Schedule of Investments (unaudited) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Common Stocks |
| |||||||
Argentina — 0.0% | ||||||||
Globant SA(a) | 1,394 | $ | 249,832 | |||||
Telecom Argentina SA, ADR(b) | 6,259 | 40,934 | ||||||
YPF SA, ADR(a)(b) | 7,500 | 26,775 | ||||||
|
| |||||||
317,541 | ||||||||
Australia — 4.6% | ||||||||
Afterpay Ltd.(a) | 10,522 | 620,215 | ||||||
AGL Energy Ltd. | 29,297 | 286,066 | ||||||
AMP Ltd. | 204,862 | 192,912 | ||||||
Ampol Ltd. | 14,063 | 242,708 | ||||||
APA Group(c) | 54,780 | 407,217 | ||||||
Aristocrat Leisure Ltd. | 27,117 | 591,382 | ||||||
ASX Ltd. | 9,515 | 556,300 | ||||||
Aurizon Holdings Ltd. | 84,172 | 258,944 | ||||||
AusNet Services | 88,260 | 119,145 | ||||||
Australia & New Zealand Banking Group Ltd. | 116,847 | 1,457,782 | ||||||
BHP Group Ltd. | 138,241 | 3,571,262 | ||||||
BHP Group PLC | 99,525 | 2,123,280 | ||||||
BlueScope Steel Ltd. | 28,378 | 261,469 | ||||||
Brambles Ltd. | 68,252 | 518,240 | ||||||
CIMIC Group Ltd.(a) | 6,446 | 86,343 | ||||||
Coca-Cola Amatil Ltd. | 30,254 | 207,085 | ||||||
Cochlear Ltd. | 3,207 | 458,179 | ||||||
Coles Group Ltd. | 64,098 | 780,891 | ||||||
Commonwealth Bank of Australia | 78,499 | 3,612,230 | ||||||
Computershare Ltd. | 21,967 | 194,336 | ||||||
Crown Resorts Ltd. | 17,839 | 113,321 | ||||||
CSL Ltd. | 20,907 | 4,318,689 | ||||||
Dexus | 50,184 | 321,424 | ||||||
Evolution Mining Ltd. | 73,581 | 307,380 | ||||||
Fortescue Metals Group Ltd. | 78,883 | 926,720 | ||||||
Glencore PLC(a) | 473,257 | 981,144 | ||||||
Goodman Group | 79,872 | 1,034,136 | ||||||
GPT Group | 116,521 | 327,796 | ||||||
Insurance Australia Group Ltd. | 98,386 | 311,334 | ||||||
Lendlease Corp Ltd.(c) | 34,964 | 279,309 | ||||||
Macquarie Group Ltd. | 15,782 | 1,368,051 | ||||||
Magellan Financial Group Ltd. | 5,653 | 233,152 | ||||||
Medibank Pvt Ltd. | 113,882 | 205,488 | ||||||
Mirvac Group | 177,414 | 278,114 | ||||||
National Australia Bank Ltd. | 140,090 | 1,799,727 | ||||||
Newcrest Mining Ltd. | 38,674 | 876,968 | ||||||
Northern Star Resources Ltd. | 34,694 | 343,784 | ||||||
Oil Search Ltd. | 113,047 | 216,229 | ||||||
Orica Ltd. | 17,936 | 199,696 | ||||||
Origin Energy Ltd. | 90,631 | 280,676 | ||||||
Qantas Airways Ltd.(a) | 30,338 | 88,970 | ||||||
QBE Insurance Group Ltd. | 63,379 | 394,219 | ||||||
Ramsay Health Care Ltd. | 8,965 | 427,440 | ||||||
REA Group Ltd. | 2,994 | 238,408 | ||||||
Rio Tinto Ltd. | 17,037 | 1,163,650 | ||||||
Rio Tinto PLC | 50,734 | 3,052,787 | ||||||
Santos Ltd. | 76,966 | 272,135 | ||||||
Scentre Group | 238,120 | 379,122 | ||||||
SEEK Ltd.(b) | 14,013 | 216,171 | ||||||
Sonic Healthcare Ltd. | 17,258 | 409,829 | ||||||
South32 Ltd. | 233,710 | 346,838 | ||||||
Stockland | 120,177 | 328,302 | ||||||
Suncorp Group Ltd. | 58,287 | 355,814 | ||||||
Sydney Airport(c) | 68,930 | 292,709 | ||||||
Tabcorp Holdings Ltd. | 94,363 | 227,237 |
Security | Shares | Value | ||||||
Australia (continued) | ||||||||
Telstra Corp. Ltd. | 212,153 | $ | 424,783 | |||||
TPG Telecom Ltd.(a) | 14,159 | 74,717 | ||||||
Transurban Group(c) | 128,164 | 1,308,669 | ||||||
Treasury Wine Estates Ltd. | 30,139 | 193,651 | ||||||
Vicinity Centres | 223,827 | 223,515 | ||||||
Washington H Soul Pattinson & Co. Ltd. | 6,150 | 104,465 | ||||||
Wesfarmers Ltd. | 54,185 | 1,731,982 | ||||||
Westpac Banking Corp. | 169,892 | 2,065,767 | ||||||
WiseTech Global Ltd. | 7,407 | 138,731 | ||||||
Woodside Petroleum Ltd. | 43,066 | 546,597 | ||||||
Woolworths Group Ltd. | 59,851 | 1,565,024 | ||||||
|
| |||||||
47,840,656 | ||||||||
Austria — 0.1% | ||||||||
ANDRITZ AG | 2,807 | 86,640 | ||||||
Erste Group Bank AG(a) | 15,004 | 314,190 | ||||||
OMV AG(a) | 7,068 | 193,388 | ||||||
Raiffeisen Bank International AG(a) | 9,388 | 143,692 | ||||||
Verbund AG | 2,859 | 156,136 | ||||||
voestalpine AG | 5,074 | 133,730 | ||||||
|
| |||||||
1,027,776 | ||||||||
Belgium — 0.5% | ||||||||
Ageas SA | 9,417 | 385,335 | ||||||
Anheuser-Busch InBev SA/NV | 35,271 | 1,899,006 | ||||||
Colruyt SA | 2,435 | 158,023 | ||||||
Elia Group SA/NV | 1,275 | 127,460 | ||||||
Galapagos NV(a) | 2,147 | 304,380 | ||||||
Groupe Bruxelles Lambert SA | 6,159 | 555,245 | ||||||
KBC Group NV | 12,495 | 626,575 | ||||||
Proximus SADP | 7,301 | 133,192 | ||||||
Sofina SA | 520 | 141,963 | ||||||
Solvay SA | 3,386 | 291,306 | ||||||
Telenet Group Holding NV | 1,636 | 63,500 | ||||||
UCB SA | 5,593 | 635,217 | ||||||
Umicore SA | 9,298 | 386,746 | ||||||
|
| |||||||
5,707,948 | ||||||||
Brazil — 1.1% | ||||||||
Ambev SA | 242,318 | 541,083 | ||||||
Atacadao SA | 19,425 | 70,873 | ||||||
B2W Cia Digital(a) | 9,039 | 144,826 | ||||||
B3 SA - Brasil Bolsa Balcao | 99,433 | 973,986 | ||||||
Banco Bradesco SA | 62,310 | 199,937 | ||||||
Banco BTG Pactual SA | 7,666 | 99,444 | ||||||
Banco do Brasil SA | 40,649 | 214,395 | ||||||
Banco Santander Brasil SA | 13,412 | 66,775 | ||||||
BB Seguridade Participacoes SA | 29,783 | 128,712 | ||||||
BRF SA(a) | 28,171 | 92,200 | ||||||
CCR SA | 52,990 | 119,550 | ||||||
Centrais Eletricas Brasileiras SA | 17,279 | 93,289 | ||||||
Cia Brasileira de Distribuicao | 7,649 | 94,988 | ||||||
Cia de Saneamento Basico do Estado de Sao Paulo | 21,664 | 180,537 | ||||||
Cia Siderurgica Nacional SA | 38,838 | 114,109 | ||||||
Cielo SA | 56,040 | 39,217 | ||||||
Cogna Educacao | 73,599 | 67,886 | ||||||
Cosan SA | 9,178 | 111,671 | ||||||
Energisa SA | 7,713 | 56,475 | ||||||
Engie Brasil Energia SA | 6,487 | 46,609 | ||||||
Equatorial Energia SA | 36,500 | 137,657 | ||||||
Hapvida Participacoes e Investimentos SA(d) | 11,869 | 131,331 | ||||||
Hypera SA | 19,300 | 102,482 | ||||||
IRB Brasil Resseguros S/A | 40,932 | 54,592 | ||||||
Klabin SA | 27,603 | 116,981 |
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 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Brazil (continued) | ||||||||
Localiza Rent a Car SA | 30,475 | $ | 307,523 | |||||
Lojas Renner SA | 38,017 | 268,412 | ||||||
Magazine Luiza SA | 39,903 | 633,798 | ||||||
Multiplan Empreendimentos Imobiliarios SA | 14,550 | 50,340 | ||||||
Natura & Co. Holding SA | 30,185 | 274,820 | ||||||
Notre Dame Intermedica Participacoes SA | 25,117 | 290,980 | ||||||
Petrobras Distribuidora SA | 32,398 | 116,245 | ||||||
Petroleo Brasileiro SA | 150,370 | 529,357 | ||||||
Porto Seguro SA | 4,400 | 37,803 | ||||||
Raia Drogasil SA | 48,280 | 201,342 | ||||||
Rumo SA(a) | 53,100 | 180,218 | ||||||
Sul America SA | 17,856 | 126,005 | ||||||
Suzano SA(a) | 21,634 | 175,471 | ||||||
TIM Participacoes SA | 41,040 | 95,440 | ||||||
Ultrapar Participacoes SA | 46,397 | 159,203 | ||||||
Vale SA | 173,555 | 1,826,748 | ||||||
Via Varejo SA(a) | 62,111 | 191,888 | ||||||
WEG SA | 38,068 | 445,355 | ||||||
Wheaton Precious Metals Corp. | 22,151 | 1,086,797 | ||||||
|
| |||||||
10,997,350 | ||||||||
Canada — 6.1% | ||||||||
Agnico Eagle Mines Ltd. | 11,562 | 921,192 | ||||||
Air Canada(a) | 5,891 | 69,415 | ||||||
Algonquin Power & Utilities Corp.(b) | 24,406 | 354,483 | ||||||
Alimentation Couche-Tard, Inc., Class B | 37,975 | 1,322,444 | ||||||
AltaGas Ltd. | 16,709 | 201,780 | ||||||
Atco Ltd., Class I | 3,829 | 110,682 | ||||||
B2Gold Corp. | 46,276 | 301,313 | ||||||
Bank of Montreal | 27,642 | 1,615,901 | ||||||
Bank of Nova Scotia(b) | 56,142 | 2,332,451 | ||||||
Barrick Gold Corp. | 80,910 | 2,272,565 | ||||||
BCE, Inc. | 5,162 | 214,071 | ||||||
BlackBerry Ltd.(a) | 22,058 | 101,216 | ||||||
Brookfield Asset Management, Inc., Class A | 61,890 | 2,047,894 | ||||||
CAE, Inc. | 11,941 | 174,692 | ||||||
Cameco Corp. | 18,780 | 189,697 | ||||||
Canadian Apartment Properties REIT | 4,555 | 158,897 | ||||||
Canadian Imperial Bank of Commerce(b) | 20,626 | 1,541,741 | ||||||
Canadian National Railway Co. | 33,150 | 3,530,473 | ||||||
Canadian Natural Resources Ltd. | 53,272 | 853,760 | ||||||
Canadian Pacific Railway Ltd. | 6,171 | 1,877,183 | ||||||
Canadian Tire Corp. Ltd., Class A(b) | 3,022 | 304,390 | ||||||
Canadian Utilities Ltd., Class A | 5,686 | 135,622 | ||||||
Canopy Growth Corp.(a)(b) | 12,661 | 181,517 | ||||||
CCL Industries, Inc., Class B | 6,846 | 263,958 | ||||||
Cenovus Energy, Inc. | 48,424 | 188,743 | ||||||
CGI, Inc.(a) | 11,239 | 762,856 | ||||||
CI Financial Corp. | 11,467 | 145,453 | ||||||
Constellation Software, Inc. | 912 | 1,013,422 | ||||||
Cronos Group, Inc.(a) | 7,439 | 37,375 | ||||||
Dollarama, Inc. | 13,168 | 504,746 | ||||||
Emera, Inc. | 12,252 | 503,312 | ||||||
Empire Co. Ltd., Class A | 7,280 | 211,312 | ||||||
Enbridge, Inc. | 94,962 | 2,774,227 | ||||||
Fairfax Financial Holdings Ltd. | 1,310 | 385,754 | ||||||
First Capital Real Estate Investment Trust | 4,826 | 46,972 | ||||||
Fortis, Inc. | 20,748 | 848,275 | ||||||
Franco-Nevada Corp. | 8,949 | 1,250,528 | ||||||
George Weston Ltd. | 4,143 | 304,638 | ||||||
Gildan Activewear, Inc. | 9,332 | 183,900 | ||||||
Great-West Lifeco, Inc. | 13,282 | 259,545 |
Security | Shares | Value | ||||||
Canada (continued) | ||||||||
Hydro One Ltd.(d) | 14,809 | $ | 313,852 | |||||
iA Financial Corp., Inc.(b) | 4,390 | 152,812 | ||||||
IGM Financial, Inc. | 4,062 | 93,134 | ||||||
Imperial Oil Ltd.(b) | 11,421 | 136,721 | ||||||
Intact Financial Corp. | 6,444 | 690,012 | ||||||
Inter Pipeline Ltd. | 18,400 | 180,608 | ||||||
Keyera Corp.(b) | 8,699 | 131,313 | ||||||
Kinross Gold Corp.(a) | 56,854 | 501,697 | ||||||
Kirkland Lake Gold Ltd. | 12,917 | 630,547 | ||||||
Loblaw Cos. Ltd. | 8,981 | 470,313 | ||||||
Magna International, Inc. | 13,967 | 639,112 | ||||||
Manulife Financial Corp. | 94,021 | 1,307,701 | ||||||
Metro Inc/CN | 11,515 | 552,509 | ||||||
National Bank of Canada | 16,086 | 799,015 | ||||||
Nutrien Ltd. | 27,400 | 1,074,352 | ||||||
Onex Corp. | 4,171 | 186,067 | ||||||
Open Text Corp. | 12,031 | 508,509 | ||||||
Pan American Silver Corp. | 10,536 | 338,738 | ||||||
Parkland Corp/Canada | 7,050 | 186,422 | ||||||
Pembina Pipeline Corp. | 25,186 | 534,532 | ||||||
Power Corp. of Canada(b) | 25,028 | 490,391 | ||||||
Quebecor, Inc., Class B | 11,082 | 277,227 | ||||||
Restaurant Brands International, Inc. | 14,066 | 807,906 | ||||||
RioCan Real Estate Investment Trust | 9,233 | 97,492 | ||||||
Ritchie Bros. Auctioneers Inc. | 5,096 | 302,228 | ||||||
Rogers Communications, Inc., Class B | 15,844 | 628,501 | ||||||
Royal Bank of Canada | 66,072 | 4,639,008 | ||||||
Saputo, Inc. | 10,865 | 272,533 | ||||||
Shaw Communications, Inc., Class B | 21,778 | 397,436 | ||||||
Shopify, Inc., Class A(a) | 5,067 | 5,181,693 | ||||||
SmartCentres Real Estate Investment Trust | 4,313 | 64,782 | ||||||
Sun Life Financial, Inc. | 26,218 | 1,068,371 | ||||||
Suncor Energy, Inc. | 72,323 | 883,160 | ||||||
TC Energy Corp. | 41,971 | 1,761,991 | ||||||
Teck Resources Ltd., Class B | 21,176 | 294,847 | ||||||
TELUS Corp. | 20,836 | 366,631 | ||||||
Thomson Reuters Corp. | 8,086 | 645,277 | ||||||
TMX Group Ltd. | 2,646 | 272,121 | ||||||
Toronto-Dominion Bank | 85,051 | 3,937,812 | ||||||
WSP Global, Inc. | 5,749 | 377,524 | ||||||
Yamana Gold Inc. | 42,756 | 243,072 | ||||||
|
| |||||||
62,936,364 | ||||||||
Cayman Islands — 0.0% | ||||||||
Tongcheng-Elong Holdings Ltd.(a) | 52,400 | 96,117 | ||||||
|
| |||||||
Chile — 0.2% | ||||||||
Aguas Andinas SA | 76,400 | 21,410 | ||||||
Antofagasta PLC | 18,127 | 239,226 | ||||||
Banco de Chile | 1,960,832 | 149,735 | ||||||
Banco de Credito e Inversiones SA | 2,297 | 72,561 | ||||||
Banco Santander Chile | 3,205,454 | 111,467 | ||||||
Cencosud SA | 73,021 | 106,964 | ||||||
Cencosud Shopping SA | 51,556 | 73,880 | ||||||
Cia Cervecerias Unidas SA | 4,404 | 28,443 | ||||||
Colbun SA | 466,420 | 75,393 | ||||||
Empresa Nacional de Telecomunicaciones SA | 2,032 | 12,652 | ||||||
Empresas CMPC SA | 65,894 | 138,492 | ||||||
Empresas COPEC SA | 18,259 | 136,943 | ||||||
Enel Americas SA | 1,752,619 | 227,710 | ||||||
Enel Chile SA | 1,792,039 | 125,775 |
2 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Chile (continued) | ||||||||
Lundin Mining Corp. | 21,717 | $ | 121,180 | |||||
SACI Falabella | 52,829 | 154,773 | ||||||
|
| |||||||
1,796,604 | ||||||||
China — 12.1% | ||||||||
3SBio, Inc.(a)(d) | 95,500 | 108,205 | ||||||
51job, Inc., ADR(a)(b) | 1,550 | 120,884 | ||||||
AAC Technologies Holdings, Inc.(b) | 29,000 | �� | 157,776 | |||||
Addsino Co. Ltd., Class A | 44,700 | 140,656 | ||||||
AECC Aviation Power Co. Ltd., Class A | 7,600 | 46,343 | ||||||
Agile Group Holdings Ltd. | 76,000 | 100,130 | ||||||
Agricultural Bank of China Ltd., Class A | 289,800 | 135,640 | ||||||
Agricultural Bank of China Ltd., Class H | 1,322,000 | 414,784 | ||||||
Aier Eye Hospital Group Co. Ltd., Class A | 24,336 | 185,156 | ||||||
Air China Ltd., Class A | 111,198 | 116,666 | ||||||
Air China Ltd., Class H | 62,000 | 40,864 | ||||||
Airtac International Group | 8,000 | 181,991 | ||||||
AK Medical Holdings Ltd.(d) | 30,000 | 77,207 | ||||||
Alibaba Group Holding Ltd., ADR(a) | 87,660 | 25,770,287 | ||||||
Alibaba Health Information Technology Ltd.(a) | 134,000 | 329,515 | ||||||
A-Living Services Co. Ltd., Class H(d) | 30,250 | 154,765 | ||||||
Aluminum Corp. of China Ltd., Class H(a) | 164,000 | 33,824 | ||||||
Anhui Conch Cement Co. Ltd., Class A | 17,700 | 145,015 | ||||||
Anhui Conch Cement Co. Ltd., Class H | 59,500 | 412,114 | ||||||
Anhui Gujing Distillery Co. Ltd., Class B | 8,500 | 94,647 | ||||||
ANTA Sports Products Ltd. | 55,000 | 574,003 | ||||||
Autohome, Inc., ADR(b) | 2,459 | 236,064 | ||||||
AviChina Industry & Technology Co. Ltd., Class H | 116,000 | 66,403 | ||||||
BAIC Motor Corp. Ltd., Class H(d) | 114,000 | 46,645 | ||||||
Baidu, Inc., ADR(a)(b) | 13,114 | 1,660,101 | ||||||
Bank of Beijing Co. Ltd., Class A | 100,100 | 69,208 | ||||||
Bank of China Ltd., Class A | 111,600 | 52,744 | ||||||
Bank of China Ltd., Class H | 3,752,000 | 1,166,948 | ||||||
Bank of Communications Co. Ltd. | 130,900 | 87,758 | ||||||
Bank of Communications Co. Ltd., Class H | 468,700 | 225,901 | ||||||
Bank of Hangzhou Co. Ltd., Class A | 70,800 | 123,317 | ||||||
Bank of Jiangsu Co. Ltd., Class A | 79,800 | 71,711 | ||||||
Bank of Nanjing Co. Ltd., Class A | 57,500 | 67,081 | ||||||
Bank of Ningbo Co. Ltd., Class A | 25,600 | 119,302 | ||||||
Bank of Shanghai Co. Ltd., Class A | 76,510 | 91,987 | ||||||
Baoshan Iron & Steel Co. Ltd., Class A | 170,098 | 125,503 | ||||||
Baozun, Inc., ADR(a)(b) | 2,062 | 66,994 | ||||||
BBMG Corp., Class A | 45,700 | 20,753 | ||||||
BeiGene Ltd., ADR(a) | 2,006 | 574,599 | ||||||
Beijing Capital International Airport Co. Ltd., Class H | 100,000 | 60,463 | ||||||
Beijing Enterprises Holdings Ltd. | 21,000 | 63,308 | ||||||
BEST, Inc. , ADR(a)(b) | 697 | 2,091 | ||||||
Bilibili, Inc., ADR(a)(b) | 5,086 | 211,578 | ||||||
BOC Hong Kong Holdings Ltd. | 187,500 | 497,060 | ||||||
BOE Technology Group Co. Ltd., Class A | 158,600 | 115,562 | ||||||
Brilliance China Automotive Holdings Ltd. | 148,000 | 139,869 | ||||||
Budweiser Brewing Co. APAC Ltd.(d) | 72,800 | 212,928 | ||||||
BYD Co. Ltd., Class A | 5,900 | 101,788 | ||||||
BYD Co. Ltd., Class H | 27,500 | 443,471 | ||||||
BYD Electronic International Co. Ltd.(b) | 28,000 | 142,100 | ||||||
CGN Power Co. Ltd., Class H(d) | 546,000 | 112,470 | ||||||
Changchun High & New Technology Industry Group, Inc., Class A | 2,200 | 120,246 | ||||||
China Aoyuan Group Ltd. | 76,000 | 78,329 | ||||||
China Cinda Asset Management Co. Ltd., Class H | 360,000 | 67,841 | ||||||
China CITIC Bank Corp. Ltd., Class H | 448,000 | 173,618 |
Security | Shares | Value | ||||||
China (continued) | ||||||||
China Communications Construction Co. Ltd., Class H | 239,000 | $ | 125,681 | |||||
China Communications Services Corp. Ltd., Class H | 138,000 | 81,469 | ||||||
China Conch Venture Holdings Ltd. | 67,500 | 314,016 | ||||||
China Construction Bank Corp., Class A | 83,600 | 75,944 | ||||||
China Construction Bank Corp., Class H | 4,525,000 | 2,940,219 | ||||||
China East Education Holdings Ltd.(d) | 9,500 | 20,702 | ||||||
China Eastern Airlines Corp. Ltd., Class H | 176,000 | 75,709 | ||||||
China Everbright Bank Co. Ltd., Class A | 282,300 | 137,257 | ||||||
China Evergrande Group | 103,000 | 264,338 | ||||||
China Feihe Ltd.(d) | 50,000 | 116,896 | ||||||
China Fortune Land Development Co. Ltd., Class A | 45,500 | 102,245 | ||||||
China Galaxy Securities Co. Ltd., Class H | 132,500 | 74,993 | ||||||
China Hongqiao Group Ltd. | 133,000 | 83,321 | ||||||
China Huarong Asset Management Co. Ltd., Class H(d) | 320,000 | 34,099 | ||||||
China International Capital Corp. Ltd., | 59,200 | 137,684 | ||||||
China International Travel Service Corp. Ltd., Class A | 7,700 | 253,960 | ||||||
China Lesso Group Holdings Ltd. | 39,000 | 70,829 | ||||||
China Life Insurance Co. Ltd., Class A | 7,300 | 48,120 | ||||||
China Life Insurance Co. Ltd., Class H | 347,000 | 786,640 | ||||||
China Literature Ltd.(a)(d) | 9,400 | 70,890 | ||||||
China Longyuan Power Group Corp. Ltd., Class H | 126,000 | 79,166 | ||||||
China Medical System Holdings Ltd. | 61,000 | 67,498 | ||||||
China Mengniu Dairy Co. Ltd.(a) | 137,000 | 646,194 | ||||||
China Merchants Bank Co. Ltd., Class A | 65,200 | 347,443 | ||||||
China Merchants Bank Co. Ltd., Class H | 185,078 | 878,272 | ||||||
China Merchants Securities Co. Ltd., Class A(a) | 26,300 | 84,136 | ||||||
China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A | 32,997 | 74,095 | ||||||
China Minsheng Banking Corp. Ltd., Class A | 159,000 | 124,494 | ||||||
China Minsheng Banking Corp. Ltd., Class H | 193,680 | 101,768 | ||||||
China Mobile Ltd. | 275,000 | 1,765,303 | ||||||
China Molybdenum Co. Ltd., Class H | 213,000 | 76,056 | ||||||
China National Building Material Co. Ltd., | 218,000 | 277,829 | ||||||
China National Nuclear Power Co. Ltd., Class A | 102,500 | 66,522 | ||||||
China Oilfield Services Ltd., Class H | 64,000 | 44,793 | ||||||
China Overseas Land & Investment Ltd. | 188,000 | 474,884 | ||||||
China Overseas Property Holdings Ltd. | 85,000 | 69,996 | ||||||
China Pacific Insurance Group Co. Ltd., Class A | 15,500 | 71,673 | ||||||
China Pacific Insurance Group Co. Ltd., Class H | 128,800 | 367,854 | ||||||
China Petroleum & Chemical Corp., Class A | 90,900 | 52,496 | ||||||
China Petroleum & Chemical Corp., Class H | 1,212,400 | 489,528 | ||||||
China Railway Construction Corp. Ltd., Class A | 81,100 | 99,527 | ||||||
China Railway Construction Corp. Ltd., Class H | 67,000 | 46,344 | ||||||
China Railway Group Ltd., Class H | 230,000 | 108,656 | ||||||
China Resources Beer Holdings Co. Ltd. | 64,000 | 393,080 | ||||||
China Resources Cement Holdings Ltd. | 122,000 | 167,720 | ||||||
China Resources Land Ltd. | 153,111 | 698,312 | ||||||
China Resources Pharmaceutical Group Ltd.(d) | 69,500 | 35,840 | ||||||
China Resources Power Holdings Co. Ltd. | 118,000 | 130,875 | ||||||
China Shenhua Energy Co. Ltd., Class A | 31,800 | 77,460 | ||||||
China Shenhua Energy Co. Ltd., Class H | 140,000 | 251,277 | ||||||
China Shipbuilding Industry Co. Ltd., Class A(a) | 99,699 | 64,085 | ||||||
China Southern Airlines Co. Ltd., Class H(a) | 120,000 | 65,144 | ||||||
China State Construction Engineering Corp. Ltd., Class A | 105,700 | 79,488 | ||||||
China State Construction International Holdings Ltd. | 70,000 | 45,919 | ||||||
China Taiping Insurance Holdings Co. Ltd. | 72,672 | 111,421 | ||||||
China Telecom Corp. Ltd., Class H | 612,000 | 183,874 | ||||||
China Tower Corp. Ltd., Class H(d) | 1,886,000 | 328,124 | ||||||
China Unicom Hong Kong Ltd. | 288,000 | 189,041 |
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 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
China (continued) | ||||||||
China United Network Communications Ltd., Class A | 118,200 | $ | 84,853 | |||||
China Vanke Co. Ltd., Class A | 21,601 | 89,724 | ||||||
China Vanke Co. Ltd., Class H | 81,800 | 251,442 | ||||||
China Yangtze Power Co. Ltd., Class A | 90,600 | 256,222 | ||||||
China Yuhua Education Corp. Ltd.(d) | 92,000 | 78,961 | ||||||
Chongqing Rural Commercial Bank Co. Ltd., Class H | 122,000 | 45,097 | ||||||
Chongqing Zhifei Biological Products Co. Ltd., Class A | 3,500 | 72,091 | ||||||
CIFI Holdings Group Co. Ltd. | 170,000 | 126,285 | ||||||
CITIC Ltd. | 315,000 | 233,565 | ||||||
CITIC Securities Co. Ltd., Class A | 32,100 | 143,059 | ||||||
CITIC Securities Co. Ltd., Class H | 103,000 | 231,661 | ||||||
CNOOC Ltd. | 791,000 | 760,846 | ||||||
Contemporary Amperex Technology Co. Ltd., Class A | 5,500 | 170,919 | ||||||
COSCO SHIPPING Energy Transportation Co. Ltd., Class A | 78,900 | 82,334 | ||||||
COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 28,000 | 11,679 | ||||||
COSCO SHIPPING Holdings Co. Ltd., Class A(a) | 40,598 | 34,417 | ||||||
Country Garden Holdings Co. Ltd. | 341,270 | 422,569 | ||||||
Country Garden Services Holdings Co. Ltd. | 67,000 | 435,130 | ||||||
CRRC Corp. Ltd., Class H | 322,149 | 170,137 | ||||||
CSC Financial Co. Ltd., Class A | 14,300 | 105,958 | ||||||
CSPC Pharmaceutical Group Ltd. | 264,000 | 515,340 | ||||||
Dali Foods Group Co. Ltd.(d) | 175,500 | 107,484 | ||||||
Daqin Railway Co. Ltd., Class A | 125,000 | 117,701 | ||||||
Dongfeng Motor Group Co. Ltd., Class H | 138,000 | 86,320 | ||||||
East Money Information Co. Ltd., Class A | 19,080 | 67,982 | ||||||
ENN Energy Holdings Ltd. | 34,200 | 375,285 | ||||||
Everbright Securities Co. Ltd., Class A | 28,900 | 94,111 | ||||||
Fangda Carbon New Material Co. Ltd., Class A(a) | 119,420 | 107,934 | ||||||
Focus Media Information Technology Co. Ltd., Class A | 37,300 | 44,566 | ||||||
Foshan Haitian Flavouring & Food Co. Ltd., Class A | 7,560 | 181,373 | ||||||
Fosun International Ltd. | 131,500 | 154,042 | ||||||
Foxconn Industrial Internet Co. Ltd., Class A | 3,500 | 7,050 | ||||||
Fuyao Glass Industry Group Co. Ltd., Class A | 31,200 | 149,524 | ||||||
GD Power Development Co. Ltd., Class A | 234,500 | 69,970 | ||||||
GDS Holdings Ltd., ADR(a)(b) | 4,184 | 342,377 | ||||||
Geely Automobile Holdings Ltd. | 290,000 | 581,746 | ||||||
Genscript Biotech Corp.(a) | 36,000 | 59,348 | ||||||
GF Securities Co. Ltd., Class H | 93,600 | 119,093 | ||||||
Gigadevice Semiconductor Beijing Inc., Class A | 700 | 17,948 | ||||||
GoerTek, Inc., Class A | 17,700 | 106,251 | ||||||
GOME Retail Holdings Ltd.(a)(b) | 627,000 | 83,048 | ||||||
Great Wall Motor Co. Ltd., Class H | 157,500 | 200,910 | ||||||
Gree Electric Appliances, Inc. of Zhuhai, Class A | 11,300 | 89,325 | ||||||
Greenland Holdings Corp. Ltd., Class A | 23,999 | 22,669 | ||||||
Greentown Service Group Co. Ltd. | 94,000 | 116,487 | ||||||
Guangdong LY Intelligent Manufacturing Co. Ltd., Class A | 7,000 | 11,644 | ||||||
Guangzhou Automobile Group Co. Ltd., Class H | 134,400 | 112,747 | ||||||
Guangzhou R&F Properties Co. Ltd., Class H | 34,400 | 44,553 | ||||||
Guotai Junan Securities Co. Ltd., Class A | 55,544 | 150,252 | ||||||
Haidilao International Holding Ltd.(d) | 39,000 | 282,583 | ||||||
Haitian International Holdings Ltd. | 51,000 | 118,717 | ||||||
Haitong Securities Co. Ltd., Class A(a) | 45,000 | 94,401 | ||||||
Haitong Securities Co. Ltd., Class H(a) | 144,400 | 123,487 | ||||||
Hangzhou Hikvision Digital Technology Co. Ltd., Class A | 34,899 | 197,216 | ||||||
Hansoh Pharmaceutical Group Ltd.(a)(d) | 56,000 | 273,708 | ||||||
Henan Shuanghui Investment & Development Co. Ltd., Class A | 14,800 | 115,867 |
Security | Shares | Value | ||||||
China (continued) | ||||||||
Hengan International Group Co. Ltd. | 39,000 | $ | 285,483 | |||||
Hithink RoyalFlush Information Network Co. Ltd., Class A | 4,600 | 109,235 | ||||||
Hua Hong Semiconductor Ltd.(a)(b)(d) | 21,000 | 80,912 | ||||||
Hualan Biological Engineering, Inc., Class A | 10,800 | 91,004 | ||||||
Huaneng Power International, Inc., Class H | 192,000 | 74,494 | ||||||
Huatai Securities Co. Ltd., Class A | 31,600 | 96,223 | ||||||
Huatai Securities Co. Ltd., Class H(d) | 68,800 | 113,197 | ||||||
Huaxia Bank Co. Ltd., Class A | 132,899 | 120,360 | ||||||
Huayu Automotive Systems Co. Ltd., Class A | 8,300 | 30,642 | ||||||
Huazhu Group Ltd., ADR(b) | 6,229 | 269,342 | ||||||
HUYA, Inc., ADR(a)(b) | 4,442 | 106,386 | ||||||
Iflytek Co. Ltd., Class A | 19,900 | 101,048 | ||||||
Industrial & Commercial Bank of China Ltd., Class A | 231,800 | 168,416 | ||||||
Industrial & Commercial Bank of China Ltd., Class H | 2,739,000 | 1,426,732 | ||||||
Industrial Bank Co. Ltd., Class A | 73,700 | 175,818 | ||||||
Inner Mongolia BaoTou Steel Union Co. Ltd., Class A(a) | 727,900 | 123,705 | ||||||
Inner Mongolia Yili Industrial Group Co. Ltd., Class A | 19,400 | 110,575 | ||||||
Inner Mongolia Yitai Coal Co. Ltd., Class B | 105,600 | 72,793 | ||||||
Innovent Biologics, Inc.(a)(d) | 41,500 | 309,473 | ||||||
iQIYI, Inc., ADR(a)(b) | 11,889 | 268,454 | ||||||
JD.com, Inc., ADR(a) | 39,220 | 3,043,864 | ||||||
Jiangsu Expressway Co. Ltd., Class H | 26,000 | 26,247 | ||||||
Jiangsu Hengrui Medicine Co. Ltd., Class A | 17,760 | 236,055 | ||||||
Jiangsu Yanghe Brewery Joint-Stock Co. Ltd., Class A | 5,200 | 96,127 | ||||||
Jiangxi Copper Co. Ltd., Class H | 30,000 | 33,734 | ||||||
Jiangxi Zhengbang Technology Co. Ltd., Class A | 28,700 | 77,186 | ||||||
JOYY, Inc., ADR(b) | 2,689 | 216,922 | ||||||
Kaisa Group Holdings Ltd. | 221,000 | 113,708 | ||||||
KE Holdings Inc.(a) | 2,193 | 134,431 | ||||||
Kingdee International Software Group Co. | 100,000 | 260,830 | ||||||
Kingsoft Corp. Ltd. | 49,000 | 246,865 | ||||||
Koolearn Technology Holding Ltd.(a)(d) | 21,500 | 92,375 | ||||||
Kunlun Energy Co. Ltd. | 134,000 | 88,483 | ||||||
Kweichow Moutai Co. Ltd., Class A | 3,716 | 917,567 | ||||||
KWG Group Holdings Ltd. | 74,000 | 127,447 | ||||||
Lenovo Group Ltd. | 322,000 | 212,894 | ||||||
Li Ning Co. Ltd. | 98,500 | 463,472 | ||||||
Logan Group Co. Ltd. | 72,000 | 114,566 | ||||||
Longfor Group Holdings Ltd.(d) | 91,500 | 518,455 | ||||||
LONGi Green Energy Technology Co. Ltd., Class A | 12,100 | 134,403 | ||||||
Luxshare Precision Industry Co. Ltd., Class A | 18,129 | 153,695 | ||||||
Luye Pharma Group Ltd.(d) | 111,000 | 64,821 | ||||||
Luzhou Laojiao Co. Ltd., Class A | 3,600 | 76,532 | ||||||
Mango Excellent Media Co. Ltd., Class A | 11,800 | 117,738 | ||||||
Meituan Dianping, Class B(a) | 166,400 | 5,241,813 | ||||||
Metallurgical Corp. of China Ltd., Class A | 330,500 | 129,666 | ||||||
Microport Scientific Corp. | 37,000 | 147,956 | ||||||
Momo, Inc., ADR | 7,937 | 109,213 | ||||||
Muyuan Foodstuff Co. Ltd., Class A | 11,390 | 124,725 | ||||||
Nanjing Securities Co. Ltd., Class A | 33,000 | 69,242 | ||||||
NARI Technology Co. Ltd., Class A | 35,700 | 104,203 | ||||||
NAURA Technology Group Co. Ltd., Class A | 3,800 | 90,027 | ||||||
NetEase, Inc., ADR(b) | 3,785 | 1,720,926 | ||||||
New China Life Insurance Co. Ltd., Class H | 43,200 | 162,394 | ||||||
New Hope Liuhe Co. Ltd., Class A | 12,700 | 52,029 | ||||||
New Oriental Education & Technology Group, Inc., ADR(a) | 6,612 | 988,494 | ||||||
NIO, Inc., ADR(a) | 47,140 | 1,000,311 | ||||||
Noah Holdings Ltd., ADR(a)(b) | 1,707 | 44,501 | ||||||
People’s Insurance Co. Group of China Ltd., Class H | 381,000 | 113,381 |
4 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
China (continued) | ||||||||
PetroChina Co. Ltd., Class H | 818,000 | $ | 240,718 | |||||
PICC Property & Casualty Co. Ltd., Class H | 320,298 | 224,996 | ||||||
Pinduoduo, Inc., ADR(a)(b) | 12,338 | 914,863 | ||||||
Ping An Bank Co. Ltd., Class A | 47,100 | 105,804 | ||||||
Ping An Healthcare and Technology Co. Ltd.(a)(d) | 16,800 | 216,768 | ||||||
Ping An Insurance Group Co. of China Ltd., Class A | 35,100 | 396,252 | ||||||
Ping An Insurance Group Co. of China Ltd., Class H | 270,500 | 2,808,019 | ||||||
Poly Developments and Holdings Group Co. Ltd., Class A | 43,000 | 101,337 | ||||||
Postal Savings Bank of China Co. Ltd., | 453,000 | 190,832 | ||||||
Prosus NV(a) | 23,140 | 2,135,883 | ||||||
Qingdao Haier Co. Ltd., Class A | 41,800 | 135,147 | ||||||
SAIC Motor Corp. Ltd., Class A | 30,300 | 85,735 | ||||||
Sanan Optoelectronics Co. Ltd., Class A | 26,600 | 96,612 | ||||||
Sangfor Technologies Inc., Class A | 200 | 6,263 | ||||||
Sany Heavy Industry Co. Ltd., Class A | 32,700 | 120,600 | ||||||
Seazen Group Ltd.(a) | 108,000 | 91,998 | ||||||
Semiconductor Manufacturing International | 149,600 | 350,235 | ||||||
SF Holding Co. Ltd., Class A | 15,900 | 191,515 | ||||||
Shaanxi Coal Industry Co. Ltd., Class A | 97,600 | 121,249 | ||||||
Shandong Gold Mining Co. Ltd., Class A | 29,204 | 109,143 | ||||||
Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 132,000 | 264,108 | ||||||
Shanghai Electric Group Co. Ltd., Class H(a) | 104,000 | 28,161 | ||||||
Shanghai Fosun Pharmaceutical Group Co. Ltd., Class A | 10,562 | 76,780 | ||||||
Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 21,500 | 90,006 | ||||||
Shanghai International Airport Co. Ltd., Class A | 11,200 | 114,169 | ||||||
Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd., Class B | 60,800 | 51,016 | ||||||
Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 62,000 | 103,990 | ||||||
Shanghai Pudong Development Bank Co. Ltd., Class A | 94,987 | 131,840 | ||||||
Shanxi Xinghuacun Fen Wine Factory Co. Ltd., Class A | 2,000 | 58,673 | ||||||
Shengyi Technology Co. Ltd., Class A | 17,700 | 61,275 | ||||||
Shenwan Hongyuan Group Co. Ltd., Class A | 127,900 | 100,562 | ||||||
Shenzhen Expressway Co. Ltd., Class H | 24,000 | 20,963 | ||||||
Shenzhen Goodix Technology Co. Ltd., Class A | 2,100 | 48,999 | ||||||
Shenzhen International Holdings Ltd. | 40,500 | 64,616 | ||||||
Shenzhen Kangtai Biological Products Co. Ltd., Class A | 4,700 | 126,525 | ||||||
Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A | 2,400 | 123,426 | ||||||
Shenzhou International Group Holdings Ltd. | 35,000 | 596,011 | ||||||
Silergy Corp. | 4,000 | 237,147 | ||||||
SINA Corp.(a)(b) | 2,721 | 115,942 | ||||||
Sino-Ocean Group Holding Ltd. | 137,000 | 27,758 | ||||||
Sinopec Engineering Group Co. Ltd., Class H | 105,500 | 38,998 | ||||||
Sinopec Shanghai Petrochemical Co. Ltd., Class H | 123,000 | 22,508 | ||||||
Sinopharm Group Co. Ltd., Class H | 50,000 | 105,660 | ||||||
Sinotruk Hong Kong Ltd. | 49,500 | 127,570 | ||||||
SOHO China Ltd.(a) | 195,000 | 53,022 | ||||||
Sunac China Holdings Ltd. | 130,000 | 512,173 | ||||||
Suning.com Co. Ltd., Class A | 59,200 | 79,641 | ||||||
Sunny Optical Technology Group Co. Ltd.(b) | 35,300 | 548,291 | ||||||
TAL Education Group, ADR(a) | 17,608 | 1,338,912 | ||||||
Tencent Holdings Ltd. | 267,800 | 18,088,115 | ||||||
Tencent Music Entertainment Group, ADR(a)(b) | 17,081 | 252,286 | ||||||
Tingyi Cayman Islands Holding Corp. | 88,000 | 155,821 |
Security | Shares | Value | ||||||
China (continued) | ||||||||
Topsports International Holdings Ltd.(d) | 81,000 | $ | 112,611 | |||||
TravelSky Technology Ltd., Class H | 59,000 | 126,811 | ||||||
Trip.com Group Ltd., ADR(a)(b) | 19,244 | 599,258 | ||||||
Tsingtao Brewery Co. Ltd., Class H | 26,000 | 212,756 | ||||||
Unigroup Guoxin Microelectronics Co. Ltd., Class A | 4,900 | 86,623 | ||||||
Uni-President China Holdings Ltd. | 82,000 | 75,203 | ||||||
Unisplendour Corp. Ltd., Class A | 20,160 | 75,931 | ||||||
Vipshop Holdings Ltd., ADR(a)(b) | 19,768 | 309,172 | ||||||
Walvax Biotechnology Co. Ltd., Class A | 8,600 | 64,730 | ||||||
Wanhua Chemical Group Co. Ltd., Class A | 14,700 | 151,128 | ||||||
Want Want China Holdings Ltd.(b) | 192,000 | 134,166 | ||||||
Weibo Corp., ADR(a)(b) | 2,003 | 72,969 | ||||||
Weichai Power Co. Ltd., Class H | 96,800 | 195,870 | ||||||
Wens Foodstuffs Group Co. Ltd., Class A | 20,160 | 58,275 | ||||||
Will Semiconductor Ltd., Class A | 4,100 | 107,948 | ||||||
Wilmar International Ltd. | 97,900 | 317,866 | ||||||
Wingtech Technology Co. Ltd., Class A | 4,238 | 73,416 | ||||||
Wuchan Zhongda Group Co. Ltd., Class A | 25,699 | 17,568 | ||||||
Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd., Class A | 14,800 | 87,020 | ||||||
Wuliangye Yibin Co. Ltd., Class A | 11,500 | 376,415 | ||||||
WuXi AppTec Co. Ltd., Class A | 10,780 | 162,143 | ||||||
WuXi AppTec Co. Ltd., Class H(d) | 11,368 | 164,390 | ||||||
Wuxi Biologics Cayman, Inc.(a)(d) | 48,000 | 1,176,387 | ||||||
Xiaomi Corp., Class B(a)(d) | 473,000 | 1,280,422 | ||||||
Xinjiang Goldwind Science & Technology Co. Ltd., Class H | 69,600 | 61,237 | ||||||
Xinyi Solar Holdings Ltd. | 164,000 | 261,457 | ||||||
Yangzijiang Shipbuilding Holdings Ltd. | 94,000 | 68,666 | ||||||
Yanzhou Coal Mining Co. Ltd., Class H | 108,000 | 80,708 | ||||||
Yihai International Holding Ltd.(a) | 23,000 | 361,261 | ||||||
Yonghui Superstores Co. Ltd., Class A | 27,898 | 32,298 | ||||||
Yonyou Network Technology Co. Ltd., Class A | 7,800 | 44,148 | ||||||
Yum China Holdings, Inc.(b) | 16,777 | 888,342 | ||||||
Yunnan Baiyao Group Co. Ltd., Class A | 8,900 | 134,213 | ||||||
Zai Lab Ltd., ADR(a)(b) | 2,005 | 166,756 | ||||||
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd., Class A | 1,599 | 57,571 | ||||||
Zhaojin Mining Industry Co. Ltd., Class H | 69,000 | 84,862 | ||||||
Zhejiang Chint Electrics Co. Ltd., Class A | 25,000 | 111,913 | ||||||
Zhejiang Expressway Co. Ltd., Class H | 54,000 | 39,163 | ||||||
Zhenro Properties Group Ltd. | 57,000 | 35,009 | ||||||
ZhongAn Online P&C Insurance Co. Ltd., | 23,500 | 117,780 | ||||||
Zhongsheng Group Holdings Ltd. | 30,000 | 188,715 | ||||||
Zhuzhou CRRC Times Electric Co. Ltd., Class H | 28,400 | 95,425 | ||||||
Zijin Mining Group Co. Ltd., Class A | 158,200 | 144,930 | ||||||
Zijin Mining Group Co. Ltd., Class H | 218,000 | 139,356 | ||||||
Zoomlion Heavy Industry Science and Technology Co. Ltd., Class H | 105,800 | 102,222 | ||||||
ZTE Corp., Class A | 14,400 | 34,620 | ||||||
ZTO Express Cayman, Inc., ADR | 18,811 | 562,825 | ||||||
|
| |||||||
125,020,498 | ||||||||
Colombia — 0.0% | ||||||||
Bancolombia SA | 7,812 | 49,563 | ||||||
Ecopetrol SA | 242,372 | 120,014 | ||||||
Grupo de Inversiones Suramericana SA | 15,087 | 81,289 | ||||||
Interconexion Electrica SA ESP | 24,518 | 130,566 | ||||||
|
| |||||||
381,432 |
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 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Czech Republic — 0.0% | ||||||||
CEZ AS | 5,115 | $ | 96,718 | |||||
Komercni banka A/S(a) | 3,800 | 80,068 | ||||||
Moneta Money Bank AS(d) | 25,594 | 58,772 | ||||||
|
| |||||||
235,558 | ||||||||
Denmark — 1.6% | ||||||||
Ambu AS | 7,759 | 218,489 | ||||||
AP Moeller - Maersk A/S, Class A | 134 | 196,148 | ||||||
AP Moeller - Maersk A/S, Class B | 282 | 445,808 | ||||||
Carlsberg A/S, Class B | 4,145 | 558,423 | ||||||
Chr Hansen Holding A/S | 4,958 | 550,368 | ||||||
Coloplast A/S, Class B | 5,177 | 820,497 | ||||||
Danske Bank A/S(a) | 33,905 | 458,603 | ||||||
Demant A/S(a) | 6,675 | 209,335 | ||||||
DSV Panalpina AS | 9,520 | 1,544,174 | ||||||
Genmab A/S(a) | 3,029 | 1,099,241 | ||||||
GN Store Nord A/S | 5,785 | 435,823 | ||||||
H Lundbeck A/S | 4,294 | 141,428 | ||||||
Novo Nordisk A/S, Class B | 79,245 | 5,490,457 | ||||||
Novozymes A/S, B Shares | 9,520 | 598,354 | ||||||
Orsted A/S(d) | 9,405 | 1,296,577 | ||||||
Pandora A/S | 4,563 | 329,165 | ||||||
Tryg A/S | 6,991 | 220,094 | ||||||
Vestas Wind Systems A/S | 9,205 | 1,487,587 | ||||||
|
| |||||||
16,100,571 | ||||||||
Egypt — 0.0% | ||||||||
Commercial International Bank Egypt SAE | 50,357 | 212,554 | ||||||
|
| |||||||
Finland — 0.8% | ||||||||
Elisa OYJ | 6,381 | 375,146 | ||||||
Fortum OYJ | 21,500 | 434,690 | ||||||
Kone OYJ, Class B | 16,423 | 1,441,996 | ||||||
Neste OYJ | 20,856 | 1,098,270 | ||||||
Nokia OYJ(a) | 266,357 | 1,042,483 | ||||||
Nordea Bank Abp(a) | 157,897 | 1,199,817 | ||||||
Orion OYJ, Class B | 5,829 | 264,092 | ||||||
Sampo OYJ, A Shares | 20,978 | 830,789 | ||||||
Stora Enso OYJ, B Shares | 24,213 | 378,984 | ||||||
UPM-Kymmene OYJ | 26,372 | 802,682 | ||||||
Wartsila OYJ Abp | 20,628 | 161,994 | ||||||
|
| |||||||
8,030,943 | ||||||||
France — 6.5% | ||||||||
Accor SA(a) | 10,412 | 291,432 | ||||||
Adevinta ASA(a) | 11,701 | 201,090 | ||||||
Aeroports de Paris | 1,364 | 135,315 | ||||||
Air Liquide SA | 22,149 | 3,510,830 | ||||||
Airbus SE(a) | 27,064 | 1,962,832 | ||||||
Alstom SA(a) | 8,623 | 430,744 | ||||||
Amundi SA(a)(d) | 2,625 | 185,022 | ||||||
Arkema SA | 2,951 | 312,877 | ||||||
Atos SE(a) | 4,203 | 337,737 | ||||||
AXA SA | 82,376 | 1,524,612 | ||||||
BioMerieux | 1,981 | 310,086 | ||||||
BNP Paribas SA(a) | 52,312 | 1,892,362 | ||||||
Bollore SA | 36,855 | 137,277 | ||||||
Bouygues SA | 12,024 | 415,505 | ||||||
Bureau Veritas SA(a) | 14,829 | 334,265 | ||||||
Capgemini SE | 7,964 | 1,021,744 | ||||||
Carrefour SA | 28,356 | 453,103 | ||||||
Cie de Saint-Gobain(a) | 23,874 | 1,000,014 | ||||||
Cie Generale des Etablissements Michelin SCA | 7,195 | 772,365 | ||||||
CNP Assurances(a) | 7,565 | 94,874 |
Security | Shares | Value | ||||||
France (continued) | ||||||||
Covivio | 2,326 | $ | 163,329 | |||||
Credit Agricole SA(a) | 52,326 | 456,539 | ||||||
Danone SA | 26,052 | 1,687,518 | ||||||
Dassault Aviation SA(a) | 127 | 107,131 | ||||||
Dassault Systemes SE | 6,318 | 1,178,825 | ||||||
Edenred | 11,567 | 519,314 | ||||||
Eiffage SA(a) | 3,691 | 301,240 | ||||||
Electricite de France SA | 33,750 | 356,517 | ||||||
Engie SA(a) | 86,466 | 1,155,489 | ||||||
EssilorLuxottica SA(a) | 13,240 | 1,802,445 | ||||||
Eurazeo SE(a) | 2,062 | 111,637 | ||||||
Faurecia SE(a) | 3,630 | 156,469 | ||||||
Gecina SA | 2,235 | 294,630 | ||||||
Getlink SE(a) | 24,371 | 330,137 | ||||||
Hermes International | 1,490 | 1,283,266 | ||||||
ICADE | 1,426 | 79,899 | ||||||
Iliad SA | 771 | 141,428 | ||||||
Ingenico Group SA(a) | 2,934 | 454,572 | ||||||
Ipsen SA | 1,966 | 205,514 | ||||||
JCDecaux SA(a) | 649 | 11,220 | ||||||
Kering SA | 3,513 | 2,330,322 | ||||||
Klepierre SA(b) | 10,557 | 147,777 | ||||||
La Francaise des Jeux SAEM(d) | 3,884 | 142,490 | ||||||
Legrand SA | 12,821 | 1,021,184 | ||||||
L’Oreal SA | 11,971 | 3,895,708 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 12,856 | 6,015,328 | ||||||
Natixis SA(a) | 41,329 | 92,878 | ||||||
Orange SA | 93,450 | 973,334 | ||||||
Orpea(a) | 2,713 | 308,242 | ||||||
Pernod Ricard SA | 10,000 | 1,594,359 | ||||||
Peugeot SA(a) | 27,622 | 500,910 | ||||||
Publicis Groupe SA | 10,028 | 323,202 | ||||||
Remy Cointreau SA | 958 | 174,865 | ||||||
Renault SA(a) | 9,369 | 243,040 | ||||||
Safran SA(a) | 15,435 | 1,518,604 | ||||||
Sanofi | 52,282 | 5,239,274 | ||||||
Sartorius Stedim Biotech | 1,419 | 489,786 | ||||||
Schneider Electric SE | 26,185 | 3,254,766 | ||||||
SCOR SE(a) | 8,239 | 229,390 | ||||||
SEB SA | 1,060 | 172,431 | ||||||
Societe Generale SA(a) | 39,306 | 521,744 | ||||||
Sodexo SA | 4,102 | 292,406 | ||||||
STMicroelectronics NV | 30,923 | 948,408 | ||||||
Suez SA | 13,031 | 240,774 | ||||||
Teleperformance | 2,820 | 869,411 | ||||||
Thales SA | 4,478 | 335,616 | ||||||
Total SA | 113,500 | 3,897,880 | ||||||
Ubisoft Entertainment SA(a) | 4,631 | 417,383 | ||||||
Unibail-Rodamco-Westfield(b) | 7,405 | 273,095 | ||||||
Valeo SA | 9,922 | 304,687 | ||||||
Veolia Environnement SA | 24,035 | 518,581 | ||||||
Vinci SA | 24,572 | 2,053,151 | ||||||
Vivendi SA | 37,731 | 1,053,784 | ||||||
Wendel SE | 1,358 | 123,186 | ||||||
Worldline SA(a)(d) | 7,116 | 582,681 | ||||||
|
| |||||||
67,221,882 | ||||||||
Germany — 5.6% | ||||||||
adidas AG, Class N(a) | 8,716 | 2,814,762 | ||||||
Allianz SE, Registered Shares | 18,680 | 3,585,246 | ||||||
Aroundtown SA(a) | 57,340 | 287,838 | ||||||
BASF SE | 43,302 | 2,636,920 | ||||||
Bayer AG, Registered Shares | 44,790 | 2,763,260 |
6 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Germany (continued) | ||||||||
Bayerische Motoren Werke AG | 15,445 | $ | 1,120,953 | |||||
Beiersdorf AG | 4,344 | 493,206 | ||||||
Brenntag AG | 6,771 | 430,513 | ||||||
Carl Zeiss Meditec AG | 2,297 | 290,112 | ||||||
Commerzbank AG(a) | 42,982 | 211,374 | ||||||
Continental AG, Class A | 5,218 | 565,466 | ||||||
Covestro AG(d) | 8,522 | 422,606 | ||||||
Daimler AG, Registered Shares | 39,637 | 2,138,221 | ||||||
Delivery Hero SE(a)(d) | 5,824 | 668,241 | ||||||
Deutsche Bank AG, Registered Shares(a) | 88,903 | 749,400 | ||||||
Deutsche Boerse AG | 9,081 | 1,592,082 | ||||||
Deutsche Lufthansa AG, Registered Shares(a)(b) | 17,655 | 152,923 | ||||||
Deutsche Post AG, Registered Shares | 46,874 | 2,126,934 | ||||||
Deutsche Telekom AG, Class N, Registered Shares | 154,788 | 2,577,225 | ||||||
Deutsche Wohnen SE | 15,676 | 783,475 | ||||||
E.ON SE | 107,607 | 1,186,088 | ||||||
Evonik Industries AG | 10,596 | 274,107 | ||||||
Fraport AG Frankfurt Airport Services | 1,267 | 49,884 | ||||||
Fresenius Medical Care AG & Co. KGaA | 10,031 | 847,987 | ||||||
Fresenius SE & Co. KGaA | 19,390 | 881,746 | ||||||
GEA Group AG | 8,213 | 287,769 | ||||||
Hannover Rueck SE | 2,781 | 430,529 | ||||||
HeidelbergCement AG | 6,401 | 391,139 | ||||||
Henkel AG & Co. KGaA | 5,360 | 501,311 | ||||||
HOCHTIEF AG | 1,191 | 92,457 | ||||||
Infineon Technologies AG, Class N | 59,359 | 1,673,080 | ||||||
KION Group AG | 3,141 | 268,207 | ||||||
Knorr-Bremse AG | 2,374 | 279,566 | ||||||
LANXESS AG | 3,663 | 209,583 | ||||||
LEG Immobilien AG | 2,544 | 362,619 | ||||||
Merck KGaA | 6,324 | 921,991 | ||||||
METRO AG | 5,734 | 57,104 | ||||||
MTU Aero Engines AG | 2,456 | 407,133 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, Registered Shares | 6,408 | 1,629,024 | ||||||
Nemetschek SE | 2,777 | 202,974 | ||||||
Puma SE(a) | 4,318 | 388,167 | ||||||
QIAGEN NV(a) | 10,368 | 538,509 | ||||||
RWE AG | 29,689 | 1,111,834 | ||||||
SAP SE | 48,792 | 7,597,797 | ||||||
Scout24 AG(d) | 4,955 | 432,210 | ||||||
Siemens AG, Class N, Registered Shares | 35,258 | 4,452,696 | ||||||
Siemens Energy AG(a) | 17,629 | 475,390 | ||||||
Siemens Healthineers AG(d) | 12,539 | 562,856 | ||||||
Symrise AG | 6,068 | 838,127 | ||||||
TeamViewer AG(a)(d) | 6,140 | 302,824 | ||||||
Telefonica Deutschland Holding AG | 32,566 | 83,230 | ||||||
thyssenkrupp AG(a) | 21,457 | 107,966 | ||||||
Uniper SE | 9,623 | 310,622 | ||||||
United Internet AG, Registered Shares | 4,660 | 178,211 | ||||||
Volkswagen AG(a) | 1,895 | 331,216 | ||||||
Vonovia SE | 24,742 | 1,696,136 | ||||||
Zalando SE(a)(d) | 7,320 | 683,906 | ||||||
|
| |||||||
57,456,752 | ||||||||
Greece — 0.0% | ||||||||
FF Group(a)(e) | 205 | 3 | ||||||
Hellenic Telecommunications Organization SA | 12,770 | 183,917 | ||||||
JUMBO SA | 4,656 | 81,518 |
Security | Shares | Value | ||||||
Greece (continued) | ||||||||
Motor Oil Hellas Corinth Refineries SA | 3,560 | $ | 41,929 | |||||
OPAP SA | 10,676 | 101,239 | ||||||
|
| |||||||
408,606 | ||||||||
Hong Kong — 2.1% | ||||||||
AIA Group Ltd. | 555,400 | 5,520,728 | ||||||
Alibaba Pictures Group Ltd.(a)(b) | 480,000 | 71,647 | ||||||
ASM Pacific Technology Ltd. | 12,700 | 130,012 | ||||||
Bank of East Asia Ltd.(b) | 59,000 | 108,918 | ||||||
Beijing Enterprises Water Group Ltd.(a) | 232,000 | 90,411 | ||||||
Bosideng International Holdings Ltd. | 258,000 | 80,494 | ||||||
China Common Rich Renewable Energy Investments Ltd.(a)(e) | 11,997 | — | ||||||
China Education Group Holdings Ltd. | 58,000 | 106,710 | ||||||
China Everbright International Ltd. | 146,629 | 83,833 | ||||||
China Everbright Ltd. | 52,000 | 69,950 | ||||||
China Gas Holdings Ltd. | 125,000 | 357,712 | ||||||
China Huishan Dairy Holdings Co. Ltd.(a)(e) | 109,840 | — | ||||||
China Jinmao Holdings Group Ltd. | 192,000 | 106,899 | ||||||
China Merchants Port Holdings Co. Ltd. | 65,720 | 67,511 | ||||||
China Power International Development Ltd. | 483,000 | 89,424 | ||||||
China Resources Gas Group Ltd. | 48,000 | 215,517 | ||||||
China Traditional Chinese Medicine Holdings Co. Ltd. | 178,000 | 74,810 | ||||||
CK Asset Holdings Ltd. | 121,008 | 594,601 | ||||||
CK Infrastructure Holdings Ltd. | 41,500 | 194,751 | ||||||
CLP Holdings Ltd. | 81,000 | 756,318 | ||||||
COSCO SHIPPING Ports Ltd. | 134,000 | 76,976 | ||||||
Dairy Farm International Holdings Ltd. | 13,100 | 49,512 | ||||||
Far East Horizon Ltd. | 141,000 | 115,064 | ||||||
Guangdong Investment Ltd. | 164,000 | 260,757 | ||||||
Haier Electronics Group Co. Ltd. | 48,000 | 174,505 | ||||||
Hang Lung Properties Ltd. | 113,000 | 287,988 | ||||||
Hang Seng Bank Ltd.(b) | 34,900 | 517,036 | ||||||
Henderson Land Development Co. Ltd. | 32,800 | 121,790 | ||||||
HK Electric Investments & HK Electric Investments Ltd.(b)(c) | 179,500 | 185,580 | ||||||
HKT Trust & HKT Ltd.(c) | 185,900 | 246,746 | ||||||
Hong Kong & China Gas Co. Ltd.(b) | 502,549 | 729,720 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 57,594 | 2,711,150 | ||||||
Hongkong Land Holdings Ltd. | 51,500 | 191,870 | ||||||
Hutchison China MediTech Ltd., ADR(a) | 3,003 | 96,997 | ||||||
Jardine Matheson Holdings Ltd. | 10,400 | 413,416 | ||||||
Jardine Strategic Holdings Ltd. | 12,600 | 249,818 | ||||||
Kerry Properties Ltd. | 27,500 | 70,726 | ||||||
Kingboard Holdings Ltd. | 35,000 | 115,794 | ||||||
Kingboard Laminates Holdings Ltd. | 42,500 | 58,824 | ||||||
Lee & Man Paper Manufacturing Ltd. | 120,000 | 87,314 | ||||||
Link REIT | 96,400 | 789,939 | ||||||
Melco Resorts & Entertainment Ltd., ADR | 11,155 | 185,731 | ||||||
MTR Corp. Ltd.(b) | 66,000 | 327,552 | ||||||
New World Development Co. Ltd. | 70,166 | 342,530 | ||||||
