0001398344-22-023692.txt : 20221129
0001398344-22-023692.hdr.sgml : 20221129
20221129171004
ACCESSION NUMBER: 0001398344-22-023692
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221129
DATE AS OF CHANGE: 20221129
PERIOD START: 20220930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MASSMUTUAL SELECT FUNDS
CENTRAL INDEX KEY: 0000916053
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08274
FILM NUMBER: 221433550
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
FORMER COMPANY:
FORMER CONFORMED NAME: MASSMUTUAL INSTITUTIONAL FUNDS
DATE OF NAME CHANGE: 19931213
0000916053
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MassMutual Mid Cap Value Fund
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Class R5
MLUSX
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Class I
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Class R4
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AXALTA COATING SYSTEMS LTD
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CORP
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COMMON STOCK USD.15
115637209
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USD
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CORP
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N
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BUILDERS FIRSTSOURCE INC
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COMMON STOCK USD.01
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CADENCE DESIGN SYS INC
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COMMON STOCK USD.01
127387108
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USD
17323.58
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CORP
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1
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N
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CAMDEN PROPERTY TRUST
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REIT USD.01
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USD
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CORP
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N
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CAMPBELL SOUP CO
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COMMON STOCK USD.0375
134429109
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USD
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CORP
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1
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N
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CAPITOL FEDERAL FINANCIAL IN
N/A
COMMON STOCK USD.01
14057J101
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USD
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CORP
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1
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N
N
CARDINAL HEALTH INC
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COMMON STOCK
14149Y108
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CORP
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N
1
N
N
N
CARLYLE GROUP INC/THE
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USD
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CORP
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CORP
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N
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CORP
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N
N
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COMMON STOCK USD.01
15189T107
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USD
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CORP
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N
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COMMON STOCK USD.01
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CORP
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N
1
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N
N
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COMMON STOCK USD.01
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USD
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CORP
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CHUBB LTD
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COMMON STOCK
H1467J104
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CORP
CH
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1
N
N
N
CLEVELAND CLIFFS INC
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COMMON STOCK USD.125
185899101
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USD
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CORP
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1
N
N
N
CNH INDUSTRIAL NV
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COMMON STOCK EUR.01
N20944109
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USD
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EC
CORP
NL
N
1
N
N
N
COMERICA INC
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COMMON STOCK USD5.0
200340107
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USD
478005.3
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Long
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CORP
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N
1
N
N
N
COMPAGNIE DE SAINT GOBAIN
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COMMON STOCK EUR4.0
738048909
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282956.85
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EC
CORP
FR
N
2
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
COMMON STOCK USD5.0
205887102
19948
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USD
650903.24
0.644069310251
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION ENERGY
549300F8Y20RYGNGV346
COMMON STOCK
21037T109
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USD
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0.20735545454
Long
EC
CORP
US
N
1
N
N
N
CORNING INC
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COMMON STOCK USD.5
219350105
18805
NS
USD
545721.1
0.539991493154
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EC
CORP
US
N
1
N
N
N
CORTEVA INC
549300WZN9I2QKLS0O94
COMMON STOCK USD.01
22052L104
11697
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USD
668483.55
0.661465041967
Long
EC
CORP
US
N
1
N
N
N
COTY INC CL A
549300BO9IWPF3S48F93
COMMON STOCK USD.01
222070203
1719
NS
USD
10864.08
0.010750016411
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EC
CORP
US
N
1
N
N
N
CULLEN/FROST BANKERS INC
529900V2E9G9AY665O34
COMMON STOCK USD.01
229899109
309
NS
USD
40855.98
0.040427027001
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EC
CORP
US
N
1
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
COMMON STOCK USD2.5
231021106
4779
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USD
972574.29
0.962363088143
Long
EC
CORP
US
N
1
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
9097.89
PA
USD
395.13
0.000390981471
N/A
DFE
US
N
N/A
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
8702.76
USD
8136.84
GBP
2022-12-30
395.13
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
70141.19
PA
USD
1375.87
0.001361424537
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
68765.32
USD
71062.49
EUR
2022-12-30
1375.87
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
3129.44
PA
USD
-86.77
-0.000085858989
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
3216.21
USD
33998.71
NOK
2022-12-30
-86.77
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2114306.03
PA
USD
-9725.83
-0.009623717067
N/A
DFE
US
N
N/A
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
2142077.26
EUR
2104580.2
USD
2022-12-30
-9725.83
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
97390.96
PA
USD
4541.36
0.004493679587
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
1058071.72
NOK
101932.32
USD
2022-12-30
4541.36
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
291009.68
PA
USD
3087.91
0.003055489574
N/A
DFE
US
N
N/A
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
260269.11
GBP
294097.59
USD
2022-12-30
3087.91
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
5343.33
PA
USD
-81.73
-0.000080871905
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
5425.06
USD
58050.85
NOK
2022-12-30
-81.73
N
N
N
Currency Forward Contract
N/A
FX Forward
N/A
2416.08
PA
USD
-8.71
-0.000008618552
N/A
DFE
US
N
N/A
UBS AG
BFM8T61CT2L1QCEMIK50
2424.79
USD
26248.73
NOK
2022-12-30
-8.71
N
N
N
DELL TECHNOLOGIES C
549300TJB5YBRUPOG437
COMMON STOCK
24703L202
2542
NS
USD
86860.14
0.085948182495
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
COMMON STOCK USD.01
24906P109
8092
NS
USD
229408.2
0.226999609251
Long
EC
CORP
US
N
1
N
N
N
DEVON ENERGY CORP
54930042348RKR3ZPN35
COMMON STOCK USD.1
25179M103
18197
NS
USD
1094185.61
1.08269759284
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
COMMON STOCK USD.01
25278X109
4770
NS
USD
574594.2
0.568561450191
Long
EC
CORP
US
N
1
N
N
N
DICK S SPORTING GOODS INC
529900SSBV5I4LWSK313
COMMON STOCK USD.01
253393102
753
NS
USD
78793.92
0.077966650936
Long
EC
CORP
US
N
1
N
N
DISH NETWORK CORP A
529900U350CWHH15G169
COMMON STOCK USD.01
25470M109
38400
NS
USD
531072
0.52549619623
Long
EC
CORP
US
N
1
N
N
N
DOCUSIGN INC
549300Q7PVDWRZ39JG09
COMMON STOCK USD.0001
256163106
61
NS
USD
3261.67
0.003227425242
Long
EC
CORP
US
N
1
N
N
N
DOLBY LABORATORIES INC CL A
549300X04FB2QPCJ5J24
COMMON STOCK USD.001
25659T107
2380
NS
USD
155057
0.153429033538
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CORP
US
N
1
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
COMMON STOCK USD.01
256746108
8563
NS
USD
1165424.3
1.153188337257
Long
EC
CORP
US
N
1
N
N
N
DROPBOX INC CLASS A
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COMMON STOCK USD.00001
26210C104
736
NS
USD
15249.92
0.015089808826
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
COMMON STOCK
233331107
4649
NS
USD
534867.45
0.529251797237
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
COMMON STOCK USD.001
26441C204
382
NS
USD
35533.64
0.035160567038
Long
EC
CORP
US
N
1
N
N
N
DUKE REALTY CORP
N/A
REIT USD.01
264411505
5546
NS
USD
267317.2
0.264510597032
Long
EC
CORP
US
N
1
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
COMMON STOCK USD.01
23355L106
9251
NS
USD
226464.48
0.224086795804
Long
EC
CORP
US
N
1
N
N
N
EAST WEST BANCORP INC
N/A
COMMON STOCK USD.001
27579R104
4866
NS
USD
326703.24
0.323273134181
Long
EC
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
COMMON STOCK
281020107
19279
NS
USD
1090805.82
1.079353287757
Long
EC
CORP
US
N
1
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
COMMON STOCK USD.01
285512109
2825
NS
USD
326880.75
0.323448780478
Long
EC
CORP
US
N
1
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
COMMON STOCK USD.01
29082K105
10187
NS
USD
293283.73
0.290204500578
Long
EC
CORP
US
N
1
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
COMMON STOCK USD.5
291011104
10324
NS
USD
755923.28
0.74798672926
Long
EC
CORP
US
N
1
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
COMMON STOCK USD.01
29261A100
532
NS
USD
24062.36
0.02380972571
Long
EC
CORP
US
N
1
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
COMMON STOCK USD.01
29364G103
5433
NS
USD
546722.79
0.540982666262
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS PARTNERS
K4CDIF4M54DJZ6TB4Q48
MLP
293792107
16793
NS
USD
399337.54
0.395144835883
Long
EC
CORP
US
N
1
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
COMMON STOCK
26884L109
10146
NS
USD
413449.5
0.40910863232
Long
EC
CORP
US
N
1
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
REIT USD.001
29444U700
809
NS
USD
460191.56
0.455359940492
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
COMMON STOCK USD.01
29452E101
20472
NS
USD
539437.2
0.533773568753
Long
EC
CORP
US
N
1
N
N
N
ESSEX PROPERTY TRUST INC
549300TR2H2VEFX0NC60
REIT USD.0001
297178105
1724
NS
USD
417604.52
0.413220028148
Long
EC
CORP
US
N
1
N
N
N
EURONET WORLDWIDE INC
YG3575C4DSHJPA5KET68
COMMON STOCK USD.02
298736109
601
NS
USD
45531.76
0.045053715292
Long
EC
CORP
US
N
1
N
N
N
EVERCORE INC A
529900P6KLPT95DW3W58
COMMON STOCK USD.01
29977A105
201
NS
USD
16532.25
0.016358675453
Long
EC
CORP
US
N
1
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
COMMON STOCK
30034W106
12186
NS
USD
723848.4
0.716248608187
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
COMMON STOCK USD5.0
30040W108
9303
NS
USD
725261.88
0.717647247851
Long
EC
CORP
US
N
1
N
N
N
EXPEDITORS INTL WASH INC
984500B055A804AB6E40
COMMON STOCK USD.01
302130109
5800
NS
USD
512198
0.506820357158
Long
EC
CORP
US
N
1
N
N
N
F5 INC
N/A
COMMON STOCK
315616102
2828
NS
USD
409296.44
0.404999175913
Long
EC
CORP
US
N
1
N
N
N
FEDEX CORP
549300E707U7WNPZN687
COMMON STOCK USD.1
31428X106
2200
NS
USD
326634
0.323204621142
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATIONAL FINANCIAL
549300CAZYIH39SYQ287
COMMON STOCK USD.0001
31620R303
18400
NS
USD
666080
0.659086727195
Long
EC
CORP
US
N
1
N
N
N
FIRST CITIZENS BCSHS CL A
549300N3Z00ZHE2XC526
COMMON STOCK USD1.0
31946M103
994
NS
USD
792645.42
0.784323318061
Long
EC
CORP
US
N
1
N
N
N
FIRST HAWAIIAN INC
5493002DJSH46F5OLV06
COMMON STOCK USD.01
32051X108
22176
NS
USD
546194.88
0.540460298868
Long
EC
CORP
US
N
1
N
N
N
FIRST INDUSTRIAL REALTY TR
N/A
REIT USD.01
32054K103
694
NS
USD
31098.14
0.030771636011
Long
EC
CORP
US
N
1
N
N
N
FIRST REPUBLIC BANK/CA
YWC0TIKBQM2JV8L4IV08
COMMON STOCK USD.01
33616C100
6310
NS
USD
823770.5
0.815121611225
Long
EC
CORP
US
N
1
N
N
N
FLEETCOR TECHNOLOGIES INC
549300DG6RR0NQSFLN74
COMMON STOCK USD.001
339041105
3300
NS
USD
581361
0.575257204553
Long
EC
CORP
US
N
1
N
N
N
FLEX LTD
549300EAQH74YHD07T53
COMMON STOCK
Y2573F102
21200
NS
USD
353192
0.349483784758
Long
EC
CORP
SG
N
1
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
COMMON STOCK USD.001
34959E109
380
NS
USD
18669.4
0.018473387198
Long
EC
CORP
US
N
1
N
N
N
FOX CORP CLASS A
549300DDU6FDRBIELS05
COMMON STOCK USD.01
35137L105
16300
NS
USD
500084
0.494833543842
Long
EC
CORP
US
N
1
N
N
N
FOX CORP CLASS B
549300DDU6FDRBIELS05
COMMON STOCK USD.01
35137L204
18609
NS
USD
530356.5
0.524788208371
Long
EC
CORP
US
N
1
N
N
N
GAMING AND LEISURE PROPERTIE
5493006GWRDBCZYWTM57
REIT
36467J108
15237
NS
USD
674084.88
0.667007562771
Long
EC
CORP
US
N
1
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
COMMON STOCK USD.0005
366651107
77
NS
USD
21305.13
0.021081444277
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
COMMON STOCK
37940X102
6000
NS
USD
648300
0.641493402055
Long
EC
CORP
US
N
1
N
N
N
GODADDY INC CLASS A
N/A
COMMON STOCK USD.001
380237107
2875
NS
USD
203780
0.201640483527
Long
EC
CORP
US
N
1
N
N
N
GRAPHIC PACKAGING HOLDING CO
N/A
COMMON STOCK USD.01
388689101
27500
NS
USD
542850
0.537150537259
Long
EC
CORP
US
N
1
N
N
N
HANOVER INSURANCE GROUP INC/
JJYR6MFKFF6CF8DBZ078
COMMON STOCK USD.01
410867105
2496
NS
USD
319837.44
0.316479419235
Long
EC
CORP
US
N
1
N
N
N
HARTFORD FINANCIAL SVCS GRP
IU7C3FTM7Y3BQM112U94
COMMON STOCK USD.01
416515104
9847
NS
USD
609923.18
0.603519505985
Long
EC
CORP
US
N
1
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
COMMON STOCK USD.01
40412C101
193
NS
USD
35471.47
0.03509904977
Long
EC
CORP
US
N
1
N
N
N
HEALTHCARE REALTY TRUST INC
549300L0I14L7I0VLX84
REIT USD.01
42226K105
6337
NS
USD
132126.45
0.130739234786
Long
EC
CORP
US
N
1
N
N
N
HEALTHPEAK PROPERTIES INC
PZ9HF5U52KPF0MH0QN75
REIT USD1.0
42250P103
22975
NS
USD
526587
0.521058284911
Long
EC
CORP
US
N
1
N
N
N
HEARTLAND EXPRESS INC
5299005V45FZIQGLOG39
COMMON STOCK USD.01
422347104
16793
NS
USD
240307.83
0.237784802417
Long
EC
CORP
US
N
1
N
N
N
HENKEL AG + CO KGAA VOR PREF
549300VZCL1HTH4O4Y49
PREFERENCE
507670909
5365
NS
320678.59
0.317311737876
Long
EP
CORP
DE
N
2
N
N
N
HENRY SCHEIN INC
VGO3WGL8H45T73F4RR92
COMMON STOCK USD.01
806407102
16964
NS
USD
1115722.28
1.104008146144
Long
EC
CORP
US
N
1
N
N
N
HF SINCLAIR CORP
N/A
COMMON STOCK
403949100
8373
NS
USD
450802.32
0.446069279517
Long
EC
CORP
US
N
1
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
COMMON STOCK USD.01
436440101
12247
NS
USD
790176.44
0.781880260248
Long
EC
CORP
US
N
1
N
N
N
HOST HOTELS + RESORTS INC
N6EL63S0K3PB1YFTDI24
REIT USD.01
44107P104
30657
NS
USD
486833.16
0.481721826379
Long
EC
CORP
US
N
1
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
COMMON STOCK USD.01
40434L105
30672
NS
USD
764346.24
0.756321255353
Long
EC
CORP
US
N
1
N
N
N
HUBBELL INC
54930088VDQ6840Y6597
COMMON STOCK USD.01
443510607
365
NS
USD
81395
0.080540421811
Long
EC
CORP
US
N
1
N
N
N
HUNTINGTON INGALLS INDUSTRIE
5TZLZ6WJTBVJ0QWBG121
COMMON STOCK USD.01
446413106
5317
NS
USD
1177715.5
1.165350490124
Long
EC
CORP
US
N
1
N
N
N
HUNTSMAN CORP
5299000V56320A7RIQ67
COMMON STOCK USD.01
447011107
1047
NS
USD
25693.38
0.025423621389
Long
EC
CORP
US
N
1
N
N
N
IAC INC
549300TO56L57RP6P031
COMMON STOCK USD.0001
44891N208
9700
NS
USD
537186
0.531546004436
Long
EC
CORP
US
N
1
N
N
N
IMI PLC
2138002W9Q21PF751R30
COMMON STOCK GBP.2857
BGLP8L902
13525
NS
167800.74
0.166038975119
Long
EC
CORP
GB
N
2
N
N
N
INCYTE CORP
549300Z4WN6JVZ3T4680
COMMON STOCK USD.001
45337C102
1815
NS
USD
120951.6
0.119681711195
Long
EC
CORP
US
N
1
N
N
N
INTERPUBLIC GROUP OF COS INC
5493008IUOJ5VWTRC333
COMMON STOCK USD.1
460690100
18167
NS
USD
465075.2
0.460192306431
Long
EC
CORP
US
N
1
N
N
N
IQVIA HOLDINGS INC
549300W3R20NM4KQPH86
COMMON STOCK USD.01
46266C105
78
NS
USD
14128.92
0.013980578371
Long
EC
CORP
US
N
1
N
N
N
ISHARES RUSSELL MID CAP VALUE
5493005J0UKEGJC13J47
ISHARES RUSSELL MID CAP VALU
464287473
6717
NS
USD
645167.85
0.638394136962
Long
EC
RF
US
N
1
N
N
N
JAZZ PHARMACEUTICALS PLC
635400GAUMJCLEZRRV50
COMMON STOCK USD.0001
G50871105
678
NS
USD
90370.62
0.089421805444
Long
EC
CORP
IE
N
1
N
N
N
JBG SMITH PROPERTIES
549300HHIW6GDQCPEC54
REIT USD.01
46590V100
33143
NS
USD
615796.94
0.609331596507
Long
EC
CORP
US
N
1
N
N
N
JM SMUCKER CO/THE
5493000WDH6A0LHDJD55
COMMON STOCK
832696405
3822
NS
USD
525181.02
0.519667066504
Long
EC
CORP
US
N
1
N
N
N
JONES LANG LASALLE INC
6SYKCME112RT8TQUO411
COMMON STOCK USD.01
48020Q107
2671
NS
USD
403507.97
0.399271479919
Long
EC
CORP
US
N
1
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
COMMON STOCK USD.00001
48203R104
5391
NS
USD
140812.92
0.139334504248
Long
EC
CORP
US
N
1
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
COMMON STOCK USD.25
487836108
602
NS
USD
41935.32
0.04149503485
Long
EC
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
COMMON STOCK USD1.0
493267108
33807
NS
USD
541588.14
0.535901925715
Long
EC
CORP
US
N
1
N
N
N
KIMBERLY CLARK CORP
MP3J6QPYPGN75NVW2S34
COMMON STOCK USD1.25
494368103
4822
NS
USD
542667.88
0.536970329364
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
COMMON STOCK USD.01
49456B101
36500
NS
USD
607360
0.600983237192
Long
EC
CORP
US
N
1
N
N
N
KIRBY CORP
I7NO6FZO5GUCG585T325
COMMON STOCK USD.1
497266106
318
NS
USD
19324.86
0.019121965426
Long
EC
CORP
US
N
1
N
N
N
KNIGHT SWIFT TRANSPORTATION
N/A
COMMON STOCK USD.01
499049104
819
NS
USD
40073.67
0.039652930589
Long
EC
CORP
US
N
1
N
N
N
KONINKLIJKE AHOLD DELHAIZE N
724500C9GNBV20UYRX36
COMMON STOCK EUR.01
BD0Q39902
25115
NS
639527.08
0.632812590244
Long
EC
CORP
NL
N
2
N
N
N
KONINKLIJKE PHILIPS NVR NY
H1FJE8H61JGM1JSGM897
NY REG SHRS
500472303
33100
NS
USD
509409
0.504060639283
Long
EC
CORP
NL
N
1
N
N
N
KRAFT HEINZ CO/THE
N/A
COMMON STOCK USD.01
500754106
12000
NS
USD
400200
0.395998240787
Long
EC
CORP
US
N
1
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
COMMON STOCK USD1.0
501044101
14180
NS
USD
620375
0.613861590775
Long
EC
CORP
US
N
1
N
N
N
LABORATORY CRP OF AMER HLDGS
OZ7UA8IXAIFILY2VZH07
COMMON STOCK USD.1
50540R409
5864
NS
USD
1201005.84
1.188396301387
Long
EC
CORP
US
N
1
N
N
N
LIBERTY BROADBAND C
549300MIX43II8JLN536
COMMON STOCK USD.01
530307305
11900
NS
USD
878220
0.868999437841
Long
EC
CORP
US
N
1
N
N
N
LIBERTY GLOBAL PLC A
549300BSGXG3QLIQYT84
COMMON STOCK USD.01
G5480U104
34900
NS
USD
544091
0.538378507816
Long
EC
CORP
GB
N
1
N
N
N
LIBERTY MEDIA COR SIRIUSXM C
549300ZKUTPIBZLWLL89
TRACKING STK USD.01
531229607
19800
NS
USD
746658
0.73881872681
Long
EC
CORP
US
N
1
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
COMMON STOCK USD.01
501889208
15400
NS
USD
726110
0.718486463313
Long
EC
CORP
US
N
1
N
N
N
LOEWS CORP
R8V1FN4M5ITGZOG7BS19
COMMON STOCK USD.01
540424108
7400
NS
USD
368816
0.364943746062
Long
EC
CORP
US
N
1
N
N
N
LOUISIANA PACIFIC CORP
549300C7E2UAO5BVRR75
COMMON STOCK USD1.0
546347105
7263
NS
USD
371792.97
0.367889460412
Long
EC
CORP
US
N
1
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
COMMON STOCK USD.001
55024U109
2661
NS
USD
182464.77
0.180549045291
Long
EC
CORP
US
N
1
N
N
N
LYONDELLBASELL INDU CL A
BN6WCCZ8OVP3ITUUVN49
COMMON STOCK EUR.04
N53745100
7600
NS
USD
572128
0.566121143191
Long
EC
CORP
NL
N
1
N
N
N
MACY S INC
529900NZQ81TIOW3CW52
COMMON STOCK USD.01
55616P104
14624
NS
USD
229158.08
0.226752115298
Long
EC
CORP
US
N
1
N
N
N
MANHATTAN ASSOCIATES INC
529900Q1GJP7KD52SW51
COMMON STOCK USD.01
562750109
229
NS
USD
30463.87
0.030144025306
Long
EC
CORP
US
N
1
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
COMMON STOCK USD1.0
565849106
26736
NS
USD
603698.88
0.597360555835
Long
EC
CORP
US
N
1
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
COMMON STOCK
570535104
500
NS
USD
542110
0.536418306629
Long
EC
CORP
US
N
1
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
COMMON STOCK USD1.0
574599106
9409
NS
USD
439306.21
0.434693868883
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
COMMON STOCK USD.01
58155Q103
51
NS
USD
17333.37
0.017151384375
Long
EC
CORP
US
N
1
N
N
N
MICHELIN (CGDE)
549300SOSI58J6VIW052
COMMON STOCK EUR.5
BPBPJ0907
8113
NS
180748.81
0.17885110141
Long
EC
CORP
FR
N
2
N
N
N
MID AMERICA APARTMENT COMM
549300FQZKFR5YNSHZ21
REIT USD.01
59522J103
3299
NS
USD
511575.93
0.506204818363
Long
EC
CORP
US
N
1
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
COMMON STOCK USD.001
60855R100
911
NS
USD
300484.24
0.297329411355
Long
EC
CORP
US
N
1
N
N
N
MOLSON COORS BEVERAGE CO B
54930073LBBH6ZCBE225
COMMON STOCK USD.01
60871R209
13500
NS
USD
647865
0.641062969184
Long
EC
CORP
US
N
1
N
N
N
MONDI PLC
213800LOZA69QFDC9N34
COMMON STOCK EUR.2
B1CRLC906
10745
NS
165973.73
0.164231147169
Long
EC
CORP
GB
N
2
N
N
N
MOSAIC CO/THE
2YD5STGSJNMUB7H76907
COMMON STOCK USD.01
61945C103
8300
NS
USD
401139
0.396927382087
Long
EC
CORP
US
N
1
N
N
N
MSC INDUSTRIAL DIRECT CO A
0XVKH0LN6YGOWO2EGO17
COMMON STOCK USD.001
553530106
7301
NS
USD
531585.81
0.526004611663
Long
EC
CORP
US
N
1
N
N
N
NEWS CORP CLASS A
549300ITS31QK8VRBQ14
COMMON STOCK USD.01
65249B109
37317
NS
USD
563859.87
0.557939821515
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
COMMON STOCK USD.01
65473P105
25100
NS
USD
632269
0.625630713903
Long
EC
CORP
US
N
1
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
COMMON STOCK USD1.666666
665859104
17022
NS
USD
1456402.32
1.441111335827
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
COMMON STOCK USD.01
668074305
10222
NS
USD
503740.16
0.498451317276
Long
EC
CORP
US
N
1
N
N
N
NVENT ELECTRIC PLC
N/A
COMMON STOCK USD.01
G6700G107
24017
NS
USD
759177.37
0.751206654086
Long
EC
CORP
IE
N
1
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
COMMON STOCK USD.01
670837103
17100
NS
USD
623466
0.616920137907
Long
EC
CORP
US
N
1
N
N
N
OLD REPUBLIC INTL CORP
N/A
COMMON STOCK USD1.0
680223104
18000
NS
USD
376740
0.37278455081
Long
EC
CORP
US
N
1
N
N
N
OLIN CORP
549300GKK294V7W57P06
COMMON STOCK USD1.0
680665205
19163
NS
USD
821709.44
0.8130821906
Long
EC
CORP
US
N
1
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
COMMON STOCK
683715106
6233
NS
USD
164800.52
0.163070254875
Long
EC
CORP
CA
N
1
N
N
N
ORGANON + CO
549300AMCKY57OK2CO56
COMMON STOCK USD.01
68622V106
14500
NS
USD
339300
0.335737638928
Long
EC
CORP
US
N
1
N
N
N
ORKLA ASA
549300PZS8G8RG6RVZ52
COMMON STOCK NOK1.25
B1VQF4902
14211
NS
103184.83
0.102101477151
Long
EC
CORP
NO
N
2
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
COMMON STOCK USD.01
688239201
10363
NS
USD
728415.27
0.720767529941
Long
EC
CORP
US
N
1
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
COMMON STOCK USD.001
690742101
3507
NS
USD
275685.27
0.272790809423
Long
EC
CORP
US
N
1
N
N
N
P G + E CORP
8YQ2GSDWYZXO2EDN3511
COMMON STOCK
69331C108
6681
NS
USD
83512.5
0.082635689864
Long
EC
CORP
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
COMMON STOCK USD1.0
693718108
1936
NS
USD
162023.84
0.16032272765
Long
EC
CORP
US
N
1
N
N
N
PACKAGING CORP OF AMERICA
549300XZP8MFZFY8TJ84
COMMON STOCK USD.01
695156109
4887
NS
USD
548761.23
0.542999704378
Long
EC
CORP
US
N
1
N
N
N
PARKER HANNIFIN CORP
5493002CONDB4N2HKI23
COMMON STOCK USD.5
701094104
2332
NS
USD
565066.92
0.559134198518
Long
EC
CORP
US
N
1
N
N
N
PERRIGO CO PLC
549300IFOQS6R1QLY196
COMMON STOCK EUR.001
G97822103
19100
NS
USD
681106
0.67395496699
Long
EC
CORP
IE
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
COMMON STOCK
718546104
2183
NS
USD
176211.76
0.174361686572
Long
EC
CORP
US
N
1
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
COMMON STOCK
723484101
6400
NS
USD
412864
0.408529279571
Long
EC
CORP
US
N
1
N
N
N
PIONEER NATURAL RESOURCES CO
FY8JBF7CCL2VE4F1B628
COMMON STOCK USD.01
723787107
592
NS
USD
128185.76
0.126839918676
Long
EC
CORP
US
N
1
N
N
N
POLARIS INC
549300QJSN8UVWN1EI78
COMMON STOCK USD.01
731068102
386
NS
USD
36920.9
0.03653326199
Long
EC
CORP
US
N
1
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
COMMON STOCK USD.01
737446104
10100
NS
USD
827291
0.818605148973
Long
EC
CORP
US
N
1
N
N
N
PREMIER INC CLASS A
N/A
COMMON STOCK USD.01
74051N102
625
NS
USD
21212.5
0.020989786813
Long
EC
CORP
US
N
1
N
N
N
PROSPERITY BANCSHARES INC
549300D003QRZFSQ4N43
COMMON STOCK USD1.0
743606105
6991
NS
USD
466159.88
0.461265598215
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
REIT USD.1
74460D109
754
NS
USD
220778.74
0.218460751232
Long
EC
CORP
US
N
1
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
COMMON STOCK USD1.0
693656100
2653
NS
USD
118854.4
0.117606530009
Long
EC
CORP
US
N
1
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
COMMON STOCK USD.01
74834L100
10135
NS
USD
1243463.15
1.230407845786
Long
EC
CORP
US
N
1
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
COMMON STOCK USD.01
751212101
248
NS
USD
21062.64
0.020841500216
Long
EC
CORP
US
N
1
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
COMMON STOCK USD.01
75281A109
2320
NS
USD
58603.2
0.057987916303
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REIT USD1.0
756109104
7901
NS
USD
459838.2
0.455010290471
Long
EC
CORP
US
N
1
N
N
N
REGENCY CENTERS CORP
5493008PTR2GAOYBXW28
REIT USD.01
758849103
8218
NS
USD
442539.3
0.437893014191
Long
EC
CORP
US
N
1
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
COMMON STOCK USD.01
7591EP100
28243
NS
USD
566837.01
0.56088570408
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GROUP OF AMERICA
LORM1GNEU1DKEW527V90
COMMON STOCK USD.01
759351604
7446
NS
USD
936781.26
0.926945854478
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
COMMON STOCK USD.01
760759100
1346
NS
USD
183109.84
0.181187342606
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
85748R009
2750892.56
PA
USD
2750892.56
2.72201053062
Long
RA
CORP
US
N
1
Repurchase
N
0.83
2022-10-03
2860700
USD
2806097.37
USD
UST
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
COMMON STOCK USD.01
778296103
7600
NS
USD
640452
0.633727799372
Long
EC
CORP
US
N
1
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
COMMON STOCK USD.5
783549108
1979
NS
USD
149394.71
0.147826192761
Long
EC
CORP
US
N
1
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
REIT USD.01
78410G104
319
NS
USD
90803.35
0.089849992148
Long
EC
CORP
US
N
1
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
COMMON STOCK USD.1
81211K100
10464
NS
USD
465752.64
0.460862633888
Long
EC
CORP
US
N
1
N
N
N
SMITH (A.O.) CORP
549300XG4US7UJNECY36
COMMON STOCK USD1.0
831865209
6160
NS
USD
299252.8
0.296110900426
Long
EC
CORP
US
N
1
N
N
N
SODEXO SA
969500LCBOG12HXPYM84
COMMON STOCK EUR4.0
706271905
4237
NS
318661.76
0.315316082874
Long
EC
CORP
FR
N
2
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
COMMON STOCK
835495102
3578
NS
USD
202979.94
0.200848823476
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
COMMON STOCK USD1.0
844741108
18305
NS
USD
564526.2
0.558599155618
Long
EC
CORP
US
N
1
N
N
N
SPIRE INC
549300NXSY15DRY2R511
COMMON STOCK USD1.0
84857L101
9894
NS
USD
616693.02
0.61021826843
Long
EC
CORP
US
N
1
N
N
N
SS+C TECHNOLOGIES HOLDINGS
529900POY8H7NPPNKK71
COMMON STOCK USD.01
78467J100
3500
NS
USD
167125
0.165370329814
Long
EC
CORP
US
N
1
N
N
N
STANLEY BLACK + DECKER INC
549300DJ09SMTO561131
COMMON STOCK USD2.5
854502101
1579
NS
USD
118756.59
0.117509746931
Long
EC
CORP
US
N
1
N
N
N
State Street Navigator Securities Lending Trust
5493005HD34MZLK62085
Prime Portfolio
638995910
68960.5
NS
USD
68960.5
0.068236473473
Long
STIV
RF
US
N
1
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
COMMON STOCK USD.15
860630102
3858
NS
USD
200268.78
0.198166128347
Long
EC
CORP
US
N
1
N
N
N
SYNOPSYS INC
QG7T915N9S0NY5UKNE63
COMMON STOCK USD.01
871607107
448
NS
USD
136868.48
0.135431477509
Long
EC
CORP
US
N
1
N
N
N
T ROWE PRICE GROUP INC
549300SIV6FPS9Y7IH33
COMMON STOCK USD.2
74144T108
5506
NS
USD
578185.06
0.572114609219
Long
EC
CORP
US
N
1
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
COMMON STOCK USD.01
876030107
13342
NS
USD
379313.06
0.375330595871
Long
EC
CORP
US
N
1
N
N
N
TE CONNECTIVITY LTD
894500ZRIX9K13RHXR17
COMMON STOCK CHF.57
H84989104
3040
NS
USD
335494.4
0.331971994487
Long
EC
CORP
CH
N
1
N
N
N
TERADATA CORP
549300JU9SOUHV4U4R71
COMMON STOCK USD.01
88076W103
409
NS
USD
12703.54
0.012570163648
Long
EC
CORP
US
N
1
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
COMMON STOCK USD.125
880770102
1100
NS
USD
82665
0.081797087893
Long
EC
CORP
US
N
1
N
N
N
TETRA TECH INC
549300UJ1LP7JGJC5P32
COMMON STOCK USD.01
88162G103
166
NS
USD
21335.98
0.021111970378
Long
EC
CORP
US
N
1
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
COMMON STOCK USD.125
883203101
9509
NS
USD
553994.34
0.548177871179
Long
EC
CORP
US
N
1
N
N
N
TOLL BROTHERS INC
529900JB6IS9MSZGVR44
COMMON STOCK USD.01
889478103
345
NS
USD
14490
0.014337867339
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
COMMON STOCK USD5.0
89832Q109
13429
NS
USD
584698.66
0.578559821965
Long
EC
CORP
US
N
1
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
REIT USD.01
902653104
6018
NS
USD
251010.78
0.248375380556
Long
EC
CORP
US
N
1
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
COMMON STOCK
902681105
15700
NS
USD
507581
0.502251831726
Long
EC
CORP
US
N
1
N
N
N
UMPQUA HOLDINGS CORP
5299002ENJ7CY215BW86
COMMON STOCK
904214103
1148
NS
USD
19619.32
0.019413333847
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES HOLDINGS INC
98450079DA0B78DD6764
COMMON STOCK USD.01
910047109
15520
NS
USD
504865.6
0.499564941114
Long
EC
CORP
US
N
1
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
COMMON STOCK USD1.0
912909108
24204
NS
USD
438576.48
0.433971800426
Long
EC
CORP
US
N
1
N
N
N
UNITED THERAPEUTICS CORP
5299005C4HZL4UWROC14
COMMON STOCK USD.01
91307C102
600
NS
USD
125628
0.124309012977
Long
EC
CORP
US
N
1
N
N
N
UNIVERSAL HEALTH SERVICES B
549300YGMGQDO0NMJD09
COMMON STOCK USD.01
913903100
6156
NS
USD
542836.08
0.537136763408
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
COMMON STOCK USD.01
902973304
6094
NS
USD
245710.08
0.243130333392
Long
EC
CORP
US
N
1
N
N
N
VICI PROPERTIES INC
254900RKH6RY9KCJQH63
REIT USD.01
925652109
3792
NS
USD
113191.2
0.112002788787
Long
EC
CORP
US
N
1
N
N
N
VINCI SA
213800WFQ334R8UXUG83
COMMON STOCK EUR2.5
B1XH02900
3471
NS
278809.59
0.275882326723
Long
EC
CORP
FR
N
2
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
COMMON STOCK USD.01
92840M102
29400
NS
USD
617400
0.610917825742
Long
EC
CORP
US
N
1
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
COMMON STOCK USD.0001
928881101
27302
NS
USD
456216.42
0.451426536077
Long
EC
CORP
US
N
1
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
COMMON STOCK USD.01
929089100
516
NS
USD
31218
0.030890237583
Long
EC
CORP
US
N
1
N
N
N
WARNER BROS DISCOVERY INC
5493006ZCRFWKF6B1K26
COMMON STOCK
934423104
34927
NS
USD
401660.5
0.397443406781
Long
EC
CORP
US
N
1
N
N
N
WESTAMERICA BANCORPORATION
N/A
COMMON STOCK
957090103
4195
NS
USD
219356.55
0.217053493016
Long
EC
CORP
US
N
1
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
COMMON STOCK USD.01
958102105
17100
NS
USD
556605
0.550761121472
Long
EC
CORP
US
N
1
N
N
N
WESTROCK CO
549300JEB576INN13W07
COMMON STOCK
96145D105
13281
NS
USD
410250.09
0.4059428134
Long
EC
CORP
US
N
1
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
REIT USD1.25
962166104
3507
NS
USD
100159.92
0.09910832613
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
COMMON STOCK USD1.0
969457100
24400
NS
USD
698572
0.691237588863
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS SONOMA INC
549300IARG6YWVTZ1I92
COMMON STOCK USD.01
969904101
1226
NS
USD
144484.1
0.142967139984
Long
EC
CORP
US
N
1
N
N
N
WILLIS TOWERS WATSON PLC
549300WHC56FF48KL350
COMMON STOCK USD.000304635
G96629103
2000
NS
USD
401880
0.397660602218
Long
EC
CORP
IE
N
1
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
REIT USD.001
92936U109
2681
NS
USD
187133.8
0.185169054452
Long
EC
CORP
US
N
1
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
COMMON STOCK USD2.5
98389B100
9680
NS
USD
619520
0.613015567547
Long
EC
CORP
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
COMMON STOCK USD.01
98956P102
12303
NS
USD
1286278.65
1.272773819495
Long
EC
CORP
US
N
1
N
N
N
2022-11-29
MASSMUTUAL SELECT FUNDS
/s/ Renee Hitchcock
Renee Hitchcock
Treasurer and CFO