UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811- 0560
John Hancock Investment Trust
(Exact name of registrant as specified in charter)
200 Berkeley Street, Boston, Massachusetts 02116 (Address of principal executive offices) (Zip code)
Salvatore Schiavone
Treasurer
200 Berkeley Street
Boston, Massachusetts 02116
(Name and address of agent for service)
Registrant's telephone number, including area code: 617-663-4497
Date of fiscal year end: | October 31 |
Date of reporting period: | April 30, 2021 |
ITEM 1. REPORTS TO STOCKHOLDERS
The Registrant prepared 8 semi-annual reports to shareholders for the period ended April 30, 2021. The first report applies to John Hancock Alternative Risk Premia Fund, the second report applies to John Hancock Diversified Macro Fund, the third report applies to John Hancock Emerging Markets Equity Fund, the fourth report applies to John Hancock ESG International Equity Fund, the fifth report applies to John Hancock ESG Large Cap Core Fund, the sixth report applies to John Hancock International Dynamic Growth Fund, the seventh report applies to John Hancock Seaport Long/Short Fund and the eighth report applies to John Hancock Small Cap Core Fund of the Registrant.
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | 1 |
2 | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | 3 |
Currency | Long | Short |
Australian Dollar | 2.3 | (2.3) |
Brazilian Real | 8.2 | (8.1) |
Canadian Dollar | 4.5 | (4.4) |
Chinese Yuan Renminbi | 14.0 | (14.0) |
Danish Krone | 0.7 | (0.7) |
Euro | 5.9 | (5.9) |
Indian Rupee | 30.9 | (30.6) |
Japanese Yen | 5.0 | (5.0) |
Korean Won | 5.0 | (4.9) |
Mexican Peso | 6.8 | (7.1) |
New Taiwan Dollar | 9.6 | (9.5) |
New Zealand Dollar | 0.1 | (0.1) |
Norwegian Krone | 9.6 | (9.4) |
Polish Zloty | 8.1 | (8.0) |
Pound Sterling | 3.6 | (3.6) |
Russian Ruble | 7.3 | (7.3) |
Singapore Dollar | 6.9 | (6.8) |
South African Rand | 9.4 | (9.8) |
Swedish Krona | 21.3 | (21.1) |
Swiss Franc | 0.6 | (0.6) |
U.S. Dollar | 159.1 | (159.7) |
4 | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | SEMIANNUAL REPORT |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | |||
1-year | Since inception (12-18-19) | 6-month | Since inception (12-18-19) | |
Class R61 | -3.49 | -12.72 | -0.24 | -16.97 |
Class NAV1 | -3.49 | -12.72 | -0.36 | -16.97 |
Index† | 0.10 | 0.46 | 0.04 | 0.63 |
Class R6 | Class NAV | |
Gross (%) | 1.44 | 1.43 |
Net (%) | 1.43 | 1.42 |
SEMIANNUAL REPORT | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | 5 |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class NAV1 | 12-18-19 | 8,303 | 8,303 | 10,063 |
1 | For certain types of investors, as described in the fund's prospectuses. |
6 | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | 7 |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during period ended 4-30-20211 | Annualized expense ratio | ||
Class R6 | Actual expenses/actual returns | $1,000.00 | $997.60 | $6.19 | 1.25% |
Hypothetical example | 1,000.00 | 1,018.60 | 6.26 | 1.25% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 996.40 | 6.14 | 1.24% |
Hypothetical example | 1,000.00 | 1,018.60 | 6.21 | 1.24% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
8 | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | SEMIANNUAL REPORT |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
AUD | 326,754 | USD | 250,856 | BNP | 6/18/2021 | $913 | — |
AUD | 1,565,437 | USD | 1,210,532 | UBS | 6/18/2021 | — | $(4,341) |
BRL | 28,300,000 | USD | 5,054,388 | BNP | 6/22/2021 | 131,997 | — |
BRL | 1,200,000 | USD | 214,003 | UBS | 6/22/2021 | 5,915 | — |
CAD | 192,185 | USD | 154,938 | BNP | 6/18/2021 | 1,434 | — |
CAD | 3,392,297 | USD | 2,745,128 | UBS | 6/18/2021 | 15,014 | — |
CHF | 360,253 | USD | 395,463 | BNP | 6/18/2021 | — | (503) |
CHF | 12,178 | USD | 13,330 | UBS | 6/18/2021 | 21 | — |
CNY | 21,730,000 | USD | 3,307,324 | BNP | 6/22/2021 | 37,743 | — |
CNY | 33,600,000 | USD | 5,165,695 | JPM | 6/22/2021 | 6,613 | — |
CNY | 3,900,000 | USD | 601,034 | UBS | 6/22/2021 | — | (677) |
DKK | 226,500 | USD | 36,067 | BNP | 6/18/2021 | 581 | — |
DKK | 305,389 | USD | 49,478 | JPM | 6/18/2021 | — | (66) |
DKK | 2,174,106 | USD | 352,078 | UBS | 6/18/2021 | — | (305) |
EUR | 1,271,797 | USD | 1,516,384 | JPM | 6/18/2021 | 14,085 | — |
EUR | 1,891,407 | USD | 2,277,702 | UBS | 6/18/2021 | — | (1,599) |
GBP | 153,529 | USD | 214,444 | BNP | 6/18/2021 | — | (2,387) |
GBP | 1,508,915 | USD | 2,084,884 | UBS | 6/18/2021 | — | (747) |
HKD | 171,282 | USD | 22,057 | BNP | 6/18/2021 | — | (4) |
INR | 671,500,000 | USD | 9,017,628 | BNP | 6/22/2021 | — | (34,236) |
INR | 807,261,000 | USD | 10,910,186 | UBS | 6/22/2021 | — | (110,570) |
JPY | 36,738,002 | USD | 337,241 | BNP | 6/18/2021 | — | (963) |
JPY | 313,524,334 | USD | 2,873,277 | UBS | 6/18/2021 | — | (3,461) |
KRW | 2,460,012,000 | USD | 2,205,521 | BNP | 6/22/2021 | — | (5,011) |
KRW | 1,101,400,000 | USD | 988,359 | UBS | 6/22/2021 | — | (3,143) |
MXN | 32,300,000 | USD | 1,591,119 | JPM | 6/22/2021 | — | (5,614) |
MXN | 60,076,000 | USD | 2,792,813 | UBS | 6/22/2021 | 156,129 | — |
NOK | 2,110,777 | USD | 253,525 | BNP | 6/18/2021 | 69 | — |
NOK | 19,959 | USD | 2,400 | JPM | 6/18/2021 | — | (2) |
NOK | 1,154,286 | USD | 137,682 | UBS | 6/18/2021 | 997 | — |
NOK | 9,700,000 | USD | 1,167,680 | BNP | 6/22/2021 | — | (2,290) |
NOK | 29,100,000 | USD | 3,461,113 | JPM | 6/22/2021 | 35,059 | — |
NOK | 9,887,000 | USD | 1,166,851 | UBS | 6/22/2021 | 21,007 | — |
NZD | 131,108 | USD | 94,037 | UBS | 6/18/2021 | — | (231) |
PLN | 10,844,000 | USD | 2,862,713 | BNP | 6/22/2021 | — | (2,384) |
PLN | 7,300,000 | USD | 1,920,537 | JPM | 6/22/2021 | 4,989 | — |
PLN | 1,600,000 | USD | 422,370 | UBS | 6/22/2021 | — | (337) |
RUB | 109,400,000 | USD | 1,448,222 | BNP | 6/22/2021 | — | (3,044) |
RUB | 246,399,000 | USD | 3,266,850 | UBS | 6/22/2021 | — | (11,909) |
SEK | 12,086,763 | USD | 1,430,088 | BNP | 6/18/2021 | — | (1,716) |
SEK | 4,930,708 | USD | 583,549 | UBS | 6/18/2021 | — | (855) |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | 9 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
SEK | 27,495,000 | USD | 3,253,301 | BNP | 6/22/2021 | — | $(3,891) |
SEK | 72,400,000 | USD | 8,441,219 | JPM | 6/22/2021 | $115,149 | — |
SGD | 3,919 | USD | 2,909 | JPM | 6/18/2021 | 35 | — |
SGD | 3,902,000 | USD | 2,925,660 | JPM | 6/22/2021 | 6,004 | — |
SGD | 2,000,000 | USD | 1,503,137 | UBS | 6/22/2021 | — | (490) |
TWD | 74,830,000 | USD | 2,695,948 | BNP | 6/22/2021 | — | (4,383) |
TWD | 97,400,000 | USD | 3,470,596 | UBS | 6/22/2021 | 32,791 | — |
USD | 252,443 | AUD | 326,754 | BNP | 6/18/2021 | 674 | — |
USD | 1,207,444 | AUD | 1,565,437 | UBS | 6/18/2021 | 1,253 | — |
USD | 4,989,466 | BRL | 28,300,000 | BNP | 6/22/2021 | — | (196,917) |
USD | 211,204 | BRL | 1,200,000 | UBS | 6/22/2021 | — | (8,713) |
USD | 156,227 | CAD | 192,185 | BNP | 6/18/2021 | — | (144) |
USD | 2,683,627 | CAD | 3,392,297 | UBS | 6/18/2021 | — | (76,515) |
USD | 388,266 | CHF | 360,253 | BNP | 6/18/2021 | — | (6,695) |
USD | 13,328 | CHF | 12,178 | UBS | 6/18/2021 | — | (23) |
USD | 3,348,539 | CNY | 21,730,000 | BNP | 6/22/2021 | 3,472 | — |
USD | 5,107,664 | CNY | 33,600,000 | JPM | 6/22/2021 | — | (64,644) |
USD | 594,414 | CNY | 3,900,000 | UBS | 6/22/2021 | — | (5,943) |
USD | 36,688 | DKK | 226,500 | BNP | 6/18/2021 | 40 | — |
USD | 49,527 | DKK | 305,389 | JPM | 6/18/2021 | 114 | — |
USD | 348,349 | DKK | 2,174,106 | UBS | 6/18/2021 | — | (3,423) |
USD | 1,532,205 | EUR | 1,271,797 | JPM | 6/18/2021 | 1,736 | — |
USD | 2,255,871 | EUR | 1,891,407 | UBS | 6/18/2021 | — | (20,232) |
USD | 212,580 | GBP | 153,529 | BNP | 6/18/2021 | 523 | — |
USD | 2,096,572 | GBP | 1,508,915 | UBS | 6/18/2021 | 12,436 | — |
USD | 22,049 | HKD | 171,282 | BNP | 6/18/2021 | — | (4) |
USD | 8,935,813 | INR | 671,500,000 | BNP | 6/22/2021 | — | (47,579) |
USD | 10,801,010 | INR | 807,261,000 | UBS | 6/22/2021 | 1,394 | — |
USD | 336,201 | JPY | 36,738,002 | BNP | 6/18/2021 | — | (77) |
USD | 2,886,890 | JPY | 313,524,334 | UBS | 6/18/2021 | 17,074 | — |
USD | 2,155,979 | KRW | 2,460,012,000 | BNP | 6/22/2021 | — | (44,531) |
USD | 978,444 | KRW | 1,101,400,000 | UBS | 6/22/2021 | — | (6,772) |
USD | 1,610,507 | MXN | 32,300,000 | JPM | 6/22/2021 | 25,002 | — |
USD | 2,937,945 | MXN | 60,076,000 | UBS | 6/22/2021 | — | (10,996) |
USD | 249,319 | NOK | 2,110,777 | BNP | 6/18/2021 | — | (4,276) |
USD | 2,402 | NOK | 19,959 | JPM | 6/18/2021 | 4 | — |
USD | 138,939 | NOK | 1,154,286 | UBS | 6/18/2021 | 260 | — |
USD | 1,130,684 | NOK | 9,700,000 | BNP | 6/22/2021 | — | (34,707) |
USD | 3,357,437 | NOK | 29,100,000 | JPM | 6/22/2021 | — | (138,735) |
USD | 1,190,074 | NOK | 9,887,000 | UBS | 6/22/2021 | 2,217 | — |
USD | 94,054 | NZD | 131,108 | UBS | 6/18/2021 | 248 | — |
USD | 2,818,293 | PLN | 10,844,000 | BNP | 6/22/2021 | — | (42,036) |
10 | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
USD | 1,905,540 | PLN | 7,300,000 | JPM | 6/22/2021 | — | $(19,985) |
USD | 416,381 | PLN | 1,600,000 | UBS | 6/22/2021 | — | (5,652) |
USD | 1,423,690 | RUB | 109,400,000 | BNP | 6/22/2021 | — | (21,488) |
USD | 3,262,235 | RUB | 246,399,000 | UBS | 6/22/2021 | $7,294 | — |
USD | 1,420,063 | SEK | 12,086,763 | BNP | 6/18/2021 | — | (8,309) |
USD | 583,418 | SEK | 4,930,708 | UBS | 6/18/2021 | 724 | — |
USD | 3,238,287 | SEK | 27,495,000 | BNP | 6/22/2021 | — | (11,123) |
USD | 8,391,051 | SEK | 72,400,000 | JPM | 6/22/2021 | — | (165,316) |
USD | 2,945 | SGD | 3,919 | JPM | 6/18/2021 | —— | —— |
USD | 2,906,891 | SGD | 3,902,000 | JPM | 6/22/2021 | — | (24,772) |
USD | 1,485,546 | SGD | 2,000,000 | UBS | 6/22/2021 | — | (17,100) |
USD | 2,659,023 | TWD | 74,830,000 | BNP | 6/22/2021 | — | (32,542) |
USD | 3,462,098 | TWD | 97,400,000 | UBS | 6/22/2021 | — | (41,290) |
USD | 3,660,537 | ZAR | 53,470,000 | BNP | 6/22/2021 | — | (502) |
USD | 2,105,833 | ZAR | 30,100,000 | JPM | 6/22/2021 | 44,915 | — |
USD | 560,081 | ZAR | 8,600,000 | UBS | 6/22/2021 | — | (28,753) |
ZAR | 53,470,000 | USD | 3,429,848 | BNP | 6/22/2021 | 231,192 | — |
ZAR | 30,100,000 | USD | 2,039,909 | JPM | 6/22/2021 | 21,010 | — |
ZAR | 8,600,000 | USD | 588,909 | UBS | 6/22/2021 | — | (76) |
$958,127 | $(1,295,029) |
Derivatives Currency Abbreviations | |
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
CHF | Swiss Franc |
CNY | Chinese Yuan Renminbi |
DKK | Danish Krone |
EUR | Euro |
GBP | Pound Sterling |
HKD | Hong Kong Dollar |
INR | Indian Rupee |
JPY | Japanese Yen |
KRW | Korean Won |
MXN | Mexican Peso |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
PLN | Polish Zloty |
RUB | Russian Ruble |
SEK | Swedish Krona |
SGD | Singapore Dollar |
TWD | New Taiwan Dollar |
USD | U.S. Dollar |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | 11 |
ZAR | South African Rand |
Derivatives Abbreviations | |
BNP | BNP Paribas |
JPM | JPMorgan Chase Bank, N.A. |
OTC | Over-the-counter |
UBS | UBS AG |
12 | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
Assets | |
Receivable for centrally cleared swaps | $427,748 |
Unrealized appreciation on forward foreign currency contracts | 958,127 |
Cash | 47,134,341 |
Collateral held at broker for futures contracts | 3,379,503 |
Collateral segregated at custodian for OTC derivative contracts | 5,101,697 |
Dividends and interest receivable | 72,402 |
Receivable for investments sold | 8,779,148 |
Other assets | 5,403 |
Total assets | 65,858,369 |
Liabilities | |
Unrealized depreciation on forward foreign currency contracts | 1,295,029 |
Foreign currency overdraft, at value (cost $(5,356)) | 5,356 |
Payable for fund shares repurchased | 91 |
Payable to affiliates | |
Accounting and legal services fees | 6,248 |
Trustees' fees | 29 |
Other liabilities and accrued expenses | 68,724 |
Total liabilities | 1,375,477 |
Net assets | $64,482,892 |
Net assets consist of | |
Paid-in capital | $85,378,357 |
Total distributable earnings (loss) | (20,895,465) |
Net assets | $64,482,892 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class R6 ($41,466 ÷ 5,000 shares) | $8.29 |
Class NAV ($64,441,426 ÷ 7,768,100 shares) | $8.30 |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Alternative Risk Premia Fund | 13 |
Investment income | |
Dividends | $216,906 |
Interest | 33,935 |
Less foreign taxes withheld | (10,854) |
Total investment income | 239,987 |
Expenses | |
Investment management fees | 590,285 |
Accounting and legal services fees | 11,605 |
Transfer agent fees | 2 |
Trustees' fees | 1,222 |
Custodian fees | 44,030 |
State registration fees | 35,180 |
Printing and postage | 6,619 |
Professional fees | 37,177 |
Other | 8,925 |
Total expenses | 735,045 |
Less expense reductions | (4,903) |
Net expenses | 730,142 |
Net investment loss | (490,155) |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | 6,904,997 |
Futures contracts | 1,051,583 |
Forward foreign currency contracts | 972,313 |
Swap contracts | (5,008,195) |
3,920,698 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (1,499,110) |
Futures contracts | (870,800) |
Forward foreign currency contracts | (1,008,172) |
Swap contracts | (657,097) |
(4,035,179) | |
Net realized and unrealized loss | (114,481) |
Decrease in net assets from operations | $(604,636) |
14 | JOHN HANCOCK Alternative Risk Premia Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
Six months ended 4-30-21 (unaudited) | Period ended 10-31-201 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment loss | $(490,155) | $(648,014) |
Net realized gain (loss) | 3,920,698 | (28,411,804) |
Change in net unrealized appreciation (depreciation) | (4,035,179) | 3,677,127 |
Decrease in net assets resulting from operations | (604,636) | (25,382,691) |
Distributions to shareholders | ||
From earnings | ||
Class R6 | — | (18) |
Class NAV | — | (55,989) |
Total distributions | — | (56,007) |
From fund share transactions | (59,140,914) | 149,667,140 |
Total increase (decrease) | (59,745,550) | 124,228,442 |
Net assets | ||
Beginning of period | 124,228,442 | — |
End of period | $64,482,892 | $124,228,442 |
1 | Period from 12-18-19 (commencement of operations) to 10-31-20. |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Alternative Risk Premia Fund | 15 |
CLASS R6 SHARES Period ended | 4-30-211 | 10-31-202 |
Per share operating performance | ||
Net asset value, beginning of period | $8.32 | $10.00 |
Net investment loss3 | (0.03) | (0.04) |
Net realized and unrealized gain (loss) on investments | —4,5 | (1.64) |
Total from investment operations | (0.03) | (1.68) |
Less distributions | ||
From net investment income | — | —4 |
Net asset value, end of period | $8.29 | $8.32 |
Total return (%)6 | (0.24)7 | (16.77)7 |
Ratios and supplemental data | ||
Net assets, end of period (in millions) | $—8 | $—8 |
Ratios (as a percentage of average net assets): | ||
Expenses before reductions | 1.269 | 1.449 |
Expenses including reductions | 1.259 | 1.439 |
Net investment loss | (0.85)9 | (0.57)9 |
Portfolio turnover (%) | 57 | 318 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 12-18-19 (commencement of operations) to 10-31-20. |
3 | Based on average daily shares outstanding. |
4 | Less than $0.005 per share. |
5 | The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of the sales and repurchases of shares in relation to fluctuating market values of the investments of the fund. |
6 | Total returns would have been lower had certain expenses not been reduced during the period. |
7 | Not annualized. |
8 | Less than $500,000. |
9 | Annualized. |
16 | JOHN HANCOCK Alternative Risk Premia Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
CLASS NAV SHARES Period ended | 4-30-211 | 10-31-202 |
Per share operating performance | ||
Net asset value, beginning of period | $8.32 | $10.00 |
Net investment loss3 | (0.03) | (0.04) |
Net realized and unrealized gain (loss) on investments | 0.014 | (1.64) |
Total from investment operations | (0.02) | (1.68) |
Less distributions | ||
From net investment income | — | —5 |
Net asset value, end of period | $8.30 | $8.32 |
Total return (%)6 | (0.36)7 | (16.67)7 |
Ratios and supplemental data | ||
Net assets, end of period (in millions) | $64 | $124 |
Ratios (as a percentage of average net assets): | ||
Expenses before reductions | 1.258 | 1.438 |
Expenses including reductions | 1.248 | 1.428 |
Net investment loss | (0.83)8 | (0.57)8 |
Portfolio turnover (%) | 57 | 318 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 12-18-19 (commencement of operations) to 10-31-20. |
3 | Based on average daily shares outstanding. |
4 | The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of the sales and repurchases of shares in relation to fluctuating market values of the investments of the fund. |
5 | Less than $0.005 per share. |
6 | Total returns would have been lower had certain expenses not been reduced during the period. |
7 | Not annualized. |
8 | Annualized. |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Alternative Risk Premia Fund | 17 |
18 | JOHN HANCOCK Alternative Risk Premia Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Alternative Risk Premia Fund | 19 |
20 | JOHN HANCOCK Alternative Risk Premia Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Alternative Risk Premia Fund | 21 |
22 | JOHN HANCOCK Alternative Risk Premia Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Alternative Risk Premia Fund | 23 |
Risk | Consolidated statement of assets and liabilities location | Financial instruments location | Assets derivatives fair value | Liabilities derivatives fair value |
Currency | Unrealized appreciation (depreciation) on forward foreign currency contracts | Forward foreign currency contracts | $958,127 | $(1,295,029) |
OTC Financial Instruments | Asset | Liability |
Forward foreign currency contracts | $958,127 | $(1,295,029) |
Totals | $958,127 | $(1,295,029) |
Counterparty | Assets | Liabilities | Total Market Value of OTC Derivatives | Collateral Posted by Counterparty1 | Collateral Posted by Fund1 | Net Exposure |
BNP Paribas | $408,638 | $(511,742) | $(103,104) | — | $103,104 | — |
JPMorgan Chase Bank, N.A. | 274,715 | (419,134) | (144,419) | — | 144,419 | — |
UBS AG | 274,774 | (364,153) | (89,379) | — | 89,379 | — |
Totals | $958,127 | $(1,295,029) | $(336,902) | — | 336,902 | — |
1 Reflects collateral posted by the counterparty or posted by the fund, excluding any excess collateral amounts. |
24 | JOHN HANCOCK Alternative Risk Premia Fund | SEMIANNUAL REPORT |
Consolidated statement of operations location - Net realized gain (loss) on: | ||||
Risk | Futures contracts | Forward foreign currency contracts | Swap contracts | Total |
Interest rate | $(473,135) | — | — | $(473,135) |
Currency | 1,161,590 | $972,313 | — | 2,133,903 |
Credit | — | — | $(32,605) | (32,605) |
Equity | 363,128 | — | (4,975,590) | (4,612,462) |
Total | $1,051,583 | $972,313 | $(5,008,195) | $(2,984,299) |
Consolidated statement of operations location - Change in net unrealized appreciation (depreciation) of: | ||||
Risk | Futures contracts | Forward foreign currency contracts | Swap contracts | Total |
Interest rate | $(102,935) | — | — | $(102,935) |
Currency | 110,422 | $(1,008,172) | — | (897,750) |
Credit | — | — | $219,669 | 219,669 |
Equity | (878,287) | — | (876,766) | (1,755,053) |
Total | $(870,800) | $(1,008,172) | $(657,097) | $(2,536,069) |
SEMIANNUAL REPORT | JOHN HANCOCK Alternative Risk Premia Fund | 25 |
Class | Expense reduction |
Class R6 | $2 |
Class NAV | 4,901 |
Total | $4,903 |
Class | Transfer agent fees |
Class R6 | $2 |
26 | JOHN HANCOCK Alternative Risk Premia Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-21 | Period ended 10-31-201 | |||
Shares | Amount | Shares | Amount | |
Class R6 shares | ||||
Sold | — | — | 5,000 | $50,000 |
Net increase | — | — | 5,000 | $50,000 |
Class NAV shares | ||||
Sold | 136,620 | $1,122,645 | 15,925,769 | $158,503,058 |
Distributions reinvested | — | — | 5,627 | 55,989 |
Repurchased | (7,287,056) | (60,263,559) | (1,012,860) | (8,941,907) |
Net increase (decrease) | (7,150,436) | $(59,140,914) | 14,918,536 | $149,617,140 |
Total net increase (decrease) | (7,150,436) | $(59,140,914) | 14,923,536 | $149,667,140 |
1 | Period from 12-18-19 (commencement of operations) to 10-31-20. |
Fund | Affiliated Concentration |
John Hancock Funds II Alternative Asset Allocation | 21.8% |
John Hancock Funds II Multimanager Lifestyle Conservative Portfolio | 21.1% |
John Hancock Funds II Multimanager Lifestyle Moderate Portfolio | 20.3% |
John Hancock Funds II Multimanager 2025 Lifetime Portfolio | 6.9% |
John Hancock Funds II Multimanager 2030 Lifetime Portfolio | 6.7% |
John Hancock Funds II Multimanager 2035 Lifetime Portfolio | 5.2% |
SEMIANNUAL REPORT | JOHN HANCOCK Alternative Risk Premia Fund | 27 |
28 | JOHN HANCOCK Alternative Risk Premia Fund | SEMIANNUAL REPORT |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining investors’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office performed audit testing of the LRMP which resulted in an assessment that the LRMP’s control environment was deemed to be operating effectively and in compliance with the Board approved procedures. |
SEMIANNUAL REPORT | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | 29 |
30 | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | SEMIANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Joan Lee, CFA
Jérôme Teiletche
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
SEMIANNUAL REPORT | JOHN HANCOCK ALTERNATIVE RISK PREMIA FUND | 31 |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
47SA 4/21 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 1 |
2 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT |
ASSET ALLOCATION AS OF 4/30/2021 (% of net assets) | |
Cash | 47.8 |
U.S. Treasury Bills | 42.3 |
Futures | 2.4 |
Forward foreign currency contracts | 0.3 |
Other assets and liabilities | 7.2 |
TOTAL | 100.0 |
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 3 |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | |||
1-year | Since inception (7-29-19) | 6-month | Since inception (7-29-19) | |
Class A | 1.54 | -2.92 | -1.67 | -5.07 |
Class C | 5.09 | -0.79 | 2.09 | -1.38 |
Class I1 | 7.12 | 0.26 | 3.57 | 0.46 |
Class R61 | 7.19 | 0.36 | 3.64 | 0.63 |
Class NAV1 | 7.23 | 0.32 | 3.56 | 0.56 |
Index† | 0.10 | 0.79 | 0.04 | 1.39 |
Class A | Class C | Class I | Class R6 | Class NAV | |
Gross (%) | 1.84 | 2.59 | 1.59 | 1.47 | 1.46 |
Net (%) | 1.71 | 2.46 | 1.46 | 1.34 | 1.33 |
4 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class C2 | 7-29-19 | 9,862 | 9,862 | 10,139 |
Class I1 | 7-29-19 | 10,046 | 10,046 | 10,139 |
Class R61 | 7-29-19 | 10,063 | 10,063 | 10,139 |
Class NAV1 | 7-29-19 | 10,056 | 10,056 | 10,139 |
1 | For certain types of investors, as described in the fund's prospectuses. |
2 | The contingent deferred sales charge is not applicable. |
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 5 |
6 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during period ended 4-30-20211 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $1,035.00 | $8.53 | 1.69% |
Hypothetical example | 1,000.00 | 1,016.40 | 8.45 | 1.69% | |
Class C | Actual expenses/actual returns | 1,000.00 | 1,030.90 | 12.29 | 2.44% |
Hypothetical example | 1,000.00 | 1,012.70 | 12.18 | 2.44% | |
Class I | Actual expenses/actual returns | 1,000.00 | 1,035.70 | 7.27 | 1.44% |
Hypothetical example | 1,000.00 | 1,017.70 | 7.20 | 1.44% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 1,036.40 | 6.72 | 1.33% |
Hypothetical example | 1,000.00 | 1,018.20 | 6.66 | 1.33% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 1,035.60 | 6.66 | 1.32% |
Hypothetical example | 1,000.00 | 1,018.20 | 6.61 | 1.32% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 7 |
Yield* (%) | Maturity date | Par value^ | Value | ||
Short-term investments 42.3% | $153,499,310 | ||||
(Cost $153,499,082) | |||||
U.S. Government 42.3% | 153,499,310 | ||||
U.S. Treasury Bill | 0.006 | 06-22-21 | 24,000,000 | 23,999,667 | |
U.S. Treasury Bill | 0.007 | 05-06-21 | 25,500,000 | 25,499,989 | |
U.S. Treasury Bill | 0.010 | 05-13-21 | 48,500,000 | 48,499,949 | |
U.S. Treasury Bill | 0.011 | 06-08-21 | 20,000,000 | 19,999,800 | |
U.S. Treasury Bill | 0.013 | 05-27-21 | 22,500,000 | 22,499,925 | |
U.S. Treasury Bill | 0.018 | 05-18-21 | 13,000,000 | 12,999,980 |
Total investments (Cost $153,499,082) 42.3% | $153,499,310 | ||||
Other assets and liabilities, net 57.7% | 208,989,246 | ||||
Total net assets 100.0% | $362,488,556 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
8 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year Japan Government Bond Futures | 37 | Long | Jun 2021 | $51,128,902 | $51,229,207 | $100,305 |
2-Year U.S. Treasury Note Futures | 937 | Long | Jul 2021 | 206,989,499 | 206,857,391 | (132,108) |
5-Year U.S. Treasury Note Futures | 860 | Long | Jul 2021 | 106,536,392 | 106,633,281 | 96,889 |
90-Day Eurodollar Futures | 1,602 | Long | Jun 2022 | 399,624,656 | 399,438,675 | (185,981) |
90-Day Pound Sterling Futures | 661 | Long | Jun 2022 | 113,825,934 | 113,789,239 | (36,695) |
Australian 10-Year Bond Futures | 375 | Long | Jun 2021 | 40,145,048 | 40,267,265 | 122,217 |
Brent Crude Futures | 303 | Long | Jun 2021 | 19,803,950 | 20,197,980 | 394,030 |
Corn Futures | 293 | Long | Jul 2021 | 8,443,093 | 9,863,113 | 1,420,020 |
Cotton No. 2 Futures | 55 | Long | Jul 2021 | 2,311,222 | 2,429,350 | 118,128 |
Dow Jones Industrial Average Index E-Mini Futures | 19 | Long | Jun 2021 | 3,190,878 | 3,209,670 | 18,792 |
Electrolytic Copper Futures | 77 | Long | Jun 2021 | 16,537,731 | 18,920,344 | 2,382,613 |
Euro STOXX 50 Index Futures | 288 | Long | Jun 2021 | 13,611,762 | 13,628,383 | 16,621 |
Euro-Bund Futures | 72 | Long | Jun 2021 | 14,747,955 | 14,721,666 | (26,289) |
Euro-EURIBOR Interest Rate Futures | 800 | Long | Jun 2022 | 241,768,725 | 241,677,387 | (91,338) |
Euro-Schatz Futures | 589 | Long | Jun 2021 | 79,379,286 | 79,370,577 | (8,709) |
FTSE 100 Index Futures | 468 | Long | Jun 2021 | 44,381,126 | 44,842,272 | 461,146 |
Gasoline RBOB Futures | 211 | Long | Jun 2021 | 17,917,762 | 18,330,161 | 412,399 |
Hang Seng Index Futures | 159 | Long | Jun 2021 | 29,440,236 | 29,125,423 | (314,813) |
Hard Red Winter Wheat Futures | 115 | Long | Jul 2021 | 3,603,497 | 4,045,125 | 441,628 |
Long Gilt Futures | 219 | Long | Jun 2021 | 38,782,229 | 38,619,660 | (162,569) |
NASDAQ 100 Index E-Mini Futures | 2 | Long | Jun 2021 | 554,188 | 554,000 | (188) |
Natural Gas Futures | 180 | Long | May 2021 | 5,006,674 | 5,284,800 | 278,126 |
Nikkei 225 Index Futures | 29 | Long | Jun 2021 | 7,916,274 | 7,655,321 | (260,953) |
NY Harbor ULSD Futures | 108 | Long | Jun 2021 | 8,519,762 | 8,703,677 | 183,915 |
Primary Aluminum Futures | 94 | Long | Jun 2021 | 5,334,537 | 5,615,325 | 280,788 |
Russell 2000 Index Mini Futures | 79 | Long | Jun 2021 | 8,813,355 | 8,932,925 | 119,570 |
S&P 500 E-Mini Index Futures | 26 | Long | Jun 2021 | 5,421,575 | 5,426,720 | 5,145 |
SGX Japanese Government Bond Futures | 10 | Long | Jun 2021 | 1,381,843 | 1,384,665 | 2,822 |
Silver Futures | 120 | Long | Jul 2021 | 15,719,914 | 15,555,000 | (164,914) |
Soybean Futures | 149 | Long | Jul 2021 | 10,460,378 | 11,441,338 | 980,960 |
Soybean Meal Futures | 72 | Long | Jul 2021 | 2,920,788 | 3,073,680 | 152,892 |
Soybean Oil Futures | 62 | Long | Jul 2021 | 1,937,956 | 2,320,908 | 382,952 |
Sugar No. 11 (World) Futures | 149 | Long | Jul 2021 | 2,614,279 | 2,846,973 | 232,694 |
Tokyo Price Index Futures | 24 | Long | Jun 2021 | 4,190,329 | 4,174,581 | (15,748) |
Wheat Futures | 127 | Long | Jul 2021 | 4,126,397 | 4,665,663 | 539,266 |
WTI Crude Oil Futures | 293 | Long | May 2021 | 17,884,298 | 18,602,570 | 718,272 |
Zinc Futures | 55 | Long | Jun 2021 | 3,679,090 | 4,018,094 | 339,004 |
10-Year U.S. Treasury Note Futures | 480 | Short | Jun 2021 | (63,246,393) | (63,420,000) | (173,607) |
30-Year U.S. Treasury Bond Futures | 127 | Short | Jun 2021 | (19,961,680) | (19,974,719) | (13,039) |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 9 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
CAC40 Index Futures | 180 | Short | May 2021 | $(13,283,602) | $(13,451,796) | $(168,194) |
Canadian 10-Year Bond Futures | 211 | Short | Jun 2021 | (23,942,790) | (23,938,454) | 4,336 |
Cocoa Futures | 7 | Short | Jul 2021 | (157,568) | (155,257) | 2,311 |
Coffee 'C' Futures | 62 | Short | Jul 2021 | (3,092,758) | (3,289,875) | (197,117) |
Euro-BOBL Futures | 711 | Short | Jun 2021 | (115,415,539) | (115,193,335) | 222,204 |
Gas Oil Futures | 24 | Short | Jun 2021 | (1,281,226) | (1,284,600) | (3,374) |
German Stock Index Futures | 14 | Short | Jun 2021 | (6,438,240) | (6,375,801) | 62,439 |
Gold 100 Oz Futures | 46 | Short | Jun 2021 | (8,184,250) | (8,131,880) | 52,370 |
$8,589,218 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
AUD | 8,722,000 | USD | 6,687,016 | BOA | 6/18/2021 | $33,407 | — |
CAD | 73,014,000 | USD | 57,930,911 | BOA | 6/18/2021 | 1,476,916 | — |
CHF | 448,000 | USD | 482,660 | BOA | 6/18/2021 | 8,501 | — |
EUR | 5,197,000 | USD | 6,194,598 | BOA | 6/18/2021 | 59,426 | — |
GBP | 24,641,000 | USD | 34,232,651 | BOA | 6/18/2021 | — | $(198,121) |
JPY | 2,695,750,000 | USD | 24,778,734 | BOA | 6/18/2021 | — | (103,437) |
MXN | 314,560,000 | USD | 14,927,507 | BOA | 6/18/2021 | 520,585 | — |
NZD | 31,386,000 | USD | 22,538,352 | BOA | 6/18/2021 | — | (82,166) |
USD | 62,171,755 | AUD | 80,788,000 | BOA | 6/18/2021 | — | (76,529) |
USD | 758,745 | CAD | 947,000 | BOA | 6/18/2021 | — | (11,781) |
USD | 40,979,349 | CHF | 37,923,000 | BOA | 6/18/2021 | — | (597,197) |
USD | 103,204,748 | EUR | 86,406,000 | BOA | 6/18/2021 | — | (775,481) |
USD | 65,215,347 | GBP | 47,236,000 | BOA | 6/18/2021 | — | (27,747) |
USD | 128,624,172 | JPY | 13,974,167,000 | BOA | 6/18/2021 | 712,934 | — |
USD | 698,358 | MXN | 14,285,000 | BOA | 6/18/2021 | — | (3,180) |
USD | 960,286 | NZD | 1,358,000 | BOA | 6/18/2021 | — | (11,342) |
$2,811,769 | $(1,886,981) |
Derivatives Currency Abbreviations | |
AUD | Australian Dollar |
CAD | Canadian Dollar |
CHF | Swiss Franc |
EUR | Euro |
GBP | Pound Sterling |
JPY | Japanese Yen |
MXN | Mexican Peso |
NZD | New Zealand Dollar |
USD | U.S. Dollar |
10 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
Derivatives Abbreviations | |
BOA | Bank of America, N.A. |
EURIBOR | Euro Interbank Offered Rate |
OTC | Over-the-counter |
RBOB | Reformulated Blendstock for Oxygenate Blending |
WTI | West Texas Intermediate |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 11 |
Assets | |
Unaffiliated investments, at value (Cost $153,499,082) | $153,499,310 |
Unrealized appreciation on forward foreign currency contracts | 2,811,769 |
Receivable for futures variation margin | 23,862 |
Cash | 173,301,675 |
Collateral held at broker for futures contracts | 26,252,377 |
Collateral segregated at custodian for OTC derivative contracts | 6,680,000 |
Interest receivable | 5,338 |
Receivable for fund shares sold | 2,235,753 |
Other assets | 37,514 |
Total assets | 364,847,598 |
Liabilities | |
Unrealized depreciation on forward foreign currency contracts | 1,886,981 |
Payable for fund shares repurchased | 355,758 |
Payable to affiliates | |
Accounting and legal services fees | 16,776 |
Transfer agent fees | 2,399 |
Trustees' fees | 214 |
Other liabilities and accrued expenses | 96,914 |
Total liabilities | 2,359,042 |
Net assets | $362,488,556 |
Net assets consist of | |
Paid-in capital | $370,711,575 |
Total distributable earnings (loss) | (8,223,019) |
Net assets | $362,488,556 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($116,836 ÷ 12,352 shares)1 | $9.46 |
Class C ($54,765 ÷ 5,825 shares)1 | $9.40 |
Class I ($17,756,381 ÷ 1,873,655 shares) | $9.48 |
Class R6 ($114,432,875 ÷ 12,058,780 shares) | $9.49 |
Class NAV ($230,127,699 ÷ 24,266,826 shares) | $9.48 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $9.96 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
12 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
Investment income | |
Interest | $36,806 |
Expenses | |
Investment management fees | 1,707,416 |
Distribution and service fees | 372 |
Accounting and legal services fees | 28,195 |
Transfer agent fees | 14,457 |
Trustees' fees | 2,154 |
Custodian fees | 35,558 |
State registration fees | 41,706 |
Printing and postage | 11,852 |
Professional fees | 41,214 |
Other | 21,983 |
Total expenses | 1,904,907 |
Less expense reductions | (11,915) |
Net expenses | 1,892,992 |
Net investment loss | (1,856,186) |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | 11,760 |
Futures contracts | 10,268,099 |
Forward foreign currency contracts | (7,511,390) |
2,768,469 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | (13,812) |
Futures contracts | 8,021,872 |
Forward foreign currency contracts | 522,213 |
8,530,273 | |
Net realized and unrealized gain | 11,298,742 |
Increase in net assets from operations | $9,442,556 |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 13 |
Six months ended 4-30-21 (unaudited) | Year ended 10-31-20 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment loss | $(1,856,186) | $(1,870,890) |
Net realized gain (loss) | 2,768,469 | (11,851,840) |
Change in net unrealized appreciation (depreciation) | 8,530,273 | (569,574) |
Increase (decrease) in net assets resulting from operations | 9,442,556 | (14,292,304) |
Distributions to shareholders | ||
From earnings | ||
Class A | (1,297) | (2,477) |
Class C | (597) | (1,853) |
Class I | (446,147) | (135,553) |
Class R6 | (728,458) | (1,853) |
Class NAV | (4,462,481) | (7,675,564) |
Total distributions | (5,638,980) | (7,817,300) |
From fund share transactions | 111,879,962 | 54,188,224 |
Total increase | 115,683,538 | 32,078,620 |
Net assets | ||
Beginning of period | 246,805,018 | 214,726,398 |
End of period | $362,488,556 | $246,805,018 |
14 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $9.31 | $10.22 | $10.00 |
Net investment income (loss)3 | (0.08) | (0.12) | 0.01 |
Net realized and unrealized gain (loss) on investments | 0.40 | (0.42) | 0.21 |
Total from investment operations | 0.32 | (0.54) | 0.22 |
Less distributions | |||
From net investment income | (0.17) | — | — |
From net realized gain | — | (0.37) | — |
Total distributions | (0.17) | (0.37) | — |
Net asset value, end of period | $9.46 | $9.31 | $10.22 |
Total return (%)4,5 | 3.506 | (5.49) | 2.206 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $—7 | $—7 | $—7 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 1.708 | 1.84 | 1.848 |
Expenses including reductions | 1.698 | 1.71 | 1.708 |
Net investment income (loss) | (1.66)8 | (1.29) | 0.238 |
Portfolio turnover (%) | 09 | 09 | 09 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
9 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 15 |
CLASS C SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $9.22 | $10.20 | $10.00 |
Net investment loss3 | (0.11) | (0.18) | (0.01) |
Net realized and unrealized gain (loss) on investments | 0.39 | (0.43) | 0.21 |
Total from investment operations | 0.28 | (0.61) | 0.20 |
Less distributions | |||
From net investment income | (0.10) | — | — |
From net realized gain | — | (0.37) | — |
Total distributions | (0.10) | (0.37) | — |
Net asset value, end of period | $9.40 | $9.22 | $10.20 |
Total return (%)4,5 | 3.096 | (6.22) | 2.006 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $—7 | $—7 | $—7 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 2.458 | 2.59 | 2.598 |
Expenses including reductions | 2.448 | 2.46 | 2.458 |
Net investment loss | (2.41)8 | (1.93) | (0.52)8 |
Portfolio turnover (%) | 09 | 09 | 09 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
9 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
16 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
CLASS I SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $9.35 | $10.23 | $10.00 |
Net investment income (loss)3 | (0.07) | (0.10) | 0.01 |
Net realized and unrealized gain (loss) on investments | 0.40 | (0.41) | 0.22 |
Total from investment operations | 0.33 | (0.51) | 0.23 |
Less distributions | |||
From net investment income | (0.20) | — | — |
From net realized gain | — | (0.37) | — |
Total distributions | (0.20) | (0.37) | — |
Net asset value, end of period | $9.48 | $9.35 | $10.23 |
Total return (%)4 | 3.575 | (5.18) | 2.305 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $18 | $23 | $2 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 1.456 | 1.59 | 1.596 |
Expenses including reductions | 1.446 | 1.46 | 1.456 |
Net investment income (loss) | (1.41)6 | (1.09) | 0.306 |
Portfolio turnover (%) | 07 | 07 | 07 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 17 |
CLASS R6 SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $9.36 | $10.23 | $10.00 |
Net investment income (loss)3 | (0.06) | (0.10) | 0.02 |
Net realized and unrealized gain (loss) on investments | 0.39 | (0.40) | 0.21 |
Total from investment operations | 0.33 | (0.50) | 0.23 |
Less distributions | |||
From net investment income | (0.20) | — | — |
From net realized gain | — | (0.37) | — |
Total distributions | (0.20) | (0.37) | — |
Net asset value, end of period | $9.49 | $9.36 | $10.23 |
Total return (%)4 | 3.645 | (5.09) | 2.305 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $114 | $29 | $—6 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 1.347 | 1.48 | 1.487 |
Expenses including reductions | 1.337 | 1.34 | 1.347 |
Net investment income (loss) | (1.30)7 | (1.09) | 0.597 |
Portfolio turnover (%) | 08 | 08 | 08 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Less than $500,000. |
7 | Annualized. |
8 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
18 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT | SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS |
CLASS NAV SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $9.36 | $10.23 | $10.00 |
Net investment income (loss)3 | (0.06) | (0.07) | 0.02 |
Net realized and unrealized gain (loss) on investments | 0.39 | (0.43) | 0.21 |
Total from investment operations | 0.33 | (0.50) | 0.23 |
Less distributions | |||
From net investment income | (0.21) | — | — |
From net realized gain | — | (0.37) | — |
Total distributions | (0.21) | (0.37) | — |
Net asset value, end of period | $9.48 | $9.36 | $10.23 |
Total return (%)4 | 3.565 | (5.09) | 2.305 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $230 | $195 | $213 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 1.336 | 1.46 | 1.476 |
Expenses including reductions | 1.326 | 1.33 | 1.336 |
Net investment income (loss) | (1.30)6 | (0.76) | 0.606 |
Portfolio turnover (%) | 07 | 07 | 07 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 7-29-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%. |
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 19 |
20 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Short-term investments | $153,499,310 | — | $153,499,310 | — |
Total investments in securities | $153,499,310 | — | $153,499,310 | — |
Derivatives: | ||||
Assets | ||||
Futures | $10,544,854 | $10,544,854 | — | — |
Forward foreign currency contracts | 2,811,769 | — | $2,811,769 | — |
Liabilities | ||||
Futures | (1,955,636) | (1,640,823) | (314,813) | — |
Forward foreign currency contracts | (1,886,981) | — | (1,886,981) | — |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 21 |
22 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 23 |
24 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
Risk | Consolidated statement of assets and liabilities location | Financial instruments location | Assets derivatives fair value | Liabilities derivatives fair value |
Interest rate | Receivable/payable for futures variation margin1 | Futures | $548,773 | $(830,335) |
Commodity | Receivable/payable for futures variation margin1 | Futures | 9,312,368 | (365,405) |
Equity | Receivable/payable for futures variation margin1 | Futures | 683,713 | (759,896) |
Currency | Unrealized appreciation (depreciation) on forward foreign currency contracts | Forward foreign currency contracts | 2,811,769 | (1,886,981) |
$13,356,623 | $(3,842,617) |
1 | Reflects cumulative appreciation/depreciation on futures as disclosed in Consolidated Fund's investments. Only the period end variation margin is separately disclosed on the Consolidated statement of assets and liabilities. |
OTC Financial Instruments | Asset | Liability |
Forward foreign currency contracts | $2,811,769 | $(1,886,981) |
Totals | $2,811,769 | $(1,886,981) |
Counterparty | Assets | Liabilities | Total Market Value of OTC Derivatives | Collateral Posted by Counterparty1 | Collateral Posted by Fund1 | Net Exposure |
Bank of America, N.A. | $2,811,769 | $(1,886,981) | $924,788 | — | — | $924,788 |
1 Reflects collateral posted by the counterparty or posted by the fund, excluding any excess collateral amounts. |
Consolidated statement of operations location - Net realized gain (loss) on: | |||
Risk | Futures contracts | Forward foreign currency contracts | Total |
Interest rate | $(8,373,609) | — | $(8,373,609) |
Currency | (105,211) | $(7,511,390) | (7,616,601) |
Commodity | (2,363,954) | — | (2,363,954) |
Equity | 21,110,873 | — | 21,110,873 |
Total | $10,268,099 | $(7,511,390) | $2,756,709 |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 25 |
Consolidated statement of operations location - Change in net unrealized appreciation (depreciation) of: | |||
Risk | Futures contracts | Forward foreign currency contracts | Total |
Interest rate | $(1,534,438) | — | $(1,534,438) |
Currency | (47,106) | $522,213 | 475,107 |
Commodity | 6,424,020 | — | 6,424,020 |
Equity | 3,179,396 | — | 3,179,396 |
Total | $8,021,872 | $522,213 | $8,544,085 |
26 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
Class | Expense reduction |
Class A | $4 |
Class C | 2 |
Class I | 1,152 |
Class | Expense reduction |
Class R6 | $554 |
Class NAV | 10,203 |
Total | $11,915 |
Class | Rule 12b-1 Fee |
Class A | 0.25% |
Class C | 1.00% |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 27 |
Class | Distribution and service fees | Transfer agent fees |
Class A | $103 | $48 |
Class C | 269 | 32 |
Class I | — | 11,421 |
Class R6 | — | 2,956 |
Total | $372 | $14,457 |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 5,140 | $48,642 | 11,358 | $105,287 |
Distributions reinvested | 48 | 442 | 63 | 623 |
Repurchased | (415) | (4,001) | (9,172) | (85,184) |
Net increase | 4,773 | $45,083 | 2,249 | $20,726 |
Class C shares | ||||
Sold | — | — | 816 | $7,685 |
Distributions reinvested | 9 | $83 | — | — |
Net increase | 9 | $83 | 816 | $7,685 |
Class I shares | ||||
Sold | 249,177 | $2,360,035 | 3,287,305 | $31,965,858 |
Distributions reinvested | 48,317 | 445,003 | 13,679 | 135,553 |
Repurchased | (854,510) | (8,031,626) | (1,043,325) | (9,476,220) |
Net increase (decrease) | (557,016) | $(5,226,588) | 2,257,659 | $22,625,191 |
28 | JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class R6 shares | ||||
Sold | 9,171,668 | $86,919,898 | 3,482,862 | $33,233,641 |
Distributions reinvested | 79,088 | 728,398 | — | — |
Repurchased | (335,324) | (3,133,872) | (344,514) | (3,140,768) |
Net increase | 8,915,432 | $84,514,424 | 3,138,348 | $30,092,873 |
Class NAV shares | ||||
Sold | 3,206,665 | $30,113,983 | 2,704,228 | $24,971,639 |
Distributions reinvested | 484,526 | 4,462,481 | 773,746 | 7,675,564 |
Repurchased | (215,792) | (2,029,504) | (3,482,783) | (31,205,454) |
Net increase (decrease) | 3,475,399 | $32,546,960 | (4,809) | $1,441,749 |
Total net increase | 11,838,597 | $111,879,962 | 5,394,263 | $54,188,224 |
Fund | Affiliated Concentration |
John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 23.7% |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 14.8% |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 11.1% |
John Hancock Funds II Alternative Asset Allocation | 10.6% |
SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund | 29 |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining investors’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office performed audit testing of the LRMP which resulted in an assessment that the LRMP’s control environment was deemed to be operating effectively and in compliance with the Board approved procedures. |
30 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND | 31 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Kenneth G. Tropin
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
32 | JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF1639930 | 473SA 4/21 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 1 |
2 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 4/30/2021 (% of net assets) | |
Samsung Electronics Company, Ltd. | 4.9 |
Taiwan Semiconductor Manufacturing Company, Ltd. | 4.8 |
Tencent Holdings, Ltd. | 4.4 |
MediaTek, Inc. | 3.3 |
Alibaba Group Holding, Ltd. | 3.1 |
Sea, Ltd., ADR | 2.9 |
SK Hynix, Inc. | 2.7 |
Anglo American PLC | 2.7 |
Naspers, Ltd., N Shares | 2.6 |
LG Chem, Ltd. | 2.4 |
TOTAL | 33.8 |
Cash and cash equivalents are not included. |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 3 |
TOP 10 COUNTRIES AS OF 4/30/2021 (% of net assets) | |
China | 33.0 |
South Korea | 13.8 |
Taiwan | 12.1 |
India | 9.6 |
Hong Kong | 6.9 |
Russia | 4.9 |
Brazil | 3.2 |
Singapore | 2.9 |
United Kingdom | 2.7 |
South Africa | 2.6 |
TOTAL | 91.7 |
Cash and cash equivalents are not included. |
4 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | ||||||
1-year | 5-year | Since inception (6-16-15) | 6-month | 5-year | Since inception (6-16-15) | ||
Class A | 52.93 | 13.99 | 9.17 | 15.70 | 92.48 | 67.44 | |
Class C | 59.00 | 14.37 | 9.37 | 20.32 | 95.67 | 69.26 | |
Class I1 | 61.57 | 15.51 | 10.44 | 21.92 | 105.60 | 79.23 | |
Class R21 | 61.13 | 15.29 | 10.23 | 21.81 | 103.68 | 77.20 | |
Class R41 | 61.57 | 15.45 | 10.39 | 21.89 | 105.08 | 78.68 | |
Class R61 | 61.81 | 15.65 | 10.57 | 22.01 | 106.91 | 80.45 | |
Class NAV1 | 61.72 | 15.65 | 10.56 | 21.94 | 106.87 | 80.35 | |
Index† | 48.71 | 12.50 | 8.24 | 22.95 | 80.19 | 59.25 |
Class A | Class C | Class I | Class R2 | Class R4 | Class R6 | Class NAV | |
Gross (%) | 1.45 | 2.15 | 1.15 | 1.54 | 1.39 | 1.04 | 1.03 |
Net (%) | 1.29 | 1.99 | 0.99 | 1.38 | 1.13 | 0.88 | 0.87 |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 5 |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class C2 | 6-16-15 | 16,926 | 16,926 | 15,925 |
Class I1 | 6-16-15 | 17,923 | 17,923 | 15,925 |
Class R21 | 6-16-15 | 17,720 | 17,720 | 15,925 |
Class R41 | 6-16-15 | 17,868 | 17,868 | 15,925 |
Class R61 | 6-16-15 | 18,045 | 18,045 | 15,925 |
Class NAV1 | 6-16-15 | 18,035 | 18,035 | 15,925 |
1 | For certain types of investors, as described in the fund's prospectuses. |
2 | The contingent deferred sales charge is not applicable. |
6 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND ���| SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 7 |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during period ended 4-30-20211 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $1,217.60 | $6.93 | 1.26% |
Hypothetical example | 1,000.00 | 1,018.50 | 6.31 | 1.26% | |
Class C | Actual expenses/actual returns | 1,000.00 | 1,213.20 | 10.76 | 1.96% |
Hypothetical example | 1,000.00 | 1,015.10 | 9.79 | 1.96% | |
Class I | Actual expenses/actual returns | 1,000.00 | 1,219.20 | 5.28 | 0.96% |
Hypothetical example | 1,000.00 | 1,020.00 | 4.81 | 0.96% | |
Class R2 | Actual expenses/actual returns | 1,000.00 | 1,218.10 | 6.71 | 1.22% |
Hypothetical example | 1,000.00 | 1,018.70 | 6.11 | 1.22% | |
Class R4 | Actual expenses/actual returns | 1,000.00 | 1,218.90 | 5.56 | 1.01% |
Hypothetical example | 1,000.00 | 1,019.80 | 5.06 | 1.01% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 1,220.10 | 4.68 | 0.85% |
Hypothetical example | 1,000.00 | 1,020.60 | 4.26 | 0.85% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 1,219.40 | 4.62 | 0.84% |
Hypothetical example | 1,000.00 | 1,020.60 | 4.21 | 0.84% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
8 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT |
Shares | Value | ||||
Common stocks 90.7% | $1,958,509,610 | ||||
(Cost $1,287,985,279) | |||||
Argentina 0.8% | 18,063,128 | ||||
MercadoLibre, Inc. (A) | 11,498 | 18,063,128 | |||
Brazil 1.9% | 42,178,096 | ||||
Lojas Renner SA | 1,167,500 | 8,683,094 | |||
Magazine Luiza SA | 3,838,300 | 14,153,248 | |||
Pagseguro Digital, Ltd., Class A (A) | 422,863 | 19,341,754 | |||
China 33.0% | 712,187,772 | ||||
Airtac International Group | 453,000 | 18,906,502 | |||
Alibaba Group Holding, Ltd. (A) | 2,347,308 | 67,855,319 | |||
Alibaba Group Holding, Ltd., ADR (A) | 160,829 | 37,143,458 | |||
Bairong, Inc. (A)(B) | 3,080,000 | 7,890,573 | |||
Centre Testing International Group Company, Ltd., Class A | 3,291,243 | 16,601,390 | |||
China Conch Venture Holdings, Ltd. | 3,670,000 | 17,316,174 | |||
China Merchants Bank Company, Ltd., Class A | 2,754,773 | 22,381,542 | |||
China Tourism Group Duty Free Corp., Ltd., Class A | 381,416 | 18,303,627 | |||
Dada Nexus, Ltd., ADR (A) | 605,676 | 14,560,451 | |||
Glodon Company, Ltd., Class A | 1,828,196 | 20,553,941 | |||
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 922,487 | 22,208,909 | |||
JD.com, Inc., ADR (A) | 72,501 | 5,608,677 | |||
JD.com, Inc., Class A (A) | 817,184 | 31,558,465 | |||
Kingdee International Software Group Company, Ltd. (A) | 7,576,000 | 24,948,993 | |||
Li Ning Company, Ltd. | 2,657,500 | 21,567,426 | |||
LONGi Green Energy Technology Company, Ltd., Class A | 1,506,221 | 22,977,442 | |||
Lufax Holding, Ltd., ADR (A) | 2,033,875 | 24,203,113 | |||
Meituan, Class B (A)(B) | 884,700 | 33,861,289 | |||
NARI Technology Company, Ltd., Class A | 4,552,942 | 22,421,770 | |||
Ping An Bank Company, Ltd., Class A | 9,485,866 | 34,070,254 | |||
Ping An Healthcare and Technology Company, Ltd. (A)(B) | 1,540,300 | 17,971,995 | |||
Ping An Insurance Group Company of China, Ltd., H Shares | 3,086,500 | 33,649,868 | |||
TAL Education Group, ADR (A) | 384,456 | 21,894,769 | |||
Tencent Holdings, Ltd. | 1,184,100 | 94,458,072 | |||
Wuxi Biologics Cayman, Inc. (A)(B) | 2,743,500 | 38,512,691 | |||
Xinyi Solar Holdings, Ltd. | 12,448,000 | 20,761,062 | |||
Cyprus 0.7% | 15,527,711 | ||||
TCS Group Holding PLC, GDR | 268,459 | 15,527,711 | |||
Hong Kong 6.9% | 148,412,271 | ||||
AIA Group, Ltd. | 3,363,400 | 42,690,210 | |||
Alibaba Health Information Technology, Ltd. (A) | 8,602,000 | 26,182,747 | |||
China Resources Beer Holdings Company, Ltd. | 2,736,000 | 22,040,426 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 9 |
Shares | Value | ||||
Hong Kong (continued) | |||||
Hong Kong Exchanges & Clearing, Ltd. | 557,600 | $33,629,441 | |||
Techtronic Industries Company, Ltd. | 1,315,500 | 23,869,447 | |||
India 9.6% | 206,633,111 | ||||
HDFC Bank, Ltd. (A) | 2,162,780 | 41,110,234 | |||
Hindustan Unilever, Ltd. | 593,220 | 18,785,519 | |||
Housing Development Finance Corp., Ltd. | 606,441 | 19,856,237 | |||
ICICI Bank, Ltd. (A) | 4,460,234 | 36,081,866 | |||
Infosys, Ltd. | 1,174,884 | 21,261,344 | |||
Reliance Industries, Ltd. | 1,662,100 | 44,685,688 | |||
Reliance Industries, Ltd., Partly Paid Up Shares | 139,572 | 2,017,906 | |||
UltraTech Cement, Ltd. | 270,958 | 22,834,317 | |||
Mexico 2.0% | 43,318,717 | ||||
Grupo Financiero Banorte SAB de CV, Series O | 3,489,800 | 19,815,214 | |||
Wal-Mart de Mexico SAB de CV | 7,167,100 | 23,503,503 | |||
Poland 1.7% | 36,476,928 | ||||
Dino Polska SA (A)(B) | 231,464 | 15,017,155 | |||
InPost SA (A) | 1,126,192 | 21,459,773 | |||
Russia 4.9% | 105,797,150 | ||||
Fix Price Group, Ltd., GDR (A)(B) | 1,606,207 | 15,026,066 | |||
LUKOIL PJSC, ADR | 392,162 | 30,290,593 | |||
Sberbank of Russia PJSC, ADR | 1,345,511 | 21,218,708 | |||
X5 Retail Group NV, GDR | 436,515 | 13,400,210 | |||
Yandex NV, Class A (A) | 394,532 | 25,861,573 | |||
Singapore 2.9% | 62,413,746 | ||||
Sea, Ltd., ADR (A) | 247,144 | 62,413,746 | |||
South Africa 2.6% | 55,877,037 | ||||
Naspers, Ltd., N Shares | 245,527 | 55,877,037 | |||
South Korea 8.9% | 193,151,151 | ||||
LG Chem, Ltd. | 63,521 | 53,026,572 | |||
LG Household & Health Care, Ltd. | 22,935 | 31,676,195 | |||
NAVER Corp. | 156,515 | 50,401,282 | |||
SK Hynix, Inc. | 508,822 | 58,047,102 | |||
Taiwan 12.1% | 260,929,907 | ||||
ASE Technology Holding Company, Ltd. | 8,810,000 | 36,814,690 | |||
eMemory Technology, Inc. | 835,000 | 30,870,459 | |||
LandMark Optoelectronics Corp. | 2,175,000 | 19,116,592 | |||
MediaTek, Inc. | 1,643,000 | 70,325,280 | |||
Taiwan Semiconductor Manufacturing Company, Ltd. | 4,929,000 | 103,802,886 |
10 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
United Kingdom 2.7% | $57,542,885 | ||||
Anglo American PLC | 1,357,135 | 57,542,885 | |||
Preferred securities 6.2% | $133,909,077 | ||||
(Cost $63,477,031) | |||||
Brazil 1.3% | 28,363,444 | ||||
Itau Unibanco Holding SA | 5,596,500 | 28,363,444 | |||
South Korea 4.9% | 105,545,633 | ||||
Samsung Electronics Company, Ltd. | 1,607,594 | 105,545,633 | |||
Yield (%) | Shares | Value | |||
Short-term investments 3.2% | $69,717,302 | ||||
(Cost $69,717,302) | |||||
Short-term funds 3.2% | 69,717,302 | ||||
JPMorgan U.S. Treasury Plus Money Market Fund, Institutional Class | 0.0100(C) | 69,717,302 | 69,717,302 |
Total investments (Cost $1,421,179,612) 100.1% | $2,162,135,989 | ||||
Other assets and liabilities, net (0.1%) | (1,907,708) | ||||
Total net assets 100.0% | $2,160,228,281 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 11 |
Assets | |
Unaffiliated investments, at value (Cost $1,421,179,612) | $2,162,135,989 |
Foreign currency, at value (Cost $3,793,681) | 3,794,800 |
Dividends and interest receivable | 2,622,228 |
Receivable for fund shares sold | 2,902,046 |
Other assets | 113,402 |
Total assets | 2,171,568,465 |
Liabilities | |
Foreign capital gains tax payable | 7,154,869 |
Payable for investments purchased | 3,767,994 |
Payable for fund shares repurchased | 65,000 |
Payable to affiliates | |
