John Hancock
Multimanager Lifetime Portfolios
Quarterly portfolio holdings 11/30/2023
Portfolios’ investments |
Subadvisors of Affiliated Underlying Funds | |
Allspring Global Investments, LLC | (Allspring Investments) |
Axiom International Investors LLC | (Axiom) |
BCSF Advisors, LP (Bain Capital Credit) | (Bain Capital) |
Boston Partners Global Investors, Inc. | (Boston Partners) |
Dimensional Fund Advisors LP | (DFA) |
Epoch Investment Partners, Inc. | (Epoch) |
Jennison Associates LLC | (Jennison) |
Manulife Investment Management (North America) Limited | (MIM NA) |
Manulife Investment Management (US) LLC | (MIM US) |
T. Rowe Price Associates, Inc. | (T. Rowe Price) |
Wellington Management Company LLP | (Wellington) |
MULTIMANAGER 2065 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.9% | ||
Equity - 86.8% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 79,639 | $3,802,763 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 188,704 | 2,634,304 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 181,257 | 1,662,131 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 121,094 | 2,729,467 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 191,021 | 2,863,404 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 471,960 | 4,205,162 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 201,985 | 3,797,320 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 39,781 | 584,385 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 36,914 | 2,494,294 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 113,283 | 1,158,889 |
International Growth, Class NAV, JHF III (Wellington) | 52,490 | 1,282,334 |
International Small Company, Class NAV, JHF II (DFA) | 111,207 | 1,118,742 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 895,869 | 8,376,373 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 221,648 | 3,036,573 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 238,968 | 3,864,109 |
Small Cap Dynamic Growth, Class NAV, JHF II (Axiom) (C)(D) | 45,569 | 592,850 |
Small Cap Value, Class NAV, JHF II (Wellington) | 40,527 | 697,059 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 1,095,039 | 10,676,634 |
Fixed income - 2.0% | ||
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 50,148 | 364,575 |
High Yield, Class NAV, JHBT (MIM US) (B) | 115,952 | 343,217 |
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 64,198 | 591,902 |
Alternative and specialty - 2.1% | ||
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 162,239 | 762,523 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 334,508 | 575,353 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $56,405,077) | $58,214,363 | |
UNAFFILIATED INVESTMENT COMPANIES - 6.6% | ||
Equity - 6.6% | ||
Fidelity Emerging Markets Index Fund | 64,104 | 637,189 |
Fidelity International Index Fund | 13,887 | 641,843 |
Fidelity Mid Cap Index Fund | 56,191 | 1,579,531 |
Fidelity Small Cap Index Fund | 61,288 | 1,382,654 |
2 | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | QUARTERLY REPORT | SEE NOTES TO PORTFOLIOS’ INVESTMENTS |
MULTIMANAGER 2065 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $4,168,750) | $4,241,217 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 274 | $0 |
ICA Gruppen AB (D)(E) | 12 | 0 |
Health care - 0.0% | ||
NMC Health PLC (D) | 9 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 37 | 111 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 1,110 | 31 |
TOTAL COMMON STOCKS (Cost $276) | $142 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 2.2% | ||
U.S. Government - 2.2% | ||
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | $1,208,800 | 345,300 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 1,627,900 | 473,846 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 1,421,100 | 431,372 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 598,000 | 188,959 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $1,795,119) | $1,439,477 | |
SHORT-TERM INVESTMENTS - 0.2% | ||
Short-term funds - 0.2% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 12,739 | 127,388 |
TOTAL SHORT-TERM INVESTMENTS (Cost $126,111) | $127,388 | |
Total investments (Cost $62,495,333) - 99.9% | $64,022,587 | |
Other assets and liabilities, net - 0.1% | 41,690 | |
TOTAL NET ASSETS - 100.0% | $64,064,277 |
MULTIMANAGER 2060 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.9% | ||
Equity - 86.9% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 300,502 | $14,348,953 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 712,035 | 9,940,013 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 706,565 | 6,479,198 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 486,970 | 10,976,303 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 745,386 | 11,173,343 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 1,898,673 | 16,917,173 |
MULTIMANAGER 2060 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Equity - (continued) | ||
Equity Income, Class NAV, JHF II (T. Rowe Price) | 807,171 | $15,174,808 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 154,940 | 2,276,068 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 144,734 | 9,779,681 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 440,345 | 4,504,731 |
International Growth, Class NAV, JHF III (Wellington) | 205,051 | 5,009,398 |
International Small Company, Class NAV, JHF II (DFA) | 433,331 | 4,359,309 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 3,487,385 | 32,607,047 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 870,543 | 11,926,434 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 933,618 | 15,096,601 |
Small Cap Dynamic Growth, Class NAV, JHF II (Axiom) (C)(D) | 177,482 | 2,309,038 |
Small Cap Value, Class NAV, JHF II (Wellington) | 157,844 | 2,714,912 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 4,261,953 | 41,554,043 |
Fixed income - 1.9% | ||
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 185,959 | 1,351,919 |
High Yield, Class NAV, JHBT (MIM US) (B) | 433,850 | 1,284,197 |
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 234,712 | 2,164,045 |
Alternative and specialty - 2.1% | ||
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 631,340 | 2,967,296 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 1,298,265 | 2,233,016 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $224,474,016) | $227,147,526 | |
UNAFFILIATED INVESTMENT COMPANIES - 6.6% | ||
Equity - 6.6% | ||
Fidelity Emerging Markets Index Fund | 255,691 | 2,541,572 |
Fidelity International Index Fund | 53,999 | 2,495,856 |
Fidelity Mid Cap Index Fund | 218,863 | 6,152,234 |
Fidelity Small Cap Index Fund | 238,709 | 5,385,278 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $16,641,122) | $16,574,940 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 2,235 | 0 |
ICA Gruppen AB (D)(E) | 96 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 4,248 | 1,969 |
Health care - 0.0% | ||
NMC Health PLC (D) | 70 | 0 |
SEE NOTES TO PORTFOLIOS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | 3 |
MULTIMANAGER 2060 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 298 | $901 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 9,053 | 249 |
TOTAL COMMON STOCKS (Cost $4,064) | $3,119 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 2.3% | ||
U.S. Government - 2.3% | ||
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | $4,758,200 | 1,359,204 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 6,407,700 | 1,865,139 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 5,593,800 | 1,697,988 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 2,389,200 | 754,952 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $7,520,322) | $5,677,283 | |
SHORT-TERM INVESTMENTS - 0.2% | ||
Short-term funds - 0.2% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 56,974 | 569,749 |
TOTAL SHORT-TERM INVESTMENTS (Cost $569,525) | $569,749 | |
Total investments (Cost $249,209,049) - 100.0% | $249,972,617 | |
Other assets and liabilities, net - 0.0% | 28,182 | |
TOTAL NET ASSETS - 100.0% | $250,000,799 |
MULTIMANAGER 2055 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.9% | ||
Equity - 86.9% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 436,258 | $20,831,298 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 1,036,094 | 14,463,873 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 1,031,827 | 9,461,852 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 708,244 | 15,963,819 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 1,089,792 | 16,335,981 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 2,805,342 | 24,995,599 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 1,176,738 | 22,122,677 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 225,936 | 3,318,997 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 212,622 | 14,366,854 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 644,423 | 6,592,451 |
International Growth, Class NAV, JHF III (Wellington) | 299,088 | 7,306,719 |
MULTIMANAGER 2055 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Equity - (continued) | ||
International Small Company, Class NAV, JHF II (DFA) | 634,395 | $6,382,011 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 5,086,707 | 47,560,708 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 1,273,816 | 17,451,279 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 1,366,347 | 22,093,827 |
Small Cap Dynamic Growth, Class NAV, JHF II (Axiom) (C)(D) | 258,741 | 3,366,220 |
Small Cap Value, Class NAV, JHF II (Wellington) | 230,202 | 3,959,479 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 6,219,191 | 60,637,112 |
Fixed income - 1.9% | ||
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 270,786 | 1,968,611 |
High Yield, Class NAV, JHBT (MIM US) (B) | 631,756 | 1,869,997 |
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 331,557 | 3,056,953 |
Alternative and specialty - 2.1% | ||
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 919,773 | 4,322,934 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 1,914,040 | 3,292,148 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $325,241,504) | $331,721,399 | |
UNAFFILIATED INVESTMENT COMPANIES - 6.6% | ||
Equity - 6.6% | ||
Fidelity Emerging Markets Index Fund | 375,944 | 3,736,888 |
Fidelity International Index Fund | 78,710 | 3,637,974 |
Fidelity Mid Cap Index Fund | 319,521 | 8,981,723 |
Fidelity Small Cap Index Fund | 348,058 | 7,852,177 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $24,490,184) | $24,208,762 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 3,720 | 0 |
ICA Gruppen AB (D)(E) | 160 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 12,063 | 5,591 |
Health care - 0.0% | ||
NMC Health PLC (D) | 117 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 496 | 1,500 |
New World Development Company, Ltd. | 3 | 4 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 15,065 | 415 |
TOTAL COMMON STOCKS (Cost $8,887) | $7,510 |
4 | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | QUARTERLY REPORT | SEE NOTES TO PORTFOLIOS’ INVESTMENTS |
MULTIMANAGER 2055 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 2.3% | ||
U.S. Government - 2.3% | ||
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | $6,958,600 | $1,987,760 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 9,370,700 | 2,727,603 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 8,180,700 | 2,483,237 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 3,535,600 | 1,117,197 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $11,211,796) | $8,315,797 | |
SHORT-TERM INVESTMENTS - 0.2% | ||
Short-term funds - 0.2% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 74,966 | 749,668 |
TOTAL SHORT-TERM INVESTMENTS (Cost $749,369) | $749,668 | |
Total investments (Cost $361,701,740) - 100.0% | $365,003,136 | |
Other assets and liabilities, net - 0.0% | 41,962 | |
TOTAL NET ASSETS - 100.0% | $365,045,098 |
MULTIMANAGER 2050 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.9% | ||
Equity - 87.0% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 667,460 | $31,871,212 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 1,588,249 | 22,171,951 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 1,570,918 | 14,405,315 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 1,076,565 | 24,265,786 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 1,657,567 | 24,846,923 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 4,286,872 | 38,196,027 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 1,784,479 | 33,548,215 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 344,621 | 5,062,481 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 326,087 | 22,033,672 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 986,822 | 10,095,187 |
International Growth, Class NAV, JHF III (Wellington) | 455,986 | 11,139,740 |
International Small Company, Class NAV, JHF II (DFA) | 963,338 | 9,691,185 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 7,755,194 | 72,511,064 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 1,943,389 | 26,624,428 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 2,077,011 | 33,585,270 |
Small Cap Dynamic Growth, Class NAV, JHF II (Axiom) (C)(D) | 393,895 | 5,124,574 |
MULTIMANAGER 2050 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Equity - (continued) | ||
Small Cap Value, Class NAV, JHF II (Wellington) | 350,878 | $6,035,103 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 9,477,652 | 92,407,109 |
Fixed income - 1.8% | ||
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 410,331 | 2,983,104 |
High Yield, Class NAV, JHBT (MIM US) (B) | 957,321 | 2,833,670 |
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 433,938 | 4,000,905 |
Alternative and specialty - 2.1% | ||
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 1,403,865 | 6,598,166 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 2,908,580 | 5,002,758 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $492,444,689) | $505,033,845 | |
UNAFFILIATED INVESTMENT COMPANIES - 6.6% | ||
Equity - 6.6% | ||
Fidelity Emerging Markets Index Fund | 574,858 | 5,714,085 |
Fidelity International Index Fund | 119,803 | 5,537,276 |
Fidelity Mid Cap Index Fund | 487,721 | 13,709,847 |
Fidelity Small Cap Index Fund | 531,129 | 11,982,274 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $37,643,013) | $36,943,482 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 6,187 | 0 |
ICA Gruppen AB (D)(E) | 266 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 24,454 | 11,334 |
Health care - 0.0% | ||
NMC Health PLC (D) | 194 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 825 | 2,495 |
New World Development Company, Ltd. | 7 | 10 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 25,059 | 690 |
TOTAL COMMON STOCKS (Cost $16,649) | $14,529 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 2.3% | ||
U.S. Government - 2.3% | ||
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | $10,614,800 | 3,032,172 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 14,294,000 | 4,160,666 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 12,478,500 | 3,787,826 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 5,441,300 | 1,719,370 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $17,282,978) | $12,700,034 |
SEE NOTES TO PORTFOLIOS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | 5 |
MULTIMANAGER 2050 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
SHORT-TERM INVESTMENTS - 0.2% | ||
Short-term funds - 0.2% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 95,712 | $957,126 |
TOTAL SHORT-TERM INVESTMENTS (Cost $956,739) | $957,126 | |
Total investments (Cost $548,344,068) - 100.0% | $555,649,016 | |
Other assets and liabilities, net - 0.0% | 57,611 | |
TOTAL NET ASSETS - 100.0% | $555,706,627 |
MULTIMANAGER 2045 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.6% | ||
Equity - 83.3% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 982,399 | $46,909,568 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 2,355,965 | 32,889,273 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 2,393,111 | 21,944,829 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 1,565,904 | 35,295,474 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 2,504,740 | 37,546,052 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 5,951,681 | 53,029,475 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 2,597,537 | 48,833,704 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 508,183 | 7,465,210 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 467,247 | 31,571,891 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 1,487,431 | 15,216,415 |
International Growth, Class NAV, JHF III (Wellington) | 690,544 | 16,869,986 |
International Small Company, Class NAV, JHF II (DFA) | 1,470,830 | 14,796,553 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 11,518,248 | 107,695,622 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 2,734,431 | 37,461,702 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 2,942,416 | 47,578,861 |
Small Cap Dynamic Growth, Class NAV, JHF II (Axiom) (C)(D) | 546,507 | 7,110,058 |
Small Cap Value, Class NAV, JHF II (Wellington) | 486,071 | 8,360,425 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 13,978,542 | 136,290,787 |
Fixed income - 4.3% | ||
Bond, Class NAV, JHSB (MIM US) (B) | 824,806 | 10,829,706 |
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 1,557,986 | 11,326,556 |
High Yield, Class NAV, JHBT (MIM US) (B) | 2,242,044 | 6,636,450 |
MULTIMANAGER 2045 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Fixed income - (continued) | ||
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 887,561 | $8,183,314 |
Alternative and specialty - 3.0% | ||
Diversified Real Assets, Class NAV, JHIT (MIM NA/Wellington) (B) | 717,318 | 8,084,171 |
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 2,103,574 | 9,886,798 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 4,262,719 | 7,331,876 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $713,207,663) | $769,144,756 | |
UNAFFILIATED INVESTMENT COMPANIES - 6.4% | ||
Equity - 6.4% | ||
Fidelity Emerging Markets Index Fund | 755,659 | 7,511,251 |
Fidelity International Index Fund | 182,160 | 8,419,433 |
Fidelity Mid Cap Index Fund | 719,795 | 20,233,439 |
Fidelity Small Cap Index Fund | 780,464 | 17,607,278 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $54,749,428) | $53,771,401 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 10,035 | 0 |
ICA Gruppen AB (D)(E) | 431 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 45,339 | 21,014 |
Health care - 0.0% | ||
NMC Health PLC (D) | 315 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 1,338 | 4,047 |
New World Development Company, Ltd. | 14 | 20 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 40,641 | 1,119 |
TOTAL COMMON STOCKS (Cost $29,417) | $26,200 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 2.7% | ||
U.S. Government - 2.7% | ||
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | $19,430,600 | 5,550,450 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 26,164,500 | 7,615,905 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 23,235,300 | 7,053,033 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 10,058,100 | 3,178,211 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $31,903,271) | $23,397,599 | |
SHORT-TERM INVESTMENTS - 0.3% | ||
Short-term funds - 0.3% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 222,741 | 2,227,436 |
6 | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | QUARTERLY REPORT | SEE NOTES TO PORTFOLIOS’ INVESTMENTS |
MULTIMANAGER 2045 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
TOTAL SHORT-TERM INVESTMENTS (Cost $2,226,577) | $2,227,436 | |
Total investments (Cost $802,116,356) - 100.0% | $848,567,392 | |
Other assets and liabilities, net - 0.0% | 113,700 | |
TOTAL NET ASSETS - 100.0% | $848,681,092 |
MULTIMANAGER 2040 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.5% | ||
Equity - 75.3% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 920,304 | $43,944,494 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 2,206,411 | 30,801,500 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 2,249,601 | 20,628,840 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 1,427,877 | 32,184,346 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 2,451,601 | 36,749,505 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 5,189,820 | 46,241,299 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 2,365,634 | 44,473,911 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 519,074 | 7,625,190 |
Fundamental Global Franchise, Class NAV, JHF II (MIM US) (B) | 265,825 | 3,064,958 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 361,626 | 24,435,065 |
Global Equity, Class NAV, JHF II (MIM US) (B) | 249,394 | 2,972,772 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 1,489,734 | 15,239,980 |
International Growth, Class NAV, JHF III (Wellington) | 678,626 | 16,578,827 |
International Small Company, Class NAV, JHF II (DFA) | 1,546,520 | 15,557,990 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 11,314,100 | 105,786,839 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 2,458,831 | 33,685,991 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 2,613,218 | 42,255,727 |
Small Cap Dynamic Growth, Class NAV, JHF II (Axiom) (C)(D) | 444,629 | 5,784,618 |
Small Cap Value, Class NAV, JHF II (Wellington) | 394,910 | 6,792,456 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 13,815,604 | 134,702,140 |
Fixed income - 10.7% | ||
Bond, Class NAV, JHSB (MIM US) (B) | 2,418,893 | 31,760,069 |
Core Bond, Class NAV, JHF II (Allspring Investments) | 1,835,931 | 19,754,621 |
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 2,490,431 | 18,105,433 |
High Yield, Class NAV, JHBT (MIM US) (B) | 4,393,150 | 13,003,724 |
MULTIMANAGER 2040 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Fixed income - (continued) | ||
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 1,015,007 | $9,358,364 |
Strategic Income Opportunities, Class NAV, JHF II (MIM US) (B) | 361,286 | 3,515,316 |
Alternative and specialty - 4.5% | ||
Diversified Real Assets, Class NAV, JHIT (MIM NA/Wellington) (B) | 1,943,075 | 21,898,452 |
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 2,171,286 | 10,205,044 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 4,387,698 | 7,546,840 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $747,161,918) | $804,654,311 | |
UNAFFILIATED INVESTMENT COMPANIES - 5.6% | ||
Equity - 5.6% | ||
Fidelity Emerging Markets Index Fund | 425,505 | 4,229,523 |
Fidelity International Index Fund | 178,153 | 8,234,244 |
Fidelity Mid Cap Index Fund | 706,167 | 19,850,339 |
Fidelity Small Cap Index Fund | 758,104 | 17,102,825 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $49,950,944) | $49,416,931 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 10,247 | 0 |
ICA Gruppen AB (D)(E) | 440 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 49,809 | 23,086 |
Health care - 0.0% | ||
NMC Health PLC (D) | 321 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 1,366 | 4,132 |
New World Development Company, Ltd. | 15 | 22 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 41,499 | 1,142 |
TOTAL COMMON STOCKS (Cost $31,532) | $28,382 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 3.7% | ||
U.S. Government - 3.7% | ||
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | $27,097,000 | 7,740,396 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 36,580,900 | 10,647,888 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 33,385,600 | 10,134,138 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 14,188,900 | 4,483,482 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $46,397,253) | $33,005,904 | |
SHORT-TERM INVESTMENTS - 0.2% | ||
Short-term funds - 0.2% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 201,774 | 2,017,765 |
SEE NOTES TO PORTFOLIOS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | 7 |
MULTIMANAGER 2040 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
TOTAL SHORT-TERM INVESTMENTS (Cost $2,016,889) | $2,017,765 | |
Total investments (Cost $845,558,536) - 100.0% | $889,123,293 | |
Other assets and liabilities, net - 0.0% | 115,421 | |
TOTAL NET ASSETS - 100.0% | $889,238,714 |
MULTIMANAGER 2035 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.6% | ||
Equity - 66.6% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 909,130 | $43,410,974 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 2,165,769 | 30,234,131 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 3,609,377 | 33,097,984 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 1,426,265 | 32,148,010 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 2,737,000 | 41,027,623 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 5,012,129 | 44,658,069 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 2,361,012 | 44,387,029 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 573,496 | 8,424,662 |
Fundamental Global Franchise, Class NAV, JHF II (MIM US) (B) | 439,996 | 5,073,152 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 315,215 | 21,299,077 |
Global Equity, Class NAV, JHF II (MIM US) (B) | 527,394 | 6,286,539 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 1,636,504 | 16,741,435 |
International Growth, Class NAV, JHF III (Wellington) | 748,908 | 18,295,825 |
International Small Company, Class NAV, JHF II (DFA) | 1,659,848 | 16,698,066 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 11,751,527 | 109,876,779 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 2,354,938 | 32,262,653 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 2,531,082 | 40,927,591 |
Small Cap Dynamic Growth, Class NAV, JHF II (Axiom) (C)(D) | 384,802 | 5,006,269 |
Small Cap Value, Class NAV, JHF II (Wellington) | 344,626 | 5,927,565 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 13,841,462 | 134,954,254 |
Fixed income - 18.3% | ||
Bond, Class NAV, JHSB (MIM US) (B) | 4,919,964 | 64,599,132 |
Core Bond, Class NAV, JHF II (Allspring Investments) | 4,560,440 | 49,070,330 |
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 4,118,313 | 29,940,137 |
High Yield, Class NAV, JHBT (MIM US) (B) | 7,926,981 | 23,463,863 |
MULTIMANAGER 2035 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Fixed income - (continued) | ||
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 1,230,420 | $11,344,473 |
Strategic Income Opportunities, Class NAV, JHF II (MIM US) (B) | 1,098,340 | 10,686,846 |
Alternative and specialty - 5.7% | ||
Diversified Real Assets, Class NAV, JHIT (MIM NA/Wellington) (B) | 3,648,685 | 41,120,682 |
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 2,106,965 | 9,902,736 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 4,809,544 | 8,272,415 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $879,889,407) | $939,138,301 | |
UNAFFILIATED INVESTMENT COMPANIES - 4.6% | ||
Equity - 4.6% | ||
Fidelity International Index Fund | 196,963 | 9,103,629 |
Fidelity Mid Cap Index Fund | 735,306 | 20,669,442 |
Fidelity Small Cap Index Fund | 808,691 | 18,244,070 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $48,190,435) | $48,017,141 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 10,773 | 0 |
ICA Gruppen AB (D)(E) | 463 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 52,909 | 24,522 |
Health care - 0.0% | ||
NMC Health PLC (D) | 338 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 1,436 | 4,344 |
New World Development Company, Ltd. | 18 | 26 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 43,631 | 1,201 |
TOTAL COMMON STOCKS (Cost $33,383) | $30,093 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 4.6% | ||
U.S. Government - 4.6% | ||
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | $39,503,400 | 11,284,347 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 53,322,200 | 15,520,908 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 48,675,000 | 14,775,208 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 20,567,500 | 6,499,026 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $68,056,726) | $48,079,489 | |
SHORT-TERM INVESTMENTS - 0.2% | ||
Short-term funds - 0.2% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 184,275 | 1,842,767 |
8 | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | QUARTERLY REPORT | SEE NOTES TO PORTFOLIOS’ INVESTMENTS |
MULTIMANAGER 2035 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
TOTAL SHORT-TERM INVESTMENTS (Cost $1,841,938) | $1,842,767 | |
Total investments (Cost $998,011,889) - 100.0% | $1,037,107,791 | |
Other assets and liabilities, net - 0.0% | 119,477 | |
TOTAL NET ASSETS - 100.0% | $1,037,227,268 |
MULTIMANAGER 2030 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 89.9% | ||
Equity - 55.6% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 724,989 | $34,618,204 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 1,739,556 | 24,284,208 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 4,407,897 | 40,420,411 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 1,159,658 | 26,138,682 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 2,667,634 | 39,987,827 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 4,089,333 | 36,435,955 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 1,919,470 | 36,086,028 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 555,770 | 8,164,265 |
Fundamental Global Franchise, Class NAV, JHF II (MIM US) (B) | 1,046,221 | 12,062,926 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 175,768 | 11,876,638 |
Global Equity, Class NAV, JHF II (MIM US) (B) | 1,382,449 | 16,478,794 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 1,606,120 | 16,430,604 |
International Growth, Class NAV, JHF III (Wellington) | 718,688 | 17,557,547 |
