| | |
Schedule of Investments (unaudited) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Common Stocks | | | | | | | | |
| | |
Advertising Agencies — 0.4% | | | | | | | | |
Advantage Solutions, Inc.(a)(b) | | | 114,518 | | | $ | 990,581 | |
Boston Omaha Corp., Class A(a) | | | 27,302 | | | | 1,058,772 | |
Cardlytics, Inc.(a) | | | 48,784 | | | | 4,094,929 | |
Chimera Investment Corp. | | | 358,658 | | | | 5,326,071 | |
Clear Channel Outdoor Holdings, Inc.(a) | | | 547,175 | | | | 1,482,844 | |
Emerald Holding, Inc.(a) | | | 39,174 | | | | 170,015 | |
Entercom Communications Corp.(a) | | | 178,691 | | | | 657,583 | |
Fluent, Inc.(a) | | | 60,797 | | | | 138,009 | |
National CineMedia, Inc. | | | 97,245 | | | | 346,192 | |
QuinStreet, Inc.(a) | | | 73,771 | | | | 1,295,419 | |
Thryv Holdings, Inc.(a) | | | 10,155 | | | | 305,056 | |
Viad Corp.(a) | | | 31,036 | | | | 1,409,345 | |
| | | | | | | | |
| | | | | | | 17,274,816 | |
| | |
Aerospace — 0.7% | | | | | | | | |
AAR Corp.(a) | | | 49,540 | | | | 1,606,582 | |
Aerojet Rocketdyne Holdings, Inc. | | | 113,894 | | | | 4,960,084 | |
AeroVironment, Inc.(a) | | | 34,922 | | | | 3,014,467 | |
AerSale Corp.(a) | | | 18,967 | | | | 322,439 | |
Astronics Corp.(a) | | | 36,144 | | | | 508,185 | |
Byrna Technologies, Inc.(a)(b) | | | 28,185 | | | | 616,124 | |
Columbia Property Trust, Inc. | | | 171,652 | | | | 3,264,821 | |
Ducommun, Inc.(a)(b) | | | 15,716 | | | | 791,301 | |
Kaman Corp. | | | 42,238 | | | | 1,506,629 | |
Kratos Defense & Security Solutions, Inc.(a) | | | 190,348 | | | | 4,246,664 | |
Macerich Co. | | | 322,322 | | | | 5,386,001 | |
Moog, Inc., Class A | | | 44,564 | | | | 3,397,114 | |
Triumph Group, Inc.(a) | | | 96,585 | | | | 1,799,378 | |
| | | | | | | | |
| | | | | | | 31,419,789 | |
| | |
Agriculture, Fishing & Ranching — 0.3% | | | | | | | | |
Andersons, Inc. | | | 47,652 | | | | 1,469,111 | |
AquaBounty Technologies, Inc.(a) | | | 77,821 | | | | 316,731 | |
Cadiz, Inc.(a)(b) | | | 33,554 | | | | 236,220 | |
Calavo Growers, Inc. | | | 25,263 | | | | 966,057 | |
Cal-Maine Foods, Inc. | | | 56,028 | | | | 2,025,973 | |
Fresh Del Monte Produce, Inc. | | | 48,904 | | | | 1,575,687 | |
GrowGeneration Corp.(a)(b) | | | 81,290 | | | | 2,005,424 | |
Limoneira Co. | | | 25,358 | | | | 410,039 | |
MedAvail Holdings, Inc.(a)(b) | | | 16,244 | | | | 47,433 | |
Sanderson Farms, Inc. | | | 30,745 | | | | 5,786,209 | |
| | | | | | | | |
| | | | | | | 14,838,884 | |
| | |
Air Transport(a) — 0.5% | | | | | | | | |
Air Transport Services Group, Inc. | | | 88,211 | | | | 2,276,726 | |
Allegiant Travel Co. | | | 23,175 | | | | 4,530,249 | |
Atlas Air Worldwide Holdings, Inc. | | | 43,298 | | | | 3,536,581 | |
Frontier Group Holdings, Inc.(b) | | | 52,782 | | | | 833,428 | |
Hawaiian Holdings, Inc. | | | 76,108 | | | | 1,648,499 | |
Mesa Air Group, Inc. | | | 50,631 | | | | 387,833 | |
SkyWest, Inc. | | | 74,603 | | | | 3,680,912 | |
Spirit Airlines, Inc. | | | 154,234 | | | | 4,000,830 | |
Sun Country Airlines Holdings, Inc. | | | 26,169 | | | | 877,708 | |
| | | | | | | | |
| | | | | | | 21,772,766 | |
| | |
Alternative Energy(a) — 0.3% | | | | | | | | |
Aemetis, Inc.(b) | | | 45,137 | | | | 825,104 | |
Alto Ingredients, Inc.(b) | | | 106,079 | | | | 524,030 | |
Ameresco, Inc., Class A | | | 46,465 | | | | 2,714,950 | |
Centrus Energy Corp., Class A | | | 13,577 | | | | 524,887 | |
Green Brick Partners, Inc. | | | 46,392 | | | | 951,964 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Alternative Energy (continued) | | | | | | | | |
Green Plains, Inc. | | | 51,340 | | | $ | 1,676,251 | |
Infrastructure and Energy Alternatives, Inc.(b) | | | 43,682 | | | | 499,285 | |
REX American Resources Corp. | | | 8,390 | | | | 670,109 | |
Sunnova Energy International, Inc.(b) | | | 131,841 | | | | 4,342,843 | |
| | | | | | | | |
| | | | | | | 12,729,423 | |
| | |
Aluminum — 0.2% | | | | | | | | |
Arconic Corp.(a)(b) | | | 167,607 | | | | 5,286,325 | |
Century Aluminum Co.(a) | | | 85,046 | | | | 1,143,868 | |
Kaiser Aluminum Corp. | | | 24,030 | | | | 2,618,309 | |
| | | | | | | | |
| | | | | | | 9,048,502 | |
| | |
Asset Management & Custodian — 1.0% | | | | | | | | |
Artisan Partners Asset Management, Inc., Class A | | | 88,745 | | | | 4,341,405 | |
Assetmark Financial Holdings, Inc.(a) | | | 25,780 | | | | 641,149 | |
B. Riley Financial, Inc. | | | 30,730 | | | | 1,814,299 | |
Brightsphere Investment Group, Inc. | | | 86,025 | | | | 2,247,833 | |
Cohen & Steers, Inc. | | | 37,827 | | | | 3,168,768 | |
Cowen, Inc., Class A | | | 43,664 | | | | 1,498,112 | |
Diamond Hill Investment Group, Inc. | | | 4,531 | | | | 795,916 | |
Federated Hermes, Inc. | | | 142,200 | | | | 4,621,500 | |
Focus Financial Partners, Inc., Class A(a)(b) | | | 90,146 | | | | 4,720,946 | |
GAMCO Investors, Inc., Class A | | | 8,691 | | | | 229,269 | |
GCM Grosvenor, Inc., Class A | | | 63,017 | | | | 725,956 | |
Hamilton Lane, Inc., Class A | | | 52,131 | | | | 4,421,751 | |
Open Lending Corp., Class A(a) | | | 157,147 | | | | 5,668,292 | |
Oppenheimer Holdings, Inc., Class A | | | 12,887 | | | | 583,652 | |
PJT Partners, Inc., Class A | | | 36,339 | | | | 2,874,778 | |
Pzena Investment Management, Inc., Class A | | | 27,206 | | | | 267,707 | |
Sculptor Capital Management, Inc. | | | 36,904 | | | | 1,029,253 | |
StepStone Group, Inc., Class A | | | 60,493 | | | | 2,579,422 | |
Virtus Investment Partners, Inc. | | | 11,204 | | | | 3,476,825 | |
WisdomTree Investments, Inc. | | | 213,451 | | | | 1,210,267 | |
| | | | | | | | |
| | | | | | | 46,917,100 | |
| | |
Auto Parts — 1.1% | | | | | | | | |
Adient PLC(a)(b) | | | 143,112 | | | | 5,931,992 | |
American Axle & Manufacturing Holdings, Inc.(a) | | | 170,779 | | | | 1,504,563 | |
Canoo, Inc.(a)(b) | | | 162,997 | | | | 1,253,447 | |
CarParts.com, Inc.(a) | | | 71,843 | | | | 1,121,469 | |
Dana, Inc. | | | 219,952 | | | | 4,891,733 | |
Dorman Products, Inc.(a) | | | 40,733 | | | | 3,856,193 | |
Fisker, Inc.(a)(b) | | | 252,265 | | | | 3,695,682 | |
Fox Factory Holding Corp.(a) | | | 64,191 | | | | 9,278,167 | |
Gentherm, Inc.(a) | | | 49,895 | | | | 4,038,002 | |
Lordstown Motors Corp., Class A(a)(b) | | | 148,389 | | | | 1,184,144 | |
Meritor, Inc.(a) | | | 105,280 | | | | 2,243,517 | |
Standard Motor Products, Inc. | | | 31,903 | | | | 1,394,480 | |
Stoneridge, Inc.(a) | | | 40,062 | | | | 816,864 | |
Tenneco, Inc., Class A(a) | | | 107,572 | | | | 1,535,053 | |
Visteon Corp.(a)(b) | | | 42,136 | | | | 3,977,217 | |
Workhorse Group, Inc.(a)(b) | | | 188,524 | | | | 1,442,209 | |
XL Fleet Corp.(a)(b) | | | 61,159 | | | | 376,739 | |
XPEL Inc.(a)(b) | | | 28,102 | | | | 2,131,818 | |
| | | | | | | | |
| | | | | | | 50,673,289 | |
| | |
Auto Services — 0.2% | | | | | | | | |
Goodyear Tire & Rubber Co.(a) | | | 419,502 | | | | 7,425,185 | |
| | | | | | | | |
| | |
Back Office Support, HR & Consulting — 1.5% | | | | | | | | |
ASGN, Inc.(a) | | | 79,111 | | | | 8,950,619 | |
Atlas Technical Consultants, Inc.(a) | | | 22,742 | | | | 231,286 | |
Barrett Business Services, Inc. | | | 11,581 | | | | 883,167 | |
CBIZ, Inc.(a) | | | 77,919 | | | | 2,519,900 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 1 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
|
Back Office Support, HR & Consulting (continued) | |
Conduent, Inc.(a) | | | 256,673 | | | $ | 1,691,475 | |
CRA International, Inc. | | | 11,737 | | | | 1,165,954 | |
ExlService Holdings, Inc.(a) | | | 50,004 | | | | 6,156,492 | |
Forrester Research, Inc.(a) | | | 17,200 | | | | 847,272 | |
GP Strategies Corp.(a) | | | 20,881 | | | | 432,237 | |
Hackett Group, Inc. | | | 38,500 | | | | 755,370 | |
Heidrick & Struggles International, Inc. | | | 29,596 | | | | 1,320,869 | |
HireQuest, Inc. | | | 10,587 | | | | 204,647 | |
Huron Consulting Group, Inc.(a) | | | 34,108 | | | | 1,773,616 | |
ICF International, Inc. | | | 29,053 | | | | 2,594,142 | |
Insperity, Inc. | | | 54,612 | | | | 6,047,733 | |
Kelly Services, Inc., Class A | | | 52,428 | | | | 989,841 | |
Kforce, Inc. | | | 31,362 | | | | 1,870,430 | |
Korn Ferry | | | 83,493 | | | | 6,041,553 | |
Liquidity Services, Inc.(a) | | | 40,114 | | | | 866,864 | |
Maximus, Inc. | | | 92,838 | | | | 7,724,122 | |
NV5 Global, Inc.(a) | | | 19,326 | | | | 1,904,964 | |
PAE, Inc.(a) | | | 112,896 | | | | 675,118 | |
Rekor Systems, Inc.(a) | | | 46,305 | | | | 532,044 | |
Resources Connection, Inc. | | | 47,710 | | | | 752,864 | |
StarTek, Inc.(a) | | | 27,578 | | | | 151,955 | |
Target Hospitality Corp.(a) | | | 49,812 | | | | 185,799 | |
TriNet Group, Inc.(a) | | | 61,825 | | | | 5,847,408 | |
TrueBlue, Inc.(a) | | | 53,309 | | | | 1,443,608 | |
TTEC Holdings, Inc. | | | 27,782 | | | | 2,598,450 | |
| | | | | | | | |
| | | | | | | 67,159,799 | |
| | |
Banks: Diversified — 7.6% | | | | | | | | |
1st Source Corp. | | | 25,200 | | | | 1,190,448 | |
Allegiance Bancshares, Inc. | | | 31,564 | | | | 1,204,167 | |
Altabancorp. | | | 29,174 | | | | 1,288,324 | |
Ambac Financial Group, Inc.(a) | | | 68,315 | | | | 978,271 | |
Amerant Bancorp, Inc.(a) | | | 35,071 | | | | 867,657 | |
American National Bankshares, Inc. | | | 17,212 | | | | 568,684 | |
Ameris Bancorp. | | | 102,221 | | | | 5,303,225 | |
Arrow Financial Corp. | | | 22,514 | | | | 773,581 | |
Associated Banc-Corp. | | | 231,005 | | | | 4,948,127 | |
Atlantic Capital Bancshares, Inc.(a) | | | 35,085 | | | | 929,402 | |
Atlantic Union Bankshares Corp. | | | 114,822 | | | | 4,231,191 | |
BancFirst Corp. | | | 27,025 | | | | 1,624,743 | |
Banco Latinoamericano de Comercio Exterior SA, Class E | | | 48,028 | | | | 842,411 | |
Bancorp, Inc.(a)(b) | | | 77,374 | | | | 1,969,168 | |
BancorpSouth Bank | | | 152,410 | | | | 4,538,770 | |
Bank First Corp.(b) | | | 10,024 | | | | 710,401 | |
Bank of Marin Bancorp. | | | 21,243 | | | | 801,923 | |
Bank of NT Butterfield & Son Ltd. | | | 76,267 | | | | 2,708,241 | |
Banner Corp. | | | 52,372 | | | | 2,891,458 | |
Bar Harbor Bankshares | | | 21,850 | | | | 612,892 | |
Blue Ridge Bankshares, Inc.(b) | | | 17,311 | | | | 304,500 | |
Bridgewater Bancshares, Inc.(a) | | | 35,112 | | | | 614,811 | |
Bryn Mawr Bank Corp. | | | 29,867 | | | | 1,372,389 | |
Business First Bancshares, Inc. | | | 28,633 | | | | 669,726 | |
Byline Bancorp, Inc. | | | 37,376 | | | | 917,955 | |
Cadence BanCorp. | | | 182,257 | | | | 4,002,364 | |
Cambridge Bancorp. | | | 10,129 | | | | 891,352 | |
Camden National Corp. | | | 23,340 | | | | 1,117,986 | |
Capital Bancorp, Inc. | | | 13,728 | | | | 330,296 | |
Capital City Bank Group, Inc. | | | 21,636 | | | | 535,275 | |
Capitol Federal Financial, Inc. | | | 198,169 | | | | 2,276,962 | |
Capstar Financial Holdings, Inc. | | | 25,571 | | | | 543,128 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Banks: Diversified (continued) | | | | | | | | |
Carter Bankshares, Inc.(a) | | | 35,497 | | | $ | 504,767 | |
Cathay General Bancorp | | | 113,031 | | | | 4,678,353 | |
CBTX, Inc. | | | 31,455 | | | | 829,783 | |
Central Pacific Financial Corp. | | | 36,134 | | | | 927,921 | |
Century Bancorp, Inc., Class A | | | 4,500 | | | | 518,580 | |
CIT Group, Inc. | | | 150,686 | | | | 7,828,138 | |
Citizens & Northern Corp. | | | 21,059 | | | | 531,950 | |
City Holding Co. | | | 23,672 | | | | 1,844,286 | |
Civista Bancshares, Inc. | | | 26,232 | | | | 609,369 | �� |
CNB Financial Corp. | | | 23,280 | | | | 566,635 | |
Coastal Financial Corp.(a) | | | 13,132 | | | | 418,386 | |
Columbia Banking System, Inc. | | | 111,572 | | | | 4,238,620 | |
Columbia Financial, Inc.(a) | | | 61,595 | | | | 1,139,507 | |
Community Bank System, Inc. | | | 80,268 | | | | 5,491,937 | |
Community Trust Bancorp, Inc. | | | 22,638 | | | | 953,060 | |
ConnectOne Bancorp, Inc. | | | 54,957 | | | | 1,649,260 | |
CrossFirst Bankshares, Inc.(a) | | | 70,864 | | | | 921,232 | |
Customers Bancorp, Inc.(a) | | | 42,576 | | | | 1,831,620 | |
CVB Financial Corp. | | | 196,554 | | | | 4,003,805 | |
Eagle Bancorp, Inc. | | | 47,681 | | | | 2,741,657 | |
Eastern Bankshares, Inc. | | | 259,833 | | | | 5,274,610 | |
Enterprise Bancorp, Inc. | | | 13,849 | | | | 497,872 | |
Enterprise Financial Services Corp. | | | 53,555 | | | | 2,424,970 | |
Equity Bancshares, Inc., Class A | | | 20,806 | | | | 694,504 | |
Farmers National Banc Corp. | | | 42,743 | | | | 671,493 | |
FB Financial Corp. | | | 53,420 | | | | 2,290,650 | |
Fidelity D&D Bancorp, Inc. | | | 6,449 | | | | 325,223 | |
Financial Institutions, Inc. | | | 26,478 | | | | 811,551 | |
First Bancorp, Inc. | | | 16,608 | | | | 483,957 | |
First BanCorp, Puerto Rico | | | 315,153 | | | | 4,144,262 | |
First Bancorp/Southern Pines NC | | | 43,112 | | | | 1,854,247 | |
First Bancshares, Inc. | | | 32,134 | | | | 1,246,157 | |
First Bank/Hamilton | | | 24,595 | | | | 346,544 | |
First Busey Corp. | | | 77,953 | | | | 1,919,982 | |
First Commonwealth Financial Corp. | | | 139,403 | | | | 1,900,063 | |
First Community Bancshares, Inc. | | | 25,204 | | | | 799,471 | |
First Financial Bancorp | | | 143,414 | | | | 3,357,322 | |
First Financial Bankshares, Inc. | | | 196,220 | | | | 9,016,309 | |
First Financial Corp. | | | 20,784 | | | | 873,967 | |
First Foundation, Inc. | | | 57,517 | | | | 1,512,697 | |
First Internet Bancorp | | | 14,564 | | | | 454,106 | |
First Interstate Bancsystem, Inc., Class A | | | 61,426 | | | | 2,473,011 | |
First Merchants Corp. | | | 83,191 | | | | 3,480,711 | |
First Mid Bancshares, Inc. | | | 23,111 | | | | 948,938 | |
First Midwest Bancorp, Inc. | | | 171,475 | | | | 3,259,740 | |
First of Long Island Corp. | | | 40,270 | | | | 829,562 | |
Five Star Bancorp | | | 8,460 | | | | 202,532 | |
Flagstar Bancorp, Inc. | | | 78,762 | | | | 3,999,534 | |
FS Bancorp, Inc. | | | 12,270 | | | | 424,665 | |
Fulton Financial Corp. | | | 239,355 | | | | 3,657,344 | |
German American Bancorp, Inc. | | | 38,518 | | | | 1,487,950 | |
Glacier Bancorp, Inc. | | | 145,011 | | | | 8,026,359 | |
Great Western Bancorp, Inc. | | | 80,841 | | | | 2,646,734 | |
Guaranty Bancshares, Inc. | | | 11,719 | | | | 420,126 | |
Hancock Whitney Corp. | | | 131,239 | | | | 6,183,982 | |
Hanmi Financial Corp. | | | 35,695 | | | | 716,042 | |
HarborOne Bancorp, Inc. | | | 79,912 | | | | 1,121,964 | |
HBT Financial, Inc. | | | 16,051 | | | | 249,593 | |
Heartland Financial USA, Inc. | | | 63,844 | | | | 3,069,620 | |
Heritage Commerce Corp. | | | 96,249 | | | | 1,119,376 | |
Home BancShares, Inc. | | | 231,514 | | | | 5,447,524 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Banks: Diversified (continued) | | | | | | | | |
Hope Bancorp, Inc. | | | 164,675 | | | $ | 2,377,907 | |
Horizon Bancorp, Inc. | | | 66,840 | | | | 1,214,483 | |
Howard Bancorp, Inc.(a) | | | 20,178 | | | | 409,210 | |
Independent Bank Corp. | | | 78,018 | | | | 4,338,256 | |
Independent Bank Group, Inc. | | | 57,278 | | | | 4,069,029 | |
International Bancshares Corp. | | | 81,607 | | | | 3,398,115 | |
Lakeland Bancorp, Inc. | | | 75,630 | | | | 1,333,357 | |
Lakeland Financial Corp. | | | 36,651 | | | | 2,611,017 | |
Live Oak Bancshares, Inc. | | | 47,413 | | | | 3,016,889 | |
Luther Burbank Corp. | | | 30,326 | | | | 406,672 | |
Macatawa Bank Corp. | | | 45,179 | | | | 362,787 | |
Mercantile Bank Corp. | | | 22,520 | | | | 721,316 | |
Merchants Bancorp | | | 13,452 | | | | 530,950 | |
Metrocity Bankshares, Inc. | | | 28,203 | | | | 591,417 | |
Metropolitan Bank Holding Corp.(a) | | | 12,018 | | | | 1,013,117 | |
Mid Penn Bancorp, Inc. | | | 11,675 | | | | 321,646 | |
Midland States Bancorp, Inc. | | | 32,587 | | | | 805,877 | |
MVB Financial Corp. | | | 14,651 | | | | 627,502 | |
National Bank Holdings Corp., Class A | | | 42,117 | | | | 1,704,896 | |
NBT Bancorp, Inc. | | | 65,310 | | | | 2,358,997 | |
Nicolet Bankshares, Inc.(a)(b) | | | 15,339 | | | | 1,137,847 | |
Northrim BanCorp, Inc. | | | 9,948 | | | | 422,889 | |
OFG Bancorp | | | 75,065 | | | | 1,893,139 | |
Old National Bancorp | | | 241,751 | | | | 4,097,679 | |
Old Second Bancorp, Inc. | | | 47,962 | | | | 626,384 | |
Origin Bancorp, Inc. | | | 33,731 | | | | 1,428,508 | |
Orrstown Financial Services, Inc. | | | 17,730 | | | | 414,882 | |
Pacific Premier Bancorp, Inc. | | | 121,865 | | | | 5,050,086 | |
Park National Corp. | | | 21,882 | | | | 2,668,510 | |
PCSB Financial Corp. | | | 24,272 | | | | 447,576 | |
Peapack Gladstone Financial Corp. | | | 30,765 | | | | 1,026,320 | |
Peoples Bancorp, Inc. | | | 39,600 | | | | 1,251,756 | |
Peoples Financial Services Corp. | | | 10,739 | | | | 489,376 | |
Pioneer Bancorp, Inc.(a) | | | 20,117 | | | | 254,279 | |
Preferred Bank/Los Angeles CA | | | 18,147 | | | | 1,210,042 | |
Primis Financial Corp. | | | 32,511 | | | | 470,109 | |
Provident Financial Services, Inc. | | | 116,700 | | | | 2,738,949 | |
QCR Holdings, Inc. | | | 24,093 | | | | 1,239,344 | |
RBB Bancorp | | | 26,421 | | | | 666,073 | |
Red River Bancshares, Inc. | | | 7,783 | | | | 387,983 | |
Reliant Bancorp, Inc. | | | 23,597 | | | | 745,429 | |
Renasant Corp. | | | 83,410 | | | | 3,006,930 | |
Republic Bancorp, Inc., Class A | | | 15,627 | | | | 791,508 | |
Republic First Bancorp, Inc.(a)(b) | | | 77,302 | | | | 238,090 | |
S&T Bancorp, Inc. | | | 55,903 | | | | 1,647,461 | |
Sandy Spring Bancorp, Inc. | | | 72,105 | | | | 3,303,851 | |
Seacoast Banking Corp. of Florida | | | 76,349 | | | | 2,581,360 | |
ServisFirst Bancshares, Inc. | | | 75,656 | | | | 5,886,037 | |
Sierra Bancorp | | | 23,052 | | | | 559,703 | |
Silvergate Capital Corp., Class A(a) | | | 36,869 | | | | 4,258,369 | |
Simmons First National Corp., Class A | | | 164,754 | | | | 4,870,128 | |
SmartFinancial, Inc. | | | 21,356 | | | | 552,053 | |
South Plains Financial, Inc. | | | 17,062 | | | | 415,972 | |
South State Corp. | | | 105,792 | | | | 7,899,489 | |
Southern First Bancshares, Inc.(a) | | | 11,833 | | | | 633,065 | |
Southside Bancshares, Inc. | | | 48,411 | | | | 1,853,657 | |
Spirit of Texas Bancshares, Inc. | | | 21,126 | | | | 511,249 | |
Stock Yards Bancorp, Inc. | | | 34,594 | | | | 2,028,938 | |
Summit Financial Group, Inc. | | | 19,115 | | | | 468,509 | |
Texas Capital Bancshares, Inc.(a) | | | 77,047 | | | | 4,624,361 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Banks: Diversified (continued) | | | | | | | | |
Tompkins Financial Corp. | | | 22,163 | | | $ | 1,793,208 | |
TowneBank | | | 103,982 | | | | 3,234,880 | |
Trico Bancshares | | | 40,262 | | | | 1,747,371 | |
TriState Capital Holdings, Inc.(a) | | | 42,768 | | | | 904,543 | |
Triumph Bancorp, Inc.(a) | | | 34,915 | | | | 3,496,039 | |
TrustCo Bank Corp. | | | 30,655 | | | | 980,040 | |
Trustmark Corp. | | | 95,350 | | | | 3,072,177 | |
UMB Financial Corp. | | | 66,105 | | | | 6,393,015 | |
United Bankshares, Inc. | | | 191,677 | | | | 6,973,209 | |
