Schedule of Investments (unaudited) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Common Stocks |
| |||||||
Aerospace & Defense — 1.5% | ||||||||
Axon Enterprise, Inc.(a) | 31,716 | $ | 2,876,641 | |||||
Boeing Co. | 283,592 | 46,866,414 | ||||||
BWX Technologies, Inc.(b) | 48,664 | 2,740,270 | ||||||
Curtiss-Wright Corp. | 23,002 | 2,145,167 | ||||||
General Dynamics Corp.(b) | 132,564 | 18,350,835 | ||||||
HEICO Corp.(b) | 22,338 | 2,337,895 | ||||||
HEICO Corp., Class A | 41,513 | 3,680,543 | ||||||
Hexcel Corp.(b) | 42,866 | 1,438,154 | ||||||
Howmet Aerospace, Inc. | 230,498 | 3,853,927 | ||||||
Huntington Ingalls Industries, Inc. | 20,726 | 2,917,184 | ||||||
L3Harris Technologies, Inc.(b) | 114,838 | 19,504,086 | ||||||
Lockheed Martin Corp. | 131,741 | 50,493,690 | ||||||
Mercury Systems, Inc.(a) | 33,727 | 2,612,493 | ||||||
Northrop Grumman Corp. | 83,203 | 26,249,714 | ||||||
Raytheon Technologies Corp. | 757,545 | 43,589,139 | ||||||
Spirit AeroSystems Holdings, Inc., Class A, Class A(b) | 56,095 | 1,060,756 | ||||||
Teledyne Technologies, Inc.(a) | 18,833 | 5,842,185 | ||||||
Textron, Inc. | 127,000 | 4,583,430 | ||||||
TransDigm Group, Inc.(b) | 27,274 | 12,958,423 | ||||||
Virgin Galactic Holdings Inc.(a)(b) | 53,955 | 1,037,555 | ||||||
|
| |||||||
255,138,501 | ||||||||
Air Freight & Logistics — 0.7% | ||||||||
C.H. Robinson Worldwide, Inc.(b) | 70,070 | 7,160,453 | ||||||
Expeditors International of Washington, Inc.(b) | 86,655 | 7,844,011 | ||||||
FedEx Corp.(b) | 128,465 | 32,311,517 | ||||||
United Parcel Service, Inc., Class B | 374,890 | 62,467,921 | ||||||
XPO Logistics, Inc.(a)(b) | 46,670 | 3,951,082 | ||||||
|
| |||||||
113,734,984 | ||||||||
Airlines — 0.2% | ||||||||
Alaska Air Group, Inc. | 71,098 | 2,604,320 | ||||||
American Airlines Group, Inc.(b) | 267,350 | 3,285,732 | ||||||
Copa Holdings SA, Class A(b) | 16,783 | 844,856 | ||||||
Delta Air Lines, Inc. | 332,925 | 10,180,846 | ||||||
JetBlue Airways Corp.(a)(b) | 145,335 | 1,646,646 | ||||||
Southwest Airlines Co. | 319,494 | 11,981,025 | ||||||
United Airlines Holdings, Inc.(a)(b) | 151,478 | 5,263,860 | ||||||
|
| |||||||
35,807,285 | ||||||||
Auto Components — 0.1% | ||||||||
Aptiv PLC | 139,879 | 12,824,107 | ||||||
BorgWarner, Inc.(b) | 103,733 | 4,018,616 | ||||||
Gentex Corp. | 120,795 | 3,110,471 | ||||||
Lear Corp. | 31,037 | 3,384,585 | ||||||
|
| |||||||
23,337,779 | ||||||||
Automobiles — 1.2% | ||||||||
Ford Motor Co. | 2,112,059 | 14,066,313 | ||||||
General Motors Co. | 655,234 | 19,388,374 | ||||||
Harley-Davidson, Inc. | 93,448 | 2,293,214 | ||||||
Tesla, Inc.(a) | 393,261 | 168,712,902 | ||||||
Thor Industries, Inc.(b) | 27,643 | 2,633,272 | ||||||
|
| |||||||
207,094,075 | ||||||||
Banks — 3.1% | ||||||||
Associated Banc-Corp(b) | 88,039 | 1,111,052 | ||||||
Bank of America Corp. | 4,123,198 | 99,327,840 | ||||||
Bank of Hawaii Corp.(b) | 21,836 | 1,103,155 | ||||||
Bank OZK(b) | 57,588 | 1,227,776 | ||||||
BOK Financial Corp.(b) | 15,956 | 821,894 | ||||||
Citigroup, Inc. | 1,109,373 | 47,825,070 |
Security | Shares | Value | ||||||
Banks (continued) | ||||||||
Citizens Financial Group, Inc. | 222,482 | $ | 5,624,345 | |||||
Comerica, Inc. | 68,489 | 2,619,704 | ||||||
Commerce Bancshares, Inc.(b) | 53,992 | 3,039,210 | ||||||
Cullen/Frost Bankers, Inc.(b) | 28,819 | 1,842,975 | ||||||
East West Bancorp, Inc.(b) | 70,644 | 2,312,885 | ||||||
Fifth Third Bancorp | 373,322 | 7,959,225 | ||||||
First Citizens BancShares, Inc., Class A, Class A | 2,983 | 950,921 | ||||||
First Hawaiian, Inc.(b) | 68,030 | 984,394 | ||||||
First Horizon National Corp. | 284,047 | 2,678,563 | ||||||
First Republic Bank(b) | 93,525 | 10,199,837 | ||||||
FNB Corp. | 164,449 | 1,114,964 | ||||||
Huntington Bancshares, Inc.(b) | 537,884 | 4,932,396 | ||||||
JPMorgan Chase & Co. | 1,614,307 | 155,409,335 | ||||||
KeyCorp(b) | 507,183 | 6,050,693 | ||||||
M&T Bank Corp.(b) | 66,848 | 6,156,032 | ||||||
PacWest Bancorp | 60,351 | 1,030,795 | ||||||
People’s United Financial, Inc. | 212,707 | 2,193,009 | ||||||
Pinnacle Financial Partners, Inc. | 41,046 | 1,460,827 | ||||||
PNC Financial Services Group, Inc. | 228,276 | 25,089,815 | ||||||
Popular, Inc. | 53,610 | 1,944,435 | ||||||
Prosperity Bancshares, Inc.(b) | 49,377 | 2,559,210 | ||||||
Regions Financial Corp.(b) | 496,946 | 5,729,787 | ||||||
Signature Bank | 26,219 | 2,175,915 | ||||||
Sterling Bancorp(b) | 92,247 | 970,439 | ||||||
SVB Financial Group(a) | 26,765 | 6,440,194 | ||||||
Synovus Financial Corp.(b) | 74,220 | 1,571,237 | ||||||
TCF Financial Corp.(b) | 79,534 | 1,857,914 | ||||||
Truist Financial Corp. | 718,647 | 27,344,518 | ||||||
U.S. Bancorp | 710,602 | 25,475,082 | ||||||
Umpqua Holdings Corp.(b) | 110,521 | 1,173,733 | ||||||
Webster Financial Corp. | 45,385 | 1,198,618 | ||||||
Wells Fargo & Co. | 2,000,235 | 47,025,525 | ||||||
Western Alliance Bancorp | 49,758 | 1,573,348 | ||||||
Wintrust Financial Corp. | 30,232 | 1,210,792 | ||||||
Zions Bancorp NA | 85,292 | 2,492,232 | ||||||
|
| |||||||
523,809,691 | ||||||||
Beverages — 1.5% | ||||||||
Boston Beer Co., Inc., Class A(a) | 4,735 | 4,182,710 | ||||||
Brown-Forman Corp., Class A | 22,750 | 1,562,470 | ||||||
Brown-Forman Corp., Class B | 94,297 | 7,102,450 | ||||||
Coca-Cola Co. | 2,054,790 | 101,444,982 | ||||||
Constellation Brands, Inc., Class A | 85,169 | 16,140,377 | ||||||
Keurig Dr Pepper, Inc.(b) | 220,293 | 6,080,087 | ||||||
Molson Coors Beverage Co., Class B(b) | 90,955 | 3,052,450 | ||||||
Monster Beverage Corp.(a) | 192,833 | 15,465,207 | ||||||
PepsiCo, Inc.(b) | 738,132 | 102,305,095 | ||||||
|
| |||||||
257,335,828 | ||||||||
Biotechnology — 2.4% | ||||||||
AbbVie, Inc. | 936,785 | 82,052,998 | ||||||
ACADIA Pharmaceuticals, Inc.(a) | 68,203 | 2,813,374 | ||||||
Acceleron Pharma, Inc.(a) | 23,542 | 2,649,181 | ||||||
Agios Pharmaceuticals, Inc.(a) | 31,302 | 1,095,570 | ||||||
Alexion Pharmaceuticals, Inc.(a) | 111,288 | 12,734,686 | ||||||
Alkermes PLC(a) | 84,964 | 1,407,853 | ||||||
Alnylam Pharmaceuticals, Inc.(a) | 63,086 | 9,185,322 | ||||||
Amgen, Inc. | 313,114 | 79,581,054 | ||||||
Biogen, Inc.(a)(b) | 84,023 | 23,835,645 | ||||||
BioMarin Pharmaceutical, Inc.(a) | 93,643 | 7,124,359 | ||||||
Bluebird Bio, Inc.(a) | 33,215 | 1,791,949 | ||||||
Exact Sciences Corp.(a)(b) | 82,267 | 8,387,121 | ||||||
Exelixis, Inc.(a) | 176,330 | 4,311,269 |
M A S T E R P O R T F O L I O S C H E D U L E O F I N V E S T M E N T S | 1 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Biotechnology (continued) | ||||||||
Gilead Sciences, Inc.(b) | 667,614 | $ | 42,186,529 | |||||
Global Blood Therapeutics, Inc.(a)(b) | 29,666 | 1,635,783 | ||||||
Immunomedics, Inc.(a)(b) | 106,154 | 9,026,275 | ||||||
Incyte Corp.(a)(b) | 100,510 | 9,019,767 | ||||||
Ionis Pharmaceuticals, Inc.(a) | 66,442 | 3,152,673 | ||||||
Iovance Biotherapeutics, Inc.(a)(b) | 69,158 | 2,276,681 | ||||||
Moderna, Inc.(a)(b) | 148,700 | 10,520,525 | ||||||
Neurocrine Biosciences, Inc.(a) | 48,262 | 4,640,874 | ||||||
Regeneron Pharmaceuticals, Inc.(a) | 51,430 | 28,789,485 | ||||||
Sage Therapeutics, Inc.(a) | 25,531 | 1,560,455 | ||||||
Sarepta Therapeutics, Inc.(a) | 38,503 | 5,406,976 | ||||||
Seattle Genetics, Inc.(a) | 63,531 | 12,432,381 | ||||||
United Therapeutics Corp.(a) | 23,857 | 2,409,557 | ||||||
Vertex Pharmaceuticals, Inc.(a) | 137,938 | 37,535,689 | ||||||
|
| |||||||
407,564,031 | ||||||||
Building Products — 0.5% | ||||||||
Allegion PLC(b) | 47,182 | 4,666,772 | ||||||
AO Smith Corp. | 76,880 | 4,059,264 | ||||||
Armstrong World Industries, Inc.(b) | 24,268 | 1,669,881 | ||||||
AZEK Co., Inc.(a) | 20,929 | 728,538 | ||||||
Carrier Global Corp. | 453,500 | 13,849,890 | ||||||
Fortune Brands Home & Security, Inc. | 72,506 | 6,273,219 | ||||||
Johnson Controls International PLC(b) | 388,992 | 15,890,323 | ||||||
Lennox International, Inc.(b) | 17,497 | 4,769,857 | ||||||
Masco Corp. | 135,202 | 7,453,686 | ||||||
Owens Corning(b) | 53,811 | 3,702,735 | ||||||
Trane Technologies PLC | 128,850 | 15,623,063 | ||||||
Trex Co., Inc.(a)(b) | 58,746 | 4,206,214 | ||||||
|
| |||||||
82,893,442 | ||||||||
Capital Markets — 2.5% | ||||||||
Affiliated Managers Group, Inc.(b) | 22,919 | 1,567,201 | ||||||
Ameriprise Financial, Inc. | 62,070 | 9,565,608 | ||||||
Apollo Global Management Inc.(b) | 86,685 | 3,879,154 | ||||||
Ares Management Corp., Class A(b) | 48,481 | 1,959,602 | ||||||
Bank of New York Mellon Corp. | 434,464 | 14,919,494 | ||||||
BlackRock, Inc.(b)(c) | 78,263 | 44,105,114 | ||||||
Carlyle Group Inc. (The) | 56,787 | 1,400,935 | ||||||
Cboe Global Markets, Inc. | 57,761 | 5,067,950 | ||||||
Charles Schwab Corp.(b) | 617,799 | 22,382,858 | ||||||
CME Group, Inc. | 188,753 | 31,580,264 | ||||||
E*TRADE Financial Corp. | 111,810 | 5,596,090 | ||||||
Eaton Vance Corp.(b) | 60,731 | 2,316,888 | ||||||
Evercore, Inc., Class A(b) | 18,636 | 1,219,913 | ||||||
FactSet Research Systems, Inc. | 19,601 | 6,563,983 | ||||||
Franklin Resources, Inc.(b) | 162,971 | 3,316,460 | ||||||
Goldman Sachs Group, Inc. | 176,776 | 35,526,673 | ||||||
Interactive Brokers Group, Inc., Class A, Class A | 36,232 | 1,751,093 | ||||||
Intercontinental Exchange, Inc. | 287,801 | 28,794,490 | ||||||
Invesco Ltd.(b) | 186,797 | 2,131,354 | ||||||
KKR & Co., Inc. | 277,474 | 9,528,457 | ||||||
Lazard Ltd., Class A, Class A | 51,262 | 1,694,209 | ||||||
LPL Financial Holdings, Inc. | 39,773 | 3,049,396 | ||||||
MarketAxess Holdings, Inc. | 19,327 | 9,307,690 | ||||||
Moody’s Corp. | 86,875 | 25,180,719 | ||||||
Morgan Stanley(b) | 588,215 | 28,440,195 | ||||||
Morningstar, Inc. | 11,185 | 1,796,423 | ||||||
MSCI, Inc. | 43,808 | 15,629,818 | ||||||
Nasdaq, Inc. | 59,688 | 7,324,314 | ||||||
Northern Trust Corp.(b) | 100,028 | 7,799,183 | ||||||
Raymond James Financial, Inc.(b) | 61,456 | 4,471,539 | ||||||
S&P Global, Inc. | 128,513 | 46,341,788 |
Security | Shares | Value | ||||||
Capital Markets (continued) | ||||||||
SEI Investments Co. | 58,645 | $ | 2,974,474 | |||||
State Street Corp. | 183,834 | 10,906,871 | ||||||
T. Rowe Price Group, Inc. | 120,697 | 15,475,769 | ||||||
TD Ameritrade Holding Corp.(b) | 138,316 | 5,415,071 | ||||||
Tradeweb Markets Inc., Class A(b) | 41,810 | 2,424,980 | ||||||
Virtu Financial, Inc., Class A | 27,179 | 625,389 | ||||||
|
| |||||||
422,031,409 | ||||||||
Chemicals — 1.8% | ||||||||
Air Products & Chemicals, Inc. | 117,460 | 34,986,635 | ||||||
Albemarle Corp. | 55,563 | 4,960,665 | ||||||
Ashland Global Holdings, Inc. | 29,334 | 2,080,367 | ||||||
Axalta Coating Systems Ltd.(a) | 115,763 | 2,566,466 | ||||||
Cabot Corp. | 30,544 | 1,100,500 | ||||||
Celanese Corp.(b) | 62,067 | 6,669,099 | ||||||
CF Industries Holdings, Inc. | 109,391 | 3,359,398 | ||||||
Chemours Co.(b) | 88,178 | 1,843,802 | ||||||
Corteva, Inc.(b) | 391,753 | 11,286,404 | ||||||
Dow, Inc. | 398,454 | 18,747,261 | ||||||
DuPont de Nemours, Inc. | 391,147 | 21,700,835 | ||||||
Eastman Chemical Co.(b) | 71,328 | 5,572,143 | ||||||
Ecolab, Inc. | 132,723 | 26,523,364 | ||||||
Element Solutions, Inc.(a) | 111,683 | 1,173,788 | ||||||
FMC Corp. | 66,989 | 7,094,805 | ||||||
Huntsman Corp. | 101,241 | 2,248,563 | ||||||
International Flavors & Fragrances, Inc.(b) | 56,013 | 6,858,792 | ||||||
Linde PLC | 278,913 | 66,417,553 | ||||||
LyondellBasell Industries NV, Class A | 133,918 | 9,439,880 | ||||||
Mosaic Co. | 202,819 | 3,705,503 | ||||||
NewMarket Corp. | 3,312 | 1,133,764 | ||||||
Olin Corp.(b) | 86,618 | 1,072,331 | ||||||
PPG Industries, Inc.(b) | 125,685 | 15,343,625 | ||||||
RPM International, Inc. | 68,115 | 5,642,647 | ||||||
Scotts Miracle-Gro Co.(b) | 21,093 | 3,225,331 | ||||||
Sherwin-Williams Co. | 43,831 | 30,538,811 | ||||||
Valvoline, Inc. | 97,038 | 1,847,603 | ||||||
Westlake Chemical Corp. | 22,551 | 1,425,674 | ||||||
WR Grace & Co. | 31,368 | 1,263,817 | ||||||
|
| |||||||
299,829,426 | ||||||||
Commercial Services & Supplies — 0.5% | ||||||||
ADT, Inc. | 104,469 | 853,512 | ||||||
Cintas Corp.(b) | 47,594 | 15,840,711 | ||||||
Clean Harbors, Inc.(a) | 27,862 | 1,561,108 | ||||||
Copart, Inc.(a) | 106,602 | 11,210,266 | ||||||
IAA, Inc.(a) | 70,453 | 3,668,488 | ||||||
MSA Safety, Inc.(b) | 20,127 | 2,700,439 | ||||||
Republic Services, Inc. | 114,919 | 10,727,689 | ||||||
Rollins, Inc.(b) | 75,992 | 4,118,006 | ||||||
Stericycle, Inc.(a)(b) | 45,549 | 2,872,320 | ||||||
Terminix Global Holdings, Inc. | 72,942 | 2,908,927 | ||||||
Waste Management, Inc. | 220,718 | 24,978,656 | ||||||
|
| |||||||
81,440,122 | ||||||||
Communications Equipment — 0.8% | ||||||||
Arista Networks, Inc.(a)(b) | 30,906 | 6,395,378 | ||||||
Ciena Corp.(a) | 78,943 | 3,133,248 | ||||||
Cisco Systems, Inc.(b) | 2,260,331 | 89,034,438 | ||||||
CommScope Holding Co., Inc.(a)(b) | 96,598 | 869,382 | ||||||
EchoStar Corp.(a) | 24,263 | 603,906 | ||||||
F5 Networks, Inc.(a) | 32,136 | 3,945,337 | ||||||
Juniper Networks, Inc.(b) | 164,186 | 3,529,999 | ||||||
Lumentum Holdings, Inc.(a) | 38,106 | 2,862,904 |
2 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Communications Equipment (continued) | ||||||||
Motorola Solutions, Inc. | 91,962 | $ | 14,420,561 | |||||
Ubiquiti, Inc.(b) | 4,263 | 710,472 | ||||||
ViaSat, Inc.(a)(b) | 28,882 | 993,252 | ||||||
|
| |||||||
126,498,877 | ||||||||
Construction & Engineering — 0.1% | ||||||||
AECOM(a) | 77,981 | 3,262,725 | ||||||
Jacobs Engineering Group, Inc. | 70,706 | 6,559,396 | ||||||
Quanta Services, Inc. | 73,409 | 3,880,400 | ||||||
Valmont Industries, Inc. | 9,696 | 1,204,049 | ||||||
|
| |||||||
14,906,570 | ||||||||
Construction Materials — 0.1% | ||||||||
Eagle Materials, Inc.(b) | 22,928 | 1,979,145 | ||||||
Martin Marietta Materials, Inc.(b) | 32,875 | 7,737,460 | ||||||
Vulcan Materials Co. | 69,176 | 9,376,115 | ||||||
|
| |||||||
19,092,720 | ||||||||
Consumer Finance — 0.5% | ||||||||
American Express Co. | 347,631 | 34,850,008 | ||||||
Capital One Financial Corp. | 241,014 | 17,319,266 | ||||||
Credit Acceptance Corp.(a)(b) | 5,510 | 1,865,906 | ||||||
Discover Financial Services | 160,943 | 9,299,287 | ||||||
LendingTree, Inc.(a)(b) | 4,563 | 1,400,339 | ||||||
OneMain Holdings, Inc. | 32,596 | 1,018,625 | ||||||
Santander Consumer USA Holdings, Inc. | 30,508 | 554,941 | ||||||
SLM Corp. | 192,971 | 1,561,135 | ||||||
Synchrony Financial | 323,796 | 8,473,741 | ||||||
|
| |||||||
76,343,248 | ||||||||
Containers & Packaging — 0.4% | ||||||||
Amcor PLC(b) | 854,010 | 9,436,811 | ||||||
AptarGroup, Inc. | 34,443 | 3,898,948 | ||||||
Ardagh Group SA | 6,425 | 90,271 | ||||||
Avery Dennison Corp. | 47,168 | 6,029,957 | ||||||
Ball Corp. | 172,635 | 14,349,421 | ||||||
Berry Global Group, Inc.(a) | 77,234 | 3,731,947 | ||||||
Crown Holdings, Inc.(a) | 68,456 | 5,261,528 | ||||||
Graphic Packaging Holding Co. | 155,466 | 2,190,516 | ||||||
International Paper Co.(b) | 205,926 | 8,348,240 | ||||||
Packaging Corp. of America(b) | 48,340 | 5,271,477 | ||||||
Sealed Air Corp. | 82,180 | 3,189,406 | ||||||
Silgan Holdings, Inc. | 37,794 | 1,389,685 | ||||||
Sonoco Products Co. | 51,845 | 2,647,724 | ||||||
Westrock Co.(b) | 133,894 | 4,651,478 | ||||||
|
| |||||||
70,487,409 | ||||||||
Distributors — 0.1% | ||||||||
Genuine Parts Co.(b) | 74,552 | 7,095,114 | ||||||
LKQ Corp.(a) | 160,558 | 4,452,273 | ||||||
Pool Corp.(b) | 19,902 | 6,658,015 | ||||||
|
| |||||||
18,205,402 | ||||||||
Diversified Consumer Services — 0.1% | ||||||||
Bright Horizons Family Solutions, Inc.(a)(b) | 33,590 | 5,107,024 | ||||||
Chegg, Inc.(a)(b) | 62,328 | 4,452,712 | ||||||
frontdoor, Inc.(a)(b) | 42,277 | 1,644,998 | ||||||
Graham Holdings Co., Class B | 2,130 | 860,754 | ||||||
Grand Canyon Education, Inc.(a) | 25,609 | 2,047,184 | ||||||
H&R Block, Inc.(b) | 108,608 | 1,769,224 | ||||||
Service Corp. International | 86,946 | 3,667,382 | ||||||
|
| |||||||
19,549,278 | ||||||||
Diversified Financial Services — 1.4% | ||||||||
Ally Financial, Inc. | 198,656 | 4,980,306 |
Security | Shares | Value | ||||||
Diversified Financial Services (continued) | ||||||||
Berkshire Hathaway, Inc., Class B(a) | 1,018,836 | $ | 216,950,938 | |||||
Equitable Holdings, Inc. | 217,332 | 3,964,135 | ||||||
Jefferies Financial Group, Inc. | 115,156 | 2,072,808 | ||||||
Voya Financial, Inc. | 73,247 | 3,510,729 | ||||||
|
| |||||||
231,478,916 | ||||||||
Diversified Telecommunication Services — 1.5% | ||||||||
AT&T, Inc.(b) | 3,792,395 | 108,121,181 | ||||||
CenturyLink, Inc.(b) | 569,672 | 5,747,991 | ||||||
GCI Liberty, Inc., Class A, Class A(a) | 56,944 | 4,667,130 | ||||||
Verizon Communications, Inc. | 2,203,782 | 131,102,991 | ||||||
|
| |||||||
249,639,293 | ||||||||
Electric Utilities — 1.7% | ||||||||
Alliant Energy Corp. | 128,709 | 6,647,820 | ||||||
American Electric Power Co., Inc. | 260,630 | 21,301,290 | ||||||
Avangrid, Inc. | 29,257 | 1,476,308 | ||||||
Duke Energy Corp. | 392,491 | 34,759,003 | ||||||
Edison International(b) | 196,507 | 9,990,416 | ||||||
Entergy Corp. | 104,896 | 10,335,403 | ||||||
Evergy, Inc. | 119,622 | 6,079,190 | ||||||
Eversource Energy | 180,021 | 15,040,755 | ||||||
Exelon Corp. | 504,377 | 18,036,522 | ||||||
FirstEnergy Corp. | 303,850 | 8,723,533 | ||||||
Hawaiian Electric Industries, Inc. | 52,817 | 1,755,637 | ||||||
IDACORP, Inc. | 30,879 | 2,467,232 | ||||||
NextEra Energy, Inc.(b) | 260,514 | 72,308,266 | ||||||
NRG Energy, Inc.(b) | 123,622 | 3,800,140 | ||||||
OGE Energy Corp. | 122,161 | 3,663,608 | ||||||
PG&E Corp.(a)(b) | 674,510 | 6,333,649 | ||||||
Pinnacle West Capital Corp. | 59,044 | 4,401,730 | ||||||
PPL Corp. | 414,585 | 11,280,858 | ||||||
Southern Co. | 565,020 | 30,635,384 | ||||||
Xcel Energy, Inc. | 273,787 | 18,894,041 | ||||||
|
| |||||||
287,930,785 | ||||||||
Electrical Equipment — 0.5% | ||||||||
Acuity Brands, Inc.(b) | 21,778 | 2,228,978 | ||||||
AMETEK, Inc. | 124,668 | 12,391,999 | ||||||
Eaton Corp. PLC | 212,786 | 21,710,556 | ||||||
Emerson Electric Co.(b) | 318,238 | 20,866,866 | ||||||
Generac Holdings, Inc.(a) | 31,895 | 6,176,148 | ||||||
GrafTech International Ltd.(b) | 38,899 | 266,069 | ||||||
Hubbell, Inc.(b) | 28,047 | 3,837,951 | ||||||
nVent Electric PLC | 82,701 | 1,462,981 | ||||||
Regal Beloit Corp. | 20,675 | 1,940,762 | ||||||
Rockwell Automation, Inc.(b) | 62,781 | 13,854,511 | ||||||
Sensata Technologies Holding PLC(a) | 78,996 | 3,407,887 | ||||||
Vertiv Holdings Co.(a) | 115,802 | 2,005,691 | ||||||
|
| |||||||
90,150,399 | ||||||||
Electronic Equipment, Instruments & Components — 0.5% | ||||||||
Amphenol Corp., Class A | 154,533 | 16,731,288 | ||||||
Arrow Electronics, Inc.(a) | 39,825 | 3,132,635 | ||||||
Avnet, Inc. | 51,693 | 1,335,747 | ||||||
CDW Corp. | 74,700 | 8,928,891 | ||||||
Cognex Corp.(b) | 84,860 | 5,524,386 | ||||||
Coherent, Inc.(a) | 13,003 | 1,442,423 | ||||||
Corning, Inc. | 391,560 | 12,690,460 | ||||||
Dolby Laboratories, Inc., Class A | 30,523 | 2,023,064 | ||||||
FLIR Systems, Inc. | 65,924 | 2,363,375 | ||||||
IPG Photonics Corp.(a) | 21,188 | 3,601,324 | ||||||
Jabil, Inc. | 73,888 | 2,531,403 | ||||||
Keysight Technologies, Inc.(a) | 97,675 | 9,648,337 |
M A S T E R P O R T F O L I O S C H E D U L E O F I N V E S T M E N T S | 3 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Electronic Equipment, Instruments & Components (continued) | ||||||||
Littelfuse, Inc.(b) | 11,995 | $ | 2,127,193 | |||||
National Instruments Corp. | 67,460 | 2,408,322 | ||||||
SYNNEX Corp. | 21,063 | 2,950,084 | ||||||
Trimble, Inc.(a) | 130,188 | 6,340,156 | ||||||
Zebra Technologies Corp., Class A(a) | 29,316 | 7,401,117 | ||||||
|
| |||||||
91,180,205 | ||||||||
Energy Equipment & Services — 0.1% | ||||||||
Baker Hughes Co.(b) | 340,168 | 4,520,833 | ||||||
Halliburton Co.(b) | 449,730 | 5,419,246 | ||||||
Helmerich & Payne, Inc.(b) | 58,695 | 859,882 | ||||||
National Oilwell Varco, Inc.(b) | 199,476 | 1,807,253 | ||||||
Schlumberger NV | 757,375 | 11,784,755 | ||||||
|
| |||||||
24,391,969 | ||||||||
Entertainment — 2.0% | ||||||||
Activision Blizzard, Inc. | 405,910 | 32,858,414 | ||||||
Electronic Arts, Inc.(a) | 151,563 | 19,765,331 | ||||||
Liberty Media Corp-Liberty Formula One(a) | 118,165 | 4,246,630 | ||||||
Lions Gate Entertainment Corp.(a) | 90,845 | 806,946 | ||||||
Live Nation Entertainment, Inc.(a) | 74,038 | 3,989,167 | ||||||
Madison Square Garden Co.(a)(b) | 9,792 | 1,473,500 | ||||||
Madison Square Garden Entertainment Corp.(a) | 9,792 | 670,654 | ||||||
Netflix, Inc.(a) | 226,124 | 113,068,784 | ||||||
Roku, Inc.(a) | 55,121 | 10,406,845 | ||||||
Spotify Technology SA(a) | 69,515 | 16,862,253 | ||||||
Take-Two Interactive Software, Inc.(a) | 58,967 | 9,742,528 | ||||||
Walt Disney Co. | 960,883 | 119,226,363 | ||||||
World Wrestling Entertainment, Inc.(b) | 24,370 | 986,254 | ||||||
Zynga, Inc., Class A(a) | 469,631 | 4,283,035 | ||||||
|
| |||||||
338,386,704 | ||||||||
Equity Real Estate Investment Trusts (REITs) — 3.0% | ||||||||
Alexandria Real Estate Equities, Inc. | 65,383 | 10,461,280 | ||||||
American Campus Communities, Inc.(b) | 74,192 | 2,590,785 | ||||||
American Homes 4 Rent, Class A | 135,286 | 3,852,945 | ||||||
American Tower Corp. | 235,054 | 56,819,603 | ||||||
Americold Realty Trust | 102,307 | 3,657,475 | ||||||
Apartment Investment & Management Co., Class A | 78,885 | 2,660,002 | ||||||
Apple Hospitality REIT, Inc.(b) | 116,152 | 1,116,221 | ||||||
AvalonBay Communities, Inc. | 75,861 | 11,329,082 | ||||||
Boston Properties, Inc. | 81,231 | 6,522,849 | ||||||
Brandywine Realty Trust(b) | 87,207 | 901,720 | ||||||
Brixmor Property Group, Inc.(b) | 157,959 | 1,846,541 | ||||||
Brookfield Property REIT, Inc., Class A(b) | 34,052 | 416,796 | ||||||
Camden Property Trust(b) | 49,472 | 4,402,019 | ||||||
CoreSite Realty Corp.(b) | 24,131 | 2,868,693 | ||||||
Corporate Office Properties Trust | 57,225 | 1,357,377 | ||||||
Cousins Properties, Inc. | 82,141 | 2,348,411 | ||||||
Crown Castle International Corp. | 221,914 | 36,948,681 | ||||||
CubeSmart(b) | 104,299 | 3,369,901 | ||||||
CyrusOne, Inc. | 59,296 | 4,152,499 | ||||||
Digital Realty Trust, Inc. | 139,637 | 20,493,126 | ||||||
Douglas Emmett, Inc. | 87,900 | 2,206,290 | ||||||
Duke Realty Corp. | 194,840 | 7,189,596 | ||||||
Empire State Realty Trust, Inc., Class A(b) | 77,941 | 476,999 | ||||||
EPR Properties(b) | 40,258 | 1,107,095 | ||||||
Equinix, Inc. | 46,880 | 35,634,894 | ||||||
Equity Commonwealth | 59,910 | 1,595,403 | ||||||
Equity LifeStyle Properties, Inc. | 91,872 | 5,631,754 | ||||||
Equity Residential | 201,742 | 10,355,417 | ||||||
Essex Property Trust, Inc. | 35,656 | 7,159,368 | ||||||
Extra Space Storage, Inc. | 66,423 | 7,106,597 |
Security | Shares | Value | ||||||
Equity Real Estate Investment Trusts (REITs) (continued) | ||||||||
Federal Realty Investment Trust(b) | 40,225 | $ | 2,954,124 | |||||
First Industrial Realty Trust, Inc. | 65,875 | 2,621,825 | ||||||
Gaming and Leisure Properties, Inc. | 109,528 | 4,044,869 | ||||||
Healthcare Trust of America, Inc., Class A(b) | 116,856 | 3,038,256 | ||||||
Healthpeak Properties, Inc.(b) | 279,501 | 7,588,452 | ||||||
Highwoods Properties, Inc. | 56,254 | 1,888,447 | ||||||
Host Hotels & Resorts, Inc. | 372,940 | 4,024,023 | ||||||
Hudson Pacific Properties, Inc. | 82,180 | 1,802,207 | ||||||
Invitation Homes, Inc. | 294,805 | 8,251,592 | ||||||
Iron Mountain, Inc.(b) | 152,304 | 4,080,224 | ||||||
JBG SMITH Properties | 63,076 | 1,686,652 | ||||||
Kilroy Realty Corp. | 58,627 | 3,046,259 | ||||||
Kimco Realty Corp. | 213,587 | 2,404,990 | ||||||
Lamar Advertising Co., Class A | 45,610 | 3,018,014 | ||||||
Life Storage, Inc. | 24,780 | 2,608,591 | ||||||
Medical Properties Trust, Inc. | 270,274 | 4,764,931 | ||||||
Mid-America Apartment Communities, Inc. | 59,846 | 6,939,144 | ||||||
National Retail Properties, Inc. | 85,095 | 2,936,628 | ||||||
Omega Healthcare Investors, Inc. | 114,729 | 3,434,986 | ||||||
Outfront Media, Inc. | 74,700 | 1,086,885 | ||||||
Paramount Group, Inc. | 106,000 | 750,480 | ||||||
Park Hotels & Resorts, Inc.(b) | 126,278 | 1,261,517 | ||||||
Prologis, Inc. | 392,385 | 39,481,779 | ||||||
Public Storage | 80,926 | 18,023,839 | ||||||
Rayonier, Inc. | 63,842 | 1,687,982 | ||||||
Realty Income Corp. | 179,603 | 10,910,882 | ||||||
Regency Centers Corp.(b) | 85,331 | 3,244,285 | ||||||
Rexford Industrial Realty, Inc. | 63,206 | 2,892,307 | ||||||
SBA Communications Corp. | 59,330 | 18,895,418 | ||||||
Simon Property Group, Inc.(b) | 166,650 | 10,778,922 | ||||||
SL Green Realty Corp.(b) | 35,368 | 1,640,014 | ||||||
Spirit Realty Capital, Inc.(b) | 53,677 | 1,811,599 | ||||||
STORE Capital Corp.(b) | 124,939 | 3,427,077 | ||||||
Sun Communities, Inc. | 50,457 | 7,094,759 | ||||||
Taubman Centers, Inc. | 31,912 | 1,062,350 | ||||||
UDR, Inc. | 152,907 | 4,986,297 | ||||||
Ventas, Inc. | 197,484 | 8,286,429 | ||||||
VEREIT, Inc. | 575,222 | 3,738,943 | ||||||
VICI Properties, Inc.(b) | 278,358 | 6,505,226 | ||||||
Vornado Realty Trust(b) | 91,275 | 3,076,880 | ||||||
Weingarten Realty Investors | 67,068 | 1,137,473 | ||||||
Welltower, Inc. | 227,473 | 12,531,488 | ||||||
Weyerhaeuser Co. | 393,706 | 11,228,495 | ||||||
WP Carey, Inc. | 89,916 | 5,858,927 | ||||||
|
| |||||||
509,113,886 | ||||||||
Food & Staples Retailing — 1.4% | ||||||||
Albertsons Cos., Inc., Class A(a)(b) | 24,915 | 345,073 | ||||||
Casey’s General Stores, Inc.(b) | 19,362 | 3,439,659 | ||||||
Costco Wholesale Corp. | 234,847 | 83,370,685 | ||||||
Grocery Outlet Holding Corp.(a)(b) | 37,211 | 1,463,136 | ||||||
Kroger Co.(b) | 404,316 | 13,710,356 | ||||||
Sprouts Farmers Market, Inc.(a) | 80,229 | 1,679,193 | ||||||
Sysco Corp.(b) | 261,391 | 16,263,748 | ||||||
US Foods Holding Corp.(a) | 114,482 | 2,543,790 | ||||||
Walgreens Boots Alliance, Inc. | 373,629 | 13,420,754 | ||||||
Walmart, Inc. | 741,436 | 103,734,311 | ||||||
|
| |||||||
239,970,705 | ||||||||
Food Products — 1.1% | ||||||||
Archer-Daniels-Midland Co. | 289,326 | 13,450,766 | ||||||
Beyond Meat, Inc.(a)(b) | 26,661 | 4,427,326 | ||||||
Bunge Ltd. | 78,207 | 3,574,060 |
4 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Food Products (continued) | ||||||||
Campbell Soup Co.(b) | 100,569 | $ | 4,864,522 | |||||
Conagra Brands, Inc. | 269,777 | 9,633,737 | ||||||
Flowers Foods, Inc.(b) | 102,672 | 2,498,010 | ||||||
General Mills, Inc.(b) | 325,448 | 20,073,633 | ||||||
Hain Celestial Group, Inc.(a) | 39,749 | 1,363,391 | ||||||
Hershey Co. | 77,034 | 11,042,053 | ||||||
Hormel Foods Corp.(b) | 146,729 | 7,173,581 | ||||||
Ingredion, Inc.(b) | 35,350 | 2,675,288 | ||||||
J.M. Smucker Co.(b) | 62,047 | 7,167,669 | ||||||
Kellogg Co.(b) | 138,340 | 8,935,381 | ||||||
Kraft Heinz Co.(b) | 338,185 | 10,128,641 | ||||||
Lamb Weston Holdings, Inc.(b) | 83,310 | 5,520,954 | ||||||
McCormick & Co., Inc.(b) | 65,129 | 12,641,539 | ||||||
Mondelez International, Inc., Class A | 750,152 | 43,096,232 | ||||||
Pilgrim’s Pride Corp.(a) | 28,135 | 421,040 | ||||||
Post Holdings, Inc.(a) | 36,747 | 3,160,242 | ||||||
Seaboard Corp. | 134 | 380,116 | ||||||
TreeHouse Foods, Inc.(a) | 27,438 | 1,112,062 | ||||||
Tyson Foods, Inc., Class A | 150,132 | 8,929,851 | ||||||
|
| |||||||
182,270,094 | ||||||||
Gas Utilities(b) — 0.1% | ||||||||
Atmos Energy Corp. | 64,099 | 6,127,223 | ||||||
National Fuel Gas Co. | 56,061 | 2,275,516 | ||||||
UGI Corp. | 111,222 | 3,668,102 | ||||||
|
| |||||||
12,070,841 | ||||||||
Health Care Equipment & Supplies — 3.7% | ||||||||
Abbott Laboratories | 919,635 | 100,083,877 | ||||||
ABIOMED, Inc.(a) | 24,934 | 6,908,214 | ||||||
Align Technology, Inc.(a) | 40,765 | 13,344,831 | ||||||
Baxter International, Inc. | 266,192 | 21,407,161 | ||||||
Becton Dickinson and Co. | 146,712 | 34,136,948 | ||||||
Boston Scientific Corp.(a) | 758,756 | 28,992,067 | ||||||
Cooper Cos., Inc. | 26,309 | 8,869,290 | ||||||
Danaher Corp. | 333,320 | 71,773,796 | ||||||
DENTSPLY SIRONA, Inc.(b) | 114,121 | 4,990,511 | ||||||
DexCom, Inc.(a)(b) | 49,283 | 20,315,931 | ||||||
Edwards Lifesciences Corp.(a) | 328,722 | 26,238,590 | ||||||
Envista Holdings Corp.(a)(b) | 81,914 | 2,021,638 | ||||||
Globus Medical, Inc., Class A(a) | 46,829 | 2,318,972 | ||||||
Haemonetics Corp.(a) | 24,565 | 2,143,296 | ||||||
Hill-Rom Holdings, Inc.(b) | 35,053 | 2,927,276 | ||||||
Hologic, Inc.(a) | 133,874 | 8,898,605 | ||||||
ICU Medical, Inc.(a) | 10,540 | 1,926,290 | ||||||
IDEXX Laboratories, Inc.(a) | 44,888 | 17,645,922 | ||||||
Insulet Corp.(a) | 34,153 | 8,080,258 | ||||||
Integra LifeSciences Holdings Corp.(a)(b) | 39,587 | 1,869,298 | ||||||
Intuitive Surgical, Inc.(a) | 61,532 | 43,659,415 | ||||||
Masimo Corp.(a) | 25,122 | 5,930,299 | ||||||
Medtronic PLC | 712,865 | 74,080,931 | ||||||
Novocure Ltd.(a) | 50,617 | 5,634,178 | ||||||
Penumbra, Inc.(a)(b) | 17,069 | 3,317,872 | ||||||
Quidel Corp.(a) | 19,204 | 4,212,974 | ||||||
ResMed, Inc.(b) | 74,851 | 12,831,707 | ||||||
STERIS PLC(b) | 44,433 | 7,828,650 | ||||||
Stryker Corp. | 184,189 | 38,379,462 | ||||||
Tandem Diabetes Care, Inc.(a) | 34,301 | 3,893,164 | ||||||
Teleflex, Inc. | 24,400 | 8,306,248 | ||||||
Varian Medical Systems, Inc.(a) | 47,354 | 8,144,888 |
Security | Shares | Value | ||||||
Health Care Equipment & Supplies (continued) | ||||||||
West Pharmaceutical Services, Inc. | 38,317 | $ | 10,533,343 | |||||
Zimmer Biomet Holdings, Inc. | 112,642 | 15,335,082 | ||||||
|
| |||||||
626,980,984 | ||||||||
Health Care Providers & Services — 2.4% | ||||||||
Acadia Healthcare Co., Inc.(a)(b) | 59,043 | 1,740,588 | ||||||
Amedisys, Inc.(a) | 16,222 | 3,835,368 | ||||||
AmerisourceBergen Corp. | 76,082 | 7,373,867 | ||||||
Anthem, Inc. | 134,185 | 36,040,749 | ||||||
Cardinal Health, Inc. | 153,953 | 7,228,093 | ||||||
Centene Corp.(a) | 300,174 | 17,509,149 | ||||||
Chemed Corp. | 8,047 | 3,865,376 | ||||||
Cigna Corp. | 193,918 | 32,851,648 | ||||||
CVS Health Corp. | 697,108 | 40,711,107 | ||||||
DaVita, Inc.(a)(b) | 42,006 | 3,597,814 | ||||||
Encompass Health Corp.(b) | 51,380 | 3,338,672 | ||||||
Guardant Health, Inc.(a)(b) | 38,127 | 4,261,836 | ||||||
HCA Healthcare, Inc. | 143,441 | 17,884,224 | ||||||
Henry Schein, Inc.(a)(b) | 76,135 | 4,475,215 | ||||||
Humana, Inc. | 70,737 | 29,277,337 | ||||||
Laboratory Corp. of America Holdings(a) | 50,635 | 9,533,052 | ||||||
McKesson Corp. | 84,384 | 12,567,309 | ||||||
Molina Healthcare, Inc.(a) | 29,750 | 5,445,440 | ||||||
Oak Street Health, Inc.(a) | 8,979 | 479,838 | ||||||
Premier, Inc., Class A(b) | 29,685 | 974,559 | ||||||
Quest Diagnostics, Inc.(b) | 70,446 | 8,065,363 | ||||||
UnitedHealth Group, Inc. | 502,635 | 156,706,514 | ||||||
Universal Health Services, Inc., Class B | 37,688 | 4,033,370 | ||||||
|
| |||||||
411,796,488 | ||||||||
Health Care Technology — 0.3% | ||||||||
Cerner Corp. | 158,893 | 11,486,375 | ||||||
Change Healthcare, Inc.(a) | 117,394 | 1,703,387 | ||||||
Livongo Health, Inc.(a)(b) | 31,270 | 4,379,363 | ||||||
Teladoc Health, Inc.(a)(b) | 36,933 | 8,097,191 | ||||||
Veeva Systems, Inc., Class A(a) | 71,525 | 20,112,115 | ||||||
|
| |||||||
45,778,431 | ||||||||
Hotels, Restaurants & Leisure — 1.7% | ||||||||
Aramark | 113,846 | 3,011,227 | ||||||
Carnival Corp.(b) | 244,645 | 3,713,711 | ||||||
Chipotle Mexican Grill, Inc.(a) | 14,937 | 18,577,296 | ||||||
Choice Hotels International, Inc.(b) | 18,605 | 1,599,286 | ||||||
Darden Restaurants, Inc. | 69,292 | 6,980,476 | ||||||
Domino’s Pizza, Inc. | 20,141 | 8,565,564 | ||||||
Dunkin’ Brands Group, Inc.(b) | 42,469 | 3,478,636 | ||||||
Extended Stay America, Inc. | 91,249 | 1,090,426 | ||||||
Hilton Worldwide Holdings, Inc. | 143,013 | 12,201,869 | ||||||
Hyatt Hotels Corp., Class A | 18,022 | 961,834 | ||||||
Las Vegas Sands Corp. | 173,401 | 8,090,891 | ||||||
Marriott International, Inc., Class A(b) | 140,355 | 12,994,066 | ||||||
McDonald’s Corp. | 397,038 | 87,145,871 | ||||||
MGM Resorts International(b) | 262,273 | 5,704,438 | ||||||
Norwegian Cruise Line Holdings Ltd.(a)(b) | 149,849 | 2,563,916 | ||||||
Planet Fitness, Inc., Class A, Class A(a) | 42,933 | 2,645,531 | ||||||
Royal Caribbean Cruises Ltd.(b) | 92,250 | 5,971,342 | ||||||
Six Flags Entertainment Corp. | 36,963 | 750,349 | ||||||
Starbucks Corp. | 623,240 | 53,548,781 | ||||||
Vail Resorts, Inc. | 23,170 | 4,957,685 | ||||||
Wendy’s Co. | 95,181 | 2,122,060 | ||||||
Wyndham Destinations, Inc.(b) | 45,887 | 1,411,484 | ||||||
Wyndham Hotels & Resorts, Inc. | 45,479 | 2,296,690 |
M A S T E R P O R T F O L I O S C H E D U L E O F I N V E S T M E N T S | 5 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Hotels, Restaurants & Leisure (continued) | ||||||||
Wynn Resorts Ltd.(b) | 51,858 | $ | 3,723,923 | |||||
Yum China Holdings, Inc.(b) | 208,622 | 11,046,535 | ||||||
Yum! Brands, Inc. | 161,213 | 14,718,747 | ||||||
|
| |||||||
279,872,634 | ||||||||
Household Durables — 0.4% | ||||||||
D.R. Horton, Inc. | 181,705 | 13,742,349 | ||||||
Garmin Ltd. | 78,083 | 7,406,953 | ||||||
Leggett & Platt, Inc.(b) | 66,700 | 2,746,039 | ||||||
Lennar Corp., -B Shares | 10,779 | 707,749 | ||||||
Lennar Corp., Class A(b) | 140,405 | 11,468,280 | ||||||
Mohawk Industries, Inc.(a)(b) | 33,585 | 3,277,560 | ||||||
Newell Brands, Inc. | 209,219 | 3,590,198 | ||||||
NVR, Inc.(a) | 1,723 | 7,035,216 | ||||||
PulteGroup, Inc. | 139,609 | 6,462,501 | ||||||
Tempur Sealy International, Inc.(a) | 26,029 | 2,321,527 | ||||||
Toll Brothers, Inc.(b) | 61,053 | 2,970,839 | ||||||
Whirlpool Corp.(b) | 31,562 | 5,803,936 | ||||||
|
| |||||||
67,533,147 | ||||||||
Household Products — 1.6% | ||||||||
Church & Dwight Co., Inc.(b) | 129,674 | 12,151,751 | ||||||
Clorox Co.(b) | 65,880 | 13,846,000 | ||||||
Colgate-Palmolive Co.(b) | 440,643 | 33,995,607 | ||||||
Energizer Holdings, Inc.(b) | 31,553 | 1,234,984 | ||||||
Kimberly-Clark Corp.(b) | 181,045 | 26,733,105 | ||||||
Procter & Gamble Co. | 1,294,469 | 179,918,246 | ||||||
Reynolds Consumer Products Inc. | 25,495 | 780,657 | ||||||
Spectrum Brands Holdings, Inc. | 24,767 | 1,415,682 | ||||||
|
| |||||||
270,076,032 | ||||||||
Independent Power and Renewable Electricity Producers — 0.1% | ||||||||
AES Corp. | 336,595 | 6,095,735 | ||||||
Vistra Corp. | 254,672 | 4,803,114 | ||||||
|
| |||||||
10,898,849 | ||||||||
Industrial Conglomerates — 1.0% | ||||||||
3M Co.(b) | 298,831 | 47,866,750 | ||||||
Carlisle Cos., Inc.(b) | 28,395 | 3,474,696 | ||||||
General Electric Co. | 4,625,633 | 28,817,694 | ||||||
Honeywell International, Inc. | 372,873 | 61,378,624 | ||||||
Roper Technologies, Inc. | 55,646 | 21,986,291 | ||||||
|
| |||||||
163,524,055 | ||||||||
Insurance — 2.0% | ||||||||
Aflac, Inc. | 367,033 | 13,341,650 | ||||||
Alleghany Corp.(b) | 7,238 | 3,767,017 | ||||||
Allstate Corp. | 163,809 | 15,420,979 | ||||||
American Financial Group, Inc.(b) | 39,406 | 2,639,414 | ||||||
American International Group, Inc. | 450,430 | 12,400,338 | ||||||
American National Group, Inc. | 2,683 | 181,183 | ||||||
Aon PLC, Class A(b) | 121,976 | 25,163,649 | ||||||
Arch Capital Group Ltd.(a) | 205,278 | 6,004,381 | ||||||
Arthur J Gallagher & Co. | 103,451 | 10,922,357 | ||||||
Assurant, Inc.(b) | 34,414 | 4,174,762 | ||||||
Assured Guaranty Ltd. | 40,015 | 859,522 | ||||||
Athene Holding Ltd., Class A(a) | 58,128 | 1,981,002 | ||||||
Axis Capital Holdings Ltd.(b) | 44,804 | 1,973,168 | ||||||
Brighthouse Financial, Inc.(a) | 60,678 | 1,632,845 | ||||||
Brown & Brown, Inc. | 123,154 | 5,575,182 | ||||||
Chubb Ltd. | 239,357 | 27,794,135 | ||||||
Cincinnati Financial Corp.(b) | 83,633 | 6,520,865 | ||||||
CNA Financial Corp. | 18,457 | 553,525 | ||||||
Erie Indemnity Co., Class A(b) | 15,354 | 3,228,639 |
Security | Shares | Value | ||||||
Insurance (continued) | ||||||||
Everest Re Group Ltd. | 20,718 | $ | 4,092,634 | |||||
Fidelity National Financial, Inc.(b) | 140,034 | 4,384,464 | ||||||
First American Financial Corp. | 58,488 | 2,977,624 | ||||||
Globe Life, Inc. | 55,614 | 4,443,559 | ||||||
GoHealth, Inc., Class A(a)(b) | 26,367 | 343,430 | ||||||
Hanover Insurance Group, Inc.(b) | 21,092 | 1,965,353 | ||||||
Hartford Financial Services Group, Inc. | 186,655 | 6,880,103 | ||||||
Kemper Corp. | 30,777 | 2,056,827 | ||||||
Lemonade Inc.(a)(b) | 7,007 | 348,388 | ||||||
Lincoln National Corp. | 104,993 | 3,289,431 | ||||||
Loews Corp. | 125,653 | 4,366,442 | ||||||
Markel Corp.(a) | 7,370 | 7,176,169 | ||||||
Marsh & McLennan Cos., Inc.(b) | 264,557 | 30,344,688 | ||||||
Mercury General Corp. | 13,156 | 544,264 | ||||||
MetLife, Inc. | 415,487 | 15,443,652 | ||||||
Old Republic International Corp. | 148,984 | 2,196,024 | ||||||
Primerica, Inc.(b) | 21,114 | 2,388,838 | ||||||
Principal Financial Group, Inc. | 144,443 | 5,816,720 | ||||||
Progressive Corp. | 311,368 | 29,477,209 | ||||||
Prudential Financial, Inc. | 211,323 | 13,423,237 | ||||||
Reinsurance Group of America, Inc. | 35,355 | 3,365,442 | ||||||
RenaissanceRe Holdings Ltd.(b) | 29,288 | 4,971,345 | ||||||
Travelers Cos., Inc. | 134,971 | 14,602,512 | ||||||
Unum Group | 104,440 | 1,757,725 | ||||||
W.R. Berkley Corp. | 71,414 | 4,366,966 | ||||||
White Mountains Insurance Group Ltd. | 1,716 | 1,336,764 | ||||||
Willis Towers Watson PLC | 67,190 | 14,030,616 | ||||||
|
| |||||||
330,525,039 | ||||||||
Interactive Media & Services — 5.1% | ||||||||
Alphabet, Inc., Class A(a) | 159,300 | 233,470,080 | ||||||
Alphabet, Inc., Class C(a) | 157,775 | 231,866,140 | ||||||
Facebook, Inc., Class A(a) | 1,276,793 | 334,392,087 | ||||||
IAC/InterActiveCorp.(a) | 40,964 | 4,906,668 | ||||||
Match Group, Inc.(a) | 114,293 | 12,646,520 | ||||||
Pinterest, Inc., Class A(a) | 206,294 | 8,563,264 | ||||||
TripAdvisor, Inc. | 48,961 | 959,146 | ||||||
Twitter, Inc.(a) | 401,683 | 17,874,894 | ||||||
Zillow Group, Inc.(a) | 33,124 | 3,363,411 | ||||||
Zillow Group, Inc., Class C(a) | 73,314 | 7,447,969 | ||||||
|
| |||||||
855,490,179 | ||||||||
Internet & Direct Marketing Retail — 4.7% | ||||||||
Amazon.com, Inc.(a) | 225,444 | 709,862,286 | ||||||
Booking Holdings, Inc.(a) | 21,675 | 37,078,989 | ||||||
eBay, Inc.(b) | 358,220 | 18,663,262 | ||||||
Etsy, Inc.(a) | 61,615 | 7,494,233 | ||||||
Expedia Group, Inc.(b) | 75,805 | 6,950,560 | ||||||
Grubhub, Inc.(a) | 46,784 | 3,383,887 | ||||||
Qurate Retail, Inc. | 197,866 | 1,420,678 | ||||||
Wayfair, Inc., Class A(a)(b) | 36,219 | 10,540,091 | ||||||
|
| |||||||
795,393,986 | ||||||||
IT Services — 5.7% | ||||||||
Accenture PLC, Class A | 339,211 | 76,658,294 | ||||||
Akamai Technologies, Inc.(a) | 87,945 | 9,721,440 | ||||||
Alliance Data Systems Corp. | 28,078 | 1,178,714 | ||||||
Amdocs Ltd.(b) | 70,407 | 4,042,066 | ||||||
Automatic Data Processing, Inc. | 224,735 | 31,348,285 | ||||||
BigCommerce Holdings Inc., Series-1(a)(b) | 4,606 | 383,680 | ||||||
Black Knight, Inc.(a) | 80,009 | 6,964,784 | ||||||
Booz Allen Hamilton Holding Corp. | 70,632 | 5,861,043 | ||||||
Broadridge Financial Solutions, Inc. | 63,512 | 8,383,584 |
6 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
IT Services (continued) | ||||||||
CACI International, Inc., Class A, Class A(a) | 12,409 | $ | 2,645,102 | |||||
Cognizant Technology Solutions Corp., Class A | 289,532 | 20,099,311 | ||||||
DXC Technology Co. | 132,033 | 2,356,789 | ||||||
EPAM Systems, Inc.(a) | 27,318 | 8,831,363 | ||||||
Euronet Worldwide, Inc.(a)(b) | 27,020 | 2,461,522 | ||||||
Fastly Inc., Class A, Class A(a) | 41,520 | 3,889,594 | ||||||
Fidelity National Information Services, Inc. | 329,140 | 48,452,699 | ||||||
Fiserv, Inc.(a) | 297,743 | 30,682,416 | ||||||
FleetCor Technologies, Inc.(a)(b) | 44,190 | 10,521,639 | ||||||
Gartner, Inc.(a) | 47,819 | 5,974,984 | ||||||
Genpact Ltd. | 99,807 | 3,887,483 | ||||||
Global Payments, Inc. | 158,691 | 28,180,348 | ||||||
GoDaddy, Inc., Class A(a) | 92,298 | 7,011,879 | ||||||
International Business Machines Corp.(b) | 472,958 | 57,544,800 | ||||||
Jack Henry & Associates, Inc. | 39,915 | 6,489,780 | ||||||
Leidos Holdings, Inc. | 70,703 | 6,303,173 | ||||||
Mastercard, Inc., Class A | 469,090 | 158,632,165 | ||||||
MongoDB, Inc.(a) | 26,186 | 6,062,321 | ||||||
Okta, Inc.(a) | 62,373 | 13,338,466 | ||||||
Paychex, Inc.(b) | 173,858 | 13,868,653 | ||||||
PayPal Holdings, Inc.(a) | 624,668 | 123,078,336 | ||||||
Sabre Corp.(b) | 142,477 | 927,525 | ||||||
Science Applications International Corp.(b) | 30,168 | 2,365,775 | ||||||
Square, Inc., Class A(a) | 196,368 | 31,919,618 | ||||||
StoneCo Ltd., Class A(a) | 102,416 | 5,416,782 | ||||||
Switch, Inc. | 46,108 | 719,746 | ||||||
Twilio, Inc., Class A(a) | 73,336 | 18,120,592 | ||||||
VeriSign, Inc.(a) | 53,250 | 10,908,263 | ||||||
Visa, Inc., Class A(b) | 897,892 | 179,551,463 | ||||||
Western Union Co.(b) | 214,038 | 4,586,834 | ||||||
WEX, Inc.(a) | 23,143 | 3,216,183 | ||||||
|
| |||||||
962,587,494 | ||||||||
Leisure Products — 0.1% | ||||||||
Brunswick Corp.(b) | 43,513 | 2,563,351 | ||||||
Hasbro, Inc.(b) | 66,400 | 5,492,608 | ||||||
Mattel, Inc.(a)(b) | 190,027 | 2,223,316 | ||||||
Peloton Interactive, Inc., Class A(a)(b) | 50,322 | 4,993,955 | ||||||
Polaris, Inc. | 29,932 | 2,823,785 | ||||||
|
| |||||||
18,097,015 | ||||||||
Life Sciences Tools & Services — 1.3% | ||||||||
10X Genomics, Inc., Class A(a)(b) | 30,461 | 3,797,877 | ||||||
Adaptive Biotechnologies Corp.(a) | 38,223 | 1,858,785 | ||||||
Agilent Technologies, Inc. | 166,514 | 16,807,923 | ||||||
Avantor, Inc.(a) | 233,051 | 5,241,317 | ||||||
Berkeley Lights, Inc.(a) | 5,354 | 408,831 | ||||||
Bio-Rad Laboratories, Inc., Class A(a) | 11,255 | 5,801,502 | ||||||
Bio-Techne Corp. | 19,327 | 4,787,878 | ||||||
Bruker Corp. | 53,452 | 2,124,717 | ||||||
Charles River Laboratories International, Inc.(a) | 25,803 | 5,843,089 | ||||||
