N-CSRS 1 f12366d1.htm N-CSRS N-CSRS

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-00560

John Hancock Investment Trust

(Exact name of registrant as specified in charter)

200 Berkeley Street, Boston, Massachusetts 02116 (Address of principal executive offices) (Zip code)

Salvatore Schiavone

Treasurer

200 Berkeley Street

Boston, Massachusetts 02116

(Name and address of agent for service) Registrant's telephone number, including area code: 617-543-9634

Date of fiscal year end:

October 31

Date of reporting period:

April 30, 2022


ITEM 1. REPORTS TO STOCKHOLDERS

The Registrant prepared the following four semi-annual reports to shareholders for the period ended April 30, 2022:

Seaport Long/Short Fund

Emerging Market Equity Fund

Balanced Fund

Diversified Macro Fund


Semiannual report
John Hancock
Seaport Long/Short Fund
Alternative
April 30, 2022

A message to shareholders
Dear shareholders,
The international equity markets produced negative returns during the six months ended April 30, 2022. Investors reacted adversely to a wide range of developments during this time, including the emergence of the Omicron variant of COVID-19 in November 2021 and the conflict between Russia and Ukraine in February 2022. Even more important, market sentiment came under pressure from the persistent rise in inflation and world central banks’ effort to combat the trend through tighter monetary policy. The prospect of higher rates weighed most heavily on growth stocks, particularly smaller, faster-growing companies that were top performers in 2021. Conversely, energy and other commodity-related stocks performed well and contributed to outperformance for the value style.
In these uncertain times, your financial professional can assist with positioning your portfolio so that it’s sufficiently diversified to help meet your long-term objectives and to withstand the inevitable bouts of market volatility along the way.
On behalf of everyone at John Hancock Investment Management, I’d like to take this opportunity to welcome new shareholders and thank existing shareholders for the continued trust you’ve placed in us.
Sincerely,
Andrew G. Arnott
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
This commentary reflects the CEO’s views as of this report’s period end and are subject to change at any time. Diversification does not guarantee investment returns and does not eliminate risk of loss. All investments entail risks, including the possible loss of principal. For more up-to-date information, you can visit our website at jhinvestments.com.

John Hancock
Seaport Long/Short Fund
  SEMIANNUAL REPORT  | JOHN HANCOCK SEAPORT LONG/SHORT FUND 1

Your fund at a glance
INVESTMENT OBJECTIVE

The fund seeks capital appreciation.
AVERAGE ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)

The MSCI World Index tracks the performance of publicly traded large- and mid-cap stocks of developed-market companies.
It is not possible to invest directly in an index. Index figures do not reflect expenses or sales charges, which would result in lower returns.
The fund’s Morningstar category average is a group of funds with similar investment objectives and strategies and is the equal-weighted return of all funds per category. Morningstar places funds in certain categories based on their historical portfolio holdings. Figures from Morningstar, Inc. include reinvested distributions and do not take into account sales charges. Actual load-adjusted performance is lower. Since-inception returns for the Morningstar fund category average are not available.
The past performance shown here reflects reinvested distributions and the beneficial effect of any expense reductions, and does not guarantee future results. Performance of the other share classes will vary based on the difference in the fees and expenses of those classes. Shares will fluctuate in value and, when redeemed, may be worth more or less than their original cost. Current month-end performance may be lower or higher than the performance cited, and can be found at jhinvestments.com or by calling 800-225-5291. For further information on the fund’s objectives, risks, and strategy, see the fund’s prospectus.
2 JOHN HANCOCK SEAPORT LONG/SHORT FUND  | SEMIANNUAL REPORT  

Portfolio summary
PORTFOLIO COMPOSITION AS OF 4/30/2022 (% of net assets)

Common stocks 57.1
Financials 14.2
Health care 13.0
Information technology 10.6
Industrials 4.9
Energy 4.2
Materials 2.4
Communication services 2.3
Consumer discretionary 2.2
Utilities 2.0
Consumer staples 0.8
Real estate 0.5
Purchased options 1.1
Preferred securities 0.9
Exchange-traded funds 0.4
Short-term investments and other 40.5
TOTAL 100.0
    
TOP 10 HOLDINGS AS OF 4/30/2022 (% of net assets)
The Charles Schwab Corp. 1.1
Vertex Pharmaceuticals, Inc. 1.0
Eli Lilly & Company 1.0
Fluor Corp. 0.9
Intact Financial Corp. 0.9
FleetCor Technologies, Inc. 0.8
Mastercard, Inc., Class A 0.7
Marvell Technology, Inc. 0.7
Airbnb, Inc., Class A 0.6
AstraZeneca PLC 0.6
TOTAL 8.3
Cash and cash equivalents are not included.
    
  SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 3

COUNTRY COMPOSITION AS OF 4/30/2022 (% of net assets)
United States 76.6
United Kingdom 3.4
Canada 2.4
Japan 2.0
China 1.8
Ireland 1.7
Switzerland 1.4
India 1.3
France 1.3
Other countries 8.1
TOTAL 100.0
Notes about risk
The fund is subject to various risks as described in the fund’s prospectus. Political tensions and armed conflicts, including the Russian invasion of Ukraine, and any resulting economic sanctions on entities and/or individuals of a particular country could lead such a country into an economic recession. The COVID-19 disease has resulted in significant disruptions to global business activity. A widespread health crisis such as a global pandemic could cause substantial market volatility, exchange-trading suspensions, and closures, which may lead to less liquidity in certain instruments, industries, sectors, or the markets, generally, and may ultimately affect fund performance. For more information, please refer to the “Principal risks” section of the prospectus.
4 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT  

A look at performance
TOTAL RETURNS FOR THE PERIOD ENDED APRIL 30, 2022

Average annual total returns (%)
with maximum sales charge
  Cumulative total returns (%)
with maximum sales charge
    1-year 5-year Since
inception
(12-20-13)
6-month 5-year Since
inception
(12-20-13)
Class A   -12.25 3.33 3.39 -11.72 17.79 32.16
Class C1   -9.20 3.63 3.33 -8.30 19.54 31.46
Class I2   -7.40 4.70 4.35 -6.97 25.82 42.82
Class R62   -7.32 4.81 4.49 -6.97 26.48 44.33
Class NAV2   -7.31 4.83 4.50 -6.89 26.60 44.48
Index   -3.52 10.17 8.72 -11.30 62.26 101.14
Performance figures assume all distributions have been reinvested. Figures reflect maximum sales charges on Class A shares of 5.00% and the applicable contingent deferred sales charge (CDSC) on Class C shares. Class C shares sold within one year of purchase are subject to a 1% CDSC. Sales charges are not applicable to Class I, Class R6, and Class NAV shares.
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectuses for the fund and may differ from those disclosed in the Financial highlights tables in this report. Net expenses reflect contractual fee waivers and expense limitations in effect until July 31, 2023 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
  Class A Class C Class I Class R6 Class NAV
Gross (%) 1.93 2.63 1.63 1.52 1.51
Net (%) 1.92 2.62 1.62 1.51 1.50
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for each class.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility and other factors, the fund’s current performance may be higher or lower than the performance shown. For current to the most recent month-end performance data, please call 800–225–5291 or visit the fund’s website at jhinvestments.com.
The performance table above and the chart on the next page do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The fund’s performance results reflect any applicable fee waivers or expense reductions, without which the expenses would increase and results would have been less favorable.
  † Index is the MSCI World Index.
See the following page for footnotes.
  SEMIANNUAL REPORT  | JOHN HANCOCK SEAPORT LONG/SHORT FUND 5

This chart and table show what happened to a hypothetical $10,000 investment in John Hancock Seaport Long/Short Fund for the share classes and periods indicated, assuming all distributions were reinvested. For comparison, we’ve shown the same investment in the MSCI World Index.
  Start date With maximum
sales charge ($)
Without
sales charge ($)
Index ($)
Class C1,3 12-20-13 13,146 13,146 20,114
Class I2 12-20-13 14,282 14,282 20,114
Class R62 12-20-13 14,433 14,433 20,114
Class NAV2 12-20-13 14,448 14,448 20,114
The MSCI World Index tracks the performance of publicly traded large- and mid-cap stocks of developed-market companies.
It is not possible to invest directly in an index. Index figures do not reflect expenses or sales charges, which would result in lower returns.
Footnotes related to performance pages
1 Class C shares were first offered on 5-16-14. Returns prior to this date are those of Class A shares that have not been adjusted for class-specific expenses; otherwise, returns would vary.
2 For certain types of investors, as described in the fund’s prospectuses.
3 The contingent deferred sales charge is not applicable.
6 JOHN HANCOCK SEAPORT LONG/SHORT FUND  | SEMIANNUAL REPORT  

Your expenses
These examples are intended to help you understand your ongoing operating expenses of investing in the fund so you can compare these costs with the ongoing costs of investing in other mutual funds.
Understanding fund expenses
As a shareholder of the fund, you incur two types of costs:
Transaction costs, which include sales charges (loads) on purchases or redemptions (varies by share class), minimum account fee charge, etc.
Ongoing operating expenses, including management fees, distribution and service fees (if applicable), and other fund expenses.
We are presenting only your ongoing operating expenses here.
Actual expenses/actual returns
The first line of each share class in the table on the following page is intended to provide information about the fund’s actual ongoing operating expenses, and is based on the fund’s actual return. It assumes an account value of $1,000.00 on November 1, 2021, with the same investment held until April 30, 2022.
Together with the value of your account, you may use this information to estimate the operating expenses that you paid over the period. Simply divide your account value at April 30, 2022, by $1,000.00, then multiply it by the “expenses paid” for your share class from the table. For example, for an account value of $8,600.00, the operating expenses should be calculated as follows:
Hypothetical example for comparison purposes
The second line of each share class in the table on the following page allows you to compare the fund’s ongoing operating expenses with those of any other fund. It provides an example of the fund’s hypothetical account values and hypothetical expenses based on each class’s actual expense ratio and an assumed 5% annualized return before expenses (which is not the class’s actual return). It assumes an account value of $1,000.00 on November 1, 2021, with the same investment held until April 30, 2022. Look in any other fund shareholder report to find its hypothetical example and you will be able to compare these expenses. Please remember that these hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period.
  SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 7

Remember, these examples do not include any transaction costs, therefore, these examples will not help you to determine the relative total costs of owning different funds. If transaction costs were included, your expenses would have been higher. See the prospectuses for details regarding transaction costs.
SHAREHOLDER EXPENSE EXAMPLE CHART

    Account
value on
11-1-2021
Ending
value on
4-30-2022
Expenses
paid during
period ended
4-30-20221
Annualized
expense
ratio
Class A Actual expenses/actual returns $1,000.00 $929.30 $9.23 1.93%
  Hypothetical example 1,000.00 1,015.20 9.64 1.93%
Class C Actual expenses/actual returns 1,000.00 925.60 12.56 2.63%
  Hypothetical example 1,000.00 1,011.80 13.12 2.63%
Class I Actual expenses/actual returns 1,000.00 930.30 7.80 1.63%
  Hypothetical example 1,000.00 1,016.70 8.15 1.63%
Class R6 Actual expenses/actual returns 1,000.00 930.30 7.32 1.53%
  Hypothetical example 1,000.00 1,017.20 7.65 1.53%
Class NAV Actual expenses/actual returns 1,000.00 931.10 7.28 1.52%
  Hypothetical example 1,000.00 1,017.30 7.60 1.52%
    
1 Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
8 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT  

Fund’s investments
AS OF 4-30-22 (unaudited)
        Shares Value
Common stocks 57.1%         $594,535,130
(Cost $624,922,274)          
Communication services 2.3%     24,157,483
Diversified telecommunication services 0.2%      
Telkom Indonesia Persero Tbk PT     7,442,200 2,369,303
Interactive media and services 1.2%      
Alphabet, Inc., Class A (A)     1,340 3,058,135
Alphabet, Inc., Class C (A)     251 577,132
Baidu, Inc., Class A (A)     38,578 615,076
Bumble, Inc., Class A (A)     23,559 565,180
CarGurus, Inc. (A)     63,457 2,073,775
Meta Platforms, Inc., Class A (A)     22,486 4,507,768
Snap, Inc., Class A (A)     18,057 513,902
Media 0.5%      
Cardlytics, Inc. (A)     30,585 1,043,866
DISH Network Corp., Class A (A)     42,906 1,223,250
Publicis Groupe SA     51,174 3,072,317
Wireless telecommunication services 0.4%      
Bharti Airtel, Ltd. (A)     243,420 2,337,760
T-Mobile US, Inc. (A)     17,866 2,200,019
Consumer discretionary 2.2%     22,386,226
Automobiles 0.1%      
Mahindra & Mahindra, Ltd.     38,161 458,121
XPeng, Inc., A Shares (A)     2,350 29,201
XPeng, Inc., ADR (A)     8,980 220,998
Diversified consumer services 0.0%      
Hope Education Group Company, Ltd. (B)(C)     1,414,258 85,558
Hotels, restaurants and leisure 0.6%      
Airbnb, Inc., Class A (A)     43,369 6,644,564
Bloomberry Resorts Corp. (A)     67,425 7,776
Household durables 0.4%      
Midea Group Company, Ltd., Class A     55,200 473,777
Panasonic Holdings Corp.     174,562 1,555,905
Skyline Champion Corp. (A)     32,196 1,643,284
Internet and direct marketing retail 0.9%      
Alibaba Group Holding, Ltd. (A)     25,460 310,553
Amazon.com, Inc. (A)     2,525 6,276,216
Etsy, Inc. (A)     29,295 2,730,001
Specialty retail 0.2%      
Ulta Beauty, Inc. (A)     4,915 1,950,272
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 9

        Shares Value
Consumer staples 0.8%     $8,619,973
Food products 0.0%      
WH Group, Ltd. (B)     27,500 18,991
Personal products 0.3%      
Unilever PLC     67,326 3,129,994
Tobacco 0.5%      
Imperial Brands PLC     262,832 5,470,988
Energy 4.2%     43,702,981
Energy equipment and services 1.2%      
Baker Hughes Company     73,215 2,271,129
China Oilfield Services, Ltd., H Shares     30,200 30,918
NOV, Inc.     143,837 2,607,765
Patterson-UTI Energy, Inc.     50,381 828,264
Schlumberger NV     100,826 3,933,222
Subsea 7 SA     346,690 2,841,574
Tenaris SA, ADR     15,123 456,412
Oil, gas and consumable fuels 3.0%      
ARC Resources, Ltd.     343,343 4,760,004
Banpu PCL     61,300 21,841
Beach Energy, Ltd.     20,075 22,888
Chesapeake Energy Corp.     36,524 2,995,698
CONSOL Energy, Inc. (A)     6,636 315,542
Cosan SA     688,213 2,923,264
Coterra Energy, Inc.     120,777 3,477,170
Peabody Energy Corp. (A)     8,546 193,481
PetroChina Company, Ltd., Class A     29,900 24,234
Petroleo Brasileiro SA, ADR     92,987 1,261,834
Pioneer Natural Resources Company     15,109 3,512,389
Reliance Industries, Ltd.     40,350 1,466,930
SK Innovation Company, Ltd. (A)     8,084 1,286,618
S-Oil Corp.     387 31,664
Thungela Resources, Ltd. (A)     247,999 4,236,815
Viper Energy Partners LP     128,196 3,683,071
Whitehaven Coal, Ltd.     151,499 520,254
Financials 14.2%     148,008,810
Banks 6.2%      
ABN AMRO Bank NV (B)     217,414 2,702,709
AIB Group PLC     1,515,939 3,292,824
Amerant Bancorp, Inc.     28,288 752,178
Ameris Bancorp     94,768 3,951,826
Australia & New Zealand Banking Group, Ltd.     83,243 1,584,047
Axis Bank, Ltd. (A)     101,668 960,219
Banco Bradesco SA, ADR     61,565 221,634
10 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

        Shares Value
Financials (continued)      
Banks (continued)      
Banco do Brasil SA     30,800 $206,955
Bangkok Bank PCL     6,100 23,008
Bank Rakyat Indonesia Persero Tbk PT     638,600 212,773
BAWAG Group AG (A)(B)     109,204 5,185,427
Commerzbank AG (A)     391,872 2,558,268
East West Bancorp, Inc.     15,033 1,071,853
Erste Group Bank AG     72,217 2,248,531
First Busey Corp.     45,107 1,013,554
First Republic Bank     32,558 4,858,305
Fukuoka Financial Group, Inc.     128,700 2,351,514
Home BancShares, Inc.     101,779 2,200,462
KB Financial Group, Inc.     1,060 49,316
KBC Ancora     10,851 439,016
Kotak Mahindra Bank, Ltd.     136,004 3,152,190
M&T Bank Corp.     7,105 1,183,977
Mitsubishi UFJ Financial Group, Inc.     348,089 2,023,571
Mizrahi Tefahot Bank, Ltd.     6,820 252,270
Nordea Bank ABP     235,831 2,383,408
Popular, Inc.     24,942 1,945,227
Security Bank Corp.     15,000 29,507
Sumitomo Mitsui Financial Group, Inc.     680 20,545
Svenska Handelsbanken AB, A Shares     138,034 1,392,255
Synovus Financial Corp.     108,461 4,505,470
The PNC Financial Services Group, Inc.     4,423 734,660
Triumph Bancorp, Inc. (A)     6,615 459,346
UniCredit SpA     382,263 3,537,874
United Community Banks, Inc.     55,682 1,678,255
United Overseas Bank, Ltd.     43,400 929,031
Western Alliance Bancorp     59,637 4,538,972
Capital markets 3.5%      
Allfunds Group PLC     91,505 784,428
Anima Holding SpA (B)     217,350 1,059,089
Ares Management Corp., Class A     74,244 4,916,438
Hamilton Lane Alliance Holdings I, Inc. (A)     174,158 1,729,389
Morgan Stanley     70,734 5,700,453
Perella Weinberg Partners     55,100 424,821
Raymond James Financial, Inc.     22,219 2,165,464
Rothschild & Company     16,824 659,146
S&P Global, Inc.     9,221 3,471,707
StepStone Group, Inc., Class A     14,612 374,359
The Charles Schwab Corp.     165,128 10,952,936
The Goldman Sachs Group, Inc.     3,224 984,900
Tradeweb Markets, Inc., Class A     29,180 2,077,324
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 11

        Shares Value
Financials (continued)      
Capital markets (continued)      
WisdomTree Investments, Inc.     192,592 $1,122,811
Consumer finance 0.5%      
American Express Company     27,742 4,846,805
SoFi Technologies, Inc. (A)     795 4,865
Diversified financial services 0.2%      
Equitable Holdings, Inc.     85,291 2,458,940
Insurance 3.6%      
AIA Group, Ltd.     98,953 972,090
Arch Capital Group, Ltd. (A)     94,242 4,304,032
AXA SA     115,098 3,044,920
Beazley PLC     610,081 3,286,261
Discovery, Ltd. (A)     3,456 33,183
Enstar Group, Ltd. (A)     17,712 4,175,604
Fidelity National Financial, Inc.     47,717 1,900,091
Genworth Financial, Inc., Class A (A)     64,816 240,467
Intact Financial Corp.     66,132 9,251,736
Ping An Insurance Group Company of China, Ltd., H Shares     195,780 1,237,469
T&D Holdings, Inc.     227,809 2,927,445
Talanx AG     10,180 423,281
The Progressive Corp.     27,521 2,954,655
Trupanion, Inc. (A)     37,875 2,409,608
Thrifts and mortgage finance 0.2%      
MGIC Investment Corp.     188,600 2,463,116
Health care 13.0%     135,199,857
Biotechnology 5.1%      
Abcam PLC (A)     21,781 337,979
Alkermes PLC (A)     59,144 1,706,304
Alnylam Pharmaceuticals, Inc. (A)     5,128 684,229
Amicus Therapeutics, Inc. (A)     140,790 996,793
Amoy Diagnostics Company, Ltd., Class A     53,844 371,479
Apellis Pharmaceuticals, Inc. (A)     52,374 2,279,840
Argenx SE, ADR (A)     8,142 2,339,359
Ascendis Pharma A/S, ADR (A)     40,730 3,717,427
BioNTech SE, ADR (A)     6,754 937,320
Blueprint Medicines Corp. (A)     23,890 1,393,982
Celldex Therapeutics, Inc. (A)     27,535 841,194
Clementia Pharmaceuticals, Inc. (A)(D)     9,185 0
Everest Medicines, Ltd. (A)(B)     137,528 314,958
Exact Sciences Corp. (A)     28,558 1,572,118
Galapagos NV (A)     1,238 72,687
Genmab A/S (A)     7,837 2,755,814
12 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

        Shares Value
Health care (continued)      
Biotechnology (continued)      
Genus PLC     25,465 $800,081
Grifols SA     252,652 4,231,604
ImmunoGen, Inc. (A)     232,746 1,124,163
Ironwood Pharmaceuticals, Inc. (A)     117,277 1,407,324
Karuna Therapeutics, Inc. (A)     11,211 1,249,578
Kymera Therapeutics, Inc. (A)     33,521 1,050,883
Merus NV (A)     64,083 1,307,293
Mirati Therapeutics, Inc. (A)     25,652 1,585,037
Moderna, Inc. (A)     13,442 1,806,739
Myovant Sciences, Ltd. (A)     146,012 1,359,372
Regeneron Pharmaceuticals, Inc. (A)     1,446 953,073
Relay Therapeutics, Inc. (A)     44,969 1,071,611
Remegen Company, Ltd., H Shares (A)(B)     73,000 304,985
Sage Therapeutics, Inc. (A)     2,268 71,487
Seagen, Inc. (A)     21,238 2,782,390
Turning Point Therapeutics, Inc. (A)     35,058 1,032,108
Veracyte, Inc. (A)     16,466 337,059
Vertex Pharmaceuticals, Inc. (A)     37,728 10,308,044
Health care equipment and supplies 1.6%      
Alcon, Inc.     24,962 1,782,307
Align Technology, Inc. (A)     1,638 474,873
Baxter International, Inc.     17,494 1,243,124
Becton, Dickinson and Company     4,936 1,220,130
Boston Scientific Corp. (A)     535 22,529
ConvaTec Group PLC (B)     422,315 1,117,145
Dexcom, Inc. (A)     4,735 1,934,626
DiaSorin SpA     7,530 986,368
Edwards Lifesciences Corp. (A)     15,422 1,631,339
Glaukos Corp. (A)     8,094 382,765
Haemonetics Corp. (A)     697 35,317
Hologic, Inc. (A)     21,660 1,559,303
IDEXX Laboratories, Inc. (A)     1,049 451,574
Inari Medical, Inc. (A)     307 24,775
Koninklijke Philips NV     19,685 514,391
Lifetech Scientific Corp. (A)     245,149 68,353
Quidel Corp. (A)     281 28,274
Shandong Weigao Group Medical Polymer Company, Ltd., H Shares     238,921 254,534
Smith & Nephew PLC     30,392 492,611
Stryker Corp.     9,564 2,307,411
Health care providers and services 1.3%      
AdaptHealth Corp. (A)     47,470 600,970
agilon health, Inc. (A)     47,767 848,820
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 13

        Shares Value
Health care (continued)      
Health care providers and services (continued)      
Amedisys, Inc. (A)     1,196 $152,669
Anthem, Inc.     655 328,764
Cano Health, Inc. (A)     1,608 8,522
Centene Corp. (A)     28,943 2,331,359
Covetrus, Inc. (A)     1,640 22,632
Encompass Health Corp.     16,265 1,119,520
Hapvida Participacoes e Investimentos SA (B)     590,730 1,047,887
HCA Healthcare, Inc.     3,225 691,924
Humana, Inc.     4,420 1,964,955
Laboratory Corp. of America Holdings (A)     1,710 410,879
Molina Healthcare, Inc. (A)     499 156,412
Owens & Minor, Inc.     30,654 1,087,910
UnitedHealth Group, Inc.     6,049 3,076,219
Health care technology 0.0%      
Health Catalyst, Inc. (A)     4,349 72,367
Life sciences tools and services 1.1%      
Agilent Technologies, Inc.     346 41,267
Bio-Techne Corp.     3,015 1,144,765
Danaher Corp.     12,047 3,025,363
ICON PLC (A)     14,606 3,304,023
Lonza Group AG     2,667 1,572,553
NanoString Technologies, Inc. (A)     28,056 526,892
NeoGenomics, Inc. (A)     21,888 206,842
Syneos Health, Inc. (A)     996 72,798
Tecan Group AG     2,640 793,367
Thermo Fisher Scientific, Inc.     136 75,197
Waters Corp. (A)     127 38,484
WuXi AppTec Company, Ltd., H Shares (B)     44,679 607,714
Pharmaceuticals 3.9%      
Aclaris Therapeutics, Inc. (A)     107,505 1,324,462
Astellas Pharma, Inc.     122,165 1,860,049
AstraZeneca PLC     48,391 6,457,357
Bristol-Myers Squibb Company     8,905 670,279
Chugai Pharmaceutical Company, Ltd.     62,100 1,860,836
CSPC Pharmaceutical Group, Ltd.     944,973 966,089
Daiichi Sankyo Company, Ltd.     86,497 2,177,899
Eisai Company, Ltd.     38,395 1,672,138
Elanco Animal Health, Inc. (A)     25,531 646,190
Eli Lilly & Company     35,192 10,280,639
Hikma Pharmaceuticals PLC     24,381 572,720
Hypera SA     14,103 106,743
Intra-Cellular Therapies, Inc. (A)     25,234 1,277,093
14 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

        Shares Value
Health care (continued)      
Pharmaceuticals (continued)      
Johnson & Johnson     429 $77,417
Nippon Shinyaku Company, Ltd.     1,308 88,465
Novartis AG     19,996 1,767,031
Ono Pharmaceutical Company, Ltd.     81,908 2,104,261
Pfizer, Inc.     56,297 2,762,494
Roche Holding AG     3,581 1,327,884
UCB SA     9,866 1,121,494
Zoetis, Inc.     6,269 1,111,180
Industrials 4.9%     51,481,274
Aerospace and defense 0.7%      
Babcock International Group PLC (A)     594,679 2,270,458
BWX Technologies, Inc.     24,346 1,264,044
Dassault Aviation SA     13,855 2,324,940
Lockheed Martin Corp.     3,345 1,445,441
Building products 0.3%      
Johnson Controls International PLC     59,899 3,586,153
Commercial services and supplies 0.5%      
Aker Carbon Capture ASA (A)     185,497 374,746
Aris Water Solution, Inc., Class A     68,965 1,168,267
Serco Group PLC     1,667,814 3,153,973
Construction and engineering 0.2%      
China Railway Group, Ltd., Class A     1,131,237 1,212,793
Fluor Corp. (A)     45,776 1,132,956
Metallurgical Corp. of China, Ltd., Class A     33,100 17,477
Electrical equipment 0.4%      
Contemporary Amperex Technology Company, Ltd., Class A     22,888 1,399,236
Fluence Energy, Inc. (A)     3,300 30,261
Generac Holdings, Inc. (A)     3,954 867,429
Schneider Electric SE     11,984 1,719,334
Zhejiang HangKe Technology, Inc., Company, Class A     43,127 283,251
Industrial conglomerates 0.2%      
Siemens AG     12,910 1,587,349
Machinery 0.9%      
CNH Industrial NV     156,100 2,211,357
Sany Heavy Industry Company, Ltd., Class A     369,600 919,655
Sembcorp Marine, Ltd. (A)     213,700 16,756
SKF AB, B Shares     142,983 2,335,296
The Japan Steel Works, Ltd.     49,900 1,404,414
The Middleby Corp. (A)     10,534 1,621,077
Wuxi Lead Intelligent Equipment Company, Ltd., Class A     4,000 26,425
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 15

        Shares Value
Industrials (continued)      
Machinery (continued)      
Zoomlion Heavy Industry Science and Technology Company, Ltd., Class A     989,000 $864,519
Marine 0.4%      
Irish Continental Group PLC (A)     966,798 3,916,237
Road and rail 0.7%      
ALD SA (B)     196,367 2,670,195
Uber Technologies, Inc. (A)     157,699 4,964,365
Trading companies and distributors 0.6%      
AerCap Holdings NV (A)     47,797 2,232,598
Applied Industrial Technologies, Inc.     29,796 3,119,343
WESCO International, Inc. (A)     10,613 1,308,158
Transportation infrastructure 0.0%      
Malaysia Airports Holdings BHD (A)     20,848 32,771
Information technology 10.6%     110,261,336
Communications equipment 0.6%      
Arista Networks, Inc. (A)     49,228 5,689,280
IT services 4.1%      
Accenture PLC, Class A     12,196 3,663,191
Block, Inc. (A)     34,376 3,421,787
FleetCor Technologies, Inc. (A)     34,980 8,728,210
Genpact, Ltd.     4,410 177,591
Global Payments, Inc.     30,879 4,229,805
GoDaddy, Inc., Class A (A)     58,999 4,767,709
Mastercard, Inc., Class A     21,262 7,726,186
MongoDB, Inc. (A)     7,638 2,710,955
Nuvei Corp. (A)     66,805 3,735,068
Snowflake, Inc., Class A (A)     6,101 1,045,955
Twilio, Inc., Class A (A)     20,708 2,315,569
Visa, Inc., Class A     2,277 485,297
Semiconductors and semiconductor equipment 2.6%      
Advanced Micro Devices, Inc. (A)     39,926 3,414,472
ASML Holding NV, NYRS     2,374 1,338,390
Intel Corp.     65,244 2,843,986
KLA Corp.     10,151 3,240,808
Marvell Technology, Inc.     122,494 7,114,452
Micron Technology, Inc.     58,306 3,975,886
NVIDIA Corp.     15,070 2,795,033
Rohm Company, Ltd.     7,477 522,350
STMicroelectronics NV     35,902 1,326,477
Software 3.2%      
Adobe, Inc. (A)     3,968 1,571,130
16 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

        Shares Value
Information technology (continued)      
Software (continued)      
Atlassian Corp. PLC, Class A (A)     4,660 $1,047,708
Ceridian HCM Holding, Inc. (A)     52,406 2,941,549
Dynatrace, Inc. (A)     121,465 4,659,397
Five9, Inc. (A)     6,944 764,534
HubSpot, Inc. (A)     14,761 5,600,766
Intuit, Inc.     6,780 2,839,125
Jamf Holding Corp. (A)     2,548 78,478
Lightspeed Commerce, Inc. (A)     100,449 2,245,035
Olo, Inc., Class A (A)     37,879 404,927
Palo Alto Networks, Inc. (A)     9,081 5,096,984
Samsara, Inc., Class A (A)     84,980 1,048,653
ServiceNow, Inc. (A)     6,592 3,151,635
Venustech Group, Inc., Class A     76,177 200,965
Workday, Inc., Class A (A)     10,099 2,087,463
Technology hardware, storage and peripherals 0.1%      
Samsung Electronics Company, Ltd.     23,540 1,254,530
Materials 2.4%     24,995,376
Chemicals 0.6%      
Cabot Corp.     32,526 2,141,837
Guangzhou Tinci Materials Technology Company, Ltd., Class A (A)     2,140 24,006
Livent Corp. (A)     88,248 1,884,977
Shanghai Putailai New Energy Technology Company, Ltd., Class A (A)     6,993 124,073
Sinoma Science & Technology Company, Ltd., Class A     292,800 892,109
Yunnan Energy New Material Company, Ltd., Class A (A)     24,200 737,072
Construction materials 0.1%      
Anhui Conch Cement Company, Ltd., H Shares     266,106 1,446,028
China National Building Material Company, Ltd., H Shares     26,764 35,618
Metals and mining 1.7%      
Angang Steel Company, Ltd., H Shares     60,000 26,246
Anglo American PLC     9,761 432,324
Baoshan Iron & Steel Company, Ltd., Class A     1,000,800 973,965
Barrick Gold Corp.     209,570 4,675,507
Endeavour Mining PLC     39,324 962,400
Ganfeng Lithium Company, Ltd., Class A     77,000 1,277,019
Ganfeng Lithium Company, Ltd., H Shares (B)     78,990 945,448
Glencore PLC (A)     929,156 5,725,147
Gold Fields, Ltd., ADR     196,351 2,636,994
Vale SA, ADR     1,733 29,270
Zijin Mining Group Company, Ltd., H Shares     17,400 25,336
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 17

        Shares Value
Real estate 0.5%     $4,797,145
Equity real estate investment trusts 0.5%      
Medical Properties Trust, Inc.     259,167 4,766,081
Real estate management and development 0.0%      
BR Properties SA     17,198 31,064
Utilities 2.0%     20,924,669
Electric utilities 1.4%      
American Electric Power Company, Inc. (E)     31,447 3,116,712
Constellation Energy Corp.     13,697 810,999
Enel SpA     324,460 2,109,929
Exelon Corp.     38,329 1,793,031
Korea Electric Power Corp. (A)     1,296 23,650
Power Grid Corp. of India, Ltd.     1,227,671 3,669,174
Public Power Corp. SA (A)     311,062 2,490,460
Gas utilities 0.0%      
China Gas Holdings, Ltd.     356,015 433,970
Independent power and renewable electricity producers 0.3%      
China Longyuan Power Group Corp., Ltd., H Shares     453,500 874,717
NTPC, Ltd.     990,902 2,015,746
Multi-utilities 0.3%      
Sempra Energy     20,464 3,302,071
Water utilities 0.0%      
Cia de Saneamento Basico do Estado de Sao Paulo, ADR     31,614 284,210
Preferred securities 0.9%         $9,841,292
(Cost $8,125,088)          
Industrials 0.9%         9,841,292
Construction and engineering 0.9%      
Fluor Corp., 6.500% (B)   7,809 9,841,292
Exchange-traded funds 0.4%         $3,622,935
(Cost $3,681,394)          
VanEck Gold Miners ETF       103,542 3,622,935
Warrants 0.0%         $10,139
(Cost $60,949)          
Ribbit LEAP, Ltd., Class A (Expiration Date: 9-9-25; Strike Price: $11.50) (A)     20,269 10,139
    
18 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

        Contracts/Notional amount Value
Purchased options 1.1%         $11,146,131
(Cost $12,321,642)          
Calls 0.2%         1,559,147
Exchange Traded Option on Block, Inc. (Expiration Date: 6-17-22; Strike Price: $220.00; Notional Amount: 23,000) (A)       230 1,840
Exchange Traded Option on Fidelity National Information Services, Inc. (Expiration Date: 7-15-22; Strike Price: $135.00; Notional Amount: 35,100) (A)       351 12,285
Exchange Traded Option on Financial Select Sector SPDR Fund (Expiration Date: 6-17-22; Strike Price: $40.00; Notional Amount: 264,500) (A)       2,645 17,193
Exchange Traded Option on Fleetcor Technologies, Inc. (Expiration Date: 5-20-22; Strike Price: $260.00; Notional Amount: 37,100) (A)       371 228,165
Exchange Traded Option on Global Payments, Inc. (Expiration Date: 5-20-22; Strike Price: $155.00; Notional Amount: 81,700) (A)       817 110,295
Exchange Traded Option on Global Payments, Inc. (Expiration Date: 5-20-22; Strike Price: $165.00; Notional Amount: 11,400) (A)       114 6,270
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 9-16-22; Strike Price: $362.00; Notional Amount: 56,400) (A)       564 302,868
Exchange Traded Option on iShares 20+ Year Treasury Bond ETF (Expiration Date: 6-17-22; Strike Price: $126.00; Notional Amount: 111,500) (A)       1,115 172,268
Exchange Traded Option on iShares China Large-Cap ETF (Expiration Date: 5-20-22; Strike Price: $36.00; Notional Amount: 922,000) (A)       9,220 101,420
Exchange Traded Option on S&P 500 Index (Expiration Date: 9-16-22; Strike Price: $4,725.00; Notional Amount: 1,600) (A)       16 47,440
Exchange Traded Option on The Goldman Sachs Group, Inc. (Expiration Date: 5-20-22; Strike Price: $405.00; Notional Amount: 11,100) (A)       111 1,443
Exchange Traded Option on VanEck Gold Miners ETF (Expiration Date: 6-17-22; Strike Price: $37.00; Notional Amount: 207,400) (A)       2,074 250,954
Exchange Traded Option on WEX, Inc. (Expiration Date: 5-20-22; Strike Price: $170.00; Notional Amount: 6,000) (A)       60 33,300
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 19

        Contracts/Notional amount Value
Calls (continued)          
Exchange Traded Option on WEX, Inc. (Expiration Date: 5-20-22; Strike Price: $175.00; Notional Amount: 2,300) (A)       23 $9,143
Over the Counter Option on Commerzbank AG (Expiration Date: 6-17-22; Strike Price: EUR 10.00; Counterparty: Goldman Sachs International) (A)(F)       573,300 1,142
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: Goldman Sachs International) (A)(F)       51,044,529 89,532
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: Goldman Sachs International) (A)(F)       8,574,301 5,865
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: Goldman Sachs International) (A)(F)       7,653,501 3,176
Over the Counter Option on EURO STOXX 50 Index vs. S&P 500 Index (Expiration Date: 12-16-22; Strike Rate: 2.500%; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F)       13,271,470 17,333
Over the Counter Option on EURO STOXX 600 Index (Expiration Date: 5-20-22; Strike Price: EUR 475.00; Counterparty: Goldman Sachs International) (A)(F)       53,327 26,274
Over the Counter Option on Standard Chartered PLC (Expiration Date: 6-17-22; Strike Price: GBP 6.40; Counterparty: Goldman Sachs International) (A)(F)       285,047 19,655
Over the Counter Option on TOPIX Banks Index (Expiration Date: 5-13-22; Strike Price: JPY 173.95; Counterparty: BNP Paribas SA) (A)(F)       4,213,525 3,547
Over the Counter Option on TOPIX Banks Index (Expiration Date: 7-11-22; Strike Price: JPY 173.93; Counterparty: BNP Paribas SA) (A)(F)       3,203,306 70,940
Over the Counter Option on TOPIX Banks Index (Expiration Date: 7-8-22; Strike Price: JPY 193.20; Counterparty: Goldman Sachs International) (A)(F)       2,170,000 94
20 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

        Contracts/Notional amount Value
Calls (continued)          
Over the Counter Option on UniCredit SpA (Expiration Date: 6-17-22; Strike Price: EUR 11.60; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F)       377,304 $17,506
Over the Counter Option on UniCredit SpA (Expiration Date: 6-17-22; Strike Price: EUR 11.60; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F)       198,265 9,199
Puts 0.9%         9,586,984
Exchange Traded Option on Financial Select Sector SPDR Fund (Expiration Date: 5-20-22; Strike Price: $35.00; Notional Amount: 922,400) (A)       9,224 1,093,044
Exchange Traded Option on Invesco QQQ Trust Series 1 (Expiration Date: 5-13-22; Strike Price: $316.00; Notional Amount: 24,000) (A)       240 269,880
Exchange Traded Option on iShares MSCI EAFE ETF (Expiration Date: 5-20-22; Strike Price: $68.00; Notional Amount: 1,529,300) (A)       15,293 2,125,727
Exchange Traded Option on iShares Russell 2000 ETF (Expiration Date: 6-17-22; Strike Price: $185.00; Notional Amount: 476,900) (A)       4,769 4,320,714
Exchange Traded Option on S&P 500 Index (Expiration Date: 5-20-22; Strike Price: $4,150.00; Notional Amount: 5,400) (A)       54 675,000
Exchange Traded Option on S&P 500 Index (Expiration Date: 5-20-22; Strike Price: $4,200.00; Notional Amount: 2,400) (A)       24 354,840
Exchange Traded Option on S&P 500 Index (Expiration Date: 6-17-22; Strike Price: $4,200.00; Notional Amount: 2,600) (A)       26 511,680
Over the Counter Option on EURO STOXX 50 Index (Expiration Date: 6-17-22; Strike Price: EUR 3,325.00; Counterparty: JPMorgan Chase Bank, N.A.) (A)(F)       4,137 199,450
Over the Counter Option on Nikkei 225 Index (Expiration Date: 5-13-22; Strike Price: JPY 25,397.28; Counterparty: Goldman Sachs International) (A)(F)       1,242 1,181
Over the Counter Option on Taiwan Stock Exchange Weighted Index (Expiration Date: 5-18-22; Strike Price: TWD 16,211.25; Counterparty: BNP Paribas SA) (A)(F)       429 2,311
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 21

        Contracts/Notional amount Value
Puts (continued)          
Over the Counter Option on USD vs. JPY (Expiration Date: 7-14-22; Strike Price: $112.50; Counterparty: Goldman Sachs International) (A)(F)       14,499,000 $7,409
Over the Counter Option on USD vs. JPY (Expiration Date: 7-7-22; Strike Price: $120.00; Counterparty: Morgan Stanley & Company International PLC) (A)(F)       10,050,000 25,748
    
  Yield* (%) Maturity date   Par value^ Value
Short-term investments 41.5%         $431,831,326
(Cost $431,827,933)          
U.S. Government 33.2%         345,098,581
U.S. Cash Management Bill (E) 0.650 07-05-22   15,410,000 15,390,230
U.S. Treasury Bill (E) 0.224 05-17-22   8,750,000 8,749,316
U.S. Treasury Bill 0.235 05-03-22   6,260,000 6,259,984
U.S. Treasury Bill (E) 0.241 05-10-22   7,440,000 7,439,814
U.S. Treasury Bill (E) 0.253 05-24-22   53,785,000 53,775,551
U.S. Treasury Bill (E) 0.379 05-12-22   48,730,000 48,728,342
U.S. Treasury Bill (E) 0.384 06-07-22   80,710,000 80,676,438
U.S. Treasury Bill (E) 0.388 05-19-22   19,400,000 19,397,985
U.S. Treasury Bill 0.391 05-31-22   15,053,000 15,048,968
U.S. Treasury Bill (E) 0.500 06-21-22   23,722,000 23,703,495
U.S. Treasury Bill (E) 0.502 06-23-22   8,050,000 8,043,137
U.S. Treasury Bill 0.570 06-14-22   4,735,000 4,732,469
U.S. Treasury Bill (E) 0.631 07-07-22   27,695,000 27,657,649
U.S. Treasury Bill 0.710 06-28-22   6,260,000 6,253,830
U.S. Treasury Bill (E) 0.831 07-21-22   2,670,000 2,665,110
U.S. Treasury Bill (E) 0.971 08-11-22   2,720,000 2,712,518
U.S. Treasury Bill (E) 1.120 10-06-22   13,935,000 13,863,745
    
    Yield (%)   Shares Value
Short-term funds 8.3%         86,732,745
State Street Institutional U.S. Government Money Market Fund, Premier Class 0.2918(G)   86,732,745 86,732,745
    
Total investments (Cost $1,080,939,280) 101.0%     $1,050,986,953
Other assets and liabilities, net (1.0%)       (10,597,032)
Total net assets 100.0%         $1,040,389,921
    
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
EUR Euro
GBP Pound Sterling
22 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

JPY Japanese Yen
TWD New Taiwan Dollar
    
Security Abbreviations and Legend
ADR American Depositary Receipt
NYRS New York Registry Shares
(A) Non-income producing security.
(B) These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration.
(C) All or a portion of this security is on loan as of 4-30-22.
(D) Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. Refer to Note 2 to the financial statements.
(E) All or a portion of this security is segregated at the custodian as collateral for certain derivatives.
(F) For this type of option, notional amounts are equivalent to number of contracts.
(G) The rate shown is the annualized seven-day yield as of 4-30-22.
* Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 23

DERIVATIVES
FUTURES
Open contracts Number of
contracts
Position Expiration
date
Notional
basis^
Notional
value^
Unrealized
appreciation
(depreciation)
CAC40 Index Futures 90 Short May 2022 $(6,223,975) $(6,149,147) $74,828
KOSPI 200 Index Futures 7 Short Jun 2022 (483,856) (488,800) (4,944)
OMXS30 Index Futures 46 Short May 2022 (957,364) (963,501) (6,137)
SGX Nifty 50 Index Futures 199 Short May 2022 (6,839,932) (6,743,973) 95,959
            $159,706
^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.
FORWARD FOREIGN CURRENCY CONTRACTS
Contract to buy Contract to sell Counterparty (OTC) Contractual
settlement
date
Unrealized
appreciation
Unrealized
depreciation
AUD 6,995,000 USD 4,994,514 JPM 5/31/2022 $(49,728)
CAD 8,055,000 USD 6,284,400 JPM 5/31/2022 (14,417)
CAD 9,505,000 USD 7,447,927 GSI 6/15/2022 (49,745)
CAD 5,600,000 USD 4,435,841 MSI 6/15/2022 (77,102)
CHF 6,875,000 USD 7,173,938 GSI 5/31/2022 (97,093)
DKK 13,070,000 USD 1,882,711 SCB 5/31/2022 (27,014)
EUR 745,000 USD 783,917 JPM 5/31/2022 $2,945
EUR 2,460,000 USD 2,756,725 DB 6/15/2022 (156,439)
EUR 12,993,000 USD 14,124,909 MSI 6/15/2022 (390,958)
GBP 6,834,000 USD 8,688,836 DB 5/31/2022 (95,586)
GBP 1,456,000 USD 1,813,021 SCB 5/31/2022 17,792
GBP 10,006,000 USD 13,427,201 DB 6/15/2022 (844,721)
HKD 31,775,000 USD 4,051,874 GSI 5/31/2022 (262)
HKD 61,455,000 USD 7,857,113 BNP 6/15/2022 (18,403)
JPY 579,242,000 USD 4,448,045 JPM 5/31/2022 18,932
JPY 762,958,000 USD 5,957,164 MSI 5/31/2022 (73,412)
JPY 265,900,000 USD 2,172,242 BNP 6/15/2022 (120,448)
JPY 2,283,400,000 USD 19,893,051 MSI 6/15/2022 (2,273,401)
KRW 4,370,780,000 USD 3,490,341 MSI 5/31/2022 (30,838)
SEK 19,170,000 USD 1,971,348 BNP 5/31/2022 (17,782)
USD 225,111 CNY 1,495,000 MSI 6/6/2022 604
USD 5,755,710 EUR 5,386,000 DB 5/31/2022 67,067
USD 3,042,483 EUR 2,715,000 DB 6/15/2022 172,655
USD 9,128,089 EUR 8,357,000 MSI 6/15/2022 294,515
USD 4,194,056 HKD 32,890,000 GSI 5/31/2022 271
USD 2,428,059 HKD 18,985,000 MSI 6/15/2022 6,484
USD 3,297,508 INR 254,040,000 MSI 5/31/2022 (10,792)
USD 10,124,313 JPY 1,204,200,000 GSI 6/15/2022 832,213
USD 1,130,217 KRW 1,358,950,000 MSI 6/15/2022 54,423
            $1,467,901 $(4,348,141)
24 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

WRITTEN OPTIONS
Options on securities
Counterparty (OTC)/
Exchange-
traded
Name of issuer Currency Exercise
price
Expiration
date
Number of
contracts
Notional
amount
Premium Value
Calls              
Exchange-traded VanEck Gold Miners ETF USD 42.00 Jun 2022 2,074 207,400 $69,854 $(70,516)
              $69,854 $(70,516)
Puts
Exchange-traded iShares MSCI EAFE ETF USD 61.00 May 2022 7,842 784,200 $83,759 $(199,971)
Exchange-traded iShares Russell 2000 ETF USD 165.00 Jun 2022 4,769 476,900 1,141,357 (1,476,005)
Exchange-traded Zoetis, Inc. USD 180.00 May 2022 65 6,500 23,834 (54,275)
              $1,248,950 $(1,730,251)
              $1,318,804 $(1,800,767)
    
Options on index
Counterparty (OTC)/
Exchange-
traded
Name of
issuer
Currency Exercise
price
Expiration
date
Number of
contracts
Notional
amount
Premium Value
Puts                
BNP Taiwan Stock Exchange Weighted Index TWD 14,513.75 May 2022 429 429 $1,249 $(163)
GSI Nikkei 225 Index JPY 22,723.88 May 2022 1,242 1,242 349 (123)
              $1,598 $(286)
Exchange-traded S&P 500 Index USD 3,750.00 May 2022 54 5,400 356,923 (154,980)
              $358,521 $(155,266)
SWAPS
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 Euro STOXX 50 Index 1-Month EUR ESTR Compounded OIS - 0.50% Monthly EUR 2,638,140 May 2023 GSI $67,099 $67,099
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 401,869 May 2023 GSI 35,757 35,757
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.50% Monthly USD 211,787 May 2023 GSI 18,842 18,842
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 25

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 Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.50% Monthly USD 281,524 May 2023 GSI $25,046 $25,046
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.50% Monthly USD 778,055 May 2023 GSI 69,220 69,220
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.50% Monthly USD 416,339 May 2023 GSI 37,040 37,040
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.50% Monthly USD 621,194 May 2023 GSI 55,265 55,265
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 1,039,389 May 2023 GSI 92,481 92,481
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 727,801 May 2023 GSI 59,647 59,647
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.70% Monthly USD 1,202,267 May 2023 GSI 113,005 113,005
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.70% Monthly USD 364,646 May 2023 GSI 34,274 34,274
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 559,984 May 2023 GSI 52,641 52,641
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 242,932 May 2023 GSI 22,837 22,837
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 985,859 May 2023 GSI 92,675 92,675
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 352,747 May 2023 GSI 33,160 33,160
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 466,033 May 2023 GSI 43,809 43,809
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 2,608,299 May 2023 GSI 245,192 245,192
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 338,122 May 2023 GSI 31,785 31,785
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 884,967 May 2023 GSI 83,191 83,191
26 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 2,096,902 May 2023 GSI $197,118 $197,118
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.85% Monthly USD 1,882,477 May 2023 GSI 176,940 176,940
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.85% Monthly USD 1,026,265 May 2023 GSI 96,462 96,462
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 2,010,636 May 2023 GSI 189,009 189,009
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 693,100 May 2023 GSI 65,155 65,155
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 4,832,616 May 2023 GSI 454,288 454,288
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 2,603,589 May 2023 GSI 244,749 244,749
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 1,162,297 May 2023 GSI 100,057 100,057
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 183,469 May 2023 GSI 15,794 15,794
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 582,320 May 2023 GSI 50,129 50,129
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 1,122,090 May 2023 GSI 96,596 96,596
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 212,844 May 2023 GSI 18,323 18,323
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 351,129 May 2023 GSI 30,227 30,227
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 335,807 May 2023 GSI 28,908 28,908
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 131,551 May 2023 GSI 11,325 11,325
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 903,195 May 2023 GSI 77,752 77,752
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 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 iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 268,373 May 2023 GSI $23,103 $23,103
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 1,132,142 May 2023 GSI 97,461 97,461
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 617,062 May 2023 GSI 53,120 53,120
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 1,231,879 May 2023 GSI 106,047 106,047
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 419,149 May 2023 GSI 36,083 36,083
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 628,089 May 2023 GSI 54,069 54,069
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 2,942,436 May 2023 GSI 253,302 253,302
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 3,198,903 May 2023 GSI 275,380 275,380
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.33% Monthly USD 7,946,078 May 2023 GSI 559,638 559,638
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.28% Monthly USD 707,089 May 2023 GSI 49,845 49,845
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.28% Monthly USD 2,362,744 May 2023 GSI 166,557 166,557
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.28% Monthly USD 3,038,703 May 2023 GSI 214,208 214,208
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.28% Monthly USD 1,304,779 May 2023 GSI 91,978 91,978
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.28% Monthly USD 695,082 May 2023 GSI 48,998 48,998
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.28% Monthly USD 860,959 May 2023 GSI 60,692 60,692
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.28% Monthly USD 643,495 May 2023 GSI 45,362 45,362
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.28% Monthly USD 519,421 May 2023 GSI 36,616 36,616
Pay SPDR S&P 500 ETF 1-Month USD OBFR - 0.28% Monthly USD 229,664 May 2023 GSI 3,476 3,476
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 1.05% Monthly USD 442,457 May 2023 GSI 27,434 27,434
28 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 0.28% Monthly USD 224,048 May 2023 GSI
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.60% Monthly USD 982,365 May 2023 GSI $84,634 $84,634
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 1.15% Monthly USD 4,559,943 May 2023 GSI 392,855 392,855
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 1.15% Monthly USD 476,058 May 2023 GSI 41,014 41,014
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.90% Monthly USD 3,330,176 May 2023 GSI 286,906 286,906
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.90% Monthly USD 3,303,649 May 2023 GSI 284,621 284,621
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.50% Monthly USD 5,089,393 May 2023 GSI 438,468 438,468
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.50% Monthly USD 8,092,655 May 2023 GSI 697,210 697,210
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.50% Monthly USD 3,729,767 May 2023 GSI 321,332 321,332
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.28% Monthly USD 545,014 May 2023 GSI 46,961 46,961
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.28% Monthly USD 1,067,630 May 2023 GSI 91,992 91,992
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.28% Monthly USD 8,860,101 May 2023 GSI 763,427 763,427
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.28% Monthly USD 5,791,605 May 2023 GSI 499,032 499,032
Pay TOPIX Banks Index 1-Month JPY TONAR Compounded OIS Monthly JPY 33,196,385 May 2023 GSI 4,651 4,651
Pay TOPIX Banks Index 1-Month JPY TONAR Compounded OIS Monthly JPY 24,897,165 May 2023 GSI $(22,283) 25,771 3,488
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 29

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 TOPIX Banks Index 1-Month JPY TONAR Compounded OIS Monthly JPY 33,611,199 May 2023 GSI $4,709 $4,709
Pay TOPIX Banks Index 1-Month JPY TONAR Compounded OIS Monthly JPY 41,080,299 May 2023 GSI $(36,767) 42,522 5,755
Pay TOPIX Banks Index 1-Month JPY TONAR Compounded OIS - 0.20% Monthly JPY 31,352,838 May 2023 GSI 4,393 4,393
Pay TOPIX Banks Index 1-Month JPY TONAR Compounded OIS - 0.20% Monthly JPY 22,574,173 May 2023 GSI 3,163 3,163
Pay TOPIX Banks Index 1-Month JPY TONAR Compounded OIS - 0.20% Monthly JPY 15,333,479 May 2023 GSI (13,724) 15,872 2,148
Pay TOPIX Banks Index 1-Month JPY TONAR Compounded OIS - 0.20% Monthly JPY 17,266,568 May 2023 GSI 2,419 2,419
Pay TOPIX Banks Index 1-Month JPY TONAR Compounded OIS - 0.20% Monthly JPY 19,053,623 May 2023 GSI 2,669 2,669
Pay TOPIX Banks Index 1-Month JPY TONAR Compounded OIS - 0.20% Monthly JPY 19,831,156 May 2023 GSI 2,778 2,778
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,918,134 May 2023 GSI 160,201 160,201
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 375,123 May 2023 GSI 20,594 20,594
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,244,770 May 2023 GSI 123,234 123,234
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,966,736 May 2023 GSI 162,869 162,869
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,192,615 May 2023 GSI 120,371 120,371
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 3,271,277 May 2023 GSI 179,588 179,588
30 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 5,160,346 May 2023 GSI $283,294 $283,294
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,001,619 May 2023 GSI 109,886 109,886
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 8,115,997 May 2023 GSI 445,555 445,555
Pay Consumer Discretionary Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 2,428,209 May 2023 JPM 289,831 289,831
Pay Energy Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 2,022,948 May 2023 JPM (30,367) (30,367)
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 228,180 May 2023 JPM 11,515 11,515
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 1,212,662 May 2023 JPM 61,196 61,196
Pay iShares Expanded Tech Sector ETF 1-Month USD OBFR - 3.96% Monthly USD 1,942,833 May 2023 JPM 275,935 275,935
Pay iShares MSCI EAFE ETF 1-Month USD OBFR - 0.28% Monthly USD 5,952,990 May 2023 JPM 399,853 399,853
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 1.08% Monthly USD 792,435 May 2023 JPM 92,388 92,388
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 1.45% Monthly USD 7,833,335 May 2023 JPM 913,268 913,268
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.95% Monthly USD 1,083,782 May 2023 JPM 126,355 126,355
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 374,761 May 2023 JPM 41,024 41,024
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 552,728 May 2023 JPM 60,505 60,505
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.86% Monthly USD 118,878 May 2023 JPM 13,010 13,010
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.95% Monthly USD 18,041,021 May 2023 JPM 1,974,334 1,974,334
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 31

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 0.95% Monthly USD 14,031,616 May 2023 JPM $1,535,562 $1,535,562
Pay iShares Semiconductor ETF 1-Month USD OBFR - 0.57% Monthly USD 2,388,731 May 2023 JPM 260,990 260,990
Pay iShares Semiconductor ETF 1-Month USD OBFR - 0.57% Monthly USD 142,631 May 2023 JPM 15,584 15,584
Pay iShares Semiconductor ETF 1-Month USD OBFR - 1.20% Monthly USD 11,732,186 May 2023 JPM $(331,915) 1,613,747 1,281,832
Pay iShares Semiconductor ETF 1-Month USD OBFR - 0.28% Monthly USD 999,577 May 2023 JPM 68,965 68,965
Pay KOSPI 200 Index 1-Month USD OBFR - 0.35% Monthly USD 43,883 May 2023 JPM (3,656) 6,209 2,553
Pay KOSPI 200 Index 1-Month USD OBFR - 0.40% Monthly USD 84,253 May 2023 JPM (7,018) 11,919 4,901
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 2.33% Monthly USD 3,450,810 May 2023 JPM 718,657 718,657
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.63% Monthly USD 1,795,809 May 2023 JPM 373,990 373,990
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.32% Monthly USD 1,321,819 May 2023 JPM 275,279 275,279
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.36% Monthly USD 3,706,408 May 2023 JPM 771,887 771,887
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.36% Monthly USD 2,279,869 May 2023 JPM 474,800 474,800
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.33% Monthly USD 525,930 May 2023 JPM (227,518) 337,047 109,529
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.33% Monthly USD 1,355,762 May 2023 JPM 282,347 282,347
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.33% Monthly USD 790,760 May 2023 JPM 164,682 164,682
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.33% Monthly USD 4,069,244 May 2023 JPM 847,450 847,450
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.20% Monthly USD 1,086,922 May 2023 JPM 226,360 226,360
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.20% Monthly USD 6,437,141 May 2023 JPM 1,340,582 1,340,582
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.20% Monthly USD 4,209,305 May 2023 JPM 876,619 876,619
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.20% Monthly USD 414,030 May 2023 JPM 86,225 86,225
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.32% Monthly USD 2,611,000 May 2023 JPM 543,760 543,760
32 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.07% Monthly USD 2,920,671 May 2023 JPM $462,722 $462,722
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.81% Monthly USD 758,518 May 2023 JPM $(907) 58,592 57,685
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.81% Monthly USD 5,221,410 May 2023 JPM 397,086 397,086
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 1.73% Monthly USD 319,256 May 2023 JPM (382) 24,661 24,279
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 1.11% Monthly USD 3,438,194 May 2023 JPM (4,110) 265,583 261,473
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.46% Monthly USD 1,082,927 May 2023 JPM (1,294) 83,650 82,356
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 206,888 May 2023 JPM 14,249 14,249
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 510,850 May 2023 JPM 35,184 35,184
Pay Consumer Discretionary Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 6,189,177 May 2023 MSI 555,568 555,568
Pay Consumer Discretionary Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 4,232,647 May 2023 MSI 379,941 379,941
Pay Euro STOXX 50 Index 1-Month EUR ESTR Compounded OIS - 0.40% Monthly EUR 1,700,857 May 2023 MSI 7,305 7,305
Pay Euro STOXX 600 Automobiles & Parts Index 1-Month EUR ESTR Compounded OIS - 0.40% Monthly EUR 403,788 May 2023 MSI (279) (279)
Pay Euro STOXX 600 Automobiles & Parts Index 1-Month EUR ESTR Compounded OIS - 0.40% Monthly EUR 397,568 May 2023 MSI (274) (274)
Pay Euro STOXX 600 Automobiles & Parts Index 1-Month EUR ESTR Compounded OIS - 0.40% Monthly EUR 566,096 May 2023 MSI (391) (391)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 33

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay Euro STOXX 600 Automobiles & Parts Index 1-Month EUR ESTR Compounded OIS - 0.40% Monthly EUR 141,948 May 2023 MSI $(98) $(98)
Pay Euro STOXX 600 Automobiles & Parts Index 1-Month EUR ESTR Compounded OIS - 0.40% Monthly EUR 818,887 May 2023 MSI (565) (565)
Pay Euro STOXX 600 Basic Resources Index 1-Month EUR ESTR Compounded OIS - 0.50% Monthly EUR 1,864,847 May 2023 MSI (121,211) (121,211)
Pay Euro STOXX 600 Chemicals Index 1-Month EUR ESTR Compounded OIS - 0.40% Monthly EUR 1,653,808 May 2023 MSI (31,070) (31,070)
Pay Euro STOXX 600 Chemicals Index 1-Month EUR ESTR Compounded OIS - 0.40% Monthly EUR 1,707,520 May 2023 MSI (32,079) (32,079)
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.65% Monthly USD 409,917 May 2023 MSI 28,720 28,720
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.65% Monthly USD 212,974 May 2023 MSI 14,921 14,921
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 573,016 May 2023 MSI 40,154 40,154
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 576,912 May 2023 MSI 40,428 40,428
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 356,108 May 2023 MSI 24,955 24,955
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 1,160,912 May 2023 MSI 81,352 81,352
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 146,325 May 2023 MSI 10,254 10,254
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 126,545 May 2023 MSI 8,868 8,868
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 335,140 May 2023 MSI 23,485 23,485
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 225,332 May 2023 MSI 15,790 15,790
34 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 323,339 May 2023 MSI $22,658 $22,658
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 346,830 May 2023 MSI 24,304 24,304
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 1,098,530 May 2023 MSI 76,980 76,980
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 192,156 May 2023 MSI 13,482 13,482
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 590,123 May 2023 MSI 41,353 41,353
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 733,739 May 2023 MSI 51,417 51,417
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 601,739 May 2023 MSI 42,167 42,167
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 360,412 May 2023 MSI 25,256 25,256
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 233,311 May 2023 MSI 16,349 16,349
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 461,129 May 2023 MSI 32,314 32,314
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 672,470 May 2023 MSI 47,124 47,124
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 809,518 May 2023 MSI 56,728 56,728
Pay Financial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 2,534,004 May 2023 MSI 63,166 63,166
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 2,531,462 May 2023 MSI 125,952 125,952
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 1,131,295 May 2023 MSI 56,287 56,287
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 971,287 May 2023 MSI 48,326 48,326
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 35

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 2,467,980 May 2023 MSI $122,794 $122,794
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 5,067,174 May 2023 MSI 252,116 252,116
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.54% Monthly USD 3,032,599 May 2023 MSI 150,845 150,845
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.54% Monthly USD 1,629,004 May 2023 MSI 81,028 81,028
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 5,743,127 May 2023 MSI 285,748 285,748
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 2,466,335 May 2023 MSI 122,712 122,712
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 1,882,246 May 2023 MSI 93,651 93,651
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 3,088,266 May 2023 MSI 153,656 153,656
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 1,621,326 May 2023 MSI 80,669 80,669
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 978,554 May 2023 MSI 48,688 48,688
Pay Health Care Select Sector SPDR Fund 1-Month USD OBFR - 0.83% Monthly USD 444,101 May 2023 MSI 6,848 6,848
Pay Industrial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 407,522 May 2023 MSI 18,215 18,215
Pay Industrial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 2,231,812 May 2023 MSI 99,755 99,755
Pay Industrial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 1,147,177 May 2023 MSI 51,275 51,275
Pay Industrial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 4,254,086 May 2023 MSI 190,145 190,145
Pay Industrial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 3,511,045 May 2023 MSI 156,933 156,933
36 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay Industrial Select Sector SPDR Fund 1-Month USD OBFR - 0.28% Monthly USD 3,026,441 May 2023 MSI $135,273 $135,273
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 55,206 May 2023 MSI 4,147 4,147
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 119,896 May 2023 MSI 9,007 9,007
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 189,328 May 2023 MSI 14,224 14,224
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 227,600 May 2023 MSI 17,099 17,099
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 7,270,997 May 2023 MSI 546,246 546,246
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 3,884,774 May 2023 MSI 291,850 291,850
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 122,944 May 2023 MSI 9,236 9,236
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 73,157 May 2023 MSI 5,496 5,496
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 7,772,936 May 2023 MSI 583,955 583,955
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.58% Monthly USD 166,635 May 2023 MSI 12,519 12,519
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 175,103 May 2023 MSI 13,155 13,155
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 148,008 May 2023 MSI 11,119 11,119
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 183,909 May 2023 MSI 13,816 13,816
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 913,447 May 2023 MSI 68,624 68,624
Pay Invesco QQQ Trust Series 1 1-Month USD OBFR - 0.28% Monthly USD 92,883 May 2023 MSI 2,354 2,354
Pay iShares Biotechnology ETF 1-Month USD OBFR - 1.16% Monthly USD 1,446,144 May 2023 MSI 118,900 118,900
Pay iShares Biotechnology ETF 1-Month USD OBFR - 1.16% Monthly USD 347,237 May 2023 MSI 28,549 28,549
Pay iShares Biotechnology ETF 1-Month USD OBFR - 0.35% Monthly USD 2,753,749 May 2023 MSI 226,410 226,410
Pay iShares Biotechnology ETF 1-Month USD OBFR - 1.10% Monthly USD 3,084,971 May 2023 MSI 253,642 253,642
Pay iShares Biotechnology ETF 1-Month USD OBFR - 1.18% Monthly USD 2,465,105 May 2023 MSI 202,678 202,678
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 37

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay iShares Biotechnology ETF 1-Month USD OBFR - 0.28% Monthly USD 1,712,545 May 2023 MSI $140,880 $140,880
Pay iShares Biotechnology ETF 1-Month USD OBFR - 1.50% Monthly USD 1,184,953 May 2023 MSI 97,425 97,425
Pay iShares Biotechnology ETF 1-Month USD OBFR - 1.49% Monthly USD 870,635 May 2023 MSI 71,583 71,583
Pay iShares Biotechnology ETF 1-Month USD OBFR - 1.49% Monthly USD 491,623 May 2023 MSI 40,421 40,421
Pay iShares Biotechnology ETF 1-Month USD OBFR - 1.32% Monthly USD 934,058 May 2023 MSI 76,797 76,797
Pay iShares Biotechnology ETF 1-Month USD OBFR - 1.32% Monthly USD 997,354 May 2023 MSI 82,001 82,001
Pay iShares Biotechnology ETF 1-Month USD OBFR - 2.18% Monthly USD 402,422 May 2023 MSI
Pay iShares GBP High Yield Corporate Bond UCITS ETF 1-Month EUR ESTR Compounded OIS - 2.38% Monthly EUR 2,565,341 May 2023 MSI 57,626 57,626
Pay iShares GBP High Yield Corporate Bond UCITS ETF 1-Month EUR ESTR Compounded OIS - 2.38% Monthly EUR 1,745,251 May 2023 MSI 39,204 39,204
Pay iShares GBP High Yield Corporate Bond UCITS ETF 1-Month EUR ESTR Compounded OIS - 2.63% Monthly EUR 910,558 May 2023 MSI 20,454 20,454
Pay iShares GBP High Yield Corporate Bond UCITS ETF 1-Month EUR ESTR Compounded OIS - 2.63% Monthly EUR 1,145,357 May 2023 MSI 25,728 25,728
Pay iShares iBoxx USD High Yield Corporate Bond ETF 1-Month USD OBFR - 2.58% Monthly USD 120,485 May 2023 MSI 2,376 2,376
Pay iShares MSCI EAFE ETF 1-Month USD OBFR - 0.28% Monthly USD 3,450,619 May 2023 MSI 142,699 142,699
Pay iShares MSCI EAFE ETF 1-Month USD OBFR - 0.28% Monthly USD 6,772,859 May 2023 MSI 280,088 280,088
Pay iShares MSCI Eurozone ETF 1-Month USD OBFR - 1.23% Monthly USD 5,092,982 May 2023 MSI 203,573 203,573
Pay iShares MSCI Eurozone ETF 1-Month USD OBFR - 1.38% Monthly USD 131,621 May 2023 MSI
38 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay iShares MSCI South Korea ETF 1-Month USD OBFR - 0.28% Monthly USD 75,136 May 2023 MSI $2,235 $2,235
Pay iShares MSCI South Korea ETF 1-Month USD OBFR - 0.28% Monthly USD 2,909,628 May 2023 MSI 86,558 86,558
Pay iShares MSCI USA Momentum Factor ETF 1-Month USD OBFR - 0.28% Monthly USD 4,204,728 May 2023 MSI 325,966 325,966
Pay iShares MSCI USA Momentum Factor ETF 1-Month USD OBFR - 0.28% Monthly USD 1,608,627 May 2023 MSI 124,707 124,707
Pay iShares MSCI USA Momentum Factor ETF 1-Month USD OBFR - 0.28% Monthly USD 2,420,904 May 2023 MSI 187,678 187,678
Pay iShares MSCI USA Momentum Factor ETF 1-Month USD OBFR - 0.68% Monthly USD 2,389,050 May 2023 MSI 185,100 185,100
Pay iShares MSCI USA Momentum Factor ETF 1-Month USD OBFR - 0.73% Monthly USD 929,204 May 2023 MSI 32,931 32,931
Pay iShares Russell 1000 ETF 1-Month USD OBFR - 0.28% Monthly USD 2,280,367 May 2023 MSI 134,470 134,470
Pay iShares Russell 2000 ETF 1-Month USD OBFR - 0.68% Monthly USD 2,768,656 May 2023 MSI 177,507 177,507
Pay iShares Russell 2000 ETF 1-Month USD OBFR - 0.78% Monthly USD 3,355,785 May 2023 MSI 215,149 215,149
Pay iShares Russell 2000 ETF 1-Month USD OBFR - 0.78% Monthly USD 3,470,207 May 2023 MSI 222,485 222,485
Pay iShares Russell 2000 ETF 1-Month USD OBFR - 0.93% Monthly USD 708,476 May 2023 MSI 45,615 45,615
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 2.98% Monthly USD 7,503,395 May 2023 MSI 544,699 544,699
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 0.28% Monthly USD 1,036,488 May 2023 MSI 75,242 75,242
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 2.18% Monthly USD 735,470 May 2023 MSI 53,390 53,390
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 2.18% Monthly USD 247,740 May 2023 MSI 17,984 17,984
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 2.18% Monthly USD 989,264 May 2023 MSI 71,814 71,814
Pay iShares Russell 2000 Growth ETF 1-Month USD OBFR - 2.18% Monthly USD 321,503 May 2023 MSI 1,013 1,013
Pay iShares Russell 2000 Value ETF 1-Month USD OBFR - 0.28% Monthly USD 28,355 May 2023 MSI 1,569 1,569
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 39

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay iShares Russell 2000 Value ETF 1-Month USD OBFR - 0.28% Monthly USD 1,890 May 2023 MSI $105 $105
Pay iShares Russell 2000 Value ETF 1-Month USD OBFR - 0.28% Monthly USD 3,151 May 2023 MSI 174 174
Pay iShares Russell 2000 Value ETF 1-Month USD OBFR - 0.28% Monthly USD 3,938 May 2023 MSI 218 218
Pay iShares Russell 3000 ETF 1-Month USD OBFR - 0.28% Monthly USD 1,162,291 May 2023 MSI 68,914 68,914
Pay iShares Russell 3000 ETF 1-Month USD OBFR - 0.28% Monthly USD 1,180,052 May 2023 MSI 69,967 69,967
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 1.48% Monthly USD 133,507 May 2023 MSI 8,730 8,730
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 1.33% Monthly USD 429,244 May 2023 MSI 28,068 28,068
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 1.33% Monthly USD 148,203 May 2023 MSI 9,691 9,691
Pay iShares Russell Mid-Cap Growth ETF 1-Month USD OBFR - 1.13% Monthly USD 393,811 May 2023 MSI 4,140 4,140
Pay iShares Semiconductor ETF 1-Month USD OBFR - 1.05% Monthly USD 759,870 May 2023 MSI 40,069 40,069
Pay iShares Semiconductor ETF 1-Month USD OBFR - 1.88% Monthly USD 52,463 May 2023 MSI 2,766 2,766
Pay iShares Semiconductor ETF 1-Month USD OBFR - 2.18% Monthly USD 139,620 May 2023 MSI 7,362 7,362
Pay iShares Semiconductor ETF 1-Month USD OBFR - 1.88% Monthly USD 341,011 May 2023 MSI 17,982 17,982
Pay iShares Semiconductor ETF 1-Month USD OBFR - 2.18% Monthly USD 130,735 May 2023 MSI 2,084 2,084
Pay MSCI International Taiwan Price Index 1-Month USD OBFR - 0.30% Monthly USD 42,790 May 2023 MSI 1,749 1,749
Pay MSCI International Taiwan Price Index 1-Month USD OBFR - 0.30% Monthly USD 67,306 May 2023 MSI 2,751 2,751
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.53% Monthly USD 877,444 May 2023 MSI 102,451 102,451
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 1.33% Monthly USD 5,212,004 May 2023 MSI 608,556 608,556
40 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay SPDR S&P Biotech ETF 1-Month USD OBFR - 0.28% Monthly USD 1,782,968 May 2023 MSI $50,252 $50,252
Pay SPDR S&P Homebuilders ETF 1-Month USD OBFR - 1.88% Monthly USD 2,334,419 May 2023 MSI (14,949) (14,949)
Pay SPDR S&P Oil & Gas Exploration & Production ETF 1-Month USD OBFR - 1.13% Monthly USD 1,066,085 May 2023 MSI 101,236 101,236
Pay SPDR S&P Oil & Gas Exploration & Production ETF 1-Month USD OBFR - 1.13% Monthly USD 4,932,099 May 2023 MSI 468,353 468,353
Pay SPDR S&P Oil & Gas Exploration & Production ETF 1-Month USD OBFR - 1.53% Monthly USD 2,771,238 May 2023 MSI 263,157 263,157
Pay SPDR S&P Oil & Gas Exploration & Production ETF 1-Month USD OBFR - 1.53% Monthly USD 4,273,515 May 2023 MSI 405,814 405,814
Pay SPDR S&P Oil & Gas Exploration & Production ETF 1-Month USD OBFR - 1.53% Monthly USD 2,399,128 May 2023 MSI 227,822 227,822
Pay SPDR S&P Oil & Gas Exploration & Production ETF 1-Month USD OBFR - 1.33% Monthly USD 2,708,804 May 2023 MSI (27,703) (27,703)
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 2.93% Monthly USD 746,629 May 2023 MSI 42,133 42,133
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 0.28% Monthly USD 893,258 May 2023 MSI 50,448 50,448
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 2.20% Monthly USD 638,298 May 2023 MSI 36,020 36,020
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 0.28% Monthly USD 782,433 May 2023 MSI 44,189 44,189
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 1.09% Monthly USD 468,952 May 2023 MSI 26,464 26,464
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 1.09% Monthly USD 264,809 May 2023 MSI 14,944 14,944
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 1.12% Monthly USD 1,024,481 May 2023 MSI 57,813 57,813
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 1.07% Monthly USD 1,346,890 May 2023 MSI 76,007 76,007
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 41

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 1.82% Monthly USD 1,630,958 May 2023 MSI $92,037 $92,037
Pay SPDR S&P Pharmaceuticals ETF 1-Month USD OBFR - 4.07% Monthly USD 537,277 May 2023 MSI 30,319 30,319
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 1.07% Monthly USD 728,745 May 2023 MSI 34,467 34,467
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.76% Monthly USD 1,794,826 May 2023 MSI 84,889 84,889
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.75% Monthly USD 2,083,416 May 2023 MSI 98,538 98,538
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.76% Monthly USD 1,937,109 May 2023 MSI 91,618 91,618
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.28% Monthly USD 1,555,049 May 2023 MSI 73,624 73,624
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.28% Monthly USD 3,862,275 May 2023 MSI 183,650 183,650
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.82% Monthly USD 4,208,050 May 2023 MSI 199,025 199,025
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.83% Monthly USD 3,273,606 May 2023 MSI 154,829 154,829
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.28% Monthly USD 435,806 May 2023 MSI 20,612 20,612
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.83% Monthly USD 1,423,801 May 2023 MSI 67,340 67,340
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.83% Monthly USD 1,856,426 May 2023 MSI 87,802 87,802
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.28% Monthly USD 715,113 May 2023 MSI 33,887 33,887
Pay SPDR S&P Regional Banking ETF 1-Month USD OBFR - 0.83% Monthly USD 3,997,288 May 2023 MSI 189,057 189,057
Pay SPDR S&P Retail ETF 1-Month USD OBFR - 4.28% Monthly USD 1,173,542 May 2023 MSI 85,903 85,903
Pay SPDR S&P Retail ETF 1-Month USD OBFR - 4.28% Monthly USD 1,443,234 May 2023 MSI 105,644 105,644
42 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay SPDR S&P Retail ETF 1-Month USD OBFR - 4.88% Monthly USD 2,225,165 May 2023 MSI $162,881 $162,881
Pay SPDR S&P Retail ETF 1-Month USD OBFR - 4.28% Monthly USD 3,517,669 May 2023 MSI 257,492 257,492
Pay SPDR S&P Retail ETF 1-Month USD OBFR - 4.58% Monthly USD 1,818,619 May 2023 MSI 133,122 133,122
Pay SPDR S&P Retail ETF 1-Month USD OBFR - 4.58% Monthly USD 1,217,518 May 2023 MSI 89,122 89,122
Pay SPDR S&P Retail ETF 1-Month USD OBFR - 4.58% Monthly USD 466,016 May 2023 MSI 20,153 20,153
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,359,926 May 2023 MSI 102,879 102,879
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,351,688 May 2023 MSI 102,520 102,520
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,009,881 May 2023 MSI 87,619 87,619
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 5,361,617 May 2023 MSI 233,735 233,735
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 584,423 May 2023 MSI 25,477 25,477
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 868,326 May 2023 MSI 37,854 37,854
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 3,871,702 May 2023 MSI 168,784 168,784
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,172,733 May 2023 MSI 94,719 94,719
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,107,527 May 2023 MSI 91,876 91,876
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 1,310,259 May 2023 MSI 57,120 57,120
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 3,238,082 May 2023 MSI 141,162 141,162
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,631,143 May 2023 MSI 114,703 114,703
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 1,555,871 May 2023 MSI 67,957 67,957
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 43

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 3,135,006 May 2023 MSI $136,668 $136,668
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 7,279,891 May 2023 MSI 317,361 317,361
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 95,118 May 2023 MSI 4,147 4,147
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 5,952,360 May 2023 MSI 259,488 259,488
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 3,945,287 May 2023 MSI 171,992 171,992
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 5,201,106 May 2023 MSI 226,738 226,738
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 471,377 May 2023 MSI 20,549 20,549
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 2,530,034 May 2023 MSI 110,295 110,295
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 3,077,711 May 2023 MSI 134,170 134,170
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 1,925,436 May 2023 MSI 83,938 83,938
Pay Vanguard FTSE Developed Markets ETF 1-Month USD OBFR - 0.28% Monthly USD 6,048,507 May 2023 MSI 263,680 263,680
Pay Vanguard FTSE Europe ETF 1-Month USD OBFR - 0.61% Monthly USD 9,931,300 May 2023 MSI 472,996 472,996
Pay Vanguard FTSE Europe ETF 1-Month USD OBFR - 0.63% Monthly USD 5,888,028 May 2023 MSI 280,428 280,428
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.40% Monthly JPY 6,658,585 May 2023 CITI (2,442) (2,442)
Receive Grifols SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 244,794 May 2023 CITI (1,756) (1,756)
Receive Grifols SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 427,599 May 2023 CITI (3,066) (3,066)
44 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Grifols SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 147,334 May 2023 CITI $(1,057) $(1,057)
Receive Meta Platforms, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 233,560 May 2023 CITI (17,314) (17,314)
Receive Meta Platforms, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 44,158 May 2023 CITI (3,273) (3,273)
Receive Acciona SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 215,576 May 2023 GSI (11,904) (11,904)
Receive AerCap Holdings NV 1-Month USD OBFR + 0.20% Monthly USD 87,579 May 2023 GSI (10,332) (10,332)
Receive Agilent Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 144,248 May 2023 GSI (11,046) (11,046)
Receive Agilent Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 271,936 May 2023 GSI (20,824) (20,824)
Receive Agilent Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 49,419 May 2023 GSI (3,784) (3,784)
Receive Agilent Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 572,462 May 2023 GSI (43,838) (43,838)
Receive Agilent Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 421,358 May 2023 GSI (32,267) (32,267)
Receive AIB Group PLC 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 476,283 May 2023 GSI 13,234 13,234
Receive AIB Group PLC 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 167,626 May 2023 GSI 4,658 4,658
Receive AIB Group PLC 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 753,551 May 2023 GSI 20,938 20,938
Receive AIB Group PLC 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 77,250 May 2023 GSI 358 358
Receive AIB Group PLC 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 408,524 May 2023 GSI 1,891 1,891
Receive Alcon, Inc. 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 24,480 May 2023 GSI (2,318) (2,318)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 45

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Alcon, Inc. 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 238,527 May 2023 GSI $(22,581) $(22,581)
Receive Alcon, Inc. 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 283,968 May 2023 GSI (26,883) (26,883)
Receive ALD SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 140,714 May 2023 GSI 343 343
Receive Alnylam Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 199,021 May 2023 GSI (40,932) (40,932)
Receive Amazon.com, Inc. 1-Month USD OBFR + 0.20% Monthly USD 234,077 May 2023 GSI (45,200) (45,200)
Receive Amazon.com, Inc. 1-Month USD OBFR + 0.20% Monthly USD 797,710 May 2023 GSI (154,035) (154,035)
Receive American Express Company 1-Month USD OBFR + 0.20% Monthly USD 414,235 May 2023 GSI (29,133) (29,133)
Receive Amoy Diagnostics Company, Ltd., Class A 1-Month USD OBFR + 0.75% Monthly USD 20,257 May 2023 GSI (1,746) (1,746)
Receive Amoy Diagnostics Company, Ltd., Class A 1-Month USD OBFR + 0.75% Monthly USD 332,965 May 2023 GSI (28,690) (28,690)
Receive Amoy Diagnostics Company, Ltd., Class A 1-Month USD OBFR + 0.75% Monthly USD 3,864 May 2023 GSI (333) (333)
Receive Anthem, Inc. 1-Month USD OBFR + 0.20% Monthly USD 122,923 May 2023 GSI (6,491) (6,491)
Receive Anthem, Inc. 1-Month USD OBFR + 0.20% Monthly USD 232,070 May 2023 GSI (12,255) (12,255)
Receive Anthem, Inc. 1-Month USD OBFR + 0.20% Monthly USD 659,121 May 2023 GSI (34,806) (34,806)
Receive Anthem, Inc. 1-Month USD OBFR + 0.20% Monthly USD 784,693 May 2023 GSI (41,437) (41,437)
Receive Arvinas, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,678,611 May 2023 GSI (285,394) (285,394)
Receive AstraZeneca PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 694,894 May 2023 GSI 11,661 11,661
46 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Australia & New Zealand Banking Group, Ltd. 1-Month AUD BBSW + 0.20% Monthly AUD 291,101 May 2023 GSI $(7,217) $(7,217)
Receive Australia & New Zealand Banking Group, Ltd. 1-Month AUD BBSW + 0.20% Monthly AUD 357,695 May 2023 GSI (8,868) (8,868)
Receive Banco Santander SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 201,836 May 2023 GSI (4,671) (4,671)
Receive Banco Santander SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 949,072 May 2023 GSI (121,684) (121,684)
Receive Banco Santander SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 956,466 May 2023 GSI (122,632) (122,632)
Receive Banco Santander SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 979,707 May 2023 GSI (86,116) (86,116)
Receive Barrick Gold Corp. 1-Month USD OBFR + 0.20% Monthly USD 1,575,954 May 2023 GSI (183,702) (183,702)
Receive BAWAG Group AG 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 631,844 May 2023 GSI (16,035) (16,035)
Receive BAWAG Group AG 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 426,241 May 2023 GSI (10,817) (10,817)
Receive Baxter International, Inc. 1-Month USD OBFR + 0.20% Monthly USD 84,609 May 2023 GSI (8,089) (8,089)
Receive Baxter International, Inc. 1-Month USD OBFR + 0.20% Monthly USD 159,712 May 2023 GSI (15,268) (15,268)
Receive Baxter International, Inc. 1-Month USD OBFR + 0.20% Monthly USD 266,868 May 2023 GSI (25,512) (25,512)
Receive Becton, Dickinson and Company 1-Month USD OBFR + 0.20% Monthly USD 13,918 May 2023 GSI (1,066) (1,066)
Receive Becton, Dickinson and Company 1-Month USD OBFR + 0.20% Monthly USD 80,295 May 2023 GSI (6,148) (6,148)
Receive Becton, Dickinson and Company 1-Month USD OBFR + 0.20% Monthly USD 535,568 May 2023 GSI (41,010) (41,010)
Receive Becton, Dickinson and Company 1-Month USD OBFR + 0.20% Monthly USD 385,148 May 2023 GSI (29,492) (29,492)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 47

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Becton, Dickinson and Company 1-Month USD OBFR + 0.20% Monthly USD 321,180 May 2023 GSI $(24,594) $(24,594)
Receive Becton, Dickinson and Company 1-Month USD OBFR + 0.20% Monthly USD 337,507 May 2023 GSI (25,844) (25,844)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 1,716,889 May 2023 GSI (182,119) (182,119)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 349,953 May 2023 GSI (37,121) (37,121)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 429,835 May 2023 GSI (45,595) (45,595)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 838,568 May 2023 GSI (88,951) (88,951)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 329,700 May 2023 GSI (34,973) (34,973)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 2,182,991 May 2023 GSI (231,560) (231,560)
Receive Brenntag SE 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 478,762 May 2023 GSI (9,989) (9,989)
Receive Brenntag SE 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 434,512 May 2023 GSI (9,066) (9,066)
Receive Bristol-Myers Squibb Company 1-Month USD OBFR + 0.20% Monthly USD 1,654,410 May 2023 GSI (22,320) (22,320)
Receive Bristol-Myers Squibb Company 1-Month USD OBFR + 0.20% Monthly USD 143,277 May 2023 GSI (2,744) (2,744)
Receive Bristol-Myers Squibb Company 1-Month USD OBFR + 0.20% Monthly USD 620,558 May 2023 GSI (11,885) (11,885)
Receive Bristol-Myers Squibb Company 1-Month USD OBFR + 0.20% Monthly USD 1,731,304 May 2023 GSI (33,157) (33,157)
Receive Bristol-Myers Squibb Company 1-Month USD OBFR + 0.20% Monthly USD 1,803,638 May 2023 GSI (34,543) (34,543)
Receive Charles Schwab Corp. 1-Month USD OBFR + 0.20% Monthly USD 137,763 May 2023 GSI (18,254) (18,254)
Receive China Three Gorges Renewables Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 806,181 May 2023 GSI 2,556 2,556
Receive China Three Gorges Renewables Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 24,240 May 2023 GSI 77 77
48 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive China Three Gorges Renewables Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 234,616 May 2023 GSI $744 $744
Receive Constellation Energy Corp. 1-Month USD OBFR + 0.20% Monthly USD 2,027,318 May 2023 GSI (192,426) (192,426)
Receive Constellation Energy Corp. 1-Month USD OBFR + 0.20% Monthly USD 1,331,813 May 2023 GSI (126,411) (126,411)
Receive CSPC Pharmaceutical Group, Ltd. 1-Month HKD HIBOR + 0.20% Monthly HKD 166,400 May 2023 GSI (761) (761)
Receive Daiichi Sankyo Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 3,249,873 May 2023 GSI 3,324 3,324
Receive Daiichi Sankyo Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 231,618,623 May 2023 GSI 236,896 236,896
Receive Daiichi Sankyo Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 35,047,650 May 2023 GSI 35,846 35,846
Receive Daiichi Sankyo Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 40,956,510 May 2023 GSI 41,890 41,890
Receive Danaher Corp. 1-Month USD OBFR + 0.20% Monthly USD 728,147 May 2023 GSI (75,408) (75,408)
Receive Danaher Corp. 1-Month USD OBFR + 0.20% Monthly USD 159,256 May 2023 GSI (16,493) (16,493)
Receive Danaher Corp. 1-Month USD OBFR + 0.20% Monthly USD 300,287 May 2023 GSI (31,098) (31,098)
Receive Danaher Corp. 1-Month USD OBFR + 0.20% Monthly USD 50,188 May 2023 GSI (5,198) (5,198)
Receive Danaher Corp. 1-Month USD OBFR + 0.20% Monthly USD 548,143 May 2023 GSI (56,766) (56,766)
Receive Danaher Corp. 1-Month USD OBFR + 0.20% Monthly USD 277,015 May 2023 GSI (28,688) (28,688)
Receive Danaher Corp. 1-Month USD OBFR + 0.20% Monthly USD 336,176 May 2023 GSI (34,815) (34,815)
Receive DISH Network Corp., Class A 1-Month USD OBFR + 0.20% Monthly USD 1,250,255 May 2023 GSI (168,634) (168,634)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 759,159 May 2023 GSI (75,337) (75,337)
Receive East West Bancorp, Inc. 1-Month USD OBFR + 0.20% Monthly USD 937,718 May 2023 GSI (103,252) (103,252)
Receive Eastern Bankshares, Inc. 1-Month USD OBFR + 0.20% Monthly USD 5,015 May 2023 GSI (455) (455)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 49

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Eastern Bankshares, Inc. 1-Month USD OBFR + 0.20% Monthly USD 133,162 May 2023 GSI $(12,089) $(12,089)
Receive Eastern Bankshares, Inc. 1-Month USD OBFR + 0.20% Monthly USD 897,013 May 2023 GSI (81,431) (81,431)
Receive Edwards Lifesciences Corp. 1-Month USD OBFR + 0.20% Monthly USD 82,991 May 2023 GSI (14,562) (14,562)
Receive Edwards Lifesciences Corp. 1-Month USD OBFR + 0.20% Monthly USD 515,132 May 2023 GSI (90,387) (90,387)
Receive Edwards Lifesciences Corp. 1-Month USD OBFR + 0.20% Monthly USD 613,387 May 2023 GSI (107,627) (107,627)
Receive Edwards Lifesciences Corp. 1-Month USD OBFR + 0.20% Monthly USD 384,810 May 2023 GSI (67,520) (67,520)
Receive Edwards Lifesciences Corp. 1-Month USD OBFR + 0.20% Monthly USD 298,613 May 2023 GSI (52,396) (52,396)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 19,508,324 May 2023 GSI 15 15
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 40,117,000 May 2023 GSI 30 30
Receive Elanco Animal Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 9,855 May 2023 GSI (365) (365)
Receive Electricite de France SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 831,098 May 2023 GSI (18,182) (18,182)
Receive Electricite de France SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 720,342 May 2023 GSI (15,759) (15,759)
Receive Electricite de France SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 238,674 May 2023 GSI (5,222) (5,222)
Receive Eli Lilly & Company 1-Month USD OBFR + 0.20% Monthly USD 1,407,188 May 2023 GSI (4,019) (4,019)
Receive Embecta Corp. 1-Month USD OBFR + 0.20% Monthly USD 1 May 2023 GSI 12,171 12,171
Receive Encompass Health Corp. 1-Month USD OBFR + 0.20% Monthly USD 175,348 May 2023 GSI (9,903) (9,903)
Receive Encompass Health Corp. 1-Month USD OBFR + 0.20% Monthly USD 327,209 May 2023 GSI (18,480) (18,480)
50 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Encompass Health Corp. 1-Month USD OBFR + 0.20% Monthly USD 240,702 May 2023 GSI $(13,594) $(13,594)
Receive Encompass Health Corp. 1-Month USD OBFR + 0.20% Monthly USD 197,011 May 2023 GSI (11,127) (11,127)
Receive Enel SpA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 2,025,036 May 2023 GSI (288) (288)
Receive Equitable Holdings, Inc. 1-Month USD OBFR + 0.20% Monthly USD 34,077 May 2023 GSI (3,665) (3,665)
Receive Equitable Holdings, Inc. 1-Month USD OBFR + 0.20% Monthly USD 431,044 May 2023 GSI (46,363) (46,363)
Receive Erste Group Bank AG 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 943,866 May 2023 GSI (78,504) (78,504)
Receive First Busey Corp. 1-Month USD OBFR + 0.20% Monthly USD 105,773 May 2023 GSI (10,469) (10,469)
Receive First Busey Corp. 1-Month USD OBFR + 0.20% Monthly USD 256,862 May 2023 GSI (25,424) (25,424)
Receive First Republic Bank 1-Month USD OBFR + 0.20% Monthly USD 2,165,437 May 2023 GSI (194,394) (194,394)
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 269,111 May 2023 GSI 2,581 2,581
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 658,493 May 2023 GSI 6,316 6,316
Receive Flowserve Corp. 1-Month USD OBFR + 0.20% Monthly USD 464,920 May 2023 GSI (53,521) (53,521)
Receive Fluor Corp. 1-Month USD OBFR + 0.20% Monthly USD 838,954 May 2023 GSI (132,079) (132,079)
Receive Fluor Corp. 1-Month USD OBFR + 0.20% Monthly USD 799,128 May 2023 GSI (125,809) (125,809)
Receive Fresenius SE & Company KGaA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 3,106,320 May 2023 GSI (139,811) (139,811)
Receive Galapagos NV 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 1,152,954 May 2023 GSI (76,686) (76,686)
Receive Ganfeng Lithium Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 5,834,650 May 2023 GSI (13,502) (13,502)
Receive Genmab A/S 1-Month DKK CIBOR + 0.20% Monthly DKK 12,995,190 May 2023 GSI (92,153) (92,153)
Receive Genpact, Ltd. 1-Month USD OBFR + 0.20% Monthly USD 2,473,469 May 2023 GSI (138,896) (138,896)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 51

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Genus PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 4,207 May 2023 GSI $(296) $(296)
Receive Genus PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 46,040 May 2023 GSI (3,238) (3,238)
Receive Genus PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 18,840 May 2023 GSI (1,325) (1,325)
Receive Genworth Financial, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 535,829 May 2023 GSI (32,626) (32,626)
Receive Genworth Financial, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 574,626 May 2023 GSI (34,989) (34,989)
Receive Glaukos Corp. 1-Month USD OBFR + 0.20% Monthly USD 330,375 May 2023 GSI (75,383) (75,383)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 799,781 May 2023 GSI (36,496) (36,496)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 4,266,409 May 2023 GSI (194,685) (194,685)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 504,007 May 2023 GSI (22,999) (22,999)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 855,176 May 2023 GSI (39,023) (39,023)
Receive Guangzhou Tinci Materials Technology Company, Ltd., Class A 1-Month USD OBFR + 0.75% Monthly USD 280,599 May 2023 GSI
Receive HCA Healthcare, Inc. 1-Month USD OBFR + 0.20% Monthly USD 18,436 May 2023 GSI (4,063) (4,063)
Receive Hikma Pharmaceuticals PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 22,952 May 2023 GSI (2,076) (2,076)
Receive Hikma Pharmaceuticals PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 26,893 May 2023 GSI (2,432) (2,432)
Receive Hikma Pharmaceuticals PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 39,431 May 2023 GSI (3,566) (3,566)
52 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Hikma Pharmaceuticals PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 12,150 May 2023 GSI $(1,099) $(1,099)
Receive Hologic, Inc. 1-Month USD OBFR + 0.20% Monthly USD 173,403 May 2023 GSI (13,752) (13,752)
Receive Hologic, Inc. 1-Month USD OBFR + 0.20% Monthly USD 87,718 May 2023 GSI (6,957) (6,957)
Receive Hologic, Inc. 1-Month USD OBFR + 0.20% Monthly USD 169,885 May 2023 GSI (13,473) (13,473)
Receive Hologic, Inc. 1-Month USD OBFR + 0.20% Monthly USD 23,610 May 2023 GSI (1,872) (1,872)
Receive Hologic, Inc. 1-Month USD OBFR + 0.20% Monthly USD 273,708 May 2023 GSI (21,707) (21,707)
Receive Hologic, Inc. 1-Month USD OBFR + 0.20% Monthly USD 325,854 May 2023 GSI (25,842) (25,842)
Receive Home BancShares, Inc. 1-Month USD OBFR + 0.20% Monthly USD 693,910 May 2023 GSI (50,675) (50,675)
Receive Home BancShares, Inc. 1-Month USD OBFR + 0.20% Monthly USD 445,249 May 2023 GSI (32,516) (32,516)
Receive Home BancShares, Inc. 1-Month USD OBFR + 0.20% Monthly USD 108,508 May 2023 GSI (7,924) (7,924)
Receive Home BancShares, Inc. 1-Month USD OBFR + 0.20% Monthly USD 235,252 May 2023 GSI (17,180) (17,180)
Receive Home BancShares, Inc. 1-Month USD OBFR + 0.20% Monthly USD 696,242 May 2023 GSI (50,846) (50,846)
Receive Home BancShares, Inc. 1-Month USD OBFR + 0.20% Monthly USD 571,276 May 2023 GSI (37,506) (37,506)
Receive Humana, Inc. 1-Month USD OBFR + 0.20% Monthly USD 389,150 May 2023 GSI (16,794) (16,794)
Receive Humana, Inc. 1-Month USD OBFR + 0.20% Monthly USD 342,135 May 2023 GSI (14,849) (14,849)
Receive IDEXX Laboratories, Inc. 1-Month USD OBFR + 0.20% Monthly USD 53,393 May 2023 GSI (8,630) (8,630)
Receive IDEXX Laboratories, Inc. 1-Month USD OBFR + 0.20% Monthly USD 101,138 May 2023 GSI (16,346) (16,346)
Receive IDEXX Laboratories, Inc. 1-Month USD OBFR + 0.20% Monthly USD 18,482 May 2023 GSI (2,987) (2,987)
Receive IDEXX Laboratories, Inc. 1-Month USD OBFR + 0.20% Monthly USD 255,155 May 2023 GSI (41,239) (41,239)
Receive Inari Medical, Inc. 1-Month USD OBFR + 0.20% Monthly USD 384,469 May 2023 GSI (53,568) (53,568)
Receive Intact Financial Corp. 1-Month CAD CDOR + 0.20% Monthly CAD 113,581 May 2023 GSI (1,570) (1,570)
Receive Intact Financial Corp. 1-Month CAD CDOR + 0.20% Monthly CAD 587,841 May 2023 GSI (8,127) (8,127)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 53

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Intuit, Inc. 1-Month USD OBFR + 0.20% Monthly USD 97,354 May 2023 GSI $(12,779) $(12,779)
Receive Intuit, Inc. 1-Month USD OBFR + 0.20% Monthly USD 96,872 May 2023 GSI (12,716) (12,716)
Receive Ironwood Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 29,630 May 2023 GSI (78) (78)
Receive Japan Steel Works, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 43,877,295 May 2023 GSI (3,001) (3,001)
Receive Japan Steel Works, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 28,120,234 May 2023 GSI (1,923) (1,923)
Receive Japan Steel Works, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 41,404,660 May 2023 GSI (2,832) (2,832)
Receive Japan Steel Works, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 34,299,980 May 2023 GSI (2,346) (2,346)
Receive Japan Steel Works, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 23,174,965 May 2023 GSI (1,585) (1,585)
Receive Japan Steel Works, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 67,973,510 May 2023 GSI (4,649) (4,649)
Receive Japan Steel Works, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 41,860,136 May 2023 GSI (13,457) (13,457)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 68,968 May 2023 GSI (7,247) (7,247)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 1,376 May 2023 GSI (145) (145)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 10,399 May 2023 GSI (1,093) (1,093)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 112,984 May 2023 GSI (11,872) (11,872)
54 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 134,524 May 2023 GSI $(14,135) $(14,135)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 1,208,102 May 2023 GSI (126,939) (126,939)
Receive M&T Bank Corp. 1-Month USD OBFR + 0.20% Monthly USD 556,529 May 2023 GSI (30,686) (30,686)
Receive Mastercard, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 11,324 May 2023 GSI (45) (45)
Receive Meta Platforms, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 76,160 May 2023 GSI 9 9
Receive Midea Group Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 21,534 May 2023 GSI (938) (938)
Receive Midea Group Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 863,135 May 2023 GSI (37,613) (37,613)
Receive Mirati Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 94,953 May 2023 GSI (18,160) (18,160)
Receive Mirati Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 15,278 May 2023 GSI (2,922) (2,922)
Receive Mirati Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 65,237 May 2023 GSI (12,477) (12,477)
Receive Mitsubishi UFJ Financial Group, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 1,083,386 May 2023 GSI (59) (59)
Receive Mitsubishi UFJ Financial Group, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 53,898,240 May 2023 GSI (2,952) (2,952)
Receive Mitsubishi UFJ Financial Group, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 64,739,840 May 2023 GSI (3,546) (3,546)
Receive Mitsubishi UFJ Financial Group, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 66,985,600 May 2023 GSI (3,669) (3,669)
Receive Mitsubishi UFJ Financial Group, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 32,060,160 May 2023 GSI (1,756) (1,756)
Receive Mitsubishi UFJ Financial Group, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 71,786,880 May 2023 GSI (3,932) (3,932)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 55

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Mizrahi Tefahot Bank, Ltd. Fixed 0.75% Monthly ILS 3,250,818 May 2023 GSI $(6,381) $(6,381)
Receive Molina Healthcare, Inc. 1-Month USD OBFR + 0.20% Monthly USD 161,254 May 2023 GSI (15,834) (15,834)
Receive Molina Healthcare, Inc. 1-Month USD OBFR + 0.20% Monthly USD 363,864 May 2023 GSI (35,729) (35,729)
Receive Molina Healthcare, Inc. 1-Month USD OBFR + 0.20% Monthly USD 433,370 May 2023 GSI (42,554) (42,554)
Receive MVB Financial Corp. 1-Month USD OBFR + 0.20% Monthly USD 39,398 May 2023 GSI (2,267) (2,267)
Receive Myovant Sciences, Ltd. 1-Month USD OBFR + 0.20% Monthly USD 39,390 May 2023 GSI (3,086) (3,086)
Receive NanoString Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 93,106 May 2023 GSI (10,523) (10,523)
Receive NanoString Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 76,191 May 2023 GSI (8,612) (8,612)
Receive National Grid PLC, ADR 1-Month USD OBFR + 0.20% Monthly USD 223,271 May 2023 GSI (9,126) (9,126)
Receive National Grid PLC, ADR 1-Month USD OBFR + 0.20% Monthly USD 1,299,658 May 2023 GSI $(44,549) (8,575) (53,124)
Receive National Grid PLC, ADR 1-Month USD OBFR + 0.20% Monthly USD 1,031,083 May 2023 GSI (42,146) (42,146)
Receive Nippon Shinyaku Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 26,578,530 May 2023 GSI (1,867) (1,867)
Receive Novartis AG 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 339,136 May 2023 GSI (1,610) (1,610)
Receive Novartis AG 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 81,351 May 2023 GSI (386) (386)
Receive Novartis AG 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 571,444 May 2023 GSI (2,713) (2,713)
Receive Nuvei Corp. 1-Month USD OBFR + 0.20% Monthly USD 157,707 May 2023 GSI (23,152) (23,152)
Receive Nuvei Corp. 1-Month USD OBFR + 0.20% Monthly USD 54,120 May 2023 GSI (7,945) (7,945)
Receive Ono Pharmaceutical Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 17,813,040 May 2023 GSI 6,404 6,404
Receive Perella Weinberg Partners 1-Month USD OBFR + 0.20% Monthly USD 24,809 May 2023 GSI (2,122) (2,122)
56 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Perella Weinberg Partners 1-Month USD OBFR + 0.20% Monthly USD 1,205 May 2023 GSI $(103) $(103)
Receive Perella Weinberg Partners 1-Month USD OBFR + 0.20% Monthly USD 160 May 2023 GSI (14) (14)
Receive Pfizer, Inc. 1-Month USD OBFR + 0.20% Monthly USD 312,480 May 2023 GSI (4,312) (4,312)
Receive Pfizer, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,545,633 May 2023 GSI (21,327) (21,327)
Receive Ping An Insurance Group Company of China, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 23,229,000 May 2023 GSI (211,017) (211,017)
Receive Primoris Services Corp. 1-Month USD OBFR + 0.20% Monthly USD 671,086 May 2023 GSI (87,686) (87,686)
Receive Prudential PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 1,658,776 May 2023 GSI (171,671) (171,671)
Receive PTC Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 684,032 May 2023 GSI (118,947) (118,947)
Receive PTC Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 180,276 May 2023 GSI (31,348) (31,348)
Receive PTC Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 61,574 May 2023 GSI (10,707) (10,707)
Receive PTC Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,431,434 May 2023 GSI (248,913) (248,913)
Receive Rathbones Group PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 2,444 May 2023 GSI 40 40
Receive REVOLUTION Medicines, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,450,173 May 2023 GSI (223,245) (223,245)
Receive Roche Holding AG 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 563,696 May 2023 GSI (21,041) (21,041)
Receive Roche Holding AG 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 1,387,530 May 2023 GSI (51,793) (51,793)
Receive Rohm Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 63,679,879 May 2023 GSI $(61,622) 75,693 14,071
Receive Rubis SCA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 869,794 May 2023 GSI 2,631 2,631
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 57

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive S&P Global, Inc. 1-Month USD OBFR + 0.20% Monthly USD 35,355 May 2023 GSI $(1,851) $(1,851)
Receive Sage Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 426,024 May 2023 GSI (40,652) (40,652)
Receive Seagen, Inc. 1-Month USD OBFR + 0.20% Monthly USD 176,985 May 2023 GSI (15,865) (15,865)
Receive Serco Group PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 76,638 May 2023 GSI 552 552
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 384,067 May 2023 GSI (1,973) (1,973)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 58,427 May 2023 GSI (300) (300)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 67,102 May 2023 GSI (345) (345)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 44,883 May 2023 GSI (231) (231)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 32,436 May 2023 GSI (167) (167)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 32,140 May 2023 GSI (165) (165)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 39,735 May 2023 GSI (204) (204)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 62,773 May 2023 GSI (322) (322)
58 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 30,633 May 2023 GSI $(157) $(157)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 60,900 May 2023 GSI (313) (313)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 241,006 May 2023 GSI (1,238) (1,238)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 64,715 May 2023 GSI (332) (332)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 107,150 May 2023 GSI (550) (550)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 10,800 May 2023 GSI (55) (55)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 75,969 May 2023 GSI (390) (390)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 91,673 May 2023 GSI (471) (471)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 81,883 May 2023 GSI (421) (421)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 34,840 May 2023 GSI (179) (179)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 59

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 69,680 May 2023 GSI $(358) $(358)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 64,419 May 2023 GSI (331) (331)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 34,979 May 2023 GSI (180) (180)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 20,521 May 2023 GSI (105) (105)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 18,883 May 2023 GSI (97) (97)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 20,860 May 2023 GSI (107) (107)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 34,840 May 2023 GSI (179) (179)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.20% Monthly HKD 40,353 May 2023 GSI (207) (207)
Receive Shenzhen Dynanonic Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 6,768 May 2023 GSI (577) (577)
Receive Shenzhen Dynanonic Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 7,278 May 2023 GSI (620) (620)
Receive Shenzhen Dynanonic Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 7,278 May 2023 GSI (620) (620)
60 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Shenzhen XFH Technology Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 15,514 May 2023 GSI $(1,930) $(1,930)
Receive Shenzhen XFH Technology Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 614,963 May 2023 GSI (76,521) (76,521)
Receive Shenzhen XFH Technology Company, Ltd. 1-Month USD OBFR + 0.75% Monthly USD 10,860 May 2023 GSI (1,351) (1,351)
Receive SK Innovation Company, Ltd. 1-Month USD OBFR + 0.55% Monthly USD 191,015 May 2023 GSI (18,690) (18,690)
Receive SK Innovation Company, Ltd. 1-Month USD OBFR + 0.55% Monthly USD 0 May 2023 GSI 18,939 18,939
Receive Smith & Nephew PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 6,683 May 2023 GSI 417 417
Receive Smith & Nephew PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 1,630,071 May 2023 GSI 101,720 101,720
Receive Societe Generale SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 542,230 May 2023 GSI (27,438) (27,438)
Receive Societe Generale SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 500,185 May 2023 GSI (25,311) (25,311)
Receive Societe Generale SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 969,846 May 2023 GSI (74,275) (74,275)
Receive Societe Generale SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 972,931 May 2023 GSI (40,469) (40,469)
Receive Standard Chartered PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 389,804 May 2023 GSI 40,087 40,087
Receive Standard Chartered PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 384,463 May 2023 GSI 33,434 33,434
Receive StepStone Group, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 678,010 May 2023 GSI (66,241) (66,241)
Receive Syndax Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 696,690 May 2023 GSI (16,321) (16,321)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 61

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Syndax Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 348,345 May 2023 GSI $(8,160) $(8,160)
Receive Syndax Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 57,674 May 2023 GSI (1,351) (1,351)
Receive Syndax Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 290,637 May 2023 GSI (6,809) (6,809)
Receive Syneos Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 576,590 May 2023 GSI (58,238) (58,238)
Receive Synovus Financial Corp. 1-Month USD OBFR + 0.20% Monthly USD 902,230 May 2023 GSI (117,947) (117,947)
Receive Talanx AG 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 573,307 May 2023 GSI (21,406) (21,406)
Receive Tecan Group AG 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 7,185 May 2023 GSI (743) (743)
Receive Teleflex, Inc. 1-Month USD OBFR + 0.20% Monthly USD 89,970 May 2023 GSI (15,721) (15,721)
Receive Teleflex, Inc. 1-Month USD OBFR + 0.20% Monthly USD 230,463 May 2023 GSI (40,270) (40,270)
Receive The PNC Financial Services Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 2,906,755 May 2023 GSI (195,197) (195,197)
Receive The PNC Financial Services Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,965,621 May 2023 GSI (131,997) (131,997)
Receive The PNC Financial Services Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 975,804 May 2023 GSI (65,528) (65,528)
Receive UCB SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 626,396 May 2023 GSI (13,349) (13,349)
Receive UCB SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 47,303 May 2023 GSI (1,008) (1,008)
Receive UniCredit SpA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 100,489 May 2023 GSI (1,360) (1,360)
Receive UniCredit SpA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 423,412 May 2023 GSI (5,730) (5,730)
62 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive UniCredit SpA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 948,443 May 2023 GSI
Receive United Community Banks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 706,887 May 2023 GSI $(45,315) $(45,315)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 246,251 May 2023 GSI (16,926) (16,926)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 702,715 May 2023 GSI (48,302) (48,302)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 942,959 May 2023 GSI (64,816) (64,816)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 738,752 May 2023 GSI (50,779) (50,779)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 453,188 May 2023 GSI (31,151) (31,151)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 436,808 May 2023 GSI (30,025) (30,025)
Receive Veracyte, Inc. 1-Month USD OBFR + 0.20% Monthly USD 27,349 May 2023 GSI (3,075) (3,075)
Receive Veracyte, Inc. 1-Month USD OBFR + 0.20% Monthly USD 51,608 May 2023 GSI (5,803) (5,803)
Receive Western Alliance Bancorp 1-Month USD OBFR + 0.20% Monthly USD 121,515 May 2023 GSI (2,868) (2,868)
Receive Western Alliance Bancorp 1-Month USD OBFR + 0.20% Monthly USD 617,769 May 2023 GSI (15,004) (15,004)
Receive Zhejiang HangKe Technology, Inc., Company, Class A 1-Month USD OBFR + 0.75% Monthly USD 2,864 May 2023 GSI (303) (303)
Receive Zhejiang HangKe Technology, Inc., Company, Class A 1-Month USD OBFR + 0.75% Monthly USD 2,203 May 2023 GSI (233) (233)
Receive Zhejiang HangKe Technology, Inc., Company, Class A 1-Month USD OBFR + 0.75% Monthly USD 2,886 May 2023 GSI (305) (305)
Receive Zoetis, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,632,184 May 2023 GSI (88,914) (88,914)
Receive Adobe, Inc. 1-Month USD OBFR + 0.20% Monthly USD 38,062 May 2023 JPM (5,212) (5,212)
Receive Advanced Micro Devices, Inc. 1-Month USD OBFR + 0.20% Monthly USD 817,921 May 2023 JPM (163,378) (163,378)
Receive Advanced Micro Devices, Inc. 1-Month USD OBFR + 0.20% Monthly USD 738,767 May 2023 JPM (147,567) (147,567)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 63

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive AerCap Holdings NV 1-Month USD OBFR + 0.20% Monthly USD 172,384 May 2023 JPM $(19,691) $9,751 $(9,940)
Receive AerCap Holdings NV 1-Month USD OBFR + 0.20% Monthly USD 528,748 May 2023 JPM (30,489) (30,489)
Receive Agilent Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,754,634 May 2023 JPM (182,051) (182,051)
Receive Airbnb, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 132,517 May 2023 JPM (30,666) 16,688 (13,978)
Receive Akeso, Inc. 1-Month HKD HIBOR + 0.30% Monthly HKD 3,020,763 May 2023 JPM (924) (62,489) (63,413)
Receive Akeso, Inc. 1-Month HKD HIBOR + 0.30% Monthly HKD 107,328 May 2023 JPM (33) (2,220) (2,253)
Receive ALD SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 17,381 May 2023 JPM 1,327 1,327
Receive ALD SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 219,125 May 2023 JPM (26,119) 42,845 16,726
Receive ALD SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 39,426 May 2023 JPM 3,009 3,009
Receive ALD SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 160,094 May 2023 JPM 12,220 12,220
Receive Alibaba Group Holding, Ltd. 1-Month HKD HIBOR + 0.30% Monthly HKD 3,005,160 May 2023 JPM (42,419) (42,419)
Receive Alibaba Group Holding, Ltd. 1-Month HKD HIBOR + 0.30% Monthly HKD 1,105,160 May 2023 JPM (15,600) (15,600)
Receive Allfunds Group PLC 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 339,452 May 2023 JPM (38,174) (38,135) (76,309)
Receive Alnylam Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,126,406 May 2023 JPM (186,916) (186,916)
Receive Alnylam Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 175,901 May 2023 JPM (29,189) (29,189)
Receive Alphabet, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 3,090,190 May 2023 JPM (583,136) (583,136)
Receive Alphabet, Inc., Class C 1-Month USD OBFR + 0.20% Monthly USD 3,808,701 May 2023 JPM (705,928) (705,928)
Receive Amazon.com, Inc. 1-Month USD OBFR + 0.20% Monthly USD 4,718,222 May 2023 JPM (765,074) (380,450) (1,145,524)
64 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Amazon.com, Inc. 1-Month USD OBFR + 0.20% Monthly USD 305,142 May 2023 JPM $(74,085) $(74,085)
Receive Amazon.com, Inc. 1-Month USD OBFR + 0.20% Monthly USD 167,336 May 2023 JPM $(27,134) (13,493) (40,627)
Receive Amerant Bancorp, Inc. 1-Month USD OBFR + 0.20% Monthly USD 352,050 May 2023 JPM (44,952) (44,952)
Receive American Express Company 1-Month USD OBFR + 0.20% Monthly USD 654,647 May 2023 JPM (36,138) (36,138)
Receive American Express Company 1-Month USD OBFR + 0.20% Monthly USD 1,078,101 May 2023 JPM (59,513) (59,513)
Receive Aneka Tambang Tbk 1-Month USD OBFR + 1.20% Monthly USD 5,822 May 2023 JPM (234) (234)
Receive Anglo American PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 2,251,758 May 2023 JPM (141,868) (278,516) (420,384)
Receive Anthem, Inc. 1-Month USD OBFR + 0.20% Monthly USD 2,804,908 May 2023 JPM 39,559 39,559
Receive Ares Management Corp., Class A 1-Month USD OBFR + 0.20% Monthly USD 425,048 May 2023 JPM (79,328) (79,328)
Receive Ares Management Corp., Class A 1-Month USD OBFR + 0.20% Monthly USD 1,273,760 May 2023 JPM (237,727) (237,727)
Receive ASML Holding NV, NYRS 1-Month USD OBFR + 0.20% Monthly USD 1,493,323 May 2023 JPM (191,532) (191,532)
Receive ASML Holding NV, NYRS 1-Month USD OBFR + 0.20% Monthly USD 1,002,659 May 2023 JPM (128,600) (128,600)
Receive ASML Holding NV, NYRS 1-Month USD OBFR + 0.20% Monthly USD 343,270 May 2023 JPM (44,028) (44,028)
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 9,876,383 May 2023 JPM 5,080 5,080
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 34,631,108 May 2023 JPM 17,812 17,812
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 54,143,810 May 2023 JPM 27,847 27,847
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 4,692,501 May 2023 JPM (2,705) 5,119 2,414
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 65

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive AstraZeneca PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 465,030 May 2023 JPM $(99,042) $114,453 $15,411
Receive Atlassian Corp. PLC, Class A 1-Month USD OBFR + 0.20% Monthly USD 1,449,223 May 2023 JPM (363,123) (363,123)
Receive Atlassian Corp. PLC, Class A 1-Month USD OBFR + 0.20% Monthly USD 471,080 May 2023 JPM (118,036) (118,036)
Receive AXA SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 73,236 May 2023 JPM (11,192) 9,144 (2,048)
Receive Baidu, Inc., Class A 1-Month HKD HIBOR + 0.30% Monthly HKD 4,319,354 May 2023 JPM (9,275) (58,400) (67,675)
Receive Baidu, Inc., Class A 1-Month HKD HIBOR + 0.30% Monthly HKD 3,923,782 May 2023 JPM (61,484) (61,484)
Receive Bank Rakyat Indonesia Persero Tbk PT 1-Month USD OBFR + 1.20% Monthly USD 292,259 May 2023 JPM (1) 4,850 4,849
Receive Baxter International, Inc. 1-Month USD OBFR + 0.20% Monthly USD 3,901 May 2023 JPM (278) (278)
Receive Baxter International, Inc. 1-Month USD OBFR + 0.20% Monthly USD 545,374 May 2023 JPM (38,905) (38,905)
Receive Becton, Dickinson and Company 1-Month USD OBFR + 0.20% Monthly USD 727,818 May 2023 JPM (43,849) (43,849)
Receive Becton, Dickinson and Company 1-Month USD OBFR + 0.20% Monthly USD 270,039 May 2023 JPM (16,269) (16,269)
Receive Becton, Dickinson and Company 1-Month USD OBFR + 0.20% Monthly USD 765,418 May 2023 JPM (46,114) (46,114)
Receive Block, Inc. 1-Month USD OBFR + 0.20% Monthly USD 514,729 May 2023 JPM (145,459) 7,509 (137,950)
Receive Blueprint Medicines Corp. 1-Month USD OBFR + 0.20% Monthly USD 464,838 May 2023 JPM (86,733) 29,541 (57,192)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 455,475 May 2023 JPM (23,163) (23,163)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 196,914 May 2023 JPM (10,014) (10,014)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 945,010 May 2023 JPM (38,354) (9,704) (48,058)
Receive Brenntag SE 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 727,517 May 2023 JPM (66,947) 77,415 10,468
66 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Brenntag SE 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 152,258 May 2023 JPM $2,191 $2,191
Receive Cardlytics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 69,356 May 2023 JPM (25,626) (25,626)
Receive Centamin PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 263,186 May 2023 JPM (3,766) (3,766)
Receive Centamin PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 526,874 May 2023 JPM (7,539) (7,539)
Receive Centamin PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 102,206 May 2023 JPM (1,463) (1,463)
Receive Centamin PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 161,047 May 2023 JPM (2,304) (2,304)
Receive Centamin PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 201,811 May 2023 JPM (2,888) (2,888)
Receive Centamin PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 239,564 May 2023 JPM (3,428) (3,428)
Receive Centamin PLC 1-Month GBP SONIA Compounded OIS + 0.20% Monthly GBP 128,996 May 2023 JPM (1,846) (1,846)
Receive Ceridian HCM Holding, Inc. 1-Month USD OBFR + 0.20% Monthly USD 388,707 May 2023 JPM (56,553) (56,553)
Receive Ceridian HCM Holding, Inc. 1-Month USD OBFR + 0.20% Monthly USD 260,999 May 2023 JPM (37,972) (37,972)
Receive CONSOL Energy, Inc. 1-Month USD OBFR + 0.20% Monthly USD 806,977 May 2023 JPM (16,076) (16,076)
Receive Covetrus, Inc. 1-Month USD OBFR + 0.20% Monthly USD 19,012 May 2023 JPM (3,204) (3,204)
Receive Covetrus, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,043,776 May 2023 JPM (175,898) (175,898)
Receive Daiichi Sankyo Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 10,293,009 May 2023 JPM 15,411 15,411
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 67

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Daiichi Sankyo Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 16,935,255 May 2023 JPM $25,356 $25,356
Receive Daiichi Sankyo Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 29,651,118 May 2023 JPM 44,394 44,394
Receive Daiichi Sankyo Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 29,651,118 May 2023 JPM 44,394 44,394
Receive Daiichi Sankyo Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 10,988,000 May 2023 JPM $(9,368) 25,820 16,452
Receive Dassault Aviation SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 405,394 May 2023 JPM 32,283 32,283
Receive Dassault Aviation SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 1,325,332 May 2023 JPM 105,543 105,543
Receive Dassault Aviation SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 388,681 May 2023 JPM 30,953 30,953
Receive Edwards Lifesciences Corp. 1-Month USD OBFR + 0.20% Monthly USD 593,165 May 2023 JPM (71,453) (71,453)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 8,320,200 May 2023 JPM (4,628) 3,005 (1,623)
Receive Elanco Animal Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 476,993 May 2023 JPM (2,570) (9,897) (12,467)
Receive Eli Lilly & Company 1-Month USD OBFR + 0.20% Monthly USD 1,278,766 May 2023 JPM (2,018) (2,018)
Receive Eli Lilly & Company 1-Month USD OBFR + 0.20% Monthly USD 3,199,841 May 2023 JPM (5,049) (5,049)
Receive Eli Lilly & Company 1-Month USD OBFR + 0.20% Monthly USD 1,316,205 May 2023 JPM (2,077) (2,077)
Receive Embecta Corp. 1-Month USD OBFR + 0.20% Monthly USD 16,621 May 2023 JPM (1) 233 232
Receive Encompass Health Corp. 1-Month USD OBFR + 0.20% Monthly USD 31,976 May 2023 JPM (1,252) 848 (404)
Receive Encompass Health Corp. 1-Month USD OBFR + 0.20% Monthly USD 226,213 May 2023 JPM (2,859) (2,859)
68 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive ENEOS Holdings, Inc. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 3,530,254 May 2023 JPM $666 $666
Receive Engie SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 448 May 2023 JPM $(71) 81 10
Receive Engie SA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 13,834 May 2023 JPM (2,197) 2,509 312
Receive Etsy, Inc. 1-Month USD OBFR + 0.20% Monthly USD 113,283 May 2023 JPM (32,247) (32,247)
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 13,100 May 2023 JPM (3,046) 2,051 (995)
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 323,687 May 2023 JPM (75,261) 50,714 (24,547)
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,292,722 May 2023 JPM (300,575) 202,540 (98,035)
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 14,767 May 2023 JPM (1,120) (1,120)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 242,260 May 2023 JPM (4,273) (4,273)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 80,010 May 2023 JPM (9,609) 8,198 (1,411)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 273,762 May 2023 JPM (4,828) (4,828)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 547,245 May 2023 JPM (9,652) (9,652)
Receive Goldman Sachs Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 4,170,228 May 2023 JPM (187,174) (187,174)
Receive Goldman Sachs Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 2,092,847 May 2023 JPM (94,420) (94,420)
Receive HCA Healthcare, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,411,233 May 2023 JPM (168,835) (168,835)
Receive Health Catalyst, Inc. 1-Month USD OBFR + 0.20% Monthly USD 441,586 May 2023 JPM (14,995) (139,938) (154,933)
Receive Health Catalyst, Inc. 1-Month USD OBFR + 0.20% Monthly USD 30,283 May 2023 JPM (10,625) (10,625)
Receive Health Catalyst, Inc. 1-Month USD OBFR + 0.20% Monthly USD 57,158 May 2023 JPM (20,054) (20,054)
Receive Health Catalyst, Inc. 1-Month USD OBFR + 0.20% Monthly USD 5,790 May 2023 JPM (2,031) (2,031)
Receive Hologic, Inc. 1-Month USD OBFR + 0.20% Monthly USD 467,436 May 2023 JPM (34,290) (34,290)
Receive Hologic, Inc. 1-Month USD OBFR + 0.20% Monthly USD 93,425 May 2023 JPM (7,230) 377 (6,853)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 69

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Hologic, Inc. 1-Month USD OBFR + 0.20% Monthly USD 374,011 May 2023 JPM $(27,437) $(27,437)
Receive Hope Education Group Company, Ltd. 1-Month HKD HIBOR + 0.30% Monthly HKD 13,085 May 2023 JPM (640) (640)
Receive HubSpot, Inc. 1-Month USD OBFR + 0.20% Monthly USD 130,199 May 2023 JPM (26,281) (26,281)
Receive Humana, Inc. 1-Month USD OBFR + 0.20% Monthly USD 2,565,801 May 2023 JPM $(94,882) 106,307 11,425
Receive Humana, Inc. 1-Month USD OBFR + 0.20% Monthly USD 720,233 May 2023 JPM 3,207 3,207
Receive IDEXX Laboratories, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,200,178 May 2023 JPM (252,678) (252,678)
Receive IDEXX Laboratories, Inc. 1-Month USD OBFR + 0.20% Monthly USD 216,381 May 2023 JPM (45,555) (45,555)
Receive Immunocore Holdings PLC, ADR 1-Month USD OBFR + 0.20% Monthly USD 254,655 May 2023 JPM (18,288) (18,288)
Receive Immunocore Holdings PLC, ADR 1-Month USD OBFR + 0.20% Monthly USD 867,694 May 2023 JPM (32,224) (32,224)
Receive Insulet Corp. 1-Month USD OBFR + 0.20% Monthly USD 1,313,194 May 2023 JPM (154,070) (154,070)
Receive Intact Financial Corp. 1-Month CAD CDOR + 0.20% Monthly CAD 5,071,112 May 2023 JPM (177,130) (177,130)
Receive Johnson & Johnson 1-Month USD OBFR + 0.20% Monthly USD 722,873 May 2023 JPM 11,349 11,349
Receive Karuna Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 28,572 May 2023 JPM (8,007) 2,497 (5,510)
Receive KB Financial Group, Inc. 1-Month USD OBFR + 0.50% Monthly USD 1,911 May 2023 JPM (144) 47 (97)
Receive KBC Ancora 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 413,968 May 2023 JPM (8,583) (8,583)
Receive Laboratory Corp. of America Holdings 1-Month USD OBFR + 0.20% Monthly USD 435,748 May 2023 JPM (39,678) (39,678)
Receive Laboratory Corp. of America Holdings 1-Month USD OBFR + 0.20% Monthly USD 2,027,590 May 2023 JPM (184,626) (184,626)
Receive Laboratory Corp. of America Holdings 1-Month USD OBFR + 0.20% Monthly USD 36,995 May 2023 JPM (3,369) (3,369)
Receive Laboratory Corp. of America Holdings 1-Month USD OBFR + 0.20% Monthly USD 940,202 May 2023 JPM (85,612) (85,612)
70 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Laboratory Corp. of America Holdings 1-Month USD OBFR + 0.20% Monthly USD 285,654 May 2023 JPM $(25,994) $(25,994)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.30% Monthly HKD 54,929 May 2023 JPM (1,330) (1,330)
Receive Lonza Group AG 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 572,880 May 2023 JPM (93,636) (93,636)
Receive Mastercard, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 179,480 May 2023 JPM 209 209
Receive Merck & Company, Inc. 1-Month USD OBFR + 0.20% Monthly USD 5,494,795 May 2023 JPM 324,288 324,288
Receive Meta Platforms, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 508,425 May 2023 JPM (68,971) (68,971)
Receive Meta Platforms, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 338,486 May 2023 JPM (45,918) (45,918)
Receive Meta Platforms, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 301,856 May 2023 JPM (40,949) (40,949)
Receive Meta Platforms, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 322,258 May 2023 JPM (43,716) (43,716)
Receive Meta Platforms, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 181,763 May 2023 JPM (24,657) (24,657)
Receive Mizrahi Tefahot Bank, Ltd. Fixed 0.90% Monthly ILS 2,611,079 May 2023 JPM (12,263) (12,263)
Receive Mizrahi Tefahot Bank, Ltd. Fixed 0.90% Monthly ILS 2,610,828 May 2023 JPM (6,080) (6,080)
Receive Molina Healthcare, Inc. 1-Month USD OBFR + 0.20% Monthly USD 330,936 May 2023 JPM (16,034) (16,034)
Receive MongoDB, Inc. 1-Month USD OBFR + 0.20% Monthly USD 40,901 May 2023 JPM $(3,524) (4,028) (7,552)
Receive NeoGenomics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 37,436 May 2023 JPM (8,163) (8,163)
Receive NeoGenomics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 138,727 May 2023 JPM (30,251) (30,251)
Receive NeoGenomics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 71,441 May 2023 JPM (15,579) (15,579)
Receive NeoGenomics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 3,467 May 2023 JPM (756) (756)
Receive Novartis AG 1-Month CHF SARON Compounded OIS + 0.20% Monthly CHF 689,472 May 2023 JPM 33,515 33,515
Receive Ono Pharmaceutical Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 7,200,369 May 2023 JPM 4,431 4,431
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 71

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Palo Alto Networks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 2,376,482 May 2023 JPM $(335,272) $105,422 $(229,850)
Receive Patterson-UTI Energy, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,540,926 May 2023 JPM 111,039 111,039
Receive Peabody Energy Corp. 1-Month USD OBFR + 0.20% Monthly USD 782,450 May 2023 JPM (231,890) (231,890)
Receive Pfizer, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,814,716 May 2023 JPM (77,483) (77,483)
Receive Pfizer, Inc. 1-Month USD OBFR + 0.20% Monthly USD 552,418 May 2023 JPM (23,587) (23,587)
Receive Pfizer, Inc. 1-Month USD OBFR + 0.20% Monthly USD 552,316 May 2023 JPM (23,582) (23,582)
Receive Pfizer, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,152,131 May 2023 JPM (49,193) (49,193)
Receive Pfizer, Inc. 1-Month USD OBFR + 0.20% Monthly USD 941,996 May 2023 JPM (40,220) (40,220)
Receive Pfizer, Inc. 1-Month USD OBFR + 0.20% Monthly USD 409,920 May 2023 JPM (8,508) (8,508)
Receive Popular, Inc. 1-Month USD OBFR + 0.20% Monthly USD 192,832 May 2023 JPM (5,801) (5,801)
Receive Popular, Inc. 1-Month USD OBFR + 0.20% Monthly USD 496,427 May 2023 JPM (1,606) (13,327) (14,933)
Receive Popular, Inc. 1-Month USD OBFR + 0.20% Monthly USD 928,389 May 2023 JPM (27,927) (27,927)
Receive POSCO Holdings, Inc. 1-Month USD OBFR + 0.50% Monthly USD 1,483,375 May 2023 JPM (63,309) (63,309)
Receive Quidel Corp. 1-Month USD OBFR + 0.20% Monthly USD 523,562 May 2023 JPM (67,633) (67,633)
Receive Quidel Corp. 1-Month USD OBFR + 0.20% Monthly USD 6,237 May 2023 JPM (890) 84 (806)
Receive Quidel Corp. 1-Month USD OBFR + 0.20% Monthly USD 171,749 May 2023 JPM (24,521) 2,335 (22,186)
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 47,864,280 May 2023 JPM (12,028) 14,676 2,648
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 13,431,160 May 2023 JPM 743 743
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 2,796,990 May 2023 JPM 155 155
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 13,725,580 May 2023 JPM (3,449) 4,208 759
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 47,569,860 May 2023 JPM (11,954) 14,586 2,632
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 25,102,810 May 2023 JPM (6,308) 7,697 1,389
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 4,864,940 May 2023 JPM 269 269
72 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 5,362,650 May 2023 JPM $297 $297
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 9,940,180 May 2023 JPM $(2,498) 3,048 550
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 12,730,160 May 2023 JPM (3,199) 3,903 704
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 3,967,660 May 2023 JPM 220 220
Receive Richter Gedeon Nyrt Fixed 0.75% Monthly HUF 14,104,120 May 2023 JPM 780 780
Receive Rohm Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 39,984,000 May 2023 JPM (42,471) 31,308 (11,163)
Receive Sempra Energy 1-Month USD OBFR + 0.20% Monthly USD 4,786 May 2023 JPM 10,543 10,543
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 102,745 May 2023 JPM (443) (443)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 48,397 May 2023 JPM (209) (209)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 71,146 May 2023 JPM (307) (307)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 57,808 May 2023 JPM (249) (249)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 68,724 May 2023 JPM (297) (297)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 73,560 May 2023 JPM (317) (317)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 242,209 May 2023 JPM (1,045) (1,045)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 73

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 304,549 May 2023 JPM $(1,314) $(1,314)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 77,677 May 2023 JPM (371) (371)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 180,335 May 2023 JPM (778) (778)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 67,868 May 2023 JPM $(21) (272) (293)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 72,556 May 2023 JPM (22) (291) (313)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 216,856 May 2023 JPM (936) (936)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 46,909 May 2023 JPM (202) (202)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 69,892 May 2023 JPM (302) (302)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 64,477 May 2023 JPM (278) (278)
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 41,088 May 2023 JPM (177) (177)
74 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.30% Monthly HKD 90,159 May 2023 JPM $(28) $(361) $(389)
Receive Snap, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 535,815 May 2023 JPM (52,297) (52,297)
Receive Stryker Corp. 1-Month USD OBFR + 0.20% Monthly USD 506,928 May 2023 JPM (28,490) (21,803) (50,293)
Receive Syneos Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 227,168 May 2023 JPM (23,545) (23,545)
Receive Syneos Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 12,227 May 2023 JPM (1,001) (266) (1,267)
Receive Teleflex, Inc. 1-Month USD OBFR + 0.20% Monthly USD 387,767 May 2023 JPM (64,579) (64,579)
Receive Teleflex, Inc. 1-Month USD OBFR + 0.20% Monthly USD 905,360 May 2023 JPM (150,780) (150,780)
Receive Thermo Fisher Scientific, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,096,694 May 2023 JPM (92,968) 34,329 (58,639)
Receive Thermo Fisher Scientific, Inc. 1-Month USD OBFR + 0.20% Monthly USD 729,766 May 2023 JPM (39,047) (39,047)
Receive Thermo Fisher Scientific, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,268,472 May 2023 JPM (67,872) (67,872)
Receive TOPIX Banks Index 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 98,171,506 May 2023 JPM 11,925 11,925
Receive TOPIX Banks Index 1-Month JPY TONAR Compounded OIS + 0.20% Monthly JPY 230,577,835 May 2023 JPM (131,866) 159,893 28,027
Receive Trupanion, Inc. 1-Month USD OBFR + 0.20% Monthly USD 113,150 May 2023 JPM (753) (34,756) (35,509)
Receive UniCredit SpA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 120,502 May 2023 JPM (4,389) (4,389)
Receive UniCredit SpA 1-Month EUR ESTR Compounded OIS + 0.20% Monthly EUR 947,851 May 2023 JPM (13,365) (21,162) (34,527)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 3,530,088 May 2023 JPM (210,608) 146,588 (64,020)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,351,354 May 2023 JPM (80,623) 56,116 (24,507)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 555,556 May 2023 JPM (10,075) (10,075)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,664,598 May 2023 JPM (30,188) (30,188)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 75

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 363,468 May 2023 JPM $(6,592) $(6,592)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,874,291 May 2023 JPM (33,991) (33,991)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 698,458 May 2023 JPM $(41,671) 29,004 (12,667)
Receive Waters Corp. 1-Month USD OBFR + 0.20% Monthly USD 1,516,673 May 2023 JPM (12,100) (12,100)
Receive Abcam PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 13,319 May 2023 MSI (1,841) (1,841)
Receive Abcam PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 206,694 May 2023 MSI (28,572) (28,572)
Receive Abcam PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 212,737 May 2023 MSI (29,407) (29,407)
Receive Acciona SA 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 1,738,239 May 2023 MSI (102,174) (102,174)
Receive Adobe, Inc. 1-Month USD OBFR + 0.20% Monthly USD 49,355 May 2023 MSI (3,432) (3,432)
Receive Advanced Micro Devices, Inc. 1-Month USD OBFR + 0.20% Monthly USD 27,416 May 2023 MSI (2,448) (2,448)
Receive Advanced Micro Devices, Inc. 1-Month USD OBFR + 0.20% Monthly USD 283,360 May 2023 MSI (25,306) (25,306)
Receive Advanced Micro Devices, Inc. 1-Month USD OBFR + 0.20% Monthly USD 61,780 May 2023 MSI (5,517) (5,517)
Receive AerCap Holdings NV 1-Month USD OBFR + 0.50% Monthly USD 1,448,456 May 2023 MSI (102,403) (102,403)
Receive Airbnb, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 741,687 May 2023 MSI (56,190) (56,190)
Receive Airbnb, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 499,209 May 2023 MSI (37,820) (37,820)
Receive Airbnb, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 422,471 May 2023 MSI (32,006) (32,006)
Receive Airbnb, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 265,847 May 2023 MSI (20,140) (20,140)
Receive Airbnb, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 75,909 May 2023 MSI (5,751) (5,751)
Receive ALD SA 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 164,674 May 2023 MSI 3,432 3,432
76 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive ALD SA 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 206,070 May 2023 MSI $4,294 $4,294
Receive ALD SA 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 204,528 May 2023 MSI 4,262 4,262
Receive ALD SA 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 197,867 May 2023 MSI 4,123 4,123
Receive Align Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 849,507 May 2023 MSI (242,860) (242,860)
Receive Allfunds Group PLC 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 320,145 May 2023 MSI (40,019) (40,019)
Receive Alnylam Pharmaceuticals, Inc. 1-Month USD OBFR + 0.25% Monthly USD 44,810 May 2023 MSI (6,657) (6,657)
Receive Alnylam Pharmaceuticals, Inc. 1-Month USD OBFR + 0.25% Monthly USD 676,858 May 2023 MSI (100,558) (100,558)
Receive Alnylam Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 736,396 May 2023 MSI (109,392) (109,392)
Receive Alphabet, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 334,512 May 2023 MSI (35,599) (35,599)
Receive Alphabet, Inc., Class C 1-Month USD OBFR + 0.20% Monthly USD 51,184 May 2023 MSI (5,206) (5,206)
Receive Amazon.com, Inc. 1-Month USD OBFR + 0.20% Monthly USD 201,676 May 2023 MSI (37,713) (37,713)
Receive Amazon.com, Inc. 1-Month USD OBFR + 0.20% Monthly USD 253,623 May 2023 MSI (47,356) (47,356)
Receive Amazon.com, Inc. 1-Month USD OBFR + 0.20% Monthly USD 165,008 May 2023 MSI (30,810) (30,810)
Receive Amedisys, Inc. 1-Month USD OBFR + 0.20% Monthly USD 763,558 May 2023 MSI (118,408) (118,408)
Receive Amedisys, Inc. 1-Month USD OBFR + 0.20% Monthly USD 861,287 May 2023 MSI (133,564) (133,564)
Receive American Express Company 1-Month USD OBFR + 0.20% Monthly USD 1,179,565 May 2023 MSI (59,332) (59,332)
Receive Amicus Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 239,002 May 2023 MSI (25,656) (25,656)
Receive Amicus Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 497,766 May 2023 MSI (53,434) (53,434)
Receive Aneka Tambang Tbk 1-Month USD OBFR + 0.75% Monthly USD 25,417 May 2023 MSI (2,943) (2,943)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 77

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Aneka Tambang Tbk 1-Month USD OBFR + 0.75% Monthly USD 6,890 May 2023 MSI $(798) $(798)
Receive Anthem, Inc. 1-Month USD OBFR + 0.50% Monthly USD 56,937 May 2023 MSI (1,237) (1,237)
Receive Anthem, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,196,712 May 2023 MSI (25,900) (25,900)
Receive Anthem, Inc. 1-Month USD OBFR + 0.20% Monthly USD 54,886 May 2023 MSI (1,188) (1,188)
Receive Arch Capital Group, Ltd. 1-Month USD OBFR + 0.20% Monthly USD 4,352,550 May 2023 MSI (266,462) (266,462)
Receive Arch Capital Group, Ltd. 1-Month USD OBFR + 0.20% Monthly USD 711,360 May 2023 MSI (43,549) (43,549)
Receive Ares Management Corp., Class A 1-Month USD OBFR + 0.20% Monthly USD 208,619 May 2023 MSI (28,468) (28,468)
Receive Ares Management Corp., Class A 1-Month USD OBFR + 0.20% Monthly USD 499,505 May 2023 MSI (68,161) (68,161)
Receive Aris Water Solution, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 466,894 May 2023 MSI (46,043) (46,043)
Receive Aris Water Solution, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 345,097 May 2023 MSI (34,032) (34,032)
Receive Arista Networks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,360,688 May 2023 MSI (114,829) (114,829)
Receive Arista Networks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 676,306 May 2023 MSI (57,074) (57,074)
Receive Arista Networks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,254,807 May 2023 MSI (105,893) (105,893)
Receive ASML Holding NV, NYRS 1-Month USD OBFR + 0.20% Monthly USD 349,420 May 2023 MSI (24,180) (24,180)
Receive ASML Holding NV, NYRS 1-Month USD OBFR + 0.20% Monthly USD 72,064 May 2023 MSI (4,987) (4,987)
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 3,668,324 May 2023 MSI $(4,148) 3,168 (980)
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 1,755,407 May 2023 MSI (469) (469)
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 2,551,247 May 2023 MSI (681) (681)
78 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 2,072,499 May 2023 MSI $(2,343) $1,789 $(554)
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 897,393 May 2023 MSI (240) (240)
Receive Astellas Pharma, Inc. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 5,075,553 May 2023 MSI (1,355) (1,355)
Receive AstraZeneca PLC 1-Month GBP SONIA Compounded OIS + 0.50% Monthly GBP 661,500 May 2023 MSI 8,602 8,602
Receive AstraZeneca PLC 1-Month GBP SONIA Compounded OIS + 0.50% Monthly GBP 143,535 May 2023 MSI 1,866 1,866
Receive AstraZeneca PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 357,000 May 2023 MSI 4,667 4,667
Receive Atlassian Corp. PLC, Class A 1-Month USD OBFR + 0.20% Monthly USD 597,790 May 2023 MSI (79,202) (79,202)
Receive Atlassian Corp. PLC, Class A 1-Month USD OBFR + 0.20% Monthly USD 39,645 May 2023 MSI (5,253) (5,253)
Receive Atlassian Corp. PLC, Class A 1-Month USD OBFR + 0.20% Monthly USD 890,064 May 2023 MSI
Receive Australia & New Zealand Banking Group, Ltd. 1-Month AUD BBSW + 0.40% Monthly AUD 483,905 May 2023 MSI (10,115) (10,115)
Receive Australia & New Zealand Banking Group, Ltd. 1-Month AUD BBSW + 0.40% Monthly AUD 1,167,581 May 2023 MSI (24,406) (24,406)
Receive AXA SA 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 24,383 May 2023 MSI (1,464) (1,464)
Receive AXA SA 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 494,680 May 2023 MSI (29,694) (29,694)
Receive Banco Bradesco SA, ADR 1-Month USD OBFR + 0.20% Monthly USD 2,183,471 May 2023 MSI 185,203 (662,137) (476,934)
Receive Banco Bradesco SA, ADR 1-Month USD OBFR + 0.20% Monthly USD 2,189,174 May 2023 MSI 191,869 (671,841) (479,972)
Receive Banco Bradesco SA, ADR 1-Month USD OBFR + 0.20% Monthly USD 0 May 2023 MSI 170,953 170,953
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 79

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Banco Bradesco SA, ADR 1-Month USD OBFR + 0.20% Monthly USD 0 May 2023 MSI $170,507 $170,507
Receive Banco do Brasil SA 1-Month USD OBFR + 0.55% Monthly USD 228,003 May 2023 MSI $(15,442) (16,417) (31,859)
Receive Banco do Brasil SA 1-Month USD OBFR + 0.55% Monthly USD 696,440 May 2023 MSI (25,633) (71,682) (97,315)
Receive Banco do Brasil SA 1-Month USD OBFR + 0.55% Monthly USD 215,572 May 2023 MSI (30,122) (30,122)
Receive Bank Rakyat Indonesia Persero Tbk PT 1-Month USD OBFR + 0.75% Monthly USD 65,757 May 2023 MSI 3,337 3,337
Receive Bank Rakyat Indonesia Persero Tbk PT 1-Month USD OBFR + 0.75% Monthly USD 1,250,404 May 2023 MSI 63,461 63,461
Receive Bank Rakyat Indonesia Persero Tbk PT 1-Month USD OBFR + 0.75% Monthly USD 330,088 May 2023 MSI (7,560) 24,313 16,753
Receive BAWAG Group AG 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 913,862 May 2023 MSI (1,059) (1,059)
Receive Baxter International, Inc. 1-Month USD OBFR + 0.20% Monthly USD 18,443 May 2023 MSI (965) (965)
Receive Bayer AG 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 3,043,630 May 2023 MSI (192,404) (192,404)
Receive Bio-Techne Corp. 1-Month USD OBFR + 0.20% Monthly USD 13,186 May 2023 MSI (1,038) (1,038)
Receive Block, Inc. 1-Month USD OBFR + 0.20% Monthly USD 442,282 May 2023 MSI
Receive Bloomberry Resorts Corp. 1-Month USD OBFR + 0.75% Monthly USD 15,397 May 2023 MSI (341) (341)
Receive Blueprint Medicines Corp. 1-Month USD OBFR + 0.50% Monthly USD 198,262 May 2023 MSI (20,169) (20,169)
Receive Blueprint Medicines Corp. 1-Month USD OBFR + 0.20% Monthly USD 24,353 May 2023 MSI (2,475) (2,475)
Receive Blueprint Medicines Corp. 1-Month USD OBFR + 0.20% Monthly USD 19,482 May 2023 MSI (1,980) (1,980)
Receive Blueprint Medicines Corp. 1-Month USD OBFR + 0.20% Monthly USD 101,241 May 2023 MSI (10,290) (10,290)
Receive Boston Scientific Corp. 1-Month USD OBFR + 0.20% Monthly USD 61,936 May 2023 MSI (2,318) (2,318)
Receive British American Tobacco PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 4,787,828 May 2023 MSI 201,484 201,484
80 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Bumble, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 53,069 May 2023 MSI $(895) $(895)
Receive Bumble, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 253,185 May 2023 MSI 4,065 4,065
Receive Bumble, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 215,748 May 2023 MSI (3,761) (3,761)
Receive Caesars Entertainment, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,676,227 May 2023 MSI (51,507) (51,507)
Receive Cano Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 298,291 May 2023 MSI 34,492 34,492
Receive Cardlytics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 81,414 May 2023 MSI (21,529) (21,529)
Receive Cardlytics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 26,813 May 2023 MSI (7,091) (7,091)
Receive Celldex Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 219,420 May 2023 MSI (17,305) (17,305)
Receive Celldex Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 116,425 May 2023 MSI (9,182) (9,182)
Receive Celldex Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 66,950 May 2023 MSI (5,280) (5,280)
Receive Celldex Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 602,650 May 2023 MSI (47,530) (47,530)
Receive Ceridian HCM Holding, Inc. 1-Month USD OBFR + 0.20% Monthly USD 302,428 May 2023 MSI (17,560) (17,560)
Receive Ceridian HCM Holding, Inc. 1-Month USD OBFR + 0.20% Monthly USD 120,054 May 2023 MSI (6,971) (6,971)
Receive Ceridian HCM Holding, Inc. 1-Month USD OBFR + 0.20% Monthly USD 120,173 May 2023 MSI (6,978) (6,978)
Receive Ceridian HCM Holding, Inc. 1-Month USD OBFR + 0.20% Monthly USD 186,068 May 2023 MSI (10,804) (10,804)
Receive Ceridian HCM Holding, Inc. 1-Month USD OBFR + 0.20% Monthly USD 42,481 May 2023 MSI (2,467) (2,467)
Receive China Gas Holdings, Ltd. 1-Month HKD HIBOR + 0.40% Monthly HKD 4,024,962 May 2023 MSI 12,848 12,848
Receive Cia de Saneamento Basico do Estado de Sao Paulo, ADR 1-Month USD OBFR + 0.20% Monthly USD 1,914,070 May 2023 MSI (271,882) (271,882)
Receive Discovery, Ltd. 1-Month ZAR JIBAR + 0.80% Monthly ZAR 2 May 2023 MSI 151,917 151,917
Receive Discovery, Ltd. 1-Month ZAR JIBAR + 0.80% Monthly ZAR 1 May 2023 MSI 139,483 139,483
Receive Discovery, Ltd. 1-Month ZAR JIBAR + 0.80% Monthly ZAR 1 May 2023 MSI 86,117 86,117
Receive Discovery, Ltd. 1-Month ZAR JIBAR + 0.80% Monthly ZAR 2 May 2023 MSI 183,996 183,996
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 81

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Discovery, Ltd. 1-Month ZAR JIBAR + 0.80% Monthly ZAR 1 May 2023 MSI $129,180 $129,180
Receive DISH Network Corp., Class A 1-Month USD OBFR + 0.20% Monthly USD 77,833 May 2023 MSI (10,562) (10,562)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 291,570 May 2023 MSI (18,955) (18,955)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 515,088 May 2023 MSI (33,483) (33,483)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 755,917 May 2023 MSI (49,139) (49,139)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 156,327 May 2023 MSI (10,162) (10,162)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 156,286 May 2023 MSI (10,159) (10,159)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 178,150 May 2023 MSI (11,581) (11,581)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 190,415 May 2023 MSI (12,378) (12,378)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,371,873 May 2023 MSI (89,179) (89,179)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 138,237 May 2023 MSI (8,986) (8,986)
Receive Dynatrace, Inc. 1-Month USD OBFR + 0.20% Monthly USD 964,626 May 2023 MSI (62,706) (62,706)
Receive Edwards Lifesciences Corp. 1-Month USD OBFR + 0.20% Monthly USD 41,271 May 2023 MSI (4,678) (4,678)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 15,418,368 May 2023 MSI (100) (100)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 4,674,840 May 2023 MSI (30) (30)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 1,187,352 May 2023 MSI (8) (8)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 4,032,408 May 2023 MSI (26) (26)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 2,988,456 May 2023 MSI (19) (19)
82 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 1,772,424 May 2023 MSI $(11) $(11)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 2,391,912 May 2023 MSI (15) (15)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 2,793,432 May 2023 MSI (18) (18)
Receive Eisai Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 2,391,912 May 2023 MSI (15) (15)
Receive Encompass Health Corp. 1-Month USD OBFR + 0.20% Monthly USD 777,798 May 2023 MSI (28,225) (28,225)
Receive Endeavour Mining PLC 1-Month CAD CDOR + 0.20% Monthly CAD 2,390,090 May 2023 MSI (148,484) (148,484)
Receive Endeavour Mining PLC 1-Month CAD CDOR + 0.20% Monthly CAD 721,077 May 2023 MSI (44,797) (44,797)
Receive Etsy, Inc. 1-Month USD OBFR + 0.20% Monthly USD 474,137 May 2023 MSI (74,241) (74,241)
Receive Etsy, Inc. 1-Month USD OBFR + 0.20% Monthly USD 152,117 May 2023 MSI (23,819) (23,819)
Receive Etsy, Inc. 1-Month USD OBFR + 0.20% Monthly USD 185,700 May 2023 MSI (29,077) (29,077)
Receive Fidelity National Financial, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,077,421 May 2023 MSI (55,851) (55,851)
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 350,844 May 2023 MSI 3,843 3,843
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 472,583 May 2023 MSI 5,176 5,176
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,067,775 May 2023 MSI 11,696 11,696
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 186,093 May 2023 MSI 2,038 2,038
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 552,617 May 2023 MSI 6,053 6,053
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,292,198 May 2023 MSI 14,154 14,154
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,463,590 May 2023 MSI 16,031 16,031
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 389,608 May 2023 MSI 4,267 4,267
Receive Five9, Inc. 1-Month USD OBFR + 0.20% Monthly USD 132,955 May 2023 MSI 1,456 1,456
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 83

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive FleetCor Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 220,669 May 2023 MSI $(5,368) $(5,368)
Receive FleetCor Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 415,768 May 2023 MSI (10,115) (10,115)
Receive FleetCor Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 314,767 May 2023 MSI (7,658) (7,658)
Receive FleetCor Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 472,022 May 2023 MSI (11,483) (11,483)
Receive FleetCor Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 671,468 May 2023 MSI (16,335) (16,335)
Receive FleetCor Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 68,783 May 2023 MSI (1,673) (1,673)
Receive FleetCor Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,708,076 May 2023 MSI (41,554) (41,554)
Receive Flowserve Corp. 1-Month USD OBFR + 0.20% Monthly USD 676,404 May 2023 MSI (79,152) (79,152)
Receive Ganfeng Lithium Company, Ltd., Class A 1-Month USD OBFR + 0.70% Monthly USD 10,745 May 2023 MSI $2 (800) (798)
Receive Genus PLC 1-Month GBP SONIA Compounded OIS + 0.50% Monthly GBP 331,250 May 2023 MSI (23,933) (23,933)
Receive Global Blood Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,699,401 May 2023 MSI (166,114) (166,114)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 343,094 May 2023 MSI (7,958) (7,958)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 476,854 May 2023 MSI (11,061) (11,061)
Receive Global Payments, Inc. 1-Month USD OBFR + 0.20% Monthly USD 134,181 May 2023 MSI (3,112) (3,112)
Receive Grifols SA 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 82,365 May 2023 MSI (887) (887)
Receive Hikma Pharmaceuticals PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 152,308 May 2023 MSI (17,117) (17,117)
Receive Horizon Therapeutics PLC 1-Month USD OBFR + 0.20% Monthly USD 5,500,318 May 2023 MSI (800,669) (800,669)
Receive HubSpot, Inc. 1-Month USD OBFR + 0.20% Monthly USD 214,513 May 2023 MSI (26,729) (26,729)
Receive HubSpot, Inc. 1-Month USD OBFR + 0.20% Monthly USD 84,072 May 2023 MSI (10,476) (10,476)
Receive Humana, Inc. 1-Month USD OBFR + 0.20% Monthly USD 45,397 May 2023 MSI (869) (869)
84 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Hypera SA 1-Month USD OBFR + 0.55% Monthly USD 107,342 May 2023 MSI $(6,725) $(6,725)
Receive Hypera SA 1-Month USD OBFR + 0.55% Monthly USD 141,920 May 2023 MSI $(36,368) 26,382 (9,986)
Receive Hypera SA 1-Month USD OBFR + 0.55% Monthly USD 245,085 May 2023 MSI (17,244) (17,244)
Receive Hypera SA 1-Month USD OBFR + 0.55% Monthly USD 642,544 May 2023 MSI (45,210) (45,210)
Receive Hypera SA 1-Month USD OBFR + 0.55% Monthly USD 309,379 May 2023 MSI (21,768) (21,768)
Receive Illumina, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,085,803 May 2023 MSI (126,906) (126,906)
Receive Immunocore Holdings PLC, ADR 1-Month USD OBFR + 0.20% Monthly USD 426,110 May 2023 MSI (24,227) (24,227)
Receive Immunocore Holdings PLC, ADR 1-Month USD OBFR + 0.20% Monthly USD 108,204 May 2023 MSI (6,152) (6,152)
Receive Inari Medical, Inc. 1-Month USD OBFR + 0.20% Monthly USD 685,704 May 2023 MSI (49,251) (49,251)
Receive Insulet Corp. 1-Month USD OBFR + 0.20% Monthly USD 1,191,452 May 2023 MSI (83,684) (83,684)
Receive Intuit, Inc. 1-Month USD OBFR + 0.20% Monthly USD 104,127 May 2023 MSI (11,181) (11,181)
Receive Intuit, Inc. 1-Month USD OBFR + 0.20% Monthly USD 46,435 May 2023 MSI (4,986) (4,986)
Receive Jamf Holding Corp. 1-Month USD OBFR + 0.20% Monthly USD 1,019,416 May 2023 MSI (53,782) (53,782)
Receive Jamf Holding Corp. 1-Month USD OBFR + 0.20% Monthly USD 605,109 May 2023 MSI (31,924) (31,924)
Receive Jamf Holding Corp. 1-Month USD OBFR + 0.20% Monthly USD 479,815 May 2023 MSI (25,314) (25,314)
Receive Johnson & Johnson 1-Month USD OBFR + 0.20% Monthly USD 9,949 May 2023 MSI 155 155
Receive Johnson & Johnson 1-Month USD OBFR + 0.20% Monthly USD 1,444,553 May 2023 MSI 22,537 22,537
Receive KLA Corp. 1-Month USD OBFR + 0.20% Monthly USD 39,344 May 2023 MSI (1,039) (1,039)
Receive KLA Corp. 1-Month USD OBFR + 0.20% Monthly USD 40,000 May 2023 MSI (1,057) (1,057)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 6,849 May 2023 MSI (692) (692)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 68,488 May 2023 MSI (6,923) (6,923)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 85

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 62,132 May 2023 MSI $(6,281) $(6,281)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 33,751 May 2023 MSI (3,412) (3,412)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 54,790 May 2023 MSI (5,538) (5,538)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 82,185 May 2023 MSI (8,308) (8,308)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 109,580 May 2023 MSI (11,077) (11,077)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 27,395 May 2023 MSI (2,769) (2,769)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 54,790 May 2023 MSI (5,538) (5,538)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.50% Monthly EUR 191,765 May 2023 MSI (19,385) (19,385)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 36,408 May 2023 MSI (3,680) (3,680)
Receive Koninklijke Philips NV 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 19,122 May 2023 MSI (1,933) (1,933)
Receive Korea Electric Power Corp. 1-Month USD OBFR + 0.55% Monthly USD 310,080 May 2023 MSI 8,449 8,449
Receive Korea Electric Power Corp. 1-Month USD OBFR + 0.55% Monthly USD 880,336 May 2023 MSI 23,987 23,987
Receive Korea Electric Power Corp. 1-Month USD OBFR + 0.55% Monthly USD 876,766 May 2023 MSI 23,890 23,890
Receive Kymera Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 98,600 May 2023 MSI (12,560) (12,560)
86 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Laboratory Corp. of America Holdings 1-Month USD OBFR + 0.20% Monthly USD 113,793 May 2023 MSI $(11,452) $(11,452)
Receive Laboratory Corp. of America Holdings 1-Month USD OBFR + 0.20% Monthly USD 660,321 May 2023 MSI (66,453) (66,453)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 224,769 May 2023 MSI (1,866) (1,866)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 265,501 May 2023 MSI (2,204) (2,204)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 275,060 May 2023 MSI (2,284) (2,284)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 212,399 May 2023 MSI (1,763) (1,763)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 265,503 May 2023 MSI (2,204) (2,204)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 424,804 May 2023 MSI (3,527) (3,527)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 92,666 May 2023 MSI (769) (769)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 116,820 May 2023 MSI (970) (970)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 8,497 May 2023 MSI (71) (71)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 40,356 May 2023 MSI (335) (335)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 91,333 May 2023 MSI (758) (758)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 274,000 May 2023 MSI (2,275) (2,275)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 89,365 May 2023 MSI (742) (742)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 98,170 May 2023 MSI (815) (815)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 570,927 May 2023 MSI (4,740) (4,740)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 49,608 May 2023 MSI (412) (412)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 224,640 May 2023 MSI (1,865) (1,865)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 110,916 May 2023 MSI (921) (921)
Receive Lifetech Scientific Corp. 1-Month HKD HIBOR + 0.40% Monthly HKD 110,916 May 2023 MSI (921) (921)
Receive Lightspeed Commerce, Inc. 1-Month USD OBFR + 0.20% Monthly USD 94,718 May 2023 MSI (9,647) (9,647)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 87

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Lightspeed Commerce, Inc. 1-Month USD OBFR + 0.20% Monthly USD 248,924 May 2023 MSI $(25,352) $(25,352)
Receive Lightspeed Commerce, Inc. 1-Month USD OBFR + 0.20% Monthly USD 63,792 May 2023 MSI (6,497) (6,497)
Receive Lightspeed Commerce, Inc. 1-Month USD OBFR + 0.20% Monthly USD 340,956 May 2023 MSI (34,725) (34,725)
Receive Lightspeed Commerce, Inc. 1-Month USD OBFR + 0.20% Monthly USD 383,998 May 2023 MSI (39,109) (39,109)
Receive Lightspeed Commerce, Inc. 1-Month USD OBFR + 0.20% Monthly USD 93,524 May 2023 MSI (9,525) (9,525)
Receive Lightspeed Commerce, Inc. 1-Month USD OBFR + 0.20% Monthly USD 108,029 May 2023 MSI (11,002) (11,002)
Receive M&T Bank Corp. 1-Month USD OBFR + 0.20% Monthly USD 990,134 May 2023 MSI 46,376 46,376
Receive M&T Bank Corp. 1-Month USD OBFR + 0.20% Monthly USD 457,585 May 2023 MSI 21,432 21,432
Receive Marvell Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 389,331 May 2023 MSI (22,704) (22,704)
Receive Marvell Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 470,630 May 2023 MSI (27,445) (27,445)
Receive Marvell Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 138,152 May 2023 MSI (8,056) (8,056)
Receive Marvell Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 201,363 May 2023 MSI (11,743) (11,743)
Receive Marvell Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 192,659 May 2023 MSI (11,235) (11,235)
Receive Marvell Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 283,217 May 2023 MSI (16,516) (16,516)
Receive Marvell Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 566,496 May 2023 MSI (33,035) (33,035)
Receive Mastercard, Inc., Class A 1-Month USD OBFR + 0.50% Monthly USD 1,986,306 May 2023 MSI 38,861 38,861
Receive Mastercard, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 689,338 May 2023 MSI 13,550 13,550
Receive Mastercard, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 337,533 May 2023 MSI 6,635 6,635
Receive Mastercard, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 469,549 May 2023 MSI 9,230 9,230
Receive Mastercard, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 114,890 May 2023 MSI 2,258 2,258
Receive Meta Platforms, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 70,397 May 2023 MSI (3,451) (3,451)
Receive Micron Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,568,715 May 2023 MSI (63,307) (63,307)
Receive Micron Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 596,664 May 2023 MSI (24,079) (24,079)
88 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Micron Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 429,959 May 2023 MSI $(17,351) $(17,351)
Receive Micron Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 132,054 May 2023 MSI (5,329) (5,329)
Receive Micron Technology, Inc. 1-Month USD OBFR + 0.20% Monthly USD 81,680 May 2023 MSI (3,296) (3,296)
Receive Molina Healthcare, Inc. 1-Month USD OBFR + 0.50% Monthly USD 1,406,244 May 2023 MSI (81,956) (81,956)
Receive Molina Healthcare, Inc. 1-Month USD OBFR + 0.20% Monthly USD 444,567 May 2023 MSI (25,869) (25,869)
Receive Molina Healthcare, Inc. 1-Month USD OBFR + 0.20% Monthly USD 31,945 May 2023 MSI (1,859) (1,859)
Receive MongoDB, Inc. 1-Month USD OBFR + 0.20% Monthly USD 777,028 May 2023 MSI (89,652) (89,652)
Receive MongoDB, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,482,650 May 2023 MSI (171,065) (171,065)
Receive MongoDB, Inc. 1-Month USD OBFR + 0.20% Monthly USD 439,259 May 2023 MSI (50,681) (50,681)
Receive MongoDB, Inc. 1-Month USD OBFR + 0.20% Monthly USD 87,050 May 2023 MSI (10,044) (10,044)
Receive Morphic Holding, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,951,811 May 2023 MSI (389,125) (389,125)
Receive NanoString Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 195,960 May 2023 MSI (21,412) (21,412)
Receive NanoString Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 4,490 May 2023 MSI (491) (491)
Receive NeoGenomics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 50,115 May 2023 MSI (9,988) (9,988)
Receive Nippon Shinyaku Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 16,352,000 May 2023 MSI (1,854) (1,854)
Receive Nippon Shinyaku Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 26,718,720 May 2023 MSI (3,029) (3,029)
Receive Nippon Shinyaku Company, Ltd. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 68,185,600 May 2023 MSI (7,730) (7,730)
Receive Novartis AG 1-Month CHF SARON Compounded OIS + 0.30% Monthly CHF 647,863 May 2023 MSI (8,633) (8,633)
Receive NVIDIA Corp. 1-Month USD OBFR + 0.20% Monthly USD 1,402,390 May 2023 MSI (208,557) (208,557)
Receive NVIDIA Corp. 1-Month USD OBFR + 0.20% Monthly USD 550,674 May 2023 MSI (81,894) (81,894)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 89

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive NVIDIA Corp. 1-Month USD OBFR + 0.20% Monthly USD 705,987 May 2023 MSI $(104,991) $(104,991)
Receive NVIDIA Corp. 1-Month USD OBFR + 0.20% Monthly USD 81,033 May 2023 MSI (12,051) (12,051)
Receive Owens & Minor, Inc. 1-Month USD OBFR + 0.20% Monthly USD 15,617 May 2023 MSI (2,772) (2,772)
Receive Palo Alto Networks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 410,213 May 2023 MSI (37,588) (37,588)
Receive Palo Alto Networks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 575,162 May 2023 MSI (52,702) (52,702)
Receive Palo Alto Networks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 119,233 May 2023 MSI (10,925) (10,925)
Receive Palo Alto Networks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 128,500 May 2023 MSI (11,775) (11,775)
Receive Panasonic Holdings Corp. 1-Month JPY TONAR Compounded OIS + 0.35% Monthly JPY 13,554,000 May 2023 MSI 3,891 3,891
Receive Pembina Pipeline Corp. 1-Month CAD CDOR + 0.20% Monthly CAD 2,629,702 May 2023 MSI (44,830) (44,830)
Receive Pembina Pipeline Corp. 1-Month CAD CDOR + 0.20% Monthly CAD 223,607 May 2023 MSI (3,812) (3,812)
Receive Pembina Pipeline Corp. 1-Month CAD CDOR + 0.20% Monthly CAD 844,039 May 2023 MSI (14,389) (14,389)
Receive Pembina Pipeline Corp. 1-Month CAD CDOR + 0.20% Monthly CAD 3,376,006 May 2023 MSI (57,553) (57,553)
Receive Perella Weinberg Partners 1-Month USD OBFR + 0.20% Monthly USD 51,970 May 2023 MSI (3,351) (3,351)
Receive Perella Weinberg Partners 1-Month USD OBFR + 0.20% Monthly USD 225,488 May 2023 MSI (14,539) (14,539)
Receive Perella Weinberg Partners 1-Month USD OBFR + 0.20% Monthly USD 186,512 May 2023 MSI (12,026) (12,026)
Receive Perella Weinberg Partners 1-Month USD OBFR + 0.20% Monthly USD 43,342 May 2023 MSI (2,795) (2,795)
Receive Perella Weinberg Partners 1-Month USD OBFR + 0.20% Monthly USD 203,858 May 2023 MSI (13,145) (13,145)
Receive Perella Weinberg Partners 1-Month USD OBFR + 0.20% Monthly USD 162,328 May 2023 MSI (10,467) (10,467)
Receive Petroleo Brasileiro SA, ADR 1-Month USD OBFR + 0.20% Monthly USD 1,078,346 May 2023 MSI 9,326 9,326
Receive Pfizer, Inc. 1-Month USD OBFR + 0.20% Monthly USD 192,171 May 2023 MSI (10,299) (10,299)
Receive Primoris Services Corp. 1-Month USD OBFR + 0.20% Monthly USD 464,480 May 2023 MSI (71,467) (71,467)
Receive PTC Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 65,071 May 2023 MSI (11,380) (11,380)
90 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Public Power Corp. SA 1-Month EUR ESTR Compounded OIS + 1.50% Monthly EUR 903,301 May 2023 MSI $(62,526) $(62,526)
Receive Public Power Corp. SA 1-Month EUR ESTR Compounded OIS + 1.50% Monthly EUR 96,928 May 2023 MSI (6,709) (6,709)
Receive Public Power Corp. SA 1-Month EUR ESTR Compounded OIS + 1.50% Monthly EUR 211,510 May 2023 MSI (14,641) (14,641)
Receive Public Power Corp. SA 1-Month EUR ESTR Compounded OIS + 1.50% Monthly EUR 66,584 May 2023 MSI (4,609) (4,609)
Receive Public Power Corp. SA 1-Month EUR ESTR Compounded OIS + 1.50% Monthly EUR 31,246 May 2023 MSI (2,163) (2,163)
Receive Public Power Corp. SA 1-Month EUR ESTR Compounded OIS + 1.50% Monthly EUR 8,705 May 2023 MSI (603) (603)
Receive Quidel Corp. 1-Month USD OBFR + 0.20% Monthly USD 104,625 May 2023 MSI (8,650) (8,650)
Receive Regeneron Pharmaceuticals, Inc. 1-Month USD OBFR + 0.20% Monthly USD 3,960,966 May 2023 MSI (351,650) (351,650)
Receive Rothschild & Company 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 455,063 May 2023 MSI 1,793 1,793
Receive Rothschild & Company 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 489,843 May 2023 MSI 1,930 1,930
Receive Rothschild & Company 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 59,089 May 2023 MSI 233 233
Receive Rothschild & Company 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 12,839 May 2023 MSI 51 51
Receive Rothschild & Company 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 41,181 May 2023 MSI 162 162
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 91

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Rothschild & Company 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 55,204 May 2023 MSI $217 $217
Receive Rothschild & Company 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 426,092 May 2023 MSI 1,679 1,679
Receive S&P Global, Inc. 1-Month USD OBFR + 0.20% Monthly USD 3,431,070 May 2023 MSI (124,062) (124,062)
Receive Sage Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 543,318 May 2023 MSI (37,036) (37,036)
Receive Sarepta Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 2,053,953 May 2023 MSI (197,970) (197,970)
Receive Seagen, Inc. 1-Month USD OBFR + 0.25% Monthly USD 548,971 May 2023 MSI (50,966) (50,966)
Receive Seagen, Inc. 1-Month USD OBFR + 0.25% Monthly USD 754,293 May 2023 MSI (70,028) (70,028)
Receive Seagen, Inc. 1-Month USD OBFR + 0.20% Monthly USD 158,829 May 2023 MSI (14,743) (14,743)
Receive Seagen, Inc. 1-Month USD OBFR + 0.20% Monthly USD 171,968 May 2023 MSI (15,963) (15,963)
Receive Seagen, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,547,139 May 2023 MSI (143,613) (143,613)
Receive Serco Group PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 8,104 May 2023 MSI 37 37
Receive Serco Group PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 23,827 May 2023 MSI 110 110
Receive Serco Group PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 25,068 May 2023 MSI 116 116
Receive Serco Group PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 3,625 May 2023 MSI 17 17
Receive Serco Group PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 8,287 May 2023 MSI 38 38
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.40% Monthly HKD 6,584 May 2023 MSI (18) (18)
92 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Shandong Weigao Group Medical Polymer Company, Ltd., H Shares 1-Month HKD HIBOR + 0.40% Monthly HKD 29,677 May 2023 MSI $(80) $(80)
Receive Smith & Nephew PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 532,903 May 2023 MSI 39,205 39,205
Receive Smith & Nephew PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 1,361,250 May 2023 MSI 100,146 100,146
Receive Smith & Nephew PLC 1-Month GBP SONIA Compounded OIS + 0.30% Monthly GBP 191,788 May 2023 MSI 14,110 14,110
Receive Snap, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 619,238 May 2023 MSI (38,101) (38,101)
Receive Snap, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 514,073 May 2023 MSI (16,487) (16,487)
Receive Snowflake, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 488,671 May 2023 MSI (53,291) (53,291)
Receive Stoke Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 151,021 May 2023 MSI (35,540) (35,540)
Receive Stoke Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 226,522 May 2023 MSI (53,307) (53,307)
Receive Stoke Therapeutics, Inc. 1-Month USD OBFR + 0.20% Monthly USD 33,418 May 2023 MSI (7,864) (7,864)
Receive Stryker Corp. 1-Month USD OBFR + 0.20% Monthly USD 21,494 May 2023 MSI (1,415) (1,415)
Receive Stryker Corp. 1-Month USD OBFR + 0.20% Monthly USD 304,537 May 2023 MSI (20,046) (20,046)
Receive Stryker Corp. 1-Month USD OBFR + 0.20% Monthly USD 258,701 May 2023 MSI (17,029) (17,029)
Receive Stryker Corp. 1-Month USD OBFR + 0.20% Monthly USD 1,308,007 May 2023 MSI (86,100) (86,100)
Receive Syneos Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 168,540 May 2023 MSI (11,642) (11,642)
Receive Syneos Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 236,285 May 2023 MSI (16,322) (16,322)
Receive Syneos Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 281,344 May 2023 MSI (19,434) (19,434)
Receive Syneos Health, Inc. 1-Month USD OBFR + 0.20% Monthly USD 808,550 May 2023 MSI (55,851) (55,851)
Receive Synovus Financial Corp. 1-Month USD OBFR + 0.20% Monthly USD 39,993 May 2023 MSI (3,527) (3,527)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 93

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive Talanx AG 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 487,468 May 2023 MSI $(6,774) $(6,774)
Receive Talanx AG 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 3,395 May 2023 MSI (47) (47)
Receive Talanx AG 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 300,828 May 2023 MSI (4,181) (4,181)
Receive Talanx AG 1-Month EUR ESTR Compounded OIS + 0.30% Monthly EUR 2,082,472 May 2023 MSI (28,940) (28,940)
Receive Teleflex, Inc. 1-Month USD OBFR + 0.50% Monthly USD 3,924 May 2023 MSI (498) (498)
Receive Teleflex, Inc. 1-Month USD OBFR + 0.20% Monthly USD 26,815 May 2023 MSI (3,398) (3,398)
Receive Tenaris SA, ADR 1-Month USD OBFR + 0.20% Monthly USD 2,472,261 May 2023 MSI (211,659) (211,659)
Receive Trupanion, Inc. 1-Month USD OBFR + 0.20% Monthly USD 280,956 May 2023 MSI (52,923) (52,923)
Receive Trupanion, Inc. 1-Month USD OBFR + 0.20% Monthly USD 40,596 May 2023 MSI (7,647) (7,647)
Receive Twilio, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 137,138 May 2023 MSI (20,643) (20,643)
Receive Twilio, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 157,669 May 2023 MSI (23,733) (23,733)
Receive Twilio, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 358,506 May 2023 MSI (53,965) (53,965)
Receive Twilio, Inc., Class A 1-Month USD OBFR + 0.20% Monthly USD 54,618 May 2023 MSI (8,222) (8,222)
Receive Uber Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 457,331 May 2023 MSI (4,532) (4,532)
Receive Uber Technologies, Inc. 1-Month USD OBFR + 0.20% Monthly USD 79,984 May 2023 MSI (793) (793)
Receive Ulta Beauty, Inc. 1-Month USD OBFR + 0.20% Monthly USD 2,959,949 May 2023 MSI (135,997) (135,997)
Receive Ultragenyx Pharmaceutical, Inc. 1-Month USD OBFR + 0.20% Monthly USD 595,360 May 2023 MSI (58,917) (58,917)
Receive United Community Banks, Inc. 1-Month USD OBFR + 0.20% Monthly USD 478,271 May 2023 MSI (17,507) (17,507)
94 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive United Overseas Bank, Ltd. 1-Month SGD SORA Compounded OIS + 0.40% Monthly SGD 2,068,124 May 2023 MSI $(4,068) $(4,068)
Receive United Tractors Tbk PT 1-Month USD OBFR + 0.75% Monthly USD 29,261 May 2023 MSI $(5,350) 6,177 827
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 335,936 May 2023 MSI (16,112) (16,112)
Receive UnitedHealth Group, Inc. 1-Month USD OBFR + 0.20% Monthly USD 110,555 May 2023 MSI (5,302) (5,302)
Receive Vale Indonesia Tbk PT 1-Month USD OBFR + 0.75% Monthly USD 32,556 May 2023 MSI (10,554) 6,226 (4,328)
Receive Veracyte, Inc. 1-Month USD OBFR + 0.20% Monthly USD 275,282 May 2023 MSI (33,063) (33,063)
Receive Veracyte, Inc. 1-Month USD OBFR + 0.20% Monthly USD 4,512 May 2023 MSI (542) (542)
Receive Western Alliance Bancorp 1-Month USD OBFR + 0.20% Monthly USD 140,437 May 2023 MSI 2,323 2,323
Receive Western Alliance Bancorp 1-Month USD OBFR + 0.20% Monthly USD 403,945 May 2023 MSI 6,681 6,681
Receive WH Group, Ltd. 1-Month HKD HIBOR + 0.40% Monthly HKD 445,380 May 2023 MSI 1,708 1,708
Receive WH Group, Ltd. 1-Month HKD HIBOR + 0.40% Monthly HKD 2,449,577 May 2023 MSI 9,393 9,393
Receive WH Group, Ltd. 1-Month HKD HIBOR + 0.40% Monthly HKD 4,008,388 May 2023 MSI 15,370 15,370
Receive WH Group, Ltd. 1-Month HKD HIBOR + 0.40% Monthly HKD 2,672,254 May 2023 MSI 10,247 10,247
Receive WH Group, Ltd. 1-Month HKD HIBOR + 0.40% Monthly HKD 3,674,341 May 2023 MSI 14,089 14,089
Receive Wuxi AppTec Company, Ltd., H Shares 1-Month HKD HIBOR + 0.40% Monthly HKD 639,540 May 2023 MSI (3,984) (3,984)
Receive Wuxi AppTec Company, Ltd., H Shares 1-Month HKD HIBOR + 0.40% Monthly HKD 63,056 May 2023 MSI (393) (393)
Receive Wuxi AppTec Company, Ltd., H Shares 1-Month HKD HIBOR + 0.40% Monthly HKD 127,909 May 2023 MSI (797) (797)
Receive Wuxi AppTec Company, Ltd., H Shares 1-Month HKD HIBOR + 0.40% Monthly HKD 12,567 May 2023 MSI (78) (78)
Receive Wuxi Lead Intelligent Equipment Company, Ltd., Class A 1-Month USD OBFR + 0.70% Monthly USD 214,115 May 2023 MSI
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 95

Total return swaps (continued)
Pay/
receive
total
return*
Reference
entity
Floating/
fixed
rate
Payment
frequency
Currency Notional
amount
Maturity
date
Counterparty
(OTC)
Unamortized
upfront
payment paid
(received)
Unrealized
appreciation
(depreciation)
Value
Receive XPeng, Inc., ADR 1-Month USD OBFR + 0.20% Monthly USD 502,052 May 2023 MSI $(35,182) $(35,182)
Receive XPeng, Inc., ADR 1-Month USD OBFR + 0.20% Monthly USD 311,037 May 2023 MSI (21,796) (21,796)
Receive Zhejiang HangKe Technology, Inc., Company, Class A 1-Month USD OBFR + 0.70% Monthly USD 883,215 May 2023 MSI $370 (103,403) (103,033)
Receive Zhejiang HangKe Technology, Inc., Company, Class A 1-Month USD OBFR + 0.70% Monthly USD 5,673 May 2023 MSI (664) (664)
Receive Zoetis, Inc. 1-Month USD OBFR + 0.20% Monthly USD 1,121,357 May 2023 MSI (32,290) (32,290)
                $(3,578,062) $21,849,879 $18,271,817
* Fund will pay or receive the total return of the reference asset depending on whether the return is positive or negative. For contracts where the fund has elected to receive the total return of the reference asset if positive, it will be responsible for paying the floating rate and the total return of the reference asset if negative. If the fund has elected to pay the total return of the reference asset if positive, it will receive the floating rate and the total return of the reference asset if negative.
Derivatives Currency Abbreviations
AUD Australian Dollar
CAD Canadian Dollar
CHF Swiss Franc
CNY Chinese Yuan Renminbi
DKK Danish Krone
EUR Euro
GBP Pound Sterling
HKD Hong Kong Dollar
HUF Hungarian Forint
ILS Israeli New Shekel
INR Indian Rupee
JPY Japanese Yen
KRW Korean Won
SEK Swedish Krona
SGD Singapore Dollar
TWD New Taiwan Dollar
USD U.S. Dollar
ZAR South African Rand
    
Derivatives Abbreviations
ADR American Depositary Receipt
BBSW Bank Bill Swap Rate
BNP BNP Paribas
CDOR Canadian Dollar Offered Rate
96 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

CIBOR Copenhagen Interbank Offered Rate
CITI Citibank, N.A.
DB Deutsche Bank AG
ESTR Euro Short-Term Rate
GSI Goldman Sachs International
HIBOR Hong Kong Interbank Offered Rate
JIBAR Johannesburg Interbank Agreed Rate
JPM JPMorgan Chase Bank, N.A.
MSI Morgan Stanley & Co. International PLC
NYRS New York Registry Shares
OBFR Overnight Bank Funding Rate
OIS Overnight Index Swap
OTC Over-the-counter
SARON Swiss Average Rate Overnight
SCB Standard Chartered Bank
SONIA Sterling Overnight Interbank Average Rate
SORA Singapore Overnight Rate Average
TONAR Tokyo Overnight Average Rate
At 4-30-22, the aggregate cost of investments for federal income tax purposes was $1,082,593,788. Net unrealized depreciation aggregated to $18,011,585, of which $57,915,111 related to gross unrealized appreciation and $75,926,696 related to gross unrealized depreciation.
See Notes to financial statements regarding investment transactions and other derivatives information.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 97

Financial statements
STATEMENT OF ASSETS AND LIABILITIES 4-30-22 (unaudited)

Assets  
Unaffiliated investments, at value (Cost $1,080,939,280) including $67,993 of securities loaned $1,050,986,953
Swap contracts, at value (net unamortized upfront payment of $1,196,741) 49,472,897
Unrealized appreciation on forward foreign currency contracts 1,467,901
Receivable for futures variation margin 90,885
Cash 777,970
Foreign currency, at value (Cost $3,430,964) 3,406,545
Collateral segregated at custodian for OTC derivative contracts 1,978,000
Dividends and interest receivable 1,580,767
Receivable for fund shares sold 1,887,061
Receivable for investments sold 24,360,392
Receivable for securities lending income 4,270
Other assets 103,944
Total assets 1,136,117,585
Liabilities  
Unrealized depreciation on forward foreign currency contracts 4,348,141
Written options, at value (Premiums received $1,677,325) 1,956,033
Swap contracts, at value (net unamortized upfront payment of $2,381,321) 31,201,080
Foreign capital gains tax payable 259,765
Payable for collateral on OTC derivatives 8,380,000
Payable for investments purchased 48,519,871
Payable for fund shares repurchased 536,741
Payable to affiliates  
Accounting and legal services fees 56,801
Transfer agent fees 90,706
Trustees’ fees 247
Other liabilities and accrued expenses 378,279
Total liabilities 95,727,664
Net assets $1,040,389,921
Net assets consist of  
Paid-in capital $1,039,644,536
Total distributable earnings (loss) 745,385
Net assets $1,040,389,921
 
98 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF ASSETS AND LIABILITIES 4-30-22 (unaudited)  (continued)

Net asset value per share  
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value  
Class A ($13,249,032 ÷ 1,199,953 shares)1 $11.04
Class C ($3,501,407 ÷ 334,941 shares)1 $10.45
Class I ($919,308,002 ÷ 81,003,067 shares) $11.35
Class R6 ($42,151,025 ÷ 3,670,055 shares) $11.49
Class NAV ($62,180,455 ÷ 5,411,502 shares) $11.49
Maximum offering price per share  
Class A (net asset value per share ÷ 95%)2 $11.62
    
1 Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.
2 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 99

STATEMENT OF OPERATIONS For the six months ended 4-30-22 (unaudited)

Investment income  
Dividends $5,911,031
Interest 294,016
Securities lending 45,825
Less foreign taxes withheld (387,680)
Total investment income 5,863,192
Expenses  
Investment management fees 7,772,389
Distribution and service fees 40,778
Accounting and legal services fees 75,277
Transfer agent fees 547,047
Trustees’ fees 8,983
Custodian fees 155,738
State registration fees 43,785
Printing and postage 10,456
Professional fees 78,656
Other 32,701
Total expenses 8,765,810
Less expense reductions (47,859)
Net expenses 8,717,951
Net investment loss (2,854,759)
Realized and unrealized gain (loss)  
Net realized gain (loss) on  
Unaffiliated investments and foreign currency transactions (3,157,345)
Affiliated investments (1,581)
Capital gain distributions received from affiliated investments 297
Futures contracts (677,160)
Forward foreign currency contracts (3,193,227)
Written options 316,047
Swap contracts 22,473,713
  15,760,744
Change in net unrealized appreciation (depreciation) of  
Unaffiliated investments and translation of assets and liabilities in foreign currencies (113,793,788)
Affiliated investments 46
Futures contracts 75,646
Forward foreign currency contracts (2,609,348)
Written options (811,607)
Swap contracts 26,296,324
  (90,842,727)
Net realized and unrealized loss (75,081,983)
Decrease in net assets from operations $(77,936,742)
100 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

STATEMENTS OF CHANGES IN NET ASSETS  

  Six months ended
4-30-22
(unaudited)
Year ended
10-31-21
Increase (decrease) in net assets    
From operations    
Net investment loss $(2,854,759) $(8,623,250)
Net realized gain 15,760,744 100,138,645
Change in net unrealized appreciation (depreciation) (90,842,727) 20,333,075
Increase (decrease) in net assets resulting from operations (77,936,742) 111,848,470
Distributions to shareholders    
From earnings    
Class A (958,141) (480,110)
Class C (268,997) (208,694)
Class I (61,631,044) (23,472,130)
Class R6 (3,086,648) (1,392,785)
Class NAV (3,588,697) (2,186,187)
Total distributions (69,533,527) (27,739,906)
From fund share transactions 40,495,616 334,155,522
Total increase (decrease) (106,974,653) 418,264,086
Net assets    
Beginning of period 1,147,364,574 729,100,488
End of period $1,040,389,921 $1,147,364,574
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 101

Financial highlights
CLASS A SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $12.73 $11.60 $11.02 $10.73 $11.82 $10.45
Net investment loss2 (0.05) (0.15) (0.10) (0.03) (0.07) (0.22)
Net realized and unrealized gain (loss) on investments (0.82) 1.73 0.78 0.67 (0.11) 1.60
Total from investment operations (0.87) 1.58 0.68 0.64 (0.18) 1.38
Less distributions            
From net investment income (0.10)
From net realized gain (0.82) (0.45) (0.35) (0.91) (0.01)
Total distributions (0.82) (0.45) (0.10) (0.35) (0.91) (0.01)
Net asset value, end of period $11.04 $12.73 $11.60 $11.02 $10.73 $11.82
Total return (%)3,4 (7.07)5 13.69 6.15 6.09 (1.57) 13.16
Ratios and supplemental data            
Net assets, end of period (in millions) $13 $16 $12 $11 $19 $22
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.946 1.97 2.00 1.98 2.007 3.868
Expenses including reductions 1.936 1.96 1.99 1.97 1.997 3.858
Net investment loss (0.84)6 (1.18) (0.87) (0.25) (0.61) (1.99)
Portfolio turnover (%) 104 259 221 170 169 485
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Does not reflect the effect of sales charges, if any.
5 Not annualized.
6 Annualized.
7 Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales).
8 Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets.
102 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

CLASS C SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $12.13 $11.16 $10.61 $10.42 $11.57 $10.30
Net investment loss2 (0.09) (0.23) (0.17) (0.10) (0.15) (0.29)
Net realized and unrealized gain (loss) on investments (0.77) 1.65 0.74 0.64 (0.09) 1.57
Total from investment operations (0.86) 1.42 0.57 0.54 (0.24) 1.28
Less distributions            
From net investment income (0.02)
From net realized gain (0.82) (0.45) (0.35) (0.91) (0.01)
Total distributions (0.82) (0.45) (0.02) (0.35) (0.91) (0.01)
Net asset value, end of period $10.45 $12.13 $11.16 $10.61 $10.42 $11.57
Total return (%)3,4 (7.44)5 12.86 5.33 5.39 (2.26) 12.38
Ratios and supplemental data            
Net assets, end of period (in millions) $4 $5 $5 $6 $10 $12
Ratios (as a percentage of average net assets):            
Expenses before reductions 2.646 2.67 2.70 2.68 2.707 4.568
Expenses including reductions 2.636 2.66 2.69 2.67 2.697 4.558
Net investment loss (1.56)6 (1.89) (1.56) (0.99) (1.33) (2.66)
Portfolio turnover (%) 104 259 221 170 169 485
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Does not reflect the effect of sales charges, if any.
5 Not annualized.
6 Annualized.
7 Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales).
8 Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 103

CLASS I SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $13.04 $11.84 $11.24 $10.92 $11.97 $10.55
Net investment loss2 (0.03) (0.11) (0.07) 3 (0.04) (0.19)
Net realized and unrealized gain (loss) on investments (0.84) 1.76 0.80 0.67 (0.10) 1.62
Total from investment operations (0.87) 1.65 0.73 0.67 (0.14) 1.43
Less distributions            
From net investment income (0.13)
From net realized gain (0.82) (0.45) (0.35) (0.91) (0.01)
Total distributions (0.82) (0.45) (0.13) (0.35) (0.91) (0.01)
Net asset value, end of period $11.35 $13.04 $11.84 $11.24 $10.92 $11.97
Total return (%)4 (6.97)5 14.00 6.57 6.36 (1.28) 13.51
Ratios and supplemental data            
Net assets, end of period (in millions) $919 $1,019 $616 $565 $566 $454
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.646 1.67 1.70 1.69 1.717 3.548
Expenses including reductions 1.636 1.66 1.69 1.68 1.707 3.548
Net investment loss (0.54)6 (0.86) (0.58) 9 (0.36) (1.65)
Portfolio turnover (%) 104 259 221 170 169 485
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Less than $0.005 per share.
4 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
5 Not annualized.
6 Annualized.
7 Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales).
8 Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets.
9 Less than 0.005%.
104 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

CLASS R6 SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $13.18 $11.95 $11.34 $11.00 $12.04 $10.60
Net investment income (loss)2 (0.03) (0.10) (0.06) 0.01 (0.03) (0.19)
Net realized and unrealized gain (loss) on investments (0.84) 1.78 0.81 0.68 (0.10) 1.64
Total from investment operations (0.87) 1.68 0.75 0.69 (0.13) 1.45
Less distributions            
From net investment income (0.14)
From net realized gain (0.82) (0.45) (0.35) (0.91) (0.01)
Total distributions (0.82) (0.45) (0.14) (0.35) (0.91) (0.01)
Net asset value, end of period $11.49 $13.18 $11.95 $11.34 $11.00 $12.04
Total return (%)3 (6.97)4 14.22 6.62 6.50 (1.19) 13.64
Ratios and supplemental data            
Net assets, end of period (in millions) $42 $51 $37 $27 $30 $9
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.545 1.56 1.59 1.58 1.606 3.457
Expenses including reductions 1.535 1.55 1.58 1.57 1.606 3.447
Net investment income (loss) (0.45)5 (0.76) (0.51) 0.12 (0.23) (1.57)
Portfolio turnover (%) 104 259 221 170 169 485
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Annualized.
6 Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales).
7 Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 105

CLASS NAV SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $13.18 $11.96 $11.35 $11.00 $12.04 $10.60
Net investment income (loss)2 (0.02) (0.10) (0.04) 0.01 (0.03) (0.17)
Net realized and unrealized gain (loss) on investments (0.85) 1.77 0.79 0.69 (0.10) 1.62
Total from investment operations (0.87) 1.67 0.75 0.70 (0.13) 1.45
Less distributions            
From net investment income (0.14)
From net realized gain (0.82) (0.45) (0.35) (0.91) (0.01)
Total distributions (0.82) (0.45) (0.14) (0.35) (0.91) (0.01)
Net asset value, end of period $11.49 $13.18 $11.96 $11.35 $11.00 $12.04
Total return (%)3 (6.89)4 14.12 6.64 6.59 (1.19) 13.64
Ratios and supplemental data            
Net assets, end of period (in millions) $62 $57 $59 $134 $130 $152
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.535 1.55 1.58 1.56 1.596 3.447
Expenses including reductions 1.525 1.54 1.57 1.55 1.586 3.437
Net investment income (loss) (0.41)5 (0.78) (0.35) 0.13 (0.23) (1.54)
Portfolio turnover (%) 104 259 221 170 169 485
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Annualized.
6 Expense ratios have decreased due to a change in the fund’s fundamental investment restrictions and the related discontinued use of prime brokerage services and their associated expenses on short sales (dividends on investments sold short and broker fees and expenses on short sales).
7 Includes dividends on investments sold short and broker fees and expenses on short sales for the periods ended , which were equivalent to a net annual effective rate of 1.84% of the fund’s average daily net assets.
106 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Notes to financial statements (unaudited)
Note 1Organization
John Hancock Seaport Long/Short Fund (the fund) is a series of John Hancock Investment Trust (the Trust), an open-end management investment company organized as a Massachusetts business trust and registered under the Investment Company Act of 1940, as amended (the 1940 Act). The investment objective of the fund is to seek capital appreciation.
The fund may offer multiple classes of shares. The shares currently outstanding are detailed in the Statement of assets and liabilities. Class A and Class C shares are offered to all investors. Class I shares are offered to institutions and certain investors. Class R6 shares are only available to certain retirement plans, institutions and other investors. Class NAV shares are offered to John Hancock affiliated funds of funds, retirement plans for employees of John Hancock and/or Manulife Financial Corporation, and certain 529 plans. Class C shares convert to Class A shares eight years after purchase (certain exclusions may apply). Shareholders of each class have exclusive voting rights to matters that affect that class. The distribution and service fees, if any, and transfer agent fees for each class may differ.
Note 2Significant accounting policies
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (US GAAP), which require management to make certain estimates and assumptions as of the date of the financial statements. Actual results could differ from those estimates and those differences could be significant. The fund qualifies as an investment company under Topic 946 of Accounting Standards Codification of US GAAP.
Events or transactions occurring after the end of the fiscal period through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the fund:
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the fund’s Valuation Policies and Procedures.
In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Exchange-traded options are valued at the mid-price of the last quoted bid and ask prices from the exchange where the option trades. Unlisted options are valued using evaluated prices obtained from an independent pricing vendor. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Foreign equity index futures that trade in the electronic trading market subsequent to the close of regular trading may be valued at the last traded price in the electronic trading market as of 4:00 P.M. ET, or may be fair valued based on fair value adjustment factors provided by an independent pricing vendor in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE. Swaps are generally valued using evaluated prices obtained from an independent pricing vendor. Forward foreign currency contracts are valued at
  SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 107

the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.
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. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the fund’s Pricing Committee, following procedures established by the Board of Trustees. The fund uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.
The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund’s own assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the fund’s investments as of April 30, 2022, by major security category or type:
  Total
value at
4-30-22
Level 1
quoted
price
Level 2
significant
observable
inputs
Level 3
significant
unobservable
inputs
Investments in securities:        
Assets        
Common stocks        
Communication services $24,157,483 $15,763,027 $8,394,456
Consumer discretionary 22,386,226 19,465,335 2,920,891
Consumer staples 8,619,973 8,619,973
Energy 43,702,981 33,219,245 10,483,736
Financials 148,008,810 98,253,195 49,755,615
Health care 135,199,857 95,844,704 39,355,153
Industrials 51,481,274 22,740,092 28,741,182
108 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT  

  Total
value at
4-30-22
Level 1
quoted
price
Level 2
significant
observable
inputs
Level 3
significant
unobservable
inputs
Information technology $110,261,336 $106,957,014 $3,304,322
Materials 24,995,376 12,330,985 12,664,391
Real estate 4,797,145 4,797,145
Utilities 20,924,669 9,307,023 11,617,646
Preferred securities 9,841,292 9,841,292
Exchange-traded funds 3,622,935 3,622,935
Warrants 10,139 10,139
Purchased options 11,146,131 10,645,769 500,362
Short-term investments 431,831,326 86,732,745 345,098,581
Total investments in securities $1,050,986,953 $519,689,353 $531,297,600
Derivatives:        
Assets        
Futures $170,787 $170,787
Forward foreign currency contracts 1,467,901 $1,467,901
Swap contracts 49,472,897 49,472,897
Liabilities        
Futures (11,081) (11,081)
Forward foreign currency contracts (4,348,141) (4,348,141)
Written options (1,956,033) (1,955,747) (286)
Swap contracts (31,201,080) (31,201,080)
Level 3 includes securities valued at $0. Refer to Fund’s investments.
Real estate investment trusts. The fund may invest in real estate investment trusts (REITs). Distributions from REITs may be recorded as income and subsequently characterized by the REIT at the end of their fiscal year as a reduction of cost of investments and/or as a realized gain. As a result, the fund will estimate the components of distributions from these securities. Such estimates are revised when the actual components of the distributions are known.
Security transactions and related investment income. Investment security transactions are accounted for on a trade date plus one basis for daily NAV calculations. However, for financial reporting purposes, investment transactions are reported on trade date. Interest income is accrued as earned. Interest income includes coupon interest and amortization/accretion of premiums/discounts on debt securities. Debt obligations may be placed in a non-accrual status and related interest income may be reduced by stopping current accruals and writing off interest receivable when the collection of all or a portion of interest has become doubtful. Capital gain distributions from underlying funds are recorded on ex-date. Dividend income is recorded on ex-date, except for dividends of certain foreign securities where the dividend may not be known until after the ex-date. In those cases, dividend income, net of withholding taxes, is recorded when the fund becomes aware of the dividends. Non-cash dividends, if any, are recorded at the fair market value of the securities received. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds from litigation.
Securities lending. The fund may lend its securities to earn additional income. The fund receives collateral from the borrower in an amount not less than the market value of the loaned securities. The fund may invest its cash collateral in John Hancock Collateral Trust (JHCT), an affiliate of the fund, which has a floating NAV and is registered with the Securities and Exchange Commission (SEC) as an investment company. JHCT invests in short-term money market investments. The fund will receive the benefit of any gains and bear any losses generated by JHCT with respect to the cash collateral. Effective November 19, 2021, JHCT converted to a prime
  SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 109

money market fund.
The fund has the right to recall loaned securities on demand. If a borrower fails to return loaned securities when due, then the lending agent is responsible and indemnifies the fund for the lent securities. The lending agent uses the collateral received from the borrower to purchase replacement securities of the same issue, type, class and series of the loaned securities. If the value of the collateral is less than the purchase cost of replacement securities, the lending agent is responsible for satisfying the shortfall but only to the extent that the shortfall is not due to any decrease in the value of JHCT.
Although the risk of loss on securities lent is mitigated by receiving collateral from the borrower and through lending agent indemnification, the fund could experience a delay in recovering securities or could experience a lower than expected return if the borrower fails to return the securities on a timely basis. During the existence of the loan, the fund will receive from the borrower amounts equivalent to any dividends, interest or other distributions on the loaned securities, as well as interest on such amounts. The fund receives compensation for lending its securities by retaining a portion of the return on the investment of the collateral and compensation from fees earned from borrowers of the securities. Securities lending income received by the fund is net of fees retained by the securities lending agent. Net income received from JHCT is a component of securities lending income as recorded on the Statement of operations.
Obligations to repay collateral received by the fund are shown on the Statement of assets and liabilities as Payable upon return of securities loaned and are secured by the loaned securities. As of April 30, 2022, the fund loaned securities valued at $67,993 and received $0 of cash collateral.
In addition, non-cash collateral of approximately $70,815 in the form of U.S. Treasuries was pledged to the fund. This non-cash collateral is not reflected in the fund’s net assets, however could be sold by the securities lending agent in the event of default by the borrower.
Foreign investing. Assets, including investments, and liabilities denominated in foreign currencies are translated into U.S. dollar values each day at the prevailing exchange rate. Purchases and sales of securities, income and expenses are translated into U.S. dollars at the prevailing exchange rate on the date of the transaction. The effect of changes in foreign currency exchange rates on the value of securities is reflected as a component of the realized and unrealized gains (losses) on investments. Foreign investments are subject to a decline in the value of a foreign currency versus the U.S. dollar, which reduces the dollar value of securities denominated in that currency.
Funds that invest internationally generally carry more risk than funds that invest strictly in U.S. securities. These risks are heightened for investments in emerging markets. Risks can result from differences in economic and political conditions, regulations, market practices (including higher transaction costs), accounting standards and other factors.
Foreign taxes. The fund may be subject to withholding tax on income, capital gains or repatriations imposed by certain countries, a portion of which may be recoverable. Foreign taxes are accrued based upon the fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Taxes are accrued based on gains realized by the fund as a result of certain foreign security sales. In certain circumstances, estimated taxes are accrued based on unrealized appreciation of such securities. Investment income is recorded net of foreign withholding taxes.
Overdraft. The fund may have the ability to borrow from banks for temporary or emergency purposes, including meeting redemption requests that otherwise might require the untimely sale of securities. Pursuant to the fund’s custodian agreement, the custodian may loan money to the fund to make properly authorized payments. The fund is obligated to repay the custodian for any overdraft, including any related costs or expenses. The custodian may have a lien, security interest or security entitlement in any fund property that is not otherwise segregated or pledged, to the extent of any overdraft, and to the maximum extent permitted by law.
110 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT  

Line of credit. The fund and other affiliated funds have entered into a syndicated line of credit agreement with Citibank, N.A. as the administrative agent that enables them to participate in a $1 billion unsecured committed line of credit. Excluding commitments designated for a certain fund and subject to the needs of all other affiliated funds, the fund can borrow up to an aggregate commitment amount of $750 million, subject to asset coverage and other limitations as specified in the agreement. A commitment fee payable at the end of each calendar quarter, based on the average daily unused portion of the line of credit, is charged to each participating fund based on a combination of fixed and asset-based allocations and is reflected in Other expenses on the Statement of operations. For the six months ended April 30, 2022, the fund had no borrowings under the line of credit. Commitment fees for the six months ended April 30, 2022 were $3,370.
Expenses. Within the John Hancock group of funds complex, expenses that are directly attributable to an individual fund are allocated to such fund. Expenses that are not readily attributable to a specific fund are allocated among all funds in an equitable manner, taking into consideration, among other things, the nature and type of expense and the fund’s relative net assets. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Class allocations. Income, common expenses and realized and unrealized gains (losses) are determined at the fund level and allocated daily to each class of shares based on the net assets of the class. Class-specific expenses, such as distribution and service fees, if any, and transfer agent fees, for all classes, are charged daily at the class level based on the net assets of each class and the specific expense rates applicable to each class.
Federal income taxes. The fund intends to continue to qualify as a regulated investment company by complying with the applicable provisions of the Internal Revenue Code and will not be subject to federal income tax on taxable income that is distributed to shareholders. Therefore, no federal income tax provision is required.
As of October 31, 2021, the fund had no uncertain tax positions that would require financial statement recognition, derecognition or disclosure. The fund’s federal tax returns are subject to examination by the Internal Revenue Service for a period of three years.
Distribution of income and gains. Distributions to shareholders from net investment income and net realized gains, if any, are recorded on the ex-date. The fund generally declares and pays dividends annually. Capital gain distributions, if any, are typically distributed annually.
Distributions paid by the fund with respect to each class of shares are calculated in the same manner, at the same time and in the same amount, except for the effect of class level expenses that may be applied differently to each class.
Such distributions, on a tax basis, are determined in conformity with income tax regulations, which may differ from US GAAP. Distributions in excess of tax basis earnings and profits, if any, are reported in the fund’s financial statements as a return of capital. The final determination of tax characteristics of the fund’s distribution will occur at the end of the year and will subsequently be reported to shareholders.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences, if any, will reverse in a subsequent period. Book-tax differences are primarily attributable to foreign currency transactions, wash sale loss deferrals, investments in passive foreign investment companies, treating a portion of the proceeds from redemptions as distributions for tax purposes and derivative transactions.
Note 3Derivative 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
  SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 111

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 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.
Derivatives which are typically traded through the OTC market are regulated by the Commodity Futures Trading Commission (the CFTC). Derivative counterparty risk is managed through an ongoing evaluation of the creditworthiness of all potential counterparties and, if applicable, designated clearing organizations. The fund attempts to reduce its exposure to counterparty risk for derivatives traded in the OTC market, whenever possible, by entering into an International Swaps and Derivatives Association (ISDA) Master Agreement with each of its OTC counterparties. The ISDA gives each party to the agreement the right to terminate all transactions traded under the agreement if there is certain deterioration in the credit quality or contractual default of the other party, as defined in the ISDA. Upon an event of default or a termination of the ISDA, the non-defaulting party has the right to close out all transactions and to net amounts owed.
As defined by the ISDA, the fund may have collateral agreements with certain counterparties to mitigate counterparty risk on OTC derivatives. Subject to established minimum levels, collateral for OTC transactions is generally determined based on the net aggregate unrealized gain or loss on contracts with a particular counterparty. Collateral pledged to the fund, if any, is held in a segregated account by a third-party agent or held by the custodian bank for the benefit of the fund and can be in the form of cash or debt securities issued by the U.S. government or related agencies; collateral posted by the fund, if any, for OTC transactions is held in a segregated account at the fund’s custodian and is noted in the accompanying Fund’s investments, or if cash is posted, on the Statement of assets and liabilities. The fund’s risk of loss due to counterparty risk is equal to the asset value of outstanding contracts offset by collateral received.
Certain derivatives are traded or cleared on an exchange or central clearinghouse. Exchange-traded or centrally-cleared transactions generally present less counterparty risk to a fund than OTC transactions. The exchange or clearinghouse stands between the fund and the broker to the contract and therefore, credit risk is generally limited to the failure of the exchange or clearinghouse and the clearing member.
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. Futures are traded on an exchange and cleared through a central clearinghouse. 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 and potential losses in excess of the amounts recognized on the Statement of assets and liabilities. Use of long futures contracts subjects the fund to the risk of loss up to the notional value of the futures contracts. Use of short futures contracts subjects the fund to unlimited risk of loss.
Upon entering into a futures contract, the fund is required to deposit initial margin with the broker in the form of cash or securities. The amount of required margin is set by the broker and is generally based on a percentage of the contract value. The margin deposit must then be maintained at the established level over the life of the contract. Cash that has been pledged by the fund, if any, is detailed in the Statement of assets and liabilities as Collateral held at broker for futures contracts. Securities pledged by the fund, if any, are identified in the Fund’s investments. Subsequent payments, referred to as variation margin, are made or received by the fund periodically and are based on changes in the market value of open futures contracts. Futures contracts are marked-to-market daily and unrealized gain or loss is recorded by the fund. Receivable for futures variation margin is included on the Statement of assets and liabilities. When the contract is closed, the fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.
During the six months ended April 30, 2022, the fund used futures contracts to manage against changes in certain securities markets. The fund held futures contracts with USD notional values ranging from $530,000 to $14.3 million, as measured at each quarter end.
112 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT  

Forward foreign currency contracts. A forward foreign currency contract is an agreement between two parties to buy and sell specific currencies at a price that is set on the date of the contract. The forward contract calls for delivery of the currencies on a future date that is specified in the contract. Forwards are typically traded OTC. Risks related to the use of forwards include the possible failure of counterparties to meet the terms of the forward agreement, the failure of the counterparties to timely post collateral if applicable, and the risk that currency movements will not favor the fund thereby reducing the fund’s total return, and the potential for losses in excess of the amounts recognized on the Statement of assets and liabilities.
The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. Forward foreign currency contracts are marked-to-market daily and the change in value is recorded by the fund as an unrealized gain or loss. Realized gains or losses, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, are recorded upon delivery or receipt of the currency or settlement with the counterparty.
During the six months ended April 30, 2022, the fund used forward foreign currency contracts to manage against changes in foreign currency exchange rates and to gain exposure to foreign currencies. The fund held forward foreign currency contracts with USD notional values ranging from $101.7 million to $163 million, as measured at each quarter end.
Options. There are two types of options, put options and call options. Options are traded either OTC or on an exchange. A call option gives the purchaser of the option the right to buy (and the seller the obligation to sell) the underlying asset at the exercise price. A put option gives the purchaser of the option the right to sell (and the writer the obligation to buy) the underlying asset at the exercise price. Writing puts and buying calls may increase the fund’s exposure to changes in the value of the underlying instrument. Buying puts and writing calls may decrease the fund’s exposure to such changes. Risks related to the use of options include the loss of premiums on purchased options, possible illiquidity of the options markets, trading restrictions imposed by an exchange and movements in underlying security values, and for written options, potential losses in excess of the amounts recognized on the Statement of assets and liabilities. In addition, OTC options are subject to the risks of all OTC derivatives contracts.
Purchased options are included in the Fund’s investments and are subsequently “marked-to-market” to reflect current market value. If a purchased option expires, the fund realizes a loss equal to the premium paid for the option. Premiums paid for purchased options which are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying asset transaction to determine the realized gain (loss). Written options are included as liabilities in the Statement of assets and liabilities and are “marked-to-market” to reflect the current market value. If the written option expires, the fund realizes a gain equal to the premium received. Premiums received from writing options which are exercised or closed are added to the proceeds or offset against amounts paid on the underlying asset transaction to determine the realized gain (loss).
During the six months ended April 30, 2022, the fund used purchased options contracts to manage against changes in certain securities markets and foreign currency exchange rates and to gain exposure to certain securities markets and foreign currencies. The fund held purchased options contracts with market values ranging from $6.1 million to $11.1 million, as measured at each quarter end.
During the six months ended April 30, 2022, the fund wrote option contracts to manage against changes in certain securities markets and foreign currency exchange rates and to gain exposure to certain securities markets and foreign currencies. The fund held written option contracts with market values ranging from $165,000 to $2 million, as measured at each quarter end.
Swaps. Swap agreements are agreements between the fund and a counterparty to exchange cash flows, assets, foreign currencies or market-linked returns at specified intervals. Swap agreements are privately negotiated in the OTC market (OTC swaps) 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 a component of unrealized
  SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 113

appreciation/depreciation of swap contracts. The value of the swap will typically impose collateral posting obligations on the party that is considered out-of-the-money on the swap.
Upfront payments made/received by the fund, if any, are amortized/accreted for financial reporting purposes, with the unamortized/unaccreted portion included in the Statement of assets and liabilities. 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.
Entering into swap agreements involves, to varying degrees, elements of credit, market and documentation risk that may provide outcomes that produce losses in excess of the amounts recognized on the Statement of assets and liabilities. Such risks involve the possibility that there will be no liquid market for the swap, or that a counterparty may default on its obligation or delay payment under the swap terms. The counterparty may disagree or contest the terms of the swap. In addition to interest rate risk, market risks may also impact the swap. The fund may also suffer losses if it is unable to terminate or assign outstanding swaps or reduce its exposure through offsetting transactions.
Total Return Swaps. The fund may enter into total return swap contracts to obtain synthetic exposure to a specific reference asset or index without owning, taking physical custody of, or short selling the underlying assets. Total return swaps are commitments where one party pays a fixed or variable rate premium (the Buyer) in exchange for a market-linked return (the Seller). The Seller pays the total return of a specific reference asset or index and in return receives interest payments from the Buyer. To the extent the total return of the underlying asset or index exceeds or falls short of the offsetting interest rate obligation, the Buyer will receive or make a payment to the Seller. A fund may enter into total return swaps in which it may act as either the Buyer or the Seller. Total return swap contracts are subject to the risk associated with the investment in the underlying reference asset or index. The risk in the case of short total return swap contracts is unlimited based on the potential for unlimited increases in the market value of the underlying reference asset or index.
During the six months ended April 30, 2022, the fund used total return swaps to to gain exposure to a security or market without investing directly in such security or market. The fund held total return swaps with total USD notional amounts ranging from $1.1 billion to $1.2 billion, as measured at each quarter end.
Fair value of derivative instruments by risk category
The table below summarizes the fair value of derivatives held by the fund at April 30, 2022 by risk category:
Risk Statement of assets
and liabilities
location
Financial
instruments
location
Assets
derivatives
fair value
Liabilities
derivatives
fair value
Equity Receivable/payable for futures variation margin1 Futures $170,787 $(11,081)
Currency Unrealized appreciation (depreciation) on forward foreign currency contracts Forward foreign currency contracts 1,467,901 (4,348,141)
Currency Unaffiliated investments, at value2 Purchased options 33,157
Equity Unaffiliated investments, at value2 Purchased options 11,112,974
Equity Written options, at value Written options (1,956,033)
Equity Swap contracts, at value Total return swaps 49,472,897 (31,201,080)
      $62,257,716 $(37,516,335)
114 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT  

1 Reflects cumulative appreciation/depreciation on open futures as disclosed in the Derivatives section of Fund’s investments. Only the period end variation margin receivable/payable is separately reported on the Statement of assets and liabilities.
2 Purchased options are included in Fund’s investments.
For financial reporting purposes, the fund does not offset OTC derivative assets or liabilities that are subject to master netting arrangements, as defined by the ISDAs, in the Statement of assets and liabilities. In the event of default by the counterparty or a termination of the agreement, the ISDA allows an offset of amounts across the various transactions between the fund and the applicable counterparty. The tables below reflect the fund’s exposure to OTC derivative transactions and exposure to counterparties subject to an ISDA:
OTC Financial Instruments Asset Liability
Forward foreign currency contracts $1,467,901 $(4,348,141)
Purchased options 500,362
Swap contracts 49,472,897 (31,201,080)
Written options (286)
Totals $51,441,160 $(35,549,507)
    
Counterparty Assets Liabilities Total Market
Value of
OTC Derivatives
Collateral
Posted by
Counterparty1
Collateral Posted
by Portfolio1
Net
Exposure
BNP Paribas $76,798 $(156,796) $(79,998) $79,998
Citibank, N.A. (28,908) (28,908) $(28,908)
Deutsche Bank AG 239,722 (1,096,746) (857,024) 857,024
Goldman Sachs International 12,460,029 (9,296,714) 3,163,315 $3,163,315
JPMorgan Chase Bank, N.A. 17,158,190 (10,368,758) 6,789,432 6,789,432
Morgan Stanley & Co. International PLC 21,488,629 (14,574,571) 6,914,058 3,640,000 3,274,058
Standard Chartered Bank 17,792 (27,014) (9,222) (9,222)
Totals 51,441,160 (35,549,507) 15,891,653 6,803,315 937,022 10,025,360
1 Reflects collateral posted by the counterparty or posted by the fund, excluding any excess collateral amounts.
Effect of derivative instruments on the Statement of operations
The table below summarizes the net realized gain (loss) included in the net increase (decrease) in net assets from operations, classified by derivative instrument and risk category, for the six months ended April 30, 2022:
  Statement of operations location - Net realized gain (loss) on:
Risk Unaffiliated
investments and
foreign currency
transactions1
Futures contracts Forward foreign
currency contracts
Written options Swap contracts Total
Interest rate $(451,882) $(451,882)
Currency (218,690) $(3,193,227) (3,411,917)
Equity 3,609,959 $(677,160) $316,047 $22,473,713 25,722,559
Total $2,939,387 $(677,160) $(3,193,227) $316,047 $22,473,713 $21,858,760
  SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 115

1 Realized gain (loss) associated with purchased options is included in this caption on the Statement of operations.
The table below summarizes the net change in unrealized appreciation (depreciation) included in the net increase (decrease) in net assets from operations, classified by derivative instrument and risk category, for the six months ended April 30, 2022:
  Statement of operations location - Change in net unrealized appreciation (depreciation) of:
Risk Unaffiliated
investments and
translation of assets
and liabilities in
foreign currencies1
Futures contracts Forward foreign
currency contracts
Written options Swap contracts Total
Currency $(254,958) $(2,609,348) $(2,864,306)
Equity 4,270,566 $75,646 $(811,607) $26,296,324 29,830,929
Total $4,015,608 $75,646 $(2,609,348) $(811,607) $26,296,324 $26,966,623
    
1 Change in unrealized appreciation (depreciation) associated with purchased options is included in this caption on the Statement of operations.
Note 4Guarantees and indemnifications
Under the Trust’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust, including the fund. Additionally, in the normal course of business, the fund enters into contracts with service providers that contain general indemnification clauses. The fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the fund that have not yet occurred. The risk of material loss from such claims is considered remote.
Note 5Fees and transactions with affiliates
John Hancock Investment Management LLC (the Advisor) serves as investment advisor for the fund. John Hancock Investment Management Distributors LLC (the Distributor), an affiliate of the Advisor, serves as principal underwriter of the fund. The Advisor and the Distributor are indirect, principally owned subsidiaries of John Hancock Life Insurance Company (U.S.A.), which in turn is a subsidiary of Manulife Financial Corporation.
Management fee. The fund has an investment management agreement with the Advisor under which the fund pays a daily management fee to the Advisor equivalent on an annual basis to the sum of: (a) 1.450% of the first $250 million of the fund’s average daily net assets; (b) 1.400% of the next $750 million of the fund’s average daily net assets; (c) 1.375% of the next $1 billion of the fund’s average daily net assets; and (d) 1.350% of the fund’s average daily net assets in excess of $2 billion. Prior to April 1, 2022, the fees were as follows: (a) 1.500% of the first $250 million of the fund’s average daily net assets; and (b) 1.450% of the fund’s average daily net assets in excess of $250 million. The Advisor has a subadvisory agreement with Wellington Management Company LLP. The fund is not responsible for payment of the subadvisory fees.
The Advisor has contractually agreed to waive a portion of its management fee and/or reimburse expenses for certain funds of the John Hancock group of funds complex, including the fund (the participating portfolios). This waiver is based upon aggregate net assets of all the participating portfolios. The amount of the reimbursement is calculated daily and allocated among all the participating portfolios in proportion to the daily net assets of each fund. During the six months ended April 30, 2022, this waiver amounted to 0.01% of the fund’s average daily net assets, on an annualized basis. This arrangement expires on July 31, 2023, unless renewed by mutual agreement of the fund and the Advisor based upon a determination that this is appropriate under the circumstances at that time.
116 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT  

For the six months ended April 30, 2022, the expense reductions described above amounted to the following:
Class Expense reduction
Class A $632
Class C 175
Class I 42,439
Class Expense reduction
Class R6 $2,043
Class NAV 2,570
Total $47,859
 
Expenses waived or reimbursed in the current fiscal period are not subject to recapture in future fiscal periods.
The investment management fees, including the impact of the waivers and reimbursements as described above, incurred for the six months ended April 30, 2022, were equivalent to a net annual effective rate of 1.44% of the fund’s average daily net assets.
Accounting and legal services. Pursuant to a service agreement, the fund reimburses the Advisor for all expenses associated with providing the administrative, financial, legal, compliance, accounting and recordkeeping services to the fund, including the preparation of all tax returns, periodic reports to shareholders and regulatory reports, among other services. These expenses are allocated to each share class based on its relative net assets at the time the expense was incurred. These accounting and legal services fees incurred, for the six months ended April 30, 2022, amounted to an annual rate of 0.01% of the fund’s average daily net assets.
Distribution and service plans. The fund has a distribution agreement with the Distributor. The fund has adopted distribution and service plans for certain classes as detailed below pursuant to Rule 12b-1 under the 1940 Act, to pay the Distributor for services provided as the distributor of shares of the fund. The fund may pay up to the following contractual rates of distribution and service fees under these arrangements, expressed as an annual percentage of average daily net assets for each class of the fund’s shares:
Class Rule 12b-1 Fee
Class A 0.30%
Class C 1.00%
Sales charges. Class A shares are assessed up-front sales charges, which resulted in payments to the Distributor amounting to $7,096 for the six months ended April 30, 2022. Of this amount, $1,181 was retained and used for printing prospectuses, advertising, sales literature and other purposes and $5,915 was paid as sales commissions to broker-dealers.
Class A and Class C shares may be subject to contingent deferred sales charges (CDSCs). Certain Class A shares purchased, including those that are acquired through purchases of $1 million or more, and redeemed within one year of purchase are subject to a 1.00% sales charge. Class C shares that are redeemed within one year of purchase are subject to a 1.00% CDSC. CDSCs are applied to the lesser of the current market value at the time of redemption or the original purchase cost of the shares being redeemed. Proceeds from CDSCs are used to compensate the Distributor for providing distribution-related services in connection with the sale of these shares. During the six months ended April 30, 2022, CDSCs received by the Distributor amounted to $494 for Class C shares. There were no CDSCs received by the Distributor for Class A shares.
Transfer agent fees. The John Hancock group of funds has a complex-wide transfer agent agreement with John Hancock Signature Services, Inc. (Signature Services), an affiliate of the Advisor. The transfer agent fees paid to Signature Services are determined based on the cost to Signature Services (Signature Services Cost) of providing recordkeeping services. It also includes out-of-pocket expenses, including payments made to third-parties for recordkeeping services provided to their clients who invest in one or more John Hancock funds. In addition, Signature Services Cost may be reduced by certain fees that Signature Services receives in connection with retirement and small accounts. Signature Services Cost is calculated monthly and allocated, as applicable, to five categories of share classes: Retail Share and Institutional Share Classes of Non-Municipal Bond Funds, Class R6
  SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 117

Shares, Retirement Share Classes and Municipal Bond Share Classes. Within each of these categories, the applicable costs are allocated to the affected John Hancock affiliated funds and/or classes, based on the relative average daily net assets.
Class level expenses. Class level expenses for the six months ended April 30, 2022 were as follows:
Class Distribution and service fees Transfer agent fees
Class A $21,207 $7,968
Class C 19,571 2,206
Class I 534,909
Class R6 1,964
Total $40,778 $547,047
Trustee expenses. The fund compensates each Trustee who is not an employee of the Advisor or its affiliates. The costs of paying Trustee compensation and expenses are allocated to the fund based on its net assets relative to other funds within the John Hancock group of funds complex.
Note 6Fund share transactions
Transactions in fund shares for the six months ended April 30, 2022 and for the year ended October 31, 2021 were as follows:
  Six Months Ended 4-30-22 Year Ended 10-31-21
  Shares Amount Shares Amount
Class A shares        
Sold 398,367 $4,737,562 870,252 $10,870,363
Distributions reinvested 75,489 874,923 34,187 417,429
Repurchased (522,973) (6,286,588) (653,530) (8,205,476)
Net increase (decrease) (49,117) $(674,103) 250,909 $3,082,316
Class C shares        
Sold 38,847 $433,738 104,693 $1,264,070
Distributions reinvested 19,582 215,399 16,418 192,414
Repurchased (115,634) (1,336,598) (214,161) (2,578,594)
Net decrease (57,205) $(687,461) (93,050) $(1,122,110)
Class I shares        
Sold 17,799,022 $213,642,319 41,009,799 $521,959,537
Distributions reinvested 3,588,613 42,704,495 1,587,124 19,807,305
Repurchased (18,540,013) (225,448,668) (16,418,545) (210,753,862)
Net increase 2,847,622 $30,898,146 26,178,378 $331,012,980
Class R6 shares        
Sold 3,311 $47,493 959,930 $12,268,431
Distributions reinvested 244,458 2,940,827 104,193 1,312,838
Repurchased (426,976) (5,202,128) (338,895) (4,398,334)
Net increase (decrease) (179,207) $(2,213,808) 725,228 $9,182,935
118 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT  

  Six Months Ended 4-30-22 Year Ended 10-31-21
  Shares Amount Shares Amount
Class NAV shares        
Sold 1,149,857 $13,773,235 273,507 $3,584,077
Distributions reinvested 298,065 3,588,697 173,369 2,186,187
Repurchased (347,361) (4,189,090) (1,082,461) (13,770,863)
Net increase (decrease) 1,100,561 $13,172,842 (635,585) $(8,000,599)
Total net increase 3,662,654 $40,495,616 26,425,880 $334,155,522
Affiliates of the fund owned 100% of shares of Class NAV on April 30, 2022. Such concentration of shareholders’ capital could have a material effect on the fund if such shareholders redeem from the fund.
Note 7Purchase and sale of securities
Purchases and sales of securities, other than short-term investments, amounted to $705,674,854 and $691,910,720, respectively, for the six months ended April 30, 2022.
Note 8Investment by affiliated funds
Certain investors in the fund are affiliated funds that are managed by the Advisor and its affiliates. The affiliated funds do not invest in the fund for the purpose of exercising management or control; however, this investment may represent a significant portion of the fund’s net assets. At April 30, 2022, funds within the John Hancock group of funds complex held 6.0% of the fund’s net assets. The following fund(s) had an affiliate ownership of 5% or more of the fund’s net assets:
Fund Affiliated Concentration
John Hancock Funds II Alternative Asset Allocation Fund 6.0%
Note 9Investment in affiliated underlying funds
The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund’s fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:
              Dividends and distributions
Affiliate Ending
share
amount
Beginning
value
Cost of
purchases
Proceeds
from shares
sold
Realized
gain
(loss)
Change in
unrealized
appreciation
(depreciation)
Income
distributions
received
Capital gain
distributions
received
Ending
value
John Hancock Collateral Trust* $913,669 $34,705,934 $(35,618,068) $(1,581) $46 $45,825 $297
    
* Refer to the Securities lending note within Note 2 for details regarding this investment.
Note 10LIBOR discontinuation risk
LIBOR (London Interbank Offered Rate) is a measure of the average interest rate at which major global banks can borrow from one another. Following allegations of rate manipulation and concerns regarding its thin liquidity, in July 2017, the U.K. Financial Conduct Authority, which regulates LIBOR, announced that it will stop encouraging banks to provide the quotations needed to sustain LIBOR. As market participants transition away from LIBOR, LIBOR’s usefulness may deteriorate. The transition process may lead to increased volatility and illiquidity in markets that currently rely on LIBOR to determine interest rates. LIBOR’s deterioration may adversely affect the liquidity and/or market value of securities that use LIBOR as a benchmark interest rate.
  SEMIANNUAL REPORT | JOHN HANCOCK Seaport Long/Short Fund 119

The ICE Benchmark Administration Limited, the administrator of LIBOR, ceased publishing most LIBOR maturities, including some US LIBOR maturities, on December 31, 2021, and is expected to cease publishing the remaining and most liquid US LIBOR maturities on June 30, 2023. It is expected that market participants will transition to the use of alternative reference or benchmark rates prior to the applicable LIBOR publication cessation date. However, although regulators have encouraged the development and adoption of alternative rates such as the Secured Overnight Financing Rate ("SOFR"), the future utilization of LIBOR or of any particular replacement rate remains uncertain.
The impact on the transition away from LIBOR referenced financial instruments remains uncertain. It is expected that market participants will amend such financial instruments to include fallback provisions and other measures that contemplate the discontinuation of LIBOR. To facilitate the transition of legacy derivatives contracts referencing LIBOR, the International Swaps and Derivatives Association, Inc. launched a protocol to incorporate fallback provisions. There are obstacles to converting certain longer term securities to a new benchmark or benchmarks and the effectiveness of one versus multiple alternative reference rates has not been determined. Certain proposed replacement rates, such as SOFR, are materially different from LIBOR, and will require changes to the applicable spreads. Furthermore, the risks associated with the conversion from LIBOR may be exacerbated if an orderly transition is not completed in a timely manner.
Note 11Coronavirus (COVID-19) pandemic
The COVID-19 disease has resulted in significant disruptions to global business activity. A widespread health crisis such as a global pandemic could cause substantial market volatility, exchange-trading suspensions, and closures, which may lead to less liquidity in certain instruments, industries, sectors or the markets generally, and may ultimately affect fund performance.
Note 12New accounting pronouncement
In March 2020, the Financial Accounting Standards Board (FASB) issued an Accounting Standards Update (ASU), ASU 2020-04, which provides optional, temporary relief with respect to the financial reporting of contracts subject to certain types of modifications due to the planned discontinuation of the LIBOR and other IBOR-based reference rates as of the end of 2021. The temporary relief provided by ASU 2020-04 is effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management expects that the adoption of the guidance will not have a material impact to the financial statements.
120 JOHN HANCOCK Seaport Long/Short Fund | SEMIANNUAL REPORT  

STATEMENT REGARDING LIQUIDITY RISK MANAGEMENT

Operation of the Liquidity Risk Management Program
This section describes operation and effectiveness of the Liquidity Risk Management Program (LRMP) established in accordance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the Liquidity Rule). The Board of Trustees (the Board) of each Fund in the John Hancock Group of Funds (each a Fund and collectively, the Funds) that is subject to the requirements of the Liquidity Rule has appointed John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (together, the Advisor) to serve as Administrator of the LRMP with respect to each of the Funds, including John Hancock Seaport Long/Short Fund, subject to the oversight of the Board. In order to provide a mechanism and process to perform the functions necessary to administer the LRMP, the Advisor established the Liquidity Risk Management Committee (the Committee). The Fund’s subadvisor, Wellington Management Company LLP (the Subadvisor) executes the day-to-day investment management and security-level activities of the Fund in accordance with the requirements of the LRMP, subject to the supervision of the Advisor and the Board.
The Committee receives monthly reports and holds quarterly meetings to: (1) review the day-to-day operations of the LRMP; (2) monitor current market and liquidity conditions; (3) review and approve month-end liquidity classifications; (4) monitor illiquid investment levels against the 15% limit on illiquid investments and established Highly Liquid Investment Minimums (HLIMs), if any; (5) review quarterly testing and determinations, as applicable; (6) review redemption-in-kind activities; and (7) review other LRMP related material. The Advisor also conducts daily, monthly, quarterly, and annual quantitative and qualitative assessments of each subadvisor to a Fund that is subject to the requirements of the Liquidity Rule and is a part of the LRMP to monitor investment performance issues, risks and trends. In addition, the Advisor may conduct ad-hoc reviews and meetings with subadvisors as issues and trends are identified, including potential liquidity issues. The Committee also monitors global events, such as the ongoing COVID-19 Coronavirus pandemic and amendments to the Office of Foreign Assets Control sanctioned company lists, that could impact the markets and liquidity of portfolio investments and their classifications.
The Committee provided the Board at a meeting held by videoconference on March 22-24, 2022 with a written report which addressed the Committee’s assessment of the adequacy and effectiveness of the implementation and operation of the LRMP and any material changes to the LRMP. The report, which covered the period January 1, 2021 through December 31, 2021, included an assessment of important aspects of the LRMP including, but not limited to: (1) Security-level liquidity classifications; (2) Fund-level liquidity risk assessment; (3) Reasonably Anticipated Trade Size (RATS) determination; (4) HLIM determination; (5) Compliance with the 15% limit on illiquid investments; (6) Operation of the Fund’s Redemption-In-Kind Procedures; and (7) Review of liquidity management facilities.
Additionally, the report included a discussion of notable changes and enhancements to the LRMP implemented during 2021 and key initiatives for 2022.
The report also covered material liquidity matters which occurred or were reported during this period applicable to the Fund, if any, and the Committee’s actions to address such matters.
The report stated, in relevant part, that during the period covered by the report:
The Fund’s investment strategy remained appropriate for an open-end fund structure;
The Fund was able to meet requests for redemption without significant dilution of remaining shareholders’ interests in the Fund;
The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission;
  SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 121

The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and
The Chief Compliance Officer’s office, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures.
Adequacy and Effectiveness
Based on the review and assessment conducted by the Committee, the Committee has determined that the LRMP has been implemented, and is operating in a manner that is adequate and effective at assessing and managing the liquidity risk of the Fund.
122 JOHN HANCOCK SEAPORT LONG/SHORT FUND | SEMIANNUAL REPORT  

More information
Trustees
Hassell H. McClellan, Chairperson
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
Officers
Andrew G. Arnott
President
Charles A. Rizzo
Chief Financial Officer
Salvatore Schiavone
Treasurer
Christopher (Kit) Sechler
Secretary and Chief Legal Officer
Trevor Swanberg
Chief Compliance Officer
 Non-Independent Trustee
* Member of the Audit Committee
1 Effective June 30, 2022, Robert L. Deresiewicz will no longer serve on the fund’s investment management team; effective July 1, 2022, Wen Shi, PhD, CFA, will be added as a leader of the fund’s investment management team.
2 Effective April 1, 2022, Michael G. Toman was added as a portfolio manager of the fund.
Investment advisor
John Hancock Investment Management LLC
Subadvisor
Wellington Management Company LLP
Portfolio Managers
Steven C. Angeli, CFA
Jennifer N. Berg, CFA
Robert L. Deresiewicz1
Ann C. Gallo
Bruce L. Glazer
Rebecca D. Sykes, CFA
Michael G. Toman2
Keith E. White
Principal distributor
John Hancock Investment Management Distributors LLC
Custodian
State Street Bank and Trust Company
Transfer agent
John Hancock Signature Services, Inc.
Legal counsel
K&L Gates LLP
 
The fund’s proxy voting policies and procedures, as well as the fund proxy voting record for the most recent twelve-month period ended June 30, are available free of charge on the Securities and Exchange Commission (SEC) website at sec.gov or on our website.
All of the fund’s holdings as of the end of the third month of every fiscal quarter are filed with the SEC on Form N-PORT within 60 days of the end of the fiscal quarter. The fund’s Form N-PORT filings are available on our website and the SEC’s website, sec.gov.
We make this information on your fund, as well as monthly portfolio holdings, and other fund details available on our website at jhinvestments.com or by calling 800-225-5291.
You can also contact us:    
800-225-5291 Regular mail: Express mail:
jhinvestments.com John Hancock Signature Services, Inc.
P.O. Box 219909
Kansas City, MO 64121-9909
John Hancock Signature Services, Inc.
430 W 7th Street
Suite 219909
Kansas City, MO 64105-1407
  SEMIANNUAL REPORT | JOHN HANCOCK SEAPORT LONG/SHORT FUND 123

John Hancock family of funds
U.S. EQUITY FUNDS

Blue Chip Growth
Classic Value
Disciplined Value
Disciplined Value Mid Cap
Equity Income
Financial Industries
Fundamental All Cap Core
Fundamental Large Cap Core
Mid Cap Growth
New Opportunities
Regional Bank
Small Cap Core
Small Cap Growth
Small Cap Value
U.S. Global Leaders Growth
U.S. Growth
INTERNATIONAL EQUITY FUNDS

Disciplined Value International
Emerging Markets
Emerging Markets Equity
Fundamental Global Franchise
Global Environmental Opportunities
Global Equity
Global Shareholder Yield
Global Thematic Opportunities
International Dynamic Growth
International Growth
International Small Company
FIXED-INCOME FUNDS

Bond
California Municipal Bond
Emerging Markets Debt
Floating Rate Income
Government Income
High Yield
High Yield Municipal Bond
Income
Investment Grade Bond
Money Market
Municipal Opportunities
Opportunistic Fixed Income
Short Duration Bond
Strategic Income Opportunities
ALTERNATIVE FUNDS

Absolute Return Currency
Alternative Asset Allocation
Diversified Macro
Infrastructure
Multi-Asset Absolute Return
Real Estate Securities
Seaport Long/Short
 
A fund’s investment objectives, risks, charges, and expenses should be considered carefully before investing. The prospectus contains this and other important information about the fund. To obtain a prospectus, contact your financial professional, call John Hancock Investment Management at 800-225-5291, or visit our website at jhinvestments.com. Please read the prospectus carefully before investing or sending money.

EXCHANGE-TRADED FUNDS

John Hancock Corporate Bond ETF
John Hancock Mortgage-Backed Securities ETF
John Hancock Multifactor Consumer Discretionary ETF
John Hancock Multifactor Consumer Staples ETF
John Hancock Multifactor Developed International ETF
John Hancock Multifactor Emerging Markets ETF
John Hancock Multifactor Energy ETF
John Hancock Multifactor Financials ETF
John Hancock Multifactor Healthcare ETF
John Hancock Multifactor Industrials ETF
John Hancock Multifactor Large Cap ETF
John Hancock Multifactor Materials ETF
John Hancock Multifactor Media and
Communications ETF
John Hancock Multifactor Mid Cap ETF
John Hancock Multifactor Small Cap ETF
John Hancock Multifactor Technology ETF
John Hancock Multifactor Utilities ETF
John Hancock Preferred Income ETF
ENVIRONMENTAL,SOCIAL, AND
GOVERNANCE FUNDS

ESG Core Bond
ESG International Equity
ESG Large Cap Core
ASSET ALLOCATION/TARGET DATE FUNDS

Balanced
Multi-Asset High Income
Multi-Index Lifetime Portfolios
Multi-Index Preservation Portfolios
Multimanager Lifestyle Portfolios
Multimanager Lifetime Portfolios
CLOSED-END FUNDS

Financial Opportunities
Hedged Equity & Income
Income Securities Trust
Investors Trust
Preferred Income
Preferred Income II
Preferred Income III
Premium Dividend
Tax-Advantaged Dividend Income
Tax-Advantaged Global Shareholder Yield
John Hancock ETF shares are bought and sold at market price (not NAV), and are not individually redeemed from the fund. Brokerage commissions will reduce returns.
John Hancock ETFs are distributed by Foreside Fund Services, LLC, and are subadvised by Manulife Investment Management (US) LLC or Dimensional Fund Advisors LP. Foreside is not affiliated with John Hancock Investment Management Distributors LLC, Manulife Investment Management (US) LLC or Dimensional Fund Advisors LP.
Dimensional Fund Advisors LP receives compensation from John Hancock in connection with licensing rights to the John Hancock Dimensional indexes. Dimensional Fund Advisors LP does not sponsor, endorse, or sell, and makes no representation as to the advisability of investing in, John Hancock Multifactor ETFs.

A trusted brand
John Hancock Investment Management is a premier asset manager
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
A better way to invest
We serve investors globally through a unique multimanager approach:
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
Results for investors
Our unique approach to asset management enables us to provide
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
“A trusted brand” is based on a survey of 6,651 respondents conducted by Medallia between 3/18/20 and 5/13/20.
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
Manulife Investment Management, the Stylized M Design, and Manulife Investment Management & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and are used by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
This report is for the information of the shareholders of John Hancock Seaport Long/Short Fund. It is not authorized for distribution to prospective investors unless preceded or accompanied by a prospectus.
MF2182045 437SA 4/22
6/2022

Semiannual report
John Hancock
Emerging Markets Equity Fund
International equity
April 30, 2022

A message to shareholders
Dear shareholders,
The international equity markets produced negative returns during the six months ended April 30, 2022. Investors reacted adversely to a wide range of developments during this time, including the emergence of the Omicron variant of COVID-19 in November 2021 and the conflict between Russia and Ukraine in February 2022. Even more important, market sentiment came under pressure from the persistent rise in inflation and world central banks’ effort to combat the trend through tighter monetary policy. The prospect of higher rates weighed most heavily on growth stocks, particularly smaller, faster-growing companies that were top performers in 2021. Conversely, energy and other commodity-related stocks performed well and contributed to outperformance for the value style.
In these uncertain times, your financial professional can assist with positioning your portfolio so that it’s sufficiently diversified to help meet your long-term objectives and to withstand the inevitable bouts of market volatility along the way.
On behalf of everyone at John Hancock Investment Management, I’d like to take this opportunity to welcome new shareholders and thank existing shareholders for the continued trust you’ve placed in us.
Sincerely,
Andrew G. Arnott
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
This commentary reflects the CEO’s views as of this report’s period end and are subject to change at any time. Diversification does not guarantee investment returns and does not eliminate risk of loss. All investments entail risks, including the possible loss of principal. For more up-to-date information, you can visit our website at jhinvestments.com.

John Hancock
Emerging Markets Equity Fund
  SEMIANNUAL REPORT  | JOHN HANCOCK EMERGING MARKETS EQUITY FUND 1

Your fund at a glance
INVESTMENT OBJECTIVE

The fund seeks long-term capital growth.
AVERAGE ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)

The MSCI Emerging Markets (EM) Index tracks the performance of publicly traded large- and mid-cap emerging-market stocks.
It is not possible to invest directly in an index. Index figures do not reflect expenses or sales charges, which would result in lower returns.
The fund’s Morningstar category average is a group of funds with similar investment objectives and strategies and is the equal-weighted return of all funds per category. Morningstar places funds in certain categories based on their historical portfolio holdings. Figures from Morningstar, Inc. include reinvested distributions and do not take into account sales charges. Actual load-adjusted performance is lower. Since-inception returns for the Morningstar fund category average are not available.
The past performance shown here reflects reinvested distributions and the beneficial effect of any expense reductions, and does not guarantee future results. Performance of the other share classes will vary based on the difference in the fees and expenses of those classes. Shares will fluctuate in value and, when redeemed, may be worth more or less than their original cost. Current month-end performance may be lower or higher than the performance cited, and can be found at jhinvestments.com or by calling 800-225-5291. For further information on the fund’s objectives, risks, and strategy, see the fund’s prospectus.
2 JOHN HANCOCK EMERGING MARKETS EQUITY FUND  | SEMIANNUAL REPORT  

Portfolio summary
PORTFOLIO COMPOSITION AS OF 4/30/2022 (% of net assets)

SECTOR COMPOSITION AS OF 4/30/2022 (% of net assets)

TOP 10 HOLDINGS AS OF 4/30/2022 (% of net assets)
Anglo American PLC 5.2
Taiwan Semiconductor Manufacturing Company, Ltd. 4.9
Samsung Electronics Company, Ltd. 4.4
Tencent Holdings, Ltd. 3.8
Reliance Industries, Ltd. 3.6
AIA Group, Ltd. 2.9
SK Hynix, Inc. 2.8
Itau Unibanco Holding SA 2.5
NAVER Corp. 2.1
ASE Technology Holding Company, Ltd. 2.1
TOTAL 34.3
Cash and cash equivalents are not included.
    
  SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND 3

TOP 10 COUNTRIES AS OF 4/30/2022 (% of net assets)
China 27.5
South Korea 14.5
India 13.0
Taiwan 10.8
Hong Kong 8.4
United Kingdom 5.2
Brazil 4.5
Mexico 4.2
South Africa 1.3
Netherlands 1.1
TOTAL 90.5
Cash and cash equivalents are not included.
Notes about risk
The fund is subject to various risks as described in the fund’s prospectus. Political tensions and armed conflicts, including the Russian invasion of Ukraine, and any resulting economic sanctions on entities and/or individuals of a particular country could lead such a country into an economic recession. The COVID-19 disease has resulted in significant disruptions to global business activity. A widespread health crisis such as a global pandemic could cause substantial market volatility, exchange-trading suspensions, and closures, which may lead to less liquidity in certain instruments, industries, sectors, or the markets, generally, and may ultimately affect fund performance. For more information, please refer to the “Principal risks” section of the prospectus.
4 JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT  

A look at performance
TOTAL RETURNS FOR THE PERIOD ENDED APRIL 30, 2022

Average annual total returns (%)
with maximum sales charge
  Cumulative total returns (%)
with maximum sales charge
    1-year 5-year Since
inception
(6-16-15)
6-month 5-year Since
inception
(6-16-15)
Class A   -34.77 2.77 2.05 -31.16 14.66 14.96
Class C   -32.44 3.13 2.10 -28.45 16.67 15.38
Class I1   -31.13 4.15 3.11 -27.42 22.56 23.44
Class R21   -31.22 3.97 2.92 -27.51 21.48 21.87
Class R41   -31.18 4.11 3.05 -27.47 22.29 22.97
Class R61   -31.09 4.28 3.22 -27.44 23.33 24.34
Class NAV1   -31.03 4.30 3.22 -27.37 23.41 24.38
Index   -18.33 4.32 3.90 -14.15 23.53 30.06
Performance figures assume all distributions are reinvested. Figures reflect maximum sales charges on Class A shares of 5% and the applicable contingent deferred sales charge (CDSC) on Class C shares. Class C shares sold within one year of purchase are subject to a 1% CDSC. Sales charges are not applicable to Class I, Class R2, Class R4, Class R6, and Class NAV shares.
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectuses for the fund and may differ from those disclosed in the Financial highlights tables in this report. Net expenses reflect contractual fee waivers and expense limitations in effect until February 28, 2023 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
  Class A Class C Class I Class R2 Class R4 Class R6 Class NAV
Gross (%) 1.40 2.10 1.10 1.49 1.34 0.99 0.98
Net (%) 1.24 1.94 0.94 1.33 1.08 0.83 0.82
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for each class.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility and other factors, the fund’s current performance may be higher or lower than the performance shown. For current to the most recent month-end performance data, please call 800–225–5291 or visit the fund’s website at jhinvestments.com.
The performance table above and the chart on the next page do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The fund’s performance results reflect any applicable fee waivers or expense reductions, without which the expenses would increase and results would have been less favorable.
  † Index is the MSCI Emerging Markets Index.
See the following page for footnotes.
  SEMIANNUAL REPORT  | JOHN HANCOCK EMERGING MARKETS EQUITY FUND 5

This chart and table show what happened to a hypothetical $10,000 investment in John Hancock Emerging Markets Equity Fund for the share classes and periods indicated, assuming all distributions were reinvested. For comparison, we’ve shown the same investment in the MSCI Emerging Markets Index.
  Start date With maximum
sales charge ($)
Without
sales charge ($)
Index ($)
Class C2 6-16-15 11,538 11,538 13,006
Class I1 6-16-15 12,344 12,344 13,006
Class R21 6-16-15 12,187 12,187 13,006
Class R41 6-16-15 12,297 12,297 13,006
Class R61 6-16-15 12,434 12,434 13,006
Class NAV1 6-16-15 12,438 12,438 13,006
The MSCI Emerging Markets (EM) Index tracks the performance of publicly traded large- and mid-cap emerging-market stocks.
It is not possible to invest directly in an index. Index figures do not reflect expenses or sales charges, which would result in lower returns.
Footnotes related to performance pages
1 For certain types of investors, as described in the fund’s prospectuses.
2 The contingent deferred sales charge is not applicable.
6 JOHN HANCOCK EMERGING MARKETS EQUITY FUND  | SEMIANNUAL REPORT  

Your expenses
These examples are intended to help you understand your ongoing operating expenses of investing in the fund so you can compare these costs with the ongoing costs of investing in other mutual funds.
Understanding fund expenses
As a shareholder of the fund, you incur two types of costs:
Transaction costs, which include sales charges (loads) on purchases or redemptions (varies by share class), minimum account fee charge, etc.
Ongoing operating expenses, including management fees, distribution and service fees (if applicable), and other fund expenses.
We are presenting only your ongoing operating expenses here.
Actual expenses/actual returns
The first line of each share class in the table on the following page is intended to provide information about the fund’s actual ongoing operating expenses, and is based on the fund’s actual return. It assumes an account value of $1,000.00 on November 1, 2021, with the same investment held until April 30, 2022.
Together with the value of your account, you may use this information to estimate the operating expenses that you paid over the period. Simply divide your account value at April 30, 2022, by $1,000.00, then multiply it by the “expenses paid” for your share class from the table. For example, for an account value of $8,600.00, the operating expenses should be calculated as follows:
Hypothetical example for comparison purposes
The second line of each share class in the table on the following page allows you to compare the fund’s ongoing operating expenses with those of any other fund. It provides an example of the fund’s hypothetical account values and hypothetical expenses based on each class’s actual expense ratio and an assumed 5% annualized return before expenses (which is not the class’s actual return). It assumes an account value of $1,000.00 on November 1, 2021, with the same investment held until April 30, 2022. Look in any other fund shareholder report to find its hypothetical example and you will be able to compare these expenses. Please remember that these hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period.
  SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND 7

Remember, these examples do not include any transaction costs, therefore, these examples will not help you to determine the relative total costs of owning different funds. If transaction costs were included, your expenses would have been higher. See the prospectuses for details regarding transaction costs.
SHAREHOLDER EXPENSE EXAMPLE CHART

    Account
value on
11-1-2021
Ending
value on
4-30-2022
Expenses
paid during
period ended
4-30-20221
Annualized
expense
ratio
Class A Actual expenses/actual returns $1,000.00 $724.60 $5.30 1.24%
  Hypothetical example 1,000.00 1,018.60 6.21 1.24%
Class C Actual expenses/actual returns 1,000.00 721.90 8.28 1.94%
  Hypothetical example 1,000.00 1,015.20 9.69 1.94%
Class I Actual expenses/actual returns 1,000.00 725.80 4.02 0.94%
  Hypothetical example 1,000.00 1,020.10 4.71 0.94%
Class R2 Actual expenses/actual returns 1,000.00 724.90 5.56 1.30%
  Hypothetical example 1,000.00 1,018.30 6.51 1.30%
Class R4 Actual expenses/actual returns 1,000.00 725.30 4.41 1.03%
  Hypothetical example 1,000.00 1,019.70 5.16 1.03%
Class R6 Actual expenses/actual returns 1,000.00 725.60 3.55 0.83%
  Hypothetical example 1,000.00 1,020.70 4.16 0.83%
Class NAV Actual expenses/actual returns 1,000.00 726.30 3.55 0.83%
  Hypothetical example 1,000.00 1,020.70 4.16 0.83%
    
1 Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
8 JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT  

Fund’s investments
AS OF 4-30-22 (unaudited)
        Shares Value
Common stocks 89.3%         $1,723,692,219
(Cost $1,772,306,823)          
Argentina 1.1%         20,805,499
MercadoLibre, Inc. (A)     21,369 20,805,499
Brazil 2.0%         38,216,328
Hapvida Participacoes e Investimentos SA (B)     13,598,336 24,121,888
Suzano SA     1,404,600 14,094,440
China 27.5%         530,516,208
Airtac International Group     1,297,681 35,216,694
Alibaba Group Holding, Ltd. (A)     3,223,408 39,318,129
Alibaba Group Holding, Ltd., ADR (A)     193,339 18,771,284
Bairong, Inc. (A)(B)     3,080,000 4,167,895
Centre Testing International Group Company, Ltd., Class A     4,247,808 13,996,967
China Merchants Bank Company, Ltd., Class A     5,529,004 33,326,329
China Tourism Group Duty Free Corp., Ltd., Class A     512,178 13,939,260
Glodon Company, Ltd., Class A     2,102,396 14,620,402
Guangzhou Kingmed Diagnostics Group Company, Ltd., Class A     1,112,271 13,680,194
Hangzhou Tigermed Consulting Company, Ltd., A Shares     894,199 12,017,367
JD.com, Inc., Class A (A)     1,247,012 38,880,034
Kingdee International Software Group Company, Ltd. (A)     10,448,000 21,320,124
Kweichow Moutai Company, Ltd., Class A     51,476 14,252,556
Lenovo Group, Ltd.     18,942,000 18,392,743
Li Ning Company, Ltd.     1,885,000 14,692,009
NARI Technology Company, Ltd., Class A     5,711,375 27,459,563
Ping An Bank Company, Ltd., Class A     10,876,166 25,142,242
Sungrow Power Supply Company, Ltd., Class A     1,641,346 15,526,278
Tencent Holdings, Ltd.     1,565,700 73,783,433
Wuxi Biologics Cayman, Inc. (A)(B)     4,363,500 32,206,193
Xinyi Solar Holdings, Ltd.     20,646,103 30,688,906
Yum China Holdings, Inc.     457,359 19,117,606
Hong Kong 8.4%         162,888,476
AIA Group, Ltd.     5,681,600 55,814,672
ASM Pacific Technology, Ltd.     2,500,200 25,196,478
China Resources Beer Holdings Company, Ltd.     3,362,000 19,747,852
Hong Kong Exchanges & Clearing, Ltd.     752,400 31,916,037
Techtronic Industries Company, Ltd.     2,263,500 30,213,437
Hungary 0.9%         17,375,829
OTP Bank NYRT (A)     582,506 17,375,829
India 13.0%         250,462,199
Apollo Hospitals Enterprise, Ltd.     145,051 8,372,367
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND 9

        Shares Value
India (continued)          
HDFC Bank, Ltd.     1,968,610 $35,226,643
Housing Development Finance Corp., Ltd.     1,088,716 31,373,538
ICICI Bank, Ltd.     2,929,678 28,153,725
Infosys, Ltd.     1,844,145 37,386,379
Jubilant Foodworks, Ltd.     1,344,703 9,475,119
Metropolis Healthcare, Ltd. (B)     363,046 11,336,234
Reliance Industries, Ltd.     1,921,397 69,852,711
Tata Consumer Products, Ltd.     1,798,548 19,285,483
Indonesia 1.1%         21,391,919
Bank Negara Indonesia Persero Tbk PT     33,866,700 21,391,919
Mexico 4.2%         80,890,217
Fomento Economico Mexicano SAB de CV     2,043,900 15,287,308
Grupo Financiero Banorte SAB de CV, Series O     5,545,900 36,553,233
Wal-Mart de Mexico SAB de CV     8,195,800 29,049,676
Netherlands 1.1%         21,631,282
Prosus NV (A)     448,514 21,631,282
Peru 0.7%         12,955,243
Credicorp, Ltd.     93,277 12,955,243
Poland 0.9%         17,122,822
Dino Polska SA (A)(B)     264,683 17,122,822
Russia 0.0%         302,093
Sberbank of Russia PJSC, ADR (C)     558,398 302,093
Singapore 1.0%         20,359,126
Sea, Ltd., ADR (A)     246,002 20,359,126
South Africa 1.3%         24,364,321
Anglo American Platinum, Ltd.     90,738 10,030,447
Capitec Bank Holdings, Ltd.     100,364 14,333,874
South Korea 10.1%         195,203,562
Hana Financial Group, Inc.     992,754 36,857,691
LG Chem, Ltd.     96,777 39,636,505
LG Household & Health Care, Ltd.     31,750 22,738,742
NAVER Corp.     186,077 41,450,334
SK Hynix, Inc.     622,178 54,520,290
Taiwan 10.8%         208,253,648
ASE Technology Holding Company, Ltd.     12,556,000 40,058,201
eMemory Technology, Inc.     623,000 26,182,775
LandMark Optoelectronics Corp.     2,223,000 10,517,936
MediaTek, Inc.     1,359,000 37,464,910
Taiwan Semiconductor Manufacturing Company, Ltd.     5,200,000 94,029,826
10 JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

        Shares Value
United Kingdom 5.2%         $100,953,447
Anglo American PLC     2,282,503 100,953,447
Preferred securities 6.9%         $133,308,654
(Cost $108,255,471)          
Brazil 2.5%         48,124,319
Itau Unibanco Holding SA     9,967,500 48,124,319
South Korea 4.4%         85,184,335
Samsung Electronics Company, Ltd.     1,816,931 85,184,335
    
    Yield (%)   Shares Value
Short-term investments 6.8%       $130,163,762
(Cost $130,163,762)          
Short-term funds 6.8%         130,163,762
JPMorgan U.S. Treasury Plus Money Market Fund, Institutional Class 0.2400(D)   130,163,762 130,163,762
    
Total investments (Cost $2,010,726,056) 103.0%     $1,987,164,635
Other assets and liabilities, net (3.0%)     (57,573,615)
Total net assets 100.0%         $1,929,591,020
    
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund.
Security Abbreviations and Legend
ADR American Depositary Receipt
(A) Non-income producing security.
(B) These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration.
(C) Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. Refer to Note 2 to the financial statements.
(D) The rate shown is the annualized seven-day yield as of 4-30-22.
At 4-30-22, the aggregate cost of investments for federal income tax purposes was $2,014,310,035. Net unrealized depreciation aggregated to $27,145,400, of which $220,803,774 related to gross unrealized appreciation and $247,949,174 related to gross unrealized depreciation.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND 11

Financial statements
STATEMENT OF ASSETS AND LIABILITIES 4-30-22 (unaudited)

Assets  
Unaffiliated investments, at value (Cost $2,010,726,056) $1,987,164,635
Foreign currency, at value (Cost $20,794,211) 20,786,558
Dividends and interest receivable 753,315
Receivable for fund shares sold 5,110,231
Receivable for investments sold 4,339,873
Other assets 160,299
Total assets 2,018,314,911
Liabilities  
Foreign capital gains tax payable 4,326,390
Payable for investments purchased 83,462,433
Payable for fund shares repurchased 493,886
Payable to affiliates  
Accounting and legal services fees 105,877
Transfer agent fees 30,584
Distribution and service fees 170
Trustees’ fees 833
Other liabilities and accrued expenses 303,718
Total liabilities 88,723,891
Net assets $1,929,591,020
Net assets consist of  
Paid-in capital $2,076,618,677
Total distributable earnings (loss) (147,027,657)
Net assets $1,929,591,020
 
Net asset value per share  
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value  
Class A ($20,516,473 ÷ 2,182,406 shares)1 $9.40
Class C ($1,287,267 ÷ 141,571 shares)1 $9.09
Class I ($283,929,157 ÷ 30,115,383 shares) $9.43
Class R2 ($208,775 ÷ 22,215 shares) $9.40
Class R4 ($56,544 ÷ 6,004 shares) $9.42
Class R6 ($42,079,451 ÷ 4,461,107 shares) $9.43
Class NAV ($1,581,513,353 ÷ 167,729,317 shares) $9.43
Maximum offering price per share  
Class A (net asset value per share ÷ 95%)2 $9.89
    
1 Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.
2 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced.
12 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS For the six months ended 4-30-22 (unaudited)

Investment income  
Dividends $15,372,174
Interest 26,565
Non-cash dividends 2,335,594
Less foreign taxes withheld (716,025)
Total investment income 17,018,308
Expenses  
Investment management fees 9,866,046
Distribution and service fees 42,734
Accounting and legal services fees 146,327
Transfer agent fees 189,676
Trustees’ fees 17,139
Custodian fees 498,149
State registration fees 90,274
Printing and postage 15,795
Professional fees 69,576
Other 38,960
Total expenses 10,974,676
Less expense reductions (1,733,755)
Net expenses 9,240,921
Net investment income 7,777,387
Realized and unrealized gain (loss)  
Net realized gain (loss) on  
Unaffiliated investments and foreign currency transactions (121,552,526)1
  (121,552,526)
Change in net unrealized appreciation (depreciation) of  
Unaffiliated investments and translation of assets and liabilities in foreign currencies (586,025,549)2
  (586,025,549)
Net realized and unrealized loss (707,578,075)
Decrease in net assets from operations $(699,800,688)
    

 
1 Net of foreign taxes of $(4,120,613).
2 Net of $(7,972,160) decrease in deferred foreign withholding taxes.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund 13

STATEMENTS OF CHANGES IN NET ASSETS  

  Six months ended
4-30-22
(unaudited)
Year ended
10-31-21
Increase (decrease) in net assets    
From operations    
Net investment income $7,777,387 $13,556,317
Net realized gain (loss) (121,552,526) 254,343,260
Change in net unrealized appreciation (depreciation) (586,025,549) 32,867,736
Increase (decrease) in net assets resulting from operations (699,800,688) 300,767,313
Distributions to shareholders    
From earnings    
Class A (2,213,269) (268,351)
Class C (227,187) (25,935)
Class I (36,979,763) (1,759,952)
Class R2 (30,547) (4,133)
Class R4 (9,380) (3,889)
Class R6 (4,477,713) (96,767)
Class NAV (198,324,133) (81,597,938)
Total distributions (242,261,992) (83,756,965)
From fund share transactions 755,182,556 56,062,830
Total increase (decrease) (186,880,124) 273,073,178
Net assets    
Beginning of period 2,116,471,144 1,843,397,966
End of period $1,929,591,020 $2,116,471,144
14 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Financial highlights
CLASS A SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $14.45 $12.99 $10.95 $10.19 $11.85 $9.29
Net investment income2 0.02 0.06 3 0.19 0.10 0.04
Net realized and unrealized gain (loss) on investments (3.71) 1.96 2.27 1.27 (1.59) 2.53
Total from investment operations (3.69) 2.02 2.27 1.46 (1.49) 2.57
Less distributions            
From net investment income (0.07) (0.23) (0.04) (0.04) (0.01)
From net realized gain (1.36) (0.49) (0.66) (0.13)
Total distributions (1.36) (0.56) (0.23) (0.70) (0.17) (0.01)
Net asset value, end of period $9.40 $14.45 $12.99 $10.95 $10.19 $11.85
Total return (%)4,5 (27.54)6 15.37 21.04 15.56 (12.79) 27.78
Ratios and supplemental data            
Net assets, end of period (in millions) $21 $22 $4 $3 $3 $3
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.407 1.40 1.44 1.42 1.44 1.51
Expenses including reductions 1.247 1.24 1.43 1.42 1.44 1.50
Net investment income 0.337 0.41 0.02 1.80 0.87 0.37
Portfolio turnover (%) 15 46 54 38 50 54
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Less than $0.005 per share.
4 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
5 Does not reflect the effect of sales charges, if any.
6 Not annualized.
7 Annualized.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund 15

CLASS C SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $14.07 $12.69 $10.71 $10.00 $11.68 $9.20
Net investment income (loss)2 (0.02) (0.05) (0.08) 0.11 3 (0.05)
Net realized and unrealized gain (loss) on investments (3.60) 1.92 2.22 1.26 (1.55) 2.53
Total from investment operations (3.62) 1.87 2.14 1.37 (1.55) 2.48
Less distributions            
From net investment income (0.16)
From net realized gain (1.36) (0.49) (0.66) (0.13)
Total distributions (1.36) (0.49) (0.16) (0.66) (0.13)
Net asset value, end of period $9.09 $14.07 $12.69 $10.71 $10.00 $11.68
Total return (%)4,5 (27.81)6 14.56 20.26 14.74 (13.44) 26.96
Ratios and supplemental data            
Net assets, end of period (in millions) $1 $2 $1 $—7 $—7 $—7
Ratios (as a percentage of average net assets):            
Expenses before reductions 2.108 2.10 2.14 2.12 2.14 2.21
Expenses including reductions 1.948 1.94 2.13 2.12 2.14 2.20
Net investment income (loss) (0.41)8 (0.36) (0.70) 1.08 (0.03) (0.53)
Portfolio turnover (%) 15 46 54 38 50 54
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Less than $0.005 per share.
4 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
5 Does not reflect the effect of sales charges, if any.
6 Not annualized.
7 Less than $500,000.
8 Annualized.
16 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

CLASS I SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $14.50 $13.03 $10.98 $10.22 $11.89 $9.31
Net investment income2 0.04 0.08 0.01 0.26 0.12 0.07
Net realized and unrealized gain (loss) on investments (3.73) 1.98 2.30 1.24 (1.59) 2.55
Total from investment operations (3.69) 2.06 2.31 1.50 (1.47) 2.62
Less distributions            
From net investment income (0.02) (0.10) (0.26) (0.08) (0.07) (0.04)
From net realized gain (1.36) (0.49) (0.66) (0.13)
Total distributions (1.38) (0.59) (0.26) (0.74) (0.20) (0.04)
Net asset value, end of period $9.43 $14.50 $13.03 $10.98 $10.22 $11.89
Total return (%)3 (27.42)4 15.69 21.51 15.81 (12.52) 28.15
Ratios and supplemental data            
Net assets, end of period (in millions) $284 $67 $6 $—5 $—5 $—5
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.106 1.10 1.14 1.13 1.15 1.20
Expenses including reductions 0.946 0.94 1.12 1.12 1.15 1.20
Net investment income 0.656 0.51 0.07 2.53 0.97 0.66
Portfolio turnover (%) 15 46 54 38 50 54
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Less than $500,000.
6 Annualized.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund 17

CLASS R2 SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $14.45 $12.98 $10.95 $10.19 $11.86 $9.30
Net investment income2 0.02 0.06 0.01 0.21 0.09 0.05
Net realized and unrealized gain (loss) on investments (3.71) 1.97 2.26 1.27 (1.58) 2.54
Total from investment operations (3.69) 2.03 2.27 1.48 (1.49) 2.59
Less distributions            
From net investment income (0.07) (0.24) (0.06) (0.05) (0.03)
From net realized gain (1.36) (0.49) (0.66) (0.13)
Total distributions (1.36) (0.56) (0.24) (0.72) (0.18) (0.03)
Net asset value, end of period $9.40 $14.45 $12.98 $10.95 $10.19 $11.86
Total return (%)3 (27.51)4 15.57 21.15 15.67 (12.74) 27.94
Ratios and supplemental data            
Net assets, end of period (in millions) $—5 $—5 $—5 $—5 $—5 $—5
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.466 1.29 1.42 1.34 1.30 1.36
Expenses including reductions 1.306 1.13 1.40 1.33 1.29 1.35
Net investment income 0.296 0.42 0.05 2.02 0.71 0.47
Portfolio turnover (%) 15 46 54 38 50 54
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Less than $500,000.
6 Annualized.
18 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

CLASS R4 SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $14.48 $13.02 $10.97 $10.21 $11.88 $9.31
Net investment income2 0.03 0.07 0.03 0.20 0.10 0.06
Net realized and unrealized gain (loss) on investments (3.71) 1.98 2.27 1.29 (1.58) 2.55
Total from investment operations (3.68) 2.05 2.30 1.49 (1.48) 2.61
Less distributions            
From net investment income (0.02) (0.10) (0.25) (0.07) (0.06) (0.04)
From net realized gain (1.36) (0.49) (0.66) (0.13)
Total distributions (1.38) (0.59) (0.25) (0.73) (0.19) (0.04)
Net asset value, end of period $9.42 $14.48 $13.02 $10.97 $10.21 $11.88
Total return (%)3 (27.47)4 15.66 21.47 15.77 (12.58) 28.04
Ratios and supplemental data            
Net assets, end of period (in millions) $—5 $—5 $—5 $—5 $—5 $—5
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.286 1.27 1.29 1.28 1.31 1.36
Expenses including reductions 1.036 1.02 1.17 1.17 1.20 1.26
Net investment income 0.506 0.45 0.26 1.93 0.82 0.59
Portfolio turnover (%) 15 46 54 38 50 54
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Less than $500,000.
6 Annualized.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund 19

CLASS R6 SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $14.52 $13.04 $10.99 $10.22 $11.89 $9.32
Net investment income2 0.04 0.15 0.05 0.26 0.17 0.09
Net realized and unrealized gain (loss) on investments (3.73) 1.94 2.27 1.26 (1.63) 2.53
Total from investment operations (3.69) 2.09 2.32 1.52 (1.46) 2.62
Less distributions            
From net investment income (0.04) (0.12) (0.27) (0.09) (0.08) (0.05)
From net realized gain (1.36) (0.49) (0.66) (0.13)
Total distributions (1.40) (0.61) (0.27) (0.75) (0.21) (0.05)
Net asset value, end of period $9.43 $14.52 $13.04 $10.99 $10.22 $11.89
Total return (%)3 (27.44)4 15.86 21.61 16.08 (12.52) 28.33
Ratios and supplemental data            
Net assets, end of period (in millions) $42 $43 $2 $1 $1 $—5
Ratios (as a percentage of average net assets):            
Expenses before reductions 0.996 0.99 1.03 1.02 1.05 1.11
Expenses including reductions 0.836 0.84 1.02 1.01 1.04 1.10
Net investment income 0.746 0.97 0.48 2.48 1.45 0.88
Portfolio turnover (%) 15 46 54 38 50 54
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Less than $500,000.
6 Annualized.
20 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

CLASS NAV SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $14.51 $13.04 $10.99 $10.22 $11.89 $9.32
Net investment income2 0.04 0.10 0.05 0.24 0.14 0.08
Net realized and unrealized gain (loss) on investments (3.72) 1.98 2.27 1.28 (1.60) 2.54
Total from investment operations (3.68) 2.08 2.32 1.52 (1.46) 2.62
Less distributions            
From net investment income (0.04) (0.12) (0.27) (0.09) (0.08) (0.05)
From net realized gain (1.36) (0.49) (0.66) (0.13)
Total distributions (1.40) (0.61) (0.27) (0.75) (0.21) (0.05)
Net asset value, end of period $9.43 $14.51 $13.04 $10.99 $10.22 $11.89
Total return (%)3 (27.37)4 15.79 21.62 16.10 (12.51) 28.33
Ratios and supplemental data            
Net assets, end of period (in millions) $1,582 $1,982 $1,830 $2,010 $1,010 $1,076
Ratios (as a percentage of average net assets):            
Expenses before reductions 0.985 0.98 1.02 1.01 1.04 1.10
Expenses including reductions 0.835 0.83 1.00 1.00 1.03 1.09
Net investment income 0.735 0.65 0.46 2.29 1.18 0.75
Portfolio turnover (%) 15 46 54 38 50 54
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Annualized.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund 21

Notes to financial statements (unaudited)
Note 1Organization
John Hancock Emerging Markets Equity Fund (the fund) is a series of John Hancock Investment Trust (the Trust), an open-end management investment company organized as a Massachusetts business trust and registered under the Investment Company Act of 1940, as amended (the 1940 Act). The investment objective of the fund is to seek long-term capital growth.
The fund may offer multiple classes of shares. The shares currently outstanding are detailed in the Statement of assets and liabilities. Class A and Class C shares are offered to all investors. Class I shares are offered to institutions and certain investors. Class R2 and Class R4 shares are available only to certain retirement and 529 plans. Class R6 shares are only available to certain retirement plans, institutions and other investors. Class NAV shares are offered to John Hancock affiliated funds of funds, retirement plans for employees of John Hancock and/or Manulife Financial Corporation, and certain 529 plans. Class C shares convert to Class A shares eight years after purchase (certain exclusions may apply). Shareholders of each class have exclusive voting rights to matters that affect that class. The distribution and service fees, if any, and transfer agent fees for each class may differ.
Note 2Significant accounting policies
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (US GAAP), which require management to make certain estimates and assumptions as of the date of the financial statements. Actual results could differ from those estimates and those differences could be significant. The fund qualifies as an investment company under Topic 946 of Accounting Standards Codification of US GAAP.
Events or transactions occurring after the end of the fiscal period through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the fund:
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the fund’s Valuation Policies and Procedures.
In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds are valued at their respective NAVs each business day. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.
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. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the fund’s Pricing Committee, following
22 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT  

procedures established by the Board of Trustees. The fund uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.
The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund’s own assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the fund’s investments as of April 30, 2022, by major security category or type:
  Total
value at
4-30-22
Level 1
quoted
price
Level 2
significant
observable
inputs
Level 3
significant
unobservable
inputs
Investments in securities:        
Assets        
Common stocks        
Argentina $20,805,499 $20,805,499
Brazil 38,216,328 38,216,328
China 530,516,208 37,888,890 $492,627,318
Hong Kong 162,888,476 162,888,476
Hungary 17,375,829 17,375,829
India 250,462,199 250,462,199
Indonesia 21,391,919 21,391,919
Mexico 80,890,217 80,890,217
Netherlands 21,631,282 21,631,282
Peru 12,955,243 12,955,243
Poland 17,122,822 17,122,822
Russia 302,093 $302,093
Singapore 20,359,126 20,359,126
South Africa 24,364,321 24,364,321
South Korea 195,203,562 195,203,562
Taiwan 208,253,648 208,253,648
United Kingdom 100,953,447 100,953,447
Preferred securities        
Brazil 48,124,319 48,124,319
South Korea 85,184,335 85,184,335
Short-term investments 130,163,762 130,163,762
Total investments in securities $1,987,164,635 $389,403,384 $1,597,459,158 $302,093
  SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund 23

Security transactions and related investment income. Investment security transactions are accounted for on a trade date plus one basis for daily NAV calculations. However, for financial reporting purposes, investment transactions are reported on trade date. Interest income is accrued as earned. Dividend income is recorded on ex-date, except for dividends of certain foreign securities where the dividend may not be known until after the ex-date. In those cases, dividend income, net of withholding taxes, is recorded when the fund becomes aware of the dividends. Non-cash dividends, if any, are recorded at the fair market value of the securities received. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds from litigation.
Foreign investing. Assets, including investments, and liabilities denominated in foreign currencies are translated into U.S. dollar values each day at the prevailing exchange rate. Purchases and sales of securities, income and expenses are translated into U.S. dollars at the prevailing exchange rate on the date of the transaction. The effect of changes in foreign currency exchange rates on the value of securities is reflected as a component of the realized and unrealized gains (losses) on investments. Foreign investments are subject to a decline in the value of a foreign currency versus the U.S. dollar, which reduces the dollar value of securities denominated in that currency.
Funds that invest internationally generally carry more risk than funds that invest strictly in U.S. securities. These risks are heightened for investments in emerging markets. Risks can result from differences in economic and political conditions, regulations, market practices (including higher transaction costs), accounting standards and other factors.
There may be unexpected restrictions on investments or on exposures to investments in companies located in certain foreign countries, such as China. For example, a government may restrict investment in companies or industries considered important to national interests, or intervene in the financial markets, such as by imposing trading restrictions, or banning or curtailing short selling. As a result of forced sales of a security, or inability to participate in an investment the manager otherwise believes is attractive, a fund may incur losses.
Trading in certain Chinese securities through Hong Kong Stock Connect or Bond Connect, mutual market access programs that enable foreign investment in the People’s Republic of China, is subject to certain restrictions and risks. Securities offered through these programs may lose purchase eligibility and any changes in laws, regulations and policies impacting these programs may affect security prices, which could adversely affect the fund’s performance.
Foreign taxes. The fund may be subject to withholding tax on income, capital gains or repatriations imposed by certain countries, a portion of which may be recoverable. Foreign taxes are accrued based upon the fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Taxes are accrued based on gains realized by the fund as a result of certain foreign security sales. In certain circumstances, estimated taxes are accrued based on unrealized appreciation of such securities. Investment income is recorded net of foreign withholding taxes.
Overdraft. The fund may have the ability to borrow from banks for temporary or emergency purposes, including meeting redemption requests that otherwise might require the untimely sale of securities. Pursuant to the fund’s custodian agreement, the custodian may loan money to the fund to make properly authorized payments. The fund is obligated to repay the custodian for any overdraft, including any related costs or expenses. The custodian may have a lien, security interest or security entitlement in any fund property that is not otherwise segregated or pledged, to the extent of any overdraft, and to the maximum extent permitted by law.
Line of credit. The fund and other affiliated funds have entered into a syndicated line of credit agreement with Citibank, N.A. as the administrative agent that enables them to participate in a $1 billion unsecured committed line of credit. Excluding commitments designated for a certain fund and subject to the needs of all other affiliated funds, the fund can borrow up to an aggregate commitment amount of $750 million, subject to asset coverage and other limitations as specified in the agreement. A commitment fee payable at the end of each calendar quarter, based on the average daily unused portion of the line of credit, is charged to each participating fund
24 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT  

based on a combination of fixed and asset-based allocations and is reflected in Other expenses on the Statement of operations. For the six months ended April 30, 2022, the fund had no borrowings under the line of credit. Commitment fees for the six months ended April 30, 2022 were $4,925.
Expenses. Within the John Hancock group of funds complex, expenses that are directly attributable to an individual fund are allocated to such fund. Expenses that are not readily attributable to a specific fund are allocated among all funds in an equitable manner, taking into consideration, among other things, the nature and type of expense and the fund’s relative net assets. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Class allocations. Income, common expenses and realized and unrealized gains (losses) are determined at the fund level and allocated daily to each class of shares based on the net assets of the class. Class-specific expenses, such as distribution and service fees, if any, and transfer agent fees, for all classes, are charged daily at the class level based on the net assets of each class and the specific expense rates applicable to each class.
Federal income taxes. The fund intends to continue to qualify as a regulated investment company by complying with the applicable provisions of the Internal Revenue Code and will not be subject to federal income tax on taxable income that is distributed to shareholders. Therefore, no federal income tax provision is required.
As of October 31, 2021, the fund had no uncertain tax positions that would require financial statement recognition, derecognition or disclosure. The fund’s federal tax returns are subject to examination by the Internal Revenue Service for a period of three years.
Distribution of income and gains. Distributions to shareholders from net investment income and net realized gains, if any, are recorded on the ex-date. The fund generally declares and pays dividends annually. Capital gain distributions, if any, are typically distributed annually.
Distributions paid by the fund with respect to each class of shares are calculated in the same manner, at the same time and in the same amount, except for the effect of class level expenses that may be applied differently to each class.
Such distributions, on a tax basis, are determined in conformity with income tax regulations, which may differ from US GAAP. Distributions in excess of tax basis earnings and profits, if any, are reported in the fund’s financial statements as a return of capital. The final determination of tax characteristics of the fund’s distribution will occur at the end of the year and will subsequently be reported to shareholders.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences, if any, will reverse in a subsequent period. Book-tax differences are primarily attributable to investments in passive foreign investment companies, treating a portion of the proceeds from redemptions as distributions for tax purposes, wash sale loss deferrals and foreign capital gain tax.
Note 3Guarantees and indemnifications
Under the Trust’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust, including the fund. Additionally, in the normal course of business, the fund enters into contracts with service providers that contain general indemnification clauses. The fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the fund that have not yet occurred. The risk of material loss from such claims is considered remote.
Note 4Fees and transactions with affiliates
John Hancock Investment Management LLC (the Advisor) serves as investment advisor for the fund. John Hancock Investment Management Distributors LLC (the Distributor), an affiliate of the Advisor, serves as principal underwriter of the fund. The Advisor and the Distributor are indirect, principally owned subsidiaries of John Hancock Life Insurance Company (U.S.A.), which in turn is a subsidiary of Manulife Financial Corporation.
  SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund 25

Management fee. The fund has an investment management agreement with the Advisor under which the fund pays a daily management fee to the Advisor equivalent on an annual basis to the sum of: (a) 1.050% of the first $500 million of the fund’s average daily net assets; (b) 1.000% of the next $500 million of the fund’s average daily net assets; (c) 0.950% of the fund’s average daily net assets, if aggregate net assets exceed $1 billion, but are less than or equal to $2 billion, the rate applies retroactively to all assets; and (d) 0.900% of the fund’s average daily net assets, if the aggregate net assets exceed $2 billion, the rate applies retroactively to all assets. The Advisor has a subadvisory agreement with Manulife Investment Management (US) LLC, an indirectly owned subsidiary of Manulife Financial Corporation and an affiliate of the Advisor. The fund is not responsible for payment of the subadvisory fees.
The Advisor has contractually agreed to waive a portion of its management fee and/or reimburse expenses for certain funds of the John Hancock group of funds complex, including the fund (the participating portfolios). This waiver is based upon aggregate net assets of all the participating portfolios. The amount of the reimbursement is calculated daily and allocated among all the participating portfolios in proportion to the daily net assets of each fund. During the six months ended April 30, 2022, this waiver amounted to 0.01% of the fund’s average daily net assets, on an annualized basis. This arrangement expires on July 31, 2023, unless renewed by mutual agreement of the fund and the Advisor based upon a determination that this is appropriate under the circumstances at that time.
The Advisor contractually has agreed to reduce its management fee by an annual rate of 0.15% of the fund’s average daily assets. This agreement expires on February 28, 2023, unless renewed by mutual agreement of the fund and the Advisor based upon a determination that this is appropriate under the circumstances at that time.
For the six months ended April 30, 2022, the expense reductions described above amounted to the following:
Class Expense reduction
Class A $17,360
Class C 1,468
Class I 245,920
Class R2 201
Class Expense reduction
Class R4 $65
Class R6 34,625
Class NAV 1,434,075
Total $1,733,714
 
Expenses waived or reimbursed in the current fiscal period are not subject to recapture in future fiscal periods.
The investment management fees, including the impact of the waivers and reimbursements as described above, incurred for the six months ended April 30, 2022, were equivalent to a net annual effective rate of 0.75% of the fund’s average daily net assets.
Accounting and legal services. Pursuant to a service agreement, the fund reimburses the Advisor for all expenses associated with providing the administrative, financial, legal, compliance, accounting and recordkeeping services to the fund, including the preparation of all tax returns, periodic reports to shareholders and regulatory reports, among other services. These expenses are allocated to each share class based on its relative net assets at the time the expense was incurred. These accounting and legal services fees incurred, for the six months ended April 30, 2022, amounted to an annual rate of 0.01% of the fund’s average daily net assets.
Distribution and service plans. The fund has a distribution agreement with the Distributor. The fund has adopted distribution and service plans for certain classes as detailed below pursuant to Rule 12b-1 under the 1940 Act, to pay the Distributor for services provided as the distributor of shares of the fund. In addition, under a service plan for certain classes as detailed below, the fund pays for certain other services. The fund may pay up to the following contractual rates of distribution and service fees under these arrangements, expressed as an annual percentage of average daily net assets for each class of the fund’s shares:
26 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT  

Class Rule 12b-1 Fee Service fee
Class A 0.30%
Class C 1.00%
Class R2 0.25% 0.25%
Class R4 0.25% 0.10%
The fund’s Distributor has contractually agreed to waive 0.10% of Rule12b-1 fees for Class R4 shares. The current waiver agreement expires on February 28, 2023, unless renewed by mutual agreement of the fund and the Distributor based upon a determination that this is appropriate under the circumstances at the time. This contractual waiver amounted to $41 for Class R4 shares for the six months ended April 30, 2022.
Sales charges. Class A shares are assessed up-front sales charges, which resulted in payments to the Distributor amounting to $44,188 for the six months ended April 30, 2022. Of this amount, $8,000 was retained and used for printing prospectuses, advertising, sales literature and other purposes and $36,188 was paid as sales commissions to broker-dealers.
Class A and Class C shares may be subject to contingent deferred sales charges (CDSCs). Certain Class A shares purchased, including those that are acquired through purchases of $1 million or more, and redeemed within one year of purchase are subject to a 1.00% sales charge. Class C shares that are redeemed within one year of purchase are subject to a 1.00% CDSC. CDSCs are applied to the lesser of the current market value at the time of redemption or the original purchase cost of the shares being redeemed. Proceeds from CDSCs are used to compensate the Distributor for providing distribution-related services in connection with the sale of these shares. During the six months ended April 30, 2022, CDSCs received by the Distributor amounted to $643 for Class C shares. There were no CDSCs received by the Distributor for Class A shares.
Transfer agent fees. The John Hancock group of funds has a complex-wide transfer agent agreement with John Hancock Signature Services, Inc. (Signature Services), an affiliate of the Advisor. The transfer agent fees paid to Signature Services are determined based on the cost to Signature Services (Signature Services Cost) of providing recordkeeping services. It also includes out-of-pocket expenses, including payments made to third-parties for recordkeeping services provided to their clients who invest in one or more John Hancock funds. In addition, Signature Services Cost may be reduced by certain fees that Signature Services receives in connection with retirement and small accounts. Signature Services Cost is calculated monthly and allocated, as applicable, to five categories of share classes: Retail Share and Institutional Share Classes of Non-Municipal Bond Funds, Class R6 Shares, Retirement Share Classes and Municipal Bond Share Classes. Within each of these categories, the applicable costs are allocated to the affected John Hancock affiliated funds and/or classes, based on the relative average daily net assets.
Class level expenses. Class level expenses for the six months ended April 30, 2022 were as follows:
Class Distribution and service fees Transfer agent fees
Class A $32,749 $12,322
Class C 9,274 1,043
Class I 174,418
Class R2 592 11
Class R4 119 3
Class R6 1,879
Total $42,734 $189,676
Trustee expenses. The fund compensates each Trustee who is not an employee of the Advisor or its affiliates. The costs of paying Trustee compensation and expenses are allocated to the fund based on its net assets relative to other funds within the John Hancock group of funds complex.
  SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund 27

Note 5Fund share transactions
Transactions in fund shares for the six months ended April 30, 2022 and for the year ended October 31, 2021 were as follows:
  Six Months Ended 4-30-22 Year Ended 10-31-21
  Shares Amount Shares Amount
Class A shares        
Sold 750,938 $8,803,669 1,694,795 $25,587,768
Distributions reinvested 184,593 2,213,269 18,647 268,323
Repurchased (290,967) (3,369,113) (491,514) (7,211,568)
Net increase 644,564 $7,647,825 1,221,928 $18,644,523
Class C shares        
Sold 13,958 $157,025 164,667 $2,472,383
Distributions reinvested 19,535 227,187 1,841 25,935
Repurchased (64,668) (725,486) (41,340) (593,630)
Net increase (decrease) (31,175) $(341,274) 125,168 $1,904,688
Class I shares        
Sold 26,625,578 $373,150,830 8,078,025 $120,156,918
Distributions reinvested 3,076,935 36,953,995 122,219 1,759,952
Repurchased (4,176,802) (47,720,540) (4,107,670) (60,155,554)
Net increase 25,525,711 $362,384,285 4,092,574 $61,761,316
Class R2 shares        
Sold 11,525 $164,127 3,678 $56,598
Distributions reinvested 2,073 24,850 124 1,785
Repurchased (2,447) (27,963) (123) (1,839)
Net increase 11,151 $161,014 3,679 $56,544
Class R4 shares        
Sold 69 $830 2,685 $41,249
Distributions reinvested 300 3,601 99 1,430
Repurchased (2,219) (26,298) (1,403) (21,143)
Net increase (decrease) (1,850) $(21,867) 1,381 $21,536
Class R6 shares        
Sold 1,865,306 $21,528,468 3,075,004 $46,362,698
Distributions reinvested 372,829 4,477,675 6,720 96,767
Repurchased (771,255) (8,827,982) (241,966) (3,582,794)
Net increase 1,466,880 $17,178,161 2,839,758 $42,876,671
28 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT  

  Six Months Ended 4-30-22 Year Ended 10-31-21
  Shares Amount Shares Amount
Class NAV shares        
Sold 15,171,329 $175,912,429 17,050,306 $256,442,495
Distributions reinvested 16,513,250 198,324,133 5,670,461 81,597,938
Repurchased (493,483) (6,062,150) (26,571,188) (407,242,881)
Net increase (decrease) 31,191,096 $368,174,412 (3,850,421) $(69,202,448)
Total net increase 58,806,377 $755,182,556 4,434,067 $56,062,830
Affiliates of the fund owned 19%, 70%, 6% and 100% of shares of Class R2, Class R4, Class R6 and Class NAV respectively, on April 30, 2022. Such concentration of shareholders’ capital could have a material effect on the fund if such shareholders redeem from the fund.
Note 6Purchase and sale of securities
Purchases and sales of securities, other than short-term investments, amounted to $775,897,544 and $319,400,382, respectively, for the six months ended April 30, 2022.
Note 7Industry or sector risk
The fund may invest a large percentage of its assets in one or more particular industries or sectors of the economy. If a large percentage of the fund’s assets are economically tied to a single or small number of industries or sectors of the economy, the fund will be less diversified than a more broadly diversified fund, and it may cause the fund to underperform if that industry or sector underperforms. In addition, focusing on a particular industry or sector may make the fund’s NAV more volatile. Further, a fund that invests in particular industries or sectors is particularly susceptible to the impact of market, economic, regulatory and other factors affecting those industries or sectors.
Note 8Emerging-market risk
Foreign investing especially in emerging markets, has additional risks, such as currency and market volatility and political and social instability. Funds that invest a significant portion of assets in the securities of issuers based in countries with emerging market economies are subject to greater levels of foreign investment risk than funds investing primarily in more-developed foreign markets, since emerging-market securities may present other risks greater than, or in addition to, the risks of investing in developed foreign countries.
Note 9Investment by affiliated funds
Certain investors in the fund are affiliated funds that are managed by the Advisor and its affiliates. The affiliated funds do not invest in the fund for the purpose of exercising management or control; however, this investment may represent a significant portion of the fund’s net assets. At April 30, 2022, funds within the John Hancock group of funds complex held 82.0% of the fund’s net assets. The following fund(s) had an affiliate ownership of 5% or more of the fund’s net assets:
Fund Affiliated Concentration
John Hancock Funds II Multimanager Lifestyle Growth Portfolio 18.7%
John Hancock Variable Insurance Trust Managed Volatility Growth Portfolio 14.3%
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio 11.1%
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio 10.4%
John Hancock Variable Insurance Trust Managed Volatility Balanced Portfolio 6.8%
  SEMIANNUAL REPORT | JOHN HANCOCK Emerging Markets Equity Fund 29

Note 10Coronavirus (COVID-19) pandemic
The COVID-19 disease has resulted in significant disruptions to global business activity. A widespread health crisis such as a global pandemic could cause substantial market volatility, exchange-trading suspensions, and closures, which may lead to less liquidity in certain instruments, industries, sectors or the markets generally, and may ultimately affect fund performance.
30 JOHN HANCOCK Emerging Markets Equity Fund | SEMIANNUAL REPORT  

STATEMENT REGARDING LIQUIDITY RISK MANAGEMENT

Operation of the Liquidity Risk Management Program
This section describes operation and effectiveness of the Liquidity Risk Management Program (LRMP) established in accordance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the Liquidity Rule). The Board of Trustees (the Board) of each Fund in the John Hancock Group of Funds (each a Fund and collectively, the Funds) that is subject to the requirements of the Liquidity Rule has appointed John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (together, the Advisor) to serve as Administrator of the LRMP with respect to each of the Funds, including John Hancock Emerging Markets Equity Fund, subject to the oversight of the Board. In order to provide a mechanism and process to perform the functions necessary to administer the LRMP, the Advisor established the Liquidity Risk Management Committee (the Committee). The Fund’s subadvisor, Manulife Investment Management (US) LLC (the Subadvisor) executes the day-to-day investment management and security-level activities of the Fund in accordance with the requirements of the LRMP, subject to the supervision of the Advisor and the Board.
The Committee receives monthly reports and holds quarterly meetings to: (1) review the day-to-day operations of the LRMP; (2) monitor current market and liquidity conditions; (3) review and approve month-end liquidity classifications; (4) monitor illiquid investment levels against the 15% limit on illiquid investments and established Highly Liquid Investment Minimums (HLIMs), if any; (5) review quarterly testing and determinations, as applicable; (6) review redemption-in-kind activities; and (7) review other LRMP related material. The Advisor also conducts daily, monthly, quarterly, and annual quantitative and qualitative assessments of each subadvisor to a Fund that is subject to the requirements of the Liquidity Rule and is a part of the LRMP to monitor investment performance issues, risks and trends. In addition, the Advisor may conduct ad-hoc reviews and meetings with subadvisors as issues and trends are identified, including potential liquidity issues. The Committee also monitors global events, such as the ongoing COVID-19 Coronavirus pandemic and amendments to the Office of Foreign Assets Control sanctioned company lists, that could impact the markets and liquidity of portfolio investments and their classifications.
The Committee provided the Board at a meeting held by videoconference on March 22-24, 2022 with a written report which addressed the Committee’s assessment of the adequacy and effectiveness of the implementation and operation of the LRMP and any material changes to the LRMP. The report, which covered the period January 1, 2021 through December 31, 2021, included an assessment of important aspects of the LRMP including, but not limited to: (1) Security-level liquidity classifications; (2) Fund-level liquidity risk assessment; (3) Reasonably Anticipated Trade Size (RATS) determination; (4) HLIM determination; (5) Compliance with the 15% limit on illiquid investments; (6) Operation of the Fund’s Redemption-In-Kind Procedures; and (7) Review of liquidity management facilities.
Additionally, the report included a discussion of notable changes and enhancements to the LRMP implemented during 2021 and key initiatives for 2022.
The report also covered material liquidity matters which occurred or were reported during this period applicable to the Fund, if any, and the Committee’s actions to address such matters.
The report stated, in relevant part, that during the period covered by the report:
The Fund’s investment strategy remained appropriate for an open-end fund structure;
The Fund was able to meet requests for redemption without significant dilution of remaining shareholders’ interests in the Fund;
The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission;
  SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND 31

The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and
The Chief Compliance Officer’s office, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures.
Adequacy and Effectiveness
Based on the review and assessment conducted by the Committee, the Committee has determined that the LRMP has been implemented, and is operating in a manner that is adequate and effective at assessing and managing the liquidity risk of the Fund.
32 JOHN HANCOCK EMERGING MARKETS EQUITY FUND | SEMIANNUAL REPORT  

More information
Trustees
Hassell H. McClellan, Chairperson
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
Officers
Andrew G. Arnott
President
Charles A. Rizzo
Chief Financial Officer
Salvatore Schiavone
Treasurer
Christopher (Kit) Sechler
Secretary and Chief Legal Officer
Trevor Swanberg
Chief Compliance Officer
 Non-Independent Trustee
* Member of the Audit Committee
Investment advisor
John Hancock Investment Management LLC
Subadvisor
Manulife Investment Management (US) LLC
Portfolio Managers
Philip Ehrmann
Kathryn Langridge
Talib Saifee
Principal distributor
John Hancock Investment Management Distributors LLC
Custodian
Citibank, N.A.
Transfer agent
John Hancock Signature Services, Inc.
Legal counsel
K&L Gates LLP
 
The fund’s proxy voting policies and procedures, as well as the fund proxy voting record for the most recent twelve-month period ended June 30, are available free of charge on the Securities and Exchange Commission (SEC) website at sec.gov or on our website.
All of the fund’s holdings as of the end of the third month of every fiscal quarter are filed with the SEC on Form N-PORT within 60 days of the end of the fiscal quarter. The fund’s Form N-PORT filings are available on our website and the SEC’s website, sec.gov.
We make this information on your fund, as well as monthly portfolio holdings, and other fund details available on our website at jhinvestments.com or by calling 800-225-5291.
You can also contact us:    
800-225-5291 Regular mail: Express mail:
jhinvestments.com John Hancock Signature Services, Inc.
P.O. Box 219909
Kansas City, MO 64121-9909
John Hancock Signature Services, Inc.
430 W 7th Street
Suite 219909
Kansas City, MO 64105-1407
  SEMIANNUAL REPORT | JOHN HANCOCK EMERGING MARKETS EQUITY FUND 33

John Hancock family of funds
U.S. EQUITY FUNDS

Blue Chip Growth
Classic Value
Disciplined Value
Disciplined Value Mid Cap
Equity Income
Financial Industries
Fundamental All Cap Core
Fundamental Large Cap Core
Mid Cap Growth
New Opportunities
Regional Bank
Small Cap Core
Small Cap Growth
Small Cap Value
U.S. Global Leaders Growth
U.S. Growth
INTERNATIONAL EQUITY FUNDS

Disciplined Value International
Emerging Markets
Emerging Markets Equity
Fundamental Global Franchise
Global Environmental Opportunities
Global Equity
Global Shareholder Yield
Global Thematic Opportunities
International Dynamic Growth
International Growth
International Small Company
FIXED-INCOME FUNDS

Bond
California Municipal Bond
Emerging Markets Debt
Floating Rate Income
Government Income
High Yield
High Yield Municipal Bond
Income
Investment Grade Bond
Money Market
Municipal Opportunities
Opportunistic Fixed Income
Short Duration Bond
Strategic Income Opportunities
ALTERNATIVE FUNDS

Absolute Return Currency
Alternative Asset Allocation
Diversified Macro
Infrastructure
Multi-Asset Absolute Return
Real Estate Securities
Seaport Long/Short
 
A fund’s investment objectives, risks, charges, and expenses should be considered carefully before investing. The prospectus contains this and other important information about the fund. To obtain a prospectus, contact your financial professional, call John Hancock Investment Management at 800-225-5291, or visit our website at jhinvestments.com. Please read the prospectus carefully before investing or sending money.

EXCHANGE-TRADED FUNDS

John Hancock Corporate Bond ETF
John Hancock Mortgage-Backed Securities ETF
John Hancock Multifactor Consumer Discretionary ETF
John Hancock Multifactor Consumer Staples ETF
John Hancock Multifactor Developed International ETF
John Hancock Multifactor Emerging Markets ETF
John Hancock Multifactor Energy ETF
John Hancock Multifactor Financials ETF
John Hancock Multifactor Healthcare ETF
John Hancock Multifactor Industrials ETF
John Hancock Multifactor Large Cap ETF
John Hancock Multifactor Materials ETF
John Hancock Multifactor Media and
Communications ETF
John Hancock Multifactor Mid Cap ETF
John Hancock Multifactor Small Cap ETF
John Hancock Multifactor Technology ETF
John Hancock Multifactor Utilities ETF
John Hancock Preferred Income ETF
ENVIRONMENTAL,SOCIAL, AND
GOVERNANCE FUNDS

ESG Core Bond
ESG International Equity
ESG Large Cap Core
ASSET ALLOCATION/TARGET DATE FUNDS

Balanced
Multi-Asset High Income
Multi-Index Lifetime Portfolios
Multi-Index Preservation Portfolios
Multimanager Lifestyle Portfolios
Multimanager Lifetime Portfolios
CLOSED-END FUNDS

Financial Opportunities
Hedged Equity & Income
Income Securities Trust
Investors Trust
Preferred Income
Preferred Income II
Preferred Income III
Premium Dividend
Tax-Advantaged Dividend Income
Tax-Advantaged Global Shareholder Yield
John Hancock ETF shares are bought and sold at market price (not NAV), and are not individually redeemed from the fund. Brokerage commissions will reduce returns.
John Hancock ETFs are distributed by Foreside Fund Services, LLC, and are subadvised by Manulife Investment Management (US) LLC or Dimensional Fund Advisors LP. Foreside is not affiliated with John Hancock Investment Management Distributors LLC, Manulife Investment Management (US) LLC or Dimensional Fund Advisors LP.
Dimensional Fund Advisors LP receives compensation from John Hancock in connection with licensing rights to the John Hancock Dimensional indexes. Dimensional Fund Advisors LP does not sponsor, endorse, or sell, and makes no representation as to the advisability of investing in, John Hancock Multifactor ETFs.

A trusted brand
John Hancock Investment Management is a premier asset manager
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
A better way to invest
We serve investors globally through a unique multimanager approach:
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
Results for investors
Our unique approach to asset management enables us to provide
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
“A trusted brand” is based on a survey of 6,651 respondents conducted by Medallia between 3/18/20 and 5/13/20.
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
Manulife Investment Management, the Stylized M Design, and Manulife Investment Management & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and are used by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
This report is for the information of the shareholders of John Hancock Emerging Markets Equity Fund. It is not authorized for distribution to prospective investors unless preceded or accompanied by a prospectus.
MF2181980 456SA 4/22
6/2022

Semiannual report
John Hancock
Balanced Fund
Asset allocation
April 30, 2022

A message to shareholders
Dear shareholders,
Both the stock and bond markets delivered negative returns for the six months ended April 30, 2022. Improving economic growth, combined with supply chain shortages, led to significantly higher inflation. By the end of the period, the inflation rate surged to a 40-year high. To combat rising inflationary pressures, the U.S. Federal Reserve (Fed) began raising short-term interest rates late in the period. The prospect of higher rates weighed most heavily on growth stocks.
Furthermore, the conflict between Russia and Ukraine, which created significant geopolitical and economic uncertainty, led to heightened volatility in the bond market. Although bond yields rose across the board, short-term bond yields increased the most, reflecting the Fed’s interest-rate hike and expectations for more going forward.
In these uncertain times, your financial professional can assist with positioning your portfolio so that it’s sufficiently diversified to help meet your long-term objectives and to withstand the inevitable bouts of market volatility along the way.
On behalf of everyone at John Hancock Investment Management, I’d like to take this opportunity to welcome new shareholders and thank existing shareholders for the continued trust you’ve placed in us.
Sincerely,
Andrew G. Arnott
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
This commentary reflects the CEO’s views as of this report’s period end and are subject to change at any time. Diversification does not guarantee investment returns and does not eliminate risk of loss. All investments entail risks, including the possible loss of principal. For more up-to-date information, you can visit our website at jhinvestments.com.


Your fund at a glance
INVESTMENT OBJECTIVE

The fund seeks current income, long-term growth of capital and income and preservation of capital.
AVERAGE ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)

The Blended Index is 60% S&P 500 Index and 40% Bloomberg U.S. Aggregate Bond Index.
The S&P 500 Index tracks the performance of 500 of the largest publicly traded companies in the United States.
The Bloomberg U.S. Aggregate Bond Index tracks the performance of U.S. investment-grade bonds in government, asset-backed, and corporate debt markets.
It is not possible to invest directly in an index. Index figures do not reflect expenses or sales charges, which would result in lower returns.
The fund’s Morningstar category average is a group of funds with similar investment objectives and strategies and is the equal-weighted return of all funds per category. Morningstar places funds in certain categories based on their historical portfolio holdings. Figures from Morningstar, Inc. include reinvested distributions and do not take into account sales charges. Actual load-adjusted performance is lower.
The past performance shown here reflects reinvested distributions and the beneficial effect of any expense reductions, and does not guarantee future results. Performance of the other share classes will vary based on the difference in the fees and expenses of those classes. Shares will fluctuate in value and, when redeemed, may be worth more or less than their original cost. Current month-end performance may be lower or higher than the performance cited, and can be found at jhinvestments.com or by calling 800-225-5291. For further information on the fund’s objectives, risks, and strategy, see the fund’s prospectus.
2 JOHN HANCOCK BALANCED FUND  | SEMIANNUAL REPORT  

Portfolio summary
PORTFOLIO COMPOSITION AS OF 4/30/2022 (% of net assets)

SECTOR COMPOSITION AS OF 4/30/2022 (% of net assets)

  SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 3

TOP 5 EQUITY HOLDINGS AS OF 4/30/2022 (% of net assets)
Microsoft Corp. 3.9
Alphabet, Inc., Class A 3.5
Amazon.com, Inc. 3.0
Broadcom, Inc. 2.2
Apple, Inc. 2.2
TOTAL 14.8
Cash and cash equivalents are not included.
    
TOP 5 BOND ISSUERS AS OF 4/30/2022 (% of net assets)
U.S. Treasury 6.0
Federal National Mortgage Association 5.0
Federal Home Loan Mortgage Corp. 1.7
Ford Motor Company 0.6
Bank of America Corp. 0.5
TOTAL 13.8
Cash and cash equivalents are not included.
Notes about risk
The fund is subject to various risks as described in the fund’s prospectus. Political tensions and armed conflicts, including the Russian invasion of Ukraine, and any resulting economic sanctions on entities and/or individuals of a particular country could lead such a country into an economic recession. The COVID-19 disease has resulted in significant disruptions to global business activity. A widespread health crisis such as a global pandemic could cause substantial market volatility, exchange-trading suspensions, and closures, which may lead to less liquidity in certain instruments, industries, sectors, or the markets, generally, and may ultimately affect fund performance. For more information, please refer to the “Principal risks” section of the prospectus.
4 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT  

A look at performance
TOTAL RETURNS FOR THE PERIOD ENDED APRIL 30, 2022

Average annual total returns (%)
with maximum sales charge
  Cumulative total
returns (%)
with maximum sales charge
SEC 30-day
yield (%)
subsidized
SEC 30-day
yield (%)
unsubsidized
    1-year 5-year 10-year 6-month 5-year 10-year as of
4-30-22
as of
4-30-22
Class A   -8.83 6.93 7.69 -14.02 39.79 109.72 1.32 1.32
Class C   -6.15 7.15 7.43 -11.14 41.26 104.69 0.67 0.66
Class I1   -4.30 8.23 8.52 -9.84 48.52 126.49 1.70 1.69
Class R21   -4.64 7.81 8.14 -10.02 45.62 118.69 1.32 1.31
Class R41   -4.41 8.07 8.35 -9.88 47.43 123.05 1.55 1.43
Class R51   -4.23 8.29 8.57 -9.81 48.93 127.53 1.75 1.74
Class R61   -4.19 8.35 8.63 -9.78 49.32 128.91 1.80 1.79
Index 1††   0.21 13.66 13.67 -9.65 89.68 260.05
Index 2††   -8.51 1.20 1.73 -9.47 6.15 18.75
Index 3††   -3.16 8.85 8.99 -9.46 52.83 136.53
Performance figures assume all distributions have been reinvested. Figures reflect maximum sales charges on Class A shares of 4.5% and the applicable contingent deferred sales charge (CDSC) on Class C shares. The returns for Class A shares have been adjusted to reflect the reduction in the maximum sales charge from 5% to 4.5%, effective 8-1-19. Class C shares sold within one year of purchase are subject to a 1% CDSC. Sales charges are not applicable to Class I, Class R2, Class R4, Class R5, and Class R6 shares.
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectuses for the fund and may differ from those disclosed in the Financial highlights tables in this report. Net expenses reflect contractual fee waivers and expense limitations in effect until February 28, 2023 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
  Class A Class C Class I Class R2 Class R4 Class R5 Class R6
Gross (%) 1.04 1.74 0.74 1.14 0.99 0.69 0.64
Net (%) 1.03 1.73 0.73 1.13 0.88 0.68 0.63
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for each class.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility and other factors, the fund’s current performance may be higher or lower than the performance shown. For current to the most recent month-end performance data, please call 800–225–5291 or visit the fund’s website at jhinvestments.com.
The performance table above and the chart on the next page do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The fund’s performance results reflect any applicable fee waivers or expense reductions, without which the expenses would increase and results would have been less favorable.
  † Unsubsidized yield reflects what the yield would have been without the effect of reimbursements and waivers.
†† Index 1 is the S&P 500 Index; Index 2 is the Bloomberg U.S. Aggregate Bond Index; Index 3 is 60% S&P 500 Index and 40% Bloomberg U.S. Aggregate Bond Index.
See the following page for footnotes.
  SEMIANNUAL REPORT  | JOHN HANCOCK BALANCED FUND 5

This chart and table show what happened to a hypothetical $10,000 investment in John Hancock Balanced Fund for the share classes and periods indicated, assuming all distributions were reinvested. For comparison, we’ve shown the same investment in a blended index and two separate indexes.
  Start date With maximum
sales charge ($)
Without
sales charge ($)
Index 1 ($) Index 2 ($) Index 3 ($)
Class C2 4-30-12 20,469 20,469 36,005 11,875 23,653
Class I1 4-30-12 22,649 22,649 36,005 11,875 23,653
Class R21 4-30-12 21,869 21,869 36,005 11,875 23,653
Class R41 4-30-12 22,305 22,305 36,005 11,875 23,653
Class R51 4-30-12 22,753 22,753 36,005 11,875 23,653
Class R61 4-30-12 22,891 22,891 36,005 11,875 23,653
The S&P 500 Index tracks the performance of 500 of the largest publicly traded companies in the United States.
The Bloomberg U.S. Aggregate Bond Index tracks the performance of U.S. investment-grade bonds in government, asset-backed, and corporate debt markets.
The Blended Index is 60% S&P 500 Index and 40% Bloomberg U.S. Aggregate Bond Index.
It is not possible to invest directly in an index. Index figures do not reflect expenses or sales charges, which would result in lower returns.
Footnotes related to performance pages
1 For certain types of investors, as described in the fund’s prospectus.
2 The contingent deferred sales charge is not applicable.
6 JOHN HANCOCK BALANCED FUND  | SEMIANNUAL REPORT  

Your expenses
These examples are intended to help you understand your ongoing operating expenses of investing in the fund so you can compare these costs with the ongoing costs of investing in other mutual funds.
Understanding fund expenses
As a shareholder of the fund, you incur two types of costs:
Transaction costs, which include sales charges (loads) on purchases or redemptions (varies by share class), minimum account fee charge, etc.
Ongoing operating expenses, including management fees, distribution and service fees (if applicable), and other fund expenses.
We are presenting only your ongoing operating expenses here.
Actual expenses/actual returns
The first line of each share class in the table on the following page is intended to provide information about the fund’s actual ongoing operating expenses, and is based on the fund’s actual return. It assumes an account value of $1,000.00 on November 1, 2021, with the same investment held until April 30, 2022.
Together with the value of your account, you may use this information to estimate the operating expenses that you paid over the period. Simply divide your account value at April 30, 2022, by $1,000.00, then multiply it by the “expenses paid” for your share class from the table. For example, for an account value of $8,600.00, the operating expenses should be calculated as follows:
Hypothetical example for comparison purposes
The second line of each share class in the table on the following page allows you to compare the fund’s ongoing operating expenses with those of any other fund. It provides an example of the fund’s hypothetical account values and hypothetical expenses based on each class’s actual expense ratio and an assumed 5% annualized return before expenses (which is not the class’s actual return). It assumes an account value of $1,000.00 on November 1, 2021, with the same investment held until April 30, 2022. Look in any other fund shareholder report to find its hypothetical example and you will be able to compare these expenses. Please remember that these hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period.
  SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 7

Remember, these examples do not include any transaction costs, therefore, these examples will not help you to determine the relative total costs of owning different funds. If transaction costs were included, your expenses would have been higher. See the prospectuses for details regarding transaction costs.
SHAREHOLDER EXPENSE EXAMPLE CHART

    Account
value on
11-1-2021
Ending
value on
4-30-2022
Expenses
paid during
period ended
4-30-20221
Annualized
expense
ratio
Class A Actual expenses/actual returns $1,000.00 $900.40 $4.81 1.02%
  Hypothetical example 1,000.00 1,019.70 5.11 1.02%
Class C Actual expenses/actual returns 1,000.00 897.40 8.09 1.72%
  Hypothetical example 1,000.00 1,016.30 8.60 1.72%
Class I Actual expenses/actual returns 1,000.00 901.60 3.39 0.72%
  Hypothetical example 1,000.00 1,021.20 3.61 0.72%
Class R2 Actual expenses/actual returns 1,000.00 899.80 5.18 1.10%
  Hypothetical example 1,000.00 1,019.30 5.51 1.10%
Class R4 Actual expenses/actual returns 1,000.00 901.20 4.10 0.87%
  Hypothetical example 1,000.00 1,020.50 4.36 0.87%
Class R5 Actual expenses/actual returns 1,000.00 901.90 3.16 0.67%
  Hypothetical example 1,000.00 1,021.50 3.36 0.67%
Class R6 Actual expenses/actual returns 1,000.00 902.20 2.92 0.62%
  Hypothetical example 1,000.00 1,021.70 3.11 0.62%
    
1 Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
8 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT  

Fund’s investments
AS OF 4-30-22 (unaudited)
        Shares Value
Common stocks 57.8%         $2,443,178,532
(Cost $1,519,822,225)          
Communication services 6.6%     277,359,204
Interactive media and services 4.7%      
Alphabet, Inc., Class A (A)     64,389 146,947,932
Meta Platforms, Inc., Class A (A)     258,787 51,879,030
Media 1.9%      
Comcast Corp., Class A     1,975,157 78,532,242
Consumer discretionary 7.1%     298,373,620
Internet and direct marketing retail 3.0%      
Amazon.com, Inc. (A)     50,024 124,341,155
Multiline retail 0.8%      
Dollar General Corp.     140,862 33,458,951
Specialty retail 3.3%      
CarMax, Inc. (A)     254,759 21,853,227
Dick’s Sporting Goods, Inc. (B)     378,758 36,519,846
Lowe’s Companies, Inc.     263,920 52,184,902
Ulta Beauty, Inc. (A)     75,644 30,015,539
Consumer staples 4.6%     194,523,897
Beverages 0.5%      
Anheuser-Busch InBev SA/NV     383,515 22,067,318
Food and staples retailing 2.9%      
Sysco Corp.     404,964 34,616,323
Walmart, Inc.     559,943 85,665,680
Household products 1.2%      
The Procter & Gamble Company     324,974 52,174,576
Energy 4.0%     167,240,769
Oil, gas and consumable fuels 4.0%      
ConocoPhillips     392,168 37,459,887
Devon Energy Corp.     616,292 35,849,706
Pioneer Natural Resources Company     154,026 35,806,424
Suncor Energy, Inc.     903,285 32,464,063
Valero Energy Corp.     230,182 25,660,689
Financials 7.1%     298,995,250
Banks 2.4%      
Citizens Financial Group, Inc.     726,635 28,629,419
First Interstate BancSystem, Inc., Class A     324,344 10,547,667
JPMorgan Chase & Co.     530,064 63,268,439
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 9

        Shares Value
Financials (continued)      
Capital markets 1.2%      
BlackRock, Inc.     34,209 $21,369,678
The Goldman Sachs Group, Inc.     88,775 27,119,875
Consumer finance 1.0%      
Discover Financial Services     379,804 42,712,758
Diversified financial services 2.0%      
Berkshire Hathaway, Inc., Class B (A)     262,543 84,756,757
Insurance 0.5%      
Arthur J. Gallagher & Company     122,207 20,590,657
Health care 9.1%     386,146,372
Biotechnology 1.0%      
Gilead Sciences, Inc.     215,061 12,761,720
Incyte Corp. (A)     149,339 11,194,451
Sage Therapeutics, Inc. (A)     227,176 7,160,588
Vertex Pharmaceuticals, Inc. (A)     40,581 11,087,541
Health care equipment and supplies 0.9%      
Abbott Laboratories     343,216 38,955,016
Health care providers and services 1.6%      
UnitedHealth Group, Inc.     128,753 65,477,338
Life sciences tools and services 2.1%      
Danaher Corp.     148,832 37,376,180
PerkinElmer, Inc.     85,082 12,473,872
Thermo Fisher Scientific, Inc.     73,863 40,840,330
Pharmaceuticals 3.5%      
AstraZeneca PLC     301,577 40,242,820
Eli Lilly & Company     194,667 56,868,071
Pfizer, Inc.     1,053,769 51,708,445
Industrials 4.1%     174,102,851
Aerospace and defense 0.5%      
Northrop Grumman Corp.     50,508 22,193,215
Industrial conglomerates 1.8%      
Honeywell International, Inc.     141,028 27,290,328
Roper Technologies, Inc.     53,572 25,174,554
Siemens AG     190,921 23,474,745
Machinery 1.8%      
Deere & Company     109,015 41,158,613
Ingersoll Rand, Inc.     791,888 34,811,396
Information technology 12.0%     508,966,034
Communications equipment 1.2%      
Cisco Systems, Inc.     1,073,749 52,592,226
10 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

        Shares Value
Information technology (continued)      
IT services 0.6%      
PayPal Holdings, Inc. (A)     302,426 $26,592,318
Semiconductors and semiconductor equipment 2.9%      
Broadcom, Inc.     170,058 94,278,455
Micron Technology, Inc.     448,154 30,559,621
Software 5.1%      
Microsoft Corp.     594,075 164,867,683
salesforce.com, Inc. (A)     194,342 34,192,531
SAP SE, ADR (B)     145,186 14,634,749
Technology hardware, storage and peripherals 2.2%      
Apple, Inc.     578,804 91,248,451
Materials 2.1%     90,545,322
Chemicals 0.5%      
Linde PLC     71,256 22,229,022
Containers and packaging 0.5%      
Ball Corp.     251,506 20,412,227
Metals and mining 1.1%      
Freeport-McMoRan, Inc.     845,831 34,298,447
Teck Resources, Ltd., Class B     344,879 13,605,626
Real estate 1.1%     45,028,633
Equity real estate investment trusts 1.1%      
American Tower Corp.     89,338 21,532,245
Digital Realty Trust, Inc.     160,802 23,496,388
Utilities 0.0%     1,896,580
Multi-utilities 0.0%      
Algonquin Power & Utilities Corp.     40,250 1,896,580
Preferred securities 0.1%         $3,385,030
(Cost $3,388,975)          
Communication services 0.0%         785,512
Wireless telecommunication services 0.0%      
Telephone & Data Systems, Inc., 6.625%   33,200 785,512
Financials 0.0%         181,724
Banks 0.0%      
Wells Fargo & Company, 7.500%   150 181,724
Utilities 0.1%         2,417,794
Electric utilities 0.1%      
NextEra Energy, Inc., 5.279%   29,840 1,399,794
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 11

        Shares Value
Utilities (continued)          
Multi-utilities 0.0%      
DTE Energy Company, 6.250%   1,413 $74,041
NiSource, Inc., 7.750%   8,300 943,959
    
  Rate (%) Maturity date   Par value^ Value
U.S. Government and Agency obligations 12.2%       $517,209,565
(Cost $563,342,882)          
U.S. Government 6.0%       253,381,697
U.S. Treasury          
Bond 1.875 11-15-51   97,448,400 76,436,089
Bond 2.250 02-15-52   60,556,000 51,993,003
Bond 2.375 02-15-42   39,343,000 34,763,229
Bond 3.000 02-15-47   684,000 666,366
Note 1.500 02-29-24   65,000 63,647
Note 1.500 02-15-25   13,781,000 13,267,442
Note 1.875 02-15-32   63,389,000 57,882,081
Note 2.500 03-31-27   18,685,000 18,309,840
U.S. Government Agency 6.2%       263,827,868
Federal Home Loan Mortgage Corp.          
15 Yr Pass Thru 2.500 11-01-34   1,820,349 1,753,908
30 Yr Pass Thru 2.000 11-01-51   1,288,333 1,139,761
30 Yr Pass Thru 2.000 12-01-51   4,310,655 3,811,527
30 Yr Pass Thru 2.000 01-01-52   1,500,350 1,326,746
30 Yr Pass Thru 2.500 11-01-51   4,028,033 3,695,591
30 Yr Pass Thru 2.500 12-01-51   1,416,476 1,295,145
30 Yr Pass Thru 3.000 03-01-43   496,476 481,265
30 Yr Pass Thru 3.000 12-01-45   2,226,048 2,143,934
30 Yr Pass Thru 3.000 10-01-46   7,620,040 7,327,048
30 Yr Pass Thru 3.000 10-01-46   2,425,895 2,328,828
30 Yr Pass Thru 3.000 12-01-46   1,823,503 1,749,970
30 Yr Pass Thru 3.000 12-01-46   1,654,245 1,594,258
30 Yr Pass Thru 3.000 04-01-47   2,839,814 2,717,652
30 Yr Pass Thru 3.000 10-01-49   3,907,419 3,722,541
30 Yr Pass Thru 3.000 10-01-49   3,082,201 2,933,478
30 Yr Pass Thru 3.000 12-01-49   862,239 821,442
30 Yr Pass Thru 3.000 12-01-49   4,146,852 3,941,574
30 Yr Pass Thru 3.000 01-01-50   5,474,099 5,215,094
30 Yr Pass Thru 3.500 10-01-46   2,607,146 2,572,774
30 Yr Pass Thru 3.500 12-01-46   1,161,844 1,145,800
30 Yr Pass Thru 3.500 11-01-48   918,157 902,896
30 Yr Pass Thru 3.500 03-01-52   2,271,400 2,214,897
30 Yr Pass Thru 4.000 11-01-47   453,992 457,311
30 Yr Pass Thru 4.000 08-01-48   531,209 535,757
30 Yr Pass Thru 4.500 03-01-41   845,192 884,750
12 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 5.500 11-01-39   526,904 $565,287
Federal National Mortgage Association          
30 Yr Pass Thru 2.000 09-01-50   12,367,542 10,989,621
30 Yr Pass Thru 2.000 09-01-50   4,046,680 3,595,822
30 Yr Pass Thru 2.000 10-01-50   1,610,152 1,430,758
30 Yr Pass Thru 2.000 02-01-52   18,510,496 16,367,179
30 Yr Pass Thru (C) 2.500 TBA   47,166,000 43,031,598
30 Yr Pass Thru 2.500 09-01-50   11,078,370 10,196,075
30 Yr Pass Thru 2.500 09-01-50   12,381,827 11,395,722
30 Yr Pass Thru 2.500 08-01-51   7,542,225 6,923,286
30 Yr Pass Thru 2.500 08-01-51   4,041,268 3,709,629
30 Yr Pass Thru 2.500 11-01-51   4,362,515 4,010,989
30 Yr Pass Thru 2.500 01-01-52   4,462,105 4,081,104
30 Yr Pass Thru 3.000 02-01-43   344,516 331,742
30 Yr Pass Thru 3.000 03-01-43   123,462 119,578
30 Yr Pass Thru 3.000 05-01-43   190,629 184,633
30 Yr Pass Thru 3.000 12-01-45   2,188,785 2,098,732
30 Yr Pass Thru 3.000 02-01-47   1,892,435 1,822,263
30 Yr Pass Thru 3.000 10-01-47   3,791,969 3,637,142
30 Yr Pass Thru 3.000 12-01-47   981,523 939,300
30 Yr Pass Thru 3.000 10-01-49   4,414,342 4,210,997
30 Yr Pass Thru 3.000 11-01-49   802,244 763,534
30 Yr Pass Thru 3.000 02-01-52   2,534,854 2,394,719
30 Yr Pass Thru 3.500 06-01-42   1,977,263 1,966,849
30 Yr Pass Thru 3.500 06-01-43   3,590,547 3,569,393
30 Yr Pass Thru 3.500 12-01-44   689,753 681,810
30 Yr Pass Thru 3.500 04-01-45   582,111 574,862
30 Yr Pass Thru 3.500 04-01-45   234,497 231,576
30 Yr Pass Thru 3.500 07-01-47   5,456,825 5,370,108
30 Yr Pass Thru 3.500 12-01-47   875,723 860,438
30 Yr Pass Thru 3.500 06-01-49   4,751,663 4,673,182
30 Yr Pass Thru 3.500 09-01-49   533,649 520,040
30 Yr Pass Thru 3.500 01-01-50   1,684,946 1,640,925
30 Yr Pass Thru 3.500 03-01-50   3,152,278 3,070,907
30 Yr Pass Thru 3.500 02-01-52   2,203,467 2,151,408
30 Yr Pass Thru 3.500 04-01-52   2,873,158 2,793,605
30 Yr Pass Thru (C) 4.000 TBA   28,685,000 28,521,406
30 Yr Pass Thru 4.000 01-01-41   1,067,765 1,083,855
30 Yr Pass Thru 4.000 09-01-41   493,362 501,012
30 Yr Pass Thru 4.000 10-01-41   3,520,053 3,573,404
30 Yr Pass Thru 4.000 01-01-47   4,048,230 4,100,949
30 Yr Pass Thru 4.000 04-01-48   566,068 570,964
30 Yr Pass Thru 4.000 10-01-48   509,271 513,675
30 Yr Pass Thru 4.000 07-01-49   647,200 649,965
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 13

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 4.500 11-01-39   964,922 $1,001,509
30 Yr Pass Thru 4.500 09-01-40   491,586 510,829
30 Yr Pass Thru 4.500 05-01-41   312,241 324,333
30 Yr Pass Thru 4.500 07-01-41   1,174,568 1,228,441
30 Yr Pass Thru 4.500 01-01-43   379,073 396,460
30 Yr Pass Thru 4.500 04-01-48   2,222,610 2,295,208
30 Yr Pass Thru 4.500 07-01-48   912,452 934,272
30 Yr Pass Thru 7.000 06-01-32   617 681
30 Yr Pass Thru 7.500 04-01-31   1,099 1,218
30 Yr Pass Thru 8.000 01-01-31   839 927
Foreign government obligations 0.2%       $8,431,491
(Cost $8,911,017)          
Argentina 0.0%         1,831,235
Republic of Argentina
Bond (2.500% to 7-9-22, then 3.500% to 7-9-29, then 4.875% thereafter)
2.500 07-09-41   5,477,000 1,831,235
Qatar 0.1%         2,900,818
State of Qatar          
Bond (D) 3.375 03-14-24   1,718,000 1,725,267
Bond (D) 5.103 04-23-48   1,060,000 1,175,551
Saudi Arabia 0.1%         3,699,438
Kingdom of Saudi Arabia
Bond (D)
4.375 04-16-29   3,559,000 3,699,438
Corporate bonds 21.4%     $906,371,230
(Cost $1,003,587,784)          
Communication services 2.8%     118,801,694
Diversified telecommunication services 0.8%      
AT&T, Inc. 3.100 02-01-43   8,521,000 6,593,284
AT&T, Inc. 3.500 06-01-41   2,780,000 2,310,225
AT&T, Inc. 3.650 06-01-51   2,823,000 2,287,880
AT&T, Inc. 3.800 02-15-27   320,000 319,138
C&W Senior Financing DAC (D) 6.875 09-15-27   1,515,000 1,470,020
Connect Finco SARL (D) 6.750 10-01-26   2,042,000 1,985,845
GCI LLC (D) 4.750 10-15-28   860,000 797,650
Kenbourne Invest SA (D) 4.700 01-22-28   309,000 265,277
Kenbourne Invest SA (D) 6.875 11-26-24   500,000 476,875
Level 3 Financing, Inc. (D) 3.400 03-01-27   2,649,000 2,384,100
Switch, Ltd. (D) 3.750 09-15-28   272,000 255,000
Telecom Argentina SA (D) 8.000 07-18-26   948,000 898,239
Telecom Italia SpA (D) 5.303 05-30-24   1,140,000 1,118,625
Telefonica Emisiones SA 5.213 03-08-47   3,169,000 2,980,857
Telesat Canada (D) 5.625 12-06-26   738,000 526,891
14 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Communication services (continued)      
Diversified telecommunication services (continued)      
Total Play Telecomunicaciones SA de CV (D) 6.375 09-20-28   1,376,000 $1,146,222
Total Play Telecomunicaciones SA de CV (D) 7.500 11-12-25   2,803,000 2,599,783
Verizon Communications, Inc. 4.329 09-21-28   4,253,000 4,277,332
Verizon Communications, Inc. 4.400 11-01-34   2,190,000 2,157,324
Entertainment 0.5%      
AMC Entertainment Holdings, Inc. (D) 10.000 06-15-26   2,413,000 2,021,056
Lions Gate Capital Holdings LLC (D) 5.500 04-15-29   1,586,000 1,405,973
Live Nation Entertainment, Inc. (D) 4.750 10-15-27   1,905,000 1,789,748
Magallanes, Inc. (D) 4.279 03-15-32   3,204,000 2,976,178
Netflix, Inc. 4.875 04-15-28   3,225,000 3,157,082
Netflix, Inc. (D) 4.875 06-15-30   1,230,000 1,199,262
Netflix, Inc. (D) 5.375 11-15-29   435,000 435,435
Netflix, Inc. 5.875 11-15-28   3,100,000 3,193,000
Playtika Holding Corp. (D) 4.250 03-15-29   249,000 224,339
Take-Two Interactive Software, Inc. 3.300 03-28-24   1,884,000 1,872,572
Take-Two Interactive Software, Inc. 3.550 04-14-25   1,064,000 1,053,580
WMG Acquisition Corp. (D) 3.000 02-15-31   2,850,000 2,377,727
WMG Acquisition Corp. (D) 3.875 07-15-30   1,442,000 1,290,590
Interactive media and services 0.1%      
ANGI Group LLC (D) 3.875 08-15-28   1,213,000 960,550
Match Group Holdings II LLC (D) 3.625 10-01-31   726,000 603,959
Match Group Holdings II LLC (D) 4.125 08-01-30   1,271,000 1,135,956
Twitter, Inc. (D) 3.875 12-15-27   930,000 911,684
Media 0.8%      
Altice Financing SA (D) 5.000 01-15-28   351,000 292,990
Altice France Holding SA (D) 10.500 05-15-27   225,000 228,094
Cable One, Inc. (D) 4.000 11-15-30   448,000 384,388
CCO Holdings LLC (D) 4.500 06-01-33   1,180,000 965,382
Charter Communications Operating LLC 3.900 06-01-52   1,314,000 948,049
Charter Communications Operating LLC 4.200 03-15-28   3,188,000 3,080,368
Charter Communications Operating LLC 4.800 03-01-50   3,780,000 3,096,830
Charter Communications Operating LLC 5.750 04-01-48   3,713,000 3,486,140
Charter Communications Operating LLC 6.484 10-23-45   2,885,000 2,907,799
Clear Channel Outdoor Holdings, Inc. (D) 7.750 04-15-28   405,000 381,713
Comcast Corp. 4.150 10-15-28   3,870,000 3,890,839
Globo Comunicacao e Participacoes SA (D) 4.875 01-22-30   1,890,000 1,625,419
LCPR Senior Secured Financing DAC (D) 5.125 07-15-29   625,000 568,941
LCPR Senior Secured Financing DAC (D) 6.750 10-15-27   689,000 684,711
News Corp. (D) 3.875 05-15-29   1,943,000 1,756,904
News Corp. (D) 5.125 02-15-32   611,000 583,505
Radiate Holdco LLC (D) 6.500 09-15-28   801,000 704,880
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 15

  Rate (%) Maturity date   Par value^ Value
Communication services (continued)      
Media (continued)      
Sirius XM Radio, Inc. (D) 4.000 07-15-28   1,754,000 $1,585,178
Sirius XM Radio, Inc. (D) 5.000 08-01-27   2,222,000 2,144,230
Stagwell Global LLC (D) 5.625 08-15-29   2,712,000 2,393,855
Townsquare Media, Inc. (D) 6.875 02-01-26   411,000 409,192
Univision Communications, Inc. (D) 4.500 05-01-29   508,000 455,930
Videotron, Ltd. (D) 3.625 06-15-29   839,000 729,930
Virgin Media Finance PLC (D) 5.000 07-15-30   334,000 290,580
Wireless telecommunication services 0.6%      
Millicom International Cellular SA (D) 5.125 01-15-28   180,000 169,650
Millicom International Cellular SA (D) 6.250 03-25-29   1,066,500 1,056,523
MTN Mauritius Investments, Ltd. (D) 4.755 11-11-24   1,260,000 1,247,603
Oztel Holdings SPC, Ltd. (D) 6.625 04-24-28   785,000 813,329
SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year ICE Swap Rate + 4.854%) (E) 6.875 07-19-27   2,900,000 2,712,428
Sprint Corp. 7.875 09-15-23   1,454,000 1,526,700
Telefonica Celular del Paraguay SA (D) 5.875 04-15-27   1,073,000 1,075,167
T-Mobile USA, Inc. 2.050 02-15-28   3,552,000 3,129,429
T-Mobile USA, Inc. 2.550 02-15-31   1,138,000 966,554
T-Mobile USA, Inc. 2.875 02-15-31   245,000 207,968
T-Mobile USA, Inc. 3.375 04-15-29   2,210,000 1,999,299
T-Mobile USA, Inc. 3.750 04-15-27   1,527,000 1,484,693
T-Mobile USA, Inc. 3.875 04-15-30   3,015,000 2,853,513
T-Mobile USA, Inc. 4.500 04-15-50   1,885,000 1,717,926
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) 7.000 04-04-79   2,638,000 2,785,807
Consumer discretionary 2.6%     111,472,620
Auto components 0.0%      
Aptiv PLC 3.250 03-01-32   840,000 741,014
Dealer Tire LLC (D) 8.000 02-01-28   642,000 628,030
LCM Investments Holdings II LLC (D) 4.875 05-01-29   494,000 432,902
Automobiles 0.8%      
Daimler Finance North America LLC (D) 3.500 08-03-25   895,000 887,306
Daimler Trucks Finance North America LLC (D) 1.625 12-13-24   1,744,000 1,656,123
Ford Motor Company 3.250 02-12-32   980,000 796,446
Ford Motor Credit Company LLC 2.900 02-16-28   330,000 282,975
Ford Motor Credit Company LLC 4.000 11-13-30   887,000 767,255
Ford Motor Credit Company LLC 4.125 08-17-27   2,039,000 1,890,255
Ford Motor Credit Company LLC 4.134 08-04-25   6,042,000 5,800,320
Ford Motor Credit Company LLC 5.113 05-03-29   3,014,000 2,855,765
General Motors Company 5.400 04-01-48   1,375,000 1,291,153
General Motors Financial Company, Inc. 2.400 10-15-28   4,272,000 3,654,795
16 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Consumer discretionary (continued)      
Automobiles (continued)      
General Motors Financial Company, Inc. 3.600 06-21-30   5,367,000 $4,827,346
General Motors Financial Company, Inc. 4.350 01-17-27   1,998,000 1,971,430
Hyundai Capital America (D) 1.000 09-17-24   2,134,000 1,986,095
Hyundai Capital America (D) 1.800 10-15-25   726,000 668,958
Hyundai Capital America (D) 2.375 10-15-27   726,000 646,283
Nissan Motor Acceptance Company LLC (D) 1.125 09-16-24   1,076,000 999,956
Nissan Motor Acceptance Company LLC (D) 3.450 03-15-23   960,000 958,866
Diversified consumer services 0.1%      
GEMS MENASA Cayman, Ltd. (D) 7.125 07-31-26   1,011,000 1,008,270
Service Corp. International 3.375 08-15-30   991,000 852,260
Service Corp. International 4.000 05-15-31   1,326,000 1,193,400
Sotheby’s (D) 7.375 10-15-27   1,078,000 1,062,962
Hotels, restaurants and leisure 1.2%      
Affinity Gaming (D) 6.875 12-15-27   579,000 542,315
Booking Holdings, Inc. 4.625 04-13-30   2,479,000 2,534,936
Caesars Resort Collection LLC (D) 5.750 07-01-25   656,000 669,940
CCM Merger, Inc. (D) 6.375 05-01-26   503,000 501,743
Choice Hotels International, Inc. 3.700 12-01-29   1,287,000 1,202,640
Choice Hotels International, Inc. 3.700 01-15-31   1,312,000 1,212,692
Dave & Buster’s, Inc. (D) 7.625 11-01-25   163,000 169,113
Expedia Group, Inc. 2.950 03-15-31   1,494,000 1,282,098
Expedia Group, Inc. 3.250 02-15-30   2,321,000 2,070,407
Expedia Group, Inc. 3.800 02-15-28   3,235,000 3,080,988
Expedia Group, Inc. 4.625 08-01-27   2,049,000 2,058,364
Expedia Group, Inc. 5.000 02-15-26   2,689,000 2,747,711
Full House Resorts, Inc. (D) 8.250 02-15-28   730,000 722,839
Hilton Domestic Operating Company, Inc. (D) 3.625 02-15-32   1,415,000 1,198,321
Hilton Domestic Operating Company, Inc. (D) 4.000 05-01-31   666,000 595,637
Hilton Domestic Operating Company, Inc. 4.875 01-15-30   1,604,000 1,547,379
Hilton Domestic Operating Company, Inc. (D) 5.750 05-01-28   237,000 240,377
Hilton Grand Vacations Borrower Escrow LLC (D) 4.875 07-01-31   921,000 804,309
Hilton Grand Vacations Borrower Escrow LLC (D) 5.000 06-01-29   1,217,000 1,098,343
Hyatt Hotels Corp. 1.800 10-01-24   1,135,000 1,079,020
Hyatt Hotels Corp. 6.000 04-23-30   1,190,000 1,248,997
International Game Technology PLC (D) 5.250 01-15-29   225,000 213,383
International Game Technology PLC (D) 6.500 02-15-25   765,000 778,388
Jacobs Entertainment, Inc. (D) 6.750 02-15-29   568,000 556,470
Life Time, Inc. (D) 8.000 04-15-26   502,000 490,125
Marriott International, Inc. 2.850 04-15-31   1,894,000 1,628,892
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 17

  Rate (%) Maturity date   Par value^ Value
Consumer discretionary (continued)      
Hotels, restaurants and leisure (continued)      
Marriott International, Inc. 3.125 06-15-26   650,000 $629,684
Marriott International, Inc. 3.500 10-15-32   1,031,000 920,760
Marriott International, Inc. 4.625 06-15-30   1,760,000 1,735,416
Marriott Ownership Resorts, Inc. (D) 4.500 06-15-29   211,000 185,680
MGM Resorts International 4.750 10-15-28   2,252,000 2,068,575
Midwest Gaming Borrower LLC (D) 4.875 05-01-29   1,354,000 1,188,176
Mohegan Gaming & Entertainment (D) 8.000 02-01-26   1,580,000 1,402,250
New Red Finance, Inc. (D) 4.000 10-15-30   2,782,000 2,378,193
Papa John’s International, Inc. (D) 3.875 09-15-29   229,000 200,306
Premier Entertainment Sub LLC (D) 5.625 09-01-29   909,000 727,200
Premier Entertainment Sub LLC (D) 5.875 09-01-31   2,727,000 2,147,513
Resorts World Las Vegas LLC (D) 4.625 04-16-29   1,290,000 1,123,767
Resorts World Las Vegas LLC (D) 4.625 04-06-31   600,000 512,895
Travel + Leisure Company (D) 4.625 03-01-30   1,354,000 1,205,060
Travel + Leisure Company 6.600 10-01-25   585,000 606,938
Wyndham Hotels & Resorts, Inc. (D) 4.375 08-15-28   741,000 690,642
Yum! Brands, Inc. 3.625 03-15-31   1,378,000 1,184,062
Yum! Brands, Inc. (D) 4.750 01-15-30   908,000 863,735
Household durables 0.1%      
Brookfield Residential Properties, Inc. (D) 5.000 06-15-29   773,000 683,676
Century Communities, Inc. (D) 3.875 08-15-29   1,730,000 1,457,681
Century Communities, Inc. 6.750 06-01-27   1,349,000 1,363,852
Empire Communities Corp. (D) 7.000 12-15-25   287,000 271,933
KB Home 4.000 06-15-31   1,278,000 1,092,690
MDC Holdings, Inc. 2.500 01-15-31   632,000 507,448
Toll Brothers Finance Corp. 3.800 11-01-29   285,000 258,676
Internet and direct marketing retail 0.2%      
Amazon.com, Inc. 3.150 08-22-27   3,769,000 3,688,742
Amazon.com, Inc. 4.050 08-22-47   1,945,000 1,894,818
eBay, Inc. 2.700 03-11-30   2,477,000 2,181,870
QVC, Inc. 5.450 08-15-34   1,560,000 1,249,950
Multiline retail 0.1%      
Dollar Tree, Inc. 4.200 05-15-28   3,698,000 3,669,502
Macy’s Retail Holdings LLC (D) 5.875 04-01-29   287,000 272,254
Macy’s Retail Holdings LLC (D) 5.875 03-15-30   103,000 96,650
Macy’s Retail Holdings LLC (D) 6.125 03-15-32   188,000 173,900
Specialty retail 0.1%      
Asbury Automotive Group, Inc. (D) 4.625 11-15-29   274,000 246,636
Asbury Automotive Group, Inc. 4.750 03-01-30   884,000 792,258
AutoNation, Inc. 4.750 06-01-30   1,295,000 1,275,366
Group 1 Automotive, Inc. (D) 4.000 08-15-28   122,000 109,767
Ken Garff Automotive LLC (D) 4.875 09-15-28   603,000 548,754
18 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Consumer discretionary (continued)      
Specialty retail (continued)      
Lithia Motors, Inc. (D) 3.875 06-01-29   577,000 $521,014
Lithia Motors, Inc. (D) 4.375 01-15-31   577,000 529,398
Lithia Motors, Inc. (D) 4.625 12-15-27   288,000 274,320
Specialty Building Products Holdings LLC (D) 6.375 09-30-26   120,000 116,976
Textiles, apparel and luxury goods 0.0%      
Levi Strauss & Company (D) 3.500 03-01-31   333,000 288,045
Consumer staples 0.6%     25,405,935
Beverages 0.0%      
Anheuser-Busch InBev Worldwide, Inc. 4.600 04-15-48   1,861,000 1,752,416
Food and staples retailing 0.1%      
Advantage Sales & Marketing, Inc. (D) 6.500 11-15-28   1,755,000 1,594,856
Albertsons Companies, Inc. (D) 3.250 03-15-26   763,000 696,238
Albertsons Companies, Inc. (D) 3.500 03-15-29   1,897,000 1,598,033
U.S. Foods, Inc. (D) 4.750 02-15-29   1,162,000 1,073,339
Food products 0.4%      
BRF SA (D) 5.750 09-21-50   1,714,000 1,343,793
Coruripe Netherlands BV (D) 10.000 02-10-27   1,488,000 1,287,120
JBS Finance Luxembourg Sarl (D) 3.625 01-15-32   1,341,000 1,144,476
JBS USA LUX SA (D) 3.750 12-01-31   434,000 381,920
Kraft Heinz Foods Company 4.375 06-01-46   2,004,000 1,755,778
Kraft Heinz Foods Company 4.875 10-01-49   293,000 272,793
Kraft Heinz Foods Company 5.000 06-04-42   1,265,000 1,216,820
Kraft Heinz Foods Company 5.500 06-01-50   1,535,000 1,545,700
Kraft Heinz Foods Company 6.500 02-09-40   1,107,000 1,215,768
MARB BondCo PLC (D) 3.950 01-29-31   1,895,000 1,574,139
NBM US Holdings, Inc. (D) 6.625 08-06-29   1,623,000 1,657,505
Post Holdings, Inc. (D) 5.500 12-15-29   1,421,000 1,293,110
Simmons Foods, Inc. (D) 4.625 03-01-29   186,000 167,841
Household products 0.1%      
Edgewell Personal Care Company (D) 4.125 04-01-29   740,000 656,750
Edgewell Personal Care Company (D) 5.500 06-01-28   1,520,000 1,470,600
Personal products 0.0%      
Natura Cosmeticos SA (D) 4.125 05-03-28   889,000 797,077
Oriflame Investment Holding PLC (D) 5.125 05-04-26   1,277,000 909,863
Energy 2.0%     86,171,740
Energy equipment and services 0.1%      
CSI Compressco LP (D) 7.500 04-01-25   1,439,000 1,384,016
CSI Compressco LP (D) 7.500 04-01-25   262,000 251,989
CSI Compressco LP (10.000% Cash or 7.250% Cash and 3.500% PIK) (D) 10.000 04-01-26   1,156,918 1,122,210
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 19

  Rate (%) Maturity date   Par value^ Value
Energy (continued)      
Energy equipment and services (continued)      
Inkia Energy, Ltd. (D) 5.875 11-09-27   220,000 $207,627
Oil, gas and consumable fuels 1.9%      
Aker BP ASA (D) 3.000 01-15-25   1,070,000 1,043,169
Aker BP ASA (D) 3.750 01-15-30   1,310,000 1,222,027
Aker BP ASA (D) 4.000 01-15-31   2,648,000 2,489,295
Altera Infrastructure LP (D) 8.500 07-15-23   1,216,000 668,800
Antero Midstream Partners LP (D) 5.375 06-15-29   1,129,000 1,058,234
Antero Resources Corp. (D) 5.375 03-01-30   230,000 224,731
Ascent Resources Utica Holdings LLC (D) 5.875 06-30-29   1,387,000 1,342,491
Cheniere Energy Partners LP 4.000 03-01-31   2,636,000 2,385,857
Cheniere Energy Partners LP 4.500 10-01-29   2,626,000 2,514,395
Continental Resources, Inc. 4.900 06-01-44   1,129,000 984,940
Coterra Energy, Inc. (D) 4.375 06-01-24   1,860,000 1,873,007
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (D) 5.850 05-21-43   1,062,000 965,220
Diamondback Energy, Inc. 3.125 03-24-31   1,185,000 1,057,462
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) 5.500 07-15-77   1,750,000 1,676,345
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) 5.750 07-15-80   1,735,000 1,721,988
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) 6.250 03-01-78   1,755,000 1,769,905
Energean Israel Finance, Ltd. (D) 5.375 03-30-28   439,000 402,315
Energean Israel Finance, Ltd. (D) 5.875 03-30-31   772,000 691,513
Energy Transfer LP 4.200 04-15-27   1,199,000 1,181,274
Energy Transfer LP 5.150 03-15-45   1,751,000 1,578,346
Energy Transfer LP 5.250 04-15-29   3,812,000 3,871,973
Energy Transfer LP 5.400 10-01-47   1,185,000 1,088,810
Energy Transfer LP 5.500 06-01-27   1,831,000 1,895,494
Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (E) 6.500 11-15-26   2,312,000 2,196,654
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) 5.250 08-16-77   3,068,000 2,803,106
EQT Corp. 7.500 02-01-30   734,000 812,971
Hess Midstream Operations LP (D) 4.250 02-15-30   399,000 365,999
Hess Midstream Operations LP (D) 5.500 10-15-30   178,000 175,382
Inversiones Latin America Power Ltda (D) 5.125 06-15-33   951,572 742,226
Kinder Morgan Energy Partners LP 7.750 03-15-32   1,345,000 1,615,463
Leviathan Bond, Ltd. (D) 6.500 06-30-27   2,940,000 2,889,385
Leviathan Bond, Ltd. (D) 6.750 06-30-30   256,000 249,844
Lundin Energy Finance BV (D) 2.000 07-15-26   1,272,000 1,147,359
Lundin Energy Finance BV (D) 3.100 07-15-31   1,805,000 1,573,827
20 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Energy (continued)      
Oil, gas and consumable fuels (continued)      
MC Brazil Downstream Trading SARL (D) 7.250 06-30-31   1,381,000 $1,201,470
Midwest Connector Capital Company LLC (D) 3.900 04-01-24   2,644,000 2,628,038
MPLX LP 4.000 03-15-28   1,538,000 1,491,111
MPLX LP 4.125 03-01-27   310,000 307,128
MPLX LP 4.250 12-01-27   1,156,000 1,145,191
MPLX LP (6.875% to 2-15-23, then 3 month LIBOR + 4.652%) (E) 6.875 02-15-23   3,780,000 3,700,620
Ovintiv, Inc. 7.200 11-01-31   318,000 363,119
Parkland Corp. (D) 4.500 10-01-29   823,000 720,405
Parkland Corp. (D) 4.625 05-01-30   949,000 830,375
Petrobras Global Finance BV 6.900 03-19-49   800,000 753,672
Petrorio Luxembourg Trading Sarl (D) 6.125 06-09-26   834,000 801,683
Sabine Pass Liquefaction LLC 4.200 03-15-28   1,070,000 1,049,328
Sabine Pass Liquefaction LLC 4.500 05-15-30   2,270,000 2,252,363
Sabine Pass Liquefaction LLC 5.000 03-15-27   890,000 910,200
Sabine Pass Liquefaction LLC 5.875 06-30-26   1,274,000 1,338,452
Southwestern Energy Company 4.750 02-01-32   727,000 687,473
Sunoco LP 4.500 05-15-29   363,000 326,420
Sunoco LP (D) 4.500 04-30-30   1,333,000 1,202,846
Targa Resources Corp. 4.950 04-15-52   2,315,000 2,114,346
Targa Resources Partners LP 4.000 01-15-32   1,896,000 1,719,369
The Williams Companies, Inc. 3.750 06-15-27   1,990,000 1,941,762
The Williams Companies, Inc. 4.550 06-24-24   4,029,000 4,082,648
The Williams Companies, Inc. 5.750 06-24-44   1,062,000 1,104,626
TransCanada PipeLines, Ltd. 4.250 05-15-28   1,100,000 1,098,541
Venture Global Calcasieu Pass LLC (D) 3.875 08-15-29   476,000 434,350
Venture Global Calcasieu Pass LLC (D) 4.125 08-15-31   794,000 720,555
Financials 5.1%     215,121,136
Banks 2.8%      
Australia & New Zealand Banking Group, Ltd. (6.750% to 6-15-26, then 5 Year ICE Swap Rate + 5.168%) (D)(E) 6.750 06-15-26   960,000 1,005,600
Banco Davivienda SA (6.650% to 4-22-31, then 10 Year CMT + 5.097%) (D)(E) 6.650 04-22-31   612,000 543,150
Banco Santander SA 4.379 04-12-28   1,380,000 1,347,576
Bank of America Corp. (1.734% to 7-22-26, then SOFR + 0.960%) 1.734 07-22-27   632,000 567,146
Bank of America Corp. (2.087% to 6-14-28, then SOFR + 1.060%) 2.087 06-14-29   2,867,000 2,489,539
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) 2.592 04-29-31   2,415,000 2,085,166
Bank of America Corp. (2.687% to 4-22-31, then SOFR + 1.320%) 2.687 04-22-32   4,774,000 4,095,561
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 21

  Rate (%) Maturity date   Par value^ Value
Financials (continued)      
Banks (continued)      
Bank of America Corp. 3.248 10-21-27   2,365,000 $2,250,320
Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) 3.846 03-08-37   2,318,000 2,062,553
Bank of America Corp. 3.950 04-21-25   2,424,000 2,411,480
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (E) 6.300 03-10-26   3,591,000 3,671,798
Barclays PLC 4.375 01-12-26   1,430,000 1,425,019
Barclays PLC (4.375% to 3-15-28, then 5 Year CMT + 3.410%) (E) 4.375 03-15-28   1,977,000 1,648,324
BPCE SA (D) 4.500 03-15-25   1,825,000 1,822,898
Citigroup, Inc. (2.561% to 5-1-31, then SOFR + 1.167%) 2.561 05-01-32   1,379,000 1,164,026
Citigroup, Inc. 3.200 10-21-26   3,106,000 2,993,791
Citigroup, Inc. 4.600 03-09-26   3,854,000 3,881,122
Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (E) 4.700 01-30-25   3,243,000 2,944,644
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (E) 6.250 08-15-26   2,215,000 2,213,605
Citizens Financial Group, Inc. 3.250 04-30-30   2,922,000 2,671,442
Credit Agricole SA (D) 2.811 01-11-41   1,137,000 828,741
Credit Agricole SA (D) 3.250 01-14-30   2,476,000 2,184,539
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (D)(E) 7.875 01-23-24   1,350,000 1,383,750
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (E) 5.100 06-30-23   1,381,000 1,341,296
Freedom Mortgage Corp. (D) 8.125 11-15-24   1,212,000 1,174,028
Freedom Mortgage Corp. (D) 8.250 04-15-25   250,000 240,000
HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (E) 6.375 03-30-25   342,000 343,464
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (E) 6.500 04-16-25   375,000 374,063
Intesa Sanpaolo SpA (4.198% to 6-1-31, then 1 Year CMT + 2.600%) (D) 4.198 06-01-32   974,000 806,766
JPMorgan Chase & Co. (2.522% to 4-22-30, then SOFR + 2.040%) 2.522 04-22-31   3,693,000 3,208,182
JPMorgan Chase & Co. 2.950 10-01-26   1,690,000 1,619,491
JPMorgan Chase & Co. (2.956% to 5-13-30, then SOFR + 2.515%) 2.956 05-13-31   2,524,000 2,218,551
JPMorgan Chase & Co. (2.963% to 1-25-32, then SOFR + 1.260%) 2.963 01-25-33   594,000 522,585
JPMorgan Chase & Co. (3.960% to 1-29-26, then 3 month LIBOR + 1.245%) 3.960 01-29-27   2,293,000 2,268,868
22 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Financials (continued)      
Banks (continued)      
JPMorgan Chase & Co. (4.600% to 2-1-25, then SOFR + 3.125%) (E) 4.600 02-01-25   2,233,000 $2,063,962
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (E) 6.750 02-01-24   2,932,000 2,983,559
Lloyds Banking Group PLC 4.450 05-08-25   5,010,000 5,060,863
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (E) 7.500 06-27-24   1,755,000 1,790,100
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (E) 5.125 11-01-26   755,000 741,788
NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) 3.754 11-01-29   918,000 896,580
NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (E) 6.000 12-29-25   2,885,000 2,843,312
NatWest Markets PLC (D) 1.600 09-29-26   3,802,000 3,408,974
PNC Bank NA 4.050 07-26-28   543,000 536,830
Santander Holdings USA, Inc. (2.490% to 1-6-27, then SOFR + 1.249%) 2.490 01-06-28   1,961,000 1,776,453
Santander Holdings USA, Inc. 3.244 10-05-26   4,279,000 4,068,503
Santander Holdings USA, Inc. 3.450 06-02-25   4,321,000 4,241,776
Santander Holdings USA, Inc. 3.500 06-07-24   2,412,000 2,397,147
Santander Holdings USA, Inc. 4.400 07-13-27   870,000 858,130
Societe Generale SA (4.750% to 5-26-26, then 5 Year CMT + 3.931%) (D)(E) 4.750 05-26-26   1,776,000 1,574,663
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (D)(E) 5.375 11-18-30   1,688,000 1,482,064
The PNC Financial Services Group, Inc. 3.150 05-19-27   97,000 94,307
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (E) 3.400 09-15-26   3,026,000 2,602,360
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (E) 4.850 06-01-23   1,001,000 979,729
The PNC Financial Services Group, Inc. (3 month LIBOR + 3.678%) (E)(F) 4.964 08-01-22   1,861,000 1,844,872
Wells Fargo & Company (2.393% to 6-2-27, then SOFR + 2.100%) 2.393 06-02-28   4,256,000 3,871,809
Wells Fargo & Company (2.879% to 10-30-29, then SOFR + 1.432%) 2.879 10-30-30   3,365,000 3,016,222
Wells Fargo & Company (3.068% to 4-30-40, then SOFR + 2.530%) 3.068 04-30-41   1,964,000 1,578,682
Wells Fargo & Company (3.350% to 3-2-32, then SOFR + 1.500%) 3.350 03-02-33   1,671,000 1,518,274
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (E) 5.875 06-15-25   4,959,000 4,996,193
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 23

  Rate (%) Maturity date   Par value^ Value
Financials (continued)      
Capital markets 1.2%      
Ares Capital Corp. 2.150 07-15-26   2,379,000 $2,110,104
Ares Capital Corp. 2.875 06-15-28   1,511,000 1,304,461
Ares Capital Corp. 3.875 01-15-26   2,027,000 1,945,982
Ares Capital Corp. 4.200 06-10-24   1,615,000 1,616,016
Blackstone Private Credit Fund (D) 2.350 11-22-24   1,987,000 1,874,976
Blackstone Private Credit Fund (D) 2.700 01-15-25   1,587,000 1,491,802
Blackstone Private Credit Fund (D) 3.250 03-15-27   450,000 403,496
Blackstone Private Credit Fund (D) 4.000 01-15-29   2,215,000 1,984,597
Cantor Fitzgerald LP (D) 4.875 05-01-24   2,164,000 2,203,144
Deutsche Bank AG 0.962 11-08-23   3,181,000 3,065,318
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) 2.311 11-16-27   1,807,000 1,597,857
Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) 3.742 01-07-33   2,475,000 2,021,840
Lazard Group LLC 4.375 03-11-29   1,115,000 1,092,921
Macquarie Bank, Ltd. (D) 3.624 06-03-30   1,265,000 1,135,188
Macquarie Bank, Ltd. (D) 4.875 06-10-25   1,635,000 1,650,065
Morgan Stanley (2.188% to 4-28-25, then SOFR + 1.990%) 2.188 04-28-26   5,557,000 5,240,891
Morgan Stanley (2.239% to 7-21-31, then SOFR + 1.178%) 2.239 07-21-32   1,141,000 941,816
Morgan Stanley (2.484% to 9-16-31, then SOFR + 1.360%) 2.484 09-16-36   3,451,000 2,760,998
Morgan Stanley 3.875 01-27-26   1,493,000 1,479,959
MSCI, Inc. (D) 3.250 08-15-33   1,436,000 1,213,420
MSCI, Inc. (D) 3.625 11-01-31   1,605,000 1,408,388
S&P Global, Inc. (D) 4.750 08-01-28   938,000 972,873
The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then SOFR + 1.281%) 2.615 04-22-32   5,947,000 5,030,157
The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then SOFR + 1.264%) 2.650 10-21-32   2,294,000 1,935,062
The Goldman Sachs Group, Inc. 3.850 01-26-27   4,886,000 4,776,406
UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (D)(E) 7.000 01-31-24   1,198,000 1,217,468
Consumer finance 0.2%      
Ally Financial, Inc. 5.125 09-30-24   2,834,000 2,917,182
Capital One Financial Corp. (1.343% to 12-6-23, then SOFR + 0.690%) 1.343 12-06-24   2,334,000 2,242,976
Discover Financial Services 4.100 02-09-27   621,000 614,409
Enova International, Inc. (D) 8.500 09-01-24   142,000 142,043
Enova International, Inc. (D) 8.500 09-15-25   1,353,000 1,346,235
OneMain Finance Corp. 6.875 03-15-25   335,000 336,675
OneMain Finance Corp. 8.875 06-01-25   375,000 393,563
Unifin Financiera SAB de CV (D) 9.875 01-28-29   1,156,495 714,136
24 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Financials (continued)      
Diversified financial services 0.2%      
GE Capital International Funding Company 4.418 11-15-35   1,299,000 $1,269,603
Jefferies Group LLC 4.150 01-23-30   1,680,000 1,590,328
Jefferies Group LLC 4.850 01-15-27   2,947,000 3,030,899
Voya Financial, Inc. (5.650% to 5-15-23, then 3 month LIBOR + 3.580%) 5.650 05-15-53   2,584,000 2,570,796
Insurance 0.6%      
Athene Holding, Ltd. 3.500 01-15-31   865,000 763,561
AXA SA 8.600 12-15-30   845,000 1,063,593
CNA Financial Corp. 2.050 08-15-30   627,000 521,356
CNO Financial Group, Inc. 5.250 05-30-25   882,000 909,563
CNO Financial Group, Inc. 5.250 05-30-29   2,373,000 2,418,687
Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (D) 4.125 12-15-51   1,870,000 1,697,025
Liberty Mutual Group, Inc. (7.800% to 3-15-37, then 3 month LIBOR + 3.576%) (D) 7.800 03-15-37   36,000 45,990
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) 6.400 12-15-36   1,955,000 2,027,746
MetLife, Inc. (9.250% to 4-8-38, then 3 month LIBOR + 5.540%) (D) 9.250 04-08-38   320,000 395,399
New York Life Insurance Company (D) 3.750 05-15-50   1,126,000 981,314
Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (D) 2.750 01-21-51   2,711,000 2,331,460
Nippon Life Insurance Company (5.100% to 10-16-24, then 5 Year U.S. Swap Rate + 3.650%) (D) 5.100 10-16-44   1,440,000 1,447,200
Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) 5.125 03-01-52   1,160,000 1,128,100
Prudential Financial, Inc. (5.875% to 9-15-22, then 3 month LIBOR + 4.175%) 5.875 09-15-42   3,687,000 3,677,783
SBL Holdings, Inc. (D) 5.000 02-18-31   1,703,000 1,535,358
Teachers Insurance & Annuity Association of America (D) 4.270 05-15-47   2,371,000 2,236,700
Unum Group 4.125 06-15-51   832,000 652,385
Thrifts and mortgage finance 0.1%      
Nationstar Mortgage Holdings, Inc. (D) 5.125 12-15-30   684,000 594,936
Nationstar Mortgage Holdings, Inc. (D) 5.500 08-15-28   887,000 807,170
Nationstar Mortgage Holdings, Inc. (D) 6.000 01-15-27   254,000 246,380
Radian Group, Inc. 4.500 10-01-24   985,000 959,144
Health care 1.0%     44,165,072
Biotechnology 0.2%      
AbbVie, Inc. 3.200 11-21-29   7,822,000 7,278,807
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 25

  Rate (%) Maturity date   Par value^ Value
Health care (continued)      
Health care equipment and supplies 0.0%      
Varex Imaging Corp. (D) 7.875 10-15-27   513,000 $528,390
Health care providers and services 0.6%      
AdaptHealth LLC (D) 5.125 03-01-30   912,000 784,320
AmerisourceBergen Corp. 2.800 05-15-30   1,794,000 1,602,956
Anthem, Inc. 2.250 05-15-30   560,000 482,924
Centene Corp. 3.000 10-15-30   2,313,000 2,012,310
Centene Corp. 3.375 02-15-30   935,000 835,376
Centene Corp. 4.250 12-15-27   289,000 280,330
Centene Corp. 4.625 12-15-29   618,000 598,548
CVS Health Corp. 3.750 04-01-30   1,606,000 1,534,581
CVS Health Corp. 4.300 03-25-28   830,000 833,681
CVS Health Corp. 5.050 03-25-48   1,857,000 1,868,186
DaVita, Inc. (D) 3.750 02-15-31   1,878,000 1,530,570
DaVita, Inc. (D) 4.625 06-01-30   1,768,000 1,538,160
Encompass Health Corp. 4.500 02-01-28   462,000 427,133
Encompass Health Corp. 4.625 04-01-31   535,000 472,138
Fresenius Medical Care US Finance III, Inc. (D) 2.375 02-16-31   3,207,000 2,606,563
HCA, Inc. 4.125 06-15-29   1,559,000 1,491,588
HCA, Inc. 5.250 04-15-25   1,508,000 1,553,414
HCA, Inc. 5.250 06-15-26   1,425,000 1,468,550
Rede D’or Finance Sarl (D) 4.500 01-22-30   1,370,000 1,197,243
Select Medical Corp. (D) 6.250 08-15-26   1,130,000 1,121,525
Universal Health Services, Inc. (D) 1.650 09-01-26   1,719,000 1,527,787
Universal Health Services, Inc. (D) 2.650 10-15-30   1,611,000 1,354,358
Pharmaceuticals 0.2%      
Bausch Health Companies, Inc. (D) 6.125 04-15-25   1,422,000 1,426,181
Catalent Pharma Solutions, Inc. (D) 3.125 02-15-29   282,000 244,703
Catalent Pharma Solutions, Inc. (D) 5.000 07-15-27   155,000 150,156
Jazz Securities DAC (D) 4.375 01-15-29   509,000 468,916
Organon & Company (D) 5.125 04-30-31   1,470,000 1,328,513
Royalty Pharma PLC 1.750 09-02-27   1,599,000 1,399,605
Viatris, Inc. 2.300 06-22-27   743,000 657,425
Viatris, Inc. 2.700 06-22-30   2,430,000 2,006,473
Viatris, Inc. 4.000 06-22-50   2,101,000 1,553,662
Industrials 2.8%     118,047,730
Aerospace and defense 0.4%      
DAE Funding LLC (D) 2.625 03-20-25   1,109,000 1,039,082
Huntington Ingalls Industries, Inc. 4.200 05-01-30   1,692,000 1,659,645
The Boeing Company 3.200 03-01-29   1,912,000 1,720,367
The Boeing Company 5.040 05-01-27   3,251,000 3,286,863
The Boeing Company 5.150 05-01-30   2,036,000 2,019,895
26 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Industrials (continued)      
Aerospace and defense (continued)      
The Boeing Company 5.805 05-01-50   2,172,000 $2,172,125
TransDigm, Inc. 5.500 11-15-27   3,258,000 2,987,553
Air freight and logistics 0.0%      
Simpar Europe SA (D) 5.200 01-26-31   480,000 393,605
Watco Companies LLC (D) 6.500 06-15-27   147,000 141,855
Airlines 1.0%      
Air Canada 2013-1 Class A Pass Through Trust (D) 4.125 05-15-25   671,013 648,863
Air Canada 2017-1 Class B Pass Through Trust (D) 3.700 01-15-26   535,787 511,805
Alaska Airlines 2020-1 Class B Pass Through Trust (D) 8.000 08-15-25   617,841 653,588
American Airlines 2015-1 Class A Pass Through Trust 3.375 05-01-27   4,846,208 4,500,916
American Airlines 2015-1 Class B Pass Through Trust 3.700 05-01-23   1,102,600 1,085,232
American Airlines 2016-1 Class A Pass Through Trust 4.100 01-15-28   1,666,658 1,499,961
American Airlines 2017-1 Class A Pass Through Trust 4.000 02-15-29   484,800 416,655
American Airlines 2017-1 Class AA Pass Through Trust 3.650 02-15-29   1,056,713 999,924
American Airlines 2017-2 Class A Pass Through Trust 3.600 10-15-29   873,613 778,929
American Airlines 2019-1 Class A Pass Through Trust 3.500 02-15-32   1,669,024 1,393,880
American Airlines 2019-1 Class AA Pass Through Trust 3.150 02-15-32   1,127,839 1,008,433
American Airlines 2021-1 Class A Pass Through Trust 2.875 07-11-34   1,092,000 962,157
American Airlines 2021-1 Class B Pass Through Trust 3.950 07-11-30   814,000 734,337
British Airways 2013-1 Class A Pass Through Trust (D) 4.625 06-20-24   703,806 699,463
British Airways 2018-1 Class A Pass Through Trust (D) 4.125 09-20-31   549,851 524,764
British Airways 2020-1 Class A Pass Through Trust (D) 4.250 11-15-32   495,454 479,610
British Airways 2020-1 Class B Pass Through Trust (D) 8.375 11-15-28   380,517 413,146
Delta Air Lines, Inc. 2.900 10-28-24   2,984,000 2,845,781
Delta Air Lines, Inc. 3.800 04-19-23   1,722,000 1,719,761
Delta Air Lines, Inc. 4.375 04-19-28   1,865,000 1,745,155
Delta Air Lines, Inc. (D) 4.500 10-20-25   370,000 367,496
Delta Air Lines, Inc. (D) 4.750 10-20-28   1,640,559 1,621,425
JetBlue 2019-1 Class AA Pass Through Trust 2.750 05-15-32   1,288,742 1,158,702
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 27

  Rate (%) Maturity date   Par value^ Value
Industrials (continued)      
Airlines (continued)      
United Airlines 2014-2 Class A Pass Through Trust 3.750 09-03-26   2,282,221 $2,231,234
United Airlines 2014-2 Class B Pass Through Trust 4.625 09-03-22   300,946 301,774
United Airlines 2016-1 Class A Pass Through Trust 3.450 07-07-28   2,044,412 1,745,966
United Airlines 2016-1 Class B Pass Through Trust 3.650 01-07-26   2,391,648 2,240,382
United Airlines 2018-1 Class B Pass Through Trust 4.600 03-01-26   221,824 213,521
United Airlines 2019-1 Class A Pass Through Trust 4.550 08-25-31   1,557,690 1,513,539
United Airlines 2020-1 Class A Pass Through Trust 5.875 10-15-27   3,765,058 3,841,476
United Airlines 2020-1 Class B Pass Through Trust 4.875 01-15-26   756,960 728,085
United Airlines, Inc. (D) 4.375 04-15-26   140,000 135,170
United Airlines, Inc. (D) 4.625 04-15-29   288,000 264,240
US Airways 2010-1 Class A Pass Through Trust 6.250 04-22-23   110,142 108,672
US Airways 2011-1 Class A Pass Through Trust 7.125 10-22-23   912,139 924,990
US Airways 2012-1 Class A Pass Through Trust 5.900 10-01-24   267,915 272,527
US Airways 2012-2 Class A Pass Through Trust 4.625 06-03-25   889,784 849,229
Building products 0.1%      
Builders FirstSource, Inc. (D) 4.250 02-01-32   1,630,000 1,391,613
Builders FirstSource, Inc. (D) 5.000 03-01-30   120,000 111,000
Builders FirstSource, Inc. (D) 6.750 06-01-27   141,000 145,406
MIWD Holdco II LLC (D) 5.500 02-01-30   290,000 250,850
Owens Corning 3.950 08-15-29   1,435,000 1,403,343
Commercial services and supplies 0.3%      
Albion Financing 1 Sarl (D) 6.125 10-15-26   955,000 888,150
Allied Universal Holdco LLC (D) 6.000 06-01-29   489,000 404,648
APX Group, Inc. (D) 5.750 07-15-29   1,322,000 1,083,181
Cimpress PLC (D) 7.000 06-15-26   2,114,000 1,971,305
Clean Harbors, Inc. (D) 4.875 07-15-27   120,000 117,600
Deluxe Corp. (D) 8.000 06-01-29   636,000 603,507
Garda World Security Corp. (D) 6.000 06-01-29   1,037,000 859,248
GFL Environmental, Inc. (D) 3.500 09-01-28   1,776,000 1,580,640
GFL Environmental, Inc. (D) 4.375 08-15-29   1,148,000 1,018,506
GFL Environmental, Inc. (D) 4.750 06-15-29   747,000 677,903
Graphic Packaging International LLC (D) 3.500 03-01-29   1,359,000 1,199,318
28 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Industrials (continued)      
Commercial services and supplies (continued)      
Legends Hospitality Holding Company LLC (D) 5.000 02-01-26   273,000 $256,197
Prime Security Services Borrower LLC (D) 3.375 08-31-27   192,000 163,870
Prime Security Services Borrower LLC (D) 6.250 01-15-28   792,000 709,909
Williams Scotsman International, Inc. (D) 4.625 08-15-28   219,000 207,273
Construction and engineering 0.1%      
AECOM 5.125 03-15-27   1,177,000 1,163,759
Global Infrastructure Solutions, Inc. (D) 5.625 06-01-29   1,445,000 1,316,937
MasTec, Inc. (D) 4.500 08-15-28   862,000 826,514
Picasso Finance Sub, Inc. (D) 6.125 06-15-25   88,000 89,637
Quanta Services, Inc. 0.950 10-01-24   1,063,000 996,162
Tutor Perini Corp. (D) 6.875 05-01-25   1,706,000 1,597,243
Electrical equipment 0.0%      
Atkore, Inc. (D) 4.250 06-01-31   463,000 409,755
Vertiv Group Corp. (D) 4.125 11-15-28   1,627,000 1,417,524
Machinery 0.1%      
Flowserve Corp. 3.500 10-01-30   844,000 755,803
Hillenbrand, Inc. 3.750 03-01-31   1,401,000 1,236,383
JB Poindexter & Company, Inc. (D) 7.125 04-15-26   419,000 419,742
TK Elevator U.S. Newco, Inc. (D) 5.250 07-15-27   366,000 342,876
Professional services 0.1%      
CoStar Group, Inc. (D) 2.800 07-15-30   2,304,000 2,005,330
TriNet Group, Inc. (D) 3.500 03-01-29   881,000 798,406
Road and rail 0.1%      
The Hertz Corp. (D) 4.625 12-01-26   181,000 164,985
The Hertz Corp. (D) 5.000 12-01-29   395,000 345,625
Uber Technologies, Inc. (D) 4.500 08-15-29   2,598,000 2,237,553
Uber Technologies, Inc. (D) 7.500 05-15-25   1,178,000 1,216,297
Uber Technologies, Inc. (D) 7.500 09-15-27   2,073,000 2,133,055
Trading companies and distributors 0.6%      
AerCap Ireland Capital DAC 1.650 10-29-24   3,195,000 2,978,416
AerCap Ireland Capital DAC 1.750 01-30-26   2,999,000 2,666,082
AerCap Ireland Capital DAC 2.450 10-29-26   3,243,000 2,884,008
AerCap Ireland Capital DAC 2.875 08-14-24   2,008,000 1,931,501
AerCap Ireland Capital DAC 3.650 07-21-27   576,000 539,803
Air Lease Corp. 2.100 09-01-28   1,159,000 988,799
Air Lease Corp. 2.875 01-15-26   923,000 863,342
Air Lease Corp. 3.625 12-01-27   1,495,000 1,407,205
Alta Equipment Group, Inc. (D) 5.625 04-15-26   270,000 251,016
Ashtead Capital, Inc. (D) 2.450 08-12-31   1,113,000 907,644
Ashtead Capital, Inc. (D) 4.250 11-01-29   747,000 713,567
Ashtead Capital, Inc. (D) 4.375 08-15-27   1,075,000 1,056,188
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 29

  Rate (%) Maturity date   Par value^ Value
Industrials (continued)      
Trading companies and distributors (continued)      
Beacon Roofing Supply, Inc. (D) 4.125 05-15-29   1,104,000 $971,664
BlueLinx Holdings, Inc. (D) 6.000 11-15-29   1,477,000 1,336,685
Boise Cascade Company (D) 4.875 07-01-30   153,000 143,889
H&E Equipment Services, Inc. (D) 3.875 12-15-28   1,266,000 1,102,743
SMBC Aviation Capital Finance DAC (D) 2.300 06-15-28   878,000 747,821
United Rentals North America, Inc. 3.875 11-15-27   785,000 751,638
United Rentals North America, Inc. 3.875 02-15-31   956,000 843,001
United Rentals North America, Inc. 4.875 01-15-28   1,865,000 1,814,757
Transportation infrastructure 0.0%      
Adani Ports & Special Economic Zone, Ltd. (D) 3.100 02-02-31   1,324,000 1,069,130
Information technology 1.9%     78,540,059
Communications equipment 0.2%      
Motorola Solutions, Inc. 2.300 11-15-30   2,623,000 2,146,291
Motorola Solutions, Inc. 2.750 05-24-31   2,559,000 2,134,727
Motorola Solutions, Inc. 4.600 05-23-29   840,000 823,376
Telefonaktiebolaget LM Ericsson 4.125 05-15-22   1,834,000 1,830,387
IT services 0.2%      
Block, Inc. (D) 2.750 06-01-26   472,000 430,473
Block, Inc. (D) 3.500 06-01-31   643,000 538,513
CGI, Inc. (D) 1.450 09-14-26   1,976,000 1,778,122
Gartner, Inc. (D) 3.625 06-15-29   573,000 512,835
Gartner, Inc. (D) 3.750 10-01-30   257,000 229,193
Gartner, Inc. (D) 4.500 07-01-28   1,789,000 1,714,605
PayPal Holdings, Inc. 2.850 10-01-29   2,783,000 2,548,129
Sabre GLBL, Inc. (D) 7.375 09-01-25   918,000 928,507
VeriSign, Inc. 2.700 06-15-31   1,300,000 1,122,644
VeriSign, Inc. 5.250 04-01-25   565,000 583,952
Semiconductors and semiconductor equipment 0.8%      
Broadcom, Inc. (D) 3.419 04-15-33   2,777,000 2,382,501
Broadcom, Inc. 4.750 04-15-29   7,062,000 7,050,638
Broadcom, Inc. (D) 4.926 05-15-37   3,864,000 3,612,260
KLA Corp. 4.100 03-15-29   1,520,000 1,527,766
Marvell Technology, Inc. 2.450 04-15-28   2,500,000 2,221,926
Micron Technology, Inc. 4.185 02-15-27   5,466,000 5,425,869
Micron Technology, Inc. 4.975 02-06-26   912,000 934,335
Micron Technology, Inc. 5.327 02-06-29   4,718,000 4,884,259
NXP BV (D) 3.250 05-11-41   863,000 674,726
NXP BV (D) 3.875 06-18-26   2,812,000 2,769,144
Qorvo, Inc. (D) 1.750 12-15-24   1,588,000 1,498,024
Qorvo, Inc. (D) 3.375 04-01-31   1,276,000 1,068,752
Renesas Electronics Corp. (D) 1.543 11-26-24   1,774,000 1,666,058
30 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Information technology (continued)      
Software 0.3%      
Autodesk, Inc. 2.850 01-15-30   1,513,000 $1,370,882
Consensus Cloud Solutions, Inc. (D) 6.500 10-15-28   1,132,000 1,064,080
Infor, Inc. (D) 1.750 07-15-25   413,000 384,657
Oracle Corp. 2.950 04-01-30   5,040,000 4,348,095
PTC, Inc. (D) 4.000 02-15-28   196,000 181,655
Workday, Inc. 3.500 04-01-27   1,245,000 1,213,568
Workday, Inc. 3.800 04-01-32   1,411,000 1,335,114
Ziff Davis, Inc. (D) 4.625 10-15-30   720,000 642,017
Technology hardware, storage and peripherals 0.4%      
Atento Luxco 1 SA (D) 8.000 02-10-26   573,000 563,481
CDW LLC 3.250 02-15-29   460,000 404,800
CDW LLC 3.569 12-01-31   2,594,000 2,271,138
Dell International LLC (D) 3.450 12-15-51   2,439,000 1,719,847
Dell International LLC 4.900 10-01-26   3,270,000 3,337,706
Dell International LLC 5.300 10-01-29   1,564,000 1,611,756
Dell International LLC 5.850 07-15-25   1,093,000 1,147,464
Dell International LLC 8.350 07-15-46   459,000 612,506
Western Digital Corp. 4.750 02-15-26   2,167,000 2,151,181
Xerox Holdings Corp. (D) 5.500 08-15-28   1,269,000 1,142,100
Materials 1.0%     42,158,858
Chemicals 0.4%      
Braskem Idesa SAPI (D) 6.990 02-20-32   1,072,000 961,981
Braskem Netherlands Finance BV (D) 5.875 01-31-50   2,015,000 1,801,410
Braskem Netherlands Finance BV (8.500% to 10-24-25, then 5 Year CMT + 8.220%) (D) 8.500 01-23-81   1,381,000 1,431,268
CVR Partners LP (D) 6.125 06-15-28   539,000 528,220
Cydsa SAB de CV (D) 6.250 10-04-27   1,207,000 1,139,118
FS Luxembourg Sarl (D) 10.000 12-15-25   1,815,000 1,855,838
INEOS Quattro Finance 2 PLC (D) 3.375 01-15-26   320,000 292,160
LSB Industries, Inc. (D) 6.250 10-15-28   717,000 702,617
Methanex Corp. 4.250 12-01-24   1,190,000 1,171,184
Orbia Advance Corp. SAB de CV (D) 5.500 01-15-48   1,569,000 1,390,934
Sasol Financing USA LLC 5.500 03-18-31   2,154,000 1,938,600
Trinseo Materials Operating SCA (D) 5.125 04-01-29   928,000 817,976
Tronox, Inc. (D) 4.625 03-15-29   1,066,000 951,405
Valvoline, Inc. (D) 3.625 06-15-31   1,712,000 1,391,000
WR Grace Holdings LLC (D) 4.875 06-15-27   759,000 713,612
WR Grace Holdings LLC (D) 5.625 08-15-29   684,000 582,700
Construction materials 0.1%      
Cemex SAB de CV (D) 3.875 07-11-31   1,725,000 1,463,162
Cemex SAB de CV (D) 5.200 09-17-30   1,176,000 1,108,380
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 31

  Rate (%) Maturity date   Par value^ Value
Materials (continued)      
Construction materials (continued)      
Standard Industries, Inc. (D) 3.375 01-15-31   706,000 $563,854
Standard Industries, Inc. (D) 4.375 07-15-30   596,000 496,978
Standard Industries, Inc. (D) 5.000 02-15-27   196,000 185,710
Vulcan Materials Company 3.500 06-01-30   1,243,000 1,179,306
Containers and packaging 0.1%      
Clydesdale Acquisition Holdings, Inc. (D) 6.625 04-15-29   137,000 136,658
Graham Packaging Company, Inc. (D) 7.125 08-15-28   74,000 66,724
Mauser Packaging Solutions Holding Company (D) 8.500 04-15-24   139,000 140,390
Owens-Brockway Glass Container, Inc. (D) 6.625 05-13-27   689,000 678,665
Pactiv Evergreen Group Issuer LLC (D) 4.000 10-15-27   1,811,000 1,580,098
Pactiv Evergreen Group Issuer LLC (D) 4.375 10-15-28   907,000 800,428
Trident TPI Holdings, Inc. (D) 6.625 11-01-25   280,000 270,200
Metals and mining 0.4%      
Anglo American Capital PLC (D) 3.875 03-16-29   460,000 436,010
Anglo American Capital PLC (D) 4.750 04-10-27   1,100,000 1,103,021
Arconic Corp. (D) 6.000 05-15-25   304,000 305,037
Arconic Corp. (D) 6.125 02-15-28   747,000 723,656
First Quantum Minerals, Ltd. (D) 6.500 03-01-24   500,000 500,710
First Quantum Minerals, Ltd. (D) 6.875 03-01-26   665,000 666,663
First Quantum Minerals, Ltd. (D) 6.875 10-15-27   1,134,000 1,139,670
First Quantum Minerals, Ltd. (D) 7.500 04-01-25   583,000 590,162
Freeport-McMoRan, Inc. 4.250 03-01-30   2,022,000 1,902,500
Freeport-McMoRan, Inc. 4.625 08-01-30   2,169,000 2,095,210
Freeport-McMoRan, Inc. 5.450 03-15-43   2,369,000 2,367,958
Hudbay Minerals, Inc. (D) 4.500 04-01-26   288,000 266,272
JW Aluminum Continuous Cast Company (D) 10.250 06-01-26   461,000 478,369
Newmont Corp. 2.800 10-01-29   915,000 829,808
Novelis Corp. (D) 4.750 01-30-30   2,329,000 2,142,051
Volcan Cia Minera SAA (D) 4.375 02-11-26   303,000 271,185
Real estate 0.9%     38,406,363
Equity real estate investment trusts 0.9%      
American Homes 4 Rent LP 4.250 02-15-28   1,050,000 1,024,555
American Tower Corp. 3.550 07-15-27   3,418,000 3,261,169
American Tower Corp. 3.800 08-15-29   1,140,000 1,065,346
Crown Castle International Corp. 3.300 07-01-30   287,000 259,735
Crown Castle International Corp. 3.650 09-01-27   2,307,000 2,216,218
Crown Castle International Corp. 3.800 02-15-28   926,000 891,441
Equinix, Inc. 1.550 03-15-28   1,970,000 1,678,585
Equinix, Inc. 1.800 07-15-27   1,127,000 992,271
Equinix, Inc. 2.500 05-15-31   3,405,000 2,860,427
32 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Real estate (continued)      
Equity real estate investment trusts (continued)      
Equinix, Inc. 3.200 11-18-29   1,110,000 $1,006,240
GLP Capital LP 3.250 01-15-32   878,000 738,688
GLP Capital LP 5.375 04-15-26   1,489,000 1,518,999
Host Hotels & Resorts LP 3.375 12-15-29   2,195,000 1,968,017
Host Hotels & Resorts LP 3.500 09-15-30   1,591,000 1,429,283
Host Hotels & Resorts LP 4.500 02-01-26   839,000 837,807
Iron Mountain Information Management Services, Inc. (D) 5.000 07-15-32   1,304,000 1,149,059
Iron Mountain, Inc. (D) 4.875 09-15-29   781,000 715,431
Iron Mountain, Inc. (D) 5.250 07-15-30   1,384,000 1,268,491
MGM Growth Properties Operating Partnership LP (D) 3.875 02-15-29   798,000 756,718
RHP Hotel Properties LP (D) 4.500 02-15-29   2,068,000 1,868,376
RLJ Lodging Trust LP (D) 3.750 07-01-26   824,000 762,200
SBA Communications Corp. 3.875 02-15-27   2,835,000 2,690,982
SBA Tower Trust (D) 2.836 01-15-25   1,172,000 1,137,290
Uniti Group LP (D) 6.500 02-15-29   593,000 511,706
Ventas Realty LP 3.500 02-01-25   1,355,000 1,341,317
VICI Properties LP (D) 4.125 08-15-30   1,099,000 987,309
VICI Properties LP (D) 4.625 12-01-29   1,848,000 1,735,272
VICI Properties LP 4.950 02-15-30   850,000 843,578
VICI Properties LP 5.125 05-15-32   442,000 438,632
XHR LP (D) 4.875 06-01-29   490,000 451,221
Utilities 0.7%     28,080,023
Electric utilities 0.4%      
ABY Transmision Sur SA (D) 6.875 04-30-43   825,373 965,687
Emera US Finance LP 3.550 06-15-26   1,667,000 1,626,693
FirstEnergy Corp. 2.650 03-01-30   1,259,000 1,067,670
Instituto Costarricense de Electricidad (D) 6.375 05-15-43   515,000 421,540
Israel Electric Corp., Ltd. (D) 6.875 06-21-23   300,000 311,225
NextEra Energy Capital Holdings, Inc. 3.550 05-01-27   3,610,000 3,538,318
NRG Energy, Inc. (D) 2.450 12-02-27   1,813,000 1,605,910
NRG Energy, Inc. (D) 3.375 02-15-29   420,000 355,950
NRG Energy, Inc. (D) 3.625 02-15-31   1,054,000 877,455
NRG Energy, Inc. (D) 3.875 02-15-32   2,092,000 1,746,287
NRG Energy, Inc. (D) 4.450 06-15-29   1,365,000 1,307,777
Vistra Operations Company LLC (D) 3.700 01-30-27   3,350,000 3,137,673
Vistra Operations Company LLC (D) 4.300 07-15-29   2,375,000 2,205,716
Gas utilities 0.1%      
AmeriGas Partners LP 5.500 05-20-25   1,635,000 1,610,279
Suburban Propane Partners LP (D) 5.000 06-01-31   852,000 774,766
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 33

  Rate (%) Maturity date   Par value^ Value
Utilities (continued)      
Independent power and renewable electricity producers 0.1%      
AES Panama Generation Holdings SRL (D) 4.375 05-31-30   1,201,000 $1,068,890
DPL, Inc. 4.125 07-01-25   1,276,000 1,224,960
LLPL Capital Pte, Ltd. (D) 6.875 02-04-39   130,755 127,093
NextEra Energy Operating Partners LP (D) 3.875 10-15-26   1,071,000 1,010,756
NextEra Energy Operating Partners LP (D) 4.500 09-15-27   255,000 241,544
Multi-utilities 0.1%      
Dominion Energy, Inc. 3.375 04-01-30   2,031,000 1,880,609
NiSource, Inc. 3.600 05-01-30   1,041,000 973,225
Municipal bonds 0.1%         $4,575,423
(Cost $5,175,075)          
Golden State Tobacco Securitization Corp. (California) 4.214 06-01-50   1,307,000 1,094,395
New Jersey Transportation Trust Fund Authority 4.081 06-15-39   1,523,000 1,375,713
New Jersey Transportation Trust Fund Authority 4.131 06-15-42   95,000 84,442
State Board of Administration Finance Corp. (Florida) 1.705 07-01-27   2,221,000 2,020,873
Term loans (G) 0.3%         $10,280,801
(Cost $10,563,681)          
Communication services 0.0% 528,345
Media 0.0%
AP Core Holdings II LLC, High-Yield Term Loan B (1 month LIBOR + 5.500%) 6.264 09-01-27   531,000 528,345
Consumer discretionary 0.1% 4,403,577
Hotels, restaurants and leisure 0.1%
Carnival Corp., 2021 Incremental Term Loan B (3 month LIBOR + 3.250%) 4.000 10-18-28   2,218,440 2,182,390
Fertitta Entertainment LLC, Initial Term Loan B (1 month CME Term SOFR + 4.000%) 4.700 01-27-29   630,000 626,667
Household durables 0.0%
Hunter Douglas, Inc., Term Loan (3 month CME Term SOFR + 3.500%) 4.000 02-26-29   1,678,000 1,594,520
Industrials 0.1% 2,850,326
Commercial services and supplies 0.0%
TTF Holdings LLC, Term Loan (1 month LIBOR + 4.250%) 5.063 03-31-28   356,755 353,187
Professional services 0.1%
CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) 4.313 06-02-28   2,663,615 2,497,139
34 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Information technology 0.1% $1,274,098
Software 0.1%
Quasar Intermediate Holdings, Ltd., 2022 Term Loan (3 month CME Term SOFR + 4.250%) 4.750 02-01-29   1,299,000 1,274,098
Materials 0.0% 1,224,455
Containers and packaging 0.0%
Clydesdale Acquisition Holdings, Inc., Term Loan B (H) TBD 04-13-29   322,000 317,534
Mauser Packaging Solutions Holding Company, 2017 Term Loan B (H) TBD 04-03-24   926,138 906,921
Collateralized mortgage obligations 3.0%       $125,644,076
(Cost $136,750,097)          
Commercial and residential 2.3%     95,637,529
Angel Oak Mortgage Trust LLC    
Series 2020-R1, Class A1 (D)(I) 0.990 04-25-53   1,021,391 1,001,442
Series 2021-2, Class A1 (D)(I) 0.985 04-25-66   701,903 640,931
Series 2021-4, Class A1 (D)(I) 1.035 01-20-65   1,566,980 1,467,879
Series 2021-5, Class A1 (D)(I) 0.951 07-25-66   2,162,917 1,946,850
Arroyo Mortgage Trust    
Series 2021-1R, Class A1 (D)(I) 1.175 10-25-48   1,225,842 1,141,896
BAMLL Commercial Mortgage Securities Trust    
Series 2019-BPR, Class ENM (D)(I) 3.843 11-05-32   575,000 495,343
BBCMS Mortgage Trust    
Series 2019-C5, Class A2 3.043 11-15-52   665,000 653,956
Series 2020-C6, Class A2 2.690 02-15-53   822,000 798,917
BBCMS Trust    
Series 2015-MSQ, Class D (D)(I) 4.123 09-15-32   385,000 384,089
Series 2015-SRCH, Class D (D)(I) 5.122 08-10-35   840,000 812,088
Benchmark Mortgage Trust    
Series 2019-B12, Class A2 3.001 08-15-52   976,909 956,327
Series 2019-B13, Class A2 2.889 08-15-57   780,000 757,517
BOCA Commercial Mortgage Trust    
Series 2022-BOCA, Class A (1 month CME Term SOFR + 1.770%) (D)(F) 2.270 05-15-39   1,521,000 1,518,791
Series 2022-BOCA, Class A (1 month CME Term SOFR + 2.319%) (D)(F) 2.819 05-15-39   570,000 569,170
BPR Trust    
Series 2022-OANA, Class A (1 month CME Term SOFR + 1.898%) (D)(F) 2.248 04-15-37   4,302,000 4,293,830
BRAVO Residential Funding Trust    
Series 2021-NQM1, Class A1 (D)(I) 0.941 02-25-49   1,023,701 965,139
BWAY Mortgage Trust    
Series 2015-1740, Class XA IO (D) 0.205 01-10-35   7,015,000 104
BX Commercial Mortgage Trust    
Series 2018-BIOA, Class D (1 month LIBOR + 1.321%) (D)(F) 1.875 03-15-37   1,636,746 1,607,039
Series 2020-VKNG, Class A (1 month LIBOR + 0.930%) (D)(F) 1.484 10-15-37   1,643,119 1,614,338
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 35

  Rate (%) Maturity date   Par value^ Value
Commercial and residential (continued)      
Series 2021-ACNT, Class A (1 month LIBOR + 0.850%) (D)(F) 1.405 11-15-38   1,348,000 $1,321,404
Series 2021-VOLT, Class C (1 month LIBOR + 1.100%) (D)(F) 1.654 09-15-36   1,945,000 1,878,615
Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%) (D)(F) 1.499 01-17-39   3,220,000 3,171,148
CAMB Commercial Mortgage Trust    
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (D)(F) 2.304 12-15-37   478,000 469,342
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (D)(F) 3.104 12-15-37   946,000 925,931
Citigroup Commercial Mortgage Trust    
Series 2019-PRM, Class A (D) 3.341 05-10-36   1,658,000 1,655,355
Series 2019-SMRT, Class A (D) 4.149 01-10-36   853,000 858,187
COLT Mortgage Loan Trust    
Series 2021-2, Class A1 (D)(I) 0.924 08-25-66   1,573,479 1,398,028
Series 2021-3, Class A1 (D)(I) 0.956 09-27-66   2,174,023 1,927,654
Series 2021-HX1, Class A1 (D)(I) 1.110 10-25-66   1,885,804 1,732,946
COLT Trust    
Series 2020-RPL1, Class A1 (D)(I) 1.390 01-25-65   2,928,766 2,722,093
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG)    
Series 2012-CR2, Class XA IO 1.682 08-15-45   1,344,591 106
Series 2012-CR3, Class XA IO 1.988 10-15-45   4,321,464 8,497
Series 2014-CR15, Class XA IO 0.779 02-10-47   4,139,698 42,542
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG)    
Series 2018-COR3, Class XA IO 0.578 05-10-51   9,602,984 217,846
Commercial Mortgage Trust (Deutsche Bank AG)    
Series 2013-300P, Class D (D)(I) 4.540 08-10-30   880,000 860,999
Series 2017-PANW, Class A (D) 3.244 10-10-29   305,000 297,817
Series 2020-CBM, Class A2 (D) 2.896 02-10-37   987,000 947,393
Credit Suisse Mortgage Capital Certificates    
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (D)(F) 2.154 05-15-36   1,390,000 1,373,396
Series 2020-NET, Class A (D) 2.257 08-15-37   677,353 635,704
Series 2021-NQM2, Class A1 (D)(I) 1.179 02-25-66   1,326,837 1,266,431
Series 2021-NQM3, Class A1 (D)(I) 1.015 04-25-66   1,064,913 1,002,022
Series 2021-NQM5, Class A1 (D)(I) 0.938 05-25-66   1,067,843 995,049
Series 2021-NQM6, Class A1 (D)(I) 1.174 07-25-66   1,867,142 1,710,208
Ellington Financial Mortgage Trust    
Series 2021-1, Class A1 (D)(I) 0.797 02-25-66   494,281 457,979
Series 2021-2, Class A1 (D)(I) 0.931 06-25-66   1,196,513 1,089,645
Flagstar Mortgage Trust    
Series 2021-1, Class A2 (D)(I) 2.500 02-01-51   2,083,067 1,842,106
GCAT Trust    
Series 2021-NQM1, Class A1 (D)(I) 0.874 01-25-66   922,312 878,483
Series 2021-NQM2, Class A1 (D)(I) 1.036 05-25-66   934,121 869,190
Series 2021-NQM3, Class A1 (D)(I) 1.091 05-25-66   1,440,353 1,350,378
GS Mortgage Securities Trust    
Series 2015-590M, Class C (D)(I) 3.932 10-10-35   320,000 304,918
36 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Commercial and residential (continued)      
Series 2017-485L, Class C (D)(I) 4.115 02-10-37   250,000 $235,109
Series 2019-GC40, Class A2 2.971 07-10-52   845,000 829,344
Series 2020-UPTN, Class A (D) 2.751 02-10-37   650,000 623,109
GS Mortgage-Backed Securities Trust    
Series 2020-NQM1, Class A1 (D)(I) 1.382 09-27-60   251,240 244,333
Series 2021-NQM1, Class A1 (D)(I) 1.017 07-25-61   622,239 591,493
Imperial Fund Mortgage Trust    
Series 2021-NQM1, Class A1 (D)(I) 1.071 06-25-56   969,771 896,828
IMT Trust    
Series 2017-APTS, Class AFX (D) 3.478 06-15-34   330,000 326,072
Series 2017-APTS, Class CFX (D)(I) 3.613 06-15-34   400,000 388,817
Irvine Core Office Trust    
Series 2013-IRV, Class A2 (D)(I) 3.279 05-15-48   1,466,000 1,459,608
JPMorgan Chase Commercial Mortgage Securities Trust    
Series 2012-HSBC, Class XA IO (D) 1.582 07-05-32   5,623,800 443
Series 2020-NNN, Class AFX (D) 2.812 01-16-37   1,161,000 1,111,326
KNDL Mortgage Trust    
Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (D)(F) 1.904 05-15-36   840,000 825,239
Life Mortgage Trust    
Series 2021-BMR, Class A (1 month LIBOR + 0.700%) (D)(F) 1.254 03-15-38   1,848,967 1,809,740
Series 2021-BMR, Class D (1 month LIBOR + 1.400%) (D)(F) 1.954 03-15-38   1,517,706 1,459,865
MFA Trust    
Series 2021-NQM1, Class A1 (D)(I) 1.153 04-25-65   778,412 742,488
Morgan Stanley Capital I Trust    
Series 2017-CLS, Class D (1 month LIBOR + 1.400%) (D)(F) 1.954 11-15-34   1,125,000 1,115,038
Natixis Commercial Mortgage Securities Trust    
Series 2018-285M, Class D (D)(I) 3.917 11-15-32   464,000 461,258
Series 2018-ALXA, Class C (D)(I) 4.460 01-15-43   380,000 360,343
NYMT Loan Trust    
Series 2022-CP1, Class A1 (D) 2.042 07-25-61   1,068,634 1,021,500
OBX Trust    
Series 2020-EXP2, Class A3 (D)(I) 2.500 05-25-60   406,155 382,989
Series 2021-NQM2, Class A1 (D)(I) 1.101 05-25-61   1,649,711 1,533,810
Series 2021-NQM3, Class A1 (D)(I) 1.054 07-25-61   1,966,554 1,780,670
One Market Plaza Trust    
Series 2017-1MKT, Class D (D) 4.146 02-10-32   240,000 235,530
Provident Funding Mortgage Trust    
Series 2020-F1, Class A2 (D)(I) 2.000 01-25-36   1,766,905 1,616,938
SLG Office Trust    
Series 2021-OVA, Class D (D) 2.851 07-15-41   1,738,000 1,459,524
SMRT    
Series 2022-MINI, Class A (1 month CME Term SOFR + 1.000%) (D)(F) 1.522 01-15-39   4,367,000 4,301,400
Starwood Mortgage Residential Trust    
Series 2022-1, Class A1 (D)(I) 2.447 12-25-66   2,074,381 1,948,797
Towd Point Mortgage Trust    
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 37

  Rate (%) Maturity date   Par value^ Value
Commercial and residential (continued)      
Series 2015-1, Class A5 (D)(I) 3.170 10-25-53   566,000 $559,781
Series 2015-2, Class 1M2 (D)(I) 3.312 11-25-60   815,000 813,707
Series 2017-2, Class A1 (D)(I) 2.750 04-25-57   43,042 42,935
Series 2018-1, Class A1 (D)(I) 3.000 01-25-58   197,260 195,001
Series 2018-4, Class A1 (D)(I) 3.000 06-25-58   881,592 856,880
Series 2018-5, Class A1A (D)(I) 3.250 07-25-58   90,611 89,961
Series 2018-6, Class A1A (D)(I) 3.750 03-25-58   859,961 862,142
Series 2019-1, Class A1 (D)(I) 3.656 03-25-58   911,174 898,378
Series 2019-4, Class A1 (D)(I) 2.900 10-25-59   1,059,946 1,036,134
Series 2020-4, Class A1 (D) 1.750 10-25-60   1,581,500 1,467,259
Verus Securitization Trust    
Series 2020-5, Class A1 (D) 1.218 05-25-65   397,821 382,075
Series 2021-3, Class A1 (D)(I) 1.046 06-25-66   1,636,545 1,518,304
Series 2021-4, Class A1 (D)(I) 0.938 07-25-66   854,374 765,241
Series 2021-5, Class A1 (D)(I) 1.013 09-25-66   1,837,199 1,665,517
Series 2021-R1, Class A1 (D)(I) 0.820 10-25-63   901,743 878,294
WF-RBS Commercial Mortgage Trust    
Series 2012-C9, Class XA IO (D) 2.000 11-15-45   3,637,674 7,251
U.S. Government Agency 0.7%     30,006,547
Federal Home Loan Mortgage Corp.    
Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%) (D)(F) 1.289 01-25-42   2,312,000 2,269,898
Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%) (D)(F) 1.589 02-25-42   1,632,288 1,616,779
Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%) (D)(F) 2.689 02-25-42   1,956,000 1,920,819
Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%) (D)(F) 2.251 04-25-42   2,191,000 2,191,003
Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%) (D)(F) 3.151 04-25-42   1,172,000 1,172,742
Series K021, Class X1 IO 1.502 06-25-22   106,862 8
Series K022, Class X1 IO 1.259 07-25-22   6,611,272 8,431
Federal National Mortgage Association    
Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%) (D)(F) 2.389 03-25-42   2,063,208 2,065,470
Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%) (D)(F) 2.289 03-25-42   910,000 910,142
Government National Mortgage Association    
Series 2012-114, Class IO 0.659 01-16-53   1,110,886 21,461
Series 2016-174, Class IO 0.848 11-16-56   2,103,536 97,839
Series 2017-109, Class IO 0.289 04-16-57   2,315,792 59,972
Series 2017-124, Class IO 0.608 01-16-59   1,926,981 68,849
Series 2017-135, Class IO 0.725 10-16-58   2,887,142 126,171
Series 2017-140, Class IO 0.489 02-16-59   1,351,696 50,903
Series 2017-159, Class IO 0.445 06-16-59   2,131,070 85,106
Series 2017-169, Class IO 0.589 01-16-60   24,555,178 998,094
38 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)      
Series 2017-20, Class IO 0.612 12-16-58   3,298,780 $110,725
Series 2017-22, Class IO 0.717 12-16-57   956,551 42,313
Series 2017-41, Class IO 0.627 07-16-58   2,478,108 86,031
Series 2017-46, Class IO 0.634 11-16-57   2,913,215 118,700
Series 2017-61, Class IO 0.771 05-16-59   1,330,958 59,258
Series 2018-158, Class IO 0.751 05-16-61   3,228,397 186,146
Series 2018-35, Class IO 0.527 03-16-60   3,971,608 170,459
Series 2018-43, Class IO 0.501 05-16-60   6,088,484 243,999
Series 2018-68, Class IO 0.423 01-16-60   6,671,589 288,268
Series 2018-69, Class IO 0.601 04-16-60   3,593,054 190,978
Series 2018-81, Class IO 0.474 01-16-60   5,190,925 258,661
Series 2018-9, Class IO 0.468 01-16-60   7,100,486 281,991
Series 2019-131, Class IO 0.801 07-16-61   3,122,296 192,247
Series 2020-100, Class IO 0.800 05-16-62   4,295,005 291,125
Series 2020-108, Class IO 0.850 06-16-62   25,264,681 1,674,331
Series 2020-114, Class IO 0.811 09-16-62   11,686,979 799,510
Series 2020-118, Class IO 0.900 06-16-62   9,784,296 692,103
Series 2020-119, Class IO 0.633 08-16-62   5,013,353 295,741
Series 2020-120, Class IO 0.786 05-16-62   2,878,152 193,409
Series 2020-137, Class IO 0.801 09-16-62   19,724,744 1,278,937
Series 2020-150, Class IO 0.952 12-16-62   9,277,879 707,506
Series 2020-170, Class IO 0.827 11-16-62   12,106,420 849,181
Series 2020-92, Class IO 0.876 02-16-62   9,982,177 708,609
Series 2021-110, Class IO 0.872 01-16-63   7,403,801 536,619
Series 2021-110, Class IO 0.879 11-16-63   7,636,791 587,793
Series 2021-163, Class IO 0.796 03-16-64   9,559,985 687,687
Series 2021-3, Class IO 0.871 09-16-62   21,211,494 1,532,566
Series 2021-40, Class IO 0.822 02-16-63   4,424,555 315,887
Series 2022-17, Class IO 0.802 06-16-64   11,397,000 848,796
Series 2022-21, Class IO 0.784 10-16-63   4,969,625 365,146
Series 2022-53, Class IO 0.713 06-16-64   18,449,791 1,249,807
Series 2022-57, Class IO 0.756 09-16-63   7,141,043 498,331
Asset backed securities 3.5%         $149,687,317
(Cost $161,128,763)          
Asset backed securities 3.5%         149,687,317
Aligned Data Centers Issuer LLC          
Series 2021-1A, Class A2 (D) 1.937 08-15-46   3,805,000 3,436,673
AMSR Trust          
Series 2020-SFR4, Class A (D) 1.355 11-17-37   2,300,000 2,112,460
Series 2021-SFR4, Class A (D) 2.117 12-17-38   1,135,000 1,032,804
Applebee’s Funding LLC          
Series 2019-1A, Class A2I (D) 4.194 06-05-49   2,545,290 2,516,846
Aqua Finance Trust          
Series 2021-A, Class A (D) 1.540 07-17-46   1,058,251 997,816
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 39

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
Arby’s Funding LLC          
Series 2020-1A, Class A2 (D) 3.237 07-30-50   2,694,960 $2,513,506
Avis Budget Rental Car Funding AESOP LLC          
Series 2019-3A, Class A (D) 2.360 03-20-26   2,401,000 2,311,294
Series 2020-1A, Class A (D) 2.330 08-20-26   2,091,000 1,995,282
Bojangles Issuer LLC          
Series 2020-1A, Class A2 (D) 3.832 10-20-50   854,858 821,922
BRE Grand Islander Timeshare Issuer LLC          
Series 2019-A, Class A (D) 3.280 09-26-33   760,853 741,043
Carlyle U.S. CLO, Ltd.          
Series 2019-2A, Class A1R (3 month LIBOR + 1.120%) (D)(F) 2.164 07-15-32   1,165,000 1,156,311
CarMax Auto Owner Trust          
Series 2022-1, Class A3 1.470 12-15-26   1,297,000 1,244,508
CARS-DB4 LP          
Series 2020-1A, Class B1 (D) 4.170 02-15-50   1,485,000 1,446,028
CF Hippolyta LLC          
Series 2020-1, Class A1 (D) 1.690 07-15-60   2,605,025 2,416,358
Series 2021-1A, Class A1 (D) 1.530 03-15-61   2,610,916 2,377,802
Chase Auto Credit Linked Notes          
Series 2021-3, Class B (D) 0.760 02-26-29   1,219,414 1,179,206
CLI Funding VI LLC          
Series 2020-1A, Class A (D) 2.080 09-18-45   3,056,854 2,798,620
CLI Funding VIII LLC          
Series 2021-1A, Class A (D) 1.640 02-18-46   2,491,604 2,242,803
Series 2022-1A, Class A1 (D) 2.720 01-18-47   1,717,965 1,582,914
CoreVest American Finance Trust          
Series 2019-3, Class A (D) 2.705 10-15-52   332,420 319,189
DataBank Issuer          
Series 2021-1A, Class A2 (D) 2.060 02-27-51   1,183,000 1,083,242
DB Master Finance LLC          
Series 2017-1A, Class A2II (D) 4.030 11-20-47   823,680 808,143
Series 2021-1A, Class A2I (D) 2.045 11-20-51   4,118,678 3,692,118
Diamond Infrastructure Funding LLC          
Series 2021-1A, Class C (D) 3.475 04-15-49   514,000 459,582
Domino’s Pizza Master Issuer LLC          
Series 2017-1A, Class A23 (D) 4.118 07-25-47   2,844,733 2,795,695
Series 2021-1A, Class A2I (D) 2.662 04-25-51   1,876,050 1,683,192
Driven Brands Funding LLC          
Series 2020-2A, Class A2 (D) 3.237 01-20-51   1,508,900 1,355,627
Series 2021-1A, Class A2 (D) 2.791 10-20-51   2,384,020 2,066,633
Elmwood CLO IV, Ltd.          
Series 2020-1A, Class A (3 month LIBOR + 1.240%) (D)(F) 2.284 04-15-33   1,874,000 1,864,665
FirstKey Homes Trust          
Series 2020-SFR1, Class A (D) 1.339 08-17-37   3,069,138 2,829,624
Series 2020-SFR2, Class A (D) 1.266 10-19-37   3,725,237 3,390,955
Series 2021-SFR1, Class A (D) 1.538 08-17-38   2,617,353 2,373,623
Series 2021-SFR1, Class D (D) 2.189 08-17-38   1,729,000 1,526,497
40 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
Five Guys Funding LLC          
Series 2017-1A, Class A2 (D) 4.600 07-25-47   1,327,965 $1,323,815
FOCUS Brands Funding LLC          
Series 2017-1A, Class A2IB (D) 3.857 04-30-47   735,515 718,736
Ford Credit Auto Owner Trust          
Series 2020-1, Class A (D) 2.040 08-15-31   3,486,000 3,340,741
Ford Credit Floorplan Master Owner Trust          
Series 2019-2, Class A 3.060 04-15-26   3,803,000 3,775,701
Series 2020-2, Class A 1.060 09-15-27   2,829,000 2,611,501
GM Financial Consumer Automobile Receivables Trust          
Series 2022-1, Class A3 1.260 11-16-26   642,000 616,552
GMF Floorplan Owner Revolving Trust          
Series 2019-2, Class A (D) 2.900 04-15-26   2,135,000 2,113,601
Series 2020-1, Class A (D) 0.680 08-15-25   935,000 907,988
Golub Capital Partners Funding, Ltd.          
Series 2020-1A, Class A2 (D) 3.208 01-22-29   1,423,000 1,364,799
Series 2021-1A, Class A2 (D) 2.773 04-20-29   1,914,000 1,808,922
Hilton Grand Vacations Trust          
Series 2017-AA, Class A (D) 2.660 12-26-28   456,587 450,762
Series 2018-AA, Class A (D) 3.540 02-25-32   392,903 391,364
Series 2022-1D, Class B (D) 4.100 06-20-34   293,000 292,952
Home Partners of America Trust          
Series 2021-2, Class A (D) 1.901 12-17-26   2,163,816 1,976,763
Honda Auto Receivables Owner Trust          
Series 2021-2, Class A4 0.550 08-16-27   1,248,000 1,178,992
Jack in the Box Funding LLC          
Series 2019-1A, Class A23 (D) 4.970 08-25-49   1,375,110 1,338,709
Series 2022-1A, Class A2I (D) 3.445 02-26-52   2,202,000 2,034,542
Laurel Road Prime Student Loan Trust          
Series 2019-A, Class A2FX (D) 2.730 10-25-48   81,702 80,945
MVW Owner Trust          
Series 2018-1A, Class A (D) 3.450 01-21-36   827,207 820,511
Navient Private Education Loan Trust          
Series 2016-AA, Class A2A (D) 3.910 12-15-45   197,135 197,961
Navient Private Education Refi Loan Trust          
Series 2019-FA, Class A2 (D) 2.600 08-15-68   1,096,019 1,080,868
Navient Student Loan Trust          
Series 2020-2A, Class A1A (D) 1.320 08-26-69   1,503,374 1,344,193
Neighborly Issuer LLC          
Series 2021-1A, Class A2 (D) 3.584 04-30-51   3,645,453 3,325,462
Series 2022-1A, Class A2 (D) 3.695 01-30-52   1,468,000 1,328,220
New Economy Assets Phase 1 Sponsor LLC          
Series 2021-1, Class A1 (D) 1.910 10-20-61   3,311,000 2,970,825
Series 2021-1, Class B1 (D) 2.410 10-20-61   1,005,000 909,454
NRZ Excess Spread-Collateralized Notes          
Series 2021-FHT1, Class A (D) 3.104 07-25-26   537,030 496,348
OCP CLO, Ltd.          
Series 2020-19A, Class AR (3 month LIBOR + 1.150%) (D)(F) 2.213 10-20-34   1,131,000 1,113,752
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 41

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
Oxford Finance Funding LLC          
Series 2019-1A, Class A2 (D) 4.459 02-15-27   602,407 $605,544
Series 2020-1A, Class A2 (D) 3.101 02-15-28   266,373 266,334
PFS Financing Corp.          
Series 2020-E, Class A (D) 1.000 10-15-25   1,362,000 1,314,816
Progress Residential Trust          
Series 2020-SFR1, Class A (D) 1.732 04-17-37   1,132,000 1,067,223
Series 2021-SFR8, Class B (D) 1.681 10-17-38   1,093,000 972,654
Renaissance Home Equity Loan Trust          
Series 2005-2, Class AF4 4.934 08-25-35   189,067 187,954
Santander Revolving Auto Loan Trust          
Series 2019-A, Class A (D) 2.510 01-26-32   2,804,000 2,709,462
ServiceMaster Funding LLC          
Series 2021-1, Class A2I (D) 2.865 07-30-51   1,803,935 1,601,485
Sesac Finance LLC          
Series 2019-1, Class A2 (D) 5.216 07-25-49   2,473,068 2,403,186
Sierra Timeshare Receivables Funding LLC          
Series 2019-1A, Class A (D) 3.200 01-20-36   214,900 212,582
SMB Private Education Loan Trust          
Series 2019-B, Class A2A (D) 2.840 06-15-37   1,639,614 1,606,928
Series 2020-PTA, Class A2A (D) 1.600 09-15-54   1,741,984 1,641,877
Series 2021-A, Class APT2 (D) 1.070 01-15-53   1,197,472 1,087,532
Sonic Capital LLC          
Series 2020-1A, Class A2I (D) 3.845 01-20-50   2,083,683 2,003,224
Series 2021-1A, Class A2I (D) 2.190 08-20-51   1,926,695 1,670,387
Sunbird Engine Finance LLC          
Series 2020-1A, Class A (D) 3.671 02-15-45   425,170 382,879
Taco Bell Funding LLC          
Series 2021-1A, Class A2I (D) 1.946 08-25-51   3,508,208 3,120,501
TIF Funding II LLC          
Series 2021-1A, Class A (D) 1.650 02-20-46   1,386,297 1,225,939
Toyota Auto Loan Extended Note Trust          
Series 2019-1A, Class A (D) 2.560 11-25-31   4,926,000 4,851,387
Series 2020-1A, Class A (D) 1.350 05-25-33   1,795,000 1,678,435
Toyota Auto Receivables Owner Trust          
Series 2022-A, Class A3 1.230 06-15-26   1,893,000 1,826,438
Triton Container Finance VIII LLC          
Series 2020-1A, Class A (D) 2.110 09-20-45   2,942,417 2,682,031
Series 2021-1A, Class A (D) 1.860 03-20-46   1,968,165 1,817,120
Vantage Data Centers LLC          
Series 2020-1A, Class A2 (D) 1.645 09-15-45   1,734,000 1,588,368
Series 2020-2A, Class A2 (D) 1.992 09-15-45   1,513,000 1,344,932
Verizon Master Trust          
Series 2022-2, Class A 1.530 07-20-28   1,592,000 1,516,148
VR Funding LLC          
Series 2020-1A, Class A (D) 2.790 11-15-50   2,554,157 2,365,307
VSE VOI Mortgage LLC          
Series 2017-A, Class A (D) 2.330 03-20-35   732,834 716,618
Wendy’s Funding LLC          
Series 2021-1A, Class A2I (D) 2.370 06-15-51   1,904,608 1,676,639
42 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
Willis Engine Structured Trust V          
Series 2020-A, Class A (D) 3.228 03-15-45   382,307 $338,551
Zaxby’s Funding LLC          
Series 2021-1A, Class A2 (D) 3.238 07-30-51   2,348,200 2,116,876
    
        Par value^ Value
Escrow certificates 0.0%         $667
(Cost $0)          
LSC Communications, Inc. (A)(D)       1,058,000 667
    
  Yield* (%) Maturity date   Par value^ Value
Short-term investments 3.1%         $130,974,987
(Cost $130,976,227)          
U.S. Government Agency 1.0%         40,169,000
Federal Farm Credit Bank Discount Note 0.230 05-02-22   6,607,000 6,607,000
Federal Home Loan Bank Discount Note 0.180 05-02-22   33,562,000 33,562,000
    
    Yield (%)   Shares Value
Short-term funds 2.1%         90,805,987
Federated Government Obligations Fund, Institutional Class 0.2014(J)   56,849,545 56,849,545
John Hancock Collateral Trust (K) 0.3773(J)   3,396,154 33,956,442
    
Total investments (Cost $3,543,646,726) 101.7%     $4,299,739,119
Other assets and liabilities, net (1.7%)       (71,119,991)
Total net assets 100.0%         $4,228,619,128
    
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund.
^All par values are denominated in U.S. dollars unless otherwise indicated.
Security Abbreviations and Legend
ADR American Depositary Receipt
CME Chicago Mercantile Exchange
CMT Constant Maturity Treasury
ICE Intercontinental Exchange
IO Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period.
LIBOR London Interbank Offered Rate
PIK Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate.
SOFR Secured Overnight Financing Rate
TBA To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date.
(A) Non-income producing security.
(B) All or a portion of this security is on loan as of 4-30-22.
(C) Security purchased or sold on a when-issued or delayed delivery basis.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 43

(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. Rule 144A securities amounted to $575,837,944 or 13.6% of the fund’s net assets as of 4-30-22.
(E) Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date.
(F) Variable rate obligation. The coupon rate shown represents the rate at period end.
(G) Term loans are variable rate obligations. The coupon rate shown represents the rate at period end.
(H) This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined).
(I) Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end.
(J) The rate shown is the annualized seven-day yield as of 4-30-22.
(K) Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending.
* 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.
At 4-30-22, the aggregate cost of investments for federal income tax purposes was $3,560,070,058. Net unrealized appreciation aggregated to $739,669,061, of which $977,256,215 related to gross unrealized appreciation and $237,587,154 related to gross unrealized depreciation.
44 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Financial statements
STATEMENT OF ASSETS AND LIABILITIES 4-30-22 (unaudited)

Assets  
Unaffiliated investments, at value (Cost $3,509,688,834) including $25,936,654 of securities loaned $4,265,782,677
Affiliated investments, at value (Cost $33,957,892) 33,956,442
Total investments, at value (Cost $3,543,646,726) 4,299,739,119
Cash 1,182,488
Dividends and interest receivable 14,278,278
Receivable for fund shares sold 14,085,687
Receivable for investments sold 21,858,340
Receivable for securities lending income 13,018
Other assets 289,643
Total assets 4,351,446,573
Liabilities  
Payable for investments purchased 9,214,436
Payable for delayed delivery securities purchased 72,835,203
Payable for fund shares repurchased 5,696,337
Payable upon return of securities loaned 33,981,010
Payable to affiliates  
Accounting and legal services fees 233,232
Transfer agent fees 353,774
Distribution and service fees 217,490
Trustees’ fees 1,624
Other liabilities and accrued expenses 294,339
Total liabilities 122,827,445
Net assets $4,228,619,128
Net assets consist of  
Paid-in capital $3,484,744,555
Total distributable earnings (loss) 743,874,573
Net assets $4,228,619,128
 
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 45

STATEMENT OF ASSETS AND LIABILITIES 4-30-22 (unaudited)  (continued)

Net asset value per share  
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value  
Class A ($2,535,232,468 ÷ 106,184,930 shares)1 $23.88
Class C ($244,227,382 ÷ 10,247,460 shares)1 $23.83
Class I ($778,034,491 ÷ 32,621,922 shares) $23.85
Class R2 ($9,742,565 ÷ 408,734 shares) $23.84
Class R4 ($24,812,905 ÷ 1,034,117 shares) $23.99
Class R5 ($2,370,659 ÷ 98,968 shares) $23.95
Class R6 ($634,198,658 ÷ 26,549,202 shares) $23.89
Maximum offering price per share  
Class A (net asset value per share ÷ 95.5%)2 $25.01
    
1 Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.
2 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced.
46 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

STATEMENT OF OPERATIONS For the six months ended 4-30-22 (unaudited)

Investment income  
Interest $26,863,628
Dividends 18,500,788
Securities lending 64,066
Less foreign taxes withheld (212,595)
Total investment income 45,215,887
Expenses  
Investment management fees 12,762,869
Distribution and service fees 5,448,687
Accounting and legal services fees 311,427
Transfer agent fees 2,153,260
Trustees’ fees 34,401
Custodian fees 301,685
State registration fees 152,833
Printing and postage 62,335
Professional fees 98,686
Other 50,767
Total expenses 21,376,950
Less expense reductions (213,288)
Net expenses 21,163,662
Net investment income 24,052,225
Realized and unrealized gain (loss)  
Net realized gain (loss) on  
Unaffiliated investments and foreign currency transactions (189,909)
Affiliated investments (24,126)
Capital gain distributions received from affiliated investments 1,964
  (212,071)
Change in net unrealized appreciation (depreciation) of  
Unaffiliated investments and translation of assets and liabilities in foreign currencies (487,485,716)
Affiliated investments (2,437)
  (487,488,153)
Net realized and unrealized loss (487,700,224)
Decrease in net assets from operations $(463,647,999)
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 47

STATEMENTS OF CHANGES IN NET ASSETS  

  Six months ended
4-30-22
(unaudited)
Year ended
10-31-21
Increase (decrease) in net assets    
From operations    
Net investment income $24,052,225 $39,032,525
Net realized gain (loss) (212,071) 87,530,388
Change in net unrealized appreciation (depreciation) (487,488,153) 597,017,165
Increase (decrease) in net assets resulting from operations (463,647,999) 723,580,078
Distributions to shareholders    
From earnings    
Class A (61,200,590) (30,785,230)
Class C (5,846,511) (2,493,523)
Class I (21,340,648) (13,545,767)
Class R2 (256,866) (176,663)
Class R4 (666,371) (434,599)
Class R5 (67,378) (47,760)
Class R6 (16,494,184) (9,475,923)
Total distributions (105,872,548) (56,959,465)
From fund share transactions 330,128,767 840,622,262
Total increase (decrease) (239,391,780) 1,507,242,875
Net assets    
Beginning of period 4,468,010,908 2,960,768,033
End of period $4,228,619,128 $4,468,010,908
48 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

Financial highlights
CLASS A SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $27.14 $22.51 $20.90 $20.18 $20.40 $18.29
Net investment income2 0.14 0.25 0.27 0.32 0.32 0.32
Net realized and unrealized gain (loss) on investments (2.78) 4.75 1.79 1.84 0.28 2.12
Total from investment operations (2.64) 5.00 2.06 2.16 0.60 2.44
Less distributions            
From net investment income (0.17) (0.30) (0.30) (0.33) (0.34) (0.33)
From net realized gain (0.45) (0.07) (0.15) (1.11) (0.48)
Total distributions (0.62) (0.37) (0.45) (1.44) (0.82) (0.33)
Net asset value, end of period $23.88 $27.14 $22.51 $20.90 $20.18 $20.40
Total return (%)3,4 (9.96)5 22.38 10.06 11.63 2.89 13.41
Ratios and supplemental data            
Net assets, end of period (in millions) $2,535 $2,592 $1,618 $1,063 $832 $817
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.036 1.04 1.08 1.08 1.07 1.08
Expenses including reductions 1.026 1.03 1.07 1.07 1.06 1.08
Net investment income 1.066 0.96 1.25 1.60 1.57 1.62
Portfolio turnover (%) 29 65 89 76 58 52
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Does not reflect the effect of sales charges, if any.
5 Not annualized.
6 Annualized.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 49

CLASS C SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $27.09 $22.48 $20.86 $20.15 $20.37 $18.26
Net investment income2 0.02 0.07 0.13 0.18 0.18 0.18
Net realized and unrealized gain (loss) on investments (2.76) 4.74 1.79 1.83 0.27 2.12
Total from investment operations (2.74) 4.81 1.92 2.01 0.45 2.30
Less distributions            
From net investment income (0.07) (0.13) (0.15) (0.19) (0.19) (0.19)
From net realized gain (0.45) (0.07) (0.15) (1.11) (0.48)
Total distributions (0.52) (0.20) (0.30) (1.30) (0.67) (0.19)
Net asset value, end of period $23.83 $27.09 $22.48 $20.86 $20.15 $20.37
Total return (%)3,4 (10.26)5 21.48 9.34 10.81 2.18 12.65
Ratios and supplemental data            
Net assets, end of period (in millions) $244 $314 $314 $351 $400 $499
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.736 1.74 1.78 1.78 1.77 1.78
Expenses including reductions 1.726 1.73 1.77 1.77 1.76 1.78
Net investment income (loss) (0.01)6 0.26 0.60 0.91 0.87 0.93
Portfolio turnover (%) 29 65 89 76 58 52
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Does not reflect the effect of sales charges, if any.
5 Not annualized.
6 Annualized.
50 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

CLASS I SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $27.11 $22.49 $20.88 $20.16 $20.39 $18.28
Net investment income2 0.17 0.32 0.33 0.38 0.38 0.37
Net realized and unrealized gain (loss) on investments (2.77) 4.75 1.80 1.84 0.27 2.12
Total from investment operations (2.60) 5.07 2.13 2.22 0.65 2.49
Less distributions            
From net investment income (0.21) (0.38) (0.37) (0.39) (0.40) (0.38)
From net realized gain (0.45) (0.07) (0.15) (1.11) (0.48)
Total distributions (0.66) (0.45) (0.52) (1.50) (0.88) (0.38)
Net asset value, end of period $23.85 $27.11 $22.49 $20.88 $20.16 $20.39
Total return (%)3 (9.84)4 22.71 10.41 11.98 3.16 13.77
Ratios and supplemental data            
Net assets, end of period (in millions) $778 $874 $626 $469 $454 $522
Ratios (as a percentage of average net assets):            
Expenses before reductions 0.735 0.74 0.78 0.79 0.78 0.77
Expenses including reductions 0.725 0.73 0.77 0.78 0.77 0.77
Net investment income 1.305 1.26 1.55 1.90 1.85 1.91
Portfolio turnover (%) 29 65 89 76 58 52
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Annualized.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 51

CLASS R2 SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $27.10 $22.47 $20.86 $20.15 $20.37 $18.27
Net investment income2 0.12 0.22 0.25 0.30 0.30 0.31
Net realized and unrealized gain (loss) on investments (2.78) 4.76 1.79 1.83 0.28 2.10
Total from investment operations (2.66) 4.98 2.04 2.13 0.58 2.41
Less distributions            
From net investment income (0.15) (0.28) (0.28) (0.31) (0.32) (0.31)
From net realized gain (0.45) (0.07) (0.15) (1.11) (0.48)
Total distributions (0.60) (0.35) (0.43) (1.42) (0.80) (0.31)
Net asset value, end of period $23.84 $27.10 $22.47 $20.86 $20.15 $20.37
Total return (%)3 (10.02)4 22.26 10.03 11.48 2.79 13.27
Ratios and supplemental data            
Net assets, end of period (in millions) $10 $11 $11 $4 $4 $4
Ratios (as a percentage of average net assets):            
Expenses before reductions 1.115 1.12 1.16 1.17 1.18 1.18
Expenses including reductions 1.105 1.11 1.15 1.17 1.17 1.17
Net investment income 0.945 0.88 1.18 1.51 1.47 1.58
Portfolio turnover (%) 29 65 89 76 58 52
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Annualized.
52 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

CLASS R4 SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $27.27 $22.62 $21.00 $20.27 $20.49 $18.36
Net investment income2 0.14 0.29 0.28 0.35 0.35 0.35
Net realized and unrealized gain (loss) on investments (2.78) 4.77 1.83 1.85 0.28 2.13
Total from investment operations (2.64) 5.06 2.11 2.20 0.63 2.48
Less distributions            
From net investment income (0.19) (0.34) (0.34) (0.36) (0.37) (0.35)
From net realized gain (0.45) (0.07) (0.15) (1.11) (0.48)
Total distributions (0.64) (0.41) (0.49) (1.47) (0.85) (0.35)
Net asset value, end of period $23.99 $27.27 $22.62 $21.00 $20.27 $20.49
Total return (%)3 (9.88)4 22.55 10.24 11.79 3.03 13.64
Ratios and supplemental data            
Net assets, end of period (in millions) $25 $29 $23 $13 $17 $24
Ratios (as a percentage of average net assets):            
Expenses before reductions 0.985 0.98 1.01 1.03 1.03 1.03
Expenses including reductions 0.875 0.88 0.90 0.92 0.92 0.92
Net investment income 1.075 1.12 1.33 1.77 1.70 1.79
Portfolio turnover (%) 29 65 89 76 58 52
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Annualized.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 53

CLASS R5 SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $27.23 $22.58 $20.96 $20.24 $20.47 $18.34
Net investment income2 0.16 0.34 0.36 0.39 0.40 0.39
Net realized and unrealized gain (loss) on investments (2.78) 4.77 1.79 1.84 0.26 2.13
Total from investment operations (2.62) 5.11 2.15 2.23 0.66 2.52
Less distributions            
From net investment income (0.21) (0.39) (0.38) (0.40) (0.41) (0.39)
From net realized gain (0.45) (0.07) (0.15) (1.11) (0.48)
Total distributions (0.66) (0.46) (0.53) (1.51) (0.89) (0.39)
Net asset value, end of period $23.95 $27.23 $22.58 $20.96 $20.24 $20.47
Total return (%)3 (9.81)4 22.83 10.48 11.98 3.19 13.88
Ratios and supplemental data            
Net assets, end of period (in millions) $2 $3 $2 $2 $2 $2
Ratios (as a percentage of average net assets):            
Expenses before reductions 0.685 0.68 0.71 0.73 0.73 0.73
Expenses including reductions 0.675 0.67 0.70 0.72 0.72 0.72
Net investment income 1.255 1.32 1.65 1.95 1.96 1.97
Portfolio turnover (%) 29 65 89 76 58 52
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Annualized.
54 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT SEE NOTES TO FINANCIAL STATEMENTS

CLASS R6 SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-19 10-31-18 10-31-17
Per share operating performance            
Net asset value, beginning of period $27.15 $22.52 $20.91 $20.19 $20.41 $18.30
Net investment income2 0.19 0.35 0.35 0.40 0.41 0.39
Net realized and unrealized gain (loss) on investments (2.78) 4.76 1.80 1.84 0.27 2.12
Total from investment operations (2.59) 5.11 2.15 2.24 0.68 2.51
Less distributions            
From net investment income (0.22) (0.41) (0.39) (0.41) (0.42) (0.40)
From net realized gain (0.45) (0.07) (0.15) (1.11) (0.48)
Total distributions (0.67) (0.48) (0.54) (1.52) (0.90) (0.40)
Net asset value, end of period $23.89 $27.15 $22.52 $20.91 $20.19 $20.41
Total return (%)3 (9.78)4 22.86 10.52 12.07 3.30 13.87
Ratios and supplemental data            
Net assets, end of period (in millions) $634 $645 $366 $226 $166 $18
Ratios (as a percentage of average net assets):            
Expenses before reductions 0.635 0.64 0.66 0.68 0.68 0.68
Expenses including reductions 0.625 0.63 0.65 0.67 0.67 0.67
Net investment income 1.535 1.37 1.67 2.00 1.98 1.97
Portfolio turnover (%) 29 65 89 76 58 52
    
1 Six months ended 4-30-22. Unaudited.
2 Based on average daily shares outstanding.
3 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
4 Not annualized.
5 Annualized.
SEE NOTES TO FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 55

Notes to financial statements (unaudited)
Note 1Organization
John Hancock Balanced Fund (the fund) is a series of John Hancock Investment Trust (the Trust), an open-end management investment company organized as a Massachusetts business trust and registered under the Investment Company Act of 1940, as amended (the 1940 Act). The investment objective of the fund is to seek current income, long-term growth of capital and income and preservation of capital.
The fund may offer multiple classes of shares. The shares currently outstanding are detailed in the Statement of assets and liabilities. Class A and Class C shares are offered to all investors. Class I shares are offered to institutions and certain investors. Class R2, Class R4 and Class R5 shares are available only to certain retirement and 529 plans. Class R6 shares are only available to certain retirement plans, institutions and other investors. Class C shares convert to Class A shares eight years after purchase (certain exclusions may apply). Shareholders of each class have exclusive voting rights to matters that affect that class. The distribution and service fees, if any, and transfer agent fees for each class may differ.
Note 2Significant accounting policies
The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (US GAAP), which require management to make certain estimates and assumptions as of the date of the financial statements. Actual results could differ from those estimates and those differences could be significant. The fund qualifies as an investment company under Topic 946 of Accounting Standards Codification of US GAAP.
Events or transactions occurring after the end of the fiscal period through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The following summarizes the significant accounting policies of the fund:
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the fund’s Valuation Policies and Procedures.
In order to value the securities, the fund uses the following valuation techniques: Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.
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. Trading in foreign securities may be completed before the scheduled daily close of trading on the NYSE. Significant events at the issuer or market level may affect the values of securities between the time when
56 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT  

the valuation of the securities is generally determined and the close of the NYSE. If a significant event occurs, these securities may be fair valued, as determined in good faith by the fund’s Pricing Committee, following procedures established by the Board of Trustees. The fund uses fair value adjustment factors provided by an independent pricing vendor to value certain foreign securities in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE.
The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund’s own assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the fund’s investments as of April 30, 2022, by major security category or type:
  Total
value at
4-30-22
Level 1
quoted
price
Level 2
significant
observable
inputs
Level 3
significant
unobservable
inputs
Investments in securities:        
Assets        
Common stocks $2,443,178,532 $2,357,393,649 $85,784,883
Preferred securities 3,385,030 3,385,030
U.S. Government and Agency obligations 517,209,565 517,209,565
Foreign government obligations 8,431,491 8,431,491
Corporate bonds 906,371,230 906,371,230
Municipal bonds 4,575,423 4,575,423
Term loans 10,280,801 10,280,801
Collateralized mortgage obligations 125,644,076 125,644,076
Asset backed securities 149,687,317 149,687,317
Escrow certificates 667 667
Short-term investments 130,974,987 90,805,987 40,169,000
Total investments in securities $4,299,739,119 $2,451,584,666 $1,848,154,453
When-issued/delayed-delivery securities. The fund may purchase or sell debt securities on a when-issued or delayed-delivery basis, or in a “To Be Announced” (TBA) or “forward commitment” transaction, with delivery or payment to occur at a later date beyond the normal settlement period. TBA securities resulting from these transactions are included in the portfolio or in a schedule to the portfolio (Sale Commitments Outstanding). At the time a fund enters into a commitment to purchase or sell a security, the transaction is recorded and the value of the security is reflected in its NAV. The price of such security and the date that the security will be delivered and paid for are fixed at the time the transaction is negotiated. The value of the security may vary with market fluctuations. No interest accrues until settlement takes place. At the time that the fund enters into this type of
  SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 57

transaction, the fund is required to have sufficient cash and/or liquid securities to cover its commitments.
Certain risks may arise upon entering into when-issued or delayed-delivery securities transactions, including the potential inability of counterparties to meet the terms of their contracts, and the issuer’s failure to issue the securities due to political, economic or other factors. Additionally, losses may arise due to changes in the value of the securities purchased or sold prior to settlement date.
Mortgage and asset backed securities. The fund may invest in mortgage-related securities, such as mortgage-backed securities, and other asset-backed securities, which are debt obligations that represent interests in pools of mortgages or other income-bearing assets, such as consumer loans or receivables. Such securities often involve risks that are different from the risks associated with investing in other types of debt securities. Mortgage-backed and other asset-backed securities are subject to changes in the payment patterns of borrowers of the underlying debt. When interest rates fall, borrowers are more likely to refinance or prepay their debt before its stated maturity. This may result in the fund having to reinvest the proceeds in lower yielding securities, effectively reducing the fund’s income. Conversely, if interest rates rise and borrowers repay their debt more slowly than expected, the time in which the mortgage-backed and other asset-backed securities are paid off could be extended, reducing the fund’s cash available for reinvestment in higher yielding securities. The timely payment of principal and interest of certain mortgage-related securities is guaranteed with the full faith and credit of the U.S. Government. Pools created and guaranteed by non-governmental issuers, including government-sponsored corporations (e.g. FNMA), may be supported by various forms of insurance or guarantees, but there can be no assurance that private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. The fund is also subject to risks associated with securities with contractual cash flows including asset-backed and mortgage related securities such as collateralized mortgage obligations, mortgage pass-through securities and commercial mortgage-backed securities. The value, liquidity and related income of these securities are sensitive to changes in economic conditions, including real estate value, pre-payments, delinquencies and/or defaults, and may be adversely affected by shifts in the market’s perception of the issuers and changes in interest rates.
Real estate investment trusts. The fund may invest in real estate investment trusts (REITs). Distributions from REITs may be recorded as income and subsequently characterized by the REIT at the end of their fiscal year as a reduction of cost of investments and/or as a realized gain. As a result, the fund will estimate the components of distributions from these securities. Such estimates are revised when the actual components of the distributions are known.
Security transactions and related investment income. Investment security transactions are accounted for on a trade date plus one basis for daily NAV calculations. However, for financial reporting purposes, investment transactions are reported on trade date. Interest income is accrued as earned. Interest income includes coupon interest and amortization/accretion of premiums/discounts on debt securities. Debt obligations may be placed in a non-accrual status and related interest income may be reduced by stopping current accruals and writing off interest receivable when the collection of all or a portion of interest has become doubtful. Capital gain distributions from underlying funds are recorded on ex-date. Dividend income is recorded on ex-date, except for dividends of certain foreign securities where the dividend may not be known until after the ex-date. In those cases, dividend income, net of withholding taxes, is recorded when the fund becomes aware of the dividends. Non-cash dividends, if any, are recorded at the fair market value of the securities received. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds from litigation.
Securities lending. The fund may lend its securities to earn additional income. The fund receives collateral from the borrower in an amount not less than the market value of the loaned securities. The fund may invest its cash collateral in JHCT, an affiliate of the fund, which has a floating NAV and is registered with the Securities and Exchange Commission (SEC) as an investment company. JHCT invests in short-term money market investments. The fund will receive the benefit of any gains and bear any losses generated by JHCT with respect to the cash collateral. Effective November 19, 2021, JHCT converted to a prime money market fund.
58 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT  

The fund has the right to recall loaned securities on demand. If a borrower fails to return loaned securities when due, then the lending agent is responsible and indemnifies the fund for the lent securities. The lending agent uses the collateral received from the borrower to purchase replacement securities of the same issue, type, class and series of the loaned securities. If the value of the collateral is less than the purchase cost of replacement securities, the lending agent is responsible for satisfying the shortfall but only to the extent that the shortfall is not due to any decrease in the value of JHCT.
Although the risk of loss on securities lent is mitigated by receiving collateral from the borrower and through lending agent indemnification, the fund could experience a delay in recovering securities or could experience a lower than expected return if the borrower fails to return the securities on a timely basis. During the existence of the loan, the fund will receive from the borrower amounts equivalent to any dividends, interest or other distributions on the loaned securities, as well as interest on such amounts. The fund receives compensation for lending its securities by retaining a portion of the return on the investment of the collateral and compensation from fees earned from borrowers of the securities. Securities lending income received by the fund is net of fees retained by the securities lending agent. Net income received from JHCT is a component of securities lending income as recorded on the Statement of operations.
Obligations to repay collateral received by the fund are shown on the Statement of assets and liabilities as Payable upon return of securities loaned and are secured by the loaned securities. As of April 30, 2022, the fund loaned securities valued at $25,936,654 and received $33,981,010 of cash collateral.
In addition, non-cash collateral of approximately $2,362,393 in the form of U.S. Treasuries was pledged to the fund. This non-cash collateral is not reflected in the fund’s net assets, however could be sold by the securities lending agent in the event of default by the borrower.
Foreign investing. Assets, including investments, and liabilities denominated in foreign currencies are translated into U.S. dollar values each day at the prevailing exchange rate. Purchases and sales of securities, income and expenses are translated into U.S. dollars at the prevailing exchange rate on the date of the transaction. The effect of changes in foreign currency exchange rates on the value of securities is reflected as a component of the realized and unrealized gains (losses) on investments. Foreign investments are subject to a decline in the value of a foreign currency versus the U.S. dollar, which reduces the dollar value of securities denominated in that currency.
Funds that invest internationally generally carry more risk than funds that invest strictly in U.S. securities. Risks can result from differences in economic and political conditions, regulations, market practices (including higher transaction costs), accounting standards and other factors.
Foreign taxes. The fund may be subject to withholding tax on income, capital gains or repatriations imposed by certain countries, a portion of which may be recoverable. Foreign taxes are accrued based upon the fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Taxes are accrued based on gains realized by the fund as a result of certain foreign security sales. In certain circumstances, estimated taxes are accrued based on unrealized appreciation of such securities. Investment income is recorded net of foreign withholding taxes.
Overdraft. The fund may have the ability to borrow from banks for temporary or emergency purposes, including meeting redemption requests that otherwise might require the untimely sale of securities. Pursuant to the fund’s custodian agreement, the custodian may loan money to the fund to make properly authorized payments. The fund is obligated to repay the custodian for any overdraft, including any related costs or expenses. The custodian may have a lien, security interest or security entitlement in any fund property that is not otherwise segregated or pledged, to the extent of any overdraft, and to the maximum extent permitted by law.
Line of credit. The fund and other affiliated funds have entered into a syndicated line of credit agreement with Citibank, N.A. as the administrative agent that enables them to participate in a $1 billion unsecured committed line of credit. Excluding commitments designated for a certain fund and subject to the needs of all other affiliated funds, the fund can borrow up to an aggregate commitment amount of $750 million, subject to asset coverage
  SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 59

and other limitations as specified in the agreement. A commitment fee payable at the end of each calendar quarter, based on the average daily unused portion of the line of credit, is charged to each participating fund based on a combination of fixed and asset-based allocations and is reflected in Other expenses on the Statement of operations. For the six months ended April 30, 2022, the fund had no borrowings under the line of credit. Commitment fees for the six months ended April 30, 2022 were $7,733.
Expenses. Within the John Hancock group of funds complex, expenses that are directly attributable to an individual fund are allocated to such fund. Expenses that are not readily attributable to a specific fund are allocated among all funds in an equitable manner, taking into consideration, among other things, the nature and type of expense and the fund’s relative net assets. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Class allocations. Income, common expenses and realized and unrealized gains (losses) are determined at the fund level and allocated daily to each class of shares based on the net assets of the class. Class-specific expenses, such as distribution and service fees, if any, and transfer agent fees, for all classes, are charged daily at the class level based on the net assets of each class and the specific expense rates applicable to each class.
Federal income taxes. The fund intends to continue to qualify as a regulated investment company by complying with the applicable provisions of the Internal Revenue Code and will not be subject to federal income tax on taxable income that is distributed to shareholders. Therefore, no federal income tax provision is required.
As of October 31, 2021, the fund had no uncertain tax positions that would require financial statement recognition, derecognition or disclosure. The fund’s federal tax returns are subject to examination by the Internal Revenue Service for a period of three years.
Distribution of income and gains. Distributions to shareholders from net investment income and net realized gains, if any, are recorded on the ex-date. The fund generally declares and pays dividends quarterly. Capital gain distributions, if any, are typically distributed annually.
Distributions paid by the fund with respect to each class of shares are calculated in the same manner, at the same time and in the same amount, except for the effect of class level expenses that may be applied differently to each class.
Such distributions, on a tax basis, are determined in conformity with income tax regulations, which may differ from US GAAP. Distributions in excess of tax basis earnings and profits, if any, are reported in the fund’s financial statements as a return of capital. The final determination of tax characteristics of the fund’s distribution will occur at the end of the year and will subsequently be reported to shareholders.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences, if any, will reverse in a subsequent period. Book-tax differences are primarily attributable to investments in passive foreign investment companies, amortization and accretion on debt securities, treating a portion of the proceeds from redemptions as distributions for tax purposes and wash sale loss deferrals.
Note 3Guarantees and indemnifications
Under the Trust’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust, including the fund. Additionally, in the normal course of business, the fund enters into contracts with service providers that contain general indemnification clauses. The fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the fund that have not yet occurred. The risk of material loss from such claims is considered remote.
60 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT  

Note 4Fees and transactions with affiliates
John Hancock Investment Management LLC (the Advisor) serves as investment advisor for the fund. John Hancock Investment Management Distributors LLC (the Distributor), an affiliate of the Advisor, serves as principal underwriter of the fund. The Advisor and the Distributor are indirect, principally owned subsidiaries of John Hancock Life Insurance Company (U.S.A.), which in turn is a subsidiary of Manulife Financial Corporation.
Management fee. The fund has an investment management agreement with the Advisor under which the fund pays a daily management fee to the Advisor equivalent on an annual basis to the sum of: (a) 0.600% of the first $2 billion of the fund’s average daily net assets and (b) 0.550% of the fund’s average daily net assets in excess of $2 billion. The Advisor has a subadvisory agreement with Manulife Investment Management (US) LLC, an indirectly owned subsidiary of Manulife Financial Corporation and an affiliate of the Advisor. The fund is not responsible for payment of the subadvisory fees.
The Advisor has contractually agreed to waive a portion of its management fee and/or reimburse expenses for certain funds of the John Hancock group of funds complex, including the fund (the participating portfolios). This waiver is based upon aggregate net assets of all the participating portfolios. The amount of the reimbursement is calculated daily and allocated among all the participating portfolios in proportion to the daily net assets of each fund. During the six months ended April 30, 2022, this waiver amounted to 0.01% of the fund’s average daily net assets, on an annualized basis. This arrangement expires on July 31, 2023, unless renewed by mutual agreement of the fund and the Advisor based upon a determination that this is appropriate under the circumstances at that time.
For the six months ended April 30, 2022, the expense reductions described above amounted to the following:
Class Expense reduction
Class A $118,839
Class C 9,638
Class I 38,136
Class R2 482
Class Expense reduction
Class R4 $1,189
Class R5 114
Class R6 31,182
Total $199,580
 
Expenses waived or reimbursed in the current fiscal period are not subject to recapture in future fiscal periods.
The investment management fees, including the impact of the waivers and reimbursements as described above, incurred for the six months ended April 30, 2022, were equivalent to a net annual effective rate of 0.56% of the fund’s average daily net assets.
Accounting and legal services. Pursuant to a service agreement, the fund reimburses the Advisor for all expenses associated with providing the administrative, financial, legal, compliance, accounting and recordkeeping services to the fund, including the preparation of all tax returns, periodic reports to shareholders and regulatory reports, among other services. These expenses are allocated to each share class based on its relative net assets at the time the expense was incurred. These accounting and legal services fees incurred, for the six months ended April 30, 2022, amounted to an annual rate of 0.01% of the fund’s average daily net assets.
Distribution and service plans. The fund has a distribution agreement with the Distributor. The fund has adopted distribution and service plans for certain classes as detailed below pursuant to Rule 12b-1 under the 1940 Act, to pay the Distributor for services provided as the distributor of shares of the fund. In addition, under a service plan for certain classes as detailed below, the fund pays for certain other services. The fund may pay up to the following contractual rates of distribution and service fees under these arrangements, expressed as an annual percentage of average daily net assets for each class of the fund’s shares:
  SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 61

Class Rule 12b-1 Fee Service fee
Class A 0.30%
Class C 1.00%
Class R2 0.25% 0.25%
Class R4 0.25% 0.10%
Class R5 0.05%
The fund’s Distributor has contractually agreed to waive 0.10% of Rule12b-1 fees for Class R4 shares. The current waiver agreement expires on February 28, 2023, unless renewed by mutual agreement of the fund and the Distributor based upon a determination that this is appropriate under the circumstances at the time. This contractual waiver amounted to $13,708 for Class R4 shares for the six months ended April 30, 2022.
Sales charges. Class A shares are assessed up-front sales charges, which resulted in payments to the Distributor amounting to $1,290,214 for the six months ended April 30, 2022. Of this amount, $134,112 was retained and used for printing prospectuses, advertising, sales literature and other purposes and $1,156,102 was paid as sales commissions to broker-dealers.
Class A and Class C shares may be subject to contingent deferred sales charges (CDSCs). Certain Class A shares purchased, including those that are acquired through purchases of $250,000 or more, and redeemed within one year of purchase are subject to a 1.00% sales charge. Class C shares that are redeemed within one year of purchase are subject to a 1.00% CDSC. CDSCs are applied to the lesser of the current market value at the time of redemption or the original purchase cost of the shares being redeemed. Proceeds from CDSCs are used to compensate the Distributor for providing distribution-related services in connection with the sale of these shares. During the six months ended April 30, 2022, CDSCs received by the Distributor amounted to $150,669 and $14,533 for Class A and Class C shares, respectively.
Transfer agent fees. The John Hancock group of funds has a complex-wide transfer agent agreement with John Hancock Signature Services, Inc. (Signature Services), an affiliate of the Advisor. The transfer agent fees paid to Signature Services are determined based on the cost to Signature Services (Signature Services Cost) of providing recordkeeping services. It also includes out-of-pocket expenses, including payments made to third-parties for recordkeeping services provided to their clients who invest in one or more John Hancock funds. In addition, Signature Services Cost may be reduced by certain fees that Signature Services receives in connection with retirement and small accounts. Signature Services Cost is calculated monthly and allocated, as applicable, to five categories of share classes: Retail Share and Institutional Share Classes of Non-Municipal Bond Funds, Class R6 Shares, Retirement Share Classes and Municipal Bond Share Classes. Within each of these categories, the applicable costs are allocated to the affected John Hancock affiliated funds and/or classes, based on the relative average daily net assets.
Class level expenses. Class level expenses for the six months ended April 30, 2022 were as follows:
Class Distribution and service fees Transfer agent fees
Class A $3,949,362 $1,484,806
Class C 1,424,058 160,478
Class I 477,992
Class R2 26,531 469
Class R4 48,083 1,181
Class R5 653 112
Class R6 28,222
Total $5,448,687 $2,153,260
62 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT  

Trustee expenses. The fund compensates each Trustee who is not an employee of the Advisor or its affiliates. The costs of paying Trustee compensation and expenses are allocated to the fund based on its net assets relative to other funds within the John Hancock group of funds complex.
Note 5Fund share transactions
Transactions in fund shares for the six months ended April 30, 2022 and for the year ended October 31, 2021 were as follows:
  Six Months Ended 4-30-22 Year Ended 10-31-21
  Shares Amount Shares Amount
Class A shares        
Sold 20,847,050 $544,798,576 44,377,705 $1,131,482,031
Distributions reinvested 2,246,898 59,584,258 1,186,458 29,831,942
Repurchased (12,425,579) (323,246,272) (21,906,783) (559,414,869)
Net increase 10,668,369 $281,136,562 23,657,380 $601,899,104
Class C shares        
Sold 600,733 $15,750,046 2,317,672 $58,510,635
Distributions reinvested 210,507 5,595,602 97,280 2,394,912
Repurchased (2,137,967) (55,458,168) (4,819,381) (121,024,529)
Net decrease (1,326,727) $(34,112,520) (2,404,429) $(60,118,982)
Class I shares        
Sold 4,005,865 $104,622,069 10,055,279 $254,442,657
Distributions reinvested 731,374 19,351,480 484,518 12,177,557
Repurchased (4,339,107) (112,722,653) (6,153,456) (156,660,339)
Net increase 398,132 $11,250,896 4,386,341 $109,959,875
Class R2 shares        
Sold 36,002 $937,463 94,853 $2,367,536
Distributions reinvested 8,570 227,103 6,275 156,501
Repurchased (59,031) (1,529,114) (178,027) (4,566,514)
Net decrease (14,459) $(364,548) (76,899) $(2,042,477)
Class R4 shares        
Sold 52,075 $1,358,311 164,628 $4,228,622
Distributions reinvested 25,011 666,371 17,231 434,599
Repurchased (108,496) (2,827,946) (149,066) (3,821,077)
Net increase (decrease) (31,410) $(803,264) 32,793 $842,144
Class R5 shares        
Sold 2,387 $61,446 18,157 $464,379
Distributions reinvested 2,536 67,378 1,892 47,760
Repurchased (7,739) (208,119) (16,658) (433,404)
Net increase (decrease) (2,816) $(79,295) 3,391 $78,735
  SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 63

  Six Months Ended 4-30-22 Year Ended 10-31-21
  Shares Amount Shares Amount
Class R6 shares        
Sold 4,585,180 $119,379,809 10,189,164 $259,246,912
Distributions reinvested 621,743 16,466,373 374,002 9,455,834
Repurchased (2,419,279) (62,745,246) (3,066,211) (78,698,883)
Net increase 2,787,644 $73,100,936 7,496,955 $190,003,863
Total net increase 12,478,733 $330,128,767 33,095,532 $840,622,262
Affiliates of the fund owned 1% of shares of Class R6 on April 30, 2022. Such concentration of shareholders’ capital could have a material effect on the fund if such shareholders redeem from the fund.
Note 6Purchase and sale of securities
Purchases and sales of securities, other than short-term investments and U.S. Treasury obligations, amounted to $713,618,446 and $620,773,961, respectively, for the six months ended April 30, 2022. Purchases and sales of U.S. Treasury obligations aggregated $786,542,319 and $618,962,172, respectively, for the six months ended April 30, 2022.
Note 7Investment in affiliated underlying funds
The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund’s fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:
              Dividends and distributions
Affiliate Ending
share
amount
Beginning
value
Cost of
purchases
Proceeds
from shares
sold
Realized
gain
(loss)
Change in
unrealized
appreciation
(depreciation)
Income
distributions
received
Capital gain
distributions
received
Ending
value
John Hancock Collateral Trust* 3,396,154 $16,026,677 $166,244,056 $(148,287,728) $(24,126) $(2,437) $64,066 $1,964 $33,956,442
    
* Refer to the Securities lending note within Note 2 for details regarding this investment.
Note 8LIBOR discontinuation risk
LIBOR (London Interbank Offered Rate) is a measure of the average interest rate at which major global banks can borrow from one another. Following allegations of rate manipulation and concerns regarding its thin liquidity, in July 2017, the U.K. Financial Conduct Authority, which regulates LIBOR, announced that it will stop encouraging banks to provide the quotations needed to sustain LIBOR. As market participants transition away from LIBOR, LIBOR’s usefulness may deteriorate. The transition process may lead to increased volatility and illiquidity in markets that currently rely on LIBOR to determine interest rates. LIBOR’s deterioration may adversely affect the liquidity and/or market value of securities that use LIBOR as a benchmark interest rate.
The ICE Benchmark Administration Limited, the administrator of LIBOR, ceased publishing most LIBOR maturities, including some US LIBOR maturities, on December 31, 2021, and is expected to cease publishing the remaining and most liquid US LIBOR maturities on June 30, 2023. It is expected that market participants will transition to the use of alternative reference or benchmark rates prior to the applicable LIBOR publication cessation date. However, although regulators have encouraged the development and adoption of alternative rates such as the Secured Overnight Financing Rate ("SOFR"), the future utilization of LIBOR or of any particular replacement rate remains uncertain.
64 JOHN HANCOCK Balanced Fund | SEMIANNUAL REPORT  

The impact on the transition away from LIBOR referenced financial instruments remains uncertain. It is expected that market participants will amend such financial instruments to include fallback provisions and other measures that contemplate the discontinuation of LIBOR. To facilitate the transition of legacy derivatives contracts referencing LIBOR, the International Swaps and Derivatives Association, Inc. launched a protocol to incorporate fallback provisions. There are obstacles to converting certain longer term securities to a new benchmark or benchmarks and the effectiveness of one versus multiple alternative reference rates has not been determined. Certain proposed replacement rates, such as SOFR, are materially different from LIBOR, and will require changes to the applicable spreads. Furthermore, the risks associated with the conversion from LIBOR may be exacerbated if an orderly transition is not completed in a timely manner.
Note 9Coronavirus (COVID-19) pandemic
The COVID-19 disease has resulted in significant disruptions to global business activity. A widespread health crisis such as a global pandemic could cause substantial market volatility, exchange-trading suspensions, and closures, which may lead to less liquidity in certain instruments, industries, sectors or the markets generally, and may ultimately affect fund performance.
Note 10New accounting pronouncement
In March 2020, the Financial Accounting Standards Board (FASB) issued an Accounting Standards Update (ASU), ASU 2020-04, which provides optional, temporary relief with respect to the financial reporting of contracts subject to certain types of modifications due to the planned discontinuation of the LIBOR and other IBOR-based reference rates as of the end of 2021. The temporary relief provided by ASU 2020-04 is effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management expects that the adoption of the guidance will not have a material impact to the financial statements.
  SEMIANNUAL REPORT | JOHN HANCOCK Balanced Fund 65

STATEMENT REGARDING LIQUIDITY RISK MANAGEMENT

Operation of the Liquidity Risk Management Program
This section describes operation and effectiveness of the Liquidity Risk Management Program (LRMP) established in accordance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the Liquidity Rule). The Board of Trustees (the Board) of each Fund in the John Hancock Group of Funds (each a Fund and collectively, the Funds) that is subject to the requirements of the Liquidity Rule has appointed John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (together, the Advisor) to serve as Administrator of the LRMP with respect to each of the Funds, including John Hancock Balanced Fund, subject to the oversight of the Board. In order to provide a mechanism and process to perform the functions necessary to administer the LRMP, the Advisor established the Liquidity Risk Management Committee (the Committee). The Fund’s subadvisor, Manulife Investment Management (US) LLC (the Subadvisor) executes the day-to-day investment management and security-level activities of the Fund in accordance with the requirements of the LRMP, subject to the supervision of the Advisor and the Board.
The Committee receives monthly reports and holds quarterly meetings to: (1) review the day-to-day operations of the LRMP; (2) monitor current market and liquidity conditions; (3) review and approve month-end liquidity classifications; (4) monitor illiquid investment levels against the 15% limit on illiquid investments and established Highly Liquid Investment Minimums (HLIMs), if any; (5) review quarterly testing and determinations, as applicable; (6) review redemption-in-kind activities; and (7) review other LRMP related material. The Advisor also conducts daily, monthly, quarterly, and annual quantitative and qualitative assessments of each subadvisor to a Fund that is subject to the requirements of the Liquidity Rule and is a part of the LRMP to monitor investment performance issues, risks and trends. In addition, the Advisor may conduct ad-hoc reviews and meetings with subadvisors as issues and trends are identified, including potential liquidity issues. The Committee also monitors global events, such as the ongoing COVID-19 Coronavirus pandemic and amendments to the Office of Foreign Assets Control sanctioned company lists, that could impact the markets and liquidity of portfolio investments and their classifications.
The Committee provided the Board at a meeting held by videoconference on March 22-24, 2022 with a written report which addressed the Committee’s assessment of the adequacy and effectiveness of the implementation and operation of the LRMP and any material changes to the LRMP. The report, which covered the period January 1, 2021 through December 31, 2021, included an assessment of important aspects of the LRMP including, but not limited to: (1) Security-level liquidity classifications; (2) Fund-level liquidity risk assessment; (3) Reasonably Anticipated Trade Size (RATS) determination; (4) HLIM determination; (5) Compliance with the 15% limit on illiquid investments; (6) Operation of the Fund’s Redemption-In-Kind Procedures; and (7) Review of liquidity management facilities.
Additionally, the report included a discussion of notable changes and enhancements to the LRMP implemented during 2021 and key initiatives for 2022.
The report also covered material liquidity matters which occurred or were reported during this period applicable to the Fund, if any, and the Committee’s actions to address such matters.
The report stated, in relevant part, that during the period covered by the report:
The Fund’s investment strategy remained appropriate for an open-end fund structure;
The Fund was able to meet requests for redemption without significant dilution of remaining shareholders’ interests in the Fund;
The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission;
66 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT  

The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and
The Chief Compliance Officer’s office, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures.
Adequacy and Effectiveness
Based on the review and assessment conducted by the Committee, the Committee has determined that the LRMP has been implemented, and is operating in a manner that is adequate and effective at assessing and managing the liquidity risk of the Fund.
  SEMIANNUAL REPORT | JOHN HANCOCK BALANCED FUND 67

More information
Trustees
Hassell H. McClellan, Chairperson
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
Officers
Andrew G. Arnott
President
Charles A. Rizzo
Chief Financial Officer
Salvatore Schiavone
Treasurer
Christopher (Kit) Sechler
Secretary and Chief Legal Officer
Trevor Swanberg
Chief Compliance Officer
 Non-Independent Trustee
* Member of the Audit Committee
Investment advisor
John Hancock Investment Management LLC
Subadvisor
Manulife Investment Management (US) LLC
Portfolio Managers
Susan A. Curry
Jeffrey N. Given, CFA
Michael J. Scanlon, Jr., CFA
Principal distributor
John Hancock Investment Management Distributors LLC
Custodian
Citibank, N.A.
Transfer agent
John Hancock Signature Services, Inc.
Legal counsel
K&L Gates LLP
 
The fund’s proxy voting policies and procedures, as well as the fund proxy voting record for the most recent twelve-month period ended June 30, are available free of charge on the Securities and Exchange Commission (SEC) website at sec.gov or on our website.
All of the fund’s holdings as of the end of the third month of every fiscal quarter are filed with the SEC on Form N-PORT within 60 days of the end of the fiscal quarter. The fund’s Form N-PORT filings are available on our website and the SEC’s website, sec.gov.
We make this information on your fund, as well as monthly portfolio holdings, and other fund details available on our website at jhinvestments.com or by calling 800-225-5291.
You can also contact us:    
800-225-5291 Regular mail: Express mail:
jhinvestments.com John Hancock Signature Services, Inc.
P.O. Box 219909
Kansas City, MO 64121-9909
John Hancock Signature Services, Inc.
430 W 7th Street
Suite 219909
Kansas City, MO 64105-1407
68 JOHN HANCOCK BALANCED FUND | SEMIANNUAL REPORT  

John Hancock family of funds
U.S. EQUITY FUNDS

Blue Chip Growth
Classic Value
Disciplined Value
Disciplined Value Mid Cap
Equity Income
Financial Industries
Fundamental All Cap Core
Fundamental Large Cap Core
Mid Cap Growth
New Opportunities
Regional Bank
Small Cap Core
Small Cap Growth
Small Cap Value
U.S. Global Leaders Growth
U.S. Growth
INTERNATIONAL EQUITY FUNDS

Disciplined Value International
Emerging Markets
Emerging Markets Equity
Fundamental Global Franchise
Global Environmental Opportunities
Global Equity
Global Shareholder Yield
Global Thematic Opportunities
International Dynamic Growth
International Growth
International Small Company
FIXED-INCOME FUNDS

Bond
California Municipal Bond
Emerging Markets Debt
Floating Rate Income
Government Income
High Yield
High Yield Municipal Bond
Income
Investment Grade Bond
Money Market
Municipal Opportunities
Opportunistic Fixed Income
Short Duration Bond
Strategic Income Opportunities
ALTERNATIVE FUNDS

Absolute Return Currency
Alternative Asset Allocation
Diversified Macro
Infrastructure
Multi-Asset Absolute Return
Real Estate Securities
Seaport Long/Short
 
A fund’s investment objectives, risks, charges, and expenses should be considered carefully before investing. The prospectus contains this and other important information about the fund. To obtain a prospectus, contact your financial professional, call John Hancock Investment Management at 800-225-5291, or visit our website at jhinvestments.com. Please read the prospectus carefully before investing or sending money.

EXCHANGE-TRADED FUNDS

John Hancock Corporate Bond ETF
John Hancock Mortgage-Backed Securities ETF
John Hancock Multifactor Consumer Discretionary ETF
John Hancock Multifactor Consumer Staples ETF
John Hancock Multifactor Developed International ETF
John Hancock Multifactor Emerging Markets ETF
John Hancock Multifactor Energy ETF
John Hancock Multifactor Financials ETF
John Hancock Multifactor Healthcare ETF
John Hancock Multifactor Industrials ETF
John Hancock Multifactor Large Cap ETF
John Hancock Multifactor Materials ETF
John Hancock Multifactor Media and
Communications ETF
John Hancock Multifactor Mid Cap ETF
John Hancock Multifactor Small Cap ETF
John Hancock Multifactor Technology ETF
John Hancock Multifactor Utilities ETF
John Hancock Preferred Income ETF
ENVIRONMENTAL,SOCIAL, AND
GOVERNANCE FUNDS

ESG Core Bond
ESG International Equity
ESG Large Cap Core
ASSET ALLOCATION/TARGET DATE FUNDS

Balanced
Multi-Asset High Income
Multi-Index Lifetime Portfolios
Multi-Index Preservation Portfolios
Multimanager Lifestyle Portfolios
Multimanager Lifetime Portfolios
CLOSED-END FUNDS

Financial Opportunities
Hedged Equity & Income
Income Securities Trust
Investors Trust
Preferred Income
Preferred Income II
Preferred Income III
Premium Dividend
Tax-Advantaged Dividend Income
Tax-Advantaged Global Shareholder Yield
John Hancock ETF shares are bought and sold at market price (not NAV), and are not individually redeemed from the fund. Brokerage commissions will reduce returns.
John Hancock ETFs are distributed by Foreside Fund Services, LLC, and are subadvised by Manulife Investment Management (US) LLC or Dimensional Fund Advisors LP. Foreside is not affiliated with John Hancock Investment Management Distributors LLC, Manulife Investment Management (US) LLC or Dimensional Fund Advisors LP.
Dimensional Fund Advisors LP receives compensation from John Hancock in connection with licensing rights to the John Hancock Dimensional indexes. Dimensional Fund Advisors LP does not sponsor, endorse, or sell, and makes no representation as to the advisability of investing in, John Hancock Multifactor ETFs.

A trusted brand
John Hancock Investment Management is a premier asset manager
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
A better way to invest
We serve investors globally through a unique multimanager approach:
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
Results for investors
Our unique approach to asset management enables us to provide
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
“A trusted brand” is based on a survey of 6,651 respondents conducted by Medallia between 3/18/20 and 5/13/20.
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
Manulife Investment Management, the Stylized M Design, and Manulife Investment Management & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and are used by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
This report is for the information of the shareholders of John Hancock Balanced Fund. It is not authorized for distribution to prospective investors unless preceded or accompanied by a prospectus.
MF2181553 36SA 4/22
6/2022

Semiannual report
John Hancock
Diversified Macro Fund
Alternative
April 30, 2022

A message to shareholders
Dear shareholders,
The international equity markets produced negative returns during the six months ended April 30, 2022. Investors reacted adversely to a wide range of developments during this time, including the emergence of the Omicron variant of COVID-19 in November 2021 and the conflict between Russia and Ukraine in February 2022. Even more important, market sentiment came under pressure from the persistent rise in inflation and world central banks’ effort to combat the trend through tighter monetary policy. The prospect of higher rates weighed most heavily on growth stocks, particularly smaller, faster-growing companies that were top performers in 2021. Conversely, energy and other commodity-related stocks performed well and contributed to outperformance for the value style.
In these uncertain times, your financial professional can assist with positioning your portfolio so that it’s sufficiently diversified to help meet your long-term objectives and to withstand the inevitable bouts of market volatility along the way.
On behalf of everyone at John Hancock Investment Management, I’d like to take this opportunity to welcome new shareholders and thank existing shareholders for the continued trust you’ve placed in us.
Sincerely,
Andrew G. Arnott
President and CEO,
John Hancock Investment Management
Head of Wealth and Asset Management,
United States and Europe
This commentary reflects the CEO’s views as of this report’s period end and are subject to change at any time. Diversification does not guarantee investment returns and does not eliminate risk of loss. All investments entail risks, including the possible loss of principal. For more up-to-date information, you can visit our website at jhinvestments.com.