Nine Dragons Paper Holdings Ltd. | 118,000 | 148,979 | ||||||
Pacific Century Premium Developments Ltd.(a) | 30,672 | 8,088 | ||||||
PCCW Ltd. | 284,000 | 169,895 | ||||||
Power Assets Holdings Ltd.(b) | 71,500 | 376,859 | ||||||
Shanghai Industrial Holdings Ltd. | 15,000 | 20,068 | ||||||
Shanghai Industrial Urban Development Group Ltd. | 3,000 | 289 | ||||||
Shimao Property Holdings Ltd. | 51,000 | 212,769 | ||||||
Sino Biopharmaceutical Ltd. | 458,750 | 502,351 | ||||||
Sino Land Co. Ltd. | 130,800 | 153,128 | ||||||
SSY Group Ltd. | 104,000 | 59,318 |
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 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Hong Kong (continued) | ||||||||
Sun Art Retail Group Ltd.(b) | 110,000 | $ | 122,128 | |||||
Sun Hung Kai Properties Ltd. | 60,000 | 773,191 | ||||||
Swire Pacific Ltd., Class A | 21,000 | 101,671 | ||||||
Swire Properties Ltd. | 39,800 | 105,453 | ||||||
Techtronic Industries Co. Ltd. | 61,000 | 811,038 | ||||||
Vinda International Holdings Ltd. | 31,000 | 102,133 | ||||||
WH Group Ltd.(d) | 460,000 | 375,225 | ||||||
Wharf Holdings Ltd. | 94,000 | 188,524 | ||||||
Wharf Real Estate Investment Co. Ltd.(b) | 81,000 | 332,024 | ||||||
|
| |||||||
21,690,712 | ||||||||
Hungary — 0.1% | ||||||||
MOL Hungarian Oil & Gas PLC(a) | 16,294 | 88,690 | ||||||
OTP Bank Nyrt(a) | 11,130 | 334,999 | ||||||
Richter Gedeon Nyrt | 8,007 | 169,013 | ||||||
|
| |||||||
592,702 | ||||||||
India — 2.4% | ||||||||
Adani Ports & Special Economic Zone Ltd. | 27,638 | 128,691 | ||||||
Ambuja Cements Ltd. | 26,422 | 77,775 | ||||||
Asian Paints Ltd. | 12,070 | 325,220 | ||||||
Aurobindo Pharma Ltd. | 13,516 | 146,362 | ||||||
Avenue Supermarts Ltd.(a)(d) | 5,577 | 166,730 | ||||||
Axis Bank Ltd.(a) | 109,944 | 636,287 | ||||||
Bajaj Auto Ltd. | 3,300 | 129,003 | ||||||
Bajaj Finance Ltd. | 8,264 | 370,243 | ||||||
Bajaj Finserv Ltd. | 1,516 | 120,899 | ||||||
Bandhan Bank Ltd.(a)(d) | 39,844 | 148,770 | ||||||
Berger Paints India Ltd. | 8,379 | 66,401 | ||||||
Bharat Forge Ltd. | 11,954 | 72,763 | ||||||
Bharat Petroleum Corp. Ltd. | 35,066 | 167,830 | ||||||
Bharti Airtel Ltd. | 62,340 | 356,431 | ||||||
Bharti Infratel Ltd. | 7,046 | 16,781 | ||||||
Biocon Ltd.(a) | 19,164 | 116,274 | ||||||
Bosch Ltd. | 292 | 54,415 | ||||||
Britannia Industries Ltd. | 2,511 | 129,592 | ||||||
Cipla Ltd. | 13,384 | 140,651 | ||||||
Coal India Ltd. | 75,541 | 119,224 | ||||||
Colgate-Palmolive India Ltd. | 6,248 | 121,588 | ||||||
Container Corp. Of India Ltd. | 7,502 | 37,422 | ||||||
Dabur India Ltd. | 20,426 | 141,586 | ||||||
Divi’s Laboratories Ltd. | 3,485 | 144,281 | ||||||
DLF Ltd. | 33,599 | 69,805 | ||||||
Dr Reddy’s Laboratories Ltd. | 1,007 | 70,523 | ||||||
Dr Reddy’s Laboratories Ltd., ADR(b) | 4,517 | 314,202 | ||||||
Eicher Motors Ltd. | 6,440 | 192,275 | ||||||
GAIL India Ltd. | 43,712 | 51,652 | ||||||
Godrej Consumer Products Ltd. | 25,762 | 254,080 | ||||||
Grasim Industries Ltd. | 15,713 | 159,049 | ||||||
Havells India Ltd. | 8,781 | 80,767 | ||||||
HCL Technologies Ltd. | 48,953 | 539,712 | ||||||
HDFC Asset Management Co. Ltd.(d) | 2,674 | 82,578 | ||||||
HDFC Life Insurance Co. Ltd.(a)(d) | 34,166 | 259,372 | ||||||
Hero MotoCorp Ltd. | 4,266 | 182,087 | ||||||
Hindalco Industries Ltd. | 38,640 | 92,328 | ||||||
Hindustan Petroleum Corp. Ltd. | 25,339 | 62,027 | ||||||
Hindustan Unilever Ltd. | 40,002 | 1,124,164 | ||||||
Housing Development Finance Corp. Ltd. | 77,049 | 1,826,269 | ||||||
ICICI Bank Ltd.(a) | 192,316 | 929,895 | ||||||
ICICI Bank Ltd., ADR(a)(b) | 22,806 | 224,183 | ||||||
ICICI Lombard General Insurance Co. Ltd.(d) | 10,963 | 193,080 | ||||||
ICICI Prudential Life Insurance Co. Ltd.(d) | 12,623 | 72,224 | ||||||
Indian Oil Corp. Ltd. | 94,789 | 95,030 |
Security | Shares | Value | ||||||
India (continued) | ||||||||
Indraprastha Gas Ltd. | 14,609 | $ | 76,948 | |||||
Info Edge India Ltd. | 4,063 | 200,599 | ||||||
Infosys Ltd. | 52,275 | 718,789 | ||||||
Infosys Ltd., ADR(b) | 97,713 | 1,349,417 | ||||||
InterGlobe Aviation Ltd.(a)(d) | 5,982 | 100,939 | ||||||
ITC Ltd. | 103,318 | 241,368 | ||||||
JSW Steel Ltd. | 32,800 | 124,114 | ||||||
Jubilant Foodworks Ltd. | 4,029 | 127,571 | ||||||
Larsen & Toubro Ltd. | 5,195 | 63,701 | ||||||
Larsen & Toubro Ltd., GDR | 18,237 | 227,350 | ||||||
LIC Housing Finance Ltd. | 17,978 | 67,611 | ||||||
Lupin Ltd. | 11,830 | 161,747 | ||||||
Mahindra & Mahindra Ltd. | 10,311 | 85,248 | ||||||
Mahindra & Mahindra Ltd., GDR | 27,036 | 220,387 | ||||||
Marico Ltd. | 22,064 | 108,680 | ||||||
Maruti Suzuki India Ltd. | 5,854 | 536,672 | ||||||
Motherson Sumi Systems Ltd. | 67,315 | 105,362 | ||||||
Nestle India Ltd. | 1,332 | 287,456 | ||||||
NTPC Ltd. | 90,270 | 104,443 | ||||||
Oil & Natural Gas Corp. Ltd. | 161,844 | 152,292 | ||||||
Page Industries Ltd. | 266 | 77,033 | ||||||
Petronet LNG Ltd. | 23,885 | 71,564 | ||||||
Pidilite Industries Ltd. | 5,574 | 108,485 | ||||||
Piramal Enterprises Ltd. | 4,721 | 80,450 | ||||||
Power Grid Corp. of India Ltd. | 92,096 | 203,110 | ||||||
REC Ltd. | 38,827 | 52,318 | ||||||
Reliance Industries Ltd. | 27,526 | 834,806 | ||||||
Reliance Industries Ltd., GDR(d) | 49,309 | 2,994,578 | ||||||
SBI Life Insurance Co. Ltd.(a)(d) | 13,484 | 148,386 | ||||||
Shree Cement Ltd. | 325 | 89,541 | ||||||
Shriram Transport Finance Co. Ltd. | 5,718 | 48,264 | ||||||
Siemens Ltd. | 4,979 | 85,480 | ||||||
State Bank of India(a) | 27,343 | 69,015 | ||||||
State Bank of India, GDR(a) | 5,712 | 145,086 | ||||||
Sun Pharmaceutical Industries Ltd. | 43,350 | 294,786 | ||||||
Tata Consultancy Services Ltd. | 40,509 | 1,370,517 | ||||||
Tata Global Beverages Ltd. | 18,460 | 125,241 | ||||||
Tata Motors Ltd.(a) | 52,939 | 96,050 | ||||||
Tata Motors Ltd., ADR(a)(b) | 6,008 | 54,613 | ||||||
Tata Steel Ltd. | 11,672 | 57,204 | ||||||
Tech Mahindra Ltd. | 17,463 | 187,946 | ||||||
Titan Co. Ltd. | 17,275 | 281,996 | ||||||
Torrent Pharmaceuticals Ltd. | 2,660 | 101,082 | ||||||
UltraTech Cement Ltd. | 4,530 | 249,382 | ||||||
United Spirits Ltd.(a) | 18,510 | 129,556 | ||||||
UPL Ltd. | 26,481 | 181,119 | ||||||
Vedanta Ltd. | 79,815 | 148,882 | ||||||
Wipro Ltd. | 31,781 | 135,246 | ||||||
Wipro Ltd., ADR | 13,184 | 61,965 | ||||||
Zee Entertainment Enterprises Ltd. | 47,752 | 135,737 | ||||||
|
| |||||||
24,490,653 | ||||||||
Indonesia — 0.4% | ||||||||
Ace Hardware Indonesia Tbk PT | 253,400 | 27,191 | ||||||
Adaro Energy Tbk PT | 1,086,700 | 83,465 | ||||||
Astra International Tbk PT | 965,400 | 290,673 | ||||||
Bank Central Asia Tbk PT | 488,600 | 891,893 | ||||||
Bank Mandiri Persero Tbk PT | 892,400 | 298,441 | ||||||
Bank Negara Indonesia Persero Tbk PT | 405,600 | 121,669 | ||||||
Bank Rakyat Indonesia Persero Tbk PT | 2,293,700 | 470,562 | ||||||
Barito Pacific Tbk PT(a) | 1,669,600 | 89,251 | ||||||
Charoen Pokphand Indonesia Tbk PT | 271,200 | 103,811 | ||||||
Gudang Garam Tbk PT(a) | 22,300 | 60,087 |
8 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Indonesia (continued) | ||||||||
Hanjaya Mandala Sampoerna Tbk PT | 483,800 | $ | 45,758 | |||||
Indah Kiat Pulp & Paper Corp. Tbk PT | 126,800 | 76,968 | ||||||
Indocement Tunggal Prakarsa Tbk PT | 88,600 | 62,074 | ||||||
Indofood CBP Sukses Makmur Tbk PT | 165,500 | 112,178 | ||||||
Indofood Sukses Makmur Tbk PT | 159,200 | 76,783 | ||||||
Kalbe Farma Tbk PT | 858,400 | 89,690 | ||||||
Perusahaan Gas Negara Tbk PT | 426,200 | 26,665 | ||||||
Semen Indonesia Persero Tbk PT | 106,000 | 65,578 | ||||||
Telekomunikasi Indonesia Persero Tbk PT | 2,223,800 | 383,970 | ||||||
Unilever Indonesia Tbk PT | 374,500 | 204,351 | ||||||
United Tractors Tbk PT | 79,900 | 122,761 | ||||||
XL Axiata Tbk PT | 131,400 | 18,019 | ||||||
|
| |||||||
3,721,838 | ||||||||
Ireland — 0.4% | ||||||||
AerCap Holdings NV(a) | 4,982 | 125,496 | ||||||
CRH PLC | 39,143 | 1,419,377 | ||||||
Flutter Entertainment PLC(a) | 7,337 | 1,164,443 | ||||||
Kerry Group PLC, Class A | 6,911 | 885,199 | ||||||
Kingspan Group PLC(a) | 7,024 | 639,228 | ||||||
Smurfit Kappa Group PLC | 9,784 | 383,904 | ||||||
|
| |||||||
4,617,647 | ||||||||
Israel — 0.3% | ||||||||
Azrieli Group Ltd. | 2,198 | 98,131 | ||||||
Bank Hapoalim BM | 46,775 | 249,917 | ||||||
Bank Leumi Le-Israel BM | 69,019 | 303,847 | ||||||
Check Point Software Technologies Ltd.(a) | 5,227 | 629,017 | ||||||
Elbit Systems Ltd. | 1,599 | 194,097 | ||||||
ICL Group Ltd. | 34,017 | 120,201 | ||||||
Isracard Ltd. | 1 | 1 | ||||||
Israel Discount Bank Ltd., Class A | 49,699 | 134,073 | ||||||
Mizrahi Tefahot Bank Ltd. | 7,034 | 124,768 | ||||||
Nice Ltd.(a) | 2,669 | 605,127 | ||||||
Teva Pharmaceutical Industries Ltd., ADR(a) | 51,073 | 460,168 | ||||||
Wix.com Ltd.(a) | 2,556 | 651,396 | ||||||
|
| |||||||
3,570,743 | ||||||||
Italy — 1.2% | ||||||||
Assicurazioni Generali SpA | 52,819 | 744,452 | ||||||
Atlantia SpA(a) | 22,980 | 359,896 | ||||||
Davide Campari-Milano NV | 25,177 | 274,793 | ||||||
DiaSorin SpA | 1,148 | 230,968 | ||||||
Enel SpA | 379,783 | 3,294,962 | ||||||
Eni SpA | 119,853 | 936,778 | ||||||
Ferrari NV | 5,657 | 1,038,166 | ||||||
FinecoBank Banca Fineco SpA(a) | 23,619 | 325,321 | ||||||
Infrastrutture Wireless Italiane SpA(d) | 8,879 | 97,956 | ||||||
Intesa Sanpaolo SpA(a) | 770,537 | 1,449,702 | ||||||
Leonardo SpA | 15,326 | 89,514 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 23,488 | 184,050 | ||||||
Moncler SpA(a) | 8,703 | 356,140 | ||||||
Nexi SpA(a)(d) | 17,881 | 358,375 | ||||||
Pirelli & C SpA(a)(d) | 15,564 | 66,687 | ||||||
Poste Italiane SpA(d) | 23,222 | 205,789 | ||||||
Prysmian SpA | 11,451 | 332,396 | ||||||
Recordati Industria Chimica e Farmaceutica SpA | 5,232 | 268,009 | ||||||
Snam SpA | 104,888 | 539,415 | ||||||
Telecom Italia SpA | 315,260 | 127,293 | ||||||
Telecom Italia SpA/Milano | 415,147 | 166,392 |
Security | Shares | Value | ||||||
Italy (continued) | ||||||||
Terna Rete Elettrica Nazionale SpA | 76,635 | $ | 536,199 | |||||
UniCredit SpA(a) | 100,826 | 833,047 | ||||||
|
| |||||||
12,816,300 | ||||||||
Japan — 16.0% | ||||||||
ABC-Mart, Inc. | 1,700 | 88,513 | ||||||
Acom Co. Ltd. | 14,700 | 63,943 | ||||||
Advantest Corp. | 10,000 | 486,406 | ||||||
Aeon Co. Ltd. | 31,100 | 836,616 | ||||||
Aeon Mall Co. Ltd. | 5,190 | 72,956 | ||||||
AGC, Inc. | 10,500 | 308,589 | ||||||
Air Water, Inc. | 10,700 | 144,714 | ||||||
Aisin Seiki Co. Ltd. | 7,000 | 223,959 | ||||||
Ajinomoto Co., Inc. | 21,200 | 434,495 | ||||||
Alfresa Holdings Corp. | 8,900 | 194,935 | ||||||
Amada Co. Ltd. | 13,600 | 127,225 | ||||||
ANA Holdings, Inc.(a) | 6,700 | 154,975 | ||||||
Aozora Bank Ltd.(b) | 4,500 | 74,720 | ||||||
Asahi Group Holdings Ltd. | 18,000 | 627,347 | ||||||
Asahi Intecc Co. Ltd. | 10,700 | 336,287 | ||||||
Asahi Kasei Corp. | 63,900 | 557,440 | ||||||
Astellas Pharma, Inc. | 87,800 | 1,308,799 | ||||||
Bandai Namco Holdings, Inc. | 9,500 | 696,065 | ||||||
Bank of Kyoto Ltd. | 3,000 | 145,050 | ||||||
Benesse Holdings, Inc. | 4,800 | 123,547 | ||||||
Bridgestone Corp. | 18,400 | 581,608 | ||||||
Brother Industries Ltd. | 9,200 | 146,348 | ||||||
Calbee, Inc. | 4,500 | 148,221 | ||||||
Canon, Inc. | 44,900 | 744,736 | ||||||
Casio Computer Co. Ltd. | 7,800 | 126,300 | ||||||
Central Japan Railway Co. | 6,300 | 903,040 | ||||||
Chiba Bank Ltd.(b) | 26,100 | 144,013 | ||||||
Chubu Electric Power Co., Inc. | 31,400 | 381,933 | ||||||
Chugai Pharmaceutical Co. Ltd. | 32,100 | 1,440,502 | ||||||
Chugoku Electric Power Co., Inc.(b) | 14,700 | 183,791 | ||||||
Coca-Cola Bottlers Japan Holdings, Inc. | 7,100 | 118,854 | ||||||
Concordia Financial Group Ltd. | 48,900 | 170,083 | ||||||
Cosmos Pharmaceutical Corp. | 1,200 | 209,125 | ||||||
CyberAgent, Inc. | 5,400 | 333,458 | ||||||
Dai Nippon Printing Co. Ltd. | 9,600 | 194,589 | ||||||
Daicel Corp. | 11,900 | 85,770 | ||||||
Daifuku Co. Ltd. | 4,900 | 494,593 | ||||||
Dai-ichi Life Holdings, Inc. | 54,200 | 764,780 | ||||||
Daiichi Sankyo Co. Ltd. | 80,100 | 2,458,889 | ||||||
Daikin Industries Ltd. | 11,800 | 2,180,335 | ||||||
Daito Trust Construction Co. Ltd. | 3,400 | 301,392 | ||||||
Daiwa House Industry Co. Ltd. | 26,900 | 689,913 | ||||||
Daiwa House REIT Investment Corp. | 85 | 216,893 | ||||||
Daiwa Securities Group, Inc. | 65,000 | 273,384 | ||||||
Denso Corp. | 21,200 | 929,232 | ||||||
Dentsu Group, Inc. | 9,500 | 280,407 | ||||||
Disco Corp. | 1,400 | 342,306 | ||||||
East Japan Railway Co. | 13,000 | 799,483 | ||||||
Eisai Co. Ltd. | 12,300 | 1,123,387 | ||||||
Electric Power Development Co. Ltd. | 7,100 | 109,512 | ||||||
ENEOS Holdings, Inc. | 139,100 | 496,290 | ||||||
FamilyMart Co. Ltd. | 5,200 | 117,183 | ||||||
FANUC Corp. | 8,700 | 1,669,664 | ||||||
Fast Retailing Co. Ltd. | 2,800 | 1,759,579 | ||||||
Fuji Electric Co. Ltd. | 4,700 | 148,993 | ||||||
FUJIFILM Holdings Corp. | 17,300 | 852,749 |
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 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Fujitsu Ltd. | 8,800 | $ | 1,202,235 | |||||
Fukuoka Financial Group, Inc. | 7,600 | 127,740 | ||||||
GLP J-Reit | 154 | 237,020 | ||||||
GMO Payment Gateway, Inc. | 1,700 | 182,108 | ||||||
Hakuhodo DY Holdings, Inc. | 14,000 | 181,039 | ||||||
Hamamatsu Photonics KK | 6,400 | 323,434 | ||||||
Hankyu Hanshin Holdings, Inc. | 11,600 | 372,930 | ||||||
Hikari Tsushin, Inc. | 1,000 | 238,589 | ||||||
Hino Motors Ltd. | 12,500 | 81,109 | ||||||
Hirose Electric Co. Ltd. | 1,611 | 208,150 | ||||||
Hisamitsu Pharmaceutical Co., Inc. | 2,900 | 148,262 | ||||||
Hitachi Construction Machinery Co. Ltd. | 4,600 | 166,693 | ||||||
Hitachi Ltd. | 46,000 | 1,557,534 | ||||||
Hitachi Metals Ltd. | 6,500 | 100,231 | ||||||
Honda Motor Co. Ltd. | 68,000 | 1,614,814 | ||||||
Hoshizaki Corp. | 2,500 | 199,491 | ||||||
Hoya Corp. | 17,200 | 1,942,161 | ||||||
Hulic Co. Ltd. | 19,700 | 184,848 | ||||||
Idemitsu Kosan Co. Ltd.(b) | 8,649 | 184,663 | ||||||
Iida Group Holdings Co. Ltd. | 6,800 | 137,630 | ||||||
Inpex Corp. | 45,900 | 246,308 | ||||||
Isetan Mitsukoshi Holdings Ltd.(b) | 11,500 | 61,052 | ||||||
Isuzu Motors Ltd. | 24,900 | 217,770 | ||||||
Ito En Ltd. | 1,800 | 128,373 | ||||||
ITOCHU Corp. | 63,700 | 1,631,092 | ||||||
Itochu Techno-Solutions Corp. | 3,800 | 144,155 | ||||||
Japan Airlines Co. Ltd.(a) | 5,700 | 106,315 | ||||||
Japan Airport Terminal Co. Ltd. | 1,700 | 75,314 | ||||||
Japan Exchange Group, Inc. | 24,200 | 678,284 | ||||||
Japan Post Bank Co. Ltd. | 18,900 | 147,416 | ||||||
Japan Post Holdings Co. Ltd. | 64,700 | 441,193 | ||||||
Japan Post Insurance Co. Ltd. | 10,400 | 163,751 | ||||||
Japan Prime Realty Investment Corp. | 44 | 136,515 | ||||||
Japan Real Estate Investment Corp. | 59 | 301,640 | ||||||
Japan Retail Fund Investment Corp. | 117 | 181,001 | ||||||
Japan Tobacco, Inc. | 56,900 | 1,038,071 | ||||||
JFE Holdings, Inc.(a) | 20,100 | 140,736 | ||||||
JGC Holdings Corp. | 10,000 | 103,721 | ||||||
JSR Corp. | 7,600 | 180,638 | ||||||
JTEKT Corp. | 6,200 | 48,632 | ||||||
Kajima Corp. | 21,700 | 261,446 | ||||||
Kakaku.com, Inc. | 7,400 | 195,093 | ||||||
Kamigumi Co. Ltd. | 4,300 | 84,733 | ||||||
Kansai Electric Power Co., Inc. | 28,400 | 275,250 | ||||||
Kansai Paint Co. Ltd. | 7,600 | 188,898 | ||||||
Kao Corp. | 22,600 | 1,696,598 | ||||||
Kawasaki Heavy Industries Ltd.(a) | 5,800 | 78,353 | ||||||
KDDI Corp. | 77,000 | 1,936,669 | ||||||
Keihan Holdings Co. Ltd. | 4,600 | 191,000 | ||||||
Keikyu Corp. | 11,000 | 169,309 | ||||||
Keio Corp. | 5,500 | 340,482 | ||||||
Keisei Electric Railway Co. Ltd. | 5,400 | 152,518 | ||||||
Keyence Corp. | 8,080 | 3,777,231 | ||||||
Kikkoman Corp. | 6,300 | 349,485 | ||||||
Kintetsu Group Holdings Co. Ltd. | 8,500 | 362,749 | ||||||
Kirin Holdings Co. Ltd. | 40,400 | 758,817 | ||||||
Kobayashi Pharmaceutical Co. Ltd. | 2,600 | 251,227 | ||||||
Kobe Bussan Co. Ltd. | 2,800 | 154,199 | ||||||
Koito Manufacturing Co. Ltd. | 4,500 | 229,616 | ||||||
Komatsu Ltd. | 39,900 | 876,325 | ||||||
Konami Holdings Corp. | 5,300 | 229,270 | ||||||
Kose Corp. | 1,700 | 208,144 | ||||||
Kubota Corp. | 49,500 | 886,903 |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Kuraray Co. Ltd. | 13,400 | $ | 130,014 | |||||
Kurita Water Industries Ltd. | 4,000 | 132,275 | ||||||
Kyocera Corp. | 15,300 | 876,025 | ||||||
Kyowa Kirin Co. Ltd. | 12,600 | 358,556 | ||||||
Kyushu Electric Power Co., Inc.(b) | 13,400 | 121,580 | ||||||
Kyushu Railway Co. | 6,700 | 143,249 | ||||||
Lasertec Corp. | 3,800 | 312,356 | ||||||
Lawson, Inc. | 1,900 | 90,597 | ||||||
LINE Corp.(a) | 3,000 | 152,705 | ||||||
Lion Corp. | 11,900 | 244,296 | ||||||
LIXIL Group Corp. | 13,600 | 274,887 | ||||||
M3, Inc. | 20,700 | 1,280,424 | ||||||
Makita Corp. | 9,800 | 469,021 | ||||||
Marubeni Corp. | 71,500 | 405,934 | ||||||
Marui Group Co. Ltd.(b) | 9,500 | 182,298 | ||||||
Maruichi Steel Tube Ltd. | 2,400 | 60,085 | ||||||
Mazda Motor Corp. | 30,300 | 177,732 | ||||||
McDonald’s Holdings Co. Japan Ltd. | 4,500 | 218,871 | ||||||
Mebuki Financial Group, Inc. | 38,630 | 87,659 | ||||||
Medipal Holdings Corp. | 9,800 | 196,512 | ||||||
MEIJI Holdings Co. Ltd. | 6,100 | 465,953 | ||||||
Mercari, Inc.(a) | 3,200 | 147,883 | ||||||
MINEBEA MITSUMI, Inc. | 20,100 | 382,869 | ||||||
MISUMI Group, Inc. | 15,500 | 434,572 | ||||||
Mitsubishi Chemical Holdings Corp. | 59,500 | 343,457 | ||||||
Mitsubishi Corp. | 63,500 | 1,519,895 | ||||||
Mitsubishi Electric Corp. | 88,100 | 1,195,446 | ||||||
Mitsubishi Estate Co. Ltd. | 55,500 | 840,692 | ||||||
Mitsubishi Gas Chemical Co., Inc. | 9,300 | 173,012 | ||||||
Mitsubishi Heavy Industries Ltd. | 14,800 | 327,683 | ||||||
Mitsubishi Materials Corp. | 6,200 | 122,182 | ||||||
Mitsubishi Motors Corp.(a) | 36,300 | 80,155 | ||||||
Mitsubishi UFJ Financial Group, Inc.(b) | 563,800 | 2,250,055 | ||||||
Mitsubishi UFJ Lease & Finance Co. Ltd. | 15,200 | 70,625 | ||||||
Mitsui & Co. Ltd.(b) | 78,500 | 1,348,850 | ||||||
Mitsui Chemicals, Inc. | 7,900 | 190,940 | ||||||
Mitsui Fudosan Co. Ltd. | 44,100 | 767,414 | ||||||
Miura Co. Ltd. | 3,700 | 181,481 | ||||||
Mizuho Financial Group, Inc.(b) | 110,840 | 1,383,468 | ||||||
MonotaRO Co. Ltd. | 5,200 | 258,289 | ||||||
MS&AD Insurance Group Holdings, Inc. | 19,900 | 536,170 | ||||||
Murata Manufacturing Co. Ltd. | 27,300 | 1,775,241 | ||||||
Nabtesco Corp. | 5,000 | 181,532 | ||||||
Nagoya Railroad Co. Ltd. | 10,200 | 279,625 | ||||||
NEC Corp. | 11,400 | 666,829 | ||||||
Nexon Co. Ltd. | 21,700 | 541,280 | ||||||
NGK Insulators Ltd. | 16,200 | 231,311 | ||||||
NGK Spark Plug Co. Ltd. | 8,500 | 148,412 | ||||||
NH Foods Ltd. | 4,000 | 178,795 | ||||||
Nidec Corp. | 21,400 | 2,006,847 | ||||||
Nihon M&A Center Inc. | 6,600 | 377,582 | ||||||
Nikon Corp.(b) | 14,700 | 99,191 | ||||||
Nintendo Co. Ltd. | 5,100 | 2,890,125 | ||||||
Nippon Building Fund, Inc. | 62 | 350,919 | ||||||
Nippon Express Co. Ltd. | 3,800 | 221,742 | ||||||
Nippon Paint Holdings Co. Ltd. | 6,600 | 679,445 | ||||||
Nippon Shinyaku Co. Ltd. | 1,900 | 156,434 | ||||||
Nippon Steel Corp.(a)(b) | 43,347 | 409,214 | ||||||
Nippon Telegraph & Telephone Corp. | 56,200 | 1,147,417 | ||||||
Nippon Yusen KK | 5,300 | 91,960 | ||||||
Nissan Chemical Corp. | 5,900 | 314,529 | ||||||
Nissan Motor Co. Ltd.(a) | 98,300 | 347,647 | ||||||
Nisshin Seifun Group, Inc. | 9,000 | 142,840 |
10 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Nissin Foods Holdings Co. Ltd. | 3,500 | $ | 328,818 | |||||
Nitori Holdings Co. Ltd. | 3,200 | 663,846 | ||||||
Nitto Denko Corp. | 7,300 | 475,586 | ||||||
Nomura Holdings, Inc. | 141,500 | 646,645 | ||||||
Nomura Real Estate Holdings, Inc. | 5,200 | 98,962 | ||||||
Nomura Real Estate Master Fund, Inc. | 177 | 221,740 | ||||||
Nomura Research Institute Ltd.(b) | 14,843 | 437,044 | ||||||
NSK Ltd. | 14,400 | 110,223 | ||||||
NTT Data Corp. | 25,500 | 326,331 | ||||||
NTT DOCOMO, Inc. | 45,700 | 1,679,297 | ||||||
Obayashi Corp. | 35,600 | 325,003 | ||||||
Obic Co. Ltd. | 3,400 | 597,933 | ||||||
Odakyu Electric Railway Co. Ltd.(b) | 16,000 | 402,205 | ||||||
Oji Holdings Corp. | 39,000 | 179,208 | ||||||
Olympus Corp. | 55,000 | 1,143,765 | ||||||
Omron Corp. | 9,100 | 711,494 | ||||||
Ono Pharmaceutical Co. Ltd. | 14,000 | 440,354 | ||||||
Oracle Corp. Japan | 2,000 | 215,954 | ||||||
Oriental Land Co. Ltd.(b) | 8,900 | 1,248,182 | ||||||
ORIX Corp. | 65,900 | 823,108 | ||||||
Orix JREIT, Inc. | 142 | 218,483 | ||||||
Osaka Gas Co. Ltd. | 18,700 | 364,072 | ||||||
Otsuka Corp. | 5,800 | 296,388 | ||||||
Otsuka Holdings Co. Ltd. | 18,100 | 766,812 | ||||||
Pan Pacific International Holdings Corp. | 20,000 | 465,765 | ||||||
Panasonic Corp. | 103,800 | 884,176 | ||||||
Park24 Co. Ltd. | 6,400 | 103,908 | ||||||
PeptiDream, Inc.(a) | 5,300 | 248,722 | ||||||
Persol Holdings Co. Ltd. | 8,300 | 135,574 | ||||||
Pigeon Corp. | 4,400 | 196,598 | ||||||
Pola Orbis Holdings, Inc. | 5,600 | 105,590 | ||||||
Rakuten, Inc. | 39,300 | 423,770 | ||||||
Recruit Holdings Co. Ltd. | 60,200 | 2,390,864 | ||||||
Renesas Electronics Corp.(a) | 36,900 | 270,833 | ||||||
Resona Holdings, Inc. | 94,700 | 322,627 | ||||||
Ricoh Co. Ltd.(b) | 29,100 | 196,431 | ||||||
Rinnai Corp. | 2,100 | 204,837 | ||||||
Rohm Co. Ltd. | 4,000 | 309,240 | ||||||
Ryohin Keikaku Co. Ltd. | 11,000 | 182,780 | ||||||
Santen Pharmaceutical Co. Ltd. | 19,300 | 394,605 | ||||||
SBI Holdings, Inc. | 12,550 | 325,194 | ||||||
SCSK Corp. | 1,900 | 106,303 | ||||||
Secom Co. Ltd. | 10,200 | 933,458 | ||||||
Sega Sammy Holdings, Inc. | 8,800 | 107,254 | ||||||
Seibu Holdings, Inc. | 9,800 | 105,528 | ||||||
Seiko Epson Corp.(b) | 14,900 | 171,354 | ||||||
Sekisui Chemical Co. Ltd. | 14,400 | 230,332 | ||||||
Sekisui House Ltd. | 29,600 | 524,533 | ||||||
Seven & i Holdings Co. Ltd. | 35,900 | 1,115,416 | ||||||
Seven Bank Ltd.(b) | 32,800 | 79,492 | ||||||
SG Holdings Co. Ltd. | 6,400 | 333,015 | ||||||
Sharp Corp. | 5,700 | 70,904 | ||||||
Shimadzu Corp. | 11,000 | 334,800 | ||||||
Shimamura Co. Ltd. | 1,100 | 106,858 | ||||||
Shimano, Inc. | 3,400 | 671,143 | ||||||
Shimizu Corp. | 30,700 | 231,114 | ||||||
Shin-Etsu Chemical Co. Ltd. | 16,900 | 2,211,437 | ||||||
Shinsei Bank Ltd. | 2,900 | 35,807 | ||||||
Shionogi & Co. Ltd. | 12,400 | 663,700 | ||||||
Shiseido Co. Ltd. | 19,000 | 1,099,909 | ||||||
Shizuoka Bank Ltd. | 15,700 | 108,426 | ||||||
Showa Denko KK | 4,400 | 80,761 | ||||||
SMC Corp. | 2,700 | 1,506,158 |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Softbank Corp.(b) | 133,900 | $ | 1,496,243 | |||||
SoftBank Group Corp. | 72,800 | 4,504,466 | ||||||
Sohgo Security Services Co. Ltd. | 4,300 | 204,835 | ||||||
Sompo Holdings, Inc. | 14,800 | 510,942 | ||||||
Sony Corp. | 57,800 | 4,429,909 | ||||||
Square Enix Holdings Co. Ltd. | 4,200 | 277,961 | ||||||
Stanley Electric Co. Ltd. | 5,700 | 164,269 | ||||||
Subaru Corp. | 29,800 | 578,503 | ||||||
SUMCO Corp. | 15,400 | 217,280 | ||||||
Sumitomo Chemical Co. Ltd. | 79,700 | 263,805 | ||||||
Sumitomo Corp. | 59,300 | 714,831 | ||||||
Sumitomo Dainippon Pharma Co. Ltd. | 6,600 | 86,971 | ||||||
Sumitomo Electric Industries Ltd. | 33,500 | 377,120 | ||||||
Sumitomo Heavy Industries Ltd. | 4,400 | 102,370 | ||||||
Sumitomo Metal Mining Co. Ltd. | 10,100 | 313,244 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 54,400 | 1,521,068 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 15,200 | 404,377 | ||||||
Sumitomo Realty & Development Co. Ltd. | 16,400 | 485,491 | ||||||
Sumitomo Rubber Industries Ltd. | 5,200 | 48,303 | ||||||
Sundrug Co. Ltd. | 4,000 | 150,780 | ||||||
Suntory Beverage & Food Ltd. | 6,300 | 236,586 | ||||||
Suzuken Co. Ltd. | 3,170 | 120,917 | ||||||
Suzuki Motor Corp. | 16,700 | 715,392 | ||||||
Sysmex Corp. | 7,400 | 708,046 | ||||||
T&D Holdings, Inc. | 24,800 | 244,486 | ||||||
Taiheiyo Cement Corp. | 5,900 | 150,648 | ||||||
Taisei Corp. | 8,800 | 297,854 | ||||||
Taisho Pharmaceutical Holdings Co. Ltd. | 1,300 | 85,614 | ||||||
Taiyo Nippon Sanso Corp. | 9,300 | 142,998 | ||||||
Takeda Pharmaceutical Co. Ltd. | 74,276 | 2,654,842 | ||||||
TDK Corp. | 5,800 | 633,318 | ||||||
Teijin Ltd. | 7,200 | 111,660 | ||||||
Terumo Corp. | 31,600 | 1,258,144 | ||||||
THK Co. Ltd. | 5,800 | 145,960 | ||||||
TIS, Inc. | 9,000 | 191,160 | ||||||
Tobu Railway Co. Ltd. | 7,900 | 244,124 | ||||||
Toho Co. Ltd. | 5,500 | 226,758 | ||||||
Toho Gas Co. Ltd. | 3,600 | 178,131 | ||||||
Tohoku Electric Power Co., Inc. | 15,400 | 154,340 | ||||||
Tokio Marine Holdings, Inc. | 29,400 | 1,286,384 | ||||||
Tokyo Century Corp. | 2,300 | 125,363 | ||||||
Tokyo Electric Power Co. Holdings, Inc.(a) | 84,300 | 231,839 | ||||||
Tokyo Electron Ltd. | 7,100 | 1,854,907 | ||||||
Tokyo Gas Co. Ltd. | 15,300 | 349,153 | ||||||
Tokyu Corp. | 26,400 | 342,628 | ||||||
Tokyu Fudosan Holdings Corp.(b) | 30,800 | 133,047 | ||||||
Toppan Printing Co. Ltd. | 11,500 | 162,552 | ||||||
Toray Industries, Inc. | 70,500 | 322,538 | ||||||
Toshiba Corp. | 18,400 | 469,376 | ||||||
Tosoh Corp. | 10,700 | 173,725 | ||||||
TOTO Ltd. | 5,900 | 271,868 | ||||||
Toyo Suisan Kaisha Ltd. | 3,600 | 190,102 | ||||||
Toyoda Gosei Co. Ltd. | 4,300 | 98,732 | ||||||
Toyota Industries Corp. | 6,200 | 392,595 | ||||||
Toyota Motor Corp. | 99,506 | 6,604,213 | ||||||
Toyota Tsusho Corp. | 10,200 | 286,888 | ||||||
Trend Micro, Inc. | 5,700 | 347,350 | ||||||
Tsuruha Holdings, Inc. | 1,800 | 255,180 | ||||||
Unicharm Corp. | 18,900 | 845,270 | ||||||
United Urban Investment Corp. | 134 | 149,109 | ||||||
USS Co. Ltd. | 12,100 | 216,510 | ||||||
Welcia Holdings Co. Ltd. | 5,000 | 219,267 | ||||||
West Japan Railway Co. | 6,500 | 321,154 |
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 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Yakult Honsha Co. Ltd. | 4,800 | $ | 266,520 | |||||
Yamada Denki Co. Ltd. | 38,700 | 192,994 | ||||||
Yamaha Corp. | 6,900 | 330,930 | ||||||
Yamaha Motor Co. Ltd. | 11,600 | 168,556 | ||||||
Yamato Holdings Co. Ltd. | 13,900 | 366,160 | ||||||
Yamazaki Baking Co. Ltd. | 1,900 | 33,119 | ||||||
Yaskawa Electric Corp. | 10,400 | 406,880 | ||||||
Yokogawa Electric Corp. | 9,900 | 157,227 | ||||||
Yokohama Rubber Co. Ltd. | 5,000 | 71,177 | ||||||
Z Holdings Corp. | 127,000 | 848,287 | ||||||
ZOZO, Inc. | 4,300 | 119,990 | ||||||
|
| |||||||
164,995,978 | ||||||||
Jordan — 0.0% | ||||||||
Hikma Pharmaceuticals PLC | 5,712 | 191,451 | ||||||
|
| |||||||
Luxembourg — 0.1% | ||||||||
ArcelorMittal SA(a) | 29,492 | 392,341 | ||||||
Eurofins Scientific SE(a) | 605 | 479,261 | ||||||
Reinet Investments SCA | 5,889 | 102,134 | ||||||
SES SA | 18,778 | 132,937 | ||||||
|
| |||||||
1,106,673 | ||||||||
Macau — 0.1% | ||||||||
Galaxy Entertainment Group Ltd. | 97,000 | 655,787 | ||||||
Sands China Ltd. | 104,800 | 406,227 | ||||||
SJM Holdings Ltd. | 69,000 | 81,797 | ||||||
Wynn Macau Ltd.(a)(b) | 73,600 | 118,114 | ||||||
|
| |||||||
1,261,925 | ||||||||
Malaysia — 0.5% | ||||||||
AMMB Holdings BHD | 68,900 | 49,875 | ||||||
Axiata Group BHD | 165,600 | 117,946 | ||||||
Carlsberg Brewery Malaysia Bhd | 12,400 | 61,951 | ||||||
CIMB Group Holdings BHD | 239,100 | 177,562 | ||||||
Dialog Group BHD | 142,134 | 130,421 | ||||||
DiGi.Com BHD | 144,300 | 140,270 | ||||||
Fraser & Neave Holdings BHD | 12,300 | 95,164 | ||||||
Gamuda BHD | 129,800 | 109,220 | ||||||
Genting BHD | 119,100 | 91,399 | ||||||
Genting Malaysia BHD | 106,100 | 53,192 | ||||||
Genting Plantations BHD | 10,000 | 23,846 | ||||||
Hartalega Holdings Bhd | 88,200 | 345,452 | ||||||
Hong Leong Bank BHD | 31,140 | 112,992 | ||||||
Hong Leong Financial Group BHD | 7,000 | 24,157 | ||||||
IHH Healthcare Bhd | 133,900 | 168,002 | ||||||
IOI Corp. BHD | 102,200 | 109,828 | ||||||
Kossan Rubber Industries | 32,400 | 107,138 | ||||||
Kuala Lumpur Kepong BHD | 17,500 | 95,898 | ||||||
Malayan Banking BHD | 203,800 | 354,532 | ||||||
Malaysia Airports Holdings Bhd | 11,800 | 13,552 | ||||||
Maxis Bhd(b) | 144,000 | 176,307 | ||||||
MISC BHD | 83,600 | 151,263 | ||||||
Nestle Malaysia Bhd | 2,400 | 81,710 | ||||||
Petronas Chemicals Group BHD | 122,200 | 165,571 | ||||||
Petronas Dagangan BHD | 22,000 | 104,605 | ||||||
Petronas Gas BHD | 34,000 | 134,820 | ||||||
PPB Group BHD | 15,120 | 69,229 | ||||||
Press Metal Aluminium Holdings BHD | 77,800 | 96,485 | ||||||
Public Bank Bhd | 131,420 | 497,051 | ||||||
QL Resources BHD | 53,600 | 126,611 | ||||||
RHB Bank Bhd | 82,424 | 90,757 | ||||||
Sime Darby BHD | 159,000 | 95,490 | ||||||
Sime Darby Plantation BHD | 79,200 | 96,455 |
Security | Shares | Value | ||||||
Malaysia (continued) | ||||||||
Supermax Corp. Bhd(a) | 72,800 | $ | 148,354 | |||||
Telekom Malaysia Bhd(b) | 55,900 | 55,685 | ||||||
Tenaga Nasional BHD | 95,300 | 241,150 | ||||||
Top Glove Corp. Bhd | 219,000 | 439,097 | ||||||
Westports Holdings BHD | 70,000 | 65,475 | ||||||
YTL Corp. BHD | 115,423 | 18,797 | ||||||
|
| |||||||
5,237,309 | ||||||||
Mexico — 0.5% | ||||||||
Alfa SAB de CV, Class A | 153,472 | 95,159 | ||||||
America Movil SAB de CV, Series L | 1,657,359 | 1,040,370 | ||||||
Becle SAB de CV | 5,783 | 11,803 | ||||||
Cemex SAB de CV | 646,337 | 244,954 | ||||||
Coca-Cola Femsa SAB de CV | 24,300 | 99,117 | ||||||
Fibra Uno Administracion SA de CV | 143,017 | 113,125 | ||||||
Fomento Economico Mexicano SAB de CV | 100,142 | 564,308 | ||||||
Gruma SAB de C.V. | 9,959 | 110,370 | ||||||
Grupo Aeroportuario del Pacifico SAB de CV, Class B | 15,800 | 126,827 | ||||||
Grupo Aeroportuario del Sureste SAB de C.V., Class B(a) | 10,700 | 124,264 | ||||||
Grupo Bimbo SAB de CV, Series A | 51,412 | 96,190 | ||||||
Grupo Carso SAB de C.V. | 11,376 | 23,373 | ||||||
Grupo Financiero Banorte SAB de CV, | 113,340 | 392,742 | ||||||
Grupo Financiero Inbursa SAB de C.V., | 99,700 | 77,689 | ||||||
Grupo Mexico SAB de CV, Series B | 139,907 | 355,913 | ||||||
Grupo Televisa SAB(a) | 109,894 | 135,780 | ||||||
Industrias Penoles SAB de C.V. | 7,755 | 125,310 | ||||||
Infraestructura Energetica Nova SAB de C.V. | 33,988 | 102,418 | ||||||
Kimberly-Clark de Mexico SAB de C.V., Class A | 78,500 | 124,612 | ||||||
Megacable Holdings SAB de CV, CPO | 21,129 | 60,803 | ||||||
Orbia Advance Corp. SAB de CV | 36,623 | 64,165 | ||||||
Promotora y Operadora de Infraestructura SAB de C.V.(a) | 14,276 | 100,958 | ||||||
Wal-Mart de Mexico SAB de CV | 218,061 | 523,173 | ||||||
|
| |||||||
4,713,423 | ||||||||
Netherlands — 2.6% | ||||||||
ABN AMRO Bank NV(d) | 19,393 | 162,116 | ||||||
Adyen NV(a)(d) | 855 | 1,577,033 | ||||||
Aegon NV | 60,851 | 157,501 | ||||||
Akzo Nobel NV | 9,256 | 935,508 | ||||||
Altice Europe NV(a) | 33,037 | 157,293 | ||||||
Argenx SE(a) | 2,122 | 560,561 | ||||||
ASML Holding NV | 19,899 | 7,350,151 | ||||||
EXOR NV | 6,176 | 335,250 | ||||||
Heineken Holding NV | 5,886 | 458,685 | ||||||
Heineken NV | 12,101 | 1,077,313 | ||||||
ING Groep NV(a) | 180,010 | 1,284,707 | ||||||
Just Eat Takeaway.com NV(a)(d) | 5,735 | 642,014 | ||||||
Koninklijke Ahold Delhaize NV | 49,896 | 1,474,821 | ||||||
Koninklijke DSM NV | 7,996 | 1,316,393 | ||||||
Koninklijke KPN NV | 156,837 | 367,989 | ||||||
Koninklijke Philips NV(a) | 43,217 | 2,040,668 | ||||||
Koninklijke Vopak NV(b) | 2,976 | 167,691 | ||||||
NN Group NV | 13,812 | 517,725 | ||||||
Randstad NV(a) | 6,023 | 314,072 | ||||||
Royal Dutch Shell PLC | 370,303 | 4,559,807 | ||||||
Wolters Kluwer NV | 12,557 | 1,071,143 | ||||||
|
| |||||||
26,528,441 | ||||||||
New Zealand — 0.2% | ||||||||
a2 Milk Co. Ltd.(a) | 39,014 | 397,064 | ||||||
Auckland International Airport Ltd.(a) | 55,568 | 269,721 | ||||||
Fisher & Paykel Healthcare Corp. Ltd. | 27,280 | 602,084 |
12 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
New Zealand (continued) | ||||||||
Mercury NZ Ltd. | 24,362 | $ | 82,436 | |||||
Meridian Energy Ltd. | 47,463 | 156,100 | ||||||
Ryman Healthcare Ltd. | 13,399 | 125,882 | ||||||
Spark New Zealand Ltd. | 83,974 | 262,024 | ||||||
|
| |||||||
1,895,311 | ||||||||
Norway — 0.3% | ||||||||
DNB ASA(a) | 41,568 | 579,068 | ||||||
Equinor ASA | 49,235 | 697,545 | ||||||
Gjensidige Forsikring ASA | 10,495 | 212,993 | ||||||
Mowi ASA | 20,651 | 367,420 | ||||||
Norsk Hydro ASA(a) | 62,662 | 172,961 | ||||||
Orkla ASA | 34,581 | 349,008 | ||||||
Schibsted ASA, B Shares(a) | 4,171 | 166,171 | ||||||
Telenor ASA | 30,733 | 515,969 | ||||||
Yara International ASA | 7,355 | 283,019 | ||||||
|
| |||||||
3,344,154 | ||||||||
Pakistan — 0.0% | ||||||||
Habib Bank Ltd. | 10,100 | 7,967 | ||||||
MCB Bank Ltd. | 84,068 | 88,161 | ||||||
Oil & Gas Development Co. Ltd. | 11,100 | 6,920 | ||||||
|
| |||||||
103,048 | ||||||||
Peru — 0.1% | ||||||||
Cia de Minas Buenaventura SAA, ADR | 9,607 | 117,398 | ||||||
Credicorp Ltd. | 3,359 | 416,482 | ||||||
Southern Copper Corp.(b) | 3,339 | 151,156 | ||||||
|
| |||||||
685,036 | ||||||||
Philippines — 0.2% | ||||||||
Aboitiz Equity Ventures, Inc. | 70,570 | 67,449 | ||||||
Aboitiz Power Corp. | 14,700 | 7,756 | ||||||
Ayala Corp. | 13,480 | 192,747 | ||||||
Ayala Land, Inc. | 317,200 | 195,223 | ||||||
Bank of the Philippine Islands | 26,042 | 34,482 | ||||||
BDO Unibank, Inc. | 93,622 | 167,057 | ||||||
Globe Telecom, Inc. | 905 | 38,818 | ||||||
GT Capital Holdings, Inc. | 3,701 | 29,621 | ||||||
International Container Terminal Services, Inc. | 41,800 | 95,361 | ||||||
JG Summit Holdings, Inc. | 156,443 | 194,914 | ||||||
Jollibee Foods Corp. | 12,070 | 36,185 | ||||||
Manila Electric Co. | 11,960 | 67,052 | ||||||
Megaworld Corp.(a) | 600,000 | 36,829 | ||||||
Metro Pacific Investments Corp. | 584,000 | 42,198 | ||||||
Metropolitan Bank & Trust Co. | 96,987 | 76,785 | ||||||
PLDT, Inc. | 6,295 | 172,994 | ||||||
SM Investments Corp. | 9,052 | 165,084 | ||||||
SM Prime Holdings, Inc. | 486,150 | 296,267 | ||||||
Universal Robina Corp. | 34,300 | 95,129 | ||||||
|
| |||||||
2,011,951 | ||||||||
Poland — 0.2% | ||||||||
Bank Polska Kasa Opieki SA(a) | 7,442 | 96,941 | ||||||
CD Projekt SA(a) | 3,685 | 399,004 | ||||||
Cyfrowy Polsat SA(a) | 8,953 | 62,660 | ||||||
Dino Polska SA(a)(d) | 1,416 | 83,297 | ||||||
Grupa Lotos SA | 6,134 | 54,713 | ||||||
