NPORT-EX 3 edgar.htm
John Hancock
ESG Core Bond Fund
Quarterly portfolio holdings 2/29/2020
Fund’s investments  
As of 2-29-20 (unaudited)
  Rate (%) Maturity date   Par value^ Value
U.S. Government and Agency obligations 38.6%       $24,536,082
(Cost $23,196,579)          
U.S. Government 28.9%       18,402,860
U.S. Treasury          
Note 1.625 02-15-26   550,000 569,766
Note 1.875 04-30-22   500,000 510,352
Note 1.875 07-31-22   300,000 307,008
Note 2.000 05-31-21   1,150,000 1,163,566
Note 2.000 02-15-23   500,000 516,289
Note 2.000 04-30-24   850,000 887,486
Note 2.000 02-15-25   650,000 683,490
Note 2.125 05-31-21   1,020,000 1,033,706
Note 2.125 03-31-24   600,000 629,109
Note 2.250 11-15-24   1,100,000 1,166,688
Note 2.250 08-15-27   500,000 542,754
Note 2.250 11-15-27   525,000 570,917
Note 2.375 08-15-24   1,250,000 1,329,102
Note 2.375 04-30-26   600,000 648,820
Note 2.375 05-15-27   200,000 218,367
Note 2.375 05-15-29   900,000 998,191
Note 2.500 01-31-21   250,000 253,145
Note 2.500 05-15-24   950,000 1,011,898
Note 2.750 02-15-24   200,000 214,281
Note 2.750 06-30-25   600,000 655,852
Note 2.750 02-15-28   450,000 507,498
Note 2.875 11-15-21   600,000 619,430
Note 2.875 05-15-28   450,000 513,141
Note 2.875 08-15-28   1,100,000 1,257,781
Note 3.000 09-30-25   700,000 777,000
Note 3.125 11-15-28   700,000 817,223
U.S. Government Agency 9.7%       6,133,222
Federal Home Loan Mortgage Corp.          
15 Yr Pass Thru 3.000 02-01-32   277,295 288,180
15 Yr Pass Thru 3.000 03-01-32   687,802 719,314
15 Yr Pass Thru 3.500 03-01-30   306,944 323,409
15 Yr Pass Thru 3.500 04-01-32   603,949 639,554
15 Yr Pass Thru 4.000 05-01-33   349,531 368,168
30 Yr Pass Thru 3.500 03-01-48   586,737 621,040
Federal National Mortgage Association          
15 Yr Pass Thru 3.500 01-01-32   317,511 336,924
15 Yr Pass Thru 3.500 11-01-34   226,283 239,128
15 Yr Pass Thru 4.000 05-01-33   435,597 469,985
30 Yr Pass Thru 3.000 05-01-48   291,240 306,448
30 Yr Pass Thru 3.500 07-01-47   514,268 541,602
30 Yr Pass Thru 4.000 10-01-47   373,949 408,075
30 Yr Pass Thru 4.500 01-01-46   447,441 491,093
30 Yr Pass Thru 5.000 11-01-39   338,315 380,302
Corporate bonds 39.3%     $25,017,664
(Cost $23,711,030)          
Communication services 2.4%     1,498,410
Diversified telecommunication services 1.7%      
AT&T, Inc. 4.125 02-17-26   490,000 544,541
Verizon Communications, Inc. 5.150 09-15-23   445,000 501,153
2 JOHN HANCOCK ESG CORE BOND FUND | QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS
  Rate (%) Maturity date   Par value^ Value
Communication services (continued)      
Media 0.7%      
Comcast Corp. 3.150 03-01-26   420,000 $452,716
Consumer discretionary 1.6%     1,022,186
Hotels, restaurants and leisure 0.5%      
Starbucks Corp. 3.500 03-01-28   275,000 303,932
Specialty retail 1.1%      
Lowe's Companies, Inc. 3.100 05-03-27   265,000 283,434
The Home Depot, Inc. 2.950 06-15-29   200,000 216,214
The Home Depot, Inc. 3.350 09-15-25   200,000 218,606
Consumer staples 3.1%     1,947,090
Beverages 0.8%      
Diageo Capital PLC 4.828 07-15-20   235,000 237,804
PepsiCo, Inc. 2.750 03-05-22   255,000 261,498
Food products 0.6%      
General Mills, Inc. 3.150 12-15-21   375,000 383,984
Household products 0.7%      
Kimberly-Clark Corp. 3.200 04-25-29   200,000 224,093
The Clorox Company 3.900 05-15-28   200,000 232,411
Personal products 1.0%      
The Estee Lauder Companies, Inc. 3.150 03-15-27   225,000 248,375
Unilever Capital Corp. 4.250 02-10-21   350,000 358,925
Energy 2.7%     1,727,891
Energy equipment and services 0.4%      
Schlumberger Investment SA 3.650 12-01-23   250,000 266,516
Oil, gas and consumable fuels 2.3%      
Enbridge, Inc. 4.000 10-01-23   270,000 288,785
Equinor ASA 2.650 01-15-24   350,000 365,889
Shell International Finance BV 3.250 05-11-25   300,000 323,286
Total Capital International SA 3.455 02-19-29   200,000 221,286
Total Capital SA 4.450 06-24-20   260,000 262,129
Financials 14.6%     9,288,317
Banks 7.9%      
Bank of America Corp. 3.248 10-21-27   175,000 187,995
Bank of America Corp. (3.419% to 12-20-27, then 3 month LIBOR + 1.040%) 3.419 12-20-28   200,000 216,105
Bank of America Corp. 4.000 04-01-24   145,000 157,811
Bank of Montreal 2.050 11-01-22   150,000 152,157
BNP Paribas SA 3.250 03-03-23   430,000 452,380
Citigroup, Inc. 3.200 10-21-26   500,000 532,313
HSBC Holdings PLC 2.650 01-05-22   375,000 381,788
JPMorgan Chase & Co. 3.300 04-01-26   695,000 751,485
KeyBank NA 3.300 02-01-22   250,000 258,640
KeyCorp 2.550 10-01-29   201,000 205,519
Royal Bank of Canada 1.950 01-17-23   255,000 258,718
Royal Bank of Canada 3.200 04-30-21   150,000 153,209
The PNC Financial Services Group, Inc. 3.500 01-23-24   295,000 314,225
The Toronto-Dominion Bank 1.800 07-13-21   405,000 407,113
US Bancorp 2.375 07-22-26   300,000 313,964
Westpac Banking Corp. 2.000 08-19-21   300,000 302,830
Capital markets 3.9%      
John Deere Capital Corp. 2.250 09-14-26   285,000 296,428
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT | JOHN HANCOCK ESG CORE BOND FUND 3
  Rate (%) Maturity date   Par value^ Value
Financials (continued)      
Capital markets (continued)      
Morgan Stanley 3.700 10-23-24   275,000 $299,033
Morgan Stanley 4.000 07-23-25   200,000 222,070
State Street Corp. (2.354% to 11-1-24, then SOFR + 0.940%) 2.354 11-01-25   250,000 257,211
State Street Corp. 2.550 08-18-20   250,000 251,076
The Bank of New York Mellon Corp. 3.550 09-23-21   265,000 273,130
The Bank of Nova Scotia 1.950 02-01-23   245,000 247,787
The Goldman Sachs Group, Inc. 3.500 11-16-26   565,000 607,463
Consumer finance 0.5%      
American Express Company 2.750 05-20-22   305,000 312,566
Insurance 1.0%      
Chubb INA Holdings, Inc. 2.875 11-03-22   250,000 259,926
Lincoln National Corp. 3.050 01-15-30   105,000 110,683
Marsh & McLennan Companies, Inc. 2.750 01-30-22   280,000 286,570
Mortgage real estate investment trusts 1.3%      
AvalonBay Communities, Inc. 2.950 09-15-22   350,000 362,535
Boston Properties LP 3.800 02-01-24   200,000 215,824
Simon Property Group LP 3.375 10-01-24   225,000 239,763
Health care 6.5%     4,150,060
Biotechnology 2.0%      
AbbVie, Inc. 3.600 05-14-25   295,000 318,224
Amgen, Inc. 2.200 02-21-27   310,000 315,152
Amgen, Inc. 2.650 05-11-22   100,000 102,397
GlaxoSmithKline Capital PLC 2.875 06-01-22   250,000 257,351
Novartis Capital Corp. 3.000 11-20-25   275,000 296,835
Health care equipment and supplies 0.7%      
Abbott Laboratories 2.950 03-15-25   291,000 311,932
Medtronic, Inc. 3.150 03-15-22   148,000 153,345
Health care providers and services 2.3%      
Anthem, Inc. 3.650 12-01-27   330,000 360,840
CVS Health Corp. 3.875 07-20-25   365,000 397,596
UnitedHealth Group, Inc. 3.350 07-15-22   250,000 261,423
UnitedHealth Group, Inc. 3.750 07-15-25   200,000 221,625
UnitedHealth Group, Inc. 3.875 12-15-28   200,000 228,390
Pharmaceuticals 1.5%      
Merck & Company, Inc. 3.400 03-07-29   285,000 319,237
Sanofi 4.000 03-29-21   450,000 461,928
Zoetis, Inc. 3.250 02-01-23   137,000 143,785
Industrials 2.3%     1,468,275
Aerospace and defense 0.4%      
Lockheed Martin Corp. 3.550 01-15-26   250,000 277,065
Air freight and logistics 0.2%      
United Parcel Service, Inc. 3.050 11-15-27   115,000 124,256
Commercial services and supplies 0.4%      
Waste Management, Inc. 2.400 05-15-23   225,000 231,332
Machinery 0.7%      
Caterpillar, Inc. 3.400 05-15-24   300,000 321,784
Deere & Company 2.600 06-08-22   130,000 132,722
Road and rail 0.6%      
CSX Corp. 3.700 11-01-23   150,000 160,920
Union Pacific Corp. 2.750 03-01-26   210,000 220,196
4 JOHN HANCOCK ESG CORE BOND FUND | QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS
  Rate (%) Maturity date   Par value^ Value
Information technology 3.2%     $2,028,749
Communications equipment 0.4%      
Cisco Systems, Inc. 1.850 09-20-21   280,000 281,956
Semiconductors and semiconductor equipment 1.0%      
Intel Corp. 2.450 11-15-29   240,000 249,609
Intel Corp. 3.300 10-01-21   205,000 211,441
Texas Instruments, Inc. 2.250 09-04-29   145,000 148,454
Software 1.0%      
Microsoft Corp. 2.700 02-12-25   300,000 317,730
Oracle Corp. 2.400 09-15-23   210,000 216,716
Oracle Corp. 2.500 05-15-22   120,000 122,717
Technology hardware, storage and peripherals 0.8%      
Apple, Inc. 2.850 02-23-23   460,000 480,126
Materials 1.0%     643,044
Chemicals 0.8%      
Eastman Chemical Company 3.600 08-15-22   240,000 250,535
Ecolab, Inc. 3.250 01-14-23   255,000 268,102
Containers and packaging 0.2%      
WRKCo, Inc. 3.750 03-15-25   115,000 124,407
Utilities 1.9%     1,243,642
Electric utilities 1.5%      
MidAmerican Energy Company 3.100 05-01-27   275,000 297,065
NSTAR Electric Company 2.375 10-15-22   380,000 390,207
Xcel Energy, Inc. 4.000 06-15-28   250,000 284,671
Independent power and renewable electricity producers 0.4%      
NextEra Energy Capital Holdings, Inc. 3.550 05-01-27   250,000 271,699
Municipal bonds 11.5%         $7,351,682
(Cost $7,002,508)          
City of Avondale (Arizona) 2.240 07-01-20   250,000 250,800
City of New York 2.260 03-01-22   385,000 391,841
City of San Francisco Public Utilities Commission Water Revenue (California) 2.806 11-01-23   450,000 476,384
Gateway School District Alleghany County (Pennsylvania) 1.887 07-15-22   325,000 328,900
Jackson State University Educational Building Corp. (Mississippi) 2.720 03-01-23   295,000 305,903
Kent City School District (Ohio) 5.000 12-01-20   200,000 205,238
Kent Hospital Finance Authority (Michigan) 2.821 07-15-29   310,000 329,570
Louisiana Public Facilities Authority 2.193 12-15-20   400,000 402,560
Massachusetts Water Resources Authority 2.223 08-01-27   500,000 517,815
Montgomery County Economic Development Authority (Maryland) 2.202 06-01-24   195,000 201,579
Montgomery County Economic Development Authority (Maryland) 2.342 06-01-25   95,000 99,311
New Mexico Finance Authority 2.135 06-15-20   300,000 300,648
New Mexico Finance Authority 2.287 06-15-21   195,000 197,868
New York City Housing Development Corp. 2.416 05-01-24   325,000 339,807
New York City Transitional Finance Authority Future Tax Secured Revenue 2.150 05-01-25   350,000 360,637
Passaic Valley Water Commission (New Jersey) 2.739 12-15-25   475,000 505,172
Santa Rosa Regional Resources Authority (California) 2.900 08-01-25   200,000 213,954
Tennessee State School Bond Authority 2.054 11-01-21   460,000 466,615
Texas A&M University 3.231 05-15-27   350,000 392,224
Texas Public Finance Authority 4.000 02-01-23   215,000 230,792
Texas State University System 3.277 03-15-27   370,000 412,650
University of North Texas 3.357 04-15-27   375,000 421,414
SEE NOTES TO FUND'S INVESTMENTS QUARTERLY REPORT | JOHN HANCOCK ESG CORE BOND FUND 5
  Rate (%) Maturity date   Par value^ Value
Collateralized mortgage obligations 3.4%       $2,146,386
(Cost $2,095,903)          
U.S. Government Agency 3.4%     2,146,386
Federal Home Loan Mortgage Corp.    
