MASSMUTUAL FUNDS > MML Series Investment Fund II
MML Managed Bond Fund
$692.00M
Avg Monthly Net Assets
$722.62M
Total Assets
$95.98M
Total Liabilities
$626.64M
Net Assets
MML Managed Bond Fund is an Underlying fund in MML Series Investment Fund II
from MASSMUTUAL FUNDS,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $692.00M.
On August 28th, 2024 it reported 431 holdings, the largest
being FNMA TBA 30 YR 5.5 (2.1%), FNMA TBA 30 YR 2.5 (1.9%) and BELL CANADA (1.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Initial Class | C000010690 | ||
| Service Class | C000067855 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 07/24 ZCP (XCEL ENERGY INC) | Long | Short-term investment vehicle | US | $9M | – | 1.43 |
| 07/24 ZCP (VULCAN MATLS CO) | Long | Short-term investment vehicle | US | $2M | – | 0.32 |
| 08/49 2.25 (US TREASURY N/B) | Long | Debt | US | $9M | – | 1.46 |
| 09/24 ZCP (AMERICAN HONDA FINAN) | Long | Short-term investment vehicle | US | $7M | – | 1.18 |
| 09/52 4 (FED HM LN PC POOL SD1603) | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| 10/25 0.25 (US TREASURY N/B) | Long | Debt | US | $11M | – | 1.71 |
| 10/28 1.375 (US TREASURY N/B) | Long | Debt | US | $8M | – | 1.31 |
| 144A 05/30 VAR (BNP PARIBAS) | Long | Debt | FR | $966K | – | 0.15 |
| 1ST MORTGAGE 02/55 5.3 (MIDAMERICAN ENERGY CO) | Long | Debt | US | $468K | – | 0.07 |
| 1ST MORTGAGE 06/54 5.85 (ENTERGY MISSISSIPPI LLC) | Long | Debt | US | $761K | – | 0.12 |
| 1ST MORTGAGE 09/53 5.8 (ENTERGY TEXAS INC) | Long | Debt | US | $1M | – | 0.19 |
| 1ST MORTGAGE 10/53 6.25 (DOMINION ENERGY SOUTH) | Long | Debt | US | $257K | – | 0.04 |
| 1ST MORTGAGE 11/53 6.2 (DUKE ENERGY FLORIDA LLC) | Long | Debt | US | $699K | – | 0.11 |
| 1ST MORTGAGE 144A 04/54 5.7 (INDIANAPOLIS PWR + LIGHT) | Long | Debt | US | $350K | – | 0.06 |
| AASET 2021 2A B 144A (AASET 2021 2 TRUST) | Long | ABS-other | US | $741K | – | 0.12 |
| ANCHC 2021 19A A 144A (ANCHORAGE CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| APID 2019 32A B1R 144A (APIDOS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| APID 2023 44A B 144A (APIDOS CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.28 |
| APID 2024 48A A1 144A (APIDOS CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.32 |
| ARES 2024 ALF6A A1 144A (ARES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| ATRM 15A B 144A (MADISON PARK XLIV) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| BALLY 2024 26A A1A 144A (BALLYROCK LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.27 |
| BANK 2020 BN30 MCDF | Long | ABS-other | US | $1M | – | 0.18 |
| BCC 2022 1A A1 144A (BAIN CAPITAL CREDIT CLO, LIMIT) | Long | ABS-collateralized bond/debt obligation | KY | $750K | – | 0.12 |
| BGME 2021 VR C 144A (BGME TRUST) | Long | ABS-other | US | $10M | – | 1.57 |
| BGME 2021 VR D 144A (BGME TRUST) | Long | ABS-other | US | $2M | – | 0.34 |
| BJETS 2021 1A C 144A (BUSINESS JET SECURITIES, LLC) | Long | ABS-other | US | $329K | – | 0.05 |
| BMARK 2021 B23 360A 144A (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.26 |
| BMARK 2021 B23 360B 144A (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.39 |
| BMARK 2021 B25 300C 144A (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.24 |
| BMILK 2018 1A B1R 144A (BUTTERMILK PARK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| BOAMS 2004 G 2A7 (BANC OF AMERICA MORTGAGE SECUR) | Long | ABS-other | US | $4K | – | 0.00 |
| BSP 2018 5BA A1R 144A (BENEFIT STREET PARTNERS CLO LT) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| BX 2021 SOAR E 144A (BX TRUST) | Long | ABS-other | US | $2M | – | 0.26 |
| BX 2023 LIFE C 144A (BX TRUST) | Long | ABS-other | US | $959K | – | 0.15 |
| CASL 2019 A B 144A (COLLEGE AVE STUDENT LOANS) | Long | ABS-other | US | $963K | – | 0.15 |
| CASL 2019 A C 144A (COLLEGE AVE STUDENT LOANS) | Long | ABS-other | US | $655K | – | 0.10 |
| CAUTO 2020 1A A3 144A (CAPITAL AUTOMOTIVE REIT) | Long | ABS-other | US | $399K | – | 0.06 |
| CAUTO 2020 1A A6 144A (CAPITAL AUTOMOTIVE REIT) | Long | ABS-other | US | $335K | – | 0.05 |
| CEDF 2018 9A A1 144A (CEDAR FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $620K | – | 0.10 |
| CGMS 2021 6A B 144A (CARLYLE GLOBAL MARKET STRATEGI) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.22 |
| CIFC 2019 6A A1R 144A (CIFC FUNDING LTD) | Long | ABS-other | KY | $3M | – | 0.42 |
| COLEM 2022 HLNE D 144A (COLEM 2021 HLNE MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.18 |
| COMM 2012 CR4 B 144A (COMM MORTGAGE TRUST) | Long | ABS-other | US | $673K | – | 0.11 |
| COMM 2014 LC17 C (COMM MORTGAGE TRUST) | Long | ABS-other | US | $3M | – | 0.44 |
| COMM 2015 CR23 C (COMM MORTGAGE TRUST) | Long | ABS-other | US | $939K | – | 0.15 |
| COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.27 |
| COMPANY GUAR 01/32 3.625 (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $2M | – | 0.32 |
| COMPANY GUAR 01/40 VAR (AXIS SPECIALTY FINANCE) | Long | Debt | US | $1M | – | 0.19 |
| COMPANY GUAR 01/42 VAR (ENSTAR FINANCE LLC) | Long | Debt | US | $1M | – | 0.17 |
