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 S000013194 MassMutual Mid Cap Value Fund C000035486 Class A MLUAX C000035487 Administrative Class MLULX C000035488 Class R3 MLUNX C000035489 Class R5 MLUSX C000035490 Service Class MLUYX C000108422 Class I MLUZX C000140389 Class R4 MLUFX NPORT-P 1 primary_doc.xml NPORT-P false 0000916053 XXXXXXXX S000013194 C000035486 C000035487 C000035488 C000035489 C000035490 C000108422 C000140389 MASSMUTUAL SELECT FUNDS 811-08274 0000916053 PJVR01EN4PJWVNUIQ236 1295 State Street Springfield 01111-0001 4137441000 MassMutual Mid Cap Value Fund S000013194 549300IIX63KTQHRGE14 2022-09-30 2022-09-30 N 104797764.12 3736709.1 101061055.02 0 0 0 0 0 0 0 0 0 0 0 0 0 337.51 UST ADVANCE AUTO PARTS INC 529900UCNQ5H9FSL0Y70 COMMON STOCK USD.0001 00751Y106 3695 NS USD 577676.3 0.571611190766 Long EC CORP US N 1 N N N AFFILIATED MANAGERS GROUP 2JE75BUE3T1BLCYYGK54 COMMON STOCK USD.01 008252108 1872 NS USD 209383.2 0.207184854699 Long EC CORP US N 1 N N N AFLAC INC 549300N0B7DOGLXWPP39 COMMON STOCK USD.1 001055102 6315 NS USD 354903 0.351176820715 Long EC CORP US N 1 N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 COMMON STOCK USD.01 00846U101 165 NS USD 20055.75 0.019845181703 Long EC CORP US N 1 N N N AKZO NOBEL N.V. 724500XYIJUGXAA5QD70 COMMON STOCK EUR.5 BJ2KSG907 5854 NS 330142.83 0.326676611415 Long EC CORP NL N 2 N N N ALASKA AIR GROUP INC 529900G48RT4KWLC6C27 COMMON STOCK USD.01 011659109 672 NS USD 26308.8 0.026032580003 Long EC CORP US N 1 N N N ALLEGHANY CORP 549300DCJE6AYX159479 COMMON STOCK USD1.0 017175100 1400 NS USD 1175118 1.162780261662 Long EC CORP US N 1 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 COMMON STOCK USD.01 020002101 11619 NS USD 1446914.07 1.431722704373 Long EC CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 COMMON STOCK USD.01 02005N100 15800 NS USD 439714 0.435097377435 Long EC CORP US N 1 N N N ALTICE USA INC A 54930064K3612MGCER95 COMMON STOCK USD.01 02156K103 39300 NS USD 229119 0.226713445604 Long EC CORP US N 1 N N N AMCOR PLC 549300GSODGFCDQ3DI89 COMMON STOCK USD.01 G0250X107 20429 NS USD 219203.17 0.216901723376 Long EC CORP JE N 1 N N N AMDOCS LTD 549300B3YQBCA32O1V43 COMMON STOCK GBP.0001 G02602103 3686 NS USD 292852.7 0.289777996026 Long EC CORP GG N 1 N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 COMMON STOCK USD.01 03076C106 3435 NS USD 865448.25 0.85636178034 Long EC CORP US N 1 N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 COMMON STOCK USD.01 03073E105 9556 NS USD 1293213.48 1.279635839685 Long EC CORP US N 1 N N N ANNALY CAPITAL MANAGEMENT IN 2DTL0G3FPRYUT58TI025 REIT USD.01 035710839 26250 NS USD 450450 0.445720658577 Long EC CORP US N 1 N N N APA CORP N/A COMMON STOCK USD.625 03743Q108 15727 NS USD 537706.13 0.532060673514 Long EC CORP US N 1 N N N APARTMENT INCOME REIT CO N/A REIT USD.01 03750L109 7784 NS USD 300618.08 0.297461846149 Long EC CORP US N 1 N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 COMMON STOCK USD.01 038222105 1708 NS USD 139936.44 0.138467226542 Long EC CORP US N 1 N N N APTIV PLC N/A COMMON STOCK USD.01 G6095L109 1431 NS USD 111918.51 0.110743460948 Long EC CORP JE N 1 N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 COMMON STOCK USD.01 G0450A105 15800 NS USD 719532 0.711977526712 Long EC CORP BM N 1 N N N ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 COMMON STOCK 039483102 205 NS USD 16492.25 0.016319095419 Long EC CORP US N 1 N N N ATKORE INC 52990002TI38AM4RPV48 COMMON STOCK USD.01 047649108 2096 NS USD 163089.76 0.161377456398 Long EC CORP US N 1 N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 COMMON STOCK 049560105 839 NS USD 85452.15 0.084554975191 Long EC CORP US N 1 N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 COMMON STOCK USD1.0 053611109 204 NS USD 33190.8 0.032842324863 Long EC CORP US N 1 N N N AXALTA COATING SYSTEMS LTD 529900AGLPA40GV6H619 COMMON STOCK USD1.0 G0750C108 14673 NS USD 309013.38 0.305769002648 Long EC CORP BM N 1 N N N AXIS CAPITAL HOLDINGS LTD 5299007YZU978DE0ZY32 COMMON STOCK USD.0125 G0692U109 409 NS USD 20102.35 0.019891292443 Long EC CORP BM N 1 N N N BAKER HUGHES CO 549300XU3XH6F05YEQ93 COMMON STOCK USD.0001 05722G100 11440 NS USD 239782.4 0.237264888985 Long EC CORP US N 1 N N N BANK OF NEW YORK MELLON CORP WFLLPEPC7FZXENRZV188 COMMON STOCK USD.01 064058100 23313 NS USD 898016.76 0.888588348719 Long EC CORP US N 1 N N N BATH + BODY WORKS INC GR3KVMWVCR54YWQNXU90 COMMON STOCK USD.5 070830104 12076 NS USD 393677.6 0.389544320433 Long EC CORP US N 1 N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 COMMON STOCK USD1.0 071813109 3825 NS USD 206014.5 0.20385152318 Long EC CORP US N 1 N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 COMMON STOCK USD.01 073685109 2091 NS USD 114419.52 0.113218212473 Long EC CORP US N 1 N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 COMMON STOCK USD1.0 075887109 865 NS USD 192747.95 0.190724260658 Long EC CORP US N 1 N N N BERRY GLOBAL GROUP INC 549300G6KKUMMXM8NH73 COMMON STOCK USD.01 08579W103 3000 NS USD 139590 0.138124423867 Long EC CORP US N 1 N N N BORGWARNER INC 549300DSFX2IE88NSX47 COMMON STOCK USD.01 099724106 16954 NS USD 532355.6 0.526766319523 Long EC CORP US N 1 N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 COMMON STOCK USD.01 103304101 660 NS USD 31449 0.03111881228 Long EC CORP US N 1 N N N BROWN FORMAN CORP CLASS B 549300873K3LXF7ARU34 COMMON STOCK USD.15 115637209 1380 NS USD 91866.6 0.090902078928 Long EC CORP US N 1 N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 COMMON STOCK USD.01 12008R107 5500 NS USD 324060 0.320657645951 Long EC CORP US N 1 N N N CADENCE DESIGN SYS INC GCT7RXJOGLXPV0NXZY22 COMMON STOCK USD.01 127387108 106 NS USD 17323.58 0.017141697162 Long EC CORP US N 1 N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 REIT USD.01 133131102 3994 NS USD 477083.3 0.472074331606 Long EC CORP US N 1 N N N CAMPBELL SOUP CO 5493007JDSMX8Z5Z1902 COMMON STOCK USD.0375 134429109 3008 NS USD 141736.96 0.140248842615 Long EC CORP US N 1 N N N CAPITOL FEDERAL FINANCIAL IN N/A COMMON STOCK USD.01 14057J101 17778 NS USD 147557.4 0.146008172951 Long EC CORP US N 1 N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 COMMON STOCK 14149Y108 10566 NS USD 704540.88 0.697143800706 Long EC CORP US N 1 N N N CARLYLE GROUP INC/THE 529900NGGVF94UK6PG95 COMMON STOCK USD1.0 14316J108 11190 NS USD 289149.6 0.286113775423 Long EC CORP US N 1 N N N CBRE GROUP INC A 52990016II9MJ2OSWA10 COMMON STOCK USD.01 12504L109 7972 NS USD 538189.72 0.532539186231 Long EC CORP US N 1 N N N CELANESE CORP 549300FHJQTDPPN41627 COMMON STOCK USD.0001 150870103 572 NS USD 51674.48 0.051131941963 Long EC CORP US N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 COMMON STOCK USD.001 15135B101 6700 NS USD 521327 0.515853510432 Long EC CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 COMMON STOCK USD.01 15189T107 16900 NS USD 476242 0.47124186454 Long EC CORP US N 1 N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 COMMON STOCK USD.01 125269100 151 NS USD 14533.75 0.014381158001 Long EC CORP US N 1 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 COMMON STOCK USD.01 165167735 4600 NS USD 433366 0.428816026029 Long EC CORP US N 1 N N CHUBB LTD E0JAN6VLUDI1HITHT809 COMMON STOCK H1467J104 962 NS USD 174968.56 0.173131539113 Long EC CORP CH N 1 N N N CLEVELAND CLIFFS INC 549300TM2WLI2BJMDD86 COMMON STOCK USD.125 185899101 20900 NS USD 281523 0.278567248229 Long EC CORP US N 1 N N N CNH INDUSTRIAL NV 549300WGC2HZ5J67V817 COMMON STOCK EUR.01 N20944109 25400 NS USD 283718 0.280739202598 Long EC CORP NL N 1 N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 COMMON STOCK USD5.0 200340107 6723 NS USD 478005.3 0.472986651391 Long EC CORP US N 1 N N N COMPAGNIE DE SAINT GOBAIN NFONVGN05Z0FMN5PEC35 COMMON STOCK EUR4.0 738048909 7934 NS 282956.85 0.279986044025 Long EC CORP FR N 2 N N N CONAGRA BRANDS INC 54930035UDEIH090K650 COMMON STOCK USD5.0 205887102 19948 NS USD 650903.24 0.644069310251 Long EC CORP US N 1 N N N CONSTELLATION ENERGY 549300F8Y20RYGNGV346 COMMON STOCK 21037T109 2519 NS USD 209555.61 0.20735545454 Long EC CORP US N 1 N N N CORNING INC 549300X2937PB0CJ7I56 COMMON STOCK USD.5 219350105 18805 NS USD 545721.1 0.539991493154 Long EC CORP US N 1 N N N CORTEVA INC 549300WZN9I2QKLS0O94 COMMON STOCK USD.01 22052L104 11697 NS 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 Long 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 Long EC CORP US N 1 N N N CUMMINS INC ZUNI8PYC725B6H8JU438 COMMON STOCK USD2.5 231021106 4779 NS 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 Long EC 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 549300JCDF7UAR6TJR51 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