United Community Banks, Inc. | | | 118,261 | | | | 3,881,326 | |
Univest Financial Corp. | | | 45,724 | | | | 1,252,380 | |
Valley National Bancorp | | | 614,054 | | | | 8,173,059 | |
Veritex Holdings, Inc. | | | 71,024 | | | | 2,795,505 | |
Washington Trust Bancorp, Inc. | | | 26,664 | | | | 1,412,659 | |
WesBanco, Inc. | | | 94,378 | | | | 3,216,402 | |
West BanCorp., Inc. | | | 26,795 | | | | 804,654 | |
Westamerica BanCorp | | | 40,498 | | | | 2,278,417 | |
| | | | | | | | |
| | | | | | | 344,874,172 | |
|
Banks: Savings, Thrift & Mortgage Lending — 1.1% | |
Amalgamated Financial Corp. | | | 20,899 | | | | 330,622 | |
Axos Financial, Inc.(a) | | | 88,144 | | | | 4,542,942 | |
Banc of California, Inc. | | | 66,911 | | | | 1,237,184 | |
BankUnited, Inc. | | | 139,380 | | | | 5,828,872 | |
Berkshire Hills Bancorp, Inc. | | | 65,241 | | | | 1,760,202 | |
Brookline Bancorp, Inc. | | | 112,560 | | | | 1,717,666 | |
Finance Of America Cos., Inc., Class A(a) | | | 44,228 | | | | 218,929 | |
Flushing Financial Corp. | | | 44,444 | | | | 1,004,434 | |
Great Southern Bancorp, Inc. | | | 14,826 | | | | 812,613 | |
Heritage Financial Corp. | | | 54,675 | | | | 1,394,213 | |
Hingham Institution for Savings | | | 2,201 | | | | 741,077 | |
Home Bancorp, Inc. | | | 12,224 | | | | 472,824 | |
Home Point Capital, Inc.(b) | | | 7,506 | | | | 30,925 | |
HomeStreet, Inc. | | | 27,959 | | | | 1,150,513 | |
Investors Bancorp, Inc. | | | 350,649 | | | | 5,298,306 | |
Kearny Financial Corp. | | | 113,470 | | | | 1,410,432 | |
Ladder Capital Corp. | | | 180,104 | | | | 1,990,149 | |
Meridian Bancorp, Inc. | | | 72,294 | | | | 1,500,824 | |
Northfield Bancorp, Inc. | | | 74,887 | | | | 1,285,061 | |
Northwest Bancshares, Inc. | | | 184,801 | | | | 2,454,157 | |
OceanFirst Financial Corp. | | | 89,605 | | | | 1,918,443 | |
Premier Financial Corp. | | | 55,468 | | | | 1,766,101 | |
Provident Bancorp, Inc. | | | 32,679 | | | | 523,518 | |
Southern Missouri Bancorp, Inc. | | | 12,070 | | | | 541,822 | |
Washington Federal, Inc. | | | 101,456 | | | | 3,480,955 | |
Waterstone Financial, Inc. | | | 33,179 | | | | 679,838 | |
WSFS Financial Corp. | | | 72,072 | | | | 3,698,014 | |
| | | | | | | | |
| | | | | | | 47,790,636 | |
| | |
Beverage: Soft Drinks — 0.4% | | | | | | | | |
Celsius Holdings, Inc.(a)(b) | | | 81,847 | | | | 7,373,596 | |
Coca-Cola Consolidated, Inc. | | | 7,185 | | | | 2,832,183 | |
Duckhorn Portfolio, Inc.(a)(b) | | | 29,354 | | | | 671,913 | |
National Beverage Corp. | | | 35,891 | | | | 1,883,919 | |
NewAge, Inc.(a)(b) | | | 243,878 | | | | 338,991 | |
Primo Water Corp. | | | 237,620 | | | | 3,735,386 | |
Zevia PBC, Class A(a) | | | 14,065 | | | | 161,888 | |
| | | | | | | | |
| | | | | | | 16,997,876 | |
| | |
Biotechnology — 9.3% | | | | | | | | |
4D Molecular Therapeutics, Inc.(a)(b) | | | 31,966 | | | | 862,123 | |
89bio, Inc.(a) | | | 12,295 | | | | 240,859 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 3 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Biotechnology (continued) | | | | | | | | |
9 Meters Biopharma, Inc.(a)(b) | | | 312,482 | | | $ | 406,227 | |
Acumen Pharmaceuticals, Inc.(a) | | | 14,760 | | | | 219,334 | |
Adagio Therapeutics, Inc.(a) | | | 32,171 | | | | 1,358,903 | |
Adicet Bio, Inc.(a) | | | 29,573 | | | | 231,852 | |
Aduro Biotech, Inc.(c) | | | 21,953 | | | | 65,859 | |
Adverum Biotechnologies, Inc.(a) | | | 136,226 | | | | 295,610 | |
Aeglea BioTherapeutics, Inc.(a) | | | 71,346 | | | | 567,201 | |
Aerovate Therapeutics, Inc.(a) | | | 11,232 | | | | 235,647 | |
Affimed NV(a) | | | 178,550 | | | | 1,103,439 | |
Agenus, Inc.(a) | | | 299,297 | | | | 1,571,309 | |
Agios Pharmaceuticals, Inc.(a)(b) | | | 90,638 | | | | 4,182,944 | |
Akebia Therapeutics, Inc.(a) | | | 277,261 | | | | 798,512 | |
Akero Therapeutics, Inc.(a) | | | 38,642 | | | | 863,649 | |
Akouos, Inc.(a) | | | 36,026 | | | | 418,262 | |
Albireo Pharma, Inc.(a)(b) | | | 25,915 | | | | 808,548 | |
Aldeyra Therapeutics, Inc.(a) | | | 73,079 | | | | 641,634 | |
Alector, Inc.(a)(b) | | | 87,256 | | | | 1,991,182 | |
Aligos Therapeutics, Inc.(a) | | | 27,566 | | | | 427,549 | |
Allakos, Inc.(a)(b) | | | 52,712 | | | | 5,580,619 | |
Allogene Therapeutics, Inc.(a) | | | 103,112 | | | | 2,649,978 | |
Allovir, Inc.(a) | | | 44,294 | | | | 1,110,008 | |
Alpine Immune Sciences, Inc.(a)(b) | | | 25,129 | | | | 268,126 | |
Altimmune, Inc.(a) | | | 61,429 | | | | 694,762 | |
ALX Oncology Holdings, Inc.(a)(b) | | | 26,983 | | | | 1,992,964 | |
Amicus Therapeutics, Inc.(a) | | | 409,444 | | | | 3,910,190 | |
AnaptysBio, Inc.(a)(b) | | | 32,273 | | | | 875,244 | |
Anavex Life Sciences Corp.(a)(b) | | | 98,098 | | | | 1,760,859 | |
ANI Pharmaceuticals, Inc.(a) | | | 15,228 | | | | 499,783 | |
Annexon, Inc.(a) | | | 46,724 | | | | 869,534 | |
Apellis Pharmaceuticals, Inc.(a)(b) | | | 99,146 | | | | 3,267,852 | |
Applied Molecular Transport, Inc.(a) | | | 37,144 | | | | 960,915 | |
Applied Therapeutics, Inc.(a) | | | 33,159 | | | | 550,439 | |
Arbutus Biopharma Corp.(a) | | | 118,224 | | | | 507,181 | |
Arcturus Therapeutics Holdings, Inc.(a)(b) | | | 30,796 | | | | 1,471,433 | |
Arcus Biosciences, Inc.(a)(b) | | | 67,717 | | | | 2,361,292 | |
Arcutis Biotherapeutics, Inc.(a)(b) | | | 43,527 | | | | 1,039,860 | |
Ardelyx, Inc.(a)(b) | | | 116,959 | | | | 154,386 | |
Arena Pharmaceuticals, Inc.(a) | | | 94,219 | | | | 5,610,741 | |
Arvinas, Inc.(a) | | | 66,608 | | | | 5,473,845 | |
Atara Biotherapeutics, Inc.(a) | | | 133,582 | | | | 2,391,118 | |
Athenex, Inc.(a) | | | 159,533 | | | | 480,194 | |
Athersys, Inc.(a)(b) | | | 255,927 | | | | 340,383 | |
Atossa Therapeutics, Inc.(a) | | | 177,719 | | | | 579,364 | |
Atreca, Inc., Class A(a)(b) | | | 45,165 | | | | 281,378 | |
Avid Bioservices, Inc.(a)(b) | | | 91,969 | | | | 1,983,771 | |
Avidity Biosciences, Inc.(a) | | | 57,734 | | | | 1,421,988 | |
Avita Medical, Inc.(a) | | | 35,610 | | | | 631,009 | |
Avrobio, Inc.(a) | | | 52,376 | | | | 292,258 | |
Beam Therapeutics, Inc.(a)(b) | | | 75,903 | | | | 6,604,320 | |
Beyondspring, Inc.(a)(b) | | | 35,019 | | | | 551,899 | |
BioAtla, Inc.(a) | | | 23,389 | | | | 688,572 | |
BioCryst Pharmaceuticals, Inc.(a) | | | 269,984 | | | | 3,879,670 | |
BioDelivery Sciences International, Inc.(a) | | | 139,121 | | | | 502,227 | |
Biohaven Pharmaceutical Holding Co. Ltd.(a) | | | 84,834 | | | | 11,784,291 | |
Biomea Fusion, Inc.(a) | | | 12,712 | | | | 152,163 | |
Bioventus, Inc., Class A(a) | | | 23,631 | | | | 334,615 | |
Bioxcel Therapeutics, Inc.(a) | | | 25,925 | | | | 786,824 | |
Black Diamond Therapeutics, Inc.(a) | | | 46,156 | | | | 390,480 | |
Bluebird Bio, Inc.(a)(b) | | | 102,103 | | | | 1,951,188 | |
Blueprint Medicines Corp.(a) | | | 89,284 | | | | 9,179,288 | |
Bolt Biotherapeutics, Inc.(a) | | | 35,008 | | | | 442,851 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Biotechnology (continued) | | | | | | | | |
Bridgebio Pharma, Inc.(a)(b) | | | 163,072 | | | $ | 7,643,185 | |
Brooklyn ImmunoTherapeutics, Inc.(a) | | | 44,700 | | | | 415,710 | |
C4 Therapeutics, Inc.(a) | | | 59,298 | | | | 2,649,435 | |
Cardiff Oncology, Inc.(a) | | | 53,346 | | | | 355,284 | |
Caribou Biosciences, Inc.(a) | | | 29,300 | | | | 699,391 | |
Castle Biosciences, Inc.(a) | | | 33,145 | | | | 2,204,142 | |
Catalyst Pharmaceuticals, Inc.(a) | | | 150,582 | | | | 798,085 | |
Celcuity, Inc.(a) | | | 10,906 | | | | 196,308 | |
Celldex Therapeutics, Inc.(a) | | | 69,289 | | | | 3,740,913 | |
CEL-SCI Corp.(a) | | | 55,169 | | | | 606,307 | |
Century Therapeutics, Inc.(a) | | | 14,217 | | | | 357,700 | |
Cerevel Therapeutics Holdings, Inc.(a) | | | 60,081 | | | | 1,772,389 | |
ChemoCentryx, Inc.(a) | | | 81,906 | | | | 1,400,593 | |
Chinook Therapeutics, Inc.(a) | | | 47,027 | | | | 600,065 | |
Clene, Inc.(a)(b) | | | 31,295 | | | | 213,745 | |
Clovis Oncology, Inc.(a)(b) | | | 166,183 | | | | 741,176 | |
Codexis, Inc.(a)(b) | | | 91,580 | | | | 2,130,151 | |
Codiak Biosciences, Inc.(a) | | | 22,710 | | | | 370,854 | |
Cogent Biosciences, Inc.(a) | | | 54,386 | | | | 457,386 | |
Coherus Biosciences, Inc.(a)(b) | | | 101,091 | | | | 1,624,532 | |
Collegium Pharmaceutical, Inc.(a) | | | 52,060 | | | | 1,027,664 | |
Contra GTX, Inc.(b)(c) | | | 944 | | | | 968 | |
Cortexyme, Inc.(a)(b) | | | 30,019 | | | | 2,751,542 | |
Crinetics Pharmaceuticals, Inc.(a)(b) | | | 54,838 | | | | 1,154,340 | |
Cue Biopharma, Inc.(a) | | | 46,824 | | | | 682,226 | |
Cullinan Oncology, Inc.(a)(b) | | | 39,446 | | | | 890,296 | |
Curis, Inc.(a) | | | 130,842 | | | | 1,024,493 | |
Cymabay Therapeutics, Inc.(a) | | | 104,476 | | | | 381,337 | |
Cytokinetics, Inc.(a) | | | 120,541 | | | | 4,308,135 | |
CytomX Therapeutics, Inc.(a) | | | 91,799 | | | | 467,257 | |
CytoSorbents Corp.(a) | | | 64,033 | | | | 519,948 | |
Day One Biopharmaceuticals, Inc.(a)(b) | | | 11,391 | | | | 270,308 | |
Deciphera Pharmaceuticals, Inc.(a) | | | 62,795 | | | | 2,133,774 | |
Denali Therapeutics, Inc.(a) | | | 137,342 | | | | 6,928,904 | |
Design Therapeutics, Inc.(a)(b) | | | 19,579 | | | | 287,616 | |
Dynavax Technologies Corp.(a)(b) | | | 162,476 | | | | 3,121,164 | |
Dyne Therapeutics, Inc.(a) | | | 44,808 | | | | 727,682 | |
Editas Medicine, Inc.(a) | | | 105,523 | | | | 4,334,885 | |
Eiger Biopharmaceuticals, Inc.(a) | | | 48,670 | | | | 325,116 | |
Eliem Therapeutics, Inc.(a) | | | 10,890 | | | | 195,802 | |
Emergent BioSolutions, Inc.(a) | | | 74,869 | | | | 3,748,691 | |
Epizyme, Inc.(a) | | | 137,866 | | | | 705,874 | |
Erasca, Inc.(a) | | | 30,012 | | | | 636,855 | |
Evelo Biosciences, Inc.(a)(b) | | | 47,428 | | | | 333,893 | |
EyePoint Pharmaceuticals, Inc.(a)(b) | | | 29,501 | | | | 307,400 | |
Fate Therapeutics, Inc.(a) | | | 123,804 | | | | 7,337,863 | |
FibroGen, Inc.(a) | | | 133,924 | | | | 1,368,703 | |
Finch Therapeutics Group, Inc.(a)(b) | | | 13,935 | | | | 181,155 | |
Foghorn Therapeutics, Inc.(a) | | | 32,469 | | | | 452,293 | |
Forma Therapeutics Holdings, Inc.(a) | | | 52,861 | | | | 1,225,847 | |
Forte Biosciences, Inc.(a)(b) | | | 16,626 | | | | 49,213 | |
Fortress Biotech, Inc.(a) | | | 95,910 | | | | 308,830 | |
Frequency Therapeutics, Inc.(a)(b) | | | 60,914 | | | | 430,053 | |
Fulcrum Therapeutics, Inc.(a) | | | 41,003 | | | | 1,156,695 | |
G1 Therapeutics, Inc.(a) | | | 62,743 | | | | 842,011 | |
Gemini Therapeutics, Inc.(a)(b) | | | 30,941 | | | | 125,002 | |
Generation Bio Co.(a)(b) | | | 64,728 | | | | 1,622,731 | |
Geron Corp.(a)(b) | | | 436,582 | | | | 598,117 | |
Global Blood Therapeutics, Inc.(a) | | | 90,425 | | | | 2,304,029 | |
Gossamer Bio, Inc.(a)(b) | | | 87,352 | | | | 1,098,015 | |
Graphite Bio, Inc.(a)(b) | | | 24,627 | | | | 403,637 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Biotechnology (continued) | | | | | | | | |
Greenwich Lifesciences, Inc.(a) | | | 5,921 | | | $ | 231,333 | |
Gritstone bio, Inc.(a) | | | 58,919 | | | | 636,325 | |
GT Biopharma, Inc.(a) | | | 34,934 | | | | 235,455 | |
Halozyme Therapeutics, Inc.(a) | | | 214,032 | | | | 8,706,822 | |
Harpoon Therapeutics, Inc.(a) | | | 35,617 | | | | 281,374 | |
Harvard Bioscience, Inc.(a) | | | 61,301 | | | | 427,881 | |
Heron Therapeutics, Inc.(a) | | | 151,411 | | | | 1,618,584 | |
Homology Medicines, Inc.(a) | | | 66,601 | | | | 524,150 | |
Hookipa Pharma, Inc.(a) | | | 22,901 | | | | 134,887 | |
Humanigen, Inc.(a)(b) | | | 67,653 | | | | 401,182 | |
iBio, Inc.(a) | | | 316,447 | | | | 335,434 | |
Icosavax, Inc.(a)(b) | | | 19,539 | | | | 578,159 | |
Ideaya Biosciences, Inc.(a) | | | 50,300 | | | | 1,282,147 | |
IGM Biosciences, Inc.(a) | | | 11,313 | | | | 743,943 | |
Imago Biosciences, Inc.(a) | | | 14,561 | | | | 291,657 | |
Immuneering Corp., Class A(a) | | | 12,353 | | | | 327,972 | |
Immunic, Inc.(a) | | | 28,435 | | | | 251,650 | |
ImmunityBio, Inc.(a)(b) | | | 101,128 | | | | 984,987 | |
ImmunoGen, Inc.(a) | | | 289,327 | | | | 1,640,484 | |
Immunovant, Inc.(a) | | | 58,435 | | | | 507,800 | |
Impel Neuropharma, Inc.(a)(b) | | | 10,369 | | | | 126,294 | |
Inhibrx, Inc.(a) | | | 41,060 | | | | 1,367,709 | |
Inovio Pharmaceuticals, Inc.(a)(b) | | | 314,243 | | | | 2,249,980 | |
Inozyme Pharma, Inc.(a) | | | 17,048 | | | | 197,586 | |
Insmed, Inc.(a)(b) | | | 176,818 | | | | 4,869,568 | |
Instil Bio, Inc.(a)(b) | | | 25,525 | | | | 456,259 | |
Intellia Therapeutics, Inc.(a)(b) | | | 104,410 | | | | 14,006,601 | |
Intercept Pharmaceuticals, Inc.(a)(b) | | | 39,764 | | | | 590,495 | |
Invitae Corp.(a) | | | 305,417 | | | | 8,683,005 | |
iTeos Therapeutics, Inc.(a) | | | 29,142 | | | | 786,834 | |
IVERIC bio, Inc.(a) | | | 157,279 | | | | 2,554,211 | |
Janux Therapeutics, Inc.(a)(b) | | | 16,565 | | | | 358,301 | |
Jounce Therapeutics, Inc.(a) | | | 59,732 | | | | 443,809 | |
Kadmon Holdings, Inc.(a) | | | 269,915 | | | | 2,350,960 | |
Kala Pharmaceuticals, Inc.(a)(b) | | | 61,146 | | | | 160,203 | |
Kaleido Biosciences, Inc.(a)(b) | | | 19,163 | | | | 104,630 | |
KalVista Pharmaceuticals, Inc.(a) | | | 28,539 | | | | 498,006 | |
Karuna Therapeutics, Inc.(a) | | | 33,928 | | | | 4,150,412 | |
Karyopharm Therapeutics, Inc.(a)(b) | | | 109,244 | | | | 635,800 | |
KemPharm, Inc.(a) | | | 42,902 | | | | 400,276 | |
Keros Therapeutics, Inc.(a) | | | 23,575 | | | | 932,627 | |
Kezar Life Sciences, Inc.(a) | | | 45,133 | | | | 389,949 | |
Kiniksa Pharmaceuticals Ltd., Class A(a) | | | 41,111 | | | | 468,254 | |
Kinnate Biopharma, Inc.(a) | | | 35,543 | | | | 818,200 | |
Kodiak Sciences, Inc.(a) | | | 51,580 | | | | 4,950,648 | |
Kronos Bio, Inc.(a)(b) | | | 58,058 | | | | 1,216,896 | |
Krystal Biotech, Inc.(a)(b) | | | 28,585 | | | | 1,492,423 | |
Kura Oncology, Inc.(a) | | | 97,596 | | | | 1,827,973 | |
Kymera Therapeutics, Inc.(a) | | | 51,776 | | | | 3,041,322 | |
Lexicon Pharmaceuticals, Inc.(a) | | | 102,558 | | | | 493,304 | |
Ligand Pharmaceuticals, Inc.(a) | | | 22,510 | | | | 3,136,093 | |
Lineage Cell Therapeutics, Inc.(a)(b) | | | 177,498 | | | | 447,295 | |
Lyell Immunopharma, Inc.(a) | | | 35,757 | | | | 529,204 | |
MacroGenics, Inc.(a) | | | 93,307 | | | | 1,953,849 | |
Madrigal Pharmaceuticals, Inc.(a) | | | 17,177 | | | | 1,370,553 | |
Magenta Therapeutics, Inc.(a) | | | 54,237 | | | | 394,845 | |
MannKind Corp.(a)(b) | | | 396,730 | | | | 1,725,776 | |
Marinus Pharmaceuticals, Inc.(a)(b) | | | 55,784 | | | | 634,822 | |
MaxCyte, Inc.(a) | | | 23,777 | | | | 290,317 | |
MeiraGTx Holdings plc(a) | | | 49,617 | | | | 653,952 | |
Mersana Therapeutics, Inc.(a) | | | 104,963 | | | | 989,801 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Biotechnology (continued) | | | | | | | | |
MiMedx Group, Inc.(a) | | | 165,237 | | | $ | 1,001,336 | |
Mirum Pharmaceuticals, Inc.(a) | | | 8,546 | | | | 170,236 | |
Molecular Templates, Inc.(a) | | | 68,237 | | | | 457,870 | |
Monte Rosa Therapeutics, Inc.(a)(b) | | | 17,497 | | | | 389,833 | |
Morphic Holding, Inc.(a) | | | 32,042 | | | | 1,814,859 | |
Mustang Bio, Inc.(a) | | | 80,525 | | | | 216,612 | |
Myriad Genetics, Inc.(a) | | | 118,117 | | | | 3,813,998 | |
Neoleukin Therapeutics, Inc.(a) | | | 49,979 | | | | 361,348 | |
NexImmune, Inc.(a) | | | 8,158 | | | | 123,512 | |
NGM Biopharmaceuticals, Inc.(a) | | | 49,964 | | | | 1,050,243 | |
Nkarta, Inc.(a) | | | 22,072 | | | | 613,822 | |
Nurix Therapeutics, Inc.(a) | | | 49,846 | | | | 1,493,386 | |
Nuvalent, Inc.(a) | | | 16,230 | | | | 365,987 | |
Ocugen, Inc.(a)(b) | | | 278,977 | | | | 2,003,055 | |
Olema Pharmaceuticals, Inc.(a)(b) | | | 38,665 | | | | 1,065,607 | |
Omega Therapeutics, Inc.(a) | | | 9,752 | | | | 183,825 | |
Omeros Corp.(a)(b) | | | 90,803 | | | | 1,252,173 | |
Oncocyte Corp.(a) | | | 110,088 | | | | 391,913 | |
Oncorus, Inc.(a) | | | 30,013 | | | | 280,321 | |
Oncternal Therapeutics, Inc.(a) | | | 65,934 | | | | 274,945 | |
OPKO Health, Inc.(a)(b) | | | 605,169 | | | | 2,208,867 | |
ORIC Pharmaceuticals, Inc.(a) | | | 46,465 | | | | 971,583 | |
Outlook Therapeutics, Inc.(a) | | | 125,636 | | | | 272,630 | |
Oyster Point Pharma, Inc.(a) | | | 21,266 | | | | 252,002 | |
Pacific Biosciences of California, Inc.(a) | | | 294,652 | | | | 7,528,359 | |
Passage Bio, Inc.(a) | | | 59,966 | | | | 597,261 | |
Personalis, Inc.(a) | | | 54,190 | | | | 1,042,616 | |
Phathom Pharmaceuticals, Inc.(a) | | | 30,061 | | | | 964,958 | |
PMV Pharmaceuticals, Inc.(a) | | | 39,497 | | | | 1,177,011 | |
Portage Biotech, Inc.(a) | | | 6,706 | | | | 136,266 | |
Poseida Therapeutics, Inc.(a)(b) | | | 48,124 | | | | 350,824 | |
Praxis Precision Medicines, Inc.(a)(b) | | | 49,737 | | | | 919,637 | |
Precigen, Inc.(a) | | | 144,839 | | | | 722,747 | |
Precision BioSciences, Inc.(a)(b) | | | 71,991 | | | | 830,776 | |
Prelude Therapeutics, Inc.(a)(b) | | | 14,971 | | | | 467,844 | |
Prometheus Biosciences, Inc.(a)(b) | | | 16,327 | | | | 387,113 | |
Protagonist Therapeutics, Inc.(a) | | | 67,405 | | | | 1,194,417 | |
Prothena Corp. PLC(a) | | | 54,507 | | | | 3,882,534 | |
Provention Bio, Inc.(a) | | | 80,450 | | | | 514,880 | |
PTC Therapeutics, Inc.(a) | | | 109,090 | | | | 4,059,239 | |
Pulse Biosciences, Inc.(a) | | | 21,148 | | | | 456,797 | |
Puma Biotechnology, Inc.(a) | | | 47,281 | | | | 331,440 | |
RadNet, Inc.(a) | | | 66,801 | | | | 1,957,937 | |
Rapt Therapeutics, Inc.(a) | | | 32,957 | | | | 1,023,315 | |
Recursion Pharmaceuticals, Inc., Class A(a)(b) | | | 43,331 | | | | 997,046 | |
REGENXBIO, Inc.(a) | | | 59,760 | | | | 2,505,139 | |
Relay Therapeutics, Inc.(a) | | | 90,454 | | | | 2,852,015 | |
Relmada Therapeutics, Inc.(a) | | | 22,508 | | | | 589,935 | |
Replimune Group, Inc.(a) | | | 43,290 | | | | 1,283,116 | |
Revolution Medicines, Inc.(a) | | | 89,866 | | | | 2,472,214 | |
Rhythm Pharmaceuticals, Inc.(a)(b) | | | 67,808 | | | | 885,572 | |
Rigel Pharmaceuticals, Inc.(a) | | | 256,348 | | | | 930,543 | |
Rocket Pharmaceuticals, Inc.(a)(b) | | | 60,566 | | | | 1,810,318 | |
Rubius Therapeutics, Inc.(a) | | | 68,336 | | | | 1,221,848 | |
Sana Biotechnology, Inc.(a)(b) | | | 131,093 | | | | 2,952,214 | |
Sangamo Therapeutics, Inc.(a)(b) | | | 177,351 | | | | 1,597,933 | |
Scholar Rock Holding Corp.(a) | | | 42,334 | | | | 1,397,869 | |
Selecta Biosciences, Inc.(a) | | | 154,589 | | | | 643,090 | |
Sensei Biotherapeutics, Inc.(a)(b) | | | 10,002 | | | | 105,221 | |
Seres Therapeutics, Inc.(a)(b) | | | 105,148 | | | | 731,830 | |
Sesen Bio, Inc.(a)(b) | | | 256,560 | | | | 203,503 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 5 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Biotechnology (continued) | | | | | | | | |
Shattuck Labs, Inc.(a) | | | 39,554 | | | $ | 806,111 | |
Sigilon Therapeutics, Inc.(a)(b) | | | 10,362 | | | | 58,545 | |
Silverback Therapeutics, Inc.(a)(b) | | | 32,599 | | | | 325,338 | |
Singular Genomics Systems, Inc.(a) | | | 15,014 | | | | 168,007 | |
Solid Biosciences, Inc.(a) | | | 103,306 | | | | 246,901 | |
Sorrento Therapeutics, Inc.(a)(b) | | | 425,448 | | | | 3,246,168 | |
Spero Therapeutics, Inc.(a)(b) | | | 32,911 | | | | 605,892 | |
SpringWorks Therapeutics, Inc.(a) | | | 43,997 | | | | 2,791,170 | |
Spruce Biosciences, Inc.(a)(b) | | | 9,625 | | | | 57,846 | |
SQZ Biotechnologies Co.(a)(b) | | | 33,371 | | | | 481,210 | |
Stoke Therapeutics, Inc.(a) | | | 28,614 | | | | 727,940 | |
Summit Therapeutics, Inc.(a) | | | 34,667 | | | | 173,682 | |
Surface Oncology, Inc.(a) | | | 50,001 | | | | 378,508 | |
Sutro Biopharma, Inc.(a) | | | 65,442 | | | | 1,236,199 | |
Syros Pharmaceuticals, Inc.(a) | | | 112,522 | | | | 502,973 | |
Talaris Therapeutics, Inc.(a) | | | 14,720 | | | | 199,603 | |
Taysha Gene Therapies, Inc.(a)(b) | | | 32,800 | | | | 610,736 | |
TCR2 Therapeutics, Inc.(a) | | | 43,536 | | | | 370,491 | |
Tenaya Therapeutics, Inc.(a) | | | 19,279 | | | | 398,111 | |
Travere Therapeutics, Inc.(a) | | | 90,084 | | | | 2,184,537 | |
Trevena, Inc.(a) | | | 237,659 | | | | 292,321 | |
Trillium Therapeutics, Inc.(a) | | | 147,028 | | | | 2,581,812 | |
Turning Point Therapeutics, Inc.(a) | | | 69,469 | | | | 4,614,826 | |
Twist Bioscience Corp.(a) | | | 72,639 | | | | 7,770,194 | |
UroGen Pharma Ltd.(a)(b) | | | 29,912 | | | | 503,120 | |
Vanda Pharmaceuticals, Inc.(a) | | | 80,750 | | | | 1,384,055 | |
Vaxart, Inc.(a) | | | 180,304 | | | | 1,433,417 | |
Vaxcyte, Inc.(a) | | | 59,852 | | | | 1,518,445 | |
VBI Vaccines, Inc.(a) | | | 276,911 | | | | 861,193 | |
Veracyte, Inc.(a) | | | 104,018 | | | | 4,831,636 | |
Verastem, Inc.(a) | | | 257,792 | | | | 793,999 | |
Vericel Corp.(a) | | | 69,739 | | | | 3,403,263 | |
Verrica Pharmaceuticals, Inc.(a)(b) | | | 21,272 | | | | 265,900 | |
Verve Therapeutics, Inc.(a) | | | 24,058 | | | | 1,130,726 | |
Viking Therapeutics, Inc.(a) | | | 101,263 | | | | 635,932 | |
Vincerx Pharma, Inc.(a) | | | 17,365 | | | | 280,792 | |
Vir Biotechnology, Inc.(a) | | | 91,938 | | | | 4,001,142 | |
Viracta Therapeutics, Inc.(a) | | | 53,640 | | | | 430,193 | |
VistaGen Therapeutics, Inc.(a) | | | 281,092 | | | | 770,192 | |
Vor BioPharma, Inc.(a) | | | 29,060 | | | | 455,661 | |
Werewolf Therapeutics, Inc.(a) | | | 15,232 | | | | 261,381 | |
XBiotech, Inc. | | | 21,897 | | | | 283,566 | |
Xencor, Inc.(a) | | | 89,184 | | | | 2,912,749 | |
XOMA Corp.(a) | | | 9,810 | | | | 242,798 | |
Y-mAbs Therapeutics, Inc.(a) | | | 53,449 | | | | 1,525,434 | |
Zentalis Pharmaceuticals, Inc.(a) | | | 54,094 | | | | 3,604,824 | |
ZIOPHARM Oncology, Inc.(a)(b) | | | 326,456 | | | | 594,150 | |
| | | | | | | | |
| | | | | | | 418,898,517 | |
| | |
Building Materials — 0.7% | | | | | | | | |
Aspen Aerogels, Inc.(a)(b) | | | 31,735 | | | | 1,460,127 | |
BlueLinx Holdings, Inc.(a)(b) | | | 13,410 | | | | 655,481 | |
Caesarstone Ltd. | | | 34,219 | | | | 425,000 | |
Cornerstone Building Brands, Inc.(a) | | | 83,579 | | | | 1,221,089 | |
Gibraltar Industries, Inc.(a) | | | 49,249 | | | | 3,430,193 | |
Griffon Corp. | | | 69,919 | | | | 1,720,007 | |
Masonite International Corp.(a) | | | 36,910 | | | | 3,917,258 | |
Patrick Industries, Inc. | | | 34,215 | | | | 2,850,109 | |
PGT Innovations, Inc.(a) | | | 87,158 | | | | 1,664,718 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Building Materials (continued) | | | | | | | | |
Quanex Building Products Corp. | | | 55,582 | | | $ | 1,190,011 | |
Simpson Manufacturing Co., Inc. | | | 66,001 | | | | 7,060,127 | |
Summit Materials, Inc., Class A(a)(b) | | | 180,947 | | | | 5,784,876 | |
| | | | | | | | |
| | | | | | | 31,378,996 | |
| | |
Building: Climate Control — 0.2% | | | | | | | | |
AAON, Inc. | | | 64,833 | | | | 4,236,188 | |
Comfort Systems USA, Inc. | | | 54,665 | | | | 3,898,708 | |
View, Inc.(a)(b) | | | 155,523 | | | | 842,935 | |
| | | | | | | | |
| | | | | | | 8,977,831 | |
| |
Building: Roofing, Wallboard & Plumbing(a) — 0.2% | | | | | |
Beacon Roofing Supply, Inc. | | | 84,180 | | | | 4,020,437 | |
Forterra, Inc. | | | 43,495 | | | | 1,024,742 | |
JELD-WEN Holding, Inc. | | | 128,531 | | | | 3,217,131 | |
| | | | | | | | |
| | | | | | | 8,262,310 | |
| | |
Cable Television Services(a) — 0.2% | | | | | | | | |
AMC Networks, Inc., Class A(b) | | | 43,254 | | | | 2,015,204 | |
Liberty Latin America Ltd., Class A | | | 87,902 | | | | 1,149,758 | |
Liberty Latin America Ltd., Class C | | | 212,722 | | | | 2,790,913 | |
WideOpenWest, Inc. | | | 80,336 | | | | 1,578,602 | |
| | | | | | | | |
| | | | | | | 7,534,477 | |
| | |
Casinos & Gambling(a) — 0.5% | | | | | | | | |
Accel Entertainment, Inc. | | | 92,576 | | | | 1,123,873 | |
Century Casinos, Inc. | | | 41,366 | | | | 557,200 | |
Full House Resorts, Inc.(b) | | | 47,443 | | | | 503,370 | |
Golden Nugget Online Gaming, Inc. | | | 61,035 | | | | 1,060,178 | |
International Game Technology PLC | | | 153,061 | | | | 4,028,565 | |
Monarch Casino & Resort, Inc. | | | 19,195 | | | | 1,285,873 | |
Scientific Games Corp., Class A | | | 149,014 | | | | 12,378,593 | |
| | | | | | | | |
| | | | | | | 20,937,652 | |
| | |
Cement — 0.0% | | | | | | | | |
Concrete Pumping Holdings, Inc.(a) | | | 40,542 | | | | 346,229 | |
| | | | | | | | |
| | |
Chemicals: Diversified — 0.7% | | | | | | | | |
AdvanSix, Inc.(a) | | | 40,566 | | | | 1,612,498 | |
American Vanguard Corp. | | | 45,118 | | | | 679,026 | |
Avient Corp. | | | 137,476 | | | | 6,372,013 | |
Cabot Corp. | | | 84,344 | | | | 4,227,321 | |
CSW Industrials, Inc. | | | 22,312 | | | | 2,849,242 | |
Danimer Scientific, Inc.(a)(b) | | | 103,837 | | | | 1,696,697 | |
Ecovyst, Inc. | | | 78,142 | | | | 911,136 | |
GCP Applied Technologies, Inc.(a) | | | 73,581 | | | | 1,612,896 | |
Hawkins, Inc. | | | 29,814 | | | | 1,039,912 | |
Ingevity Corp.(a) | | | 61,649 | | | | 4,399,889 | |
Landec Corp.(a)(b) | | | 42,588 | | | | 392,661 | |
Marrone Bio Innovations, Inc.(a) | | | 93,408 | | | | 84,161 | |
PureCycle Technologies, Inc.(a)(b) | | | 49,237 | | | | 653,867 | |
Rayonier Advanced Materials, Inc.(a) | | | 91,699 | | | | 687,743 | |
Sensient Technologies Corp. | | | 63,806 | | | | 5,811,450 | |
Zymergen, Inc.(a)(b) | | | 26,928 | | | | 354,642 | |
| | | | | | | | |
| | | | | | | 33,385,154 | |
| | |
Chemicals: Specialty — 0.8% | | | | | | | | |
Amyris, Inc.(a) | | | 264,800 | | | | 3,635,704 | |
Balchem Corp. | | | 48,879 | | | | 7,090,877 | |
FutureFuel Corp. | | | 39,115 | | | | 278,890 | |
Innospec, Inc. | | | 38,359 | | | | 3,230,595 | |
Kraton Corp.(a) | | | 47,918 | | | | 2,186,977 | |
Livent Corp.(a) | | | 245,563 | | | | 5,674,961 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Chemicals: Specialty (continued) | | | | | | | | |
Orion Engineered Carbons SA(a) | | | 92,002 | | | $ | 1,677,196 | |
Park Aerospace Corp. | | | 31,735 | | | | 434,135 | |
Quaker Chemical Corp. | | | 20,512 | | | | 4,876,113 | |
Stepan Co. | | | 32,682 | | | | 3,691,105 | |
Tronox Holdings PLC, Class A | | | 174,544 | | | | 4,302,510 | |
| | | | | | | | |
| | | | | | | 37,079,063 | |
| | |
Coal — 0.2% | | | | | | | | |
Arch Resources, Inc.(a) | | | 22,776 | | | | 2,112,474 | |
CONSOL Energy, Inc.(a) | | | 50,564 | | | | 1,315,675 | |
Peabody Energy Corp.(a) | | | 126,069 | | | | 1,864,561 | |
Warrior Met Coal, Inc. | | | 76,900 | | | | 1,789,463 | |
| | | | | | | | |
| | | | | | | 7,082,173 | |
| | |
Commercial Banks — 0.1% | | | | | | | | |
Dime Community Bancshares, Inc. | | | 53,787 | | | | 1,756,683 | |
HomeTrust Bancshares, Inc. | | | 24,560 | | | | 687,189 | |
| | | | | | | | |
| | | | | | | 2,443,872 | |
|
Commercial Finance & Mortgage Companies — 0.3% | |
Federal Agricultural Mortgage Corp., Class C | | | 13,666 | | | | 1,483,034 | |
Meta Financial Group, Inc. | | | 46,248 | | | | 2,427,095 | |
Ocwen Financial Corp.(a) | | | 11,669 | | | | 328,249 | |
PennyMac Financial Services, Inc. | | | 49,920 | | | | 3,051,610 | |
RE/MAX Holdings, Inc., Class A | | | 28,201 | | | | 878,743 | |
Velocity Financial Inc.(a)(b) | | | 17,616 | | | | 231,827 | |
Walker & Dunlop, Inc. | | | 44,593 | | | | 5,061,305 | |
| | | | | | | | |
| | | | | | | 13,461,863 | |
|
Commercial Services & Supplies — 0.0% | |
National Research Corp. | | | 19,745 | | | | 832,647 | |
| | | | | | | | |
|
Commercial Services: Rental & Leasing — 0.6% | |
CAI International, Inc. | | | 24,754 | | | | 1,383,996 | |
GATX Corp. | | | 53,002 | | | | 4,746,859 | |
GMS, Inc.(a) | | | 64,792 | | | | 2,837,890 | |
H&E Equipment Services, Inc. | | | 48,832 | | | | 1,694,959 | |
Herc Holdings, Inc.(a) | | | 38,740 | | | | 6,332,440 | |
Marlin Business Services Corp. | | | 12,216 | | | | 271,562 | |
McGrath RentCorp | | | 36,892 | | | | 2,654,379 | |
NOW, Inc.(a) | | | 167,068 | | | | 1,278,070 | |
Rush Enterprises, Inc., Class B | | | 10,246 | | | | 468,959 | |
Triton International Ltd. | | | 101,374 | | | | 5,275,503 | |
Willis Lease Finance Corp.(a) | | | 4,940 | | | | 183,719 | |
| | | | | | | | |
| | | | | | | 27,128,336 | |
| | |
Commercial Vehicles & Parts — 0.2% | | | | | | | | |
Blue Bird Corp.(a) | | | 22,856 | | | | 476,776 | |
Commercial Vehicle Group, Inc.(a) | | | 48,409 | | | | 457,949 | |
Cooper-Standard Holdings, Inc.(a) | | | 25,764 | | | | 564,489 | |
Miller Industries, Inc. | | | 17,235 | | | | 586,679 | |
Modine Manufacturing Co.(a) | | | 71,597 | | | | 811,194 | |
Motorcar Parts of America, Inc.(a) | | | 27,475 | | | | 535,763 | |
REV Group, Inc. | | | 40,519 | | | | 695,306 | |
Rush Enterprises, Inc., Class A | | | 66,079 | | | | 2,984,128 | |
Shyft Group, Inc.(b) | | | 52,875 | | | | 2,009,779 | |
Wabash National Corp. | | | 81,178 | | | | 1,228,223 | |
| | | | | | | | |
| | | | | | | 10,350,286 | |
| | |
Communications Technology — 0.8% | | | | | | | | |
908 Devices, Inc.(a)(d) | | | 19,792 | | | | 643,636 | |
ADTRAN, Inc. | | | 72,278 | | | | 1,355,935 | |
Anterix, Inc.(a) | | | 16,723 | | | | 1,015,086 | |
Avaya Holdings Corp.(a)(b) | | | 124,977 | | | | 2,473,295 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Communications Technology (continued) | | | | | | | | |
Aviat Networks, Inc.(a) | | | 10,089 | | | $ | 331,525 | |
Bandwidth, Inc., Class A(a)(b) | | | 34,503 | | | | 3,114,931 | |
Calix, Inc.(a) | | | 84,857 | | | | 4,194,481 | |
Casa Systems, Inc.(a) | | | 46,447 | | | | 314,911 | |
Comtech Telecommunications Corp. | | | 37,606 | | | | 963,090 | |
Digi International, Inc.(a) | | | 56,150 | | | | 1,180,273 | |
DZS, Inc.(a) | | | 31,355 | | | | 384,412 | |
EchoStar Corp., Class A(a) | | | 61,601 | | | | 1,571,441 | |
Extreme Networks, Inc.(a) | | | 184,719 | | | | 1,819,482 | |
Harmonic, Inc.(a) | | | 143,427 | | | | 1,254,986 | |
Infinera Corp.(a)(b) | | | 273,521 | | | | 2,275,695 | |
Inseego Corp.(a)(b) | | | 129,668 | | | | 863,589 | |
InterDigital, Inc. | | | 47,093 | | | | 3,193,847 | |
KVH Industries, Inc.(a) | | | 27,118 | | | | 261,146 | |
Loral Space & Communications, Inc. | | | 19,206 | | | | 826,050 | |
Maxar Technologies, Inc. | | | 108,705 | | | | 3,078,526 | |
NeoPhotonics Corp.(a) | | | 75,663 | | | | 659,025 | |
NETGEAR, Inc.(a)(b) | | | 45,468 | | | | 1,450,884 | |
Ooma, Inc.(a) | | | 33,106 | | | | 616,103 | |
Plantronics, Inc.(a) | | | 63,846 | | | | 1,641,481 | |
Ribbon Communications, Inc.(a) | | | 123,523 | | | | 738,667 | |
| | | | | | | | |
| | | | | | | 36,222,497 | |
|
Computer Services Software & Systems — 7.9% | |
A10 Networks, Inc.(a) | | | 89,959 | | | | 1,212,647 | |
ACI Worldwide, Inc.(a) | | | 178,385 | | | | 5,481,771 | |
Alarm.com Holdings, Inc.(a) | | | 72,237 | | | | 5,648,211 | |
Alkami Technology, Inc.(a) | | | 10,447 | | | | 257,832 | |
Altair Engineering, Inc., Class A(a)(b) | | | 69,686 | | | | 4,804,153 | |
American Software, Inc., Class A | | | 45,510 | | | | 1,080,862 | |
Appfolio, Inc., Class A(a)(b) | | | 28,190 | | | | 3,394,076 | |
Appian Corp.(a)(b) | | | 59,705 | | | | 5,523,310 | |
Asana, Inc., Class A(a) | | | 112,465 | | | | 11,678,366 | |
Aterian, Inc.(a)(b) | | | 44,027 | | | | 476,812 | |
Avid Technology, Inc.(a) | | | 54,365 | | | | 1,572,236 | |
Benefitfocus, Inc.(a) | | | 41,692 | | | | 462,781 | |
BigCommerce Holdings, Inc., Series-1(a) | | | 74,168 | | | | 3,755,868 | |
Blackbaud, Inc.(a) | | | 73,639 | | | | 5,180,504 | |
Blackline, Inc.(a)(b) | | | 81,767 | | | | 9,653,412 | |
Blucora, Inc.(a) | | | 71,424 | | | | 1,113,500 | |
Bottomline Technologies DE, Inc.(a) | | | 67,849 | | | | 2,665,109 | |
Box, Inc., Class A(a) | | | 217,501 | | | | 5,148,249 | |
Brightcove, Inc.(a) | | | 60,050 | | | | 692,977 | |
BTRS Holdings, Inc.(a)(b) | | | 97,883 | | | | 1,041,475 | |
Cargurus, Inc.(a) | | | 143,244 | | | | 4,499,294 | |
Cerence, Inc.(a)(b) | | | 57,371 | | | | 5,513,927 | |
Cleanspark, Inc.(a)(b) | | | 49,621 | | | | 575,107 | |
Cloudera, Inc.(a) | | | 352,961 | | | | 5,636,787 | |
CommVault Systems, Inc.(a) | | | 69,035 | | | | 5,199,026 | |
ComScore, Inc.(a)(b) | | | 90,134 | | | | 351,523 | |
Cornerstone OnDemand, Inc.(a) | | | 94,695 | | | | 5,422,236 | |
Covetrus, Inc.(a) | | | 159,416 | | | | 2,891,806 | |
CSG Systems International, Inc. | | | 48,976 | | | | 2,360,643 | |
DarioHealth Corp.(a) | | | 19,922 | | | | 271,935 | |
Digimarc Corp.(a)(b) | | | 17,861 | | | | 615,133 | |
Digital Turbine, Inc.(a)(b) | | | 137,948 | | | | 9,483,925 | |
DigitalOcean Holdings, Inc.(a) | | | 75,083 | | | | 5,828,693 | |
Domo, Inc., Class B(a) | | | 41,395 | | | | 3,495,394 | |
E2open Parent Holdings, Inc.(a) | | | 245,729 | | | | 2,776,738 | |
Ebix, Inc. | | | 40,048 | | | | 1,078,493 | |
Envestnet, Inc.(a)(b) | | | 83,050 | | | | 6,663,932 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 7 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
|
Computer Services Software & Systems (continued) | |
ePlus, Inc.(a) | | | 20,414 | | | $ | 2,094,681 | |
Eventbrite, Inc., Class A(a) | | | 120,750 | | | | 2,283,382 | |
EverQuote, Inc., Class A(a) | | | 28,951 | | | | 539,357 | |
Evolent Health, Inc., Class A(a)(b) | | | 120,325 | | | | 3,730,075 | |
fuboTV, Inc.(a)(b) | | | 200,408 | | | | 4,801,776 | |
GAN Ltd.(a)(b) | | | 60,822 | | | | 904,423 | |
Grid Dynamics Holdings, Inc.(a) | | | 64,029 | | | | 1,870,927 | |
Groupon, Inc.(a)(b) | | | 38,791 | | | | 884,823 | |
GTY Technology Holdings, Inc.(a)(b) | | | 67,891 | | | | 510,540 | |
HyreCar, Inc.(a) | | | 26,547 | | | | 225,649 | |
Ideanomics, Inc.(a)(b) | | | 619,244 | | | | 1,219,911 | |
Inovalon Holdings, Inc., Class A(a) | | | 113,094 | | | | 4,556,557 | |
Intelligent Systems Corp.(a) | | | 11,424 | | | | 463,929 | |
JFrog Ltd.(a)(b) | | | 82,508 | | | | 2,764,018 | |
Limelight Networks, Inc.(a) | | | 179,297 | | | | 426,727 | |
LivePerson, Inc.(a)(b) | | | 98,044 | | | | 5,779,694 | |
LiveRamp Holdings, Inc.(a) | | | 99,387 | | | | 4,694,048 | |
Magnite, Inc.(a)(b) | | | 197,424 | | | | 5,527,872 | |
ManTech International Corp., Class A | | | 41,267 | | | | 3,132,991 | |
Marathon Digital Holdings, Inc.(a)(b) | | | 144,236 | | | | 4,554,973 | |
MicroStrategy, Inc., Class A(a)(b) | | | 11,927 | | | | 6,898,577 | |
Mimecast Ltd.(a) | | | 92,700 | | | | 5,895,720 | |
Mitek Systems, Inc.(a) | | | 64,044 | | | | 1,184,814 | |
Momentive Global, Inc.(a) | | | 197,779 | | | | 3,876,468 | |
Multiplan Corp.(a)(b) | | | 352,092 | | | | 1,982,278 | |
NetScout Systems, Inc.(a) | | | 104,713 | | | | 2,822,015 | |
ON24, Inc.(a) | | | 40,833 | | | | 814,210 | |
OneSpan, Inc.(a) | | | 56,990 | | | | 1,070,272 | |
Ouster, Inc.(a)(b) | | | 43,454 | | | | 318,083 | |
PagerDuty, Inc.(a) | | | 123,269 | | | | 5,105,802 | |
PAR Technology Corp.(a)(b) | | | 36,018 | | | | 2,215,467 | |
Parsons Corp.(a)(b) | | | 37,875 | | | | 1,278,660 | |
Paya Holdings, Inc.(a)(b) | | | 120,126 | | | | 1,305,770 | |
PDF Solutions, Inc.(a) | | | 43,263 | | | | 996,780 | |
Perficient, Inc.(a) | | | 49,533 | | | | 5,730,968 | |
Ping Identity Holding Corp.(a)(b) | | | 75,650 | | | | 1,858,720 | |
Progress Software Corp. | | | 67,570 | | | | 3,323,768 | |
PROS Holdings, Inc.(a) | | | 61,030 | | | | 2,165,344 | |
Q2 Holdings, Inc.(a)(b) | | | 82,431 | | | | 6,606,020 | |
QAD, Inc., Class A | | | 18,308 | | | | 1,599,936 | |
Rackspace Technology, Inc.(a) | | | 81,065 | | | | 1,152,744 | |
Rapid7, Inc.(a)(b) | | | 85,090 | | | | 9,616,872 | |
Rimini Street, Inc.(a) | | | 67,974 | | | | 655,949 | |
Riot Blockchain, Inc.(a)(b) | | | 127,384 | | | | 3,273,769 | |
SailPoint Technologies Holding, Inc.(a) | | | 138,325 | | | | 5,931,376 | |
Sapiens International Corp. NV | | | 51,299 | | | | 1,476,385 | |
Schrodinger, Inc.(a) | | | 68,985 | | | | 3,772,100 | |
SecureWorks Corp., Class A(a) | | | 13,813 | | | | 274,602 | |
ShotSpotter, Inc.(a) | | | 12,094 | | | | 439,859 | |
Shutterstock, Inc. | | | 35,613 | | | | 4,035,665 | |
Simulations Plus, Inc. | | | 22,499 | | | | 888,710 | |
Smith Micro Software, Inc.(a) | | | 93,421 | | | | 452,158 | |
Sprout Social, Inc., Class A(a) | | | 68,101 | | | | 8,304,917 | |
SPS Commerce, Inc.(a) | | | 55,096 | | | | 8,887,536 | |
Sumo Logic, Inc.(a)(b) | | | 131,952 | | | | 2,127,066 | |
TechTarget, Inc.(a) | | | 38,426 | | | | 3,167,071 | |
Telos Corp.(a) | | | 60,834 | | | | 1,728,902 | |
Tenable Holdings, Inc.(a) | | | 138,548 | | | | 6,392,605 | |
Tucows, Inc., Class A(a)(b) | | | 14,386 | | | | 1,135,775 | |
| | | | | | | | |
Security | | Shares | | | Value | |
|
Computer Services Software & Systems (continued) | |
Unisys Corp.(a)(b) | | | 100,338 | | | $ | 2,522,497 | |
Upland Software, Inc.(a) | | | 45,169 | | | | 1,510,451 | |
Upwork, Inc.(a) | | | 180,263 | | | | 8,117,243 | |
Varonis Systems, Inc.(a) | | | 160,474 | | | | 9,764,843 | |
Verint Systems, Inc.(a)(b) | | | 97,857 | | | | 4,383,015 | |
Veritone, Inc.(a)(b) | | | 43,131 | | | | 1,030,400 | |
Verra Mobility Corp.(a) | | | 203,479 | | | | 3,066,429 | |
Viant Technology, Inc., Class A(a) | | | 18,892 | | | | 230,860 | |
VirnetX Holding Corp.(a) | | | 96,165 | | | | 376,967 | |
Workiva, Inc.(a) | | | 65,549 | | | | 9,239,787 | |
Yelp, Inc.(a) | | | 108,122 | | | | 4,026,463 | |
Yext, Inc.(a)(b) | | | 170,035 | | | | 2,045,521 | |
Zix Corp.(a) | | | 83,627 | | | | 591,243 | |
Zuora, Inc., Class A(a)(b) | | | 166,919 | | | | 2,767,517 | |
| | | | | | | | |
| | | | | | | 354,912,065 | |
| | |
Computer Technology — 0.6% | | | | | | | | |
3D Systems Corp.(a) | | | 183,969 | | | | 5,072,025 | |
Cantaloupe, Inc.(a) | | | 85,825 | | | | 925,194 | |
Corsair Gaming, Inc.(a)(b) | | | 41,270 | | | | 1,070,131 | |
Diebold Nixdorf, Inc.(a) | | | 118,421 | | | | 1,197,236 | |
Identiv, Inc.(a) | | | 30,066 | | | | 566,444 | |
Impinj, Inc.(a)(b) | | | 30,549 | | | | 1,745,264 | |
Insight Enterprises, Inc.(a) | | | 53,009 | | | | 4,775,051 | |
PC Connection, Inc. | | | 16,720 | | | | 736,182 | |
Quantum Corp.(a) | | | 90,596 | | | | 469,287 | |
Super Micro Computer, Inc.(a) | | | 65,531 | | | | 2,396,469 | |
Synaptics, Inc.(a) | | | 53,399 | | | | 9,597,402 | |
| | | | | | | | |
| | | | | | | 28,550,685 | |
| | |
Construction — 0.4% | | | | | | | | |
Construction Partners, Inc., Class A(a)(b) | | | 43,178 | | | | 1,440,850 | |
EMCOR Group, Inc. | | | 80,650 | | | | 9,305,397 | |
Granite Construction, Inc. | | | 71,582 | | | | 2,831,068 | |
Great Lakes Dredge & Dock Corp.(a)(b) | | | 96,393 | | | | 1,454,570 | |
Innovate Corp.(a)(b) | | | 77,220 | | | | 316,602 | |
Primoris Services Corp. | | | 81,337 | | | | 1,991,943 | |
Sterling Construction Co., Inc.(a)(b) | | | 41,720 | | | | 945,793 | |
Tutor Perini Corp.(a) | | | 62,081 | | | | 805,811 | |
| | | | | | | | |
| | | | | | | 19,092,034 | |
| | |
Consumer Electronics(a) — 0.2% | | | | | | | | |
Sonos, Inc. | | | 182,376 | | | | 5,901,687 | |
Universal Electronics, Inc. | | | 20,123 | | | | 991,058 | |
VOXX International Corp. | | | 30,284 | | | | 346,752 | |
Vuzix Corp. | | | 88,923 | | | | 930,134 | |
| | | | | | | | |
| | | | | | | 8,169,631 | |
| | |
Consumer Lending — 0.7% | | | | | | | | |
Curo Group Holdings Corp. | | | 32,093 | | | | 556,172 | |
Encore Capital Group, Inc.(a)(b) | | | 47,709 | | | | 2,350,622 | |
Enova International, Inc.(a) | | | 55,026 | | | | 1,901,148 | |
Ezcorp, Inc., Class A(a) | | | 71,050 | | | | 537,849 | |
FirstCash, Inc. | | | 60,362 | | | | 5,281,675 | |
LendingTree, Inc.(a) | | | 17,681 | | | | 2,472,334 | |
Marcus & Millichap, Inc.(a) | | | 35,893 | | | | 1,457,974 | |
MoneyGram International, Inc.(a)(b) | | | 135,919 | | | | 1,090,070 | |
Navient Corp. | | | 250,324 | | | | 4,938,893 | |
Nelnet, Inc., Class A | | | 26,260 | | | | 2,080,842 | |
Oportun Financial Corp.(a) | | | 30,188 | | | | 755,606 | |
PRA Group, Inc.(a) | | | 68,675 | | | | 2,893,965 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | |
Security | | Shares | | Value |
| | |
Consumer Lending (continued) | | | | |
PROG Holdings, Inc. | | 100,827 | | $4,235,742 |
Regional Management Corp. | | 12,891 | | 749,998 |
World Acceptance Corp.(a) | | 6,745 | | 1,278,717 |
| | | | |
| | | | 32,581,607 |
| | |
Consumer Services: Miscellaneous — 0.2% | | | | |
Cars.com, Inc.(a) | | 103,348 | | 1,307,352 |
Chuy’s Holdings, Inc.(a) | | 30,052 | | 947,540 |
Franchise Group, Inc. | | 42,729 | | 1,513,034 |
KAR Auction Services, Inc.(a) | | 179,568 | | 2,943,119 |
WW International, Inc.(a)(b) | | 83,641 | | 1,526,448 |
| | | | |
| | | | 8,237,493 |
| | |
Containers & Packaging — 0.3% | | | | |
Greif, Inc., Class A | | 38,555 | | 2,490,653 |
Greif, Inc., Class B | | 10,120 | | 655,776 |
Myers Industries, Inc. | | 53,357 | | 1,044,196 |
O-I Glass, Inc.(a) | | 239,074 | | 3,411,586 |
Pactiv Evergreen, Inc. | | 60,715 | | 760,152 |
Ranpak Holdings Corp.(a) | | 59,234 | | 1,588,656 |
UFP Technologies, Inc.(a)(b) | | 11,366 | | 700,032 |
Veritiv Corp.(a)(b) | | 22,431 | | 2,008,920 |
| | | | |
| | | | 12,659,971 |
| | |
Cosmetics — 0.1%elf Beauty, Inc.(a) | | 73,849 | | 2,145,314 |
Inter Parfums, Inc. | | 27,159 | | 2,030,678 |
Revlon, Inc., Class A(a) | | 11,949 | | 120,804 |
| | | | |
| | | | 4,296,796 |
| | |
Diversified Financial Services — 0.7% | | | | |
Alerus Financial Corp. | | 21,917 | | 654,880 |
Associated Capital Group, Inc., Class A | | 3,113 | | 116,457 |
Cannae Holdings, Inc.(a) | | 130,054 | | 4,045,980 |
European Wax Center, Inc., Class A(a) | | 14,569 | | 408,078 |
Greenhill & Co., Inc. | | 22,224 | | 324,915 |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | | 116,466 | | 6,228,602 |
Houlihan Lokey, Inc. | | 76,969 | | 7,088,845 |
MBIA, Inc.(a)(b) | | 76,509 | | 983,141 |
MidWestOne Financial Group, Inc. | | 23,793 | | 717,597 |
Moelis & Co., Class A | | 92,688 | | 5,734,606 |
Piper Sandler Cos. | | 26,738 | | 3,702,143 |
Tiptree, Inc. | | 37,480 | | 375,550 |
| | | | |
| | | | 30,380,794 |
| | |
Diversified Manufacturing Operations — 0.5% | | | | |
Barnes Group, Inc. | | 71,675 | | 2,990,998 |
Custom Truck One Source, Inc.(a)(b) | | 69,317 | | 646,727 |
Enerpac Tool Group Corp. | | 89,708 | | 1,859,647 |
Federal Signal Corp. | | 91,305 | | 3,526,199 |
Harsco Corp.(a)(b) | | 117,615 | | 1,993,574 |
Luxfer Holdings PLC | | 41,578 | | 816,176 |
Lydall, Inc.(a) | | 25,519 | | 1,584,475 |
OSI Systems, Inc.(a) | | 26,193 | | 2,483,096 |
PowerSchool Holdings, Inc., Class A(a)(b) | | 64,065 | | 1,576,640 |
Raven Industries, Inc.(a) | | 54,442 | | 3,136,404 |
Standex International Corp. | | 18,771 | | 1,856,639 |
TriMas Corp.(a) | | 66,474 | | 2,151,099 |
| | | | |
| | | | 24,621,674 |
| | |
Diversified Materials & Processing — 0.2% | | | | |
Belden, Inc.(b) | | 66,534 | | 3,876,271 |
Encore Wire Corp. | | 30,769 | | 2,917,824 |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Diversified Materials & Processing (continued) | | | | | | | | |
Insteel Industries, Inc. | | | 28,902 | | | $ | 1,099,721 | |
Koppers Holdings, Inc.(a) | | | 31,212 | | | | 975,687 | |
NL Industries, Inc. | | | 9,941 | | | | 57,260 | |
Tredegar Corp. | | | 40,253 | | | | 490,282 | |
Uranium Energy Corp.(a)(b) | | | 350,571 | | | | 1,069,242 | |
| | | | | | | | |
| | | | | | | 10,486,287 | |
| | |
Diversified Media — 0.0% | | | | | | | | |
EW Scripps Co., Class A | | | 85,234 | | | | 1,539,326 | |
Hemisphere Media Group, Inc.(a) | | | 26,455 | | | | 322,222 | |
| | | | | | | | |
| | | | | | | 1,861,548 | |
| | |
Diversified Retail — 1.0% | | | | | | | | |
Big Lots, Inc. | | | 52,816 | | | | 2,290,102 | |
BJ’s Wholesale Club Holdings, Inc.(a) | | | 207,768 | | | | 11,410,618 | |
Dillard’s, Inc., Class A | | | 8,853 | | | | 1,527,320 | |
Duluth Holdings, Inc., Class B(a) | | | 17,500 | | | | 238,525 | |
Global Industrial Co. | | | 19,080 | | | | 722,941 | |
Macy’s, Inc. | | | 469,451 | | | | 10,609,593 | |
Overstock.com, Inc.(a)(b) | | | 64,869 | | | | 5,054,592 | |
Porch Group, Inc.(a) | | | 116,742 | | | | 2,063,999 | |
PriceSmart, Inc. | | | 36,353 | | | | 2,819,175 | |
Revolve Group, Inc.(a)(b) | | | 54,184 | | | | 3,346,946 | |
Stitch Fix, Inc., Class A(a)(b) | | | 88,810 | | | | 3,547,959 | |
Winmark Corp. | | | 5,762 | | | | 1,239,003 | |
| | | | | | | | |
| | | | | | | 44,870,773 | |
| | |
Drug & Grocery Store Chains — 0.2% | | | | | | | | |
Ingles Markets, Inc., Class A. | | | 21,431 | | | | 1,415,089 | |
PetMed Express, Inc. | | | 29,675 | | | | 797,367 | |
Rite Aid Corp.(a) | | | 82,680 | | | | 1,174,056 | |
Sprouts Farmers Market, Inc.(a) | | | 174,045 | | | | 4,032,623 | |
Village Super Market, Inc., Class A | | | 13,818 | | | | 299,574 | |
Weis Markets, Inc. | | | 25,358 | | | | 1,332,563 | |
| | | | | | | | |
| | | | | | | 9,051,272 | |
| | |
Education Services — 0.6% | | | | | | | | |
2U, Inc.(a) | | | 108,204 | | | | 3,632,408 | |
Adtalem Global Education, Inc.(a) | | | 75,850 | | | | 2,867,888 | |
American Public Education, Inc.(a) | | | 30,013 | | | | 768,633 | |
Coursera, Inc.(a) | | | 87,846 | | | | 2,780,326 | |
Franklin Covey Co.(a) | | | 19,637 | | | | 800,993 | |
Graham Holdings Co., Class B | | | 5,812 | | | | 3,424,198 | |
HealthStream, Inc.(a) | | | 36,244 | | | | 1,035,854 | |
Houghton Mifflin Harcourt Co.(a) | | | 192,576 | | | | 2,586,296 | |
Laureate Education, Inc., Class A(a) | | | 152,071 | | | | 2,583,686 | |
Perdoceo Education Corp.(a) | | | 102,132 | | | | 1,078,514 | |
Strategic Education, Inc. | | | 36,336 | | | | 2,561,688 | |
Stride, Inc.(a)(b) | | | 61,371 | | | | 2,205,674 | |
| | | | | | | | |
| | | | | | | 26,326,158 | |
| | |
Electronic Components — 0.8% | | | | | | | | |
Acacia Research Corp.(a) | | | 73,479 | | | | 498,922 | |
American Superconductor Corp.(a)(b) | | | 40,149 | | | | 585,372 | |
Array Technologies, Inc.(a)(b) | | | 193,073 | | | | 3,575,712 | |
Eos Energy Enterprises, Inc.(a)(b) | | | 64,150 | | | | 900,024 | |
Methode Electronics, Inc. | | | 59,022 | | | | 2,481,875 | |
MicroVision, Inc.(a)(b) | | | 251,799 | | | | 2,782,379 | |
Novanta, Inc.(a)(b) | | | 53,550 | | | | 8,273,475 | |
NVE Corp. | | | 7,682 | | | | 491,418 | |
Rogers Corp.(a) | | | 28,523 | | | | 5,318,969 | |
Sanmina Corp.(a) | | | 97,970 | | | | 3,775,764 | |
ScanSource, Inc.(a) | | | 38,392 | | | | 1,335,658 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 9 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Electronic Components (continued) | | | | | | | | |
Stem, Inc.(a) | | | 74,511 | | | $ | 1,780,068 | |
TTM Technologies, Inc.(a) | | | 161,307 | | | | 2,027,629 | |
Velodyne Lidar, Inc.(a)(b) | | | 107,684 | | | | 637,489 | |
| | | | | | | | |
| | | | | | | 34,464,754 | |
| | |
Electronic Entertainment — 0.0% | | | | | | | | |
PlayAGS, Inc.(a) | | | 39,489 | | | | 311,174 | |
Turtle Beach Corp.(a) | | | 23,215 | | | | 645,841 | |
Via Renewables, Inc. | | | 18,805 | | | | 191,623 | |
| | | | | | | | |
| | | | | | | 1,148,638 | |
| | |
Electronics(a) — 0.5% | | | | | | | | |
Agilysys, Inc. | | | 29,082 | | | | 1,522,734 | |
Daktronics, Inc. | | | 60,802 | | | | 330,155 | |
II-VI, Inc.(b) | | | 159,049 | | | | 9,441,149 | |
Integer Holdings Corp. | | | 50,207 | | | | 4,485,493 | |
iRobot Corp. | | | 43,225 | | | | 3,393,162 | |
Iteris, Inc.(b) | | | 65,743 | | | | 347,123 | |
nLight, Inc.(b) | | | 64,513 | | | | 1,818,621 | |
| | | | | | | | |
| | | | | | | 21,338,437 | |
| | |
Energy Equipment — 0.6% | | | | | | | | |
API Group Corp.(a)(e) | | | 299,413 | | | | 6,093,055 | |
Arcosa, Inc. | | | 73,666 | | | | 3,695,823 | |
Beam Global(a)(b) | | | 13,184 | | | | 360,846 | |
Bloom Energy Corp., Class A(a) | | | 212,474 | | | | 3,977,513 | |
FuelCell Energy, Inc.(a)(b) | | | 497,577 | | | | 3,328,790 | |
Matador Resources Co. | | | 168,796 | | | | 6,421,000 | |
SunPower Corp.(a)(b) | | | 124,931 | | | | 2,833,435 | |
TPI Composites, Inc.(a) | | | 54,901 | | | | 1,852,909 | |
| | | | | | | | |
| | | | | | | 28,563,371 | |
| | |
Engineering & Contracting Services — 1.0% | | | | | | | | |
Argan, Inc. | | | 22,506 | | | | 982,837 | |
Dycom Industries, Inc.(a) | | | 45,401 | | | | 3,234,367 | |
Exponent, Inc. | | | 78,789 | | | | 8,914,975 | |
Fluor Corp.(a) | | | 211,563 | | | | 3,378,661 | |
IES Holdings, Inc.(a) | | | 12,597 | | | | 575,557 | |
KBR, Inc. | | | 215,246 | | | | 8,480,693 | |
Mistras Group, Inc.(a) | | | 27,467 | | | | 279,065 | |
MYR Group, Inc.(a) | | | 25,004 | | | | 2,487,898 | |
NETSTREIT Corp. | | | 59,568 | | | | 1,408,783 | |
Tetra Tech, Inc. | | | 81,852 | | | | 12,223,778 | |
VSE Corp. | | | 14,705 | | | | 708,340 | |
Willdan Group, Inc.(a) | | | 15,414 | | | | 548,584 | |
| | | | | | | | |
| | | | | | | 43,223,538 | |
| | |
Entertainment(a) — 0.9% | | | | | | | | |
AMC Entertainment Holdings, Inc., Class A(b) | | | 783,773 | | | | 29,830,400 | |
Chicken Soup For The Soul Entertainment, Inc. | | | 10,364 | | | | 237,025 | |
Cinemark Holdings, Inc. | | | 165,507 | | | | 3,179,390 | |
CuriosityStream, Inc.(b) | | | 38,908 | | | | 410,090 | |
Golden Entertainment, Inc. | | | 25,903 | | | | 1,271,578 | |
IMAX Corp. | | | 75,894 | | | | 1,440,468 | |
Lions Gate Entertainment Corp., Class A(b) | | | 109,862 | | | | 1,558,942 | |
Lions Gate Entertainment Corp., Class B | | | 161,198 | | | | 2,095,574 | |
| | | | | | | | |
| | | | | | | 40,023,467 | |
|
Environmental, Maintenance, & Security Service — 0.5% | |
ABM Industries, Inc. | | | 102,387 | | | | 4,608,439 | |
BrightView Holdings, Inc.(a) | | | 60,499 | | | | 892,965 | |
Brink’s Co. | | | 74,013 | | | | 4,685,023 | |
Healthcare Services Group, Inc. | | | 114,242 | | | | 2,854,907 | |
IBEX Holdings Ltd.(a) | | | 10,191 | | | | 173,247 | |
| | | | | | | | |
Security | | Shares | | | Value | |
|
Environmental, Maintenance, & Security Service (continued) | |
Montrose Environmental Group, Inc.(a) | | | 36,369 | | | $ | 2,245,422 | |
SP Plus Corp.(a) | | | 34,800 | | | | 1,067,316 | |
UniFirst Corp. | | | 22,656 | | | | 4,817,119 | |
Vivint Smart Home, Inc.(a) | | | 139,486 | | | | 1,318,143 | |
| | | | | | | | |
| | | | | | | 22,662,581 | |
| | |
Financial Data & Systems — 0.6% | | | | | | | | |
Atlanticus Holdings Corp.(a)(b) | | | 7,396 | | | | 392,432 | |
Cass Information Systems, Inc. | | | 22,211 | | | | 929,530 | |
Donnelley Financial Solutions, Inc.(a) | | | 44,696 | | | | 1,547,376 | |
Everi Holdings, Inc.(a) | | | 126,074 | | | | 3,048,469 | |
EVERTEC, Inc. | | | 91,405 | | | | 4,179,037 | |
Evo Payments, Inc., Class A(a) | | | 68,630 | | | | 1,625,158 | |
Green Dot Corp., Class A(a) | | | 80,675 | | | | 4,060,373 | |
GreenBox POS(a)(b) | | | 25,085 | | | | 207,955 | |
GreenSky, Inc., Class A(a) | | | 111,319 | | | | 1,244,546 | |
I3 Verticals, Inc., Class A(a)(b) | | | 28,720 | | | | 695,311 | |
International Money Express, Inc.(a) | | | 48,440 | | | | 808,948 | |
LendingClub Corp.(a) | | | 149,037 | | | | 4,208,805 | |
Priority Technology Holdings, Inc.(a) | | | 9,786 | | | | 65,371 | |
Repay Holdings Corp.(a)(b) | | | 131,837 | | | | 3,036,206 | |
Value Line, Inc. | | | 1,578 | | | | 54,062 | |
| | | | | | | | |
| | | | | | | 26,103,579 | |
| | |
Food & Staples Retailing — 0.0% | | | | | | | | |
Natural Grocers by Vitamin Cottage, Inc. | | | 14,822 | | | | 166,303 | |
| | | | | | | | |
| | |
Foods — 1.2% | | | | | | | | |
AppHarvest, Inc.(a)(b) | | | 106,445 | | | | 694,021 | |
B&G Foods, Inc. | | | 97,006 | | | | 2,899,509 | |
BellRing Brands, Inc., Class A(a) | | | 60,091 | | | | 1,847,798 | |
Chefs’ Warehouse, Inc.(a) | | | 48,326 | | | | 1,573,978 | |
HF Foods Group, Inc.(a) | | | 54,160 | | | | 327,668 | |
Hostess Brands, Inc.(a) | | | 199,564 | | | | 3,466,427 | |
J&J Snack Foods Corp. | | | 22,736 | | | | 3,474,516 | |
John B Sanfilippo & Son, Inc. | | | 13,010 | | | | 1,063,177 | |
Laird Superfood, Inc.(a)(b) | | | 11,995 | | | | 228,865 | |
Lancaster Colony Corp. | | | 28,430 | | | | 4,799,268 | |
Medifast, Inc. | | | 17,838 | | | | 3,436,312 | |
Mission Produce, Inc.(a) | | | 53,823 | | | | 989,267 | |
Nature’s Sunshine Products, Inc. | | | 13,928 | | | | 204,045 | |
Performance Food Group Co.(a) | | | 231,199 | | | | 10,741,506 | |
Seneca Foods Corp., Class A(a) | | | 10,032 | | | | 483,743 | |
Simply Good Foods Co.(a)(b) | | | 129,454 | | | | 4,464,869 | |
SpartanNash Co. | | | 55,087 | | | | 1,206,405 | |
Tattooed Chef, Inc.(a)(b) | | | 72,463 | | | | 1,335,493 | |
Tootsie Roll Industries, Inc. | | | 24,156 | | | | 735,067 | |
TreeHouse Foods, Inc.(a)(b) | | | 78,155 | | | | 3,116,821 | |
United Natural Foods, Inc.(a) | | | 84,930 | | | | 4,112,311 | |
Utz Brands, Inc. | | | 87,842 | | | | 1,504,733 | |
Vital Farms, Inc.(a) | | | 35,380 | | | | 621,627 | |
Whole Earth Brands, Inc.(a) | | | 54,847 | | | | 633,483 | |
| | | | | | | | |
| | | | | | | 53,960,909 | |
| | |
Forest Products — 0.2% | | | | | | | | |
Boise Cascade Co. | | | 59,930 | | | | 3,235,021 | |
UFP Industries, Inc. | | | 90,646 | | | | 6,162,115 | |
| | | | | | | | |
| | | | | | | 9,397,136 | |
| | |
Forms & Bulk Printing Services — 0.1% | | | | | | | | |
Deluxe Corp. | | | 64,081 | | | | 2,299,867 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Forms & Bulk Printing Services (continued) | | | | | | | | |
Ennis, Inc. | | | 39,632 | | | $ | 747,063 | |
RR Donnelley & Sons Co.(a) | | | 104,632 | | | | 537,809 | |
| | | | | | | | |
| | | | | | | 3,584,739 | |
| | |
Fruit & Grain Processing — 0.0% | | | | | | | | |
MGP Ingredients, Inc. | | | 22,934 | | | | 1,493,003 | |
| | | | | | | | |
| | |
Funeral Parlors & Cemeteries — 0.2% | | | | | | | | |
Carriage Services, Inc. | | | 26,364 | | | | 1,175,571 | |
Hillenbrand, Inc. | | | 109,803 | | | | 4,683,098 | |
Matthews International Corp., Class A | | | 46,359 | | | | 1,608,193 | |
| | | | | | | | |
| | | | | | | 7,466,862 | |
| | |
Gas Pipeline — 0.1% | | | | | | | | |
Altus Midstream Co., Class A | | | 4,956 | | | | 342,113 | |
Equitrans Midstream Corp. | | | 626,311 | | | | 6,350,793 | |
| | | | | | | | |
| | | | | | | 6,692,906 | |
| | |
Glass — 0.0% | | | | | | | | |
Apogee Enterprises, Inc. | | | 38,941 | | | | 1,470,412 | |
| | | | | | | | |
| | |
Gold(a) — 0.1% | | | | | | | | |
Coeur Mining, Inc.(b) | | | 393,167 | | | | 2,425,840 | |
Novagold Resources, Inc. | | | 355,241 | | | | 2,444,058 | |
| | | | | | | | |
| | | | | | | 4,869,898 | |
| | |
Health Care Equipment & Supplies — 0.0% | | | | | | | | |
Inogen, Inc.(a) | | | 31,294 | | | | 1,348,458 | |
| | | | | | | | |
| | |
Health Care Facilities — 0.9% | | | | | | | | |
Apollo Medical Holdings, Inc.(a) | | | 57,258 | | | | 5,213,341 | |
Brookdale Senior Living, Inc.(a) | | | 280,529 | | | | 1,767,333 | |
CVRx, Inc.(a) | | | 11,889 | | | | 196,644 | |
Ensign Group, Inc. | | | 80,117 | | | | 5,999,962 | |
Hanger, Inc.(a) | | | 57,173 | | | | 1,255,519 | |
Joint Corp.(a) | | | 20,324 | | | | 1,992,158 | |
LifeStance Health Group, Inc.(a)(b) | | | 68,301 | | | | 990,364 | |
National HealthCare Corp. | | | 18,914 | | | | 1,323,602 | |
Ontrak, Inc.(a)(b) | | | 12,797 | | | | 128,482 | |
Pliant Therapeutics, Inc.(a)(b) | | | 38,444 | | | | 648,935 | |
RxSight, Inc.(a)(b) | | | 12,164 | | | | 154,118 | |
Select Medical Holdings Corp. | | | 167,330 | | | | 6,052,326 | |
Sight Sciences, Inc.(a) | | | 16,298 | | | | 369,965 | |
Tenet Healthcare Corp.(a) | | | 161,586 | | | | 10,735,774 | |
U.S. Physical Therapy, Inc. | | | 19,451 | | | | 2,151,280 | |
| | | | | | | | |
| | | | | | | 38,979,803 | |
| | |
Health Care Management Services — 0.4% | | | | | | | | |
1Life Healthcare, Inc.(a)(b) | | | 176,519 | | | | 3,574,510 | |
Computer Programs & Systems, Inc. | | | 20,882 | | | | 740,476 | |
Magellan Health, Inc.(a) | | | 36,600 | | | | 3,460,530 | |
Option Care Health, Inc.(a) | | | 227,987 | | | | 5,530,964 | |
Progyny, Inc.(a) | | | 96,252 | | | | 5,390,112 | |
Triple-S Management Corp.(a) | | | 33,003 | | | | 1,167,316 | |
| | | | | | | | |
| | | | | | | 19,863,908 | |
| | |
Health Care Services — 2.4% | | | | | | | | |
Accelerate Diagnostics, Inc.(a)(b) | | | 52,110 | | | | 303,801 | |
Accolade, Inc.(a) | | | 76,076 | | | | 3,208,125 | |
Addus HomeCare Corp.(a) | | | 24,018 | | | | 1,915,435 | |
Agiliti, Inc.(a) | | | 38,298 | | | | 729,194 | |
Alignment Healthcare, Inc.(a) | | | 37,295 | | | | 595,974 | |
Allscripts Healthcare Solutions, Inc.(a)(b) | | | 189,629 | | | | 2,535,340 | |
American Well Corp., Class A(a)(b) | | | 281,434 | | | | 2,563,864 | |
AMN Healthcare Services, Inc.(a) | | | 71,686 | | | | 8,225,968 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Health Care Services (continued) | | | | | | | | |
Aveanna Healthcare Holdings, Inc.(a) | | | 58,037 | | | $ | 465,457 | |
Biodesix, Inc.(a) | | | 20,553 | | | | 168,946 | |
Butterfly Network, Inc.(a) | | | 277,154 | | | | 2,893,488 | |
Cara Therapeutics, Inc.(a) | | | 69,817 | | | | 1,078,673 | |
Convey Holding Parent, Inc.(a) | | | 18,454 | | | | 155,014 | |
CorVel Corp.(a) | | | 13,403 | | | | 2,495,907 | |
Cross Country Healthcare, Inc.(a) | | | 55,174 | | | | 1,171,896 | |
Flexion Therapeutics, Inc.(a)(b) | | | 66,694 | | | | 406,833 | |
Forian, Inc.(a)(b) | | | 26,005 | | | | 268,372 | |
Health Catalyst, Inc.(a)(b) | | | 76,492 | | | | 3,825,365 | |
HealthEquity, Inc.(a) | | | 124,436 | | | | 8,058,475 | |
Inari Medical, Inc.(a)(b) | | | 51,310 | | | | 4,161,241 | |
LHC Group, Inc.(a) | | | 46,552 | | | | 7,304,474 | |
MEDNAX, Inc.(a) | | | 114,501 | | | | 3,255,263 | |
ModivCare, Inc.(a) | | | 18,848 | | | | 3,423,174 | |
NantHealth, Inc.(a) | | | 45,434 | | | | 73,149 | |
NeoGenomics, Inc.(a)(b) | | | 173,816 | | | | 8,384,884 | |
NextGen Healthcare, Inc.(a) | | | 93,671 | | | | 1,320,761 | |
Omnicell, Inc.(a) | | | 65,886 | | | | 9,779,459 | |
OptimizeRx Corp.(a)(b) | | | 26,897 | | | | 2,301,038 | |
Ortho Clinical Diagnostics Holdings PLC(a) | | | 165,985 | | | | 3,067,403 | |
Pennant Group, Inc.(a) | | | 38,847 | | | | 1,091,212 | |
Phibro Animal Health Corp., Class A | | | 31,916 | | | | 687,471 | |
Phreesia, Inc.(a) | | | 74,333 | | | | 4,586,346 | |
Privia Health Group, Inc.(a) | | | 29,290 | | | | 690,072 | |
R1 RCM, Inc.(a) | | | 183,629 | | | | 4,041,674 | |
Ryman Hospitality Properties, Inc.(a) | | | 82,374 | | | | 6,894,704 | |
SOC Telemed, Inc.(a)(b) | | | 60,432 | | | | 136,576 | |
Surgery Partners, Inc.(a)(b) | | | 48,016 | | | | 2,032,997 | |
Tabula Rasa HealthCare, Inc.(a)(b) | | | 35,951 | | | | 942,276 | |
Talis Biomedical Corp.(a)(b) | | | 18,330 | | | | 114,562 | |
Tivity Health, Inc.(a)(b) | | | 66,397 | | | | 1,531,115 | |
Viemed Healthcare, Inc.(a) | | | 53,389 | | | | 296,309 | |
| | | | | | | | |
| | | | | | | 107,182,287 | |
| | |
Health Care: Miscellaneous(a) — 0.2% | | | | | | | | |
Absci Corp. | | | 21,122 | | | | 245,649 | |
Berkeley Lights, Inc. | | | 71,992 | | | | 1,408,164 | |
Medpace Holdings, Inc. | | | 44,330 | | | | 8,390,782 | |
| | | | | | | | |
| | | | | | | 10,044,595 | |
| | |
Home Building — 0.9% | | | | | | | | |
Beazer Homes USA, Inc.(a) | | | 43,548 | | | | 751,203 | |
Century Communities, Inc. | | | 44,860 | | | | 2,756,647 | |
Hovnanian Enterprises, Inc., Class A(a) | | | 7,645 | | | | 736,901 | |
Installed Building Products, Inc. | | | 36,592 | | | | 3,920,833 | |
KB Home | | | 127,037 | | | | 4,944,280 | |
Legacy Housing Corp.(a) | | | 14,089 | | | | 253,179 | |
LGI Homes, Inc.(a) | | | 33,672 | | | | 4,778,393 | |
M/I Homes, Inc.(a)(b) | | | 44,516 | | | | 2,573,025 | |
MDC Holdings, Inc. | | | 85,948 | | | | 4,015,491 | |
Meritage Homes Corp.(a) | | | 56,663 | | | | 5,496,311 | |
Taylor Morrison Home Corp.(a) | | | 185,870 | | | | 4,791,729 | |
Tri Pointe Homes, Inc.(a) | | | 171,730 | | | | 3,609,765 | |
| | | | | | | | |
| | | | | | | 38,627,757 | |
| | |
Hotel/Motel(a) — 0.2% | | | | | | | | |
Bally’s Corp. | | | 49,563 | | | | 2,485,089 | |
F45 Training Holdings, Inc. | | | 29,995 | | | | 448,725 | |
Krispy Kreme, Inc.(b) | | | 32,752 | | | | 458,528 | |
Marcus Corp. | | | 34,260 | | | | 597,837 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 11 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Hotel/Motel (continued) | | | | | | | | |
NEOGAMES SA | | | 7,862 | | | $ | 288,693 | |
Red Rock Resorts, Inc., Class A | | | 94,501 | | | | 4,840,341 | |
Xponential Fitness, Inc., Class A | | | 13,609 | | | | 172,698 | |
| | | | | | | | |
| | | | | | | 9,291,911 | |
| | |
Household Appliances — 0.0% | | | | | | | | |
Hamilton Beach Brands Holding Co., Class A | | | 10,779 | | | | 168,907 | |
National Presto Industries, Inc. | | | 7,716 | | | | 633,329 | |
Snap One Holdings Corp.(a) | | | 17,057 | | | | 284,340 | |
Traeger, Inc.(a) | | | 32,873 | | | | 688,032 | |
| | | | | | | | |
| | | | | | | 1,774,608 | |
| | |
Household Equipment & Products — 0.7% | | | | | | | | |
Central Garden & Pet Co.(a) | | | 21,461 | | | | 1,030,128 | |
Central Garden & Pet Co., Class A(a) | | | 54,278 | | | | 2,333,954 | |
Energizer Holdings, Inc. | | | 102,337 | | | | 3,996,260 | |
Helen of Troy Ltd.(a) | | | 36,625 | | | | 8,228,905 | |
LiveOne, Inc.(a)(b) | | | 71,532 | | | | 213,881 | |
Tupperware Brands Corp.(a) | | | 71,767 | | | | 1,515,719 | |
Weber, Inc.(a)(b) | | | 24,323 | | | | 427,841 | |
Zurn Water Solutions Corp. | | | 184,369 | | | | 11,853,083 | |
| | | | | | | | |
| | | | | | | 29,599,771 | |
| | |
Household Furnishings — 0.3% | | | | | | | | |
American Woodmark Corp.(a) | | | 24,508 | | | | 1,602,088 | |
Bassett Furniture Industries, Inc. | | | 13,681 | | | | 247,763 | |
Casper Sleep, Inc.(a) | | | 39,570 | | | | 168,964 | |
Ethan Allen Interiors, Inc. | | | 34,222 | | | | 811,061 | |
Flexsteel Industries, Inc. | | | 9,438 | | | | 291,445 | |
Hooker Furniture Corp. | | | 18,337 | | | | 494,916 | |
Kirkland’s, Inc.(a) | | | 21,128 | | | | 405,869 | |
La-Z-Boy, Inc. | | | 67,768 | | | | 2,184,163 | |
Lifetime Brands, Inc. | | | 19,521 | | | | 355,087 | |
Lovesac Co.(a) | | | 19,504 | | | | 1,289,019 | |
Purple Innovation, Inc.(a) | | | 87,727 | | | | 1,844,022 | |
Sleep Number Corp.(a) | | | 34,773 | | | | 3,250,580 | |
| | | | | | | | |
| | | | | | | 12,944,977 | |
| | |
Insurance: Life — 0.4% | | | | | | | | |
American Equity Investment Life Holding Co. | | | 123,982 | | | | 3,666,148 | |
Bright Health Group, Inc.(a) | | | 68,166 | | | | 556,235 | |
Citizens, Inc.(a)(b) | | | 76,911 | | | | 477,617 | |
CNO Financial Group, Inc. | | | 196,824 | | | | 4,633,237 | |
Independence Holding Co. | | | 8,767 | | | | 434,756 | |
MetroMile, Inc.(a) | | | 54,157 | | | | 192,257 | |
National Western Life Group, Inc., Class A | | | 4,419 | | | | 930,597 | |
Selectquote, Inc.(a)(b) | | | 203,308 | | | | 2,628,772 | |
Trean Insurance Group, Inc.(a) | | | 31,544 | | | | 326,480 | |
Trupanion, Inc.(a)(b) | | | 58,162 | | | | 4,517,443 | |
| | | | | | | | |
| | | | | | | 18,363,542 | |
| | |
Insurance: Multi-Line — 0.5% | | | | | | | | |
American National Group, Inc. | | | 11,181 | | | | 2,113,544 | |
BRP Group, Inc., Class A(a) | | | 73,211 | | | | 2,437,194 | |
Crawford & Co., Class A | | | 27,856 | | | | 249,868 | |
eHealth, Inc.(a) | | | 39,271 | | | | 1,590,475 | |
Goosehead Insurance, Inc., Class A | | | 26,661 | | | | 4,060,204 | |
Horace Mann Educators Corp. | | | 66,033 | | | | 2,627,453 | |
James River Group Holdings Ltd. | | | 48,689 | | | | 1,837,036 | |
Maiden Holdings Ltd.(a) | | | 93,379 | | | | 295,078 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Insurance: Multi-Line (continued) | | | | | | | | |
Mr Cooper Group, Inc.(a) | | | 107,834 | | | $ | 4,439,526 | |
SiriusPoint Ltd.(a) | | | 130,195 | | | | 1,205,606 | |
| | | | | | | | |
| | | | | | | 20,855,984 | |
| | |
Insurance: Property-Casualty — 1.5% | | | | | | | | |
AMERISAFE, Inc. | | | 28,588 | | | | 1,605,502 | |
Argo Group International Holdings Ltd. | | | 47,416 | | | | 2,476,064 | |
Donegal Group, Inc., Class A | | | 16,442 | | | | 238,245 | |
Employers Holdings, Inc. | | | 44,106 | | | | 1,741,746 | |
Enstar Group Ltd.(a) | | | 18,875 | | | | 4,430,529 | |
Essent Group Ltd. | | | 167,854 | | | | 7,387,255 | |
Genworth Financial, Inc., Class A(a) | | | 761,926 | | | | 2,857,222 | |
Greenlight Capital Re Ltd., Class A(a) | | | 45,606 | | | | 337,028 | |
HCI Group, Inc. | | | 9,261 | | | | 1,025,841 | |
Heritage Insurance Holdings, Inc. | | | 37,672 | | | | 256,546 | |
Hilltop Holdings, Inc. | | | 96,294 | | | | 3,145,925 | |
Investors Title Co. | | | 2,120 | | | | 387,112 | |
Kinsale Capital Group, Inc. | | | 33,173 | | | | 5,364,074 | |
NI Holdings, Inc.(a) | | | 17,790 | | | | 312,392 | |
NMI Holdings, Inc., Class A(a) | | | 125,480 | | | | 2,837,103 | |
Palomar Holdings, Inc.(a) | | | 37,025 | | | | 2,992,731 | |
ProAssurance Corp. | | | 79,587 | | | | 1,892,579 | |
Radian Group, Inc. | | | 282,041 | | | | 6,407,972 | |
RLI Corp. | | | 60,305 | | | | 6,046,782 | |
Safety Insurance Group, Inc. | | | 21,829 | | | | 1,729,948 | |
Selective Insurance Group, Inc. | | | 89,577 | | | | 6,765,751 | |
State Auto Financial Corp. | | | 27,251 | | | | 1,388,438 | |
Stewart Information Services Corp. | | | 40,510 | | | | 2,562,663 | |
United Fire Group, Inc. | | | 30,461 | | | | 703,649 | |
United Insurance Holdings Corp. | | | 29,849 | | | | 108,352 | |
Universal Insurance Holdings, Inc. | | | 42,660 | | | | 556,286 | |
| | | | | | | | |
| | | | | | | 65,557,735 | |
|
International Trade & Diversified Logistic(a) — 0.1% | |
CryoPort, Inc. | | | 61,075 | | | | 4,062,098 | |
Radiant Logistics, Inc. | | | 64,753 | | | | 413,772 | |
Vectrus, Inc. | | | 17,636 | | | | 886,738 | |
| | | | | | | | |
| | | | | | | 5,362,608 | |
|
Internet Software & Services(a) — 0.2% | |
1stdibs.com, Inc.(b) | | | 10,479 | | | | 129,940 | |
ChannelAdvisor Corp. | | | 42,543 | | | | 1,073,360 | |
eGain Corp. | | | 34,204 | | | | 348,881 | |
Flywire Corp.(b) | | | 17,853 | | | | 782,675 | |
Gogo, Inc.(b) | | | 90,829 | | | | 1,571,342 | |
MediaAlpha, Inc., Class A | | | 32,376 | | | | 604,784 | |
Outbrain, Inc. | | | 11,684 | | | | 172,923 | |
Quotient Technology, Inc. | | | 131,056 | | | | 762,746 | |
TrueCar, Inc. | | | 150,084 | | | | 624,349 | |
Xometry, Inc., Class A | | | 12,099 | | | | 697,749 | |
| | | | | | | | |
| | | | | | | 6,768,749 | |
| | |
Leisure Time — 0.8% | | | | | | | | |
Acushnet Holdings Corp. | | | 52,222 | | | | 2,438,767 | |
American Outdoor Brands, Inc.(a) | | | 20,502 | | | | 503,529 | |
AMMO, Inc.(a)(b) | | | 131,835 | | | | 810,785 | |
Callaway Golf Co.(a) | | | 176,805 | | | | 4,885,122 | |
Clarus Corp. | | | 36,343 | | | | 931,471 | |
Drive Shack, Inc.(a) | | | 124,388 | | | | 349,530 | |
Escalade, Inc. | | | 15,322 | | | | 289,739 | |
Genius Brands International, Inc.(a)(b) | | | 431,518 | | | | 586,864 | |
Hilton Grand Vacations, Inc.(a)(b) | | | 129,989 | | | | 6,183,577 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Leisure Time (continued) | | | | | | | | |
Johnson Outdoors, Inc., Class A | | | 7,691 | | | $ | 813,708 | |
Latham Group, Inc.(a) | | | 34,059 | | | | 558,568 | |
Liberty TripAdvisor Holdings, Inc., Class A(a) | | | 111,831 | | | | 345,558 | |
Lindblad Expeditions Holdings, Inc.(a) | | | 39,589 | | | | 577,604 | |
Madison Square Garden Entertainment Corp.(a) | | | 39,820 | | | | 2,893,719 | |
Nautilus, Inc.(a)(b) | | | 45,255 | | | | 421,324 | |
OneSpaWorld Holdings Ltd.(a) | | | 87,454 | | | | 871,916 | |
RCI Hospitality Holdings, Inc. | | | 12,464 | | | | 853,909 | |
SeaWorld Entertainment, Inc.(a) | | | 78,989 | | | | 4,369,672 | |
Smith & Wesson Brands, Inc. | | | 72,601 | | | | 1,507,197 | |
Sturm Ruger & Co., Inc. | | | 26,031 | | | | 1,920,567 | |
Vista Outdoor, Inc.(a)(b) | | | 88,810 | | | | 3,579,931 | |
| | | | | | | | |
| | | | | | | 35,693,057 | |
| | |
Life Sciences Tools & Services — 0.0% | | | | | | | | |
WaVe Life Sciences Ltd.(a) | | | 52,402 | | | | 256,770 | |
| | | | | | | | |
| | |
Luxury Items — 0.2% | | | | | | | | |
Movado Group, Inc. | | | 24,262 | | | | 764,010 | |
Signet Jewelers Ltd. | | | 79,086 | | | | 6,244,631 | |
Stagwell, Inc.(a)(b) | | | 89,570 | | | | 687,002 | |
| | | | | | | | |
| | | | | | | 7,695,643 | |
| | |
Machinery: Agricultural — 0.1% | | | | | | | | |
Alamo Group, Inc. | | | 14,516 | | | | 2,025,418 | |
Integral Ad Science Holding Corp.(a) | | | 24,441 | | | | 504,218 | |
Lindsay Corp. | | | 16,427 | | | | 2,493,454 | |
Titan International, Inc.(a) | | | 75,991 | | | | 544,096 | |
Titan Machinery, Inc.(a) | | | 29,884 | | | | 774,294 | |
| | | | | | | | |
| | | | | | | 6,341,480 | |
| | |
Machinery: Construction & Handling — 0.2% | | | | | | | | |
Astec Industries, Inc. | | | 33,437 | | | | 1,799,245 | |
Douglas Dynamics, Inc. | | | 35,071 | | | | 1,273,077 | |
Manitowoc Co., Inc.(a) | | | 51,092 | | | | 1,094,391 | |
Terex Corp. | | | 104,029 | | | | 4,379,621 | |
| | | | | | | | |
| | | | | | | 8,546,334 | |
| | |
Machinery: Industrial — 1.6% | | | | | | | | |
AgEagle Aerial Systems, Inc.(a) | | | 100,550 | | | | 302,656 | |
Altra Industrial Motion Corp. | | | 98,295 | | | | 5,440,628 | |
Applied Industrial Technologies, Inc. | | | 59,370 | | | | 5,351,018 | |
Chart Industries, Inc.(a) | | | 55,558 | | | | 10,617,689 | |
Columbus McKinnon Corp. | | | 42,217 | | | | 2,041,192 | |
Desktop Metal, Inc., Class A(a) | | | 229,552 | | | | 1,645,888 | |
DXP Enterprises, Inc.(a) | | | 25,709 | | | | 760,215 | |
EnPro Industries, Inc. | | | 31,587 | | | | 2,751,860 | |
EVI Industries, Inc.(a) | | | 7,342 | | | | 199,702 | |
ExOne Co.(a) | | | 24,529 | | | | 573,488 | |
Hydrofarm Holdings Group, Inc.(a)(b) | | | 58,984 | | | | 2,232,545 | |
Hyliion Holdings Corp.(a)(b) | | | 177,447 | | | | 1,490,555 | |
Hyster-Yale Materials Handling, Inc. | | | 14,893 | | | | 748,522 | |
John Bean Technologies Corp. | | | 47,773 | | | | 6,714,495 | |
Kadant, Inc. | | | 17,523 | | | | 3,576,444 | |
Kennametal, Inc. | | | 127,271 | | | | 4,356,486 | |
Mayville Engineering Co., Inc.(a) | | | 9,414 | | | | 176,983 | |
Nikola Corp.(a)(b) | | | 342,531 | | | | 3,654,806 | |
Omega Flex, Inc. | | | 4,242 | | | | 605,291 | |
Proto Labs, Inc.(a)(b) | | | 41,980 | | | | 2,795,868 | |
SPX Corp.(a) | | | 67,529 | | | | 3,609,425 | |
SPX FLOW, Inc. | | | 63,239 | | | | 4,622,771 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Machinery: Industrial (continued) | | | | | | | | |
Tennant Co. | | | 26,822 | | | $ | 1,983,487 | |
Welbilt, Inc.(a) | | | 198,995 | | | | 4,624,644 | |
| | | | | | | | |
| | | | | | | 70,876,658 | |
| | |
Machinery: Specialty — 0.1% | | | | | | | | |
Albany International Corp., Class A | | | 46,518 | | | | 3,575,839 | |
| | | | | | | | |
| | |
Manufactured Housing(a) — 0.2% | | | | | | | | |
Cavco Industries, Inc. | | | 14,005 | | | | 3,315,543 | |
Skyline Champion Corp. | | | 80,062 | | | | 4,808,524 | |
| | | | | | | | |
| | | | | | | 8,124,067 | |
|
Medical & Dental Instruments & Supplies — 2.2% | |
Akoya Biosciences, Inc.(a) | | | 12,187 | | | | 170,131 | |
Alphatec Holdings, Inc.(a)(b) | | | 109,346 | | | | 1,332,928 | |
AngioDynamics, Inc.(a) | | | 54,478 | | | | 1,413,159 | |
Anika Therapeutics, Inc.(a) | | | 21,406 | | | | 911,039 | |
Antares Pharma, Inc.(a)(b) | | | 243,433 | | | | 886,096 | |
Apyx Medical Corp.(a) | | | 50,717 | | | | 702,431 | |
Asensus Surgical, Inc.(a)(b) | | | 353,864 | | | | 654,648 | |
AtriCure, Inc.(a) | | | 69,310 | | | | 4,820,511 | |
Atrion Corp. | | | 2,173 | | | | 1,515,668 | |
Avanos Medical, Inc.(a) | | | 72,524 | | | | 2,262,749 | |
Axogen, Inc.(a) | | | 55,140 | | | | 871,212 | |
BioLife Solutions, Inc.(a) | | | 36,395 | | | | 1,540,236 | |
Cardiovascular Systems, Inc.(a) | | | 60,505 | | | | 1,986,379 | |
Cerus Corp.(a) | | | 250,220 | | | | 1,523,840 | |
Community Health Systems, Inc.(a) | | | 187,732 | | | | 2,196,464 | |
CONMED Corp. | | | 44,073 | | | | 5,766,071 | |
CryoLife, Inc.(a) | | | 58,286 | | | | 1,299,195 | |
Cutera, Inc.(a) | | | 26,637 | | | | 1,241,284 | |
Eargo, Inc.(a) | | | 29,019 | | | | 195,298 | |
Exagen, Inc.(a) | | | 20,018 | | | | 272,245 | |
InfuSystem Holdings, Inc.(a) | | | 23,537 | | | | 306,687 | |
Intersect ENT, Inc.(a) | | | 49,911 | | | | 1,357,579 | |
Invacare Corp.(a) | | | 50,360 | | | | 239,714 | |
LeMaitre Vascular, Inc. | | | 29,168 | | | | 1,548,529 | |
LivaNova PLC(a) | | | 81,412 | | | | 6,447,016 | |
Meridian Bioscience, Inc.(a) | | | 63,560 | | | | 1,222,894 | |
Merit Medical Systems, Inc.(a) | | | 78,484 | | | | 5,635,151 | |
NanoString Technologies, Inc.(a) | | | 69,960 | | | | 3,358,780 | |
Neogen Corp.(a) | | | 164,330 | | | | 7,136,852 | |
NuVasive, Inc.(a)(b) | | | 78,900 | | | | 4,722,165 | |
Ocular Therapeutix, Inc.(a) | | | 116,515 | | | | 1,165,150 | |
OraSure Technologies, Inc.(a)(b) | | | 106,969 | | | | 1,209,819 | |
Organogenesis Holdings, Inc.(a) | | | 57,622 | | | | 820,537 | |
Orthofix Medical, Inc.(a) | | | 27,983 | | | | 1,066,712 | |
OrthoPediatrics Corp.(a) | | | 20,339 | | | | 1,332,408 | |
Outset Medical, Inc.(a) | | | 68,796 | | | | 3,401,274 | |
Owens & Minor, Inc. | | | 110,329 | | | | 3,452,195 | |
Patterson Cos., Inc. | | | 127,815 | | | | 3,852,344 | |
Pulmonx Corp.(a)(b) | | | 38,148 | | | | 1,372,565 | |
Retractable Technologies, Inc.(a) | | | 22,619 | | | | 249,488 | |
SeaSpine Holdings Corp.(a) | | | 50,511 | | | | 794,538 | |
Senseonics Holdings, Inc.(a)(b) | | | 651,308 | | | | 2,207,934 | |
Sientra, Inc.(a) | | | 81,563 | | | | 467,356 | |
STAAR Surgical Co.(a) | | | 71,795 | | | | 9,227,811 | |
Surmodics, Inc.(a) | | | 20,853 | | | | 1,159,427 | |
TransMedics Group, Inc.(a)(b) | | | 40,514 | | | | 1,340,608 | |
Treace Medical Concepts, Inc.(a) | | | 16,003 | | | | 430,481 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 13 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
|
Medical & Dental Instruments & Supplies (continued) | |
Utah Medical Products, Inc. | | | 5,607 | | | $ | 520,554 | |
ViewRay, Inc.(a) | | | 220,882 | | | | 1,592,559 | |
| | | | | | | | |
| | | | | | | 99,200,711 | |
| | |
Medical Equipment(a) — 1.6% | | | | | | | | |
Accuray, Inc.(b) | | | 139,476 | | | | 550,930 | |
Acutus Medical, Inc. | | | 21,186 | | | | 187,284 | |
AdaptHealth Corp.(b) | | | 109,766 | | | | 2,556,450 | |
Alpha Teknova, Inc. | | | 9,420 | | | | 234,464 | |
Apria, Inc. | | | 22,726 | | | | 844,271 | |
Bionano Genomics, Inc.(b) | | | 424,973 | | | | 2,337,352 | |
CareDx, Inc. | | | 76,088 | | | | 4,821,697 | |
ClearPoint Neuro, Inc.(b) | | | 27,334 | | | | 485,179 | |
Cytek Biosciences, Inc. | | | 22,296 | | | | 477,357 | |
Fluidigm Corp.(b) | | | 114,760 | | | | 756,268 | |
Glaukos Corp. | | | 69,676 | | | | 3,356,293 | |
Haemonetics Corp. | | | 76,828 | | | | 5,423,289 | |
Icad, Inc. | | | 29,695 | | | | 319,221 | |
Inspire Medical Systems, Inc. | | | 41,013 | | | | 9,551,107 | |
iRadimed Corp. | | | 9,949 | | | | 334,187 | |
iRhythm Technologies, Inc. | | | 45,126 | | | | 2,642,579 | |
Lantheus Holdings, Inc. | | | 102,712 | | | | 2,637,644 | |
Misonix, Inc. | | | 17,761 | | | | 449,353 | |
Natus Medical, Inc.(b) | | | 50,504 | | | | 1,266,640 | |
Neuronetics, Inc.(b) | | | 36,640 | | | | 240,358 | |
Nevro Corp. | | | 52,806 | | | | 6,145,562 | |
PAVmed, Inc. | | | 106,420 | | | | 908,827 | |
Quanterix Corp. | | | 47,493 | | | | 2,364,677 | |
Quotient Ltd.(b) | | | 105,937 | | | | 247,893 | |
Rapid Micro Biosystems, Inc., Class A | | | 11,718 | | | | 216,432 | |
Seer, Inc.(b) | | | 63,328 | | | | 2,186,716 | |
Shockwave Medical, Inc. | | | 51,426 | | | | 10,587,585 | |
SI-BONE, Inc. | | | 51,670 | | | | 1,106,771 | |
Silk Road Medical, Inc. | | | 51,381 | | | | 2,827,496 | |
Soliton, Inc.(b) | | | 18,950 | | | | 385,822 | |
Stereotaxis, Inc. | | | 67,714 | | | | 364,301 | |
Tactile Systems Technology, Inc. | | | 28,932 | | | | 1,286,027 | |
Vapotherm, Inc. | | | 33,189 | | | | 739,119 | |
Varex Imaging Corp. | | | 59,454 | | | | 1,676,603 | |
Zynex, Inc. | | | 27,556 | | | | 313,863 | |
| | | | | | | | |
| | | | | | | 70,829,617 | |
| | |
Medical Services(a) — 0.1% | | | | | | | | |
Aspira Women’s Health, Inc.(b) | | | 130,095 | | | | 422,809 | |
DermTech, Inc.(b) | | | 35,735 | | | | 1,147,451 | |
Fulgent Genetics, Inc.(b) | | | 30,574 | | | | 2,750,131 | |
Innovage Holding Corp. | | | 27,096 | | | | 179,105 | |
Inotiv, Inc.(b) | | | 18,456 | | | | 539,653 | |
NeuroPace, Inc. | | | 9,798 | | | | 155,298 | |
| | | | | | | | |
| | | | | | | 5,194,447 | |
| | |
Metal Fabricating — 0.6% | | | | | | | | |
Compx International, Inc. | | | 2,464 | | | | 51,202 | |
DMC Global, Inc.(a) | | | 28,677 | | | | 1,058,468 | |
GrafTech International Ltd. | | | 307,810 | | | | 3,176,599 | |
Haynes International, Inc. | | | 18,971 | | | | 706,670 | |
Lawson Products, Inc.(a) | | | 6,868 | | | | 343,469 | |
MRC Global, Inc.(a) | | | 121,138 | | | | 889,153 | |
Mueller Industries, Inc. | | | 87,419 | | | | 3,592,921 | |
Mueller Water Products, Inc., Class A | | | 242,461 | | | | 3,690,256 | |
NN, Inc.(a) | | | 62,601 | | | | 328,655 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Metal Fabricating (continued) | | | | | | | | |
Northwest Pipe Co.(a) | | | 14,320 | | | $ | 339,384 | |
RBC Bearings, Inc.(a) | | | 42,751 | | | | 9,071,762 | |
Worthington Industries, Inc. | | | 53,223 | | | | 2,804,852 | |
| | | | | | | | |
| | | | | | | 26,053,391 | |
| | |
Metals & Minerals: Diversified — 0.7% | | | | | | | | |
Commercial Metals Co. | | | 180,840 | | | | 5,508,386 | |
Compass Minerals International, Inc. | | | 52,140 | | | | 3,357,816 | |
Constellium SE(a) | | | 184,477 | | | | 3,464,478 | |
Energy Fuels, Inc.(a)(b) | | | 226,276 | | | | 1,588,458 | |
Ferroglobe PLC(c) | | | 42,394 | | | | — | |
Gatos Silver, Inc.(a) | | | 69,724 | | | | 810,890 | |
Hecla Mining Co. | | | 800,957 | | | | 4,405,263 | |
Intrepid Potash, Inc.(a) | | | 14,601 | | | | 451,171 | |
Materion Corp. | | | 30,793 | | | | 2,113,632 | |
Minerals Technologies, Inc. | | | 51,444 | | | | 3,592,849 | |
MP Materials Corp.(a) | | | 110,313 | | | | 3,555,388 | |
Oil-Dri Corp. of America | | | 8,646 | | | | 302,610 | |
Perpetua Resources Corp.(a) | | | 39,494 | | | | 196,680 | |
PolyMet Mining Corp.(a)(b) | | | 61,631 | | | | 187,975 | |
SunCoke Energy, Inc. | | | 124,359 | | | | 780,975 | |
U.S. Silica Holdings, Inc.(a) | | | 111,690 | | | | 892,403 | |
United States Lime & Minerals, Inc. | | | 3,248 | | | | 392,358 | |
| | | | | | | | |
| | | | | | | 31,601,332 | |
| | |
Office Supplies & Equipment — 0.3% | | | | | | | | |
ACCO Brands Corp. | | | 141,218 | | | | 1,213,063 | |
Eastman Kodak Co.(a)(b) | | | 69,585 | | | | 473,874 | |
Herman Miller, Inc. | | | 112,865 | | | | 4,250,496 | |
HNI Corp. | | | 65,207 | | | | 2,394,401 | |
Kimball International, Inc., Class B | | | 54,723 | | | | 612,897 | |
Pitney Bowes, Inc. | | | 275,637 | | | | 1,987,343 | |
Steelcase, Inc., Class A | | | 132,169 | | | | 1,675,903 | |
| | | | | | | | |
| | | | | | | 12,607,977 | |
| | |
Oil & Gas Producers — 0.0% | | | | | | | | |
Kosmos Energy Ltd.(a) | | | 621,587 | | | | 1,839,898 | |
| | | | | | | | |
| | |
Oil Well Equipment & Services — 0.7% | | | | | | | | |
Bristow Group, Inc.(a) | | | 28,353 | | | | 902,476 | |
Cactus, Inc., Class A | | | 84,340 | | | | 3,181,305 | |
ChampionX Corp.(a) | | | 309,816 | | | | 6,927,486 | |
Dril-Quip, Inc.(a) | | | 53,209 | | | | 1,339,803 | |
Frank’s International NV(a) | | | 264,646 | | | | 778,059 | |
FTS International, Inc., Class A(a)(b) | | | 13,775 | | | | 338,865 | |
Helix Energy Solutions Group, Inc.(a) | | | 214,480 | | | | 832,183 | |
Helmerich & Payne, Inc. | | | 160,683 | | | | 4,404,321 | |
Liberty Oilfield Services, Inc., Class A(a) | | | 142,279 | | | | 1,725,844 | |
Matrix Service Co.(a) | | | 40,520 | | | | 423,839 | |
Nabors Industries Ltd.(a) | | | 10,577 | | | | 1,020,469 | |
National Energy Services Reunited Corp.(a)(b) | | | 55,777 | | | | 698,328 | |
Newpark Resources, Inc.(a) | | | 134,778 | | | | 444,767 | |
NexTier Oilfield Solutions, Inc.(a) | | | 245,665 | | | | 1,130,059 | |
Oceaneering International, Inc.(a) | | | 151,036 | | | | 2,011,800 | |
Oil States International, Inc.(a) | | | 89,068 | | | | 569,145 | |
Patterson-UTI Energy, Inc. | | | 283,998 | | | | 2,555,982 | |
ProPetro Holding Corp.(a) | | | 121,968 | | | | 1,055,023 | |
RPC, Inc.(a) | | | 88,750 | | | | 431,325 | |
Select Energy Services, Inc., Class A(a) | | | 87,959 | | | | 456,507 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
|
Oil Well Equipment & Services (continued) | |
Solaris Oilfield Infrastructure, Inc., Class A | | | 44,889 | | | $ | 374,374 | |
TETRA Technologies, Inc.(a) | | | 185,918 | | | | 580,064 | |
| | | | | | | | |
| | | | | | | 32,182,024 | |
| | |
Oil, Gas & Consumable Fuels — 0.1% | | | | | | | | |
Archrock, Inc. | | | 218,921 | | | | 1,806,098 | |
DHT Holdings, Inc. | | | 217,681 | | | | 1,421,457 | |
Dorian LPG Ltd. | | | 57,700 | | | | 716,057 | |
Frontline Ltd. | | | 184,534 | | | | 1,729,084 | |
| | | | | | | | |
| | | | | | | 5,672,696 | |
| | |
Oil: Crude Producers — 2.6% | | | | | | | | |
Antero Resources Corp.(a) | | | 432,982 | | | | 8,144,391 | |
Berry Corp. | | | 106,962 | | | | 771,196 | |
Bonanza Creek Energy, Inc. | | | 46,870 | | | | 2,245,073 | |
Brigham Minerals, Inc., Class A | | | 63,128 | | | | 1,209,532 | |
California Resources Corp.(a) | | | 125,549 | | | | 5,147,509 | |
Callon Petroleum Co.(a) | | | 60,500 | | | | 2,969,340 | |
Centennial Resource Development, Inc., Class A(a) | | | 274,674 | | | | 1,840,316 | |
Chesapeake Energy Corp. | | | 149,918 | | | | 9,233,450 | |
CNX Resources Corp.(a) | | | 328,320 | | | | 4,143,398 | |
Comstock Resources, Inc.(a) | | | 138,213 | | | | 1,430,505 | |
Contango Oil & Gas Co.(a)(b) | | | 226,619 | | | | 1,035,649 | |
CVR Energy, Inc. | | | 46,161 | | | | 769,042 | |
Denbury, Inc.(a) | | | 76,802 | | | | 5,395,341 | |
Earthstone Energy, Inc., Class A(a) | | | 32,802 | | | | 301,778 | |
Extraction Oil & Gas, Inc.(a) | | | 23,858 | | | | 1,346,784 | |
Falcon Minerals Corp. | | | 63,528 | | | | 298,582 | |
Gevo, Inc.(a)(b) | | | 294,313 | | | | 1,954,238 | |
Laredo Petroleum, Inc.(a)(b) | | | 19,197 | | | | 1,556,301 | |
Magnolia Oil & Gas Corp., Class A | | | 212,568 | | | | 3,781,585 | |
Meta Materials, Inc.(a)(b) | | | 333,819 | | | | 1,929,474 | |
Murphy Oil Corp. | | | 222,956 | | | | 5,567,211 | |
Northern Oil and Gas, Inc. | | | 81,533 | | | | 1,744,806 | |
Oasis Petroleum, Inc. | | | 30,512 | | | | 3,033,503 | |
ONE Gas, Inc. | | | 80,107 | | | | 5,076,381 | |
Ovintiv, Inc. | | | 398,270 | | | | 13,095,118 | |
PDC Energy, Inc. | | | 151,791 | | | | 7,193,375 | |
Penn Virginia Corp.(a) | | | 22,943 | | | | 611,890 | |
Range Resources Corp.(a) | | | 361,839 | | | | 8,188,417 | |
Riley Exploration Permian, Inc. | | | 3,456 | | | | 81,147 | |
SM Energy Co. | | | 182,499 | | | | 4,814,324 | |
Southwestern Energy Co.(a) | | | 1,030,648 | | | | 5,709,790 | |
Talos Energy, Inc.(a) | | | 56,899 | | | | 783,499 | |
Tellurian, Inc.(a) | | | 548,908 | | | | 2,146,230 | |
Ur-Energy, Inc.(a) | | | 266,438 | | | | 458,273 | |
Vine Energy, Inc., Class A(a) | | | 41,145 | | | | 677,658 | |
W&T Offshore, Inc.(a) | | | 145,832 | | | | 542,495 | |
Whiting Petroleum Corp.(a) | | | 59,803 | | | | 3,493,093 | |
| | | | | | | | |
| | | | | | | 118,720,694 | |
| | |
Oil: Refining & Marketing — 0.3% | | | | | | | | |
Clean Energy Fuels Corp.(a) | | | 237,786 | | | | 1,937,956 | |
Delek US Holdings, Inc. | | | 99,741 | | | | 1,792,346 | |
Par Pacific Holdings, Inc.(a) | | | 75,925 | | | | 1,193,541 | |
PBF Energy, Inc., Class A(a) | | | 146,181 | | | | 1,895,967 | |
Renewable Energy Group, Inc.(a) | | | 69,048 | | | | 3,466,210 | |
World Fuel Services Corp. | | | 92,439 | | | | 3,107,799 | |
| | | | | | | | |
| | | | | | | 13,393,819 | |
| | |
Paints & Coatings — 0.2% | | | | | | | | |
Chase Corp. | | | 11,191 | | | | 1,143,161 | |
| | | | | | | | |
Security | | Shares | | | Value | |
|
Paints & Coatings (continued) | |
Ferro Corp.(a) | | | 124,313 | | | $ | 2,528,526 | |
HB Fuller Co. | | | 77,999 | | | | 5,035,616 | |
Kronos Worldwide, Inc. | | | 43,944 | | | | 545,345 | |
| | | | | | | | |
| | | | | | | 9,252,648 | |
| | |
Paper — 0.2% | | | | | | | | |
Clearwater Paper Corp.(a) | | | 23,817 | | | | 912,906 | |
Domtar Corp.(a) | | | 75,611 | | | | 4,123,824 | |
Glatfelter Corp. | | | 66,295 | | | | 934,759 | |
Neenah, Inc. | | | 25,262 | | | | 1,177,462 | |
Schweitzer-Mauduit International, Inc. | | | 47,249 | | | | 1,637,650 | |
Verso Corp., Class A | | | 41,096 | | | | 852,742 | |
| | | | | | | | |
| | | | | | | 9,639,343 | |
| | |
Personal Care — 0.4% | | | | | | | | |
Beauty Health Co.(a) | | | 131,979 | | | | 3,427,495 | |
Edgewell Personal Care Co. | | | 81,651 | | | | 2,963,931 | |
Honest Co., Inc.(a)(b) | | | 38,547 | | | | 400,118 | |
Nu Skin Enterprises, Inc., Class A | | | 75,485 | | | | 3,054,878 | |
USANA Health Sciences, Inc.(a) | | | 19,343 | | | | 1,783,425 | |
Veru, Inc.(a)(b) | | | 95,480 | | | | 814,444 | |
WD-40 Co. | | | 20,577 | | | | 4,763,164 | |
| | | | | | | | |
| | | | | | | 17,207,455 | |
| | |
Pharmaceuticals — 2.2% | | | | | | | | |
ACADIA Pharmaceuticals, Inc.(a)(b) | | | 190,329 | | | | 3,161,365 | |
Aclaris Therapeutics, Inc.(a) | | | 76,857 | | | | 1,383,426 | |
Aerie Pharmaceuticals, Inc.(a) | | | 68,373 | | | | 779,452 | |
Alkermes PLC(a) | | | 245,714 | | | | 7,577,820 | |
Amneal Pharmaceuticals, Inc.(a) | | | 149,149 | | | | 796,456 | |
Amphastar Pharmaceuticals, Inc.(a)(b) | | | 57,581 | | | | 1,094,615 | |
Ampio Pharmaceuticals, Inc.(a)(b) | | | 271,916 | | | | 451,381 | |
Angion Biomedica Corp.(a)(b) | | | 24,033 | | | | 234,802 | |
Arrowhead Pharmaceuticals, Inc.(a) | | | 154,172 | | | | 9,624,958 | |
Atea Pharmaceuticals, Inc.(a)(b) | | | 97,104 | | | | 3,404,466 | |
Athira Pharma, Inc.(a) | | | 48,613 | | | | 455,990 | |
Avalo Therapeutics, Inc.(a) | | | 57,957 | | | | 126,346 | |
Axonics, Inc.(a) | | | 69,925 | | | | 4,551,418 | |
Axsome Therapeutics, Inc.(a)(b) | | | 42,099 | | | | 1,387,583 | |
Cassava Sciences, Inc.(a)(b) | | | 59,100 | | | | 3,668,928 | |
Chimerix, Inc.(a) | | | 110,285 | | | | 682,664 | |
ChromaDex Corp.(a) | | | 84,727 | | | | 531,238 | |
Citius Pharmaceuticals, Inc.(a)(b) | | | 169,706 | | | | 344,503 | |
Corcept Therapeutics, Inc.(a) | | | 148,544 | | | | 2,923,346 | |
CorMedix, Inc.(a)(b) | | | 52,097 | | | | 242,251 | |
Cyteir Therapeutics, Inc.(a) | | | 11,795 | | | | 207,002 | |
Dicerna Pharmaceuticals, Inc.(a) | | | 107,094 | | | | 2,159,015 | |
Durect Corp.(a) | | | 330,083 | | | | 422,506 | |
Eagle Pharmaceuticals, Inc.(a) | | | 17,404 | | | | 970,795 | |
Edgewise Therapeutics, Inc.(a)(b) | | | 17,980 | | | | 298,468 | |
Enanta Pharmaceuticals, Inc.(a) | | | 28,878 | | | | 1,640,559 | |
Endo International PLC(a) | | | 345,914 | | | | 1,120,761 | |
Esperion Therapeutics, Inc.(a)(b) | | | 39,709 | | | | 478,494 | |
Evolus, Inc.(a) | | | 51,241 | | | | 390,456 | |
Harmony Biosciences Holdings, Inc.(a)(b) | | | 33,492 | | | | 1,283,748 | |
Heska Corp.(a) | | | 15,256 | | | | 3,944,286 | |
Ikena Oncology, Inc.(a)(b) | | | 15,652 | | | | 197,528 | |
Infinity Pharmaceuticals, Inc.(a) | | | 128,670 | | | | 440,051 | |
Innoviva, Inc.(a) | | | 69,945 | | | | 1,168,781 | |
Intra-Cellular Therapies, Inc.(a) | | | 107,872 | | | | 4,021,468 | |
Ironwood Pharmaceuticals, Inc.(a) | | | 222,059 | | | | 2,900,091 | |
Landos Biopharma, Inc.(a) | | | 8,208 | | | | 119,837 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 15 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Pharmaceuticals (continued) | | | | | | | | |
MEI Pharma, Inc.(a) | | | 169,441 | | | $ | 467,657 | |
Mind Medicine MindMed, Inc.(a)(b) | | | 548,974 | | | | 1,279,110 | |
Nuvation Bio, Inc.(a)(b) | | | 101,985 | | | | 1,013,731 | |
Omthera Pharmaceuticals, Inc.(c) | | | 1,326 | | | | — | |
Oramed Pharmaceuticals, Inc.(a)(b) | | | 45,675 | | | | 1,003,937 | |
Pacira BioSciences, Inc.(a) | | | 67,293 | | | | 3,768,408 | |
Paratek Pharmaceuticals, Inc.(a) | | | 68,365 | | | | 332,254 | |
PetIQ, Inc.(a) | | | 43,291 | | | | 1,080,976 | |
Prestige Consumer Healthcare, Inc.(a) | | | 75,383 | | | | 4,229,740 | |
Radius Health, Inc.(a)(b) | | | 70,039 | | | | 869,184 | |
Rain Therapeutics, Inc.(a) | | | 14,152 | | | | 211,714 | |
Reata Pharmaceuticals, Inc., Class A(a)(b) | | | 41,657 | | | | 4,191,111 | |
Revance Therapeutics, Inc.(a)(b) | | | 106,318 | | | | 2,962,020 | |
Seelos Therapeutics, Inc.(a) | | | 116,865 | | | | 281,645 | |
SIGA Technologies, Inc.(a)(b) | | | 64,724 | | | | 478,310 | |
Spectrum Pharmaceuticals, Inc.(a) | | | 283,421 | | | | 617,858 | |
Supernus Pharmaceuticals, Inc.(a) | | | 74,652 | | | | 1,990,969 | |
Syndax Pharmaceuticals, Inc.(a)(b) | | | 67,817 | | | | 1,295,983 | |
Tarsus Pharmaceuticals, Inc.(a)(b) | | | 17,101 | | | | 368,527 | |
Terns Pharmaceuticals, Inc.(a) | | | 12,074 | | | | 125,811 | |
TG Therapeutics, Inc.(a)(b) | | | 195,606 | | | | 6,509,768 | |
TherapeuticsMD, Inc.(a) | | | 504,604 | | | | 374,113 | |
Theravance Biopharma, Inc.(a) | | | 83,329 | | | | 616,635 | |
Tonix Pharmaceuticals Holding Corp.(a)(b) | | | 490,626 | | | | 294,915 | |
Zogenix, Inc.(a) | | | 84,910 | | | | 1,289,783 | |
| | | | | | | | |
| | | | | | | 100,841,013 | |
| | |
Photography — 0.0% | | | | | | | | |
GoPro, Inc., Class A(a)(b) | | | 189,273 | | | | 1,771,595 | |
| | | | | | | | |
| | |
Plastics — 0.1% | | | | | | | | |
Trinseo SA | | | 57,755 | | | | 3,117,615 | |
| | | | | | | | |
| | |
Power Transmission Equipment — 0.2% | | | | | | | | |
Advanced Energy Industries, Inc. | | | 58,563 | | | | 5,138,903 | |
Babcock & Wilcox Enterprises, Inc.(a) | | | 83,634 | | | | 536,094 | |
Powell Industries, Inc. | | | 13,696 | | | | 336,511 | |
Vicor Corp.(a) | | | 32,268 | | | | 4,329,075 | |
| | | | | | | | |
| | | | | | | 10,340,583 | |
| | |
Printing & Copying Services(a) — 0.2% | | | | | | | | |
Casella Waste Systems, Inc., Class A | | | 76,170 | | | | 5,784,350 | |
Cimpress PLC | | | 26,653 | | | | 2,314,280 | |
| | | | | | | | |
| | | | | | | 8,098,630 | |
| | |
Producer Durables: Miscellaneous — 0.0% | | | | | | | | |
First Advantage Corp.(a)(b) | | | 38,735 | | | | 737,902 | |
Park-Ohio Holdings Corp. | | | 13,595 | | | | 346,944 | |
| | | | | | | | |
| | | | | | | 1,084,846 | |
| | |
Production Technology Equipment — 0.5% | | | | | | | | |
Axcelis Technologies, Inc.(a) | | | 49,360 | | | | 2,321,401 | |
Cohu, Inc.(a) | | | 74,642 | | | | 2,384,065 | |
Ichor Holdings Ltd.(a) | | | 43,766 | | | | 1,798,345 | |
Onto Innovation, Inc.(a) | | | 73,287 | | | | 5,294,986 | |
Photronics, Inc.(a) | | | 93,999 | | | | 1,281,206 | |
Ultra Clean Holdings, Inc.(a) | | | 65,723 | | | | 2,799,800 | |
Veeco Instruments, Inc.(a) | | | 72,417 | | | | 1,608,382 | |
Xperi Holding Corp. | | | 160,911 | | | | 3,031,563 | |
| | | | | | | | |
| | | | | | | 20,519,748 | |
| | |
Publishing — 0.2% | | | | | | | | |
Daily Journal Corp.(a) | | | 1,917 | | | | 614,149 | |
Eros STX Global Corp.(a) | | | 485,200 | | | | 446,142 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Publishing (continued) | | | | | | | | |
Gannett Co., Inc.(a) | | | 200,394 | | | $ | 1,338,632 | |
John Wiley & Sons, Inc., Class A | | | 65,886 | | | | 3,439,908 | |
Meredith Corp.(a) | | | 61,136 | | | | 3,405,275 | |
Scholastic Corp. | | | 43,239 | | | | 1,541,470 | |
| | | | | | | | |
| | | | | | | 10,785,576 | |
| | |
Radio & TV Broadcasters — 0.4% | | | | | | | | |
Entravision Communications Corp., Class A | | | 88,471 | | | | 628,144 | |
Gray Television, Inc. | | | 131,240 | | | | 2,994,897 | |
iHeartMedia, Inc., Class A(a)(b) | | | 171,185 | | | | 4,283,049 | |
Liberty Media Corp.-Liberty Braves, Class A(a) | | | 14,423 | | | | 388,123 | |
Liberty Media Corp.-Liberty Braves, Class C(a)(b) | | | 55,028 | | | | 1,453,840 | |
Sinclair Broadcast Group, Inc., Class A | | | 67,750 | | | | 2,146,320 | |
TEGNA, Inc. | | | 338,813 | | | | 6,681,392 | |
| | | | | | | | |
| | | | | | | 18,575,765 | |
| | |
Railroad Equipment — 0.1% | | | | | | | | |
Greenbrier Cos., Inc. | | | 47,548 | | | | 2,044,089 | |
Trinity Industries, Inc. | | | 120,079 | | | | 3,262,546 | |
| | | | | | | | |
| | | | | | | 5,306,635 | |
| | |
Real Estate — 0.7% | | | | | | | | |
Cushman & Wakefield PLC(a) | | | 209,845 | | | | 3,905,215 | |
eXp World Holdings, Inc. | | | 93,478 | | | | 3,717,620 | |
Kennedy-Wilson Holdings, Inc. | | | 182,632 | | | | 3,820,661 | |
Newmark Group, Inc., Class A | | | 225,166 | | | | 3,222,126 | |
Realogy Holdings Corp.(a) | | | 175,973 | | | | 3,086,566 | |
Redfin Corp.(a)(b) | | | 154,624 | | | | 7,746,662 | |
Retail Value, Inc. | | | 26,815 | | | | 706,039 | |
RMR Group, Inc., Class A | | | 22,731 | | | | 760,352 | |
St. Joe Co. | | | 49,727 | | | | 2,093,507 | |
Tejon Ranch Co.(a) | | | 32,564 | | | | 578,337 | |
| | | | | | | | |
| | | | | | | 29,637,085 | |
|
Real Estate Investment Trusts (REITs) — 6.5% | |
Acadia Realty Trust | | | 130,884 | | | | 2,671,342 | |
AFC Gamma, Inc. | | | 10,773 | | | | 232,481 | |
Agree Realty Corp. | | | 102,245 | | | | 6,771,686 | |
Alexander & Baldwin, Inc. | | | 110,075 | | | | 2,580,158 | |
Alexander’s, Inc. | | | 3,225 | | | | 840,499 | |
American Assets Trust, Inc. | | | 76,906 | | | | 2,877,822 | |
American Finance Trust, Inc. | | | 186,406 | | | | 1,498,704 | |
Apartment Investment and Management Co., Class A | | | 224,921 | | | | 1,540,709 | |
Apollo Commercial Real Estate Finance, Inc. | | | 214,194 | | | | 3,176,497 | |
Apple Hospitality REIT, Inc. | | | 326,329 | | | | 5,133,155 | |
Arbor Realty Trust, Inc. | | | 201,832 | | | | 3,739,947 | |
Ares Commercial Real Estate Corp. | | | 62,781 | | | | 946,737 | |
Armada Hoffler Properties, Inc. | | | 89,285 | | | | 1,193,740 | |
ARMOUR Residential REIT, Inc. | | | 119,299 | | | | 1,286,043 | |
Ashford Hospitality Trust, Inc.(a) | | | 27,598 | | | | 406,243 | |
Blackstone Mortgage Trust, Inc., Class A | | | 221,185 | | | | 6,706,329 | |
Braemar Hotels & Resorts, Inc.(a) | | | 67,993 | | | | 329,766 | |
Brandywine Realty Trust | | | 263,181 | | | | 3,531,889 | |
BrightSpire Capital, Inc. | | | 129,290 | | | | 1,214,033 | |
Broadmark Realty Capital, Inc. | | | 189,714 | | | | 1,870,580 | |
Broadstone Net Lease, Inc. | | | 232,445 | | | | 5,766,960 | |
BRT Apartments Corp. | | | 16,395 | | | | 316,096 | |
Capstead Mortgage Corp. | | | 143,530 | | | | 960,216 | |
CareTrust REIT, Inc. | | | 149,492 | | | | 3,037,677 | |
Catchmark Timber Trust, Inc., Class A | | | 76,183 | | | | 904,292 | |
Centerspace | | | 21,354 | | | | 2,017,953 | |
Chatham Lodging Trust(a) | | | 71,747 | | | | 878,901 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Real Estate Investment Trusts (REITs) (continued) | | | | | | | | |