| COMPANY GUAR 01/45 6.375 (PETROLEOS MEXICANOS) | Long | Debt | MX | $386K | – | 0.06 |
| COMPANY GUAR 02/28 5.35 (PETROLEOS MEXICANOS) | Long | Debt | MX | $598K | – | 0.10 |
| COMPANY GUAR 02/38 6.5 (OVINTIV INC) | Long | Debt | US | $560K | – | 0.09 |
| COMPANY GUAR 03/27 6.5 (PETROLEOS MEXICANOS) | Long | Debt | MX | $557K | – | 0.09 |
| COMPANY GUAR 03/32 4.279 (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $1M | – | 0.18 |
| COMPANY GUAR 03/32 8.75 (SPRINT CAPITAL CORP) | Long | Debt | US | $2M | – | 0.24 |
| COMPANY GUAR 03/54 5.968 (BROOKFIELD FINANCE INC) | Long | Debt | CA | $1M | – | 0.22 |
| COMPANY GUAR 03/82 VAR (NEXTERA ENERGY CAPITAL) | Long | Debt | US | $1M | – | 0.18 |
| COMPANY GUAR 04/32 2.75 (PIEDMONT OPERATING PARTN) | Long | Debt | US | $759K | – | 0.12 |
| COMPANY GUAR 05/42 5 (MOLSON COORS BEVERAGE) | Long | Debt | US | $329K | – | 0.05 |
| COMPANY GUAR 05/50 4.2 (LYB INT FINANCE III) | Long | Debt | US | $1M | – | 0.18 |
| COMPANY GUAR 05/54 5.8 (APOLLO GLOBAL MANAGEMENT) | Long | Debt | US | $1M | – | 0.19 |
| COMPANY GUAR 06/27 4.5 (EPR PROPERTIES) | Long | Debt | US | $2M | – | 0.39 |
| COMPANY GUAR 06/29 6 (GEN LUX SARL/GEN USA INC) | Long | Debt | LU | $531K | – | 0.08 |
| COMPANY GUAR 06/34 5.5 (EQUINIX EU 2 FINANCING C) | Long | Debt | US | $1M | – | 0.18 |
| COMPANY GUAR 06/34 5.625 (AGREE LP) | Long | Debt | US | $544K | – | 0.09 |
| COMPANY GUAR 06/35 6.625 (PETROLEOS MEXICANOS) | Long | Debt | MX | $106K | – | 0.02 |
| COMPANY GUAR 06/46 5.25 (UTAH ACQUISITION SUB) | Long | Debt | US | $2M | – | 0.31 |
| COMPANY GUAR 06/53 5.9 (HCA INC) | Long | Debt | US | $1M | – | 0.23 |
| COMPANY GUAR 06/54 6 (T MOBILE USA INC) | Long | Debt | US | $1M | – | 0.16 |
| COMPANY GUAR 07/28 9.25 (PIEDMONT OPERATING PARTN) | Long | Debt | US | $824K | – | 0.13 |
| COMPANY GUAR 07/46 4.2 (MOLSON COORS BEVERAGE) | Long | Debt | US | $1M | – | 0.24 |
| COMPANY GUAR 07/46 4.8 (CIGNA GROUP/THE) | Long | Debt | US | $774K | – | 0.12 |
| COMPANY GUAR 07/53 7.1 (OVINTIV INC) | Long | Debt | US | $2M | – | 0.25 |
| COMPANY GUAR 08/34 6.5 (OVINTIV INC) | Long | Debt | US | $1M | – | 0.18 |
| COMPANY GUAR 08/45 5.85 (REYNOLDS AMERICAN INC) | Long | Debt | US | $908K | – | 0.14 |
| COMPANY GUAR 08/77 VAR (ENTERPRISE PRODUCTS OPER) | Long | Debt | US | $1M | – | 0.19 |
| COMPANY GUAR 09/31 2.6 (BROADSTONE NET LEASE LLC) | Long | Debt | US | $2M | – | 0.27 |
| COMPANY GUAR 09/40 VAR (ENSTAR FINANCE LLC) | Long | Debt | US | $2M | – | 0.34 |
| COMPANY GUAR 09/47 4.45 (KIMCO REALTY OP LLC) | Long | Debt | US | $638K | – | 0.10 |
| COMPANY GUAR 10/29 3.625 (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $580K | – | 0.09 |
| COMPANY GUAR 12/30 2.125 (REXFORD INDUSTRIAL REALT) | Long | Debt | US | $930K | – | 0.15 |
| COMPANY GUAR 12/46 4.125 (KIMCO REALTY OP LLC) | Long | Debt | US | $352K | – | 0.06 |
| COMPANY GUAR 12/99 VAR (BP CAPITAL MARKETS PLC) | Long | Debt | GB | $681K | – | 0.11 |
| COMPANY GUAR 144A 01/27 2.875 (WEA FINANCE LLC) | Long | Debt | US | $2M | – | 0.36 |
| COMPANY GUAR 144A 01/28 VAR (SOCIETE GENERALE) | Long | Debt | FR | $1M | – | 0.21 |
| COMPANY GUAR 144A 01/50 VAR (APOLLO MANAGEMENT HOLDIN) | Long | Debt | US | $1M | – | 0.23 |
| COMPANY GUAR 144A 02/27 3.25 (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.24 |
| COMPANY GUAR 144A 02/27 4.25 (SMITHFIELD FOODS INC) | Long | Debt | US | $1M | – | 0.18 |
| COMPANY GUAR 144A 02/30 5.5 (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $1M | – | 0.18 |
| COMPANY GUAR 144A 03/54 6.75 (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $403K | – | 0.06 |
| COMPANY GUAR 144A 04/31 3.2 (VITERRA FINANCE BV) | Long | Debt | NL | $1M | – | 0.18 |
| COMPANY GUAR 144A 04/31 3.649 (SANTOS FINANCE LTD) | Long | Debt | AU | $1M | – | 0.21 |
| COMPANY GUAR 144A 04/34 5.75 (ANGLO AMERICAN CAPITAL) | Long | Debt | GB | $969K | – | 0.15 |
| COMPANY GUAR 144A 04/34 5.875 (RWE FINANCE US LLC) | Long | Debt | US | $2M | – | 0.25 |
| COMPANY GUAR 144A 05/38 5.15 (BACARDI LTD) | Long | Debt | BM | $415K | – | 0.07 |
| COMPANY GUAR 144A 06/31 3.125 (BLUE OWL FINANCE LLC) | Long | Debt | US | $996K | – | 0.16 |
| COMPANY GUAR 144A 06/31 3.125 (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $816K | – | 0.13 |
| COMPANY GUAR 144A 06/51 VAR (ARES FINANCE CO) | Long | Debt | US | $1M | – | 0.24 |
| COMPANY GUAR 144A 07/30 7 (EMBRAER NETHERLANDS FINA) | Long | Debt | NL | $2M | – | 0.25 |
| COMPANY GUAR 144A 08/50 3.5 (KKR GROUP FINAN CO VIII) | Long | Debt | US | $491K | – | 0.08 |
| COMPANY GUAR 144A 10/24 4 (ARES FINANCE CO LLC) | Long | Debt | US | $2M | – | 0.33 |
| COMPANY GUAR 144A 10/51 4.125 (BLUE OWL FINANCE LLC) | Long | Debt | US | $778K | – | 0.12 |
| COMPANY GUAR 144A 10/51 VAR (GLOBAL ATLANTIC) | Long | Debt | US | $3M | – | 0.45 |
| COMPANY GUAR 144A 10/54 VAR (GLOBAL ATLANTIC FIN CO) | Long | Debt | US | $682K | – | 0.11 |
| COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.40 |
| COMPANY GUAR 144A 12/27 3.75 (GLOBAL NET LEASE/GLOBAL) | Long | Debt | US | $2M | – | 0.37 |
| COMPANY GUAR 144A 12/51 3.25 (KKR GROUP FIN CO X LLC) | Long | Debt | US | $833K | – | 0.13 |
