MFS Commodity Strategy Fund Class R6 (MCSRX)

MCSRX Holdings List

As of Jan 31, 2025

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No.	Symbol	Name	% Weight	Shares
1	n/a	MLCILPRT Total Return Swap	13.87%	633,398
2	n/a	BCOM F0 Pre-Roll Total Return SWAP	13.07%	294,498
3	n/a	BBG Commodity F3 TR SWAP	11.01%	138,075
4	n/a	Currency Cash CASH_USD	9.08%	80,851,231
5	n/a	BBG COMMODITY F6 TR ETRS Total Return Swaps Equity	8.90%	83,514
6	n/a	Currency Cash CASH_USD	7.29%	65,216,194
7	T 4.5 07.15.26	United States Treasury Notes 4.5%	6.49%	57,693,000
8	T 4.875 11.30.25	United States Treasury Notes 4.88%	5.81%	51,280,000
9	n/a	BBG Commodity TR Swap APR 17 25	5.55%	199,522
10	n/a	BBG Commodity F3 Total Return Swap	5.08%	63,701
11	T 4.625 11.15.26	United States Treasury Notes 4.63%	5.04%	44,320,000
12	n/a	BBG Commodity F3 Total Return Swap	4.84%	60,668
13	n/a	BBG Commodity F3 Total Return Swap	4.84%	60,668
14	n/a	BBG COMMODITY F6 TR ETRS Total Return Swaps Equity	4.46%	83,514
15	n/a	MLCILPRT Pre Roll Total Return SWAP	4.10%	187,042
16	n/a	MLCILPRT TR Swap FEB 28 24	3.90%	178,249
17	n/a	Commodity Total Return Swap .000 DEC 19 25	3.84%	17,180,076
18	T 2.25 11.15.25	United States Treasury Notes 2.25%	3.71%	33,500,000
19	n/a	Bloomberg Commodity Total Return Swap	3.62%	130,122
20	n/a	BBG Commodity Total Return Swap	3.52%	126,476
21	T 4.125 06.15.26	United States Treasury Notes 4.13%	3.45%	30,754,000
22	T 2.875 04.30.25	United States Treasury Notes 2.88%	3.40%	30,264,000
23	n/a	BBG COMMODITY TR ETRS Total Return Swaps Equity	3.35%	120,671
24	n/a	BBG Commodity F3 TR Swap JUN 02 25	3.30%	41,427
25	T 3.125 08.15.25	United States Treasury Notes 3.13%	3.29%	29,190,000
26	n/a	BBG Commodity F3 TR Swap JUN 02 25	3.19%	39,948
27	n/a	BBG Commodity TR Swap JUL 24 25	3.11%	111,737
28	n/a	BBG Commodity TR Swap FEB 28 25	3.05%	109,655
29	n/a	BBG PLATINUM SUBINDEX TOTAL RETURN ETRS Total Return Swaps Equity	2.47%	20,348
30	n/a	Generic Swaps .000 Feb 13 26	2.08%	9,320,703
31	n/a	BBG Unleaded Gasoline Total Return Swaps	1.84%	13,500
32	n/a	BBG Coffee Total Return Swap	1.72%	240,471
33	n/a	BBG COMMODITY TR ETRS Total Return Swaps Equity	1.65%	59,458
34	n/a	Commodity Tr Swap 0.000 OCT 03 25	1.52%	13,599,816
35	n/a	BBG Heating Oil TR Swap MAY 08 25	1.50%	25,673
36	T 2.75 07.31.27	United States Treasury Notes 2.75%	1.44%	13,375,000
37	n/a	Bloomberg Commodity F3 Total Return Swap	1.19%	14,970
38	n/a	2 Year Treasury Note Future Mar 25	1.15%	50
39	n/a	Bloomberg Wti Crude Oil Total Return Swap	1.09%	44,483
40	n/a	BBG Coffee TR SWAP	0.91%	126,428
41	n/a	BBG Lean Hogs TR Swap JUL 24 25	0.73%	673,156
42	n/a	Bloomberg Cotton Total Return Swap	0.54%	87,735
43	BA 2.196 02.04.26	The Boeing Company 2.2%	0.48%	4,392,000
44	APAAU 4.2 03.23.25 144A	APA Infrastructure Ltd. 4.2%	0.47%	4,169,000
45	TCW 2020-1A BR3	Tcw Clo 2020-1 Ltd / Tcw Clo 2020-1 LLC 5.89%	0.47%	4,157,184
46	AALLN 4.75 04.10.27 144A	Anglo American Capital PLC 4.75%	0.45%	4,031,000
47	PNC V5.354 12.02.28	PNC Financial Services Group Inc. 5.35%	0.45%	3,959,000
48	BNCN 3.9 01.25.28	Brookfield Finance Inc. 3.9%	0.44%	4,053,000
49	RCICN 3.2 03.15.27	Rogers Communications Inc. 3.2%	0.44%	4,027,000
50	WFC V3.526 03.24.28 MTN	Wells Fargo & Co. 3.53%	0.43%	3,868,000
51	JBSSBZ 3 02.02.29	Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc 3%	0.42%	3,980,000
52	TD 5.532 07.17.26 MTN	The Toronto-Dominion Bank 5.53%	0.42%	3,664,000
53	COXENT 5.45 09.15.28 144A	Cox Communications, Inc. 5.45%	0.40%	3,417,000
54	GLPI 5.25 06.01.25	GLP Capital L.P. and GLP Financing II, Inc. 5.25%	0.39%	3,485,000
55	F 5.8 03.05.27	Ford Motor Credit Company LLC 5.8%	0.38%	3,279,000
56	BNP V2.591 01.20.28 144A	BNP Paribas SA 2.59%	0.37%	3,494,000
57	EFNCN 5.643 03.13.27 144A	Element Fleet Management Corp 5.64%	0.37%	3,216,000
58	PCG F 09.04.25	Pacific Gas and Electric Company 5%	0.37%	3,295,000
59	IFF 1.23 10.01.25 144A	International Flavors & Fragrances Inc. 1.23%	0.37%	3,388,000
60	SAMMON 5.1 12.10.29 144A	Sammons Financial Group Inc 5.1%	0.37%	3,311,000
61	CDP 2.25 03.15.26	Corporate Office Properties LP 2.25%	0.36%	3,275,000
62	AOMT 2024-13 A1	ANGEL OAK MORTGAGE TRUST 2024-13 5.46%	0.35%	3,132,089
63	MF1 2021-FL6 B	MF1 2021-FL6 LTD 6.07%	0.34%	3,089,144
64	LKQ 5.75 06.15.28	LKQ Corporation 5.75%	0.34%	2,976,000
65	NWIDE V2.972 02.16.28 144A	Nationwide Building Society 2.97%	0.34%	3,118,000
66	HYUELE 6.25 01.17.26 144A	SK Hynix Inc. 6.25%	0.34%	2,977,000
67	MF1 2022-FL9 B	MF1 2022-FL9 LLC 7.45%	0.33%	2,988,000
68	PXD 1.9 08.15.30	Pioneer Natural Resources Company 1.9%	0.33%	3,452,000
69	RRX 6.05 02.15.26	Regal Rexnord Corporation 6.05%	0.33%	2,847,000
70	TMUS 3.5 04.15.25	T-Mobile USA, Inc. 3.5%	0.33%	2,918,000
71	DCP 5.625 07.15.27	DCP Midstream Operating LP 5.63%	0.33%	2,855,000
72	EFNCN 6.271 06.26.26 144A	Element Fleet Management Corp 6.27%	0.32%	2,816,000
73	SCHW 5.875 08.24.26	The Charles Schwab Corporation 5.88%	0.31%	2,643,000
74	AIB V7.583 10.14.26 144A	AIB Group PLC 7.58%	0.31%	2,632,000
75	BACR V2.279 11.24.27	Barclays PLC 2.28%	0.31%	2,856,000
76	TRTX 2021-FL4 B	TRTX 2021-FL4 ISSUER LTD 6.27%	0.31%	2,749,000
77	LNCR 2025-CRE8 AS	Loancore 2025-Cre8 Issuer LLC 5.97%	0.30%	2,698,500
78	ARCLO 2022-FL1 C	Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC 2.35%	0.30%	2,695,500
79	BERY 1.65 01.15.27	Berry Global Inc 1.65%	0.30%	2,847,000
80	HLNLN 3.125 03.24.25	Haleon UK Capital PLC 3.13%	0.30%	2,654,000
81	CPGX 6.042 08.15.28 144A	Columbia Pipelines Holding Co. LLC 6.04%	0.30%	2,519,000
82	SGCP 2021-FL3 C	SHELTER GROWTH CRE ISSUER LTD 6.57%	0.30%	2,649,500
83	GLENLN 1.625 09.01.25 144A	Glencore Funding LLC 1.63%	0.30%	2,677,000
84	AOMT 2024-7 A1	ANGEL OAK MORTGAGE TRUST 2024-7 5.62%	0.29%	2,622,707
85	WFC V2.164 02.11.26 MTN	Wells Fargo & Co. 2.16%	0.29%	2,599,000
86	QBRCN 5.125 04.15.27 144A	Videotron LTD/ Videotron LTEE 5.13%	0.29%	2,566,000
87	SANLTD 3.8 01.08.26	Sands China Ltd. 3.8%	0.29%	2,616,000
88	PCG 5.55 05.15.29	Pacific Gas and Electric Company 5.55%	0.29%	2,561,000
89	PNC V5.102 07.23.27	PNC Financial Services Group Inc. 5.1%	0.29%	2,566,000
90	AREIT 2022-CRE7 B	AREIT 2022-CRE7 LTD 7.55%	0.29%	2,563,500
91	UCGIM V2.569 09.22.26 144A	UniCredit S.p.A. 2.57%	0.28%	2,522,000
92	BXMT 2021-FL4 AS	BXMT LTD 1.42%	0.28%	2,601,000
93	MF1 2020-FL4 B	MF1 2020-FL4 LTD 7.17%	0.27%	2,437,000
94	LLOYDS V3.511 03.18.26	Lloyds Banking Group PLC 3.51%	0.27%	2,402,000
95	EQT 5.7 04.01.28	EQT Corporation 5.7%	0.27%	2,290,000
96	ARW 5.15 08.21.29	Arrow Electronics, Inc. 5.15%	0.27%	2,322,000
97	OMFIT 2023-2A C	ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.74%	0.26%	2,280,000
98	BCC 2021-4A BR	Bain Cap Cr Clo 2021-4 Ltd / Ba 144A FRN 5.94%	0.26%	2,344,422
99	STWD 2021-FL2 B	STWD 2021-FL2 LTD 6.22%	0.26%	2,295,000
100	BERY 1.57 01.15.26	Berry Global Inc 1.57%	0.26%	2,361,000
101	TFC V5.435 01.24.30 MTN	Truist Financial Corp. 5.44%	0.26%	2,258,000
102	OCP 2015-10A B1R3	OCP Clo 2019-16 Ltd. 0%	0.26%	2,250,000
103	NWG 3.479 03.22.25 144A	Natwest Markets PLC 3.48%	0.26%	2,257,000
104	BACARD 5.25 01.15.29 144A	Bacardi Ltd / Bacardi Martini BV 5.25%	0.25%	2,239,000
105	CFG V5.841 01.23.30	Citizens Financial Group Inc 5.84%	0.25%	2,201,000
106	URWFP 4.125 09.20.28 144A	WEA Finance LLC 4.13%	0.25%	2,268,000
107	GPN 1.2 03.01.26	Global Payments Inc 1.2%	0.25%	2,281,000
108	SUMIBK 2.174 01.14.27	Sumitomo Mitsui Financial Group Inc. 2.17%	0.25%	2,295,000
109	COLT 2024-5 A1	COLT 2024-5 MORTGAGE LOAN TRUST 5.12%	0.24%	2,186,512
110	NBNAUS 5.75 10.06.28 144A	NBN Co Ltd. 5.75%	0.24%	2,064,000
111	SCHW V5.643 05.19.29	The Charles Schwab Corporation 5.64%	0.24%	2,072,000
112	HYNMTR 5.875 04.07.25 144A	Hyundai Capital America 5.88%	0.24%	2,077,000
113	PFMT 2024-1 A3	PROVIDENT FUNDING MORTGAGE TRUST 2024-1 5.5%	0.24%	2,112,008
114	DB V7.146 07.13.27	Deutsche Bank AG New York Branch 7.15%	0.23%	1,989,000
115	CABKSM V5.673 03.15.30 144A	Caixabank S.A. 5.67%	0.23%	1,960,000
116	ENBCN 5.25 04.05.27	Enbridge Inc. 5.25%	0.23%	1,976,000
117	JPM V1.04 02.04.27	JPMorgan Chase & Co. 1.04%	0.23%	2,090,000
118	VW 3.35 05.13.25 144A	Volkswagen Group of America Finance LLC 3.35%	0.23%	2,014,000
119	ED F 11.18.27	Consolidated Edison Company of New York, Inc. 5.14%	0.23%	1,985,000
120	BPCEGP 5.281 05.30.29 144A	BPCE SA 5.28%	0.22%	1,969,000
121	SUNTOR 5.124 06.11.29 144A	Suntory Holdings LTD 5.12%	0.22%	1,958,000
122	GPC 4.95 08.15.29	Genuine Parts Co 4.95%	0.22%	1,945,000
123	DRSLF 2017-49A BR	Dryden 50 Senior Loan Fund & LLC 0%	0.22%	1,945,990
124	SUI 5.5 01.15.29	Sun Communities Operating Limited Partnership 5.5%	0.22%	1,929,000
125	FHR 4203 BN	Federal Home Loan Mortgage Corp. 3%	0.22%	2,035,414
126	BFCM 5.896 07.13.26 144A	Banque Federative du Credit Mutuel 5.9%	0.21%	1,887,000
127	OBX 2024-NQM11 A1	OBX 2024-NQM11 TRUST 5.88%	0.21%	1,895,902
128	AOMT 2024-9 A1	ANGEL OAK MORTGAGE TRUST 2024-9 5.14%	0.21%	1,920,033
129	QBRCN 3.625 06.15.29 144A	Videotron LTD/ Videotron LTEE 3.63%	0.21%	2,035,000
130	UBS V5.711 01.12.27 144A	UBS Group AG 5.71%	0.21%	1,834,000
131	PENSKE 5.35 03.30.29 144A	Penske Truck Leasing Co LP / PTL Finance Corp. 5.35%	0.21%	1,804,000
132	MQGAU V1.34 01.12.27 144A	Macquarie Group Ltd. 1.34%	0.21%	1,904,000
133	NRZT 2024-NQM1 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 6.13%	0.20%	1,810,551
134	ACREC 2021-FL1 AS	ACREC 2021-FL1 LTD 5.92%	0.20%	1,812,000
135	CRBG 3.65 04.05.27	Corebridge Financial Inc. 3.65%	0.20%	1,837,000
136	AMGN 5.507 03.02.26	Amgen Inc. 5.51%	0.20%	1,758,000
137	RRX 6.05 04.15.28	Regal Rexnord Corporation 6.05%	0.20%	1,728,000
138	LNCR 2025-CRE8 A	Loancore 2025-Cre8 Issuer LLC 5.76%	0.20%	1,791,500
139	ENBCN 2.5 02.14.25	Enbridge Inc. 2.5%	0.20%	1,757,000
140	LNCR 2021-CRE5 AS	LOANCORE 2021-CRE5 ISSUER LTD 1.85%	0.20%	1,752,500
141	OMFIT 2020-2A A	ONEMAIN FINANCIAL ISSUANCE TRUST 1.75%	0.20%	1,819,000
142	KY KYSSTD 5.95 06.01.2037	KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV 5.95%	0.20%	1,755,000
143	FORT 2022-FL3 AS	Fort CRE 2022-FL3 Issuer LLC 6.6%	0.19%	1,785,500
144	NEE 5.749 09.01.25	NextEra Energy Capital Holdings Inc 5.75%	0.19%	1,681,000
145	COF V2.636 03.03.26	Capital One Financial Corp. 2.64%	0.19%	1,712,000
146	EIX 4.7 08.15.25	Edison International 4.7%	0.19%	1,686,000
147	GFORT 2024-4A A2	Gmf Floorplan Owner Revolving Trust 4.96%	0.19%	1,693,000
148	ARCLO 2021-FL4 AS	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 6.12%	0.19%	1,684,000
149	ARCLO 2021-FL4 B	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 2.09%	0.19%	1,684,000
150	GPC 1.75 02.01.25	Genuine Parts Co 1.75%	0.19%	1,663,000
151	ROST 0.875 04.15.26	Ross Stores Inc 0.88%	0.19%	1,749,000
152	SUMIBK 1.474 07.08.25	Sumitomo Mitsui Financial Group Inc. 1.47%	0.19%	1,675,000
153	LPLA 4 03.15.29 144A	LPL Holdings Inc. 4%	0.18%	1,711,000
154	COLT 2024-3 A1	COLT 2024-3 MORTGAGE LOAN TRUST 6.39%	0.18%	1,617,911
155	GLENLN 1.625 04.27.26 144A	Glencore Funding LLC 1.63%	0.18%	1,675,000
156	PENSKE 5.35 01.12.27 144A	Penske Truck Leasing Co LP / PTL Finance Corp. 5.35%	0.18%	1,598,000
157	LPLA 5.7 05.20.27	LPL Holdings Inc. 5.7%	0.18%	1,575,000
158	AVOL 2.528 11.18.27 144A	Avolon Holdings Funding Ltd. 2.53%	0.18%	1,715,000
159	SMBCAC 5.3 04.03.29 144A	Smbc Aviation Capital Finance 5.3%	0.18%	1,565,000
160	ENELIM 6.8 10.14.25 144A	ENEL Finance International N.V. 7.05%	0.18%	1,536,000
161	BSPRT 2022-FL8 A	BSPRT 2022-FL8 ISSUER LTD 1.55%	0.18%	1,582,797
162	PCG 6.1 01.15.29	Pacific Gas and Electric Company 6.1%	0.18%	1,552,000
163	MEITUA 4.5 04.02.28 144A	Meituan LLC 4.5%	0.18%	1,575,000
164	STHWK 2019-4A CR	Southwick Park Collateralized Loan Obligation Limited/ Limited Liability Co	0.17%	1,528,000
165	ACRES 2021-FL2 B	ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD 6.67%	0.17%	1,527,500
166	NEE 6.051 03.01.25	NextEra Energy Capital Holdings Inc 6.05%	0.17%	1,486,000
167	AER 6.45 04.15.27	AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45%	0.17%	1,438,000
168	TENCNT 1.81 01.26.26 144A	Tencent Holdings Ltd. 1.81%	0.17%	1,551,000
169	FE 2.05 03.01.25	FirstEnergy Corp. 2.05%	0.17%	1,473,000
170	BXMT 2020-FL2 B	Bxmt 2020-Fl2 Ltd / Llc 1.56%	0.17%	1,492,000
171	EQH 1.4 07.07.25 144A	Equitable Financial Life Global Funding 1.4%	0.16%	1,485,000
172	CHTR 6.15 11.10.26	Charter Communications Operating, LLC/Charter Communications Operating Capi	0.16%	1,356,000
173	EQH 5.5 12.02.25 144A	Equitable Financial Life Global Funding 5.5%	0.16%	1,377,000
174	NFMOT 2022-1A A1	Nextgear Floorplan Master Owner Trust 5.46%	0.16%	1,387,000
175	ACREC 2021-FL1 B	ACREC 2021-FL1 LTD 6.22%	0.16%	1,406,000
176	DUBAEE 2.625 03.20.25 144A	DAE Funding LLC 2.63%	0.15%	1,375,000
177	AGCO 5.45 03.21.27	Agco Corporation 5.45%	0.15%	1,337,000
178	COF V7.149 10.29.27	Capital One Financial Corp. 7.15%	0.15%	1,305,000
179	BALLY 2018-1A A2	Ballyrock Clo 2018-1 Ltd/ Llc 6.15%	0.15%	1,368,365
180	BA 6.388 05.01.31	The Boeing Company 6.39%	0.15%	1,275,000
181	OXY 5.2 08.01.29	Occidental Petroleum Corporation 5.2%	0.15%	1,333,000
182	F 5.875 11.07.29	Ford Motor Credit Company LLC 5.88%	0.15%	1,327,000
183	SLB 5 05.29.27 144A	Schlumberger Holdings Corporation 5%	0.15%	1,313,000
184	CAALT 2023-3A B	CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 7.09%	0.15%	1,292,000
185	BATSLN 5.931 02.02.29	B.A.T. International Finance PLC 5.93%	0.15%	1,251,000
186	MAR 4.9 04.15.29	Marriott International, Inc. 4.9%	0.15%	1,307,000
187	VW 1.25 11.24.25 144A	Volkswagen Group of America Finance LLC 1.25%	0.15%	1,359,000
188	AJG 4.6 12.15.27	Gallagher Aj &Co 4.6%	0.15%	1,321,000
189	AJG 4.85 12.15.29	Gallagher Aj &Co 4.85%	0.15%	1,321,000
190	MTB V4.833 01.16.29 MTN	M&T Bank Corporation 4.83%	0.15%	1,321,000
191	CRBG 3.5 04.04.25	Corebridge Financial Inc. 3.5%	0.15%	1,305,000
192	MMC 4.55 11.08.27	Marsh & McLennan Companies, Inc. 4.55%	0.15%	1,300,000
193	ELV 4.5 10.30.26	Elevance Health Inc. 4.5%	0.15%	1,298,000
194	TRTX 2021-FL4 AS	TRTX 2021-FL4 ISSUER LTD 5.82%	0.15%	1,305,000
195	PM 4.875 02.15.28	Philip Morris International Inc. 4.88%	0.15%	1,262,000
196	MMC 4.65 03.15.30	Marsh & McLennan Companies, Inc. 4.65%	0.15%	1,300,000
197	AVGO 4.35 02.15.30	Broadcom Inc 4.35%	0.14%	1,312,000
198	PENSKE 5.25 07.01.29 144A	Penske Truck Leasing Co LP / PTL Finance Corp. 5.25%	0.14%	1,278,000
199	GXO 6.25 05.06.29	GXO Logistics Inc. 6.25%	0.14%	1,230,000
200	HII 3.844 05.01.25	Huntington Ingalls Industries, Inc. 3.84%	0.14%	1,273,000
201	UBS V4.703 08.05.27 144A	UBS Group AG 4.7%	0.14%	1,237,000
202	OBX 2024-NQM8 A1	OBX 2024-NQM8 TRUST 6.23%	0.14%	1,230,487
203	AVOL 2.75 02.21.28 144A	Avolon Holdings Funding Ltd. 2.75%	0.14%	1,313,000
204	GS V1.093 12.09.26 VAR	Goldman Sachs Group, Inc. 1.09%	0.14%	1,268,000
205	GFORT 2024-3A A2	Gmf Floorplan Owner Revolving Trust 4.86%	0.14%	1,225,000
206	JPMMT 2024-NQM1 A1	JP MORGAN MORTGAGE TRUST 2024-NQM1 5.59%	0.14%	1,209,151
207	STLA 1.711 01.29.27 144A	Stellantis Finance Us Inc 1.71%	0.13%	1,276,000
208	DEFT 2024-2 A2	DELL EQUIPMENT FINANCE TRUST 2024-2 4.69%	0.13%	1,173,000
209	OMFIT 2022-S1 A	ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 4.13%	0.13%	1,170,000
210	AMCAR 2024-1 A2A	AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1 5.75%	0.13%	1,151,252
211	COLT 2024-2 A1	COLT 2024-2 MORTGAGE LOAN TRUST 6.13%	0.13%	1,139,114
212	ACREC 2021-FL1 C	ACREC 2021-FL1 LTD 6.57%	0.13%	1,129,000
213	CRBG 5.2 01.12.29 144A	Corebridge Global Funding 5.2%	0.13%	1,117,000
214	ELV 4.75 02.15.30	Elevance Health Inc. 4.75%	0.12%	1,104,000
215	WES 3.1 02.01.25	Western Midstream Operating LP 3.1%	0.12%	1,082,000
216	VMW 1.4 08.15.26	VMware LLC 1.4%	0.12%	1,143,000
217	STANLN V3.971 03.30.26 144A	Standard Chartered PLC 3.97%	0.12%	1,077,000
218	H 5.75 01.30.27	Hyatt Hotels Corporation 5.75%	0.12%	1,067,000
219	LPLA 4.625 11.15.27 144A	LPL Holdings Inc. 4.63%	0.12%	1,085,000
220	IFF 1.832 10.15.27 144A	International Flavors & Fragrances Inc. 1.83%	0.12%	1,129,000
221	WBD 3.755 03.15.27	WarnerMedia Holdings Inc. 3.76%	0.12%	1,062,000
222	ET 2.9 05.15.25	Energy Transfer LP 2.9%	0.11%	1,027,000
223	STHWK 2019-4A B2R	Southwick Park Collateralized Loan Obligation Limited/ Limited Liability Co	0.11%	1,123,000
224	VERUS 2024-3 A2	VERUS SECURITIZATION TRUST 2024-3 6.64%	0.11%	1,000,345
225	ARCLO 2021-FL4 C	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 2.39%	0.11%	1,014,000
226	DANBNK V5.705 03.01.30 144A	Danske Bank A/S 5.71%	0.11%	961,000
227	OMFIT 2023-2A B	ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.17%	0.11%	969,000
228	BJETS 2024-2A A	BUSINESS JET SECURITIES 2024-2 LLC 5.36%	0.11%	1,003,075
229	SDART 2024-4 A2	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 5.89%	0.11%	976,482
230	JDEPNA 1.375 01.15.27 144A	JDE Peets N.V 1.38%	0.11%	1,050,000
231	PM 5.125 11.17.27	Philip Morris International Inc. 5.13%	0.11%	946,000
232	NFMOT 2023-1A A1	NEXTGEAR FLOORPLAN MASTER OWNER TRUST 2023-1 5.51%	0.11%	956,000
233	EQIX 1.25 07.15.25	Equinix, Inc. 1.25%	0.11%	972,000
234	DB V2.311 11.16.27	Deutsche Bank AG New York Branch 2.31%	0.11%	999,000
235	FANG 5.2 04.18.27	Diamondback Energy Inc 5.2%	0.11%	934,000
236	ET 5.55 02.15.28	Energy Transfer LP 5.55%	0.11%	916,000
237	EART 2024-4A A3	EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4 5.28%	0.11%	944,000
238	HBAN V5.272 01.15.31	Huntington Bancshares Incorporated 5.27%	0.11%	946,000
239	FANG 5.15 01.30.30	Diamondback Energy Inc 5.15%	0.10%	934,000
240	SLB 5 11.15.29 144A	Schlumberger Holdings Corporation 5%	0.10%	919,000
241	MF1 2022-FL8 C	MF1 2022-FL8 LTD 3.67%	0.10%	941,914
242	AVGO 5.05 07.12.27	Broadcom Inc 5.05%	0.10%	912,000
243	VERUS 2024-6 A1	VERUS SECURITIZATION TRUST 2024-6 5.8%	0.10%	913,748
244	OXY 5 08.01.27	Occidental Petroleum Corporation 5%	0.10%	895,000
245	AVGO 4.15 02.15.28	Broadcom Inc 4.15%	0.10%	918,000
246	SAMMON 5.05 01.10.28 144A	Sammons Financial Group Inc 5.05%	0.10%	904,000
247	AVOL 5.5 01.15.26 144A	Avolon Holdings Funding Ltd. 5.5%	0.10%	892,000
248	BJETS 2024-1A A	BUSINESS JET SECURITIES 2024-1 LLC 6.2%	0.10%	877,284
249	AREIT 2022-CRE6 C	AREIT 2022-CRE6 LTD 2.25%	0.10%	894,000
250	LPLA 6.75 11.17.28	LPL Holdings Inc. 6.75%	0.10%	822,000
251	FE 1.6 01.15.26 A	FirstEnergy Corp. 1.6%	0.10%	900,000
252	EFF 2024-3 A2	ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31%	0.10%	851,000
253	LVS 5.9 06.01.27	Las Vegas Sands Corp 5.9%	0.09%	828,000
254	TMUS 4.2 10.01.29	T-Mobile USA, Inc. 4.2%	0.09%	855,000
255	MEITUA 4.625 10.02.29 144A	Meituan LLC 4.63%	0.09%	845,000
256	3650R 2021-PF1 XA	3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST 1%	0.09%	19,589,651
257	MF1 2024-FL14 C	MFI 2024-FL14 LLC 7.59%	0.09%	818,643
258	BBCMS 2021-C9 XA	BBCMS MORTGAGE TRUST 1.59%	0.09%	11,127,363
259	IQV 5.7 05.15.28	Iqvia Inc 5.7%	0.09%	788,000
260	BMARK 2021-B27 XA	BENCHMARK MORTGAGE TRUST 1.37%	0.09%	14,147,100
261	BDS 2021-FL10 B	BDS 2021-FL10 LTD 6.36%	0.09%	793,500
262	AREIT 2022-CRE6 D	AREIT 2022-CRE6 LTD 7.22%	0.09%	795,500
263	CFII 2023-2A A1	Chesapeake Funding II Llc 6.16%	0.09%	772,999
264	AVOL 4.25 04.15.26 144A	Avolon Holdings Funding Ltd. 4.25%	0.09%	769,000
265	LADAR 2024-3A A2	LAD AUTO RECEIVABLES TRUST 2024-3 4.64%	0.09%	764,000
266	BACR V2.852 05.07.26	Barclays PLC 2.85%	0.08%	759,000
267	DEFT 2024-2 A3	DELL EQUIPMENT FINANCE TRUST 2024-2 4.59%	0.08%	754,000
268	BDS 2024-FL13 A	BDS 2024-FL13 LLC 5.87%	0.08%	749,000
269	LNCR 2021-CRE5 B	LOANCORE 2021-CRE5 ISSUER LTD 6.42%	0.08%	741,000
270	AQNCN 5.365 06.15.26	Algonquin Power & Utilities Corporation 5.37%	0.08%	722,000
271	EFF 2023-2 A2	ENTERPRISE FLEET FINANCING 2023-2 LLC 5.56%	0.08%	719,196
272	SHACK 2013-4RA B	Shenergy Co Ltd. 6.45%	0.08%	722,762
273	HSBC V2.099 06.04.26	HSBC Holdings PLC 2.1%	0.08%	728,000
274	CFII 2023-1A A1	Chesapeake Funding II Llc 5.65%	0.08%	713,750
275	BSPRT 2022-FL8 C	BSPRT 2022-FL8 ISSUER LTD 2.35%	0.08%	719,500
276	EFF 2023-2 A3	ENTERPRISE FLEET FINANCING 2023-2 LLC 5.5%	0.08%	689,000
277	ENTERP 3.8 11.01.25 144A	ERAC USA Finance LLC 3.8%	0.08%	684,000
278	PM 5 11.17.25	Philip Morris International Inc. 5%	0.08%	667,000
279	HSBC V7.336 11.03.26	HSBC Holdings PLC 7.34%	0.07%	646,000
280	FHMS KF65 A	Federal Home Loan Mortgage Corp. 5.16%	0.07%	662,352
281	BMARK 2021-B23 XA	BENCHMARK MORTGAGE TRUST 1.37%	0.07%	12,440,744
282	EFF 2023-1 A2	ENTERPRISE FLEET FINANCING 2023-1 LLC 5.51%	0.07%	649,479
283	COF V5.7 02.01.30	Capital One Financial Corp. 5.7%	0.07%	621,000
284	BANK 2021-BN31 XA	BANK 2021-BNK31 1.29%	0.07%	10,762,533
285	STHWK 2019-4A B1R	Southwick Park Collateralized Loan Obligation Limited/ Limited Liability Co	0.07%	645,000
286	BMARK 2021-B29 XA	BENCHMARK MORTGAGE TRUST 1.14%	0.07%	14,705,733
287	IQV 6.25 02.01.29	Iqvia Inc 6.25%	0.07%	598,000
288	AQNCN 4.943 01.01.33 A-1	Empire District Bondco LLC 4.94%	0.07%	623,595
289	OBX 2024-NQM1 A1	OBX 2024-NQM1 TRUST 5.93%	0.07%	591,528
290	BMARK 2021-B28 XA	BENCHMARK MORTGAGE TRUST 1.26%	0.07%	10,107,207
291	BAYNGR 6.25 01.21.29 144A	Bayer US Finance LLC 6.25%	0.07%	566,000
292	BALLY 2018-1A B	Ballyrock Clo 2018-1 Ltd/ Llc 6.45%	0.07%	579,877
293	BDS 2021-FL10 C	BDS 2021-FL10 LTD 6.71%	0.06%	577,000
294	WBD 6.412 03.15.26	WarnerMedia Holdings Inc. 6.41%	0.06%	564,000
295	BJETS 2024-2A B	BUSINESS JET SECURITIES 2024-2 LLC 5.75%	0.06%	585,047
