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 811-04253
MFS SERIES TRUST XV
(Exact name of registrant as specified in charter)
111 Huntington
Avenue, Boston, Massachusetts 02199
(Address of principal executive offices) (Zip code)
Susan S. Newton
Massachusetts Financial Services Company
111 Huntington Avenue
Boston, Massachusetts 02199
(Name and address of agents for service)
Registrant’s telephone number, including
area code: (617) 954-5000
Date of fiscal year end: October 31
Date of reporting period: January 31, 2013*
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*
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This Form N-Q pertains to the following series of the Registrant: MFS Diversified Target Return Fund.
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ITEM 1.
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SCHEDULE OF INVESTMENTS.
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QUARTERLY REPORT
January 31, 2013
MFS® DIVERSIFIED TARGET
RETURN FUND
PORTFOLIO OF INVESTMENTS
1/31/13 (unaudited)
The Portfolio of Investments is a complete list of all securities owned by your fund. It is
categorized by broad-based asset classes.
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Issuer
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Shares/Par
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Value ($)
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Common Stocks - 86.8%
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Aerospace - 2.0%
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Cobham PLC
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21,761
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$
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73,064
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Embraer S.A., ADR
|
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1,070
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35,278
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Honeywell International, Inc.
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5,560
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379,414
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Kaman Corp.
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270
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9,812
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Lockheed Martin Corp.
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6,250
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542,938
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Northrop Grumman Corp.
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4,065
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264,388
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Precision Castparts Corp.
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2,849
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522,507
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Raytheon Co.
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398
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20,967
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Rolls-Royce Holdings PLC
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5,038
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75,588
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TransDigm Group, Inc.
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1,070
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144,921
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United Technologies Corp.
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4,850
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424,715
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$
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2,493,592
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Airlines - 0.4%
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Copa Holdings S.A., “A”
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1,001
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$
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109,710
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Grupo Aeroportuario del Sureste S.A. de C.V., ADR
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755
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90,155
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Qantas Airways Ltd. (a)
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26,431
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42,170
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Stagecoach Group PLC
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16,467
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79,943
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U.S. Airways Group, Inc. (a)
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8,120
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115,954
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United Continental Holdings, Inc. (a)
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1,720
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41,538
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$
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479,470
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Alcoholic Beverages - 1.2%
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Beam, Inc.
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1,840
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$
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112,866
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Carlsberg Group
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864
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92,459
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Diageo PLC
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15,369
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457,523
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Heineken N.V.
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6,792
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477,617
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Pernod Ricard S.A.
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2,289
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286,558
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$
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1,427,023
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Apparel Manufacturers - 1.2%
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Cia.Hering S.A.
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2,300
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$
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43,751
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Compagnie Financiere Richemont S.A.
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938
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77,149
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Gerry Weber International AG
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2,111
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102,671
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Guess?, Inc.
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4,800
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130,032
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Hanesbrands, Inc. (a)
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1,380
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51,722
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Li & Fung Ltd.
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210,000
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295,149
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LVMH Moet Hennessy Louis Vuitton S.A.
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2,098
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395,537
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Michael Kors Holdings Ltd. (a)
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1,040
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58,375
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NIKE, Inc., “B”
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2,150
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116,208
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PVH Corp.
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|
260
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30,906
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VF Corp.
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1,493
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220,337
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$
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1,521,837
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Automotive - 1.8%
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Bayerische Motoren Werke AG
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959
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$
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96,553
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BorgWarner Transmission Systems, Inc. (a)
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2,269
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168,314
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Delphi Automotive PLC (a)
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12,280
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474,745
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DENSO Corp.
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5,300
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198,218
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Geely Automobile Holdings Ltd.
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170,000
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88,777
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General Motors Co. (a)
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4,490
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126,124
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GKN PLC
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22,881
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87,385
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1
Portfolio of Investments (unaudited) – continued
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Issuer
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Shares/Par
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Value ($)
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Common Stocks - continued
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Automotive - continued
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Guangzhou Automobile Group Co. Ltd., “H”
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96,000
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$
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80,336
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Honda Motor Co. Ltd.
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9,800
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375,625
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Johnson Controls, Inc.
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7,870
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244,678
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Lear Corp.
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|
800
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39,200
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LKQ Corp. (a)
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5,710
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127,847
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USS Co. Ltd.
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510
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57,221
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$
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2,165,023
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Biotechnology - 1.2%
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Abcam PLC
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11,557
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$
|
71,393
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Alexion Pharmaceuticals, Inc. (a)
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2,040
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191,740
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Amgen, Inc.
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4,728
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404,055
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Anacor Pharmaceuticals, Inc. (a)
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1,910
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7,621
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Biogen Idec, Inc. (a)
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525
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|
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81,942
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Celgene Corp. (a)
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1,877
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185,748
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Gilead Sciences, Inc. (a)
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6,380
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251,691
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Hyperion Therapeutics, Inc. (a)
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380
|
|
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5,939
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Medivation, Inc. (a)
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|
680
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36,965
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|
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Regeneron Pharmaceuticals, Inc. (a)
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250
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43,485
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ViroPharma, Inc. (a)
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6,050
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161,293
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$
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1,441,872
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Broadcasting - 1.8%
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CBS Corp., “B”
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2,020
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$
|
84,274
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|
Discovery Communications, Inc., “A” (a)
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3,625
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251,503
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Fuji Television Network, Inc.
|
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41
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64,429
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Havas S.A.
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9,102
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59,643
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Interpublic Group of Companies, Inc.
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4,210
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50,983
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|
News Corp., “A”
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11,810
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|
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|
327,609
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Nippon Television Holdings, Inc.
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9,300
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|
132,312
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Omnicom Group, Inc.
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1,815
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98,518
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Publicis Groupe
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3,201
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209,732
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Rightmove PLC
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3,895
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|
|
|
103,534
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Scripps Networks Interactive, Inc., “A”
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1,720
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|
106,244
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Viacom, Inc., “B”
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|
5,330
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|
|
|
321,666
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|
|
Walt Disney Co.
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|
6,530
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|
|
|
351,836
|
|
|
|
|
|
|
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|
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|
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$
|
2,162,283
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Brokerage & Asset Managers - 1.2%
|
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|
|
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|
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Aberdeen Asset Management PLC
|
|
|
6,097
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|
|
$
|
38,911
|
|
|
Affiliated Managers Group, Inc. (a)
|
|
|
2,345
|
|
|
|
337,516
|
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|
BlackRock, Inc.
|
|
|
1,241
|
|
|
|
293,223
|
|
|
BM&F Bovespa S.A.
|
|
|
5,200
|
|
|
|
36,401
|
|
|
Computershare Ltd.
|
|
|
9,659
|
|
|
|
105,458
|
|
|
Daiwa Securities Group, Inc.
|
|
|
14,000
|
|
|
|
81,295
|
|
|
Evercore Partners, Inc.
|
|
|
1,680
|
|
|
|
64,378
|
|
|
Franklin Resources, Inc.
|
|
|
1,280
|
|
|
|
175,206
|
|
|
GFI Group, Inc.
|
|
|
5,640
|
|
|
|
19,176
|
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IG Group Holdings PLC
|
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|
17,443
|
|
|
|
123,384
|
|
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LPL Financial Holdings, Inc.
|
|
|
1,670
|
|
|
|
55,611
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|
|
NASDAQ OMX Group, Inc.
|
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|
2,120
|
|
|
|
60,038
|
|
|
Schroders PLC
|
|
|
3,348
|
|
|
|
102,747
|
|
|
TD Ameritrade Holding Corp.
|
|
|
1,890
|
|
|
|
36,647
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,529,991
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|
2
Portfolio of Investments (unaudited) – continued
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Issuer
|
|
Shares/Par
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|
Value ($)
|
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|
|
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Common Stocks - continued
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Business Services - 3.6%
|
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|
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|
|
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|
|
Accenture PLC, “A”
|
|
|
7,950
|
|
|
$
|
571,526
|
|
|
Amadeus Holdings AG
|
|
|
13,605
|
|
|
|
341,286
|
|
|
Brenntag AG
|
|
|
1,179
|
|
|
|
168,009
|
|
|
Bright Horizons Family Solutions, Inc. (a)
|
|
|
4,660
|
|
|
|
130,480
|
|
|
Brunel International N.V.
|
|
|
1,501
|
|
|
|
80,381
|
|
|
Bunzl PLC
|
|
|
6,014
|
|
|
|
108,068
|
|
|
Capita PLC
|
|
|
5,958
|
|
|
|
74,367
|
|
|
Cognizant Technology Solutions Corp., “A” (a)
|
|
|
4,619
|
|
|
|
361,113
|
|
|
Compass Group PLC
|
|
|
31,380
|
|
|
|
380,233
|
|
|
Concur Technologies, Inc. (a)
|
|
|
1,670
|
|
|
|
111,723
|
|
|
Constant Contact, Inc. (a)
|
|
|
5,300
|
|
|
|
79,818
|
|
|
CoreLogic, Inc. (a)
|
|
|
2,070
|
|
|
|
54,317
|
|
|
Dun & Bradstreet Corp.
|
|
|
480
|
|
|
|
39,139
|
|
|
Equinix, Inc. (a)
|
|
|
236
|
|
|
|
50,841
|
|
|
Experian Group Ltd.
|
|
|
4,295
|
|
|
|
73,636
|
|
|
Fidelity National Information Services, Inc.
|
|
|
2,590
|
|
|
|
96,115
|
|
|
Fiserv, Inc. (a)
|
|
|
550
|
|
|
|
44,171
|
|
|
FleetCor Technologies, Inc. (a)
|
|
|
4,470
|
|
|
|
267,485
|
|
|
Gartner, Inc. (a)
|
|
|
4,030
|
|
|
|
207,585
|
|
|
IHS, Inc., “A” (a)
|
|
|
260
|
|
|
|
26,754
|
|
|
Intertek Group PLC
|
|
|
3,768
|
|
|
|
185,795
|
|
|
Jones Lang LaSalle, Inc.
|
|
|
1,580
|
|
|
|
145,581
|
|
|
LPS Brasil - Consultoria de Imoveis S.A.
|
|
|
1,200
|
|
|
|
21,332
|
|
|
Mitsubishi Corp.
|
|
|
4,500
|
|
|
|
94,877
|
|
|
Nomura Research Institute Ltd.
|
|
|
9,300
|
|
|
|
213,063
|
|
|
Performant Financial Corp. (a)
|
|
|
3,860
|
|
|
|
49,022
|
|
|
Realogy Holdings Corp. (a)
|
|
|
1,080
|
|
|
|
48,352
|
|
|
Sodexo
|
|
|
1,402
|
|
|
|
124,840
|
|
|
Verisk Analytics, Inc., “A” (a)
|
|
|
4,910
|
|
|
|
270,836
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
4,420,745
|
|
|
Cable TV - 1.0%
|
|
|
|
|
|
|
|
|
|
Charter Communications, Inc., “A” (a)
|
|
|
1,520
|
|
|
$
|
118,514
|
|
|
Comcast Corp., “A”
|
|
|
4,817
|
|
|
|
183,431
|
|
|
Comcast Corp., “Special A”
|
|
|
8,920
|
|
|
|
327,632
|
|
|
Dish Network Corp., “A”
|
|
|
670
|
|
|
|
24,971
|
|
|
Time Warner Cable, Inc.
|
|
|
5,873
|
|
|
|
524,694
|
|
|
Ziggo N.V.
|
|
|
2,171
|
|
|
|
69,258
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,248,500
|
|
|
Chemicals - 1.2%
|
|
|
|
|
|
|
|
|
|
3M Co.
|
|
|
1,750
|
|
|
$
|
175,960
|
|
|
Celanese Corp.
|
|
|
5,540
|
|
|
|
259,715
|
|
|
CF Industries Holdings, Inc.
|
|
|
1,946
|
|
|
|
445,965
|
|
|
Givaudan S.A.
|
|
|
78
|
|
|
|
86,738
|
|
|
Intrepid Potash, Inc.
|
|
|
2,070
|
|
|
|
48,231
|
|
|
LyondellBasell Industries N.V., “A”
|
|
|
730
|
|
|
|
46,297
|
|
|
Monsanto Co.
|
|
|
1,326
|
|
|
|
134,390
|
|
|
Nufarm Ltd.
|
|
|
6,845
|
|
|
|
39,687
|
|
|
PPG Industries, Inc.
|
|
|
1,590
|
|
|
|
219,213
|
|
|
Victrex PLC
|
|
|
1,948
|
|
|
|
47,393
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,503,589
|
|
3
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Computer Software - 3.1%
|
|
|
|
|
|
|
|
|
|
ANSYS, Inc. (a)
|
|
|
840
|
|
|
$
|
61,824
|
|
|
Autodesk, Inc. (a)
|
|
|
2,090
|
|
|
|
81,259
|
|
|
Check Point Software Technologies Ltd. (a)
|
|
|
4,300
|
|
|
|
215,000
|
|
|
Citrix Systems, Inc. (a)
|
|
|
3,384
|
|
|
|
247,573
|
|
|
CommVault Systems, Inc. (a)
|
|
|
1,640
|
|
|
|
125,837
|
|
|
Dassault Systemes S.A.
|
|
|
1,087
|
|
|
|
120,849
|
|
|
Fair Isaac Corp.
|
|
|
630
|
|
|
|
28,394
|
|
|
Intuit, Inc.
|
|
|
583
|
|
|
|
36,368
|
|
|
Microsoft Corp.
|
|
|
11,590
|
|
|
|
318,377
|
|
|
Nuance Communications, Inc. (a)
|
|
|
1,887
|
|
|
|
45,382
|
|
|
OBIC Co. Ltd.
|
|
|
1,020
|
|
|
|
218,289
|
|
|
Oracle Corp.
