $ | 13,436,283 | |||||||||||
Manufacturers & Traders Trust Company (3 month LIBOR + 0.640%) (C) |
2.778 | 12-01-21 | 9,230,000 | 9,227,009 | ||||||||||||
Mitsubishi UFJ Financial Group, Inc. |
3.218 | 03-07-22 | 39,440,000 | 40,462,937 | ||||||||||||
Regions Financial Corp. |
2.750 | 08-14-22 | 32,745,000 | 33,321,312 | ||||||||||||
Santander Holdings USA, Inc. |
3.400 | 01-18-23 | 16,544,000 | 17,019,520 | ||||||||||||
Santander Holdings USA, Inc. |
3.500 | 06-07-24 | 34,350,000 | 35,529,820 | ||||||||||||
Santander Holdings USA, Inc. |
3.700 | 03-28-22 | 26,295,000 | 26,981,861 | ||||||||||||
Santander Holdings USA, Inc. |
4.450 | 12-03-21 | 18,824,000 | 19,640,004 | ||||||||||||
Santander UK Group Holdings PLC (D) |
4.750 | 09-15-25 | 14,920,000 | 15,579,704 | ||||||||||||
Societe Generale SA (7.375% to 9-13-21, then 5 Year U.S. Swap Rate + 6.238%) (A)(D)(G) |
7.375 | 09-13-21 | 17,145,000 | 18,023,681 | ||||||||||||
SunTrust Bank |
2.450 | 08-01-22 | 21,802,000 | 22,058,073 | ||||||||||||
The PNC Financial Services Group, Inc. |
3.500 | 01-23-24 | 13,493,000 | 14,335,746 | ||||||||||||
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (G) |
4.850 | 06-01-23 | 15,854,000 | 16,091,810 | ||||||||||||
The PNC Financial Services Group, Inc. (6.750% to 8-1-21, then 3 month LIBOR + 3.678%) (G) |
6.750 | 08-01-21 | 34,383,000 | 37,023,614 | ||||||||||||
The Royal Bank of Scotland Group PLC |
3.875 | 09-12-23 | 20,565,000 | 21,183,443 | ||||||||||||
The Royal Bank of Scotland Group PLC (8.625% to 8-15-21, then 5 Year U.S. Swap Rate + 7.598%) (G) |
8.625 | 08-15-21 | 35,211,000 | 37,279,646 | ||||||||||||
The Toronto-Dominion Bank |
3.250 | 03-11-24 | 21,454,000 | 22,574,737 | ||||||||||||
Wells Fargo & Company (3 month LIBOR + 3.770%) (A)(C)(G) |
6.180 | 12-15-19 | 15,982,000 | 16,101,865 | ||||||||||||
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (G) |
5.875 | 06-15-25 | 51,977,000 | 57,319,716 | ||||||||||||
Capital markets 1.3% |
||||||||||||||||
Ares Capital Corp. |
3.625 | 01-19-22 | 16,362,000 | 16,655,316 | ||||||||||||
Cantor Fitzgerald LP (D) |
4.875 | 05-01-24 | 23,925,000 | 25,360,767 | ||||||||||||
Credit Suisse Group AG (7.500% to 12-11-23, then 5 Year U.S. Swap Rate + 4.598%) (A)(D)(G) |
7.500 | 12-11-23 | 10,145,000 | 11,192,979 | ||||||||||||
Credit Suisse Group AG (7.500% to 7-17-23, then 5 Year U.S. Swap Rate + 4.600%) (D)(G) |
7.500 | 07-17-23 | 17,955,000 | 19,123,871 | ||||||||||||
Lazard Group LLC |
4.375 | 03-11-29 | 13,500,000 | 14,845,975 | ||||||||||||
Macquarie Bank, Ltd. (D) |
4.875 | 06-10-25 | 17,725,000 | 19,226,338 | ||||||||||||
Morgan Stanley |
3.875 | 01-27-26 | 15,446,000 | 16,698,924 | ||||||||||||
Stifel Financial Corp. |
4.250 | 07-18-24 | 12,363,000 | 13,089,702 | ||||||||||||
The Goldman Sachs Group, Inc. |
3.850 | 01-26-27 | 45,411,000 | 48,491,642 | ||||||||||||
UBS Group Funding Switzerland AG (2.859% to 8-15-22, then 3 month LIBOR + 0.954%) (D) |
2.859 | 08-15-23 | 27,860,000 | 28,252,850 | ||||||||||||
UBS Group Funding Switzerland AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (D)(G) |
7.000 | 01-31-24 | 16,228,000 | 17,201,680 | ||||||||||||
Consumer finance 1.1% |
||||||||||||||||
Ally Financial, Inc. |
5.125 | 09-30-24 | 27,728,000 | 30,986,040 | ||||||||||||
American Express Company |
2.500 | 08-01-22 | 29,910,000 | 30,330,468 | ||||||||||||
Capital One Financial Corp. |
3.500 | 06-15-23 | 15,740,000 | 16,439,085 | ||||||||||||
Capital One Financial Corp. |
3.900 | 01-29-24 | 15,290,000 | 16,235,827 | ||||||||||||
Credit Acceptance Corp. |
6.125 | 02-15-21 | 11,504,000 | 11,561,520 | ||||||||||||
Credito Real SAB de CV (A)(D) |
7.250 | 07-20-23 | 6,865,000 | 7,165,412 | ||||||||||||
Credito Real SAB de CV (9.125% to 11-29-22, then 5 Year CMT + 7.026%) (D)(G) |
9.125 | 11-29-22 | 9,375,000 | 9,539,156 | ||||||||||||
Discover Financial Services |
3.950 | 11-06-24 | 26,808,000 | 28,578,046 | ||||||||||||
Discover Financial Services |
4.100 | 02-09-27 | 6,489,000 | 6,986,581 | ||||||||||||
Discover Financial Services |
5.200 | 04-27-22 | 2,815,000 | 3,027,121 | ||||||||||||
Enova International, Inc. (D) |
8.500 | 09-01-24 | 3,051,000 | 2,936,588 | ||||||||||||
Enova International, Inc. (D) |
8.500 | 09-15-25 | 15,597,000 | 14,973,120 | ||||||||||||
Springleaf Finance Corp. (A) |
6.875 | 03-15-25 | 5,750,000 | 6,519,063 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 11 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Financials (continued) |
||||||||||||||||
Consumer finance (continued) |
||||||||||||||||
Synchrony Financial |
2.850 | 07-25-22 | 7,515,000 | $ | 7,616,405 | |||||||||||
Diversified financial services 0.7% |
||||||||||||||||
Allied Universal Holdco LLC (D) |
6.625 | 07-15-26 | 3,713,000 | 3,945,063 | ||||||||||||
ASP AMC Merger Sub, Inc. (D) |
8.000 | 05-15-25 | 9,391,000 | 6,315,448 | ||||||||||||
Doric Nimrod Air Alpha 2013-1 Class B Pass Through Trust (D) |
6.125 | 11-30-21 | 259,725 | 259,907 | ||||||||||||
Gogo Intermediate Holdings LLC (A)(D) |
9.875 | 05-01-24 | 10,941,000 | 11,419,669 | ||||||||||||
Jefferies Financial Group, Inc. |
5.500 | 10-18-23 | 15,716,000 | 17,094,499 | ||||||||||||
Jefferies Group LLC |
4.150 | 01-23-30 | 20,135,000 | 20,425,296 | ||||||||||||
Jefferies Group LLC |
4.850 | 01-15-27 | 18,665,000 | 19,968,757 | ||||||||||||
Refinitiv US Holdings, Inc. (D) |
6.250 | 05-15-26 | 2,370,000 | 2,580,338 | ||||||||||||
Refinitiv US Holdings, Inc. (D) |
8.250 | 11-15-26 | 3,750,000 | 4,218,750 | ||||||||||||
Trident TPI Holdings, Inc. (D) |
6.625 | 11-01-25 | 4,032,000 | 3,477,600 | ||||||||||||
Voya Financial, Inc. (5.650% to 5-15-23, then 3 month LIBOR + 3.580%) |
5.650 | 05-15-53 | 29,467,000 | 30,936,519 | ||||||||||||
Insurance 1.3% |
||||||||||||||||
Aquarius & Investments PLC (6.375% to 9-1-19, then 5 Year U.S. Swap Rate + 5.210%) |
6.375 | 09-01-24 | 15,355,000 | 15,345,787 | ||||||||||||
AXA SA |
8.600 | 12-15-30 | 9,222,000 | 13,418,010 | ||||||||||||
Brighthouse Financial, Inc. |
3.700 | 06-22-27 | 30,980,000 | 30,583,675 | ||||||||||||
CNO Financial Group, Inc. |
5.250 | 05-30-25 | 17,855,000 | 19,394,994 | ||||||||||||
CNO Financial Group, Inc. (A) |
5.250 | 05-30-29 | 7,570,000 | 8,364,850 | ||||||||||||
Liberty Mutual Group, Inc. (7.800% to 3-15-37, then 3 month LIBOR + 3.576%) (A)(D) |
7.800 | 03-07-87 | 25,053,000 | 31,692,045 | ||||||||||||
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) |
6.400 | 12-15-66 | 12,313,000 | 14,366,932 | ||||||||||||
MetLife, Inc. (9.250% to 4-8-33, then 3 month LIBOR + 5.540%) (D) |
9.250 | 04-08-68 | 5,570,000 | 7,909,400 | ||||||||||||
Nippon Life Insurance Company (5.100% to 10-16-24, then 5 Year U.S. ISDAFIX + 3.650%) (D) |
5.100 | 10-16-44 | 15,310,000 | 16,764,450 | ||||||||||||
Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%) |
5.875 | 09-15-42 | 38,111,000 | 40,778,770 | ||||||||||||
Teachers Insurance & Annuity Association of America (D) |
4.270 | 05-15-47 | 19,880,000 | 23,264,798 | ||||||||||||
Thrifts and mortgage finance 0.6% |
||||||||||||||||
Ladder Capital Finance Holdings LLLP (A)(D) |
5.250 | 03-15-22 | 3,415,000 | 3,551,600 | ||||||||||||
Ladder Capital Finance Holdings LLLP (D) |
5.250 | 10-01-25 | 7,640,000 | 7,792,800 | ||||||||||||
MGIC Investment Corp. |
5.750 | 08-15-23 | 7,286,000 | 7,959,955 | ||||||||||||
Nationstar Mortgage Holdings, Inc. (D) |
8.125 | 07-15-23 | 8,821,000 | 9,134,851 | ||||||||||||
Nationstar Mortgage Holdings, Inc. (D) |
9.125 | 07-15-26 | 7,037,000 | 7,441,628 | ||||||||||||
Nationwide Building Society (3.622% to 4-26-22, then 3 month LIBOR + 1.181%) (D) |
3.622 | 04-26-23 | 18,230,000 | 18,627,200 | ||||||||||||
Nationwide Building Society (3.960% to 7-18-29, then 3 month LIBOR + 1.855%) (D) |
3.960 | 07-18-30 | 13,550,000 | 14,260,295 | ||||||||||||
Quicken Loans, Inc. (D) |
5.750 | 05-01-25 | 15,960,000 | 16,638,300 | ||||||||||||
Radian Group, Inc. |
4.500 | 10-01-24 | 7,901,000 | 8,157,783 | ||||||||||||
Stearns Holdings LLC (D)(E) |
9.375 | 08-15-20 | 2,428,000 | 1,189,720 | ||||||||||||
Health care 2.1% |
351,825,524 | |||||||||||||||
|
|
|||||||||||||||
Biotechnology 0.3% |
||||||||||||||||
Celgene Corp. |
3.250 | 02-20-23 | 14,622,000 | 15,203,184 | ||||||||||||
Shire Acquisitions Investments Ireland DAC |
3.200 | 09-23-26 | 27,594,000 | 28,700,781 | ||||||||||||
Health care providers and services 1.1% |
||||||||||||||||
Centene Corp. (D) |
5.375 | 06-01-26 | 14,300,000 | 15,287,415 | ||||||||||||
CVS Health Corp. |
3.000 | 08-15-26 | 5,073,000 | 5,135,050 | ||||||||||||
CVS Health Corp. |
5.050 | 03-25-48 | 16,379,000 | 19,084,174 | ||||||||||||
DaVita, Inc. (A) |
5.000 | 05-01-25 | 24,471,000 | 24,501,589 | ||||||||||||
HCA, Inc. |
4.125 | 06-15-29 | 8,402,000 | 8,952,499 | ||||||||||||
HCA, Inc. |
5.250 | 04-15-25 | 15,959,000 | 17,812,211 |
12 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Health care (continued) |
||||||||||||||||
Health care providers and services (continued) |
||||||||||||||||
HCA, Inc. |
5.250 | 06-15-26 | 18,243,000 | $ | 20,592,007 | |||||||||||
HCA, Inc. |
7.500 | 02-15-22 | 12,880,000 | 14,423,153 | ||||||||||||
MEDNAX, Inc. (D) |
5.250 | 12-01-23 | 13,806,000 | 13,875,030 | ||||||||||||
MEDNAX, Inc. (D) |
6.250 | 01-15-27 | 12,515,000 | 12,264,700 | ||||||||||||
Select Medical Corp. (D) |
6.250 | 08-15-26 | 7,864,000 | 8,182,492 | ||||||||||||
Team Health Holdings, Inc. (A)(D) |
6.375 | 02-01-25 | 3,197,000 | 2,141,990 | ||||||||||||
Universal Health Services, Inc. (D) |
4.750 | 08-01-22 | 13,515,000 | 13,668,801 | ||||||||||||
Universal Health Services, Inc. (D) |
5.000 | 06-01-26 | 13,991,000 | 14,620,595 | ||||||||||||
Pharmaceuticals 0.7% |
||||||||||||||||
Bausch Health Companies, Inc. (D) |
6.125 | 04-15-25 | 21,865,000 | 22,520,950 | ||||||||||||
Bayer US Finance II LLC (D) |
3.500 | 06-25-21 | 11,645,000 | 11,891,611 | ||||||||||||
Bristol-Myers Squibb Company (D) |
2.900 | 07-26-24 | 40,475,000 | 41,965,174 | ||||||||||||
Catalent Pharma Solutions, Inc. (D) |
5.000 | 07-15-27 | 3,705,000 | 3,881,395 | ||||||||||||
GlaxoSmithKline Capital PLC |
3.000 | 06-01-24 | 25,229,000 | 26,259,230 | ||||||||||||
Teva Pharmaceutical Finance Netherlands III BV (A) |
6.750 | 03-01-28 | 12,905,000 | 10,861,493 | ||||||||||||
Industrials 4.6% |
793,480,401 | |||||||||||||||
|
|
|||||||||||||||
Aerospace and defense 0.3% |
||||||||||||||||
Arconic, Inc. |
5.125 | 10-01-24 | 18,133,000 | 19,323,352 | ||||||||||||
Huntington Ingalls Industries, Inc. (D) |
5.000 | 11-15-25 | 21,100,000 | 22,112,800 | ||||||||||||
Kratos Defense & Security Solutions, Inc. (D) |
6.500 | 11-30-25 | 11,995,000 | 12,864,638 | ||||||||||||
Air freight and logistics 0.1% |
||||||||||||||||
XPO Logistics, Inc. (D) |
6.500 | 06-15-22 | 11,266,000 | 11,513,063 | ||||||||||||
Airlines 2.4% |
||||||||||||||||
Air Canada 2013-1 Class A Pass Through Trust (D) |
4.125 | 11-15-26 | 11,068,906 | 11,824,912 | ||||||||||||
Air Canada 2017-1 Class B Pass Through Trust (D) |
3.700 | 07-15-27 | 13,599,405 | 13,729,959 | ||||||||||||
America West Airlines 2000-1 Pass Through Trust |
8.057 | 01-02-22 | 443,900 | 460,413 | ||||||||||||
American Airlines 2000-1 Pass Through Trust |
6.977 | 11-23-22 | 2,010,597 | 2,041,359 | ||||||||||||
American Airlines 2013-2 Class A Pass Through Trust |
4.950 | 07-15-24 | 16,563,405 | 17,398,201 | ||||||||||||
American Airlines 2015-1 Class A Pass Through Trust |
3.375 | 11-01-28 | 20,809,705 | 21,746,142 | ||||||||||||
American Airlines 2015-1 Class B Pass Through Trust |
3.700 | 11-01-24 | 7,165,988 | 7,249,114 | ||||||||||||
American Airlines 2016-1 Class A Pass Through Trust (A) |
4.100 | 07-15-29 | 23,339,996 | 25,130,174 | ||||||||||||
American Airlines 2017-1 Class A Pass Through Trust |
4.000 | 08-15-30 | 7,794,244 | 8,106,014 | ||||||||||||
American Airlines 2017-1 Class AA Pass Through Trust |
3.650 | 08-15-30 | 16,600,556 | 17,742,211 | ||||||||||||
American Airlines 2017-2 Class A Pass Through Trust |
3.600 | 04-15-31 | 7,217,045 | 7,403,966 | ||||||||||||
American Airlines 2019-1 Class A Pass Through Trust |
3.500 | 08-15-33 | 10,384,000 | 10,714,211 | ||||||||||||
American Airlines 2019-1 Class AA Pass Through Trust |
3.150 | 08-15-33 | 15,568,000 | 16,455,687 | ||||||||||||
Azul Investments LLP (A)(D) |
5.875 | 10-26-24 | 13,760,000 | 13,656,938 | ||||||||||||
British Airways 2013-1 Class A Pass Through Trust (D) |
4.625 | 06-20-24 | 12,120,245 | 12,815,947 | ||||||||||||
British Airways 2013-1 Class B Pass Through Trust (D) |
5.625 | 12-20-21 | 767,621 | 775,911 | ||||||||||||
British Airways 2018-1 Class A Pass Through Trust (D) |
4.125 | 03-20-33 | 7,772,529 | 8,259,867 | ||||||||||||
Continental Airlines 2007-1 Class A Pass Through Trust |
5.983 | 10-19-23 | 8,050,606 | 8,541,693 | ||||||||||||
Continental Airlines 2012-1 Class B Pass Through Trust |
6.250 | 10-11-21 | 848,428 | 860,645 | ||||||||||||
Delta Air Lines 2002-1 Class G-1 Pass Through Trust |
6.718 | 07-02-24 | 5,031,054 | 5,388,259 | ||||||||||||
Delta Air Lines, Inc. |
3.625 | 03-15-22 | 29,065,000 | 29,913,152 | ||||||||||||
Delta Air Lines, Inc. |
3.800 | 04-19-23 | 20,208,000 | 21,022,207 | ||||||||||||
Delta Air Lines, Inc. |
4.375 | 04-19-28 | 22,850,000 | 24,689,490 | ||||||||||||
Northwest Airlines 2007-1 Class A Pass Through Trust |
7.027 | 05-01-21 | 3,500,092 | 3,514,092 | ||||||||||||
United Airlines 2014-2 Class A Pass Through Trust |
3.750 | 03-03-28 | 24,072,921 | 25,613,588 | ||||||||||||
United Airlines 2014-2 Class B Pass Through Trust |
4.625 | 03-03-24 | 10,635,497 | 10,953,499 | ||||||||||||
United Airlines 2016-1 Class A Pass Through Trust |
3.450 | 01-07-30 | 19,623,789 | 20,648,151 | ||||||||||||
United Airlines 2016-1 Class B Pass Through Trust |
3.650 | 01-07-26 | 23,282,865 | 23,753,179 | ||||||||||||
United Airlines 2018-1 Class B Pass Through Trust |
4.600 | 03-01-26 | 5,081,907 | 5,316,183 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 13 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Industrials (continued) |
||||||||||||||||
Airlines (continued) |
||||||||||||||||
United Airlines 2019-1 Class A Pass Through Trust |
4.550 | 02-25-33 | 17,175,000 | $ | 19,305,143 | |||||||||||
US Airways 2010-1 Class A Pass Through Trust |
6.250 | 10-22-24 | 4,499,218 | 4,873,553 | ||||||||||||
US Airways 2012-1 Class A Pass Through Trust |
5.900 | 04-01-26 | 4,516,790 | 5,053,385 | ||||||||||||
Building products 0.1% |
||||||||||||||||
Owens Corning |
3.950 | 08-15-29 | 14,998,000 | 15,513,281 | ||||||||||||
Commercial services and supplies 0.1% |
||||||||||||||||
Clean Harbors, Inc. (D) |
4.875 | 07-15-27 | 2,960,000 | 3,130,200 | ||||||||||||
IAA, Inc. (D) |
5.500 | 06-15-27 | 835,000 | 889,275 | ||||||||||||
LSC Communications, Inc. (A)(D) |
8.750 | 10-15-23 | 19,591,000 | 14,791,205 | ||||||||||||
Prime Security Services Borrower LLC (A)(D) |
9.250 | 05-15-23 | 2,608,000 | 2,742,573 | ||||||||||||
Construction and engineering 0.1% |
||||||||||||||||
AECOM |
5.125 | 03-15-27 | 22,537,000 | 23,540,347 | ||||||||||||
Tutor Perini Corp. (A)(D) |
6.875 | 05-01-25 | 3,182,000 | 2,963,269 | ||||||||||||
Industrial conglomerates 0.3% |
||||||||||||||||
3M Company |
3.250 | 02-14-24 | 21,455,000 | 22,663,722 | ||||||||||||
General Electric Company |
5.550 | 01-05-26 | 26,615,000 | 29,502,643 | ||||||||||||
Machinery 0.0% |
||||||||||||||||
Harsco Corp. (D) |
5.750 | 07-31-27 | 5,035,000 | 5,217,519 | ||||||||||||
Professional services 0.3% |
||||||||||||||||
IHS Markit, Ltd. (D) |
4.000 | 03-01-26 | 22,604,000 | 24,032,573 | ||||||||||||
IHS Markit, Ltd. (D) |
4.750 | 02-15-25 | 6,967,000 | 7,593,333 | ||||||||||||
IHS Markit, Ltd. |
4.750 | 08-01-28 | 11,465,000 | 12,939,858 | ||||||||||||
IHS Markit, Ltd. (D) |
5.000 | 11-01-22 | 5,951,000 | 6,352,201 | ||||||||||||
Trading companies and distributors 0.9% |
||||||||||||||||
AerCap Ireland Capital DAC |
4.625 | 10-30-20 | 17,750,000 | 18,181,705 | ||||||||||||
AerCap Ireland Capital DAC |
5.000 | 10-01-21 | 16,850,000 | 17,668,864 | ||||||||||||
Ahern Rentals, Inc. (D) |
7.375 | 05-15-23 | 21,183,000 | 18,270,338 | ||||||||||||
Aircastle, Ltd. |
4.400 | 09-25-23 | 9,561,000 | 10,103,371 | ||||||||||||
Aircastle, Ltd. |
5.500 | 02-15-22 | 13,545,000 | 14,468,207 | ||||||||||||
Ashtead Capital, Inc. (D) |
4.375 | 08-15-27 | 14,575,000 | 14,939,375 | ||||||||||||
Avolon Holdings Funding, Ltd. (D) |
5.125 | 10-01-23 | 12,797,000 | 13,586,575 | ||||||||||||
H&E Equipment Services, Inc. |
5.625 | 09-01-25 | 7,015,000 | 7,348,213 | ||||||||||||
United Rentals North America, Inc. |
4.875 | 01-15-28 | 19,515,000 | 20,466,356 | ||||||||||||
United Rentals North America, Inc. |
5.500 | 07-15-25 | 15,160,000 | 15,804,300 | ||||||||||||
Information technology 4.9% |
832,874,461 | |||||||||||||||
|
|
|||||||||||||||
Communications equipment 0.5% |
||||||||||||||||
CommScope, Inc. (A)(D) |
8.250 | 03-01-27 | 22,112,000 | 21,669,760 | ||||||||||||
Motorola Solutions, Inc. |
4.600 | 02-23-28 | 31,019,000 | 33,630,476 | ||||||||||||
Telefonaktiebolaget LM Ericsson |
4.125 | 05-15-22 | 29,710,000 | 30,769,756 | ||||||||||||
Electronic equipment, instruments and components 0.2% |
||||||||||||||||
Tech Data Corp. |
3.700 | 02-15-22 | 10,760,000 | 11,035,616 | ||||||||||||
Tech Data Corp. (A) |
4.950 | 02-15-27 | 28,658,000 | 30,770,298 | ||||||||||||
IT services 0.8% |
||||||||||||||||
Banff Merger Sub, Inc. (D) |
9.750 | 09-01-26 | 12,341,000 | 11,230,310 | ||||||||||||
Fiserv, Inc. |
2.750 | 07-01-24 | 17,584,000 | 17,966,435 | ||||||||||||
Fiserv, Inc. |
3.200 | 07-01-26 | 25,830,000 | 27,033,876 | ||||||||||||
IBM Corp. |
2.850 | 05-13-22 | 57,195,000 | 58,503,522 | ||||||||||||
Tempo Acquisition LLC (D) |
6.750 | 06-01-25 | 6,270,000 | 6,441,171 | ||||||||||||
VeriSign, Inc. |
4.750 | 07-15-27 | 7,792,000 | 8,240,040 | ||||||||||||
VeriSign, Inc. |
5.250 | 04-01-25 | 9,210,000 | 10,061,925 |
14 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Information technology (continued) |
||||||||||||||||
Semiconductors and semiconductor equipment 2.3% |
||||||||||||||||
Advanced Micro Devices, Inc. (A) |
7.000 | 07-01-24 | 9,054,000 | $ | 9,416,160 | |||||||||||
Broadcom Corp. |
3.875 | 01-15-27 | 47,190,000 | 47,222,170 | ||||||||||||
KLA Corp. |
4.100 | 03-15-29 | 15,416,000 | 17,090,640 | ||||||||||||
Lam Research Corp. |
3.750 | 03-15-26 | 19,502,000 | 20,885,304 | ||||||||||||
Lam Research Corp. |
4.875 | 03-15-49 | 15,594,000 | 19,162,862 | ||||||||||||
Marvell Technology Group, Ltd. |
4.875 | 06-22-28 | 23,439,000 | 26,452,878 | ||||||||||||
Microchip Technology, Inc. |
3.922 | 06-01-21 | 17,527,000 | 17,901,585 | ||||||||||||
Microchip Technology, Inc. |
4.333 | 06-01-23 | 43,063,000 | 45,385,434 | ||||||||||||
Micron Technology, Inc. |
4.185 | 02-15-27 | 45,305,000 | 46,740,848 | ||||||||||||
Micron Technology, Inc. |
4.975 | 02-06-26 | 11,033,000 | 11,887,191 | ||||||||||||
Micron Technology, Inc. |
5.327 | 02-06-29 | 39,204,000 | 43,397,290 | ||||||||||||
NXP BV (D) |
3.875 | 06-18-26 | 16,420,000 | 17,256,629 | ||||||||||||
NXP BV (D) |
4.625 | 06-01-23 | 34,485,000 | 36,869,593 | ||||||||||||
NXP BV (D) |
4.875 | 03-01-24 | 17,920,000 | 19,489,555 | ||||||||||||
Qorvo, Inc. |
5.500 | 07-15-26 | 6,239,000 | 6,660,257 | ||||||||||||
Software 0.2% |
||||||||||||||||
Microsoft Corp. |
4.450 | 11-03-45 | 19,695,000 | 25,495,377 | ||||||||||||
Technology hardware, storage and peripherals 0.9% |
||||||||||||||||
Dell International LLC (D) |
4.900 | 10-01-26 | 29,030,000 | 31,035,334 | ||||||||||||
Dell International LLC (A)(D) |
5.300 | 10-01-29 | 29,321,000 | 31,787,960 | ||||||||||||
Dell International LLC (D) |
6.020 | 06-15-26 | 18,826,000 | 21,246,988 | ||||||||||||
Dell International LLC (D) |
8.350 | 07-15-46 | 36,221,000 | 47,589,274 | ||||||||||||
Seagate HDD Cayman (A) |
4.750 | 01-01-25 | 21,660,000 | 22,547,947 | ||||||||||||
Materials 1.2% |
208,931,444 | |||||||||||||||
|
|
|||||||||||||||
Chemicals 0.6% |
||||||||||||||||
Braskem Netherlands Finance BV (D) |
4.500 | 01-10-28 | 16,700,000 | 16,669,940 | ||||||||||||
Cydsa SAB de CV (D) |
6.250 | 10-04-27 | 14,025,000 | 14,060,203 | ||||||||||||
Mexichem SAB de CV (D) |
5.500 | 01-15-48 | 17,715,000 | 18,135,908 | ||||||||||||
Syngenta Finance NV (D) |
4.441 | 04-24-23 | 25,935,000 | 27,174,800 | ||||||||||||
Syngenta Finance NV (D) |
5.676 | 04-24-48 | 8,210,000 | 8,769,900 | ||||||||||||
The Chemours Company (A) |
6.625 | 05-15-23 | 23,236,000 | 23,642,630 | ||||||||||||
Construction materials 0.1% |
||||||||||||||||
Cemex SAB de CV (D) |
6.125 | 05-05-25 | 15,185,000 | 15,739,404 | ||||||||||||
U.S. Concrete, Inc. |
6.375 | 06-01-24 | 5,025,000 | 5,263,688 | ||||||||||||
Containers and packaging 0.2% |
||||||||||||||||
Ardagh Packaging Finance PLC (D) |
6.000 | 02-15-25 | 14,410,000 | 15,049,444 | ||||||||||||
Klabin Finance SA (D) |
4.875 | 09-19-27 | 14,809,000 | 14,975,749 | ||||||||||||
Trivium Packaging Finance BV (D) |
5.500 | 08-15-26 | 2,070,000 | 2,189,025 | ||||||||||||
Metals and mining 0.2% |
||||||||||||||||
Anglo American Capital PLC (D) |
4.750 | 04-10-27 | 13,375,000 | 14,462,968 | ||||||||||||
Commercial Metals Company |
5.375 | 07-15-27 | 5,017,000 | 5,004,458 | ||||||||||||
First Quantum Minerals, Ltd. (D) |
6.875 | 03-01-26 | 9,625,000 | 8,518,125 | ||||||||||||
First Quantum Minerals, Ltd. (A)(D) |
7.500 | 04-01-25 | 5,100,000 | 4,666,500 | ||||||||||||
Paper and forest products 0.1% |
||||||||||||||||
Norbord, Inc. (A)(D) |
6.250 | 04-15-23 | 7,025,000 | 7,446,500 | ||||||||||||
Suzano Austria GmbH |
6.000 | 01-15-29 | 6,460,000 | 7,162,202 | ||||||||||||
Real estate 1.1% |
180,771,925 | |||||||||||||||
|
|
|||||||||||||||
Equity real estate investment trusts 1.1% |
||||||||||||||||
American Homes 4 Rent LP |
4.250 | 02-15-28 | 18,950,000 | 20,586,246 | ||||||||||||
American Tower Corp. |
2.950 | 01-15-25 | 16,023,000 | 16,440,239 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 15 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Real estate (continued) |
||||||||||||||||
Equity real estate investment trusts (continued) |
||||||||||||||||
American Tower Corp. |
3.550 | 07-15-27 | 32,300,000 | $ | 34,343,654 | |||||||||||
American Tower Corp. |
3.800 | 08-15-29 | 12,980,000 | 13,990,446 | ||||||||||||
Equinix, Inc. |
5.375 | 05-15-27 | 12,381,000 | 13,375,566 | ||||||||||||
GLP Capital LP |
5.375 | 04-15-26 | 14,917,000 | 16,373,794 | ||||||||||||
SBA Tower Trust (D) |
3.722 | 04-09-48 | 26,734,000 | 27,787,766 | ||||||||||||
The GEO Group, Inc. |
6.000 | 04-15-26 | 4,171,000 | 3,607,915 | ||||||||||||
Ventas Realty LP |
3.500 | 02-01-25 | 14,229,000 | 14,973,357 | ||||||||||||
VEREIT Operating Partnership LP |
4.600 | 02-06-24 | 17,864,000 | 19,292,942 | ||||||||||||
Utilities 1.3% |
220,601,569 | |||||||||||||||
|
|
|||||||||||||||
Electric utilities 0.6% |
||||||||||||||||
ABY Transmision Sur SA (D) |
6.875 | 04-30-43 | 9,574,320 | 11,848,317 | ||||||||||||
Electricite de France SA (5.250% to 1-29-23, then 10 Year U.S. Swap Rate + 3.709%) (D)(G) |
5.250 | 01-29-23 | 24,965,000 | 25,932,394 | ||||||||||||
Emera US Finance LP |
3.550 | 06-15-26 | 9,516,000 | 10,043,199 | ||||||||||||
Empresa Electrica Angamos SA (A)(D) |
4.875 | 05-25-29 | 9,721,010 | 10,183,685 | ||||||||||||
Instituto Costarricense de Electricidad (D) |
6.375 | 05-15-43 | 9,730,000 | 8,075,997 | ||||||||||||
Israel Electric Corp., Ltd. (D) |
6.875 | 06-21-23 | 6,630,000 | 7,614,464 | ||||||||||||
Vistra Operations Company LLC (D) |
4.300 | 07-15-29 | 23,330,000 | 23,826,552 | ||||||||||||
Gas utilities 0.1% |
||||||||||||||||
AmeriGas Partners LP |
5.500 | 05-20-25 | 12,441,000 | 13,156,358 | ||||||||||||
Independent power and renewable electricity producers 0.5% |
||||||||||||||||