Your fund at a glance
INVESTMENT OBJECTIVE

The fund seeks long-term capital appreciation.
AVERAGE ANNUAL TOTAL RETURNS AS OF 4/30/2022 (%)

The Intercontinental Exchange (ICE) Bank of America (BofA) 0-3 Month U.S. Treasury Bill Index tracks the performance of Treasury bills maturing in zero to three months.
It is not possible to invest directly in an index. Index figures do not reflect expenses or sales charges, which would result in lower returns.
The fund’s Morningstar category average is a group of funds with similar investment objectives and strategies and is the equal-weighted return of all funds per category. Morningstar places funds in certain categories based on their historical portfolio holdings. Figures from Morningstar, Inc. include reinvested distributions and do not take into account sales charges. Actual load-adjusted performance is lower. Since-inception returns for the Morningstar fund category average are not available.
The past performance shown here reflects reinvested distributions and the beneficial effect of any expense reductions, and does not guarantee future results. Performance of the other share classes will vary based on the difference in the fees and expenses of those classes. Shares will fluctuate in value and, when redeemed, may be worth more or less than their original cost. Current month-end performance may be lower or higher than the performance cited, and can be found at jhinvestments.com or by calling 800-225-5291. For further information on the fund’s objectives, risks, and strategy, see the fund’s prospectus.
2 JOHN HANCOCK DIVERSIFIED MACRO FUND  | SEMIANNUAL REPORT  

Portfolio summary
FUTURES CONTRACTS EXPOSURE AS OF 4/30/2022 (Notional basis as a % of net assets)
Energy 11.3
Ags/Softs 11.2
Long Term/Intermediate Rates 10.8
Equity 5.6
Base Metals 1.7
Currency 1.7
Precious Metals (3.5)
Short Term Rates (163.0)
TOTAL (124.2)
FORWARD FOREIGN CURRENCY CONTRACTS ALLOCATION AS OF 4/30/2022 (% of net assets)

The fund’s assets are exposed to both short (unfavored) and long (favored) currency positions.
Notes about risk
The fund is subject to various risks as described in the fund’s prospectus. Political tensions and armed conflicts, including the Russian invasion of Ukraine, and any resulting economic sanctions on entities and/or individuals of a particular country could lead such a country into an economic recession. The COVID-19 disease has resulted in significant disruptions to global business activity. A widespread health crisis such as a global pandemic could cause substantial market volatility, exchange-trading suspensions, and closures, which may lead to less liquidity in certain instruments, industries, sectors, or the markets, generally, and may ultimately affect fund performance. For more information, please refer to the “Principal risks” section of the prospectus.
  SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND 3

A look at performance
TOTAL RETURNS FOR THE PERIOD ENDED APRIL 30, 2022

Average annual total returns (%)
with maximum sales charge
Cumulative total returns (%)
with maximum sales charge
  1-year Since
inception
(7-29-19)
6-month Since
inception
(7-29-19)
Class A 6.91 2.44 8.11 6.86
Class C 10.87 3.63 12.44 10.33
Class I1 12.93 4.68 14.01 13.44
Class R61 13.04 4.79 14.00 13.75
Class NAV1 13.06 4.76 14.02 13.69
Index 0.08 0.53 0.07 1.47
Performance figures assume all distributions are reinvested. Figures reflect maximum sales charges on Class A shares of 5% and the applicable contingent deferred sales charge (CDSC) on Class C shares. Class C shares sold within one year of purchase are subject to a 1% CDSC. Sales charges are not applicable to Class I, Class R6, and Class NAV shares.
The expense ratios of the fund, both net (including any fee waivers and/or expense limitations) and gross (excluding any fee waivers and/or expense limitations), are set forth according to the most recent publicly available prospectuses for the fund and may differ from those disclosed in the Consolidated financial highlights tables in this report. Net expenses reflect contractual fee waivers and expense limitations in effect until February 28, 2023 and are subject to change. Had the contractual fee waivers and expense limitations not been in place, gross expenses would apply. The expense ratios are as follows:
  Class A Class C Class I Class R6 Class NAV
Gross (%) 1.67 2.42 1.42 1.31 1.30
Net (%) 1.66 2.41 1.41 1.30 1.29
Please refer to the most recent prospectus and annual or semiannual report for more information on expenses and any expense limitation arrangements for each class.
The returns reflect past results and should not be considered indicative of future performance. The return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Due to market volatility and other factors, the fund’s current performance may be higher or lower than the performance shown. For current to the most recent month-end performance data, please call 800–225–5291 or visit the fund’s website at jhinvestments.com.
The performance table above and the chart on the next page do not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The fund’s performance results reflect any applicable fee waivers or expense reductions, without which the expenses would increase and results would have been less favorable.
  † Index is the ICE BofA 0-3 Month U.S. Treasury Bill Index.
See the following page for footnotes.
4 JOHN HANCOCK DIVERSIFIED MACRO FUND  | SEMIANNUAL REPORT  

This chart and table show what happened to a hypothetical $10,000 investment in John Hancock Diversified Macro Fund for the share classes and periods indicated, assuming all distributions were reinvested. For comparison, we’ve shown the same investment in the ICE BofA 0-3 Month U.S. Treasury Bill Index.
  Start date With maximum
sales charge ($)
Without
sales charge ($)
Index ($)
Class C2 7-29-19 11,033 11,033 10,147
Class I1 7-29-19 11,344 11,344 10,147
Class R61 7-29-19 11,375 11,375 10,147
Class NAV1 7-29-19 11,369 11,369 10,147
The Intercontinental Exchange (ICE) Bank of America (BofA) 0-3 Month U.S. Treasury Bill Index tracks the performance of Treasury bills maturing in zero to three months.
It is not possible to invest directly in an index. Index figures do not reflect expenses or sales charges, which would result in lower returns.
Footnotes related to performance pages
1 For certain types of investors, as described in the fund’s prospectuses.
2 The contingent deferred sales charge is not applicable.
  SEMIANNUAL REPORT  | JOHN HANCOCK DIVERSIFIED MACRO FUND 5

Your expenses
These examples are intended to help you understand your ongoing operating expenses of investing in the fund so you can compare these costs with the ongoing costs of investing in other mutual funds.
Understanding fund expenses
As a shareholder of the fund, you incur two types of costs:
Transaction costs, which include sales charges (loads) on purchases or redemptions (varies by share class), minimum account fee charge, etc.
Ongoing operating expenses, including management fees, distribution and service fees (if applicable), and other fund expenses.
We are presenting only your ongoing operating expenses here.
Actual expenses/actual returns
The first line of each share class in the table on the following page is intended to provide information about the fund’s actual ongoing operating expenses, and is based on the fund’s actual return. It assumes an account value of $1,000.00 on November 1, 2021, with the same investment held until April 30, 2022.
Together with the value of your account, you may use this information to estimate the operating expenses that you paid over the period. Simply divide your account value at April 30, 2022, by $1,000.00, then multiply it by the “expenses paid” for your share class from the table. For example, for an account value of $8,600.00, the operating expenses should be calculated as follows:
Hypothetical example for comparison purposes
The second line of each share class in the table on the following page allows you to compare the fund’s ongoing operating expenses with those of any other fund. It provides an example of the fund’s hypothetical account values and hypothetical expenses based on each class’s actual expense ratio and an assumed 5% annualized return before expenses (which is not the class’s actual return). It assumes an account value of $1,000.00 on November 1, 2021, with the same investment held until April 30, 2022. Look in any other fund shareholder report to find its hypothetical example and you will be able to compare these expenses. Please remember that these hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period.
6 JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT  

Remember, these examples do not include any transaction costs, therefore, these examples will not help you to determine the relative total costs of owning different funds. If transaction costs were included, your expenses would have been higher. See the prospectuses for details regarding transaction costs.
SHAREHOLDER EXPENSE EXAMPLE CHART

    Account
value on
11-1-2021
Ending
value on
4-30-2022
Expenses
paid during
period ended
4-30-20221
Annualized
expense
ratio
Class A Actual expenses/actual returns $1,000.00 $1,137.70 $8.69 1.64%
  Hypothetical example 1,000.00 1,016.70 8.20 1.64%
Class C Actual expenses/actual returns 1,000.00 1,134.40 12.65 2.39%
  Hypothetical example 1,000.00 1,012.90 11.93 2.39%
Class I Actual expenses/actual returns 1,000.00 1,140.10 7.38 1.39%
  Hypothetical example 1,000.00 1,017.90 6.95 1.39%
Class R6 Actual expenses/actual returns 1,000.00 1,140.00 6.84 1.29%
  Hypothetical example 1,000.00 1,018.40 6.46 1.29%
Class NAV Actual expenses/actual returns 1,000.00 1,140.20 6.79 1.28%
  Hypothetical example 1,000.00 1,018.40 6.41 1.28%
    
1 Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/365 (to reflect the one-half year period).
  SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND 7

Consolidated Fund’s investments
AS OF 4-30-22 (unaudited)
  Yield* (%) Maturity date   Par value^ Value
Short-term investments 42.2%         $234,405,502
(Cost $234,407,560)          
U.S. Government 42.2%         234,405,502
U.S. Treasury Bill 0.190 05-05-22   33,500,000 33,499,737
U.S. Treasury Bill 0.285 05-19-22   25,000,000 24,997,403
U.S. Treasury Bill 0.296 05-10-22   30,500,000 30,499,238
U.S. Treasury Bill 0.315 05-26-22   25,000,000 24,994,579
U.S. Treasury Bill 0.359 06-02-22   20,500,000 20,494,170
U.S. Treasury Bill 0.361 06-09-22   28,000,000 27,987,162
U.S. Treasury Bill 0.482 06-16-22   20,500,000 20,488,613
U.S. Treasury Bill 0.560 06-23-22   12,000,000 11,989,769
U.S. Treasury Bill 0.615 06-30-22   39,500,000 39,454,831
    
Total investments (Cost $234,407,560) 42.2%     $234,405,502
Other assets and liabilities, net 57.8%       320,610,387
Total net assets 100.0%         $555,015,889
    
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund.
^All par values are denominated in U.S. dollars unless otherwise indicated.
Security Abbreviations and Legend
* Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end.
8 JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

DERIVATIVES
FUTURES
Open contracts Number of
contracts
Position Expiration
date
Notional
basis^
Notional
value^
Unrealized
appreciation
(depreciation)
10-Year Japan Government Bond Futures 23 Long Jun 2022 $26,690,299 $26,499,403 $(190,896)
10-Year U.S. Treasury Note Futures 4 Long Jun 2022 478,973 476,125 (2,848)
5-Year U.S. Treasury Note Futures 22 Long Jul 2022 2,485,239 2,476,203 (9,036)
Australian 10-Year Bond Futures 52 Long Jun 2022 4,763,069 4,520,199 (242,870)
Brent Crude Futures 89 Long Jun 2022 9,118,618 9,492,740 374,122
CAC40 Index Futures 178 Long May 2022 12,133,280 11,970,135 (163,145)
Cocoa Futures 44 Long Jul 2022 977,717 998,667 20,950
Coffee ’C’ Futures 130 Long Jul 2022 11,151,011 10,827,375 (323,636)
Copper Futures 82 Long Jul 2022 9,581,521 8,979,000 (602,521)
Corn Futures 412 Long Jul 2022 15,840,484 16,752,950 912,466
Cotton No. 2 Futures 100 Long Jul 2022 6,733,823 7,334,500 600,677
Euro STOXX 50 Index Futures 575 Long Jun 2022 22,370,557 22,328,860 (41,697)
Euro-Bund Futures 70 Long Jun 2022 11,532,652 11,353,926 (178,726)
Euro-Schatz Futures 894 Long Jun 2022 105,278,896 103,880,780 (1,398,116)
FTSE 100 Index Futures 245 Long Jun 2022 21,884,192 22,845,327 961,135
Gas Oil Futures 82 Long Jun 2022 7,768,956 9,393,100 1,624,144
Gasoline RBOB Futures 130 Long Jun 2022 17,477,659 18,763,836 1,286,177
Hard Red Winter Wheat Futures 26 Long Jul 2022 1,316,608 1,438,125 121,517
Natural Gas Futures 185 Long May 2022 12,392,321 13,469,850 1,077,529
Nikkei 225 Index Futures 104 Long Jun 2022 20,480,164 21,417,068 936,904
NY Harbor ULSD Futures 63 Long Jun 2022 9,061,199 10,560,186 1,498,987
Russell 2000 E-Mini Index Futures 74 Long Jun 2022 7,283,100 6,886,810 (396,290)
SGX Japanese Government Bond Futures 18 Long Jun 2022 2,072,149 2,073,866 1,717
Soybean Futures 208 Long Jul 2022 16,809,106 17,524,000 714,894
Soybean Meal Futures 148 Long Jul 2022 6,727,602 6,415,800 (311,802)
Soybean Oil Futures 130 Long Jul 2022 5,644,317 6,566,040 921,723
Sugar No. 11 (World) Futures 308 Long Jul 2022 6,868,117 6,602,534 (265,583)
Tokyo Price Index Futures 4 Long Jun 2022 581,825 596,263 14,438
U.S. Dollar Index Futures 93 Long Jun 2022 9,296,473 9,596,205 299,732
WTI Crude Oil Futures 67 Long May 2022 6,941,494 6,986,090 44,596
2-Year U.S. Treasury Note Futures 82 Short Jul 2022 (17,286,891) (17,280,859) 6,032
30-Year U.S. Treasury Bond Futures 174 Short Jun 2022 (26,963,638) (24,447,000) 2,516,638
3-Month EURIBOR Futures 1,235 Short Jun 2023 (323,448,093) (320,798,256) 2,649,837
3-Month SONIA Index Futures 130 Short Sep 2023 (40,020,520) (39,792,332) 228,188
90-Day Eurodollar Futures 2,214 Short Jun 2023 (541,467,277) (533,380,275) 8,087,002
Canadian 10-Year Bond Futures 108 Short Jun 2022 (10,884,988) (10,595,290) 289,698
Dow Jones Industrial Average E-Mini Index Futures 89 Short Jun 2022 (15,102,185) (14,634,270) 467,915
Euro-BOBL Futures 219 Short Jun 2022 (29,469,769) (29,387,600) 82,169
Gold 100 Oz Futures 59 Short Jun 2022 (11,230,767) (11,195,840) 34,927
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND 9

FUTURES (continued)
Open contracts Number of
contracts
Position Expiration
date
Notional
basis^
Notional
value^
Unrealized
appreciation
(depreciation)
Hang Seng Index Futures 178 Short May 2022 $(22,591,408) $(23,637,528) $(1,046,120)
Long Gilt Futures 56 Short Jun 2022 (8,512,119) (8,343,737) 168,382
NASDAQ 100 E-Mini Index Futures 11 Short Jun 2022 (2,949,874) (2,827,440) 122,434
S&P 500 E-Mini Index Futures 59 Short Jun 2022 (13,077,773) (12,176,125) 901,648
Silver Futures 63 Short Jul 2022 (7,928,425) (7,183,575) 744,850
Wheat Futures 185 Short Jul 2022 (9,944,377) (9,758,750) 185,627
            $22,723,769
^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.
FORWARD FOREIGN CURRENCY CONTRACTS
Contract to buy Contract to sell Counterparty (OTC) Contractual
settlement
date
Unrealized
appreciation
Unrealized
depreciation
AUD 42,232,000 USD 30,831,281 BOA 6/17/2022 $(967,086)
CAD 148,782,000 USD 117,333,900 BOA 6/17/2022 (1,531,993)
CHF 5,234,000 USD 5,613,131 BOA 6/17/2022 (219,591)
EUR 38,505,000 USD 42,601,640 BOA 6/17/2022 (1,891,979)
GBP 87,973,000 USD 115,710,685 BOA 6/17/2022 (5,082,045)
JPY 10,066,009,000 USD 77,466,473 BOA 6/16/2022 $224,746
JPY 17,604,406,000 USD 139,416,126 BOA 6/17/2022 (3,536,025)
MXN 490,042,000 USD 23,008,602 BOA 6/17/2022 790,491
NZD 51,447,000 USD 35,144,695 BOA 6/17/2022 (1,934,762)
USD 100,815,959 AUD 136,955,000 BOA 6/17/2022 3,968,761
USD 44,161,253 CAD 56,583,000 BOA 6/17/2022 120,849
USD 68,134,921 CHF 63,075,000 BOA 6/17/2022 3,137,300
USD 129,167,120 EUR 117,675,000 BOA 6/17/2022 4,754,462
USD 216,899,799 GBP 166,656,000 BOA 6/17/2022 7,324,969
USD 114,848,473 JPY 15,000,000,000 BOA 5/2/2022 9,558,473
USD 76,937,727 JPY 10,066,009,000 BOA 6/16/2022 (753,492)
USD 331,746,065 JPY 42,670,897,000 BOA 6/17/2022 3,309,498
USD 1,278,140 MXN 26,570,000 BOA 6/17/2022 (12,244)
USD 26,073,180 NZD 38,489,000 BOA 6/17/2022 1,227,861
            $34,417,410 $(15,929,217)
    
Derivatives Currency Abbreviations
AUD Australian Dollar
CAD Canadian Dollar
CHF Swiss Franc
EUR Euro
GBP Pound Sterling
JPY Japanese Yen
MXN Mexican Peso
NZD New Zealand Dollar
10 JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

USD U.S. Dollar
    
Derivatives Abbreviations
BOA Bank of America, N.A.
EURIBOR Euro Interbank Offered Rate
OTC Over-the-counter
RBOB Reformulated Blendstock for Oxygenate Blending
SONIA Sterling Overnight Interbank Average Rate
WTI West Texas Intermediate
At 4-30-22, the aggregate cost of investments for federal income tax purposes was $236,443,258. Net unrealized appreciation aggregated to $39,174,206, of which $39,181,146 related to gross unrealized appreciation and $6,940 related to gross unrealized depreciation.
See Notes to Consolidated financial statements regarding investment transactions and other derivatives information.
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND 11

Consolidated financial statements
CONSOLIDATED STATEMENT OF ASSETS AND LIABILITIES 4-30-22 (unaudited)

Assets  
Unaffiliated investments, at value (Cost $234,407,560) $234,405,502
Unrealized appreciation on forward foreign currency contracts 34,417,410
Receivable for futures variation margin 1,200,172
Cash 267,654,469
Collateral held at broker for futures contracts 30,227,899
Interest receivable 8,620
Receivable for fund shares sold 3,371,396
Other assets 57,639
Total assets 571,343,107
Liabilities  
Unrealized depreciation on forward foreign currency contracts 15,929,217
Payable for fund shares repurchased 227,808
Payable to affiliates  
Accounting and legal services fees 27,143
Transfer agent fees 7,123
Trustees’ fees 191
Other liabilities and accrued expenses 135,736
Total liabilities 16,327,218
Net assets $555,015,889
Net assets consist of  
Paid-in capital $515,037,227
Total distributable earnings (loss) 39,978,662
Net assets $555,015,889
 
Net asset value per share  
Based on net asset value and shares outstanding - the fund has an unlimited number of shares authorized with no par value  
Class A ($3,614,699 ÷ 350,156 shares)1 $10.32
Class C ($273,975 ÷ 26,686 shares)1 $10.27
Class I ($68,523,442 ÷ 6,621,521 shares) $10.35
Class R6 ($196,859,039 ÷ 19,001,806 shares) $10.36
Class NAV ($285,744,734 ÷ 27,600,135 shares) $10.35
Maximum offering price per share  
Class A (net asset value per share ÷ 95%)2 $10.86
    
1 Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.
2 On single retail sales of less than $50,000. On sales of $50,000 or more and on group sales the offering price is reduced.
12 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

CONSOLIDATED STATEMENT OF OPERATIONS For the six months ended 4-30-22 (unaudited)

Investment income  
Interest $55,651
Expenses  
Investment management fees 3,109,720
Distribution and service fees 1,639
Accounting and legal services fees 37,983
Transfer agent fees 32,983
Trustees’ fees 4,077
Custodian fees 54,670
State registration fees 49,925
Printing and postage 10,259
Professional fees 58,876
Other 16,642
Total expenses 3,376,774
Less expense reductions (23,146)
Net expenses 3,353,628
Net investment loss (3,297,977)
Realized and unrealized gain (loss)  
Net realized gain (loss) on  
Unaffiliated investments and foreign currency transactions (40,312)
Futures contracts 23,581,654
Forward foreign currency contracts 9,601,218
  33,142,560
Change in net unrealized appreciation (depreciation) of  
Unaffiliated investments and translation of assets and liabilities in foreign currencies 156,789
Futures contracts 27,512,834
Forward foreign currency contracts 13,039,619
  40,709,242
Net realized and unrealized gain 73,851,802
Increase in net assets from operations $70,553,825
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund 13

CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS  

  Six months ended
4-30-22
(unaudited)
Year ended
10-31-21
Increase (decrease) in net assets    
From operations    
Net investment loss $(3,297,977) $(4,863,224)
Net realized gain 33,142,560 9,941,159
Change in net unrealized appreciation (depreciation) 40,709,242 (297,458)
Increase in net assets resulting from operations 70,553,825 4,780,477
Distributions to shareholders    
From earnings    
Class A (7,402) (1,297)
Class C (2,387) (597)
Class I (1,259,681) (446,147)
Class R6 (6,077,007) (728,458)
Class NAV (10,343,589) (4,462,481)
Total distributions (17,690,066) (5,638,980)
From fund share transactions (9,145,959) 265,351,574
Total increase 43,717,800 264,493,071
Net assets    
Beginning of period 511,298,089 246,805,018
End of period $555,015,889 $511,298,089
14 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

CONSOLIDATED FINANCIAL HIGHLIGHTS

CLASS A SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-192
Per share operating performance        
Net asset value, beginning of period $9.36 $9.31 $10.22 $10.00
Net investment income (loss)3 (0.08) (0.16) (0.12) 0.01
Net realized and unrealized gain (loss) on investments 1.32 0.38 (0.42) 0.21
Total from investment operations 1.24 0.22 (0.54) 0.22
Less distributions        
From net investment income (0.28) (0.17)
From net realized gain (0.37)
Total distributions (0.28) (0.17) (0.37)
Net asset value, end of period $10.32 $9.36 $9.31 $10.22
Total return (%)4,5 13.776 2.41 (5.49) 2.206
Ratios and supplemental data        
Net assets, end of period (in millions) $4 $—7 $—7 $—7
Ratios (as a percentage of average net assets):        
Expenses before reductions 1.658 1.67 1.84 1.848
Expenses including reductions 1.648 1.66 1.71 1.708
Net investment income (loss) (1.55)8 (1.66) (1.29) 0.238
Portfolio turnover (%) 09 09 09 09
    
1 Six months ended 4-30-22. Unaudited.
2 Period from 7-29-19 (commencement of operations) to 10-31-19.
3 Based on average daily shares outstanding.
4 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
5 Does not reflect the effect of sales charges, if any.
6 Not annualized.
7 Less than $500,000.
8 Annualized.
9 The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%.
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund 15

CONSOLIDATED FINANCIAL HIGHLIGHTS  (continued)

CLASS C SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-192
Per share operating performance        
Net asset value, beginning of period $9.27 $9.22 $10.20 $10.00
Net investment loss3 (0.11) (0.22) (0.18) (0.01)
Net realized and unrealized gain (loss) on investments 1.32 0.37 (0.43) 0.21
Total from investment operations 1.21 0.15 (0.61) 0.20
Less distributions        
From net investment income (0.21) (0.10)
From net realized gain (0.37)
Total distributions (0.21) (0.10) (0.37)
Net asset value, end of period $10.27 $9.27 $9.22 $10.20
Total return (%)4,5 13.446 1.67 (6.22) 2.006
Ratios and supplemental data        
Net assets, end of period (in millions) $—7 $—7 $—7 $—7
Ratios (as a percentage of average net assets):        
Expenses before reductions 2.408 2.42 2.59 2.598
Expenses including reductions 2.398 2.41 2.46 2.458
Net investment loss (2.35)8 (2.41) (1.93) (0.52)8
Portfolio turnover (%) 09 09 09 09
    
1 Six months ended 4-30-22. Unaudited.
2 Period from 7-29-19 (commencement of operations) to 10-31-19.
3 Based on average daily shares outstanding.
4 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
5 Does not reflect the effect of sales charges, if any.
6 Not annualized.
7 Less than $500,000.
8 Annualized.
9 The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%.
16 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

CONSOLIDATED FINANCIAL HIGHLIGHTS  (continued)

CLASS I SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-192
Per share operating performance        
Net asset value, beginning of period $9.39 $9.35 $10.23 $10.00
Net investment income (loss)3 (0.06) (0.13) (0.10) 0.01
Net realized and unrealized gain (loss) on investments 1.33 0.37 (0.41) 0.22
Total from investment operations 1.27 0.24 (0.51) 0.23
Less distributions        
From net investment income (0.31) (0.20)
From net realized gain (0.37)
Total distributions (0.31) (0.20) (0.37)
Net asset value, end of period $10.35 $9.39 $9.35 $10.23
Total return (%)4 14.015 2.59 (5.18) 2.305
Ratios and supplemental data        
Net assets, end of period (in millions) $69 $37 $23 $2
Ratios (as a percentage of average net assets):        
Expenses before reductions 1.406 1.42 1.59 1.596
Expenses including reductions 1.396 1.41 1.46 1.456
Net investment income (loss) (1.36)6 (1.41) (1.09) 0.306
Portfolio turnover (%) 07 07 07 07
    
1 Six months ended 4-30-22. Unaudited.
2 Period from 7-29-19 (commencement of operations) to 10-31-19.
3 Based on average daily shares outstanding.
4 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
5 Not annualized.
6 Annualized.
7 The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%.
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund 17

CONSOLIDATED FINANCIAL HIGHLIGHTS  (continued)

CLASS R6 SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-192
Per share operating performance        
Net asset value, beginning of period $9.41 $9.36 $10.23 $10.00
Net investment income (loss)3 (0.06) (0.12) (0.10) 0.02
Net realized and unrealized gain (loss) on investments 1.33 0.37 (0.40) 0.21
Total from investment operations 1.27 0.25 (0.50) 0.23
Less distributions        
From net investment income (0.32) (0.20)
From net realized gain (0.37)
Total distributions (0.32) (0.20) (0.37)
Net asset value, end of period $10.36 $9.41 $9.36 $10.23
Total return (%)4 14.005 2.77 (5.09) 2.305
Ratios and supplemental data        
Net assets, end of period (in millions) $197 $169 $29 $—6
Ratios (as a percentage of average net assets):        
Expenses before reductions 1.307 1.31 1.48 1.487
Expenses including reductions 1.297 1.30 1.34 1.347
Net investment income (loss) (1.27)7 (1.30) (1.09) 0.597
Portfolio turnover (%) 08 08 08 08
    
1 Six months ended 4-30-22. Unaudited.
2 Period from 7-29-19 (commencement of operations) to 10-31-19.
3 Based on average daily shares outstanding.
4 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
5 Not annualized.
6 Less than $500,000.
7 Annualized.
8 The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%.
18 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

CONSOLIDATED FINANCIAL HIGHLIGHTS  (continued)

CLASS NAV SHARES Period ended 4-30-221 10-31-21 10-31-20 10-31-192
Per share operating performance        
Net asset value, beginning of period $9.40 $9.36 $10.23 $10.00
Net investment income (loss)3 (0.06) (0.12) (0.07) 0.02
Net realized and unrealized gain (loss) on investments 1.33 0.37 (0.43) 0.21
Total from investment operations 1.27 0.25 (0.50) 0.23
Less distributions        
From net investment income (0.32) (0.21)
From net realized gain (0.37)
Total distributions (0.32) (0.21) (0.37)
Net asset value, end of period $10.35 $9.40 $9.36 $10.23
Total return (%)4 14.025 2.69 (5.09) 2.305
Ratios and supplemental data        
Net assets, end of period (in millions) $286 $305 $195 $213
Ratios (as a percentage of average net assets):        
Expenses before reductions 1.296 1.30 1.46 1.476
Expenses including reductions 1.286 1.29 1.33 1.336
Net investment income (loss) (1.26)6 (1.29) (0.76) 0.606
Portfolio turnover (%) 07 07 07 07
    
1 Six months ended 4-30-22. Unaudited.
2 Period from 7-29-19 (commencement of operations) to 10-31-19.
3 Based on average daily shares outstanding.
4 Total returns would have been lower had certain expenses not been reduced during the applicable periods.
5 Not annualized.
6 Annualized.
7 The calculation of portfolio turnover excludes amounts from securities whose maturities or expiration dates at the time of acquisition were one year or less, which represents a significant amount of the investments held by the fund. As a result, the portfolio turnover is 0%.
SEE NOTES TO CONSOLIDATED FINANCIAL STATEMENTS SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund 19

Notes to consolidated financial statements (unaudited)
Note 1Organization
John Hancock Diversified Macro Fund (the fund) is a series of John Hancock Investment Trust (the Trust), an open-end management investment company organized as a Massachusetts business trust and registered under the Investment Company Act of 1940, as amended (the 1940 Act). The investment objective of the fund is to seek long-term capital appreciation.
The fund may offer multiple classes of shares. The shares currently outstanding are detailed in the Consolidated statement of assets and liabilities. Class A and Class C shares are offered to all investors. Class I shares are offered to institutions and certain investors. Class R6 shares are only available to certain retirement plans, institutions and other investors. Class NAV shares are offered to John Hancock affiliated funds of funds, retirement plans for employees of John Hancock and/or Manulife Financial Corporation, and certain 529 plans. Class C shares convert to Class A shares eight years after purchase (certain exclusions may apply). Shareholders of each class have exclusive voting rights to matters that affect that class. The distribution and service fees, if any, and transfer agent fees for each class may differ.
Basis of consolidation. The accompanying consolidated financial statements include the accounts of John Hancock Diversified Macro Offshore Subsidiary Fund, Ltd. (the subsidiary), a Cayman Islands exempted company which was incorporated on January 4, 2019, a wholly-owned subsidiary of the fund. The fund and its subsidiary are advised by Graham Capital Management, L.P., (the subadvisor), under the supervision of John Hancock Investment Management LLC (the Advisor). The fund may gain exposure to the commodities markets by investing up to 25% of its total assets in the subsidiary. The subsidiary acts as an investment vehicle for the fund to enable the fund to obtain its commodity exposure by investing in commodity-linked derivative instruments. As of April 30, 2022, the net assets of the subsidiary were $66,058,423 representing 11.9% of the fund’s consolidated net assets. Intercompany accounts and transactions, if any, have been eliminated. The Consolidated Fund’s investments includes positions of the fund and the subsidiary.
The subsidiary primarily obtains its commodity exposure by investing in commodity-linked derivative instruments, which may include but are not limited to total return swaps, commodity (U.S. or foreign) futures and commodity-linked notes. Neither the fund nor the subsidiary intends to invest directly in physical commodities. The subsidiary may also invest in other instruments, including fixed-income securities, either as investments or to serve as margin or collateral for its swap positions, and foreign currency transactions (including forward contracts).
Note 2Significant accounting policies
The consolidated financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (US GAAP), which require management to make certain estimates and assumptions as of the date of the consolidated financial statements. Actual results could differ from those estimates and those differences could be significant. The fund qualifies as an investment company under Topic 946 of Accounting Standards Codification of US GAAP.
Events or transactions occurring after the end of the fiscal period through the date that the consolidated financial statements were issued have been evaluated in the preparation of the consolidated financial statements. The following summarizes the significant accounting policies of the fund:
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the fund’s Valuation Policies and Procedures.
In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker
20 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT  

supplied prices. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade. Foreign equity index futures that trade in the electronic trading market subsequent to the close of regular trading may be valued at the last traded price in the electronic trading market as of 4:00 P.M. ET, or may be fair valued based on fair value adjustment factors provided by an independent pricing vendor in order to adjust for events that may occur between the close of foreign exchanges or markets and the close of the NYSE. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.
Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the fund’s Pricing Committee following procedures established by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.
The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund’s own assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the Consolidated Fund’s investments as of April 30, 2022, by major security category or type:
  Total
value at
4-30-22
Level 1
quoted
price
Level 2
significant
observable
inputs
Level 3
significant
unobservable
inputs
Investments in securities:        
Assets        
Short-term investments $234,405,502 $234,405,502
Total investments in securities $234,405,502 $234,405,502
Derivatives:        
Assets        
Futures $27,897,055 $26,960,151 $936,904
Forward foreign currency contracts 34,417,410 34,417,410
Liabilities        
Futures (5,173,286) (4,127,166) (1,046,120)
Forward foreign currency contracts (15,929,217) (15,929,217)
  SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund 21

Security transactions and related investment income. Investment security transactions are accounted for on a trade date plus one basis for daily NAV calculations. However, for financial reporting purposes, investment transactions are reported on trade date. Interest income is accrued as earned. Interest income includes coupon interest and amortization/accretion of premiums/discounts on debt securities. Debt obligations may be placed in a non-accrual status and related interest income may be reduced by stopping current accruals and writing off interest receivable when the collection of all or a portion of interest has become doubtful. Gains and losses on securities sold are determined on the basis of identified cost and may include proceeds from litigation.
Foreign investing. Assets, including investments, and liabilities denominated in foreign currencies are translated into U.S. dollar values each day at the prevailing exchange rate. Purchases and sales of securities, income and expenses are translated into U.S. dollars at the prevailing exchange rate on the date of the transaction. The effect of changes in foreign currency exchange rates on the value of securities is reflected as a component of the realized and unrealized gains (losses) on investments. Foreign investments are subject to a decline in the value of a foreign currency versus the U.S. dollar, which reduces the dollar value of securities denominated in that currency.
Funds that invest internationally generally carry more risk than funds that invest strictly in U.S. securities. Risks can result from differences in economic and political conditions, regulations, market practices (including higher transaction costs), accounting standards and other factors.
Overdraft. The fund may have the ability to borrow from banks for temporary or emergency purposes, including meeting redemption requests that otherwise might require the untimely sale of securities. Pursuant to the fund’s custodian agreement, the custodian may loan money to the fund to make properly authorized payments. The fund is obligated to repay the custodian for any overdraft, including any related costs or expenses. The custodian may have a lien, security interest or security entitlement in any fund property that is not otherwise segregated or pledged, to the extent of any overdraft, and to the maximum extent permitted by law.
Line of credit. The fund and other affiliated funds have entered into a syndicated line of credit agreement with Citibank, N.A. as the administrative agent that enables them to participate in a $1 billion unsecured committed line of credit. Excluding commitments designated for a certain fund and subject to the needs of all other affiliated funds, the fund can borrow up to an aggregate commitment amount of $750 million, subject to asset coverage and other limitations as specified in the agreement. A commitment fee payable at the end of each calendar quarter, based on the average daily unused portion of the line of credit, is charged to each participating fund based on a combination of fixed and asset-based allocations and is reflected in Other expenses on the Consolidated statement of operations. For the six months ended April 30, 2022, the fund had no borrowings under the line of credit. Commitment fees for the six months ended April 30, 2022 were $2,669.
Expenses. Within the John Hancock group of funds complex, expenses that are directly attributable to an individual fund are allocated to such fund. Expenses that are not readily attributable to a specific fund are allocated among all funds in an equitable manner, taking into consideration, among other things, the nature and type of expense and the fund’s relative net assets. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Class allocations. Income, common expenses and realized and unrealized gains (losses) are determined at the fund level and allocated daily to each class of shares based on the net assets of the class. Class-specific expenses, such as distribution and service fees, if any, and transfer agent fees, for all classes, are charged daily at the class level based on the net assets of each class and the specific expense rates applicable to each class.
Federal income taxes. The fund intends to continue to qualify as a regulated investment company by complying with the applicable provisions of the Internal Revenue Code and will not be subject to federal income tax on taxable income that is distributed to shareholders. Therefore, no federal income tax provision is required.
For federal income tax purposes, as of October 31, 2021, the fund has a short-term capital loss carryforward of $9,705,694 and a long-term capital loss carryforward of $15,234,648 available to offset future net realized capital gains. These carryforwards do not expire.
22 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT  

As of October 31, 2021, the fund had no uncertain tax positions that would require financial statement recognition, derecognition or disclosure. The fund’s federal tax returns are subject to examination by the Internal Revenue Service for a period of three years.
Distribution of income and gains. Distributions to shareholders from net investment income and net realized gains, if any, are recorded on the ex-date. The fund generally declares and pays dividends annually. Capital gain distributions, if any, are typically distributed annually.
Distributions paid by the fund with respect to each class of shares are calculated in the same manner, at the same time and in the same amount, except for the effect of class level expenses that may be applied differently to each class.
Such distributions, on a tax basis, are determined in conformity with income tax regulations, which may differ from US GAAP. Distributions in excess of tax basis earnings and profits, if any, are reported in the fund’s consolidated financial statements as a return of capital. The final determination of tax characteristics of the fund’s distribution will occur at the end of the year and will subsequently be reported to shareholders.
Capital accounts within the consolidated financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Temporary book-tax differences, if any, will reverse in a subsequent period. Book-tax differences are primarily attributable to controlled foreign corporation, foreign currency transactions and derivative transactions.
The subsidiary is classified as a controlled foreign corporation under the Internal Revenue Code. Therefore, the fund is required to increase its taxable income by its share of the subsidiary’s net taxable income. Net income and realized gains from investments held by the subsidiary are treated as ordinary income for tax purposes. If a net loss is realized by the subsidiary in any taxable year, the loss will generally not be available to offset the fund’s ordinary income and/or capital gains for that year.
Note 3Derivative instruments
The fund or its subsidiary 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. Due to the fund’s use of derivative instruments, a significant portion of the fund’s assets may be invested directly or indirectly in money market instruments and cash and cash equivalents for use as margin or collateral for these derivative instruments. 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 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.
Derivatives which are typically traded through the OTC market are regulated by the Commodity Futures Trading Commission (the CFTC). Derivative counterparty risk is managed through an ongoing evaluation of the creditworthiness of all potential counterparties and, if applicable, designated clearing organizations. The fund attempts to reduce its exposure to counterparty risk for derivatives traded in the OTC market, whenever possible, by entering into an International Swaps and Derivatives Association (ISDA) Master Agreement with each of its OTC counterparties. The ISDA gives each party to the agreement the right to terminate all transactions traded under the agreement if there is certain deterioration in the credit quality or contractual default of the other party, as defined in the ISDA. Upon an event of default or a termination of the ISDA, the non-defaulting party has the right to close out all transactions and to net amounts owed.
  SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund 23

As defined by the ISDA, the fund or its subsidiary may have collateral agreements with certain counterparties to mitigate counterparty risk on OTC derivatives. Subject to established minimum levels, collateral for OTC transactions is generally determined based on the net aggregate unrealized gain or loss on contracts with a particular counterparty. Collateral pledged to the fund, if any, is held in a segregated account by a third-party agent or held by the custodian bank for the benefit of the fund and can be in the form of cash or debt securities issued by the U.S. government or related agencies; collateral posted by the fund, if any, for OTC transactions is held in a segregated account at the fund’s custodian and is noted in the accompanying Consolidated Fund’s investments, or if cash is posted, on the Consolidated statement of assets and liabilities. The fund’s risk of loss due to counterparty risk is equal to the asset value of outstanding contracts offset by collateral received.
Certain derivatives are traded or cleared on an exchange or central clearinghouse. Exchange-traded or centrally-cleared transactions generally present less counterparty risk to a fund than OTC transactions. The exchange or clearinghouse stands between the fund and the broker to the contract and therefore, credit risk is generally limited to the failure of the exchange or clearinghouse and the clearing member.
Futures. A futures contract is a contractual agreement to buy or sell a particular commodity, currency or financial instrument at a pre-determined price in the future. Futures are traded on an exchange and cleared through a central clearinghouse. 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 and potential losses in excess of the amounts recognized on the Consolidated statement of assets and liabilities. Use of long futures contracts subjects the fund to the risk of loss up to the notional value of the futures contracts. Use of short futures contracts subjects the fund to unlimited risk of loss.
Upon entering into a futures contract, the fund or the subsidiary is required to deposit initial margin with the broker in the form of cash or securities. The amount of required margin is set by the broker and is generally based on a percentage of the contract value. The margin deposit must then be maintained at the established level over the life of the contract. Cash that has been pledged by the fund or the subsidiary, if any, is detailed in the Consolidated statement of assets and liabilities as Collateral held at broker for futures contracts. Securities pledged by the fund, if any, are identified in the Consolidated Fund’s investments. Subsequent payments, referred to as variation margin, are made or received by the fund periodically and are based on changes in the market value of open futures contracts. Futures contracts are marked-to-market daily and unrealized gain or loss is recorded by the fund. Receivable for futures variation margin is included on the Consolidated statement of assets and liabilities. When the contract is closed, the fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.
During the six months ended April 30, 2022, the fund or the subsidiary used futures contracts to implement its investment strategy. The fund and its subsidiary held futures contracts with USD notional values ranging from $1.5 billion to $2.6 billion, as measured at each quarter end.
Forward foreign currency contracts. A forward foreign currency contract is an agreement between two parties to buy and sell specific currencies at a price that is set on the date of the contract. The forward contract calls for delivery of the currencies on a future date that is specified in the contract. Forwards are typically traded OTC. Risks related to the use of forwards include the possible failure of counterparties to meet the terms of the forward agreement, the failure of the counterparties to timely post collateral if applicable, and the risk that currency movements will not favor the fund thereby reducing the fund’s total return, and the potential for losses in excess of the amounts recognized on the Consolidated statement of assets and liabilities.
The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. Forward foreign currency contracts are marked-to-market daily and the change in value is recorded by the fund as an unrealized gain or loss. Realized gains or losses, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, are recorded upon delivery or receipt of the currency or settlement with the counterparty.
24 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT  

During the six months ended April 30, 2022, the fund used forward foreign currency contracts to implement its investment strategy. The fund held forward foreign currency contracts with USD notional values ranging from $889.2 million to $1.7 billion, as measured at each quarter end.
Fair value of derivative instruments by risk category
The table below summarizes the fair value of derivatives held by the fund and its subsidiary at April 30, 2022 by risk category:
Risk Consolidated statement of assets
and liabilities
location
Financial
instruments
location
Assets
derivatives
fair value
Liabilities
derivatives
fair value
Interest rate Receivable/payable for futures variation margin1 Futures $14,029,663 $(2,022,492)
Currency Receivable/payable for futures variation margin1 Futures 299,732
Commodity Receivable/payable for futures variation margin1 Futures 10,163,186 (1,503,542)
Equity Receivable/payable for futures variation margin1 Futures 3,404,474 (1,647,252)
Currency Unrealized appreciation (depreciation) on forward foreign currency contracts Forward foreign currency contracts 34,417,410 (15,929,217)
      $62,314,465 $(21,102,503)
    
1 Reflects cumulative appreciation/depreciation on open futures as disclosed in the Derivatives section of Consolidated Fund’s investments. Only the period end variation margin receivable/payable is separately reported on the Consolidated statement of assets and liabilities.
For financial reporting purposes, the fund and its subsidiary do not offset OTC derivative assets or liabilities that are subject to master netting arrangements, as defined by the ISDAs, in the Consolidated statement of assets and liabilities. In the event of default by the counterparty or a termination of the agreement, the ISDA allows an offset of amounts across the various transactions between the fund and the applicable counterparty. The tables below reflect the fund’s exposure to OTC derivative transactions and exposure to counterparties subject to an ISDA:
OTC Financial Instruments Asset Liability
Forward foreign currency contracts $34,417,410 $(15,929,217)
Totals $34,417,410 $(15,929,217)
    
Counterparty Assets Liabilities Total Market
Value of
OTC Derivatives
Collateral
Posted by
Counterparty1
Collateral Posted
by Fund1
Net
Exposure
Bank of America, N.A. $34,417,410 $(15,929,217) $18,488,193 $18,488,193
1 Reflects collateral posted by the counterparty or posted by the fund, excluding any excess collateral amounts.
  SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund 25

Effect of derivative instruments on the Consolidated statement of operations
The table below summarizes the net realized gain (loss) included in the net increase (decrease) in net assets from operations, classified by derivative instrument and risk category, for the six months ended April 30, 2022:
  Consolidated statement of operations location - Net realized gain (loss) on:
Risk Futures contracts Forward foreign
currency contracts
Total
Interest rate $(26,314,125) $(26,314,125)
Currency 148,840 $9,601,218 9,750,058
Commodity 56,333,452 56,333,452
Equity (6,586,513) (6,586,513)
Total $23,581,654 $9,601,218 $33,182,872
The table below summarizes the net change in unrealized appreciation (depreciation) included in the net increase (decrease) in net assets from operations, classified by derivative instrument and risk category, for the six months ended April 30, 2022:
  Consolidated statement of operations location - Change in net unrealized appreciation (depreciation) of:
Risk Futures contracts Forward foreign
currency contracts
Total
Interest rate $21,127,323 $21,127,323
Currency 220,573 $13,039,619 13,260,192
Commodity 5,960,061 5,960,061
Equity 204,877 204,877
Total $27,512,834 $13,039,619 $40,552,453
Note 4Guarantees and indemnifications
Under the Trust’s organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust, including the fund. Additionally, in the normal course of business, the fund enters into contracts with service providers that contain general indemnification clauses. The fund’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the fund that have not yet occurred. The risk of material loss from such claims is considered remote.
Note 5Fees and transactions with affiliates
The Advisor serves as investment advisor for the fund. John Hancock Investment Management Distributors LLC (the Distributor), an affiliate of the Advisor, serves as principal underwriter of the fund. The Advisor and the Distributor are indirect, principally owned subsidiaries of John Hancock Life Insurance Company (U.S.A.), which in turn is a subsidiary of Manulife Financial Corporation.
Management fee. The fund has an investment management agreement with the Advisor under which the fund pays a daily management fee to the Advisor equivalent on an annual basis to the sum of: (a) 1.200% of the first $1 billion of the fund’s average daily net assets and (b) 1.150% of the fund’s average daily net assets in excess of $1 billion. The Advisor has a subadvisory agreement with the subadvisor. The fund is not responsible for payment of the subadvisory fees.
The Advisor provides investment management and other services to the subsidiary. The Advisor does not receive separate compensation from the subsidiary for providing investment management or administrative services. However, the fund pays the Advisor based on the fund’s net assets, which include the assets of the subsidiary.
26 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT  

The Advisor has contractually agreed to waive a portion of its management fee and/or reimburse expenses for certain funds of the John Hancock group of funds complex, including the fund (the participating portfolios). This waiver is based upon aggregate net assets of all the participating portfolios. The amount of the reimbursement is calculated daily and allocated among all the participating portfolios in proportion to the daily net assets of each fund. During the six months ended April 30, 2022, this waiver amounted to 0.01% of the fund’s average daily net assets, on an annualized basis. This arrangement expires on July 31, 2023, unless renewed by mutual agreement of the fund and the Advisor based upon a determination that this is appropriate under the circumstances at that time.
The Advisor contractually agrees to reduce its management fee or, if necessary, make payment to the fund in an amount equal to the amount by which expenses of the fund and its subsidiary exceed 1.33% of average daily net assets of the fund. For purposes of this agreement, “expenses of the fund” means all fund expenses, excluding taxes; brokerage commissions; interest expense; litigation and indemnification expenses and other extraordinary expenses not incurred in the ordinary course of the fund’s business; class-specific expenses; borrowing costs; prime brokerage fees; acquired fund fees and expenses paid indirectly; and short dividend expense. This agreement expires on February 28, 2023, unless renewed by mutual agreement of the fund and the advisor based upon a determination that this is appropriate under the circumstances at that time.
For the six months ended April 30, 2022, the expense reductions described above amounted to the following:
Class Expense reduction
Class A $32
Class C 7
Class I 1,964
Class Expense reduction
Class R6 $7,857
Class NAV 13,286
Total $23,146
 
Expenses waived or reimbursed in the current fiscal period are not subject to recapture in future fiscal periods.
The investment management fees, including the impact of the waivers and reimbursements as described above, incurred for the six months ended April 30, 2022, were equivalent to a net annual effective rate of 1.19% of the fund’s average daily net assets.
Accounting and legal services. Pursuant to a service agreement, the fund reimburses the Advisor for all expenses associated with providing the administrative, financial, legal, compliance, accounting and recordkeeping services to the fund, including the preparation of all tax returns, periodic reports to shareholders and regulatory reports, among other services. These expenses are allocated to each share class based on its relative net assets at the time the expense was incurred. These accounting and legal services fees incurred, for the six months ended April 30, 2022, amounted to an annual rate of 0.01% of the fund’s average daily net assets.
Distribution and service plans. The fund has a distribution agreement with the Distributor. The fund has adopted distribution and service plans for certain classes as detailed below pursuant to Rule 12b-1 under the 1940 Act, to pay the Distributor for services provided as the distributor of shares of the fund. The fund may pay up to the following contractual rates of distribution and service fees under these arrangements, expressed as an annual percentage of average daily net assets for each class of the fund’s shares:
Class Rule 12b-1 Fee
Class A 0.25%
Class C 1.00%
Sales charges. Class A shares are assessed up-front sales charges, which resulted in payments to the Distributor amounting to $836 for the six months ended April 30, 2022. Of this amount, $129 was retained and used for printing prospectuses, advertising, sales literature and other purposes and $707 was paid as sales commissions to broker-dealers.
  SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund 27

Class A and Class C shares may be subject to contingent deferred sales charges (CDSCs). Certain Class A shares purchased, including those that are acquired through purchases of $1 million or more, and redeemed within one year of purchase are subject to a 1.00% sales charge. Class C shares that are redeemed within one year of purchase are subject to a 1.00% CDSC. CDSCs are applied to the lesser of the current market value at the time of redemption or the original purchase cost of the shares being redeemed. Proceeds from CDSCs are used to compensate the Distributor for providing distribution-related services in connection with the sale of these shares. During the six months ended April 30, 2022, there were no CDSCs received by the Distributor for Class A and Class C shares.
Transfer agent fees. The John Hancock group of funds has a complex-wide transfer agent agreement with John Hancock Signature Services, Inc. (Signature Services), an affiliate of the Advisor. The transfer agent fees paid to Signature Services are determined based on the cost to Signature Services (Signature Services Cost) of providing recordkeeping services. It also includes out-of-pocket expenses, including payments made to third-parties for recordkeeping services provided to their clients who invest in one or more John Hancock funds. In addition, Signature Services Cost may be reduced by certain fees that Signature Services receives in connection with retirement and small accounts. Signature Services Cost is calculated monthly and allocated, as applicable, to five categories of share classes: Retail Share and Institutional Share Classes of Non-Municipal Bond Funds, Class R6 Shares, Retirement Share Classes and Municipal Bond Share Classes. Within each of these categories, the applicable costs are allocated to the affected John Hancock affiliated funds and/or classes, based on the relative average daily net assets.
Class level expenses. Class level expenses for the six months ended April 30, 2022 were as follows:
Class Distribution and service fees Transfer agent fees
Class A $903 $407
Class C 736 83
Class I 24,889
Class R6 7,604
Total $1,639 $32,983
Trustee expenses. The fund compensates each Trustee who is not an employee of the Advisor or its affiliates. The costs of paying Trustee compensation and expenses are allocated to the fund based on its net assets relative to other funds within the John Hancock group of funds complex.
Note 6Fund share transactions
Transactions in fund shares for the six months ended April 30, 2022 and for the year ended October 31, 2021 were as follows:
  Six Months Ended 4-30-22 Year Ended 10-31-21
  Shares Amount Shares Amount
Class A shares        
Sold 387,959 $3,807,122 19,970 $187,613
Distributions reinvested 671 5,984 48 442
Repurchased (62,376) (596,015) (3,695) (34,747)
Net increase 326,254 $3,217,091 16,323 $153,308
28 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT  

  Six Months Ended 4-30-22 Year Ended 10-31-21
  Shares Amount Shares Amount
Class C shares        
Sold 15,330 $150,703 5,382 $49,941
Distributions reinvested 149 1,322 9 84
Net increase 15,479 $152,025 5,391 $50,025
Class I shares        
Sold 3,646,330 $34,895,150 2,968,824 $27,980,971
Distributions reinvested 141,220 1,259,681 48,317 445,003
Repurchased (1,108,538) (10,385,937) (1,505,303) (14,160,805)
Net increase 2,679,012 $25,768,894 1,511,838 $14,265,169
Class R6 shares        
Sold 4,936,572 $45,960,076 17,748,074 $168,032,157
Distributions reinvested 680,455 6,076,463 79,088 728,398
Repurchased (4,532,543) (41,914,746) (3,053,188) (28,442,581)
Net increase 1,084,484 $10,121,793 14,773,974 $140,317,974
Class NAV shares        
Sold 536,261 $4,912,092 12,241,680 $115,814,772
Distributions reinvested 1,158,297 10,343,589 484,526 4,462,481
Repurchased (6,580,120) (63,661,443) (1,031,936) (9,712,155)
Net increase (decrease) (4,885,562) $(48,405,762) 11,694,270 $110,565,098
Total net increase (decrease) (780,333) $(9,145,959) 28,001,796 $265,351,574
Affiliates of the fund owned 1%, 19% and 100% of shares of Class A, Class C and Class NAV, respectively, on April 30, 2022. Such concentration of shareholders’ capital could have a material effect on the fund if such shareholders redeem from the fund.
Note 7Purchase and sale of securities
There were no purchases and sales of securities, other than short-term investments, for the six months ended April 30, 2022.
Note 8Investment by affiliated funds
Certain investors in the fund are affiliated funds that are managed by the Advisor and its affiliates. The affiliated funds do not invest in the fund for the purpose of exercising management or control; however, this investment may represent a significant portion of the fund’s net assets. At April 30, 2022, funds within the John Hancock group of funds complex held 51.5% of the fund’s net assets. The following fund(s) had an affiliate ownership of 5% or more of the fund’s net assets:
Fund Affiliated Concentration
John Hancock Funds II Multimanager Lifestyle Balanced Portfolio 16.8%
John Hancock Funds II Multimanager Lifestyle Growth Portfolio 13.7%
John Hancock Funds II Alternative Asset Allocation 8.1%
John Hancock Funds II Multimanager Lifestyle Aggressive Portfolio 6.6%
  SEMIANNUAL REPORT | JOHN HANCOCK Diversified Macro Fund 29

Fund Affiliated Concentration
John Hancock Funds II Multimanager Lifestyle Moderate Portfolio 6.1%
Note 9Coronavirus (COVID-19) pandemic
The COVID-19 disease has resulted in significant disruptions to global business activity. A widespread health crisis such as a global pandemic could cause substantial market volatility, exchange-trading suspensions, and closures, which may lead to less liquidity in certain instruments, industries, sectors or the markets generally, and may ultimately affect fund performance.
30 JOHN HANCOCK Diversified Macro Fund | SEMIANNUAL REPORT  

STATEMENT REGARDING LIQUIDITY RISK MANAGEMENT

Operation of the Liquidity Risk Management Program
This section describes operation and effectiveness of the Liquidity Risk Management Program (LRMP) established in accordance with Rule 22e-4 under the Investment Company Act of 1940, as amended (the Liquidity Rule). The Board of Trustees (the Board) of each Fund in the John Hancock Group of Funds (each a Fund and collectively, the Funds) that is subject to the requirements of the Liquidity Rule has appointed John Hancock Investment Management LLC and John Hancock Variable Trust Advisers LLC (together, the Advisor) to serve as Administrator of the LRMP with respect to each of the Funds, including John Hancock Diversified Macro Fund, subject to the oversight of the Board. In order to provide a mechanism and process to perform the functions necessary to administer the LRMP, the Advisor established the Liquidity Risk Management Committee (the Committee). The Fund’s subadvisor, Graham Capital Management, L.P. (the Subadvisor) executes the day-to-day investment management and security-level activities of the Fund in accordance with the requirements of the LRMP, subject to the supervision of the Advisor and the Board.
The Committee receives monthly reports and holds quarterly meetings to: (1) review the day-to-day operations of the LRMP; (2) monitor current market and liquidity conditions; (3) review and approve month-end liquidity classifications; (4) monitor illiquid investment levels against the 15% limit on illiquid investments and established Highly Liquid Investment Minimums (HLIMs), if any; (5) review quarterly testing and determinations, as applicable; (6) review redemption-in-kind activities; and (7) review other LRMP related material. The Advisor also conducts daily, monthly, quarterly, and annual quantitative and qualitative assessments of each subadvisor to a Fund that is subject to the requirements of the Liquidity Rule and is a part of the LRMP to monitor investment performance issues, risks and trends. In addition, the Advisor may conduct ad-hoc reviews and meetings with subadvisors as issues and trends are identified, including potential liquidity issues. The Committee also monitors global events, such as the ongoing COVID-19 Coronavirus pandemic and amendments to the Office of Foreign Assets Control sanctioned company lists, that could impact the markets and liquidity of portfolio investments and their classifications.
The Committee provided the Board at a meeting held by videoconference on March 22-24, 2022 with a written report which addressed the Committee’s assessment of the adequacy and effectiveness of the implementation and operation of the LRMP and any material changes to the LRMP. The report, which covered the period January 1, 2021 through December 31, 2021, included an assessment of important aspects of the LRMP including, but not limited to: (1) Security-level liquidity classifications; (2) Fund-level liquidity risk assessment; (3) Reasonably Anticipated Trade Size (RATS) determination; (4) HLIM determination; (5) Compliance with the 15% limit on illiquid investments; (6) Operation of the Fund’s Redemption-In-Kind Procedures; and (7) Review of liquidity management facilities.
Additionally, the report included a discussion of notable changes and enhancements to the LRMP implemented during 2021 and key initiatives for 2022.
The report also covered material liquidity matters which occurred or were reported during this period applicable to the Fund, if any, and the Committee’s actions to address such matters.
The report stated, in relevant part, that during the period covered by the report:
The Fund’s investment strategy remained appropriate for an open-end fund structure;
The Fund was able to meet requests for redemption without significant dilution of remaining shareholders’ interests in the Fund;
The Fund did not report any breaches of the 15% limit on illiquid investments that would require reporting to the Securities and Exchange Commission;
  SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND 31

The Fund continued to qualify as a Primarily Highly Liquid Fund under the Liquidity Rule and therefore is not required to establish a HLIM; and
The Chief Compliance Officer’s office, as a part of their annual Rule 38a-1 assessment of the Fund’s policies and procedures, reviewed the LRMP’s control environment and deemed it to be operating effectively and in compliance with the Board approved procedures.
Adequacy and Effectiveness
Based on the review and assessment conducted by the Committee, the Committee has determined that the LRMP has been implemented, and is operating in a manner that is adequate and effective at assessing and managing the liquidity risk of the Fund.
32 JOHN HANCOCK DIVERSIFIED MACRO FUND | SEMIANNUAL REPORT  

More information
Trustees
Hassell H. McClellan, Chairperson
Steven R. Pruchansky, Vice Chairperson
Andrew G. Arnott
James R. Boyle
Peter S. Burgess*
William H. Cunningham*
Grace K. Fey
Marianne Harrison
Deborah C. Jackson
Frances G. Rathke*
Gregory A. Russo
Officers
Andrew G. Arnott
President
Charles A. Rizzo
Chief Financial Officer
Salvatore Schiavone
Treasurer
Christopher (Kit) Sechler
Secretary and Chief Legal Officer
Trevor Swanberg
Chief Compliance Officer
 Non-Independent Trustee
* Member of the Audit Committee
Investment advisor
John Hancock Investment Management LLC
Subadvisor
Graham Capital Management, L.P.
Portfolio Managers
Pablo E. Calderini
Kenneth G. Tropin
Principal distributor
John Hancock Investment Management Distributors LLC
Custodian
Citibank, N.A.
Transfer agent
John Hancock Signature Services, Inc.
Legal counsel
K&L Gates LLP
 
The fund’s proxy voting policies and procedures, as well as the fund proxy voting record for the most recent twelve-month period ended June 30, are available free of charge on the Securities and Exchange Commission (SEC) website at sec.gov or on our website.
All of the fund’s holdings as of the end of the third month of every fiscal quarter are filed with the SEC on Form N-PORT within 60 days of the end of the fiscal quarter. The fund’s Form N-PORT filings are available on our website and the SEC’s website, sec.gov.
We make this information on your fund, as well as monthly portfolio holdings, and other fund details available on our website at jhinvestments.com or by calling 800-225-5291.
You can also contact us:    
800-225-5291 Regular mail: Express mail:
jhinvestments.com John Hancock Signature Services, Inc.
P.O. Box 219909
Kansas City, MO 64121-9909
John Hancock Signature Services, Inc.
430 W 7th Street
Suite 219909
Kansas City, MO 64105-1407
  SEMIANNUAL REPORT | JOHN HANCOCK DIVERSIFIED MACRO FUND 33

John Hancock family of funds
U.S. EQUITY FUNDS

Blue Chip Growth
Classic Value
Disciplined Value
Disciplined Value Mid Cap
Equity Income
Financial Industries
Fundamental All Cap Core
Fundamental Large Cap Core
Mid Cap Growth
New Opportunities
Regional Bank
Small Cap Core
Small Cap Growth
Small Cap Value
U.S. Global Leaders Growth
U.S. Growth
INTERNATIONAL EQUITY FUNDS

Disciplined Value International
Emerging Markets
Emerging Markets Equity
Fundamental Global Franchise
Global Environmental Opportunities
Global Equity
Global Shareholder Yield
Global Thematic Opportunities
International Dynamic Growth
International Growth
International Small Company
FIXED-INCOME FUNDS

Bond
California Municipal Bond
Emerging Markets Debt
Floating Rate Income
Government Income
High Yield
High Yield Municipal Bond
Income
Investment Grade Bond
Money Market
Municipal Opportunities
Opportunistic Fixed Income
Short Duration Bond
Strategic Income Opportunities
ALTERNATIVE FUNDS

Absolute Return Currency
Alternative Asset Allocation
Diversified Macro
Infrastructure
Multi-Asset Absolute Return
Real Estate Securities
Seaport Long/Short
 
A fund’s investment objectives, risks, charges, and expenses should be considered carefully before investing. The prospectus contains this and other important information about the fund. To obtain a prospectus, contact your financial professional, call John Hancock Investment Management at 800-225-5291, or visit our website at jhinvestments.com. Please read the prospectus carefully before investing or sending money.

EXCHANGE-TRADED FUNDS

John Hancock Corporate Bond ETF
John Hancock Mortgage-Backed Securities ETF
John Hancock Multifactor Consumer Discretionary ETF
John Hancock Multifactor Consumer Staples ETF
John Hancock Multifactor Developed International ETF
John Hancock Multifactor Emerging Markets ETF
John Hancock Multifactor Energy ETF
John Hancock Multifactor Financials ETF
John Hancock Multifactor Healthcare ETF
John Hancock Multifactor Industrials ETF
John Hancock Multifactor Large Cap ETF
John Hancock Multifactor Materials ETF
John Hancock Multifactor Media and
Communications ETF
John Hancock Multifactor Mid Cap ETF
John Hancock Multifactor Small Cap ETF
John Hancock Multifactor Technology ETF
John Hancock Multifactor Utilities ETF
John Hancock Preferred Income ETF
ENVIRONMENTAL,SOCIAL, AND
GOVERNANCE FUNDS

ESG Core Bond
ESG International Equity
ESG Large Cap Core
ASSET ALLOCATION/TARGET DATE FUNDS

Balanced
Multi-Asset High Income
Multi-Index Lifetime Portfolios
Multi-Index Preservation Portfolios
Multimanager Lifestyle Portfolios
Multimanager Lifetime Portfolios
CLOSED-END FUNDS

Financial Opportunities
Hedged Equity & Income
Income Securities Trust
Investors Trust
Preferred Income
Preferred Income II
Preferred Income III
Premium Dividend
Tax-Advantaged Dividend Income
Tax-Advantaged Global Shareholder Yield
John Hancock ETF shares are bought and sold at market price (not NAV), and are not individually redeemed from the fund. Brokerage commissions will reduce returns.
John Hancock ETFs are distributed by Foreside Fund Services, LLC, and are subadvised by Manulife Investment Management (US) LLC or Dimensional Fund Advisors LP. Foreside is not affiliated with John Hancock Investment Management Distributors LLC, Manulife Investment Management (US) LLC or Dimensional Fund Advisors LP.
Dimensional Fund Advisors LP receives compensation from John Hancock in connection with licensing rights to the John Hancock Dimensional indexes. Dimensional Fund Advisors LP does not sponsor, endorse, or sell, and makes no representation as to the advisability of investing in, John Hancock Multifactor ETFs.

A trusted brand
John Hancock Investment Management is a premier asset manager
with a heritage of financial stewardship dating back to 1862. Helping
our shareholders pursue their financial goals is at the core of everything
we do. It’s why we support the role of professional financial advice
and operate with the highest standards of conduct and integrity.
A better way to invest
We serve investors globally through a unique multimanager approach:
We search the world to find proven portfolio teams with specialized
expertise for every strategy we offer, then we apply robust investment
oversight to ensure they continue to meet our uncompromising
standards and serve the best interests of our shareholders.
Results for investors
Our unique approach to asset management enables us to provide
a diverse set of investments backed by some of the world’s best
managers, along with strong risk-adjusted returns across asset classes.
“A trusted brand” is based on a survey of 6,651 respondents conducted by Medallia between 3/18/20 and 5/13/20.
John Hancock Investment Management Distributors LLC, Member FINRA, SIPC
200 Berkeley Street, Boston, MA 02116-5010, 800-225-5291, jhinvestments.com
Manulife Investment Management, the Stylized M Design, and Manulife Investment Management & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and are used by its affiliates under license.
NOT FDIC INSURED. MAY LOSE VALUE. NO BANK GUARANTEE. NOT INSURED BY ANY GOVERNMENT AGENCY.
This report is for the information of the shareholders of John Hancock Diversified Macro Fund. It is not authorized for distribution to prospective investors unless preceded or accompanied by a prospectus.
MF2181974 473SA 4/22
6/2022

ITEM 2. CODE OF ETHICS.

(a)Not Applicable

(b)Not Applicable

(c)Not Applicable

(d)Not Applicable

(e)Not Applicable

(f)Not Applicable

ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.

Not Applicable

ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.

(a)Not Applicable

(b)Not Applicable

(c)Not Applicable

(d)Not Applicable

(e)Not Applicable

(f)Not Applicable.

(g)Not Applicable

(h)Not Applicable

ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS

Not Applicable.

ITEM 6. SCHEDULE OF INVESTMENTS.

(a)Not applicable.

(b)Not applicable.

ITEM 7. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED- END MANAGEMENT INVESTMENT COMPANIES.

Not applicable.

ITEM 8. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

Not applicable.

ITEM 9. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.

Not applicable.

ITEM 10. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS.

The registrant has adopted procedures by which shareholders may recommend nominees to the registrant's Board of Trustees. A copy of the procedures is filed as an exhibit to this Form N-CSR. See attached "John Hancock Funds – Nominating, Governance and Administration Committee Charter."

ITEM 11. CONTROLS AND PROCEDURES.

 

(a)Based upon their evaluation of the registrant's disclosure controls and procedures as conducted within 90 days of the filing date of this Form N-CSR, the registrant's principal executive officer and principal financial officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms.

(b)There were no changes in the registrant's internal control over financial reporting that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.

ITEM 12. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

Not applicable.

ITEM 13. EXHIBITS.

(a)(1) Not applicable.

(a)(2) Separate certifications for the registrant's principal executive officer and principal financial officer, as required by Section 302 of the Sarbanes-Oxley Act of 2002 and Rule 30a-2(a) under the Investment Company Act of 1940, are attached.

(b)Separate certifications for the registrant's principal executive officer and principal financial officer, as required by 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, and Rule 30a-2(b) under the Investment Company Act of 1940, are attached. The certifications furnished pursuant to this paragraph are not deemed to be "filed" for purposes of Section 18 of the Securities Exchange Act of 1934, or otherwise subject to the liability of that section. Such certifications are not deemed to be incorporated by reference into any filing under the Securities Act of 1933 or the Securities Exchange Act of 1934, except to the extent that the Registrant specifically incorporates them by reference.

(c)(1) Submission of Matters to a Vote of Security Holders is attached. See attached "John Hancock Funds – Nominating and Governance Committee Charter".

 

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

John Hancock Investment Trust

By:

/s/ Andrew Arnott

 

------------------------------

 

Andrew Arnott

 

President

Date:

June 16, 2022

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By:

/s/ Andrew Arnott

 

-------------------------------

 

Andrew Arnott

 

President

Date:

June 16, 2022

By:

/s/ Charles A. Rizzo

 

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Charles A. Rizzo

 

Chief Financial Officer

Date:

June 16, 2022