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John Hancock Variable Insurance Trust · N-Q · For 9/30/06

Filed On 11/29/06, 1:35pm ET   ·   Accession Number 950135-6-7176   ·   SEC File 811-04146

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  As Of                Filer                Filing    For/On/As Docs:Size              Issuer               Agent

11/29/06  John Hancock Variable Ins Trust   N-Q         9/30/06    2:1.8M                                   Bowne of Boston/FA

Quarterly Schedule of Portfolio Holdings of a Management Investment Company   —   Form N-Q
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-Q         John Hancock Trust                                 1,176±  4.66M 
 2: EX-99.CERT  Certifications                                         2     14K 


N-Q   —   John Hancock Trust
Document Table of Contents

Page (sequential) | (alphabetic) Top
 
11st Page   -   Filing Submission
2Item 1. Schedule of Investments
438Item 2. Controls and Procedures
"Item 3. Exhibits
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number: 811-04146 JOHN HANCOCK TRUST (Exact name of registrant as specified in charter) 601 CONGRESS STREET, BOSTON, MA 02210 (Address of principal executive offices) (Zip code) GORDON M. SHONE, 601 CONGRESS STREET, BOSTON, MA 02210 (Name and address of agent for service) Registrant's telephone number, including area code: 617-663-3000 Date of fiscal year end: December 31 Date of reporting period: September 30, 2006
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ITEM 1. SCHEDULE OF INVESTMENTS.
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 99.39% ADVERTISING - 0.21% Monster Worldwide, Inc. * 14,695 $ 531,812 Omnicom Group, Inc. 19,666 1,840,738 The Interpublic Group of Companies, Inc. * (a) 50,460 499,554 -------------- 2,872,104 AEROSPACE - 2.03% Boeing Company 90,994 7,174,877 General Dynamics Corp. 46,179 3,309,649 Goodrich Corp. 14,277 578,504 Lockheed Martin Corp. 40,757 3,507,547 Northrop Grumman Corp. 39,437 2,684,476 Raytheon Company 51,365 2,466,034 Rockwell Collins, Inc. (a) 19,621 1,076,016 United Technologies Corp. 115,780 7,334,663 -------------- 28,131,766 AGRICULTURE - 0.42% Archer-Daniels-Midland Company 75,061 2,843,311 Monsanto Company 62,135 2,920,966 -------------- 5,764,277 AIR TRAVEL - 0.11% Southwest Airlines Company 89,983 1,499,117 ALUMINUM - 0.20% Alcoa, Inc. 99,234 2,782,521 AMUSEMENT & THEME PARKS - 0.53% Walt Disney Company 239,262 7,395,588 APPAREL & TEXTILES - 0.41% Cintas Corp. 15,633 638,295 Coach, Inc. * 41,881 1,440,706 Jones Apparel Group, Inc. 12,915 418,963 Liz Claiborne, Inc. 11,810 466,619 NIKE, Inc., Class B 21,927 1,921,244 VF Corp. 10,158 741,026 -------------- 5,626,853 AUTO PARTS - 0.22% AutoZone, Inc. * 6,038 623,726 Genuine Parts Company 19,610 845,779 Johnson Controls, Inc. 22,387 1,606,043 -------------- 3,075,548 AUTO SERVICES - 0.03% AutoNation, Inc. * 17,554 366,879 AUTOMOBILES - 0.40% Ford Motor Company (a) 215,322 1,741,955 General Motors Corp. (a) 64,746 2,153,452 PACCAR, Inc. (a) 28,539 1,627,294 -------------- 5,522,701 BANKING - 6.50% AmSouth Bancorp. 39,200 1,138,368 Bank of America Corp. 518,084 27,753,760 Bank of New York Company, Inc. 87,357 3,080,208 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) BANKING (CONTINUED) BB&T Corp. 61,476 $ 2,691,419 Comerica, Inc. 18,569 1,056,947 Commerce Bancorp, Inc. (a) 21,349 783,722 Compass Bancshares, Inc. 14,812 843,988 Fifth Third Bancorp. (a) 63,863 2,431,903 First Horizon National Corp. (a) 14,188 539,286 Huntington Bancshares, Inc. 27,191 650,681 KeyCorp 46,166 1,728,455 M&T Bank Corp. (a) 8,895 1,067,044 Marshall & Ilsley Corp. 29,110 1,402,520 National City Corp. 69,239 2,534,147 North Fork Bancorporation, Inc. 53,325 1,527,228 Northern Trust Corp. 21,453 1,253,499 Regions Financial Corp. 52,045 1,914,736 Sovereign Bancorp, Inc. 41,052 883,028 SunTrust Banks, Inc. 41,760 3,227,213 US Bancorp 203,437 6,758,177 Wachovia Corp. 213,600 11,918,880 Wells Fargo Company 385,450 13,945,581 Zions Bancorp. 12,211 974,560 -------------- 90,105,350 BIOTECHNOLOGY - 1.10% Amgen, Inc. * 133,997 9,584,805 Applera Corp. 20,862 690,741 Biogen Idec, Inc. * 39,332 1,757,354 Genzyme Corp. * 29,920 2,018,702 MedImmune, Inc. * (a) 27,408 800,588 Millipore Corp. * 6,099 373,869 -------------- 15,226,059 BROADCASTING - 0.75% CBS Corp., Class B 89,361 2,517,299 Clear Channel Communications, Inc. 56,812 1,639,026 News Corp. 267,484 5,256,061 Univision Communications, Inc., Class A * 28,721 986,279 -------------- 10,398,665 BUILDING MATERIALS & CONSTRUCTION - 0.15% American Standard Companies, Inc. 19,974 838,309 Masco Corp. 45,571 1,249,557 -------------- 2,087,866 BUSINESS SERVICES - 1.38% Affiliated Computer Services, Inc., Class A * 13,573 703,896 Automatic Data Processing, Inc. 63,597 3,010,682 Computer Sciences Corp. * (a) 19,657 965,552 Convergys Corp. * 15,894 328,211 Electronic Data Systems Corp. 59,252 1,452,859 Equifax, Inc. 14,495 532,111 First Data Corp. 87,589 3,678,738 Fluor Corp. 10,026 770,899 H & R Block, Inc. 36,824 800,554 Moody's Corp. 27,106 1,772,190 NCR Corp. * 20,628 814,393 The accompanying notes are an integral part of the financial statements. 1
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) BUSINESS SERVICES (CONTINUED) Paychex, Inc. 38,748 $ 1,427,864 Pitney Bowes, Inc. 25,359 1,125,179 R.R. Donnelley & Sons Company 24,760 816,090 Robert Half International, Inc. 19,610 666,152 Unisys Corp. * 39,352 222,732 -------------- 19,088,102 CABLE AND TELEVISION - 1.50% Comcast Corp., Class A * 239,565 8,827,970 E.W. Scripps Company, Class A (a) 9,539 457,204 Time Warner, Inc. 465,551 8,486,995 Viacom, Inc. * 81,213 3,019,500 -------------- 20,791,669 CELLULAR COMMUNICATIONS - 0.50% Motorola, Inc. 280,459 7,011,475 CHEMICALS - 1.19% Air Products & Chemicals, Inc. 25,223 1,674,050 Ashland, Inc. (a) 7,244 462,022 Dow Chemical Company 109,817 4,280,667 E.I. Du Pont De Nemours & Company 105,519 4,520,434 Eastman Chemical Company (a) 9,417 508,706 Hercules, Inc. * 12,974 204,600 PPG Industries, Inc. 18,908 1,268,349 Praxair, Inc. 36,901 2,183,063 Rohm & Haas Company 16,433 778,103 Sigma-Aldrich Corp. (a) 7,598 574,941 -------------- 16,454,935 COAL - 0.05% CONSOL Energy, Inc. 20,988 665,949 COLLEGES & UNIVERSITIES - 0.06% Apollo Group, Inc., Class A * 16,020 788,825 COMMERCIAL SERVICES - 0.12% Western Union Company * 87,600 1,675,788 COMPUTERS & BUSINESS EQUIPMENT - 4.75% Apple Computer, Inc. * 97,359 7,499,564 Cisco Systems, Inc. * 698,805 16,072,515 Dell, Inc. * 260,035 5,939,199 EMC Corp. * 263,111 3,152,070 Hewlett-Packard Company 313,532 11,503,489 International Business Machines Corp. 174,207 14,274,521 Lexmark International, Inc. * 11,480 661,937 Network Appliance, Inc. * 42,631 1,577,773 Parametric Technology Corp. * 12,780 223,139 SanDisk Corp. * 22,431 1,200,956 Sun Microsystems, Inc. * 401,710 1,996,499 Xerox Corp. * 111,978 1,742,378 -------------- 65,844,040 CONSTRUCTION & MINING EQUIPMENT - 0.11% National Oilwell, Inc. * 20,076 1,175,450 Rowan Companies, Inc. 12,637 399,708 -------------- 1,575,158 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) CONSTRUCTION MATERIALS - 0.13% Louisiana-Pacific Corp. 12,044 $ 226,066 Sherwin-Williams Company 12,899 719,506 Vulcan Materials Company 11,046 864,350 -------------- 1,809,922 CONTAINERS & GLASS - 0.13% Ball Corp. 11,928 482,488 Bemis Company, Inc. 12,001 394,353 Pactiv Corp. * 15,795 448,894 Sealed Air Corp. 9,280 502,233 -------------- 1,827,968 COSMETICS & TOILETRIES - 2.35% Alberto-Culver Company, Class B 8,933 451,921 Avon Products, Inc. 51,246 1,571,202 Colgate-Palmolive Company 59,115 3,671,042 Estee Lauder Companies, Inc., Class A 14,788 596,400 International Flavors & Fragrances, Inc. (a) 9,030 357,046 Kimberly-Clark Corp. 52,451 3,428,197 Procter & Gamble Company 363,457 22,527,065 -------------- 32,602,873 CRUDE PETROLEUM & NATURAL GAS - 1.39% Apache Corp. 37,689 2,381,945 Chesapeake Energy Corp. (a) 43,314 1,255,240 Devon Energy Corp. 50,488 3,188,317 EOG Resources, Inc. 27,772 1,806,569 Marathon Oil Corp. 41,000 3,152,900 Occidental Petroleum Corp. 98,621 4,744,656 Sunoco, Inc. 14,928 928,372 XTO Energy, Inc. 41,866 1,763,815 -------------- 19,221,814 DOMESTIC OIL - 0.07% Murphy Oil Corp. 21,388 1,016,999 DRUGS & HEALTH CARE - 0.56% Wyeth 154,039 7,831,343 ELECTRICAL EQUIPMENT - 0.47% American Power Conversion Corp. (a) 19,406 426,156 Cooper Industries, Ltd., Class A 10,478 892,935 Emerson Electric Company 46,670 3,913,746 Molex, Inc. 16,189 630,885 Symbol Technologies, Inc. 29,068 431,951 Tektronix, Inc. 9,583 277,236 -------------- 6,572,909 ELECTRICAL UTILITIES - 2.41% Allegheny Energy, Inc. * 18,841 756,843 Ameren Corp. (a) 23,566 1,244,049 American Electric Power Company, Inc. 45,099 1,640,251 CenterPoint Energy, Inc. (a) 35,688 511,052 CMS Energy Corp. * 25,365 366,271 Consolidated Edison, Inc. (a) 28,213 1,303,441 Constellation Energy Group, Inc. 20,566 1,217,507 Dominion Resources, Inc. 40,391 3,089,507 The accompanying notes are an integral part of the financial statements. 2
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) ELECTRICAL UTILITIES (CONTINUED) DTE Energy Company 20,349 $ 844,687 Edison International 37,296 1,553,005 Entergy Corp. 23,851 1,865,864 Exelon Corp. 76,637 4,639,604 FirstEnergy Corp. 37,757 2,109,106 FPL Group, Inc. (a) 46,294 2,083,230 PG&E Corp. (a) 39,844 1,659,503 Pinnacle West Capital Corp. 11,387 512,984 PPL Corp. 43,612 1,434,835 Public Service Enterprise Group, Inc. 28,815 1,763,190 TECO Energy, Inc. 23,913 374,238 The AES Corp. * 75,715 1,543,829 The Southern Company (a) 84,971 2,928,101 -------------- 33,441,097 ELECTRONICS - 0.37% Agilent Technologies, Inc. * 46,782 1,529,303 Harman International Industries, Inc. 7,461 622,546 Jabil Circuit, Inc. 21,142 604,027 L-3 Communications Holdings, Inc. 14,084 1,103,200 Sanmina-SCI Corp. * 60,994 228,117 Solectron Corp. * (a) 104,691 341,293 Thermo Electron Corp. * 18,040 709,513 -------------- 5,137,999 ENERGY - 0.82% Duke Energy Corp. 143,434 4,331,707 Progress Energy, Inc. (a) 29,001 1,316,065 Sempra Energy 29,902 1,502,576 TXU Corp. 52,814 3,301,931 Xcel Energy, Inc. (a) 46,472 959,647 -------------- 11,411,926 FINANCIAL SERVICES - 8.98% Ameriprise Financial, Inc. 27,903 1,308,651 Bear Stearns Companies, Inc. 13,780 1,930,578 Capital One Financial Corp. 35,043 2,756,482 Charles Schwab Corp. 118,378 2,118,966 Chicago Merchantile Exchange Holdings, Inc. 4,072 1,947,434 CIT Group, Inc. 22,761 1,106,868 Citigroup, Inc. 565,940 28,110,240 Countrywide Financial Corp. 70,059 2,454,867 E*TRADE Financial Corp. * 48,901 1,169,712 Federal Home Loan Mortgage Corp. 79,100 5,246,703 Federal National Mortgage Association 110,797 6,194,660 Federated Investors, Inc., Class B 10,370 350,610 Fiserv, Inc. * 19,945 939,210 Franklin Resources, Inc. 19,083 2,018,027 Goldman Sachs Group, Inc. 49,417 8,359,874 Janus Capital Group, Inc. 23,658 466,536 JPMorgan Chase & Company 397,379 18,660,944 Legg Mason, Inc. 15,013 1,514,211 Lehman Brothers Holdings, Inc. 61,496 4,542,095 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) FINANCIAL SERVICES (CONTINUED) Mellon Financial Corp. 47,098 $ 1,841,532 Merrill Lynch & Company, Inc. 101,476 7,937,453 Morgan Stanley 122,709 8,946,713 PNC Financial Services Group, Inc. 33,707 2,441,735 SLM Corp. 46,938 2,439,837 State Street Corp. (c) 37,906 2,365,334 Synovus Financial Corp. 37,092 1,089,392 T. Rowe Price Group, Inc. (c) 29,955 1,433,347 Washington Mutual, Inc. 110,292 4,794,393 -------------- 124,486,404 FOOD & BEVERAGES - 3.10% Campbell Soup Company (a) 26,399 963,563 Coca-Cola Enterprises, Inc. 31,549 657,166 ConAgra Foods, Inc. 58,476 1,431,492 Constellation Brands, Inc., Class A * 24,140 694,749 Dean Foods Company * 15,279 642,024 General Mills, Inc. 40,387 2,285,904 H.J. Heinz Company 37,945 1,591,034 Hershey Company 20,104 1,074,559 Kellogg Company 28,609 1,416,718 McCormick & Company, Inc. 15,092 573,194 Pepsi Bottling Group, Inc. 15,550 552,025 PepsiCo, Inc. 188,727 12,316,324 Sara Lee Corp. 87,014 1,398,315 Starbucks Corp. * 86,548 2,946,959 Sysco Corp. 70,804 2,368,394 The Coca-Cola Company 233,284 10,423,129 Tyson Foods, Inc., Class A 28,842 458,011 William Wrigley Jr. Company 25,098 1,156,014 -------------- 42,949,574 FOREST PRODUCTS - 0.12% Weyerhaeuser Company 28,189 1,734,469 FURNITURE & FIXTURES - 0.04% Leggett & Platt, Inc. 20,680 517,620 GAS & PIPELINE UTILITIES - 0.44% Dynegy, Inc., Class A * 43,297 239,865 El Paso Corp. (a) 79,666 1,086,644 KeySpan Corp. 20,035 824,240 Kinder Morgan, Inc. 12,264 1,285,880 Nicor, Inc. (a) 5,098 217,990 NiSource, Inc. 31,228 678,897 Peoples Energy Corp. (a) 4,404 179,023 Williams Companies, Inc. 68,202 1,627,982 -------------- 6,140,521 HEALTHCARE PRODUCTS - 3.17% Bausch & Lomb, Inc. (a) 6,155 308,550 Baxter International, Inc. 74,680 3,394,953 Becton, Dickinson & Company 28,010 1,979,467 Biomet, Inc. 28,026 902,157 Boston Scientific Corp. * 134,842 1,994,313 The accompanying notes are an integral part of the financial statements. 3
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) HEALTHCARE PRODUCTS (CONTINUED) C.R. Bard, Inc. 11,849 $ 888,675 Fisher Scientific International, Inc. * 14,242 1,114,294 Johnson & Johnson 334,831 21,743,925 Medtronic, Inc. 131,567 6,109,971 Patterson Companies, Inc. * (a) 15,906 534,601 St. Jude Medical, Inc. * 40,368 1,424,587 Stryker Corp. 33,974 1,684,771 Zimmer Holdings, Inc. * 27,787 1,875,622 -------------- 43,955,886 HEALTHCARE SERVICES - 2.25% Cardinal Health, Inc. 46,420 3,051,651 Caremark Rx, Inc. 48,869 2,769,406 Coventry Health Care, Inc. * 18,189 937,097 Express Scripts, Inc. * 15,768 1,190,326 HCA, Inc. 48,526 2,420,962 Humana, Inc. * 18,895 1,248,771 IMS Health, Inc. 23,066 614,478 Laboratory Corp. of America Holdings * 14,332 939,749 McKesson Corp. 34,265 1,806,451 Medco Health Solutions, Inc. * 33,647 2,022,521 Quest Diagnostics, Inc. 18,504 1,131,705 UnitedHealth Group, Inc. 154,193 7,586,296 Wellpoint, Inc. * 70,949 5,466,620 -------------- 31,186,033 HOLDINGS COMPANIES/CONGLOMERATES - 3.24% General Electric Company 1,181,729 41,715,034 Loews Corp. 52,324 1,983,080 Textron, Inc. 14,453 1,264,637 -------------- 44,962,751 HOMEBUILDERS - 0.24% Centex Corp. 13,568 713,948 D.R. Horton, Inc. 31,183 746,833 KB Home (a) 8,990 393,762 Lennar Corp., Class A 15,844 716,941 Pulte Homes, Inc. (a) 24,231 772,000 -------------- 3,343,484 HOTELS & RESTAURANTS - 0.98% Darden Restaurants, Inc. 16,725 710,311 Hilton Hotels Corp. 44,162 1,229,912 Marriott International, Inc., Class A 39,332 1,519,788 McDonald's Corp. 140,379 5,491,626 Starwood Hotels & Resorts Worldwide, Inc. 24,933 1,425,918 Wendy's International, Inc. 13,470 902,490 Wyndham Worldwide Corp. * 22,935 641,492 Yum! Brands, Inc. 30,990 1,613,030 -------------- 13,534,567 HOUSEHOLD APPLIANCES - 0.10% Black & Decker Corp. 8,476 672,571 Whirlpool Corp. (a) 8,954 753,121 -------------- 1,425,692 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) HOUSEHOLD PRODUCTS - 0.24% Fortune Brands, Inc. 17,265 $ 1,296,774 Newell Rubbermaid, Inc. (a) 31,697 897,659 The Clorox Company 17,303 1,090,089 -------------- 3,284,522 INDUSTRIAL MACHINERY - 0.98% Caterpillar, Inc. 75,064 4,939,211 Cummins, Inc. 6,016 717,288 Deere & Company 26,465 2,220,678 Dover Corp. 23,298 1,105,257 Ingersoll-Rand Company, Class A 36,830 1,398,803 ITT Corp. 21,140 1,083,848 Pall Corp. 14,290 440,275 Parker-Hannifin Corp. 13,761 1,069,643 W.W. Grainger, Inc. 8,619 577,645 -------------- 13,552,648 INSURANCE - 4.98% ACE, Ltd. 37,224 2,037,269 Aetna, Inc. 62,696 2,479,627 AFLAC, Inc. 56,811 2,599,671 Allstate Corp. 72,060 4,520,324 Ambac Financial Group, Inc. 12,125 1,003,344 American International Group, Inc. 297,484 19,711,290 Aon Corp. 35,998 1,219,252 Chubb Corp. 47,026 2,443,471 CIGNA Corp. 12,694 1,476,566 Cincinnati Financial Corp. 19,829 952,982 Genworth Financial, Inc. 52,085 1,823,496 Hartford Financial Services Group, Inc. 34,828 3,021,329 Lincoln National Corp. 32,868 2,040,445 Marsh & McLennan Companies, Inc. 63,004 1,773,563 MBIA, Inc. (a) 15,426 947,773 MetLife, Inc. 86,929 4,927,136 MGIC Investment Corp. 9,668 579,790 Principal Financial Group, Inc. (a) 30,826 1,673,235 Progressive Corp. 88,398 2,169,287 Prudential Financial, Inc. 55,519 4,233,324 SAFECO Corp. 13,320 784,948 St. Paul Travelers Companies, Inc. 79,092 3,708,624 TorchmarK Corp. 11,326 714,784 UnumProvident Corp. (a) 39,209 760,262 XL Capital, Ltd., Class A 20,639 1,417,899 -------------- 69,019,691 INTERNATIONAL OIL - 2.50% Anadarko Petroleum Corp. 52,596 2,305,282 ChevronTexaco Corp. 251,607 16,319,230 ConocoPhillips 188,626 11,228,906 Hess Corp. 27,616 1,143,855 Nabors Industries, Ltd. * 36,177 1,076,266 Noble Corp. 15,700 1,007,626 Weatherford International, Ltd. * 39,608 1,652,446 -------------- 34,733,611 The accompanying notes are an integral part of the financial statements. 4
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) INTERNET RETAIL - 0.36% Amazon.com, Inc. * (a) 35,968 $ 1,155,292 eBay, Inc. * 134,478 3,813,796 -------------- 4,969,088 INTERNET SERVICE PROVIDER - 0.97% Google, Inc., Class A * 24,388 9,801,537 Yahoo!, Inc. * 142,295 3,597,218 -------------- 13,398,755 INTERNET SOFTWARE - 0.29% Juniper Networks, Inc. * 64,762 1,119,087 Symantec Corp. * 113,234 2,409,620 VeriSign, Inc. * 28,061 566,832 -------------- 4,095,539 LEISURE TIME - 0.56% Brunswick Corp. 10,615 331,082 Carnival Corp. 50,938 2,395,614 Electronic Arts, Inc. * 35,104 1,954,591 Harrah's Entertainment, Inc. 21,271 1,413,033 International Game Technology, Inc. 38,853 1,612,399 -------------- 7,706,719 LIFE SCIENCES - 0.06% PerkinElmer, Inc. 14,377 272,157 Waters Corp. * 11,727 530,998 -------------- 803,155 LIQUOR - 0.38% Anheuser-Busch Companies, Inc. 87,996 4,180,690 Brown Forman Corp., Class B 8,989 689,007 Molson Coors Brewing Company, Class B 5,226 360,071 -------------- 5,229,768 MANUFACTURING - 1.85% 3M Company 86,224 6,416,790 Danaher Corp. 27,086 1,859,996 Eaton Corp. 17,171 1,182,223 Harley-Davidson, Inc. (a) 30,017 1,883,567 Honeywell International, Inc. 93,745 3,834,170 Illinois Tool Works, Inc. 48,105 2,159,914 Rockwell Automation, Inc. 20,140 1,170,134 Snap-on, Inc. (a) 6,645 296,035 Stanley Works 9,263 461,761 Tyco International, Ltd. 230,627 6,455,250 -------------- 25,719,840 MEDICAL-HOSPITALS - 0.10% Health Management Associates, Inc., Class A 27,505 574,855 Manor Care, Inc. (a) 8,432 440,825 Tenet Healthcare Corp. * (a) 53,952 439,169 -------------- 1,454,849 METAL & METAL PRODUCTS - 0.14% Phelps Dodge Corp. 23,350 1,977,745 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) MINING - 0.24% Freeport-McMoran Copper & Gold, Inc., Class B (a) 22,489 $ 1,197,764 Newmont Mining Corp. 51,475 2,200,556 -------------- 3,398,320 NEWSPAPERS - 0.04% Dow Jones & Company, Inc. (a) 7,439 249,504 The New York Times Company, Class A (a) 16,540 380,089 -------------- 629,593 OFFICE FURNISHINGS & SUPPLIES - 0.16% Avery Dennison Corp. 10,806 650,197 Office Depot, Inc. * 32,427 1,287,352 OfficeMax, Inc. 8,493 346,005 -------------- 2,283,554 PAPER - 0.26% International Paper Company 52,040 1,802,145 MeadWestvaco Corp. 20,739 549,791 Plum Creek Timber Company, Inc. 20,515 698,331 Temple-Inland, Inc. 12,449 499,205 -------------- 3,549,472 PETROLEUM SERVICES - 4.92% Baker Hughes, Inc. 37,656 2,568,139 BJ Services Company 34,244 1,031,772 Exxon Mobil Corp. 680,528 45,663,429 Halliburton Company 118,037 3,358,153 Schlumberger, Ltd. 135,538 8,407,422 Smith International, Inc. 22,950 890,460 Transocean, Inc. * 36,067 2,641,186 Valero Energy Corp. 70,155 3,610,878 -------------- 68,171,439 PHARMACEUTICALS - 5.00% Abbott Laboratories 174,890 8,492,658 Allergan, Inc. 17,262 1,943,874 AmerisourceBergen Corp. 23,073 1,042,900 Barr Pharmaceuticals, Inc. * 12,168 632,006 Bristol-Myers Squibb Company 225,113 5,609,816 Eli Lilly & Company 112,577 6,416,889 Forest Laboratories, Inc. * 36,398 1,842,103 Gilead Sciences, Inc. * 52,295 3,592,666 Hospira, Inc. * 17,972 687,788 King Pharmaceuticals, Inc. * 27,828 473,911 Merck & Company, Inc. 249,104 10,437,458 Mylan Laboratories, Inc. 24,132 485,777 Pfizer, Inc. 834,663 23,671,043 Schering-Plough Corp. 169,569 3,745,779 Watson Pharmaceuticals, Inc. * 11,701 306,215 -------------- 69,380,883 PHOTOGRAPHY - 0.05% Eastman Kodak Company (a) 32,882 736,557 PUBLISHING - 0.35% Gannett Company, Inc. 27,058 1,537,706 The accompanying notes are an integral part of the financial statements. 5
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) PUBLISHING (CONTINUED) McGraw-Hill Companies, Inc. 40,282 $ 2,337,564 Meredith Corp. 4,457 219,864 Tribune Company (a) 21,823 714,049 -------------- 4,809,183 RAILROADS & EQUIPMENT - 0.69% Burlington Northern Santa Fe Corp. 41,434 3,042,913 CSX Corp. 50,772 1,666,845 Norfolk Southern Corp. 47,371 2,086,692 Union Pacific Corp. 30,833 2,713,304 -------------- 9,509,754 REAL ESTATE - 1.07% Apartment Investment & Management Company, Class A, REIT 11,146 606,454 Archstone-Smith Trust, REIT 24,525 1,335,141 Boston Properties, Inc., REIT 13,084 1,352,101 Equity Office Properties Trust, REIT 40,079 1,593,541 Equity Residential, REIT 33,306 1,684,617 Kimco Realty Corp., REIT (a) 24,792 1,062,833 ProLogis, REIT 28,058 1,600,990 Public Storage, Inc., REIT 13,881 1,193,627 Realogy Corp., REIT * 28,669 650,213 Simon Property Group, Inc., REIT 25,318 2,294,317 Vornado Realty Trust, REIT 13,952 1,520,768 -------------- 14,894,602 RETAIL GROCERY - 0.37% Safeway, Inc. 50,894 1,544,633 SUPERVALU, Inc. 24,226 718,301 The Kroger Company 82,707 1,913,840 Whole Foods Market, Inc. 16,161 960,448 -------------- 5,137,222 RETAIL TRADE - 4.70% Bed Bath & Beyond, Inc. * 32,307 1,236,066 Best Buy Company, Inc. 46,541 2,492,736 Big Lots, Inc. * (a) 12,462 246,872 Circuit City Stores, Inc. 16,140 405,275 Costco Wholesale Corp. 53,569 2,661,308 CVS Corp. 94,029 3,020,212 Dillard's, Inc., Class A (a) 6,921 226,524 Dollar General Corp. 35,710 486,727 Family Dollar Stores, Inc. 17,358 507,548 Federated Department Stores, Inc. 62,220 2,688,526 Gap, Inc. 61,646 1,168,192 Home Depot, Inc. 236,274 8,569,658 J.C. Penney Company, Inc. 25,665 1,755,229 Kohl's Corp. * 37,478 2,433,072 Limited Brands, Inc. 38,882 1,029,984 Lowe's Companies, Inc. 174,904 4,907,806 Nordstrom, Inc. 26,144 1,105,891 RadioShack Corp. (a) 15,535 299,826 Sears Holdings Corp. * 9,522 1,505,333 Staples, Inc. 83,163 2,023,356 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) RETAIL TRADE (CONTINUED) Target Corp. 98,296 $ 5,430,854 The TJX Companies, Inc. 51,455 1,442,284 Tiffany & Company 15,814 525,025 Walgreen Company 115,388 5,122,073 Wal-Mart Stores, Inc. 281,569 13,886,983 -------------- 65,177,360 SANITARY SERVICES - 0.25% Allied Waste Industries, Inc. * 29,034 327,213 Ecolab, Inc. 20,451 875,712 Waste Management, Inc. 61,871 2,269,428 -------------- 3,472,353 SEMICONDUCTORS - 2.76% Advanced Micro Devices, Inc. * 55,620 1,382,157 Altera Corp. * 41,129 755,951 Analog Devices, Inc. 40,391 1,187,092 Applied Materials, Inc. (a) 175,590 3,113,211 Broadcom Corp., Class A * 53,682 1,628,712 Freescale Semiconductor, Inc., Class B * 46,438 1,765,108 Intel Corp. 660,271 13,581,775 KLA-Tencor Corp. 22,790 1,013,471 Linear Technology Corp. 34,484 1,073,142 LSI Logic Corp. * (a) 45,741 375,991 Maxim Integrated Products, Inc. 36,710 1,030,450 Micron Technology, Inc. * 83,551 1,453,787 National Semiconductor Corp. 34,075 801,785 Novellus Systems, Inc. * 14,108 390,227 NVIDIA Corp. * 40,353 1,194,045 PMC-Sierra, Inc. * (a) 23,924 142,109 QLogic Corp. * 18,240 344,736 Teradyne, Inc. * 22,552 296,784 Texas Instruments, Inc. 175,437 5,833,280 Xilinx, Inc. 38,906 853,987 -------------- 38,217,800 SOFTWARE - 3.10% Adobe Systems, Inc. * 66,299 2,482,897 Autodesk, Inc. * 26,523 922,470 BMC Software, Inc. * 23,463 638,663 CA, Inc. 50,687 1,200,775 Citrix Systems, Inc. * 21,041 761,895 Compuware Corp. * 42,643 332,189 Intuit, Inc. * 39,114 1,255,168 Microsoft Corp. 988,712 27,021,499 Novell, Inc. * 38,807 237,499 Oracle Corp. * 461,722 8,190,948 -------------- 43,044,003 STEEL - 0.24% Allegheny Technologies, Inc. (a) 11,515 716,118 Nucor Corp. 35,294 1,746,700 United States Steel Corp. 14,089 812,653 -------------- 3,275,471 The accompanying notes are an integral part of the financial statements. 6
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) TELECOMMUNICATIONS EQUIPMENT & SERVICES - 1.18% ADC Telecommunications, Inc. * (a) 13,420 $ 201,300 Avaya, Inc. * 52,310 598,426 Ciena Corp. * 9,666 263,395 Citizens Communications Company 36,726 515,633 Comverse Technology, Inc. * 23,124 495,779 Corning, Inc. * 178,550 4,358,406 Embarq Corp. 17,070 825,676 JDS Uniphase Corp. * (a) 192,869 422,383 Lucent Technologies, Inc. * 513,063 1,200,567 QUALCOMM, Inc. 189,095 6,873,603 Tellabs, Inc. * 51,249 561,689 -------------- 16,316,857 TELEPHONE - 3.38% ALLTEL Corp. 44,431 2,465,921 AT&T, Inc. 444,626 14,477,023 BellSouth Corp. 207,856 8,885,844 CenturyTel, Inc. 13,326 528,642 Qwest Communications International, Inc. * (a) 183,199 1,597,495 Sprint Nextel Corp. 341,975 5,864,871 Verizon Communications, Inc. 331,821 12,320,514 Windstream Corp. * 54,271 715,834 -------------- 46,856,144 TIRES & RUBBER - 0.02% Goodyear Tire & Rubber Company * (a) 20,297 294,306 TOBACCO - 1.48% Altria Group, Inc. 239,641 18,344,519 Reynolds American, Inc. (a) 19,622 1,215,975 UST, Inc. (a) 18,410 1,009,420 -------------- 20,569,914 TOYS, AMUSEMENTS & SPORTING GOODS - 0.09% Hasbro, Inc. 18,726 426,016 Mattel, Inc. 43,271 852,439 -------------- 1,278,455 TRAVEL SERVICES - 0.59% American Express Company 139,067 7,798,877 Sabre Holdings Corp. 15,087 352,885 -------------- 8,151,762 TRUCKING & FREIGHT - 0.96% Fedex Corp. 35,075 3,811,951 Navistar International Corp. * 7,062 182,341 Ryder Systems, Inc. 7,095 366,670 United Parcel Service, Inc., Class B 123,746 8,902,287 -------------- 13,263,249 -------------- TOTAL COMMON STOCKS (Cost $ 1,199,636,973) $1,378,227,269 -------------- SHORT TERM INVESTMENTS - 4.02% Federal National Mortgage Association 5.13% due 10/02/2006 $ 7,000,000 $ 6,999,002 500 INDEX TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- SHORT TERM INVESTMENTS (CONTINUED) Rabobank USA Finance Corp. 5.36% due 10/02/2006 $ 1,210,000 $ 1,209,820 State Street Navigator Securities Lending Prime Portfolio (c) 45,528,481 45,528,481 U.S. Treasury Bills 4.965% due 11/02/2006 2,000,000 1,991,173 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $55,728,477) $ 55,728,476 -------------- TOTAL INVESTMENTS (500 INDEX TRUST) (COST $1,255,365,450) - 103.41% $1,433,955,745 LIABILITIES IN EXCESS OF OTHER ASSETS - (3.41)% (47,283,341) -------------- TOTAL NET ASSETS - 100.00% $1,386,672,404 ============== 500 INDEX TRUST B [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 99.13% ADVERTISING - 0.21% Monster Worldwide, Inc. * 11,601 $ 419,840 Omnicom Group, Inc. 15,526 1,453,234 The Interpublic Group of Companies, Inc. * (a) 39,836 394,376 -------------- 2,267,450 AEROSPACE - 2.02% Boeing Company 71,837 5,664,347 General Dynamics Corp. 36,456 2,612,802 Goodrich Corp. 11,271 456,701 Lockheed Martin Corp. 32,176 2,769,067 Northrop Grumman Corp. 31,134 2,119,291 Raytheon Company 40,551 1,946,853 Rockwell Collins, Inc. (a) 15,490 849,472 United Technologies Corp. 91,404 5,790,443 -------------- 22,208,976 AGRICULTURE - 0.41% Archer-Daniels-Midland Company 59,258 2,244,693 Monsanto Company 49,053 2,305,982 -------------- 4,550,675 AIR TRAVEL - 0.11% Southwest Airlines Company 71,038 1,183,493 ALUMINUM - 0.20% Alcoa, Inc. 78,341 2,196,682 AMUSEMENT & THEME PARKS - 0.53% Walt Disney Company 188,888 5,838,528 APPAREL & TEXTILES - 0.41% Cintas Corp. 12,341 503,883 Coach, Inc. * 33,063 1,137,367 Jones Apparel Group, Inc. 10,196 330,759 Liz Claiborne, Inc. 9,324 368,391 NIKE, Inc., Class B 17,310 1,516,708 The accompanying notes are an integral part of the financial statements. 7
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) APPAREL & TEXTILES (CONTINUED) VF Corp. 8,019 $ 584,986 -------------- 4,442,094 AUTO PARTS - 0.22% AutoZone, Inc. * 4,767 492,431 Genuine Parts Company 15,481 667,696 Johnson Controls, Inc. 17,673 1,267,861 -------------- 2,427,988 AUTO SERVICES - 0.03% AutoNation, Inc. * 13,859 289,653 AUTOMOBILES - 0.40% Ford Motor Company (a) 169,988 1,375,203 General Motors Corp. (a) 51,114 1,700,052 PACCAR, Inc. 22,531 1,284,689 -------------- 4,359,944 BANKING - 6.48% AmSouth Bancorp. 30,947 898,701 Bank of America Corp. 409,007 21,910,505 Bank of New York Company, Inc. 68,965 2,431,706 BB&T Corp. 48,533 2,124,775 Comerica, Inc. 14,659 834,390 Commerce Bancorp, Inc. (a) 16,854 618,710 Compass Bancshares, Inc. 11,693 666,267 Fifth Third Bancorp. (a) 50,417 1,919,879 First Horizon National Corp. (a) 11,201 425,750 Huntington Bancshares, Inc. 21,466 513,681 KeyCorp 36,446 1,364,538 M&T Bank Corp. 7,022 842,359 Marshall & Ilsley Corp. 22,981 1,107,225 National City Corp. 54,662 2,000,629 North Fork Bancorporation, Inc. 42,098 1,205,687 Northern Trust Corp. 16,936 989,571 Regions Financial Corp. 41,087 1,511,591 Sovereign Bancorp, Inc. 32,409 697,120 SunTrust Banks, Inc. 32,968 2,547,767 US Bancorp 160,606 5,335,331 Wachovia Corp. 168,620 9,408,996 Wells Fargo Company (c) 304,298 11,009,502 Zions Bancorp. 9,640 769,368 -------------- 71,134,048 BIOTECHNOLOGY - 1.10% Amgen, Inc. * 105,785 7,566,801 Applera Corp. 16,470 545,322 Biogen Idec, Inc. * 31,051 1,387,359 Genzyme Corp. * 23,621 1,593,709 MedImmune, Inc. * (a) 21,638 632,046 Millipore Corp. * 4,815 295,159 -------------- 12,020,396 BROADCASTING - 0.75% CBS Corp., Class B 70,547 1,987,309 Clear Channel Communications, Inc. 44,851 1,293,952 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) BROADCASTING (CONTINUED) News Corp. 211,168 $ 4,149,451 Univision Communications, Inc., Class A * 22,674 778,625 -------------- 8,209,337 BUILDING MATERIALS & CONSTRUCTION - 0.15% American Standard Companies, Inc. 15,769 661,825 Masco Corp. 35,977 986,489 -------------- 1,648,314 BUSINESS SERVICES - 1.37% Affiliated Computer Services, Inc., Class A * 10,715 555,680 Automatic Data Processing, Inc. 50,207 2,376,799 Computer Sciences Corp. * 15,519 762,293 Convergys Corp. * 12,547 259,096 Electronic Data Systems Corp. 46,777 1,146,972 Equifax, Inc. 11,444 420,109 First Data Corp. 69,148 2,904,216 Fluor Corp. 7,915 608,584 H & R Block, Inc. 29,071 632,004 Moody's Corp. 21,399 1,399,067 NCR Corp. * 16,285 642,932 Paychex, Inc. 30,590 1,127,242 Pitney Bowes, Inc. 20,020 888,287 R.R. Donnelley & Sons Company 19,547 644,269 Robert Half International, Inc. 15,482 525,924 Unisys Corp. * 31,067 175,839 -------------- 15,069,313 CABLE AND TELEVISION - 1.50% Comcast Corp., Class A * (a) 189,128 6,969,367 E.W. Scripps Company, Class A (a) 7,531 360,961 Time Warner, Inc. 367,534 6,700,145 Viacom, Inc. * 64,115 2,383,795 -------------- 16,414,268 CELLULAR COMMUNICATIONS - 0.50% Motorola, Inc. 221,412 5,535,300 CHEMICALS - 1.18% Air Products & Chemicals, Inc. 19,912 1,321,559 Ashland, Inc. (a) 5,719 364,758 Dow Chemical Company 86,696 3,379,410 E.I. Du Pont De Nemours & Company 83,303 3,568,700 Eastman Chemical Company 7,434 401,585 Hercules, Inc. * 10,242 161,516 PPG Industries, Inc. 14,927 1,001,303 Praxair, Inc. 29,132 1,723,449 Rohm & Haas Company 12,973 614,272 Sigma-Aldrich Corp. 5,998 453,869 -------------- 12,990,421 COAL - 0.05% CONSOL Energy, Inc. 16,570 525,766 COLLEGES & UNIVERSITIES - 0.06% Apollo Group, Inc., Class A * 12,647 622,738 The accompanying notes are an integral part of the financial statements. 8
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) COMMERCIAL SERVICES - 0.12% Western Union Company * 69,150 $ 1,322,840 COMPUTERS & BUSINESS EQUIPMENT - 4.74% Apple Computer, Inc. * 76,861 5,920,603 Cisco Systems, Inc. * 551,680 12,688,640 Dell, Inc. * 205,288 4,688,778 EMC Corp. * 207,716 2,488,438 Hewlett-Packard Company 247,522 9,081,582 International Business Machines Corp. 137,530 11,269,208 Lexmark International, Inc. * 9,063 522,573 Network Appliance, Inc. * 33,655 1,245,571 Parametric Technology Corp. * 10,090 176,171 SanDisk Corp. * 17,709 948,140 Sun Microsystems, Inc. * 317,135 1,576,161 Xerox Corp. * 88,402 1,375,535 -------------- 51,981,400 CONSTRUCTION & MINING EQUIPMENT - 0.11% National Oilwell, Inc. * 15,849 927,959 Rowan Companies, Inc. 9,977 315,572 -------------- 1,243,531 CONSTRUCTION MATERIALS - 0.13% Louisiana-Pacific Corp. 9,508 178,465 Sherwin-Williams Company 10,184 568,064 Vulcan Materials Company 8,720 682,340 -------------- 1,428,869 CONTAINERS & GLASS - 0.13% Ball Corp. 9,417 380,918 Bemis Company, Inc. 9,474 311,316 Pactiv Corp. * 12,469 354,369 Sealed Air Corp. 7,327 396,537 -------------- 1,443,140 COSMETICS & TOILETRIES - 2.35% Alberto-Culver Company, Class B 7,053 356,811 Avon Products, Inc. 40,457 1,240,411 Colgate-Palmolive Company 46,669 2,898,145 Estee Lauder Companies, Inc., Class A 11,675 470,853 International Flavors & Fragrances, Inc. 7,129 281,881 Kimberly-Clark Corp. 41,408 2,706,427 Procter & Gamble Company 286,935 17,784,231 -------------- 25,738,759 CRUDE PETROLEUM & NATURAL GAS - 1.38% Apache Corp. 29,754 1,880,453 Chesapeake Energy Corp. (a) 34,195 990,971 Devon Energy Corp. 39,858 2,517,033 EOG Resources, Inc. 21,925 1,426,221 Marathon Oil Corp. 32,368 2,489,099 Occidental Petroleum Corp. 77,858 3,745,748 Sunoco, Inc. 11,785 732,909 XTO Energy, Inc. 33,051 1,392,439 -------------- 15,174,873 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) DOMESTIC OIL - 0.07% Murphy Oil Corp. (a) 16,885 $ 802,882 DRUGS & HEALTH CARE - 0.56% Wyeth 121,608 6,182,551 ELECTRICAL EQUIPMENT - 0.47% American Power Conversion Corp. 15,320 336,427 Cooper Industries, Ltd., Class A 8,272 704,940 Emerson Electric Company 36,844 3,089,738 Molex, Inc. 12,780 498,037 Symbol Technologies, Inc. 22,948 341,007 Tektronix, Inc. 7,566 218,884 -------------- 5,189,033 ELECTRICAL UTILITIES - 2.41% Allegheny Energy, Inc. * 14,874 597,488 Ameren Corp. 18,604 982,105 American Electric Power Company, Inc. 35,604 1,294,917 CenterPoint Energy, Inc. (a) 28,175 403,466 CMS Energy Corp. * (a) 20,025 289,161 Consolidated Edison, Inc. (a) 22,273 1,029,013 Constellation Energy Group, Inc. 16,236 961,171 Dominion Resources, Inc. 31,887 2,439,037 DTE Energy Company 16,064 666,817 Edison International 29,444 1,226,048 Entergy Corp. 18,829 1,472,993 Exelon Corp. 60,502 3,662,791 FirstEnergy Corp. 29,808 1,665,075 FPL Group, Inc. 36,548 1,644,660 PG&E Corp. 31,455 1,310,101 Pinnacle West Capital Corp. 8,990 404,999 PPL Corp. 34,430 1,132,747 Public Service Enterprise Group, Inc. 22,748 1,391,950 TECO Energy, Inc. 18,878 295,441 The AES Corp. * 59,774 1,218,792 The Southern Company 67,081 2,311,611 -------------- 26,400,383 ELECTRONICS - 0.37% Agilent Technologies, Inc. * 36,933 1,207,340 Harman International Industries, Inc. 5,890 491,462 Jabil Circuit, Inc. 16,691 476,862 L-3 Communications Holdings, Inc. 11,118 870,873 Sanmina-SCI Corp. * 48,152 180,088 Solectron Corp. * 82,650 269,439 Thermo Electron Corp. * 14,242 560,138 -------------- 4,056,202 ENERGY - 0.82% Duke Energy Corp. 113,236 3,419,727 Progress Energy, Inc. (a) 22,895 1,038,975 Sempra Energy 23,606 1,186,202 TXU Corp. 41,695 2,606,771 Xcel Energy, Inc. (a) 36,688 757,607 -------------- 9,009,282 The accompanying notes are an integral part of the financial statements. 9
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) FINANCIAL SERVICES - 8.95% Ameriprise Financial, Inc. (a) 22,029 $ 1,033,160 Bear Stearns Companies, Inc. 10,879 1,524,148 Capital One Financial Corp. 27,665 2,176,129 Charles Schwab Corp. 93,455 1,672,845 Chicago Merchantile Exchange Holdings, Inc. 3,215 1,537,574 CIT Group, Inc. 17,969 873,833 Citigroup, Inc. 446,788 22,191,960 Countrywide Financial Corp. 55,309 1,938,027 E*TRADE Financial Corp. * 38,606 923,456 Federal Home Loan Mortgage Corp. 62,446 4,142,043 Federal National Mortgage Association 87,470 4,890,448 Federated Investors, Inc., Class B 8,187 276,803 Fiserv, Inc. * 15,745 741,432 Franklin Resources, Inc. 15,065 1,593,124 Goldman Sachs Group, Inc. 39,013 6,599,829 Janus Capital Group, Inc. 18,677 368,310 JPMorgan Chase & Company 313,716 14,732,103 Legg Mason, Inc. 11,852 1,195,393 Lehman Brothers Holdings, Inc. 48,548 3,585,755 Mellon Financial Corp. 37,182 1,453,816 Merrill Lynch & Company, Inc. 80,111 6,266,282 Morgan Stanley 96,874 7,063,083 PNC Financial Services Group, Inc. 26,610 1,927,628 SLM Corp. 37,055 1,926,119 State Street Corp. (c) 29,926 1,867,382 Synovus Financial Corp. 29,283 860,042 T. Rowe Price Group, Inc. 23,648 1,131,557 Washington Mutual, Inc. 87,071 3,784,976 -------------- 98,277,257 FOOD & BEVERAGES - 3.09% Campbell Soup Company (a) 20,841 760,696 Coca-Cola Enterprises, Inc. 24,907 518,813 ConAgra Foods, Inc. 46,165 1,130,119 Constellation Brands, Inc., Class A * 19,058 548,489 Dean Foods Company * 12,063 506,887 General Mills, Inc. 31,884 1,804,634 H.J. Heinz Company 29,956 1,256,055 Hershey Company 15,872 848,358 Kellogg Company 22,586 1,118,459 McCormick & Company, Inc. 11,915 452,532 Pepsi Bottling Group, Inc. 12,276 435,798 PepsiCo, Inc. 148,993 9,723,283 Sara Lee Corp. 68,694 1,103,913 Starbucks Corp. * 68,326 2,326,500 Sysco Corp. 55,897 1,869,755 The Coca-Cola Company 184,169 8,228,671 Tyson Foods, Inc., Class A 22,770 361,588 William Wrigley Jr. Company 19,814 912,633 -------------- 33,907,183 FOREST PRODUCTS - 0.13% Weyerhaeuser Company 22,254 1,369,289 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) FURNITURE & FIXTURES - 0.04% Leggett & Platt, Inc. 16,326 $ 408,640 GAS & PIPELINE UTILITIES - 0.44% Dynegy, Inc., Class A * 34,181 189,363 El Paso Corp. (a) 62,893 857,861 KeySpan Corp. 15,817 650,711 Kinder Morgan, Inc. 9,682 1,015,158 Nicor, Inc. (a) 4,025 172,109 NiSource, Inc. 24,653 535,956 Peoples Energy Corp. (a) 3,477 141,340 Williams Companies, Inc. 53,843 1,285,232 -------------- 4,847,730 HEALTHCARE PRODUCTS - 3.16% Bausch & Lomb, Inc. (a) 4,859 243,582 Baxter International, Inc. 58,957 2,680,185 Becton, Dickinson & Company 22,113 1,562,726 Biomet, Inc. 22,126 712,236 Boston Scientific Corp. * 106,452 1,574,425 C.R. Bard, Inc. 9,355 701,625 Fisher Scientific International, Inc. * 11,244 879,731 Johnson & Johnson 264,337 17,166,045 Medtronic, Inc. 103,867 4,823,583 Patterson Companies, Inc. * (a) 12,557 422,041 St. Jude Medical, Inc. * 31,869 1,124,657 Stryker Corp. 26,821 1,330,053 Zimmer Holdings, Inc. * 21,937 1,480,747 -------------- 34,701,636 HEALTHCARE SERVICES - 2.24% Cardinal Health, Inc. 36,647 2,409,174 Caremark Rx, Inc. 38,580 2,186,329 Coventry Health Care, Inc. * 14,360 739,827 Express Scripts, Inc. * 12,448 939,699 HCA, Inc. 38,310 1,911,286 Humana, Inc. * 14,917 985,864 IMS Health, Inc. 18,210 485,114 Laboratory Corp. of America Holdings * 11,314 741,859 McKesson Corp. 27,051 1,426,129 Medco Health Solutions, Inc. * 26,563 1,596,702 Quest Diagnostics, Inc. 14,609 893,486 UnitedHealth Group, Inc. 121,729 5,989,067 Wellpoint, Inc. * 56,011 4,315,648 -------------- 24,620,184 HOLDINGS COMPANIES/CONGLOMERATES - 3.23% General Electric Company 932,930 32,932,429 Loews Corp. 41,308 1,565,573 Textron, Inc. 11,410 998,375 -------------- 35,496,377 HOMEBUILDERS - 0.24% Centex Corp. 10,711 563,613 D.R. Horton, Inc. 24,618 589,601 KB Home (a) 7,097 310,848 The accompanying notes are an integral part of the financial statements. 10
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) HOMEBUILDERS (CONTINUED) Lennar Corp., Class A 12,508 $ 565,987 Pulte Homes, Inc. (a) 19,129 609,450 -------------- 2,639,499 HOTELS & RESTAURANTS - 0.97% Darden Restaurants, Inc. 13,203 560,731 Hilton Hotels Corp. 34,864 970,962 Marriott International, Inc., Class A 31,051 1,199,811 McDonald's Corp. 110,824 4,335,435 Starwood Hotels & Resorts Worldwide, Inc. 19,683 1,125,671 Wendy's International, Inc. 10,634 712,478 Wyndham Worldwide Corp. * 18,107 506,453 Yum! Brands, Inc. 24,466 1,273,455 -------------- 10,684,996 HOUSEHOLD APPLIANCES - 0.10% Black & Decker Corp. 6,692 531,010 Whirlpool Corp. (a) 7,069 594,564 -------------- 1,125,574 HOUSEHOLD PRODUCTS - 0.24% Fortune Brands, Inc. 13,630 1,023,749 Newell Rubbermaid, Inc. 25,024 708,680 The Clorox Company 13,660 860,580 -------------- 2,593,009 INDUSTRIAL MACHINERY - 0.98% Caterpillar, Inc. 59,260 3,899,308 Cummins, Inc. 4,750 566,342 Deere & Company 20,893 1,753,132 Dover Corp. 18,393 872,564 Ingersoll-Rand Company, Class A 29,076 1,104,306 ITT Corp. 16,689 855,645 Pall Corp. 11,281 347,568 Parker-Hannifin Corp. 10,864 844,459 W.W. Grainger, Inc. 6,804 456,004 -------------- 10,699,328 INSURANCE - 4.96% ACE, Ltd. 29,387 1,608,351 Aetna, Inc. 49,496 1,957,567 AFLAC, Inc. 44,850 2,052,336 Allstate Corp. 56,889 3,568,647 Ambac Financial Group, Inc. 9,572 792,083 American International Group, Inc. 234,852 15,561,294 Aon Corp. 28,419 962,552 Chubb Corp. 37,125 1,929,015 CIGNA Corp. 10,022 1,165,759 Cincinnati Financial Corp. 15,654 752,331 Genworth Financial, Inc. 41,119 1,439,576 Hartford Financial Services Group, Inc. 27,495 2,385,191 Lincoln National Corp. 25,948 1,610,876 Marsh & McLennan Companies, Inc. 49,739 1,400,153 MBIA, Inc. 12,178 748,216 MetLife, Inc. 68,627 3,889,778 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) INSURANCE (CONTINUED) MGIC Investment Corp. 7,633 $ 457,751 Principal Financial Group, Inc. 24,336 1,320,958 Progressive Corp. 69,787 1,712,573 Prudential Financial, Inc. 43,830 3,342,037 SAFECO Corp. 10,515 619,649 St. Paul Travelers Companies, Inc. 62,440 2,927,812 TorchmarK Corp. 8,941 564,266 UnumProvident Corp. 30,954 600,198 XL Capital, Ltd., Class A 16,293 1,119,329 -------------- 54,488,298 INTERNATIONAL OIL - 2.50% Anadarko Petroleum Corp. 41,522 1,819,909 ChevronTexaco Corp. 198,634 12,883,401 ConocoPhillips 148,913 8,864,791 Hess Corp. 21,802 903,039 Nabors Industries, Ltd. * 28,560 849,660 Noble Corp. 12,395 795,511 Weatherford International, Ltd. * 31,269 1,304,543 -------------- 27,420,854 INTERNET RETAIL - 0.36% Amazon.com, Inc. * (a) 28,395 912,047 eBay, Inc. * 106,166 3,010,868 -------------- 3,922,915 INTERNET SERVICE PROVIDER - 0.96% Google, Inc., Class A * 19,254 7,738,183 Yahoo!, Inc. * 112,336 2,839,854 -------------- 10,578,037 INTERNET SOFTWARE - 0.29% Juniper Networks, Inc. * 51,127 883,474 Symantec Corp. * 89,394 1,902,304 VeriSign, Inc. * 22,153 447,491 -------------- 3,233,269 LEISURE TIME - 0.55% Brunswick Corp. (a) 8,380 261,372 Carnival Corp. 40,214 1,891,264 Electronic Arts, Inc. * 27,714 1,543,116 Harrah's Entertainment, Inc. 16,793 1,115,559 International Game Technology, Inc. 30,673 1,272,930 -------------- 6,084,241 LIFE SCIENCES - 0.06% PerkinElmer, Inc. 11,350 214,856 Waters Corp. * 9,258 419,202 -------------- 634,058 LIQUOR - 0.38% Anheuser-Busch Companies, Inc. 69,469 3,300,472 Brown Forman Corp., Class B 7,097 543,985 Molson Coors Brewing Company, Class B 4,126 284,282 -------------- 4,128,739 The accompanying notes are an integral part of the financial statements. 11
