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 811-05822
MFS CHARTER INCOME TRUST
(Exact name of registrant as specified in charter)
500 Boylston Street, Boston, Massachusetts 02116
(Address of principal executive offices) (Zip code)
Susan S. Newton
Massachusetts Financial Services Company
500 Boylston Street
Boston, Massachusetts 02116
(Name and address of agents for service)
Registrants telephone number, including area code: (617) 954-5000
Date of fiscal year end: November 30
Date of reporting period: February 28, 2011
ITEM 1. | SCHEDULE OF INVESTMENTS. |
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11
Issuer |
Shares/Par | Value ($) | ||||||
Bonds 113.9% |
||||||||
Aerospace 0.9% |
||||||||
Alliant Techsystems, Inc., 6.875%, 2020 |
$ | 475,000 | $ | 491,031 | ||||
BE Aerospace, Inc., 8.5%, 2018 |
1,225,000 | 1,353,625 | ||||||
Bombardier, Inc., 7.5%, 2018 (n) |
885,000 | 951,375 | ||||||
Bombardier, Inc., 7.45%, 2034 (n) |
625,000 | 600,000 | ||||||
Hawker Beechcraft Acquisition Co. LLC, 8.5%, 2015 |
1,534,000 | 1,231,035 | ||||||
Oshkosh Corp., 8.25%, 2017 |
435,000 | 482,850 | ||||||
$ | 5,109,916 | |||||||
Airlines 0.0% |
||||||||
Continental Airlines, Inc., 7.25%, 2021 |
$ | 213,922 | $ | 236,384 | ||||
Apparel Manufacturers 0.4% |
||||||||
Hanesbrands, Inc., 8%, 2016 |
$ | 965,000 | $ | 1,044,612 | ||||
Hanesbrands, Inc., 6.375%, 2020 |
475,000 | 458,137 | ||||||
Phillips-Van Heusen Corp., 7.375%, 2020 |
700,000 | 745,500 | ||||||
$ | 2,248,249 | |||||||
Asset-Backed & Securitized 7.3% |
||||||||
Anthracite Ltd., A, CDO, FRN, 0.622%, 2019 (z) |
$ | 1,353,738 | $ | 1,231,902 | ||||
Anthracite Ltd., BFL, CDO, FRN, 1.26%, 2037 (z) |
3,000,000 | 2,790,000 | ||||||
Banc of America Commercial Mortgage, Inc., FRN, 5.742%, 2051 |
1,500,000 | 1,635,616 | ||||||
Bayview Financial Acquisition Trust, FRN, 5.483%, 2041 |
296,055 | 297,448 | ||||||
Bayview Financial Revolving Mortgage Loan Trust, FRN, 1.861%, 2040 (z) |
856,573 | 549,156 | ||||||
Citigroup/Deutsche Bank Commercial Mortgage Trust, FRN, 5.366%, 2049 |
1,605,000 | 1,599,307 | ||||||
Commercial Mortgage Pass-Through Certificates, FRN, 5.789%, 2046 |
230,000 | 244,575 | ||||||
Countrywide Asset-Backed Certificates, FRN, 5.147%, 2035 |
1,286,362 | 1,285,657 | ||||||
Credit Suisse Mortgage Capital Certificate, FRN, 5.715%, 2039 |
1,400,000 | 1,455,167 | ||||||
Crest Ltd., CDO, 7%, 2040 |
2,106,848 | 105,342 | ||||||
First Union-Lehman Brothers Bank of America, FRN, 0.452%, 2035 (i) |
17,432,669 | 293,814 | ||||||
First Union-Lehman Brothers Commercial Mortgage Trust, 7%, 2029 (n) |
452,074 | 469,402 | ||||||
JPMorgan Chase Commercial Mortgage Securities Corp., 5.42%, 2049 |
1,255,000 | 1,333,861 | ||||||
JPMorgan Chase Commercial Mortgage Securities Corp., FRN, 5.817%, 2049 |
1,000,000 | 1,053,068 | ||||||
JPMorgan Chase Commercial Mortgage Securities Corp., FRN, 5.817%, 2049 |
5,000,000 | 5,385,449 | ||||||
JPMorgan Chase Commercial Mortgage Securities Corp., FRN, 5.988%, 2051 |
6,000,000 | 6,341,731 | ||||||
JPMorgan Chase Commercial Mortgage Securities Corp., FRN, 6.06%, 2051 |
185,000 | 141,736 | ||||||
Merrill Lynch Mortgage Trust, B, FRN, 5.826%, 2050 |
185,000 | 113,887 | ||||||
Merrill Lynch Mortgage Trust, FRN, 5.826%, 2050 |
1,350,000 | 1,465,711 | ||||||
Multi Security Asset Trust, A3, 5%, 2035 (z) |
1,461,810 | 1,476,428 | ||||||
PNC Mortgage Acceptance Corp., 7.1%, 2032 (z) |
1,030,276 | 1,030,516 | ||||||
Spirit Master Funding LLC, 5.05%, 2023 (z) |
1,447,661 | 1,260,319 | ||||||
Structured Asset Securities Corp., FRN, 4.67%, 2035 |
150,746 | 150,742 | ||||||
Wachovia Bank Commercial Mortgage Trust, FRN, 5.686%, 2047 |
1,503,155 | 774,788 | ||||||
Wachovia Bank Commercial Mortgage Trust, FRN, 5.899%, 2051 |
7,250,000 | 7,831,351 | ||||||
$ | 40,316,973 | |||||||
Automotive 2.0% |
||||||||
Accuride Corp., 9.5%, 2018 |
$ | 775,000 | $ | 864,125 | ||||
Allison Transmission, Inc., 11%, 2015 (n) |
1,455,000 | 1,582,312 | ||||||
Ford Motor Credit Co. LLC, 8%, 2014 |
485,000 | 542,432 | ||||||
Ford Motor Credit Co. LLC, 12%, 2015 |
4,965,000 | 6,270,159 | ||||||
General Motors Corp., 7.125%, 2013 (d) |
1,169,000 | 371,157 | ||||||
Goodyear Tire & Rubber Co., 10.5%, 2016 |
1,200,000 | 1,368,000 | ||||||
UCI International, Inc., 8.625%, 2019 (z) |
230,000 | 244,950 | ||||||
$ | 11,243,135 | |||||||
Basic Industry 0.2% |
||||||||
Trimas Corp., 9.75%, 2017 |
$ | 795,000 | $ | 882,450 | ||||
1
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Broadcasting 2.9% |
||||||||
Allbritton Communications Co., 8%, 2018 |
$ | 1,320,000 | $ | 1,382,700 | ||||
Citadel Broadcasting Corp., 7.75%, 2018 (z) |
180,000 | 193,050 | ||||||
Entravision Communications Corp., 8.75%, 2017 |
240,000 | 259,200 | ||||||
Gray Television, Inc., 10.5%, 2015 |
155,000 | 164,687 | ||||||
Inmarsat Finance PLC, 7.375%, 2017 (n) |
1,145,000 | 1,230,875 | ||||||
Intelsat Bermuda Ltd., 11.25%, 2017 |
635,000 | 702,469 | ||||||
Intelsat Jackson Holdings Ltd., 9.5%, 2016 |
4,100,000 | 4,335,750 | ||||||
Lamar Media Corp., 6.625%, 2015 |
740,000 | 758,500 | ||||||
Lamar Media Corp., C, 6.625%, 2015 |
135,000 | 138,037 | ||||||
Local TV Finance LLC, 9.25%, 2015 (p)(z) |
1,220,374 | 1,183,763 | ||||||
Newport Television LLC, 13%, 2017 (n)(p) |
58,939 | 55,746 | ||||||
News America, Inc., 6.2%, 2034 |
325,000 | 335,147 | ||||||
News America, Inc., 6.9%, 2039 |
205,000 | 229,414 | ||||||
Nexstar Broadcasting, Inc., 0.5% to 2011, 7% to 2014 (p) |
511,998 | 496,638 | ||||||
Nexstar Broadcasting, Inc., 7%, 2014 |
168,000 | 163,800 | ||||||
Salem Communications Corp., 9.625%, 2016 |
137,000 | 150,358 | ||||||
Sinclair Broadcast Group, Inc., 9.25%, 2017 (n) |
1,425,000 | 1,610,250 | ||||||
Sinclair Broadcast Group, Inc., 8.375%, 2018 (n) |
185,000 | 195,638 | ||||||
SIRIUS XM Radio, Inc., 13%, 2013 (z) |
195,000 | 232,538 | ||||||
SIRIUS XM Radio, Inc., 8.75%, 2015 (n) |
725,000 | 803,844 | ||||||
SIRIUS XM Radio, Inc., 7.625%, 2018 (n) |
485,000 | 514,100 | ||||||
Univision Communications, Inc., 12%, 2014 (n) |
335,000 | 365,150 | ||||||
Univision Communications, Inc., 7.875%, 2020 (n) |
350,000 | 375,375 | ||||||
$ | 15,877,029 | |||||||
Brokerage & Asset Managers 0.7% |
||||||||
E*TRADE Financial Corp., 7.875%, 2015 |
$ | 785,000 | $ | 788,925 | ||||
E*TRADE Financial Corp., 12.5%, 2017 |
990,000 | 1,173,150 | ||||||
Janus Capital Group, Inc., 6.95%, 2017 |
1,900,000 | 2,081,836 | ||||||
$ | 4,043,911 | |||||||
Building 1.8% |
||||||||
Building Materials Holding Corp., 6.875%, 2018 (n) |
$ | 680,000 | $ | 697,000 | ||||
Building Materials Holding Corp., 7%, 2020 (n) |
600,000 | 632,250 | ||||||
CEMEX Finance LLC, 9.5%, 2016 (n) |
1,275,000 | 1,368,075 | ||||||
CEMEX S.A., 9.25%, 2020 |
1,695,000 | 1,745,850 | ||||||
CEMEX S.A.B. de C.V., 9%, 2018 (n) |
188,000 | 194,580 | ||||||
Nortek, Inc., 11%, 2013 |
1,611,711 | 1,716,472 | ||||||
Nortek, Inc., 10%, 2018 (n) |
435,000 | 464,362 | ||||||
Owens Corning, 9%, 2019 |
1,725,000 | 2,041,325 | ||||||
Ply Gem Industries, Inc., 13.125%, 2014 |
670,000 | 735,325 | ||||||
Ply Gem Industries, Inc., 8.25%, 2018 (z) |
360,000 | 368,550 | ||||||
$ | 9,963,789 | |||||||
Business Services 1.3% |
||||||||
First Data Corp., 9.875%, 2015 |
$ | 1,040,000 | $ | 1,050,400 | ||||
Interactive Data Corp., 10.25%, 2018 (n) |
1,425,000 | 1,596,000 | ||||||
Iron Mountain, Inc., 6.625%, 2016 |
775,000 | 778,875 | ||||||
Iron Mountain, Inc., 8.375%, 2021 |
460,000 | 508,875 | ||||||
SunGard Data Systems, Inc., 10.25%, 2015 |
1,955,000 | 2,060,081 | ||||||
SunGard Data Systems, Inc., 7.375%, 2018 (n) |
1,065,000 | 1,099,613 | ||||||
SunGard Data Systems, Inc., 7.625%, 2020 (n) |
265,000 | 273,613 | ||||||
$ | 7,367,457 | |||||||
Cable TV 3.8% |
||||||||
Bresnan Broadband Holdings LLC, 8%, 2018 (z) |
$ | 270,000 | $ | 283,500 | ||||
2
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Cable TV continued |
||||||||
Cablevision Systems Corp., 8.625%, 2017 |
$ | 475,000 | $ | 532,000 | ||||
CCH II LLC, 13.5%, 2016 |
1,350,000 | 1,635,187 | ||||||
CCO Holdings LLC, 7.875%, 2018 |
735,000 | 784,612 | ||||||
CCO Holdings LLC, 8.125%, 2020 |
470,000 | 507,012 | ||||||
