# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001752724-25-201533
**Filing Date:** 2025-8
**Character Count:** 90426
**Document Hash:** 46392317366efa22d1fd46b5edef22ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-201533.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-201533

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**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:** 251249118

**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:** 2025-06-30

**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:** $165088301.57

**Total Liabilities:** $2438359.15

**Net Assets:** $162649942.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -152.71000000 | **1-Year:** -677.49000000 | **5-Year:** -1984.04000000 | **10-Year:** -5646.27000000 | **30-Year:** -1899.40000000

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

- **3-Month:** -490.86000000 | **1-Year:** -3516.51000000 | **5-Year:** -1761.26000000 | **10-Year:** -989.77000000 | **30-Year:** -405.43000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010689 | 0.00%                | -0.34%               | 0.90%                |
| Class ID C000067854 | 0.00%                | -0.45%               | 0.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $169779.81               | $-228573.52                                |
| Month 2  | $64161.59                | $-313612.47                                |
| Month 3  | $-32507.96               | $438334.18                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Honda Finance Corp                       | American Honda Finance Corp                                                                                                               | CUSIP: 02665JVJ6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2981037.00   | 1.83%             | 2025-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                      | Long: BGS3F1W46 TRS USD R F   .00000 TRS RF / Short: BGS3F1W46 TRS USD P V 00MFEDL TRS PV FEDL01 +23BPS                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DIR              |  | US        |  32266242 | OU      | $421752.05    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                                  | CUSIP: 05377RDV3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    528333 | PA      | $527086.39    | 0.32%             | 2026-08-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4052819 | PA      | $4203897.35   | 2.58%             | 2028-10-15      | Fixed         | 2.38%                 | 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        |    700000 | PA      | $700943.46    | 0.43%             | 2034-06-25      | Fixed         | 4.82%                 | 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        |   2500000 | PA      | $2505878.50   | 1.54%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    633748 | PA      | $338081.83    | 0.21%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                   | DTE Electric Co                                                                                                                           | CUSIP: 23336GUM1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994794.20   | 1.23%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2020-EXP1 Trust                                                                                                                       | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213547 | PA      | $211052.66    | 0.13%             | 2060-02-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT SEP25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         4 | NC      | $10111.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2023-X1                                                                                                 | CUSIP: 00834KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57677 | PA      | $57746.96     | 0.04%             | 2028-11-15      | Fixed         | 7.77%                 | 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      | $1977582.00   | 1.22%             | 2028-09-15      | Fixed         | 3.21%                 | 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        |   2000000 | PA      | $2003399.20   | 1.23%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    374292 | PA      | $217250.48    | 0.13%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RAM LLC                                           | RAM 2024-1 LLC                                                                                                                            | CUSIP: 751313AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425545 | PA      | $1429417.18   | 0.88%             | 2039-02-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1136941 | PA      | $1046197.96   | 0.64%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2023-B                                                                                                  | CUSIP: 00792FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2221265.20   | 1.37%             | 2028-09-15      | Fixed         | 8.78%                 | No            |                  2 | On Loan: No      |
| PVOne LLC                                         | PVOne 2023-2 LLC                                                                                                                          | CUSIP: 693699AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453627 | PA      | $453619.03    | 0.28%             | 2035-09-17      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2004-8                                                                                                             | CUSIP: 78442GMR4<br>LEI: 549300MMV4PL4CBOVL89 | Long             | ABS-O            | CORP              | US        |    204799 | PA      | $200402.92    | 0.12%             | 2040-01-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2006-2                                                                                                             | CUSIP: 78442GRY4<br>LEI: 5493007758ACJK074H95 | Long             | ABS-O            | CORP              | US        |    234080 | PA      | $217971.85    | 0.13%             | 2041-01-25      | Floating      | 4.84%                 | 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        |   2287084 | PA      | $2280881.92   | 1.40%             | 2054-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alterna Funding LLC                               | Alterna Funding III LLC                                                                                                                   | CUSIP: 02157JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    839028 | PA      | $845938.28    | 0.52%             | 2039-05-16      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    752394 | PA      | $722502.47    | 0.44%             | 2029-07-15      | Fixed         | 0.25%                 | 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        |    366416 | PA      | $366575.58    | 0.23%             | 2036-04-17      | Fixed         | 5.55%                 | 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        |   1000000 | PA      | $999674.10    | 0.61%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1565250 | PA      | $1551546.56   | 0.95%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Educational Services of America Inc               | Edsouth Indenture No 9 LLC                                                                                                                | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121712 | PA      | $120707.95    | 0.07%             | 2056-10-25      | Floating      | 5.22%                 | 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        |     56590 | PA      | $57218.44     | 0.04%             | 2036-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2006-3                                                                                                          | CUSIP: 64031AAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135247 | PA      | $121975.26    | 0.07%             | 2041-06-25      | Floating      | 4.85%                 | 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        |   1000000 | PA      | $1004771.00   | 0.62%             | 2028-08-14      | Fixed         | 5.66%                 | 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      | $2225222.78   | 1.37%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    969147 | PA      | $926054.36    | 0.57%             | 2033-01-15      | Fixed         | 1.13%                 | 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        |   3054691 | PA      | $2973064.21   | 1.83%             | 2051-01-20      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| MCA Fund Holding Llc                              | MCA Fund Holding LLC                                                                                                                      | CUSIP: 55283AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155780 | PA      | $153560.51    | 0.09%             | 2035-11-15      | Fixed         | 3.25%                 | 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        |    224044 | PA      | $223165.65    | 0.14%             | 2037-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2023-1                                                                                                                    | CUSIP: 75525AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527172 | PA      | $529944.04    | 0.33%             | 2031-02-18      | Fixed         | 7.33%                 | 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      | $2012442.60   | 1.24%             | 2027-08-20      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT SEP25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $25303.72     | 0.02%             |  |  |  | No            |                  1 | 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      | $53632.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    451778 | PA      | $502858.41    | 0.31%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation           | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC6                                                                             | CUSIP: 86362VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13834 | PA      | $13798.86     | 0.01%             | 2037-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2006-2                                                                                                          | CUSIP: 640315AH0<br>LEI: 549300ICCIKZ4HWN5R47 | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2038-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-3                                                                                                         | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577415 | PA      | $500708.23    | 0.31%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2004-3                                                                                                          | CUSIP: 64031QBE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870503 | PA      | $861474.54    | 0.53%             | 2040-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2020-6                                                                                                           | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703727 | PA      | $634243.55    | 0.39%             | 2065-05-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                        | PSMC 2020-2 Trust                                                                                                                         | CUSIP: 693652AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505678 | PA      | $444589.04    | 0.27%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    593494 | PA      | $469805.20    | 0.29%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust                                                                                                        | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002182.20   | 1.23%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-1PL                                                                                                                   | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431276 | PA      | $435074.43    | 0.27%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2024-2                                                                                                             | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    677661 | PA      | $678314.68    | 0.42%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                                                 | CUSIP: 3128S4HQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54483 | PA      | $55627.09     | 0.03%             | 2037-03-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| NP Spe IX LP                                      | NP SPE II LLC                                                                                                                             | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |     80130 | PA      | $78562.83     | 0.05%             | 2049-09-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    544860 | PA      | $397617.44    | 0.24%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2017-1                                                                                                         | CUSIP: 63940NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227955 | PA      | $227384.70    | 0.14%             | 2066-07-26      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                            | Bunge Ltd Finance Corp                                                                                                                    | CUSIP: 12057AUW2<br>LEI: 549300QHC068L40NNM71 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996141.70    | 0.61%             | 2025-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2014-2                                                                                                          | CUSIP: 64033LAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $366240.53    | 0.23%             | 2041-06-25      | Floating      | 5.92%                 | 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        |    628742 | PA      | $632499.74    | 0.39%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    527303 | PA      | $516028.15    | 0.32%             | 2041-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2005-2                                                                                                          | CUSIP: 64031QBY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854830 | PA      | $829513.94    | 0.51%             | 2037-03-23      | Floating      | 4.77%                 | 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        |   1260000 | PA      | $1253815.29   | 0.77%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    373500 | PA      | $388606.11    | 0.24%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    492812 | PA      | $268218.31    | 0.16%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust              | Laurel Road Prime Student Loan Trust 2019-A                                                                                               | CUSIP: 51889RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8437 | PA      | $8383.06      | 0.01%             | 2048-10-25      | Fixed         | 2.34%                 | 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      | $689434.55    | 0.42%             | 2039-02-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1565366 | PA      | $1546262.18   | 0.95%             | 2028-07-15      | Fixed         | 0.75%                 | 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        |    328483 | PA      | $327984.43    | 0.20%             | 2036-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    311109 | PA      | $319482.58    | 0.20%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS BOC                              | SWAP BNP PARIBAS BOC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -830000 | NS      | $-830000.00   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2015-LC19 Mortgage Trust                                                                                                             | CUSIP: 200474AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1562800.48   | 0.96%             | 2048-02-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                 | Eversource Energy                                                                                                                         | CUSIP: 30040XU95<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1997684.20   | 1.23%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2021-ESH                                                                                                      | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1029273 | PA      | $1029272.78   | 0.63%             | 2038-07-15      | Floating      | 8.13%                 | 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        |   3353652 | PA      | $3369377.06   | 2.07%             | 2031-08-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X1                                                                                                 | CUSIP: 00834XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500751.05    | 0.31%             | 2029-05-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2019-INV3                                                                                                                       | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634165 | PA      | $602003.01    | 0.37%             | 2049-08-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS35UMN2 TRS USD R F   .00000 TRS RF / Short: BGS35UMN2 TRS USD P V 00MFEDL TRS PV FEDL01 +23BPS                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  32529552 | OU      | $365868.01    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    279032 | PA      | $207318.07    | 0.13%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2005-8                                                                                                             | CUSIP: 78442GQT6<br>LEI: 549300FBYELJTA2VHZ52 | Long             | ABS-O            | CORP              | US        |    196639 | PA      | $187833.32    | 0.12%             | 2055-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    473809 | PA      | $358881.27    | 0.22%             | 2046-02-15      | Fixed         | 1.00%                 | 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      | $2019818.20   | 1.24%             | 2028-07-20      | Fixed         | 6.29%                 | 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        |    271791 | PA      | $272507.29    | 0.17%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1246720 | PA      | $1176526.27   | 0.72%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| SWAP GOLDMAN SACHS COC                            | SWAP GOLDMAN SACHS COC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    250000 | NS      | $250000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR US Funding Trust                            | Oscar US Funding XII LLC                                                                                                                  | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    884000 | PA      | $871713.20    | 0.54%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                  | Genuine Parts Co                                                                                                                          | CUSIP: 37255FUG3<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997943.40    | 0.61%             | 2025-07-16      | None          | 0.00%                 | 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        |    579729 | PA      | $569556.39    | 0.35%             | 2033-11-17      | Fixed         | 1.42%                 | 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        |    800000 | PA      | $801021.36    | 0.49%             | 2029-01-16      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    621390 | PA      | $627611.46    | 0.39%             | 2043-06-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2021-ESH                                                                                                      | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771955 | PA      | $772920.30    | 0.48%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2004-3                                                                                                             | CUSIP: 78442GLJ3<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-O            | CORP              | US        |    122090 | PA      | $114986.63    | 0.07%             | 2064-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-2                                                                                                         | CUSIP: 33844WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773175 | PA      | $769589.41    | 0.47%             | 2027-06-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                                                                              | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2055820 | PA      | $2055820.46   | 1.26%             |  |  |  | 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        |    409527 | PA      | $412406.50    | 0.25%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425865 | PA      | $330603.22    | 0.20%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-2                                                                                                           | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1614046 | PA      | $1540571.96   | 0.95%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS3BV7L4 TRS USD R F   .00000 TRS RF / Short: BGS3BV7L4 TRS USD P V 00MFEDL TRS PV FEDL01 +20BPS                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  14000000 | OU      | $50565.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419297 | PA      | $421153.04    | 0.26%             | 2042-04-25      | Floating      | 6.21%                 | 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        |    723753 | PA      | $723047.86    | 0.44%             | 2041-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) SEP25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -8 | NC      | $-7774.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNA VI LLC                                        | FNA VI LLC                                                                                                                                | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1123664 | PA      | $1044770.78   | 0.64%             | 2032-01-10      | Fixed         | 1.35%                 | No            |                  2 | 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      | $26167.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach Abs Trust 2024-1                                                                                                                    | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160498 | PA      | $160997.61    | 0.10%             | 2031-02-18      | Fixed         | 6.30%                 | 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        |   1100000 | PA      | $1114475.23   | 0.69%             | 2028-06-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2021-Z2                                                                                                 | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5412 | PA      | $5403.48      | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                            | SLC Student Loan Trust 2006-2                                                                                                             | CUSIP: 784428AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514773 | PA      | $456110.15    | 0.28%             | 2039-12-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1942256 | PA      | $1943745.13   | 1.20%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                                                                          | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168493 | PA      | $157318.99    | 0.10%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                                                                                                           | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    490000 | PA      | $481996.00    | 0.30%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FCI Funding, LLC                                  | FCI Funding 2024-1 LLC                                                                                                                    | CUSIP: 31425BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736650 | PA      | $736422.12    | 0.45%             | 2036-08-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation           | Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL1                                                                            | CUSIP: 863576EH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34358 | PA      | $34297.07     | 0.02%             | 2035-11-25      | Floating      | 5.63%                 | 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        |    350000 | NS      | $350000.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VW Credit Inc                                     | VW Credit Inc                                                                                                                             | CUSIP: 91842JVS5<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992705.60    | 0.61%             | 2025-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2021-A-GS                                                                                                   | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91559 | PA      | $70544.05     | 0.04%             | 2052-03-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust                                                                                                              | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $901237.68    | 0.55%             | 2028-08-15      | Fixed         | 4.87%                 | 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        |   1847949 | PA      | $1850601.91   | 1.14%             | 2032-01-15      | Fixed         | 5.33%                 | 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        |   1166228 | PA      | $1148942.34   | 0.71%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)SEP25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $3993.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                                                                          | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1152654 | PA      | $1049904.13   | 0.65%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    597960 | PA      | $433057.82    | 0.27%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA1                                                                                                   | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | USGSE             | US        |     39593 | PA      | $39626.56     | 0.02%             | 2050-01-25      | Floating      | 6.12%                 | 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        |    995341 | PA      | $983601.25    | 0.60%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560651 | PA      | $519435.06    | 0.32%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2022-1 Mortgage Loan Trust                                                                                                           | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5055114 | PA      | $4622362.22   | 2.84%             | 2066-12-27      | Variable      | 2.28%                 | 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      | $799221.76    | 0.49%             | 2029-06-14      | Fixed         | 5.31%                 | 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      | $1004873.30   | 0.62%             | 2029-02-15      | Fixed         | 5.61%                 | 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        |    435436 | PA      | $416986.38    | 0.26%             | 2028-06-12      | Fixed         | 0.66%                 | 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        |   1000000 | PA      | $1000109.30   | 0.61%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1796575 | PA      | $1793194.49   | 1.10%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2021-NQM2 Trust                                                                                                                       | CUSIP: 670857AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1076909 | PA      | $892687.52    | 0.55%             | 2061-05-25      | Variable      | 1.36%                 | 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        |   2700000 | PA      | $2666633.13   | 1.64%             | 2027-02-20      | Fixed         | 2.02%                 | 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        |   1752708 | PA      | $1754142.94   | 1.08%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2006-5                                                                                                             | CUSIP: 83149EAG2<br>LEI: 549300LSGT1L2CL14698 | Long             | ABS-O            | CORP              | US        |    281809 | PA      | $266608.64    | 0.16%             | 2040-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                               | DataBank Issuer                                                                                                                           | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $978150.30    | 0.60%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    894602 | PA      | $750899.31    | 0.46%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    548651 | PA      | $556932.28    | 0.34%             | 2043-04-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                        | TELUS Corp                                                                                                                                | CUSIP: 87974PUB7<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3994385.20   | 2.46%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2481952 | PA      | $2410180.99   | 1.48%             | 2033-07-15      | Fixed         | 1.38%                 | 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        |    917936 | PA      | $923042.88    | 0.57%             | 2032-06-15      | Fixed         | 5.18%                 | 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        |    860846 | PA      | $863216.27    | 0.53%             | 2042-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1846554 | PA      | $1812186.42   | 1.11%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    762198 | PA      | $750343.28    | 0.46%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365802 | PA      | $334527.65    | 0.21%             | 2054-02-15      | Fixed         | 2.13%                 | 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        |   1663742 | PA      | $1635275.25   | 1.01%             | 2027-06-15      | Fixed         | 1.55%                 | 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        |    885703 | PA      | $895693.39    | 0.55%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2317572 | PA      | $2333197.77   | 1.43%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455266 | PA      | $334661.05    | 0.21%             | 2048-02-15      | Fixed         | 1.00%                 | 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        |    306580 | PA      | $301722.45    | 0.19%             | 2049-09-27      | Variable      | 2.92%                 | 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        |   1717223 | PA      | $1696598.62   | 1.04%             | 2027-10-15      | Fixed         | 2.48%                 | 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      | $24334.20     | 0.01%             |  |  |  | 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        |     31075 | PA      | $30877.53     | 0.02%             | 2041-09-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2025-1                                                                                                              | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1391611 | PA      | $1388935.32   | 0.85%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Student Loan Trust                      | JP Morgan Student Loan Trust 2007-A                                                                                                       | CUSIP: 48122HAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227852 | PA      | $202909.58    | 0.12%             | 2039-06-28      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Alterna Funding LLC                               | Alterna Funding III LLC                                                                                                                   | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1558506 | PA      | $1573226.86   | 0.97%             | 2039-05-16      | Fixed         | 6.26%                 | 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        |   1567459 | PA      | $1570594.70   | 0.97%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    780476 | PA      | $852053.04    | 0.52%             | 2029-04-15      | Fixed         | 3.88%                 | 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      | $32680.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1766384 | PA      | $1647550.29   | 1.01%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) SEP25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $8290.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1458522 | PA      | $1496674.15   | 0.92%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    318678 | PA      | $231092.72    | 0.14%             | 2049-02-15      | Fixed         | 1.00%                 | 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        |    295577 | PA      | $302001.71    | 0.19%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2024-3                                                                                                              | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1717386 | PA      | $1717928.15   | 1.06%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2006-4                                                                                                             | CUSIP: 78442GSL1<br>LEI: 549300NL48RDOTQF8W80 | Long             | ABS-O            | CORP              | US        |    158235 | PA      | $148976.18    | 0.09%             | 2070-01-25      | Floating      | 4.82%                 | 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        |   1250000 | PA      | $1246941.38   | 0.77%             | 2028-01-18      | Fixed         | 3.14%                 | 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        |   2219055 | PA      | $2170323.13   | 1.33%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust               | STAR 2021-1 Trust                                                                                                                         | CUSIP: 85573GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1695223 | PA      | $1601460.98   | 0.98%             | 2065-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    578570 | PA      | $524363.85    | 0.32%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                                                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1846726 | PA      | $1847106.99   | 1.14%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3496576 | PA      | $3539742.93   | 2.18%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) SEP25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -152 | NC      | $-122474.32   | -0.08%            |  |  |  | No            |                  1 | 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      | $11925.78     | 0.01%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                      | Long: BGS32PMH9 TRS USD R F   .00000 TRS RF / Short: BGS32PMH9 TRS USD P V 00MFEDL TRS PV FEDL01 + 2BPS                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DIR              |  | US        |  37789964 | OU      | $1341615.15   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust             | OneMain Direct Auto Receivables Trust 2021-1                                                                                              | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565886 | PA      | $561784.53    | 0.35%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-4                                                                                              | CUSIP: 96041AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147721 | PA      | $147841.68    | 0.09%             | 2027-01-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                         | Spire Inc                                                                                                                                 | CUSIP: 84858MU71<br>LEI: 549300NXSY15DRY2R511 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996437.60   | 2.46%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | 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        |     91982 | PA      | $90936.67     | 0.06%             | 2037-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                | Ready Capital Mortgage Financing 2023-FL12 LLC                                                                                            | CUSIP: 75575AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    263158 | PA      | $263158.51    | 0.16%             | 2038-05-25      | Floating      | 6.65%                 | 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        |   2000000 | PA      | $2002039.80   | 1.23%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                        | Point Securitization Trust 2024-1                                                                                                         | CUSIP: 73071KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1167207 | PA      | $1169372.79   | 0.72%             | 2054-06-25      | Fixed         | 6.50%                 | 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        |    551152 | PA      | $544503.30    | 0.33%             | 2036-04-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                               | BHMS 2018-ATLS                                                                                                                            | CUSIP: 05549GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999612.90    | 0.61%             | 2035-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-28

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

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer