MKRZX — MM MSCI EAFE International Index Fund

Data updated: 2022-05-27

MKRZX — MM MSCI EAFE International Index Fund. Japan Blend / Core Equity · $159.06M AUM · 0.31% expense ratio. Holdings, fees, performance and SEC filings.

MKRZX Fund Overview

MKRZX — MM MSCI EAFE International Index Fund is a US mutual fund managed by Massmutual Select Funds, categorised as Japan Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

Type: US mutual fund
Manager: Massmutual Select Funds
Category: Japan Blend / Core Equity
Assets under management: $159.06M
1-year return: 0.1%
Ticker: MKRZX
SEC CIK: 0000916053
SEC series ID: S000037831
Share class ID: C000116711

MKRZX Investment Objective and Strategy

MM MSCI EAFE International Index Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Massmutual Select Funds.

Investment objective

The Fund seeks to provide investment results approximating (before fees and expenses) the aggregate price and dividend performance of the securities included in the MSCI EAFE Index*. * The Fund is not sponsored, endorsed, sold, or promoted by MSCI Inc. (?MSCI?), any of its affiliates, any of its information providers, or any other third party involved in, or related to, compiling, computing, or creating any MSCI index (collectively, the ?MSCI Parties?). The MSCI indexes are the exclusive property of MSCI. MSCI and the MSCI index names are service mark(s) of MSCI or its affiliates and have been licensed for use for certain purposes by MML Advisers. None of the MSCI Parties makes any representation or warranty, express or implied, to the issuer or owners of the Fund or any other person or entity regarding the advisability of investing in funds generally or in the Fund particularly or the ability of any MSCI index to track corresponding stock market performance.

Principal investment strategy

Under normal circumstances, the Fund invests at least 80% (and, typically, substantially all) of its net assets (plus the amount of any borrowings for investment purposes) in the equity securities of companies included in the MSCI EAFE Index (Index), in weightings that approximate the relative composition of the securities contained in the Index, and in MSCI EAFE Index futures contracts. The Index is a widely recognized, unmanaged index representative of equity securities in developed markets, excluding the U.S. and Canada. As of December 31, 2017, the market capitalization range of companies included in the Index was $2.42 billion to $281.31 billion, and the Index consisted of the following 21 developed market country indices: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and the United Kingdom.

If the securities represented in the Index were to become concentrated in any particular industry, the Funds investments would likewise be concentrated in securities of issuers in that industry; the Index is not currently concentrated in any single industry. The Fund is passively managed, which means it tries to duplicate the investment composition and performance of the Index by using computer programs and statistical procedures. The Funds subadviser, Northern Trust Investments, Inc. (NTI), will buy and sell securities in response to changes in the Index. The Fund may use Index futures contracts, a type of derivative, to gain exposure to the Index in lieu of investing in cash, or to reduce its exposure to the Index while it sells the securities in its portfolio. Use of Index futures contracts by the Fund may create investment leverage.

Because the Fund, unlike the Index, is subject to fees and transaction expenses, the Funds returns are likely to be less than those of the Index. Because the proportion of assets allocated to each country will approximate the relative country weights in the Index, more than 25% of the Funds assets may be invested in a single country (such as the United Kingdom and Japan). This may make the Funds performance more dependent upon the performance of a single country than if the Fund allocated its assets among issuers in a larger number of countries. NTI expects that, under normal circumstances, the annual performance of the Fund, before fees and expenses, will track the performance of the Index within a 0.95 correlation coefficient.

MKRZX Performance

Total returns for MKRZX (as of 2026-10-01), from SEC filings.

Period	Total return
1 year	0.1%
3 years (annualised)	6.6%

MKRZX Risk Information

Risk metrics for MKRZX, derived from monthly returns in SEC filings.

1-year volatility (annualised): 11.1%

MKRZX Costs and Fees

MKRZX costs about $31 per $10,000 invested per year in fund expenses.

Net expense ratio: 0.31%
Gross expense ratio: 0.31%
Portfolio turnover: 5%
Brokerage commissions: 6.82 bps of average net assets (SEC N-CEN)

MKRZX Cashflows

Over the 12 months to 2022-03, MM MSCI EAFE International Index Fund had net outflows of $32.92M, from monthly SEC N-PORT filings.

Month	Net flow
2022-03	−$1.92M
2022-02	−$376.55K
2022-01	−$20.33M
2021-12	−$2.90M
2021-11	−$4.35M
2021-10	$13.51M

MKRZX Debt Constituents

No individual debt constituents are reported in MM MSCI EAFE International Index Fund's latest SEC N-PORT filing.

MKRZX Prospectus and SEC Filings

Official MM MSCI EAFE International Index Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

Related Funds

Other Japan Blend / Core Equity funds tracked on ABC INVEST:

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.