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As Of Filer Filing For·On·As Docs:Size Issuer Agent 4/18/18 MFS Series Trust X N-Q 2/28/18 2:907K Donnelley … Solutions/FA → MFS Global Opportunistic Bond Fund ⇒ A (MGBAX) — B (MGBBX) — C (MGBDX) — I (MGBJX) — R1 (MGBKX) — R2 (MGBLX) — R3 (MGBMX) — R4 (MGBNX) — R6 (MGBOX) |
Document/Exhibit Description Pages Size 1: N-Q Mfs Series Trust X - Global Bond Fund N-Q HTML 221K 2: EX-99.CERT Certifications HTML 18K
MFS SERIES TRUST X - GLOBAL BOND FUND N-Q |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-4492
MFS SERIES TRUST X
(Exact name of registrant as specified in charter)
111 Huntington Avenue, Boston, Massachusetts 02199
(Address of principal executive offices) (Zip code)
Christopher R. Bohane
Massachusetts Financial Services Company
111 Huntington Avenue
(Name and address of agents for service)
Registrant’s telephone number, including area code: (617) 954-5000
Date of fiscal year end: November 30*
Date of reporting period: February 28, 2018
* | This Form N-Q pertains only to the following series of the Registrant: MFS Global Bond Fund. Each remaining series of the Registrant has a fiscal year end other than November 30th. |
ITEM 1. | SCHEDULE OF INVESTMENTS. |
Issuer | Shares/Par | Value ($) | ||
Bonds – 96.1% | ||||
Aerospace – 0.3% | ||||
Huntington Ingalls Industries, Inc., 3.483%, 12/01/2027 (n) | $ | 520,000 | $ 503,651 | |
Leonardo S.p.A., 1.5%, 6/07/2024 | EUR | 1,000,000 | 1,188,406 | |
$ 1,692,057 | ||||
Airlines – 0.1% | ||||
Ryanair Ltd., 1.125%, 3/10/2023 | EUR | 750,000 | $ 932,239 | |
Apparel Manufacturers – 0.2% | ||||
Coach, Inc., 4.125%, 7/15/2027 | $ | 1,326,000 | $ 1,296,667 | |
Asset-Backed & Securitized – 5.6% | ||||
Atrium CDO Corp., 2011-A, “BR”, FLR, 3.244% (LIBOR-3mo. + 1.5%), 10/23/2025 (n) | $ | 2,500,000 | $ 2,501,542 | |
Cent CLO LP, 2014-21A, “A2AR”, FLR, 3.46% (LIBOR-3mo. + 1.7%), 7/27/2026 (n) | 1,511,103 | 1,518,514 | ||
Chesapeake Funding II LLC, 2016-1A, “A2”, FLR, 2.738% (LIBOR-1mo. + 1.15%), 3/15/2028 (n) | 1,272,689 | 1,277,433 | ||
Chesapeake Funding II LLC, 2016-2A, “A2”, FLR, 2.588% (LIBOR-1mo. + 1%), 6/15/2028 (z) | 1,104,232 | 1,107,872 | ||
Commercial Mortgage Pass-Through Certificates, “A4”, 3.183%, 2/10/2048 | 3,104,000 | 3,053,059 | ||
Commercial Mortgage Trust, 2015-DC1, “A5”, 3.35%, 2/10/2048 | 2,500,000 | 2,470,672 | ||
Commercial Mortgage Trust, 2015-LC21, “A4”, 3.708%, 7/10/2048 | 2,234,604 | 2,265,012 | ||
Dryden Senior Loan Fund, 2014-34A, “BR”, FLR, 3.272% (LIBOR-3mo. + 1.55%), 10/15/2026 (n) | 638,000 | 638,110 | ||
Flatiron CLO Ltd., 2013-1A, “A2R”, FLR, 3.381% (LIBOR-3mo. + 1.65%), 1/17/2026 (n) | 2,503,042 | 2,510,716 | ||
Ford Credit Auto Owner Trust, 2014-1,“A”, 2.26%, 11/15/2025 (n) | 3,503,000 | 3,491,964 | ||
HarbourView CLO VII, Ltd., “B1R”, FLR, 3.522% (LIBOR-3mo. + 1.65%), 11/18/2026 (n) | 2,559,988 | 2,559,860 | ||
JPMBB Commercial Mortgage Securities Trust, 2014-C26, 3.494%, 1/15/2048 | 3,108,537 | 3,124,008 | ||
JPMorgan Chase Commercial Mortgage Trust, 2007-LD11, “AM”, 6.04%, 6/15/2049 | 772,551 | 783,262 | ||
Loomis, Sayles & Co., CLO, “A1”, FLR, 3.252% (LIBOR-3mo. + 1.53%), 10/15/2027 (n) | 3,473,850 | 3,501,994 | ||
Morgan Stanley Bank of America Merrill Lynch Trust, 2015-C21, “A4”, 3.338%, 3/15/2048 | 691,382 | 685,629 | ||
Octagon Investment Partners XVII Ltd., 2013-1A, “BR2”, FLR, 3.384% (LIBOR-3mo. + 1.4%), 1/25/2031 (z) | 3,084,000 | 3,084,000 | ||
Wells Fargo Commercial Mortgage Trust, 2015-NXS1, “A5”, 3.148%, 5/15/2048 | 1,532,563 | 1,505,436 | ||
$ 36,079,083 | ||||
Automotive – 1.9% | ||||
Ferrari N.V., 1.5%, 3/16/2023 | EUR | 1,400,000 | $ 1,742,399 | |
General Motors Co., 5.2%, 4/01/2045 | $ | 1,208,000 | 1,191,577 | |
General Motors Financial Co., Inc., 3.1%, 1/15/2019 | 893,000 | 895,377 | ||
General Motors Financial Co., Inc., 3.45%, 4/10/2022 | 758,000 | 753,023 | ||
General Motors Financial Co., Inc., 4.35%, 1/17/2027 | 410,000 | 408,858 | ||
Jaguar Land Rover Automotive PLC, 3.875%, 3/01/2023 | GBP | 1,100,000 | 1,548,898 | |
Lear Corp., 5.25%, 1/15/2025 | $ | 1,971,000 | 2,072,685 | |
RCI Banque S.A., 1.25%, 6/08/2022 | EUR | 500,000 | 627,961 | |
Volkswagen Bank GmbH, 0.75%, 6/15/2023 | 550,000 | 667,576 | ||
Volkswagen Leasing GmbH, 1.375%, 1/20/2025 | 1,000,000 | 1,231,394 | ||
ZF North America Capital, Inc., 4.75%, 4/29/2025 (n) | $ | 1,258,000 | 1,294,167 | |
$ 12,433,915 | ||||
Banks & Diversified Financials (Covered Bonds) – 0.3% | ||||
BPER Banca, 5.125% to 5/31/2022. FLR to 5/31/2027 | EUR | 1,000,000 | $ 1,267,592 | |
CaixaBank S.A., 2.75% to 7/14/2023, FLR to 7/14/2028 | 600,000 | 755,616 | ||
$ 2,023,208 | ||||
Broadcasting – 0.4% | ||||
ProSiebenSat.1 Media SE, 2.625%, 4/15/2021 | EUR | 1,275,000 | $ 1,639,413 | |
SES S.A., 4.625% to 1/02/2022, FLR to 12/29/2166 | 730,000 | 943,158 | ||
$ 2,582,571 |
Issuer | Shares/Par | Value ($) | ||
Bonds – continued | ||||
Brokerage & Asset Managers – 0.5% | ||||
E*TRADE Financial Corp., 2.95%, 8/24/2022 | $ | 645,000 | $ 628,406 | |
Intercontinental Exchange, Inc., 2.75%, 12/01/2020 | 604,000 | 601,830 | ||
Intercontinental Exchange, Inc., 3.75%, 12/01/2025 | 993,000 | 1,004,801 | ||
TD Ameritrade Holding Corp., 3.3%, 4/01/2027 | 935,000 | 912,120 | ||
$ 3,147,157 | ||||
Building – 0.9% | ||||
Imerys S.A., 1.5%, 1/15/2027 | EUR | 700,000 | $ 857,737 | |
Martin Marietta Materials, Inc., 3.45%, 6/01/2027 | $ | 447,000 | 428,520 | |
