Page 371 - DCAC February 2024 Files

1.0 150.0
Quarterly Return (%) 16.16 11.54 2.95 24.80 52.54 27.15 -5.37 -7.92 34.83 9.16 0.4 0.5

0.1
0.0 130.0
-0.1 0.0 0.0 -0.1 0.0 (Total: -2.5)

Benchmark Weight (%) 1.11 0.00 0.00 1.06 1.75 0.00 0.90 1.02 0.43 0.46 TOTAL SECTOR ATTRIBUTION -0.5 -1.0 -0.4 -0.9 -0.5 -1.0 Fund 110.0 Down Capture

Portfolio Weight (%) 2.61 2.40 2.28 2.20 2.05 1.79 1.68 1.67 1.67 1.54 -1.5 -2.0 90.0

32.0 (01/01/19 - 12/31/23) 70.0

23.9 24.0
20.6 20.4 MassMutual S:MCG;A (MEFAX)
17.6 17.9
15.8 11.8 13.8 10.2 12.9 16.7 14.3 14.6 13.7 16.0 Index UP/DOWN CAPTURE 150.0 125.0 100.0 75.0 50.0 50.0
13.1
TOP 10 HOLDINGS Microchip Technology Inc Marvell Technology Inc Hologic Inc Agilent Technologies Inc CrowdStrike Holdings Inc Teleflex Inc Veeva Systems Inc Trade Desk Inc (The) KKR & Co Inc Domino's Pizza Inc 3.8 5.6 -1.8 -2.5 9.3 0.0 8.0 0.0 Fund Up Capture 55
10.5

Benchmark $27,709 $11,926 27.38 8.49 21.11 0.72 1.00 3.69 N/A 333 SECTOR PERFORMANCE -8.0 -16.0 Large Cap Growth Small Cap Growth Average Style Exposure

32.0
MassMutual S:MCG;A (MEFAX) 12/31/23
22.9 20.7 22.4 24.0
Portfolio $27,396 $17,613 24.85 4.37 22.13 0.61 0.93 6.13 69.34 171 19.3 17.4 19.7 16.0 Manager Style

11.9 13.1 Index
8.7 10.6
8.0 Dec-2023
4.7 4.2 3.2 2.9 4.6 4.4 5.0 1.3 0.8 0.0 1.7 0.4 0.0 Fund
PORTFOLIO CHARACTERISTICS Wtd. Avg. Mkt. Cap $M Median Mkt. Cap $M Price/Earnings ratio Price/Book ratio 5 Yr. EPS Growth Rate (%) Current Yield (%) Beta (5 Years, Monthly) % in Int'l Securities Active Share Number of Stocks SECTOR ALLOCATION Communication Services Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Information Technology Materials Real Estate Utilitie