John Hancock

Preferred Income Fund II

Quarterly portfolio holdings 4/30/19

Fund’s investments

As of 4-30-19 (unaudited)
	Shares		Value
Preferred securities (A) 122.3% (79.9% of Total investments)			$	542,149,048
(Cost $534,747,638)
Communication services 10.8%				48,076,792
Diversified telecommunication services 2.7%
Qwest Corp., 6.125%		30,000		682,800
Qwest Corp., 6.500%		110,790		2,555,925
Qwest Corp., 6.750%		220,000		5,295,400
Qwest Corp., 6.875%		138,346		3,537,507
Wireless telecommunication services 8.1%
Telephone & Data Systems, Inc., 6.625% (B)		168,297		4,589,459
Telephone & Data Systems, Inc., 6.875% (B)		115,519		2,949,200
Telephone & Data Systems, Inc., 7.000% (B)		283,000		7,188,200
United States Cellular Corp., 6.950% (B)(C)		673,600		16,893,888
United States Cellular Corp., 7.250%		165,825		4,384,413
Consumer staples 3.2%				14,000,000
Food and staples retailing 3.2%
Ocean Spray Cranberries, Inc., 6.250% (D)		160,000		14,000,000
Energy 1.3%				5,550,300
Oil, gas and consumable fuels 1.3%
Enbridge, Inc., Series B (6.375% to 4-15-23, then 3 month LIBOR + 3.593%) (B)		210,000		5,550,300
Financials 50.4%				223,571,700
Banks 26.7%
Bank of America Corp., 6.500% (B)		180,000		4,629,600
Bank of America Corp., 6.625%		31,922		821,034
BB&T Corp. (Callable 5-31-19), 5.200% (B)(C)		326,250		8,094,263
BB&T Corp., 5.625% (B)(C)		474,675		12,104,213
Citigroup Capital XIII (3 month LIBOR + 6.370%), 8.949% (B)(E)		265,000		7,173,550
Citigroup, Inc. (7.125% to 9-30-23, then 3 month LIBOR + 4.040%) (B)		300,564		8,328,628
GMAC Capital Trust I (3 month LIBOR + 5.785%), 8.469% (E)		241,900		6,361,970
JPMorgan Chase & Co., 5.450% (B)		60,000		1,548,000
JPMorgan Chase & Co., 6.000% (B)		169,000		4,515,680
JPMorgan Chase & Co., 6.100% (B)		276,500		7,252,595
JPMorgan Chase & Co., 6.125% (B)		501,419		12,996,780
JPMorgan Chase & Co., 6.300% (B)		30,000		776,700
MB Financial, Inc., 6.000%		150,000		3,810,000
Synovus Financial Corp. (6.300% to 6-21-23, then 3 month LIBOR + 3.352%)		164,500		4,406,955
The PNC Financial Services Group, Inc., 5.375% (B)		70,000		1,759,800
The PNC Financial Services Group, Inc. (6.125% to 5-1-22, then 3 month LIBOR + 4.067%) (B)		145,000		3,858,450
U.S. Bancorp (6.500% to 1-15-22, then 3 month LIBOR + 4.468%) (B)		570,000		15,247,500
Wells Fargo & Company, 6.000% (B)		250,000		6,435,000
Wells Fargo & Company (6.625% to 3-15-24, then 3 month LIBOR + 3.690%) (B)(C)		269,225		7,503,301
Western Alliance Bancorp, 6.250%		20,000		528,000
Capital markets 7.7%
Ares Management Corp., 7.000%		2,525		66,206
Deutsche Bank Contingent Capital Trust II, 6.550%		5,500		137,940
Morgan Stanley, 6.625% (B)		175,000		4,457,250
Morgan Stanley (6.375% to 10-15-24, then 3 month LIBOR + 3.708%)		125,000		3,383,750
Morgan Stanley (6.875% to 1-15-24, then 3 month LIBOR + 3.940%)		86,000		2,370,160
Morgan Stanley (7.125% to 10-15-23, then 3 month LIBOR + 4.320%) (B)(C)		405,472		11,251,848

2     JOHN HANCOCK PREFERRED INCOME FUND II     |     QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

	Shares		Value
Financials (continued)
Capital markets (continued)
State Street Corp., 5.250% (B)		45,000	$	1,122,300
State Street Corp., 6.000% (B)		445,000		11,418,700
Consumer finance 2.6%
Capital One Financial Corp., 6.200% (B)		195,395		5,086,132
Capital One Financial Corp., 6.700%		52,925		1,365,994
Navient Corp., 6.000% (B)		244,271		5,293,353
Insurance 13.2%
Aegon NV, 6.375% (B)(C)		392,498		10,067,574
Aegon NV, 6.500% (B)		220,000		5,570,400
American International Group, Inc., 5.850%		170,000		4,420,000
Assurant, Inc., 6.500%		15,000		1,560,150
Brighthouse Financial, Inc., 6.600%		180,200		4,759,082
Prudential Financial, Inc., 5.750% (B)		120,000		3,033,600
Prudential PLC, 6.500% (B)		103,000		2,710,960
The Hartford Financial Services Group, Inc. (7.875% to 4-15-22, then 3 month LIBOR + 5.596%) (B)		46,750		1,292,638
The Phoenix Companies, Inc., 7.450% (B)		216,500		3,494,310
Unum Group, 6.250%		127,500		3,329,025
W.R. Berkley Corp., 5.625% (B)		733,545		18,397,309
Thrifts and mortgage finance 0.2%
Federal National Mortgage Association, Series S, 8.250% (F)		75,000		831,000
Industrials 2.2%				9,718,556
Machinery 2.2%
Stanley Black & Decker, Inc., 5.750% (B)		385,504		9,718,556
Real estate 10.4%				46,115,407
Equity real estate investment trusts 10.4%
American Homes 4 Rent, Series D, 6.500%		71,825		1,899,771
American Homes 4 Rent, Series E, 6.350%		35,000		924,000
American Homes 4 Rent, Series F, 5.875%		146,511		3,640,798
American Homes 4 Rent, Series G, 5.875%		117,500		2,931,625
Crown Castle International Corp., 6.875% (B)		7,000		8,064,779
Digital Realty Trust, Inc., 6.350%		922		23,907
Digital Realty Trust, Inc., 6.625%		10,925		291,916
Federal Realty Investment Trust, Series C, 5.000% (B)		80,000		1,926,400
Kimco Realty Corp., 6.000% (B)		315,396		7,976,365
Public Storage, 5.200% (B)		130,375		3,222,870
Public Storage, 5.375%		21,275		528,046
Senior Housing Properties Trust, 5.625% (B)		683,020		14,684,930
Utilities 44.0%				195,116,293
Electric utilities 17.7%
American Electric Power Company, Inc., 6.125%		130,000		6,757,400
Duke Energy Corp., 5.125% (B)(C)		656,624		16,382,769
Duke Energy Corp., 5.750% (B)		160,000		4,163,200
Entergy Louisiana LLC, 5.250% (B)		120,000		3,034,800
HECO Capital Trust III, 6.500%		187,750		4,724,316
Interstate Power & Light Company, 5.100% (B)		108,837		2,774,255
NextEra Energy Capital Holdings, Inc., 5.125% (B)		80,000		1,968,800
NSTAR Electric Company, 4.780%		15,143		1,471,597
PPL Capital Funding, Inc., 5.900% (B)		855,000		21,759,750
SCE Trust II, 5.100% (B)		507,795		10,826,189

SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT     |     JOHN HANCOCK PREFERRED INCOME FUND II     3

					Shares		Value
Utilities (continued)
Electric utilities (continued)
SCE Trust III (5.750% to 3-15-24, then 3 month LIBOR + 2.990%) (B)						20,000	$	488,000
The Southern Company, 6.250% (B)						155,000		4,045,500
Gas utilities 2.5%
South Jersey Industries, Inc., 7.250%						213,600		11,028,168
Multi-utilities 23.0%
Algonquin Power & Utilities Corp. (6.875% to 10-17-23, then 3 month LIBOR + 3.677%) (B)						314,400		8,419,632
CenterPoint Energy, Inc., 7.000%						334,000		17,782,160
CMS Energy Corp., 5.625% (B)						187,515		4,927,894
Dominion Energy, Inc., 6.750% (B)						609,667		30,623,573
DTE Energy Company, 5.250% (B)(C)						332,677		8,410,075
DTE Energy Company, 5.250% (B)						160,000		4,078,400
DTE Energy Company, 6.000% (B)						76,475		2,028,882
DTE Energy Company, 6.500% (B)						68,850		3,842,519
Integrys Holding, Inc. (6.000% to 8-1-23, then 3 month LIBOR + 3.220%) (B)(C)						237,872		6,137,098
NiSource, Inc. (6.500% to 3-15-24, then 5 Year CMT + 3.632%)						288,000		7,597,440
Sempra Energy, 6.000%						31,200		3,334,968
Sempra Energy, 6.750%						43,600		4,688,308
Water utilities 0.8%
Aqua America, Inc., 6.000%						70,000		3,820,600
Common stocks 4.0% (2.6% of Total investments)							$	17,659,328
(Cost $21,152,934)
Communication services 0.4%								1,713,000
Diversified telecommunication services 0.4%
CenturyLink, Inc. (B)						150,000		1,713,000
Energy 3.6%								15,946,328
Oil, gas and consumable fuels 3.6%
BP PLC, ADR (B)(C)						10,000		437,300
Equitrans Midstream Corp. (B)						323,446		6,737,380
Kinder Morgan, Inc. (B)						441,452		8,771,648
	Rate (%)		Maturity date		Par value^		Value
Corporate bonds 25.2% (16.5% of Total investments)							$	111,832,546
(Cost $110,254,069)
Communication services 1.5%								6,578,576
Wireless telecommunication services 1.5%
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%)		7.000		04-04-79		6,262,000		6,578,576
Consumer discretionary 2.1%								9,422,483
Automobiles 2.1%
General Motors Financial Company, Inc. (6.500% to 9-30-28, then 3 month LIBOR + 3.436%) (B)(C)(G)		6.500		09-30-28		9,739,000		9,422,483
Energy 5.0%								21,973,795
Oil, gas and consumable fuels 5.0%
DCP Midstream LP (7.375% to 12-15-22, then 3 month LIBOR + 5.148%) (G)		7.375		12-15-22		9,297,000		9,157,545
Energy Transfer Operating LP (3 month LIBOR + 3.018%) (B)(E)		5.754		11-01-66		8,050,000		6,641,250
Energy Transfer Operating LP (6.625% to 2-15-28, then 3 month LIBOR + 4.155%) (B)(G)		6.625		02-15-28		6,500,000		6,175,000

4     JOHN HANCOCK PREFERRED INCOME FUND II     |     QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

	Rate (%)		Maturity date		Par value^		Value
Financials 12.8%							$	56,892,089
Banks 9.2%
Bank of America Corp. (5.875% to 3-15-28, then 3 month LIBOR + 2.931%) (G)		5.875		03-15-28		1,000,000		1,032,500
Barclays PLC (7.750% to 9-15-23, then 5 Year U.S. Swap Rate + 4.842%) (G)		7.750		09-15-23		3,000,000		3,101,250
BNP Paribas SA (7.375% to 8-19-25, then 5 Year U.S. Swap Rate + 5.150%) (G)		7.375		08-19-25		6,800,000		7,352,500
Citizens Financial Group, Inc. (6.000% to 7-6-23, then 3 month LIBOR + 3.003%) (G)		6.000		07-06-23		2,750,000		2,777,500
Citizens Financial Group, Inc. (6.375% to 4-6-24, then 3 month LIBOR + 3.157%) (B)(G)		6.375		04-06-24		6,000,000		6,180,000
HSBC Holdings PLC (6.500% to 3-23-28, then 5 Year U.S. ISDAFIX + 3.606%) (B)(G)		6.500		03-23-28		6,500,000		6,613,750
Huntington Bancshares, Inc. (5.700% to 4-15-23, then 3 month LIBOR + 2.880%) (G)		5.700		04-15-23		2,000,000		2,005,000
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (B)(G)		7.500		06-27-24		6,000,000		6,300,000
The Royal Bank of Scotland Group PLC (8.000% to 8-10-25, then 5 Year U.S. Swap Rate + 5.720%) (G)		8.000		08-10-25		3,175,000		3,456,781
Wells Fargo & Company (5.900% to 6-15-24, then 3 month LIBOR + 3.110%) (B)(G)		5.900		06-15-24		2,000,000		2,078,000
Capital markets 1.3%
Credit Suisse Group AG (7.250% to 9-12-25, then 5 Year U.S. Swap Rate + 4.332%) (D)(G)		7.250		09-12-25		2,400,000		2,494,800
Credit Suisse Group AG (7.500% to 7-17-23, then 5 Year U.S. Swap Rate + 4.600%) (D)(G)		7.500		07-17-23		3,290,000		3,450,388
Consumer finance 1.1%
Discover Financial Services (5.500% to 10-30-27, then 3 month LIBOR + 3.076%) (B)(G)		5.500		10-30-27		5,000,000		4,843,750
Insurance 1.2%
MetLife, Inc. (5.875% to 3-15-28, then 3 month LIBOR + 2.959%) (B)(G)		5.875		03-15-28		4,000,000		4,170,000
Prudential Financial, Inc. (5.700% to 9-15-28, then 3 month LIBOR + 2.665%)		5.700		09-15-48		1,000,000		1,035,870
Utilities 3.8%								16,965,603
Electric utilities 1.8%
Emera, Inc. (6.750% to 6-15-26, then 3 month LIBOR + 5.440%)		6.750		06-15-76		3,750,000		4,034,513
Southern California Edison Company (6.250% to 2-1-22, then 3 month LIBOR + 4.199%) (B)(C)(G)		6.250		02-01-22		4,000,000		3,996,280
Multi-utilities 2.0%
CenterPoint Energy, Inc. (6.125% to 9-1-23, then 3 month LIBOR + 3.270%) (B)(C)(G)		6.125		09-01-23		7,275,000		7,429,230
NiSource, Inc. (5.650% to 6-15-23, then 5 Year CMT + 2.843%) (G)		5.650		06-15-23		1,500,000		1,505,580
Capital preferred securities (H) 1.4% (0.9% of Total investments)							$	5,935,284
(Cost $5,574,000)
Utilities 1.4%								5,935,284
Multi-utilities 1.4%
Dominion Resources Capital Trust III (B)		8.400		01-15-31		5,000,000		5,935,284
	Yield* (%)		Maturity date		Par value^		Value
Short-term investments 0.1% (0.1% of Total investments)							$	570,000
(Cost $570,000)
U.S. Government Agency 0.1%								570,000
Federal Agricultural Mortgage Corp. Discount Note		2.350		05-01-19		254,000		254,000
Federal Home Loan Bank Discount Note		2.300		05-01-19		316,000		316,000
Total investments (Cost $672,298,641) 153.0%							$	678,146,206
Other assets and liabilities, net (53.0%)								(234,968,429	)
Total net assets 100.0%							$	443,177,777

SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT    |    JOHN HANCOCK PREFERRED INCOME FUND II     5

The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund unless otherwise indicated.

^ All par values are denominated in U.S. dollars unless otherwise indicated.

Security Abbreviations and Legend

ADR	American Depositary Receipt
CMT	Constant Maturity Treasury
ISDAFIX	International Swaps and Derivatives Association Fixed Interest Rate Swap Rate
LIBOR	London Interbank Offered Rate
(A)	Includes preferred stocks and hybrid securities with characteristics of both equity and debt that pay dividends on a periodic basis.
(B)	All of a portion of this security is pledged as collateral pursuant to the Credit Facility Agreement. Total collateral value at 4-30-19 was $470,399.079. A portion of the securities pledged as collateral were loaned pursuant to the Credit Facility Agreement. The value of securities on loan amounted to $107,888,845.
(C)	All or a portion of this security is on loan as of 4-30-19, and is a component of the fund’s leverage under the Credit Facility Agreement.
(D)	These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration.
(E)	Variable rate obligation. The coupon rate shown represents the rate at period end.
(F)	Non-income producing security.
(G)	Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date.
(H)	Includes hybrid securities with characteristics of both equity and debt that trade with, and pay, interest income.
*	Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end.

The fund had the following country composition as a percentage of total investments on 4-30-19:

United States	88.8	%
United Kingdom	4.3	%
Canada	2.6	%
Netherlands	2.3	%
France	1.1	%
Other countries	0.9	%
TOTAL	100.0	%

6    JOHN HANCOCK PREFERRED INCOME FUND II    |    QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

DERIVATIVES

FUTURES

Open contracts	Number of contracts	Position	Expiration date	Notional basis^			Notional value^			Unrealized appreciation (depreciation)
10-Year U.S. Treasury Note Futures	520	Short	Jun 2019	$	(63,681,114	)	$	(64,309,375	)	$	(628,261	)
										$	(628,261	)

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

SWAPS

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

60,000,000

USD

Fixed 2.136

%

USD LIBOR BBA

(a)

Semi-Annual

Quarterly

Oct 2022

—

$

124,077

$

124,077

—

$

124,077

$

124,077

^(a)  At 4-30-19, the 3 month LIBOR was 2.576%

Derivatives Currency Abbreviations
USD	U.S. Dollar
Derivatives Abbreviations
BBA	The British Banker’s Association
LIBOR	London Interbank Offered Rate
OTC	Over-the-counter

See Notes to Fund’s investments regarding investment transactions and other derivatives information.

SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT    |    JOHN HANCOCK PREFERRED INCOME FUND II     7

Notes to Fund’s investments (unaudited)

Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value may be determined as of the regularly scheduled close of the NYSE pursuant to the fund’s Valuation Policies and Procedures.

In order to value the securities, the fund uses the following valuation techniques: Equity securities held by the fund are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Debt obligations are typically valued based on the evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Swaps are generally valued using evaluated prices obtained from an independent pricing vendor. Futures contracts are typically valued at the last traded price on the exchange on which they trade.

In certain instances, the Pricing Committee may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the fund’s Pricing Committee following procedures established by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund’s own assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the fund’s investments as of April 30, 2019, by major security category or type:

	Total value at 4-30-19			Level 1 quoted price			Level 2 significant observable inputs		Level 3 significant unobservable inputs
Investments in securities:
Assets
Preferred securities
Communication services	$	48,076,792		$	48,076,792			—		—
Consumer staples		14,000,000			—		$	14,000,000		—
Energy		5,550,300			5,550,300			—		—
Financials		223,571,700			216,267,390			7,304,310		—
Industrials		9,718,556			9,718,556			—		—
Real estate		46,115,407			38,050,628			8,064,779		—
Utilities		195,116,293			182,783,282			12,333,011		—
Common stocks		17,659,328			17,659,328			—		—
Corporate bonds		111,832,546			—			111,832,546		—
Capital preferred securities		5,935,284			—			5,935,284		—
Short-term investments		570,000			—			570,000		—
Total investments in securities	$	678,146,206		$	518,106,276		$	160,039,930		—
Derivatives:
Assets
Swap contracts	$	124,077			—		$	124,077		—
Liabilities
Futures		(628,261	)	$	(628,261	)		—		—

Derivative instruments. The fund may invest in derivatives in order to meet its investment objective. Derivatives include a variety of different instruments that may be traded in the over-the-counter (OTC) market, on a regulated exchange or through a clearing facility. The risks in using derivatives vary depending upon the structure of the instruments, including the use of leverage, optionality, the liquidity or lack of liquidity of the contract, the creditworthiness of the counterparty or clearing organization and the volatility of the position. Some derivatives involve risks that are potentially greater than the risks associated with investing directly in the referenced securities or other referenced underlying instrument. Specifically, the fund is exposed to the risk that the counterparty to an OTC derivatives contract will be unable or

8

unwilling to make timely settlement payments or otherwise honor its obligations. OTC derivatives transactions typically can only be closed out with the other party to the transaction.

Futures. A futures contract is a contractual agreement to buy or sell a particular currency or financial instrument at a pre-determined price in the future. Risks related to the use of futures contracts include possible illiquidity of the futures markets and contract prices that can be highly volatile and imperfectly correlated to movements in the underlying financial instrument. Use of long futures contracts subjects the funds to the risk of loss up to the notional value of the futures contracts. Use of short futures contracts subjects the funds to unlimited risk of loss.

During the period ended April 30, 2019, the fund used futures contracts to hedge against anticipated interest rate changes.

Interest rate swaps. Interest rate swaps represent an agreement between the fund and a counterparty to exchange cash flows based on the difference between two interest rates applied to a notional amount. The payment flows are usually netted against each other, with the difference being paid by one party to the other. The fund settles accrued net interest receivable or payable under the swap contracts at specified, future intervals. Swap agreements are privately negotiated in the OTC market or may be executed on a registered commodities exchange (centrally cleared swaps). Swaps are marked-to-market daily and the change in value is recorded as unrealized appreciation/depreciation of swap contracts. A termination payment by the counterparty or the fund is recorded as realized gain or loss, as well as the net periodic payments received or paid by the fund. The value of the swap will typically impose collateral posting obligations on the party that is considered out-of-the-money on the swap.

During the period ended April 30, 2019, the fund used interest rate swaps to manage against anticipated interest rate changes.

For additional information on the fund’s significant accounting policies, please refer to the fund’s most recent semiannual or annual shareholder report.

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How to contact us
Internet	www.jhinvestments.com
Mail	Computershare
	P.O. Box 30170
	College Station, TX 77842-3170
Phone	Customer service representatives	800-852-0218
	Portfolio commentary	800-344-7054
	24-hour automated information	800-843-0090
	TDD line	800-231-5469

	P11Q3  04/19
This report is for the information of the shareholders of John Hancock Preferred Income Fund II.	6/19