# EDGAR Filing Document

**Accession Number:** 0000916053
**File Stem:** 0001410368-26-053576
**Filing Date:** 2026-5
**Character Count:** 84823
**Document Hash:** d0884f27233e959ede302e9b86315bb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053576.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053576

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASSMUTUAL SELECT FUNDS
- **CENTRAL INDEX KEY:** 0000916053

**ORGANIZATION NAME:**
- **EIN:** 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:** 261027357

**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

## Series and Classes Contracts Data

### MassMutual Diversified Value Fund (Series ID: S000003679)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000010282 | Class A              | MDDAX           |
| C000010283 | Administrative Class | MDDLX           |
| C000010284 | Class R3             | MDVNX           |
| C000010285 | Class R5             | MDVSX           |
| C000010286 | Service Class        | MDVYX           |
| C000140383 | Class I              | MDDIX           |
| C000140384 | Class R4             | MDDRX           |
| C000240796 | Class Y              | MMNBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** MASSMUTUAL SELECT FUNDS

- **b. Investment Company Act file number:** 811-08274

- **c. CIK number of Registrant:** 0000916053

- **d. LEI of Registrant:** PJVR01EN4PJWVNUIQ236

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1295 STATE STREET

  - **City:** SPRINGFIELD

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01111-0001

  - **Telephone number:** 413-744-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** MassMutual Diversified Value Fund

- **b. EDGAR series identifier (if any):** S000003679

- **c. LEI of Series:** 549300U0DJIT6OQPYF70

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $440866695.92

**Total Liabilities:** $4254645.20

**Net Assets:** $436612050.72

**Cash Not Reported:** $0.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010282 | 3.61%                | 3.02%                | -3.60%               |
| Class ID C000010283 | 3.77%                | 2.95%                | -3.64%               |
| Class ID C000010284 | 3.67%                | 2.95%                | -3.67%               |
| Class ID C000010285 | 3.61%                | 3.14%                | -3.60%               |
| Class ID C000010286 | 3.73%                | 3.01%                | -3.60%               |
| Class ID C000140383 | 3.77%                | 3.05%                | -3.53%               |
| Class ID C000140384 | 3.63%                | 3.02%                | -3.64%               |
| Class ID C000240796 | 3.60%                | 3.13%                | -3.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3537584.76              | $12296106.31                               |
| Month 2  | $6021618.88              | $7281350.34                                |
| Month 3  | $2732099.16              | $-20015034.21                              |

### Schedule of Portfolio Investments

| Name                                 | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Aflac Inc                            | Aflac Inc                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     20300 | NS      | $2227113.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                            | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3800 | NS      | $440306.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                         | AES Corp                                                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     36400 | NS      | $512876.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                             | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    263500 | NS      | $7638865.00   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                           | Acuity Inc                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $420330.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      6600 | NS      | $559812.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                       | Albemarle Corp                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      5300 | NS      | $951509.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                           | Alcoa Corp                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     11500 | NS      | $762795.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                  | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     13100 | NS      | $940056.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc    | Allison Transmission Holdings Inc                                           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1300 | NS      | $152178.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                    | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      6600 | NS      | $1368444.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                   | Ally Financial Inc                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      8300 | NS      | $325609.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                     | Altria Group Inc                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     86100 | NS      | $5681739.00   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                  | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     14500 | NS      | $4385960.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH      | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2600 | NS      | $332046.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc     | American International Group Inc                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     22000 | NS      | $1655500.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                          | Cencora Inc                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      8600 | NS      | $2701604.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc             | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3500 | NS      | $1555400.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                            | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     18000 | NS      | $6333300.00   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                | Antero Resources Corp                                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     13700 | NS      | $581428.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24400 | NS      | $556320.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                             | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     18100 | NS      | $768164.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Assurant Inc                         | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1800 | NS      | $392058.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                       | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $585780.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                  | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      3900 | NS      | $673452.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc     | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2700 | NS      | $265734.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                            | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     13700 | NS      | $809807.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                 | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    224000 | NS      | $10920000.00  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The     | Bank of New York Mellon Corp/The                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     25600 | NS      | $3036928.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                     | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     14200 | NS      | $941176.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                      | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     10700 | NS      | $686940.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc             | Bio-Rad Laboratories Inc                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       900 | NS      | $250875.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| BorgWarner Inc                       | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      9500 | NS      | $515470.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc           | CF Industries Holdings Inc                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      7300 | NS      | $947832.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                      | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     46900 | NS      | $3368358.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc               | CACI International Inc                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      1000 | NS      | $543870.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                     | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1800 | NS      | $600516.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                | Carlyle Group Inc/The                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      7600 | NS      | $367764.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp            | Cincinnati Financial Corp                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      5800 | NS      | $912630.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                        | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     54500 | NS      | $6180845.00   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc         | Citizens Financial Group Inc                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     13900 | NS      | $833583.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc           | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      3800 | NS      | $728612.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                         | Comcast Corp                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     42700 | NS      | $1225917.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                       | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     14500 | NS      | $1914000.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc             | Constellation Brands Inc                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      3700 | NS      | $555000.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                   | Cooper Cos Inc/The                                                          | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      4100 | NS      | $293150.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                      | Core & Main Inc                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $414960.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                           | Corpay Inc                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1400 | NS      | $407386.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                          | Corteva Inc                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     30300 | NS      | $2536413.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                   | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      5800 | NS      | $581450.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc             | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1600 | NS      | $219328.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                        | DR Horton Inc                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     14900 | NS      | $2044578.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                        | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      8500 | NS      | $1242870.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc               | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      5800 | NS      | $1137032.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                           | DaVita Inc                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      1400 | NS      | $215166.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                 | Deckers Outdoor Corp                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      3000 | NS      | $300270.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     17100 | NS      | $2806623.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                  | Delta Air Lines Inc                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     22900 | NS      | $1522392.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                    | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     32100 | NS      | $1615272.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc               | Diamondback Energy Inc                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     14700 | NS      | $2907513.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                        | Dillard's Inc                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       520 | NS      | $297497.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Walt Disney Co/The                   | Walt Disney Co/The                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     91700 | NS      | $8838046.00   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                  | Dollar General Corp                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      4600 | NS      | $546158.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                      | Dollar Tree Inc                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      9000 | NS      | $985590.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                           | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      3700 | NS      | $771265.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                     | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     27500 | NS      | $3600850.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                    | EOG Resources Inc                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     24200 | NS      | $3498594.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      4200 | NS      | $448392.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                             | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     23200 | NS      | $2111664.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1400 | NS      | $135422.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                           | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     11700 | NS      | $958464.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                         | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     12100 | NS      | $518969.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                    | Expedia Group Inc                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      5900 | NS      | $1362251.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                     | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    128000 | NS      | $21716480.00  | 4.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                   | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5600 | NS      | $3203928.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                           | FedEx Corp                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     12100 | NS      | $4309778.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                               | F5 Inc                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       900 | NS      | $260397.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc      | Fidelity National Financial Inc                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      8200 | NS      | $380316.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC     | First Citizens BancShares Inc/NC                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       500 | NS      | $942330.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                   | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     12700 | NS      | $289052.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                      | First Solar Inc                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      4800 | NS      | $946848.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                     | FirstEnergy Corp                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     29500 | NS      | $1494470.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                        | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    200700 | NS      | $2316078.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                             | Fox Corp                                                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     12500 | NS      | $730000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc       | GE HealthCare Technologies Inc                                              | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     11200 | NS      | $797216.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                        | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      9500 | NS      | $218880.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                          | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     19000 | NS      | $459800.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                | General Dynamics Corp                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     10200 | NS      | $3500844.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                    | General Motors Co                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     43100 | NS      | $3210950.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                     | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      7100 | NS      | $750825.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     40200 | NS      | $5602674.00   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                       | Globe Life Inc                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      2200 | NS      | $306174.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The          | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     11000 | NS      | $9305890.00   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                     | HF Sinclair Corp                                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      9400 | NS      | $586466.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                   | HCA Healthcare Inc                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     12200 | NS      | $5773528.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                       | Halliburton Co                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     43200 | NS      | $1684368.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc            | Halozyme Therapeutics Inc                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      5300 | NS      | $342539.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The     | Hartford Insurance Group Inc/The                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     10500 | NS      | $1419915.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                           | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      5000 | NS      | $468000.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                    | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      4300 | NS      | $97395.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                        | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2900 | NS      | $326714.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                   | IQVIA Holdings Inc                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2100 | NS      | $358134.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF       | iShares Russell 1000 Value ETF                                              | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |     46400 | NS      | $9914288.00   | 2.27%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     72100 | NS      | $21208936.00  | 4.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     70700 | NS      | $17281908.00  | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc               | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1900 | NS      | $578208.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                              | KeyCorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     27800 | NS      | $557390.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                    | Kinder Morgan Inc                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    114000 | NS      | $3822420.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                        | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     29500 | NS      | $2134620.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                 | Labcorp Holdings Inc                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $987197.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                  | Leidos Holdings Inc                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      6500 | NS      | $1010880.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                          | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     11400 | NS      | $989976.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                           | Loews Corp                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      7900 | NS      | $843246.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                       | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     27300 | NS      | $6450444.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                        | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      4200 | NS      | $868224.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp              | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3600 | NS      | $879048.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Group Inc                     | Markel Group Inc                                                            | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       430 | NS      | $823050.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                           | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     10600 | NS      | $639922.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                      | Match Group Inc                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     10800 | NS      | $331668.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     52200 | NS      | $6279138.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                          | MetLife Inc                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     26200 | NS      | $1852864.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     16100 | NS      | $5439224.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co             | Molson Coors Beverage Co                                                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      3700 | NS      | $159322.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc           | Mondelez International Inc                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     49300 | NS      | $2841652.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                       | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     56200 | NS      | $9248834.00   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc               | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4900 | NS      | $542920.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                              | NVR Inc                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       140 | NS      | $922576.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                           | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     10100 | NS      | $1034139.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                         | Newmont Corp                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     46000 | NS      | $4979500.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                            | News Corp                                                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     19300 | NS      | $481149.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                  | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      7400 | NS      | $1032818.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                           | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     11800 | NS      | $1995380.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp      | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      9300 | NS      | $371070.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                         | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3200 | NS      | $471072.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The | PNC Financial Services Group Inc/The                                        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     12400 | NS      | $2580316.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                   | PPG Industries Inc                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     11600 | NS      | $1239808.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America            | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      4000 | NS      | $848880.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc          | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      3400 | NS      | $508368.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| PepsiCo Inc                          | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     44100 | NS      | $6848289.00   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                          | Revvity Inc                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      2400 | NS      | $210264.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Pfizer Inc                           | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     82300 | NS      | $2310984.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                          | Phillips 66                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     20700 | NS      | $3771126.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                          | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1800 | NS      | $241506.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc               | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      7100 | NS      | $639994.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                        | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1200 | NS      | $300576.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc        | Principal Financial Group Inc                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      8500 | NS      | $765935.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The              | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     49000 | NS      | $7077560.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc             | Prudential Financial Inc                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     11700 | NS      | $1142973.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc  | Public Service Enterprise Group Inc                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     25600 | NS      | $2072320.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                       | PulteGroup Inc                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10100 | NS      | $1187861.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                         | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     55000 | NS      | $7082900.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      5300 | NS      | $1038694.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      6600 | NS      | $656040.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                 | Range Resources Corp                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     12200 | NS      | $551196.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc          | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      7700 | NS      | $1114883.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                   | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      3500 | NS      | $655410.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc        | Regeneron Pharmaceuticals Inc                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2200 | NS      | $1699808.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp               | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     28200 | NS      | $736584.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc     | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      2000 | NS      | $408320.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                         | Reliance Inc                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2300 | NS      | $699016.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                     | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       800 | NS      | $163768.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                   | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      4800 | NS      | $376656.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                     | Henry Schein Inc                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      5500 | NS      | $405350.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The              | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     37000 | NS      | $3477260.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US        | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      7300 | NS      | $602323.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc               | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1400 | NS      | $74970.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                       | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      5900 | NS      | $389046.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                   | J M Smucker Co/The                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2300 | NS      | $221812.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                          | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2700 | NS      | $980694.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                      | Southern Co/The                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     17600 | NS      | $1698752.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                | Southwest Airlines Co                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     23600 | NS      | $886652.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                            | Block Inc                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     14000 | NS      | $842520.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                    | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     10800 | NS      | $1366848.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp.          | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1860945 | PA      | $1860944.65   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                   | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      8000 | NS      | $1440000.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      4700 | NS      | $347424.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                       | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      4200 | NS      | $708582.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                  | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14600 | NS      | $993092.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                           | Sysco Corp                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     24600 | NS      | $1754718.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                      | T-Mobile US Inc                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     23300 | NS      | $4893699.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                         | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      9200 | NS      | $1298212.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                          | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     23300 | NS      | $2823960.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                | Tenet Healthcare Corp                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      4100 | NS      | $773711.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                          | Textron Inc                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      9100 | NS      | $796796.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     27200 | NS      | $3950256.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                    | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      4900 | NS      | $668703.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                        | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1200 | NS      | $421560.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                          | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      5000 | NS      | $467200.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     13200 | NS      | $3850176.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     32800 | NS      | $1507816.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                           | Twilio Inc                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      3800 | NS      | $478116.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                      | Tyson Foods Inc                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     12800 | NS      | $820096.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                             | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     11100 | NS      | $404262.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                           | US Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     39900 | NS      | $2075199.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc         | United Airlines Holdings Inc                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     16700 | NS      | $1537569.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc            | United Parcel Service Inc                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     38000 | NS      | $3738440.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                   | United Rentals Inc                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2800 | NS      | $2039968.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp             | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1900 | NS      | $1126662.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc        | Universal Health Services Inc                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      2900 | NS      | $519013.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                           | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6200 | NS      | $452786.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc           | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    156800 | NS      | $7871360.00   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                          | Viatris Inc                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     51500 | NS      | $695765.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                 | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      5000 | NS      | $578850.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                     | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    107000 | NS      | $8518270.00   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc              | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2100 | NS      | $574602.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp             | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      2300 | NS      | $162955.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                  | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      5500 | NS      | $1002815.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc           | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      8900 | NS      | $804738.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                     | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      3100 | NS      | $178622.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors         | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |     12684 | NS      | $12684.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                         | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      4300 | NS      | $624747.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                              | Aon PLC                                                                     | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      4500 | NS      | $1452510.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd               | Arch Capital Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     11500 | NS      | $1103885.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd            | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      3000 | NS      | $304230.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                              | CRH PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |     14100 | NS      | $1482192.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                    | Everest Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1500 | NS      | $490275.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC             | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      2400 | NS      | $453720.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                        | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     57000 | NS      | $4939050.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd           | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      1900 | NS      | $564737.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC             | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      3300 | NS      | $959310.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                            | Chubb Ltd                                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     14900 | NS      | $4856357.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                    | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |     15100 | NS      | $166100.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-17

**Name of Applicant:** MASSMUTUAL SELECT FUNDS

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer