Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government and Agency obligations 43.4% | $54,665,096 | ||||
(Cost $55,189,944) | |||||
U.S. Government 10.7% | 13,456,847 | ||||
U.S. Treasury | |||||
Bond | 4.250 | 02-15-54 | 780,000 | 696,668 | |
Bond | 4.500 | 11-15-54 | 790,000 | 737,416 | |
Bond | 4.625 | 02-15-55 | 770,000 | 734,388 | |
Bond (A) | 4.750 | 11-15-53 | 1,240,000 | 1,203,284 | |
Bond | 4.750 | 05-15-55 | 105,200 | 102,504 | |
Inflation Protected Security (A) | 0.750 | 02-15-42 | 2,207,681 | 1,691,636 | |
Inflation Protected Security (A) | 1.125 | 01-15-33 | 3,059,532 | 2,898,292 | |
Inflation Protected Security | 1.875 | 07-15-34 | 2,211,447 | 2,193,975 | |
Inflation Protected Security | 2.125 | 02-15-54 | 1,693,153 | 1,524,172 | |
Inflation Protected Security | 2.375 | 02-15-55 | 1,646,775 | 1,565,354 | |
Note | 4.250 | 05-15-35 | 110,400 | 109,158 | |
U.S. Government Agency 32.7% | 41,208,249 | ||||
Federal National Mortgage Association | |||||
15 Yr Pass Thru | 6.000 | 07-01-38 | 117,824 | 120,963 | |
15 Yr Pass Thru | 6.000 | 09-01-38 | 112,218 | 115,208 | |
30 Yr Pass Thru (B) | 4.500 | TBA | 1,095,000 | 1,033,236 | |
30 Yr Pass Thru (B) | 5.000 | TBA | 13,529,000 | 13,099,345 | |
30 Yr Pass Thru (B) | 5.500 | TBA | 16,276,000 | 16,118,327 | |
30 Yr Pass Thru (B) | 6.000 | TBA | 8,421,000 | 8,505,539 | |
Government National Mortgage Association | |||||
30 Yr Pass Thru | 4.000 | 11-20-52 | 506,137 | 465,873 | |
30 Yr Pass Thru | 4.000 | 05-20-53 | 503,441 | 463,391 | |
30 Yr Pass Thru | 4.500 | 11-20-52 | 500,357 | 476,575 | |
30 Yr Pass Thru (B) | 5.500 | TBA | 155,000 | 153,937 | |
30 Yr Pass Thru | 6.000 | 04-20-55 | 648,653 | 655,855 | |
Foreign government obligations 37.1% | $46,676,720 | ||||
(Cost $47,806,571) | |||||
Argentina 0.1% | 176,416 | ||||
Republic of Argentina | |||||
Bond | 29.500 | 05-30-30 | ARS | 58,028,000 | 48,831 |
Bond (4.125% to 7-9-27, then 4.750% to 7-9-28, then 5.000% thereafter) | 4.125 | 07-09-35 | 190,000 | 127,585 | |
Australia 4.3% | 5,401,188 | ||||
Commonwealth of Australia | |||||
Bond | 1.750 | 06-21-51 | AUD | 7,585,000 | 2,607,556 |
Inflation-Linked Bond | 0.297 | 11-21-32 | AUD | 1,260,000 | 853,155 |
Inflation-Linked Bond | 1.242 | 02-21-50 | AUD | 1,585,000 | 878,092 |
Inflation-Linked Bond | 3.678 | 09-20-30 | AUD | 1,070,000 | 1,062,385 |
Benin 0.1% | 92,752 | ||||
Republic of Benin | |||||
Bond | 4.950 | 01-22-35 | EUR | 100,000 | 92,752 |
Brazil 3.7% | 4,653,668 | ||||
Federative Republic of Brazil | |||||
Bill (C) | 13.383 | 01-01-28 | BRL | 906,000 | 113,916 |
Note | 6.000 | 05-15-35 | BRL | 1,842,000 | 1,334,176 |
Note | 6.000 | 05-15-55 | BRL | 1,398,000 | 963,250 |
Note | 10.000 | 01-01-27 | BRL | 1,101,000 | 189,931 |
Note | 10.000 | 01-01-29 | BRL | 1,983,000 | 327,371 |
Note | 10.000 | 01-01-31 | BRL | 3,334,000 | 524,582 |
Note | 10.000 | 01-01-33 | BRL | 379,000 | 57,731 |
Note | 10.000 | 01-01-35 | BRL | 7,743,000 | 1,142,711 |
2 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Bulgaria 0.2% | $189,090 | ||||
Republic of Bulgaria | |||||
Bond | 1.375 | 09-23-50 | EUR | 148,000 | 102,523 |
Bond | 4.250 | 09-05-44 | EUR | 75,000 | 86,567 |
Chile 0.2% | 201,331 | ||||
Republic of Chile | |||||
Bond (D) | 4.700 | 09-01-30 | CLP | 45,000,000 | 46,443 |
Bond | 5.000 | 03-01-35 | CLP | 60,000,000 | 60,935 |
Bond (D) | 5.800 | 10-01-34 | CLP | 45,000,000 | 48,350 |
Bond | 6.000 | 01-01-43 | CLP | 10,000,000 | 11,084 |
Bond (D) | 6.200 | 10-01-40 | CLP | 5,000,000 | 5,549 |
Bond (D) | 7.000 | 05-01-34 | CLP | 25,000,000 | 28,970 |
Colombia 3.4% | 4,306,540 | ||||
Republic of Colombia | |||||
Bond | 3.750 | 02-25-37 | COP | 5,301,713,346 | 1,009,584 |
Bond | 4.125 | 02-22-42 | 660,000 | 410,850 | |
Bond | 4.750 | 04-04-35 | COP | 5,555,383,841 | 1,189,588 |
Bond | 6.000 | 04-28-28 | COP | 298,600,000 | 64,870 |
Bond | 6.250 | 07-09-36 | COP | 419,700,000 | 64,518 |
Bond | 7.000 | 03-26-31 | COP | 27,800,000 | 5,413 |
Bond | 7.000 | 06-30-32 | COP | 438,300,000 | 81,610 |
Bond | 7.250 | 10-18-34 | COP | 1,082,100,000 | 189,669 |
Bond | 7.750 | 09-18-30 | COP | 364,300,000 | 75,758 |
Bond | 9.250 | 05-28-42 | COP | 3,471,300,000 | 639,102 |
Bond | 11.500 | 07-25-46 | COP | 2,496,500,000 | 540,759 |
Bond | 13.250 | 02-09-33 | COP | 136,900,000 | 34,819 |
Czech Republic 0.6% | 757,401 | ||||
Czech Republic | |||||
Bond | 0.050 | 11-29-29 | CZK | 870,000 | 33,915 |
Bond | 0.950 | 05-15-30 | CZK | 370,000 | 14,853 |
Bond | 1.200 | 03-13-31 | CZK | 3,360,000 | 133,620 |
Bond | 1.750 | 06-23-32 | CZK | 1,140,000 | 45,407 |
Bond | 1.750 | 06-23-32 | CZK | 1,260,000 | 50,187 |
Bond | 1.950 | 07-30-37 | CZK | 310,000 | 10,960 |
Bond | 2.000 | 10-13-33 | CZK | 1,920,000 | 75,354 |
Bond | 3.000 | 03-03-33 | CZK | 1,230,000 | 52,701 |
Bond | 3.500 | 05-30-35 | CZK | 4,620,000 | 200,090 |
Bond | 4.500 | 11-11-32 | CZK | 1,770,000 | 83,936 |
Bond | 4.900 | 04-14-34 | CZK | 1,160,000 | 56,378 |
Hungary 0.7% | 927,743 | ||||
Republic of Hungary | |||||
Bond | 1.625 | 04-28-32 | EUR | 110,000 | 107,125 |
Bond | 1.750 | 06-05-35 | EUR | 430,000 | 375,239 |
Bond | 2.250 | 06-22-34 | HUF | 23,140,000 | 45,172 |
Bond | 3.000 | 10-27-38 | HUF | 33,150,000 | 60,200 |
Bond | 4.875 | 03-22-40 | EUR | 140,000 | 153,204 |
Bond | 7.000 | 10-24-35 | HUF | 66,360,000 | 186,803 |
Iceland 2.1% | 2,627,293 | ||||
Republic of Iceland | |||||
Bond | 4.500 | 02-17-42 | ISK | 22,365,000 | 137,466 |
Bond | 5.000 | 11-15-28 | ISK | 246,210,000 | 1,804,417 |
Bond | 6.500 | 02-15-38 | ISK | 89,460,000 | 685,410 |
India 0.2% | 302,163 | ||||
Republic of India | |||||
Bond | 6.790 | 10-07-34 | INR | 5,420,000 | 65,514 |
Bond | 7.180 | 07-24-37 | INR | 7,150,000 | 88,812 |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 3 |
Rate (%) | Maturity date | Par value^ | Value | ||
India (continued) | |||||
Bond | 7.300 | 06-19-53 | INR | 11,960,000 | $147,837 |
Indonesia 1.0% | 1,190,706 | ||||
Republic of Indonesia | |||||
Bond | 6.375 | 08-15-28 | IDR | 702,000,000 | 43,171 |
Bond | 6.500 | 07-15-30 | IDR | 453,000,000 | 27,845 |
Bond | 6.500 | 02-15-31 | IDR | 461,000,000 | 28,117 |
Bond | 6.625 | 05-15-33 | IDR | 732,000,000 | 43,940 |
Bond | 6.625 | 02-15-34 | IDR | 2,367,000,000 | 143,369 |
Bond | 6.750 | 07-15-35 | IDR | 497,000,000 | 30,274 |
Bond | 6.875 | 04-15-29 | IDR | 1,040,000,000 | 64,737 |
Bond | 7.000 | 05-15-27 | IDR | 923,000,000 | 57,277 |
Bond | 7.000 | 02-15-33 | IDR | 2,998,000,000 | 186,544 |
Bond | 7.125 | 06-15-38 | IDR | 3,193,000,000 | 198,420 |
Bond | 7.125 | 06-15-42 | IDR | 181,000,000 | 11,175 |
Bond | 7.125 | 06-15-43 | IDR | 147,000,000 | 9,100 |
Bond | 7.500 | 08-15-32 | IDR | 1,631,000,000 | 104,635 |
Bond | 7.500 | 06-15-35 | IDR | 420,000,000 | 26,894 |
Bond | 7.500 | 05-15-38 | IDR | 1,135,000,000 | 72,440 |
Bond | 8.250 | 05-15-36 | IDR | 1,620,000,000 | 109,271 |
Bond | 8.375 | 03-15-34 | IDR | 496,000,000 | 33,497 |
Japan 0.4% | 541,792 | ||||
Government of Japan | |||||
Bond | 2.400 | 03-20-55 | JPY | 85,550,000 | 541,792 |
Malaysia 0.8% | 1,021,512 | ||||
Government of Malaysia | |||||
Bond | 2.632 | 04-15-31 | MYR | 755,000 | 170,530 |
Bond | 3.502 | 05-31-27 | MYR | 205,000 | 48,594 |
Bond | 3.582 | 07-15-32 | MYR | 369,000 | 87,611 |
Bond | 3.757 | 05-22-40 | MYR | 210,000 | 49,473 |
Bond | 3.828 | 07-05-34 | MYR | 540,000 | 129,616 |
Bond | 3.885 | 08-15-29 | MYR | 438,000 | 105,293 |
Bond | 3.906 | 07-15-26 | MYR | 77,000 | 18,283 |
Bond | 4.254 | 05-31-35 | MYR | 451,000 | 112,351 |
Bond | 4.457 | 03-31-53 | MYR | 95,000 | 23,847 |
Bond | 4.642 | 11-07-33 | MYR | 158,000 | 40,112 |
Bond | 4.696 | 10-15-42 | MYR | 75,000 | 19,575 |
Bond | 4.762 | 04-07-37 | MYR | 284,000 | 73,665 |
Bond | 4.893 | 06-08-38 | MYR | 540,000 | 142,562 |
Mexico 0.9% | 1,100,205 | ||||
Government of Mexico | |||||
Bond | 5.625 | 03-19-14 | GBP | 110,000 | 101,523 |
Bond | 7.500 | 05-26-33 | MXN | 2,203,800 | 102,639 |
Bond | 7.750 | 05-29-31 | MXN | 401,400 | 19,575 |
Bond | 7.750 | 11-23-34 | MXN | 1,574,900 | 73,218 |
Bond | 7.750 | 11-13-42 | MXN | 1,675,200 | 70,497 |
Bond | 8.000 | 11-07-47 | MXN | 1,334,800 | 56,411 |
Bond | 8.000 | 07-31-53 | MXN | 8,096,100 | 338,157 |
Bond | 8.500 | 03-01-29 | MXN | 4,299,600 | 220,531 |
Bond | 8.500 | 11-18-38 | MXN | 2,227,300 | 104,313 |
Bond | 10.000 | 11-20-36 | MXN | 247,600 | 13,341 |
Morocco 0.1% | 112,673 | ||||
Kingdom of Morocco | |||||
Bond | 4.750 | 04-02-35 | EUR | 100,000 | 112,673 |
New Zealand 6.0% | 7,603,526 | ||||
Government of New Zealand |
4 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
New Zealand (continued) | |||||
Bond | 1.750 | 05-15-41 | NZD | 1,185,000 | $456,913 |
Bond | 2.750 | 05-15-51 | NZD | 2,030,000 | 792,329 |
Inflation-Linked Bond | 3.272 | 09-20-40 | NZD | 1,530,000 | 1,086,628 |
Inflation-Linked Bond | 3.307 | 09-20-35 | NZD | 2,825,000 | 2,156,196 |
Inflation-Linked Bond | 4.030 | 09-20-30 | NZD | 3,735,000 | 3,111,460 |
Norway 7.4% | 9,337,817 | ||||
Kingdom of Norway | |||||
Bond (D) | 1.250 | 09-17-31 | NOK | 35,360,000 | 2,965,110 |
Bond (D) | 1.375 | 08-19-30 | NOK | 32,670,000 | 2,834,233 |
Bond (D) | 1.750 | 09-06-29 | NOK | 15,325,000 | 1,383,216 |
Bond (D) | 3.625 | 04-13-34 | NOK | 22,580,000 | 2,155,258 |
Peru 0.2% | 216,141 | ||||
Republic of Peru | |||||
Bond | 5.400 | 08-12-34 | PEN | 217,000 | 55,367 |
Bond | 6.150 | 08-12-32 | PEN | 254,000 | 71,607 |
Bond | 6.950 | 08-12-31 | PEN | 105,000 | 31,510 |
Bond (D) | 7.600 | 08-12-39 | PEN | 203,000 | 57,657 |
Poland 0.5% | 668,862 | ||||
Republic of Poland | |||||
Bond | 1.750 | 04-25-32 | PLN | 338,000 | 73,046 |
Bond | 2.500 | 07-25-27 | PLN | 124,000 | 31,668 |
Bond | 3.750 | 05-25-27 | PLN | 333,000 | 87,781 |
Bond | 4.750 | 07-25-29 | PLN | 936,000 | 249,311 |
Bond | 5.000 | 10-25-34 | PLN | 433,000 | 112,982 |
Bond | 5.750 | 04-25-29 | PLN | 130,000 | 35,866 |
Bond | 6.000 | 10-25-33 | PLN | 279,000 | 78,208 |
Romania 0.4% | 531,756 | ||||
Republic of Romania | |||||
Bond | 4.750 | 10-11-34 | RON | 90,000 | 16,609 |
Bond | 4.850 | 07-25-29 | RON | 315,000 | 64,224 |
Bond (D) | 5.875 | 07-11-32 | EUR | 95,000 | 106,042 |
Bond | 6.700 | 02-25-32 | RON | 270,000 | 58,190 |
Bond | 6.750 | 04-25-35 | RON | 515,000 | 109,943 |
Bond | 8.000 | 04-29-30 | RON | 80,000 | 18,315 |
Bond | 8.250 | 09-29-32 | RON | 300,000 | 70,147 |
Bond | 8.750 | 10-30-28 | RON | 380,000 | 88,286 |
Serbia 0.4% | 487,193 | ||||
Republic of Serbia | |||||
Bond | 1.500 | 06-26-29 | EUR | 280,000 | 286,210 |
Bond | 1.650 | 03-03-33 | EUR | 220,000 | 200,983 |
South Africa 0.9% | 1,159,308 | ||||
Republic of South Africa | |||||
Bond | 6.250 | 03-31-36 | ZAR | 2,993,000 | 121,046 |
Bond | 7.000 | 02-28-31 | ZAR | 3,659,000 | 185,278 |
Bond | 7.000 | 02-28-31 | ZAR | 1,430,000 | 72,410 |
Bond | 8.250 | 03-31-32 | ZAR | 4,406,000 | 231,009 |
Bond | 8.500 | 01-31-37 | ZAR | 1,195,000 | 56,861 |
Bond | 8.750 | 01-31-44 | ZAR | 2,782,000 | 122,763 |
Bond | 8.750 | 02-28-48 | ZAR | 1,450,000 | 63,281 |
Bond | 8.875 | 02-28-35 | ZAR | 2,478,000 | 127,097 |
Bond | 9.000 | 01-31-40 | ZAR | 3,199,000 | 149,515 |
Bond | 11.625 | 03-31-53 | ZAR | 527,000 | 30,048 |
Thailand 0.6% | 784,035 | ||||
Kingdom of Thailand | |||||
Bond | 1.000 | 06-17-27 | THB | 990,000 | 29,803 |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 5 |
Rate (%) | Maturity date | Par value^ | Value | ||
Thailand (continued) | |||||
Bond | 1.585 | 12-17-35 | THB | 2,192,000 | $65,007 |
Bond | 1.600 | 12-17-29 | THB | 605,000 | 18,392 |
Bond | 1.600 | 06-17-35 | THB | 799,000 | 23,705 |
Bond | 2.000 | 12-17-31 | THB | 3,142,000 | 97,093 |
Bond | 2.000 | 06-17-42 | THB | 618,000 | 17,896 |
Bond | 2.800 | 06-17-34 | THB | 1,075,000 | 35,361 |
Bond | 2.875 | 12-17-28 | THB | 3,177,000 | 101,013 |
Bond | 2.875 | 06-17-46 | THB | 500,000 | 16,076 |
Bond | 3.350 | 06-17-33 | THB | 7,972,000 | 270,409 |
Bond | 3.450 | 06-17-43 | THB | 3,131,000 | 109,280 |
Turkey 0.2% | 193,368 | ||||
Republic of Turkey | |||||
Bond | 26.200 | 10-05-33 | TRY | 5,601,320 | 123,294 |
Bond | 27.700 | 09-27-34 | TRY | 3,033,000 | 70,074 |
United Kingdom 1.6% | 2,038,100 | ||||
United Kingdom of Great Britain | |||||
Inflation-Linked GILT | 0.125 | 03-22-51 | GBP | 934,017 | 737,613 |
Inflation-Linked GILT | 0.250 | 03-22-52 | GBP | 816,480 | 660,864 |