296	OBX 2024-NQM5 A1	OBX 2024-NQM5 TRUST 5.99%	0.06%	570,276
297	ARCLO 2021-FL3 B	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 LTD 6.02%	0.06%	571,500
298	AFFRM 2024-X2 A	AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22%	0.06%	566,679
299	LADAR 2024-2A A2	LAD AUTO RECEIVABLES TRUST 2024-2 5.7%	0.06%	558,237
300	TPR 5.1 03.11.30	Tapestry Inc 5.1%	0.06%	552,000
301	COLT 2024-3 A2	COLT 2024-3 MORTGAGE LOAN TRUST 6.65%	0.06%	536,957
302	AVGO 5.05 07.12.29	Broadcom Inc 5.05%	0.06%	514,000
303	MSC 2021-L5 XA	MORGAN STANLEY CAPITAL I TRUST 1.28%	0.06%	9,418,426
304	BANK 2021-BN34 XA	BANK 2021-BNK34 0.98%	0.06%	11,360,236
305	URWFP 3.5 06.15.29 144A	WEA Finance LLC 3.5%	0.06%	534,000
306	CCI 1.35 07.15.25	Crown Castle Inc. 1.35%	0.05%	492,000
307	HBAN V6.208 08.21.29	Huntington Bancshares Incorporated 6.21%	0.05%	449,000
308	UBS V9.25 PERP 144a	UBS Group AG 9.25%	0.05%	428,000
309	BSPRT 2021-FL6 C	BSPRT 2021-FL6 ISSUER LTD 6.47%	0.05%	485,000
310	CDP 2 01.15.29	Corporate Office Properties LP 2%	0.05%	524,000
311	MAR 3.75 10.01.25	Marriott International, Inc. 3.75%	0.05%	459,000
312	VIRPFS 5.088 05.01.27 A-1	Virginia Power Fuel Securitization LLC 5.09%	0.05%	447,119
313	BBCMS 2021-C11 XA	BBCMS MORTGAGE TRUST 1.36%	0.05%	7,357,514
314	BSPRT 2022-FL8 B	BSPRT 2022-FL8 ISSUER LTD 2.1%	0.05%	445,500
315	AIB V6.608 09.13.29 144A	AIB Group PLC 6.61%	0.05%	409,000
316	BBCMS 2018-C2 XA	BBCMS MORTGAGE TRUST 0.75%	0.05%	18,864,064
317	CNHI 1.875 01.15.26	CNH Industrial Capital LLC 1.88%	0.05%	448,000
318	CCI 2.9 03.15.27	Crown Castle Inc. 2.9%	0.05%	448,000
319	BXMT 2020-FL2 A	Bxmt 2020-Fl2 Ltd / Llc 2.56%	0.05%	421,490
320	FHMS K109 X1	Federal Home Loan Mortgage Corp. 1.69%	0.05%	6,309,204
321	GSMS 2020-GC47 XA	GS MORTGAGE SECURITIES TRUST 1.13%	0.05%	8,613,139
322	GLPI 5.375 04.15.26	GLP Capital L.P. and GLP Financing II, Inc. 5.38%	0.05%	405,000
323	BSPRT 2021-FL7 C	BSPRT ISSUER LTD 2.4%	0.05%	408,500
324	MSC 2021-L6 XA	MORGAN STANLEY CAPITAL I TRUST 1.17%	0.05%	8,427,529
325	DLLST 2024-1A A3	DLLST 2024-1 LLC 5.05%	0.04%	398,067
326	BBCMS 2021-C10 XA	BBCMS MORTGAGE TRUST 1.21%	0.04%	6,946,020
327	STOR 4.5 03.15.28	STORE Capital Corp. 4.5%	0.04%	394,000
328	MSC 2018-H4 XA	MORGAN STANLEY CAPITAL I TRUST 0.81%	0.04%	14,508,984
329	ARIFL 2023-B A2	ARI FLEET LEASE TRUST 2023-B 6.05%	0.04%	380,674
330	ARCLO 2021-FL1 B	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 5.92%	0.04%	375,500
331	URWFP 2.875 01.15.27 144A	WEA Finance LLC 2.88%	0.04%	391,000
332	BANK 2021-BN32 XA	BANK 2021-BNK32 0.77%	0.04%	10,482,905
333	WFCM 2021-C61 XA	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 1.34%	0.04%	5,742,258
334	SORT 2020-1 A1	CF HIPPOLYTA ISSUER LLC 1.69%	0.04%	358,250
335	BSPRT 2021-FL7 B	BSPRT ISSUER LTD 2.15%	0.04%	339,000
336	FORT 2022-FL3 A	Fort CRE 2022-FL3 Issuer LLC 6.2%	0.04%	337,876
337	ARCLO 2021-FL3 C	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 LTD 6.27%	0.04%	332,000
338	FHR 4566 PG	Federal Home Loan Mortgage Corp. 3%	0.04%	355,535
339	MA MASEDU 2.56 07.01.2026	MASSACHUSETTS EDL FING AUTH ED LN REV 2.56%	0.03%	315,000
340	GALC 2023-1 A2	GreatAmerica Leasing Receivables Funding LLC 5.35%	0.03%	292,423
341	FHR 4121 GC	Federal Home Loan Mortgage Corp. 2%	0.03%	317,598
342	BANK 2021-BN35 XA	BANK 2021-BNK35 1.03%	0.03%	6,061,696
343	HBAN V4.443 08.04.28	Huntington Bancshares Incorporated 4.44%	0.03%	254,000
344	PFP 2021-8 B	PFP LTD 1.6%	0.03%	253,892
345	MA MASEDU 2.31 07.01.2025	MASSACHUSETTS EDL FING AUTH ED LN REV 2.31%	0.03%	250,000
346	PROG 2021-SFR1 B	PROGRESS RESIDENTIAL TRUST 1.3%	0.03%	248,000
347	BANK 2019-BN24 XA	Bank 2017-Bnk4 0.63%	0.03%	8,939,242
348	GSMS 2017-GS7 XA	GS Mortgage Securities Trust 1.22%	0.03%	10,681,916
349	CD 2017-CD4 XA	CD 2017 Cd3 Mortgage Trust 1.38%	0.02%	9,199,391
350	WOSAT 2023-A A2B	WORLD OMNI SELECT AUTO TRUST 2023-A 5.25%	0.02%	194,963
351	JPMCC 2017-JP7 XA	JPMCC Commercial Mortgage Securities Trust 2015-Jp1 1.02%	0.02%	9,233,431
352	GSMS 2017-GS6 XA	Gs Mortgage Securities Tr 2017-Gs6 1.04%	0.02%	10,246,736
353	PROG 2021-SFR1 C	PROGRESS RESIDENTIAL TRUST 1.56%	0.02%	186,000
354	OBX 2024-NQM1 A2	OBX 2024-NQM1 TRUST 6.25%	0.02%	179,039
355	DB V6.72 01.18.29	Deutsche Bank AG New York Branch 6.72%	0.02%	169,000
356	ACAR 2024-1 A	AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-1 5.61%	0.02%	174,474
357	MSBAM 2017-C33 XA	Morgan Stanley Bank Of America Merrill Lynch Trust 1.24%	0.02%	8,475,750
358	LADAR 2022-1A A	LAD AUTO RECEIVABLES TRUST 2022-1 5.21%	0.02%	169,436
359	UBSCM 2018-C14 XA	UBS COMMERCIAL MORTGAGE TRUST 1.04%	0.02%	6,070,754
360	ARCLO 2021-FL1 C	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2.13%	0.02%	153,500
361	HOWUNI 2.516 10.01.25 2020	Howard University 2.52%	0.02%	152,000
362	CCUBS 2017-C1 XA	Ccubs Coml Mtg Tr 2017-C1 1.01%	0.01%	5,981,412
363	CNH 2023-A A2	CNH EQUIPMENT TRUST 2023-A 5.34%	0.01%	124,681
364	CAALT 2021-4 B	CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-4 1.74%	0.01%	118,095
365	FN AL9464	Federal National Mortgage Association 3%	0.01%	118,548
366	SORT 2020-1 B1	CF HIPPOLYTA ISSUER LLC 2.28%	0.01%	113,394
367	BJETS 2024-1A B	BUSINESS JET SECURITIES 2024-1 LLC 6.92%	0.01%	104,883
368	MSC 2017-H1 XA	Morgan Stanley Capital 1.32%	0.01%	3,723,586
369	LADAR 2023-4A A2	LAD AUTO RECEIVABLES TRUST 2023-4 6.21%	0.01%	69,111
370	DTAOT 2023-2A A	DT AUTO OWNER TRUST 2023-2 5.88%	0.01%	62,863
371	FN AL9466	Federal National Mortgage Association 3%	0.01%	57,173
372	MI MISFIN 2.33 06.01.2030	MICHIGAN FIN AUTH REV 2.33%	0.00%	45,163
373	FG J12564	Federal Home Loan Mortgage Corp. 4%	0.00%	1,454
374	FG J12597	Federal Home Loan Mortgage Corp. 4%	0.00%	1,137
375	FN AD5693	Federal National Mortgage Association 4.5%	0.00%	1,079
376	FG J12565	Federal Home Loan Mortgage Corp. 4%	0.00%	914
377	FG J12599	Federal Home Loan Mortgage Corp. 4%	0.00%	886
378	FNR 2015-61 PA	Federal National Mortgage Association 2%	0.00%	369
379	n/a	USD IRS 2Yr Receiver 4.664 OCT 02 26 Receive	0.00%	13,800,000
380	n/a	USD IRS 3Yr Receiver 4.106 DEC 23 27 Receive	0.00%	34,600,000
381	n/a	USD IRS 3Yr Receiver 4.967 OCT 02 26 Receive	0.00%	44,600,000
382	n/a	USD IRS 2Yr Receiver 4.664 OCT 02 26 Pay	0.00%	13,800,000
383	n/a	USD IRS 3Yr Receiver 4.106 DEC 23 27 Pay	0.00%	34,600,000
384	n/a	USD IRS 3Yr Receiver 4.967 OCT 02 26 Pay	0.00%	44,600,000
385	n/a	Commodity TR Swaps JUN 30 25	-1.12%	9,947,182
386	n/a	Commodity Total Return Swap .000 JAN 08 26	-1.87%	16,711,869
387	n/a	Commodity Total Return Swap .000 DEC 19 25	-1.90%	16,941,867
388	n/a	BBG NATURAL GAS TR ETRS Total Return Swaps Equity	-2.08%	93,759
389	n/a	Generic Swaps .000 Feb 17 26	-2.46%	11,024,177
390	n/a	Bloomberg Feeder Cattle Subindex Total Re Etrs	-3.84%	51,112
391	n/a	Generic Swaps .000 Feb 17 26	-8.89%	39,783,724
392	n/a	Cash Offset	-102.48%	916,315,482

As of Jan 31, 2025

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Asset Allocation

Asset Class	% Weight
Other	114.77%
Bond	65.06%
Cash	-79.83%

Country Breakdown

Sector	% Weight
Other	76.88%
United States	23.08%
XS	0.04%