City Office REIT, Inc. | | | 66,662 | | | $ | 1,190,583 | |
Clipper Realty, Inc. | | | 23,302 | | | | 188,746 | |
Community Healthcare Trust, Inc. | | | 37,930 | | | | 1,714,057 | |
CoreCivic, Inc.(a) | | | 182,732 | | | | 1,626,315 | |
Corporate Office Properties Trust | | | 170,412 | | | | 4,597,716 | |
CTO Realty Growth, Inc. | | | 9,099 | | | | 489,162 | |
DiamondRock Hospitality Co.(a) | | | 323,151 | | | | 3,053,777 | |
DigitalBridge Group, Inc.(a) | | | 726,977 | | | | 4,383,671 | |
Diversified Healthcare Trust | | | 362,135 | | | | 1,227,638 | |
Dynex Capital, Inc. | | | 45,934 | | | | 793,740 | |
Easterly Government Properties, Inc. | | | 132,524 | | | | 2,737,946 | |
EastGroup Properties, Inc. | | | 60,373 | | | | 10,059,953 | |
Ellington Financial, Inc. | | | 70,337 | | | | 1,286,464 | |
Empire State Realty Trust, Inc., Class A | | | 212,920 | | | | 2,135,588 | |
Equity Commonwealth(a) | | | 175,606 | | | | 4,562,244 | |
Essential Properties Realty Trust, Inc. | | | 177,858 | | | | 4,965,795 | |
Farmland Partners, Inc. | | | 43,014 | | | | 515,738 | |
Four Corners Property Trust, Inc. | | | 117,543 | | | | 3,157,205 | |
Franklin Street Properties Corp. | | | 148,831 | | | | 690,576 | |
Geo Group, Inc. | | | 181,328 | | | | 1,354,520 | |
Getty Realty Corp. | | | 60,118 | | | | 1,762,059 | |
Gladstone Commercial Corp. | | | 57,026 | | | | 1,199,257 | |
Gladstone Land Corp. | | | 40,162 | | | | 914,489 | |
Global Medical REIT, Inc. | | | 93,832 | | | | 1,379,330 | |
Global Net Lease, Inc. | | | 152,801 | | | | 2,447,872 | |
Granite Point Mortgage Trust, Inc. | | | 91,236 | | | | 1,201,578 | |
Great Ajax Corp. | | | 35,257 | | | | 475,617 | |
Healthcare Realty Trust, Inc. | | | 220,155 | | | | 6,556,216 | |
Hersha Hospitality Trust(a) | | | 52,620 | | | | 490,945 | |
Independence Realty Trust, Inc. | | | 159,885 | | | | 3,253,660 | |
Indus Realty Trust, Inc. | | | 4,483 | | | | 314,258 | |
Industrial Logistics Properties Trust | | | 98,858 | | | | 2,511,982 | |
Innovative Industrial Properties, Inc. | | | 36,423 | | | | 8,419,905 | |
Invesco Mortgage Capital, Inc. | | | 439,731 | | | | 1,385,153 | |
iStar, Inc. | | | 105,086 | | | | 2,635,557 | |
Kite Realty Group Trust | | | 126,506 | | | | 2,575,662 | |
KKR Real Estate Finance Trust, Inc. | | | 54,000 | | | | 1,139,400 | |
Lexington Realty Trust | | | 423,117 | | | | 5,394,742 | |
LTC Properties, Inc. | | | 59,517 | | | | 1,886,094 | |
Mack-Cali Realty Corp.(a) | | | 131,036 | | | | 2,243,336 | |
MFA Financial, Inc. | | | 689,374 | | | | 3,150,439 | |
Monmouth Real Estate Investment Corp. | | | 145,021 | | | | 2,704,642 | |
National Health Investors, Inc. | | | 68,544 | | | | 3,667,104 | |
National Storage Affiliates Trust | | | 122,968 | | | | 6,491,481 | |
New York Mortgage Trust, Inc. | | | 586,018 | | | | 2,496,437 | |
NexPoint Residential Trust, Inc. | | | 34,729 | | | | 2,149,031 | |
Office Properties Income Trust | | | 73,057 | | | | 1,850,534 | |
One Liberty Properties, Inc. | | | 25,572 | | | | 779,690 | |
Orchid Island Capital, Inc. | | | 185,669 | | | | 907,921 | |
Outfront Media, Inc. | | | 221,842 | | | | 5,590,418 | |
Paramount Group, Inc. | | | 281,875 | | | | 2,534,056 | |
Pebblebrook Hotel Trust | | | 195,467 | | | | 4,380,415 | |
PennyMac Mortgage Investment Trust | | | 151,398 | | | | 2,981,027 | |
Phillips Edison & Co., Inc. | | | 24,055 | | | | 738,729 | |
Physicians Realty Trust | | | 326,051 | | | | 5,745,019 | |
Piedmont Office Realty Trust, Inc., Class A | | | 188,849 | | | | 3,291,638 | |
Plymouth Industrial REIT, Inc. | | | 46,393 | | | | 1,055,441 | |
Postal Realty Trust, Inc., Class A | | | 14,866 | | | | 277,102 | |
PotlatchDeltic Corp. | | | 100,444 | | | | 5,180,901 | |
Preferred Apartment Communities, Inc. | | | 78,063 | | | | 954,710 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Real Estate Investment Trusts (REITs) (continued) | | | | | | | | |
PS Business Parks, Inc. | | | 30,397 | | | $ | 4,764,426 | |
Ready Capital Corp. | | | 89,562 | | | | 1,292,380 | |
Redwood Trust, Inc. | | | 173,328 | | | | 2,234,198 | |
Retail Opportunity Investments Corp. | | | 179,348 | | | | 3,124,242 | |
Retail Properties of America, Inc., Class A | | | 326,363 | | | | 4,203,555 | |
RLJ Lodging Trust | | | 252,091 | | | | 3,746,072 | |
RPT Realty | | | 124,389 | | | | 1,587,204 | |
Sabra Health Care REIT, Inc. | | | 331,229 | | | | 4,875,691 | |
Safehold, Inc. | | | 27,053 | | | | 1,944,840 | |
Saul Centers, Inc. | | | 18,784 | | | | 827,623 | |
Seritage Growth Properties, Class A(a) | | | 60,705 | | | | 900,255 | |
Service Properties Trust | | | 249,927 | | | | 2,801,682 | |
STAG Industrial, Inc. | | | 247,302 | | | | 9,706,603 | |
Summit Hotel Properties, Inc.(a) | | | 157,085 | | | | 1,512,729 | |
Sunstone Hotel Investors, Inc.(a) | | | 330,699 | | | | 3,948,546 | |
Tanger Factory Outlet Centers, Inc. | | | 150,303 | | | | 2,449,939 | |
Terreno Realty Corp. | | | 105,853 | | | | 6,693,085 | |
TPG RE Finance Trust, Inc. | | | 91,270 | | | | 1,129,923 | |
UMH Properties, Inc. | | | 66,822 | | | | 1,530,224 | |
Uniti Group, Inc. | | | 295,200 | | | | 3,651,624 | |
Universal Health Realty Income Trust | | | 19,651 | | | | 1,086,111 | |
Urban Edge Properties | | | 177,499 | | | | 3,250,007 | |
Urstadt Biddle Properties, Inc., Class A | | | 46,471 | | | | 879,696 | |
Washington Real Estate Investment Trust | | | 126,525 | | | | 3,131,494 | |
Whitestone REIT | | | 63,460 | | | | 620,639 | |
Xenia Hotels & Resorts, Inc.(a) | | | 171,661 | | | | 3,045,266 | |
| | | | | | | | |
| | | | | | | 293,213,790 | |
|
Real Estate Management & Development(a) — 0.1% | |
Bluegreen Vacations Holding Corp. | | | 22,087 | | | | 569,845 | |
CorePoint Lodging, Inc. | | | 63,254 | | | | 980,437 | |
Fathom Holdings, Inc.(b) | | | 7,107 | | | | 189,757 | |
Forestar Group, Inc. | | | 25,815 | | | | 480,933 | |
Rafael Holdings, Inc., Class B(b) | | | 14,154 | | | | 434,952 | |
| | | | | | | | |
| | | | | | | 2,655,924 | |
| | |
Recreational Vehicles & Boats — 0.3% | | | | | | | | |
Arcimoto, Inc.(a)(b) | | | 42,318 | | | | 483,695 | |
Camping World Holdings, Inc., Class A | | | 64,814 | | | | 2,519,320 | |
Lazydays Holdings, Inc.(a) | | | 10,594 | | | | 226,076 | |
LCI Industries | | | 37,202 | | | | 5,008,505 | |
Malibu Boats, Inc., Class A(a) | | | 31,562 | | | | 2,208,709 | |
Marine Products Corp. | | | 12,431 | | | | 155,512 | |
MasterCraft Boat Holdings, Inc.(a)(b) | | | 28,157 | | | | 706,178 | |
Winnebago Industries, Inc. | | | 50,479 | | | | 3,657,203 | |
| | | | | | | | |
| | | | | | | 14,965,198 | |
| | |
Rental & Leasing Services: Consumer — 0.5% | | | | | | | | |
Avis Budget Group, Inc.(a) | | | 74,086 | | | | 8,631,760 | |
Rent-A-Center, Inc. | | | 99,286 | | | | 5,580,866 | |
WillScot Mobile Mini Holdings Corp.(a)(b) | | | 317,724 | | | | 10,078,205 | |
| | | | | | | | |
| | | | | | | 24,290,831 | |
| | |
Restaurants — 1.4% | | | | | | | | |
Biglari Holdings, Inc., Class B(a) | | | 1,622 | | | | 278,676 | |
BJ’s Restaurants, Inc.(a) | | | 33,625 | | | | 1,404,180 | |
Bloomin’ Brands, Inc.(a) | | | 132,890 | | | | 3,322,250 | |
Brinker International, Inc.(a) | | | 70,134 | | | | 3,440,073 | |
Carrols Restaurant Group, Inc. | | | 50,844 | | | | 186,089 | |
Cheesecake Factory, Inc.(a) | | | 69,976 | | | | 3,288,872 | |
Cracker Barrel Old Country Store, Inc. | | | 36,215 | | | | 5,064,306 | |
Dave & Buster’s Entertainment, Inc.(a) | | | 65,125 | | | | 2,496,241 | |
Del Taco Restaurants, Inc. | | | 41,933 | | | | 366,075 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 17 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Restaurants (continued) | | | | | | | | |
Denny’s Corp.(a)(b) | | | 102,838 | | | $ | 1,680,373 | |
Dine Brands Global, Inc.(a) | | | 24,420 | | | | 1,983,148 | |
El Pollo Loco Holdings, Inc.(a) | | | 27,176 | | | | 459,274 | |
Esports Technologies, Inc.(a)(b) | | | 17,117 | | | | 574,618 | |
Fiesta Restaurant Group, Inc.(a)(b) | | | 26,448 | | | | 289,870 | |
Hall of Fame Resort & Entertainment Co.(a) | | | 82,051 | | | | 217,435 | |
Jack in the Box, Inc. | | | 33,474 | | | | 3,258,024 | |
Kura Sushi USA, Inc., Class A(a)(b) | | | 5,130 | | | | 224,078 | |
Nathan’s Famous, Inc. | | | 4,875 | | | | 298,204 | |
Noodles & Co.(a) | | | 67,772 | | | | 799,710 | |
ONE Group Hospitality, Inc.(a)(b) | | | 27,429 | | | | 293,216 | |
Papa John’s International, Inc. | | | 50,084 | | | | 6,360,167 | |
Red Robin Gourmet Burgers, Inc.(a) | | | 23,276 | | | | 536,745 | |
Rush Street Interactive, Inc.(a) | | | 78,534 | | | | 1,508,638 | |
Ruth’s Hospitality Group, Inc.(a) | | | 49,520 | | | | 1,025,559 | |
Shake Shack, Inc., Class A(a) | | | 57,167 | | | | 4,485,323 | |
Texas Roadhouse, Inc. | | | 106,190 | | | | 9,698,333 | |
Wingstop, Inc. | | | 45,388 | | | | 7,440,455 | |
| | | | | | | | |
| | | | | | | 60,979,932 | |
| | |
Scientific Instruments: Control & Filter — 0.6% | | | | | | | | |
Arlo Technologies, Inc.(a) | | | 121,287 | | | | 777,450 | |
Brady Corp., Class A | | | 70,935 | | | | 3,596,405 | |
CIRCOR International, Inc.(a) | | | 29,639 | | | | 978,383 | |
Energy Recovery, Inc.(a) | | | 62,036 | | | | 1,180,545 | |
ESCO Technologies, Inc. | | | 39,773 | | | | 3,062,521 | |
Gorman-Rupp Co. | | | 33,421 | | | | 1,196,806 | |
Helios Technologies, Inc. | | | 50,414 | | | | 4,139,494 | |
Napco Security Technologies, Inc.(a) | | | 20,827 | | | | 897,227 | |
Resideo Technologies, Inc.(a) | | | 217,974 | | | | 5,403,575 | |
Thermon Group Holdings, Inc.(a) | | | 50,449 | | | | 873,272 | |
Watts Water Technologies, Inc., Class A | | | 41,587 | | | | 6,990,359 | |
| | | | | | | | |
| | | | | | | 29,096,037 | |
| | |
Scientific Instruments: Electrical — 0.6% | | | | | | | | |
Advent Technologies Holdings, Inc.(a)(b) | | | 24,565 | | | | 213,716 | |
Allied Motion Technologies, Inc. | | | 17,656 | | | | 552,280 | |
Atkore, Inc.(a) | | | 70,758 | | | | 6,150,285 | |
AZZ, Inc. | | | 38,572 | | | | 2,052,031 | |
EnerSys | | | 65,675 | | | | 4,888,847 | |
Franklin Electric Co., Inc. | | | 70,391 | | | | 5,620,721 | |
FTC Solar, Inc.(a)(b) | | | 28,767 | | | | 224,095 | |
Preformed Line Products Co. | | | 4,580 | | | | 297,883 | |
Romeo Power, Inc.(a) | | | 190,475 | | | | 942,851 | |
WESCO International, Inc.(a)(b) | | | 67,816 | | | | 7,820,541 | |
| | | | | | | | |
| | | | | | | 28,763,250 | |
|
Scientific Instruments: Gauges & Meters — 0.3% | |
Badger Meter, Inc. | | | 44,358 | | | | 4,486,368 | |
FARO Technologies, Inc.(a) | | | 27,502 | | | | 1,809,907 | |
Itron, Inc.(a) | | | 68,866 | | | | 5,208,336 | |
Luna Innovations, Inc.(a)(b) | | | 44,281 | | | | 420,669 | |
Mesa Laboratories, Inc. | | | 7,312 | | | | 2,210,856 | |
Transcat, Inc.(a)(b) | | | 10,356 | | | | 667,755 | |
Vishay Precision Group, Inc.(a) | | | 19,811 | | | | 688,828 | |
| | | | | | | | |
| | | | | | | 15,492,719 | |
|
Scientific Instruments: Pollution Control — 0.3% | |
CECO Environmental Corp.(a) | | | 50,515 | | | | 355,626 | |
Covanta Holding Corp. | | | 182,171 | | | | 3,665,280 | |
Evoqua Water Technologies Corp.(a) | | | 176,080 | | | | 6,613,565 | |
Heritage-Crystal Clean, Inc.(a) | | | 23,588 | | | | 683,580 | |
| | | | | | | | |
Security | | Shares | | | Value | |
|
Scientific Instruments: Pollution Control (continued) | |
Sharps Compliance Corp.(a) | | | 23,152 | | | $ | 191,467 | |
Team, Inc.(a) | | | 44,286 | | | | 133,301 | |
US Ecology, Inc.(a) | | | 48,476 | | | | 1,568,199 | |
| | | | | | | | |
| | | | | | | 13,211,018 | |
|
Securities Brokerage & Services — 0.1% | |
BGC Partners, Inc., Class A | | | 509,209 | | | | 2,652,979 | |
StoneX Group, Inc.(a) | | | 25,339 | | | | 1,669,840 | |
| | | | | | | | |
| | | | | | | 4,322,819 | |
| | |
Semiconductors & Components — 2.1% | | | | | | | | |
Alpha & Omega Semiconductor Ltd.(a) | | | 32,249 | | | | 1,011,651 | |
Amkor Technology, Inc. | | | 155,567 | | | | 3,881,397 | |
Atomera, Inc.(a) | | | 30,157 | | | | 696,325 | |
AXT, Inc.(a)(b) | | | 60,435 | | | | 503,424 | |
CEVA, Inc.(a) | | | 33,442 | | | | 1,426,970 | |
CMC Materials, Inc. | | | 43,949 | | | | 5,415,835 | |
Diodes, Inc.(a) | | | 65,762 | | | | 5,957,380 | |
DSP Group, Inc.(a) | | | 36,248 | | | | 794,194 | |
EMCORE Corp.(a) | | | 53,291 | | | | 398,617 | |
FormFactor, Inc.(a) | | | 116,643 | | | | 4,354,283 | |
Kopin Corp.(a) | | | 116,604 | | | | 598,178 | |
Kulicke & Soffa Industries, Inc. | | | 93,000 | | | | 5,420,040 | |
Lattice Semiconductor Corp.(a) | | | 205,615 | | | | 13,293,010 | |
MACOM Technology Solutions Holdings, Inc., Class H(a) | | | 73,492 | | | | 4,767,426 | |
MaxLinear, Inc.(a) | | | 109,127 | | | | 5,374,505 | |
Power Integrations, Inc. | | | 91,758 | | | | 9,083,124 | |
Rambus, Inc.(a) | | | 165,133 | | | | 3,665,953 | |
Semtech Corp.(a) | | | 99,096 | | | | 7,726,515 | |
Silicon Laboratories, Inc.(a) | | | 67,401 | | | | 9,446,924 | |
SiTime Corp.(a) | | | 19,859 | | | | 4,054,612 | |
SkyWater Technology, Inc.(a)(b) | | | 11,711 | | | | 318,539 | |
SMART Global Holdings, Inc.(a) | | | 26,574 | | | | 1,182,543 | |
Vishay Intertechnology, Inc. | | | 198,415 | | | | 3,986,157 | |
| | | | | | | | |
| | | | | | | 93,357,602 | |
|
Semiconductors & Semiconductor Equipment — 0.2% | |
Ambarella, Inc.(a) | | | 53,173 | | | | 8,281,163 | |
| | | | | | | | |
| | |
Shipping — 0.5% | | | | | | | | |
A-Mark Precious Metals, Inc. | | | 13,073 | | | | 784,641 | |
Eagle Bulk Shipping, Inc.(a)(b) | | | 13,991 | | | | 705,426 | |
Genco Shipping & Trading Ltd. | | | 48,588 | | | | 978,076 | |
Golar LNG Ltd.(a) | | | 153,782 | | | | 1,994,553 | |
International Seaways, Inc. | | | 70,537 | | | | 1,285,184 | |
Matson, Inc. | | | 65,281 | | | | 5,268,830 | |
Nordic American Tankers Ltd. | | | 225,308 | | | | 576,788 | |
Safe Bulkers, Inc.(a)(b) | | | 83,629 | | | | 432,362 | |
Scorpio Tankers, Inc. | | | 74,867 | | | | 1,388,034 | |
SFL Corp. Ltd. | | | 169,168 | | | | 1,417,628 | |
SITE Centers Corp. | | | 263,679 | | | | 4,071,204 | |
Teekay Corp.(a) | | | 100,908 | | | | 369,323 | |
Teekay Tankers Ltd., Class A(a) | | | 35,500 | | | | 515,815 | |
Tidewater, Inc.(a) | | | 67,412 | | | | 812,989 | |
Two Harbors Investment Corp. | | | 476,847 | | | | 3,023,210 | |
| | | | | | | | |
| | | | | | | 23,624,063 | |
|
Software(a) — 0.2% | |
Castlight Health, Inc., Class B | | | 165,644 | | | | 260,061 | |
Couchbase, Inc. | | | 14,847 | | | | 461,890 | |
CS Disco, Inc. | | | 19,444 | | | | 932,145 | |
EverCommerce, Inc. | | | 24,143 | | | | 398,118 | |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Software (continued) | | | | | | | | |
Instructure Holdings, Inc. | | | 16,757 | | | $ | 378,541 | |
Intapp, Inc. | | | 14,616 | | | | 376,508 | |
Kaltura, Inc. | | | 25,079 | | | | 258,063 | |
MeridianLink, Inc. | | | 18,512 | | | | 413,928 | |
Model N, Inc.(b) | | | 53,164 | | | | 1,780,994 | |
Qualys, Inc. | | | 51,826 | | | | 5,767,716 | |
| | | | | | | | |
| | | | | | | 11,027,964 | |
| | |
Specialty Retail — 2.3% | | | | | | | | |
1-800-Flowers.com, Inc., Class A(a) | | | 40,523 | | | | 1,236,357 | |
Aaron’s Co., Inc. | | | 50,244 | | | | 1,383,720 | |
Abercrombie & Fitch Co., Class A(a) | | | 93,735 | | | | 3,527,248 | |
Academy Sports & Outdoors, Inc.(a) | | | 117,698 | | | | 4,710,274 | |
Alta Equipment Group, Inc.(a) | | | 25,535 | | | | 350,596 | |
American Eagle Outfitters, Inc. | | | 228,811 | | | | 5,903,324 | |
America’s Car-Mart, Inc.(a) | | | 9,390 | | | | 1,096,564 | |
Arko Corp.(a) | | | 110,240 | | | | 1,113,424 | |
Asbury Automotive Group, Inc.(a) | | | 29,257 | | | | 5,756,022 | |
Barnes & Noble Education, Inc.(a) | | | 57,082 | | | | 570,249 | |
Bed Bath & Beyond, Inc.(a) | | | 159,847 | | | | 2,761,357 | |
Big 5 Sporting Goods Corp. | | | 31,459 | | | | 724,815 | |
Blink Charging Co.(a)(b) | | | 55,247 | | | | 1,580,617 | |
Boot Barn Holdings, Inc.(a) | | | 43,409 | | | | 3,857,758 | |
Buckle, Inc. | | | 44,307 | | | | 1,754,114 | |
Caleres, Inc. | | | 54,533 | | | | 1,211,723 | |
CarLotz, Inc.(a) | | | 108,646 | | | | 413,941 | |
Cato Corp., Class A | | | 31,728 | | | | 524,781 | |
Chico’s FAS, Inc.(a) | | | 182,679 | | | | 820,229 | |
Children’s Place, Inc.(a) | | | 21,467 | | | | 1,615,606 | |
Citi Trends, Inc.(a) | | | 14,379 | | | | 1,049,092 | |
Conn’s, Inc.(a) | | | 27,774 | | | | 634,080 | |
Container Store Group, Inc.(a) | | | 47,106 | | | | 448,449 | |
Designer Brands, Inc., Class A(a) | | | 92,336 | | | | 1,286,240 | |
Genesco, Inc.(a)(b) | | | 22,064 | | | | 1,273,755 | |
Group 1 Automotive, Inc. | | | 26,444 | | | | 4,968,299 | |
Guess?, Inc. | | | 60,371 | | | | 1,268,395 | |
Haverty Furniture Cos., Inc. | | | 24,812 | | | | 836,412 | |
Hibbett, Inc. | | | 25,072 | | | | 1,773,593 | |
JOANN, Inc.(b) | | | 17,579 | | | | 195,830 | |
Lands’ End, Inc.(a)(b) | | | 24,446 | | | | 575,459 | |
Lumber Liquidators Holdings, Inc.(a) | | | 43,286 | | | | 808,582 | |
MarineMax, Inc.(a) | | | 31,838 | | | | 1,544,780 | |
Monro, Inc. | | | 49,817 | | | | 2,864,976 | |
Murphy USA, Inc. | | | 36,544 | | | | 6,112,349 | |
National Vision Holdings, Inc.(a)(b) | | | 125,793 | | | | 7,141,269 | |
ODP Corp.(a) | | | 70,903 | | | | 2,847,464 | |
OneWater Marine, Inc., Class A | | | 14,774 | | | | 594,063 | |
Party City Holdco, Inc.(a) | | �� | 167,392 | | | | 1,188,483 | |
RealReal, Inc.(a) | | | 119,632 | | | | 1,576,750 | |
Regis Corp.(a) | | | 35,144 | | | | 122,301 | |
Sally Beauty Holdings, Inc.(a) | | | 171,266 | | | | 2,885,832 | |
Shift Technologies, Inc.(a)(b) | | | 92,987 | | | | 645,330 | |
Shoe Carnival, Inc. | | | 28,626 | | | | 928,055 | |
Sonic Automotive, Inc., Class A | | | 32,409 | | | | 1,702,769 | |
Sportsman’s Warehouse Holdings, Inc.(a) | | | 65,177 | | | | 1,147,115 | |
Stamps.com, Inc.(a) | | | 26,872 | | | | 8,862,117 | |
Tilly’s, Inc., Class A | | | 36,062 | | | | 505,229 | |
Torrid Holdings, Inc.(a)(b) | | | 18,211 | | | | 280,996 | |
TravelCenters of America, Inc.(a) | | | 18,773 | | | | 934,708 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Specialty Retail (continued) | | | | | | | | |
Urban Outfitters, Inc.(a) | | | 104,673 | | | $ | 3,107,741 | |
Zumiez, Inc.(a)(b) | | | 32,366 | | | | 1,286,872 | |
| | | | | | | | |
| | | | | | | 102,310,104 | |
| | |
Steel — 0.2% | | | | | | | | |
Allegheny Technologies, Inc.(a)(b) | | | 192,929 | | | | 3,208,409 | |
Carpenter Technology Corp. | | | 71,719 | | | | 2,348,080 | |
Olympic Steel, Inc. | | | 14,995 | | | | 365,278 | |
Ryerson Holding Corp. | | | 24,661 | | | | 549,201 | |
Schnitzer Steel Industries, Inc., Class A | | | 38,117 | | | | 1,669,906 | |
TimkenSteel Corp.(a) | | | 69,113 | | | | 903,998 | |
| | | | | | | | |
| | | | | | | 9,044,872 | |
| | |
Technology: Miscellaneous — 0.3% | | | | | | | | |