Clearway Energy Operating LLC |
5.375 | 08-15-24 | 13,749,000 | 14,092,725 | ||||||||||||
Greenko Dutch BV (A)(D) |
4.875 | 07-24-22 | 11,885,000 | 11,800,379 | ||||||||||||
Greenko Dutch BV (D) |
5.250 | 07-24-24 | 7,035,000 | 7,038,518 | ||||||||||||
LLPL Capital Pte, Ltd. (D) |
6.875 | 02-04-39 | 3,595,072 | 4,263,734 | ||||||||||||
NextEra Energy Capital Holdings, Inc. |
3.550 | 05-01-27 | 31,227,000 | 33,378,966 | ||||||||||||
NextEra Energy Operating Partners LP (A)(D) |
4.500 | 09-15-27 | 5,100,000 | 5,240,250 | ||||||||||||
NRG Energy, Inc. (D) |
3.750 | 06-15-24 | 12,190,000 | 12,614,230 | ||||||||||||
Multi-utilities 0.1% |
||||||||||||||||
CenterPoint Energy, Inc. |
2.500 | 09-01-22 | 10,735,000 | 10,821,591 | ||||||||||||
CenterPoint Energy, Inc. |
2.500 | 09-01-24 | 10,639,000 | 10,670,210 | ||||||||||||
Capital preferred securities 0.0% (Cost $4,064,398) |
$ | 4,227,164 | ||||||||||||||
Financials 0.0% |
4,227,164 | |||||||||||||||
|
|
|||||||||||||||
Capital markets 0.0% |
||||||||||||||||
State Street Corp. (3 month LIBOR + 1.000%) (C) |
3.410 | 06-01-77 | 5,507,000 | 4,227,164 | ||||||||||||
Term loans (H) 0.1% (Cost $18,399,875) |
$ | 18,059,133 | ||||||||||||||
Financials 0.0% |
4,196,625 | |||||||||||||||
|
|
|||||||||||||||
Capital markets 0.0% |
||||||||||||||||
LSF9 Atlantis Holdings LLC, 2017 Term Loan (1 month LIBOR + 6.000%) |
8.213 | 05-01-23 | 4,512,500 | 4,196,625 | ||||||||||||
Health care 0.1% |
13,862,508 | |||||||||||||||
|
|
|||||||||||||||
Health care providers and services 0.1% |
||||||||||||||||
Concentra, Inc., 2018 2nd Lien Term Loan (3 month LIBOR + 6.500%) |
8.960 | 06-01-23 | 13,804,941 | 13,862,508 | ||||||||||||
Collateralized mortgage obligations 6.2% (Cost $1,060,595,470) |
$ | 1,066,195,910 | ||||||||||||||
Commercial and residential 4.8% |
831,604,776 | |||||||||||||||
|
|
|||||||||||||||
Americold LLC |
||||||||||||||||
Series 2010-ARTA, Class C (D) |
6.811 | 01-14-29 | 2,150,000 | 2,240,507 |
16 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Commercial and residential (continued) |
||||||||||||||||
Series 2010-ARTA, Class D (D) |
7.443 | 01-14-29 | 9,783,000 | $ | 10,254,493 | |||||||||||
Angel Oak Mortgage Trust I LLC |
||||||||||||||||
Series 2018-1, Class A1 (D)(I) |
3.258 | 04-27-48 | 2,748,686 | 2,757,591 | ||||||||||||
Series 2018-3, Class A1 (D)(I) |
3.649 | 09-25-48 | 7,800,937 | 7,887,004 | ||||||||||||
AOA Mortgage Trust |
||||||||||||||||
Series 2015-1177, Class C (D)(I) |
3.110 | 12-13-29 | 6,896,000 | 6,956,705 | ||||||||||||
Arroyo Mortgage Trust |
||||||||||||||||
Series 2018-1, Class A1 (D)(I) |
3.763 | 04-25-48 | 30,769,485 | 31,396,659 | ||||||||||||
Series 2019-2, Class A1 (D)(I) |
3.347 | 04-25-49 | 27,496,965 | 27,873,838 | ||||||||||||
Series 2019-3, Class A1 (D)(I) |
2.962 | 10-25-48 | 15,661,027 | 15,828,407 | ||||||||||||
BBCMS Mortgage Trust |
||||||||||||||||
Series 2018-TALL, Class B (1 month LIBOR + 0.971%) (C)(D) |
3.166 | 03-15-37 | 15,331,000 | 15,292,516 | ||||||||||||
Series 2018-TALL, Class E (1 month LIBOR + 2.437%) (C)(D) |
4.632 | 03-15-37 | 9,590,000 | 9,613,955 | ||||||||||||
BBCMS Trust |
||||||||||||||||
Series 2015-MSQ, Class D (D)(I) |
4.123 | 09-15-32 | 7,275,000 | 7,438,861 | ||||||||||||
Series 2015-SRCH, Class D (D)(I) |
5.122 | 08-10-35 | 15,371,000 | 17,215,349 | ||||||||||||
Bear Stearns Commercial Mortgage Securities Trust |
||||||||||||||||
Series 2005-PWR8, Class X1 IO (D) |
0.512 | 06-11-41 | 500,664 | 1,307 | ||||||||||||
BENCHMARK Mortgage Trust |
||||||||||||||||
Series 2019-B10, Class A2 |
3.614 | 03-15-62 | 20,389,000 | 21,756,048 | ||||||||||||
Series 2019-B11, Class A2 |
3.410 | 05-15-52 | 16,845,000 | 17,897,523 | ||||||||||||
Series 2019-B12, Class A2 |
3.001 | 08-15-52 | 21,935,000 | 22,961,981 | ||||||||||||
BRAVO Residential Funding Trust |
||||||||||||||||
Series 2019-NQM1, Class A1 (D)(I) |
2.666 | 07-25-59 | 12,959,293 | 12,953,381 | ||||||||||||
Bunker Hill Loan Depositary Trust |
||||||||||||||||
Series 2019-1, Class A1 (D) |
3.613 | 10-26-48 | 3,332,241 | 3,366,500 | ||||||||||||
BWAY Mortgage Trust |
||||||||||||||||
Series 2013-1515, Class XB IO (D) |
0.534 | 03-10-33 | 46,410,000 | 994,098 | ||||||||||||
Series 2015-1740, Class XA IO (D) |
1.023 | 01-10-35 | 123,773,000 | 2,660,402 | ||||||||||||
BX Commercial Mortgage Trust |
||||||||||||||||
Series 2018-BIOA, Class D (1 month LIBOR + 1.321%) (C)(D) |
3.516 | 03-15-37 | 12,620,000 | 12,651,585 | ||||||||||||
CAMB Commercial Mortgage Trust |
||||||||||||||||
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (C)(D) |
3.945 | 12-15-37 | 6,315,000 | 6,338,650 | ||||||||||||
CGBAM Commercial Mortgage Trust |
||||||||||||||||
Series 2015-SMRT, Class F (D)(I) |
3.912 | 04-10-28 | 5,190,000 | 5,216,944 | ||||||||||||
CGDBB Commercial Mortgage Trust |
||||||||||||||||
Series 2017-BIOC, Class E (1 month LIBOR + 2.150%) (C)(D) |
4.345 | 07-15-32 | 10,166,000 | 10,166,002 | ||||||||||||
CHT Mortgage Trust |
||||||||||||||||
Series 2017-CSMO, Class D (1 month LIBOR + 2.250%) (C)(D) |
4.445 | 11-15-36 | 17,654,000 | 17,664,956 | ||||||||||||
Citigroup Commercial Mortgage Trust |
||||||||||||||||
Series 2017-1500, Class E (1 month LIBOR + 2.500%) (C)(D) |
4.695 | 07-15-32 | 4,667,000 | 4,688,077 | ||||||||||||
Series 2019-SMRT, Class A (D) |
4.149 | 01-10-24 | 6,922,000 | 7,522,899 | ||||||||||||
CLNS Trust |
||||||||||||||||
Series 2017-IKPR, Class C (1 month LIBOR + 1.100%) (C)(D) |
3.301 | 06-11-32 | 5,712,000 | 5,702,962 | ||||||||||||
COLT Mortgage Loan Trust |
||||||||||||||||
Series 2018-2, Class A1 (D)(I) |
3.470 | 07-27-48 | 2,168,704 | 2,180,629 | ||||||||||||
Series 2019-2, Class A1 (D)(I) |
3.337 | 05-25-49 | 12,768,337 | 12,995,806 | ||||||||||||
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |
||||||||||||||||
Series 2012-CR2, Class XA IO |
1.800 | 08-15-45 | 67,452,914 | 2,619,102 | ||||||||||||
Series 2012-CR3 Class XA IO |
2.022 | 10-15-45 | 95,567,132 | 4,543,252 | ||||||||||||
Series 2014-CR15, Class XA IO |
1.094 | 02-10-47 | 67,395,077 | 2,257,722 | ||||||||||||
Series 2014-CR20, Class A3 |
3.326 | 11-10-47 | 31,015,000 | 32,954,883 | ||||||||||||
Series 2016-CR28, Class A3 |
3.495 | 02-10-49 | 8,700,000 | 9,394,088 | ||||||||||||
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) |
||||||||||||||||
Series 2018-COR3, Class XA IO |
0.588 | 05-10-51 | 225,351,169 | 7,966,885 | ||||||||||||
Commercial Mortgage Trust (Deutsche Bank AG) |
||||||||||||||||
Series 2012-LC4, Class B (I) |
4.934 | 12-10-44 | 3,986,000 | 4,178,895 | ||||||||||||
Series 2013-300P, Class D (D)(I) |
4.540 | 08-10-30 | 18,343,000 | 19,404,095 | ||||||||||||
Series 2013-LC13, Class B (D)(I) |
5.009 | 08-10-46 | 6,206,000 | 6,763,793 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 17 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Commercial and residential (continued) |
||||||||||||||||
Series 2017-PANW, Class A (D) |
3.244 | 10-10-29 | 7,194,000 | $ | 7,554,824 | |||||||||||
Core Industrial Trust |
||||||||||||||||
Series 2015-CALW, Class XA IO (D) |
0.939 | 02-10-34 | 168,808,473 | 2,741,821 | ||||||||||||
Credit Suisse First Boston Mortgage Securities Corp. |
||||||||||||||||
Series 2005-C1, Class AX IO (D) |
0.879 | 02-15-38 | 428,440 | 10 | ||||||||||||
Credit Suisse Mortgage Capital Certificates |
||||||||||||||||
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (C)(D) |
3.795 | 05-15-36 | 37,265,000 | 37,404,964 | ||||||||||||
CSMC Trust |
||||||||||||||||
Series 2019-AFC1, Class A1 (D) |
2.573 | 07-25-49 | 26,240,000 | 26,235,752 | ||||||||||||
Galton Funding Mortgage Trust |
||||||||||||||||
Series 2018-1, Class A43 (D)(I) |
3.500 | 11-25-57 | 5,653,447 | 5,729,398 | ||||||||||||
GCAT LLC |
||||||||||||||||
Series 2019-NQM1, Class A1 (D) |
2.985 | 02-25-59 | 28,714,906 | 29,151,306 | ||||||||||||
GE Capital Commercial Mortgage Corp. |
||||||||||||||||
Series 2005-C1, Class XC IO (D) |
0.011 | 06-10-48 | 70,499 | 0 | ||||||||||||
Great Wolf Trust |
||||||||||||||||
Series 2017-WOLF, Class E (1 month LIBOR + 3.100%) (C)(D) |
5.295 | 09-15-34 | 3,855,000 | 3,857,364 | ||||||||||||
GS Mortgage Securities Trust |
||||||||||||||||
Series 2011-GC5, Class XA IO (D) |
1.499 | 08-10-44 | 14,025,458 | 262,370 | ||||||||||||
Series 2012-GC17, Class XA IO |
2.357 | 05-10-45 | 85,022,625 | 2,965,181 | ||||||||||||
Series 2015-590M, Class C (D)(I) |
3.932 | 10-10-35 | 6,950,000 | 7,307,706 | ||||||||||||
Series 2016-RENT, Class D (D)(I) |
4.202 | 02-10-29 | 12,981,000 | 13,144,084 | ||||||||||||
Series 2017-485L, Class C (D)(I) |
4.115 | 02-10-37 | 6,600,000 | 6,980,651 | ||||||||||||
Series 2017-500K, Class F (1 month LIBOR + 1.800%) (C)(D) |
3.995 | 07-15-32 | 3,487,000 | 3,488,091 | ||||||||||||
Series 2017-500K, Class G (1 month LIBOR + 2.500%) (C)(D) |
4.695 | 07-15-32 | 1,755,000 | 1,740,435 | ||||||||||||
Series 2019-GC39, Class A2 |
3.457 | 05-10-52 | 23,820,000 | 25,402,117 | ||||||||||||
Series 2019-GC40, Class A2 |
2.971 | 07-10-52 | 20,410,000 | 21,363,941 | ||||||||||||
Series 2005-GG4, Class XC IO (D) |
1.590 | 07-10-39 | 10,319 | 14 | ||||||||||||
HarborView Mortgage Loan Trust |
||||||||||||||||
Series 2007-3, Class ES IO (D) |
0.350 | 05-19-47 | 33,959,374 | 572,290 | ||||||||||||
Series 2007-4, Class ES IO |
0.350 | 07-19-47 | 33,382,762 | 482,651 | ||||||||||||
Series 2007-6, Class ES IO (D) |
0.343 | 08-19-37 | 29,494,715 | 419,241 | ||||||||||||
Hilton Orlando Trust |
||||||||||||||||
Series 2018-ORL, Class D (1 month LIBOR + 1.700%) (C)(D) |
3.895 | 12-15-34 | 6,995,000 | 6,992,678 | ||||||||||||
Hudsons Bay Simon JV Trust |
||||||||||||||||
Series 2015-HBFL, Class DFL (1 month LIBOR + 3.900%) (C)(D) |
6.260 | 08-05-34 | 5,240,000 | 5,229,484 | ||||||||||||
IMT Trust |
||||||||||||||||
Series 2017-APTS, Class AFX (D) |
3.478 | 06-15-34 | 7,679,000 | 8,117,134 | ||||||||||||
Series 2017-APTS, Class CFX (D)(I) |
3.613 | 06-15-34 | 6,867,000 | 7,082,424 | ||||||||||||
IndyMac Index Mortgage Loan Trust |
||||||||||||||||
Series 2005-AR12, Class AX2 IO |
1.027 | 07-25-35 | 45,321,372 | 2,420,093 | ||||||||||||
Series 2005-AR8, Class AX2 IO |
1.069 | 05-25-35 | 38,018,214 | 2,487,669 | ||||||||||||
Series 2005-AR18, Class 1X IO |
0.953 | 10-25-36 | 20,006,579 | 1,373,918 | ||||||||||||
Irvine Core Office Trust |
||||||||||||||||
Series 2013-IRV, Class A2 (D)(I) |
3.279 | 05-15-48 | 18,680,000 | 19,493,839 | ||||||||||||
Series 2013-IRV, Class XA IO (D) |
1.211 | 05-15-48 | 12,895,508 | 264,950 | ||||||||||||
JPMBB Commercial Mortgage Securities Trust |
||||||||||||||||
Series 2013-C14, Class XA IO |
0.733 | 08-15-46 | 10,613,804 | 209,404 | ||||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust |
||||||||||||||||
Series 2011-C3A, Class XA IO (D) |
1.135 | 02-15-46 | 9,429,337 | 107,661 | ||||||||||||
Series 2011-C4, Class XA IO (D) |
1.367 | 07-15-46 | 7,151,937 | 110,424 | ||||||||||||
Series 2012-HSBC, Class XA IO (D) |
1.582 | 07-05-32 | 83,929,161 | 3,028,038 | ||||||||||||
Series 2018-PHH, Class A (1 month LIBOR + 0.910%) (C)(D) |
3.105 | 06-15-35 | 7,573,405 | 7,573,834 | ||||||||||||
KNDL Mortgage Trust |
||||||||||||||||
Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (C)(D) |
3.545 | 05-15-36 | 9,440,000 | 9,441,424 | ||||||||||||
Merrill Lynch Mortgage Trust |
||||||||||||||||
Series 2005-CIP1, Class XC IO (D) |
0.010 | 07-12-38 | 3,061,714 | 196 | ||||||||||||
Series 2006-C2, Class X IO (D) |
0.548 | 08-12-43 | 0 | 0 |
18 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Commercial and residential (continued) |
||||||||||||||||
Morgan Stanley Bank of America Merrill Lynch Trust |
||||||||||||||||
Series 2012-C5, Class XA IO (D) |
1.601 | 08-15-45 | 12,804,321 | $ | 431,492 | |||||||||||
Series 2012-C6, Class XA IO (D) |
1.768 | 11-15-45 | 7,572,820 | 304,633 | ||||||||||||
Morgan Stanley Capital I Trust |
||||||||||||||||
Series 2011-C3, Class XA IO (D) |
0.804 | 07-15-49 | 9,311,499 | 65,910 | ||||||||||||
Series 2017-CLS, Class D (1 month LIBOR + 1.400%) (C)(D) |
3.595 | 11-15-34 | 15,867,000 | 15,876,939 | ||||||||||||
MSCG Trust |
||||||||||||||||
Series 2016-SNR, Class D (D) |
6.550 | 11-15-34 | 9,656,850 | 9,939,860 | ||||||||||||
Natixis Commercial Mortgage Securities Trust |
||||||||||||||||
Series 2018-285M, Class D (D)(I) |
3.917 | 11-15-32 | 4,795,000 | 4,914,593 | ||||||||||||
Series 2018-ALXA, Class C (D)(I) |
4.460 | 01-15-43 | 7,332,000 | 8,228,827 | ||||||||||||
One Market Plaza Trust |
||||||||||||||||
Series 2017-1MKT, Class D (D) |
4.146 | 02-10-32 | 5,035,000 | 5,200,038 | ||||||||||||
Residential Accredit Loans, Inc. |
||||||||||||||||
Series 2005-QO4, Class XIO IO |
2.182 | 12-25-45 | 15,433,221 | 1,234,085 | ||||||||||||
Seasoned Credit Risk Transfer Trust |
||||||||||||||||
Series 2019-2, Class MA |
3.500 | 08-25-58 | 25,349,981 | 26,791,485 | ||||||||||||
Starwood Mortgage Residential Trust |
||||||||||||||||
Series 2018-IMC1, Class A1 (D)(I) |
3.793 | 03-25-48 | 4,607,950 | 4,685,633 | ||||||||||||
UBS Commercial Mortgage Trust |
||||||||||||||||
Series 2012-C1, Class B |
4.822 | 05-10-45 | 3,520,000 | 3,712,693 | ||||||||||||
Verus Securitization Trust |
||||||||||||||||
Series 2018-3, Class A1 (D)(I) |
4.108 | 10-25-58 | 19,156,207 | 19,400,355 | ||||||||||||
VNDO Mortgage Trust |
||||||||||||||||
Series 2013-PENN, Class D (D)(I) |
4.079 | 12-13-29 | 16,804,000 | 16,975,406 | ||||||||||||
Wells Fargo Commercial Mortgage Trust |
||||||||||||||||
Series 2013-120B, Class C (D)(I) |
2.800 | 03-18-28 | 14,886,000 | 14,837,235 | ||||||||||||
Series 2017-SMP, Class D (1 month LIBOR + 1.650%) (C)(D) |
3.845 | 12-15-34 | 5,170,000 | 5,149,593 | ||||||||||||
WFRBS Commercial Mortgage Trust |
||||||||||||||||
Series 2013-C15, Class B (I) |
4.624 | 08-15-46 | 2,704,000 | 2,898,584 | ||||||||||||
WF-RBS Commercial Mortgage Trust |
||||||||||||||||
Series 2011-C2, Class XA IO (D) |
0.970 | 02-15-44 | 35,114,186 | 303,769 | ||||||||||||
Series 2011-C3, Class XA IO (D) |
1.493 | 03-15-44 | 21,753,975 | 383,316 | ||||||||||||
Series 2012-C10, Class XA IO (D) |
1.700 | 12-15-45 | 8,863,072 | 375,466 | ||||||||||||
Series 2012-C9, Class XA IO (D) |
2.062 | 11-15-45 | 57,330,432 | 2,825,903 | ||||||||||||
Series 2013-C16, Class B (I) |
5.194 | 09-15-46 | 3,216,000 | 3,520,516 | ||||||||||||
Series 2013-C16, Class XA IO |
0.893 | 09-15-46 | 11,269,616 | 252,714 | ||||||||||||
U.S. Government Agency 1.4% |
234,591,134 | |||||||||||||||
|
|
|||||||||||||||
Federal Home Loan Mortgage Corp. |
||||||||||||||||
Series 4482, Class MA |
2.000 | 04-15-31 | 304,173 | 304,351 | ||||||||||||
Series K005, Class AX IO |
1.631 | 11-25-19 | 61,923,426 | 15,927 | ||||||||||||
Series K006, Class BX1 IO |
5.540 | 02-25-20 | 4,455,471 | 90,280 | ||||||||||||
Series K010, Class X1 IO |
0.288 | 10-25-20 | 28,095,108 | 39,972 | ||||||||||||
Series K011, Class X1 IO |
0.323 | 11-25-20 | 45,817,383 | 109,678 | ||||||||||||
Series K014, Class X1 IO |
1.323 | 04-25-21 | 37,501,282 | 593,255 | ||||||||||||
Series K015, Class X1 IO |
1.726 | 07-25-21 | 38,074,563 | 947,996 | ||||||||||||
Series K017, Class X1 IO |
1.445 | 12-25-21 | 168,494,596 | 4,076,373 | ||||||||||||
Series K018, Class X1 IO |
1.455 | 01-25-22 | 101,474,030 | 2,475,976 | ||||||||||||
Series K021, Class X1 IO |
1.564 | 06-25-22 | 33,773,269 | 1,162,405 | ||||||||||||
Series K022, Class X1 IO |
1.346 | 07-25-22 | 138,072,066 | 4,077,724 | ||||||||||||
Series K024, Class X1 IO |
0.950 | 09-25-22 | 10,093,245 | 221,505 | ||||||||||||
Series K026, Class X1 IO |
1.108 | 11-25-22 | 15,476,631 | 410,251 | ||||||||||||
Series K038, Class X1 IO |
1.307 | 03-25-24 | 4,657,111 | 205,461 | ||||||||||||
Series K040, Class A2 |
3.241 | 09-25-24 | 7,410,000 | 7,884,143 | ||||||||||||
Series K043, Class A2 |
3.062 | 12-25-24 | 12,115,000 | 12,815,178 | ||||||||||||
Series K715, Class X1 IO |
1.233 | 01-25-21 | 14,217,776 | 161,483 | ||||||||||||
Series K718, Class X1 IO |
0.729 | 01-25-22 | 13,180,539 | 163,892 | ||||||||||||
Series KAIV, Class X1 IO |
1.252 | 06-25-21 | 23,076,515 | 370,323 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 19 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
U.S. Government Agency (continued) |
||||||||||||||||
Series KIR3, Class A1 |
3.038 | 08-25-27 | 34,135,000 | $ | 36,155,792 | |||||||||||
Series KS01, Class X1 IO |
1.435 | 01-25-23 | 13,100,088 | 353,286 | ||||||||||||
Series KS03, Class X IO |
0.416 | 08-25-25 | 37,853,370 | 362,367 | ||||||||||||
Series T-41, Class 3A (I) |
5.411 | 07-25-32 | 1,169 | 1,303 | ||||||||||||
Federal National Mortgage Association |
||||||||||||||||
Series 2001-50, Class BA |
7.000 | 10-25-41 | 176 | 200 | ||||||||||||
Series 2012-M5, Class X IO |
0.623 | 02-25-22 | 20,377,211 | 202,348 | ||||||||||||
Series 2012-MB, Class X1 IO |
2.937 | 12-25-19 | 284,051 | 21 | ||||||||||||
Series 2013-100, Class CA |
4.000 | 03-25-39 | 510,957 | 523,488 | ||||||||||||
Series 2014-28, Class BD |
3.500 | 08-25-43 | 960,307 | 1,011,555 | ||||||||||||
Government National Mortgage Association |
||||||||||||||||
Series 2008-90, Class IO |
1.876 | 12-16-50 | 2,640,219 | 589,161 | ||||||||||||
Series 2012-114, Class IO |
0.767 | 01-16-53 | 24,559,750 | 1,134,103 | ||||||||||||
Series 2012-120, Class IO |
0.780 | 02-16-53 | 10,283,565 | 501,898 | ||||||||||||
Series 2012-125, Class IO |
0.386 | 02-16-53 | 12,790,622 | 351,133 | ||||||||||||
Series 2012-70, Class IO |
0.442 | 08-16-52 | 6,337,987 | 92,177 | ||||||||||||
Series 2013-63, Class IO |
0.794 | 09-16-51 | 14,796,542 | 759,831 | ||||||||||||
Series 2016-174, Class IO |
0.913 | 11-16-56 | 47,113,948 | 3,571,190 | ||||||||||||
Series 2017-109, Class IO |
0.610 | 04-16-57 | 97,796,823 | 5,147,017 | ||||||||||||
Series 2017-124, Class IO |
0.706 | 01-16-59 | 125,894,839 | 7,939,948 | ||||||||||||
Series 2017-135, Class IO |
0.839 | 10-16-58 | 86,935,645 | 5,783,515 | ||||||||||||
Series 2017-140, Class IO |
0.609 | 02-16-59 | 74,061,221 | 4,290,596 | ||||||||||||
Series 2017-159, Class IO |
0.544 | 06-16-59 | 100,370,800 | 5,300,170 | ||||||||||||
Series 2017-169, Class IO |
0.733 | 01-16-60 | 180,276,446 | 11,079,376 | ||||||||||||
Series 2017-20, Class IO |
0.747 | 12-16-58 | 192,812,231 | 11,488,312 | ||||||||||||
Series 2017-22, Class IO |
1.022 | 12-16-57 | 39,338,175 | 3,293,966 | ||||||||||||
Series 2017-41, Class IO |
0.792 | 07-16-58 | 66,374,786 | 4,328,519 | ||||||||||||
Series 2017-46, Class IO |
0.620 | 11-16-57 | 87,412,170 | 4,976,226 | ||||||||||||
Series 2017-61, Class IO |
0.769 | 05-16-59 | 55,142,788 | 3,810,394 | ||||||||||||
Series 2017-74, Class IO |
0.776 | 09-16-58 | 123,879,434 | 7,119,859 | ||||||||||||
Series 2017-89, Class IO |
0.766 | 07-16-59 | 123,623,888 | 8,500,230 | ||||||||||||
Series 2018-081, Class IO |
0.448 | 01-16-60 | 45,961,382 | 2,555,742 | ||||||||||||
Series 2018-114, Class IO |
0.540 | 04-16-60 | 187,081,522 | 11,305,711 | ||||||||||||
Series 2018-158, Class IO |
0.727 | 05-16-61 | 149,825,529 | 11,382,126 | ||||||||||||
Series 2018-35, Class IO |
0.526 | 03-16-60 | 136,994,803 | 7,540,112 | ||||||||||||
Series 2018-43, Class IO |
0.576 | 05-16-60 | 216,536,487 | 12,577,500 | ||||||||||||
Series 2018-68, Class IO |
0.478 | 01-16-60 | 24,874,908 | 1,308,040 | ||||||||||||
Series 2018-69, Class IO |
0.536 | 04-16-60 | 104,048,388 | 6,226,859 | ||||||||||||
Series 2018-9, Class IO |
0.558 | 01-16-60 | 107,195,586 | 5,981,792 | ||||||||||||
Series 2018-99, Class IO |
0.517 | 06-16-60 | 187,876,143 | 10,919,098 | ||||||||||||
Asset backed securities 8.9% (Cost $1,485,124,923) |
$ | 1,514,052,804 | ||||||||||||||
Asset backed securities 8.9% |
1,514,052,804 | |||||||||||||||
|
|
|||||||||||||||
AccessLex Institute |
||||||||||||||||
Series 2005-1, Class A4 (3 month LIBOR + 0.210%) (C) |
2.553 | 06-22-37 | 8,241,617 | 7,914,652 | ||||||||||||
Series 2006-1, Class A3 (3 month LIBOR + 0.200%) (C) |
2.332 | 08-25-37 | 31,718,073 | 30,774,124 | ||||||||||||
Series 2007-A, Class A3 (3 month LIBOR + 0.300%) (C) |
2.432 | 05-25-36 | 10,924,532 | 10,740,405 | ||||||||||||
Ally Master Owner Trust |
||||||||||||||||
Series 2018-1, Class A2 |
2.700 | 01-17-23 | 50,335,000 | 50,833,166 | ||||||||||||
Americredit Automobile Receivables Trust |
||||||||||||||||
Series 2018-2, Class C |
3.590 | 06-18-24 | 9,055,000 | 9,370,999 | ||||||||||||
Series 2018-3, Class C |
3.740 | 10-18-24 | 8,303,000 | 8,714,936 | ||||||||||||
Amresco Residential Securities Corp. Mortgage Loan Trust |
||||||||||||||||
Series 1998-1, Class A6 (I) |
6.510 | 08-25-27 | 4 | 4 |
20 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Asset backed securities (continued) |
||||||||||||||||
Applebees Funding LLC |
||||||||||||||||
Series 2019-1A, Class A2I (D) |
4.194 | 06-07-49 | 26,903,000 | $ | 27,640,680 | |||||||||||
Arbys Funding LLC |
||||||||||||||||
Series 2015-1A, Class A2 (D) |
4.969 | 10-30-45 | 21,107,625 | 21,818,741 | ||||||||||||
Avis Budget Rental Car Funding AESOP LLC |
||||||||||||||||
Series 2019-1A, Class A (D) |
3.450 | 03-20-23 | 17,091,000 | 17,607,386 | ||||||||||||
Series 2019-3A, Class A (D) |
2.360 | 03-20-26 | 20,570,000 | 20,675,364 | ||||||||||||
BRE Grand Islander Timeshare Issuer LLC |
||||||||||||||||
Series 2019-A, Class A (D) |
3.280 | 09-26-33 | 11,988,987 | 12,272,485 | ||||||||||||
CLI Funding LLC |
||||||||||||||||
Series 2018-1A, Class A (D) |
4.030 | 04-18-43 | 19,810,260 | 20,494,636 | ||||||||||||
CNH Equipment Trust |
||||||||||||||||
Series 2018-B, Class A3 |
3.190 | 11-15-23 | 20,219,000 | 20,648,975 | ||||||||||||
Coinstar Funding LLC |
||||||||||||||||
Series 2017-1A, Class A2 (D) |
5.216 | 04-25-47 | 19,901,900 | 20,592,259 | ||||||||||||
Collegiate Funding Services Education Loan Trust |
||||||||||||||||
Series 2005-A, Class A4 (3 month LIBOR + 0.200%) (C) |
2.530 | 03-28-35 | 10,424,000 | 10,056,609 | ||||||||||||
ContiMortgage Home Equity Loan Trust |
||||||||||||||||
Series 1995-2, Class A5 |
8.100 | 08-15-25 | 88,002 | 51,672 | ||||||||||||
CWABS Asset-Backed Certificates Trust |
||||||||||||||||
Series 2004-10, Class AF5B |
4.559 | 02-25-35 | 1,184,595 | 1,186,757 | ||||||||||||
DB Master Finance LLC |
||||||||||||||||
Series 2017-1A, Class A2I (D) |
3.629 | 11-20-47 | 9,334,733 | 9,530,482 | ||||||||||||
Series 2017-1A, Class A2II (D) |
4.030 | 11-20-47 | 8,709,863 | 9,085,606 | ||||||||||||
Series 2019-1A, Class A2I (D) |
3.787 | 05-20-49 | 51,316,388 | 53,317,213 | ||||||||||||
Dell Equipment Finance Trust |
||||||||||||||||
Series 2018-2, Class A3 (D) |
3.370 | 10-22-23 | 15,000,000 | 15,266,949 | ||||||||||||
DLL LLC |
||||||||||||||||
Series 2018-ST2, Class A3 (D) |
3.460 | 01-20-22 | 14,375,000 | 14,586,916 | ||||||||||||
Dominos Pizza Master Issuer LLC |
||||||||||||||||
Series 2017-1A, Class A23 (D) |
4.118 | 07-25-47 | 32,638,900 | 34,489,199 | ||||||||||||
Driven Brands Funding LLC |
||||||||||||||||
Series 2015-1A, Class A2 (D) |
5.216 | 07-20-45 | 27,989,500 | 28,879,566 | ||||||||||||
Enterprise Fleet Financing LLC |
||||||||||||||||
Series 2018-3, Class A2 (D) |
3.380 | 05-20-24 | 19,618,000 | 19,891,942 | ||||||||||||
Evergreen Credit Card Trust |
||||||||||||||||
Series 2018-1, Class A (D) |
2.950 | 03-15-23 | 28,275,000 | 28,714,063 | ||||||||||||
FOCUS Brands Funding LLC |
||||||||||||||||
Series 2017-1A, Class A2I (D) |
3.857 | 04-30-47 | 7,653,825 | 7,704,876 | ||||||||||||
Ford Credit Auto Owner Trust |
||||||||||||||||
Series 2015-1, Class A (D) |
2.120 | 07-15-26 | 39,230,000 | 39,213,786 | ||||||||||||
Series 2018-B, Class A3 |
3.240 | 04-15-23 | 18,643,000 | 19,060,173 | ||||||||||||
Ford Credit Floorplan Master Owner Trust |
||||||||||||||||
Series 2018-3, Class A1 |
3.520 | 10-15-23 | 39,255,000 | 40,605,494 | ||||||||||||
Series 2019-2, Class A |
3.320 | 04-15-26 | 32,163,000 | 33,700,359 | ||||||||||||
GMF Floorplan Owner Revolving Trust |
||||||||||||||||
Series 2019-2, Class A (D) |
2.900 | 04-15-26 | 28,720,000 | 29,812,876 | ||||||||||||
Goal Capital Funding Trust |
||||||||||||||||
Series 2005-2, Class A4 (3 month LIBOR + 0.200%) (C) |
2.332 | 08-25-44 | 42,647,938 | 41,499,523 | ||||||||||||
Golden Credit Card Trust |
||||||||||||||||
Series 2018-1A, Class A (D) |
2.620 | 01-15-23 | 25,180,000 | 25,402,631 | ||||||||||||
Series 2018-4A, Class A (D) |
3.440 | 10-15-25 | 22,572,000 | 23,956,411 | ||||||||||||
Hilton Grand Vacations Trust |
||||||||||||||||
Series 2017-AA, Class A (D) |
2.660 | 12-26-28 | 19,012,029 | 19,112,937 | ||||||||||||
Series 2018-AA, Class A (D) |
3.540 | 02-25-32 | 6,478,819 | 6,713,644 | ||||||||||||
Honda Auto Receivables Owner Trust |
||||||||||||||||
Series 2017-3, Class A4 |
1.980 | 11-20-23 | 6,545,000 | 6,556,219 | ||||||||||||
Jack In The Box Funding LLC |
||||||||||||||||
Series 2019-1A, Class A23 (D) |
4.970 | 08-25-49 | 10,650,000 | 11,181,755 | ||||||||||||
Series 2019-1A, Class A2I (D) |
3.982 | 08-25-49 | 12,305,000 | 12,586,292 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 21 |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Asset backed securities (continued) |
||||||||||||||||
KeyCorp Student Loan Trust |
||||||||||||||||
Series 2004-A, Class 1A2 (3 month LIBOR + 0.240%) (C) |
2.496 | 10-27-42 | 12,225,794 | $ | 11,762,091 | |||||||||||
MelTel Land Funding LLC |
||||||||||||||||
Series 2019-1A, Class A (D) |
3.768 | 04-15-49 | 11,089,000 | 11,424,758 | ||||||||||||
Mill City Mortgage Loan Trust |
||||||||||||||||
Series 2018-3, Class A1 (D)(I) |
3.500 | 08-25-58 | 8,248,781 | 8,499,810 | ||||||||||||
MMAF Equipment Finance LLC |
||||||||||||||||
Series 2017-B, Class A3 (D) |
2.210 | 10-17-22 | 16,038,000 | 16,048,721 | ||||||||||||
Series 2019-A, Class A3 (D) |
3.270 | 11-13-23 | 14,642,000 | 14,943,892 | ||||||||||||
MVW Owner Trust |
||||||||||||||||
Series 2014-1A, Class A (D) |
2.250 | 09-22-31 | 534,776 | 534,248 | ||||||||||||
Series 2015-1A, Class A (D) |
2.520 | 12-20-32 | 1,474,250 | 1,474,971 | ||||||||||||
Series 2018-1A, Class A (D) |
3.450 | 01-21-36 | 16,082,155 | 16,661,773 | ||||||||||||
Navient Private Education Loan Trust |
||||||||||||||||
Series 2016-AA, Class A2A (D) |
3.910 | 12-15-45 | 19,489,914 | 20,281,913 | ||||||||||||
Nelnet Student Loan Trust |
||||||||||||||||
Series 2006-1, Class A6 (3 month LIBOR + 0.450%) (C)(D) |
2.598 | 08-23-36 | 29,860,000 | 28,958,392 | ||||||||||||
New Residential Mortgage LLC |
||||||||||||||||
Series 2018-FNT1, Class A (D) |
3.610 | 05-25-23 | 10,994,393 | 11,180,149 | ||||||||||||
Series 2018-FNT2, Class A (D) |
3.790 | 07-25-54 | 6,526,429 | 6,665,939 | ||||||||||||
NextGear Floorplan Master Owner Trust |
||||||||||||||||
Series 2018-1A, Class A2 (D) |
3.220 | 02-15-23 | 6,055,000 | 6,143,499 | ||||||||||||
Series 2018-2A, Class A2 (D) |
3.690 | 10-15-23 | 16,070,000 | 16,592,833 | ||||||||||||
Nissan Auto Receivables Owner Trust |
||||||||||||||||
Series 2017-B, Class A4 |
1.950 | 10-16-23 | 14,785,000 | 14,797,963 | ||||||||||||
NRZ Excess Spread-Collateralized Notes |
||||||||||||||||
Series 2018-PLS1, Class A (D) |
3.193 | 01-25-23 | 5,018,408 | 5,047,403 | ||||||||||||
Series 2018-PLS2, Class A (D) |
3.265 | 02-25-23 | 17,830,357 | 17,972,918 | ||||||||||||
OneMain Financial Issuance Trust |
||||||||||||||||
Series 2016-2A, Class C (D) |
5.670 | 03-20-28 | 3,483,000 | 3,516,223 | ||||||||||||
Oxford Finance Funding LLC |
||||||||||||||||
Series 2019-1A, Class A2 (D) |
4.459 | 02-15-27 | 7,463,000 | 7,699,121 | ||||||||||||
PFS Financing Corp. |
||||||||||||||||
Series 2018-B, Class A (D) |
2.890 | 02-15-23 | 16,650,000 | 16,811,900 | ||||||||||||
Renaissance Home Equity Loan Trust |
||||||||||||||||
Series 2005-2, Class AF4 |
4.934 | 08-25-35 | 5,819,303 | 5,988,869 | ||||||||||||
Santander Drive Auto Receivables Trust |
||||||||||||||||
Series 2018-2, Class C |
3.350 | 07-17-23 | 10,895,000 | 11,022,043 | ||||||||||||
Series 2018-3, Class C |
3.510 | 08-15-23 | 21,225,000 | 21,533,588 | ||||||||||||
SCF Equipment Leasing LLC |
||||||||||||||||
Series 2019-1A, Class A2 (D) |
3.230 | 10-20-24 | 8,135,000 | 8,277,609 | ||||||||||||
Sesac Finance LLC |
||||||||||||||||
Series 2019-1, Class A2 (D) |
5.216 | 07-25-49 | 18,015,000 | 18,426,931 | ||||||||||||
Sierra Timeshare Receivables Funding LLC |
||||||||||||||||
Series 2018-2A, Class A (D) |
3.500 | 06-20-35 | 5,394,872 | 5,570,958 | ||||||||||||
Series 2018-3A, Class D (D) |
5.200 | 09-20-35 | 4,443,959 | 4,504,706 | ||||||||||||
Series 2019-1A, Class A (D) |
3.200 | 01-20-36 | 10,076,198 | 10,396,129 | ||||||||||||
SLM Private Credit Student Loan Trust |
||||||||||||||||
Series 2006-A, Class A5 (3 month LIBOR + 0.290%) (C) |
2.700 | 06-15-39 | 5,185,585 | 5,083,147 | ||||||||||||
SMB Private Education Loan Trust |
||||||||||||||||
Series 2015-C, Class A2A (D) |
2.750 | 07-15-27 | 7,281,244 | 7,335,233 | ||||||||||||
Series 2019-B, Class A2A (D) |
2.840 | 06-15-37 | 26,747,000 | 27,419,465 | ||||||||||||
Sonic Capital LLC |
||||||||||||||||
Series 2016-1A, Class A2 (D) |
4.472 | 05-20-46 | 3,542,327 | 3,589,653 | ||||||||||||
Structured Asset Securities Corp. Mortgage Loan Trust |
||||||||||||||||
Series 2005-2XS, Class 2A2 (1 month LIBOR + 1.500%) (C) |
3.730 | 02-25-35 | 1,946,289 | 1,953,059 | ||||||||||||
SunTrust Student Loan Trust |
||||||||||||||||
Series 2006-1A, Class A4 (3 month LIBOR + 0.190%) (C)(D) |
2.446 | 10-28-37 | 34,265,207 | 33,518,788 | ||||||||||||
Taco Bell Funding LLC |
||||||||||||||||
Series 2016-1A, Class A2II (D) |
4.377 | 05-25-46 | 2,688,125 | 2,740,758 |
22 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | |||||||||||||
Asset backed securities (continued) |
||||||||||||||||
Series 2018-1A, Class A2I (D) |
4.318 | 11-25-48 | 24,743,025 | $ | 25,776,294 | |||||||||||
TAL Advantage V LLC |
||||||||||||||||
Series 2014-1A, Class A (D) |
3.510 | 02-22-39 | 2,180,250 | 2,201,503 | ||||||||||||
Towd Point Mortgage Trust |
||||||||||||||||
Series 2015-1, Class A5 (D)(I) |
3.987 | 10-25-53 | 4,950,000 | 5,116,968 | ||||||||||||
Series 2015-2, Class 1M2 (D)(I) |
3.806 | 11-25-60 | 10,860,000 | 11,117,658 | ||||||||||||
Series 2016-5, Class A1 (D)(I) |
2.500 | 10-25-56 | 8,359,395 | 8,363,624 | ||||||||||||
Series 2017-1, Class A1 (D)(I) |
2.750 | 10-25-56 | 3,024,672 | 3,041,870 | ||||||||||||
Series 2017-2, Class A1 (D)(I) |
2.750 | 04-25-57 | 3,139,708 | 3,166,856 | ||||||||||||
Series 2018-1, Class A1 (D)(I) |
3.000 | 01-25-58 | 7,446,723 | 7,573,144 | ||||||||||||
Series 2018-3, Class A1 (D)(I) |
3.750 | 05-25-58 | 11,445,537 | 11,946,010 | ||||||||||||
Series 2018-4, Class A1 (D)(I) |
3.000 | 06-25-58 | 19,611,590 | 20,003,311 | ||||||||||||
Series 2018-5, Class A1A (D)(I) |
3.250 | 07-25-58 | 4,744,946 | 4,834,897 | ||||||||||||
Series 2018-6, Class A1A (D)(I) |
3.750 | 03-25-58 | 31,706,144 | 32,720,715 | ||||||||||||
Series 2019-1, Class A1 (D)(I) |
3.750 | 03-25-58 | 17,036,787 | 17,867,994 | ||||||||||||
Toyota Auto Loan Extended Note Trust |
||||||||||||||||
Series 2019-1A, Class A (D) |
3.270 | 11-25-31 | 58,439,000 | 60,274,575 | ||||||||||||
Toyota Auto Receivables Owner Trust |
||||||||||||||||
Series 2017-C, Class A4 |
1.980 | 12-15-22 | 12,815,000 | 12,833,891 | ||||||||||||
Triton Container Finance V LLC |
||||||||||||||||
Series 2018-1A, Class A (D) |
3.950 | 03-20-43 | 16,913,458 | 17,418,724 | ||||||||||||
Vantage Data Centers Issuer LLC |
||||||||||||||||
Series 2018-1A, Class A2 (D) |
4.072 | 02-16-43 | 12,504,575 | 13,005,477 | ||||||||||||
VSE VOI Mortgage LLC |
||||||||||||||||
Series 2017-A, Class A (D) |
2.330 | 03-20-35 | 10,451,774 | 10,478,898 | ||||||||||||
Wachovia Student Loan Trust |
||||||||||||||||
Series 2006-1, Class B (3 month LIBOR + 0.240%) (C)(D) |
2.515 | 04-25-40 | 2,682,488 | 2,514,191 | ||||||||||||
Westgate Resorts LLC |
