# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001410368-26-019482
**Filing Date:** 2026-2
**Character Count:** 92311
**Document Hash:** 6cb9db722b138c3e6a6b9987d82bbbfa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019482.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019482

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MML Series Investment Fund II
- **CENTRAL INDEX KEY:** 0001317146

**ORGANIZATION NAME:**
- **EIN:** 043557005
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21714
- **FILM NUMBER:** 26688035

**BUSINESS ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111
- **BUSINESS PHONE:** 413-744-1000

**MAIL ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111

## Series and Classes Contracts Data

### MML Inflation-Protected and Income Fund (Series ID: S000003833)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000010689 | Initial Class |  |
| C000067854 | Service Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** MML Series Investment Fund II

- **b. Investment Company Act file number:** 811-21714

- **c. CIK number of Registrant:** 0001317146

- **d. LEI of Registrant:** XSZQMOMB2JPNHA01JH98

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1295 State Street

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01111-0001

  - **Telephone number:** 413-744-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** MML Inflation-Protected and Income Fund

- **b. EDGAR series identifier (if any):** S000003833

- **c. LEI of Series:** 6GN6GDL3K7U3DFNZ8J62

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $161228114.77

**Total Liabilities:** $1785438.10

**Net Assets:** $159442676.67

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -188.47000000 | **1-Year:** -728.62000000 | **5-Year:** -930.50000000 | **10-Year:** -4387.03000000 | **30-Year:** -1514.76000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -742.78000000 | **1-Year:** -2907.44000000 | **5-Year:** -1189.50000000 | **10-Year:** -778.48000000 | **30-Year:** -364.38000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010689 | 0.23%                | 0.11%                | -0.69%               |
| Class ID C000067854 | 0.12%                | 0.12%                | -0.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $132638.71               | $-308006.95                                |
| Month 2  | $84221.30                | $-260101.53                                |
| Month 3  | $29946.69                | $-573401.44                                |

**Designated Index Information**

- **Index Name:** Barclays US Treasury TIPS

- **Index Identifier:** LBUTTRUU

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-1PL                                                                                                                   | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209412 | PA      | $210428.30    | 0.13%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS Trust 2024-3AL                                                                                                                   | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738894 | PA      | $747898.22    | 0.47%             | 2031-12-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                                                                                  | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2243627.23   | 1.41%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                                                                                  | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001619.30   | 0.63%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                                                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711985 | PA      | $713166.35    | 0.45%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                                                 | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $611939.37    | 0.38%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                          | Alimentation Couche-Tard Inc                                                                                                              | CUSIP: 01626VAN3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1995211.20   | 1.25%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust                     | Alloya Auto Receivables Trust 2025-1                                                                                                      | CUSIP: 01986QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975055 | PA      | $976725.49    | 0.61%             | 2027-10-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Alterna Funding LLC                               | Alterna Funding III LLC                                                                                                                   | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1401573 | PA      | $1404720.90   | 0.88%             | 2039-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Alterna Funding LLC                               | Alterna Funding III LLC                                                                                                                   | CUSIP: 02157JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768608 | PA      | $770198.33    | 0.48%             | 2039-05-16      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-3                                                                                       | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    851450 | PA      | $853203.33    | 0.54%             | 2028-08-14      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-1                                                                                       | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354351 | PA      | $1359370.31   | 0.85%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-2                                                                                       | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2218184.54   | 1.39%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-2                                                                                                           | CUSIP: 03464PAA5<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1524667 | PA      | $1468846.08   | 0.92%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2020-6                                                                                                           | CUSIP: 03465AAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    623454 | PA      | $577721.20    | 0.36%             | 2065-05-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                                  | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1397204.37   | 0.88%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                                  | CUSIP: 05377REJ9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2470000 | PA      | $2441569.56   | 1.53%             | 2027-08-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | BOF URSA VI Funding Trust I                                                                                                               | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280966 | PA      | $283006.48    | 0.18%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BAYER CORPORATION                                 | Bayer Corp                                                                                                                                | CUSIP: 07273MGM2<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $978409.70    | 0.61%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada/The                                                                                            | CUSIP: 07787QC38<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1986738.80   | 1.25%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2023-A                                                                                                           | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89620 | PA      | $89708.72     | 0.06%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2021-A                                                                                                           | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291137 | PA      | $289111.80    | 0.18%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2025-4                                                                                      | CUSIP: 10807UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000991.00   | 0.63%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2019-INV3                                                                                                                       | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597138 | PA      | $572597.82    | 0.36%             | 2049-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2021-C                                                                                                         | CUSIP: 12598CAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1995455.00   | 1.25%             | 2028-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                   | CSL Finance PLC                                                                                                                           | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $414534.23    | 0.26%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N3                                                                                                    | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320818 | PA      | $310493.57    | 0.19%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                                                                                        | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    380000 | PA      | $388399.12    | 0.24%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2022-1 Mortgage Loan Trust                                                                                                           | CUSIP: 19688HAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   4643344 | PA      | $4296661.13   | 2.69%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2015-LC19 Mortgage Trust                                                                                                             | CUSIP: 200474AE4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1575385.07   | 0.99%             | 2048-02-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2018-C-GS                                                                                                   | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     13372 | PA      | $11981.35     | 0.01%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2021-A-GS                                                                                                   | CUSIP: 20268WAB0<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     84083 | PA      | $65613.25     | 0.04%             | 2052-03-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20753ACJ1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    391084 | PA      | $395086.81    | 0.25%             | 2043-04-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20754DAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    184288 | PA      | $184747.70    | 0.12%             | 2042-04-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    475375 | PA      | $478975.55    | 0.30%             | 2043-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-A                                                                                                         | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919207 | PA      | $920192.83    | 0.58%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                                                                                                   | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    415000 | PA      | $412942.50    | 0.26%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                               | DataBank Issuer                                                                                                                           | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995682.20    | 0.62%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2025-1                                                                                                       | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1204422.24   | 0.76%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                          | Dext ABS 2025-2 LLC                                                                                                                       | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $800308.32    | 0.50%             | 2028-04-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2025-1                                                                                                       | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493587 | PA      | $494502.72    | 0.31%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                                                                                                   | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422870.78    | 0.27%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-4                                                                                                | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448789 | PA      | $447212.18    | 0.28%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-1                                                                                                | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614540 | PA      | $612477.27    | 0.38%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-3                                                                                                | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    946772 | PA      | $940180.72    | 0.59%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-2                                                                                                | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3052426 | PA      | $3053033.55   | 1.91%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-1                                                                                                | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249822 | PA      | $248681.22    | 0.16%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-1                                                                                         | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575239 | PA      | $576306.88    | 0.36%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-3                                                                                         | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501835.40   | 0.94%             | 2029-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                                                 | CUSIP: 3128S4HQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48799 | PA      | $49782.43     | 0.03%             | 2037-03-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust                       | FCCU Auto Receivables Trust 2025-1                                                                                                        | CUSIP: 31424YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612707 | PA      | $614069.81    | 0.39%             | 2029-01-16      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FIC Funding, LLC                                  | FCI Funding 2024-1 LLC                                                                                                                    | CUSIP: 31425BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    489062 | PA      | $489768.65    | 0.31%             | 2036-08-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates | First Franklin Mortgage Loan Trust 2006-FF15                                                                                              | CUSIP: 32028GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23560 | PA      | $24270.34     | 0.02%             | 2036-11-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                        | FNA VI LLC                                                                                                                                | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    891309 | PA      | $834897.66    | 0.52%             | 2032-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                   | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    353793 | PA      | $353818.64    | 0.22%             | 2041-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                                   | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    519326 | PA      | $520512.79    | 0.33%             | 2042-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                                   | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    225832 | PA      | $229812.18    | 0.14%             | 2042-06-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                                                                                   | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402476.01    | 0.25%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-1                                                                                                  | CUSIP: 36261AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    827028 | PA      | $826610.08    | 0.52%             | 2028-01-18      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-4                                                                                                  | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    937661 | PA      | $932430.59    | 0.58%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-4                                                                                                  | CUSIP: 36273HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001667.10   | 0.63%             | 2028-10-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-4                                                                                                  | CUSIP: 362929AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014709.20   | 0.64%             | 2029-08-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-3                                                                                                  | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553690 | PA      | $560052.22    | 0.35%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2022-3                                                                                                  | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054801 | PA      | $1066467.34   | 0.67%             | 2028-06-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                 | GreatAmerica Leasing Receivables Funding LLC Series 2024-1                                                                                | CUSIP: 39154TCJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2016009.20   | 1.26%             | 2028-01-18      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Trust 2024-1                                                                                                    | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343525 | PA      | $345834.23    | 0.22%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2025-1                                                                                             | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992135 | PA      | $996752.74    | 0.63%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2025-3                                                                                             | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002886.70   | 0.63%             | 2060-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2022-1D                                                                                                      | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1542017 | PA      | $1535736.20   | 0.96%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2022-2                                                                                                       | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219733 | PA      | $221882.03    | 0.14%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                           | Home Equity Asset Trust 2005-9                                                                                                            | CUSIP: 437084QY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409552 | PA      | $406996.39    | 0.26%             | 2036-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                   | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809110.74    | 0.51%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iShares Ultra Short Duration Bond Active ETF      | iShares Ultra Short Duration Bond Active ETF                                                                                              | CUSIP: 46434V878<br>LEI: 549300JE6SRZTXKUCU42 | Long             | EC               | RF                | US        |     35400 | NS      | $1790178.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp               | JP Morgan Mortgage Acquisition Trust 2007-CH3                                                                                             | CUSIP: 46630XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74451 | PA      | $74020.54     | 0.05%             | 2037-03-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                                                                                      | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403222.30    | 0.25%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                 | KREF 2021-FL2 Ltd                                                                                                                         | CUSIP: 48275RAJ6<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $691753.79    | 0.43%             | 2039-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2025-1                                                                                                             | CUSIP: 570920AA6<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |   1626824 | PA      | $1630628.27   | 1.02%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NP Spe IX LP                                      | NP SPE II LLC                                                                                                                             | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |     45140 | PA      | $44717.47     | 0.03%             | 2049-09-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                                                                          | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    142588 | PA      | $135183.40    | 0.08%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2018-A                                                                                          | CUSIP: 63940PAD7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    388887 | PA      | $385374.62    | 0.24%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                                                                          | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1008116 | PA      | $929582.44    | 0.58%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2021-NQM2 Trust                                                                                                                       | CUSIP: 670857AB7<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   1042945 | PA      | $874690.11    | 0.55%             | 2061-05-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund        | Oak Street Investment Grade Net Lease Fund Series 2020-1                                                                                  | CUSIP: 67181DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1954658 | PA      | $1797730.45   | 1.13%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund        | Oak Street Investment Grade Net Lease Fund Series 2021-1                                                                                  | CUSIP: 67190AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2691465 | PA      | $2534412.19   | 1.59%             | 2051-01-20      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2020-EXP1 Trust                                                                                                                       | CUSIP: 67448TBF1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    182904 | PA      | $181172.38    | 0.11%             | 2060-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2024-3                                                                                                           | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1273442 | PA      | $1280852.15   | 0.80%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2022-2                                                                                                           | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2012960.40   | 1.26%             | 2028-07-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2025-1                                                                                                           | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600543.30    | 0.38%             | 2031-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2022-S1                                                                                                  | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    507160 | PA      | $507108.47    | 0.32%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust             | Onemain Direct Auto Receivables Trust 2022-1                                                                                              | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $802202.72    | 0.50%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                               | CUSIP: 6840C3B28<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1992936.20   | 1.25%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                            | Oscar US Funding XII LLC                                                                                                                  | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    184680 | PA      | $184108.78    | 0.12%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                        | PSMC 2020-2 Trust                                                                                                                         | CUSIP: 693652AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467056 | PA      | $414181.57    | 0.26%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PVOne LLC                                         | PVOne 2023-2 LLC                                                                                                                          | CUSIP: 693699AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142943 | PA      | $143562.82    | 0.09%             | 2035-09-17      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-5                                                                                                       | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416627 | PA      | $419358.16    | 0.26%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-10                                                                                                      | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    648702 | PA      | $650564.50    | 0.41%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-8                                                                                                       | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1199607 | PA      | $1203162.71   | 0.75%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Trust 2024-4                                                                                                               | CUSIP: 69548CAB3<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   1633004 | PA      | $1638710.52   | 1.03%             | 2031-08-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust               | PenFed Auto Receivables Owner Trust 2025-A                                                                                                | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $900978.12    | 0.57%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                           | Penske Truck Leasing Co LP                                                                                                                | CUSIP: 70962BAS3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994273.20   | 1.25%             | 2026-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                        | Point Securitization Trust 2024-1                                                                                                         | CUSIP: 73071KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1157061 | PA      | $1159363.86   | 0.73%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                            | Protective Life Global Funding                                                                                                            | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403913.16    | 0.25%             | 2027-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                        | RCKTL 2025-2                                                                                                                              | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1688100 | PA      | $1690100.40   | 1.06%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| RAM LLC                                           | RAM 2024-1 LLC                                                                                                                            | CUSIP: 751313AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000115 | PA      | $1000389.07   | 0.63%             | 2039-02-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                                                                                           | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    490000 | PA      | $489454.43    | 0.31%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2025-SF1                                                                                                      | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232192 | PA      | $232335.17    | 0.15%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2015-A                                                                                                   | CUSIP: 78448PAF7<br>LEI: 549300GMVSOGAWY1JE39 | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2398418.16   | 1.50%             | 2048-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-B                                                                                                   | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    153739 | PA      | $153065.35    | 0.10%             | 2037-01-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2019-A                                                                                                   | CUSIP: 78449TAC5<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    236947 | PA      | $236604.96    | 0.15%             | 2036-07-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Asset-Backed Repackaging Trust 2024-R1                                                                                                | CUSIP: 78450BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1907320 | PA      | $1907733.58   | 1.20%             | 2054-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                           | Schlumberger Holdings Corp                                                                                                                | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420441.30    | 0.26%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-4 Trust                                                                                                   | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885292 | PA      | $885828.08    | 0.56%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-1 Trust                                                                                                   | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2082084 | PA      | $2089805.95   | 1.31%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-2 Trust                                                                                                   | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424877 | PA      | $426694.00    | 0.27%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust               | Starwood Mortgage Residential Trust 2019-INV1                                                                                             | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134335 | PA      | $133359.23    | 0.08%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust               | STAR 2021-1 Trust                                                                                                                         | CUSIP: 85573GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1494642 | PA      | $1428243.05   | 0.90%             | 2065-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                                                                              | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1459932 | PA      | $1459931.50   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                            | Tesla Auto Lease Trust 2023-B                                                                                                             | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003757.40   | 1.26%             | 2027-08-20      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                     | 321 Henderson Receivables I LLC                                                                                                           | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19415 | PA      | $19303.13     | 0.01%             | 2041-09-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2025-1                                                                                                 | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1438455 | PA      | $861242.16    | 0.54%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust                                                                                                        | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1821804 | PA      | $1145527.46   | 0.72%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    792192 | PA      | $853910.05    | 0.54%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    458560 | PA      | $506765.49    | 0.32%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    379108 | PA      | $391556.72    | 0.25%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    376582 | PA      | $373334.25    | 0.23%             | 2040-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    535219 | PA      | $524763.18    | 0.33%             | 2041-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720430 | PA      | $561770.08    | 0.35%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    566440 | PA      | $422259.51    | 0.26%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    838188 | PA      | $702977.43    | 0.44%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    553044 | PA      | $403951.11    | 0.25%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480924 | PA      | $363229.92    | 0.23%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    606938 | PA      | $438451.01    | 0.27%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    462102 | PA      | $338204.25    | 0.21%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    323462 | PA      | $233173.50    | 0.15%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    379911 | PA      | $219180.16    | 0.14%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500212 | PA      | $270821.31    | 0.17%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    643264 | PA      | $340919.56    | 0.21%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    602410 | PA      | $470714.78    | 0.30%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    636510 | PA      | $573069.98    | 0.36%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515890 | PA      | $490512.43    | 0.31%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    773646 | PA      | $762186.81    | 0.48%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    763692 | PA      | $736388.62    | 0.46%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1588874 | PA      | $1570788.50   | 0.99%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1012352 | PA      | $961086.77    | 0.60%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500840 | PA      | $1400619.04   | 0.88%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1154012 | PA      | $1070568.54   | 0.67%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1644314 | PA      | $1504443.08   | 0.94%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1792896 | PA      | $1684294.57   | 1.06%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1748800 | PA      | $1680349.03   | 1.05%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1823539 | PA      | $1817049.15   | 1.14%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340012 | PA      | $1308018.76   | 0.82%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    744072 | PA      | $766726.28    | 0.48%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1588755 | PA      | $1582057.81   | 0.99%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1473640 | PA      | $1505910.76   | 0.94%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1867662 | PA      | $1875007.66   | 1.18%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2307403 | PA      | $2332211.32   | 1.46%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1856988 | PA      | $1892767.46   | 1.19%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1738709 | PA      | $1749050.08   | 1.10%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1520925 | PA      | $1519335.71   | 0.95%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1006530 | PA      | $992241.03    | 0.62%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                     | VW Credit Inc                                                                                                                             | CUSIP: 91842KAF3<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499185.25    | 0.31%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                     | VW Credit Inc                                                                                                                             | CUSIP: 91842KAN6<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1496462.40   | 0.94%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC GOLDMAN SACHS COC                       | SWAP CCPC GOLDMAN SACHS COC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    250000 | NS      | $250000.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                                                                                      | CUSIP: 92348KBU6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2306672.76   | 1.45%             | 2029-06-20      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-3                                                                                                         | CUSIP: 92539LAC4<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    536960 | PA      | $477486.15    | 0.30%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2022-2                                                                                              | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1419806 | PA      | $1424269.17   | 0.89%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-3                                                                                              | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2503061.75   | 1.57%             | 2028-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| WISCONSIN GAS CO                                  | Wisconsin Gas LLC                                                                                                                         | CUSIP: 97670SA52<br>LEI: 549300FGW43XR75F1O70 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999468.70    | 0.63%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS BOC                              | SWAP BNP PARIBAS BOC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -110000 | NS      | $-110000.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SWAP GOLDMAN SACHS COC                            | SWAP GOLDMAN SACHS COC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    570000 | NS      | $570000.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                          | Long: BM128490  IRS USD R V 12MUSCPI BM128490_RECEIVE CCPINFLATIONZ / Short: BM128490  IRS USD P F  2.49000 BM128490_PAY CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $20178.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BM128676  IRS USD R V 12MUSCPI BM128676_RECEIVE CCPINFLATIONZ / Short: BM128676  IRS USD P F  2.48200 BM128676_PAY CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2000000 | OU      | $18755.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BGS2QLXM1 IRS USD R V 12MUSCPI BGS2QLXP4 CCPINFLATIONZERO / Short: BGS2QLXM1 IRS USD P F  2.16350 BGS2QLXN9 CCPINFLATIONZERO        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4000000 | OU      | $41953.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BGS30E4S2 IRS USD R V 12MUSCPI BGS30E4U7 CCPINFLATIONZERO / Short: BGS30E4S2 IRS USD P F  2.59900 BGS30E4T0 CCPINFLATIONZERO        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6800000 | OU      | $8736.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                      | Long: BGS3NSR51 TRS USD R F   .00000 TRS RF INDEX / Short: BGS3NSR51 TRS USD P V 00MFEDL TRS PV FEDL01 +23BPS                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DIR              |  | US        |  44145894 | OU      | $933599.57    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS3SEFC5 TRS USD R F   .00000 TRS RF INDEX / Short: BGS3SEFC5 TRS USD P V 00MFEDL TRS PV FEDL01 +17BPS                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  33442206 | OU      | $189928.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS40XLD2 TRS USD R F   .00000 TRS RF INDEX / Short: BGS40XLD2 TRS USD P V 00MFEDL TRS PV FEDL01 +23BPS                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   6000000 | OU      | $-13217.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS44FFA0 TRS USD R F   .00000 TRS RF INDEX / Short: BGS44FFA0 TRS USD P V 00MSOFR TRS PV SOFRRATE +17BPS                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  32000000 | OU      | $-19909.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $3716.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $59.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $4305.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -28 | NC      | $-1618.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -143 | NC      | $13116.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-1616.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

**Name of Applicant:** MML Series Investment Fund II

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer