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Risk Analysis                                                          3/31/2021



 MPT Statistics

 Ticker     Capture Ratio     Average Return     Tracking    Alpha        Beta     Benchmark
 Up Market  Down Market  Up Market  Down Market           Error                            R²

 Fixed Income
 Money Market-Taxable
 MassMutual Premier US Govt Mny Mkt R5  MKSXX  70.62  0.09  0.07  -0.42    1.08         95.84
 FTSE Treasury Bill 3 Mon  100.00  0.12         0.00           0.00        1.00        100.00
 Money Market-Taxable Median (374 funds)  75.52  0.09  0.06   -0.35        1.10         95.62
 Intermediate Core Bond
 Vanguard Total Bond Market Index I  VBTIX  101.31  103.68  1.07  -0.58  0.34  -0.11  1.03  99.22
 BBgBarc US Aggregate Bond Index  100.00  100.00  1.05  -0.56  0.00  0.00  1.00        100.00
 Intermediate Core Bond Median (136 funds)  102.84  104.86  1.08  -0.58  1.20  -0.02  1.03  91.89
 Intermediate Core-Plus Bond
 PIMCO Total Return Instl  PTTRX  101.64  96.16  1.07  -0.53  1.21  0.30   0.98         89.10
 BBgBarc US Aggregate Bond Index  100.00  100.00  1.05  -0.56  0.00  0.00  1.00        100.00
 Intermediate Core-Plus Bond Median (155 funds)  111.29  113.46  1.17  -0.63  2.54  0.26  1.03  66.39
 Inflation-Protected Bond

 PIMCO Long-Term Real Return Instl  PRAIX  205.23  253.91  2.03  -2.11  7.70  -2.33  2.53  82.47
 Bloomberg Barclays U.S. TIPS  100.00  100.00  1.03  -0.82  0.00  0.00     1.00        100.00
 Inflation-Protected Bond Median (58 funds)  95.49  96.04  0.98  -0.78  1.59  -0.07  0.98  90.90
 World Bond
 Invesco International Bond R6  OIBIX  134.77  182.13  1.74  -1.58  11.01  -1.91  1.61  29.56
 ML Global Broad Market Index  100.00  100.00  1.31  -0.85  0.00  0.00     1.00        100.00
 World Bond Median (55 funds)  109.22  116.74  1.43  -1.00  3.71  -0.21    1.12         57.11
 High Yield Bond
 MassMutual Premier High Yield I  MPHZX  96.88  102.00  1.40  -2.66  1.47  -0.40  0.97  97.57
 Merrill Lynch High Yield U.S. Master Index  100.00  100.00  1.44  -2.60  0.00  0.00  1.00  100.00
 High Yield Bond Median (203 funds)  94.24  96.93  1.36  -2.52  2.11  -0.45  0.96       97.04


















 All statistics based on a 36 month time period.


 Past performance is no guarantee of future results. Rankings provided based on total returns. Performance quoted for mutual funds may include performance of a predecessor
 fund/share class prior to the share class commencement of operations.




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