International Small Company, Class NAV, JHF II (DFA) | 1,720,128 | 17,304,488 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 11,303,209 | 105,685,008 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 2,055,938 | 28,166,347 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 2,215,543 | 35,825,323 |
Small Cap Value, Class NAV, JHF II (Wellington) | 323,745 | 5,568,413 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 12,636,316 | 123,204,077 |
Fixed income - 27.1% | ||
Bond, Class NAV, JHSB (MIM US) (B) | 6,064,894 | 79,632,062 |
Core Bond, Class NAV, JHF II (Allspring Investments) | 7,567,978 | 81,431,447 |
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 5,427,549 | 39,458,285 |
Floating Rate Income, Class NAV, JHF II (Bain Capital) | 1,025,509 | 7,804,126 |
High Yield, Class NAV, JHBT (MIM US) (B) | 10,702,608 | 31,679,720 |
MULTIMANAGER 2030 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Fixed income - (continued) | ||
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 3,790,041 | $34,944,182 |
Strategic Income Opportunities, Class NAV, JHF II (MIM US) (B) | 3,575,413 | 34,788,768 |
Alternative and specialty - 7.2% | ||
Diversified Real Assets, Class NAV, JHIT (MIM NA/Wellington) (B) | 5,575,989 | 62,841,391 |
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 2,327,748 | 10,940,417 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 4,652,243 | 8,001,859 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $974,032,593) | $1,027,818,002 | |
UNAFFILIATED INVESTMENT COMPANIES - 4.2% | ||
Equity - 4.2% | ||
Fidelity International Index Fund | 189,126 | 8,741,416 |
Fidelity Mid Cap Index Fund | 690,505 | 19,410,103 |
Fidelity Small Cap Index Fund | 907,638 | 20,476,306 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $48,050,898) | $48,627,825 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 10,893 | 0 |
ICA Gruppen AB (D)(E) | 468 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 59,458 | 27,558 |
Health care - 0.0% | ||
NMC Health PLC (D) | 342 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 1,452 | 4,393 |
New World Development Company, Ltd. | 22 | 31 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 44,116 | 1,214 |
TOTAL COMMON STOCKS (Cost $36,289) | $33,196 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 5.7% | ||
U.S. Government - 5.7% | ||
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2025 | $2,679,542 | 2,567,859 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2026 | 2,353,085 | 2,217,201 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2027 | 3,158,769 | 2,925,748 |
U.S. Treasury Inflation Protected Security, 1.250%, 04/15/2028 | 2,559,071 | 2,449,436 |
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | 44,843,900 | 12,809,888 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 60,509,800 | 17,613,059 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 55,231,800 | 16,765,512 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 23,378,300 | 7,387,197 |
SEE NOTES TO PORTFOLIOS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | 9 |
MULTIMANAGER 2030 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $89,272,432) | $64,735,900 | |
SHORT-TERM INVESTMENTS - 0.2% | ||
Short-term funds - 0.2% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 241,655 | $2,416,574 |
TOTAL SHORT-TERM INVESTMENTS (Cost $2,415,511) | $2,416,574 | |
Total investments (Cost $1,113,807,723) - 100.0% | $1,143,631,497 | |
Other assets and liabilities, net - 0.0% | 123,575 | |
TOTAL NET ASSETS - 100.0% | $1,143,755,072 |
MULTIMANAGER 2025 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.0% | ||
Equity - 43.1% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 346,268 | $16,534,280 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 826,242 | 11,534,341 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 4,366,050 | 40,036,678 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 461,209 | 10,395,650 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 1,661,942 | 24,912,513 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 1,882,253 | 16,770,874 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 762,130 | 14,328,035 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 362,132 | 5,319,716 |
Fundamental Global Franchise, Class NAV, JHF II (MIM US) (B) | 1,184,736 | 13,660,006 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 104,867 | 7,085,862 |
Global Equity, Class NAV, JHF II (MIM US) (B) | 1,218,884 | 14,529,096 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 1,076,453 | 11,012,116 |
International Growth, Class NAV, JHF III (Wellington) | 438,796 | 10,719,785 |
International Small Company, Class NAV, JHF II (DFA) | 1,096,165 | 11,027,423 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 7,131,280 | 66,677,471 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 1,153,277 | 15,799,901 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 1,247,847 | 20,177,684 |
Small Cap Value, Class NAV, JHF II (Wellington) | 249,518 | 4,291,706 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 6,742,012 | 65,734,617 |
Fixed income - 38.4% | ||
Bond, Class NAV, JHSB (MIM US) (B) | 6,725,797 | 88,309,718 |
MULTIMANAGER 2025 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Fixed income - (continued) | ||
Core Bond, Class NAV, JHF II (Allspring Investments) | 7,840,381 | $84,362,499 |
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 5,174,992 | 37,622,190 |
Floating Rate Income, Class NAV, JHF II (Bain Capital) | 1,496,266 | 11,386,581 |
High Yield, Class NAV, JHBT (MIM US) (B) | 10,623,180 | 31,444,612 |
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 4,787,828 | 44,143,770 |
Strategic Income Opportunities, Class NAV, JHF II (MIM US) (B) | 4,348,365 | 42,309,590 |
Alternative and specialty - 8.5% | ||
Diversified Real Assets, Class NAV, JHIT (MIM NA/Wellington) (B) | 5,542,433 | 62,463,223 |
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 1,663,885 | 7,820,262 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 3,061,439 | 5,265,675 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $772,173,825) | $795,675,874 | |
UNAFFILIATED INVESTMENT COMPANIES - 3.2% | ||
Equity - 3.2% | ||
Fidelity International Index Fund | 115,227 | 5,325,776 |
Fidelity Mid Cap Index Fund | 433,177 | 12,176,595 |
Fidelity Small Cap Index Fund | 481,558 | 10,863,951 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $28,411,959) | $28,366,322 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 8,029 | 0 |
ICA Gruppen AB (D)(E) | 345 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 43,019 | 19,939 |
Health care - 0.0% | ||
NMC Health PLC (D) | 252 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 1,071 | 3,238 |
New World Development Company, Ltd. | 22 | 31 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 32,516 | 895 |
TOTAL COMMON STOCKS (Cost $26,404) | $24,103 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 6.5% | ||
U.S. Government - 6.5% | ||
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2025 | $5,477,994 | 5,249,673 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2026 | 4,812,142 | 4,534,253 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2027 | 6,460,767 | 5,984,159 |
10 | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | QUARTERLY REPORT | SEE NOTES TO PORTFOLIOS’ INVESTMENTS |
MULTIMANAGER 2025 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
U.S. Government - (continued) | ||
U.S. Treasury Inflation Protected Security, 1.250%, 04/15/2028 | 5,362,548 | $5,132,807 |
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | 29,610,900 | 8,458,504 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 40,119,100 | 11,677,779 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 36,929,000 | 11,209,731 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 15,529,600 | 4,907,124 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $75,382,392) | $57,154,030 | |
SHORT-TERM INVESTMENTS - 0.3% | ||
Short-term funds - 0.3% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 238,403 | 2,384,053 |
TOTAL SHORT-TERM INVESTMENTS (Cost $2,383,372) | $2,384,053 | |
Total investments (Cost $878,377,952) - 100.0% | $883,604,382 | |
Other assets and liabilities, net - 0.0% | 108,851 | |
TOTAL NET ASSETS - 100.0% | $883,713,233 |
MULTIMANAGER 2020 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.3% | ||
Equity - 34.8% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 72,474 | $3,460,646 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 174,223 | 2,432,157 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 2,177,614 | 19,968,722 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 99,353 | 2,239,409 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 741,301 | 11,112,104 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 617,402 | 5,501,049 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 163,551 | 3,074,763 |
Financial Industries, Class NAV, JHIT II (MIM US) (B) | 189,215 | 2,779,575 |
Fundamental Global Franchise, Class NAV, JHF II (MIM US) (B) | 609,514 | 7,027,691 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 61,793 | 4,175,385 |
Global Equity, Class NAV, JHF II (MIM US) (B) | 614,427 | 7,323,970 |
Global Shareholder Yield, Class NAV, JHF III (Epoch) | 362,422 | 3,834,423 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 511,847 | 5,236,193 |
International Growth, Class NAV, JHF III (Wellington) | 191,337 | 4,674,353 |
International Small Company, Class NAV, JHF II (DFA) | 459,771 | 4,625,298 |
MULTIMANAGER 2020 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Equity - (continued) | ||
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 3,103,814 | $29,020,659 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 428,298 | 5,867,682 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 461,830 | 7,467,791 |
Small Cap Value, Class NAV, JHF II (Wellington) | 130,421 | 2,243,235 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 3,004,285 | 29,291,777 |
Fixed income - 46.6% | ||
Bond, Class NAV, JHSB (MIM US) (B) | 4,207,160 | 55,240,010 |
Core Bond, Class NAV, JHF II (Allspring Investments) | 5,180,930 | 55,746,802 |
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 3,002,317 | 21,826,847 |
Floating Rate Income, Class NAV, JHF II (Bain Capital) | 1,127,344 | 8,579,089 |
High Yield, Class NAV, JHBT (MIM US) (B) | 6,260,870 | 18,532,176 |
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 3,526,452 | 32,513,884 |
Strategic Income Opportunities, Class NAV, JHF II (MIM US) (B) | 2,388,671 | 23,241,765 |
Alternative and specialty - 8.9% | ||
Diversified Real Assets, Class NAV, JHIT (MIM NA/Wellington) (B) | 3,081,101 | 34,724,007 |
Health Sciences, Class NAV, JHF II (T. Rowe Price) | 811,601 | 3,814,526 |
Science & Technology, Class NAV, JHF II (T. Rowe Price) | 1,601,687 | 2,754,901 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $416,673,984) | $418,330,889 | |
UNAFFILIATED INVESTMENT COMPANIES - 2.4% | ||
Equity - 2.4% | ||
Fidelity International Index Fund | 50,338 | 2,326,636 |
Fidelity Mid Cap Index Fund | 188,728 | 5,305,148 |
Fidelity Small Cap Index Fund | 160,667 | 3,624,652 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $11,165,800) | $11,256,436 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 3,589 | 0 |
ICA Gruppen AB (D)(E) | 154 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 19,966 | 9,254 |
Health care - 0.0% | ||
NMC Health PLC (D) | 113 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 479 | 1,447 |
New World Development Company, Ltd. | 16 | 23 |
SEE NOTES TO PORTFOLIOS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | 11 |
MULTIMANAGER 2020 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 14,534 | $400 |
TOTAL COMMON STOCKS (Cost $12,117) | $11,124 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 7.0% | ||
U.S. Government - 7.0% | ||
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2025 | $4,698,998 | 4,503,145 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2026 | 4,128,314 | 3,889,915 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2027 | 5,541,335 | 5,132,553 |
U.S. Treasury Inflation Protected Security, 1.250%, 04/15/2028 | 4,628,101 | 4,429,825 |
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | 11,737,100 | 3,352,762 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 15,994,600 | 4,655,673 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 14,813,700 | 4,496,672 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 6,221,800 | 1,965,997 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $40,514,768) | $32,426,542 | |
SHORT-TERM INVESTMENTS - 0.3% | ||
Short-term funds - 0.3% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 129,684 | 1,296,849 |
TOTAL SHORT-TERM INVESTMENTS (Cost $1,296,470) | $1,296,849 | |
Total investments (Cost $469,663,139) - 100.0% | $463,321,840 | |
Other assets and liabilities, net - 0.0% | 64,632 | |
TOTAL NET ASSETS - 100.0% | $463,386,472 |
MULTIMANAGER 2015 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.1% | ||
Equity - 30.0% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 30,671 | $1,464,562 |
Capital Appreciation, Class NAV, JHF II (Jennison) | 73,651 | 1,028,174 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 809,332 | 7,421,576 |
Disciplined Value, Class NAV, JHF III (Boston Partners) | 38,991 | 878,862 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 254,332 | 3,812,438 |
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 96,166 | 856,842 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 64,243 | 1,207,766 |
Fundamental Global Franchise, Class NAV, JHF II (MIM US) (B) | 191,901 | 2,212,619 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 20,031 | 1,353,523 |
MULTIMANAGER 2015 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Equity - (continued) | ||
Global Equity, Class NAV, JHF II (MIM US) (B) | 233,078 | $2,778,294 |
Global Shareholder Yield, Class NAV, JHF III (Epoch) | 168,744 | 1,785,309 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 156,463 | 1,600,619 |
International Growth, Class NAV, JHF III (Wellington) | 63,559 | 1,552,749 |
International Small Company, Class NAV, JHF II (DFA) | 127,627 | 1,283,926 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 996,519 | 9,317,456 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 105,782 | 1,449,208 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 114,070 | 1,844,509 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 976,455 | 9,520,441 |
Fixed income - 52.6% | ||
Bond, Class NAV, JHSB (MIM US) (B) | 1,765,252 | 23,177,765 |
Core Bond, Class NAV, JHF II (Allspring Investments) | 2,113,383 | 22,740,000 |
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 1,176,257 | 8,551,390 |
Floating Rate Income, Class NAV, JHF II (Bain Capital) | 551,501 | 4,196,920 |
High Yield, Class NAV, JHBT (MIM US) (B) | 2,454,667 | 7,265,815 |
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 1,653,609 | 15,246,279 |
Strategic Income Opportunities, Class NAV, JHF II (MIM US) (B) | 927,111 | 9,020,793 |
Alternative and specialty - 7.5% | ||
Diversified Real Assets, Class NAV, JHIT (MIM NA/Wellington) (B) | 1,138,725 | 12,833,428 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $155,191,615) | $154,401,263 | |
UNAFFILIATED INVESTMENT COMPANIES - 2.3% | ||
Equity - 2.3% | ||
Fidelity International Index Fund | 17,870 | 825,970 |
Fidelity Mid Cap Index Fund | 57,769 | 1,623,881 |
Fidelity Small Cap Index Fund | 68,791 | 1,551,928 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $3,872,424) | $4,001,779 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 1,099 | 0 |
ICA Gruppen AB (D)(E) | 47 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 5,942 | 2,754 |
Health care - 0.0% | ||
NMC Health PLC (D) | 34 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 147 | 443 |
New World Development Company, Ltd. | 6 | 9 |
12 | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | QUARTERLY REPORT | SEE NOTES TO PORTFOLIOS’ INVESTMENTS |
MULTIMANAGER 2015 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 4,452 | $123 |
TOTAL COMMON STOCKS (Cost $3,638) | $3,329 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 7.4% | ||
U.S. Government - 7.4% | ||
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2025 | $2,397,278 | 2,297,360 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2026 | 2,106,640 | 1,984,987 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2027 | 2,825,659 | 2,617,211 |
U.S. Treasury Inflation Protected Security, 1.250%, 04/15/2028 | 2,365,763 | 2,264,410 |
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | 2,934,900 | 838,369 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 3,952,200 | 1,150,398 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 3,604,600 | 1,094,170 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 1,538,000 | 485,985 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $15,059,433) | $12,732,890 | |
SHORT-TERM INVESTMENTS - 0.2% | ||
Short-term funds - 0.2% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 28,175 | 281,757 |
TOTAL SHORT-TERM INVESTMENTS (Cost $281,616) | $281,757 | |
Total investments (Cost $174,408,726) - 100.0% | $171,421,018 | |
Other assets and liabilities, net - 0.0% | 37,661 | |
TOTAL NET ASSETS - 100.0% | $171,458,679 |
MULTIMANAGER 2010 LIFETIME PORTFOLIO
As of 11-30-23 (unaudited)
Shares or Principal Amount | Value | |
AFFILIATED INVESTMENT COMPANIES (A) - 90.0% | ||
Equity - 23.8% | ||
Blue Chip Growth, Class NAV, JHF II (T. Rowe Price) | 16,070 | $767,336 |
Capital Appreciation Value, Class NAV, JHF II (T. Rowe Price) | 562,972 | 5,162,456 |
Disciplined Value International, Class NAV, JHIT (Boston Partners) | 156,624 | 2,347,798 |
Equity Income, Class NAV, JHF II (T. Rowe Price) | 43,203 | 812,223 |
Fundamental Global Franchise, Class NAV, JHF II (MIM US) (B) | 143,523 | 1,654,821 |
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 12,370 | 835,848 |
Global Equity, Class NAV, JHF II (MIM US) (B) | 159,641 | 1,902,918 |
Global Shareholder Yield, Class NAV, JHF III (Epoch) | 150,409 | 1,591,323 |
International Dynamic Growth, Class NAV, JHIT (Axiom) | 100,984 | 1,033,068 |
MULTIMANAGER 2010 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
Equity - (continued) | ||
International Growth, Class NAV, JHF III (Wellington) | 38,522 | $941,094 |
International Small Company, Class NAV, JHF II (DFA) | 62,014 | 623,857 |
International Strategic Equity Allocation, Class NAV, JHF II (MIM US) (B) | 627,357 | 5,865,786 |
Mid Cap Growth, Class NAV, JHIT (Wellington) | 37,937 | 519,733 |
Mid Value, Class NAV, JHF II (T. Rowe Price) | 40,908 | 661,478 |
U.S. Sector Rotation, Class NAV, JHF II (MIM US) (B) | 512,709 | 4,998,911 |
Fixed income - 58.7% | ||
Bond, Class NAV, JHSB (MIM US) (B) | 1,365,539 | 17,929,524 |
Core Bond, Class NAV, JHF II (Allspring Investments) | 1,719,704 | 18,504,013 |
Emerging Markets Debt, Class NAV, JHF II (MIM US) (B) | 898,733 | 6,533,788 |
Floating Rate Income, Class NAV, JHF II (Bain Capital) | 502,155 | 3,821,396 |
High Yield, Class NAV, JHBT (MIM US) (B) | 1,895,924 | 5,611,934 |
Short Duration Bond, Class NAV, JHBT (MIM US) (B) | 1,529,896 | 14,105,642 |
Strategic Income Opportunities, Class NAV, JHF II (MIM US) (B) | 710,769 | 6,915,785 |
Alternative and specialty - 7.5% | ||
Diversified Real Assets, Class NAV, JHIT (MIM NA/Wellington) (B) | 831,827 | 9,374,694 |
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $114,000,885) | $112,515,426 | |
UNAFFILIATED INVESTMENT COMPANIES - 1.7% | ||
Equity - 1.7% | ||
Fidelity International Index Fund | 13,299 | 614,687 |
Fidelity Mid Cap Index Fund | 32,127 | 903,085 |
Fidelity Small Cap Index Fund | 29,119 | 656,929 |
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $2,016,389) | $2,174,701 | |
COMMON STOCKS - 0.0% | ||
Consumer staples - 0.0% | ||
China Huishan Dairy Holdings Company, Ltd. (D)(E) | 648 | 0 |
ICA Gruppen AB (D)(E) | 28 | 0 |
Energy - 0.0% | ||
Sakari Resources, Ltd. (D)(E)(I) | 2,849 | 1,320 |
Health care - 0.0% | ||
NMC Health PLC (D) | 20 | 0 |
Real estate - 0.0% | ||
Dalian Wanda Commercial Properties Company, Ltd., H Shares (D)(E)(F) | 86 | 261 |
New World Development Company, Ltd. | 4 | 5 |
Utilities - 0.0% | ||
China Common Rich Renewable Energy Investments, Ltd. (D)(E) | 2,622 | 72 |
SEE NOTES TO PORTFOLIOS’ INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | 13 |
MULTIMANAGER 2010 LIFETIME PORTFOLIO (continued)
Shares or Principal Amount | Value | |
TOTAL COMMON STOCKS (Cost $1,865) | $1,658 | |
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 8.0% | ||
U.S. Government - 8.0% | ||
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2025 | $2,256,325 | $2,162,282 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2026 | 1,982,126 | 1,867,663 |
U.S. Treasury Inflation Protected Security, 0.125%, 04/15/2027 | 2,660,303 | 2,464,054 |
U.S. Treasury Inflation Protected Security, 1.250%, 04/15/2028 | 2,224,887 | 2,129,569 |
U.S. Treasury STRIPS, PO, 4.356%, 11/15/2052 | 1,125,800 | 321,591 |
U.S. Treasury STRIPS, PO, 4.488%, 08/15/2051 | 1,527,600 | 444,650 |
U.S. Treasury STRIPS, PO, 4.542%, 05/15/2050 | 1,408,000 | 427,396 |
U.S. Treasury STRIPS, PO, 4.654%, 11/15/2048 | 598,300 | 189,054 |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $11,226,118) | $10,006,259 | |
SHORT-TERM INVESTMENTS - 0.3% | ||
Short-term funds - 0.3% | ||
John Hancock Collateral Trust, 5.4088% (G)(H) | 32,865 | 328,657 |
TOTAL SHORT-TERM INVESTMENTS (Cost $328,513) | $328,657 | |
Total investments (Cost $127,573,770) - 100.0% | $125,026,701 | |
Other assets and liabilities, net - 0.0% | 37,829 | |
TOTAL NET ASSETS - 100.0% | $125,064,530 |
Percentages are based upon net assets.
Security Abbreviations and Legend
JHBT | John Hancock Bond Trust |
JHF II | John Hancock Funds II |
JHF III | John Hancock Funds III |
JHIT | John Hancock Investment Trust |
JHIT II | John Hancock Investment Trust II |
JHSB | John Hancock Sovereign Bond Fund |
PO | Principal-Only Security - (Principal Tranche of Stripped Security). Rate shown is the annualized yield on date of purchase. |
STRIPS | Separate Trading of Registered Interest and Principal Securities |
(A) | The underlying funds’ subadvisor is shown parenthetically. |
(B) | The subadvisor is an affiliate of the advisor. |
(C) | Formerly known as Small Cap Growth Fund. |
(D) | Non-income producing. |
(E) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(F) | 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. |
(G) | The rate shown is the annualized seven-day yield as of 11-30-23. |
(H) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(I) | Restricted security as to resale, excluding 144A securities. |
14 | JOHN HANCOCK MULTIMANAGER LIFETIME PORTFOLIOS | QUARTERLY REPORT | SEE NOTES TO PORTFOLIOS’ INVESTMENTS |
Notes to Portfolios’ 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 Valuation Policies and Procedures of the Advisor, John Hancock Investment Management LLC.
In order to value the securities, the portfolios use the following valuation techniques: Investments in affiliated underlying funds and other open-end mutual funds, including John Hancock Collateral Trust, are valued at their respective NAVs each business day. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.
In certain instances, the Pricing Committee of the Advisor may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.
Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the Pricing Committee, following procedures established by the Advisor and adopted by the Board of Trustees. The Advisor uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.
The portfolios use a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor’s assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the portfolios’ investments as of November 30, 2023, by major security category or type:
Total value at 11-30-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multimanager 2065 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $58,214,363 | $58,214,363 | — | — |
Unaffiliated investment companies | 4,241,217 | 4,241,217 | — | — |
Common stocks | 142 | — | — | $142 |
U.S. Government and Agency obligations | 1,439,477 | — | $1,439,477 | — |
Short-term investments | 127,388 | 127,388 | — | — |
Total investments in securities | $64,022,587 | $62,582,968 | $1,439,477 | $142 |
Multimanager 2060 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $227,147,526 | $227,147,526 | — | — |
Unaffiliated investment companies | 16,574,940 | 16,574,940 | — | — |
Common stocks | 3,119 | — | — | $3,119 |
U.S. Government and Agency obligations | 5,677,283 | — | $5,677,283 | — |
Short-term investments | 569,749 | 569,749 | — | — |
Total investments in securities | $249,972,617 | $244,292,215 | $5,677,283 | $3,119 |
| | 15 |
Total value at 11-30-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multimanager 2055 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $331,721,399 | $331,721,399 | — | — |
Unaffiliated investment companies | 24,208,762 | 24,208,762 | — | — |
Common stocks | 7,510 | 4 | — | $7,506 |
U.S. Government and Agency obligations | 8,315,797 | — | $8,315,797 | — |
Short-term investments | 749,668 | 749,668 | — | — |
Total investments in securities | $365,003,136 | $356,679,833 | $8,315,797 | $7,506 |
Multimanager 2050 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $505,033,845 | $505,033,845 | — | — |
Unaffiliated investment companies | 36,943,482 | 36,943,482 | — | — |
Common stocks | 14,529 | 10 | — | $14,519 |
U.S. Government and Agency obligations | 12,700,034 | — | $12,700,034 | — |
Short-term investments | 957,126 | 957,126 | — | — |
Total investments in securities | $555,649,016 | $542,934,463 | $12,700,034 | $14,519 |
Multimanager 2045 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $769,144,756 | $769,144,756 | — | — |
Unaffiliated investment companies | 53,771,401 | 53,771,401 | — | — |
Common stocks | 26,200 | 20 | — | $26,180 |
U.S. Government and Agency obligations | 23,397,599 | — | $23,397,599 | — |
Short-term investments | 2,227,436 | 2,227,436 | — | — |
Total investments in securities | $848,567,392 | $825,143,613 | $23,397,599 | $26,180 |
Multimanager 2040 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $804,654,311 | $804,654,311 | — | — |
Unaffiliated investment companies | 49,416,931 | 49,416,931 | — | — |
Common stocks | 28,382 | 22 | — | $28,360 |
U.S. Government and Agency obligations | 33,005,904 | — | $33,005,904 | — |
Short-term investments | 2,017,765 | 2,017,765 | — | — |
Total investments in securities | $889,123,293 | $856,089,029 | $33,005,904 | $28,360 |
Multimanager 2035 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $939,138,301 | $939,138,301 | — | — |
Unaffiliated investment companies | 48,017,141 | 48,017,141 | — | — |
Common stocks | 30,093 | 26 | — | $30,067 |
U.S. Government and Agency obligations | 48,079,489 | — | $48,079,489 | — |
Short-term investments | 1,842,767 | 1,842,767 | — | — |
Total investments in securities | $1,037,107,791 | $988,998,235 | $48,079,489 | $30,067 |
Multimanager 2030 Lifetime Portfolio | ||||
Investments in securities: |
16 | | |
Total value at 11-30-23 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Multimanager 2030 Lifetime Portfolio (continued) | ||||
Assets | ||||
Affiliated investment companies | $1,027,818,002 | $1,027,818,002 | — | — |
Unaffiliated investment companies | 48,627,825 | 48,627,825 | — | — |
Common stocks | 33,196 | 31 | — | $33,165 |
U.S. Government and Agency obligations | 64,735,900 | — | $64,735,900 | — |
Short-term investments | 2,416,574 | 2,416,574 | — | — |
Total investments in securities | $1,143,631,497 | $1,078,862,432 | $64,735,900 | $33,165 |
Multimanager 2025 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $795,675,874 | $795,675,874 | — | — |
Unaffiliated investment companies | 28,366,322 | 28,366,322 | — | �� |
Common stocks | 24,103 | 31 | — | $24,072 |
U.S. Government and Agency obligations | 57,154,030 | — | $57,154,030 | — |
Short-term investments | 2,384,053 | 2,384,053 | — | — |
Total investments in securities | $883,604,382 | $826,426,280 | $57,154,030 | $24,072 |
Multimanager 2020 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $418,330,889 | $418,330,889 | — | — |
Unaffiliated investment companies | 11,256,436 | 11,256,436 | — | — |
Common stocks | 11,124 | 23 | — | $11,101 |
U.S. Government and Agency obligations | 32,426,542 | — | $32,426,542 | — |
Short-term investments | 1,296,849 | 1,296,849 | — | — |
Total investments in securities | $463,321,840 | $430,884,197 | $32,426,542 | $11,101 |
Multimanager 2015 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $154,401,263 | $154,401,263 | — | — |
Unaffiliated investment companies | 4,001,779 | 4,001,779 | — | — |
Common stocks | 3,329 | 9 | — | $3,320 |
U.S. Government and Agency obligations | 12,732,890 | — | $12,732,890 | — |
Short-term investments | 281,757 | 281,757 | — | — |
Total investments in securities | $171,421,018 | $158,684,808 | $12,732,890 | $3,320 |
Multimanager 2010 Lifetime Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $112,515,426 | $112,515,426 | — | — |
Unaffiliated investment companies | 2,174,701 | 2,174,701 | — | — |
Common stocks | 1,658 | 5 | — | $1,653 |
U.S. Government and Agency obligations | 10,006,259 | — | $10,006,259 | — |
Short-term investments | 328,657 | 328,657 | — | — |
Total investments in securities | $125,026,701 | $115,018,789 | $10,006,259 | $1,653 |
Level 3 includes securities valued at $0. Refer to Portfolios’ investments.
| | 17 |
Investment in affiliated underlying funds. The portfolios invest primarily in affiliated underlying funds that are managed by the Advisor and its affiliates. The portfolios do not invest in the affiliated underlying funds for the purpose of exercising management or control; however, the portfolios’ investment may represent a significant portion of each affiliated underlying funds’ net assets.
Information regarding the portfolios’ fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the portfolios, if any, is as follows:
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Multimanager 2065 Lifetime Portfolio | |||||||||
Blue Chip Growth | 79,639 | $3,199,965 | $774,228 | $(327,730) | $(121,952) | $278,252 | — | — | $3,802,763 |
Bond | — | 383,111 | 18,081 | (397,262) | (6,906) | 2,976 | $676 | — | — |
Capital Appreciation | 188,704 | 2,220,546 | 503,075 | (209,566) | (36,047) | 156,296 | — | — | 2,634,304 |
Capital Appreciation Value | 181,257 | 1,487,526 | 223,712 | (63,097) | (10,636) | 24,626 | — | — | 1,662,131 |
Disciplined Value | 121,094 | 2,606,631 | 209,566 | (94,939) | (14,464) | 22,673 | — | — | 2,729,467 |
Disciplined Value International | 191,021 | 2,562,607 | 360,847 | (107,805) | (2,110) | 49,865 | — | — | 2,863,404 |
Emerging Markets Debt | 50,148 | 324,844 | 122,049 | (84,065) | (970) | 2,717 | 5,582 | — | 364,575 |
Emerging Markets Equity | 471,960 | 4,000,094 | 170,000 | — | — | 35,068 | — | — | 4,205,162 |
Equity Income | 201,985 | 3,528,781 | 364,153 | (134,514) | (31,265) | 70,165 | 16,422 | — | 3,797,320 |
Financial Industries | 39,781 | 516,572 | 72,464 | (23,011) | (8,437) | 26,797 | — | — | 584,385 |
Fundamental Large Cap Core | 36,914 | 2,219,883 | 294,657 | (105,085) | (23,938) | 108,777 | — | — | 2,494,294 |
Health Sciences | 162,239 | 675,623 | 117,829 | (14,459) | (1,640) | (14,830) | — | — | 762,523 |
High Yield | 115,952 | 309,709 | 106,008 | (74,512) | 363 | 1,649 | 5,568 | — | 343,217 |
International Dynamic Growth | 113,283 | 1,037,149 | 157,826 | (58,855) | (21,490) | 44,259 | — | — | 1,158,889 |
International Growth | 52,490 | 1,147,627 | 168,268 | (48,301) | (19,025) | 33,765 | — | — | 1,282,334 |
International Small Company | 111,207 | 1,001,220 | 160,761 | (40,574) | (15,574) | 12,909 | — | — | 1,118,742 |
International Strategic Equity Allocation | 895,869 | 7,496,446 | 1,157,730 | (363,534) | (42,110) | 127,841 | — | — | 8,376,373 |
John Hancock Collateral Trust | 12,739 | 112,190 | 116,000 | (101,797) | 1,437 | (442) | 1,534 | — | 127,388 |
Mid Cap Growth | 221,648 | 2,743,755 | 436,872 | (108,829) | (43,859) | 8,634 | — | — | 3,036,573 |
Mid Value | 238,968 | 3,446,493 | 565,022 | (109,845) | (27,114) | (10,447) | — | — | 3,864,109 |
18 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Science & Technology | 334,508 | $518,889 | $75,605 | $(37,312) | $4,357 | $13,814 | — | — | $575,353 |
Short Duration Bond | 64,198 | 709,566 | 157,171 | (276,778) | (293) | 2,236 | $7,541 | — | 591,902 |
Small Cap Dynamic Growth | 45,569 | 535,829 | 104,208 | (10,482) | (5,607) | (31,098) | — | — | 592,850 |
Small Cap Value | 40,527 | 622,301 | 120,719 | (28,075) | (10,899) | (6,987) | — | — | 697,059 |
U.S. Sector Rotation | 1,095,039 | 8,992,666 | 1,750,923 | (243,695) | (17,951) | 194,691 | — | — | 10,676,634 |
$(456,130) | $1,154,206 | $37,323 | — | $58,341,751 | |||||
Multimanager 2060 Lifetime Portfolio | |||||||||
Blue Chip Growth | 300,502 | $12,863,067 | $867,342 | — | — | $618,544 | — | — | $14,348,953 |
Bond | — | 1,555,591 | 55,307 | $(1,587,534) | $(50,204) | 26,840 | $2,975 | — | — |
Capital Appreciation | 712,035 | 8,948,313 | 518,117 | — | — | 473,583 | — | — | 9,940,013 |
Capital Appreciation Value | 706,565 | 6,294,595 | 294,496 | (156,030) | (47,207) | 93,344 | — | — | 6,479,198 |
Disciplined Value | 486,970 | 11,329,507 | — | (354,712) | (46,473) | 47,981 | — | — | 10,976,303 |
Disciplined Value International | 745,386 | 10,736,314 | 449,964 | (178,123) | (5,376) | 170,564 | — | — | 11,173,343 |
Emerging Markets Debt | 185,959 | 1,318,258 | 303,520 | (271,907) | (10,536) | 12,584 | 21,161 | — | 1,351,919 |
Emerging Markets Equity | 1,898,673 | 16,822,239 | — | — | — | 94,934 | — | — | 16,917,173 |
Equity Income | 807,171 | 15,475,915 | 69,883 | (474,641) | (120,662) | 224,313 | 69,882 | — | 15,174,808 |
Financial Industries | 154,940 | 2,166,428 | 92,797 | (51,118) | (19,663) | 87,624 | — | — | 2,276,068 |
Fundamental Large Cap Core | 144,734 | 9,348,398 | 397,830 | (286,872) | (69,535) | 389,860 | — | — | 9,779,681 |
Health Sciences | 631,340 | 2,830,594 | 243,844 | (35,427) | (7,833) | (63,882) | — | — | 2,967,296 |
High Yield | 433,850 | 1,252,270 | 275,706 | (248,985) | (8,274) | 13,480 | 21,108 | — | 1,284,197 |
International Dynamic Growth | 440,345 | 4,345,246 | 214,619 | (136,763) | (57,852) | 139,481 | — | — | 4,504,731 |
International Growth | 205,051 | 4,808,103 | 199,553 | (46,211) | (23,536) | 71,489 | — | — | 5,009,398 |
International Small Company | 433,331 | 4,203,325 | 259,202 | (80,900) | (25,386) | 3,068 | — | — | 4,359,309 |
| | 19 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
International Strategic Equity Allocation | 3,487,385 | $31,407,154 | $1,479,054 | $(548,456) | $(82,311) | $351,606 | — | — | $32,607,047 |
John Hancock Collateral Trust | 56,974 | 534,537 | 87,699 | (52,680) | 5 | 188 | $7,317 | — | 569,749 |
Mid Cap Growth | 870,543 | 11,570,053 | 868,007 | (332,451) | (238,266) | 59,091 | — | — | 11,926,434 |
Mid Value | 933,618 | 14,513,915 | 904,057 | (126,487) | (40,003) | (154,881) | — | — | 15,096,601 |
Science & Technology | 1,298,265 | 2,196,027 | 107,244 | (137,306) | (16,122) | 83,173 | — | — | 2,233,016 |
Short Duration Bond | 234,712 | 2,863,480 | 370,291 | (1,075,186) | (414) | 5,874 | 28,902 | — | 2,164,045 |
Small Cap Dynamic Growth | 177,482 | 2,257,202 | 262,701 | (58,951) | (29,839) | (122,075) | — | — | 2,309,038 |
Small Cap Value | 157,844 | 2,614,019 | 297,065 | (118,242) | (50,693) | (27,237) | — | — | 2,714,912 |
U.S. Sector Rotation | 4,261,953 | 37,870,026 | 3,718,609 | (704,199) | (50,398) | 720,005 | — | — | 41,554,043 |
$(1,000,578) | $3,319,551 | $151,345 | — | $227,717,275 | |||||
Multimanager 2055 Lifetime Portfolio | |||||||||
Blue Chip Growth | 436,258 | $19,204,466 | $734,715 | — | — | $892,117 | — | — | $20,831,298 |
Bond | — | 2,315,156 | 65,935 | $(2,359,969) | $(64,093) | 42,971 | $3,496 | — | — |
Capital Appreciation | 1,036,094 | 13,330,639 | 447,730 | — | — | 685,504 | — | — | 14,463,873 |
Capital Appreciation Value | 1,031,827 | 9,453,117 | 350,821 | (399,159) | (111,139) | 168,212 | — | — | 9,461,852 |
Disciplined Value | 708,244 | 17,191,974 | — | (1,210,237) | (104,857) | 86,939 | — | — | 15,963,819 |
Disciplined Value International | 1,089,792 | 16,019,941 | 479,409 | (389,344) | (3,277) | 229,252 | — | — | 16,335,981 |
Emerging Markets Debt | 270,786 | 1,959,339 | 388,122 | (379,908) | (24,216) | 25,274 | 30,443 | — | 1,968,611 |
Emerging Markets Equity | 2,805,342 | 25,150,198 | — | (275,093) | (220,820) | 341,314 | — | — | 24,995,599 |
Equity Income | 1,176,738 | 23,406,956 | 105,005 | (1,501,538) | (331,715) | 443,969 | 105,005 | — | 22,122,677 |
Financial Industries | 225,936 | 3,242,340 | 21,988 | (42,664) | (14,956) | 112,289 | — | — | 3,318,997 |
Fundamental Large Cap Core | 212,622 | 13,966,436 | 208,065 | (262,186) | (68,971) | 523,510 | — | — | 14,366,854 |
Health Sciences | 919,773 | 4,228,841 | 201,493 | — | — | (107,400) | — | — | 4,322,934 |
20 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
High Yield | 631,756 | $1,861,372 | $324,795 | $(322,727) | $(9,711) | $16,268 | $30,389 | — | $1,869,997 |
International Dynamic Growth | 644,423 | 6,473,975 | 184,647 | (179,080) | (69,643) | 182,552 | — | — | 6,592,451 |
International Growth | 299,088 | 7,160,954 | 172,469 | (89,306) | (45,437) | 108,039 | — | — | 7,306,719 |
International Small Company | 634,395 | 6,282,502 | 286,350 | (146,044) | (36,561) | (4,236) | — | — | 6,382,011 |
International Strategic Equity Allocation | 5,086,707 | 46,782,751 | 1,178,974 | (752,220) | (117,149) | 468,352 | — | — | 47,560,708 |
John Hancock Collateral Trust | 74,966 | 727,201 | 99,577 | (77,365) | 6 | 249 | 9,815 | — | 749,668 |
Mid Cap Growth | 1,273,816 | 17,227,621 | 803,766 | (294,003) | (214,102) | (72,003) | — | — | 17,451,279 |
Mid Value | 1,366,347 | 21,656,644 | 1,108,100 | (360,186) | (110,205) | (200,526) | — | — | 22,093,827 |
Science & Technology | 1,914,040 | 3,278,499 | 97,724 | (179,125) | (34,467) | 129,517 | — | — | 3,292,148 |
Short Duration Bond | 331,557 | 4,277,238 | 401,380 | (1,629,640) | 3,559 | 4,416 | 41,308 | — | 3,056,953 |
Small Cap Dynamic Growth | 258,741 | 3,371,811 | 239,775 | (17,053) | (16,380) | (211,933) | — | — | 3,366,220 |
Small Cap Value | 230,202 | 3,911,663 | 235,772 | (69,493) | (29,109) | (89,354) | — | — | 3,959,479 |
U.S. Sector Rotation | 6,219,191 | 56,762,526 | 4,109,236 | (1,154,897) | (103,617) | 1,023,864 | — | — | 60,637,112 |
$(1,726,860) | $4,799,156 | $220,456 | — | $332,471,067 | |||||
Multimanager 2050 Lifetime Portfolio | |||||||||
Blue Chip Growth | 667,460 | $29,744,573 | $752,589 | — | — | $1,374,050 | — | — | $31,871,212 |
Bond | — | 3,515,218 | 99,837 | $(3,569,012) | $(116,633) | 70,590 | $6,107 | — | — |
Capital Appreciation | 1,588,249 | 20,579,184 | 535,026 | — | — | 1,057,741 | — | — | 22,171,951 |
Capital Appreciation Value | 1,570,918 | 14,590,200 | 435,573 | (697,163) | (192,375) | 269,080 | — | — | 14,405,315 |
Disciplined Value | 1,076,565 | 26,393,247 | — | (2,071,383) | (109,483) | 53,405 | — | — | 24,265,786 |
Disciplined Value International | 1,657,567 | 24,708,193 | 398,838 | (594,383) | (7,845) | 342,120 | — | — | 24,846,923 |
Emerging Markets Debt | 410,331 | 2,943,634 | 635,803 | (593,816) | (51,385) | 48,868 | 46,205 | — | 2,983,104 |
Emerging Markets Equity | 4,286,872 | 38,772,726 | — | (745,052) | (589,273) | 757,626 | — | — | 38,196,027 |
| | 21 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Equity Income | 1,784,479 | $35,680,809 | $161,120 | $(2,437,649) | $(425,998) | $569,933 | $161,119 | — | $33,548,215 |
Financial Industries | 344,621 | 4,966,783 | — | (53,619) | (9,028) | 158,345 | — | — | 5,062,481 |
Fundamental Large Cap Core | 326,087 | 21,672,320 | 170,526 | (489,742) | (131,454) | 812,022 | — | — | 22,033,672 |
Health Sciences | 1,403,865 | 6,568,934 | 229,958 | (30,691) | (7,225) | (162,810) | — | — | 6,598,166 |
High Yield | 957,321 | 2,796,452 | 542,844 | (513,307) | (15,646) | 23,327 | 46,108 | — | 2,833,670 |
International Dynamic Growth | 986,822 | 9,995,321 | 274,733 | (347,161) | (132,697) | 304,991 | — | — | 10,095,187 |
International Growth | 455,986 | 10,969,518 | 169,956 | (96,497) | (35,859) | 132,622 | — | — | 11,139,740 |
International Small Company | 963,338 | 9,643,555 | 246,530 | (137,487) | (34,408) | (27,005) | — | — | 9,691,185 |
International Strategic Equity Allocation | 7,755,194 | 71,664,766 | 1,169,406 | (873,889) | (136,098) | 686,879 | — | — | 72,511,064 |
John Hancock Collateral Trust | 95,712 | 973,642 | 114,546 | (131,393) | 9 | 322 | 12,846 | — | 957,126 |
Mid Cap Growth | 1,943,389 | 26,536,001 | 1,160,513 | (619,850) | (437,610) | (14,626) | — | — | 26,624,428 |
Mid Value | 2,077,011 | 33,162,528 | 1,155,477 | (250,660) | (75,555) | (406,520) | — | — | 33,585,270 |
Science & Technology | 2,908,580 | 5,050,454 | 158,353 | (349,512) | (71,225) | 214,688 | — | — | 5,002,758 |
Short Duration Bond | 433,938 | 6,425,953 | 635,916 | (3,068,866) | 10,169 | (2,267) | 62,679 | — | 4,000,905 |
Small Cap Dynamic Growth | 393,895 | 5,150,524 | 353,005 | (26,453) | (13,419) | (339,083) | — | — | 5,124,574 |
Small Cap Value | 350,878 | 6,026,654 | 268,756 | (76,962) | (31,863) | (151,482) | — | — | 6,035,103 |
U.S. Sector Rotation | 9,477,652 | 87,959,137 | 5,170,492 | (2,090,275) | (187,423) | 1,555,178 | — | — | 92,407,109 |
$(2,802,324) | $7,327,994 | $335,064 | — | $505,990,971 | |||||
Multimanager 2045 Lifetime Portfolio | |||||||||
Blue Chip Growth | 982,399 | $44,532,104 | $354,810 | — | — | $2,022,654 | — | — | $46,909,568 |
Bond | 824,806 | 17,616,953 | 1,289,296 | $(7,893,188) | $(586,820) | 403,465 | $131,308 | — | 10,829,706 |
Capital Appreciation | 2,355,965 | 30,648,014 | 678,630 | — | — | 1,562,629 | — | — | 32,889,273 |
Capital Appreciation Value | 2,393,111 | 22,411,770 | 518,855 | (1,099,761) | (191,286) | 305,251 | — | — | 21,944,829 |
Disciplined Value | 1,565,904 | 38,686,493 | — | (3,306,193) | 156,938 | (241,764) | — | — | 35,295,474 |
22 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Disciplined Value International | 2,504,740 | $38,233,440 | $238,111 | $(1,420,848) | $(26,967) | $522,316 | — | — | $37,546,052 |
Diversified Real Assets | 717,318 | 8,225,408 | 403,291 | (428,457) | (31,735) | (84,336) | — | — | 8,084,171 |
Emerging Markets Debt | 1,557,986 | 11,540,321 | 768,327 | (957,425) | (258,489) | 233,822 | $172,096 | — | 11,326,556 |
Emerging Markets Equity | 5,951,681 | 54,150,969 | — | (1,328,426) | (728,463) | 935,395 | — | — | 53,029,475 |
Equity Income | 2,597,537 | 53,192,844 | 240,093 | (4,752,128) | (276,741) | 429,636 | 240,093 | — | 48,833,704 |
Financial Industries | 508,183 | 7,408,017 | 42,562 | (200,160) | (25,944) | 240,735 | — | — | 7,465,210 |
Fundamental Large Cap Core | 467,247 | 31,973,097 | 34,651 | (1,383,374) | 169,582 | 777,935 | — | — | 31,571,891 |
Health Sciences | 2,103,574 | 9,906,087 | 310,969 | (72,136) | (5,724) | (252,398) | — | — | 9,886,798 |
High Yield | 2,242,044 | 6,762,363 | 510,506 | (648,293) | (96,461) | 108,335 | 106,076 | — | 6,636,450 |
International Dynamic Growth | 1,487,431 | 15,310,880 | 308,245 | (657,328) | (199,560) | 454,178 | — | — | 15,216,415 |
International Growth | 690,544 | 16,892,696 | 129,579 | (288,085) | (35,572) | 171,368 | — | — | 16,869,986 |
International Small Company | 1,470,830 | 14,961,827 | 256,966 | (317,781) | (26,882) | (77,577) | — | — | 14,796,553 |
International Strategic Equity Allocation | 11,518,248 | 108,374,220 | 711,365 | (2,136,073) | (331,148) | 1,077,258 | — | — | 107,695,622 |
John Hancock Collateral Trust | 222,741 | 2,275,967 | 178,012 | (227,320) | (7) | 784 | 30,146 | — | 2,227,436 |
Mid Cap Growth | 2,734,431 | 38,062,513 | 1,660,444 | (1,563,856) | (1,113,854) | 416,455 | — | — | 37,461,702 |
Mid Value | 2,942,416 | 47,963,224 | 1,011,126 | (648,917) | (48,567) | (698,005) | — | — | 47,578,861 |
Science & Technology | 4,262,719 | 7,551,448 | 250,347 | (677,659) | (142,029) | 349,769 | — | — | 7,331,876 |
Short Duration Bond | 887,561 | 9,652,306 | 488,533 | (1,979,011) | 2,641 | 18,845 | 113,148 | — | 8,183,314 |
Small Cap Dynamic Growth | 546,507 | 7,262,102 | 404,094 | (56,955) | (19,241) | (479,942) | — | — | 7,110,058 |
Small Cap Value | 486,071 | 8,438,691 | 367,298 | (182,151) | (4,611) | (258,802) | — | — | 8,360,425 |
U.S. Sector Rotation | 13,978,542 | 131,800,722 | 6,290,011 | (3,759,575) | (305,086) | 2,264,715 | — | — | 136,290,787 |
$(4,126,026) | $10,202,721 | $792,867 | — | $771,372,192 |
| | 23 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Multimanager 2040 Lifetime Portfolio | |||||||||
Blue Chip Growth | 920,304 | $41,606,656 | $435,650 | — | — | $1,902,188 | — | — | $43,944,494 |
Bond | 2,418,893 | 34,215,819 | 1,619,852 | $(3,703,453) | $(1,010,011) | 637,862 | $363,182 | — | 31,760,069 |
Capital Appreciation | 2,206,411 | 28,691,199 | 644,496 | — | — | 1,465,805 | — | — | 30,801,500 |
Capital Appreciation Value | 2,249,601 | 21,443,872 | 210,321 | (1,124,372) | (213,392) | 312,411 | — | — | 20,628,840 |
Core Bond | 1,835,931 | 22,032,479 | 1,067,853 | (3,101,371) | (640,063) | 395,723 | 209,924 | — | 19,754,621 |
Disciplined Value | 1,427,877 | 36,009,758 | — | (3,703,035) | 180,042 | (302,419) | — | — | 32,184,346 |
Disciplined Value International | 2,451,601 | 38,000,548 | — | (1,718,671) | (23,245) | 490,873 | — | — | 36,749,505 |
Diversified Real Assets | 1,943,075 | 22,671,612 | 983,316 | (1,427,264) | (40,830) | (288,382) | — | — | 21,898,452 |
Emerging Markets Debt | 2,490,431 | 18,664,152 | 833,348 | (1,347,936) | (481,709) | 437,578 | 279,063 | — | 18,105,433 |
Emerging Markets Equity | 5,189,820 | 47,316,286 | — | (1,253,848) | (555,077) | 733,938 | — | — | 46,241,299 |
Equity Income | 2,365,634 | 49,599,364 | 222,361 | (5,433,499) | (147,089) | 232,774 | 222,361 | — | 44,473,911 |
Financial Industries | 519,074 | 7,633,489 | — | (226,470) | (26,666) | 244,837 | — | — | 7,625,190 |
Fundamental Global Franchise | 265,825 | 3,108,390 | 33,933 | (125,861) | (22,935) | 71,431 | — | — | 3,064,958 |
Fundamental Large Cap Core | 361,626 | 24,739,483 | 184,943 | (1,216,309) | 216,069 | 510,879 | — | — | 24,435,065 |
Global Equity | 249,394 | 3,087,179 | — | (173,273) | 21,014 | 37,852 | — | — | 2,972,772 |
Health Sciences | 2,171,286 | 10,463,849 | 156,199 | (132,845) | (13,773) | (268,386) | — | — | 10,205,044 |
High Yield | 4,393,150 | 13,405,390 | 692,214 | (1,113,290) | (208,925) | 228,335 | 211,100 | — | 13,003,724 |
International Dynamic Growth | 1,489,734 | 15,505,131 | 377,949 | (888,713) | (288,667) | 534,280 | — | — | 15,239,980 |
International Growth | 678,626 | 16,602,046 | 155,112 | (312,312) | (34,511) | 168,492 | — | — | 16,578,827 |
International Small Company | 1,546,520 | 15,868,237 | 191,389 | (387,838) | (24,755) | (89,043) | — | — | 15,557,990 |
International Strategic Equity Allocation | 11,314,100 | 107,109,537 | 89,091 | (2,161,726) | (310,708) | 1,060,645 | — | — | 105,786,839 |
John Hancock Collateral Trust | 201,774 | 2,107,588 | 164,036 | (254,565) | 7 | 699 | 27,577 | — | 2,017,765 |
24 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Mid Cap Growth | 2,458,831 | $33,965,367 | $1,155,657 | $(805,357) | $(417,893) | $(211,783) | — | — | $33,685,991 |
Mid Value | 2,613,218 | 43,103,977 | 399,840 | (567,710) | (15,404) | (664,976) | — | — | 42,255,727 |
Science & Technology | 4,387,698 | 7,770,512 | 209,572 | (640,764) | (132,748) | 340,268 | — | — | 7,546,840 |
Short Duration Bond | 1,015,007 | 11,152,200 | 577,096 | (2,395,790) | 7,584 | 17,274 | $131,789 | — | 9,358,364 |
Small Cap Dynamic Growth | 444,629 | 5,978,300 | 220,834 | — | — | (414,516) | — | — | 5,784,618 |
Small Cap Value | 394,910 | 7,058,368 | 139,567 | (182,749) | 1,962 | (224,692) | — | — | 6,792,456 |
Strategic Income Opportunities | 361,286 | 4,547,017 | 138,518 | (1,162,829) | (78,602) | 71,212 | 31,359 | — | 3,515,316 |
U.S. Sector Rotation | 13,815,604 | 131,401,432 | 6,436,425 | (5,000,803) | (395,495) | 2,260,581 | — | — | 134,702,140 |
$(4,655,820) | $9,691,740 | $1,476,355 | — | $806,672,076 | |||||
Multimanager 2035 Lifetime Portfolio | |||||||||
Blue Chip Growth | 909,130 | $41,556,348 | — | — | — | $1,854,626 | — | — | $43,410,974 |
Bond | 4,919,964 | 68,509,406 | $1,776,699 | $(4,942,408) | $(1,405,150) | 660,585 | $739,201 | — | 64,599,132 |
Capital Appreciation | 2,165,769 | 28,774,474 | 48,865 | — | — | 1,410,792 | — | — | 30,234,131 |
Capital Appreciation Value | 3,609,377 | 34,264,616 | — | (1,351,442) | (283,058) | 467,868 | — | — | 33,097,984 |
Core Bond | 4,560,440 | 52,512,132 | 1,436,825 | (4,291,344) | (1,014,044) | 426,761 | 525,787 | — | 49,070,330 |
Disciplined Value | 1,426,265 | 35,208,314 | — | (3,010,932) | 213,202 | (262,574) | — | — | 32,148,010 |
Disciplined Value International | 2,737,000 | 41,815,828 | — | (1,347,394) | (8,143) | 567,332 | — | — | 41,027,623 |
Diversified Real Assets | 3,648,685 | 42,333,353 | 937,933 | (1,513,600) | (35,174) | (601,830) | — | — | 41,120,682 |
Emerging Markets Debt | 4,118,313 | 30,913,616 | 655,206 | (1,563,354) | (564,643) | 499,312 | 462,109 | — | 29,940,137 |
Emerging Markets Equity | 5,012,129 | 45,832,871 | — | (1,346,551) | (585,634) | 757,383 | — | — | 44,658,069 |
Equity Income | 2,361,012 | 48,471,698 | 218,433 | (4,480,866) | (66,230) | 243,994 | 218,432 | — | 44,387,029 |
Financial Industries | 573,496 | 8,404,512 | — | (223,033) | (25,286) | 268,469 | — | — | 8,424,662 |
Fundamental Global Franchise | 439,996 | 5,114,927 | 24 | (128,397) | 6,098 | 80,500 | — | — | 5,073,152 |
Fundamental Large Cap Core | 315,215 | 21,286,268 | 52,383 | (703,874) | 166,373 | 497,927 | — | — | 21,299,077 |
| | 25 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Global Equity | 527,394 | $6,461,128 | — | $(304,700) | $26,895 | $103,216 | — | — | $6,286,539 |
Health Sciences | 2,106,965 | 10,211,863 | $39,132 | (73,675) | (2,279) | (272,305) | — | — | 9,902,736 |
High Yield | 7,926,981 | 24,330,023 | 805,964 | (1,712,523) | (323,398) | 363,797 | $382,304 | — | 23,463,863 |
International Dynamic Growth | 1,636,504 | 17,050,816 | 107,067 | (697,601) | (251,445) | 532,598 | — | — | 16,741,435 |
International Growth | 748,908 | 18,421,305 | 8,396 | (285,415) | (25,119) | 176,658 | — | — | 18,295,825 |
International Small Company | 1,659,848 | 16,933,341 | 117,988 | (240,360) | (13,651) | (99,252) | — | — | 16,698,066 |
International Strategic Equity Allocation | 11,751,527 | 111,102,411 | — | (2,007,651) | (298,281) | 1,080,300 | — | — | 109,876,779 |
John Hancock Collateral Trust | 184,275 | 2,000,446 | 160,833 | (319,163) | 2 | 649 | 26,348 | — | 1,842,767 |
Mid Cap Growth | 2,354,938 | 32,512,015 | 1,244,808 | (926,604) | (304,758) | (262,808) | — | — | 32,262,653 |
Mid Value | 2,531,082 | 41,379,794 | 408,927 | (238,388) | (3,190) | (619,552) | — | — | 40,927,591 |
Science & Technology | 4,809,544 | 8,466,671 | 146,524 | (578,740) | (100,962) | 338,922 | — | — | 8,272,415 |
Short Duration Bond | 1,230,420 | 14,209,658 | 550,007 | (3,445,413) | 16,787 | 13,434 | 166,458 | — | 11,344,473 |
Small Cap Dynamic Growth | 384,802 | 5,186,894 | 201,988 | (24,795) | (2,899) | (354,919) | — | — | 5,006,269 |
Small Cap Value | 344,626 | 6,088,594 | 172,816 | (145,891) | 851 | (188,805) | — | — | 5,927,565 |
Strategic Income Opportunities | 1,098,340 | 12,195,766 | 246,241 | (1,747,080) | (129,759) | 121,678 | 93,894 | — | 10,686,846 |
U.S. Sector Rotation | 13,841,462 | 129,251,234 | 6,939,412 | (3,233,216) | (219,933) | 2,216,757 | — | — | 134,954,254 |
$(5,232,828) | $10,021,513 | $2,614,533 | — | $940,981,068 | |||||
Multimanager 2030 Lifetime Portfolio | |||||||||
Blue Chip Growth | 724,989 | $33,059,201 | $75,912 | — | — | $1,483,091 | — | — | $34,618,204 |
Bond | 6,064,894 | 83,381,529 | 1,270,362 | $(4,132,387) | $(1,187,708) | 300,266 | $912,170 | — | 79,632,062 |
Capital Appreciation | 1,739,556 | 22,767,524 | 363,588 | — | — | 1,153,096 | — | — | 24,284,208 |
Capital Appreciation Value | 4,407,897 | 41,657,482 | — | (1,477,370) | (270,373) | 510,672 | — | — | 40,420,411 |
Core Bond | 7,567,978 | 85,320,264 | 1,652,673 | (4,600,877) | (1,135,338) | 194,725 | 871,782 | — | 81,431,447 |
Disciplined Value | 1,159,658 | 28,559,367 | — | (2,414,755) | 295,258 | (301,188) | — | — | 26,138,682 |
26 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Disciplined Value International | 2,667,634 | $40,573,279 | — | $(1,155,027) | $12,804 | $556,771 | — | — | $39,987,827 |
Diversified Real Assets | 5,575,989 | 64,630,624 | $1,211,315 | (2,060,660) | 14,898 | (954,786) | — | — | 62,841,391 |
Emerging Markets Debt | 5,427,549 | 40,634,549 | 896,873 | (1,998,650) | (719,594) | 645,107 | $607,898 | — | 39,458,285 |
Emerging Markets Equity | 4,089,333 | 36,865,236 | — | (609,473) | (249,591) | 429,783 | — | — | 36,435,955 |
Equity Income | 1,919,470 | 39,373,638 | 176,821 | (3,657,664) | 96,049 | 97,184 | 176,821 | — | 36,086,028 |
Financial Industries | 555,770 | 8,058,923 | 49,544 | (187,191) | (15,113) | 258,102 | — | — | 8,164,265 |
Floating Rate Income | 1,025,509 | 8,138,620 | 504,736 | (778,759) | (62,994) | 2,523 | 181,364 | — | 7,804,126 |
Fundamental Global Franchise | 1,046,221 | 12,203,714 | 79,121 | (427,780) | 3,485 | 204,386 | — | — | 12,062,926 |
Fundamental Large Cap Core | 175,768 | 11,882,902 | 115,619 | (498,513) | 107,030 | 269,600 | — | — | 11,876,638 |
Global Equity | 1,382,449 | 16,798,108 | — | (673,474) | (13,468) | 367,628 | — | — | 16,478,794 |
Health Sciences | 2,327,748 | 11,276,405 | 65,563 | (103,223) | 6,743 | (305,071) | — | — | 10,940,417 |
High Yield | 10,702,608 | 33,040,456 | 830,514 | (2,248,456) | (430,332) | 487,538 | 518,925 | — | 31,679,720 |
International Dynamic Growth | 1,606,120 | 16,638,840 | 254,527 | (752,451) | (268,244) | 557,932 | — | — | 16,430,604 |
International Growth | 718,688 | 17,554,512 | 182,666 | (342,359) | (12,884) | 175,612 | — | — | 17,557,547 |
International Small Company | 1,720,128 | 17,562,670 | 158,788 | (302,077) | (1,615) | (113,278) | — | — | 17,304,488 |
International Strategic Equity Allocation | 11,303,209 | 106,776,029 | 99,207 | (1,991,046) | (240,507) | 1,041,325 | — | — | 105,685,008 |
John Hancock Collateral Trust | 241,655 | 2,584,433 | 192,567 | (361,276) | (22) | 872 | 35,637 | — | 2,416,574 |
Mid Cap Growth | 2,055,938 | 28,480,796 | 1,133,321 | (969,010) | (254,087) | (224,673) | — | — | 28,166,347 |
Mid Value | 2,215,543 | 36,249,350 | 483,620 | (366,117) | 2,944 | (544,474) | — | — | 35,825,323 |
Science & Technology | 4,652,243 | 8,195,913 | 189,426 | (619,881) | (108,767) | 345,168 | — | — | 8,001,859 |
Short Duration Bond | 3,790,041 | 38,701,188 | 1,087,161 | (4,942,222) | (394,209) | 492,264 | 456,582 | — | 34,944,182 |
| | 27 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Small Cap Value | 323,745 | $5,719,576 | $139,882 | $(115,043) | $(3,487) | $(172,515) | — | — | $5,568,413 |
Strategic Income Opportunities | 3,575,413 | 37,472,783 | 605,076 | (3,284,527) | (343,879) | 339,315 | $303,806 | — | 34,788,768 |
U.S. Sector Rotation | 12,636,316 | 116,213,565 | 8,496,907 | (3,483,987) | (136,331) | 2,113,923 | — | — | 123,204,077 |
$(5,309,332) | $9,410,898 | $4,064,985 | — | $1,030,234,576 | |||||
Multimanager 2025 Lifetime Portfolio | |||||||||
Blue Chip Growth | 346,268 | $15,352,559 | $464,090 | — | — | $717,631 | — | — | $16,534,280 |
Bond | 6,725,797 | 93,134,954 | 1,444,423 | $(5,317,042) | $(1,401,195) | 448,578 | $1,008,522 | — | 88,309,718 |
Capital Appreciation | 826,242 | 10,682,834 | 298,489 | — | — | 553,018 | — | — | 11,534,341 |
Capital Appreciation Value | 4,366,050 | 41,900,906 | — | (2,116,333) | (270,505) | 522,610 | — | — | 40,036,678 |
Core Bond | 7,840,381 | 88,962,709 | 1,576,161 | (5,237,348) | (1,248,822) | 309,799 | 895,789 | — | 84,362,499 |
Disciplined Value | 461,209 | 12,153,588 | — | (1,744,855) | 267,215 | (280,298) | — | — | 10,395,650 |
Disciplined Value International | 1,661,942 | 26,006,219 | — | (1,458,739) | 140,266 | 224,767 | — | — | 24,912,513 |
Diversified Real Assets | 5,542,433 | 64,991,100 | 691,433 | (2,273,926) | 114,507 | (1,059,891) | — | — | 62,463,223 |
Emerging Markets Debt | 5,174,992 | 39,086,449 | 632,491 | (2,041,424) | (682,449) | 627,123 | 583,482 | — | 37,622,190 |
Emerging Markets Equity | 1,882,253 | 17,280,851 | — | (596,273) | (84,819) | 171,115 | — | — | 16,770,874 |
Equity Income | 762,130 | 16,734,268 | 73,627 | (2,546,567) | 582,635 | (515,928) | 73,627 | — | 14,328,035 |
Financial Industries | 362,132 | 5,469,315 | — | (309,965) | (13,930) | 174,296 | — | — | 5,319,716 |
Floating Rate Income | 1,496,266 | 11,978,847 | 577,535 | (1,081,322) | (40,604) | (47,875) | 266,333 | — | 11,386,581 |
Fundamental Global Franchise | 1,184,736 | 14,268,319 | — | (844,933) | 30,542 | 206,078 | — | — | 13,660,006 |
Fundamental Large Cap Core | 104,867 | 7,372,626 | — | (511,699) | 41,802 | 183,133 | — | — | 7,085,862 |
Global Equity | 1,218,884 | 15,217,572 | — | (1,007,780) | 115,815 | 203,489 | — | — | 14,529,096 |
Health Sciences | 1,663,885 | 8,101,306 | — | (62,665) | 5,164 | (223,543) | — | — | 7,820,262 |
High Yield | 10,623,180 | 32,763,641 | 669,317 | (2,056,119) | (376,105) | 443,878 | 514,414 | — | 31,444,612 |
International Dynamic Growth | 1,076,453 | 11,485,190 | 995 | (672,743) | (216,166) | 414,840 | — | — | 11,012,116 |
International Growth | 438,796 | 10,982,310 | 13,534 | (374,798) | 25,159 | 73,580 | — | — | 10,719,785 |
28 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
International Small Company | 1,096,165 | $11,522,671 | — | $(418,893) | $86,085 | $(162,440) | — | — | $11,027,423 |
International Strategic Equity Allocation | 7,131,280 | 68,689,920 | — | (2,546,969) | (203,164) | 737,684 | — | — | 66,677,471 |
John Hancock Collateral Trust | 238,403 | 2,543,441 | $1,269,846 | (1,430,018) | 244 | 540 | $35,802 | — | 2,384,053 |
Mid Cap Growth | 1,153,277 | 16,495,236 | 543,676 | (965,785) | (146,363) | (126,863) | — | — | 15,799,901 |
Mid Value | 1,247,847 | 20,865,027 | 140,903 | (508,477) | 58,217 | (377,986) | — | — | 20,177,684 |
Science & Technology | 3,061,439 | 5,535,004 | 34,367 | (459,363) | (71,321) | 226,988 | — | — | 5,265,675 |
Short Duration Bond | 4,787,828 | 48,614,837 | 844,035 | (5,439,307) | (519,354) | 643,559 | 572,381 | — | 44,143,770 |
Small Cap Value | 249,518 | 4,460,772 | 32,965 | (63,802) | 2,876 | (141,105) | — | — | 4,291,706 |
Strategic Income Opportunities | 4,348,365 | 45,064,377 | 514,414 | (3,285,113) | (319,776) | 335,688 | 368,262 | — | 42,309,590 |
U.S. Sector Rotation | 6,742,012 | 60,705,356 | 6,378,763 | (2,467,420) | (35,562) | 1,153,480 | — | — | 65,734,617 |
$(4,159,608) | $5,435,945 | $4,318,612 | — | $798,059,927 | |||||
Multimanager 2020 Lifetime Portfolio | |||||||||
Blue Chip Growth | 72,474 | $3,281,171 | $29,932 | — | — | $149,543 | — | — | $3,460,646 |
Bond | 4,207,160 | 58,987,169 | 634,858 | $(3,791,855) | $(878,810) | 288,648 | $634,858 | — | 55,240,010 |
Capital Appreciation | 174,223 | 2,286,018 | 30,809 | — | — | 115,330 | — | — | 2,432,157 |
Capital Appreciation Value | 2,177,614 | 21,062,297 | — | (1,229,024) | (140,217) | 275,666 | — | — | 19,968,722 |
Core Bond | 5,180,930 | 59,566,089 | 592,460 | (3,796,954) | (825,131) | 210,338 | 592,460 | — | 55,746,802 |
Disciplined Value | 99,353 | 2,656,112 | — | (412,830) | 20,453 | (24,326) | — | — | 2,239,409 |
Disciplined Value International | 741,301 | 11,699,435 | — | (750,063) | 41,427 | 121,305 | — | — | 11,112,104 |
Diversified Real Assets | 3,081,101 | 36,555,130 | 468,785 | (1,746,918) | 163,264 | (716,254) | — | — | 34,724,007 |
Emerging Markets Debt | 3,002,317 | 22,889,265 | 352,058 | (1,385,540) | (412,542) | 383,606 | 340,183 | — | 21,826,847 |
Emerging Markets Equity | 617,402 | 5,849,633 | — | (378,371) | (19,244) | 49,031 | — | — | 5,501,049 |
Equity Income | 163,551 | 3,659,356 | 16,160 | (612,922) | 188,496 | (176,327) | 16,159 | — | 3,074,763 |
| | 29 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Financial Industries | 189,215 | $2,924,371 | $18,551 | $(248,256) | $(8,980) | $93,889 | — | — | $2,779,575 |
Floating Rate Income | 1,127,344 | 9,255,436 | 204,758 | (813,873) | (4,137) | (63,095) | $204,758 | — | 8,579,089 |
Fundamental Global Franchise | 609,514 | 7,393,786 | 13,942 | (500,501) | 49,209 | 71,255 | — | — | 7,027,691 |
Fundamental Large Cap Core | 61,793 | 4,392,893 | 62,708 | (412,633) | 14,183 | 118,234 | — | — | 4,175,385 |
Global Equity | 614,427 | 7,719,853 | — | (559,369) | 88,727 | 74,759 | — | — | 7,323,970 |
Global Shareholder Yield | 362,422 | 4,034,170 | 21,063 | (210,384) | 27,696 | (38,122) | 21,063 | — | 3,834,423 |
Health Sciences | 811,601 | 4,006,886 | 28,434 | (113,556) | 8,439 | (115,677) | — | — | 3,814,526 |
High Yield | 6,260,870 | 19,434,227 | 304,207 | (1,250,032) | (218,161) | 261,935 | 304,208 | — | 18,532,176 |
International Dynamic Growth | 511,847 | 5,536,810 | 92,972 | (486,056) | (8,782) | 101,249 | — | — | 5,236,193 |
International Growth | 191,337 | 4,921,717 | 7,892 | (296,792) | (49,674) | 91,210 | — | — | 4,674,353 |
International Small Company | 459,771 | 4,873,952 | 20,085 | (235,559) | 56,578 | (89,758) | — | — | 4,625,298 |
International Strategic Equity Allocation | 3,103,814 | 30,624,017 | — | (1,832,663) | (138,837) | 368,142 | — | — | 29,020,659 |
John Hancock Collateral Trust | 129,684 | 1,430,971 | 1,047,978 | (1,182,512) | 111 | 301 | 20,136 | — | 1,296,849 |
Mid Cap Growth | 428,298 | 6,173,348 | 348,617 | (548,949) | 15,761 | (121,095) | — | — | 5,867,682 |
Mid Value | 461,830 | 7,856,811 | 75,832 | (341,553) | 64,247 | (187,546) | — | — | 7,467,791 |
Science & Technology | 1,601,687 | 2,924,371 | 149,970 | (403,838) | (70,331) | 154,729 | — | — | 2,754,901 |
Short Duration Bond | 3,526,452 | 35,248,009 | 413,818 | (3,238,264) | (306,668) | 396,989 | 413,807 | — | 32,513,884 |
Small Cap Value | 130,421 | 2,368,253 | 68,000 | (120,530) | (697) | (71,791) | — | — | 2,243,235 |
Strategic Income Opportunities | 2,388,671 | 24,810,893 | 202,638 | (1,784,656) | (140,655) | 153,545 | 202,638 | — | 23,241,765 |
U.S. Sector Rotation | 3,004,285 | 26,919,510 | 4,076,966 | (2,207,180) | (72,385) | 574,866 | — | — | 29,291,777 |
$(2,556,660) | $2,450,579 | $2,750,270 | — | $419,627,738 | |||||
Multimanager 2015 Lifetime Portfolio | |||||||||
Blue Chip Growth | 30,671 | $1,277,544 | $117,516 | — | — | $69,502 | — | — | $1,464,562 |
30 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Bond | 1,765,252 | $24,055,532 | $263,221 | $(903,744) | $(219,865) | $(17,379) | $263,221 | — | $23,177,765 |
Capital Appreciation | 73,651 | 889,328 | 85,231 | — | — | 53,615 | — | — | 1,028,174 |
Capital Appreciation Value | 809,332 | 7,561,821 | — | (192,979) | (19,718) | 72,452 | — | — | 7,421,576 |
Core Bond | 2,113,383 | 23,686,633 | 239,209 | (944,047) | (218,150) | (23,645) | 239,209 | — | 22,740,000 |
Disciplined Value | 38,991 | 1,040,417 | — | (159,928) | 6,970 | (8,597) | — | — | 878,862 |
Disciplined Value International | 254,332 | 3,889,538 | — | (133,908) | 4,685 | 52,123 | — | — | 3,812,438 |
Diversified Real Assets | 1,138,725 | 13,151,344 | 301,317 | (425,594) | 40,757 | (234,396) | — | — | 12,833,428 |
Emerging Markets Debt | 1,176,257 | 8,680,489 | 200,188 | (325,234) | (97,761) | 93,708 | 131,463 | — | 8,551,390 |
Emerging Markets Equity | 96,166 | 876,467 | — | (24,158) | (330) | 4,863 | — | — | 856,842 |
Equity Income | 64,243 | 1,433,661 | 6,316 | (236,973) | 60,446 | (55,684) | 6,317 | — | 1,207,766 |
Floating Rate Income | 551,501 | 4,351,132 | 124,315 | (245,769) | (1,491) | (31,267) | 98,730 | — | 4,196,920 |
Fundamental Global Franchise | 191,901 | 2,254,431 | 38,196 | (120,300) | 9,423 | 30,869 | — | — | 2,212,619 |
Fundamental Large Cap Core | 20,031 | 1,379,101 | 31,586 | (101,779) | 8,494 | 36,121 | — | — | 1,353,523 |
Global Equity | 233,078 | 2,830,795 | — | (114,262) | 17,555 | 44,206 | — | — | 2,778,294 |
Global Shareholder Yield | 168,744 | 1,819,045 | 9,580 | (39,757) | 4,684 | (8,243) | 9,581 | — | 1,785,309 |
High Yield | 2,454,667 | 7,405,322 | 118,170 | (276,302) | (51,212) | 69,837 | 118,170 | — | 7,265,815 |
International Dynamic Growth | 156,463 | 1,630,856 | 46,808 | (107,609) | (2,565) | 33,129 | — | — | 1,600,619 |
International Growth | 63,559 | 1,569,642 | 4,029 | (35,606) | (1,369) | 16,053 | — | — | 1,552,749 |
International Small Company | 127,627 | 1,315,052 | 30,463 | (53,922) | 6,785 | (14,452) | — | — | 1,283,926 |
International Strategic Equity Allocation | 996,519 | 9,434,723 | 55,315 | (251,127) | (20,945) | 99,490 | — | — | 9,317,456 |
John Hancock Collateral Trust | 28,175 | 353,423 | 44,241 | (116,008) | 9 | 92 | 4,115 | — | 281,757 |
Mid Cap Growth | 105,782 | 1,476,594 | 79,707 | (83,861) | 2,517 | (25,749) | — | — | 1,449,208 |
| | 31 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Mid Value | 114,070 | $1,871,781 | $65,588 | $(66,208) | $1,534 | $(28,186) | — | — | $1,844,509 |
Short Duration Bond | 1,653,609 | 15,734,061 | 264,513 | (796,293) | (77,963) | 121,961 | $189,613 | — | 15,246,279 |
Strategic Income Opportunities | 927,111 | 9,350,233 | 77,946 | (415,869) | (33,137) | 41,620 | 77,946 | — | 9,020,793 |
U.S. Sector Rotation | 976,455 | 8,189,876 | 1,572,957 | (420,268) | (14,265) | 192,141 | — | — | 9,520,441 |
$(594,912) | $584,184 | $1,138,365 | — | $154,683,020 | |||||
Multimanager 2010 Lifetime Portfolio | |||||||||
Blue Chip Growth | 16,070 | $959,653 | $138,402 | $(363,245) | $7,732 | $24,794 | — | — | $767,336 |
Bond | 1,365,539 | 19,002,554 | 244,692 | (1,122,029) | (257,100) | 61,407 | $206,224 | — | 17,929,524 |
Capital Appreciation Value | 562,972 | 5,379,503 | 10,814 | (262,163) | (26,938) | 61,240 | — | — | 5,162,456 |
Core Bond | 1,719,704 | 19,614,789 | 237,829 | (1,138,723) | (261,489) | 51,607 | 199,149 | — | 18,504,013 |
Disciplined Value International | 156,624 | 2,446,508 | 27,465 | (159,911) | 15,666 | 18,070 | — | — | 2,347,798 |
Diversified Real Assets | 831,827 | 9,768,837 | 438,823 | (691,155) | 18,569 | (160,380) | — | — | 9,374,694 |
Emerging Markets Debt | 898,733 | 6,775,526 | 177,018 | (409,198) | (118,643) | 109,085 | 101,844 | — | 6,533,788 |
Equity Income | 43,203 | 642,019 | 300,651 | (144,401) | 28,405 | (14,451) | 2,780 | — | 812,223 |
Floating Rate Income | 502,155 | 4,046,133 | 136,309 | (331,210) | (2,029) | (27,807) | 90,704 | — | 3,821,396 |
Fundamental Global Franchise | 143,523 | 1,724,395 | 50,990 | (148,600) | 7,635 | 20,401 | — | — | 1,654,821 |
Fundamental Large Cap Core | 12,370 | 870,990 | 31,610 | (93,326) | 5,089 | 21,485 | — | — | 835,848 |
Global Equity | 159,641 | 1,983,725 | 17,717 | (140,546) | 16,380 | 25,642 | — | — | 1,902,918 |
Global Shareholder Yield | 150,409 | 1,658,228 | 24,617 | (86,904) | 5,199 | (9,817) | 8,794 | — | 1,591,323 |
High Yield | 1,895,924 | 5,827,415 | 97,428 | (325,329) | (59,209) | 71,629 | 92,112 | — | 5,611,934 |
International Dynamic Growth | 100,984 | 1,080,564 | 48,076 | (113,756) | (3,846) | 22,030 | — | — | 1,033,068 |
International Growth | 38,522 | 978,163 | 10,116 | (55,177) | 233 | 7,759 | — | — | 941,094 |
International Small Company | 62,014 | 651,256 | 19,782 | (42,751) | 2,786 | (7,216) | — | — | 623,857 |
32 | | |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
International Strategic Equity Allocation | 627,357 | $6,105,310 | $67,708 | $(352,226) | $(30,918) | $75,912 | — | — | $5,865,786 |
John Hancock Collateral Trust | 32,865 | 367,286 | 49,147 | (87,891) | (6) | 121 | $4,535 | — | 328,657 |
Mid Cap Growth | 37,937 | 541,584 | 55,806 | (68,826) | (2,173) | (6,658) | — | — | 519,733 |
Mid Value | 40,908 | 689,289 | 28,850 | (46,147) | 174 | (10,688) | — | — | 661,478 |
Short Duration Bond | 1,529,896 | 14,877,328 | 286,723 | (1,097,195) | (106,405) | 145,191 | 177,013 | — | 14,105,642 |
Strategic Income Opportunities | 710,769 | 7,285,408 | 77,131 | (450,078) | (34,990) | 38,314 | 60,312 | — | 6,915,785 |
U.S. Sector Rotation | 512,709 | 4,228,808 | 1,081,790 | (398,886) | (16,319) | 103,518 | — | — | 4,998,911 |
$(812,197) | $621,188 | $943,467 | — | $112,844,083 |
For additional information on the portfolios’ significant accounting policies and risks, please refer to the portfolios’ most recent semiannual or annual shareholder report and prospectus.
| | 33 |