|
|
|
24,482
|
|
|
|
869,356
|
|
|
PTC, Inc. (a)
|
|
|
6,250
|
|
|
|
144,875
|
|
|
Qlik Technologies, Inc. (a)
|
|
|
6,430
|
|
|
|
142,810
|
|
|
Salesforce.com, Inc. (a)
|
|
|
982
|
|
|
|
169,032
|
|
|
SAP AG
|
|
|
1,145
|
|
|
|
93,809
|
|
|
SolarWinds, Inc. (a)
|
|
|
7,009
|
|
|
|
381,430
|
|
|
Symantec Corp. (a)
|
|
|
5,240
|
|
|
|
114,075
|
|
|
TIBCO Software, Inc. (a)
|
|
|
6,750
|
|
|
|
158,220
|
|
|
VeriSign, Inc. (a)
|
|
|
4,559
|
|
|
|
197,906
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
3,770,665
|
|
|
Computer Software - Systems - 2.7%
|
|
|
|
|
|
|
|
|
|
Apple, Inc. (s)
|
|
|
3,030
|
|
|
$
|
1,379,589
|
|
|
Asustek Computer, Inc.
|
|
|
2,660
|
|
|
|
30,450
|
|
|
Canon, Inc.
|
|
|
6,600
|
|
|
|
242,867
|
|
|
E2open, Inc. (a)
|
|
|
630
|
|
|
|
11,246
|
|
|
EMC Corp. (a)
|
|
|
11,943
|
|
|
|
293,917
|
|
|
Exa Corp. (a)
|
|
|
1,880
|
|
|
|
18,819
|
|
|
ExactTarget, Inc. (a)
|
|
|
1,780
|
|
|
|
39,142
|
|
|
FleetMatics Group PLC (a)
|
|
|
3,070
|
|
|
|
76,965
|
|
|
Fusion-io, Inc. (a)
|
|
|
2,140
|
|
|
|
37,407
|
|
|
Greenway Medical Technologies, Inc. (a)
|
|
|
1,330
|
|
|
|
19,817
|
|
|
Guidewire Software, Inc. (a)
|
|
|
1,310
|
|
|
|
43,387
|
|
|
Hewlett-Packard Co.
|
|
|
10,810
|
|
|
|
178,473
|
|
|
Ingram Micro, Inc., “A” (a)
|
|
|
2,260
|
|
|
|
41,087
|
|
|
International Business Machines Corp.
|
|
|
2,239
|
|
|
|
454,674
|
|
|
Konica Minolta Holdings, Inc.
|
|
|
5,500
|
|
|
|
43,726
|
|
|
NICE Systems Ltd. (a)
|
|
|
2,605
|
|
|
|
95,519
|
|
|
NICE Systems Ltd., ADR (a)
|
|
|
1,660
|
|
|
|
61,237
|
|
|
Nintendo Co. Ltd.
|
|
|
200
|
|
|
|
19,509
|
|
|
PROS Holdings, Inc. (a)
|
|
|
1,150
|
|
|
|
25,369
|
|
|
SciQuest, Inc. (a)
|
|
|
4,140
|
|
|
|
68,476
|
|
|
Seagate Technology PLC
|
|
|
1,480
|
|
|
|
50,290
|
|
|
Venture Corp. Ltd.
|
|
|
3,000
|
|
|
|
20,579
|
|
|
Verifone Systems, Inc. (a)
|
|
|
10
|
|
|
|
347
|
|
|
Xerox Corp.
|
|
|
6,500
|
|
|
|
52,065
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
3,304,957
|
|
|
Conglomerates - 0.3%
|
|
|
|
|
|
|
|
|
|
Alfa S.A.B de C.V.
|
|
|
43,240
|
|
|
$
|
103,827
|
|
|
DCC PLC
|
|
|
2,196
|
|
|
|
71,860
|
|
|
First Pacific Co. Ltd.
|
|
|
94,000
|
|
|
|
120,963
|
|
|
Hutchison Whampoa Ltd.
|
|
|
9,000
|
|
|
|
100,614
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
397,264
|
|
4
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Construction - 0.9%
|
|
|
|
|
|
|
|
|
|
Bellway PLC
|
|
|
7,475
|
|
|
$
|
131,594
|
|
|
Geberit AG
|
|
|
608
|
|
|
|
142,171
|
|
|
NVR, Inc. (a)
|
|
|
134
|
|
|
|
137,974
|
|
|
PDG Realty S.A., ADR
|
|
|
24,561
|
|
|
|
77,613
|
|
|
Pulte Homes, Inc. (a)
|
|
|
2,260
|
|
|
|
46,872
|
|
|
Semen Indonesia Persero Tbk PT
|
|
|
28,000
|
|
|
|
45,277
|
|
|
Sherwin-Williams Co.
|
|
|
200
|
|
|
|
32,428
|
|
|
Stanley Black & Decker, Inc.
|
|
|
6,704
|
|
|
|
515,068
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,128,997
|
|
|
Consumer Products - 1.9%
|
|
|
|
|
|
|
|
|
|
Christian Dior S.A.
|
|
|
441
|
|
|
$
|
77,064
|
|
|
Colgate-Palmolive Co.
|
|
|
1,280
|
|
|
|
137,434
|
|
|
Energizer Holdings, Inc.
|
|
|
1,270
|
|
|
|
110,503
|
|
|
Estee Lauder Cos., Inc., “A”
|
|
|
1,096
|
|
|
|
66,779
|
|
|
Henkel KGaA, IPS
|
|
|
3,111
|
|
|
|
274,694
|
|
|
Herbalife Ltd.
|
|
|
4,539
|
|
|
|
164,856
|
|
|
International Flavors & Fragrances, Inc.
|
|
|
2,060
|
|
|
|
145,086
|
|
|
Kao Corp.
|
|
|
6,600
|
|
|
|
189,386
|
|
|
Kose Corp.
|
|
|
1,000
|
|
|
|
21,084
|
|
|
L’Oreal S.A.
|
|
|
390
|
|
|
|
57,932
|
|
|
Newell Rubbermaid, Inc.
|
|
|
2,220
|
|
|
|
52,126
|
|
|
Nu Skin Enterprises, Inc., “A”
|
|
|
4,541
|
|
|
|
192,357
|
|
|
Procter & Gamble Co.
|
|
|
4,789
|
|
|
|
359,941
|
|
|
Reckitt Benckiser Group PLC
|
|
|
6,566
|
|
|
|
437,583
|
|
|
Uni-Charm Corp.
|
|
|
1,500
|
|
|
|
79,556
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,366,381
|
|
|
Consumer Services - 0.5%
|
|
|
|
|
|
|
|
|
|
Anhanguera Educacional Participacoes S.A.
|
|
|
1,300
|
|
|
$
|
25,297
|
|
|
Expedia, Inc.
|
|
|
1,740
|
|
|
|
113,535
|
|
|
H&R Block, Inc.
|
|
|
820
|
|
|
|
18,671
|
|
|
HomeAway, Inc. (a)
|
|
|
3,444
|
|
|
|
82,553
|
|
|
MakeMyTrip Ltd. (a)
|
|
|
2,350
|
|
|
|
36,002
|
|
|
Priceline.com, Inc. (a)
|
|
|
521
|
|
|
|
357,130
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
633,188
|
|
|
Containers - 0.5%
|
|
|
|
|
|
|
|
|
|
Ball Corp.
|
|
|
4,100
|
|
|
$
|
182,532
|
|
|
Bemis Co., Inc.
|
|
|
1,110
|
|
|
|
39,605
|
|
|
Brambles Ltd.
|
|
|
3,941
|
|
|
|
33,329
|
|
|
Greif, Inc., “A”
|
|
|
880
|
|
|
|
41,342
|
|
|
Owens-Illinois, Inc. (a)
|
|
|
1,180
|
|
|
|
28,084
|
|
|
Packaging Corp. of America
|
|
|
1,870
|
|
|
|
71,864
|
|
|
Sealed Air Corp.
|
|
|
1,730
|
|
|
|
32,386
|
|
|
Silgan Holdings, Inc.
|
|
|
3,120
|
|
|
|
133,848
|
|
|
Viscofan S.A.
|
|
|
1,364
|
|
|
|
71,341
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
634,331
|
|
|
Electrical Equipment - 2.6%
|
|
|
|
|
|
|
|
|
|
AMETEK, Inc.
|
|
|
6,492
|
|
|
$
|
266,107
|
|
|
Amphenol Corp., “A”
|
|
|
1,290
|
|
|
|
87,165
|
|
|
Danaher Corp. (s)
|
|
|
10,600
|
|
|
|
635,258
|
|
|
General Electric Co.
|
|
|
11,270
|
|
|
|
251,096
|
|
|
Legrand S.A.
|
|
|
3,555
|
|
|
|
161,342
|
|
5
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Electrical Equipment - continued
|
|
|
|
|
|
|
|
|
|
Mettler-Toledo International, Inc. (a)
|
|
|
1,050
|
|
|
$
|
223,157
|
|
|
MSC Industrial Direct Co., Inc., “A”
|
|
|
2,280
|
|
|
|
180,394
|
|
|
Pentair Ltd.
|
|
|
1,320
|
|
|
|
66,898
|
|
|
Schneider Electric S.A.
|
|
|
3,929
|
|
|
|
299,282
|
|
|
Sensata Technologies Holding B.V. (a)
|
|
|
5,720
|
|
|
|
192,993
|
|
|
Siemens AG
|
|
|
2,140
|
|
|
|
234,896
|
|
|
Spectris PLC
|
|
|
1,529
|
|
|
|
53,689
|
|
|
TriMas Corp. (a)
|
|
|
1,360
|
|
|
|
42,010
|
|
|
Tyco International Ltd.
|
|
|
8,130
|
|
|
|
245,770
|
|
|
W.W. Grainger, Inc.
|
|
|
870
|
|
|
|
189,503
|
|
|
WESCO International, Inc. (a)
|
|
|
1,500
|
|
|
|
109,395
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
3,238,955
|
|
|
Electronics - 1.7%
|
|
|
|
|
|
|
|
|
|
Altera Corp.
|
|
|
9,310
|
|
|
$
|
311,140
|
|
|
Analog Devices, Inc.
|
|
|
1,020
|
|
|
|
44,513
|
|
|
ASM International N.V.
|
|
|
690
|
|
|
|
27,507
|
|
|
ASML Holding N.V.
|
|
|
509
|
|
|
|
38,221
|
|
|
ASML Holding N.V.
|
|
|
497
|
|
|
|
37,318
|
|
|
Broadcom Corp., “A”
|
|
|
940
|
|
|
|
30,503
|
|
|
Halma PLC
|
|
|
7,548
|
|
|
|
55,115
|
|
|
Hirose Electric Co. Ltd.
|
|
|
400
|
|
|
|
47,548
|
|
|
Intel Corp.
|
|
|
10,630
|
|
|
|
223,655
|
|
|
JDS Uniphase Corp. (a)
|
|
|
5,610
|
|
|
|
81,401
|
|
|
Linear Technology Corp.
|
|
|
4,090
|
|
|
|
149,776
|
|
|
Mellanox Technologies Ltd. (a)
|
|
|
1,850
|
|
|
|
98,457
|
|
|
Microchip Technology, Inc.
|
|
|
8,040
|
|
|
|
268,938
|
|
|
Monolithic Power Systems, Inc.
|
|
|
2,440
|
|
|
|
56,852
|
|
|
Samsung Electronics Co. Ltd.
|
|
|
66
|
|
|
|
87,764
|
|
|
Siliconware Precision Industries Co. Ltd., ADR
|
|
|
19,234
|
|
|
|
98,670
|
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
|
|
28,654
|
|
|
|
98,501
|
|
|
Taiwan Semiconductor Manufacturing Co. Ltd., ADR
|
|
|
13,542
|
|
|
|
240,235
|
|
|
Ultratech, Inc. (a)
|
|
|
1,640
|
|
|
|
66,797
|
|
|
Universal Display Corp. (a)
|
|
|
440
|
|
|
|
12,241
|
|
|
Veeco Instruments, Inc. (a)
|
|
|
2,290
|
|
|
|
72,019
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,147,171
|
|
|
Energy - Independent - 2.2%
|
|
|
|
|
|
|
|
|
|
Anadarko Petroleum Corp.
|
|
|
1,170
|
|
|
$
|
93,623
|
|
|
Apache Corp.
|
|
|
610
|
|
|
|
51,094
|
|
|
Berry Petroleum Corp., “A”
|
|
|
720
|
|
|
|
26,510
|
|
|
Cabot Oil & Gas Corp.
|
|
|
8,313
|
|
|
|
438,760
|
|
|
Cairn Energy PLC
|
|
|
15,875
|
|
|
|
72,260
|
|
|
Cenovus Energy, Inc.
|
|
|
2,240
|
|
|
|
74,360
|
|
|
CNOOC Ltd.
|
|
|
24,000
|
|
|
|
49,576
|
|
|
Concho Resources, Inc. (a)
|
|
|
950
|
|
|
|
86,659
|
|
|
CONSOL Energy, Inc.
|
|
|
730
|
|
|
|
22,878
|
|
|
Devon Energy Corp.
|
|
|
490
|
|
|
|
28,023
|
|
|
Energy XXI (Bermuda) Ltd.
|
|
|
2,395
|
|
|
|
75,011
|
|
|
EOG Resources, Inc.
|
|
|
2,060
|
|
|
|
257,459
|
|
|
EQT Corp.
|
|
|
2,560
|
|
|
|
152,090
|
|
|
HollyFrontier Corp.
|
|
|
2,370
|
|
|
|
123,761
|
|
|
INPEX Corp.
|
|
|
23
|
|
|
|
133,304
|
|
|
Marathon Petroleum Corp.
|
|
|
650
|
|
|
|
48,237
|
|
|
Noble Energy, Inc.
|
|
|
1,790
|
|
|
|
192,944
|
|
6
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Energy - Independent - continued
|
|
|
|
|
|
|
|
|
|
Occidental Petroleum Corp.
|
|
|
3,140
|
|
|
$
|
277,168
|
|
|
Pioneer Natural Resources Co.