Accounting and legal services fees | 114,304 |
Transfer agent fees | 11,242 |
Distribution and service fees | 110 |
Trustees' fees | 1,661 |
Other liabilities and accrued expenses | 225,004 |
Total liabilities | 11,340,184 |
Net assets | $2,160,228,281 |
Net assets consist of | |
Paid-in capital | $1,242,188,763 |
Total distributable earnings (loss) | 918,039,518 |
Net assets | $2,160,228,281 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($15,827,784 ÷ 1,038,326 shares)1 | $15.24 |
Class C ($2,386,492 ÷ 160,228 shares)1 | $14.89 |
Class I ($94,895,232 ÷ 6,213,188 shares) | $15.27 |
Class R2 ($168,763 ÷ 11,079 shares) | $15.23 |
Class R4 ($113,587 ÷ 7,443 shares) | $15.26 |
Class R6 ($20,669,634 ÷ 1,352,806 shares) | $15.28 |
Class NAV ($2,026,166,789 ÷ 132,645,350 shares) | $15.28 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $16.04 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
12 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Investment income | |
Dividends | $10,518,185 |
Interest | 4,867 |
Less foreign taxes withheld | (1,560,112) |
Total investment income | 8,962,940 |
Expenses | |
Investment management fees | 9,352,309 |
Distribution and service fees | 20,785 |
Accounting and legal services fees | 206,859 |
Transfer agent fees | 42,786 |
Trustees' fees | 17,906 |
Custodian fees | 422,104 |
State registration fees | 47,771 |
Printing and postage | 15,956 |
Professional fees | 48,385 |
Other | 83,571 |
Total expenses | 10,258,432 |
Less expense reductions | (1,496,777) |
Net expenses | 8,761,655 |
Net investment income | 201,285 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | 201,172,6671 |
201,172,667 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 208,577,8282 |
208,577,828 | |
Net realized and unrealized gain | 409,750,495 |
Increase in net assets from operations | $409,951,780 |
1 | Net of foreign taxes of $(1,666,087). |
2 | Net of $2,256,916 increase in deferred India withholding taxes. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 13 |
Six months ended 4-30-21 (unaudited) | Year ended 10-31-20 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment income | $201,285 | $8,520,332 |
Net realized gain | 201,172,667 | 119,771,208 |
Change in net unrealized appreciation (depreciation) | 208,577,828 | 244,087,057 |
Increase in net assets resulting from operations | 409,951,780 | 372,378,597 |
Distributions to shareholders | ||
From earnings | ||
Class A | (268,351) | (72,935) |
Class C | (25,935) | (2,533) |
Class I | (1,759,952) | (5,271) |
Class R2 | (4,133) | (1,731) |
Class R4 | (3,889) | (1,313) |
Class R6 | (96,767) | (28,750) |
Class NAV | (81,597,938) | (48,499,558) |
Total distributions | (83,756,965) | (48,612,091) |
From fund share transactions | (9,364,500) | (495,095,024) |
Total increase (decrease) | 316,830,315 | (171,328,518) |
Net assets | ||
Beginning of period | 1,843,397,966 | 2,014,726,484 |
End of period | $2,160,228,281 | $1,843,397,966 |
14 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $12.99 | $10.95 | $10.19 | $11.85 | $9.29 | $8.99 |
Net investment income (loss)2 | (0.03)3 | —4 | 0.19 | 0.10 | 0.04 | 0.02 |
Net realized and unrealized gain (loss) on investments | 2.84 | 2.27 | 1.27 | (1.59) | 2.53 | 0.28 |
Total from investment operations | 2.81 | 2.27 | 1.46 | (1.49) | 2.57 | 0.30 |
Less distributions | ||||||
From net investment income | (0.07) | (0.23) | (0.04) | (0.04) | (0.01) | — |
From net realized gain | (0.49) | — | (0.66) | (0.13) | — | — |
Total distributions | (0.56) | (0.23) | (0.70) | (0.17) | (0.01) | — |
Net asset value, end of period | $15.24 | $12.99 | $10.95 | $10.19 | $11.85 | $9.29 |
Total return (%)5,6 | 21.767 | 21.04 | 15.56 | (12.79) | 27.78 | 3.34 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $16 | $4 | $3 | $3 | $3 | $—8 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.419 | 1.44 | 1.42 | 1.44 | 1.51 | 1.58 |
Expenses including reductions | 1.269 | 1.43 | 1.42 | 1.44 | 1.50 | 1.50 |
Net investment income (loss) | (0.44)3,9 | 0.02 | 1.80 | 0.87 | 0.37 | 0.24 |
Portfolio turnover (%) | 27 | 54 | 38 | 50 | 54 | 42 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Net investment income is affected by the timing and frequency of the declaration of dividends by the securities in which the fund invests. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Does not reflect the effect of sales charges, if any. |
7 | Not annualized. |
8 | Less than $500,000. |
9 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 15 |
CLASS C SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $12.69 | $10.71 | $10.00 | $11.68 | $9.20 | $8.97 |
Net investment income (loss)2 | (0.09)3 | (0.08) | 0.11 | —4 | (0.05) | (0.03) |
Net realized and unrealized gain (loss) on investments | 2.78 | 2.22 | 1.26 | (1.55) | 2.53 | 0.26 |
Total from investment operations | 2.69 | 2.14 | 1.37 | (1.55) | 2.48 | 0.23 |
Less distributions | ||||||
From net investment income | — | (0.16) | — | — | — | — |
From net realized gain | (0.49) | — | (0.66) | (0.13) | — | — |
Total distributions | (0.49) | (0.16) | (0.66) | (0.13) | — | — |
Net asset value, end of period | $14.89 | $12.69 | $10.71 | $10.00 | $11.68 | $9.20 |
Total return (%)5,6 | 21.327 | 20.26 | 14.74 | (13.44) | 26.96 | 2.56 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $2 | $1 | $—8 | $—8 | $—8 | $—8 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 2.119 | 2.14 | 2.12 | 2.14 | 2.21 | 2.28 |
Expenses including reductions | 1.969 | 2.13 | 2.12 | 2.14 | 2.20 | 2.20 |
Net investment income (loss) | (1.16)3,9 | (0.70) | 1.08 | (0.03) | (0.53) | (0.36) |
Portfolio turnover (%) | 27 | 54 | 38 | 50 | 54 | 42 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Net investment income is affected by the timing and frequency of the declaration of dividends by the securities in which the fund invests. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Does not reflect the effect of sales charges, if any. |
7 | Not annualized. |
8 | Less than $500,000. |
9 | Annualized. |
16 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS I SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.03 | $10.98 | $10.22 | $11.89 | $9.31 | $9.00 |
Net investment income (loss)2 | (0.02)3 | 0.01 | 0.26 | 0.12 | 0.07 | 0.05 |
Net realized and unrealized gain (loss) on investments | 2.85 | 2.30 | 1.24 | (1.59) | 2.55 | 0.27 |
Total from investment operations | 2.83 | 2.31 | 1.50 | (1.47) | 2.62 | 0.32 |
Less distributions | ||||||
From net investment income | (0.10) | (0.26) | (0.08) | (0.07) | (0.04) | (0.01) |
From net realized gain | (0.49) | — | (0.66) | (0.13) | — | — |
Total distributions | (0.59) | (0.26) | (0.74) | (0.20) | (0.04) | (0.01) |
Net asset value, end of period | $15.27 | $13.03 | $10.98 | $10.22 | $11.89 | $9.31 |
Total return (%)4 | 21.925 | 21.51 | 15.81 | (12.52) | 28.15 | 3.53 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $95 | $6 | $—6 | $—6 | $—6 | $—6 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.117 | 1.14 | 1.13 | 1.15 | 1.20 | 1.26 |
Expenses including reductions | 0.967 | 1.12 | 1.12 | 1.15 | 1.20 | 1.25 |
Net investment income (loss) | (0.20)3,7 | 0.07 | 2.53 | 0.97 | 0.66 | 0.63 |
Portfolio turnover (%) | 27 | 54 | 38 | 50 | 54 | 42 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Net investment income is affected by the timing and frequency of the declaration of dividends by the securities in which the fund invests. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Less than $500,000. |
7 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 17 |
CLASS R2 SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $12.98 | $10.95 | $10.19 | $11.86 | $9.30 | $8.99 |
Net investment income (loss)2 | (0.03)3 | 0.01 | 0.21 | 0.09 | 0.05 | 0.04 |
Net realized and unrealized gain (loss) on investments | 2.84 | 2.26 | 1.27 | (1.58) | 2.54 | 0.27 |
Total from investment operations | 2.81 | 2.27 | 1.48 | (1.49) | 2.59 | 0.31 |
Less distributions | ||||||
From net investment income | (0.07) | (0.24) | (0.06) | (0.05) | (0.03) | — |
From net realized gain | (0.49) | — | (0.66) | (0.13) | — | — |
Total distributions | (0.56) | (0.24) | (0.72) | (0.18) | (0.03) | — |
Net asset value, end of period | $15.23 | $12.98 | $10.95 | $10.19 | $11.86 | $9.30 |
Total return (%)4 | 21.815 | 21.15 | 15.67 | (12.74) | 27.94 | 3.45 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $—6 | $—6 | $—6 | $—6 | $—6 | $—6 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.377 | 1.42 | 1.34 | 1.30 | 1.36 | 1.42 |
Expenses including reductions | 1.227 | 1.40 | 1.33 | 1.29 | 1.35 | 1.41 |
Net investment income (loss) | (0.34)3,7 | 0.05 | 2.02 | 0.71 | 0.47 | 0.44 |
Portfolio turnover (%) | 27 | 54 | 38 | 50 | 54 | 42 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Net investment income is affected by the timing and frequency of the declaration of dividends by the securities in which the fund invests. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Less than $500,000. |
7 | Annualized. |
18 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R4 SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.02 | $10.97 | $10.21 | $11.88 | $9.31 | $8.99 |
Net investment income (loss)2 | (0.01)3 | 0.03 | 0.20 | 0.10 | 0.06 | 0.05 |
Net realized and unrealized gain (loss) on investments | 2.84 | 2.27 | 1.29 | (1.58) | 2.55 | 0.27 |
Total from investment operations | 2.83 | 2.30 | 1.49 | (1.48) | 2.61 | 0.32 |
Less distributions | ||||||
From net investment income | (0.10) | (0.25) | (0.07) | (0.06) | (0.04) | —4 |
From net realized gain | (0.49) | — | (0.66) | (0.13) | — | — |
Total distributions | (0.59) | (0.25) | (0.73) | (0.19) | (0.04) | —4 |
Net asset value, end of period | $15.26 | $13.02 | $10.97 | $10.21 | $11.88 | $9.31 |
Total return (%)5 | 21.896 | 21.47 | 15.77 | (12.58) | 28.04 | 3.59 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $—7 | $—7 | $—7 | $—7 | $—7 | $—7 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.268 | 1.29 | 1.28 | 1.31 | 1.36 | 1.42 |
Expenses including reductions | 1.018 | 1.17 | 1.17 | 1.20 | 1.26 | 1.31 |
Net investment income (loss) | (0.16)3,8 | 0.26 | 1.93 | 0.82 | 0.59 | 0.54 |
Portfolio turnover (%) | 27 | 54 | 38 | 50 | 54 | 42 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Net investment income is affected by the timing and frequency of the declaration of dividends by the securities in which the fund invests. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 19 |
CLASS R6 SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.04 | $10.99 | $10.22 | $11.89 | $9.32 | $9.00 |
Net investment income2 | —3,4 | 0.05 | 0.26 | 0.17 | 0.09 | 0.06 |
Net realized and unrealized gain (loss) on investments | 2.85 | 2.27 | 1.26 | (1.63) | 2.53 | 0.27 |
Total from investment operations | 2.85 | 2.32 | 1.52 | (1.46) | 2.62 | 0.33 |
Less distributions | ||||||
From net investment income | (0.12) | (0.27) | (0.09) | (0.08) | (0.05) | (0.01) |
From net realized gain | (0.49) | — | (0.66) | (0.13) | — | — |
Total distributions | (0.61) | (0.27) | (0.75) | (0.21) | (0.05) | (0.01) |
Net asset value, end of period | $15.28 | $13.04 | $10.99 | $10.22 | $11.89 | $9.32 |
Total return (%)5 | 22.016 | 21.61 | 16.08 | (12.52) | 28.33 | 3.69 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $21 | $2 | $1 | $1 | $—7 | $—7 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.008 | 1.03 | 1.02 | 1.05 | 1.11 | 1.17 |
Expenses including reductions | 0.858 | 1.02 | 1.01 | 1.04 | 1.10 | 1.14 |
Net investment income (loss) | (0.06)3,8 | 0.48 | 2.48 | 1.45 | 0.88 | 0.71 |
Portfolio turnover (%) | 27 | 54 | 38 | 50 | 54 | 42 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Net investment income is affected by the timing and frequency of the declaration of dividends by the securities in which the fund invests. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
20 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS NAV SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $13.04 | $10.99 | $10.22 | $11.89 | $9.32 | $9.00 |
Net investment income2 | —3,4 | 0.05 | 0.24 | 0.14 | 0.08 | 0.07 |
Net realized and unrealized gain (loss) on investments | 2.85 | 2.27 | 1.28 | (1.60) | 2.54 | 0.26 |
Total from investment operations | 2.85 | 2.32 | 1.52 | (1.46) | 2.62 | 0.33 |
Less distributions | ||||||
From net investment income | (0.12) | (0.27) | (0.09) | (0.08) | (0.05) | (0.01) |
From net realized gain | (0.49) | — | (0.66) | (0.13) | — | — |
Total distributions | (0.61) | (0.27) | (0.75) | (0.21) | (0.05) | (0.01) |
Net asset value, end of period | $15.28 | $13.04 | $10.99 | $10.22 | $11.89 | $9.32 |
Total return (%)5 | 21.946 | 21.62 | 16.10 | (12.51) | 28.33 | 3.65 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $2,026 | $1,830 | $2,010 | $1,010 | $1,076 | $859 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.997 | 1.02 | 1.01 | 1.04 | 1.10 | 1.15 |
Expenses including reductions | 0.847 | 1.00 | 1.00 | 1.03 | 1.09 | 1.14 |
Net investment income | 0.033,7 | 0.46 | 2.29 | 1.18 | 0.75 | 0.77 |
Portfolio turnover (%) | 27 | 54 | 38 | 50 | 54 | 42 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Net investment income is affected by the timing and frequency of the declaration of dividends by the securities in which the fund invests. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Not annualized. |
7 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 21 |
22 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Argentina | $18,063,128 | $18,063,128 | — | — |
Brazil | 42,178,096 | 42,178,096 | — | — |
China | 712,187,772 | 103,410,468 | $608,777,304 | — |
Cyprus | 15,527,711 | — | 15,527,711 | — |
Hong Kong | 148,412,271 | — | 148,412,271 | — |
India | 206,633,111 | — | 206,633,111 | — |
Mexico | 43,318,717 | 43,318,717 | — | — |
Poland | 36,476,928 | — | 36,476,928 | — |
Russia | 105,797,150 | 77,370,874 | 28,426,276 | — |
Singapore | 62,413,746 | 62,413,746 | — | — |
South Africa | 55,877,037 | — | 55,877,037 | — |
South Korea | 193,151,151 | — | 193,151,151 | — |
Taiwan | 260,929,907 | — | 260,929,907 | — |
United Kingdom | 57,542,885 | — | 57,542,885 | — |
Preferred securities | ||||
Brazil | 28,363,444 | 28,363,444 | — | — |
South Korea | 105,545,633 | — | 105,545,633 | — |
Short-term investments | 69,717,302 | 69,717,302 | — | — |
Total investments in securities | $2,162,135,989 | $444,835,775 | $1,717,300,214 | — |
SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 23 |
24 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 25 |
Class | Expense reduction |
Class A | $6,905 |
Class C | 986 |
Class I | 45,907 |
Class R2 | 82 |
Class | Expense reduction |
Class R4 | $80 |
Class R6 | 4,055 |
Class NAV | 1,438,707 |
Total | $1,496,722 |
26 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
Class | Rule 12b-1 Fee | Service fee |
Class A | 0.30% | — |
Class C | 1.00% | — |
Class R2 | 0.25% | 0.25% |
Class R4 | 0.25% | 0.10% |
Class | Distribution and service fees | Transfer agent fees |
Class A | $13,900 | $5,464 |
Class C | 6,536 | 773 |
Class I | — | 36,270 |
Class R2 | 209 | 6 |
SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 27 |
Class | Distribution and service fees | Transfer agent fees |
Class R4 | $140 | $5 |
Class R6 | — | 268 |
Total | $20,785 | $42,786 |
Borrower or Lender | Weighted Average Loan Balance | Days Outstanding | Weighted Average Interest Rate | Interest Income (Expense) |
Borrower | $14,600,000 | 2 | 0.670% | ($543) |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 863,554 | $13,156,485 | 139,798 | $1,561,072 |
Distributions reinvested | 18,647 | 268,323 | 6,518 | 72,935 |
Repurchased | (159,789) | (2,417,372) | (148,124) | (1,612,751) |
Net increase (decrease) | 722,412 | $11,007,436 | (1,808) | $21,256 |
Class C shares | ||||
Sold | 118,329 | $1,789,999 | 50,376 | $565,611 |
Distributions reinvested | 1,841 | 25,935 | 230 | 2,533 |
Repurchased | (7,520) | (110,311) | (19,279) | (190,417) |
Net increase | 112,650 | $1,705,623 | 31,327 | $377,727 |
Class I shares | ||||
Sold | 5,899,740 | $87,689,957 | 585,025 | $6,988,867 |
Distributions reinvested | 122,219 | 1,759,952 | 374 | 4,185 |
Repurchased | (305,869) | (4,695,941) | (107,234) | (1,241,646) |
Net increase | 5,716,090 | $84,753,968 | 478,165 | $5,751,406 |
28 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class R2 shares | ||||
Sold | 3,571 | $54,969 | 26 | $289 |
Distributions reinvested | 124 | 1,785 | 66 | 735 |
Repurchased | (1) | (11) | (1) | (10) |
Net increase | 3,694 | $56,743 | 91 | $1,014 |
Class R4 shares | ||||
Sold | 1,953 | $30,271 | 1,363 | $16,693 |
Distributions reinvested | 99 | 1,430 | 23 | 252 |
Repurchased | (1,082) | (16,415) | (112) | (1,202) |
Net increase | 970 | $15,286 | 1,274 | $15,743 |
Class R6 shares | ||||
Sold | 1,248,917 | $19,001,334 | 65,146 | $718,327 |
Distributions reinvested | 6,720 | 96,767 | 2,571 | 28,750 |
Repurchased | (57,300) | (855,894) | (19,215) | (226,535) |
Net increase | 1,198,337 | $18,242,207 | 48,502 | $520,542 |
Class NAV shares | ||||
Sold | 10,127,520 | $154,190,935 | 6,959,025 | $71,877,442 |
Distributions reinvested | 5,670,461 | 81,597,938 | 4,338,065 | 48,499,558 |
Repurchased | (23,541,273) | (360,934,636) | (53,845,381) | (622,159,712) |
Net decrease | (7,743,292) | $(125,145,763) | (42,548,291) | $(501,782,712) |
Total net increase (decrease) | 10,861 | $(9,364,500) | (41,990,740) | $(495,095,024) |
SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund | 29 |
Fund | Affiliated Concentration |
John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 22.2% |
John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio | 16.5% |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 13.1% |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 12.4% |
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio | 8.1% |
30 | JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining investors’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office performed audit testing of the LRMP which resulted in an assessment that the LRMP’s control environment was deemed to be operating effectively and in compliance with the Board approved procedures. |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 31 |
32 | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Kathryn Langridge
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND | 33 |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF1639954 | 456SA 4/21 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | 1 |
2 | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 4/30/2021 (% of net assets) | |
Taiwan Semiconductor Manufacturing Company, Ltd., ADR | 3.4 |
Alibaba Group Holding, Ltd., ADR | 3.1 |
AXA SA | 2.4 |
SAP SE | 2.4 |
ING Groep NV | 2.3 |
SK Hynix, Inc. | 2.3 |
Unilever PLC (Euronext Amsterdam Exchange) | 2.2 |
Naspers, Ltd., N Shares | 2.1 |
Roche Holding AG | 2.1 |
SK Telecom Company, Ltd., ADR | 2.0 |
TOTAL | 24.3 |
Cash and cash equivalents are not included. |
SEMIANNUAL REPORT | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | 3 |
TOP 10 COUNTRIES AS OF 4/30/2021 (% of net assets) | |
Japan | 11.9 |
United Kingdom | 11.2 |
China | 9.6 |
Germany | 8.0 |
South Korea | 7.4 |
France | 6.2 |
Taiwan | 5.1 |
Hong Kong | 4.4 |
Denmark | 4.0 |
Switzerland | 3.5 |
TOTAL | 71.3 |
Cash and cash equivalents are not included. |
4 | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | SEMIANNUAL REPORT |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | |||
1-year | Since inception (12-14-16) | 6-month | Since inception (12-14-16) | |
Class A | 39.20 | 12.30 | 13.84 | 66.16 |
Class I1 | 47.00 | 13.93 | 20.03 | 76.97 |
Class R61 | 47.22 | 14.04 | 20.12 | 77.76 |
Index† | 42.98 | 10.47 | 27.40 | 54.65 |
Class A | Class I | Class R6 | |
Gross (%) | 1.59 | 1.34 | 1.23 |
Net (%) | 1.28 | 1.03 | 0.92 |
SEMIANNUAL REPORT | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | 5 |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class I1 | 12-14-16 | 17,697 | 17,697 | 15,465 |
Class R61 | 12-14-16 | 17,776 | 17,776 | 15,465 |
1 | For certain types of investors, as described in the fund's prospectus. |
6 | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | 7 |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during period ended 4-30-20211 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $1,198.30 | $6.98 | 1.28% |
Hypothetical example | 1,000.00 | 1,018.40 | 6.41 | 1.28% | |
Class I | Actual expenses/actual returns | 1,000.00 | 1,200.30 | 5.62 | 1.03% |
Hypothetical example | 1,000.00 | 1,019.70 | 5.16 | 1.03% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 1,201.20 | 5.02 | 0.92% |
Hypothetical example | 1,000.00 | 1,020.20 | 4.61 | 0.92% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
8 | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | SEMIANNUAL REPORT |
Shares | Value | ||||
Common stocks 95.7% | $80,144,247 | ||||
(Cost $60,955,041) | |||||
Australia 1.8% | 1,545,837 | ||||
Macquarie Group, Ltd. | 12,541 | 1,545,837 | |||
Belgium 1.7% | 1,381,262 | ||||
Umicore SA | 22,732 | 1,381,262 | |||
Brazil 1.2% | 999,465 | ||||
Itau Unibanco Holding SA, ADR | 199,893 | 999,465 | |||
Canada 1.7% | 1,418,640 | ||||
Canadian Pacific Railway, Ltd. | 3,802 | 1,418,640 | |||
China 9.6% | 8,028,426 | ||||
Alibaba Group Holding, Ltd., ADR (A) | 11,309 | 2,611,814 | |||
BYD Company, Ltd., H Shares | 36,500 | 759,000 | |||
Ping An Insurance Group Company of China, Ltd., H Shares | 154,300 | 1,682,221 | |||
Trip.com Group, Ltd., ADR (A) | 21,985 | 859,174 | |||
Weichai Power Company, Ltd., H Shares | 358,000 | 828,658 | |||
Xinyi Solar Holdings, Ltd. | 772,000 | 1,287,559 | |||
Denmark 4.0% | 3,362,766 | ||||
Novo Nordisk A/S, B Shares | 12,097 | 892,365 | |||
Orsted A/S (B) | 5,778 | 839,918 | |||
Vestas Wind Systems A/S | 39,535 | 1,630,483 | |||
Finland 1.4% | 1,148,445 | ||||
Sampo OYJ, A Shares | 24,211 | 1,148,445 | |||
France 6.2% | 5,176,841 | ||||
Air Liquide SA | 5,013 | 844,205 | |||
AXA SA | 70,947 | 2,003,911 | |||
Schneider Electric SE | 9,488 | 1,513,873 | |||
Valeo SA | 25,145 | 814,852 | |||
Germany 8.0% | 6,722,865 | ||||
adidas AG (A) | 4,181 | 1,291,353 | |||
Deutsche Telekom AG | 59,515 | 1,145,375 | |||
Infineon Technologies AG | 37,259 | 1,494,114 | |||
SAP SE | 14,263 | 1,997,124 | |||
Vonovia SE | 12,098 | 794,899 | |||
Hong Kong 4.4% | 3,695,646 | ||||
AIA Group, Ltd. | 104,200 | 1,322,566 | |||
China Traditional Chinese Medicine Holdings Company, Ltd. | 1,834,000 | 1,047,165 | |||
Hang Lung Properties, Ltd. | 486,000 | 1,325,915 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | 9 |
Shares | Value | ||||
India 1.8% | $1,518,118 | ||||
HDFC Bank, Ltd., ADR (A) | 21,601 | 1,518,118 | |||
Indonesia 1.7% | 1,406,114 | ||||
Bank Rakyat Indonesia Persero Tbk PT | 5,024,797 | 1,406,114 | |||
Ireland 1.4% | 1,153,771 | ||||
Kerry Group PLC, Class A | 230 | 29,813 | |||
Kerry Group PLC, Class A (London Stock Exchange) | 8,685 | 1,123,958 | |||
Japan 11.9% | 9,935,846 | ||||
Daikin Industries, Ltd. | 6,000 | 1,210,289 | |||
Hoya Corp. | 11,820 | 1,343,524 | |||
Nippon Telegraph & Telephone Corp. | 44,600 | 1,124,495 | |||
ORIX Corp. | 98,100 | 1,583,713 | |||
Recruit Holdings Company, Ltd. | 18,099 | 816,039 | |||
Shimano, Inc. | 4,000 | 914,620 | |||
Shiseido Company, Ltd. | 12,400 | 902,364 | |||
TDK Corp. | 7,000 | 949,291 | |||
Yamaha Corp. | 20,000 | 1,091,511 | |||
Netherlands 2.3% | 1,965,787 | ||||
ING Groep NV | 153,877 | 1,965,787 | |||
Russia 1.4% | 1,210,840 | ||||
Yandex NV, Class A (A) | 18,472 | 1,210,840 | |||
Singapore 1.7% | 1,438,055 | ||||
Oversea-Chinese Banking Corp., Ltd. | 157,310 | 1,438,055 | |||
South Africa 2.1% | 1,765,566 | ||||
Naspers, Ltd., N Shares | 7,758 | 1,765,566 | |||
South Korea 7.4% | 6,187,699 | ||||
LG Chem, Ltd. | 1,755 | 1,465,053 | |||
LG Household & Health Care, Ltd. | 781 | 1,078,662 | |||
SK Hynix, Inc. | 17,013 | 1,940,866 | |||
SK Telecom Company, Ltd., ADR | 56,695 | 1,703,118 | |||
Sweden 2.9% | 2,402,910 | ||||
Atlas Copco AB, B Shares | 23,478 | 1,218,249 | |||
Essity AB, B Shares | 36,297 | 1,184,661 | |||
Switzerland 3.5% | 2,938,925 | ||||
Novartis AG | 14,133 | 1,206,059 | |||
Roche Holding AG | 5,313 | 1,732,866 | |||
Taiwan 5.1% | 4,307,191 | ||||
Delta Electronics, Inc. | 135,000 | 1,446,244 | |||
Taiwan Semiconductor Manufacturing Company, Ltd., ADR | 24,507 | 2,860,947 |
10 | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Thailand 1.3% | $1,064,126 | ||||
Kasikornbank PCL | 249,500 | 1,064,126 | |||
United Kingdom 11.2% | 9,369,106 | ||||
Barratt Developments PLC | 133,450 | 1,422,871 | |||
Croda International PLC | 9,272 | 866,186 | |||
Dechra Pharmaceuticals PLC | 16,053 | 894,180 | |||
DS Smith PLC | 197,145 | 1,145,920 | |||
Ferguson PLC | 10,686 | 1,347,778 | |||
GlaxoSmithKline PLC, ADR | 28,505 | 1,064,377 | |||
Spirax-Sarco Engineering PLC | 4,876 | 795,877 | |||
Unilever PLC (Euronext Amsterdam Exchange) | 31,373 | 1,831,917 |
Total investments (Cost $60,955,041) 95.7% | $80,144,247 | ||||
Other assets and liabilities, net 4.3% | 3,596,833 | ||||
Total net assets 100.0% | $83,741,080 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | 11 |
Assets | |
Unaffiliated investments, at value (Cost $60,955,041) | $80,144,247 |
Cash | 2,050,900 |
Dividends and interest receivable | 330,076 |
Receivable for fund shares sold | 1,465,449 |
Receivable from affiliates | 459 |
Other assets | 42,085 |
Total assets | 84,033,216 |
Liabilities | |
Payable for investments purchased | 138,587 |
Payable for fund shares repurchased | 75,020 |
Payable to affiliates | |
Accounting and legal services fees | 4,328 |
Transfer agent fees | 8,296 |
Trustees' fees | 73 |
Other liabilities and accrued expenses | 65,832 |
Total liabilities | 292,136 |
Net assets | $83,741,080 |
Net assets consist of | |
Paid-in capital | $62,156,090 |
Total distributable earnings (loss) | 21,584,990 |
Net assets | $83,741,080 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($2,097,334 ÷ 126,702 shares)1 | $16.55 |
Class I ($80,756,303 ÷ 4,870,296 shares) | $16.58 |
Class R6 ($887,443 ÷ 53,490 shares) | $16.59 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $17.42 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
12 | JOHN HANCOCK ESG International Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Investment income | |
Dividends | $678,939 |
Interest | 842 |
Less foreign taxes withheld | (65,229) |
Total investment income | 614,552 |
Expenses | |
Investment management fees | 333,621 |
Distribution and service fees | 7,617 |
Accounting and legal services fees | 7,881 |
Transfer agent fees | 45,574 |
Trustees' fees | 742 |
Custodian fees | 27,097 |
State registration fees | 26,590 |
Printing and postage | 11,312 |
Professional fees | 29,627 |
Other | 10,037 |
Total expenses | 500,098 |
Less expense reductions | (89,343) |
Net expenses | 410,755 |
Net investment income | 203,797 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | 5,321,840 |
5,321,840 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 7,030,719 |
7,030,719 | |
Net realized and unrealized gain | 12,352,559 |
Increase in net assets from operations | $12,556,356 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG International Equity Fund | 13 |
Six months ended 4-30-21 (unaudited) | Year ended 10-31-20 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment income | $203,797 | $340,678 |
Net realized gain (loss) | 5,321,840 | (2,144,034) |
Change in net unrealized appreciation (depreciation) | 7,030,719 | 7,131,778 |
Increase in net assets resulting from operations | 12,556,356 | 5,328,422 |
Distributions to shareholders | ||
From earnings | ||
Class A | (32,655) | (134,601) |
Class I | (434,605) | (1,098,472) |
Class R6 | (4,428) | (53,099) |
Total distributions | (471,688) | (1,286,172) |
From fund share transactions | 9,876,561 | (1,575,962) |
Total increase | 21,961,229 | 2,466,288 |
Net assets | ||
Beginning of period | 61,779,851 | 59,313,563 |
End of period | $83,741,080 | $61,779,851 |
14 | JOHN HANCOCK ESG International Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-172 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.87 | $12.78 | $11.63 | $12.96 | $10.00 |
Net investment income (loss)3 | (0.02) | 0.05 | 0.26 | 0.14 | 0.13 |
Net realized and unrealized gain (loss) on investments | 2.77 | 1.29 | 1.17 | (1.37) | 2.83 |
Total from investment operations | 2.75 | 1.34 | 1.43 | (1.23) | 2.96 |
Less distributions | |||||
From net investment income | (0.07) | (0.25) | (0.11) | (0.04) | — |
From net realized gain | — | — | (0.17) | (0.06) | — |
Total distributions | (0.07) | (0.25) | (0.28) | (0.10) | — |
Net asset value, end of period | $16.55 | $13.87 | $12.78 | $11.63 | $12.96 |
Total return (%)4,5 | 19.836 | 10.59 | 12.62 | (9.55) | 29.606 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $2 | $6 | $7 | $7 | $6 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 1.517 | 1.59 | 1.62 | 1.62 | 2.117 |
Expenses including reductions | 1.287 | 1.29 | 1.28 | 1.27 | 1.287 |
Net investment income (loss) | (0.19)7 | 0.36 | 2.12 | 1.06 | 1.277 |
Portfolio turnover (%) | 24 | 34 | 32 | 19 | 10 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 12-14-16 (commencement of operations) to 10-31-17. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG International Equity Fund | 15 |
CLASS I SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-172 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.90 | $12.80 | $11.66 | $13.00 | $10.00 |
Net investment income3 | 0.05 | 0.08 | 0.28 | 0.17 | 0.11 |
Net realized and unrealized gain (loss) on investments | 2.73 | 1.30 | 1.17 | (1.38) | 2.89 |
Total from investment operations | 2.78 | 1.38 | 1.45 | (1.21) | 3.00 |
Less distributions | |||||
From net investment income | (0.10) | (0.28) | (0.14) | (0.07) | — |
From net realized gain | — | — | (0.17) | (0.06) | — |
Total distributions | (0.10) | (0.28) | (0.31) | (0.13) | — |
Net asset value, end of period | $16.58 | $13.90 | $12.80 | $11.66 | $13.00 |
Total return (%)4 | 20.035 | 10.90 | 12.84 | (9.37) | 30.005 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $81 | $55 | $50 | $48 | $48 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 1.266 | 1.34 | 1.38 | 1.38 | 1.856 |
Expenses including reductions | 1.036 | 1.04 | 1.04 | 1.03 | 1.026 |
Net investment income | 0.586 | 0.62 | 2.31 | 1.28 | 1.076 |
Portfolio turnover (%) | 24 | 34 | 32 | 19 | 10 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 12-14-16 (commencement of operations) to 10-31-17. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
16 | JOHN HANCOCK ESG International Equity Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R6 SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-172 |
Per share operating performance | |||||
Net asset value, beginning of period | $13.91 | $12.81 | $11.67 | $13.00 | $10.00 |
Net investment income3 | 0.05 | 0.06 | 0.31 | 0.18 | 0.17 |
Net realized and unrealized gain (loss) on investments | 2.75 | 1.33 | 1.15 | (1.37) | 2.83 |
Total from investment operations | 2.80 | 1.39 | 1.46 | (1.19) | 3.00 |
Less distributions | |||||
From net investment income | (0.12) | (0.29) | (0.15) | (0.08) | — |
From net realized gain | — | — | (0.17) | (0.06) | — |
Total distributions | (0.12) | (0.29) | (0.32) | (0.14) | — |
Net asset value, end of period | $16.59 | $13.91 | $12.81 | $11.67 | $13.00 |
Total return (%)4 | 20.125 | 11.01 | 12.95 | (9.21) | 30.005 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $1 | $1 | $2 | $2 | $2 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 1.156 | 1.23 | 1.27 | 1.28 | 1.756 |
Expenses including reductions | 0.926 | 0.92 | 0.92 | 0.92 | 0.936 |
Net investment income | 0.676 | 0.42 | 2.54 | 1.38 | 1.646 |
Portfolio turnover (%) | 24 | 34 | 32 | 19 | 10 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 12-14-16 (commencement of operations) to 10-31-17. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG International Equity Fund | 17 |
18 | JOHN HANCOCK ESG International Equity Fund | SEMIANNUAL REPORT |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $1,545,837 | — | $1,545,837 | — |
Belgium | 1,381,262 | — | 1,381,262 | — |
Brazil | 999,465 | $999,465 | — | — |
Canada | 1,418,640 | 1,418,640 | — | — |
China | 8,028,426 | 3,470,988 | 4,557,438 | — |
Denmark | 3,362,766 | — | 3,362,766 | — |
Finland | 1,148,445 | — | 1,148,445 | — |
France | 5,176,841 | — | 5,176,841 | — |
Germany | 6,722,865 | — | 6,722,865 | — |
Hong Kong | 3,695,646 | — | 3,695,646 | — |
India | 1,518,118 | 1,518,118 | — | — |
Indonesia | 1,406,114 | — | 1,406,114 | — |
Ireland | 1,153,771 | — | 1,153,771 | — |
Japan | 9,935,846 | — | 9,935,846 | — |
Netherlands | 1,965,787 | — | 1,965,787 | — |
Russia | 1,210,840 | 1,210,840 | — | — |
Singapore | 1,438,055 | — | 1,438,055 | — |
South Africa | 1,765,566 | — | 1,765,566 | — |
South Korea | 6,187,699 | 1,703,118 | 4,484,581 | — |
Sweden | 2,402,910 | — | 2,402,910 | — |
Switzerland | 2,938,925 | — | 2,938,925 | — |
Taiwan | 4,307,191 | 2,860,947 | 1,446,244 | — |
Thailand | 1,064,126 | — | 1,064,126 | — |
United Kingdom | 9,369,106 | 1,064,377 | 8,304,729 | — |
Total investments in securities | $80,144,247 | $14,246,493 | $65,897,754 | — |
SEMIANNUAL REPORT | JOHN HANCOCK ESG International Equity Fund | 19 |
20 | JOHN HANCOCK ESG International Equity Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK ESG International Equity Fund | 21 |
Class | Expense reduction |
Class A | $6,959 |
Class I | 81,623 |
Class | Expense reduction |
Class R6 | $761 |
Total | $89,343 |
22 | JOHN HANCOCK ESG International Equity Fund | SEMIANNUAL REPORT |
Class | Rule 12b-1 Fee |
Class A | 0.25% |
Class | Distribution and service fees | Transfer agent fees |
Class A | $7,617 | $3,535 |
Class I | — | 42,005 |
Class R6 | — | 34 |
Total | $7,617 | $45,574 |
SEMIANNUAL REPORT | JOHN HANCOCK ESG International Equity Fund | 23 |
Borrower or Lender | Weighted Average Loan Balance | Days Outstanding | Weighted Average Interest Rate | Interest Income (Expense) |
Borrower | $4,300,000 | 4 | 0.660% | $(315) |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 26,750 | $443,683 | 37,125 | $487,912 |
Distributions reinvested | 462 | 7,506 | 1,712 | 22,465 |
Repurchased | (367,921) | (6,045,873) | (112,699) | (1,293,630) |
Net decrease | (340,709) | $(5,594,684) | (73,862) | $(783,253) |
Class I shares | ||||
Sold | 1,085,051 | $17,760,094 | 590,392 | $7,410,092 |
Distributions reinvested | 7,623 | 123,874 | 19,587 | 256,978 |
Repurchased | (156,634) | (2,568,255) | (586,927) | (6,852,005) |
Net increase | 936,040 | $15,315,713 | 23,052 | $815,065 |
Class R6 shares | ||||
Sold | 15,913 | $266,039 | 17,168 | $218,752 |
Distributions reinvested | 273 | 4,428 | 706 | 9,269 |
Repurchased | (7,324) | (114,935) | (154,517) | (1,835,795) |
Net increase (decrease) | 8,862 | $155,532 | (136,643) | $(1,607,774) |
Total net increase (decrease) | 604,193 | $9,876,561 | (187,453) | $(1,575,962) |
24 | JOHN HANCOCK ESG International Equity Fund | SEMIANNUAL REPORT |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining investors’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office performed audit testing of the LRMP which resulted in an assessment that the LRMP’s control environment was deemed to be operating effectively and in compliance with the Board approved procedures. |
SEMIANNUAL REPORT | JOHN HANCOCK MULTIFACTOR ETFS | 25 |
26 | JOHN HANCOCK MULTIFACTOR ETFS | SEMIANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Corné Biemans
Matt A. Zalosh, CFA
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
SEMIANNUAL REPORT | JOHN HANCOCK ESG INTERNATIONAL EQUITY FUND | 27 |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF1639960 | 469SA 4/21 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK ESG LARGE CAP CORE FUND | 1 |
2 | JOHN HANCOCK ESG LARGE CAP CORE FUND | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 4/30/2021 (% of net assets) | |
Apple, Inc. | 6.0 |
Microsoft Corp. | 5.8 |
Alphabet, Inc., Class A | 5.0 |
Mastercard, Inc., Class A | 2.8 |
Bank of America Corp. | 2.3 |
Target Corp. | 2.3 |
Trane Technologies PLC | 2.3 |
Adobe, Inc. | 2.2 |
Deere & Company | 2.1 |
PayPal Holdings, Inc. | 2.1 |
TOTAL | 32.9 |
Cash and cash equivalents are not included. |
COUNTRY COMPOSITION AS OF 4/30/2021 (% of net assets) | |
United States | 89.4 |
Ireland | 4.3 |
United Kingdom | 3.3 |
Netherlands | 3.0 |
TOTAL | 100.0 |
SEMIANNUAL REPORT | JOHN HANCOCK ESG LARGE CAP CORE FUND | 3 |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | |||
1-year | Since inception (6-6-16) | 6-month | Since inception (6-6-16) | |
Class A | 41.30 | 15.30 | 22.23 | 100.89 |
Class C | 46.58 | 15.65 | 27.14 | 103.92 |
Class I1 | 49.03 | 16.80 | 28.77 | 114.08 |
Class R61 | 49.21 | 16.94 | 28.86 | 115.32 |
Index† | 45.98 | 17.34 | 28.85 | 118.97 |
Class A | Class C | Class I | Class R6 | |
Gross (%) | 1.46 | 2.21 | 1.21 | 1.10 |
Net (%) | 1.18 | 1.93 | 0.93 | 0.82 |
4 | JOHN HANCOCK ESG LARGE CAP CORE FUND | SEMIANNUAL REPORT |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class C2 | 6-6-16 | 20,392 | 20,392 | 21,897 |
Class I1 | 6-6-16 | 21,408 | 21,408 | 21,897 |
Class R61 | 6-6-16 | 21,532 | 21,532 | 21,897 |
1 | For certain types of investors, as described in the fund's prospectus. |
2 | The contingent deferred sales charge is not applicable. |
SEMIANNUAL REPORT | JOHN HANCOCK ESG LARGE CAP CORE FUND | 5 |
6 | JOHN HANCOCK ESG LARGE CAP CORE FUND | SEMIANNUAL REPORT |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during period ended 4-30-20211 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $1,286.40 | $6.75 | 1.19% |
Hypothetical example | 1,000.00 | 1,018.90 | 5.96 | 1.19% | |
Class C | Actual expenses/actual returns | 1,000.00 | 1,281.40 | 10.97 | 1.94% |
Hypothetical example | 1,000.00 | 1,015.20 | 9.69 | 1.94% | |
Class I | Actual expenses/actual returns | 1,000.00 | 1,287.70 | 5.28 | 0.93% |
Hypothetical example | 1,000.00 | 1,020.20 | 4.66 | 0.93% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 1,288.60 | 4.65 | 0.82% |
Hypothetical example | 1,000.00 | 1,020.70 | 4.11 | 0.82% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
SEMIANNUAL REPORT | JOHN HANCOCK ESG LARGE CAP CORE FUND | 7 |
Shares | Value | ||||
Common stocks 99.1% | $157,236,272 | ||||
(Cost $108,987,510) | |||||
Communication services 7.0% | 11,154,774 | ||||
Diversified telecommunication services 1.2% | |||||
Verizon Communications, Inc. | 34,333 | 1,984,104 | |||
Interactive media and services 5.0% | |||||
Alphabet, Inc., Class A (A) | 3,341 | 7,863,044 | |||
Media 0.8% | |||||
The New York Times Company, Class A | 28,796 | 1,307,626 | |||
Consumer discretionary 12.3% | 19,426,363 | ||||
Auto components 1.0% | |||||
Aptiv PLC (A) | 11,106 | 1,598,042 | |||
Hotels, restaurants and leisure 1.6% | |||||
Starbucks Corp. | 22,244 | 2,546,716 | |||
Multiline retail 2.3% | |||||
Target Corp. | 17,396 | 3,605,495 | |||
Specialty retail 4.8% | |||||
The Home Depot, Inc. | 8,190 | 2,650,857 | |||
The TJX Companies, Inc. | 42,916 | 3,047,036 | |||
Tractor Supply Company | 9,959 | 1,878,267 | |||
Textiles, apparel and luxury goods 2.6% | |||||
NIKE, Inc., Class B | 18,117 | 2,402,677 | |||
VF Corp. | 19,362 | 1,697,273 | |||
Consumer staples 6.0% | 9,566,358 | ||||
Food and staples retailing 2.8% | |||||
Costco Wholesale Corp. | 5,733 | 2,133,192 | |||
Sysco Corp. | 27,191 | 2,303,893 | |||
Food products 0.8% | |||||
McCormick & Company, Inc. | 14,153 | 1,278,865 | |||
Household products 1.1% | |||||
The Procter & Gamble Company | 13,792 | 1,840,129 | |||
Personal products 1.3% | |||||
Unilever PLC, ADR | 34,235 | 2,010,279 | |||
Financials 11.1% | 17,613,595 | ||||
Banks 8.6% | |||||
Bank of America Corp. | 91,762 | 3,719,114 | |||
First Republic Bank | 10,484 | 1,921,088 | |||
KeyCorp | 125,537 | 2,731,685 | |||
SVB Financial Group (A) | 4,882 | 2,791,674 |
8 | JOHN HANCOCK ESG LARGE CAP CORE FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Financials (continued) | |||||
Banks (continued) | |||||
The PNC Financial Services Group, Inc. | 13,202 | $2,468,114 | |||
Insurance 2.5% | |||||
Aflac, Inc. | 29,223 | 1,570,152 | |||
The Travelers Companies, Inc. | 15,594 | 2,411,768 | |||
Health care 13.2% | 20,920,509 | ||||
Health care equipment and supplies 3.5% | |||||
Baxter International, Inc. | 14,513 | 1,243,619 | |||
Medtronic PLC | 11,761 | 1,539,750 | |||
Stryker Corp. | 5,700 | 1,496,991 | |||
West Pharmaceutical Services, Inc. | 3,833 | 1,259,217 | |||
Health care providers and services 3.7% | |||||
Anthem, Inc. | 8,551 | 3,244,164 | |||
CVS Health Corp. | 20,180 | 1,541,752 | |||
Quest Diagnostics, Inc. | 8,321 | 1,097,373 | |||
Life sciences tools and services 3.4% | |||||
Illumina, Inc. (A) | 3,341 | 1,312,478 | |||
IQVIA Holdings, Inc. (A) | 11,466 | 2,690,956 | |||
Thermo Fisher Scientific, Inc. | 2,916 | 1,371,191 | |||
Pharmaceuticals 2.6% | |||||
AstraZeneca PLC, ADR | 33,219 | 1,762,932 | |||
Merck & Company, Inc. | 31,679 | 2,360,086 | |||
Industrials 12.2% | 19,342,112 | ||||
Air freight and logistics 1.6% | |||||
United Parcel Service, Inc., Class B | 12,678 | 2,584,537 | |||
Building products 2.3% | |||||
Trane Technologies PLC | 20,737 | 3,604,713 | |||
Commercial services and supplies 0.9% | |||||
Waste Management, Inc. | 10,582 | 1,459,999 | |||
Electrical equipment 2.9% | |||||
Eaton Corp. PLC | 18,640 | 2,664,215 | |||
Rockwell Automation, Inc. | 7,240 | 1,913,242 | |||
Machinery 3.4% | |||||
Deere & Company | 9,041 | 3,352,855 | |||
Xylem, Inc. | 18,084 | 2,000,995 | |||
Road and rail 1.1% | |||||
JB Hunt Transport Services, Inc. | 10,319 | 1,761,556 | |||
Information technology 29.0% | 46,057,575 | ||||
IT services 4.9% | |||||
Mastercard, Inc., Class A | 11,564 | 4,418,142 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG LARGE CAP CORE FUND | 9 |
Shares | Value | ||||
Information technology (continued) | |||||
IT services (continued) | |||||
PayPal Holdings, Inc. (A) | 12,547 | $3,290,953 | |||
Semiconductors and semiconductor equipment 6.1% | |||||
ASML Holding NV, NYRS | 5,077 | 3,290,404 | |||
First Solar, Inc. (A) | 11,729 | 897,620 | |||
NVIDIA Corp. | 2,981 | 1,789,733 | |||
NXP Semiconductors NV | 7,863 | 1,513,706 | |||
Texas Instruments, Inc. | 12,547 | 2,264,859 | |||
Software 12.0% | |||||
Adobe, Inc. (A) | 6,782 | 3,447,562 | |||
Autodesk, Inc. (A) | 9,468 | 2,763,804 | |||
Microsoft Corp. | 36,364 | 9,170,274 | |||
Palo Alto Networks, Inc. (A) | 6,323 | 2,234,485 | |||
salesforce.com, Inc. (A) | 5,995 | 1,380,768 | |||
Technology hardware, storage and peripherals 6.0% | |||||
Apple, Inc. | 72,990 | 9,595,265 | |||
Materials 3.1% | 4,899,722 | ||||
Chemicals 3.1% | |||||
Ecolab, Inc. | 7,633 | 1,710,708 | |||
International Flavors & Fragrances, Inc. | 11,761 | 1,672,061 | |||
Linde PLC | 5,307 | 1,516,953 | |||
Real estate 3.7% | 5,867,081 | ||||
Equity real estate investment trusts 2.9% | |||||
American Tower Corp. | 9,074 | 2,311,783 | |||
AvalonBay Communities, Inc. | 4,357 | 836,544 | |||
Prologis, Inc. | 12,744 | 1,485,058 | |||
Real estate management and development 0.8% | |||||
CBRE Group, Inc., Class A (A) | 14,480 | 1,233,696 | |||
Utilities 1.5% | 2,388,183 | ||||
Electric utilities 0.6% | |||||
Avangrid, Inc. | 18,608 | 947,147 | |||
Water utilities 0.9% | |||||
American Water Works Company, Inc. | 9,238 | 1,441,036 | |||
Yield (%) | Shares | Value | |||
Short-term investments 1.7% | $2,644,215 | ||||
(Cost $2,644,215) | |||||
Short-term funds 1.7% | 2,644,215 | ||||
Federated Government Obligations Fund, Institutional Class | 0.0200(B) | 2,644,215 | 2,644,215 |
10 | JOHN HANCOCK ESG LARGE CAP CORE FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total investments (Cost $111,631,725) 100.8% | $159,880,487 | ||||
Other assets and liabilities, net (0.8%) | (1,271,729) | ||||
Total net assets 100.0% | $158,608,758 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
NYRS | New York Registry Shares |
(A) | Non-income producing security. |
(B) | The rate shown is the annualized seven-day yield as of 4-30-21. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG LARGE CAP CORE FUND | 11 |
Assets | |
Unaffiliated investments, at value (Cost $111,631,725) | $159,880,487 |
Cash | 7,386 |
Dividends and interest receivable | 88,156 |
Receivable for fund shares sold | 366,675 |
Receivable from affiliates | 401 |
Other assets | 64,292 |
Total assets | 160,407,397 |
Liabilities | |
Payable for investments purchased | 1,681,516 |
Payable for fund shares repurchased | 221 |
Payable to affiliates | |
Accounting and legal services fees | 6,735 |
Transfer agent fees | 15,286 |
Trustees' fees | 137 |
Other liabilities and accrued expenses | 94,744 |
Total liabilities | 1,798,639 |
Net assets | $158,608,758 |
Net assets consist of | |
Paid-in capital | $109,068,556 |
Total distributable earnings (loss) | 49,540,202 |
Net assets | $158,608,758 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($21,260,961 ÷ 1,081,136 shares)1 | $19.67 |
Class C ($3,933,245 ÷ 204,034 shares)1 | $19.28 |
Class I ($130,894,114 ÷ 6,643,331 shares) | $19.70 |
Class R6 ($2,520,438 ÷ 127,838 shares) | $19.72 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $20.71 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
12 | JOHN HANCOCK ESG Large Cap Core Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Investment income | |
Dividends | $630,079 |
Interest | 119 |
Total investment income | 630,198 |
Expenses | |
Investment management fees | 357,485 |
Distribution and service fees | 23,670 |
Accounting and legal services fees | 9,495 |
Transfer agent fees | 55,684 |
Trustees' fees | 811 |
Custodian fees | 20,764 |
State registration fees | 33,137 |
Printing and postage | 16,204 |
Professional fees | 29,609 |
Other | 9,733 |
Total expenses | 556,592 |
Less expense reductions | (91,087) |
Net expenses | 465,505 |
Net investment income | 164,693 |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments | 1,399,104 |
1,399,104 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments | 20,434,638 |
20,434,638 | |
Net realized and unrealized gain | 21,833,742 |
Increase in net assets from operations | $21,998,435 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG Large Cap Core Fund | 13 |
Six months ended 4-30-21 (unaudited) | Year ended 10-31-20 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment income | $164,693 | $371,096 |
Net realized gain | 1,399,104 | 1,710,254 |
Change in net unrealized appreciation (depreciation) | 20,434,638 | 3,164,355 |
Increase in net assets resulting from operations | 21,998,435 | 5,245,705 |
Distributions to shareholders | ||
From earnings | ||
Class A | (159,536) | (126,313) |
Class C | (42,081) | (20,436) |
Class I | (1,766,772) | (776,655) |
Class R6 | (30,277) | (28,490) |
Total distributions | (1,998,666) | (951,894) |
From fund share transactions | ||
Fund share transactions | 41,478,178 | (3,736,077) |
Issued in reorganization | 31,731,502 | — |
From fund share transactions | 73,209,680 | (3,736,077) |
Total increase | 93,209,449 | 557,734 |
Net assets | ||
Beginning of period | 65,399,309 | 64,841,575 |
End of period | $158,608,758 | $65,399,309 |
14 | JOHN HANCOCK ESG Large Cap Core Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-162 |
Per share operating performance | ||||||
Net asset value, beginning of period | $15.63 | $14.48 | $12.79 | $11.81 | $10.11 | $10.00 |
Net investment income3 | 0.01 | 0.06 | 0.07 | 0.06 | 0.07 | 0.04 |
Net realized and unrealized gain (loss) on investments | 4.41 | 1.28 | 1.88 | 1.04 | 1.71 | 0.07 |
Total from investment operations | 4.42 | 1.34 | 1.95 | 1.10 | 1.78 | 0.11 |
Less distributions | ||||||
From net investment income | (0.05) | (0.07) | (0.05) | (0.03) | (0.08) | — |
From net realized gain | (0.33) | (0.12) | (0.21) | (0.09) | — | — |
Total distributions | (0.38) | (0.19) | (0.26) | (0.12) | (0.08) | — |
Net asset value, end of period | $19.67 | $15.63 | $14.48 | $12.79 | $11.81 | $10.11 |
Total return (%)4,5 | 28.646 | 9.29 | 15.59 | 9.41 | 17.68 | 1.106 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $21 | $5 | $9 | $6 | $6 | $4 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.387 | 1.46 | 1.47 | 1.55 | 2.23 | 2.737 |
Expenses including reductions | 1.197 | 1.18 | 1.18 | 1.17 | 1.18 | 1.197 |
Net investment income | 0.107 | 0.43 | 0.54 | 0.46 | 0.59 | 0.647,8 |
Portfolio turnover (%) | 79 | 30 | 21 | 22 | 17 | 23 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 6-6-16 (commencement of operations) to 10-31-16. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Annualized. |
8 | A portion of income is presented unannualized. |
9 | Excludes merger activity. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG Large Cap Core Fund | 15 |
CLASS C SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-162 |
Per share operating performance | ||||||
Net asset value, beginning of period | $15.34 | $14.26 | $12.64 | $11.73 | $10.08 | $10.00 |
Net investment income (loss)3 | (0.05) | (0.05) | (0.03) | (0.04) | (0.02) | 0.01 |
Net realized and unrealized gain (loss) on investments | 4.32 | 1.25 | 1.86 | 1.04 | 1.70 | 0.07 |
Total from investment operations | 4.27 | 1.20 | 1.83 | 1.00 | 1.68 | 0.08 |
Less distributions | ||||||
From net investment income | — | — | — | — | (0.03) | — |
From net realized gain | (0.33) | (0.12) | (0.21) | (0.09) | — | — |
Total distributions | (0.33) | (0.12) | (0.21) | (0.09) | (0.03) | — |
Net asset value, end of period | $19.28 | $15.34 | $14.26 | $12.64 | $11.73 | $10.08 |
Total return (%)4,5 | 28.146 | 8.47 | 14.78 | 8.61 | 16.75 | 0.806 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $4 | $2 | $2 | $2 | $1 | $1 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 2.137 | 2.21 | 2.22 | 2.30 | 2.98 | 3.487 |
Expenses including reductions | 1.947 | 1.93 | 1.93 | 1.92 | 1.93 | 1.947 |
Net investment loss | (0.62)7 | (0.34) | (0.21) | (0.30) | (0.16) | (0.11)7,8 |
Portfolio turnover (%) | 79 | 30 | 21 | 22 | 17 | 23 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 6-6-16 (commencement of operations) to 10-31-16. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Annualized. |
8 | A portion of income is presented unannualized. |
9 | Excludes merger activity. |
16 | JOHN HANCOCK ESG Large Cap Core Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS I SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-162 |
Per share operating performance | ||||||
Net asset value, beginning of period | $15.67 | $14.51 | $12.82 | $11.84 | $10.12 | $10.00 |
Net investment income3 | 0.04 | 0.10 | 0.11 | 0.09 | 0.08 | 0.05 |
Net realized and unrealized gain (loss) on investments | 4.41 | 1.28 | 1.87 | 1.04 | 1.73 | 0.07 |
Total from investment operations | 4.45 | 1.38 | 1.98 | 1.13 | 1.81 | 0.12 |
Less distributions | ||||||
From net investment income | (0.09) | (0.10) | (0.08) | (0.06) | (0.09) | — |
From net realized gain | (0.33) | (0.12) | (0.21) | (0.09) | — | — |
Total distributions | (0.42) | (0.22) | (0.29) | (0.15) | (0.09) | — |
Net asset value, end of period | $19.70 | $15.67 | $14.51 | $12.82 | $11.84 | $10.12 |
Total return (%)4 | 28.775 | 9.58 | 15.86 | 9.64 | 18.02 | 1.205 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $131 | $58 | $51 | $42 | $30 | $9 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.126 | 1.21 | 1.23 | 1.31 | 1.97 | 2.476 |
Expenses including reductions | 0.936 | 0.93 | 0.93 | 0.93 | 0.92 | 0.926 |
Net investment income | 0.406 | 0.64 | 0.79 | 0.69 | 0.69 | 0.886,7 |
Portfolio turnover (%) | 78 | 30 | 21 | 22 | 17 | 23 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 6-6-16 (commencement of operations) to 10-31-16. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | A portion of income is presented unannualized. |
8 | Excludes merger activity. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK ESG Large Cap Core Fund | 17 |
CLASS R6 SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-162 |
Per share operating performance | ||||||
Net asset value, beginning of period | $15.69 | $14.52 | $12.83 | $11.85 | $10.13 | $10.00 |
Net investment income3 | 0.05 | 0.12 | 0.12 | 0.10 | 0.11 | 0.06 |
Net realized and unrealized gain (loss) on investments | 4.41 | 1.28 | 1.87 | 1.04 | 1.71 | 0.07 |
Total from investment operations | 4.46 | 1.40 | 1.99 | 1.14 | 1.82 | 0.13 |
Less distributions | ||||||
From net investment income | (0.10) | (0.11) | (0.09) | (0.07) | (0.10) | — |
From net realized gain | (0.33) | (0.12) | (0.21) | (0.09) | — | — |
Total distributions | (0.43) | (0.23) | (0.30) | (0.16) | (0.10) | — |
Net asset value, end of period | $19.72 | $15.69 | $14.52 | $12.83 | $11.85 | $10.13 |
Total return (%)4 | 28.865 | 9.75 | 15.97 | 9.76 | 18.09 | 1.305 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $3 | $1 | $2 | $1 | $1 | $1 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.016 | 1.10 | 1.12 | 1.20 | 1.87 | 2.386 |
Expenses including reductions | 0.826 | 0.82 | 0.82 | 0.82 | 0.81 | 0.816 |
Net investment income | 0.516 | 0.77 | 0.90 | 0.80 | 0.97 | 0.996,7 |
Portfolio turnover (%) | 78 | 30 | 21 | 22 | 17 | 23 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 6-6-16 (commencement of operations) to 10-31-16. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | A portion of income is presented unannualized. |
8 | Excludes merger activity. |
18 | JOHN HANCOCK ESG Large Cap Core Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
SEMIANNUAL REPORT | JOHN HANCOCK ESG Large Cap Core Fund | 19 |
20 | JOHN HANCOCK ESG Large Cap Core Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK ESG Large Cap Core Fund | 21 |
Class | Expense reduction |
Class A | $8,281 |
Class C | 2,427 |
Class I | 79,050 |
Class | Expense reduction |
Class R6 | $1,329 |
Total | $91,087 |
Class | Rule 12b-1 Fee |
Class A | 0.25% |
Class C | 1.00% |
22 | JOHN HANCOCK ESG Large Cap Core Fund | SEMIANNUAL REPORT |
Class | Distribution and service fees | Transfer agent fees |
Class A | $10,958 | $5,427 |
Class C | 12,712 | 1,599 |
Class I | — | 48,587 |
Class R6 | — | 71 |