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) MANUFACTURING - 1.85% 3M Company 68,070 $ 5,065,770 Danaher Corp. 21,384 1,468,439 Eaton Corp. 13,556 933,331 Harley-Davidson, Inc. (a) 23,697 1,486,987 Honeywell International, Inc. 74,008 3,026,927 Illinois Tool Works, Inc. 37,977 1,705,167 Rockwell Automation, Inc. 15,900 923,790 Snap-on, Inc. 5,246 233,709 Stanley Works 7,313 364,553 Tyco International, Ltd. 182,071 5,096,167 -------------- 20,304,840 MEDICAL-HOSPITALS - 0.11% Health Management Associates, Inc., Class A 21,714 453,823 Manor Care, Inc. (a) 6,657 348,028 Tenet Healthcare Corp. * 42,593 346,707 -------------- 1,148,558 METAL & METAL PRODUCTS - 0.14% Phelps Dodge Corp. 18,434 1,561,360 MINING - 0.24% Freeport-McMoran Copper & Gold, Inc., Class B (a) 17,754 945,578 Newmont Mining Corp. 40,637 1,737,232 -------------- 2,682,810 NEWSPAPERS - 0.05% Dow Jones & Company, Inc. (a) 5,873 196,980 The New York Times Company, Class A (a) 13,057 300,050 -------------- 497,030 OFFICE FURNISHINGS & SUPPLIES - 0.16% Avery Dennison Corp. 8,531 513,310 Office Depot, Inc. * 25,600 1,016,320 OfficeMax, Inc. 6,705 273,162 -------------- 1,802,792 PAPER - 0.26% International Paper Company 41,083 1,422,704 MeadWestvaco Corp. 16,373 434,048 Plum Creek Timber Company, Inc. 16,196 551,312 Temple-Inland, Inc. 9,828 394,103 -------------- 2,802,167 PETROLEUM SERVICES - 4.90% Baker Hughes, Inc. 29,728 2,027,450 BJ Services Company 27,035 814,564 Exxon Mobil Corp. 537,251 36,049,542 Halliburton Company 93,186 2,651,142 Schlumberger, Ltd. 107,002 6,637,334 Smith International, Inc. 18,100 702,280 Transocean, Inc. * 28,473 2,085,078 Valero Energy Corp. 55,385 2,850,666 -------------- 53,818,056 PHARMACEUTICALS - 4.99% Abbott Laboratories 138,069 6,704,631 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) PHARMACEUTICALS (CONTINUED) Allergan, Inc. 13,628 $ 1,534,649 AmerisourceBergen Corp. 18,216 823,363 Barr Pharmaceuticals, Inc. * 9,606 498,936 Bristol-Myers Squibb Company 177,718 4,428,733 Eli Lilly & Company 88,875 5,065,875 Forest Laboratories, Inc. * 28,735 1,454,278 Gilead Sciences, Inc. * 41,285 2,836,279 Hospira, Inc. * 14,188 542,975 King Pharmaceuticals, Inc. * 21,969 374,132 Merck & Company, Inc. 196,658 8,239,970 Mylan Laboratories, Inc. 19,051 383,497 Pfizer, Inc. 658,934 18,687,368 Schering-Plough Corp. 133,868 2,957,144 Watson Pharmaceuticals, Inc. * 9,238 241,758 -------------- 54,773,588 PHOTOGRAPHY - 0.05% Eastman Kodak Company (a) 25,959 581,482 PUBLISHING - 0.35% Gannett Company, Inc. 21,361 1,213,946 McGraw-Hill Companies, Inc. 31,801 1,845,412 Meredith Corp. 3,519 173,592 Tribune Company (a) 17,229 563,733 -------------- 3,796,683 RAILROADS & EQUIPMENT - 0.68% Burlington Northern Santa Fe Corp. 32,711 2,402,296 CSX Corp. 40,082 1,315,892 Norfolk Southern Corp. 37,397 1,647,338 Union Pacific Corp. 24,341 2,142,008 -------------- 7,507,534 REAL ESTATE - 1.07% Apartment Investment & Management Company, Class A, REIT 8,799 478,754 Archstone-Smith Trust, REIT 19,362 1,054,067 Boston Properties, Inc., REIT 10,329 1,067,399 Equity Office Properties Trust, REIT 31,641 1,258,046 Equity Residential, REIT 26,294 1,329,951 Kimco Realty Corp., REIT (a) 19,573 839,095 ProLogis, REIT 22,151 1,263,936 Public Storage, Inc., REIT 10,958 942,278 Realogy Corp., REIT * 22,633 513,316 Simon Property Group, Inc., REIT 19,987 1,811,222 Vornado Realty Trust, REIT 11,014 1,200,526 -------------- 11,758,590 RETAIL GROCERY - 0.37% Safeway, Inc. 40,179 1,219,433 SUPERVALU, Inc. 19,125 567,056 The Kroger Company 65,294 1,510,903 Whole Foods Market, Inc. 12,759 758,267 -------------- 4,055,659 The accompanying notes are an integral part of the financial statements. 12
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) RETAIL TRADE - 4.69% Bed Bath & Beyond, Inc. * 25,505 $ 975,821 Best Buy Company, Inc. 36,742 1,967,901 Big Lots, Inc. * 9,838 194,891 Circuit City Stores, Inc. 12,742 319,952 Costco Wholesale Corp. 42,291 2,101,017 CVS Corp. 74,232 2,384,332 Dillard's, Inc., Class A (a) 5,464 178,837 Dollar General Corp. (a) 28,192 384,257 Family Dollar Stores, Inc. (a) 13,703 400,676 Federated Department Stores, Inc. 49,121 2,122,518 Gap, Inc. 48,667 922,240 Home Depot, Inc. 186,529 6,765,407 J.C. Penney Company, Inc. 20,262 1,385,718 Kohl's Corp. * 29,587 1,920,788 Limited Brands, Inc. 30,696 813,137 Lowe's Companies, Inc. 138,080 3,874,525 Nordstrom, Inc. 20,640 873,072 RadioShack Corp. (a) 12,264 236,695 Sears Holdings Corp. * 7,517 1,188,362 Staples, Inc. 65,654 1,597,362 Target Corp. 77,601 4,287,455 The TJX Companies, Inc. 40,622 1,138,635 Tiffany & Company 12,485 414,502 Walgreen Company 91,094 4,043,663 Wal-Mart Stores, Inc. 222,288 10,963,244 -------------- 51,455,007 SANITARY SERVICES - 0.25% Allied Waste Industries, Inc. * 22,921 258,320 Ecolab, Inc. 16,145 691,329 Waste Management, Inc. 48,845 1,791,634 -------------- 2,741,283 SEMICONDUCTORS - 2.75% Advanced Micro Devices, Inc. * 43,910 1,091,163 Altera Corp. * 32,470 596,799 Analog Devices, Inc. 31,887 937,159 Applied Materials, Inc. 138,621 2,457,750 Broadcom Corp., Class A * 42,380 1,285,809 Freescale Semiconductor, Inc., Class B * 36,661 1,393,485 Intel Corp. 521,259 10,722,298 KLA-Tencor Corp. 17,992 800,104 Linear Technology Corp. 27,224 847,211 LSI Logic Corp. * (a) 36,111 296,832 Maxim Integrated Products, Inc. 28,981 813,497 Micron Technology, Inc. * 65,960 1,147,704 National Semiconductor Corp. 26,901 632,980 Novellus Systems, Inc. * 11,138 308,077 NVIDIA Corp. * 31,857 942,649 PMC-Sierra, Inc. * (a) 18,887 112,189 QLogic Corp. * 14,399 272,141 Teradyne, Inc. * 17,804 234,301 Texas Instruments, Inc. 138,501 4,605,158 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) SEMICONDUCTORS (CONTINUED) Xilinx, Inc. 30,715 $ 674,194 -------------- 30,171,500 SOFTWARE - 3.10% Adobe Systems, Inc. * 52,341 1,960,171 Autodesk, Inc. * 20,939 728,258 BMC Software, Inc. * 18,523 504,196 CA, Inc. (a) 40,016 947,979 Citrix Systems, Inc. * 16,611 601,484 Compuware Corp. * 33,665 262,250 Intuit, Inc. * 30,879 990,907 Microsoft Corp. 780,550 21,332,432 Novell, Inc. * 30,637 187,499 Oracle Corp. * 364,512 6,466,443 -------------- 33,981,619 STEEL - 0.24% Allegheny Technologies, Inc. (a) 9,091 565,369 Nucor Corp. 27,863 1,378,940 United States Steel Corp. 11,122 641,517 -------------- 2,585,826 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 1.17% ADC Telecommunications, Inc. * (a) 10,594 158,910 Avaya, Inc. * 41,297 472,438 Ciena Corp. * 7,630 207,917 Citizens Communications Company 28,994 407,076 Comverse Technology, Inc. * 18,255 391,387 Corning, Inc. * 140,958 3,440,785 Embarq Corp. 13,476 651,834 JDS Uniphase Corp. * (a) 152,263 333,456 Lucent Technologies, Inc. * 405,043 947,800 QUALCOMM, Inc. 149,283 5,426,437 Tellabs, Inc. * 40,459 443,431 -------------- 12,881,471 TELEPHONE - 3.37% ALLTEL Corp. 35,077 1,946,774 AT&T, Inc. 351,015 11,429,048 BellSouth Corp. 164,095 7,015,061 CenturyTel, Inc. 10,520 417,328 Qwest Communications International, Inc. * (a) 144,629 1,261,165 Sprint Nextel Corp. 269,976 4,630,088 Verizon Communications, Inc. 261,960 9,726,575 Windstream Corp. * 42,845 565,126 -------------- 36,991,165 TIRES & RUBBER - 0.02% Goodyear Tire & Rubber Company * (a) 16,024 232,348 TOBACCO - 1.48% Altria Group, Inc. 189,187 14,482,265 Reynolds American, Inc. (a) 15,491 959,977 UST, Inc. (a) 14,534 796,899 -------------- 16,239,141 The accompanying notes are an integral part of the financial statements. 13
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) 500 INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) TOYS, AMUSEMENTS & SPORTING GOODS - 0.09% Hasbro, Inc. 14,783 $ 336,313 Mattel, Inc. 34,161 672,972 -------------- 1,009,285 TRAVEL SERVICES - 0.59% American Express Company 109,788 6,156,911 Sabre Holdings Corp. 11,911 278,598 -------------- 6,435,509 TRUCKING & FREIGHT - 0.95% Fedex Corp. 27,691 3,009,458 Navistar International Corp. * 5,575 143,947 Ryder Systems, Inc. 5,601 289,460 United Parcel Service, Inc., Class B 97,692 7,027,962 -------------- 10,470,827 -------------- TOTAL COMMON STOCKS (Cost $945,031,223) $1,088,056,372 -------------- SHORT TERM INVESTMENTS - 3.77% Rabobank USA Finance Corp. 5.36% due 10/02/2006 $ 8,220,000 $ 8,218,776 State Street Navigator Securities Lending Prime Portfolio (c) 31,586,098 31,586,098 U.S. Treasury Bills zero coupon due 11/02/2006 1,600,000 1,592,939 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $41,397,813) $ 41,397,813 -------------- TOTAL INVESTMENTS (500 INDEX TRUST B) (COST $986,429,036) - 102.90% $1,129,454,185 LIABILITIES IN EXCESS OF OTHER ASSETS - (2.90)% (31,884,060) -------------- TOTAL NET ASSETS - 100.00% $1,097,570,125 ============== ACTIVE BOND TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 0.00% FOOD & BEVERAGES - 0.00% R.A.B. Holdings, Inc. * 16 $ 16 -------------- TOTAL COMMON STOCKS (Cost $87,223) $ 16 -------------- PREFERRED STOCKS - 0.06% FOOD & BEVERAGES - 0.06% Ocean Spray Cranberries, Inc. * 16,800 1,363,426 R.A.B. Holdings, Inc. * 7 1,050 -------------- 1,364,476 -------------- TOTAL PREFERRED STOCKS (Cost $1,415,760) $ 1,364,476 -------------- ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- WARRANTS - 0.00% LEISURE TIME - 0.00% Sunterra Corp. (Expiration date 07/26/2007; strike price $20.00) 152 $ 99 -------------- TOTAL WARRANTS (Cost $0) $ 99 -------------- U.S. TREASURY OBLIGATIONS - 10.44% U.S. TREASURY BONDS - 1.76% 4.50% due 02/15/2036 $ 25,004,000 23,958,908 6.25% due 08/15/2023 (a) 1,705,000 1,979,532 6.875% due 08/15/2025 (a) 13,565,000 16,948,830 -------------- 42,887,270 U.S. TREASURY NOTES - 8.68% 3.875% due 02/15/2013 (a) 945,000 907,680 4.25% due 11/15/2013 37,195,000 36,382,810 4.75% due 08/31/2011 91,380,000 91,479,970 4.875% due 08/15/2016 59,131,000 60,248,931 4.875% due 08/31/2008 to 08/15/2009 (a) 22,775,000 22,882,640 -------------- 211,902,031 -------------- TOTAL U.S. TREASURY OBLIGATIONS (Cost $252,971,187) $ 254,789,301 -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS - 29.61% FEDERAL HOME LOAN BANK - 0.33% 5.80% due 09/02/2008 6,865,000 6,948,671 5.125% due 11/01/2010 1,115,000 1,114,652 -------------- 8,063,323 FEDERAL HOME LOAN MORTGAGE CORP. - 2.71% 3.625% due 09/15/2008 5,882,000 5,735,150 3.952% due 06/01/2034 6,713,869 6,538,121 5.00% due 10/18/2010 to 07/01/2035 9,394,491 9,178,470 5.168% due 11/01/2035 6,199,404 6,094,443 5.287% due 12/01/2035 5,994,500 5,913,295 5.50% due 03/01/2036 21,657,872 21,360,076 5.875% due 03/21/2011 4,049,000 4,174,641 6.00% due 01/01/2036 6,998,728 7,037,176 -------------- 66,031,372 FEDERAL NATIONAL MORTGAGE ASSOCIATION - 25.70% 2.50% due 06/15/2008 1,961,000 1,882,107 3.25% due 08/15/2008 1,961,000 1,900,909 3.766% due 07/01/2033 (b) 360,987 354,437 4.375% due 03/15/2013 1,030,000 997,348 4.50% TBA ** 38,160,000 36,812,494 4.919% due 08/01/2034 5,770,566 5,724,550 5.00% due 05/01/2018 to 04/01/2036 43,194,903 42,161,854 5.00% TBA ** 139,900,000 135,381,798 5.50% due 03/15/2011 to 05/01/2036 98,788,558 97,863,142 5.50% TBA ** 82,900,000 81,899,437 6.00% due 05/15/2008 to 09/01/2036 93,629,804 94,107,992 6.00% TBA ** 78,485,000 78,972,394 6.50% due 02/01/2036 to 06/01/2036 38,177,426 38,878,442 6.625% due 09/15/2009 2,314,000 2,421,680 The accompanying notes are an integral part of the financial statements. 14
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS (CONTINUED) FEDERAL NATIONAL MORTGAGE ASSOCIATION (CONTINUED) 7.00% due 09/01/2010 to 10/25/2041 $ 7,115,270 $ 7,296,828 7.50% due 09/01/2029 to 08/01/2031 400,733 415,080 -------------- 627,070,492 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION - 0.67% 5.00% due 04/15/2035 6,423,359 6,242,040 5.50% due 03/15/2035 6,204,715 6,163,920 6.00% due 03/15/2033 to 06/15/2033 2,867,330 2,906,034 6.50% due 09/15/2028 to 08/15/2031 621,261 638,787 7.00% due 04/15/2029 159,232 164,500 8.00% due 10/15/2026 to 05/15/2029 217,249 230,322 -------------- 16,345,603 THE FINANCING CORP. - 0.20% 9.40% due 02/08/2018 420,000 575,245 10.35% due 08/03/2018 2,950,000 4,315,233 -------------- 4,890,478 -------------- TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS (Cost $720,188,036) $ 722,401,268 -------------- FOREIGN GOVERNMENT OBLIGATIONS - 0.81% ARGENTINA - 0.14% Republic of Argentina zero coupon, Step up to 1.18% on 03/31/2009 due 12/31/2038 (b) ARS 8,797,621 1,411,247 0.275% due 12/15/2035 (b) 19,532,033 572,529 5.83% due 12/31/2033 (b) 3,617,497 1,466,458 -------------- 3,450,234 CANADA - 0.01% Government of Canada 5.50% due 06/01/2010 CAD 270,000 255,282 CHILE - 0.05% Republic of Chile 5.90% due 01/28/2008 (b) $ 1,177,000 1,179,354 COLOMBIA - 0.06% Republic of Colombia 10.00% due 01/23/2012 1,005,000 1,171,327 11.75% due 03/01/2010 COP 804,000,000 360,444 -------------- 1,531,771 DENMARK - 0.01% Kingdom of Denmark 6.00% due 11/15/2009 DKK 1,200,000 218,203 GERMANY - 0.17% Federal Republic of Germany 5.25% due 01/04/2011 EUR 1,275,000 1,719,612 5.25% due 01/04/2008 875,000 1,131,849 6.25% due 01/04/2030 725,000 1,240,984 -------------- 4,092,445 INDONESIA - 0.05% Republic of Indonesia 7.50% due 01/15/2016 (a) $ 1,200,000 1,281,000 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- FOREIGN GOVERNMENT OBLIGATIONS (CONTINUED) JAPAN - 0.08% Government of Japan 0.90% due 12/22/2008 JPY 29,450,000 $ 250,812 1.50% due 09/20/2014 68,650,000 581,680 1.80% due 03/22/2010 132,350,000 1,156,013 -------------- 1,988,505 MEXICO - 0.09% Government of Mexico 8.00% due 12/07/2023 MXN 11,861,100 1,031,278 8.00% due 12/19/2013 8,332,200 748,506 9.875% due 02/01/2010 $ 290,000 330,890 -------------- 2,110,674 PANAMA - 0.02% Republic of Panama 8.875% due 09/30/2027 344,000 425,700 9.375% due 07/23/2012 148,000 173,382 -------------- 599,082 PERU - 0.02% Republic of Peru 9.125% due 02/21/2012 197,000 226,057 9.875% due 02/06/2015 148,000 183,150 -------------- 409,207 PHILIPPINES - 0.01% Republic of Philippines 9.125% due 02/22/2010 EUR 148,000 210,761 SWEDEN - 0.02% Kingdom of Sweden 5.00% due 01/28/2009 SEK 1,570,000 222,022 5.25% due 03/15/2011 1,720,000 251,255 -------------- 473,277 TURKEY - 0.03% Republic of Turkey 20.00% due 10/17/2007 TRY 1,180,200 844,447 UKRAINE - 0.02% Republic of Ukraine 7.65% due 06/11/2013 $ 500,000 527,950 UNITED KINGDOM - 0.03% Government of United Kingdom 6.00% due 12/07/2028 GBP 85,000 198,600 7.25% due 12/07/2007 95,000 182,402 8.00% due 12/07/2015 125,000 294,052 -------------- 675,054 -------------- TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $18,288,390) $ 19,847,246 -------------- CORPORATE BONDS - 28.52% AEROSPACE - 0.14% Systems 2001 Asset Trust LLC 6.664% due 09/15/2013 $ 2,257,650 2,374,709 7.156% due 12/15/2011 1,090,854 1,132,710 -------------- 3,507,419 The accompanying notes are an integral part of the financial statements. 15
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) AIR TRAVEL - 0.08% Continental Airlines Inc., Series 01-1 7.033% due 06/15/2011 $ 354,692 $ 346,711 Continental Airlines Inc., Series 991A 6.545% due 02/02/2019 587,798 597,963 Continental Airlines, Inc., Series 00-2 8.307% due 04/02/2018 848,691 823,231 Delta Air Lines, Inc. 8.00% due 12/15/2007 246,000 68,265 -------------- 1,836,170 AMUSEMENT & THEME PARKS - 0.03% HRP Myrtle Beach Operations LLC 9.8181% due 04/01/2012 (b) 705,000 703,238 AUTO PARTS - 0.00% Delphi Trust II 6.197% due 11/15/2033 (b) 118,000 70,800 AUTO SERVICES - 0.04% Erac USA Finance Company 6.70% due 06/01/2034 295,000 310,991 7.95% due 12/15/2009 510,000 547,338 -------------- 858,329 AUTOMOBILES - 0.15% DaimlerChrysler N.A. Holding Corp. 4.05% due 06/04/2008 1,716,000 1,675,689 5.875% due 03/15/2011 1,885,000 1,887,477 -------------- 3,563,166 BANKING - 2.13% Allied Irish Banks PLC 7.50% due 12/29/2049 (b) EUR 99,000 141,797 BAC Capital Trust XI 6.625% due 05/23/2036 $ 3,000,000 3,164,922 Banco Santander Chile 5.375% due 12/09/2014 295,000 290,419 5.74% due 12/09/2009 (b) 912,000 914,280 Bank of Ireland 6.45% due 02/10/2010 EUR 99,000 135,292 BankAmerica Institutional Capital B 7.70% due 12/31/2026 $ 645,000 671,260 BNP Paribas Capital Trust 9.003% due 12/29/2049 (b) 1,915,000 2,156,342 Chuo Mitsui Trust & Banking Company 5.506% due 04/15/2049 (b) 3,085,000 2,957,861 DBS Bank, Ltd. 7.125% due 05/15/2011 450,000 482,450 HBOS PLC 3.125% due 01/12/2007 858,000 852,608 5.375% due 11/29/2049 (b) 1,128,000 1,107,948 6.413% due 09/29/2049 (b) 2,555,000 2,465,958 Independence Community Bank Corp. 3.75% due 04/01/2014 (b) 265,000 254,818 Kazkommerts International BV 8.50% due 04/16/2013 350,000 366,457 Landsbanki Islands HF 6.10% due 08/25/2011 1,635,000 1,652,120 6.10% due 08/25/2009 (b) 2,730,000 2,730,000 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) BANKING (CONTINUED) MBNA America Bank 5.375% due 01/15/2008 $ 875,000 $ 875,031 NB Capital Trust IV 8.25% due 04/15/2027 2,039,000 2,139,133 Rabobank Capital Funding II 5.26% due 12/29/2049 (b) 4,225,000 4,134,855 RBS Capital Trust IV 6.1669% due 09/29/2049 (b) 897,000 900,369 Royal Bank of Scotland Group PLC 7.648% due 08/31/2049 (b) 3,160,000 3,685,382 Sovereign Capital Trust I 9.00% due 04/01/2027 1,925,000 2,017,100 TuranAlem Finance BV 7.875% due 06/02/2010 638,000 648,004 8.50% due 02/10/2015 600,000 608,580 USB Capital IX 6.189% due 04/15/2042 (b) 2,480,000 2,508,160 Wachovia Capital Trust II 6.0069% due 01/15/2027 (b) 2,015,000 1,931,857 Wachovia Capital Trust III 5.80% due 03/15/2042 (b) 3,300,000 3,308,956 Washington Mutual Bank FA 5.65% due 08/15/2014 500,000 500,982 6.1569% due 01/15/2015 (b) 1,070,000 1,082,260 Washington Mutual Bank, Series BKNT 6.75% due 05/20/2036 2,140,000 2,298,525 Washington Mutual Preferred Funding Delaware 6.534% due 03/29/2049 (a)(b) 1,000,000 982,400 Washington Mutual, Inc. 4.20% due 01/15/2010 1,118,000 1,082,508 5.625% due 01/15/2007 1,593,000 1,593,742 5.6869% due 03/22/2012 (b) 353,000 352,035 Wells Fargo Company 3.50% due 04/04/2008 981,000 957,679 -------------- 51,952,090 BROADCASTING - 0.56% Clear Channel Communications, Inc. 5.50% due 09/15/2014 1,245,000 1,156,717 6.00% due 11/01/2006 (a) 491,000 491,121 7.65% due 09/15/2010 736,000 776,002 News America Holdings, Inc. 6.75% due 01/09/2038 (a) 108,000 111,885 7.75% due 12/01/2045 491,000 547,490 8.25% due 08/10/2018 1,995,000 2,348,021 Viacom, Inc. 6.25% due 04/30/2016 1,570,000 1,556,225 6.625% due 05/15/2011 3,115,000 3,236,600 6.875% due 04/30/2036 2,000,000 1,977,176 XM Satellite Radio, Inc. 9.75% due 05/01/2014 1,595,000 1,523,225 -------------- 13,724,462 BUILDING MATERIALS & CONSTRUCTION - 0.18% CRH America, Inc. 6.00% due 09/30/2016 4,275,000 4,280,998 The accompanying notes are an integral part of the financial statements. 16
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) BUSINESS SERVICES - 0.15% Electronic Data Systems Corp. 7.125% due 10/15/2009 $ 148,000 $ 154,798 Xerox Corp. 6.75% due 02/01/2017 3,480,000 3,532,200 -------------- 3,686,998 CABLE AND TELEVISION - 0.97% Comcast Corp. 5.90% due 03/15/2016 2,420,000 2,421,116 6.50% due 11/15/2035 1,500,000 1,510,447 Comcast Corp., Class A 5.30% due 01/15/2014 981,000 955,345 7.05% due 03/15/2033 549,000 587,885 Cox Communications, Inc. 4.625% due 01/15/2010 1,103,000 1,072,897 5.45% due 12/15/2014 922,000 890,609 6.75% due 03/15/2011 491,000 511,372 7.125% due 10/01/2012 1,745,000 1,859,690 7.75% due 11/01/2010 368,000 397,143 Shaw Communications, Inc. 8.25% due 04/11/2010 1,605,000 1,693,275 TCI Communications, Inc. 9.80% due 02/01/2012 1,575,000 1,860,352 Time Warner Companies, Inc. 7.57% due 02/01/2024 1,716,000 1,857,117 Time Warner Entertainment Company, LP 8.375% due 07/15/2033 1,520,000 1,792,682 8.375% due 03/15/2023 1,630,000 1,882,443 Time Warner, Inc. 6.15% due 05/01/2007 687,000 689,692 6.75% due 04/15/2011 3,115,000 3,257,919 7.625% due 04/15/2031 451,000 498,206 -------------- 23,738,190 CELLULAR COMMUNICATIONS - 0.36% America Movil S.A. de CV 5.75% due 01/15/2015 1,495,000 1,472,357 American Tower Corp. 7.50% due 05/01/2012 (a) 638,000 655,545 AT&T Wireless Services, Inc. 7.875% due 03/01/2011 573,000 627,488 8.75% due 03/01/2031 471,000 602,127 Cingular Wireless Services, Inc. 8.125% due 05/01/2012 1,200,000 1,350,695 Nextel Communications, Inc. 7.375% due 08/01/2015 148,000 152,697 Nextel Partners, Inc. 8.125% due 07/01/2011 2,200,000 2,310,000 Rogers Wireless, Inc. 9.625% due 05/01/2011 422,000 476,860 Verizon Wireless Capital LLC 5.375% due 12/15/2006 1,103,000 1,102,606 -------------- 8,750,375 CHEMICALS - 0.17% Cytec Industries, Inc. 6.75% due 03/15/2008 677,000 685,114 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) CHEMICALS (CONTINUED) ICI Wilmington, Inc. 4.375% due 12/01/2008 $ 912,000 $ 891,342 Lyondell Chemical Company 10.875% due 05/01/2009 1,150,000 1,175,875 Nova Chemicals Ltd. 7.875% due 09/15/2025 1,470,000 1,334,025 -------------- 4,086,356 COMPUTERS & BUSINESS EQUIPMENT - 0.10% Cisco Systems, Inc. 5.50% due 02/22/2016 2,490,000 2,509,803 CONSTRUCTION & MINING EQUIPMENT - 0.10% Kennametal, Inc. 7.20% due 06/15/2012 2,205,000 2,337,820 CONTAINERS & GLASS - 0.07% BWAY Corp. 10.00% due 10/15/2010 1,665,000 1,746,169 CRUDE PETROLEUM & NATURAL GAS - 0.01% Premcor Refining Group, Inc. 7.50% due 06/15/2015 206,000 215,246 DIVERSIFIED FINANCIAL SERVICES - 0.13% Ford Motor Credit Company 9.75% due 09/15/2010 2,683,000 2,770,128 Tate & Lyle International Finance PLC, Series 144A 5.00% due 11/15/2014 417,000 393,485 -------------- 3,163,613 DOMESTIC OIL - 0.19% Devon Financing Corp., ULC 6.875% due 09/30/2011 295,000 313,939 Enterprise Products Operating LP 6.375% due 02/01/2013 3,605,000 3,701,520 Hess Corp. 7.30% due 08/15/2031 601,000 676,745 -------------- 4,692,204 DRUGS & HEALTH CARE - 0.03% Allegiance Corp. 7.00% due 10/15/2026 255,000 271,532 Wyeth 4.375% due 03/01/2008 540,000 533,003 -------------- 804,535 ELECTRICAL EQUIPMENT - 0.07% Ametek, Inc. 7.20% due 07/15/2008 1,565,000 1,604,167 ELECTRICAL UTILITIES - 3.07% AES Eastern Energy LP, Series 99-A 9.00% due 01/02/2017 2,586,459 2,838,639 AES Gener SA 7.50% due 03/25/2014 (a) 906,000 940,891 American Electric Power Company, Inc. 5.25% due 06/01/2015 540,000 525,218 Appalachian Power Company 5.80% due 10/01/2035 1,961,000 1,851,998 Arizona Public Service Company 5.50% due 09/01/2035 1,118,000 986,685 The accompanying notes are an integral part of the financial statements. 17
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) ELECTRICAL UTILITIES (CONTINUED) Beaver Valley Funding Corp. 9.00% due 06/01/2017 $ 2,545,000 $ 2,876,970 BVPS II Funding Corp. 8.89% due 06/01/2017 969,000 1,109,699 CenterPoint Energy Houston Electric LLC, Series K2 6.95% due 03/15/2033 535,000 594,610 CenterPoint Energy Resources Corp. 7.875% due 04/01/2013 1,765,000 1,964,502 Constellation Energy Group Inc. 7.60% due 04/01/2032 1,850,000 2,178,033 CSFB (Empresa Electrica Guacolda SA) 8.625% due 04/30/2013 663,600 726,401 Dominion Resources, Inc. 5.70% due 09/17/2012 (a) 368,000 370,217 6.30% due 09/30/2066 (b) 5,220,000 5,209,153 7.50% due 06/30/2066 (b) 1,680,000 1,764,581 Electricidad De Caracas Finance BV 10.25% due 10/15/2014 200,000 210,000 Empresa Nacional De Electricidad 8.35% due 08/01/2013 995,000 1,116,381 8.50% due 04/01/2009 412,000 438,649 Enersis SA 7.375% due 01/15/2014 633,000 672,806 Entergy (Waterford 3 Funding) 8.09% due 01/02/2017 2,690,111 2,774,069 FirstEnergy Corp. 6.45% due 11/15/2011 481,000 501,768 7.375% due 11/15/2031 1,299,000 1,501,832 HQI Transelec Chile SA 7.875% due 04/15/2011 1,705,000 1,812,877 Ipalco Enterprises, Inc. 8.625% due 11/14/2011 1,655,000 1,774,988 Jersey Central Power & Light 6.40% due 05/15/2036 2,000,000 2,091,190 Monterrey Power SA De CV 9.625% due 11/15/2009 676,740 757,949 National Grid PLC 6.30% due 08/01/2016 3,995,000 4,144,729 Nevada Power Company 6.50% due 05/15/2018 3,925,000 4,079,472 6.65% due 04/01/2036 2,330,000 2,408,060 Pacific Gas & Electric Company 4.20% due 03/01/2011 2,329,000 2,233,860 4.80% due 03/01/2014 598,000 575,489 6.05% due 03/01/2034 2,636,000 2,651,320 PNPP II Funding Corp. 9.12% due 05/30/2016 913,000 1,022,333 PSEG Power LLC 5.00% due 04/01/2014 736,000 701,357 8.625% due 04/15/2031 (a) 736,000 954,297 Scottish Power PLC 4.91% due 03/15/2010 1,265,000 1,244,182 System Energy Resources, Inc. 5.129% due 01/15/2014 2,474,951 2,420,725 Tampa Electric Company 6.55% due 05/15/2036 2,000,000 2,140,870 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) ELECTRICAL UTILITIES (CONTINUED) Texas-New Mexico Power Company 6.125% due 06/01/2008 $ 2,190,000 $ 2,210,060 TransAlta Corp. 5.75% due 12/15/2013 2,455,000 2,450,043 TXU Corp., Series R 6.55% due 11/15/2034 6,175,000 5,816,072 United Energy Distribution Property, Ltd. 4.70% due 04/15/2011 344,000 336,493 Virginia Electric and Power Company 6.00% due 01/15/2036 2,000,000 1,982,330 -------------- 74,961,798 ELECTRONICS - 0.04% Jabil Circuit, Inc. 5.875% due 07/15/2010 853,000 860,688 ENERGY - 0.78% DTE Energy Company 6.35% due 06/01/2016 2,000,000 2,061,932 Duke Capital LLC 6.25% due 02/15/2013 2,235,000 2,296,556 6.75% due 02/15/2032 (a) 589,000 624,316 Enterprise Products Operating LP 4.95% due 06/01/2010 535,000 523,314 Enterprise Products Operating LP, Series B 5.00% due 03/01/2015 (a) 574,000 538,299 6.875% due 03/01/2033 471,000 484,660 GS Caltex Corp. 5.50% due 08/25/2014 471,000 465,255 Kansas City Power & Light Company, Series B 6.00% due 03/15/2007 574,000 575,540 KN Capital Trust I, Series B 8.56% due 04/15/2027 685,000 687,865 Nexen, Inc. 5.875% due 03/10/2035 598,000 570,154 Northern Border Pipeline Company 6.25% due 05/01/2007 598,000 600,577 Progress Energy, Inc. 5.625% due 01/15/2016 (a) 2,000,000 1,998,664 Salton Sea Funding Corp., Series E 8.30% due 05/30/2011 1,092,265 1,155,102 Salton Sea Funding Corp., Series F 7.475% due 11/30/2018 1,563,664 1,645,613 Sempra Energy 4.75% due 05/15/2009 437,000 431,316 TXU Energy Company, LLC 7.00% due 03/15/2013 4,170,000 4,378,033 -------------- 19,037,196 FINANCIAL SERVICES - 5.60% American Express Company 6.80% due 09/01/2066 1,740,000 1,836,998 American General Finance Corp., Series MTNI 4.875% due 07/15/2012 2,715,000 2,640,875 Aries Vermogensverwaltung GmbH, Series REGS 9.60% due 10/25/2014 750,000 968,925 Astoria Depositor Corp. 8.144% due 05/01/2021 2,630,000 2,885,478 The accompanying notes are an integral part of the financial statements. 18
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) FINANCIAL SERVICES (CONTINUED) AXA Financial, Inc. 7.75% due 08/01/2010 $ 533,000 $ 577,928 Bank of New York Institutional Capital Trust A 7.78% due 12/01/2026 2,865,000 2,984,660 Bear Stearns Companies, Inc. 5.70% due 11/15/2014 981,000 995,065 Bosphorus Financial Services Ltd 7.205% due 02/15/2012 (b) 2,135,000 2,119,694 Capital One Capital III 7.686% due 08/15/2036 2,890,000 3,079,272 Capital One Financial Corp. 6.15% due 09/01/2016 3,645,000 3,688,241 Caterpillar Financial Services Corp. 4.50% due 06/15/2009 520,000 512,053 CIT Group, Inc. 5.60% due 04/27/2011 2,035,000 2,054,070 5.63% due 05/18/2007 (b) 437,000 437,690 Citigroup, Inc. 5.00% due 09/15/2014 912,000 888,540 5.625% due 08/27/2012 981,000 998,851 CNOOC Finance 2003 Ltd. 5.50% due 05/21/2033 545,000 504,460 Credit Suisse First Boston USA, Inc. 4.625% due 01/15/2008 443,000 439,771 6.50% due 01/15/2012 491,000 517,277 Dresdner Bank-New York 7.25% due 09/15/2015 589,000 662,019 E*Trade Financial Corp. 7.375% due 09/15/2013 1,440,000 1,472,400 ERP Operating LP 4.75% due 06/15/2009 687,000 677,354 ESI Tractebel Acquisition Corp., Series B 7.99% due 12/30/2011 2,315,000 2,381,556 FleetBoston Financial Corp. 4.875% due 12/01/2006 701,000 700,399 Ford Motor Credit Company 9.875% due 08/10/2011 940,000 972,723 FPL Group Capital, Inc. 6.35% due 10/01/2066 (b) 1,810,000 1,832,268 Fund American Companies, Inc. 5.875% due 05/15/2013 709,000 700,792 General Electric Capital Corp. 5.45% due 01/15/2013 3,064,000 3,101,418 General Motors Acceptance Corp. 6.75% due 12/01/2014 1,730,000 1,688,921 6.875% due 09/15/2011 1,598,000 1,589,534 7.75% due 01/19/2010 2,128,000 2,180,442 Goldman Sachs Group, Inc. 5.25% due 04/01/2013 1,226,000 1,212,716 5.75% due 10/01/2016 1,500,000 1,514,036 Hartford Financial Services Group, Inc. 5.95% due 10/15/2036 1,365,000 1,315,860 Household Finance Corp. 6.375% due 10/15/2011 1,085,000 1,134,077 6.40% due 06/17/2008 1,838,000 1,872,760 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) FINANCIAL SERVICES (CONTINUED) HSBC Finance Capital Trust IX 5.911% due 11/30/2035 (b) $ 1,900,000 $ 1,899,559 HSBC Finance Corp. 4.625% due 01/15/2008 687,000 682,267 6.75% due 05/15/2011 2,700,000 2,861,460 HSBC USA, Inc. 4.625% due 04/01/2014 (a) 2,350,000 2,239,808 Humpuss Funding Corp. 7.72% due 12/15/2009 503,699 498,662 HVB Funding Trust III 9.00% due 10/22/2031 500,000 638,964 International Lease Finance Corp. 3.50% due 04/01/2009 677,000 649,212 4.55% due 10/15/2009 393,000 385,153 4.75% due 07/01/2009 1,530,000 1,509,642 5.00% due 04/15/2010 549,000 541,402 5.875% due 05/01/2013 785,000 805,688 International Lease Finance Corp., Series P 5.9069% due 01/15/2010 (b) 652,000 656,702 Jefferies Group, Inc. 6.25% due 01/15/2036 1,700,000 1,640,148 John Deere Capital Corp., Series D 4.125% due 01/15/2010 1,961,000 1,898,591 JP Morgan Chase Capital XX 6.55% due 09/29/2036 6,560,000 6,616,016 JPMorgan Chase & Company 5.35% due 03/01/2007 491,000 490,830 6.75% due 02/01/2011 922,000 975,043 JSG Funding PLC 9.625% due 10/01/2012 1,605,000 1,693,275 Kaupthing Bank Hf 6.07% due 01/15/2010 (b) 2,000,000 2,000,600 Lehman Brothers Holdings, Inc., Series N 4.25% due 01/27/2010 4,245,000 4,121,755 MBNA Capital, Series B 6.2888% due 02/01/2027 (b) 1,157,000 1,151,729 Merrill Lynch & Company, Inc. 6.05% due 05/16/2016 1,880,000 1,941,067 Metallurg Holdings, Inc. 10.50% due 10/01/2010 1,955,000 1,935,450 Mizuho Financial Group (Cayman), Ltd. 8.375% due 12/29/2049 2,180,000 2,309,492 Mizuho JGB Investment LLC 9.87% due 12/31/2049 (b) 1,740,000 1,863,613 Morgan Stanley 4.25% due 05/15/2010 1,633,000 1,579,144 MUFG Capital Finance 1, Ltd. 6.346% due 07/29/2049 (b) 2,485,000 2,505,156 Nelnet, Inc. 7.40% due 09/29/2036 (b) 2,290,000 2,283,251 Nisource Finance Corp. 5.25% due 09/15/2017 3,440,000 3,209,706 6.15% due 03/01/2013 977,000 990,754 7.875% due 11/15/2010 814,000 878,078 Nissan Motor Acceptance Corp. 5.625% due 03/14/2011 2,150,000 2,159,168 The accompanying notes are an integral part of the financial statements. 19
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) FINANCIAL SERVICES (CONTINUED) Nuveen Investments, Inc., Class A 5.50% due 09/15/2015 $ 1,451,000 $ 1,417,929 Popular North America, Inc. 4.70% due 06/30/2009 598,000 586,390 Popular North America, Inc., Series E 6.125% due 10/15/2006 716,000 716,131 Reliastar Financial Corp. 6.50% due 11/15/2008 716,000 733,161 Residential Capital Corp. 6.00% due 02/22/2011 2,100,000 2,097,438 6.6925% due 11/21/2008 (b) 3,500,000 3,538,363 SB Treasury Company LLC zero coupon, Step up to 10.925% on 06/30/2008 due 12/29/2049 (b) 340,000 361,311 Skandinaviska Enskilda Banken AB 5.471% due 03/29/2049 (b) 2,100,000 2,009,135 SLM Corp., Series A 5.00% due 04/15/2015 (a) 1,348,000 1,298,867 St. George Funding Company LLC zero coupon, Step up to 8.985% on 06/30/2017 due 12/31/2049 3,230,000 3,406,723 State Street Institutional Capital A 7.94% due 12/30/2026 (c) 845,000 881,942 The Goldman Sachs Group, Inc. 5.125% due 01/15/2015 2,383,000 2,310,311 Trinity Industries Leasing Companies 7.755% due 02/15/2009 1,701,963 1,706,218 Ucar Finance, Inc. 10.25% due 02/15/2012 1,495,000 1,569,750 Waddell & Reed Financial, Inc. 5.60% due 01/15/2011 1,600,000 1,586,890 Western Union Company 5.93% due 10/01/2016 3,000,000 3,024,690 Westfield Capital Corp, Ltd. 4.375% due 11/15/2010 721,000 695,336 -------------- 136,691,093 FOOD & BEVERAGES - 0.36% ASG Consolidated LLC/ASG Finance, Inc. zero coupon, Step up to 11.5% on 11/01/2008 due 11/01/2011 2,150,000 1,870,500 Kellogg Company, Series B 6.60% due 04/01/2011 481,000 506,093 Kraft Foods, Inc. 5.625% due 11/01/2011 966,000 975,993 Nabisco, Inc. 7.05% due 07/15/2007 412,000 415,730 7.55% due 06/15/2015 1,471,000 1,672,709 Panamerican Beverages, Inc. 7.25% due 07/01/2009 675,000 698,625 Smithfield Foods., Inc. 7.00% due 08/01/2011 897,000 903,728 Tyson Foods, Inc. 6.60% due 04/01/2016 1,755,000 1,807,043 -------------- 8,850,421 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) FOREST PRODUCTS - 0.01% Weyerhaeuser Company 6.125% due 03/15/2007 $ 258,000 $ 258,287 GAS & PIPELINE UTILITIES - 0.72% CenterPoint Energy Resources Corp. 6.15% due 05/01/2016 2,870,000 2,931,648 Dynegy-Roseton Danskammer 7.67% due 11/08/2016 1,155,000 1,178,100 Energy Transfer Partners LP 5.95% due 02/01/2015 2,290,000 2,285,317 Kinder Morgan Energy Partners LP 5.80% due 03/15/2035 402,000 365,707 7.30% due 08/15/2033 603,000 654,100 Magellan Midstream Partners LP 6.45% due 06/01/2014 1,895,000 1,961,424 MarkWest Energy Partners LP 8.50% due 07/15/2016 1,455,000 1,465,912 Michigan Consolidated Gas Company 5.70% due 03/15/2033 736,000 710,088 ONEOK Partners LP 6.65% due 10/01/2036 2,935,000 2,955,571 Plains All American Pipeline LP 6.70% due 05/15/2036 3,000,000 3,130,860 -------------- 17,638,727 HEALTHCARE PRODUCTS - 0.09% Boston Scientific Corp. 6.40% due 06/15/2016 2,135,000 2,153,118 HEALTHCARE SERVICES - 0.27% Aetna, Inc. 6.625% due 06/15/2036 2,000,000 2,114,088 Coventry Health Care, Inc. 5.875% due 01/15/2012 1,270,000 1,260,057 UnitedHealth Group, Inc. 5.375% due 03/15/2016 1,130,000 1,118,024 5.80% due 03/15/2036 540,000 530,259 WellPoint, Inc. 3.50% due 09/01/2007 706,000 693,003 3.75% due 12/14/2007 540,000 529,534 5.00% due 12/15/2014 417,000 403,089 -------------- 6,648,054 HOLDINGS COMPANIES/CONGLOMERATES - 0.44% General Electric Company 5.00% due 02/01/2013 6,525,000 6,451,274 Siemens Financierings NV 6.125% due 08/17/2026 3,380,000 3,465,615 SPI Electricity & Gas Australia Holdings Party Ltd. 6.15% due 11/15/2013 798,000 828,949 -------------- 10,745,838 HOMEBUILDERS - 0.02% Pulte Homes, Inc. 6.25% due 02/15/2013 515,000 519,938 HOTELS & RESTAURANTS - 0.33% Hilton Hotels Corp. 8.25% due 02/15/2011 451,000 485,953 The accompanying notes are an integral part of the financial statements. 20
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) HOTELS & RESTAURANTS (CONTINUED) Hyatt Equities LLC 6.875% due 06/15/2007 $ 925,000 $ 931,121 Marriott International, Inc. 4.625% due 06/15/2012 1,324,000 1,258,692 Starwood Hotels & Resorts Worldwide, Inc. 7.875% due 05/01/2012 3,320,000 3,486,000 Turning Stone Resort Casino Enterprise 9.125% due 09/15/2014 1,840,000 1,858,400 -------------- 8,020,166 INDUSTRIAL MACHINERY - 0.13% Caterpillar, Inc. 7.25% due 09/15/2009 687,000 727,366 Weatherford International, Ltd. 6.50% due 08/01/2036 2,400,000 2,447,681 -------------- 3,175,047 INSURANCE - 3.89% Ace INA Holdings, Inc. 6.70% due 05/15/2036 6,630,000 6,974,137 Allied World Assurance Holdings Ltd. 7.50% due 08/01/2016 8,360,000 8,853,691 American International Group, Inc. 5.05% due 10/01/2015 2,300,000 2,241,506 AmerUs Group Company 6.583% due 05/16/2011 1,400,000 1,456,038 AON Capital Trust A 8.205% due 01/01/2027 2,630,000 3,014,811 Arch Capital Group Ltd. 7.35% due 05/01/2034 3,000,000 3,318,225 Assurant, Inc. 5.625% due 02/15/2014 461,000 459,064 6.75% due 02/15/2034 3,955,000 4,174,653 CNA Financial Corp. 5.85% due 12/15/2014 3,217,000 3,190,090 6.00% due 08/15/2011 1,580,000 1,602,129 6.50% due 08/15/2016 2,000,000 2,055,194 Endurance Specialty Holdings Ltd. 7.00% due 07/15/2034 3,600,000 3,600,378 First American Corp. 7.55% due 04/01/2028 (a) 1,485,000 1,625,879 Hartford Financial Services Group, Inc. 4.625% due 07/15/2013 417,000 398,752 Horace Mann Educators Corp. 6.85% due 04/15/2016 1,210,000 1,250,113 Liberty Mutual Group, Inc. 6.50% due 03/15/2035 5,037,000 4,805,172 7.50% due 08/15/2036 5,570,000 5,974,933 Liberty Mutual Insurance Company 7.697% due 10/15/2097 2,180,000 2,231,160 Lincoln National Corp. 7.00% due 05/17/2066 (a)(b) 4,000,000 4,189,624 Markel Corp. 6.80% due 02/15/2013 1,605,000 1,656,289 7.35% due 08/15/2034 1,835,000 1,897,869 Marsh & McLennan Companies, Inc. 5.375% due 03/15/2007 829,000 828,491 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) INSURANCE (CONTINUED) Marsh & McLennan Companies, Inc. (continued) 5.375% due 07/15/2014 $ 319,000 $ 306,797 5.75% due 09/15/2015 1,962,000 1,924,359 MetLife, Inc. 5.70% due 06/15/2035 2,780,000 2,701,345 Monumental Global Funding 5.20% due 01/30/2007 1,125,000 1,124,145 North Front Pass-Through Trust 5.81% due 12/15/2024 (b) 1,130,000 1,110,200 Odyssey Re Holdings Corp. 7.65% due 11/01/2013 (a) 785,000 794,145 Ohio Casualty Corp. 7.30% due 06/15/2014 1,830,000 1,948,353 Oil Casualty Insurance, Ltd. 8.00% due 09/15/2034 1,150,000 1,150,427 Provident Financing Trust I 7.405% due 03/15/2038 1,645,000 1,566,150 Prudential Financial, Inc. 4.75% due 04/01/2014 1,343,000 1,284,193 RenaissanceRe Holdings, Ltd. 7.00% due 07/15/2008 1,950,000 1,995,129 Symetra Financial Corp. 6.125% due 04/01/2016 1,650,000 1,664,790 The Phoenix Companies, Inc. 6.675% due 02/16/2008 1,340,000 1,348,107 Transatlantic Holdings, Inc. 5.75% due 12/14/2015 3,055,000 3,018,276 Travelers Property Casualty Corp. 6.375% due 03/15/2033 (a) 1,069,000 1,088,920 W.R. Berkley Corp. 6.15% due 08/15/2019 699,000 699,006 XL Capital, Ltd. 5.25% due 09/15/2014 741,000 721,354 Zurich Capital Trust I 8.376% due 06/01/2037 4,375,000 4,603,861 -------------- 94,847,755 INTERNATIONAL OIL - 0.47% Delek & Avner-Yam Tethys Ltd. 5.326% due 08/01/2013 948,948 927,853 Pemex Project Funding Master Trust 6.125% due 08/15/2008 687,000 691,122 6.69% due 06/15/2010 (b) 897,000 916,734 9.125% due 10/13/2010 1,755,000 1,964,723 Pioneer Natural Resources Company 5.875% due 07/15/2016 398,000 372,690 6.875% due 05/01/2018 2,300,000 2,284,931 Ras Laffan Liquefied Natural Gas 3.437% due 09/15/2009 788,310 763,526 Ras Laffan LNG III 5.838% due 09/30/2027 1,435,000 1,384,545 Vintage Petroleum, Inc. 8.25% due 05/01/2012 1,930,000 2,040,975 -------------- 11,347,099 The accompanying notes are an integral part of the financial statements. 21
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) INVESTMENT COMPANIES - 0.18% Allied Capital Corp. 6.625% due 07/15/2011 $ 4,260,000 $ 4,342,559 LEISURE TIME - 0.56% AMC Entertainment, Inc. 9.50% due 02/01/2011 1,290,000 1,288,388 Caesars Entertainment, Inc. 7.00% due 04/15/2013 1,775,000 1,824,762 Jacobs Entertainment, Inc. 9.75% due 06/15/2014 975,000 965,250 Little Traverse Bay Bands of Odawa Indians 10.25% due 02/15/2014 1,270,000 1,266,825 Majestic Star Casino LLC 9.75% due 01/15/2011 1,635,000 1,592,081 Mashantucket Western Pequot Tribe 5.912% due 09/01/2021 805,000 774,193 MGM Mirage, Inc. 6.00% due 10/01/2009 816,000 805,800 6.75% due 04/01/2013 1,205,000 1,183,913 Mohegan Tribal Gaming Authority 6.375% due 07/15/2009 437,000 433,723 8.00% due 04/01/2012 842,000 872,522 MTR Gaming Group, Inc. 9.00% due 06/01/2012 330,000 331,650 MTR Gaming Group, Inc., Series B 9.75% due 04/01/2010 1,165,000 1,226,162 Pokagon Gaming Authority 10.375% due 06/15/2014 545,000 581,106 Waterford Gaming, LLC 8.625% due 09/15/2012 550,000 581,625 -------------- 13,728,000 LIQUOR - 0.07% Anheuser-Busch Companies, Inc. 5.75% due 04/01/2036 1,000,000 1,007,093 6.50% due 02/01/2043 (a) 540,000 595,184 -------------- 1,602,277 MANUFACTURING - 0.12% Tyco International Group SA 6.875% due 01/15/2029 2,560,000 2,849,889 MEDICAL-HOSPITALS - 0.48% Alliance Imaging, Inc. 7.25% due 12/15/2012 1,420,000 1,327,700 HCA, Inc. 6.375% due 01/15/2015 1,314,000 1,061,055 6.50% due 02/15/2016 (a) 1,800,000 1,440,000 7.875% due 02/01/2011 422,000 403,538 Health Management Associates, Inc. 6.125% due 04/15/2016 2,645,000 2,560,714 Manor Care, Inc. 6.25% due 05/01/2013 1,935,000 1,953,787 Owens & Minor, Inc. 6.35% due 04/15/2016 3,000,000 3,025,491 -------------- 11,772,285 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) METAL & METAL PRODUCTS - 0.12% Alcan, Inc. 5.00% due 06/01/2015 $ 339,000 $ 323,379 Inco Ltd. 7.75% due 05/15/2012 (a) 1,726,000 1,864,812 Vedanta Resources PLC 6.625% due 02/22/2010 785,000 764,394 -------------- 2,952,585 MINING - 0.08% Corporacion Nacional del Cobre 5.50% due 10/15/2013 481,000 478,970 Drummond Company, Inc. 7.375% due 02/15/2016 1,055,000 991,700 Freeport-McMoran Copper & Gold, Inc. 10.125% due 02/01/2010 460,000 487,600 -------------- 1,958,270 PAPER - 0.27% Abitibi-Consolidated, Inc. 6.00% due 06/20/2013 1,113,000 904,313 International Paper Company 5.85% due 10/30/2012 2,157,000 2,204,057 Plum Creek Timberlands LP 5.875% due 11/15/2015 1,650,000 1,632,140 Verso Paper Holdings LLC and Verso Paper, Inc. 9.125% due 08/01/2014 1,765,000 1,776,031 -------------- 6,516,541 PETROLEUM SERVICES - 0.46% Anadarko Petroleum Corp. 3.25% due 05/01/2008 3,250,000 3,141,525 6.45% due 09/15/2036 930,000 949,929 Enterprise Products Operating LP 8.375% due 08/01/2066 (b) 3,700,000 3,894,557 Premcor Refining Group, Inc. 9.50% due 02/01/2013 765,000 833,588 Valero Logistics Operations LP 6.05% due 03/15/2013 2,392,000 2,425,773 -------------- 11,245,372 PHARMACEUTICALS - 0.49% Abbott Laboratories 5.875% due 05/15/2016 2,330,000 2,413,759 AmerisourceBergen Corp. 5.875% due 09/15/2015 1,961,000 1,922,517 Caremark Rx, Inc. 7.375% due 10/01/2006 1,319,000 1,319,000 Hospira, Inc. 5.90% due 06/15/2014 412,000 410,093 Medco Health Solutions, Inc. 7.25% due 08/15/2013 1,635,000 1,774,600 Schering Plough Corp. 5.55% due 12/01/2013 937,000 940,050 Teva Pharmaceutical Finance LLC 5.55% due 02/01/2016 1,680,000 1,649,568 6.15% due 02/01/2036 1,680,000 1,616,808 -------------- 12,046,395 The accompanying notes are an integral part of the financial statements. 22
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) REAL ESTATE - 1.77% Boston Properties, Ltd., REIT 6.25% due 01/15/2013 $ 785,000 $ 814,840 Camden Property Trust, REIT 5.00% due 06/15/2015 804,000 769,562 Colonial Properties Trust, REIT 6.25% due 06/15/2014 554,000 565,876 Colonial Realty LP 5.50% due 10/01/2015 1,569,000 1,528,819 Developers Diversified Realty Corp., REIT 4.625% due 08/01/2010 1,103,000 1,069,081 Duke Realty Corp., REIT 5.6469% due 12/22/2006 (b) 417,000 417,071 Equity One, Inc., REIT 6.25% due 01/15/2017 1,460,000 1,489,092 Health Care Property Investors, Inc., REIT 6.30% due 09/15/2016 4,040,000 4,067,015 Health Care Property Investors, Inc., Series MTN, REIT 4.875% due 09/15/2010 1,471,000 1,428,669 5.625% due 02/28/2013 2,480,000 2,438,810 Health Care REIT, Inc. 6.00% due 11/15/2013 755,000 752,243 6.20% due 06/01/2016 2,825,000 2,844,360 Healthcare Realty Trust, Inc., REIT 8.125% due 05/01/2011 1,995,000 2,169,221 Hospitality Properties Trust, REIT 6.75% due 02/15/2013 3,028,000 3,183,191 iStar Financial, Inc., REIT 5.94% due 03/16/2009 (b) 1,800,000 1,812,096 6.05% due 04/15/2015 1,030,000 1,040,215 Nationwide Health Properties, Inc., REIT 6.50% due 07/15/2011 1,420,000 1,452,038 Price, Inc., REIT 7.50% due 11/05/2006 491,000 491,692 Realty Income Corp. 5.95% due 09/15/2016 3,030,000 3,066,190 Rouse Company LP, REIT 6.75% due 05/01/2013 1,685,000 1,683,908 Rouse Company, REIT 3.625% due 03/15/2009 2,800,000 2,651,840 5.375% due 11/26/2013 456,000 421,534 Simon Property Group LP, REIT 5.75% due 12/01/2015 1,500,000 1,512,032 6.10% due 05/01/2016 1,000,000 1,031,176 Socgen Real Estate Company LLC 7.64% due 12/29/2049 (b) 2,501,000 2,554,742 Vornado Realty, LP 5.60% due 02/15/2011 2,000,000 1,999,391 -------------- 43,254,704 RETAIL - 0.04% JC Penney Corp., Inc. 8.125% due 04/01/2027 965,000 996,994 SANITARY SERVICES - 0.03% Waste Management, Inc. 7.75% due 05/15/2032 625,000 749,396 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) TELECOMMUNICATIONS EQUIPMENT & SERVICES - 0.60% Citizens Communications Company 6.25% due 01/15/2013 $ 1,460,000 $ 1,419,850 9.00% due 08/15/2031 1,900,000 2,037,750 Deutsche Telekom International Finance BV 6.625% due 07/11/2011 EUR 99,000 139,130 8.00% due 06/15/2010 $ 1,098,000 1,197,802 8.25% due 06/15/2030 (b) 1,358,000 1,659,055 Embarq Corp. 7.082% due 06/01/2016 2,095,000 2,137,107 7.995% due 06/01/2036 1,000,000 1,058,903 France Telecom SA 7.75% due 03/01/2011 996,000 1,091,194 8.50% due 03/01/2031 (b) 1,009,000 1,316,487 Intelsat Ltd. 10.4844% due 01/15/2012 (b) 455,000 461,256 SBC Communications, Inc. 4.125% due 09/15/2009 368,000 356,363 5.10% due 09/15/2014 799,000 771,990 5.625% due 06/15/2016 613,000 606,276 Singapore Telecommunications, Ltd. 6.375% due 12/01/2011 466,000 487,477 -------------- 14,740,640 TELEPHONE - 1.10% AT&T Corp. 8.00% due 11/15/2031 (b) 2,305,000 2,817,298 AT&T, Inc. 6.80% due 05/15/2036 (a) 2,055,000 2,158,845 BellSouth Corp. 4.20% due 09/15/2009 613,000 594,531 6.00% due 11/15/2034 (a) 2,000,000 1,877,326 Sprint Capital Corp. 6.125% due 11/15/2008 838,000 850,275 6.375% due 05/01/2009 613,000 627,792 6.875% due 11/15/2028 4,383,000 4,442,000 8.375% due 03/15/2012 398,000 446,072 8.75% due 03/15/2032 2,069,000 2,523,143 Telecom Italia Capital SA 4.00% due 01/15/2010 3,195,000 3,027,295 4.00% due 11/15/2008 981,000 951,601 7.20% due 07/18/2036 2,990,000 3,073,107 Verizon Communications, Inc. 5.55% due 02/15/2016 2,700,000 2,664,371 Verizon, New York, Inc. 6.875% due 04/01/2012 765,000 797,770 -------------- 26,851,426 TOBACCO - 0.07% Altria Group, Inc. 7.00% due 11/04/2013 337,000 367,439 Reynolds American, Inc. 7.25% due 06/01/2013 1,290,000 1,327,446 -------------- 1,694,885 The accompanying notes are an integral part of the financial statements. 23
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) TRANSPORTATION - 0.11% CMA CGM SA 7.25% due 02/01/2013 $ 2,160,000 $ 2,116,800 Overseas Shipholding Group, Inc. 8.25% due 03/15/2013 148,000 153,180 8.75% due 12/01/2013 425,000 455,813 -------------- 2,725,793 TRAVEL SERVICES - 0.06% TDS Investor Corp. 9.875% due 09/01/2014 1,635,000 1,577,775 UTILITY SERVICE - 0.03% Public Service Company of New Mexico 4.40% due 09/15/2008 667,000 653,895 -------------- TOTAL CORPORATE BONDS (Cost $697,333,124) $ 695,847,054 -------------- COLLATERALIZED MORTGAGE OBLIGATIONS - 22.86% American Home Mortgage Investment Trust, Series 2004-4, Class 5A 4.44% due 02/25/2045 5,680,423 5,559,951 Banc of America Commercial Mortgage, Inc., Series 2004-4, Class A3 4.128% due 07/10/2042 1,602,716 1,560,166 Banc of America Commercial Mortgage, Inc., Series 2005-2, Class AJ 4.953% due 07/10/2043 (b) 2,524,154 2,447,180 Banc of America Commercial Mortgage, Inc., Series 2005-4, Class A5A 4.933% due 07/10/2045 1,575,000 1,529,387 Banc of America Commercial Mortgage, Inc., Series 2005-5, Class G 5.402% due 10/10/2015 1,800,000 1,745,341 Banc of America Commercial Mortgage, Inc., Series 2005-6, Class A4 5.1815% due 09/10/2047 (b) 3,075,000 3,056,257 Banc of America Commercial Mortgage, Inc., Series 2005-6, Class H 5.1815% due 09/10/2047 (b) 1,650,000 1,591,341 Banc of America Commercial Mortgage, Inc., Series 2006-1, Class XC 5.421% due 09/10/2045 (b) 259,275,348 1,887,784 Banc of America Commercial Mortgage, Inc., Series 2006-2, Class A3 5.7126% due 05/10/2045 (b) 7,420,000 7,615,799 Banc of America Commercial Mortgage, Inc., Series 2006-3, Class A4 5.889% due 07/10/2044 4,420,000 4,460,576 Banc of America Commercial Mortgage, Inc., Series 2006-4, Class A3A 5.60% due 08/10/2013 4,215,000 4,286,025 Banc of America Commercial Mortgage, Inc., Series 2006-4, Class XC 1.00% due 07/10/2046 356,049,191 4,450,615 Banc of America Commercial Mortgage, Inc., Series 2006-5, Class A4 5.46% due 09/10/2016 5,125,000 5,150,869 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Banc of America Funding Corp., Series 2006-B, Class 6A1 5.8885% due 03/20/2036 (b) $ 3,015,209 $ 3,034,632 Banc of America Funding Corp., Series 2006-D, Class 6B1 5.9771% due 05/20/2036 (b) 1,716,167 1,721,003 Banc of America Large Loan, Series 2005-BBA6, Class B 5.54% due 01/15/2019 (b) 4,265,000 4,266,866 Banc of America Large Loan, Series 2005-ESHA, Class E 5.91% due 07/14/2020 (b) 2,000,000 2,002,422 Banc of America Large Loan, Series 2005-MIB1, Class B 5.59% due 03/15/2022 (b) 4,495,000 4,497,759 Banc of America Large Loan, Series 2006-LAQ, Class H 6.01% due 02/09/2021 (b) 2,475,000 2,484,193 Bank of America Commercial Mortgage, Inc., Series 2001-3, Class A1 4.89% due 04/11/2037 547,029 543,837 Bear Stearns Alt-A Trust, Series 2005-3, Class B2 5.3243% due 04/25/2035 (b) 1,106,774 1,099,727 Bear Stearns Alt-A Trust, Series 2006-1, Class 23A1 5.6387% due 02/25/2036 (b) 2,790,097 2,790,671 Bear Stearns Alt-A Trust, Series 2006-3, Class 34A1 6.1924% due 05/25/2036 (b) 3,089,629 3,134,665 Bear Stearns Asset Backed Securities, Inc., Series 2003-AC4, Class A 5.00% due 09/25/2033 659,445 647,546 Bear Stearns Asset Backed Securities, Inc., Series 2004-AC5, Class A1 5.25% due 10/25/2034 583,630 575,271 Bear Stearns Commercial Mortgage Securities, Inc., Series 2003-T10, Class A2 4.74% due 03/13/2040 4,554,000 4,433,280 Bear Stearns Commercial Mortgage Securities, Inc., Series 2004-PWR5, Class X1 0.076% IO due 07/11/2042 (b) 35,207,447 739,884 Bear Stearns Commercial Mortgage Securities, Inc., Series 2004-T16, Class X1 0.1613% IO due 02/13/2046 (b) 32,513,214 636,758 Bear Stearns Commercial Mortgage Securities, Series 2005-PWR8, Class AJ 4.75% due 06/11/2041 2,347,708 2,237,450 Bear Stearns Commercial Mortgage Securities, Series 2005-T20, Class A4A 5.1555% due 10/12/2042 (b) 1,525,000 1,513,466 Bear Stearns Commercial Mortgage Securities, Series 2006-BBA7, Class G 5.77% due 03/15/2019 (b) 2,300,000 2,300,015 Bear Stearns Commercial Mortgage Securities, Series 2002-TOP8, Class A2 4.83% due 08/15/2038 4,910,000 4,807,558 Bear Stearns Commercial Mortgage Securities, Series 2006-PW13, Class D 5.75% due 09/11/2041 5,155,000 5,226,599 The accompanying notes are an integral part of the financial statements. 24
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Bear Stearns Commercial Mortgage Securities, Series 2006-PW13, Class X1 .048% due 09/11/2041 $ 276,000,000 $ 3,793,896 Chase Commercial Mortgage Securities Corp., Series 2000-2, Class C 7.928% due 07/15/2032 1,470,381 1,605,643 Chaseflex Trust, Series 2005-2, Class 4A1 5.00% due 05/25/2020 3,037,100 2,963,070 Citigroup Commercial Mortgage Trust, Series 2006-C4, Class A3 5.7203% due 03/15/2049 (b) 3,165,000 3,263,763 Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 2B1 4.7493% due 04/25/2035 (b) 1,690,608 1,684,478 Citigroup Mortgage Loan Trust, Inc., Series 2005-10, Class 1A5A 5.8771% due 12/25/2035 (b) 2,615,459 2,628,927 Citigroup Mortgage Loan Trust, Inc., Series 2005-5, Class 2A3 5.00% due 08/25/2035 1,878,759 1,837,661 Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2005-CD1, Class C 5.2255% due 07/15/2044 (b) 1,055,000 1,043,790 Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2005-CD1, Class A4 5.2255% due 07/15/2044 (b) 2,080,000 2,072,970 Citigroup/Deutsche Bank Commercial Mortgage, Series 2006-CD2, Class X 0.0867% IO due 01/15/2046 (b) 528,749,735 3,092,816 Commercial Mortgage Pass-Through Certificates, Series 2005-C6, Class XC1 0.04% IO due 06/10/2044 (b) 339,244,190 2,329,420 Commercial Mortgage Pass-Through Certificates, Series 2006-C7, Class A3 5.7071% due 06/10/2046 (b) 2,945,000 3,024,246 Commercial Mortgage Pass-Through Certificates, Series 2006-CN2A, Class H 5.5699% due 02/05/2019 (b) 1,620,000 1,626,978 Commercial Mortgage, Series 2003-LB1A, Class A2 4.084% due 06/10/2038 2,475,141 2,314,577 Commercial Mortgage, Series 2005-C6, Class B 5.2190% due 06/10/2044 (b) 2,450,635 2,424,741 Commercial Mortgage, Series 2005-C6, Class G 5.459% due 06/10/2044 1,475,000 1,425,794 Commercial Mortgage, Series 2005-FL11, Class AJ 5.53% due 11/15/2017 (b) 3,000,000 3,000,860 Countrywide Alternative Loan Trust, Series 2004-24CB, Class 1A1 6.00% due 11/25/2034 1,434,353 1,431,216 Countrywide Alternative Loan Trust, Series 2004-J7, Class 1A2 4.673% due 08/25/2034 (b) 453,398 449,721 Countrywide Alternative Loan Trust, Series 2005-2, Class 1A1 5.1039% due 03/25/2035 (b) 9,766,687 9,755,536 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Countrywide Alternative Loan Trust, Series 2005-J1, Class 3A1 6.50% due 08/25/2032 $ 1,332,617 $ 1,345,943 Countrywide Alternative Loan Trust, Series 2006-11CB, Class 3A1 6.50% due 05/25/2036 4,401,920 4,447,072 Countrywide Home Loan Mortgage Pass Through Trust, Series 2004-HYB2, Class 4A 4.5342% due 07/20/2034 (b) 6,762,992 6,683,729 Countrywide Home Loan Mortgage Pass Through Trust, Series 2006-HYB5, Class 1A1 5.9828% due 09/20/2036 (b) 7,082,522 7,142,015 Countrywide Home Loan Trust, Series 2005-12, Class 2A5 5.50% due 05/25/2035 749,452 744,233 Countrywide Home Loan Trust, Series 2005-HYB6, Class 1A1 5.0512% due 10/20/2035 (b) 5,841,685 5,815,639 Countrywide Home Loans, Series 2005-6, Class 2A1 5.50% due 04/25/2035 1,732,506 1,683,239 Credit Suisse Mortgage Capital Certificates, Series 2006-C4, Class AJ 5.538% due 09/15/2039 (b) 4,475,000 4,497,375 Credit Suisse Mortgage Capital Certificates, Series 2006-C4, Class AX .0593% IO due 09/15/2039 (b) 354,945,459 6,077,021 Credit Suisse Mortgage Capital Certificates, Series 2006-TFLA, Class B 5.56% due 04/15/2021 (b) 4,095,000 4,096,255 Crown Castle Towers LLC, Series 2005-1A, Class AFX 4.643% due 06/15/2035 1,630,000 1,592,357 Crown Castle Towers LLC, Series 2005-1A, Class D 5.612% due 06/15/2035 3,025,000 3,016,885 CS First Boston Mortgage Securities Corp, Series 2003-CPN1, Class A2 4.597% due 03/15/2035 6,755,000 6,517,882 CS First Boston Mortgage Securities Corp., Series 2001-CF2, Class A3 6.238% due 02/15/2034 874,775 881,676 CS First Boston Mortgage Securities Corp., Series 2001-CKN5, Class A4 5.435% due 09/15/2034 1,715,445 1,731,053 CS First Boston Mortgage Securities Corp., Series 2001-CP4, Class A4 6.18% due 12/15/2035 1,592,913 1,654,479 CS First Boston Mortgage Securities Corp., Series 2002-CKN2, Class A3 6.133% due 04/15/2037 980,254 1,020,158 CS First Boston Mortgage Securities Corp., Series 2004-C4, Class A4 4.283% due 10/15/2039 539,140 516,945 CS First Boston Mortgage Securities Corp., Series 2005-C1, Class AX 0.0852% IO due 02/15/2038 (b) 59,326,420 707,242 The accompanying notes are an integral part of the financial statements. 25
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) CS First Boston Mortgage Securities Corp., Series 2005-C1, Class F 4.821% due 02/15/2038 $ 1,030,000 $ 969,294 CS First Boston Mortgage Securities Corp., Series 2005-C2, Class B 5.016% due 04/15/2037 (b) 2,881,947 2,798,475 CS First Boston Mortgage Securities Corp., Series 2005-C4, Class F 5.3918% due 08/15/2038 (b) 2,575,000 2,520,177 CS First Boston Mortgage Securities Corp., Series 2005-C4, Class G 5.3918% due 08/15/2038 (b) 2,235,000 2,172,609 CS First Boston Mortgage Securities Corp., Series 2005-TF2A, Class K 6.53% due 09/15/2020 (b) 1,000,000 1,000,006 Deutsche Mortgage and Asset Receiving Corp., Series 1998-C1, Class C 6.861% due 06/15/2031 1,160,000 1,180,458 Federal Home Loan Mortgage Corp., Series 24989, Class PE 6.00% due 08/15/2032 2,215,000 2,246,075 Federal Home Loan Mortgage Corp., Series 2003-2640, Class WA 3.50% due 03/15/2033 511,443 491,284 Federal Home Loan Mortgage Corp., Series 2005-3019, Class MD 4.75% due 01/15/2031 7,389,228 7,293,289 Federal Home Loan Mortgage Corp., Series 2006-3153, Class NE 5.50% due 05/15/2034 4,448,000 4,368,267 Federal Home Loan Mortgage Corp., Series 2006-3154, Class PM 5.50% due 05/15/2034 3,821,810 3,733,389 Federal Home Loan Mortgage Corp., Series 2006-3184, Class PD 5.50% due 07/15/2034 13,147,000 13,013,048 Federal National Mortgage Association Whole Loan, Series 2002-W3, Class A5 7.50% due 01/25/2028 516,111 535,633 Federal National Mortgage Association, Series 2003-33, Class AC 4.25% due 03/25/2033 443,674 425,735 Federal National Mortgage Association, Series 2003-49, Class JE 3.00% due 04/25/2033 2,228,501 1,990,419 Federal National Mortgage Association, Series 2003-58, Class AD 3.25% due 07/25/2033 1,269,437 1,162,209 Federal National Mortgage Association, Series 2003-63, Class PE 3.50% due 07/25/2033 1,021,695 928,653 Federal National Mortgage Association, Series 2006-57, Class PD 5.50% due 01/25/2035 5,100,000 5,001,269 Federal National Mortgage Association, Series 2006-64, Class PC 5.50% due 10/25/2034 3,891,000 3,815,048 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Federal National Mortgage Association, Series 2006-65, Class HE 5.50% due 02/25/2035 $ 5,571,000 $ 5,440,958 Federal National Mortgage Association, Series 2006-67, Class PD 5.50% due 12/25/2034 4,162,000 4,080,817 FHLMC Structured Pass Through Securities, Series T-41, Class 3A 7.50% due 07/25/2032 264,208 273,957 First Horizon Alternative Mortgage Securities, Series 2004-AA5, Class B1 5.2288% due 12/25/2034 (b) 855,851 847,299 First Horizon Alternative Mortgage Securities, Series 2006-AA2, Class B1 6.2359% due 05/25/2036 (b) 1,294,222 1,310,995 First Union National Bank Commercial Mortgage Trust, Series 2001-C2, Class A1 6.204% due 01/12/2043 1,479,867 1,494,014 First Union National Bank Commercial Mortgage Trust, Series 2002-C1, Class A1 5.585% due 02/12/2034 609,435 613,745 GE Capital Commercial Mortgage Corp., Series 2001-1, Class A1 6.079% due 05/15/2033 81,791 83,114 GE Capital Commercial Mortgage Corp., Series 2001-3, Class A2 6.07% due 06/10/2038 1,102,786 1,145,580 GE Capital Commercial Mortgage Corp., Series 2002-2A, Class A3 5.349% due 08/11/2036 735,191 739,618 GE Capital Commercial Mortgage Corp., Series 2005-C1, Class XC 0.0824% IO due 06/10/2048 (b) 93,067,620 1,223,141 GE Capital Commercial Mortgage Corp., Series 2005-C2, Class C 5.133% due 05/10/2043 (b) 2,171,263 2,127,514 GE Capital Commercial Mortgage Corp., Series 2005-C4, Class H 5.3328% due 11/10/2045 (b) 1,550,000 1,501,192 G-Force LLC, Series 2005-RR2, Class A4B 5.422% due 12/25/2039 2,425,000 2,369,920 Global Signal Trust, Series 2004-2A, Class D 5.093% due 12/15/2014 1,700,000 1,684,290 Global Signal Trust, Series 2006-1, Class E 6.495% due 02/15/2036 2,125,000 2,122,124 GMAC Commercial Mortgage Securities, Inc., Series 1997-C1, Class A3 6.869% due 07/15/2029 138,847 139,804 GMAC Commercial Mortgage Securities, Inc., Series 2001-C1, Class A1 5.988% due 04/15/2034 1,841,982 1,843,033 GMAC Commercial Mortgage Securities, Inc., Series 2002-C1, Class A1 5.785% due 11/15/2039 2,173,153 2,195,730 GMAC Mortgage Corp. Loan Trust, Series 2006-AR1, Class 2A1 5.6518% due 04/19/2036 (b) 1,679,587 1,681,445 The accompanying notes are an integral part of the financial statements. 26
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Government National Mortgage Association, Series 2003-42, Class XA 3.75% due 05/16/2033 $ 241,690 $ 226,146 Greenwich Capital Commercial Funding Corp., Series 2002-C1, Class A2 4.112% due 01/11/2017 2,162,340 2,111,483 Greenwich Capital Commercial Funding Corp., Series 2003-C2, Class A2 4.022% due 01/05/2036 900,000 876,207 Greenwich Capital Commercial Funding Corp., Series 2005-GG5, Class A2 5.117% due 04/10/2037 4,305,000 4,297,794 Greenwich Capital Commercial Funding Corp., Series 2006-GG7, Class A4 6.1101% due 07/10/2038 (b) 4,025,000 4,209,192 GS Mortgage Securities Corp. II, Series 2005-GG4, Class E 5.078% due 07/10/2039 (b) 2,627,081 2,538,010 GS Mortgage Securities Corp. II, Series 2005-GG4, Class XC 0.1026% IO due 07/10/2039 (b) 103,426,581 2,057,134 GSR Mortgage Loan Trust, Series 2005-AR5, Class 1A1 4.5887% due 10/25/2035 (b) 6,840,358 6,875,453 GSR Mortgage Loan Trust, Series 2004-9, Class B1 4.5775% due 08/25/2034 (b) 1,971,081 1,938,486 GSR Mortgage Loan Trust, Series 2006-AR1, Class 3A1 5.4129% due 01/25/2036 (b) 4,668,839 4,637,475 Harborview Mortgage Loan Trust, Series 2004-7, Class 2A3 4.3985% due 11/19/2034 (b) 3,191,737 3,231,510 Harborview NIM Corp., Series 2006-BU1, Class N1 5.926% due 02/20/2046 1,569,831 1,570,295 Hilton Hotels Pool Trust, Series 2000-HLTA, Class B 5.83% due 10/03/2015 (b) 335,000 338,541 IndyMac Index Mortgage Loan Trust, Series 2004-AR13, Class B1 5.296% due 01/25/2035 1,505,076 1,504,118 IndyMac Index Mortgage Loan Trust, Series 2005-AR5, Class B1 5.3916% due 05/25/2035 (b) 1,791,914 1,816,191 IndyMac Index Mortgage Loan Trust, Series 2006-AR19, Class 1B1 6.4482% due 08/25/2036 (b) 1,661,620 1,696,930 JP Morgan Chase Commercial Mortgage Securities Corp, Series 2006-CB16, Class D 5.771% due 05/12/2045 (b) 4,200,000 4,258,028 JP Morgan Chase Commercial Mortgage Securities Corp, Series 2006-LDP8, Class A3B 5.447% due 05/15/2045 (b) 4,530,000 4,552,429 JP Morgan Chase Commercial Mortgage Securities Corp, Series 2006-LDP8, Class X 0.5783% IO due 05/15/2045 (b) 90,000,000 3,965,769 JP Morgan Chase Commercial Mortgage Securities Corp., Series 2006-LDP7, Class A4 5.8755% due 04/15/2045 (b) 2,675,000 2,794,172 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) JPMorgan Chase Commercial Mortgage Securities Corp., Series 2002-C1, Class A3 5.376% due 07/12/2037 $ 2,568,266 $ 2,587,557 JPMorgan Chase Commercial Mortgage Securities Corp., Series 2004-CBX, Class A2 3.89% due 01/12/2037 735,191 717,716 JPMorgan Chase Commercial Mortgage Securities Corp., Series 2005-LDP3, Class A4B 4.996% due 08/15/2042 (b) 3,130,000 3,044,877 JPMorgan Chase Commercial Mortgage Securities Corp., Series 2005-LDP4, Class B 5.129% due 10/15/2042 (b) 1,335,000 1,305,437 JPMorgan Chase Commercial Mortgage Securities Corp., Series 2006-LDP6, Class X1 0.04% IO due 04/15/2043 (b) 384,837,183 2,071,425 JPMorgan Mortgage Trust, Series 2005-S2, Class 2A16 6.50% due 09/25/2035 2,261,264 2,307,605 JPMorgan Mortgage Trust, Series 2005-S3, Class 2A2 5.50% due 01/25/2021 3,185,217 3,163,319 LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ 5.452% due 09/15/2039 (b) 4,530,000 4,552,342 LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class XCL 0.0702% IO due 09/15/2039 (b) 207,940,000 3,999,996 LB-UBS Commercial Mortgage Trust, Series 2002-C1,Class A4 6.462% due 03/15/2031 1,470,381 1,554,544 LB-UBS Commercial Mortgage Trust, Series 2005-C1, Class XCL 0.1428% IO due 02/15/2040 (b) 47,892,823 1,028,173 LB-UBS Commercial Mortgage Trust, Series 2005-C3, Class AJ 4.843% due 07/15/2040 2,029,126 1,951,746 LB-UBS Commercial Mortgage Trust, Series 2005-C3, Class G 5.111% due 07/15/2040 (b) 1,264,528 1,223,374 LB-UBS Commercial Mortgage Trust, Series 2005-C5, Class A2 4.885% due 09/15/2040 2,881,947 2,860,198 LB-UBS Commercial Mortgage Trust, Series 2006-C4, Class A4 5.8995% due 06/15/2038 (b) 3,165,000 3,294,543 Mastr Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1 3.8168% due 04/21/2034 (b) 3,785,691 3,695,276 Mastr Adjustable Rate Mortgages Trust, Series 2004-8, Class 5A1 4.6548% due 08/25/2034 (b) 5,336,527 5,276,058 Mastr Adjustable Rate Mortgages Trust, Series 2005-2, Class 2A1 5.1143% due 03/25/2035 (b) 11,558,665 11,527,149 Mastr Adjustable Rate Mortgages Trust, Series 2006-2, Class 4A1 4.9897% due 02/25/2036 (b) 11,966,462 11,833,929 The accompanying notes are an integral part of the financial statements. 27
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Merrill Lynch Mortgage Trust, Series 2006-C2, Class X 5.87% IO due 08/12/2026 $ 87,961,224 $ 2,758,508 Merrill Lynch Mortgage Trust, Series 2004-BPB1, Class XC 0.058% IO due 09/12/2041 28,400,000 566,066 Merrill Lynch Mortgage Trust, Series 2004-KEY2, Class A4 4.864% due 08/12/2039 (b) 1,588,012 1,537,912 Merrill Lynch Mortgage Trust, Series 2005-CIP1, Class XC 0.041% IO due 07/12/2038 280,261,921 1,831,484 Merrill Lynch Mortgage Trust, Series 2005-CIP1, Class XP 0.3025% IO due 07/12/2038 (b) 257,739,014 2,280,037 Merrill Lynch Mortgage Trust, Series 2005-CKI1, Class A6 5.2443% due 11/12/2037 (b) 2,855,000 2,847,486 Merrill Lynch/Countrywide Commercial Mortgage Trust, Series 2006-3, Class A4 5.414% due 07/12/2046 (b) 3,420,000 3,438,693 Merrill Lynch/Countrywide Commercial Mortgage Trust, Series 2006-2, Class A4 6.105% due 06/12/2046 (b) 4,480,000 4,684,923 MLCC Mortgage Investors, Inc., Series 2005-A, Class A1 5.56% due 03/25/2030 (b) 435,518 435,474 Morgan Stanley Capital I, Series 2004-T13, Class A2 3.94% due 09/13/2045 1,347,850 1,300,498 Morgan Stanley Capital I, Series 2005-HQ6, Class B 5.152% due 08/13/2042 (b) 2,500,000 2,450,602 Morgan Stanley Capital I, Series 2005-HQ7, Class A2 5.2049% due 11/14/2042 (b) 2,185,000 2,182,854 Morgan Stanley Capital I, Series 2005-HQ7, Class A4 5.2049% due 11/14/2042 (b) 2,795,000 2,781,221 Morgan Stanley Capital I, Series 2005-IQ10, Class A4A 5.23% due 09/15/2042 (b) 4,160,000 4,122,862 Morgan Stanley Capital I, Series 2005-IQ9, Class X1 0.123% IO due 07/15/2056 (b) 37,757,306 1,102,332 Morgan Stanley Capital I, Series 2005-T17, Class X1 0.0902% IO due 12/13/2041 (b) 76,491,919 1,165,423 Morgan Stanley Capital I, Series 2006-HQ8, Class X 0.0847% IO due 03/12/2044 (b) 534,000,000 2,744,440 Morgan Stanley Capital I, Series 2006-HQ9, Class X 0.395% IO due 07/12/2044 (b) 280,057,143 5,217,437 Morgan Stanley Capital I, Series 2006-T21, Class X 0.152% IO due 10/12/2052 (b) 188,548,846 2,691,912 Morgan Stanley Dean Witter Capital I, Series 2003-HYB1, Class A2 4.30% due 03/25/2033 (b) 9,559,419 9,455,164 Morgan Stanley Capital I, Series 2006-T23, Class A4 5.983% due 08/12/2041 2,570,000 2,673,699 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Multi Security Asset Trust, Series 2005-RR4A, Class F 5.88% due 11/28/2035 (b) $ 580,000 $ 567,623 Nomura Asset Acceptance Corp., Series 2006-AF1, Class CB1 6.5347% due 06/25/2036 (b) 1,709,535 1,753,682 Nomura Asset Acceptance Corp., Series 2006-AF2, Class 4A 6.7355% due 08/25/2036 (b) 3,852,754 3,935,829 Provident Funding Mortgage Loan Trust, Series 2005-1, Class B1 4.3619% due 05/25/2035 (b) 1,780,213 1,738,330 Rali NIM Corp., Series 2006-QO4, Class N1 6.048% due 05/25/2046 2,500,875 2,500,875 Residential Accredit Loans, Inc., Series 2005-QA12, Class NB5 5.9962% due 12/25/2035 (b) 2,563,010 2,600,426 Residential Asset Securitization Trust, Series 2006-A7CB, Class 2A1 6.50% due 07/25/2036 4,335,505 4,381,198 Salomon Brothers Mortgage Securities VII, Series 2000-C3, Class A2 6.592% due 12/18/2033 597,955 624,733 Salomon Brothers Mortgage Securities VII, Series 2001-C1, Class A2 6.226% due 12/18/2035 379,209 381,319 Salomon Brothers Mortgage Securities VII, Series 2001-C1, Class A3 6.428% due 12/18/2035 1,225,318 1,277,781 SBA CMBS Trust, Series 2005-1A, Class A 5.369% due 11/15/2035 800,000 802,131 SBA CMBS Trust, Series 2005-1A, Class B 5.565% due 11/15/2035 1,090,000 1,096,118 SBA CMBS Trust, Series 2005-1A, Class C 5.731% due 11/15/2035 3,998,000 4,026,214 SBA CMBS Trust, Series 2005-1A, Class D 6.219% due 11/15/2035 615,000 623,106 SBA CMBS Trust, Series 2005-1A, Class E 6.706% due 11/15/2035 2,545,000 2,601,302 Sequoia Mortgage Trust, Series 2005-3, Class A1 5.53% due 05/20/2035 (b) 601,315 601,816 Structured Adjustable Rate Mortgage Loan Trust, Series 2005-18, Class 6A1 5.3028% due 09/25/2035 (b) 3,286,477 3,280,435 Structured Asset Securities Corp., Series 1998-RF2, Class A 8.5292% due 07/15/2027 (b) 473,804 476,671 Wachovia Bank Commercial Mortgage Trust, Series 2006-C27, Class XC 0.061% IO due 07/15/2045 (b) 287,170,950 2,813,500 Wachovia Bank Commercial Mortgage Trust, Series 2004-C10, Class A3 4.39% due 02/15/2041 1,960,508 1,889,576 Wachovia Bank Commercial Mortgage Trust, Series 2005-C17, Class XC 0.0731% IO due 03/15/2042 (b) 49,563,390 455,656 The accompanying notes are an integral part of the financial statements. 28
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Wachovia Bank Commercial Mortgage Trust, Series 2005-C19, Class A5 4.661% due 05/15/2044 $ 3,313,258 $ 3,208,923 Wachovia Bank Commercial Mortgage Trust, Series 2005-C19, Class AJ 4.793% due 05/15/2044 1,862,483 1,780,135 Wachovia Bank Commercial Mortgage Trust, Series 2005-WL5A, Class A2 5.53% due 01/15/2018 (b) 386,716 386,732 Wachovia Bank Commercial Mortgage Trust, Series 2006-C24, Class XC 0.0390% IO due 03/15/2045 (b) 742,684,661 4,108,234 Washington Mutual Alternative Mortgage Pass-Through Certificates, Series 2006-7, Class A3 6.081% due 09/25/2036 3,810,000 3,818,586 Washington Mutual Alternative Mortgage Pass-Through Certificates, Series 2005-6, Class 1CB 6.50% due 08/25/2035 1,944,837 1,963,678 Washington Mutual, Inc., Series 2005-1, Class 6A1 6.50% due 03/25/2035 1,027,256 1,035,634 Washington Mutual, Inc., Series 2005-AR12, Class 1A8 4.8384% due 10/25/2035 (b) 6,663,774 6,583,906 Wells Fargo Mortgage Backed Securities Trust, Series 2004-7, Class 2A2 5.00% due 07/25/2019 2,291,178 2,242,491 Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR16, Class 2A1 4.9457% due 10/25/2035 (b) 18,017,442 17,943,086 -------------- TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $567,043,344) $ 557,799,201 -------------- ASSET BACKED SECURITIES - 4.62% Airplanes Pass Through Trust, Series 2001-1A, Class A9 5.88% due 03/15/2019 (b) 7,000,000 4,558,750 Amresco Residential Securities Mortgage Loan Trust, Series 1998-1, Class A6 6.51% due 08/25/2027 128,066 128,425 Argent Securities, Inc., Series 2004-W1, Class M3 6.78% due 03/25/2034 (b) 1,568,407 1,584,678 Asset Backed Securities Corp. Home Equity, Series 2006-HE2, Class A3 5.52% due 03/25/2036 (b) 5,000,000 5,008,724 Capital Trust Re CDO Ltd, Series 2005-1A, Class C 6.08% due 03/20/2050 (b) 1,250,000 1,250,750 Capital Trust Re CDO Ltd, Series 2005-1A, Class E 7.43% due 03/20/2050 (b) 834,000 834,834 Capital Trust Re CDO Ltd, Series 2005-3A, Class A1 5.094% due 06/25/2035 3,490,000 3,430,561 Capital Trust Re CDO, Ltd., Series 2005-1A, Class B 5.80% due 03/20/2050 (b) 1,600,000 1,601,722 Centex Home Equity, Series 2004-D, Class AF4 4.68% due 06/25/2032 780,000 760,502 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- ASSET BACKED SECURITIES (CONTINUED) Centex Home Equity, Series 2005-A, Class M4 6.13% due 01/25/2035 (b) $ 875,000 $ 883,027 Contimortgage Home Equity Loan Trust, Series 1995-2, Class A5 8.10% due 08/15/2025 43,462 44,758 Countrywide Asset-Backed Certificates, Series 2004-10, Class AF3 3.842% due 10/25/2030 (b) 748,187 742,900 Countrywide Asset-Backed Certificates, Series 2004-12, Class 2AV2 5.61% due 09/25/2033 (b) 368,759 368,933 Credit-Based Asset Servicing and Securitization, Series 2006-MH1, Class B1 6.25% due 09/25/2036 2,560,000 2,273,434 Credit-Based Asset Servicing and Securitization, Series 2005-CB8, Class AF2 5.303% due 12/25/2035 4,000,000 3,984,304 Credit-Based Asset Servicing and Securitization, Series 2006-CB2, Class AF2 5.501% due 12/25/2036 5,000,000 4,989,845 CW Capital Cobalt I, Series 2005-1A, Class A1 5.68% due 05/25/2045 (b) 866,408 866,408 DB Master Finance LLC, Series 2006-1, Class-A2 5.779% due 06/20/2031 9,405,000 9,553,345 DB Master Finance LLC, Series 2006-1, Class-M1 8.285% due 06/20/2031 680,000 694,886 Drivetime Auto Owner Trust, Series 2004-A, Class A3 2.419% due 08/15/2008 555,398 550,018 Embarcadero Aircraft Securitization Trust, Series 2000-A, Class A1 5.81% due 08/15/2025 (b) 4,500,000 3,543,750 Equity One ABS, Inc., Series 2004-1, Class M2 5.115% due 04/25/2034 750,000 734,450 Equity One ABS, Inc., Series 2004-1, Class M3 5.26% due 04/25/2034 750,000 733,760 Equity One ABS, Inc., Series 2004-2, Class AV2 5.58% due 07/25/2034 (b) 77,169 77,291 First Franklin Mortgage Loan Asset Backed Certificates, Series 2004-FF3, Class A2C 5.81% due 05/25/2034 (b) 28,718 28,726 GSAA Home Equity Trust, Series 2006-10, Class AF3 5.9846% due 06/25/2036 (b) 7,000,000 7,077,658 Home Equity Asset Trust, Series 2006-3N, Class A 5.50% due 08/27/2036 3,406,248 3,382,945 Home Equity Mortgage Trust, Series 2005-3, Class A1 5.57% due 11/25/2035 (b) 1,466,010 1,466,711 IndyMac Home Equity Loan Asset-Backed Trust, Series 2004-B, Class A2B 5.69% due 11/25/2034 (b) 222,025 222,229 JER CDO, Series 2006-2A, Class AFL 5.655% due 03/25/2045 3,700,000 3,700,000 JER CDO, Series 2006-2A, Class FFL 6.825% due 03/25/2045 (b) 2,000,000 2,000,000 The accompanying notes are an integral part of the financial statements. 29
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- ASSET BACKED SECURITIES (CONTINUED) LNR CDO Ltd, Series 2006-1A, Class BFL 5.8738% due 05/28/2043 (b) $ 3,300,000 $ 3,300,000 Long Beach Mortgage Loan Trust, Series 2004-1, Class M3 6.03% due 02/25/2034 (b) 1,200,000 1,203,027 Morgan Stanley ABS Capital I, Series 2004-OP1, Class A2B 5.62% due 11/25/2034 (b) 280,762 280,841 New Century Home Equity Loan Trust, Series 2004-A, Class AII5 5.25% due 08/25/2034 (b) 990,000 984,813 Newcastle CDO, Ltd., Series 2005-7A, Class 2FL 4.72% due 12/25/2050 2,690,000 2,691,076 N-Star Real Estate CDO Ltd., Series 2006-7A, Class C 5.681% due 06/22/2051 3,000,000 3,000,000 Option One Mortgage Loan Trust, Series 2004-1, Class M1 5.93% due 01/25/2034 (b) 800,000 802,919 Ownit Mortgage Loan, Series 2006-1, Class AF2 5.29% due 12/25/2036 5,160,000 5,135,005 Ownit Mortgage Loan, Series 2006-2, Class A2B 5.6329% due 01/25/2037 (b) 4,000,000 4,008,752 Popular ABS Mortgage Pass-Through Trust, Series 2005-4, Class AF3 4.982% due 09/25/2035 (b) 3,234,838 3,203,201 Popular ABS Mortgage Pass-Through Trust, Series 2005-6, Class A2 5.35% due 01/25/2036 (b) 3,700,000 3,690,295 Renaissance Home Equity Loan Trust, Series 2005-2, Class AF3 4.499% due 08/25/2035 1,835,000 1,807,038 Renaissance Home Equity Loan Trust, Series 2005-2, Class AF4 4.934% due 08/25/2035 1,740,000 1,707,987 Renaissance Home Equity Loan Trust, Series 2005-4, Class A2 5.399% due 02/25/2036 3,000,000 2,985,183 Residential Accredit Loans, Inc., Series 2004-QS16, Class 1A1 5.50% due 12/25/2034 1,299,045 1,291,571 Residential Asset Mortgage Products, Inc., Series 2004-RS9, Class AI4 4.767% due 10/25/2032 (b) 1,125,000 1,112,235 Residential Asset Mortgage Products, Inc., Series 2004-RZ3, Class AI4 4.572% due 05/25/2033 (b) 650,000 636,586 Sail Net Interest Margin Notes, Series 2005-6A, Class A 4.75% due 07/27/2035 657,500 655,765 Specialty Underwriting & Residential Finance, Series 2003-BC4, Class A3B 4.788% due 11/25/2034 854,801 846,845 Specialty Underwriting & Residential Finance, Series 2004-BC4, Class A2B 5.64% due 10/25/2035 (b) 852,964 853,947 ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- ASSET BACKED SECURITIES (CONTINUED) Structured Asset Investment Loan Trust, Series 2004-8, Class A7 5.63% due 09/25/2034 (b) $ 89,138 $ 89,151 Structured Asset Securities Corp., Series 2004-16XS, Class A2 4.91% due 08/25/2034 346,001 344,156 Structured Asset Securities Corp., Series 2004-19XS, Class A2 4.37% due 10/25/2034 1,100,000 1,088,781 Structured Asset Securities Corp., Series 2004-6XS, Class M1 4.92% due 03/25/2034 1,100,000 1,072,589 Vanderbilt Acquisition Loan Trust, Series 2002-1, Class A3 5.70% due 09/07/2023 539,999 540,808 Wells Fargo Home Equity Trust, Series 2004-2, Class AI5 4.89% due 11/25/2028 (b) 2,451,000 2,402,816 -------------- TOTAL ASSET BACKED SECURITIES (Cost $113,231,555) $ 112,813,711 -------------- SUPRANATIONAL OBLIGATIONS - 0.10% HONDURAS - 0.03% Central American Bank for Economic Integration 6.75% due 04/15/2013 638,000 667,620 VENEZUELA - 0.07% Corporacion Andina de Fomento 5.20% due 05/21/2013 736,000 720,903 Corporacion Andina de Fomento, Series EXCH 6.875% due 03/15/2012 1,005,000 1,070,751 -------------- 1,791,654 -------------- TOTAL SUPRANATIONAL OBLIGATIONS (Cost $2,502,832) $ 2,459,274 -------------- SHORT TERM INVESTMENTS - 25.09% Federal Home Loan Bank Discount Notes zero coupon due 10/02/2006 $ 31,800,000 $ 31,796,113 zero coupon due 10/11/2006 221,000,000 220,683,847 Federal National Mortgage Association Discount Notes zero coupon due 10/17/2006 105,000,000 104,762,000 State Street Navigator Securities Lending Prime Portfolio (c) 254,873,365 254,873,365 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $612,115,325) $ 612,115,325 -------------- The accompanying notes are an integral part of the financial statements. 30
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ACTIVE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- REPURCHASE AGREEMENTS - 2.38% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $57,953,070 on 10/02/2006, collateralized by $65,000 Federal National Mortgage Association, 6.00% due 07/25/2025 (valued at $63,700 including interest) and $5,880,000 Federal Farm Credit Bank, 4.875% due 12/16/2015 (valued at $5,916,750, including interest) and $50,000,000 Federal Home Loan Bank, 3.69% due 07/08/2009 (valued at $48,750,000, including interest) and $4,440,000 Federal Home Loan Bank, 4.00% due 02/06/2009 (valued at $4,367,850, including interest) (c) $ 57,934,000 $ 57,934,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $57,934,000) $ 57,934,000 -------------- TOTAL INVESTMENTS (ACTIVE BOND TRUST) (COST $3,043,110,776) - 124.49% $3,037,370,971 LIABILITIES IN EXCESS OF OTHER ASSETS - (24.49)% (597,608,250) -------------- TOTAL NET ASSETS - 100.00% $2,439,762,721 ============== ALL CAP CORE TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 89.22% ADVERTISING - 1.17% Omnicom Group, Inc. 69,800 $ 6,533,280 AEROSPACE - 3.88% Boeing Company 108,600 8,563,110 Lockheed Martin Corp. 96,500 8,304,790 Raytheon Company 101,000 4,849,010 -------------- 21,716,910 AIR TRAVEL - 0.62% Continental Airlines, Inc., Class B * (a) 103,500 2,930,085 Southwest Airlines Company 33,300 554,778 -------------- 3,484,863 AMUSEMENT & THEME PARKS - 0.06% Walt Disney Company 10,600 327,646 APPAREL & TEXTILES - 0.87% Jones Apparel Group, Inc. 149,600 4,853,024 AUTO PARTS - 0.53% American Axle & Manufacturing Holdings, Inc. (a) 58,100 969,689 TRW Automotive Holdings Corp. * 81,900 1,971,333 -------------- 2,941,022 AUTOMOBILES - 0.98% Monaco Coach Corp. (a) 10,500 116,970 ALL CAP CORE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) AUTOMOBILES (CONTINUED) PACCAR, Inc. 87,000 $ 4,960,740 Tenneco, Inc. * (a) 17,200 402,308 -------------- 5,480,018 BANKING - 5.47% Bank of America Corp. 306,300 16,408,491 Flagstar Bancorp, Inc. (a) 12,600 183,330 KeyCorp 33,500 1,254,240 US Bancorp 121,500 4,036,230 Wells Fargo Company (c) 241,400 8,733,852 -------------- 30,616,143 BIOTECHNOLOGY - 0.13% Abraxis BioScience, Inc. * (a) 25,700 713,946 BROADCASTING - 0.30% Clear Channel Communications, Inc. 57,900 1,670,415 Liberty Global, Inc., Series C * 700 17,542 -------------- 1,687,957 BUSINESS SERVICES - 1.73% Acxiom Corp. 79,700 1,965,402 Coinstar, Inc. * (a) 8,100 233,118 Computer Sciences Corp. * 96,000 4,715,520 FactSet Research Systems, Inc. 18,100 879,117 Robert Half International, Inc. 55,000 1,868,350 -------------- 9,661,507 CABLE AND TELEVISION - 1.38% DIRECTV Group, Inc. * 391,000 7,694,880 CELLULAR COMMUNICATIONS - 0.12% Telephone & Data Systems, Inc. 16,400 690,440 CHEMICALS - 0.78% Airgas, Inc. 26,200 947,654 Lyondell Chemical Company 127,700 3,239,749 Terra Industries, Inc. * (a) 26,000 200,460 -------------- 4,387,863 COMPUTERS & BUSINESS EQUIPMENT - 1.69% Cisco Systems, Inc. * 14,100 324,300 Hewlett-Packard Company 229,800 8,431,362 MTS Systems Corp. 9,600 310,464 Western Digital Corp. * 21,400 387,340 -------------- 9,453,466 COSMETICS & TOILETRIES - 1.37% Colgate-Palmolive Company 104,300 6,477,030 Procter & Gamble Company 18,800 1,165,224 -------------- 7,642,254 CRUDE PETROLEUM & NATURAL GAS - 2.00% Patterson-UTI Energy, Inc. 164,200 3,901,392 Unit Corp. * 52,800 2,427,216 XTO Energy, Inc. 116,100 4,891,293 -------------- 11,219,901 DOMESTIC OIL - 0.15% Houston Exploration Company * 2,400 132,360 The accompanying notes are an integral part of the financial statements. 31
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ALL CAP CORE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) DOMESTIC OIL (CONTINUED) Range Resources Corp. 28,300 $ 714,292 -------------- 846,652 DRUGS & HEALTH CARE - 0.10% Perrigo Company 20,800 352,976 Res-Care, Inc. * (a) 10,800 216,972 -------------- 569,948 ELECTRICAL UTILITIES - 2.04% Exelon Corp. 66,300 4,013,802 FirstEnergy Corp. 133,000 7,429,380 -------------- 11,443,182 ENERGY - 0.78% TXU Corp. 69,400 4,338,888 FINANCIAL SERVICES - 7.01% Citigroup, Inc. 326,900 16,237,123 City Holding Company (a) 1,900 75,753 Goldman Sachs Group, Inc. 54,500 9,219,765 JPMorgan Chase & Company 282,000 13,242,720 Morgan Stanley 6,400 466,624 -------------- 39,241,985 FOOD & BEVERAGES - 4.60% General Mills, Inc. 98,500 5,575,100 H.J. Heinz Company 25,500 1,069,215 Pepsi Bottling Group, Inc. 202,900 7,202,950 PepsiCo, Inc. 165,400 10,794,004 Smithfield Foods, Inc. * 41,300 1,115,926 -------------- 25,757,195 FURNITURE & FIXTURES - 0.35% Leggett & Platt, Inc. 78,500 1,964,855 HEALTHCARE SERVICES - 4.39% Amedisys, Inc. * (a) 9,000 357,030 Coventry Health Care, Inc. * 103,100 5,311,712 Humana, Inc. * 78,300 5,174,847 McKesson Corp. 117,600 6,199,872 Sierra Health Services, Inc. * (a) 75,100 2,841,784 Wellpoint, Inc. * 60,800 4,684,640 -------------- 24,569,885 HOLDINGS COMPANIES/CONGLOMERATES - 1.51% General Electric Company 171,400 6,050,420 Loews Corp. 63,500 2,406,650 -------------- 8,457,070 HOTELS & RESTAURANTS - 1.49% Applebee's International, Inc. (a) 19,400 417,294 Brinker International, Inc. 73,100 2,930,579 CEC Entertainment, Inc. * 10,200 321,402 Darden Restaurants, Inc. 95,800 4,068,626 Yum! Brands, Inc. 11,500 598,575 -------------- 8,336,476 HOUSEHOLD APPLIANCES - 0.08% The Toro Company 10,900 459,653 ALL CAP CORE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) INDUSTRIAL MACHINERY - 1.40% Caterpillar, Inc. 106,800 $ 7,027,440 Cummins, Inc. 6,700 798,841 -------------- 7,826,281 INSURANCE - 2.55% AFLAC, Inc. 20,100 919,776 American Financial Group, Inc. 33,700 1,581,541 CNA Financial Corp. * 68,300 2,460,166 HCC Insurance Holdings, Inc. 16,100 529,368 Philadelphia Consolidated Holding Corp. * 113,200 4,503,096 W.R. Berkley Corp. 121,588 4,302,982 -------------- 14,296,929 INTERNATIONAL OIL - 3.54% Anadarko Petroleum Corp. 139,300 6,105,519 ConocoPhillips 146,300 8,709,239 Hess Corp. (a) 121,000 5,011,820 -------------- 19,826,578 INTERNET RETAIL - 0.37% eBay, Inc. * 73,300 2,078,788 INTERNET SERVICE PROVIDER - 0.85% Google, Inc., Class A * 7,300 2,933,870 Yahoo!, Inc. * 72,000 1,820,160 -------------- 4,754,030 METAL & METAL PRODUCTS - 1.51% Phelps Dodge Corp. 57,200 4,844,840 Reliance Steel & Aluminum Company 112,300 3,609,322 -------------- 8,454,162 OFFICE FURNISHINGS & SUPPLIES - 0.96% Office Depot, Inc. * 135,800 5,391,260 PETROLEUM SERVICES - 2.68% Exxon Mobil Corp. 128,800 8,642,480 Valero Energy Corp. 84,500 4,349,215 Veritas DGC, Inc. * 30,200 1,987,764 -------------- 14,979,459 PHARMACEUTICALS - 7.79% Abbott Laboratories 189,400 9,197,264 AmerisourceBergen Corp. 109,800 4,962,960 Endo Pharmaceutical Holdings, Inc. * 117,500 3,824,625 Hospira, Inc. * 112,800 4,316,856 Merck & Company, Inc. 89,700 3,758,430 Mylan Laboratories, Inc. 218,900 4,406,457 Pfizer, Inc. 462,400 13,113,664 -------------- 43,580,256 PUBLISHING - 1.03% John Wiley & Sons, Inc., Class A 8,100 291,681 McGraw-Hill Companies, Inc. 94,200 5,466,426 -------------- 5,758,107 REAL ESTATE - 1.87% Apartment Investment & Management Company, Class A, REIT 9,200 500,572 The accompanying notes are an integral part of the financial statements. 32
