07/21/2026 | Press release | Distributed by Public on 07/21/2026 10:55
| Fund (Class) | Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
|
Bond Fund (Class A/JHNBX) |
$77 | 0.75% |
| AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
| Bond Fund (Class A/JHNBX) | 1.28% | (0.64)% | 1.77% |
| Bond Fund (Class A/JHNBX)-excluding sales charge | 5.52% | 0.18% | 2.19% |
| Bloomberg U.S. Aggregate Bond Index | 5.13% | 0.17% | 1.70% |
| Fund net assets | $26,586,816,769 |
| Total number of portfolio holdings | 1,177 |
| Total advisory fees paid (net) | $80,555,945 |
| Portfolio turnover rate | 102% |
| Corporate bonds | 41.3% |
| U.S. Government Agency | 32.3% |
| U.S. Government | 12.4% |
| Asset-backed securities | 6.0% |
| Collateralized mortgage obligations - Commercial and residential | 5.4% |
| Collateralized mortgage obligations - U.S. Government Agency | 1.0% |
| Term loans | 0.4% |
| Foreign government obligations | 0.2% |
| Preferred securities | 0.2% |
| Short-term investments and other | 0.8% |
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC, 200 Berkeley Street, Boston, MA 02116, 800-225-5291, jhinvestments.com
Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
MF5530183
21A-A
5/26
7/26
John Hancock Bond Fund
| Fund (Class) | Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
|
Bond Fund (Class C/JHCBX) |
$148 | 1.45% |
| AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
| Bond Fund (Class C/JHCBX) | 3.79% | (0.52)% | 1.47% |
| Bond Fund (Class C/JHCBX)-excluding sales charge | 4.79% | (0.52)% | 1.47% |
| Bloomberg U.S. Aggregate Bond Index | 5.13% | 0.17% | 1.70% |
| Fund net assets | $26,586,816,769 |
| Total number of portfolio holdings | 1,177 |
| Total advisory fees paid (net) | $80,555,945 |
| Portfolio turnover rate | 102% |
| Corporate bonds | 41.3% |
| U.S. Government Agency | 32.3% |
| U.S. Government | 12.4% |
| Asset-backed securities | 6.0% |
| Collateralized mortgage obligations - Commercial and residential | 5.4% |
| Collateralized mortgage obligations - U.S. Government Agency | 1.0% |
| Term loans | 0.4% |
| Foreign government obligations | 0.2% |
| Preferred securities | 0.2% |
| Short-term investments and other | 0.8% |
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC, 200 Berkeley Street, Boston, MA 02116, 800-225-5291, jhinvestments.com
Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
MF5530183
21A-C
5/26
7/26
John Hancock Bond Fund
| Fund (Class) | Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
|
Bond Fund (Class I/JHBIX) |
$46 | 0.45% |
| AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
| Bond Fund (Class I/JHBIX) | 5.84% | 0.46% | 2.48% |
| Bloomberg U.S. Aggregate Bond Index | 5.13% | 0.17% | 1.70% |
| Fund net assets | $26,586,816,769 |
| Total number of portfolio holdings | 1,177 |
| Total advisory fees paid (net) | $80,555,945 |
| Portfolio turnover rate | 102% |
| Corporate bonds | 41.3% |
| U.S. Government Agency | 32.3% |
| U.S. Government | 12.4% |
| Asset-backed securities | 6.0% |
| Collateralized mortgage obligations - Commercial and residential | 5.4% |
| Collateralized mortgage obligations - U.S. Government Agency | 1.0% |
| Term loans | 0.4% |
| Foreign government obligations | 0.2% |
| Preferred securities | 0.2% |
| Short-term investments and other | 0.8% |
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC, 200 Berkeley Street, Boston, MA 02116, 800-225-5291, jhinvestments.com
Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
MF5530183
21A-I
5/26
7/26
John Hancock Bond Fund
| Fund (Class) | Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
|
Bond Fund (Class NAV) |
$35 | 0.34% |
| AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
| Bond Fund (Class NAV) | 5.95% | 0.58% | 2.61% |
| Bloomberg U.S. Aggregate Bond Index | 5.13% | 0.17% | 1.70% |
| Fund net assets | $26,586,816,769 |
| Total number of portfolio holdings | 1,177 |
| Total advisory fees paid (net) | $80,555,945 |
| Portfolio turnover rate | 102% |
| Corporate bonds | 41.3% |
| U.S. Government Agency | 32.3% |
| U.S. Government | 12.4% |
| Asset-backed securities | 6.0% |
| Collateralized mortgage obligations - Commercial and residential | 5.4% |
| Collateralized mortgage obligations - U.S. Government Agency | 1.0% |
| Term loans | 0.4% |
| Foreign government obligations | 0.2% |
| Preferred securities | 0.2% |
| Short-term investments and other | 0.8% |
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC, 200 Berkeley Street, Boston, MA 02116, 800-225-5291, jhinvestments.com
Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
MF5530183
21A-NAV
5/26
7/26
John Hancock Bond Fund
| Fund (Class) | Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
|
Bond Fund (Class R2/JHRBX) |
$87 | 0.85% |
| AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
| Bond Fund (Class R2/JHRBX) | 5.50% | 0.09% | 2.09% |
| Bloomberg U.S. Aggregate Bond Index | 5.13% | 0.17% | 1.70% |
| Fund net assets | $26,586,816,769 |
| Total number of portfolio holdings | 1,177 |
| Total advisory fees paid (net) | $80,555,945 |
| Portfolio turnover rate | 102% |
| Corporate bonds | 41.3% |
| U.S. Government Agency | 32.3% |
| U.S. Government | 12.4% |
| Asset-backed securities | 6.0% |
| Collateralized mortgage obligations - Commercial and residential | 5.4% |
| Collateralized mortgage obligations - U.S. Government Agency | 1.0% |
| Term loans | 0.4% |
| Foreign government obligations | 0.2% |
| Preferred securities | 0.2% |
| Short-term investments and other | 0.8% |
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC, 200 Berkeley Street, Boston, MA 02116, 800-225-5291, jhinvestments.com
Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
MF5530183
21A-R2
5/26
7/26
John Hancock Bond Fund
| Fund (Class) | Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
|
Bond Fund (Class R4/JBFRX) |
$62 | 0.60% |
| AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
| Bond Fund (Class R4/JBFRX) | 5.68% | 0.33% | 2.35% |
| Bloomberg U.S. Aggregate Bond Index | 5.13% | 0.17% | 1.70% |
| Fund net assets | $26,586,816,769 |
| Total number of portfolio holdings | 1,177 |
| Total advisory fees paid (net) | $80,555,945 |
| Portfolio turnover rate | 102% |
| Corporate bonds | 41.3% |
| U.S. Government Agency | 32.3% |
| U.S. Government | 12.4% |
| Asset-backed securities | 6.0% |
| Collateralized mortgage obligations - Commercial and residential | 5.4% |
| Collateralized mortgage obligations - U.S. Government Agency | 1.0% |
| Term loans | 0.4% |
| Foreign government obligations | 0.2% |
| Preferred securities | 0.2% |
| Short-term investments and other | 0.8% |
MF5530183
21A-R4
5/26
7/26
John Hancock Bond Fund
| Fund (Class) | Costs of a $10,000 investment |
Costs paid as a percentage of a $10,000 investment |
|
Bond Fund (Class R6/JHBSX) |
$36 | 0.35% |
| AVERAGE ANNUAL TOTAL RETURN | 1 Year | 5 Years | 10 Years |
| Bond Fund (Class R6/JHBSX) | 6.02% | 0.59% | 2.61% |
| Bloomberg U.S. Aggregate Bond Index | 5.13% | 0.17% | 1.70% |
| Fund net assets | $26,586,816,769 |
| Total number of portfolio holdings | 1,177 |
| Total advisory fees paid (net) | $80,555,945 |
| Portfolio turnover rate | 102% |
| Corporate bonds | 41.3% |
| U.S. Government Agency | 32.3% |
| U.S. Government | 12.4% |
| Asset-backed securities | 6.0% |
| Collateralized mortgage obligations - Commercial and residential | 5.4% |
| Collateralized mortgage obligations - U.S. Government Agency | 1.0% |
| Term loans | 0.4% |
| Foreign government obligations | 0.2% |
| Preferred securities | 0.2% |
| Short-term investments and other | 0.8% |
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC, 200 Berkeley Street, Boston, MA 02116, 800-225-5291, jhinvestments.com
Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
MF5530183
21A-R6
5/26
7/26
John Hancock Bond Fund
ITEM 2. CODE OF ETHICS.
As of the end of the year, May 31, 2026, the registrant has adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to its Chief Executive Officer, Chief Financial Officer and Treasurer (respectively, the principal executive officer, the principal financial officer and the principal accounting officer, the "Covered Officers"). A copy of the code of ethics is filed as an exhibit to this Form N-CSR.
ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.
Frances G. Rathke and William K. Bacic are audit committee financial experts and are "independent", pursuant to general instructions on Form N-CSR Item 3.
ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.
(a) Audit Fees
The aggregate fees billed for professional services rendered by the principal accountant for the audits of the registrant's annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements amounted to $80,778 and $72,051 for the fiscal years ended May 31, 2026 and May 31, 2025, respectively. These fees were billed to the registrant and were approved by the registrant's audit committee.
(b) Audit-Related Services
Audit-related fees for assurance and related services by the principal accountant are billed to the registrant or to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser ("control affiliates") that provides ongoing services to the registrant. The nature of the services provided was affiliated service provider internal controls reviews and a software licensing fee. Amounts billed to the registrant were $767 and $695 for fiscal years ended May 31, 2026 and May 31, 2025, respectively.
Amounts billed to control affiliates were $137,100 and $132,464 for the fiscal years ended May 31, 2026 and May 31, 2025, respectively.
(c) Tax Fees
The aggregate fees billed for professional services rendered by the principal accountant for tax compliance, tax advice and tax planning ("tax fees") amounted to $4,382 and $4,382 for the fiscal years ended May 31, 2026 and May 31, 2025, respectively. The nature of the services comprising the tax fees was the review of the registrant's tax returns and tax distribution requirements. These fees were billed to the registrant and were approved by the registrant's audit committee.
(d) All Other Fees
Other fees amounted to $678 and $0 for the fiscal years ended May 31, 2026 and May 31, 2025, respectively. The nature of the services comprising all other fees is advisory services provided to the investment manager. These fees were approved by the registrant's audit committee.
(e)(1) Audit Committee Pre-Approval Policies and Procedures
The registrant's Audit Committee must pre-approve all audit and non-audit services provided by the independent registered public accounting firm (the "Auditor") relating to the operations or financial reporting of the funds. Prior to the commencement of any audit or non-audit services to a fund, the Audit Committee reviews the services to determine whether they are appropriate and permissible under applicable law.
The registrant's Audit Committee has adopted policies and procedures to, among other purposes, provide a framework for the Committee's consideration of audit-related and non-audit services by the Auditor. The policies and procedures require that any audit-related and non-audit service provided by the Auditor and any non-audit service provided by the Auditor to a fund service provider that relates directly to the operations and financial reporting of a fund are subject to approval by the Audit Committee before such service is provided. Audit-related services provided by the Auditor that are expected to exceed $25,000 per instance/per fund are subject to specific pre-approval by the Audit Committee. Tax services provided by the Auditor that are expected to exceed $30,000 per instance/per fund are subject to specific pre-approval by the Audit Committee.
All audit services, as well as the audit-related and non-audit services that are expected to exceed the amounts stated above, must be approved in advance of provision of the service by formal resolution of the Audit Committee. At the regularly scheduled Audit Committee meetings, the Committee reviews a report summarizing the services, including fees, provided by the Auditor.
(e)(2) Services approved pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X
Audit-Related Fees, Tax Fees and All Other Fees
There were no amounts that were approved by the Audit Committee pursuant to the de minimis exception under Rule 2-01 of Regulation S-X.
(f) According to the registrant's principal accountant for the fiscal year ended May 31, 2026, the percentage of hours spent on the audit of the registrant's financial statements for the most recent fiscal year that were attributed to work performed by persons who were not full-time, permanent employees of principal accountant was less than 50%.
(g) The aggregate non-audit fees billed by the registrant's principal accountant for non-audit services rendered to the registrant and rendered to the registrant's control affiliates were $1,061,283 for the fiscal year ended May 31, 2026 and $640,514 for the fiscal year ended May 31, 2025.
(h) The audit committee of the registrant has considered the non-audit services provided by the registrant's principal accountant to the control affiliates and has determined that the services that were not pre-approved are compatible with maintaining the principal accountant's independence.
(i) Not applicable.
(j) Not applicable.
ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.
The registrant has a separately-designated standing audit committee comprised of independent trustees. The members of the audit committee are as follows:
Frances G. Rathke - Chairperson
William H. Cunningham - retired effective December 31, 2025
William K. Bacic
Thomas R. Wright - effective January 1, 2026
ITEM 6. SCHEDULE OF INVESTMENTS.
(a) Refer to information included in Item 7.
(b) Not applicable.
ITEM 7. FINANCIAL STATEMENTS AND FINANCIAL HIGHLIGHTS FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES.
The Registrant prepared financial statements and financial highlights for the year ended May 31, 2026 for the following fund:
John Hancock Bond Fund
| 2 | Fund's investments |
| 42 | Financial statements |
| 46 | Financial highlights |
| 53 | Notes to financial statements |
| 64 | Report of independent registered public accounting firm |
| 65 | Tax information |
| 66 | Other N-CSR Items |
| 1 | JOHN HANCOCK BOND FUND | |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government and Agency obligations 44.7% | $11,883,685,839 | ||||
| (Cost $12,188,163,046) | |||||
| U.S. Government 12.4% | 3,290,807,395 | ||||
| U.S. Treasury | |||||
| Bond | 1.375 | 08-15-50 | 567,102,000 | 275,022,319 | |
| Bond | 1.625 | 11-15-50 | 416,042,000 | 215,187,972 | |
| Bond | 2.000 | 02-15-50 | 444,011,000 | 256,260,256 | |
| Bond | 3.375 | 11-15-48 | 138,387,000 | 107,509,401 | |
| Bond | 4.000 | 11-15-42 | 45,277,000 | 40,705,084 | |
| Bond | 4.625 | 11-15-44 | 159,844,000 | 153,300,386 | |
| Bond | 4.625 | 02-15-46 | 157,413,000 | 150,329,415 | |
| Bond | 4.750 | 11-15-43 | 286,320,000 | 280,392,283 | |
| Bond | 4.750 | 08-15-55 | 347,941,000 | 335,015,535 | |
| Bond | 4.750 | 02-15-56 | 594,967,000 | 573,399,435 | |
| Bond | 4.875 | 08-15-45 | 400,119,000 | 395,101,884 | |
| Note | 3.875 | 05-15-29 | 187,931,000 | 187,035,392 | |
| Note | 3.875 | 04-30-31 | 138,712,000 | 137,097,306 | |
| Note | 4.125 | 04-30-33 | 86,136,000 | 85,328,475 | |
| Note | 4.375 | 05-15-36 | 99,636,000 | 99,122,252 | |
| U.S. Government Agency 32.3% | 8,592,878,444 | ||||
| Federal Home Loan Mortgage Corp. | |||||
| 15 Yr Pass Thru | 2.000 | 06-01-36 | 41,535,217 | 38,388,966 | |
| 15 Yr Pass Thru | 4.500 | 11-01-37 | 12,109,034 | 12,065,723 | |
| 15 Yr Pass Thru | 4.500 | 12-01-37 | 7,428,222 | 7,394,690 | |
| 15 Yr Pass Thru | 4.500 | 01-01-38 | 7,883,083 | 7,847,497 | |
| 15 Yr Pass Thru | 4.500 | 02-01-38 | 24,649,105 | 24,483,915 | |
| 30 Yr Pass Thru | 2.000 | 09-01-50 | 96,642,621 | 78,830,951 | |
| 30 Yr Pass Thru | 2.000 | 03-01-52 | 51,576,363 | 41,990,019 | |
| 30 Yr Pass Thru | 2.500 | 09-01-50 | 22,114,156 | 18,898,495 | |
| 30 Yr Pass Thru | 2.500 | 08-01-51 | 48,880,738 | 41,803,448 | |
| 30 Yr Pass Thru | 2.500 | 11-01-51 | 37,016,489 | 31,633,851 | |
| 30 Yr Pass Thru | 2.500 | 12-01-51 | 11,548,742 | 9,840,545 | |
| 30 Yr Pass Thru | 3.000 | 03-01-43 | 2,203,282 | 2,023,660 | |
| 30 Yr Pass Thru | 3.000 | 12-01-45 | 7,457,956 | 6,755,610 | |
| 30 Yr Pass Thru | 3.000 | 05-01-46 | 1,500,153 | 1,354,461 | |
| 30 Yr Pass Thru | 3.000 | 10-01-46 | 3,127,833 | 2,811,294 | |
| 30 Yr Pass Thru | 3.000 | 10-01-46 | 2,462,431 | 2,227,082 | |
| 30 Yr Pass Thru | 3.000 | 10-01-46 | 4,573,741 | 4,105,158 | |
| 30 Yr Pass Thru | 3.000 | 10-01-46 | 33,884,170 | 30,578,302 | |
| 30 Yr Pass Thru | 3.000 | 12-01-46 | 26,158,518 | 23,462,208 | |
| 30 Yr Pass Thru | 3.000 | 12-01-46 | 6,140,440 | 5,534,374 | |
| 30 Yr Pass Thru | 3.000 | 04-01-47 | 17,637,020 | 15,824,582 | |
| 30 Yr Pass Thru | 3.000 | 09-01-49 | 9,321,966 | 8,283,850 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 2 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government Agency (continued) | |||||
| 30 Yr Pass Thru | 3.000 | 10-01-49 | 11,688,273 | $10,386,639 | |
| 30 Yr Pass Thru | 3.000 | 12-01-49 | 11,204,617 | 9,904,322 | |
| 30 Yr Pass Thru | 3.000 | 01-01-50 | 9,621,282 | 8,549,833 | |
| 30 Yr Pass Thru | 3.000 | 02-01-50 | 5,839,135 | 5,188,875 | |
| 30 Yr Pass Thru | 3.000 | 11-01-50 | 11,968,123 | 10,579,224 | |
| 30 Yr Pass Thru | 3.000 | 06-01-51 | 58,860,581 | 52,195,362 | |
| 30 Yr Pass Thru | 3.000 | 02-01-52 | 43,699,485 | 38,628,165 | |
| 30 Yr Pass Thru | 3.000 | 06-01-52 | 51,358,527 | 45,478,623 | |
| 30 Yr Pass Thru | 3.000 | 08-01-52 | 59,612,130 | 53,010,838 | |
| 30 Yr Pass Thru | 3.500 | 08-01-46 | 24,755,022 | 23,028,882 | |
| 30 Yr Pass Thru | 3.500 | 10-01-46 | 9,986,216 | 9,199,581 | |
| 30 Yr Pass Thru | 3.500 | 04-01-47 | 5,490,708 | 5,113,184 | |
| 30 Yr Pass Thru | 3.500 | 08-01-47 | 28,976,503 | 26,607,004 | |
| 30 Yr Pass Thru | 3.500 | 09-01-47 | 15,005,215 | 13,935,990 | |
| 30 Yr Pass Thru | 3.500 | 12-01-49 | 20,268,836 | 18,541,716 | |
| 30 Yr Pass Thru | 3.500 | 03-01-52 | 20,079,869 | 18,431,601 | |
| 30 Yr Pass Thru | 3.500 | 03-01-52 | 32,883,589 | 30,050,730 | |
| 30 Yr Pass Thru | 3.500 | 03-01-52 | 28,953,384 | 26,549,585 | |
| 30 Yr Pass Thru | 3.500 | 04-01-52 | 68,237,421 | 62,636,111 | |
| 30 Yr Pass Thru | 3.500 | 07-01-52 | 19,311,333 | 17,641,664 | |
| 30 Yr Pass Thru | 3.500 | 07-01-52 | 38,024,557 | 34,760,696 | |
| 30 Yr Pass Thru | 3.500 | 07-01-52 | 28,533,018 | 26,066,036 | |
| 30 Yr Pass Thru | 3.500 | 09-01-52 | 71,332,507 | 65,298,804 | |
| 30 Yr Pass Thru | 3.500 | 11-01-52 | 69,150,436 | 63,603,838 | |
| 30 Yr Pass Thru | 4.000 | 03-01-47 | 11,963,408 | 11,413,106 | |
| 30 Yr Pass Thru | 4.000 | 07-01-48 | 11,716,158 | 11,177,230 | |
| 30 Yr Pass Thru | 4.000 | 08-01-48 | 5,863,229 | 5,584,367 | |
| 30 Yr Pass Thru | 4.000 | 08-01-49 | 62,940,941 | 59,539,694 | |
| 30 Yr Pass Thru | 4.000 | 05-01-52 | 98,671,242 | 92,946,030 | |
| 30 Yr Pass Thru | 4.000 | 06-01-52 | 63,896,189 | 60,168,766 | |
| 30 Yr Pass Thru | 4.000 | 06-01-52 | 56,052,759 | 52,993,086 | |
| 30 Yr Pass Thru | 4.000 | 08-01-52 | 27,093,408 | 25,597,565 | |
| 30 Yr Pass Thru | 4.000 | 08-01-52 | 31,264,225 | 29,450,178 | |
| 30 Yr Pass Thru | 4.000 | 08-01-52 | 59,375,056 | 55,985,595 | |
| 30 Yr Pass Thru | 4.000 | 02-01-53 | 10,699,452 | 10,125,447 | |
| 30 Yr Pass Thru | 4.000 | 04-01-53 | 19,447,791 | 18,398,376 | |
| 30 Yr Pass Thru | 4.000 | 04-01-53 | 21,166,579 | 19,951,657 | |
| 30 Yr Pass Thru | 4.000 | 06-01-53 | 49,510,637 | 46,668,821 | |
| 30 Yr Pass Thru | 4.000 | 01-01-54 | 32,830,850 | 30,895,123 | |
| 30 Yr Pass Thru | 4.500 | 06-01-52 | 19,668,278 | 19,094,560 | |
| 30 Yr Pass Thru | 4.500 | 07-01-52 | 17,547,301 | 17,013,517 | |
| 30 Yr Pass Thru | 4.500 | 08-01-52 | 49,908,890 | 48,453,063 | |
| 30 Yr Pass Thru | 4.500 | 08-01-52 | 40,967,638 | 39,772,625 | |
| 30 Yr Pass Thru | 4.500 | 09-01-52 | 26,069,982 | 25,260,647 | |
| 3 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government Agency (continued) | |||||
| 30 Yr Pass Thru | 4.500 | 09-01-52 | 29,545,508 | $28,711,373 | |
| 30 Yr Pass Thru | 4.500 | 10-01-52 | 30,381,637 | 29,514,402 | |
| 30 Yr Pass Thru | 4.500 | 10-01-52 | 29,367,919 | 28,538,798 | |
| 30 Yr Pass Thru | 4.500 | 12-01-52 | 18,316,156 | 17,741,812 | |
| 30 Yr Pass Thru | 4.500 | 12-01-52 | 71,341,320 | 69,349,491 | |
| 30 Yr Pass Thru | 4.500 | 03-01-53 | 42,228,814 | 40,851,851 | |
| 30 Yr Pass Thru | 4.500 | 04-01-53 | 18,087,618 | 17,571,312 | |
| 30 Yr Pass Thru | 4.500 | 08-01-53 | 56,284,146 | 54,642,354 | |
| 30 Yr Pass Thru | 4.500 | 08-01-53 | 12,658,967 | 12,269,929 | |
| 30 Yr Pass Thru | 4.500 | 02-01-54 | 31,592,206 | 30,601,563 | |
| 30 Yr Pass Thru | 5.000 | 08-01-52 | 30,359,293 | 30,339,963 | |
| 30 Yr Pass Thru | 5.000 | 08-01-52 | 32,822,824 | 32,730,126 | |
| 30 Yr Pass Thru | 5.000 | 10-01-52 | 40,646,427 | 40,518,931 | |
| 30 Yr Pass Thru | 5.000 | 10-01-52 | 31,277,545 | 31,062,145 | |
| 30 Yr Pass Thru | 5.000 | 10-01-52 | 22,298,737 | 22,221,825 | |
| 30 Yr Pass Thru | 5.000 | 12-01-52 | 24,659,824 | 24,621,005 | |
| 30 Yr Pass Thru | 5.000 | 01-01-53 | 49,437,348 | 49,081,439 | |
| 30 Yr Pass Thru | 5.000 | 03-01-53 | 36,373,688 | 36,191,393 | |
| 30 Yr Pass Thru | 5.000 | 04-01-53 | 32,904,579 | 32,760,237 | |
| 30 Yr Pass Thru | 5.000 | 06-01-53 | 49,787,252 | 49,568,850 | |
| 30 Yr Pass Thru | 5.000 | 06-01-53 | 35,028,842 | 34,743,823 | |
| 30 Yr Pass Thru | 5.000 | 06-01-53 | 20,841,232 | 20,717,244 | |
| 30 Yr Pass Thru | 5.000 | 07-01-53 | 9,221,670 | 9,149,518 | |
| 30 Yr Pass Thru | 5.000 | 07-01-53 | 38,440,651 | 38,272,024 | |
| 30 Yr Pass Thru | 5.000 | 08-01-53 | 63,104,410 | 62,807,870 | |
| 30 Yr Pass Thru | 5.000 | 08-01-53 | 47,727,936 | 47,503,653 | |
| 30 Yr Pass Thru | 5.000 | 08-01-53 | 41,392,422 | 41,197,911 | |
| 30 Yr Pass Thru | 5.000 | 05-01-54 | 68,431,721 | 68,259,841 | |
| 30 Yr Pass Thru | 5.000 | 12-01-54 | 35,825,815 | 35,612,680 | |
| 30 Yr Pass Thru | 5.000 | 01-01-56 | 26,020,779 | 25,979,817 | |
| 30 Yr Pass Thru | 5.000 | 02-01-56 | 45,505,141 | 45,049,557 | |
| 30 Yr Pass Thru | 5.500 | 11-01-39 | 1,450,445 | 1,487,149 | |
| 30 Yr Pass Thru | 5.500 | 06-01-53 | 30,988,027 | 31,528,266 | |
| 30 Yr Pass Thru | 5.500 | 07-01-53 | 35,973,540 | 36,600,695 | |
| 30 Yr Pass Thru | 5.500 | 09-01-53 | 23,565,299 | 23,968,768 | |
| 30 Yr Pass Thru | 5.500 | 09-01-53 | 35,809,570 | 36,433,867 | |
| 30 Yr Pass Thru | 5.500 | 12-01-53 | 10,854,721 | 10,989,686 | |
| 30 Yr Pass Thru | 5.500 | 04-01-54 | 26,683,823 | 27,154,910 | |
| 30 Yr Pass Thru | 5.500 | 01-01-55 | 55,000,877 | 55,615,996 | |
| 30 Yr Pass Thru | 5.500 | 01-01-55 | 19,635,306 | 19,973,943 | |
| 30 Yr Pass Thru | 5.500 | 02-01-55 | 19,014,573 | 19,369,837 | |
| 30 Yr Pass Thru | 5.500 | 02-01-55 | 43,594,981 | 44,273,266 | |
| 30 Yr Pass Thru | 5.500 | 05-01-55 | 65,147,441 | 66,262,850 | |
| 30 Yr Pass Thru | 5.500 | 02-01-56 | 26,125,738 | 26,483,237 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 4 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government Agency (continued) | |||||
| Federal National Mortgage Association | |||||
| 15 Yr Pass Thru | 2.000 | 04-01-37 | 42,565,003 | $39,340,747 | |
| 15 Yr Pass Thru | 2.000 | 03-01-38 | 62,903,483 | 58,001,006 | |
| 15 Yr Pass Thru | 2.500 | 01-01-36 | 39,537,616 | 37,481,664 | |
| 15 Yr Pass Thru | 4.500 | 11-01-37 | 22,765,003 | 22,683,579 | |
| 15 Yr Pass Thru | 4.500 | 11-01-37 | 14,460,733 | 14,395,454 | |
| 15 Yr Pass Thru | 4.500 | 02-01-38 | 21,978,848 | 21,831,552 | |
| 30 Yr Pass Thru | 2.000 | 09-01-50 | 15,451,543 | 12,603,754 | |
| 30 Yr Pass Thru | 2.000 | 02-01-51 | 50,612,398 | 40,920,528 | |
| 30 Yr Pass Thru | 2.000 | 07-01-51 | 76,454,221 | 61,933,309 | |
| 30 Yr Pass Thru | 2.000 | 07-01-51 | 94,554,564 | 76,595,863 | |
| 30 Yr Pass Thru | 2.500 | 08-01-50 | 19,855,289 | 16,992,913 | |
| 30 Yr Pass Thru | 2.500 | 08-01-50 | 22,485,560 | 19,272,106 | |
| 30 Yr Pass Thru | 2.500 | 09-01-50 | 92,371,625 | 79,170,621 | |
| 30 Yr Pass Thru | 2.500 | 09-01-50 | 9,166,942 | 7,865,471 | |
| 30 Yr Pass Thru | 2.500 | 09-01-50 | 49,885,626 | 42,694,019 | |
| 30 Yr Pass Thru | 2.500 | 07-01-51 | 73,687,640 | 62,719,279 | |
| 30 Yr Pass Thru | 2.500 | 08-01-51 | 4,272,696 | 3,648,725 | |
| 30 Yr Pass Thru | 2.500 | 08-01-51 | 31,762,604 | 27,124,092 | |
| 30 Yr Pass Thru | 2.500 | 10-01-51 | 17,692,452 | 15,097,643 | |
| 30 Yr Pass Thru | 2.500 | 11-01-51 | 35,782,259 | 30,623,821 | |
| 30 Yr Pass Thru | 2.500 | 11-01-51 | 34,876,323 | 29,630,509 | |
| 30 Yr Pass Thru | 2.500 | 01-01-52 | 40,613,497 | 34,631,661 | |
| 30 Yr Pass Thru | 2.500 | 02-01-52 | 104,325,696 | 88,927,286 | |
| 30 Yr Pass Thru | 2.500 | 03-01-52 | 865,627 | 737,320 | |
| 30 Yr Pass Thru | 3.000 | 07-01-42 | 1,433,678 | 1,315,754 | |
| 30 Yr Pass Thru | 3.000 | 10-01-42 | 2,344,926 | 2,142,217 | |
| 30 Yr Pass Thru | 3.000 | 10-01-42 | 1,368,760 | 1,247,884 | |
| 30 Yr Pass Thru | 3.000 | 04-01-43 | 1,106,383 | 1,008,229 | |
| 30 Yr Pass Thru | 3.000 | 12-01-45 | 12,620,923 | 11,358,965 | |
| 30 Yr Pass Thru | 3.000 | 08-01-46 | 16,664,223 | 14,938,644 | |
| 30 Yr Pass Thru | 3.000 | 08-01-46 | 13,403,323 | 12,015,410 | |
| 30 Yr Pass Thru | 3.000 | 09-01-46 | 1,536,315 | 1,388,272 | |
| 30 Yr Pass Thru | 3.000 | 10-01-46 | 1,302,737 | 1,176,795 | |
| 30 Yr Pass Thru | 3.000 | 10-01-46 | 10,604,722 | 9,499,976 | |
| 30 Yr Pass Thru | 3.000 | 01-01-47 | 12,272,057 | 11,016,627 | |
| 30 Yr Pass Thru | 3.000 | 02-01-47 | 6,603,754 | 5,946,764 | |
| 30 Yr Pass Thru | 3.000 | 10-01-47 | 14,820,908 | 13,281,573 | |
| 30 Yr Pass Thru | 3.000 | 11-01-47 | 15,354,613 | 13,764,644 | |
| 30 Yr Pass Thru | 3.000 | 11-01-48 | 27,884,352 | 24,953,361 | |
| 30 Yr Pass Thru | 3.000 | 11-01-48 | 9,383,539 | 8,432,609 | |
| 30 Yr Pass Thru | 3.000 | 09-01-49 | 13,278,986 | 11,800,207 | |
| 30 Yr Pass Thru | 3.000 | 09-01-49 | 25,984,115 | 22,798,140 | |
| 30 Yr Pass Thru | 3.000 | 10-01-49 | 5,688,669 | 5,028,500 | |
| 5 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government Agency (continued) | |||||
| 30 Yr Pass Thru | 3.000 | 10-01-49 | 22,564,662 | $20,115,271 | |
| 30 Yr Pass Thru | 3.000 | 11-01-49 | 17,872,972 | 15,642,427 | |
| 30 Yr Pass Thru | 3.000 | 11-01-49 | 15,661,054 | 13,917,001 | |
| 30 Yr Pass Thru | 3.000 | 11-01-49 | 12,729,412 | 11,299,900 | |
| 30 Yr Pass Thru | 3.000 | 11-01-49 | 13,592,380 | 12,014,985 | |
| 30 Yr Pass Thru | 3.000 | 12-01-49 | 15,323,528 | 13,602,698 | |
| 30 Yr Pass Thru | 3.000 | 01-01-50 | 13,593,018 | 12,066,524 | |
| 30 Yr Pass Thru | 3.000 | 02-01-50 | 33,217,491 | 29,071,952 | |
| 30 Yr Pass Thru | 3.000 | 12-01-51 | 34,297,248 | 30,188,441 | |
| 30 Yr Pass Thru | 3.000 | 12-01-51 | 80,016,328 | 70,655,426 | |
| 30 Yr Pass Thru | 3.000 | 01-01-52 | 30,812,390 | 27,284,759 | |
| 30 Yr Pass Thru | 3.000 | 01-01-52 | 19,624,848 | 17,378,050 | |
| 30 Yr Pass Thru | 3.000 | 01-01-52 | 27,471,230 | 24,429,137 | |
| 30 Yr Pass Thru | 3.000 | 02-01-52 | 13,894,756 | 12,282,271 | |
| 30 Yr Pass Thru | 3.000 | 02-01-52 | 29,341,158 | 25,890,274 | |
| 30 Yr Pass Thru | 3.000 | 02-01-52 | 42,973,405 | 37,717,762 | |
| 30 Yr Pass Thru | 3.000 | 02-01-52 | 10,726,284 | 9,474,796 | |
| 30 Yr Pass Thru | 3.000 | 03-01-52 | 109,860,517 | 97,008,221 | |
| 30 Yr Pass Thru | 3.000 | 04-01-52 | 145,548,931 | 127,748,312 | |
| 30 Yr Pass Thru | 3.000 | 05-01-52 | 10,813,798 | 9,582,513 | |
| 30 Yr Pass Thru | 3.000 | 05-01-52 | 56,051,784 | 49,546,980 | |
| 30 Yr Pass Thru | 3.000 | 09-01-52 | 48,837,340 | 43,322,388 | |
| 30 Yr Pass Thru | 3.500 | 04-01-45 | 4,233,008 | 3,943,386 | |
| 30 Yr Pass Thru | 3.500 | 02-01-47 | 15,710,296 | 14,592,538 | |
| 30 Yr Pass Thru | 3.500 | 03-01-47 | 17,565,579 | 16,337,779 | |
| 30 Yr Pass Thru | 3.500 | 07-01-47 | 19,682,657 | 18,306,876 | |
| 30 Yr Pass Thru | 3.500 | 11-01-47 | 16,715,064 | 15,484,031 | |
| 30 Yr Pass Thru | 3.500 | 01-01-48 | 12,070,118 | 11,166,089 | |
| 30 Yr Pass Thru | 3.500 | 06-01-49 | 12,954,635 | 11,935,778 | |
| 30 Yr Pass Thru | 3.500 | 06-01-49 | 40,031,900 | 36,908,487 | |
| 30 Yr Pass Thru | 3.500 | 12-01-49 | 17,092,438 | 15,694,736 | |
| 30 Yr Pass Thru | 3.500 | 02-01-50 | 19,244,050 | 17,658,377 | |
| 30 Yr Pass Thru | 3.500 | 03-01-50 | 22,004,158 | 20,026,026 | |
| 30 Yr Pass Thru | 3.500 | 06-01-50 | 19,784,302 | 18,172,661 | |
| 30 Yr Pass Thru | 3.500 | 09-01-50 | 37,353,605 | 34,310,758 | |
| 30 Yr Pass Thru | 3.500 | 03-01-51 | 33,681,432 | 30,885,095 | |
| 30 Yr Pass Thru | 3.500 | 02-01-52 | 18,289,103 | 16,810,693 | |
| 30 Yr Pass Thru | 3.500 | 03-01-52 | 18,477,469 | 16,937,638 | |
| 30 Yr Pass Thru | 3.500 | 04-01-52 | 24,865,641 | 22,770,137 | |
| 30 Yr Pass Thru | 3.500 | 04-01-52 | 17,519,166 | 16,059,196 | |
| 30 Yr Pass Thru | 3.500 | 04-01-52 | 27,823,281 | 25,417,664 | |
| 30 Yr Pass Thru | 3.500 | 04-01-52 | 36,602,426 | 33,597,894 | |
| 30 Yr Pass Thru | 3.500 | 04-01-52 | 68,482,605 | 62,561,558 | |
| 30 Yr Pass Thru | 3.500 | 05-01-52 | 18,251,346 | 16,679,027 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 6 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government Agency (continued) | |||||
| 30 Yr Pass Thru | 3.500 | 05-01-52 | 42,497,257 | $38,743,236 | |
| 30 Yr Pass Thru | 3.500 | 08-01-52 | 56,657,690 | 51,794,443 | |
| 30 Yr Pass Thru | 3.500 | 09-01-52 | 24,941,414 | 22,777,170 | |
| 30 Yr Pass Thru | 3.500 | 09-01-52 | 30,213,813 | 27,534,470 | |
| 30 Yr Pass Thru | 3.500 | 12-01-52 | 48,797,528 | 44,776,704 | |
| 30 Yr Pass Thru | 3.500 | 08-01-53 | 31,567,162 | 29,035,141 | |
| 30 Yr Pass Thru | 4.000 | 03-01-47 | 5,405,920 | 5,150,956 | |
| 30 Yr Pass Thru | 4.000 | 01-01-49 | 3,576,317 | 3,391,998 | |
| 30 Yr Pass Thru | 4.000 | 07-01-49 | 8,008,789 | 7,603,535 | |
| 30 Yr Pass Thru | 4.000 | 07-01-49 | 10,726,482 | 10,207,174 | |
| 30 Yr Pass Thru | 4.000 | 02-01-50 | 18,799,160 | 17,836,150 | |
| 30 Yr Pass Thru | 4.000 | 03-01-51 | 70,194,246 | 66,686,205 | |
| 30 Yr Pass Thru | 4.000 | 08-01-51 | 39,424,946 | 37,516,239 | |
| 30 Yr Pass Thru | 4.000 | 10-01-51 | 130,885,953 | 124,099,359 | |
| 30 Yr Pass Thru | 4.000 | 04-01-52 | 7,317,076 | 6,919,384 | |
| 30 Yr Pass Thru | 4.000 | 05-01-52 | 38,872,249 | 36,616,761 | |
| 30 Yr Pass Thru | 4.000 | 05-01-52 | 73,420,815 | 69,160,711 | |
| 30 Yr Pass Thru | 4.000 | 05-01-52 | 43,859,154 | 41,365,709 | |
| 30 Yr Pass Thru | 4.000 | 06-01-52 | 39,022,373 | 37,002,064 | |
| 30 Yr Pass Thru | 4.000 | 06-01-52 | 27,206,656 | 25,628,041 | |
| 30 Yr Pass Thru | 4.000 | 06-01-52 | 18,453,954 | 17,463,935 | |
| 30 Yr Pass Thru | 4.000 | 07-01-52 | 30,113,653 | 28,498,113 | |
| 30 Yr Pass Thru | 4.000 | 07-01-52 | 31,008,042 | 29,237,930 | |
| 30 Yr Pass Thru | 4.000 | 07-01-52 | 23,618,857 | 22,270,561 | |
| 30 Yr Pass Thru | 4.000 | 07-01-52 | 16,290,971 | 15,350,809 | |
| 30 Yr Pass Thru | 4.000 | 09-01-52 | 53,770,814 | 50,701,274 | |
| 30 Yr Pass Thru | 4.000 | 09-01-52 | 21,717,709 | 20,437,220 | |
| 30 Yr Pass Thru | 4.000 | 10-01-52 | 20,886,224 | 19,706,975 | |
| 30 Yr Pass Thru | 4.000 | 09-01-53 | 78,639,020 | 74,297,312 | |
| 30 Yr Pass Thru | 4.000 | 11-01-53 | 36,631,458 | 34,528,882 | |
| 30 Yr Pass Thru | 4.500 | 05-01-52 | 27,098,858 | 26,350,734 | |
| 30 Yr Pass Thru | 4.500 | 06-01-52 | 30,805,289 | 29,906,708 | |
| 30 Yr Pass Thru | 4.500 | 06-01-52 | 71,047,414 | 68,886,173 | |
| 30 Yr Pass Thru | 4.500 | 07-01-52 | 59,275,451 | 57,472,310 | |
| 30 Yr Pass Thru | 4.500 | 07-01-52 | 39,568,419 | 38,463,681 | |
| 30 Yr Pass Thru | 4.500 | 07-01-52 | 48,961,557 | 47,472,161 | |
| 30 Yr Pass Thru | 4.500 | 08-01-52 | 46,293,708 | 44,784,199 | |
| 30 Yr Pass Thru | 4.500 | 08-01-52 | 32,400,363 | 31,394,503 | |
| 30 Yr Pass Thru | 4.500 | 08-01-52 | 60,067,901 | 58,240,654 | |
| 30 Yr Pass Thru | 4.500 | 09-01-52 | 47,694,149 | 46,332,734 | |
| 30 Yr Pass Thru | 4.500 | 09-01-52 | 125,635,332 | 121,538,716 | |
| 30 Yr Pass Thru | 4.500 | 09-01-52 | 37,053,249 | 35,972,416 | |
| 30 Yr Pass Thru | 4.500 | 09-01-52 | 18,334,190 | 17,793,658 | |
| 30 Yr Pass Thru | 4.500 | 10-01-52 | 11,668,767 | 11,335,686 | |
| 7 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government Agency (continued) | |||||
| 30 Yr Pass Thru | 4.500 | 10-01-52 | 33,135,684 | $32,106,997 | |
| 30 Yr Pass Thru | 4.500 | 10-01-52 | 21,989,100 | 21,361,428 | |
| 30 Yr Pass Thru | 4.500 | 11-01-52 | 25,418,126 | 24,668,744 | |
| 30 Yr Pass Thru | 4.500 | 11-01-52 | 6,369,050 | 6,187,247 | |
| 30 Yr Pass Thru | 4.500 | 12-01-52 | 33,755,392 | 32,707,466 | |
| 30 Yr Pass Thru | 4.500 | 12-01-52 | 52,323,501 | 50,682,783 | |
| 30 Yr Pass Thru | 4.500 | 02-01-53 | 26,210,273 | 25,445,727 | |
| 30 Yr Pass Thru | 4.500 | 03-01-53 | 27,313,480 | 26,448,470 | |
| 30 Yr Pass Thru | 4.500 | 08-01-53 | 26,363,573 | 25,503,930 | |
| 30 Yr Pass Thru | 5.000 | 07-01-52 | 50,373,321 | 50,120,865 | |
| 30 Yr Pass Thru | 5.000 | 07-01-52 | 23,706,136 | 23,534,942 | |
| 30 Yr Pass Thru | 5.000 | 09-01-52 | 30,657,295 | 30,455,748 | |
| 30 Yr Pass Thru | 5.000 | 10-01-52 | 34,264,450 | 34,156,973 | |
| 30 Yr Pass Thru | 5.000 | 10-01-52 | 34,709,036 | 34,459,158 | |
| 30 Yr Pass Thru | 5.000 | 10-01-52 | 95,484,749 | 94,797,335 | |
| 30 Yr Pass Thru | 5.000 | 11-01-52 | 30,398,859 | 30,303,507 | |
| 30 Yr Pass Thru | 5.000 | 12-01-52 | 30,125,913 | 30,031,417 | |
| 30 Yr Pass Thru | 5.000 | 01-01-53 | 6,417,509 | 6,407,406 | |
| 30 Yr Pass Thru | 5.000 | 01-01-53 | 26,388,685 | 26,273,749 | |
| 30 Yr Pass Thru | 5.000 | 04-01-53 | 7,073,867 | 7,042,836 | |
| 30 Yr Pass Thru | 5.000 | 04-01-53 | 27,755,028 | 27,633,275 | |
| 30 Yr Pass Thru | 5.000 | 04-01-53 | 7,446,151 | 7,413,487 | |
| 30 Yr Pass Thru | 5.000 | 05-01-53 | 60,931,985 | 60,664,695 | |
| 30 Yr Pass Thru | 5.000 | 05-01-53 | 27,512,942 | 27,271,882 | |
| 30 Yr Pass Thru | 5.000 | 07-01-53 | 71,317,849 | 70,982,712 | |
| 30 Yr Pass Thru | 5.000 | 11-01-53 | 48,526,196 | 48,055,530 | |
| 30 Yr Pass Thru | 5.000 | 11-01-54 | 58,897,813 | 58,344,957 | |
| 30 Yr Pass Thru | 5.000 | 12-01-54 | 29,057,278 | 28,811,767 | |
| 30 Yr Pass Thru | 5.000 | 04-01-56 | 41,180,905 | 40,768,615 | |
| 30 Yr Pass Thru | 5.500 | 12-01-52 | 27,626,373 | 28,125,272 | |
| 30 Yr Pass Thru | 5.500 | 12-01-52 | 24,534,226 | 24,914,416 | |
| 30 Yr Pass Thru | 5.500 | 12-01-52 | 1,534,852 | 1,562,569 | |
| 30 Yr Pass Thru | 5.500 | 12-01-52 | 19,190,008 | 19,506,572 | |
| 30 Yr Pass Thru | 5.500 | 04-01-53 | 20,785,003 | 21,004,468 | |
| 30 Yr Pass Thru | 5.500 | 05-01-53 | 12,139,968 | 12,336,438 | |
| 30 Yr Pass Thru | 5.500 | 08-01-53 | 17,301,249 | 17,575,843 | |
| 30 Yr Pass Thru | 5.500 | 02-01-54 | 23,430,451 | 23,803,787 | |
| 30 Yr Pass Thru | 5.500 | 05-01-54 | 29,720,939 | 29,966,027 | |
| 30 Yr Pass Thru | 5.500 | 05-01-54 | 18,944,946 | 19,180,503 | |
| 30 Yr Pass Thru | 5.500 | 05-01-54 | 30,960,076 | 31,248,278 | |
| 30 Yr Pass Thru | 5.500 | 11-01-54 | 30,763,749 | 31,253,933 | |
| 30 Yr Pass Thru | 5.500 | 11-01-54 | 21,228,514 | 21,558,804 | |
| 30 Yr Pass Thru | 5.500 | 12-01-54 | 46,767,288 | 47,436,472 | |
| 30 Yr Pass Thru | 5.500 | 06-01-55 | 55,163,159 | 55,866,285 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 8 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government Agency (continued) | |||||
| 30 Yr Pass Thru | 5.500 | 06-01-55 | 34,519,163 | $35,142,538 | |
| 30 Yr Pass Thru | 5.500 | 08-01-55 | 26,125,371 | 26,474,701 | |
| 30 Yr Pass Thru | 5.500 | 09-01-55 | 25,711,595 | 26,118,386 | |
| 30 Yr Pass Thru (6 month Refinitiv USD IBOR Consumer Cash Fallback Rate + 2.122%) (A) | 6.372 | 07-01-33 | 166 | 171 | |
| 30 Yr Pass Thru | 7.000 | 09-01-31 | 51 | 54 | |
| 30 Yr Pass Thru | 7.000 | 09-01-31 | 20 | 21 | |
| 30 Yr Pass Thru | 7.000 | 09-01-31 | 460 | 487 | |
| 30 Yr Pass Thru | 7.000 | 01-01-32 | 25 | 26 | |
| 30 Yr Pass Thru | 7.500 | 09-01-29 | 10 | 11 | |
| 30 Yr Pass Thru | 7.500 | 12-01-29 | 10 | 11 | |
| 30 Yr Pass Thru | 7.500 | 01-01-31 | 6 | 6 | |
| 30 Yr Pass Thru | 7.500 | 05-01-31 | 50 | 52 | |
| Government National Mortgage Association | |||||
| 30 Yr Pass Thru | 6.000 | 03-15-33 | 797 | 822 | |
| 30 Yr Pass Thru | 6.000 | 06-15-33 | 193 | 198 | |
| 30 Yr Pass Thru | 6.500 | 09-15-28 | 18 | 18 | |
| 30 Yr Pass Thru | 6.500 | 09-15-29 | 21 | 22 | |
| 30 Yr Pass Thru | 6.500 | 08-15-31 | 41 | 43 | |
| 30 Yr Pass Thru | 7.000 | 04-15-29 | 117 | 119 | |
| Foreign government obligations 0.2% | $44,170,887 | ||||
| (Cost $45,101,307) | |||||
| Saudi Arabia 0.2% | 44,170,887 | ||||
|
Kingdom of Saudi Arabia Bond (B) |
5.875 | 01-12-56 | 45,562,000 | 44,170,887 | |
| Corporate bonds 41.3% | $10,987,732,474 | ||||
| (Cost $11,005,852,494) | |||||
| Communication services 3.2% | 860,134,904 | ||||
| Diversified telecommunication services 1.5% | |||||
| AT&T, Inc. | 2.750 | 06-01-31 | 26,407,000 | 24,099,326 | |
| AT&T, Inc. | 4.500 | 05-15-35 | 15,568,000 | 14,772,590 | |
| AT&T, Inc. | 4.550 | 11-01-32 | 23,095,000 | 22,678,620 | |
| AT&T, Inc. (C) | 4.750 | 04-30-33 | 26,279,000 | 25,958,338 | |
| Cipher Compute LLC (B) | 7.125 | 11-15-30 | 8,725,000 | 9,095,387 | |
| Edged Compute LLC (B) | 7.500 | 04-30-31 | 38,039,000 | 38,137,217 | |
| GCI LLC (B) | 4.750 | 10-15-28 | 13,547,000 | 13,073,315 | |
| IHS Holding, Ltd. (B) | 7.875 | 05-29-30 | 10,542,000 | 10,876,003 | |
| IHS Holding, Ltd. (B) | 8.250 | 11-29-31 | 17,521,000 | 18,300,250 | |
| Iliad Holding SAS (B) | 7.000 | 04-15-32 | 19,697,000 | 20,035,788 | |
| Iliad Holding SAS (B) | 8.500 | 04-15-31 | 4,934,000 | 5,226,591 | |
| Level 3 Financing, Inc. (B) | 6.875 | 06-30-33 | 31,492,000 | 32,437,768 | |
| NTT Finance Corp. (B) | 5.171 | 07-16-32 | 31,720,000 | 31,888,647 | |
| 9 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Communication services (continued) | |||||
| Diversified telecommunication services (continued) | |||||
| QTS Fayetteville I DC1-2 LLC (B) | 5.700 | 04-15-36 | 50,175,000 | $48,839,978 | |
| Sitios Latinoamerica SAB de CV (B) | 6.000 | 11-25-29 | 30,549,000 | 31,358,549 | |
| STC Sukuk Company II, Ltd. (B) | 4.489 | 01-15-31 | 24,020,000 | 23,717,958 | |
| SV RNO Property Owner 1 LLC (B) | 5.875 | 03-01-31 | 13,821,000 | 13,647,496 | |
| Verizon Communications, Inc. | 2.355 | 03-15-32 | 29,559,000 | 25,957,067 | |
| Entertainment 0.4% | |||||
| Discovery Global Holdings, Inc. | 4.279 | 03-15-32 | 14,271,000 | 13,429,054 | |
| Discovery Global Holdings, Inc. | 5.050 | 03-15-42 | 28,537,000 | 20,867,681 | |
| Oak-Eagle Acquireco, Inc. (B) | 7.250 | 07-01-33 | 8,552,000 | 8,918,424 | |
| Roblox Corp. (B) | 3.875 | 05-01-30 | 35,455,000 | 33,468,095 | |
| WMG Acquisition Corp. (B) | 3.875 | 07-15-30 | 26,082,000 | 24,741,689 | |
| Interactive media and services 0.3% | |||||
| Alphabet, Inc. | 4.400 | 02-15-33 | 25,621,000 | 25,204,767 | |
| Meta Platforms, Inc. | 4.200 | 11-15-30 | 29,871,000 | 29,487,535 | |
| Meta Platforms, Inc. | 4.600 | 11-15-32 | 19,912,000 | 19,665,926 | |
| Meta Platforms, Inc. | 5.625 | 11-15-55 | 11,519,000 | 10,621,561 | |
| Media 0.5% | |||||
| Cable One, Inc. (B)(C) | 4.000 | 11-15-30 | 135,000 | 81,778 | |
| CCO Holdings LLC (B) | 4.250 | 02-01-31 | 15,717,000 | 14,230,189 | |
| CCO Holdings LLC (B)(C) | 7.375 | 03-01-31 | 6,126,000 | 6,212,729 | |
| CCO Holdings LLC (B)(C) | 7.375 | 02-01-36 | 16,650,000 | 16,246,950 | |
| Charter Communications Operating LLC | 6.384 | 10-23-35 | 20,176,000 | 20,308,339 | |
| Gray Media, Inc. (B) | 10.500 | 07-15-29 | 19,442,000 | 20,581,807 | |
| News Corp. (B) | 3.875 | 05-15-29 | 16,886,000 | 16,372,812 | |
| News Corp. (B) | 5.125 | 02-15-32 | 10,755,000 | 10,549,673 | |
| Paramount Global | 4.200 | 05-19-32 | 7,750,000 | 6,710,771 | |
| Paramount Global | 4.375 | 03-15-43 | 15,893,000 | 10,172,216 | |
| Paramount Global | 4.950 | 05-19-50 | 32,321,000 | 20,746,755 | |
| Wireless telecommunication services 0.5% | |||||
| Millicom International Cellular SA (B) | 6.250 | 03-25-29 | 14,067,000 | 14,166,245 | |
| Millicom International Cellular SA (B) | 7.375 | 04-02-32 | 6,374,000 | 6,560,503 | |
| T-Mobile USA, Inc. | 3.875 | 04-15-30 | 56,858,000 | 55,328,131 | |
| T-Mobile USA, Inc. | 6.700 | 12-15-33 | 22,087,000 | 24,291,255 | |
| Vodafone Group PLC (7.000% to 4-4-29, then 5 Year U.S. Swap Rate + 4.873% to 4-4-49, then 5 Year U.S. Swap Rate + 5.623%) | 7.000 | 04-04-79 | 20,338,000 | 21,069,131 | |
| Consumer discretionary 3.6% | 946,627,448 | ||||
| Automobile components 0.1% | |||||
| Dealer Tire LLC (B) | 8.000 | 02-01-28 | 13,435,000 | 13,275,101 | |
| Automobiles 1.1% | |||||
| Ford Motor Credit Company LLC | 4.000 | 11-13-30 | 54,566,000 | 51,553,303 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 10 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Consumer discretionary (continued) | |||||
| Automobiles (continued) | |||||
| Ford Motor Credit Company LLC | 5.730 | 09-05-30 | 31,611,000 | $31,972,923 | |
| Ford Motor Credit Company LLC | 5.800 | 03-08-29 | 25,031,000 | 25,401,006 | |
| Ford Motor Credit Company LLC | 6.125 | 03-08-34 | 56,726,000 | 57,576,826 | |
| General Motors Financial Company, Inc. | 3.600 | 06-21-30 | 68,261,000 | 65,264,229 | |
| General Motors Financial Company, Inc. | 5.950 | 04-04-34 | 68,178,000 | 70,796,054 | |
| Broadline retail 0.4% | |||||
| Amazon.com, Inc. | 4.550 | 03-13-33 | 25,657,000 | 25,385,038 | |
| Macy's Retail Holdings LLC (B)(C) | 5.875 | 03-15-30 | 9,534,000 | 9,499,284 | |
| Macy's Retail Holdings LLC (B)(C) | 6.125 | 03-15-32 | 10,208,000 | 10,209,409 | |
| Macy's Retail Holdings LLC (B)(C) | 7.375 | 08-01-33 | 17,749,000 | 18,530,504 | |
| MercadoLibre, Inc. | 4.900 | 01-15-33 | 22,784,000 | 22,200,730 | |
| Rakuten Group, Inc. (B) | 9.750 | 04-15-29 | 11,949,000 | 13,056,479 | |
| Hotels, restaurants and leisure 1.1% | |||||
| A&K Travel Group Holdings, Ltd. (B) | 7.500 | 05-15-33 | 17,832,000 | 18,082,251 | |
| Brightstar Lottery PLC (B) | 5.750 | 01-15-33 | 17,814,000 | 17,293,922 | |
| Carnival Corp., Ltd. (B) | 5.125 | 05-01-29 | 20,334,000 | 20,309,408 | |
| Carnival Corp., Ltd. (B) | 5.750 | 08-01-32 | 51,379,000 | 51,902,141 | |
| Carnival Corp., Ltd. (B) | 5.875 | 06-15-31 | 19,243,000 | 19,540,675 | |
| Hilton Domestic Operating Company, Inc. (B) | 5.500 | 03-31-34 | 13,933,000 | 13,869,455 | |
| Hilton Grand Vacations Borrower LLC (B) | 6.625 | 01-15-32 | 18,613,000 | 18,927,653 | |
| Marriott International, Inc. | 4.500 | 05-01-33 | 9,332,000 | 9,051,043 | |
| Marriott Ownership Resorts, Inc. (B) | 6.500 | 10-01-33 | 18,055,000 | 17,717,420 | |
| Midwest Gaming Borrower LLC (B) | 4.875 | 05-01-29 | 14,693,000 | 14,297,827 | |
| Rivers Enterprise Borrower LLC (B) | 6.250 | 10-15-30 | 12,946,000 | 13,048,241 | |
| Rivers Enterprise Borrower LLC (B) | 6.625 | 02-01-33 | 13,462,000 | 13,659,178 | |
| Royal Caribbean Cruises, Ltd. | 5.375 | 01-15-36 | 12,279,000 | 12,212,836 | |
| Travel + Leisure Company (B) | 4.625 | 03-01-30 | 9,094,000 | 8,746,264 | |
| Travel + Leisure Company (B) | 6.125 | 09-01-33 | 20,959,000 | 20,599,025 | |
| Viking Cruises, Ltd. (B) | 5.875 | 10-15-33 | 19,082,000 | 19,120,202 | |
| Household durables 0.1% | |||||
| Brookfield Residential Properties, Inc. (B) | 5.000 | 06-15-29 | 9,973,000 | 9,441,058 | |
| Century Communities, Inc. (B) | 3.875 | 08-15-29 | 11,357,000 | 10,723,553 | |
| KB Home | 4.000 | 06-15-31 | 13,563,000 | 12,623,159 | |
| Specialty retail 0.7% | |||||
| Asbury Automotive Group, Inc. (B) | 4.625 | 11-15-29 | 6,148,000 | 5,971,177 | |
| Asbury Automotive Group, Inc. | 4.750 | 03-01-30 | 13,786,000 | 13,414,059 | |
| Global Auto Holdings, Ltd. (B)(C) | 8.750 | 01-15-32 | 33,449,000 | 31,412,886 | |
| Global Auto Holdings, Ltd. (B) | 11.500 | 08-15-29 | 15,125,000 | 15,656,039 | |
| Lithia Motors, Inc. (B) | 3.875 | 06-01-29 | 7,350,000 | 7,044,773 | |
| Lithia Motors, Inc. (B) | 4.375 | 01-15-31 | 16,340,000 | 15,485,590 | |
| Lithia Motors, Inc. (B) | 5.500 | 10-01-30 | 14,804,000 | 14,677,870 | |
| 11 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Consumer discretionary (continued) | |||||
| Specialty retail (continued) | |||||
| The Home Depot, Inc. | 4.950 | 06-25-34 | 27,698,000 | $27,829,235 | |
| The Michaels Companies, Inc. (B) | 8.500 | 03-15-33 | 23,151,000 | 22,602,174 | |
| Valvoline, Inc. (B) | 3.625 | 06-15-31 | 14,973,000 | 13,659,780 | |
| Wayfair LLC (B) | 6.750 | 11-15-32 | 13,360,000 | 13,571,355 | |
| Wayfair LLC (B) | 7.125 | 05-31-34 | 9,593,000 | 9,774,701 | |
| Textiles, apparel and luxury goods 0.1% | |||||
| S&S Holdings LLC (B) | 8.375 | 10-01-31 | 20,479,000 | 19,641,612 | |
| Consumer staples 1.2% | 320,471,235 | ||||
| Consumer staples distribution and retail 0.2% | |||||
| Albertsons Companies, Inc. (B) | 5.750 | 03-31-34 | 45,579,000 | 43,908,817 | |
| KeHE Distributors LLC (B) | 7.125 | 04-30-33 | 7,673,000 | 7,775,458 | |
| Performance Food Group, Inc. (B) | 5.625 | 03-01-34 | 13,810,000 | 13,495,006 | |
| Food products 0.7% | |||||
| Chobani LLC (B) | 6.375 | 04-15-34 | 7,552,000 | 7,677,061 | |
| Froneri Lux FinCo Sarl (B) | 6.000 | 08-01-32 | 22,293,000 | 21,738,539 | |
| Industrial F&B Investments III, Inc. (B) | 7.750 | 02-11-33 | 12,638,000 | 12,891,052 | |
| JBS NV | 3.625 | 01-15-32 | 25,224,000 | 23,288,784 | |
| JBS NV | 5.750 | 04-01-33 | 21,968,000 | 22,589,035 | |
| JBS NV | 5.950 | 04-20-35 | 6,377,000 | 6,574,324 | |
| MARB BondCo PLC (B) | 3.950 | 01-29-31 | 27,576,000 | 24,601,564 | |
| Mars, Inc. (B) | 5.000 | 03-01-32 | 24,479,000 | 24,735,569 | |
| NBM US Holdings, Inc. (B)(C) | 6.625 | 08-06-29 | 20,530,000 | 20,541,641 | |
| Pilgrim's Pride Corp. | 6.250 | 07-01-33 | 14,618,000 | 15,263,134 | |
| Viking Baked Goods Acquisition Corp. (B) | 8.625 | 11-01-31 | 17,719,000 | 18,108,605 | |
| Household products 0.2% | |||||
| The Clorox Company | 4.950 | 05-15-33 | 19,412,000 | 19,329,896 | |
| The Clorox Company | 5.250 | 05-15-36 | 25,036,000 | 25,048,512 | |
| Personal care products 0.1% | |||||
| Kenvue, Inc. | 4.900 | 03-22-33 | 12,817,000 | 12,904,238 | |
| Energy 5.4% | 1,427,682,773 | ||||
| Oil, gas and consumable fuels 5.4% | |||||
| Aker BP ASA (B) | 3.750 | 01-15-30 | 7,320,000 | 7,066,210 | |
| Aker BP ASA (B) | 4.000 | 01-15-31 | 13,636,000 | 13,139,229 | |
| Antero Midstream Partners LP (B) | 5.750 | 10-15-33 | 18,101,000 | 17,910,837 | |
| Antero Midstream Partners LP (B) | 5.750 | 07-01-34 | 41,527,000 | 41,028,298 | |
| Ascent Resources Utica Holdings LLC (B) | 5.875 | 06-30-29 | 21,446,000 | 21,417,325 | |
| Ascent Resources Utica Holdings LLC (B) | 6.625 | 10-15-32 | 6,784,000 | 6,962,114 | |
| Ascent Resources Utica Holdings LLC (B) | 6.625 | 07-15-33 | 8,263,000 | 8,467,154 | |
| Azule Energy Finance PLC (B) | 8.625 | 01-22-33 | 14,836,000 | 15,216,041 | |
| BP Capital Markets America, Inc. | 4.812 | 02-13-33 | 13,244,000 | 13,233,733 | |
| Cheniere Energy Partners LP | 5.550 | 10-30-35 | 10,242,000 | 10,449,499 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 12 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Energy (continued) | |||||
| Oil, gas and consumable fuels (continued) | |||||
| Cheniere Energy Partners LP | 5.950 | 06-30-33 | 23,897,000 | $25,069,919 | |
| Columbia Pipelines Holding Company LLC (B) | 4.999 | 11-17-32 | 18,154,000 | 18,042,200 | |
| Columbia Pipelines Holding Company LLC (B) | 5.681 | 01-15-34 | 34,965,000 | 35,917,690 | |
| Columbia Pipelines Operating Company LLC (B) | 6.036 | 11-15-33 | 20,696,000 | 21,862,115 | |
| Comstock Resources, Inc. (B) | 5.875 | 01-15-30 | 22,921,000 | 21,663,091 | |
| Continental Resources, Inc. (B) | 2.875 | 04-01-32 | 17,405,000 | 15,370,782 | |
| Continental Resources, Inc. (B) | 5.750 | 01-15-31 | 23,976,000 | 24,470,244 | |
| Crescent Energy Finance LLC (B) | 7.375 | 01-15-33 | 16,970,000 | 17,244,507 | |
| DT Midstream, Inc. (B) | 4.375 | 06-15-31 | 45,842,000 | 44,370,155 | |
| DT Midstream, Inc. (B) | 5.800 | 12-15-34 | 10,255,000 | 10,565,614 | |
| Enbridge, Inc. (5.500% to 7-15-27, then 3 month CME Term SOFR + 3.680% to 7-15-47, then 3 month CME Term SOFR + 4.430%) | 5.500 | 07-15-77 | 20,216,000 | 20,166,097 | |
| Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | 5.750 | 07-15-80 | 29,961,000 | 30,224,986 | |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%) | 6.250 | 03-01-78 | 19,789,000 | 19,933,242 | |
| Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | 8.500 | 01-15-84 | 13,523,000 | 15,465,944 | |
| Energean Israel Finance, Ltd. (B) | 5.375 | 03-30-28 | 6,784,000 | 6,697,969 | |
| Energean Israel Finance, Ltd. (B) | 5.875 | 03-30-31 | 11,698,000 | 11,177,280 | |
| Energy Transfer LP | 5.600 | 09-01-34 | 14,677,000 | 15,027,769 | |
| Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (D) | 6.500 | 11-15-26 | 44,810,000 | 44,974,273 | |
| Energy Transfer LP (6.500% to 2-15-31, then 5 Year CMT + 2.676%) (C) | 6.500 | 02-15-56 | 14,243,000 | 14,360,505 | |
| Energy Transfer LP (6.750% to 2-15-36, then 5 Year CMT + 2.475%) | 6.750 | 02-15-56 | 24,715,000 | 25,179,568 | |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (D) | 7.125 | 05-15-30 | 37,134,000 | 38,335,693 | |
| Eni SpA (B) | 5.250 | 05-18-36 | 26,799,000 | 26,553,880 | |
| Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%) | 5.250 | 08-16-77 | 41,795,000 | 41,738,130 | |
| Enterprise Products Operating LLC | 5.350 | 01-31-33 | 12,817,000 | 13,209,526 | |
| EOG Resources, Inc. | 5.000 | 07-15-32 | 12,817,000 | 12,971,057 | |
| Expand Energy Corp. | 4.750 | 02-01-32 | 16,711,000 | 16,400,450 | |
| Genesis Energy LP | 6.750 | 03-15-34 | 2,481,000 | 2,490,572 | |
| Genesis Energy LP | 7.875 | 05-15-32 | 11,437,000 | 11,893,885 | |
| 13 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Energy (continued) | |||||
| Oil, gas and consumable fuels (continued) | |||||
| Genesis Energy LP | 8.000 | 05-15-33 | 12,999,000 | $13,634,300 | |
| Global Partners LP (B) | 7.125 | 07-01-33 | 3,749,000 | 3,811,725 | |
| Global Partners LP (B) | 8.250 | 01-15-32 | 10,160,000 | 10,662,514 | |
| Hess Midstream Operations LP (B) | 6.500 | 06-01-29 | 4,730,000 | 4,851,183 | |
| Howard Midstream Energy Partners LLC (B) | 6.625 | 01-15-34 | 10,523,000 | 10,646,771 | |
| Howard Midstream Energy Partners LLC (B) | 7.375 | 07-15-32 | 2,921,000 | 3,019,335 | |
| Leviathan Bond, Ltd. (B) | 6.500 | 06-30-27 | 15,210,000 | 15,258,535 | |
| Leviathan Bond, Ltd. (B)(C) | 6.750 | 06-30-30 | 5,068,000 | 5,224,779 | |
| Long Ridge Energy LLC (B) | 8.750 | 02-15-32 | 9,105,000 | 9,462,317 | |
| MPLX LP | 4.950 | 09-01-32 | 13,328,000 | 13,286,074 | |
| MPLX LP | 5.000 | 03-01-33 | 14,422,000 | 14,395,845 | |
| Occidental Petroleum Corp. | 5.375 | 01-01-32 | 10,344,000 | 10,625,771 | |
| Occidental Petroleum Corp. | 6.450 | 09-15-36 | 27,598,000 | 29,970,214 | |
| Occidental Petroleum Corp. | 6.625 | 09-01-30 | 20,762,000 | 22,141,656 | |
| Ovintiv, Inc. | 6.250 | 07-15-33 | 12,148,000 | 12,884,073 | |
| Ovintiv, Inc. | 7.200 | 11-01-31 | 3,846,000 | 4,235,928 | |
| Par Petroleum LLC (B) | 7.375 | 06-01-34 | 5,569,000 | 5,699,946 | |
| PBF Holding Company LLC (B) | 7.250 | 06-01-34 | 17,012,000 | 16,935,985 | |
| Permian Resources Operating LLC (B) | 6.250 | 02-01-33 | 9,803,000 | 10,071,455 | |
| Plains All American Pipeline LP | 4.700 | 01-15-31 | 9,475,000 | 9,424,019 | |
| Repsol E&P Capital Markets US LLC (B) | 5.204 | 09-16-30 | 33,995,000 | 34,370,107 | |
| Sabine Pass Liquefaction LLC | 4.500 | 05-15-30 | 35,577,000 | 35,351,929 | |
| Sunoco LP (B) | 4.500 | 10-01-29 | 15,282,000 | 14,876,131 | |
| Sunoco LP | 4.500 | 04-30-30 | 27,279,000 | 26,501,794 | |
| Sunoco LP (B) | 4.625 | 05-01-30 | 8,975,000 | 8,708,445 | |
| Sunoco LP (B) | 5.625 | 03-15-31 | 9,550,000 | 9,562,033 | |
| Sunoco LP (B) | 5.875 | 03-15-34 | 16,710,000 | 16,610,184 | |
| Sunoco LP (B) | 7.250 | 05-01-32 | 8,404,000 | 8,781,222 | |
| Sunoco LP (7.875% to 9-18-30, then 5 Year CMT + 4.230%) (B)(D) | 7.875 | 09-18-30 | 28,641,000 | 29,912,277 | |
| Targa Resources Corp. | 5.500 | 02-15-35 | 15,891,000 | 16,152,820 | |
| Targa Resources Corp. | 6.150 | 03-01-29 | 14,352,000 | 14,932,608 | |
| Targa Resources Partners LP | 4.000 | 01-15-32 | 24,529,000 | 23,382,188 | |
| Var Energi ASA (B) | 5.875 | 05-22-30 | 32,487,000 | 33,561,650 | |
| Var Energi ASA (B) | 8.000 | 11-15-32 | 47,391,000 | 54,082,507 | |
| Venture Global LNG, Inc. (B) | 7.000 | 01-15-30 | 14,224,000 | 14,590,420 | |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (B)(D) | 9.000 | 09-30-29 | 25,708,000 | 25,387,869 | |
| Viper Energy Partners LLC | 4.900 | 08-01-30 | 18,763,000 | 18,704,935 | |
| Western Midstream Operating LP | 4.800 | 03-01-31 | 24,709,000 | 24,536,664 | |
| Western Midstream Operating LP | 5.450 | 11-15-34 | 13,560,000 | 13,584,372 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 14 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Energy (continued) | |||||
| Oil, gas and consumable fuels (continued) | |||||
| Whistler Pipeline LLC (B) | 5.400 | 09-30-29 | 10,294,000 | $10,498,341 | |
| Whistler Pipeline LLC (B) | 5.700 | 09-30-31 | 10,779,000 | 11,084,269 | |
| Financials 13.1% | 3,482,640,999 | ||||
| Banks 7.7% | |||||
| Banco Bradesco SA (B)(C) | 5.375 | 01-20-31 | 25,756,000 | 25,717,366 | |
| Banco Santander SA | 4.551 | 11-06-30 | 30,600,000 | 30,130,385 | |
| Banco Santander SA (7.250% to 6-3-36, then 5 Year CMT + 2.837%) (D) | 7.250 | 12-03-35 | 14,658,000 | 14,757,556 | |
| Banco Santander SA (9.625% to 11-21-33, then 5 Year CMT + 5.298%) (D) | 9.625 | 05-21-33 | 29,438,000 | 34,605,429 | |
| Bank Hapoalim BM (B) | 4.722 | 07-14-29 | 19,678,000 | 19,466,324 | |
| Bank Hapoalim BM (B) | 5.252 | 01-14-33 | 11,344,000 | 11,297,500 | |
| Bank of America Corp. (2.592% to 4-29-30, then Overnight SOFR + 2.150%) | 2.592 | 04-29-31 | 38,499,000 | 35,611,636 | |
| Bank of America Corp. (2.687% to 4-22-31, then Overnight SOFR + 1.320%) | 2.687 | 04-22-32 | 63,090,000 | 57,273,696 | |
| Bank of America Corp. (4.571% to 4-27-32, then Overnight SOFR + 1.830%) | 4.571 | 04-27-33 | 17,703,000 | 17,390,939 | |
| Bank of America Corp. (5.425% to 8-15-34, then Overnight SOFR + 1.913%) | 5.425 | 08-15-35 | 67,709,000 | 68,017,008 | |
| Bank of America Corp. (5.518% to 10-25-34, then Overnight SOFR + 1.738%) | 5.518 | 10-25-35 | 7,994,000 | 8,055,127 | |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (D) | 6.625 | 05-01-30 | 39,193,000 | 40,505,730 | |
| Bank of Montreal (7.700% to 5-26-29, then 5 Year CMT + 3.452%) | 7.700 | 05-26-84 | 27,232,000 | 28,498,125 | |
| Barclays PLC (5.367% to 2-25-30, then Overnight SOFR + 1.230%) | 5.367 | 02-25-31 | 18,179,000 | 18,476,180 | |
| Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (D) | 8.000 | 03-15-29 | 27,275,000 | 28,625,140 | |
| BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (B)(C)(D) | 9.250 | 11-17-27 | 7,828,000 | 8,216,433 | |
| BPCE SA (4.760% to 1-13-31, then Overnight SOFR + 1.267%) (B) | 4.760 | 01-13-32 | 18,255,000 | 18,038,672 | |
| BPCE SA (5.748% to 7-19-32, then Overnight SOFR + 2.865%) (B) | 5.748 | 07-19-33 | 5,973,000 | 6,105,605 | |
| BPCE SA (5.936% to 5-30-34, then Overnight SOFR + 1.850%) (B) | 5.936 | 05-30-35 | 20,634,000 | 21,184,749 | |
| Canadian Imperial Bank of Commerce (6.500% to 7-28-31, then 5 Year CMT + 2.727%) | 6.500 | 07-28-86 | 24,994,000 | 24,959,781 | |
| 15 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Financials (continued) | |||||
| Banks (continued) | |||||
| Citigroup, Inc. (6.174% to 5-25-33, then Overnight SOFR + 2.661%) | 6.174 | 05-25-34 | 31,736,000 | $33,216,741 | |
| Citigroup, Inc. (6.625% to 2-15-31, then 5 Year CMT + 3.001%) (D) | 6.625 | 02-15-31 | 27,072,000 | 27,482,791 | |
| Citizens Financial Group, Inc. | 3.250 | 04-30-30 | 4,799,000 | 4,545,394 | |
| Citizens Financial Group, Inc. (5.253% to 3-5-30, then Overnight SOFR + 1.259%) | 5.253 | 03-05-31 | 16,694,000 | 16,889,092 | |
| Citizens Financial Group, Inc. (5.299% to 1-29-31, then 5 Year CMT + 1.450%) | 5.299 | 01-29-36 | 4,770,000 | 4,725,235 | |
| Citizens Financial Group, Inc. (5.718% to 7-23-31, then Overnight SOFR + 1.910%) | 5.718 | 07-23-32 | 42,895,000 | 44,065,382 | |
| Credit Agricole SA (B) | 3.250 | 01-14-30 | 39,894,000 | 37,588,932 | |
| Credit Agricole SA (5.862% to 1-9-35, then Overnight SOFR + 1.740%) (B) | 5.862 | 01-09-36 | 18,779,000 | 19,353,612 | |
| Danske Bank A/S (4.999% to 3-27-31, then 1 Year CMT + 0.980%) (B) | 4.999 | 03-27-32 | 27,756,000 | 27,824,131 | |
| Danske Bank A/S (5.019% to 3-4-30, then 1 Year CMT + 0.930%) (B) | 5.019 | 03-04-31 | 19,295,000 | 19,408,782 | |
| Fifth Third Bancorp (5.141% to 1-29-36, then Overnight SOFR + 1.240%) | 5.141 | 01-29-37 | 10,573,000 | 10,359,525 | |
| Fifth Third Bancorp (5.631% to 1-29-31, then Overnight SOFR + 1.840%) | 5.631 | 01-29-32 | 16,334,000 | 16,852,297 | |
| Fifth Third Bancorp (3 month CME Term SOFR + 3.295%) (A)(C)(D) | 6.994 | 06-28-26 | 16,578,000 | 16,595,556 | |
| Fifth Third Financial Corp. (5.982% to 1-30-29, then Overnight SOFR + 2.155%) | 5.982 | 01-30-30 | 14,597,000 | 15,042,483 | |
| First Citizens BancShares, Inc. (4.869% to 3-3-31, then Overnight SOFR + 1.487%) | 4.869 | 03-03-32 | 38,535,000 | 37,439,646 | |
| First Citizens BancShares, Inc. (5.231% to 3-12-30, then Overnight SOFR + 1.410%) | 5.231 | 03-12-31 | 23,298,000 | 23,205,907 | |
| First Citizens BancShares, Inc. (5.600% to 9-5-30, then 5 Year CMT + 1.850%) | 5.600 | 09-05-35 | 24,803,000 | 24,301,265 | |
| First Citizens BancShares, Inc. (7.000% to 12-15-30, then 5 Year CMT + 3.301%) (D) | 7.000 | 12-15-30 | 16,705,000 | 16,780,323 | |
| First Horizon Corp. (5.514% to 3-7-30, then Overnight SOFR + 1.766%) | 5.514 | 03-07-31 | 15,536,000 | 15,748,334 | |
| Huntington Bancshares, Inc. (5.272% to 1-15-30, then Overnight SOFR + 1.276%) | 5.272 | 01-15-31 | 15,801,000 | 16,034,464 | |
| Huntington Bancshares, Inc. (5.709% to 2-2-34, then SOFR Compounded Index + 1.870%) | 5.709 | 02-02-35 | 10,226,000 | 10,480,870 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 16 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Financials (continued) | |||||
| Banks (continued) | |||||
| Huntington Bancshares, Inc. (6.141% to 11-18-34, then 5 Year CMT + 1.700%) | 6.141 | 11-18-39 | 8,037,000 | $8,213,603 | |
| Huntington Bancshares, Inc. (6.250% to 10-15-30, then 5 Year CMT + 2.653%) (D) | 6.250 | 10-15-30 | 11,889,000 | 11,890,332 | |
| ING Groep NV (6.114% to 9-11-33, then Overnight SOFR + 2.090%) | 6.114 | 09-11-34 | 12,140,000 | 12,901,669 | |
| JPMorgan Chase & Co. (4.347% to 1-22-31, then Overnight SOFR + 0.840%) | 4.347 | 01-22-32 | 15,540,000 | 15,274,437 | |
| JPMorgan Chase & Co. (4.603% to 10-22-29, then Overnight SOFR + 1.040%) | 4.603 | 10-22-30 | 27,533,000 | 27,492,173 | |
| JPMorgan Chase & Co. (5.193% to 2-5-36, then Overnight SOFR + 1.300%) | 5.193 | 02-05-37 | 21,384,000 | 21,034,157 | |
| JPMorgan Chase & Co. (5.294% to 7-22-34, then Overnight SOFR + 1.460%) | 5.294 | 07-22-35 | 38,906,000 | 39,297,098 | |
| JPMorgan Chase & Co. (5.502% to 1-24-35, then Overnight SOFR + 1.315%) | 5.502 | 01-24-36 | 25,048,000 | 25,628,765 | |
| JPMorgan Chase & Co. (5.576% to 7-23-35, then Overnight SOFR + 1.635%) | 5.576 | 07-23-36 | 86,172,000 | 87,574,299 | |
| KeyCorp (5.121% to 4-4-30, then SOFR Compounded Index + 1.227%) | 5.121 | 04-04-31 | 11,623,000 | 11,729,748 | |
| KeyCorp (5.305% to 1-28-36, then Overnight SOFR + 1.367%) | 5.305 | 01-28-37 | 9,784,000 | 9,642,597 | |
| KeyCorp (6.401% to 3-6-34, then SOFR Compounded Index + 2.420%) | 6.401 | 03-06-35 | 9,508,000 | 10,125,958 | |
| Lloyds Banking Group PLC (6.068% to 6-13-35, then 1 Year CMT + 1.600%) | 6.068 | 06-13-36 | 11,043,000 | 11,369,726 | |
| Lloyds Banking Group PLC (6.625% to 9-27-35, then 5 Year CMT + 2.681%) (C)(D) | 6.625 | 09-27-35 | 18,137,000 | 17,821,335 | |
| Lloyds Banking Group PLC (6.750% to 9-27-31, then 5 Year CMT + 3.150%) (C)(D) | 6.750 | 09-27-31 | 10,944,000 | 11,193,523 | |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%) (D) | 5.125 | 11-01-26 | 10,483,000 | 10,473,317 | |
| M&T Bank Corp. (5.179% to 7-8-30, then Overnight SOFR + 1.400%) | 5.179 | 07-08-31 | 13,227,000 | 13,361,355 | |
| M&T Bank Corp. (5.295% to 4-18-31, then 5 Year CMT + 1.380%) | 5.295 | 04-18-36 | 26,150,000 | 25,932,752 | |
| M&T Bank Corp. (5.385% to 1-16-35, then Overnight SOFR + 1.610%) | 5.385 | 01-16-36 | 20,806,000 | 20,760,145 | |
| M&T Bank Corp. (5.400% to 7-30-30, then 5 Year CMT + 1.430%) | 5.400 | 07-30-35 | 23,645,000 | 23,594,355 | |
| 17 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Financials (continued) | |||||
| Banks (continued) | |||||
| NatWest Group PLC (7.300% to 5-19-35, then 5 Year CMT + 2.937%) (D) | 7.300 | 11-19-34 | 23,904,000 | $24,620,379 | |
| NatWest Group PLC (8.125% to 5-10-34, then 5 Year CMT + 3.752%) (D) | 8.125 | 11-10-33 | 10,741,000 | 11,747,883 | |
| Old National Bancorp (5.768% to 2-15-31, then 3 month CME Term SOFR + 2.200%) | 5.768 | 02-15-36 | 9,436,000 | 9,442,111 | |
| Pinnacle Bank (5.957% to 1-15-31, then 5 Year CMT + 2.300%) | 5.957 | 01-15-36 | 8,531,000 | 8,472,925 | |
| Pinnacle Financial Partners, Inc. (5.596% to 5-19-31, then Overnight SOFR + 1.700%) | 5.596 | 05-19-32 | 18,779,000 | 18,873,633 | |
| Popular, Inc. | 7.250 | 03-13-28 | 20,555,000 | 21,263,408 | |
| Regions Financial Corp. (5.502% to 9-6-34, then Overnight SOFR + 2.060%) | 5.502 | 09-06-35 | 49,670,000 | 50,152,439 | |
| Regions Financial Corp. (5.722% to 6-6-29, then Overnight SOFR + 1.490%) | 5.722 | 06-06-30 | 11,176,000 | 11,469,783 | |
| Royal Bank of Canada (6.500% to 11-24-35, then 5 Year CMT + 2.462%) (C) | 6.500 | 11-24-85 | 32,925,000 | 32,321,551 | |
| Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (B)(D) | 5.375 | 11-18-30 | 20,724,000 | 19,801,285 | |
| The PNC Financial Services Group, Inc. (4.812% to 10-21-31, then Overnight SOFR + 1.259%) | 4.812 | 10-21-32 | 26,795,000 | 26,732,991 | |
| The PNC Financial Services Group, Inc. (5.575% to 1-29-35, then Overnight SOFR + 1.394%) | 5.575 | 01-29-36 | 15,638,000 | 16,033,032 | |
| The PNC Financial Services Group, Inc. (5.939% to 8-18-33, then Overnight SOFR + 1.946%) | 5.939 | 08-18-34 | 17,037,000 | 17,931,644 | |
| The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (D) | 6.250 | 03-15-30 | 19,649,000 | 20,066,089 | |
| Truist Financial Corp. (5.153% to 8-5-31, then Overnight SOFR + 1.571%) | 5.153 | 08-05-32 | 25,349,000 | 25,632,785 | |
| Truist Financial Corp. (5.281% to 4-23-36, then Overnight SOFR + 1.414%) | 5.281 | 04-23-37 | 15,319,000 | 15,175,481 | |
| Truist Financial Corp. (5.867% to 6-8-33, then Overnight SOFR + 2.361%) | 5.867 | 06-08-34 | 52,715,000 | 54,962,005 | |
| Truist Financial Corp. (6.123% to 10-28-32, then Overnight SOFR + 2.300%) | 6.123 | 10-28-33 | 18,069,000 | 19,124,586 | |
| Truist Financial Corp. (6.250% to 6-15-31, then 5 Year CMT + 2.129%) (D) | 6.250 | 06-15-31 | 20,681,000 | 20,669,071 | |
| U.S. Bancorp (4.839% to 2-1-33, then Overnight SOFR + 1.600%) | 4.839 | 02-01-34 | 31,165,000 | 30,784,280 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 18 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Financials (continued) | |||||
| Banks (continued) | |||||
| U.S. Bancorp (5.083% to 5-15-30, then Overnight SOFR + 1.296%) | 5.083 | 05-15-31 | 18,702,000 | $18,962,994 | |
| U.S. Bancorp (5.678% to 1-23-34, then Overnight SOFR + 1.860%) | 5.678 | 01-23-35 | 10,191,000 | 10,526,439 | |
| U.S. Bancorp (5.836% to 6-10-33, then Overnight SOFR + 2.260%) | 5.836 | 06-12-34 | 28,308,000 | 29,542,234 | |
| Webster Financial Corp. (5.784% to 9-11-30, then 5 Year CMT + 2.125%) | 5.784 | 09-11-35 | 9,485,000 | 9,563,178 | |
| Wells Fargo & Company (3.350% to 3-2-32, then Overnight SOFR + 1.500%) | 3.350 | 03-02-33 | 81,487,000 | 75,032,271 | |
| Wells Fargo & Company (5.211% to 12-3-34, then Overnight SOFR + 1.380%) | 5.211 | 12-03-35 | 20,211,000 | 20,232,653 | |
| Wells Fargo & Company (5.244% to 1-24-30, then Overnight SOFR + 1.110%) | 5.244 | 01-24-31 | 13,550,000 | 13,780,978 | |
| Wells Fargo & Company (6.491% to 10-23-33, then Overnight SOFR + 2.060%) | 6.491 | 10-23-34 | 39,088,000 | 42,323,472 | |
| Capital markets 2.6% | |||||
| Ares Strategic Income Fund (B) | 5.150 | 01-15-31 | 27,301,000 | 26,178,177 | |
| Ares Strategic Income Fund (B) | 5.450 | 09-09-28 | 11,628,000 | 11,532,452 | |
| Ares Strategic Income Fund | 5.600 | 02-15-30 | 16,058,000 | 15,818,742 | |
| Ares Strategic Income Fund | 5.700 | 03-15-28 | 3,961,000 | 3,964,035 | |
| Ares Strategic Income Fund (B) | 5.800 | 09-09-30 | 21,590,000 | 21,284,198 | |
| Ares Strategic Income Fund | 6.200 | 03-21-32 | 14,392,000 | 14,310,752 | |
| Ares Strategic Income Fund | 6.350 | 08-15-29 | 7,430,000 | 7,522,861 | |
| Blackstone Private Credit Fund | 5.050 | 09-10-30 | 22,460,000 | 21,575,358 | |
| Blackstone Private Credit Fund | 5.250 | 04-01-30 | 20,737,000 | 20,141,135 | |
| Blackstone Private Credit Fund | 5.950 | 07-16-29 | 14,883,000 | 14,897,620 | |
| Blackstone Private Credit Fund | 7.300 | 11-27-28 | 14,584,000 | 15,115,265 | |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | 6.300 | 01-15-55 | 9,642,000 | 9,280,351 | |
| Deutsche Bank AG (3.742% to 1-7-32, then Overnight SOFR + 2.257%) | 3.742 | 01-07-33 | 27,770,000 | 25,432,795 | |
| Deutsche Bank AG (4.469% to 12-10-30, then Overnight SOFR + 1.100%) | 4.469 | 12-10-31 | 8,085,000 | 7,955,170 | |
| Deutsche Bank AG (4.725% to 2-6-31, then Overnight SOFR + 1.135%) (C) | 4.725 | 02-06-32 | 19,934,000 | 19,625,954 | |
| Deutsche Bank AG (5.060% to 4-14-31, then Overnight SOFR + 1.410%) | 5.060 | 04-14-32 | 5,202,000 | 5,193,707 | |
| Deutsche Bank AG (5.297% to 5-9-30, then Overnight SOFR + 1.720%) | 5.297 | 05-09-31 | 17,563,000 | 17,727,529 | |
| HPS Corporate Lending Fund (B)(C) | 5.150 | 04-02-29 | 7,606,000 | 7,451,145 | |
| HPS Corporate Lending Fund | 5.450 | 11-15-30 | 6,738,000 | 6,532,221 | |
| HPS Corporate Lending Fund | 5.950 | 04-14-32 | 4,107,000 | 4,039,969 | |
| 19 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Financials (continued) | |||||
| Capital markets (continued) | |||||
| Intercontinental Exchange, Inc. | 4.600 | 03-15-33 | 12,817,000 | $12,693,137 | |
| Lazard Group LLC | 4.375 | 03-11-29 | 18,384,000 | 18,236,939 | |
| Macquarie Bank, Ltd. (B) | 3.624 | 06-03-30 | 15,638,000 | 14,895,556 | |
| Morgan Stanley (2.239% to 7-21-31, then Overnight SOFR + 1.178%) | 2.239 | 07-21-32 | 11,913,000 | 10,475,632 | |
| Morgan Stanley (2.484% to 9-16-31, then Overnight SOFR + 1.360%) | 2.484 | 09-16-36 | 38,276,000 | 33,280,483 | |
| Morgan Stanley (4.708% to 3-12-31, then Overnight SOFR + 1.195%) | 4.708 | 03-12-32 | 30,795,000 | 30,513,256 | |
| Morgan Stanley (5.320% to 7-19-34, then Overnight SOFR + 1.555%) | 5.320 | 07-19-35 | 34,299,000 | 34,642,545 | |
| Morgan Stanley (5.948% to 1-19-33, then 5 Year CMT + 2.430%) | 5.948 | 01-19-38 | 28,048,000 | 29,022,100 | |
| Morgan Stanley Private Bank NA (4.465% to 11-19-30, then Overnight SOFR + 1.020%) | 4.465 | 11-19-31 | 10,841,000 | 10,676,154 | |
| MSCI, Inc. (B) | 3.625 | 11-01-31 | 29,573,000 | 27,467,977 | |
| S&P Global, Inc. | 2.900 | 03-01-32 | 7,220,000 | 6,586,770 | |
| Sixth Street Lending Partners | 5.750 | 01-15-30 | 8,809,000 | 8,755,432 | |
| Sixth Street Lending Partners | 6.125 | 07-15-30 | 9,086,000 | 9,144,906 | |
| The Bank of New York Mellon Corp. (4.942% to 2-11-30, then Overnight SOFR + 0.887%) | 4.942 | 02-11-31 | 15,839,000 | 16,019,950 | |
| The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then Overnight SOFR + 1.281%) | 2.615 | 04-22-32 | 70,528,000 | 63,519,925 | |
| The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then Overnight SOFR + 1.264%) | 2.650 | 10-21-32 | 24,916,000 | 22,180,313 | |
| UBS Group AG (6.301% to 9-22-33, then 1 Year CMT + 2.000%) (B) | 6.301 | 09-22-34 | 16,960,000 | 18,088,532 | |
| UBS Group AG (6.625% to 7-8-31, then 5 Year SOFR ICE Swap Rate + 3.240%) (B)(D) | 6.625 | 01-08-31 | 21,900,000 | 21,983,833 | |
| UBS Group AG (7.000% to 8-10-30, then 5 Year SOFR ICE Swap Rate + 3.077%) (B)(D) | 7.000 | 02-10-30 | 13,176,000 | 13,407,357 | |
| UBS Group AG (7.125% to 2-10-35, then 5 Year SOFR ICE Swap Rate + 3.179%) (B)(D) | 7.125 | 08-10-34 | 17,460,000 | 17,759,876 | |
| UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (B)(D) | 9.250 | 11-13-33 | 13,137,000 | 15,167,297 | |
| Consumer finance 0.7% | |||||
| Ally Financial, Inc. (5.548% to 7-31-32, then Overnight SOFR + 1.780%) | 5.548 | 07-31-33 | 33,289,000 | 33,027,499 | |
| Ally Financial, Inc. (6.184% to 7-26-34, then Overnight SOFR + 2.290%) | 6.184 | 07-26-35 | 19,228,000 | 19,603,009 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 20 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Financials (continued) | |||||
| Consumer finance (continued) | |||||
| Ally Financial, Inc. (7.100% to 8-15-31, then 5 Year CMT + 3.148%) (D) | 7.100 | 08-15-31 | 19,083,000 | $19,211,352 | |
| Ally Financial, Inc. | 8.000 | 11-01-31 | 21,984,000 | 24,548,652 | |
| Bread Financial Holdings, Inc. (8.375% to 6-15-30, then 5 Year CMT + 4.300%) (B)(C) | 8.375 | 06-15-35 | 17,945,000 | 18,759,667 | |
| Muthoot Finance, Ltd. (B) | 5.750 | 08-04-30 | 14,624,000 | 14,430,889 | |
| OneMain Finance Corp. | 6.125 | 05-15-30 | 24,894,000 | 24,793,408 | |
| PHH Escrow Issuer LLC (B) | 9.875 | 11-01-29 | 20,062,000 | 19,717,405 | |
| Trust Fibra Uno (B) | 7.375 | 02-13-34 | 7,389,000 | 7,846,379 | |
| Financial services 0.8% | |||||
| Apollo Debt Solutions BDC | 6.700 | 07-29-31 | 9,175,000 | 9,388,028 | |
| Apollo Debt Solutions BDC | 6.900 | 04-13-29 | 34,399,000 | 35,354,357 | |
| Atlas Warehouse Lending Company LP (B) | 5.250 | 01-15-33 | 7,706,000 | 7,565,093 | |
| Atlas Warehouse Lending Company LP (B) | 6.250 | 01-15-30 | 12,771,000 | 13,135,437 | |
| Block, Inc. (B) | 5.625 | 08-15-30 | 7,753,000 | 7,784,904 | |
| Block, Inc. (B) | 6.000 | 08-15-33 | 10,054,000 | 10,056,524 | |
| Enact Holdings, Inc. | 6.250 | 05-28-29 | 26,149,000 | 27,003,905 | |
| Freedom Mortgage Holdings LLC (B) | 6.875 | 05-01-31 | 20,699,000 | 20,062,887 | |
| Freedom Mortgage Holdings LLC (B) | 7.875 | 04-01-33 | 9,951,000 | 9,716,493 | |
| National Rural Utilities Cooperative Finance Corp. | 8.000 | 03-01-32 | 3,187,000 | 3,687,123 | |
| NMI Holdings, Inc. | 6.000 | 08-15-29 | 14,495,000 | 14,816,209 | |
| Radian Group, Inc. | 6.200 | 05-15-29 | 18,542,000 | 19,182,643 | |
| Rocket Companies, Inc. (B) | 6.375 | 08-01-33 | 18,838,000 | 19,130,008 | |
| Stonebriar ABF Issuer LLC (B) | 8.125 | 12-15-30 | 13,192,000 | 13,852,532 | |
| Insurance 1.2% | |||||
| Asurion LLC (B) | 8.375 | 02-01-34 | 21,442,000 | 20,956,267 | |
| Athene Global Funding (B) | 4.721 | 10-08-29 | 12,607,000 | 12,456,218 | |
| Athene Global Funding (B) | 5.322 | 11-13-31 | 15,698,000 | 15,674,981 | |
| Athene Holding, Ltd. | 3.500 | 01-15-31 | 13,549,000 | 12,717,017 | |
| Athene Holding, Ltd. (6.625% to 10-15-34, then 5 Year CMT + 2.607%) | 6.625 | 10-15-54 | 10,945,000 | 10,520,142 | |
| Augusta SpinCo Corp. | 4.945 | 03-23-33 | 9,792,000 | 9,761,880 | |
| CNO Financial Group, Inc. | 5.250 | 05-30-29 | 28,228,000 | 28,417,022 | |
| CNO Financial Group, Inc. | 6.450 | 06-15-34 | 11,197,000 | 11,684,811 | |
| CNO Global Funding (B) | 4.700 | 12-11-30 | 9,918,000 | 9,824,455 | |
| CRC Insurance Group LLC (B) | 7.125 | 06-01-31 | 24,225,000 | 24,293,193 | |
| GA Global Funding Trust (B) | 4.500 | 09-18-30 | 29,488,000 | 28,505,952 | |
| GA Global Funding Trust (B) | 5.200 | 12-09-31 | 15,549,000 | 15,315,752 | |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (B) | 7.950 | 10-15-54 | 7,765,000 | 7,813,045 | |
| 21 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Financials (continued) | |||||
| Insurance (continued) | |||||
| Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (B) | 4.125 | 12-15-51 | 16,041,000 | $15,865,776 | |
| MassMutual Global Funding II (B) | 4.350 | 09-17-31 | 21,167,000 | 20,714,945 | |
| MetLife, Inc. (6.400% to 12-15-36, then 3 month CME Term SOFR + 2.467%) | 6.400 | 12-15-36 | 25,106,000 | 25,727,148 | |
| Reinsurance Group of America, Inc. (6.650% to 9-15-35, then 5 Year CMT + 2.392%) | 6.650 | 09-15-55 | 21,606,000 | 21,807,282 | |
| Teachers Insurance & Annuity Association of America (B) | 4.270 | 05-15-47 | 28,664,000 | 23,114,255 | |
| Mortgage real estate investment trusts 0.1% | |||||
| Starwood Property Trust, Inc. (B) | 6.000 | 04-15-30 | 15,043,000 | 15,173,122 | |
| Starwood Property Trust, Inc. (B) | 6.125 | 06-01-31 | 4,054,000 | 4,098,860 | |
| Health care 2.6% | 684,548,438 | ||||
| Biotechnology 0.7% | |||||
| AbbVie, Inc. | 4.400 | 03-15-33 | 24,363,000 | 23,908,868 | |
| AbbVie, Inc. | 5.050 | 03-15-34 | 50,614,000 | 51,365,601 | |
| Amgen, Inc. | 5.250 | 03-02-33 | 84,296,000 | 86,105,576 | |
| Amgen, Inc. | 5.650 | 03-02-53 | 31,273,000 | 30,402,948 | |
| Health care equipment and supplies 0.4% | |||||
| Abbott Laboratories | 4.300 | 03-15-33 | 70,059,000 | 68,152,608 | |
| Medtronic Global Holdings SCA | 4.500 | 03-30-33 | 12,821,000 | 12,629,815 | |
| Solventum Corp. | 5.450 | 03-13-31 | 35,946,000 | 36,914,772 | |
| Health care providers and services 1.1% | |||||
| Centene Corp. | 3.000 | 10-15-30 | 20,923,000 | 18,855,990 | |
| Centene Corp. | 3.375 | 02-15-30 | 12,265,000 | 11,397,413 | |
| CVS Health Corp. | 5.000 | 09-15-32 | 26,500,000 | 26,626,098 | |
| DaVita, Inc. (B) | 4.625 | 06-01-30 | 14,099,000 | 13,699,767 | |
| Fresenius Medical Care US Finance III, Inc. (B) | 2.375 | 02-16-31 | 39,217,000 | 34,825,408 | |
| HCA, Inc. | 4.300 | 11-15-30 | 8,117,000 | 7,955,905 | |
| HCA, Inc. | 4.600 | 11-15-32 | 12,480,000 | 12,184,667 | |
| HCA, Inc. | 5.000 | 05-15-33 | 27,823,000 | 27,542,529 | |
| HCA, Inc. | 5.450 | 04-01-31 | 18,788,000 | 19,210,117 | |
| Horizon Mutual Holdings, Inc. (B) | 6.200 | 11-15-34 | 26,869,000 | 25,851,730 | |
| Rede D'Or Finance Sarl (B) | 6.550 | 04-28-36 | 25,614,000 | 24,956,489 | |
| Tenet Healthcare Corp. (B) | 5.500 | 11-15-32 | 17,366,000 | 17,295,774 | |
| Universal Health Services, Inc. | 2.650 | 10-15-30 | 29,581,000 | 26,735,786 | |
| VSP Optical Group, Inc. (B) | 5.400 | 06-01-33 | 12,914,000 | 12,925,407 | |
| Pharmaceuticals 0.4% | |||||
| Endo Finance Holdings LP (B)(C) | 8.500 | 04-15-31 | 11,518,000 | 12,276,069 | |
| IQVIA, Inc. | 6.250 | 02-01-29 | 11,256,000 | 11,643,814 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 22 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Health care (continued) | |||||
| Pharmaceuticals (continued) | |||||
| Pfizer Investment Enterprises Pte, Ltd. | 4.750 | 05-19-33 | 12,820,000 | $12,749,149 | |
| Teva Pharmaceutical Finance Company LLC | 6.150 | 02-01-36 | 4,148,000 | 4,372,958 | |
| Teva Pharmaceutical Finance Netherlands III BV | 4.100 | 10-01-46 | 26,156,000 | 19,937,123 | |
| Teva Pharmaceutical Finance Netherlands III BV | 6.000 | 12-01-32 | 13,177,000 | 13,685,000 | |
| Teva Pharmaceutical Finance Netherlands IV BV | 5.750 | 12-01-30 | 19,889,000 | 20,341,057 | |
| Industrials 3.7% | 991,992,355 | ||||
| Aerospace and defense 0.5% | |||||
| DAE Funding LLC (B) | 4.950 | 01-15-33 | 31,221,000 | 30,083,930 | |
| Efesto Bidco SpA Efesto US LLC (B) | 7.500 | 02-15-32 | 15,969,000 | 15,643,244 | |
| Hexcel Corp. | 4.900 | 05-15-31 | 3,760,000 | 3,751,249 | |
| Honeywell Aerospace, Inc. (B) | 4.600 | 03-16-33 | 16,175,000 | 15,936,755 | |
| The Boeing Company | 6.528 | 05-01-34 | 71,325,000 | 77,862,811 | |
| Building products 0.1% | |||||
| Builders FirstSource, Inc. (B) | 4.250 | 02-01-32 | 19,875,000 | 18,285,725 | |
| Builders FirstSource, Inc. (B) | 6.375 | 03-01-34 | 18,905,000 | 18,888,876 | |
| Commercial services and supplies 0.1% | |||||
| Cimpress PLC (B) | 7.375 | 09-15-32 | 16,636,000 | 16,826,050 | |
| Garda World Security Corp. (B) | 6.500 | 01-15-31 | 13,917,000 | 14,155,431 | |
| Construction and engineering 0.4% | |||||
| CIMIC Finance USA Pty, Ltd. (B) | 7.000 | 03-25-34 | 24,637,000 | 26,358,957 | |
| CIMIC Finance, Ltd. (B) | 6.000 | 04-22-36 | 19,310,000 | 19,122,842 | |
| HTA Group, Ltd. (B) | 6.750 | 04-01-31 | 9,231,000 | 9,375,656 | |
| MasTec, Inc. | 5.900 | 06-15-29 | 11,974,000 | 12,320,983 | |
| WSP Global, Inc. (B) | 5.714 | 09-18-36 | 26,782,000 | 26,705,050 | |
| Electrical equipment 0.0% | |||||
| Eaton Corp. | 4.500 | 03-06-33 | 9,549,000 | 9,387,357 | |
| Machinery 0.3% | |||||
| Flowserve Corp. | 3.500 | 10-01-30 | 13,285,000 | 12,552,789 | |
| JB Poindexter & Company, Inc. (B) | 8.750 | 12-15-31 | 11,490,000 | 11,815,546 | |
| Novartis Capital Corp. | 4.600 | 03-18-33 | 25,759,000 | 25,579,787 | |
| Weir Group, Inc. (B) | 5.350 | 05-06-30 | 13,839,000 | 14,009,744 | |
| Passenger airlines 1.7% | |||||
| American Airlines 2016-1 Class A Pass Through Trust (C) | 4.100 | 01-15-28 | 16,857,413 | 16,573,692 | |
| American Airlines 2016-3 Class A Pass Through Trust | 3.250 | 10-15-28 | 3,739,820 | 3,575,262 | |
| American Airlines 2017-1 Class A Pass Through Trust (C) | 4.000 | 02-15-29 | 14,383,288 | 13,988,028 | |
| 23 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Industrials (continued) | |||||
| Passenger airlines (continued) | |||||
| American Airlines 2017-1 Class AA Pass Through Trust | 3.650 | 02-15-29 | 16,235,608 | $15,789,560 | |
| American Airlines 2017-2 Class A Pass Through Trust | 3.600 | 10-15-29 | 10,629,349 | 10,239,412 | |
| American Airlines 2019-1 Class A Pass Through Trust | 3.500 | 02-15-32 | 27,529,986 | 25,243,800 | |
| American Airlines 2019-1 Class AA Pass Through Trust | 3.150 | 02-15-32 | 19,985,883 | 18,713,900 | |
| American Airlines 2019-1 Class B Pass Through Trust | 3.850 | 02-15-28 | 9,213,112 | 9,012,890 | |
| American Airlines 2021-1 Class A Pass Through Trust (C) | 2.875 | 07-11-34 | 33,777,029 | 30,136,301 | |
| American Airlines 2021-1 Class B Pass Through Trust | 3.950 | 07-11-30 | 18,288,815 | 17,544,228 | |
| American Airlines 2025-1 Class A Pass Through Trust | 4.900 | 05-11-38 | 23,400,000 | 22,659,633 | |
| American Airlines 2025-1 Class B Pass Through Trust | 5.650 | 11-11-34 | 10,312,000 | 10,195,991 | |
| American Airlines 2026-1 Class A Pass Through Trust | 5.250 | 11-10-38 | 26,762,000 | 26,625,731 | |
| American Airlines 2026-1 Class B Pass Through Trust | 5.750 | 05-10-35 | 27,823,000 | 27,643,820 | |
| Azul Secured Finance LLP (B) | 9.875 | 02-15-31 | 11,024,000 | 10,335,000 | |
| British Airways 2018-1 Class A Pass Through Trust (B) | 4.125 | 09-20-31 | 4,392,087 | 4,244,420 | |
| Delta Air Lines, Inc. | 5.250 | 07-10-30 | 11,944,000 | 12,078,312 | |
| JetBlue 2019-1 Class AA Pass Through Trust | 2.750 | 05-15-32 | 25,930,161 | 22,826,541 | |
| JetBlue 2020-1 Class A Pass Through Trust (C) | 4.000 | 11-15-32 | 8,111,304 | 7,646,288 | |
| United Airlines 2016-1 Class A Pass Through Trust | 3.450 | 07-07-28 | 18,358,078 | 17,715,246 | |
| United Airlines 2019-1 Class A Pass Through Trust (C) | 4.550 | 08-25-31 | 17,570,552 | 16,970,989 | |
| United Airlines 2023-1 Class A Pass Through Trust | 5.800 | 01-15-36 | 38,036,932 | 39,449,921 | |
| United Airlines 2024-1 Class A Pass Through Trust | 5.875 | 02-15-37 | 19,412,319 | 19,460,448 | |
| United Airlines 2024-1 Class AA Pass Through Trust | 5.450 | 02-15-37 | 24,382,635 | 24,967,928 | |
| United Airlines Holdings, Inc. | 4.875 | 03-01-29 | 15,796,000 | 15,586,972 | |
| United Airlines Holdings, Inc. | 5.375 | 03-01-31 | 11,827,000 | 11,697,100 | |
| United Airlines, Inc. (B) | 4.625 | 04-15-29 | 6,837,000 | 6,743,543 | |
| Trading companies and distributors 0.5% | |||||
| AerCap Ireland Capital DAC | 3.300 | 01-30-32 | 71,935,000 | 65,822,813 | |
| AerCap Ireland Capital DAC (6.500% to 1-31-31, then 5 Year CMT + 2.441%) | 6.500 | 01-31-56 | 13,704,000 | 13,966,158 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 24 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Industrials (continued) | |||||
| Trading companies and distributors (continued) | |||||
| Ashtead Capital, Inc. (B) | 5.550 | 05-30-33 | 31,502,000 | $32,039,220 | |
| BlueLinx Holdings, Inc. (B) | 6.000 | 11-15-29 | 18,345,000 | 17,978,399 | |
| WESCO Distribution, Inc. (B) | 5.500 | 04-15-34 | 11,588,000 | 11,503,733 | |
| Transportation infrastructure 0.1% | |||||
| Aeropuertos Dominicanos Siglo XXI SA (B) | 7.000 | 06-30-34 | 13,840,000 | 14,354,294 | |
| Information technology 2.8% | 735,541,880 | ||||
| Communications equipment 0.2% | |||||
| Motorola Solutions, Inc. | 2.300 | 11-15-30 | 34,687,000 | 31,347,776 | |
| Motorola Solutions, Inc. | 2.750 | 05-24-31 | 27,187,000 | 24,725,689 | |
| Electronic equipment, instruments and components 0.2% | |||||
| Amphenol Corp. | 4.400 | 02-15-33 | 12,817,000 | 12,506,163 | |
| Jabil, Inc. | 4.750 | 02-01-33 | 11,680,000 | 11,420,148 | |
| TD SYNNEX Corp. | 5.300 | 10-10-35 | 25,018,000 | 24,786,567 | |
| IT services 0.2% | |||||
| CoreWeave, Inc. (B)(C) | 9.000 | 02-01-31 | 17,349,000 | 17,590,491 | |
| CoreWeave, Inc. (B) | 9.250 | 06-01-30 | 13,285,000 | 13,553,723 | |
| CoreWeave, Inc. (B) | 9.750 | 10-01-31 | 12,713,000 | 13,113,117 | |
| Semiconductors and semiconductor equipment 1.1% | |||||
| Broadcom, Inc. | 3.419 | 04-15-33 | 61,357,000 | 56,069,310 | |
| Broadcom, Inc. | 4.550 | 02-15-32 | 7,715,000 | 7,639,909 | |
| Broadcom, Inc. | 4.800 | 02-15-36 | 24,725,000 | 24,071,736 | |
| Broadcom, Inc. | 4.900 | 07-15-32 | 34,889,000 | 35,092,869 | |
| Foundry JV Holdco LLC (B) | 6.100 | 01-25-36 | 25,821,000 | 27,133,953 | |
| Foundry JV Holdco LLC (B) | 6.250 | 01-25-35 | 38,289,000 | 40,489,121 | |
| Kioxia Holdings Corp. (B) | 6.625 | 07-24-33 | 29,726,000 | 31,164,961 | |
| KLA Corp. | 4.650 | 07-15-32 | 12,861,000 | 12,906,480 | |
| Marvell Technology, Inc. | 5.950 | 09-15-33 | 12,884,000 | 13,597,731 | |
| Micron Technology, Inc. | 2.703 | 04-15-32 | 23,367,000 | 20,971,314 | |
| Qorvo, Inc. (B) | 3.375 | 04-01-31 | 20,967,000 | 19,205,145 | |
| Qorvo, Inc. | 4.375 | 10-15-29 | 14,000,000 | 13,731,844 | |
| Software 0.6% | |||||
| Fair Isaac Corp. (B) | 6.250 | 09-15-34 | 36,218,000 | 35,926,978 | |
| HUT 8 DC LLC (B) | 6.192 | 11-15-42 | 18,835,000 | 19,059,673 | |
| Oracle Corp. | 4.700 | 09-27-34 | 18,100,000 | 16,812,259 | |
| Oracle Corp. | 4.800 | 09-26-32 | 15,515,000 | 14,908,530 | |
| Oracle Corp. | 5.250 | 02-03-32 | 12,978,000 | 12,881,004 | |
| Oracle Corp. | 5.550 | 02-06-53 | 33,391,000 | 27,624,841 | |
| Oracle Corp. | 5.700 | 02-04-36 | 11,530,000 | 11,327,937 | |
| WULF Compute LLC (B) | 7.750 | 10-15-30 | 8,011,000 | 8,417,638 | |
| Technology hardware, storage and peripherals 0.5% | |||||
| CDW LLC | 5.100 | 03-01-30 | 5,574,000 | 5,564,733 | |
| 25 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Information technology (continued) | |||||
| Technology hardware, storage and peripherals (continued) | |||||
| Dell International LLC | 4.500 | 02-15-31 | 21,977,000 | $21,785,488 | |
| Dell International LLC | 4.750 | 10-06-32 | 26,775,000 | 26,592,615 | |
| Dell International LLC | 5.000 | 04-01-30 | 13,360,000 | 13,533,413 | |
| Dell International LLC | 5.300 | 04-01-32 | 27,215,000 | 27,796,179 | |
| Dell International LLC | 5.400 | 04-15-34 | 41,258,000 | 42,192,545 | |
| Materials 1.0% | 275,295,144 | ||||
| Chemicals 0.1% | |||||
| Bond US Bidco 1, Inc. (B) | 7.125 | 06-15-33 | 7,778,000 | 7,838,813 | |
| SNF Group SACA (B) | 5.626 | 03-31-31 | 29,523,000 | 29,872,517 | |
| Construction materials 0.3% | |||||
| Cemex SAB de CV (B) | 3.875 | 07-11-31 | 19,259,000 | 18,090,468 | |
| JH North America Holdings, Inc. (B) | 5.875 | 01-31-31 | 5,099,000 | 5,097,047 | |
| JH North America Holdings, Inc. (B) | 6.125 | 07-31-32 | 18,533,000 | 18,576,682 | |
| Quikrete Holdings, Inc. (B) | 6.375 | 03-01-32 | 7,612,000 | 7,751,026 | |
| Standard Building Solutions, Inc. (B) | 5.875 | 03-15-34 | 11,640,000 | 11,349,040 | |
| Standard Building Solutions, Inc. (B) | 6.250 | 08-01-33 | 7,360,000 | 7,371,136 | |
| Containers and packaging 0.1% | |||||
| Ardagh Metal Packaging Finance USA LLC (B) | 6.250 | 01-30-31 | 14,157,000 | 14,266,165 | |
| Canpack Group, Inc. (B) | 6.000 | 05-15-31 | 7,262,000 | 7,297,664 | |
| Graphic Packaging International LLC (B) | 3.500 | 03-01-29 | 14,380,000 | 13,655,974 | |
| Metals and mining 0.5% | |||||
| Anglo American Capital PLC (B) | 5.000 | 03-21-33 | 21,961,000 | 21,833,396 | |
| Australian MetCoal Financing Pty, Ltd. (B) | 6.750 | 04-22-34 | 5,708,000 | 5,866,331 | |
| First Quantum Minerals, Ltd. (B) | 6.375 | 02-15-36 | 9,651,000 | 9,541,350 | |
| First Quantum Minerals, Ltd. (B) | 7.250 | 02-15-34 | 6,436,000 | 6,607,751 | |
| First Quantum Minerals, Ltd. (B) | 8.000 | 03-01-33 | 11,088,000 | 11,619,803 | |
| First Quantum Minerals, Ltd. (B) | 8.625 | 06-01-31 | 5,845,000 | 6,098,007 | |
| Freeport-McMoRan, Inc. | 5.400 | 11-14-34 | 16,728,000 | 17,038,872 | |
| Mineral Resources, Ltd. (B) | 6.000 | 05-01-32 | 4,862,000 | 4,842,879 | |
| Mineral Resources, Ltd. (B) | 6.250 | 05-01-34 | 4,862,000 | 4,833,262 | |
| Novelis Corp. (B) | 4.750 | 01-30-30 | 19,149,000 | 18,482,464 | |
| Rio Tinto Finance USA PLC | 5.000 | 03-14-32 | 12,821,000 | 12,992,421 | |
| WS Escrow LLC (B) | 7.750 | 06-01-33 | 14,097,000 | 14,372,076 | |
| Real estate 1.2% | 320,203,684 | ||||
| Hotel and resort REITs 0.1% | |||||
| XHR LP (B) | 6.625 | 05-15-30 | 12,900,000 | 13,202,376 | |
| Industrial REITs 0.3% | |||||
| FIBRA Prologis (B) | 5.500 | 11-26-35 | 12,823,000 | 12,491,525 | |
| Fibra SOMA Trust F/6185 (B) | 7.125 | 05-28-36 | 21,974,000 | 21,831,169 | |
| Prologis Targeted U.S. Logistics Fund LP (B) | 4.250 | 01-15-31 | 11,046,000 | 10,806,740 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 26 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Real estate (continued) | |||||
| Industrial REITs (continued) | |||||
| Prologis Targeted U.S. Logistics Fund LP (B) | 4.625 | 03-15-33 | 24,655,000 | $24,034,098 | |
| Trust 2401 (B)(C) | 7.375 | 02-13-34 | 18,303,000 | 19,434,858 | |
| Office REITs 0.1% | |||||
| Vornado Realty LP | 5.750 | 02-01-33 | 20,997,000 | 20,929,600 | |
| Real estate management and development 0.1% | |||||
| CoStar Group, Inc. (B) | 2.800 | 07-15-30 | 30,695,000 | 28,002,312 | |
| Specialized REITs 0.6% | |||||
| American Tower Corp. | 4.700 | 12-15-32 | 19,070,000 | 18,820,424 | |
| American Tower Corp. | 5.550 | 07-15-33 | 16,404,000 | 16,904,114 | |
| American Tower Corp. | 5.650 | 03-15-33 | 16,411,000 | 17,019,423 | |
| Iron Mountain Information Management Services, Inc. (B) | 5.000 | 07-15-32 | 15,877,000 | 15,303,440 | |
| Iron Mountain, Inc. (B) | 5.250 | 07-15-30 | 11,122,000 | 11,001,782 | |
| Millrose Properties, Inc. (B) | 6.375 | 08-01-30 | 23,450,000 | 23,772,883 | |
| VICI Properties LP (B) | 3.875 | 02-15-29 | 13,041,000 | 12,688,886 | |
| VICI Properties LP | 5.125 | 11-15-31 | 31,437,000 | 31,450,466 | |
| VICI Properties LP | 5.125 | 05-15-32 | 22,682,000 | 22,509,588 | |
| Utilities 3.5% | 942,593,614 | ||||
| Electric utilities 2.1% | |||||
| American Electric Power Company, Inc. | 5.625 | 03-01-33 | 5,856,000 | 6,081,184 | |
| American Electric Power Company, Inc. (5.800% to 3-15-31, then 5 Year CMT + 2.128%) | 5.800 | 03-15-56 | 12,976,000 | 12,935,946 | |
| American Electric Power Company, Inc. (6.050% to 3-15-36, then 5 Year CMT + 1.940%) | 6.050 | 03-15-56 | 6,274,000 | 6,221,643 | |
| Atlantica Transmision Sur SA (B) | 6.875 | 04-30-43 | 5,215,423 | 5,517,396 | |
| Constellation Energy Generation LLC | 4.400 | 01-15-31 | 12,237,000 | 12,071,827 | |
| Constellation Energy Generation LLC | 6.500 | 10-01-53 | 12,254,000 | 13,129,374 | |
| COX Asset Mexico SA de CV (B) | 7.125 | 01-08-32 | 5,868,000 | 5,970,690 | |
| Duke Energy Corp. | 5.750 | 09-15-33 | 21,211,000 | 22,205,838 | |
| Electricite de France SA (B) | 5.650 | 04-22-29 | 31,320,000 | 32,213,896 | |
| Electricite de France SA (9.125% to 6-15-33, then 5 Year CMT + 5.411%) (B)(D) | 9.125 | 03-15-33 | 26,482,000 | 30,670,790 | |
| Entergy Corp. (5.875% to 6-15-31, then 5 Year CMT + 2.179%) | 5.875 | 06-15-56 | 26,211,000 | 26,310,418 | |
| Entergy Corp. (6.100% to 6-15-36, then 5 Year CMT + 2.013%) | 6.100 | 06-15-56 | 13,106,000 | 13,087,220 | |
| Exelon Corp. | 5.125 | 03-15-31 | 9,814,000 | 9,972,662 | |
| Exelon Corp. (6.500% to 3-15-35, then 5 Year CMT + 1.975%) | 6.500 | 03-15-55 | 6,199,000 | 6,416,672 | |
| Georgia Power Company | 4.950 | 05-17-33 | 12,817,000 | 12,919,665 | |
| Israel Electric Corp., Ltd. (B)(C) | 5.633 | 01-28-38 | 8,012,000 | 7,991,132 | |
| 27 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Utilities (continued) | |||||
| Electric utilities (continued) | |||||
| NextEra Energy Capital Holdings, Inc. | 2.440 | 01-15-32 | 16,615,000 | $14,698,764 | |
| NextEra Energy Capital Holdings, Inc. (6.375% to 8-15-30, then 5 Year CMT + 2.053%) | 6.375 | 08-15-55 | 14,359,000 | 14,698,806 | |
| NextEra Energy Capital Holdings, Inc. (6.500% to 8-15-35, then 5 Year CMT + 1.979%) | 6.500 | 08-15-55 | 5,170,000 | 5,355,639 | |
| NRG Energy, Inc. (B) | 3.625 | 02-15-31 | 14,116,000 | 13,091,814 | |
| NRG Energy, Inc. (B) | 3.875 | 02-15-32 | 28,310,000 | 26,021,335 | |
| NRG Energy, Inc. (B) | 5.407 | 10-15-35 | 19,804,000 | 19,446,013 | |
| NRG Energy, Inc. (B) | 5.750 | 01-15-34 | 11,759,000 | 11,631,202 | |
| NRG Energy, Inc. (B) | 6.000 | 02-01-33 | 10,939,000 | 11,021,714 | |
| NRG Energy, Inc. (B) | 6.125 | 05-15-36 | 14,364,000 | 14,332,825 | |
| NRG Energy, Inc. (B) | 7.000 | 03-15-33 | 34,077,000 | 36,981,758 | |
| NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (B)(D) | 10.250 | 03-15-28 | 15,396,000 | 16,787,460 | |
| Pacific Gas & Electric Company | 5.800 | 05-15-34 | 17,699,000 | 18,115,856 | |
| PacifiCorp (7.125% to 8-15-31, then 5 Year CMT + 3.292%) | 7.125 | 08-15-56 | 21,541,000 | 21,652,087 | |
| PacifiCorp (7.375% to 9-15-30, then 5 Year CMT + 3.319%) | 7.375 | 09-15-55 | 19,245,000 | 19,600,975 | |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (B) | 4.750 | 02-03-31 | 12,710,000 | 12,470,482 | |
| PG&E Corp. (6.850% to 9-15-31, then 5 Year CMT + 3.225%) | 6.850 | 09-15-56 | 13,898,000 | 13,848,662 | |
| PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | 7.375 | 03-15-55 | 32,984,000 | 33,590,322 | |
| The Southern Company | 5.700 | 03-15-34 | 17,092,000 | 17,736,656 | |
| The Southern Company (6.375% to 3-15-35, then 5 Year CMT + 2.069%) | 6.375 | 03-15-55 | 23,319,000 | 23,869,678 | |
| Gas utilities 0.0% | |||||
| AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (B) | 7.200 | 10-15-54 | 7,104,000 | 7,402,929 | |
| Independent power and renewable electricity producers 0.7% | |||||
| AES Panama Generation Holdings SRL (B) | 4.375 | 05-31-30 | 18,204,640 | 17,226,140 | |
| Capital Power US Holdings, Inc. (B) | 5.257 | 06-01-28 | 10,376,000 | 10,448,142 | |
| Capital Power US Holdings, Inc. (B) | 6.189 | 06-01-35 | 17,526,000 | 18,103,900 | |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (B)(D) | 8.000 | 10-15-26 | 7,457,000 | 7,516,924 | |
| Vistra Operations Company LLC (B) | 4.300 | 07-15-29 | 16,948,000 | 16,658,372 | |
| Vistra Operations Company LLC (B) | 4.700 | 01-31-31 | 9,717,000 | 9,547,609 | |
| Vistra Operations Company LLC (B) | 5.000 | 04-30-31 | 26,931,000 | 26,797,159 | |
| Vistra Operations Company LLC (B) | 5.250 | 04-30-33 | 26,608,000 | 26,437,492 | |
| Vistra Operations Company LLC (B) | 6.000 | 04-15-34 | 21,510,000 | 22,161,473 | |
| Vistra Operations Company LLC (B) | 6.950 | 10-15-33 | 25,047,000 | 27,254,993 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 28 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Utilities (continued) | |||||
| Multi-utilities 0.7% | |||||
| CenterPoint Energy, Inc. (5.950% to 4-1-31, then 5 Year CMT + 2.223%) | 5.950 | 04-01-56 | 15,711,000 | $15,706,871 | |
| CenterPoint Energy, Inc. (6.850% to 2-15-35, then 5 Year CMT + 2.946%) (C) | 6.850 | 02-15-55 | 6,250,000 | 6,572,419 | |
| CenterPoint Energy, Inc. (7.000% to 2-15-30, then 5 Year CMT + 3.254%) | 7.000 | 02-15-55 | 4,675,000 | 4,849,435 | |
| Dominion Energy, Inc. (6.000% to 2-15-31, then 5 Year CMT + 2.262%) | 6.000 | 02-15-56 | 18,384,000 | 18,483,447 | |
| Dominion Energy, Inc. (6.200% to 2-15-36, then 5 Year CMT + 2.006%) | 6.200 | 02-15-56 | 25,953,000 | 26,113,441 | |
| Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) | 6.875 | 02-01-55 | 16,071,000 | 16,664,357 | |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | 7.000 | 06-01-54 | 9,130,000 | 9,719,911 | |
| NiSource, Inc. | 3.600 | 05-01-30 | 8,333,000 | 8,024,546 | |
| NiSource, Inc. (5.750% to 7-15-31, then 5 Year CMT + 2.035%) | 5.750 | 07-15-56 | 20,902,000 | 21,055,818 | |
| San Diego Gas & Electric Company | 5.200 | 03-15-36 | 7,439,000 | 7,448,625 | |
| Sempra | 5.500 | 08-01-33 | 16,859,000 | 17,381,603 | |
| Sempra (6.400% to 10-1-34, then 5 Year CMT + 2.632%) | 6.400 | 10-01-54 | 19,192,000 | 19,357,473 | |
| WEC Energy Group, Inc. (5.625% to 5-15-31, then 5 Year CMT + 1.905%) | 5.625 | 05-15-56 | 13,064,000 | 12,992,134 | |
| Municipal bonds 0.0% | $11,586,104 | ||||
| (Cost $16,097,000) | |||||
| Golden State Tobacco Securitization Corp. (California) | 4.214 | 06-01-50 | 16,097,000 | 11,586,104 | |
| Term loans (E) 0.4% | $98,527,646 | ||||
| (Cost $98,186,797) | |||||
| Communication services 0.1% | 29,065,908 | ||||
| Entertainment 0.1% | |||||
| Discovery Global Holdings, Inc., 2026 USD Term Loan B (F) | TBD | 06-03-33 | 29,016,000 | 29,065,908 | |
| Health care 0.0% | 8,439,083 | ||||
| Pharmaceuticals 0.0% | |||||
| Endo Finance Holdings LP, 2024 1st Lien Term Loan (1 month CME Term SOFR + 3.750%) | 7.370 | 04-23-31 | 8,435,540 | 8,439,083 | |
| Industrials 0.2% | 37,407,771 | ||||
| Commercial services and supplies 0.1% | |||||
| GFL ES US LLC, 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | 6.166 | 03-03-32 | 10,942,015 | 10,944,751 | |
| 29 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Industrials (continued) | |||||
| Trading companies and distributors 0.1% | |||||
| Gloves Buyer, Inc., 2025 Term Loan (1 month CME Term SOFR + 4.000%) | 7.620 | 05-21-32 | 26,463,020 | $26,463,020 | |
| Materials 0.1% | 23,614,884 | ||||
| Chemicals 0.0% | |||||
| Bond US Bidco 1, Inc., Term Loan B (F) | TBD | 05-06-33 | 10,284,000 | 10,301,688 | |
| Construction materials 0.1% | |||||
| Quikrete Holdings, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | 5.870 | 02-10-32 | 13,312,530 | 13,313,196 | |
| Collateralized mortgage obligations 6.4% | $1,700,885,874 | ||||
| (Cost $1,947,181,601) | |||||
| Commercial and residential 5.4% | 1,434,825,458 | ||||
| A&D Mortgage Trust | |||||
| Series 2025-NQM5, Class A1 (5.120% to 11-1-29, then 6.120% thereafter) (B) | 5.120 | 12-25-70 | 12,426,223 | 12,362,794 | |
| Series 2026-NQM1, Class A1 (B)(G) | 4.912 | 02-25-71 | 17,794,896 | 17,623,186 | |
| Series 2026-NQM2, Class A1 (B)(G) | 4.811 | 03-25-71 | 25,260,329 | 25,024,928 | |
| Angel Oak Mortgage Trust LLC | |||||
| Series 2020-R1, Class A1 (B)(G) | 0.990 | 04-25-53 | 2,532,743 | 2,449,454 | |
| Series 2021-4, Class A1 (B)(G) | 1.035 | 01-20-65 | 339,908 | 287,068 | |
| Series 2021-5, Class A1 (B)(G) | 0.951 | 07-25-66 | 13,474,622 | 11,690,389 | |
| Series 2024-3, Class A1 (4.800% to 2-1-28, then 5.800% thereafter) (B) | 4.800 | 11-26-68 | 15,847,549 | 15,694,996 | |
| Series 2025-10, Class A1 (B)(G) | 4.960 | 09-25-70 | 8,632,591 | 8,581,359 | |
| Series 2025-11, Class A1 (B)(G) | 4.975 | 10-25-70 | 13,299,837 | 13,225,563 | |
| Series 2026-1, Class A1 (B)(G) | 4.747 | 02-25-71 | 23,792,125 | 23,524,445 | |
| Arroyo Mortgage Trust | |||||
| Series 2021-1R, Class A1 (B)(G) | 1.175 | 10-25-48 | 6,457,644 | 5,916,365 | |
| Avenue of Americas | |||||
| Series 2025-1301, Class A (B)(G) | 5.059 | 08-11-42 | 20,472,000 | 20,492,722 | |
| BAHA Trust | |||||
| Series 2024-MAR, Class A (B)(G) | 5.972 | 12-10-41 | 27,273,000 | 27,905,742 | |
| BAMLL Commercial Mortgage Securities Trust | |||||
| Series 2019-BPR, Class ENM (B)(G) | 3.719 | 11-05-32 | 11,565,000 | 10,576,415 | |
| BANK5 | |||||
| Series 2025-5YR18, Class A3 | 5.145 | 12-15-58 | 18,469,000 | 18,697,164 | |
| Series 2025-5YR19, Class A3 | 5.270 | 12-15-58 | 12,387,000 | 12,608,501 | |
| Series 2026-5YR20, Class A3 | 5.104 | 02-15-59 | 7,951,000 | 8,034,148 | |
| Series 2026-5YR21, Class A3 | 5.525 | 04-15-59 | 12,579,000 | 12,923,722 | |
| Series 2026-5YR22, Class A3 (H) | 5.713 | 06-15-59 | 25,231,000 | 26,097,329 | |
| BBCMS Mortgage Trust | |||||
| Series 2020-C6, Class A2 | 2.690 | 02-15-53 | 7,800,517 | 7,332,821 | |
| Series 2024-5C29, Class A3 | 5.208 | 09-15-57 | 7,133,000 | 7,210,274 | |
| Series 2024-5C31, Class A3 | 5.609 | 12-15-57 | 7,781,000 | 7,977,480 | |
| Series 2025-5C38, Class A3 | 5.146 | 11-15-58 | 14,728,000 | 14,926,869 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 30 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Commercial and residential (continued) | |||||
| Series 2026-5C40, Class A3 | 5.248 | 02-15-59 | 13,004,000 | $13,232,127 | |
| Series 2026-5C41, Class A3 | 5.438 | 05-15-69 | 17,856,000 | 18,305,687 | |
| Benchmark Mortgage Trust | |||||
| Series 2019-B12, Class A2 | 3.001 | 08-15-52 | 7,935,517 | 7,790,757 | |
| Series 2019-B13, Class A2 | 2.889 | 08-15-57 | 13,214,186 | 12,693,920 | |
| Series 2024-V12, Class A3 | 5.738 | 12-15-57 | 25,071,000 | 25,796,166 | |
| Series 2026-V20, Class A3 | 5.184 | 02-15-59 | 9,792,000 | 9,930,382 | |
| BMO Mortgage Trust | |||||
| Series 2024-5C8, Class A3 (G) | 5.625 | 12-15-57 | 7,823,000 | 8,015,404 | |
| BRAVO Residential Funding Trust | |||||
| Series 2021-NQM1, Class A1 (B)(G) | 0.941 | 02-25-49 | 4,213,695 | 3,995,383 | |
| BX Trust | |||||
| Series 2019-OC11, Class A (B) | 3.202 | 12-09-41 | 11,006,000 | 10,413,787 | |
| CENT Trust | |||||
| Series 2025-CITY, Class A (B)(G) | 4.920 | 07-10-40 | 14,358,000 | 14,375,375 | |
| Citigroup Commercial Mortgage Trust | |||||
| Series 2023-SMRT, Class A (B)(G) | 5.820 | 06-12-40 | 20,164,000 | 20,519,340 | |
| COLT Mortgage Loan Trust | |||||
| Series 2021-2, Class A1 (B)(G) | 0.924 | 08-25-66 | 9,538,895 | 8,108,416 | |
| Series 2021-3, Class A1 (B)(G) | 0.956 | 09-27-66 | 13,405,203 | 11,188,076 | |
| Series 2021-HX1, Class A1 (B)(G) | 1.110 | 10-25-66 | 9,555,782 | 8,374,971 | |
| Series 2025-6, Class A1 (5.529% to 7-1-29, then 6.529% thereafter) (B) | 5.529 | 08-25-70 | 9,540,210 | 9,579,795 | |
| COLT Trust | |||||
| Series 2020-RPL1, Class A1 (B)(G) | 1.390 | 01-25-65 | 26,270,584 | 22,396,582 | |
| Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | |||||
| Series 2018-COR3, Class XA IO | 0.436 | 05-10-51 | 220,604,545 | 1,420,561 | |
| Credit Suisse Mortgage Capital Certificates | |||||
| Series 2021-NQM2, Class A1 (B)(G) | 1.179 | 02-25-66 | 10,115,856 | 9,054,765 | |
| Series 2021-NQM3, Class A1 (B)(G) | 1.015 | 04-25-66 | 6,864,605 | 6,024,355 | |
| Series 2021-NQM6, Class A1 (B)(G) | 1.174 | 07-25-66 | 16,877,659 | 14,458,143 | |
| Cross Mortgage Trust | |||||
| Series 2025-H8, Class A1 (B)(G) | 5.003 | 11-25-70 | 12,320,199 | 12,256,265 | |
| Series 2025-H9, Class A1 (B)(G) | 5.036 | 11-25-70 | 15,402,392 | 15,330,157 | |
| Series 2026-NQM1, Class A1 (B)(G) | 4.699 | 02-25-61 | 22,794,591 | 22,571,952 | |
| Ellington Financial Mortgage Trust | |||||
| Series 2021-1, Class A1 (B)(G) | 0.797 | 02-25-66 | 4,477 | 3,862 | |
| Series 2021-2, Class A1 (B)(G) | 0.931 | 06-25-66 | 9,728,161 | 8,253,259 | |
| Series 2025-INV4, Class A1 (B) | 5.100 | 10-25-70 | 9,014,714 | 8,987,012 | |
| Series 2026-NQM1, Class A1 (B)(G) | 4.771 | 02-25-71 | 13,279,253 | 13,149,844 | |
| Flagstar Mortgage Trust | |||||
| Series 2021-1, Class A2 (B)(G) | 2.500 | 02-01-51 | 22,060,719 | 18,218,801 | |
| GCAT Trust | |||||
| Series 2021-NQM1, Class A1 (B)(G) | 0.874 | 01-25-66 | 5,378,795 | 4,762,642 | |
| Series 2021-NQM2, Class A1 (B)(G) | 1.036 | 05-25-66 | 6,467,811 | 5,676,101 | |
| Series 2021-NQM3, Class A1 (B)(G) | 1.091 | 05-25-66 | 9,889,783 | 8,673,720 | |
| Series 2025-NQM5, Class A1 (B)(G) | 4.981 | 08-25-70 | 15,150,060 | 15,054,643 | |
| GGP Trust | |||||
| 31 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Commercial and residential (continued) | |||||
| Series 2026-TY, Class A (B)(G) | 4.670 | 03-05-43 | 20,246,000 | $19,979,012 | |
| GS Mortgage-Backed Securities Trust | |||||
| Series 2020-NQM1, Class A1 (B)(G) | 1.382 | 09-27-60 | 1,239,318 | 1,184,497 | |
| Series 2021-NQM1, Class A1 (B)(G) | 1.017 | 07-25-61 | 3,731,850 | 3,447,620 | |
| HarborView Mortgage Loan Trust | |||||
| Series 2007-3, Class ES IO (B) | 0.350 | 05-19-37 | 13,093,791 | 212,032 | |
| Series 2007-4, Class ES IO | 0.350 | 07-19-37 | 13,054,252 | 198,043 | |
| Series 2007-6, Class ES IO (B) | 0.343 | 08-19-37 | 14,261,043 | 245,356 | |
| Hudson Yards Mortgage Trust | |||||
| Series 2025-SPRL, Class A (B)(G) | 5.467 | 01-13-40 | 22,788,000 | 23,263,467 | |
| Imperial Fund Mortgage Trust | |||||
| Series 2021-NQM1, Class A1 (B)(G) | 1.071 | 06-25-56 | 6,008,968 | 5,172,160 | |
| JPMorgan Chase Commercial Mortgage Securities Trust | |||||
| Series 2020-NNN, Class AFX (B) | 2.812 | 01-16-37 | 15,435,000 | 13,891,500 | |
| MFA Trust | |||||
| Series 2021-NQM1, Class A1 (B)(G) | 1.153 | 04-25-65 | 3,331,669 | 3,139,629 | |
| Morgan Stanley Residential Mortgage Loan Trust | |||||
| Series 2025-NQM10, Class A1 (B)(G) | 5.119 | 11-25-70 | 10,604,378 | 10,554,459 | |
| MTN Commercial Mortgage Trust | |||||
| Series 2026-LPFX, Class A (B)(G) | 5.153 | 05-15-43 | 9,957,000 | 9,960,698 | |
| Natixis Commercial Mortgage Securities Trust | |||||
| Series 2018-ALXA, Class C (B)(G) | 4.316 | 01-15-43 | 7,402,000 | 6,980,641 | |
| New Residential Mortgage Loan Trust | |||||
| Series 2025-NQM6, Class A1 (B)(G) | 5.085 | 10-25-65 | 18,491,398 | 18,408,438 | |
| Series 2026-NQM1, Class A1 (B)(G) | 4.824 | 11-25-65 | 13,834,396 | 13,705,978 | |
| Series 2026-NQM2, Class A1 (B)(G) | 4.743 | 12-25-65 | 10,495,150 | 10,383,710 | |
| NXPT Commercial Mortgage Trust | |||||
| Series 2024-STOR, Class A (B)(G) | 4.312 | 11-05-41 | 15,772,000 | 15,467,640 | |
| NYC Trust | |||||
| Series 2026-9W57, Class A (B)(G) | 5.053 | 06-06-40 | 33,575,000 | 33,467,305 | |
| NYMT Loan Trust | |||||
| Series 2022-CP1, Class A1 (B) | 2.042 | 07-25-61 | 5,710,814 | 5,364,104 | |
| OBX Trust | |||||
| Series 2020-EXP2, Class A3 (B)(G) | 2.500 | 05-25-60 | 4,062,862 | 3,424,009 | |
| Series 2021-NQM2, Class A1 (B)(G) | 1.101 | 05-25-61 | 12,411,575 | 10,161,929 | |
| Series 2021-NQM3, Class A1 (B)(G) | 1.054 | 07-25-61 | 15,082,102 | 12,605,778 | |
| Series 2025-NQM18, Class A1 (B)(G) | 5.057 | 09-25-65 | 6,454,756 | 6,436,716 | |
| Series 2025-NQM19, Class A1 (B)(G) | 4.869 | 10-25-65 | 13,074,811 | 13,000,593 | |
| Series 2025-NQM20, Class A1 (B)(G) | 5.021 | 10-25-65 | 15,223,936 | 15,184,472 | |
| Series 2025-NQM21, Class A1 (B)(G) | 4.989 | 10-25-65 | 10,316,752 | 10,267,716 | |
| Series 2025-NQM23, Class A1 (B)(G) | 4.872 | 10-25-65 | 18,561,851 | 18,457,509 | |
| Series 2026-NQM1, Class A1 (B)(G) | 4.846 | 11-25-65 | 12,702,461 | 12,600,652 | |
| Series 2026-NQM2, Class A1 (B)(G) | 4.818 | 12-01-65 | 28,154,742 | 27,956,915 | |
| Series 2026-NQM3, Class A1 (B)(G) | 4.652 | 01-25-66 | 23,394,276 | 23,115,445 | |
| PRKCM Trust | |||||
| Series 2026-AFC1, Class A1 (B)(G) | 4.677 | 02-25-61 | 11,277,704 | 11,131,509 | |
| Progress Residential Trust | |||||
| Series 2025-SFR1, Class A (B) | 3.400 | 02-17-42 | 18,327,751 | 17,401,305 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 32 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Commercial and residential (continued) | |||||
| Series 2025-SFR2, Class A (B) | 3.305 | 04-17-42 | 14,478,223 | $13,647,936 | |
| Series 2025-SFR5, Class A (B) | 3.850 | 10-17-42 | 15,726,490 | 15,043,238 | |
| Series 2025-SFR6, Class A (B) | 4.000 | 12-17-42 | 21,298,000 | 20,464,763 | |
| Series 2026-SFR1, Class A (B) | 3.850 | 02-17-43 | 14,160,000 | 13,467,767 | |
| Series 2026-SFR2, Class A (B) | 4.240 | 05-17-43 | 15,427,000 | 14,892,942 | |
| Provident Funding Mortgage Trust | |||||
| Series 2020-F1, Class A2 (B)(G) | 2.000 | 01-25-36 | 15,349,984 | 13,722,623 | |
| ROCK Trust | |||||
| Series 2024-CNTR, Class A (B) | 5.388 | 11-13-41 | 21,363,000 | 21,663,755 | |
| Series 2024-CNTR, Class D (B) | 7.109 | 11-13-41 | 26,521,000 | 27,569,701 | |
| SLG Office Trust | |||||
| Series 2021-OVA, Class D (B) | 2.851 | 07-15-41 | 22,906,000 | 19,919,875 | |
| Series 2026-OMA, Class A (B)(G) | 4.965 | 04-15-41 | 24,893,000 | 24,935,866 | |
| Starwood Mortgage Residential Trust | |||||
| Series 2022-1, Class A1 (B)(G) | 2.447 | 12-25-66 | 271,574 | 243,616 | |
| Towd Point Mortgage Trust | |||||
| Series 2018-4, Class A1 (B)(G) | 3.000 | 06-25-58 | 8,587,616 | 8,126,140 | |
| Series 2019-1, Class A1 (B)(G) | 3.750 | 03-25-58 | 6,387,629 | 6,200,952 | |
| Series 2019-4, Class A1 (B)(G) | 2.900 | 10-25-59 | 6,253,462 | 5,997,100 | |
| Series 2020-4, Class A1 (B) | 1.750 | 10-25-60 | 10,961,700 | 9,978,898 | |
| Series 2024-4, Class A1A (B)(G) | 4.533 | 10-27-64 | 24,802,782 | 24,787,380 | |
| VDCM Commercial Mortgage Trust | |||||
| Series 2025-AZ, Class A (B)(G) | 5.061 | 07-13-44 | 15,562,000 | 15,529,768 | |
| Verus Securitization Trust | |||||
| Series 2021-3, Class A1 (B)(G) | 1.046 | 06-25-66 | 8,441,789 | 7,441,932 | |
| Series 2021-4, Class A1 (B)(G) | 0.938 | 07-25-66 | 6,353,544 | 5,395,303 | |
| Series 2021-5, Class A1 (B)(G) | 1.013 | 09-25-66 | 10,538,830 | 9,058,372 | |
| Series 2021-R1, Class A1 (B)(G) | 0.820 | 10-25-63 | 1,375,594 | 1,336,767 | |
| Series 2025-11, Class A1 (B)(G) | 4.914 | 11-25-70 | 20,228,614 | 20,111,332 | |
| Series 2025-R2, Class A1 (B)(G) | 5.086 | 07-25-67 | 9,480,943 | 9,430,772 | |
| Series 2026-2, Class A1 (B)(G) | 4.590 | 02-25-71 | 17,730,849 | 17,511,642 | |
| Wells Fargo Commercial Mortgage Trust | |||||
| Series 2025-5C4, Class A3 | 5.673 | 05-15-58 | 15,330,000 | 15,773,863 | |
| Series 2025-5C6, Class A3 | 5.186 | 10-15-58 | 17,844,000 | 18,073,822 | |
| WHARF Commercial Mortgage Trust | |||||
| Series 2025-DC, Class A (B)(G) | 5.349 | 07-15-40 | 17,713,000 | 17,952,512 | |
| U.S. Government Agency 1.0% | 266,060,416 | ||||
| Federal Home Loan Mortgage Corp. | |||||
| Series T-41, Class 3A (G) | 4.437 | 07-25-32 | 576 | 527 | |
| Federal National Mortgage Association | |||||
| Series 2001-50, Class BA | 7.000 | 10-25-41 | 34 | 35 | |
| Government National Mortgage Association | |||||
| Series 2008-90, Class IO | 2.019 | 12-16-50 | 1,921,233 | 234,392 | |
| Series 2012-114, Class IO | 0.639 | 01-16-53 | 5,817,181 | 84,596 | |
| Series 2012-120, Class IO | 0.645 | 02-16-53 | 3,097,855 | 45,342 | |
| Series 2013-63, Class IO | 0.706 | 09-16-51 | 2,654,284 | 60,038 | |
| Series 2016-174, Class IO | 0.723 | 11-16-56 | 19,588,475 | 587,601 | |
| 33 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government Agency (continued) | |||||
| Series 2017-109, Class IO | 0.175 | 04-16-57 | 22,981,352 | $175,741 | |
| Series 2017-124, Class IO | 0.633 | 01-16-59 | 19,149,144 | 682,556 | |
| Series 2017-135, Class IO | 0.692 | 10-16-58 | 40,867,318 | 1,350,387 | |
| Series 2017-140, Class IO | 0.485 | 02-16-59 | 20,707,334 | 508,121 | |
| Series 2017-159, Class IO | 0.413 | 06-16-59 | 29,474,363 | 697,826 | |
| Series 2017-169, Class IO | 0.520 | 01-16-60 | 70,977,735 | 2,206,733 | |
| Series 2017-20, Class IO | 0.476 | 12-16-58 | 66,430,921 | 1,263,815 | |
| Series 2017-22, Class IO | 0.738 | 12-16-57 | 8,757,638 | 292,459 | |
| Series 2017-41, Class IO | 0.490 | 07-16-58 | 18,724,403 | 462,644 | |
| Series 2017-46, Class IO | 0.651 | 11-16-57 | 38,167,991 | 1,393,719 | |
| Series 2017-61, Class IO | 0.687 | 05-16-59 | 11,933,031 | 400,005 | |
| Series 2017-74, Class IO | 0.335 | 09-16-58 | 34,678,564 | 474,330 | |
| Series 2017-89, Class IO | 0.436 | 07-16-59 | 18,618,993 | 434,564 | |
| Series 2018-114, Class IO | 0.592 | 04-16-60 | 27,460,154 | 1,049,843 | |
| Series 2018-158, Class IO | 0.801 | 05-16-61 | 72,677,551 | 4,025,224 | |
| Series 2018-35, Class IO | 0.545 | 03-16-60 | 63,381,539 | 1,881,481 | |
| Series 2018-43, Class IO | 0.463 | 05-16-60 | 65,932,055 | 2,055,933 | |
| Series 2018-68, Class IO | 0.425 | 01-16-60 | 11,304,122 | 330,562 | |
| Series 2018-69, Class IO | 0.611 | 04-16-60 | 29,392,510 | 1,290,349 | |
| Series 2018-81, Class IO | 0.487 | 01-16-60 | 18,976,656 | 759,495 | |
| Series 2018-9, Class IO | 0.444 | 01-16-60 | 53,388,922 | 1,531,525 | |
| Series 2018-99, Class IO | 0.452 | 06-16-60 | 43,804,655 | 1,121,093 | |
| Series 2019-131, Class IO | 0.803 | 07-16-61 | 60,251,926 | 3,345,253 | |
| Series 2020-100, Class IO | 0.788 | 05-16-62 | 71,157,356 | 4,153,434 | |
| Series 2020-108, Class IO | 0.847 | 06-16-62 | 176,166,050 | 10,392,529 | |
| Series 2020-114, Class IO | 0.799 | 09-16-62 | 163,455,277 | 8,795,872 | |
| Series 2020-118, Class IO | 0.884 | 06-16-62 | 140,104,677 | 8,614,196 | |
| Series 2020-119, Class IO | 0.607 | 08-16-62 | 69,160,030 | 3,073,776 | |
| Series 2020-120, Class IO | 0.760 | 05-16-62 | 37,682,095 | 2,141,586 | |
| Series 2020-137, Class IO | 0.799 | 09-16-62 | 239,321,414 | 14,336,669 | |
| Series 2020-150, Class IO | 0.971 | 12-16-62 | 115,400,040 | 7,615,987 | |
| Series 2020-170, Class IO | 0.836 | 11-16-62 | 157,465,758 | 9,883,984 | |
| Series 2020-92, Class IO | 0.870 | 02-16-62 | 28,296,319 | 1,688,410 | |
| Series 2021-110, Class IO | 0.876 | 11-16-63 | 93,162,420 | 6,120,622 | |
| Series 2021-163, Class IO | 0.803 | 03-16-64 | 109,520,989 | 6,115,937 | |
| Series 2021-183, Class IO | 0.870 | 01-16-63 | 85,132,049 | 5,502,595 | |
| Series 2021-3, Class IO | 0.871 | 09-16-62 | 200,736,820 | 12,447,851 | |
| Series 2021-40, Class IO | 0.823 | 02-16-63 | 52,847,791 | 3,147,313 | |
| Series 2022-150, Class IO | 0.823 | 06-16-64 | 21,443,942 | 1,166,293 | |
| Series 2022-17, Class IO | 0.802 | 06-16-64 | 131,337,524 | 7,077,359 | |
| Series 2022-181, Class IO | 0.722 | 07-16-64 | 66,459,288 | 3,869,207 | |
| Series 2022-21, Class IO | 0.785 | 10-16-63 | 58,270,145 | 3,491,710 | |
| Series 2022-53, Class IO | 0.703 | 06-16-64 | 212,991,335 | 9,236,327 | |
| Series 2022-57, Class IO | 0.756 | 09-16-63 | 159,967,465 | 7,631,792 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 34 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| U.S. Government Agency (continued) | |||||
| Series 2023-177, Class IO | 0.857 | 06-16-65 | 163,796,619 | $9,177,033 | |
| Series 2023-197, Class IO | 1.244 | 09-16-65 | 50,145,038 | 4,040,060 | |
| Series 2023-30, Class IO | 1.001 | 11-16-64 | 94,412,952 | 6,037,000 | |
| Series 2023-36, Class IO | 0.935 | 10-16-64 | 151,207,993 | 8,798,294 | |
| Series 2023-62, Class IO | 0.939 | 02-16-65 | 119,234,521 | 7,198,152 | |
| Series 2023-91, Class IO | 0.876 | 04-16-65 | 138,796,980 | 9,233,400 | |
| Series 2024-193, Class IO | 0.701 | 12-16-66 | 47,272,053 | 2,821,787 | |
| Series 2024-194, Class IO | 0.961 | 08-16-67 | 86,917,183 | 6,194,110 | |
| Series 2025-126, Class IO | 0.767 | 05-16-67 | 107,860,490 | 7,298,747 | |
| Series 2025-128, Class IO | 0.926 | 09-16-67 | 207,710,015 | 16,209,586 | |
| Series 2025-3, Class IO | 0.849 | 04-16-67 | 151,455,605 | 9,976,229 | |
| Series 2025-35, Class IO | 0.763 | 09-16-66 | 48,590,471 | 2,694,254 | |
| Series 2025-73, Class IO | 0.675 | 08-16-67 | 191,618,030 | 11,132,126 | |
| Asset-backed securities 6.0% | $1,601,200,319 | ||||
| (Cost $1,644,609,505) | |||||
| Asset-backed securities 6.0% | 1,601,200,319 | ||||
| ABPCI Direct Lending Fund I, Ltd. | |||||
| Series 2020-1A, Class A (B) | 3.199 | 12-29-30 | 4,799,125 | 4,405,835 | |
| Aligned Data Centers Issuer LLC | |||||
| Series 2023-2A, Class A2 (B) | 6.500 | 11-16-48 | 16,000,000 | 16,133,893 | |
| AMSR Trust | |||||
| Series 2025-SFR1, Class A (B) | 3.655 | 06-17-42 | 8,517,000 | 8,100,910 | |
| Series 2025-SFR2, Class A (B) | 4.275 | 11-17-42 | 12,696,000 | 12,322,618 | |
| Arby's Funding LLC | |||||
| Series 2020-1A, Class A2 (B) | 3.237 | 07-30-50 | 32,787,690 | 32,068,938 | |
| Canon Music Issuer Trust | |||||
| Series 2026-1A, Class A (B) | 5.521 | 05-01-76 | 11,431,000 | 11,422,972 | |
| CarMax Auto Owner Trust | |||||
| Series 2026-2, Class A3 | 4.220 | 06-16-31 | 15,123,000 | 15,058,263 | |
| CF Hippolyta Issuer LLC | |||||
| Series 2020-1, Class A1 (B) | 1.690 | 07-15-60 | 24,005,561 | 20,054,459 | |
| Series 2021-1A, Class A1 (B) | 1.530 | 03-15-61 | 28,855,964 | 22,963,420 | |
| CLI Funding IX LLC | |||||
| Series 2025-1A, Class A (B) | 5.350 | 06-20-50 | 16,418,806 | 16,382,628 | |
| CLI Funding VI LLC | |||||
| Series 2020-1A, Class A (B) | 2.080 | 09-18-45 | 21,131,672 | 19,827,315 | |
| CLI Funding VIII LLC | |||||
| Series 2021-1A, Class A (B) | 1.640 | 02-18-46 | 15,089,709 | 13,955,883 | |
| Series 2022-1A, Class A (B) | 2.720 | 01-18-47 | 16,742,232 | 15,395,649 | |
| Compass Datacenters Issuer II LLC | |||||
| Series 2024-1A, Class A1 (B) | 5.250 | 02-25-49 | 15,364,000 | 15,469,982 | |
| Series 2025-1A, Class A1 (B) | 5.316 | 05-25-50 | 15,448,000 | 15,465,694 | |
| Compass Datacenters Issuer III LLC | |||||
| Series 2025-2A, Class A2 (B) | 5.835 | 02-25-50 | 8,477,000 | 8,525,655 | |
| Concord Music Royalties LLC | |||||
| Series 2025-2A, Class A (B) | 5.785 | 07-20-75 | 14,561,000 | 14,579,487 | |
| 35 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Asset-backed securities (continued) | |||||
| Consolidated Communications LLC | |||||
| Series 2025-1A, Class A2 (B) | 6.000 | 05-20-55 | 20,152,000 | $20,449,643 | |
| Series 2025-4A, Class A2 (B) | 5.522 | 12-20-55 | 10,432,000 | 10,501,064 | |
| ContiMortgage Home Equity Loan Trust | |||||
| Series 1995-2, Class A5 (I) | 8.100 | 08-15-25 | 63,305 | 61,140 | |
| CyrusOne Data Centers Issuer I LLC | |||||
| Series 2023-1A, Class A2 (B) | 4.300 | 04-20-48 | 26,278,000 | 25,753,139 | |
| Series 2024-2A, Class A2 (B) | 4.500 | 05-20-49 | 25,041,000 | 24,304,995 | |
| DataBank Issuer LLC | |||||
| Series 2026-1A, Class A2 (B) | 5.811 | 02-25-56 | 16,587,000 | 16,556,782 | |
| DB Master Finance LLC | |||||
| Series 2017-1A, Class A2II (B) | 4.030 | 11-20-47 | 14,123,078 | 13,990,904 | |
| Series 2025-1A, Class A2I (B) | 4.891 | 08-20-55 | 9,559,960 | 9,457,071 | |
| Series 2025-1A, Class A2II (B) | 5.165 | 08-20-55 | 10,214,670 | 10,096,368 | |
| Series 2026-1A, Class A2I (B) | 5.200 | 05-20-56 | 11,508,000 | 11,508,000 | |
| Series 2026-1A, Class A2II (B) | 5.432 | 05-20-56 | 19,777,000 | 19,777,000 | |
| Diamond Infrastructure Funding LLC | |||||
| Series 2021-1A, Class C (B) | 3.475 | 04-15-49 | 6,825,000 | 6,687,618 | |
| Domino's Pizza Master Issuer LLC | |||||
| Series 2021-1A, Class A2I (B) | 2.662 | 04-25-51 | 24,023,668 | 22,816,394 | |
| Series 2025-1A, Class A2I (B) | 4.930 | 07-25-55 | 11,033,000 | 10,946,629 | |
| Series 2025-1A, Class A2II (B) | 5.217 | 07-25-55 | 12,818,000 | 12,672,134 | |
| Driven Brands Funding LLC | |||||
| Series 2020-2A, Class A2 (B) | 3.237 | 01-20-51 | 20,650,100 | 19,845,428 | |
| Series 2021-1A, Class A2 (B) | 2.791 | 10-20-51 | 28,805,761 | 26,746,420 | |
| Series 2025-1A, Class A2 (B) | 5.296 | 10-20-55 | 14,016,565 | 13,458,498 | |
| Flexential Issuer LLC | |||||
| Series 2025-1A, Class A2 (B) | 6.030 | 10-25-60 | 10,590,000 | 10,561,952 | |
| Ford Credit Auto Owner Trust | |||||
| Series 2026-1, Class A (4.320% to 2-15-31, then 8.630% thereafter) (B) | 4.320 | 08-15-38 | 23,820,000 | 23,565,440 | |
| GBX Leasing LLC | |||||
| Series 2026-1A, Class A (B) | 5.130 | 02-20-56 | 17,535,262 | 17,203,995 | |
| GM Financial Consumer Automobile Receivables Trust | |||||
| Series 2026-2, Class A3 | 4.150 | 08-18-31 | 21,912,000 | 21,828,881 | |
| GM Financial Revolving Receivables Trust | |||||
| Series 2024-1, Class A (B) | 4.980 | 12-11-36 | 15,184,000 | 15,390,653 | |
| Golub Capital Partners Funding, Ltd. | |||||
| Series 2020-1A, Class A2 (B) | 3.208 | 01-22-29 | 4,154,274 | 3,938,309 | |
| Series 2021-1A, Class A2 (B) | 2.773 | 04-20-29 | 10,691,845 | 9,931,395 | |
| HI-FI Music IP Issuer LP | |||||
| Series 2022-1A, Class A2 (B) | 3.939 | 02-01-62 | 25,251,000 | 25,079,566 | |
| Hotwire Funding LLC | |||||
| Series 2021-1, Class C (B) | 4.459 | 11-20-51 | 6,580,000 | 6,545,606 | |
| Series 2024-1A, Class A2 (B) | 5.893 | 06-20-54 | 7,437,000 | 7,526,283 | |
| Invitation Homes Trust | |||||
| Series 2024-SFR1, Class A (B) | 4.000 | 09-17-41 | 26,681,101 | 25,965,546 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 36 |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Asset-backed securities (continued) | |||||
| Iskandar Enterprise LLC | |||||
| Series 2026-1A, Class A21 (B) | 5.049 | 04-17-56 | 29,774,000 | $29,646,543 | |
| Jersey Mike's Funding LLC | |||||
| Series 2024-1A, Class A2 (B) | 5.636 | 02-15-55 | 21,312,225 | 21,530,304 | |
| Series 2025-1A, Class A2 (B) | 5.610 | 08-16-55 | 22,567,465 | 22,801,431 | |
| Series 2026-1A, Class A2I (B) | 4.952 | 02-15-56 | 21,518,070 | 21,215,634 | |
| Kinetic ABS Issuer LLC | |||||
| Series 2026-1A, Class A2 (B) | 5.219 | 02-25-56 | 9,658,000 | 9,565,724 | |
| Lyra Music Assets LP | |||||
| Series 2025-1A, Class A2 (B) | 5.604 | 09-20-65 | 17,577,653 | 17,628,562 | |
| MetroNet Infrastructure Issuer LLC | |||||
| Series 2025-2A, Class A2 (B) | 5.400 | 08-20-55 | 20,508,000 | 20,616,660 | |
| Series 2025-4A, Class A2 (B) | 5.163 | 12-20-55 | 10,759,000 | 10,717,736 | |
| Series 2026-1A, Class A2 (B) | 5.273 | 04-20-56 | 12,848,000 | 12,873,401 | |
| Navient Refinance Loan Trust | |||||
| Series 2026-A, Class A (B) | 4.500 | 01-18-56 | 22,277,762 | 21,905,940 | |
| Navient Student Loan Trust | |||||
| Series 2020-2A, Class A1A (B) | 1.320 | 08-26-69 | 9,607,753 | 8,154,875 | |
| Neighborly Issuer LLC | |||||
| Series 2021-1A, Class A2 (B) | 3.584 | 04-30-51 | 44,497,640 | 42,557,298 | |
| Series 2022-1A, Class A2 (B) | 3.695 | 01-30-52 | 17,794,180 | 16,875,289 | |
| New Economy Assets - Phase 1 Sponsor LLC | |||||
| Series 2021-1, Class A1 (B) | 1.910 | 10-20-61 | 39,514,000 | 32,944,798 | |
| Series 2021-1, Class B1 (B) | 2.410 | 10-20-61 | 16,160,000 | 9,837,400 | |
| Retained Vantage Data Centers Issuer LLC | |||||
| Series 2023-1A, Class A2A (B) | 5.000 | 09-15-48 | 18,163,000 | 18,029,346 | |
| Sabey Data Center Issuer LLC | |||||
| Series 2026-1, Class A2 (B) | 5.482 | 01-20-51 | 15,415,000 | 15,154,187 | |
| Scalelogix ABS Issuer LLC | |||||
| Series 2025-1A, Class A2 (B) | 5.673 | 07-25-55 | 15,808,000 | 15,437,032 | |
| ServiceMaster Funding LLC | |||||
| Series 2021-1, Class A2II (B) | 3.113 | 07-30-51 | 15,708,898 | 13,492,606 | |
| SERVPRO Master Issuer LLC | |||||
| Series 2024-1A, Class A2 (B) | 6.174 | 01-25-54 | 10,614,673 | 10,862,281 | |
| Sesac Finance LLC | |||||
| Series 2025-1, Class A2 (B) | 5.500 | 07-25-55 | 17,714,000 | 17,255,073 | |
| SMB Private Education Loan Trust | |||||
| Series 2021-A, Class APT2 (B) | 1.070 | 01-15-53 | 6,337,631 | 5,821,656 | |
| Series 2024-A, Class A1A (B) | 5.240 | 03-15-56 | 22,510,679 | 22,663,349 | |
| Series 2024-E, Class A1A (B) | 5.090 | 10-16-56 | 14,229,834 | 14,258,732 | |
| Sonic Capital LLC | |||||
| Series 2020-1A, Class A2I (B) | 3.845 | 01-20-50 | 26,104,423 | 25,889,487 | |
| Series 2021-1A, Class A2I (B) | 2.190 | 08-20-51 | 21,962,894 | 20,470,605 | |
| Sprite, Ltd. | |||||
| Series 2026-1, Class A (B) | 5.227 | 03-15-41 | 14,533,033 | 14,227,832 | |
| 37 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Rate (%) | Maturity date | Par value^ | Value | ||
| Asset-backed securities (continued) | |||||
| Subway Funding LLC | |||||
| Series 2024-1A, Class A2I (B) | 6.028 | 07-30-54 | 11,744,155 | $11,816,101 | |
| Series 2024-1A, Class A2II (B) | 6.268 | 07-30-54 | 10,936,455 | 10,992,038 | |
| Series 2024-3A, Class A23 (B) | 5.914 | 07-30-54 | 27,596,745 | 26,481,163 | |
| Summit Issuer LLC | |||||
| Series 2025-1A, Class A2 (B) | 5.208 | 11-20-55 | 18,465,000 | 18,392,324 | |
| Switch ABS Issuer LLC | |||||
| Series 2024-2A, Class A2 (B) | 5.436 | 06-25-54 | 6,169,000 | 6,134,343 | |
| Series 2025-1A, Class A2 (B) | 5.036 | 03-25-55 | 25,018,000 | 24,459,553 | |
| Series 2025-2A, Class A21 (B) | 5.121 | 10-25-55 | 16,798,000 | 16,487,056 | |
| Taco Bell Funding LLC | |||||
| Series 2025-1A, Class A2I (B) | 4.821 | 08-25-55 | 20,119,000 | 19,841,468 | |
| Series 2025-1A, Class A2II (B) | 5.049 | 08-25-55 | 16,573,000 | 16,222,426 | |
| TIF Funding II LLC | |||||
| Series 2021-1A, Class A (B) | 1.650 | 02-20-46 | 15,631,500 | 14,223,546 | |
| Toyota Auto Receivables Owner Trust | |||||
| Series 2026-B, Class A3 | 4.130 | 12-16-30 | 31,855,000 | 31,712,627 | |
| Triton Container Finance IX LLC | |||||
| Series 2026-1A, Class A (B) | 5.260 | 05-20-51 | 13,026,000 | 12,972,681 | |
| Triton Container Finance VIII LLC | |||||
| Series 2020-1A, Class A (B) | 2.110 | 09-20-45 | 26,127,628 | 24,591,264 | |
| Series 2021-1A, Class A (B) | 1.860 | 03-20-46 | 15,947,857 | 14,719,421 | |
| Uniti Fiber Issuer LLC | |||||
| Series 2025-1A, Class A2 (B) | 5.877 | 04-20-55 | 11,838,000 | 11,969,391 | |
| Series 2025-2A, Class A2 (B) | 5.177 | 01-20-56 | 10,664,000 | 10,532,224 | |
| Vantage Data Centers LLC | |||||
| Series 2020-2A, Class A2 (B) | 1.992 | 09-15-45 | 17,311,000 | 16,588,465 | |
| VB-S1 Issuer LLC | |||||
| Series 2026-1A, Class C2 (B) | 4.693 | 03-15-56 | 11,951,000 | 11,634,567 | |
| Wendy's Funding LLC | |||||
| Series 2021-1A, Class A2I (B) | 2.370 | 06-15-51 | 27,465,686 | 25,354,119 | |
| Willis Engine Structured Trust IX | |||||
| Series 2025-B, Class A (B) | 5.159 | 12-15-50 | 10,629,276 | 10,518,023 | |
| Willis Engine Structured Trust V | |||||
| Series 2020-A, Class A (B) | 3.228 | 03-15-45 | 5,756,806 | 5,580,309 | |
| Willis Engine Structured Trust VIII | |||||
| Series 2025-A, Class A (B) | 5.582 | 06-15-50 | 8,922,717 | 8,963,937 | |
| Wingstop Funding LLC | |||||
| Series 2024-1A, Class A2 (B) | 5.858 | 12-05-54 | 11,985,000 | 12,102,511 | |
| Zaxby's Funding LLC | |||||
| Series 2021-1A, Class A2 (B) | 3.238 | 07-30-51 | 20,215,860 | 19,258,548 | |
| Zayo Issuer LLC | |||||
| Series 2025-1A, Class A2 (B) | 5.648 | 03-20-55 | 21,747,000 | 21,917,979 | |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 38 |
| Shares | Value | ||||
| Common stocks 0.0% | $3,040,401 | ||||
| (Cost $17,499,516) | |||||
| Energy 0.0% | 3,040,401 | ||||
| Oil, gas and consumable fuels 0.0% | |||||
| Altera Infrastructure LP (J)(K) | 75,183 | 3,040,401 | |||
| Preferred securities 0.2% | $33,850,919 | ||||
| (Cost $36,583,750) | |||||
| Communication services 0.1% | 10,295,718 | ||||
| Wireless telecommunication services 0.1% | |||||
| Telephone & Data Systems, Inc., 6.625% | 468,200 | 10,295,718 | |||
| Utilities 0.1% | 23,555,201 | ||||
| Electric utilities 0.1% | |||||
| NextEra Energy, Inc., 7.375% | 497,575 | 23,555,201 | |||
| Yield (%) | Shares | Value | |||
| Short-term investments 0.9% | $241,330,714 | ||||
| (Cost $241,338,649) | |||||
| Short-term funds 0.9% | 241,330,714 | ||||
| John Hancock Collateral Trust (L) | 3.5217(M) | 24,131,383 | 241,330,714 | ||
| Total investments (Cost $27,240,613,665) 100.1% | $26,606,011,177 | ||||
| Other assets and liabilities, net (0.1%) | (19,194,408) | ||||
| Total net assets 100.0% | $26,586,816,769 | ||||
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | |
| Security Abbreviations and Legend | |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| IBOR | Interbank Offered Rate |
| 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. |
| SOFR | Secured Overnight Financing Rate |
| (A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (B) | This security is 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 $7,081,409,857 or 26.6% of the fund's net assets as of 5-31-26. |
| (C) | All or a portion of this security is on loan as of 5-31-26. |
| (D) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (E) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (F) | 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). |
| 39 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| (G) | 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. |
| (H) | Security purchased or sold on a when-issued or delayed-delivery basis. |
| (I) | The security has matured but proceeds have not been received. |
| (J) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. Refer to Note 2 to the financial statements. |
| (K) | Non-income producing security. |
| (L) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $106,678,522. |
| (M) | The rate shown is the annualized seven-day yield as of 5-31-26. |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK BOND FUND | 40 |
| Open contracts |
Number of contracts |
Position |
Expiration date |
Notional basis^ |
Notional value^ |
Unrealized appreciation (depreciation) |
| 10-Year U.S. Treasury Note Futures | 1,200 | Long | Sep 2026 | $130,810,898 | $131,793,750 | $982,852 |
| $982,852 |
| 41 | JOHN HANCOCK BOND FUND | | SEE NOTES TO FINANCIAL STATEMENTS |
| Assets | |
| Unaffiliated investments, at value (Cost $26,999,275,016) including $103,427,881 of securities loaned | $26,364,680,463 |
| Affiliated investments, at value (Cost $241,338,649) | 241,330,714 |
| Total investments, at value (Cost $27,240,613,665) | 26,606,011,177 |
| Receivable for futures variation margin | 37,490 |
| Foreign currency, at value (Cost $590) | 589 |
| Collateral held at broker for futures contracts | 4,050,000 |
| Interest receivable | 217,321,496 |
| Receivable for fund shares sold | 33,697,667 |
| Receivable for investments sold | 5,195,133 |
| Receivable for securities lending income | 52,233 |
| Other assets | 1,774,568 |
| Total assets | 26,868,140,353 |
| Liabilities | |
| Due to custodian | 365,452 |
| Distributions payable | 2,468,140 |
| Payable for investments purchased | 103,744,417 |
| Payable for delayed-delivery securities purchased | 26,027,440 |
| Payable for fund shares repurchased | 37,615,899 |
| Payable upon return of securities loaned | 106,679,467 |
| Payable to affiliates | |
| Accounting and legal services fees | 1,538,766 |
| Transfer agent fees | 853,231 |
| Distribution and service fees | 66,277 |
| Trustees' fees | 44,498 |
| Other liabilities and accrued expenses | 1,919,997 |
| Total liabilities | 281,323,584 |
| Net assets | $26,586,816,769 |
| Net assets consist of | |
| Paid-in capital | $30,450,802,013 |
| Total distributable earnings (loss) | (3,863,985,244) |
| Net assets | $26,586,816,769 |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 42 |
| Net asset value per share | |
| Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value | |
| Class A ($1,816,937,349 ÷ 134,380,483 shares)1 | $13.52 |
| Class C ($62,722,200 ÷ 4,638,953 shares)1 | $13.52 |
| Class I ($6,934,160,193 ÷ 512,791,028 shares) | $13.52 |
| Class R2 ($49,911,130 ÷ 3,686,558 shares) | $13.54 |
| Class R4 ($23,055,489 ÷ 1,702,420 shares) | $13.54 |
| Class R6 ($13,841,384,235 ÷ 1,021,743,124 shares) | $13.55 |
| Class NAV ($3,858,646,173 ÷ 284,969,955 shares) | $13.54 |
| Maximum offering price per share | |
| Class A (net asset value per share ÷ 96%)2 | $14.08 |
| 1 | Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge. |
| 2 | On single retail sales of less than $100,000. On sales of $100,000 or more and on group sales the offering price is reduced. |
| 43 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
| Investment income | |
| Interest | $1,314,732,685 |
| Dividends from affiliated investments | 7,285,414 |
| Dividends | 2,414,394 |
| Securities lending, net | 785,037 |
| Less foreign taxes withheld | (639) |
| Total investment income | 1,325,216,891 |
| Expenses | |
| Investment management fees | 83,069,670 |
| Distribution and service fees | 6,658,148 |
| Accounting and legal services fees | 4,835,078 |
| Transfer agent fees | 10,357,225 |
| Trustees' fees | 664,557 |
| Custodian fees | 2,867,473 |
| State registration fees | 433,861 |
| Printing and postage | 1,269,890 |
| Professional fees | 555,766 |
| Other | 994,506 |
| Total expenses | 111,706,174 |
| Less expense reductions | (2,538,113) |
| Net expenses | 109,168,061 |
| Net investment income | 1,216,048,830 |
| Realized and unrealized gain (loss) | |
| Net realized gain (loss) on | |
| Unaffiliated investments and foreign currency transactions | (207,227,247) |
| Affiliated investments | 57,779 |
| Futures contracts | (3,075,642) |
| (210,245,110) | |
| Change in net unrealized appreciation (depreciation) of | |
| Unaffiliated investments and translation of assets and liabilities in foreign currencies | 527,395,125 |
| Affiliated investments | (61,075) |
| Futures contracts | 1,113,917 |
| 528,447,967 | |
| Net realized and unrealized gain | 318,202,857 |
| Increase in net assets from operations | $1,534,251,687 |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 44 |
|
Year ended 5-31-26 |
Year ended 5-31-25 |
|
| Increase (decrease) in net assets | ||
| From operations | ||
| Net investment income | $1,216,048,830 | $1,150,864,083 |
| Net realized loss | (210,245,110) | (228,809,324) |
| Change in net unrealized appreciation (depreciation) | 528,447,967 | 444,914,947 |
| Increase in net assets resulting from operations | 1,534,251,687 | 1,366,969,706 |
| Distributions to shareholders | ||
| From earnings | ||
| Class A | (79,904,966) | (79,489,259) |
| Class C | (2,485,182) | (2,852,051) |
| Class I | (313,626,020) | (295,747,899) |
| Class R2 | (2,197,222) | (2,335,945) |
| Class R4 | (1,079,503) | (967,500) |
| Class R6 | (643,998,032) | (597,012,726) |
| Class NAV | (194,402,980) | (189,701,820) |
| Total distributions | (1,237,693,905) | (1,168,107,200) |
| From fund share transactions | 161,242,737 | 1,542,976,371 |
| Total increase | 457,800,519 | 1,741,838,877 |
| Net assets | ||
| Beginning of year | 26,129,016,250 | 24,387,177,373 |
| End of year | $26,586,816,769 | $26,129,016,250 |
| 45 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
| CLASS A SHARES Period ended | 5-31-26 | 5-31-25 | 5-31-24 | 5-31-23 | 5-31-22 |
| Per share operating performance | |||||
| Net asset value, beginning of period | $13.37 | $13.23 | $13.46 | $14.34 | $16.32 |
| Net investment income1 | 0.57 | 0.55 | 0.51 | 0.46 | 0.41 |
| Net realized and unrealized gain (loss) on investments | 0.16 | 0.15 | (0.20) | (0.85) | (1.82) |
| Total from investment operations | 0.73 | 0.70 | 0.31 | (0.39) | (1.41) |
| Less distributions | |||||
| From net investment income | (0.58) | (0.56) | (0.54) | (0.49) | (0.48) |
| From net realized gain | - | - | - | - | (0.09) |
| Total distributions | (0.58) | (0.56) | (0.54) | (0.49) | (0.57) |
| Net asset value, end of period | $13.52 | $13.37 | $13.23 | $13.46 | $14.34 |
| Total return (%)2,3 | 5.52 | 5.32 | 2.35 | (2.66) | (8.89) |
| Ratios and supplemental data | |||||
| Net assets, end of period (in millions) | $1,817 | $1,889 | $1,865 | $1,756 | $1,903 |
| Ratios (as a percentage of average net assets): | |||||
| Expenses before reductions | 0.76 | 0.77 | 0.78 | 0.78 | 0.76 |
| Expenses including reductions | 0.75 | 0.76 | 0.77 | 0.77 | 0.76 |
| Net investment income | 4.19 | 4.08 | 3.88 | 3.35 | 2.56 |
| Portfolio turnover (%) | 102 | 100 | 133 | 108 | 110 |
| 1 | Based on average daily shares outstanding. |
| 2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
| 3 | Does not reflect the effect of sales charges, if any. |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 46 |
| CLASS C SHARES Period ended | 5-31-26 | 5-31-25 | 5-31-24 | 5-31-23 | 5-31-22 |
| Per share operating performance | |||||
| Net asset value, beginning of period | $13.37 | $13.23 | $13.46 | $14.34 | $16.32 |
| Net investment income1 | 0.48 | 0.46 | 0.42 | 0.36 | 0.29 |
| Net realized and unrealized gain (loss) on investments | 0.16 | 0.14 | (0.21) | (0.84) | (1.81) |
| Total from investment operations | 0.64 | 0.60 | 0.21 | (0.48) | (1.52) |
| Less distributions | |||||
| From net investment income | (0.49) | (0.46) | (0.44) | (0.40) | (0.37) |
| From net realized gain | - | - | - | - | (0.09) |
| Total distributions | (0.49) | (0.46) | (0.44) | (0.40) | (0.46) |
| Net asset value, end of period | $13.52 | $13.37 | $13.23 | $13.46 | $14.34 |
| Total return (%)2,3 | 4.79 | 4.59 | 1.63 | (3.34) | (9.53) |
| Ratios and supplemental data | |||||
| Net assets, end of period (in millions) | $63 | $74 | $89 | $115 | $164 |
| Ratios (as a percentage of average net assets): | |||||
| Expenses before reductions | 1.46 | 1.47 | 1.48 | 1.48 | 1.46 |
| Expenses including reductions | 1.45 | 1.46 | 1.47 | 1.47 | 1.46 |
| Net investment income | 3.49 | 3.37 | 3.17 | 2.63 | 1.85 |
| Portfolio turnover (%) | 102 | 100 | 133 | 108 | 110 |
| 1 | Based on average daily shares outstanding. |
| 2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
| 3 | Does not reflect the effect of sales charges, if any. |
| 47 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
| CLASS I SHARES Period ended | 5-31-26 | 5-31-25 | 5-31-24 | 5-31-23 | 5-31-22 |
| Per share operating performance | |||||
| Net asset value, beginning of period | $13.37 | $13.23 | $13.46 | $14.35 | $16.33 |
| Net investment income1 | 0.61 | 0.59 | 0.55 | 0.50 | 0.45 |
| Net realized and unrealized gain (loss) on investments | 0.16 | 0.15 | (0.21) | (0.86) | (1.81) |
| Total from investment operations | 0.77 | 0.74 | 0.34 | (0.36) | (1.36) |
| Less distributions | |||||
| From net investment income | (0.62) | (0.60) | (0.57) | (0.53) | (0.53) |
| From net realized gain | - | - | - | - | (0.09) |
| Total distributions | (0.62) | (0.60) | (0.57) | (0.53) | (0.62) |
| Net asset value, end of period | $13.52 | $13.37 | $13.23 | $13.46 | $14.35 |
| Total return (%)2 | 5.84 | 5.64 | 2.65 | (2.44) | (8.61) |
| Ratios and supplemental data | |||||
| Net assets, end of period (in millions) | $6,934 | $6,687 | $6,218 | $5,678 | $5,375 |
| Ratios (as a percentage of average net assets): | |||||
| Expenses before reductions | 0.46 | 0.47 | 0.48 | 0.48 | 0.46 |
| Expenses including reductions | 0.45 | 0.46 | 0.47 | 0.47 | 0.46 |
| Net investment income | 4.49 | 4.38 | 4.17 | 3.65 | 2.86 |
| Portfolio turnover (%) | 102 | 100 | 133 | 108 | 110 |
| 1 | Based on average daily shares outstanding. |
| 2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 48 |
| CLASS R2 SHARES Period ended | 5-31-26 | 5-31-25 | 5-31-24 | 5-31-23 | 5-31-22 |
| Per share operating performance | |||||
| Net asset value, beginning of period | $13.38 | $13.25 | $13.47 | $14.36 | $16.34 |
| Net investment income1 | 0.56 | 0.54 | 0.50 | 0.45 | 0.39 |
| Net realized and unrealized gain (loss) on investments | 0.17 | 0.14 | (0.20) | (0.86) | (1.81) |
| Total from investment operations | 0.73 | 0.68 | 0.30 | (0.41) | (1.42) |
| Less distributions | |||||
| From net investment income | (0.57) | (0.55) | (0.52) | (0.48) | (0.47) |
| From net realized gain | - | - | - | - | (0.09) |
| Total distributions | (0.57) | (0.55) | (0.52) | (0.48) | (0.56) |
| Net asset value, end of period | $13.54 | $13.38 | $13.25 | $13.47 | $14.36 |
| Total return (%)2 | 5.50 | 5.15 | 2.34 | (2.81) | (8.96) |
| Ratios and supplemental data | |||||
| Net assets, end of period (in millions) | $50 | $55 | $59 | $61 | $65 |
| Ratios (as a percentage of average net assets): | |||||
| Expenses before reductions | 0.86 | 0.86 | 0.86 | 0.86 | 0.86 |
| Expenses including reductions | 0.85 | 0.85 | 0.86 | 0.85 | 0.85 |
| Net investment income | 4.10 | 3.99 | 3.79 | 3.27 | 2.44 |
| Portfolio turnover (%) | 102 | 100 | 133 | 108 | 110 |
| 1 | Based on average daily shares outstanding. |
| 2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
| 49 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
| CLASS R4 SHARES Period ended | 5-31-26 | 5-31-25 | 5-31-24 | 5-31-23 | 5-31-22 |
| Per share operating performance | |||||
| Net asset value, beginning of period | $13.39 | $13.25 | $13.47 | $14.37 | $16.35 |
| Net investment income1 | 0.59 | 0.57 | 0.54 | 0.47 | 0.44 |
| Net realized and unrealized gain (loss) on investments | 0.16 | 0.15 | (0.20) | (0.85) | (1.82) |
| Total from investment operations | 0.75 | 0.72 | 0.34 | (0.38) | (1.38) |
| Less distributions | |||||
| From net investment income | (0.60) | (0.58) | (0.56) | (0.52) | (0.51) |
| From net realized gain | - | - | - | - | (0.09) |
| Total distributions | (0.60) | (0.58) | (0.56) | (0.52) | (0.60) |
| Net asset value, end of period | $13.54 | $13.39 | $13.25 | $13.47 | $14.37 |
| Total return (%)2 | 5.68 | 5.49 | 2.59 | (2.64) | (8.72) |
| Ratios and supplemental data | |||||
| Net assets, end of period (in millions) | $23 | $25 | $20 | $40 | $81 |
| Ratios (as a percentage of average net assets): | |||||
| Expenses before reductions | 0.71 | 0.71 | 0.71 | 0.72 | 0.71 |
| Expenses including reductions | 0.60 | 0.60 | 0.61 | 0.61 | 0.60 |
| Net investment income | 4.34 | 4.25 | 4.03 | 3.45 | 2.76 |
| Portfolio turnover (%) | 102 | 100 | 133 | 108 | 110 |
| 1 | Based on average daily shares outstanding. |
| 2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 50 |
| CLASS R6 SHARES Period ended | 5-31-26 | 5-31-25 | 5-31-24 | 5-31-23 | 5-31-22 |
| Per share operating performance | |||||
| Net asset value, beginning of period | $13.39 | $13.26 | $13.48 | $14.37 | $16.35 |
| Net investment income1 | 0.63 | 0.61 | 0.57 | 0.51 | 0.47 |
| Net realized and unrealized gain (loss) on investments | 0.17 | 0.14 | (0.20) | (0.85) | (1.81) |
| Total from investment operations | 0.80 | 0.75 | 0.37 | (0.34) | (1.34) |
| Less distributions | |||||
| From net investment income | (0.64) | (0.62) | (0.59) | (0.55) | (0.55) |
| From net realized gain | - | - | - | - | (0.09) |
| Total distributions | (0.64) | (0.62) | (0.59) | (0.55) | (0.64) |
| Net asset value, end of period | $13.55 | $13.39 | $13.26 | $13.48 | $14.37 |
| Total return (%)2 | 6.02 | 5.67 | 2.85 | (2.32) | (8.50) |
| Ratios and supplemental data | |||||
| Net assets, end of period (in millions) | $13,841 | $13,363 | $12,063 | $10,573 | $10,523 |
| Ratios (as a percentage of average net assets): | |||||
| Expenses before reductions | 0.36 | 0.36 | 0.37 | 0.37 | 0.36 |
| Expenses including reductions | 0.35 | 0.35 | 0.36 | 0.36 | 0.35 |
| Net investment income | 4.59 | 4.49 | 4.29 | 3.76 | 2.97 |
| Portfolio turnover (%) | 102 | 100 | 133 | 108 | 110 |
| 1 | Based on average daily shares outstanding. |
| 2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
| 51 | JOHN HANCOCK Bond Fund | | SEE NOTES TO FINANCIAL STATEMENTS |
| CLASS NAV SHARES Period ended | 5-31-26 | 5-31-25 | 5-31-24 | 5-31-23 | 5-31-22 |
| Per share operating performance | |||||
| Net asset value, beginning of period | $13.39 | $13.25 | $13.47 | $14.37 | $16.35 |
| Net investment income1 | 0.63 | 0.61 | 0.57 | 0.51 | 0.47 |
| Net realized and unrealized gain (loss) on investments | 0.16 | 0.15 | (0.20) | (0.86) | (1.81) |
| Total from investment operations | 0.79 | 0.76 | 0.37 | (0.35) | (1.34) |
| Less distributions | |||||
| From net investment income | (0.64) | (0.62) | (0.59) | (0.55) | (0.55) |
| From net realized gain | - | - | - | - | (0.09) |
| Total distributions | (0.64) | (0.62) | (0.59) | (0.55) | (0.64) |
| Net asset value, end of period | $13.54 | $13.39 | $13.25 | $13.47 | $14.37 |
| Total return (%)2 | 5.95 | 5.76 | 2.85 | (2.38) | (8.49) |
| Ratios and supplemental data | |||||
| Net assets, end of period (in millions) | $3,859 | $4,037 | $4,072 | $3,458 | $3,759 |
| Ratios (as a percentage of average net assets): | |||||
| Expenses before reductions | 0.35 | 0.36 | 0.36 | 0.36 | 0.35 |
| Expenses including reductions | 0.34 | 0.35 | 0.35 | 0.35 | 0.34 |
| Net investment income | 4.60 | 4.50 | 4.30 | 3.77 | 2.98 |
| Portfolio turnover (%) | 102 | 100 | 133 | 108 | 110 |
| 1 | Based on average daily shares outstanding. |
| 2 | Total returns would have been lower had certain expenses not been reduced during the applicable periods. |
| SEE NOTES TO FINANCIAL STATEMENTS | | JOHN HANCOCK Bond Fund | 52 |
| 53 | JOHN HANCOCK Bond Fund | |
|
Total value at 5-31-26 |
Level 1 quoted price |
Level 2 significant observable inputs |
Level 3 significant unobservable inputs |
|
| Investments in securities: | ||||
| Assets | ||||
| U.S. Government and Agency obligations | $11,883,685,839 | - | $11,883,685,839 | - |
| Foreign government obligations | 44,170,887 | - | 44,170,887 | - |
| Corporate bonds | 10,987,732,474 | - | 10,987,732,474 | - |
| Municipal bonds | 11,586,104 | - | 11,586,104 | - |
| Term loans | 98,527,646 | - | 98,527,646 | - |
| Collateralized mortgage obligations | 1,700,885,874 | - | 1,700,885,874 | - |
| Asset-backed securities | 1,601,200,319 | - | 1,601,200,319 | - |
| Common stocks | 3,040,401 | - | - | $3,040,401 |
| Preferred securities | 33,850,919 | $33,850,919 | - | - |
| Short-term investments | 241,330,714 | 241,330,714 | - | - |
| Total investments in securities | $26,606,011,177 | $275,181,633 | $26,327,789,143 | $3,040,401 |
| Derivatives: | ||||
| Assets | ||||
| Futures | $982,852 | $982,852 | - | - |
| | JOHN HANCOCK Bond Fund | 54 |
| 55 | JOHN HANCOCK Bond Fund | |
| | JOHN HANCOCK Bond Fund | 56 |
| May 31, 2026 | May 31, 2025 | |
| Ordinary income | $1,237,693,905 | $1,168,107,200 |
| 57 | JOHN HANCOCK Bond Fund | |
| Risk |
Statement of assets and liabilities location |
Financial instruments location |
Assets derivatives fair value |
Liabilities derivatives fair value |
| Interest rate | Receivable/payable for futures variation margin1 | Futures | $982,852 | - |
| 1 | Reflects cumulative appreciation/depreciation on open futures as disclosed in the Derivatives section of the Fund's investments. Only the year end variation margin receivable/payable is separately reported on the Statement of assets and liabilities. |
| | JOHN HANCOCK Bond Fund | 58 |
| Statement of operations location - Net realized gain (loss) on: | |
| Risk | Futures contracts |
| Interest rate | $(3,075,642) |
| Statement of operations location - Change in net unrealized appreciation (depreciation) of: | |
| Risk | Futures contracts |
| Interest rate | $1,113,917 |
| 59 | JOHN HANCOCK Bond Fund | |
| Class | Expense reduction |
| Class A | $175,341 |
| Class C | 6,523 |
| Class I | 643,209 |
| Class R2 | 4,933 |
| Class | Expense reduction |
| Class R4 | $2,286 |
| Class R6 | 1,292,100 |
| Class NAV | 389,333 |
| Total | $2,513,725 |
| Class | Rule 12b-1 Fee | Service fee |
| Class A | 0.30% | - |
| Class C | 1.00% | - |
| Class R2 | 0.25% | 0.25% |
| Class R4 | 0.25% | 0.10% |
| | JOHN HANCOCK Bond Fund | 60 |
| Class | Distribution and service fees | Transfer agent fees |
| Class A | $5,613,791 | $2,043,504 |
| Class C | 696,924 | 76,085 |
| Class I | - | 7,498,353 |
| Class R2 | 262,170 | 2,816 |
| Class R4 | 85,263 | 1,303 |
| Class R6 | - | 735,164 |
| Total | $6,658,148 | $10,357,225 |
| Year Ended 5-31-26 | Year Ended 5-31-25 | |||
| Shares | Amount | Shares | Amount | |
| Class A shares | ||||
| Sold | 22,659,651 | $309,097,284 | 29,406,260 | $397,672,325 |
| Distributions reinvested | 5,729,030 | 78,165,835 | 5,748,769 | 77,686,678 |
| Repurchased | (35,315,055) | (481,401,761) | (34,762,976) | (468,815,294) |
| Net increase (decrease) | (6,926,374) | $(94,138,642) | 392,053 | $6,543,709 |
| Class C shares | ||||
| Sold | 550,057 | $7,507,793 | 988,298 | $13,428,606 |
| Distributions reinvested | 176,104 | 2,402,910 | 201,894 | 2,728,411 |
| Repurchased | (1,633,361) | (22,263,516) | (2,404,877) | (32,413,322) |
| Net decrease | (907,200) | $(12,352,813) | (1,214,685) | $(16,256,305) |
| 61 | JOHN HANCOCK Bond Fund | |
| Year Ended 5-31-26 | Year Ended 5-31-25 | |||
| Shares | Amount | Shares | Amount | |
| Class I shares | ||||
| Sold | 158,447,471 | $2,162,672,916 | 193,850,962 | $2,619,987,231 |
| Distributions reinvested | 21,621,842 | 295,019,365 | 20,689,871 | 279,596,954 |
| Repurchased | (167,485,468) | (2,283,736,458) | (184,163,521) | (2,481,165,274) |
| Net increase | 12,583,845 | $173,955,823 | 30,377,312 | $418,418,911 |
| Class R2 shares | ||||
| Sold | 713,149 | $9,736,342 | 1,200,823 | $16,231,418 |
| Distributions reinvested | 105,081 | 1,435,764 | 116,091 | 1,570,570 |
| Repurchased | (1,244,919) | (17,002,776) | (1,645,013) | (22,158,584) |
| Net decrease | (426,689) | $(5,830,670) | (328,099) | $(4,356,596) |
| Class R4 shares | ||||
| Sold | 293,359 | $4,006,268 | 635,270 | $8,545,489 |
| Distributions reinvested | 78,923 | 1,078,681 | 71,376 | 965,983 |
| Repurchased | (508,170) | (6,953,782) | (414,357) | (5,576,500) |
| Net increase (decrease) | (135,888) | $(1,868,833) | 292,289 | $3,934,972 |
| Class R6 shares | ||||
| Sold | 184,816,755 | $2,523,504,996 | 251,623,933 | $3,422,717,140 |
| Distributions reinvested | 46,584,971 | 636,912,001 | 43,903,693 | 594,334,027 |
| Repurchased | (207,458,034) | (2,832,970,433) | (207,618,429) | (2,804,843,765) |
| Net increase | 23,943,692 | $327,446,564 | 87,909,197 | $1,212,207,402 |
| Class NAV shares | ||||
| Sold | 21,630,113 | $294,084,293 | 31,638,504 | $429,045,969 |
| Distributions reinvested | 14,225,832 | 194,402,980 | 14,017,248 | 189,701,820 |
| Repurchased | (52,467,569) | (714,455,965) | (51,344,035) | (696,263,511) |
| Net decrease | (16,611,624) | $(225,968,692) | (5,688,283) | $(77,515,722) |
| Total net increase | 11,519,762 | $161,242,737 | 111,739,784 | $1,542,976,371 |
| | JOHN HANCOCK Bond Fund | 62 |
| 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* | 24,131,383 | $158,161,006 | $6,378,270,791 | $(6,295,097,787) | $57,779 | $(61,075) | $8,070,451 | - | $241,330,714 |
| * | Refer to the Securities lending note within Note 2 for details regarding this investment. |
| 63 | JOHN HANCOCK Bond Fund | |
| | JOHN HANCOCK BOND FUND | 64 |
| 65 | JOHN HANCOCK BOND FUND | |
| | | 66 |
| MF5530183 | 21A 5/26 |
ITEM 8. CHANGES IN AND DISAGREEMENTS WITH ACCOUNTANTS FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 9. PROXY DISCLOSURE FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES.
Information included in Item 7, if applicable.
ITEM 10. REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES.
Refer to information included in Item 7.
ITEM 11. STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT ADVISORY CONTRACT.
Information included in Item 7, if applicable.
ITEM 12. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 13. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 14. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.
Not applicable.
ITEM 15. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.
No material changes.
ITEM 16. CONTROLS AND PROCEDURES.
(a) Based upon their evaluation of the registrant's disclosure controls and procedures as conducted within 90 days of the filing date of this Form N-CSR, the registrant's principal executive officer and principal financial officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms.
(b) There were no changes in the registrant's internal control over financial reporting that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
ITEM 17. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.
Not applicable.
ITEM 18. RECOVERY OF ERRONEOUSLY AWARDED COMPENSATION.
Not applicable.
ITEM 19. EXHIBITS.
(a)(2) Not applicable.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
John Hancock Sovereign Bond Fund
| By: | /s/ Kristie M. Feinberg |
| ------------------------------ | |
| Kristie M. Feinberg | |
| President, | |
| Principal Executive Officer | |
| Date: | July 9, 2026 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
| By: | /s/ Kristie M. Feinberg |
| ------------------------------ | |
| Kristie M. Feinberg | |
| President, | |
| Principal Executive Officer | |
| Date: | July 9, 2026 |
| By: | /s/ Fernando A. Silva |
| --------------------------- | |
| Fernando A. Silva | |
| Chief Financial Officer, | |
| Principal Financial Officer | |
| Date: | July 9, 2026 |