| COMPANY GUAR 144A 12/51 VAR (LIBERTY MUTUAL GROUP INC) | Long | Debt | US | $1M | – | 0.21 |
| CSMC 2021 NQM3 M1 144A (CREDIT SUISSE MORTGAGE TRUST) | Long | ABS-other | US | $885K | – | 0.14 |
| DCLO 2021 2A A1 144A (DIAMETER CAPITAL CLO) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| DROP 2021 FILE C 144A (DROP MORTGAGE TRUST 2021 FILE) | Long | ABS-other | US | $2M | – | 0.37 |
| DROP 2021 FILE D 144A (DROP MORTGAGE TRUST 2021 FILE) | Long | ABS-other | US | $724K | – | 0.12 |
| EATON 2020 1A CR 144A (EATON VANCE CDO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.06 |
| EATON 2020 2A BR 144A (EATON VANCE CDO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.22 |
| EDUSA 2014 4 B 144A (EDUCATIONAL SERVICES OF AMERIC) | Long | ABS-other | US | $1M | – | 0.19 |
| EDUSA 2015 1 B 144A (EDUCATIONAL SERVICES OF AMERIC) | Long | ABS-other | US | $1M | – | 0.17 |
| EDVES 2019 A A 144A (EDVESTINU PRIVATE EDUCATION LO) | Long | ABS-other | US | $388K | – | 0.06 |
| ESA 2021 ESH D 144A (EXTENDED STAY AMERICA TRUST) | Long | ABS-other | US | $2M | – | 0.29 |
| FG 01/26 FIXED 3.5 (FED HM LN PC POOL J13972) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG 01/28 FIXED 5.5 (FED HM LN PC POOL C91148) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FG 01/32 FIXED 3.5 (FED HM LN PC POOL C91424) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FG 03/29 FIXED 4.5 (FED HM LN PC POOL C91239) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FG 04/27 FIXED 5.5 (FED HM LN PC POOL C91026) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FG 04/27 FIXED 5.5 (FED HM LN PC POOL D97258) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FG 05/28 FIXED 5.5 (FED HM LN PC POOL C91176) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FG 06/29 FIXED 4.5 (FED HM LN PC POOL C91251) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FG 08/27 FIXED 5.5 (FED HM LN PC POOL C91074) | Long | ABS-mortgage backed security | US | $669.54 | – | 0.00 |
| FG 10/27 FIXED 5.5 (FED HM LN PC POOL D97417) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG 11/28 FIXED 5.5 (FED HM LN PC POOL C91217) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG 11/30 FIXED 3.5 (FED HM LN PC POOL C91344) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FG 12/25 FIXED 5.5 (FED HM LN PC POOL C90939) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FG 12/27 FIXED 5.5 (FED HM LN PC POOL C91128) | Long | ABS-mortgage backed security | US | $495.34 | – | 0.00 |
| FHR 2178 PB (FREDDIE MAC) | Long | ABS-other | US | $10K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO (Repurchase Agreement) | Long | Repurchase agreement | US | $4M | – | 0.62 |
| FLAT 2020 1A BR 144A (FLATIRON CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.08 |
| FN 01/43 FIXED 3 (FNMA POOL AR5391) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 01/43 FIXED 3 (FNMA POOL AR0306) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FN 02/43 FIXED 3 (FNMA POOL AR4109) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FN 02/43 FIXED 3.5 (FNMA POOL MA1356) | Long | ABS-mortgage backed security | US | $3M | – | 0.47 |
| FN 02/43 FIXED VAR (FNMA POOL AL3215) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FN 02/44 FIXED VAR (FNMA POOL AL8173) | Long | ABS-mortgage backed security | US | $376K | – | 0.06 |
| FN 03/43 FIXED 3 (FNMA POOL AT0169) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| FN 03/43 FIXED 3 (FNMA POOL MA1368) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FN 03/43 FIXED 3 (FNMA POOL AB8809) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FN 03/43 FIXED 3 (FNMA POOL AR4432) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FN 03/52 FIXED VAR (FNMA POOL FS1075) | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| FN 04/28 FIXED 4.5 (FNMA POOL AA3980) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN 04/43 FIXED 3 (FNMA POOL AR2174) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| FN 04/52 FIXED 3 (FNMA POOL CB3305) | Long | ABS-mortgage backed security | US | $5M | – | 0.81 |
| FN 04/52 FIXED 3 (FNMA POOL CB3304) | Long | ABS-mortgage backed security | US | $4M | – | 0.68 |
| FN 04/52 FIXED VAR (FNMA POOL FS3035) | Long | ABS-mortgage backed security | US | $7M | – | 1.11 |
| FN 05/51 FIXED 2.5 (FNMA POOL CB0414) | Long | ABS-mortgage backed security | US | $5M | – | 0.78 |
| FN 06/32 FIXED 3 (FNMA POOL MA3029) | Long | ABS-mortgage backed security | US | $832K | – | 0.13 |
| FN 06/40 FIXED 5 (FNMA POOL AD6437) | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| FN 06/48 FIXED 4.5 (FNMA POOL CA1909) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FN 06/50 FIXED 3.5 (FNMA POOL CA6096) | Long | ABS-mortgage backed security | US | $3M | – | 0.53 |
| FN 06/52 FIXED 3.5 (FNMA POOL CB3842) | Long | ABS-mortgage backed security | US | $9M | – | 1.36 |
| FN 06/52 FIXED 4.5 (FNMA POOL CB3866) | Long | ABS-mortgage backed security | US | $5M | – | 0.83 |
| FN 07/40 FIXED 5 (FNMA POOL AD6996) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| FN 07/52 FIXED 4.5 (FNMA POOL CB4129) | Long | ABS-mortgage backed security | US | $5M | – | 0.73 |
| FN 08/32 FIXED 3 (FNMA POOL MA3090) | Long | ABS-mortgage backed security | US | $343K | – | 0.05 |
| FN 08/50 FIXED VAR (FNMA POOL FM4017) | Long | ABS-mortgage backed security | US | $227K | – | 0.04 |
| FN 09/42 FIXED 3 (FNMA POOL AO8180) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN 09/51 FIXED VAR (FNMA POOL FM8596) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| FN 10/51 FIXED VAR (FNMA POOL FM9104) | Long | ABS-mortgage backed security | US | $5M | – | 0.73 |
| FN 10/51 FIXED VAR (FNMA POOL FM9227) | Long | ABS-mortgage backed security | US | $3M | – | 0.53 |
| FN 11/28 FIXED VAR (FNMA POOL AD0836) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FN 12/28 FIXED 3.5 (FNMA POOL AS1304) | Long | ABS-mortgage backed security | US | $270K | – | 0.04 |
| FN 12/42 FIXED 3 (FNMA POOL AP8668) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FN 12/42 FIXED 3 (FNMA POOL AB7397) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FN 12/42 FIXED 3 (FNMA POOL AB7401) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FN 12/42 FIXED 3 (FNMA POOL AR1975) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FR 01/51 FIXED 2 (FED HM LN PC POOL RA4255) | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| FR 03/52 FIXED 3 (FED HM LN PC POOL SD0905) | Long | ABS-mortgage backed security | US | $3M | – | 0.42 |
| FR 06/50 FIXED 3.5 (FED HM LN PC POOL RA2483) | Long | ABS-mortgage backed security | US | $3M | – | 0.48 |
| FR 07/51 FIXED 2.5 (FED HM LN PC POOL RA5576) | Long | ABS-mortgage backed security | US | $6M | – | 0.95 |
| FR 08/52 FIXED 4 (FED HM LN PC POOL SD1523) | Long | ABS-mortgage backed security | US | $4M | – | 0.71 |
| FR 10/53 FIXED 5.5 (FED HM LN PC POOL SD4364) | Long | ABS-mortgage backed security | US | $5M | – | 0.83 |
| FR 11/52 FIXED 4.5 (FED HM LN PC POOL SD8266) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FR 12/50 FIXED 2 (FED HM LN PC POOL RA4245) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| FSMT 2021 6INV A18 144A (FLAGSTAR MORTGAGE TRUST) | Long | ABS-other | US | $3M | – | 0.44 |
| G2 01/50 FIXED 3 (GNMA II POOL MA6409) | Long | ABS-mortgage backed security | US | $3M | – | 0.48 |
| G2 03/47 FIXED 3.5 (GNMA II POOL MA4321) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| G2 07/49 FIXED 3 (GNMA II POOL MA6038) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| G2 11/25 FLOATING VAR (GNMA II POOL 008746) | Long | ABS-mortgage backed security | US | $413.59 | – | 0.00 |
| G2 11/27 FLOATING VAR (GNMA II POOL 080136) | Long | ABS-mortgage backed security | US | $193.51 | – | 0.00 |
| G2 11/49 FIXED 3 (GNMA II POOL MA6283) | Long | ABS-mortgage backed security | US | $3M | – | 0.47 |
| GALXY 2018 26A BR 144A (GALAXY CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| GLM 2021 11A A 144A (GOLDENTREE LOAN MANAGEMENT US) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| GN 04/29 FIXED 7 (GNMA POOL 480539) | Long | ABS-mortgage backed security | US | $49 | – | 0.00 |
| GN 05/29 FIXED 7 (GNMA POOL 500928) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 05/29 FIXED 7 (GNMA POOL 488634) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GN 07/29 FIXED 7 (GNMA POOL 510083) | Long | ABS-mortgage backed security | US | $101.72 | – | 0.00 |
| GN 07/32 FIXED 7 (GNMA POOL 581417) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GN 08/29 FIXED 7 (GNMA POOL 493723) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GN 12/28 FIXED 7 (GNMA POOL 491089) | Long | ABS-mortgage backed security | US | $924.36 | – | 0.00 |
| GOODG 2017 1A A 144A (GOODGREEN TRUST) | Long | ABS-other | US | $342K | – | 0.05 |
| GOODG 2019 1A A 144A (GOODGREEN TRUST) | Long | ABS-other | KY | $574K | – | 0.09 |
| GOODG 2019 2A A 144A (GOODGREEN TRUST) | Long | ABS-other | KY | $1M | – | 0.20 |
| GSMBS 2021 GR2 A2 144A (GS MORTGAGE BACKED SECURITIES) | Long | ABS-other | US | $2M | – | 0.24 |
| GSMBS 2021 GR2 A4 144A (GS MORTGAGE BACKED SECURITIES) | Long | ABS-other | US | $1M | – | 0.16 |
| HARB 2018 1A B1R 144A (HARBOR PARK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.21 |
| HEF 2004 1 B1 144A (HIGHER EDUCATION FUNDING) | Long | ABS-other | US | $387K | – | 0.06 |
| HEF 2004 1 B2 144A (HIGHER EDUCATION FUNDING) | Long | ABS-other | US | $387K | – | 0.06 |
| HERO 2016 3A A1 144A (HERO FUNDING TRUST) | Long | ABS-other | US | $292K | – | 0.05 |
| HERO 2016 4A A1 144A (HERO FUNDING TRUST) | Long | ABS-other | US | $377K | – | 0.06 |
| HERO 2017 2A A1 144A (HERO FUNDING TRUST) | Long | ABS-other | US | $93K | – | 0.01 |
| HERO 2017 2A A2 144A (HERO FUNDING TRUST) | Long | ABS-other | US | $77K | – | 0.01 |
| HERO 2017 3A A1 144A (HERO FUNDING TRUST) | Long | ABS-other | KY | $316K | – | 0.05 |
| HERO 2018 1A A2 144A (HERO FUNDING TRUST) | Long | ABS-other | KY | $599K | – | 0.10 |
| INVCO 2021 3A B 144A (INVESCO CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| JNPPK 2023 1A BR 144A (JUNIPER VALLEY PARK CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.22 |
| JR SUBORDINA 01/55 VAR (AES CORP/THE) | Long | Debt | US | $991K | – | 0.16 |
| JR SUBORDINA 03/60 VAR (STANLEY BLACK + DECKER I) | Long | Debt | US | $1M | – | 0.21 |
| JR SUBORDINA 03/62 VAR (PARAMOUNT GLOBAL) | Long | Debt | US | $738K | – | 0.12 |
| JR SUBORDINA 04/52 VAR (SEMPRA) | Long | Debt | US | $943K | – | 0.15 |
| JR SUBORDINA 06/76 VAR (EMERA INC) | Long | Debt | CA | $2M | – | 0.26 |
| JR SUBORDINA 10/82 VAR (TORONTO DOMINION BANK) | Long | Debt | CA | $3M | – | 0.46 |
| JR SUBORDINA 12/49 VAR (ING GROEP NV) | Long | Debt | NL | $2M | – | 0.31 |
| JR SUBORDINA 12/52 VAR (COREBRIDGE FINANCIAL INC) | Long | Debt | US | $3M | – | 0.53 |
| JR SUBORDINA 12/99 8 (BARCLAYS PLC) | Long | Debt | GB | $1M | – | 0.22 |
| JR SUBORDINA 12/99 VAR (PLAINS ALL AMERICAN PIPE) | Long | Debt | US | $2M | – | 0.37 |
| JR SUBORDINA 12/99 VAR (NATWEST GROUP PLC) | Long | Debt | GB | $2M | – | 0.30 |
| JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP) | Long | Debt | US | $2M | – | 0.30 |
| JR SUBORDINA 12/99 VAR (ENERGY TRANSFER LP) | Long | Debt | US | $2M | – | 0.25 |
| JR SUBORDINA 12/99 VAR (BANK OF MONTREAL) | Long | Debt | CA | $1M | – | 0.23 |
| JR SUBORDINA 12/99 VAR (BARCLAYS PLC) | Long | Debt | GB | $1M | – | 0.20 |
| JR SUBORDINA 12/99 VAR (CITIGROUP INC) | Long | Debt | US | $1M | – | 0.18 |
| JR SUBORDINA 12/99 VAR (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $997K | – | 0.16 |
| JR SUBORDINA 12/99 VAR (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $900K | – | 0.14 |
| JR SUBORDINA 12/99 VAR (EQUITABLE HOLDINGS INC) | Long | Debt | US | $871K | – | 0.14 |
| JR SUBORDINA 12/99 VAR (SVB FINANCIAL GROUP) | Long | Debt | US | $1K | – | 0.00 |
| JR SUBORDINA 144A 12/49 VAR (SOCIETE GENERALE) | Long | Debt | FR | $2M | – | 0.30 |
| JR SUBORDINA 144A 12/67 7.875 (METLIFE CAPITAL TRUST IV) | Long | Debt | US | $777K | – | 0.12 |
| JR SUBORDINA 144A 12/99 4.625 (BNP PARIBAS) | Long | Debt | FR | $967K | – | 0.15 |
| JR SUBORDINA 144A 12/99 VAR (ALLIANZ SE) | Long | Debt | DE | $4M | – | 0.62 |
| JR SUBORDINA REGS VAR (SWEDBANK AB) | Long | Debt | SE | $1M | – | 0.19 |
| JUMBOS (GNMA II TBA 30 YR 2.5) | Long | ABS-mortgage backed security | US | $11M | – | 1.75 |
| JUMBOS (GNMA II TBA 30 YR 3) | Long | ABS-mortgage backed security | US | $8M | – | 1.27 |
| JUMBOS (GNMA II TBA 30 YR 3.5) | Long | ABS-mortgage backed security | US | $5M | – | 0.83 |
| JUMBOS (GNMA II TBA 30 YR 4.5) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| KNDR 2021 KIND C 144A (KNDR TRUST 2021 KIND) | Long | ABS-other | US | $2M | – | 0.25 |
| KREF 2021 FL2 B 144A (KREF 2021 FL2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.44 |
| KREF 2021 FL2 C 144A (KREF 2021 FL2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.75 |
| KREF 2021 FL2 D 144A (KREF 2021 FL2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.59 |
| LAFL 2016 1A A1 144A (LABRADOR AVIATION FINANCE LIMI) | Long | ABS-other | US | $1M | – | 0.22 |
| LIFE 2021 BMR E 144A (LIFE FINANCIAL SERVICES TRUST) | Long | ABS-other | US | $2M | – | 0.29 |
| LIMITD GUARA 144A 12/45 8.5 (USF+G CAPITAL I) | Long | Debt | US | $887K | – | 0.14 |
| MDPK 2018 28A B 144A (MADISON PARK FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.27 |
| MDPK 2018 32A CR 144A (MADISON PARK FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| MFIT 2021 AA B 144A (MARINER FINANCE ISSUANCE TRUST) | Long | ABS-other | US | $1M | – | 0.19 |
| MFIT 2021 AA C 144A (MARINER FINANCE ISSUANCE TRUST) | Long | ABS-other | US | $559K | – | 0.09 |
| MHC 2021 MHC D 144A (MHC COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.21 |
| MIDO 2023 12A CR 144A (MIDOCEAN CREDIT CLO) | Long | ABS-collateralized bond/debt obligation | JE | $701K | – | 0.11 |
| MIDO 2024 14A A1 144A (MIDOCEAN CREDIT CLO) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.16 |
| MOFT 2020 ABC A 144A (MFT TRUST) | Long | ABS-other | US | $620K | – | 0.10 |
| MOFT 2020 ABC B 144A (MFT TRUST) | Long | ABS-other | US | $1M | – | 0.23 |
| MP19 2020 3A AR 144A (MARBLE POINT CLO XIX LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.36 |
| MSAIC 2017 1A A 144A (MOSAIC SOLAR LOANS LLC) | Long | ABS-other | US | $117K | – | 0.02 |
| MSAIC 2018 1A A 144A (MOSAIC SOLAR LOANS LLC) | Long | ABS-other | US | $128K | – | 0.02 |
| NEUB 2015 20A BRR 144A (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.29 |
| NEUB 2021 45A B 144A (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.22 |
| NLT 2021 INV1 M1 144A (NMLT TRUST) | Long | ABS-other | US | $4M | – | 0.60 |
| NPRL 2017 1A A2 144A (NP SPE LP) | Long | ABS-other | US | $2M | – | 0.33 |
| NRZT 2021 INV1 A4 144A (NEW RESIDENTIAL MORTGAGE LOAN) | Long | ABS-other | US | $2M | – | 0.28 |
| NSLT 2005 4 A4R1 (NELNET STUDENT LOAN TRUST) | Long | ABS-other | US | $109K | – | 0.02 |
| NSLT 2019 1A B 144A (NELNET STUDENT LOAN TRUST) | Long | ABS-other | US | $3M | – | 0.50 |
| NSLT 2019 5 B 144A (NELNET STUDENT LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.27 |
| OAKIG 2020 1A A5 144A (OAK STREET INVESTMENT GRADE NE) | Long | ABS-other | US | $1M | – | 0.18 |
| OCP 2018 15A A1 144A (OCP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $235K | – | 0.04 |
| OCP 2023 27A BR 144A (OSD CLO 2023 27, LTD.) | Long | Debt | KY | $2M | – | 0.28 |
| OXFIN 2020 1A A2 144A (OXFORD FINANCE FUNDING TRUST) | Long | ABS-other | US | $280K | – | 0.04 |
| PARL 2021 2A A2 144A (PARALLEL LTD) | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.07 |
| PASS THRU CE 09/27 4.6 (UNITED AIR 2018 1 B PTT) | Long | ABS-other | US | $271K | – | 0.04 |
| PASS THRU CE 144A 01/32 7.507 (CVS PASS THROUGH TRUST) | Long | Debt | US | $699K | – | 0.11 |
| PASS THRU CE 144A 01/34 5.926 (CVS PASS THROUGH TRUST) | Long | Debt | US | $824K | – | 0.13 |
| Prime Portfolio (State Street Navigator Securities Lending Trust) | Long | Short-term investment vehicle | US | $4M | 4M | 0.65 |
| RAD 2021 12A A 144A (RAD CLO 12 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| ROCKT 2019 1A B1R 144A (ROCKFORD TOWER CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.24 |
| RRAM 2018 3A A1R2 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.23 |
| RRAM 2019 7A A2B 144A (RR LTD) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.12 |
| RRAM 2021 19A A1 144A (RR LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| RRAMX 2021 6A A2 144A (RRX LTD) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.08 |
| SASC 2006 GEL1 M2 144A (STRUCTURED ASSET SECURITIES CO) | Long | ABS-other | US | $521K | – | 0.08 |
| SAT 2019 C PT 144A (SOFI ALTERNATIVE TRUST) | Long | ABS-other | US | $1M | – | 0.21 |
| SECURED 144A 01/29 2.65 (CNO GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.19 |
| SECURED 144A 06/31 2.673 (ATHENE GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.33 |
| SFS 2010 B A 144A (STRUCTURED RECEIVABLES FINANCE) | Long | ABS-other | US | $32K | – | 0.01 |
| SHORT TERMS (BELL CANADA) | Long | Short-term investment vehicle | US | $12M | – | 1.91 |
| SHORT TERMS (SPIRE INC) | Long | Short-term investment vehicle | US | $8M | – | 1.27 |
| SHORT TERMS (VW CR INC) | Long | Short-term investment vehicle | US | $8M | – | 1.27 |
| SHORT TERMS (INTEL CORPORATION) | Long | Short-term investment vehicle | US | $7M | – | 1.11 |
| SHORT TERMS (EVERSOURCE ENERGY) | Long | Short-term investment vehicle | US | $7M | – | 1.11 |
| SHORT TERMS (EIDP INC DISC COML PAPER) | Long | Short-term investment vehicle | US | $7M | – | 1.11 |
| SHORT TERMS (AVANGRID INC) | Long | Short-term investment vehicle | US | $6M | – | 0.95 |
| SHORT TERMS (VW CR INC) | Long | Short-term investment vehicle | US | $4M | – | 0.64 |
| SHORT TERMS (PARKER HANNIFIN CORP) | Long | Short-term investment vehicle | US | $3M | – | 0.48 |
| SHORT TERMS (AVANGRID INC) | Long | Short-term investment vehicle | US | $2M | – | 0.32 |
| SHORT TERMS (PARKER HANNIFIN CORP) | Long | Short-term investment vehicle | US | $2M | – | 0.32 |
| SHORT TERMS (EIDP INC DISC COML PAPER) | Long | Short-term investment vehicle | US | $976K | – | 0.16 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 5.5) | Long | ABS-mortgage backed security | US | $13M | – | 2.11 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 2.5) | Long | ABS-mortgage backed security | US | $12M | – | 1.92 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 5) | Long | ABS-mortgage backed security | US | $10M | – | 1.59 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 3) | Long | ABS-mortgage backed security | US | $6M | – | 1.02 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 6) | Long | ABS-mortgage backed security | US | $6M | – | 0.96 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 2) | Long | ABS-mortgage backed security | US | $5M | – | 0.86 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 4) | Long | ABS-mortgage backed security | US | $4M | – | 0.68 |
| SINGLE FAMILY MORTGAGE (FNMA TBA 30 YR 3.5) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| SLMA 2005 6 B (SLM STUDENT LOAN TRUST) | Long | ABS-other | US | $971K | – | 0.15 |
| SLMA 2006 5 B (SLM STUDENT LOAN TRUST) | Long | ABS-other | US | $1M | – | 0.22 |
| SNVA 2018 1A A 144A (HELIOS ISSUER, LLC) | Long | ABS-other | US | $330K | – | 0.05 |
| SNVA 2024 GRID1 1A 144A (SUNNOVA HESTIA II ISSUER, LLC) | Long | ABS-other | US | $1M | – | 0.18 |
| SPCLO 2023 2A A1 144A (SILVER POINT CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.24 |
| SPSS 2017 1A A 144A (SUTTONPARK STRUCTURED SETTLEME) | Long | ABS-other | US | $980K | – | 0.16 |
| SR SECURED 02/32 2.3 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $964K | – | 0.15 |
| SR SECURED 06/39 6.75 (TIME WARNER CABLE LLC) | Long | Debt | US | $953K | – | 0.15 |
| SR SECURED 10/45 6.484 (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.22 |
| SR SECURED 144A 04/26 5.6 (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $1M | – | 0.22 |
| SR SECURED 144A 04/34 5.75 (IPALCO ENTERPRISES INC) | Long | Debt | US | $543K | – | 0.09 |
| SR UNSECURED 01/27 3.375 (HERCULES CAPITAL INC) | Long | Debt | US | $2M | – | 0.26 |
| SR UNSECURED 01/32 3.1 (GENERAL MOTORS FINL CO) | Long | Debt | US | $630K | – | 0.10 |
| SR UNSECURED 01/54 5.35 (VIRGINIA ELEC + POWER CO) | Long | Debt | US | $878K | – | 0.14 |
| SR UNSECURED 02/27 4.7 (BLUE OWL CREDIT INCOME) | Long | Debt | US | $2M | – | 0.30 |
| SR UNSECURED 02/28 3.95 (PATTERSON UTI ENERGY INC) | Long | Debt | US | $1M | – | 0.22 |
| SR UNSECURED 02/28 5.625 (SYNOVUS BANK GA) | Long | Debt | US | $2M | – | 0.24 |
| SR UNSECURED 02/30 7 (EQT CORP) | Long | Debt | US | $2M | – | 0.30 |
| SR UNSECURED 02/34 6.35 (KYNDRYL HOLDINGS INC) | Long | Debt | US | $577K | – | 0.09 |
| SR UNSECURED 02/42 5.8 (NISOURCE INC) | Long | Debt | US | $924K | – | 0.15 |
| SR UNSECURED 02/51 2.95 (ELECTRONIC ARTS INC) | Long | Debt | US | $712K | – | 0.11 |
| SR UNSECURED 02/54 5.3 (CISCO SYSTEMS INC) | Long | Debt | US | $243K | – | 0.04 |
| SR UNSECURED 02/54 5.6 (DOW CHEMICAL CO/THE) | Long | Debt | US | $673K | – | 0.11 |
| SR UNSECURED 03/28 4.5 (STORE CAPITAL LLC) | Long | Debt | US | $2M | – | 0.32 |
| SR UNSECURED 03/29 4.625 (STORE CAPITAL LLC) | Long | Debt | US | $2M | – | 0.26 |
| SR UNSECURED 03/29 5.875 (ARES CAPITAL CORP) | Long | Debt | US | $976K | – | 0.16 |
| SR UNSECURED 03/43 5.6 (AMGEN INC) | Long | Debt | US | $968K | – | 0.15 |
| SR UNSECURED 03/44 4.75 (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.21 |
| SR UNSECURED 03/48 5.05 (CVS HEALTH CORP) | Long | Debt | US | $392K | – | 0.06 |
| SR UNSECURED 03/52 2.921 (MICROSOFT CORP) | Long | Debt | US | $1M | – | 0.22 |
| SR UNSECURED 03/63 5.75 (AMGEN INC) | Long | Debt | US | $685K | – | 0.11 |
| SR UNSECURED 04/34 5.4 (MOTOROLA SOLUTIONS INC) | Long | Debt | US | $716K | – | 0.11 |
| SR UNSECURED 04/36 6.875 (PARAMOUNT GLOBAL) | Long | Debt | US | $1M | – | 0.16 |
| SR UNSECURED 04/38 5.15 (GENERAL MOTORS CO) | Long | Debt | US | $736K | – | 0.12 |
| SR UNSECURED 04/38 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $1M | – | 0.16 |
| SR UNSECURED 04/45 5.05 (ENLINK MIDSTREAM PARTNER) | Long | Debt | US | $514K | – | 0.08 |
| SR UNSECURED 04/54 5.75 (HUMANA INC) | Long | Debt | US | $779K | – | 0.12 |
| SR UNSECURED 05/32 VAR (HSBC HOLDINGS PLC) | Long | Debt | GB | $1M | – | 0.20 |
| SR UNSECURED 05/54 5.95 (ENERGY TRANSFER LP) | Long | Debt | US | $643K | – | 0.10 |
| SR UNSECURED 05/54 6 (MARKEL GROUP INC) | Long | Debt | US | $1M | – | 0.22 |
| SR UNSECURED 05/60 5.93 (BOEING CO) | Long | Debt | US | $541K | – | 0.09 |
| SR UNSECURED 06/34 6.45 (CNO FINANCIAL GROUP INC) | Long | Debt | US | $794K | – | 0.13 |
| SR UNSECURED 06/35 5.95 (DOMINION ENERGY INC) | Long | Debt | US | $659K | – | 0.11 |
| SR UNSECURED 06/47 5.45 (ENLINK MIDSTREAM PARTNER) | Long | Debt | US | $976K | – | 0.16 |
| SR UNSECURED 06/49 4.45 (TAMPA ELECTRIC CO) | Long | Debt | US | $377K | – | 0.06 |
| SR UNSECURED 06/53 5.875 (CVS HEALTH CORP) | Long | Debt | US | $1M | – | 0.16 |
| SR UNSECURED 07/29 6 (GOLUB CAPITAL BDC) | Long | Debt | US | $1M | – | 0.21 |
| SR UNSECURED 07/34 5.5 (AMERICAN HOMES 4 RENT) | Long | Debt | US | $2M | – | 0.25 |
| SR UNSECURED 07/54 5.75 (ARTHUR J GALLAGHER + CO) | Long | Debt | US | $549K | – | 0.09 |
| SR UNSECURED 08/26 2.5 (GOLUB CAPITAL BDC) | Long | Debt | US | $809K | – | 0.13 |
| SR UNSECURED 08/29 VAR (HSBC HOLDINGS PLC) | Long | Debt | GB | $1M | – | 0.17 |
| SR UNSECURED 09/26 2.625 (HERCULES CAPITAL INC) | Long | Debt | US | $3M | – | 0.48 |
| SR UNSECURED 09/39 6.125 (CVS HEALTH CORP) | Long | Debt | US | $560K | – | 0.09 |
| SR UNSECURED 09/55 3.55 (AT+T INC) | Long | Debt | US | $3M | – | 0.43 |
| SR UNSECURED 10/28 2.7 (KYNDRYL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.16 |
| SR UNSECURED 10/29 4.95 (SERVICE PROPERTIES TRUST) | Long | Debt | US | $876K | – | 0.14 |
| SR UNSECURED 10/39 6 (SEMPRA) | Long | Debt | US | $168K | – | 0.03 |
| SR UNSECURED 11/27 5.875 (BLACKSTONE SECURED LEND) | Long | Debt | US | $715K | – | 0.11 |
| SR UNSECURED 11/29 5.15 (PATTERSON UTI ENERGY INC) | Long | Debt | US | $1M | – | 0.19 |
| SR UNSECURED 11/31 3.6 (EPR PROPERTIES) | Long | Debt | US | $730K | – | 0.12 |
| SR UNSECURED 11/37 6.625 (CENTERPOINT ENERGY RESOU) | Long | Debt | US | $1M | – | 0.22 |
| SR UNSECURED 11/52 6.9 (ORACLE CORP) | Long | Debt | US | $797K | – | 0.13 |
| SR UNSECURED 12/26 2.625 (BLACKSTONE PRIVATE CRE) | Long | Debt | US | $3M | – | 0.50 |
| SR UNSECURED 12/28 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $1M | – | 0.22 |
| SR UNSECURED 12/30 9.625 (BRITISH TELECOMMUNICATIO) | Long | Debt | GB | $342K | – | 0.05 |
| SR UNSECURED 12/42 3.95 (NOV INC) | Long | Debt | US | $1M | – | 0.18 |
| SR UNSECURED 144A 01/27 2.75 (ANTARES HOLDINGS) | Long | Debt | US | $1M | – | 0.18 |
| SR UNSECURED 144A 03/55 6.1 (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $1M | – | 0.24 |
| SR UNSECURED 144A 04/29 6.75 (BLUE OWL TECHNOLOGY FIN) | Long | Debt | US | $1M | – | 0.20 |
| SR UNSECURED 144A 04/31 3.35 (SAMMONS FINANCIAL GROUP) | Long | Debt | US | $3M | – | 0.50 |
| SR UNSECURED 144A 04/32 4.75 (SAMMONS FINANCIAL GROUP) | Long | Debt | US | $716K | – | 0.11 |
| SR UNSECURED 144A 04/34 6.875 (SAMMONS FINANCIAL GROUP) | Long | Debt | US | $642K | – | 0.10 |
| SR UNSECURED 144A 05/25 8.5 (ANTARES HOLDINGS) | Long | Debt | US | $728K | – | 0.12 |
| SR UNSECURED 144A 05/27 4.45 (SAMMONS FINANCIAL GROUP) | Long | Debt | US | $261K | – | 0.04 |
| SR UNSECURED 144A 05/54 6.223 (PINE STREET TRUST III) | Long | Debt | US | $2M | – | 0.26 |
| SR UNSECURED 144A 05/54 6.858 (BOEING CO) | Long | Debt | US | $733K | – | 0.12 |
| SR UNSECURED 144A 06/29 6.6 (BGC GROUP INC) | Long | Debt | US | $2M | – | 0.25 |
| SR UNSECURED 144A 06/43 5.9 (BACARDI LTD / MARTINI BV) | Long | Debt | NA | $385K | – | 0.06 |
| SR UNSECURED 144A 07/26 3.95 (ANTARES HOLDINGS) | Long | Debt | US | $3M | – | 0.45 |
| SR UNSECURED 144A 08/29 6.35 (ARES STRATEGIC INCOME FU) | Long | Debt | US | $2M | – | 0.30 |
| SR UNSECURED 144A 08/41 4.046 (HILL CITY FUNDING TRUST) | Long | Debt | US | $3M | – | 0.44 |
| SR UNSECURED 144A 09/24 6.5 (GLOBAL AIR LEASE CO LTD) | Long | Debt | KY | $1M | – | 0.24 |
| SR UNSECURED 144A 09/29 6.25 (HPS CORPORATE LENDING FU) | Long | Debt | US | $1M | – | 0.18 |
| SR UNSECURED 144A 09/31 2.625 (SMITHFIELD FOODS INC) | Long | Debt | US | $1M | – | 0.22 |
| SR UNSECURED 144A 10/30 3 (SMITHFIELD FOODS INC) | Long | Debt | US | $801K | – | 0.13 |
| SR UNSECURED 144A 12/30 4.25 (ASCOT GROUP LTD) | Long | Debt | BM | $2M | – | 0.26 |
| SRFC 2021 1A D 144A (SIERRA RECEIVABLES FUNDING CO) | Long | ABS-other | US | $358K | – | 0.06 |
| STAR 2021 3 M1 144A (STARWOOD MORTGAGE RESIDENTIAL) | Long | ABS-other | US | $2M | – | 0.25 |
| SUBORDINATED 03/37 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.30 |
| SUBORDINATED 04/35 VAR (AMERICAN EXPRESS CO) | Long | Debt | US | $985K | – | 0.16 |
| SUBORDINATED 04/37 VAR (MORGAN STANLEY) | Long | Debt | US | $2M | – | 0.35 |
| SUBORDINATED 05/31 VAR (JPMORGAN CHASE + CO) | Long | Debt | US | $876K | – | 0.14 |
| SUBORDINATED 08/28 VAR (DISCOVER BANK) | Long | Debt | US | $3M | – | 0.49 |
| SUBORDINATED 08/53 VAR (ALLSTATE CORP) | Long | Debt | US | $3M | – | 0.46 |
| SUBORDINATED 09/36 VAR (BANK OF AMERICA CORP) | Long | Debt | US | $2M | – | 0.34 |
| SUBORDINATED 09/36 VAR (MORGAN STANLEY) | Long | Debt | US | $1M | – | 0.16 |
| SUBORDINATED 11/33 VAR (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $1M | – | 0.18 |
| SUBORDINATED 144A 01/37 VAR (NATIONAL AUSTRALIA BANK) | Long | Debt | AU | $3M | – | 0.40 |
| SUBORDINATED 144A 02/32 VAR (HANWHA LIFE INSURANCE) | Long | Debt | KR | $2M | – | 0.37 |
| SUBORDINATED 144A 03/36 VAR (MACQUARIE BANK LTD) | Long | Debt | AU | $3M | – | 0.46 |
| SUBORDINATED 144A 10/32 VAR (BPCE SA) | Long | Debt | FR | $2M | – | 0.24 |
| SYMP 2024 42A A1 144A (SYMPHONY CLO LTD) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.32 |
| THRST 2021 1A A 144A (THRUST ENGINE LEASING) | Long | ABS-other | US | $2M | – | 0.35 |
| THRST 2021 1A B 144A (THRUST ENGINE LEASING) | Long | ABS-other | US | $1M | – | 0.17 |
| THRST 2021 1A C 144A (THRUST ENGINE LEASING) | Long | ABS-other | US | $425K | – | 0.07 |
| TICP 2019 14A A2R 144A (TICP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| UNSECURED 144A 01/29 VAR (VITALITY RE XV LTD) | Long | Debt | KY | $3M | – | 0.48 |
| VASA 2021 VASA D 144A (VASA TRUST) | Long | ABS-other | US | $3M | – | 0.41 |
| VERUS 2021 3 M1 144A (VERUS SECURITIZATION TRUST) | Long | ABS-other | US | $3M | – | 0.40 |
| VOYA 2021 3A B 144A (VOYA CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.08 |
| VSLR 2018 1A B 144A (VIVINT SOLAR FINANCING LLC) | Long | ABS-other | US | $1M | – | 0.21 |
| WAAV 2017 1A C 144A (WAVE 2017 1 LLC) | Long | ABS-other | US | $556K | – | 0.09 |
| WESTF 2018 A A 144A (WILLIS ENGINE SECURITIZATION T) | Long | ABS-other | US | $467K | – | 0.07 |
| WFCM 2018 C45 B (WELLS FARGO COMMERCIAL MORTGAG) | Long | ABS-other | US | $363K | – | 0.06 |
| WFMBS 2019 1 A1 144A (WELLS FARGO MORTGAGE BACKED SE) | Long | ABS-other | US | $27K | – | 0.00 |
| WINDR 2016 2A BR 144A (WIND RIVER CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $900K | – | 0.14 |
| WINDR 2018 2A B 144A (WIND RIVER CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.18 |
| XCBT 20240919 (US 10YR ULTRA FUT SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240919 (US LONG BOND(CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240919 (US ULTRA BOND CBT SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240930 (US 2YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $0 | – | – | |
| XCBT 20240930 (US 5YR NOTE (CBT) SEP24) | Derivative-interest rate | US | $0 | – | – |
Address
MML Series Investment Fund II
1295 State Street
Springfield
Massachusetts
01111-0001
United States of America
Websites
Directors
Susan B. Sweeney
Maria D. Furman
Allan W. Blair
Nabil N. El-Hage
C. Ann Merrifield
Clifford M. Noreen
Michael R. Fanning
R. Bradford Malt
Cynthia R. Plouche
Jason J. Price
Paul LaPiana
Transfer Agents
Massachusetts Mutual Life Insurance Company
Pricing Services
S&P Global, Inc.
StatPro Canada Inc.
Refinitiv US LLC
Virtu Financial, Inc.
ICE Data Pricing & Reference Data, LLC
Bloomberg Finance L.P.
PricingDirect Inc.
Custodians
State Street Bank and Trust Company
Fedwire Securities Service (Federal Reserve System)
Shareholder Servicing Agents
MML Investment Advisers, LLC
Admins
MML Investment Advisers, LLC
State Street Bank and Trust Company
Massachusetts Mutual Life Insurance Company
Brokers
N/A