Issuer | Shares/Par | Value ($) | ||
Bonds – 6.5% | ||||
U.S. Treasury Obligations – 6.5% | ||||
U.S. Treasury Notes, 0.5%, 3/15/2023 (f) | $ | 1,000,000 | $998,390 | |
U.S. Treasury Notes, 1.375%, 6/30/2023 (f) | 1,000,000 | 988,125 | ||
U.S. Treasury Notes, 1.375%, 9/30/2023 (f) | 1,000,000 | 978,672 | ||
U.S. Treasury Notes, 0.75%, 12/31/2023 | 1,000,000 | 964,492 | ||
U.S. Treasury Notes, 2.25%, 3/31/2024 (f) | 1,000,000 | 969,453 | ||
Total Bonds | $4,899,132 | |||
Investment Companies (h) – 91.7% | ||||
International Stock Funds – 29.8% | ||||
MFS International Equity Fund - Class R6 | 760,472 | $22,570,802 | ||
U.S. Stock Funds – 59.8% | ||||
MFS Growth Fund - Class R6 | 163,681 | $22,705,900 | ||
MFS Value Fund - Class R6 | 482,090 | 22,624,465 | ||
$45,330,365 | ||||
Money Market Funds – 2.1% | ||||
MFS Institutional Money Market Portfolio, 4.55% (v) | 1,613,183 | $1,613,183 | ||
Total Investment Companies | $69,514,350 |
Underlying/Expiration Date/Exercise Price | Put/Call | Counterparty | Notional Amount | Par Amount/ Number of Contracts | |
Purchased Options – 0.1% | |||||
Market Index Securities – 0.1% | |||||
Russell 2000 Index – March 2023 @ $1,600 | Put | Exchange Traded | $ 1,138,195 | 6 | $450 |
S&P 500 Index – June 2023 @ $3,000 | Put | Exchange Traded | 3,969,690 | 10 | 10,800 |
S&P 500 Index – December 2023 @ $3,250 | Put | Exchange Traded | 3,969,690 | 10 | 66,100 |
Total Purchased Options | $77,350 |
Other Assets, Less Liabilities – 1.7% | 1,288,741 | |||
Net Assets – 100.0% | $75,779,573 |
(f) | All or a portion of the security has been segregated as collateral for open futures contracts. | |||
(h) | An affiliated issuer, which 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 $69,514,350 and $4,976,482, respectively. | |||
(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. |
Derivative Contracts at 2/28/23 | ||||||
Futures Contracts | ||||||
Description | Long/ Short | Currency | Contracts | Notional Amount | Expiration Date | Value/Unrealized Appreciation (Depreciation) |
Asset Derivatives | ||||||
Equity Futures | ||||||
Mini Russell 1000 Value Index | Short | USD | 235 | $17,810,650 | March – 2023 | $39,533 |
Liability Derivatives | ||||||
Equity Futures | ||||||
Mini MSCI EAFE Index | Short | USD | 175 | $17,907,750 | March – 2023 | $(477,095) |
Futures Contracts − continued | ||||||
Description | Long/ Short | Currency | Contracts | Notional Amount | Expiration Date | Value/Unrealized Appreciation (Depreciation) |
Liability Derivatives − continued | ||||||
Equity Futures − continued | ||||||
Mini Russell 1000 Growth Index | Short | USD | 153 | $17,686,035 | March – 2023 | $(178,468) |
$(655,563) |
Financial Instruments | Level 1 | Level 2 | Level 3 | Total |
Equity Securities | $77,350 | $— | $— | $77,350 |
U.S. Treasury Bonds & U.S. Government Agencies & Equivalents | — | 4,899,132 | — | 4,899,132 |
Mutual Funds | 69,514,350 | — | — | 69,514,350 |
Total | $69,591,700 | $4,899,132 | $— | $74,490,832 |
Other Financial Instruments | ||||
Futures Contracts – Assets | $39,533 | $— | $— | $39,533 |
Futures Contracts – Liabilities | (655,563) | — | — | (655,563) |
Affiliated Issuers | Beginning Value | Purchases | Sales Proceeds | Realized Gain (Loss) | Change in Unrealized Appreciation or Depreciation | Ending Value |
MFS Growth Fund | $29,971,176 | $6,169,867 | $12,054,301 | $1,065,298 | $(2,446,140) | $22,705,900 |
MFS Institutional Money Market Portfolio | 3,547,981 | 85,530,624 | 87,463,803 | (1,619) | — | 1,613,183 |
MFS International Equity Fund | 31,678,368 | 5,304,699 | 15,170,549 | 2,364,248 | (1,605,964) | 22,570,802 |
MFS Value Fund | 32,007,066 | 5,477,875 | 13,033,231 | 2,113,556 | (3,940,801) | 22,624,465 |
$97,204,591 | $102,483,065 | $127,721,884 | $5,541,483 | $(7,992,905) | $69,514,350 |
Affiliated Issuers | Dividend Income | Capital Gain Distributions |
MFS Growth Fund | $— | $264,978 |
MFS Institutional Money Market Portfolio | 67,609 | — |
MFS International Equity Fund | 226,108 | 107,114 |
MFS Value Fund | 428,146 | 1,405,487 |
$721,863 | $1,777,579 |