Total | $23,670 | $55,684 |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 326,420 | $5,963,403 | 285,756 | $4,057,555 |
Issued in reorganization (Note 8) | 489,221 | 9,600,766 | — | — |
Distributions reinvested | 8,047 | 139,123 | 2,584 | 38,557 |
Repurchased | (77,264) | (1,392,323) | (607,335) | (8,774,789) |
Net increase (decrease) | 746,424 | $14,310,969 | (318,995) | $(4,678,677) |
SEMIANNUAL REPORT | JOHN HANCOCK ESG Large Cap Core Fund | 23 |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class C shares | ||||
Sold | 68,566 | $1,209,437 | 60,115 | $861,858 |
Issued in reorganization (Note 8) | 40,097 | 771,590 | — | — |
Distributions reinvested | 2,475 | 42,081 | 637 | 9,389 |
Repurchased | (17,466) | (318,525) | (116,588) | (1,768,118) |
Net increase (decrease) | 93,672 | $1,704,583 | (55,836) | $(896,871) |
Class I shares | ||||
Sold | 2,087,075 | $38,370,986 | 847,303 | $12,574,040 |
Issued in reorganization (Note 8) | 1,038,109 | 20,409,515 | — | — |
Distributions reinvested | 43,557 | 753,970 | 16,769 | 250,361 |
Repurchased | (194,410) | (3,600,214) | (725,824) | (10,171,451) |
Net increase | 2,974,331 | $55,934,257 | 138,248 | $2,652,950 |
Class R6 shares | ||||
Sold | 73,967 | $1,411,922 | 39,740 | $538,213 |
Issued in reorganization (Note 8) | 48,277 | 949,631 | — | — |
Distributions reinvested | 1,749 | 30,277 | 501 | 7,482 |
Repurchased | (58,232) | (1,131,959) | (100,119) | (1,359,174) |
Net increase (decrease) | 65,761 | $1,259,871 | (59,878) | $(813,479) |
Total net increase (decrease) | 3,880,188 | $73,209,680 | (296,461) | $(3,736,077) |
24 | JOHN HANCOCK ESG Large Cap Core Fund | SEMIANNUAL REPORT |
Acquiring Fund | Acquired Fund | Net Asset Value of the Acquired Fund | Appreciation of the Acquired Fund’s Investments | Shares Redeemed by the Acquired Fund | Shares Issued by the Acquiring Fund | Acquiring Fund Net Assets Prior to Combination | Acquiring Fund Total Net Assets After Combination |
ESG Large Cap Core Fund | JHF ESG All Cap Core Fund | $31,731,502 | $11,910,257 | 1,918,989 | 1,615,704 | $119,285,580 | $151,017,082 |
Net investment income | $203,533 |
Net realized and unrealized gain (loss) | 41,804,368 |
Increase (decrease) in net assets from operations | $42,007,901 |
SEMIANNUAL REPORT | JOHN HANCOCK ESG Large Cap Core Fund | 25 |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining investors’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office performed audit testing of the LRMP which resulted in an assessment that the LRMP’s control environment was deemed to be operating effectively and in compliance with the Board approved procedures. |
26 | JOHN HANCOCK ESG LARGE CAP CORE FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK ESG LARGE CAP CORE FUND | 27 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Mitali Prasad, CFA3
Cheryl I. Smith, Ph.D., CFA
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
28 | JOHN HANCOCK ESG LARGE CAP CORE FUND | SEMIANNUAL REPORT |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF1639963 | 467SA 4/21 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | 1 |
2 | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 4/30/2021 (% of net assets) | |
Evolution Gaming Group AB | 6.6 |
ASML Holding NV | 5.8 |
LVMH Moet Hennessy Louis Vuitton SE | 5.0 |
Taiwan Semiconductor Manufacturing Company, Ltd., ADR | 4.9 |
Sartorius Stedim Biotech | 3.9 |
Tokyo Electron, Ltd. | 3.7 |
Atlas Copco AB, A Shares | 3.1 |
Techtronic Industries Company, Ltd. | 3.1 |
Samsung Electronics Company, Ltd. | 2.8 |
Ashtead Group PLC | 2.8 |
TOTAL | 41.7 |
Cash and cash equivalents are not included. |
SEMIANNUAL REPORT | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | 3 |
TOP 10 COUNTRIES AS OF 4/30/2021 (% of net assets) | |
Sweden | 12.3 |
France | 11.1 |
United States | 9.8 |
Netherlands | 9.8 |
Japan | 9.2 |
China | 7.6 |
Hong Kong | 6.8 |
Germany | 6.4 |
South Korea | 6.1 |
Taiwan | 4.9 |
TOTAL | 84.0 |
Cash and cash equivalents are not included. |
4 | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | SEMIANNUAL REPORT |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | |||
1-year | Since inception (4-17-19) | 6-month | Since inception (4-17-19) | |
Class A1 | 55.17 | 25.40 | 19.77 | 58.62 |
Class C1 | 61.26 | 27.67 | 24.60 | 64.53 |
Class I1,2 | 63.81 | 28.95 | 26.28 | 67.92 |
Class R61,2 | 64.00 | 29.07 | 26.33 | 68.23 |
Class NAV2 | 64.00 | 29.07 | 26.24 | 68.24 |
Index† | 42.57 | 17.80 | 20.14 | 39.63 |
Class A | Class C | Class I | Class R6 | Class NAV | |
Gross (%) | 1.32 | 2.07 | 1.07 | 0.96 | 0.95 |
Net (%) | 1.20 | 1.95 | 0.95 | 0.84 | 0.83 |
SEMIANNUAL REPORT | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | 5 |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class C1,3 | 4-17-19 | 16,453 | 16,453 | 13,963 |
Class I1,2 | 4-17-19 | 16,792 | 16,792 | 13,963 |
Class R61,2 | 4-17-19 | 16,823 | 16,823 | 13,963 |
Class NAV2 | 4-17-19 | 16,824 | 16,824 | 13,963 |
1 | Class A, Class C, Class I, and Class R6 shares were first offered on 5-3-19. Returns prior to this date are those of Class NAV shares that have not been adjusted for class-specific expenses; otherwise, returns would vary. |
2 | For certain types of investors, as described in the fund's prospectuses. |
3 | The contingent deferred sales charge is not applicable. |
6 | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | 7 |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during period ended 4-30-20211 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $1,261.10 | $6.73 | 1.20% |
Hypothetical example | 1,000.00 | 1,018.80 | 6.01 | 1.20% | |
Class C | Actual expenses/actual returns | 1,000.00 | 1,256.00 | 10.91 | 1.95% |
Hypothetical example | 1,000.00 | 1,015.10 | 9.74 | 1.95% | |
Class I | Actual expenses/actual returns | 1,000.00 | 1,262.80 | 5.33 | 0.95% |
Hypothetical example | 1,000.00 | 1,020.10 | 4.76 | 0.95% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 1,263.30 | 4.71 | 0.84% |
Hypothetical example | 1,000.00 | 1,020.60 | 4.21 | 0.84% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 1,262.40 | 4.66 | 0.83% |
Hypothetical example | 1,000.00 | 1,020.70 | 4.16 | 0.83% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
8 | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | SEMIANNUAL REPORT |
Shares | Value | ||||
Common stocks 95.8% | $281,058,221 | ||||
(Cost $200,298,813) | |||||
Argentina 0.2% | 724,222 | ||||
MercadoLibre, Inc. (A) | 461 | 724,222 | |||
Canada 3.4% | 9,994,663 | ||||
Shopify, Inc., Class A (A) | 1,960 | 2,317,720 | |||
The Toronto-Dominion Bank | 111,670 | 7,676,943 | |||
China 7.6% | 22,394,558 | ||||
Contemporary Amperex Technology Company, Ltd., Class A | 110,900 | 6,664,397 | |||
Kweichow Moutai Company, Ltd., Class A | 10,300 | 3,182,098 | |||
Li Ning Company, Ltd. | 656,500 | 5,327,945 | |||
Shenzhen Inovance Technology Company, Ltd., Class A | 176,300 | 2,425,818 | |||
Tencent Holdings, Ltd. | 60,100 | 4,794,300 | |||
Denmark 1.0% | 2,897,834 | ||||
Vestas Wind Systems A/S | 70,265 | 2,897,834 | |||
France 11.1% | 32,520,675 | ||||
LVMH Moet Hennessy Louis Vuitton SE | 19,441 | 14,645,952 | |||
Sartorius Stedim Biotech | 25,051 | 11,505,629 | |||
Teleperformance | 16,494 | 6,369,094 | |||
Germany 4.0% | 11,759,495 | ||||
BioNTech SE, ADR (A) | 14,930 | 2,811,020 | |||
CTS Eventim AG & Company KGaA (A) | 89,227 | 6,158,492 | |||
Zalando SE (A)(B) | 26,827 | 2,789,983 | |||
Hong Kong 6.8% | 19,947,371 | ||||
AIA Group, Ltd. | 498,000 | 6,320,903 | |||
Galaxy Entertainment Group, Ltd. (A) | 525,000 | 4,608,516 | |||
Techtronic Industries Company, Ltd. | 497,000 | 9,017,952 | |||
Indonesia 1.0% | 2,794,964 | ||||
Bank Rakyat Indonesia Persero Tbk PT | 9,987,900 | 2,794,964 | |||
Israel 1.0% | 3,056,384 | ||||
Nice, Ltd., ADR (A) | 12,670 | 3,056,384 | |||
Japan 9.2% | 27,063,413 | ||||
Keyence Corp. | 3,090 | 1,483,364 | |||
Lasertec Corp. | 36,060 | 6,349,764 | |||
M3, Inc. | 10,300 | 711,523 | |||
Sony Group Corp. | 75,290 | 7,527,414 | |||
Tokyo Electron, Ltd. | 24,200 | 10,991,348 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | 9 |
Shares | Value | ||||
Netherlands 9.8% | $28,623,551 | ||||
Adyen NV (A)(B) | 2,417 | 5,948,491 | |||
ASML Holding NV | 25,915 | 16,822,591 | |||
ING Groep NV | 458,117 | 5,852,469 | |||
New Zealand 0.9% | 2,749,213 | ||||
Xero, Ltd. (A) | 25,237 | 2,749,213 | |||
Singapore 2.3% | 6,630,775 | ||||
DBS Group Holdings, Ltd. | 192,200 | 4,307,407 | |||
Sea, Ltd., ADR (A) | 9,200 | 2,323,368 | |||
South Korea 6.1% | 17,889,505 | ||||
Kia Corp. | 76,172 | 5,283,474 | |||
LG Chem, Ltd. | 5,288 | 4,414,359 | |||
Samsung Electronics Company, Ltd. | 112,391 | 8,191,672 | |||
Sweden 12.3% | 36,106,722 | ||||
Atlas Copco AB, A Shares | 151,002 | 9,156,770 | |||
Epiroc AB, A Shares | 355,947 | 7,701,807 | |||
Evolution Gaming Group AB (B) | 97,504 | 19,248,145 | |||
Switzerland 3.4% | 10,034,080 | ||||
STMicroelectronics NV, NYRS (C) | 169,400 | 6,316,926 | |||
Wizz Air Holdings PLC (A)(B) | 54,922 | 3,717,154 | |||
Taiwan 4.9% | 14,242,280 | ||||
Taiwan Semiconductor Manufacturing Company, Ltd., ADR | 122,000 | 14,242,280 | |||
United Kingdom 2.8% | 8,145,570 | ||||
Ashtead Group PLC | 126,778 | 8,145,570 | |||
United States 8.0% | 23,482,946 | ||||
Adobe, Inc. (A) | 9,000 | 4,575,060 | |||
Microsoft Corp. | 25,123 | 6,335,518 | |||
NVIDIA Corp. | 9,100 | 5,463,458 | |||
ServiceNow, Inc. (A) | 7,600 | 3,848,412 | |||
Visa, Inc., Class A | 13,960 | 3,260,498 | |||
Preferred securities 2.4% | $7,032,086 | ||||
(Cost $6,645,010) | |||||
Germany 2.4% | 7,032,086 | ||||
Volkswagen AG | 27,009 | 7,032,086 | |||
Exchange-traded funds 1.8% | $5,449,158 | ||||
(Cost $5,508,047) | |||||
iShares Core MSCI Total International Stock ETF | 75,400 | 5,449,158 | |||
10 | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Yield (%) | Shares | Value | |||
Short-term investments 0.3% | $761,655 | ||||
(Cost $761,670) | |||||
Short-term funds 0.3% | 761,655 | ||||
John Hancock Collateral Trust (D) | 0.0360(E) | 76,130 | 761,655 |
Total investments (Cost $213,213,540) 100.3% | $294,301,120 | ||||
Other assets and liabilities, net (0.3%) | (919,714) | ||||
Total net assets 100.0% | $293,381,406 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
NYRS | New York Registry Shares |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $31,703,773 or 10.8% of the fund's net assets as of 4-30-21. |
(C) | All or a portion of this security is on loan as of 4-30-21. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
(E) | The rate shown is the annualized seven-day yield as of 4-30-21. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | 11 |
Assets | |
Unaffiliated investments, at value (Cost $212,451,870) including $745,794 of securities loaned | $293,539,465 |
Affiliated investments, at value (Cost $761,670) | 761,655 |
Total investments, at value (Cost $213,213,540) | 294,301,120 |
Cash | 2,122,497 |
Foreign currency, at value (Cost $181,115) | 180,158 |
Dividends and interest receivable | 432,112 |
Receivable for fund shares sold | 5,206 |
Receivable for investments sold | 467,321 |
Receivable from affiliates | 515 |
Other assets | 65,461 |
Total assets | 297,574,390 |
Liabilities | |
Payable for investments purchased | 1,966,018 |
Payable for fund shares repurchased | 1,371,628 |
Payable upon return of securities loaned | 761,670 |
Payable to affiliates | |
Accounting and legal services fees | 15,655 |
Transfer agent fees | 2,170 |
Trustees' fees | 242 |
Other liabilities and accrued expenses | 75,601 |
Total liabilities | 4,192,984 |
Net assets | $293,381,406 |
Net assets consist of | |
Paid-in capital | $165,661,076 |
Total distributable earnings (loss) | 127,720,330 |
Net assets | $293,381,406 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($10,581,142 ÷ 670,259 shares)1 | $15.79 |
Class C ($223,944 ÷ 14,399 shares)1 | $15.55 |
Class I ($10,816,123 ÷ 682,503 shares) | $15.85 |
Class R6 ($84,184 ÷ 5,306 shares) | $15.87 |
Class NAV ($271,676,013 ÷ 17,114,701 shares) | $15.87 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $16.62 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
12 | JOHN HANCOCK International Dynamic Growth Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Investment income | |
Dividends | $1,208,615 |
Interest | 87,679 |
Securities lending | 21,201 |
Less foreign taxes withheld | (160,527) |
Total investment income | 1,156,968 |
Expenses | |
Investment management fees | 1,124,122 |
Distribution and service fees | 11,805 |
Accounting and legal services fees | 27,820 |
Transfer agent fees | 11,651 |
Trustees' fees | 1,959 |
Custodian fees | 52,939 |
State registration fees | 26,739 |
Printing and postage | 11,084 |
Professional fees | 28,661 |
Other | 24,869 |
Total expenses | 1,321,649 |
Less expense reductions | (145,687) |
Net expenses | 1,175,962 |
Net investment loss | (18,994) |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | 49,190,456 |
Affiliated investments | (3,178) |
49,187,278 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 16,295,669 |
Affiliated investments | 315 |
16,295,984 | |
Net realized and unrealized gain | 65,483,262 |
Increase in net assets from operations | $65,464,268 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK International Dynamic Growth Fund | 13 |
Six months ended 4-30-21 (unaudited) | Year ended 10-31-20 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment loss | $(18,994) | $(91,924) |
Net realized gain | 49,187,278 | 20,051,811 |
Change in net unrealized appreciation (depreciation) | 16,295,984 | 43,464,544 |
Increase in net assets resulting from operations | 65,464,268 | 63,424,431 |
Distributions to shareholders | ||
From earnings | ||
Class A | (414,774) | (303) |
Class C | (8,541) | — |
Class I | (629,246) | (272) |
Class R6 | (4,060) | (148) |
Class NAV | (14,085,853) | (948,844) |
Total distributions | (15,142,474) | (949,567) |
From fund share transactions | (4,301,255) | (153,083,187) |
Total increase (decrease) | 46,020,539 | (90,608,323) |
Net assets | ||
Beginning of period | 247,360,867 | 337,969,190 |
End of period | $293,381,406 | $247,360,867 |
14 | JOHN HANCOCK International Dynamic Growth Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $13.24 | $10.48 | $10.09 |
Net investment loss3 | (0.02) | (0.06) | (0.02) |
Net realized and unrealized gain (loss) on investments | 3.39 | 2.82 | 0.41 |
Total from investment operations | 3.37 | 2.76 | 0.39 |
Less distributions | |||
From net investment income | — | —4 | — |
From net realized gain | (0.82) | — | — |
Total distributions | (0.82) | — | — |
Net asset value, end of period | $15.79 | $13.24 | $10.48 |
Total return (%)5,6 | 26.117 | 26.39 | 3.877 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $11 | $6 | $1 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 1.308 | 1.32 | 1.338 |
Expenses including reductions | 1.208 | 1.20 | 1.208 |
Net investment loss | (0.32)8 | (0.50) | (0.31)8 |
Portfolio turnover (%) | 77 | 135 | 48 |
1 | Six months ended 4-30-21. Unaudited. |
2 | The inception date for Class A shares is 5-3-19. |
3 | Based on average daily shares outstanding. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Does not reflect the effect of sales charges, if any. |
7 | Not annualized. |
8 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK International Dynamic Growth Fund | 15 |
CLASS C SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $13.10 | $10.44 | $10.09 |
Net investment loss3 | (0.09) | (0.14) | (0.04) |
Net realized and unrealized gain (loss) on investments | 3.36 | 2.80 | 0.39 |
Total from investment operations | 3.27 | 2.66 | 0.35 |
Less distributions | |||
From net realized gain | (0.82) | — | — |
Net asset value, end of period | $15.55 | $13.10 | $10.44 |
Total return (%)4,5 | 25.606 | 25.48 | 3.476 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $—7 | $—7 | $—7 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 2.058 | 2.07 | 2.088 |
Expenses including reductions | 1.958 | 1.95 | 1.958 |
Net investment loss | (1.21)8 | (1.21) | (0.75)8 |
Portfolio turnover (%) | 77 | 135 | 48 |
1 | Six months ended 4-30-21. Unaudited. |
2 | The inception date for Class C shares is 5-3-19. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Does not reflect the effect of sales charges, if any. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
16 | JOHN HANCOCK International Dynamic Growth Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS I SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $13.27 | $10.50 | $10.09 |
Net investment income (loss)3 | (0.01) | —4 | 0.02 |
Net realized and unrealized gain (loss) on investments | 3.41 | 2.79 | 0.38 |
Total from investment operations | 3.40 | 2.79 | 0.40 |
Less distributions | |||
From net investment income | — | (0.02) | — |
From net realized gain | (0.82) | — | — |
Total distributions | (0.82) | (0.02) | — |
Net asset value, end of period | $15.85 | $13.27 | $10.50 |
Total return (%)5 | 26.286 | 26.64 | 4.066 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $11 | $9 | $—7 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 1.058 | 1.08 | 1.088 |
Expenses including reductions | 0.958 | 0.95 | 0.958 |
Net investment income (loss) | (0.16)8 | 0.01 | 0.318 |
Portfolio turnover (%) | 77 | 135 | 48 |
1 | Six months ended 4-30-21. Unaudited. |
2 | The inception date for Class I shares is 5-3-19. |
3 | Based on average daily shares outstanding. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK International Dynamic Growth Fund | 17 |
CLASS R6 SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $13.28 | $10.50 | $10.09 |
Net investment income (loss)3 | —4 | (0.01) | 0.02 |
Net realized and unrealized gain (loss) on investments | 3.41 | 2.82 | 0.39 |
Total from investment operations | 3.41 | 2.81 | 0.41 |
Less distributions | |||
From net investment income | — | (0.03) | — |
From net realized gain | (0.82) | — | — |
Total distributions | (0.82) | (0.03) | — |
Net asset value, end of period | $15.87 | $13.28 | $10.50 |
Total return (%)5 | 26.336 | 26.82 | 4.066 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $—7 | $—7 | $—7 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 0.958 | 0.96 | 0.988 |
Expenses including reductions | 0.848 | 0.84 | 0.848 |
Net investment income (loss) | —8,9 | (0.07) | 0.458 |
Portfolio turnover (%) | 77 | 135 | 48 |
1 | Six months ended 4-30-21. Unaudited. |
2 | The inception date for Class R6 shares is 5-3-19. |
3 | Based on average daily shares outstanding. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Not annualized. |
7 | Less than $500,000. |
8 | Annualized. |
9 | Less than 0.005%. |
18 | JOHN HANCOCK International Dynamic Growth Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS NAV SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-192 |
Per share operating performance | |||
Net asset value, beginning of period | $13.28 | $10.50 | $10.00 |
Net investment income3 | —4 | —4 | 0.03 |
Net realized and unrealized gain (loss) on investments | 3.41 | 2.81 | 0.47 |
Total from investment operations | 3.41 | 2.81 | 0.50 |
Less distributions | |||
From net investment income | — | (0.03) | — |
From net realized gain | (0.82) | — | — |
Total distributions | (0.82) | (0.03) | — |
Net asset value, end of period | $15.87 | $13.28 | $10.50 |
Total return (%)5 | 26.246 | 26.92 | 5.006 |
Ratios and supplemental data | |||
Net assets, end of period (in millions) | $272 | $232 | $337 |
Ratios (as a percentage of average net assets): | |||
Expenses before reductions | 0.947 | 0.95 | 0.967 |
Expenses including reductions | 0.837 | 0.83 | 0.837 |
Net investment income (loss) | —7,8 | (0.03) | 0.627 |
Portfolio turnover (%) | 77 | 135 | 48 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 4-17-19 (commencement of operations) to 10-31-19. |
3 | Based on average daily shares outstanding. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Not annualized. |
7 | Annualized. |
8 | Less than 0.005%. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK International Dynamic Growth Fund | 19 |
20 | JOHN HANCOCK International Dynamic Growth Fund | SEMIANNUAL REPORT |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Argentina | $724,222 | $724,222 | — | — |
Canada | 9,994,663 | 9,994,663 | — | — |
China | 22,394,558 | — | $22,394,558 | — |
Denmark | 2,897,834 | — | 2,897,834 | — |
France | 32,520,675 | — | 32,520,675 | — |
Germany | 11,759,495 | 2,811,020 | 8,948,475 | — |
Hong Kong | 19,947,371 | — | 19,947,371 | — |
Indonesia | 2,794,964 | — | 2,794,964 | — |
Israel | 3,056,384 | 3,056,384 | — | — |
Japan | 27,063,413 | — | 27,063,413 | — |
Netherlands | 28,623,551 | — | 28,623,551 | — |
New Zealand | 2,749,213 | — | 2,749,213 | — |
Singapore | 6,630,775 | 2,323,368 | 4,307,407 | — |
South Korea | 17,889,505 | — | 17,889,505 | — |
Sweden | 36,106,722 | — | 36,106,722 | — |
Switzerland | 10,034,080 | 6,316,926 | 3,717,154 | — |
Taiwan | 14,242,280 | 14,242,280 | — | — |
United Kingdom | 8,145,570 | — | 8,145,570 | — |
United States | 23,482,946 | 23,482,946 | — | — |
SEMIANNUAL REPORT | JOHN HANCOCK International Dynamic Growth Fund | 21 |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Preferred securities | $7,032,086 | — | $7,032,086 | — |
Exchange-traded funds | 5,449,158 | $5,449,158 | — | — |
Short-term investments | 761,655 | 761,655 | — | — |
Total investments in securities | $294,301,120 | $69,162,622 | $225,138,498 | — |
22 | JOHN HANCOCK International Dynamic Growth Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK International Dynamic Growth Fund | 23 |
24 | JOHN HANCOCK International Dynamic Growth Fund | SEMIANNUAL REPORT |
Class | Expense reduction |
Class A | $4,392 |
Class C | 114 |
Class I | 5,976 |
Class | Expense reduction |
Class R6 | $40 |
Class NAV | 135,165 |
Total | $145,687 |
Class | Rule 12b-1 Fee |
Class A | 0.25% |
Class C | 1.00% |
SEMIANNUAL REPORT | JOHN HANCOCK International Dynamic Growth Fund | 25 |
Class | Distribution and service fees | Transfer agent fees |
Class A | $10,653 | $4,943 |
Class C | 1,152 | 134 |
Class I | — | 6,570 |
Class R6 | — | 4 |
Total | $11,805 | $11,651 |
Borrower or Lender | Weighted Average Loan Balance | Days Outstanding | Weighted Average Interest Rate | Interest Income (Expense) |
Borrower | $2,400,000 | 1 | 0.670% | $(45) |
Lender | 5,200,000 | 1 | 0.660% | 95 |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 321,776 | $4,754,539 | 439,562 | $5,392,087 |
Distributions reinvested | 29,168 | 414,774 | 28 | 303 |
Repurchased | (122,359) | (1,801,971) | (54,001) | (612,898) |
Net increase | 228,585 | $3,367,342 | 385,589 | $4,779,492 |
26 | JOHN HANCOCK International Dynamic Growth Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class C shares | ||||
Sold | 16,745 | $255,874 | 5,280 | $65,251 |
Distributions reinvested | 320 | 4,496 | — | — |
Repurchased | (14,192) | (202,957) | (938) | (11,789) |
Net increase | 2,873 | $57,413 | 4,342 | $53,462 |
Class I shares | ||||
Sold | 185,021 | $2,727,252 | 1,239,004 | $14,415,431 |
Distributions reinvested | 44,127 | 629,246 | 15 | 161 |
Repurchased | (249,931) | (3,718,837) | (543,019) | (6,022,992) |
Net increase (decrease) | (20,783) | $(362,339) | 696,000 | $8,392,600 |
Class R6 shares | ||||
Sold | 331 | $5,060 | 19 | $250 |
Distributions reinvested | 1 | 15 | — | — |
Net increase | 332 | $5,075 | 19 | $250 |
Class NAV shares | ||||
Sold | 2,060,369 | $30,396,133 | 553,146 | $5,507,296 |
Distributions reinvested | 986,404 | 14,085,853 | 86,494 | 948,844 |
Repurchased | (3,392,956) | (51,850,732) | (15,282,773) | (172,765,131) |
Net decrease | (346,183) | $(7,368,746) | (14,643,133) | $(166,308,991) |
Total net decrease | (135,176) | $(4,301,255) | (13,557,183) | $(153,083,187) |
SEMIANNUAL REPORT | JOHN HANCOCK International Dynamic Growth Fund | 27 |
Portfolio/Fund | Affiliated Concentration |
John Hancock Funds II Multimanager Lifestyle Growth Portfolio | 31.5% |
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio | 25.5% |
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio | 15.9% |
John Hancock Funds II Multimanager Lifestyle Moderate Portfolio | 5.2% |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
John Hancock Collateral Trust* | 76,130 | $5,197,077 | $46,781,350 | $(51,213,909) | $(3,178) | $315 | $21,201 | — | $761,655 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
28 | JOHN HANCOCK International Dynamic Growth Fund | SEMIANNUAL REPORT |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining investors’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office performed audit testing of the LRMP which resulted in an assessment that the LRMP’s control environment was deemed to be operating effectively and in compliance with the Board approved procedures. |
SEMIANNUAL REPORT | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | 29 |
30 | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | SEMIANNUAL REPORT |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Andrew Jacobson, CFA
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
SEMIANNUAL REPORT | JOHN HANCOCK INTERNATIONAL DYNAMIC GROWTH FUND | 31 |
GOVERNANCE FUNDS
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our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF1639991 | 474SA 4/21 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 1 |
2 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
Common stocks | 63.1 |
Health care | 15.3 |
Financials | 14.6 |
Information technology | 10.7 |
Industrials | 6.1 |
Consumer discretionary | 5.7 |
Communication services | 3.1 |
Energy | 3.0 |
Materials | 2.2 |
Utilities | 1.4 |
Real estate | 0.7 |
Consumer staples | 0.3 |
Purchased options | 1.0 |
Short-term investments and other | 35.9 |
TOTAL | 100.0 |
TOP 10 HOLDINGS AS OF 4/30/2021 (% of net assets) | |
Bank of America Corp. | 0.9 |
Global Payments, Inc. | 0.8 |
The Charles Schwab Corp. | 0.8 |
Intact Financial Corp. | 0.7 |
American Express Company | 0.6 |
Tencent Holdings, Ltd. | 0.6 |
Accton Technology Corp. | 0.6 |
Medical Properties Trust, Inc. | 0.6 |
Amazon.com, Inc. | 0.6 |
MediaTek, Inc. | 0.6 |
TOTAL | 6.8 |
Cash and cash equivalents are not included. |
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 3 |
COUNTRY COMPOSITION AS OF 4/30/2021 (% of net assets) | |
United States | 73.2 |
China | 4.5 |
United Kingdom | 3.7 |
Canada | 2.8 |
France | 1.9 |
Japan | 1.8 |
Taiwan | 1.2 |
Other countries | 10.9 |
TOTAL | 100.0 |
4 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | ||||||
1-year | 5-year | Since inception (12-20-13) | 6-month | 5-year | Since inception (12-20-13) | ||
Class A | 15.90 | 6.47 | 4.99 | 8.69 | 36.82 | 43.12 | |
Class C1 | 20.14 | 6.80 | 5.02 | 12.97 | 38.97 | 43.44 | |
Class I2 | 22.37 | 7.91 | 6.06 | 14.53 | 46.29 | 54.23 | |
Class R62 | 22.44 | 8.01 | 6.20 | 14.66 | 47.03 | 55.74 | |
Class NAV2 | 22.53 | 8.03 | 6.22 | 14.64 | 47.16 | 55.88 | |
Index† | 45.33 | 14.03 | 10.49 | 29.10 | 92.82 | 108.48 |
Class A | Class C | Class I | Class R6 | Class NAV | |
Gross (%) | 2.03 | 2.73 | 1.73 | 1.62 | 1.61 |
Net (%) | 2.02 | 2.72 | 1.72 | 1.61 | 1.60 |
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 5 |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class C1,3 | 12-20-13 | 14,344 | 14,344 | 20,848 |
Class I2 | 12-20-13 | 15,423 | 15,423 | 20,848 |
Class R62 | 12-20-13 | 15,574 | 15,574 | 20,848 |
Class NAV2 | 12-20-13 | 15,588 | 15,588 | 20,848 |
1 | Class C shares were first offered on 5-16-14. Returns prior to this date are those of Class A shares that have not been adjusted for class-specific expenses; otherwise, returns would vary. |
2 | For certain types of investors, as described in the fund's prospectuses. |
3 | The contingent deferred sales charge is not applicable. |
6 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 7 |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during period ended 4-30-20211 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $1,144.00 | $10.42 | 1.96% |
Hypothetical example | 1,000.00 | 1,015.10 | 9.79 | 1.96% | |
Class C | Actual expenses/actual returns | 1,000.00 | 1,139.70 | 14.11 | 2.66% |
Hypothetical example | 1,000.00 | 1,011.60 | 13.27 | 2.66% | |
Class I | Actual expenses/actual returns | 1,000.00 | 1,145.30 | 8.83 | 1.66% |
Hypothetical example | 1,000.00 | 1,016.60 | 8.30 | 1.66% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 1,146.60 | 8.30 | 1.56% |
Hypothetical example | 1,000.00 | 1,017.10 | 7.80 | 1.56% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 1,146.40 | 8.25 | 1.55% |
Hypothetical example | 1,000.00 | 1,017.10 | 7.75 | 1.55% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
8 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
Shares | Value | ||||
Common stocks 63.1% | $688,838,690 | ||||
(Cost $586,681,610) | |||||
Communication services 3.1% | 33,977,165 | ||||
Diversified telecommunication services 0.0% | |||||
Cellnex Telecom SA (A)(B) | 2,624 | 148,424 | |||
Entertainment 0.3% | |||||
Electronic Arts, Inc. | 8,202 | 1,165,340 | |||
Netflix, Inc. (B) | 3,914 | 2,009,722 | |||
Interactive media and services 1.9% | |||||
Alphabet, Inc., Class A (B) | 1,445 | 3,400,808 | |||
Alphabet, Inc., Class C (B) | 919 | 2,214,900 | |||
Baidu, Inc., ADR (B) | 69 | 14,513 | |||
Baidu, Inc., Class A (B) | 126,934 | 3,363,010 | |||
Facebook, Inc., Class A (B) | 3,312 | 1,076,665 | |||
Match Group, Inc. (B) | 6,574 | 1,023,112 | |||
Snap, Inc., Class A (B) | 52,885 | 3,269,351 | |||
Tencent Holdings, Ltd. | 82,929 | 6,615,411 | |||
Media 0.8% | |||||
Cardlytics, Inc. (B) | 33,779 | 4,645,626 | |||
DISH Network Corp., Class A (B) | 86,785 | 3,887,100 | |||
Wireless telecommunication services 0.1% | |||||
Ribbit LEAP, Ltd., Class A (B) | 101,346 | 1,143,183 | |||
Consumer discretionary 5.7% | 61,849,450 | ||||
Auto components 0.2% | |||||
Ningbo Joyson Electronic Corp., Class A | 805,400 | 2,254,706 | |||
Automobiles 0.1% | |||||
Aston Martin Lagonda Global Holdings PLC (A)(B) | 612 | 16,394 | |||
Guangzhou Automobile Group Company, Ltd., H Shares | 25,177 | 21,478 | |||
XPeng, Inc., ADR (B) | 50,509 | 1,510,724 | |||
Diversified consumer services 0.4% | |||||
Chegg, Inc. (B) | 30,421 | 2,747,929 | |||
Hope Education Group Company, Ltd. (A) | 4,178,320 | 1,404,708 | |||
Hotels, restaurants and leisure 1.9% | |||||
Bloomberry Resorts Corp. (B) | 244,398 | 32,911 | |||
Booking Holdings, Inc. (B) | 2,394 | 5,903,796 | |||
Boyd Gaming Corp. (B) | 37,040 | 2,450,196 | |||
Chipotle Mexican Grill, Inc. (B) | 1,558 | 2,324,583 | |||
Food & Life Companies, Ltd. | 2,546 | 113,555 | |||
Huazhu Group, Ltd., ADR (B) | 24,180 | 1,425,653 | |||
Penn National Gaming, Inc. (B) | 7,708 | 686,937 | |||
Planet Fitness, Inc., Class A (B) | 61,496 | 5,165,049 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 9 |
Shares | Value | ||||
Consumer discretionary (continued) | |||||
Hotels, restaurants and leisure (continued) | |||||
Sands China, Ltd. (B) | 3,651 | $17,277 | |||
Whitbread PLC (B) | 45,118 | 2,022,786 | |||
Wynn Macau, Ltd. (B) | 9,884 | 18,956 | |||
Household durables 0.3% | |||||
Cavco Industries, Inc. (B) | 7,179 | 1,503,498 | |||
Skyline Champion Corp. (B) | 30,708 | 1,364,356 | |||
Internet and direct marketing retail 0.9% | |||||
Alibaba Group Holding, Ltd., ADR (B) | 10,929 | 2,524,053 | |||
Amazon.com, Inc. (B) | 1,793 | 6,217,084 | |||
The RealReal, Inc. (B) | 42,356 | 1,049,158 | |||
Leisure products 0.3% | |||||
Bandai Namco Holdings, Inc. | 290 | 21,280 | |||
Polaris, Inc. | 5,392 | 755,042 | |||
YETI Holdings, Inc. (B) | 32,642 | 2,788,280 | |||
Multiline retail 0.4% | |||||
Dollarama, Inc. | 45,921 | 2,139,979 | |||
Ollie's Bargain Outlet Holdings, Inc. (B) | 27,809 | 2,565,936 | |||
Specialty retail 0.6% | |||||
Five Below, Inc. (B) | 6,616 | 1,331,602 | |||
Floor & Decor Holdings, Inc., Class A (B) | 20,828 | 2,310,242 | |||
The TJX Companies, Inc. | 32,321 | 2,294,791 | |||
Textiles, apparel and luxury goods 0.6% | |||||
Lululemon Athletica, Inc. (B) | 14,052 | 4,711,214 | |||
Wolverine World Wide, Inc. | 51,661 | 2,155,297 | |||
Consumer staples 0.3% | 3,828,451 | ||||
Beverages 0.3% | |||||
Constellation Brands, Inc., Class A | 10,813 | 2,598,580 | |||
The Boston Beer Company, Inc., Class A (B) | 1,011 | 1,229,871 | |||
Energy 3.0% | 32,243,222 | ||||
Energy equipment and services 0.3% | |||||
Cactus, Inc., Class A | 86,700 | 2,584,527 | |||
Oil, gas and consumable fuels 2.7% | |||||
ARC Resources, Ltd. | 676,427 | 4,253,981 | |||
ENEOS Holdings, Inc. | 1,000 | 4,301 | |||
Energy Transfer LP | 125,589 | 1,081,321 | |||
Hindustan Petroleum Corp., Ltd. | 10,692 | 33,791 | |||
NAC Kazatomprom JSC, GDR | 91,963 | 2,496,775 | |||
Pioneer Natural Resources Company | 20,551 | 3,161,360 | |||
Reliance Industries, Ltd. | 134,307 | 3,610,851 | |||
Suncor Energy, Inc. (C) | 268,160 | 5,743,987 |
10 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Energy (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Targa Resources Corp. (C) | 64,034 | $2,221,339 | |||
Viper Energy Partners LP | 225,722 | 4,065,253 | |||
Whiting Petroleum Corp. (B) | 74,513 | 2,985,736 | |||
Financials 14.6% | 159,153,376 | ||||
Banks 5.8% | |||||
AIB Group PLC (B) | 71,898 | 210,047 | |||
Banc of California, Inc. | 24,872 | 445,209 | |||
Banco BPM SpA | 382,302 | 1,087,342 | |||
Bandhan Bank, Ltd. (A)(B) | 422,435 | 1,862,452 | |||
Bank of America Corp. | 253,921 | 10,291,417 | |||
Bank of Ireland Group PLC (B) | 99,045 | 581,333 | |||
Bankinter SA | 363,279 | 1,986,609 | |||
BAWAG Group AG (A) | 58,780 | 3,170,749 | |||
BDO Unibank, Inc. | 716,915 | 1,533,242 | |||
BNP Paribas SA (B) | 18,285 | 1,172,392 | |||
CIT Group, Inc. | 20,838 | 1,110,457 | |||
Citizens Financial Group, Inc. | 40,192 | 1,860,086 | |||
Commerzbank AG (B) | 19,470 | 128,388 | |||
Erste Group Bank AG | 21,178 | 752,714 | |||
Fifth Third Bancorp | 56,493 | 2,290,226 | |||
Heritage Commerce Corp. | 41,010 | 494,991 | |||
Israel Discount Bank, Ltd., Class A (B) | 109,431 | 492,615 | |||
JPMorgan Chase & Co. | 1,209 | 185,956 | |||
Kasikornbank PCL | 293,300 | 1,250,934 | |||
Kasikornbank PCL, NVDR | 77,300 | 327,188 | |||
KB Financial Group, Inc. | 712 | 35,051 | |||
KBC Group NV (B) | 30,951 | 2,401,443 | |||
Komercni banka AS (B) | 33,949 | 1,027,659 | |||
Lloyds Banking Group PLC | 6,024,423 | 3,777,791 | |||
Mitsubishi UFJ Financial Group, Inc. | 134,389 | 714,962 | |||
Origin Bancorp, Inc. | 12,554 | 548,986 | |||
Popular, Inc. | 62,402 | 4,615,252 | |||
Resona Holdings, Inc. | 257,985 | 1,062,031 | |||
Shinhan Financial Group Company, Ltd. | 69,103 | 2,483,250 | |||
Shinsei Bank, Ltd. | 99,686 | 1,454,055 | |||
Signature Bank | 9,292 | 2,337,031 | |||
South State Corp. | 6,430 | 542,178 | |||
Spar Nord Bank A/S | 24,478 | 270,915 | |||
Standard Chartered PLC | 188,784 | 1,354,325 | |||
Svenska Handelsbanken AB, A Shares | 387,832 | 4,491,198 | |||
TriCo Bancshares | 7,832 | 362,465 | |||
Triumph Bancorp, Inc. (B) | 11,429 | 1,012,952 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 11 |
Shares | Value | ||||
Financials (continued) | |||||
Banks (continued) | |||||
UMB Financial Corp. | 5,399 | $523,865 | |||
United Community Banks, Inc. | 29,307 | 958,925 | |||
Vietnam Technological & Commercial Joint Stock Bank (B) | 599,870 | 1,062,031 | |||
Western Alliance Bancorp | 2,702 | 283,899 | |||
Zions Bancorp NA | 9,629 | 537,298 | |||
Capital markets 3.3% | |||||
AJ Bell PLC | 65,532 | 402,055 | |||
Amundi SA (A)(B) | 7,421 | 661,348 | |||
Ares Acquisition Corp. (B) | 208,464 | 2,097,148 | |||
Ares Management Corp., Class A | 66,299 | 3,482,023 | |||
Artisan Partners Asset Management, Inc., Class A | 21,928 | 1,116,574 | |||
BowX Acquisition Corp. (B) | 188,633 | 2,499,387 | |||
Churchill Capital Corp. VII (B) | 31,855 | 321,098 | |||
CME Group, Inc. | 12,433 | 2,511,342 | |||
Coinbase Global, Inc., Class A (B)(D) | 5,095 | 1,516,476 | |||
Decarbonization Plus Acquisition Corp. II (B) | 20,389 | 207,356 | |||
DiamondHead Holdings Corp. (B) | 23,021 | 230,210 | |||
FTAC Olympus Acquisition Corp. (B) | 135,746 | 1,461,984 | |||
G Squared Ascend I, Inc. (B) | 19,982 | 200,220 | |||
Hamilton Lane Alliance Holdings I, Inc. (B) | 168,685 | 1,685,163 | |||
Intermediate Capital Group PLC | 104,647 | 3,159,275 | |||
Nomura Holdings, Inc. | 157,200 | 844,974 | |||
RMG Acquisition Corp. III (B) | 20,546 | 206,076 | |||
Rothschild & Company (B) | 24,199 | 860,777 | |||
Social Capital Hedosophia Holdings Corp. V, Class A (B)(D) | 795 | 13,515 | |||
The Charles Schwab Corp. | 120,015 | 8,449,056 | |||
Thunder Bridge Capital Partners III, Inc. (B) | 21,023 | 210,230 | |||
XP, Inc., Class A (B) | 103,384 | 4,094,006 | |||
Consumer finance 1.0% | |||||
American Express Company | 43,696 | 6,700,782 | |||
OneMain Holdings, Inc. | 74,900 | 4,259,563 | |||
Diversified financial services 0.6% | |||||
BFF Bank SpA (A) | 72,125 | 645,781 | |||
Equitable Holdings, Inc. | 102,483 | 3,507,993 | |||
KBC Ancora (B) | 13,051 | 569,717 | |||
ORIX Corp. | 122,900 | 1,984,081 | |||
Insurance 3.5% | |||||
AIA Group, Ltd. | 285,990 | 3,629,948 | |||
Arch Capital Group, Ltd. (B) | 128,235 | 5,092,212 | |||
Assurant, Inc. | 25,810 | 4,016,036 | |||
Assured Guaranty, Ltd. | 6,732 | 342,322 | |||
AXA SA (D) | 93,302 | 2,635,317 |
12 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Financials (continued) | |||||
Insurance (continued) | |||||
Beazley PLC (B) | 782,808 | $3,659,433 | |||
Enstar Group, Ltd. (B)(C) | 15,384 | 3,864,153 | |||
Intact Financial Corp. | 54,290 | 7,216,288 | |||
Linea Directa Aseguradora SA Cia de Seguros y Reaseguros (B) | 350,789 | 687,430 | |||
MetroMile, Inc. (B)(D) | 129,171 | 1,202,582 | |||
Oscar Health, Inc., Class A (B) | 33,743 | 766,978 | |||
Prudential PLC | 43,616 | 923,537 | |||
Talanx AG | 18,473 | 778,317 | |||
Trupanion, Inc. (B) | 33,887 | 2,748,236 | |||
Mortgage real estate investment trusts 0.2% | |||||
New Residential Investment Corp. | 224,500 | 2,406,640 | |||
Thrifts and mortgage finance 0.2% | |||||
MGIC Investment Corp. | 143,952 | 2,193,828 | |||
Health care 15.3% | 166,644,035 | ||||
Biotechnology 6.2% | |||||
Acceleron Pharma, Inc. (B) | 13,490 | 1,685,845 | |||
Agios Pharmaceuticals, Inc. (B) | 8,772 | 489,478 | |||
Akero Therapeutics, Inc. (B) | 23,589 | 726,541 | |||
Akeso, Inc. (A)(B) | 113,145 | 773,751 | |||
Aligos Therapeutics, Inc. (B) | 71,905 | 1,849,397 | |||
Alkermes PLC (B) | 51,216 | 1,127,008 | |||
Alnylam Pharmaceuticals, Inc. (B) | 3,680 | 517,555 | |||
Amicus Therapeutics, Inc. (B) | 47,744 | 469,801 | |||
Amoy Diagnostics Company, Ltd., Class A | 32,100 | 422,442 | |||
Apellis Pharmaceuticals, Inc. (B) | 22,197 | 1,124,722 | |||
ArcLight Clean Transition Corp., Class A (B)(D) | 18,858 | 305,122 | |||
Arena Pharmaceuticals, Inc. (B) | 19,096 | 1,310,558 | |||
Argenx SE, ADR (B) | 3,478 | 997,177 | |||
Ascendis Pharma A/S, ADR (B) | 9,007 | 1,305,745 | |||
Atreca, Inc., Class A (B) | 33,252 | 397,029 | |||
BeiGene, Ltd., ADR (B) | 6,174 | 2,121,016 | |||
BioAtla, Inc. (B) | 5,556 | 275,522 | |||
Biogen, Inc. (B) | 2,349 | 627,958 | |||
Biohaven Pharmaceutical Holding Company, Ltd. (B) | 5,078 | 381,358 | |||
BioNTech SE, ADR (B) | 4,458 | 839,352 | |||
Black Diamond Therapeutics, Inc. (B) | 21,359 | 569,004 | |||
Blueprint Medicines Corp. (B) | 4,565 | 439,701 | |||
Celldex Therapeutics, Inc. (B) | 6,199 | 188,016 | |||
Clementia Pharmaceuticals, Inc. (B)(E) | 9,185 | 0 | |||
Coherus Biosciences, Inc. (B) | 55,577 | 822,540 | |||
Connect Biopharma Holdings, Ltd., ADR (B) | 71,963 | 1,170,838 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 13 |
Shares | Value | ||||
Health care (continued) | |||||
Biotechnology (continued) | |||||
Constellation Pharmaceuticals, Inc. (B) | 31,440 | $679,733 | |||
CStone Pharmaceuticals (A)(B) | 259,197 | 371,510 | |||
Cytokinetics, Inc. (B) | 19,034 | 484,225 | |||
Design Therapeutics, Inc. (B) | 7,600 | 199,348 | |||
Dyne Therapeutics, Inc. (B) | 45,472 | 894,889 | |||
Everest Medicines, Ltd. (A)(B) | 100,400 | 886,155 | |||
Exact Sciences Corp. (B) | 11,997 | 1,581,445 | |||
Forma Therapeutics Holdings, Inc. (B) | 20,396 | 549,672 | |||
Freeline Therapeutics Holdings PLC, ADR (B) | 45,691 | 502,601 | |||
Galapagos NV (B) | 6,323 | 492,278 | |||
Generation Bio Company (B) | 9,396 | 342,578 | |||
Genmab A/S (B) | 4,320 | 1,585,276 | |||
Genus PLC | 7,776 | 546,122 | |||
Global Blood Therapeutics, Inc. (B) | 9,322 | 380,151 | |||
Gracell Biotechnologies, Inc., ADR (B) | 51,373 | 625,723 | |||
ImmunoGen, Inc. (B) | 271,068 | 2,184,808 | |||
Incyte Corp. (B) | 6,732 | 574,778 | |||
Inhibrx, Inc. (B) | 6,366 | 135,787 | |||
InnoCare Pharma, Ltd. (A)(B) | 114,667 | 362,540 | |||
Instil Bio, Inc. (B) | 14,300 | 293,579 | |||
Ironwood Pharmaceuticals, Inc. (B) | 146,479 | 1,617,128 | |||
Karuna Therapeutics, Inc. (B) | 12,068 | 1,339,669 | |||
Kodiak Sciences, Inc. (B) | 21,908 | 2,647,363 | |||
Kymera Therapeutics, Inc. (B) | 10,241 | 466,478 | |||
Madrigal Pharmaceuticals, Inc. (B) | 5,009 | 681,725 | |||
Mersana Therapeutics, Inc. (B) | 50,046 | 797,233 | |||
Merus NV (B) | 94,089 | 1,970,224 | |||
Mirati Therapeutics, Inc. (B) | 8,801 | 1,462,902 | |||
Molecular Partners AG (B) | 18,761 | 457,177 | |||
Myovant Sciences, Ltd. (B) | 71,713 | 1,498,802 | |||
Novavax, Inc. (B) | 11,720 | 2,776,820 | |||
Nurix Therapeutics, Inc. (B) | 48,492 | 1,688,491 | |||
Oyster Point Pharma, Inc. (B) | 30,944 | 638,994 | |||
PMV Pharmaceuticals, Inc. (B) | 15,463 | 521,567 | |||
Radius Health, Inc. (B) | 20,685 | 461,276 | |||
Regeneron Pharmaceuticals, Inc. (B) | 3,427 | 1,649,415 | |||
REVOLUTION Medicines, Inc. (B) | 12,400 | 411,556 | |||
Rhythm Pharmaceuticals, Inc. (B) | 37,784 | 814,623 | |||
Rocket Pharmaceuticals, Inc. (B) | 21,292 | 976,025 | |||
Sage Therapeutics, Inc. (B) | 1,042 | 82,068 | |||
Sarepta Therapeutics, Inc. (B) | 7,309 | 517,770 | |||
Seagen, Inc. (B) | 3,664 | 526,737 | |||
Syndax Pharmaceuticals, Inc. (B) | 36,882 | 587,899 |
14 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Health care (continued) | |||||
Biotechnology (continued) | |||||
TCR2 Therapeutics, Inc. (B) | 25,872 | $587,553 | |||
Turning Point Therapeutics, Inc. (B) | 3,095 | 235,932 | |||
UroGen Pharma, Ltd. (B) | 17,879 | 347,747 | |||
Vaxcyte, Inc. (B) | 15,717 | 291,865 | |||
Veracyte, Inc. (B) | 3,759 | 187,010 | |||
Vertex Pharmaceuticals, Inc. (B) | 3,307 | 721,587 | |||
Zai Lab, Ltd., ADR (B) | 34,556 | 5,743,553 | |||
Zealand Pharma A/S, ADR (B)(D) | 14,670 | 483,523 | |||
Health care equipment and supplies 2.9% | |||||
Abbott Laboratories | 2,351 | 282,308 | |||
Alcon, Inc. (B) | 28,746 | 2,159,133 | |||
Align Technology, Inc. (B) | 4,001 | 2,382,716 | |||
Baxter International, Inc. | 20,616 | 1,766,585 | |||
Becton, Dickinson and Company | 2,885 | 717,817 | |||
Boston Scientific Corp. (B) | 22,873 | 997,263 | |||
ConvaTec Group PLC (A) | 442,858 | 1,334,546 | |||
Danaher Corp. | 20,201 | 5,129,842 | |||
DexCom, Inc. (B) | 1,016 | 392,278 | |||
Edwards Lifesciences Corp. (B) | 28,360 | 2,708,947 | |||
Glaukos Corp. (B) | 2,803 | 263,930 | |||
Hologic, Inc. (B) | 5,031 | 329,782 | |||
IDEXX Laboratories, Inc. (B) | 1,444 | 792,742 | |||
Inari Medical, Inc. (B) | 2,540 | 290,297 | |||
Insulet Corp. (B) | 5,403 | 1,595,074 | |||
Integra LifeSciences Holdings Corp. (B) | 7,022 | 520,190 | |||
Intuitive Surgical, Inc. (B) | 465 | 402,225 | |||
Koninklijke Philips NV (B) | 9,710 | 549,034 | |||
Lifetech Scientific Corp. (B) | 194,470 | 104,853 | |||
Masimo Corp. (B) | 5,564 | 1,294,576 | |||
NuVasive, Inc. (B) | 12,411 | 886,766 | |||
Quidel Corp. (B) | 4,860 | 509,279 | |||
Smith & Nephew PLC | 23,590 | 510,576 | |||
Stryker Corp. | 9,479 | 2,489,470 | |||
Teleflex, Inc. | 8,025 | 3,390,402 | |||
Health care providers and services 1.3% | |||||
AdaptHealth Corp. (B) | 29,967 | 870,841 | |||
Agilon Health, Inc. (B) | 18,900 | 595,917 | |||
Anthem, Inc. | 2,451 | 929,885 | |||
Apria, Inc. (B) | 40,300 | 1,206,985 | |||
Aveanna Healthcare Holdings, Inc. (B) | 62,400 | 728,832 | |||
Encompass Health Corp. | 15,636 | 1,326,871 | |||
HCA Healthcare, Inc. | 3,658 | 735,477 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 15 |
Shares | Value | ||||
Health care (continued) | |||||
Health care providers and services (continued) | |||||
Humana, Inc. | 2,276 | $1,013,366 | |||
Innovage Holding Corp. (B) | 12,106 | 308,219 | |||
Laboratory Corp. of America Holdings (B) | 200 | 53,174 | |||
LHC Group, Inc. (B) | 3,574 | 744,357 | |||
Molina Healthcare, Inc. (B) | 2,060 | 525,506 | |||
Oak Street Health, Inc. (B) | 38,686 | 2,384,218 | |||
Owens & Minor, Inc. | 32,304 | 1,165,851 | |||
Quest Diagnostics, Inc. | 4,554 | 600,582 | |||
UnitedHealth Group, Inc. | 2,142 | 854,230 | |||
Health care technology 0.1% | |||||
Health Catalyst, Inc. (B) | 4,096 | 237,158 | |||
Multiplan Corp. (B) | 43,349 | 322,083 | |||
Life sciences tools and services 0.9% | |||||
Agilent Technologies, Inc. | 12,838 | 1,715,670 | |||
Bio-Techne Corp. | 2,985 | 1,276,058 | |||
Illumina, Inc. (B) | 1,352 | 531,120 | |||
NanoString Technologies, Inc. (B) | 163 | 12,986 | |||
NeoGenomics, Inc. (B) | 221 | 10,827 | |||
PPD, Inc. (B) | 61,218 | 2,828,272 | |||
Syneos Health, Inc. (B) | 461 | 39,116 | |||
Tecan Group AG | 2,793 | 1,360,988 | |||
Thermo Fisher Scientific, Inc. | 1,179 | 554,401 | |||
WuXi AppTec Company, Ltd., H Shares (A) | 33,219 | 782,669 | |||
Wuxi Biologics Cayman, Inc. (A)(B) | 82,905 | 1,163,803 | |||
Pharmaceuticals 3.9% | |||||
Astellas Pharma, Inc. | 112,583 | 1,694,494 | |||
AstraZeneca PLC | 45,861 | 4,881,622 | |||
Bristol-Myers Squibb Company | 15,131 | 944,477 | |||
CSPC Pharmaceutical Group, Ltd. | 1,111,795 | 1,372,331 | |||
Daiichi Sankyo Company, Ltd. | 40,680 | 1,038,984 | |||
Eisai Company, Ltd. | 55,364 | 3,610,945 | |||
Elanco Animal Health, Inc. (B) | 21,830 | 692,229 | |||
Eli Lilly & Company | 19,564 | 3,575,712 | |||
GlaxoSmithKline PLC | 113,912 | 2,105,065 | |||
Hikma Pharmaceuticals PLC | 38,663 | 1,302,909 | |||
Hutchison China MediTech, Ltd., ADR (B) | 39,194 | 1,108,798 | |||
Hypera SA | 15,778 | 100,674 | |||
Johnson & Johnson | 3,505 | 570,369 | |||
Laboratorios Farmaceuticos Rovi SA | 25,239 | 1,463,069 | |||
Nippon Shinyaku Company, Ltd. | 7,868 | 530,724 | |||
Novartis AG | 20,332 | 1,735,059 | |||
Ono Pharmaceutical Company, Ltd. | 125,092 | 3,150,924 |
16 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Health care (continued) | |||||
Pharmaceuticals (continued) | |||||
Pfizer, Inc. | 133,670 | $5,166,346 | |||
Reata Pharmaceuticals, Inc., Class A (B) | 5,253 | 532,654 | |||
Revance Therapeutics, Inc. (B) | 54,906 | 1,598,863 | |||
Richter Gedeon NYRT | 12,166 | 347,955 | |||
Royalty Pharma PLC, Class A | 18,911 | 832,084 | |||
Theravance Biopharma, Inc. (B) | 62,784 | 1,239,356 | |||
UCB SA | 13,063 | 1,209,608 | |||
Viatris, Inc. (B) | 102,053 | 1,357,305 | |||
Industrials 6.1% | 66,277,568 | ||||
Aerospace and defense 0.6% | |||||
BWX Technologies, Inc. | 57,782 | 3,866,771 | |||
Curtiss-Wright Corp. | 6,576 | 841,070 | |||
Safran SA | 10,983 | 1,639,857 | |||
Air freight and logistics 0.3% | |||||
FedEx Corp. | 10,330 | 2,998,902 | |||
Building products 0.2% | |||||
Johnson Controls International PLC | 42,564 | 2,653,440 | |||
Commercial services and supplies 1.1% | |||||
Aker Carbon Capture AS (B) | 712,107 | 1,446,241 | |||
Babcock International Group PLC (B) | 854,368 | 3,400,511 | |||
Copart, Inc. (B) | 28,181 | 3,508,816 | |||
Serco Group PLC (B) | 1,736,264 | 3,361,310 | |||
Construction and engineering 0.4% | |||||
China Machinery Engineering Corp., H Shares | 7,280,673 | 3,257,513 | |||
Fluor Corp. (B) | 52,084 | 1,196,890 | |||
Electrical equipment 0.4% | |||||
Contemporary Amperex Technology Company, Ltd., Class A | 45,188 | 2,715,516 | |||
Schneider Electric SE | 11,203 | 1,787,503 | |||
Zhejiang HangKe Technology, Inc. Company, Class A | 1,273 | 14,138 | |||
Machinery 0.6% | |||||
Alfa Laval AB | 9,810 | 331,310 | |||
Fortive Corp. | 18,343 | 1,299,051 | |||
Ingersoll Rand, Inc. (B) | 13,491 | 666,590 | |||
ITT, Inc. | 11,151 | 1,051,651 | |||
Sandvik AB | 74,966 | 1,853,868 | |||
The Middleby Corp. (B) | 8,842 | 1,603,231 | |||
Marine 0.3% | |||||
Irish Continental Group PLC | 668,500 | 3,655,872 | |||
Professional services 0.8% | |||||
CoStar Group, Inc. (B) | 3,556 | 3,038,353 | |||
IHS Markit, Ltd. | 18,528 | 1,993,242 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 17 |
Shares | Value | ||||
Industrials (continued) | |||||
Professional services (continued) | |||||
Leidos Holdings, Inc. | 9,494 | $961,552 | |||
TransUnion | 1,231 | 128,750 | |||
TriNet Group, Inc. (B) | 37,981 | 2,989,485 | |||
Road and rail 0.8% | |||||
ALD SA (A) | 64,877 | 1,020,011 | |||
CJ Logistics Corp. (B) | 158 | 24,299 | |||
Knight-Swift Transportation Holdings, Inc. | 77,713 | 3,661,837 | |||
National Express Group PLC (B) | 385,660 | 1,593,380 | |||
Uber Technologies, Inc. (B) | 35,111 | 1,923,029 | |||
Trading companies and distributors 0.4% | |||||
AerCap Holdings NV (B) | 48,997 | 2,854,075 | |||
Brenntag SE | 12,269 | 1,101,445 | |||
Transportation infrastructure 0.2% | |||||
China Merchants Port Holdings Company, Ltd. | 13,297 | 21,273 | |||
Malaysia Airports Holdings BHD | 17,401 | 25,413 | |||
Shenzhen Airport Company, Ltd., Class A | 1,361,965 | 1,791,373 | |||
Information technology 10.7% | 117,313,328 | ||||
Communications equipment 0.6% | |||||
Accton Technology Corp. | 582,108 | 6,591,255 | |||
Electronic equipment, instruments and components 0.4% | |||||
Chroma ATE, Inc. | 69,829 | 482,539 | |||
II-VI, Inc. (B) | 42,086 | 2,825,654 | |||
PAR Technology Corp. (B) | 14,983 | 1,230,704 | |||
IT services 3.2% | |||||
Cognizant Technology Solutions Corp., Class A | 1,029 | 82,732 | |||
Fidelity National Information Services, Inc. | 7,947 | 1,215,096 | |||
FleetCor Technologies, Inc. (B) | 8,607 | 2,476,406 | |||
Genpact, Ltd. | 48,355 | 2,298,313 | |||
Global Payments, Inc. | 41,006 | 8,801,118 | |||
GoDaddy, Inc., Class A (B) | 34,053 | 2,956,481 | |||
Mastercard, Inc., Class A | 3,395 | 1,297,094 | |||
MongoDB, Inc. (B) | 2,799 | 832,591 | |||
Nuvei Corp. (B) | 47,776 | 3,333,809 | |||
PayPal Holdings, Inc. (B) | 1,895 | 497,040 | |||
Perficient, Inc. (B) | 7,903 | 518,516 | |||
Repay Holdings Corp. (B) | 62,680 | 1,432,238 | |||
Shopify, Inc., Class A (B) | 808 | 955,468 | |||
StoneCo, Ltd., Class A (B) | 62,207 | 4,021,060 | |||
Tyro Payments, Ltd. (B) | 4,295 | 12,345 | |||
VeriSign, Inc. (B) | 2,477 | 541,893 | |||
WEX, Inc. (B) | 214 | 43,915 |
18 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Information technology (continued) | |||||
IT services (continued) | |||||
Worldline SA (A)(B) | 34,760 | $3,412,674 | |||
Semiconductors and semiconductor equipment 2.6% | |||||
ACM Research, Inc., Class A (B) | 10,822 | 854,397 | |||
Advanced Micro Devices, Inc. (B) | 15,373 | 1,254,744 | |||
ASM Pacific Technology, Ltd. | 101,212 | 1,528,648 | |||
ASML Holding NV, NYRS | 2,193 | 1,421,283 | |||
Marvell Technology, Inc. | 129,658 | 5,861,838 | |||
MediaTek, Inc. | 141,497 | 6,056,487 | |||
Micron Technology, Inc. (B) | 11,905 | 1,024,663 | |||
Qorvo, Inc. (B) | 18,843 | 3,545,687 | |||
Renesas Electronics Corp. (B) | 2,264 | 26,371 | |||
Skyworks Solutions, Inc. | 2,067 | 374,809 | |||
STMicroelectronics NV | 94,546 | 3,531,411 | |||
Tower Semiconductor, Ltd. (B) | 92,933 | 2,630,004 | |||
Software 3.9% | |||||
Adobe, Inc. (B) | 7,634 | 3,880,668 | |||
Atlassian Corp. PLC, Class A (B) | 2,587 | 614,568 | |||
Avalara, Inc. (B) | 25,518 | 3,616,156 | |||
Ceridian HCM Holding, Inc. (B) | 21,949 | 2,073,742 | |||
Digital Turbine, Inc. (B) | 13,277 | 1,001,484 | |||
Fair Isaac Corp. (B) | 1,102 | 574,594 | |||
HubSpot, Inc. (B) | 7,379 | 3,884,675 | |||
Intuit, Inc. | 6,842 | 2,819,999 | |||
Manhattan Associates, Inc. (B) | 21,076 | 2,892,470 | |||
Ming Yuan Cloud Group Holdings, Ltd. (B) | 100 | 462 | |||
Olo, Inc., Class A (B) | 11,028 | 318,268 | |||
Porch.com, Inc. (B) | 63,222 | 841,485 | |||
Rapid7, Inc. (B) | 29,115 | 2,365,594 | |||
RingCentral, Inc., Class A (B) | 3,170 | 1,011,072 | |||
salesforce.com, Inc. (B) | 20,722 | 4,772,691 | |||
ServiceNow, Inc. (B) | 10,179 | 5,154,340 | |||
Varonis Systems, Inc. (B) | 47,776 | 2,529,739 | |||
Venustech Group, Inc., Class A | 100,077 | 467,916 | |||
Workday, Inc., Class A (B) | 16,920 | 4,179,240 | |||
Zscaler, Inc. (B) | 1,838 | 344,882 | |||
Materials 2.2% | 23,990,361 | ||||
Chemicals 0.4% | |||||
Covestro AG (A) | 5,740 | 375,393 | |||
Livent Corp. (B) | 78,771 | 1,419,453 | |||
Showa Denko KK | 844 | 25,556 | |||
SK IE Technology Company, Ltd. (A)(B) | 2,341 | 220,978 | |||
Sociedad Quimica y Minera de Chile SA, ADR | 37,395 | 1,972,212 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 19 |
Shares | Value | ||||
Materials (continued) | |||||
Metals and mining 1.8% | |||||
Angang Steel Company, Ltd., Class A | 3,107,940 | $2,333,898 | |||
Angang Steel Company, Ltd., H Shares | 258,000 | 177,364 | |||
Baoshan Iron & Steel Company, Ltd., Class A | 1,678,762 | 2,231,386 | |||
Barrick Gold Corp. | 92,347 | 1,962,374 | |||
Ganfeng Lithium Company, Ltd., Class A | 80,500 | 1,348,976 | |||
Ganfeng Lithium Company, Ltd., H Shares (A) | 1,946 | 26,068 | |||
Gold Fields, Ltd., ADR | 125,396 | 1,176,214 | |||
Hoa Phat Group JSC | 1,035,100 | 2,605,283 | |||
Hyundai Steel Company | 555 | 27,588 | |||
JFE Holdings, Inc. | 37,614 | 494,614 | |||
Nippon Steel Corp. | 144,725 | 2,529,065 | |||
Norsk Hydro ASA | 425,637 | 2,710,363 | |||
Rio Tinto PLC | 28,100 | 2,353,576 | |||
Real estate 0.7% | 7,893,502 | ||||
Equity real estate investment trusts 0.6% | |||||
Medical Properties Trust, Inc. | 291,301 | 6,423,187 | |||
Real estate management and development 0.1% | |||||
BR Properties SA | 9,198 | 15,189 | |||
Oberoi Realty, Ltd. (B) | 198,704 | 1,455,126 | |||
Utilities 1.4% | 15,668,232 | ||||
Electric utilities 0.8% | |||||
American Electric Power Company, Inc. | 51,061 | 4,529,621 | |||
NextEra Energy, Inc. | 13,194 | 1,022,667 | |||