Martin Marietta Materials, Inc., 3.5%, 12/15/2027 | 630,000 | 605,155 | ||
Masco Corp., 4.45%, 4/01/2025 | 355,000 | 365,792 | ||
Masco Corp., 4.375%, 4/01/2026 | 1,580,000 | 1,615,392 | ||
Owens Corning, 4.4%, 1/30/2048 | 624,000 | 583,464 | ||
Standard Industries, Inc., 4.75%, 1/15/2028 (n) | 1,618,000 | 1,553,280 | ||
$ 6,009,340 | ||||
Business Services – 0.6% | ||||
Cisco Systems, Inc., 2.2%, 2/28/2021 | $ | 1,278,000 | $ 1,255,031 | |
Equinix, Inc., 5.75%, 1/01/2025 | 894,000 | 934,230 | ||
Fidelity National Information Services, Inc., 3.875%, 6/05/2024 | 435,000 | 442,266 | ||
Fidelity National Information Services, Inc., 5%, 10/15/2025 | 126,000 | 135,062 | ||
Fidelity National Information Services, Inc., 3%, 8/15/2026 | 1,086,000 | 1,016,548 | ||
$ 3,783,137 | ||||
Cable TV – 1.0% | ||||
Charter Communications Operating LLC, 6.384%, 10/23/2035 | $ | 1,061,000 | $ 1,197,983 | |
NBCUniversal Enterprise, Inc., 1.974%, 4/15/2019 (n) | 500,000 | 496,686 | ||
Shaw Communications, 5.65%, 10/01/2019 | CAD | 769,000 | 630,224 | |
Sirius XM Radio, Inc., 5.375%, 7/15/2026 (n) | $ | 837,000 | 847,463 | |
Sky PLC, 2.5%, 9/15/2026 | EUR | 1,050,000 | 1,386,998 | |
Time Warner Cable, Inc., 4.5%, 9/15/2042 | $ | 356,000 | 321,589 | |
VTR Finance B.V., 6.875%, 1/15/2024 (n) | 1,477,000 | 1,539,772 | ||
$ 6,420,715 | ||||
Chemicals – 0.2% | ||||
Air Liquide Finance Co., 2.25%, 9/27/2023 (n) | $ | 1,053,000 | $ 998,417 | |
Computer Software – 0.3% | ||||
Microsoft Corp., 4.1%, 2/06/2037 | $ | 1,823,000 | $ 1,914,781 | |
Computer Software - Systems – 0.5% | ||||
Apple, Inc., 4.5%, 2/23/2036 | $ | 2,300,000 | $ 2,507,122 | |
Apple, Inc., 3.6%, 7/31/2042 | GBP | 400,000 | 647,961 | |
Apple, Inc., 4.25%, 2/09/2047 | $ | 276,000 | 284,440 | |
$ 3,439,523 | ||||
Conglomerates – 0.6% | ||||
Colfax Corp., 3.25%, 5/15/2025 | EUR | 500,000 | $ 618,716 | |
Parker-Hannifin Corp., 4.1%, 3/01/2047 | $ | 581,000 | 588,659 | |
Smiths Group PLC, 2%, 2/23/2027 | EUR | 800,000 | 1,005,998 | |
Thyssenkrupp AG, 1.375%, 3/03/2022 | 1,145,000 | 1,409,472 | ||
$ 3,622,845 | ||||
Consumer Products – 0.5% | ||||
Essity AB , 1.125%, 3/27/2024 | EUR | 1,000,000 | $ 1,233,084 | |
Newell Brands, Inc., 3.75%, 10/01/2021 (z) | 650,000 | 870,057 | ||
Reckitt Benckiser Treasury Services PLC, 3%, 6/26/2027 (n) | $ | 1,173,000 | 1,087,530 | |
$ 3,190,671 |
Issuer | Shares/Par | Value ($) | ||
Bonds – continued | ||||
Consumer Services – 0.9% | ||||
G4S International Finance PLC, 1.5%, 1/09/2023 | EUR | 1,150,000 | $ 1,437,688 | |
IHS Markit Ltd., 4%, 3/01/2026 (n) | $ | 320,000 | 310,400 | |
Priceline Group, Inc., 2.15%, 11/25/2022 | EUR | 380,000 | 495,091 | |
Priceline Group, Inc., 1.8%, 3/03/2027 | 1,450,000 | 1,794,599 | ||
Priceline Group, Inc., 3.55%, 3/15/2028 | $ | 461,000 | 441,439 | |
Visa, Inc., 4.3%, 12/14/2045 | 1,126,000 | 1,195,267 | ||
$ 5,674,484 | ||||
Containers – 0.4% | ||||
Ball Corp., 5.25%, 7/01/2025 | $ | 455,000 | $ 477,750 | |
Berry Global, Inc., 4.5%, 2/15/2026 (n) | 695,000 | 675,887 | ||
DS Smith PLC, 1.375%, 7/26/2024 | EUR | 1,000,000 | 1,221,491 | |
$ 2,375,128 | ||||
Electrical Equipment – 0.0% | ||||
Arrow Electronics, Inc., 3.5%, 4/01/2022 | $ | 285,000 | $ 282,833 | |
Electronics – 0.3% | ||||
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.875%, 1/15/2027 | $ | 610,000 | $ 584,880 | |
Tyco Electronics Group S.A., 1.1%, 3/01/2023 | EUR | 1,175,000 | 1,465,424 | |
$ 2,050,304 | ||||
Emerging Market Quasi-Sovereign – 2.2% | ||||
CNPC General Capital Ltd., 3.4%, 4/16/2023 (n) | $ | 1,600,000 | $ 1,582,890 | |
Corporacion Financiera de Desarrollo S.A., 4.75%, 7/15/2025 (n) | 3,108,000 | 3,197,355 | ||
Gazprom OAO Via Gaz Capital S.A., 4.95%, 2/06/2028 | 1,562,000 | 1,598,032 | ||
Pertamina, 6%, 5/03/2042 (n) | 1,600,000 | 1,724,130 | ||
Petrobras Global Finance B.V., 6.125%, 1/17/2022 | 2,972,000 | 3,127,584 | ||
Southern Gas Corridor CJSC, 6.875%, 3/24/2026 | 1,420,000 | 1,573,953 | ||
State Grid Overseas Investment (2016) Ltd., 2.75%, 5/04/2022 (n) | 1,509,000 | 1,471,091 | ||
$ 14,275,035 | ||||
Emerging Market Sovereign – 3.3% | ||||
Dominican Republic, 8.625%, 4/20/2027 | $ | 1,328,000 | $ 1,596,920 | |
Government of Malaysia, 3.58%, 9/28/2018 | MYR | 26,200,000 | 6,706,484 | |
Republic of Argentina, 5.625%, 1/26/2022 | $ | 1,500,000 | 1,527,750 | |
Republic of Hungary, 5.375%, 2/21/2023 | 1,600,000 | 1,730,400 | ||
Republic of Indonesia, 2.875%, 7/08/2021 | EUR | 550,000 | 717,930 | |
Republic of Indonesia, 2.15%, 7/18/2024 (z) | 505,000 | 637,663 | ||
Republic of Paraguay, 6.1%, 8/11/2044 (n) | $ | 1,460,000 | 1,606,000 | |
Republic of South Africa, 10.5%, 12/21/2026 | ZAR | 16,226,000 | 1,577,233 | |
Republic of South Africa, 7%, 2/28/2031 | 48,324,000 | 3,568,955 | ||
Russian Federation, 4.875%, 9/16/2023 (n) | $ | 1,400,000 | 1,487,570 | |
$ 21,156,905 | ||||
Energy - Independent – 0.3% | ||||
Diamondback Energy, Inc., 5.375%, 5/31/2025 (n) | $ | 90,000 | $ 90,000 | |
Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026 (n) | 1,700,000 | 1,647,368 | ||
$ 1,737,368 | ||||
Entertainment – 0.2% | ||||
Carnival Corp., 1.875%, 11/07/2022 | EUR | 1,120,000 | $ 1,450,700 | |
Financial Institutions – 0.2% | ||||
AerCap Ireland Capital Ltd., 4.625%, 10/30/2020 | $ | 150,000 | $ 154,967 | |
AerCap Ireland Capital Ltd., 3.65%, 7/21/2027 | 1,299,000 | 1,222,221 | ||
$ 1,377,188 |
Issuer | Shares/Par | Value ($) | ||
Bonds – continued | ||||
Food & Beverages – 1.7% | ||||
Anheuser Busch InBev Worldwide, Inc., 3.75%, 1/15/2022 | $ | 454,000 | $ 462,877 | |
Anheuser-Busch InBev N.V., 1.5%, 4/18/2030 | EUR | 650,000 | 771,919 | |
Anheuser-Busch InBev Worldwide, Inc., 3.3%, 2/01/2023 | $ | 1,879,000 | 1,873,803 | |
Anheuser-Busch InBev Worldwide, Inc., 4.7%, 2/01/2036 | 796,000 | 836,483 | ||
Coca-Cola Enterprises, Inc., 1.875%, 3/18/2030 | EUR | 575,000 | 718,915 | |
Constellation Brands, Inc., 4.25%, 5/01/2023 | $ | 3,211,000 | 3,322,154 | |
Constellation Brands, Inc., 4.75%, 12/01/2025 | 667,000 | 707,570 | ||
Kraft Heinz Foods Co., 5.2%, 7/15/2045 | 116,000 | 118,162 | ||
Kraft Heinz Foods Co., 4.375%, 6/01/2046 | 495,000 | 453,174 | ||
PepsiCo, Inc., 3.1%, 7/17/2022 | 1,888,000 | 1,898,572 | ||
$ 11,163,629 | ||||
Food & Drug Stores – 0.1% | ||||
Loblaw Cos. Ltd., 4.86%, 9/12/2023 | CAD | 776,000 | $ 655,276 | |
Insurance – 0.5% | ||||
American International Group, Inc., 1.875%, 6/21/2027 | EUR | 330,000 | $ 405,110 | |
Old Mutual PLC, 7.875%, 11/03/2025 | GBP | 950,000 | 1,603,639 | |
Unum Group, 4%, 3/15/2024 | $ | 1,000,000 | 1,014,932 | |
$ 3,023,681 | ||||
Insurance - Health – 0.5% | ||||
Aetna, Inc., 2.8%, 6/15/2023 | $ | 1,038,000 | $ 995,206 | |
UnitedHealth Group, Inc., 4.625%, 7/15/2035 | 1,919,000 | 2,107,104 | ||
$ 3,102,310 | ||||
Insurance - Property & Casualty – 1.3% | ||||
Berkshire Hathaway, Inc., 2.75%, 3/15/2023 | $ | 738,000 | $ 724,283 | |
Chubb INA Holdings, Inc., 2.3%, 11/03/2020 | 318,000 | 314,382 | ||
Chubb INA Holdings, Inc., 2.875%, 11/03/2022 | 740,000 | 733,771 | ||
CNA Financial Corp., 5.875%, 8/15/2020 | 1,000,000 | 1,066,092 | ||
Liberty Mutual Group, Inc., 4.25%, 6/15/2023 | 1,149,000 | 1,182,136 | ||
Liberty Mutual Group, Inc., 2.75%, 5/04/2026 (z) | EUR | 300,000 | 398,801 | |
Liberty Mutual Group, Inc., 2.75%, 5/04/2026 | 400,000 | 531,734 | ||
Marsh & McLennan Cos., Inc., 3.5%, 6/03/2024 | $ | 1,000,000 | 1,003,031 | |
Marsh & McLennan Cos., Inc., 4.35%, 1/30/2047 | 414,000 | 426,895 | ||
QBE Capital Funding IV LP, 7.5% to 5/24/2021, FLR to 5/24/2041 | GBP | 450,000 | 692,944 | |
XLIT Ltd., 3.25% to 6/29/2027, FLR to 6/29/2047 | EUR | 830,000 | 1,035,384 | |
$ 8,109,453 | ||||
International Market Quasi-Sovereign – 0.3% | ||||
BPRL International Singapore Pte Ltd., 4.375%, 1/18/2027 | $ | 1,500,000 | $ 1,490,559 | |
Israel Electric Corp. Ltd., 5.625%, 6/21/2018 (n) | 769,000 | 775,352 | ||
$ 2,265,911 | ||||
International Market Sovereign – 30.5% | ||||
Commonwealth of Australia, 5.75%, 5/15/2021 | AUD | 6,414,000 | $ 5,535,296 | |
Commonwealth of Australia, 5.5%, 4/21/2023 | 7,526,000 | 6,711,066 | ||
Commonwealth of Australia, 2.75%, 11/21/2027 | 2,851,000 | 2,206,316 | ||
Commonwealth of Australia, 3.75%, 4/21/2037 | 580,000 | 484,532 | ||
Federal Republic of Germany, 6.25%, 1/04/2030 | EUR | 843,000 | 1,669,191 | |
Federal Republic of Germany, 4%, 1/04/2037 | 480,000 | 878,585 | ||
Federal Republic of Germany, 2.5%, 7/04/2044 | 1,496,000 | 2,332,315 | ||
Federal Republic of Germany, 2.5%, 8/15/2046 | 294,000 | 463,267 | ||
Government of Canada, 2.5%, 6/01/2024 | CAD | 3,549,000 | 2,826,201 | |
Government of Canada, 5.75%, 6/01/2033 | 5,156,000 | 5,764,016 | ||
Government of Canada, 4%, 6/01/2041 | 2,242,000 | 2,240,480 | ||
Government of Canada , 0.5%, 3/01/2022 | 179,000 | 131,637 | ||
Government of Japan, 2.2%, 9/20/2027 | JPY | 740,050,000 | 8,368,228 |
Issuer | Shares/Par | Value ($) | ||
Bonds – continued | ||||
International Market Sovereign – continued | ||||
Government of Japan, 1.7%, 9/20/2032 | JPY | 591,200,000 | $ 6,663,474 | |
Government of Japan, 1.5%, 3/20/2034 | 1,594,000,000 | 17,600,856 | ||
Government of Japan, 2.4%, 3/20/2037 | 1,031,400,000 | 12,953,328 | ||
Government of Japan, 1.8%, 3/20/2043 | 656,100,000 | 7,735,702 | ||
Government of Japan, 2%, 3/20/2052 | 176,700,000 | 2,232,023 | ||
Government of New Zealand, 4.5%, 4/15/2027 | NZD | 5,105,000 | 4,130,366 | |
Kingdom of Belgium, 4%, 3/28/2032 | EUR | 2,257,000 | 3,786,007 | |
Kingdom of Spain, 5.4%, 1/31/2023 | 926,000 | 1,401,192 | ||
Kingdom of Spain, 5.15%, 10/31/2028 | 2,372,000 | 3,909,746 | ||
Kingdom of Spain, 4.7%, 7/30/2041 | 1,210,000 | 2,097,116 | ||
Kingdom Of Spain, 2.75%, 10/31/2024 | 3,050,000 | 4,173,139 | ||
Kingdom of Sweden, 3.5%, 6/01/2022 | SEK | 12,430,000 | 1,730,679 | |
Republic of France, 1.75%, 5/25/2023 | EUR | 10,400,000 | 13,750,214 | |
Republic of France, 0.75%, 5/25/2028 | 5,344,000 | 6,409,771 | ||
Republic of France, 4.75%, 4/25/2035 | 1,591,000 | 2,979,221 | ||
Republic of France, 4.5%, 4/25/2041 | 1,861,000 | 3,600,318 | ||
Republic of Italy, 3.75%, 3/01/2021 | 8,599,000 | 11,604,523 | ||
Republic of Italy, 5.5%, 9/01/2022 | 6,490,000 | 9,589,881 | ||
Republic of Italy, 2.5%, 12/01/2024 | 2,371,000 | 3,091,343 | ||
Republic of Italy, 2.05%, 8/01/2027 | 10,700,000 | 13,144,594 | ||
Republic of Portugal, 4.95%, 10/25/2023 | 5,161,000 | 7,687,211 | ||
United Kingdom Treasury, 4.25%, 12/07/2027 | GBP | 314,000 | 539,635 | |
United Kingdom Treasury, 4.25%, 6/07/2032 | 1,186,000 | 2,143,628 | ||
United Kingdom Treasury, 4.25%, 3/07/2036 | 1,407,000 | 2,646,992 | ||
United Kingdom Treasury, 3.25%, 1/22/2044 | 4,214,000 | 7,355,293 | ||
United Kingdom Treasury, 3.75%, 7/22/2052 | 874,000 | 1,797,391 | ||
United Kingdom Treasury, 4%, 1/22/2060 | 398,000 | 923,108 | ||
$ 195,287,881 | ||||