Aeva Technologies, Inc.(a)(b) | | | 116,238 | | | | 922,930 | |
Benchmark Electronics, Inc. | | | 54,239 | | | | 1,448,724 | |
CTS Corp. | | | 48,687 | | | | 1,504,915 | |
Fabrinet(a) | | | 56,249 | | | | 5,766,085 | |
Kimball Electronics, Inc.(a) | | | 36,993 | | | | 953,309 | |
Plexus Corp.(a) | | | 42,785 | | | | 3,825,407 | |
| | | | | | | | |
| | | | | | | 14,421,370 | |
| | |
Telecommunications Equipment(a) — 0.3% | | | | | | | | |
Akoustis Technologies, Inc. | | | 76,033 | | | | 737,520 | |
CalAmp Corp. | | | 52,331 | | | | 520,693 | |
Cambium Networks Corp. | | | 16,382 | | | | 592,865 | |
Clearfield, Inc.(b) | | | 17,213 | | | | 759,954 | |
Knowles Corp.(b) | | | 136,482 | | | | 2,557,673 | |
Viavi Solutions, Inc. | | | 344,698 | | | | 5,425,546 | |
Vocera Communications, Inc. | | | 51,289 | | | | 2,346,985 | |
| | | | | | | | |
| | | | | | | 12,941,236 | |
| | |
Textile Products — 0.0% | | | | | | | | |
Interface, Inc. | | | 87,070 | | | | 1,319,111 | |
Unifi, Inc.(a) | | | 21,341 | | | | 468,008 | |
| | | | | | | | |
| | | | | | | 1,787,119 | |
| | |
Textiles Apparel & Shoes — 0.7% | | | | | | | | |
Crocs, Inc.(a) | | | 93,851 | | | | 13,465,741 | |
Fossil Group, Inc.(a) | | | 71,549 | | | | 847,856 | |
G-III Apparel Group Ltd.(a) | | | 66,829 | | | | 1,891,261 | |
Kontoor Brands, Inc. | | | 78,818 | | | | 3,936,959 | |
Oxford Industries, Inc. | | | 25,042 | | | | 2,258,037 | |
PLBY Group, Inc.(a) | | | 35,923 | | | | 846,705 | |
Rocky Brands, Inc. | | | 10,512 | | | | 500,476 | |
Steven Madden Ltd. | | | 124,318 | | | | 4,992,611 | |
Superior Group of Cos., Inc. | | | 17,077 | | | | 397,723 | |
Vera Bradley, Inc.(a) | | | 34,772 | | | | 327,205 | |
Wolverine World Wide, Inc. | | | 122,143 | | | | 3,644,747 | |
| | | | | | | | |
| | | | | | | 33,109,321 | |
| | |
Thrifts & Mortgage Finance — 0.2% | | | | | | | | |
22nd Century Group, Inc.(a) | | | 225,030 | | | | 666,089 | |
Blue Foundry Bancorp(a) | | | 41,952 | | | | 578,518 | |
Greenlane Holdings, Inc., Class A(a) | | | 13,787 | | | | 32,675 | |
Turning Point Brands, Inc. | | | 23,259 | | | | 1,110,617 | |
Universal Corp. | | | 36,468 | | | | 1,762,499 | |
Vector Group Ltd. | | | 224,543 | | | | 2,862,923 | |
| | | | | | | | |
| | | | | | | 7,013,321 | |
| | |
Toys — 0.0% | | | | | | | | |
Funko, Inc., Class A(a) | | | 39,036 | | | | 710,846 | |
| | | | | | | | |
| | |
Transportation Miscellaneous — 0.2% | | | | | | | | |
Costamare, Inc. | | | 76,637 | | | | 1,187,107 | |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 19 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series (Percentages shown are based on Net Assets) |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Transportation Miscellaneous (continued) | | | | | | | | |
Echo Global Logistics, Inc.(a) | | | 41,046 | | | $ | 1,958,305 | |
Hub Group, Inc., Class A(a) | | | 50,235 | | | | 3,453,656 | |
Textainer Group Holdings Ltd.(a) | | | 73,007 | | | | 2,548,674 | |
| | | | | | | | |
| | | | | | | 9,147,742 | |
| | |
Truckers — 0.6% | | | | | | | | |
ArcBest Corp. | | | 38,425 | | | | 3,142,012 | |
Covenant Logistics Group, Inc.(a) | | | 17,465 | | | | 482,907 | |
Daseke, Inc.(a)(b) | | | 70,869 | | | | 652,704 | |
Forward Air Corp. | | | 40,972 | | | | 3,401,496 | |
FRP Holdings, Inc.(a) | | | 10,729 | | | | 599,966 | |
Heartland Express, Inc. | | | 71,615 | | | | 1,147,272 | |
Marten Transport Ltd. | | | 89,906 | | | | 1,410,625 | |
PAM Transportation Services, Inc.(a) | | | 6,494 | | | | 292,100 | |
Saia, Inc.(a) | | | 40,077 | | | | 9,539,528 | |
Universal Logistics Holdings, Inc. | | | 12,578 | | | | 252,566 | |
US Xpress Enterprises, Inc., Class A(a)(b) | | | 35,947 | | | | 310,223 | |
Werner Enterprises, Inc. | | | 94,671 | | | | 4,191,085 | |
Yellow Corp.(a)(b) | | | 74,942 | | | | 423,422 | |
| | | | | | | | |
| | | | | | | 25,845,906 | |
| | |
Utilities: Electrical — 1.0% | | | | | | | | |
ALLETE, Inc. | | | 78,775 | | | | 4,688,688 | |
Avista Corp. | | | 106,375 | | | | 4,161,390 | |
Black Hills Corp. | | | 95,276 | | | | 5,979,522 | |
Clearway Energy, Inc., Class A | | | 60,105 | | | | 1,694,961 | |
Clearway Energy, Inc., Class C | | | 118,585 | | | | 3,589,568 | |
MGE Energy, Inc. | | | 55,564 | | | | 4,083,954 | |
NorthWestern Corp. | | | 79,006 | | | | 4,527,044 | |
Otter Tail Corp. | | | 61,581 | | | | 3,446,688 | |
PNM Resources, Inc. | | | 129,388 | | | | 6,402,118 | |
Portland General Electric Co. | | | 135,410 | | | | 6,362,916 | |
Unitil Corp. | | | 21,914 | | | | 937,481 | |
| | | | | | | | |
| | | | | | | 45,874,330 | |
| | |
Utilities: Gas Distributors — 0.5% | | | | | | | | |
Chesapeake Utilities Corp. | | | 26,238 | | | | 3,149,872 | |
New Jersey Resources Corp. | | | 148,931 | | | | 5,184,288 | |
Northwest Natural Holding Co. | | | 46,253 | | | | 2,127,176 | |
South Jersey Industries, Inc. | | | 153,143 | | | | 3,255,820 | |
Southwest Gas Holdings, Inc. | | | 88,271 | | | | 5,903,565 | |
Spire, Inc. | | | 76,241 | | | | 4,664,424 | |
| | | | | | | | |
| | | | | | | 24,285,145 | |
| | |
Utilities: Miscellaneous — 0.2% | | | | | | | | |
Brookfield Infrastructure Corp., Class A(b) | | | 82,706 | | | | 4,952,435 | |
Ormat Technologies, Inc. | | | 68,530 | | | | 4,564,784 | |
| | | | | | | | |
| | | | | | | 9,517,219 | |
| | |
Utilities: Telecommunications — 0.9% | | | | | | | | |
8x8, Inc.(a)(b) | | | 167,048 | | | | 3,907,253 | |
ATN International, Inc. | | | 16,240 | | | | 760,844 | |
Cogent Communications Holdings, Inc. | | | 64,595 | | | | 4,575,910 | |
Consolidated Communications Holdings, Inc.(a) | | | 111,749 | | | | 1,026,973 | |
Globalstar, Inc.(a)(b) | | | 915,952 | | | | 1,529,640 | |
IDT Corp., Class B(a) | | | 30,847 | | | | 1,294,032 | |
Iridium Communications, Inc.(a) | | | 180,132 | | | | 7,178,260 | |
j2 Global, Inc.(a) | | | 66,134 | | | | 9,035,227 | |
Radius Global Infrastructure, Inc., Class A(a) | | | 89,671 | | | | 1,464,327 | |
Shenandoah Telecommunications Co. | | | 73,368 | | | | 2,316,961 | |
Telephone & Data Systems, Inc. | | | 153,417 | | | | 2,991,632 | |
United States Cellular Corp.(a) | | | 21,987 | | | | 701,165 | |
Vonage Holdings Corp.(a) | | | 371,498 | | | | 5,988,548 | |
| | | | | | | | |
| | | | | | | 42,770,772 | |
| | | | | | | | |
Security | | Shares | | | Value | |
| | |
Utilities: Water — 0.4% | | | | | | | | |
American States Water Co. | | | 56,208 | | | $ | 4,806,908 | |
Artesian Resources Corp., Class A | | | 13,005 | | | | 496,401 | |
California Water Service Group | | | 78,200 | | | | 4,608,326 | |
Global Water Resources, Inc. | | | 19,411 | | | | 363,374 | |
Middlesex Water Co. | | | 26,037 | | | | 2,676,083 | |
Pure Cycle Corp.(a) | | | 31,022 | | | | 412,903 | |
SJW Group | | | 42,757 | | | | 2,824,527 | |
York Water Co. | | | 20,459 | | | | 893,649 | |
| | | | | | | | |
| | |
| | | | | | | 17,082,171 | |
| | | | | | | | |
| |
Total Common Stocks — 98.5% (Cost: $3,199,588,221) | | | | 4,446,268,929 | |
| | | | | | | | |
| | |
| | Par (000) | | | | |
| | |
Corporate Bonds | | | | | | | | |
| | |
Asset Management & Custodian — 0.0% | | | | | | | | |
GAMCO Investors, Inc., 4.00%, 06/15/23(f) | | $ | 17 | | | | 16,916 | |
| | | | | | | | |
| |
Total Corporate Bonds — 0.0% (Cost: $17,000) | | | | 16,916 | |
| | | | | | | | |
| | |
| | Shares | | | | |
| | |
Investment Companies | | | | | | | | |
Equity Funds — 0.5% iShares Russell 2000 ETF(b)(d) | | | 101,958 | | | | 22,303,313 | |
| | | | | | | | |
| |
Total Investment Companies — 0.5% (Cost: $21,822,552) | | | | 22,303,313 | |
| | | | | | | | |
| |
Total Long-Term Investments —99.0% (Cost: $3,221,427,773) | | | | 4,468,589,158 | |
| | | | | | | | |
| | |
Short-Term Securities | | | | | | | | |
| | |
Money Market Funds — 7.4% | | | | | | | | |
BlackRock Cash Funds: Institutional, SL Agency Shares, 0.08%(d)(g)(h) | | | 291,896,984 | | | | 292,042,933 | |
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.01%(d)(g) | | | 40,942,684 | | | | 40,942,684 | |
| | | | | | | | |
| |
Total Short-Term Securities —7.4% (Cost: $332,875,011) | | | | 332,985,617 | |
| | | | | | | | |
| |
Total Investments — 106.4% (Cost: $3,554,302,784) | | | | 4,801,574,775 | |
Liabilities in Excess of Other Assets — (6.4)% | | | | (290,081,226 | ) |
| | | | | | | | |
| | |
Net Assets — 100.0% | | | | | | $ | 4,511,493,549 | |
| | | | | | | | |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan. |
(c) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(d) | Affiliate of the Series. |
(e) | Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. |
(f) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series |
(g) | Annualized 7-day yield as of period end. |
(h) | All or a portion of this security was purchased with the cash collateral from loaned securities. |
For Series compliance purposes, the Series’s industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.
Affiliates
Investments in issuers considered to be affiliate(s) of the Series during the period ended September 30, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Affiliated Issuer | | Value at 12/31/20 | | | Purchases at Cost | | | Proceeds from Sales | | | Net Realized Gain (Loss) | | | Change in Unrealized Appreciation (Depreciation) | | | Value at 09/30/21 | | | Shares Held at 09/30/21 | | | Income | | | Capital Gain Distributions from Underlying Funds | |
908 Devices, Inc.(a) | | $ | N/A | | | $ | 865,395 | | | $ | — | | | $ | — | | | $ | (221,759 | ) | | $ | 643,636 | | | | 19,792 | | | $ | — | | | $ | — | |
BlackRock Cash Funds: Institutional, SL Agency Shares | | | 294,236,196 | | | | — | | | | (2,156,576 | )(b) | | | 15,220 | | | | (51,907 | ) | | | 292,042,933 | | | | 291,896,984 | | | | 1,557,860 | (c) | | | — | |
BlackRock Cash Funds: Treasury, SL Agency Shares | | | 14,601,134 | | | | 26,341,550 | (b) | | | — | | | | — | | | | — | | | | 40,942,684 | | | | 40,942,684 | | | | 3,848 | | | | — | |
iShares Russell 2000 ETF | | | 8,597,035 | | | | 180,554,680 | | | | (168,216,773 | )�� | | | 2,492,869 | | | | (1,124,498 | ) | | | 22,303,313 | | | | 101,958 | | | | 216,431 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | $ | 2,508,089 | | | $ | (1,398,164 | ) | | $ | 355,932,566 | | | | | | | $ | 1,778,139 | | | $ | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | As of the beginning of the period, the entity was not considered an affiliate. | |
| (b) | Represents net amount purchased (sold). | |
| (c) | All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities. | |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
| | | | | | | | | | | | | | |
Description | | Number of Contracts | | | Expiration Date | | | Notional Amount (000) | | Value/ Unrealized Appreciation (Depreciation) | |
Long Contracts | | | | | | | | | | | |
Russell 2000 E-Mini Index | | | 379 | | | | 12/17/21 | | | $41,705 | | $ | (266,990 | ) |
| | | | | | | | | | | | | | |
OTC Total Return Swaps
| | | | | | | | | | | | | | | | | | | | | | | | |
Reference Entity | | Payment Frequency | | Counterparty(a) | | Termination Date | | | Net Notional | | | Accrued Unrealized Appreciation (Depreciation) | | | Net Value of Reference Entity | | | Gross Notional Amount Net Asset Percentage | |
Equity Securities Long | | Monthly | | Goldman Sachs Bank USA(b) | | | 02/27/23 | | | | $196,806 | | | $ | 20,471 | (c) | | $ | 217,329 | | | | 0.0 | %(d) |
| | Monthly | | HSBC Bank USA N.A.(e) | | | 02/10/23 | | | | 1,339,866 | | | | 21,583 | (f) | | | 1,361,663 | | | | 0.0 | (d) |
| | Monthly | | JPMorgan Chase Bank N.A.(g) | | | 02/08/23 | | | | 1,136,817 | | | | 77,297 | (h) | | | 1,212,823 | | | | 0.0 | (d) |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | $ | 119,351 | | | $ | 2,791,815 | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | |
| (a) | The Series receives the total return on a portfolio of long positions underlying the total return swap. The Series pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Series pays or receives a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions. | |
| (c) | Amount includes $(52) of net dividends and financing fees. | |
| (d) | Rounds to less than 0.1%. | |
| (f) | Amount includes $(214) of net dividends and financing fees. | |
| (h) | Amount includes $1,291 of net dividends and financing fees. | |
The following are the specified benchmarks (plus or minus a range) used in determining the variable rate of interest:
| | |
SERIES SCHEDULE OF INVESTMENTS | | 21 |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series |
OTC Total Return Swaps (continued)
| | | | | | |
| | (b) | | (e) | | (g) |
Range: | | 65 basis points | | 65 basis points | | 65 basis points |
Benchmarks: | | USD - 1D Overnight Fed Funds Effective Rate (FEDL01) | | USD - 1D Overnight Bank Funding Rate (OBFR01) | | USD - 1D Overnight Bank Funding Rate (OBFR01) |
The following table represents the individual long positions and related values of the equity securities underlying the total return swap with Goldman Sachs Bank USA as of period end, termination date February 27, 2023:
| | | | | | | | | | | | |
Security | | Shares | | | Value | | | % of Basket Value | |
| | | |
Reference Entity — Long | | | | | | | | | | | | |
| | | |
Common Stocks | | | | | | | | | | | | |
| | | |
Banks: Diversified | | | | | | | | | |
Central Pacific Financial Corp. | | | 277 | | | $ | 7,113 | | | | 3.3 | % |
Hanmi Financial Corp. | | | 3,913 | | | | 78,495 | | | | 36.1 | |
| | | | | | | | | | | | |
| | | | | | | 85,608 | | | | | |
| | | |
Banks: Savings, Thrift & Mortgage Lending | | | | | | | | | |
Homestreet, Inc. | | | 3,201 | | | | 131,721 | | | | 60.6 | |
| | | | | | | | | | | | |
| | | |
Net Value of Reference Entity — Goldman Sachs Bank USA | | | | | $217,329 | | | | |
| | | | | | | | | | | | |
The following table represents the individual long positions and related values of the equity securities underlying the total return swap with HSBC Bank PLC as of period end, termination date February 10, 2023:
| | | | | | | | | | | | |
Security | | Shares | | | Value | | | % of Basket Value | |
| | | |
Reference Entity — Long | | | | | | | | | | | | |
| | | |
Common Stocks | | | | | | | | | | | | |
| | | |
Banks: Diversified | | | | | | | | | |
Hope Bancorp, Inc. | | | 5,357 | | | $ | 77,355 | | | | 5.7 | % |
Preferred Bank | | | 1,394 | | | | 92,952 | | | | 6.8 | |
United Community Banks Inc. | | | 6,981 | | | | 229,116 | | | | 16.8 | |
| | | | | | | | | | | | |
| | | | | | | 399,423 | | | | | |
| | | |
Banks: Savings, Thrift & Mortgage Lending | | | | | | | | | |
Berkshire Hills Bancorp, Inc. | | | 1,918 | | | | 51,748 | | | | 3.8 | |
| | | | | | | | | | | | |
| | | | | | | | | | | | |
Security | | Shares | | | Value | | | % of Basket Value | |
Insurance: Property-Casualty | | | | | | | | | |
James River Group Holdings Ltd. | | | 6,372 | | | $ | 240,416 | | | | 17.7 | % |
| | | | | | | | | | | | |
| | | |
Oil, Gas & Consumable Fuels | | | | | | | | | |
Green Plains Inc. | | | 20,523 | | | | 670,076 | | | | 49.2 | |
| | | | | | | | | | | | |
| | | |
Net Value of Reference Entity — HSBC Bank PLC | | | | | $1,361,663 | | | | |
| | | | | | | | | | | | |
The following table represents the individual long positions and related values of the equity securities underlying the total return swap with JPMorgan Chase Bank N.A. as of period end, termination date February 8, 2023:
| | | | | | | | | | | | |
Security | | Shares | | | Value | | | % of Basket Value | |
| | | |
Reference Entity — Long | | | | | | | | | | | | |
| | | |
Common Stocks | | | | | | | | | | | | |
| | | |
Banks: Diversified | | | | | | | | | |
Banner Corp. | | | 131 | | | $ | 7,233 | | | | 0.6 | % |
Central Pacific Financial Corp. | | | 6,077 | | | | 156,057 | | | | 12.9 | |
Hanmi Financial Corp. | | | 7,638 | | | | 153,218 | | | | 12.6 | |
United Community Banks, Inc. | | | 908 | | | | 29,801 | | | | 2.5 | |
| | | | | | | | | | | | |
| | | | | 346,309 | | | | |
| | | |
Insurance: Property-Casualty | | | | | | | | | |
Pacific Premier Bancorp, Inc. | | | 19,697 | | | | 816,243 | | | | 67.3 | |
ProAssurance Corp. | | | 2,114 | | | | 50,271 | | | | 4.1 | |
| | | | | | | | | | | | |
| | | | | 866,514 | | | | |
| | | | | | | | | | | | |
| | | |
Net Value of Reference Entity — JPMorgan Chase Bank N.A | | | | | $1,212,823 | | | | |
| | | | | | | | | | | | |
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:
| • | | Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Series has the ability to access; |
| • | | Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and |
| | |
Schedule of Investments (unaudited) (continued) September 30, 2021 | | Master Small Cap Index Series |
Fair Value Hierarchy as of Period End (continued)
| • | | Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the BlackRock Global Valuation Methodologies Committee’s (the “Global Valuation Committee’s”) assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Series’s policy regarding valuation of financial instruments, refer to its most recent financial statements.
The following table summarizes the Series’s financial instruments categorized in the fair value hierarchy. The breakdown of the Series’s financial instruments into major categories is disclosed in the Schedule of Investments above.
| | | | | | | | | | | | | | | | |
| | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
Assets | | | | | | | | | | | | | | | | |
Investments | | | | | | | | | | | | | | | | |
Long-Term Investments | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 4,446,202,102 | | | $ | — | | | $ | 66,827 | | | $ | 4,446,268,929 | |
Corporate Bonds | | | — | | | | 16,916 | | | | — | | | | 16,916 | |
Investment Companies | | | 22,303,313 | | | | — | | | | — | | | | 22,303,313 | |
Short-Term Securities | | | | | | | | | | | | | | | | |
Money Market Funds | | | 332,985,617 | | | | — | | | | — | | | | 332,985,617 | |
| | | | | | | | | | | | | | | | |
| | $ | 4,801,491,032 | | | $ | 16,916 | | | $ | 66,827 | | | $ | 4,801,574,775 | |
| | | | | | | | | | | | | | | | |
Derivative Financial Instruments(a) | | | | | | | | | | | | | | | | |
Assets | | | | | | | | | | | | | | | | |
Equity Contracts | | $ | — | | | $ | 119,351 | | | $ | — | | | $ | 119,351 | |
Liabilities | | | | | | | | | | | | | | | | |
Equity Contracts | | | (266,990 | ) | | | — | | | | — | | | | (266,990 | ) |
| | | | | | | | | | | | | | | | |
| | $ | (266,990 | ) | | $ | 119,351 | | | $ | — | | | $ | (147,639 | ) |
| | | | | | | | | | | | | | | | |
| (a) | Derivative financial instruments are swaps and futures contracts. Swaps and futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. | |
| | |
Currency Abbreviation |
| |
USD | | United States Dollar |
|
Portfolio Abbreviation |
| |
ETF | | Exchange-Traded Fund |
| |
REIT | | Real Estate Investment Trust |
| | |
SERIES SCHEDULE OF INVESTMENTS | | 23 |