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CO. OF PITTSBURGH PA 080 B000000 NONE 080 C000000 1275 081 A000000 Y 081 B000000 1 082 A000000 N 082 B000000 0 083 A000000 N 083 B000000 0 084 A000000 N 084 B000000 0 085 A000000 Y 085 B000000 N 086 A010000 87 086 A020000 2376 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 087 A010000 COMMON SHARES 087 A020000 576292106 087 A030000 MCI 088 A000000 Y 088 B000000 N 088 C000000 N 088 D000000 N SIGNATURE CHARLES C. MCCOBB, JR. TITLE V.P. AND C.F.O. EXHIBIT INDEX TO FORM N-SAR OF MASSMUTUAL PARTICIPATION INVESTORS FOR ANNUAL PERIOD ENDED DECEMBER 31, 2005 EXHIBIT NO. DESCRIPTION 77B Accountant's Report on Internal Controls 77E Legal Proceedings 77Q2 Information Called For by Item 405 of Regulation S-K