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ALL CAP CORE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) REAL ESTATE (CONTINUED) Equity Office Properties Trust, REIT 32,700 $ 1,300,152 Equity Residential, REIT 29,700 1,502,226 Health Care REIT, Inc. 11,300 452,113 Healthcare Realty Trust, Inc., REIT (a) 8,100 311,121 Hospitality Properties Trust, REIT 14,000 660,800 Liberty Property Trust, REIT (a) 13,600 649,944 ProLogis, REIT 22,800 1,300,968 Regency Centers Corp., REIT 15,800 1,086,408 Simon Property Group, Inc., REIT 18,300 1,658,346 Thornburg Mortgage, Inc., REIT (a) 15,300 389,691 Vornado Realty Trust, REIT 5,800 632,200 -------------- 10,444,541 RETAIL GROCERY - 1.24% The Kroger Company 299,200 6,923,488 RETAIL TRADE - 3.01% Dollar Tree Stores, Inc. * 86,400 2,674,944 J.C. Penney Company, Inc. 80,000 5,471,200 Kohl's Corp. * 93,700 6,083,004 Lowe's Companies, Inc. 72,000 2,020,320 Payless ShoeSource, Inc. * (a) 23,100 575,190 -------------- 16,824,658 SANITARY SERVICES - 1.09% Waste Management, Inc. 167,000 6,125,560 SEMICONDUCTORS - 5.14% Advanced Micro Devices, Inc. * 138,100 3,431,785 Atmel Corp. * 485,500 2,932,420 Freescale Semiconductor, Inc., Class B * 126,800 4,819,668 Lam Research Corp. * 86,300 3,911,979 Micron Technology, Inc. * 248,800 4,329,120 National Semiconductor Corp. 173,900 4,091,867 Texas Instruments, Inc. 158,200 5,260,150 -------------- 28,776,989 SOFTWARE - 1.24% BMC Software, Inc. * 194,100 5,283,402 Microsoft Corp. 60,700 1,658,931 -------------- 6,942,333 STEEL - 1.44% Nucor Corp. 95,500 4,726,295 Steel Dynamics, Inc. (a) 65,600 3,309,520 -------------- 8,035,815 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 0.10% Citizens Communications Company 40,900 574,236 TELEPHONE - 3.93% AT&T, Inc. 334,900 10,904,344 U.S. Cellular Corp. * (a) 12,600 752,220 Verizon Communications, Inc. 277,700 10,311,001 -------------- 21,967,565 ALL CAP CORE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) TOBACCO - 0.29% Altria Group, Inc. 20,900 $ 1,599,895 TRANSPORTATION - 0.89% Overseas Shipholding Group, Inc. 80,200 4,953,954 TRUCKING & FREIGHT - 0.72% Ryder Systems, Inc. 78,100 4,036,208 -------------- TOTAL COMMON STOCKS (Cost $470,296,167) $ 499,242,001 -------------- WARRANTS - 0.00% TELECOMMUNICATIONS EQUIPMENT & SERVICES - 0.00% Lucent Technologies, Inc. (Expiration date 12/10/2007; strike Price $2.75) 27,106 5,150 -------------- TOTAL WARRANTS (Cost $0) $ 5,150 -------------- SHORT TERM INVESTMENTS - 2.64% State Street Navigator Securities Lending Prime Portfolio (c) $ 11,565,679 $ 11,565,679 U.S. Treasury Bills zero coupon due 10/19/2006 3,235,000 3,226,962 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $14,792,642) $ 14,792,641 -------------- REPURCHASE AGREEMENTS - 10.16% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $56,893,721 on 10/02/2006, collateralized by $54,285,000 Federal Home Loan Mortgage Corp., 7.00% due 03/15/2010 (valued at $58,017,094, including interest)(c) $ 56,875,000 $ 56,875,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $56,875,000) $ 56,875,000 -------------- TOTAL INVESTMENTS (ALL CAP CORE TRUST) (COST $541,963,809) - 102.02% $ 570,914,792 LIABILITIES IN EXCESS OF OTHER ASSETS - (2.02)% (11,324,895) -------------- TOTAL NET ASSETS - 100.00% $ 559,589,897 ============== ALL CAP GROWTH TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 98.20% AEROSPACE - 3.86% Boeing Company 48,315 $ 3,809,638 General Dynamics Corp. 71,158 5,099,894 Rockwell Collins, Inc. (a) 23,533 1,290,550 The accompanying notes are an integral part of the financial statements. 33
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ALL CAP GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) AEROSPACE (CONTINUED) United Technologies Corp. 72,322 $ 4,581,598 -------------- 14,781,680 APPAREL & TEXTILES - 0.64% Carter's, Inc. * (a) 92,389 2,438,146 BANKING - 1.13% Cullen Frost Bankers, Inc. 32,589 1,884,296 Kookmin Bank, ADR 31,384 2,448,893 -------------- 4,333,189 BIOTECHNOLOGY - 0.73% Amgen, Inc. * 39,030 2,791,816 BROADCASTING - 1.24% News Corp. 241,639 4,748,206 BUSINESS SERVICES - 0.25% Accenture, Ltd., Class A 30,354 962,525 CELLULAR COMMUNICATIONS - 0.56% America Movil S.A. de C.V., Series L 54,400 2,141,728 CHEMICALS - 0.72% Syngenta AG * 18,324 2,763,620 COMPUTERS & BUSINESS EQUIPMENT - 7.90% Apple Computer, Inc. * 111,995 8,626,975 Cisco Systems, Inc. * 454,441 10,452,143 Hewlett-Packard Company 161,410 5,922,133 Seagate Technology * (a) 226,232 5,223,697 -------------- 30,224,948 CONSTRUCTION & MINING EQUIPMENT - 1.55% Joy Global, Inc. 69,384 2,609,532 National Oilwell, Inc. * 56,915 3,332,373 -------------- 5,941,905 COSMETICS & TOILETRIES - 0.97% Colgate-Palmolive Company 59,856 3,717,058 CRUDE PETROLEUM & NATURAL GAS - 1.99% Apache Corp. 29,816 1,884,371 Occidental Petroleum Corp. 118,716 5,711,427 -------------- 7,595,798 DRUGS & HEALTH CARE - 1.13% Wyeth 84,821 4,312,300 ELECTRICAL EQUIPMENT - 3.16% Cooper Industries, Ltd., Class A 42,967 3,661,648 Emerson Electric Company 46,666 3,913,411 Fanuc, Ltd. (a) 36,800 2,875,390 Wesco International, Inc. * 28,445 1,650,663 -------------- 12,101,112 ELECTRONICS - 1.83% Amphenol Corp., Class A 64,413 3,989,097 KDDI Corp. (a) 482 3,006,373 -------------- 6,995,470 ENERGY - 0.86% McDermott International, Inc. * 78,350 3,275,030 ALL CAP GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) FINANCIAL SERVICES - 8.43% Charles Schwab Corp. 248,708 $ 4,451,873 Goldman Sachs Group, Inc. 45,563 7,707,893 Janus Capital Group, Inc. 144,881 2,857,053 JPMorgan Chase & Company 157,005 7,372,955 Merrill Lynch & Company, Inc. 73,201 5,725,782 Morgan Stanley 56,715 4,135,091 -------------- 32,250,647 FOOD & BEVERAGES - 2.09% Burger King Holdings, Inc. * (a) 153,026 2,442,295 Campbell Soup Company (a) 36,732 1,340,718 PepsiCo, Inc. 64,681 4,221,082 -------------- 8,004,095 HEALTHCARE PRODUCTS - 2.92% Becton, Dickinson & Company 64,056 4,526,837 Johnson & Johnson 44,052 2,860,737 Varian Medical Systems, Inc. * 71,212 3,802,009 -------------- 11,189,583 HEALTHCARE SERVICES - 4.40% Cardinal Health, Inc. 75,111 4,937,797 Caremark Rx, Inc. 66,743 3,782,326 Health Net, Inc. * 105,119 4,574,779 IMS Health, Inc. 48,513 1,292,386 Quest Diagnostics, Inc. 36,893 2,256,376 -------------- 16,843,664 HOLDINGS COMPANIES/CONGLOMERATES - 0.78% Textron, Inc. 33,977 2,972,988 HOTELS & RESTAURANTS - 1.47% Darden Restaurants, Inc. 87,417 3,712,600 Ruby Tuesday, Inc. (a) 67,360 1,898,878 -------------- 5,611,478 INDUSTRIAL MACHINERY - 1.14% Komatsu, Ltd. (a) 147,770 2,554,668 Terex Corp. * 40,138 1,815,040 -------------- 4,369,708 INDUSTRIALS - 0.51% ABB, Ltd. 148,163 1,949,045 INSURANCE - 2.55% Assurant, Inc. 81,454 4,350,458 Chubb Corp. 54,819 2,848,395 HCC Insurance Holdings, Inc. 77,611 2,551,850 -------------- 9,750,703 INTERNET SERVICE PROVIDER - 0.98% Google, Inc., Class A * 9,357 3,760,578 INTERNET SOFTWARE - 1.18% Symantec Corp. * 211,351 4,497,549 LEISURE TIME - 1.33% Electronic Arts, Inc. * 91,247 5,080,633 MANUFACTURING - 0.70% Acuity Brands, Inc. 4,805 218,147 The accompanying notes are an integral part of the financial statements. 34
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ALL CAP GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) MANUFACTURING (CONTINUED) Cameron International Corp. * 41,368 $ 1,998,488 Mettler-Toledo International, Inc. * 7,229 478,198 -------------- 2,694,833 MEDICAL-HOSPITALS - 1.21% Manor Care, Inc. (a) 53,951 2,820,559 VCA Antech, Inc. * 50,504 1,821,174 -------------- 4,641,733 METAL & METAL PRODUCTS - 1.44% Companhia Vale Do Rio Doce, ADR 138,415 2,984,227 Precision Castparts Corp. 40,188 2,538,274 -------------- 5,522,501 MINING - 1.70% BHP Billiton, Ltd. 171,807 3,285,607 Rio Tinto PLC 68,000 3,216,000 -------------- 6,501,607 OFFICE FURNISHINGS & SUPPLIES - 1.47% Office Depot, Inc. * 141,234 5,606,990 PETROLEUM SERVICES - 2.92% Baker Hughes, Inc. 66,450 4,531,890 BJ Services Company 99,808 3,007,215 Valero Energy Corp. 70,964 3,652,517 -------------- 11,191,622 PHARMACEUTICALS - 7.11% Abbott Laboratories 39,353 1,910,982 Allergan, Inc. 29,379 3,308,369 AstraZeneca PLC, SADR 77,236 4,827,250 Gilead Sciences, Inc. * 79,876 5,487,481 Novartis AG, ADR 77,751 4,543,768 Roche Holdings AG 41,300 7,140,392 -------------- 27,218,242 RAILROADS & EQUIPMENT - 0.77% Burlington Northern Santa Fe Corp. 40,168 2,949,938 RETAIL TRADE - 9.76% Aeropostale, Inc. * 66,147 1,933,477 AnnTaylor Stores Corp. * 29,812 1,247,930 Best Buy Company, Inc. (a) 105,215 5,635,315 Costco Wholesale Corp. 81,020 4,025,074 DSW, Inc., Class A * (a) 47,517 1,496,785 Family Dollar Stores, Inc. 174,713 5,108,608 Federated Department Stores, Inc. 74,886 3,235,824 J.C. Penney Company, Inc. 76,107 5,204,958 Limited Brands, Inc. 106,090 2,810,324 Longs Drug Stores Corp. 12,384 569,788 Nordstrom, Inc. 60,362 2,553,313 PETsMART, Inc. 127,362 3,534,296 -------------- 37,355,692 SANITARY SERVICES - 0.87% Waste Management, Inc. 90,335 3,313,488 ALL CAP GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) SEMICONDUCTORS - 2.82% Analog Devices, Inc. 96,886 $ 2,847,479 Freescale Semiconductor, Inc., Class B * 46,529 1,768,567 Microchip Technology, Inc. 115,221 3,735,465 Texas Instruments, Inc. 73,587 2,446,768 -------------- 10,798,279 SOFTWARE - 5.16% BEA Systems, Inc. * 283,750 4,313,000 Citrix Systems, Inc. * 118,526 4,291,826 Microsoft Corp. 212,005 5,794,097 Red Hat, Inc. * (a) 159,738 3,367,277 VeriFone Holdings, Inc. * (a) 69,749 1,991,334 -------------- 19,757,534 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 4.97% Amdocs, Ltd. * 228,198 9,036,640 Nokia Oyj, SADR 228,925 4,507,533 QUALCOMM, Inc. 150,453 5,468,967 -------------- 19,013,140 TELEPHONE - 0.27% Harris Corp. 22,775 1,013,260 TOBACCO - 0.15% UST, Inc. 10,144 556,196 TRUCKING & FREIGHT - 0.58% Oshkosh Truck Corp. 44,204 2,230,976 -------------- TOTAL COMMON STOCKS (Cost $344,100,295) $ 375,771,233 -------------- SHORT TERM INVESTMENTS - 8.37% State Street Navigator Securities Lending Prime Portfolio (c) $ 32,033,338 $ 32,033,338 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $32,033,338) $ 32,033,338 -------------- REPURCHASE AGREEMENTS - 1.27% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 4.95% to be repurchased at $4,850,000 on 10/02/2006, collateralized by $4,860,000 Federal Home Loan Bank, 5.80% due 09/02/2008 (valued at $4,949,487, including interest)(c) $ 4,848,000 $ 4,848,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $4,848,000) $ 4,848,000 -------------- TOTAL INVESTMENTS (ALL CAP GROWTH TRUST) (COST $380,981,633) - 107.84% $ 412,652,571 LIABILITIES IN EXCESS OF OTHER ASSETS - (7.84)% (29,993,759) -------------- TOTAL NET ASSETS - 100.00% $ 382,658,812 ============== The accompanying notes are an integral part of the financial statements. 35
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ALL CAP VALUE TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 95.85% AEROSPACE - 1.31% Curtiss Wright Corp. 5,300 $ 160,855 General Dynamics Corp. 48,000 3,440,160 Moog, Inc., Class A * 20,100 696,666 Woodward Governor Company 1,007 33,775 -------------- 4,331,456 APPAREL & TEXTILES - 0.91% VF Corp. 41,519 3,028,811 BANKING - 6.12% Bank of America Corp. 54,601 2,924,976 Bank of New York Company, Inc. 65,191 2,298,635 Cullen Frost Bankers, Inc. 99,765 5,768,412 Marshall & Ilsley Corp. 91,736 4,419,840 Popular, Inc. (a) 74,500 1,448,280 SunTrust Banks, Inc. 25,200 1,947,456 Webster Financial Corp. 31,065 1,463,472 -------------- 20,271,071 BUSINESS SERVICES - 3.64% Automatic Data Processing, Inc. 71,771 3,397,639 Cadence Design Systems, Inc. * 266,670 4,522,723 R.H. Donnelley Corp. * (a) 20,600 1,089,740 R.R. Donnelley & Sons Company 91,985 3,031,826 -------------- 12,041,928 CABLE AND TELEVISION - 1.97% Comcast Corp.-Special Class A * 177,263 6,525,051 CHEMICALS - 2.48% Cabot Corp. 39,000 1,450,800 Eastman Chemical Company 24,730 1,335,915 Praxair, Inc. 91,982 5,441,655 -------------- 8,228,370 COMMERCIAL SERVICES - 0.64% Shaw Group, Inc. * (a) 89,521 2,116,276 COMPUTERS & BUSINESS EQUIPMENT - 1.13% Henry, Jack & Associates, Inc. (a) 36,600 796,782 Sun Microsystems, Inc. * 593,100 2,947,707 -------------- 3,744,489 CONTAINERS & GLASS - 1.12% Ball Corp. 51,469 2,081,921 Sonoco Products Company 48,000 1,614,720 -------------- 3,696,641 COSMETICS & TOILETRIES - 1.99% Procter & Gamble Company 106,406 6,595,044 DOMESTIC OIL - 0.08% Range Resources Corp. 10,600 267,544 DRUGS & HEALTH CARE - 1.60% Wyeth 104,209 5,297,986 ELECTRICAL EQUIPMENT - 5.08% AMETEK, Inc. 18,900 823,095 Anixter International, Inc. * 59,011 3,332,351 Cooper Industries, Ltd., Class A 45,300 3,860,466 ALL CAP VALUE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) ELECTRICAL EQUIPMENT (CONTINUED) Emerson Electric Company 52,701 $ 4,419,506 Hubbell, Inc., Class B (a) 64,538 3,091,370 Symbol Technologies, Inc. 86,200 1,280,932 -------------- 16,807,720 ELECTRICAL UTILITIES - 3.44% Ameren Corp. (a) 27,060 1,428,497 Avista Corp. 16,700 395,456 CMS Energy Corp. * 77,440 1,118,234 FPL Group, Inc. 55,500 2,497,500 PNM Resources, Inc. 45,000 1,240,650 The Southern Company 137,200 4,727,912 -------------- 11,408,249 ELECTRONICS - 3.53% AVX Corp. (a) 200,926 3,554,381 Harman International Industries, Inc. 10,400 867,776 Vishay Intertechnology, Inc. * 207,022 2,906,589 Zebra Technologies Corp., Class A * (a) 122,100 4,363,854 -------------- 11,692,600 FINANCIAL SERVICES - 0.63% Citigroup, Inc. 41,722 2,072,332 FOOD & BEVERAGES - 5.56% Campbell Soup Company (a) 103,300 3,770,450 Diageo PLC, SADR 58,200 4,134,528 Kraft Foods, Inc., Class A (a) 77,500 2,763,650 PepsiCo, Inc. 118,621 7,741,206 -------------- 18,409,834 FURNITURE & FIXTURES - 0.76% Ethan Allen Interiors, Inc. (a) 72,909 2,527,026 GAS & PIPELINE UTILITIES - 2.28% AGL Resources, Inc. 23,600 861,400 El Paso Corp. (a) 230,000 3,137,200 Nicor, Inc. (a) 20,042 856,996 NiSource, Inc. 46,219 1,004,801 UGI Corp. 69,800 1,706,610 -------------- 7,567,007 GOLD - 1.63% Barrick Gold Corp. 175,703 5,397,596 HEALTHCARE PRODUCTS - 0.59% Zimmer Holdings, Inc. * 29,100 1,964,250 HOLDINGS COMPANIES/CONGLOMERATES - 4.76% Berkshire Hathaway, Inc., Class B * 1,296 4,113,504 General Electric Company 330,521 11,667,391 -------------- 15,780,895 HOTELS & RESTAURANTS - 0.80% Brinker International, Inc. 36,163 1,449,775 OSI Restaurant Partners, Inc. (a) 26,100 827,631 Ruby Tuesday, Inc. (a) 13,500 380,565 -------------- 2,657,971 The accompanying notes are an integral part of the financial statements. 36
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ALL CAP VALUE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) INDUSTRIAL MACHINERY - 2.03% Deere & Company 5,155 $ 432,556 Dover Corp. 17,200 815,968 IDEX Corp. 24,000 1,033,200 Kennametal, Inc. 16,000 906,400 Parker-Hannifin Corp. 42,196 3,279,895 W.W. Grainger, Inc. 3,860 258,697 -------------- 6,726,716 INSURANCE - 5.46% AFLAC, Inc. 59,738 2,733,611 Allstate Corp. 25,200 1,580,796 American International Group, Inc. 75,000 4,969,500 Everest Re Group, Ltd. 36,700 3,579,351 Genworth Financial, Inc. 113,904 3,987,779 Markel Corp. * (a) 3,000 1,231,980 -------------- 18,083,017 INTERNATIONAL OIL - 2.06% ChevronTexaco Corp. 63,900 4,144,554 EnCana Corp. 57,000 2,661,330 -------------- 6,805,884 INTERNET SOFTWARE - 1.07% McAfee, Inc. * 144,501 3,534,494 LIQUOR - 0.98% Anheuser-Busch Companies, Inc. 68,200 3,240,182 MANUFACTURING - 3.06% Carlisle Companies, Inc. 54,023 4,543,334 Eaton Corp. 23,510 1,618,664 Hexcel Corp. * (a) 36,300 513,645 Trinity Industries, Inc. (a) 107,084 3,444,876 -------------- 10,120,519 METAL & METAL PRODUCTS - 1.74% Crown Holdings, Inc. * 157,271 2,925,240 Quanex Corp. (a) 93,139 2,826,769 -------------- 5,752,009 MINING - 1.92% Newmont Mining Corp. 149,029 6,370,990 PETROLEUM SERVICES - 5.67% Exxon Mobil Corp. 223,609 15,004,164 Halliburton Company 46,442 1,321,275 Schlumberger, Ltd. 21,764 1,350,021 Superior Energy Services, Inc. * 41,700 1,095,042 -------------- 18,770,502 PHARMACEUTICALS - 7.46% Abbott Laboratories 95,000 4,613,200 GlaxoSmithKline PLC, ADR 73,556 3,915,386 Mylan Laboratories, Inc. 286,402 5,765,272 Novartis AG, ADR 120,230 7,026,241 Pfizer, Inc. 19,756 560,280 Schering-Plough Corp. 59,496 1,314,267 ALL CAP VALUE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) PHARMACEUTICALS (CONTINUED) Teva Pharmaceutical Industries, Ltd., SADR 44,500 $ 1,517,005 -------------- 24,711,651 RAILROADS & EQUIPMENT - 0.70% GATX Corp. (a) 56,300 2,329,131 REAL ESTATE - 0.70% Host Hotels & Resorts, Inc., REIT 101,398 2,325,056 RETAIL GROCERY - 1.75% The Kroger Company 250,966 5,807,353 RETAIL TRADE - 2.52% Federated Department Stores, Inc. 125,720 5,432,361 Foot Locker, Inc. 80,300 2,027,575 Wal-Mart Stores, Inc. 17,783 877,058 -------------- 8,336,994 SANITARY SERVICES - 0.87% Waste Management, Inc. 78,300 2,872,044 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 0.98% Avaya, Inc. * 40,247 460,426 Tellabs, Inc. * 254,303 2,787,161 -------------- 3,247,587 TELEPHONE - 2.81% AT&T, Inc. 112,700 3,669,512 BellSouth Corp. 18,700 799,425 Qwest Communications International, Inc. * (a) 102,100 890,312 Verizon Communications, Inc. 105,894 3,931,844 -------------- 9,291,093 TRAVEL SERVICES - 0.55% Sabre Holdings Corp. 78,445 1,834,829 TRUCKING & FREIGHT - 1.47% Heartland Express, Inc. 116,576 1,827,912 Werner Enterprises, Inc. (a) 162,617 3,042,564 -------------- 4,870,476 -------------- TOTAL COMMON STOCKS (Cost $287,124,716) $ 317,460,674 -------------- SHORT TERM INVESTMENTS - 11.51% State Street Navigator Securities Lending Prime Portfolio (c) $ 38,115,161 $ 38,115,161 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $38,115,161) $ 38,115,161 -------------- The accompanying notes are an integral part of the financial statements. 37
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) ALL CAP VALUE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- REPURCHASE AGREEMENTS - 3.96% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $13,114,315 on 10/02/2006, collateralized by $13,375,000 Federal National Mortgage Association, 6.25% due 02/28/2017 (valued at $13,375,000, including interest)(c) $ 13,110,000 $ 13,110,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $13,110,000) $ 13,110,000 -------------- TOTAL INVESTMENTS (ALL CAP VALUE TRUST) (COST $338,349,877) - 111.32% $ 368,685,835 LIABILITIES IN EXCESS OF OTHER ASSETS - (11.32)% (37,500,430) -------------- TOTAL NET ASSETS - 100.00% $ 331,185,405 ============== AMERICAN BLUE CHIP INCOME & GROWTH TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- INVESTMENT COMPANIES - 100.01% AMERICAN FUNDS INSURANCE SERIES - 100.01% American Blue Chip Income & Growth Trust - Class 2 18,293,715 $ 206,170,168 -------------- TOTAL INVESTMENT COMPANIES (Cost $176,746,238) $ 206,170,168 -------------- TOTAL INVESTMENTS (AMERICAN BLUE CHIP INCOME & GROWTH TRUST) (COST $176,746,238) - 100.01% $ 206,170,168 LIABILITIES IN EXCESS OF OTHER ASSETS - (0.01)% (20,399) -------------- TOTAL NET ASSETS - 100.00% $ 206,149,769 ============== AMERICAN BOND TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- INVESTMENT COMPANIES - 100.00% AMERICAN FUNDS INSURANCE SERIES - 100.00% American Bond Trust, Class 2 39,483,946 $ 444,984,066 -------------- TOTAL INVESTMENT COMPANIES (Cost $441,730,795) $ 444,984,066 -------------- TOTAL INVESTMENTS (AMERICAN BOND TRUST) (COST $441,730,795) - 100.00% $ 444,984,066 LIABILITIES IN EXCESS OF OTHER ASSETS - 0.00% (22,122) -------------- TOTAL NET ASSETS - 100.00% $ 444,961,944 ============== AMERICAN GROWTH-INCOME TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- INVESTMENT COMPANIES - 100.01% AMERICAN FUNDS INSURANCE SERIES - 100.01% American Growth-Income Trust - Class 2 28,191,097 $1,138,356,493 -------------- TOTAL INVESTMENT COMPANIES (Cost $997,660,785) $1,138,356,493 -------------- TOTAL INVESTMENTS (AMERICAN GROWTH-INCOME TRUST) (COST $997,660,785) - 100.01% $1,138,356,493 LIABILITIES IN EXCESS OF OTHER ASSETS - (0.01)% (79,328) -------------- TOTAL NET ASSETS - 100.00% $1,138,277,165 ============== AMERICAN GROWTH TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- INVESTMENT COMPANIES - 100.01% AMERICAN FUNDS INSURANCE SERIES - 100.01% American Growth Trust - Class 2 23,837,914 $1,436,711,057 -------------- TOTAL INVESTMENT COMPANIES (Cost $ 1,193,059,007) $1,436,711,057 -------------- TOTAL INVESTMENTS (AMERICAN GROWTH TRUST) (COST $1,193,059,007) - 100.01% $1,436,711,057 LIABILITIES IN EXCESS OF OTHER ASSETS - (0.01)% (107,148) -------------- TOTAL NET ASSETS - 100.00% $1,436,603,909 ============== AMERICAN INTERNATIONAL TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- INVESTMENT COMPANIES - 100.01% AMERICAN FUNDS INSURANCE SERIES - 100.01% American International Trust - Class 2 43,780,155 $ 908,000,422 -------------- TOTAL INVESTMENT COMPANIES (Cost $724,706,102) $ 908,000,422 -------------- TOTAL INVESTMENTS (AMERICAN INTERNATIONAL TRUST) (COST $724,706,102) - 100.01% $ 908,000,422 LIABILITIES IN EXCESS OF OTHER ASSETS - (0.01)% (67,202) -------------- TOTAL NET ASSETS - 100.00% $ 907,933,220 ============== BLUE CHIP GROWTH TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 99.33% ADVERTISING - 0.33% Monster Worldwide, Inc. * 232,100 $ 8,399,699 AEROSPACE - 1.51% General Dynamics Corp. 310,774 22,273,173 Rockwell Collins, Inc. 152,599 8,368,529 United Technologies Corp. 129,300 8,191,155 -------------- 38,832,857 The accompanying notes are an integral part of the financial statements. 38
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BLUE CHIP GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) AGRICULTURE - 0.88% Monsanto Company 477,304 $ 22,438,061 BANKING - 1.76% Northern Trust Corp. 367,289 21,460,696 Wells Fargo Company (c) 656,892 23,766,353 -------------- 45,227,049 BIOTECHNOLOGY - 2.92% Amgen, Inc. * 554,245 39,645,145 Genentech, Inc. * (a) 370,622 30,650,439 Genzyme Corp. * 68,100 4,594,707 -------------- 74,890,291 BROADCASTING - 0.33% Grupo Televisa SA, SADR 393,700 8,370,062 BUSINESS SERVICES - 1.79% Automatic Data Processing, Inc. 643,781 30,476,592 First Data Corp. 296,864 12,468,288 Paychex, Inc. 83,043 3,060,135 -------------- 46,005,015 CABLE AND TELEVISION - 1.45% Rogers Communications, Inc. 214,884 11,790,685 Time Warner, Inc. 615,314 11,217,174 Viacom, Inc. * 378,910 14,087,874 -------------- 37,095,733 CELLULAR COMMUNICATIONS - 2.17% America Movil S.A. de C.V., Series L 559,551 22,029,523 American Tower Corp., Class A * (a) 842,738 30,759,937 Motorola, Inc. 115,000 2,875,000 -------------- 55,664,460 COAL - 0.22% CONSOL Energy, Inc. 177,900 5,644,767 COMPUTERS & BUSINESS EQUIPMENT - 3.54% Apple Computer, Inc. * 364,500 28,077,435 Cisco Systems, Inc. * 1,956,618 45,002,214 Dell, Inc. * 276,273 6,310,075 EMC Corp. * 947,352 11,349,277 -------------- 90,739,001 COSMETICS & TOILETRIES - 1.52% Procter & Gamble Company 629,374 39,008,601 CRUDE PETROLEUM & NATURAL GAS - 0.07% EOG Resources, Inc. (a) 28,600 1,860,430 DOMESTIC OIL - 0.42% Murphy Oil Corp. (a) 228,258 10,853,668 DRUGS & HEALTH CARE - 1.46% Novartis AG 323,266 18,871,186 Wyeth 364,854 18,549,177 -------------- 37,420,363 ELECTRONICS - 1.37% Garmin, Ltd. (a) 309,000 15,073,020 BLUE CHIP GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) ELECTRONICS (CONTINUED) Harman International Industries, Inc. 240,260 $ 20,047,294 -------------- 35,120,314 FINANCIAL SERVICES - 14.97% Ameriprise Financial, Inc. 30,351 1,423,462 Charles Schwab Corp. 1,275,586 22,832,989 Chicago Merchantile Exchange Holdings, Inc. 16,800 8,034,600 Citigroup, Inc. 845,417 41,991,862 Countrywide Financial Corp. 215,000 7,533,600 E*TRADE Financial Corp. * 924,129 22,105,166 Franklin Resources, Inc. 339,265 35,877,274 Goldman Sachs Group, Inc. 189,876 32,121,323 Legg Mason, Inc. 247,670 24,979,996 Mellon Financial Corp. 206,761 8,084,355 Merrill Lynch & Company, Inc. 288,190 22,542,222 Morgan Stanley 324,000 23,622,840 SLM Corp. 636,792 33,100,448 State Street Corp. (c) 733,735 45,785,064 TD Ameritrade Holding Corp. * 969,774 18,280,240 UBS AG * (c) 594,998 35,590,444 -------------- 383,905,885 FOOD & BEVERAGES - 1.36% PepsiCo, Inc. 380,304 24,818,639 Sysco Corp. 296,795 9,927,793 -------------- 34,746,432 HEALTHCARE PRODUCTS - 3.02% Alcon, Inc. 39,900 4,568,550 Johnson & Johnson 169,799 11,026,747 Medtronic, Inc. 587,036 27,261,952 St. Jude Medical, Inc. * 435,036 15,352,420 Stryker Corp. 386,979 19,190,289 -------------- 77,399,958 HEALTHCARE SERVICES - 7.25% Cardinal Health, Inc. 119,595 7,862,175 Caremark Rx, Inc. 691,103 39,164,807 DaVita, Inc. * 42,700 2,471,049 Humana, Inc. * (a) 316,600 20,924,094 Medco Health Solutions, Inc. * (a) 189,800 11,408,878 Quest Diagnostics, Inc. 215,122 13,156,861 UnitedHealth Group, Inc. 1,216,459 59,849,783 Wellpoint, Inc. * 405,272 31,226,208 -------------- 186,063,855 HOLDINGS COMPANIES/CONGLOMERATES - 3.93% General Electric Company 2,853,701 100,735,645 HOTELS & RESTAURANTS - 1.48% Marriott International, Inc., Class A 391,288 15,119,369 Wynn Resorts, Ltd. * (a) 337,427 22,948,410 -------------- 38,067,779 HOUSEHOLD PRODUCTS - 0.25% Fortune Brands, Inc. 84,138 6,319,605 The accompanying notes are an integral part of the financial statements. 39
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BLUE CHIP GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) INDUSTRIAL MACHINERY - 0.08% Deere & Company (a) 24,987 $ 2,096,659 INSURANCE - 3.69% Aetna, Inc. 447,748 17,708,434 American International Group, Inc. 661,274 43,816,015 Hartford Financial Services Group, Inc. 210,684 18,276,837 Prudential Financial, Inc. 195,100 14,876,375 -------------- 94,677,661 INTERNET RETAIL - 0.99% Amazon.com, Inc. * (a) 543,989 17,472,927 eBay, Inc. * 281,235 7,975,824 -------------- 25,448,751 INTERNET SERVICE PROVIDER - 2.98% Google, Inc., Class A * 122,866 49,379,845 Yahoo!, Inc. * 1,064,632 26,913,897 -------------- 76,293,742 INTERNET SOFTWARE - 0.67% Juniper Networks, Inc. * 996,521 17,219,883 LEISURE TIME - 0.97% International Game Technology, Inc. 600,002 24,900,083 MANUFACTURING - 4.06% Danaher Corp. 929,763 63,846,825 Honeywell International, Inc. 306,005 12,515,604 Illinois Tool Works, Inc. 416,974 18,722,133 Tyco International, Ltd. 325,200 9,102,348 -------------- 104,186,910 PETROLEUM SERVICES - 6.21% Baker Hughes, Inc. 389,159 26,540,644 Exxon Mobil Corp. 470,438 31,566,390 Schlumberger, Ltd. 850,192 52,737,410 Smith International, Inc. 904,272 35,085,754 Total SA, ADR 201,308 13,274,249 -------------- 159,204,447 PHARMACEUTICALS - 4.34% Allergan, Inc. (a) 92,000 10,360,120 Celgene Corp. * (a) 303,800 13,154,540 Gilead Sciences, Inc. * 487,881 33,517,425 Pfizer, Inc. 686,295 19,463,326 Roche Holdings AG 106,395 18,394,722 Sepracor, Inc. * (a) 338,412 16,392,677 -------------- 111,282,810 PUBLISHING - 0.04% McGraw-Hill Companies, Inc. 16,252 943,104 RAILROADS & EQUIPMENT - 0.36% Union Pacific Corp. 105,994 9,327,472 RETAIL TRADE - 6.31% Bed Bath & Beyond, Inc. * 47,000 1,798,220 Best Buy Company, Inc. 136,540 7,313,082 CVS Corp. 495,302 15,909,100 Home Depot, Inc. 698,048 25,318,201 BLUE CHIP GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) RETAIL TRADE (CONTINUED) Kohl's Corp. * (a) 664,430 $ 43,134,796 Target Corp. (a) 516,522 28,537,841 Wal-Mart Stores, Inc. 809,364 39,917,832 -------------- 161,929,072 SEMICONDUCTORS - 5.89% Analog Devices, Inc. 498,943 14,663,935 Applied Materials, Inc. 743,200 13,176,936 Intel Corp. 622,292 12,800,546 Linear Technology Corp. 522,690 16,266,113 Marvell Technology Group, Ltd. * (a) 1,292,210 25,030,108 Maxim Integrated Products, Inc. (a) 981,372 27,547,112 Texas Instruments, Inc. 622,118 20,685,423 Xilinx, Inc. 951,325 20,881,584 -------------- 151,051,757 SOFTWARE - 4.63% Adobe Systems, Inc. * 460,275 17,237,299 Intuit, Inc. * 285,722 9,168,819 Microsoft Corp. 2,379,740 65,038,294 Oracle Corp. * 1,544,662 27,402,304 -------------- 118,846,716 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 2.60% Corning, Inc. * 605,115 14,770,857 Ericsson LM, Series B 3,083,600 10,709,873 Nokia Oyj, SADR 1,041,628 20,509,655 QUALCOMM, Inc. 80,777 2,936,244 Telus Corp., Non Voting Shares 315,918 17,681,930 -------------- 66,608,559 TRAVEL SERVICES - 1.51% American Express Company 690,252 38,709,332 -------------- TOTAL COMMON STOCKS (Cost $2,190,658,491) $2,547,536,488 -------------- SHORT TERM INVESTMENTS - 4.59% State Street Navigator Securities Lending Prime Portfolio (c) $ 109,117,217 $ 109,117,217 T. Rowe Price Reserve Investment Fund (c) 8,772,663 8,772,663 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $117,889,880) $ 117,889,880 -------------- REPURCHASE AGREEMENTS - 0.08% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $2,035,670 on 10/02/2006, collateralized by $2,200,000 Federal National Mortgage Association, 5.70% due 03/27/2023 (valued at $2,078,676, including interest) (c) $ 2,035,000 $ 2,035,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $2,035,000) $ 2,035,000 -------------- The accompanying notes are an integral part of the financial statements. 40
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) [Download Table] TOTAL INVESTMENTS (BLUE CHIP GROWTH TRUST) (COST $2,310,583,371) - 104.00% $2,667,461,368 LIABILITIES IN EXCESS OF OTHER ASSETS - (4.00)% (102,649,644) -------------- TOTAL NET ASSETS - 100.00% $2,564,811,724 ============== BOND INDEX TRUST A [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- U.S. TREASURY OBLIGATIONS - 24.86% U.S. TREASURY BONDS - 7.57% 4.50% due 02/15/2036 $ 2,556,000 $ 2,449,167 7.875% due 02/15/2021 300,000 394,242 9.25% due 02/15/2016 900,000 1,211,344 11.25% due 02/15/2015 950,000 1,381,731 -------------- 5,436,484 U.S. TREASURY NOTES - 17.29% 3.125% due 04/15/2009 1,052,000 1,014,522 3.25% due 08/15/2007 2,030,000 2,000,502 3.375% due 09/15/2009 1,050,000 1,014,481 3.875% due 05/15/2010 1,568,000 1,531,066 4.75% due 11/15/2008 to 05/15/2014 2,911,000 2,920,372 4.875% due 08/15/2016 1,551,000 1,580,323 5.50% due 02/15/2008 2,340,000 2,362,211 -------------- 12,423,477 -------------- TOTAL U.S. TREASURY OBLIGATIONS (Cost $17,764,036) $ 17,859,961 -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS - 43.91% FEDERAL HOME LOAN BANK - 1.64% 3.875% due 01/15/2010 to 06/14/2013 1,225,000 1,177,932 FEDERAL HOME LOAN MORTGAGE CORP. - 4.21% 4.25% due 07/15/2009 800,000 785,541 5.75% due 04/15/2008 1,100,000 1,112,056 6.00% due 06/15/2011 950,000 992,763 6.25% due 07/15/2032 120,000 139,013 -------------- 3,029,373 FEDERAL NATIONAL MORTGAGE ASSOCIATION - 38.06% 4.375% due 10/15/2015 750,000 721,954 4.50% due 04/01/2021 2,225,001 2,145,561 5.00% due 06/01/2018 to 07/01/2036 7,429,094 7,191,884 5.50% due 08/01/2017 to 06/01/2036 8,829,996 8,722,046 6.00% due 05/01/2036 to 08/01/2036 3,370,002 3,385,475 6.125% due 03/15/2012 1,275,000 1,347,140 6.375% due 06/15/2009 1,200,000 1,243,526 6.50% due 07/01/2036 1,500,001 1,527,544 6.625% due 11/15/2030 100,000 120,075 7.125% due 06/15/2010 750,000 805,809 7.25% due 05/15/2030 100,000 128,438 -------------- 27,339,452 -------------- TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS (Cost $31,317,740) $ 31,546,757 -------------- FOREIGN GOVERNMENT OBLIGATIONS - 1.07% CANADA - 0.49% Government of Canada 5.25% due 11/05/2008 150,000 151,306 BOND INDEX TRUST A (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- FOREIGN GOVERNMENT OBLIGATIONS (CONTINUED) CANADA (CONTINUED) Province of Quebec Canada (continued) 5.75% due 02/15/2009 $ 200,000 $ 203,341 -------------- 354,647 ITALY - 0.34% Italy Government International Bond 4.50% due 01/21/2015 250,000 241,529 MEXICO - 0.24% Government of Mexico 9.875% due 02/01/2010 150,000 171,150 -------------- TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $759,724) $ 767,326 -------------- CORPORATE BONDS - 21.34% AEROSPACE - 0.45% Northrop Grumman Corp. 7.75% due 03/01/2016 150,000 174,773 Raytheon Company 6.75% due 08/15/2007 150,000 151,624 -------------- 326,397 AGRICULTURE - 0.24% Archer-Daniels-Midland Co 7.00% due 02/01/2031 150,000 173,727 AUTOMOBILES - 0.29% DaimlerChrysler North America Holding 7.20% due 09/01/2009 200,000 208,390 BANKING - 3.10% BAC Capital Trust XI 6.625% due 05/23/2036 150,000 158,246 Bank of America Corp. 7.80% due 02/15/2010 200,000 215,928 Bank One Corp. 7.875% due 08/01/2010 250,000 272,567 KfW International Finance, Inc. 3.25% due 03/30/2009 150,000 144,164 Lehman Brothers Holdings, Inc., Series MTN 5.75% due 04/25/2011 200,000 202,263 Royal Bank of Scotland Group PLC 5.00% due 11/12/2013 300,000 293,587 US Bank NA, Series BKNT 6.375% due 08/01/2011 200,000 209,908 Wachovia Corp. 5.625% due 12/15/2008 200,000 201,691 Wells Fargo Bank NA 6.45% due 02/01/2011 500,000 525,083 -------------- 2,223,437 BUILDING MATERIALS & CONSTRUCTION - 0.17% CRH America, Inc. 6.00% due 09/30/2016 120,000 120,168 CABLE AND TELEVISION - 0.85% Comcast Corp. 5.90% due 03/15/2016 200,000 200,092 The accompanying notes are an integral part of the financial statements. 41
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BOND INDEX TRUST A (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) CABLE AND TELEVISION (CONTINUED) Cox Communications, Inc. 4.625% due 01/15/2010 $ 200,000 $ 194,542 Time Warner, Inc. 7.25% due 10/15/2017 200,000 215,879 -------------- 610,513 CHEMICALS - 0.30% EI Du Pont de Nemours & Company 6.50% due 01/15/2028 200,000 217,223 COMPUTERS & BUSINESS EQUIPMENT - 0.48% Cisco Systems, Inc. 5.25% due 02/22/2011 150,000 150,631 International Business Machines Corp. 4.25% due 09/15/2009 200,000 195,735 -------------- 346,366 DOMESTIC OIL - 0.50% ChevronTexaco Capital Company 3.50% due 09/17/2007 150,000 147,670 Devon Financing Corp., ULC 6.875% due 09/30/2011 200,000 212,840 -------------- 360,510 ELECTRICAL UTILITIES - 1.08% Constellation Energy Group Inc. 7.60% due 04/01/2032 115,000 135,391 Duke Energy Corp. 5.625% due 11/30/2012 200,000 202,847 FirstEnergy Corp. 7.375% due 11/15/2031 250,000 289,037 Ontario Electricity Financial Corp. 6.10% due 01/30/2008 150,000 151,715 -------------- 778,990 FINANCIAL SERVICES - 4.35% American Express Company 4.875% due 07/15/2013 250,000 243,669 Bear Stearns Companies, Inc. 5.70% due 11/15/2014 250,000 253,584 Capital One Financial Corp, Series MTN 5.70% due 09/15/2011 250,000 251,761 CIT Group, Inc. 4.00% due 05/08/2008 150,000 147,171 Citigroup, Inc. 5.00% due 09/15/2014 500,000 487,138 Countrywide Home Loans, Inc., Series MTNH 6.25% due 04/15/2009 150,000 153,445 General Electric Capital Corp. 6.125% due 02/22/2011 150,000 155,628 Household Finance Corp. 6.375% due 11/27/2012 100,000 104,910 HSBC Finance Corp. 8.00% due 07/15/2010 150,000 163,871 International Lease Finance Corp., Series MTN 5.45% due 03/24/2011 200,000 201,237 Merrill Lynch & Company, Inc. 6.875% due 11/15/2018 200,000 222,590 BOND INDEX TRUST A (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) FINANCIAL SERVICES (CONTINUED) Morgan Stanley 6.75% due 04/15/2011 $ 250,000 $ 264,309 National Rural Utilities Cooperative Finance Corp. 5.75% due 08/28/2009 250,000 254,073 Residential Capital Corp. 6.00% due 02/22/2011 125,000 124,848 SLM Corp., Series A 5.00% due 04/15/2015 100,000 96,355 -------------- 3,124,589 FOOD & BEVERAGES - 0.64% Kraft Foods, Inc. 5.25% due 10/01/2013 250,000 247,122 Unilever Capital Corp. 7.125% due 11/01/2010 200,000 213,654 -------------- 460,776 FOREST PRODUCTS - 0.21% Weyerhaeuser Company 6.125% due 03/15/2007 150,000 150,167 GAS & PIPELINE UTILITIES - 0.28% TransCanada Pipelines, Ltd. 5.85% due 03/15/2036 200,000 198,714 HOLDINGS COMPANIES/CONGLOMERATES - 0.34% General Electric Company 5.00% due 02/01/2013 250,000 247,175 INDUSTRIAL MACHINERY - 0.64% Caterpillar, Inc. 7.25% due 09/15/2009 200,000 211,751 John Deere Capital Corp. 5.10% due 01/15/2013 250,000 247,157 -------------- 458,908 INSURANCE - 1.12% Allstate Corp. 7.20% due 12/01/2009 400,000 423,937 Marsh & McLennan Companies, Inc. 4.85% due 02/15/2013 200,000 189,267 MetLife, Inc. 5.70% due 06/15/2035 200,000 194,342 -------------- 807,546 INTERNATIONAL OIL - 0.23% Pemex Project Funding Master Trust 7.375% due 12/15/2014 150,000 162,150 LEISURE TIME - 0.35% Walt Disney Co, Series MTN 5.625% due 09/15/2016 250,000 251,786 LIQUOR - 0.46% Anheuser Busch Company, Inc. 9.00% due 12/01/2009 300,000 333,478 MANUFACTURING - 0.30% Honeywell International, Inc. 7.50% due 03/01/2010 200,000 214,484 The accompanying notes are an integral part of the financial statements. 42
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BOND INDEX TRUST A (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) METAL & METAL PRODUCTS - 0.22% Alcoa, Inc. 7.375% due 08/01/2010 $ 150,000 $ 161,045 PETROLEUM SERVICES - 0.50% Anadarko Petroleum Corp. 3.25% due 05/01/2008 150,000 144,993 Weatherford International, Ltd. 5.50% due 02/15/2016 215,000 211,744 -------------- 356,737 PHARMACEUTICALS - 0.28% Bristol-Myers Squibb Company 5.75% due 10/01/2011 200,000 203,727 RAILROADS & EQUIPMENT - 0.37% Canadian National Railway Company 6.375% due 10/15/2011 150,000 157,177 Norfolk Southern Corp. 7.35% due 05/15/2007 105,000 106,151 -------------- 263,328 REAL ESTATE - 0.76% EOP Operating, LP 7.00% due 07/15/2011 150,000 158,784 Realty Income Corp. 5.95% due 09/15/2016 135,000 136,612 Simon Property Group, LP 6.375% due 11/15/2007 150,000 151,296 Vornado Realty, LP 5.60% due 02/15/2011 100,000 99,978 -------------- 546,670 RETAIL - 0.43% Wal-Mart Stores, Inc. 7.55% due 02/15/2030 250,000 307,085 RETAIL TRADE - 0.30% Federated Department Stores, Inc. 6.625% due 04/01/2011 100,000 103,540 Target Corp. 7.50% due 08/15/2010 100,000 108,104 -------------- 211,644 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 1.08% Deutsche Telekom International Finance BV 8.25% due 06/15/2030 (b) 250,000 305,423 SBC Communications, Inc. 5.625% due 06/15/2016 200,000 197,806 Verizon Global Funding Corp. 7.375% due 09/01/2012 250,000 273,448 -------------- 776,677 TELEPHONE - 1.02% BellSouth Corp. 4.20% due 09/15/2009 200,000 193,974 British Telecommunications PLC 8.58% due 12/15/2030 (b) 250,000 333,518 BOND INDEX TRUST A (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) TELEPHONE (CONTINUED) Sprint Capital Corp. 6.875% due 11/15/2028 $ 200,000 $ 202,692 -------------- 730,184 -------------- TOTAL CORPORATE BONDS (Cost $15,280,151) $ 15,332,591 -------------- COLLATERALIZED MORTGAGE OBLIGATIONS - 4.17% Banc of America Commercial Mortgage, Inc., Series 2006-1, Class AM 5.421% due 09/10/2045 (b) 200,000 200,048 Bear Stearns Commercial Mortgage Securities, Series 2006-PW11, Class AM 5.6252% due 03/11/2039 (b) 200,000 200,906 Citigroup Commercial Mortgage Trust, Series 2006-C4, Class A1 5.9111% due 03/15/2049 (b) 585,665 595,691 Citigroup/Deutsche Bank Commercial Mortgage, Series 2006-CD2, Class AM 5.5915% due 01/15/2046 (b) 200,000 201,275 Countrywide Home Loan Trust, Series 2005-HYB6, Class 1A1 5.0512% due 10/20/2035 (b) 85,280 84,900 GS Mortgage Securities Corp. II, Series 2006-GG6, Class AM 5.622% due 04/10/2038 (b) 200,000 203,330 JP Morgan Chase Commercial Mortgage Securities Corp, Series 2006-LDP8, Class A3B 5.447% due 05/15/2045 (b) 205,000 206,015 Lehman Brothers Holdings, Inc., Series 2006- C6, Class AJ 1.00% due 09/15/2039 (c) 205,000 206,011 Merrill Lynch/Countrywide Commercial Mortgage Trust, Series 2006-2, Class A1 5.773% due 06/12/2046 (b) 388,320 393,413 Wachovia Bank Commercial Mortgage Trust, Series 2006-C24, Class A2 5.506% due 03/15/2045 250,000 252,674 Wachovia Bank Commercial Mortgage Trust, Series 2006-C27, Class A1 5.405% due 07/15/2045 446,176 447,550 -------------- TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $2,973,824) $ 2,991,813 -------------- ASSET BACKED SECURITIES - 0.63% Credit-Based Asset Servicing and Securitization, Series 2006-CB2, Class AF2 5.501% due 12/25/2036 250,000 249,492 Renaissance Home Equity Loan Trust, Series 2006-1, Class AF2 5.533% due 05/25/2036 100,000 99,781 Renaissance Home Equity Loan Trust, Series 2006-1, Class AF3 5.608% due 05/25/2036 100,000 100,188 -------------- TOTAL ASSET BACKED SECURITIES (Cost $449,990) $ 449,461 -------------- The accompanying notes are an integral part of the financial statements. 43