||||||||||||||||
Series 2015-2A, Class B (D) |
4.000 | 07-20-28 | 1,011,900 | 1,009,852 | ||||||||||||
Series 2016-1A, Class A (D) |
3.500 | 12-20-28 | 1,272,936 | 1,278,378 | ||||||||||||
Series 2017-1A, Class A (D) |
3.050 | 12-20-30 | 4,083,220 | 4,102,695 | ||||||||||||
Westlake Automobile Receivables Trust |
||||||||||||||||
Series 2019-1A, Class C (D) |
4.050 | 03-15-24 | 10,588,000 | 10,763,064 | ||||||||||||
Shares | Value | |||||||||||||||
Preferred securities 0.1% (Cost $25,501,917) |
$ | 26,661,578 | ||||||||||||||
Consumer staples 0.0% |
2,460,708 | |||||||||||||||
|
|
|||||||||||||||
Food and staples retailing 0.0% |
||||||||||||||||
Ocean Spray Cranberries, Inc., 6.250% (D) |
28,284 | 2,460,708 | ||||||||||||||
Financials 0.1% |
13,007,031 | |||||||||||||||
|
|
|||||||||||||||
Banks 0.1% |
||||||||||||||||
GMAC Capital Trust I (3 month LIBOR + 5.785%), 7.943% (C) |
377,982 | 9,903,128 | ||||||||||||||
Wells Fargo & Company, Series L, 7.500% |
2,139 | 3,103,903 | ||||||||||||||
Utilities 0.0% |
11,193,839 | |||||||||||||||
|
|
|||||||||||||||
Electric utilities 0.0% |
||||||||||||||||
The Southern Company, 6.750% |
38,814 | 2,016,775 | ||||||||||||||
Multi-utilities 0.0% |
||||||||||||||||
Dominion Energy, Inc., 7.250% |
24,838 | 2,532,234 | ||||||||||||||
DTE Energy Company, 6.500% |
116,863 | 6,644,830 |
SEE NOTES TO FUNDS INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND 23 |
Yield (%) | Shares | Value | ||||||||||||||
Securities lending collateral 2.3% (Cost $398,701,273) |
$ | 398,726,075 | ||||||||||||||
John Hancock Collateral Trust (J) |
2.1920 | (K) | 39,845,513 | 398,726,075 | ||||||||||||
Yield* (%) | Maturity date | Par value^ | Value | |||||||||||||
Short-term investments 0.9% (Cost $149,634,010) |
$ | 149,637,000 | ||||||||||||||
U.S. Government Agency 0.2% |
27,386,000 | |||||||||||||||
|
|
|||||||||||||||
Federal Agricultural Mortgage Corp. Discount Note |
2.030 | 09-03-19 | 13,682,000 | 13,682,000 | ||||||||||||
Federal Home Loan Bank Discount Note |
1.900 | 09-03-19 | 13,704,000 | 13,704,000 | ||||||||||||
Par value^ | Value | |||||||||||||||
Repurchase agreement 0.7% |
122,251,000 | |||||||||||||||
|
|
|||||||||||||||
Barclays Tri-Party Repurchase Agreement dated 8-30-19 at 2.120% to be repurchased at $114,972,076 on 9-3-19, collateralized by $10,121,500 U.S. Treasury Bills, 0.000% due 12-26-19 (valued at $10,057,977, including interest) and $103,770,200 U.S. Treasury Notes, 2.375% due 3-15-22 (valued at $107,213,543, including interest) |
114,945,000 | 114,945,000 | ||||||||||||||
Repurchase Agreement with State Street Corp. dated 8-30-19 at 1.050% to be repurchased at $7,306,852 on 9-3-19, collateralized by $7,315,000 U.S. Treasury Notes, 2.250% due 3-31-21 (valued at $7,452,463, including interest) |
7,306,000 | 7,306,000 | ||||||||||||||
Total investments (Cost $16,828,809,863) 101.9% |
$ | 17,433,791,189 | ||||||||||||||
Other assets and liabilities, net (1.9%) |
(328,676,736 | ) | ||||||||||||||
Total net assets 100.0% |
$ | 17,105,114,453 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund.
^ | All par values are denominated in U.S. dollars unless otherwise indicated. |
Security Abbreviations and Legend
CMT | Constant Maturity Treasury |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
ISDAFIX | International Swaps and Derivatives Association Fixed Interest Rate Swap Rate |
LIBOR | London Interbank Offered Rate |
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) | All or a portion of this security is on loan as of 8-31-19. The value of securities on loan amounted to $390,558,178. |
(B) | Security purchased or sold on a when-issued or delayed delivery basis. |
(C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $3,979,315,427 or 23.3% of the funds net assets as of 8-31-19. |
(E) | Non-income producing - Issuer is in default. |
(F) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(G) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(H) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(I) | 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. |
(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 8-31-19. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
The fund had the following country composition as a percentage of net assets on 8-31-19:
United States |
89.3 | % | ||
United Kingdom |
2.4 | % | ||
Netherlands |
1.4 | % | ||
Canada |
1.3 | % | ||
Other countries |
5.6 | % | ||
TOTAL |
100.0 | % |
24 JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUNDS INVESTMENTS |
Notes to Funds investments (unaudited)
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the funds Valuation Policies and Procedures.
In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on the evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Equity securities held by the fund are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust, are valued at their respective NAVs each business day.
In certain instances, the Pricing Committee may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.
Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the funds Pricing Committee following procedures established by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.
The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the funds own assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the funds investments as of August 31, 2019, by major security category or type:
Total value at 8-31-19 |
Level 1 quoted price |
Level 2 significant inputs |
Level 3 significant unobservable inputs |
|||||||||||||
Investments in securities: |
||||||||||||||||
Assets |
||||||||||||||||
U.S. Government and Agency obligations |
7,008,593,546 | | $ | 7,008,593,546 | | |||||||||||
Foreign government obligations |
82,818,501 | | 82,818,501 | | ||||||||||||
Corporate bonds |
7,164,819,478 | | 7,164,819,478 | | ||||||||||||
Capital preferred securities |
4,227,164 | | 4,227,164 | | ||||||||||||
Term loans |
18,059,133 | | 18,059,133 | | ||||||||||||
Collateralized mortgage obligations |
1,066,195,910 | | 1,066,195,910 | | ||||||||||||
Asset backed securities |
1,514,052,804 | | 1,514,052,804 | | ||||||||||||
Preferred securities |
26,661,578 | $ | 24,200,870 | 2,460,708 | | |||||||||||
Securities lending collateral |
398,726,075 | 398,726,075 | | | ||||||||||||
Short-term investments |
149,637,000 | | 149,637,000 | | ||||||||||||
Total investments in securities |
$ | 17,433,791,189 | $ | 422,926,945 | $ | 17,010,864,244 | |
Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the funds purchases and sales of the affiliated underlying funds as well as income and capital gains earned, if any, during the period is as follows:
Dividends and distributions | ||||||||||||||||||||||||||||||||||||
Fund | Beginning share amount |
Shares purchased |
Shares sold |
Ending share amount |
Income distributions received |
Capital gain distributions received |
Realized gain (loss) |
Change in unrealized appreciation (depreciation) |
Ending value |
|||||||||||||||||||||||||||
John Hancock Collateral Trust |
16,340,582 | 127,115,801 | (103,610,870 | ) | 39,845,513 | | | $ | 14,827 | ($4,418 | ) | $ | 398,726,075 |
For additional information on the funds significant accounting policies, please refer to the funds most recent semiannual or annual shareholder report and prospectus.
25 |
More information
How to contact us
Internet | www.jhinvestments.com | |||
Regular mail: | Express mail: | |||
John Hancock Signature Services, Inc. | John Hancock Signature Services, Inc. | |||
P.O. Box 55913 | 2000 Crown Colony Drive | |||
Boston, MA 02205-5913 | Suite 55913 | |||
Quincy, MA 02169-0953 | ||||
Phone | Customer service representatives | 800-225-5291 | ||
EASI-Line | 800-338-8080 | |||
TDD line | 800-231-5469 |
21Q1 | 08/19 | |||
This report is for the information of the shareholders of John Hancock Bond Fund. | 10/19 |
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