Power Grid Corp. of India, Ltd. | 1,018,236 | 3,025,220 | |||
Gas utilities 0.2% | |||||
Rubis SCA | 49,622 | 2,329,395 | |||
Multi-utilities 0.4% | |||||
Engie SA | 319,650 | 4,761,329 | |||
Warrants 0.0% | $48,443 | ||||
(Cost $60,949) | |||||
Ribbit LEAP, Ltd., Class A (Expiration Date: 9-9-25; Strike Price: $11.50) (B) | 20,269 | 48,443 | |||
Contracts/Notional amount | Value | ||||
Purchased options 1.0% | $10,545,339 | ||||
(Cost $15,254,887) | |||||
Calls 0.7% | 7,300,112 | ||||
Exchange Traded Option on Amazon.com, Inc. (Expiration Date: 6-18-21; Strike Price: $3,550.00; Notional Amount: 100) (B) | 1 | 9,180 |
20 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Contracts/Notional amount | Value | ||||
Calls (continued) | |||||
Exchange Traded Option on Fidelity National Information Services, Inc. (Expiration Date: 5-21-21; Strike Price: $155.00; Notional Amount: 19,700) (B) | 197 | $57,623 | |||
Exchange Traded Option on Global Payments, Inc. (Expiration Date: 6-18-21; Strike Price: $230.00; Notional Amount: 13,900) (B) | 139 | 33,708 | |||
Exchange Traded Option on Pfizer, Inc. (Expiration Date: 6-18-21; Strike Price: $42.00; Notional Amount: 240,000) (B) | 2,400 | 50,400 | |||
Exchange Traded Option on salesforce.com, Inc. (Expiration Date: 8-20-21; Strike Price: $250.00; Notional Amount: 700) (B) | 7 | 5,268 | |||
Exchange Traded Option on VanEck Vectors Gold Miners ETF (Expiration Date: 6-18-21; Strike Price: $40.00; Notional Amount: 637,100) (B) | 6,371 | 152,904 | |||
Over the Counter Option on ASML Holding NV (Expiration Date: 5-21-21; Strike Price: EUR 590.00; Counterparty: Morgan Stanley & Company International PLC) (B)(F) | 17,767 | 38,180 | |||
Over the Counter Option on Bank of China, Ltd. (Expiration Date: 9-29-21; Strike Price: HKD 3.37; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 38,592,714 | 115,841 | |||
Over the Counter Option on Bayerische Motoren Werke AG (Expiration Date: 6-18-21; Strike Price: EUR 96.00; Counterparty: Goldman Sachs International) (B)(F) | 4,076 | 1,126 | |||
Over the Counter Option on BP PLC (Expiration Date: 9-17-21; Strike Price: GBP 3.20; Counterparty: Goldman Sachs International) (B)(F) | 2,739,990 | 516,070 | |||
Over the Counter Option on China Construction Bank Corp. (Expiration Date: 9-29-21; Strike Price: HKD 7.46; Counterparty: Morgan Stanley & Company International PLC) (B)(F) | 18,365,714 | 55,132 | |||
Over the Counter Option on Covestro AG (Expiration Date: 9-17-21; Strike Price: EUR 60.00; Counterparty: Goldman Sachs International) (B)(F) | 222,039 | 596,041 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 21 |
Contracts/Notional amount | Value | ||||
Calls (continued) | |||||
Over the Counter Option on Engie SA (Expiration Date: 6-18-21; Strike Price: EUR 15.00; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 604,147 | $2,565 | |||
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: Goldman Sachs International) (B)(F) | 51,044,529 | 389,317 | |||
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: Goldman Sachs International) (B)(F) | 8,574,301 | 38,053 | |||
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 13,271,470 | 84,645 | |||
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-17-21; Strike Rate: 2.500%; Counterparty: Goldman Sachs International) (B)(F) | 47,378,210 | 224,099 | |||
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-17-21; Strike Rate: 2.500%; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 8,333,249 | 28,908 | |||
Over the Counter Option on EURO STOXX 600 Index (Expiration Date: 6-18-21; Strike Price: EUR 445.00; Counterparty: Goldman Sachs International) (B)(F) | 88,492 | 416,948 | |||
Over the Counter Option on EURO STOXX 600 Index (Expiration Date: 6-18-21; Strike Price: EUR 445.00; Counterparty: Goldman Sachs International) (B)(F) | 46,769 | 220,361 | |||
Over the Counter Option on EURO STOXX 600 Index (Expiration Date: 6-18-21; Strike Price: EUR 445.00; Counterparty: Morgan Stanley & Company International PLC) (B)(F) | 18,801 | 88,585 | |||
Over the Counter Option on EURO STOXX Banks Index (Expiration Date: 12-17-21; Strike Price: EUR 120.00; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 1,225,208 | 1,240,826 |
22 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Contracts/Notional amount | Value | ||||
Calls (continued) | |||||
Over the Counter Option on EURO STOXX Banks Index (Expiration Date: 12-17-21; Strike Price: EUR 120.00; Counterparty: Morgan Stanley & Company International PLC) (B)(F) | 689,254 | $698,040 | |||
Over the Counter Option on EURO STOXX Banks Index (Expiration Date: 6-18-21; Strike Price: EUR 114.85; Counterparty: Goldman Sachs International) (B)(F) | 25,161 | 1,842 | |||
Over the Counter Option on EURO STOXX Banks Index (Expiration Date: 6-18-21; Strike Price: EUR 120.64; Counterparty: Goldman Sachs International) (B)(F) | 129,114 | 3,815 | |||
Over the Counter Option on FTSE 100 Index (Expiration Date: 6-18-21; Strike Price: GBP 6,850.00; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 12 | 3,319 | |||
Over the Counter Option on FTSE 100 Index (Expiration Date: 6-18-21; Strike Price: GBP 7,100.00; Counterparty: Goldman Sachs International) (B)(F) | 1,355 | 126,564 | |||
Over the Counter Option on FTSE 100 Index (Expiration Date: 9-17-21; Strike Price: GBP 7,200.00; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 2,077 | 342,188 | |||
Over the Counter Option on FTSE 100 Index (Expiration Date: 9-17-21; Strike Price: GBP 7,300.00; Counterparty: Goldman Sachs International) (B)(F) | 2,059 | 252,672 | |||
Over the Counter Option on Panasonic Corp. (Expiration Date: 5-14-21; Strike Price: JPY 1,796.24; Counterparty: Morgan Stanley & Company International PLC) (B)(F) | 11,855 | 0 | |||
Over the Counter Option on Russell 2000 Index vs. Nasdaq 100 Index (Expiration Date: 12-16-22; Strike Rate: 5.000%; Counterparty: Goldman Sachs International) (B)(F) | 6,288,762 | 726,648 | |||
Over the Counter Option on Russell 2000 Index vs. Nasdaq 100 Index (Expiration Date: 12-16-22; Strike Rate: 5.000%; Counterparty: Morgan Stanley & Company International PLC) (B)(F) | 4,466,244 | 561,889 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 23 |
Contracts/Notional amount | Value | ||||
Calls (continued) | |||||
Over the Counter Option on the USD vs. JPY (Expiration Date: 9-23-21; Strike Price: $114.00; Counterparty: Goldman Sachs International) (B)(F) | 20,020,323 | $53,494 | |||
Over the Counter Option on TOPIX Banks Index (Expiration Date: 6-11-21; Strike Price: JPY 159.94; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 13,679,658 | 40,043 | |||
Over the Counter Option on TOPIX Banks Index (Expiration Date: 6-11-21; Strike Price: JPY 159.94; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 7,535,512 | 22,058 | |||
Over the Counter Option on UniCredit SpA (Expiration Date: 6-18-21; Strike Price: EUR 10.00; Counterparty: Morgan Stanley & Company International PLC) (B)(F) | 272,052 | 25,072 | |||
Over the Counter Option on UniCredit SpA (Expiration Date: 6-18-21; Strike Price: EUR 10.50; Counterparty: Morgan Stanley & Company International PLC) (B)(F) | 213,466 | 10,256 | |||
Over the Counter Option on UniCredit SpA (Expiration Date: 9-17-21; Strike Price: EUR 10.00; Counterparty: Morgan Stanley & Company International PLC) (B)(F) | 219,710 | 66,432 | |||
Puts 0.3% | 3,245,227 | ||||
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 5-21-21; Strike Price: $325.00; Notional Amount: 51,900) (B) | 519 | 141,428 | |||
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 5-21-21; Strike Price: $329.00; Notional Amount: 26,300) (B) | 263 | 93,234 | |||
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 6-18-21; Strike Price: $320.00; Notional Amount: 27,600) (B) | 276 | 136,482 | |||
Exchange Traded Option on iShares MSCI EAFE ETF (Expiration Date: 6-18-21; Strike Price: $74.00; Notional Amount: 5,800) (B) | 58 | 4,031 | |||
Exchange Traded Option on iShares MSCI EAFE ETF (Expiration Date: 6-18-21; Strike Price: $77.00; Notional Amount: 371,900) (B) | 3,719 | 555,991 |
24 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Contracts/Notional amount | Value | ||||
Puts (continued) | |||||
Exchange Traded Option on iShares Russell 2000 ETF (Expiration Date: 6-18-21; Strike Price: $216.00; Notional Amount: 224,400) (B) | 2,244 | $1,080,486 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 5-21-21; Strike Price: $4,050.00; Notional Amount: 7,600) (B) | 76 | 180,120 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 6-18-21; Strike Price: $3,775.00; Notional Amount: 4,900) (B) | 49 | 108,535 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 6-18-21; Strike Price: $3,950.00; Notional Amount: 3,300) (B) | 33 | 131,835 | |||
Exchange Traded Option on S&P 500 Index (Expiration Date: 6-18-21; Strike Price: $4,075.00; Notional Amount: 8,500) (B) | 85 | 527,425 | |||
Exchange Traded Option on SPDR S&P Biotech ETF (Expiration Date: 9-17-21; Strike Price: $130.00; Notional Amount: 38,200) (B) | 382 | 279,815 | |||
Over the Counter Option on FTSE China A50 Index (Expiration Date: 7-29-21; Strike Price: CNY 16,428.29; Counterparty: Goldman Sachs International) (B)(F) | 51 | 3,641 | |||
Over the Counter Option on S&P/ASX 200 Index (Expiration Date: 7-15-21; Strike Price: AUD 6,645.48; Counterparty: JPMorgan Chase Bank, N.A.) (B)(F) | 41 | 2,204 | |||
Yield* (%) | Maturity date | Par value^ | Value | ||
Short-term investments 35.5% | $388,051,958 | ||||
(Cost $388,039,366) | |||||
U.S. Government 21.8% | 238,577,365 | ||||
U.S. Cash Management Bill (C) | 0.048 | 07-13-21 | 3,290,000 | 3,289,948 | |
U.S. Treasury Bill | 0.012 | 06-22-21 | 13,705,000 | 13,704,810 | |
U.S. Treasury Bill | 0.035 | 05-11-21 | 6,400,000 | 6,399,992 | |
U.S. Treasury Bill | 0.035 | 10-28-21 | 14,340,000 | 14,337,873 | |
U.S. Treasury Bill (C) | 0.037 | 10-21-21 | 57,761,000 | 57,754,827 | |
U.S. Treasury Bill (C) | 0.040 | 10-14-21 | 16,120,000 | 16,118,164 | |
U.S. Treasury Bill (C) | 0.058 | 08-26-21 | 12,200,000 | 12,199,318 | |
U.S. Treasury Bill (C) | 0.060 | 09-02-21 | 10,630,000 | 10,629,370 | |
U.S. Treasury Bill (C) | 0.074 | 05-27-21 | 4,000,000 | 3,999,987 | |
U.S. Treasury Bill (C) | 0.078 | 12-30-21 | 5,460,000 | 5,458,766 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 25 |
Yield* (%) | Maturity date | Par value^ | Value | ||
U.S. Government (continued) | |||||
U.S. Treasury Bill | 0.079 | 05-25-21 | 600,000 | $599,998 | |
U.S. Treasury Bill (C) | 0.084 | 06-08-21 | 23,149,800 | 23,149,569 | |
U.S. Treasury Bill (C) | 0.085 | 05-18-21 | 2,085,000 | 2,084,997 | |
U.S. Treasury Bill | 0.086 | 05-04-21 | 16,910,000 | 16,909,999 | |
U.S. Treasury Bill | 0.086 | 05-06-21 | 10,750,000 | 10,749,995 | |
U.S. Treasury Bill (C) | 0.087 | 05-20-21 | 11,040,000 | 11,039,948 | |
U.S. Treasury Bill (C) | 0.097 | 05-13-21 | 15,875,000 | 15,874,983 | |
U.S. Treasury Bill (C) | 0.097 | 06-01-21 | 13,265,000 | 13,264,893 | |
U.S. Treasury Bill (C) | 0.119 | 09-09-21 | 1,010,000 | 1,009,928 |
Yield (%) | Shares | Value | |||
Short-term funds 13.7% | 149,474,593 | ||||
John Hancock Collateral Trust (G) | 0.0360(H) | 406,029 | 4,062,161 | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 0.0259(H) | 145,412,432 | 145,412,432 |
Total investments (Cost $990,036,812) 99.6% | $1,087,484,430 | ||||
Other assets and liabilities, net 0.4% | 4,234,483 | ||||
Total net assets 100.0% | $1,091,718,913 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Currency Abbreviations | |
AUD | Australian Dollar |
CNY | Chinese Yuan Renminbi |
EUR | Euro |
GBP | Pound Sterling |
HKD | Hong Kong Dollar |
JPY | Japanese Yen |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
NYRS | New York Registry Shares |
(A) | 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. |
(B) | Non-income producing security. |
(C) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
(D) | All or a portion of this security is on loan as of 4-30-21. |
(E) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. Refer to Note 2 to the financial statements. |
(F) | For this type of option, notional amounts are equivalent to number of contracts. |
(G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
(H) | The rate shown is the annualized seven-day yield as of 4-30-21. |
26 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 27 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year U.S. Treasury Note Futures | 129 | Short | Jun 2021 | $(16,979,389) | $(17,032,011) | $(52,622) |
German Euro BUND Futures | 58 | Short | Jun 2021 | (11,835,593) | (11,854,182) | (18,589) |
KOSPI 200 Index Futures | 109 | Short | Jun 2021 | (10,035,248) | (10,298,318) | (263,070) |
SGX Nifty 50 Index Futures | 170 | Short | May 2021 | (4,933,094) | (4,964,510) | (31,416) |
U.K. Long Gilt Bond Futures | 74 | Short | Jun 2021 | (13,025,351) | (13,047,576) | (22,225) |
$(387,922) |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
CAD | 12,295,000 | USD | 9,735,761 | MSI | 6/16/2021 | $268,009 | — |
EUR | 3,464,000 | USD | 4,188,685 | CITI | 5/28/2021 | — | $(22,139) |
EUR | 2,988,000 | USD | 3,535,835 | GSI | 6/16/2021 | 59,598 | — |
EUR | 5,584,000 | USD | 6,607,331 | SCB | 6/16/2021 | 111,845 | — |
GBP | 3,182,000 | USD | 4,427,922 | SSB | 5/28/2021 | — | (33,222) |
GBP | 7,564,000 | USD | 10,490,867 | BNP | 6/16/2021 | — | (43,552) |
HKD | 3,935,000 | USD | 506,916 | MSI | 6/16/2021 | — | (273) |
JPY | 435,058,000 | USD | 4,011,593 | DB | 5/28/2021 | — | (30,219) |
JPY | 964,200,000 | USD | 8,861,134 | MSI | 6/16/2021 | — | (35,945) |
KRW | 4,853,590,000 | USD | 4,358,077 | MSI | 6/16/2021 | — | (16,517) |
USD | 10,430,599 | EUR | 8,626,000 | CITI | 5/28/2021 | 55,131 | — |
USD | 27,248,902 | EUR | 22,875,000 | MSI | 6/16/2021 | — | (276,374) |
USD | 8,293,656 | GBP | 5,960,000 | SSB | 5/28/2021 | 62,225 | — |
USD | 2,103,189 | GBP | 1,512,000 | MSI | 6/16/2021 | 14,831 | — |
USD | 465,453 | KRW | 519,120,000 | DB | 6/16/2021 | 1,098 | — |
USD | 13,524,270 | KRW | 15,128,910,000 | MSI | 6/16/2021 | — | (8,613) |
$572,737 | $(466,854) |
Options on securities | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Calls | ||||||||
GSI | BP PLC | GBP | 4.00 | Sep 2021 | 2,739,990 | 2,739,990 | $140,055 | $(82,977) |
GSI | Coverstro AG | EUR | 72.00 | Sep 2021 | 222,039 | 222,039 | 213,397 | (187,666) |
$353,452 | $(270,643) | |||||||
Exchange-traded | salesforce.com, Inc. | USD | 270.00 | Aug 2021 | 7 | 700 | 2,252 | (2,503) |
28 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Options on securities (continued) | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Calls (continued) | ||||||||
Exchange-traded | SPDR S&P Biotech ETF | USD | 160.00 | Sep 2021 | 382 | 38,200 | $255,174 | $(101,230) |
$257,426 | $(103,733) | |||||||
Puts | ||||||||
Exchange-traded | Invesco QQQ Trust Series 1 | USD | 272.00 | Jun 2021 | 276 | 27,600 | $47,599 | $(17,526) |
Exchange-traded | iShares MSCI EAFE ETF | USD | 65.00 | Jun 2021 | 58 | 5,800 | 1,141 | (957) |
Exchange-traded | iShares MSCI EAFE ETF | USD | 71.00 | Jun 2021 | 3,719 | 371,900 | 106,643 | (135,744) |
Exchange-traded | iShares Russell 2000 ETF | USD | 195.00 | Jun 2021 | 2,244 | 224,400 | 303,401 | (315,281) |
$458,784 | $(469,508) | |||||||
$1,069,662 | $(843,884) |
Options on index | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Puts | ||||||||
GSI | FTSE China A50 Index | CNY | 14,699.00 | Jul 2021 | 51 | 51 | $1,402 | $(842) |
JPM | S&P/ASX 200 Index | AUD | 5,945.95 | Jul 2021 | 41 | 41 | 1,097 | (586) |
$2,499 | $(1,428) | |||||||
Exchange-traded | S&P 500 Index | USD | 3,700.00 | May 2021 | 76 | 7,600 | 74,987 | (31,540) |
Exchange-traded | S&P 500 Index | USD | 3,300.00 | Jun 2021 | 131 | 13,100 | 700,908 | (75,325) |
Exchange-traded | S&P 500 Index | USD | 3,350.00 | Jun 2021 | 33 | 3,300 | 46,189 | (21,615) |
Exchange-traded | S&P 500 Index | USD | 3,575.00 | Jun 2021 | 85 | 8,500 | 86,162 | (100,300) |
$908,246 | $(228,780) | |||||||
$910,745 | $(230,208) |
Foreign currency options | |||||||
Description | Counterparty (OTC) | Currency | Exercise price | Expiration date | Notional amount* | Premium | Value |
Calls | |||||||
U.S. Dollar vs. Japanese Yen | GSI | USD | 135.00 | Sep 2021 | 20,020,323 | $271,275 | $(20) |
$271,275 | $(20) | ||||||
* For this type of option, notional amounts are equivalent to number of contracts. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 29 |
Total return swaps | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | ARK Innovation ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 120,309 | May 2023 | GSI | — | $(1,789) | $(1,789) |
Pay | Euro STOXX 50 Index | 1-Month EUR EURIBOR - 0.50% | Monthly | EUR | 1,296,411 | May 2023 | GSI | — | (13,559) | (13,559) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 367,496 | May 2023 | GSI | — | (17,187) | (17,187) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.50% | Monthly | USD | 193,672 | May 2023 | GSI | — | (9,057) | (9,057) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.50% | Monthly | USD | 257,444 | May 2023 | GSI | — | (12,040) | (12,040) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.50% | Monthly | USD | 711,506 | May 2023 | GSI | — | (33,275) | (33,275) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.50% | Monthly | USD | 380,728 | May 2023 | GSI | — | (17,805) | (17,805) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.50% | Monthly | USD | 568,061 | May 2023 | GSI | — | (26,566) | (26,566) |
Pay | FTSE China A50 Index | 1-Month USD LIBOR - 6.00% | Monthly | USD | 127,373 | May 2023 | GSI | — | (1,663) | (1,663) |
Pay | iShares Expanded Tech Sector ETF | 1-Month USD LIBOR - 1.05% | Monthly | USD | 588,618 | May 2023 | GSI | — | (4,440) | (4,440) |
Pay | iShares Expanded Tech Sector ETF | 1-Month USD LIBOR - 0.65% | Monthly | USD | 944,757 | May 2023 | GSI | — | (7,126) | (7,126) |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.20% | Monthly | USD | 724 | May 2023 | GSI | — | 1 | 1 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.40% | Monthly | USD | 11,775,447 | May 2023 | GSI | — | 20,156 | 20,156 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.05% | Monthly | USD | 615,757 | May 2023 | GSI | — | 1,054 | 1,054 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,811 | May 2023 | GSI | — | 3 | 3 |
30 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.05% | Monthly | USD | 992,455 | May 2023 | GSI | — | $1,699 | $1,699 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.05% | Monthly | USD | 1,629,945 | May 2023 | GSI | — | 2,790 | 2,790 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.05% | Monthly | USD | 3,839,426 | May 2023 | GSI | — | 6,572 | 6,572 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 398,431 | May 2023 | GSI | — | 682 | 682 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 579,536 | May 2023 | GSI | — | 992 | 992 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 217,326 | May 2023 | GSI | — | 372 | 372 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 917,478 | May 2023 | GSI | — | 1,570 | 1,570 |
Pay | iShares MSCI Brazil ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 120,609 | May 2023 | GSI | — | (1,860) | (1,860) |
Pay | iShares MSCI Brazil ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 329,363 | May 2023 | GSI | — | (5,079) | (5,079) |
Pay | iShares MSCI Brazil ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 575,063 | May 2023 | GSI | — | (8,867) | (8,867) |
Pay | iShares MSCI EAFE ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,077,804 | May 2023 | GSI | — | (5,269) | (5,269) |
Pay | iShares MSCI EAFE ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 171,317 | May 2023 | GSI | — | (838) | (838) |
Pay | iShares MSCI EAFE ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 156,781 | May 2023 | GSI | — | (766) | (766) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 0.80% | Monthly | USD | 1,556,120 | May 2023 | GSI | — | (31,414) | (31,414) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 0.80% | Monthly | USD | 2,982,033 | May 2023 | GSI | — | (60,199) | (60,199) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 0.80% | Monthly | USD | 2,941,713 | May 2023 | GSI | — | (59,385) | (59,385) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 31 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 0.80% | Monthly | USD | 1,499,581 | May 2023 | GSI | — | $(30,273) | $(30,273) |
Pay | iShares PHLX Semiconductor ETF | 1-Month USD LIBOR - 1.10% | Monthly | USD | 418,429 | May 2023 | GSI | — | 1,885 | 1,885 |
Pay | iShares Russell 1000 Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,954,703 | May 2023 | GSI | — | (22,697) | (22,697) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.70% | Monthly | USD | 8,877,651 | May 2023 | GSI | — | (316,663) | (316,663) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.70% | Monthly | USD | 768,842 | May 2023 | GSI | — | (27,424) | (27,424) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.70% | Monthly | USD | 3,227,537 | May 2023 | GSI | — | (115,125) | (115,125) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.70% | Monthly | USD | 1,923,437 | May 2023 | GSI | — | (68,608) | (68,608) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.70% | Monthly | USD | 4,657,163 | May 2023 | GSI | — | (166,119) | (166,119) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.70% | Monthly | USD | 435,490 | May 2023 | GSI | — | (15,534) | (15,534) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 668,777 | May 2023 | GSI | — | (23,855) | (23,855) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 290,129 | May 2023 | GSI | — | (10,349) | (10,349) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,177,391 | May 2023 | GSI | — | (41,997) | (41,997) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 445,744 | May 2023 | GSI | — | 9,438 | 9,438 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 7,580,345 | May 2023 | GSI | — | (83,300) | (83,300) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 200,164 | May 2023 | GSI | — | (2,200) | (2,200) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 635,306 | May 2023 | GSI | — | (6,981) | (6,981) |
32 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,224,192 | May 2023 | GSI | — | $(13,453) | $(13,453) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 232,211 | May 2023 | GSI | — | (2,552) | (2,552) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 383,079 | May 2023 | GSI | — | (4,210) | (4,210) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 366,363 | May 2023 | GSI | — | (4,026) | (4,026) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.33% | Monthly | USD | 215,153 | May 2023 | GSI | — | (5,664) | (5,664) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.33% | Monthly | USD | 12,452,068 | May 2023 | GSI | — | (191,812) | (191,812) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 655,350 | May 2023 | GSI | — | (10,188) | (10,188) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,189,859 | May 2023 | GSI | — | (34,045) | (34,045) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,816,358 | May 2023 | GSI | — | (43,784) | (43,784) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,209,307 | May 2023 | GSI | — | (18,800) | (18,800) |
Pay | SPDR S&P Metals & Mining ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 816,888 | May 2023 | GSI | — | (22,616) | (22,616) |
Pay | SPDR S&P Metals & Mining ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,031 | May 2023 | GSI | — | (84) | (84) |
Pay | SPDR S&P Metals & Mining ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 357,361 | May 2023 | GSI | — | (9,894) | (9,894) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.35% | Monthly | USD | 1,494,456 | May 2023 | GSI | — | (87,678) | (87,678) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.60% | Monthly | USD | 2,365,394 | May 2023 | GSI | — | (138,775) | (138,775) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.60% | Monthly | USD | 5,725,950 | May 2023 | GSI | — | (335,934) | (335,934) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.60% | Monthly | USD | 6,224,533 | May 2023 | GSI | — | (365,185) | (365,185) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 1.15% | Monthly | USD | 4,353,071 | May 2023 | GSI | — | (255,389) | (255,389) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 1.15% | Monthly | USD | 454,461 | May 2023 | GSI | — | (26,663) | (26,663) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 33 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.90% | Monthly | USD | 3,179,095 | May 2023 | GSI | — | $(186,513) | $(186,513) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.90% | Monthly | USD | 3,153,772 | May 2023 | GSI | — | (185,028) | (185,028) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.50% | Monthly | USD | 4,858,501 | May 2023 | GSI | — | (285,042) | (285,042) |
Pay | VanEck Vectors Semiconductor ETF | 1-Month USD LIBOR - 0.75% | Monthly | USD | 13,106 | May 2023 | GSI | — | (16) | (16) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,102,943 | May 2023 | GSI | — | (14,785) | (14,785) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 398,880 | May 2023 | GSI | — | (1,901) | (1,901) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,386,934 | May 2023 | GSI | — | (11,373) | (11,373) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,154,623 | May 2023 | GSI | — | (15,031) | (15,031) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,331,476 | May 2023 | GSI | — | (11,109) | (11,109) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,478,451 | May 2023 | GSI | — | (16,574) | (16,574) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 5,487,157 | May 2023 | GSI | — | (26,145) | (26,145) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 389,439 | May 2023 | GSI | — | (2,793) | (2,793) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 835,438 | May 2023 | GSI | — | (5,991) | (5,991) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 824,100 | May 2023 | GSI | — | (5,910) | (5,910) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 420,111 | May 2023 | GSI | — | (3,013) | (3,013) |
Pay | Consumer Discretionary Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,274,862 | May 2023 | JPM | — | (74,179) | (74,179) |
Pay | Hang Seng Properties Index | 1-Month HKD HIBOR - 0.37% | Monthly | HKD | 6,487,200 | May 2023 | JPM | — | (1,686) | (1,686) |
Pay | Hang Seng Properties Index | 1-Month HKD HIBOR - 0.37% | Monthly | HKD | 387,822 | May 2023 | JPM | — | (101) | (101) |
34 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | Hang Seng Properties Index | 1-Month HKD HIBOR - 0.37% | Monthly | HKD | 564,104 | May 2023 | JPM | — | $(147) | $(147) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 5,921,061 | May 2023 | JPM | — | (208,652) | (208,652) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,293,302 | May 2023 | JPM | — | (45,575) | (45,575) |
Pay | iShares Expanded Tech Sector ETF | 1-Month USD LIBOR - 5.44% | Monthly | USD | 863,686 | May 2023 | JPM | — | (16,508) | (16,508) |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 2.30% | Monthly | USD | 2,397,505 | May 2023 | JPM | — | (54,799) | (54,799) |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.06% | Monthly | USD | 247,457 | May 2023 | JPM | — | (5,656) | (5,656) |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 0.96% | Monthly | USD | 2,580,623 | May 2023 | JPM | — | (58,984) | (58,984) |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 0.96% | Monthly | USD | 11,312 | May 2023 | JPM | — | (259) | (259) |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.38% | Monthly | USD | 1,449,391 | May 2023 | JPM | — | (33,128) | (33,128) |
Pay | iShares MSCI Philippines ETF | 1-Month USD LIBOR - 4.96% | Monthly | USD | 933,007 | May 2023 | JPM | — | 11,790 | 11,790 |
Pay | iShares MSCI Philippines ETF | 1-Month USD LIBOR - 4.96% | Monthly | USD | 165,373 | May 2023 | JPM | — | 2,090 | 2,090 |
Pay | iShares MSCI Philippines ETF | 1-Month USD LIBOR - 4.96% | Monthly | USD | 4,246 | May 2023 | JPM | — | 54 | 54 |
Pay | iShares MSCI Thailand ETF | 1-Month USD LIBOR - 7.21% | Monthly | USD | 313,241 | May 2023 | JPM | — | 619 | 619 |
Pay | iShares MSCI Thailand ETF | 1-Month USD LIBOR - 7.21% | Monthly | USD | 699,877 | May 2023 | JPM | — | 1,384 | 1,384 |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 0.75% | Monthly | USD | 2,105,424 | May 2023 | JPM | — | (34,175) | (34,175) |
Pay | iShares Russell 1000 Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 388,027 | May 2023 | JPM | — | (13,272) | (13,272) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 35 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.00% | Monthly | USD | 2,451,168 | May 2023 | JPM | — | $3,194 | $3,194 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 196,486 | May 2023 | JPM | — | 256 | 256 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.68% | Monthly | USD | 11,573,049 | May 2023 | JPM | — | 15,078 | 15,078 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 2.54% | Monthly | USD | 176,531 | May 2023 | JPM | — | 230 | 230 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.07% | Monthly | USD | 1,135,323 | May 2023 | JPM | — | 1,479 | 1,479 |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.07% | Monthly | USD | 1,890,568 | May 2023 | JPM | — | 2,463 | 2,463 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 400,245 | May 2023 | JPM | — | (11,908) | (11,908) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 576,901 | May 2023 | JPM | — | (17,164) | (17,164) |
Pay | iShares U.S. Home Construction ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 112,320 | May 2023 | JPM | — | (4,832) | (4,832) |
Pay | KOSPI 200 Index | 1-Month USD LIBOR - 0.35% | Monthly | USD | 72,188 | May 2023 | JPM | — | (839) | (839) |
Pay | KOSPI 200 Index | 1-Month USD LIBOR - 0.35% | Monthly | USD | 76,789 | May 2023 | JPM | — | 272 | 272 |
Pay | SPDR S&P Biotech ETF | 1-Month USD LIBOR - 1.52% | Monthly | USD | 11,829,575 | May 2023 | JPM | — | 171,517 | 171,517 |
Pay | SPDR S&P Biotech ETF | 1-Month USD LIBOR - 1.20% | Monthly | USD | 1,856,949 | May 2023 | JPM | — | 26,924 | 26,924 |
Pay | SPDR S&P Biotech ETF | 1-Month USD LIBOR - 1.20% | Monthly | USD | 1,730,380 | May 2023 | JPM | — | 25,089 | 25,089 |
Pay | SPDR S&P Biotech ETF | 1-Month USD LIBOR - 2.33% | Monthly | USD | 8,331,940 | May 2023 | JPM | — | 120,805 | 120,805 |
Pay | SPDR S&P Biotech ETF | 1-Month USD LIBOR - 1.63% | Monthly | USD | 2,669,737 | May 2023 | JPM | — | 38,709 | 38,709 |
Pay | SPDR S&P Biotech ETF | 1-Month USD LIBOR - 1.32% | Monthly | USD | 1,965,080 | May 2023 | JPM | — | 28,492 | 28,492 |
Pay | SPDR S&P Biotech ETF | 1-Month USD LIBOR - 1.36% | Monthly | USD | 5,510,127 | May 2023 | JPM | — | 79,891 | 79,891 |
Pay | SPDR S&P Biotech ETF | 1-Month USD LIBOR - 1.36% | Monthly | USD | 3,232,334 | May 2023 | JPM | — | (107,889) | (107,889) |
36 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 1.12% | Monthly | USD | 1,039,064 | May 2023 | JPM | — | $20,231 | $20,231 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 1.27% | Monthly | USD | 701,839 | May 2023 | JPM | — | 13,572 | 13,572 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 0.78% | Monthly | USD | 572,075 | May 2023 | JPM | — | 11,063 | 11,063 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 0.45% | Monthly | USD | 1,522,607 | May 2023 | JPM | — | 29,444 | 29,444 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 0.45% | Monthly | USD | 776,176 | May 2023 | JPM | — | 15,010 | 15,010 |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 0.70% | Monthly | USD | 576,589 | May 2023 | JPM | — | 11,150 | 11,150 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.81% | Monthly | USD | 758,971 | May 2023 | JPM | — | (16,093) | (16,093) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.81% | Monthly | USD | 5,224,531 | May 2023 | JPM | — | (110,778) | (110,778) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 1.73% | Monthly | USD | 319,447 | May 2023 | JPM | — | (6,773) | (6,773) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 1.11% | Monthly | USD | 3,440,249 | May 2023 | JPM | — | (72,945) | (72,945) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,098,810 | May 2023 | JPM | — | (7,741) | (7,741) |
Pay | VanEck Vectors Semiconductor ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 10,286 | May 2023 | JPM | — | 566 | 566 |
Pay | VanEck Vectors Semiconductor ETF | 1-Month USD LIBOR - 1.39% | Monthly | USD | 1,543 | May 2023 | JPM | — | 85 | 85 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 590,648 | May 2023 | JPM | — | (1,287) | (1,287) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,217,708 | May 2023 | JPM | — | (4,831) | (4,831) |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 536,563 | May 2023 | JPM | — | (1,169) | (1,169) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 37 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 625,902 | May 2023 | JPM | — | $(8,652) | $(8,652) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.75% | Monthly | USD | 583,776 | May 2023 | JPM | — | (8,069) | (8,069) |
Pay | ARK Fintech Innovation ETF | 1-Month USD LIBOR - 1.87% | Monthly | USD | 205,689 | May 2023 | MSI | — | 9,177 | 9,177 |
Pay | ARK Fintech Innovation ETF | 1-Month USD LIBOR - 2.62% | Monthly | USD | 1,208,430 | May 2023 | MSI | — | 53,914 | 53,914 |
Pay | ARK Fintech Innovation ETF | 1-Month USD LIBOR - 2.62% | Monthly | USD | 1,065,252 | May 2023 | MSI | — | 47,526 | 47,526 |
Pay | ARK Innovation ETF | 1-Month USD LIBOR - 1.87% | Monthly | USD | 402,272 | May 2023 | MSI | — | 18,585 | 18,585 |
Pay | ARK Innovation ETF | 1-Month USD LIBOR - 1.87% | Monthly | USD | 862,662 | May 2023 | MSI | — | 39,856 | 39,856 |
Pay | ARK Innovation ETF | 1-Month USD LIBOR - 7.82% | Monthly | USD | 972,062 | May 2023 | MSI | — | 44,910 | 44,910 |
Pay | ARK Innovation ETF | 1-Month USD LIBOR - 5.42% | Monthly | USD | 1,132,363 | May 2023 | MSI | — | 52,317 | 52,317 |
Pay | ARK Innovation ETF | 1-Month USD LIBOR - 3.62% | Monthly | USD | 1,137,174 | May 2023 | MSI | — | 52,539 | 52,539 |
Pay | ARK Innovation ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,286,351 | May 2023 | MSI | — | 11,551 | 11,551 |
Pay | Consumer Discretionary Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,884,041 | May 2023 | MSI | — | (6,948) | (6,948) |
Pay | Consumer Discretionary Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 5,509,986 | May 2023 | MSI | — | (13,274) | (13,274) |
Pay | Consumer Staples Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 13,188 | May 2023 | MSI | — | (32) | (32) |
Pay | Consumer Staples Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,121,100 | May 2023 | MSI | — | (5,195) | (5,195) |
Pay | Consumer Staples Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 25,196 | May 2023 | MSI | — | (62) | (62) |
Pay | Consumer Staples Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 4,291,134 | May 2023 | MSI | — | (10,510) | (10,510) |
Pay | Euro STOXX 50 Index | 1-Month EUR EURIBOR - 0.40% | Monthly | EUR | 31,947 | May 2023 | MSI | — | 180 | 180 |
38 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | Euro STOXX 50 Index | 1-Month EUR EURIBOR - 0.40% | Monthly | EUR | 7,080,351 | May 2023 | MSI | — | $39,839 | $39,839 |
Pay | Euro STOXX 600 Basic Resources Index | 1-Month EUR EURIBOR - 0.50% | Monthly | EUR | 1,533,770 | May 2023 | MSI | — | 29,990 | 29,990 |
Pay | Euro STOXX 600 Basic Resources Index | 1-Month EUR EURIBOR - 0.40% | Monthly | EUR | 3,511,730 | May 2023 | MSI | — | 68,666 | 68,666 |
Pay | Euro STOXX 600 Oil & Gas Index | 1-Month EUR EURIBOR - 0.40% | Monthly | EUR | 2,597,314 | May 2023 | MSI | — | 50,854 | 50,854 |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,260,989 | May 2023 | MSI | — | (71,400) | (71,400) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 535,545 | May 2023 | MSI | — | (16,912) | (16,912) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.65% | Monthly | USD | 951,440 | May 2023 | MSI | — | (30,045) | (30,045) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.65% | Monthly | USD | 201,726 | May 2023 | MSI | — | (6,370) | (6,370) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 542,751 | May 2023 | MSI | — | (17,140) | (17,140) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 546,442 | May 2023 | MSI | — | (17,256) | (17,256) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 337,299 | May 2023 | MSI | — | (10,652) | (10,652) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,099,597 | May 2023 | MSI | — | (34,724) | (34,724) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 138,596 | May 2023 | MSI | — | (4,377) | (4,377) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 121,416 | May 2023 | MSI | — | (2,231) | (2,231) |
Pay | Financial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 327,274 | May 2023 | MSI | — | — | — |
Pay | Hang Seng Properties Index | 1-Month HKD HIBOR - 0.35% | Monthly | HKD | 470,583 | May 2023 | MSI | — | 1,458 | 1,458 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 39 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.45% | Monthly | USD | 3,039,822 | May 2023 | MSI | — | $(18,908) | $(18,908) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.45% | Monthly | USD | 2,623,097 | May 2023 | MSI | — | (15,621) | (15,621) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 7,677,208 | May 2023 | MSI | — | (45,831) | (45,831) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 5,932,415 | May 2023 | MSI | — | (36,899) | (36,899) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 994,906 | May 2023 | MSI | — | (6,188) | (6,188) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 854,189 | May 2023 | MSI | — | (5,313) | (5,313) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,170,440 | May 2023 | MSI | — | (13,500) | (13,500) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 4,456,275 | May 2023 | MSI | — | (27,718) | (27,718) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,666,988 | May 2023 | MSI | — | (16,589) | (16,589) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.54% | Monthly | USD | 1,432,611 | May 2023 | MSI | — | (8,911) | (8,911) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 5,050,734 | May 2023 | MSI | — | (31,415) | (31,415) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,168,993 | May 2023 | MSI | — | (13,491) | (13,491) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,655,322 | May 2023 | MSI | — | (10,296) | (10,296) |
Pay | Health Care Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,739,558 | May 2023 | MSI | — | 6,721 | 6,721 |
Pay | Industrial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 886,380 | May 2023 | MSI | — | (8,871) | (8,871) |
Pay | Industrial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,482,850 | May 2023 | MSI | — | (34,856) | (34,856) |
40 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | Industrial Select Sector SPDR Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 4,779,672 | May 2023 | MSI | — | $(47,835) | $(47,835) |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD LIBOR - 0.28% | Monthly | USD | 4,582,015 | May 2023 | MSI | — | 43,261 | 43,261 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD LIBOR - 0.28% | Monthly | USD | 4,964,618 | May 2023 | MSI | — | 46,874 | 46,874 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,397,527 | May 2023 | MSI | — | 13,195 | 13,195 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD LIBOR - 0.28% | Monthly | USD | 120,930 | May 2023 | MSI | — | 1,142 | 1,142 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD LIBOR - 0.28% | Monthly | USD | 190,960 | May 2023 | MSI | — | 1,803 | 1,803 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,633,130 | May 2023 | MSI | — | 20,632 | 20,632 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,363,941 | May 2023 | MSI | — | 22,319 | 22,319 |
Pay | Invesco QQQ Trust Series 1 | 1-Month USD LIBOR - 0.28% | Monthly | USD | 229,562 | May 2023 | MSI | — | 2,433 | 2,433 |
Pay | Invesco S&P 500 High Beta ETF | 1-Month USD LIBOR - 2.87% | Monthly | USD | 5,558,154 | May 2023 | MSI | — | (135,032) | (135,032) |
Pay | Invesco S&P 500 High Beta ETF | 1-Month USD LIBOR - 1.03% | Monthly | USD | 131,667 | May 2023 | MSI | — | (3,199) | (3,199) |
Pay | Invesco Solar ETF | 1-Month USD LIBOR - 6.28% | Monthly | USD | 16,149 | May 2023 | MSI | — | 17 | 17 |
Pay | Invesco Solar ETF | 1-Month USD LIBOR - 6.92% | Monthly | USD | 970,495 | May 2023 | MSI | — | 1,049 | 1,049 |
Pay | Invesco Solar ETF | 1-Month USD LIBOR - 5.42% | Monthly | USD | 1,000,878 | May 2023 | MSI | — | 1,082 | 1,082 |
Pay | Invesco Solar ETF | 1-Month USD LIBOR - 5.52% | Monthly | USD | 503,519 | May 2023 | MSI | — | 544 | 544 |
Pay | iShares Expanded Tech Sector ETF | 1-Month USD LIBOR - 3.54% | Monthly | USD | 475,674 | May 2023 | MSI | — | 6,824 | 6,824 |
Pay | iShares Expanded Tech Sector ETF | 1-Month USD LIBOR - 3.47% | Monthly | USD | 5,119,617 | May 2023 | MSI | — | 73,450 | 73,450 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.09% | Monthly | USD | 5,290,022 | May 2023 | MSI | — | 168,823 | 168,823 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 336,159 | May 2023 | MSI | — | 10,728 | 10,728 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 41 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.08% | Monthly | USD | 36,604 | May 2023 | MSI | — | $1,168 | $1,168 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.07% | Monthly | USD | 313,375 | May 2023 | MSI | — | 10,001 | 10,001 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.07% | Monthly | USD | 1,087,288 | May 2023 | MSI | — | 34,699 | 34,699 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.12% | Monthly | USD | 3,118,809 | May 2023 | MSI | — | 99,532 | 99,532 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.27% | Monthly | USD | 261,457 | May 2023 | MSI | — | 8,344 | 8,344 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.32% | Monthly | USD | 688,005 | May 2023 | MSI | — | 21,957 | 21,957 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.32% | Monthly | USD | 4,395,839 | May 2023 | MSI | — | 140,286 | 140,286 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.27% | Monthly | USD | 3,212,186 | May 2023 | MSI | — | 102,512 | 102,512 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 1.07% | Monthly | USD | 3,629,023 | May 2023 | MSI | — | 115,815 | 115,815 |
Pay | iShares Expanded Tech-Software Sector ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 356,361 | May 2023 | MSI | — | 10,319 | 10,319 |
Pay | iShares iBoxx $ High Yield Corporate Bond ETF | 1-Month USD LIBOR - 2.27% | Monthly | USD | 1,786,954 | May 2023 | MSI | — | 817 | 817 |
Pay | iShares MSCI EAFE ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,947,100 | May 2023 | MSI | — | 30,586 | 30,586 |
Pay | iShares MSCI EAFE ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 8,822,387 | May 2023 | MSI | — | 68,365 | 68,365 |
Pay | iShares MSCI Emerging Markets ETF | 1-Month USD LIBOR - 0.54% | Monthly | USD | 154,715 | May 2023 | MSI | — | 656 | 656 |
42 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iShares MSCI Emerging Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,242,788 | May 2023 | MSI | — | $13,758 | $13,758 |
Pay | iShares MSCI Emerging Markets ETF | 1-Month USD LIBOR - 0.62% | Monthly | USD | 683,859 | May 2023 | MSI | — | 2,901 | 2,901 |
Pay | iShares MSCI Emerging Markets ETF | 1-Month USD LIBOR - 0.62% | Monthly | USD | 896,362 | May 2023 | MSI | — | 3,803 | 3,803 |
Pay | iShares MSCI Indonesia ETF | 1-Month USD LIBOR - 5.43% | Monthly | USD | 2,556 | May 2023 | MSI | — | 25 | 25 |
Pay | iShares MSCI Indonesia ETF | 1-Month USD LIBOR - 5.43% | Monthly | USD | 1,860,659 | May 2023 | MSI | — | 17,883 | 17,883 |
Pay | iShares MSCI Indonesia ETF | 1-Month USD LIBOR - 5.42% | Monthly | USD | 3,278 | May 2023 | MSI | — | 32 | 32 |
Pay | iShares MSCI Indonesia ETF | 1-Month USD LIBOR - 5.42% | Monthly | USD | 341,384 | May 2023 | MSI | — | 3,281 | 3,281 |
Pay | iShares MSCI Indonesia ETF | 1-Month USD LIBOR - 5.42% | Monthly | USD | 4,304 | May 2023 | MSI | — | 41 | 41 |
Pay | iShares MSCI Indonesia ETF | 1-Month USD LIBOR - 5.42% | Monthly | USD | 392,317 | May 2023 | MSI | — | 3,771 | 3,771 |
Pay | iShares MSCI Philippines ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 38,441 | May 2023 | MSI | — | 1,060 | 1,060 |
Pay | iShares MSCI Philippines ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 832 | May 2023 | MSI | — | 23 | 23 |
Pay | iShares MSCI Philippines ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 210,845 | May 2023 | MSI | — | 5,815 | 5,815 |
Pay | iShares MSCI Thailand ETF | 1-Month USD LIBOR - 6.28% | Monthly | USD | 40,466 | May 2023 | MSI | — | (237) | (237) |
Pay | iShares MSCI Thailand ETF | 1-Month USD LIBOR - 6.32% | Monthly | USD | 963 | May 2023 | MSI | — | (6) | (6) |
Pay | iShares MSCI Thailand ETF | 1-Month USD LIBOR - 6.32% | Monthly | USD | 175,193 | May 2023 | MSI | — | (1,026) | (1,026) |
Pay | iShares MSCI Thailand ETF | 1-Month USD LIBOR - 6.38% | Monthly | USD | 4,416 | May 2023 | MSI | — | (26) | (26) |
Pay | iShares MSCI Thailand ETF | 1-Month USD LIBOR - 6.38% | Monthly | USD | 214,936 | May 2023 | MSI | — | (1,258) | (1,258) |
Pay | iShares MSCI USA Momentum Factor ETF | 1-Month USD LIBOR - 0.92% | Monthly | USD | 1,143,734 | May 2023 | MSI | — | 21,441 | 21,441 |
Pay | iShares MSCI USA Momentum Factor ETF | 1-Month USD LIBOR - 1.57% | Monthly | USD | 1,281,150 | May 2023 | MSI | — | 24,017 | 24,017 |
Pay | iShares MSCI USA Momentum Factor ETF | 1-Month USD LIBOR - 1.57% | Monthly | USD | 1,229,202 | May 2023 | MSI | — | 23,043 | 23,043 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 43 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iShares MSCI USA Momentum Factor ETF | 1-Month USD LIBOR - 1.47% | Monthly | USD | 1,860,300 | May 2023 | MSI | — | $34,874 | $34,874 |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.16% | Monthly | USD | 1,779,149 | May 2023 | MSI | — | (16,840) | (16,840) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.16% | Monthly | USD | 1,278,983 | May 2023 | MSI | — | (11,786) | (11,786) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.16% | Monthly | USD | 4,127,245 | May 2023 | MSI | — | (38,033) | (38,033) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.16% | Monthly | USD | 418,515 | May 2023 | MSI | — | (3,857) | (3,857) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 0.35% | Monthly | USD | 3,319,015 | May 2023 | MSI | — | (30,537) | (30,537) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.10% | Monthly | USD | 3,718,228 | May 2023 | MSI | — | (34,210) | (34,210) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.18% | Monthly | USD | 2,971,120 | May 2023 | MSI | — | (27,379) | (27,379) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,064,082 | May 2023 | MSI | — | (19,021) | (19,021) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.50% | Monthly | USD | 1,428,190 | May 2023 | MSI | — | (13,518) | (13,518) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.49% | Monthly | USD | 1,049,352 | May 2023 | MSI | — | (9,933) | (9,933) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.49% | Monthly | USD | 592,539 | May 2023 | MSI | — | (5,609) | (5,609) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 1.32% | Monthly | USD | 1,125,793 | May 2023 | MSI | — | (10,656) | (10,656) |
Pay | iShares Nasdaq Biotechnology ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,228,609 | May 2023 | MSI | — | 15,149 | 15,149 |
Pay | iShares PHLX Semiconductor ETF | 1-Month USD LIBOR - 1.13% | Monthly | USD | 805,868 | May 2023 | MSI | — | 39,462 | 39,462 |
Pay | iShares PHLX Semiconductor ETF | 1-Month USD LIBOR - 1.22% | Monthly | USD | 3,785,717 | May 2023 | MSI | — | 185,379 | 185,379 |
44 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iShares PHLX Semiconductor ETF | 1-Month USD LIBOR - 1.22% | Monthly | USD | 740,635 | May 2023 | MSI | — | $36,267 | $36,267 |
Pay | iShares Russell 2000 ETF | 1-Month USD LIBOR - 0.62% | Monthly | USD | 2,054,048 | May 2023 | MSI | — | (5,495) | (5,495) |
Pay | iShares Russell 2000 ETF | 1-Month USD LIBOR - 0.62% | Monthly | USD | 5,591,550 | May 2023 | MSI | — | (14,958) | (14,958) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 266,902 | May 2023 | MSI | — | (768) | (768) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.27% | Monthly | USD | 1,016,247 | May 2023 | MSI | — | (2,925) | (2,925) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.32% | Monthly | USD | 1,038,565 | May 2023 | MSI | — | (2,989) | (2,989) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.32% | Monthly | USD | 1,089,316 | May 2023 | MSI | — | (3,135) | (3,135) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.22% | Monthly | USD | 827,305 | May 2023 | MSI | — | (2,381) | (2,381) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.27% | Monthly | USD | 2,171,600 | May 2023 | MSI | — | (6,251) | (6,251) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.22% | Monthly | USD | 1,080,756 | May 2023 | MSI | — | (3,111) | (3,111) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.52% | Monthly | USD | 4,674,612 | May 2023 | MSI | — | (13,455) | (13,455) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.47% | Monthly | USD | 2,339,446 | May 2023 | MSI | — | (6,734) | (6,734) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.37% | Monthly | USD | 3,995,585 | May 2023 | MSI | — | (11,501) | (11,501) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.72% | Monthly | USD | 301,144 | May 2023 | MSI | — | (867) | (867) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 1.77% | Monthly | USD | 6,686,927 | May 2023 | MSI | — | (19,247) | (19,247) |
Pay | iShares Russell 2000 Growth ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 4,769,128 | May 2023 | MSI | — | (122,528) | (122,528) |
Pay | iShares Russell 2000 Value ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 34,612 | May 2023 | MSI | — | (137) | (137) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 45 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iShares Russell 2000 Value ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,941 | May 2023 | MSI | — | $(8) | $(8) |
Pay | iShares Russell 2000 Value ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,235 | May 2023 | MSI | — | (13) | (13) |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.87% | Monthly | USD | 2,376,525 | May 2023 | MSI | — | 27,497 | 27,497 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.92% | Monthly | USD | 650,024 | May 2023 | MSI | — | 7,521 | 7,521 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.92% | Monthly | USD | 884,377 | May 2023 | MSI | — | 10,232 | 10,232 |
Pay | iShares Russell Mid-Cap Growth ETF | 1-Month USD LIBOR - 0.97% | Monthly | USD | 1,504,671 | May 2023 | MSI | — | 17,409 | 17,409 |
Pay | iShares U.S. Home Construction ETF | 1-Month USD LIBOR - 1.27% | Monthly | USD | 554,814 | May 2023 | MSI | — | (16,302) | (16,302) |
Pay | iShares U.S. Home Construction ETF | 1-Month USD LIBOR - 1.37% | Monthly | USD | 1,685,781 | May 2023 | MSI | — | (49,533) | (49,533) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.54% | Monthly | USD | 2,276,888 | May 2023 | MSI | — | (14,825) | (14,825) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 494,469 | May 2023 | MSI | — | (3,220) | (3,220) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 424,603 | May 2023 | MSI | — | (2,765) | (2,765) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,031,358 | May 2023 | MSI | — | (6,715) | (6,715) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,500,459 | May 2023 | MSI | — | (9,770) | (9,770) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 805,956 | May 2023 | MSI | — | (5,248) | (5,248) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 934,460 | May 2023 | MSI | — | (3,213) | (3,213) |
Pay | SPDR S&P 500 ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,547,807 | May 2023 | MSI | — | 9,222 | 9,222 |
Pay | SPDR S&P Metals & Mining ETF | 1-Month USD LIBOR - 1.14% | Monthly | USD | 36,071 | May 2023 | MSI | — | 344 | 344 |
Pay | SPDR S&P Metals & Mining ETF | 1-Month USD LIBOR - 1.02% | Monthly | USD | 2,124 | May 2023 | MSI | — | 20 | 20 |
Pay | SPDR S&P Metals & Mining ETF | 1-Month USD LIBOR - 0.87% | Monthly | USD | 2,281,187 | May 2023 | MSI | — | 21,779 | 21,779 |
Pay | SPDR S&P Oil & Gas Exploration & Production ETF | 1-Month USD LIBOR - 0.57% | Monthly | USD | 3,234,682 | May 2023 | MSI | — | (200,846) | (200,846) |
46 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 0.35% | Monthly | USD | 1,342,346 | May 2023 | MSI | — | $(5,400) | $(5,400) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 2.70% | Monthly | USD | 1,800,652 | May 2023 | MSI | — | (7,244) | (7,244) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 2.93% | Monthly | USD | 1,438,885 | May 2023 | MSI | — | (5,809) | (5,809) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 999,584 | May 2023 | MSI | — | (4,036) | (4,036) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 2.20% | Monthly | USD | 714,275 | May 2023 | MSI | — | (3,062) | (3,062) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 875,566 | May 2023 | MSI | — | (3,754) | (3,754) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 1.09% | Monthly | USD | 524,772 | May 2023 | MSI | — | (2,250) | (2,250) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 1.09% | Monthly | USD | 296,329 | May 2023 | MSI | — | (1,271) | (1,271) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 1.12% | Monthly | USD | 1,146,426 | May 2023 | MSI | — | (4,915) | (4,915) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 1.07% | Monthly | USD | 1,507,213 | May 2023 | MSI | — | (6,462) | (6,462) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 1.82% | Monthly | USD | 1,825,093 | May 2023 | MSI | — | (7,825) | (7,825) |