Local Authorities – 0.2% | ||||
Province of Alberta, 4.5%, 12/01/2040 | CAD | 760,000 | $ 716,338 | |
Province of British Columbia, 2.3%, 6/18/2026 | 1,100,000 | 830,495 | ||
$ 1,546,833 | ||||
Major Banks – 5.5% | ||||
ABN AMRO Bank N.V., 1.8%, 6/04/2018 (n) | $ | 1,764,000 | $ 1,761,160 | |
Allied Irish Banks PLC, 4.125%, 11/26/2025 | EUR | 900,000 | 1,185,366 | |
Bank of America Corp., 2.625%, 4/19/2021 | $ | 2,537,000 | 2,499,932 | |
Bank of America Corp., 3.248%, 10/21/2027 | 3,164,000 | 3,007,272 | ||
Bank of New York Mellon Corp., 3.442% to 2/07/2027, FLR to 2/07/2028 | 1,341,000 | 1,316,036 | ||
Barclays Bank PLC, 6%, 1/14/2021 | EUR | 850,000 | 1,189,270 | |
Credit Agricole S.A., 7.375%, 12/18/2023 | GBP | 300,000 | 519,703 | |
Credit Suisse Group AG, 6.5%, 8/08/2023 (n) | $ | 534,000 | 588,735 | |
Credit Suisse Group AG, 1.25% to 7/17/2024, FLR to 7/17/2025 | EUR | 800,000 | 970,292 | |
Goldman Sachs Group, Inc., 2.625%, 4/25/2021 | $ | 648,000 | 637,156 | |
Goldman Sachs Group, Inc., 3.625%, 1/22/2023 | 1,831,000 | 1,845,051 | ||
Goldman Sachs Group, Inc., 4%, 3/03/2024 | 2,000,000 | 2,037,425 | ||
HSBC Holdings PLC, 4.375%, 11/23/2026 | 893,000 | 896,596 | ||
JPMorgan Chase & Co., 2.95%, 10/01/2026 | 2,405,000 | 2,260,117 | ||
JPMorgan Chase & Co., 3.54% to 5/01/2027, FLR to 5/01/2028 | 1,095,000 | 1,068,041 | ||
JPMorgan Chase & Co., 4.26% to 2/22/2047, FLR to 2/22/2048 | 1,157,000 | 1,153,207 | ||
Morgan Stanley, 2.2%, 12/07/2018 | 709,000 | 706,982 | ||
Morgan Stanley, 2.5%, 4/21/2021 | 749,000 | 736,186 | ||
Morgan Stanley, 5.5%, 7/28/2021 | 484,000 | 519,065 | ||
Morgan Stanley, 2.625%, 3/09/2027 | GBP | 500,000 | 684,347 | |
Morgan Stanley, 3.95%, 4/23/2027 | $ | 1,850,000 | 1,819,158 | |
Nationwide Building Society, 1.25%, 3/03/2025 | EUR | 700,000 | 877,356 | |
PNC Bank N.A., 2.6%, 7/21/2020 | $ | 2,435,000 | 2,418,913 | |
Sumitomo Mitsui Financial Group, Inc., 3.544%, 1/17/2028 | 1,743,000 | 1,701,175 |
Issuer | Shares/Par | Value ($) | ||
Bonds – continued | ||||
Major Banks – continued | ||||
UBS Group Funding (Jersey) Ltd., 1.5%, 11/30/2024 | EUR | 1,000,000 | $ 1,254,027 | |
UBS Group Funding (Switzerland) AG, 2.859% to 8/15/2022, FLR to 8/15/2023 (n) | $ | 1,000,000 | 971,855 | |
Wells Fargo & Co., 4.1%, 6/03/2026 | 476,000 | 476,720 | ||
$ 35,101,143 | ||||
Medical & Health Technology & Services – 1.5% | ||||
Becton, Dickinson and Co., 3.734%, 12/15/2024 | $ | 462,000 | $ 454,977 | |
Becton, Dickinson and Co., 4.685%, 12/15/2044 | 258,000 | 258,547 | ||
HCA, Inc., 5.25%, 6/15/2026 | 788,000 | 807,700 | ||
Laboratory Corp. of America Holdings, 4.7%, 2/01/2045 | 1,026,000 | 1,027,423 | ||
Life Technologies Corp., 6%, 3/01/2020 | 1,780,000 | 1,883,818 | ||
Northwell Healthcare, Inc., 3.979%, 11/01/2046 | 153,000 | 142,435 | ||
Northwell Healthcare, Inc., 4.26%, 11/01/2047 | 1,031,000 | 1,005,324 | ||
Quintiles IMS Holdings, Inc., 2.875%, 9/15/2025 (z) | EUR | 950,000 | 1,143,122 | |
Thermo Fisher Scientific, Inc., 3%, 4/15/2023 | $ | 1,323,000 | 1,297,768 | |
Thermo Fisher Scientific, Inc., 3.2%, 8/15/2027 | 1,791,000 | 1,702,491 | ||
$ 9,723,605 | ||||
Medical Equipment – 0.0% | ||||
Teleflex, Inc. , 4.625%, 11/15/2027 | $ | 110,000 | $ 107,250 | |
Metals & Mining – 0.5% | ||||
Cameco Corp., 5.67%, 9/02/2019 | CAD | 775,000 | $ 627,018 | |
Glencore Finance Europe S.A., 1.25%, 3/17/2021 | EUR | 1,000,000 | 1,247,548 | |
Kinross Gold Corp., 5.95%, 3/15/2024 | $ | 1,132,000 | 1,211,466 | |
$ 3,086,032 | ||||
Midstream – 1.0% | ||||
APT Pipelines Ltd., 5%, 3/23/2035 (n) | $ | 799,000 | $ 831,195 | |
Enterprise Products Operating LLC, 1.65%, 5/07/2018 | 887,000 | 886,215 | ||
MPLX LP, 4.5%, 4/15/2038 | 644,000 | 624,834 | ||
ONEOK, Inc., 4.95%, 7/13/2047 | 1,794,000 | 1,807,342 | ||
Sabine Pass Liquefaction, 4.2%, 3/15/2028 | 792,000 | 779,420 | ||
Sabine Pass Liquefaction LLC, 5%, 3/15/2027 | 1,250,000 | 1,298,294 | ||
$ 6,227,300 | ||||
Mortgage-Backed – 8.9% | ||||
Fannie Mae, 4.26%, 12/01/2019 | 174,494 | $ 179,151 | ||
Fannie Mae, 3.99%, 7/01/2021 | 448,003 | 462,531 | ||
Fannie Mae, 2.77%, 3/01/2022 | 354,678 | 352,915 | ||
Fannie Mae, 5%, 8/01/2040 | 920,647 | 999,866 | ||
Fannie Mae, 4%, 9/01/2040 - 2/01/2045 | 7,756,187 | 8,003,622 | ||
Fannie Mae, 4.5%, 2/01/2041 - 2/01/2046 | 9,803,226 | 10,348,634 | ||
Fannie Mae, 3.5%, 9/01/2045 | 2,095,563 | 2,094,210 | ||
Fannie Mae, FLR, 1.897% (U.S. LIBOR-1mo. + 0.34%), 4/25/2020 | 5,993,246 | 5,996,180 | ||
Freddie Mac, 1.883%, 5/25/2019 | 2,440,000 | 2,426,165 | ||
Freddie Mac, 2.637%, 1/25/2023 | 2,595,000 | 2,559,135 | ||
Freddie Mac, 3.32%, 2/25/2023 | 12,000 | 12,190 | ||
Freddie Mac, 3.064%, 8/25/2024 | 3,205,350 | 3,202,527 | ||
Freddie Mac, 2.673%, 3/25/2026 | 2,389,000 | 2,300,643 | ||
Freddie Mac, 3.243%, 4/25/2027 | 2,733,000 | 2,725,887 | ||
Freddie Mac, 3.117%, 6/25/2027 | 1,161,873 | 1,146,194 | ||
Freddie Mac, 3.194%, 7/25/2027 | 3,016,000 | 2,992,436 | ||
Freddie Mac, 3.244%, 8/25/2027 | 3,358,000 | 3,344,732 | ||
Freddie Mac, 3.187%, 9/25/2027 | 1,378,000 | 1,364,708 | ||
Freddie Mac, 3.35%, 1/25/2028 | 2,272,000 | 2,276,637 | ||
Freddie Mac, 4.5%, 12/01/2039 - 5/01/2042 | 2,238,819 | 2,364,189 | ||
Freddie Mac, 5%, 7/01/2041 | 1,511,760 | 1,642,933 |
Issuer | Shares/Par | Value ($) | ||
Bonds – continued | ||||
Mortgage-Backed – continued | ||||
Freddie Mac, 4%, 4/01/2044 | 116,939 | $ 120,297 | ||
$ 56,915,782 | ||||
Municipals – 0.0% | ||||
Commonwealth of Puerto Rico, Public Improvement, “C-7”, NATL, 6%, 7/01/2027 | $ | 90,000 | $ 90,193 | |
Natural Gas - Distribution – 0.4% | ||||
Boston Gas Co., 3.15%, 8/01/2027 (n) | $ | 827,000 | $ 796,185 | |
GNL Quintero S.A., 4.634%, 7/31/2029 (n) | 1,600,000 | 1,624,000 | ||
$ 2,420,185 | ||||
Network & Telecom – 1.2% | ||||
AT&T, Inc., 1.8%, 9/05/2026 | EUR | 400,000 | $ 494,972 | |
AT&T, Inc., 4.9%, 8/14/2037 | $ | 728,000 | 729,534 | |
AT&T, Inc., 4.25%, 6/01/2043 | GBP | 450,000 | 662,302 | |
AT&T, Inc., 4.75%, 5/15/2046 | $ | 651,000 | 616,796 | |
British Telecommunications PLC, 3.125%, 11/21/2031 | GBP | 550,000 | 744,192 | |
Deutsche Telekom International Finance B.V., 1.5%, 4/03/2028 | EUR | 800,000 | 981,085 | |
Empresa Nacional de Telecomunicaciones S.A., 4.75%, 8/01/2026 (n) | $ | 1,600,000 | 1,622,877 | |
Verizon Communications, Inc., 2.946%, 3/15/2022 | 2,046,000 | 2,018,110 | ||
$ 7,869,868 | ||||
Oil Services – 0.2% | ||||
Schlumberger Ltd., 2.65%, 11/20/2022 (n) | $ | 1,230,000 | $ 1,202,115 | |
Oils – 0.2% | ||||
Phillips 66, 4.875%, 11/15/2044 | $ | 1,179,000 | $ 1,240,687 | |
Other Banks & Diversified Financials – 1.4% | ||||
Belfius Bank S.A., 3.125%, 5/11/2026 | EUR | 600,000 | $ 798,834 | |
BPCE S.A., 5.25%, 4/16/2029 | GBP | 600,000 | 974,142 | |
Capital One Financial Corp., 2.35%, 8/17/2018 | $ | 2,361,000 | 2,359,526 | |
Citizens Bank N.A., 2.55%, 5/13/2021 | 569,000 | 557,652 | ||
Deutsche Bank AG, 1.875%, 2/28/2020 | GBP | 800,000 | 1,102,740 | |
ING Groep N.V., 3.95%, 3/29/2027 | $ | 824,000 | 821,948 | |
Intesa Sanpaolo S.p.A., 5.25%, 1/28/2022 | GBP | 350,000 | 539,903 | |
Islandsbanki, 1.75%, 9/07/2020 | EUR | 1,250,000 | 1,581,730 | |
$ 8,736,475 | ||||
Personal Computers & Peripherals – 0.1% | ||||
Equifax, Inc., 2.3%, 6/01/2021 | $ | 524,000 | $ 509,856 | |
Pharmaceuticals – 0.7% | ||||
Celgene Corp., 2.875%, 8/15/2020 | $ | 2,480,000 | $ 2,473,575 | |
Celgene Corp., 2.75%, 2/15/2023 | 1,267,000 | 1,228,540 | ||
Gilead Sciences, Inc., 2.35%, 2/01/2020 | 530,000 | 526,831 | ||
$ 4,228,946 | ||||
Real Estate - Apartment – 0.2% | ||||
Grand City Properties S.A., 3.75% to 2/18/2022, FLR to 12/31/2049 | EUR | 900,000 | $ 1,168,184 | |
Real Estate - Office – 0.3% | ||||
Merlin Properties SOCIMI S.A., REIT, 2.225%, 4/25/2023 | EUR | 1,000,000 | $ 1,284,990 | |
Merlin Properties SOCIMI S.A., REIT, 1.875%, 11/02/2026 | 550,000 | 667,434 | ||
$ 1,952,424 |
Issuer | Shares/Par | Value ($) | ||
Bonds – continued | ||||
Retailers – 1.0% | ||||
Best Buy Co., Inc., 5.5%, 3/15/2021 | $ | 3,390,000 | $ 3,604,043 | |
Hanesbrands Finance, 3.5%, 6/15/2024 (z) | EUR | 450,000 | 579,030 | |
Home Depot, Inc., 3.35%, 9/15/2025 | $ | 2,338,000 | 2,325,759 | |
$ 6,508,832 | ||||
Specialty Chemicals – 0.1% | ||||
Ecolab, Inc., 4.35%, 12/08/2021 | $ | 816,000 | $ 852,292 | |
Specialty Stores – 0.1% | ||||
Rallye S.A., 4.25%, 3/11/2019 | EUR | 600,000 | $ 745,030 | |
Supermarkets – 0.3% | ||||
Esselunga S.p.A., 1.875%, 10/25/2027 | EUR | 600,000 | $ 739,155 | |
Tesco PLC, 6.15%, 11/15/2037 (n) | $ | 917,000 | 965,959 | |
$ 1,705,114 | ||||
Supranational – 0.3% | ||||
International Bank for Reconstruction and Development, 2.8%, 1/13/2021 | AUD | 620,000 | $ 486,788 | |
International Bank for Reconstruction and Development, 4.25%, 6/24/2025 | 590,000 | 494,291 | ||
International Finance Corp., 3.25%, 7/22/2019 | 855,000 | 675,127 | ||
$ 1,656,206 | ||||
Telecommunications - Wireless – 0.6% | ||||
American Tower Corp., REIT, 5%, 2/15/2024 | $ | 1,500,000 | $ 1,599,417 | |
Crown Castle International Corp., 5.25%, 1/15/2023 | 1,400,000 | 1,500,256 | ||
Crown Castle International Corp., 3.7%, 6/15/2026 | 508,000 | 489,989 | ||
$ 3,589,662 | ||||
Telephone Services – 0.1% | ||||
TELUS Corp., 5.05%, 7/23/2020 | CAD | 785,000 | $ 647,974 | |
Tobacco – 0.4% | ||||
B.A.T. International Finance PLC, 0.875%, 10/13/2023 | EUR | 600,000 | $ 729,920 | |
Reynolds American, Inc., 4%, 6/12/2022 | $ | 391,000 | 399,451 | |
Reynolds American, Inc., 4.45%, 6/12/2025 | 1,491,000 | 1,534,893 | ||
$ 2,664,264 | ||||
Transportation - Services – 0.7% | ||||
Brambles Finance PLC, 1.5%, 10/04/2027 | EUR | 600,000 | $ 734,445 | |
Compagnie Financiere et Industrielle des Autoroutes S.A., 0.75%, 9/09/2028 | 700,000 | 804,207 | ||
Delhi International Airport, 6.125%, 10/31/2026 (n) | $ | 750,000 | 780,000 | |
Heathrow Funding Ltd., 1.875%, 7/12/2032 | EUR | 600,000 | 741,088 | |
Heathrow Funding Ltd., 4.625%, 10/31/2046 | GBP | 275,000 | 468,185 | |
Transurban Finance Co., 1.75%, 3/29/2028 | EUR | 700,000 | 863,542 | |
$ 4,391,467 | ||||
U.S. Government Agencies and Equivalents – 0.1% | ||||
Small Business Administration, 2.22%, 3/01/2033 | $ | 708,404 | $ 687,912 | |
U.S. Treasury Obligations – 11.2% | ||||
U.S. Treasury Bill, 0%, 1/31/2019 | $ | 13,079,000 | $ 12,839,589 | |
U.S. Treasury Bonds, 5.25%, 2/15/2029 | 3,055,000 | 3,728,890 | ||
U.S. Treasury Bonds, 4.5%, 2/15/2036 | 6,110,000 | 7,402,647 | ||
U.S. Treasury Bonds, 4.5%, 8/15/2039 (f) | 2,328,000 | 2,859,257 | ||
U.S. Treasury Bonds, 3.625%, 2/15/2044 | 8,538,000 | 9,303,752 | ||
U.S. Treasury Bonds, 2.875%, 11/15/2046 | 2,644,000 | 2,514,898 | ||
U.S. Treasury Note, 2%, 1/31/2020 (f) | 20,985,000 | 20,885,813 |
Issuer | Shares/Par | Value ($) | ||
Bonds – continued | ||||
U.S. Treasury Obligations – continued | ||||
U.S. Treasury Notes, 2.125%, 12/31/2022 | $ | 12,790,000 | $ 12,486,737 | |
$ 72,021,583 | ||||
Utilities - Electric Power – 2.3% | ||||
Dominion Resources, Inc., 2.5%, 12/01/2019 | $ | 1,000,000 | $ 991,698 | |
Duke Energy Florida LLC, 3.2%, 1/15/2027 | 1,164,000 | 1,135,268 | ||
Emera U.S. Finance LP, 2.7%, 6/15/2021 | 321,000 | 314,889 | ||
Emera U.S. Finance LP, 3.55%, 6/15/2026 | 367,000 | 353,291 | ||
Enel Finance International S.A., 4.75%, 5/25/2047 (n) | 1,190,000 | 1,213,126 | ||
Enel S.p.A., 8.75% to 9/24/23, FLR to 9/24/2073 (n) | 1,000,000 | 1,203,000 | ||
Enel S.p.A., 6.625% to 9/15/2021, FLR to 9/15/2076 | GBP | 390,000 | 610,202 | |
Engie Energia Chile S.A., 4.5%, 1/29/2025 (n) | $ | 1,920,000 | 1,953,264 | |
Exelon Corp., 3.497%, 6/01/2022 | 506,000 | 505,299 | ||
Innogy Finance B.V., 4.75%, 1/31/2034 | GBP | 600,000 | 980,064 | |
NextEra Energy Capital Holdings, Inc., 3.55%, 5/01/2027 | $ | 1,252,000 | 1,224,618 | |
NextEra Energy Operating Co., 4.5%, 9/15/2027 (n) | 719,000 | 692,037 | ||
PPL Capital Funding, Inc., 3.1%, 5/15/2026 | 1,086,000 | 1,029,904 | ||
PPL Capital Funding, Inc., 5%, 3/15/2044 | 750,000 | 822,819 | ||
Virginia Electric & Power Co., 3.5%, 3/15/2027 | 1,624,000 | 1,611,759 | ||
$ 14,641,238 | ||||
Total Bonds | $615,792,864 | |||
Floating Rate Loans (g)(r) – 0.4% | ||||
Automotive – 0.1% | ||||
Allison Transmission, Inc., Term Loan B, 3.65%, 9/23/2022 | $ | 654,150 | $ 659,601 | |
Gaming & Lodging – 0.1% | ||||
Hilton Worldwide Finance LLC, Term Loan B2, 3.621%, 10/25/2023 | $ | 869,466 | $ 873,813 | |
Medical & Health Technology & Services – 0.2% | ||||
DaVita Healthcare Partners, Inc., Term Loan B, 4.398%, 6/24/2021 | $ | 1,147,243 | $ 1,153,935 | |
Total Floating Rate Loans | $ 2,687,349 | |||
Investment Companies (h) – 1.5% | ||||
Money Market Funds – 1.5% | ||||
MFS Institutional Money Market Portfolio, 1.52% (v) | 9,846,634 | $ 9,845,649 | ||
Other Assets, Less Liabilities – 2.0% | 12,827,541 | |||
Net Assets – 100.0% | $641,153,403 |
(f) | All or a portion of the security has been segregated as collateral for open futures contracts. |
(g) | The rate shown represents a weighted average coupon rate on settled positions at period end, unless otherwise indicated. |
(h) | An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated issuers and in unaffiliated issuers were $9,845,649 and $618,480,213, respectively. |
(n) | Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers. At period end, the aggregate value of these securities was $57,094,650, representing 8.9% of net assets. |
(r) | Remaining maturities of floating rate loans may be less than stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty. These loans may be subject to restrictions on resale. Floating rate loans generally have rates of interest which are determined periodically by reference to a base lending rate plus a premium. |
(v) | Affiliated issuer that is available only to investment companies managed by MFS. The rate quoted for the MFS Institutional Money Market Portfolio is the annualized seven-day yield of the fund at period end. |
(z) | Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. The fund holds the following restricted securities: |
Restricted Securities | Acquisition
Date |
Cost | Value |
Chesapeake Funding II LLC, 2016-2A, “A2”, FLR, 2.588% (LIBOR-1mo. + 1%), 6/15/2028 | 6/14/16 | $1,104,232 | $1,107,872 |
Hanesbrands Finance, 3.5%, 6/15/2024 | 5/19/16 | 503,865 | 579,030 |
Liberty Mutual Group, Inc., 2.75%, 5/04/2026 | 4/26/16 | 336,574 | 398,801 |
Newell Brands, Inc., 3.75%, 10/01/2021 | 9/13/16 | 794,623 | 870,057 |
Octagon Investment Partners XVII Ltd., 2013-1A, “BR2”, FLR, 3.384% (LIBOR-3mo. + 1.4%), 1/25/2031 | 2/07/18 | 3,084,000 | 3,084,000 |
Quintiles IMS Holdings, Inc., 2.875%, 9/15/2025 | 10/18/17 | 1,137,913 | 1,143,122 |
Republic of Indonesia, 2.15%, 7/18/2024 | 7/11/17 | 577,929 | 637,663 |
Total Restricted Securities | $7,820,545 | ||
% of Net assets | 1.3% |
The following abbreviations are used in this report and are defined: | |
CDO | Collateralized Debt Obligation |
CJSC | Closed Joint Stock Company |
CLO | Collateralized Loan Obligation |
FLR | Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate reported may not be the current rate. |
NATL | National Public Finance Guarantee Corp. |
PLC | Public Limited Company |
REIT | Real Estate Investment Trust |
Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise indicated. A list of abbreviations is shown below: | |
AUD | Australian Dollar |
CAD | Canadian Dollar |
CHF | Swiss Franc |
CZK | Czech Koruna |
DKK | Danish Krone |
EUR | Euro |
GBP | British Pound |
ILS | Israeli Shekel |
INR | Indian Rupee |
JPY | Japanese Yen |
KRW | South Korean Won |
MXN | Mexican Peso |
MYR | Malaysia Ringgit |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
PLN | Polish Zloty |
RUB | Russian Ruble |
SEK | Swedish Krona |
SGD | Singapore Dollar |
THB | Thailand Baht |
ZAR | South African Rand |
Forward Foreign Currency Exchange Contracts | ||||||
Currency
Purchased |
Currency
Sold |
Counterparty | Settlement
Date |
Unrealized
Appreciation (Depreciation) | ||
Asset Derivatives | ||||||
CHF | 3,586,000 | USD | 3,668,942 | Barclays Bank PLC | 3/28/2018 | $137,728 |
CZK | 14,293,000 | USD | 669,609 | JPMorgan Chase Bank N.A. | 3/28/2018 | 17,785 |
DKK | 32,324,715 | USD | 5,203,991 | Goldman Sachs International | 3/28/2018 | 103,833 |
EUR | 5,764,239 | USD | 7,046,174 | Deutsche Bank AG | 3/28/2018 | 1,251 |
EUR | 18,059,485 | USD | 21,723,032 | Goldman Sachs International | 3/28/2018 | 356,706 |
EUR | 5,897,000 | USD | 7,208,892 | JPMorgan Chase Bank N.A. | 3/28/2018 | 849 |
JPY | 135,000,000 | USD | 1,241,105 | Citibank N.A. | 3/28/2018 | 26,662 |
JPY | 5,566,481,697 | USD | 49,664,856 | Goldman Sachs International | 3/28/2018 | 2,609,262 |
Forward Foreign Currency Exchange Contracts − continued | ||||||
Currency
Purchased |
Currency
Sold |
Counterparty | Settlement
Date |
Unrealized
Appreciation (Depreciation) | ||
JPY | 717,194,000 | USD | 6,485,909 | JPMorgan Chase Bank N.A. | 3/28/2018 | $249,168 |
MXN | 42,129,463 | USD | 2,150,219 | JPMorgan Chase Bank N.A. | 3/28/2018 | 74,931 |
NOK | 111,216,546 | USD | 13,718,244 | Goldman Sachs International | 3/28/2018 | 377,740 |
NZD | 10,097,791 | USD | 7,241,126 | Deutsche Bank AG | 3/28/2018 | 39,618 |
PLN | 5,021,000 | USD | 1,431,708 | JPMorgan Chase Bank N.A. | 3/28/2018 | 36,006 |
SGD | 1,705,000 | USD | 1,278,625 | Morgan Stanley Capital Services, Inc. | 3/28/2018 | 8,866 |
THB | 64,882,000 | USD | 2,033,504 | JPMorgan Chase Bank N.A. | 3/16/2018 | 27,498 |
USD | 2,111,281 | AUD | 2,670,000 | Deutsche Bank AG | 3/28/2018 | 37,426 |
USD | 1,463,312 | AUD | 1,859,637 | Goldman Sachs International | 3/28/2018 | 18,886 |
USD | 10,274,025 | AUD | 13,073,120 | JPMorgan Chase Bank N.A. | 3/28/2018 | 119,809 |
USD | 6,477,364 | AUD | 8,100,000 | Merrill Lynch International | 3/28/2018 | 185,894 |
USD | 3,205,685 | CAD | 4,047,000 | Citibank N.A. | 3/28/2018 | 50,148 |
USD | 5,340,625 | CAD | 6,656,128 | Merrill Lynch International | 3/28/2018 | 150,692 |
USD | 6,404,479 | CHF | 5,981,000 | Merrill Lynch International | 3/28/2018 | 55,429 |
USD | 1,745,708 | EUR | 1,400,000 | Barclays Bank PLC | 3/28/2018 | 34,051 |
USD | 2,313,243 | EUR | 1,863,439 | Brown Brothers Harriman | 3/28/2018 | 34,979 |
USD | 639,540 | EUR | 522,000 | Citibank N.A. | 3/28/2018 | 1,337 |
USD | 493,274 | EUR | 400,519 | Deutsche Bank AG | 3/28/2018 | 3,596 |
USD | 11,291,467 | EUR | 9,126,482 | Goldman Sachs International | 3/28/2018 | 133,323 |
USD | 879,521 | EUR | 710,325 | JPMorgan Chase Bank N.A. | 3/28/2018 | 11,069 |
USD | 576,223 | GBP | 414,000 | Barclays Bank PLC | 3/28/2018 | 5,524 |
USD | 4,740,481 | GBP | 3,389,192 | Deutsche Bank AG | 3/28/2018 | 68,477 |
USD | 2,508,129 | GBP | 1,791,000 | JPMorgan Chase Bank N.A. | 3/28/2018 | 39,234 |
USD | 6,404,071 | INR | 417,174,000 | JPMorgan Chase Bank N.A. | 3/15/2018 | 10,479 |
USD | 453,552 | JPY | 47,993,000 | Barclays Bank PLC | 3/28/2018 | 2,856 |
USD | 533,778 | MXN | 10,000,000 | Citibank N.A. | 3/28/2018 | 5,608 |
USD | 676,095 | NOK | 5,302,000 | Barclays Bank PLC | 3/28/2018 | 4,101 |
USD | 2,194,388 | NOK | 17,163,000 | Goldman Sachs International | 3/28/2018 | 19,088 |
USD | 5,154,096 | NOK | 40,414,000 | JPMorgan Chase Bank N.A. | 3/28/2018 | 31,881 |
USD | 761,323 | NOK | 5,943,000 | UBS AG | 3/28/2018 | 8,086 |
USD | 945,080 | NOK | 7,378,000 | UBS AG | 3/28/2018 | 9,965 |
USD | 774,612 | NZD | 1,065,000 | Citibank N.A. | 3/28/2018 | 6,722 |
USD | 1,807,166 | NZD | 2,485,000 | Deutsche Bank AG | 3/28/2018 | 15,423 |
USD | 3,239,986 | NZD | 4,434,000 | Goldman Sachs International | 3/28/2018 | 42,968 |
USD | 3,880,680 | NZD | 5,336,000 | JPMorgan Chase Bank N.A. | 3/28/2018 | 33,299 |
USD | 1,103,796 | SEK | 8,703,000 | Citibank N.A. | 3/28/2018 | 51,335 |
USD | 2,864,880 | SEK | 23,116,000 | Deutsche Bank AG | 3/28/2018 | 69,442 |
USD | 11,666,566 | SEK | 93,847,000 | JPMorgan Chase Bank N.A. | 3/28/2018 | 317,568 |
USD | 1,615,337 | ZAR | 18,927,554 | Citibank N.A. | 3/28/2018 | 17,061 |
USD | 401,762 | ZAR | 4,701,962 | JPMorgan Chase Bank N.A. | 3/28/2018 | 4,721 |
$ 5,668,380 | ||||||
Liability Derivatives | ||||||
AUD | 7,500,000 | USD | 6,010,734 | JPMorgan Chase Bank N.A. | 3/28/2018 | $(185,298) |
CHF | 3,388,000 | USD | 3,638,502 | Citibank N.A. | 3/28/2018 | (42,016) |
CHF | 3,032,000 | USD | 3,262,504 | Goldman Sachs International | 3/28/2018 | (43,925) |
EUR | 4,212,404 | USD | 5,221,941 | Deutsche Bank AG | 3/28/2018 | (71,808) |
GBP | 4,600,000 | USD | 6,445,336 | Citibank N.A | 3/28/2018 | (104,232) |
GBP | 4,678,000 | USD | 6,556,689 | Citibank N.A. | 3/28/2018 | (108,062) |
GBP | 1,125,165 | USD | 1,564,233 | Deutsche Bank AG | 3/28/2018 | (13,192) |
GBP | 300,000 | USD | 423,025 | Goldman Sachs International | 3/28/2018 | (9,475) |
GBP | 221,000 | USD | 306,714 | State Street Bank Corp. | 3/28/2018 | (2,065) |
ILS | 3,267,000 | USD | 952,269 | Goldman Sachs International | 3/28/2018 | (11,610) |
INR | 417,175,000 | USD | 6,487,928 | JPMorgan Chase Bank N.A. | 3/15/2018 | (94,321) |
Forward Foreign Currency Exchange Contracts − continued | ||||||
Currency
Purchased |
Currency
Sold |
Counterparty | Settlement
Date |
Unrealized
Appreciation (Depreciation) | ||
JPY | 247,833,438 | USD | 2,335,181 | Goldman Sachs International | 3/28/2018 | $(7,809) |
KRW | 4,178,520,000 | USD | 3,903,882 | JPMorgan Chase Bank N.A. | 3/20/2018 | (44,279) |
KRW | 4,316,292,000 | USD | 4,035,275 | JPMorgan Chase Bank N.A. | 3/22/2018 | (48,273) |
NOK | 6,038,000 | USD | 781,319 | Deutsche Bank AG | 3/28/2018 | (16,041) |
NOK | 12,543,000 | USD | 1,599,512 | Goldman Sachs International | 3/28/2018 | (9,767) |
NOK | 44,550,000 | USD | 5,729,523 | JPMorgan Chase Bank N.A. | 3/28/2018 | (83,097) |
NZD | 19,705,000 | USD | 14,476,302 | Goldman Sachs International | 3/28/2018 | (268,536) |
RUB | 40,717,000 | USD | 720,432 | JPMorgan Chase Bank N.A. | 3/26/2018 | (331) |
SEK | 60,381,926 | USD | 7,506,921 | Deutsche Bank AG | 3/28/2018 | (204,882) |
USD | 3,233,650 | DKK | 20,094,203 | Brown Brothers Harriman | 3/28/2018 | (65,884) |
USD | 3,143,837 | EUR | 2,623,887 | Goldman Sachs International | 3/28/2018 | (64,158) |
USD | 1,600,103 | GBP | 1,181,147 | JPMorgan Chase Bank N.A. | 3/28/2018 | (28,109) |
USD | 965,410 | JPY | 104,664,000 | Barclays Bank PLC | 3/28/2018 | (17,476) |
USD | 3,638,057 | JPY | 402,377,000 | Deutsche Bank AG | 3/28/2018 | (140,614) |
USD | 2,855,508 | JPY | 315,836,000 | JPMorgan Chase Bank N.A. | 3/28/2018 | (110,468) |
USD | 6,699,242 | NOK | 53,000,000 | Deutsche Bank AG | 3/28/2018 | (18,167) |
USD | 4,209,536 | NZD | 5,870,737 | JPMorgan Chase Bank N.A. | 3/28/2018 | (23,404) |
USD | 77,656 | ZAR | 970,000 | JPMorgan Chase Bank N.A. | 3/28/2018 | (4,252) |
$(1,841,551) |
Futures Contracts | ||||||
Description | Long/
Short |
Currency | Contracts | Notional
Amount |
Expiration
Date |
Value/Unrealized
Appreciation (Depreciation) |
Asset Derivatives | ||||||
Interest Rate Futures | ||||||
U.S. Treasury Note 10 yr | Short | USD | 197 | $23,649,234 | June – 2018 | $13,396 |
U.S. Treasury Note Ultra | Short | USD | 246 | 31,503,375 | June – 2018 | 26,013 |
$ 39,409 | ||||||
Liability Derivatives | ||||||
Interest Rate Futures | ||||||
German Euro Bund 10 yr | Short | EUR | 50 | $9,725,840 | March – 2018 | $(65,392) |
Financial Instruments | Level 1 | Level 2 | Level 3 | Total |
U.S. Treasury Bonds & U.S. Government Agency & Equivalents | $— | $72,709,495 | $— | $72,709,495 |
Non-U.S. Sovereign Debt | — | 236,223,667 | — | 236,223,667 |
Municipal Bonds | — | 90,193 | — | 90,193 |
U.S. Corporate Bonds | — | 135,821,820 | — | 135,821,820 |
Residential Mortgage-Backed Securities | — | 56,915,782 | — | 56,915,782 |
Commercial Mortgage-Backed Securities | — | 13,887,078 | — | 13,887,078 |
Asset-Backed Securities (including CDOs) | — | 22,192,005 | — | 22,192,005 |
Foreign Bonds | — | 77,952,824 | — | 77,952,824 |
Floating Rate Loans | — | 2,687,349 | — | 2,687,349 |
Mutual Funds | 9,845,649 | — | — | 9,845,649 |
Total | $9,845,649 | $618,480,213 | $— | $628,325,862 |
Other Financial Instruments | ||||
Futures Contracts - Assets | $39,409 | $— | $— | $39,409 |
Futures Contracts - Liabilities | (65,392) | — | — | (65,392) |
Forward Foreign Currency Exchange Contracts - Assets | — | 5,668,380 | — | 5,668,380 |
Forward Foreign Currency Exchange Contracts - Liabilities | — | (1,841,551) | — | (1,841,551) |
Affiliated Issuers | Beginning
Shares/Par Amount |
Acquisitions
Shares/Par Amount |
Dispositions
Shares/Par Amount |
Ending
Shares/Par Amount |
MFS Institutional Money Market Portfolio | 88,041,671 | 47,671,150 | (125,866,187) | 9,846,634 |
Affiliated Issuers | Realized
Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) |
Capital
Gain Distributions |
Dividend
Income |
Ending
Value |
MFS Institutional Money Market Portfolio | $(3,074) | $3,483 | $— | $180,465 | $9,845,649 |
United States | 52.0% |
Japan | 9.0% |
Italy | 7.3% |
France | 5.1% |
United Kingdom | 4.9% |
Australia | 2.9% |
Canada | 2.7% |
Spain | 2.3% |
Portugal | 1.2% |
Other Countries | 12.6% |
ITEM 2. | CONTROLS AND PROCEDURES. |
(a) | Based upon their evaluation of the effectiveness of the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “Act”)) as conducted within 90 days of the filing date of this Form N-Q, the registrant’s principal financial officer and principal executive officer have concluded that those disclosure controls and procedures provide reasonable assurance that the material information required to be disclosed by the registrant on this report is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission’s rules and forms. |
(b) | There were no changes in the registrant’s internal controls over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
ITEM 3. | EXHIBITS. |
File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2): Attached hereto.
Notice
A copy of the Amended and Restated Declaration of Trust, as amended, of the Registrant is on file with the Secretary of State of The Commonwealth of Massachusetts and notice is hereby given that this instrument is executed on behalf of the Registrant by an officer of the Registrant as an officer and not individually and the obligations of or arising out of this instrument are not binding upon any of the Trustees or shareholders individually, but are binding only upon the assets and property of the respective constituent series of the Registrant.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Registrant: MFS SERIES TRUST X
By (Signature and Title)* | DAVID L. DILORENZO | |
David L. DiLorenzo, President |
Date: April 13, 2018
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title)* | DAVID L. DILORENZO | |
David L. DiLorenzo, President (Principal Executive Officer) |
Date: April 13, 2018
By (Signature and Title)* | JAMES O. YOST | |
James O. Yost, Treasurer (Principal Financial Officer and Accounting Officer) |
Date: April 13, 2018
* | Print name and title of each signing officer under his or her signature. |
This ‘N-Q’ Filing | Date | Other Filings | ||
---|---|---|---|---|
Filed on / Effective on: | 4/18/18 | |||
4/13/18 | ||||
For Period End: | 2/28/18 | 485BPOS | ||
List all Filings |