Full & Historical Holdings

Inflation-Adjusted Bond Portfolio


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Based on Market Value Based on Equivalent Exposure
CUSIP/SEDOL Ticker Securities
(on 09-30-26)
Shares or Par Amount Value Percent of Net Assets Value Percent of Net Assets Market Cap ($mm) GICS Sectors

The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and S&P Global Market Intelligence Inc. ("S&P Global Market Intelligence"). GICS is a service mark of MSCI and S&P Global Market Intelligence and has been licensed for use by MFS. MFS has applied its own internal sector/industry classification methodology for equity securities and non-equity securities that are unclassified by GICS.

Country
9128285W 9128285W US Treasury Inflation Indexed Bonds 0.875% JAN 15 29 15,952,473 $15,370,508.84 10.86% $15,370,508.84 10.86% - U.S. Governments United States
BYVYTQ BYVYTQ Italy Buoni Poliennali Del Tesoro RegS 1.25% SEP 15 32 11,501,557 $12,715,081.01 8.98% $12,715,081.00 8.98% - Non U.S. Markets Italy
91282CQP 91282CQP US Treasury Inflation Indexed Bonds 1.25% APR 15 31 13,138,826 $12,408,312.37 8.77% $12,408,312.37 8.77% - U.S. Governments United States
91282CDX 91282CDX US Treasury Inflation Indexed Bonds 0.125% JAN 15 32 11,046,182 $9,662,736.03 6.83% $9,662,736.03 6.83% - U.S. Governments United States
91282CJY 91282CJY US Treasury Inflation Indexed Bonds 1.75% JAN 15 34 10,255,758 $9,591,276.22 6.78% $9,591,276.22 6.78% - U.S. Governments United States
912810QV 912810QV US Treasury Inflation Indexed Bonds 0.75% FEB 15 42 10,493,645 $7,350,594.17 5.19% $7,350,594.17 5.19% - U.S. Governments United States
BSZ26F00 BSZ26F00 Euro BTP Italian Bond Future DEC 08 26 61 $0.00 0.00% $7,226,746.66 5.11% - Non U.S. Markets Italy
SM12010R SM12010R USD ZC CPI MAR 12 26 R .000 MAR 12 31 6,000,000 $6,051,305.82 0.00% $6,051,305.82 4.28% - U.S. Governments United States
CVZ26F00 CVZ26F00 Canadian Bond 2Yr Future DEC 18 26 73 $0.00 0.00% $5,342,082.70 3.77% - Non U.S. Markets Canada
B1L6W9 B1L6W9 United Kingdom Inflation-Linked Gilt RegS 1.125% NOV 22 37 4,351,746 $5,222,371.20 3.69% $5,222,371.20 3.69% - Non U.S. Markets United Kingdom
SM12092R SM12092R USD ZC CPI JUN 17 26 R .000 JUN 17 28 4,400,000 $4,388,073.62 0.00% $4,388,073.62 3.10% - U.S. Governments United States
B3LZBF B3LZBF United Kingdom Inflation-Linked Gilt RegS 0.625% MAR 22 40 4,089,902 $4,351,391.47 3.07% $4,351,391.47 3.07% - Non U.S. Markets United Kingdom
BFNYBY BFNYBY New Zealand Government Inflation Linked Bond RegS 3% SEP 20 30 6,547,053 $3,840,094.00 2.71% $3,840,094.00 2.71% - Non U.S. Markets New Zealand
FWD6348458 USD/CAD USD/CAD FWD 20261016 CMLI-LON 3,832,514 $3,832,514.01 2.71% $3,832,514.01 2.71% - Unclassified United States
135087WV 135087WV Canadian Government Real Return Bond 4% DEC 01 31 4,768,899 $3,814,862.53 2.70% $3,814,862.53 2.70% - Non U.S. Markets Canada
OAZ26F00 OAZ26F00 Euro-OAT Future DEC 08 26 30 $0.00 0.00% $3,707,867.79 2.62% - Non U.S. Markets France
B58RK8 B58RK8 Italy Buoni Poliennali Del Tesoro 2.55% SEP 15 41 3,175,867 $3,594,694.54 2.54% $3,594,694.53 2.54% - Non U.S. Markets Italy
317908 317908 United Kingdom Gilt Inflation Linked 2.000 JAN 26 35 2,691,316 $3,592,400.39 2.54% $3,592,400.38 2.54% - Non U.S. Markets United Kingdom
BNTY97 BNTY97 French Republic Government Bond OAT 0.6% JUL 25 34 2,728,583 $2,730,044.62 1.93% $2,730,044.63 1.93% - Non U.S. Markets France
91282CPU 91282CPU US Treasury Inflation Indexed Bonds 1.875% JAN 15 36 2,799,319 $2,575,473.65 1.82% $2,575,473.65 1.82% - U.S. Governments United States
912810RL 912810RL US Treasury Inflation Indexed Bonds 0.75% FEB 15 45 3,935,006 $2,550,479.44 1.80% $2,550,479.44 1.80% - U.S. Governments United States
B3MYD3 B3MYD3 United Kingdom Inflation-Linked Gilt RegS 0.625% NOV 22 42 2,445,974 $2,470,768.15 1.75% $2,470,768.15 1.75% - Non U.S. Markets United Kingdom