Cequel Communications Holdings, 8.625%, 2017 (z) |
620,000 | 655,650 | ||||||
Charter Communications Operating LLC, 10.875%, 2014 (n) |
650,000 | 730,437 | ||||||
CSC Holdings LLC, 8.5%, 2014 |
770,000 | 862,400 | ||||||
CSC Holdings LLC, 8.5%, 2015 |
2,315,000 | 2,534,925 | ||||||
DIRECTV Holdings LLC, 5.2%, 2020 |
1,240,000 | 1,280,209 | ||||||
Insight Communications Co., Inc., 9.375%, 2018 (n) |
820,000 | 904,050 | ||||||
Mediacom LLC, 9.125%, 2019 |
1,395,000 | 1,482,187 | ||||||
Myriad International Holdings B.V., 6.375%, 2017 (n) |
857,000 | 888,066 | ||||||
ONO Finance ll PLC, 10.875%, 2019 (z) |
300,000 | 322,500 | ||||||
TCI Communications, Inc., 9.8%, 2012 |
701,000 | 756,830 | ||||||
Time Warner Cable, Inc., 5%, 2020 |
1,150,000 | 1,166,968 | ||||||
UPCB Finance III Ltd., 6.625%, 2020 (z) |
784,000 | 781,060 | ||||||
Videotron LTEE, 6.875%, 2014 |
2,110,000 | 2,139,013 | ||||||
Virgin Media Finance PLC, 9.125%, 2016 |
2,185,000 | 2,332,487 | ||||||
Virgin Media Finance PLC, 9.5%, 2016 |
395,000 | 455,731 | ||||||
$ | 21,034,824 | |||||||
Chemicals 3.1% |
||||||||
Ashland, Inc., 9.125%, 2017 |
$ | 1,845,000 | $ | 2,145,966 | ||||
Braskem S.A., 7%, 2020 (n) |
1,312,000 | 1,354,640 | ||||||
Celanese U.S. Holdings LLC, 6.625%, 2018 (n) |
540,000 | 564,300 | ||||||
Hexion U.S. Finance Corp/Hexion Nova Scotia Finance, 8.875%, 2018 |
1,030,000 | 1,105,962 | ||||||
Hexion U.S. Finance Corp/Hexion Nova Scotia Finance, 9%, 2020 (n) |
270,000 | 287,212 | ||||||
Huntsman International LLC, 8.625%, 2021 (n) |
1,120,000 | 1,243,200 | ||||||
Lyondell Chemical Co., 8%, 2017 (n) |
463,000 | 521,164 | ||||||
Lyondell Chemical Co., 11%, 2018 |
2,718,207 | 3,119,143 | ||||||
Momentive Performance Materials, Inc., 12.5%, 2014 |
1,706,000 | 1,904,322 | ||||||
Momentive Performance Materials, Inc., 11.5%, 2016 |
1,103,000 | 1,196,755 | ||||||
Momentive Performance Materials, Inc., 9%, 2021 (n) |
540,000 | 574,425 | ||||||
Mosaic Co., 7.625%, 2016 (n) |
1,525,000 | 1,650,812 | ||||||
Polypore International, Inc., 7.5%, 2017 (z) |
180,000 | 186,300 | ||||||
Sociedad Quimica y Minera de Chile S.A., 5.5%, 2020 (n) |
414,000 | 412,092 | ||||||
Solutia, Inc., 7.875%, 2020 |
805,000 | 885,500 | ||||||
$ | 17,151,793 | |||||||
Computer Software 0.4% |
||||||||
Seagate Technology HDD Holdings, 6.375%, 2011 |
$ | 1,950,000 | $ | 1,993,875 | ||||
Syniverse Holdings, Inc., 9.125%, 2019 (z) |
455,000 | 491,400 | ||||||
$ | 2,485,275 | |||||||
Computer Software - Systems 0.5% |
||||||||
DuPont Fabros Technology, Inc., REIT, 8.5%, 2017 |
$ | 1,380,000 | $ | 1,521,450 | ||||
International Business Machines Corp., 8%, 2038 |
1,000,000 | 1,370,850 | ||||||
$ | 2,892,300 | |||||||
Conglomerates 0.7% |
||||||||
Actuant Corp., 6.875%, 2017 |
$ | 1,005,000 | $ | 1,040,175 | ||||
Amsted Industries, Inc., 8.125%, 2018 (n) |
1,125,000 | 1,209,375 | ||||||
Kennametal, Inc., 7.2%, 2012 |
684,000 | 716,004 | ||||||
Pinafore LLC, 9%, 2018 (n) |
770,000 | 856,625 | ||||||
$ | 3,822,179 | |||||||
3
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Construction 0.1% |
||||||||
Corporacion GEO S.A.B. de C.V., 9.25%, 2020 (n) |
$ | 249,000 | $ | 280,747 | ||||
Consumer Products 0.9% |
||||||||
ACCO Brands Corp., 10.625%, 2015 |
$ | 105,000 | $ | 118,650 | ||||
ACCO Brands Corp., 7.625%, 2015 |
255,000 | 259,781 | ||||||
Central Garden & Pet Co., 8.25%, 2018 |
455,000 | 478,319 | ||||||
Easton-Bell Sports, Inc., 9.75%, 2016 |
560,000 | 630,000 | ||||||
Elizabeth Arden, Inc., 7.375%, 2021 (z) |
470,000 | 493,500 | ||||||
Jarden Corp., 7.5%, 2017 |
1,095,000 | 1,164,806 | ||||||
Libbey Glass, Inc., 10%, 2015 |
666,000 | 727,605 | ||||||
NBTY, Inc., 9%, 2018 (n) |
135,000 | 146,475 | ||||||
Visant Corp., 10%, 2017 |
925,000 | 1,001,313 | ||||||
$ | 5,020,449 | |||||||
Consumer Services 1.2% |
||||||||
KAR Holdings, Inc., 10%, 2015 |
$ | 405,000 | $ | 429,300 | ||||
KAR Holdings, Inc., FRN, 4.304%, 2014 |
380,000 | 375,250 | ||||||
Realogy Corp., 10.5%, 2014 |
255,000 | 265,200 | ||||||
Service Corp. International, 6.75%, 2015 |
265,000 | 280,238 | ||||||
Service Corp. International, 7%, 2017 |
4,030,000 | 4,291,950 | ||||||
Ticketmaster Entertainment, Inc., 10.75%, 2016 |
1,020,000 | 1,119,450 | ||||||
$ | 6,761,388 | |||||||
Containers 1.5% |
||||||||
Graham Packaging Co. LP/GPC Capital Corp., 9.875%, 2014 |
$ | 1,800,000 | $ | 1,863,000 | ||||
Graham Packaging Co. LP/GPC Capital Corp., 8.25%, 2018 |
185,000 | 199,337 | ||||||
Greif, Inc., 6.75%, 2017 |
855,000 | 906,300 | ||||||
Greif, Inc., 7.75%, 2019 |
1,000,000 | 1,102,500 | ||||||
Owens-Illinois, Inc., 7.375%, 2016 |
1,000,000 | 1,090,000 | ||||||
Packaging Dynamics Corp., 8.75%, 2016 (z) |
255,000 | 261,056 | ||||||
Reynolds Group, 7.75%, 2016 (n) |
1,050,000 | 1,118,250 | ||||||
Reynolds Group, 7.125%, 2019 (n) |
565,000 | 579,125 | ||||||
Reynolds Group, 9%, 2019 (z) |
530,000 | 552,525 | ||||||
Reynolds Group, 8.25%, 2021 (z) |
480,000 | 481,200 | ||||||
$ | 8,153,293 | |||||||
Defense Electronics 0.2% |
||||||||
BAE Systems Holdings, Inc., 5.2%, 2015 (n) |
$ | 450,000 | $ | 481,454 | ||||
ManTech International Corp., 7.25%, 2018 |
260,000 | 271,700 | ||||||
MOOG, Inc., 7.25%, 2018 |
335,000 | 352,598 | ||||||
$ | 1,105,752 | |||||||
Electronics 0.6% |
||||||||
CPI International Acquisition, Inc., 8%, 2018 (z) |
$ | 310,000 | $ | 312,325 | ||||
Freescale Semiconductor, Inc., 10.125%, 2018 (n) |
385,000 | 440,825 | ||||||
Freescale Semiconductor, Inc., 9.25%, 2018 (n) |
545,000 | 607,675 | ||||||
Jabil Circuit, Inc., 7.75%, 2016 |
1,140,000 | 1,291,050 | ||||||
NXP B.V., 7.875%, 2014 |
520,000 | 542,750 | ||||||
NXP B.V., 9.75%, 2018 (n) |
103,000 | 117,677 | ||||||
$ | 3,312,302 | |||||||
Emerging Market Quasi-Sovereign 3.6% |
||||||||
Banco del Estado de Chile, 4.125%, 2020 (n) |
$ | 234,000 | $ | 218,808 | ||||
BNDES Participacoes S.A., 5.5%, 2020 (n) |
138,000 | 139,035 | ||||||
Development Bank of Kazakhstan, 5.5%, 2015 (n) |
1,762,000 | 1,806,050 | ||||||
Ecopetrol S.A., 7.625%, 2019 |
594,000 | 687,555 | ||||||
Empresa Nacional del Petroleo, 5.25%, 2020 (n) |
206,000 | 202,181 | ||||||
Gaz Capital S.A., 5.092%, 2015 (n) |
380,000 | 388,550 |
4
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Emerging Market Quasi-Sovereign continued |
||||||||
Gaz Capital S.A., 9.25%, 2019 |
$ | 583,000 | $ | 715,271 | ||||
KazMunaiGaz Finance B.V., 11.75%, 2015 (n) |
2,051,000 | 2,563,750 | ||||||
KazMunaiGaz Finance B.V., 9.125%, 2018 (n) |
733,000 | 886,930 | ||||||
KazMunaiGaz Finance B.V., 6.375%, 2021 (n) |
245,000 | 250,831 | ||||||
Majapahit Holding B.V., 7.25%, 2017 (n) |
591,000 | 650,100 | ||||||
Majapahit Holding B.V., 8%, 2019 (n) |
380,000 | 432,250 | ||||||
Novatek Finance Ltd., 5.326%, 2016 (n) |
336,000 | 342,922 | ||||||
Novatek Finance Ltd., 6.604%, 2021 (n) |
257,000 | 265,352 | ||||||
Pemex Project Funding Master Trust, 5.75%, 2018 |
642,000 | 676,160 | ||||||
Petrobras International Finance Co., 7.875%, 2019 |
1,361,000 | 1,604,019 | ||||||
Petrobras International Finance Co., 6.75%, 2041 |
481,000 | 492,229 | ||||||
Petroleos de Venezuela S.A., 5.25%, 2017 |
950,000 | 551,000 | ||||||
Petroleos Mexicanos, 8%, 2019 |
1,101,000 | 1,307,438 | ||||||
Petroleos Mexicanos, 6%, 2020 |
167,000 | 174,515 | ||||||
Ras Laffan Liquefied Natural Gas Co. Ltd., 8.294%, 2014 (n) |
1,045,800 | 1,132,079 | ||||||
Ras Laffan Liquefied Natural Gas Co. Ltd., 6.75%, 2019 (n) |
721,000 | 807,868 | ||||||
SCF Capital Ltd., 5.375%, 2017 (n) |
726,000 | 706,979 | ||||||
Transnet Ltd., 4.5%, 2016 (z) |
203,000 | 206,264 | ||||||
VEB Finance Ltd., 6.902%, 2020 (n) |
1,140,000 | 1,192,782 | ||||||
VTB Capital S.A., 6.465%, 2015 (n) |
329,000 | 348,345 | ||||||
VTB Capital S.A., 6.551%, 2020 (n) |
974,000 | 970,981 | ||||||
$ | 19,720,244 | |||||||
Emerging Market Sovereign 2.6% |
||||||||
Dominican Republic, 7.5%, 2021 (n) |
$ | 239,000 | $ | 246,170 | ||||
Government of Ukraine, 6.875%, 2015 (n) |
353,000 | 358,118 | ||||||
Government of Ukraine, 7.75%, 2020 (n) |
245,000 | 245,612 | ||||||
Republic of Argentina, 2.5%, to 2019, 3.75% to 2029, 5.25% to 2038 |
1,848,000 | 776,160 | ||||||
Republic of Argentina, FRN, 0.467%, 2012 |
973,575 | 930,398 | ||||||