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BOND INDEX TRUST A (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- REPURCHASE AGREEMENTS - 2.97% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $2,136,703 on 10/02/2006, collateralized by $2,190,000 Federal National Mortgage Association, 5.40% due 06/15/2015 (valued at $2,179,050, including interest) (c) $ 2,136,000 $ 2,136,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $2,136,000) $ 2,136,000 -------------- TOTAL INVESTMENTS (BOND INDEX TRUST A) (COST $70,681,465) - 98.95% $ 71,083,909 OTHER ASSETS IN EXCESS OF LIABILITIES - 1.05% 753,575 -------------- TOTAL NET ASSETS - 100.00% $ 71,837,484 ============== BOND INDEX TRUST B [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE -------------- -------------- U.S. TREASURY OBLIGATIONS - 21.40% U.S. TREASURY BONDS - 13.81% 4.50% due 02/15/2036 (a) $ 1,073,000 $ 1,028,152 5.50% due 08/15/2028 (a) 270,000 294,216 6.125% due 11/15/2027 to 08/15/2029 (a) 970,000 1,138,669 6.25% due 05/15/2030 (a) 1,300,000 1,562,336 6.625% due 02/15/2027 (a) 295,000 362,758 6.75% due 08/15/2026 775,000 962,090 7.50% due 11/15/2016 (a) 2,200,000 2,695,000 7.875% due 02/15/2021 (a) 900,000 1,182,727 8.75% due 08/15/2020 (a) 1,400,000 1,953,766 8.875% due 08/15/2017 (a) 1,550,000 2,094,075 9.25% due 02/15/2016 (a) 1,800,000 2,422,688 10.375% due 11/15/2012 (a) 3,300,000 3,494,647 11.25% due 02/15/2015 (a) 260,000 378,158 11.75% due 11/15/2014 (a) 465,000 559,889 12.00% due 08/15/2013 (a) 1,000,000 1,129,414 13.25% due 05/15/2014 (a) 1,200,000 1,452,327 -------------- 22,710,912 U.S. TREASURY NOTES - 7.59% 3.375% due 09/15/2009 (a) 1,400,000 1,352,641 3.875% due 05/15/2010 (a) 2,050,000 2,001,712 4.75% due 05/15/2014 (a) 1,230,000 1,240,426 4.875% due 08/15/2016 (a) 3,998,000 4,073,586 5.00% due 02/15/2011 to 08/15/2011 (a) 2,485,000 2,531,137 6.00% due 08/15/2009 (a) 1,250,000 1,295,654 -------------- 12,495,156 -------------- TOTAL U.S. TREASURY OBLIGATIONS (Cost $35,988,151) $ 35,206,068 -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS - 46.52% FEDERAL HOME LOAN BANK - 1.67% 3.875% due 01/15/2010 to 06/14/2013 2,650,000 2,516,644 BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS (CONTINUED) FEDERAL HOME LOAN BANK (CONTINUED) 5.80% due 09/02/2008 $ 225,000 $ 227,742 -------------- 2,744,386 FEDERAL HOME LOAN MORTGAGE CORP. - 7.11% 4.00% due 05/01/2009 87,854 86,126 4.25% due 07/15/2009 650,000 638,252 4.50% due 05/01/2024 to 10/01/2033 634,195 597,452 5.00% due 11/01/2007 to 04/01/2024 599,314 585,440 5.50% due 02/01/2023 324,534 323,316 5.75% due 04/15/2008 to 01/15/2012 3,700,000 3,772,832 6.00% due 01/01/2009 to 06/01/2022 1,129,511 1,176,091 6.25% due 07/15/2032 450,000 521,297 6.50% due 11/01/2015 to 06/01/2021 266,613 272,925 6.625% due 09/15/2009 720,000 752,730 7.00% due 02/01/2016 to 04/01/2032 277,972 286,338 7.10% due 04/10/2007 2,500,000 2,522,790 7.50% due 02/01/2016 to 03/01/2032 91,233 94,539 8.00% due 02/01/2030 13,921 14,650 8.50% due 10/01/2031 43,242 46,353 -------------- 11,691,131 FEDERAL NATIONAL MORTGAGE ASSOCIATION - 34.28% 4.00% due 11/01/2010 to 08/01/2020 1,759,178 1,666,757 4.50% due 12/01/2020 to 06/01/2034 5,650,010 5,429,510 5.00% due 01/15/2007 to 12/01/2034 13,499,745 13,111,456 5.50% due 01/01/2009 to 09/01/2036 18,003,510 17,791,828 6.00% due 10/01/2013 to 05/01/2035 5,094,498 5,134,315 6.125% due 03/15/2012 2,300,000 2,430,134 6.25% due 05/15/2029 415,000 474,111 6.375% due 06/15/2009 800,000 829,018 6.50% due 02/01/2015 to 02/01/2036 3,883,203 3,956,473 6.625% due 09/15/2009 to 11/15/2030 2,130,000 2,287,720 7.00% due 12/01/2012 to 10/01/2032 765,288 786,209 7.125% due 06/15/2010 to 01/15/2030 1,509,000 1,661,099 7.25% due 05/15/2030 450,000 577,971 7.50% due 10/01/2015 to 08/01/2031 165,471 171,370 8.00% due 08/01/2030 to 09/01/2031 67,064 70,732 8.50% due 09/01/2030 11,857 12,744 -------------- 56,391,447 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION - 3.15% 4.50% due 05/15/2019 to 08/15/2033 200,018 190,929 5.00% due 05/15/2018 to 06/15/2034 995,830 970,982 5.50% due 11/15/2032 to 11/15/2034 1,860,048 1,849,390 6.00% due 04/15/2017 to 07/15/2034 1,095,613 1,110,850 6.50% due 01/15/2016 to 01/15/2033 612,203 628,759 7.00% due 08/15/2029 to 05/15/2032 305,629 315,688 7.50% due 08/15/2029 to 06/15/2032 88,416 92,040 8.00% due 04/15/2031 to 07/15/2031 21,653 22,948 8.50% due 09/15/2030 6,935 7,442 9.00% due 01/15/2031 4,092 4,435 -------------- 5,193,463 The accompanying notes are an integral part of the financial statements. 44
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS (CONTINUED) TENNESSEE VALLEY AUTHORITY - 0.19% 6.75% due 11/01/2025 $ 260,000 $ 309,927 THE FINANCING CORP. - 0.12% 8.60% due 09/26/2019 150,000 198,901 -------------- TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS (Cost $76,420,410) $ 76,529,255 -------------- FOREIGN GOVERNMENT OBLIGATIONS - 2.26% CANADA - 0.51% Government of Canada 5.25% due 11/05/2008 (a) 125,000 126,088 Province of Manitoba Canada, Series BU 9.625% due 12/01/2018 300,000 414,737 Province of Quebec Canada, Series NN 7.125% due 02/09/2024 150,000 179,343 7.50% due 07/15/2023 100,000 123,402 -------------- 843,570 GREECE - 0.25% Republic of Greece 6.95% due 03/04/2008 405,000 415,721 ITALY - 0.33% Republic of Italy 6.875% due 09/27/2023 460,000 536,714 MALAYSIA - 0.03% Government of Malaysia 8.75% due 06/01/2009 50,000 54,195 MEXICO - 0.67% Government of Mexico 9.875% due 02/01/2010 970,000 1,106,770 NEW ZEALAND - 0.08% Government of New Zealand 8.75% due 12/15/2006 120,000 120,848 SOUTH KOREA - 0.39% Republic of Korea 8.875% due 04/15/2008 600,000 635,479 -------------- TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $3,562,659) $ 3,713,297 -------------- CORPORATE BONDS - 21.34% AEROSPACE - 0.41% Boeing Company 8.75% due 09/15/2031 90,000 126,456 Northrop Grumman Corp. 7.75% due 03/01/2016 75,000 87,387 Raytheon Company 6.75% due 08/15/2007 200,000 202,165 United Technologies Corp. 6.10% due 05/15/2012 (a) 180,000 188,089 8.875% due 11/15/2019 50,000 65,104 -------------- 669,201 BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) AGRICULTURE - 0.27% Archer-Daniels-Midland Co 7.00% due 02/01/2031 $ 385,000 $ 445,898 ALUMINUM - 0.12% Alcan Aluminum, Ltd. 6.125% due 12/15/2033 200,000 199,584 AUTOMOBILES - 0.45% DaimlerChrysler North America Holding 7.20% due 09/01/2009 650,000 677,268 Toyota Motor Credit Corp. 5.50% due 12/15/2008 60,000 60,374 -------------- 737,642 BANKING - 2.76% Bank of America Corp. 7.80% due 02/15/2010 350,000 377,874 Bank One Corp. 7.875% due 08/01/2010 300,000 327,080 KfW International Finance, Inc. 3.25% due 03/30/2009 500,000 480,546 Nationsbank Corp. 7.75% due 08/15/2015 400,000 462,848 Royal Bank of Scotland Group PLC 5.00% due 11/12/2013 300,000 293,587 6.40% due 04/01/2009 150,000 155,432 SMBC International Finance NV 8.50% due 06/15/2009 100,000 107,625 US Bank NA, Series BKNT 6.375% due 08/01/2011 325,000 341,101 Wachovia Corp. 4.95% due 11/01/2006 1,350,000 1,349,316 5.625% due 12/15/2008 75,000 75,634 Wells Fargo Bank NA 6.45% due 02/01/2011 550,000 577,591 -------------- 4,548,634 BROADCASTING - 0.53% Clear Channel Communications, Inc. 7.65% due 09/15/2010 400,000 421,740 News America Holdings 7.70% due 10/30/2025 100,000 110,605 8.00% due 10/17/2016 (a) 250,000 288,303 Viacom, Inc. 7.875% due 07/30/2030 50,000 54,598 -------------- 875,246 BUSINESS SERVICES - 0.25% First Data Corp. 5.625% due 11/01/2011 400,000 408,048 CABLE AND TELEVISION - 0.52% Comcast Cable Communications 8.875% due 05/01/2017 75,000 90,628 Tele-Communications-TCI Group 7.125% due 02/15/2028 70,000 73,478 Time Warner Entertainment Company, LP 8.375% due 07/15/2033 200,000 235,879 Time Warner, Inc. 7.25% due 10/15/2017 350,000 377,789 The accompanying notes are an integral part of the financial statements. 45
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) CABLE AND TELEVISION (CONTINUED) Time Warner, Inc. (continued) 7.625% due 04/15/2031 $ 75,000 $ 82,850 -------------- 860,624 CELLULAR COMMUNICATIONS - 0.52% AT&T Wireless Services, Inc. 7.875% due 03/01/2011 300,000 328,528 Vodafone Group PLC 7.75% due 02/15/2010 500,000 536,147 -------------- 864,675 CHEMICALS - 0.13% Eastman Chemical Company 7.60% due 02/01/2027 50,000 54,832 EI Du Pont de Nemours & Company 6.50% due 01/15/2028 (a) 150,000 162,917 -------------- 217,749 COMPUTERS & BUSINESS EQUIPMENT - 0.43% International Business Machines Corp. 4.25% due 09/15/2009 600,000 587,204 7.00% due 10/30/2025 100,000 114,486 -------------- 701,690 COSMETICS & TOILETRIES - 0.07% Procter & Gamble Company 6.45% due 01/15/2026 100,000 110,688 DOMESTIC OIL - 0.78% Anadarko Finance Company, Series B 6.75% due 05/01/2011 200,000 210,145 ChevronTexaco Capital Company 3.50% due 09/17/2007 600,000 590,680 ConocoPhillips 6.65% due 07/15/2018 50,000 55,023 Devon Financing Corp., ULC 6.875% due 09/30/2011 400,000 425,680 -------------- 1,281,528 DRUGS & HEALTH CARE - 0.06% Eli Lilly & Company 7.125% due 06/01/2025 80,000 93,800 ELECTRICAL UTILITIES - 1.72% Alabama Power Company 5.70% due 02/15/2033 (a) 80,000 79,820 Alabama Power Company, Series Q 5.50% due 10/15/2017 100,000 100,548 Cincinnati Gas & Electric Company 5.70% due 09/15/2012 300,000 302,257 Constellation Energy Group, Inc. 7.00% due 04/01/2012 240,000 256,876 Dominion Resources, Inc. 8.125% due 06/15/2010 200,000 217,679 Duke Energy Corp. 5.625% due 11/30/2012 400,000 405,694 FirstEnergy Corp. 7.375% due 11/15/2031 246,000 284,412 Hydro Quebec, Series HY 8.40% due 01/15/2022 100,000 131,229 BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) ELECTRICAL UTILITIES (CONTINUED) Oncor Electric Delivery Company 6.375% due 05/01/2012 $ 400,000 $ 412,738 Ontario Electricity Financial Corp. 6.10% due 01/30/2008 100,000 101,143 Progress Energy, Inc. 7.10% due 03/01/2011 500,000 535,971 -------------- 2,828,367 ENERGY - 0.65% MidAmerican Energy Holdings Company 8.48% due 09/15/2028 60,000 76,318 Niagara Mohawk Power Corp., Series G 7.75% due 10/01/2008 200,000 208,766 Norsk Hydro ASA 7.25% due 09/23/2027 75,000 87,429 Occidental Petroleum Corp. 6.75% due 01/15/2012 265,000 283,201 Sempra Energy 6.00% due 02/01/2013 400,000 409,818 -------------- 1,065,532 FINANCIAL SERVICES - 4.26% American Express Company 4.875% due 07/15/2013 150,000 146,202 Bear Stearns Companies, Inc. 5.70% due 11/15/2014 240,000 243,441 CIT Group, Inc. 6.00% due 04/01/2036 175,000 170,400 Citicorp Capital II 8.015% due 02/15/2027 100,000 104,564 Citigroup, Inc. 5.00% due 09/15/2014 472,000 459,858 5.875% due 02/22/2033 190,000 189,354 6.625% due 01/15/2028 100,000 109,976 Countrywide Home Loans, Inc., Series MTNH 6.25% due 04/15/2009 250,000 255,741 Countrywide Home Loans, Inc., Series MTNK 5.50% due 02/01/2007 200,000 200,016 Credit Suisse First Boston USA, Inc. 6.50% due 01/15/2012 400,000 421,407 FleetBoston Financial Corp. 6.70% due 07/15/2028 75,000 83,101 7.375% due 12/01/2009 100,000 106,458 General Electric Capital Corp. 6.125% due 02/22/2011 1,150,000 1,193,148 Goldman Sachs Capital, Inc. 6.345% due 02/15/2034 160,000 158,981 HSBC Finance Corp. 5.875% due 02/01/2009 280,000 284,628 8.00% due 07/15/2010 350,000 382,366 HSBC Holdings PLC 7.50% due 07/15/2009 150,000 159,155 JPMorgan Chase & Company 7.125% due 02/01/2007 225,000 226,184 MBNA Corp. 5.00% due 06/15/2015 250,000 243,112 The accompanying notes are an integral part of the financial statements. 46
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) FINANCIAL SERVICES (CONTINUED) Merrill Lynch & Company, Inc. 5.45% due 07/15/2014 $ 170,000 $ 170,247 6.875% due 11/15/2018 120,000 133,554 Morgan Stanley 6.75% due 04/15/2011 250,000 264,309 National Rural Utilities Cooperative Finance Corp. 5.75% due 08/28/2009 700,000 711,403 The Goldman Sachs Group, Inc. 7.35% due 10/01/2009 500,000 529,969 Washington Mutual Capital I 8.375% due 06/01/2027 60,000 63,270 -------------- 7,010,844 FOOD & BEVERAGES - 1.04% Coca-Cola Enterprises, Inc. 8.50% due 02/01/2022 100,000 127,812 ConAgra Foods, Inc. 7.875% due 09/15/2010 167,000 181,629 9.75% due 03/01/2021 75,000 96,907 General Mills, Inc. 6.00% due 02/15/2012 250,000 257,443 Kraft Foods, Inc. 4.625% due 11/01/2006 300,000 299,786 5.25% due 10/01/2013 325,000 321,259 Pepsi Bottling Group, Inc., Series B 7.00% due 03/01/2029 100,000 115,074 Sara Lee Corp. 6.25% due 09/15/2011 100,000 102,435 Unilever Capital Corp. 7.125% due 11/01/2010 200,000 213,654 -------------- 1,715,999 FOREST PRODUCTS - 0.13% Weyerhaeuser Company 6.125% due 03/15/2007 76,000 76,085 7.125% due 07/15/2023 130,000 130,644 -------------- 206,729 INDUSTRIAL MACHINERY - 0.17% Caterpillar, Inc. 5.30% due 09/15/2035 62,000 58,669 John Deere Capital Corp. 5.10% due 01/15/2013 170,000 168,067 6.00% due 02/15/2009 (a) 60,000 61,004 -------------- 287,740 INSURANCE - 0.48% Allstate Corp. 7.20% due 12/01/2009 170,000 180,173 AXA SA 8.60% due 12/15/2030 120,000 153,203 Hartford Life, Inc. 7.65% due 06/15/2027 50,000 60,560 Marsh & McLennan Companies, Inc. 4.85% due 02/15/2013 240,000 227,120 Torchmark Corp. 8.25% due 08/15/2009 100,000 107,560 BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) INSURANCE (CONTINUED) Travelers Property Casualty Corp. 7.75% due 04/15/2026 $ 50,000 $ 59,149 -------------- 787,765 INTERNATIONAL OIL - 0.17% Pemex Project Funding Master Trust 7.375% due 12/15/2014 260,000 281,060 LIQUOR - 0.32% Anheuser Busch Company, Inc. 9.00% due 12/01/2009 470,000 522,449 MANUFACTURING - 0.27% Honeywell International, Inc. 7.50% due 03/01/2010 75,000 80,432 Tyco International Group SA 6.00% due 11/15/2013 350,000 362,190 -------------- 442,622 METAL & METAL PRODUCTS - 0.13% Alcoa, Inc. 7.375% due 08/01/2010 200,000 214,726 PAPER - 0.25% International Paper Company 6.75% due 09/01/2011 250,000 265,471 MeadWestvaco Corp. 6.85% due 04/01/2012 100,000 104,449 Westvaco Corp. 7.10% due 11/15/2009 35,000 36,898 -------------- 406,818 PETROLEUM SERVICES - 0.09% Tosco Corp. 8.125% due 02/15/2030 110,000 142,319 PHARMACEUTICALS - 0.46% Bristol-Myers Squibb Company 5.75% due 10/01/2011 300,000 305,590 Schering Plough Corp. 5.55% due 12/01/2013 250,000 250,814 Wyeth 5.50% due 03/15/2013 (b) 200,000 200,921 -------------- 757,325 RAILROADS & EQUIPMENT - 0.85% Canadian National Railway Company 6.375% due 10/15/2011 300,000 314,354 CSX Corp. 7.45% due 05/01/2007 125,000 126,389 Norfolk Southern Corp. 7.35% due 05/15/2007 855,000 864,371 Union Pacific Corp. 6.625% due 02/01/2029 85,000 92,884 -------------- 1,397,998 REAL ESTATE - 0.68% EOP Operating, LP 6.80% due 01/15/2009 150,000 154,502 7.00% due 07/15/2011 250,000 264,639 The accompanying notes are an integral part of the financial statements. 47
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) REAL ESTATE (CONTINUED) Simon Property Group, LP 6.375% due 11/15/2007 $ 700,000 $ 706,049 -------------- 1,125,190 RETAIL - 0.15% Wal-Mart Stores, Inc. 6.75% due 10/15/2023 100,000 111,695 7.55% due 02/15/2030 110,000 135,117 -------------- 246,812 RETAIL GROCERY - 0.10% The Kroger Company 8.05% due 02/01/2010 150,000 161,473 RETAIL TRADE - 0.37% Federated Department Stores, Inc. 6.625% due 04/01/2011 200,000 207,079 Kellogg Company, Series B 7.45% due 04/01/2031 (a) 100,000 120,687 Safeway, Inc. 5.80% due 08/15/2012 150,000 150,164 Target Corp. 6.75% due 01/01/2028 25,000 28,065 7.50% due 08/15/2010 100,000 108,105 -------------- 614,100 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 0.85% Deutsche Telekom International Finance BV 8.25% due 06/15/2030 (b) 546,000 667,043 France Telecom SA 8.50% due 03/01/2031 (b) 100,000 130,474 Verizon Global Funding Corp. 4.375% due 06/01/2013 (a) 370,000 346,970 7.25% due 12/01/2010 230,000 246,705 -------------- 1,391,192 TELEPHONE - 0.83% Ameritech Capital Funding 6.875% due 10/15/2027 60,000 61,515 BellSouth Corp. 6.875% due 10/15/2031 200,000 208,293 British Telecommunications PLC zero coupon, Step up to 8.625% on 12/15/2006 due 12/15/2010 (b) 200,000 224,129 8.58% due 12/15/2030 (b) 130,000 173,429 GTE Corp. 6.94% due 04/15/2028 100,000 103,571 Sprint Capital Corp. 6.875% due 11/15/2028 150,000 152,019 7.625% due 01/30/2011 300,000 323,013 Telefonica Europe BV 8.25% due 09/15/2030 100,000 119,086 -------------- 1,365,055 BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) UTILITY SERVICE - 0.07% United Utilities PLC 6.875% due 08/15/2028 $ 100,000 $ 109,459 -------------- TOTAL CORPORATE BONDS (Cost $34,555,048) $ 35,096,581 -------------- COLLATERALIZED MORTGAGE OBLIGATIONS - 5.14% Bear Stearns Commercial Mortgage Securities, Series 2004-PWR3, Class A4 4.715% due 02/11/2041 500,000 482,731 Chase Commercial Mortgage Securities Corp., Series 1997-2, Class A2 6.60% due 12/19/2029 228,299 229,971 Chase Commercial Mortgage Securities Corp., Series 2000-2, Class A2 7.631% due 07/15/2032 300,000 323,981 Citigroup Commercial Mortgage Trust, Series 2006-C4, Class A1 5.9111% due 03/15/2049 (b) 585,665 595,690 GE Capital Commercial Mortgage Corp., Series 2001-2, Class A4 6.29% due 08/11/2033 550,000 573,642 GMAC Commercial Mortgage Securities, Inc., Series 1998-C1, Class A2 6.70% due 05/15/2030 625,690 635,471 JPMorgan Chase Commercial Mortgage Securities Corp., Series 2004-CB8, Class A4 4.404% due 01/12/2039 400,000 377,467 LB Commercial Conduit Mortgage Trust, Series 1999-C2, Class A2 7.325% due 10/15/2032 400,000 419,627 LB-UBS Commercial Mortgage Trust, Series 2000-C5, Class A1 6.41% due 12/15/2019 474,884 478,702 Merrill Lynch Mortgage Trust, Series 2006-C1, Class AM 5.8441% due 05/12/2039 (b) 800,000 821,008 Merrill Lynch/Countrywide Commercial Mortgage Trust, Series 2006-2, Class A1 5.773% due 06/12/2046 (b) 776,639 786,826 Prudential Commercial Mortgage Trust, Series 2003-PWR1, Class A2 4.493% due 02/11/2036 450,000 431,647 Salomon Brothers Mortgage Securities VII, Series 2000-C1, Class A2 7.52% due 12/18/2009 300,000 318,325 Salomon Brothers Mortgage Securities VII, Series 2000-C3, Class A2 6.592% due 12/18/2033 500,000 522,392 Wachovia Bank Commercial Mortgage Trust, Series 2004-C11, Class A5 5.215% due 01/15/2041 500,000 496,098 Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR16, Class 2A1 4.9457% due 10/25/2035 (b) 963,893 959,915 -------------- TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $8,635,514) $ 8,453,493 ============== The accompanying notes are an integral part of the financial statements. 48
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) BOND INDEX TRUST B (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- ASSET BACKED SECURITIES - 1.12% Detroit Edison Securitization Funding, LLC, Series 2001-1, Class A6 6.62% due 03/01/2016 $ 250,000 $ 272,884 Massachusetts RRB Special Purpose Trust, Series 1999-1, Class A5 7.03% due 03/15/2012 150,000 156,786 MBNA Credit Card Master Note Trust, Series 2002-A1, Class A1 4.95% due 06/15/2009 1,000,000 999,506 MBNA Master Credit Card Trust USA, Series 2000-L, Class A 6.50% due 04/15/2010 400,000 406,195 -------------- TOTAL ASSET BACKED SECURITIES (Cost $1,885,240) $ 1,835,371 -------------- SUPRANATIONAL OBLIGATIONS - 0.80% SUPRANATIONAL - 0.80% African Development Bank 6.875% due 10/15/2015 35,000 38,828 Asian Development Bank 5.593% due 07/16/2018 250,000 258,264 European Investment Bank 4.625% due 03/01/2007 800,000 798,103 Inter-American Development Bank 8.50% due 03/15/2011 200,000 226,984 -------------- 1,322,179 -------------- TOTAL SUPRANATIONAL OBLIGATIONS (Cost $1,331,394) $ 1,322,179 -------------- SHORT TERM INVESTMENTS - 19.26% State Street Navigator Securities Lending Prime Portfolio (c) $ 31,682,251 $ 31,682,251 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $31,682,251) $ 31,682,251 -------------- REPURCHASE AGREEMENTS - 0.37% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $615,202 on 10/02/2006, collateralized by $615,000 Federal Home Loan Mortgage Corp., 5.75% due 05/23/2011 (valued at $631,913, including interest) (c) $ 615,000 $ 615,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $615,000) $ 615,000 -------------- TOTAL INVESTMENTS (BOND INDEX TRUST B) (COST $194,675,667) - 118.21% $ 194,453,495 LIABILITIES IN EXCESS OF OTHER ASSETS - (18.21)% (29,956,194) -------------- TOTAL NET ASSETS - 100.00% $ 164,497,301 ============== CAPITAL APPRECIATION TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 99.70% AEROSPACE - 3.89% Boeing Company 235,900 $ 18,600,715 United Technologies Corp. 285,000 18,054,750 -------------- 36,655,465 AGRICULTURE - 0.32% Monsanto Company 63,800 2,999,238 AMUSEMENT & THEME PARKS - 2.33% Walt Disney Company 710,900 21,973,919 APPAREL & TEXTILES - 3.08% Coach, Inc. * 497,644 17,118,954 NIKE, Inc., Class B 136,154 11,929,813 -------------- 29,048,767 BIOTECHNOLOGY - 4.09% Amgen, Inc. * 196,675 14,068,163 Genentech, Inc. * 296,269 24,501,446 -------------- 38,569,609 BROADCASTING - 1.02% News Corp. 489,100 9,610,815 CELLULAR COMMUNICATIONS - 3.74% Motorola, Inc. 847,600 21,190,000 NII Holdings, Inc. * 226,800 14,097,888 -------------- 35,287,888 COMPUTERS & BUSINESS EQUIPMENT - 5.04% Apple Computer, Inc. * 301,444 23,220,231 Cisco Systems, Inc. * 940,865 21,639,895 Research In Motion, Ltd. * 25,600 2,628,096 -------------- 47,488,222 COSMETICS & TOILETRIES - 2.04% Procter & Gamble Company 310,775 19,261,834 CRUDE PETROLEUM & NATURAL GAS - 1.33% Occidental Petroleum Corp. 260,100 12,513,411 DRUGS & HEALTH CARE - 1.09% Wyeth 201,600 10,249,344 ELECTRONICS - 1.05% Agilent Technologies, Inc. * 301,341 9,850,837 FINANCIAL SERVICES - 9.39% Charles Schwab Corp. 890,269 15,935,815 Goldman Sachs Group, Inc. 78,490 13,278,153 KKR Private Equity Investors, LP * 346,000 7,300,600 Merrill Lynch & Company, Inc. 178,218 13,940,212 NYSE Group, Inc. * (a) 188,700 14,105,325 UBS AG 403,000 23,901,930 -------------- 88,462,035 FOOD & BEVERAGES - 3.80% PepsiCo, Inc. 402,565 26,271,392 Starbucks Corp. * 280,100 9,537,405 -------------- 35,808,797 HEALTHCARE PRODUCTS - 3.47% Alcon, Inc. 178,981 20,493,324 The accompanying notes are an integral part of the financial statements. 49
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CAPITAL APPRECIATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) HEALTHCARE PRODUCTS (CONTINUED) St. Jude Medical, Inc. * 346,726 $ 12,235,961 -------------- 32,729,285 HEALTHCARE SERVICES - 4.97% Caremark Rx, Inc. 250,811 14,213,459 UnitedHealth Group, Inc. 249,900 12,295,080 Wellpoint, Inc. * 263,392 20,294,354 -------------- 46,802,893 HOLDINGS COMPANIES/CONGLOMERATES - 2.29% General Electric Company 612,712 21,628,734 HOTELS & RESTAURANTS - 1.62% Chipotle Mexican Grill, Inc., Class A * (a) 34,200 1,698,714 Marriott International, Inc., Class A 352,100 13,605,144 -------------- 15,303,858 INSURANCE - 2.06% American International Group, Inc. 292,448 19,377,604 INTERNET SERVICE PROVIDER - 3.16% Google, Inc., Class A * 74,107 29,783,603 LEISURE TIME - 1.74% Electronic Arts, Inc. * 294,192 16,380,611 PETROLEUM SERVICES - 2.94% Schlumberger, Ltd. (a) 256,006 15,880,052 Suncor Energy, Inc. 164,048 11,819,659 -------------- 27,699,711 PHARMACEUTICALS - 10.97% Abbott Laboratories 280,500 13,621,080 Gilead Sciences, Inc. * 358,114 24,602,432 Novartis AG, ADR 399,524 23,348,182 Pfizer, Inc. 165,100 4,682,236 Roche Holdings, Ltd., SADR 298,289 25,714,779 Sanofi-Aventis, ADR 257,027 11,429,991 -------------- 103,398,700 RETAIL GROCERY - 1.91% Whole Foods Market, Inc. 303,366 18,029,041 RETAIL TRADE - 5.65% Federated Department Stores, Inc. 497,810 21,510,370 Kohl's Corp. * 112,100 7,277,532 Lowe's Companies, Inc. 162,400 4,556,944 Target Corp. 265,507 14,669,262 Williams-Sonoma, Inc. 160,220 5,189,526 -------------- 53,203,634 SEMICONDUCTORS - 4.55% Broadcom Corp., Class A * 462,650 14,036,801 Marvell Technology Group, Ltd. * 885,950 17,160,852 Texas Instruments, Inc. 350,925 11,668,256 -------------- 42,865,909 SOFTWARE - 5.73% Adobe Systems, Inc. * 672,485 25,184,563 Microsoft Corp. 622,569 17,014,811 CAPITAL APPRECIATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE -------------- -------------- COMMON STOCKS (CONTINUED) SOFTWARE (CONTINUED) SAP AG, SADR 238,512 $ 11,806,344 -------------- 54,005,718 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 4.39% Corning, Inc. * 576,300 14,067,483 Nokia Oyj, SADR 487,769 9,604,172 QUALCOMM, Inc. 486,900 17,698,815 -------------- 41,370,470 TRAVEL SERVICES - 2.04% American Express Company 342,926 19,231,290 -------------- TOTAL COMMON STOCKS (Cost $890,540,395) $ 939,591,242 -------------- SHORT TERM INVESTMENTS - 3.28% State Street Navigator Securities Lending Prime Portfolio (c) $ 30,888,156 $ 30,888,156 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $30,888,156) $ 30,888,156 -------------- REPURCHASE AGREEMENTS - 0.53% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $4,946,628 on 10/02/2006, collateralized by $4,900,000 Federal National Mortgage Association, 6.125% due 08/17/2026 (valued at $5,047,000, including interest) (c) $ 4,945,000 $ 4,945,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $4,945,000) $ 4,945,000 -------------- TOTAL INVESTMENTS (CAPITAL APPRECIATION TRUST) (COST $926,373,551) - 103.51% $ 975,424,398 LIABILITIES IN EXCESS OF OTHER ASSETS - (3.51)% (33,034,642) -------------- TOTAL NET ASSETS - 100.00% $ 942,389,756 ============== CLASSIC VALUE TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 87.32% APPAREL & TEXTILES - 0.19% Hanesbrands, Inc. * 6,972 $ 156,937 AUTO PARTS - 6.97% AutoZone, Inc. * 20,675 2,135,727 Johnson Controls, Inc. 16,950 1,215,993 Magna International, Inc., Class A 31,450 2,296,794 -------------- 5,648,514 BANKING - 2.71% Bank of America Corp. 17,950 961,581 The accompanying notes are an integral part of the financial statements. 50
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CLASSIC VALUE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) BANKING (CONTINUED) Comerica, Inc. 21,725 $ 1,236,587 -------------- 2,198,168 BROADCASTING - 1.68% CBS Corp., Class B 48,350 1,362,019 BUSINESS SERVICES - 1.89% Computer Sciences Corp. * 31,200 1,532,544 COMPUTERS & BUSINESS EQUIPMENT - 0.72% Hewlett-Packard Company 15,900 583,371 COSMETICS & TOILETRIES - 1.20% Kimberly-Clark Corp. 14,850 970,596 ELECTRICAL UTILITIES - 1.31% Wisconsin Energy Corp. 24,700 1,065,558 ENERGY - 1.89% Sempra Energy 30,425 1,528,856 FINANCIAL SERVICES - 17.80% Citigroup, Inc. 68,425 3,398,669 Federal Home Loan Mortgage Corp. 41,200 2,732,796 Federal National Mortgage Association 55,825 3,121,176 JPMorgan Chase & Company 25,300 1,188,088 Morgan Stanley 29,725 2,167,250 Washington Mutual, Inc. 41,800 1,817,046 -------------- 14,425,025 FOOD & BEVERAGES - 1.11% Sara Lee Corp. 55,775 896,304 HEALTHCARE PRODUCTS - 1.18% Johnson & Johnson 14,750 957,865 HEALTHCARE SERVICES - 1.91% HCA, Inc. 31,075 1,550,332 HOUSEHOLD APPLIANCES - 2.77% Whirlpool Corp. 26,725 2,247,840 INSURANCE - 15.74% Allstate Corp. 49,100 3,080,043 Aon Corp. 45,950 1,556,326 Fidelity National Financial, Inc. 20,275 844,454 MetLife, Inc. 36,700 2,080,156 TorchmarK Corp. 33,725 2,128,385 XL Capital, Ltd., Class A 44,700 3,070,890 -------------- 12,760,254 MANUFACTURING - 2.31% Tyco International, Ltd. 66,950 1,873,931 PETROLEUM SERVICES - 1.69% BP PLC, SADR 20,850 1,367,343 PHARMACEUTICALS - 6.25% AmerisourceBergen Corp. 17,300 781,960 Bristol-Myers Squibb Company 106,800 2,661,456 Pfizer, Inc. 57,100 1,619,356 -------------- 5,062,772 CLASSIC VALUE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) RAILROADS & EQUIPMENT - 2.36% Union Pacific Corp. 21,750 $ 1,914,000 RETAIL TRADE - 5.80% RadioShack Corp. 33,675 649,928 The TJX Companies, Inc. 44,700 1,252,941 Wal-Mart Stores, Inc. 56,775 2,800,143 -------------- 4,703,012 SOFTWARE - 6.39% CA, Inc. 118,500 2,807,265 Microsoft Corp. 66,875 1,827,694 Oracle Corp. * 30,850 547,279 -------------- 5,182,238 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 3.45% Lucent Technologies, Inc. * 1,196,250 2,799,225 -------------- TOTAL COMMON STOCKS (Cost $65,086,484) $ 70,786,704 -------------- REPURCHASE AGREEMENTS - 13.68% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $11,094,651 on 10/02/2006, collateralized by $11,620,000 Federal Home Loan Mortgage Corp., 5.45% due 03/29/2019 (valued at $11,314,975, including interest) (c) $ 11,091,000 $ 11,091,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $11,091,000) $ 11,091,000 -------------- TOTAL INVESTMENTS (CLASSIC VALUE TRUST) (COST $76,177,484) - 101.00% $ 81,877,704 LIABILITIES IN EXCESS OF OTHER ASSETS - (1.00)% (814,502) -------------- TOTAL NET ASSETS - 100.00% $ 81,063,202 ============== CORE BOND TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- U.S. TREASURY OBLIGATIONS - 12.49% U.S. TREASURY BONDS - 6.33% 4.50% due 02/15/2036 (a)*** $ 2,965,000 $ 2,841,072 5.375% due 02/15/2031 (a) 1,074,000 1,160,004 6.25% due 05/15/2030 (a)*** 2,097,000 2,520,168 6.25% due 08/15/2023 *** 4,294,000 4,986,407 8.875% due 02/15/2019 (a) 965,000 1,332,303 -------------- 12,839,954 U.S. TREASURY NOTES - 6.16% 4.50% due 02/15/2016 (a) 385,000 381,135 4.50% due 11/15/2015 (a)*** 1,504,000 1,489,429 4.75% due 08/31/2011 256,000 256,280 4.875% due 08/15/2016 1,502,000 1,530,632 The accompanying notes are an integral part of the financial statements. 51
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- U.S. TREASURY OBLIGATIONS (CONTINUED) U.S. TREASURY NOTES (CONTINUED) 4.875% due 05/31/2008 to 08/15/2009 (a) $ 1,016,000 $ 1,019,510 5.125% due 06/30/2008 to 05/15/2016 (a) 7,653,000 7,837,657 -------------- 12,514,643 -------------- TOTAL U.S. TREASURY OBLIGATIONS (Cost $25,226,791) $ 25,354,597 -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS - 30.59% FEDERAL HOME LOAN BANK - 1.61% 5.46% due 11/30/2015 *** 3,251,002 3,270,461 FEDERAL HOME LOAN MORTGAGE CORP. - 10.32% 3.57% due 06/15/2029 779,431 756,349 3.90% due 01/15/2023 1,049,949 1,019,146 4.50% due 02/01/2019 to 08/01/2035 5,373,479 5,203,663 4.50% due 07/01/2035 *** 1,864,995 1,743,574 5.00% due 10/01/2020 to 07/01/2035 4,923,881 4,816,291 5.095% due 02/01/2036 1,343,500 1,325,314 5.396% due 09/01/2035 2,516 2,495 5.50% due 01/01/2018 to 05/15/2026 2,517,867 2,522,439 5.50% due 11/01/2018 *** 699,629 700,774 5.601% due 05/01/2036 *** 1,695,384 1,705,574 5.829% due 05/01/2036 6,808 6,824 5.897% due 05/01/2036 3,676 3,694 6.00% due 07/01/2036 768,512 772,537 6.00% TBA ** 197,000 199,740 6.158% due 08/01/2036 9 9 6.625% due 09/15/2009 165,000 172,501 -------------- 20,950,924 FEDERAL NATIONAL MORTGAGE ASSOCIATION - 14.67% 4.33% due 11/01/2011 191,491 184,699 4.50% due 01/01/2034 to 02/01/2035 866,664 811,324 4.653% due 10/01/2012 144,412 141,027 4.868% due 09/01/2035 201,017 196,027 5.00% due 07/01/2033 to 11/01/2034 7,481,331 7,214,354 5.068% due 07/01/2035 421,049 416,237 5.298% due 04/01/2036 325,281 325,055 5.504% due 01/01/2033 to 06/01/2036 3,151,373 3,117,514 5.50% due 04/01/2034 *** 1,028,238 1,015,878 5.50% TBA ** 10,901,000 10,737,485 5.662% due 06/01/2036 273,685 275,366 5.67% due 03/01/2009 402,355 405,327 5.829% due 07/01/2036 1,211,753 1,223,365 5.927% due 09/01/2036 1,034,000 1,046,254 6.00% due 07/01/2036 1,113,851 1,118,988 6.00% TBA ** 980,000 984,288 6.44% due 06/01/2036 576,372 588,244 -------------- 29,801,432 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION - 3.99% 5.50% due 10/20/2034 1,000,337 991,360 6.00% TBA ** 1,119,000 1,128,879 CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS (CONTINUED) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (CONTINUED) 6.50% due 07/20/2034 to 09/20/2036 $ 3,936,080 $ 4,027,988 6.50% TBA ** 1,909,000 1,952,400 -------------- 8,100,627 -------------- TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS (Cost $61,712,054) $ 62,123,444 -------------- FOREIGN GOVERNMENT OBLIGATIONS - 0.42% CANADA - 0.09% Province of Quebec Canada 7.50% due 09/15/2029 (a) 140,000 179,592 MEXICO - 0.33% Government of Mexico 5.625% due 01/15/2017 (a) 380,000 375,440 5.875% due 01/15/2014 (a) 171,000 174,847 6.75% due 09/27/2034 (a) 120,000 127,380 -------------- 677,667 -------------- TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $821,670) $ 857,259 -------------- CORPORATE BONDS - 19.49% APPAREL & TEXTILES - 0.21% Mohawk Industries, Inc. 5.75% due 01/15/2011 420,000 418,230 AUTOMOBILES - 0.34% DaimlerChrysler N.A. Holding Corp. 6.50% due 11/15/2013 125,000 128,184 8.50% due 01/18/2031 114,000 135,479 DaimlerChrysler N.A. Holding Corp., Series MTN 5.75% due 09/08/2011 435,000 433,039 -------------- 696,702 BANKING - 1.08% Bank of America Corp. 4.25% due 10/01/2010 180,000 174,464 5.375% due 06/15/2014 (a) 225,000 225,968 Credit Suisse USA, Inc. 5.85% due 08/16/2016 (a) 110,000 112,879 HSBC Holdings PLC 6.50% due 05/02/2036 235,000 249,466 PNC Funding Corp. 5.25% due 11/15/2015 351,000 345,462 Royal Bank of Scotland Group PLC 5.00% due 10/01/2014 280,000 272,801 Wachovia Corp. 4.875% due 02/15/2014 290,000 280,570 Washington Mutual Bank FA 5.65% due 08/15/2014 315,000 315,619 Zions Bancorporation 5.50% due 11/16/2015 (a) 210,000 207,484 -------------- 2,184,713 The accompanying notes are an integral part of the financial statements. 52
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) BROADCASTING - 0.20% Viacom, Inc. 5.75% due 04/30/2011 $ 350,000 $ 349,302 6.25% due 04/30/2016 60,000 59,474 -------------- 408,776 BUSINESS SERVICES - 0.15% Xerox Corp. 6.40% due 03/15/2016 300,000 298,500 CABLE AND TELEVISION - 0.70% AOL Time Warner, Inc. 6.875% due 05/01/2012 320,000 338,365 Comcast Corp. 5.65% due 06/15/2035 139,000 126,109 5.90% due 03/15/2016 345,000 345,159 News America, Inc. 6.40% due 12/15/2035 230,000 225,568 Rogers Cable, Inc. 5.50% due 03/15/2014 260,000 244,400 Time Warner Entertainment Company, LP 8.375% due 07/15/2033 124,000 146,245 -------------- 1,425,846 CELLULAR COMMUNICATIONS - 0.69% America Movil SA de CV 6.375% due 03/01/2035 136,000 129,976 AT&T Broadband Corp. 8.375% due 03/15/2013 233,000 265,780 Cingular Wireless Services, Inc. 8.125% due 05/01/2012 240,000 270,139 Verizon Wireless Capital LLC 5.375% due 12/15/2006 390,000 389,861 Vodafone Group PLC 5.50% due 06/15/2011 335,000 335,807 -------------- 1,391,563 CRUDE PETROLEUM & NATURAL GAS - 0.41% Anadarko Finance Company, Series B 7.50% due 05/01/2031 70,000 80,040 Canadian Natural Resources, Ltd. 6.50% due 02/15/2037 145,000 146,995 EnCana Corp. 6.50% due 08/15/2034 123,000 127,753 Ras Laffan Liquefied Natural Gas Company, Ltd. III 6.332% due 09/30/2027 480,000 482,664 -------------- 837,452 DOMESTIC OIL - 0.50% Anadarko Finance Company, Series B 6.75% due 05/01/2011 365,000 383,514 ConocoPhillips 5.90% due 10/15/2032 (a) 145,000 148,310 Devon Financing Corp., ULC 6.875% due 09/30/2011 445,000 473,570 -------------- 1,005,394 DRUGS & HEALTH CARE - 0.27% Wyeth 5.50% due 02/15/2016 555,000 554,557 CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) ELECTRICAL UTILITIES - 1.60% Allegheny Energy Supply Company LLC 8.25% due 04/15/2012 $ 185,000 $ 201,650 Dominion Resources, Inc. 5.95% due 06/15/2035 (a) 134,000 130,113 DPL, Inc. 6.875% due 09/01/2011 415,000 436,880 FirstEnergy Corp. 6.45% due 11/15/2011 180,000 187,772 Kansas Gas & Electric 5.647% due 03/29/2021 346,000 335,073 MidAmerican Energy Holdings Company 6.125% due 04/01/2036 140,000 141,512 Nevada Power Company 5.95% due 03/15/2016 310,000 309,699 Progress Energy, Inc. 6.85% due 04/15/2012 575,000 614,422 PSEG Power LLC 5.00% due 04/01/2014 140,000 133,410 7.75% due 04/15/2011 250,000 271,251 Public Service Company of Colorado 7.875% due 10/01/2012 303,000 342,126 TXU Electric Delivery Company 6.375% due 01/15/2015 140,000 144,541 -------------- 3,248,449 FINANCIAL SERVICES - 6.85% American Express Company 5.50% due 09/12/2016 285,000 286,130 Capital One Bank 4.875% due 05/15/2008 330,000 328,039 Capital One Financial Corp. 5.50% due 06/01/2015 305,000 299,079 6.15% due 09/01/2016 210,000 212,491 8.75% due 02/01/2007 488,000 492,990 CIT Group, Inc., Series MTN 4.75% due 08/15/2008 306,000 303,432 Citigroup, Inc. 3.625% due 02/09/2009 730,000 706,487 5.10% due 09/29/2011 290,000 289,117 5.85% due 08/02/2016 280,000 289,395 Credit Suisse USA, Inc. 5.50% due 08/16/2011 510,000 514,573 General Electric Capital Corp. 4.875% due 03/04/2015 187,000 182,131 6.75% due 03/15/2032 140,000 160,026 General Electric Capital Corp., Series A, MTN 3.75% due 12/15/2009 (a) 469,000 450,777 6.00% due 06/15/2012 597,000 620,282 Hartford Financial Services Group, Inc. 5.95% due 10/15/2036 115,000 110,860 HSBC Finance Corp. 4.75% due 04/15/2010 938,000 925,519 International Lease Finance Corp., Series MTN 5.45% due 03/24/2011 470,000 472,907 5.62% due 05/24/2010 (b) 210,000 210,420 The accompanying notes are an integral part of the financial statements. 53
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) FINANCIAL SERVICES (CONTINUED) JP Morgan Chase & Company 5.125% due 09/15/2014 $ 170,000 $ 166,700 5.60% due 06/01/2011 1,015,000 1,032,066 Lazard Group, LLC 7.125% due 05/15/2015 315,000 328,221 Lehman Brothers Holdings, Inc., Series MTN 5.75% due 05/17/2013 435,000 442,726 Merrill Lynch & Company, Inc. 6.05% due 05/16/2016 345,000 356,206 6.22% due 09/15/2026 170,000 174,145 Merrill Lynch & Company, Inc., Series MTNC 4.25% due 02/08/2010 265,000 257,404 Morgan Stanley 5.375% due 10/15/2015 400,000 394,964 Morgan Stanley, Series MTN 5.625% due 01/09/2012 355,000 359,600 6.25% due 08/09/2026 140,000 144,933 Residential Capital Corp. 6.125% due 11/21/2008 340,000 341,330 6.50% due 04/17/2013 275,000 279,274 6.7419% due 06/29/2007 (b) 220,000 221,281 SLM Corp., Series MTN 5.6647% due 07/26/2010 (a)(b) 485,000 484,980 The Goldman Sachs Group, Inc. 5.125% due 01/15/2015 532,000 515,772 6.45% due 05/01/2036 140,000 144,051 Washington Mutual, Inc. 4.00% due 01/15/2009 163,000 158,649 WEA Finance LLC/WCI Finance LLc 5.70% due 10/01/2016 475,000 474,369 Westfield Group 5.40% due 10/01/2012 790,000 788,971 -------------- 13,920,297 FOOD & BEVERAGES - 0.59% Diageo Capital PLC 5.50% due 09/30/2016 435,000 430,475 Kraft Foods, Inc. 5.25% due 10/01/2013 235,000 232,295 5.625% due 11/01/2011 367,000 370,796 SABMiller PLC 6.50% due 07/01/2016 155,000 161,917 -------------- 1,195,483 GAS & PIPELINE UTILITIES - 0.46% Duke Capital LLC 7.50% due 10/01/2009 264,000 280,830 8.00% due 10/01/2019 80,000 92,948 Energy Transfer Partners LP 5.65% due 08/01/2012 220,000 218,013 Kinder Morgan Energy Partners LP 5.80% due 03/15/2035 140,000 127,361 Kinder Morgan, Inc. 6.50% due 09/01/2012 215,000 215,176 -------------- 934,328 CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) HEALTHCARE PRODUCTS - 0.32% Baxter International, Inc. 5.90% due 09/01/2016 $ 210,000 $ 215,676 Boston Scientific Corp. 6.00% due 06/15/2011 220,000 221,313 6.25% due 11/15/2035 140,000 138,442 6.40% due 06/15/2016 75,000 75,636 -------------- 651,067 HEALTHCARE SERVICES - 0.15% Aetna, Inc. 6.625% due 06/15/2036 100,000 105,705 WellPoint, Inc. 5.85% due 01/15/2036 215,000 208,537 -------------- 314,242 INSURANCE - 0.54% Ace INA Holdings, Inc. 6.70% due 05/15/2036 170,000 178,824 American International Group, Inc. 4.70% due 10/01/2010 332,000 326,548 GE Global Insurance Holding Corp. 7.00% due 02/15/2026 155,000 169,936 Hartford Financial Services Group, Inc. 5.50% due 10/15/2016 145,000 143,811 Liberty Mutual Insurance Company 7.875% due 10/15/2026 90,000 101,564 XL Capital, Ltd. 6.375% due 11/15/2024 (a) 180,000 184,968 -------------- 1,105,651 INTERNATIONAL OIL - 0.12% Pemex Project Funding Master Trust 6.625% due 06/15/2035 115,000 112,988 7.375% due 12/15/2014 116,000 125,396 -------------- 238,384 INVESTMENT COMPANIES - 0.29% Allied Capital Corp. 6.625% due 07/15/2011 580,000 591,240 LEISURE TIME - 0.14% Harrah's Operating Company, Inc. 6.50% due 06/01/2016 295,000 289,185 MANUFACTURING - 0.21% Tyco International Group SA 6.375% due 10/15/2011 401,000 420,365 PAPER - 0.31% Celulosa Arauco y Constitucion SA 5.625% due 04/20/2015 170,000 165,306 International Paper Company 5.85% due 10/30/2012 455,000 464,926 -------------- 630,232 PHARMACEUTICALS - 0.07% Teva Pharmaceutical Finance LLC 6.15% due 02/01/2036 140,000 134,734 The accompanying notes are an integral part of the financial statements. 54