Pay | SPDR S&P Pharmaceuticals ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 613,505 | May 2023 | MSI | — | 9,697 | 9,697 |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 481,366 | May 2023 | MSI | — | (10,427) | (10,427) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 1.45% | Monthly | USD | 2,406,560 | May 2023 | MSI | — | (52,129) | (52,129) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 1.14% | Monthly | USD | 1,997,891 | May 2023 | MSI | — | (43,277) | (43,277) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 1.07% | Monthly | USD | 2,190,478 | May 2023 | MSI | — | (47,448) | (47,448) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 47 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 1.02% | Monthly | USD | 1,095,540 | May 2023 | MSI | — | $(23,731) | $(23,731) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 1.02% | Monthly | USD | 254,171 | May 2023 | MSI | — | (5,506) | (5,506) |
Pay | SPDR S&P Regional Banking ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,272,983 | May 2023 | MSI | — | — | — |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 593,587 | May 2023 | MSI | — | 5,347 | 5,347 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,365,459 | May 2023 | MSI | — | 12,299 | 12,299 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,603,446 | May 2023 | MSI | — | 23,450 | 23,450 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 4,447,278 | May 2023 | MSI | — | 40,058 | 40,058 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,287,478 | May 2023 | MSI | — | 29,611 | 29,611 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.80% | Monthly | USD | 4,041,629 | May 2023 | MSI | — | 36,404 | 36,404 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.80% | Monthly | USD | 2,839,441 | May 2023 | MSI | — | 25,576 | 25,576 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 3,409,025 | May 2023 | MSI | — | 30,706 | 30,706 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 335,683 | May 2023 | MSI | — | 3,024 | 3,024 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,531,283 | May 2023 | MSI | — | 13,793 | 13,793 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,822,588 | May 2023 | MSI | — | 25,424 | 25,424 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,565,706 | May 2023 | MSI | — | 23,110 | 23,110 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,192,793 | May 2023 | MSI | — | 19,751 | 19,751 |
48 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 5,849,558 | May 2023 | MSI | — | $52,688 | $52,688 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 637,609 | May 2023 | MSI | — | 5,743 | 5,743 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,074,872 | May 2023 | MSI | — | 18,689 | 18,689 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 947,994 | May 2023 | MSI | — | 9,179 | 9,179 |
Pay | Vanguard FTSE Developed Markets ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 4,191,057 | May 2023 | MSI | — | — | — |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.66% | Monthly | USD | 549,391 | May 2023 | MSI | — | (1,001) | (1,001) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.66% | Monthly | USD | 351,787 | May 2023 | MSI | — | (553) | (553) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.66% | Monthly | USD | 935,638 | May 2023 | MSI | — | (1,470) | (1,470) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.66% | Monthly | USD | 112,935 | May 2023 | MSI | — | (177) | (177) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.35% | Monthly | USD | 895,709 | May 2023 | MSI | — | (1,394) | (1,394) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.35% | Monthly | USD | 1,003,439 | May 2023 | MSI | — | (1,562) | (1,562) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.48% | Monthly | USD | 801,815 | May 2023 | MSI | — | (1,260) | (1,260) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 557,034 | May 2023 | MSI | — | (875) | (875) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 2,941,923 | May 2023 | MSI | — | (5,358) | (5,358) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.70% | Monthly | USD | 10,890,563 | May 2023 | MSI | — | (19,834) | (19,834) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.70% | Monthly | USD | 398,041 | May 2023 | MSI | — | (725) | (725) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 487,915 | May 2023 | MSI | — | (889) | (889) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 292,420 | May 2023 | MSI | — | (533) | (533) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.57% | Monthly | USD | 313,768 | May 2023 | MSI | — | (571) | (571) |
Pay | Vanguard FTSE Europe ETF | 1-Month USD LIBOR - 0.28% | Monthly | USD | 340,391 | May 2023 | MSI | — | 4,730 | 4,730 |
Pay | WisdomTree Cloud Computing Fund | 1-Month USD LIBOR - 4.47% | Monthly | USD | 33,327 | May 2023 | MSI | — | 880 | 880 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 49 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | WisdomTree Cloud Computing Fund | 1-Month USD LIBOR - 4.47% | Monthly | USD | 1,107,809 | May 2023 | MSI | — | $29,247 | $29,247 |
Pay | WisdomTree Cloud Computing Fund | 1-Month USD LIBOR - 4.72% | Monthly | USD | 1,645,155 | May 2023 | MSI | — | 43,433 | 43,433 |
Pay | WisdomTree Cloud Computing Fund | 1-Month USD LIBOR - 4.47% | Monthly | USD | 1,169,672 | May 2023 | MSI | — | 30,880 | 30,880 |
Pay | WisdomTree Cloud Computing Fund | 1-Month USD LIBOR - 4.02% | Monthly | USD | 715,250 | May 2023 | MSI | — | 18,883 | 18,883 |
Pay | WisdomTree Cloud Computing Fund | 1-Month USD LIBOR - 0.28% | Monthly | USD | 1,450,892 | May 2023 | MSI | — | 16,996 | 16,996 |
Pay | Xtrackers Harvest CSI 300 China A-Shares ETF | 1-Month USD LIBOR - 6.62% | Monthly | USD | 1,974,189 | May 2023 | MSI | — | (80,484) | (80,484) |
Receive | Accton Technology Corp. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 323,167 | May 2023 | CITI | — | 63,809 | 63,809 |
Receive | Grifols SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 350,665 | May 2023 | CITI | — | (6,413) | (6,413) |
Receive | Grifols SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 623,042 | May 2023 | CITI | — | (23,840) | (23,840) |
Receive | Grifols SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 213,395 | May 2023 | CITI | — | (6,674) | (6,674) |
Receive | Netflix, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 200,106 | May 2023 | CITI | — | (14,259) | (14,259) |
Receive | salesforce.com, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 521,344 | May 2023 | CITI | — | 3,478 | 3,478 |
Receive | Total SE Future | Fixed 0.00% | Monthly | EUR | 690,050 | Dec 2022 | GSI | — | 260,095 | 260,095 |
Receive | Abbott Laboratories | 1-Month USD LIBOR + 0.20% | Monthly | USD | 397,320 | May 2023 | GSI | — | 1,724 | 1,724 |
Receive | Abbott Laboratories | 1-Month USD LIBOR + 0.20% | Monthly | USD | 283,560 | May 2023 | GSI | — | 1,230 | 1,230 |
Receive | Abbott Laboratories | 1-Month USD LIBOR + 0.20% | Monthly | USD | 348,000 | May 2023 | GSI | — | 1,510 | 1,510 |
Receive | Acceleron Pharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 193,377 | May 2023 | GSI | — | 7,810 | 7,810 |
Receive | Acceleron Pharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 326,459 | May 2023 | GSI | — | 13,184 | 13,184 |
Receive | Acceleron Pharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 36,033 | May 2023 | GSI | — | 1,455 | 1,455 |
Receive | Acceleron Pharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 204,187 | May 2023 | GSI | — | 8,246 | 8,246 |
50 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | AerCap Holdings NV | 1-Month USD LIBOR + 0.20% | Monthly | USD | 93,234 | May 2023 | GSI | — | $1,357 | $1,357 |
Receive | AerCap Holdings NV | 1-Month USD LIBOR + 0.20% | Monthly | USD | 649,192 | May 2023 | GSI | — | 9,448 | 9,448 |
Receive | Agilent Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 147,693 | May 2023 | GSI | — | 1,521 | 1,521 |
Receive | Agilent Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 278,431 | May 2023 | GSI | — | 2,867 | 2,867 |
Receive | Agilent Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 50,600 | May 2023 | GSI | — | 521 | 521 |
Receive | Agilent Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 586,136 | May 2023 | GSI | — | 6,034 | 6,034 |
Receive | Agilent Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 431,422 | May 2023 | GSI | — | 4,442 | 4,442 |
Receive | AIB Group PLC | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 314,786 | May 2023 | GSI | — | 29,137 | 29,137 |
Receive | AJ Bell PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 176,899 | May 2023 | GSI | — | (13,530) | (13,530) |
Receive | AJ Bell PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 564,743 | May 2023 | GSI | — | (43,194) | (43,194) |
Receive | Alcon, Inc. | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 21,581 | May 2023 | GSI | — | 371 | 371 |
Receive | Alcon, Inc. | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 210,278 | May 2023 | GSI | — | 3,619 | 3,619 |
Receive | Alcon, Inc. | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 250,337 | May 2023 | GSI | — | 4,308 | 4,308 |
Receive | ALD SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 252,007 | May 2023 | GSI | — | 18,169 | 18,169 |
Receive | Alkermes PLC | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,506,133 | May 2023 | GSI | — | 137,722 | 137,722 |
Receive | Alkermes PLC | 1-Month USD LIBOR + 0.20% | Monthly | USD | 43,646 | May 2023 | GSI | — | 3,991 | 3,991 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 34,280 | May 2023 | GSI | — | 1,159 | 1,159 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 122,699 | May 2023 | GSI | — | 4,149 | 4,149 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 61,214 | May 2023 | GSI | — | 2,070 | 2,070 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 391,902 | May 2023 | GSI | — | 13,251 | 13,251 |
Receive | American Express Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 956,789 | May 2023 | GSI | — | 57,162 | 57,162 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 51 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | American Express Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 796,454 | May 2023 | GSI | — | $47,583 | $47,583 |
Receive | American Express Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 768,740 | May 2023 | GSI | — | 45,927 | 45,927 |
Receive | American Express Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,009,316 | May 2023 | GSI | — | 60,300 | 60,300 |
Receive | American Express Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,821,440 | May 2023 | GSI | — | 108,816 | 108,816 |
Receive | Amicus Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 883,155 | May 2023 | GSI | — | 4,896 | 4,896 |
Receive | Amicus Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 22,525 | May 2023 | GSI | — | 125 | 125 |
Receive | Amicus Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 63,612 | May 2023 | GSI | — | 353 | 353 |
Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD LIBOR + 0.75% | Monthly | USD | 35,358 | May 2023 | GSI | — | 53 | 53 |
Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD LIBOR + 0.75% | Monthly | USD | 581,171 | May 2023 | GSI | — | 873 | 873 |
Receive | Amoy Diagnostics Company, Ltd., Class A | 1-Month USD LIBOR + 0.75% | Monthly | USD | 6,745 | May 2023 | GSI | — | 10 | 10 |
Receive | Angang Steel Company, Ltd., Class A | 1-Month USD LIBOR + 0.75% | Monthly | USD | 508,091 | May 2023 | GSI | — | 2,015 | 2,015 |
Receive | Anthem, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 88,596 | May 2023 | GSI | — | (585) | (585) |
Receive | Anthem, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 167,263 | May 2023 | GSI | — | (1,103) | (1,103) |
Receive | Anthem, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 475,059 | May 2023 | GSI | — | (3,134) | (3,134) |
Receive | Anthem, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 565,564 | May 2023 | GSI | — | (3,732) | (3,732) |
Receive | Apellis Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 824,417 | May 2023 | GSI | — | 83,735 | 83,735 |
Receive | Apellis Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 160,965 | May 2023 | GSI | — | 16,368 | 16,368 |
Receive | Applied Industrial Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 136,069 | May 2023 | GSI | — | 4,062 | 4,062 |
Receive | Applied Industrial Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 741,833 | May 2023 | GSI | — | 22,146 | 22,146 |
52 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Applied Industrial Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 369,384 | May 2023 | GSI | — | $11,027 | $11,027 |
Receive | ARC Resources, Ltd. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 297,668 | May 2023 | GSI | — | 7,390 | 7,390 |
Receive | ARC Resources, Ltd. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 823,950 | May 2023 | GSI | — | 20,454 | 20,454 |
Receive | Arena Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 24,701 | May 2023 | GSI | — | 690 | 690 |
Receive | Ares Management Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 655,329 | May 2023 | GSI | — | (23,511) | (23,511) |
Receive | Ares Management Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 317,724 | May 2023 | GSI | — | (11,399) | (11,399) |
Receive | Ares Management Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 177,136 | May 2023 | GSI | — | (6,355) | (6,355) |
Receive | Ares Management Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 207,640 | May 2023 | GSI | — | (7,449) | (7,449) |
Receive | Ares Management Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 177,082 | May 2023 | GSI | — | (6,353) | (6,353) |
Receive | Ares Management Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 354,218 | May 2023 | GSI | — | (12,708) | (12,708) |
Receive | argenx SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 42,586 | May 2023 | GSI | — | 1,277 | 1,277 |
Receive | argenx SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 152,252 | May 2023 | GSI | — | 4,567 | 4,567 |
Receive | argenx SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 100,202 | May 2023 | GSI | — | 3,005 | 3,005 |
Receive | argenx SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 97,419 | May 2023 | GSI | — | 2,922 | 2,922 |
Receive | argenx SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 113,563 | May 2023 | GSI | — | 3,406 | 3,406 |
Receive | Ascendis Pharma A/S, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 18,129 | May 2023 | GSI | — | 2,890 | 2,890 |
Receive | Ascendis Pharma A/S, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 48,387 | May 2023 | GSI | — | 7,713 | 7,713 |
Receive | Ascendis Pharma A/S, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 70,142 | May 2023 | GSI | — | 11,181 | 11,181 |
Receive | Ascendis Pharma A/S, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 105,275 | May 2023 | GSI | — | 16,781 | 16,781 |
Receive | ASM Pacific Technology, Ltd. | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 869,024 | May 2023 | GSI | — | 19,249 | 19,249 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 53 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | ASM Pacific Technology, Ltd. | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 5,515,742 | May 2023 | GSI | — | $122,174 | $122,174 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 8,973,545 | May 2023 | GSI | — | 395 | 395 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 1,663,421 | May 2023 | GSI | — | 73 | 73 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 2,217,344 | May 2023 | GSI | — | 98 | 98 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 3,323,535 | May 2023 | GSI | — | 146 | 146 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 11,301,673 | May 2023 | GSI | — | 497 | 497 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 2,159,471 | May 2023 | GSI | — | 95 | 95 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 1,188,867 | May 2023 | GSI | — | 52 | 52 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 4,315,635 | May 2023 | GSI | — | 190 | 190 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 12,943,598 | May 2023 | GSI | — | 569 | 569 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 7,204,300 | May 2023 | GSI | — | 317 | 317 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 2,779,534 | May 2023 | GSI | — | 122 | 122 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 13,492,560 | May 2023 | GSI | — | 594 | 594 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 5,291,200 | May 2023 | GSI | — | 233 | 233 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 13,261,070 | May 2023 | GSI | — | 583 | 583 |
Receive | AstraZeneca PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 223,471 | May 2023 | GSI | — | 9,068 | 9,068 |
Receive | AstraZeneca PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 261,990 | May 2023 | GSI | — | 10,632 | 10,632 |
Receive | AstraZeneca PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 486,136 | May 2023 | GSI | — | 19,727 | 19,727 |
Receive | AstraZeneca PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 82,434 | May 2023 | GSI | — | 3,350 | 3,350 |
Receive | AstraZeneca PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 564,298 | May 2023 | GSI | — | 22,934 | 22,934 |
Receive | AstraZeneca PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 497,377 | May 2023 | GSI | — | 20,214 | 20,214 |
Receive | Atreca, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 68,688 | May 2023 | GSI | — | 3,185 | 3,185 |
Receive | Banca Generali SpA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 930,179 | May 2023 | GSI | — | 40,798 | 40,798 |
54 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Bandai Namco Holdings, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 488,400 | May 2023 | GSI | — | $(29) | $(29) |
Receive | Bank of America Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,497,420 | May 2023 | GSI | — | 96,223 | 96,223 |
Receive | Bank of America Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 908,731 | May 2023 | GSI | — | — | — |
Receive | Bank of Ireland Group PLC | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 767,763 | May 2023 | GSI | — | 100,255 | 100,255 |
Receive | Bank of Ireland Group PLC | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 78,327 | May 2023 | GSI | — | 8,968 | 8,968 |
Receive | Bankinter SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 478,407 | May 2023 | GSI | — | (110,444) | (110,444) |
Receive | BAWAG Group AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 921,190 | May 2023 | GSI | �� | 74,710 | 74,710 |
Receive | BAWAG Group AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 144,361 | May 2023 | GSI | — | 11,708 | 11,708 |
Receive | BAWAG Group AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 75,654 | May 2023 | GSI | — | 6,136 | 6,136 |
Receive | Baxter International, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 93,774 | May 2023 | GSI | — | (1,494) | (1,494) |
Receive | Baxter International, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 177,013 | May 2023 | GSI | — | (2,819) | (2,819) |
Receive | Baxter International, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 295,777 | May 2023 | GSI | — | (4,711) | (4,711) |
Receive | Becton, Dickinson and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 13,335 | May 2023 | GSI | — | (398) | (398) |
Receive | Becton, Dickinson and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 76,932 | May 2023 | GSI | — | (2,295) | (2,295) |
Receive | Becton, Dickinson and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 513,136 | May 2023 | GSI | — | (15,307) | (15,307) |
Receive | Becton, Dickinson and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 369,017 | May 2023 | GSI | — | (11,008) | (11,008) |
Receive | Becton, Dickinson and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 307,728 | May 2023 | GSI | — | (9,180) | (9,180) |
Receive | Beigene, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 55,330 | May 2023 | GSI | — | 9,595 | 9,595 |
Receive | Beigene, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 197,314 | May 2023 | GSI | — | 34,217 | 34,217 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 55 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Beigene, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 121,784 | May 2023 | GSI | — | $21,119 | $21,119 |
Receive | BioAtla, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 329,560 | May 2023 | GSI | — | 17,545 | 17,545 |
Receive | BioNTech SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 222,400 | May 2023 | GSI | — | 45,693 | 45,693 |
Receive | BioNTech SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 122,289 | May 2023 | GSI | — | 25,125 | 25,125 |
Receive | Boston Scientific Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 3,602,124 | May 2023 | GSI | — | 216,043 | 216,043 |
Receive | Boston Scientific Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 305,596 | May 2023 | GSI | — | 18,329 | 18,329 |
Receive | Boston Scientific Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 375,352 | May 2023 | GSI | — | 22,512 | 22,512 |
Receive | Boston Scientific Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 732,279 | May 2023 | GSI | — | 43,919 | 43,919 |
Receive | BP PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 1,404,161 | May 2023 | GSI | — | 74,657 | 74,657 |
Receive | Brenntag SE | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 485,948 | May 2023 | GSI | — | (9,411) | (9,411) |
Receive | Brenntag SE | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 441,034 | May 2023 | GSI | — | (8,541) | (8,541) |
Receive | Bristol-Myers Squibb Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 4,622,032 | May 2023 | GSI | — | (222,084) | (222,084) |
Receive | Bristol-Myers Squibb Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 122,512 | May 2023 | GSI | — | (5,887) | (5,887) |
Receive | Bristol-Myers Squibb Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 530,622 | May 2023 | GSI | — | (25,496) | (25,496) |
Receive | Cavco Industries, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 47,597 | May 2023 | GSI | — | (1,316) | (1,316) |
Receive | Cavco Industries, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 301,518 | May 2023 | GSI | — | (8,339) | (8,339) |
Receive | Cavco Industries, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 337,916 | May 2023 | GSI | — | (9,346) | (9,346) |
Receive | Cellnex Telecom SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 699,480 | May 2023 | GSI | — | 19,574 | 19,574 |
Receive | Cellnex Telecom SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 269,614 | May 2023 | GSI | — | 7,545 | 7,545 |
Receive | Cellnex Telecom SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 375,769 | May 2023 | GSI | — | 19,947 | 19,947 |
Receive | Charles Schwab Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 270,555 | May 2023 | GSI | — | 28,504 | 28,504 |
56 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Chegg, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 62,203 | May 2023 | GSI | — | $(429) | $(429) |
Receive | CIT Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 462,600 | May 2023 | GSI | — | 16,974 | 16,974 |
Receive | CIT Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,082,433 | May 2023 | GSI | — | 39,718 | 39,718 |
Receive | Coherus Biosciences, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 13,628 | May 2023 | GSI | �� | 505 | 505 |
Receive | Commerzbank AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 586,191 | May 2023 | GSI | — | 87,903 | 87,903 |
Receive | Commerzbank AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 416,526 | May 2023 | GSI | — | 62,461 | 62,461 |
Receive | Constellation Brands, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,092,890 | May 2023 | GSI | — | 9,134 | 9,134 |
Receive | Constellation Brands, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 475,428 | May 2023 | GSI | — | 3,973 | 3,973 |
Receive | Constellation Brands, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 63,867 | May 2023 | GSI | — | 534 | 534 |
Receive | Constellation Brands, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 400,837 | May 2023 | GSI | — | 3,350 | 3,350 |
Receive | ConvaTec Group PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 71,855 | May 2023 | GSI | — | 7,604 | 7,604 |
Receive | ConvaTec Group PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 8,144 | May 2023 | GSI | — | 862 | 862 |
Receive | CoStar Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,088,213 | May 2023 | GSI | — | (69,816) | (69,816) |
Receive | CoStar Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 544,106 | May 2023 | GSI | — | (34,908) | (34,908) |
Receive | CSPC Pharmaceutical Group, Ltd. | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 192,000 | May 2023 | GSI | — | 49 | 49 |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 257,183 | May 2023 | GSI | — | 7,214 | 7,214 |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 105,634 | May 2023 | GSI | — | 2,963 | 2,963 |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 2,518,337 | May 2023 | GSI | — | 70,638 | 70,638 |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 28,157 | May 2023 | GSI | — | 790 | 790 |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 35,625 | May 2023 | GSI | — | 999 | 999 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 57 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 3,048,626 | May 2023 | GSI | — | $85,512 | $85,512 |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 183,394 | May 2023 | GSI | — | 5,144 | 5,144 |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 27,390 | May 2023 | GSI | — | 768 | 768 |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 42,975 | May 2023 | GSI | — | 1,205 | 1,205 |
Receive | CStone Pharmaceuticals | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 2,632,115 | May 2023 | GSI | — | 73,828 | 73,828 |
Receive | Curtiss-Wright Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,872,973 | May 2023 | GSI | — | 115,446 | 115,446 |
Receive | Cytokinetics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 124,350 | May 2023 | GSI | — | 678 | 678 |
Receive | Cytokinetics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 32,839 | May 2023 | GSI | — | 179 | 179 |
Receive | Cytokinetics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 77,443 | May 2023 | GSI | — | 423 | 423 |
Receive | Cytokinetics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 60,138 | May 2023 | GSI | — | 328 | 328 |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 3,277,923 | May 2023 | GSI | — | (1,243) | (1,243) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 233,617,748 | May 2023 | GSI | — | (88,597) | (88,597) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 35,350,150 | May 2023 | GSI | — | (13,406) | (13,406) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 41,310,010 | May 2023 | GSI | — | (15,666) | (15,666) |
Receive | Danaher Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,396,926 | May 2023 | GSI | — | 70,937 | 70,937 |
Receive | Danaher Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 137,371 | May 2023 | GSI | — | 6,976 | 6,976 |
Receive | Danaher Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 259,021 | May 2023 | GSI | — | 13,153 | 13,153 |
Receive | Danaher Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 43,291 | May 2023 | GSI | — | 2,198 | 2,198 |
Receive | Danaher Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 472,817 | May 2023 | GSI | — | 24,010 | 24,010 |
Receive | Danaher Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 238,948 | May 2023 | GSI | — | 12,134 | 12,134 |
Receive | DBAPP Security, Ltd. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 10,315 | May 2023 | GSI | — | (579) | (579) |
Receive | DBAPP Security, Ltd. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 4,709 | May 2023 | GSI | — | (264) | (264) |
Receive | DBAPP Security, Ltd. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 17,940 | May 2023 | GSI | — | (1,008) | (1,008) |
58 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | DBAPP Security, Ltd. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 4,485 | May 2023 | GSI | — | $(252) | $(252) |
Receive | DBAPP Security, Ltd. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 3,139 | May 2023 | GSI | — | (176) | (176) |
Receive | DraftKings, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 842,781 | May 2023 | GSI | — | 14,306 | 14,306 |
Receive | Dyne Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 68,505 | May 2023 | GSI | — | 9,284 | 9,284 |
Receive | Edwards Lifesciences Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 93,843 | May 2023 | GSI | — | 6,160 | 6,160 |
Receive | Edwards Lifesciences Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 89,630 | May 2023 | GSI | — | 5,883 | 5,883 |
Receive | Edwards Lifesciences Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 359,954 | May 2023 | GSI | — | 23,626 | 23,626 |
Receive | Edwards Lifesciences Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 428,611 | May 2023 | GSI | — | 28,133 | 28,133 |
Receive | Edwards Lifesciences Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 268,890 | May 2023 | GSI | — | 17,649 | 17,649 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 16,159,000 | May 2023 | GSI | — | (2,738) | (2,738) |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 7,558,005 | May 2023 | GSI | — | (1,283) | (1,283) |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 18,362,500 | May 2023 | GSI | — | (3,117) | (3,117) |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 7,345,000 | May 2023 | GSI | — | (1,247) | (1,247) |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 8,079,500 | May 2023 | GSI | — | (1,372) | (1,372) |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 27,727,375 | May 2023 | GSI | — | (4,707) | (4,707) |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 65,370,500 | May 2023 | GSI | — | (11,093) | (11,093) |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 51,415,000 | May 2023 | GSI | — | (8,725) | (8,725) |
Receive | Elanco Animal Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 11,498 | May 2023 | GSI | — | 393 | 393 |
Receive | Eli Lilly and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 167,356 | May 2023 | GSI | — | (6,896) | (6,896) |
Receive | Eli Lilly and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 706,782 | May 2023 | GSI | — | (29,126) | (29,126) |
Receive | Eli Lilly and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 427,729 | May 2023 | GSI | — | (17,626) | (17,626) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 59 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Eli Lilly and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,119,643 | May 2023 | GSI | — | $(46,140) | $(46,140) |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 387,132 | May 2023 | GSI | — | (1,348) | (1,348) |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 682,312 | May 2023 | GSI | — | (2,375) | (2,375) |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 73,816 | May 2023 | GSI | — | (248) | (248) |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 139,289 | May 2023 | GSI | — | (469) | (469) |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 22,988 | May 2023 | GSI | — | (77) | (77) |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 320,808 | May 2023 | GSI | — | (1,080) | (1,080) |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 381,938 | May 2023 | GSI | — | (1,286) | (1,286) |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 280,962 | May 2023 | GSI | — | (946) | (946) |
Receive | Enstar Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,487,268 | May 2023 | GSI | — | (15,467) | (15,467) |
Receive | Enstar Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 38,831 | May 2023 | GSI | — | (404) | (404) |
Receive | Enstar Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,277,094 | May 2023 | GSI | — | (23,682) | (23,682) |
Receive | Enstar Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 897,437 | May 2023 | GSI | — | (9,334) | (9,334) |
Receive | Enstar Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 932,461 | May 2023 | GSI | — | (9,698) | (9,698) |
Receive | Enstar Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 762,923 | May 2023 | GSI | — | (7,934) | (7,934) |
Receive | Erste Group Bank AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 545,088 | May 2023 | GSI | — | 26,969 | 26,969 |
Receive | Erste Group Bank AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 298,941 | May 2023 | GSI | — | 14,791 | 14,791 |
Receive | Erste Group Bank AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 865,750 | May 2023 | GSI | — | 42,835 | 42,835 |
Receive | Exact Sciences Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 10,552 | May 2023 | GSI | — | 520 | 520 |
Receive | FedEx Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 488,913 | May 2023 | GSI | — | 17,350 | 17,350 |
Receive | FedEx Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 912,226 | May 2023 | GSI | — | 32,372 | 32,372 |
Receive | Fidelity National Information Services, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 806,559 | May 2023 | GSI | — | 5,890 | 5,890 |
60 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Five Below, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 527,553 | May 2023 | GSI | — | $29,522 | $29,522 |
Receive | Five Below, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,979,330 | May 2023 | GSI | — | 7,205 | 7,205 |
Receive | Floor & Decor Holdings, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 139,308 | May 2023 | GSI | — | 2,326 | 2,326 |
Receive | Fluor Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,009,566 | May 2023 | GSI | — | 183,052 | 183,052 |
Receive | Fluor Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 573,022 | May 2023 | GSI | — | 52,197 | 52,197 |
Receive | Food & Life Companies, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 47,392,660 | May 2023 | GSI | — | (12,513) | (12,513) |
Receive | Food & Life Companies, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 118,059,130 | May 2023 | GSI | — | (31,172) | (31,172) |
Receive | Galapagos NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 36,484 | May 2023 | GSI | — | (408) | (408) |
Receive | Galapagos NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 54,693 | May 2023 | GSI | — | (612) | (612) |
Receive | Generation Bio Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 202,656 | May 2023 | GSI | — | 42,886 | 42,886 |
Receive | Generation Bio Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 259,526 | May 2023 | GSI | — | 54,921 | 54,921 |
Receive | Genmab A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | 326,488 | May 2023 | GSI | — | 1,531 | 1,531 |
Receive | Genmab A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | 906,666 | May 2023 | GSI | — | 4,253 | 4,253 |
Receive | Genpact, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 4,321,607 | May 2023 | GSI | — | 271,218 | 271,218 |
Receive | Genus PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 52,473 | May 2023 | GSI | — | (1,337) | (1,337) |
Receive | Genus PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 61,487 | May 2023 | GSI | — | (1,566) | (1,566) |
Receive | Genus PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 90,132 | May 2023 | GSI | — | (2,296) | (2,296) |
Receive | Genus PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 36,882 | May 2023 | GSI | — | (937) | (937) |
Receive | Glaukos Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 466,926 | May 2023 | GSI | — | 40,843 | 40,843 |
Receive | Global Blood Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 673,155 | May 2023 | GSI | — | (8,044) | (8,044) |
Receive | Global Blood Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 14,568 | May 2023 | GSI | — | (174) | (174) |
Receive | Global Blood Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 62,978 | May 2023 | GSI | — | (753) | (753) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 61 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Global Blood Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 94,632 | May 2023 | GSI | — | $(1,131) | $(1,131) |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,667,136 | May 2023 | GSI | — | 19,827 | 19,827 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 6,333,169 | May 2023 | GSI | — | 47,080 | 47,080 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 42,393 | May 2023 | GSI | — | 315 | 315 |
Receive | Gold Fields, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 833,143 | May 2023 | GSI | — | (47,792) | (47,792) |
Receive | Guangzhou Automobile Group Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 34,765 | May 2023 | GSI | — | (320) | (320) |
Receive | HCA Healthcare, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 12,927 | May 2023 | GSI | — | 543 | 543 |
Receive | Heritage Commerce Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 192,618 | May 2023 | GSI | — | 5,231 | 5,231 |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 26,729 | May 2023 | GSI | — | 1,339 | 1,339 |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 31,318 | May 2023 | GSI | — | 1,568 | 1,568 |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 45,919 | May 2023 | GSI | — | 2,300 | 2,300 |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 14,149 | May 2023 | GSI | — | 709 | 709 |
Receive | Hologic, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 163,733 | May 2023 | GSI | — | (18,356) | (18,356) |
Receive | Hologic, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 82,826 | May 2023 | GSI | — | (9,285) | (9,285) |
Receive | Hologic, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 160,411 | May 2023 | GSI | — | (17,983) | (17,983) |
Receive | Hologic, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 22,294 | May 2023 | GSI | — | (2,499) | (2,499) |
Receive | Hologic, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 258,444 | May 2023 | GSI | — | (28,973) | (28,973) |
Receive | Hologic, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 307,682 | May 2023 | GSI | — | (34,493) | (34,493) |
Receive | Humana, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 102,776 | May 2023 | GSI | — | 674 | 674 |
Receive | Humana, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 194,477 | May 2023 | GSI | — | 1,276 | 1,276 |
Receive | Humana, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 514,323 | May 2023 | GSI | — | 3,373 | 3,373 |
62 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Humana, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 424,394 | May 2023 | GSI | — | $2,784 | $2,784 |
Receive | Hutchison China MediTech, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 26,100 | May 2023 | GSI | — | (641) | (641) |
Receive | IDEXX Laboratories, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 55,356 | May 2023 | GSI | — | 1,735 | 1,735 |
Receive | IDEXX Laboratories, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 104,857 | May 2023 | GSI | — | 3,286 | 3,286 |
Receive | IDEXX Laboratories, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 19,162 | May 2023 | GSI | — | 600 | 600 |
Receive | IDEXX Laboratories, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 264,538 | May 2023 | GSI | — | 8,289 | 8,289 |
Receive | ImmunoGen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 44,367 | May 2023 | GSI | — | 4,482 | 4,482 |
Receive | ImmunoGen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 104,647 | May 2023 | GSI | — | 10,571 | 10,571 |
Receive | ImmunoGen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 124,887 | May 2023 | GSI | — | 12,615 | 12,615 |
Receive | Inari Medical, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 504,615 | May 2023 | GSI | — | 54,567 | 54,567 |
Receive | Ingersoll Rand, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 840,326 | May 2023 | GSI | — | (15,589) | (15,589) |
Receive | Ingersoll Rand, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 670,176 | May 2023 | GSI | — | (12,433) | (12,433) |
Receive | Inhibrx, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 65,827 | May 2023 | GSI | — | 11,062 | 11,062 |
Receive | Inhibrx, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 336,787 | May 2023 | GSI | — | 56,597 | 56,597 |
Receive | Insulet Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 202,405 | May 2023 | GSI | — | 8,367 | 8,367 |
Receive | Intact Financial Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 1,189,328 | May 2023 | GSI | — | 5,631 | 5,631 |
Receive | Intact Financial Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 983,717 | May 2023 | GSI | — | 4,657 | 4,657 |
Receive | Intact Financial Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 1,215,964 | May 2023 | GSI | — | 5,757 | 5,757 |
Receive | Intermediate Capital Group PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 1,129,832 | May 2023 | GSI | — | 171,866 | 171,866 |
Receive | Intermediate Capital Group PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 317,186 | May 2023 | GSI | — | 48,250 | 48,250 |
Receive | Intermediate Capital Group PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 145,371 | May 2023 | GSI | — | 22,113 | 22,113 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 63 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Intermediate Capital Group PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 295,153 | May 2023 | GSI | — | $44,898 | $44,898 |
Receive | International Bancshares Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 387,482 | May 2023 | GSI | — | 15,475 | 15,475 |
Receive | International Bancshares Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 133,156 | May 2023 | GSI | — | 5,318 | 5,318 |
Receive | Intuit, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 284,975 | May 2023 | GSI | — | 4,751 | 4,751 |
Receive | Intuitive Surgical, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 93,278 | May 2023 | GSI | — | 6,190 | 6,190 |
Receive | Intuitive Surgical, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 175,200 | May 2023 | GSI | — | 11,627 | 11,627 |
Receive | Intuitive Surgical, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 12,167 | May 2023 | GSI | — | 807 | 807 |
Receive | Ironwood Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 26,256 | May 2023 | GSI | — | 934 | 934 |
Receive | ITT, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 62,958 | May 2023 | GSI | — | 1,639 | 1,639 |
Receive | ITT, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 881,325 | May 2023 | GSI | — | 22,946 | 22,946 |
Receive | JFE Holdings, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 2,679,000 | May 2023 | GSI | — | 660 | 660 |
Receive | JFE Holdings, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 1,240,800 | May 2023 | GSI | — | 306 | 306 |
Receive | JFE Holdings, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 324,582,000 | May 2023 | GSI | — | 79,952 | 79,952 |
Receive | JPMorgan Chase & Co. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,041,308 | May 2023 | GSI | — | 37,869 | 37,869 |
Receive | JPMorgan Chase & Co. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,071,609 | May 2023 | GSI | — | 38,971 | 38,971 |
Receive | JPMorgan Chase & Co. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 773,816 | May 2023 | GSI | — | 28,141 | 28,141 |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 124,097 | May 2023 | GSI | — | (7,897) | (7,897) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 2,475 | May 2023 | GSI | — | (158) | (158) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 18,711 | May 2023 | GSI | — | (1,191) | (1,191) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 203,297 | May 2023 | GSI | — | (12,937) | (12,937) |
64 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 242,055 | May 2023 | GSI | — | $(15,403) | $(15,403) |
Receive | Laboratorios Farmaceuticos Rovi SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 20,727 | May 2023 | GSI | — | 636 | 636 |
Receive | Linea Directa Aseguradora SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 1 | May 2023 | GSI | — | 166,226 | 166,226 |
Receive | Madrigal Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 371,158 | May 2023 | GSI | — | 28,676 | 28,676 |
Receive | Madrigal Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 48,258 | May 2023 | GSI | — | 3,728 | 3,728 |
Receive | Madrigal Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 172,314 | May 2023 | GSI | — | 13,313 | 13,313 |
Receive | Madrigal Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 120,140 | May 2023 | GSI | — | 9,282 | 9,282 |
Receive | Masimo Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 29,952 | May 2023 | GSI | — | (1,336) | (1,336) |
Receive | Masimo Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 56,494 | May 2023 | GSI | — | (2,519) | (2,519) |
Receive | Masimo Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 10,227 | May 2023 | GSI | — | (456) | (456) |
Receive | Mastercard, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 4,087,240 | May 2023 | GSI | — | (73,317) | (73,317) |
Receive | Medical Properties Trust, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 521,873 | May 2023 | GSI | — | (3,099) | (3,099) |
Receive | Medical Properties Trust, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,087,552 | May 2023 | GSI | — | (6,458) | (6,458) |
Receive | Medical Properties Trust, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 815,647 | May 2023 | GSI | — | (4,843) | (4,843) |
Receive | Medical Properties Trust, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 298,787 | May 2023 | GSI | — | (1,774) | (1,774) |
Receive | Medical Properties Trust, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 516,838 | May 2023 | GSI | — | (3,069) | (3,069) |
Receive | Merus NV | 1-Month USD LIBOR + 0.20% | Monthly | USD | 173,017 | May 2023 | GSI | — | (8,798) | (8,798) |
Receive | Middleby Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,312,764 | May 2023 | GSI | — | 200,696 | 200,696 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 65 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Mirati Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 193,684 | May 2023 | GSI | — | $12,912 | $12,912 |
Receive | Mirati Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 31,164 | May 2023 | GSI | — | 2,078 | 2,078 |
Receive | Mirati Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 133,070 | May 2023 | GSI | — | 8,871 | 8,871 |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 155,082,916 | May 2023 | GSI | — | 13,299 | 13,299 |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 43,582,500 | May 2023 | GSI | — | 3,737 | 3,737 |
Receive | Mitsubishi UFJ Financial Group, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 40,716,000 | May 2023 | GSI | — | 3,492 | 3,492 |
Receive | Molina Healthcare, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 37,369 | May 2023 | GSI | — | 383 | 383 |
Receive | Molina Healthcare, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 201,992 | May 2023 | GSI | — | 2,072 | 2,072 |
Receive | Molina Healthcare, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 264,357 | May 2023 | GSI | — | 2,712 | 2,712 |
Receive | Molina Healthcare, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 314,855 | May 2023 | GSI | — | 3,230 | 3,230 |
Receive | Multiplan Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 186,809 | May 2023 | GSI | — | 36,686 | 36,686 |
Receive | Multiplan Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 88,617 | May 2023 | GSI | — | 17,403 | 17,403 |
Receive | Multiplan Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 44,308 | May 2023 | GSI | — | 8,701 | 8,701 |
Receive | Multiplan Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 44,308 | May 2023 | GSI | — | 8,701 | 8,701 |
Receive | Multiplan Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 44,308 | May 2023 | GSI | — | 8,701 | 8,701 |
Receive | Myovant Sciences, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 69,654 | May 2023 | GSI | — | 11,851 | 11,851 |
Receive | NanoString Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 299,416 | May 2023 | GSI | — | 50,950 | 50,950 |
Receive | NanoString Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 245,020 | May 2023 | GSI | — | 41,693 | 41,693 |
Receive | National Grid PLC, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,192,740 | May 2023 | GSI | — | (8,367) | (8,367) |
Receive | National Grid PLC, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,066,154 | May 2023 | GSI | — | (7,479) | (7,479) |
Receive | National Grid PLC, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 845,833 | May 2023 | GSI | — | (5,933) | (5,933) |
Receive | Ningbo Joyson Electronic Corp., Class A | 1-Month USD LIBOR + 0.75% | Monthly | USD | 840,425 | May 2023 | GSI | — | (58,366) | (58,366) |
66 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Ningbo Joyson Electronic Corp., Class A | 1-Month USD LIBOR + 0.75% | Monthly | USD | 436,677 | May 2023 | GSI | — | $(30,326) | $(30,326) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 23,177,910 | May 2023 | GSI | — | (9,832) | (9,832) |
Receive | Nippon Steel Corp. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 2,682,400 | May 2023 | GSI | — | 12 | 12 |
Receive | Nippon Steel Corp. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 1,245,400 | May 2023 | GSI | — | 6 | 6 |
Receive | Nippon Steel Corp. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 513,488 | May 2023 | GSI | — | 2 | 2 |
Receive | Novartis AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 10,446 | May 2023 | GSI | — | (340) | (340) |
Receive | Novartis AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 54,397 | May 2023 | GSI | — | (1,772) | (1,772) |
Receive | Novartis AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 79,788 | May 2023 | GSI | — | (2,599) | (2,599) |
Receive | Novartis AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 834,515 | May 2023 | GSI | — | (27,180) | (27,180) |
Receive | Novartis AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 75,690 | May 2023 | GSI | — | (2,465) | (2,465) |
Receive | Novartis AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 531,676 | May 2023 | GSI | — | (17,317) | (17,317) |
Receive | Nurix Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 117,422 | May 2023 | GSI | — | 20,839 | 20,839 |
Receive | Nurix Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 165,829 | May 2023 | GSI | — | 29,429 | 29,429 |
Receive | Nurix Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 104,826 | May 2023 | GSI | — | 18,603 | 18,603 |
Receive | NuVasive, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 43,119 | May 2023 | GSI | — | 1,605 | 1,605 |
Receive | NuVasive, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 81,347 | May 2023 | GSI | — | 3,029 | 3,029 |
Receive | Nuvei Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 797,767 | May 2023 | GSI | — | (12,664) | (12,664) |
Receive | Ollie's Bargain Outlet Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 500,487 | May 2023 | GSI | — | (12,417) | (12,417) |
Receive | Ollie's Bargain Outlet Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,512,909 | May 2023 | GSI | — | (37,535) | (37,535) |
Receive | Omnicell, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,450,008 | May 2023 | GSI | — | 91,298 | 91,298 |
Receive | Ono Pharmaceutical Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 11,808,000 | May 2023 | GSI | — | (3,995) | (3,995) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 67 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Ono Pharmaceutical Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 5,342,400 | May 2023 | GSI | — | $(1,810) | $(1,810) |
Receive | Ono Pharmaceutical Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 14,112,000 | May 2023 | GSI | — | (4,780) | (4,780) |
Receive | Ono Pharmaceutical Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 20,736,000 | May 2023 | GSI | — | (7,023) | (7,023) |
Receive | Oyster Point Pharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 54,317 | May 2023 | GSI | — | 6,080 | 6,080 |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 273,210 | May 2023 | GSI | — | (2,681) | (2,681) |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 698,715 | May 2023 | GSI | — | (6,857) | (6,857) |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 817,171 | May 2023 | GSI | — | (8,019) | (8,019) |
Receive | Polaris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 301,730 | May 2023 | GSI | — | (6,290) | (6,290) |
Receive | Polaris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 419,848 | May 2023 | GSI | — | (8,752) | (8,752) |
Receive | Polaris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 449,735 | May 2023 | GSI | — | (9,375) | (9,375) |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 684,642 | May 2023 | GSI | — | 43,516 | 43,516 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 628,457 | May 2023 | GSI | — | 39,945 | 39,945 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 173,281 | May 2023 | GSI | — | 11,014 | 11,014 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 171,404 | May 2023 | GSI | — | 10,894 | 10,894 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 171,751 | May 2023 | GSI | — | 10,916 | 10,916 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 79,409 | May 2023 | GSI | — | 5,047 | 5,047 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 38,522 | May 2023 | GSI | — | 2,448 | 2,448 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 31,708 | May 2023 | GSI | — | 2,015 | 2,015 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 38,522 | May 2023 | GSI | — | 2,448 | 2,448 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 30,804 | May 2023 | GSI | — | 1,958 | 1,958 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 24,963 | May 2023 | GSI | — | 1,587 | 1,587 |
Receive | PPD, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 116,049 | May 2023 | GSI | — | (235) | (235) |
68 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | PPD, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 25,043 | May 2023 | GSI | — | $(51) | $(51) |
Receive | PPD, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 349,258 | May 2023 | GSI | — | (706) | (706) |
Receive | Prudential PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 178,621 | May 2023 | GSI | — | 7,198 | 7,198 |
Receive | Prudential PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 710,094 | May 2023 | GSI | — | 28,616 | 28,616 |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 229,464 | May 2023 | GSI | — | 37,980 | 37,980 |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 22,459 | May 2023 | GSI | — | 3,720 | 3,720 |
Receive | Regeneron Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 110,972 | May 2023 | GSI | — | (5,095) | (5,095) |
Receive | Regeneron Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 376,802 | May 2023 | GSI | — | (17,300) | (17,300) |
Receive | Regeneron Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 15,133 | May 2023 | GSI | — | (695) | (695) |
Receive | Revance Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 29,105 | May 2023 | GSI | — | 2,517 | 2,517 |
Receive | Richter Gedeon Nyrt | Fixed 0.80% | Monthly | HUF | 7,169,715 | May 2023 | GSI | — | 178 | 178 |
Receive | Royal Dutch Shell PLC | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 1,736,158 | May 2023 | GSI | — | (856) | (856) |
Receive | Safran SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 409,028 | May 2023 | GSI | — | 29,287 | 29,287 |
Receive | Safran SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 77,235 | May 2023 | GSI | — | 5,530 | 5,530 |
Receive | Sage Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 966,308 | May 2023 | GSI | — | 69,783 | 69,783 |
Receive | Schneider Electric SE | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 174,940 | May 2023 | GSI | — | (4,820) | (4,820) |
Receive | Schneider Electric SE | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 559,672 | May 2023 | GSI | — | (15,420) | (15,420) |
Receive | Seagen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 58,917 | May 2023 | GSI | — | (412) | (412) |
Receive | Seagen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 86,856 | May 2023 | GSI | — | (607) | (607) |
Receive | Seagen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 318,472 | May 2023 | GSI | — | (2,225) | (2,225) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 69 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Seagen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 28,952 | May 2023 | GSI | — | $(202) | $(202) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 262,368 | May 2023 | GSI | — | (4,871) | (4,871) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 112,532 | May 2023 | GSI | — | (2,089) | (2,089) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 672,581 | May 2023 | GSI | — | 12,301 | 12,301 |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 112,103 | May 2023 | GSI | — | 612 | 612 |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 131,138 | May 2023 | GSI | — | 395 | 395 |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 86,683 | May 2023 | GSI | — | 397 | 397 |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 64,882 | May 2023 | GSI | — | (1) | (1) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 65,102 | May 2023 | GSI | — | (106) | (106) |
Receive | Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 79,767 | May 2023 | GSI | — | — | — |
Receive | Shenzhen Airport Company, Ltd., Class A | 1-Month USD LIBOR + 0.75% | Monthly | USD | 13,731 | May 2023 | GSI | — | (26) | (26) |
Receive | Shenzhen Dynanonic Company, Ltd. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 223,983 | May 2023 | GSI | — | 21,394 | 21,394 |
Receive | Shenzhen Dynanonic Company, Ltd. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 30,482 | May 2023 | GSI | — | 2,912 | 2,912 |
70 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Shenzhen Dynanonic Company, Ltd. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 806,314 | May 2023 | GSI | — | $77,017 | $77,017 |
Receive | Shenzhen Dynanonic Company, Ltd. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 12,193 | May 2023 | GSI | — | 1,165 | 1,165 |
Receive | Smith & Nephew PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 7,593 | May 2023 | GSI | — | 1,284 | 1,284 |
Receive | South State Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 544,953 | May 2023 | GSI | — | 32,343 | 32,343 |
Receive | South State Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 548,773 | May 2023 | GSI | — | 32,613 | 32,613 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | 846,320 | May 2023 | GSI | — | 12,182 | 12,182 |
Receive | Standard Chartered PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 681,953 | May 2023 | GSI | — | 101,142 | 101,142 |
Receive | Standard Chartered PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 126,526 | May 2023 | GSI | — | 18,765 | 18,765 |
Receive | Standard Chartered PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 75,174 | May 2023 | GSI | — | 11,149 | 11,149 |
Receive | STMicroelectronics NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 101,038 | May 2023 | GSI | — | 1,740 | 1,740 |
Receive | StoneCo, Ltd., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 328,494 | May 2023 | GSI | — | (4,931) | (4,931) |
Receive | StoneCo, Ltd., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 304,280 | May 2023 | GSI | — | (4,568) | (4,568) |
Receive | Suncor Energy, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,153,588 | May 2023 | GSI | — | 79,965 | 79,965 |
Receive | Svenska Handelsbanken AB, A Shares | 1-Month SEK STIBOR + 0.20% | Monthly | SEK | 5,402,836 | May 2023 | GSI | — | 51,947 | 51,947 |
Receive | Syneos Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,846,181 | May 2023 | GSI | — | (9,237) | (9,237) |
Receive | TCR2 Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 49,286 | May 2023 | GSI | — | (327) | (327) |
Receive | Tecan Group AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 10,076 | May 2023 | GSI | — | (290) | (290) |
Receive | Teleflex, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 47,505 | May 2023 | GSI | — | (1,035) | (1,035) |
Receive | Teleflex, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 208,157 | May 2023 | GSI | — | (4,537) | (4,537) |
Receive | Teleflex, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 439,202 | May 2023 | GSI | — | (9,574) | (9,574) |
Receive | Teleflex, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 287,619 | May 2023 | GSI | — | (6,269) | (6,269) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 71 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | The Boston Beer Company, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,362,627 | May 2023 | GSI | — | $(93,933) | $(93,933) |
Receive | The Boston Beer Company, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 727,693 | May 2023 | GSI | — | (50,164) | (50,164) |
Receive | Theravance Biopharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 19,960 | May 2023 | GSI | — | (2,117) | (2,117) |
Receive | Theravance Biopharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 284,059 | May 2023 | GSI | — | (30,126) | (30,126) |
Receive | Theravance Biopharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 413,735 | May 2023 | GSI | — | (43,879) | (43,879) |
Receive | Thor Industries, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 32,439 | May 2023 | GSI | — | 1,398 | 1,398 |
Receive | Thor Industries, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 627,208 | May 2023 | GSI | — | 27,030 | 27,030 |
Receive | TriCo Bancshares | 1-Month USD LIBOR + 0.20% | Monthly | USD | 996,350 | May 2023 | GSI | — | 40,476 | 40,476 |
Receive | TriCo Bancshares | 1-Month USD LIBOR + 0.20% | Monthly | USD | 476,985 | May 2023 | GSI | — | 19,376 | 19,376 |
Receive | TriCo Bancshares | 1-Month USD LIBOR + 0.20% | Monthly | USD | 464,489 | May 2023 | GSI | — | 18,869 | 18,869 |
Receive | TriNet Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 3,476,634 | May 2023 | GSI | — | (163,997) | (163,997) |
Receive | TriNet Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 19,494 | May 2023 | GSI | — | (920) | (920) |
Receive | Turning Point Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 76,977 | May 2023 | GSI | — | 5,040 | 5,040 |
Receive | Turning Point Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 51,366 | May 2023 | GSI | — | 3,363 | 3,363 |
Receive | UCB SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 47,432 | May 2023 | GSI | — | (2,499) | (2,499) |
Receive | UCB SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 55,542 | May 2023 | GSI | — | (2,926) | (2,926) |
Receive | UCB SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 81,510 | May 2023 | GSI | — | (4,295) | (4,295) |
Receive | UCB SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 160,481 | May 2023 | GSI | — | (8,455) | (8,455) |
Receive | UCB SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 589,087 | May 2023 | GSI | — | (31,037) | (31,037) |
Receive | UCB SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 34,816 | May 2023 | GSI | — | (1,834) | (1,834) |
72 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 218,488 | May 2023 | GSI | — | $1,234 | $1,234 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,473,505 | May 2023 | GSI | — | 8,321 | 8,321 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 684,807 | May 2023 | GSI | — | 3,867 | 3,867 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 536,505 | May 2023 | GSI | — | 3,030 | 3,030 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 329,120 | May 2023 | GSI | — | 1,859 | 1,859 |
Receive | UroGen Pharma, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 37,066 | May 2023 | GSI | — | 1,443 | 1,443 |
Receive | UroGen Pharma, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 28,080 | May 2023 | GSI | — | 1,093 | 1,093 |
Receive | UroGen Pharma, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 14,976 | May 2023 | GSI | — | 583 | 583 |
Receive | UroGen Pharma, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 50,544 | May 2023 | GSI | — | 1,967 | 1,967 |
Receive | UroGen Pharma, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 19,338 | May 2023 | GSI | — | 753 | 753 |
Receive | UroGen Pharma, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 45,621 | May 2023 | GSI | — | 1,775 | 1,775 |
Receive | UroGen Pharma, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 34,950 | May 2023 | GSI | — | 1,360 | 1,360 |
Receive | Venus MedTech Hangzhou, Inc., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 1,110,673 | May 2023 | GSI | — | (5,125) | (5,125) |
Receive | Venus MedTech Hangzhou, Inc., H Shares | 1-Month HKD HIBOR + 0.20% | Monthly | HKD | 425,566 | May 2023 | GSI | — | (1,075) | (1,075) |
Receive | Veracyte, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 54,520 | May 2023 | GSI | — | 4,479 | 4,479 |
Receive | Veracyte, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 102,881 | May 2023 | GSI | — | 8,452 | 8,452 |
Receive | Vertex Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 46,454 | May 2023 | GSI | — | (417) | (417) |
Receive | Vertex Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 121,088 | May 2023 | GSI | — | (1,087) | (1,087) |
Receive | Vertex Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 352,256 | May 2023 | GSI | — | (3,163) | (3,163) |
Receive | Vertex Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 44,032 | May 2023 | GSI | — | (395) | (395) |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 941,219 | May 2023 | GSI | — | 13,569 | 13,569 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 73 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 47,406 | May 2023 | GSI | — | $683 | $683 |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 367,080 | May 2023 | GSI | — | 5,292 | 5,292 |
Receive | Western Alliance Bancorp | 1-Month USD LIBOR + 0.20% | Monthly | USD | 820,815 | May 2023 | GSI | — | 68,959 | 68,959 |
Receive | Western Alliance Bancorp | 1-Month USD LIBOR + 0.20% | Monthly | USD | 321,290 | May 2023 | GSI | — | 26,993 | 26,993 |
Receive | Western Alliance Bancorp | 1-Month USD LIBOR + 0.20% | Monthly | USD | 615,733 | May 2023 | GSI | — | 51,729 | 51,729 |
Receive | Western Alliance Bancorp | 1-Month USD LIBOR + 0.20% | Monthly | USD | 663,320 | May 2023 | GSI | — | 55,727 | 55,727 |
Receive | Western Alliance Bancorp | 1-Month USD LIBOR + 0.20% | Monthly | USD | 890,598 | May 2023 | GSI | — | 74,822 | 74,822 |
Receive | Worldline SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 963,303 | May 2023 | GSI | — | 106,595 | 106,595 |
Receive | Worldline SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 1,852,978 | May 2023 | GSI | — | 205,042 | 205,042 |
Receive | Zai Lab, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 72,068 | May 2023 | GSI | — | 7,375 | 7,375 |
Receive | Zhejiang HangKe Technology, Inc. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 19,721 | May 2023 | GSI | — | 1,473 | 1,473 |
Receive | Zhejiang HangKe Technology, Inc. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 10,379 | May 2023 | GSI | — | 775 | 775 |
Receive | Zhejiang HangKe Technology, Inc. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 3,114 | May 2023 | GSI | — | 233 | 233 |
Receive | Zions Bancorp NA | 1-Month USD LIBOR + 0.20% | Monthly | USD | 479,578 | May 2023 | GSI | — | 31,568 | 31,568 |
Receive | Abbott Laboratories | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,103,791 | May 2023 | JPM | — | 5,942 | 5,942 |
Receive | Accton Technology Corp. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 493,808 | May 2023 | JPM | — | 86,603 | 86,603 |
Receive | Accton Technology Corp. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 377,618 | May 2023 | JPM | — | 66,225 | 66,225 |
Receive | Adobe, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 350,033 | May 2023 | JPM | — | 11,832 | 11,832 |
Receive | Advanced Micro Devices, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 409,593 | May 2023 | JPM | — | 871 | 871 |
Receive | Advanced Micro Devices, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 798,665 | May 2023 | JPM | — | 1,698 | 1,698 |
Receive | Advanced Micro Devices, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 563,170 | May 2023 | JPM | — | 1,197 | 1,197 |
Receive | AerCap Holdings NV | 1-Month USD LIBOR + 0.20% | Monthly | USD | 205,261 | May 2023 | JPM | — | (2,633) | (2,633) |
74 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Agilent Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,711,710 | May 2023 | JPM | — | $50,128 | $50,128 |
Receive | Agios Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 179,294 | May 2023 | JPM | — | 3,126 | 3,126 |
Receive | Agios Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 854,526 | May 2023 | JPM | — | 14,899 | 14,899 |
Receive | Agios Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 22,371 | May 2023 | JPM | — | 391 | 391 |
Receive | Agios Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 137,075 | May 2023 | JPM | — | 2,397 | 2,397 |
Receive | Agios Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 139,542 | May 2023 | JPM | — | 2,440 | 2,440 |
Receive | AIA Group, Ltd. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 362,571 | May 2023 | JPM | — | 2,763 | 2,763 |
Receive | Akeso, Inc. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 1,249,560 | May 2023 | JPM | — | (493) | (493) |
Receive | Akeso, Inc. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 1,781,050 | May 2023 | JPM | — | (703) | (703) |
Receive | Akeso, Inc. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 11,280,590 | May 2023 | JPM | — | (4,452) | (4,452) |
Receive | Akeso, Inc. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 327,128 | May 2023 | JPM | — | (129) | (129) |
Receive | ALD SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 721 | May 2023 | JPM | — | (1) | (1) |
Receive | ALD SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 53,461 | May 2023 | JPM | — | (98) | (98) |
Receive | ALD SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 215,089 | May 2023 | JPM | — | (395) | (395) |
Receive | Alfa Laval AB | 1-Month SEK STIBOR + 0.20% | Monthly | SEK | 17,445,504 | May 2023 | JPM | — | 154,656 | 154,656 |
Receive | Alfa Laval AB | 1-Month SEK STIBOR + 0.20% | Monthly | SEK | 5,607,561 | May 2023 | JPM | — | 49,712 | 49,712 |
Receive | Alibaba Group Holding, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 339,302 | May 2023 | JPM | — | 8,439 | 8,439 |
Receive | Alibaba Group Holding, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 460,983 | May 2023 | JPM | — | 16,781 | 16,781 |
Receive | Align Technology, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 581,364 | May 2023 | JPM | — | 50,372 | 50,372 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 75 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Align Technology, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,256,426 | May 2023 | JPM | — | $108,864 | $108,864 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,004,827 | May 2023 | JPM | — | (14,291) | (14,291) |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 156,915 | May 2023 | JPM | — | (2,243) | (2,243) |
Receive | Alphabet, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 3,430,512 | May 2023 | JPM | — | 207,286 | 207,286 |
Receive | Alphabet, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 854,300 | May 2023 | JPM | — | 51,621 | 51,621 |
Receive | Alphabet, Inc., Class C | 1-Month USD LIBOR + 0.20% | Monthly | USD | 3,794,563 | May 2023 | JPM | — | 313,903 | 313,903 |
Receive | Amazon.com, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 5,866,195 | May 2023 | JPM | — | 436,355 | 436,355 |
Receive | Amazon.com, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 300,086 | May 2023 | JPM | — | 22,322 | 22,322 |
Receive | American Express Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 515,738 | May 2023 | JPM | — | 27,153 | 27,153 |
Receive | Angang Steel Company, Ltd., Class A | 1-Month USD LIBOR + 0.70% | Monthly | USD | 21,280 | May 2023 | JPM | — | 3,843 | 3,843 |
Receive | Angang Steel Company, Ltd., Class A | 1-Month USD LIBOR + 0.70% | Monthly | USD | 11,978 | May 2023 | JPM | — | 2,163 | 2,163 |
Receive | Angang Steel Company, Ltd., Class A | 1-Month USD LIBOR + 0.70% | Monthly | USD | 11,532 | May 2023 | JPM | — | 2,083 | 2,083 |
Receive | Angang Steel Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 321,821 | May 2023 | JPM | — | 8,220 | 8,220 |
Receive | Angang Steel Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 2,817,356 | May 2023 | JPM | — | 71,961 | 71,961 |
Receive | Angang Steel Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 1,905,680 | May 2023 | JPM | — | 48,675 | 48,675 |
Receive | Anthem, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,011,871 | May 2023 | JPM | — | 138,625 | 138,625 |
Receive | Apellis Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 156,130 | May 2023 | JPM | — | 28,074 | 28,074 |
Receive | Arch Capital Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,846,015 | May 2023 | JPM | — | 3,811 | 3,811 |
Receive | Arena Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 44,009 | May 2023 | JPM | — | 40 | 40 |
76 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Ares Management Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 333,848 | May 2023 | JPM | — | $(37,389) | $(37,389) |
Receive | Ares Management Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 925,503 | May 2023 | JPM | — | (103,652) | (103,652) |
Receive | Artisan Partners Asset Management, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 439,470 | May 2023 | JPM | — | (28,280) | (28,280) |
Receive | ASML Holding NV, NYRS | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,171,261 | May 2023 | JPM | — | 25,347 | 25,347 |
Receive | ASML Holding NV, NYRS | 1-Month USD LIBOR + 0.20% | Monthly | USD | 993,400 | May 2023 | JPM | — | 11,597 | 11,597 |
Receive | ASML Holding NV, NYRS | 1-Month USD LIBOR + 0.20% | Monthly | USD | 340,100 | May 2023 | JPM | — | 3,970 | 3,970 |
Receive | Assured Guaranty, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 168,721 | May 2023 | JPM | — | 28,739 | 28,739 |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 9,052,254 | May 2023 | JPM | — | (2,778) | (2,778) |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 31,741,335 | May 2023 | JPM | — | (9,740) | (9,740) |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 49,625,811 | May 2023 | JPM | — | (15,226) | (15,226) |
Receive | Astellas Pharma, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 4,300,938 | May 2023 | JPM | — | (1,320) | (1,320) |
Receive | Atlassian Corp. PLC, Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,260,971 | May 2023 | JPM | — | 166,431 | 166,431 |
Receive | AXA SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 224,253 | May 2023 | JPM | — | 3,718 | 3,718 |
Receive | AXA SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 948,411 | May 2023 | JPM | — | 5,430 | 5,430 |
Receive | Bank of America Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,105,618 | May 2023 | JPM | — | 60,719 | 60,719 |
Receive | Baoshan Iron & Steel Company, Ltd., Class A | 1-Month USD LIBOR + 0.70% | Monthly | USD | 19,319 | May 2023 | JPM | — | 1,208 | 1,208 |
Receive | Baxter International, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 4,349 | May 2023 | JPM | — | 20 | 20 |
Receive | Baxter International, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 608,046 | May 2023 | JPM | — | 2,797 | 2,797 |
Receive | Becton, Dickinson and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,542,106 | May 2023 | JPM | — | 23,086 | 23,086 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 77 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Becton, Dickinson and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 850,217 | May 2023 | JPM | — | $12,728 | $12,728 |
Receive | Becton, Dickinson and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 251,707 | May 2023 | JPM | — | 3,768 | 3,768 |
Receive | Becton, Dickinson and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 713,457 | May 2023 | JPM | — | 10,681 | 10,681 |
Receive | Beigene, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 205,539 | May 2023 | JPM | — | 7,757 | 7,757 |
Receive | BioAtla, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,438,974 | May 2023 | JPM | — | (33,744) | (33,744) |
Receive | Biogen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,095,403 | May 2023 | JPM | — | (41,816) | (41,816) |
Receive | Biogen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,047,608 | May 2023 | JPM | — | (39,991) | (39,991) |
Receive | Biogen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 83,364 | May 2023 | JPM | — | (3,182) | (3,182) |
Receive | Biogen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 166,728 | May 2023 | JPM | — | (6,364) | (6,364) |
Receive | Biohaven Pharmaceutical Holding Company, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 286,330 | May 2023 | JPM | — | 38,043 | 38,043 |
Receive | Biohaven Pharmaceutical Holding Company, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 729,080 | May 2023 | JPM | — | 96,868 | 96,868 |
Receive | Biohaven Pharmaceutical Holding Company, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 27,838 | May 2023 | JPM | — | 3,699 | 3,699 |
Receive | Boston Scientific Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 400,941 | May 2023 | JPM | — | 46,748 | 46,748 |
Receive | Boston Scientific Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 173,338 | May 2023 | JPM | — | 20,211 | 20,211 |
Receive | Boston Scientific Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 831,864 | May 2023 | JPM | — | 96,993 | 96,993 |
Receive | Brenntag SE | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 1,363,603 | May 2023 | JPM | — | 15,994 | 15,994 |
Receive | Brenntag SE | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 155,718 | May 2023 | JPM | — | 1,826 | 1,826 |
Receive | Cardlytics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 520,833 | May 2023 | JPM | — | 158,354 | 158,354 |
Receive | Cardlytics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 413,102 | May 2023 | JPM | — | 55,050 | 55,050 |
78 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Ceridian HCM Holding, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 144,072 | May 2023 | JPM | — | $12,357 | $12,357 |
Receive | Ceridian HCM Holding, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,200,687 | May 2023 | JPM | — | 102,983 | 102,983 |
Receive | Charles Schwab Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,128,905 | May 2023 | JPM | — | 37,038 | 37,038 |
Receive | Charles Schwab Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 534,364 | May 2023 | JPM | — | 17,532 | 17,532 |
Receive | Cognizant Technology Solutions Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 689,392 | May 2023 | JPM | — | 458 | 458 |
Receive | Cognizant Technology Solutions Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 412,013 | May 2023 | JPM | — | 274 | 274 |
Receive | Commerzbank AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 468,650 | May 2023 | JPM | — | 248 | 248 |
Receive | ConvaTec Group PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 28,400 | May 2023 | JPM | — | 5,290 | 5,290 |
Receive | Covestro AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 801,250 | May 2023 | JPM | — | (41,006) | (41,006) |
Receive | Covestro AG | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 699,644 | May 2023 | JPM | — | (35,806) | (35,806) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 11,844,267 | May 2023 | JPM | — | (12,369) | (12,369) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 19,487,565 | May 2023 | JPM | — | (20,351) | (20,351) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 34,119,834 | May 2023 | JPM | — | (35,632) | (35,632) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 34,119,834 | May 2023 | JPM | — | (35,632) | (35,632) |
Receive | Daiichi Sankyo Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 12,644,000 | May 2023 | JPM | — | (13,204) | (13,204) |
Receive | DexCom, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 337,235 | May 2023 | JPM | — | 16,363 | 16,363 |
Receive | DexCom, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 695,454 | May 2023 | JPM | — | 33,744 | 33,744 |
Receive | DISH Network Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 917,166 | May 2023 | JPM | — | 99,343 | 99,343 |
Receive | DSV Panalpina A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | 2,474,216 | May 2023 | JPM | — | 40,912 | 40,912 |
Receive | Edwards Lifesciences Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 423,041 | May 2023 | JPM | — | 48,167 | 48,167 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 79 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 10,783,715 | May 2023 | JPM | — | $(5,342) | $(5,342) |
Receive | Electronic Arts, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 291,148 | May 2023 | JPM | — | 1,050 | 1,050 |
Receive | Electronic Arts, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 321,720 | May 2023 | JPM | — | 1,161 | 1,161 |
Receive | Electronic Arts, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 536,578 | May 2023 | JPM | — | 1,936 | 1,936 |
Receive | Eli Lilly and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,289,053 | May 2023 | JPM | — | (15,049) | (15,049) |
Receive | Eli Lilly and Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,022,697 | May 2023 | JPM | — | (23,611) | (23,611) |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 36,958 | May 2023 | JPM | — | 1,944 | 1,944 |
Receive | Encompass Health Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 261,453 | May 2023 | JPM | — | 13,751 | 13,751 |
Receive | ENEOS Holdings, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 4,011,930 | May 2023 | JPM | — | (974) | (974) |
Receive | Energy Transfer LP | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,027,714 | May 2023 | JPM | — | 60,137 | 60,137 |
Receive | Engie SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 8,022 | May 2023 | JPM | — | 171 | 171 |
Receive | Engie SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 14,269 | May 2023 | JPM | — | 305 | 305 |
Receive | Facebook, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,268,384 | May 2023 | JPM | — | 66,130 | 66,130 |
Receive | Facebook, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 451,009 | May 2023 | JPM | — | 23,516 | 23,516 |
Receive | Facebook, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 402,201 | May 2023 | JPM | — | 20,971 | 20,971 |
Receive | Fair Isaac Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 412,499 | May 2023 | JPM | — | 18,621 | 18,621 |
Receive | Fair Isaac Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 174,078 | May 2023 | JPM | — | 7,858 | 7,858 |
Receive | Fidelity National Information Services, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 386,939 | May 2023 | JPM | — | 18,012 | 18,012 |
Receive | Fidelity National Information Services, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 350,130 | May 2023 | JPM | — | 16,299 | 16,299 |
Receive | Fidelity National Information Services, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 492,110 | May 2023 | JPM | — | 22,909 | 22,909 |
Receive | Fidelity National Information Services, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 322,376 | May 2023 | JPM | — | 15,007 | 15,007 |
80 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Fidelity National Information Services, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 141,980 | May 2023 | JPM | — | $6,609 | $6,609 |
Receive | Fidelity National Information Services, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 335,669 | May 2023 | JPM | — | 15,626 | 15,626 |
Receive | Fidelity National Information Services, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 271,836 | May 2023 | JPM | — | 12,654 | 12,654 |
Receive | FleetCor Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 188,237 | May 2023 | JPM | — | 4,497 | 4,497 |
Receive | FleetCor Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 190,765 | May 2023 | JPM | — | 4,557 | 4,557 |
Receive | FleetCor Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 264,655 | May 2023 | JPM | — | 6,323 | 6,323 |
Receive | Galapagos NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 4,891 | May 2023 | JPM | — | (185) | (185) |
Receive | Galapagos NV | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 205,355 | May 2023 | JPM | — | (7,775) | (7,775) |
Receive | Genmab A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | 698,140 | May 2023 | JPM | — | 10,074 | 10,074 |
Receive | Genmab A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | 281,340 | May 2023 | JPM | — | 4,060 | 4,060 |
Receive | Genmab A/S | 1-Month DKK CIBOR + 0.20% | Monthly | DKK | 3,396,979 | May 2023 | JPM | — | 5,334 | 5,334 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 394,001 | May 2023 | JPM | — | 8,778 | 8,778 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 716,423 | May 2023 | JPM | — | 15,961 | 15,961 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 190,808 | May 2023 | JPM | — | 4,251 | 4,251 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 191,018 | May 2023 | JPM | — | 4,256 | 4,256 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 502,525 | May 2023 | JPM | — | 11,196 | 11,196 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 525,615 | May 2023 | JPM | — | 11,710 | 11,710 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 371,961 | May 2023 | JPM | — | 8,286 | 8,286 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,076,209 | May 2023 | JPM | — | 23,978 | 23,978 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 120,488 | May 2023 | JPM | — | 2,685 | 2,685 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 412,263 | May 2023 | JPM | — | 9,185 | 9,185 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 81 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 471,541 | May 2023 | JPM | — | $3,577 | $3,577 |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 121,331 | May 2023 | JPM | — | (725) | (725) |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 324,685 | May 2023 | JPM | — | (5,994) | (5,994) |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 844,640 | May 2023 | JPM | — | (2,003) | (2,003) |
Receive | GoDaddy, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,319,665 | May 2023 | JPM | — | 79,691 | 79,691 |
Receive | GoDaddy, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 5,317,844 | May 2023 | JPM | — | 260,764 | 260,764 |
Receive | GoDaddy, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 624,237 | May 2023 | JPM | — | 13,440 | 13,440 |
Receive | HCA Healthcare, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,089,084 | May 2023 | JPM | — | 75,430 | 75,430 |
Receive | Health Catalyst, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 835,774 | May 2023 | JPM | — | 162,017 | 162,017 |
Receive | Health Catalyst, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 57,315 | May 2023 | JPM | — | 11,111 | 11,111 |
Receive | Health Catalyst, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 108,181 | May 2023 | JPM | — | 20,971 | 20,971 |
Receive | Health Catalyst, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 10,959 | May 2023 | JPM | — | 2,124 | 2,124 |
Receive | Hologic, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 447,573 | May 2023 | JPM | — | (53,120) | (53,120) |
Receive | Hologic, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 89,455 | May 2023 | JPM | — | (10,617) | (10,617) |
Receive | Hologic, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 358,118 | May 2023 | JPM | — | (42,503) | (42,503) |
Receive | Hope Education Group Company, Ltd. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 43,672 | May 2023 | JPM | — | 129 | 129 |
Receive | HubSpot, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 607,395 | May 2023 | JPM | — | 65,282 | 65,282 |
Receive | Humana, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,391,725 | May 2023 | JPM | — | 189,506 | 189,506 |
Receive | Humana, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 671,369 | May 2023 | JPM | — | 53,145 | 53,145 |
Receive | Hutchison China MediTech, Ltd., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 18,058 | May 2023 | JPM | — | 241 | 241 |
Receive | IDEXX Laboratories, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,081,865 | May 2023 | JPM | — | 126,786 | 126,786 |
Receive | IDEXX Laboratories, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 195,050 | May 2023 | JPM | — | 22,859 | 22,859 |
82 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | IHS Markit, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 241,690 | May 2023 | JPM | — | $16,609 | $16,609 |
Receive | II-VI, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 562,945 | May 2023 | JPM | — | (60,855) | (60,855) |
Receive | II-VI, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 374,494 | May 2023 | JPM | — | (40,483) | (40,483) |
Receive | Incyte Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 874,375 | May 2023 | JPM | — | 22,190 | 22,190 |
Receive | Incyte Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 251,165 | May 2023 | JPM | — | 6,362 | 6,362 |
Receive | Incyte Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 140,526 | May 2023 | JPM | — | 3,566 | 3,566 |
Receive | Ingersoll Rand, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 877,076 | May 2023 | JPM | — | (12,088) | (12,088) |
Receive | Insulet Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,544,480 | May 2023 | JPM | — | 149,470 | 149,470 |
Receive | Intact Financial Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 4,030 | May 2023 | JPM | — | 176 | 176 |
Receive | Intact Financial Corp. | 1-Month CAD CDOR + 0.20% | Monthly | CAD | 10,492,105 | May 2023 | JPM | — | 458,007 | 458,007 |
Receive | Integra LifeSciences Holdings Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 923,348 | May 2023 | JPM | — | 77,949 | 77,949 |
Receive | International Bancshares Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 174,396 | May 2023 | JPM | — | 2,238 | 2,238 |
Receive | International Bancshares Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 174,302 | May 2023 | JPM | — | 2,237 | 2,237 |
Receive | International Bancshares Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 217,293 | May 2023 | JPM | — | 2,788 | 2,788 |
Receive | Intuitive Surgical, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 641,849 | May 2023 | JPM | — | 82,887 | 82,887 |
Receive | Israel Discount Bank, Ltd., Class A | Fixed 0.90% | Monthly | ILS | 1,189,530 | May 2023 | JPM | — | 18,943 | 18,943 |
Receive | Israel Discount Bank, Ltd., Class A | Fixed 0.90% | Monthly | ILS | 599,222 | May 2023 | JPM | — | 9,543 | 9,543 |
Receive | Israel Discount Bank, Ltd., Class A | Fixed 0.90% | Monthly | ILS | 289,951 | May 2023 | JPM | — | 4,617 | 4,617 |
Receive | Israel Discount Bank, Ltd., Class A | Fixed 0.90% | Monthly | ILS | 426,438 | May 2023 | JPM | — | 6,791 | 6,791 |
Receive | j2 Global, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 464,620 | May 2023 | JPM | — | 3,191 | 3,191 |
Receive | j2 Global, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 9,131 | May 2023 | JPM | — | 63 | 63 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 83 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | j2 Global, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 262,528 | May 2023 | JPM | — | $1,803 | $1,803 |
Receive | j2 Global, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 181,667 | May 2023 | JPM | — | 1,248 | 1,248 |
Receive | Karuna Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 25,235 | May 2023 | JPM | — | (2,262) | (2,262) |
Receive | KB Financial Group, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 9,407 | May 2023 | JPM | — | 179 | 179 |
Receive | Laboratory Corp. of America Holdings | 1-Month USD LIBOR + 0.20% | Monthly | USD | 601,102 | May 2023 | JPM | — | 31,279 | 31,279 |
Receive | Laboratory Corp. of America Holdings | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,938,737 | May 2023 | JPM | — | 100,881 | 100,881 |
Receive | Laboratory Corp. of America Holdings | 1-Month USD LIBOR + 0.20% | Monthly | USD | 35,374 | May 2023 | JPM | — | 1,841 | 1,841 |
Receive | Laboratory Corp. of America Holdings | 1-Month USD LIBOR + 0.20% | Monthly | USD | 899,000 | May 2023 | JPM | — | 46,780 | 46,780 |
Receive | Leidos Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 258,093 | May 2023 | JPM | — | 3,459 | 3,459 |
Receive | Leidos Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 113,010 | May 2023 | JPM | — | 1,515 | 1,515 |
Receive | Lennar Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 391,316 | May 2023 | JPM | — | (3,518) | (3,518) |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 74,052 | May 2023 | JPM | — | 1,438 | 1,438 |
Receive | Madrigal Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 293,679 | May 2023 | JPM | — | 39,841 | 39,841 |
Receive | Madrigal Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 171,223 | May 2023 | JPM | — | 23,229 | 23,229 |
Receive | Mastercard, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 588,944 | May 2023 | JPM | — | 22,553 | 22,553 |
Receive | Mastercard, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,525,259 | May 2023 | JPM | — | 18,395 | 18,395 |
Receive | Mastercard, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 653,497 | May 2023 | JPM | — | (6,738) | (6,738) |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 505,967 | May 2023 | JPM | — | 40,190 | 40,190 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 144,294 | May 2023 | JPM | — | 11,461 | 11,461 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 427,693 | May 2023 | JPM | — | 33,972 | 33,972 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 300,264 | May 2023 | JPM | — | 23,851 | 23,851 |
84 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | MediaTek, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 1,710,402 | May 2023 | JPM | — | $367,655 | $367,655 |
Receive | MediaTek, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 558,499 | May 2023 | JPM | — | 120,051 | 120,051 |
Receive | Medical Properties Trust, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,615,611 | May 2023 | JPM | — | 35,156 | 35,156 |
Receive | Micron Technology, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 644,250 | May 2023 | JPM | — | (52,910) | (52,910) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 670,594 | May 2023 | JPM | — | (42,004) | (42,004) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 24,096 | May 2023 | JPM | — | (1,509) | (1,509) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 3,587 | May 2023 | JPM | — | (225) | (225) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 20,060 | May 2023 | JPM | — | (1,257) | (1,257) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 21,547 | May 2023 | JPM | — | (1,350) | (1,350) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 2,572 | May 2023 | JPM | — | (161) | (161) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 39,152 | May 2023 | JPM | — | (2,452) | (2,452) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 141,647 | May 2023 | JPM | — | (8,872) | (8,872) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 95,769 | May 2023 | JPM | — | (5,999) | (5,999) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 95,344 | May 2023 | JPM | — | (5,972) | (5,972) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 62,304 | May 2023 | JPM | — | (3,903) | (3,903) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 45,430 | May 2023 | JPM | — | (2,846) | (2,846) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 88,972 | May 2023 | JPM | — | (5,573) | (5,573) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.20% | Monthly | CHF | 103,156 | May 2023 | JPM | — | (6,461) | (6,461) |
Receive | Molina Healthcare, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 237,904 | May 2023 | JPM | — | 18,405 | 18,405 |
Receive | MongoDB, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 214,304 | May 2023 | JPM | — | 5,772 | 5,772 |
Receive | Multiplan Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 476,407 | May 2023 | JPM | — | 107,604 | 107,604 |
Receive | Multiplan Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 214,439 | May 2023 | JPM | — | 48,434 | 48,434 |
Receive | Multiplan Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 64,333 | May 2023 | JPM | — | 14,531 | 14,531 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 85 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Multiplan Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 42,881 | May 2023 | JPM | — | $9,685 | $9,685 |
Receive | NeoGenomics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 152,812 | May 2023 | JPM | — | (1,023) | (1,023) |
Receive | NeoGenomics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 566,276 | May 2023 | JPM | — | (3,793) | (3,793) |
Receive | NeoGenomics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 291,619 | May 2023 | JPM | — | (1,953) | (1,953) |
Receive | NeoGenomics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 14,152 | May 2023 | JPM | — | (95) | (95) |
Receive | Netflix, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 365,493 | May 2023 | JPM | — | (18,463) | (18,463) |
Receive | Novavax, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 390,924 | May 2023 | JPM | — | 131,425 | 131,425 |
Receive | Novavax, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 205,834 | May 2023 | JPM | — | 69,199 | 69,199 |
Receive | NuVasive, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 158,369 | May 2023 | JPM | — | 14,935 | 14,935 |
Receive | Ono Pharmaceutical Company, Ltd. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 6,589,737 | May 2023 | JPM | — | (1,603) | (1,603) |
Receive | Oyster Point Pharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 34,134 | May 2023 | JPM | — | (544) | (544) |
Receive | Oyster Point Pharma, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 53,058 | May 2023 | JPM | — | (846) | (846) |
Receive | PayPal Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 3,016,507 | May 2023 | JPM | — | 134,816 | 134,816 |
Receive | Perficient, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 386,387 | May 2023 | JPM | — | 26,548 | 26,548 |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,437,776 | May 2023 | JPM | — | 93,733 | 93,733 |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,428,452 | May 2023 | JPM | — | 92,949 | 92,949 |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 391,135 | May 2023 | JPM | — | 25,499 | 25,499 |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 391,062 | May 2023 | JPM | — | 25,495 | 25,495 |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 815,756 | May 2023 | JPM | — | 53,182 | 53,182 |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 666,972 | May 2023 | JPM | — | 43,432 | 43,432 |
Receive | Pfizer, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 290,240 | May 2023 | JPM | — | 18,900 | 18,900 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 728,781 | May 2023 | JPM | — | 28,419 | 28,419 |
Receive | Quest Diagnostics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 831,010 | May 2023 | JPM | — | 14,963 | 14,963 |
86 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Quest Diagnostics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 10,280 | May 2023 | JPM | — | $185 | $185 |
Receive | Quidel Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 599,308 | May 2023 | JPM | — | (124,419) | (124,419) |
Receive | Quidel Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 7,139 | May 2023 | JPM | — | (1,482) | (1,482) |
Receive | Quidel Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 196,596 | May 2023 | JPM | — | (40,814) | (40,814) |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 36,012 | May 2023 | JPM | — | 2,982 | 2,982 |
Receive | Regeneron Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 489,406 | May 2023 | JPM | — | (3,394) | (3,394) |
Receive | Regeneron Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 219,506 | May 2023 | JPM | — | (1,522) | (1,522) |
Receive | Resona Holdings, Inc. | 1-Month JPY LIBOR + 0.20% | Monthly | JPY | 24,496,833 | May 2023 | JPM | — | (2,716) | (2,716) |
Receive | Revance Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 63,543 | May 2023 | JPM | — | 1,641 | 1,641 |
Receive | REVOLUTION Medicines, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 27,554 | May 2023 | JPM | — | (8,110) | (8,110) |
Receive | REVOLUTION Medicines, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 149,194 | May 2023 | JPM | — | (43,913) | (43,913) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 17,892,935 | May 2023 | JPM | — | (2,915) | (2,915) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 51,328,500 | May 2023 | JPM | — | (8,363) | (8,363) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 65,538,390 | May 2023 | JPM | — | (10,678) | (10,678) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 17,253,580 | May 2023 | JPM | — | (2,811) | (2,811) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 3,592,995 | May 2023 | JPM | — | (585) | (585) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 17,631,790 | May 2023 | JPM | — | (2,873) | (2,873) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 61,107,930 | May 2023 | JPM | — | (9,957) | (9,957) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 32,246,905 | May 2023 | JPM | — | (5,254) | (5,254) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 6,249,470 | May 2023 | JPM | — | (1,018) | (1,018) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 6,888,825 | May 2023 | JPM | — | (1,122) | (1,122) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 12,769,090 | May 2023 | JPM | — | (2,081) | (2,081) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 87 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 16,353,080 | May 2023 | JPM | — | $(2,664) | $(2,664) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 5,096,830 | May 2023 | JPM | — | (830) | (830) |
Receive | Richter Gedeon Nyrt | Fixed 0.75% | Monthly | HUF | 18,118,060 | May 2023 | JPM | — | (2,952) | (2,952) |
Receive | RingCentral, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 831,458 | May 2023 | JPM | — | 58,879 | 58,879 |
Receive | RingCentral, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,309,592 | May 2023 | JPM | — | 17,025 | 17,025 |
Receive | RingCentral, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 444,030 | May 2023 | JPM | — | 4,026 | 4,026 |
Receive | RingCentral, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 691,208 | May 2023 | JPM | — | (15,353) | (15,353) |
Receive | Royalty Pharma PLC, Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 53,418 | May 2023 | JPM | — | 1,615 | 1,615 |
Receive | Royalty Pharma PLC, Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 84,119 | May 2023 | JPM | — | 2,544 | 2,544 |
Receive | Royalty Pharma PLC, Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 148,553 | May 2023 | JPM | — | 4,492 | 4,492 |
Receive | Safran SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 151,370 | May 2023 | JPM | — | 6,874 | 6,874 |
Receive | Safran SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 710,780 | May 2023 | JPM | — | 32,279 | 32,279 |
Receive | Sarepta Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 32,664 | May 2023 | JPM | — | (2,067) | (2,067) |
Receive | Sarepta Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 48,768 | May 2023 | JPM | — | (3,087) | (3,087) |
Receive | Sempra Energy | 1-Month USD LIBOR + 0.20% | Monthly | USD | 3,015,683 | May 2023 | JPM | — | 108,206 | 108,206 |
Receive | Skyworks Solutions, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 672,883 | May 2023 | JPM | — | (36,373) | (36,373) |
Receive | Skyworks Solutions, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 355,511 | May 2023 | JPM | — | (19,217) | (19,217) |
Receive | Skyworks Solutions, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 541,795 | May 2023 | JPM | — | (29,287) | (29,287) |
Receive | Smith & Nephew PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 320,513 | May 2023 | JPM | — | 68,628 | 68,628 |
Receive | Snap, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,242,853 | May 2023 | JPM | — | 176,834 | 176,834 |
Receive | Snap, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 722,747 | May 2023 | JPM | — | 102,832 | 102,832 |
Receive | Snap, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,072,623 | May 2023 | JPM | — | 152,612 | 152,612 |
88 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Snap, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 318,113 | May 2023 | JPM | — | $45,261 | $45,261 |
Receive | Square, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 597,870 | May 2023 | JPM | — | 38,538 | 38,538 |
Receive | Square, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 227,191 | May 2023 | JPM | — | 14,645 | 14,645 |
Receive | Square, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 314,112 | May 2023 | JPM | — | 20,247 | 20,247 |
Receive | Standard Chartered PLC | 1-Month GBP LIBOR + 0.20% | Monthly | GBP | 81,871 | May 2023 | JPM | — | 6,806 | 6,806 |
Receive | StoneCo, Ltd., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 139,362 | May 2023 | JPM | — | 3,012 | 3,012 |
Receive | StoneCo, Ltd., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 509,116 | May 2023 | JPM | — | 11,000 | 11,000 |
Receive | StoneCo, Ltd., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 515,885 | May 2023 | JPM | — | 11,147 | 11,147 |
Receive | StoneCo, Ltd., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 249,181 | May 2023 | JPM | — | 5,384 | 5,384 |
Receive | StoneCo, Ltd., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 234,505 | May 2023 | JPM | — | 5,067 | 5,067 |
Receive | StoneCo, Ltd., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 323,954 | May 2023 | JPM | — | 7,000 | 7,000 |
Receive | StoneCo, Ltd., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 562,128 | May 2023 | JPM | — | 12,146 | 12,146 |
Receive | Suncor Energy, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,170,124 | May 2023 | JPM | — | 14,695 | 14,695 |
Receive | Syneos Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,046,234 | May 2023 | JPM | — | 114,891 | 114,891 |
Receive | Syneos Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 11,466 | May 2023 | JPM | — | 1,259 | 1,259 |
Receive | Teleflex, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 478,259 | May 2023 | JPM | — | (110) | (110) |
Receive | Teleflex, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,116,641 | May 2023 | JPM | — | (259) | (259) |
Receive | Tencent Holdings, Ltd. | 1-Month HKD HIBOR + 0.30% | Monthly | HKD | 2,747,074 | May 2023 | JPM | — | 3,507 | 3,507 |
Receive | Thermo Fisher Scientific, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,542,426 | May 2023 | JPM | — | 27,526 | 27,526 |
Receive | Thermo Fisher Scientific, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 581,272 | May 2023 | JPM | — | 6,250 | 6,250 |
Receive | Thermo Fisher Scientific, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,010,362 | May 2023 | JPM | — | 10,863 | 10,863 |
Receive | Thor Industries, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 970,781 | May 2023 | JPM | — | 40,767 | 40,767 |
Receive | Tower Semiconductor, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 68,847 | May 2023 | JPM | — | (4,196) | (4,196) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 89 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Tower Semiconductor, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 22,929 | May 2023 | JPM | — | $(1,397) | $(1,397) |
Receive | TransUnion | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,299,142 | May 2023 | JPM | — | 246,633 | 246,633 |
Receive | Turning Point Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 97,326 | May 2023 | JPM | — | (14,865) | (14,865) |
Receive | UMB Financial Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 272,078 | May 2023 | JPM | — | 11,581 | 11,581 |
Receive | UMB Financial Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 266,774 | May 2023 | JPM | — | 11,355 | 11,355 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,523,887 | May 2023 | JPM | — | 194,607 | 194,607 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 966,170 | May 2023 | JPM | — | 74,451 | 74,451 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 397,203 | May 2023 | JPM | — | 30,627 | 30,627 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,190,129 | May 2023 | JPM | — | 91,766 | 91,766 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 259,866 | May 2023 | JPM | — | 20,038 | 20,038 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,340,052 | May 2023 | JPM | — | 103,326 | 103,326 |
Receive | UroGen Pharma, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 66,933 | May 2023 | JPM | — | (2,182) | (2,182) |
Receive | UroGen Pharma, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 56,159 | May 2023 | JPM | — | (1,828) | (1,828) |
Receive | Varonis Systems, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 70,754 | May 2023 | JPM | — | (716) | (716) |
Receive | Varonis Systems, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 65,139 | May 2023 | JPM | — | (659) | (659) |
Receive | Varonis Systems, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 37,222 | May 2023 | JPM | — | (377) | (377) |
Receive | Varonis Systems, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 3,690 | May 2023 | JPM | — | (37) | (37) |
Receive | Varonis Systems, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 96,585 | May 2023 | JPM | — | (977) | (977) |
Receive | Varonis Systems, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 383,873 | May 2023 | JPM | — | (5,767) | (5,767) |
Receive | Vertex Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 468,321 | May 2023 | JPM | — | 6,167 | 6,167 |
Receive | Vertex Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 258,384 | May 2023 | JPM | — | 3,390 | 3,390 |
Receive | Vertex Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,023,847 | May 2023 | JPM | — | 13,433 | 13,433 |
90 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Vertex Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 251,278 | May 2023 | JPM | — | $3,309 | $3,309 |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 18,799 | May 2023 | JPM | — | (1,007) | (1,007) |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 69,084 | May 2023 | JPM | — | (3,702) | (3,702) |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 39,200 | May 2023 | JPM | — | (2,101) | (2,101) |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 32,048 | May 2023 | JPM | — | (1,717) | (1,717) |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 13,952 | May 2023 | JPM | — | (748) | (748) |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 68,634 | May 2023 | JPM | — | (3,678) | (3,678) |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 18,785 | May 2023 | JPM | — | (1,007) | (1,007) |
Receive | Western Alliance Bancorp | 1-Month USD LIBOR + 0.20% | Monthly | USD | 750,212 | May 2023 | JPM | — | 96,391 | 96,391 |
Receive | WEX, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,444,116 | May 2023 | JPM | — | (113,634) | (113,634) |
Receive | WEX, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 629,803 | May 2023 | JPM | — | (29,284) | (29,284) |
Receive | Workday, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 422,790 | May 2023 | JPM | — | (13,351) | (13,351) |
Receive | Workday, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 326,400 | May 2023 | JPM | — | (10,308) | (10,308) |
Receive | Workday, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 616,335 | May 2023 | JPM | — | (19,463) | (19,463) |
Receive | Worldline SA | 1-Month EUR EURIBOR + 0.20% | Monthly | EUR | 118,211 | May 2023 | JPM | — | 19,615 | 19,615 |
Receive | XP, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 122,140 | May 2023 | JPM | — | 1,822 | 1,822 |
Receive | Zealand Pharma A/S, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 17,658 | May 2023 | JPM | — | 1,544 | 1,544 |
Receive | Zealand Pharma A/S, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 8,647 | May 2023 | JPM | — | 756 | 756 |
Receive | Zscaler, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,077,068 | May 2023 | JPM | — | 76,323 | 76,323 |
Receive | Abbott Laboratories | 1-Month USD LIBOR + 0.50% | Monthly | USD | 1,779,778 | May 2023 | MSI | — | (49,330) | (49,330) |
Receive | Abbott Laboratories | 1-Month USD LIBOR + 0.20% | Monthly | USD | 639,283 | May 2023 | MSI | — | (17,654) | (17,654) |
Receive | Abbott Laboratories | 1-Month USD LIBOR + 0.20% | Monthly | USD | 58,004 | May 2023 | MSI | — | (1,602) | (1,602) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 91 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Adobe, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 655,632 | May 2023 | MSI | — | $(18,750) | $(18,750) |
Receive | Advanced Micro Devices, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 319,090 | May 2023 | MSI | — | (5,376) | (5,376) |
Receive | AerCap Holdings NV | 1-Month USD LIBOR + 0.50% | Monthly | USD | 1,969,684 | May 2023 | MSI | — | (100,843) | (100,843) |
Receive | Akero Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 38,143 | May 2023 | MSI | — | 4,418 | 4,418 |
Receive | Akero Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 57,436 | May 2023 | MSI | — | 6,653 | 6,653 |
Receive | ALD SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 138,768 | May 2023 | MSI | — | (2,016) | (2,016) |
Receive | ALD SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 118,485 | May 2023 | MSI | — | (1,721) | (1,721) |
Receive | Align Technology, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 186,719 | May 2023 | MSI | — | (3,315) | (3,315) |
Receive | Align Technology, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 638,966 | May 2023 | MSI | — | (11,344) | (11,344) |
Receive | Aligos Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 79,990 | May 2023 | MSI | — | 12,259 | 12,259 |
Receive | Aligos Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 120,955 | May 2023 | MSI | — | 18,538 | 18,538 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.25% | Monthly | USD | 39,760 | May 2023 | MSI | — | 458 | 458 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.25% | Monthly | USD | 600,566 | May 2023 | MSI | — | 6,914 | 6,914 |
Receive | Alnylam Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 655,910 | May 2023 | MSI | — | 5,098 | 5,098 |
Receive | Alphabet, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,519,691 | May 2023 | MSI | — | 45,229 | 45,229 |
Receive | Alphabet, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,755,072 | May 2023 | MSI | — | 52,231 | 52,231 |
Receive | Alphabet, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 596,450 | May 2023 | MSI | — | 17,752 | 17,752 |
Receive | Alphabet, Inc., Class C | 1-Month USD LIBOR + 0.20% | Monthly | USD | 463,925 | May 2023 | MSI | — | 22,871 | 22,871 |
Receive | Amicus Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 126,408 | May 2023 | MSI | — | (6,009) | (6,009) |
Receive | Anthem, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 41,359 | May 2023 | MSI | — | 744 | 744 |
Receive | Anthem, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 869,276 | May 2023 | MSI | — | 15,750 | 15,750 |
92 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Anthem, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 39,868 | May 2023 | MSI | — | $722 | $722 |
Receive | Apollo Strategic Growth Capital II | 1-Month USD LIBOR + 0.20% | Monthly | USD | 209,721 | May 2023 | MSI | — | (2,678) | (2,678) |
Receive | Arch Capital Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 485,413 | May 2023 | MSI | — | (7,276) | (7,276) |
Receive | Arena Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 37,259 | May 2023 | MSI | — | 342 | 342 |
Receive | Arena Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 17,065 | May 2023 | MSI | — | 157 | 157 |
Receive | Arena Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.25% | Monthly | USD | 65,882 | May 2023 | MSI | — | 611 | 611 |
Receive | Artisan Partners Asset Management, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 368,290 | May 2023 | MSI | — | (37,349) | (37,349) |
Receive | ASM Pacific Technology, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 65,910 | May 2023 | MSI | — | 1,371 | 1,371 |
Receive | ASML Holding NV, NYRS | 1-Month USD LIBOR + 0.20% | Monthly | USD | 370,486 | May 2023 | MSI | — | 3,429 | 3,429 |
Receive | Assured Guaranty, Ltd. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 1,780,817 | May 2023 | MSI | — | 218,700 | 218,700 |
Receive | AstraZeneca PLC | 1-Month GBP LIBOR + 0.50% | Monthly | GBP | 466,200 | May 2023 | MSI | — | 27,270 | 27,270 |
Receive | AstraZeneca PLC | 1-Month GBP LIBOR + 0.50% | Monthly | GBP | 101,158 | May 2023 | MSI | — | 5,917 | 5,917 |
Receive | AstraZeneca PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 251,600 | May 2023 | MSI | — | 14,750 | 14,750 |
Receive | Atlassian Corp. PLC, Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 296,521 | May 2023 | MSI | — | (1,978) | (1,978) |
Receive | Atreca, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 365,315 | May 2023 | MSI | — | (8,992) | (8,992) |
Receive | Atreca, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 61,200 | May 2023 | MSI | — | (1,506) | (1,506) |
Receive | AXA SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 235,739 | May 2023 | MSI | — | 1,392 | 1,392 |
Receive | AXA SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 103,027 | May 2023 | MSI | — | 608 | 608 |
Receive | Baidu, Inc., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 21,023 | May 2023 | MSI | — | 8 | 8 |
Receive | Baidu, Inc., ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 23,336 | May 2023 | MSI | — | 9 | 9 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 93 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Banc of California, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 538,234 | May 2023 | MSI | — | $(11,010) | $(11,010) |
Receive | Banca Generali SpA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 456,286 | May 2023 | MSI | — | 15,967 | 15,967 |
Receive | Baoshan Iron & Steel Company, Ltd., Class A | 1-Month USD LIBOR + 0.70% | Monthly | USD | 964,305 | May 2023 | MSI | — | 53,815 | 53,815 |
Receive | BAWAG Group AG | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 641,860 | May 2023 | MSI | — | 30,710 | 30,710 |
Receive | BAWAG Group AG | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 204,863 | May 2023 | MSI | — | 9,799 | 9,799 |
Receive | BAWAG Group AG | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 68,849 | May 2023 | MSI | — | 3,294 | 3,294 |
Receive | BAWAG Group AG | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 315,981 | May 2023 | MSI | — | 15,118 | 15,118 |
Receive | BAWAG Group AG | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 356,608 | May 2023 | MSI | — | 17,062 | 17,062 |
Receive | Baxter International, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 21,107 | May 2023 | MSI | — | (29) | (29) |
Receive | Beazley PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 212,756 | May 2023 | MSI | — | (207) | (207) |
Receive | Beazley PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 633,221 | May 2023 | MSI | — | (618) | (618) |
Receive | BioNTech SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 632,536 | May 2023 | MSI | — | 213,716 | 213,716 |
Receive | BioNTech SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 84,995 | May 2023 | MSI | — | 28,717 | 28,717 |
Receive | BioNTech SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 303,533 | May 2023 | MSI | — | 102,555 | 102,555 |
Receive | BioNTech SE, ADR | 1-Month USD LIBOR + 0.20% | Monthly | USD | 163,235 | May 2023 | MSI | — | 55,153 | 55,153 |
Receive | Bio-Techne Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 13,286 | May 2023 | MSI | — | 393 | 393 |
Receive | Black Diamond Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 2,648 | May 2023 | MSI | — | 149 | 149 |
Receive | Black Diamond Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 31,021 | May 2023 | MSI | — | 1,743 | 1,743 |
Receive | Black Diamond Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 47,691 | May 2023 | MSI | — | 2,680 | 2,680 |
Receive | Bloomberry Resorts Corp. | 1-Month USD LIBOR + 0.75% | Monthly | USD | 18,927 | May 2023 | MSI | — | (1,302) | (1,302) |
94 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Blueprint Medicines Corp. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 620,413 | May 2023 | MSI | — | $2,266 | $2,266 |
Receive | Blueprint Medicines Corp. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 671,650 | May 2023 | MSI | — | 2,439 | 2,439 |
Receive | Blueprint Medicines Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 35,981 | May 2023 | MSI | — | 135 | 135 |
Receive | Blueprint Medicines Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 28,785 | May 2023 | MSI | — | 108 | 108 |
Receive | Blueprint Medicines Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 149,586 | May 2023 | MSI | — | 561 | 561 |
Receive | BNP Paribas SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 746,683 | May 2023 | MSI | — | (15,113) | (15,113) |
Receive | Booking Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,250,670 | May 2023 | MSI | — | 16,763 | 16,763 |
Receive | Boston Scientific Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 57,858 | May 2023 | MSI | — | 3,874 | 3,874 |
Receive | Celldex Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 846,252 | May 2023 | MSI | — | 243,085 | 243,085 |
Receive | Celldex Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 82,719 | May 2023 | MSI | — | 23,761 | 23,761 |
Receive | Cellnex Telecom SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 313,537 | May 2023 | MSI | — | 14,911 | 14,911 |
Receive | Cellnex Telecom SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 82,355 | May 2023 | MSI | — | 3,917 | 3,917 |
Receive | Cellnex Telecom SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 155,786 | May 2023 | MSI | — | 8,270 | 8,270 |
Receive | Chegg, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 90,036 | May 2023 | MSI | — | (1,432) | (1,432) |
Receive | Chegg, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 135,192 | May 2023 | MSI | — | (2,150) | (2,150) |
Receive | Chegg, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 135,192 | May 2023 | MSI | — | (2,150) | (2,150) |
Receive | Chegg, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 135,192 | May 2023 | MSI | — | (2,150) | (2,150) |
Receive | Chegg, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 54,150 | May 2023 | MSI | — | (861) | (861) |
Receive | Chegg, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 81,042 | May 2023 | MSI | — | (1,289) | (1,289) |
Receive | Chegg, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 270,200 | May 2023 | MSI | — | (4,297) | (4,297) |
Receive | Chegg, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 516,997 | May 2023 | MSI | — | (8,221) | (8,221) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 95 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Cognizant Technology Solutions Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 869,014 | May 2023 | MSI | — | $6,773 | $6,773 |
Receive | Cognizant Technology Solutions Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 536,214 | May 2023 | MSI | — | 4,178 | 4,178 |
Receive | Cognizant Technology Solutions Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 169,751 | May 2023 | MSI | — | 1,323 | 1,323 |
Receive | Cognizant Technology Solutions Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 136,885 | May 2023 | MSI | — | 1,067 | 1,067 |
Receive | Cognizant Technology Solutions Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 25,925 | May 2023 | MSI | — | 202 | 202 |
Receive | Commerzbank AG | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 959,833 | May 2023 | MSI | — | 32,464 | 32,464 |
Receive | Constellation Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 40,618 | May 2023 | MSI | — | (2,917) | (2,917) |
Receive | Constellation Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 61,858 | May 2023 | MSI | — | (4,442) | (4,442) |
Receive | Contemporary Amperex Technology Company, Ltd., Class A | 1-Month USD LIBOR + 0.70% | Monthly | USD | 511,267 | May 2023 | MSI | — | 82,411 | 82,411 |
Receive | CoStar Group, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 67,589 | May 2023 | MSI | — | (4,375) | (4,375) |
Receive | CoStar Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 115,997 | May 2023 | MSI | — | (7,496) | (7,496) |
Receive | CoStar Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 116,910 | May 2023 | MSI | — | (7,555) | (7,555) |
Receive | Cytokinetics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 352,085 | May 2023 | MSI | — | 8,032 | 8,032 |
Receive | Cytokinetics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 89,532 | May 2023 | MSI | — | 2,043 | 2,043 |
Receive | DexCom, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 839,728 | May 2023 | MSI | — | (28,234) | (28,234) |
Receive | DISH Network Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 264,239 | May 2023 | MSI | — | 49,666 | 49,666 |
96 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | DISH Network Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 699,863 | May 2023 | MSI | — | $131,545 | $131,545 |
Receive | DISH Network Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 535,152 | May 2023 | MSI | — | 100,587 | 100,587 |
Receive | DSV Panalpina A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 659,190 | May 2023 | MSI | — | 7,391 | 7,391 |
Receive | DSV Panalpina A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 4,128,000 | May 2023 | MSI | — | 46,282 | 46,282 |
Receive | DSV Panalpina A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 4,188,630 | May 2023 | MSI | — | 46,962 | 46,962 |
Receive | DSV Panalpina A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 4,187,340 | May 2023 | MSI | — | 46,946 | 46,946 |
Receive | Dyne Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 34,271 | May 2023 | MSI | — | 4,200 | 4,200 |
Receive | Edwards Lifesciences Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 30,448 | May 2023 | MSI | — | 2,599 | 2,599 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 19,342,848 | May 2023 | MSI | — | 303 | 303 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 5,864,740 | May 2023 | MSI | — | 92 | 92 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 1,489,572 | May 2023 | MSI | — | 23 | 23 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 5,058,788 | May 2023 | MSI | — | 79 | 79 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 3,749,116 | May 2023 | MSI | — | 59 | 59 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 2,223,564 | May 2023 | MSI | — | 35 | 35 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 3,000,732 | May 2023 | MSI | — | 47 | 47 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 3,504,452 | May 2023 | MSI | — | 55 | 55 |
Receive | Eisai Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 3,000,732 | May 2023 | MSI | — | 47 | 47 |
Receive | Electronic Arts, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 523,252 | May 2023 | MSI | — | (2,584) | (2,584) |
Receive | Electronic Arts, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 395,901 | May 2023 | MSI | — | (1,483) | (1,483) |
Receive | Fair Isaac Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 550,023 | May 2023 | MSI | — | (9,899) | (9,899) |
Receive | Fair Isaac Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 590,903 | May 2023 | MSI | — | (10,635) | (10,635) |
Receive | Fair Isaac Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 556,394 | May 2023 | MSI | — | (10,014) | (10,014) |
Receive | FleetCor Technologies, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 2,142,288 | May 2023 | MSI | — | (26,319) | (26,319) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 97 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | FleetCor Technologies, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 240,847 | May 2023 | MSI | — | $(2,957) | $(2,957) |
Receive | FleetCor Technologies, Inc. | 1-Month USD LIBOR + 0.25% | Monthly | USD | 863,206 | May 2023 | MSI | — | (10,455) | (10,455) |
Receive | FleetCor Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 89,116 | May 2023 | MSI | — | (1,083) | (1,083) |
Receive | FleetCor Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 306,665 | May 2023 | MSI | — | (3,728) | (3,728) |
Receive | FleetCor Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,236,563 | May 2023 | MSI | — | (15,032) | (15,032) |
Receive | Forma Therapeutics Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 33,203 | May 2023 | MSI | — | (1,621) | (1,621) |
Receive | Forma Therapeutics Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 50,937 | May 2023 | MSI | — | (2,486) | (2,486) |
Receive | Fortive Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 148,753 | May 2023 | MSI | — | (2,879) | (2,879) |
Receive | Fortive Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 490,811 | May 2023 | MSI | — | (9,500) | (9,500) |
Receive | Ganfeng Lithium Company, Ltd., Class A | 1-Month USD LIBOR + 0.70% | Monthly | USD | 16,520 | May 2023 | MSI | — | 2,087 | 2,087 |
Receive | Generation Bio Company | 1-Month USD LIBOR + 0.20% | Monthly | USD | 56,774 | May 2023 | MSI | — | 18,437 | 18,437 |
Receive | Genus PLC | 1-Month GBP LIBOR + 0.50% | Monthly | GBP | 1,019,652 | May 2023 | MSI | — | (41,954) | (41,954) |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 212,634 | May 2023 | MSI | — | (2,963) | (2,963) |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 993,744 | May 2023 | MSI | — | (13,847) | (13,847) |
Receive | Global Payments, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 507,101 | May 2023 | MSI | — | (7,067) | (7,067) |
Receive | GoDaddy, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 74,836 | May 2023 | MSI | — | (699) | (699) |
Receive | GoDaddy, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 118,213 | May 2023 | MSI | — | (1,105) | (1,105) |
Receive | GoDaddy, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 76,326 | May 2023 | MSI | — | (713) | (713) |
Receive | GoDaddy, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 76,326 | May 2023 | MSI | — | (713) | (713) |
Receive | Grifols SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 285,138 | May 2023 | MSI | — | (9,589) | (9,589) |
Receive | Grifols SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 565,556 | May 2023 | MSI | — | (13,720) | (13,720) |
98 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP LIBOR + 0.50% | Monthly | GBP | 12,401 | May 2023 | MSI | — | $398 | $398 |
Receive | Hikma Pharmaceuticals PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 669,520 | May 2023 | MSI | — | 21,583 | 21,583 |
Receive | Humana, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 43,394 | May 2023 | MSI | — | 1,195 | 1,195 |
Receive | Hutchison China MediTech, Ltd., ADR | 1-Month USD LIBOR + 0.50% | Monthly | USD | 16,277 | May 2023 | MSI | — | (608) | (608) |
Receive | Hutchison China MediTech, Ltd., ADR | 1-Month USD LIBOR + 0.75% | Monthly | USD | 7,433 | May 2023 | MSI | — | (278) | (278) |
Receive | Hutchison China MediTech, Ltd., ADR | 1-Month USD LIBOR + 0.25% | Monthly | USD | 28,499 | May 2023 | MSI | — | (1,061) | (1,061) |
Receive | Hypera SA | 1-Month USD LIBOR + 0.55% | Monthly | USD | 229,021 | May 2023 | MSI | — | 8,701 | 8,701 |
Receive | Hypera SA | 1-Month USD LIBOR + 0.55% | Monthly | USD | 106,487 | May 2023 | MSI | — | 4,046 | 4,046 |
Receive | Hypera SA | 1-Month USD LIBOR + 0.55% | Monthly | USD | 183,895 | May 2023 | MSI | — | 6,987 | 6,987 |
Receive | Hypera SA | 1-Month USD LIBOR + 0.55% | Monthly | USD | 482,120 | May 2023 | MSI | — | 18,317 | 18,317 |
Receive | Hypera SA | 1-Month USD LIBOR + 0.55% | Monthly | USD | 232,136 | May 2023 | MSI | — | 8,820 | 8,820 |
Receive | Illumina, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 4,471,805 | May 2023 | MSI | — | (101,920) | (101,920) |
Receive | Ingersoll Rand, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 439,323 | May 2023 | MSI | — | 577 | 577 |
Receive | Inhibrx, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 386,976 | May 2023 | MSI | — | 6,416 | 6,416 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 635,360 | May 2023 | MSI | — | 14,465 | 14,465 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 672,667 | May 2023 | MSI | — | 15,314 | 15,314 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 86,840 | May 2023 | MSI | — | 1,977 | 1,977 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 227,852 | May 2023 | MSI | — | 5,188 | 5,188 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 195,290 | May 2023 | MSI | — | 4,446 | 4,446 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 238,699 | May 2023 | MSI | — | 5,435 | 5,435 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 10,847 | May 2023 | MSI | — | 247 | 247 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 99 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 1,649,177 | May 2023 | MSI | — | $37,551 | $37,551 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 1,182,627 | May 2023 | MSI | — | 26,928 | 26,928 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 161,891 | May 2023 | MSI | — | 3,686 | 3,686 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 431,731 | May 2023 | MSI | — | 9,829 | 9,829 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 2,449,020 | May 2023 | MSI | — | 55,756 | 55,756 |
Receive | InnoCare Pharma, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 181,537 | May 2023 | MSI | — | 4,133 | 4,133 |
Receive | Intuit, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 325,697 | May 2023 | MSI | — | (3,786) | (3,786) |
Receive | j2 Global, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 790,106 | May 2023 | MSI | — | (44,223) | (44,223) |
Receive | j2 Global, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 436,897 | May 2023 | MSI | — | (24,454) | (24,454) |
Receive | j2 Global, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 122,393 | May 2023 | MSI | — | (6,850) | (6,850) |
Receive | j2 Global, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 293,230 | May 2023 | MSI | — | (16,412) | (16,412) |
Receive | Johnson & Johnson | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,742,958 | May 2023 | MSI | — | 25,250 | 25,250 |
Receive | JPMorgan Chase & Co. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 58,585 | May 2023 | MSI | — | 972 | 972 |
Receive | Kasikornbank PCL, NVDR | 1-Month USD LIBOR + 0.70% | Monthly | USD | 223,107 | May 2023 | MSI | — | (13,415) | (13,415) |
Receive | Kodiak Sciences, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 149,960 | May 2023 | MSI | — | 6,633 | 6,633 |
Receive | Kodiak Sciences, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 223,783 | May 2023 | MSI | — | 9,898 | 9,898 |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 12,630 | May 2023 | MSI | — | (1,094) | (1,094) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 126,300 | May 2023 | MSI | — | (10,942) | (10,942) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 114,579 | May 2023 | MSI | — | (9,927) | (9,927) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 62,241 | May 2023 | MSI | — | (5,392) | (5,392) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 101,040 | May 2023 | MSI | — | (8,754) | (8,754) |
100 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 151,560 | May 2023 | MSI | — | $(13,131) | $(13,131) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 202,080 | May 2023 | MSI | — | (17,507) | (17,507) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 50,520 | May 2023 | MSI | — | (4,377) | (4,377) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 101,040 | May 2023 | MSI | — | (8,754) | (8,754) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 353,640 | May 2023 | MSI | — | (30,638) | (30,638) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 67,141 | May 2023 | MSI | — | (5,816) | (5,816) |
Receive | Koninklijke Philips NV | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 35,263 | May 2023 | MSI | — | (3,055) | (3,055) |
Receive | Kymera Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 22,789 | May 2023 | MSI | — | 4,129 | 4,129 |
Receive | Kymera Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 34,820 | May 2023 | MSI | — | 6,308 | 6,308 |
Receive | Laboratory Corp. of America Holdings | 1-Month USD LIBOR + 0.20% | Monthly | USD | 538,795 | May 2023 | MSI | — | 13,361 | 13,361 |
Receive | Laboratory Corp. of America Holdings | 1-Month USD LIBOR + 0.20% | Monthly | USD | 641,262 | May 2023 | MSI | — | 15,902 | 15,902 |
Receive | Lazard Growth Acquisition Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 206,302 | May 2023 | MSI | — | (433) | (433) |
Receive | Leidos Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 71,492 | May 2023 | MSI | — | 106 | 106 |
Receive | Leidos Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 702,177 | May 2023 | MSI | — | 1,038 | 1,038 |
Receive | Leidos Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 359,886 | May 2023 | MSI | — | 532 | 532 |
Receive | Leidos Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 305,180 | May 2023 | MSI | — | 451 | 451 |
Receive | Lennar Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 150,057 | May 2023 | MSI | — | 1,341 | 1,341 |
Receive | Lennar Corp., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 654,160 | May 2023 | MSI | — | 5,844 | 5,844 |
Receive | LHC Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 143,003 | May 2023 | MSI | — | 5,062 | 5,062 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 101 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | LHC Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 525,754 | May 2023 | MSI | — | $18,609 | $18,609 |
Receive | LHC Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 604,195 | May 2023 | MSI | — | 21,385 | 21,385 |
Receive | LHC Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 257,648 | May 2023 | MSI | — | 9,119 | 9,119 |
Receive | LHC Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 17,901 | May 2023 | MSI | — | 634 | 634 |
Receive | LHC Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 247,189 | May 2023 | MSI | — | 8,749 | 8,749 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 367,891 | May 2023 | MSI | — | 4,443 | 4,443 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 434,559 | May 2023 | MSI | — | 5,248 | 5,248 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 450,205 | May 2023 | MSI | — | 5,437 | 5,437 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 347,645 | May 2023 | MSI | — | 4,198 | 4,198 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 434,563 | May 2023 | MSI | — | 5,248 | 5,248 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 695,298 | May 2023 | MSI | — | 8,397 | 8,397 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 151,672 | May 2023 | MSI | — | 1,832 | 1,832 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 191,205 | May 2023 | MSI | — | 2,309 | 2,309 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 13,907 | May 2023 | MSI | — | 168 | 168 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 66,052 | May 2023 | MSI | — | 798 | 798 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 149,489 | May 2023 | MSI | — | 1,805 | 1,805 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 448,470 | May 2023 | MSI | — | 5,416 | 5,416 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 146,268 | May 2023 | MSI | — | 1,767 | 1,767 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 160,680 | May 2023 | MSI | — | 1,940 | 1,940 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 934,466 | May 2023 | MSI | — | 11,285 | 11,285 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 81,196 | May 2023 | MSI | — | 981 | 981 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 367,680 | May 2023 | MSI | — | 4,440 | 4,440 |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 181,542 | May 2023 | MSI | — | 2,192 | 2,192 |
102 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Lifetech Scientific Corp. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 181,542 | May 2023 | MSI | — | $2,192 | $2,192 |
Receive | Madrigal Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 437,576 | May 2023 | MSI | — | 32,604 | 32,604 |
Receive | Madrigal Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 75,230 | May 2023 | MSI | — | 5,605 | 5,605 |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 403,850 | May 2023 | MSI | — | (29,101) | (29,101) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 282,290 | May 2023 | MSI | — | (20,342) | (20,342) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 63,463 | May 2023 | MSI | — | (4,573) | (4,573) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 70,487 | May 2023 | MSI | — | (5,079) | (5,079) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 148,145 | May 2023 | MSI | — | (10,675) | (10,675) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 267,900 | May 2023 | MSI | — | (19,305) | (19,305) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 431,557 | May 2023 | MSI | — | (31,098) | (31,098) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 371,899 | May 2023 | MSI | — | (26,799) | (26,799) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 109,170 | May 2023 | MSI | — | (7,867) | (7,867) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 159,120 | May 2023 | MSI | — | (11,466) | (11,466) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 152,242 | May 2023 | MSI | — | (10,970) | (10,970) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 223,803 | May 2023 | MSI | — | (16,127) | (16,127) |
Receive | Marvell Technology Group, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 447,654 | May 2023 | MSI | — | (32,258) | (32,258) |
Receive | Mastercard, Inc., Class A | 1-Month USD LIBOR + 0.50% | Monthly | USD | 2,151,590 | May 2023 | MSI | — | (22,650) | (22,650) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 103 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 737,184 | May 2023 | MSI | — | $46,026 | $46,026 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 343,912 | May 2023 | MSI | — | 21,472 | 21,472 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 384,923 | May 2023 | MSI | — | 24,033 | 24,033 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 106,630 | May 2023 | MSI | — | 6,657 | 6,657 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 208,134 | May 2023 | MSI | — | 12,995 | 12,995 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 111,903 | May 2023 | MSI | — | 6,987 | 6,987 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 395,030 | May 2023 | MSI | — | 24,663 | 24,663 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 334,684 | May 2023 | MSI | — | 20,896 | 20,896 |
Receive | Match Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 584,880 | May 2023 | MSI | — | — | — |
Receive | Mersana Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 50,152 | May 2023 | MSI | — | (3,897) | (3,897) |
Receive | Mersana Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 76,230 | May 2023 | MSI | — | (5,923) | (5,923) |
Receive | MGIC Investment Corp. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 1,157,294 | May 2023 | MSI | — | 77,566 | 77,566 |
Receive | MGIC Investment Corp. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 185,640 | May 2023 | MSI | — | 12,438 | 12,438 |
Receive | MGIC Investment Corp. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 208,731 | May 2023 | MSI | — | 14,020 | 14,020 |
Receive | MGIC Investment Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 385,660 | May 2023 | MSI | — | 25,886 | 25,886 |
Receive | MGIC Investment Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 214,243 | May 2023 | MSI | — | 14,380 | 14,380 |
Receive | MGIC Investment Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 85,709 | May 2023 | MSI | — | 5,753 | 5,753 |
Receive | MGIC Investment Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 112,798 | May 2023 | MSI | — | 7,571 | 7,571 |
Receive | Micron Technology, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 828,408 | May 2023 | MSI | — | (38,629) | (38,629) |
Receive | Micron Technology, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 699,502 | May 2023 | MSI | — | (32,619) | (32,619) |
Receive | Molecular Partners AG | 1-Month CHF LIBOR + 0.30% | Monthly | CHF | 158,400 | May 2023 | MSI | — | (13,646) | (13,646) |
Receive | Molina Healthcare, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 78,195 | May 2023 | MSI | — | 1,888 | 1,888 |
Receive | Molina Healthcare, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 1,153,756 | May 2023 | MSI | — | 27,864 | 27,864 |
104 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Molina Healthcare, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 332,704 | May 2023 | MSI | — | $8,074 | $8,074 |
Receive | Molina Healthcare, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 23,907 | May 2023 | MSI | — | 580 | 580 |
Receive | MongoDB, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 622,561 | May 2023 | MSI | — | (43,174) | (43,174) |
Receive | MongoDB, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,181,205 | May 2023 | MSI | — | (81,915) | (81,915) |
Receive | NanoString Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 15,724 | May 2023 | MSI | — | 1,164 | 1,164 |
Receive | NanoString Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 741,700 | May 2023 | MSI | — | 54,923 | 54,923 |
Receive | NanoString Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 15,798 | May 2023 | MSI | — | 1,168 | 1,168 |
Receive | NeoGenomics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 210,396 | May 2023 | MSI | — | (2,358) | (2,358) |
Receive | Netflix, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 433,884 | May 2023 | MSI | — | (28,287) | (28,287) |
Receive | Netflix, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 338,869 | May 2023 | MSI | — | (22,093) | (22,093) |
Receive | Ningbo Joyson Electronic Corp., Class A | 1-Month USD LIBOR + 0.70% | Monthly | USD | 395,371 | May 2023 | MSI | — | (1,584) | (1,584) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 18,298,080 | May 2023 | MSI | — | (9,601) | (9,601) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 18,761,820 | May 2023 | MSI | — | (9,844) | (9,844) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 17,071,920 | May 2023 | MSI | — | (8,958) | (8,958) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 12,198,720 | May 2023 | MSI | — | (6,401) | (6,401) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 18,753,960 | May 2023 | MSI | — | (9,840) | (9,840) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 23,438,520 | May 2023 | MSI | — | (12,298) | (12,298) |
Receive | Nippon Shinyaku Company, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 59,814,600 | May 2023 | MSI | — | (31,385) | (31,385) |
Receive | Nippon Steel Corp. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 113,634,800 | May 2023 | MSI | — | (26,011) | (26,011) |
Receive | Novartis AG | 1-Month CHF LIBOR + 0.50% | Monthly | CHF | 21,340 | May 2023 | MSI | — | (746) | (746) |
Receive | Novartis AG | 1-Month CHF LIBOR + 0.50% | Monthly | CHF | 1,683,480 | May 2023 | MSI | — | (58,829) | (58,829) |
Receive | Novartis AG | 1-Month CHF LIBOR + 0.30% | Monthly | CHF | 1,369,252 | May 2023 | MSI | — | (47,849) | (47,849) |
Receive | Nurix Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 56,092 | May 2023 | MSI | — | 6,926 | 6,926 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 105 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Nurix Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 92,970 | May 2023 | MSI | — | $11,480 | $11,480 |
Receive | NuVasive, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 927,791 | May 2023 | MSI | — | 33,432 | 33,432 |
Receive | NuVasive, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 14,893 | May 2023 | MSI | — | 538 | 538 |
Receive | Ollie's Bargain Outlet Holdings, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 102,757 | May 2023 | MSI | — | (2,009) | (2,009) |
Receive | Owens & Minor, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 13,669 | May 2023 | MSI | — | (606) | (606) |
Receive | PMV Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 59,035 | May 2023 | MSI | — | 1,909 | 1,909 |
Receive | PMV Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 47,045 | May 2023 | MSI | — | 1,522 | 1,522 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 411,483 | May 2023 | MSI | — | 10,046 | 10,046 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 687,610 | May 2023 | MSI | — | 16,788 | 16,788 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 528,936 | May 2023 | MSI | — | 12,914 | 12,914 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 323,122 | May 2023 | MSI | — | 7,889 | 7,889 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 215,198 | May 2023 | MSI | — | 5,254 | 5,254 |
Receive | Popular, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 285,584 | May 2023 | MSI | — | 6,973 | 6,973 |
Receive | Prudential PLC | 1-Month GBP LIBOR + 0.50% | Monthly | GBP | 607,344 | May 2023 | MSI | — | (15,209) | (15,209) |
Receive | Qorvo, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 373,917 | May 2023 | MSI | — | (9,095) | (9,095) |
Receive | Qorvo, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 471,301 | May 2023 | MSI | — | (11,462) | (11,462) |
Receive | Quidel Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 120,185 | May 2023 | MSI | — | (20,228) | (20,228) |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 143,530 | May 2023 | MSI | — | 18,582 | 18,582 |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 164,790 | May 2023 | MSI | — | 21,334 | 21,334 |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 87,902 | May 2023 | MSI | — | 11,380 | 11,380 |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 54,956 | May 2023 | MSI | — | 7,115 | 7,115 |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 122,921 | May 2023 | MSI | — | 15,914 | 15,914 |
106 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 29,452 | May 2023 | MSI | — | $3,813 | $3,813 |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 13,482 | May 2023 | MSI | — | 1,745 | 1,745 |
Receive | Radius Health, Inc. | 1-Month USD LIBOR + 0.25% | Monthly | USD | 50,909 | May 2023 | MSI | — | 6,595 | 6,595 |
Receive | Reata Pharmaceuticals, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 28,121 | May 2023 | MSI | — | 2,803 | 2,803 |
Receive | Reata Pharmaceuticals, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 42,689 | May 2023 | MSI | — | 4,255 | 4,255 |
Receive | Repay Holdings Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 989,303 | May 2023 | MSI | — | (33,567) | (33,567) |
Receive | Repay Holdings Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 357,754 | May 2023 | MSI | — | (12,138) | (12,138) |
Receive | Resona Holdings, Inc. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 99,943,080 | May 2023 | MSI | — | 17,977 | 17,977 |
Receive | Revance Therapeutics, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 53,757 | May 2023 | MSI | — | 1,821 | 1,821 |
Receive | Revance Therapeutics, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 24,640 | May 2023 | MSI | — | 834 | 834 |
Receive | Revance Therapeutics, Inc. | 1-Month USD LIBOR + 0.25% | Monthly | USD | 91,238 | May 2023 | MSI | — | 3,098 | 3,098 |
Receive | REVOLUTION Medicines, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 503,323 | May 2023 | MSI | — | (76,020) | (76,020) |
Receive | Rhythm Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 46,209 | May 2023 | MSI | — | 1,822 | 1,822 |
Receive | Rhythm Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 69,168 | May 2023 | MSI | — | 2,728 | 2,728 |
Receive | RingCentral, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 734,350 | May 2023 | MSI | — | (22,531) | (22,531) |
Receive | RingCentral, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 417,514 | May 2023 | MSI | — | (12,810) | (12,810) |
Receive | RingCentral, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 457,451 | May 2023 | MSI | — | — | — |
Receive | Rocket Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 56,677 | May 2023 | MSI | — | 2,634 | 2,634 |
Receive | Rocket Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 82,432 | May 2023 | MSI | — | 3,831 | 3,831 |
Receive | Rothschild & Company | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 1,088,249 | May 2023 | MSI | — | (96,232) | (96,232) |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 107 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Rothschild & Company | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 445,830 | May 2023 | MSI | — | $(39,424) | $(39,424) |
Receive | Rothschild & Company | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 422,986 | May 2023 | MSI | — | (37,404) | (37,404) |
Receive | Rothschild & Company | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 51,024 | May 2023 | MSI | — | (4,512) | (4,512) |
Receive | Rothschild & Company | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 11,087 | May 2023 | MSI | — | (980) | (980) |
Receive | Rothschild & Company | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 35,560 | May 2023 | MSI | — | (3,145) | (3,145) |
Receive | Rothschild & Company | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 47,669 | May 2023 | MSI | — | (4,215) | (4,215) |
Receive | salesforce.com, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 3,336,094 | May 2023 | MSI | — | (39,052) | (39,052) |
Receive | salesforce.com, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 183,604 | May 2023 | MSI | — | (2,131) | (2,131) |
Receive | Sberbank of Russia PJSC | 1-Month USD LIBOR + 1.50% | Monthly | USD | 1,021,960 | May 2023 | MSI | — | 59,136 | 59,136 |
Receive | Sberbank of Russia PJSC | 1-Month USD LIBOR + 1.50% | Monthly | USD | 211,703 | May 2023 | MSI | — | 12,250 | 12,250 |
Receive | Sberbank of Russia PJSC | 1-Month USD LIBOR + 1.50% | Monthly | USD | 899,568 | May 2023 | MSI | — | 52,054 | 52,054 |
Receive | Seagen, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 311,700 | May 2023 | MSI | — | (12,318) | (12,318) |
Receive | Seagen, Inc. | 1-Month USD LIBOR + 0.25% | Monthly | USD | 782,019 | May 2023 | MSI | — | (30,839) | (30,839) |
Receive | Seagen, Inc. | 1-Month USD LIBOR + 0.25% | Monthly | USD | 781,719 | May 2023 | MSI | — | (30,827) | (30,827) |
Receive | Seagen, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 164,604 | May 2023 | MSI | — | (6,485) | (6,485) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 87,439 | May 2023 | MSI | — | (2,214) | (2,214) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 256,348 | May 2023 | MSI | — | (6,491) | (6,491) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 75,029 | May 2023 | MSI | — | (1,900) | (1,900) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 33,400 | May 2023 | MSI | — | (846) | (846) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 77,737 | May 2023 | MSI | — | (1,969) | (1,969) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 129,820 | May 2023 | MSI | — | (3,288) | (3,288) |
108 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 2,413 | May 2023 | MSI | — | $(61) | $(61) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 90,329 | May 2023 | MSI | — | (2,287) | (2,287) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 22,698 | May 2023 | MSI | — | (575) | (575) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 23,879 | May 2023 | MSI | — | (605) | (605) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 3,453 | May 2023 | MSI | — | (87) | (87) |
Receive | Serco Group PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 7,894 | May 2023 | MSI | — | (200) | (200) |
Receive | ServiceNow, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 210,316 | May 2023 | MSI | — | (19,942) | (19,942) |
Receive | Shinsei Bank, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 36,966,013 | May 2023 | MSI | — | (11,463) | (11,463) |
Receive | Shinsei Bank, Ltd. | 1-Month JPY LIBOR + 0.35% | Monthly | JPY | 2,470,587 | May 2023 | MSI | — | (766) | (766) |
Receive | Skyworks Solutions, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 856,019 | May 2023 | MSI | — | (41,937) | (41,937) |
Receive | Skyworks Solutions, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 377,296 | May 2023 | MSI | — | (18,483) | (18,483) |
Receive | Skyworks Solutions, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 754,593 | May 2023 | MSI | — | (36,967) | (36,967) |
Receive | Skyworks Solutions, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 781,093 | May 2023 | MSI | — | (38,266) | (38,266) |
Receive | Smith & Nephew PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 619,921 | May 2023 | MSI | — | 90,375 | 90,375 |
Receive | Smith & Nephew PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 18,992 | May 2023 | MSI | — | 2,769 | 2,769 |
Receive | Smith & Nephew PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 331,486 | May 2023 | MSI | — | 48,339 | 48,339 |
Receive | Smith & Nephew PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 336,510 | May 2023 | MSI | — | 49,072 | 49,072 |
Receive | Smith & Nephew PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 336,481 | May 2023 | MSI | — | 49,068 | 49,068 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 275,405 | May 2023 | MSI | — | 2,396 | 2,396 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 715,975 | May 2023 | MSI | — | 6,229 | 6,229 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 287,300 | May 2023 | MSI | — | 2,500 | 2,500 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 217,230 | May 2023 | MSI | — | 1,890 | 1,890 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 229,515 | May 2023 | MSI | — | 1,997 | 1,997 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 109 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 360,295 | May 2023 | MSI | — | $3,135 | $3,135 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 101,595 | May 2023 | MSI | — | 884 | 884 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 262,275 | May 2023 | MSI | — | 2,282 | 2,282 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 557,765 | May 2023 | MSI | — | 4,853 | 4,853 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 1,073,670 | May 2023 | MSI | — | 9,341 | 9,341 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 696,865 | May 2023 | MSI | — | 6,063 | 6,063 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 1,057,485 | May 2023 | MSI | — | 9,200 | 9,200 |
Receive | Spar Nord Bank A/S | 1-Month DKK CIBOR + 0.30% | Monthly | DKK | 2,367,820 | May 2023 | MSI | — | 20,606 | 20,606 |
Receive | Spartan Acquisition Corp. III | 1-Month USD LIBOR + 0.20% | Monthly | USD | 72,085 | May 2023 | MSI | — | (362) | (362) |
Receive | Spartan Acquisition Corp. III | 1-Month USD LIBOR + 0.20% | Monthly | USD | 138,298 | May 2023 | MSI | — | (695) | (695) |
Receive | Standard Chartered PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 140,014 | May 2023 | MSI | — | 15,650 | 15,650 |
Receive | Standard Chartered PLC | 1-Month GBP LIBOR + 0.30% | Monthly | GBP | 327,168 | May 2023 | MSI | — | 8,586 | 8,586 |
Receive | Stryker Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 21,319 | May 2023 | MSI | — | 530 | 530 |
Receive | Stryker Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 302,056 | May 2023 | MSI | — | 7,506 | 7,506 |
Receive | Stryker Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 256,593 | May 2023 | MSI | — | 6,377 | 6,377 |
Receive | Syndax Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 46,303 | May 2023 | MSI | — | (11,128) | (11,128) |
Receive | Syndax Pharmaceuticals, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 68,353 | May 2023 | MSI | — | (16,427) | (16,427) |
Receive | Syneos Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 870,854 | May 2023 | MSI | — | (9,632) | (9,632) |
Receive | Syneos Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 258,228 | May 2023 | MSI | — | (2,857) | (2,857) |
Receive | Syneos Health, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 307,471 | May 2023 | MSI | — | (3,401) | (3,401) |
Receive | Teleflex, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 43,555 | May 2023 | MSI | — | (895) | (895) |
Receive | Teleflex, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 35,362 | May 2023 | MSI | — | (722) | (722) |
110 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Tencent Holdings, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 1,116,000 | May 2023 | MSI | — | $668 | $668 |
Receive | Tencent Holdings, Ltd. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 3,534,000 | May 2023 | MSI | — | 2,125 | 2,125 |
Receive | Tishman Speyer Innovation Corp. II | 1-Month USD LIBOR + 0.20% | Monthly | USD | 211,468 | May 2023 | MSI | — | (1,071) | (1,071) |
Receive | Tower Semiconductor, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 32,616 | May 2023 | MSI | — | (1,807) | (1,807) |
Receive | Tower Semiconductor, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 195,484 | May 2023 | MSI | — | (10,832) | (10,832) |
Receive | Tower Semiconductor, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 22,822 | May 2023 | MSI | — | (1,265) | (1,265) |
Receive | Tower Semiconductor, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 34,233 | May 2023 | MSI | — | (1,897) | (1,897) |
Receive | Tower Semiconductor, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 57,025 | May 2023 | MSI | — | (3,160) | (3,160) |
Receive | Tower Semiconductor, Ltd. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 45,644 | May 2023 | MSI | — | (2,529) | (2,529) |
Receive | Turning Point Therapeutics, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 624,949 | May 2023 | MSI | — | (8,237) | (8,237) |
Receive | Uber Technologies, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 592,701 | May 2023 | MSI | — | (58,318) | (58,318) |
Receive | UCB SA | 1-Month EUR EURIBOR + 0.50% | Monthly | EUR | 21,439 | May 2023 | MSI | — | (819) | (819) |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 755,839 | May 2023 | MSI | — | 16,955 | 16,955 |
Receive | UnitedHealth Group, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 80,732 | May 2023 | MSI | — | 1,811 | 1,811 |
Receive | Varonis Systems, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 100,486 | May 2023 | MSI | — | (6,457) | (6,457) |
Receive | Vaxcyte, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 18,399 | May 2023 | MSI | — | (870) | (870) |
Receive | Vaxcyte, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 27,052 | May 2023 | MSI | — | (1,280) | (1,280) |
Receive | Veracyte, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 667,257 | May 2023 | MSI | — | (78,535) | (78,535) |
Receive | Veracyte, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 10,938 | May 2023 | MSI | — | (1,287) | (1,287) |
Receive | VeriSign, Inc. | 1-Month USD LIBOR + 0.50% | Monthly | USD | 2,232,357 | May 2023 | MSI | — | 111,528 | 111,528 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 111 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Receive | Viatris, Inc. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 16,733 | May 2023 | MSI | — | $23 | $23 |
Receive | Visa, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 1,471,499 | May 2023 | MSI | — | 47,183 | 47,183 |
Receive | Western Alliance Bancorp | 1-Month USD LIBOR + 0.20% | Monthly | USD | 237,369 | May 2023 | MSI | — | 30,955 | 30,955 |
Receive | Whiting Petroleum Corp. | 1-Month USD LIBOR + 0.20% | Monthly | USD | 342,583 | May 2023 | MSI | — | 38,167 | 38,167 |
Receive | Workday, Inc., Class A | 1-Month USD LIBOR + 0.20% | Monthly | USD | 886,548 | May 2023 | MSI | — | (45,357) | (45,357) |
Receive | Worldline SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 327,186 | May 2023 | MSI | — | 31,487 | 31,487 |
Receive | Worldline SA | 1-Month EUR EURIBOR + 0.30% | Monthly | EUR | 443,126 | May 2023 | MSI | — | 42,645 | 42,645 |
Receive | Wuxi AppTec Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 894,330 | May 2023 | MSI | — | 19,644 | 19,644 |
Receive | Wuxi AppTec Company, Ltd., H Shares | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 88,178 | May 2023 | MSI | — | 1,937 | 1,937 |
Receive | Wuxi Biologics Cayman, Inc. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 628,800 | May 2023 | MSI | — | 3,615 | 3,615 |
Receive | Wuxi Biologics Cayman, Inc. | 1-Month HKD HIBOR + 0.40% | Monthly | HKD | 111,717 | May 2023 | MSI | — | 643 | 643 |
Receive | Zealand Pharma A/S, ADR | 1-Month USD LIBOR + 0.50% | Monthly | USD | 16,476 | May 2023 | MSI | — | 87 | 87 |
Receive | Zealand Pharma A/S, ADR | 1-Month USD LIBOR + 0.25% | Monthly | USD | 27,963 | May 2023 | MSI | — | 149 | 149 |
— | $11,380,376 | $11,380,376 |
Derivatives Currency Abbreviations | |
AUD | Australian Dollar |
CAD | Canadian Dollar |
CHF | Swiss Franc |
CNY | Chinese Yuan Renminbi |
DKK | Danish Krone |
EUR | Euro |
GBP | Pound Sterling |
HKD | Hong Kong Dollar |
HUF | Hungarian Forint |
112 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
ILS | Israeli New Shekel |
JPY | Japanese Yen |
KRW | Korean Won |
SEK | Swedish Krona |
USD | U.S. Dollar |
Derivatives Abbreviations | |
ADR | American Depositary Receipt |
BNP | BNP Paribas |
CDOR | Canadian Dollar Offered Rate |
CIBOR | Copenhagen Interbank Offered Rate |
CITI | Citibank, N.A. |
DB | Deutsche Bank AG |
EURIBOR | Euro Interbank Offered Rate |
GSI | Goldman Sachs International |
HIBOR | Hong Kong Interbank Offered Rate |
JPM | JPMorgan Chase Bank, N.A. |
LIBOR | London Interbank Offered Rate |
MSI | Morgan Stanley & Co. International PLC |
NVDR | Non-Voting Depositary Receipt |
NYRS | New York Registry Shares |
OTC | Over-the-counter |
SCB | Standard Chartered Bank |
SSB | State Street Bank and Trust Company |
STIBOR | Stockholm Interbank Offered Rate |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 113 |
Assets | |
Unaffiliated investments, at value (Cost $985,974,586) including $4,134,215 of securities loaned | $1,083,422,269 |
Affiliated investments, at value (Cost $4,062,226) | 4,062,161 |
Total investments, at value (Cost $990,036,812) | 1,087,484,430 |
Swap contracts, at value | 24,300,113 |
Unrealized appreciation on forward foreign currency contracts | 572,737 |
Receivable for futures variation margin | 214,480 |
Foreign currency, at value (Cost $1,059,862) | 1,057,864 |
Unrealized appreciation on unfunded commitments | 576,778 |
Dividends and interest receivable | 765,854 |
Receivable for fund shares sold | 3,179,066 |
Receivable for investments sold | 22,695,474 |
Receivable for securities lending income | 20,628 |
Other assets | 89,028 |
Total assets | 1,140,956,452 |
Liabilities | |
Unrealized depreciation on forward foreign currency contracts | 466,854 |
Written options, at value (Premiums received $2,251,682) | 1,074,112 |
Swap contracts, at value | 12,919,737 |
Foreign capital gains tax payable | 41,547 |
Payable for collateral on OTC derivatives | 6,853,000 |
Payable for investments purchased | 22,606,265 |
Payable for fund shares repurchased | 788,541 |
Payable upon return of securities loaned | 4,062,578 |
Payable to affiliates | |
Accounting and legal services fees | 51,541 |
Transfer agent fees | 97,686 |
Trustees' fees | 633 |
Other liabilities and accrued expenses | 275,045 |
Total liabilities | 49,237,539 |
Net assets | $1,091,718,913 |
Net assets consist of | |
Paid-in capital | $932,528,522 |
Total distributable earnings (loss) | 159,190,391 |
Net assets | $1,091,718,913 |
114 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($14,410,120 ÷ 1,125,062 shares)1 | $12.81 |
Class C ($4,985,351 ÷ 406,770 shares)1 | $12.26 |
Class I ($966,684,757 ÷ 73,770,820 shares) | $13.10 |
Class R6 ($50,690,093 ÷ 3,829,659 shares) | $13.24 |
Class NAV ($54,948,592 ÷ 4,149,728 shares) | $13.24 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $13.48 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 115 |
Investment income | |
Dividends | $2,812,157 |
Interest | 101,245 |
Securities lending | 39,054 |
Less foreign taxes withheld | (203,757) |
Total investment income | 2,748,699 |
Expenses | |
Investment management fees | 6,476,540 |
Distribution and service fees | 47,538 |
Accounting and legal services fees | 88,744 |
Transfer agent fees | 464,768 |
Trustees' fees | 7,147 |
Custodian fees | 138,053 |
State registration fees | 43,798 |
Printing and postage | 19,237 |
Professional fees | 63,487 |
Other | 40,907 |
Total expenses | 7,390,219 |
Less expense reductions | (37,067) |
Net expenses | 7,353,152 |
Net investment loss | (4,604,453) |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | 101,891,962 |
Affiliated investments | (595) |
Futures contracts | (336,726) |
Forward foreign currency contracts | (155,734) |
Written options | 1,863,060 |
Swap contracts | (32,546,772) |
70,715,195 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 47,614,907 |
Affiliated investments | (65) |
Futures contracts | (491,618) |
Forward foreign currency contracts | (10,388) |
Written options | 30,187 |
Swap contracts | 3,453,934 |
Unfunded commitments | 576,778 |
51,173,735 | |
Net realized and unrealized gain | 121,888,930 |
Increase in net assets from operations | $117,284,477 |
116 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Six months ended 4-30-21 (unaudited) | Year ended 10-31-20 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment loss | $(4,604,453) | $(4,054,214) |
Net realized gain | 70,715,195 | 28,200,719 |
Change in net unrealized appreciation (depreciation) | 51,173,735 | 18,612,520 |
Increase in net assets resulting from operations | 117,284,477 | 42,759,025 |
Distributions to shareholders | ||
From earnings | ||
Class A | (480,110) | (93,501) |
Class C | (209,990) | (8,454) |
Class I | (23,472,130) | (6,373,467) |
Class R6 | (1,392,785) | (323,613) |
Class NAV | (2,186,187) | (1,626,261) |
Total distributions | (27,741,202) | (8,425,296) |
From fund share transactions | 273,075,150 | (47,332,679) |
Total increase (decrease) | 362,618,425 | (12,998,950) |
Net assets | ||
Beginning of period | 729,100,488 | 742,099,438 |
End of period | $1,091,718,913 | $729,100,488 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 117 |
CLASS A SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $11.60 | $11.02 | $10.73 | $11.82 | $10.45 | $10.81 |
Net investment loss2 | (0.08) | (0.10) | (0.03) | (0.07) | (0.22) | (0.28) |
Net realized and unrealized gain (loss) on investments | 1.74 | 0.78 | 0.67 | (0.11) | 1.60 | (0.03) |
Total from investment operations | 1.66 | 0.68 | 0.64 | (0.18) | 1.38 | (0.31) |
Less distributions | ||||||
From net investment income | — | (0.10) | — | — | — | — |
From net realized gain | (0.45) | — | (0.35) | (0.91) | (0.01) | (0.05) |
Total distributions | (0.45) | (0.10) | (0.35) | (0.91) | (0.01) | (0.05) |
Net asset value, end of period | $12.81 | $11.60 | $11.02 | $10.73 | $11.82 | $10.45 |
Total return (%)3,4 | 14.405 | 6.15 | 6.09 | (1.57) | 13.16 | (2.94) |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $14 | $12 | $11 | $19 | $22 | $22 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.976 | 2.00 | 1.98 | 2.007 | 3.868 | 4.228 |
Expenses including reductions | 1.966 | 1.99 | 1.97 | 1.997 | 3.858 | 4.218 |
Net investment loss | (1.36)6 | (0.87) | (0.25) | (0.61) | (1.99) | (2.71) |
Portfolio turnover (%) | 78 | 221 | 170 | 169 | 485 | 403 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Does not reflect the effect of sales charges, if any. |
5 | Not annualized. |
6 | Annualized. |
7 | Expense ratios have decreased due to a change in the fund's fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
8 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended 10-31-17 and 10-31-16, which were equivalent to a net annual effective rate of 1.84% and 2.16%, respectively, of the fund’s average daily net assets. |
118 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS C SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $11.16 | $10.61 | $10.42 | $11.57 | $10.30 | $10.74 |
Net investment loss2 | (0.12) | (0.17) | (0.10) | (0.15) | (0.29) | (0.35) |
Net realized and unrealized gain (loss) on investments | 1.67 | 0.74 | 0.64 | (0.09) | 1.57 | (0.04) |
Total from investment operations | 1.55 | 0.57 | 0.54 | (0.24) | 1.28 | (0.39) |
Less distributions | ||||||
From net investment income | — | (0.02) | — | — | — | — |
From net realized gain | (0.45) | — | (0.35) | (0.91) | (0.01) | (0.05) |
Total distributions | (0.45) | (0.02) | (0.35) | (0.91) | (0.01) | (0.05) |
Net asset value, end of period | $12.26 | $11.16 | $10.61 | $10.42 | $11.57 | $10.30 |
Total return (%)3,4 | 13.975 | 5.33 | 5.39 | (2.26) | 12.38 | (3.61) |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $5 | $5 | $6 | $10 | $12 | $16 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 2.676 | 2.70 | 2.68 | 2.707 | 4.568 | 4.938 |
Expenses including reductions | 2.666 | 2.69 | 2.67 | 2.697 | 4.558 | 4.928 |
Net investment loss | (2.06)6 | (1.56) | (0.99) | (1.33) | (2.66) | (3.42) |
Portfolio turnover (%) | 78 | 221 | 170 | 169 | 485 | 403 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Does not reflect the effect of sales charges, if any. |
5 | Not annualized. |
6 | Annualized. |
7 | Expense ratios have decreased due to a change in the fund's fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
8 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended 10-31-17 and 10-31-16, which were equivalent to a net annual effective rate of 1.84% and 2.16%, respectively, of the fund’s average daily net assets. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 119 |
CLASS I SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $11.84 | $11.24 | $10.92 | $11.97 | $10.55 | $10.89 |
Net investment loss2 | (0.07) | (0.07) | —3 | (0.04) | (0.19) | (0.25) |
Net realized and unrealized gain (loss) on investments | 1.78 | 0.80 | 0.67 | (0.10) | 1.62 | (0.04) |
Total from investment operations | 1.71 | 0.73 | 0.67 | (0.14) | 1.43 | (0.29) |
Less distributions | ||||||
From net investment income | — | (0.13) | — | — | — | — |
From net realized gain | (0.45) | — | (0.35) | (0.91) | (0.01) | (0.05) |
Total distributions | (0.45) | (0.13) | (0.35) | (0.91) | (0.01) | (0.05) |
Net asset value, end of period | $13.10 | $11.84 | $11.24 | $10.92 | $11.97 | $10.55 |
Total return (%)4 | 14.535 | 6.57 | 6.36 | (1.28) | 13.51 | (2.64) |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $967 | $616 | $565 | $566 | $454 | $422 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.676 | 1.70 | 1.69 | 1.717 | 3.548 | 3.878 |
Expenses including reductions | 1.666 | 1.69 | 1.68 | 1.707 | 3.548 | 3.878 |
Net investment loss | (1.04)6 | (0.58) | —9 | (0.36) | (1.65) | (2.40) |
Portfolio turnover (%) | 78 | 221 | 170 | 169 | 485 | 403 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Less than $0.005 per share. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Expense ratios have decreased due to a change in the fund's fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
8 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended 10-31-17 and 10-31-16, which were equivalent to a net annual effective rate of 1.84% and 2.16%, respectively, of the fund’s average daily net assets. |
9 | Less than 0.005%. |
120 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R6 SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $11.95 | $11.34 | $11.00 | $12.04 | $10.60 | $10.93 |
Net investment income (loss)2 | (0.06) | (0.06) | 0.01 | (0.03) | (0.19) | (0.24) |
Net realized and unrealized gain (loss) on investments | 1.80 | 0.81 | 0.68 | (0.10) | 1.64 | (0.04) |
Total from investment operations | 1.74 | 0.75 | 0.69 | (0.13) | 1.45 | (0.28) |
Less distributions | ||||||
From net investment income | — | (0.14) | — | — | — | — |
From net realized gain | (0.45) | — | (0.35) | (0.91) | (0.01) | (0.05) |
Total distributions | (0.45) | (0.14) | (0.35) | (0.91) | (0.01) | (0.05) |
Net asset value, end of period | $13.24 | $11.95 | $11.34 | $11.00 | $12.04 | $10.60 |
Total return (%)3 | 14.664 | 6.62 | 6.50 | (1.19) | 13.64 | (2.54) |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $51 | $37 | $27 | $30 | $9 | $5 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.575 | 1.59 | 1.58 | 1.606 | 3.457 | 4.047 |
Expenses including reductions | 1.565 | 1.58 | 1.57 | 1.606 | 3.447 | 4.017 |
Net investment income (loss) | (0.94)5 | (0.51) | 0.12 | (0.23) | (1.57) | (2.34) |
Portfolio turnover (%) | 78 | 221 | 170 | 169 | 485 | 403 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Expense ratios have decreased due to a change in the fund's fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
7 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended 10-31-17 and 10-31-16, which were equivalent to a net annual effective rate of 1.84% and 2.16%, respectively, of the fund’s average daily net assets. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 121 |
CLASS NAV SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $11.96 | $11.35 | $11.00 | $12.04 | $10.60 | $10.93 |
Net investment income (loss)2 | (0.06) | (0.04) | 0.01 | (0.03) | (0.17) | (0.24) |
Net realized and unrealized gain (loss) on investments | 1.79 | 0.79 | 0.69 | (0.10) | 1.62 | (0.04) |
Total from investment operations | 1.73 | 0.75 | 0.70 | (0.13) | 1.45 | (0.28) |
Less distributions | ||||||
From net investment income | — | (0.14) | — | — | — | — |
From net realized gain | (0.45) | — | (0.35) | (0.91) | (0.01) | (0.05) |
Total distributions | (0.45) | (0.14) | (0.35) | (0.91) | (0.01) | (0.05) |
Net asset value, end of period | $13.24 | $11.96 | $11.35 | $11.00 | $12.04 | $10.60 |
Total return (%)3 | 14.644 | 6.64 | 6.59 | (1.19) | 13.64 | (2.54) |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $55 | $59 | $134 | $130 | $152 | $185 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.555 | 1.58 | 1.56 | 1.596 | 3.447 | 3.787 |
Expenses including reductions | 1.555 | 1.57 | 1.55 | 1.586 | 3.437 | 3.777 |
Net investment income (loss) | (0.95)5 | (0.35) | 0.13 | (0.23) | (1.54) | (2.30) |
Portfolio turnover (%) | 78 | 221 | 170 | 169 | 485 | 403 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
4 | Not annualized. |
5 | Annualized. |
6 | Expense ratios have decreased due to a change in the fund's fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales). |
7 | Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended 10-31-17 and 10-31-16, which were equivalent to a net annual effective rate of 1.84% and 2.16%, respectively, of the fund’s average daily net assets. |
122 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 123 |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $33,977,165 | $23,850,320 | $10,126,845 | — |
Consumer discretionary | 61,849,450 | 55,925,399 | 5,924,051 | — |
Consumer staples | 3,828,451 | 3,828,451 | — | — |
Energy | 32,243,222 | 26,097,504 | 6,145,718 | — |
Financials | 159,153,376 | 103,020,670 | 56,132,706 | — |
Health care | 166,644,035 | 128,337,493 | 38,306,542 | — |
Industrials | 66,277,568 | 37,236,735 | 29,040,833 | — |
Information technology | 117,313,328 | 95,203,220 | 22,110,108 | — |
Materials | 23,990,361 | 6,530,253 | 17,460,108 | — |
Real estate | 7,893,502 | 6,438,376 | 1,455,126 | — |
Utilities | 15,668,232 | 5,552,288 | 10,115,944 | — |
124 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Warrants | $48,443 | $48,443 | — | — |
Purchased options | 10,545,339 | 3,548,465 | $6,996,874 | — |
Short-term investments | 388,051,958 | 149,474,593 | 238,577,365 | — |
Total investments in securities | $1,087,484,430 | $645,092,210 | $442,392,220 | — |
Unrealized appreciation on unfunded commitments | $576,778 | — | — | $576,778 |
Derivatives: | ||||
Assets | ||||
Forward foreign currency contracts | 572,737 | — | $572,737 | — |
Swap contracts | 24,300,113 | — | 24,300,113 | — |
Liabilities | ||||
Futures | (387,922) | $(124,852) | (263,070) | — |
Forward foreign currency contracts | (466,854) | — | (466,854) | — |
Written options | (1,074,112) | (802,021) | (272,091) | — |
Swap contracts | (12,919,737) | — | (12,919,737) | — |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 125 |
126 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 127 |
128 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 129 |
130 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
Risk | Statement of assets and liabilities location | Financial instruments location | Assets derivatives fair value | Liabilities derivatives fair value |
Interest rate | Receivable/payable for futures variation margin1 | Futures | — | $(93,436) |
Equity | Receivable/payable for futures variation margin1 | Futures | — | (294,486) |
Currency | Unrealized appreciation (depreciation) on forward foreign currency contracts | Forward foreign currency contracts | $572,737 | (466,854) |
Currency | Unaffiliated investments, at value2 | Purchased options | 53,494 | — |
Equity | Unaffiliated investments, at value2 | Purchased options | 10,491,845 | — |
Currency | Written options, at value | Written options | — | (20) |
Equity | Written options, at value | Written options | — | (1,074,092) |
Equity | Swap contracts, at value | Total return swaps | 24,300,113 | (12,919,737) |
$35,418,189 | $(14,848,625) |
1 | Reflects cumulative appreciation/depreciation on futures as disclosed in Fund's investments. Only the period end variation margin is separately disclosed on the Statement of assets and liabilities. |
2 | Purchased options are included in Fund's investments. |
OTC Financial Instruments | Asset | Liability |
Forward foreign currency contracts | $572,737 | $(466,854) |
Purchased options | 6,996,874 | — |
Swap contracts | 24,300,113 | (12,919,737) |
Written options | — | (272,091) |
Totals | $31,869,724 | $(13,658,682) |
Counterparty | Assets | Liabilities | Total Market Value of OTC Derivatives | Collateral Posted by Counterparty1 | Collateral Posted by Fund1 | Net Exposure |
BNP Paribas | — | ($43,552) | ($43,552) | — | — | ($43,552) |
Citibank, N.A. | $122,418 | (73,325) | 49,093 | — | — | 49,093 |
Deutsche Bank AG | 1,098 | (30,219) | (29,121) | — | — | (29,121) |
Goldman Sachs International | 10,838,347 | (6,109,375) | 4,728,972 | $4,728,972 | — | — |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 131 |
Counterparty | Assets | Liabilities | Total Market Value of OTC Derivatives | Collateral Posted by Counterparty1 | Collateral Posted by Fund1 | Net Exposure |
JPMorgan Chase Bank, N.A. | $12,304,016 | $(2,554,480) | $9,749,536 | — | — | $9,749,536 |
Morgan Stanley & Co. International PLC | 8,429,775 | (4,814,509) | 3,615,266 | $1,153,000 | — | 2,462,266 |
Standard Chartered Bank | 111,845 | — | 111,845 | 111,845 | — | — |
State Street Bank and Trust Company | 62,225 | (33,222) | 29,003 | — | — | 29,003 |
Totals | $31,869,724 | ($13,658,682) | $18,211,042 | $5,993,817 | — | $12,217,225 |
1 Reflects collateral posted by the counterparty or posted by the fund, excluding any excess collateral amounts. |
Statement of operations location - Net realized gain (loss) on: | ||||||
Risk | Unaffiliated investments and foreign currency transactions1 | Futures contracts | Forward foreign currency contracts | Written options | Swap contracts | Total |
Currency | $(366,843) | — | $(155,734) | — | — | $(522,577) |
Equity | (4,718,391) | $(336,726) | — | $1,863,060 | $(32,546,772) | (35,738,829) |
Total | $(5,085,234) | $(336,726) | $(155,734) | $1,863,060 | $(32,546,772) | $(36,261,406) |
1 | Realized gain/loss associated with purchased options is included in this caption on the Statement of operations. |
Statement of operations location - Change in net unrealized appreciation (depreciation) of: | ||||||
Risk | Unaffiliated investments and translation of assets and liabilities in foreign currencies1 | Futures contracts | Forward foreign currency contracts | Written options | Swap contracts | Total |
Interest rate | $(20,345) | $(93,436) | — | — | — | $(113,781) |
Currency | 432,342 | — | $(10,388) | $440 | — | 422,394 |
Equity | 567,781 | (398,182) | — | 29,747 | $3,453,934 | 3,653,280 |
Total | $979,778 | $(491,618) | $(10,388) | $30,187 | $3,453,934 | $3,961,893 |
1 | Change in unrealized appreciation/depreciation associated with purchased options is included in this caption on the Statement of operations. |
132 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
Class | Expense reduction |
Class A | $568 |
Class C | 224 |
Class I | 32,051 |
Class | Expense reduction |
Class R6 | $1,841 |
Class NAV | 2,383 |
Total | $37,067 |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 133 |
Class | Rule 12b-1 Fee |
Class A | 0.30% |
Class C | 1.00% |
Class | Distribution and service fees | Transfer agent fees |
Class A | $20,489 | $8,030 |
Class C | 27,049 | 3,179 |
Class I | — | 451,293 |
Class R6 | — | 2,266 |
Total | $47,538 | $464,768 |
134 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 464,290 | $5,710,353 | 529,535 | $6,017,625 |
Distributions reinvested | 34,187 | 417,429 | 7,681 | 87,789 |
Repurchased | (371,576) | (4,610,908) | (549,006) | (6,169,288) |
Net increase (decrease) | 126,901 | $1,516,874 | (11,790) | $(63,874) |
Class C shares | ||||
Sold | 35,562 | $424,398 | 101,451 | $1,129,721 |
Distributions reinvested | 16,418 | 192,414 | 703 | 7,781 |
Repurchased | (130,406) | (1,560,354) | (187,869) | (2,000,730) |
Net decrease | (78,426) | $(943,542) | (85,715) | $(863,228) |
Class I shares | ||||
Sold | 28,359,305 | $357,021,257 | 23,042,439 | $263,374,171 |
Distributions reinvested | 1,587,124 | 19,807,305 | 491,605 | 5,722,284 |
Repurchased | (8,152,676) | (103,126,948) | (21,785,297) | (247,857,080) |
Net increase | 21,793,753 | $273,701,614 | 1,748,747 | $21,239,375 |
Class R6 shares | ||||
Sold | 883,139 | $11,260,423 | 1,144,283 | $13,811,144 |
Distributions reinvested | 104,193 | 1,312,838 | 25,488 | 298,970 |
Repurchased | (281,707) | (3,643,777) | (383,952) | (4,472,152) |
Net increase | 705,625 | $8,929,484 | 785,819 | $9,637,962 |
Class NAV shares | ||||
Sold | 27,641 | $352,122 | 2,060,474 | $24,629,626 |
Distributions reinvested | 173,369 | 2,186,187 | 138,641 | 1,626,261 |
Repurchased | (997,808) | (12,667,589) | (9,037,860) | (103,538,801) |
Net decrease | (796,798) | $(10,129,280) | (6,838,745) | $(77,282,914) |
Total net increase (decrease) | 21,751,055 | $273,075,150 | (4,401,684) | $(47,332,679) |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 135 |
Fund | Affiliated Concentration |
John Hancock Funds II Alternative Asset Allocation Fund | 5.0% |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
John Hancock Collateral Trust* | 406,029 | — | $25,069,497 | $(21,006,676) | $(595) | $(65) | $39,054 | — | $4,062,161 |
* | Refer to the Securities lending note within Note 2 for details regarding this investment. |
136 | JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund | 137 |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining investors’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office performed audit testing of the LRMP which resulted in an assessment that the LRMP’s control environment was deemed to be operating effectively and in compliance with the Board approved procedures. |
138 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND | 139 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
Jennifer N. Berg, CFA
Robert L. Deresiewicz
Ann C. Gallo
Bruce L. Glazer
Jean M. Hynes, CFA3
Keith E. White
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140 | JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT |
GOVERNANCE FUNDS
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MF1640010 | 437SA 4/21 |
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
SEMIANNUAL REPORT | JOHN HANCOCK SMALL CAP CORE FUND | 1 |
2 | JOHN HANCOCK SMALL CAP CORE FUND | SEMIANNUAL REPORT |
TOP 10 HOLDINGS AS OF 4/30/2021 (% of net assets) | |
Cogent Communications Holdings, Inc. | 1.8 |
Groupon, Inc. | 1.8 |
CommVault Systems, Inc. | 1.7 |
The Timken Company | 1.7 |
ModivCare, Inc. | 1.6 |
Universal Electronics, Inc. | 1.6 |
TripAdvisor, Inc. | 1.5 |
PGT Innovations, Inc. | 1.5 |
Veeco Instruments, Inc. | 1.5 |
Lithia Motors, Inc., Class A | 1.5 |
TOTAL | 16.2 |
Cash and cash equivalents are not included. |
SEMIANNUAL REPORT | JOHN HANCOCK SMALL CAP CORE FUND | 3 |
Average annual total returns (%) with maximum sales charge | Cumulative total returns (%) with maximum sales charge | ||||||
1-year | 5-year | Since inception (12-20-13) | 6-month | 5-year | Since inception (12-20-13) | ||
Class A1 | 68.63 | 16.21 | 11.11 | 45.95 | 111.91 | 117.20 | |
Class I2 | 78.05 | 17.58 | 12.11 | 53.78 | 124.74 | 132.02 | |
Class R61,2 | 78.21 | 17.70 | 12.08 | 53.83 | 125.85 | 131.55 | |
Class NAV2 | 78.11 | 17.71 | 12.23 | 53.74 | 126.01 | 133.89 | |
Index† | 74.91 | 16.48 | 11.47 | 48.06 | 114.37 | 122.44 |
Class A | Class I | Class R6 | Class NAV | |
Gross (%) | 1.30 | 1.05 | 0.93 | 0.92 |
Net (%) | 1.29 | 1.04 | 0.92 | 0.91 |
4 | JOHN HANCOCK SMALL CAP CORE FUND | SEMIANNUAL REPORT |
Start date | With maximum sales charge ($) | Without sales charge ($) | Index ($) | |
Class I2 | 12-20-13 | 23,202 | 23,202 | 22,244 |
Class R61,2 | 12-20-13 | 23,155 | 23,155 | 22,244 |
Class NAV2 | 12-20-13 | 23,389 | 23,389 | 22,244 |
1 | Class A and Class I shares were first offered on 12-20-13. Class A shares ceased operations between 3-10-16 and 8-30-17. Returns while Class A shares were not offered are those of Class I shares. Class R6 shares were first offered on 8-30-17. Returns shown prior to this date are those of Class A shares (or Class I shares for the period between 3-10-16 and 8-30-17), that have not been adjusted for class-specific expenses; otherwise, returns would vary. |
2 | For certain types of investors, as described in the fund's prospectuses. |
SEMIANNUAL REPORT | JOHN HANCOCK SMALL CAP CORE FUND | 5 |
6 | JOHN HANCOCK SMALL CAP CORE FUND | SEMIANNUAL REPORT |
Account value on 11-1-2020 | Ending value on 4-30-2021 | Expenses paid during period ended 4-30-20211 | Annualized expense ratio | ||
Class A | Actual expenses/actual returns | $1,000.00 | $1,535.90 | $7.86 | 1.25% |
Hypothetical example | 1,000.00 | 1,018.60 | 6.26 | 1.25% | |
Class I | Actual expenses/actual returns | 1,000.00 | 1,537.80 | 6.29 | 1.00% |
Hypothetical example | 1,000.00 | 1,019.80 | 5.01 | 1.00% | |
Class R6 | Actual expenses/actual returns | 1,000.00 | 1,538.30 | 5.60 | 0.89% |
Hypothetical example | 1,000.00 | 1,020.40 | 4.46 | 0.89% | |
Class NAV | Actual expenses/actual returns | 1,000.00 | 1,537.40 | 5.54 | 0.88% |
Hypothetical example | 1,000.00 | 1,020.40 | 4.41 | 0.88% |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period). |
SEMIANNUAL REPORT | JOHN HANCOCK SMALL CAP CORE FUND | 7 |
Shares | Value | ||||
Common stocks 98.0% | $1,416,160,003 | ||||
(Cost $1,084,893,958) | |||||
Communication services 8.7% | 125,959,816 | ||||
Diversified telecommunication services 1.8% | |||||
Cogent Communications Holdings, Inc. | 355,798 | 26,866,307 | |||
Entertainment 3.2% | |||||
Madison Square Garden Sports Corp. (A) | 103,933 | 19,210,976 | |||
Rovio Entertainment OYJ (B) | 1,249,121 | 9,937,751 | |||
Sciplay Corp., Class A (A) | 946,239 | 16,701,118 | |||
Interactive media and services 3.7% | |||||
CarGurus, Inc. (A) | 504,076 | 12,440,596 | |||
TripAdvisor, Inc. (A) | 464,247 | 21,879,961 | |||
Yelp, Inc. (A) | 481,504 | 18,923,107 | |||
Consumer discretionary 12.1% | 174,527,291 | ||||
Household durables 2.6% | |||||
Tupperware Brands Corp. (A) | 587,638 | 14,320,738 | |||
Universal Electronics, Inc. (A) | 398,011 | 22,626,925 | |||
Internet and direct marketing retail 2.9% | |||||
Groupon, Inc. (A) | 507,480 | 25,693,712 | |||
The RealReal, Inc. (A) | 673,360 | 16,679,127 | |||
Leisure products 1.1% | |||||
Malibu Boats, Inc., Class A (A) | 185,679 | 15,478,201 | |||
Specialty retail 4.5% | |||||
Boot Barn Holdings, Inc. (A) | 227,825 | 16,070,776 | |||
Lithia Motors, Inc., Class A | 55,465 | 21,319,637 | |||
Urban Outfitters, Inc. (A) | 397,938 | 14,285,974 | |||
Williams-Sonoma, Inc. | 75,396 | 12,873,867 | |||
Textiles, apparel and luxury goods 1.0% | |||||
Columbia Sportswear Company | 139,238 | 15,178,334 | |||
Consumer staples 2.3% | 33,833,250 | ||||
Household products 2.3% | |||||
Central Garden & Pet Company, Class A (A) | 359,909 | 17,732,716 | |||
Spectrum Brands Holdings, Inc. | 182,670 | 16,100,534 | |||
Energy 1.7% | 24,856,505 | ||||
Oil, gas and consumable fuels 1.7% | |||||
Magnolia Oil & Gas Corp., Class A (A) | 1,114,332 | 12,547,378 | |||
PDC Energy, Inc. (A) | 337,144 | 12,309,127 |
8 | JOHN HANCOCK SMALL CAP CORE FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Financials 13.2% | $190,987,505 | ||||
Banks 8.3% | |||||
Atlantic Union Bankshares Corp. | 357,654 | 13,830,480 | |||
Banner Corp. | 278,239 | 15,815,105 | |||
First Hawaiian, Inc. | 481,908 | 13,233,194 | |||
Independent Bank Group, Inc. | 246,701 | 18,628,393 | |||
Pinnacle Financial Partners, Inc. | 235,187 | 20,611,789 | |||
South State Corp. | 204,405 | 17,235,430 | |||
Univest Financial Corp. | 722,588 | 20,181,883 | |||
Capital markets 2.0% | |||||
Moelis & Company, Class A | 349,446 | 18,967,929 | |||
Social Capital Hedosophia Holdings Corp. V, Class A (A) | 637,836 | 10,843,212 | |||
Diversified financial services 1.1% | |||||
E2open Parent Holdings, Inc. (A) | 1,436,179 | 15,711,798 | |||
Insurance 1.8% | |||||
First American Financial Corp. | 177,848 | 11,471,196 | |||
GoHealth, Inc., Class A (A) | 1,211,827 | 14,457,096 | |||
Health care 17.3% | 249,328,000 | ||||
Biotechnology 1.8% | |||||
ACADIA Pharmaceuticals, Inc. (A) | 279,883 | 5,754,394 | |||
Emergent BioSolutions, Inc. (A) | 212,464 | 12,956,055 | |||
Travere Therapeutics, Inc. (A) | 301,026 | 7,441,363 | |||
Health care equipment and supplies 10.5% | |||||
AngioDynamics, Inc. (A) | 678,562 | 16,489,057 | |||
Cutera, Inc. (A) | 480,316 | 14,423,889 | |||
Haemonetics Corp. (A) | 207,876 | 13,981,740 | |||
Integer Holdings Corp. (A) | 177,332 | 16,647,928 | |||
Integra LifeSciences Holdings Corp. (A) | 194,094 | 14,378,484 | |||
Lantheus Holdings, Inc. (A) | 506,068 | 11,993,812 | |||
Merit Medical Systems, Inc. (A) | 252,262 | 16,043,863 | |||
NuVasive, Inc. (A) | 247,362 | 17,674,015 | |||
SeaSpine Holdings Corp. (A) | 737,834 | 15,354,326 | |||
The Cooper Companies, Inc. | 36,902 | 15,162,663 | |||
Health care providers and services 2.7% | |||||
ModivCare, Inc. (A) | 167,115 | 23,409,469 | |||
Tivity Health, Inc. (A) | 617,789 | 14,938,138 | |||
Life sciences tools and services 1.2% | |||||
Syneos Health, Inc. (A) | 205,152 | 17,407,147 | |||
Pharmaceuticals 1.1% | |||||
Prestige Consumer Healthcare, Inc. (A) | 350,589 | 15,271,657 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SMALL CAP CORE FUND | 9 |
Shares | Value | ||||
Industrials 14.6% | $211,413,067 | ||||
Air freight and logistics 1.3% | |||||
Hub Group, Inc., Class A (A) | 286,766 | 18,846,262 | |||
Building products 3.7% | |||||
Gibraltar Industries, Inc. (A) | 205,783 | 18,903,226 | |||
PGT Innovations, Inc. (A) | 816,647 | 21,502,316 | |||
Simpson Manufacturing Company, Inc. | 112,990 | 12,733,973 | |||
Commercial services and supplies 1.7% | |||||
ABM Industries, Inc. | 261,403 | 13,438,728 | |||
UniFirst Corp. | 51,469 | 11,538,835 | |||
Construction and engineering 2.5% | |||||
Arcosa, Inc. | 339,946 | 20,495,344 | |||
Quanta Services, Inc. | 167,466 | 16,183,914 | |||
Electrical equipment 1.3% | |||||
Regal Beloit Corp. | 129,619 | 18,720,872 | |||
Machinery 2.8% | |||||
Blue Bird Corp. (A) | 599,194 | 16,142,286 | |||
The Timken Company | 283,185 | 23,750,726 | |||
Trading companies and distributors 1.3% | |||||
Applied Industrial Technologies, Inc. | 200,257 | 19,156,585 | |||
Information technology 21.0% | 302,699,456 | ||||
IT services 2.2% | |||||
Paysafe, Ltd. (A) | 1,255,256 | 17,322,533 | |||
WNS Holdings, Ltd., ADR (A) | 198,963 | 14,410,890 | |||
Semiconductors and semiconductor equipment 8.9% | |||||
Advanced Energy Industries, Inc. | 97,102 | 10,711,322 | |||
Axcelis Technologies, Inc. (A) | 497,728 | 20,670,644 | |||
Kulicke & Soffa Industries, Inc. | 293,437 | 16,681,893 | |||
MaxLinear, Inc. (A) | 574,441 | 20,674,132 | |||
SMART Global Holdings, Inc. (A) | 426,809 | 19,697,234 | |||
Synaptics, Inc. (A) | 134,239 | 18,776,009 | |||
Veeco Instruments, Inc. (A) | 933,058 | 21,469,665 | |||
Software 8.6% | |||||
ChannelAdvisor Corp. (A) | 655,156 | 13,856,549 | |||
Cognyte Software, Ltd. (A) | 658,973 | 17,218,964 | |||
CommVault Systems, Inc. (A) | 344,598 | 23,953,007 | |||
Cornerstone OnDemand, Inc. (A) | 211,377 | 9,356,603 | |||
Progress Software Corp. | 299,270 | 13,066,128 | |||
Sailpoint Technologies Holdings, Inc. (A) | 278,916 | 13,619,468 | |||
Tenable Holdings, Inc. (A) | 442,384 | 16,587,188 | |||
Xperi Holding Corp. | 763,971 | 15,699,604 |
10 | JOHN HANCOCK SMALL CAP CORE FUND | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Shares | Value | ||||
Information technology (continued) | |||||
Technology hardware, storage and peripherals 1.3% | |||||
Super Micro Computer, Inc. (A) | 511,281 | $18,927,623 | |||
Materials 2.7% | 39,518,355 | ||||
Chemicals 1.4% | |||||
Avient Corp. | 400,939 | 20,355,673 | |||
Construction materials 1.3% | |||||
Summit Materials, Inc., Class A (A) | 665,602 | 19,162,682 | |||
Real estate 3.2% | 46,102,413 | ||||
Equity real estate investment trusts 3.2% | |||||
American Assets Trust, Inc. | 568,691 | 19,932,620 | |||
First Industrial Realty Trust, Inc. | 283,358 | 14,102,728 | |||
Physicians Realty Trust | 644,264 | 12,067,065 | |||
Utilities 1.2% | 16,934,345 | ||||
Multi-utilities 1.2% | |||||
Unitil Corp. | 293,846 | 16,934,345 | |||
Yield (%) | Shares | Value | |||
Short-term investments 4.3% | $62,641,144 | ||||
(Cost $62,641,144) | |||||
Short-term funds 4.3% | 62,641,144 | ||||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 0.0259(C) | 62,641,144 | 62,641,144 |
Total investments (Cost $1,147,535,102) 102.3% | $1,478,801,147 | ||||
Other assets and liabilities, net (2.3%) | (33,311,360) | ||||
Total net assets 100.0% | $1,445,489,787 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | The rate shown is the annualized seven-day yield as of 4-30-21. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK SMALL CAP CORE FUND | 11 |
Assets | |
Unaffiliated investments, at value (Cost $1,147,535,102) | $1,478,801,147 |
Foreign currency, at value (Cost $143,971) | 145,404 |
Dividends and interest receivable | 91,244 |
Receivable for fund shares sold | 6,357,817 |
Receivable for investments sold | 368,453 |
Other assets | 79,942 |
Total assets | 1,485,844,007 |
Liabilities | |
Payable for investments purchased | 39,522,686 |
Payable for fund shares repurchased | 538,788 |
Payable to affiliates | |
Accounting and legal services fees | 66,779 |
Transfer agent fees | 56,589 |
Trustees' fees | 749 |
Other liabilities and accrued expenses | 168,629 |
Total liabilities | 40,354,220 |
Net assets | $1,445,489,787 |
Net assets consist of | |
Paid-in capital | $1,003,513,750 |
Total distributable earnings (loss) | 441,976,037 |
Net assets | $1,445,489,787 |
Net asset value per share | |
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
Class A ($367,793,941 ÷ 19,864,207 shares)1 | $18.52 |
Class I ($206,452,072 ÷ 11,120,104 shares) | $18.57 |
Class R6 ($174,725,751 ÷ 9,389,262 shares) | $18.61 |
Class NAV ($696,518,023 ÷ 37,445,586 shares) | $18.60 |
Maximum offering price per share | |
Class A (net asset value per share ÷ 95%)2 | $19.49 |
1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
2 | On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced. |
12 | JOHN HANCOCK Small Cap Core Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
Investment income | |
Dividends | $4,596,775 |
Interest | 4,147 |
Less foreign taxes withheld | (25,084) |
Total investment income | 4,575,838 |
Expenses | |
Investment management fees | 4,639,985 |
Distribution and service fees | 391,603 |
Accounting and legal services fees | 113,719 |
Transfer agent fees | 254,631 |
Trustees' fees | 8,221 |
Custodian fees | 53,143 |
State registration fees | 39,303 |
Printing and postage | 37,317 |
Professional fees | 30,582 |
Other | 31,175 |
Total expenses | 5,599,679 |
Less expense reductions | (46,970) |
Net expenses | 5,552,709 |
Net investment loss | (976,871) |
Realized and unrealized gain (loss) | |
Net realized gain (loss) on | |
Unaffiliated investments and foreign currency transactions | 123,914,988 |
123,914,988 | |
Change in net unrealized appreciation (depreciation) of | |
Unaffiliated investments and translation of assets and liabilities in foreign currencies | 292,894,286 |
292,894,286 | |
Net realized and unrealized gain | 416,809,274 |
Increase in net assets from operations | $415,832,403 |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Small Cap Core Fund | 13 |
Six months ended 4-30-21 (unaudited) | Year ended 10-31-20 | |
Increase (decrease) in net assets | ||
From operations | ||
Net investment income (loss) | $(976,871) | $169,588 |
Net realized gain | 123,914,988 | 28,891,686 |
Change in net unrealized appreciation (depreciation) | 292,894,286 | 6,260,132 |
Increase in net assets resulting from operations | 415,832,403 | 35,321,406 |
Distributions to shareholders | ||
From earnings | ||
Class A | (3,828,973) | — |
Class I | (1,085,792) | — |
Class R6 | (1,816,600) | — |
Class NAV | (7,283,499) | — |
Total distributions | (14,014,864) | — |
From fund share transactions | 331,412,790 | 32,398,478 |
Total increase | 733,230,329 | 67,719,884 |
Net assets | ||
Beginning of period | 712,259,458 | 644,539,574 |
End of period | $1,445,489,787 | $712,259,458 |
14 | JOHN HANCOCK Small Cap Core Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS A SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-172 |
Per share operating performance | |||||
Net asset value, beginning of period | $12.22 | $11.78 | $11.42 | $13.82 | $12.86 |
Net investment loss3 | (0.03) | (0.02) | (0.01) | (0.01) | —4 |
Net realized and unrealized gain (loss) on investments | 6.53 | 0.46 | 0.89 | (0.89) | 0.96 |
Total from investment operations | 6.50 | 0.44 | 0.88 | (0.90) | 0.96 |
Less distributions | |||||
From net realized gain | (0.20) | — | (0.52) | (1.50) | — |
Net asset value, end of period | $18.52 | $12.22 | $11.78 | $11.42 | $13.82 |
Total return (%)5,6 | 53.597 | 3.74 | 8.45 | (7.59) | 7.477 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $368 | $229 | $235 | $240 | $1 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 1.258 | 1.30 | 1.29 | 1.37 | 1.418 |
Expenses including reductions | 1.258 | 1.29 | 1.29 | 1.36 | 1.408 |
Net investment loss | (0.41)8 | (0.19) | (0.10) | (0.07) | —8,9 |
Portfolio turnover (%) | 40 | 82 | 72 | 10210 | 6811 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Period from 8-30-17 (relaunch date) to 10-31-17. Class A liquidated on 3-10-16, accordingly, there were no shares of this class outstanding 10-31-16. |
3 | Based on average daily shares outstanding. |
4 | Less than $0.005 per share. |
5 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
6 | Does not reflect the effect of sales charges, if any. |
7 | Not annualized. |
8 | Annualized. |
9 | Less than 0.005%. |
10 | Excludes merger activity. |
11 | Portfolio turnover is shown for the period from 11-1-16 to 10-31-17. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Small Cap Core Fund | 15 |
CLASS I SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $12.25 | $11.78 | $11.41 | $13.82 | $10.98 | $9.85 |
Net investment income (loss)2 | (0.02) | —3 | 0.02 | 0.02 | 0.05 | 0.06 |
Net realized and unrealized gain (loss) on investments | 6.56 | 0.47 | 0.89 | (0.90) | 2.88 | 1.21 |
Total from investment operations | 6.54 | 0.47 | 0.91 | (0.88) | 2.93 | 1.27 |
Less distributions | ||||||
From net investment income | (0.02) | — | (0.02) | (0.03) | (0.09) | (0.04) |
From net realized gain | (0.20) | — | (0.52) | (1.50) | — | (0.10) |
Total distributions | (0.22) | — | (0.54) | (1.53) | (0.09) | (0.14) |
Net asset value, end of period | $18.57 | $12.25 | $11.78 | $11.41 | $13.82 | $10.98 |
Total return (%)4 | 53.785 | 3.99 | 8.79 | (7.48) | 26.79 | 13.18 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $206 | $47 | $25 | $29 | $1 | $1 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 1.016 | 1.04 | 1.05 | 1.13 | 1.15 | 1.09 |
Expenses including reductions | 1.006 | 1.04 | 1.04 | 1.12 | 1.14 | 1.09 |
Net investment income (loss) | (0.24)6 | (0.01) | 0.14 | 0.19 | 0.41 | 0.60 |
Portfolio turnover (%) | 40 | 82 | 72 | 1027 | 68 | 59 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Less than $0.005 per share. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Excludes merger activity. |
16 | JOHN HANCOCK Small Cap Core Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
CLASS R6 SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-172 |
Per share operating performance | |||||
Net asset value, beginning of period | $12.28 | $11.79 | $11.43 | $13.83 | $12.86 |
Net investment income (loss)3 | (0.01) | 0.02 | 0.03 | 0.04 | 0.01 |
Net realized and unrealized gain (loss) on investments | 6.57 | 0.47 | 0.89 | (0.90) | 0.96 |
Total from investment operations | 6.56 | 0.49 | 0.92 | (0.86) | 0.97 |
Less distributions | |||||
From net investment income | (0.03) | — | (0.04) | (0.04) | — |
From net realized gain | (0.20) | — | (0.52) | (1.50) | — |
Total distributions | (0.23) | — | (0.56) | (1.54) | — |
Net asset value, end of period | $18.61 | $12.28 | $11.79 | $11.43 | $13.83 |
Total return (%)4 | 53.835 | 4.16 | 8.83 | (7.30) | 7.545 |
Ratios and supplemental data | |||||
Net assets, end of period (in millions) | $175 | $95 | $86 | $82 | $—6 |
Ratios (as a percentage of average net assets): | |||||
Expenses before reductions | 0.907 | 0.93 | 0.94 | 1.02 | 1.057 |
Expenses including reductions | 0.897 | 0.93 | 0.93 | 1.01 | 1.047 |
Net investment income (loss) | (0.07)7 | 0.16 | 0.25 | 0.29 | 0.457 |
Portfolio turnover (%) | 40 | 82 | 72 | 1028 | 689 |
1 | Six months ended 4-30-21. Unaudited. |
2 | The inception date for Class R6 shares is 8-30-17. |
3 | Based on average daily shares outstanding. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Less than $500,000. |
7 | Annualized. |
8 | Excludes merger activity. |
9 | Portfolio turnover is shown for the period from 11-1-16 to 10-31-17. |
SEE NOTES TO FINANCIAL STATEMENTS | SEMIANNUAL REPORT | JOHN HANCOCK Small Cap Core Fund | 17 |
CLASS NAV SHARES Period ended | 4-30-211 | 10-31-20 | 10-31-19 | 10-31-18 | 10-31-17 | 10-31-16 |
Per share operating performance | ||||||
Net asset value, beginning of period | $12.27 | $11.79 | $11.42 | $13.83 | $10.98 | $9.85 |
Net investment income2 | —3 | 0.02 | 0.03 | 0.04 | 0.06 | 0.07 |
Net realized and unrealized gain (loss) on investments | 6.56 | 0.46 | 0.90 | (0.91) | 2.89 | 1.21 |
Total from investment operations | 6.56 | 0.48 | 0.93 | (0.87) | 2.95 | 1.28 |
Less distributions | ||||||
From net investment income | (0.03) | — | (0.04) | (0.04) | (0.10) | (0.05) |
From net realized gain | (0.20) | — | (0.52) | (1.50) | — | (0.10) |
Total distributions | (0.23) | — | (0.56) | (1.54) | (0.10) | (0.15) |
Net asset value, end of period | $18.60 | $12.27 | $11.79 | $11.42 | $13.83 | $10.98 |
Total return (%)4 | 53.745 | 4.16 | 8.94 | (7.36) | 27.00 | 13.21 |
Ratios and supplemental data | ||||||
Net assets, end of period (in millions) | $697 | $342 | $298 | $156 | $176 | $138 |
Ratios (as a percentage of average net assets): | ||||||
Expenses before reductions | 0.896 | 0.92 | 0.93 | 1.01 | 1.04 | 0.98 |
Expenses including reductions | 0.886 | 0.91 | 0.92 | 1.00 | 1.03 | 0.97 |
Net investment income (loss) | (0.06)6 | 0.15 | 0.26 | 0.32 | 0.49 | 0.74 |
Portfolio turnover (%) | 40 | 82 | 72 | 1027 | 68 | 59 |
1 | Six months ended 4-30-21. Unaudited. |
2 | Based on average daily shares outstanding. |
3 | Less than $0.005 per share. |
4 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
5 | Not annualized. |
6 | Annualized. |
7 | Excludes merger activity. |
18 | JOHN HANCOCK Small Cap Core Fund | SEMIANNUAL REPORT | SEE NOTES TO FINANCIAL STATEMENTS |
SEMIANNUAL REPORT | JOHN HANCOCK Small Cap Core Fund | 19 |
Total value at 4-30-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $125,959,816 | $116,022,065 | $9,937,751 | — |
Consumer discretionary | 174,527,291 | 174,527,291 | — | — |
Consumer staples | 33,833,250 | 33,833,250 | — | — |
Energy | 24,856,505 | 24,856,505 | — | — |
Financials | 190,987,505 | 190,987,505 | — | — |
Health care | 249,328,000 | 249,328,000 | — | — |
Industrials | 211,413,067 | 211,413,067 | — | — |
Information technology | 302,699,456 | 302,699,456 | — | — |
Materials | 39,518,355 | 39,518,355 | — | — |
Real estate | 46,102,413 | 46,102,413 | — | — |
Utilities | 16,934,345 | 16,934,345 | — | — |
Short-term investments | 62,641,144 | 62,641,144 | — | — |
Total investments in securities | $1,478,801,147 | $1,468,863,396 | $9,937,751 | — |
20 | JOHN HANCOCK Small Cap Core Fund | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK Small Cap Core Fund | 21 |
22 | JOHN HANCOCK Small Cap Core Fund | SEMIANNUAL REPORT |
Class | Expense reduction |
Class A | $13,107 |
Class I | 4,539 |
Class R6 | 5,722 |
Class | Expense reduction |
Class NAV | $23,602 |
Total | $46,970 |
Class | Rule 12b-1 Fee |
Class A | 0.25% |
SEMIANNUAL REPORT | JOHN HANCOCK Small Cap Core Fund | 23 |
Class | Distribution and service fees | Transfer agent fees |
Class A | $391,603 | $184,531 |
Class I | — | 63,108 |
Class R6 | — | 6,992 |
Total | $391,603 | $254,631 |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class A shares | ||||
Sold | 2,304,444 | $39,735,525 | 2,758,012 | $31,534,508 |
Distributions reinvested | 249,970 | 3,801,809 | — | — |
Repurchased | (1,426,509) | (23,726,828) | (3,986,551) | (46,109,977) |
Net increase (decrease) | 1,127,905 | $19,810,506 | (1,228,539) | $(14,575,469) |
Class I shares | ||||
Sold | 8,136,233 | $141,137,874 | 2,966,238 | $35,383,434 |
Distributions reinvested | 71,271 | 1,085,462 | — | — |
Repurchased | (913,457) | (15,552,423) | (1,298,171) | (14,610,897) |
Net increase | 7,294,047 | $126,670,913 | 1,668,067 | $20,772,537 |
Class R6 shares | ||||
Sold | 2,841,086 | $49,388,062 | 2,783,859 | $32,136,112 |
Distributions reinvested | 118,931 | 1,814,886 | — | — |
Repurchased | (1,266,791) | (21,440,846) | (2,372,125) | (27,668,446) |
Net increase | 1,693,226 | $29,762,102 | 411,734 | $4,467,666 |
24 | JOHN HANCOCK Small Cap Core Fund | SEMIANNUAL REPORT |
Six Months Ended 4-30-21 | Year Ended 10-31-20 | |||
Shares | Amount | Shares | Amount | |
Class NAV shares | ||||
Sold | 11,310,757 | $185,943,788 | 5,712,259 | $60,799,479 |
Distributions reinvested | 477,293 | 7,283,499 | — | — |
Repurchased | (2,203,738) | (38,058,018) | (3,135,542) | (39,065,735) |
Net increase | 9,584,312 | $155,169,269 | 2,576,717 | $21,733,744 |
Total net increase | 19,699,490 | $331,412,790 | 3,427,979 | $32,398,478 |
Portfolio | Affiliated Concentration |
JHF II Multimanager Lifestyle Growth Portfolio | 22.9% |
JHF II Multimanager Lifestyle Balanced Portfolio | 14.8% |
JHF II Multimanager Lifestyle Aggressive Portfolio | 9.6% |
SEMIANNUAL REPORT | JOHN HANCOCK Small Cap Core Fund | 25 |
• | The Fund’s investment strategy remained appropriate for an open-end fund structure; |
• | The Fund was able to meet requests for redemption without significant dilution of remaining investors’ interests in the Fund; |
• | The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission; |
• | The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and |
• | The Chief Compliance Officer’s office performed audit testing of the LRMP which resulted in an assessment that the LRMP’s control environment was deemed to be operating effectively and in compliance with the Board approved procedures. |
26 | JOHN HANCOCK SMALL CAP CORE FUND | SEMIANNUAL REPORT |
SEMIANNUAL REPORT | JOHN HANCOCK SMALL CAP CORE FUND | 27 |
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott†
Charles L. Bardelis*
James R. Boyle
Peter S. Burgess*
William H. Cunningham
Grace K. Fey
Marianne Harrison†
Deborah C. Jackson
Frances G. Rathke*,1
Gregory A. Russo
President
Chief Financial Officer
Treasurer
Secretary and Chief Legal Officer
Chief Compliance Officer
You can also contact us: | ||
800-225-5291 | Regular mail: | Express mail: |
jhinvestments.com | John Hancock Signature Services, Inc. P.O. Box 219909 Kansas City, MO 64121-9909 | John Hancock Signature Services, Inc. 430 W 7th Street Suite 219909 Kansas City, MO 64105-1407 |
28 | JOHN HANCOCK SMALL CAP CORE FUND | SEMIANNUAL REPORT |
GOVERNANCE FUNDS
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
MF1640015 | 445SA 4/21 |
ITEM 2. CODE OF ETHICS.
(a)Not Applicable
(b)Not Applicable
(c)Not Applicable
(d)Not Applicable
(e)Not Applicable
(f)Not Applicable
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Not Applicable
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
(a)Not Applicable
(b)Not Applicable
(c)Not Applicable
(d)Not Applicable
(e)Not Applicable
(f)Not Applicable.
(g)Not Applicable
(h)Not Applicable
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS
Not Applicable.
ITEM 6. SCHEDULE OF INVESTMENTS.
(a)Not applicable.
(b)Not applicable.
ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED- END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.
Not applicable.
ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.
The registrant has adopted procedures by which shareholders may recommend nominees to the registrant's Board of Trustees. A copy of the procedures is filed as an exhibit to this Form N-CSR. See attached "John Hancock Funds – Nominating, Governance and Administration Committee Charter."
ITEM 11. CONTROLS AND PROCEDURES.
(a)Based upon their evaluation of the registrant's disclosure controls and procedures as conducted within 90 days of the filing date of this Form N-CSR, the registrant's principal executive officer and principal financial officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms.
(b)There were no changes in the registrant's internal control over financial reporting that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.: Not applicable.
ITEM 13. EXHIBITS.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
John Hancock Investment Trust
By: | /s/ Andrew Arnott |
| ------------------------------ |
| Andrew Arnott |
| President |
Date: | June 11, 2021 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Andrew Arnott |
| ------------------------------- |
| Andrew Arnott |
| President |
Date: | June 11, 2021 |
By: | /s/ Charles A. Rizzo |
| ------------------------------- |
| Charles A. Rizzo |
| Chief Financial Officer |
Date: | June 11, 2021 |