Page 150 - AugDefComp

MassMutual Mid Cap Growth I MEFZX 6/30/2021

Fund Incep Date: Benchmark: Category: Net Assets: Manager Name: Manager Start Date: Expense Ratio: Expense Rank:
11/15/2010 Russell Mid-Cap Growth Index Mid-Cap Growth $9,709.00M Brian W.H. Berghuis 05/31/2000 0.71% 15

PORTFOLIO COMPOSITION (Holdings-based) INVESTMENT OVERVIEW
Assets The investment seeks growth of capital over the long-term. The fund invests primarily in equity securities of mid-capitalization companies that the fund's
subadvisers believe offer the potential for long-term growth. It invests at least 80% of its net assets (plus the amount of any borrowings for investment purposes)
Cash 1.87% in a broadly diversified portfolio of common stocks of mid-cap companies whose earnings the subadvisers expect to grow at a faster rate than the average
US Stocks 92.15% company.
US Bonds 0.00%
Non-US Stocks 4.70%
Preferred Stocks 0.16% PERFORMANCE
Convertible Bonds 0.00%
Other 1.12% 3 Year Rolling Performance (Jul 16-Jun 21)
Non-US Bonds 0.00% 35
Sector Breakdown 5th to 25th Percentile
30 25th to Median
Sensitive
Communication Services 5.06% 25 Median to 75th Percentile
Industrials 14.03% 75th to 95th Percentile
Technology 23.85% 20
MassMutual Mid Cap Growth I
Energy 0.00%
15 Russell Mid-Cap Growth Index
Cyclical
Basic Materials 2.39% 10
Consumer Cyclical 18.11%
Real Estate 0.78% 5
Financial Services 7.42%
0
Defensive
Consumer Defensive 3.10% -5
Healthcare 24.25% 4/2016 2/2017 4/2017 2/2018 4/2018 2/2019 4/2019 2/2020 4/2020 2/2021
Utilities 1.01%
3M YTD 1Y 3Y 5Y 7Y 10Y SI
TOP 10 HOLDINGS
Fund 7.10 9.98 40.16 / 77 19.33 / 59 18.34 / 67 14.86 / 47 14.95 / 35 15.58
Microchip Technology Inc 2.07%
Benchmark 11.07 10.44 43.77 / 59 22.39 / 33 20.52 / 39 15.39 / 34 15.13 / 30
Agilent Technologies Inc 1.90% Peer Group Median 7.21 9.88 45.17 / 50 20.68 / 50 19.80 / 50 14.70 / 50 14.22 / 50
Hologic Inc 1.84%
Number of Funds 187 174 161 151 139
Teleflex Inc 1.82%
Ball Corp 1.75% CALENDAR 2020 2019 2018 2017 2016 2015 2014 2013 2012
Textron Inc 1.55% Fund 26.20 32.22 -3.10 24.66 6.19 5.95 13.00 36.31 14.71
Burlington Stores Inc 1.54% Benchmark 35.59 35.47 -4.75 25.27 7.33 -0.20 11.90 35.74 15.81
Catalent Inc 1.53% Peer Group Median 33.46 32.68 -5.98 24.48 6.13 -0.76 7.39 35.73 14.36
Marvell Technology Inc 1.46%
Bruker Corp 1.39%
RISK & PERFORMANCE STATISTICS NOTES
Total: 16.85%
Peer Group
3 Yr Fund Benchmark
ASSET LOADINGS (Returns-based) Median
Alpha -1.54 0.00 -1.01
FUND EXPOSURES (WEIGHT) (Jul 18-Jun 21) Beta 0.94 1.00 0.98
100
75 R-Squared 96.46 100.00 92.97
Sharpe Ratio 0.89 0.98 0.89
50
25 Up Market Capture 88.18 100.00 97.03
0 Down Market Capture 93.36 100.00 100.39
Current Average
Fund Bmk Fund Bmk 5 Yr Fund Benchmark Peer Group
Cash 1.8 0.0 2.6 0.0 Median
Top Value 0.0 0.0 5.4 0.0 Alpha -0.88 0.00 -0.16
Top Growth 4.6 0.0 1.9 0.0 Beta 0.94 1.00 0.99
Mid Value 27.6 0.0 21.6 0.0 R-Squared 96.23 100.00 91.39
Mid Growth 62.0 100.0 65.0 100.0 Sharpe Ratio 1.02 1.09 1.04
Sm Value 0.0 0.0 0.0 0.0 Up Market Capture 89.93 100.00 97.17
Sm Growth 4.0 0.0 3.5 0.0 Down Market Capture 93.19 100.00 99.81

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