Inflation-Linked GILT | 0.500 | 03-22-50 | GBP | 268,568 | 242,790 |
Inflation-Linked GILT | 1.250 | 11-22-54 | GBP | 375,858 | 396,833 |
Uruguay 0.1% | 54,141 | ||||
Republic of Uruguay | |||||
Bond | 9.750 | 07-20-33 | UYU | 2,209,500 | 54,141 |
Corporate bonds 15.6% | $19,682,213 | ||||
(Cost $19,610,847) | |||||
Bermuda 0.1% | 174,364 | ||||
Ooredoo International Finance, Ltd. | 4.500 | 01-31-43 | 200,000 | 174,364 | |
Canada 0.8% | 1,047,955 | ||||
AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (D) | 7.200 | 10-15-54 | 79,000 | 77,265 | |
Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | 6.300 | 01-15-55 | 80,000 | 75,598 | |
Emera, Inc. (6.750% to 6-15-26, then 3 month LIBOR + 5.440% to 6-15-46, then 3 month LIBOR + 6.190%) | 6.750 | 06-15-76 | 122,000 | 122,599 | |
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 | 120,000 | 115,930 | |
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 | 45,000 | 48,830 | |
Garda World Security Corp. (D) | 6.000 | 06-01-29 | 13,000 | 12,364 | |
goeasy, Ltd. (D) | 6.875 | 05-15-30 | 60,000 | 59,249 | |
goeasy, Ltd. (D) | 7.375 | 10-01-30 | 25,000 | 24,978 | |
Great Canadian Gaming Corp. (D) | 8.750 | 11-15-29 | 26,000 | 25,246 | |
Mercer International, Inc. | 5.125 | 02-01-29 | 70,000 | 55,645 | |
Ontario Gaming GTA LP (D) | 8.000 | 08-01-30 | 60,000 | 59,310 | |
South Bow Canadian Infrastructure Holdings, Ltd. (7.625% to 3-1-30, then 5 Year CMT + 3.949%) (D) | 7.625 | 03-01-55 | 32,000 | 32,300 | |
TransCanada PipeLines, Ltd. (7.000% to 6-1-30, then 5 Year CMT + 2.614%) | 7.000 | 06-01-65 | 195,000 | 193,075 | |
Transcanada Trust (5.600% to 3-7-32, then 5 Year CMT + 3.986% to 3-7-52, then 5 Year CMT + 4.736%) | 5.600 | 03-07-82 | 121,000 | 113,791 | |
Transcanada Trust (5.875% to 8-15-26, then 3 month LIBOR + 4.640% to 8-15-46, then 3 month LIBOR + 5.390%) | 5.875 | 08-15-76 | 32,000 | 31,775 | |
Cayman Islands 0.0% | 6,010 | ||||
Diamond Foreign Asset Company (D) | 8.500 | 10-01-30 | 6,000 | 6,010 | |
Chile 0.3% | 404,721 | ||||
AES Andes SA | 6.300 | 03-15-29 | 200,000 | 204,084 | |
Celulosa Arauco y Constitucion SA (D) | 6.180 | 05-05-32 | 200,000 | 200,637 |
6 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
China 0.0% | $34,700 | ||||
CIFI Holdings Group Company, Ltd. (E) | 4.375 | 04-12-27 | 200,000 | 19,250 | |
Country Garden Holdings Company, Ltd. (E) | 3.875 | 10-22-30 | 210,000 | 15,450 | |
Colombia 0.1% | 76,146 | ||||
Ecopetrol SA | 8.375 | 01-19-36 | 80,000 | 76,146 | |
Estonia 0.2% | 230,209 | ||||
Luminor Holding AS (7.375% to 8-12-31, then 5 Year EURIBOR ICE Swap Rate + 5.264%) (F) | 7.375 | 02-12-31 | EUR | 200,000 | 230,209 |
France 0.9% | 1,189,121 | ||||
BNP Paribas SA (4.500% to 2-25-30, then 5 Year CMT + 2.944%) (F) | 4.500 | 02-25-30 | 200,000 | 175,510 | |
Forvia SE (D) | 8.000 | 06-15-30 | 200,000 | 203,185 | |
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (F) | 5.375 | 11-18-30 | 200,000 | 178,419 | |
Societe Generale SA (10.000% to 5-14-29, then 5 Year CMT + 5.448%) (D)(F) | 10.000 | 11-14-28 | 200,000 | 217,523 | |
Valeo SE | 1.000 | 08-03-28 | EUR | 400,000 | 414,484 |
Greece 0.3% | 346,831 | ||||
Eurobank SA (4.000% to 2-7-35, then 1 Year EURIBOR ICE Swap Rate + 1.700%) | 4.000 | 02-07-36 | EUR | 100,000 | 112,080 |
Piraeus Financial Holdings SA (8.750% to 12-16-26, then 5 Year Euro Swap Rate + 9.195%) (F) | 8.750 | 06-16-26 | EUR | 200,000 | 234,751 |
Ireland 0.0% | 36,839 | ||||
Adient Global Holdings, Ltd. (D) | 7.500 | 02-15-33 | 11,000 | 10,913 | |
TrueNoord Capital DAC (D) | 8.750 | 03-01-30 | 25,000 | 25,926 | |
Italy 0.2% | 226,942 | ||||
Intesa Sanpaolo SpA (D) | 7.800 | 11-28-53 | 200,000 | 226,942 | |
Kazakhstan 0.1% | 177,717 | ||||
KazMunayGas National Company JSC | 6.375 | 10-24-48 | 200,000 | 177,717 | |
Luxembourg 0.3% | 376,912 | ||||
Raizen Fuels Finance SA (D) | 6.700 | 02-25-37 | 200,000 | 193,322 | |
Raizen Fuels Finance SA (D) | 6.950 | 03-05-54 | 200,000 | 183,590 | |
Malta 0.0% | 25,141 | ||||
VistaJet Malta Finance PLC (D) | 6.375 | 02-01-30 | 28,000 | 25,141 | |
Mexico 0.9% | 1,124,462 | ||||
Orbia Advance Corp. SAB de CV | 5.500 | 01-15-48 | 200,000 | 151,682 | |
Orbia Advance Corp. SAB de CV | 6.750 | 09-19-42 | 200,000 | 182,227 | |
Orbia Advance Corp. SAB de CV (D) | 7.500 | 05-13-35 | 200,000 | 201,300 | |
Sitios Latinoamerica SAB de CV | 5.375 | 04-04-32 | 200,000 | 191,483 | |
Trust Fibra Uno | 7.375 | 02-13-34 | 200,000 | 195,890 | |
Trust Fibra Uno | 8.250 | 01-23-37 | 200,000 | 201,880 | |
Morocco 0.3% | 398,278 | ||||
OCP SA (D) | 6.700 | 03-01-36 | 200,000 | 196,500 | |
OCP SA | 6.750 | 05-02-34 | 200,000 | 201,778 | |
Netherlands 0.1% | 78,051 | ||||
LYB International Finance BV | 5.250 | 07-15-43 | 90,000 | 78,051 | |
Saudi Arabia 0.2% | 196,000 | ||||
Saudi Arabian Oil Company (D) | 6.375 | 06-02-55 | 200,000 | 196,000 | |
Spain 0.1% | 102,557 | ||||
Unicaja Banco SA | 0.250 | 09-25-29 | EUR | 100,000 | 102,557 |
Supranational 0.8% | 1,007,123 | ||||
Asian Development Bank (C) | 5.652 | 07-30-30 | PLN | 100,000 | 20,030 |
Asian Infrastructure Investment Bank | 6.000 | 12-08-31 | INR | 3,300,000 | 36,717 |
Asian Infrastructure Investment Bank | 6.650 | 06-30-33 | INR | 12,500,000 | 146,131 |
Asian Infrastructure Investment Bank (D) | 6.900 | 10-23-34 | INR | 5,700,000 | 67,641 |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 7 |
Rate (%) | Maturity date | Par value^ | Value | ||
Supranational (continued) | |||||
Asian Infrastructure Investment Bank | 6.900 | 10-23-34 | INR | 5,600,000 | $66,421 |
Asian Infrastructure Investment Bank | 6.960 | 01-14-35 | INR | 5,400,000 | 64,968 |
Asian Infrastructure Investment Bank | 7.000 | 03-01-29 | INR | 6,100,000 | 72,142 |
European Bank for Reconstruction & Development | 6.750 | 03-14-31 | INR | 5,000,000 | 58,770 |
European Bank for Reconstruction & Development | 6.875 | 07-30-31 | INR | 15,000,000 | 178,301 |
European Bank for Reconstruction & Development (C) | 10.814 | 10-04-36 | ZAR | 6,800,000 | 115,966 |
Inter-American Development Bank | 7.000 | 04-17-33 | INR | 5,000,000 | 60,073 |
Inter-American Development Bank | 7.000 | 08-08-33 | INR | 10,000,000 | 119,963 |
Switzerland 0.3% | 344,250 | ||||
UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (D)(F) | 9.250 | 11-13-33 | 200,000 | 228,338 | |
UBS Switzerland AG | 3.146 | 06-21-31 | EUR | 100,000 | 115,912 |
United Kingdom 0.7% | 854,713 | ||||
CSL Finance PLC (D) | 4.625 | 04-27-42 | 90,000 | 78,109 | |
HSBC Holdings PLC (7.050% to 12-5-30, then 5 Year CMT + 2.987%) (F) | 7.050 | 06-05-30 | 200,000 | 200,018 | |
INEOS Finance PLC (D)(G) | 7.500 | 04-15-29 | 200,000 | 196,489 | |
Rio Tinto Finance USA PLC | 4.750 | 03-22-42 | 85,000 | 75,442 | |
Virgin Money UK PLC (11.000% to 6-9-29, then 5 Year United Kingdom Gilt Rate + 6.993%) (F) | 11.000 | 12-08-28 | GBP | 200,000 | 304,655 |
United States 8.9% | 11,223,171 | ||||
Acadia Healthcare Company, Inc. (D) | 5.000 | 04-15-29 | 15,000 | 14,360 | |
Acadia Healthcare Company, Inc. (D)(G) | 7.375 | 03-15-33 | 14,000 | 14,265 | |
Acrisure LLC (D) | 6.000 | 08-01-29 | 45,000 | 43,561 | |
Acrisure LLC (D) | 8.500 | 06-15-29 | 5,000 | 5,225 | |
AEP Texas, Inc. | 5.250 | 05-15-52 | 85,000 | 73,980 | |
Aircastle, Ltd. (5.250% to 9-15-26, then 5 Year CMT + 4.410% to 9-15-31, then 5 Year CMT + 4.660% to 9-15-46, then 5 Year CMT + 5.160%) (D)(F) | 5.250 | 06-15-26 | 48,000 | 47,665 | |
Alexandria Real Estate Equities, Inc. | 5.625 | 05-15-54 | 85,000 | 76,447 | |
Alliant Holdings Intermediate LLC (D) | 7.375 | 10-01-32 | 35,000 | 35,976 | |
Allied Universal Holdco LLC (D) | 7.875 | 02-15-31 | 12,000 | 12,436 | |
Altria Group, Inc. | 3.125 | 06-15-31 | EUR | 170,000 | 189,649 |
American International Group, Inc. | 5.450 | 05-07-35 | 45,000 | 45,247 | |
AmeriGas Partners LP (D) | 9.375 | 06-01-28 | 170,000 | 171,680 | |
AmeriGas Partners LP (D) | 9.500 | 06-01-30 | 120,000 | 121,206 | |
Antero Midstream Partners LP (D) | 6.625 | 02-01-32 | 48,000 | 49,035 | |
Ashtead Capital, Inc. (D) | 5.950 | 10-15-33 | 200,000 | 201,834 | |
Athene Holding, Ltd. | 3.450 | 05-15-52 | 125,000 | 76,785 | |
Athene Holding, Ltd. | 6.625 | 05-19-55 | 115,000 | 114,556 | |
Avis Budget Car Rental LLC (D) | 8.375 | 06-15-32 | 89,000 | 89,670 | |
B&G Foods, Inc. (D) | 8.000 | 09-15-28 | 60,000 | 56,547 | |
Bain Capital Specialty Finance, Inc. | 5.950 | 03-15-30 | 35,000 | 34,503 | |
Baldwin Insurance Group Holdings LLC (D) | 7.125 | 05-15-31 | 22,000 | 22,680 | |
Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (F) | 6.625 | 05-01-30 | 32,000 | 32,507 | |
BCPE Ulysses Intermediate, Inc. (7.750% Cash or 8.500% PIK) (D) | 7.750 | 04-01-27 | 18,000 | 17,102 | |
Bimbo Bakeries USA, Inc. | 5.375 | 01-09-36 | 200,000 | 192,791 | |
Bimbo Bakeries USA, Inc. | 6.400 | 01-15-34 | 200,000 | 209,351 | |
Bread Financial Holdings, Inc. (8.375% to 6-15-30, then 5 Year CMT + 4.300%) (D) | 8.375 | 06-15-35 | 63,000 | 61,167 | |
Bread Financial Holdings, Inc. (D) | 9.750 | 03-15-29 | 63,000 | 67,170 | |
Bristol-Myers Squibb Company | 5.500 | 02-22-44 | 80,000 | 77,674 | |
Caesars Entertainment, Inc. (D) | 7.000 | 02-15-30 | 21,000 | 21,549 | |
Capital One Financial Corp. (6.125% to 9-23-25, then 5 Year CMT + 5.783%) (F) | 6.125 | 06-23-25 | 66,000 | 66,143 | |
CCO Holdings LLC (D) | 4.500 | 06-01-33 | 73,000 | 64,928 | |
CCO Holdings LLC (D) | 4.750 | 02-01-32 | 40,000 | 37,029 | |
CCO Holdings LLC (D) | 5.375 | 06-01-29 | 7,000 | 6,903 | |
Celanese US Holdings LLC (G) | 6.750 | 04-15-33 | 40,000 | 38,930 | |
CenterPoint Energy, Inc. (6.700% to 5-15-30, then 5 Year CMT + 2.586%) | 6.700 | 05-15-55 | 75,000 | 74,854 | |
Champ Acquisition Corp. (D) | 8.375 | 12-01-31 | 36,000 | 37,799 |
8 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
United States (continued) | |||||
Cinemark USA, Inc. (D) | 7.000 | 08-01-32 | 15,000 | $15,431 | |
Citigroup, Inc. (4.000% to 12-10-25, then 5 Year CMT + 3.597%) (F) | 4.000 | 12-10-25 | 69,000 | 68,294 | |
Citigroup, Inc. (7.000% to 8-15-34, then 10 Year CMT + 2.757%) (F) | 7.000 | 08-15-34 | 43,000 | 44,133 | |
Citigroup, Inc. (7.625% to 11-15-28, then 5 Year CMT + 3.211%) (F) | 7.625 | 11-15-28 | 72,000 | 75,102 | |
Clear Channel Outdoor Holdings, Inc. (D) | 7.750 | 04-15-28 | 12,000 | 10,965 | |
Clear Channel Outdoor Holdings, Inc. (D)(G) | 9.000 | 09-15-28 | 26,000 | 27,231 | |
Cleveland-Cliffs, Inc. (D) | 7.375 | 05-01-33 | 65,000 | 55,823 | |
Cloud Software Group, Inc. (D) | 9.000 | 09-30-29 | 25,000 | 25,589 | |
CMS Energy Corp. (4.750% to 6-1-30, then 5 Year CMT + 4.116%) | 4.750 | 06-01-50 | 72,000 | 68,101 | |
CommonSpirit Health | 5.318 | 12-01-34 | 35,000 | 34,345 | |
Community Health Systems, Inc. (D) | 4.750 | 02-15-31 | 48,000 | 41,086 | |
Compass Group Diversified Holdings LLC (D) | 5.250 | 04-15-29 | 70,000 | 60,568 | |
Concentra Health Services, Inc. (D) | 6.875 | 07-15-32 | 10,000 | 10,288 | |
Cougar JV Subsidiary LLC (D) | 8.000 | 05-15-32 | 36,000 | 37,814 | |
CVS Health Corp. (6.750% to 12-10-34, then 5 Year CMT + 2.516%) | 6.750 | 12-10-54 | 32,000 | 31,149 | |
CVS Health Corp. (7.000% to 3-10-30, then 5 Year CMT + 2.886%) | 7.000 | 03-10-55 | 78,000 | 78,567 | |
Deluxe Corp. (D) | 8.125 | 09-15-29 | 25,000 | 25,274 | |
Diamondback Energy, Inc. | 5.900 | 04-18-64 | 240,000 | 214,762 | |
DISH DBS Corp. (D) | 5.750 | 12-01-28 | 6,000 | 5,078 | |
Dominion Energy, Inc. (4.350% to 4-15-27, then 5 Year CMT + 3.195%) (F) | 4.350 | 01-15-27 | 89,000 | 86,973 | |
Dominion Energy, Inc. | 4.850 | 08-15-52 | 90,000 | 73,905 | |
EchoStar Corp. (0.000% Cash and 6.750% PIK) | 6.750 | 11-30-30 | 45,704 | 39,305 | |
Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (F) | 5.375 | 03-09-26 | 130,000 | 123,422 | |
Emera US Finance LP | 4.750 | 06-15-46 | 95,000 | 76,666 | |
Energy Transfer LP (8.000% to 5-15-29, then 5 Year CMT + 4.020%) | 8.000 | 05-15-54 | 63,000 | 66,036 | |
EQT Corp. (D) | 4.750 | 01-15-31 | 20,000 | 19,348 | |
EUSHI Finance, Inc. (7.625% to 12-15-29, then 5 Year CMT + 3.136%) | 7.625 | 12-15-54 | 135,000 | 138,021 | |
EZCORP, Inc. (D) | 7.375 | 04-01-32 | 60,000 | 62,265 | |
FedEx Corp. (D) | 4.050 | 02-15-48 | 110,000 | 78,658 | |
Fifth Third Bancorp (4.500% to 9-30-25, then 5 Year CMT + 4.215%) (F) | 4.500 | 09-30-25 | 51,000 | 50,677 | |
FirstCash, Inc. (D) | 4.625 | 09-01-28 | 10,000 | 9,742 | |
FirstCash, Inc. (D) | 5.625 | 01-01-30 | 8,000 | 7,944 | |
FMC Corp. | 5.650 | 05-18-33 | 160,000 | 154,018 | |
FMC Corp. (8.450% to 11-1-30, then 5 Year CMT + 4.366%) (G) | 8.450 | 11-01-55 | 284,000 | 286,364 | |
Fortress Intermediate 3, Inc. (D) | 7.500 | 06-01-31 | 25,000 | 25,839 | |
Freedom Mortgage Holdings LLC (D) | 9.125 | 05-15-31 | 25,000 | 25,495 | |
Freedom Mortgage Holdings LLC (D) | 9.250 | 02-01-29 | 20,000 | 20,620 | |
General Motors Financial Company, Inc. (5.700% to 9-30-30, then 5 Year CMT + 4.997%) (F) | 5.700 | 09-30-30 | 100,000 | 95,931 | |
Global Atlantic Financial Company (4.700% to 10-15-26, then 5 Year CMT + 3.796%) (D) | 4.700 | 10-15-51 | 130,000 | 126,099 | |
Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (D) | 7.950 | 10-15-54 | 20,000 | 20,518 | |
Hightower Holding LLC (D) | 6.750 | 04-15-29 | 78,000 | 76,918 | |
HUB International, Ltd. (D) | 5.625 | 12-01-29 | 11,000 | 10,910 | |
HUB International, Ltd. (D) | 7.375 | 01-31-32 | 20,000 | 20,872 | |
Hudson Pacific Properties LP | 3.250 | 01-15-30 | 35,000 | 23,630 | |
Intel Corp. | 5.600 | 02-21-54 | 87,000 | 77,262 | |
Iron Mountain, Inc. (D) | 7.000 | 02-15-29 | 45,000 | 46,493 | |
JetBlue Airways Corp. (D)(G) | 9.875 | 09-20-31 | 80,000 | 79,133 | |
Kilroy Realty LP (G) | 6.250 | 01-15-36 | 155,000 | 151,323 | |
Kohl’s Corp. (D) | 10.000 | 06-01-30 | 25,000 | 25,669 | |
LABL, Inc. (D) | 5.875 | 11-01-28 | 8,000 | 6,820 | |
LABL, Inc. (D) | 8.625 | 10-01-31 | 120,000 | 99,353 | |
LBM Acquisition LLC (D) | 6.250 | 01-15-29 | 65,000 | 52,203 | |
LCM Investments Holdings II LLC (D) | 8.250 | 08-01-31 | 18,000 | 19,084 | |
Level 3 Financing, Inc. (D) | 4.500 | 04-01-30 | 29,000 | 25,505 | |
LFS Topco LLC (D) | 5.875 | 10-15-26 | 18,000 | 17,835 | |
Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (D) | 4.125 | 12-15-51 | 36,000 | 34,659 |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 9 |
Rate (%) | Maturity date | Par value^ | Value | ||
United States (continued) | |||||
Lincoln National Corp. (9.250% to 3-1-28, then 5 Year CMT + 5.318%) (F) | 9.250 | 12-01-27 | 120,000 | $129,274 | |
LYB International Finance III LLC | 6.150 | 05-15-35 | 75,000 | 76,165 | |
Macy’s Retail Holdings LLC | 5.125 | 01-15-42 | 15,000 | 10,076 | |
Macy’s Retail Holdings LLC (D) | 6.125 | 03-15-32 | 15,000 | 13,895 | |
MajorDrive Holdings IV LLC (D) | 6.375 | 06-01-29 | 70,000 | 52,731 | |
Matador Resources Company (D) | 6.500 | 04-15-32 | 12,000 | 11,750 | |
McAfee Corp. (D)(G) | 7.375 | 02-15-30 | 95,000 | 87,845 | |
Medline Borrower LP (D)(G) | 5.250 | 10-01-29 | 38,000 | 37,136 | |
Metlife, Inc. | 10.750 | 08-01-39 | 58,000 | 75,908 | |
Midcap Financial Issuer Trust (D) | 5.625 | 01-15-30 | 200,000 | 180,447 | |
Newell Brands, Inc. | 6.375 | 05-15-30 | 55,000 | 51,669 | |
Newell Brands, Inc. (G) | 6.625 | 05-15-32 | 55,000 | 50,748 | |
Newell Brands, Inc. (D) | 8.500 | 06-01-28 | 5,000 | 5,173 | |
Noble Finance II LLC (D) | 8.000 | 04-15-30 | 180,000 | 179,360 | |
Novelis Corp. (D) | 3.250 | 11-15-26 | 20,000 | 19,618 | |
ONEOK, Inc. | 5.850 | 11-01-64 | 250,000 | 223,809 | |
Owens & Minor, Inc. (D)(G) | 4.500 | 03-31-29 | 65,000 | 53,127 | |
Pacific Gas & Electric Company | 5.900 | 10-01-54 | 80,000 | 71,649 | |
Pacific Gas & Electric Company | 6.150 | 01-15-33 | 75,000 | 76,268 | |
Pacific Gas & Electric Company | 6.400 | 06-15-33 | 75,000 | 77,168 | |
Paramount Global (6.375% to 3-30-27, then 5 Year CMT + 3.999% to 3-30-32, then 5 Year CMT + 4.249% to 3-30-47, then 5 Year CMT + 4.999%) | 6.375 | 03-30-62 | 50,000 | 48,875 | |
Patterson-UTI Energy, Inc. | 7.150 | 10-01-33 | 65,000 | 64,922 | |
PennyMac Financial Services, Inc. (D) | 6.875 | 05-15-32 | 13,000 | 13,061 | |
Permian Resources Operating LLC (D) | 7.000 | 01-15-32 | 12,000 | 12,310 | |
PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | 7.375 | 03-15-55 | 105,000 | 102,818 | |
Planet Financial Group LLC (D) | 10.500 | 12-15-29 | 130,000 | 128,089 | |
Quikrete Holdings, Inc. (D) | 6.375 | 03-01-32 | 15,000 | 15,242 | |
Range Resources Corp. (D) | 4.750 | 02-15-30 | 8,000 | 7,689 | |
Range Resources Corp. | 8.250 | 01-15-29 | 5,000 | 5,136 | |
Reworld Holding Corp. (D) | 4.875 | 12-01-29 | 74,000 | 70,066 | |
Rocket Software, Inc. (D) | 6.500 | 02-15-29 | 25,000 | 24,273 | |
Rocket Software, Inc. (D) | 9.000 | 11-28-28 | 15,000 | 15,476 | |
Rockies Express Pipeline LLC (D) | 6.750 | 03-15-33 | 25,000 | 25,749 | |
S&S Holdings LLC (D) | 8.375 | 10-01-31 | 85,000 | 81,119 | |
Santander Holdings USA, Inc. (5.473% to 3-20-28, then Overnight SOFR + 1.610%) | 5.473 | 03-20-29 | 100,000 | 100,805 | |
Sasol Financing USA LLC | 5.500 | 03-18-31 | 200,000 | 163,931 | |
Scripps Escrow II, Inc. (D) | 3.875 | 01-15-29 | 20,000 | 17,100 | |
Scripps Escrow, Inc. (D)(G) | 5.875 | 07-15-27 | 7,000 | 5,935 | |
Sempra | 3.800 | 02-01-38 | 90,000 | 72,807 | |
Sempra | 4.000 | 02-01-48 | 105,000 | 75,731 | |
Shift4 Payments, Inc. (D) | 6.750 | 08-15-32 | 10,000 | 10,203 | |
SM Energy Company (D) | 6.750 | 08-01-29 | 23,000 | 22,537 | |
Smyrna Ready Mix Concrete LLC (D) | 8.875 | 11-15-31 | 55,000 | 56,479 | |
Staples, Inc. (D) | 10.750 | 09-01-29 | 36,000 | 32,590 | |
Star Parent, Inc. (D) | 9.000 | 10-01-30 | 25,000 | 25,839 | |
Stellantis Finance US, Inc. (D)(G) | 6.450 | 03-18-35 | 200,000 | 197,730 | |
Sunoco LP (D) | 6.250 | 07-01-33 | 5,000 | 5,000 | |
Sunoco LP (D) | 7.000 | 05-01-29 | 15,000 | 15,481 | |
Talos Production, Inc. (D) | 9.375 | 02-01-31 | 140,000 | 137,647 | |
Tenet Healthcare Corp. | 6.750 | 05-15-31 | 25,000 | 25,751 | |
The AES Corp. (6.950% to 7-15-30, then 5 Year CMT + 2.890%) | 6.950 | 07-15-55 | 80,000 | 75,901 | |
The Bank of New York Mellon Corp. (3.700% to 3-20-26, then 5 Year CMT + 3.352%) (F) | 3.700 | 03-20-26 | 36,000 | 35,297 | |
The Chemours Company (D) | 4.625 | 11-15-29 | 65,000 | 53,171 | |
The Dow Chemical Company | 5.950 | 03-15-55 | 155,000 | 143,785 | |
The Estee Lauder Companies, Inc. | 4.375 | 06-15-45 | 90,000 | 70,968 | |
The Goldman Sachs Group, Inc. (3.650% to 8-10-26, then 5 Year CMT + 2.915%) (F) | 3.650 | 08-10-26 | 33,000 | 31,921 |
10 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
United States (continued) | |||||
The Goldman Sachs Group, Inc. (7.500% to 2-10-29, then 5 Year CMT + 3.156%) (F) | 7.500 | 02-10-29 | 24,000 | $25,099 | |
The Hertz Corp. (D) | 5.000 | 12-01-29 | 2,000 | 1,360 | |
The Hertz Corp. (D) | 12.625 | 07-15-29 | 3,000 | 3,055 | |
Transocean, Inc. (D)(G) | 8.750 | 02-15-30 | 168,000 | 170,311 | |
Tronox, Inc. (D) | 4.625 | 03-15-29 | 125,000 | 104,507 | |
Tucson Electric Power Company | 5.900 | 04-15-55 | 105,000 | 102,499 | |
UnitedHealth Group, Inc. | 5.625 | 07-15-54 | 80,000 | 74,771 | |
UnitedHealth Group, Inc. | 6.875 | 02-15-38 | 70,000 | 77,532 | |
Univision Communications, Inc. (D) | 8.500 | 07-31-31 | 60,000 | 57,610 | |
Velocity Vehicle Group LLC (D) | 8.000 | 06-01-29 | 115,000 | 110,566 | |
Viatris, Inc. | 3.850 | 06-22-40 | 100,000 | 71,085 | |
Victra Holdings LLC (D)(G) | 8.750 | 09-15-29 | 55,000 | 56,159 | |
Viper Energy, Inc. (D) | 5.375 | 11-01-27 | 290,000 | 288,565 | |
Virginia Electric & Power Company | 4.600 | 12-01-48 | 90,000 | 73,871 | |
Vital Energy, Inc. (D)(G) | 7.875 | 04-15-32 | 180,000 | 146,003 | |
WarnerMedia Holdings, Inc. | 4.279 | 03-15-32 | 20,000 | 16,971 | |
WarnerMedia Holdings, Inc. | 5.141 | 03-15-52 | 270,000 | 175,030 | |
WarnerMedia Holdings, Inc. | 5.391 | 03-15-62 | 6,000 | 3,862 | |
Wells Fargo & Company (3.900% to 3-15-26, then 5 Year CMT + 3.453%) (F) | 3.900 | 03-15-26 | 33,000 | 32,492 | |
Wells Fargo & Company (6.850% to 9-15-29, then 5 Year CMT + 2.767%) (F) | 6.850 | 09-15-29 | 63,000 | 64,748 | |
Westlake Corp. | 2.875 | 08-15-41 | 130,000 | 85,469 | |
Westlake Corp. | 5.000 | 08-15-46 | 90,000 | 75,490 | |
Windsor Holdings III LLC (D) | 8.500 | 06-15-30 | 25,000 | 26,453 | |
WW International, Inc. (D)(E) | 4.500 | 04-15-29 | 180,000 | 55,800 | |
XPLR Infrastructure Operating Partners LP (D)(G) | 7.250 | 01-15-29 | 60,000 | 60,294 | |
Convertible bonds 7.1% | $8,912,840 | ||||
(Cost $9,372,265) | |||||
Canada 0.0% | 53,619 | ||||
Advantage Energy, Ltd. (D) | 5.000 | 06-30-29 | CAD | 70,000 | 53,619 |
Cayman Islands 0.0% | 51,466 | ||||
Seagate HDD Cayman | 3.500 | 06-01-28 | 34,000 | 51,466 | |
China 0.1% | 104,626 | ||||
Alibaba Group Holding, Ltd. (D) | 0.500 | 06-01-31 | 13,000 | 16,497 | |
H World Group, Ltd. | 3.000 | 05-01-26 | 30,000 | 32,475 | |
JD.com, Inc. (D) | 0.250 | 06-01-29 | 20,000 | 20,902 | |
ZTO Express Cayman, Inc. | 1.500 | 09-01-27 | 35,000 | 34,752 | |
Denmark 0.0% | 60,875 | ||||
Ascendis Pharma A/S | 2.250 | 04-01-28 | 50,000 | 60,875 | |
France 0.4% | 539,384 | ||||
Accor SA | 0.700 | 12-07-27 | EUR | 70,000 | 44,456 |
Schneider Electric SE | 1.625 | 06-28-31 | EUR | 100,000 | 121,177 |
Ubisoft Entertainment SA | 2.875 | 12-05-31 | EUR | 400,000 | 373,751 |
Israel 0.1% | 68,346 | ||||
SolarEdge Technologies, Inc. (D) | 2.250 | 07-01-29 | 90,000 | 68,346 | |
Italy 0.5% | 579,097 | ||||
Eni SpA | 2.950 | 09-14-30 | EUR | 500,000 | 579,097 |
Japan 0.3% | 363,289 | ||||
ANA Holdings, Inc., Zero Coupon | 0.000 | 12-10-31 | JPY | 10,000,000 | 76,896 |
Daifuku Company, Ltd., Zero Coupon | 0.000 | 09-13-30 | JPY | 10,000,000 | 89,562 |
Nxera Pharma Company, Ltd. | 0.250 | 12-14-28 | JPY | 30,000,000 | 196,831 |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 11 |
Rate (%) | Maturity date | Par value^ | Value | ||
Luxembourg 0.1% | $65,371 | ||||
Arrival SA (D)(E) | 3.500 | 12-01-26 | 170,000 | 17 | |
Mitsubishi UFJ Investor Services & Banking Luxembourg SA (3 month EURIBOR + 4.500%) (H) | 6.540 | 12-15-50 | EUR | 100,000 | 65,354 |
Singapore 0.0% | 41,888 | ||||
Sea, Ltd. | 0.250 | 09-15-26 | 20,000 | 18,790 | |
Trip.com Group, Ltd. (D) | 0.750 | 06-15-29 | 20,000 | 23,098 | |
Spain 0.1% | 101,196 | ||||
Cellnex Telecom SA | 0.750 | 11-20-31 | EUR | 100,000 | 101,196 |
Switzerland 0.3% | 380,379 | ||||
STMicroelectronics NV (C) | 2.304 | 08-04-27 | 400,000 | 380,379 | |
United Kingdom 0.2% | 210,312 | ||||
Immunocore Holdings PLC | 2.500 | 02-01-30 | 240,000 | 210,312 | |
United States 5.0% | 6,292,992 | ||||
3D Systems Corp. (C) | 6.278 | 11-15-26 | 21,000 | 19,190 | |
Affirm Holdings, Inc. (D) | 0.750 | 12-15-29 | 10,000 | 9,351 | |
Akamai Technologies, Inc. | 1.125 | 02-15-29 | 15,000 | 14,018 | |
Alarm.com Holdings, Inc. (C) | 6.280 | 01-15-26 | 30,000 | 28,860 | |
Alliant Energy Corp. (D) | 3.250 | 05-30-28 | 23,000 | 23,089 | |
Alnylam Pharmaceuticals, Inc. | 1.000 | 09-15-27 | 40,000 | 49,462 | |
Axon Enterprise, Inc. | 0.500 | 12-15-27 | 6,000 | 19,815 | |
Bandwidth, Inc. | 0.250 | 03-01-26 | 35,000 | 32,200 | |
Bentley Systems, Inc. | 0.125 | 01-15-26 | 85,000 | 83,640 | |
Beyond Meat, Inc., Zero Coupon | 0.000 | 03-15-27 | 125,000 | 9,375 | |
BILL Holdings, Inc. (C)(D) | 3.833 | 04-01-30 | 105,000 | 87,308 | |
BioMarin Pharmaceutical, Inc. | 1.250 | 05-15-27 | 55,000 | 51,616 | |
Block, Inc. | 0.250 | 11-01-27 | 65,000 | 57,753 | |
Cable One, Inc. | 1.125 | 03-15-28 | 25,000 | 19,500 | |
Cardlytics, Inc. | 1.000 | 09-15-25 | 55,000 | 52,800 | |
Carnival Corp. | 5.750 | 12-01-27 | 19,000 | 35,777 | |
Cloudflare, Inc., Zero Coupon | 0.000 | 08-15-26 | 32,000 | 35,568 | |
Cytokinetics, Inc. | 3.500 | 07-01-27 | 221,000 | 231,362 | |
Datadog, Inc. (C)(D) | 1.673 | 12-01-29 | 358,000 | 331,866 | |
DexCom, Inc. | 0.375 | 05-15-28 | 260,000 | 240,998 | |
Digital Realty Trust LP (D) | 1.875 | 11-15-29 | 42,000 | 44,331 | |
DraftKings Holdings, Inc. (C) | 4.452 | 03-15-28 | 73,000 | 64,532 | |
Dropbox, Inc., Zero Coupon | 0.000 | 03-01-28 | 34,000 | 34,646 | |
EchoStar Corp. (0.000% Cash and 3.875% PIK) | 3.875 | 11-30-30 | 25,763 | 24,727 | |
Enphase Energy, Inc. (C) | 7.096 | 03-01-28 | 290,000 | 239,489 | |
Etsy, Inc. | 0.125 | 09-01-27 | 290,000 | 258,390 | |
Evolent Health, Inc. | 3.500 | 12-01-29 | 290,000 | 227,650 | |
Exact Sciences Corp. | 0.375 | 03-15-27 | 46,000 | 43,953 | |
Exact Sciences Corp. (D) | 1.750 | 04-15-31 | 215,000 | 201,971 | |
Exact Sciences Corp. (D) | 2.000 | 03-01-30 | 20,000 | 20,700 | |
Five9, Inc. | 1.000 | 03-15-29 | 200,000 | 173,300 | |
Fluor Corp. | 1.125 | 08-15-29 | 53,000 | 61,401 | |
GameStop Corp., Zero Coupon (D) | 0.000 | 04-01-30 | 15,000 | 18,975 | |
Granite Construction, Inc. (D) | 3.250 | 06-15-30 | 13,000 | 17,251 | |
Guidewire Software, Inc. (D) | 1.250 | 11-01-29 | 43,000 | 48,375 | |
Haemonetics Corp. | 2.500 | 06-01-29 | 19,000 | 18,466 | |
HAT Holdings I LLC (D)(G) | 3.750 | 08-15-28 | 25,000 | 27,913 | |
Integer Holdings Corp. (D) | 1.875 | 03-15-30 | 47,000 | 48,199 | |
Ionis Pharmaceuticals, Inc. (G) | 1.750 | 06-15-28 | 245,000 | 245,000 | |
JBT Marel Corp. | 0.250 | 05-15-26 | 34,000 | 33,497 | |
Lantheus Holdings, Inc. | 2.625 | 12-15-27 | 11,000 | 13,387 | |
Live Nation Entertainment, Inc. (D) | 2.875 | 01-15-30 | 40,000 | 42,060 |
12 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
United States (continued) | |||||
Lumentum Holdings, Inc. | 0.500 | 06-15-28 | 19,000 | $18,193 | |
Lumentum Holdings, Inc. | 1.500 | 12-15-29 | 30,000 | 38,400 | |
Magnite, Inc. | 0.250 | 03-15-26 | 60,000 | 57,600 | |
Merit Medical Systems, Inc. (D) | 3.000 | 02-01-29 | 17,000 | 21,579 | |
Meritage Homes Corp. | 1.750 | 05-15-28 | 43,000 | 41,517 | |
Microchip Technology, Inc. (D) | 0.750 | 06-01-30 | 38,000 | 36,252 | |
MicroStrategy, Inc., Zero Coupon (D) | 0.000 | 03-01-30 | 42,000 | 45,993 | |
MP Materials Corp. (D) | 0.250 | 04-01-26 | 175,000 | 164,063 | |
NCL Corp., Ltd. (D) | 0.875 | 04-15-30 | 16,000 | 15,860 | |
NCL Corp., Ltd. | 2.500 | 02-15-27 | 68,000 | 66,674 | |
Northern Oil & Gas, Inc. | 3.625 | 04-15-29 | 30,000 | 30,120 | |
Nutanix, Inc. (D) | 0.500 | 12-15-29 | 55,000 | 62,089 | |
ON Semiconductor Corp. | 0.500 | 03-01-29 | 120,000 | 104,280 | |
Parsons Corp. (G) | 2.625 | 03-01-29 | 105,000 | 107,678 | |
Pebblebrook Hotel Trust | 1.750 | 12-15-26 | 60,000 | 56,193 | |
PG&E Corp. | 4.250 | 12-01-27 | 55,000 | 57,063 | |
Redfin Corp. | 0.500 | 04-01-27 | 23,000 | 20,442 | |
Repay Holdings Corp. (D) | 2.875 | 07-15-29 | 60,000 | 49,440 | |
Repligen Corp. | 1.000 | 12-15-28 | 13,000 | 12,707 | |
Rexford Industrial Realty LP (D) | 4.125 | 03-15-29 | 305,000 | 297,833 | |
RingCentral, Inc. (C) | 5.098 | 03-15-26 | 60,000 | 57,660 | |
Rivian Automotive, Inc. | 3.625 | 10-15-30 | 46,000 | 42,895 | |
Sarepta Therapeutics, Inc. | 1.250 | 09-15-27 | 205,000 | 183,068 | |
Shake Shack, Inc., Zero Coupon | 0.000 | 03-01-28 | 25,000 | 25,813 | |
Shift4 Payments, Inc. | 0.500 | 08-01-27 | 85,000 | 90,228 | |
Snap, Inc. | 0.125 | 03-01-28 | 340,000 | 292,400 | |
Snowflake, Inc., Zero Coupon (D) | 0.000 | 10-01-29 | 38,000 | 55,765 | |
Spotify USA, Inc., Zero Coupon | 0.000 | 03-15-26 | 32,000 | 43,299 | |
Stem, Inc. (D) | 0.500 | 12-01-28 | 95,000 | 23,038 | |
Sunnova Energy International, Inc. | 0.250 | 12-01-26 | 305,000 | 9,150 | |
Sunnova Energy International, Inc. | 2.625 | 02-15-28 | 40,000 | 1,200 | |
Sunrun, Inc. | 4.000 | 03-01-30 | 75,000 | 51,938 | |
Synaptics, Inc. (D) | 0.750 | 12-01-31 | 25,000 | 22,713 | |
Teladoc Health, Inc. | 1.250 | 06-01-27 | 219,000 | 200,670 | |
The Greenbrier Companies, Inc. | 2.875 | 04-15-28 | 17,000 | 17,898 | |
The Southern Company (D) | 3.250 | 06-15-28 | 20,000 | 19,940 | |
The Southern Company | 4.500 | 06-15-27 | 30,000 | 32,696 | |
Tyler Technologies, Inc. | 0.250 | 03-15-26 | 20,000 | 24,360 | |
Uber Technologies, Inc. | 0.875 | 12-01-28 | 100,000 | 133,200 | |
Unity Software, Inc., Zero Coupon (D) | 0.000 | 03-15-30 | 83,000 | 86,279 | |
Ventas Realty LP | 3.750 | 06-01-26 | 20,000 | 24,300 | |
Verint Systems, Inc. | 0.250 | 04-15-26 | 60,000 | 57,119 | |
Vishay Intertechnology, Inc. | 2.250 | 09-15-30 | 60,000 | 51,870 | |
WEC Energy Group, Inc. (D) | 4.375 | 06-01-29 | 36,000 | 42,426 | |
Welltower OP LLC (D) | 2.750 | 05-15-28 | 35,000 | 57,330 | |
Term loans (I) 2.2% | $2,718,518 | ||||
(Cost $2,800,347) | |||||
United States 2.2% | 2,718,518 | ||||
ABG Intermediate Holdings 2 LLC, 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.250%) | 6.577 | 12-21-28 | 58,041 | 57,614 | |
Aretec Group, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 3.500%) | 7.827 | 08-09-30 | 98,507 | 98,328 | |
Asurion LLC, 2020 Term Loan B8 (1 month CME Term SOFR + 3.250%) | 7.691 | 12-23-26 | 72,086 | 71,991 | |
Asurion LLC, 2021 2nd Lien Term Loan B3 (1 month CME Term SOFR + 5.250%) | 9.691 | 01-31-28 | 130,000 | 125,288 | |
AthenaHealth Group, Inc., 2022 Term Loan B (1 month CME Term SOFR + 3.000%) | 7.327 | 02-15-29 | 41,141 | 40,942 | |
Berlin Packaging LLC, 2024 Term Loan B7 (1 and 3 month CME Term SOFR + 3.500%) | 7.822 | 06-07-31 | 145,520 | 145,747 | |
Caesars Entertainment, Inc., Term Loan B (1 month CME Term SOFR + 2.250%) | 6.577 | 02-06-30 | 86,100 | 85,804 |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 13 |
Rate (%) | Maturity date | Par value^ | Value | ||
United States (continued) | |||||
Cinemark USA, Inc., 2024 Term Loan B (1 and 3 month CME Term SOFR + 2.750%) | 7.069 | 05-24-30 | 122,516 | $122,516 | |
Clarios Global LP, 2025 USD Term Loan B (1 month CME Term SOFR + 2.750%) | 7.077 | 01-28-32 | 100,000 | 99,656 | |
Crocs, Inc., 2024 Term Loan (3 month CME Term SOFR + 2.250%) | 6.549 | 02-19-29 | 50,000 | 50,146 | |
EMRLD Borrower LP, Term Loan B (3 month CME Term SOFR + 2.500%) | 6.833 | 05-31-30 | 61,652 | 61,303 | |
First Brands Group LLC, 2022 Incremental Term Loan (3 month CME Term SOFR + 5.000%) | 9.541 | 03-30-27 | 99,441 | 95,811 | |
Flynn Restaurant Group LP, 2025 Incremental Term Loan (1 month CME Term SOFR + 3.750%) | 8.077 | 01-28-32 | 100,000 | 99,100 | |
Great Outdoors Group LLC, 2025 Term Loan B (1 month CME Term SOFR + 3.250%) | 7.577 | 01-23-32 | 99,750 | 98,802 | |
Hanesbrands, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.750%) | 7.077 | 03-07-32 | 45,650 | 45,764 | |
Hightower Holding LLC, 2025 Term Loan B (3 month CME Term SOFR + 3.000%) | 7.260 | 02-03-32 | 145,146 | 144,783 | |
HUB International, Ltd., 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | 6.769 | 06-20-30 | 141,688 | 141,636 | |
IRB Holding Corp., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.500%) | 6.827 | 12-15-27 | 118,297 | 118,125 | |
Medline Borrower LP, 2024 USD Add-on Term Loan B (1 month CME Term SOFR + 2.250%) | 6.577 | 10-23-28 | 100,623 | 100,506 | |
Quikrete Holdings, Inc., 2025 Term Loan B1 (1 month CME Term SOFR + 2.250%) | 6.577 | 04-14-31 | 193,538 | 192,526 | |
Sedgwick Claims Management Services, Inc., 2023 Term Loan B (1 month CME Term SOFR + 3.000%) | 7.327 | 07-31-31 | 124,769 | 124,855 | |
The Dun & Bradstreet Corp., 2024 Term Loan (1 month CME Term SOFR + 2.250%) | 6.575 | 01-18-29 | 139,379 | 139,262 | |
TIH Insurance Holdings LLC, 2024 Term Loan B (3 month CME Term SOFR + 2.750%) | 7.049 | 05-06-31 | 45,968 | 45,834 | |
TransDigm, Inc., 2023 Term Loan J (3 month CME Term SOFR + 2.500%) | 6.799 | 02-28-31 | 164,774 | 164,720 | |
UFC Holdings LLC, 2024 Term Loan B (3 month CME Term SOFR + 2.250%) | 6.571 | 11-21-31 | 99,750 | 99,961 | |
Windsor Holdings III LLC, 2025 USD Term Loan B (1 month CME Term SOFR + 2.750%) | 7.075 | 08-01-30 | 113,284 | 112,789 | |
WW International, Inc., 2021 Term Loan B (E) | 0.000 | 04-13-28 | 111,605 | 34,709 | |
Collateralized mortgage obligations 3.7% | $4,662,781 | ||||
(Cost $4,652,021) | |||||
Commercial and residential 1.9% | 2,371,437 | ||||
Angel Oak Mortgage Trust | |||||
Series 2020-3, Class M1 (D)(J) | 3.809 | 04-25-65 | 50,000 | 46,858 | |
BAHA Trust | |||||
Series 2024-MAR, Class B (D)(J) | 6.841 | 12-10-41 | 100,000 | 101,850 | |
BANK | |||||
Series 2020-BN25, Class AS | 2.841 | 01-15-63 | 40,000 | 35,900 | |
Series 2021-BN31, Class C (J) | 2.545 | 02-15-54 | 30,000 | 23,987 | |
Series 2022-BNK42, Class AS (J) | 4.723 | 06-15-55 | 40,000 | 37,784 | |
BBCMS Mortgage Trust | |||||
Series 2023-C20, Class AS (J) | 5.973 | 07-15-56 | 10,000 | 10,264 | |
Series 2024-5C25, Class C (J) | 6.643 | 03-15-57 | 15,000 | 15,227 | |
Series 2024-5C27, Class C (J) | 6.700 | 07-15-57 | 15,000 | 15,319 | |
Series 2024-C26, Class C (J) | 6.000 | 05-15-57 | 70,000 | 68,959 | |
Series 2025-C32, Class C | 6.125 | 02-15-62 | 50,000 | 49,393 | |
Benchmark Mortgage Trust | |||||
Series 2020-B16, Class AM (J) | 2.944 | 02-15-53 | 40,000 | 35,826 | |
Series 2024-V6, Class C | 6.669 | 03-15-57 | 15,000 | 15,265 | |
BFLD Commercial Mortgage Trust | |||||
Series 2024-UNIV, Class B (1 month CME Term SOFR + 1.842%) (D)(H) | 6.171 | 11-15-41 | 40,000 | 40,000 | |
BMO Mortgage Trust | |||||
Series 2024-C10, Class C (J) | 5.979 | 11-15-57 | 12,000 | 11,758 | |
BPR Trust | |||||
Series 2024-PMDW, Class C (D)(J) | 5.850 | 11-05-41 | 10,000 | 9,934 | |
BRAVO Residential Funding Trust | |||||
Series 2020-NQM1, Class M1 (D)(J) | 3.181 | 05-25-60 | 129,000 | 123,562 | |
Series 2021-NQM1, Class M1 (D)(J) | 2.316 | 02-25-49 | 100,000 | 82,990 | |
BX Trust | |||||
Series 2021-MFM1, Class D (1 month CME Term SOFR + 1.614%) (D)(H) | 5.943 | 01-15-34 | 7,000 | 6,985 | |
Series 2024-BRVE, Class B (1 month CME Term SOFR + 2.540%) (D)(H) | 6.869 | 04-15-26 | 100,000 | 99,969 | |
CFCRE Commercial Mortgage Trust | |||||
Series 2016-C6, Class B | 3.804 | 11-10-49 | 55,000 | 51,729 | |
CIM Trust | |||||
Series 2021-R4, Class A1 (D)(J) | 2.000 | 05-01-61 | 48,688 | 43,410 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2014-CR15, Class B (J) | 3.917 | 02-10-47 | 17,699 | 17,209 | |
Series 2014-CR15, Class C (J) | 3.967 | 02-10-47 | 25,000 | 23,807 |
14 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Commercial and residential (continued) | |||||
Series 2014-CR19, Class D (D)(J) | 4.511 | 08-10-47 | 37,668 | $36,120 | |
Deephaven Residential Mortgage Trust | |||||
Series 2020-2, Class M1 (D)(J) | 4.112 | 05-25-65 | 100,000 | 98,393 | |
GS Mortgage Securities Trust | |||||
Series 2024-70P, Class A (D)(J) | 5.310 | 03-10-41 | 100,000 | 100,034 | |
Imperial Fund Mortgage Trust | |||||
Series 2022-NQM5, Class A1 (5.390% to 7-1-26, then 6.390% thereafter) (D) | 5.390 | 08-25-67 | 94,440 | 93,922 | |
New Residential Mortgage Loan Trust | |||||
Series 2024-NQM3, Class A2 (D) | 5.820 | 11-25-64 | 89,395 | 89,568 | |
OBX Trust | |||||
Series 2022-NQM5, Class A1 (4.310% to 5-1-26, then 5.310% thereafter) (D) | 4.310 | 05-25-62 | 71,387 | 70,874 | |
PRET LLC | |||||
Series 2021-RN4, Class A1 (D)(J) | 5.487 | 10-25-51 | 53,827 | 53,752 | |
PRPM LLC | |||||
Series 2024-5, Class A1 (5.689% to 9-25-27, then 8.689% to 9-25-28, then 9.689% thereafter) (D) | 5.689 | 09-25-29 | 88,218 | 88,066 | |
Series 2025-2, Class A1 (6.469% to 5-1-28, then 9.469% to 5-1-29, then 10.469% thereafter) (D) | 6.469 | 05-25-30 | 100,000 | 99,796 | |
TPG Real Estate Finance | |||||
Series 2025-FL6, Class B (1 month CME Term SOFR + 2.046%) (D)(H) | 6.373 | 09-18-42 | 100,000 | 99,417 | |
Verus Securitization Trust | |||||
Series 2020-5, Class M1 (D)(J) | 2.601 | 05-25-65 | 200,000 | 180,490 | |
Series 2021-5, Class A1 (D)(J) | 1.013 | 09-25-66 | 55,767 | 47,591 | |
Series 2022-7, Class M1 (D)(J) | 5.334 | 07-25-67 | 110,000 | 106,036 | |
Series 2024-5, Class A1 (6.192% to 6-1-28, then 7.192% thereafter) (D) | 6.192 | 06-25-69 | 82,511 | 83,138 | |
Series 2025-1, Class A3 (5.976% to 1-1-29, then 6.976% thereafter) (D) | 5.976 | 01-25-70 | 96,858 | 97,077 | |
Wells Fargo Commercial Mortgage Trust | |||||
Series 2020-C58, Class B | 2.704 | 07-15-53 | 65,000 | 54,638 | |
Wells Fargo Mortgage Backed Securities Trust | |||||
Series 2019-3, Class A1 (D)(J) | 3.500 | 07-25-49 | 5,041 | 4,540 | |
U.S. Government Agency 1.8% | 2,291,344 | ||||
Federal Home Loan Mortgage Corp. | |||||
Series 2021-DNA6, Class M2 (30 day Average SOFR + 1.500%) (D)(H) | 5.822 | 10-25-41 | 167,409 | 168,101 | |
Series 2021-HQA3, Class M2 (30 day Average SOFR + 2.100%) (D)(H) | 6.422 | 09-25-41 | 180,000 | 181,471 | |
Series 2021-P011, Class X1 IO | 1.760 | 09-25-45 | 89,010 | 9,569 | |
Series 2022-DNA1, Class B1 (30 day Average SOFR + 3.400%) (D)(H) | 7.722 | 01-25-42 | 150,000 | 153,931 | |
Series 2022-HQA1, Class M2 (30 day Average SOFR + 5.250%) (D)(H) | 9.572 | 03-25-42 | 460,000 | 489,309 | |
Series 2023-DNA1, Class M2 (30 day Average SOFR + 5.500%) (D)(H) | 9.821 | 03-25-43 | 25,000 | 27,344 | |
Series 2023-DNA2, Class B1 (30 day Average SOFR + 7.600%) (D)(H) | 11.921 | 04-25-43 | 15,000 | 16,972 | |
Series 2024-DNA3, Class M2 (30 day Average SOFR + 1.450%) (D)(H) | 5.772 | 10-25-44 | 60,000 | 60,011 | |
Series 2024-MN9, Class M1 (30 day Average SOFR + 2.450%) (D)(H) | 6.771 | 10-25-44 | 19,971 | 20,002 | |
Series 2025-DNA1, Class M2 (30 day Average SOFR + 1.350%) (D)(H) | 5.672 | 01-25-45 | 30,000 | 29,897 | |
Series 2025-HQA1, Class M2 (30 day Average SOFR + 1.650%) (D)(H) | 5.972 | 02-25-45 | 25,000 | 25,016 | |
Series 2025-MN10, Class M1 (30 day Average SOFR + 2.050%) (D)(H) | 6.372 | 02-25-45 | 86,960 | 86,091 | |
Series 400, Class C4 IO | 3.000 | 12-25-52 | 105,995 | 19,025 | |
Series 405, Class C17 IO | 2.500 | 08-25-52 | 88,400 | 14,123 | |
Series 4975, Class EI IO | 4.500 | 05-25-50 | 91,242 | 18,503 | |
Series 5462, Class S IO | 1.678 | 10-25-54 | 115,899 | 8,901 | |
Series K103, Class X1 IO | 0.635 | 11-25-29 | 220,618 | 5,345 | |
Series K105, Class X1 IO | 1.518 | 01-25-30 | 167,397 | 9,603 | |
Series K737, Class X1 IO | 0.611 | 10-25-26 | 98,535 | 698 | |
Series K740, Class X1 IO | 0.732 | 09-25-27 | 97,063 | 1,366 | |
Series Q014, Class X IO | 2.775 | 10-25-55 | 89,566 | 13,058 | |
Federal National Mortgage Association | |||||
Series 2016-C03, Class 1B (30 day Average SOFR + 11.864%) (H) | 16.186 | 10-25-28 | 24,733 | 26,751 | |
Series 2016-C04, Class 1B (30 day Average SOFR + 10.364%) (H) | 14.686 | 01-25-29 | 24,588 | 26,704 | |
Series 2016-C06, Class 1B (30 day Average SOFR + 9.364%) (H) | 13.686 | 04-25-29 | 49,270 | 53,623 | |
Series 2021-R03, Class 1B2 (30 day Average SOFR + 5.500%) (D)(H) | 9.822 | 12-25-41 | 75,000 | 78,229 | |
Series 2022-R02, Class 2B1 (30 day Average SOFR + 4.500%) (D)(H) | 8.822 | 01-25-42 | 150,000 | 156,459 | |
Series 2022-R03, Class 1B1 (30 day Average SOFR + 6.250%) (D)(H) | 10.572 | 03-25-42 | 67,000 | 72,457 |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 15 |
Rate (%) | Maturity date | Par value^ | Value | ||
U.S. Government Agency (continued) | |||||
Series 2022-R04, Class 1B1 (30 day Average SOFR + 5.250%) (D)(H) | 9.572 | 03-25-42 | 115,000 | $122,285 | |
Series 2022-R05, Class 2B1 (30 day Average SOFR + 4.500%) (D)(H) | 8.822 | 04-25-42 | 100,000 | 104,899 | |
Series 2023-2, Class CI IO | 2.000 | 10-25-50 | 85,882 | 11,084 | |
Series 2023-R01, Class 1B1 (30 day Average SOFR + 5.100%) (D)(H) | 9.421 | 12-25-42 | 15,000 | 16,161 | |
Series 2023-R06, Class 1B1 (30 day Average SOFR + 3.900%) (D)(H) | 8.222 | 07-25-43 | 15,000 | 15,792 | |
Series 2023-R07, Class 2M2 (30 day Average SOFR + 3.250%) (D)(H) | 7.571 | 09-25-43 | 75,000 | 78,161 | |
Series 2023-R08, Class 1B1 (30 day Average SOFR + 3.550%) (D)(H) | 7.872 | 10-25-43 | 25,000 | 26,312 | |
Series 2024-86, Class SA IO | 0.728 | 12-25-54 | 166,568 | 7,235 | |
Series 2024-R02, Class 1B1 (30 day Average SOFR + 2.500%) (D)(H) | 6.822 | 02-25-44 | 45,000 | 45,646 | |
Series 2024-R05, Class 2B1 (30 day Average SOFR + 2.000%) (D)(H) | 6.322 | 07-25-44 | 25,000 | 25,093 | |
Series 2025-R01, Class 1B1 (30 day Average SOFR + 1.700%) (D)(H) | 6.021 | 01-25-45 | 55,000 | 54,673 | |
Series 441, Class C5 IO | 2.000 | 04-25-52 | 94,181 | 11,444 | |
Asset-backed securities 2.9% | $3,611,468 | ||||
(Cost $3,588,908) | |||||
Asset-backed securities 2.9% | 3,611,468 | ||||
AASET Trust | |||||
Series 2021-2A, Class A (D) | 2.798 | 01-15-47 | 170,216 | 156,584 | |
Bain Capital Credit CLO, Ltd. | |||||
Series 2021-3A, Class CR (3 month CME Term SOFR + 1.900%) (D)(H) | 6.175 | 07-24-34 | 100,000 | 100,090 | |
Series 2022-2A, Class D1 (3 month CME Term SOFR + 3.650%) (D)(H) | 7.922 | 04-22-35 | 250,000 | 250,351 | |
Compass Datacenters Issuer II LLC | |||||
Series 2024-1A, Class A1 (D) | 5.250 | 02-25-49 | 60,000 | 60,269 | |
DataBank Issuer | |||||
Series 2021-1A, Class B (D) | 2.650 | 02-27-51 | 40,000 | 38,839 | |
Series 2021-2A, Class A2 (D) | 2.400 | 10-25-51 | 45,000 | 43,101 | |
Domino’s Pizza Master Issuer LLC | |||||
Series 2019-1A, Class A2 (D) | 3.668 | 10-25-49 | 48,000 | 45,347 | |
First Investors Auto Owner Trust | |||||
Series 2021-2A, Class D (D) | 1.660 | 12-15-27 | 190,000 | 182,540 | |
Golub Capital Partners Static, Ltd. | |||||
Series 2024-1A, Class C (3 month CME Term SOFR + 2.300%) (D)(H) | 6.569 | 04-20-33 | 250,000 | 250,120 | |
Greystone Commercial Real Estate Notes, Ltd. | |||||
Series 2021-FL3, Class B (1 month CME Term SOFR + 1.764%) (D)(H) | 6.093 | 07-15-39 | 100,000 | 99,000 | |
Hertz Vehicle Financing LLC | |||||
Series 2022-2A, Class C (D) | 2.950 | 06-26-28 | 100,000 | 94,046 | |
Hilton Grand Vacations Trust | |||||
Series 2024-3A, Class B (D) | 5.270 | 08-27-40 | 81,459 | 81,560 | |
Horizon Aircraft Finance I, Ltd. | |||||
Series 2018-1, Class A (D) | 4.458 | 12-15-38 | 110,509 | 105,535 | |
Horizon Aircraft Finance III, Ltd. | |||||
Series 2019-2, Class A (D) | 3.425 | 11-15-39 | 146,849 | 139,417 | |
MF1 LLC | |||||
Series 2025-FL19, Class A (1 month CME Term SOFR + 1.488%) (D)(H) | 5.817 | 05-18-42 | 100,000 | 99,812 | |
OCP CLO, Ltd. | |||||
Series 2015-9A, Class D1R3 (3 month CME Term SOFR + 2.500%) (D)(H) | 6.756 | 01-15-37 | 250,000 | 247,122 | |
Series 2023-26A, Class D1R (3 month CME Term SOFR + 2.450%) (D)(H) | 6.769 | 04-17-37 | 250,000 | 246,247 | |
Palmer Square Loan Funding, Ltd. | |||||
Series 2025-1A, Class C (3 month CME Term SOFR + 2.250%) (D)(H) | 6.571 | 02-15-33 | 250,000 | 250,862 | |
Progress Residential Trust | |||||
Series 2021-SFR9, Class F (D) | 4.053 | 11-17-40 | 100,000 | 94,952 | |
Series 2022-SFR4, Class C (D) | 4.888 | 05-17-41 | 100,000 | 98,326 | |
Series 2022-SFR5, Class D (D) | 5.734 | 06-17-39 | 100,000 | 99,970 | |
Series 2024-SFR3, Class E1 (D) | 4.000 | 06-17-41 | 100,000 | 92,875 | |
SoFi Consumer Loan Program Trust | |||||
Series 2025-1, Class A (D) | 4.800 | 02-27-34 | 85,030 | 85,017 | |
Start II, Ltd. | |||||
Series 2019-1, Class A (D) | 4.089 | 03-15-44 | 92,790 | 91,410 | |
Subway Funding LLC | |||||
Series 2024-1A, Class A2I (D) | 6.028 | 07-30-54 | 54,725 | 55,271 | |
Series 2024-1A, Class A2II (D) | 6.268 | 07-30-54 | 79,600 | 81,140 | |
Switch ABS Issuer LLC |
16 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Rate (%) | Maturity date | Par value^ | Value | ||
Asset-backed securities (continued) | |||||
Series 2025-1A, Class A2 (D) | 5.036 | 03-25-55 | 50,000 | $48,747 | |
Texas Natural Gas Securitization Finance Corp. | |||||
Series 2023-1, Class A2 | 5.169 | 04-01-41 | 30,000 | 29,807 | |
Tricon American Homes Trust | |||||
Series 2020-SFR2, Class E1 (D) | 2.730 | 11-17-39 | 100,000 | 94,023 | |
Tricon Residential Trust | |||||
Series 2023-SFR2, Class D (D) | 5.000 | 12-17-40 | 100,000 | 98,027 | |
Willis Engine Structured Trust IV | |||||
Series 2018-A, Class A (D) | 4.750 | 09-15-43 | 152,853 | 151,061 | |
Shares | Value | ||||
Common stocks 0.0% | $21,498 | ||||
(Cost $30,904) | |||||
France 0.0% | 12,803 | ||||
Safran SA | 43 | 12,803 | |||
United States 0.0% | 8,695 | ||||
Paragon Offshore PLC, Litigation Trust A (K)(L) | 2,695 | 270 | |||
Paragon Offshore PLC, Litigation Trust B (K)(L) | 1,348 | 8,425 | |||
Southcross Holdings GP, Class A (K)(L) | 246 | 0 | |||
Preferred securities 1.0% | $1,322,536 | ||||
(Cost $1,257,071) | |||||
Bermuda 0.0% | 42,471 | ||||
Enstar Group, Ltd., 7.000% (7.000% to 9-1-28, then 3 month LIBOR + 4.015%) | 1,969 | 42,471 | |||
United States 1.0% | 1,280,065 | ||||
AGNC Investment Corp., 7.750% (7.750% to 10-15-27, then 5 Year CMT + 4.390%) | 10,000 | 246,000 | |||
AGNC Investment Corp., 9.215% (3 month CME Term SOFR + 4.959%) (H) | 10,000 | 247,000 | |||
Albemarle Corp., 7.250% | 3,350 | 97,184 | |||
Ares Management Corp., 6.750% | 880 | 46,526 | |||
Bank of America Corp., 7.250% | 40 | 46,440 | |||
Corebridge Financial, Inc., 6.375% | 1,350 | 30,740 | |||
KKR & Company, Inc., 6.250% | 744 | 36,940 | |||
Morgan Stanley, 6.625% | 2,400 | 61,704 | |||
Sempra, 5.750% | 459 | 9,726 | |||
Synchrony Financial, 8.250% (8.250% to 5-15-29, then 5 Year CMT + 4.044%) | 2,418 | 60,353 | |||
The Bank of New York Mellon Corp., 6.150% (6.150% to 3-20-30, then 5 Year CMT + 2.161%) | 1,747 | 44,269 | |||
The Boeing Company, 6.000% | 1,591 | 107,106 | |||
The Southern Company, 6.500% | 2,788 | 70,843 | |||
U.S. Cellular Corp., 5.500% | 1,807 | 39,971 | |||
U.S. Cellular Corp., 5.500% | 2,314 | 51,070 | |||
U.S. Cellular Corp., 6.250% | 804 | 19,441 | |||
Wells Fargo & Company, 7.500% | 57 | 64,752 | |||
Exchange-traded funds 1.6% | $1,967,901 | ||||
(Cost $1,894,169) | |||||
iShares iBoxx $ High Yield Corporate Bond ETF | 455 | 36,204 | |||
iShares Preferred & Income Securities ETF (G) | 63,900 | 1,931,697 | |||
Par value^ | Value | ||||
Escrow certificates 0.0% | $46 | ||||
(Cost $491,686) | |||||
Alta Mesa Holdings LP (K)(L) | 460,000 | 46 | |||
Texas Competitive Electric Holdings Company LLC (K)(L) | 10,820,544 | 0 | |||
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 17 |
Yield (%) | Shares | Value | |||
Short-term investments 16.7% | $21,019,610 | ||||
(Cost $21,019,610) | |||||
Short-term funds 16.7% | 21,019,610 | ||||
John Hancock Collateral Trust (M) | 4.2439(N) | 155,644 | 1,556,844 | ||
State Street Institutional U.S. Government Money Market Fund, Premier Class | 4.2490(N) | 19,462,766 | 19,462,766 |
Total investments (Cost $167,714,343) 131.3% | $165,261,227 | ||||
Other assets and liabilities, net (31.3%) | (39,436,427) | ||||
Total net assets 100.0% | $125,824,800 |
Rate (%) | Maturity date | Par value^ | Value | ||
Sale commitments outstanding (5.0)% | $(6,339,550) | ||||
(Proceeds received $6,347,108) | |||||
U.S. Government Agency (5.0)% | (6,339,550) | ||||
Federal National Mortgage Association | |||||
15 Yr Pass Thru (B) | 4.500 | TBA | (1,325,000) | (1,305,384) | |
15 Yr Pass Thru (B) | 5.000 | TBA | (25,000) | (25,016) | |
30 Yr Pass Thru (B) | 2.500 | TBA | (245,000) | (199,665) | |
30 Yr Pass Thru (B) | 3.000 | TBA | (598,000) | (509,047) | |
30 Yr Pass Thru (B) | 4.000 | TBA | (1,325,000) | (1,214,859) | |
30 Yr Pass Thru (B) | 6.500 | TBA | (1,061,000) | (1,089,514) | |
Government National Mortgage Association | |||||
30 Yr Pass Thru (B) | 2.500 | TBA | (240,000) | (201,128) | |
30 Yr Pass Thru (B) | 4.000 | TBA | (1,000,000) | (916,487) | |
30 Yr Pass Thru (B) | 6.000 | TBA | (870,000) | (878,450) |
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | |
^All par values are denominated in U.S. dollars unless otherwise indicated. | |
Currency Abbreviations | |
ARS | Argentine Peso |
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
CLP | Chilean Peso |
COP | Colombian Peso |
CZK | Czech Republic Koruna |
EUR | Euro |
GBP | Pound Sterling |
HUF | Hungarian Forint |
IDR | Indonesian Rupiah |
INR | Indian Rupee |
ISK | Icelandic Krona |
JPY | Japanese Yen |
MXN | Mexican Peso |
MYR | Malaysian Ringgit |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
PEN | Peruvian Nuevo Sol |
PLN | Polish Zloty |
RON | Romanian New Leu |
THB | Thai Bhat |
TRY | Turkish Lira |
UYU | Uruguayan Peso |
ZAR | South African Rand |
Security Abbreviations and Legend | |
CME | CME Group Published Rates |
CMT | Constant Maturity Treasury |
EURIBOR | Euro Interbank Offered Rate |
18 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
ICE | Intercontinental Exchange |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
(B) | Security purchased or sold on a when-issued or delayed-delivery basis. |
(C) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
(D) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $27,145,386 or 21.6% of the fund’s net assets as of 5-31-25. |
(E) | Non-income producing - Issuer is in default. |
(F) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(G) | All or a portion of this security is on loan as of 5-31-25. The value of securities on loan amounted to $1,507,005. |
(H) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(I) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
(J) | 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. |
(K) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(L) | Non-income producing security. |
(M) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
(N) | The rate shown is the annualized seven-day yield as of 5-31-25. |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 19 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year Australian Treasury Bond Futures | 34 | Long | Jun 2025 | $2,460,359 | $2,501,458 | $41,099 |
10-Year Canada Government Bond Futures | 50 | Long | Sep 2025 | 4,417,362 | 4,456,225 | 38,863 |
10-Year Japan Government Bond Futures | 1 | Long | Jun 2025 | 969,320 | 966,608 | (2,712) |
10-Year U.S. Treasury Note Futures | 28 | Long | Sep 2025 | 3,087,609 | 3,101,000 | 13,391 |
2-Year U.S. Treasury Note Futures | 34 | Long | Sep 2025 | 7,049,606 | 7,052,875 | 3,269 |
5-Year U.S. Treasury Note Futures | 105 | Long | Sep 2025 | 11,303,190 | 11,359,688 | 56,498 |
Euro SCHATZ Futures | 3 | Long | Jun 2025 | 366,050 | 365,655 | (395) |
German Euro BOBL Futures | 6 | Long | Jun 2025 | 805,335 | 811,665 | 6,330 |
German Euro BUND Futures | 10 | Long | Jun 2025 | 1,476,894 | 1,489,824 | 12,930 |
U.K. Long Gilt Bond Futures | 5 | Long | Sep 2025 | 615,232 | 616,278 | 1,046 |
Ultra U.S. Treasury Bond Futures | 24 | Long | Sep 2025 | 2,726,858 | 2,785,500 | 58,642 |
10-Year Korea Treasury Bond Futures | 18 | Short | Jun 2025 | (1,551,807) | (1,554,729) | (2,922) |
Euro-BTP Italian Government Bond Futures | 35 | Short | Jun 2025 | (4,773,617) | (4,814,592) | (40,975) |
Euro-Buxl Futures | 6 | Short | Jun 2025 | (813,022) | (828,288) | (15,266) |
Euro-OAT Futures | 26 | Short | Jun 2025 | (3,669,761) | (3,712,354) | (42,593) |
German Euro BUND Futures | 1 | Short | Sep 2025 | (148,687) | (148,767) | (80) |
U.S. Treasury Long Bond Futures | 31 | Short | Sep 2025 | (3,451,853) | (3,496,219) | (44,366) |
Ultra 10-Year U.S. Treasury Note Futures | 20 | Short | Sep 2025 | (2,244,503) | (2,250,938) | (6,435) |
$76,324 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
AUD | 50,000 | USD | 32,047 | JPM | 6/18/2025 | $190 | — |
AUD | 10,000 | USD | 6,419 | SCB | 6/18/2025 | 28 | — |
AUD | 1,920,000 | USD | 1,233,214 | GSI | 6/30/2025 | 4,897 | — |
AUD | 520,000 | USD | 334,112 | JPM | 6/30/2025 | 1,210 | — |
BRL | 125,000 | USD | 22,039 | BARC | 6/3/2025 | — | $(184) |
BRL | 1,655,000 | USD | 289,908 | BOA | 6/3/2025 | — | (547) |
BRL | 1,100,000 | USD | 192,579 | CITI | 6/3/2025 | — | (256) |
BRL | 33,388,000 | USD | 5,871,906 | GSI | 6/3/2025 | — | (34,331) |
BRL | 485,000 | USD | 84,958 | HSBC | 6/3/2025 | — | (160) |
BRL | 35,000 | USD | 6,145 | JPM | 6/3/2025 | — | (26) |
BRL | 2,303,000 | USD | 407,611 | MSI | 6/3/2025 | — | (4,953) |
BRL | 419,000 | USD | 72,058 | SSB | 6/3/2025 | 1,200 | — |
BRL | 5,574,000 | USD | 978,169 | GSI | 7/2/2025 | — | (10,173) |
BRL | 110,000 | USD | 18,922 | JPM | 9/3/2025 | — | (111) |
BRL | 30,000 | USD | 5,177 | MSI | 9/3/2025 | — | (47) |
CAD | 90,000 | USD | 64,174 | BOA | 6/18/2025 | 1,460 | — |
CAD | 55,000 | USD | 39,647 | CITI | 6/18/2025 | 462 | — |
CAD | 30,000 | USD | 21,762 | MSI | 6/18/2025 | 116 | — |
CAD | 40,000 | USD | 28,565 | SCB | 6/18/2025 | 605 | — |
CAD | 640,000 | USD | 462,414 | JPM | 6/30/2025 | 4,595 | — |
CAD | 1,200,000 | USD | 866,234 | MSI | 6/30/2025 | 9,407 | — |
CHF | 15,000 | USD | 18,266 | GSI | 6/30/2025 | 20 | — |
CLP | 72,270,000 | USD | 76,693 | BARC | 6/18/2025 | — | (310) |
CLP | 15,450,000 | USD | 16,579 | BOA | 6/18/2025 | — | (250) |
CLP | 122,800,000 | USD | 130,430 | DB | 6/18/2025 | — | (641) |
CLP | 7,200,000 | USD | 7,558 | GSI | 6/18/2025 | 52 | — |
CLP | 15,450,000 | USD | 16,622 | SSB | 6/18/2025 | — | (293) |
CLP | 268,657,000 | USD | 283,295 | GSI | 6/30/2025 | 653 | — |
CNY | 238,000 | USD | 32,788 | BARC | 6/18/2025 | 278 | — |
20 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
CNY | 346,000 | USD | 48,078 | BOA | 6/18/2025 | — | $(7) |
CNY | 922,000 | USD | 128,333 | CITI | 6/18/2025 | — | (238) |
CNY | 356,000 | USD | 49,655 | MSI | 6/18/2025 | — | (195) |
COP | 113,900,000 | USD | 26,308 | BARC | 6/18/2025 | $1,058 | — |
COP | 119,100,000 | USD | 28,097 | BOA | 6/18/2025 | 519 | — |
COP | 1,483,500,000 | USD | 349,192 | CITI | 6/18/2025 | 7,248 | — |
COP | 863,287,000 | USD | 206,969 | HSBC | 6/18/2025 | 453 | — |
COP | 166,300,000 | USD | 38,392 | JPM | 6/18/2025 | 1,565 | — |
COP | 5,313,438,000 | USD | 1,265,023 | CITI | 6/27/2025 | 10,557 | — |
CZK | 5,679,000 | USD | 257,467 | CITI | 6/18/2025 | 1,398 | — |
CZK | 1,410,000 | USD | 62,964 | DB | 6/18/2025 | 1,308 | — |
CZK | 1,092,000 | USD | 49,030 | GSI | 6/18/2025 | 746 | — |
CZK | 6,216,000 | USD | 279,841 | MSI | 6/18/2025 | 3,500 | — |
CZK | 3,584,000 | USD | 159,282 | SSB | 6/18/2025 | 4,086 | — |
EGP | 2,660,000 | USD | 49,920 | BOA | 6/18/2025 | 3,203 | — |
EGP | 580,000 | USD | 10,950 | CITI | 6/18/2025 | 634 | — |
EGP | 1,990,000 | USD | 37,790 | CITI | 8/14/2025 | 913 | — |
EGP | 682,000 | USD | 12,200 | HSBC | 10/27/2025 | 625 | — |
EGP | 1,930,000 | USD | 32,734 | CITI | 1/8/2026 | 2,390 | — |
EGP | 2,000,000 | USD | 33,887 | HSBC | 1/8/2026 | 2,511 | — |
EGP | 1,026,000 | USD | 17,705 | CITI | 1/26/2026 | 821 | — |
EGP | 1,803,000 | USD | 31,135 | CITI | 1/27/2026 | 1,407 | — |
EUR | 332,000 | USD | 369,223 | BARC | 6/18/2025 | 8,102 | — |
EUR | 50,000 | USD | 56,834 | BOA | 6/18/2025 | — | (8) |
EUR | 153,000 | USD | 172,361 | CITI | 6/18/2025 | 1,526 | — |
EUR | 30,000 | USD | 33,326 | GSI | 6/18/2025 | 770 | — |
EUR | 284,000 | USD | 317,068 | JPM | 6/18/2025 | 5,704 | — |
EUR | 125,000 | USD | 138,904 | MSI | 6/18/2025 | 3,161 | — |
EUR | 81,000 | USD | 88,563 | SCB | 6/18/2025 | 3,495 | — |
EUR | 1,221,200 | USD | 1,386,641 | DB | 6/30/2025 | 2,374 | — |
EUR | 7,800 | USD | 8,851 | MSI | 6/30/2025 | 21 | — |
GBP | 43,000 | USD | 56,616 | JPM | 6/18/2025 | 1,324 | — |
GBP | 983,900 | USD | 1,321,260 | JPM | 6/30/2025 | 4,565 | — |
HKD | 65,000 | USD | 8,334 | BARC | 6/30/2025 | — | (22) |
HKD | 25,000 | USD | 3,197 | SSB | 6/30/2025 | — | (1) |
HUF | 22,729,000 | USD | 61,470 | BARC | 6/18/2025 | 2,373 | — |
HUF | 64,013,000 | USD | 172,435 | GSI | 6/18/2025 | 7,369 | — |
HUF | 54,206,000 | USD | 150,721 | HSBC | 6/18/2025 | 1,537 | — |
HUF | 29,800,000 | USD | 79,835 | MSI | 6/18/2025 | 3,869 | — |
HUF | 21,952,000 | USD | 61,687 | SSB | 6/18/2025 | — | (27) |
HUF | 458,248,000 | USD | 1,283,554 | BARC | 6/30/2025 | 2,827 | — |
IDR | 1,458,000,000 | USD | 85,977 | BOA | 6/18/2025 | 3,101 | — |
IDR | 2,900,815,000 | USD | 176,183 | CITI | 6/18/2025 | 1,045 | — |
IDR | 9,327,000,000 | USD | 569,415 | DB | 6/18/2025 | 425 | — |
IDR | 762,000,000 | USD | 46,037 | GSI | 6/18/2025 | 518 | — |
IDR | 510,000,000 | USD | 30,698 | MSI | 6/18/2025 | 462 | — |
IDR | 1,257,000,000 | USD | 75,476 | SCB | 6/18/2025 | 1,321 | — |
IDR | 1,745,000,000 | USD | 105,228 | SSB | 6/18/2025 | 1,384 | — |
IDR | 12,602,309,000 | USD | 771,397 | SCB | 6/30/2025 | — | (1,816) |
INR | 5,426,000 | USD | 63,550 | BARC | 6/18/2025 | — | (177) |
INR | 24,990,000 | USD | 290,491 | CITI | 6/18/2025 | 1,380 | — |
INR | 8,028,000 | USD | 92,120 | GSI | 6/18/2025 | 1,643 | — |
INR | 20,580,000 | USD | 239,032 | MSI | 6/18/2025 | 1,332 | — |
INR | 29,179,000 | USD | 338,945 | SCB | 6/18/2025 | 1,852 | — |
KRW | 98,530,000 | USD | 69,899 | CITI | 6/18/2025 | 1,481 | — |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 21 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
KRW | 68,490,000 | USD | 47,875 | SSB | 6/18/2025 | $1,743 | — |
KRW | 2,301,565,000 | USD | 1,670,682 | MSI | 6/30/2025 | — | $(1,970) |
KZT | 21,800,000 | USD | 43,070 | BOA | 6/18/2025 | — | (579) |
KZT | 62,000,000 | USD | 121,471 | CITI | 6/18/2025 | — | (624) |
KZT | 5,300,000 | USD | 10,123 | GSI | 6/18/2025 | 207 | — |
KZT | 16,500,000 | USD | 30,812 | CITI | 7/10/2025 | 1,132 | — |
KZT | 18,400,000 | USD | 34,888 | CITI | 8/13/2025 | 379 | — |
MXN | 2,672,000 | USD | 133,893 | BARC | 6/18/2025 | 3,600 | — |
MXN | 1,770,000 | USD | 88,390 | BOA | 6/18/2025 | 2,689 | — |
MXN | 450,000 | USD | 22,749 | CITI | 6/18/2025 | 406 | — |
MXN | 60,000 | USD | 3,106 | DB | 6/18/2025 | — | (19) |
MXN | 2,330,000 | USD | 116,700 | JPM | 6/18/2025 | 3,196 | — |
MXN | 4,713,000 | USD | 234,035 | MSI | 6/18/2025 | 8,483 | — |
MXN | 2,299,000 | USD | 112,895 | SCB | 6/18/2025 | 5,406 | — |
MXN | 8,700,000 | USD | 434,798 | SSB | 6/18/2025 | 12,879 | — |
MXN | 2,610,000 | USD | 135,279 | BARC | 6/30/2025 | — | (1,178) |
MXN | 1,352,000 | USD | 69,319 | JPM | 6/30/2025 | 146 | — |
MYR | 4,132,000 | USD | 952,497 | HSBC | 6/18/2025 | 19,807 | — |
NGN | 73,129,000 | USD | 46,138 | SCB | 6/13/2025 | — | (409) |
NGN | 38,955,000 | USD | 24,469 | BOA | 6/18/2025 | — | (186) |
NGN | 59,724,000 | USD | 37,211 | CITI | 8/6/2025 | — | (1,181) |
NOK | 13,668,000 | USD | 1,344,546 | JPM | 6/30/2025 | — | (5,556) |
NZD | 70,000 | USD | 40,312 | SCB | 6/18/2025 | 1,535 | — |
NZD | 2,080,000 | USD | 1,229,634 | CITI | 6/30/2025 | 14,352 | — |
NZD | 220,000 | USD | 129,907 | GSI | 6/30/2025 | 1,668 | — |
PEN | 293,000 | USD | 80,167 | BARC | 6/18/2025 | 771 | — |
PEN | 1,476,000 | USD | 402,691 | CITI | 6/18/2025 | 5,040 | — |
PEN | 65,000 | USD | 17,717 | GSI | 6/18/2025 | 239 | — |
PEN | 207,000 | USD | 55,943 | SCB | 6/18/2025 | 1,239 | — |
PHP | 2,760,000 | USD | 48,845 | BOA | 6/18/2025 | 594 | — |
PHP | 4,390,000 | USD | 76,583 | SCB | 6/18/2025 | 2,054 | — |
PHP | 21,910,000 | USD | 393,583 | MSI | 6/30/2025 | — | (1,250) |
PLN | 405,000 | USD | 108,239 | BOA | 6/18/2025 | — | (78) |
PLN | 335,000 | USD | 87,136 | DB | 6/18/2025 | 2,331 | — |
PLN | 1,896,000 | USD | 493,955 | GSI | 6/18/2025 | 12,402 | — |
PLN | 310,000 | USD | 82,424 | JPM | 6/18/2025 | 367 | — |
PLN | 475,000 | USD | 125,693 | MSI | 6/18/2025 | 1,165 | — |
PLN | 986,000 | USD | 260,909 | SSB | 6/18/2025 | 2,417 | — |
RON | 217,000 | USD | 47,043 | BARC | 6/18/2025 | 1,562 | — |
RON | 547,000 | USD | 121,863 | BOA | 6/18/2025 | 657 | — |
RON | 195,000 | USD | 42,969 | CITI | 6/18/2025 | 709 | — |
RON | 333,000 | USD | 72,314 | DB | 6/18/2025 | 2,274 | — |
RON | 328,000 | USD | 71,648 | GSI | 6/18/2025 | 1,819 | — |
RSD | 8,189,000 | USD | 76,184 | CITI | 6/18/2025 | 3,145 | — |
SEK | 12,058,000 | USD | 1,261,048 | GSI | 6/30/2025 | — | (1,259) |
SGD | 60,000 | USD | 44,823 | BARC | 6/18/2025 | 1,741 | — |
SGD | 75,000 | USD | 55,906 | BOA | 6/18/2025 | 2,299 | — |
SGD | 20,000 | USD | 15,023 | CITI | 6/18/2025 | 498 | — |
SGD | 15,000 | USD | 11,674 | HSBC | 6/30/2025 | — | (24) |
THB | 9,090,000 | USD | 279,527 | BARC | 6/18/2025 | — | (2,351) |
THB | 26,762,000 | USD | 798,592 | CITI | 6/18/2025 | 17,447 | — |
THB | 170,000 | USD | 4,992 | JPM | 6/18/2025 | 192 | — |
THB | 570,000 | USD | 17,107 | MSI | 6/18/2025 | 274 | — |
THB | 680,000 | USD | 20,605 | SCB | 6/18/2025 | 130 | — |
TRY | 1,960,000 | USD | 46,642 | CITI | 6/18/2025 | 2,495 | — |
22 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
TRY | 3,429,000 | USD | 85,840 | GSI | 6/18/2025 | $124 | — |
TRY | 3,408,000 | USD | 85,307 | HSBC | 6/18/2025 | 132 | — |
TRY | 4,458,000 | USD | 109,305 | MSI | 6/18/2025 | 2,456 | — |
TRY | 7,823,000 | USD | 193,907 | GSI | 6/30/2025 | — | $(149) |
TRY | 1,795,000 | USD | 42,708 | GSI | 7/18/2025 | 912 | — |
TRY | 2,184,000 | USD | 39,437 | MSI | 4/27/2026 | 1,676 | — |
TRY | 20,890,000 | USD | 374,268 | CITI | 4/28/2026 | 18,665 | — |
USD | 31,948 | AUD | 50,000 | CITI | 6/18/2025 | — | (289) |
USD | 31,462 | AUD | 50,000 | DB | 6/18/2025 | — | (775) |
USD | 6,296,725 | AUD | 9,800,000 | JPM | 6/30/2025 | — | (22,801) |
USD | 3,219 | AUD | 5,000 | SSB | 6/30/2025 | — | (5) |
USD | 21,896 | BRL | 125,000 | BARC | 6/3/2025 | 41 | — |
USD | 291,836 | BRL | 1,655,000 | BOA | 6/3/2025 | 2,475 | — |
USD | 189,461 | BRL | 1,100,000 | CITI | 6/3/2025 | — | (2,861) |
USD | 5,841,209 | BRL | 33,388,000 | GSI | 6/3/2025 | 3,635 | — |
USD | 78,863 | BRL | 485,000 | HSBC | 6/3/2025 | — | (5,935) |
USD | 6,131 | BRL | 35,000 | JPM | 6/3/2025 | 12 | — |
USD | 402,422 | BRL | 2,303,000 | MSI | 6/3/2025 | — | (236) |
USD | 3,506,247 | BRL | 19,980,000 | GSI | 7/2/2025 | 36,465 | — |
USD | 1,236,762 | BRL | 7,030,000 | HSBC | 7/2/2025 | 15,912 | — |
USD | 53,609 | BRL | 310,000 | CITI | 9/3/2025 | 595 | — |
USD | 165,750 | BRL | 958,000 | MSI | 9/3/2025 | 1,918 | — |
USD | 28,642 | CAD | 40,000 | JPM | 6/18/2025 | — | (529) |
USD | 153,388 | CAD | 220,000 | MSI | 6/18/2025 | — | (7,049) |
USD | 557,064 | CAD | 771,000 | JPM | 6/30/2025 | — | (5,536) |
USD | 3,642 | CAD | 5,000 | SSB | 6/30/2025 | — | (7) |
USD | 1,261,601 | CHF | 1,036,000 | GSI | 6/30/2025 | — | (1,410) |
USD | 71,148 | CLP | 67,300,000 | CITI | 6/18/2025 | 18 | — |
USD | 25,185 | CLP | 23,900,000 | GSI | 6/18/2025 | — | (75) |
USD | 97,056 | CLP | 95,910,000 | HSBC | 6/18/2025 | — | (4,313) |
USD | 19,121 | CLP | 17,600,000 | MSI | 6/18/2025 | 520 | — |
