# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001398344-23-004854
**Filing Date:** 2023-2
**Character Count:** 75317
**Document Hash:** 976d023482d9f3957add2504715276eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-004854.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001398344-23-004854

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MML Series Investment Fund II
- **CENTRAL INDEX KEY:** 0001317146
- **IRS NUMBER:** 043557005
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21714
- **FILM NUMBER:** 23672030

**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:** 4137441000

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $214184712.13

**Total Liabilities:** $9874464.04

**Net Assets:** $204310248.09

**Delayed Delivery Securities:** $7500000.00

**Cash Not Reported:** $321.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 910.03 | **1-Year:** 7906.22 | **5-Year:** 11825.93 | **10-Year:** 2495.49 | **30-Year:** 337.2

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

- **3-Month:** 0 | **1-Year:** 564.65 | **5-Year:** 113.78 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010689 | -0.69%               | 1.28%                | 0.70%                |
| Class ID C000067854 | -0.69%               | 1.29%                | 0.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-884813.33              | $885357.37                                 |
| Month 2  | $-299072.61              | $1453755.33                                |
| Month 3  | $-117774.49              | $-520236.87                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 321 HENDERSON RECEIVABLES LLC                   | HENDR 2006 1A A1 144A        | CUSIP: 88576NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40734 | PA      | $40630.59     | 0.02%             | 2041-03-15      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES LLC                   | HENDR 2006 3A A1 144A        | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55400 | PA      | $54418.44     | 0.03%             | 2041-09-15      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM INC                                      | AFFRM 2021 Z1 A 144A         | CUSIP: 00834CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1501719 | PA      | $1460073.99   | 0.71%             | 2025-08-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM INC                                      | AFFRM 2022 X1 A 144A         | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820074 | PA      | $797122.72    | 0.39%             | 2027-02-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM INC                                      | AFFRM 2021 Z2 A 144A         | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817195 | PA      | $780874.47    | 0.38%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM INC                                      | AFFRM 2020 Z2 A 144A         | CUSIP: 00834AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641836 | PA      | $631595.90    | 0.31%             | 2025-01-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMER                      | SHORT TERMS                  | CUSIP: 02343CN50<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999236.50    | 0.49%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                        | AOMT 2022 2 A1 144A          | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2052998 | PA      | $1875204.50   | 0.92%             | 2067-01-25      | Floating      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                        | AOMT 2020 6 A1 144A          | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1043842 | PA      | $895759.82    | 0.44%             | 2065-05-25      | Floating      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                  | AESOP 2017 2A D 144A         | CUSIP: 05377REW0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996518.70    | 0.49%             | 2024-03-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| BANKERS HEALTHCARE GROUP SECUR                  | BHG 2021 B A 144A            | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    957469 | PA      | $902403.06    | 0.44%             | 2034-10-17      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST                             | BHMS 2018 ATLS B 144A        | CUSIP: 05549GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $946238.90    | 0.46%             | 2035-07-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BM123044  TRS USD R F  1.00000                  | 1%   31 Jan 2023             | CUSIP: 99S1TDTI1<br>LEI: N/A                  | N/A              | DIR              |  | US        |  40149212 | PA      | $-2909162.49  | -1.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BM123046  TRS USD R F  1.00000                  | 1%   31 Jan 2023             | CUSIP: 99S1TDT91<br>LEI: N/A                  | N/A              | DIR              |  | US        |  31823920 | PA      | $-2305922.12  | -1.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BM123311  TRS USD R F  1.00000                  | 1%   28 Feb 2023             | CUSIP: 99S1TTLL7<br>LEI: N/A                  | N/A              | DIR              |  | US        |  43355974 | PA      | $-2042820.35  | -1.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BM123313  TRS USD R F  1.00000                  | 1%   28 Feb 2023             | CUSIP: 99S1TTLF0<br>LEI: N/A                  | N/A              | DIR              |  | US        |  41153453 | PA      | $-1939043.27  | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| BM123331  IRS USD R V 12MSOFR                   | 1%   07 Dec 2032             | CUSIP: 99S1TVG04<br>LEI: N/A                  | N/A              | DIR              |  | US        |   1680000 | PA      | $61209.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BM123467  IRS USD R V 12MSOFR                   | 1%   22 Dec 2032             | CUSIP: 99S1U5Y90<br>LEI: N/A                  | N/A              | DIR              |  | US        |   1694000 | PA      | $23749.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BM123900  IRS USD R V 12MSOFR                   | 1%   01 May 2033             | CUSIP: 99S1UWUO2<br>LEI: N/A                  | N/A              | DIR              |  | US        |   3300000 | PA      | $-66534.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BM123982  IRS USD R V 12MSOFR                   | 1%   08 May 2033             | CUSIP: 99S1V1863<br>LEI: N/A                  | N/A              | DIR              |  | US        |   3300000 | PA      | $-119716.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BM124011  IRS USD R V 12MUSCPI                  | 1%   08 Nov 2024             | CUSIP: 99S1V1MX8<br>LEI: N/A                  | N/A              | DIR              |  | US        |   4000000 | PA      | $-32497.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BM124536  IRS USD R V 12MUSCPI                  | 1%   23 Dec 2024             | CUSIP: 99S1VRHL3<br>LEI: N/A                  | N/A              | DIR              |  | GB        |  14000000 | PA      | $11158.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2                  | BX 2019 XL F 144A            | CUSIP: 056054AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1487500 | PA      | $1431822.58   | 0.70%             | 2036-10-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                  | CAMB 2019 LIFE D 144A        | CUSIP: 12482HAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308865 | PA      | $298066.68    | 0.15%             | 2037-12-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                  | CRVNA 2021 N3 B              | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1356339 | PA      | $1235267.89   | 0.60%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                  | CFMT 2021 EBO1 A 144A        | CUSIP: 12530AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180299 | PA      | $1108755.67   | 0.54%             | 2050-11-25      | Floating      | 0.98%                 | Yes           |                  2 | On Loan: No      |
| CENTEX HOME EQUITY                              | CXHE 2006 A M1               | CUSIP: 15231AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112410 | PA      | $111880.01    | 0.05%             | 2036-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CHASE EDUCATION LOAN TRUST                      | CEDLT 2007 A A4              | CUSIP: 16151UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830963 | PA      | $1778603.58   | 0.87%             | 2068-03-28      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                       | CIM 2019 INV3 A11 144A       | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857522 | PA      | $788637.26    | 0.39%             | 2049-08-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST                   | CMLTI 2006 HE2 M1            | CUSIP: 17309LAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281525 | PA      | $279096.56    | 0.14%             | 2036-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST                   | CMLTI 2006 WFH2 M1           | CUSIP: 17309MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53371 | PA      | $53321.60     | 0.03%             | 2036-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| COLLEGE LOAN CORPORATION TRUST                  | COLLE 2005 2 B               | CUSIP: 194266AE2<br>LEI: 254900HRAVYB2492C092 | Long             | ABS-O            | CORP              | US        |    273600 | PA      | $234667.04    | 0.11%             | 2037-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                | COLT 2022 1 A1 144A          | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6638763 | PA      | $5772897.16   | 2.83%             | 2066-12-27      | Floating      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                   | CBSLT 2018 CGS C 144A        | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |     13622 | PA      | $12214.56     | 0.01%             | 2046-02-25      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                   | CBSLT 2021 AGS B 144A        | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139725 | PA      | $118097.56    | 0.06%             | 2052-03-25      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                    | CSMC 2019 ICE4 D 144A        | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3900182.80   | 1.91%             | 2036-05-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                    | CSMC 2019 ICE4 E 144A        | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2418895.50   | 1.18%             | 2036-05-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                          | XROAD 2021 A A2 144A         | CUSIP: 22767CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102372 | PA      | $101585.34    | 0.05%             | 2024-03-20      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                    | DRB 2017 A A1 144A           | CUSIP: 23342KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    439328 | PA      | $439401.16    | 0.22%             | 2042-05-27      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                    | DRIVE 2021 1 C               | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1174099.32   | 0.57%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| EDUCATIONAL SERVICES OF AMERIC                  | EDUSA 2015 2 B 144A          | CUSIP: 28138JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999431.10    | 0.49%             | 2058-12-25      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| EDUCATIONAL SERVICES OF AMERIC                  | EDUSA 2015 1 A 144A          | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219870 | PA      | $219367.91    | 0.11%             | 2056-10-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM                      | ELFI 2018 A A1 144A          | CUSIP: 268571AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192296 | PA      | $187597.22    | 0.09%             | 2042-08-25      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE   CAS                                | CAS 2019 R02 1M2 144A        | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    315101 | PA      | $315184.32    | 0.15%             | 2031-08-25      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE   CAS                                | CAS 2019 R03 1M2 144A        | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    675229 | PA      | $673569.84    | 0.33%             | 2031-09-25      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE   CAS                                | CAS 2022 R07 1M1 144A        | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2651718 | PA      | $2674580.05   | 1.31%             | 2042-06-25      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| FCI FUNDING, LLC                                | FCITL 2019 1A A 144A         | CUSIP: 30259MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11599 | PA      | $11587.67     | 0.01%             | 2031-02-18      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| FCI FUNDING, LLC                                | FCITL 2021 1A A 144A         | CUSIP: 30260GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1392435 | PA      | $1359888.40   | 0.67%             | 2033-04-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| FCI FUNDING, LLC                                | FCITL 2021 1A B 144A         | CUSIP: 30260GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    928399 | PA      | $907473.53    | 0.44%             | 2033-04-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| FED HM LN PC POOL 1Q0239                        | FH 03/37 FLOATING VAR        | CUSIP: 3128S4HQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86861 | PA      | $87909.33     | 0.04%             | 2037-03-01      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET                   | FFML 2005 FF9 A4             | CUSIP: 32027NVV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99578 | PA      | $99436.30     | 0.05%             | 2035-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET                   | FFML 2006 FF15 A5            | CUSIP: 32028GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360579 | PA      | $349161.34    | 0.17%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR + LGT CO                            | SHORT TERMS                  | CUSIP: 34108BN35<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999508.78    | 0.49%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                      | FNH 2021 1A A 144A           | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2775539 | PA      | $2525638.51   | 1.24%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2020 DNA5 M2 144A      | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    198597 | PA      | $199556.16    | 0.10%             | 2050-10-25      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2018 DNA3 M2A 144A     | CUSIP: 35563WAB0<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-O            | USGSE             | US        |    721274 | PA      | $722083.32    | 0.35%             | 2048-09-25      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2021 HQA3 M1 144A      | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   6748849 | PA      | $6453397.72   | 3.16%             | 2041-09-25      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2021 DNA6 M1 144A      | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   6550000 | PA      | $6465735.56   | 3.16%             | 2041-10-25      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2021 DNA7 M1 144A      | CUSIP: 35564KMA4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2500485 | PA      | $2455137.98   | 1.20%             | 2041-11-25      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2022 DNA3 M1A 144A     | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2014360 | PA      | $2009898.58   | 0.98%             | 2042-04-25      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2022 DNA5 M1A 144A     | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    620713 | PA      | $627538.91    | 0.31%             | 2042-06-25      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2020 DNA1 M2 144A      | CUSIP: 35565HAH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1106456 | PA      | $1101861.58   | 0.54%             | 2050-01-25      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM FINANCIAL                               | FREED 2021 2 B 144A          | CUSIP: 35635CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329750 | PA      | $328699.15    | 0.16%             | 2028-06-19      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| GOAL CAPITAL FUNDING TRUST                      | GOAL 2010 1 A 144A           | CUSIP: 38021EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115872 | PA      | $112390.93    | 0.06%             | 2048-08-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUN                  | GPIF 2022 3A B 144A          | CUSIP: 38411DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999998.60    | 0.49%             | 2024-11-01      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUN                  | GPIF 2021 1A A 144A          | CUSIP: 38411EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5830758 | PA      | $5807372.66   | 2.84%             | 2023-11-01      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUN                  | GPIF 2022 1A C 144A          | CUSIP: 38411HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1674978.21   | 0.82%             | 2024-04-01      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUN                  | GPIF 2022 1A E 144A          | CUSIP: 38411HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    800000 | PA      | $799995.20    | 0.39%             | 2024-04-01      | Floating      | 9.45%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                     | HERTZ 2021 1A D 144A         | CUSIP: 42806MAD1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3022780.88   | 1.48%             | 2025-12-26      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                    | HGVT 2022 2A C 144A          | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651665 | PA      | $626997.51    | 0.31%             | 2037-01-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST                         | HEAT 2005 9 M1               | CUSIP: 437084QY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477663 | PA      | $1437483.42   | 0.70%             | 2036-04-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                          | SHORT TERMS                  | CUSIP: 44331CNP2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2990712.00   | 1.46%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION                  | JPMAC 2007 CH3 A5            | CUSIP: 46630XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167572 | PA      | $160582.05    | 0.08%             | 2037-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN STUDENT LOAN TRUST                    | JPMST 2007 A B 144A          | CUSIP: 48122HAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319418 | PA      | $287903.16    | 0.14%             | 2039-06-28      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| KNDL MORTGAGE TRUST                             | KNDL 2019 KNSQ E 144A        | CUSIP: 482598AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476000 | PA      | $463230.40    | 0.23%             | 2036-05-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| KREF 2021 FL2 LTD                               | KREF 2021 FL2 D 144A         | CUSIP: 48275RAJ6<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $645040.97    | 0.32%             | 2039-02-15      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| LAKEVIEW TRUST                                  | BVEBO 2022 3 M3 144A         | CUSIP: 51236JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1196780.00   | 0.59%             | 2052-05-29      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| LAKEVIEW TRUST                                  | BVEBO 2022 1 M3 144A         | CUSIP: 51236LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $654071.39    | 0.32%             | 2052-04-25      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN                  | LRK 2019 A A1FX 144A         | CUSIP: 51889RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122179 | PA      | $119654.21    | 0.06%             | 2048-10-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD PARTNERSHIP                             | LCM 19A AR 144A              | CUSIP: 50188QAJ0<br>LEI: 5493003LYT7GC7SDWZ12 | Long             | ABS-CBDO         | CORP              | KY        |    280276 | PA      | $279197.06    | 0.14%             | 2027-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                          | LFT 2019 2A A 144A           | CUSIP: 52604AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5031856 | PA      | $4879983.12   | 2.39%             | 2028-04-20      | Fixed         | 2.78%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                      | NAVSL 2020 HA A 144A         | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382122 | PA      | $339232.42    | 0.17%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                      | NAVSL 2015 AA A2B 144A       | CUSIP: 63939EAC7<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |     65295 | PA      | $65307.66     | 0.03%             | 2028-12-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                      | NAVSL 2017 1A A3 144A        | CUSIP: 63940NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343554 | PA      | $337162.52    | 0.17%             | 2066-07-26      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                      | NAVSL 2021 A A 144A          | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2032311 | PA      | $1757759.69   | 0.86%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN                   | NPELT 2016 A A1A 144A        | CUSIP: 64034JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14234 | PA      | $14227.12     | 0.01%             | 2040-12-26      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                       | NSLT 2006 2 B                | CUSIP: 640315AH0<br>LEI: 549300T6B0Q52I6OM558 | Long             | ABS-O            | CORP              | US        |    436227 | PA      | $385864.19    | 0.19%             | 2038-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                       | NSLT 2006 3 B                | CUSIP: 64031AAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201445 | PA      | $182637.83    | 0.09%             | 2041-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                       | NSLT 2004 3 B                | CUSIP: 64031QBE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870503 | PA      | $809607.60    | 0.40%             | 2040-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                       | NSLT 2005 2 B                | CUSIP: 64031QBY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854830 | PA      | $776479.29    | 0.38%             | 2037-03-23      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                       | NSLT 2014 2A B 144A          | CUSIP: 64033LAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $370685.74    | 0.18%             | 2041-06-25      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL ADVANCE RECEIV                  | NRART 2020 T1 AT1 144A       | CUSIP: 62942QCR2<br>LEI: 549300RNWDDBV4LFKJ17 | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2094920.78   | 1.03%             | 2053-08-15      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL ADVANCE RECEIV                  | NRART 2020 T1 BT1 144A       | CUSIP: 62942QCS0<br>LEI: 549300RNWDDBV4LFKJ17 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1057983.30   | 0.52%             | 2053-08-15      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATIO                  | NEWZ 2021 1 A 144A           | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4667000 | PA      | $4587808.01   | 2.25%             | 2055-05-25      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| NP SPE IX LP                                    | NPRL 2019 1A A1 144A         | CUSIP: 62954JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185414 | PA      | $171989.36    | 0.08%             | 2049-09-20      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| OCEANVIEW TRUST 2021 EBO1                       | BVEBO 2021 1 A 144A          | CUSIP: 67647NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1836745 | PA      | $1756710.63   | 0.86%             | 2051-12-29      | Fixed         | 1.22%                 | Yes           |                  2 | On Loan: No      |
| OCEANVIEW TRUST 2021 EBO1                       | BVEBO 2021 1 M3 144A         | CUSIP: 67647NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1855405.40   | 0.91%             | 2051-12-29      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLE                  | ODART 2022 1A C 144A         | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $769758.56    | 0.38%             | 2029-06-14      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                        | OBX 2021 NQM2 A2 144A        | CUSIP: 670857AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1368043 | PA      | $1037051.48   | 0.51%             | 2061-05-25      | Floating      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                        | OBX 2020 EXP1 2A2 144A       | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377012 | PA      | $344713.27    | 0.17%             | 2060-02-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                             | OPTN 2022 1 A 144A           | CUSIP: 68377XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1426939 | PA      | $1402657.43   | 0.69%             | 2029-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ORANGE LAKE TIMESHARE TRUST                     | ONGLT 2016 A A 144A          | CUSIP: 68504LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60443 | PA      | $59929.62     | 0.03%             | 2029-03-08      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                  | PAID 2022 1 A 144A           | CUSIP: 69546MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7477359 | PA      | $7187383.71   | 3.52%             | 2029-10-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                  | PAID 2021 3 A 144A           | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1472867 | PA      | $1437109.17   | 0.70%             | 2029-05-15      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                         | PNMSR 2018 GT1 A 144A        | CUSIP: 69354WAC0<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $439048.98    | 0.21%             | 2023-02-25      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| PSMC TRUST                                      | PSMC 2020 2 A2 144A          | CUSIP: 693652AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736582 | PA      | $651528.48    | 0.32%             | 2050-05-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Repurchase Agreement                            | FIXED INC CLEARING CORP.REPO | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1612936 | PA      | $1612936.03   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES C                  | RASC 2005 EMX1 M1            | CUSIP: 76110WQ58<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398908 | PA      | $397796.78    | 0.19%             | 2035-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO                   | SRFC 2019 2A C 144A          | CUSIP: 82652MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1317710 | PA      | $1236622.53   | 0.61%             | 2036-05-20      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO                   | SRFC 2019 3A C 144A          | CUSIP: 82652NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752440 | PA      | $709938.92    | 0.35%             | 2036-08-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO                   | SRFC 2019 3A D 144A          | CUSIP: 82652NAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192667 | PA      | $182675.42    | 0.09%             | 2036-08-20      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO                   | SRFC 2019 1A C 144A          | CUSIP: 82653EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174310 | PA      | $163176.27    | 0.08%             | 2036-01-20      | Fixed         | 3.77%                 | Yes           |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO                   | SRFC 2019 1A D 144A          | CUSIP: 82653EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157709 | PA      | $149671.07    | 0.07%             | 2036-01-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SLC STUDENT LOAN TRUST                          | SLCLT 2005 2 B               | CUSIP: 784420AK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1173491 | PA      | $1091539.77   | 0.53%             | 2040-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SLC STUDENT LOAN TRUST                          | SLCLT 2006 2 B               | CUSIP: 784428AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    779260 | PA      | $704723.05    | 0.34%             | 2039-12-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2003 11 B               | CUSIP: 78442GJY3<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | USGA              | US        |    275161 | PA      | $258110.86    | 0.13%             | 2038-12-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2003 14 A6              | CUSIP: 78442GKN5<br>LEI: 5493001IJLRQI58G5Z31 | Long             | ABS-O            | USGA              | US        |     17936 | PA      | $17931.95     | 0.01%             | 2025-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2004 3 B                | CUSIP: 78442GLJ3<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-O            | USGA              | US        |    198302 | PA      | $187806.51    | 0.09%             | 2064-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2004 8 B                | CUSIP: 78442GMR4<br>LEI: 549300IWUQEXD0TZWG69 | Long             | ABS-O            | USGA              | US        |    281990 | PA      | $252614.19    | 0.12%             | 2040-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2006 5 B                | CUSIP: 83149EAG2<br>LEI: 549300LSGT1L2CL14698 | Long             | ABS-O            | USGA              | US        |    310956 | PA      | $290658.95    | 0.14%             | 2040-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2005 5 A4               | CUSIP: 78442GPQ3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     89784 | PA      | $88782.37     | 0.04%             | 2028-10-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2005 8 B                | CUSIP: 78442GQT6<br>LEI: 549300H0EHPP0GTD9V95 | Long             | ABS-O            | USGA              | US        |    274391 | PA      | $250517.14    | 0.12%             | 2055-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2006 2 B                | CUSIP: 78442GRY4<br>LEI: 5493007758ACJK074H95 | Long             | ABS-O            | USGA              | US        |    304550 | PA      | $280578.67    | 0.14%             | 2041-01-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                          | SLMA 2006 4 B                | CUSIP: 78442GSL1<br>LEI: 549300NL48RDOTQF8W80 | Long             | ABS-O            | USGA              | US        |    246864 | PA      | $232069.73    | 0.11%             | 2070-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SM123329  IRS USD R F  3.55200                  | 3.552%   07 Dec 2024         | CUSIP: 99S1TVFI6<br>LEI: N/A                  | N/A              | DIR              |  | US        |   7500000 | PA      | $-128338.72   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SM123464  IRS USD R F  4.06250                  | 4.062%   22 Dec 2024         | CUSIP: 99S1U5WU5<br>LEI: N/A                  | N/A              | DIR              |  | US        |   7500000 | PA      | $-55910.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SM123898  IRS USD R F  4.24950                  | 4.249%   01 May 2025         | CUSIP: 99S1UWUU8<br>LEI: N/A                  | N/A              | DIR              |  | US        |  14500000 | PA      | $10232.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SM123981  IRS USD R F  4.66100                  | 4.661%   08 May 2025         | CUSIP: 99S1V1830<br>LEI: N/A                  | N/A              | DIR              |  | US        |  14400000 | PA      | $125586.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU                  | SMB 2014 A A3 144A           | CUSIP: 784456AD7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    656079 | PA      | $653845.62    | 0.32%             | 2032-04-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU                  | SMB 2018 B A2B 144A          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    702930 | PA      | $685137.75    | 0.34%             | 2037-01-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU                  | SMB 2019 A A2B 144A          | CUSIP: 78449TAC5<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    887027 | PA      | $874501.47    | 0.43%             | 2036-07-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR                  | SOFI 2017 A A1 144A          | CUSIP: 83404FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45349 | PA      | $45217.87     | 0.02%             | 2040-03-26      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| SOFI ALTERNATIVE TRUST                          | SAT 2019 C PT 144A           | CUSIP: 83406JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607500 | PA      | $560965.24    | 0.27%             | 2045-01-25      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| SPIRE INC                                       | SHORT TERMS                  | CUSIP: 84858PNH0<br>LEI: 549300NXSY15DRY2R511 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2993044.50   | 1.46%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL                   | STAR 2019 INV1 A3 144A       | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919707 | PA      | $863762.22    | 0.42%             | 2049-09-27      | Floating      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD RESIDENTIAL MORTGAGE                   | STAR 2021 1 A3 144A          | CUSIP: 85573GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3233455 | PA      | $2647529.42   | 1.30%             | 2065-05-25      | Floating      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| State Street Navigator Securities Lending Trust | Prime Portfolio              | CUSIP: 638995910<br>LEI: 5493005HD34MZLK62085 | Long             | STIV             | RF                | US        |   1269875 | NS      | $1269875.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LO                  | SAIL 2005 2 M2               | CUSIP: 86358ERB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412747 | PA      | $409052.87    | 0.20%             | 2035-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO                  | SASC 2006 GEL1 M2 144A       | CUSIP: 863576EH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458412 | PA      | $444854.62    | 0.22%             | 2035-11-25      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO                  | SASC 2006 WF1 M4             | CUSIP: 863576FL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233483 | PA      | $232996.65    | 0.11%             | 2036-02-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO                  | SASC 2006 BC6 A4             | CUSIP: 86362VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165495 | PA      | $160931.14    | 0.08%             | 2037-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                               | SHORT TERMS                  | CUSIP: 87513MNP9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5981263.98   | 2.93%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/26 2                      | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900780 | PA      | $900401.74    | 0.44%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/27 2.375                  | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    443271 | PA      | $452569.30    | 0.22%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/29 2.5                    | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    832716 | PA      | $869131.06    | 0.43%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/28 1.75                   | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2133495 | PA      | $2134300.61   | 1.04%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/29 0.875                  | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180080 | PA      | $1125489.77   | 0.55%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 04/27 0.125                  | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1688560 | PA      | $1575208.81   | 0.77%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 07/29 0.25                   | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1397880 | PA      | $1281189.79   | 0.63%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/40 2.125                  | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    413586 | PA      | $437851.87    | 0.21%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 07/32 0.625                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3435592 | PA      | $3150187.80   | 1.54%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/26 0.625                  | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1536199 | PA      | $1475831.17   | 0.72%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 10/27 1.625                  | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2665608 | PA      | $2665296.12   | 1.30%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/41 2.125                  | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    612297 | PA      | $648676.05    | 0.32%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 07/26 0.125                  | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1740340 | PA      | $1641426.14   | 0.80%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/27 0.375                  | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    431739 | PA      | $407526.76    | 0.20%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/42 0.75                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    593415 | PA      | $496730.08    | 0.24%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 07/25 0.375                  | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2255435 | PA      | $2167728.96   | 1.06%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/43 0.625                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    712822 | PA      | $575121.13    | 0.28%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 07/28 0.75                   | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750928 | PA      | $1669708.43   | 0.82%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/44 1.375                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1214604 | PA      | $1127920.66   | 0.55%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 04/28 3.625                  | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    829035 | PA      | $904436.16    | 0.44%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 04/29 3.875                  | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    906280 | PA      | $1019352.59   | 0.50%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/30 0.125                  | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1447688 | PA      | $1301881.99   | 0.64%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/45 0.75                   | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170476 | PA      | $946516.18    | 0.46%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 04/32 3.375                  | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    419680 | PA      | $480834.15    | 0.24%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 04/25 0.125                  | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1730385 | PA      | $1650219.52   | 0.81%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/46 1                      | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    628785 | PA      | $533959.64    | 0.26%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| TSY INFL IX N/B                                 | 07/30 0.125                  | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1743270 | PA      | $1562661.09   | 0.76%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/47 0.875                  | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    864073 | PA      | $708258.59    | 0.35%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| TSY INFL IX N/B                                 | 10/25 0.125                  | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1894844 | PA      | $1802210.82   | 0.88%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/31 0.125                  | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1688374 | PA      | $1501135.51   | 0.73%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/48 1                      | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    604170 | PA      | $508423.22    | 0.25%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 04/26 0.125                  | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1022598 | PA      | $962227.43    | 0.47%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/49 1                      | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    532868 | PA      | $445312.09    | 0.22%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 07/31 0.125                  | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1667625 | PA      | $1475164.13   | 0.72%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/50 0.25                   | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    695400 | PA      | $468860.77    | 0.23%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 10/26 0.125                  | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2017332 | PA      | $1892720.20   | 0.93%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/32 0.125                  | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1988620 | PA      | $1743771.60   | 0.85%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/51 0.125                  | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    743925 | PA      | $479037.33    | 0.23%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 02/52 0.125                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1016880 | PA      | $658469.52    | 0.32%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 07/27 0.375                  | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400826 | PA      | $1321578.57   | 0.65%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | 01/28 0.5                    | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1540200 | PA      | $1449893.75   | 0.71%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                    | UPST 2021 4 A 144A           | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2249444 | PA      | $2174501.16   | 1.06%             | 2031-09-20      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| US 10YR ULTRA FUT MAR23                         | XCBT 20230322                | CUSIP: ADI26ZBM5<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -6 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE (CBT) MAR23                         | XCBT 20230331                | CUSIP: ADI27GZW8<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -225 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 5YR NOTE (CBT) MAR23                         | XCBT 20230331                | CUSIP: ADI27GKS3<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -25 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BOND(CBT) MAR23                         | XCBT 20230322                | CUSIP: ADI26YSS7<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -2 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US ULTRA BOND CBT MAR23                         | XCBT 20230322                | CUSIP: ADI26YTH0<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -4 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST                      | VERUS 2019 INV2 A3 144A      | CUSIP: 92537HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317495 | PA      | $302683.83    | 0.15%             | 2059-07-25      | Floating      | 3.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                      | VERUS 2021 3 A3 144A         | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798438 | PA      | $636583.03    | 0.31%             | 2066-06-25      | Floating      | 1.44%                 | Yes           |                  2 | On Loan: No      |
| VF CORPORATION                                  | SHORT TERMS                  | CUSIP: 91820NP26<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2987352.00   | 1.46%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS                                 | SHORT TERMS                  | CUSIP: 93142XP62<br>LEI: 549300RPTUOIXG4LIH86 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1989830.78   | 0.97%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLE                  | WLAKE 2020 3A D 144A         | CUSIP: 96042QAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2306000 | PA      | $2187023.77   | 1.07%             | 2026-02-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

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

**Signature:** /s/ Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** Treasurer and CFO