B24FFM B24FFM United Kingdom Inflation-Linked Gilt RegS 0.75% NOV 22 47 2,608,201 $2,446,297.05 1.73% $2,446,297.04 1.73% - Non U.S. Markets United Kingdom
FWD6357408 JPY/USD JPY/USD FWD 20261016 CBCL-LON 355,245,873 $2,259,499.08 1.60% $2,256,603.93 1.59% - Unclassified United States
FWD6357445 GBP/USD GBP/USD FWD 20261016 CUBS-STM 1,699,847 $2,253,959.77 1.59% $2,253,741.76 1.59% - Unclassified United States
BGN945 BGN945 Spain Government Inflation Linked Bond 0.7% NOV 30 33 1,925,797 $2,060,447.88 1.46% $2,060,447.89 1.46% - Non U.S. Markets Spain
912810TE 912810TE US Treasury Inflation Indexed Bonds 0.125% FEB 15 52 4,492,240 $2,035,127.89 1.44% $2,035,127.90 1.44% - U.S. Governments United States
DUZ26F00 DUZ26F00 Euro Schatz 2Yr Future DEC 08 26 17 $0.00 0.00% $2,015,166.46 1.42% - Non U.S. Markets Germany
FWD6371433 USD/NZD USD/NZD FWD 20261016 CUBS-STM 1,956,934 $1,956,933.74 1.38% $1,956,933.74 1.38% - Unclassified United States
B73ZYW B73ZYW United Kingdom Inflation-Linked Gilt RegS 0.25% MAR 22 52 2,571,218 $1,923,938.52 1.36% $1,923,938.53 1.36% - Non U.S. Markets United Kingdom
BNNGP5 BNNGP5 United Kingdom Inflation-Linked Gilt RegS 0.125% AUG 10 31 1,491,675 $1,885,658.35 1.33% $1,885,658.34 1.33% - Non U.S. Markets United Kingdom
BLC8NH BLC8NH Spain Government Inflation Linked Bond 2.05% NOV 30 39 1,622,994 $1,862,002.16 1.32% $1,862,002.16 1.32% - Non U.S. Markets Spain
FWD6386465 USD/CLP USD/CLP NDF 20261113 CMLI-LON 1,859,945 $1,859,945.43 1.31% $1,859,945.43 1.31% - Unclassified United States
IKZ26F00 IKZ26F00 Euro BTP IT Bond Future DEC 08 26 14 $0.00 0.00% $1,753,961.21 1.24% - Non U.S. Markets Italy
BG7P9X BG7P9X Bonos de la Tesoreria de la Republica en pesos 4.7% SEP 01 30 1,700,000,000 $1,683,594.87 1.19% $1,683,594.86 1.19% - Emerging Markets Chile
BWH62M BWH62M Spain Government Inflation Linked Bond 1% NOV 30 30 1,464,098 $1,661,104.74 1.17% $1,661,104.74 1.17% - Non U.S. Markets Spain
FWD6357438 GBP/USD GBP/USD FWD 20261016 CBCL-LON 1,198,838 $1,589,633.34 1.12% $1,589,479.59 1.12% - Unclassified United States
912810QF 912810QF US Treasury Inflation Indexed Bonds 2.125% FEB 15 40 1,745,760 $1,562,497.88 1.10% $1,562,497.88 1.10% - U.S. Governments United States
FWD6346457 USD/CAD USD/CAD FWD 20261016 SSBT-BOS 1,542,786 $1,542,785.91 1.09% $1,542,785.91 1.09% - Unclassified United States
FWD6352506 CAD/USD CAD/USD FWD 20261016 CHSB-NYC 2,130,598 $1,498,326.37 1.06% $1,497,100.06 1.06% - Unclassified United States
FWD6352500 USD/EUR USD/EUR FWD 20261016 CMLI-LON 1,348,077 $1,348,076.95 0.95% $1,348,076.95 0.95% - Unclassified United States
FWD6386473 SEK/USD SEK/USD FWD 20261016 CBCL-LON 12,830,082 $1,281,760.67 0.91% $1,280,466.43 0.90% - Unclassified United States
CNZ26F00 CNZ26F00 Canadian Bond 10Yr Future DEC 18 26 15 $0.00 0.00% $1,214,313.32 0.86% - Non U.S. Markets Canada
BPNXRC BPNXRC French Republic Government Bond OAT 0.1% JUL 25 53 2,139,647 $1,181,261.51 0.83% $1,181,261.50 0.83% - Non U.S. Markets France
FWD6346459 CAD/USD CAD/USD FWD 20261016 CBCL-LON 1,664,823 $1,170,773.96 0.83% $1,169,815.74 0.83% - Unclassified United States
FWD6346464 AUD/USD AUD/USD FWD 20261016 CUBS-STM 1,543,799 $1,071,816.93 0.76% $1,072,091.49 0.76% - Unclassified United States
BYMWG3 BYMWG3 United Kingdom Inflation-Linked Gilt RegS 0.125% MAR 22 46 1,191,667 $988,321.74 0.70% $988,321.74 0.70% - Non U.S. Markets United Kingdom
FWD6355549 SEK/USD SEK/USD FWD 20261016 CMLI-LON 8,686,035 $867,758.94 0.61% $866,882.73 0.61% - Unclassified United States
BP9DLZ BP9DLZ United Kingdom Inflation-Linked Gilt RegS 0.125% MAR 22 58 1,317,946 $856,279.48 0.60% $856,279.48 0.60% - Non U.S. Markets United Kingdom
912810US 912810US US Treasury Inflation Indexed Bonds 2.375% FEB 15 56 989,117 $815,583.91 0.58% $815,583.90 0.58% - U.S. Governments United States
BYY9RY BYY9RY Republic of South Africa Government Bond 8.875% FEB 28 35 13,000,000 $801,199.30 0.57% $801,199.30 0.57% - Emerging Markets South Africa
B4PTCY B4PTCY United Kingdom Inflation-Linked Gilt RegS 0.375% MAR 22 62 1,144,472 $792,594.47 0.56% $792,594.47 0.56% - Non U.S. Markets United Kingdom
B3Y1JG B3Y1JG United Kingdom Inflation-Linked Gilt RegS 0.125% MAR 22 29 594,883 $773,960.28 0.55% $773,960.29 0.55% - Non U.S. Markets United Kingdom
FWD6348412 JPY/USD JPY/USD FWD 20261016 CCHA-NYC 119,912,762 $762,690.85 0.54% $761,713.59 0.54% - Unclassified United States
B0CNHZ B0CNHZ United Kingdom Inflation-Linked Gilt RegS 1.25% NOV 22 55 743,564 $727,445.98 0.51% $727,445.97 0.51% - Non U.S. Markets United Kingdom
BNB7RZ BNB7RZ French Republic Government Bond OAT 0.7% JUL 25 30 648,437 $715,958.21 0.51% $715,958.22 0.51% - Non U.S. Markets France
FWD6357414 HUF/USD HUF/USD FWD 20261016 CHSB-NYC 229,154,584 $707,608.53 0.50% $707,920.75 0.50% - Unclassified United States
69383NBM 69383NBM PMT Loan Trust 2026-INV2 144A 4.84% JAN 25 57 727,449 $707,327.64 0.50% $707,327.64 0.50% - Residential Mortgage Backed Securities United States
FWD6416466 NOK/USD NOK/USD FWD 20261016 CMLI-LON 6,795,595 $705,793.02 0.50% $705,958.79 0.50% - Unclassified United States
BNHVPM BNHVPM Bulgaria Government International Bond RegS 4.125% MAY 07 38 650,000 $696,118.80 0.49% $696,118.79 0.49% - Emerging Markets Bulgaria
FWD6355483 USD/GBP USD/GBP FWD 20261016 CCHA-NYC 666,154 $666,154.27 0.47% $666,154.27 0.47% - Unclassified United States
135087B9 135087B9 Canadian Government Real Return Bond 1.25% DEC 01 47 1,067,989 $662,832.23 0.47% $662,832.23 0.47% - Non U.S. Markets Canada
BDX8CX BDX8CX United Kingdom Inflation-Linked Gilt RegS 0.125% MAR 22 68 1,141,319 $655,194.55 0.46% $655,194.56 0.46% - Non U.S. Markets United Kingdom
FWD6348463 USD/CZK USD/CZK FWD 20261016 CCIT-NYC 641,632 $641,631.61 0.45% $641,631.61 0.45% - Unclassified United States
BNRN36 BNRN36 Italy Buoni Poliennali Del Tesoro 0.15% MAY 15 51 1,056,584 $639,445.87 0.45% $639,445.86 0.45% - Non U.S. Markets Italy
FWD6355559 USD/HUF USD/HUF FWD 20261016 CMLI-LON 634,707 $634,706.66 0.45% $634,706.66 0.45% - Unclassified United States
69704AAC 69704AAC Palmer Square Loan Funding 2025-2 Ltd 144A 5.153% JUL 15 33 625,000 $632,057.06 0.45% $632,057.06 0.45% - Collateralized Loan Obligations United States
FWD6372513 CZK/USD CZK/USD FWD 20261016 CHSB-NYC 13,532,563 $627,217.98 0.44% $627,107.09 0.44% - Unclassified United States
BMFLG1 BMFLG1 Hungary Government Bond 7% OCT 24 35 175,000,000 $618,504.09 0.44% $618,504.09 0.44% - Emerging Markets Hungary
912810TY 912810TY US Treasury Inflation Indexed Bonds 2.125% FEB 15 54 697,421 $546,566.46 0.39% $546,566.46 0.39% - U.S. Governments United States
760942AV 760942AV Uruguay Government International Bond 3.7% JUN 26 37 19,742,372 $521,851.82 0.37% $521,851.82 0.37% - Emerging Markets Uruguay
FWD6346456 AUD/USD AUD/USD FWD 20261016 CHSB-NYC 735,440 $510,595.73 0.36% $510,726.53 0.36% - Unclassified United States
889184AF 889184AF Toledo Hospital 5.325% NOV 15 28 487,000 $495,235.65 0.35% $495,235.65 0.35% - Corporate Debt United States
B7RN0G B7RN0G United Kingdom Inflation-Linked Gilt RegS 0.125% MAR 22 44 516,911 $453,618.02 0.32% $453,618.02 0.32% - Non U.S. Markets United Kingdom
FWD6346461 USD/AUD USD/AUD FWD 20261016 SSBT-BOS 413,853 $413,852.58 0.29% $413,852.58 0.29% - Unclassified United States
81880XAY 81880XAY Shackleton 2019-XIV Clo Ltd 144A 5.279% JUL 20 34 406,375 $411,310.97 0.29% $411,310.97 0.29% - Collateralized Loan Obligations United States
FWD6355562 CAD/USD CAD/USD FWD 20261016 CCHA-NYC 521,406 $366,674.90 0.26% $366,374.80 0.26% - Unclassified United States
FWD6374402 USD/CAD USD/CAD FWD 20261016 CCIT-NYC 365,534 $365,534.17 0.26% $365,534.17 0.26% - Unclassified United States
FWD6359458 AUD/USD AUD/USD FWD 20261016 CCIT-NYC 523,473 $363,432.43 0.26% $363,525.53 0.26% - Unclassified United States
FWD6374415 RON/USD RON/USD FWD 20261016 CUBS-STM 1,675,124 $359,312.51 0.25% $359,793.01 0.25% - Unclassified United States
BD9MZZ BD9MZZ United Kingdom Inflation-Linked Gilt RegS 0.125% NOV 22 65 611,507 $359,614.42 0.25% $359,614.42 0.25% - Non U.S. Markets United Kingdom
FWD6346436 USD/AUD USD/AUD FWD 20261016 CCHA-NYC 355,885 $355,885.32 0.25% $355,885.32 0.25% - Unclassified United States
64832MAE 64832MAE New Residential Mortgage Loan Trust 2026-NQM2 144A FRB DEC 25 65 361,172 $348,670.32 0.25% $348,670.32 0.25% - Residential Mortgage Backed Securities United States
FWD6364432 USD/AUD USD/AUD FWD 20261016 CMLI-LON 344,779 $344,778.65 0.24% $344,778.65 0.24% - Unclassified United States
BYSP0S BYSP0S Australia Government Bond RegS 1.25% AUG 21 40 611,265 $333,278.43 0.24% $333,278.43 0.24% - Non U.S. Markets Australia
B421JZ B421JZ United Kingdom Inflation-Linked Gilt RegS 0.5% MAR 22 50 392,784 $329,010.79 0.23% $329,010.79 0.23% - Non U.S. Markets United Kingdom
BYX4Z3 BYX4Z3 French Republic Government Bond OAT 0.1% JUL 25 47 513,665 $326,792.56 0.23% $326,792.55 0.23% - Non U.S. Markets France
FWD6355445 DKK/USD DKK/USD FWD 20261016 SSBT-BOS 2,072,842 $314,266.79 0.22% $313,995.57 0.22% - Unclassified United States
FWD6350437 JPY/USD JPY/USD FWD 20261016 SSBT-BOS 47,964,426 $305,072.03 0.22% $304,681.12 0.22% - Unclassified United States
06762TAN 06762TAN Barings Clo Ltd 2021-III 144A 5.359% JAN 18 35 300,000 $303,693.43 0.21% $303,693.43 0.21% - Collateralized Loan Obligations United States
BSJR6Q BSJR6Q Peru Government Bond 6.85% AUG 12 35 1,000,000 $295,973.63 0.21% $295,918.39 0.21% - Emerging Markets Peru
20848FAA 20848FAA Conservation Fund A Nonprofit Corp 3.474% DEC 15 29 312,000 $293,105.03 0.21% $293,105.03 0.21% - Corporate Debt United States
3137HATD 3137HATD Freddie Mac REMICS 5.612% NOV 25 53 269,309 $272,862.40 0.19% $272,862.40 0.19% - Mortgage-Backed Securities United States
FWD6346441 EUR/USD EUR/USD FWD 20261016 CHSB-NYC 224,184 $254,044.89 0.18% $253,876.72 0.18% - Unclassified United States
FWD6348478 USD/EUR USD/EUR FWD 20261016 SSBT-BOS 248,612 $248,612.18 0.18% $248,612.18 0.18% - Unclassified United States
LGZ26F00 LGZ26F00 GB Govt Bond 10Yr Future DEC 29 26 2 $0.00 0.00% $222,742.80 0.16% - Non U.S. Markets United Kingdom
3136BT7D 3136BT7D Fannie Mae REMICS 5.09% DEC 25 54 193,738 $192,561.15 0.14% $192,561.16 0.14% - Mortgage-Backed Securities United States
08162RAF 08162RAF Benchmark 2021-B23 Mortgage Trust FRB FEB 15 54 4,128,140 $161,907.03 0.11% $161,907.03 0.11% - Commercial Mortgage-Backed Securities United States
08163GAZ 08163GAZ Benchmark 2021-B28 Mortgage Trust FRB AUG 15 54 3,627,187 $156,602.83 0.11% $156,602.83 0.11% - Commercial Mortgage-Backed Securities United States
3137H5DT 3137H5DT Freddie Mac Multifamily Structured Pass Through Certificates FRB DEC 25 31 6,916,623 $152,932.15 0.11% $152,932.15 0.11% - Mortgage-Backed Securities United States
FWD6348471 USD/EUR USD/EUR FWD 20261016 CCHA-NYC 152,223 $152,222.84 0.11% $152,222.84 0.11% - Unclassified United States
FWD6350463 USD/GBP USD/GBP FWD 20261016 CHSB-NYC 148,839 $148,838.95 0.11% $148,838.95 0.11% - Unclassified United States
3136BQRD 3136BQRD Fannie Mae REMICS 5.14% NOV 25 53 144,949 $146,319.50 0.10% $146,319.50 0.10% - Mortgage-Backed Securities United States
FWD6374407 BRL/USD BRL/USD NDF 20261104 CCHA-NYC 748,584 $143,725.98 0.10% $144,706.96 0.10% - Unclassified United States
BM8Z2W BM8Z2W United Kingdom Inflation-Linked Gilt RegS 0.125% MAR 22 73 231,081 $138,768.45 0.10% $138,768.45 0.10% - Non U.S. Markets United Kingdom
06541ABM 06541ABM BANK 2021-BNK31 FRB FEB 15 54 3,155,518 $135,899.23 0.10% $135,899.23 0.10% - Commercial Mortgage-Backed Securities United States
FWD6348476 USD/GBP USD/GBP FWD 20261016 SSBT-BOS 133,140 $133,139.57 0.09% $133,139.57 0.09% - Unclassified United States
08163HAG 08163HAG Benchmark 2021-B27 Mortgage Trust FRB JUL 15 54 3,124,329 $126,678.89 0.09% $126,678.89 0.09% - Commercial Mortgage-Backed Securities United States
FWD6357497 USD/EUR USD/EUR FWD 20261016 CDEB-LON 125,212 $125,212.24 0.09% $125,212.24 0.09% - Unclassified United States
3137H4CH 3137H4CH Freddie Mac Multifamily Structured Pass Through Certificates FRB NOV 25 31 6,965,967 $112,213.72 0.08% $112,213.71 0.08% - Mortgage-Backed Securities United States
3137H4BT 3137H4BT Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 31 4,635,695 $110,101.00 0.08% $110,101.00 0.08% - Mortgage-Backed Securities United States
3137FYUL 3137FYUL Freddie Mac Multifamily Structured Pass Through Certificates FRB MAR 25 31 5,820,513 $106,327.44 0.08% $106,327.43 0.08% - Mortgage-Backed Securities United States
FWD6350475 USD/ZAR USD/ZAR FWD 20261016 CMLI-LON 106,117 $106,116.97 0.08% $106,116.97 0.08% - Unclassified United States
FWD6355523 NZD/USD NZD/USD FWD 20261016 SSBT-BOS 175,278 $98,788.49 0.07% $98,734.09 0.07% - Unclassified United States
08163CBE 08163CBE Benchmark 2021-B24 Mortgage Trust FRB MAR 15 54 2,320,266 $77,975.23 0.06% $77,975.24 0.06% - Commercial Mortgage-Backed Securities United States
05551VBK 05551VBK BBCMS Trust 2021-C10 FRB JUL 15 54 1,788,032 $77,330.11 0.05% $77,330.12 0.05% - Commercial Mortgage-Backed Securities United States
95003DBP 95003DBP Wells Fargo Commercial Mortgage Trust 2021-C60 FRB AUG 15 54 1,275,323 $72,126.51 0.05% $72,126.51 0.05% - Commercial Mortgage-Backed Securities United States
3137FUZZ 3137FUZZ Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 30 1,221,668 $69,402.46 0.05% $69,402.47 0.05% - Mortgage-Backed Securities United States
05493EAZ 05493EAZ BBCMS Mortgage Trust 2021-C9 FRB FEB 15 54 1,246,895 $67,170.12 0.05% $67,170.12 0.05% - Commercial Mortgage-Backed Securities United States
88581EAF 88581EAF 3650R 2021-PF1 Commercial Mortgage Trust 1.095% NOV 15 54 2,038,509 $60,485.52 0.04% $60,485.52 0.04% - Commercial Mortgage-Backed Securities United States
3137HAAL 3137HAAL Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 33 3,200,000 $59,458.90 0.04% $59,458.90 0.04% - Mortgage-Backed Securities United States
61691YAP 61691YAP Morgan Stanley Capital I Trust 2021-L5 FRB MAY 15 54 1,410,602 $59,399.80 0.04% $59,399.79 0.04% - Commercial Mortgage-Backed Securities United States
3137F9ZC 3137F9ZC Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 31 1,882,263 $58,699.32 0.04% $58,699.32 0.04% - Mortgage-Backed Securities United States
FWD6352490 USD/NZD USD/NZD FWD 20261016 CHSB-NYC 56,737 $56,737.00 0.04% $56,737.00 0.04% - Unclassified United States
61692CBK 61692CBK Morgan Stanley Capital I Trust 2021-L6 FRB JUN 15 54 1,623,618 $56,381.29 0.04% $56,381.29 0.04% - Commercial Mortgage-Backed Securities United States
38385GFS 38385GFS Ginnie Mae 7.598% MAY 20 55 56,900 $56,197.32 0.04% $56,197.33 0.04% - Mortgage-Backed Securities United States
3137H3EZ 3137H3EZ Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 31 1,417,400 $52,642.74 0.04% $52,642.75 0.04% - Mortgage-Backed Securities United States
FWD6378468 JPY/USD JPY/USD FWD 20261016 CCIT-NYC 8,223,724 $52,306.02 0.04% $52,239.00 0.04% - Unclassified United States
FWD6367422 USD/EUR USD/EUR FWD 20261016 CGSC-LON 51,268 $51,267.93 0.04% $51,267.93 0.04% - Unclassified United States
3137F9Z3 3137F9Z3 Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 31 1,425,035 $51,273.11 0.04% $51,273.11 0.04% - Mortgage-Backed Securities United States
3137FXZ5 3137FXZ5 Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 31 4,782,407 $50,013.96 0.04% $50,013.96 0.04% - Mortgage-Backed Securities United States
3137HHJ4 3137HHJ4 Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 34 789,814 $49,114.05 0.03% $49,114.05 0.03% - Mortgage-Backed Securities United States
3137H2NA 3137H2NA Freddie Mac Multifamily Structured Pass Through Certificates FRB JUL 25 31 1,133,380 $46,398.59 0.03% $46,398.58 0.03% - Mortgage-Backed Securities United States
3137F6JS 3137F6JS Freddie Mac REMICS 2.5% NOV 25 50 264,674 $43,203.11 0.03% $43,203.11 0.03% - Mortgage-Backed Securities United States
06540CBL 06540CBL BANK 2021-BNK35 FRB JUN 15 64 1,186,627 $43,213.14 0.03% $43,213.14 0.03% - Commercial Mortgage-Backed Securities United States
3136BBTT 3136BBTT Fannie Mae REMICS 4% SEP 25 50 201,335 $38,522.81 0.03% $38,522.81 0.03% - Mortgage-Backed Securities United States
3137H13T 3137H13T Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 31 709,327 $34,938.11 0.02% $34,938.10 0.02% - Mortgage-Backed Securities United States
3137FTG4 3137FTG4 Freddie Mac Multifamily Structured Pass Through Certificates FRB APR 25 30 564,669 $32,931.74 0.02% $32,931.74 0.02% - Mortgage-Backed Securities United States
38382KVX 38382KVX Ginnie Mae 2.5% OCT 20 50 218,543 $32,486.54 0.02% $32,486.54 0.02% - Mortgage-Backed Securities United States
3137HFDH 3137HFDH Freddie Mac REMICS 2.237% NOV 15 48 461,360 $28,516.52 0.02% $28,516.52 0.02% - Mortgage-Backed Securities United States
38382TH8 38382TH8 Ginnie Mae FRB JUN 20 51 315,689 $28,516.27 0.02% $28,516.27 0.02% - Mortgage-Backed Securities United States
3137H4SM 3137H4SM FHMS K136 XAM 0.567 DEC 25 31 1,130,491 $28,004.35 0.02% $28,004.35 0.02% - Mortgage-Backed Securities United States
3137HFP3 3137HFP3 Freddie Mac Multifamily Structured Pass Through Certificates FRB JUL 25 29 1,264,362 $27,521.60 0.02% $27,521.60 0.02% - Mortgage-Backed Securities United States
3137F62R 3137F62R Freddie Mac Multifamily Structured Pass Through Certificates FRB SEP 25 30 646,322 $26,974.30 0.02% $26,974.30 0.02% - Mortgage-Backed Securities United States
3137HDJK 3137HDJK Freddie Mac Multifamily Structured Pass Through Certificates FRB MAY 25 29 2,531,895 $26,724.28 0.02% $26,724.29 0.02% - Mortgage-Backed Securities United States
FWD6346452 USD/GBP USD/GBP FWD 20261016 CGSC-LON 23,436 $23,436.20 0.02% $23,436.20 0.02% - Unclassified United States
FWD6422561 USD/CAD USD/CAD FWD 20261016 CDEB-LON 22,778 $22,777.53 0.02% $22,777.53 0.02% - Unclassified United States
3136BAYM 3136BAYM Fannie Mae REMICS 4.5% MAR 15 48 93,873 $21,848.71 0.02% $21,848.71 0.02% - Mortgage-Backed Securities United States
3137H9QG 3137H9QG Freddie Mac REMICS 2% MAR 25 51 170,744 $21,354.30 0.02% $21,354.30 0.02% - Mortgage-Backed Securities United States
3136BDV9 3136BDV9 Fannie Mae REMICS 2.5% FEB 25 51 135,001 $18,716.88 0.01% $18,716.88 0.01% - Mortgage-Backed Securities United States
38382GRP 38382GRP Ginnie Mae FRB JUL 20 50 200,603 $16,692.28 0.01% $16,692.28 0.01% - Mortgage-Backed Securities United States
38384J5M 38384J5M Ginnie Mae FRB MAY 20 51 144,224 $13,747.38 0.01% $13,747.38 0.01% - Mortgage-Backed Securities United States
3137HKSB 3137HKSB Freddie Mac Multifamily Structured Pass Through Certificates FRB JAN 25 30 693,361 $11,196.34 0.01% $11,196.34 0.01% - Mortgage-Backed Securities United States
3137FKAV 3137FKAV Freddie Mac REMICS FRB AUG 15 57 118,827 $9,711.14 0.01% $9,711.14 0.01% - Mortgage-Backed Securities United States
38385DYU 38385DYU Ginnie Mae FRB JUL 20 51 110,396 $8,669.24 0.01% $8,669.25 0.01% - Mortgage-Backed Securities United States
3137F9YZ 3137F9YZ Freddie Mac Multifamily Structured Pass Through Certificates 0.799% DEC 25 30 182,731 $4,668.05 0.00% $4,668.05 0.00% - Mortgage-Backed Securities United States
FWD6422560 CAD/USD CAD/USD FWD 20261016 CDEB-LON -31,812 $-22,371.62 -0.02% $-22,353.31 -0.02% - Unclassified United States
FWD6346451 GBP/USD GBP/USD FWD 20261016 CGSC-LON -17,296 $-22,934.38 -0.02% $-22,932.17 -0.02% - Unclassified United States
FWD6367421 EUR/USD EUR/USD FWD 20261016 CGSC-LON -45,513 $-51,575.09 -0.04% $-51,540.95 -0.04% - Unclassified United States
FWD6378467 USD/JPY USD/JPY FWD 20261016 CCIT-NYC -52,593 $-52,593.26 -0.04% $-52,593.26 -0.04% - Unclassified United States
FWD6352491 NZD/USD NZD/USD FWD 20261016 CHSB-NYC -96,982 $-54,660.09 -0.04% $-54,629.99 -0.04% - Unclassified United States
FWD6355522 USD/NZD USD/NZD FWD 20261016 SSBT-BOS -101,441 $-101,440.86 -0.07% $-101,440.86 -0.07% - Unclassified United States
FWD6350476 ZAR/USD ZAR/USD FWD 20261016 CMLI-LON -1,750,187 $-106,400.19 -0.08% $-106,491.47 -0.08% - Unclassified United States
FWD6357496 EUR/USD EUR/USD FWD 20261016 CDEB-LON -108,962 $-123,475.91 -0.09% $-123,394.16 -0.09% - Unclassified United States
FWD6348475 GBP/USD GBP/USD FWD 20261016 SSBT-BOS -99,420 $-131,828.23 -0.09% $-131,815.48 -0.09% - Unclassified United States
FWD6350464 GBP/USD GBP/USD FWD 20261016 CHSB-NYC -109,123 $-144,694.33 -0.10% $-144,680.33 -0.10% - Unclassified United States
FWD6374406 USD/BRL USD/BRL NDF 20261104 CCHA-NYC -144,837 $-144,837.43 -0.10% $-144,837.43 -0.10% - Unclassified United States
FWD6348472 EUR/USD EUR/USD FWD 20261016 CCHA-NYC -132,849 $-150,545.07 -0.11% $-150,445.40 -0.11% - Unclassified United States
FWD6348477 EUR/USD EUR/USD FWD 20261016 SSBT-BOS -214,229 $-242,764.88 -0.17% $-242,604.16 -0.17% - Unclassified United States
FWD6346442 USD/EUR USD/EUR FWD 20261016 CHSB-NYC -244,944 $-244,944.08 -0.17% $-244,944.08 -0.17% - Unclassified United States
FWD6350438 USD/JPY USD/JPY FWD 20261016 SSBT-BOS -312,141 $-312,140.79 -0.22% $-312,140.79 -0.22% - Unclassified United States
FWD6355444 USD/DKK USD/DKK FWD 20261016 SSBT-BOS -318,263 $-318,263.47 -0.22% $-318,263.47 -0.22% - Unclassified United States
FWD6364433 AUD/USD AUD/USD FWD 20261016 CMLI-LON -490,222 $-340,347.27 -0.24% $-340,434.45 -0.24% - Unclassified United States
FWD6346435 AUD/USD AUD/USD FWD 20261016 CCHA-NYC -507,450 $-352,308.08 -0.25% $-352,398.33 -0.25% - Unclassified United States
FWD6374403 CAD/USD CAD/USD FWD 20261016 CCIT-NYC -504,423 $-354,731.70 -0.25% $-354,441.37 -0.25% - Unclassified United States
FWD6359457 USD/AUD USD/AUD FWD 20261016 CCIT-NYC -365,744 $-365,744.01 -0.26% $-365,744.01 -0.26% - Unclassified United States
FWD6374414 USD/RON USD/RON FWD 20261016 CUBS-STM -367,112 $-367,111.99 -0.26% $-367,111.99 -0.26% - Unclassified United States
FWD6355563 USD/CAD USD/CAD FWD 20261016 CCHA-NYC -378,397 $-378,397.31 -0.27% $-378,397.31 -0.27% - Unclassified United States
FWD6346462 AUD/USD AUD/USD FWD 20261016 SSBT-BOS -611,811 $-424,763.30 -0.30% $-424,872.11 -0.30% - Unclassified United States
FWD6346455 USD/AUD USD/AUD FWD 20261016 CHSB-NYC -510,429 $-510,429.47 -0.36% $-510,429.47 -0.36% - Unclassified United States
FWD6355558 HUF/USD HUF/USD FWD 20261016 CMLI-LON -202,741,175 $-626,046.33 -0.44% $-626,322.56 -0.44% - Unclassified United States
FWD6348464 CZK/USD CZK/USD FWD 20261016 CCIT-NYC -13,607,082 $-630,671.81 -0.45% $-630,560.31 -0.45% - Unclassified United States
FWD6372512 USD/CZK USD/CZK FWD 20261016 CHSB-NYC -638,229 $-638,229.41 -0.45% $-638,229.41 -0.45% - Unclassified United States
FWD6355482 GBP/USD GBP/USD FWD 20261016 CCHA-NYC -502,522 $-666,332.94 -0.47% $-666,268.49 -0.47% - Unclassified United States
FWD6357415 USD/HUF USD/HUF FWD 20261016 CHSB-NYC -724,752 $-724,752.33 -0.51% $-724,752.33 -0.51% - Unclassified United States
FWD6416465 USD/NOK USD/NOK FWD 20261016 CMLI-LON -737,997 $-737,996.86 -0.52% $-737,996.86 -0.52% - Unclassified United States
FWD6348411 USD/JPY USD/JPY FWD 20261016 CCHA-NYC -759,032 $-759,031.71 -0.54% $-759,031.71 -0.54% - Unclassified United States
JBZ26F00 JBZ26F00 JGB 10Yr Future DEC 14 26 -1 $0.00 0.00% $-791,106.88 -0.56% - Non U.S. Markets Japan
FWD6355548 USD/SEK USD/SEK FWD 20261016 CMLI-LON -902,245 $-902,244.58 -0.64% $-902,244.58 -0.64% - Unclassified United States
FWD6346463 USD/AUD USD/AUD FWD 20261016 CUBS-STM -1,114,495 $-1,114,495.03 -0.79% $-1,114,495.03 -0.79% - Unclassified United States
FWD6346460 USD/CAD USD/CAD FWD 20261016 CBCL-LON -1,193,609 $-1,193,608.54 -0.84% $-1,193,608.54 -0.84% - Unclassified United States
FWD6352501 EUR/USD EUR/USD FWD 20261016 CMLI-LON -1,166,107 $-1,321,433.03 -0.93% $-1,320,558.23 -0.93% - Unclassified United States
FWD6386472 USD/SEK USD/SEK FWD 20261016 CBCL-LON -1,335,238 $-1,335,238.41 -0.94% $-1,335,238.41 -0.94% - Unclassified United States
FWD6346458 CAD/USD CAD/USD FWD 20261016 SSBT-BOS -2,131,792 $-1,499,166.15 -1.06% $-1,497,939.15 -1.06% - Unclassified United States
FWD6352507 USD/CAD USD/CAD FWD 20261016 CHSB-NYC -1,532,054 $-1,532,053.57 -1.08% $-1,532,053.57 -1.08% - Unclassified United States
FWD6357439 USD/GBP USD/GBP FWD 20261016 CBCL-LON -1,614,037 $-1,614,036.68 -1.14% $-1,614,036.68 -1.14% - Unclassified United States
UBZ26F00 UBZ26F00 Euro BUXL 30Yr Future DEC 08 26 -15 $0.00 0.00% $-1,707,847.85 -1.21% - Non U.S. Markets Germany
FWD6386464 CLP/USD CLP/USD NDF 20261113 CMLI-LON -1,698,688,161 $-1,746,481.20 -1.23% $-1,745,161.82 -1.23% - Unclassified United States
FWD6371432 NZD/USD NZD/USD FWD 20261016 CUBS-STM -3,346,273 $-1,885,993.98 -1.33% $-1,884,955.42 -1.33% - Unclassified United States
FWD6357409 USD/JPY USD/JPY FWD 20261016 CBCL-LON -2,206,619 $-2,206,619.15 -1.56% $-2,206,619.15 -1.56% - Unclassified United States
FWD6357444 USD/GBP USD/GBP FWD 20261016 CUBS-STM -2,296,925 $-2,296,924.50 -1.62% $-2,296,924.50 -1.62% - Unclassified United States
RXZ26F00 RXZ26F00 Euro Bund 10Yr Future DEC 08 26 -17 $0.00 0.00% $-2,308,850.38 -1.63% - Non U.S. Markets Germany
FWD6348457 CAD/USD CAD/USD FWD 20261016 CMLI-LON -5,371,138 $-3,777,210.91 -2.67% $-3,774,119.44 -2.67% - Unclassified United States
SM12092P SM12092P USD ZC CPI JUN 17 26 R 2.599 JUN 17 28 -4,400,000 $-4,400,000.00 0.00% $-4,400,000.00 -3.11% - U.S. Governments United States
SM12010P SM12010P USD ZC CPI MAR 12 26 R 2.498 MAR 12 31 -6,000,000 $-6,000,000.00 0.00% $-6,000,000.00 -4.24% - U.S. Governments United States
FVZ26F00 FVZ26F00 UST Bond 5Yr Future DEC 31 26 -59 $0.00 0.00% $-6,094,515.63 -4.31% - U.S. Governments United States
OEZ26F00 OEZ26F00 Euro BOBL Future DEC 08 26 -50 $0.00 0.00% $-6,347,948.48 -4.48% - Non U.S. Markets Germany
CASH_USD CASH_USD Cash & Cash Equivalents - $1,942,275.42 1.37% $1,940,932.03 1.37% - - -
CASH_DERV - Other - $68,349.98 -10.32% $-14,602,242.56 -10.32% - - Other

*Short positions, unlike long positions, lose value if the underlying asset gains value.

Portfolio characteristics are based on equivalent exposure, which measures how a portfolio's value would change due to price changes in an asset held either directly or, in the case of a derivative contract, indirectly. The market value of the holding may differ.
This website is a general communication and is provided for informational and/or educational purposes only. None of the content should be viewed as a suggestion that you take or refrain from taking any action nor as a recommendation for any specific investment product, strategy, plan feature or other such purpose. Your use of this website indicates that you agree with the intended purpose. Prior to making any investment or financial decision, you should seek individualized advice from a personal financial, tax, and other professionals who are able to provide advice in the context of your particular financial situation.

MFS registered investment products are offered through MFS® Fund Distributors, Inc., Member SIPC, 111 Huntington Avenue, Boston, MA 02199.

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