Fund
Name |
| |
Class
I |
|
MM Equity Asset Fund | | |
|
|
MassMutual Select T. Rowe Price Bond Asset Fund | | |
|
|
MassMutual Select T. Rowe Price Emerging Markets Bond Fund | | |
|
|
MassMutual Select T. Rowe Price Large Cap Blend Fund | | |
|
|
MassMutual Select T. Rowe Price Limited Duration Inflation Focused Bond Fund | | |
|
|
MassMutual Select T. Rowe Price Real Assets Fund | | |
|
|
MassMutual Select T. Rowe Price Small and Mid Cap Blend Fund | | |
|
|
MassMutual Select T. Rowe Price U.S. Treasury Long-Term Index Fund | | |
|
|
| | |
Page |
| |||
About the Funds | | ||||||
| | | | 3 | | | |
| | | | 7 | | | |
| | | | 14 | | | |
| | | | 20 | | | |
| | | | 26 | | | |
| | | | 32 | | | |
| | | | 37 | | | |
| | | | 43 | | | |
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| | |
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| | ||
Management of the Funds | | ||||||
| | | | 69 | | | |
| | | | 69 | | | |
| | |
|
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| | |
|
| | ||
| | |
|
| | ||
| | |
|
| | ||
| | |
|
| | ||
| | |
|
| | ||
| | |
|
| |
| | |
Class I |
|
Maximum Sales Charge (Load) Imposed on
Purchases (as a % of offering price)
|
| |
|
|
Maximum Deferred Sales Charge (Load) (as a
% of the lower of the original offering price or redemption
proceeds) |
| |
|
|
| | |
Class I |
|
Management Fees | | |
|
|
Distribution and Service (Rule 12b-1) Fees | | |
|
|
Other Expenses | | |
|
|
Total Annual Fund Operating Expenses | | |
|
|
| | |
1 Year |
| |
3 Years |
| |
5 Years |
| |
10 Years |
| ||||||||||||
Class I | | | | $ | | | | | $ | | | | | $ | | | | | $ | | |
| Quarter: |
| |
, |
| | | | | | | Quarter: |
| |
, |
| |
– |
|
| | | | | | | |
One Year |
| | |
Five Years |
| | |
Since Inception ( |
| ||||||||||||
Class I |
| | |
Return Before Taxes |
| | | | | - |
% | | | | | | | % | | | | | | | % | | | ||
| Return After Taxes on Distributions | | | | | | - |
% | | | | | | | % | | | | | | | % | | | |||||
| Return After Taxes on Distributions and Sales of Fund Shares | | | | | | - |
% | | | | | | | % | | | | | | | % | | | |||||
S&P 500 Index
deduction for fees, expenses, or taxes) |
| | | | | - |
% | | | | | | | % | | | | | | | % | | |
| | |
Class I |
|
Maximum Sales Charge (Load) Imposed on
Purchases (as a % of offering price)
|
| |
|
|
Maximum Deferred Sales Charge (Load) (as a
% of the lower of the original offering price or redemption
proceeds) |
| |
|
|
| | |
Class I |
|
Management Fees | | |
|
|
Distribution and Service (Rule 12b-1) Fees | | |
|
|
Other Expenses | | |
|
|
Total Annual Fund Operating Expenses | | |
|
|
Expense Reimbursement | | |
( |
|
Total Annual Fund Operating Expenses after
Expense Reimbursement(1)
|
| |
|
|
| | |
1 Year |
| |
3 Years |
| |
5 Years |
| |
10 Years |
| ||||||||||||
Class I | | | | $ | | | | | $ | | | | | $ | | | | | $ | | |
| Quarter: |
| |
, |
| | | | | | | Quarter: |
| |
, |
| |
– |
|
| | | | | | | |
One Year |
| | |
Since Inception ( |
| ||||||||
Class I |
| | |
Return Before Taxes |
| | | | | - |
% | | | | | | | % | | | |
| Return After Taxes on Distributions | | | | | | - |
% | | | | | | | - |
% | | | |||
| Return After Taxes on Distributions and Sales of Fund Shares | | | | | | - |
% | | | | | | | - |
% | | | |||
Bloomberg U.S. Aggregate
Bond Index expenses, or taxes) |
| | | | | - |
% | | | | | | | % | | |
| | |
Class I |
|
Maximum Sales Charge (Load) Imposed on
Purchases (as a % of offering price)
|
| |
|
|
Maximum Deferred Sales Charge (Load) (as a
% of the lower of the original offering price or redemption
proceeds) |
| |
|
|
| | |
Class I |
|
Management Fees | | |
|
|
Distribution and Service (Rule 12b-1) Fees | | |
|
|
Other Expenses | | |
|
|
Total Annual Fund Operating Expenses | | |
|
|
Expense Reimbursement | | |
( |
|
Total Annual Fund Operating Expenses after
Expense Reimbursement(1)
|
| |
|
|
| | |
1 Year |
| |
3 Years |
| |
5 Years |
| |
10 Years |
| ||||||||||||
Class I | | | | $ | | | | | $ | | | | | $ | | | | | $ | | |
| Quarter: |
| |
, |
| | | | | | | Quarter: |
| |
, |
| |
– |
|
| | | | | | | |
One Year |
| | |
Since Inception ( |
| ||||||||
Class I |
| | |
Return Before Taxes |
| | | | | - |
% | | | | | | | - |
% | | |
| Return After Taxes on Distributions | | | | | | - |
% | | | | | | | - |
% | | | |||
| Return After Taxes on Distributions and Sales of Fund Shares | | | | | | - |
% | | | | | | | - |
% | | | |||
Bloomberg Emerging
Markets Hard Currency (USD) Aggregate Index expenses, or taxes) |
| | | | | - |
% | | | | | | | - |
% | | | ||||
J.P. Morgan Emerging
Markets Bond Index Global Diversified (reflects no deduction for fees, expenses, or taxes) |
| | | | | - |
% | | | | | | | - |
% | | |
| | |
Class I |
|
Maximum Sales Charge (Load) Imposed on
Purchases (as a % of offering price)
|
| |
|
|
Maximum Deferred Sales Charge (Load) (as a
% of the lower of the original offering price or redemption
proceeds) |
| |
|
|
| | |
Class I |
|
Management Fees | | |
|
|
Distribution and Service (Rule 12b-1) Fees | | |
|
|
Other Expenses | | |
|
|
Total Annual Fund Operating Expenses | | |
|
|
Expense Reimbursement | | |
( |
|
Total Annual Fund Operating Expenses after
Expense Reimbursement(1)
|
| |
|
|
| | |
1 Year |
| |
3 Years |
| |
5 Years |
| |
10 Years |
| ||||||||||||
Class I | | | | $ | | | | | $ | | | | | $ | | | | | $ | | |
| Quarter: |
| |
, |
| | | | | | | Quarter: |
| |
, |
| |
– |
|
| | | | | | | |
One Year |
| | |
Since Inception ( |
| ||||||||
Class I |
| | |
Return Before Taxes |
| | | | | - |
% | | | | | | | % | | | |
| Return After Taxes on Distributions | | | | | | - |
% | | | | | | | % | | | ||||
| Return After Taxes on Distributions and Sales of Fund Shares | | | | | | - |
% | | | | | | | % | | | ||||
Russell 1000 Index
deduction for fees, expenses, or taxes) |
| | | | | - |
% | | | | | | | % | | |
| | |
Class I |
|
Maximum Sales Charge (Load) Imposed on
Purchases (as a % of offering price)
|
| |
|
|
Maximum Deferred Sales Charge (Load) (as a
% of the lower of the original offering price or redemption
proceeds) |
| |
|
|
| | |
Class I |
|
Management Fees | | |
|
|
Distribution and Service (Rule 12b-1) Fees | | |
|
|
Other Expenses | | |
|
|
Total Annual Fund Operating Expenses | | |
|
|
Expense Reimbursement | | |
( |
|
Total Annual Fund Operating Expenses after
Expense Reimbursement(1)
|
| |
|
|
| | |
1 Year |
| |
3 Years |
| |
5 Years |
| |
10 Years |
| ||||||||||||
Class I | | | | $ | | | | | $ | | | | | $ | | | | | $ | | |
| Quarter: |
| |
, |
| | | | | | | Quarter: |
| |
, |
| |
– |
|
| | | | | | | |
One Year |
| | |
Since Inception ( |
| ||||||||
Class I |
| | |
Return Before Taxes |
| | | | | - |
% | | | | | | | % | | | |
| Return After Taxes on Distributions | | | | | | - |
% | | | | | | | % | | | ||||
| Return After Taxes on Distributions and Sales of Fund Shares | | | | | | - |
% | | | | | | | % | | | ||||
Bloomberg U.S. 1-5 Year
Treasury TIPS Index expenses, or taxes) |
| | | | | - |
% | | | | | | | % | | |
| | |
Class I |
|
Maximum Sales Charge (Load) Imposed on
Purchases (as a % of offering price)
|
| |
|
|
Maximum Deferred Sales Charge (Load) (as a
% of the lower of the original offering price or redemption
proceeds) |
| |
|
|
| | |
Class I |
|
Management Fees | | |
|
|
Distribution and Service (Rule 12b-1) Fees | | |
|
|
Other Expenses | | |
|
|
Acquired Fund Fees and Expenses | | |
|
|
Total Annual Fund Operating Expenses(1) | | |
|
|
Expense Reimbursement | | |
( |
|
Total Annual Fund Operating Expenses after
Expense Reimbursement(2)
|
| |
|
|
| | |
1 Year |
| |
3 Years |
| |
5 Years |
| |
10 Years |
| ||||||||||||
Class I | | | | $ | | | | | $ | | | | | $ | | | | | $ | | |
| Quarter: |
| |
, |
| | | | | | | Quarter: |
| |
, |
| |
– |
|
| | | | | | | |
One Year |
| | |
Since Inception ( |
| ||||||||
Class I |
| | |
Return Before Taxes |
| | | | | - |
% | | | | | | | % | | | |
| Return After Taxes on Distributions | | | | | | - |
% | | | | | | | % | | | ||||
| Return After Taxes on Distributions and Sales of Fund Shares | | | | | | - |
% | | | | | | | % | | | ||||
MSCI ACWI fees or expenses) |
| | | | | - |
% | | | | | | | % | | |
| | |
Class I |
|
Maximum Sales Charge (Load) Imposed on
Purchases (as a % of offering price)
|
| |
|
|
Maximum Deferred Sales Charge (Load) (as a
% of the lower of the original offering price or redemption
proceeds) |
| |
|
|
| | |
Class I |
|
Management Fees | | |
|
|
Distribution and Service (Rule 12b-1) Fees | | |
|
|
Other Expenses | | |
|
|
Total Annual Fund Operating Expenses | | |
|
|
Expense Reimbursement | | |
( |
|
Total Annual Fund Operating Expenses after
Expense Reimbursement(1)
|
| |
|
|
| | |
1 Year |
| |
3 Years |
| |
5 Years |
| |
10 Years |
| ||||||||||||
Class I | | | | $ | | | | | $ | | | | | $ | | | | | $ | | |
| Quarter: |
| |
, |
| | | | | | | Quarter: |
| |
, |
| |
– |
|
| | | | | | | |
One Year |
| | |
Since Inception ( |
| ||||||||
Class I |
| | |
Return Before Taxes |
| | | | | - |
% | | | | | | | % | | | |
| Return After Taxes on Distributions | | | | | | - |
% | | | | | | | % | | | ||||
| Return After Taxes on Distributions and Sales of Fund Shares | | | | | | - |
% | | | | | | | % | | | ||||
Russell 2500 Index
deduction for fees, expenses, or taxes) |
| | | | | - |
% | | | | | | | % | | |
| | |
Class I |
|
Maximum Sales Charge (Load) Imposed on
Purchases (as a % of offering price)
|
| |
|
|
Maximum Deferred Sales Charge (Load) (as a
% of the lower of the original offering price or redemption
proceeds) |
| |
|
|
| | |
Class I |
|
Management Fees | | |
|
|
Distribution and Service (Rule 12b-1) Fees | | |
|
|
Other Expenses | | |
|
|
Total Annual Fund Operating Expenses | | |
|
|
Expense Reimbursement | | |
( |
|
Total Annual Fund Operating Expenses after
Expense Reimbursement(1)
|
| |
|
|
| | |
1 Year |
| |
3 Years |
| |
5 Years |
| |
10 Years |
| ||||||||||||
Class I | | | | $ | | | | | $ | | | | | $ | | | | | $ | | |
| Quarter: |
| |
, |
| | | | | | | Quarter: |
| |
, |
| |
– |
|
| | | | | | | |
One Year |
| | |
Since Inception ( |
| ||||||||
Class I |
| | |
Return Before Taxes |
| | | | | - |
% | | | | | | | - |
% | | |
| Return After Taxes on Distributions | | | | | | - |
% | | | | | | | - |
% | | | |||
| Return After Taxes on Distributions and Sales of Fund Shares | | | | | | - |
% | | | | | | | - |
% | | | |||
Bloomberg U.S. Long
Treasury Bond Index expenses, or taxes) |
| | | | | - |
% | | | | | | | - |
% | | |
Tim Synder, CFA, CMT |
|
Raffaele Zingone, CFA |
|
Frank Alonso |
|
Steve Bartolini, CFA |
|
Brian W. H. Berghuis, CFA |
|
Richard A. Coghlan |
|
Vincent DeAugustino |
|
Shawn T. Driscoll |
|
Joe Fath, CPA |
|
Christopher Faulkner-MacDonagh |
|
Ryan S. Hedrick |
|
Ann M. Holcomb, CFA |
|
Arif Husain, CFA |
|
Samy Muaddi |
|
Jason Nogueira, CFA |
|
Ken Orchard, CFA |
|
Jason Benjamin Polun, CFA |
|
Michael K. Sewell, CFA |
|
Joshua K. Spencer, CFA |
|
J. David Wagner, CFA |
|
Financial Highlights
The financial highlights tables are intended to help you understand the Funds’ financial performance for the past 5 years (or shorter periods for newer Funds). Certain information reflects financial results for a single Fund share. The total returns in the tables represent the rate that an investor would have earned on an investment in the Fund (assuming reinvestment of all dividends and distributions). This information has been audited by Deloitte & Touche LLP, an independent registered public accounting firm, whose reports, along with each Fund’s financial statements, are included in the Trust’s Annual Reports, and are incorporated by reference into the SAI, and are available upon request.
MM EQUITY ASSET FUND
|
Income
(loss) from investment |
Less distributions to shareholders |
Ratios / Supplemental Data | ||||||||||
Net
|
Net
|
Net
|
Total
|
From
net |
From
net |
Total
|
Net
|
Total |
Net
|
Ratio
of |
Ratio
of |
Net
| |
Class I |
|||||||||||||
9/30/22 |
$ 10.12 |
$ 0.10 |
$ (1.05) |
$ (0.95) |
$ (0.13) |
$ (2.04) |
$ (2.17) |
$ 7.00 |
(14.16%) |
$ 303,274 |
0.23% |
N/A |
1.20% |
9/30/21 |
8.79 |
0.11 |
2.38 |
2.49 |
(0.14) |
(1.02) |
(1.16) |
10.12 |
30.90% |
397,810 |
0.22% |
N/A |
1.20% |
9/30/20 |
7.90 |
0.12 |
1.25 |
1.37 |
(0.11) |
(0.37) |
(0.48) |
8.79 |
17.91% |
423,084 |
0.24% |
N/A |
1.48% |
9/30/19 |
12.36 |
0.12 |
(0.49)aa |
(0.37) |
(0.50) |
(3.59) |
(4.09) |
7.90 |
3.10% |
489,569 |
0.24% |
0.21% |
1.48% |
9/30/18 |
11.85 |
0.24 |
0.99 |
1.23 |
(0.26) |
(0.46) |
(0.72) |
12.36 |
10.73% |
497,747 |
0.26% |
0.25% |
1.99% |
Year ended September 30 | |||||
2022 |
2021 |
2020 |
2019 |
2018 | |
Portfolio turnover rate |
39% |
29% |
60% |
49% |
37% |
c |
Per share amount calculated on the average shares method. |
j |
Computed after giving effect to an agreement by MML Advisers to waive certain fees and expenses of the Fund. |
l |
Employee retirement benefit plans that invest plan assets in the Separate Investment Accounts (SIAs) may be subject to certain charges as set forth in their respective Plan Documents. Total return figures would be lower for the periods presented if they reflected these charges. |
m |
Total return excludes sales charges, if any, and would be lower for the period presented if it reflected these charges. |
aa |
The amount shown for a share outstanding does not correspond with the aggregate net realized and unrealized gain (loss) for the period due to the timing of purchases and redemptions of Fund shares in relation to the fluctuating market values of the Fund. |
– 80 – |
MASSMUTUAL SELECT T. ROWE PRICE BOND ASSET FUND
Income
(loss) from investment |
Less distributions to shareholders |
Ratios / Supplemental Data | |||||||||||
Net
|
Net
|
Net
|
Total
|
From
net |
From
net |
Total
|
Net
|
Total |
Net
|
Ratio
of |
Ratio
of |
Net
| |
Class I |
|||||||||||||
9/30/22 |
$ 10.43 |
$ 0.21 |
$ (1.67) |
$ (1.46) |
$ (0.31) |
$ (0.03) |
$ (0.34) |
$ 8.63 |
(14.50%) |
$ 558,491 |
0.08% |
0.00% |
2.19% |
9/30/21 |
10.65 |
0.20 |
(0.07) |
0.13 |
(0.16) |
(0.19) |
(0.35) |
10.43 |
1.26% |
814,111 |
0.07% |
0.00% |
1.89% |
9/30/20 |
10.59 |
0.24 |
0.18 |
0.42 |
(0.31) |
(0.05) |
(0.36) |
10.65 |
4.15% |
750,915 |
0.45% |
0.33% |
2.32% |
9/30/19 |
9.94 |
0.29 |
0.69 |
0.98 |
(0.33) |
— |
(0.33) |
10.59 |
10.21% |
670,362 |
0.56% |
0.40% |
2.90% |
9/30/18g |
10.00 |
0.18 |
(0.24) |
(0.06) |
— |
— |
— |
9.94 |
(0.60%)b |
512,086 |
0.51%a |
0.43%a |
2.78%a |
Year ended September 30 |
|||||
2022 |
2021 |
2020 |
2019 |
Period
ended | |
Portfolio turnover rate |
290% |
255% |
157% |
287% |
170% |
a |
Annualized. |
b |
Percentage represents the results for the period and is not annualized. |
c |
Per share amount calculated on the average shares method. |
g |
For the period February 9, 2018 (commencement of operations) through September 30, 2018. |
j |
Computed after giving effect to an agreement by MML Advisers to waive certain fees and expenses of the Fund. |
l |
Employee retirement benefit plans that invest plan assets in the Separate Investment Accounts (SIAs) may be subject to certain charges as set forth in their respective Plan Documents. Total return figures would be lower for the periods presented if they reflected these charges. |
m |
Total return excludes sales charges, if any, and would be lower for the period presented if it reflected these charges. |
– 81 – |
MASSMUTUAL SELECT T. ROWE PRICE EMERGING MARKETS BOND FUND
Income
(loss) from investment |
Less distributions to shareholders |
Ratios / Supplemental Data | |||||||||||
Net
|
Net
|
Net
|
Total
|
From
net |
From
net |
Total
|
Net
|
Total |
Net
|
Ratio
of |
Ratio
of |
Net
| |
Class I |
|||||||||||||
9/30/22 |
$ 9.73 |
$ 0.44 |
$ (2.82) |
$ (2.38) |
$ (0.54) |
$ — |
$ (0.54) |
$ 6.81 |
(25.84%) |
$ 75,893 |
0.19% |
0.00% |
5.29% |
9/30/21 |
9.50 |
0.51 |
0.31 |
0.82 |
(0.59) |
— |
(0.59) |
9.73 |
8.74% |
107,177 |
0.17% |
0.00% |
5.29% |
9/30/20 |
9.91 |
0.50 |
(0.41) |
0.09 |
(0.50) |
— |
(0.50) |
9.50 |
0.88% |
109,979 |
0.76% |
0.58% |
5.29% |
9/30/19 |
9.64 |
0.53 |
0.06 |
0.59 |
(0.32) |
— |
(0.32) |
9.91 |
6.35% |
110,630 |
0.92% |
0.70% |
5.45% |
9/30/18g |
10.00 |
0.33 |
(0.69) |
(0.36) |
— |
— |
— |
9.64 |
(3.60%)b |
75,004 |
1.01%a |
0.70%a |
5.30%a |
Year ended September 30 |
|||||
2022 |
2021 |
2020 |
2019 |
Period
ended | |
Portfolio turnover rate |
37% |
49% |
56% |
39% |
37% |
a |
Annualized. |
b |
Percentage represents the results for the period and is not annualized. |
c |
Per share amount calculated on the average shares method. |
g |
For the period February 9, 2018 (commencement of operations) through September 30, 2018. |
j |
Computed after giving effect to an agreement by MML Advisers to waive certain fees and expenses of the Fund. |
l |
Employee retirement benefit plans that invest plan assets in the Separate Investment Accounts (SIAs) may be subject to certain charges as set forth in their respective Plan Documents. Total return figures would be lower for the periods presented if they reflected these charges. |
m |
Total return excludes sales charges, if any, and would be lower for the period presented if it reflected these charges. |
– 82 – |
MASSMUTUAL SELECT T. ROWE PRICE LARGE CAP BLEND FUND
Income
(loss) from investment |
Less distributions to shareholders |
Ratios / Supplemental Data | |||||||||||
Net
|
Net
|
Net
|
Total
|
From
net |
From
net |
Total
|
Net
|
Total |
Net
|
Ratio
of |
Ratio
of |
Net
| |
Class I |
|||||||||||||
9/30/22 |
$ 17.43 |
$ 0.16 |
$ (3.36) |
$ (3.20) |
$ (0.15) |
$ (2.85) |
$ (3.00) |
$ 11.23 |
(22.96%) |
$ 1,853,860 |
0.02% |
0.00% |
1.13% |
9/30/21 |
13.00 |
0.16 |
4.39 |
4.55 |
(0.12) |
— |
(0.12) |
17.43 |
35.17% |
2,309,626 |
0.02% |
0.00% |
0.97% |
9/30/20 |
11.36 |
0.11 |
1.65 |
1.76 |
(0.12) |
— |
(0.12) |
13.00 |
15.60% |
1,772,717 |
0.51% |
0.44% |
0.91% |
9/30/19 |
10.87 |
0.12 |
0.45 |
0.57 |
(0.08) |
— |
(0.08) |
11.36 |
5.39% |
1,280,663 |
0.65% |
0.56% |
1.09% |
9/30/18g |
10.00 |
0.07 |
0.80 |
0.87 |
— |
— |
— |
10.87 |
8.70%b |
923,050 |
0.64%a |
0.58%a |
1.11%a |
Year ended September 30 |
|||||
2022 |
2021 |
2020 |
2019 |
Period
ended | |
Portfolio turnover rate |
121% |
65% |
90% |
67% |
64%q |
a |
Annualized. |
b |
Percentage represents the results for the period and is not annualized. |
c |
Per share amount calculated on the average shares method. |
g |
For the period February 9, 2018 (commencement of operations) through September 30, 2018. |
j |
Computed after giving effect to an agreement by MML Advisers to waive certain fees and expenses of the Fund. |
l |
Employee retirement benefit plans that invest plan assets in the Separate Investment Accounts (SIAs) may be subject to certain charges as set forth in their respective Plan Documents. Total return figures would be lower for the periods presented if they reflected these charges. |
m |
Total return excludes sales charges, if any, and would be lower for the period presented if it reflected these charges. |
q |
Portfolio turnover excludes securities received from subscriptions in-kind. Securities received from subscriptions in-kind had no impact on portfolio turnover |
– 83 – |
MASSMUTUAL SELECT T. ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND
Income
(loss) from investment |
Less distributions to shareholders |
Ratios / Supplemental Data | |||||||||||
Net
|
Net
|
Net
|
Total
|
From
net |
From
net |
Total
|
Net
|
Total |
Net
|
Ratio
of |
Ratio
of |
Net
| |
Class I |
|||||||||||||
9/30/22 |
$ 11.02 |
$ 0.63 |
$ (1.13) |
$ (0.50) |
$ (0.53) |
$ (0.14) |
$ (0.67) |
$ 9.85 |
(4.82%) |
$ 189,897 |
0.07% |
0.00% |
5.97% |
9/30/21 |
10.64 |
0.42 |
0.30 |
0.72 |
(0.19) |
(0.15) |
(0.34) |
11.02 |
6.96% |
272,860 |
0.07% |
0.00% |
3.93% |
9/30/20 |
10.27 |
0.15 |
0.41 |
0.56 |
(0.19) |
(0.00)d |
(0.19) |
10.64 |
5.58% |
186,441 |
0.37% |
0.13% |
1.48% |
9/30/19 |
10.09 |
0.25 |
0.14 |
0.39 |
(0.21) |
— |
(0.21) |
10.27 |
3.95% |
199,074 |
0.44% |
0.16% |
2.50% |
9/30/18g |
10.00 |
0.22 |
(0.13) |
0.09 |
— |
— |
— |
10.09 |
0.90%b |
116,512 |
0.46%a |
0.30%a |
3.36%a |
Year ended September 30 |
|||||
2022 |
2021 |
2020 |
2019 |
Period
ended | |
Portfolio turnover rate |
176% |
193% |
156% |
135% |
66% |
a |
Annualized. |
b |
Percentage represents the results for the period and is not annualized. |
c |
Per share amount calculated on the average shares method. |
d |
Amount is less than $0.005 per share. |
g |
For the period February 9, 2018 (commencement of operations) through September 30, 2018. |
j |
Computed after giving effect to an agreement by MML Advisers to waive certain fees and expenses of the Fund. |
l |
Employee retirement benefit plans that invest plan assets in the Separate Investment Accounts (SIAs) may be subject to certain charges as set forth in their respective Plan Documents. Total return figures would be lower for the periods presented if they reflected these charges. |
m |
Total return excludes sales charges, if any, and would be lower for the period presented if it reflected these charges. |
– 84 – |
MASSMUTUAL SELECT T. ROWE PRICE REAL ASSETS FUND
Income
(loss) from investment |
Less distributions to shareholders |
Ratios / Supplemental Data | |||||||||||
Net
|
Net
|
Net
|
Total
|
From
net |
From
net |
Total
|
Net
|
Total |
Net
|
Ratio
of |
Ratio
of |
Net
| |
Class I |
|||||||||||||
9/30/22 |
$ 12.85 |
$ 0.49 |
$ (1.86) |
$ (1.37) |
$ (0.36) |
$ (0.78) |
$ (1.14) |
$ 10.34 |
(12.24%) |
$ 210,339 |
0.09% |
0.00% |
3.93% |
9/30/21 |
9.83 |
0.37 |
2.89 |
3.26 |
(0.24) |
— |
(0.24) |
12.85 |
33.66% |
162,367 |
0.13% |
0.00% |
3.04% |
9/30/20 |
10.49 |
0.23 |
(0.60) |
(0.37) |
(0.29) |
— |
(0.29) |
9.83 |
(3.77%) |
99,585 |
0.69% |
0.50% |
2.33% |
9/30/19 |
10.56 |
0.27 |
(0.16) |
0.11 |
(0.18) |
— |
(0.18) |
10.49 |
1.26% |
82,224 |
0.86% |
0.61% |
2.60% |
9/30/18g |
10.00 |
0.19 |
0.37 |
0.56 |
— |
— |
— |
10.56 |
5.60%b |
61,160 |
1.00%a |
0.61%a |
2.86%a |
Year ended September 30 |
|||||
2022 |
2021 |
2020 |
2019 |
Period
ended | |
Portfolio turnover rate |
43% |
57% |
32% |
40% |
13%q |
a |
Annualized. |
b |
Percentage represents the results for the period and is not annualized. |
c |
Per share amount calculated on the average shares method. |
g |
For the period February 9, 2018 (commencement of operations) through September 30, 2018. |
j |
Computed after giving effect to an agreement by MML Advisers to waive certain fees and expenses of the Fund. |
l |
Employee retirement benefit plans that invest plan assets in the Separate Investment Accounts (SIAs) may be subject to certain charges as set forth in their respective Plan Documents. Total return figures would be lower for the periods presented if they reflected these charges. |
m |
Total return excludes sales charges, if any, and would be lower for the period presented if it reflected these charges. |
q |
Portfolio turnover excludes securities received from subscriptions in-kind. Securities received from subscriptions in-kind had no impact on portfolio turnover. |
– 85 – |
MASSMUTUAL SELECT T. ROWE PRICE SMALL AND MID CAP BLEND FUND
Income
(loss) from investment |
Less distributions to shareholders |
Ratios / Supplemental Data | |||||||||||
Net
|
Net
|
Net
|
Total
|
From
net |
From
net |
Total
|
Net
|
Total |
Net
|
Ratio
of |
Ratio
of |
Net
| |
Class I |
|||||||||||||
9/30/22 |
$ 16.20 |
$ 0.14 |
$ (3.18) |
$ (3.04) |
$ (0.16) |
$ (1.99) |
$ (2.15) |
$ 11.01 |
(21.64%) |
$ 665,939 |
0.03% |
0.00% |
1.04% |
9/30/21 |
12.41 |
0.15 |
4.43 |
4.58 |
(0.10) |
(0.69) |
(0.79) |
16.20 |
37.99% |
910,874 |
0.04% |
0.00% |
0.97% |
9/30/20 |
11.44 |
0.07 |
1.18 |
1.25 |
(0.07) |
(0.21) |
(0.28) |
12.41 |
10.97% |
747,318 |
0.61% |
0.53% |
0.58% |
9/30/19 |
11.47 |
0.07 |
0.09 |
0.16 |
(0.04) |
(0.15) |
(0.19) |
11.44 |
1.72% |
632,662 |
0.76% |
0.65% |
0.59% |
9/30/18g |
10.00 |
0.03 |
1.44 |
1.47 |
— |
— |
— |
11.47 |
14.70%b |
473,030 |
0.75%a |
0.65%a |
0.40%a |
Year ended September 30 |
|||||
2022 |
2021 |
2020 |
2019 |
Period
ended | |
Portfolio turnover rate |
34% |
28% |
41% |
33% |
22%q |
a |
Annualized. |
b |
Percentage represents the results for the period and is not annualized. |
c |
Per share amount calculated on the average shares method. |
g |
For the period February 9, 2018 (commencement of operations) through September 30, 2018. |
j |
Computed after giving effect to an agreement by MML Advisers to waive certain fees and expenses of the Fund. |
l |
Employee retirement benefit plans that invest plan assets in the Separate Investment Accounts (SIAs) may be subject to certain charges as set forth in their respective Plan Documents. Total return figures would be lower for the periods presented if they reflected these charges. |
m |
Total return excludes sales charges, if any, and would be lower for the period presented if it reflected these charges. |
q |
Portfolio turnover excludes securities received from subscriptions in-kind. Securities received from subscriptions in-kind had no impact on portfolio turnover. |
– 86 – |
MASSMUTUAL SELECT T. ROWE PRICE U.S. TREASURY LONG-TERM INDEX FUND
Income
(loss) from investment |
Less distributions to shareholders |
Ratios / Supplemental Data | |||||||||||
Net
|
Net
|
Net
|
Total
|
From
net |
From
net |
Total
|
Net
|
Total |
Net
|
Ratio
of |
Ratio
of |
Net
| |
Class I |
|||||||||||||
9/30/22 |
$ 7.62 |
$ 0.15 |
$ (2.17) |
$ (2.02) |
$ (0.13) |
$ — |
$ (0.13) |
$ 5.47 |
(26.97%) |
$ 126,709 |
0.11% |
0.00% |
2.29% |
9/30/21 |
13.07 |
0.14 |
(1.17) |
(1.03) |
(0.16) |
(4.26) |
(4.42) |
7.62 |
(10.55%) |
109,251 |
0.15% |
0.00% |
1.69% |
9/30/20 |
12.25 |
0.25 |
1.45 |
1.70 |
(0.31) |
(0.57) |
(0.88) |
13.07 |
15.26% |
67,408 |
0.42% |
0.13% |
2.07% |
9/30/19 |
10.03 |
0.30 |
2.12 |
2.42 |
(0.20) |
— |
(0.20) |
12.25 |
24.53% |
153,801 |
0.43% |
0.16% |
2.74% |
9/30/18g |
10.00 |
0.18 |
(0.15) |
0.03 |
— |
— |
— |
10.03 |
0.30%b |
113,795 |
0.46%a |
0.30%a |
2.72%a |
Year ended September 30 |
|||||
2022 |
2021 |
2020 |
2019 |
Period
ended | |
Portfolio turnover rate |
102% |
116% |
206% |
155% |
37% |
a |
Annualized. |
b |
Percentage represents the results for the period and is not annualized. |
c |
Per share amount calculated on the average shares method. |
g |
For the period February 9, 2018 (commencement of operations) through September 30, 2018. |
j |
Computed after giving effect to an agreement by MML Advisers to waive certain fees and expenses of the Fund. |
l |
Employee retirement benefit plans that invest plan assets in the Separate Investment Accounts (SIAs) may be subject to certain charges as set forth in their respective Plan Documents. Total return figures would be lower for the periods presented if they reflected these charges. |
m |
Total return excludes sales charges, if any, and would be lower for the period presented if it reflected these charges. |
– 87 – |