John Hancock
Bond Fund
Quarterly portfolio holdings 2/28/2021
Fund’s investments |
As of 2-28-21
(unaudited)
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 32.6% | $7,335,591,008 | ||||
(Cost $7,253,356,991) | |||||
U.S. Government 10.0% | 2,256,373,934 | ||||
U.S. Treasury | |||||
Bond | 1.625 | 11-15-50 | 347,064,000 | 308,615,816 | |
Bond | 2.250 | 08-15-49 | 95,990,000 | 98,749,713 | |
Bond | 2.500 | 02-15-45 | 182,054,000 | 195,857,391 | |
Bond | 2.750 | 11-15-42 | 546,730,000 | 615,113,961 | |
Bond | 3.125 | 11-15-41 | 237,343,000 | 283,402,376 | |
Note | 0.375 | 01-31-26 | 356,364,000 | 350,573,085 | |
Note | 1.125 | 02-15-31 | 414,223,000 | 404,061,592 | |
U.S. Government Agency 22.6% | 5,079,217,074 | ||||
Federal Home Loan Mortgage Corp. | |||||
30 Yr Pass Thru | 2.000 | 09-01-50 | 157,022,264 | 159,556,368 | |
30 Yr Pass Thru | 2.000 | 11-01-50 | 29,453,292 | 29,983,849 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 88,035,183 | 91,896,388 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 38,341,109 | 40,010,761 | |
30 Yr Pass Thru | 2.500 | 10-01-50 | 174,901,707 | 182,682,174 | |
30 Yr Pass Thru | 3.000 | 03-01-43 | 4,792,066 | 5,235,444 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 17,554,304 | 18,920,659 | |
30 Yr Pass Thru | 3.000 | 05-01-46 | 3,185,710 | 3,441,636 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 6,576,026 | 7,077,602 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 5,395,256 | 5,788,224 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 10,285,577 | 11,018,665 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 73,101,764 | 78,746,017 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 58,658,726 | 62,527,908 | |
30 Yr Pass Thru | 3.000 | 12-01-46 | 13,148,421 | 14,196,493 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 35,887,801 | 38,423,217 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 23,077,098 | 24,518,327 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 27,316,072 | 29,081,792 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 34,313,304 | 35,973,735 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 20,071,324 | 21,375,013 | |
30 Yr Pass Thru | 3.000 | 02-01-50 | 83,548,595 | 87,591,536 | |
30 Yr Pass Thru | 3.000 | 02-01-50 | 14,240,066 | 15,164,998 | |
30 Yr Pass Thru | 3.500 | 06-01-42 | 4,108,912 | 4,493,615 | |
30 Yr Pass Thru | 3.500 | 04-01-44 | 5,280,387 | 5,845,933 | |
30 Yr Pass Thru | 3.500 | 05-01-45 | 10,520,666 | 11,479,378 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 56,403,981 | 61,702,515 | |
30 Yr Pass Thru | 3.500 | 09-01-46 | 13,988,067 | 15,135,984 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 2,627,961 | 2,839,968 | |
30 Yr Pass Thru | 3.500 | 10-01-46 | 21,618,343 | 23,682,081 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 7,331,497 | 7,928,567 | |
30 Yr Pass Thru | 3.500 | 11-01-46 | 7,452,951 | 8,122,796 | |
30 Yr Pass Thru | 3.500 | 12-01-46 | 11,011,126 | 12,011,091 | |
30 Yr Pass Thru | 3.500 | 01-01-47 | 7,009,776 | 7,659,505 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 10,518,229 | 11,364,962 | |
30 Yr Pass Thru | 3.500 | 04-01-47 | 12,578,852 | 13,748,705 | |
30 Yr Pass Thru | 3.500 | 09-01-47 | 34,261,014 | 37,297,448 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 26,344,889 | 28,333,968 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 10,566,309 | 11,382,242 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 9,253,068 | 10,209,095 | |
30 Yr Pass Thru | 4.000 | 03-01-42 | 5,244,100 | 5,805,904 | |
30 Yr Pass Thru | 4.000 | 11-01-43 | 3,579,857 | 3,972,599 | |
30 Yr Pass Thru | 4.000 | 01-01-47 | 9,952,836 | 11,038,917 |
2 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.000 | 03-01-47 | 33,449,025 | $36,700,561 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 13,629,516 | 15,033,753 | |
30 Yr Pass Thru | 4.000 | 05-01-47 | 10,168,791 | 11,211,706 | |
30 Yr Pass Thru | 4.000 | 10-01-47 | 18,088,463 | 19,780,825 | |
30 Yr Pass Thru | 4.000 | 03-01-48 | 6,187,263 | 6,701,952 | |
30 Yr Pass Thru | 4.000 | 07-01-48 | 32,069,104 | 35,186,500 | |
30 Yr Pass Thru | 4.000 | 08-01-48 | 17,546,770 | 19,120,868 | |
30 Yr Pass Thru | 5.500 | 11-01-39 | 3,265,298 | 3,806,844 | |
Federal National Mortgage Association | |||||
30 Yr Pass Thru (A) | 2.000 | TBA | 851,520,000 | 859,626,045 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 42,669,488 | 43,358,109 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 25,049,656 | 25,370,943 | |
30 Yr Pass Thru | 2.000 | 09-01-50 | 25,196,796 | 25,587,687 | |
30 Yr Pass Thru | 2.000 | 10-01-50 | 28,737,924 | 29,138,847 | |
30 Yr Pass Thru | 2.000 | 10-01-50 | 22,655,809 | 23,063,919 | |
30 Yr Pass Thru | 2.000 | 10-01-50 | 29,398,497 | 29,872,945 | |
30 Yr Pass Thru | 2.000 | 11-01-50 | 47,232,178 | 47,957,532 | |
30 Yr Pass Thru (6 month LIBOR + 2.122%) (B) | 2.372 | 07-01-33 | 351 | 365 | |
30 Yr Pass Thru (A) | 2.500 | TBA | 233,531,000 | 242,160,694 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 38,049,613 | 39,694,681 | |
30 Yr Pass Thru | 2.500 | 08-01-50 | 41,707,495 | 43,562,844 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 157,616,323 | 165,021,894 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 18,985,987 | 19,800,909 | |
30 Yr Pass Thru | 2.500 | 09-01-50 | 87,448,757 | 91,229,587 | |
30 Yr Pass Thru | 3.000 | 07-01-42 | 2,988,965 | 3,217,666 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 5,301,245 | 5,662,142 | |
30 Yr Pass Thru | 3.000 | 10-01-42 | 3,006,869 | 3,211,570 | |
30 Yr Pass Thru | 3.000 | 04-01-43 | 2,194,383 | 2,353,373 | |
30 Yr Pass Thru | 3.000 | 12-01-45 | 31,478,148 | 33,306,330 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 40,768,944 | 43,659,066 | |
30 Yr Pass Thru | 3.000 | 08-01-46 | 29,631,936 | 31,732,553 | |
30 Yr Pass Thru | 3.000 | 09-01-46 | 3,842,424 | 4,120,818 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 2,987,841 | 3,204,319 | |
30 Yr Pass Thru | 3.000 | 10-01-46 | 23,528,755 | 24,865,842 | |
30 Yr Pass Thru | 3.000 | 01-01-47 | 24,091,257 | 25,784,036 | |
30 Yr Pass Thru | 3.000 | 02-01-47 | 14,080,937 | 15,197,947 | |
30 Yr Pass Thru | 3.000 | 04-01-47 | 52,785,443 | 55,785,123 | |
30 Yr Pass Thru | 3.000 | 10-01-47 | 29,486,641 | 31,567,743 | |
30 Yr Pass Thru | 3.000 | 11-01-47 | 32,209,162 | 34,492,480 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 65,429,419 | 69,147,629 | |
30 Yr Pass Thru | 3.000 | 11-01-48 | 22,599,764 | 23,905,246 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 31,690,594 | 33,669,760 | |
30 Yr Pass Thru | 3.000 | 09-01-49 | 43,576,778 | 46,883,833 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 20,182,897 | 21,139,056 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 42,575,988 | 44,609,642 | |
30 Yr Pass Thru | 3.000 | 10-01-49 | 50,680,322 | 54,114,689 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 29,529,489 | 31,770,491 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 36,640,385 | 39,008,830 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 29,255,949 | 31,083,065 | |
30 Yr Pass Thru | 3.000 | 11-01-49 | 41,529,804 | 43,513,487 | |
30 Yr Pass Thru | 3.000 | 12-01-49 | 36,471,475 | 38,749,221 | |
30 Yr Pass Thru | 3.000 | 01-01-50 | 28,350,990 | 29,942,623 | |
30 Yr Pass Thru | 3.000 | 02-01-50 | 39,175,755 | 41,057,402 | |
30 Yr Pass Thru | 3.500 | 11-01-40 | 2,097,451 | 2,280,539 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 3 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 3.500 | 06-01-42 | 1,816,499 | $1,985,908 | |
30 Yr Pass Thru | 3.500 | 08-01-42 | 3,617,919 | 3,955,330 | |
30 Yr Pass Thru | 3.500 | 06-01-43 | 14,657,936 | 16,047,855 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 4,266,090 | 4,670,617 | |
30 Yr Pass Thru | 3.500 | 07-01-43 | 4,443,657 | 4,865,021 | |
30 Yr Pass Thru | 3.500 | 01-01-45 | 3,170,379 | 3,495,775 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 10,535,647 | 11,501,752 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 2,696,426 | 2,943,685 | |
30 Yr Pass Thru | 3.500 | 04-01-45 | 10,968,571 | 11,974,374 | |
30 Yr Pass Thru | 3.500 | 01-01-46 | 28,002,094 | 30,771,114 | |
30 Yr Pass Thru | 3.500 | 02-01-46 | 19,606,279 | 21,214,213 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 17,380,190 | 18,696,934 | |
30 Yr Pass Thru | 3.500 | 07-01-46 | 7,093,187 | 7,677,124 | |
30 Yr Pass Thru | 3.500 | 08-01-46 | 29,320,722 | 31,954,418 | |
30 Yr Pass Thru | 3.500 | 02-01-47 | 32,680,457 | 35,595,511 | |
30 Yr Pass Thru | 3.500 | 03-01-47 | 37,668,175 | 41,145,840 | |
30 Yr Pass Thru | 3.500 | 05-01-47 | 24,021,926 | 26,277,253 | |
30 Yr Pass Thru | 3.500 | 07-01-47 | 45,471,806 | 49,684,141 | |
30 Yr Pass Thru | 3.500 | 08-01-47 | 32,504,161 | 35,454,277 | |
30 Yr Pass Thru | 3.500 | 11-01-47 | 40,500,733 | 44,024,750 | |
30 Yr Pass Thru | 3.500 | 12-01-47 | 20,020,318 | 21,568,363 | |
30 Yr Pass Thru | 3.500 | 01-01-48 | 32,312,709 | 34,811,247 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 7,902,899 | 8,644,872 | |
30 Yr Pass Thru | 3.500 | 03-01-48 | 21,136,572 | 22,486,907 | |
30 Yr Pass Thru | 3.500 | 06-01-48 | 17,493,708 | 19,010,390 | |
30 Yr Pass Thru | 3.500 | 03-01-49 | 5,195,536 | 5,597,274 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 35,246,677 | 37,917,008 | |
30 Yr Pass Thru | 3.500 | 06-01-49 | 23,462,547 | 25,210,769 | |
30 Yr Pass Thru | 3.500 | 07-01-49 | 13,636,892 | 14,448,440 | |
30 Yr Pass Thru | 3.500 | 07-01-49 | 49,980,853 | 52,970,893 | |
30 Yr Pass Thru | 3.500 | 09-01-49 | 12,079,790 | 12,798,673 | |
30 Yr Pass Thru | 3.500 | 12-01-49 | 71,842,336 | 76,252,464 | |
30 Yr Pass Thru | 3.500 | 02-01-50 | 50,792,308 | 53,815,020 | |
30 Yr Pass Thru | 3.500 | 04-01-50 | 31,177,117 | 33,422,219 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 4,510,475 | 4,971,221 | |
30 Yr Pass Thru | 4.000 | 09-01-40 | 6,312,780 | 6,957,084 | |
30 Yr Pass Thru | 4.000 | 11-01-40 | 1,912,596 | 2,108,087 | |
30 Yr Pass Thru | 4.000 | 12-01-40 | 2,621,233 | 2,888,807 | |
30 Yr Pass Thru | 4.000 | 01-01-41 | 3,387,679 | 3,735,072 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 5,583,893 | 6,182,795 | |
30 Yr Pass Thru | 4.000 | 09-01-41 | 2,788,438 | 3,119,754 | |
30 Yr Pass Thru | 4.000 | 10-01-41 | 1,667,362 | 1,846,195 | |
30 Yr Pass Thru | 4.000 | 01-01-42 | 2,435,922 | 2,707,845 | |
30 Yr Pass Thru | 4.000 | 05-01-42 | 3,499,594 | 3,873,851 | |
30 Yr Pass Thru | 4.000 | 09-01-43 | 6,150,575 | 6,952,489 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 6,257,615 | 7,022,641 | |
30 Yr Pass Thru | 4.000 | 10-01-43 | 2,538,926 | 2,820,760 | |
30 Yr Pass Thru | 4.000 | 01-01-44 | 4,592,195 | 5,153,615 | |
30 Yr Pass Thru | 4.000 | 12-01-45 | 13,806,108 | 15,226,485 | |
30 Yr Pass Thru | 4.000 | 02-01-46 | 7,880,399 | 8,641,884 | |
30 Yr Pass Thru | 4.000 | 04-01-46 | 8,782,266 | 9,622,666 | |
30 Yr Pass Thru | 4.000 | 06-01-46 | 5,866,360 | 6,427,729 | |
30 Yr Pass Thru | 4.000 | 07-01-46 | 13,456,152 | 14,722,783 | |
30 Yr Pass Thru | 4.000 | 10-01-46 | 3,451,088 | 3,770,547 |
4 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
30 Yr Pass Thru | 4.000 | 01-01-47 | 12,231,679 | $13,551,237 | |
30 Yr Pass Thru | 4.000 | 03-01-47 | 16,434,115 | 18,027,284 | |
30 Yr Pass Thru | 4.000 | 04-01-47 | 16,039,206 | 17,762,003 | |
30 Yr Pass Thru | 4.000 | 11-01-47 | 5,078,532 | 5,513,091 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 10,501,848 | 11,506,799 | |
30 Yr Pass Thru | 4.000 | 12-01-47 | 6,571,770 | 7,112,333 | |
30 Yr Pass Thru | 4.000 | 09-01-48 | 5,002,100 | 5,460,444 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 15,589,237 | 16,964,095 | |
30 Yr Pass Thru | 4.000 | 10-01-48 | 18,900,476 | 20,626,426 | |
30 Yr Pass Thru | 4.000 | 01-01-49 | 13,776,081 | 14,935,067 | |
30 Yr Pass Thru | 4.000 | 02-01-49 | 16,948,639 | 18,416,905 | |
30 Yr Pass Thru | 4.000 | 07-01-49 | 26,052,821 | 28,391,200 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 120 | 142 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 96 | 114 | |
30 Yr Pass Thru | 7.000 | 09-01-31 | 1,781 | 2,108 | |
30 Yr Pass Thru | 7.000 | 01-01-32 | 76 | 90 | |
30 Yr Pass Thru | 7.000 | 05-01-32 | 111 | 132 | |
30 Yr Pass Thru | 7.000 | 06-01-32 | 47 | 55 | |
30 Yr Pass Thru | 7.500 | 09-01-29 | 46 | 53 | |
30 Yr Pass Thru | 7.500 | 12-01-29 | 53 | 62 | |
30 Yr Pass Thru | 7.500 | 12-01-30 | 13 | 16 | |
30 Yr Pass Thru | 7.500 | 01-01-31 | 22 | 25 | |
30 Yr Pass Thru | 7.500 | 05-01-31 | 264 | 311 | |
30 Yr Pass Thru | 7.500 | 08-01-31 | 102 | 115 | |
Government National Mortgage Association | |||||
30 Yr Pass Thru | 5.000 | 04-15-35 | 2,707 | 3,063 | |
30 Yr Pass Thru | 5.000 | 04-15-35 | 1,311 | 1,479 | |
30 Yr Pass Thru | 5.500 | 03-15-35 | 2,041 | 2,347 | |
30 Yr Pass Thru | 6.000 | 03-15-33 | 1,983 | 2,302 | |
30 Yr Pass Thru | 6.000 | 06-15-33 | 700 | 808 | |
30 Yr Pass Thru | 6.500 | 09-15-28 | 232 | 261 | |
30 Yr Pass Thru | 6.500 | 09-15-29 | 123 | 139 | |
30 Yr Pass Thru | 6.500 | 08-15-31 | 183 | 213 | |
30 Yr Pass Thru | 7.000 | 04-15-29 | 593 | 680 | |
30 Yr Pass Thru | 8.000 | 10-15-26 | 289 | 324 | |
Foreign government obligations 0.4% | $97,879,493 | ||||
(Cost $88,991,029) | |||||
Qatar 0.2% | 49,227,165 | ||||
State of Qatar | |||||
Bond (C) | 3.375 | 03-14-24 | 24,739,000 | 26,592,050 | |
Bond (C) | 5.103 | 04-23-48 | 17,804,000 | 22,635,115 | |
Saudi Arabia 0.2% | 48,652,328 | ||||
Kingdom of Saudi Arabia Bond (C) | 4.375 | 04-16-29 | 42,105,000 | 48,652,328 | |
Corporate bonds 52.9% | $11,897,015,303 | ||||
(Cost $11,323,767,961) | |||||
Communication services 7.1% | 1,593,795,037 | ||||
Diversified telecommunication services 2.7% | |||||
AT&T, Inc. | 2.300 | 06-01-27 | 18,848,000 | 19,523,923 | |
AT&T, Inc. | 3.100 | 02-01-43 | 68,733,000 | 64,526,516 | |
AT&T, Inc. | 3.650 | 06-01-51 | 8,114,000 | 7,864,171 | |
C&W Senior Financing DAC (C) | 6.875 | 09-15-27 | 16,470,000 | 17,643,488 | |
Cincinnati Bell, Inc. (C) | 7.000 | 07-15-24 | 22,599,000 | 23,502,960 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 5 |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Diversified telecommunication services (continued) | |||||
Frontier Communications Corp. (C) | 5.875 | 10-15-27 | 3,276,000 | $3,505,320 | |
GCI LLC (C) | 4.750 | 10-15-28 | 13,671,000 | 14,132,396 | |
Kenbourne Invest SA (C)(D) | 4.700 | 01-22-28 | 4,339,000 | 4,519,069 | |
Kenbourne Invest SA (C) | 6.875 | 11-26-24 | 8,255,000 | 8,894,763 | |
Level 3 Financing, Inc. (C) | 3.400 | 03-01-27 | 24,679,000 | 26,838,413 | |
Liquid Telecommunications Financing PLC (C) | 8.500 | 07-13-22 | 12,395,000 | 12,627,145 | |
Lumen Technologies, Inc. (C) | 4.000 | 02-15-27 | 7,709,000 | 7,880,140 | |
Lumen Technologies, Inc. (C) | 4.500 | 01-15-29 | 21,848,000 | 21,811,951 | |
Radiate Holdco LLC (C) | 6.500 | 09-15-28 | 12,060,000 | 12,663,000 | |
Switch, Ltd. (C) | 3.750 | 09-15-28 | 4,349,000 | 4,430,544 | |
Telecom Argentina SA (C) | 6.500 | 06-15-21 | 6,990,000 | 6,762,895 | |
Telecom Argentina SA (C) | 8.000 | 07-18-26 | 12,621,000 | 11,264,243 | |
Telecom Italia Capital SA | 7.200 | 07-18-36 | 25,359,000 | 32,517,846 | |
Telecom Italia SpA (C) | 5.303 | 05-30-24 | 15,555,000 | 16,840,932 | |
Telefonica Emisiones SA | 5.213 | 03-08-47 | 45,088,000 | 54,527,479 | |
Total Play Telecomunicaciones SA de CV (C) | 7.500 | 11-12-25 | 32,912,000 | 32,459,460 | |
Verizon Communications, Inc. | 2.650 | 11-20-40 | 42,697,000 | 39,900,717 | |
Verizon Communications, Inc. | 3.000 | 03-22-27 | 5,717,000 | 6,200,218 | |
Verizon Communications, Inc. | 4.329 | 09-21-28 | 48,367,000 | 56,282,740 | |
Verizon Communications, Inc. | 4.400 | 11-01-34 | 20,489,000 | 24,305,856 | |
Verizon Communications, Inc. | 4.500 | 08-10-33 | 23,055,000 | 27,496,073 | |
Verizon Communications, Inc. | 4.862 | 08-21-46 | 39,492,000 | 48,722,529 | |
Entertainment 0.6% | |||||
Activision Blizzard, Inc. | 3.400 | 09-15-26 | 14,765,000 | 16,429,512 | |
Legends Hospitality Holding Company LLC (C) | 5.000 | 02-01-26 | 3,895,000 | 3,963,163 | |
Lions Gate Capital Holdings LLC (C) | 5.875 | 11-01-24 | 14,513,000 | 14,769,880 | |
Lions Gate Capital Holdings LLC (C) | 6.375 | 02-01-24 | 955,000 | 974,778 | |
Netflix, Inc. | 4.875 | 04-15-28 | 38,115,000 | 43,392,022 | |
Netflix, Inc. (C) | 4.875 | 06-15-30 | 15,694,000 | 18,048,100 | |
Netflix, Inc. (C) | 5.375 | 11-15-29 | 6,259,000 | 7,394,696 | |
Netflix, Inc. | 5.875 | 11-15-28 | 28,347,000 | 34,007,896 | |
Interactive media and services 0.2% | |||||
ANGI Group LLC (C) | 3.875 | 08-15-28 | 12,698,000 | 12,983,705 | |
Match Group Holdings II LLC (C) | 4.125 | 08-01-30 | 12,092,000 | 12,500,105 | |
Twitter, Inc. (C) | 3.875 | 12-15-27 | 13,568,000 | 14,479,770 | |
Media 2.4% | |||||
Altice Financing SA (C) | 5.000 | 01-15-28 | 6,979,000 | 6,979,768 | |
Altice France Holding SA (C) | 10.500 | 05-15-27 | 4,417,000 | 4,966,033 | |
Cable One, Inc. (C) | 4.000 | 11-15-30 | 6,833,000 | 6,833,000 | |
Charter Communications Operating LLC | 4.200 | 03-15-28 | 38,606,000 | 43,276,279 | |
Charter Communications Operating LLC | 4.800 | 03-01-50 | 42,872,000 | 47,145,577 | |
Charter Communications Operating LLC | 5.750 | 04-01-48 | 43,010,000 | 53,023,385 | |
Charter Communications Operating LLC | 6.484 | 10-23-45 | 37,107,000 | 49,741,361 | |
Clear Channel Outdoor Holdings, Inc. (C) | 7.750 | 04-15-28 | 5,676,000 | 5,761,140 | |
Comcast Corp. | 3.999 | 11-01-49 | 5,054,000 | 5,813,779 | |
Comcast Corp. | 4.150 | 10-15-28 | 82,953,000 | 96,484,336 | |
Cox Communications, Inc. (C) | 1.800 | 10-01-30 | 13,500,000 | 12,907,727 | |
CSC Holdings LLC (C) | 4.625 | 12-01-30 | 9,915,000 | 9,887,535 | |
CSC Holdings LLC (C) | 5.375 | 02-01-28 | 7,610,000 | 8,045,292 | |
CSC Holdings LLC (C) | 5.750 | 01-15-30 | 21,498,000 | 22,942,666 | |
CSC Holdings LLC | 5.875 | 09-15-22 | 11,735,000 | 12,345,044 | |
CSC Holdings LLC (C) | 7.500 | 04-01-28 | 12,930,000 | 14,241,878 |
6 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Communication services (continued) | |||||
Media (continued) | |||||
Globo Comunicacao e Participacoes SA (C) | 4.875 | 01-22-30 | 23,350,000 | $24,255,046 | |
LCPR Senior Secured Financing DAC (C) | 6.750 | 10-15-27 | 11,535,000 | 12,355,139 | |
MDC Partners, Inc. (C) | 7.500 | 05-01-24 | 26,006,000 | 26,201,045 | |
Meredith Corp. | 6.875 | 02-01-26 | 22,123,000 | 22,572,982 | |
National CineMedia LLC (C) | 5.875 | 04-15-28 | 8,680,000 | 7,985,600 | |
Sirius XM Radio, Inc. (C) | 5.000 | 08-01-27 | 22,861,000 | 23,804,473 | |
Townsquare Media, Inc. (C) | 6.875 | 02-01-26 | 5,907,000 | 6,177,806 | |
Virgin Media Finance PLC (C) | 5.000 | 07-15-30 | 5,989,000 | 6,093,808 | |
Wireless telecommunication services 1.2% | |||||
Millicom International Cellular SA (C)(D) | 4.500 | 04-27-31 | 2,745,000 | 2,937,150 | |
Millicom International Cellular SA (C)(D) | 5.125 | 01-15-28 | 3,690,000 | 3,930,256 | |
MTN Mauritius Investments, Ltd. (C) | 4.755 | 11-11-24 | 12,421,000 | 13,162,320 | |
Oztel Holdings SPC, Ltd. (C) | 6.625 | 04-24-28 | 13,917,000 | 15,208,525 | |
SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year ICE Swap Rate + 4.854%) (E) | 6.875 | 07-19-27 | 31,003,000 | 32,165,613 | |
Sprint Corp. | 7.875 | 09-15-23 | 16,706,000 | 19,287,912 | |
Telefonica Celular del Paraguay SA (C) | 5.875 | 04-15-27 | 13,976,000 | 14,922,175 | |
T-Mobile USA, Inc. (C) | 2.050 | 02-15-28 | 34,705,000 | 34,370,791 | |
T-Mobile USA, Inc. (C) | 2.550 | 02-15-31 | 11,123,000 | 11,061,156 | |
T-Mobile USA, Inc. | 2.875 | 02-15-31 | 3,484,000 | 3,418,675 | |
T-Mobile USA, Inc. (C) | 3.750 | 04-15-27 | 16,054,000 | 17,683,802 | |
T-Mobile USA, Inc. (C) | 3.875 | 04-15-30 | 39,280,000 | 43,185,218 | |
T-Mobile USA, Inc. (C) | 4.500 | 04-15-50 | 22,409,000 | 24,904,466 | |
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) | 7.000 | 04-04-79 | 34,315,000 | 41,127,865 | |
Consumer discretionary 6.1% | 1,374,100,218 | ||||
Auto components 0.1% | |||||
Dealer Tire LLC (C) | 8.000 | 02-01-28 | 6,953,000 | 7,439,710 | |
Magna International, Inc. | 2.450 | 06-15-30 | 8,307,000 | 8,542,823 | |
Automobiles 1.6% | |||||
Daimler Finance North America LLC (C) | 3.500 | 08-03-25 | 13,005,000 | 14,325,436 | |
Ford Motor Credit Company LLC | 2.900 | 02-16-28 | 4,515,000 | 4,448,178 | |
Ford Motor Credit Company LLC | 4.000 | 11-13-30 | 13,199,000 | 13,495,978 | |
Ford Motor Credit Company LLC | 4.125 | 08-17-27 | 23,165,000 | 24,381,163 | |
Ford Motor Credit Company LLC | 4.134 | 08-04-25 | 64,596,000 | 67,987,290 | |
Ford Motor Credit Company LLC | 5.113 | 05-03-29 | 35,988,000 | 39,406,860 | |
Ford Motor Credit Company LLC | 5.875 | 08-02-21 | 32,495,000 | 33,053,914 | |
General Motors Company | 5.400 | 04-01-48 | 11,218,000 | 13,742,523 | |
General Motors Financial Company, Inc. | 3.600 | 06-21-30 | 57,495,000 | 62,140,833 | |
General Motors Financial Company, Inc. | 4.300 | 07-13-25 | 26,238,000 | 29,113,964 | |
General Motors Financial Company, Inc. | 5.200 | 03-20-23 | 19,336,000 | 21,084,139 | |
Hyundai Capital America (C) | 1.800 | 10-15-25 | 11,797,000 | 11,914,024 | |
Hyundai Capital America (C) | 2.375 | 10-15-27 | 10,962,000 | 11,242,061 | |
Nissan Motor Acceptance Corp. (C) | 3.450 | 03-15-23 | 15,660,000 | 16,460,538 | |
Diversified consumer services 0.2% | |||||
GEMS MENASA Cayman, Ltd. (C) | 7.125 | 07-31-26 | 6,680,000 | 6,897,100 | |
Laureate Education, Inc. (C) | 8.250 | 05-01-25 | 8,645,000 | 9,055,638 | |
Service Corp. International | 3.375 | 08-15-30 | 8,007,000 | 7,856,869 | |
Sotheby's (C)(D) | 7.375 | 10-15-27 | 15,884,000 | 17,154,720 | |
Hotels, restaurants and leisure 1.7% | |||||
Affinity Gaming (C) | 6.875 | 12-15-27 | 9,651,000 | 10,230,060 | |
Bally's Corp. (C) | 6.750 | 06-01-27 | 21,495,000 | 23,011,472 | |
Caesars Resort Collection LLC (C) | 5.750 | 07-01-25 | 6,989,000 | 7,338,450 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Hotels, restaurants and leisure (continued) | |||||
CCM Merger, Inc. (C) | 6.375 | 05-01-26 | 7,806,000 | $8,274,360 | |
Choice Hotels International, Inc. | 3.700 | 12-01-29 | 6,723,000 | 7,124,766 | |
Choice Hotels International, Inc. | 3.700 | 01-15-31 | 11,292,000 | 11,912,608 | |
Connect Finco SARL (C) | 6.750 | 10-01-26 | 23,292,000 | 24,143,905 | |
Dave & Buster's, Inc. (C) | 7.625 | 11-01-25 | 3,083,000 | 3,267,980 | |
Hilton Domestic Operating Company, Inc. (C) | 3.625 | 02-15-32 | 15,972,000 | 15,729,864 | |
Hilton Domestic Operating Company, Inc. (C) | 4.000 | 05-01-31 | 11,127,000 | 11,279,996 | |
Hilton Domestic Operating Company, Inc. | 4.875 | 01-15-30 | 17,454,000 | 18,807,034 | |
Hilton Domestic Operating Company, Inc. (C) | 5.750 | 05-01-28 | 4,667,000 | 5,054,968 | |
Hyatt Hotels Corp. | 5.750 | 04-23-30 | 13,271,000 | 15,784,030 | |
International Game Technology PLC (C) | 5.250 | 01-15-29 | 4,076,000 | 4,315,465 | |
International Game Technology PLC (C) | 6.500 | 02-15-25 | 11,430,000 | 12,630,150 | |
Jacobs Entertainment, Inc. (C) | 7.875 | 02-01-24 | 15,070,000 | 15,687,117 | |
Life Time, Inc. (C) | 8.000 | 04-15-26 | 7,037,000 | 7,124,963 | |
Marriott International, Inc. | 3.125 | 06-15-26 | 9,705,000 | 10,195,453 | |
Marriott International, Inc. | 3.500 | 10-15-32 | 23,804,000 | 25,080,515 | |
Marriott International, Inc. | 4.625 | 06-15-30 | 14,703,000 | 16,744,952 | |
MGM Resorts International | 4.750 | 10-15-28 | 22,639,000 | 23,562,784 | |
Mohegan Gaming & Entertainment (C) | 8.000 | 02-01-26 | 16,308,000 | 16,124,535 | |
New Red Finance, Inc. (C) | 4.000 | 10-15-30 | 33,222,000 | 32,398,094 | |
Resorts World Las Vegas LLC (C) | 4.625 | 04-16-29 | 19,445,000 | 19,881,401 | |
Travel + Leisure Company (C) | 4.625 | 03-01-30 | 9,653,000 | 10,005,914 | |
Travel + Leisure Company | 6.600 | 10-01-25 | 8,556,000 | 9,604,110 | |
Waterford Gaming LLC (C)(F)(G) | 8.625 | 09-15-14 | 422,977 | 0 | |
Wyndham Hotels & Resorts, Inc. (C) | 4.375 | 08-15-28 | 4,856,000 | 4,953,120 | |
Yum! Brands, Inc. | 3.625 | 03-15-31 | 14,245,000 | 13,693,006 | |
Yum! Brands, Inc. (C) | 4.750 | 01-15-30 | 12,072,000 | 12,595,925 | |
Household durables 0.1% | |||||
Century Communities, Inc. | 6.750 | 06-01-27 | 11,331,000 | 12,067,515 | |
Empire Communities Corp. (C) | 7.000 | 12-15-25 | 3,140,000 | 3,304,850 | |
MDC Holdings, Inc. | 2.500 | 01-15-31 | 9,029,000 | 8,803,275 | |
Internet and direct marketing retail 1.7% | |||||
Amazon.com, Inc. | 3.150 | 08-22-27 | 47,038,000 | 52,137,556 | |
Amazon.com, Inc. | 4.050 | 08-22-47 | 25,692,000 | 30,643,291 | |
Booking Holdings, Inc. | 4.625 | 04-13-30 | 28,577,000 | 34,122,450 | |
eBay, Inc. | 2.700 | 03-11-30 | 34,480,000 | 35,798,708 | |
Expedia Group, Inc. (C) | 2.950 | 03-15-31 | 15,668,000 | 15,511,290 | |
Expedia Group, Inc. | 3.250 | 02-15-30 | 27,188,000 | 27,875,644 | |
Expedia Group, Inc. | 3.800 | 02-15-28 | 44,372,000 | 47,596,931 | |
Expedia Group, Inc. (C) | 4.625 | 08-01-27 | 24,575,000 | 27,348,800 | |
Expedia Group, Inc. | 5.000 | 02-15-26 | 38,816,000 | 43,866,056 | |
MercadoLibre, Inc. | 3.125 | 01-14-31 | 3,107,000 | 3,061,203 | |
Prosus NV (C) | 4.850 | 07-06-27 | 6,375,000 | 7,233,768 | |
Prosus NV (C) | 5.500 | 07-21-25 | 19,530,000 | 22,148,700 | |
QVC, Inc. | 4.375 | 03-15-23 | 20,103,000 | 21,053,872 | |
QVC, Inc. | 5.450 | 08-15-34 | 10,655,000 | 11,267,663 | |
Multiline retail 0.4% | |||||
Dollar General Corp. | 3.500 | 04-03-30 | 20,177,000 | 22,222,283 | |
Dollar Tree, Inc. | 4.200 | 05-15-28 | 47,304,000 | 54,229,328 | |
Macy's, Inc. (C) | 8.375 | 06-15-25 | 6,694,000 | 7,396,870 | |
Nordstrom, Inc. (C) | 8.750 | 05-15-25 | 2,499,000 | 2,785,911 |
8 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Consumer discretionary (continued) | |||||
Specialty retail 0.2% | |||||
Asbury Automotive Group, Inc. | 4.750 | 03-01-30 | 10,331,000 | $10,821,723 | |
AutoNation, Inc. | 4.750 | 06-01-30 | 12,415,000 | 14,637,930 | |
Group 1 Automotive, Inc. (C) | 4.000 | 08-15-28 | 2,525,000 | 2,550,250 | |
Ken Garff Automotive LLC (C) | 4.875 | 09-15-28 | 9,390,000 | 9,624,750 | |
Michaels Stores, Inc. (C) | 4.750 | 10-01-27 | 4,752,000 | 4,858,920 | |
Specialty Building Products Holdings LLC (C) | 6.375 | 09-30-26 | 1,895,000 | 1,966,063 | |
Textiles, apparel and luxury goods 0.1% | |||||
Hanesbrands, Inc. (C) | 5.375 | 05-15-25 | 6,936,000 | 7,350,634 | |
Levi Strauss & Company (C) | 3.500 | 03-01-31 | 3,822,000 | 3,864,998 | |
Levi Strauss & Company | 5.000 | 05-01-25 | 11,378,000 | 11,648,228 | |
Consumer staples 2.0% | 449,409,464 | ||||
Beverages 0.2% | |||||
Anheuser-Busch InBev Worldwide, Inc. | 4.600 | 04-15-48 | 25,824,000 | 29,960,433 | |
Constellation Brands, Inc. | 3.150 | 08-01-29 | 9,389,000 | 10,068,810 | |
Keurig Dr Pepper, Inc. | 3.200 | 05-01-30 | 7,793,000 | 8,429,436 | |
Food and staples retailing 0.7% | |||||
7-Eleven, Inc. (C) | 1.300 | 02-10-28 | 22,141,000 | 21,573,128 | |
7-Eleven, Inc. (C) | 2.800 | 02-10-51 | 27,129,000 | 25,075,292 | |
Advantage Sales & Marketing, Inc. (C) | 6.500 | 11-15-28 | 24,026,000 | 24,626,650 | |
Albertsons Companies, Inc. (C) | 3.250 | 03-15-26 | 7,699,000 | 7,616,621 | |
Albertsons Companies, Inc. (C) | 3.500 | 03-15-29 | 19,349,000 | 18,589,552 | |
Albertsons Companies, Inc. (C) | 4.875 | 02-15-30 | 8,895,000 | 9,208,282 | |
Sysco Corp. | 5.950 | 04-01-30 | 8,195,000 | 10,499,251 | |
The Kroger Company | 2.200 | 05-01-30 | 13,549,000 | 13,692,362 | |
U.S. Foods, Inc. (C) | 4.750 | 02-15-29 | 12,902,000 | 13,084,434 | |
Food products 0.9% | |||||
BRF SA (C)(D) | 5.750 | 09-21-50 | 19,438,000 | 19,939,500 | |
Cargill, Inc. (C) | 2.125 | 04-23-30 | 10,774,000 | 10,912,094 | |
JBS Investments II GmbH (C) | 5.750 | 01-15-28 | 31,704,000 | 33,329,147 | |
Kraft Heinz Foods Company | 3.875 | 05-15-27 | 1,601,000 | 1,750,002 | |
Kraft Heinz Foods Company | 4.375 | 06-01-46 | 21,821,000 | 23,773,379 | |
Kraft Heinz Foods Company | 4.875 | 10-01-49 | 5,006,000 | 5,860,708 | |
Kraft Heinz Foods Company | 5.000 | 06-04-42 | 7,523,000 | 8,848,873 | |
Kraft Heinz Foods Company | 5.500 | 06-01-50 | 12,859,000 | 16,534,042 | |
Lamb Weston Holdings, Inc. (C) | 4.875 | 05-15-28 | 1,130,000 | 1,231,700 | |
MARB BondCo PLC (C) | 3.950 | 01-29-31 | 15,417,000 | 14,954,490 | |
NBM US Holdings, Inc. (C) | 6.625 | 08-06-29 | 23,263,000 | 25,932,429 | |
NBM US Holdings, Inc. (C) | 7.000 | 05-14-26 | 11,950,000 | 12,895,245 | |
Post Holdings, Inc. (C) | 5.500 | 12-15-29 | 10,492,000 | 11,292,120 | |
Simmons Foods, Inc. (C) | 4.625 | 03-01-29 | 2,637,000 | 2,671,017 | |
Simmons Foods, Inc. (C) | 5.750 | 11-01-24 | 11,940,000 | 12,305,364 | |
Household products 0.1% | |||||
Edgewell Personal Care Company (C) | 4.125 | 04-01-29 | 9,887,000 | 9,849,924 | |
Edgewell Personal Care Company (C) | 5.500 | 06-01-28 | 16,051,000 | 17,036,692 | |
Personal products 0.1% | |||||
Natura Cosmeticos SA (C)(D) | 5.375 | 02-01-23 | 20,072,000 | 20,503,749 | |
Walnut Bidco PLC (C)(D) | 9.125 | 08-01-24 | 6,925,000 | 7,364,738 | |
Energy 4.4% | 995,929,847 | ||||
Energy equipment and services 0.2% | |||||
CSI Compressco LP (C) | 7.500 | 04-01-25 | 20,084,000 | 20,134,210 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
Energy (continued) | |||||
Energy equipment and services (continued) | |||||
CSI Compressco LP (C) | 7.500 | 04-01-25 | 5,179,000 | $5,191,948 | |
CSI Compressco LP (10.000% Cash or 7.250% Cash and 2.750% PIK) (C) | 10.000 | 04-01-26 | 16,265,562 | 13,825,728 | |
Inkia Energy, Ltd. (C) | 5.875 | 11-09-27 | 4,600,000 | 4,876,000 | |
Oil, gas and consumable fuels 4.2% | |||||
Aker BP ASA (C) | 2.875 | 01-15-26 | 15,032,000 | 15,586,545 | |
Aker BP ASA (C) | 3.000 | 01-15-25 | 13,687,000 | 14,177,694 | |
Aker BP ASA (C) | 4.000 | 01-15-31 | 30,743,000 | 32,814,720 | |
Altera Infrastructure LP (C)(D) | 8.500 | 07-15-23 | 17,682,000 | 16,044,558 | |
Antero Resources Corp. (D) | 5.000 | 03-01-25 | 12,103,000 | 12,036,434 | |
Cheniere Energy Partners LP (C) | 4.000 | 03-01-31 | 21,343,000 | 21,510,116 | |
Cheniere Energy Partners LP | 4.500 | 10-01-29 | 29,576,000 | 31,128,740 | |
Cimarex Energy Company | 4.375 | 06-01-24 | 14,759,000 | 16,060,401 | |
Colorado Interstate Gas Company LLC (C) | 4.150 | 08-15-26 | 11,535,000 | 12,952,919 | |
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (C) | 5.850 | 05-21-43 | 13,527,000 | 12,005,213 | |
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) | 5.500 | 07-15-77 | 21,406,000 | 21,788,953 | |
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) | 5.750 | 07-15-80 | 24,440,000 | 26,441,158 | |
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) | 6.250 | 03-01-78 | 22,746,000 | 24,106,389 | |
Energy Transfer Operating LP | 4.200 | 04-15-27 | 10,762,000 | 11,904,368 | |
Energy Transfer Operating LP | 5.150 | 03-15-45 | 24,388,000 | 25,796,171 | |
Energy Transfer Operating LP | 5.250 | 04-15-29 | 30,024,000 | 34,819,611 | |
Energy Transfer Operating LP | 5.875 | 01-15-24 | 20,706,000 | 23,250,100 | |
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) | 5.250 | 08-16-77 | 41,461,000 | 41,477,701 | |
Husky Energy, Inc. | 3.950 | 04-15-22 | 17,036,000 | 17,474,980 | |
Kinder Morgan Energy Partners LP | 7.750 | 03-15-32 | 15,840,000 | 22,663,952 | |
Leviathan Bond, Ltd. (C) | 6.500 | 06-30-27 | 25,641,000 | 28,567,990 | |
Leviathan Bond, Ltd. (C) | 6.750 | 06-30-30 | 4,524,000 | 5,034,141 | |
Midwest Connector Capital Company LLC (C) | 3.625 | 04-01-22 | 10,878,000 | 11,015,953 | |
Midwest Connector Capital Company LLC (C) | 3.900 | 04-01-24 | 26,438,000 | 27,082,121 | |
MPLX LP | 4.000 | 03-15-28 | 16,574,000 | 18,519,988 | |
MPLX LP | 4.125 | 03-01-27 | 5,490,000 | 6,147,094 | |
MPLX LP | 4.250 | 12-01-27 | 10,188,000 | 11,611,311 | |
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (E) | 6.875 | 02-15-23 | 49,298,000 | 49,113,133 | |
Occidental Petroleum Corp. | 2.900 | 08-15-24 | 13,909,000 | 13,535,961 | |
Occidental Petroleum Corp. | 3.500 | 08-15-29 | 4,362,000 | 4,171,250 | |
Petrobras Global Finance BV | 5.093 | 01-15-30 | 34,286,000 | 36,360,303 | |
Petrobras Global Finance BV | 6.900 | 03-19-49 | 12,183,000 | 13,625,467 | |
Sabine Pass Liquefaction LLC | 4.200 | 03-15-28 | 17,945,000 | 20,150,806 | |
Sabine Pass Liquefaction LLC | 5.000 | 03-15-27 | 20,438,000 | 23,762,020 | |
Sabine Pass Liquefaction LLC | 5.875 | 06-30-26 | 36,729,000 | 43,801,102 | |
Sunoco Logistics Partners Operations LP | 3.900 | 07-15-26 | 26,543,000 | 28,839,148 | |
Sunoco Logistics Partners Operations LP | 5.400 | 10-01-47 | 17,042,000 | 18,709,794 | |
Sunoco LP (C) | 4.500 | 05-15-29 | 5,408,000 | 5,408,000 | |
Targa Resources Partners LP (C) | 4.000 | 01-15-32 | 14,579,000 | 14,290,336 | |
Targa Resources Partners LP | 5.875 | 04-15-26 | 28,329,000 | 29,498,988 | |
The Williams Companies, Inc. | 3.750 | 06-15-27 | 25,351,000 | 28,116,929 | |
The Williams Companies, Inc. | 4.550 | 06-24-24 | 49,953,000 | 55,522,244 | |
The Williams Companies, Inc. | 5.750 | 06-24-44 | 7,401,000 | 9,267,368 | |
TransCanada PipeLines, Ltd. | 4.250 | 05-15-28 | 13,625,000 | 15,709,791 |
10 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials 11.8% | $2,652,390,628 | ||||
Banks 6.7% | |||||
Australia & New Zealand Banking Group, Ltd. (6.750% to 6-15-26, then 5 Year ICE Swap Rate + 5.168%) (C)(E) | 6.750 | 06-15-26 | 14,230,000 | 16,838,928 | |
Banco Santander SA | 4.379 | 04-12-28 | 19,106,000 | 21,950,268 | |
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) | 2.592 | 04-29-31 | 33,019,000 | 33,912,711 | |
Bank of America Corp. (2.831% to 10-24-50, then SOFR + 1.880%) | 2.831 | 10-24-51 | 20,707,000 | 19,764,907 | |
Bank of America Corp. | 3.248 | 10-21-27 | 34,717,000 | 38,061,835 | |
Bank of America Corp. | 3.950 | 04-21-25 | 32,757,000 | 36,253,078 | |
Bank of America Corp. | 4.450 | 03-03-26 | 38,310,000 | 43,865,558 | |
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (E) | 6.300 | 03-10-26 | 39,324,000 | 45,149,005 | |
Barclays PLC | 4.375 | 01-12-26 | 20,493,000 | 23,187,385 | |
BPCE SA (C) | 4.500 | 03-15-25 | 20,953,000 | 23,464,860 | |
Citigroup, Inc. | 3.200 | 10-21-26 | 39,961,000 | 43,565,663 | |
Citigroup, Inc. | 4.600 | 03-09-26 | 43,514,000 | 49,935,976 | |
Citigroup, Inc. (3 month LIBOR + 4.478%) (B)(E) | 4.676 | 05-15-21 | 7,537,000 | 7,546,421 | |
Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (E) | 4.700 | 01-30-25 | 32,692,000 | 33,025,458 | |
Citigroup, Inc. | 5.500 | 09-13-25 | 11,526,000 | 13,629,424 | |
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (D)(E) | 6.250 | 08-15-26 | 26,512,000 | 30,231,634 | |
Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 34,192,000 | 37,161,744 | |
Credit Agricole SA (C) | 2.811 | 01-11-41 | 16,269,000 | 15,512,740 | |
Credit Agricole SA (C) | 3.250 | 01-14-30 | 34,359,000 | 36,430,781 | |
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (C)(E) | 7.875 | 01-23-24 | 18,705,000 | 20,940,547 | |
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (E) | 5.100 | 06-30-23 | 18,634,000 | 18,634,000 | |
Freedom Mortgage Corp. (C) | 8.125 | 11-15-24 | 16,897,000 | 17,530,638 | |
Freedom Mortgage Corp. (C) | 8.250 | 04-15-25 | 5,630,000 | 5,856,776 | |
HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (E) | 6.375 | 03-30-25 | 7,004,000 | 7,667,979 | |
HSBC Holdings PLC (6.875% to 6-1-21, then 5 Year ICE Swap Rate + 5.514%) (E) | 6.875 | 06-01-21 | 22,840,000 | 23,211,150 | |
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (E) | 6.500 | 04-16-25 | 7,245,000 | 8,030,358 | |
JPMorgan Chase & Co. (2.522% to 4-22-30, then SOFR + 2.040%) | 2.522 | 04-22-31 | 37,839,000 | 38,869,572 | |
JPMorgan Chase & Co. | 2.950 | 10-01-26 | 39,519,000 | 42,994,432 | |
JPMorgan Chase & Co. (2.956% to 5-13-30, then SOFR + 2.515%) | 2.956 | 05-13-31 | 34,052,000 | 35,579,227 | |
JPMorgan Chase & Co. (3.960% to 1-29-26, then 3 month LIBOR + 1.245%) | 3.960 | 01-29-27 | 32,034,000 | 36,033,575 | |
JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (E) | 4.600 | 02-01-25 | 29,100,000 | 29,682,000 | |
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (E) | 6.750 | 02-01-24 | 34,253,000 | 37,849,565 | |
Lloyds Banking Group PLC | 4.450 | 05-08-25 | 58,393,000 | 65,976,523 | |
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (E) | 7.500 | 06-27-24 | 20,539,000 | 22,772,616 | |
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (D)(E) | 5.125 | 11-01-26 | 10,483,000 | 11,305,916 | |
NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) | 3.754 | 11-01-29 | 12,650,000 | 13,445,614 | |
NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (D)(E) | 6.000 | 12-29-25 | 27,442,000 | 30,392,015 | |
NatWest Group PLC (8.625% to 8-15-21, then 5 Year U.S. Swap Rate + 7.598%) (E) | 8.625 | 08-15-21 | 38,808,000 | 40,069,260 | |
PNC Bank NA | 4.050 | 07-26-28 | 7,606,000 | 8,776,708 | |
Santander Holdings USA, Inc. | 3.244 | 10-05-26 | 49,338,000 | 52,846,004 | |
Santander Holdings USA, Inc. | 3.450 | 06-02-25 | 41,194,000 | 44,278,958 | |
Santander Holdings USA, Inc. | 3.500 | 06-07-24 | 31,898,000 | 34,294,171 | |
Santander Holdings USA, Inc. | 4.400 | 07-13-27 | 11,817,000 | 13,272,418 | |
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (C)(E) | 5.375 | 11-18-30 | 21,544,000 | 22,028,955 | |
Societe Generale SA (7.375% to 9-13-21, then 5 Year U.S. Swap Rate + 6.238%) (C)(E) | 7.375 | 09-13-21 | 17,406,000 | 17,764,912 | |
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (E) | 4.850 | 06-01-23 | 18,664,000 | 19,410,560 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Banks (continued) | |||||
The PNC Financial Services Group, Inc. (6.750% to 8-1-21, then 3 month LIBOR + 3.678%) (E) | 6.750 | 08-01-21 | 29,683,000 | $30,128,245 | |
Wells Fargo & Company (2.188% to 4-30-25, then SOFR + 2.000%) | 2.188 | 04-30-26 | 42,156,000 | 43,902,043 | |
Wells Fargo & Company (2.393% to 6-2-27, then SOFR + 2.100%) | 2.393 | 06-02-28 | 52,808,000 | 54,846,889 | |
Wells Fargo & Company (3.068% to 4-30-40, then SOFR + 2.530%) | 3.068 | 04-30-41 | 24,785,000 | 25,438,292 | |
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (E) | 5.875 | 06-15-25 | 59,007,000 | 64,568,410 | |
Capital markets 1.9% | |||||
Ares Capital Corp. | 2.150 | 07-15-26 | 27,440,000 | 27,102,476 | |
Ares Capital Corp. | 3.875 | 01-15-26 | 23,776,000 | 25,404,996 | |
Ares Capital Corp. | 4.200 | 06-10-24 | 20,159,000 | 21,896,139 | |
Cantor Fitzgerald LP (C) | 4.875 | 05-01-24 | 29,539,000 | 32,847,709 | |
Credit Suisse Group AG (C) | 3.574 | 01-09-23 | 8,054,000 | 8,263,311 | |
Credit Suisse Group AG (5.250% to 2-11-27, then 5 Year CMT + 4.889%) (C)(E) | 5.250 | 02-11-27 | 15,347,000 | 16,306,188 | |
Credit Suisse Group AG (7.500% to 7-17-23, then 5 Year U.S. Swap Rate + 4.600%) (C)(E) | 7.500 | 07-17-23 | 20,136,000 | 22,024,757 | |
Credit Suisse Group AG (7.500% to 12-11-23, then 5 Year U.S. Swap Rate + 4.598%) (C)(E) | 7.500 | 12-11-23 | 10,408,000 | 11,527,006 | |
Lazard Group LLC | 4.375 | 03-11-29 | 14,330,000 | 16,399,927 | |
Macquarie Bank, Ltd. (C) | 3.624 | 06-03-30 | 17,809,000 | 18,869,113 | |
Macquarie Bank, Ltd. (C)(D) | 4.875 | 06-10-25 | 21,865,000 | 24,581,211 | |
Morgan Stanley (2.188% to 4-28-25, then SOFR + 1.990%) | 2.188 | 04-28-26 | 63,469,000 | 66,090,272 | |
Morgan Stanley | 3.875 | 01-27-26 | 21,682,000 | 24,409,239 | |
Raymond James Financial, Inc. | 4.650 | 04-01-30 | 10,365,000 | 12,418,979 | |
The Goldman Sachs Group, Inc. | 3.850 | 01-26-27 | 52,675,000 | 58,818,942 | |
UBS Group AG (6.875% to 3-22-21, then 5 Year U.S. Swap Rate + 5.497%) (E) | 6.875 | 03-22-21 | 19,719,000 | 19,769,086 | |
UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (C)(E) | 7.000 | 01-31-24 | 16,988,000 | 18,580,625 | |
Consumer finance 0.6% | |||||
Ally Financial, Inc. | 5.125 | 09-30-24 | 34,832,000 | 39,745,387 | |
Ally Financial, Inc. | 5.800 | 05-01-25 | 16,584,000 | 19,453,213 | |
Credito Real SAB de CV (9.125% to 11-29-22, then 5 Year CMT + 7.026%) (C)(E) | 9.125 | 11-29-22 | 9,375,000 | 9,286,734 | |
Discover Financial Services | 4.100 | 02-09-27 | 9,359,000 | 10,573,360 | |
Enova International, Inc. (C) | 8.500 | 09-01-24 | 3,051,000 | 3,104,393 | |
Enova International, Inc. (C) | 8.500 | 09-15-25 | 15,665,000 | 16,056,625 | |
OneMain Finance Corp. | 6.875 | 03-15-25 | 5,750,000 | 6,485,310 | |
OneMain Finance Corp. | 8.875 | 06-01-25 | 7,417,000 | 8,148,316 | |
Unifin Financiera SAB de CV (C) | 9.875 | 01-28-29 | 22,960,000 | 24,050,600 | |
Diversified financial services 0.9% | |||||
Brightstar Escrow Corp. (C) | 9.750 | 10-15-25 | 7,887,000 | 8,379,938 | |
GE Capital International Funding Company Unlimited Company | 4.418 | 11-15-35 | 37,028,000 | 42,287,405 | |
Gogo Intermediate Holdings LLC (C) | 9.875 | 05-01-24 | 11,436,000 | 12,065,552 | |
Jefferies Financial Group, Inc. | 5.500 | 10-18-23 | 15,718,000 | 17,133,668 | |
Jefferies Group LLC | 4.150 | 01-23-30 | 24,170,000 | 27,380,882 | |
Jefferies Group LLC | 4.850 | 01-15-27 | 30,455,000 | 35,775,862 | |
Operadora de Servicios Mega SA de CV (C) | 8.250 | 02-11-25 | 10,104,000 | 10,521,598 | |
Trident TPI Holdings, Inc. (C) | 6.625 | 11-01-25 | 4,032,000 | 4,092,480 | |
Voya Financial, Inc. (5.650% to 5-15-23, then 3 month LIBOR + 3.580%) | 5.650 | 05-15-53 | 33,960,000 | 36,227,170 | |
Insurance 1.6% | |||||
Athene Holding, Ltd. | 3.500 | 01-15-31 | 13,118,000 | 13,667,560 | |
AXA SA | 8.600 | 12-15-30 | 11,242,000 | 17,546,281 | |
Brighthouse Financial, Inc. | 3.700 | 06-22-27 | 23,774,000 | 25,914,305 |
12 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Financials (continued) | |||||
Insurance (continued) | |||||
CNA Financial Corp. | 2.050 | 08-15-30 | 11,031,000 | $10,821,443 | |
CNO Financial Group, Inc. | 5.250 | 05-30-25 | 11,065,000 | 12,719,783 | |
CNO Financial Group, Inc. | 5.250 | 05-30-29 | 29,168,000 | 34,348,190 | |
Liberty Mutual Group, Inc. (C) | 3.951 | 10-15-50 | 14,028,000 | 15,404,595 | |
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) | 6.400 | 12-15-36 | 23,482,000 | 29,918,281 | |
MetLife, Inc. (9.250% to 4-8-38, then 3 month LIBOR + 5.540%) (C) | 9.250 | 04-08-38 | 6,634,000 | 10,094,808 | |
New York Life Insurance Company (C) | 3.750 | 05-15-50 | 13,513,000 | 15,019,507 | |
Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (C) | 2.750 | 01-21-51 | 38,069,000 | 37,749,709 | |
Nippon Life Insurance Company (5.100% to 10-16-24, then 5 Year ICE Swap Rate + 3.650%) (C) | 5.100 | 10-16-44 | 20,670,000 | 22,943,700 | |
Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%) | 5.875 | 09-15-42 | 49,480,000 | 52,280,255 | |
SBL Holdings, Inc. (C) | 5.000 | 02-18-31 | 25,288,000 | 25,126,217 | |
Teachers Insurance & Annuity Association of America (C) | 4.270 | 05-15-47 | 24,909,000 | 29,186,550 | |
Thrifts and mortgage finance 0.1% | |||||
Nationstar Mortgage Holdings, Inc. (C) | 5.125 | 12-15-30 | 10,058,000 | 10,260,568 | |
Nationstar Mortgage Holdings, Inc. (C) | 5.500 | 08-15-28 | 10,311,000 | 10,594,553 | |
Nationstar Mortgage Holdings, Inc. (C) | 6.000 | 01-15-27 | 6,021,000 | 6,322,050 | |
Radian Group, Inc. | 4.500 | 10-01-24 | 8,102,000 | 8,507,100 | |
Health care 3.6% | 798,456,392 | ||||
Biotechnology 0.7% | |||||
AbbVie, Inc. | 3.200 | 11-21-29 | 56,322,000 | 60,890,502 | |
AbbVie, Inc. | 4.250 | 11-21-49 | 16,102,000 | 18,589,244 | |
Gilead Sciences, Inc. | 2.800 | 10-01-50 | 27,607,000 | 25,488,672 | |
Shire Acquisitions Investments Ireland DAC | 3.200 | 09-23-26 | 37,258,000 | 40,775,504 | |
Health care equipment and supplies 0.1% | |||||
Varex Imaging Corp. (C) | 7.875 | 10-15-27 | 9,388,000 | 10,303,330 | |
Health care providers and services 2.3% | |||||
AmerisourceBergen Corp. | 2.800 | 05-15-30 | 25,603,000 | 26,852,555 | |
Anthem, Inc. | 2.250 | 05-15-30 | 9,636,000 | 9,709,408 | |
Centene Corp. | 2.500 | 03-01-31 | 25,789,000 | 24,943,121 | |
Centene Corp. | 3.000 | 10-15-30 | 21,643,000 | 21,982,795 | |
Centene Corp. | 3.375 | 02-15-30 | 8,535,000 | 8,771,420 | |
Centene Corp. | 4.250 | 12-15-27 | 6,580,000 | 6,851,425 | |
Centene Corp. | 4.625 | 12-15-29 | 9,945,000 | 10,730,655 | |
Centene Corp. (C) | 5.375 | 06-01-26 | 17,583,000 | 18,372,301 | |
CVS Health Corp. | 2.700 | 08-21-40 | 17,949,000 | 17,041,490 | |
CVS Health Corp. | 3.000 | 08-15-26 | 5,073,000 | 5,507,173 | |
CVS Health Corp. | 3.750 | 04-01-30 | 22,401,000 | 25,047,414 | |
CVS Health Corp. | 4.300 | 03-25-28 | 30,434,000 | 35,032,548 | |
CVS Health Corp. | 5.050 | 03-25-48 | 30,877,000 | 38,997,122 | |
DaVita, Inc. (C) | 3.750 | 02-15-31 | 20,287,000 | 19,332,395 | |
DaVita, Inc. (C) | 4.625 | 06-01-30 | 22,157,000 | 22,544,748 | |
Encompass Health Corp. | 4.500 | 02-01-28 | 8,919,000 | 9,272,282 | |
Encompass Health Corp. | 4.625 | 04-01-31 | 8,128,000 | 8,633,964 | |
Fresenius Medical Care US Finance III, Inc. (C) | 2.375 | 02-16-31 | 36,464,000 | 35,510,862 | |
HCA, Inc. | 4.125 | 06-15-29 | 13,528,000 | 15,270,532 | |
HCA, Inc. | 5.250 | 04-15-25 | 21,962,000 | 25,304,605 | |
HCA, Inc. | 5.250 | 06-15-26 | 18,315,000 | 21,418,095 | |
MEDNAX, Inc. (C) | 6.250 | 01-15-27 | 22,485,000 | 23,748,882 | |
Rede D'or Finance Sarl (C) | 4.500 | 01-22-30 | 31,431,000 | 31,981,043 | |
Select Medical Corp. (C) | 6.250 | 08-15-26 | 15,644,000 | 16,739,080 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
Health care (continued) | |||||
Health care providers and services (continued) | |||||
Team Health Holdings, Inc. (C) | 6.375 | 02-01-25 | 3,197,000 | $2,877,300 | |
Universal Health Services, Inc. (C) | 2.650 | 10-15-30 | 13,849,000 | 13,693,337 | |
Universal Health Services, Inc. (C) | 5.000 | 06-01-26 | 28,600,000 | 29,386,500 | |
Life sciences tools and services 0.0% | |||||
Charles River Laboratories International, Inc. (C) | 4.250 | 05-01-28 | 3,981,000 | 4,155,169 | |
Pharmaceuticals 0.5% | |||||
Bausch Health Companies, Inc. (C) | 5.250 | 01-30-30 | 9,478,000 | 9,636,283 | |
Bausch Health Companies, Inc. (C) | 6.125 | 04-15-25 | 22,322,000 | 22,856,835 | |
Bausch Health Companies, Inc. (C) | 6.250 | 02-15-29 | 23,632,000 | 25,184,622 | |
Catalent Pharma Solutions, Inc. (C) | 3.125 | 02-15-29 | 3,803,000 | 3,757,288 | |
Catalent Pharma Solutions, Inc. (C) | 5.000 | 07-15-27 | 3,705,000 | 3,899,513 | |
Royalty Pharma PLC (C) | 1.750 | 09-02-27 | 11,002,000 | 11,018,210 | |
Viatris, Inc. (C) | 2.300 | 06-22-27 | 11,686,000 | 12,051,580 | |
Viatris, Inc. (C) | 2.700 | 06-22-30 | 23,971,000 | 24,296,588 | |
Industrials 6.6% | 1,487,883,508 | ||||
Aerospace and defense 1.2% | |||||
BAE Systems PLC (C) | 1.900 | 02-15-31 | 28,219,000 | 27,337,828 | |
DAE Funding LLC (C) | 2.625 | 03-20-25 | 24,111,000 | 24,417,210 | |
Howmet Aerospace, Inc. | 5.125 | 10-01-24 | 19,813,000 | 21,544,656 | |
Huntington Ingalls Industries, Inc. | 3.844 | 05-01-25 | 5,943,000 | 6,549,986 | |
Huntington Ingalls Industries, Inc. | 4.200 | 05-01-30 | 24,364,000 | 27,991,945 | |
Kratos Defense & Security Solutions, Inc. (C) | 6.500 | 11-30-25 | 12,059,000 | 12,571,508 | |
The Boeing Company | 3.200 | 03-01-29 | 43,636,000 | 44,847,959 | |
The Boeing Company | 5.040 | 05-01-27 | 34,828,000 | 40,140,430 | |
The Boeing Company | 5.805 | 05-01-50 | 17,216,000 | 22,207,788 | |
TransDigm, Inc. | 5.500 | 11-15-27 | 40,678,000 | 41,788,509 | |
Air freight and logistics 0.1% | |||||
Simpar Europe SA (C) | 5.200 | 01-26-31 | 6,695,000 | 6,761,950 | |
Watco Companies LLC (C) | 6.500 | 06-15-27 | 3,034,000 | 3,260,185 | |
XPO Logistics, Inc. (C) | 6.250 | 05-01-25 | 2,265,000 | 2,432,723 | |
Airlines 2.4% | |||||
Air Canada 2013-1 Class A Pass Through Trust (C) | 4.125 | 05-15-25 | 9,995,427 | 9,797,467 | |
Air Canada 2017-1 Class B Pass Through Trust (C) | 3.700 | 01-15-26 | 11,453,988 | 10,955,517 | |
Alaska Airlines 2020-1 Class B Pass Through Trust (C) | 8.000 | 08-15-25 | 5,794,913 | 6,475,113 | |
American Airlines 2001-01 Pass Through Trust | 6.977 | 05-23-21 | 823,110 | 820,139 | |
American Airlines 2015-1 Class A Pass Through Trust | 3.375 | 05-01-27 | 51,576,405 | 50,197,866 | |
American Airlines 2015-1 Class B Pass Through Trust | 3.700 | 05-01-23 | 5,771,575 | 5,338,767 | |
American Airlines 2016-1 Class A Pass Through Trust (D) | 4.100 | 01-15-28 | 22,538,483 | 22,036,076 | |
American Airlines 2017-1 Class A Pass Through Trust | 4.000 | 02-15-29 | 7,176,575 | 6,611,024 | |
American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 16,619,225 | 16,818,046 | |
American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 15,601,667 | 14,709,273 | |
American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 23,543,397 | 22,013,076 | |
American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 16,494,851 | 16,332,917 | |
British Airways 2013-1 Class A Pass Through Trust (C) | 4.625 | 06-20-24 | 11,863,980 | 12,291,285 | |
British Airways 2018-1 Class A Pass Through Trust (C) | 4.125 | 09-20-31 | 8,288,663 | 8,287,183 | |
British Airways 2020-1 Class A Pass Through Trust (C) | 4.250 | 11-15-32 | 12,774,823 | 13,723,812 | |
British Airways 2020-1 Class B Pass Through Trust (C) | 8.375 | 11-15-28 | 10,592,562 | 12,081,115 | |
Continental Airlines 2007-1 Class A Pass Through Trust | 5.983 | 04-19-22 | 6,385,616 | 6,490,592 | |
Delta Air Lines 2002-1 Class G-1 Pass Through Trust | 6.718 | 01-02-23 | 2,302,225 | 2,336,968 | |
Delta Air Lines, Inc. | 2.900 | 10-28-24 | 38,627,000 | 38,445,435 | |
Delta Air Lines, Inc. | 3.800 | 04-19-23 | 24,159,000 | 24,765,836 |
14 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Airlines (continued) | |||||
Delta Air Lines, Inc. (D) | 4.375 | 04-19-28 | 25,890,000 | $27,195,357 | |
Delta Air Lines, Inc. (C) | 4.500 | 10-20-25 | 5,725,000 | 6,114,613 | |
JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 17,979,371 | 18,168,312 | |
United Airlines 2014-2 Class A Pass Through Trust | 3.750 | 09-03-26 | 27,929,106 | 28,766,979 | |
United Airlines 2014-2 Class B Pass Through Trust | 4.625 | 09-03-22 | 8,465,164 | 8,559,560 | |
United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 25,013,255 | 25,012,472 | |
United Airlines 2016-1 Class B Pass Through Trust | 3.650 | 01-07-26 | 25,720,868 | 25,288,485 | |
United Airlines 2018-1 Class B Pass Through Trust | 4.600 | 03-01-26 | 6,353,116 | 6,449,004 | |
United Airlines 2019-1 Class A Pass Through Trust | 4.550 | 08-25-31 | 14,484,022 | 14,819,062 | |
United Airlines 2020-1 Class A Pass Through Trust | 5.875 | 10-15-27 | 52,035,868 | 58,019,993 | |
United Airlines 2020-1 Class B Pass Through Trust | 4.875 | 01-15-26 | 12,670,000 | 13,071,259 | |
US Airways 2010-1 Class A Pass Through Trust | 6.250 | 04-22-23 | 3,598,130 | 3,562,149 | |
US Airways 2012-1 Class A Pass Through Trust | 5.900 | 10-01-24 | 5,631,983 | 5,730,765 | |
Building products 0.1% | |||||
Builders FirstSource, Inc. (C) | 5.000 | 03-01-30 | 2,354,000 | 2,473,936 | |
Builders FirstSource, Inc. (C) | 6.750 | 06-01-27 | 3,811,000 | 4,087,298 | |
Owens Corning | 3.950 | 08-15-29 | 20,149,000 | 22,602,766 | |
Commercial services and supplies 0.5% | |||||
APX Group, Inc. (D) | 7.625 | 09-01-23 | 20,382,000 | 21,191,165 | |
Cimpress PLC (C) | 7.000 | 06-15-26 | 21,585,000 | 22,765,700 | |
Clean Harbors, Inc. (C) | 4.875 | 07-15-27 | 2,960,000 | 3,085,800 | |
GFL Environmental, Inc. (C) | 3.500 | 09-01-28 | 20,763,000 | 20,295,833 | |
Graphic Packaging International LLC (C) | 3.500 | 03-01-29 | 15,441,000 | 15,518,205 | |
LSC Communications, Inc. (C)(F) | 8.750 | 10-15-23 | 19,591,000 | 1,371,370 | |
Prime Security Services Borrower LLC (C) | 3.375 | 08-31-27 | 3,310,000 | 3,226,853 | |
Prime Security Services Borrower LLC (C) | 6.250 | 01-15-28 | 12,325,000 | 12,767,837 | |
Stericycle, Inc. (C) | 3.875 | 01-15-29 | 4,547,000 | 4,579,511 | |
Williams Scotsman International, Inc. (C) | 4.625 | 08-15-28 | 3,903,000 | 4,010,333 | |
Construction and engineering 0.2% | |||||
AECOM | 5.125 | 03-15-27 | 22,916,000 | 25,035,730 | |
MasTec, Inc. (C) | 4.500 | 08-15-28 | 10,219,000 | 10,680,899 | |
Picasso Finance Sub, Inc. (C) | 6.125 | 06-15-25 | 1,866,000 | 1,992,366 | |
Tutor Perini Corp. (C)(D) | 6.875 | 05-01-25 | 3,258,000 | 3,298,725 | |
Industrial conglomerates 0.3% | |||||
General Electric Company | 4.250 | 05-01-40 | 30,909,000 | 34,323,502 | |
General Electric Company | 5.550 | 01-05-26 | 33,288,000 | 39,683,339 | |
Machinery 0.2% | |||||
ATS Automation Tooling Systems, Inc. (C) | 4.125 | 12-15-28 | 2,898,000 | 2,930,747 | |
Clark Equipment Company (C) | 5.875 | 06-01-25 | 2,794,000 | 2,947,670 | |
Flowserve Corp. | 3.500 | 10-01-30 | 12,857,000 | 13,618,753 | |
Hillenbrand, Inc. | 5.750 | 06-15-25 | 5,132,000 | 5,491,240 | |
JB Poindexter & Company, Inc. (C) | 7.125 | 04-15-26 | 7,377,000 | 7,782,735 | |
Vertical U.S. Newco, Inc. (C) | 5.250 | 07-15-27 | 6,702,000 | 6,986,835 | |
Professional services 0.4% | |||||
CoStar Group, Inc. (C) | 2.800 | 07-15-30 | 30,088,000 | 30,361,291 | |
IHS Markit, Ltd. (C) | 4.000 | 03-01-26 | 18,813,000 | 20,942,632 | |
IHS Markit, Ltd. (C) | 4.750 | 02-15-25 | 10,406,000 | 11,742,130 | |
IHS Markit, Ltd. | 4.750 | 08-01-28 | 14,577,000 | 17,136,721 | |
TriNet Group, Inc. (C) | 3.500 | 03-01-29 | 12,203,000 | 12,096,224 | |
Road and rail 0.2% | |||||
Uber Technologies, Inc. (C) | 7.500 | 05-15-25 | 16,479,000 | 17,715,090 | |
Uber Technologies, Inc. (C) | 7.500 | 09-15-27 | 28,351,000 | 31,008,906 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
Industrials (continued) | |||||
Trading companies and distributors 0.9% | |||||
AerCap Ireland Capital DAC | 1.750 | 01-30-26 | 28,153,000 | $27,523,560 | |
AerCap Ireland Capital DAC | 2.875 | 08-14-24 | 26,769,000 | 27,880,941 | |
AerCap Ireland Capital DAC | 3.650 | 07-21-27 | 8,425,000 | 8,958,966 | |
Ahern Rentals, Inc. (C) | 7.375 | 05-15-23 | 14,914,000 | 12,527,760 | |
Air Lease Corp. | 2.875 | 01-15-26 | 12,722,000 | 13,240,818 | |
Air Lease Corp. | 3.625 | 12-01-27 | 10,511,000 | 11,232,563 | |
Aircastle, Ltd. | 5.500 | 02-15-22 | 13,596,000 | 14,195,588 | |
Ashtead Capital, Inc. (C) | 4.250 | 11-01-29 | 9,234,000 | 10,041,975 | |
Ashtead Capital, Inc. (C) | 4.375 | 08-15-27 | 15,640,000 | 16,461,100 | |
Boise Cascade Company (C) | 4.875 | 07-01-30 | 3,222,000 | 3,434,491 | |
H&E Equipment Services, Inc. (C) | 3.875 | 12-15-28 | 18,668,000 | 17,967,950 | |
United Rentals North America, Inc. | 3.875 | 11-15-27 | 13,783,000 | 14,357,613 | |
United Rentals North America, Inc. | 3.875 | 02-15-31 | 8,759,000 | 8,957,172 | |
United Rentals North America, Inc. | 4.875 | 01-15-28 | 24,504,000 | 25,912,980 | |
Transportation infrastructure 0.1% | |||||
Adani Ports & Special Economic Zone, Ltd. (C) | 3.100 | 02-02-31 | 18,907,000 | 18,299,695 | |
Information technology 4.8% | 1,069,920,990 | ||||
Communications equipment 0.5% | |||||
Motorola Solutions, Inc. | 2.300 | 11-15-30 | 29,376,000 | 28,807,281 | |
Motorola Solutions, Inc. | 4.600 | 02-23-28 | 37,982,000 | 44,364,066 | |
Motorola Solutions, Inc. | 4.600 | 05-23-29 | 9,004,000 | 10,491,965 | |
Telefonaktiebolaget LM Ericsson | 4.125 | 05-15-22 | 27,193,000 | 28,154,952 | |
IT services 0.4% | |||||
Gartner, Inc. (C) | 3.750 | 10-01-30 | 3,903,000 | 3,951,788 | |
Gartner, Inc. (C) | 4.500 | 07-01-28 | 4,885,000 | 5,129,250 | |
PayPal Holdings, Inc. | 2.850 | 10-01-29 | 38,042,000 | 40,709,523 | |
Sabre GLBL, Inc. (C) | 7.375 | 09-01-25 | 12,762,000 | 13,817,545 | |
Tempo Acquisition LLC (C) | 6.750 | 06-01-25 | 6,270,000 | 6,434,588 | |
VeriSign, Inc. | 5.250 | 04-01-25 | 10,167,000 | 11,361,623 | |
Visa, Inc. | 2.700 | 04-15-40 | 12,354,000 | 12,576,981 | |
Semiconductors and semiconductor equipment 2.4% | |||||
Broadcom Corp. | 3.125 | 01-15-25 | 20,027,000 | 21,436,538 | |
Broadcom, Inc. | 4.700 | 04-15-25 | 30,734,000 | 34,691,210 | |
Broadcom, Inc. | 4.750 | 04-15-29 | 94,673,000 | 108,498,305 | |
Broadcom, Inc. | 5.000 | 04-15-30 | 36,018,000 | 41,865,494 | |
KLA Corp. | 4.100 | 03-15-29 | 21,329,000 | 24,695,085 | |
Lam Research Corp. | 4.875 | 03-15-49 | 19,751,000 | 26,615,638 | |
Marvell Technology Group, Ltd. | 4.875 | 06-22-28 | 28,561,000 | 33,654,812 | |
Microchip Technology, Inc. (C) | 4.250 | 09-01-25 | 6,587,000 | 6,911,650 | |
Micron Technology, Inc. | 4.185 | 02-15-27 | 61,785,000 | 70,334,606 | |
Micron Technology, Inc. | 4.975 | 02-06-26 | 11,668,000 | 13,529,368 | |
Micron Technology, Inc. | 5.327 | 02-06-29 | 50,980,000 | 61,628,507 | |
NVIDIA Corp. | 2.850 | 04-01-30 | 26,354,000 | 28,346,702 | |
NXP BV (C) | 3.400 | 05-01-30 | 9,090,000 | 9,892,081 | |
NXP BV (C) | 3.875 | 06-18-26 | 36,894,000 | 41,101,649 | |
Qorvo, Inc. (C) | 3.375 | 04-01-31 | 11,130,000 | 11,130,000 | |
Software 0.5% | |||||
Autodesk, Inc. | 2.850 | 01-15-30 | 10,308,000 | 10,911,478 | |
Crowdstrike Holdings, Inc. | 3.000 | 02-15-29 | 3,241,000 | 3,241,000 | |
Infor, Inc. (C) | 1.750 | 07-15-25 | 7,620,000 | 7,770,450 | |
j2 Global, Inc. (C) | 4.625 | 10-15-30 | 13,503,000 | 14,010,713 |
16 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Information technology (continued) | |||||
Software (continued) | |||||
Microsoft Corp. | 2.525 | 06-01-50 | 19,796,000 | $18,601,568 | |
Oracle Corp. | 2.950 | 04-01-30 | 50,631,000 | 54,487,169 | |
PTC, Inc. (C) | 4.000 | 02-15-28 | 3,903,000 | 4,015,211 | |
Technology hardware, storage and peripherals 1.0% | |||||
Atento Luxco 1 SA (C) | 8.000 | 02-10-26 | 8,539,000 | 8,960,143 | |
CDW LLC | 3.250 | 02-15-29 | 8,552,000 | 8,415,168 | |
Dell International LLC (C) | 4.900 | 10-01-26 | 37,320,000 | 43,141,208 | |
Dell International LLC (C) | 5.300 | 10-01-29 | 35,049,000 | 41,654,343 | |
Dell International LLC (C) | 5.850 | 07-15-25 | 9,498,000 | 11,179,880 | |
Dell International LLC (C) | 8.350 | 07-15-46 | 21,827,000 | 33,395,524 | |
Seagate HDD Cayman (C) | 4.091 | 06-01-29 | 24,565,000 | 25,494,171 | |
Seagate HDD Cayman (C) | 4.125 | 01-15-31 | 23,623,000 | 24,348,817 | |
Xerox Holdings Corp. (C) | 5.500 | 08-15-28 | 18,888,000 | 20,162,940 | |
Materials 2.4% | 545,656,399 | ||||
Chemicals 0.7% | |||||
Braskem Netherlands Finance BV (8.500% to 10-24-25, then 5 Year CMT + 8.220%) (C) | 8.500 | 01-23-81 | 20,288,000 | 22,935,584 | |
Cydsa SAB de CV (C) | 6.250 | 10-04-27 | 20,300,000 | 21,365,953 | |
FS Luxembourg Sarl (C) | 10.000 | 12-15-25 | 19,452,000 | 20,818,503 | |
INEOS Quattro Finance 2 PLC (C) | 3.375 | 01-15-26 | 4,430,000 | 4,418,925 | |
Methanex Corp. | 4.250 | 12-01-24 | 16,889,000 | 17,606,783 | |
Nutrition & Biosciences, Inc. (C) | 1.832 | 10-15-27 | 8,173,000 | 8,210,400 | |
Nutrition & Biosciences, Inc. (C) | 2.300 | 11-01-30 | 16,349,000 | 16,409,194 | |
Orbia Advance Corp. SAB de CV (C) | 5.500 | 01-15-48 | 21,077,000 | 24,212,204 | |
Valvoline, Inc. (C) | 3.625 | 06-15-31 | 17,468,000 | 17,205,980 | |
WR Grace & Company (C) | 4.875 | 06-15-27 | 8,552,000 | 8,866,714 | |
Construction materials 0.5% | |||||
Cemex SAB de CV (C) | 3.875 | 07-11-31 | 19,058,000 | 19,017,978 | |
Cemex SAB de CV (C) | 5.200 | 09-17-30 | 17,916,000 | 19,452,297 | |
Cemex SAB de CV (C)(D) | 7.375 | 06-05-27 | 20,397,000 | 22,903,791 | |
Standard Industries, Inc. (C) | 3.375 | 01-15-31 | 7,644,000 | 7,317,525 | |
Standard Industries, Inc. (C) | 5.000 | 02-15-27 | 3,699,000 | 3,819,218 | |
US Concrete, Inc. (C) | 5.125 | 03-01-29 | 6,849,000 | 7,054,470 | |
Vulcan Materials Company | 3.500 | 06-01-30 | 19,254,000 | 21,307,315 | |
Containers and packaging 0.2% | |||||
Ardagh Packaging Finance PLC (C) | 6.000 | 02-15-25 | 15,450,000 | 15,970,665 | |
Graham Packaging Company, Inc. (C) | 7.125 | 08-15-28 | 1,313,000 | 1,419,406 | |
Mauser Packaging Solutions Holding Company (C) | 8.500 | 04-15-24 | 2,721,000 | 2,802,630 | |
Owens-Brockway Glass Container, Inc. (C) | 6.625 | 05-13-27 | 8,687,000 | 9,316,808 | |
Reynolds Group Issuer, Inc. (C) | 4.000 | 10-15-27 | 20,391,000 | 20,327,176 | |
Metals and mining 0.8% | |||||
Anglo American Capital PLC (C) | 4.750 | 04-10-27 | 16,430,000 | 19,254,174 | |
Arconic Corp. (C) | 6.000 | 05-15-25 | 5,802,000 | 6,164,625 | |
Arconic Corp. (C) | 6.125 | 02-15-28 | 10,185,000 | 10,748,536 | |
Commercial Metals Company | 5.375 | 07-15-27 | 5,017,000 | 5,318,020 | |
CSN Islands XI Corp. (C) | 6.750 | 01-28-28 | 21,468,000 | 23,185,440 | |
First Quantum Minerals, Ltd. (C) | 6.875 | 03-01-26 | 9,625,000 | 10,046,094 | |
First Quantum Minerals, Ltd. (C) | 6.875 | 10-15-27 | 15,223,000 | 16,516,955 | |
First Quantum Minerals, Ltd. (C) | 7.250 | 04-01-23 | 5,714,000 | 5,828,280 | |
First Quantum Minerals, Ltd. (C) | 7.500 | 04-01-25 | 11,526,000 | 11,900,595 | |
Freeport-McMoRan, Inc. | 4.625 | 08-01-30 | 17,242,000 | 19,056,893 | |
Freeport-McMoRan, Inc. | 5.450 | 03-15-43 | 15,571,000 | 19,346,968 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 17 |
Rate (%) | Maturity date | Par value^ | Value | ||
Materials (continued) | |||||
Metals and mining (continued) | |||||
Hudbay Minerals, Inc. (C) | 4.500 | 04-01-26 | 3,959,000 | $4,010,982 | |
JW Aluminum Continuous Cast Company (C) | 10.250 | 06-01-26 | 7,771,000 | 8,198,405 | |
Newmont Corp. | 2.800 | 10-01-29 | 12,732,000 | 13,440,722 | |
Volcan Cia Minera SAA (C) | 4.375 | 02-11-26 | 4,199,000 | 4,319,721 | |
Paper and forest products 0.2% | |||||
Georgia-Pacific LLC (C) | 2.300 | 04-30-30 | 39,493,000 | 40,702,420 | |
Inversiones CMPC SA (C) | 3.850 | 01-13-30 | 8,078,000 | 8,784,825 | |
Norbord, Inc. (C) | 6.250 | 04-15-23 | 5,540,000 | 6,073,225 | |
Real estate 2.4% | 537,935,101 | ||||
Equity real estate investment trusts 2.4% | |||||
American Homes 4 Rent LP | 4.250 | 02-15-28 | 27,050,000 | 30,376,434 | |
American Tower Corp. | 3.550 | 07-15-27 | 39,138,000 | 43,154,839 | |
American Tower Corp. | 3.800 | 08-15-29 | 15,228,000 | 16,997,544 | |
Crown Castle International Corp. | 2.250 | 01-15-31 | 24,002,000 | 23,577,010 | |
Crown Castle International Corp. | 3.300 | 07-01-30 | 6,779,000 | 7,279,913 | |
Crown Castle International Corp. | 3.650 | 09-01-27 | 32,455,000 | 36,052,555 | |
Crown Castle International Corp. | 3.800 | 02-15-28 | 13,032,000 | 14,479,966 | |
Crown Castle International Corp. | 4.150 | 07-01-50 | 6,170,000 | 6,782,301 | |
CyrusOne LP | 2.150 | 11-01-30 | 11,327,000 | 10,683,626 | |
CyrusOne LP | 3.450 | 11-15-29 | 22,434,000 | 23,597,203 | |
Equinix, Inc. | 1.550 | 03-15-28 | 26,484,000 | 25,982,062 | |
Equinix, Inc. | 1.800 | 07-15-27 | 15,275,000 | 15,361,295 | |
Equinix, Inc. | 3.200 | 11-18-29 | 34,363,000 | 36,521,105 | |
Equinix, Inc. | 5.375 | 05-15-27 | 13,786,000 | 14,897,122 | |
GLP Capital LP | 5.375 | 04-15-26 | 21,870,000 | 25,112,446 | |
Host Hotels & Resorts LP | 3.375 | 12-15-29 | 30,722,000 | 30,942,349 | |
Host Hotels & Resorts LP | 3.500 | 09-15-30 | 20,015,000 | 20,335,902 | |
Host Hotels & Resorts LP | 4.500 | 02-01-26 | 12,386,000 | 13,502,125 | |
Iron Mountain, Inc. (C) | 4.875 | 09-15-29 | 11,704,000 | 11,938,080 | |
Iron Mountain, Inc. (C) | 5.250 | 07-15-30 | 15,892,000 | 16,348,895 | |
MGM Growth Properties Operating Partnership LP (C) | 3.875 | 02-15-29 | 11,695,000 | 11,841,188 | |
SBA Communications Corp. | 3.875 | 02-15-27 | 21,314,000 | 22,092,600 | |
SBA Tower Trust (C) | 2.836 | 01-15-25 | 22,542,000 | 23,900,491 | |
Uniti Group LP (C) | 6.500 | 02-15-29 | 8,691,000 | 8,756,183 | |
Ventas Realty LP | 3.500 | 02-01-25 | 19,079,000 | 20,715,635 | |
VICI Properties LP (C) | 4.125 | 08-15-30 | 11,387,000 | 11,842,480 | |
VICI Properties LP (C) | 4.625 | 12-01-29 | 14,160,000 | 14,863,752 | |
Utilities 1.7% | 391,537,719 | ||||
Electric utilities 1.1% | |||||
ABY Transmision Sur SA (C) | 6.875 | 04-30-43 | 10,768,639 | 14,443,545 | |
DPL, Inc. (C) | 4.125 | 07-01-25 | 11,930,000 | 12,765,100 | |
Emera US Finance LP | 3.550 | 06-15-26 | 13,412,000 | 14,755,105 | |
FirstEnergy Corp. | 2.650 | 03-01-30 | 13,221,000 | 13,061,026 | |
Instituto Costarricense de Electricidad (C) | 6.375 | 05-15-43 | 9,810,000 | 8,252,663 | |
Israel Electric Corp., Ltd. (C) | 6.875 | 06-21-23 | 6,705,000 | 7,574,007 | |
NextEra Energy Capital Holdings, Inc. | 3.550 | 05-01-27 | 45,015,000 | 50,514,799 | |
NRG Energy, Inc. (C) | 2.450 | 12-02-27 | 21,080,000 | 21,304,422 | |
NRG Energy, Inc. (C) | 3.375 | 02-15-29 | 3,544,000 | 3,508,170 | |
NRG Energy, Inc. (C) | 3.625 | 02-15-31 | 9,853,000 | 9,705,205 | |
NRG Energy, Inc. (C) | 4.450 | 06-15-29 | 15,296,000 | 16,986,106 | |
Vistra Operations Company LLC (C) | 3.700 | 01-30-27 | 36,203,000 | 39,229,027 |
18 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Utilities (continued) | |||||
Electric utilities (continued) | |||||
Vistra Operations Company LLC (C) | 4.300 | 07-15-29 | 32,027,000 | $35,675,853 | |
Gas utilities 0.2% | |||||
AmeriGas Partners LP | 5.500 | 05-20-25 | 17,179,000 | 18,805,851 | |
Infraestructura Energetica Nova SAB de CV (C) | 4.750 | 01-15-51 | 31,747,000 | 31,881,925 | |
Independent power and renewable electricity producers 0.3% | |||||
AES Panama Generation Holdings SRL (C) | 4.375 | 05-31-30 | 16,304,000 | 17,270,827 | |
Greenko Dutch BV (C) | 4.875 | 07-24-22 | 11,955,000 | 12,009,754 | |
Greenko Dutch BV (C)(D) | 5.250 | 07-24-24 | 7,105,000 | 7,327,031 | |
LLPL Capital Pte, Ltd. (C)(D) | 6.875 | 02-04-39 | 3,317,856 | 3,963,843 | |
NextEra Energy Operating Partners LP (C) | 3.875 | 10-15-26 | 15,439,000 | 16,519,576 | |
NextEra Energy Operating Partners LP (C) | 4.500 | 09-15-27 | 5,144,000 | 5,728,873 | |
Multi-utilities 0.1% | |||||
Dominion Energy, Inc. | 3.375 | 04-01-30 | 16,637,000 | 18,182,557 | |
NiSource, Inc. | 3.600 | 05-01-30 | 10,847,000 | 12,072,454 | |
Municipal bonds 0.3% | $59,353,050 | ||||
(Cost $57,248,674) | |||||
New Jersey Transportation Trust Fund Authority | 4.081 | 06-15-39 | 21,809,000 | 23,388,626 | |
New Jersey Transportation Trust Fund Authority | 4.131 | 06-15-42 | 1,745,000 | 1,890,865 | |
State Board of Administration Finance Corp. (Florida) | 1.705 | 07-01-27 | 33,300,000 | 34,073,559 | |
Term loans 0.0% | $3,634,214 | ||||
(Cost $3,639,875) | |||||
Materials 0.0% | 3,634,214 | ||||
Containers and packaging 0.0% | |||||
Mauser Packaging Solutions Holding Company, 2017 Term Loan B (H) | TBD | 04-03-24 | 3,700,000 | 3,634,214 | |
Collateralized mortgage obligations 5.1% | $1,151,355,574 | ||||
(Cost $1,228,891,497) | |||||
Commercial and residential 3.9% | 882,796,533 | ||||
Angel Oak Mortgage Trust LLC Series 2020-R1, Class A1 (C)(I) | 0.990 | 04-25-53 | 29,386,529 | 29,504,448 | |
AOA Mortgage Trust Series 2015-1177, Class C (C)(I) | 3.010 | 12-13-29 | 6,896,000 | 6,893,587 | |
Arroyo Mortgage Trust | |||||
Series 2018-1, Class A1 (C)(I) | 3.763 | 04-25-48 | 17,924,368 | 18,038,856 | |
Series 2019-2, Class A1 (C)(I) | 3.347 | 04-25-49 | 17,633,307 | 18,171,142 | |
Series 2019-3, Class A1 (C)(I) | 2.962 | 10-25-48 | 10,880,624 | 11,111,327 | |
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR, Class ENM (C)(I) | 3.719 | 11-05-32 | 11,565,000 | 9,556,324 | |
Barclays Commercial Mortgage Trust Series 2019-C5, Class A2 | 3.043 | 11-15-52 | 15,513,000 | 16,447,919 | |
BBCMS Mortgage Trust Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 10,593,000 | 11,105,507 | |
BBCMS Trust | |||||
Series 2015-MSQ, Class D (C)(I) | 3.990 | 09-15-32 | 7,340,000 | 7,505,919 | |
Series 2015-SRCH, Class D (C)(I) | 4.957 | 08-10-35 | 15,436,000 | 17,118,498 | |
Bear Stearns Commercial Mortgage Securities Trust Series 2005-PWR8, Class X1 IO (C) | 0.716 | 06-11-41 | 17,032 | 22 | |
Benchmark Mortgage Trust | |||||
Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 21,935,000 | 23,157,146 | |
Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 20,055,000 | 21,160,101 | |
BRAVO Residential Funding Trust Series 2019-NQM1, Class A1 (C)(I) | 2.666 | 07-25-59 | 6,763,577 | 6,907,039 | |
Bunker Hill Loan Depositary Trust Series 2019-1, Class A1 (C) | 3.613 | 10-26-48 | 2,021,498 | 2,023,234 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 19 |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
BWAY Mortgage Trust Series 2015-1740, Class XA IO (C) | 0.896 | 01-10-35 | 123,773,000 | $989,058 | |
BX Commercial Mortgage Trust | |||||
Series 2018-BIOA, Class D (1 month LIBOR + 1.321%) (B)(C) | 1.433 | 03-15-37 | 15,092,000 | 15,101,082 | |
Series 2020-VKNG, Class A (1 month LIBOR + 0.930%) (B)(C) | 1.042 | 10-15-37 | 25,337,000 | 25,406,084 | |
CAMB Commercial Mortgage Trust | |||||
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (B)(C) | 1.862 | 12-15-37 | 6,315,000 | 6,324,747 | |
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (B)(C) | 2.662 | 12-15-37 | 10,788,000 | 10,794,458 | |
CGDBB Commercial Mortgage Trust Series 2017-BIOC, Class E (1 month LIBOR + 2.150%) (B)(C) | 2.262 | 07-15-32 | 15,114,576 | 15,122,885 | |
Citigroup Commercial Mortgage Trust | |||||
Series 2019-PRM, Class A (C) | 3.341 | 05-10-36 | 12,860,000 | 13,684,693 | |
Series 2019-SMRT, Class A (C) | 4.149 | 01-10-36 | 9,123,000 | 9,892,261 | |
COLT Mortgage Loan Trust | |||||
Series 2019-2, Class A1 (C)(I) | 3.337 | 05-25-49 | 3,958,402 | 3,963,124 | |
Series 2020-1, Class A1 (C)(I) | 2.488 | 02-25-50 | 7,127,909 | 7,211,968 | |
COLT Trust Series 2020-RPL1, Class A1 (C)(I) | 1.390 | 01-25-65 | 38,761,937 | 38,708,399 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR2, Class XA IO | 1.620 | 08-15-45 | 64,681,859 | 1,004,632 | |
Series 2012-CR3, Class XA IO | 1.844 | 10-15-45 | 92,384,868 | 1,931,463 | |
Series 2014-CR15, Class XA IO | 0.928 | 02-10-47 | 67,593,310 | 1,446,517 | |
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) Series 2018-COR3, Class XA IO | 0.442 | 05-10-51 | 224,363,367 | 6,437,187 | |
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class D (C)(I) | 4.394 | 08-10-30 | 18,413,000 | 19,145,620 | |
Series 2017-PANW, Class A (C) | 3.244 | 10-10-29 | 7,264,000 | 7,590,252 | |
Series 2020-CBM, Class A2 (C) | 2.896 | 02-10-37 | 14,666,000 | 15,281,249 | |
Credit Suisse Mortgage Capital Certificates | |||||
Series 2019-AFC1, Class A1 (C) | 2.573 | 07-25-49 | 16,744,766 | 17,160,448 | |
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (B)(C) | 1.712 | 05-15-36 | 23,820,000 | 23,955,729 | |
Series 2020-AFC1, Class A1 (C)(I) | 2.240 | 02-25-50 | 16,394,993 | 16,713,555 | |
Series 2020-NET, Class A (C) | 2.257 | 08-15-37 | 6,023,000 | 6,174,650 | |
Ellington Financial Mortgage Trust Series 2021-1, Class A1 (C)(I) | 0.797 | 02-25-66 | 15,522,000 | 15,516,280 | |
Flagstar Mortgage Trust Series 2021-1, Class A2 (C)(I) | 2.500 | 02-01-51 | 38,475,000 | 39,531,681 | |
GCAT Trust | |||||
Series 2019-NQM1, Class A1 (C) | 3.985 | 02-25-59 | 15,987,894 | 16,057,641 | |
Series 2020-NQM1, Class A1 (C) | 2.247 | 01-25-60 | 19,694,889 | 20,116,183 | |
GS Mortgage Securities Trust | |||||
Series 2005-GG4, Class XC IO (C) | 1.834 | 07-10-39 | 7,186 | 2 | |
Series 2011-GC5, Class XA IO (C) | 1.232 | 08-10-44 | 16,003,141 | 15,102 | |
Series 2015-590M, Class C (C)(I) | 3.805 | 10-10-35 | 6,950,000 | 7,244,517 | |
Series 2017-485L, Class C (C)(I) | 3.982 | 02-10-37 | 6,670,000 | 6,937,472 | |
Series 2019-GC40, Class A2 | 2.971 | 07-10-52 | 22,410,000 | 23,738,017 | |
Series 2020-UPTN, Class A (C) | 2.751 | 02-10-37 | 13,326,000 | 13,863,347 | |
GS Mortgage-Backed Securities Trust Series 2020-NQM1, Class A1 (C)(I) | 1.382 | 09-27-60 | 10,402,146 | 10,448,687 | |
HarborView Mortgage Loan Trust | |||||
Series 2007-3, Class ES IO (C) | 0.350 | 05-19-47 | 24,642,149 | 257,875 | |
Series 2007-4, Class ES IO | 0.350 | 07-19-47 | 27,581,534 | 370,097 | |
Series 2007-6, Class ES IO (C) | 0.343 | 08-19-37 | 25,585,840 | 368,523 | |
IMT Trust | |||||
Series 2017-APTS, Class AFX (C) | 3.478 | 06-15-34 | 7,744,000 | 8,241,907 | |
Series 2017-APTS, Class CFX (C)(I) | 3.497 | 06-15-34 | 6,867,000 | 7,227,115 | |
Irvine Core Office Trust | |||||
Series 2013-IRV, Class A2 (C)(I) | 3.173 | 05-15-48 | 15,925,000 | 16,753,863 | |
Series 2013-IRV, Class XA IO (C) | 1.105 | 05-15-48 | 7,838,464 | 96,001 |
20 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
JPMBB Commercial Mortgage Securities Trust Series 2013-C14, Class XA IO | 0.558 | 08-15-46 | 9,994,329 | $113,764 | |
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2011-C3, Class XA IO (C) | 0.983 | 02-15-46 | 3,262,328 | 22,706 | |
Series 2011-C4, Class XA IO (C) | 1.109 | 07-15-46 | 485,664 | 78 | |
Series 2012-HSBC, Class XA IO (C) | 1.431 | 07-05-32 | 80,578,604 | 1,278,259 | |
Series 2020-NNN, Class AFX (C) | 2.812 | 01-16-37 | 14,140,000 | 14,641,826 | |
KNDL Mortgage Trust Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (B)(C) | 1.462 | 05-15-36 | 10,496,000 | 10,554,608 | |
MFA Trust | |||||
Series 2020-NQM1, Class A1 (C)(I) | 1.479 | 03-25-65 | 7,973,149 | 8,057,974 | |
Series 2020-NQM3, Class A1 (C)(I) | 1.014 | 01-26-65 | 17,885,731 | 17,876,298 | |
Morgan Stanley Bank of America Merrill Lynch Trust | |||||
Series 2012-C5, Class XA IO (C) | 1.411 | 08-15-45 | 11,920,019 | 162,296 | |
Series 2012-C6, Class XA IO (C) | 1.605 | 11-15-45 | 7,214,088 | 125,199 | |
Morgan Stanley Capital I Trust | |||||
Series 2011-C3, Class XA IO (C) | 0.604 | 07-15-49 | 6,013,155 | 4,384 | |
Series 2017-CLS, Class D (1 month LIBOR + 1.400%) (B)(C) | 1.512 | 11-15-34 | 15,867,000 | 15,935,230 | |
MSCG Trust Series 2016-SNR, Class D (C) | 6.550 | 11-15-34 | 6,020,054 | 5,979,517 | |
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-285M, Class D (C)(I) | 3.790 | 11-15-32 | 9,223,000 | 9,372,420 | |
Series 2018-ALXA, Class C (C)(I) | 4.316 | 01-15-43 | 7,402,000 | 7,704,628 | |
OBX Trust Series 2020-EXP2, Class A3 (C)(I) | 2.500 | 05-25-60 | 16,349,675 | 16,670,501 | |
One Market Plaza Trust Series 2017-1MKT, Class D (C) | 4.146 | 02-10-32 | 5,035,000 | 5,119,735 | |
Provident Funding Mortgage Trust Series 2020-F1, Class A2 (C)(I) | 2.000 | 01-25-36 | 39,244,680 | 40,130,445 | |
Seasoned Credit Risk Transfer Trust Series 2020-2, Class MA | 2.000 | 11-25-59 | 14,096,006 | 14,405,875 | |
Starwood Mortgage Residential Trust | |||||
Series 2020-1, Class A1 (C)(I) | 2.275 | 02-25-50 | 9,851,163 | 10,053,679 | |
Series 2020-3, Class A1 (C)(I) | 1.486 | 04-25-65 | 15,346,619 | 15,528,004 | |
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (C) | 1.218 | 05-25-65 | 12,326,284 | 12,358,050 | |
Series 2021-R1, Class A1 (C)(I) | 0.820 | 10-25-63 | 25,606,651 | 25,624,245 | |
WF-RBS Commercial Mortgage Trust | |||||
Series 2011-C3, Class XA IO (C) | 1.200 | 03-15-44 | 3,435,307 | 697 | |
Series 2012-C10, Class XA IO (C) | 1.520 | 12-15-45 | 8,300,669 | 191,692 | |
Series 2012-C9, Class XA IO (C) | 1.878 | 11-15-45 | 54,216,754 | 1,229,918 | |
Series 2013-C16, Class XA IO | 0.658 | 09-15-46 | 9,138,176 | 129,065 | |
U.S. Government Agency 1.2% | 268,559,041 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series K014, Class X1 IO | 1.236 | 04-25-21 | 10,980,834 | 122 | |
Series K015, Class X1 IO | 1.582 | 07-25-21 | 28,661,919 | 25,082 | |
Series K017, Class X1 IO | 1.284 | 12-25-21 | 154,588,862 | 765,184 | |
Series K018, Class X1 IO | 1.224 | 01-25-22 | 84,187,984 | 563,117 | |
Series K021, Class X1 IO | 1.401 | 06-25-22 | 32,435,181 | 410,869 | |
Series K022, Class X1 IO | 1.176 | 07-25-22 | 270,818,776 | 3,228,837 | |
Series K024, Class X1 IO | 0.792 | 09-25-22 | 9,558,735 | 101,419 | |
Series K026, Class X1 IO | 0.954 | 11-25-22 | 14,868,692 | 188,040 | |
Series K038, Class X1 IO | 1.114 | 03-25-24 | 175,980,328 | 5,097,094 | |
Series K718, Class X1 IO | 0.575 | 01-25-22 | 12,204,765 | 34,813 | |
Series KAIV, Class X1 IO | 1.132 | 06-25-21 | 13,349,191 | 2,070 | |
Series KS01, Class X1 IO | 1.197 | 01-25-23 | 35,359,672 | 469,477 | |
Series KS03, Class X IO | 0.238 | 08-25-25 | 35,602,812 | 190,247 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 21 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series T-41, Class 3A (I) | 5.151 | 07-25-32 | 1,009 | $1,132 | |
Federal National Mortgage Association | |||||
Series 2001-50, Class BA | 7.000 | 10-25-41 | 133 | 153 | |
Series 2012-M5, Class X IO | 0.570 | 02-25-22 | 7,742,556 | 20,409 | |
Government National Mortgage Association | |||||
Series 2008-90, Class IO | 1.945 | 12-16-50 | 2,333,896 | 329,565 | |
Series 2012-114, Class IO | 0.692 | 01-16-53 | 17,081,000 | 447,222 | |
Series 2012-120, Class IO | 0.708 | 02-16-53 | 7,018,249 | 183,640 | |
Series 2012-125, Class IO | 0.246 | 02-16-53 | 10,552,923 | 139,728 | |
Series 2012-70, Class IO | 0.172 | 08-16-52 | 3,461,536 | 16,704 | |
Series 2013-63, Class IO | 0.764 | 09-16-51 | 9,377,446 | 275,462 | |
Series 2016-174, Class IO | 0.865 | 11-16-56 | 58,240,853 | 3,394,591 | |
Series 2017-109, Class IO | 0.519 | 04-16-57 | 110,886,528 | 4,382,236 | |
Series 2017-124, Class IO | 0.658 | 01-16-59 | 92,909,769 | 4,637,796 | |
Series 2017-135, Class IO | 0.774 | 10-16-58 | 61,578,788 | 3,229,807 | |
Series 2017-140, Class IO | 0.570 | 02-16-59 | 30,945,677 | 1,469,301 | |
Series 2017-159, Class IO | 0.510 | 06-16-59 | 77,730,464 | 3,589,266 | |
Series 2017-169, Class IO | 0.622 | 01-16-60 | 121,047,787 | 6,094,671 | |
Series 2017-20, Class IO | 0.693 | 12-16-58 | 192,778,342 | 8,838,983 | |
Series 2017-22, Class IO | 0.773 | 12-16-57 | 21,605,933 | 1,201,385 | |
Series 2017-41, Class IO | 0.698 | 07-16-58 | 89,867,986 | 4,303,913 | |
Series 2017-46, Class IO | 0.623 | 11-16-57 | 96,349,593 | 4,609,461 | |
Series 2017-61, Class IO | 0.700 | 05-16-59 | 40,271,412 | 2,136,016 | |
Series 2017-74, Class IO | 0.582 | 09-16-58 | 67,647,715 | 2,719,228 | |
Series 2017-89, Class IO | 0.699 | 07-16-59 | 87,703,865 | 5,192,858 | |
Series 2018-114, Class IO | 0.562 | 04-16-60 | 119,026,749 | 6,642,073 | |
Series 2018-158, Class IO | 0.697 | 05-16-61 | 112,894,987 | 7,495,166 | |
Series 2018-35, Class IO | 0.532 | 03-16-60 | 119,660,762 | 5,421,829 | |
Series 2018-43, Class IO | 0.577 | 05-16-60 | 173,469,090 | 8,998,484 | |
Series 2018-68, Class IO | 0.484 | 01-16-60 | 16,866,435 | 839,805 | |
Series 2018-69, Class IO | 0.566 | 04-16-60 | 68,853,913 | 3,928,846 | |
Series 2018-81, Class IO | 0.447 | 01-16-60 | 33,142,962 | 1,524,722 | |
Series 2018-9, Class IO | 0.537 | 01-16-60 | 95,177,252 | 4,618,524 | |
Series 2018-99, Class IO | 0.401 | 06-16-60 | 105,051,132 | 5,906,857 | |
Series 2019-131, Class IO | 0.938 | 07-16-61 | 99,618,015 | 7,043,083 | |
Series 2020-100, Class IO | 0.909 | 05-16-62 | 93,142,631 | 7,554,249 | |
Series 2020-108, Class IO | 0.935 | 06-16-62 | 214,159,122 | 17,310,482 | |
Series 2020-114, Class IO | 0.928 | 09-16-62 | 233,109,002 | 19,134,752 | |
Series 2020-118, Class IO | 1.047 | 06-16-62 | 228,615,060 | 19,320,556 | |
Series 2020-119, Class IO | 0.812 | 08-16-62 | 101,907,831 | 7,804,937 | |
Series 2020-120, Class IO | 0.883 | 05-16-62 | 47,201,105 | 3,777,334 | |
Series 2020-137, Class IO | 0.850 | 09-16-62 | 226,811,034 | 17,672,662 | |
Series 2020-150, Class IO | 0.983 | 12-16-62 | 144,697,621 | 12,331,319 | |
Series 2020-170, Class IO | 0.886 | 11-16-62 | 204,959,625 | 16,999,987 | |
Series 2020-92, Class IO | 1.016 | 02-16-62 | 37,641,413 | 3,231,271 | |
Series 2021-3, Class IO | 0.958 | 09-16-62 | 260,835,272 | 22,712,205 | |
Asset backed securities 7.1% | $1,599,734,064 | ||||
(Cost $1,562,588,932) | |||||
Asset backed securities 7.1% | 1,599,734,064 | ||||
Amresco Residential Securities Corp. Mortgage Loan Trust Series 1998-1, Class A6 (I) | 6.510 | 08-25-27 | 1 | 1 | |
AMSR Trust Series 2020-SFR4, Class A (C) | 1.355 | 11-17-37 | 33,275,000 | 33,331,577 | |
Applebee's Funding LLC Series 2019-1A, Class A2I (C) | 4.194 | 06-07-49 | 30,853,673 | 31,739,173 |
22 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Arby's Funding LLC Series 2020-1A, Class A2 (C) | 3.237 | 07-30-50 | 27,856,020 | $28,359,935 | |
Avis Budget Rental Car Funding AESOP LLC | |||||
Series 2019-3A, Class A (C) | 2.360 | 03-20-26 | 26,289,000 | 27,599,146 | |
Series 2020-1A, Class A (C) | 2.330 | 08-20-26 | 17,982,000 | 18,801,075 | |
Bojangles Issuer LLC Series 2020-1A, Class A2 (C) | 3.832 | 10-20-50 | 14,683,000 | 15,238,311 | |
BRE Grand Islander Timeshare Issuer LLC Series 2019-A, Class A (C) | 3.280 | 09-26-33 | 8,380,678 | 8,797,763 | |
CARS-DB4 LP Series 2020-1A, Class B1 (C) | 4.170 | 02-15-50 | 21,772,000 | 22,509,622 | |
CF Hippolyta LLC Series 2020-1, Class A1 (C) | 1.690 | 07-15-60 | 27,087,180 | 27,298,468 | |
CLI Funding VI LLC Series 2020-1A, Class A (C) | 2.080 | 09-18-45 | 25,802,253 | 26,118,450 | |
CLI Funding VIII LLC Series 2021-1A, Class A (C) | 1.640 | 02-18-46 | 33,552,000 | 33,551,369 | |
ContiMortgage Home Equity Loan Trust Series 1995-2, Class A5 | 8.100 | 08-15-25 | 74,642 | 70,027 | |
CoreVest American Finance Trust Series 2019-3, Class A (C) | 2.705 | 10-15-52 | 5,723,067 | 6,003,148 | |
CWABS Asset-Backed Certificates Trust Series 2004-10, Class AF5B | 4.411 | 02-25-35 | 461,420 | 461,445 | |
DataBank Issuer Series 2021-1A, Class C (C) | 4.430 | 02-27-51 | 1,900,000 | 1,899,845 | |
DB Master Finance LLC | |||||
Series 2017-1A, Class A2I (C) | 3.629 | 11-20-47 | 10,226,710 | 10,455,891 | |
Series 2017-1A, Class A2II (C) | 4.030 | 11-20-47 | 8,822,150 | 9,346,274 | |
Series 2019-1A, Class A2I (C) | 3.787 | 05-20-49 | 49,848,880 | 50,978,954 | |
Domino's Pizza Master Issuer LLC Series 2017-1A, Class A23 (C) | 4.118 | 07-25-47 | 33,993,650 | 36,619,659 | |
Driven Brands Funding LLC Series 2020-2A, Class A2 (C) | 3.237 | 01-20-51 | 21,524,000 | 21,867,093 | |
ExteNet LLC Series 2019-1A, Class C (C) | 5.219 | 07-26-49 | 3,100,000 | 3,247,250 | |
FirstKey Homes Trust | |||||
Series 2020-SFR1, Class A (C) | 1.339 | 09-17-25 | 34,177,000 | 34,303,667 | |
Series 2020-SFR2, Class A (C) | 1.266 | 10-19-37 | 38,527,000 | 38,559,944 | |
Five Guys Funding LLC Series 2017-1A, Class A2 (C) | 4.600 | 07-25-47 | 16,149,960 | 16,852,805 | |
FOCUS Brands Funding LLC Series 2017-1A, Class A2I (C) | 3.857 | 04-30-47 | 8,349,688 | 8,370,812 | |
Ford Credit Auto Owner Trust Series 2020-1, Class A (C) | 2.040 | 08-15-31 | 35,226,000 | 36,825,179 | |
Ford Credit Floorplan Master Owner Trust | |||||
Series 2019-2, Class A | 3.060 | 04-15-26 | 37,440,000 | 40,289,158 | |
Series 2020-2, Class A | 1.060 | 09-15-27 | 31,656,000 | 31,611,704 | |
GMF Floorplan Owner Revolving Trust | |||||
Series 2019-2, Class A (C) | 2.900 | 04-15-26 | 33,302,000 | 35,681,481 | |
Series 2020-1, Class A (C) | 0.680 | 08-15-25 | 14,259,000 | 14,342,271 | |
Golub Capital Partners ABS Funding, Ltd. Series 2020-1A, Class A2 (C) | 3.208 | 01-22-29 | 22,181,000 | 22,189,673 | |
Hilton Grand Vacations Trust | |||||
Series 2017-AA, Class A (C) | 2.660 | 12-26-28 | 11,652,867 | 11,968,315 | |
Series 2018-AA, Class A (C) | 3.540 | 02-25-32 | 8,364,414 | 8,838,289 | |
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 (C) | 4.970 | 08-25-49 | 11,964,588 | 12,743,123 | |
Series 2019-1A, Class A2I (C) | 3.982 | 08-25-49 | 12,703,008 | 13,041,543 | |
Laurel Road Prime Student Loan Trust Series 2019-A, Class A2FX (C) | 2.730 | 10-25-48 | 6,210,766 | 6,357,516 |
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 23 |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
MelTel Land Funding LLC Series 2019-1A, Class A (C) | 3.768 | 04-15-49 | 11,033,811 | $11,684,278 | |
Mill City Mortgage Loan Trust Series 2018-3, Class A1 (C)(I) | 3.500 | 08-25-58 | 5,975,412 | 6,315,898 | |
MVW Owner Trust | |||||
Series 2015-1A, Class A (C) | 2.520 | 12-20-32 | 779,014 | 783,617 | |
Series 2018-1A, Class A (C) | 3.450 | 01-21-36 | 10,354,632 | 10,763,359 | |
Navient Private Education Loan Trust Series 2016-AA, Class A2A (C) | 3.910 | 12-15-45 | 6,271,153 | 6,653,207 | |
Navient Private Education Refi Loan Trust Series 2019-FA, Class A2 (C) | 2.600 | 08-15-68 | 21,951,214 | 22,635,314 | |
Navient Student Loan Trust Series 2020-2A, Class A1A (C) | 1.320 | 08-26-69 | 24,203,706 | 23,941,883 | |
Neighborly Issuer LLC Series 2021-1A, Class A2 (C) | 3.584 | 04-30-51 | 31,077,000 | 31,077,000 | |
NRZ Excess Spread-Collateralized Notes | |||||
Series 2018-FNT1, Class A (C) | 3.610 | 05-25-23 | 7,864,337 | 7,889,669 | |
Series 2018-FNT2, Class A (C) | 3.790 | 07-25-54 | 4,646,743 | 4,654,776 | |
Oxford Finance Funding LLC Series 2019-1A, Class A2 (C) | 4.459 | 02-15-27 | 15,113,000 | 15,523,140 | |
PFS Financing Corp. Series 2020-E, Class A (C) | 1.000 | 10-15-25 | 19,860,000 | 20,015,345 | |
Progress Residential Trust Series 2020-SFR1, Class A (C) | 1.732 | 04-17-37 | 18,308,000 | 18,598,824 | |
Renaissance Home Equity Loan Trust Series 2005-2, Class AF4 | 4.934 | 08-25-35 | 4,288,062 | 4,446,311 | |
Santander Revolving Auto Loan Trust Series 2019-A, Class A (C) | 2.510 | 01-26-32 | 32,577,000 | 34,522,981 | |
SCF Equipment Leasing LLC | |||||
Series 2019-1A, Class A2 (C) | 3.230 | 10-20-24 | 3,943,177 | 3,956,568 | |
Series 2021-1A, Class E (C) | 3.560 | 08-20-32 | 3,300,000 | 3,226,803 | |
Sesac Finance LLC Series 2019-1, Class A2 (C) | 5.216 | 07-25-49 | 26,346,780 | 27,878,582 | |
Sierra Timeshare Receivables Funding LLC | |||||
Series 2018-3A, Class D (C) | 5.200 | 09-20-35 | 3,075,788 | 3,107,615 | |
Series 2019-1A, Class A (C) | 3.200 | 01-20-36 | 5,378,047 | 5,581,423 | |
SMB Private Education Loan Trust | |||||
Series 2015-C, Class A2A (C) | 2.750 | 07-15-27 | 3,214,029 | 3,264,030 | |
Series 2019-B, Class A2A (C) | 2.840 | 06-15-37 | 31,069,000 | 32,504,608 | |
Series 2020-PTA, Class A2A (C) | 1.600 | 09-15-54 | 13,761,000 | 13,947,983 | |
Series 2021-A, Class APT2 (C) | 1.070 | 01-15-53 | 18,000,000 | 17,927,887 | |
Sonic Capital LLC Series 2020-1A, Class A2I (C) | 3.845 | 01-20-50 | 23,608,530 | 24,828,619 | |
Sunbird Engine Finance LLC Series 2020-1A, Class A (C) | 3.671 | 02-15-45 | 9,403,527 | 9,404,641 | |
Taco Bell Funding LLC | |||||
Series 2016-1A, Class A2II (C) | 4.377 | 05-25-46 | 2,646,875 | 2,650,025 | |
Series 2018-1A, Class A2I (C) | 4.318 | 11-25-48 | 33,938,800 | 34,229,316 | |
TIF Funding II LLC Series 2021-1A, Class A (C) | 1.650 | 02-20-46 | 18,541,475 | 18,406,311 | |
Towd Point Mortgage Trust | |||||
Series 2015-1, Class A5 (C)(I) | 3.413 | 10-25-53 | 5,060,000 | 5,399,546 | |
Series 2015-2, Class 1M2 (C)(I) | 3.522 | 11-25-60 | 10,930,000 | 11,523,459 | |
Series 2017-1, Class A1 (C)(I) | 2.750 | 10-25-56 | 8,583,779 | 8,739,358 | |
Series 2017-2, Class A1 (C)(I) | 2.750 | 04-25-57 | 1,861,121 | 1,890,498 | |
Series 2018-1, Class A1 (C)(I) | 3.000 | 01-25-58 | 5,323,420 | 5,491,631 | |
Series 2018-3, Class A1 (C)(I) | 3.750 | 05-25-58 | 8,554,107 | 9,044,868 | |
Series 2018-4, Class A1 (C)(I) | 3.000 | 06-25-58 | 20,599,711 | 21,578,290 | |
Series 2018-5, Class A1A (C)(I) | 3.250 | 07-25-58 | 3,425,664 | 3,549,458 |
24 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset backed securities (continued) | |||||
Series 2018-6, Class A1A (C)(I) | 3.750 | 03-25-58 | 24,781,857 | $25,759,326 | |
Series 2019-1, Class A1 (C)(I) | 3.741 | 03-25-58 | 12,419,831 | 13,229,114 | |
Series 2019-4, Class A1 (C)(I) | 2.900 | 10-25-59 | 20,062,431 | 21,035,547 | |
Series 2020-4, Class A1 (C) | 1.750 | 10-25-60 | 19,110,749 | 19,503,693 | |
Toyota Auto Loan Extended Note Trust | |||||
Series 2019-1A, Class A (C) | 2.560 | 11-25-31 | 60,994,000 | 64,709,962 | |
Series 2020-1A, Class A (C) | 1.350 | 05-25-33 | 19,008,000 | 19,418,942 | |
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A (C) | 2.110 | 09-20-45 | 47,032,027 | 47,601,482 | |
Series 2021-1A, Class A (C) | 1.860 | 03-20-46 | 24,600,000 | 24,425,335 | |
Vantage Data Centers LLC | |||||
Series 2020-1A, Class A2 (C) | 1.645 | 09-15-45 | 24,756,000 | 24,752,378 | |
Series 2020-2A, Class A2 (C) | 1.992 | 09-15-45 | 16,839,000 | 16,557,846 | |
Verizon Owner Trust Series 2020-B, Class A | 0.470 | 02-20-25 | 39,895,000 | 40,049,773 | |
VR Funding LLC Series 2020-1A, Class A (C) | 2.790 | 11-15-50 | 33,226,102 | 32,779,882 | |
VSE VOI Mortgage LLC Series 2017-A, Class A (C) | 2.330 | 03-20-35 | 6,180,692 | 6,306,864 | |
Westgate Resorts LLC Series 2017-1A, Class A (C) | 3.050 | 12-20-30 | 1,733,545 | 1,738,780 | |
Willis Engine Structured Trust V Series 2020-A, Class A (C) | 3.228 | 03-15-45 | 7,970,073 | 7,958,063 | |
Shares | Value | ||||
Common stocks 0.0% | $2,305,679 | ||||
(Cost $2,483,785) | |||||
Utilities 0.0% | 2,305,679 | ||||
Multi-utilities 0.0% | |||||
Dominion Energy, Inc. | 24,838 | 2,305,679 | |||
Preferred securities 0.3% | $67,846,926 | ||||
(Cost $59,949,158) | |||||
Communication services 0.0% | 11,634,770 | ||||
Wireless telecommunication services 0.0% | |||||
Telephone and Data Systems, Inc., 6.625% | 468,200 | 11,634,770 | |||
Consumer staples 0.0% | 2,432,424 | ||||
Food products 0.0% | |||||
Ocean Spray Cranberries, Inc., 6.250% (C) | 28,284 | 2,432,424 | |||
Financials 0.1% | 12,861,773 | ||||
Banks 0.1% | |||||
GMAC Capital Trust I (3 month LIBOR + 5.785%), 5.983% (B) | 381,227 | 9,892,841 | |||
Wells Fargo & Company, 7.500% | 2,139 | 2,968,932 | |||
Information technology 0.1% | 24,108,834 | ||||
Semiconductors and semiconductor equipment 0.1% | |||||
Broadcom, Inc., 8.000% | 15,947 | 24,108,834 | |||
Utilities 0.1% | 16,809,125 | ||||
Electric utilities 0.1% | |||||
NextEra Energy, Inc., 5.279% | 275,700 | 13,423,833 | |||
The Southern Company, 6.750% | 38,814 | 1,868,894 | |||
Multi-utilities 0.0% | |||||
DTE Energy Company, 6.250% | 33,037 | 1,516,398 | |||
SEE NOTES TO FUND'S INVESTMENTS | QUARTERLY REPORT | JOHN HANCOCK BOND FUND | 25 |
Yield (%) | Shares | Value | |||
Short-term investments 7.0% | $1,570,770,614 | ||||
(Cost $1,570,743,025) | |||||
Short-term funds 0.1% | 24,660,614 | ||||
John Hancock Collateral Trust (J) | 0.1222(K) | 2,464,681 | 24,660,614 |
Par value^ | Value | ||||
Repurchase agreement 6.9% | 1,546,110,000 | ||||
Barclays Tri-Party Repurchase Agreement dated 2-26-21 at 0.010% to be repurchased at $1,294,193,078 on 3-1-21, collateralized by $163,400,956 U.S. Treasury Inflation Indexed Bonds, 0.625% - 3.875% due 1-15-25 to 2-15-49 (valued at $206,098,216) and $1,026,663,891 U.S. Treasury Inflation Indexed Notes, 0.125% - 0.875% due 1-15-23 to 1-15-31 (valued at $1,113,978,765) | 1,294,192,000 | 1,294,192,000 | |||
Repurchase Agreement with State Street Corp. dated 2-26-21 at 0.000% to be repurchased at $251,918,000 on 3-1-21, collateralized by $256,894,400 U.S. Treasury Notes, 0.085% - 0.125% due 10-31-22 (valued at $256,956,428) | 251,918,000 | 251,918,000 |
Total investments (Cost $23,151,660,927) 105.7% | $23,785,485,925 | ||||
Other assets and liabilities, net (5.7%) | (1,277,609,580) | ||||
Total net assets 100.0% | $22,507,876,345 |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Security Abbreviations and Legend | |
CMT | Constant Maturity Treasury |
ICE | Intercontinental Exchange |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | Security purchased or sold on a when-issued or delayed delivery basis. |
(B) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $6,647,757,817 or 29.5% of the fund's net assets as of 2-28-21. |
(D) | All or a portion of this security is on loan as of 2-28-21. The value of securities on loan amounted to $24,089,075. |
(E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(F) | Non-income producing - Issuer is in default. |
(G) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(H) | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined). |
(I) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(J) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
(K) | The rate shown is the annualized seven-day yield as of 2-28-21. |
The fund had the following country
composition as a percentage of net assets on 2-28-21:
United States | 88.3% |
United Kingdom | 2.1% |
Canada | 1.2% |
Ireland | 1.0% |
Mexico | 1.0% |
Other countries | 6.4% |
TOTAL | 100.0% |
26 | JOHN HANCOCK BOND FUND | QUARTERLY REPORT | SEE NOTES TO FUND'S INVESTMENTS |
Notes to Fund's investments (unaudited) |
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other
disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the
NYSE pursuant to the fund's Valuation Policies and Procedures.
In order to value the securities,
the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which
takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker
supplied prices. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades.
In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John
Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day.
In certain instances, the Pricing
Committee may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as
scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.
Other portfolio securities and
assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the fund's Pricing Committee following procedures established by the Board of Trustees.
The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such
securities existed.
The fund uses a three-tier hierarchy
to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities,
including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment
speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities
valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund's own assumptions in determining the fair value of investments. Factors used in determining
value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks
associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the
values by input classification of the fund's investments as of February 28, 2021, by major security category or type:
Total value at 2-28-21 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | 7,335,591,008 | — | $7,335,591,008 | — |
Foreign government obligations | 97,879,493 | — | 97,879,493 | — |
Corporate bonds | 11,897,015,303 | — | 11,897,015,303 | — |
Municipal bonds | 59,353,050 | — | 59,353,050 | — |
Term loans | 3,634,214 | — | 3,634,214 | — |
Collateralized mortgage obligations | 1,151,355,574 | — | 1,151,355,574 | — |
Asset backed securities | 1,599,734,064 | — | 1,599,734,064 | — |
Common stocks | 2,305,679 | $2,305,679 | — | — |
Preferred securities | 67,846,926 | 65,414,502 | 2,432,424 | — |
Short-term investments | 1,570,770,614 | 24,660,614 | 1,546,110,000 | — |
Total investments in securities | $23,785,485,925 | $92,380,795 | $23,693,105,130 | — |
Investment in affiliated underlying
funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's fiscal year to date purchases and sales of the
affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
John Hancock Collateral Trust | 2,464,681 | $117,872,391 | $1,449,570,414 | $(1,542,710,400) | $52,792 | $(124,583) | $643,937 | — | $24,660,614 |
| | 27 |
For additional information on the
fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.
28 | | |