0001752724-23-037577.txt : 20230224
0001752724-23-037577.hdr.sgml : 20230224
20230224085013
ACCESSION NUMBER: 0001752724-23-037577
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230224
DATE AS OF CHANGE: 20230224
PERIOD START: 20230630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MFS SERIES TRUST XVI
CENTRAL INDEX KEY: 0000063067
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02032
FILM NUMBER: 23662631
BUSINESS ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 18006372929
MAIL ADDRESS:
STREET 1: 111 HUNTINGTON AVENUE
STREET 2: 21ST FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: MFS GROWTH OPPORTUNITIES FUND
DATE OF NAME CHANGE: 19940304
FORMER COMPANY:
FORMER CONFORMED NAME: MFS CAPITAL DEVELOPMENT FUND
DATE OF NAME CHANGE: 19930408
FORMER COMPANY:
FORMER CONFORMED NAME: MASSACHUSETT MFS CAPITAL DEVELOPMENT FUND
DATE OF NAME CHANGE: 19921015
0000063067
S000059884
MFS Prudent Investor Fund
C000195901
A
FPPAX
C000195903
B
FPPDX
C000195904
C
FPPEX
C000195905
I
FPPJX
C000195906
R1
FPPRX
C000195907
R2
FPPSX
C000195908
R3
FPPQX
C000195909
R4
FPPUX
C000195910
R6
FPPVX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000063067
XXXXXXXX
S000059884
C000195906
C000195903
C000195910
C000195908
C000195907
C000195905
C000195901
C000195909
C000195904
MFS Series Trust XVI
811-02032
0000063067
5493008WCCG2JFMV6Z59
111 Huntington Avenue
Boston
02199
617-954-5000
MFS Prudent Investor Fund
S000059884
549300GL4THNMBUGZH54
2023-06-30
2022-12-31
N
37872632.28
828185.68
37044446.60
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
75878.91000000
0.00000000
0.00000000
37802.42000000
CHF
EUR
GBP
HKD
JPY
KRW
USD
N
MSCI WORLD
MXWO
VanEck Junior Gold Miners UCITS ETF
549300DWINRXZZ4T7O74
VanEck Junior Gold Miners UCITS ETF
N/A
12688.00000000
NS
USD
397832.24000000
1.073932199057
Long
RF
IE
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
8593.00000000
NS
USD
702391.82000000
1.896078587930
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
13185.00000000
NS
USD
1163312.55000000
3.140315639105
Long
EC
CORP
US
N
1
N
N
N
Match Group Holdings II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAG1
80000.00000000
PA
USD
73600.00000000
0.198680252386
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
S&P 500 Index
N/A
2.00000000
NC
USD
23392.00000000
0.063145767171
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
US78378X1072
100.00000000
3200.00000000
USD
2023-12-15
XXXX
1686.00000000
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
N/A
36915.00000000
NS
372000.44000000
1.004200289497
Long
EC
CORP
IT
N
1
N
N
N
N/A
N/A
S&P 500 Index
N/A
2.00000000
NC
USD
15860.00000000
0.042813434821
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
US78378X1072
100.00000000
3650.00000000
USD
2023-03-17
XXXX
-12546.00000000
N
N
N
MFS Institutional Money Market Portfolio
5L2W638H85N8T1136O07
MFS Institutional Money Market Portfolio, Class A
55291X109
1756362.50000000
NS
USD
1756889.41000000
4.742652600457
Long
STIV
RF
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
9128286N5
1181415.00000000
PA
USD
1148847.22000000
3.101267060094
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
N/A
8449.00000000
NS
435715.54000000
1.176196650215
Long
EC
CORP
ES
N
2
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
4917.00000000
NS
259117.31000000
0.699476800930
Long
EC
CORP
FR
N
1
N
N
N
N/A
N/A
Aapl Put Usd 100 Otc
N/A
-96.00000000
NC
USD
-41280.00000000
-0.11143370677
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Written
N/A
Aapl Put Usd 100 15/sep/2023 Otc
100.00000000
100.00000000
USD
2023-09-15
XXXX
-8933.76000000
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
5719.00000000
NS
USD
721509.04000000
1.947684757693
Long
EC
CORP
IL
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CEJ6
849524.55000000
PA
USD
791672.68000000
2.137088693882
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285U0
1350000.00000000
PA
USD
1322276.18000000
3.569431591940
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XFH4
74623.37000000
PA
USD
72401.90000000
0.195446029419
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
Nitto Denko Corp.
3538009GX5P09USH2J25
Nitto Denko Corp.
N/A
7700.00000000
NS
442938.76000000
1.195695443321
Long
EC
CORP
JP
N
2
N
N
N
HUB International Ltd.
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAD3
284000.00000000
PA
USD
278033.16000000
0.750539380442
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XLH7
49914.69000000
PA
USD
49472.39000000
0.133548735480
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.00000000
N
N
N
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AB9
267000.00000000
PA
USD
214267.50000000
0.578406535029
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
6.12500000
N
N
N
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AF3
235000.00000000
PA
USD
223976.15000000
0.604614646882
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
Russell 2000 Index
N/A
5.00000000
NC
USD
37500.00000000
0.101229748158
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
Russell 2000 Index
US1248351090
100.00000000
1400.00000000
USD
2024-06-21
XXXX
-16867.00000000
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
155000.00000000
PA
USD
140044.59000000
0.378044762045
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
N/A
3433.00000000
NS
438862.62000000
1.184692066637
Long
EC
CORP
FR
N
2
N
N
N
Oracle Corp. Japan
529900MIMKY9RU60Z323
Oracle Corp. Japan
N/A
8200.00000000
NS
533525.35000000
1.440230315115
Long
EC
CORP
JP
N
2
N
N
N
VanEck Gold Miners UCITS ETF
549300SOSNCUUE5M4Y22
VanEck Gold Miners UCITS ETF
N/A
6319.00000000
NS
USD
199901.57000000
0.539626282337
Long
RF
IE
N
1
N
N
N
Global Aircraft Leasing Co. Ltd.
N/A
Global Aircraft Leasing Co. Ltd.
37960JAA6
180294.00000000
PA
USD
153249.90000000
0.413691967529
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Univar Solutions USA, Inc.
5493008FTB9VZW6CVA82
Univar Solutions USA, Inc.
91337CAA4
28000.00000000
PA
USD
26553.80000000
0.071680919644
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.12500000
N
N
N
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
N/A
8535.00000000
NS
428766.13000000
1.157436996237
Long
EC
CORP
DE
N
1
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
13495.00000000
NS
USD
418345.00000000
1.129305573159
Long
EC
CORP
US
N
1
N
N
N
Peru LNG Srl
254900F70J1LOALV5K70
Peru LNG Srl
N/A
200000.00000000
PA
USD
167001.95000000
0.450815075747
Long
DBT
CORP
PE
N
2
2030-03-22
Fixed
5.37500000
N
N
N
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
1435.00000000
NS
USD
482920.55000000
1.303624684192
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 Index
N/A
3.00000000
NC
USD
42057.00000000
0.113531187155
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
US78378X1072
100.00000000
3600.00000000
USD
2023-06-16
XXXX
-169.20000000
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864AJ6
234000.00000000
PA
USD
202410.00000000
0.546397688661
Long
DBT
CORP
US
Y
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
S&P 500 Index
N/A
2.00000000
NC
USD
46034.00000000
0.124266939379
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
US78378X1072
100.00000000
3850.00000000
USD
2023-06-16
XXXX
7228.00000000
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
N/A
5437.00000000
NS
568966.79000000
1.535903062997
Long
EC
CORP
NL
N
1
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
145000.00000000
PA
USD
133827.12000000
0.361260950784
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
65531.00000000
NS
766713.92000000
2.069713520838
Long
EC
CORP
ES
N
1
N
N
N
Kyocera Corp.
N/A
Kyocera Corp.
N/A
9300.00000000
NS
464291.37000000
1.253335958864
Long
EC
CORP
JP
N
1
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
N/A
9406.00000000
NS
513904.04000000
1.387263374586
Long
EC
CORP
DE
N
1
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
N/A
8265.00000000
NS
665476.93000000
1.796428320783
Long
EC
CORP
FR
N
2
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
1336.00000000
NS
USD
447479.84000000
1.207953906915
Long
EC
CORP
US
N
1
N
N
N
Kao Corp.
353800HM38HFCB8RGL63
Kao Corp.
N/A
9500.00000000
NS
380390.89000000
1.026849973242
Long
EC
CORP
JP
N
1
N
N
N
Interface, Inc.
549300VXZWQOIDFPU355
Interface, Inc.
458665AS5
113000.00000000
PA
USD
93303.13000000
0.251868062728
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
21H052611
75000.00000000
PA
USD
75419.37000000
0.203591568837
Long
ABS-MBS
USGA
US
N
2
2053-01-15
Fixed
5.50000000
N
N
N
N
N
N
Sage Group plc (The)
2138005RN5XYLTF8G138
Sage Group plc (The)
N/A
74182.00000000
NS
668671.45000000
1.805051799586
Long
EC
CORP
GB
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWF65
475000.00000000
PA
USD
476274.96000000
1.285685180137
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAD1
165000.00000000
PA
USD
140307.75000000
0.378755151926
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
Russell 2000 Index
N/A
4.00000000
NC
USD
38400.00000000
0.103659262114
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
Russell 2000 Index
US1248351090
100.00000000
1500.00000000
USD
2024-06-21
XXXX
4770.40000000
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3133BNSV6
124656.64000000
PA
USD
122932.73000000
0.331851981289
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Nintendo Co. Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co. Ltd.
N/A
12000.00000000
NS
502507.25000000
1.356498196412
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Tencent Holdings Ltd.
N/A
97.00000000
NC
11165.32000000
0.030140334178
N/A
DE
N/A
N
2
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Call
Purchased
Tencent Holdings Ltd.
Tencent Holdings Ltd.
103.00000000
495.00600000
HKD
2023-09-28
XXXX
-123247.33000000
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
3140QQYH2
74999.74000000
PA
USD
76155.23000000
0.205577993436
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.00000000
N
N
N
N
N
N
Global Aircraft Leasing Co. Ltd.
N/A
Global Aircraft Leasing Co. Ltd., Series 2021
37960JAB4
108806.00000000
PA
USD
92485.10000000
0.249659823505
Long
DBT
CORP
KY
Y
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
30374.00000000
NS
715954.94000000
1.932691687179
Long
EC
CORP
DE
N
1
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
200000.00000000
PA
USD
166298.00000000
0.448914790914
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
N/A
18924.00000000
NS
1232852.95000000
3.328037163875
Long
EC
CORP
DE
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828T26
1370000.00000000
PA
USD
1336606.25000000
3.608115041999
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
Coty, Inc.
549300BO9IWPF3S48F93
Coty, Inc.
222070AB0
198000.00000000
PA
USD
190080.00000000
0.513113347467
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
KDDI Corp.
5299003FU7V4I45FU310
KDDI Corp.
N/A
21900.00000000
NS
661908.24000000
1.786794785051
Long
EC
CORP
JP
N
2
N
N
N
Kose Corp.
353800NX4GGAVDHHY664
Kose Corp.
N/A
4200.00000000
NS
456279.87000000
1.231709235467
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Aapl Put Usd 145 Otc
N/A
96.00000000
NC
USD
211680.00000000
0.571421682406
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
N/A
Aapl Put Usd 145 15/sep/2023 Otc
100.00000000
145.00000000
USD
2023-09-15
XXXX
64320.00000000
N
N
N
Yamato Holdings Co. Ltd.
N/A
Yamato Holdings Co. Ltd.
N/A
26300.00000000
NS
418226.91000000
1.128986793934
Long
EC
CORP
JP
N
1
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
N/A
7011.00000000
NS
540729.85000000
1.459678574331
Long
EC
CORP
NL
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEG2
1310000.00000000
PA
USD
1271007.04000000
3.431032601793
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.25000000
N
N
N
N
N
N
Altice USA, Inc.
54930064K3612MGCER95
Altice USA, Inc., Class A
02156K103
16477.00000000
NS
USD
75794.20000000
0.204603407410
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 Index
N/A
2.00000000
NC
USD
27520.00000000
0.074289137848
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
US78378X1072
100.00000000
3300.00000000
USD
2023-12-15
XXXX
-886.00000000
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
100000.00000000
PA
USD
97661.09000000
0.263632201216
Long
DBT
CORP
NL
Y
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Bonds
912810FR4
369892.00000000
PA
USD
370188.90000000
0.999310109818
Long
DBT
UST
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
Realogy Group LLC
N/A
Realogy Group LLC
75606DAL5
85000.00000000
PA
USD
64293.15000000
0.173556783542
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.75000000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
277000.00000000
PA
USD
208443.41000000
0.562684637324
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
125000.00000000
PA
USD
103781.12000000
0.280152977099
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
2411.00000000
NS
USD
578206.02000000
1.560843994360
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
UMBS
3132DWD83
49812.60000000
PA
USD
46726.16000000
0.126135397579
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
3944.00000000
NS
492855.15000000
1.330442739020
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Russell 2000 Index
N/A
5.00000000
NC
USD
63000.00000000
0.170065976906
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
Russell 2000 Index
US1248351090
100.00000000
1650.00000000
USD
2023-12-15
XXXX
14083.70000000
N
N
N
N/A
N/A
S&P 500 Index
N/A
2.00000000
NC
USD
35440.00000000
0.095668860659
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
US78378X1072
100.00000000
3750.00000000
USD
2023-06-16
XXXX
434.00000000
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
14327.00000000
NS
USD
472217.92000000
1.274733363137
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
4142.00000000
NS
478340.87000000
1.291262021444
Long
EC
CORP
CH
N
2
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAQ7
295000.00000000
PA
USD
254098.09000000
0.685927617555
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
Russell 2000 Index
N/A
5.00000000
NC
USD
27020.00000000
0.072939407873
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
Russell 2000 Index
US1248351090
100.00000000
1700.00000000
USD
2023-03-17
XXXX
-15145.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-21802.29000000
-0.05885440869
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
250722.23000000
EUR
246893.70000000
USD
2023-01-20
-21802.29000000
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-5.00000000
NC
USD
34162.35000000
0.092219895653
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 E-Mini Index
US78378X1072
2023-03-17
-965250.00000000
USD
34162.35000000
N
N
N
N/A
N/A
Russell 2000 Index
N/A
5.00000000
NC
USD
43545.00000000
0.117547983561
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
Russell 2000 Index
US1248351090
100.00000000
1700.00000000
USD
2023-06-16
XXXX
-4773.50000000
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
277.00000000
NS
USD
558232.56000000
1.506926439009
Long
EC
CORP
US
N
1
N
N
N
Q-Park Holding I BV
2549003839B7HE3NDP48
Q-Park Holding I BV
N/A
265000.00000000
PA
236012.82000000
0.637107155489
Long
DBT
CORP
NL
N
2
2027-03-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828S35
1355000.00000000
PA
USD
1333669.33000000
3.600186944080
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZD5
1350000.00000000
PA
USD
1339715.73000000
3.616508958727
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.50000000
N
N
N
N
N
N
Barratt Developments plc
2138006R85VEOF5YNK29
Barratt Developments plc
N/A
68168.00000000
NS
327009.64000000
0.882749426738
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
Russell 2000 Index
N/A
5.00000000
NC
USD
13500.00000000
0.036442709337
N/A
DE
US
N
2
Options Clearing
549300CII6SLYGKNHA04
Put
Purchased
Russell 2000 Index
US1248351090
100.00000000
1600.00000000
USD
2023-03-17
XXXX
-17365.00000000
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
1365.00000000
NS
USD
462871.50000000
1.249503076663
Long
EC
CORP
US
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA
36179XHY5
174241.46000000
PA
USD
169054.50000000
0.456355852269
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.50000000
N
N
N
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
103000.00000000
PA
USD
84731.92000000
0.228730424602
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250AF1
236000.00000000
PA
USD
214171.42000000
0.578147170917
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co., Inc.
644274AH5
160000.00000000
PA
USD
142075.32000000
0.383526636351
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
MSCI EAFE E-Mini Index
N/A
-5.00000000
NC
USD
10668.60000000
0.028799458432
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI EAFE E-Mini Index
MSDUEAFE Index
2023-03-17
-487350.00000000
USD
10668.60000000
N
N
N
Hellenic Telecommunications Organization SA
ELPUFM0XZRZO4LFXW404
Hellenic Telecommunications Organization SA
N/A
14198.00000000
NS
221742.46000000
0.598584890184
Long
EC
CORP
GR
N
1
N
N
N
Coeur Mining, Inc.
5493003AVK173D48DR70
Coeur Mining, Inc.
192108BC1
44000.00000000
PA
USD
34338.77000000
0.092696134378
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
5.12500000
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
N/A
3542.00000000
NS
332274.41000000
0.896961462504
Long
EC
CORP
CH
N
2
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
14268.00000000
NS
629191.51000000
1.698477282692
Long
EC
CORP
KR
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
UMBS
31418EHK9
49457.50000000
PA
USD
47606.85000000
0.128512784963
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Match Group Holdings II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
260000.00000000
PA
USD
231779.60000000
0.625679747635
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
2023-01-30
MFS Series Trust XVI
Kasey Phillips
Kasey Phillips
Assistant Treasurer