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) REAL ESTATE - 0.85% Developers Diversified Realty Corp., REIT 5.375% due 10/15/2012 $ 344,000 $ 340,479 EOP Operating LP 4.75% due 03/15/2014 200,000 189,179 ProLogis, REIT 5.25% due 11/15/2010 100,000 99,372 5.50% due 04/01/2012 285,000 284,079 Simon Property Group LP, REIT 5.60% due 09/01/2011 380,000 382,830 6.10% due 05/01/2016 195,000 201,079 Ventas Realty LP/Capital Corp. REIT 6.75% due 04/01/2017 220,000 221,375 -------------- 1,718,393 RETAIL - 0.07% Home Depot, Inc. 5.40% due 03/01/2016 145,000 144,043 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 0.67% Corning, Inc. 7.25% due 08/15/2036 155,000 165,080 Deutsche Telekom International Finance BV 5.75% due 03/23/2016 (a) 265,000 259,270 8.25% due 06/15/2030 (b) 70,000 85,518 Embarq Corp. 7.082% due 06/01/2016 210,000 214,221 SBC Communications, Inc. 5.10% due 09/15/2014 470,000 454,112 6.15% due 09/15/2034 190,000 183,941 -------------- 1,362,142 TELEPHONE - 1.46% AT&T Corp. 7.3 due 11/15/2011 (b) 165,000 178,841 AT&T, Inc. 6.80% due 05/15/2036 140,000 147,075 BellSouth Corp. 6.00% due 11/15/2034 (a) 100,000 93,866 British Telecommunications PLC 8.58% due 12/15/2030 (b) 116,000 154,752 Sprint Capital Corp. 6.00% due 01/15/2007 596,000 596,639 6.125% due 11/15/2008 349,000 354,112 8.375% due 03/15/2012 350,000 392,274 Telecom Italia Capital SA 6.00% due 09/30/2034 170,000 151,990 7.20% due 07/18/2036 70,000 71,946 Telefonica Emisones SAU 5.984% due 06/20/2011 335,000 341,352 Verizon Communications, Inc. 5.35% due 02/15/2011 (a) 230,000 230,613 5.55% due 02/15/2016 265,000 261,503 -------------- 2,974,963 TRANSPORTATION - 0.24% Canadian National Railway Company 6.20% due 06/01/2036 215,000 229,763 CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) TRANSPORTATION (CONTINUED) Norfolk Southern Corp. 7.05% due 05/01/2037 $ 222,000 $ 258,790 -------------- 488,553 -------------- TOTAL CORPORATE BONDS (Cost $39,357,307) $ 39,583,484 -------------- COLLATERALIZED MORTGAGE OBLIGATIONS - 32.16% Federal National Mortgage Association, Series 1993-39, Class ZQ 6.50% due 12/25/2023 252,672 260,149 Federal National Mortgage Association, Series 1993-41, Class Z 7.00% due 12/25/2023 326,986 341,399 Banc of America Commercial Mortgage, Inc., Series 2002-PB2, Class B 6.309% due 06/11/2035 136,000 142,243 Banc of America Commercial Mortgage, Inc., Series 2004-1, Class A4 4.76% due 11/10/2039 174,000 168,343 Banc of America Commercial Mortgage, Inc., Series 2003-1, Class A2 4.648% due 09/11/2036 168,000 162,761 Bear Stearns Commercial Mortgage Securities, Inc., Series 2003-T10, Class A2 4.74% due 03/13/2040 114,000 110,978 Bear Stearns Commercial Mortgage Securities, Inc., Series 2004-ESA, Class B 4.888% due 05/14/2016 73,000 72,405 Bear Stearns Commercial Mortgage Securities, Inc., Series 2004-ESA, Class C 4.937% due 05/14/2016 562,000 559,383 Bear Stearns Commercial Mortgage Securities, Inc., Series 2005-PWR8, Class AAB 4.581% due 06/11/2041 573,000 551,878 Bear Stearns Commercial Mortgage Securities, Inc., Series 2006-T22, Class AM 5.4667% due 04/12/2038 (b) 329,000 333,939 Commercial Mortgage Pass Through Certificates, Series 1999-1, Class E 7.0903% due 05/15/2032 (b) 419,000 434,405 Commercial Mortgage Pass Through Certificates, Series 2000-C1, Class C 7.706% due 08/15/2033 66,000 71,388 Countrywide Alternative Loan Trust, Series 2005-J4, Class 2A1B 5.45% due 07/25/2035 (b) 51,366 51,359 Countrywide Alternative Loan Trust, Series 2006-OC8, Class 2A1B 5.41% due 07/25/2036 (b) 432,000 432,000 Credit Suisse Mortgage Capital Certificates, Series 2006-C4, Class AM 5.509% due 09/15/2039 403,000 405,015 CS First Boston Mortgage Securities Corp., Series 2001-CP4, Class A4 6.18% due 12/15/2035 740,000 768,601 The accompanying notes are an integral part of the financial statements. 55
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) CS First Boston Mortgage Securities Corp., Series 2002-CKN2, Class A3 6.133% due 04/15/2037 $ 808,000 $ 840,892 CS First Boston Mortgage Securities Corp., Series 2002-CKP1, Class A3 6.439% due 12/15/2035 551,000 579,677 CS First Boston Mortgage Securities Corp., Series 2002-CKS4, Class A2 5.183% due 11/15/2036 638,000 637,269 CS First Boston Mortgage Securities Corp., Series 2002-CP3, Class A3 5.603% due 07/15/2035 324,000 329,841 CS First Boston Mortgage Securities Corp., Series 2003-C4, Class A4 5.137% due 08/15/2036 (b) 208,000 206,306 CS First Boston Mortgage Securities Corp., Series 2004-C5, Class A4 4.829% due 11/15/2037 287,000 277,381 Federal Home Loan Mortgage Corp., Series 1994-1663, Class ZB 6.75% due 01/15/2024 233,777 240,674 Federal Home Loan Mortgage Corp., Series 2003-2645, Class MK 3.50% due 07/15/2022 26,000 25,515 Federal Home Loan Mortgage Corp., Series 2003-2708, Class DG 5.50% due 07/15/2032 789,000 777,023 Federal Home Loan Mortgage Corp., Series 2004-2904, Class CM 5.00% due 01/15/2018 616,575 612,605 Federal Home Loan Mortgage Corp., Series 2005-2973, Class PX 5.50% due 01/15/2035 599,412 602,391 Federal Home Loan Mortgage Corp., Series 2005-2975, Class EA 5.00% due 05/15/2018 289,217 287,355 Federal Home Loan Mortgage Corp., Series 2005-3017, Class TA 4.50% due 08/15/2035 457,000 441,947 Federal Home Loan Mortgage Corp., Series 2005-3020, Class MA 5.50% due 04/15/2027 659,198 660,917 Federal Home Loan Mortgage Corp., Series 2005-3026, Class GJ 4.50% due 02/15/2029 566,912 556,892 Federal Home Loan Mortgage Corp., Series 2005-3026, Class PC 4.50% due 01/15/2034 313,000 289,816 Federal Home Loan Mortgage Corp., Series 2005-3057, Class MD 4.50% due 08/15/2034 404,000 375,316 Federal Home Loan Mortgage Corp., Series 2006-3135, Class JA 6.00% due 09/15/2027 791,376 800,072 Federal Home Loan Mortgage Corp., Series 2006-3149, Class PB 6.00% due 08/15/2029 1,384,000 1,402,658 CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Federal Home Loan Mortgage Corp., Series 2006-3151, Class LA 6.00% due 11/15/2027 $ 832,501 $ 841,316 Federal Home Loan Mortgage Corp., Series 2006-3159, Class PA 6.00% due 05/15/2027 1,329,960 1,345,303 Federal Home Loan Mortgage Corp., Series 2006-3167, Class QA 6.00% due 10/15/2026 2,013,000 2,033,800 Federal Home Loan Mortgage Corp., Series 2006-3171, Class MD 6.00% due 04/15/2029 416,000 422,289 Federal Home Loan Mortgage Corp., Series 2006-3172, Class PA 6.00% due 04/15/2027 1,034,715 1,047,512 Federal Home Loan Mortgage Corp., Series 2006-3174, Class CA 5.50% due 02/15/2026 509,449 511,119 Federal Home Loan Mortgage Corp., Series 2006-3174, Class DB 6.00% due 09/15/2029 209,000 211,678 Federal Home Loan Mortgage Corp., Series 2006-3174, Class PX 5.00% due 06/15/2017 335,134 329,983 Federal Home Loan Mortgage Corp., Series 2006-3176, Class HA 6.00% due 02/15/2028 1,421,169 1,439,310 Federal Home Loan Mortgage Corp., Series 2006-3178, Class MA 6.00% due 10/15/2026 463,044 468,478 Federal Home Loan Mortgage Corp., Series 2006-3179, Class PD 5.75% due 12/15/2018 748,000 753,575 Federal Home Loan Mortgage Corp., Series 2006-3184, Class LA 6.00% due 03/15/2028 1,372,685 1,389,629 Federal Home Loan Mortgage Corp., Series 2006-3184, Class PA 5.50% due 02/15/2027 2,807,594 2,815,931 Federal Home Loan Mortgage Corp., Series 2006-3185, Class PD 4.50% due 01/15/2035 259,000 237,447 Federal Home Loan Mortgage Corp., Series 2006-3192, Class GA 6.00% due 03/15/2027 679,165 687,016 Federal Home Loan Mortgage Corp., Series 2006-3200, Class EB 5.00% due 05/15/2026 591,760 587,906 Federal Home Loan Mortgage Corp., Series 2006-3215, Class QA 6.00% due 06/15/2027 654,000 662,584 Federal Home Loan Mortgage Corp., Series 2006-3216, Class NA 6.00% due 05/15/2028 1,047,000 1,059,883 Federal Home Loan Mortgage Corp., Series 2006-3218, Class BA 6.00% due 04/15/2027 719,000 727,707 The accompanying notes are an integral part of the financial statements. 56
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Federal National Mortgage Association, Series 2002-T11, Class A 4.768% due 04/25/2012 $ 47,864 $ 47,561 Federal National Mortgage Association, Series 2003-34, Class QJ 4.50% due 01/25/2016 *** 1,520,367 1,495,174 Federal National Mortgage Association, Series 2003-76, Class DE 4.00% due 09/25/2031 *** 1,282,036 1,211,899 Federal National Mortgage Association, Series 2003-84, Class GD 4.50% due 03/25/2017 416,000 402,259 Federal National Mortgage Association, Series 2003-T1, Class A 3.807% due 11/25/2012 144,798 139,656 Federal National Mortgage Association, Series 2005-3, Class HC 4.50% due 01/25/2035 388,542 376,572 Federal National Mortgage Association, Series 2005-38, Class CD 5.00% due 06/25/2019 384,885 381,596 Federal National Mortgage Association, Series 2005-45, Class BA 4.50% due 11/25/2014 1,142,244 1,131,322 Federal National Mortgage Association, Series 2005-63, Class HA 5.00% due 04/25/2023 866,934 856,279 Federal National Mortgage Association, Series 2005-77, Class BX 4.50% due 07/25/2028 234,059 230,487 Federal National Mortgage Association, Series 2006-18, Class PA 5.50% due 01/25/2026 460,000 460,739 Federal National Mortgage Association, Series 2006-29, Class PA 5.50% due 08/25/2026 1,023,000 1,024,462 Federal National Mortgage Association, Series 2006-31, Class PA 5.50% due 11/25/2026 453,000 454,214 Federal National Mortgage Association, Series 2006-34, Class PA 6.00% due 05/25/2027 934,498 942,022 Federal National Mortgage Association, Series 2006-41, Class MA 5.50% due 04/25/2024 471,000 471,681 Federal National Mortgage Association, Series 2006-53, Class PA 5.50% due 12/25/2026 144,000 144,368 Federal National Mortgage Association, Series 2006-55, Class PA 6.00% due 05/25/2026 556,497 561,488 Federal National Mortgage Association, Series 2006-80, Class PB 6.00% due 10/25/2027 987,134 998,010 Federal National Mortgage Association, Series 2006-99, Class PA 5.50% due 05/25/2030 1,446,000 1,446,113 CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) First Union National Bank Commercial Mortgage, Series 2001-C4, Class B 6.417% due 12/12/2033 $ 177,000 $ 186,342 GE Capital Commercial Mortgage Corp., Series 2001-3, Class A2 6.07% due 06/10/2038 969,000 1,006,602 GE Capital Commercial Mortgage Corp., Series 2002-2A, Class A3 5.349% due 08/11/2036 559,000 562,366 GE Capital Commercial Mortgage Corp., Series 2002-3A, Class A2 4.996% due 12/10/2037 421,000 416,920 GE Capital Commercial Mortgage Corp., Series 2003-C2, Class A4 5.145% due 07/10/2037 812,000 806,921 GE Capital Commercial Mortgage Corp., Series 2004-C3, Class A4 5.189% due 07/10/2039 (b) 869,000 856,271 GMAC Commercial Mortgage Securities, Inc., Series 2002-C3, Class A2 4.93% due 07/10/2039 126,000 124,167 GMAC Commercial Mortgage Securities, Inc., Series 2003-C2, Class B 5.2999% due 05/10/2040 (b) 303,000 306,789 GMAC Commercial Mortgage Securities, Inc., Series 2003-C3, Class A4 5.023% due 04/10/2040 1,074,000 1,057,608 GMAC Commercial Mortgage Securities, Inc., Series 2004-C1, Class A1 3.118% due 03/10/2038 239,108 232,820 Government National Mortgage Association, Series 2006-3, Class A 4.212% due 01/16/2028 112,122 109,522 Government National Mortgage Association, Series 2006-32, Class A 5.079% due 01/16/2030 317,408 316,359 Government National Mortgage Association, Series 2006-8, Class A 3.942% due 08/16/2025 180,391 175,728 GS Mortgage Securities Corp. II, Series 1998-C1, Class B 6.97% due 10/18/2030 401,000 412,700 GS Mortgage Securities Corp. II, Series 1998-GLII, Class A2 6.562% due 04/13/2031 856,000 869,220 JP Morgan Chase Commercial Mortgage Securities Corp., Series 2003-CB7, Class A4 4.879% due 01/12/2038 (b) 292,000 284,965 JP Morgan Chase Commercial Mortgage Securities Corp., Series 2003-ML1A, Class A2 4.767% due 03/12/2039 507,000 493,124 JP Morgan Chase Commercial Mortgage Securities Corp., Series 2004-C3, Class A1 3.765% due 01/15/2042 875,906 855,881 JP Morgan Chase Commercial Mortgage Securities Corp., Series 2005-CB11, Class A4 5.335% due 08/12/2037 (b) 430,000 429,325 The accompanying notes are an integral part of the financial statements. 57
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) JP Morgan Chase Commercial Mortgage Securities Corp., Series 2006-CB16, Class A4 5.552% due 05/12/2045 $ 359,000 $ 363,938 JP Morgan Chase Commercial Mortgage Securities Corp., Series 2006-LDP8, Class ASB 5.369% due 05/15/2045 (b) 216,000 217,078 LB Commercial Conduit Mortgage Trust, Series 1999-C2, Class A1 7.105% due 10/15/2032 20,334 20,421 LB-UBS Commercial Mortgage Trust, Series 2003-C7, Class A4 4.931% due 09/15/2035 (b) 751,000 738,219 LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AM 5.47% due 09/15/2039 216,000 217,070 Merrill Lynch Mortgage Trust, Series 2002-MW1, Class A4 5.619% due 07/12/2034 554,000 564,295 Merrill Lynch Mortgage Trust, Series 2004-KEY2, Class A4 4.864% due 08/12/2039 (b) 399,000 386,412 Merrill Lynch/Countrywide Commercial Mortgage Trust, Series 2006-3, Class AM 5.456% due 07/12/2046 (b) 230,000 231,559 Morgan Stanley Capital I, Series 2003-IQ5, Class A4 5.01% due 04/15/2038 501,000 493,973 Morgan Stanley Capital I, Series 2003-T11, Class A4 5.15% due 06/13/2041 223,000 221,489 Morgan Stanley Capital I, Series 2004-HQ4, Class A2 3.92% due 04/14/2040 192,971 189,626 Morgan Stanley Capital I, Series 2005-HQ5, Class AAB 5.037% due 01/14/2042 175,000 172,918 Morgan Stanley Dean Witter Capital I, Series 2002-IQ3, Class A4 5.08% due 09/15/2037 677,000 670,345 Salomon Brothers Mortgage Securities VII, Series 2001-C2, Class A3 6.499% due 10/13/2011 330,000 347,482 Vendee Mortgage Trust, Series 1994-1, Class 2ZB 6.50% due 02/15/2024 766,404 794,595 Wachovia Bank Commercial Mortgage Trust, Series 2002-C1, Class A4 6.287% due 04/15/2034 337,000 353,625 Wachovia Bank Commercial Mortgage Trust, Series 2002-C2, Class A4 4.98% due 11/15/2034 277,000 273,294 Wachovia Bank Commercial Mortgage Trust, Series 2003-C6, Class A3 4.957% due 08/15/2035 232,000 229,641 Wachovia Bank Commercial Mortgage Trust, Series 2003-C6, Class A4 5.125% due 08/15/2035 274,000 271,389 Wachovia Bank Commercial Mortgage Trust, Series 2003-C8, Class A3 4.445% due 11/15/2035 174,000 169,585 CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) Wachovia Bank Commercial Mortgage Trust, Series 2003-C9, Class A4 5.012% due 12/15/2035 $ 131,000 $ 128,714 Wachovia Bank Commercial Mortgage Trust, Series 2004-C10, Class A4 4.748% due 02/15/2041 478,000 461,570 Wachovia Bank Commercial Mortgage Trust, Series 2004-C14, Class A4 5.088% due 08/15/2041 (b) 484,000 476,585 Wachovia Bank Commercial Mortgage Trust, Series 2004-C15, Class A4 4.803% due 10/15/2041 329,000 317,215 Wachovia Bank Commercial Mortgage Trust, Series 2005-C20, Class APB 5.09% due 07/15/2042 (b) 692,000 683,657 Wachovia Bank Commercial Mortgage Trust, Series 2006-C23, Class AM 5.466% due 01/15/2045 (b) 861,000 864,900 Wachovia Bank Commercial Mortgage Trust, Series 2006-C26, Class APB 5.997% due 06/15/2045 482,000 501,253 Wachovia Mortgage Loan Trust LLC, Series 2006-AMN1, Class A1 5.38% due 08/25/2036 (b) 291,256 290,730 -------------- TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $65,049,931) $ 65,314,369 -------------- ASSET BACKED SECURITIES - 8.44% AmeriCredit Automobile Receivables Trust, Series 2003-DM, Class A4 2.84% due 08/06/2010 338,996 334,230 Ameriquest Mortgage Securities Inc., Series 2004-R12, Class A3 4.6588% due 01/25/2035 200,262 200,420 Capital Auto Receivables Asset Trust, Series 2004-1, Class A3 2.00% due 11/15/2007 64,151 63,842 Capital Auto Receivables Asset Trust, Series 2006-1, Class A3 5.03% due 10/15/2009 249,000 248,611 Capital One Multi-Asset Execution Trust, Series 2003-C4, Class C4 6.00% due 08/15/2013 354,000 362,455 Capital One Multi-Asset Execution Trust, Series 2006-A10, Class A10 5.15% due 06/15/2014 281,000 282,976 Capital One Prime Auto Receivables Trust, Series 2006-1, Class A3 5.04% due 09/15/2010 322,000 321,580 Carmax Auto Owner Trust, Series 2006-2, Class A3 5.15% due 02/15/2011 574,000 575,525 Carrington Mortgage Loan Trust, Series 2005-NC3, Class A1B 5.49% due 06/25/2035 (b) 249,175 249,231 Chase Credit Card Master Trust, Series 2003-3, Class A 5.43% due 10/15/2010 (b) 346,000 346,634 The accompanying notes are an integral part of the financial statements. 58
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- ASSET BACKED SECURITIES (CONTINUED) Chase Issuance Trust, Series 2004-A9, Class A9 3.22% due 06/15/2010 $ 434,000 $ 425,397 Chase Issuance Trust, Series 2006-A3, Class A3 5.31% due 07/15/2011 (b) 497,000 497,156 Citibank Credit Card Issuance Trust, Series 2000-A3, Class A3 6.875% due 11/16/2009 183,000 186,305 Citibank Credit Card Issuance Trust, Series 2004-A4, Class A4 3.20% due 08/24/2009 509,000 499,774 Citibank Credit Card Issuance Trust, Series 2006-A4, Class A4 5.45% due 05/10/2013 397,000 403,886 Citicorp Residential Mortgage Securities Inc, Series 2006-1, Class A2 5.682% due 07/25/2036 280,000 280,954 Countrywide Asset-Backed Certificates, Series 2005-12, Class 1A1 5.48% due 02/25/2036 (b) 117,272 117,292 Countrywide Asset-Backed Certificates, Series 2005-BC4, Class 2A1 5.45% due 08/25/2035 (b) 64,954 64,966 Countrywide Asset-Backed Certificates, Series 2006-11, Class 3AV1 5.39% due 09/25/2046 (b) 367,651 367,651 Countrywide Asset-Backed Certificates, Series 2006-13, Class 3AV2 5.48% due 01/25/2037 (b) 345,000 344,892 Countrywide Asset-Backed Certificates, Series 2006-ABC1, Class A1 5.36% due 05/25/2036 (b) 328,514 328,411 Countrywide Asset-Backed Certificates, Series 2006-S1, Class A2 5.549% due 08/25/2021 516,000 515,113 Encore Credit Receivables Trust, Series 2005-3, Class 2A1 5.45% due 10/25/2035 (b) 38,937 38,941 Ford Credit Auto Owner Trust, Series 2005-A, Class A3 3.48% due 11/15/2008 413,616 410,317 Ford Credit Auto Owner Trust, Series 2005-B, Class A3 4.17% due 01/15/2009 289,590 287,769 Ford Credit Auto Owner Trust, Series 2006-B, Class A4 5.25% due 09/15/2011 463,000 465,966 Franklin Auto Trust, Series 2005-1, Class A2 4.84% due 09/22/2008 52,403 52,362 GE Capital Credit Card Master Note Trust, Series 2006-1, Class A 5.08% due 09/17/2012 475,000 477,449 Harley-Davidson Motorcycle Trust, Series 2006-2, Class A2 5.35% due 03/15/2013 135,000 136,118 Honda Auto Receivables Owner Trust, Series 2004-2, Class A3 3.30% due 06/16/2008 379,332 376,618 CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- ASSET BACKED SECURITIES (CONTINUED) Household Credit Card Master Note Trust I, Series 2006-1, Class A 5.10% due 06/15/2012 $ 718,000 $ 722,039 Hyundai Auto Receivables Trust, Series 2005-A, Class A4 4.18% due 02/15/2012 258,000 252,251 M.A.S.Transactions Asset Backed Securities Trust, Series 2004-OPT2, Class A2 5.68% due 09/25/2034 (b) 30,706 30,748 M.A.S.Transactions Asset Backed Securities Trust, Series 2005-AB1, Class A1B 5.143% due 11/25/2035 (b) 160,278 159,376 MBNA Master Credit Card Trust USA, Series 2000-L, Class A 6.50% due 04/15/2010 284,000 288,399 Merrill Lynch Mortgage Investors Inc., Series 2005-SD1, Class A1 5.51% due 05/25/2046 (b) 87,907 87,922 Morgan Stanley ABS Capital I, Series 2004-WMC2, Class A2 5.69% due 07/25/2034 (b) 39,633 39,633 Morgan Stanley ABS Capital I, Series 2006-NC1, Class A1 5.41% due 12/25/2035 (b) 587,948 587,977 Morgan Stanley Home Equity Loans, Series 2006-2, Class A2 5.44% due 02/25/2036 (b) 205,000 204,936 Nissan Auto Lease Trust, Series 2005-A, Class A2 4.61% due 01/15/2008 91,454 91,339 Nissan Auto Receivables Owner Trust, Series 2005-B, Class A2 3.75% due 09/17/2007 12,742 12,734 Nissan Auto Receivables Owner Trust, Series 2006-B, Class A3 5.16% due 02/15/2010 145,000 145,113 Nomura Home Equity Loan Inc., Series 2006-WF1, Class A1 5.3894% due 03/25/2036 (b) 301,655 301,655 Northstar Education Finance, Inc., Series 2005-1, Class A5 3.98% due 10/28/2045 195,000 192,956 Novastar Home Equity Loan, Series 2005-2, Class A2B 5.48% due 10/25/2035 (b) 247,659 247,713 Option One Mortgage Loan Trust, Series 2006-1, Class 2A1 5.40% due 01/25/2036 (b) 212,417 212,455 Ownit Mortgage Loan Asset-Backed Certificates, Series 2006-1, Class AF1 5.424% due 12/25/2036 139,708 139,053 Peco Energy Transition Trust, Series 2001-A, Class A1 6.52% due 12/31/2010 162,000 169,712 PG&E Energy Recovery Funding LLC, Series 2005-2, Class A2 5.03% due 03/25/2014 393,000 393,264 The accompanying notes are an integral part of the financial statements. 59
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- ASSET BACKED SECURITIES (CONTINUED) SLM Student Loan Trust, Series 2004-1, Class A2 5.625% due 07/25/2018 (b) $ 264,000 $ 265,111 Structured Asset Investment Loan Trust, Series 2005-11, Class A4 5.42% due 01/25/2036 (b) 204,267 204,293 Triad Auto Receivables Owner Trust, Series 2003-B, Class A4 3.20% due 12/13/2010 119,605 117,498 USAA Auto Owner Trust, Series 2004-3, Class A3 3.16% due 02/17/2009 133,369 132,171 USAA Auto Owner Trust, Series 2005-1, Class A3 3.90% due 07/15/2009 74,854 74,202 USAA Auto Owner Trust, Series 2005-3, Class A2 4.52% due 06/16/2008 120,604 120,359 USAA Auto Owner Trust, Series 2006-3, Class A4 5.36% due 06/15/2012 236,000 238,618 Volkswagen Auto Lease Trust, Series 2006-A, Class A2 5.55% due 11/20/2008 290,000 290,952 Wachovia Auto Loan Owner Trust, Series 2006-1, Class A3 5.10% due 07/20/2011 315,000 314,945 Wachovia Auto Owner Trust, Series 2004-A, Class A4 3.66% due 07/20/2010 560,000 551,940 Wachovia Auto Owner Trust, Series 2005-B, Class A2 4.82% due 02/20/2009 229,847 229,416 Washington Mutual Master Note Trust, Series 2006-M1A, Class M1 5.41% due 08/15/2013 (b) 536,000 536,586 WFS Financial Owner Trust, Series 2003-1, Class A4 2.74% due 09/20/2010 39,280 39,028 WFS Financial Owner Trust, Series 2003-3, Class A4 3.25% due 05/20/2011 189,641 187,188 WFS Financial Owner Trust, Series 2003-4, Class A4 3.15% due 05/20/2011 64,136 63,219 WFS Financial Owner Trust, Series 2004-1, Class A4 2.81% due 08/22/2011 131,034 128,346 WFS Financial Owner Trust, Series 2005-3, Class A3A 4.25% due 06/17/2010 110,000 109,113 -------------- TOTAL ASSET BACKED SECURITIES (Cost $17,128,401) $ 17,145,101 -------------- SHORT TERM INVESTMENTS - 11.60% Federal Home Loan Mortgage Corp. Discount Notes zero coupon due 06/26/2007 $ 1,307,000 $ 1,255,560 Rabobank USA Finance Corp. 5.35% due 10/02/2006 3,005,000 3,004,554 State Street Navigator Securities Lending Prime Portfolio (c) 16,298,154 16,298,154 CORE BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- SHORT TERM INVESTMENTS (CONTINUED) UBS Finance (Delaware) LLC 5.34% due 10/02/2006 $ 3,005,000 $ 3,004,554 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $23,562,822) $ 23,562,822 -------------- REPURCHASE AGREEMENTS - 3.88% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $7,872,591 on 10/02/2006, collateralized by $7,585,000 Federal National Mortgage Association, 6.125% due 03/15/2012 (valued at $8,030,619, including interest) (c)*** $ 7,870,000 $ 7,870,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $7,870,000) $ 7,870,000 -------------- TOTAL INVESTMENTS (CORE BOND TRUST) (COST $240,728,976) - 119.07% $ 241,811,076 LIABILITIES IN EXCESS OF OTHER ASSETS - (19.07)% (38,722,453) -------------- TOTAL NET ASSETS - 100.00% $ 203,088,623 ============== CORE EQUITY TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 98.98% ADVERTISING - 1.42% WPP Group PLC 544,900 $ 6,751,132 APPAREL & TEXTILES - 1.26% NIKE, Inc., Class B 68,100 5,966,922 BUILDING MATERIALS & CONSTRUCTION - 0.55% Masco Corp. 95,086 2,607,258 CABLE AND TELEVISION - 5.23% DIRECTV Group, Inc. * 710,900 13,990,512 Time Warner, Inc. 594,900 10,845,027 -------------- 24,835,539 COMPUTERS & BUSINESS EQUIPMENT - 7.41% Cisco Systems, Inc. * 296,500 6,819,500 Dell, Inc. * 328,300 7,498,372 Hewlett-Packard Company 209,400 7,682,886 International Business Machines Corp. 73,800 6,047,172 Seagate Technology * 308,600 7,125,574 -------------- 35,173,504 ELECTRICAL UTILITIES - 5.04% The AES Corp. * 1,172,800 23,913,392 FINANCIAL SERVICES - 12.16% Capital One Financial Corp. 109,500 8,613,270 Citigroup, Inc. 259,000 12,864,530 Countrywide Financial Corp. 413,300 14,482,032 The accompanying notes are an integral part of the financial statements. 60
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) CORE EQUITY TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) FINANCIAL SERVICES (CONTINUED) JPMorgan Chase & Company 463,900 $ 21,784,744 -------------- 57,744,576 HEALTHCARE SERVICES - 6.85% Health Net, Inc. * 244,600 10,644,992 UnitedHealth Group, Inc. 444,600 21,874,320 -------------- 32,519,312 HOLDINGS COMPANIES/CONGLOMERATES - 1.44% General Electric Company 193,400 6,827,020 HOMEBUILDERS - 4.30% Beazer Homes USA, Inc. (a) 51,800 2,022,272 Centex Corp. 147,590 7,766,186 Pulte Homes, Inc. 258,000 8,219,880 Ryland Group, Inc. (a) 56,075 2,423,001 -------------- 20,431,339 INSURANCE - 5.91% Aetna, Inc. 389,300 15,396,815 American International Group, Inc. 162,100 10,740,746 St. Paul Travelers Companies, Inc. 40,700 1,908,423 -------------- 28,045,984 INTERNET RETAIL - 10.84% Amazon.com, Inc. * (a) 581,000 18,661,720 eBay, Inc. * 445,100 12,623,036 Expedia, Inc. * 472,116 7,402,779 IAC/InterActiveCorp. * (a) 444,100 12,772,316 -------------- 51,459,851 INTERNET SERVICE PROVIDER - 6.68% Google, Inc., Class A * 49,500 19,894,050 Yahoo!, Inc. * 467,600 11,820,928 -------------- 31,714,978 INTERNET SOFTWARE - 0.30% Symantec Corp. * 66,700 1,419,376 LEISURE TIME - 1.86% Electronic Arts, Inc. * 158,700 8,836,416 MANUFACTURING - 5.25% Tyco International, Ltd. 891,200 24,944,688 PHARMACEUTICALS - 1.89% Pfizer, Inc. 316,515 8,976,365 PHOTOGRAPHY - 2.68% Eastman Kodak Company (a) 567,500 12,712,000 RETAIL TRADE - 6.27% Home Depot, Inc. 291,700 10,579,959 Sears Holdings Corp. * 121,300 19,176,317 -------------- 29,756,276 SANITARY SERVICES - 0.64% Waste Management, Inc. 82,700 3,033,436 SOFTWARE - 1.04% CA, Inc. 207,575 4,917,452 CORE EQUITY TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) TELEPHONE - 9.96% Qwest Communications International, Inc. * (a) 2,705,900 $ 23,595,448 Sprint Nextel Corp. 1,379,700 23,661,855 -------------- 47,257,303 -------------- TOTAL COMMON STOCKS (Cost $452,206,190) $ 469,844,119 -------------- SHORT TERM INVESTMENTS - 9.22% State Street Navigator Securities Lending Prime Portfolio (c) $ 43,740,871 $ 43,740,871 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $43,740,871) $ 43,740,871 -------------- REPURCHASE AGREEMENTS - 0.89% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $4,236,394 on 10/2/2006, collateralized by $3,980,000 Federal National Mortgage Association, 7.25% due 01/15/2010 (valued at $4,323,275, including interest) (c) $ 4,235,000 $ 4,235,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $4,235,000) $ 4,235,000 -------------- TOTAL INVESTMENTS (CORE EQUITY TRUST) (COST $500,182,061) - 109.09% $ 517,819,990 LIABILITIES IN EXCESS OF OTHER ASSETS - (9.09)% (43,145,291) -------------- TOTAL NET ASSETS - 100.00% $ 474,674,699 ============== DYNAMIC GROWTH TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 98.04% APPAREL & TEXTILES - 9.64% Coach, Inc. * 161,300 $ 5,548,720 Guess?, Inc. * (a) 50,900 2,470,177 Polo Ralph Lauren Corp., Class A 96,400 6,236,116 -------------- 14,255,013 CELLULAR COMMUNICATIONS - 1.69% NII Holdings, Inc. * 40,200 2,498,832 COAL - 1.88% Peabody Energy Corp. 75,700 2,784,246 COMPUTERS & BUSINESS EQUIPMENT - 4.05% Cognizant Technology Solutions Corp., Class A * 31,900 2,362,514 Network Appliance, Inc. * 97,800 3,619,578 -------------- 5,982,092 CONSTRUCTION & MINING EQUIPMENT - 2.84% Joy Global, Inc. 62,750 2,360,028 The accompanying notes are an integral part of the financial statements. 61
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) DYNAMIC GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) CONSTRUCTION & MINING EQUIPMENT (CONTINUED) Rowan Companies, Inc. (a) 58,400 $ 1,847,192 -------------- 4,207,220 DRUGS & HEALTH CARE - 2.19% Mentor Corp. (a) 64,400 3,245,116 ELECTRICAL EQUIPMENT - 3.60% Molex, Inc. 100,500 3,307,455 Wesco International, Inc. * 34,700 2,013,641 -------------- 5,321,096 ENERGY - 1.92% Southwestern Energy Company * 95,100 2,840,637 FINANCIAL SERVICES - 13.80% Affiliated Managers Group, Inc. * (a) 56,900 5,696,259 E*TRADE Financial Corp. * 217,700 5,207,384 Jefferies Group, Inc. 118,300 3,371,550 Nasdaq Stock Market, Inc. * (a) 101,000 3,054,240 Nuveen Investments, Class A (a) 60,000 3,073,800 -------------- 20,403,233 GAS & PIPELINE UTILITIES - 2.39% Ultra Petroleum Corp. * (a) 73,600 3,540,896 HEALTHCARE PRODUCTS - 8.32% C.R. Bard, Inc. 21,900 1,642,500 Fisher Scientific International, Inc. * 49,000 3,833,760 Herbalife, Ltd. * 89,400 3,386,472 Hologic, Inc. * (a) 38,600 1,679,872 The Cooper Companies, Inc. 32,900 1,760,150 -------------- 12,302,754 HEALTHCARE SERVICES - 8.74% Amerigroup Corp. * 129,100 3,814,905 Cerner Corp. * (a) 75,500 3,427,700 DaVita, Inc. * 46,400 2,685,168 Pediatrix Medical Group, Inc. * 65,600 2,991,360 -------------- 12,919,133 HOTELS & RESTAURANTS - 1.82% The Cheesecake Factory, Inc. * (a) 99,200 2,697,248 HOUSEHOLD PRODUCTS - 2.01% Jarden Corp. * (a) 90,000 2,967,300 INDUSTRIAL MACHINERY - 2.78% Terex Corp. * 90,900 4,110,498 INTERNATIONAL OIL - 1.93% Noble Corp. 44,400 2,849,592 INTERNET RETAIL - 1.87% Nutri/System, Inc. * (a) 44,400 2,765,676 INTERNET SOFTWARE - 6.08% Akamai Technologies, Inc. * 116,500 5,823,835 F5 Networks, Inc. * 59,000 3,169,480 -------------- 8,993,315 DYNAMIC GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) LEISURE TIME - 0.98% Station Casinos, Inc. (a) 25,100 $ 1,451,533 MANUFACTURING - 2.67% Roper Industries, Inc. 88,400 3,955,016 PETROLEUM SERVICES - 1.00% BJ Services Company 49,000 1,476,370 PHARMACEUTICALS - 1.05% Celgene Corp. * (a) 35,900 1,554,470 RETAIL TRADE - 5.91% Abercrombie & Fitch Company, Class A 27,600 1,917,648 Chico's FAS, Inc. * (a) 121,700 2,620,201 Urban Outfitters, Inc. * (a) 237,600 4,203,144 -------------- 8,740,993 SEMICONDUCTORS - 3.16% MEMC Electronic Materials, Inc. * 127,500 4,670,325 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 2.52% Comverse Technology, Inc. * 174,000 3,730,560 TRUCKING & FREIGHT - 3.20% Oshkosh Truck Corp. 93,900 4,739,133 -------------- TOTAL COMMON STOCKS (Cost $114,569,680) $ 145,002,297 -------------- SHORT TERM INVESTMENTS - 25.20% State Street Navigator Securities Lending Prime Portfolio (c) $ 37,272,037 $ 37,272,037 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $37,272,037) $ 37,272,037 -------------- REPURCHASE AGREEMENTS - 1.85% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $2,733,900 on 10/2/2006, collateralized by $2,955,000 Federal National Mortgage Association, 5.70% due 03/27/2023 (valued at $2,792,040, including interest) (c) $ 2,733,000 $ 2,733,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $2,733,000) $ 2,733,000 -------------- TOTAL INVESTMENTS (DYNAMIC GROWTH TRUST) (COST $154,574,717) - 125.09% $ 185,007,334 LIABILITIES IN EXCESS OF OTHER ASSETS - (25.09)% (37,109,006) -------------- TOTAL NET ASSETS - 100.00% $ 147,898,328 ============== The accompanying notes are an integral part of the financial statements. 62
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) EMERGING GROWTH TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 100.25% ADVERTISING - 1.66% Aquantive, Inc. * 19,100 $ 451,142 AEROSPACE - 1.68% ARGON ST, Inc. * 19,080 457,348 AUTOMOBILES - 1.09% Force Protection, Inc. * 35,300 295,461 BANKING - 5.84% Boston Private Financial Holdings, Inc. 11,200 312,256 IBERIABANK Corp. 5,150 314,150 UCBH Holdings, Inc. 7,000 122,220 Umpqua Holdings Corp. 16,320 466,752 Wintrust Financial Corp. 7,386 370,408 -------------- 1,585,786 BIOTECHNOLOGY - 1.56% Martek Biosciences Corp. * 19,650 422,672 BUILDINGS - 0.75% Modtech Holdings, Inc. * 36,450 202,662 BUSINESS SERVICES - 6.15% Access Integrated Technologies, Inc. * 23,950 226,807 Barrett Business Services, Inc. * 15,800 339,226 Euronet Worldwide, Inc. * 25,350 622,342 FTI Consulting, Inc. * 19,250 482,405 -------------- 1,670,780 CHEMICALS - 0.54% American Vanguard Corp. 10,500 147,000 COMMERCIAL SERVICES - 2.06% Color Kinetics, Inc. * 18,750 318,375 Stantec, Inc. * 13,200 242,616 -------------- 560,991 COMPUTERS & BUSINESS EQUIPMENT - 5.46% Lasercard Corp. * 28,200 367,728 Stratasys, Inc. * 13,750 363,137 Trident Microsystems, Inc. * 32,350 752,461 -------------- 1,483,326 CONSTRUCTION MATERIALS - 1.00% Simpson Manufacturing, Inc. 10,100 273,003 CORRECTIONAL FACILITIES - 0.97% Corrections Corp. of America * 6,125 264,906 DRUGS & HEALTH CARE - 2.05% Healthextras, Inc. * 9,550 270,360 Matrixx Initiatives, Inc. * 15,000 285,450 -------------- 555,810 ELECTRONICS - 5.18% Measurement Specialties, Inc. * 16,000 298,400 Medis Technologies, Ltd. * 27,550 680,761 Supertex, Inc. * 11,000 427,570 -------------- 1,406,731 ENERGY - 3.79% Headwaters, Inc. * 16,600 387,610 EMERGING GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) ENERGY (CONTINUED) InterOil Corp. * 17,750 $ 336,007 KFx, Inc. * 28,650 306,555 -------------- 1,030,172 FINANCIAL SERVICES - 1.23% Waddell & Reed Financial, Inc., Class A 13,450 332,888 FOOD & BEVERAGES - 0.96% Buffalo Wild Wings, Inc. * 6,850 262,012 HEALTHCARE PRODUCTS - 13.23% Adeza Biomedical Corp. * 27,600 452,916 Caliper Life Sciences, Inc. * 35,000 170,800 Cyberonics, Inc. * 16,150 283,109 Intralase Corp. * 25,766 507,848 Kyphon, Inc. * 11,700 437,814 Nuvasive, Inc. * 19,200 386,112 ResMed, Inc. * 14,000 563,500 Somanetics Corp. * 17,500 349,300 SonoSite, Inc. * 15,600 443,040 -------------- 3,594,439 HEALTHCARE SERVICES - 0.31% Nitromed, Inc. * 26,500 84,005 HOTELS & RESTAURANTS - 2.21% McCormick & Schmick's Seafood Restaurants, Inc. * 15,400 346,346 Texas Roadhouse, Inc., Class A * 20,600 252,968 -------------- 599,314 HOUSEHOLD PRODUCTS - 2.63% iRobot Corp. * 21,100 423,266 Select Comfort Corp. * 13,300 291,004 -------------- 714,270 INDUSTRIAL MACHINERY - 0.82% Quixote Corp. 12,450 221,859 INSURANCE - 3.26% Infinity Property & Casualty Corp. 11,650 479,165 ProAssurance Corp. * 4,800 236,544 United Fire & Casualty Company 5,450 170,585 -------------- 886,294 INTERNATIONAL OIL - 0.31% ATP Oil & Gas Corp. * 2,300 84,962 LEISURE TIME - 4.59% Bally Technologies, Inc. * 24,550 432,080 Imax Corp. * 53,700 262,593 Pinnacle Entertainment, Inc. * 8,800 247,456 Progressive Gaming International Corp. * 37,050 303,810 -------------- 1,245,939 MANUFACTURING - 2.25% Radyne Corp. * 11,300 138,312 Raven Industries, Inc. 15,800 474,158 -------------- 612,470 The accompanying notes are an integral part of the financial statements. 63
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) EMERGING GROWTH TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) MEDICAL-HOSPITALS - 0.90% EV3, Inc. * 14,350 $ 244,094 OFFICE FURNISHINGS & SUPPLIES - 1.28% Global Imaging Systems, Inc. * 15,800 348,706 PETROLEUM SERVICES - 1.85% Superior Energy Services, Inc. * 8,850 232,401 TETRA Technologies, Inc. * 11,150 269,384 -------------- 501,785 PHARMACEUTICALS - 2.80% Atherogenics, Inc. * 13,400 176,478 Medicis Pharmaceutical Corp., Class A 18,093 585,309 -------------- 761,787 RETAIL TRADE - 2.47% A.C. Moore Arts & Crafts, Inc. * 19,450 370,133 Hibbett Sporting Goods, Inc. * 11,450 299,761 -------------- 669,894 SEMICONDUCTORS - 4.73% Actel Corp. * 20,900 324,995 FormFactor, Inc. * 15,300 644,589 Mattson Technology, Inc. * 38,000 315,400 -------------- 1,284,984 SOFTWARE - 8.59% Allscripts Healthcare Solution, Inc. * 19,650 441,142 Concur Technologies, Inc. * 29,650 431,408 Faro Technologies, Inc. * 23,100 441,210 Opsware, Inc. * 67,600 609,076 Progress Software Corp. * 15,795 410,670 -------------- 2,333,506 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 1.74% Comtech Telecommunications Corp. * 14,100 472,068 TRUCKING & FREIGHT - 4.31% Celadon Group, Inc. * 25,825 429,728 ID Systems, Inc. * 18,750 443,062 Oshkosh Truck Corp. 5,900 297,773 -------------- 1,170,563 -------------- TOTAL COMMON STOCKS (Cost $29,132,483) $ 27,233,629 -------------- SHORT TERM INVESTMENTS - 0.38% State Street Global Advisers Funds (c) $ 102,000 $ 102,000 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $102,000) $ 102,000 -------------- TOTAL INVESTMENTS (EMERGING GROWTH TRUST) (COST $29,234,483) - 100.63% $ 27,335,629 LIABILITIES IN EXCESS OF OTHER ASSETS - (0.63)% (170,587) -------------- TOTAL NET ASSETS - 100.00% $ 27,165,042 ============== EMERGING SMALL COMPANY TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 99.90% ADVERTISING - 1.83% inVentiv Health, Inc. * (a) 98,500 $ 3,154,955 ValueClick, Inc. * (a) 99,500 1,844,730 -------------- 4,999,685 AEROSPACE - 2.59% Armor Holdings, Inc. * 24,500 1,404,585 BE Aerospace, Inc. * (a) 181,000 3,817,290 HEICO Corp., Class A (a) 64,000 1,859,200 -------------- 7,081,075 APPAREL & TEXTILES - 2.50% Carter's, Inc. * (a) 103,000 2,718,170 Crocs, Inc. * (a) 88,600 3,007,970 Volcom, Inc. * (a) 49,000 1,104,460 -------------- 6,830,600 AUTO PARTS - 1.68% LKQ Corp. * (a) 209,000 4,591,730 AUTOMOBILES - 0.90% Monro Muffler Brake, Inc. 72,000 2,448,720 BANKING - 8.91% BankAtlantic Bancorp, Inc., Class A (a) 116,000 1,649,520 Boston Private Financial Holdings, Inc. (a) 56,300 1,569,644 Capitol Bancorp, Ltd. (a) 62,000 2,759,000 Digital Insight Corp. * 75,000 2,199,000 East West Bancorp, Inc. (a) 59,044 2,338,733 PrivateBancorp, Inc. (a) 30,000 1,371,600 Signature Bank * (a) 65,000 2,010,450 Sterling Financial Corp., Spokane (a) 58,500 1,897,155 United Community Banks, Inc. (a) 130,000 3,906,500 Virginia Commerce Bancorp, Inc. * (a) 117,999 2,619,578 Wintrust Financial Corp. (a) 41,000 2,056,150 -------------- 24,377,330 BIOTECHNOLOGY - 0.74% Integra LifeSciences Holdings Corp. * (a) 54,000 2,023,920 BUILDING MATERIALS & CONSTRUCTION - 1.54% Beacon Roofing Supply, Inc. * (a) 107,249 2,170,720 Williams Scotsman International, Inc. * (a) 95,500 2,039,880 -------------- 4,210,600 BUSINESS SERVICES - 2.63% Euronet Worldwide, Inc. * (a) 101,000 2,479,550 Labor Ready, Inc. * (a) 151,000 2,405,430 Sotheby's Holdings, Inc., Class A (a) 71,500 2,305,160 -------------- 7,190,140 CABLE AND TELEVISION - 0.93% Central European Media Enterprises-A, Ltd. * (a) 38,000 2,547,900 CHEMICALS - 0.77% Airgas, Inc. 58,000 2,097,860 COAL - 0.83% Foundation Coal Holdings, Inc. 70,000 2,265,900 COMMERCIAL SERVICES - 0.84% Pool Corp. (a) 60,000 2,310,000 The accompanying notes are an integral part of the financial statements. 64
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) EMERGING SMALL COMPANY TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) COMPUTERS & BUSINESS EQUIPMENT - 3.97% Electronics for Imaging, Inc. * (a) 100,800 $ 2,306,304 Micros Systems, Inc. * 60,000 2,935,200 Rackable Systems, Inc. * (a) 78,600 2,151,282 Trident Microsystems, Inc. * (a) 58,800 1,367,688 Witness Systems, Inc. * (a) 120,000 2,103,600 -------------- 10,864,074 CRUDE PETROLEUM & NATURAL GAS - 1.60% Arena Resources, Inc. * (a) 67,000 2,152,040 GMX Resources, Inc. * (a) 71,000 2,228,690 -------------- 4,380,730 DRUGS & HEALTH CARE - 3.40% Conor Medsystems, Inc. * (a) 85,600 2,017,592 Healthextras, Inc. * (a) 109,000 3,085,790 Illumina, Inc. * (a) 40,000 1,321,600 Immucor, Inc. * 128,000 2,868,480 -------------- 9,293,462 ELECTRICAL EQUIPMENT - 1.00% W.H. Brady Company, Class A (a) 77,700 2,731,932 ELECTRONICS - 0.40% Measurement Specialties, Inc. * (a) 58,556 1,092,069 ENERGY - 1.18% Energy Conversion Devices, Inc. * (a) 52,500 1,944,600 Evergreen Solar, Inc. * (a) 153,000 1,269,900 -------------- 3,214,500 FINANCIAL SERVICES - 6.36% Affiliated Managers Group, Inc. * (a) 60,000 6,006,600 GFI Group, Inc. * (a) 57,531 3,180,889 Heartland Payment Systems, Inc. (a) 52,500 1,365,000 optionsXpress Holdings, Inc. (a) 80,000 2,230,400 Portfolio Recovery Associates, Inc. * (a) 37,500 1,645,125 SWS Group, Inc. 69,800 1,737,322 United Panam Financial Corp. * (a) 80,000 1,238,400 -------------- 17,403,736 FOOD & BEVERAGES - 2.01% Hansen Natural Corp. * (a) 126,000 4,092,480 Ruth's Chris Steak House, Inc. * (a) 75,000 1,411,500 -------------- 5,503,980 HEALTHCARE PRODUCTS - 5.90% American Medical Systems Holdings, Inc. * (a) 139,500 2,570,985 Arthrocare Corp. * (a) 42,800 2,005,608 DJO, Inc. * (a) 36,000 1,495,080 Haemonetics Corp. * (a) 75,000 3,510,000 PSS World Medical, Inc. * (a) 126,100 2,520,739 Viasys Healthcare, Inc. * 124,000 3,377,760 Visicu, Inc. * (a) 74,000 663,780 -------------- 16,143,952 HEALTHCARE SERVICES - 1.94% Horizon Health Corp. * (a) 43,900 670,353 The Advisory Board Company * 62,500 3,157,500 EMERGING SMALL COMPANY TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) HEALTHCARE SERVICES (CONTINUED) United Surgical Partners International, Inc. * (a) 59,000 $ 1,464,970 -------------- 5,292,823 HOTELS & RESTAURANTS - 2.41% McCormick & Schmick's Seafood Restaurants, Inc. * (a) 91,000 2,046,590 Orient Express Hotels, Ltd. (a) 49,729 1,858,870 Red Robin Gourmet Burgers, Inc. * (a) 58,500 2,697,435 -------------- 6,602,895 HOUSEHOLD PRODUCTS - 1.57% Central Garden & Pet Company * (a) 89,000 4,295,140 INDUSTRIAL MACHINERY - 2.61% Actuant Corp., Class A (a) 49,000 2,454,900 Gardner Denver, Inc. * (a) 90,000 2,977,200 H&E Equipment Services, Inc. * (a) 27,500 670,725 Presstek, Inc. * (a) 191,000 1,029,490 -------------- 7,132,315 INDUSTRIALS - 1.39% Harsco Corp. (a) 49,000 3,804,850 INSURANCE - 0.89% Hub International, Ltd. 35,600 1,029,552 ProAssurance Corp. * 28,500 1,404,480 -------------- 2,434,032 INTERNET CONTENT - 0.97% RightNow Technologies, Inc. * (a) 169,807 2,650,687 LEISURE TIME - 1.29% Life Time Fitness, Inc. * (a) 76,500 3,541,185 LIQUOR - 1.38% Central European Distribution Corp. * (a) 161,500 3,780,715 MANUFACTURING - 0.94% Coherent, Inc. * (a) 74,311 2,575,619 MEDICAL-HOSPITALS - 2.68% Lifepoint Hospitals, Inc. * 40,000 1,412,800 Psychiatric Solutions, Inc. * (a) 109,998 3,749,832 VCA Antech, Inc. * (a) 60,028 2,164,610 -------------- 7,327,242 METAL & METAL PRODUCTS - 0.79% RBC Bearings, Inc. * (a) 90,000 2,173,500 OFFICE FURNISHINGS & SUPPLIES - 1.24% Knoll, Inc. 168,200 3,397,640 PETROLEUM SERVICES - 3.87% Basic Energy Services, Inc. * 79,000 1,927,600 Superior Energy Services, Inc. * 88,401 2,321,410 Superior Well Services, Inc. * (a) 96,600 1,912,680 Universal Compression Holdings, Inc. * (a) 26,000 1,389,700 World Fuel Services Corp. (a) 75,000 3,033,750 -------------- 10,585,140 PHARMACEUTICALS - 1.64% Adams Respiratory Therapeutics, Inc. * (a) 45,500 1,664,845 The accompanying notes are an integral part of the financial statements. 65
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) EMERGING SMALL COMPANY TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) PHARMACEUTICALS (CONTINUED) Adolor Corp. * (a) 96,000 $ 1,331,520 Alkermes, Inc. * (a) 94,000 1,489,900 -------------- 4,486,265 REAL ESTATE - 5.60% BioMed Realty Trust, Inc., REIT (a) 80,000 2,427,200 Innkeepers USA Trust, REIT (a) 206,381 3,361,946 Jones Lang LaSalle, Inc., REIT (a) 41,116 3,514,596 Sunstone Hotel Investors, Inc., REIT (a) 130,000 3,863,600 Trammell Crow Company, REIT * (a) 59,000 2,154,090 -------------- 15,321,432 RETAIL GROCERY - 1.05% United Natural Foods, Inc. * (a) 93,000 2,882,070 RETAIL TRADE - 4.24% Childrens Place Retail Stores, Inc. * (a) 51,500 3,297,545 Guitar Center, Inc. * (a) 51,700 2,309,956 Hibbett Sporting Goods, Inc. * (a) 93,000 2,434,740 The Men's Wearhouse, Inc. (a) 50,000 1,860,500 Tween Brands, Inc. * (a) 45,000 1,692,000 -------------- 11,594,741 SEMICONDUCTORS - 2.85% Advanced Analogic Technologies, Inc. * (a) 143,000 785,070 Microsemi Corp. * (a) 51,000 961,350 ON Semiconductor Corp. * (a) 181,000 1,064,280 PMC-Sierra, Inc. * (a) 357,000 2,120,580 Varian Semiconductor Equipment Associates, Inc. * (a) 77,971 2,861,536 -------------- 7,792,816 SOFTWARE - 2.65% Eclipsys Corp. * (a) 42,000 752,220 Transaction Systems Architects, Inc., Class A * 138,000 4,736,160 Ultimate Software Group, Inc. * (a) 75,000 1,764,750 -------------- 7,253,130 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 1.66% Aeroflex, Inc. * (a) 200,000 2,056,000 Finisar Corp. * (a) 334,000 1,212,420 NeuStar, Inc., Class A * (a) 46,000 1,276,500 -------------- 4,544,920 TRANSPORTATION - 1.18% UTI Worldwide, Inc. (a) 115,000 3,216,550 TRUCKING & FREIGHT - 2.55% Knight Transportation, Inc. (a) 62,000 1,050,900 Landstar Systems, Inc. 62,000 2,647,400 Old Dominion Freight Lines, Inc. * (a) 109,000 3,273,270 -------------- 6,971,570 -------------- TOTAL COMMON STOCKS (Cost $288,180,569) $ 273,261,172 -------------- EMERGING SMALL COMPANY TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- SHORT TERM INVESTMENTS - 25.39% State Street Navigator Securities Lending Prime Portfolio (c) $ 69,447,194 $ 69,447,194 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $69,447,194) $ 69,447,194 -------------- REPURCHASE AGREEMENTS - 0.72% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $1,976,650 on 10/02/2006, collateralized by $1,965,000 Federal Home Loan Mortgage Corp., 5.75% due 05/23/2011 (valued at $2,019,038, including interest) (c) $ 1,976,000 $ 1,976,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $1,976,000) $ 1,976,000 -------------- TOTAL INVESTMENTS (EMERGING SMALL COMPANY TRUST) (COST $359,603,763) - 126.01% $ 344,684,366 LIABILITIES IN EXCESS OF OTHER ASSETS - (26.01)% (71,138,091) -------------- TOTAL NET ASSETS - 100.00% $ 273,546,275 ============== EQUITY-INCOME TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 95.78% AEROSPACE - 0.80% Raytheon Company 380,900 $ 18,287,009 ALUMINUM - 0.56% Alcoa, Inc. 454,900 12,755,396 AMUSEMENT & THEME PARKS - 0.94% Walt Disney Company 695,800 21,507,178 AUTO PARTS - 0.55% Genuine Parts Company 294,400 12,697,472 AUTOMOBILES - 0.21% Ford Motor Company (a) 590,200 4,774,718 BANKING - 3.90% Bank of America Corp. 367,700 19,697,689 Bank of Ireland 36,900 721,860 Fifth Third Bancorp. (a) 642,300 24,458,784 Mercantile Bankshares Corp. 198,050 7,183,273 National City Corp. (a) 252,700 9,248,820 SunTrust Banks, Inc. 236,500 18,276,720 Wells Fargo Company (c) 273,200 9,884,376 -------------- 89,471,522 BIOTECHNOLOGY - 0.41% MedImmune, Inc. * (a) 321,100 9,379,331 BROADCASTING - 0.72% CBS Corp., Class B 588,750 16,585,088 The accompanying notes are an integral part of the financial statements. 66
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) EQUITY-INCOME TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) BUILDING MATERIALS & CONSTRUCTION - 0.15% Masco Corp. 128,900 $ 3,534,438 BUSINESS SERVICES - 0.60% H & R Block, Inc. (a) 638,900 13,889,686 CABLE AND TELEVISION - 2.81% Comcast Corp., Class A * 316,200 11,651,970 EchoStar Communications Corp., Class A * 237,500 7,775,750 Time Warner, Inc. 1,605,700 29,271,911 Viacom, Inc. * 428,150 15,918,617 -------------- 64,618,248 CELLULAR COMMUNICATIONS - 0.58% Motorola, Inc. 528,800 13,220,000 CHEMICALS - 1.24% Chemtura Corp. (a) 454,000 3,936,180 E.I. Du Pont De Nemours & Company 535,200 22,927,968 Hercules, Inc. * 101,200 1,595,924 -------------- 28,460,072 COMPUTERS & BUSINESS EQUIPMENT - 2.66% Cisco Systems, Inc. * 829,600 19,080,800 Dell, Inc. * 691,700 15,798,428 International Business Machines Corp. 320,300 26,245,382 -------------- 61,124,610 CONSTRUCTION MATERIALS - 0.63% Vulcan Materials Company 183,900 14,390,175 COSMETICS & TOILETRIES - 3.51% Avon Products, Inc. (a) 588,700 18,049,542 Colgate-Palmolive Company 481,700 29,913,570 International Flavors & Fragrances, Inc. (a) 444,200 17,563,668 Kimberly-Clark Corp. 231,200 15,111,232 -------------- 80,638,012 DOMESTIC OIL - 0.66% Murphy Oil Corp. (a) 318,700 15,154,185 DRUGS & HEALTH CARE - 1.16% Wyeth 525,400 26,711,336 ELECTRICAL EQUIPMENT - 0.49% Cooper Industries, Ltd., Class A 130,700 11,138,254 ELECTRICAL UTILITIES - 1.96% Entergy Corp. 241,000 18,853,430 FirstEnergy Corp. 252,200 14,087,892 Pinnacle West Capital Corp. (a) 172,000 7,748,600 TECO Energy, Inc. 278,400 4,356,960 -------------- 45,046,882 ELECTRONICS - 0.61% Sony Corp. 347,900 14,092,898 ENERGY - 2.34% Duke Energy Corp. 761,700 23,003,340 Progress Energy, Inc. (a) 367,700 16,686,226 Xcel Energy, Inc. (a) 682,900 14,101,885 -------------- 53,791,451 EQUITY-INCOME TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) FINANCIAL SERVICES - 8.51% Charles Schwab Corp. 1,289,400 $ 23,080,260 Citigroup, Inc. 235,400 11,692,318 Federal National Mortgage Association 210,100 11,746,691 Janus Capital Group, Inc. 189,300 3,732,996 JPMorgan Chase & Company 1,284,500 60,320,120 Mellon Financial Corp. 682,900 26,701,390 Morgan Stanley 525,400 38,306,914 State Street Corp. (c) 315,700 19,699,680 -------------- 195,280,369 FOOD & BEVERAGES - 3.40% Campbell Soup Company (a) 343,600 12,541,400 General Mills, Inc. 374,700 21,208,020 McCormick & Company, Inc. 265,300 10,076,094 Sara Lee Corp. 109,200 1,754,844 Sysco Corp. 187,300 6,265,185 The Coca-Cola Company 588,700 26,303,116 -------------- 78,148,659 GAS & PIPELINE UTILITIES - 0.96% NiSource, Inc. 1,012,700 22,016,098 HEALTHCARE PRODUCTS - 2.28% Baxter International, Inc. 316,300 14,378,998 Boston Scientific Corp. * 837,300 12,383,667 Johnson & Johnson 394,000 25,586,360 -------------- 52,349,025 HOLDINGS COMPANIES/CONGLOMERATES - 2.92% General Electric Company 1,897,200 66,971,160 HOMEBUILDERS - 0.36% D.R. Horton, Inc. (a) 347,500 8,322,625 HOUSEHOLD PRODUCTS - 1.56% Fortune Brands, Inc. 173,400 13,024,074 Newell Rubbermaid, Inc. (a) 802,800 22,735,296 -------------- 35,759,370 INDUSTRIAL MACHINERY - 1.30% Deere & Company 181,700 15,246,447 Pall Corp. 472,800 14,566,968 -------------- 29,813,415 INSURANCE - 5.68% American International Group, Inc. 425,100 28,167,126 Chubb Corp. 214,100 11,124,636 Lincoln National Corp. 347,900 21,597,632 Marsh & McLennan Companies, Inc. 1,262,700 35,545,005 St. Paul Travelers Companies, Inc. 420,300 19,707,867 UnumProvident Corp. (a) 735,500 14,261,345 -------------- 130,403,611 INTERNATIONAL OIL - 5.02% Anadarko Petroleum Corp. 367,800 16,120,674 ChevronTexaco Corp. 669,000 43,391,340 Hess Corp. 529,800 21,944,316 The accompanying notes are an integral part of the financial statements. 67
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) EQUITY-INCOME TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) INTERNATIONAL OIL (CONTINUED) Royal Dutch Shell PLC, ADR 511,100 $ 33,783,710 -------------- 115,240,040 LIQUOR - 1.16% Anheuser-Busch Companies, Inc. 562,000 26,700,620 MANUFACTURING - 3.39% 3M Company 242,700 18,061,734 Eaton Corp. (a) 128,500 8,847,225 Honeywell International, Inc. 749,300 30,646,370 Illinois Tool Works, Inc. 81,600 3,663,840 Tyco International, Ltd. 596,900 16,707,231 -------------- 77,926,400 NEWSPAPERS - 1.59% Dow Jones & Company, Inc. (a) 479,100 16,069,014 The New York Times Company, Class A (a) 894,300 20,551,014 -------------- 36,620,028 OFFICE FURNISHINGS & SUPPLIES - 0.83% Avery Dennison Corp. 315,200 18,965,584 PAPER - 2.03% International Paper Company 1,059,700 36,697,411 MeadWestvaco Corp. (a) 374,700 9,933,297 -------------- 46,630,708 PETROLEUM SERVICES - 3.47% BP PLC, SADR (a) 294,400 19,306,752 Exxon Mobil Corp. 656,700 44,064,570 Schlumberger, Ltd. 262,700 16,295,281 -------------- 79,666,603 PHARMACEUTICALS - 6.07% Abbott Laboratories 401,400 19,491,984 Bristol-Myers Squibb Company 633,300 15,781,836 Eli Lilly & Company 427,300 24,356,100 Merck & Company, Inc. 909,900 38,124,810 Pfizer, Inc. 1,070,400 30,356,544 Schering-Plough Corp. 508,500 11,232,765 -------------- 139,344,039 PHOTOGRAPHY - 0.63% Eastman Kodak Company (a) 642,300 14,387,520 PUBLISHING - 1.32% Tribune Company (a) 925,100 30,269,272 RAILROADS & EQUIPMENT - 1.81% Norfolk Southern Corp. 240,800 10,607,240 Union Pacific Corp. 352,500 31,020,000 -------------- 41,627,240 REAL ESTATE - 0.05% Simon Property Group, Inc., REIT 12,000 1,087,440 RETAIL TRADE - 2.38% Home Depot, Inc. 608,700 22,077,549 RadioShack Corp. (a) 385,400 7,438,220 Wal-Mart Stores, Inc. 508,500 25,079,220 -------------- 54,594,989 EQUITY-INCOME TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) SANITARY SERVICES - 0.80% Waste Management, Inc. 498,900 $ 18,299,652 SEMICONDUCTORS - 1.05% Analog Devices, Inc. 447,400 13,149,086 Intel Corp. 535,200 11,009,064 -------------- 24,158,150 SOFTWARE - 1.66% Microsoft Corp. 1,392,800 38,065,224 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 1.02% Lucent Technologies, Inc. * (a) 2,078,600 4,863,924 Nokia Oyj, SADR 947,700 18,660,213 -------------- 23,524,137 TELEPHONE - 5.54% ALLTEL Corp. 341,500 18,953,250 AT&T, Inc. 1,284,549 41,824,916 Qwest Communications International, Inc. * (a) 2,641,000 23,029,520 Sprint Nextel Corp. 945,600 16,217,040 Verizon Communications, Inc. 604,200 22,433,946 Windstream Corp. * (a) 353,085 4,657,191 -------------- 127,115,863 TOBACCO - 0.54% UST, Inc. (a) 224,800 12,325,784 TOYS, AMUSEMENTS & SPORTING GOODS - 0.96% Mattel, Inc. 1,124,000 22,142,800 -------------- TOTAL COMMON STOCKS (Cost $1,838,922,495) $2,199,024,386 -------------- CORPORATE BONDS - 0.32% TELECOMMUNICATIONS EQUIPMENT & SERVICES - 0.32% Lucent Technologies, Inc. 8.00% due 08/01/2031 (a) $ 7,233,000 7,260,486 -------------- TOTAL CORPORATE BONDS (Cost $7,838,764) $ 7,260,486 -------------- SHORT TERM INVESTMENTS - 12.16% State Street Navigator Securities Lending Prime Portfolio (c) $ 197,870,099 $ 197,870,099 T. Rowe Price Reserve Investment Fund (c) 81,198,141 81,198,141 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $279,068,240) $ 279,068,240 -------------- The accompanying notes are an integral part of the financial statements. 68
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) EQUITY-INCOME TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- REPURCHASE AGREEMENTS - 0.09% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $2,036,670 on 10/02/2006, collateralized by $2,120,000 Federal National Mortgage Association, 6.00% due 07/25/2025 (valued at $2,077,600, including interest) (c) $ 2,036,000 $ 2,036,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $2,036,000) $ 2,036,000 -------------- TOTAL INVESTMENTS (EQUITY-INCOME TRUST) (COST $2,127,865,499) - 108.35% $2,487,389,112 LIABILITIES IN EXCESS OF OTHER ASSETS - (8.35)% (191,598,048) -------------- TOTAL NET ASSETS - 100.00% $2,295,791,064 ============== FINANCIAL SERVICES TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 95.23% BANKING - 13.80% Commerce Bancorp, Inc. (a) 218,600 $ 8,024,806 Golden West Financial Corp. 104,800 8,095,800 ICICI Bank, Ltd., SADR (a) 12,900 396,159 Wells Fargo Company (c) 194,800 7,047,864 -------------- 23,564,629 BUSINESS SERVICES - 9.99% Dun & Bradstreet Corp. * 69,300 5,196,807 H & R Block, Inc. 135,200 2,939,248 Moody's Corp. 136,400 8,917,832 -------------- 17,053,887 CONTAINERS & GLASS - 2.17% Sealed Air Corp. (a) 68,500 3,707,220 FINANCIAL SERVICES - 29.69% Ameriprise Financial, Inc. 118,540 5,559,526 Goldman Sachs Group, Inc. 54,800 9,270,516 JPMorgan Chase & Company 170,048 7,985,454 Merrill Lynch & Company, Inc. 105,300 8,236,566 T. Rowe Price Group, Inc. (c) 196,000 9,378,600 The First Marblehead Corp. (a) 147,900 10,243,554 -------------- 50,674,216 HOLDINGS COMPANIES/CONGLOMERATES - 3.36% Loews Corp. 151,100 5,726,690 INSURANCE - 18.42% American International Group, Inc. 122,600 8,123,476 China Life Insurance Company, Ltd., ADR (a) 31,900 2,493,304 Everest Re Group, Ltd. 40,900 3,988,977 FPIC Insurance Group, Inc. * 61,500 2,436,015 Markel Corp. * (a) 9,800 4,024,468 Progressive Corp. 196,000 4,809,840 FINANCIAL SERVICES TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) INSURANCE (CONTINUED) Transatlantic Holdings, Inc. (a) 92,237 $ 5,572,037 -------------- 31,448,117 MANUFACTURING - 4.12% Tyco International, Ltd. 251,500 7,039,485 TOBACCO - 2.80% Altria Group, Inc. 62,500 4,784,375 TRAVEL SERVICES - 10.88% American Express Company 331,100 18,568,088 -------------- TOTAL COMMON STOCKS (Cost $107,676,366) $ 162,566,707 -------------- SHORT TERM INVESTMENTS - 22.55% Barton Capital Corp. 5.27% due 10/04/2006 $ 4,500,000 $ 4,498,024 Rabobank USA Finance Corp. 5.36% due 10/02/2006 5,765,000 5,764,142 State Street Navigator Securities Lending Prime Portfolio (c) 24,597,610 24,597,610 UBS Finance (Delaware) LLC 5.26% due 10/02/2006 (c) 3,628,000 3,627,470 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $38,487,245) $ 38,487,246 -------------- TOTAL INVESTMENTS (FINANCIAL SERVICES TRUST) (COST $146,163,611) - 117.78% $ 201,053,953 LIABILITIES IN EXCESS OF OTHER ASSETS - (17.78)% (30,346,290) -------------- TOTAL NET ASSETS - 100.00% $ 170,707,663 ============== FUNDAMENTAL VALUE TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 94.87% ADVERTISING - 0.24% WPP Group PLC, SADR 41,649 $ 2,570,993 BANKING - 6.58% Commerce Bancorp, Inc. (a) 185,900 6,824,389 Golden West Financial Corp. 437,801 33,820,127 Wells Fargo Company (c) 803,334 29,064,624 -------------- 69,709,140 BROADCASTING - 1.94% Liberty Media Holding Corp.-Capital, Series A * 33,505 2,800,013 News Corp. 901,000 17,704,650 -------------- 20,504,663 BUSINESS SERVICES - 4.36% Dun & Bradstreet Corp. * 82,305 6,172,052 H & R Block, Inc. (a) 509,977 11,086,900 Iron Mountain, Inc. * (a) 332,758 14,288,628 Moody's Corp. (a) 222,699 14,560,061 -------------- 46,107,641 The accompanying notes are an integral part of the financial statements. 69
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) FUNDAMENTAL VALUE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) CABLE AND TELEVISION - 3.70% Comcast Corp.-Special Class A * (a) 919,243 $ 33,837,335 NTL, Inc. 208,007 5,289,618 -------------- 39,126,953 COLLEGES & UNIVERSITIES - 0.34% Apollo Group, Inc., Class A * 73,500 3,619,140 COMPUTERS & BUSINESS EQUIPMENT - 1.18% Dell, Inc. * 272,100 6,214,764 Hewlett-Packard Company 172,016 6,311,267 -------------- 12,526,031 CONSTRUCTION MATERIALS - 1.36% Martin Marietta Materials, Inc. (a) 86,521 7,321,407 Vulcan Materials Company 90,930 7,115,273 -------------- 14,436,680 CONTAINERS & GLASS - 1.95% Sealed Air Corp. (a) 381,196 20,630,328 COSMETICS & TOILETRIES - 1.53% Avon Products, Inc. 132,588 4,065,148 Procter & Gamble Company 196,100 12,154,278 -------------- 16,219,426 CRUDE PETROLEUM & NATURAL GAS - 6.31% Devon Energy Corp. 361,491 22,828,157 EOG Resources, Inc. 311,712 20,276,865 Occidental Petroleum Corp. 493,018 23,719,096 -------------- 66,824,118 FINANCIAL SERVICES - 11.05% Ameriprise Financial, Inc. 245,327 11,505,836 Citigroup, Inc. 451,781 22,439,962 HSBC Holdings PLC 1,669,295 30,445,055 JPMorgan Chase & Company 930,438 43,693,368 Morgan Stanley 96,725 7,052,220 State Street Corp. (c) 30,725 1,917,240 -------------- 117,053,681 FOOD & BEVERAGES - 1.85% Diageo PLC, SADR 180,419 12,816,966 Hershey Company (a) 127,017 6,789,058 -------------- 19,606,024 HEALTHCARE SERVICES - 2.30% Cardinal Health, Inc. 158,048 10,390,076 Caremark Rx, Inc. 247,129 14,004,800 -------------- 24,394,876 HOLDINGS COMPANIES/CONGLOMERATES - 5.63% Berkshire Hathaway, Inc., Class A * 346 33,146,800 China Merchants Holdings International Company, Ltd. 1,790,511 5,262,424 Loews Corp. 558,089 21,151,573 -------------- 59,560,797 HOUSEHOLD PRODUCTS - 0.20% Hunter Douglas NV 29,636 2,079,155 FUNDAMENTAL VALUE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) INDUSTRIALS - 0.27% Cosco Pacific, Ltd. 1,439,185 $ 2,877,779 INSURANCE - 9.12% American International Group, Inc. 695,357 46,074,355 Aon Corp. 208,692 7,068,398 Chubb Corp. 56,596 2,940,728 Markel Corp. * (a) 2,153 884,151 Principal Financial Group, Inc. (a) 61,258 3,325,084 Progressive Corp. 999,204 24,520,466 Sun Life Financial, Inc. (a) 37,229 1,528,995 Transatlantic Holdings, Inc. (a) 170,100 10,275,741 -------------- 96,617,918 INTERNATIONAL OIL - 3.95% ConocoPhillips 703,276 41,866,020 INTERNET RETAIL - 0.85% Amazon.com, Inc. * (a) 183,300 5,887,596 Expedia, Inc. * (a) 69,422 1,088,537 IAC/InterActiveCorp. * (a) 71,222 2,048,345 -------------- 9,024,478 INTERNET SERVICE PROVIDER - 0.32% Liberty Media Holding Corp.-Interactive A * 167,525 3,414,160 LIQUOR - 0.77% Heineken Holding NV 207,750 8,167,792 MANUFACTURING - 5.99% Harley-Davidson, Inc. (a) 309,068 19,394,017 Tyco International, Ltd. 1,574,868 44,080,555 -------------- 63,474,572 MINING - 0.44% BHP Billiton PLC 136,500 2,355,404 Rio Tinto PLC 48,300 2,284,306 -------------- 4,639,710 PETROLEUM SERVICES - 0.82% Transocean, Inc. * 117,725 8,621,002 PUBLISHING - 1.09% Gannett Company, Inc. 47,082 2,675,670 Lagardere S.C.A. 123,313 8,901,500 -------------- 11,577,170 RETAIL TRADE - 6.99% Bed Bath & Beyond, Inc. * 152,200 5,823,172 CarMax, Inc. * 61,000 2,544,310 Costco Wholesale Corp. 776,394 38,571,254 Lowe's Companies, Inc. 181,200 5,084,472 Wal-Mart Stores, Inc. 445,405 21,967,375 -------------- 73,990,583 SOFTWARE - 2.17% Microsoft Corp. 841,674 23,002,950 TELECOMMUNICATIONS EQUIPMENT & SERVICES - 0.77% Nokia Oyj, SADR 123,014 2,422,146 The accompanying notes are an integral part of the financial statements. 70
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) FUNDAMENTAL VALUE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) TELECOMMUNICATIONS EQUIPMENT & SERVICES (CONTINUED) SK Telecom Company, Ltd., ADR 242,361 $ 5,726,990 -------------- 8,149,136 TELEPHONE - 1.05% Sprint Nextel Corp. 648,800 11,126,920 TOBACCO - 4.49% Altria Group, Inc. 620,697 47,514,355 TRAVEL SERVICES - 4.46% American Express Company 842,935 47,271,795 TRUCKING & FREIGHT - 0.80% Kuehne & Nagel International AG 50,500 3,493,203 United Parcel Service, Inc., Class B 68,758 4,946,450 -------------- 8,439,653 -------------- TOTAL COMMON STOCKS (Cost $783,424,982) $1,004,745,639 -------------- CONVERTIBLE BONDS - 0.34% TELECOMMUNICATIONS EQUIPMENT & SERVICES - 0.34% Level 3 Communications, Inc. 10.00% due 05/01/2011 $ 2,000,000 3,560,000 -------------- TOTAL CONVERTIBLE BONDS (Cost $2,000,000) $ 3,560,000 -------------- SHORT TERM INVESTMENTS - 8.03% Rabobank USA Finance Corp. 5.36% due 10/02/2006 $ 12,984,000 $ 12,982,067 Sanpaola Imi US Financial Company 5.28% due 10/02/2006 35,679,000 35,673,767 State Street Navigator Securities Lending Prime Portfolio (c) 36,363,055 36,363,055 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $ 85,018,889) $ 85,018,889 -------------- TOTAL INVESTMENTS (FUNDAMENTAL VALUE TRUST) (COST $870,443,871) - 103.24% $1,093,324,528 LIABILITIES IN EXCESS OF OTHER ASSETS - (3.24)% (34,290,029) -------------- TOTAL NET ASSETS - 100.00% $1,059,034,499 ============== GLOBAL ALLOCATION TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 67.32% AUSTRALIA - 0.47% National Australia Bank, Ltd. 12,254 $ 335,560 Qantas Airways, Ltd., ADR 147,577 430,548 QBE Insurance Group, Ltd. (a) 23,286 425,684 -------------- 1,191,792 AUSTRIA - 0.10% Telekom Austria AG 9,791 247,185 GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) BELGIUM - 0.27% KBC Bancassurance Holding NV 4,770 $ 502,574 Solvay SA 1,359 175,858 -------------- 678,432 BERMUDA - 0.52% Accenture, Ltd., Class A 31,300 992,523 Esprit Holdings, Ltd. 25,000 226,687 Yue Yuen Industrial Holdings, Ltd. (a) 39,000 120,129 -------------- 1,339,339 CANADA - 0.62% Alcan Aluminum, Ltd. USD 4,800 191,750 Canadian Pacific Railway, Ltd. 8,300 413,511 Cott Corp. * 9,700 166,132 Inco, Ltd. 1,100 84,049 Magna International, Inc. 2,100 152,811 Toronto Dominion Bank Ontario 9,600 571,765 -------------- 1,580,018 CAYMAN ISLANDS - 0.08% Hutchison Telecommunications International, Ltd. * 112,000 196,642 FINLAND - 0.27% Nokia AB Oyj 12,950 257,279 UPM-Kymmene Oyj 17,800 423,186 -------------- 680,465 FRANCE - 1.39% AXA Group (a) 21,820 804,991 France Telecom SA (a) 35,678 819,259 Sanofi-Aventis (a) 5,947 529,636 Total SA (a) 18,898 1,240,704 Unibail (a) 815 171,326 -------------- 3,565,916 GERMANY - 1.25% Allianz AG 5,371 929,964 Bayerische Motoren Werke (BMW) AG 3,981 213,333 Deutsche Postbank AG 6,322 480,022 E.ON AG 5,580 661,752 Hannover Rueckversicherung AG * (a) 2,832 119,174 IKB Deutsche Industriebank AG 3,671 127,515 MAN AG (a) 2,252 190,676 Metro AG 3,898 227,924 Premiere AG * (a) 3,568 47,619 Siemens AG 2,401 209,567 -------------- 3,207,546 HONG KONG - 0.08% Sun Hung Kai Properties, Ltd. 19,000 207,153 IRELAND - 0.49% Bank of Ireland - London 34,695 679,164 CRH PLC - London 8,468 286,729 Depfa Bank PLC 15,286 282,356 -------------- 1,248,249 The accompanying notes are an integral part of the financial statements. 71
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) ITALY - 0.28% Eni SpA (a) 11,040 $ 327,318 UniCredito Italiano SpA 46,748 388,163 -------------- 715,481 JAPAN - 3.39% AEON Company, Ltd. (a) 10,900 267,419 Aiful Corp. (a) 4,750 183,962 Asahi Breweries, Ltd. (a) 19,600 286,027 Bridgestone Corp. 18,800 379,983 Canon, Inc. 9,400 490,712 East Japan Railway Company (a) 41 287,000 Funai Electric Company, Ltd. (a) 1,600 150,915 Honda Motor Company, Ltd. (a) 12,000 403,729 Japan Tobacco, Inc. 49 190,602 KDDI Corp. (a) 25 155,932 Mitsubishi Corp. (a) 19,700 370,627 Mitsui Fudosan Company, Ltd. 9,000 204,788 Mitsui Sumitomo Insurance Company, Ltd. 30,000 375,508 Nissan Motor Company, Ltd. (a) 38,300 429,414 Nitto Denko Corp. (a) 5,800 344,068 NOK Corp. (a) 6,800 167,983 Nomura Holdings, Inc. (a) 11,600 204,475 NTN Corp. (a) 19,000 150,390 NTT DoCoMo, Inc. (a) 241 371,712 Rohm Company, Ltd. (a) 3,800 353,271 Shin-Etsu Chemical Company, Ltd. 5,200 332,271 SMC Corp. 1,400 185,441 Sompo Japan Insurance, Inc. 16,000 209,763 Sumitomo Mitsui Financial Group, Inc. 52 546,441 Sumitomo Trust & Banking Company, Ltd. (a) 22,000 230,441 Takefuji Corp. (a) 3,880 178,217 Tanabe Seiyaku Company, Ltd. (a) 10,000 125,424 The Bank of Yokohama, Ltd. 32,000 252,203 Tokyo Gas Company, Ltd. (a) 39,000 195,661 Toyota Motor Corp. (a) 8,300 451,576 Yokogawa Electric Corp. (a) 15,100 198,603 -------------- 8,674,558 NETHERLANDS - 1.68% ABN AMRO Holdings NV (a) 52,361 1,527,840 Aegon NV 32,622 612,098 ASML Holding NV * 15,020 351,377 ING Groep NV 5,194 228,585 Koninklijke (Royal) KPN NV 26,341 336,180 Koninklijke (Royal) Philips Electronics NV 12,567 441,147 Reed Elsevier NV 28,101 468,802 TNT Post Group NV 8,979 340,711 -------------- 4,306,740 NORWAY - 0.08% Telenor ASA 16,100 210,504 SINGAPORE - 0.01% Jardine Cycle and Carriage, Ltd. 4,141 31,332 GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) SPAIN - 0.52% Banco Santander Central Hispano SA (a) 62,998 $ 996,633 Repsol SA (a) 10,931 325,473 -------------- 1,322,106 SWEDEN - 0.33% Electrolux AB, Series B (a) 10,000 162,719 Ericsson LM, Series B 82,000 284,800 Husqvarna AB, B Shares * 10,600 125,014 Sandvik AB 23,300 267,626 -------------- 840,159 SWITZERLAND - 1.66% Clariant AG * 9,433 127,483 Credit Suisse Group AG 21,046 1,217,655 Holcim, Ltd. 5,139 419,997 Nestle SA 1,294 451,167 Novartis AG 11,708 683,474 Roche Holdings AG 5,360 926,695 Straumann Holding AG (a) 796 171,390 Swiss Re 3,305 252,929 -------------- 4,250,790 UNITED KINGDOM - 3.84% AstraZeneca Group PLC 2,925 182,732 Barclays PLC 85,606 1,079,856 BICC PLC 15,364 118,397 BP PLC 112,053 1,220,529 Cadbury Schweppes PLC 16,610 176,727 Diageo PLC 38,090 672,597 Gallaher Group PLC 35,282 577,120 GlaxoSmithKline PLC 13,671 363,833 GUS PLC 10,542 190,591 ITV PLC 6,521 11,808 Kesa Electricals PLC 33,043 201,449 Kingfisher PLC 71,555 328,436 Prudential PLC 66,433 824,948 Rentokil Initial PLC 34,788 95,382 Royal Bank of Scotland Group PLC 30,282 1,042,241 Scottish & Southern Energy PLC 10,456 257,919 Taylor Nelson Sofres PLC 41,557 166,441 Tesco PLC 92,021 619,999 Vodafone Group PLC * 470,302 1,076,038 Wolseley PLC 19,990 421,263 WPP Group PLC 15,668 194,121 -------------- 9,822,427 UNITED STATES - 49.99% Allergan, Inc. 25,600 2,882,816 Allstate Corp. 21,400 1,342,422 American Electric Power Company, Inc. 27,300 992,901 American International Group, Inc. 43,300 2,869,058 Analog Devices, Inc. 38,400 1,128,576 Anheuser-Busch Companies, Inc. 19,200 912,192 AT&T, Inc. 54,400 1,771,264 BorgWarner, Inc. 16,900 966,173 The accompanying notes are an integral part of the financial statements. 72
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) UNITED STATES (CONTINUED) Bristol-Myers Squibb Company 61,000 $ 1,520,120 Burlington Northern Santa Fe Corp. 32,100 2,357,424 Caremark Rx, Inc. 21,000 1,190,070 Carnival Corp. 44,700 2,102,241 Cephalon, Inc. * (a) 11,100 685,425 Citigroup, Inc. 107,500 5,339,525 City National Corp. 8,700 583,422 Constellation Brands, Inc., Class A * 800 23,024 Costco Wholesale Corp. 33,900 1,684,152 Dell, Inc. * 53,300 1,217,372 DIRECTV Group, Inc. * 88,400 1,739,712 Embarq Corp. 7,004 338,784 ENSCO International, Inc. 24,200 1,060,686 EOG Resources, Inc. 16,500 1,073,325 Exelon Corp. 55,400 3,353,916 Exxon Mobil Corp. 18,000 1,207,800 Federal Home Loan Mortgage Corp. 28,300 1,877,139 Fedex Corp. 17,200 1,869,296 Fifth Third Bancorp. (a) 60,700 2,311,456 Genzyme Corp. * 28,900 1,949,883 GlobalSantaFe Corp. (a) 23,600 1,179,764 H & R Block, Inc. (a) 26,000 565,240 Halliburton Company 36,600 1,041,270 Harley-Davidson, Inc. (a) 19,800 1,242,450 Hartford Financial Services Group, Inc. 14,800 1,283,900 Illinois Tool Works, Inc. 51,200 2,298,880 Intel Corp. 112,300 2,310,011 Johnson & Johnson 42,500 2,759,950 Johnson Controls, Inc. 31,100 2,231,114 JPMorgan Chase & Company 52,300 2,456,008 Kohl's Corp. * 9,200 597,264 Marathon Oil Corp. 8,700 669,030 Masco Corp. 88,500 2,426,670 McAfee, Inc. * 1,700 41,582 Medco Health Solutions, Inc. * 26,300 1,580,893 Medtronic, Inc. 27,700 1,286,388 Mellon Financial Corp. 56,700 2,216,970 Microsoft Corp. 173,400 4,739,022 Millennium Pharmaceuticals, Inc. * 41,800 415,910 Morgan Stanley 64,600 4,709,986 News Corp. 47,200 927,480 NiSource, Inc. 32,600 708,724 Northeast Utilities 14,200 330,434 Northrop Grumman Corp. 15,900 1,082,313 Omnicom Group, Inc. 27,000 2,527,200 Oracle Corp. * 33,500 594,290 PACCAR, Inc. 9,900 564,498 Pepco Holdings, Inc. 21,400 517,238 PNC Financial Services Group, Inc. 27,100 1,963,124 R.H. Donnelley Corp. * (a) 18,007 952,570 Realogy Corp., REIT * 16,200 367,416 Salesforce.Com, Inc. * (a) 15,900 570,492 GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) UNITED STATES (CONTINUED) Sempra Energy 25,900 $ 1,301,475 Sprint Nextel Corp. 140,295 2,406,059 Symantec Corp. * 89,244 1,899,112 Sysco Corp. 35,800 1,197,510 The Kroger Company 53,400 1,235,676 UBS Emerging Markets Equities Fund * 414,999 10,095,225 UBS High Yield Fund * 131,879 2,706,127 UnitedHealth Group, Inc. 56,200 2,765,040 Univision Communications, Inc., Class A * 11,800 405,212 Waters Corp. * 24,400 1,104,832 Wells Fargo Company 111,400 4,030,452 Wyeth 80,500 4,092,620 Wyndham Worldwide Corp. * 9,620 269,072 Xilinx, Inc. (a) 36,200 794,590 -------------- 127,811,257 -------------- TOTAL COMMON STOCKS (Cost $153,140,459) $ 172,128,091 -------------- U.S. TREASURY OBLIGATIONS - 6.53% TREASURY INFLATION PROTECTED SECURITIES (D) - 0.29% 2.00% due 07/15/2014 $ 753,438 738,428 U.S. TREASURY BONDS - 0.62% 4.50% due 02/15/2036 620,000 594,086 6.25% due 08/15/2023 730,000 847,712 8.50% due 02/15/2020 105,000 143,087 -------------- 1,584,885 U.S. TREASURY NOTES - 5.62% 4.50% due 02/15/2016 1,415,000 1,400,795 4.625% due 02/29/2008 2,585,000 2,578,739 4.875% due 05/31/2008 to 04/30/2011 10,310,000 10,389,489 -------------- 14,369,023 -------------- TOTAL U.S. TREASURY OBLIGATIONS (Cost $16,285,417) $ 16,692,336 -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS - 5.15% FEDERAL HOME LOAN BANK - 0.16% 5.00% due 10/02/2009 255,000 255,382 5.625% due 06/13/2016 165,000 170,095 -------------- 425,477 FEDERAL HOME LOAN MORTGAGE CORP. - 0.64% 4.50% due 06/01/2034 278,799 261,152 4.507% due 01/01/2035 (b) 365,562 360,495 5.50% due 04/01/2018 to 01/01/2019 399,073 399,802 5.75% due 06/27/2016 165,000 171,948 6.00% due 12/01/2017 to 08/15/2030 82,240 83,064 6.50% due 11/01/2029 346,075 354,749 -------------- 1,631,210 FEDERAL NATIONAL MORTGAGE ASSOCIATION - 4.20% 3.875% due 07/15/2008 365,000 358,116 4.125% due 05/15/2010 385,000 375,401 The accompanying notes are an integral part of the financial statements. 73
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS (CONTINUED) FEDERAL NATIONAL MORTGAGE ASSOCIATION (CONTINUED) 4.228% due 03/01/2034 (b) $ 47,871 $ 47,159 4.25% due 08/15/2010 495,000 483,759 4.375% due 03/15/2013 760,000 735,907 4.625% due 06/01/2010 330,000 326,208 4.739% due 03/01/2035 (b) 784,457 774,084 4.90% due 05/01/2035 551,999 548,521 5.20% due 11/08/2010 305,000 303,352 5.50% due 10/01/2017 to 09/01/2034 2,271,118 2,252,451 5.85% due 02/01/2036 450,325 454,686 6.00% due 06/01/2014 to 10/01/2033 1,147,423 1,161,747 6.07% due 05/12/2016 355,000 358,804 6.22% due 04/01/2036 867,550 877,251 6.25% due 02/01/2011 275,000 287,524 6.50% due 06/01/2017 to 07/01/2031 898,199 919,703 6.625% due 11/15/2030 240,000 288,180 7.50% due 07/25/2041 180,826 187,804 -------------- 10,740,657 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION - 0.15% 5.125% due 12/20/2029 (b) 15,166 15,269 6.00% due 07/15/2029 110,038 111,688 6.50% due 06/15/2029 to 04/15/2031 245,236 252,243 -------------- 379,200 -------------- TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS (Cost $13,300,234) $ 13,176,544 -------------- FOREIGN GOVERNMENT OBLIGATIONS - 6.62% AUSTRALIA - 0.33% Commonwealth of Australia 7.50% due 09/15/2009 AUD 1,070,000 835,443 AUSTRIA - 0.38% Republic of Austria, Series 98, Class 1 5.00% due 01/15/2008 EUR 555,000 716,268 5.25% due 01/04/2011 185,000 249,538 -------------- 965,806 BELGIUM - 0.14% Kingdom of Belgium 5.75% due 03/28/2008 280,000 365,845 CANADA - 0.21% Government of Canada 3.00% due 06/01/2007 CAD 610,000 543,103 FINLAND - 0.11% Government of Finland 5.00% due 07/04/2007 EUR 113,000 144,806 5.75% due 02/23/2011 110,000 151,455 -------------- 296,261 FRANCE - 0.90% Government of France 3.50% due 07/12/2009 295,000 373,357 3.75% due 04/25/2021 200,000 250,888 GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- FOREIGN GOVERNMENT OBLIGATIONS (CONTINUED) FRANCE (CONTINUED) Government of France (continued) 4.75% due 04/25/2035 EUR 95,000 $ 137,079 5.50% due 04/25/2029 405,000 633,227 5.50% due 04/25/2007 420,000 538,407 5.50% due 04/25/2010 275,000 370,562 -------------- 2,303,520 GERMANY - 2.07% Federal Republic of Germany 3.50% due 10/10/2008 590,000 747,688 3.75% due 01/04/2015 80,000 102,010 3.75% due 01/04/2009 145,000 184,699 4.50% due 07/04/2009 890,000 1,155,283 4.75% due 07/04/2034 400,000 578,033 5.00% due 07/04/2012 175,000 237,373 5.25% due 07/04/2010 225,000 301,605 6.00% due 01/04/2007 880,000 1,123,502 6.25% due 01/04/2024 105,000 172,478 6.50% due 07/04/2027 400,000 691,552 -------------- 5,294,223 ITALY - 0.32% Republic of Italy 4.50% due 05/01/2009 210,000 271,969 5.25% due 08/01/2011 400,000 541,653 -------------- 813,622 JAPAN - 1.14% Government of Japan 0.50% due 06/20/2007 JPY 143,000,000 1,212,311 0.50% due 12/10/2014 64,000,000 523,124 0.90% due 12/22/2008 9,500,000 80,907 1.00% due 06/10/2016 55,000,000 462,387 1.30% due 06/20/2011 29,000,000 248,326 1.90% due 06/20/2025 35,000,000 286,427 2.30% due 06/20/2035 12,000,000 98,879 -------------- 2,912,361 NETHERLANDS - 0.24% Kingdom of Netherlands 4.00% due 01/15/2037 EUR 175,000 225,211 5.00% due 07/15/2011 285,000 383,064 -------------- 608,275 SWEDEN - 0.07% Kingdom of Sweden 6.75% due 05/05/2014 SEK 1,050,000 172,966 8.00% due 08/15/2007 100,000 14,233 -------------- 187,199 UNITED KINGDOM - 0.71% Government of United Kingdom 4.75% due 03/07/2020 GBP 185,000 356,458 4.75% due 09/07/2015 305,000 579,031 The accompanying notes are an integral part of the financial statements. 74
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- FOREIGN GOVERNMENT OBLIGATIONS (CONTINUED) UNITED KINGDOM (CONTINUED) Government of United Kingdom (continued) 5.00% due 03/07/2012 GBP 460,000 $ 874,430 -------------- 1,809,919 -------------- TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $16,889,359) $ 16,935,577 -------------- CORPORATE BONDS - 2.94% CANADA - 0.02% Anadarko Finance Company, Series B 6.75% due 05/01/2011 $ 40,000 42,029 FRANCE - 0.01% France Telecom SA 7.75% due 03/01/2011 30,000 32,867 GERMANY - 0.07% KfW Bankengruppe, EMTN 4.75% due 12/07/2010 GBP 100,000 185,095 LUXEMBOURG - 0.06% Telecom Italia Capital SA 5.25% due 11/15/2013 $ 80,000 75,750 6.375% due 11/15/2033 90,000 84,170 -------------- 159,920 UNITED KINGDOM - 0.11% Abbey National PLC 7.95% due 10/26/2029 25,000 31,464 Lloyds TSB Bank PLC, Series EMTN 6.625% due 03/30/2015 GBP 10,000 20,495 Royal Bank of Scotland Group PLC 9.118% due 03/31/2049 $ 65,000 72,550 Royal Bank of Scotland PLC 9.625% due 06/22/2015 GBP 60,000 145,926 -------------- 270,435 UNITED STATES - 2.67% Abbott Laboratories 5.60% due 05/15/2011 $ 110,000 111,958 Allergan, Inc. 5.75% due 04/01/2016 135,000 136,971 American General Finance Corp. 5.375% due 10/01/2012 (a) 30,000 29,900 AT&T Corp. 8.00% due 11/15/2031 (b) 45,000 55,001 AT&T Wireless Services, Inc. 8.75% due 03/01/2031 30,000 38,352 Avalonbay Communities, Inc. 7.50% due 08/01/2009 15,000 15,885 Avon Products, Inc. 7.15% due 11/15/2009 25,000 26,361 Bank of America Corp. 7.40% due 01/15/2011 (a) 130,000 140,696 Bank One Corp. 7.875% due 08/01/2010 125,000 136,284 Bellsouth Corp. 6.55% due 06/15/2034 (a) 35,000 35,058 GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) UNITED STATES (CONTINUED) Boeing Capital Corp. 6.10% due 03/01/2011 (a) $ 50,000 $ 51,791 Bristol-Myers Squibb Company 5.75% due 10/01/2011 30,000 30,559 Burlington Northern Santa Fe Corp. 7.082% due 05/13/2029 25,000 28,457 Capital One Financial Corp. 5.50% due 06/01/2015 105,000 102,962 Cisco Systems, Inc. 5.50% due 02/22/2016 (a) 130,000 131,034 Citigroup, Inc. 5.00% due 09/15/2014 166,000 161,730 5.625% due 08/27/2012 165,000 168,003 Citigroup, Inc., Series E, MTN 5.50% due 11/18/2015 GBP 30,000 57,520 Comcast Cable Communications, Inc. 6.75% due 01/30/2011 (a) $ 105,000 110,311 Computer Sciences Corp. 3.50% due 04/15/2008 (a) 35,000 33,979 Conagra, Inc. 6.75% due 09/15/2011 (a) 30,000 31,670 Coors Brewing Company 6.375% due 05/15/2012 30,000 31,196 Countrywide Funding Corp., MTN 3.25% due 05/21/2008 (a) 75,000 72,674 Credit Suisse First Boston USA, Inc. 6.50% due 01/15/2012 (a) 95,000 100,084 DaimlerChrysler N.A. Holding Corp. 4.05% due 06/04/2008 185,000 180,654 Devon Financing Corp., ULC 6.875% due 09/30/2011 (a) 50,000 53,210 Dominion Resources, Inc. 5.95% due 06/15/2035 (a) 75,000 72,824 Duke Capital LLC 5.668% due 08/15/2014 90,000 89,126 EOP Operating, LP 7.00% due 07/15/2011 25,000 26,464 Erac USA Finance Company 7.35% due 06/15/2008 55,000 56,728 Exelon Generation Company LLC 5.35% due 01/15/2014 (a) 30,000 29,549 First Union National Bank 7.80% due 08/18/2010 35,000 38,038 FirstEnergy Corp. 6.45% due 11/15/2011 (a) 105,000 109,533 Ford Motor Credit Company 5.80% due 01/12/2009 730,000 694,972 Fortune Brands, Inc. 5.375% due 01/15/2016 (a) 125,000 119,233 General Electric Capital Corp. 6.75% due 03/15/2032 50,000 57,152 General Electric Capital Corp., Series A, MTN 6.00% due 06/15/2012 (a) 275,000 285,724 General Motors Acceptance Corp. 6.875% due 09/15/2011 110,000 109,417 The accompanying notes are an integral part of the financial statements. 75
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) UNITED STATES (CONTINUED) Goldman Sachs Group, Inc. 6.875% due 01/15/2011 (a) $ 185,000 $ 196,076 Harley Davidson Funding Corp. MTN 3.625% due 12/15/2008 25,000 24,194 HSBC Finance Corp. 6.75% due 05/15/2011 130,000 137,774 ICI Wilmington, Inc. 4.375% due 12/01/2008 80,000 78,188 International Lease Finance Corp. 3.50% due 04/01/2009 135,000 129,459 John Deere Capital Corp. 7.00% due 03/15/2012 (a) 35,000 37,777 Johnson Controls, Inc. 5.50% due 01/15/2016 75,000 73,290 JPMorgan Chase & Company 6.75% due 02/01/2011 (a) 80,000 84,602 Kinder Morgan Energy Partners LP 5.125% due 11/15/2014 90,000 85,548 5.80% due 03/15/2035 (a) 135,000 122,812 Kraft Foods, Inc. 5.625% due 11/01/2011 65,000 65,672 Lockheed Martin Corp. 6.15% due 09/01/2036 25,000 26,197 Miller Brewing Company 5.50% due 08/15/2013 75,000 74,293 Morgan Stanley 6.75% due 04/15/2011 150,000 158,585 News America, Inc. 6.20% due 12/15/2034 (a) 45,000 42,981 Norfolk Southern Corp. 5.257% due 09/17/2014 (a) 80,000 79,521 Pacific Gas & Electric Company 6.05% due 03/01/2034 (a) 50,000 50,291 Pemex Project Funding Master Trust 8.00% due 11/15/2011 30,000 32,940 PPL Capital Funding, Inc. 4.33% due 03/01/2009 30,000 29,195 Progress Energy, Inc. 7.00% due 10/30/2031 (a) 35,000 39,182 Prologis, REIT 5.625% due 11/15/2015 (a) 90,000 89,290 Residential Capital Corp. 6.125% due 11/21/2008 (a) 135,000 135,528 Safeway, Inc. 7.25% due 02/01/2031 (a) 25,000 26,761 Sprint Capital Corp. 8.75% due 03/15/2032 (a) 85,000 103,657 Teva Pharmaceutical Finance LLC 5.55% due 02/01/2016 20,000 19,638 Time Warner, Inc. 7.625% due 04/15/2031 35,000 38,663 TXU Energy Company, LLC 7.00% due 03/15/2013 35,000 36,746 UnitedHealth Group, Inc. 5.80% due 03/15/2036 105,000 103,106 GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) UNITED STATES (CONTINUED) Valero Energy Corp. 7.50% due 04/15/2032 $ 90,000 $ 104,257 Washington Mutual Bank, Series BKNT 5.95% due 05/20/2013 (a) 270,000 275,612 Washington Mutual, Inc. 5.625% due 01/15/2007 140,000 140,065 Waste Management, Inc. 7.375% due 08/01/2010 35,000 37,514 Wells Fargo Bank NA 6.45% due 02/01/2011 (a) 285,000 299,297 Wyeth 5.50% due 03/15/2013 (b) 35,000 35,161 Xcel Energy, Inc. 7.00% due 12/01/2010 35,000 37,099 -------------- 6,812,031 -------------- TOTAL CORPORATE BONDS (Cost $7,582,529) $ 7,502,377 -------------- ASSET BACKED SECURITIES - 0.96% UNITED STATES - 0.82% Home Equity Mortgage Trust, Series 2006-3, Class A2 5.594% due 09/25/2036 (b) 500,000 501,875 -------------- TOTAL ASSET BACKED SECURITIES (Cost $2,461,704) $ 2,457,959 -------------- COLLATERALIZED MORTGAGE OBLIGATIONS - 5.07% UNITED KINGDOM - 0.19% Mound Financing PLC, Series 2005-4A, Class 2B 5.6994% due 02/08/2042 (b) 500,000 500,692 UNITED STATES - 4.88% Adjustable Rate Mortgage Trust, Series 2006-1, Class 5A1 6.1111% due 03/25/2036 (b) 459,251 463,339 Banc of America Commercial Mortgage, Inc., Series 2002-PB2, Class C 6.349% due 06/11/2035 345,000 362,514 Countrywide Home Loan Mortgage Pass Through Trust, Series 2006-HYB1, Class 1A1 5.3977% due 03/20/2036 (b) 443,037 443,392 Credit Suisse Mortgage Capital Certificates, Series 2006-2, Class 3A1 6.50% due 03/25/2036 466,349 469,646 CS First Boston Mortgage Securities Corp., Series 2003-27, Class IXA1 7.00% due 11/25/2033 19,297 19,772 CS First Boston Mortgage Securities Corp., Series 2005-12, Class 1A1 6.50% due 01/25/2036 428,724 434,629 CS First Boston Mortgage Securities Corp., Series 2005-11, Class 4A1 7.00% due 12/25/2035 397,631 405,823 Federal Home Loan Mortgage Corp., REMICS, Series 2006-3174, Class CD 5.50% due 05/15/2032 525,000 520,175 The accompanying notes are an integral part of the financial statements. 76
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) UNITED STATES (CONTINUED) Federal Home Loan Mortgage Corp., REMICS, Series 2006-3205, Class PC 6.00% due 09/15/2032 $ 400,000 $ 405,225 Federal Home Loan Mortgage Corp., Series 2006-3149, Class PC 6.00% due 10/15/2031 600,000 609,171 Federal Home Loan Mortgage Corp., Series 2006-3164, Class NC 6.00% due 12/15/2032 475,000 482,726 Federal Home Loan Mortgage Corp., Series 2006-3178, Class MC 6.00% due 04/15/2032 475,000 480,548 Federal Home Loan Mortgage Corp., Series 2005-3062, Class HD 5.00% due 06/15/2031 500,000 486,876 First Horizon Alternative Mortgage Securities, Series 2004-AA3, Class A1 5.3246% due 09/25/2034 (b) 91,257 91,213 First Union Lehman Brothers Mortgage Trust, Series 1997-C2, Class A3 6.65% due 11/18/2029 94,543 95,229 Four Times Square Trust, Series 2000-4TS, Class A1 7.69% due 04/15/2015 159,801 167,155 Four Times Square Trust, Series 2000-4TS, Class C 7.86% due 04/15/2015 500,000 543,802 GS Mortgage Securities Corp. II, Series 2006-CC1, Class A 5.5219% due 03/21/2046 (b) 550,000 546,557 GS Mortgage Securities Corp. II, Series 2006-RR2, Class A1 5.8158% due 06/23/2046 (b) 550,000 556,150 GS Mortgage Securities Corp., Series 1998-GLII, Class A1 6.312% due 04/13/2031 59,027 59,198 GSR Mortgage Loan Trust, Series 2005-4F, Class 3A1 6.50% due 04/25/2020 326,896 336,042 Indymac Index Mortgage Loan Trust, Series 2005-AR27, Class 3A3 5.6219% due 12/25/2035 (b) 450,000 451,828 JP Morgan Alternative Loan Trust, Series 2006-A4, Class A7 6.30% due 09/25/2036 (b) 525,000 538,411 JPMorgan Commercial Mortgage Finance Corp., Series 1999-C8, Class A2 7.40% due 07/15/2031 182,226 190,041 LB Commercial Conduit Mortgage Trust, Series 1999-C1, Class A1 6.41% due 06/15/2031 6,465 6,463 Mach One 2004 Trust, Series 2004-1A, Class A1 3.89% due 05/28/2040 299,629 291,005 Merrill Lynch Credit Corp. Mortgage Investors, Inc., Series 2003-D, Class XA1 1.00% IO due 08/25/2028 (b) 481,544 3,011 GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) UNITED STATES (CONTINUED) Merrill Lynch Mortgage Investors, Inc., Series 2006-A1, Class 1A1 5.9065% due 03/25/2036 (b) $ 668,875 $ 674,907 MLCC Mortgage Investors, Inc., Series 2006-2, Class 4A 5.8018% due 05/25/2036 (b) 652,348 648,577 Morgan Stanley Dean Witter Capital I, Series 2000-LIFE, Class A2 7.57% due 11/15/2036 143,968 152,599 Morgan Stanley Mortgage Loan Trust, Series 2004-4, Class 2A 6.4441% due 09/25/2034 (b) 124,147 125,738 Morgan Stanley Mortgage Loan Trust, Series 2006-1AR, Class 2A 6.0412% due 02/25/2036 (b) 399,398 403,974 Nomura Asset Securities Corp., Series 1996-MD5, Class A4 8.1942% due 04/13/2039 (b) 45,116 45,598 Structured Asset Securities Corp., Series 2002-23XS, Class A7 6.08% due 11/25/2032 150,000 148,844 TBW Mortgage Backed Pass Through Certificates, Series 2006-2, Class 7A1 7.00% due 07/25/2036 786,536 810,109 -------------- 12,470,287 -------------- TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $13,011,572) $ 12,970,979 -------------- ASSET BACKED SECURITIES - 0.96% CAYMAN ISLANDS - 0.14% G-Force CDO, Ltd. Series 2006-1A, Class A3 5.60% due 09/27/2046 375,000 369,648 UNITED STATES - 0.82% Countrywide Asset-Backed Certificates, Series 2004-SD1, Class A1 5.67% due 06/25/2033 (b) 14,453 14,508 First Franklin Mortgage Loan Asset Backed Certificates, Series 2005-FFA, Class B3 6.507% due 03/25/2025 600,000 579,801 Greenpoint Home Equity Loan Trust, Series 2004-3, Class A 5.56% due 03/15/2035 (b) 39,395 39,613 GSAMP Trust, Series 2006-S3, Class A2 5.769% due 05/25/2036 450,000 451,406 GSAMP Trust, Series 2006-S5, Class A2 5.658% due 09/25/2036 500,000 501,108 -------------- 2,088,311 -------------- TOTAL ASSET BACKED SECURITIES (Cost $2,461,704) $ 2,457,959 -------------- SHORT TERM INVESTMENTS - 8.13% Government of Japan 0.50% due 03/20/2007 JPY 48,000,000 $ 407,212 The accompanying notes are an integral part of the financial statements. 77
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL ALLOCATION TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- SHORT TERM INVESTMENTS (CONTINUED) State Street Navigator Securities Lending Prime Portfolio (c) $ 20,385,976 $ 20,385,976 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $20,798,048) $ 20,793,188 -------------- REPURCHASE AGREEMENTS - 5.39% Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $13,779,534 on 10/02/2006, collateralized by $13,675,000 Federal Home Loan Mortgage Corp., 5.75% due 05/23/2011 (valued at $14,051,063, including interest) (c) $ 13,775,000 $ 13,775,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $13,775,000) $ 13,775,000 -------------- TOTAL INVESTMENTS (GLOBAL ALLOCATION TRUST) (COST $257,244,322) - 108.11% $ 276,432,051 LIABILITIES IN EXCESS OF OTHER ASSETS - (8.11)% (20,741,838) -------------- TOTAL NET ASSETS - 100.00% $ 255,690,213 ============== The portfolio had the following five top industry concentrations as of September 30, 2006 (as a percentage of total net assets): [Download Table] Financial Services 7.89% Banking 6.15% Mutual Funds 5.01% Insurance 4.02% Pharmaceuticals 2.48% GLOBAL BOND TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- PREFERRED STOCKS - 0.26% UNITED STATES - 0.26% DG Funding Trust * 236 $ 2,475,050 -------------- TOTAL PREFERRED STOCKS (Cost $2,501,600) $ 2,475,050 -------------- U.S. TREASURY OBLIGATIONS - 4.72% TREASURY INFLATION PROTECTED SECURITIES (D) - 1.93% 0.875% due 04/15/2010 (a)*** $ 3,643,644 3,452,779 1.625% due 01/15/2015 *** 2,130,880 2,026,834 1.875% due 07/15/2015 *** 732,137 708,914 2.00% due 07/15/2014 to 01/15/2026 *** 6,777,752 6,634,109 3.375% due 01/15/2007 (a)*** 5,778,270 5,728,161 -------------- 18,550,797 U.S. TREASURY BONDS - 6.37% 5.25% due 02/15/2029 *** 875,000 925,244 6.375% due 08/15/2027 *** 1,650,000 1,980,774 8.125% due 08/15/2019 (a)*** **** 14,100,000 18,594,375 GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- U.S. TREASURY OBLIGATIONS (CONTINUED) U.S. TREASURY BONDS (CONTINUED) 8.75% due 05/15/2017 (a)*** $ 2,400,000 $ 3,204,561 8.875% due 08/15/2017 (a)*** 925,000 1,249,690 8.875% due 02/15/2019 *** 25,600,000 35,344,000 -------------- 61,298,644 U.S. TREASURY NOTES - -4.45% zero coupon due 11/21/2006 680,000 10,625 3.25% due 08/15/2007 (a)*** 4,030,000 3,971,440 3.50% due 02/15/2010 (a)*** 1,100,000 1,062,230 3.875% due 05/15/2010 1,700,000 1,659,957 3.875% due 09/15/2010 (a)*** 30,000 29,233 4.875% due 05/31/2011 to 08/15/2016 (47,100,000) (47,977,855) 5.125% due 05/15/2016 (1,500,000) (1,556,016) -------------- (42,800,387) U.S. TREASURY STRIPS - 0.87% zero coupon due 05/15/2017 to 02/15/2019 14,800,000 8,430,366 -------------- TOTAL U.S. TREASURY OBLIGATIONS (Cost $47,558,963) $ 45,479,420 -------------- U.S. GOVERNMENT AGENCY OBLIGATIONS - 11.57% FEDERAL NATIONAL MORTGAGE ASSOCIATION - 10.86% 2.125% due 10/09/2007 *** JPY 100,000,000 861,531 4.19% due 11/01/2034 (b)*** $ 5,755,663 5,667,456 5.00% due 12/01/2034 to 09/01/2035 *** 1,595,287 1,564,722 5.00% TBA ** 2,000,000 1,921,876 5.50% due 04/01/2024 to 08/01/2035 *** 44,764,688 44,096,108 5.50% TBA ** (20,400,000) (20,094,000) 6.00% due 05/15/2008 to 03/01/2033 *** 990,383 1,004,948 6.00% TBA ** 52,000,000 52,227,500 6.50% TBA ** 17,000,000 17,308,125 -------------- 104,558,266 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION - 0.35% 5.125% due 11/20/2023 to 10/20/2026 (b)*** 162,168 163,167 5.25% due 01/20/2030 (b)*** 86,595 86,882 5.375% due 02/20/2024 to 06/20/2030 (b)*** 289,355 292,069 6.00% due 08/20/2034 *** 2,817,899 2,838,414 -------------- 3,380,532 SMALL BUSINESS ADMINISTRATION - 0.19% 4.12% due 03/01/2014 *** 1,513,028 1,417,783 6.64% due 02/01/2011 *** 173,621 180,285 7.22% due 11/01/2020 *** 242,724 256,505 -------------- 1,854,573 TENNESSEE VALLEY AUTHORITY - 0.17% 4.875% due 12/15/2016 *** 1,600,000 1,600,253 -------------- TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS (Cost $108,993,738) $ 111,393,624 -------------- The accompanying notes are an integral part of the financial statements. 78
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- FOREIGN GOVERNMENT OBLIGATIONS - 43.37% AUSTRALIA - 0.02% Commonwealth of Australia 5.75% due 06/15/2011 *** AUD 250,000 $ 187,089 AUSTRIA - 0.57% Republic of Austria 5.25% due 01/04/2011 *** EUR 2,900,000 3,911,679 5.50% due 01/15/2010 *** 1,200,000 1,609,583 -------------- 5,521,262 CANADA - 0.15% Province of British Columbia, Canada 6.35% due 06/18/2031 *** CAD 125,000 143,330 7.25% due 06/01/2007 *** 250,000 228,732 Province of Quebec, Canada 5.75% due 12/01/2036 *** 1,000,000 1,050,278 -------------- 1,422,340 FINLAND - 0.29% Republic of Finland 5.75% due 02/23/2011 *** EUR 2,030,000 2,795,039 FRANCE - 4.88% Government of France 3.00% due 07/12/2008 *** 3,000,000 3,767,779 3.40% due 07/25/2029 *** 338,046 567,505 4.00% due 04/25/2055 *** 200,000 259,508 4.00% due 04/25/2014 *** 400,000 518,178 4.00% due 10/25/2014 *** 4,500,000 5,830,471 4.00% due 04/25/2009 *** 40,000 51,238 4.75% due 04/25/2035 *** 500,000 721,469 5.00% due 10/25/2011 *** 4,550,000 6,133,307 5.25% due 04/25/2008 *** 5,830,000 7,575,001 5.50% due 04/25/2010 *** 5,190,000 6,993,511 5.75% due 10/25/2032 *** 8,900,000 14,585,138 -------------- 47,003,105 GERMANY - 18.00% Federal Republic of Germany zero coupon due 11/23/2006 153,000 1,941 3.50% due 10/09/2009 *** 1,800,000 2,277,908 3.75% due 07/04/2013 *** 4,200,000 5,358,492 4.25% due 01/04/2014 *** 10,300,000 13,543,921 4.25% due 07/04/2014 *** 23,200,000 30,553,789 4.50% due 07/04/2009 *** 10,190,000 13,227,341 4.50% due 01/04/2013 *** 1,040,000 1,381,277 4.75% due 07/04/2034 *** 1,600,000 2,312,131 5.00% due 01/04/2012 *** 6,600,000 8,909,559 5.00% due 07/04/2012 2,600,000 3,526,682 5.25% due 01/04/2011 *** 15,975,000 21,545,727 5.25% due 01/04/2008 *** 125,000 161,693 5.25% due 07/04/2010 4,000,000 5,361,876 5.375% due 01/04/2010 *** 1,500,000 2,004,367 5.50% due 01/04/2031 *** 1,200,000 1,891,391 5.625% due 01/04/2028 *** 13,600,000 21,440,421 6.00% due 07/04/2007 *** 720,000 929,240 6.25% due 01/04/2024 *** 5,900,000 9,691,629 6.25% due 01/04/2030 *** 8,975,000 15,362,522 GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- FOREIGN GOVERNMENT OBLIGATIONS (CONTINUED) GERMANY (CONTINUED) Federal Republic of Germany (continued) 6.50% due 07/04/2027 *** EUR 8,000,000 $ 13,831,033 -------------- 173,312,940 GREECE - 0.04% Hellenic Republic (Greece) 8.80% due 06/19/2007 *** 293,470 385,588 ITALY - 0.10% Republic of Italy 4.25% due 11/01/2009 140,000 180,682 5.50% due 11/01/2010 560,000 759,103 -------------- 939,785 JAPAN - 13.20% Government of Japan 0.50% due 06/20/2013 *** JPY 130,000,000 1,042,475 0.70% due 09/20/2008 *** 1,130,000,000 9,592,761 0.90% due 12/22/2008 *** 365,000,000 3,108,535 1.00% due 06/10/2016 1,277,620,000 10,740,995 1.10% due 03/21/2011 *** 360,000,000 3,057,837 1.50% due 09/20/2014 *** 660,000,000 5,592,264 1.50% due 03/20/2014 *** 630,000,000 5,362,939 1.50% due 03/20/2015 *** 1,700,000,000 14,348,533 1.50% due 03/20/2011 1,380,000,000 11,925,282 1.60% due 06/20/2014 *** 70,000,000 599,064 1.60% due 09/20/2014 1,680,000,000 14,341,306 1.60% due 09/20/2013 *** 400,000,000 3,443,444 1.80% due 03/22/2010 *** 180,000,000 1,572,213 2.30% due 06/20/2035 *** 3,410,000,000 28,098,198 2.30% due 05/20/2030 *** 165,000,000 1,385,378 2.40% due 03/20/2034 *** 450,000,000 3,782,586 2.50% due 09/20/2035 *** 1,060,000,000 9,092,006 -------------- 127,085,816 NETHERLANDS - 0.37% Kingdom of Netherlands 5.00% due 07/15/2011 *** EUR 100,000 134,409 5.50% due 01/15/2028 *** 2,190,000 3,404,695 -------------- 3,539,104 NEW ZEALAND - 0.03% Government of New Zealand Bond, Series 1106 8.00% due 11/15/2006 *** NZD 500,000 326,742 SPAIN - 0.86% Kingdom of Spain 4.20% due 07/30/2013 *** EUR 100,000 130,813 4.75% due 07/30/2014 *** 600,000 817,427 5.15% due 07/30/2009 *** 2,910,000 3,843,321 6.15% due 01/31/2013 *** 2,420,000 3,492,616 -------------- 8,284,177 SWEDEN - 0.43% Kingdom of Sweden 5.00% due 01/28/2009 *** SEK 14,200,000 2,008,100 5.25% due 03/15/2011 (a)*** 14,350,000 2,096,224 -------------- 4,104,324 The accompanying notes are an integral part of the financial statements. 79
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- FOREIGN GOVERNMENT OBLIGATIONS (CONTINUED) UNITED KINGDOM - 4.43% Government of United Kingdom 4.00% due 03/07/2009 *** GBP 270,000 $ 495,799 4.25% due 06/07/2032 *** 500,000 949,438 4.75% due 06/07/2010 *** 11,000,000 20,584,042 5.00% due 03/07/2012 1,900,000 3,611,777 5.00% due 03/07/2008 3,700,000 6,934,436 5.75% due 12/07/2009 *** 25,000 48,094 6.00% due 12/07/2028 *** 335,000 782,718 7.25% due 12/07/2007 *** 1,210,000 2,323,230 8.00% due 12/07/2015 *** 500,000 1,176,208 8.00% due 09/27/2013 *** 2,540,000 5,703,753 -------------- 42,609,495 -------------- TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $ 413,094,811) $ 417,516,806 -------------- CORPORATE BONDS - 13.60% CAYMAN ISLANDS - 1.46% ASIF II Jersey, Ltd. 4.4529% due 06/15/2007 (b)*** CAD 3,200,000 2,869,036 Mizuho Finance, Ltd. 1.525% due 12/31/2049 *** JPY 200,000,000 1,739,961 MUFG Capital Finance 1, Ltd. 6.346% due 07/29/2049 (b)*** $ 2,900,000 2,923,522 MUFG Capital Finance 2 4.85% due 12/31/2049 (b)*** EUR 2,900,000 3,611,778 Pylon, Ltd., Class B Catastrophe Bond 6.016% due 12/29/2008 (b) 600,000 758,754 Transocean, Inc. 5.5906% due 09/05/2008 *** $ 1,300,000 1,300,021 Vita Capital, Ltd., 2003-1 6.83% due 01/01/2007 (b) 900,000 901,953 -------------- 14,105,025 DENMARK - 0.01% Nykredit 6.00% due 10/01/2029 *** DKK 312,421 55,330 Unikredit Realred 6.00% due 07/01/2029 *** 41,217 7,310 -------------- 62,640 FRANCE - 0.24% Axa, SA 3.75% due 01/01/2017 *** EUR 231,700 691,509 BNP Paribas, Series EMTN 5.25% due 01/23/2014 (b)*** 125,000 162,717 France Telecom SA, Series REGS 6.75 due 03/14/2008 *** 250,000 329,530 7.5 due 03/14/2011 *** GBP 405,000 818,920 GIE PSA Tresorerie 5.875% due 09/27/2011 *** EUR 250,000 341,479 -------------- 2,344,155 GERMANY - 0.11% Kreditanstalt Fuer Wiederaufbau 5.00% due 07/04/2011 *** 250,000 334,952 GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) GERMANY (CONTINUED) Landesbank Baden Wurttemberg 5.50% due 04/02/2007 *** EUR 200,000 $ 255,879 Lbank Rheinland Pfalz Giro 4.75% due 04/04/2008 *** 330,000 425,165 -------------- 1,015,996 IRELAND - 0.14% Bank of Ireland 6.45% due 02/10/2010 *** 1,000,000 1,366,587 ITALY - 0.11% Edison SpA, EMTN 5.125% due 12/10/2010 *** 210,000 277,241 Telecom Italia SpA, Series EMTN 6.25% due 02/01/2012 *** 580,000 784,916 -------------- 1,062,157 JAPAN - 1.71% Asahi Finance, Ltd. 1.65375% due 12/31/2049 *** JPY 600,000,000 5,092,801 Bank of Tokyo-Mitsubishi UFJ, Ltd., Series EMTN 3.50% due 12/16/2015 (b)*** EUR 900,000 1,112,185 Mizuho Finance 1.06% due 09/28/2049 *** JPY 200,000,000 1,694,915 Mizuho Finance, Ltd. 1.668% due 04/27/2049 *** 100,000,000 862,812 Mizuho Trust & Banking Company 2.404% due 04/27/2009 *** 100,000,000 878,712 Resona Bank, Ltd. 5.85% due 09/29/2049 (b)*** $ 2,700,000 2,639,631 Sumitomo Mitsui Banking Corp. 4.375% due 10/27/2014 (b)*** EUR 250,000 319,457 5.625% due 07/29/2049 (b)*** $ 500,000 486,610 Sumitomo Mitsui Banking Corp., Series EMTN 1.245% due 12/01/2049 (b)*** JPY 300,000,000 2,561,694 1.266% due 12/31/2049 *** 100,000,000 847,880 -------------- 16,496,697 JERSEY CHANNEL ISLANDS - 0.05% HSBC Capital Funding LP, Series REGS 8.03% due 12/29/2049 (b)*** EUR 350,000 524,974 LUXEMBOURG - 0.02% Telecom Italia Finance SA, Series EMTN 7.25 due 04/20/2011 *** 125,000 176,982 NETHERLANDS - 0.33% Deutsche Telekom International Finance BV 7.50% due 05/29/2007 *** 125,000 162,217 8.125% due 05/29/2012 *** 180,000 270,518 E.ON International Finance BV, Series EMTN 5.75% due 05/29/2009 *** 590,000 782,928 Essent NV, Series EMTN 4.50% due 06/25/2013 *** 770,000 1,003,320 RWE Finance BV, Series EMTN 6.125% due 10/26/2012 *** 125,000 176,166 Siemens Financieringsmaatschappij NV, Series 144A 5.4663% due 08/14/2009 (b)*** $ 800,000 799,454 -------------- 3,194,603 The accompanying notes are an integral part of the financial statements. 80
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) SPAIN - 0.17% Banesto Banco De Emisiones 2.197% due 10/04/2006 *** EUR 1,300,000 $ 1,649,246 SWEDEN - 0.17% Spintab AB, Series 168 6.00% due 04/20/2009 *** SEK 5,000,000 720,509 Swedbank ForeningsSparbanken 5.99% due 12/11/2011 (b)*** $ 900,000 900,909 -------------- 1,621,418 TUNISIA - 0.19% Banque Centrale de Tunisie 4.50% due 06/22/2020 *** EUR 1,500,000 1,804,973 UNITED KINGDOM - 0.93% Anglian Water Services Finance PLC, Series EMTN 4.625% due 10/07/2013 *** 250,000 325,155 AWG PLC 5.375% due 07/02/2009 *** 400,000 525,577 Cadbury Schweppes Investments PLC, Series EMTN 4.25% due 06/30/2009 *** 675,000 860,335 HBOS PLC 5.92% due 09/29/2049 (b)*** $ 2,800,000 2,708,768 Lloyds TSB Bank PLC 5.625% due 07/15/2049 (b)*** EUR 1,020,000 1,346,068 NGG Finance PLC 6.125% due 08/23/2011 *** 250,000 344,272 Royal Bank of Scotland PLC, Series EMTN 4.875% due 03/26/2009 *** 125,000 162,465 Tate & Lyle International Finance PLC, Series 144A 5.00% due 11/15/2014 *** $ 400,000 377,444 Vodafone Group, PLC 5.4269% due 06/29/2007 (b)*** 2,300,000 2,299,827 -------------- 8,949,911 UNITED STATES - 7.96% ACE INA Holdings, Inc. 5.875% due 06/15/2014 (a)*** 500,000 504,781 Atlantic & Western Re, Ltd., Series A 11.5081% due 01/09/2007 (b) 2,000,000 1,979,680 Autozone, Inc. 5.875% due 10/15/2012 *** 800,000 798,923 Bank of America Corp., MTN 3.625% due 03/03/2008 *** EUR 250,000 316,473 BellSouth Corp. 5.58% due 08/15/2008 (b)*** $ 2,300,000 2,300,442 Boston Scientific Corp. 5.45% due 06/15/2014 *** 400,000 382,659 6.00% due 06/15/2011 (a)*** 1,700,000 1,710,147 6.40% due 06/15/2016 (a)*** 1,600,000 1,613,578 Charter One Bank N.A., Series BKNT 5.54% due 04/24/2009 (b)*** 7,000,000 7,002,975 CIT Group, Inc., Series MTN 5.5463% due 08/17/2009 (b)*** 3,000,000 3,000,993 CNA Financial Corp. 6.00% due 08/15/2011 *** 1,600,000 1,622,410 ConocoPhillips Australia Funding Company 5.6072% due 04/09/2009 (b)*** 4,200,000 4,203,772 GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) UNITED STATES (CONTINUED) CVS Corp. 5.75% due 08/15/2011 *** $ 300,000 $ 303,905 DaimlerChrysler N.A. Holding Corp. 4.875% due 06/15/2010 *** 300,000 291,481 5.64% due 03/07/2007 (b)*** 2,400,000 2,400,494 5.87% due 09/10/2007 (b)*** 3,800,000 3,808,238 DaimlerChrysler N.A. Holding Corp., Series MTN 5.75% due 09/08/2011 *** 400,000 398,120 Dominion Resources, Inc. 4.125% due 02/15/2008 *** 250,000 246,013 Echostar DBS Corp. 5.75% due 10/01/2008 *** 300,000 297,375 El Paso Corp. 7.625% due 08/16/2007 (a)*** 300,000 303,750 Ford Motor Credit Company 6.34% due 03/21/2007 (b)*** 1,400,000 1,396,562 Ford Motor Credit Company, Series EMTN 4.875% due 05/17/2007 *** EUR 230,000 290,951 General Electric Capital Corp. 6.625% due 02/04/2010 *** NZD 250,000 160,839 General Electric Capital Corp., MTN 5.43% due 12/12/2008 (b)*** $ 1,300,000 1,300,928 General Electric Capital Corp., Series 144A 4.625% due 09/15/2066 (b)*** EUR 100,000 128,304 Georgia Pacific Corp., Term B 7.345% due 12/20/2012 (b)*** (f) $ 1,990,000 1,992,567 Health Care Property Investors, Inc., Series MTN 5.95% due 09/15/2011 *** 300,000 301,158 HSBC Finance Corp., Series MTN 5.48% due 06/19/2009 (b)*** 3,800,000 3,803,169 JP Morgan & Company, Inc., MTN Series A 5.341% due 02/15/2012 (b)*** 360,000 373,918 JP Morgan Chase Capital XX 6.55% due 09/29/2036 *** 1,300,000 1,311,101 KFW International Finance, Inc. 1.75% due 03/23/2010 *** JPY 185,000,000 1,613,250 5.75% due 01/15/2008 *** $ 5,500,000 5,544,291 Loews Corp. 5.25% due 03/15/2016 *** 400,000 387,828 Masco Corp. 5.875% due 07/15/2012 *** 300,000 298,981 May Department Stores Company/The 4.80% due 07/15/2009 *** 300,000 294,347 Merrill Lynch & Company, Inc., Series MTN 5.4919% due 08/14/2009 (b)*** 400,000 399,992 MGM Mirage Resorts, Inc. 6.75% due 08/01/2007 *** 600,000 603,000 Mizuho JGB Investment LLC 9.87% due 12/31/2049 (b)*** 560,000 599,783 Mizuho JGB Investment LLC, Series REGS 9.87% due 12/31/2049 (b)*** 400,000 432,340 Mizuho Preferred Capital Company, LLC 8.79% due 12/29/2049 (b)*** 100,000 105,339 News America Holdings, Inc. 6.75% due 01/09/2038 *** 125,000 129,496 The accompanying notes are an integral part of the financial statements. 81
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- CORPORATE BONDS (CONTINUED) UNITED STATES (CONTINUED) Nisource Finance Corp. 5.40% due 07/15/2014 *** $ 400,000 $ 387,101 PLD International Finance LLC 4.375% due 04/13/2011 *** EUR 350,000 445,396 Reynolds American, Inc. 7.3125% due 05/11/2012 (b)(f) $ 2,000,000 2,007,820 SB Treasury Company LLC zero coupon, Step up to 10.925% on 06/30/2008 due 12/29/2049 (b) 1,300,000 1,381,483 SB Treasury Company LLC, Series REGS 9.40% due 12/29/2049 (b) 1,100,000 1,169,359 Shackleton B Event Linked Loan 13.467% due 08/01/2008 (b) 2,000,000 2,015,000 Shackleton C Event Linked Loan 12.967% due 08/01/2008 (b) 2,000,000 1,990,000 Shackleton Re Ltd., Series 144A 13.4888% due 02/07/2008 (b)(f) 2,000,000 2,009,930 SLM Corp., Series A 5.00% due 04/15/2015 (a)*** 375,000 361,332 Sprint Capital Corp. 6.375% due 05/01/2009 *** 50,000 51,206 Tokai Preferred Capital Company LLC, Series REGS 9.98% due 12/29/2049 (b)*** 1,100,000 1,178,543 Toyota Motor Credit Corp., Series MTNB 5.3719% due 10/12/2007 (b)*** 2,500,000 2,501,015 US Bancorp 5.3538% due 04/28/2009 (b)*** 2,500,000 2,500,407 Viacom, Inc. 5.75% due 04/30/2011 *** 1,200,000 1,197,607 Wal-Mart Stores, Inc. 5.25% due 09/28/2035 *** GBP 250,000 501,572 Wells Fargo Company 3.50% due 04/04/2008 (a)(c)*** $ 250,000 244,057 Xerox Credit Corp. 2.00% due 06/06/2007 *** JPY 200,000,000 1,701,356 -------------- 76,597,537 -------------- TOTAL CORPORATE BONDS (Cost $128,203,903) $ 130,972,901 -------------- MUNICIPAL BONDS - 0.42% CALIFORNIA - 0.14% Golden State Tobacco Securitization Corp., California, Series 2003-A-1 6.25% due 06/01/2033 *** $ 1,000,000 1,101,340 Los Angeles California Wastewater Systems Revenue, Series A 5.00% due 06/01/2027 *** 200,000 209,690 Metropolitan Water District Southern California Waterworks Revenue 5.00% due 10/01/2036 *** 45,000 47,078 -------------- 1,358,108 ILLINOIS - 0.03% City of Chicago, Series 1286 4.75% due 01/01/2030 *** 230,000 243,922 GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- MUNICIPAL BONDS (CONTINUED) IOWA - 0.06% Tobacco Settlement Authority of Iowa, Series A 6.50% due 06/01/2023 *** $ 595,000 $ 592,275 KENTUCKY - 0.01% Louisville & Jefferson Kentucky Sewer, Series A 5.00% due 05/15/2036 *** 100,000 105,361 NEW YORK - 0.13% New York City Municipal Water Finance Authority 4.75% due 06/15/2038 *** 200,000 213,540 New York, New York City Transitional Financial Authority 5.00% due 02/01/2028 *** 285,000 299,991 Tobacco Settlement Financing Corp. 5.25% due 06/01/2013 *** 700,000 717,871 -------------- 1,231,402 TEXAS - 0.02% Harris County Texas 5.00% due 08/01/2033 *** 200,000 203,430 VIRGINIA - 0.03% Tobacco Settlement Financing Corp. 5.625% due 06/01/2037 *** 300,000 316,125 -------------- TOTAL MUNICIPAL BONDS (Cost $3,836,193) $ 4,050,623 -------------- COLLATERALIZED MORTGAGE OBLIGATIONS - 6.09% CAYMAN ISLANDS - 0.00% SHL Corp., Ltd., Series 1999-1A, Class A2 0.81% due 12/25/2024 (b)*** JPY 4,209,600 35,324 IRELAND - 0.14% Emerald Mortgages PLC, Series 2, Class A 3.385% due 04/15/2028 (b)*** EUR 380,768 484,148 Lusitano Motgages PLC, Series 1, Class A 3.601% due 12/15/2035 (b)*** 596,370 762,109 Paris Residential Funding PLC, Series 1X, Class A 2.51% due 07/25/2011 (b)*** 77,098 97,917 -------------- 1,344,174 ITALY - 0.78% Seashell Securities PLC, Series 2001-II, Class A 3.424% due 07/25/2028 (b)*** 702,984 894,918 Siena Mortgages, Series 2003-4, Class A2 3.563% due 12/16/2038 (b)*** 5,160,004 6,568,317 -------------- 7,463,235 NETHERLANDS - 0.54% Arena BV, Series 2000-I, Class A 6.10% due 11/15/2062 (b)*** 500,000 683,042 Atomium Mortgage Finance BV, Series 2003-I, Class A 2.314% due 07/01/2034 (b)*** 214,818 272,801 Delphinus BV, Series 2001-II, Class A1 3.545% due 11/28/2031 (b)*** 500,000 635,467 Delphinus BV, Series 2002-I, Class A1 3.374% due 04/25/2092 (b)*** 302,723 385,624 Delphinus BV, Series 2003-I, Class A1 2.41% due 04/25/2093 (b)*** 500,000 637,751 The accompanying notes are an integral part of the financial statements. 82
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) NETHERLANDS (CONTINUED) Dutch MBS BV, Series X, Class B 3.343% due 10/02/2079 (b)*** EUR 988,989 $ 1,260,327 Dutch MBS BV, Series XI, Class A1 3.401% due 11/02/2035 (b)*** 336,801 427,840 Dutch Mortgage Portfolio Loans, B.V., Series III, Class A 3.484% due 11/20/2035 (b)*** 320,441 408,319 Holland Euro-Denominated Mortgage Backed Series, Series 2, Class A 3.362% due 04/18/2012 (b)*** 388,522 493,835 -------------- 5,205,006 UNITED KINGDOM - 1.14% Bauhaus Securities Ltd., Series 1, Class A2 3.466% due 10/30/2052 (b)*** 752,246 956,723 Dolerite Funding PLC, Series 1, Class A 5.6725% due 08/20/2032 (b)*** $ 114,722 114,722 Haus, Ltd., Series 2000-1A, Class A2 2.403% due 12/10/2037 (b)*** EUR 882,517 1,124,941 Holmes Financing PLC, Series 6, Class 3A 3.33% due 10/15/2009 (b)*** 800,000 1,015,815 Holmes Financing, Series 1, Class 3A2 3.35% due 07/15/2010 (b)*** GBP 1,400,000 1,778,640 Permanent Financing PLC, Series 2004-4, Class 5A2 5.1563% due 06/10/2042 (b)*** 3,000,000 5,629,192 SRM Investment, Ltd., Series 3, Class A 3.475% due 08/26/2034 (b)*** EUR 252,962 321,532 -------------- 10,941,565 UNITED STATES - 3.49% American Home Mortgage Investment Trust, Series 2004-3, Class 5A 4.29% due 10/25/2034 (b)*** $ 288,288 282,713 Banc of America Mortgage Securities, Series 2004-4, Class 1A9 5.00% due 05/25/2034 *** 655,204 646,500 Countrywide Home Loans, Series 2004-12, Class 14A2 5.61% due 08/25/2034 (b)*** 82,351 82,384 Countrywide Home Loans, Series 2004-25, Class 1A1 5.66% due 02/25/2035 (b)*** 185,455 186,121 Countrywide Home Loans, Series 2004-25, Class 2A1 5.67% due 02/25/2035 (b)*** 275,928 277,205 Countrywide Mortgage Backed Securities, Inc., Series 2004-7, Class 5A2 5.60% due 05/25/2034 (b)*** 461,723 461,851 Countrywide Mortgage Backed Securities, Inc., Series 2005-2, Class 2A1 5.65% due 03/25/2035 (b)*** 441,761 442,937 Credit Suisse First Boston Mortgage Securities Corp., Series 2002-AR13, Class 3A 5.7018% due 05/25/2032 (b)*** 19,538 19,469 GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) UNITED STATES (CONTINUED) Credit Suisse First Boston Mortgage Securities Corp., Series 2002-P2, Class A 5.66% due 03/25/2032 (b)*** $ 40,537 $ 40,590 Credit Suisse First Boston Mortgage Securities Corp., Series 2002-P3A, Class A1 5.88% due 08/25/2033 (b)*** 101,020 101,511 Credit Suisse First Boston Mortgage Securities Corp., Series 2003-8, Class 5A1 6.50% due 04/25/2033 *** 134,115 134,558 Credit Suisse First Boston Mortgage Securities Corp., Series 2005-CN2A, Class A1S 5.55% due 11/15/2019 (b)*** 245,907 246,048 CSAB Mortgage Backed Trust, Series 2006-1, Class A1A 5.43% due 06/25/2036 (b)*** 1,274,706 1,275,162 FBR Securitization Trust, Series 2005-4, Class AV21 5.45% due 10/25/2035 (b)*** 206,601 206,620 Federal Home Loan Mortgage Corp. Structured Pass Through Securities, Series T-62, Class 1A1 5.632% due 10/25/2044 (b)*** 6,538,522 6,604,692 Federal Home Loan Mortgage Corp., Series 2003-2581, Class QG 5.00% due 12/15/2031 *** 2,500,000 2,380,710 Federal Home Loan Mortgage Corp., Series 2005-2922, Class EH 4.50% due 07/15/2023 *** 4,703,737 4,537,528 Federal Home Loan Mortgage Corp., Series 2005-3037, Class BC 4.50% due 02/15/2020 *** 7,208,207 7,004,039 Federal Home Loan Mortgage Corp., Series 2752, Class FM 5.68% due 12/15/2030 (b)*** 509,055 509,918 Federal National Mortgage Association 5.73% due 09/25/2032 (b)*** 68,759 69,021 Federal National Mortgage Association, Series 2003-26, Class AT 5.00% due 11/25/2032 *** 3,100,000 2,899,936 Federal National Mortgage Association, Series 2004-W2, Class 5AF 5.68% due 03/25/2044 (b)*** 294,925 295,170 First Alliance Mortgage Loan, Series 1997-4, Class A3 5.56% due 12/20/2027 (b)*** 56,596 56,607 First Republic Mortgage Loan Trust, Series 2001-FRB1, Class A 5.68% due 11/15/2031 (b)*** 206,955 208,344 GMAC Mortgage Corp. Loan Trust, Series 2004-J4, Class A1 5.50% due 09/25/2034 *** 437,727 435,408 GS Mortgage Securities Corp., Series 2003-1, Class A2 6.03% due 01/25/2032 (b)*** 256,857 258,959 GS Mortgage Securities Corp., Series 2004-SEA1, Class A1A 5.52% due 10/25/2033 (b)*** 9,607 9,608 The accompanying notes are an integral part of the financial statements. 83
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COLLATERALIZED MORTGAGE OBLIGATIONS (CONTINUED) UNITED STATES (CONTINUED) Master Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A2 3.7859% due 11/21/2034 (b)*** $ 55,020 $ 54,854 Mellon Residential Funding Corp., Series 2000-TBC3, Class A1 5.77% due 12/15/2030 (b)*** 199,210 199,868 Merrill Lynch Credit Corp. Mortgage Investors, Inc., Series 1999-A, Class A 5.71% due 03/15/2025 (b)*** 143,946 144,568 Sequoia Mortgage Trust, Series 2003-4, Class 2A1 5.68% due 07/20/2033 (b)*** 702,189 707,657 Sequoia Mortgage Trust, Series 5, Class A 5.68% due 10/19/2026 (b)*** 156,446 156,610 Sequoia Mortgage Trust, Series 8, Class 2A 5.63% due 08/20/2032 (b)*** 277,150 277,173 Washington Mutual Mortgage Securities Corp., Series 2002-AR2, Class A 5.427% due 02/27/2034 (b)*** 202,951 206,384 Washington Mutual Mortgage Securities Corp., Series 2002-S5, Class 1A1 5.1062% due 10/25/2032 (b)*** 60,878 60,498 Washington Mutual Mortgage Securities Corp., Series 2003-R1, Class A1 5.60% due 12/25/2027 (b)*** 542,744 542,534 Washington Mutual Mortgage Securities Corp., Series 2005-AR2, Class 2A1A 5.64% due 01/25/2045 (b)*** 259,741 261,329 Washington Mutual Mortgage Securities Corp., Series 2005-AR6, Class 2A1A 5.56% due 04/25/2045 (b)*** 510,300 511,582 Washington Mutual, Inc., Series 2005-AR15, Class A1A1 5.59% due 11/25/2045 (b)*** 801,014 803,726 -------------- 33,600,392 -------------- TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $56,601,766) $ 58,589,696 -------------- ASSET BACKED SECURITIES - 1.41% UNITED STATES - 1.41% Amortizing Residential Collateral Trust, Series 2002-BC4, Class A 5.62% due 07/25/2032 (b)*** 6,344 6,350 Amresco Residential Securities, Series 1999-1, Class A 6.27% due 06/25/2029 (b)*** 60,419 62,222 Argent Securities, Inc., Series 2005-W4, Class A1A1 5.45% due 02/25/2036 (b)*** 2,589,347 2,589,696 Bear Stearns Asset Backed Securities, Inc., Series 2004-SD1, Class A1 5.50% due 12/25/2042 (b)*** 125,184 125,200 FBR Securitization Trust, Series 2005-5, Class AV21 5.45% due 11/25/2035 (b)*** 374,014 374,058 First NLC Trust, Series 2005-4, Class A1 5.45% due 02/25/2036 (b)*** 522,704 522,746 GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- ASSET BACKED SECURITIES (CONTINUED) UNITED STATES (CONTINUED) Home Equity Asset Trust, Series 2002-1, Class A4 5.63% due 11/25/2032 (b)*** $ 1,283 $ 1,284 Indymac Residential Asset Backed Trust, Series 2005-D, Class AII1 5.43% due 03/25/2036 (b)*** 294,459 294,505 Residential Asset Mortgage Products, Inc., Series 2002-RS3, Class AII1 5.89% due 06/25/2032 (b)*** 24,690 24,698 Residential Asset Securities Corp., Series 2002-KS4, Class AIIB 5.58% due 07/25/2032 (b)*** 144,154 144,194 Residential Asset Securities Corp., Series 2005-AHL3, Class A1 5.43% due 11/25/2035 (b)*** 249,176 249,217 Residential Asset Securities Corp., Series 2005-KS12, Class A1 5.42% due 01/25/2036 (b)*** 151,729 151,757 Residential Asset Securities Mortgage, Series 2002-KS2, Class AIIB 5.87% due 04/25/2032 (b)*** 87,227 87,255 Soundview Home Equity Loan Trust, Series 2005-OPT4, Class 2A1 4.113% due 12/25/2035 *** 275,230 275,273 Structured Asset Mortgage Investments, Inc., Series 2004-AR3, Class 1A2 5.62% due 07/19/2034 (b)*** 496,223 496,489 Wells Fargo Home Equity Trust, Series 2005-2, Class AI1A 5.56% due 10/25/2035 (b)(c) 4,752,935 4,763,332 Wells Fargo Home Equity Trust, Series 2005-4, Class AII1 5.45% due 12/25/2035 (b)(c) 3,368,899 3,369,365 -------------- 13,537,641 -------------- TOTAL ASSET BACKED SECURITIES (Cost $13,533,758) $ 13,537,641 -------------- SUPRANATIONAL OBLIGATIONS - 0.27% JAPAN - 0.09% Inter-American Development Bank 1.90% due 07/08/2009 *** JPY 100,000,000 873,170 UNITED STATES - 0.18% European Investment Bank 5.3088% due 04/15/2008 (b)*** $ 1,742,175 1,743,484 -------------- TOTAL SUPRANATIONAL OBLIGATIONS (Cost $2,574,328) $ 2,616,654 -------------- OPTIONS - 0.67% UNITED STATES - 0.67% Chicago Mercantile Exchange American Purchase Put on Eurodollar Expiration 09/17/2007 at $90.50 * 532,500 1,331 Expiration 12/17/2007 at $91.25 * 937,500 2,344 Expiration 03/19/2007 at $92.25 * 1,297,500 3,244 Expiration 12/18/2006 at $94.125 * 1,437,500 3,594 The accompanying notes are an integral part of the financial statements. 84
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- OPTIONS (CONTINUED) UNITED STATES (CONTINUED) Over The Counter European Style Call Expiration 10/04/2006 at $4.50 * 11,600,000 $ 0 Expiration 10/04/2006 at $4.50 * 20,900,000 0 Expiration 10/18/2006 at $4.50 * 79,100,000 0 Expiration 12/22/2006 at $4.80 * 25,500,000 18,284 Expiration 06/06/2007 at $4.85 * 7,000,000 33,429 Expiration 03/08/2007 at $5.00 * 44,000,000 154,660 Expiration 03/08/2007 at $5.00 * 102,000,000 358,530 Expiration 03/08/2007 at $5.00 * 12,000,000 42,180 Expiration 12/20/2007 at $5.00 * 81,700,000 608,567 Expiration 05/17/2007 at $5.00 * 16,300,000 72,147 Expiration 05/11/2007 at $5.00 * 22,000,000 95,071 Expiration 06/15/2007 at $5.00 * 13,500,000 66,288 Expiration 06/15/2007 at $5.00 * 14,100,000 69,234 Expiration 04/19/2007 at $5.08 * 20,700,000 106,170 Expiration 05/08/2007 at $5.15 * 103,600,000 643,770 Expiration 05/09/2007 at $5.19 * 904,600,000 2,587,156 Expiration 06/30/2007 at $5.50 * 134,100,000 1,589,312 -------------- 6,455,311 -------------- TOTAL OPTIONS (Cost $5,113,625) $ 6,455,311 -------------- SHORT TERM INVESTMENTS - 27.45% Bank of America Corp. 5.265% due 12/06/2006 *** $ 2,500,000 $ 2,475,869 5.275% due 12/01/2006 *** 25,900,000 25,668,501 Barclays U.S. Funding LLC 5.28% due 11/22/2006 *** 25,900,000 25,702,469 Countrywide Bank N.A., Series CD 5.36% due 08/16/2007 (b)*** 4,700,000 4,717,625 Danske Corp. 5.265% due 12/27/2006 *** 700,000 691,093 5.355% due 10/26/2006 *** 20,800,000 20,722,650 Fortis Funding LLC 5.37% due 10/24/2006 *** 2,600,000 2,591,080 Ixis Corp. 5.36% due 10/25/2006 *** 25,000,000 24,910,667 Kingdom of Netherlands 1.00% due 10/31/2006 *** EUR 5,200,000 6,581,014 Skandinaviska Enskilda Banken 5.27% due 11/16/2006 *** $ 25,400,000 25,228,959 Societe Generale North America, Inc. 5.245% due 01/08/2007 *** 23,400,000 23,062,484 5.29% due 12/18/2006 *** 1,800,000 1,779,369 5.37% due 10/10/2006 *** 700,000 699,060 5.375% due 10/11/2006 *** 2,600,000 2,596,118 State Street Navigator Securities Lending Prime Portfolio (c) 48,507,430 48,507,430 Time Warner, Inc. 5.39% due 01/25/2007 *** 3,300,000 3,242,686 Total SA 5.36% due 10/02/2006 *** 26,400,000 26,396,069 U.S. Treasury Bills zero coupon due 12/14/2006 *** 2,440,000 2,415,875 zero coupon due 11/30/2006 *** **** 2,160,000 2,142,144 4.797% due 11/30/2006 *** **** 620,000 615,043 GLOBAL BOND TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- SHORT TERM INVESTMENTS (CONTINUED) U.S. Treasury Bills (continued) 4.82% due 11/30/2006 *** **** $ 110,000 $ 109,116 4.845% due 11/30/2006 *** **** 110,000 109,112 4.87% due 11/30/2006 *** **** 10,000 9,919 UBS Finance (Delaware) LLC 5.245% due 01/08/2007 *** 1,200,000 1,182,692 5.34% due 10/02/2006 *** 2,300,000 2,299,659 5.375% due 10/11/2006 *** 5,400,000 5,391,938 UniCredito Italiano SpA 2.307% due 12/13/2007 *** 2,200,000 2,199,420 5.226% due 12/03/2007 *** 2,200,000 2,199,247 -------------- TOTAL SHORT TERM INVESTMENTS (Cost $264,239,252) $ 264,247,308 -------------- REPURCHASE AGREEMENTS - 1.04% Lehman Brothers Tri-Party Repurchase Agreement dated 09/29/2006 at 5.05% to be repurchased at $5,002,104 on 10/02/2006, collateralized by $5,070,000 U.S. Treasury Bonds, 4.875% due 08/08/2031 (valued at $5,123,025, including interest) (c)*** $ 5,000,000 $ 5,000,000 Repurchase Agreement with State Street Corp. dated 09/29/2006 at 3.95% to be repurchased at $4,988,642 on 10/02/2006, collateralized by $5,090,000 Federal National Mortgage Association, 6.25% due 02/28/2017 (valued at $5,090,000, including interest)(c)*** 4,987,000 4,987,000 -------------- TOTAL REPURCHASE AGREEMENTS (Cost $9,987,000) $ 9,987,000 -------------- TOTAL INVESTMENTS (GLOBAL BOND TRUST) (COST $1,056,238,937) - 110.87% $1,067,322,034 LIABILITIES IN EXCESS OF OTHER ASSETS - (10.87)% (104,649,765) -------------- TOTAL NET ASSETS - 100.00% $ 962,672,269 ============== GLOBAL REAL ESTATE TRUST [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS - 96.14% AUSTRALIA - 8.16% Abacus Property Group 1,434,712 $ 1,734,227 Aspen Group (a) 1,028,221 1,369,465 Centro Properties Group, Ltd. 737,450 4,429,499 Centro Retail Group 1,210,133 1,634,323 Charter Hall Group * 1,605,990 1,893,329 FKP Property Group 104,678 441,296 General Property Trust, Ltd. (a) 893,668 3,134,009 Lend Lease Corp. 142,483 1,703,146 Macquarie DDR Trust 2,228,195 2,020,020 Macquarie Goodman Group, Ltd. (a) 902,917 4,392,599 Stockland Company, Ltd. (a) 821,067 4,533,530 The accompanying notes are an integral part of the financial statements. 85
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL REAL ESTATE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) AUSTRALIA (CONTINUED) Westfield Group (a) 266,075 3,736,370 -------------- 31,021,813 CANADA - 4.67% Brookfield Properties Corp. 157,150 5,550,538 Canadian Apartment Properties, REIT 114,000 1,869,674 Canadian Real Estate Investment Trust 163,750 3,920,485 Morguard Real Estate Investment Trust 177,450 1,813,962 RioCan Real Estate Investment Trust 214,150 4,610,600 -------------- 17,765,259 CHINA - 0.88% China Overseas Land & Investment, Ltd. 2,566,000 1,979,267 Shui On Land Ltd * 1,982,000 1,374,660 -------------- 3,353,927 DENMARK - 0.63% Sjaelso Gruppen AS (a) 8,000 2,402,178 FINLAND - 0.73% Technopolis Oyj 350,000 2,775,173 FRANCE - 3.10% Fonciere Des Regions (a) 13,500 2,032,950 Klepierre SA (a) 14,000 2,097,587 Orco Property Group (a) 20,000 2,491,630 Unibail (a) 24,500 5,150,278 -------------- 11,772,445 GERMANY - 0.89% Colonia Real Estate AG * (a) 53,000 2,032,619 Patrizia Immobilien AG * 50,000 1,337,158 -------------- 3,369,777 GREECE - 0.25% Eurobank Properties Real Estate Investment Company 49,650 954,906 HONG KONG - 5.88% China Resources Land, Ltd. 3,700,000 2,493,070 Hang Lung Properties, Ltd. 590,408 1,259,379 Link, REIT * 1,585,000 3,299,541 Sun Hung Kai Properties, Ltd. 1,402,000 15,285,679 -------------- 22,337,669 ITALY - 1.71% Beni Stabili SpA 1,050,000 1,172,233 Pirelli & C Real Estate SpA 18,000 1,070,538 Risanamento SpA 560,000 4,262,667 -------------- 6,505,438 JAPAN - 14.56% Aeon Mall Company, Ltd. (a) 71,000 3,754,576 Diamond City Company, Ltd. 56,000 2,652,881 Japan Retail Fund, REIT 152 1,120,678 Mitsubishi Estate Company, Ltd. 790,000 17,272,881 Mitsui Fudosan Company, Ltd. 670,000 15,245,339 Nippon Building Fund, Inc. 595 6,050,848 GLOBAL REAL ESTATE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) JAPAN (CONTINUED) Nippon Commercial Investment Corp., REIT * 186 $ 751,882 Sumitomo Realty & Development Company, Ltd. (a) 290,000 8,527,966 -------------- 55,377,051 LUXEMBOURG - 0.42% Prologis European Properties * 85,225 1,589,375 NETHERLANDS - 0.48% Eurocommercial Properties NV 38,679 1,827,863 NORWAY - 0.37% NorGani Hotels ASA * (a) 150,000 1,405,811 PHILIPPINES - 0.26% Megaworld Corp. 26,093,000 996,986 SINGAPORE - 4.24% CapitaLand, Ltd. 590,000 1,878,625 CapitaMall Trust (a) 1,870,000 2,994,830 CDL Hospitality Trusts, REIT * 2,952,000 1,972,963 Hong Kong Land Holdings, Ltd. (a) 1,936,000 7,511,680 The Ascott Group, Ltd. 2,763,000 1,776,961 -------------- 16,135,059 SPAIN - 0.54% Renta Corp Real Estate SA * (a) 30,000 1,133,412 Riofisa SA * (a) 25,000 902,328 -------------- 2,035,740 SWEDEN - 1.70% Castellum AB 284,665 3,211,298 Kungsleden AB 90,000 1,027,594 Lennart Wallenstam Byggnads AB 150,000 2,225,428 -------------- 6,464,320 UNITED KINGDOM - 14.63% Big Yellow Group PLC 240,000 2,193,084 British Land Company PLC 357,000 9,113,483 Dawnay Day Treveria PLC 900,000 1,301,636 Derwent Valley Holdings PLC 84,000 2,869,089 Develica Deutschland, Ltd. * 2,700,000 3,391,103 Equest Balkan Properties PLC * 700,000 1,408,343 Great Portland Estates PLC 275,000 3,113,794 Hammerson PLC 240,000 5,893,142 Land Securities Group PLC 318,000 11,712,620 London Merchant Securities PLC 300,000 1,348,921 Macau Property Opp. Fund, Ltd. * 428,500 779,906 Minerva PLC * 475,000 2,684,741 Slough Estates PLC 430,000 5,351,702 Terrace Hill Group PLC 662,605 864,969 Unite Group PLC 415,000 3,599,976 -------------- 55,626,509 UNITED STATES - 32.04% AMB Property Corp., REIT 58,900 3,245,979 Apartment Investment & Management Company, Class A, REIT 73,370 3,992,062 Archstone-Smith Trust, REIT (a) 146,160 7,956,950 The accompanying notes are an integral part of the financial statements. 86
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JOHN HANCOCK TRUST PORTFOLIO OF INVESTMENTS - SEPTEMBER 30, 2006 (UNAUDITED) - CONTINUED (SHOWING PERCENTAGE OF TOTAL NET ASSETS) GLOBAL REAL ESTATE TRUST (CONTINUED) [Download Table] SHARES OR PRINCIPAL AMOUNT VALUE ---------------- -------------- COMMON STOCKS (CONTINUED) UNITED STATES (CONTINUED) Avalon Bay Communities, Inc., REIT 74,000 $ 8,909,600 BioMed Realty Trust, Inc., REIT 25,360 769,422 Boston Properties, Inc., REIT 62,580 6,467,017 Digital Realty Trust, Inc., REIT 74,020 2,318,306 Equity Lifestyle Properties, Inc., REIT (a) 42,490 1,942,218 Equity Office Properties Trust, REIT 206,400 8,206,464 Equity Residential, REIT 61,190 3,094,990 Essex Property Trust, Inc., REIT 26,760 3,248,664 Extra Space Storage, Inc., REIT 40,950 708,845 Federal Realty Investment Trust, REIT 48,250 3,584,975 FelCor Lodging Trust, Inc., REIT 60,680 1,216,634 Host Hotels & Resorts, Inc., REIT 317,680 7,284,402 Innkeepers USA Trust, REIT 9,950 162,085 Kilroy Realty Corp., REIT 18,990 1,430,707 LTC Properties, Inc., REIT 30,670 743,748 Nationwide Health Properties, Inc., REIT 55,600 1,486,744 ProLogis, REIT 74,380 4,244,123 Public Storage, Inc., REIT 64,460 5,542,915 Regency Centers Corp., REIT (a) 81,240 5,586,062 Simon Property Group, Inc., REIT 135,130 12,245,481 SL Green Realty Corp., REIT