USD | 44,077 | CLP | 41,800,000 | GSI | 6/30/2025 | — | (102) |
USD | 71,259 | CNY | 519,000 | BARC | 6/18/2025 | — | (847) |
USD | 10,992 | CNY | 79,000 | BOA | 6/18/2025 | 17 | — |
USD | 32,685 | CNY | 238,000 | CITI | 6/18/2025 | — | (381) |
USD | 7,339 | CNY | 53,000 | HSBC | 6/18/2025 | — | (24) |
USD | 47,754 | CNY | 350,000 | MSI | 6/18/2025 | — | (872) |
USD | 321,995 | CNY | 2,313,000 | HSBC | 6/30/2025 | 359 | — |
USD | 181,744 | COP | 762,400,000 | BOA | 6/18/2025 | — | (1,438) |
USD | 352,145 | COP | 1,494,307,000 | CITI | 6/18/2025 | — | (6,891) |
USD | 233,635 | COP | 989,600,000 | GSI | 6/18/2025 | — | (4,136) |
USD | 79,742 | COP | 336,608,000 | MSI | 6/18/2025 | — | (1,136) |
USD | 4,124,321 | COP | 17,323,261,000 | CITI | 6/27/2025 | — | (34,417) |
USD | 305,160 | CZK | 6,760,000 | BARC | 6/18/2025 | — | (2,979) |
USD | 96,853 | CZK | 2,180,000 | BOA | 6/18/2025 | — | (2,517) |
USD | 45,578 | CZK | 1,000,000 | CITI | 6/18/2025 | — | (6) |
USD | 109,203 | CZK | 2,480,000 | MSI | 6/18/2025 | — | (3,842) |
USD | 1,403,100 | CZK | 30,826,000 | HSBC | 6/30/2025 | — | (2,514) |
USD | 66,931 | EGP | 3,400,000 | CITI | 6/18/2025 | — | (970) |
USD | 38,979 | EUR | 36,000 | BARC | 6/18/2025 | — | (1,936) |
USD | 44,453 | EUR | 39,000 | BOA | 6/18/2025 | 129 | — |
USD | 287,618 | EUR | 255,000 | CITI | 6/18/2025 | — | (2,195) |
USD | 412,063 | EUR | 377,000 | DB | 6/18/2025 | — | (16,404) |
USD | 38,491 | EUR | 34,000 | GSI | 6/18/2025 | — | (151) |
USD | 79,661 | EUR | 71,000 | JPM | 6/18/2025 | — | (1,032) |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 23 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
USD | 215,727 | EUR | 193,000 | MSI | 6/18/2025 | — | $(3,619) |
USD | 83,006 | EUR | 73,000 | SSB | 6/18/2025 | $40 | — |
USD | 113,720 | EUR | 100,000 | BARC | 6/30/2025 | — | (22) |
USD | 5,434,346 | EUR | 4,786,000 | DB | 6/30/2025 | — | (9,336) |
USD | 9,098 | EUR | 8,000 | SSB | 6/30/2025 | — | (2) |
USD | 55,456 | GBP | 43,000 | GSI | 6/18/2025 | — | (2,484) |
USD | 2,799,906 | GBP | 2,085,000 | JPM | 6/30/2025 | — | (9,673) |
USD | 227,092 | HUF | 82,437,000 | BARC | 6/18/2025 | — | (4,463) |
USD | 13,989 | HUF | 5,200,000 | BOA | 6/18/2025 | — | (617) |
USD | 51,096 | HUF | 18,900,000 | CITI | 6/18/2025 | — | (1,992) |
USD | 107,039 | HUF | 38,600,000 | GSI | 6/18/2025 | — | (1,383) |
USD | 29,640 | HUF | 11,000,000 | HSBC | 6/18/2025 | — | (1,257) |
USD | 68,605 | HUF | 25,200,000 | MSI | 6/18/2025 | — | (2,178) |
USD | 48,073 | HUF | 17,249,000 | SSB | 6/18/2025 | — | (377) |
USD | 460,485 | HUF | 164,400,000 | BARC | 6/30/2025 | — | (1,014) |
USD | 66,719 | IDR | 1,102,000,000 | BOA | 6/18/2025 | — | (608) |
USD | 16,572 | IDR | 273,000,000 | CITI | 6/18/2025 | — | (108) |
USD | 600,732 | IDR | 9,881,000,000 | DB | 6/18/2025 | — | (2,957) |
USD | 52,390 | IDR | 861,000,000 | HSBC | 6/18/2025 | — | (214) |
USD | 96,002 | IDR | 1,580,000,000 | JPM | 6/18/2025 | — | (530) |
USD | 130,101 | IDR | 2,160,000,000 | MSI | 6/18/2025 | — | (1,866) |
USD | 1,063,353 | IDR | 17,372,000,000 | SCB | 6/30/2025 | 2,503 | — |
USD | 307,174 | ILS | 1,095,000 | SCB | 6/30/2025 | — | (4,544) |
USD | 177,876 | INR | 15,304,000 | BOA | 6/18/2025 | — | (868) |
USD | 521,251 | INR | 44,945,000 | CITI | 6/18/2025 | — | (3,684) |
USD | 148,103 | INR | 12,680,000 | HSBC | 6/18/2025 | 6 | — |
USD | 31,677 | INR | 2,780,000 | JPM | 6/18/2025 | — | (792) |
USD | 56,443 | INR | 4,820,000 | MSI | 6/18/2025 | 148 | — |
USD | 17,183 | INR | 1,482,000 | SSB | 6/18/2025 | — | (126) |
USD | 686,549 | INR | 59,175,000 | BARC | 6/30/2025 | — | (4,103) |
USD | 1,594,809 | JPY | 229,020,000 | JPM | 6/30/2025 | — | (1,635) |
USD | 3,476 | JPY | 500,000 | SSB | 6/30/2025 | — | (10) |
USD | 58,699 | KRW | 84,820,000 | BOA | 6/18/2025 | — | (2,749) |
USD | 56,851 | KRW | 82,200,000 | MSI | 6/18/2025 | — | (2,699) |
USD | 57,171 | KZT | 29,300,000 | GSI | 6/18/2025 | 61 | — |
USD | 55,246 | MXN | 1,084,000 | BOA | 6/18/2025 | — | (533) |
USD | 106,484 | MXN | 2,080,000 | CITI | 6/18/2025 | — | (547) |
USD | 121,018 | MXN | 2,450,000 | JPM | 6/18/2025 | — | (5,052) |
USD | 88,630 | MXN | 1,802,000 | MSI | 6/18/2025 | — | (4,096) |
USD | 503,786 | MXN | 9,810,000 | SSB | 6/18/2025 | — | (1,008) |
USD | 1,460,421 | MXN | 28,484,000 | JPM | 6/30/2025 | — | (3,082) |
USD | 760,981 | MYR | 3,294,000 | HSBC | 6/18/2025 | — | (14,132) |
USD | 518,999 | MYR | 2,210,000 | HSBC | 6/30/2025 | — | (1,208) |
USD | 18,984 | NGN | 30,526,000 | CITI | 6/13/2025 | — | (105) |
USD | 26,461 | NGN | 42,603,000 | SCB | 6/13/2025 | — | (179) |
USD | 9,482,747 | NOK | 96,397,000 | JPM | 6/30/2025 | 39,183 | — |
USD | 32,352 | NZD | 55,000 | CITI | 6/18/2025 | — | (528) |
USD | 31,414 | NZD | 55,000 | DB | 6/18/2025 | — | (1,467) |
USD | 8,412,830 | NZD | 14,226,000 | SSB | 6/30/2025 | — | (95,315) |
USD | 339,852 | PEN | 1,249,000 | CITI | 6/18/2025 | — | (5,171) |
USD | 4,078 | PEN | 15,000 | DB | 6/18/2025 | — | (65) |
USD | 39,800 | PEN | 145,000 | GSI | 6/18/2025 | — | (255) |
USD | 1,905 | PEN | 7,000 | SCB | 6/18/2025 | — | (29) |
USD | 46,324 | PEN | 170,000 | MSI | 6/30/2025 | — | (628) |
USD | 49,130 | PHP | 2,760,000 | BOA | 6/18/2025 | — | (309) |
24 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
USD | 76,534 | PHP | 4,390,000 | GSI | 6/18/2025 | — | $(2,102) |
USD | 468,091 | PLN | 1,775,000 | BOA | 6/18/2025 | — | (5,951) |
USD | 87,584 | PLN | 330,000 | CITI | 6/18/2025 | — | (547) |
USD | 29,618 | PLN | 115,000 | DB | 6/18/2025 | — | (1,095) |
USD | 37,247 | PLN | 145,000 | GSI | 6/18/2025 | — | (1,478) |
USD | 186,487 | PLN | 710,000 | MSI | 6/18/2025 | — | (3,131) |
USD | 1,453,025 | PLN | 5,455,000 | BOA | 6/30/2025 | — | (3,397) |
USD | 264,470 | RON | 1,187,000 | BARC | 6/18/2025 | — | (1,401) |
USD | 54,856 | RON | 250,000 | HSBC | 6/18/2025 | — | (1,141) |
USD | 6,500 | RON | 30,000 | MSI | 6/18/2025 | — | (219) |
USD | 55,099 | RON | 242,000 | SCB | 6/18/2025 | $894 | — |
USD | 84,611 | RON | 380,000 | BARC | 6/30/2025 | — | (424) |
USD | 20,625 | RSD | 2,145,000 | CITI | 6/18/2025 | — | (154) |
USD | 6,266 | RSD | 649,000 | CITI | 6/30/2025 | — | (20) |
USD | 114,151 | SEK | 1,090,000 | CITI | 6/30/2025 | 270 | — |
USD | 26,358 | SGD | 35,000 | DB | 6/18/2025 | — | (804) |
USD | 90,540 | SGD | 120,000 | GSI | 6/18/2025 | — | (2,588) |
USD | 1,276,384 | SGD | 1,640,000 | HSBC | 6/30/2025 | 2,664 | — |
USD | 563,566 | THB | 18,740,000 | BARC | 6/18/2025 | — | (7,862) |
USD | 117,855 | THB | 3,960,000 | HSBC | 6/18/2025 | — | (2,895) |
USD | 47,372 | THB | 1,540,000 | SCB | 6/18/2025 | 413 | — |
USD | 811,582 | THB | 26,600,000 | BARC | 6/30/2025 | — | (272) |
USD | 119,776 | TRY | 4,785,000 | BARC | 6/18/2025 | — | (183) |
USD | 43,499 | TRY | 1,810,000 | BOA | 6/18/2025 | — | (1,877) |
USD | 45,882 | TRY | 1,900,000 | CITI | 6/18/2025 | — | (1,751) |
USD | 42,014 | TRY | 1,695,000 | GSI | 6/30/2025 | 32 | — |
USD | 489,227 | TRY | 20,890,000 | CITI | 7/28/2025 | — | (13,077) |
USD | 82,096 | UYU | 3,540,000 | CITI | 6/18/2025 | — | (2,796) |
USD | 3,823 | UYU | 160,000 | HSBC | 6/30/2025 | — | (8) |
USD | 28,585 | UYU | 1,240,000 | JPM | 7/23/2025 | — | (1,006) |
USD | 93,621 | ZAR | 1,760,000 | CITI | 6/18/2025 | — | (4,144) |
USD | 599,758 | ZAR | 10,963,000 | HSBC | 6/18/2025 | — | (9,215) |
USD | 3,054 | ZAR | 56,000 | JPM | 6/18/2025 | — | (57) |
USD | 148,661 | ZAR | 2,727,000 | MSI | 6/18/2025 | — | (2,818) |
USD | 10,612 | ZAR | 190,000 | SCB | 6/18/2025 | 58 | — |
USD | 80,857 | ZAR | 1,472,000 | SSB | 6/18/2025 | — | (910) |
USD | 913,344 | ZAR | 16,470,000 | MSI | 6/30/2025 | — | (724) |
UYU | 3,540,000 | USD | 82,475 | JPM | 6/18/2025 | 2,417 | — |
UYU | 1,240,000 | USD | 27,692 | HSBC | 7/23/2025 | 1,899 | — |
ZAR | 580,000 | USD | 32,311 | BOA | 6/18/2025 | — | (93) |
ZAR | 440,000 | USD | 23,722 | CITI | 6/18/2025 | 720 | — |
ZAR | 7,525,000 | USD | 416,568 | GSI | 6/18/2025 | 1,431 | — |
ZAR | 2,652,000 | USD | 143,432 | MSI | 6/18/2025 | 3,882 | — |
ZAR | 1,816,000 | USD | 99,001 | SSB | 6/18/2025 | 1,875 | — |
ZAR | 16,131,000 | USD | 894,545 | MSI | 6/30/2025 | 709 | — |
$421,831 | $(481,956) |
Interest rate swaps | ||||||||||
Counterparty (OTC)/ Centrally cleared | Notional amount | Currency | Payments made | Payments received | Fixed payment frequency | Floating payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Centrally cleared | 37,290,000 | NOK | NOK NIBOR NIBR | Fixed 4.340% | Annual | Semi-Annual | Jun 2027 | $(743) | $14,868 | $14,125 |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 25 |
Interest rate swaps (continued) | ||||||||||
Counterparty (OTC)/ Centrally cleared | Notional amount | Currency | Payments made | Payments received | Fixed payment frequency | Floating payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation)
| Value |
Centrally cleared | 4,540,000 | CNY | Fixed 2.468% | CNY CNREPOFIX Reuters | Quarterly | Quarterly | Sep 2028 | — | $(21,041) | $(21,041) |
Centrally cleared | 11,730,000 | CNY | Fixed 2.467% | CNY CNREPOFIX Reuters | Quarterly | Quarterly | Sep 2028 | — | (54,290) | (54,290) |
Centrally cleared | 9,520,000 | CNY | Fixed 2.400% | CNY CNREPOFIX Reuters | Quarterly | Quarterly | Sep 2028 | — | (39,484) | (39,484) |
Centrally cleared | 9,520,000 | CNY | Fixed 2.362% | CNY CNREPOFIX Reuters | Quarterly | Quarterly | Sep 2028 | — | (37,847) | (37,847) |
Centrally cleared | 250,000 | USD | Fixed 3.704% | USD Compounded SOFR | Annual | Annual | May 2029 | — | (867) | (867) |
Centrally cleared | 18,910,000 | CNY | Fixed 2.010% | CNY CNREPOFIX Reuters | Quarterly | Quarterly | Sep 2029 | — | (57,474) | (57,474) |
Centrally cleared | 9,430,000 | CNY | Fixed 1.753% | CNY CNREPOFIX Reuters | Quarterly | Quarterly | Sep 2029 | — | (14,571) | (14,571) |
Centrally cleared | 130,040,000 | INR | Fixed 6.055% | INR MIBOR Compounded OIS | Semi-Annual | Semi-Annual | Mar 2030 | — | (24,481) | (24,481) |
Centrally cleared | 208,070,000 | INR | Fixed 6.033% | INR MIBOR Compounded OIS | Semi-Annual | Semi-Annual | Mar 2030 | — | (36,947) | (36,947) |
Centrally cleared | 127,865,000 | INR | Fixed 5.952% | INR MIBOR Compounded OIS | Semi-Annual | Semi-Annual | Mar 2030 | — | (17,735) | (17,735) |
Centrally cleared | 18,580,000 | CNY | Fixed 1.573% | CNY CNREPOFIX Reuters | Quarterly | Quarterly | Jun 2030 | — | (11,024) | (11,024) |
Centrally cleared | 17,420,000 | NOK | NOK NIBOR NIBR | Fixed 4.030% | Annual | Semi-Annual | Sep 2030 | $1,877 | 6,352 | 8,229 |
Centrally cleared | 590,000 | CHF | Fixed 0.885% | CHF SARON Compounded OIS | Annual | Annual | Sep 2034 | — | (8,529) | (8,529) |
Centrally cleared | 1,050,000 | CHF | Fixed 0.785% | CHF SARON Compounded OIS | Annual | Annual | Dec 2034 | — | (6,889) | (6,889) |
Centrally cleared | 1,870,000 | SGD | Fixed 2.414% | SGD Compounded SORA | Semi-Annual | Semi-Annual | Jun 2035 | — | (21,741) | (21,741) |
Centrally cleared | 4,550,000 | PLN | Fixed 4.410% | PLN WIBOR WIBO | Annual | Semi-Annual | Jun 2035 | — | (150) | (150) |
Centrally cleared | 1,080,000 | CHF | Fixed 0.888% | CHF SARON Compounded OIS | Annual | Annual | Jun 2035 | — | (10,129) | (10,129) |
Centrally cleared | 4,460,000 | PLN | Fixed 4.691% | PLN WIBOR WIBO | Annual | Semi-Annual | Sep 2035 | — | (27,309) | (27,309) |
Centrally cleared | 1,020,000 | CHF | Fixed 0.800% | CHF SARON Compounded OIS | Annual | Annual | Sep 2035 | — | (2,580) | (2,580) |
Centrally cleared | 97,490,000 | JPY | JPY TONAR OIS COMPOUND | Fixed 2.030% | Annual | Annual | Sep 2035 | (9,740) | (16,021) | (25,761) |
$(8,606) | $(387,889) | $(396,495) |
Credit default swaps - Buyer | ||||||||||
Counterparty (OTC)/ Centrally cleared | Reference obligation | Notional amount | Currency | USD notional amount | Pay fixed rate | Fixed payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
BARC | Federative Republic of Brazil | 485,000 | USD | $485,000 | 1.000% | Quarterly | Jun 2030 | $18,986 | $(6,747) | $12,239 |
BARC | Federative Republic of Brazil | 240,000 | USD | 240,000 | 1.000% | Quarterly | Jun 2030 | 6,727 | (670) | 6,057 |
BARC | Federative Republic of Brazil | 240,000 | USD | 240,000 | 1.000% | Quarterly | Jun 2030 | 6,578 | (508) | 6,070 |
BARC | People’s Republic of China | 1,840,000 | USD | 1,840,000 | 1.000% | Quarterly | Jun 2030 | (39,655) | (4,933) | (44,588) |
BARC | Petroleo Brasileiro SA | 245,000 | USD | 245,000 | 1.000% | Quarterly | Jun 2030 | 8,511 | (1,318) | 7,193 |
BARC | Petroleo Brasileiro SA | 245,000 | USD | 245,000 | 1.000% | Quarterly | Jun 2030 | 8,081 | (888) | 7,193 |
BARC | Petroleo Brasileiro SA | 245,000 | USD | 245,000 | 1.000% | Quarterly | Jun 2030 | 7,981 | (788) | 7,193 |
BARC | Republic of Chile | 460,000 | USD | 460,000 | 1.000% | Quarterly | Jun 2030 | (8,278) | (1,250) | (9,528) |
BARC | Republic of Chile | 230,000 | USD | 230,000 | 1.000% | Quarterly | Jun 2030 | (4,580) | (184) | (4,764) |
BARC | Republic of Chile | 230,000 | USD | 230,000 | 1.000% | Quarterly | Jun 2030 | (4,627) | (137) | (4,764) |
BARC | Republic of Colombia | 250,000 | USD | 250,000 | 1.000% | Quarterly | Jun 2030 | 13,470 | 395 | 13,865 |
BARC | Republic of Indonesia | 235,000 | USD | 235,000 | 1.000% | Quarterly | Jun 2030 | (1,798) | (876) | (2,674) |
BARC | Republic of Indonesia | 235,000 | USD | 235,000 | 1.000% | Quarterly | Jun 2030 | (2,066) | (608) | (2,674) |
BARC | Republic of Peru | 230,000 | USD | 230,000 | 1.000% | Quarterly | Jun 2030 | (1,090) | (895) | (1,985) |
BARC | United Mexican States | 1,420,000 | USD | 1,420,000 | 1.000% | Quarterly | Jun 2030 | 10,800 | (894) | 9,906 |
BOA | Petroleo Brasileiro SA | 490,000 | USD | 490,000 | 1.000% | Quarterly | Jun 2030 | 20,273 | (5,887) | 14,386 |
BOA | Republic of Chile | 230,000 | USD | 230,000 | 1.000% | Quarterly | Jun 2030 | (4,410) | (354) | (4,764) |
BOA | Republic of Indonesia | 235,000 | USD | 235,000 | 1.000% | Quarterly | Jun 2030 | (1,800) | (874) | (2,674) |
BOA | Republic of Indonesia | 235,000 | USD | 235,000 | 1.000% | Quarterly | Jun 2030 | (2,227) | (434) | (2,661) |
BOA | Republic of Panama | 245,000 | USD | 245,000 | 1.000% | Quarterly | Jun 2030 | 11,212 | (522) | 10,690 |
CITI | Barclays PLC | 120,000 | EUR | 124,356 | 1.000% | Quarterly | Dec 2029 | 632 | (559) | 73 |
GSI | Emirate of Abu Dhabi | 2,050,000 | USD | 2,050,000 | 1.000% | Quarterly | Jun 2030 | (60,286) | (5,499) | (65,785) |
GSI | Federative Republic of Brazil | 240,000 | USD | 240,000 | 1.000% | Quarterly | Jun 2030 | 6,891 | (834) | 6,057 |
GSI | Federative Republic of Brazil | 240,000 | USD | 240,000 | 1.000% | Quarterly | Jun 2030 | 6,680 | (623) | 6,057 |
GSI | Government of Malaysia | 1,380,000 | USD | 1,380,000 | 1.000% | Quarterly | Jun 2030 | (28,940) | (6,270) | (35,210) |
26 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
Credit default swaps - Buyer (continued) | ||||||||||
Counterparty (OTC)/ Centrally cleared | Reference obligation | Notional amount | Currency | USD notional amount | Pay fixed rate | Fixed payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation)
| Value |
GSI | Societe Generale SA | 15,000 | EUR | $16,273 | 1.000% | Quarterly | Jun 2030 | $226 | $(114) | $112 |
GSI | State of Qatar | 2,510,000 | USD | 2,510,000 | 1.000% | Quarterly | Jun 2030 | (74,992) | (6,080) | (81,072) |
JPM | Republic of Indonesia | 700,000 | USD | 700,000 | 1.000% | Quarterly | Jun 2030 | (5,202) | (2,763) | (7,965) |
JPM | Republic of South Africa | 495,000 | USD | 495,000 | 1.000% | Quarterly | Jun 2030 | 23,144 | (1,267) | 21,877 |
MSI | Federative Republic of Brazil | 245,000 | USD | 245,000 | 1.000% | Quarterly | Jun 2030 | 9,048 | (2,865) | 6,183 |
MSI | Republic of Chile | 230,000 | USD | 230,000 | 1.000% | Quarterly | Jun 2030 | (4,524) | (227) | (4,751) |
MSI | Republic of Colombia | 250,000 | USD | 250,000 | 1.000% | Quarterly | Jun 2030 | 13,744 | 135 | 13,879 |
MSI | Republic of Panama | 245,000 | USD | 245,000 | 1.000% | Quarterly | Jun 2030 | 10,771 | (81) | 10,690 |
MSI | Republic of Panama | 245,000 | USD | 245,000 | 1.000% | Quarterly | Jun 2030 | 10,273 | 417 | 10,690 |
MSI | Republic of South Africa | 245,000 | USD | 245,000 | 1.000% | Quarterly | Jun 2030 | 11,418 | (590) | 10,828 |
MSI | Republic of South Africa | 245,000 | USD | 245,000 | 1.000% | Quarterly | Jun 2030 | 11,112 | (270) | 10,842 |
MSI | United Mexican States | 235,000 | USD | 235,000 | 1.000% | Quarterly | Jun 2030 | 1,895 | (256) | 1,639 |
MSI | United Mexican States | 235,000 | USD | 235,000 | 1.000% | Quarterly | Jun 2030 | 2,210 | (571) | 1,639 |
$18,195,629 | $(23,812) | $(56,689) | $(80,501) | |||||||
Centrally cleared | CDX.EM.42 | 5,635,000 | USD | 5,635,000 | 1.000% | Quarterly | Dec 2029 | 128,676 | (18,756) | 109,920 |
Centrally cleared | iTraxx Europe Crossover Series 43 Version 1 | 1,335,000 | EUR | 1,506,642 | 5.000% | Quarterly | Jun 2030 | (132,908) | (13,173) | (146,081) |
Centrally cleared | iTraxx Europe Senior Financials Series 43 Version 1 | 1,635,000 | EUR | 1,840,945 | 1.000% | Quarterly | Jun 2030 | (33,894) | (3,631) | (37,525) |
Centrally cleared | iTraxx Europe Series 43 Version 1 | 825,000 | EUR | 923,175 | 1.000% | Quarterly | Jun 2030 | (19,124) | (1,623) | (20,747) |
Centrally cleared | iTraxx Europe Sub Financials Series 43 Version 1 | 425,000 | EUR | 475,575 | 1.000% | Quarterly | Jun 2030 | 580 | 94 | 674 |
$10,381,337 | $(56,670) | $(37,089) | $(93,759) | |||||||
$28,576,966 | $(80,482) | $(93,778) | $(174,260) |
Credit default swaps - Seller | |||||||||||
Counterparty (OTC)/ Centrally cleared | Reference obligation | Implied credit spread | Notional amount | Currency | USD notional amount | Received fixed rate | Fixed payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
BOA | Anglo American Capital PLC | 0.679% | 155,000 | EUR | $169,826 | 5.000% | Quarterly | Dec 2028 | $19,088 | $8,798 | $27,886 |
BOA | Anglo American Capital PLC | 0.679% | 155,000 | EUR | 170,306 | 5.000% | Quarterly | Dec 2028 | 19,014 | 8,872 | 27,886 |
CITI | Danske Bank A/S | 1.021% | 115,000 | EUR | 119,174 | 1.000% | Quarterly | Dec 2029 | (278) | 424 | 146 |
GSI | Lloyds Banking Group PLC | 1.087% | 15,000 | EUR | 16,273 | 1.000% | Quarterly | Jun 2030 | (185) | 149 | (36) |
$475,579 | $37,639 | $18,243 | $55,882 | ||||||||
Centrally cleared | CDX.NA.HY.44 | 3.510% | 207,625 | USD | 207,625 | 5.000% | Quarterly | Jun 2030 | 6,168 | 8,693 | 14,861 |
$207,625 | $6,168 | $8,693 | $14,861 | ||||||||
$683,204 | $43,807 | $26,936 | $70,743 |
Total return swaps | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1,540,000 | Jun 2025 | JPM | — | $(34,305) | $(34,305) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2,480,000 | Sep 2025 | JPM | — | (26,744) | (26,744) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 750,000 | Jun 2025 | MSI | — | (14,001) | (14,001) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 935,000 | Jun 2025 | MSI | — | (11,623) | (11,623) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 470,000 | Jun 2025 | MSI | — | (3,372) | (3,372) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 465,000 | Jun 2025 | MSI | — | (4,356) | (4,356) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 465,000 | Jun 2025 | MSI | — | (2,771) | (2,771) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 465,000 | Jun 2025 | MSI | — | (2,578) | (2,578) |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1,155,000 | Jun 2025 | MSI | — | (5,848) | (5,848) |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 465,000 | Jun 2025 | MSI | — | (4,344) | (4,344) |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 460,000 | Jun 2025 | MSI | — | (13,962) | (13,962) |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 27 |
Total return swaps (continued) | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 460,000 | Jun 2025 | MSI | — | $(19,623) | $(19,623) |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 920,000 | Jun 2025 | MSI | — | (38,118) | (38,118) |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 930,000 | Jun 2025 | MSI | — | (9,997) | (9,997) |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 925,000 | Jun 2025 | MSI | — | (7,572) | (7,572) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1,210,000 | Sep 2025 | MSI | — | (14,232) | (14,232) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2,480,000 | Sep 2025 | MSI | — | (18,415) | (18,415) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2,470,000 | Sep 2025 | MSI | — | (19,504) | (19,504) |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 470,000 | Sep 2025 | MSI | — | 966 | 966 |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2,475,000 | Sep 2025 | MSI | — | 3,336 | 3,336 |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 2,490,000 | Sep 2025 | MSI | — | (21,375) | (21,375) |
— | $(268,438) | $(268,438) |
Inflation swaps | |||||||||||
Counterparty (OTC)/ Centrally cleared | Notional amount | Currency | USD notional amount | Payments made | Payments received | Fixed payment frequency | Floating payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
CITI | 1,155,000 | USD | $1,155,000 | Fixed 2.793% | USA CPI All Urban Consumers | At Maturity | At Maturity | Feb 2052 | — | $(47,813) | $(47,813) |
$1,155,000 | — | $(47,813) | $(47,813) |
Derivatives Currency Abbreviations | |
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
CHF | Swiss Franc |
CLP | Chilean Peso |
CNY | Chinese Yuan Renminbi |
COP | Colombian Peso |
CZK | Czech Republic Koruna |
EGP | Egyptian Pound |
EUR | Euro |
GBP | Pound Sterling |
HKD | Hong Kong Dollar |
HUF | Hungarian Forint |
IDR | Indonesian Rupiah |
ILS | Israeli New Shekel |
INR | Indian Rupee |
JPY | Japanese Yen |
KRW | Korean Won |
KZT | Kazakhstan Tenge |
MXN | Mexican Peso |
MYR | Malaysian Ringgit |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
PEN | Peruvian Nuevo Sol |
PHP | Philippine Peso |
PLN | Polish Zloty |
RON | Romanian New Leu |
SEK | Swedish Krona |
SGD | Singapore Dollar |
28 | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | SEE NOTES TO FUND’S INVESTMENTS |
THB | Thai Bhat |
TRY | Turkish Lira |
USD | U.S. Dollar |
UYU | Uruguayan Peso |
ZAR | South African Rand |
Derivatives Abbreviations | |
BARC | Barclays Bank PLC |
BOA | Bank of America, N.A. |
CITI | Citibank, N.A. |
CNREPOFIX | China Fixing Repo Rate |
CPI | Consumer Price Index |
DB | Deutsche Bank AG |
GSI | Goldman Sachs International |
HSBC | HSBC Bank PLC |
JPM | JPMorgan Chase Bank, N.A. |
MIBOR | Mumbai Interbank Offered Rate |
MSI | Morgan Stanley & Co. International PLC |
NIBOR | Norwegian Interbank Offered Rate |
OIS | Overnight Index Swap |
OTC | Over-the-counter |
SARON | Swiss Average Rate Overnight |
SCB | Standard Chartered Bank |
SOFR | Secured Overnight Financing Rate |
SORA | Singapore Overnight Rate Average |
SSB | State Street Bank and Trust Company |
TONAR | Tokyo Overnight Average Rate |
WIBOR | Warsaw Interbank Offered Rate |
SEE NOTES TO FUND’S INVESTMENTS | JOHN HANCOCK OPPORTUNISTIC FIXED INCOME FUND | QUARTERLY REPORT | 29 |
Total value at 5-31-25 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $54,665,096 | — | $54,665,096 | — |
Foreign government obligations | 46,676,720 | — | 46,676,720 | — |
Corporate bonds | 19,682,213 | — | 19,682,213 | — |
Convertible bonds | 8,912,840 | — | 8,912,840 | — |
Term loans | 2,718,518 | — | 2,718,518 | — |
Collateralized mortgage obligations | 4,662,781 | — | 4,662,781 | — |
Asset-backed securities | 3,611,468 | — | 3,611,468 | — |
Common stocks | 21,498 | — | 12,803 | $8,695 |
Preferred securities | 1,322,536 | $1,322,536 | — | — |
Exchange-traded funds | 1,967,901 | 1,967,901 | — | — |
Escrow certificates | 46 | — | — | 46 |
Short-term investments | 21,019,610 | 21,019,610 | — | — |
Total investments in securities | $165,261,227 | $24,310,047 | $140,942,439 | $8,741 |
Liabilities | ||||
Sale commitments outstanding | $(6,339,550) | — | $(6,339,550) | — |
Derivatives: | ||||
Assets | ||||
Futures | 232,068 | $232,068 | — | — |
30 | | |
Total value at 5-31-25 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
(continued) | ||||
Forward foreign currency contracts | $421,831 | — | $421,831 | — |
Swap contracts | 403,387 | — | 403,387 | — |
Liabilities | ||||
Futures | (155,744) | $(155,744) | — | — |
Forward foreign currency contracts | (481,956) | — | (481,956) | — |
Swap contracts | (1,219,650) | — | (1,219,650) | — |
Level 3 includes securities valued at $0. Refer to Fund’s investments. |
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 | 155,644 | $140,686 | $15,847,362 | $(14,431,270) | $55 | $11 | $4,817 | — | $1,556,844 |
| | 31 |