0001398344-20-004012.txt : 20200224 0001398344-20-004012.hdr.sgml : 20200224 20200224143355 ACCESSION NUMBER: 0001398344-20-004012 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200224 PERIOD START: 20191231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MML Series Investment Fund II CENTRAL INDEX KEY: 0001317146 IRS NUMBER: 043557005 STATE OF INCORPORATION: CT FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21714 FILM NUMBER: 20643671 BUSINESS ADDRESS: STREET 1: 100 BRIGHT MEADOW BLVD. CITY: ENFIELD STATE: CT ZIP: 06082 BUSINESS PHONE: (860) 562-1000 MAIL ADDRESS: STREET 1: 100 BRIGHT MEADOW BLVD. CITY: ENFIELD STATE: CT ZIP: 06082 0001317146 S000003832 MML Equity Fund C000010688 Initial Class C000067853 Service Class NPORT-P 1 primary_doc.xml NPORT-P false 0001317146 XXXXXXXX S000003832 C000010688 C000067853 MML Series Investment Fund II 811-21714 0001317146 XSZQMOMB2JPNHA01JH98 100 BRIGHT MEADOW BLVD. ENFIELD 06082-1981 8605621000 MML Equity Fund S000003832 KPVOHPXZ162SHYE9KS12 2019-12-31 2019-12-31 N 833598093.37 7172793.56 826425299.81 0 0 0 0 0 0 0 0 0 0 0 0 0 0.01 UST 3M CO LUZQVYP4VS22CLWDAR65 88579Y101 3300 NS USD 582186 0.0704462944 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 51434 NS USD 4553966.36 0.551043919 Long EC CORP US N 1 N N N ACUITY BRANDS INC N/A 00508Y102 2400 NS USD 331200 0.0400762174 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 9400 NS USD 405422 0.0490573074 Long EC CORP US N 1 N N N AES CORP 2NUNNB7D43COUIRE5295 00130H105 28900 NS USD 575110 0.0695900767 Long EC CORP US N 1 N N N AFLAC INC 549300N0B7DOGLXWPP39 001055102 46500 NS USD 2459850 0.2976494065 Long EC CORP US N 1 N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084102 4700 NS USD 363075 0.0439331903 Long EC CORP US N 1 N N N AIR PRODUCTS + CHEMICALS INC 7QEON6Y1RL5XR3R1W237 009158106 256 NS USD 60157.44 0.007279235 Long EC CORP US N 1 N N N ALASKA AIR GROUP INC 529900G48RT4KWLC6C27 011659109 7800 NS USD 528450 0.0639440734 Long EC CORP US N 1 N N N ALLEGHANY CORP 549300DCJE6AYX159479 017175100 1000 NS USD 799570 0.0967504262 Long EC CORP US N 1 N N N ALLISON TRANSMISSION HOLDING MWKQ3I0U1GXP2YDSZW75 01973R101 7600 NS USD 367232 0.0444362001 Long EC CORP US N 1 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002101 20600 NS USD 2316470 0.280299986 Long EC CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005N100 47000 NS USD 1436320 0.1737991323 Long EC CORP US N 1 N N N ALPHABET INC CL C 5493006MHB84DD0ZWV18 02079K107 1493 NS USD 1996170.86 0.2415428062 Long EC CORP US N 1 N N N AMERCO 5493003WIDMLDHYC6Y24 023586100 1300 NS USD 488566 0.0591179868 Long EC CORP US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 3620 NS USD 278016 0.03364079 Long EC CORP US N 1 N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537101 36516 NS USD 3451127.16 0.417596988 Long EC CORP US N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816109 67042 NS USD 8346058.58 1.0098987267 Long EC CORP US N 1 N N N AMERICAN FINANCIAL GROUP INC 549300AFOM7IVKIU1G39 025932104 9300 NS USD 1019745 0.1233922776 Long EC CORP US N 1 N N N AMERICAN INTERNATIONAL GROUP ODVCVCQG2BP6VHV36M30 026874784 256744 NS USD 13178669.52 1.5946594959 Long EC CORP US N 1 N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076C106 8900 NS USD 1482562 0.1793945563 Long EC CORP US N 1 N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073E105 13000 NS USD 1105260 0.1337398553 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162100 37800 NS USD 9112446 1.1026339588 Long EC CORP US N 1 N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752103 21700 NS USD 6554051 0.7930603046 Long EC CORP US N 1 N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222105 116330 NS USD 7100783.2 0.8592165803 Long EC CORP US N 1 N N N APTIV PLC N/A G6095L109 16000 NS USD 1519520 0.1838665879 Long EC CORP JE N 1 N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 G0450A105 25700 NS USD 1102273 0.1333784191 Long EC CORP BM N 1 N N N ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 039483102 35300 NS USD 1636155 0.1979797812 Long EC CORP US N 1 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735100 5100 NS USD 432174 0.0522943816 Long EC CORP US N 1 N N N ASML HOLDING NV NY REG SHS 724500Y6DUVHQD6OXN27 N07059210 2362 NS USD 699010.28 0.0845823912 Long EC CORP NL N 1 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621X108 3900 NS USD 511212 0.0618582224 Long EC CORP US N 1 N N N AT+T INC 549300Z40J86GGSTL398 00206R102 485 NS USD 18953.8 0.002293468 Long EC CORP US N 1 N N N ATHENE HOLDING LTD CLASS A 549300H316CT32FQXI76 G0684D107 9100 NS USD 427973 0.0517860477 Long EC CORP BM N 1 N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332102 1500 NS USD 1786965 0.2162282544 Long EC CORP US N 1 N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611109 4200 NS USD 549444 0.0664844119 Long EC CORP US N 1 N N N AXA EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561105 149229 NS USD 3697894.62 0.4474566087 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 569500 NS USD 20057790 2.4270542062 Long EC CORP US N 1 N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 064058100 58500 NS USD 2944305 0.3562699497 Long EC CORP US N 1 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887109 7488 NS USD 2036511.36 0.2464241306 Long EC CORP US N 1 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887208 9400 NS USD 615324 0.0744560942 Long EP CORP US N 1 N N N BEST BUY CO INC HL5XPTVRV0O8TUN5LL90 086516101 16500 NS USD 1448700 0.1752971503 Long EC CORP US N 1 N N N BIO RAD LABORATORIES A 549300ZC1GPV35XYDK53 090572207 1500 NS USD 555045 0.0671621501 Long EC CORP US N 1 N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062X103 4650 NS USD 1379794.5 0.1669593731 Long EC CORP US N 1 N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247X101 8500 NS USD 4272950 0.5170400762 Long EC CORP US N 1 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023105 3197 NS USD 1041454.72 0.1260192204 Long EC CORP US N 1 N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724106 13100 NS USD 568278 0.0687633837 Long EC CORP US N 1 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137107 60374 NS USD 2730112.28 0.3303519726 Long EC CORP US N 1 N N N BP PLC SPONS ADR 213800LH1BZH3DI6G760 055622104 20242 NS USD 763933.08 0.0924382494 Long EC CORP GB N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 39163 NS USD 12376291.26 1.4975692616 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F200 661 NS USD 778638.17 0.0942176105 Long EP CORP US N 1 N N N C.H. ROBINSON WORLDWIDE INC 529900WNWN5L0OVDHA79 12541W209 8100 NS USD 633420 0.0766457658 Long EC CORP US N 1 N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 134429109 16300 NS USD 805546 0.0974735406 Long EC CORP US N 1 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040H105 44026 NS USD 4530715.66 0.5482305129 Long EC CORP US N 1 N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149Y108 18600 NS USD 940788 0.113838238 Long EC CORP US N 1 N N N CARMAX INC 529900F60CID3NCZM330 143130102 9800 NS USD 859166 0.1039617253 Long EC CORP US N 1 N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123101 46700 NS USD 6896656 0.8345165621 Long EC CORP US N 1 N N N CBRE GROUP INC A 52990016II9MJ2OSWA10 12504L109 21200 NS USD 1299348 0.1572250995 Long EC CORP US N 1 N N N CDK GLOBAL INC 5493000L10CYRTHIJ385 12508E101 6600 NS USD 360888 0.0436685566 Long EC CORP US N 1 N N N CELANESE CORP 549300FHJQTDPPN41627 150870103 7700 NS USD 948024 0.1147138163 Long EC CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189T107 60300 NS USD 1644381 0.1989751524 Long EC CORP US N 1 N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 125269100 46698 NS USD 2229362.52 0.2697597134 Long EC CORP US N 1 N N N CHEVRON CORP LJOF0JWZSCIUPEC3LQ45 166764100 118700 NS USD 14304537 1.7308929196 Long EC CORP US N 1 N N N CHUBB LTD E0JAN6VLUDI1HITHT809 H1467J104 61397 NS USD 9557057.02 1.1564332581 Long EC CORP CH N 1 N N N CINCINNATI FINANCIAL CORP 254900Q4WEDMZBOZ0002 172062101 8900 NS USD 935835 0.1132389098 Long EC CORP US N 1 N N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 17275R102 9600 NS USD 460416 0.0557117504 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 159049 NS USD 12706424.61 1.5375164111 Long EC CORP US N 1 N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610105 27600 NS USD 1120836 0.1356245991 Long EC CORP US N 1 N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572Q105 942 NS USD 189078.24 0.0228790479 Long EC CORP US N 1 N N N COGNIZANT TECH SOLUTIONS A 5493006IEVQEFQO40L83 192446102 30600 NS USD 1897812 0.229641082 Long EC CORP US N 1 N N N COMCAST CORP CLASS A 51M0QTTNCGUN7KFCFZ59 20030N101 288000 NS USD 12951360 1.5671543457 Long EC CORP US N 1 N N N COMMERCE BANCSHARES INC N/A 200525103 7045 NS USD 478637.3 0.0579165836 Long EC CORP US N 1 N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887102 23218 NS USD 794984.32 0.0961955449 Long EC CORP US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 89704 NS USD 5833451.12 0.7058655055 Long EC CORP US N 1 N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015101 13327 NS USD 457116.1 0.0553124523 Long EC CORP US N 1 N N N CRANE CO 549300X1RO9ID7AUCA83 224399105 2300 NS USD 198674 0.0240401643 Long EC CORP US N 1 N N N CREDIT ACCEPTANCE CORP N/A 225310101 1200 NS USD 530796 0.0642279466 Long EC CORP US N 1 N N CROWN HOLDINGS INC NYLWZIOY8PUNIT4JOE22 228368106 8600 NS USD 623844 0.0754870404 Long EC CORP US N 1 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408103 49300 NS USD 3567348 0.4316600667 Long EC CORP US N 1 N N N CULLEN/FROST BANKERS INC N/A 229899109 3600 NS USD 352008 0.0425940493 Long EC CORP US N 1 N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021106 13000 NS USD 2326480 0.2815112268 Long EC CORP US N 1 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 63127 NS USD 9688731.96 1.1723663303 Long EC CORP US N 1 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918K108 8800 NS USD 660264 0.0798939723 Long EC CORP US N 1 N N N DEERE + CO PWFTNG3EI0Y73OXWDH08 244199105 36500 NS USD 6323990 0.7652222169 Long EC CORP US N 1 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361702 41000 NS USD 2397680 0.2901266455 Long EC CORP US N 1 N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179M103 26531 NS USD 689010.07 0.0833723351 Long EC CORP US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709108 20400 NS USD 1730328 0.2093750035 Long EC CORP US N 1 N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746108 36942 NS USD 3474395.1 0.4204124802 Long EC CORP US N 1 N N N DOVER CORP 549300FMC2ALGA7N9E80 260003108 11800 NS USD 1360068 0.164572406 Long EC CORP US N 1 N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331A109 23400 NS USD 1234350 0.1493601418 Long EC CORP US N 1 N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432100 20735 NS USD 1643456.1 0.1988632367 Long EC CORP US N 1 N N N EATON CORP PLC 549300VDIGTMXUNT7H71 G29183103 26200 NS USD 2481664 0.3002889675 Long EC CORP IE N 1 N N N EATON VANCE CORP 4JJ8ORNW1AFZPSV8GJ79 278265103 7100 NS USD 331499 0.0401123973 Long EC CORP US N 1 N N N EBAY INC OML71K8X303XQONU6T67 278642103 51600 NS USD 1863276 0.2254621199 Long EC CORP US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 78666 NS USD 5932203.06 0.7178147936 Long EC CORP US N 1 N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414H103 40519 NS USD 1193284.55 0.1443910962 Long EC CORP US N 1 N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512109 18500 NS USD 1988935 0.2406672449 Long EC CORP US N 1 N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011104 33800 NS USD 2577588 0.3118960662 Long EC CORP US N 1 N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261A100 6200 NS USD 429474 0.0519676733 Long EC CORP US N 1 N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364G103 33090 NS USD 3964182 0.4796781997 Long EC CORP US N 1 N N N ENVISTA HOLDINGS CORP W/I 549300BX623VURJZ5269 29415F104 33904 NS USD 1004914.56 0.1215977488 Long EC CORP US N 1 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 43979 NS USD 3683681.04 0.4457367219 Long EC CORP US N 1 N N N EVEREST RE GROUP LTD 549300N24XF2VV0B3570 G3223R108 2300 NS USD 636732 0.077046528 Long EC CORP BM N 1 N N N EVERGY INC 549300PGTHDQY6PSUI61 30034W106 14400 NS USD 937296 0.1134156953 Long EC CORP US N 1 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040W108 15900 NS USD 1352613 0.1636703281 Long EC CORP US N 1 N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 251100 NS USD 17521758 2.1201865437 Long EC CORP US N 1 N N N FIDELITY NATIONAL FINANCIAL 549300CAZYIH39SYQ287 31620R303 12300 NS USD 557805 0.0674961185 Long EC CORP US N 1 N N N FIDELITY NATIONAL INFO SERV 6WQI0GK1PRFVBA061U48 31620M106 2971 NS USD 413236.39 0.0500028726 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 59536 NS USD 1830136.64 0.2214521555 Long EC CORP US N 1 N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491303 8200 NS USD 818524 0.0990439185 Long EC CORP US N 1 N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370860 247000 NS USD 2297100 0.2779561565 Long EC CORP US N 1 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959J207 400 NS USD 389104 0.0470827793 Long EP CORP US N 1 N N N FORTUNE BRANDS HOME + SECURI 54930032LHW54PQUJD44 34964C106 8700 NS USD 568458 0.0687851643 Long EC CORP US N 1 N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613101 27700 NS USD 719646 0.0870793767 Long EC CORP US N 1 N N N FREEPORT MCMORAN INC 549300IRDTHJQ1PVET45 35671D857 211178 NS USD 2770655.36 0.3352578098 Long EC CORP US N 1 N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550108 18400 NS USD 3244840 0.3926356079 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604103 880152 NS USD 9822496.32 1.1885522288 Long EC CORP US N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045V100 76900 NS USD 2814540 0.3405679861 Long EC CORP US N 1 N N N GENTEX CORP 549300S3UD8XV1MN0287 371901109 15200 NS USD 440496 0.0533013692 Long EC CORP US N 1 N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460105 9200 NS USD 977316 0.1182582382 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 80200 NS USD 5211396 0.6305949251 Long EC CORP US N 1 N N N GLOBE LIFE INC 5493001JFHKQOPP6XA71 37959E102 14900 NS USD 1568225 0.1897600425 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141G104 22400 NS USD 5150432 0.6232180938 Long EC CORP US N 1 N N N H+R BLOCK INC 549300CE3KUCWLZBG404 093671105 11100 NS USD 260628 0.0315367886 Long EC CORP US N 1 N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216101 73400 NS USD 1796098 0.2173333755 Long EC CORP US N 1 N N N HANOVER INSURANCE GROUP INC/ JJYR6MFKFF6CF8DBZ078 410867105 2300 NS USD 314341 0.0380362266 Long EC CORP US N 1 N N N HARLEY DAVIDSON INC ZDNAWZWXIKMWI51R2A08 412822108 9800 NS USD 364462 0.0441010216 Long EC CORP US N 1 N N N HARTFORD FINANCIAL SVCS GRP IU7C3FTM7Y3BQM112U94 416515104 19000 NS USD 1154630 0.1397137769 Long EC CORP US N 1 N N N HCA HEALTHCARE INC 529900PH4ZGUH2MNEU89 40412C101 21500 NS USD 3177915 0.3845374773 Long EC CORP US N 1 N N N HD SUPPLY HOLDINGS INC 549300B7Z7O7RWEXS689 40416M105 9400 NS USD 378068 0.0457473894 Long EC CORP US N 1 N N N HENRY SCHEIN INC VGO3WGL8H45T73F4RR92 806407102 9300 NS USD 620496 0.0750819221 Long EC CORP US N 1 N N N HEWLETT PACKARD ENTERPRISE 549300BX44RGX6ANDV88 42824C109 82000 NS USD 1300520 0.1573669151 Long EC CORP US N 1 N N N HOLLYFRONTIER CORP 549300J3U2WK73C9ZK26 436106108 10300 NS USD 522313 0.0632014775 Long EC CORP US N 1 N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516106 4219 NS USD 746763 0.090360617 Long EC CORP US N 1 N N N HOWARD HUGHES CORP/THE 549300BVHY25JZC1KI49 44267D107 800 NS USD 101440 0.0122745516 Long EC CORP US N 1 N N N HUBBELL INC 54930088VDQ6840Y6597 443510607 3500 NS USD 517370 0.0626033593 Long EC CORP US N 1 N N N HUMANA INC 529900YLDW34GJAO4J06 444859102 7400 NS USD 2712248 0.3281903398 Long EC CORP US N 1 N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150104 65500 NS USD 987740 0.1195195743 Long EC CORP US N 1 N N N HUNTINGTON INGALLS INDUSTRIE 5TZLZ6WJTBVJ0QWBG121 446413106 2600 NS USD 652288 0.0789288518 Long EC CORP US N 1 N N N HUNTSMAN CORP 5299000V56320A7RIQ67 447011107 12300 NS USD 297168 0.0359582409 Long EC CORP US N 1 N N N HYATT HOTELS CORP CL A T27JQIMTYSH41TCD5186 448579102 2100 NS USD 188391 0.0227958897 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140100 275900 NS USD 16512615 1.9980771406 Long EC CORP US N 1 N N N INTERCONTINENTAL EXCHANGE IN 5493000F4ZO33MV32P92 45866F104 13441 NS USD 1243964.55 0.1505235319 Long EC CORP US N 1 N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146103 43521 NS USD 2004142.05 0.2425073446 Long EC CORP US N 1 N N N INTERPUBLIC GROUP OF COS INC 5493008IUOJ5VWTRC333 460690100 20600 NS USD 475860 0.0575805218 Long EC CORP US N 1 N N N INTL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200101 52700 NS USD 7063908 0.8547545679 Long EC CORP US N 1 N N N ISHARES RUSSELL 1000 VALUE ETF 549300KLSYN5NN4YNM90 464287598 59400 NS USD 8106912 0.9809612559 Long EC RF US N 1 N N N JACOBS ENGINEERING GROUP INC 549300CZ8QS1GE53O776 469814107 20256 NS USD 1819596.48 0.2201767638 Long EC CORP US N 1 N N N JAZZ PHARMACEUTICALS PLC 635400GAUMJCLEZRRV50 G50871105 3600 NS USD 537408 0.0650280189 Long EC CORP IE N 1 N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143101 18100 NS USD 338832 0.0409997129 Long EC CORP US N 1 N N N JM SMUCKER CO/THE 5493000WDH6A0LHDJD55 832696405 6300 NS USD 656019 0.0793803142 Long EC CORP US N 1 N N N JOHNSON + JOHNSON 549300G0CFPGEF6X2043 478160104 172600 NS USD 25177162 3.0465139445 Long EC CORP US N 1 N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46625H100 285959 NS USD 39862684.6 4.8235072921 Long EC CORP US N 1 N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203R104 21100 NS USD 519693 0.0628844495 Long EC CORP US N 1 N N N KELLOGG CO LONOZNOJYIBXOHXWDB86 487836108 21600 NS USD 1493856 0.180761165 Long EC CORP US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 62500 NS USD 1265000 0.153068886 Long EC CORP US N 1 N N N KEYSIGHT TECHNOLOGIES IN 549300GLKVIO8YRCYN02 49338L103 28735 NS USD 2949073.05 0.3568468984 Long EC CORP US N 1 N N N KNIGHT SWIFT TRANSPORTATION N/A 499049104 10900 NS USD 390656 0.0472705761 Long EC CORP US N 1 N N N KRAFT HEINZ CO/THE N/A 500754106 77500 NS USD 2490075 0.3013067243 Long EC CORP US N 1 N N N LABORATORY CRP OF AMER HLDGS OZ7UA8IXAIFILY2VZH07 50540R409 6100 NS USD 1031937 0.124867547 Long EC CORP US N 1 N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807108 7600 NS USD 2222240 0.2688978666 Long EC CORP US N 1 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834107 15078 NS USD 1040985.12 0.1259623974 Long EC CORP US N 1 N N N LEIDOS HOLDINGS INC 549300IUTGTP6EJP8124 525327102 7800 NS USD 763542 0.0923909275 Long EC CORP US N 1 N N N LENNAR CORP A 529900G61XVRLX5TJX09 526057104 17800 NS USD 993062 0.1201635526 Long EC CORP US N 1 N N N LINCOLN ELECTRIC HOLDINGS BIMGBY40SIN95O01BN93 533900106 3400 NS USD 328882 0.0397957323 Long EC CORP US N 1 N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187109 11500 NS USD 678615 0.0821144997 Long EC CORP US N 1 N N N LINDE PLC 8945002PAZHZLBGKGF02 G5494J103 28932 NS USD 6159622.8 0.7453332807 Long EC CORP IE N 1 N N N LKQ CORP DS830JTTZQN6GK0I2E41 501889208 19500 NS USD 696150 0.0842362885 Long EC CORP US N 1 N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830109 17900 NS USD 6969902 0.8433795531 Long EC CORP US N 1 N N N LOEWS CORP R8V1FN4M5ITGZOG7BS19 540424108 18900 NS USD 992061 0.1200424285 Long EC CORP US N 1 N N N LPL FINANCIAL HOLDINGS INC 549300XROQ4Y8G2L7682 50212V100 5100 NS USD 470475 0.0569289203 Long EC CORP US N 1 N N N LYONDELLBASELL INDU CL A BN6WCCZ8OVP3ITUUVN49 N53745100 24700 NS USD 2333656 0.2823795448 Long EC CORP NL N 1 N N N M + T BANK CORP 549300WYXDDBYRASEG81 55261F104 8300 NS USD 1408925 0.1704842531 Long EC CORP US N 1 N N N MANPOWERGROUP INC ERO1WSFOSR0JJ6CRQ987 56418H100 3800 NS USD 368980 0.0446477135 Long EC CORP US N 1 N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585A102 11700 NS USD 704925 0.0852980905 Long EC CORP US N 1 N N N MARKEL CORP 549300SCNO12JLWIK605 570535104 890 NS USD 1017421.3 0.1231111027 Long EC CORP US N 1 N N N MARSH + MCLENNAN COS 549300XMP3KDCKJXIU47 571748102 25291 NS USD 2817670.31 0.3409467632 Long EC CORP US N 1 N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599106 18000 NS USD 863820 0.1045248736 Long EC CORP US N 1 N N N MCKESSON CORP 549300WZWOM80UCFSF54 58155Q103 11500 NS USD 1590680 0.1924771665 Long EC CORP US N 1 N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 G5960L103 24114 NS USD 2735733.3 0.3310321333 Long EC CORP IE N 1 N N N MERCK + CO. INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 179736 NS USD 16346989.2 1.9780359101 Long EC CORP US N 1 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R108 83700 NS USD 4266189 0.5162219744 Long EC CORP US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112103 125105 NS USD 6728146.9 0.8141264433 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 71775 NS USD 11318917.5 1.3696237885 Long EC CORP US N 1 N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190104 4500 NS USD 613710 0.0742607953 Long EC CORP US N 1 N N N MOLSON COORS BREWING CO B 54930073LBBH6ZCBE225 60871R209 8600 NS USD 463540 0.056089764 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 223000 NS USD 11399760 1.3794059793 Long EC CORP US N 1 N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076307 19368 NS USD 3120959.52 0.3776456893 Long EC CORP US N 1 N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110D104 14300 NS USD 890175 0.1077139096 Long EC CORP US N 1 N N N NEW YORK COMMUNITY BANCORP 529900HVXOTLY61GL030 649445103 29600 NS USD 355792 0.043051925 Long EC CORP US N 1 N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229106 26900 NS USD 517018 0.0625607662 Long EC CORP US N 1 N N N NEXTERA ENERGY INC N/A 65339F101 44930 NS USD 10880248.8 1.3165435282 Long EC CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473P105 33258 NS USD 925902.72 0.1120370734 Long EC CORP US N 1 N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044105 58574 NS USD 1454978.16 0.176056827 Long EC CORP US N 1 N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844108 6598 NS USD 1280869.74 0.1549891733 Long EC CORP US N 1 N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859104 13400 NS USD 1423616 0.1722619093 Long EC CORP US N 1 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807102 10700 NS USD 3680479 0.4453492652 Long EC CORP US N 1 N N N NORWEGIAN CRUISE LINE HOLDIN N/A G66721104 13500 NS USD 788535 0.0954151573 Long EC CORP BM N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377508 15800 NS USD 628050 0.0759959793 Long EC CORP US N 1 N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346105 19300 NS USD 1086204 0.1314340207 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 500 NS USD 117650 0.0142360114 Long EC CORP US N 1 N N N NXP SEMICONDUCTORS NV 724500M9BY5293JDF951 N6596X109 43103 NS USD 5485287.78 0.6637366718 Long EC CORP NL N 1 N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599105 50146 NS USD 2066516.66 0.2500548641 Long EC CORP US N 1 N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837103 8600 NS USD 382442 0.0462766568 Long EC CORP US N 1 N N N OLD REPUBLIC INTL CORP N/A 680223104 13500 NS USD 301995 0.0365423227 Long EC CORP US N 1 N N N OMNICOM GROUP HKUPACFHSSASQK8HLS17 681919106 13800 NS USD 1118076 0.1352906307 Long EC CORP US N 1 N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189105 25800 NS USD 629004 0.0761114163 Long EC CORP US N 1 N N N ONEMAIN HOLDINGS INC 549300E3VEW8SMS5XW09 68268W103 8500 NS USD 358275 0.0433523756 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X105 207400 NS USD 10988052 1.3295880466 Long EC CORP US N 1 N N N OSHKOSH CORP 549300FEKNPCFSA2B506 688239201 4300 NS USD 406995 0.0492476453 Long EC CORP US N 1 N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742101 6800 NS USD 442816 0.0535820963 Long EC CORP US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 21900 NS USD 1732290 0.2096124115 Long EC CORP US N 1 N N N PACKAGING CORP OF AMERICA 549300XZP8MFZFY8TJ84 695156109 35376 NS USD 3961758.24 0.4793849173 Long EC CORP US N 1 N N N PARKER HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 8100 NS USD 1667142 0.2017293033 Long EC CORP US N 1 N N N PENTAIR PLC 549300EVR9D56WPSRP15 G7S00T104 9300 NS USD 426591 0.0516188215 Long EC CORP IE N 1 N N N PERRIGO CO PLC 549300IFOQS6R1QLY196 G97822103 8600 NS USD 444276 0.0537587608 Long EC CORP IE N 1 N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081103 197600 NS USD 7741968 0.9368019108 Long EC CORP US N 1 N N N PHILIP MORRIS INTERNATIONAL HL3H1H2BGXWVG3BSWR90 718172109 97600 NS USD 8304784 1.0049043757 Long EC CORP US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 28200 NS USD 3141762 0.3801628533 Long EC CORP US N 1 N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484101 6200 NS USD 557566 0.0674671988 Long EC CORP US N 1 N N N PIONEER NATURAL RESOURCES CO FY8JBF7CCL2VE4F1B628 723787107 8000 NS USD 1210960 0.14652988 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES GROUP CFGNEKW0P8842LEUIA51 693475105 27800 NS USD 4437714 0.5369770264 Long EC CORP US N 1 N N N POLARIS INC 549300QJSN8UVWN1EI78 731068102 3900 NS USD 396630 0.0479934484 Long EC CORP US N 1 N N N POPULAR INC 5493008CARDZMVQ3LO89 733174700 6100 NS USD 358375 0.0433644759 Long EC CORP PR N 1 N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 693506107 16400 NS USD 2189236 0.2649042812 Long EC CORP US N 1 N N N PRINCIPAL FINANCIAL GROUP CUMYEZJOAF02RYZ1JJ85 74251V102 17600 NS USD 968000 0.1171309736 Long EC CORP US N 1 N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315103 25800 NS USD 1867662 0.2259928393 Long EC CORP US N 1 N N N PROLOGIS INC 529900DFH19P073LZ636 74340W103 69901 NS USD 6230975.14 0.7539671331 Long EC CORP US N 1 N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320102 25500 NS USD 2390370 0.2892421131 Long EC CORP US N 1 N N N PUBLIC SERVICE ENTERPRISE GP PUSS41EMO3E6XXNV3U28 744573106 32100 NS USD 1895505 0.2293619279 Long EC CORP US N 1 N N N PULTEGROUP INC N/A 745867101 16300 NS USD 632440 0.0765271828 Long EC CORP US N 1 N N N QORVO INC 254900YAUJV2EUEVBR11 74736K101 7000 NS USD 813610 0.0984493094 Long EC CORP US N 1 N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525103 65937 NS USD 5817621.51 0.7039500741 Long EC CORP US N 1 N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762E102 9000 NS USD 366390 0.0443343155 Long EC CORP US N 1 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834L100 8500 NS USD 907715 0.1098363034 Long EC CORP US N 1 N N N RALPH LAUREN CORP HO1QNWM0IXBZ0QSMMO20 751212101 3000 NS USD 351660 0.0425519403 Long EC CORP US N 1 N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730109 8800 NS USD 787248 0.0952594264 Long EC CORP US N 1 N N N RAYTHEON COMPANY YR6K3WJN0KKLUPZSNL57 755111507 13900 NS USD 3054386 0.3695900889 Long EC CORP US N 1 N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EP100 61300 NS USD 1051908 0.1272840994 Long EC CORP US N 1 N N N REINSURANCE GROUP OF AMERICA LORM1GNEU1DKEW527V90 759351604 4000 NS USD 652240 0.0789230436 Long EC CORP US N 1 N N N RELIANCE STEEL + ALUMINUM 549300E287ZOFT3C5Z56 759509102 4000 NS USD 479040 0.0579653116 Long EC CORP US N 1 N N N Repurchase Agreement 549300H47WTHXPU08X20 85748R009 3646059.95 PA USD 3646059.95 0.4411844544 Long RA CORP US N 1 Repurchase N 0.8 2020-01-02 3625000 USD 3727747 USD UST N N N ROBERT HALF INTL INC 529900VPCUY9H3HLIC08 770323103 6400 NS USD 404160 0.0489046016 Long EC CORP US N 1 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696106 5036 NS USD 1783902.28 0.2158576559 Long EC CORP US N 1 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296103 230 NS USD 26776.6 0.0032400509 Long EC CORP US N 1 N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 V7780T103 25400 NS USD 3391154 0.4103400514 Long EC CORP LR N 1 N N N SANTANDER CONSUMER USA HOLDI 5493004SHNXEHHZ58X76 80283M101 21500 NS USD 502455 0.0607985985 Long EC CORP US N 1 N N N SCHLUMBERGER LTD 213800ZUA17OK3QLGM62 806857108 58735 NS USD 2361147 0.2857060403 Long EC CORP CW N 1 N N N SCHWAB (CHARLES) CORP 549300VSGCJ7E698NM85 808513105 113403 NS USD 5393446.68 0.6526236166 Long EC CORP US N 1 N N N SEI INVESTMENTS COMPANY 5LJTIFADGZ6XH1RVOC11 784117103 7800 NS USD 510744 0.061801593 Long EC CORP US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851109 41556 NS USD 6294902.88 0.761702586 Long EC CORP US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851406 5200 NS USD 624104 0.0755185012 Long EP CORP US N 1 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851505 2700 NS USD 321489 0.0389011566 Long EP CORP US N 1 N N N SENSATA TECHNOLOGIES HOLDING 529900MS7KFYCY9MS037 G8060N102 10100 NS USD 544087 0.0658361984 Long EC CORP GB N 1 N N N SIGNATURE BANK VLP5AP0XK2GM6GKD1007 82669G104 3100 NS USD 423491 0.0512437119 Long EC CORP US N 1 N N N SKECHERS USA INC CL A 529900D2R54KZPA4XR56 830566105 7100 NS USD 306649 0.037105471 Long EC CORP US N 1 N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088M102 15800 NS USD 1909904 0.2311042511 Long EC CORP US N 1 N N N SMITH (A.O.) CORP 549300XG4US7UJNECY36 831865209 6200 NS USD 295368 0.0357404354 Long EC CORP US N 1 N N N SNAP ON INC HHWAT5TDOYZMM26KKQ73 833034101 3500 NS USD 592900 0.0717427213 Long EC CORP US N 1 N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495102 5100 NS USD 314772 0.038088379 Long EC CORP US N 1 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587602 22730 NS USD 1225147 0.1482465506 Long EP CORP US N 1 N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587107 56680 NS USD 3610516 0.4368835273 Long EC CORP US N 1 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741108 33400 NS USD 1802932 0.2181603105 Long EC CORP US N 1 N N N STANLEY BLACK + DECKER INC 549300DJ09SMTO561131 854502101 10700 NS USD 1773418 0.2145890258 Long EC CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477103 46500 NS USD 3678150 0.445067449 Long EC CORP US N 1 N N N State Street Navigator Securities Lending Trust 5493005HD34MZLK62085 638995910 348975 NS USD 348975 0.042227047 Long STIV RF US N 1 N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119100 13600 NS USD 462944 0.0560176461 Long EC CORP US N 1 N N N STRYKER CORP 5493002F0SC4JTBU5137 863667101 5496 NS USD 1153830.24 0.1396170035 Long EC CORP US N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486Q101 3300 NS USD 828432 0.1002428169 Long EC CORP US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 41000 NS USD 1476410 0.1786501454 Long EC CORP US N 1 N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607107 12293 NS USD 1711185.6 0.2070587142 Long EC CORP US N 1 N N N T ROWE PRICE GROUP INC 549300SIV6FPS9Y7IH33 74144T108 14800 NS USD 1803232 0.2181966114 Long EC CORP US N 1 N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612E106 29400 NS USD 3769374 0.4561058333 Long EC CORP US N 1 N N N TC ENERGY CORP 549300UGKOFV2IWJJG27 87807B107 63905 NS USD 3406775.55 0.4122303069 Long EC CORP CA N 1 N N N TE CONNECTIVITY LTD 894500ZRIX9K13RHXR17 H84989104 2296 NS USD 220048.64 0.0266265614 Long EC CORP CH N 1 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 19585 NS USD 2512559.65 0.3040274361 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 17353 NS USD 5637469.11 0.6821510802 Long EC CORP US N 1 N N N TOLL BROTHERS INC 529900JB6IS9MSZGVR44 889478103 8900 NS USD 351639 0.0425493992 Long EC CORP US N 1 N N N TOTAL SA SPON ADR 529900S21EQ1BO4ESM68 89151E109 1253 NS USD 69290.9 0.0083844118 Long EC CORP FR N 1 N N N TRAVELERS COS INC/THE 549300Y650407RU8B149 89417E109 33700 NS USD 4615215 0.5584551926 Long EC CORP US N 1 N N N TYSON FOODS INC CL A WD6L6041MNRW1JE49D58 902494103 90113 NS USD 8203887.52 0.9926955917 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818108 9900 NS USD 1789821 0.2165738392 Long EC CORP US N 1 N N N UNITED AIRLINES HOLDINGS INC N/A 910047109 16000 NS USD 1409440 0.1705465697 Long EC CORP US N 1 N N N UNITED PARCEL SERVICE CL B D01LMJZU09ULLNCY6Z23 911312106 68815 NS USD 8055483.9 0.9747382978 Long EC CORP US N 1 N N N UNITED RENTALS INC 5323X5O7RN0NKFCDRY08 911363109 14700 NS USD 2451519 0.2966413299 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 4400 NS USD 1293512 0.1565189256 Long EC CORP US N 1 N N N UNIVERSAL HEALTH SERVICES B 549300YGMGQDO0NMJD09 913903100 5100 NS USD 731646 0.0885314136 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973304 99100 NS USD 5875639 0.7109703686 Long EC CORP US N 1 N N N US FOODS HOLDING CORP 549300UGOZSO64CFPR97 912008109 5100 NS USD 213639 0.0258509753 Long EC CORP US N 1 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 26100 NS USD 2444265 0.2957635736 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 262300 NS USD 16105220 1.9487810942 Long EC CORP US N 1 N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204108 2400 NS USD 239184 0.0289419988 Long EC CORP US N 1 N N N VISTRA ENERGY CORP 549300KP43CPCUJOOG15 92840M102 30600 NS USD 703494 0.0851249351 Long EC CORP US N 1 N N N VMWARE INC CLASS A 549300BUDHS3LRWBE814 928563402 8200 NS USD 1244678 0.1506098616 Long EC CORP US N 1 N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089100 9600 NS USD 585408 0.0708361663 Long EC CORP US N 1 N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687106 28500 NS USD 4121955 0.4987692174 Long EC CORP US N 1 N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939U106 16900 NS USD 1558687 0.1886059152 Long EC CORP US N 1 N N N WELLS FARGO + CO PBLD0EJDB5FWOLXP3B76 949746101 394160 NS USD 21205808 2.5659679108 Long EC CORP US N 1 N N N WESTERN ALLIANCE BANCORP 5493003VJXZ5JXT9S762 957638109 6500 NS USD 370500 0.0448316382 Long EC CORP US N 1 N N N WESTERN UNION CO 28ID94QU1140NC23S047 959802109 25200 NS USD 674856 0.0816596491 Long EC CORP US N 1 N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320106 4100 NS USD 604873 0.0731914911 Long EC CORP US N 1 N N N WILLIAMS SONOMA INC 549300IARG6YWVTZ1I92 969904101 4900 NS USD 359856 0.0435436815 Long EC CORP US N 1 N N WILLIS TOWERS WATSON PLC 549300WHC56FF48KL350 G96629103 14940 NS USD 3016983.6 0.3650642836 Long EC CORP IE N 1 N N N WR BERKLEY CORP SQOAGCLKBDWNVYV1OV80 084423102 10000 NS USD 691000 0.0836131227 Long EC CORP US N 1 N N N WW GRAINGER INC 549300TWZSP6O1IH2V34 384802104 3400 NS USD 1150968 0.1392706637 Long EC CORP US N 1 N N N WYNN RESORTS LTD 254900CEKKWIHTEAB172 983134107 6500 NS USD 902655 0.1092240279 Long EC CORP US N 1 N N N XEROX HOLDINGS CORP N/A 98421M106 12200 NS USD 449814 0.0544288758 Long EC CORP US N 1 N N N XILINX INC 6EY4K7ZMF9UX1CU6KC79 983919101 11900 NS USD 1163463 0.1407825971 Long EC CORP US N 1 N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956P102 9264 NS USD 1386635.52 0.1677871576 Long EC CORP US N 1 N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 989701107 10800 NS USD 560736 0.0678507785 Long EC CORP US N 1 N N N 2020-02-24 MML Series Investment Fund II /s/ Renee Hitchcock Renee Hitchcock Treasurer and CFO