Republic of Colombia, 7.375%, 2019 |
465,000 | 555,675 | ||||||
Republic of Colombia, 8.125%, 2024 |
664,000 | 837,304 | ||||||
Republic of Indonesia, 6.875%, 2018 |
204,000 | 231,540 | ||||||
Republic of Indonesia, 11.625%, 2019 (n) |
1,423,000 | 2,054,456 | ||||||
Republic of Indonesia, 7.75%, 2038 (n) |
593,000 | 711,600 | ||||||
Republic of Panama, 9.375%, 2029 |
1,062,000 | 1,486,800 | ||||||
Republic of Peru, 7.35%, 2025 |
355,000 | 428,663 | ||||||
Republic of Philippines, 6.375%, 2034 |
1,377,000 | 1,456,178 | ||||||
Republic of South Africa, 5.5%, 2020 |
751,000 | 790,428 | ||||||
Republic of Sri Lanka, 6.25%, 2020 (n) |
144,000 | 141,840 | ||||||
Republic of Turkey, 5.625%, 2021 |
362,000 | 360,190 | ||||||
Republic of Ukraine, 7.95%, 2021 (z) |
1,195,000 | 1,196,996 | ||||||
Ukraine Government International, 6.58%, 2016 |
1,389,000 | 1,362,956 | ||||||
United Mexican States, 5.95%, 2019 |
134,000 | 148,539 | ||||||
United Mexican States, 5.75%, 2110 |
206,000 | 184,370 | ||||||
$ | 14,503,993 | |||||||
Energy - Independent 3.8% |
||||||||
Anadarko Petroleum Corp., 6.45%, 2036 |
$ | 160,000 | $ | 161,196 | ||||
Anadarko Petroleum Corp., 6.2%, 2040 |
580,000 | 567,761 | ||||||
Atlas Energy Operating Co. LLC, 12.125%, 2017 |
270,000 | 352,021 | ||||||
Carrizo Oil & Gas, Inc., 8.625%, 2018 (n) |
685,000 | 727,812 | ||||||
Chesapeake Energy Corp., 6.875%, 2020 |
510,000 | 543,150 | ||||||
Comstock Resources, Inc., 7.75%, 2019 |
445,000 | 445,000 | ||||||
Concho Resources, Inc., 8.625%, 2017 |
165,000 | 181,912 | ||||||
Denbury Resources, Inc., 8.25%, 2020 |
655,000 | 728,687 |
5
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Energy - Independent continued |
||||||||
Energy XXI Gulf Coast, Inc., 9.25%, 2017 (n) |
$ | 620,000 | $ | 666,500 | ||||
EXCO Resources, Inc., 7.5%, 2018 |
400,000 | 397,000 | ||||||
Harvest Operations Corp., 6.875%, 2017 (n) |
790,000 | 821,600 | ||||||
Hilcorp Energy I LP, 9%, 2016 (n) |
1,080,000 | 1,134,000 | ||||||
Linn Energy LLC, 8.625%, 2020 (n) |
470,000 | 524,050 | ||||||
Linn Energy LLC, 7.75%, 2021 (n) |
648,000 | 688,500 | ||||||
Newfield Exploration Co., 6.625%, 2014 |
650,000 | 664,625 | ||||||
Newfield Exploration Co., 6.625%, 2016 |
560,000 | 578,200 | ||||||
OPTI Canada, Inc., 9.75%, 2013 (n) |
505,000 | 497,425 | ||||||
OPTI Canada, Inc., 8.25%, 2014 |
1,505,000 | 820,225 | ||||||
Penn Virginia Corp., 10.375%, 2016 |
1,075,000 | 1,206,687 | ||||||
Pioneer Natural Resources Co., 6.875%, 2018 |
1,175,000 | 1,275,675 | ||||||
Pioneer Natural Resources Co., 7.5%, 2020 |
1,015,000 | 1,139,636 | ||||||
Plains Exploration & Production Co., 7%, 2017 |
1,705,000 | 1,777,463 | ||||||
QEP Resources, Inc., 6.875%, 2021 |
910,000 | 953,225 | ||||||
Quicksilver Resources, Inc., 8.25%, 2015 |
780,000 | 805,350 | ||||||
Quicksilver Resources, Inc., 9.125%, 2019 |
695,000 | 736,700 | ||||||
Range Resources Corp., 8%, 2019 |
1,045,000 | 1,150,806 | ||||||
SandRidge Energy, Inc., 8%, 2018 (n) |
1,015,000 | 1,063,213 | ||||||
Talisman Energy, Inc., 7.75%, 2019 |
280,000 | 343,288 | ||||||
$ | 20,951,707 | |||||||
Energy - Integrated 0.7% |
||||||||
CCL Finance Ltd., 9.5%, 2014 (n) |
$ | 1,244,000 | $ | 1,430,600 | ||||
CCL Finance Ltd., 9.5%, 2014 |
457,000 | 525,550 | ||||||
Hess Corp., 8.125%, 2019 |
100,000 | 125,596 | ||||||
Husky Energy, Inc., 5.9%, 2014 |
306,000 | 339,270 | ||||||
Husky Energy, Inc., 7.25%, 2019 |
324,000 | 385,074 | ||||||
Pacific Rubiales Energy Corp., 8.75%, 2016 (n) |
1,005,000 | 1,138,162 | ||||||
$ | 3,944,252 | |||||||
Entertainment 0.8% |
||||||||
AMC Entertainment, Inc., 8.75%, 2019 |
$ | 1,360,000 | $ | 1,460,300 | ||||
AMC Entertainment, Inc., 9.75%, 2020 (z) |
720,000 | 772,200 | ||||||
Cinemark USA, Inc., 8.625%, 2019 |
1,460,000 | 1,591,400 | ||||||
NAI Entertainment Holdings LLC, 8.25%, 2017 (z) |
370,000 | 397,750 | ||||||
$ | 4,221,650 | |||||||
Financial Institutions 2.7% |
||||||||
American General Finance Corp., 5.375%, 2012 |
$ | 325,000 | $ | 319,719 | ||||
American General Finance Corp., 6.9%, 2017 |
1,030,000 | 924,425 | ||||||
CIT Group, Inc., 7%, 2014 |
725,000 | 739,047 | ||||||
CIT Group, Inc., 7%, 2016 |
1,245,000 | 1,255,894 | ||||||
CIT Group, Inc., 7%, 2017 |
4,330,000 | 4,362,475 | ||||||
Credit Acceptance Corp., 9.125%, 2017 |
500,000 | 538,750 | ||||||
Credit Acceptance Corp., 9.125%, 2017 (z) |
145,000 | 153,700 | ||||||
General Electric Capital Corp., 6.375% to 2017, FRN to 2067 |
410,000 | 419,737 | ||||||
GMAC, Inc., 6.875%, 2011 |
293,000 | 299,592 | ||||||
GMAC, Inc., 8%, 2031 |
890,000 | 1,019,050 | ||||||
International Lease Finance Corp., 8.75%, 2017 (n) |
1,035,000 | 1,182,487 | ||||||
International Lease Finance Corp., 7.125%, 2018 (n) |
455,000 | 496,519 | ||||||
International Lease Finance Corp., 8.25%, 2020 |
885,000 | 984,562 | ||||||
Nationstar Mortgage LLC, 10.875%, 2015 (z) |
960,000 | 988,800 | ||||||
SLM Corp., 8%, 2020 |
1,255,000 | 1,331,869 | ||||||
$ | 15,016,626 | |||||||
6
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Food & Beverages 2.0% |
||||||||
Anheuser-Busch InBev, 6.875%, 2019 (n) |
$ | 1,300,000 | $ | 1,545,917 | ||||
ARAMARK Corp., 8.5%, 2015 |
1,154,000 | 1,205,930 | ||||||
B&G Foods, Inc., 7.625%, 2018 |
470,000 | 501,725 | ||||||
CEDC Finance Corp. International, Inc., 9.125%, 2016 (n) |
893,000 | 966,672 | ||||||
Constellation Brands, Inc., 7.25%, 2016 |
1,020,000 | 1,096,500 | ||||||
Del Monte Foods Co., 6.75%, 2015 |
1,170,000 | 1,187,550 | ||||||
Del Monte Foods Co., 7.5%, 2019 |
1,000,000 | 1,215,000 | ||||||
Pinnacle Foods Finance LLC, 9.25%, 2015 |
990,000 | 1,032,075 | ||||||
Pinnacle Foods Finance LLC, 10.625%, 2017 |
205,000 | 219,863 | ||||||
TreeHouse Foods, Inc., 7.75%, 2018 |
1,045,000 | 1,131,213 | ||||||
Tyson Foods, Inc., 7.35%, 2016 |
912,000 | 1,024,860 | ||||||
$ | 11,127,305 | |||||||
Forest & Paper Products 2.0% |
||||||||
Boise, Inc., 8%, 2020 |
$ | 820,000 | $ | 904,050 | ||||
Cascades, Inc., 7.75%, 2017 |
1,535,000 | 1,605,994 | ||||||
Fibria Overseas Finance, 6.75%, 2021 (z) |
278,000 | 275,517 | ||||||
Georgia-Pacific Corp., 7.125%, 2017 (n) |
3,585,000 | 3,809,062 | ||||||
Georgia-Pacific Corp., 8%, 2024 |
260,000 | 298,025 | ||||||
Georgia-Pacific Corp., 7.25%, 2028 |
205,000 | 216,275 | ||||||
Graphic Packaging Holding Co., 7.875%, 2018 |
510,000 | 548,250 | ||||||
Inversiones CMPC S.A., 4.75%, 2018 (n) |
1,608,000 | 1,547,089 | ||||||
JSG Funding PLC, 7.75%, 2015 |
40,000 | 41,000 | ||||||
Sappi Papier Holding GmbH, 6.75%, 2012 (n) |
335,000 | 349,238 | ||||||
Smurfit Kappa Group PLC, 7.75%, 2019 (n) |
EUR | 560,000 | 826,866 | |||||
Votorantim Participacoes S.A., 6.75%, 2021 (n) |
$ | 650,000 | 682,500 | |||||
$ | 11,103,866 | |||||||
Gaming & Lodging 3.2% |
||||||||
Ameristar Casinos, Inc., 9.25%, 2014 |
$ | 510,000 | $ | 548,250 | ||||
Firekeepers Development Authority, 13.875%, 2015 (n) |
460,000 | 547,976 | ||||||
Fontainebleau Las Vegas Holdings LLC, 10.25%, 2015 (d)(n) |
460,000 | 2,300 | ||||||
Gaylord Entertainment Co., 6.75%, 2014 |
1,020,000 | 1,035,300 | ||||||
GWR Operating Partnership LLP, 10.875%, 2017 |
765,000 | 824,287 | ||||||
Harrahs Operating Co., Inc., 11.25%, 2017 |
1,285,000 | 1,458,475 | ||||||
Harrahs Operating Co., Inc., 10%, 2018 |
735,000 | 690,900 | ||||||
Harrahs Operating Co., Inc., 10%, 2018 |
1,624,000 | 1,526,560 | ||||||
Host Hotels & Resorts, Inc., 6.75%, 2016 |
930,000 | 964,875 | ||||||
Host Hotels & Resorts, Inc., 9%, 2017 |
1,525,000 | 1,711,812 | ||||||
MGM Mirage, 10.375%, 2014 |
145,000 | 162,400 | ||||||
MGM Mirage, 11.125%, 2017 |
1,015,000 | 1,169,787 | ||||||
MGM Mirage, 9%, 2020 (n) |
655,000 | 715,587 | ||||||
MGM Resorts International, 11.375%, 2018 |
1,215,000 | 1,379,025 | ||||||
Penn National Gaming, Inc., 8.75%, 2019 |
1,065,000 | 1,187,475 | ||||||
Starwood Hotels & Resorts Worldwide, Inc., 6.75%, 2018 |
1,485,000 | 1,607,513 | ||||||
Station Casinos, Inc., 6.5%, 2014 (d) |
25,000 | 3 | ||||||
Station Casinos, Inc., 6.875%, 2016 (d) |
980,000 | 98 | ||||||
Wyndham Worldwide Corp., 6%, 2016 |
985,000 | 1,048,850 | ||||||
Wyndham Worldwide Corp., 7.375%, 2020 |
660,000 | 730,592 | ||||||
Wynn Las Vegas LLC, 7.75%, 2020 |
595,000 | 629,213 | ||||||
$ | 17,941,278 | |||||||
Industrial 0.5% |
||||||||
Altra Holdings, Inc., 8.125%, 2016 |
$ | 350,000 | $ | 373,625 | ||||
Diversey, Inc., 8.25%, 2019 |
680,000 | 740,350 | ||||||
Hillman Group, Inc., 10.875%, 2018 |
495,000 | 544,500 |
7
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Industrial continued |
||||||||
Mueller Water Products, Inc., 7.375%, 2017 |
$ | 580,000 | $ | 565,500 | ||||
Mueller Water Products, Inc., 8.75%, 2020 |
295,000 | 326,712 | ||||||
$ | 2,550,687 | |||||||
Insurance 1.4% |
||||||||
American International Group, Inc., 8.175% to 2038, FRN to 2068 |
$ | 1,385,000 | $ | 1,520,037 | ||||
ING Groep N.V., 5.775% to 2015, FRN to 2049 |
3,248,000 | 2,890,720 | ||||||
MetLife, Inc., 9.25% to 2038, FRN to 2038 (n) |
1,100,000 | 1,331,000 | ||||||
Metropolitan Life Global Funding, 5.125%, 2014 (n) |
860,000 | 933,781 | ||||||
Unum Group, 7.125%, 2016 |
1,171,000 | 1,326,818 | ||||||
$ | 8,002,356 | |||||||
Insurance - Property & Casualty 1.8% |
||||||||
Allstate Corp., 7.45%, 2019 |
$ | 850,000 | $ | 1,022,266 | ||||
AXIS Capital Holdings Ltd., 5.75%, 2014 |
1,013,000 | 1,092,869 | ||||||
Liberty Mutual Group, Inc., 10.75% to 2038, FRN to 2088 (n) |
1,635,000 | 2,129,587 | ||||||
USI Holdings Corp., 9.75%, 2015 (z) |
615,000 | 633,450 | ||||||
USI Holdings Corp., FRN, 4.188%, 2014 (n) |
2,005,000 | 1,934,825 | ||||||
XL Group PLC, 6.5% to 2017, FRN to 2049 |
1,315,000 | 1,216,375 | ||||||
ZFS Finance USA Trust II, 6.45% to 2016, FRN to 2065 (n) |
1,190,000 | 1,213,800 | ||||||
ZFS Finance USA Trust V, 6.5% to 2017, FRN to 2067 (n) |
627,000 | 625,433 | ||||||
$ | 9,868,605 | |||||||
International Market Quasi-Sovereign 1.6% |
||||||||
Bank of Ireland, 2.75%, 2012 (n) |
$ | 1,480,000 | $ | 1,396,288 | ||||
Canada Housing Trust, 4.6%, 2011 (n) |
CAD | 392,000 | 410,778 | |||||
Commonwealth Bank of Australia, 2.9%, 2014 (n) |
$ | 1,780,000 | 1,842,862 | |||||
ING Bank N.V., 3.9%, 2014 (n) |
1,390,000 | 1,478,553 | ||||||
Irish Life & Permanent PLC, 3.6%, 2013 (e)(n) |
1,500,000 | 1,361,836 | ||||||
KFW International Finance, Inc., 4.875%, 2019 |
1,000,000 | 1,103,893 | ||||||
Societe Financement de l Economie Francaise, 3.375%, 2014 (n) |
1,000,000 | 1,051,372 | ||||||
$ | 8,645,582 | |||||||
International Market Sovereign 11.3% |
||||||||
Commonwealth of Australia, 5.75%, 2021 |
AUD | 384,000 | $ | 398,339 | ||||
Federal Republic of Germany, 3.75%, 2015 |
EUR | 2,176,000 | 3,186,781 | |||||
Federal Republic of Germany, 4.25%, 2018 |
EUR | 1,329,000 | 1,998,092 | |||||
Federal Republic of Germany, 6.25%, 2030 |
EUR | 847,000 | 1,575,250 | |||||
Government of Canada, 4.5%, 2015 |
CAD | 747,000 | 831,215 | |||||
Government of Canada, 4.25%, 2018 |
CAD | 447,000 | 496,211 | |||||
Government of Canada, 5.75%, 2033 |
CAD | 136,000 | 182,511 | |||||
Government of Japan, 1.5%, 2012 |
JPY | 549,000,000 | 6,824,311 | |||||
Government of Japan, 1.3%, 2014 |
JPY | 225,600,000 | 2,843,186 | |||||
Government of Japan, 1.7%, 2017 |
JPY | 644,600,000 | 8,339,913 | |||||
Government of Japan, 2.2%, 2027 |
JPY | 619,000,000 | 7,971,378 | |||||
Kingdom of Belgium, 5.5%, 2017 |
EUR | 378,000 | 570,862 | |||||
Kingdom of Spain, 4.6%, 2019 |
EUR | 656,000 | 875,508 | |||||
Kingdom of Sweden, 4.5%, 2015 |
SEK | 2,635,000 | 441,372 | |||||
Kingdom of the Netherlands, 3.75%, 2014 |
EUR | 1,333,000 | 1,940,644 | |||||
Kingdom of the Netherlands, 5.5%, 2028 |
EUR | 454,000 | 764,822 | |||||
Republic of Austria, 4.65%, 2018 |
EUR | 1,345,000 | 2,023,261 | |||||
Republic of Finland, 3.875%, 2017 |
EUR | 921,000 | 1,340,327 | |||||
Republic of France, 4.75%, 2012 |
EUR | 703,000 | 1,020,065 | |||||
Republic of France, 4.75%, 2035 |
EUR | 1,370,000 | 2,096,599 | |||||
Republic of Ireland, 5.4%, 2025 |
EUR | 525,000 | 509,450 | |||||
Republic of Italy, 4.75%, 2013 |
EUR | 5,607,000 | 8,020,567 |
8
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
International Market Sovereign continued |
||||||||
Republic of Italy, 5.25%, 2017 |
EUR | 2,516,000 | $ | 3,674,924 | ||||
United Kingdom Treasury, 8%, 2015 |
GBP | 755,000 | 1,531,003 | |||||
United Kingdom Treasury, 8%, 2021 |
GBP | 953,000 | 2,113,447 | |||||
United Kingdom Treasury, 4.25%, 2036 |
GBP | 739,000 | 1,177,027 | |||||
$ | 62,747,065 | |||||||
Machinery & Tools 0.8% |
||||||||
Case Corp., 7.25%, 2016 |
$ | 710,000 | $ | 775,675 | ||||
Case New Holland, Inc., 7.875%, 2017 (n) |
2,235,000 | 2,497,612 | ||||||
Rental Service Corp., 9.5%, 2014 |
572,000 | 600,600 | ||||||
RSC Equipment Rental, Inc., 8.25%, 2021 (z) |
660,000 | 697,950 | ||||||
$ | 4,571,837 | |||||||
Major Banks 2.8% |
||||||||
Bank of America Corp., 7.375%, 2014 |
$ | 1,000,000 | $ | 1,138,540 | ||||
Bank of America Corp., 7.625%, 2019 |
370,000 | 432,595 | ||||||
Bank of America Corp., 8% to 2018, FRN to 2049 |
2,515,000 | 2,655,060 | ||||||
BNP Paribas, 5.186% to 2015, FRN to 2049 (n) |
1,667,000 | 1,550,310 | ||||||
Credit Suisse New York, 5.5%, 2014 |
1,000,000 | 1,099,506 | ||||||
HSBC USA, Inc., 4.875%, 2020 |
460,000 | 450,794 | ||||||
JPMorgan Chase & Co., 6.3%, 2019 |
1,000,000 | 1,124,369 | ||||||
JPMorgan Chase & Co., 7.9% to 2018, FRN to 2049 |
835,000 | 908,906 | ||||||
Morgan Stanley, 5.75%, 2016 |
397,000 | 427,881 | ||||||
Morgan Stanley, 6.625%, 2018 |
391,000 | 432,227 | ||||||
Morgan Stanley, 7.3%, 2019 |
830,000 | 945,829 | ||||||
Morgan Stanley, 5.625%, 2019 |
1,500,000 | 1,540,882 | ||||||
Royal Bank of Scotland Group PLC, 7.648% to 2031, FRN to 2049 |
2,245,000 | 2,054,175 | ||||||
Royal Bank of Scotland Group PLC, 6.99% to 2017, FRN to 2049 (d)(n) |
350,000 | 301,000 | ||||||
UniCredito Luxembourg Finance S.A., 6%, 2017 (n) |
498,000 | 468,370 | ||||||
$ | 15,530,444 | |||||||
Medical & Health Technology & Services 5.0% |
||||||||
Biomet, Inc., 10%, 2017 |
$ | 545,000 | $ | 606,994 | ||||
Biomet, Inc., 10.375%, 2017 (p) |
320,000 | 358,000 | ||||||
Biomet, Inc., 11.625%, 2017 |
2,680,000 | 3,021,700 | ||||||
Community Health Systems, Inc., 8.875%, 2015 |
3,510,000 | 3,720,600 | ||||||
Davita, Inc., 6.375%, 2018 |
790,000 | 800,862 | ||||||
Davita, Inc., 6.625%, 2020 |
465,000 | 471,394 | ||||||
Fresenius Medical Care AG & Co. KGaA, 9%, 2015 (n) |
665,000 | 762,256 | ||||||
HCA, Inc., 9.25%, 2016 |
6,130,000 | 6,620,400 | ||||||
HCA, Inc., 8.5%, 2019 |
605,000 | 677,600 | ||||||
HealthSouth Corp., 8.125%, 2020 |
1,605,000 | 1,741,425 | ||||||
Hospira, Inc., 6.05%, 2017 |
655,000 | 731,651 | ||||||
McKesson Corp., 7.5%, 2019 |
110,000 | 132,491 | ||||||
Owens & Minor, Inc., 6.35%, 2016 |
970,000 | 996,550 | ||||||
Tenet Healthcare Corp., 9.25%, 2015 |
1,445,000 | 1,587,694 | ||||||
Tenet Healthcare Corp., 8%, 2020 |
375,000 | 386,250 | ||||||
United Surgical Partners International, Inc., 8.875%, 2017 |
365,000 | 385,075 | ||||||
United Surgical Partners International, Inc., 9.25%, 2017 (p) |
385,000 | 407,138 | ||||||
Universal Hospital Services, Inc., 8.5%, 2015 (p) |
1,795,000 | 1,875,775 | ||||||
Vanguard Health Systems, Inc., 8%, 2018 |
935,000 | 960,713 | ||||||
VWR Funding, Inc., 10.25%, 2015 (p) |
1,204,125 | 1,276,373 | ||||||
$ | 27,520,941 | |||||||
Metals & Mining 3.1% |
||||||||
ArcelorMittal, 9.85%, 2019 |
$ | 1,710,000 | $ | 2,198,282 |
9
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Metals & Mining continued |
||||||||
ArcelorMittal USA, Inc., 6.5%, 2014 |
$ | 1,300,000 | $ | 1,432,198 | ||||
Arch Coal, Inc., 7.25%, 2020 |
470,000 | 499,375 | ||||||
Arch Western Finance LLC, 6.75%, 2013 |
637,000 | 643,370 | ||||||
Bumi Investment Pte Ltd., 10.75%, 2017 (n) |
249,000 | 274,211 | ||||||
Cloud Peak Energy, Inc., 8.25%, 2017 |
1,320,000 | 1,435,500 | ||||||
Cloud Peak Energy, Inc., 8.5%, 2019 |
760,000 | 837,900 | ||||||
Consol Energy, Inc., 8%, 2017 |
1,425,000 | 1,546,125 | ||||||
Consol Energy, Inc., 8.25%, 2020 |
480,000 | 529,200 | ||||||
Freeport-McMoRan Copper & Gold, Inc., 8.375%, 2017 |
1,045,000 | 1,159,950 | ||||||
Gold Fields Orogen Holdings Ltd., 4.875%, 2020 (n) |
2,260,000 | 2,158,259 | ||||||
Metinvest B.V., 8.75%, 2018 (z) |
200,000 | 204,000 | ||||||
Novelis, Inc., 8.375%, 2017 (n) |
470,000 | 518,175 | ||||||
Novelis, Inc., 8.75%, 2020 (n) |
270,000 | 297,675 | ||||||
Peabody Energy Corp., 5.875%, 2016 |
425,000 | 432,437 | ||||||
Peabody Energy Corp., 7.375%, 2016 |
1,070,000 | 1,209,100 | ||||||
Rearden G Holdings Eins GmbH, 7.875%, 2020 (n) |
115,000 | 121,325 | ||||||
Southern Copper Corp., 5.375%, 2020 |
161,000 | 165,321 | ||||||
Southern Copper Corp., 6.75%, 2040 |
553,000 | 574,691 | ||||||
Teck Resources Ltd., 9.75%, 2014 |
167,000 | 204,267 | ||||||
Vale Overseas Ltd., 4.625%, 2020 |
490,000 | 481,142 | ||||||
Vale Overseas Ltd., 6.875%, 2039 |
341,000 | 367,831 | ||||||
$ | 17,290,334 | |||||||
Mortgage-Backed 4.9% |
||||||||
Fannie Mae, 3.81%, 2013 |
$ | 301,859 | $ | 313,664 | ||||
Fannie Mae, 4.1%, 2013 |
494,546 | 516,022 | ||||||
Fannie Mae, 4.19%, 2013 |
407,145 | 426,971 | ||||||
Fannie Mae, 4.845%, 2013 |
137,812 | 145,716 | ||||||
Fannie Mae, 4.562%, 2014 |
257,760 | 273,889 | ||||||
Fannie Mae, 4.6%, 2014 |
419,490 | 444,987 | ||||||
Fannie Mae, 4.609%, 2014 |
479,240 | 513,274 | ||||||
Fannie Mae, 4.77%, 2014 |
326,226 | 348,838 | ||||||
Fannie Mae, 4.56%, 2015 |
176,324 | 188,016 | ||||||
Fannie Mae, 4.665%, 2015 |
143,011 | 152,967 | ||||||
Fannie Mae, 4.7%, 2015 |
136,520 | 146,171 | ||||||
Fannie Mae, 4.74%, 2015 |
338,442 | 362,808 | ||||||
Fannie Mae, 4.78%, 2015 |
394,418 | 423,311 | ||||||
Fannie Mae, 4.815%, 2015 |
356,716 | 383,104 | ||||||
Fannie Mae, 4.87%, 2015 |
288,800 | 310,976 | ||||||
Fannie Mae, 4.89%, 2015 |
96,430 | 103,828 | ||||||
Fannie Mae, 4.922%, 2015 |
964,341 | 1,041,291 | ||||||
Fannie Mae, 6%, 2016 - 2037 |
2,982,952 | 3,260,893 | ||||||
Fannie Mae, 5.5%, 2019 - 2035 |
6,400,332 | 6,899,874 | ||||||
Fannie Mae, 4.88%, 2020 |
252,780 | 265,380 | ||||||
Fannie Mae, 4%, 2025 |
2,500,000 | 2,583,998 | ||||||
Fannie Mae, 6.5%, 2032 - 2033 |
725,136 | 821,411 | ||||||
Fannie Mae, 5%, 2035 |
2,175,152 | 2,295,417 | ||||||
Freddie Mac, 6%, 2034 |
454,517 | 501,064 | ||||||
Ginnie Mae, 5.5%, 2039 |
2,000,000 | 2,163,443 | ||||||
Ginnie Mae, 4.5%, 2041 |
2,000,000 | 2,069,310 | ||||||
$ | 26,956,623 | |||||||
Natural Gas - Distribution 0.5% |
||||||||
AmeriGas Partners LP, 7.125%, 2016 |
$ | 1,980,000 | $ | 2,059,200 |
10
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Natural Gas - Distribution continued |
||||||||
Ferrellgas Partners LP, 8.625%, 2020 |
$ | 685,000 | $ | 744,937 | ||||
$ | 2,804,137 | |||||||
Natural Gas - Pipeline 1.6% |
||||||||
Atlas Pipeline Partners LP, 8.125%, 2015 |
$ | 915,000 | $ | 955,031 | ||||
Atlas Pipeline Partners LP, 8.75%, 2018 |
185,000 | 197,950 | ||||||
Crosstex Energy, Inc., 8.875%, 2018 |
1,205,000 | 1,328,512 | ||||||
El Paso Corp., 7%, 2017 |
1,395,000 | 1,558,521 | ||||||
El Paso Corp., 7.75%, 2032 |
546,000 | 578,103 | ||||||
Energy Transfer Equity LP, 7.5%, 2020 |
1,780,000 | 1,929,075 | ||||||
Enterprise Products Partners LP, 8.375% to 2016, FRN to 2066 |
991,000 | 1,069,041 | ||||||
Enterprise Products Partners LP, 7.034% to 2018, FRN to 2068 |
256,000 | 266,880 | ||||||
MarkWest Energy Partners LP, 8.75%, 2018 |
165,000 | 180,675 | ||||||
Spectra Energy Capital LLC, 8%, 2019 |
810,000 | 979,700 | ||||||
$ | 9,043,488 | |||||||
Network & Telecom 2.5% |
||||||||
AT&T, Inc., 6.55%, 2039 |
$ | 170,000 | $ | 181,147 | ||||
AT&T, Inc., 5.35%, 2040 (n) |
1,108,000 | 1,016,086 | ||||||
CenturyLink, Inc., 7.6%, 2039 |
265,000 | 279,755 | ||||||
Cincinnati Bell, Inc., 8.25%, 2017 |
1,020,000 | 1,030,200 | ||||||
Cincinnati Bell, Inc., 8.75%, 2018 |
1,250,000 | 1,198,437 | ||||||
Citizens Communications Co., 9%, 2031 |
680,000 | 715,700 | ||||||
Frontier Communications Corp., 8.25%, 2017 |
375,000 | 414,375 | ||||||
Frontier Communications Corp., 8.5%, 2020 |
1,535,000 | 1,703,850 | ||||||
Qwest Communications International, Inc., 8%, 2015 |
365,000 | 398,306 | ||||||
Qwest Communications International, Inc., 7.125%, 2018 (n) |
1,075,000 | 1,152,938 | ||||||
Qwest Corp., 7.875%, 2011 |
700,000 | 721,875 | ||||||
Telefonica Emisiones S.A.U., 2.582%, 2013 |
995,000 | 1,002,122 | ||||||
TELUS Corp., 8%, 2011 |
300,000 | 305,546 | ||||||
Windstream Corp., 8.625%, 2016 |
2,575,000 | 2,723,063 | ||||||
Windstream Corp., 8.125%, 2018 |
380,000 | 406,600 | ||||||
Windstream Corp., 7.75%, 2020 |
560,000 | 580,300 | ||||||
$ | 13,830,300 | |||||||
Oil Services 0.8% |
||||||||
Afren PLC, 11.5%, 2016 (n) |
$ | 200,000 | $ | 208,000 | ||||
Edgen Murray Corp., 12.25%, 2015 |
320,000 | 305,600 | ||||||
Expro Finance Luxembourg, 8.5%, 2016 (n) |
1,425,000 | 1,464,187 | ||||||
McJunkin Red Man Holding Corp., 9.5%, 2016 (n) |
995,000 | 985,050 | ||||||
Pioneer Drilling Co., 9.875%, 2018 |
845,000 | 921,050 | ||||||
Trinidad Drilling Ltd., 7.875%, 2019 (n) |
410,000 | 428,963 | ||||||
$ | 4,312,850 | |||||||
Oils 0.5% |
||||||||
LUKOIL International Finance B.V., 6.125%, 2020 (n) |
$ | 1,922,000 | $ | 1,943,719 | ||||
Petroplus Holdings AG, 9.375%, 2019 (n) |
795,000 | 826,800 | ||||||
$ | 2,770,519 | |||||||
Other Banks & Diversified Financials 3.4% |
||||||||
Alfa Bank, 7.875%, 2017 (n) |
$ | 1,151,000 | $ | 1,188,407 | ||||
Banco Cruzeiro do Sul S.A., 8.25%, 2016 (n) |
701,000 | 686,980 | ||||||
Banco PanAmericano S.A., 8.5%, 2020 (n) |
416,000 | 425,360 | ||||||
Banco Santander U.S. Debt S.A.U., 3.781%, 2015 (n) |
1,400,000 | 1,338,082 | ||||||
Banco Votorantim S.A., 5.25%, 2016 (z) |
657,000 | 664,884 | ||||||
Bank of China (Hong Kong) Ltd., 5.55%, 2020 (n) |
1,570,000 | 1,615,159 | ||||||
Bosphorus Financial Services Ltd., FRN, 2.113%, 2012 (z) |
375,000 | 370,354 |
11
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Other Banks & Diversified Financials continued |
||||||||
Capital One Financial Corp., 8.8%, 2019 |
$ | 320,000 | $ | 404,160 | ||||
Capital One Financial Corp., 10.25%, 2039 |
1,000,000 | 1,086,250 | ||||||
Citigroup Capital XXI, 8.3% to 2037, FRN to 2077 |
2,535,000 | 2,611,050 | ||||||
Groupe BPCE S.A., 12.5% to 2019, FRN to 2049 (n) |
1,974,000 | 2,221,836 | ||||||
ICICI Bank Ltd., 5.75%, 2020 (n) |
248,000 | 238,983 | ||||||
Isbank GmbH, 5.1%, 2016 (n) |
1,727,000 | 1,705,774 | ||||||
LBG Capital No.1 PLC, 7.875%, 2020 (n) |
1,325,000 | 1,278,625 | ||||||
Santander UK PLC, 8.963% to 2030, FRN to 2049 |
1,323,000 | 1,455,300 | ||||||
Woori Bank, 6.125% to 2011, FRN to 2016 (n) |
1,490,000 | 1,497,416 | ||||||
$ | 18,788,620 | |||||||
Pharmaceuticals 0.3% |
||||||||
Roche Holdings, Inc., 6%, 2019 (n) |
$ | 1,000,000 | $ | 1,142,307 | ||||
Valeant Pharmaceuticals International, Inc., 6.75%, 2017 (n) |
770,000 | 796,950 | ||||||
$ | 1,939,257 | |||||||
Pollution Control 0.2% |
||||||||
Allied Waste North America, Inc., 7.125%, 2016 |
$ | 75,000 | $ | 78,187 | ||||
Allied Waste North America, Inc., 6.875%, 2017 |
870,000 | 946,125 | ||||||
$ | 1,024,312 | |||||||
Precious Metals & Minerals 0.1% |
||||||||
ALROSA Finance S.A., 7.75%, 2020 (n) |
$ | 300,000 | $ | 318,000 | ||||
Printing & Publishing 0.2% |
||||||||
American Media, Inc., 13.5%, 2018 (z) |
$ | 11,911 | $ | 12,164 | ||||
McClatchy Co., 11.5%, 2017 |
345,000 | 391,575 | ||||||
Nielsen Finance LLC, 11.5%, 2016 |
354,000 | 416,835 | ||||||
Nielsen Finance LLC, 7.75%, 2018 (n) |
465,000 | 502,781 | ||||||
$ | 1,323,355 | |||||||
Railroad & Shipping 0.4% |
||||||||
Kansas City Southern Railway, 8%, 2015 |
$ | 1,895,000 | $ | 2,056,075 | ||||
Real Estate 0.8% |
||||||||
CB Richard Ellis Group, Inc., 11.625%, 2017 |
$ | 400,000 | $ | 471,500 | ||||
Country Garden Holding Co., 11.125%, 2018 (z) |
200,000 | 199,600 | ||||||
Entertainment Properties Trust, REIT, 7.75%, 2020 (n) |
665,000 | 699,912 | ||||||
HRPT Properties Trust, REIT, 6.25%, 2016 |
1,053,000 | 1,133,937 | ||||||
Simon Property Group, Inc., REIT, 5.875%, 2017 |
756,000 | 845,337 | ||||||
Simon Property Group, Inc., REIT, 10.35%, 2019 |
660,000 | 906,587 | ||||||
$ | 4,256,873 | |||||||
Restaurants 0.0% |
||||||||
Dunkin Finance Corp., 9.625%, 2018 (n) |
$ | 232,000 | $ | 234,900 | ||||
Retailers 1.8% |
||||||||
Burlington Coat Factory Warehouse Corp., 10%, 2019 (z) |
$ | 190,000 | $ | 191,900 | ||||
Express LLC/Express Finance Corp., 8.75%, 2018 |
525,000 | 565,031 | ||||||
General Nutrition Centers, Inc., FRN, 5.75%, 2014 (p) |