Series K028, Class A2 3.111 02-25-23   340,000 355,718
Series K036, Class A2 (A) 3.527 10-25-23   237,000 254,360
Series K724, Class A2 (A) 3.062 11-25-23   302,000 318,086
Series K725, Class A2 3.002 01-25-24   617,000 651,540
Federal National Mortgage Association    
Series 2015-M4, Class AV2 (A) 2.509 07-25-22   255,101 259,502
Series 2017-M10, Class AV2 (A) 2.561 07-25-24   294,000 307,180
Asset backed securities 5.5%         $3,508,275
(Cost $3,435,844)          
Asset backed securities 5.5%         3,508,275
American Express Credit Account Master Trust
Series 2019-1, Class A 		2.870 10-15-24   1,000,000 1,033,343
BA Credit Card Trust
Series 2018-A3, Class A3 		3.100 12-15-23   715,000 734,283
Citibank Credit Card Issuance Trust
Series 2018-A1, Class A1 		2.490 01-20-23   755,000 762,097
Ford Credit Auto Owner Trust          
Series 2018-B, Class A3 3.240 04-15-23   546,000 558,563
Series 2019-C, Class A3 1.870 03-15-24   174,000 176,538
Honda Auto Receivables Owner Trust
Series 2019-4, Class A3 		1.830 01-18-24   240,000 243,451
    
    Yield (%)   Shares Value
Short-term investments 1.2%         $782,756
(Cost $782,756)          
Short-term funds 1.2%         782,756
JPMorgan U.S. Government Money Market Fund, Institutional Class 1.4771(B)   782,756 782,756
    
Total investments (Cost $60,224,620) 99.5%     $63,342,845
Other assets and liabilities, net 0.5%       299,890
Total net assets 100.0%         $63,642,735
    
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
LIBOR London Interbank Offered Rate
SOFR Secured Overnight Financing Rate
(A) 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.
(B) The rate shown is the annualized seven-day yield as of 2-29-20.
6 JOHN HANCOCK ESG CORE BOND FUND | QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS
Notes to Fund's investments (unaudited)  
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the fund's Valuation Policies and Procedures.
In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on the evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Investments by the fund in open-end mutual funds are valued at their respective NAVs each business day.
Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the fund's Pricing Committee following procedures established by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.
The fund uses a three-tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the fund's own assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the fund's investments as of February 29, 2020, by major security category or type:
  Total
value at
2-29-20 		Level 1
quoted
price 		Level 2
significant
observable
inputs 		Level 3
significant
unobservable
inputs
         
Investments in securities:        
Assets        
U.S. Government and Agency obligations $24,536,082 — $24,536,082 —
Corporate bonds 25,017,664 — 25,017,664 —
Municipal bonds 7,351,682 — 7,351,682 —
Collateralized mortgage obligations 2,146,386 — 2,146,386 —
Asset backed securities 3,508,275 — 3,508,275 —
Short-term investments 782,756 $782,756 — —
Total investments in securities $63,342,845 $782,756 $62,560,089 —
For additional information on the fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.
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