|
|
|
1,738
|
|
|
|
204,285
|
|
|
QEP Resources, Inc.
|
|
|
1,242
|
|
|
|
36,453
|
|
|
Range Resources Corp.
|
|
|
1,110
|
|
|
|
74,559
|
|
|
Reliance Industries Ltd.
|
|
|
4,336
|
|
|
|
72,279
|
|
|
SM Energy Co.
|
|
|
1,910
|
|
|
|
111,086
|
|
|
Unit Corp. (a)
|
|
|
390
|
|
|
|
18,771
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,721,150
|
|
|
Energy - Integrated - 3.1%
|
|
|
|
|
|
|
|
|
|
BG Group PLC
|
|
|
13,517
|
|
|
$
|
240,105
|
|
|
BP PLC
|
|
|
64,381
|
|
|
|
476,590
|
|
|
Chevron Corp.
|
|
|
7,344
|
|
|
|
845,662
|
|
|
Exxon Mobil Corp. (s)
|
|
|
18,285
|
|
|
|
1,645,101
|
|
|
Royal Dutch Shell PLC, “A”
|
|
|
17,468
|
|
|
|
620,852
|
|
|
Suncor Energy, Inc.
|
|
|
1,275
|
|
|
|
43,335
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
3,871,645
|
|
|
Engineering - Construction - 0.4%
|
|
|
|
|
|
|
|
|
|
Fluor Corp.
|
|
|
3,520
|
|
|
$
|
228,202
|
|
|
JGC Corp.
|
|
|
8,000
|
|
|
|
226,497
|
|
|
Keppel Corp. Ltd.
|
|
|
8,200
|
|
|
|
76,193
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
530,892
|
|
|
Entertainment - 0.1%
|
|
|
|
|
|
|
|
|
|
AMC Networks, Inc., “A” (a)
|
|
|
1,080
|
|
|
$
|
61,528
|
|
|
Six Flags Entertainment Corp.
|
|
|
1,210
|
|
|
|
76,157
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
137,685
|
|
|
Food & Beverages - 3.8%
|
|
|
|
|
|
|
|
|
|
Booker Group PLC
|
|
|
29,301
|
|
|
$
|
48,888
|
|
|
Britvic PLC
|
|
|
12,981
|
|
|
|
92,398
|
|
|
Bunge Ltd.
|
|
|
1,440
|
|
|
|
114,710
|
|
|
Campbell Soup Co.
|
|
|
1,130
|
|
|
|
41,482
|
|
|
Chr. Hansen Holding A/S
|
|
|
2,447
|
|
|
|
86,618
|
|
|
Coca-Cola Co.
|
|
|
6,157
|
|
|
|
229,287
|
|
|
Coca-Cola Enterprises, Inc.
|
|
|
6,850
|
|
|
|
238,860
|
|
|
Dean Foods Co. (a)
|
|
|
4,400
|
|
|
|
80,564
|
|
|
Dr Pepper Snapple Group, Inc.
|
|
|
1,560
|
|
|
|
70,309
|
|
|
Flowers Foods, Inc.
|
|
|
1,450
|
|
|
|
38,976
|
|
|
General Mills, Inc.
|
|
|
8,240
|
|
|
|
345,586
|
|
|
Green Mountain Coffee Roasters, Inc. (a)
|
|
|
1,990
|
|
|
|
90,605
|
|
|
Groupe Danone
|
|
|
13,367
|
|
|
|
926,361
|
|
|
Ingredion, Inc.
|
|
|
2,367
|
|
|
|
156,388
|
|
|
ITO EN Ltd.
|
|
|
600
|
|
|
|
11,659
|
|
|
J.M. Smucker Co.
|
|
|
1,050
|
|
|
|
93,062
|
|
|
Kellogg Co.
|
|
|
530
|
|
|
|
31,005
|
|
|
Kerry Group PLC
|
|
|
1,591
|
|
|
|
83,494
|
|
|
M. Dias Branco S.A. Industria e Comercio de Alimentos
|
|
|
2,400
|
|
|
|
95,224
|
|
|
McCormick & Co., Inc.
|
|
|
250
|
|
|
|
15,588
|
|
|
Mead Johnson Nutrition Co., “A”
|
|
|
3,729
|
|
|
|
283,404
|
|
|
Mondelez International, Inc.
|
|
|
6,090
|
|
|
|
169,241
|
|
|
Nestle S.A.
|
|
|
12,580
|
|
|
|
883,316
|
|
|
PepsiCo, Inc. (s)
|
|
|
1,100
|
|
|
|
80,135
|
|
|
Smithfield Foods, Inc. (a)
|
|
|
4,350
|
|
|
|
101,399
|
|
7
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Food & Beverages - continued
|
|
|
|
|
|
|
|
|
|
Tate & Lyle PLC
|
|
|
2,380
|
|
|
$
|
30,669
|
|
|
Tyson Foods, Inc., “A”
|
|
|
9,120
|
|
|
|
201,734
|
|
|
Want Want China Holdings Ltd.
|
|
|
30,000
|
|
|
|
39,843
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
4,680,805
|
|
|
Food & Drug Stores - 1.1%
|
|
|
|
|
|
|
|
|
|
Alimentation Couche-Tard, Inc.
|
|
|
743
|
|
|
$
|
36,244
|
|
|
Brazil Pharma S.A.
|
|
|
4,200
|
|
|
|
31,004
|
|
|
Cosmos Pharmaceutical Corp.
|
|
|
836
|
|
|
|
89,501
|
|
|
CP All PLC
|
|
|
29,000
|
|
|
|
45,464
|
|
|
CVS Caremark Corp.
|
|
|
8,240
|
|
|
|
421,888
|
|
|
Dairy Farm International Holdings Ltd.
|
|
|
1,800
|
|
|
|
21,960
|
|
|
Kroger Co.
|
|
|
10,942
|
|
|
|
303,093
|
|
|
Lawson, Inc.
|
|
|
3,600
|
|
|
|
261,009
|
|
|
Sundrug Co. Ltd.
|
|
|
800
|
|
|
|
30,095
|
|
|
Walgreen Co.
|
|
|
3,720
|
|
|
|
148,651
|
|
|
Wumart Stores, Inc.
|
|
|
11,000
|
|
|
|
21,900
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,410,809
|
|
|
Gaming & Lodging - 0.5%
|
|
|
|
|
|
|
|
|
|
Las Vegas Sands Corp.
|
|
|
1,580
|
|
|
$
|
87,295
|
|
|
Norwegian Cruise Line Holdings Ltd. (a)
|
|
|
1,980
|
|
|
|
52,213
|
|
|
Sands China Ltd.
|
|
|
49,200
|
|
|
|
248,049
|
|
|
Wynn Resorts Ltd.
|
|
|
1,672
|
|
|
|
209,368
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
596,925
|
|
|
General Merchandise - 1.1%
|
|
|
|
|
|
|
|
|
|
Clicks Group Ltd.
|
|
|
10,845
|
|
|
$
|
72,745
|
|
|
Costco Wholesale Corp.
|
|
|
931
|
|
|
|
95,279
|
|
|
Dillard’s, Inc.
|
|
|
840
|
|
|
|
70,904
|
|
|
Dollar General Corp. (a)
|
|
|
1,082
|
|
|
|
50,010
|
|
|
Dollarama, Inc.
|
|
|
600
|
|
|
|
36,503
|
|
|
Five Below, Inc. (a)
|
|
|
4,100
|
|
|
|
151,700
|
|
|
Hudson’s Bay Co.
|
|
|
1,860
|
|
|
|
31,236
|
|
|
Kohl’s Corp.
|
|
|
2,170
|
|
|
|
100,449
|
|
|
Lojas Renner S.A.
|
|
|
600
|
|
|
|
24,017
|
|
|
Macy’s, Inc.
|
|
|
7,030
|
|
|
|
277,755
|
|
|
Target Corp.
|
|
|
7,330
|
|
|
|
442,805
|
|
|
Wal-Mart Stores, Inc.
|
|
|
831
|
|
|
|
58,128
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,411,531
|
|
|
Health Maintenance Organizations - 0.2%
|
|
|
|
|
|
|
|
|
|
Centene Corp. (a)
|
|
|
390
|
|
|
$
|
16,832
|
|
|
UnitedHealth Group, Inc.
|
|
|
2,940
|
|
|
|
162,317
|
|
|
WellPoint, Inc.
|
|
|
1,930
|
|
|
|
125,103
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
304,252
|
|
|
Insurance - 3.4%
|
|
|
|
|
|
|
|
|
|
ACE Ltd.
|
|
|
3,110
|
|
|
$
|
265,376
|
|
|
Aflac, Inc.
|
|
|
2,390
|
|
|
|
126,813
|
|
|
AIA Group Ltd.
|
|
|
56,200
|
|
|
|
223,556
|
|
|
Allied World Assurance Co.
|
|
|
1,520
|
|
|
|
128,942
|
|
|
American International Group, Inc. (a)
|
|
|
9,673
|
|
|
|
365,930
|
|
|
Amlin PLC
|
|
|
18,006
|
|
|
|
109,547
|
|
|
Aon PLC
|
|
|
2,390
|
|
|
|
137,999
|
|
8
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Insurance - continued
|
|
|
|
|
|
|
|
|
|
Assurant, Inc.
|
|
|
1,290
|
|
|
$
|
49,330
|
|
|
Berkshire Hathaway, Inc., “B” (a)
|
|
|
140
|
|
|
|
13,570
|
|
|
Catlin Group Ltd.
|
|
|
4,049
|
|
|
|
33,553
|
|
|
Chubb Corp.
|
|
|
750
|
|
|
|
60,233
|
|
|
Delta Lloyd N.V.
|
|
|
5,250
|
|
|
|
103,291
|
|
|
Euler Hermes
|
|
|
285
|
|
|
|
25,443
|
|
|
Everest Re Group Ltd.
|
|
|
2,490
|
|
|
|
288,367
|
|
|
Genworth Financial, Inc. (a)
|
|
|
2,130
|
|
|
|
19,532
|
|
|
Hanover Insurance Group, Inc.
|
|
|
820
|
|
|
|
34,079
|
|
|
Hartford Financial Services Group, Inc.
|
|
|
1,070
|
|
|
|
26,536
|
|
|
Hiscox Ltd.
|
|
|
23,421
|
|
|
|
176,071
|
|
|
ING Groep N.V. (a)
|
|
|
25,902
|
|
|
|
261,979
|
|
|
Jardine Lloyd Thompson Group PLC
|
|
|
2,486
|
|
|
|
30,951
|
|
|
MetLife, Inc.
|
|
|
11,330
|
|
|
|
423,062
|
|
|
Protective Life Corp.
|
|
|
1,150
|
|
|
|
36,386
|
|
|
Prudential Financial, Inc.
|
|
|
7,590
|
|
|
|
439,309
|
|
|
Sony Financial Holdings, Inc.
|
|
|
5,900
|
|
|
|
99,618
|
|
|
Storebrand A.S.A. (a)
|
|
|
12,357
|
|
|
|
63,358
|
|
|
Swiss Re Ltd.
|
|
|
2,766
|
|
|
|
205,919
|
|
|
Symetra Financial Corp.
|
|
|
2,390
|
|
|
|
33,341
|
|
|
Travelers Cos., Inc.
|
|
|
1,410
|
|
|
|
110,629
|
|
|
Unum Group
|
|
|
1,380
|
|
|
|
32,168
|
|
|
Validus Holdings Ltd.
|
|
|
6,012
|
|
|
|
218,897
|
|
|
Zurich Insurance Group AG
|
|
|
370
|
|
|
|
106,440
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
4,250,225
|
|
|
Internet - 1.6%
|
|
|
|
|
|
|
|
|
|
AOL, Inc.
|
|
|
1,530
|
|
|
$
|
46,895
|
|
|
eBay, Inc. (a)
|
|
|
4,340
|
|
|
|
242,736
|
|
|
Facebook, Inc., “A “ (a)
|
|
|
1,420
|
|
|
|
43,977
|
|
|
Google, Inc., “A” (a)
|
|
|
1,362
|
|
|
|
1,029,250
|
|
|
LinkedIn Corp., “A” (a)
|
|
|
890
|
|
|
|
110,173
|
|
|
Millennial Media, Inc. (a)
|
|
|
2,490
|
|
|
|
28,735
|
|
|
Rackspace Hosting, Inc. (a)
|
|
|
2,680
|
|
|
|
201,938
|
|
|
Shutterfly, Inc. (a)
|
|
|
1,720
|
|
|
|
56,898
|
|
|
Yahoo Japan Corp.
|
|
|
391
|
|
|
|
153,715
|
|
|
Yahoo!, Inc. (a)
|
|
|
5,240
|
|
|
|
102,861
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,017,178
|
|
|
Leisure & Toys - 0.3%
|
|
|
|
|
|
|
|
|
|
Activision Blizzard, Inc.
|
|
|
2,230
|
|
|
$
|
25,400
|
|
|
Brunswick Corp.
|
|
|
1,730
|
|
|
|
62,557
|
|
|
Hasbro, Inc.
|
|
|
2,420
|
|
|
|
90,435
|
|
|
Mattel, Inc.
|
|
|
1,190
|
|
|
|
44,780
|
|
|
Polaris Industries, Inc.
|
|
|
1,235
|
|
|
|
107,556
|
|
|
Sankyo Co. Ltd.
|
|
|
400
|
|
|
|
15,922
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
346,650
|
|
|
Machinery & Tools - 2.6%
|
|
|
|
|
|
|
|
|
|
Allison Transmission Holdings, Inc.
|
|
|
3,360
|
|
|
$
|
74,861
|
|
|
Burckhardt Compression Holding AG
|
|
|
249
|
|
|
|
87,966
|
|
|
Cummins, Inc.
|
|
|
3,320
|
|
|
|
381,236
|
|
|
Eaton Corp. PLC
|
|
|
3,810
|
|
|
|
216,980
|
|
|
Flowserve Corp.
|
|
|
320
|
|
|
|
50,166
|
|
|
GEA Group AG
|
|
|
4,815
|
|
|
|
174,559
|
|
9
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Machinery & Tools - continued
|
|
|
|
|
|
|
|
|
|
GLORY Ltd.
|
|
|
5,800
|
|
|
$
|
135,542
|
|
|
IPG Photonics Corp.
|
|
|
828
|
|
|
|
54,217
|
|
|
Joy Global, Inc.
|
|
|
8,113
|
|
|
|
512,498
|
|
|
Kennametal, Inc.
|
|
|
4,070
|
|
|
|
166,911
|
|
|
Kone Oyj, “B”
|
|
|
761
|
|
|
|
62,772
|
|
|
Neopost S.A.
|
|
|
1,136
|
|
|
|
64,783
|
|
|
Oshkosh Corp. (a)
|
|
|
2,460
|
|
|
|
96,383
|
|
|
Polypore International, Inc. (a)
|
|
|
2,620
|
|
|
|
101,106
|
|
|
Proto Labs, Inc. (a)
|
|
|
1,220
|
|
|
|
50,179
|
|
|
Roper Industries, Inc.
|
|
|
2,460
|
|
|
|
288,927
|
|
|
Schindler Holding AG
|
|
|
1,785
|
|
|
|
264,793
|
|
|
Sinotruk (Hong Kong) Ltd.
|
|
|
38,500
|
|
|
|
25,765
|
|
|
Spirax-Sarco Engineering PLC
|
|
|
2,270
|
|
|
|
81,293
|
|
|
Titan Machinery, Inc. (a)
|
|
|
1,250
|
|
|
|
36,138
|
|
|
United Rentals, Inc. (a)
|
|
|
910
|
|
|
|
46,064
|
|
|
WABCO Holdings, Inc. (a)
|
|
|
2,280
|
|
|
|
142,865
|
|
|
Weir Group PLC
|
|
|
2,510
|
|
|
|
78,980
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
3,194,984
|
|
|
Major Banks - 4.6%
|
|
|
|
|
|
|
|
|
|
Banco Santander S.A.
|
|
|
10,710
|
|
|
$
|
89,855
|
|
|
Bank of Ireland (a)
|
|
|
71,620
|
|
|
|
13,906
|
|
|
Bank of New York Mellon Corp.
|
|
|
5,040
|
|
|
|
136,886
|
|
|
Barclays PLC
|
|
|
60,039
|
|
|
|
286,618
|
|
|
BNP Paribas
|
|
|
3,898
|
|
|
|
244,576
|
|
|
BOC Hong Kong Holdings Ltd.
|
|
|
16,000
|
|
|
|
55,187
|
|
|
Comerica, Inc.
|
|
|
1,548
|
|
|
|
53,189
|
|
|
Goldman Sachs Group, Inc.
|
|
|
4,180
|
|
|
|
618,055
|
|
|
HSBC Holdings PLC
|
|
|
36,766
|
|
|
|
417,914
|
|
|
Huntington Bancshares, Inc.
|
|
|
6,750
|
|
|
|
46,980
|
|
|
JPMorgan Chase & Co. (s)
|
|
|
24,620
|
|
|
|
1,158,371
|
|
|
KeyCorp
|
|
|
6,790
|
|
|
|
63,826
|
|
|
Mitsubishi UFJ Financial Group, Inc.
|
|
|
17,600
|
|
|
|
100,274
|
|
|
Morgan Stanley
|
|
|
6,300
|
|
|
|
143,955
|
|
|
PNC Financial Services Group, Inc.
|
|
|
6,710
|
|
|
|
414,678
|
|
|
Regions Financial Corp.
|
|
|
5,250
|
|
|
|
40,845
|
|
|
Standard Chartered PLC
|
|
|
9,746
|
|
|
|
259,294
|
|
|
State Street Corp.
|
|
|
5,295
|
|
|
|
294,667
|
|
|
Sumitomo Mitsui Financial Group, Inc.
|
|
|
8,300
|
|
|
|
333,107
|
|
|
Wells Fargo & Co.
|
|
|
16,980
|
|
|
|
591,413
|
|
|
Westpac Banking Corp.
|
|
|
9,680
|
|
|
|
283,044
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
5,646,640
|
|
|
Medical & Health Technology & Services - 1.8%
|
|
|
|
|
|
|
|
|
|
Advisory Board Co. (a)
|
|
|
2,770
|
|
|
$
|
150,217
|
|
|
AmerisourceBergen Corp.
|
|
|
3,210
|
|
|
|
145,638
|
|
|
Brookdale Senior Living, Inc. (a)
|
|
|
1,470
|
|
|
|
39,705
|
|
|
Capital Senior Living Corp. (a)
|
|
|
1,810
|
|
|
|
38,426
|
|
|
Catamaran Corp. (a)
|
|
|
4,310
|
|
|
|
223,646
|
|
|
Cerner Corp. (a)
|
|
|
2,414
|
|
|
|
199,276
|
|
|
Diagnosticos da America S.A.
|
|
|
7,200
|
|
|
|
51,161
|
|
|
Express Scripts Holding Co. (a)
|
|
|
3,772
|
|
|
|
201,500
|
|
|
Fleury S.A.
|
|
|
1,600
|
|
|
|
17,877
|
|
|
Fresenius Medical Care AG & Co. KGaA
|
|
|
1,124
|
|
|
|
79,254
|
|
|
HCA Holdings, Inc.
|
|
|
8,272
|
|
|
|
311,441
|
|
10
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Medical & Health Technology & Services - continued
|
|
|
|
|
|
|
|
|
|
Health Management Associates, Inc., “A” (a)
|
|
|
3,750
|
|
|
$
|
39,150
|
|
|
Healthcare Services Group, Inc.
|
|
|
2,410
|
|
|
|
58,202
|
|
|
Henry Schein, Inc. (a)
|
|
|
2,030
|
|
|
|
175,270
|
|
|
HMS Holdings Corp. (a)
|
|
|
1,750
|
|
|
|
47,705
|
|
|
IDEXX Laboratories, Inc. (a)
|
|
|
730
|
|
|
|
69,503
|
|
|
Kobayashi Pharmaceutical Co. Ltd.
|
|
|
800
|
|
|
|
39,018
|
|
|
McKesson Corp.
|
|
|
1,211
|
|
|
|
127,434
|
|
|
Miraca Holdings, Inc.
|
|
|
4,700
|
|
|
|
196,080
|
|
|
Quest Diagnostics, Inc.
|
|
|
690
|
|
|
|
39,986
|
|
|
Universal Health Services, Inc.
|
|
|
370
|
|
|
|
20,957
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,271,446
|
|
|
Medical Equipment - 2.8%
|
|
|
|
|
|
|
|
|
|
Abbott Laboratories
|
|
|
7,529
|
|
|
$
|
255,083
|
|
|
Align Technology, Inc. (a)
|
|
|
2,720
|
|
|
|
85,299
|
|
|
Analogic Corp.
|
|
|
240
|
|
|
|
18,286
|
|
|
Becton, Dickinson & Co.
|
|
|
530
|
|
|
|
44,541
|
|
|
Cepheid, Inc. (a)
|
|
|
2,040
|
|
|
|
73,889
|
|
|
Conceptus, Inc. (a)
|
|
|
4,429
|
|
|
|
91,503
|
|
|
Cooper Cos., Inc.
|
|
|
2,241
|
|
|
|
227,125
|
|
|
Covidien PLC
|
|
|
7,326
|
|
|
|
456,703
|
|
|
DENTSPLY International, Inc.
|
|
|
1,480
|
|
|
|
61,805
|
|
|
DexCom, Inc. (a)
|
|
|
4,750
|
|
|
|
72,343
|
|
|
DIASORIN S.p.A.
|
|
|
1,807
|
|
|
|
70,441
|
|
|
Edwards Lifesciences Corp. (a)
|
|
|
1,200
|
|
|
|
107,916
|
|
|
Endologix, Inc. (a)
|
|
|
7,650
|
|
|
|
117,275
|
|
|
EnteroMedics, Inc. (a)
|
|
|
4,470
|
|
|
|
13,812
|
|
|
Essilor International S.A.
|
|
|
638
|
|
|
|
65,049
|
|
|
Globus Medical, Inc., “A” (a)
|
|
|
3,360
|
|
|
|
42,941
|
|
|
Intuitive Surgical, Inc. (a)
|
|
|
130
|
|
|
|
74,669
|
|
|
Medtronic, Inc.
|
|
|
4,240
|
|
|
|
197,584
|
|
|
Nihon Kohden Corp.
|
|
|
900
|
|
|
|
28,611
|
|
|
Novadaq Technologies, Inc. (a)
|
|
|
680
|
|
|
|
6,385
|
|
|
NxStage Medical, Inc. (a)
|
|
|
3,700
|
|
|
|
43,290
|
|
|
Pall Corp.
|
|
|
130
|
|
|
|
8,879
|
|
|
PerkinElmer, Inc.
|
|
|
1,570
|
|
|
|
55,327
|
|
|
Sirona Dental Systems, Inc. (a)
|
|
|
700
|
|
|
|
46,529
|
|
|
Sonova Holding AG
|
|
|
1,430
|
|
|
|
165,462
|
|
|
St. Jude Medical, Inc.
|
|
|
4,570
|
|
|
|
185,999
|
|
|
Stryker Corp.
|
|
|
1,310
|
|
|
|
82,072
|
|
|
Teleflex, Inc.
|
|
|
630
|
|
|
|
47,250
|
|
|
Thermo Fisher Scientific, Inc.
|
|
|
8,563
|
|
|
|
617,735
|
|
|
Uroplasty, Inc. (a)
|
|
|
5,580
|
|
|
|
14,508
|
|
|
Varian Medical Systems, Inc. (a)
|
|
|
490
|
|
|
|
34,619
|
|
|
Volcano Corp. (a)
|
|
|
1,440
|
|
|
|
36,058
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
3,448,988
|
|
|
Metals & Mining - 0.8%
|
|
|
|
|
|
|
|
|
|
Cliffs Natural Resources, Inc.
|
|
|
1,950
|
|
|
$
|
72,755
|
|
|
Globe Specialty Metals, Inc.
|
|
|
4,850
|
|
|
|
73,526
|
|
|
GrafTech International Ltd. (a)
|
|
|
5,860
|
|
|
|
56,256
|
|
|
Iluka Resources Ltd.
|
|
|
32,822
|
|
|
|
332,684
|
|
|
Molycorp, Inc. (a)
|
|
|
5,570
|
|
|
|
41,107
|
|
11
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Metals & Mining - continued
|
|
|
|
|
|
|
|
|
|
Rio Tinto Ltd.
|
|
|
1,431
|
|
|
$
|
99,025
|
|
|
Rio Tinto PLC
|
|
|
5,970
|
|
|
|
337,076
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,012,429
|
|
|
Natural Gas - Distribution - 0.3%
|
|
|
|
|
|
|
|
|
|
AGL Resources, Inc.
|
|
|
900
|
|
|
$
|
37,620
|
|
|
China Resources Gas Group Ltd.
|
|
|
16,000
|
|
|
|
35,485
|
|
|
GDF SUEZ
|
|
|
4,473
|
|
|
|
91,770
|
|
|
NorthWestern Corp.
|
|
|
940
|
|
|
|
34,771
|
|
|
Spectra Energy Corp.
|
|
|
4,500
|
|
|
|
125,010
|
|
|
Tokyo Gas Co. Ltd.
|
|
|
21,000
|
|
|
|
98,978
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
423,634
|
|
|
Natural Gas - Pipeline - 0.1%
|
|
|
|
|
|
|
|
|
|
Kinder Morgan, Inc.
|
|
|
2,758
|
|
|
$
|
103,315
|
|
|
|
|
|
|
Network & Telecom - 0.8%
|
|
|
|
|
|
|
|
|
|
Ericsson, Inc., “B”
|
|
|
35,074
|
|
|
$
|
408,232
|
|
|
Fortinet, Inc. (a)
|
|
|
3,980
|
|
|
|
93,888
|
|
|
Nokia Oyj
|
|
|
19,135
|
|
|
|
74,879
|
|
|
Qualcomm, Inc.
|
|
|
4,580
|
|
|
|
302,417
|
|
|
VTech Holdings Ltd.
|
|
|
8,100
|
|
|
|
93,320
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
972,736
|
|
|
Oil Services - 1.6%
|
|
|
|
|
|
|
|
|
|
Atwood Oceanics, Inc. (a)
|
|
|
1,900
|
|
|
$
|
100,263
|
|
|
Basic Energy Services, Inc. (a)
|
|
|
3,270
|
|
|
|
42,281
|
|
|
Cameron International Corp. (a)
|
|
|
4,350
|
|
|
|
275,399
|
|
|
Core Laboratories N.V.
|
|
|
510
|
|
|
|
65,096
|
|
|
Dresser-Rand Group, Inc. (a)
|
|
|
6,908
|
|
|
|
421,733
|
|
|
Ensco PLC, “A”
|
|
|
870
|
|
|
|
55,306
|
|
|
FMC Technologies, Inc. (a)
|
|
|
3,710
|
|
|
|
175,669
|
|
|
Halliburton Co.
|
|
|
2,000
|
|
|
|
81,360
|
|
|
Helmerich & Payne, Inc.
|
|
|
570
|
|
|
|
36,674
|
|
|
John Wood Group PLC
|
|
|
5,777
|
|
|
|
73,848
|
|
|
Key Energy Services, Inc. (a)
|
|
|
5,170
|
|
|
|
42,032
|
|
|
Noble Corp.
|
|
|
510
|
|
|
|
20,655
|
|
|
Oil States International, Inc. (a)
|
|
|
1,220
|
|
|
|
94,648
|
|
|
Saipem S.p.A.
|
|
|
2,608
|
|
|
|
74,010
|
|
|
Schlumberger Ltd.
|
|
|
1,826
|
|
|
|
142,519
|
|
|
Schoeller-Bleckmann Nooter Apparatetechnik GMBH
|
|
|
956
|
|
|
|
95,797
|
|
|
Superior Energy Services, Inc. (a)
|
|
|
5,200
|
|
|
|
129,844
|
|
|
Technip
|
|
|
280
|
|
|
|
30,361
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,957,495
|
|
|
Other Banks & Diversified Financials - 3.7%
|
|
|
|
|
|
|
|
|
|
Aeon Credit Service Co. Ltd.
|
|
|
3,800
|
|
|
$
|
78,705
|
|
|
Air Lease Corp. (a)
|
|
|
1,240
|
|
|
|
29,599
|
|
|
American Express Co.
|
|
|
2,930
|
|
|
|
172,313
|
|
|
Anglo Irish Bank Corp. PLC (a)
|
|
|
10,470
|
|
|
|
0
|
|
|
Banco Santander Chile, ADR
|
|
|
1,486
|
|
|
|
44,877
|
|
|
Brookline Bancorp, Inc.
|
|
|
2,120
|
|
|
|
18,677
|
|
|
Capital One Financial Corp.
|
|
|
1,360
|
|
|
|
76,595
|
|
|
CapitalSource, Inc.
|
|
|
3,930
|
|
|
|
31,872
|
|
|
Chiba Bank Ltd.
|
|
|
16,000
|
|
|
|
99,732
|
|
12
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Other Banks & Diversified Financials - continued
|
|
|
|
|
|
|
|
|
|
CIT Group, Inc. (a)
|
|
|
1,110
|
|
|
$
|
47,009
|
|
|
Citigroup, Inc.
|
|
|
11,419
|
|
|
|
481,425
|
|
|
Credicorp Ltd.
|
|
|
948
|
|
|
|
148,580
|
|
|
DBS Group Holdings Ltd.
|
|
|
7,000
|
|
|
|
84,612
|
|
|
Discover Financial Services
|
|
|
12,308
|
|
|
|
472,504
|
|
|
DNB A.S.A.
|
|
|
6,618
|
|
|
|
92,554
|
|
|
Erste Group Bank AG (a)
|
|
|
5,882
|
|
|
|
197,947
|
|
|
Fifth Third Bancorp
|
|
|
4,070
|
|
|
|
66,300
|
|
|
First Republic Bank
|
|
|
400
|
|
|
|
14,276
|
|
|
Grupo Financiero Santander Mexico S.A.B. de C.V., ADR (a)
|
|
|
5,810
|
|
|
|
90,346
|
|
|
Hachijuni Bank Ltd.
|
|
|
3,000
|
|
|
|
15,025
|
|
|
HDFC Bank Ltd.
|
|
|
5,068
|
|
|
|
61,270
|
|
|
HDFC Bank Ltd., ADR
|
|
|
1,410
|
|
|
|
56,710
|
|
|
ICICI Bank Ltd.
|
|
|
2,339
|
|
|
|
52,380
|
|
|
Itau Unibanco Holding S.A., ADR
|
|
|
7,500
|
|
|
|
129,225
|
|
|
Joyo Bank Ltd.
|
|
|
4,000
|
|
|
|
18,765
|
|
|
Julius Baer Group Ltd.
|
|
|
2,684
|
|
|
|
109,861
|
|
|
Jyske Bank (a)
|
|
|
2,066
|
|
|
|
67,304
|
|
|
KBC Group N.V.
|
|
|
2,691
|
|
|
|
106,089
|
|
|
MasterCard, Inc., “A”
|
|
|
793
|
|
|
|
411,091
|
|
|
North Pacific Ltd. (a)
|
|
|
6,600
|
|
|
|
21,075
|
|
|
PT Bank Mandiri (Persero) Tbk.
|
|
|
51,000
|
|
|
|
47,387
|
|
|
PT Bank Rakyat Indonesia (Persero) Tbk.
|
|
|
150,500
|
|
|
|
122,841
|
|
|
Sberbank of Russia, ADR
|
|
|
3,184
|
|
|
|
46,964
|
|
|
Siam Commercial Bank Public Co. Ltd.
|
|
|
18,700
|
|
|
|
112,250
|
|
|
SunTrust Banks, Inc.
|
|
|
4,270
|
|
|
|
121,140
|
|
|
Sydbank A/S (a)
|
|
|
706
|
|
|
|
13,928
|
|
|
UniCredit S.p.A (a)
|
|
|
25,380
|
|
|
|
163,896
|
|
|
Unione di Banche Italiane S.c.p.A.
|
|
|
2,513
|
|
|
|
13,123
|
|
|
Visa, Inc., “A”
|
|
|
3,129
|
|
|
|
494,100
|
|
|
Western Union Co.
|
|
|
4,080
|
|
|
|
58,058
|
|
|
Zions Bancorporation
|
|
|
1,660
|
|
|
|
38,711
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
4,529,116
|
|
|
Pharmaceuticals - 4.4%
|
|
|
|
|
|
|
|
|
|
AbbVie, Inc.
|
|
|
5,669
|
|
|
$
|
207,996
|
|
|
Allergan, Inc.
|
|
|
760
|
|
|
|
79,808
|
|
|
Auxilium Pharmaceuticals, Inc. (a)
|
|
|
1,350
|
|
|
|
24,840
|
|
|
Bayer AG
|
|
|
4,053
|
|
|
|
399,970
|
|
|
Bristol-Myers Squibb Co.
|
|
|
610
|
|
|
|
22,045
|
|
|
Eli Lilly & Co.
|
|
|
1,790
|
|
|
|
96,105
|
|
|
Genomma Lab Internacional S.A., “B” (a)
|
|
|
41,593
|
|
|
|
94,965
|
|
|
GlaxoSmithKline PLC
|
|
|
18,306
|
|
|
|
419,677
|
|
|
Hisamitsu Pharmaceutical Co., Inc.
|
|
|
200
|
|
|
|
10,706
|
|
|
Johnson & Johnson
|
|
|
11,370
|
|
|
|
840,470
|
|
|
Kythera Biopharmaceuticals, Inc. (a)
|
|
|
680
|
|
|
|
19,020
|
|
|
Merck & Co., Inc.
|
|
|
6,180
|
|
|
|
267,285
|
|
|
Novartis AG
|
|
|
4,700
|
|
|
|
320,202
|
|
|
Novo Nordisk A/S, “B”
|
|
|
464
|
|
|
|
85,374
|
|
|
Perrigo Co.
|
|
|
2,800
|
|
|
|
281,428
|
|
|
Pfizer, Inc.
|
|
|
35,439
|
|
|
|
966,776
|
|
|
Roche Holding AG
|
|
|
3,017
|
|
|
|
667,682
|
|
|
Santen Pharmaceutical Co. Ltd.
|
|
|
7,200
|
|
|
|
296,440
|
|
|
United Therapeutics Corp. (a)
|
|
|
1,168
|
|
|
|
62,944
|
|
13
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals - continued
|
|
|
|
|
|
|
|
|
|
Valeant Pharmaceuticals International, Inc. (a)
|
|
|
2,130
|
|
|
$
|
141,262
|
|
|
Zoetis, Inc. (a)
|
|
|
2,560
|
|
|
|
66,560
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
5,371,555
|
|
|
Pollution Control - 0.1%
|
|
|
|
|
|
|
|
|
|
Stericycle, Inc. (a)
|
|
|
460
|
|
|
$
|
43,401
|
|
|
Waste Connections, Inc.
|
|
|
1,270
|
|
|
|
45,745
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
89,146
|
|
|
Precious Metals & Minerals - 0.1%
|
|
|
|
|
|
|
|
|
|
Colossus Minerals, Inc. (a)
|
|
|
2,770
|
|
|
$
|
11,359
|
|
|
Goldcorp, Inc.
|
|
|
810
|
|
|
|
28,529
|
|
|
Newcrest Mining Ltd.
|
|
|
3,740
|
|
|
|
91,262
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
131,150
|
|
|
Printing & Publishing - 0.2%
|
|
|
|
|
|
|
|
|
|
McGraw-Hill Cos., Inc.
|
|
|
790
|
|
|
$
|
45,441
|
|
|
Moody’s Corp.
|
|
|
1,010
|
|
|
|
55,368
|
|
|
Pearson PLC
|
|
|
4,090
|
|
|
|
77,452
|
|
|
UBM PLC
|
|
|
2,362
|
|
|
|
28,171
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
206,432
|
|
|
Railroad & Shipping - 0.8%
|
|
|
|
|
|
|
|
|
|
Canadian National Railway Co.
|
|
|
1,810
|
|
|
$
|
173,145
|
|
|
Diana Shipping, Inc. (a)
|
|
|
11,050
|
|
|
|
96,356
|
|
|
East Japan Railway Co.
|
|
|
1,300
|
|
|
|
87,856
|
|
|
Kansas City Southern Co.
|
|
|
2,450
|
|
|
|
228,120
|
|
|
Kuehne & Nagel International AG
|
|
|
1,470
|
|
|
|
172,675
|
|
|
Navios Maritime Holdings, Inc.
|
|
|
6,320
|
|
|
|
23,637
|
|
|
Union Pacific Corp.
|
|
|
1,883
|
|
|
|
247,539
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,029,328
|
|
|
Real Estate - 0.9%
|
|
|
|
|
|
|
|
|
|
Annaly Mortgage Management, Inc., REIT
|
|
|
1,980
|
|
|
$
|
29,443
|
|
|
Ascendas Real Estate Investment Trust, REIT
|
|
|
59,000
|
|
|
|
120,608
|
|
|
Big Yellow Group PLC, REIT
|
|
|
4,090
|
|
|
|
24,001
|
|
|
BioMed Realty Trust, Inc., REIT
|
|
|
2,290
|
|
|
|
46,602
|
|
|
DDR Corp., REIT
|
|
|
1,770
|
|
|
|
29,364
|
|
|
Deutsche Wohnen AG
|
|
|
4,508
|
|
|
|
86,795
|
|
|
EPR Properties, REIT
|
|
|
890
|
|
|
|
41,705
|
|
|
Equity Lifestyle Properties, Inc., REIT
|
|
|
580
|
|
|
|
41,528
|
|
|
GSW Immobilien AG
|
|
|
2,978
|
|
|
|
127,088
|
|
|
Hang Lung Properties Ltd.
|
|
|
16,000
|
|
|
|
60,345
|
|
|
Midland Holdings Ltd.
|
|
|
130,000
|
|
|
|
66,212
|
|
|
Mitsubishi Estate Co. Ltd.
|
|
|
5,000
|
|
|
|
121,056
|
|
|
Public Storage, Inc., REIT
|
|
|
270
|
|
|
|
41,561
|
|
|
Simon Property Group, Inc., REIT
|
|
|
419
|
|
|
|
67,115
|
|
|
Supalai PLC
|
|
|
78,200
|
|
|
|
50,350
|
|
|
TAG Immobilien AG
|
|
|
3,970
|
|
|
|
48,164
|
|
|
Vornado Realty Trust, REIT
|
|
|
780
|
|
|
|
65,879
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,067,816
|
|
|
Restaurants - 1.1%
|
|
|
|
|
|
|
|
|
|
Ajisen (China) Holdings Ltd.
|
|
|
59,000
|
|
|
$
|
45,113
|
|
|
Arcos Dorados Holdings, Inc.
|
|
|
22,452
|
|
|
|
308,490
|
|
14
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Restaurants - continued
|
|
|
|
|
|
|
|
|
|
Bloomin Brands, Inc. (a)
|
|
|
2,250
|
|
|
$
|
41,783
|
|
|
Chipotle Mexican Grill, Inc., “A” (a)
|
|
|
80
|
|
|
|
24,561
|
|
|
Chuy’s Holdings, Inc. (a)
|
|
|
3,060
|
|
|
|
86,843
|
|
|
Dunkin Brands Group, Inc.
|
|
|
1,060
|
|
|
|
38,701
|
|
|
McDonald’s Corp.
|
|
|
3,790
|
|
|
|
361,149
|
|
|
Starbucks Corp.
|
|
|
4,730
|
|
|
|
265,448
|
|
|
Whitbread PLC
|
|
|
2,483
|
|
|
|
101,208
|
|
|
YUM! Brands, Inc.
|
|
|
691
|
|
|
|
44,872
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,318,168
|
|
|
Special Products & Services - 0.1%
|
|
|
|
|
|
|
|
|
|
Filtrona PLC
|
|
|
8,193
|
|
|
$
|
74,846
|
|
|
|
|
|
|
Specialty Chemicals - 1.9%
|
|
|
|
|
|
|
|
|
|
Air Products & Chemicals, Inc.
|
|
|
1,190
|
|
|
$
|
104,042
|
|
|
Airgas, Inc.
|
|
|
5,450
|
|
|
|
519,058
|
|
|
Akzo Nobel N.V.
|
|
|
4,624
|
|
|
|
316,372
|
|
|
Albemarle Corp.
|
|
|
1,180
|
|
|
|
72,346
|
|
|
Chugoku Marine Paints Ltd.
|
|
|
3,000
|
|
|
|
15,813
|
|
|
Croda International PLC
|
|
|
1,355
|
|
|
|
52,092
|
|
|
Elementis PLC
|
|
|
26,389
|
|
|
|
88,393
|
|
|
FMC Corp.
|
|
|
950
|
|
|
|
58,397
|
|
|
Kansai Paint Co. Ltd.
|
|
|
6,000
|
|
|
|
66,729
|
|
|
L’Air Liquide S.A.
|
|
|
601
|
|
|
|
76,822
|
|
|
Linde AG
|
|
|
2,014
|
|
|
|
367,531
|
|
|
Nippon Paint Co. Ltd.
|
|
|
4,000
|
|
|
|
35,956
|
|
|
Praxair, Inc.
|
|
|
542
|
|
|
|
59,821
|
|
|
Rockwood Holdings, Inc.
|
|
|
2,930
|
|
|
|
160,359
|
|
|
Sika AG
|
|
|
48
|
|
|
|
121,101
|
|
|
Symrise AG
|
|
|
5,791
|
|
|
|
204,871
|
|
|
Tronox Ltd., “A”
|
|
|
1,950
|
|
|
|
36,953
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,356,656
|
|
|
Specialty Stores - 2.2%
|
|
|
|
|
|
|
|
|
|
ABC-Mart, Inc.
|
|
|
1,400
|
|
|
$
|
53,278
|
|
|
Advance Auto Parts, Inc.
|
|
|
660
|
|
|
|
48,523
|
|
|
Amazon.com, Inc. (a)
|
|
|
674
|
|
|
|
178,947
|
|
|
American Eagle Outfitters, Inc.
|
|
|
5,821
|
|
|
|
117,642
|
|
|
AutoZone, Inc. (a)
|
|
|
681
|
|
|
|
251,766
|
|
|
Bed Bath & Beyond, Inc. (a)
|
|
|
2,640
|
|
|
|
154,968
|
|
|
Children’s Place Retail Store, Inc. (a)
|
|
|
2,020
|
|
|
|
100,677
|
|
|
Citi Trends, Inc. (a)
|
|
|
2,910
|
|
|
|
37,655
|
|
|
Esprit Holdings Ltd.
|
|
|
26,821
|
|
|
|
37,281
|
|
|
Express, Inc. (a)
|
|
|
5,560
|
|
|
|
102,193
|
|
|
Gap, Inc.
|
|
|
583
|
|
|
|
19,052
|
|
|
Hennes & Mauritz AB, “B”
|
|
|
2,780
|
|
|
|
102,405
|
|
|
Industria de Diseno Textil S.A.
|
|
|
545
|
|
|
|
76,368
|
|
|
Monro Muffler Brake, Inc.
|
|
|
1,750
|
|
|
|
63,385
|
|
|
NEXT PLC
|
|
|
1,134
|
|
|
|
72,984
|
|
|
Nitori Co. Ltd.
|
|
|
700
|
|
|
|
53,508
|
|
|
PetSmart, Inc.
|
|
|
1,540
|
|
|
|
100,731
|
|
|
Ross Stores, Inc.
|
|
|
3,422
|
|
|
|
204,293
|
|
|
rue21, Inc. (a)
|
|
|
1,390
|
|
|
|
41,297
|
|
|
Sally Beauty Holdings, Inc. (a)
|
|
|
730
|
|
|
|
19,374
|
|
|
Staples, Inc.
|
|
|
4,030
|
|
|
|
54,324
|
|
15
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
Specialty Stores - continued
|
|
|
|
|
|
|
|
|
|
Tiffany & Co.
|
|
|
4,720
|
|
|
$
|
310,340
|
|
|
Tile Shop Holdings, Inc. (a)
|
|
|
650
|
|
|
|
11,954
|
|
|
Tractor Supply Co.
|
|
|
1,300
|
|
|
|
134,771
|
|
|
Urban Outfitters, Inc. (a)
|
|
|
6,436
|
|
|
|
275,396
|
|
|
Zumiez, Inc. (a)
|
|
|
3,000
|
|
|
|
63,300
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,686,412
|
|
|
Telecommunications - Wireless - 1.4%
|
|
|
|
|
|
|
|
|
|
American Tower Corp., REIT
|
|
|
8,269
|
|
|
$
|
629,684
|
|
|
KDDI Corp.
|
|
|
5,900
|
|
|
|
438,734
|
|
|
MTN Group Ltd.
|
|
|
2,080
|
|
|
|
40,717
|
|
|
NTT DoCoMo, Inc.
|
|
|
62
|
|
|
|
94,175
|
|
|
SBA Communications Corp. (a)
|
|
|
410
|
|
|
|
28,561
|
|
|
TIM Participacoes S.A., ADR
|
|
|
3,323
|
|
|
|
73,106
|
|
|
Vodafone Group PLC
|
|
|
174,648
|
|
|
|
476,703
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,781,680
|
|
|
Telephone Services - 1.4%
|
|
|
|
|
|
|
|
|
|
AT&T, Inc.
|
|
|
10,200
|
|
|
$
|
354,858
|
|
|
Bezeq - The Israel Telecommunication Corp. Ltd.
|
|
|
45,960
|
|
|
|
53,940
|
|
|
British Telecom Group, PLC
|
|
|
17,360
|
|
|
|
68,447
|
|
|
CenturyLink, Inc.
|
|
|
5,107
|
|
|
|
206,578
|
|
|
China Unicom (Hong Kong) Ltd.
|
|
|
106,000
|
|
|
|
170,302
|
|
|
Deutsche Telekom AG
|
|
|
6,620
|
|
|
|
81,383
|
|
|
Frontier Communications Corp.
|
|
|
9,980
|
|
|
|
45,609
|
|
|
Royal KPN N.V.
|
|
|
2,798
|
|
|
|
15,751
|
|
|
TDC A.S.
|
|
|
10,303
|
|
|
|
78,847
|
|
|
Telecom Italia S.p.A.
|
|
|
157,292
|
|
|
|
134,550
|
|
|
Verizon Communications, Inc.
|
|
|
11,297
|
|
|
|
492,662
|
|
|
Windstream Corp.
|
|
|
5,830
|
|
|
|
56,784
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,759,711
|
|
|
Tobacco - 1.8%
|
|
|
|
|
|
|
|
|
|
Altria Group, Inc.
|
|
|
2,968
|
|
|
$
|
99,962
|
|
|
British American Tobacco PLC
|
|
|
3,208
|
|
|
|
167,035
|
|
|
Japan Tobacco, Inc.
|
|
|
19,500
|
|
|
|
607,103
|
|
|
Lorillard, Inc.
|
|
|
9,090
|
|
|
|
355,146
|
|
|
Philip Morris International, Inc.
|
|
|
9,421
|
|
|
|
830,555
|
|
|
Schweitzer-Mauduit International, Inc.
|
|
|
770
|
|
|
|
31,370
|
|
|
Swedish Match AB
|
|
|
3,782
|
|
|
|
141,932
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
2,233,103
|
|
|
Trucking - 0.9%
|
|
|
|
|
|
|
|
|
|
Atlas Air Worldwide Holdings, Inc. (a)
|
|
|
1,669
|
|
|
$
|
75,255
|
|
|
Celadon Group, Inc.
|
|
|
1,290
|
|
|
|
25,555
|
|
|
DSV A.S.
|
|
|
4,370
|
|
|
|
112,139
|
|
|
Expeditors International of Washington, Inc.
|
|
|
6,170
|
|
|
|
264,693
|
|
|
Swift Transportation Co. (a)
|
|
|
8,360
|
|
|
|
114,198
|
|
|
United Parcel Service, Inc., “B”
|
|
|
3,380
|
|
|
|
268,000
|
|
|
Yamato Holdings Co. Ltd.
|
|
|
16,600
|
|
|
|
279,011
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,138,851
|
|
|
Utilities - Electric Power - 1.5%
|
|
|
|
|
|
|
|
|
|
AES Corp.
|
|
|
30,240
|
|
|
$
|
327,802
|
|
|
American Electric Power Co., Inc.
|
|
|
4,620
|
|
|
|
209,240
|
|
16
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
|
|
|
|
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Stocks - continued
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Utilities - Electric Power - continued
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Calpine Corp. (a)
|
|
|
|
|
|
|
|
|
|
|
1,560
|
|
|
$
|
30,779
|
|
|
CenterPoint Energy, Inc.
|
|
|
|
|
|
|
|
|
|
|
1,340
|
|
|
|
27,390
|
|
|
CEZ A.S.
|
|
|
|
|
|
|
|
|
|
|
425
|
|
|
|
13,764
|
|
|
CMS Energy Corp.
|
|
|
|
|
|
|
|
|
|
|
13,000
|
|
|
|
334,100
|
|
|
DTE Energy Co.
|
|
|
|
|
|
|
|
|
|
|
760
|
|
|
|
48,116
|
|
|
Duke Energy Corp.
|
|
|
|
|
|
|
|
|
|
|
730
|
|
|
|
50,180
|
|
|
Edison International
|
|
|
|
|
|
|
|
|
|
|
2,020
|
|
|
|
97,344
|
|
|
Energias do Brasil S.A.
|
|
|
|
|
|
|
|
|
|
|
16,700
|
|
|
|
102,229
|
|
|
Entergy Corp.
|
|
|
|
|
|
|
|
|
|
|
1,130
|
|
|
|
72,998
|
|
|
FirstEnergy Corp.
|
|
|
|
|
|
|
|
|
|
|
2,920
|
|
|
|
118,231
|
|
|
Great Plains Energy, Inc.
|
|
|
|
|
|
|
|
|
|
|
2,500
|
|
|
|
53,500
|
|
|
Northeast Utilities
|
|
|
|
|
|
|
|
|
|
|
1,850
|
|
|
|
75,351
|
|
|
NRG Energy, Inc.
|
|
|
|
|
|
|
|
|
|
|
3,360
|
|
|
|
80,640
|
|
|
OGE Energy Corp.
|
|
|
|
|
|
|
|
|
|
|
500
|
|
|
|
29,355
|
|
|
PG&E Corp.
|
|
|
|
|
|
|
|
|
|
|
670
|
|
|
|
28,569
|
|
|
Portland General Electric Co.
|
|
|
|
|
|
|
|
|
|
|
900
|
|
|
|
25,848
|
|
|
PPL Corp.
|
|
|
|
|
|
|
|
|
|
|
500
|
|
|
|
15,145
|
|
|
Public Service Enterprise Group, Inc.
|
|
|
|
|
|
|
|
|
|
|
500
|
|
|
|
15,590
|
|
|
Tractebel Energia S.A., ADR
|
|
|
|
|
|
|
|
|
|
|
5,854
|
|
|
|
102,386
|
|
|
Wisconsin Energy Corp.
|
|
|
|
|
|
|
|
|
|
|
590
|
|
|
|
23,264
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,881,821
|
|
|
Utilities - Water - 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
American Water Works Co., Inc.
|
|
|
|
|
|
|
|
|
|
|
420
|
|
|
$
|
16,078
|
|
|
Suez Environnement
|
|
|
|
|
|
|
|
|
|
|
4,520
|
|
|
|
59,844
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
75,922
|
|
|
Total Common Stocks
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
107,058,961
|
|
|
|
|
|
|
|
|
Convertible Preferred Stocks - 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Aerospace - 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United Technologies Corp., 7.5%
|
|
|
|
|
|
|
|
|
|
|
160
|
|
|
$
|
9,110
|
|
|
|
|
|
|
|
|
Automotive - 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
General Motors Co., 4.75%
|
|
|
|
|
|
|
|
|
|
|
500
|
|
|
$
|
21,660
|
|
|
|
|
|
|
|
|
Utilities - Electric Power - 0.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PPL Corp., 9.5%
|
|
|
|
|
|
|
|
|
|
|
1,600
|
|
|
$
|
86,496
|
|
|
Total Convertible Preferred Stocks
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
117,266
|
|
|
|
|
|
|
|
|
|
|
Strike Price
|
|
|
First Exercise
|
|
|
|
|
|
|
|
|
Warrants - 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Natural Gas - Pipeline - 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Kinder Morgan, Inc. (1 share for 1 warrant) (a)
|
|
$
|
40
|
|
|
|
2/15/12
|
|
|
|
677
|
|
|
$
|
3,019
|
|
|
Issuer/Expiration Date/Strike Price
|
|
|
|
|
|
|
|
Number
of
Contracts
|
|
|
|
|
|
Call Options Purchased - 1.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 Index - March 2013 @ $1,450
|
|
|
|
|
|
|
|
|
|
$
|
182
|
|
|
$
|
1,053,780
|
|
|
S&P 500 Index - December 2013 @ $1,500
|
|
|
|
|
|
|
|
|
|
|
40
|
|
|
|
298,000
|
|
|
Total Call Options Purchased
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
1,351,780
|
|
17
Portfolio of Investments (unaudited) – continued
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Issuer
|
|
|
|
|
|
Shares/Par
|
|
|
Value ($)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money Market Funds - 5.4%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MFS Institutional Money Market Portfolio, 0.14%, at Net Asset Value (v)
|
|
|
|
|
|
|
6,711,279
|
|
|
$
|
6,711,279
|
|
|
Total Investments
|
|
|
|
|
|
|
|
|
|
$
|
115,242,305
|
|
|
Issuer/Expiration Date/Strike Price
|
|
|
|
|
|
Number
of
Contracts
|
|
|
|
|
|
Call Options Written - 0.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
JDS Uniphase Corp. - February 2013 @ $13
|
|
|
|
|
|
$
|
(5
|
)
|
|
$
|
(790
|
)
|
|
|
|
|
|
|
|
Other Assets, Less Liabilities - 6.6%
|
|
|
|
|
|
|
|
|
|
|
8,132,121
|
|
|
Net Assets - 100.0%
|
|
|
|
|
|
|
|
|
|
$
|
123,373,636
|
|
|
(a)
|
Non-income producing security.
|
|
(s)
|
Security or a portion of the security was pledged to cover collateral requirements for securities sold short and certain derivative transactions. At January 31, 2013, the
fund had no short sales outstanding.
|
|
(v)
|
Underlying affiliated fund 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.
|
The following abbreviations are used in this report and are defined:
|
|
|
|
|
ADR
|
|
American Depositary Receipt
|
|
BBSW
|
|
Bank Bill Swap Reference Rate
|
|
EURIBOR
|
|
Euro Interbank Offered Rate
|
|
IPS
|
|
International Preference Stock
|
|
LIBOR
|
|
London Interbank Offered Rate
|
|
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
|
|
BRL
|
|
Brazilian Real
|
|
CAD
|
|
Canadian Dollar
|
|
CHF
|
|
Swiss Franc
|
|
CNY
|
|
Chinese Yuan Renminbi
|
|
CZK
|
|
Czech Koruna
|
|
EUR
|
|
Euro
|
|
GBP
|
|
British Pound
|
|
HKD
|
|
Hong Kong Dollar
|
|
INR
|
|
Indian Rupee
|
|
JPY
|
|
Japanese Yen
|
|
KRW
|
|
Korean Won
|
|
MXN
|
|
Mexican Peso
|
|
MYR
|
|
Malaysian Ringgit
|
|
NOK
|
|
Norwegian Krone
|
|
NZD
|
|
New Zealand Dollar
|
|
PHP
|
|
Philippine Peso
|
|
PLN
|
|
Polish Zloty
|
|
SEK
|
|
Swedish Krona
|
|
SGD
|
|
Singapore Dollar
|
|
ZAR
|
|
South African Rand
|
18
Portfolio of Investments (unaudited) – continued
Derivative Contracts at 1/31/13
Forward Foreign Currency Exchange Contracts at 1/31/13
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Type
|
|
Currency
|
|
|
Counterparty
|
|
Contracts to
Deliver/Receive
|
|
Settlement
Date Range
|
|
In Exchange
For
|
|
|
Contracts
at Value
|
|
|
Net Unrealized
Appreciation
(Depreciation)
|
|
|
Asset Derivatives
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
SELL
|
|
|
AUD
|
|
|
Morgan Stanley Capital Services, Inc.
|
|
10,765,000
|
|
3/27/13
|
|
$
|
11,258,360
|
|
|
$
|
11,183,796
|
|
|
$
|
74,564
|
|
|
SELL
|
|
|
CAD
|
|
|
JPMorgan Chase Bank N.A.
|
|
3,305,000
|
|
4/22/13
|
|
|
3,351,166
|
|
|
|
3,308,130
|
|
|
|
43,036
|
|
|
BUY
|
|
|
CHF
|
|
|
Barclays Bank PLC
|
|
2,085,000
|
|
2/25/13
|
|
|
2,289,329
|
|
|
|
2,291,536
|
|
|
|
2,207
|
|
|
SELL
|
|
|
EUR
|
|
|
Barclays Bank PLC
|
|
1,681,351
|
|
2/25/13
|
|
|
2,289,329
|
|
|
|
2,283,200
|
|
|
|
6,129
|
|
|
SELL
|
|
|
GBP
|
|
|
Barclays Bank PLC
|
|
5,235,000
|
|
2/25/13
|
|
|
8,303,480
|
|
|
|
8,301,754
|
|
|
|
1,726
|
|
|
SELL
|
|
|
GBP
|
|
|
JPMorgan Chase Bank N.A.
|
|
420,000
|
|
2/25/13
|
|
|
678,912
|
|
|
|
666,043
|
|
|
|
12,869
|
|
|
SELL
|
|
|
HKD
|
|
|
JPMorgan Chase Bank N.A.
|
|
6,500,000
|
|
4/22/13
|
|
|
838,679
|
|
|
|
838,368
|
|
|
|
311
|
|
|
BUY
|
|
|
INR
|
|
|
JPMorgan Chase Bank N.A.
|
|
235,399,710
|
|
2/25/13
|
|
|
4,192,132
|
|
|
|
4,408,073
|
|
|
|
215,941
|
|
|
SELL
|
|
|
JPY
|
|
|
JPMorgan Chase Bank N.A.
|
|
486,499,845
|
|
3/27/13
|
|
|
5,704,534
|
|
|
|
5,321,921
|
|
|
|
382,613
|
|
|
BUY
|
|
|
KRW
|
|
|
JPMorgan Chase Bank N.A.
|
|
1,281,000,000
|
|
2/25/13
|
|
|
1,168,263
|
|
|
|
1,174,910
|
|
|
|
6,647
|
|
|
BUY
|
|
|
MXN
|
|
|
JPMorgan Chase Bank N.A.
|
|
60,100,000
|
|
3/27/13
|
|
|
4,687,053
|
|
|
|
4,703,025
|
|
|
|
15,972
|
|
|
SELL
|
|
|
MYR
|
|
|
JPMorgan Chase Bank N.A.
|
|
6,546,000
|
|
2/25/13
|
|
|
2,161,395
|
|
|
|
2,103,864
|
|
|
|
57,531
|
|
|
SELL
|
|
|
NZD
|
|
|
Goldman Sachs International
|
|
10,855,000
|
|
4/22/13
|
|
|
9,087,806
|
|
|
|
9,063,184
|
|
|
|
24,622
|
|
|
BUY
|
|
|
PHP
|
|
|
JPMorgan Chase Bank N.A.
|
|
90,500,000
|
|
2/25/13
|
|
|
2,191,807
|
|
|
|
2,224,333
|
|
|
|
32,526
|
|
|
BUY
|
|
|
PLN
|
|
|
JPMorgan Chase Bank N.A.
|
|
6,765,000
|
|
3/27/13
|
|
|
2,161,406
|
|
|
|
2,177,925
|
|
|
|
16,519
|
|
|
SELL
|
|
|
SGD
|
|
|
JPMorgan Chase Bank N.A.
|
|
565,000
|
|
4/22/13
|
|
|
461,457
|
|
|
|
456,489
|
|
|
|
4,968
|
|
|
BUY
|
|
|
ZAR
|
|
|
Barclays Bank PLC
|
|
21,667,718
|
|
2/25/13
|
|
|
2,400,000
|
|
|
|
2,415,839
|
|
|
|
15,839
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
914,020
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liability Derivatives
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BUY
|
|
|
AUD
|
|
|
JPMorgan Chase Bank N.A.
|
|
2,190,000
|
|
3/27/13
|
|
$
|
2,300,081
|
|
|
$
|
2,275,199
|
|
|
$
|
(24,882
|
)
|
|
SELL
|
|
|
AUD
|
|
|
JPMorgan Chase Bank N.A.
|
|
2,025,000
|
|
3/27/13
|
|
|
2,092,861
|
|
|
|
2,103,780
|
|
|
|
(10,919
|
)
|
|
SELL
|
|
|
BRL
|
|
|
JPMorgan Chase Bank N.A.
|
|
760,000
|
|
2/25/13
|
|
|
362,423
|
|
|
|
380,831
|
|
|
|
(18,408
|
)
|
|
SELL
|
|
|
CHF
|
|
|
JPMorgan Chase Bank N.A.
|
|
4,160,000
|
|
2/25/13
|
|
|
4,427,004
|
|
|
|
4,572,081
|
|
|
|
(145,077
|
)
|
|
SELL
|
|
|
CNY
|
|
|
JPMorgan Chase Bank N.A.
|
|
3,510,000
|
|
2/25/13
|
|
|
557,108
|
|
|
|
563,822
|
|
|
|
(6,714
|
)
|
|
SELL
|
|
|
CZK
|
|
|
JPMorgan Chase Bank N.A.
|
|
42,770,000
|
|
2/25/13
|
|
|
2,159,741
|
|
|
|
2,263,187
|
|
|
|
(103,446
|
)
|
|
SELL
|
|
|
EUR
|
|
|
JPMorgan Chase Bank N.A.
|
|
1,060,000
|
|
3/27/13
|
|
|
1,398,779
|
|
|
|
1,439,668
|
|
|
|
(40,889
|
)
|
|
SELL
|
|
|
GBP
|
|
|
Goldman Sachs International
|
|
660,000
|
|
2/25/13
|
|
|
1,036,427
|
|
|
|
1,046,639
|
|
|
|
(10,212
|
)
|
|
BUY
|
|
|
KRW
|
|
|
JPMorgan Chase Bank N.A.
|
|
615,000,000
|
|
2/25/13
|
|
|
571,078
|
|
|
|
564,067
|
|
|
|
(7,011
|
)
|
|
BUY
|
|
|
MYR
|
|
|
JPMorgan Chase Bank N.A.
|
|
6,546,000
|
|
2/25/13
|
|
|
2,122,083
|
|
|
|
2,103,864
|
|
|
|
(18,219
|
)
|
|
SELL
|
|
|
NOK
|
|
|
JPMorgan Chase Bank N.A.
|
|
12,840,000
|
|
4/22/13
|
|
|
2,321,249
|
|
|
|
2,343,068
|
|
|
|
(21,819
|
)
|
|
SELL
|
|
|
NZD
|
|
|
JPMorgan Chase Bank N.A.
|
|
825,000
|
|
4/22/13
|
|
|
681,512
|
|
|
|
688,819
|
|
|
|
(7,307
|
)
|
|
SELL
|
|
|
SEK
|
|
|
JPMorgan Chase Bank N.A.
|
|
14,030,000
|
|
2/25/13
|
|
|
2,096,234
|
|
|
|
2,205,770
|
|
|
|
(109,536
|
)
|
|
SELL
|
|
|
ZAR
|
|
|
JPMorgan Chase Bank N.A.
|
|
1,790,000
|
|
2/25/13
|
|
|
198,723
|
|
|
|
199,576
|
|
|
|
(853
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
(525,292
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts Outstanding at 1/31/13
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description
|
|
Currency
|
|
|
Contracts
|
|
|
Value
|
|
Expiration Date
|
|
Unrealized
Appreciation
(Depreciation)
|
|
|
Asset Derivatives
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
DAX Index (Long)
|
|
|
EUR
|
|
|
|
13
|
|
|
$3,440,258
|
|
March - 2013
|
|
|
$39,178
|
|
|
DJ Euro Stoxx 50 (Long)
|
|
|
EUR
|
|
|
|
130
|
|
|
4,762,348
|
|
March - 2013
|
|
|
35,238
|
|
|
FTSE China A50 (Long)
|
|
|
USD
|
|
|
|
520
|
|
|
4,682,600
|
|
February - 2013
|
|
|
87,443
|
|
|
Nikkei 225 Index (Long)
|
|
|
JPY
|
|
|
|
60
|
|
|
7,289,628
|
|
March - 2013
|
|
|
637,689
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$799,548
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19
Portfolio of Investments (unaudited) – continued
Futures Contracts Outstanding at 1/31/13 - continued
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description
|
|
Currency
|
|
|
Contracts
|
|
|
Value
|
|
Expiration Date
|
|
Unrealized
Appreciation
(Depreciation)
|
|
|
Liability Derivatives
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Equity Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amsterdam Index Future (Short)
|
|
|
EUR
|
|
|
|
15
|
|
|
$1,439,336
|
|
February - 2013
|
|
|
$(18,780
|
)
|
|
CAC 40 Index (Short)
|
|
|
EUR
|
|
|
|
32
|
|
|
1,621,322
|
|
February - 2013
|
|
|
(1,601
|
)
|
|
Canadian S&P/TSX 60 Index (Short)
|
|
|
CAD
|
|
|
|
11
|
|
|
1,602,466
|
|
March - 2013
|
|
|
(56,129
|
)
|
|
E-mini NASDAQ-100 Future (Short)
|
|
|
USD
|
|
|
|
7
|
|
|
381,500
|
|
March - 2013
|
|
|
(8,354
|
)
|
|
E-mini S&P MidCap 400 (Short)
|
|
|
USD
|
|
|
|
111
|
|
|
12,112,320
|
|
March - 2013
|
|
|
(892,676
|
)
|
|
FTSE 100 Index (Short)
|
|
|
GBP
|
|
|
|
29
|
|
|
2,879,224
|
|
March - 2013
|
|
|
(92,281
|
)
|
|
H-Shares Index (Short)
|
|
|
HKD
|
|
|
|
57
|
|
|
4,463,851
|
|
February - 2013
|
|
|
(38,081
|
)
|
|
Hang Seng Index (Short)
|
|
|
HKD
|
|
|
|
12
|
|
|
1,839,441
|
|
February - 2013
|
|
|
(8,303
|
)
|
|
MSCI Emerging Markets Mini Index (Long)
|
|
|
USD
|
|
|
|
207
|
|
|
11,093,130
|
|
March - 2013
|
|
|
(204,010
|
)
|
|
MSCI Singapore Free Index (Short)
|
|
|
SGD
|
|
|
|
26
|
|
|
1,547,837
|
|
February - 2013
|
|
|
(13,176
|
)
|
|
MSCI Taiwan Index (Short)
|
|
|
USD
|
|
|
|
163
|
|
|
4,594,970
|
|
February - 2013
|
|
|
(115,562
|
)
|
|
OMX Index (Short)
|
|
|
SEK
|
|
|
|
85
|
|
|
1,561,534
|
|
February - 2013
|
|
|
(41,079
|
)
|
|
Russell 2000 Index Mini (Short)
|
|
|
USD
|
|
|
|
47
|
|
|
4,230,470
|
|
March - 2013
|
|
|
(348,713
|
)
|
|
S&P 500 Future (Short)
|
|
|
USD
|
|
|
|
154
|
|
|
57,492,050
|
|
March - 2013
|
|
|
(2,703,364
|
)
|
|
SPI 200 Index (Short)
|
|
|
AUD
|
|
|
|
3
|
|
|
378,927
|
|
March - 2013
|
|
|
(11,088
|
)
|
|
Topix Index (Short)
|
|
|
JPY
|
|
|
|
60
|
|
|
6,151,238
|
|
March - 2013
|
|
|
(889,724
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$(5,442,921
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Swap Agreements at 1/31/13
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Expiration
|
|
Notional Amount
|
|
|
Counterparty
|
|
Cash Flows to
Receive
|
|
Cash Flows to Pay
|
|
Fair Value
|
|
|
Asset Derivatives
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps Agreements
|
|
|
|
|
|
|
|
|
|
9/14/21
|
|
|
EUR
|
|
|
|
4,900,000
|
|
|
Deutsche Bank
|
|
2.469% (fixed rate)
|
|
6-Month EURIBOR
|
|
|
$422,734
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps Agreements
|
|
|
|
|
|
|
|
|
|
12/20/17
|
|
|
USD
|
|
|
|
32,100,000
|
|
|
Deutsche Bank(a)
|
|
1.00% (fixed rate)
|
|
(1)
|
|
|
$203,872
|
|
|
12/20/17
|
|
|
USD
|
|
|
|
11,700,000
|
|
|
Citibank N.A.(b)
|
|
5.00% (fixed rate)
|
|
(2)
|
|
|
345,923
|
|
|
12/20/17
|
|
|
USD
|
|
|
|
26,000,000
|
|
|
Citibank N.A.(c)
|
|
1.00% (fixed rate)
|
|
(1)
|
|
|
165,131
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$714,926
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$1,137,660
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liability Derivatives
|
|
|
|
|
|
|
|
|
|
Interest Rate Swaps Agreements
|
|
|
|
|
|
|
|
8/23/22
|
|
|
GBP
|
|
|
|
4,500,000
|
|
|
Deutsche Bank
|
|
1.9925% (fixed rate)
|
|
6-Month LIBOR
|
|
|
$(32
|
)
|
|
10/29/22
|
|
|
GBP
|
|
|
|
3,300,000
|
|
|
Deutsche Bank
|
|
1.9175% (fixed rate)
|
|
6-Month LIBOR
|
|
|
(59,705
|
)
|
|
10/31/22
|
|
|
AUD
|
|
|
|
6,600,000
|
|
|
Deutsche Bank
|
|
3.73% (fixed rate)
|
|
6-Month BBSW
|
|
|
(129,773
|
)
|
|
1/15/23
|
|
|
GBP
|
|
|
|
5,200,000
|
|
|
Deutsche Bank
|
|
2.025% (fixed rate)
|
|
6-Month LIBOR
|
|
|
(56,769
|
)
|
|
1/16/23
|
|
|
AUD
|
|
|
|
6,700,000
|
|
|
Citibank N.A.
|
|
3.9425% (fixed rate)
|
|
6-Month BBSW
|
|
|
(28,022
|
)
|
|
12/23/41
|
|
|
USD
|
|
|
|
3,800,000
|
|
|
Citibank N.A.
|
|
2.6625% (fixed rate)
|
|
3-Month LIBOR
|
|
|
(247,074
|
)
|
|
6/07/42
|
|
|
USD
|
|
|
|
3,200,000
|
|
|
Citibank N.A.
|
|
2.29375% (fixed rate)
|
|
3-Month LIBOR
|
|
|
(457,414
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$(978,789
|
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(1)
|
Fund, as protection seller, to pay notional amount upon a defined credit event by a reference obligation specified in the CDX.NA.IG.19 Index, a BBB+ rated credit default
index. The fund entered into the contract to manage market/sector exposure.
|
|
(2)
|
Fund, as protection seller, to pay notional amount upon a defined credit event by a reference obligation specified in the CDX.NA.HY.19 Index, a B rated credit default index. The
fund entered into the contract to manage market/sector exposure.
|
|
(a)
|
Net unamortized premiums paid by the fund amounted to $182,075.
|
20
Portfolio of Investments (unaudited) – continued
|
(b)
|
Net unamortized premiums paid by the fund amounted to $249,275.
|
|
(c)
|
Net unamortized premiums paid by the fund amounted to $13,071.
|
The
credit ratings presented here are an indicator of the current payment/performance risk of the related swap agreement, the reference obligation for which may be either a single security or, in the case of a credit default index, a basket of
securities issued by corporate or sovereign issuers. Ratings are assigned to each reference security, including each individual security within a reference basket of securities, utilizing ratings from Moody’s, Fitch, and Standard &
Poor’s rating agencies and applying the following hierarchy: If all three agencies provide a rating, the middle rating (after dropping the highest and lowest ratings) is assigned; if two of the three agencies rate a security, the lower of the
two is assigned. Ratings are shown in the S&P and Fitch scale (e.g., AAA). The ratings for a credit default index are calculated by MFS as a weighted average of the external credit ratings of the individual securities that compose the
index’s reference basket of securities.
Although contract-specific, credit events generally consist of a combination of the following: bankruptcy,
failure to pay, restructuring, obligation acceleration, obligation default, or repudiation/moratorium, each as defined in the 2003 International Swaps and Derivatives Association (ISDA) Credit Derivatives Definitions as amended by the relevant
contract. Restructuring is generally not applicable when the reference obligation is issued by a North American corporation and obligation acceleration, obligation default, or repudiation/moratorium are generally only applicable when the reference
obligation is issued by a sovereign entity or an entity in an emerging country. The maximum amount of future, undiscounted payments that the fund, as protection seller, could be required to make is equal to the swap agreement’s notional amount.
At January 31, 2013, the fund had cash collateral of $5,931,879 and other liquid securities with an aggregate value of $549,725 to cover any
commitments for securities sold short and certain derivative contracts.
See attached supplemental information. For more information see notes to
financial statements as disclosed in the most recent semiannual or annual report.
21
Supplemental Information
1/31/13 (unaudited)
(1) Investment Valuations
Equity securities, including restricted equity securities, are generally valued at the last sale or official closing price as provided by a third-party pricing service on the market or exchange on which they are
primarily traded. Equity securities, for which there were no sales reported that day, are generally valued at the last quoted daily bid quotation as provided by a third-party pricing service on the market or exchange on which such securities are
primarily traded. Short-term instruments with a maturity at issuance of 60 days or less generally are valued at amortized cost, which approximates market value. Exchange-traded options are generally valued at the last sale or official closing price
as provided by a third-party pricing service on the exchange on which such options are primarily traded. Exchange-traded options for which there were no sales reported that day are generally valued at the last daily bid quotation as provided by a
third-party pricing service on the exchange on which such options are primarily traded. Options not traded on an exchange are generally valued at a broker/dealer bid quotation. Foreign currency options are generally valued at valuations provided by
a third-party pricing service. Futures contracts are generally valued at last posted settlement price as provided by a third-party pricing service on the market on which they are primarily traded. Futures contracts for which there were no trades
that day for a particular position are generally valued at the closing bid quotation as provided by a third-party pricing service on the market on which such futures contracts are primarily traded. Forward foreign currency exchange contracts are
generally valued at the mean of bid and asked prices for the time period interpolated from rates provided by a third-party pricing service for proximate time periods. Swap agreements are generally valued at valuations provided by a third-party
pricing service. Open-end investment companies are generally valued at net asset value per share. Securities and other assets generally valued on the basis of information from a third-party pricing service may also be valued at a broker/dealer bid
quotation. Values obtained from third-party pricing services can utilize both transaction data and market information such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, and other market data. The values of foreign
securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.
The Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund’s investments (including any fair
valuation) to the adviser pursuant to valuation policies and procedures approved by the Board. If the adviser determines that reliable market quotations are not readily available, investments are valued at fair value as determined in good faith by
the adviser in accordance with such procedures under the oversight of the Board of Trustees. Under the fund’s valuation policies and procedures, market quotations are not considered to be readily available for most types of debt instruments and
floating rate loans and many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services. In addition, investments may be valued at fair value if the adviser determines that an
investment’s value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior to the determination of the fund’s
net asset value, or after the halting of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is principally traded. Events that occur on a frequent basis after foreign
markets close (such as developments in foreign markets and significant movements in the U.S. markets) and prior to the determination of the fund’s net asset value may be deemed to have a material effect on the value of securities traded in
foreign markets. Accordingly, the fund’s foreign equity securities may often be valued at fair value. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar
securities in the same or other markets; the type, cost and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what
value to fair value an investment. The value of an investment for purposes of calculating the fund’s net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an investment
used to determine the fund’s net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned to an investment if it were to sell the investment at
the same time at which the fund determines its net asset value per share.
Various inputs are used in determining the value of the fund’s assets or
liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment’s level within the fair value
hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund’s assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers
factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities,
interest rates, prepayment speed, and credit risk). Level 3 includes unobservable inputs, which may include the adviser’s own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments not
reflected in total investments, such as futures contracts, forward foreign currency exchange contracts, swap agreements, and written options.
22
Supplemental Information (unaudited) – continued
The following is a summary of the levels used as of January 31, 2013 in valuing the fund’s assets or liabilities:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investments at Value
|
|
Level 1
|
|
|
Level 2
|
|
|
Level 3
|
|
|
Total
|
|
|
Equity Securities:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
United States
|
|
|
$72,368,629
|
|
|
|
$66,560
|
|
|
|
$—
|
|
|
|
$72,435,189
|
|
|
United Kingdom
|
|
|
7,878,861
|
|
|
|
—
|
|
|
|
—
|
|
|
|
7,878,861
|
|
|
Japan
|
|
|
6,425,600
|
|
|
|
—
|
|
|
|
—
|
|
|
|
6,425,600
|
|
|
Switzerland
|
|
|
3,411,475
|
|
|
|
—
|
|
|
|
—
|
|
|
|
3,411,475
|
|
|
France
|
|
|
3,377,788
|
|
|
|
—
|
|
|
|
—
|
|
|
|
3,377,788
|
|
|
Germany
|
|
|
2,540,247
|
|
|
|
—
|
|
|
|
—
|
|
|
|
2,540,247
|
|
|
Netherlands
|
|
|
1,427,695
|
|
|
|
—
|
|
|
|
—
|
|
|
|
1,427,695
|
|
|
Hong Kong
|
|
|
1,322,636
|
|
|
|
—
|
|
|
|
—
|
|
|
|
1,322,636
|
|
|
Australia
|
|
|
1,026,659
|
|
|
|
—
|
|
|
|
—
|
|
|
|
1,026,659
|
|
|
Other Countries
|
|
|
8,476,811
|
|
|
|
208,065
|
|
|
|
—
|
|
|
|
8,684,876
|
|
|
Mutual Funds
|
|
|
6,711,279
|
|
|
|
—
|
|
|
|
—
|
|
|
|
6,711,279
|
|
|
Total Investments
|
|
|
$114,967,680
|
|
|
|
$274,625
|
|
|
|
$—
|
|
|
|
$115,242,305
|
|
|
|
|
|
|
|
|
Other Financial Instruments
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts
|
|
|
$(4,643,373
|
)
|
|
|
$—
|
|
|
|
$—
|
|
|
|
$(4,643,373
|
)
|
|
Swap Agreements
|
|
|
—
|
|
|
|
158,871
|
|
|
|
—
|
|
|
|
158,871
|
|
|
Forward Foreign Currency Exchange Contracts
|
|
|
—
|
|
|
|
388,728
|
|
|
|
—
|
|
|
|
388,728
|
|
|
Written Options
|
|
|
(790
|
)
|
|
|
—
|
|
|
|
—
|
|
|
|
(790
|
)
|
For further information regarding security characteristics, see the Portfolio of Investments. At January 31, 2013, the fund
held 1 level 3 securities valued at $0, which was also held and valued at $0 at October 31, 2012.
(2) Portfolio Securities
The cost and unrealized appreciation and depreciation in the value of the investments owned by the fund, as computed on a federal income tax basis, are as follows:
|
|
|
|
|
|
|
Aggregate cost
|
|
|
$95,575,290
|
|
|
Gross unrealized appreciation
|
|
|
20,548,406
|
|
|
Gross unrealized depreciation
|
|
|
(881,391
|
)
|
|
Net unrealized appreciation (depreciation)
|
|
|
$19,667,015
|
|
The aggregate cost above includes prior fiscal year end tax adjustments, if applicable.
(3) Transactions in Underlying Affiliated Funds – Affiliated Issuers
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. For the purposes of this report, the fund assumes the
following to be an affiliated issuer:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Underlying Affiliated Fund
|
|
Beginning
Shares/Par
Amount
|
|
|
Acquisitions
Shares/Par
Amount
|
|
|
Dispositions
Shares/Par
Amount
|
|
|
Ending
Shares/Par
Amount
|
|
|
MFS Institutional Money Market Portfolio
|
|
|
8,799,997
|
|
|
|
30,901,935
|
|
|
|
(32,990,653
|
)
|
|
|
6,711,279
|
|
|
|
|
|
|
|
|
Underlying Affiliated Fund
|
|
Realized
Gain (Loss)
|
|
|
Capital Gain
Distributions
|
|
|
Dividend
Income
|
|
|
Ending Value
|
|
|
MFS Institutional Money Market Portfolio
|
|
|
$—
|
|
|
|
$—
|
|
|
|
$2,931
|
|
|
|
$6,711,279
|
|
23
Supplemental Information (unaudited) – continued
(4) Issuer Country Weightings
Issuer country weighting percentages of portfolio holdings based on net assets, as of January 31, 2013, are as follows:
|
|
|
|
|
|
|
United States
|
|
|
43.6%
|
|
|
United Kingdom
|
|
|
20.7%
|
|
|
Germany
|
|
|
14.5%
|
|
|
Australia
|
|
|
11.7%
|
|
|
Japan
|
|
|
6.1%
|
|
|
Switzerland
|
|
|
2.8%
|
|
|
France
|
|
|
1.4%
|
|
|
Singapore
|
|
|
(1.0)%
|
|
|
Taiwan
|
|
|
(3.3)%
|
|
|
Other Countries
|
|
|
3.5%
|
|
The issuer country weighting percentages include both accrued interest amounts and the equivalent exposure from any derivative
holdings, if applicable.
24
|
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.
|
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 XV
|
|
|
|
|
By (Signature and Title)*
|
|
JOHN M. CORCORAN
|
|
|
|
John M. Corcoran, President
|
Date: March 18, 2013
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)*
|
|
JOHN M. CORCORAN
|
|
|
|
John M. Corcoran, President (Principal Executive Officer)
|
Date: March 18, 2013
|
|
|
|
|
By (Signature and Title)*
|
|
DAVID L. DILORENZO
|
|
|
|
David L. DiLorenzo, Treasurer (Principal Financial Officer
and Accounting Officer)
|
Date: March 18, 2013
|
*
|
Print name and title of each signing officer under his or her signature.
|
Citizens Republic Bancorp, Inc. (MM) (NASDAQ:CRBC)
과거 데이터 주식 차트
부터 5월(5) 2024 으로 6월(6) 2024
Citizens Republic Bancorp, Inc. (MM) (NASDAQ:CRBC)
과거 데이터 주식 차트
부터 6월(6) 2023 으로 6월(6) 2024