Illumina, Inc.(a) | 78,335 | 24,211,782 | ||||||
IQVIA Holdings, Inc.(a) | 102,502 | 16,157,390 | ||||||
Mettler-Toledo International, Inc.(a) | 12,317 | 11,895,143 | ||||||
PerkinElmer, Inc.(b) | 58,457 | 7,336,938 | ||||||
PPD, Inc.(a) | 84,495 | 3,125,470 | ||||||
PRA Health Sciences, Inc.(a)(b) | 33,214 | 3,369,228 | ||||||
QIAGEN NV(a)(b) | 126,326 | 6,601,797 | ||||||
Repligen Corp.(a) | 30,060 | 4,435,052 | ||||||
Syneos Health, Inc.(a) | 40,804 | 2,169,141 | ||||||
Thermo Fisher Scientific, Inc. | 210,230 | 92,820,750 | ||||||
Waters Corp.(a) | 34,428 | 6,736,871 | ||||||
|
| |||||||
225,531,481 |
Security | Shares | Value | ||||||
Machinery — 1.7% | ||||||||
AGCO Corp. | 30,183 | $ | 2,241,691 | |||||
Allison Transmission Holdings, Inc. | 60,337 | 2,120,242 | ||||||
Caterpillar, Inc. | 288,090 | 42,968,623 | ||||||
Colfax Corp.(a)(b) | 46,893 | 1,470,564 | ||||||
Crane Co.(b) | 25,215 | 1,264,028 | ||||||
Cummins, Inc. | 79,225 | 16,729,151 | ||||||
Deere & Co.(b) | 150,278 | 33,306,113 | ||||||
Donaldson Co., Inc. | 64,480 | 2,993,162 | ||||||
Dover Corp. | 75,031 | 8,128,859 | ||||||
Flowserve Corp.(b) | 69,309 | 1,891,443 | ||||||
Fortive Corp. | 155,338 | 11,838,309 | ||||||
Gates Industrial Corp. PLC(a)(b) | 16,568 | 184,236 | ||||||
Graco, Inc. | 88,412 | 5,424,076 | ||||||
IDEX Corp. | 39,476 | 7,200,817 | ||||||
Illinois Tool Works, Inc.(b) | 167,902 | 32,440,345 | ||||||
Ingersoll Rand Inc.(a) | 180,903 | 6,440,147 | ||||||
ITT, Inc. | 46,740 | 2,759,997 | ||||||
Lincoln Electric Holdings, Inc.(b) | 30,018 | 2,762,857 | ||||||
Middleby Corp.(a) | 29,684 | 2,662,952 | ||||||
Nordson Corp. | 30,354 | 5,822,504 | ||||||
Oshkosh Corp.(b) | 34,444 | 2,531,634 | ||||||
Otis Worldwide Corp. | 221,089 | 13,800,375 | ||||||
PACCAR, Inc. | 182,910 | 15,598,565 | ||||||
Parker-Hannifin Corp. | 69,317 | 14,025,602 | ||||||
Pentair PLC | 87,735 | 4,015,631 | ||||||
Snap-on, Inc.(b) | 28,941 | 4,258,089 | ||||||
Stanley Black & Decker, Inc.(b) | 83,598 | 13,559,596 | ||||||
Timken Co.(b) | 32,401 | 1,756,782 | ||||||
Toro Co.(b) | 56,550 | 4,747,373 | ||||||
Trinity Industries, Inc.(b) | 50,694 | 988,533 | ||||||
Westinghouse Air Brake Technologies Corp. | 92,175 | 5,703,789 | ||||||
Woodward, Inc.(b) | 30,355 | 2,433,257 | ||||||
Xylem, Inc.(b) | 99,283 | 8,351,686 | ||||||
|
| |||||||
282,421,028 | ||||||||
Marine — 0.0% | ||||||||
Kirby Corp.(a) | 29,762 | 1,076,492 | ||||||
|
| |||||||
Media — 1.4% | ||||||||
Altice USA, Inc., Class A(a)(b) | 156,680 | 4,073,680 | ||||||
Cable One, Inc. | 2,800 | 5,279,204 | ||||||
Charter Communications, Inc., Class A(a) | 79,918 | 49,896,004 | ||||||
Comcast Corp., Class A(b) | 2,412,828 | 111,617,423 | ||||||
Discovery, Inc., Class A(a)(b) | 84,801 | 1,846,118 | ||||||
Discovery, Inc., Class C(a) | 162,515 | 3,185,294 | ||||||
DISH Network Corp., Class A(a) | 143,246 | 4,158,431 | ||||||
Fox Corp., Class A(b) | 176,069 | 4,900,000 | ||||||
Fox Corp., Class B(a)(b) | 95,443 | 2,669,541 | ||||||
Interpublic Group of Cos., Inc. | 203,681 | 3,395,362 | ||||||
John Wiley & Sons, Inc., Class A(b) | 19,915 | 631,505 | ||||||
Liberty Broadband Corp.(a) | 16,033 | 2,273,640 | ||||||
Liberty Broadband Corp., Class C(a) | 54,802 | 7,829,562 | ||||||
Liberty Media Corp. - Liberty SiriusXM, | 42,844 | 1,421,136 | ||||||
Liberty Media Corp. - Liberty SiriusXM, | 87,778 | 2,903,696 | ||||||
New York Times Co., Class A(b) | 94,535 | 4,045,153 | ||||||
News Corp., Class A, Class A | 202,510 | 2,839,190 | ||||||
News Corp., Class B, Class B(b) | 54,791 | 765,978 | ||||||
Nexstar Media Group, Inc., Class A(b) | 22,849 | 2,054,811 | ||||||
Omnicom Group, Inc. | 106,712 | 5,282,244 | ||||||
Sirius XM Holdings, Inc.(b) | 612,654 | 3,283,825 | ||||||
ViacomCBS, Inc., Class A, Class A | 1,463 | 44,314 | ||||||
ViacomCBS, Inc., Class B(b) | 287,297 | 8,047,189 | ||||||
|
| |||||||
232,443,300 |
M A S T E R P O R T F O L I O S C H E D U L E O F I N V E S T M E N T S | 7 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Metals & Mining — 0.3% | ||||||||
Freeport-McMoRan, Inc. | 789,588 | $ | 12,349,156 | |||||
Newmont Corp. | 427,596 | 27,130,966 | ||||||
Nucor Corp.(b) | 158,137 | 7,094,026 | ||||||
Reliance Steel & Aluminum Co. | 34,439 | 3,514,156 | ||||||
Royal Gold, Inc.(b) | 34,461 | 4,141,178 | ||||||
Southern Copper Corp.(b) | 39,755 | 1,799,709 | ||||||
Steel Dynamics, Inc. | 99,706 | 2,854,583 | ||||||
|
| |||||||
58,883,774 | ||||||||
Mortgage Real Estate Investment Trusts (REITs) — 0.1% | ||||||||
AGNC Investment Corp.(b) | 293,657 | 4,084,769 | ||||||
Annaly Capital Management, Inc.(b) | 750,782 | 5,345,568 | ||||||
New Residential Investment Corp. | 214,584 | 1,705,943 | ||||||
Starwood Property Trust, Inc.(b) | 143,973 | 2,172,552 | ||||||
|
| |||||||
13,308,832 | ||||||||
Multiline Retail — 0.5% | ||||||||
Dollar General Corp. | 134,335 | 28,159,302 | ||||||
Dollar Tree, Inc.(a) | 128,079 | 11,698,736 | ||||||
Kohl’s Corp.(b) | 88,775 | 1,645,001 | ||||||
Nordstrom, Inc.(b) | 59,838 | 713,269 | ||||||
Ollie’s Bargain Outlet Holdings, Inc.(a) | 28,346 | 2,476,023 | ||||||
Target Corp. | 266,031 | 41,878,600 | ||||||
|
| |||||||
86,570,931 | ||||||||
Multi-Utilities — 0.8% | ||||||||
Ameren Corp. | 136,475 | 10,792,443 | ||||||
CenterPoint Energy, Inc.(b) | 288,853 | 5,589,306 | ||||||
CMS Energy Corp. | 150,060 | 9,215,185 | ||||||
Consolidated Edison, Inc. | 174,601 | 13,583,958 | ||||||
Dominion Energy, Inc. | 446,827 | 35,268,055 | ||||||
DTE Energy Co. | 104,654 | 12,039,396 | ||||||
MDU Resources Group, Inc. | 103,705 | 2,333,362 | ||||||
NiSource, Inc.(b) | 199,814 | 4,395,908 | ||||||
Public Service Enterprise Group, Inc. | 265,625 | 14,585,469 | ||||||
Sempra Energy | 154,601 | 18,298,574 | ||||||
WEC Energy Group, Inc. | 164,962 | 15,984,818 | ||||||
|
| |||||||
142,086,474 | ||||||||
Oil, Gas & Consumable Fuels — 1.8% | ||||||||
Antero Midstream Corp.(b) | 151,287 | 812,411 | ||||||
Apache Corp. | 203,701 | 1,929,048 | ||||||
Cabot Oil & Gas Corp.(b) | 210,251 | 3,649,957 | ||||||
Cheniere Energy, Inc.(a) | 122,188 | 5,653,639 | ||||||
Chevron Corp. | 995,480 | 71,674,560 | ||||||
Cimarex Energy Co. | 50,084 | 1,218,544 | ||||||
Concho Resources, Inc. | 101,868 | 4,494,416 | ||||||
ConocoPhillips | 579,205 | 19,021,092 | ||||||
Continental Resources, Inc.(b) | 30,469 | 374,159 | ||||||
Devon Energy Corp. | 200,958 | 1,901,063 | ||||||
Diamondback Energy, Inc.(b) | 79,196 | 2,385,383 | ||||||
EOG Resources, Inc. | 318,053 | 11,430,825 | ||||||
EQT Corp. | 126,744 | 1,638,800 | ||||||
Equitrans Midstream Corp.(b) | 205,931 | 1,742,176 | ||||||
Exxon Mobil Corp. | 2,254,091 | 77,382,944 | ||||||
Hess Corp.(b) | 143,371 | 5,868,175 | ||||||
HollyFrontier Corp. | 74,279 | 1,464,039 | ||||||
Kinder Morgan, Inc. | 1,016,420 | 12,532,459 | ||||||
Marathon Oil Corp. | 384,072 | 1,570,854 | ||||||
Marathon Petroleum Corp.(b) | 354,864 | 10,411,710 | ||||||
Murphy Oil Corp.(b) | 79,843 | 712,200 | ||||||
Noble Energy, Inc. | 261,123 | 2,232,602 | ||||||
Occidental Petroleum Corp. | 445,207 | 4,456,522 | ||||||
ONEOK, Inc. | 228,265 | 5,930,325 |
Security | Shares | Value | ||||||
Oil, Gas & Consumable Fuels (continued) | ||||||||
Parsley Energy, Inc., Class A | 150,376 | $ | 1,407,519 | |||||
Phillips 66 | 237,494 | 12,311,689 | ||||||
Pioneer Natural Resources Co.(b) | 85,724 | 7,371,407 | ||||||
Targa Resources Corp. | 118,788 | 1,666,596 | ||||||
Valero Energy Corp. | 212,658 | 9,212,345 | ||||||
Williams Cos., Inc. | 659,517 | 12,959,509 | ||||||
WPX Energy, Inc.(a) | 212,659 | 1,042,029 | ||||||
|
| |||||||
296,458,997 | ||||||||
Personal Products — 0.2% | ||||||||
Coty, Inc., Class A(b) | 162,161 | 437,835 | ||||||
Estee Lauder Cos., Inc., Class A | 118,123 | 25,780,345 | ||||||
Herbalife Nutrition Ltd.(a) | 46,190 | 2,154,763 | ||||||
Nu Skin Enterprises, Inc. | 28,665 | 1,435,830 | ||||||
|
| |||||||
29,808,773 | ||||||||
Pharmaceuticals — 3.8% | ||||||||
Bristol-Myers Squibb Co. | 1,204,085 | 72,594,285 | ||||||
Catalent, Inc.(a) | 90,429 | 7,746,148 | ||||||
Elanco Animal Health, Inc.(a) | 214,020 | 5,977,579 | ||||||
Eli Lilly & Co. | 448,310 | 66,358,846 | ||||||
Horizon Therapeutics PLC(a) | 101,545 | 7,888,016 | ||||||
Jazz Pharmaceuticals PLC(a) | 28,672 | 4,088,340 | ||||||
Johnson & Johnson | 1,400,970 | 208,576,413 | ||||||
Merck & Co., Inc. | 1,343,580 | 111,449,961 | ||||||
Mylan NV(a) | 271,163 | 4,021,347 | ||||||
Nektar Therapeutics(a) | 90,298 | 1,498,044 | ||||||
Perrigo Co. PLC | 71,340 | 3,275,219 | ||||||
Pfizer, Inc. | 2,956,932 | 108,519,404 | ||||||
Reata Pharmaceuticals, Inc.(a)(b) | 12,135 | 1,182,192 | ||||||
Royalty Pharma PLC, Class A | 44,338 | 1,865,300 | ||||||
Zoetis, Inc. | 253,197 | 41,871,188 | ||||||
|
| |||||||
646,912,282 | ||||||||
Professional Services — 0.5% | ||||||||
CoreLogic, Inc. | 42,891 | 2,902,434 | ||||||
CoStar Group, Inc.(a)(b) | 21,009 | 17,826,347 | ||||||
Dun & Bradstreet Holdings Inc.(a) | 44,375 | 1,138,662 | ||||||
Equifax, Inc. | 63,162 | 9,910,118 | ||||||
FTI Consulting, Inc.(a)(b) | 23,169 | 2,455,219 | ||||||
IHS Markit Ltd. | 213,716 | 16,778,843 | ||||||
ManpowerGroup, Inc. | 29,201 | 2,141,309 | ||||||
Nielsen Holdings PLC | 190,661 | 2,703,573 | ||||||
Robert Half International, Inc. | 58,497 | 3,096,831 | ||||||
TransUnion | 97,460 | 8,199,310 | ||||||
Verisk Analytics, Inc. | 85,509 | 15,845,673 | ||||||
|
| |||||||
82,998,319 | ||||||||
Real Estate Management & Development — 0.1% | ||||||||
CBRE Group, Inc., Class A(a) | 174,185 | 8,181,469 | ||||||
Howard Hughes Corp.(a) | 21,016 | 1,210,522 | ||||||
Jones Lang LaSalle, Inc.(b) | 27,606 | 2,640,790 | ||||||
|
| |||||||
12,032,781 | ||||||||
Road & Rail — 1.2% | ||||||||
AMERCO(b) | 4,279 | 1,523,238 | ||||||
CSX Corp. | 405,155 | 31,468,389 | ||||||
JB Hunt Transport Services, Inc. | 44,662 | 5,644,384 | ||||||
Kansas City Southern(b) | 52,220 | 9,442,943 | ||||||
Knight-Swift Transportation Holdings, Inc. | 67,512 | 2,747,738 | ||||||
Landstar System, Inc.(b) | 22,547 | 2,829,423 | ||||||
Lyft, Inc., Class A(a) | 140,163 | 3,861,491 | ||||||
Norfolk Southern Corp. | 136,119 | 29,128,105 | ||||||
Old Dominion Freight Line, Inc.(b) | 52,518 | 9,501,556 | ||||||
Ryder System, Inc.(b) | 26,032 | 1,099,592 |
8 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Road & Rail (continued) | ||||||||
Schneider National, Inc., Class B, Class B(b) | 30,004 | $ | 741,999 | |||||
Uber Technologies, Inc.(a)(b) | 732,101 | 26,707,044 | ||||||
Union Pacific Corp. | 359,991 | 70,871,428 | ||||||
|
| |||||||
195,567,330 | ||||||||
Semiconductors & Semiconductor Equipment — 4.7% | ||||||||
Advanced Micro Devices, Inc.(a) | 620,264 | 50,855,445 | ||||||
Analog Devices, Inc. | 192,292 | 22,448,168 | ||||||
Applied Materials, Inc.(b) | 487,920 | 29,006,844 | ||||||
Broadcom, Inc. | 207,816 | 75,711,525 | ||||||
Cirrus Logic, Inc.(a) | 36,414 | 2,456,124 | ||||||
Cree, Inc.(a) | 58,747 | 3,744,534 | ||||||
Enphase Energy, Inc.(a) | 54,606 | 4,509,910 | ||||||
Entegris, Inc.(b) | 71,061 | 5,282,675 | ||||||
First Solar, Inc.(a) | 49,935 | 3,305,697 | ||||||
Inphi Corp.(a)(b) | 28,936 | 3,248,066 | ||||||
Intel Corp. | 2,254,702 | 116,748,470 | ||||||
KLA Corp. | 82,780 | 16,037,797 | ||||||
Lam Research Corp. | 77,270 | 25,634,322 | ||||||
Marvell Technology Group Ltd.(b) | 344,251 | 13,666,765 | ||||||
Maxim Integrated Products, Inc. | 138,644 | 9,373,721 | ||||||
Microchip Technology, Inc.(b) | 131,462 | 13,509,035 | ||||||
Micron Technology, Inc.(a) | 592,207 | 27,810,041 | ||||||
MKS Instruments, Inc. | 27,174 | 2,968,216 | ||||||
Monolithic Power Systems, Inc. | 22,425 | 6,270,254 | ||||||
NVIDIA Corp. | 314,070 | 169,980,965 | ||||||
ON Semiconductor Corp.(a)(b) | 205,511 | 4,457,534 | ||||||
Qorvo, Inc.(a) | 62,096 | 8,011,005 | ||||||
QUALCOMM, Inc. | 598,791 | 70,465,725 | ||||||
Skyworks Solutions, Inc.(b) | 87,751 | 12,767,771 | ||||||
SolarEdge Technologies Inc.(a) | 25,221 | 6,011,425 | ||||||
Teradyne, Inc. | 86,350 | 6,861,371 | ||||||
Texas Instruments, Inc. | 488,746 | 69,788,041 | ||||||
Universal Display Corp.(b) | 23,204 | 4,193,891 | ||||||
Xilinx, Inc. | 127,566 | 13,297,480 | ||||||
|
| |||||||
798,422,817 | ||||||||
Software — 9.8% | ||||||||
2U, Inc.(a)(b) | 37,205 | 1,259,761 | ||||||
Adobe, Inc.(a) | 255,716 | 125,410,798 | ||||||
Alteryx, Inc., Class A, Class A(a)(b) | 27,210 | 3,089,696 | ||||||
Anaplan, Inc.(a) | 66,747 | 4,177,027 | ||||||
ANSYS, Inc.(a) | 45,694 | 14,952,448 | ||||||
Aspen Technology, Inc.(a) | 38,563 | 4,881,690 | ||||||
Atlassian Corp. PLC, Class A(a) | 67,190 | 12,214,470 | ||||||
Autodesk, Inc.(a) | 116,777 | 26,976,655 | ||||||
Avalara, Inc.(a) | 42,930 | 5,466,706 | ||||||
Bill.Com Holdings, Inc.(a)(b) | 28,379 | 2,846,698 | ||||||
Cadence Design Systems, Inc.(a)(b) | 147,094 | 15,684,633 | ||||||
CDK Global, Inc.(b) | 62,125 | 2,708,029 | ||||||
Ceridian HCM Holding, Inc.(a) | 54,521 | 4,506,161 | ||||||
Citrix Systems, Inc.(b) | 64,347 | 8,861,225 | ||||||
Cloudflare, Inc., Class A(a) | 68,203 | 2,800,415 | ||||||
Coupa Software, Inc.(a)(b) | 36,484 | 10,005,372 | ||||||
Crowdstrike Holdings, Inc., Class A(a) | 78,999 | 10,848,143 | ||||||
Datadog Inc., Class A(a)(b) | 79,384 | 8,109,869 | ||||||
DocuSign, Inc.(a) | 95,639 | 20,585,338 | ||||||
Dropbox, Inc., Class A(a) | 125,521 | 2,417,534 | ||||||
Duck Creek Technologies Inc.(a) | 7,853 | 356,762 | ||||||
Dynatrace, Inc.(a) | 95,235 | 3,906,540 | ||||||
Elastic NV(a) | 33,957 | 3,663,621 | ||||||
Everbridge, Inc.(a)(b) | 17,647 | 2,218,757 | ||||||
Fair Isaac Corp.(a) | 14,730 | 6,265,847 |
Security | Shares | Value | ||||||
Software (continued) | ||||||||
FireEye, Inc.(a) | 103,414 | $ | 1,276,646 | |||||
Five9, Inc.(a) | 35,590 | 4,615,311 | ||||||
Fortinet, Inc.(a) | 69,420 | 8,178,370 | ||||||
Globant SA(a) | 20,089 | 3,600,351 | ||||||
Guidewire Software, Inc.(a)(b) | 42,854 | 4,468,387 | ||||||
HubSpot, Inc.(a) | 22,753 | 6,649,109 | ||||||
Intuit, Inc. | 133,802 | 43,647,550 | ||||||
Jamf Holding Corp.(a)(b) | 10,396 | 390,994 | ||||||
Manhattan Associates, Inc.(a) | 37,335 | 3,565,119 | ||||||
Medallia, Inc.(a)(b) | 41,316 | 1,132,885 | ||||||
Microsoft Corp. | 3,980,391 | 837,195,639 | ||||||
nCino Inc.(a)(b) | 4,280 | 341,030 | ||||||
New Relic, Inc.(a) | 25,596 | 1,442,591 | ||||||
NortonLifeLock, Inc.(b) | 280,131 | 5,837,930 | ||||||
Nuance Communications, Inc.(a)(b) | 156,963 | 5,209,602 | ||||||
Nutanix, Inc.(a) | 100,784 | 2,235,389 | ||||||
Oracle Corp.(b) | 1,021,517 | 60,984,565 | ||||||
PagerDuty, Inc.(a)(b) | 33,964 | 920,764 | ||||||
Palo Alto Networks, Inc.(a) | 49,259 | 12,056,140 | ||||||
Paycom Software, Inc.(a) | 25,873 | 8,054,265 | ||||||
Paylocity Holding Corp.(a)(b) | 20,139 | 3,250,837 | ||||||
Pegasystems, Inc.(b) | 21,225 | 2,569,074 | ||||||
Pluralsight, Inc.(a)(b) | 48,275 | 826,951 | ||||||
Proofpoint, Inc.(a) | 29,335 | 3,096,309 | ||||||
PTC, Inc.(a)(b) | 55,233 | 4,568,874 | ||||||
RealPage, Inc.(a) | 45,498 | 2,622,505 | ||||||
RingCentral, Inc., Class A(a)(b) | 41,729 | 11,459,201 | ||||||
salesforce.com, Inc.(a) | 460,542 | 115,743,415 | ||||||
ServiceNow, Inc.(a) | 101,083 | 49,025,255 | ||||||
Slack Technologies, Inc., Class A(a)(b) | 214,161 | 5,752,364 | ||||||
Smartsheet, Inc., Class A(a)(b) | 56,994 | 2,816,644 | ||||||
SolarWinds Corp.(a) | 28,404 | 577,737 | ||||||
Splunk, Inc.(a) | 82,474 | 15,515,834 | ||||||
SS&C Technologies Holdings, Inc. | 117,297 | 7,098,814 | ||||||
Synopsys, Inc.(a) | 80,515 | 17,228,600 | ||||||
Teradata Corp.(a)(b) | 57,517 | 1,305,636 | ||||||
Trade Desk, Inc., Class A(a)(b) | 21,885 | 11,353,500 | ||||||
Tyler Technologies, Inc.(a)(b) | 21,887 | 7,628,933 | ||||||
VMware, Inc., Class A(a)(b) | 40,442 | 5,810,302 | ||||||
Workday, Inc., Class A(a)(b) | 89,620 | 19,279,951 | ||||||
Zendesk, Inc.(a)(b) | 62,759 | 6,459,156 | ||||||
Zoom Video Communications, Inc., Class A(a) | 88,827 | 41,758,461 | ||||||
Zscaler, Inc.(a) | 37,343 | 5,253,787 | ||||||
|
| |||||||
1,657,018,972 | ||||||||
Specialty Retail — 2.4% | ||||||||
Advance Auto Parts, Inc. | 34,412 | 5,282,242 | ||||||
AutoNation, Inc.(a) | 36,647 | 1,939,726 | ||||||
AutoZone, Inc.(a) | 12,621 | 14,862,995 | ||||||
Best Buy Co., Inc. | 119,183 | 13,263,876 | ||||||
Burlington Stores, Inc.(a) | 33,923 | 6,991,191 | ||||||
CarMax, Inc.(a) | 85,846 | 7,890,106 | ||||||
Carvana Co.(a) | 28,298 | 6,312,152 | ||||||
Dick’s Sporting Goods, Inc.(b) | 32,815 | 1,899,332 | ||||||
Five Below, Inc.(a) | 27,425 | 3,482,975 | ||||||
Floor & Decor Holdings, Inc., Class A(a) | 48,850 | 3,653,980 | ||||||
Foot Locker, Inc. | 55,973 | 1,848,788 | ||||||
Gap, Inc. | 90,147 | 1,535,203 | ||||||
Home Depot, Inc. | 571,258 | 158,644,059 | ||||||
L Brands, Inc. | 128,251 | 4,079,664 | ||||||
Lowe’s Cos., Inc. | 402,392 | 66,740,737 | ||||||
O’Reilly Automotive, Inc.(a) | 39,175 | 18,062,809 | ||||||
Penske Automotive Group, Inc.(b) | 15,197 | 724,289 |
M A S T E R P O R T F O L I O S C H E D U L E O F I N V E S T M E N T S | 9 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Specialty Retail (continued) | ||||||||
Ross Stores, Inc. | 187,935 | $ | 17,538,094 | |||||
Tiffany & Co. | 63,482 | 7,354,390 | ||||||
TJX Cos., Inc. | 637,137 | 35,456,674 | ||||||
Tractor Supply Co. | 60,340 | 8,649,136 | ||||||
Ulta Beauty, Inc.(a) | 28,553 | 6,395,301 | ||||||
Vroom Inc.(a) | 12,767 | 661,075 | ||||||
Williams-Sonoma, Inc.(b) | 40,386 | 3,652,510 | ||||||
|
| |||||||
396,921,304 | ||||||||
Technology Hardware, Storage & Peripherals — 6.2% | ||||||||
Apple, Inc. | 8,582,696 | 993,962,024 | ||||||
Dell Technologies, Inc., Class C(a)(b) | 130,953 | 8,864,208 | ||||||
Hewlett Packard Enterprise Co. | 686,468 | 6,432,205 | ||||||
HP, Inc. | 773,738 | 14,693,285 | ||||||
NCR Corp.(a) | 63,769 | 1,411,846 | ||||||
NetApp, Inc.(b) | 124,654 | 5,464,831 | ||||||
Pure Storage, Inc., Class A, Class A(a)(b) | 118,018 | 1,816,297 | ||||||
Western Digital Corp.(b) | 157,807 | 5,767,846 | ||||||
Xerox Holdings Corp. | 96,198 | 1,805,636 | ||||||
|
| |||||||
1,040,218,178 | ||||||||
Textiles, Apparel & Luxury Goods — 0.8% | ||||||||
Capri Holdings Ltd.(a) | 76,736 | 1,381,248 | ||||||
Carter’s, Inc.(b) | 22,980 | 1,989,608 | ||||||
Columbia Sportswear Co.(b) | 15,339 | 1,334,186 | ||||||
Hanesbrands, Inc.(b) | 186,783 | 2,941,832 | ||||||
Lululemon Athletica, Inc.(a) | 60,554 | 19,944,671 | ||||||
NIKE, Inc., Class B | 644,544 | 80,916,054 | ||||||
PVH Corp.(b) | 37,356 | 2,227,912 | ||||||
Ralph Lauren Corp.(b) | 29,378 | 1,996,823 | ||||||
Skechers USA, Inc., Class A(a) | 65,605 | 1,982,583 | ||||||
Tapestry, Inc. | 143,613 | 2,244,671 | ||||||
Under Armour, Inc., Class A(a) | 103,529 | 1,162,631 | ||||||
Under Armour, Inc., Class C(a)(b) | 98,963 | 973,796 | ||||||
VF Corp.(b) | 173,258 | 12,171,374 | ||||||
|
| |||||||
131,267,389 | ||||||||
Thrifts & Mortgage Finance — 0.0% | ||||||||
MGIC Investment Corp. | 181,135 | 1,604,856 | ||||||
New York Community Bancorp, Inc. | 247,647 | 2,048,040 | ||||||
Rocket Cos., Inc.(a) | 49,631 | 989,146 | ||||||
TFS Financial Corp. | 20,191 | 296,606 | ||||||
|
| |||||||
4,938,648 | ||||||||
Tobacco — 0.6% | ||||||||
Altria Group, Inc. | 989,054 | 38,217,046 | ||||||
Philip Morris International, Inc. | 827,507 | 62,054,750 | ||||||
|
| |||||||
100,271,796 | ||||||||
Trading Companies & Distributors — 0.2% | ||||||||
Air Lease Corp.(b) | 53,522 | 1,574,617 | ||||||
Fastenal Co. | 309,958 | 13,976,006 | ||||||
HD Supply Holdings, Inc.(a) | 84,622 | 3,489,811 | ||||||
MSC Industrial Direct Co., Inc., Class A | 22,353 | 1,414,498 |
Security | Shares | Value | ||||||
Trading Companies & Distributors (continued) | ||||||||
United Rentals, Inc.(a) | 39,901 | $ | 6,962,725 | |||||
Univar Solutions, Inc.(a) | 83,298 | 1,406,070 | ||||||
W.W. Grainger, Inc. | 22,992 | 8,202,856 | ||||||
Watsco, Inc.(b) | 17,346 | 4,039,710 | ||||||
|
| |||||||
41,066,293 | ||||||||
Transportation Infrastructure — 0.0% | ||||||||
Macquarie Infrastructure Corp.(b) | 40,453 | 1,087,781 | ||||||
|
| |||||||
Water Utilities — 0.1% | ||||||||
American Water Works Co., Inc. | 93,486 | 13,544,252 | ||||||
Essential Utilities, Inc. | 116,746 | 4,699,026 | ||||||
|
| |||||||
18,243,278 | ||||||||
Wireless Telecommunication Services — 0.2% | ||||||||
Telephone & Data Systems, Inc. | 52,824 | 974,075 | ||||||
T-Mobile US, Inc.(a)(b) | 292,636 | 33,465,853 | ||||||
United States Cellular Corp.(a) | 6,801 | 200,833 | ||||||
|
| |||||||
34,640,761 | ||||||||
|
| |||||||
Total Common Stocks — 98.9% | 16,680,436,218 | |||||||
|
| |||||||
Investment Companies |
| |||||||
Equity Funds — 0.5% | ||||||||
iShares Russell 1000 ETF(b)(c)(d) | 437,310 | 81,842,567 | ||||||
|
| |||||||
Total Investment Companies — 0.5% |
| 81,842,567 | ||||||
|
| |||||||
Total Long-Term Investments — 99.4% |
| 16,762,278,785 | ||||||
|
| |||||||
Short-Term Securities |
| |||||||
Money Market Funds — 6.2% | ||||||||
BlackRock Cash Funds: Institutional, | 845,917,335 | 846,678,660 | ||||||
BlackRock Cash Funds: Treasury, | 201,422,139 | 201,422,139 | ||||||
|
| |||||||
Total Short-Term Securities — 6.2% |
| 1,048,100,799 | ||||||
|
| |||||||
Total Investments — 105.6% |
| 17,810,379,584 | ||||||
Liabilities in Excess of Other Assets — (5.6)% |
| (952,184,377 | ) | |||||
|
| |||||||
Net Assets — 100.0% |
| $ | 16,858,195,207 | |||||
|
|
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan. |
(c) | Affiliate of the Fund. |
(d) | Annualized 7-day yield as of period end. |
(e) | All or a portion of this security was purchased with the cash collateral from loaned securities. |
10 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio |
Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2020, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | Value at 12/31/19 | Purchases at Cost | Proceeds from Sales | Net Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value at 09/30/20 | Shares Held at 09/30/20 | Income | Capital Gain Distributions from Underlying Funds | |||||||||||||||||||||||||||
BlackRock Cash Funds: Institutional, | $ | 1,419,715,226 | $ | — | $ | (571,736,435 | )(a) | $ | (1,842,770 | ) | $ | 542,639 | $ | 846,678,660 | 845,917,335 | $ | 5,036,924 | (b) | $ | — | ||||||||||||||||
BlackRock Cash Funds: Treasury, | 216,786,742 | — | (15,364,603 | )(a) | — | — | 201,422,139 | 201,422,139 | 707,534 | — | ||||||||||||||||||||||||||
BlackRock, Inc. | 29,572,836 | 12,718,203 | (2,933,901 | ) | 78,228 | 4,669,748 | 44,105,114 | 78,263 | 784,889 | — | ||||||||||||||||||||||||||
iShares Russell 1000 ETF | 45,820,575 | 554,845,253 | (516,353,204 | ) | 4,859,398 | (7,329,455 | ) | 81,842,567 | 437,310 | 1,275,261 | — | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 3,094,856 | $ | (2,117,068 | ) | $ | 1,174,048,480 | $ | 7,804,608 | $ | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||
(a) Represents net amount purchased (sold). (b) 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. |
|
Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value/ Unrealized Appreciation (Depreciation) | ||||||||||||
Long Contracts | ||||||||||||||||
S&P 500 E-Mini Index | 563 | 12/18/20 | $ | 94,359 | $ | 749,094 | ||||||||||
S&P MidCap 400 E-Mini Index | 42 | 12/18/20 | 7,795 | (6,699 | ) | |||||||||||
|
| |||||||||||||||
$ | 742,395 | |||||||||||||||
|
|
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 Fund 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) |
• | 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
M A S T E R P O R T F O L I O S C H E D U L E O F I N V E S T M E N T S | 11 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | BlackRock Large Cap Index Master Portfolio |
Fair Value Hierarchy as of Period End (continued)
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 Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.
The following tables summarize the Fund’s investments and derivative financial instruments categorized in the disclosure hierarchy. The breakdown of the Fund’s investments 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 | $ | 16,680,436,218 | $ | — | $ | — | $ | 16,680,436,218 | ||||||||
Investment Companies | 81,842,567 | — | — | 81,842,567 | ||||||||||||
Short-Term Securities | ||||||||||||||||
Money Market Funds | 1,048,100,799 | — | — | 1,048,100,799 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 17,810,379,584 | $ | — | $ | — | 17,810,379,584 | ||||||||||
|
|
|
|
|
|
|
| |||||||||
Derivative Financial Instruments(a) | ||||||||||||||||
Assets | ||||||||||||||||
Equity Contracts | $ | 749,094 | $ | — | $ | — | $ | 749,094 | ||||||||
Liabilities | ||||||||||||||||
Equity Contracts | (6,699 | ) | — | — | (6,699 | ) | ||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 742,395 | $ | — | $ | — | $ | 742,395 | |||||||||
|
|
|
|
|
|
|
|
(a) | Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
Portfolio Abbreviation | ||
ETF | Exchange-Traded Fund | |
MSCI | Morgan Stanley Capital International | |
REIT | Real Estate Investment Trust | |
S&P | Standard & Poor’s |
12 |
|