740,000 | 738,612 | ||||||
Home Depot, Inc., 5.875%, 2036 |
509,000 | 516,074 | ||||||
Limited Brands, Inc., 6.9%, 2017 |
480,000 | 514,800 | ||||||
Limited Brands, Inc., 6.95%, 2033 |
670,000 | 623,100 | ||||||
Neiman Marcus Group, Inc., 10.375%, 2015 |
1,015,000 | 1,074,631 | ||||||
QVC, Inc., 7.375%, 2020 (n) |
925,000 | 980,500 | ||||||
Sally Beauty Holdings, Inc., 10.5%, 2016 |
1,270,000 | 1,397,000 | ||||||
Toys R Us Property Co. II LLC, 8.5%, 2017 |
1,725,000 | 1,875,938 | ||||||
Toys R Us, Inc., 10.75%, 2017 |
1,040,000 | 1,188,200 |
12
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Retailers continued |
||||||||
YCC Holdings LLC, 10.25%, 2016 (p)(z) |
$ | 360,000 | $ | 370,800 | ||||
$ | 10,036,586 | |||||||
Specialty Stores 0.5% |
||||||||
Giraffe Acquisition Corp., 9.125%, 2018 (n) |
$ | 220,000 | $ | 224,400 | ||||
GSC Holdings Corp., 8%, 2012 |
130,000 | 133,087 | ||||||
Michaels Stores, Inc., 11.375%, 2016 |
635,000 | 693,737 | ||||||
Michaels Stores, Inc., 7.75%, 2018 (n) |
1,660,000 | 1,713,950 | ||||||
Payless ShoeSource, Inc., 8.25%, 2013 |
151,000 | 153,548 | ||||||
$ | 2,918,722 | |||||||
Supermarkets 0.1% |
||||||||
Delhaize Group, 5.7%, 2040 (n) |
$ | 834,000 | $ | 786,344 | ||||
Supranational 0.6% |
||||||||
Central American Bank, 4.875%, 2012 (n) |
$ | 570,000 | $ | 585,681 | ||||
European Investment Bank, 5.125%, 2017 |
2,593,000 | 2,912,875 | ||||||
$ | 3,498,556 | |||||||
Telecommunications - Wireless 3.7% |
||||||||
Cingular Wireless LLC, 6.5%, 2011 |
$ | 1,020,000 | $ | 1,067,544 | ||||
Clearwire Corp., 12%, 2015 (n) |
2,430,000 | 2,648,700 | ||||||
Cricket Communications, Inc., 7.75%, 2016 |
560,000 | 592,200 | ||||||
Crown Castle International Corp., 9%, 2015 |
1,475,000 | 1,659,375 | ||||||
Crown Castle International Corp., 7.75%, 2017 (n) |
430,000 | 474,612 | ||||||
Crown Castle International Corp., 7.125%, 2019 |
450,000 | 478,687 | ||||||
Digicel Group Ltd., 12%, 2014 (n) |
100,000 | 117,250 | ||||||
Digicel Group Ltd., 8.25%, 2017 (n) |
821,000 | 857,945 | ||||||
Digicel Group Ltd., 10.5%, 2018 (n) |
350,000 | 399,000 | ||||||
Globo Comunicacoes e Participacoes S.A., 6.25% to 2015, 9.375% to 2049 (n) |
165,000 | 172,425 | ||||||
MetroPCS Wireless, Inc., 7.875%, 2018 |
900,000 | 950,625 | ||||||
Net Servicos de Comunicacao S.A., 7.5%, 2020 |
758,000 | 879,280 | ||||||
Nextel Communications, Inc., 7.375%, 2015 |
650,000 | 651,625 | ||||||
NII Holdings, Inc., 10%, 2016 |
1,615,000 | 1,828,987 | ||||||
NII Holdings, Inc., 8.875%, 2019 |
710,000 | 784,550 | ||||||
SBA Communications Corp., 8%, 2016 |
260,000 | 283,400 | ||||||
SBA Communications Corp., 8.25%, 2019 |
445,000 | 490,613 | ||||||
Sprint Capital Corp., 6.875%, 2028 |
1,315,000 | 1,185,144 | ||||||
Sprint Nextel Corp., 8.375%, 2017 |
2,905,000 | 3,220,919 | ||||||
VimpelCom Ltd., 7.748%, 2021 (z) |
336,000 | 347,357 | ||||||
Wind Acquisition Finance S.A., 11.75%, 2017 (n) |
435,000 | 499,163 | ||||||
Wind Acquisition Finance S.A., 7.25%, 2018 (n) |
1,170,000 | 1,208,025 | ||||||
$ | 20,797,426 | |||||||
Telephone Services 0.5% |
||||||||
Cogent Communications Group, Inc., 8.375%, 2018 (z) |
$ | 445,000 | $ | 461,687 | ||||
Frontier Communications Corp., 8.125%, 2018 |
1,835,000 | 2,039,144 | ||||||
$ | 2,500,831 | |||||||
Tobacco 0.2% |
||||||||
Reynolds American, Inc., 6.75%, 2017 |
$ | 1,040,000 | $ | 1,170,802 | ||||
Transportation 0.2% |
||||||||
BRT Escrow Corp. S.p.A., 8%, 2018 (z) |
$ | 1,373,000 | $ | 1,390,525 | ||||
Transportation - Services 1.6% |
||||||||
ACL I Corp., 10.625%, 2016 (p)(z) |
$ | 750,000 | $ | 749,484 | ||||
Aguila American Resources Ltd., 7.875%, 2018 (z) |
570,000 | 591,375 | ||||||
American Petroleum Tankers LLC, 10.25%, 2015 (n) |
515,000 | 538,819 |
13
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Bonds continued |
||||||||
Transportation - Services continued |
||||||||
Commercial Barge Line Co., 12.5%, 2017 |
$ | 1,320,000 | $ | 1,531,200 | ||||
Erac USA Finance Co., 6.375%, 2017 (n) |
1,000,000 | 1,123,011 | ||||||
Hertz Corp., 8.875%, 2014 |
829,000 | 850,761 | ||||||
Hertz Corp., 7.5%, 2018 (n) |
665,000 | 704,069 | ||||||
Hertz Corp., 7.375%, 2021 (n) |
650,000 | 679,250 | ||||||
Navios Maritime Acquisition Corp., 8.625%, 2017 (n) |
460,000 | 479,550 | ||||||
Navios Maritime Holdings, Inc., 8.875%, 2017 |
340,000 | 367,200 | ||||||
Swift Services Holdings, Inc., 10%, 2018 (z) |
820,000 | 897,900 | ||||||
Westinghouse Air Brake Technologies Corp., 6.875%, 2013 |
370,000 | 388,500 | ||||||
$ | 8,901,119 | |||||||
U.S. Government Agencies and Equivalents 0.6% |
||||||||
Freddie Mac, 5.5%, 2017 |
$ | 3,060,000 | $ | 3,519,202 | ||||
U.S. Treasury Obligations 4.1% |
||||||||
U.S. Treasury Bonds, 8.5%, 2020 |
$ | 4,050,000 | $ | 5,746,253 | ||||
U.S. Treasury Bonds, 6.25%, 2023 (f) |
1,800,000 | 2,246,344 | ||||||
U.S. Treasury Bonds, 5.375%, 2031 |
286,200 | 328,951 | ||||||
U.S. Treasury Bonds, 4.5%, 2036 |
95,000 | 96,262 | ||||||
U.S. Treasury Bonds, 4.75%, 2037 |
2,986,200 | 3,138,311 | ||||||
U.S. Treasury Notes, TIPS, 1.25%, 2020 |
10,735,517 | 11,053,385 | ||||||
$ | 22,609,506 | |||||||
Utilities - Electric Power 3.6% |
||||||||
AES Corp., 8%, 2017 |
$ | 2,840,000 | $ | 3,081,400 | ||||
Allegheny Energy Supply Co. LLC, 8.25%, 2012 (n) |
370,000 | 395,193 | ||||||
Bruce Mansfield Unit, 6.85%, 2034 |
1,530,526 | 1,611,436 | ||||||
Calpine Corp., 8%, 2016 (n) |
1,800,000 | 1,953,000 | ||||||
Calpine Corp., 7.875%, 2020 (n) |
560,000 | 592,200 | ||||||
CenterPoint Energy, Inc., 6.5%, 2018 |
400,000 | 450,724 | ||||||
Colbun S.A., 6%, 2020 (n) |
748,000 | 751,825 | ||||||
Covanta Holding Corp., 7.25%, 2020 |
665,000 | 698,424 | ||||||
Dynegy Holdings, Inc., 7.75%, 2019 |
1,895,000 | 1,369,137 | ||||||
Edison Mission Energy, 7%, 2017 |
1,760,000 | 1,430,000 | ||||||
EDP Finance B.V., 6%, 2018 (n) |
798,000 | 784,083 | ||||||
Energy Future Holdings Corp., 10.25%, 2020 (n) |
1,125,000 | 1,171,521 | ||||||
Energy Future Holdings Corp., 10%, 2020 |
2,275,000 | 2,374,763 | ||||||
Genon Escrow Corp., 9.875%, 2020 (n) |
1,455,000 | 1,531,387 | ||||||
System Energy Resources, Inc., 5.129%, 2014 (z) |
765,319 | 786,366 | ||||||
Texas Competitive Electric Holdings LLC, 10.25%, 2015 |
1,290,000 | 725,625 | ||||||
$ | 19,707,084 | |||||||
Total Bonds |
$ | 632,064,379 | ||||||
Floating Rate Loans (g)(r) 0.2% |
||||||||
Aerospace 0.0% |
||||||||
Hawker Beechcraft Acquisition Co. LLC, Term Loan, 10.5%, 2014 |
$ | 207,018 | $ | 209,865 | ||||
Automotive 0.1% |
||||||||
Allison Transmission, Inc., Term Loan B, 3.02%, 2014 |
$ | 234,382 | $ | 233,503 | ||||
Broadcasting 0.0% |
||||||||
Gray Television, Inc., Term Loan B, 3.77%, 2014 |
$ | 52,929 | $ | 52,693 | ||||
Local TV Finance LLC, Term Loan B, 2.31%, 2013 |
48,016 | 46,815 | ||||||
$ | 99,508 | |||||||
Building 0.0% |
||||||||
Goodman Global Holdings, Inc., 2nd Lien Term Loan, 9%, 2017 |
$ | 29,726 | $ | 30,637 |
14
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Issuer |
Shares/Par | Value ($) | ||||||
Floating Rate Loans (g)(r) continued |
||||||||
Consumer Services 0.0% |
||||||||
Realogy Corp., Letter of Credit, 3.113%, 2016 |
$ | 29,719 | $ | 28,509 | ||||
Realogy Corp., Term Loan, 5.25%, 2016 |
175,221 | 168,087 | ||||||
$ | 196,596 | |||||||
Financial Institutions 0.0% |
||||||||
American General Financial Corp., Term Loan B, 7.25%, 2015 |
$ | 86,679 | $ | 87,451 | ||||
Gaming & Lodging 0.1% |
||||||||
MGM Mirage, Term Loan, 7%, 2014 (o) |
$ | 464,788 | $ | 457,756 | ||||
Total Floating Rate Loans |
$ | 1,315,316 | ||||||
Common Stocks 0.1% |
||||||||
Automotive 0.1% |
||||||||
Accuride Corp. (a) |
12,648 | $ | 176,946 | |||||
Printing & Publishing 0.0% |
||||||||
American Media Operations, Inc. (a) |
3,053 | $ | 43,566 | |||||
Golden Books Family Entertainment, Inc. (a) |
3,683 | 0 | ||||||
$ | 43,566 | |||||||
Total Common Stocks |
$ | 220,512 | ||||||
Preferred Stocks 0.1% |
||||||||
Automotive 0.1% |
||||||||
General Motors Co., 4.75% |
13,160 | $ | 669,581 | |||||
Money Market Funds (v) 2.3% |
||||||||
MFS Institutional Money Market Portfolio, 0.2%, at Net Asset Value |
12,519,675 | $ | 12,519,675 | |||||
Total Investments |
$ | 646,789,463 | ||||||
Other Assets, Less Liabilities (16.6)% |
(91,854,720 | ) | ||||||
Net Assets 100.0% |
$ | 554,934,743 | ||||||
(a) | Non-income producing security. |
(d) | Non-income producing security - in default. |
(e) | Guaranteed by Minister for Finance of Ireland. |
(f) | All or a portion of the security has been segregated as collateral for open futures contracts. |
(g) | The rate shown represents a weighted average coupon rate on settled positions at period end, unless otherwise indicated. |
(i) | Interest only security for which the fund receives interest on notional principal (Par amount). Par amount shown is the notional principal and does not reflect the cost of the security. |
(n) | Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers. At period end, the aggregate value of these securities was $138,424,276, representing 24.9% of net assets. |
(o) | All or a portion of this position has not settled. Upon settlement date, interest rates for unsettled amounts will be determined. The rate shown represents the weighted average coupon rate for settled amounts. |
(p) | Payment-in-kind security. |
(r) | Remaining maturities of floating rate loans may be less than stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty. These loans may be subject to restrictions on resale. Floating rate loans generally have rates of interest which are determined periodically by reference to a base lending rate plus a premium. |
(v) | Underlying affiliated fund that is available only to investment companies managed by MFS. The rate quoted is the annualized seven-day yield of the fund at period end. |
(z) | Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. The fund holds the following restricted securities: |
Acquisition | ||||||||||
Restricted Securities |
Date | Cost | Value | |||||||
ACL I Corp., 10.625%, 2016 |
2/10/11 | $ | 736,954 | $ | 749,484 | |||||
AMC Entertainment, Inc., 9.75%, 2020 |
12/01/10 -2/04/11 | 741,782 | 772,200 | |||||||
Aguila American Resources Ltd., 7.875%, 2018 |
1/24/11 - 1/25/11 | 580,397 | 591,375 |
15
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
Acquisition | ||||||||||
Restricted Securities |
Date | Cost | Value | |||||||
American Media, Inc., 13.5%, 2018 |
12/22/10 | $ | 12,099 | $ | 12,164 | |||||
Anthracite Ltd., A, CDO, FRN, 0.622%, 2019 |
1/15/10 | 973,623 | 1,231,902 | |||||||
Anthracite Ltd., BFL, CDO, FRN, 1.26%, 2037 |
12/09/10 | 2,730,000 | 2,790,000 | |||||||
BRT Escrow Corp. S.p.A., 8%, 2018 |
2/14/11 | 1,373,000 | 1,390,525 | |||||||
Banco Votorantim S.A., 5.25%, 2016 |
2/07/11 | 649,407 | 664,884 | |||||||
Bayview Financial Revolving Mortgage Loan Trust, FRN, 1.861%, 2040 |
3/01/06 | 856,573 | 549,156 | |||||||
Bosphorus Financial Services Ltd., FRN, 2.113%, 2012 |
3/08/05 | 375,000 | 370,354 | |||||||
Bresnan Broadband Holdings LLC, 8%, 2018 |
12/01/10 | 270,000 | 283,500 | |||||||
Burlington Coat Factory Warehouse Corp., 10%, 2019 |
2/17/11 | 190,000 | 191,900 | |||||||
CPI International Acquisition, Inc., 8%, 2018 |
2/03/11 | 310,000 | 312,325 | |||||||
Cequel Communications Holdings, 8.625%, 2017 |
1/13/11 -1/21/11 | 641,873 | 655,650 | |||||||
Citadel Broadcasting Corp., 7.75%, 2018 |
12/06/10 | 180,000 | 193,050 | |||||||
Cogent Communications Group, Inc., 8.375%, 2018 |
1/11/11 | 445,000 | 461,687 | |||||||
Country Garden Holding Co., 11.125%, 2018 |
2/16/11 | 198,812 | 199,600 | |||||||
Credit Acceptance Corp., 9.125%, 2017 |
2/28/11 | 153,700 | 153,700 | |||||||
Elizabeth Arden, Inc., 7.375%, 2021 |
1/13/11 -1/21/11 | 477,565 | 493,500 | |||||||
Fibria Overseas Finance, 6.75%, 2021 |
2/28/11 | 275,517 | 275,517 | |||||||
Local TV Finance LLC, 9.25%, 2015 |
11/09/07 -2/16/11 | 1,152,675 | 1,183,763 | |||||||
Metinvest B.V., 8.75%, 2018 |
2/07/11 | 197,455 | 204,000 | |||||||
Multi Security Asset Trust, A3, 5%, 2035 |
10/12/10 | 1,429,288 | 1,476,428 | |||||||
NAI Entertainment Holdings LLC, 8.25%, 2017 |
12/02/10 -12/20/10 | 380,179 | 397,750 | |||||||
Nationstar Mortgage LLC, 10.875%, 2015 |
3/23/10 - 2/17/11 | 919,855 | 988,800 | |||||||
ONO Finance ll PLC, 10.875%, 2019 |
1/21/11 | 300,000 | 322,500 | |||||||
PNC Mortgage Acceptance Corp., 7.1%, 2032 |
3/25/08 | 1,030,276 | 1,030,516 | |||||||
Packaging Dynamics Corp., 8.75%, 2016 |
1/25/11 - 2/01/11 | 257,935 | 261,056 | |||||||
Ply Gem Industries, Inc., 8.25%, 2018 |
2/09/11 | 360,000 | 368,550 | |||||||
Polypore International, Inc., 7.5%, 2017 |
11/10/10 | 180,000 | 186,300 | |||||||
RSC Equipment Rental, Inc., 8.25%, 2021 |
1/13/11 - 2/01/11 | 672,663 | 697,950 | |||||||
Republic of Ukraine, 7.95%, 2021 |
2/16/11 | 1,195,000 | 1,196,996 | |||||||
Reynolds Group, 9%, 2019 |
1/24/11 | 559,574 | 552,525 | |||||||
Reynolds Group, 8.25%, 2021 |
1/27/11 | 480,000 | 481,200 | |||||||
SIRIUS XM Radio, Inc., 13%, 2013 |
12/15/10 | 229,291 | 232,538 | |||||||
Spirit Master Funding LLC, 5.05%, 2023 |
7/15/05 | 1,447,351 | 1,260,319 | |||||||
Swift Services Holdings, Inc., 10%, 2018 |
12/15/10 - 1/04/11 | 836,738 | 897,900 | |||||||
Syniverse Holdings, Inc., 9.125%, 2019 |
12/16/10 | 462,478 | 491,400 | |||||||
System Energy Resources, Inc., 5.129%, 2014 |
4/16/04 | 765,319 | 786,366 | |||||||
Transnet Ltd., 4.5%, 2016 |
2/03/11 | 201,880 | 206,264 | |||||||
UCI International, Inc., 8.625%, 2019 |
1/11/11 | 230,000 | 244,950 | |||||||
UPCB Finance III Ltd., 6.625%, 2020 |
2/07/11 | 784,000 | 781,060 | |||||||
USI Holdings Corp., 9.75%, 2015 |
4/07/10 | 593,139 | 633,450 | |||||||
VimpelCom Ltd., 7.748%, 2021 |
1/26/11 | 336,000 | 347,357 | |||||||
YCC Holdings LLC, 10.25%, 2016 |
2/04/11 - 2/10/11 | 361,510 | 370,800 | |||||||
Total Restricted Securities |
$ | 27,943,211 | ||||||||
% of Net Assets |
5.0 | % |
The following abbreviations are used in this report and are defined:
CDO |
Collateralized Debt Obligation | |
FRN |
Floating Rate Note. Interest rate resets periodically and may not be the rate reported at period end. | |
PLC |
Public Limited Company | |
REIT |
Real Estate Investment Trust | |
TIPS |
Treasury Inflation Protected Security |
Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise indicated. A list of abbreviations is shown below:
AUD |
Australian Dollar | |
CAD |
Canadian Dollar | |
CHF |
Swiss Franc | |
CNY |
Chinese Yuan Renminbi | |
EUR |
Euro |
16
MFS Charter Income Trust
PORTFOLIO OF INVESTMENTS (unaudited) 2/28/11 - continued
GBP |
British Pound | |
IDR |
Indonesian Rupiah | |
JPY |
Japanese Yen | |
MXN |
Mexican Peso | |
NOK |
Norwegian Krone | |
NZD |
New Zealand Dollar | |
PHP |
Philippine Peso | |
SEK |
Swedish Krona | |
SGD |
Singapore Dollar |
See attached supplemental information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.
17
MFS Charter Income Trust
Supplemental Information (Unaudited) 2/28/11
(1) Investment Valuations
Debt instruments and floating rate loans (other than short-term instruments), including restricted debt instruments, are generally valued at an evaluated or composite bid as provided by a third-party pricing service. 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. Equity securities held short, for which there were no sales reported for that day, are generally valued at the last quoted daily ask 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. 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 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. 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 funds 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 funds 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 investments value has been materially effected 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 funds 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. 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 funds 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 funds 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 funds 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 investments level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The funds 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 advisers own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments not reflected in total investments, such as futures and forwards.
18
MFS Charter Income Trust
Supplemental Information (Unaudited) 2/28/11 - continued
The following is a summary of the levels used as of February 28, 2011 in valuing the funds assets or liabilities:
Investments at Value |
Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Equity Securities |
$ | 846,527 | $ | 43,566 | $ | | $ | 890,093 | ||||||||
U.S. Treasury Bonds & U.S. Government Agency & Equivalents |
| 26,128,708 | | 26,128,708 | ||||||||||||
Non-U.S. Sovereign Debt |
| 109,115,440 | | 109,115,440 | ||||||||||||
Corporate Bonds |
| 345,727,631 | | 345,727,631 | ||||||||||||
Residential Mortgage-Backed Securities |
| 28,690,470 | | 28,690,470 | ||||||||||||
Commercial Mortgage-Backed Securities |
| 32,430,298 | | 32,430,298 | ||||||||||||
Asset-Backed Securities (including CDOs) |
| 6,152,828 | | 6,152,828 | ||||||||||||
Foreign Bonds |
| 83,819,004 | | 83,819,004 | ||||||||||||
Floating Rate Loans |
| 1,315,316 | | 1,315,316 | ||||||||||||
Mutual Funds |
12,519,675 | | | 12,519,675 | ||||||||||||
Total Investments |
$ | 13,366,202 | $ | 633,423,261 | $ | | $ | 646,789,463 | ||||||||
Other Financial Instruments |
||||||||||||||||
Futures |
$ | (96,846 | ) | $ | | $ | | $ | (96,846 | ) | ||||||
Forward Currency Contracts |
$ | | $ | (1,774,206 | ) | $ | | $ | (1,774,206 | ) |
For further information regarding security characteristics, see the Portfolio of Investments.
(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 |
$ | 613,347,025 | ||
Gross unrealized appreciation |
$ | 42,048,986 | ||
Gross unrealized depreciation |
(8,606,548 | ) | ||
Net unrealized appreciation (depreciation) |
$ | 33,442,438 | ||
The aggregate cost above includes prior fiscal year end tax adjustments, if applicable.
19
MFS Charter Income Trust
Supplemental Information (Unaudited) 2/28/11 - continued
(3) Derivative Contracts at 2/28/11
Forward Foreign Currency Exchange Contracts at 2/28/11
Type |
Currency |
Counterparty |
Contracts to Deliver/Receive |
Settlement Date Range |
In Exchange For |
Contracts at Value |
Net Unrealized Appreciation (Depreciation) |
|||||||||||||||||
Asset Derivatives |
||||||||||||||||||||||||
BUY |
AUD | Westpac Banking Corp | 1,938,000 | 4/12/11 | $ | 1,946,246 | $ | 1,963,218 | 16,972 | |||||||||||||||
BUY |
CAD | Barclays Bank PLC | 1,421,000 | 4/12/11 | 1,457,224 | 1,461,321 | 4,097 | |||||||||||||||||
BUY |
CHF | Deutsche Bank AG | 5,241,000 | 4/12/11 | 5,569,429 | 5,642,938 | 73,509 | |||||||||||||||||
BUY |
CNY | Deutsche Bank AG | 5,910,000 | 4/18/11 | 893,019 | 900,177 | 7,158 | |||||||||||||||||
BUY |
CNY | HSBC Bank | 11,785,000 | 4/18/11 | 1,779,674 | 1,795,023 | 15,349 | |||||||||||||||||
BUY |
EUR | Barclays Bank PLC | 2,020,000 | 4/12/11 | 2,757,752 | 2,786,087 | 28,335 | |||||||||||||||||
BUY |
EUR | Citibank N.A. | 2,079,000 | 4/12/11 | 2,821,538 | 2,867,464 | 45,926 | |||||||||||||||||
BUY |
EUR | Deutsche Bank AG | 2,849,881 | 4/12/11 | 3,734,516 | 3,930,702 | 196,186 | |||||||||||||||||
BUY |
EUR | HSBC Bank | 2,068,000 | 4/12/11 | 2,718,965 | 2,852,292 | 133,327 | |||||||||||||||||
BUY |
EUR | Royal Bank of Scotland Group PLC | 2,013,000 | 3/15/11 | 2,762,210 | 2,777,387 | 15,177 | |||||||||||||||||
BUY |
EUR | UBS AG | 908,304 | 3/15/11 | 1,194,078 | 1,253,210 | 59,132 | |||||||||||||||||
BUY |
GBP | Barclays Bank PLC | 230,000 | 4/12/11 | 367,772 | 373,769 | 5,997 | |||||||||||||||||
BUY |
IDR | HSBC Bank | 24,684,286,000 | 5/11/11 | 2,739,654 | 2,765,659 | 26,005 | |||||||||||||||||
BUY |
JPY | UBS AG | 115,399,000 | 4/12/11 | 1,400,086 | 1,411,026 | 10,940 | |||||||||||||||||
BUY |
MXN | Royal Bank of Scotland Group PLC | 17,049,000 | 4/11/11 | 1,384,522 | 1,403,643 | 19,121 | |||||||||||||||||
SELL |
MXN | Royal Bank of Scotland Group PLC | 17,050,000 | 4/11/11 | 1,406,224 | 1,403,725 | 2,499 | |||||||||||||||||
BUY |
NOK | Barclays Bank PLC | 7,581,000 | 4/12/11 | 1,288,979 | 1,350,794 | 61,815 | |||||||||||||||||
BUY |
NOK | Deutsche Bank AG | 8,618,000 | 4/12/11 | 1,464,600 | 1,535,567 | 70,967 | |||||||||||||||||
SELL |
NZD | Barclays Bank PLC | 3,000 | 4/12/11 | 2,268 | 2,251 | 17 | |||||||||||||||||
SELL |
NZD | Westpac Banking Corp | 2,502,000 | 4/12/11 | 1,939,926 | 1,877,013 | 62,913 | |||||||||||||||||
BUY |
PHP | JPMorgan Chase Bank N.A. | 120,509,110 | 3/07/11 - 3/25/11 | 2,738,413 | 2,763,592 | 25,179 | |||||||||||||||||
BUY |
SEK | Credit Suisse Group | 17,574,542 | 4/12/11 | 2,574,760 | 2,769,313 | 194,553 | |||||||||||||||||
BUY |
SGD | Deutsche Bank AG | 5,466,000 | 4/12/11 | 4,224,993 | 4,298,853 | 73,860 | |||||||||||||||||
$ | 1,149,034 | |||||||||||||||||||||||
Liability Derivatives |
||||||||||||||||||||||||
SELL |
AUD | Westpac Banking Corp | 393,609 | 4/12/11 | $ | 384,607 | $ | 398,731 | $ | (14,124 | ) | |||||||||||||
SELL |
CAD | Goldman Sachs International | 1,952,873 | 4/12/11 | 1,963,752 | 2,008,285 | (44,533 | ) | ||||||||||||||||
SELL |
CHF | Citibank N.A. | 2,630,519 | 4/12/11 | 2,747,000 | 2,832,257 | (85,257 | ) | ||||||||||||||||
SELL |
CHF | HSBC Bank | 2,609,000 | 4/12/11 | 2,703,235 | 2,809,088 | (105,853 | ) | ||||||||||||||||
BUY |
EUR | Citibank N.A. | 514,925 | 4/12/11 | 710,968 | 710,212 | (756 | ) | ||||||||||||||||
SELL |
EUR | Credit Suisse Group | 4,455,946 | 4/12/11 | 6,034,915 | 6,145,869 | (110,954 | ) | ||||||||||||||||
SELL |
EUR | HSBC Bank | 6,108,000 | 4/12/11 | 8,230,129 | 8,424,467 | (194,338 | ) | ||||||||||||||||
SELL |
EUR | UBS AG | 28,425,786 | 3/15/11 | 37,545,915 | 39,219,775 | (1,673,860 | ) | ||||||||||||||||
SELL |
GBP | Barclays Bank PLC | 1,607,488 | 4/12/11 | 2,488,279 | 2,612,303 | (124,024 | ) | ||||||||||||||||
SELL |
GBP | Deutsche Bank AG | 1,607,488 | 4/12/11 | 2,487,765 | 2,612,303 | (124,538 | ) | ||||||||||||||||
SELL |
JPY | Barclays Bank PLC | 112,804,000 | 4/12/11 | 1,357,598 | 1,379,296 | (21,698 | ) | ||||||||||||||||
SELL |
JPY | Credit Suisse Group | 13,897,053 | 4/12/11 | 167,185 | 169,925 | (2,740 | ) | ||||||||||||||||
SELL |
JPY | Merrill Lynch International Bank | 2,128,397,766 | 4/12/11 | 25,605,401 | 26,024,702 | (419,301 | ) | ||||||||||||||||
SELL |
NOK | Deutsche Bank AG | 113,000 | 4/12/11 | 18,870 | 20,134 | (1,264 | ) | ||||||||||||||||
$ | (2,923,240 | ) | ||||||||||||||||||||||
Futures Contracts Outstanding at 2/28/11
Description |
Currency | Contracts | Value | Expiration Date |
Unrealized Appreciation (Depreciation) |
|||||||||||||||
Asset Derivatives |
||||||||||||||||||||
Interest Rate Futures |
||||||||||||||||||||
U.S. Treasury Note 30 yr (Long) |
USD | 23 | 2,767,906 | June-2011 | 8,724 | |||||||||||||||
Liability Derivatives |
||||||||||||||||||||
Interest Rate Futures |
||||||||||||||||||||
U.S. Treasury Note 10 yr (Short) |
USD | 404 | 48,094,938 | June-2011 | (105,570 | ) |
At February 28, 2011, the fund had sufficient cash and/or other liquid securities to cover any commitments under these derivative contracts.
20
MFS Charter Income Trust
Supplemental Information (Unaudited) 2/28/11 - continued
(4) 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 affiliated issuers:
Underlying Affiliated Funds |
Beginning Shares/Par Amount |
Acquisitions Shares/Par Amount |
Dispositions Shares/Par Amount |
Ending Shares/Par Amount |
||||||||||||
MFS Institutional Money Market Portfolio |
29,055,511 | 50,463,988 | (66,999,824 | ) | 12,519,675 |
Underlying Affiliated Funds |
Realized Gain (Loss) |
Capital Gain Distributions |
Dividend Income |
Ending Value |
||||||||||||
MFS Institutional Money Market Portfolio |
$ | | $ | | $ | 11,710 | $ | 12,519,675 |
(5) Issuer Country Weightings
Issuer country weighting percentages of portfolio holdings based on net assets, as of February 28, 2011, are as follows:
United States |
64.7 | % | ||
Japan |
4.7 | % | ||
United Kingdom |
3.1 | % | ||
Italy |
2.5 | % | ||
Canada |
2.2 | % | ||
Brazil |
1.9 | % | ||
Netherlands |
1.7 | % | ||
Russia |
1.6 | % | ||
France |
1.5 | % | ||
Other Countries |
16.1 | % |
The issuer country weighting percentages include both accrued interest amounts and the equivalent exposure from any derivative holdings, if applicable.
21
ITEM 2. | CONTROLS AND PROCEDURES. |
(a) | Based upon their evaluation of the effectiveness of the registrants 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 registrants 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 Commissions rules and forms. |
(b) | There were no changes in the registrants internal controls over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial reporting. |
ITEM 3. | EXHIBITS. |
File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2): Attached hereto.
Notice
A copy of the Amended and Restated Declaration of Trust, as amended, of the Registrant is on file with the Secretary of State of The Commonwealth of Massachusetts and notice is hereby given that this instrument is executed on behalf of the Registrant by an officer of the Registrant as an officer and not individually and the obligations of or arising out of this instrument are not binding upon any of the Trustees or shareholders individually, but are binding only upon the assets and property of the respective constituent series of the Registrant.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Registrant: MFS CHARTER INCOME TRUST
By (Signature and Title)* | MARIA F. DIORIODWYER | |
Maria F. DiOrioDwyer, President |
Date: April 15, 2011
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)* | MARIA F. DIORIODWYER | |
Maria F. DiOrioDwyer, President (Principal Executive Officer) |
Date: April 15, 2011
By (Signature and Title)* | JOHN M. CORCORAN | |
John M. Corcoran, Treasurer (Principal Financial Officer and Accounting Officer) |
Date: April 15, 2011
* | Print name and title of each signing officer under his or her signature. |