KGHM Polska Miedz SA(a) | 7,250 | 221,864 | ||||||
LPP SA(a) | 55 | 93,467 | ||||||
mBank SA(a) | 573 | 24,737 | ||||||
Orange Polska SA(a) | 32,359 | 57,269 | ||||||
PGE Polska Grupa Energetyczna SA(a) | 30,296 | 50,308 | ||||||
Polski Koncern Naftowy ORLEN SA | 11,167 | 132,531 | ||||||
Polskie Gornictwo Naftowe i Gazownictwo SA | 93,796 | 122,710 |
Security | Shares | Value | ||||||
Poland (continued) | ||||||||
Powszechna Kasa Oszczednosci Bank Polski | 38,504 | $ | 211,326 | |||||
Powszechny Zaklad Ubezpieczen SA(a) | 26,379 | 169,278 | ||||||
Santander Bank Polska SA(a) | 1,611 | 59,403 | ||||||
|
| |||||||
1,839,508 | ||||||||
Portugal — 0.1% | ||||||||
EDP - Energias de Portugal SA | 132,565 | 651,813 | ||||||
Galp Energia SGPS SA | 25,061 | 232,453 | ||||||
Jeronimo Martins SGPS SA | 10,590 | 170,291 | ||||||
|
| |||||||
1,054,557 | ||||||||
Qatar — 0.2% | ||||||||
Barwa Real Estate Co. | 109,970 | 104,702 | ||||||
Commercial Bank PSQC | 100,850 | 111,440 | ||||||
Industries Qatar QSC | 97,136 | 261,056 | ||||||
Masraf Al Rayan QSC | 154,440 | 174,931 | ||||||
Mesaieed Petrochemical Holding Co. | 245,102 | 138,499 | ||||||
Ooredoo QPSC | 63,062 | 114,929 | ||||||
Qatar Electricity & Water Co. QSC | 34,989 | 160,985 | ||||||
Qatar Fuel QSC | 23,217 | 111,855 | ||||||
Qatar International Islamic Bank QSC | 39,371 | 89,880 | ||||||
Qatar Islamic Bank SAQ | 52,150 | 234,024 | ||||||
Qatar National Bank QPSC | 200,811 | 994,491 | ||||||
|
| |||||||
2,496,792 | ||||||||
Romania — 0.0% | ||||||||
NEPI Rockcastle PLC | 22,422 | 92,381 | ||||||
|
| |||||||
Russia — 0.9% | ||||||||
Alrosa PJSC(a) | 178,743 | 169,539 | ||||||
Evraz PLC | 27,295 | 121,541 | ||||||
Gazprom PJSC | 472,759 | 1,034,985 | ||||||
Gazprom PJSC, ADR | 34,210 | 148,880 | ||||||
Inter RAO UES PJSC | 1,289,334 | 92,929 | ||||||
LUKOIL PJSC | 19,571 | 1,124,416 | ||||||
Magnit PJSC, GDR | 14,877 | 221,770 | ||||||
Magnitogorsk Iron & Steel Works PJSC | 206,260 | 102,375 | ||||||
MMC Norilsk Nickel PJSC | 3,130 | 756,066 | ||||||
Mobile TeleSystems PJSC, ADR | 25,223 | 220,197 | ||||||
Moscow Exchange MICEX-RTS PJSC(a) | 63,850 | 120,172 | ||||||
Novatek PJSC, GDR | 4,198 | 574,642 | ||||||
Novolipetsk Steel PJSC | 57,306 | 126,510 | ||||||
PhosAgro PJSC, GDR | 7,652 | 91,982 | ||||||
Polymetal International PLC | 8,117 | 177,542 | ||||||
Polyus PJSC | 1,439 | 301,205 | ||||||
Rosneft Oil Co. PJSC | 22,083 | 108,791 | ||||||
Rosneft Oil Co. PJSC, GDR | 29,564 | 145,225 | ||||||
Sberbank of Russia PJSC(a) | 503,311 | 1,472,339 | ||||||
Severstal PJSC | 10,830 | 138,026 | ||||||
Surgutneftegas PJSC | 321,026 | 142,805 | ||||||
Surgutneftegas PJSC, ADR | 9,276 | 40,845 | ||||||
Tatneft PJSC | 64,821 | 384,570 | ||||||
VTB Bank PJSC(a) | 86,510,000 | 38,303 | ||||||
VTB Bank PJSC, GDR(a) | 50,000 | 41,684 | ||||||
X5 Retail Group NV, GDR | 4,717 | 175,286 | ||||||
Yandex NV, Class A(a) | 13,646 | 884,922 | ||||||
|
| |||||||
8,957,547 | ||||||||
Saudi Arabia — 0.8% | ||||||||
Advanced Petrochemical Co. | 6,265 | 98,901 | ||||||
Al Rajhi Bank | 55,261 | 968,582 | ||||||
Alinma Bank(a) | 51,081 | 222,897 | ||||||
Almarai Co. JSC | 14,060 | 198,827 | ||||||
Arab National Bank | 31,320 | 169,986 | ||||||
Bank AlBilad | 11,600 | 74,898 |
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 | 13 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Saudi Arabia (continued) | ||||||||
Bank Al-Jazira | 25,089 | $ | 93,915 | |||||
Banque Saudi Fransi | 25,272 | 218,433 | ||||||
Bupa Arabia for Cooperative Insurance Co.(a) | 3,161 | 103,633 | ||||||
Co. for Cooperative Insurance(a) | 5,107 | 118,693 | ||||||
Dar Al Arkan Real Estate Development Co.(a) | 26,789 | 67,089 | ||||||
Etihad Etisalat Co.(a) | 14,520 | 110,708 | ||||||
Jarir Marketing Co. | 2,022 | 101,228 | ||||||
National Commercial Bank | 69,878 | 694,136 | ||||||
National Industrialization Co.(a) | 29,825 | 105,786 | ||||||
Rabigh Refining & Petrochemical Co.(a) | 22,379 | 93,356 | ||||||
Riyad Bank | 55,131 | 274,758 | ||||||
Sahara International Petrochemical Co. | 14,239 | 62,821 | ||||||
Samba Financial Group | 46,040 | 331,151 | ||||||
Saudi Airlines Catering Co. | 4,132 | 90,992 | ||||||
Saudi Arabian Fertilizer Co. | 8,326 | 182,185 | ||||||
Saudi Arabian Mining Co.(a) | 20,212 | 226,004 | ||||||
Saudi Arabian Oil Co.(d) | 76,842 | 735,910 | ||||||
Saudi Basic Industries Corp. | 42,762 | 1,009,922 | ||||||
Saudi British Bank | 31,658 | 213,804 | ||||||
Saudi Cement Co. | 5,760 | 89,220 | ||||||
Saudi Electricity Co. | 40,008 | 183,698 | ||||||
Saudi Industrial Investment Group | 15,022 | 93,357 | ||||||
Saudi Kayan Petrochemical Co.(a) | 43,107 | 134,691 | ||||||
Saudi Telecom Co. | 28,508 | 764,446 | ||||||
Savola Group | 12,960 | 166,125 | ||||||
Yanbu National Petrochemical Co. | 12,736 | 199,687 | ||||||
|
| |||||||
8,199,839 | ||||||||
Singapore — 0.6% | ||||||||
Ascendas Real Estate Investment Trust | 158,198 | 378,557 | ||||||
BOC Aviation Ltd.(d) | 12,300 | 84,281 | ||||||
CapitaLand Commercial Trust | 124,412 | 150,855 | ||||||
CapitaLand Ltd. | 58,800 | 117,562 | ||||||
CapitaLand Mall Trust | 134,200 | 191,000 | ||||||
City Developments Ltd. | 17,400 | 97,953 | ||||||
DBS Group Holdings Ltd.(b) | 85,884 | 1,262,610 | ||||||
Genting Singapore Ltd.(b) | 233,100 | 115,063 | ||||||
Jardine Cycle & Carriage Ltd. | 4,444 | 58,988 | ||||||
Keppel Corp. Ltd. | 81,000 | 265,331 | ||||||
Mapletree Commercial Trust(b) | 114,900 | 165,062 | ||||||
Mapletree Logistics Trust(b) | 100,700 | 151,681 | ||||||
Oversea-Chinese Banking Corp. Ltd.(b) | 152,749 | 949,906 | ||||||
Singapore Airlines Ltd.(b) | 71,999 | 184,251 | ||||||
Singapore Exchange Ltd. | 42,100 | 283,950 | ||||||
Singapore Technologies Engineering Ltd.(b) | 65,500 | 166,915 | ||||||
Singapore Telecommunications Ltd.(b) | 363,400 | 568,747 | ||||||
Suntec Real Estate Investment Trust(b) | 137,400 | 147,320 | ||||||
United Overseas Bank Ltd. | 55,500 | 781,839 | ||||||
UOL Group Ltd.(b) | 22,000 | 108,101 | ||||||
Venture Corp. Ltd. | 11,200 | 159,029 | ||||||
|
| |||||||
6,389,001 | ||||||||
South Africa — 1.1% | ||||||||
Absa Group Ltd. | 39,136 | 207,364 | ||||||
Anglo American Platinum Ltd. | 2,774 | 192,058 | ||||||
Anglo American PLC | 53,079 | 1,284,171 | ||||||
AngloGold Ashanti Ltd. | 19,921 | 521,127 | ||||||
Aspen Pharmacare Holdings Ltd.(a) | 18,439 | 131,637 | ||||||
Bid Corp. Ltd. | 14,178 | 218,133 | ||||||
Bidvest Group Ltd. | 15,555 | 127,715 | ||||||
Capitec Bank Holdings Ltd. | 3,567 | 219,696 | ||||||
Clicks Group Ltd.(b) | 10,206 | 135,469 | ||||||
Discovery Ltd. | 20,716 | 157,291 |
Security | Shares | Value | ||||||
South Africa (continued) | ||||||||
Exxaro Resources Ltd. | 14,243 | $ | 105,522 | |||||
FirstRand Ltd. | 209,702 | 514,582 | ||||||
Gold Fields Ltd. | 38,623 | 472,498 | ||||||
Growthpoint Properties Ltd. | 122,689 | 89,681 | ||||||
Harmony Gold Mining Co. Ltd.(a) | 22,182 | 117,423 | ||||||
Impala Platinum Holdings Ltd. | 38,734 | 336,548 | ||||||
Kumba Iron Ore Ltd. | 2,943 | 86,937 | ||||||
Life Healthcare Group Holdings Ltd. | 84,544 | 85,947 | ||||||
Momentum Metropolitan Holdings | 20,454 | 18,928 | ||||||
Mr Price Group Ltd. | 10,819 | 84,837 | ||||||
MTN Group Ltd. | 86,848 | 291,387 | ||||||
MultiChoice Group | 18,030 | 104,149 | ||||||
Naspers Ltd., N Shares | 20,230 | 3,573,100 | ||||||
Nedbank Group Ltd. | 13,419 | 80,299 | ||||||
Northam Platinum Ltd.(a) | 18,042 | 183,381 | ||||||
Old Mutual Ltd. | 220,791 | 136,093 | ||||||
Pepkor Holdings Ltd.(d) | 88,345 | 58,756 | ||||||
Rand Merchant Investment Holdings Ltd. | 48,390 | 83,866 | ||||||
Remgro Ltd. | 22,131 | 123,691 | ||||||
Sanlam Ltd. | 86,962 | 268,043 | ||||||
Sasol Ltd.(a) | 23,294 | 179,104 | ||||||
Shoprite Holdings Ltd.(b) | 21,012 | 171,420 | ||||||
Sibanye Stillwater Ltd. | 109,857 | 304,895 | ||||||
SPAR Group Ltd. | 12,100 | 137,001 | ||||||
Standard Bank Group Ltd. | 58,955 | 378,654 | ||||||
Tiger Brands Ltd. | 7,701 | 87,709 | ||||||
Vodacom Group Ltd. | 34,946 | 256,269 | ||||||
Woolworths Holdings Ltd. | 14,640 | 30,707 | ||||||
|
| |||||||
11,556,088 | ||||||||
South Korea — 3.3% | ||||||||
Alteogen Inc.(a) | 938 | 143,929 | ||||||
Amorepacific Corp. | 1,341 | 186,949 | ||||||
AMOREPACIFIC Group | 739 | 30,795 | ||||||
BGF retail Co. Ltd. | 426 | 45,053 | ||||||
BNK Financial Group, Inc. | 6,375 | 27,583 | ||||||
Celltrion Healthcare Co. Ltd.(a) | 3,160 | 237,038 | ||||||
Celltrion, Inc.(a) | 4,433 | 975,100 | ||||||
Cheil Worldwide, Inc. | 4,081 | 73,102 | ||||||
CJ CheilJedang Corp. | 487 | 164,380 | ||||||
CJ Corp. | 848 | 58,884 | ||||||
CJ ENM Co. Ltd. | 390 | 47,431 | ||||||
CJ Logistics Corp.(a) | 414 | 62,773 | ||||||
Coway Co. Ltd.(a) | 2,504 | 170,301 | ||||||
Daelim Industrial Co. Ltd. | 1,073 | 70,918 | ||||||
Daewoo Shipbuilding & Marine Engineering Co. Ltd.(a) | 3,397 | 68,924 | ||||||
DB Insurance Co. Ltd. | 1,949 | 75,322 | ||||||
Doosan Bobcat, Inc. | 2,907 | 67,104 | ||||||
DuzonBizon Co. Ltd. | 1,032 | 91,963 | ||||||
E-MART, Inc. | 1,515 | 183,044 | ||||||
Fila Korea Ltd. | 2,176 | 68,000 | ||||||
GS Engineering & Construction Corp. | 910 | 18,744 | ||||||
GS Holdings Corp. | 2,934 | 77,681 | ||||||
GS Retail Co. Ltd. | 2,671 | 76,550 | ||||||
Hana Financial Group, Inc. | 13,571 | 326,017 | ||||||
Hankook Tire & Technology Co. Ltd. | 4,552 | 122,662 | ||||||
Hanmi Pharm Co. Ltd. | 234 | 54,706 | ||||||
Hanon Systems | 14,702 | 155,248 | ||||||
Hanwha Chemical Corp. | 4,037 | 132,424 | ||||||
Hanwha Corp. | 1,508 | 32,424 | ||||||
HLB, Inc.(a) | 2,739 | 241,451 | ||||||
Hotel Shilla Co. Ltd. | 1,174 | 76,034 |
14 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
South Korea (continued) | ||||||||
Hyundai Engineering & Construction Co. Ltd. | 3,298 | $ | 85,611 | |||||
Hyundai Glovis Co. Ltd. | 1,004 | 123,448 | ||||||
Hyundai Heavy Industries Holdings Co. Ltd. | 422 | 78,458 | ||||||
Hyundai Marine & Fire Insurance Co. Ltd. | 4,560 | 87,234 | ||||||
Hyundai Mobis Co. Ltd.(a) | 3,072 | 602,677 | ||||||
Hyundai Motor Co.(a) | 7,239 | 1,102,645 | ||||||
Hyundai Steel Co. | 3,455 | 72,609 | ||||||
Industrial Bank of Korea | 10,461 | 71,460 | ||||||
Kakao Corp. | 2,692 | 837,087 | ||||||
Kangwon Land, Inc. | 4,062 | 74,680 | ||||||
KB Financial Group, Inc. | 19,522 | 628,608 | ||||||
Kia Motors Corp. | 13,849 | 555,372 | ||||||
KMW Co. Ltd.(a) | 820 | 54,806 | ||||||
Korea Aerospace Industries Ltd. | 2,844 | 55,157 | ||||||
Korea Electric Power Corp.(a) | 10,419 | 181,541 | ||||||
Korea Gas Corp. | 753 | 15,808 | ||||||
Korea Investment Holdings Co. Ltd. | 1,486 | 91,841 | ||||||
Korea Shipbuilding & Offshore Engineering Co. Ltd.(a) | 1,655 | 116,721 | ||||||
Korea Zinc Co. Ltd. | 398 | 128,451 | ||||||
Korean Air Lines Co. Ltd.(a) | 6,967 | 111,992 | ||||||
KT&G Corp. | 6,333 | 447,249 | ||||||
Kumho Petrochemical Co. Ltd. | 423 | 39,683 | ||||||
LG Chem Ltd. | 2,275 | 1,269,836 | ||||||
LG Corp. | 4,097 | 260,134 | ||||||
LG Display Co. Ltd.(a) | 10,040 | 131,525 | ||||||
LG Electronics, Inc. | 4,945 | 387,356 | ||||||
LG Household & Health Care Ltd. | 441 | 544,218 | ||||||
LG Innotek Co. Ltd. | 809 | 106,762 | ||||||
LG Uplus Corp. | 14,417 | 141,642 | ||||||
Lotte Chemical Corp. | 865 | 145,012 | ||||||
Lotte Corp. | 2,177 | 53,048 | ||||||
Lotte Shopping Co. Ltd. | 260 | 17,432 | ||||||
Meritz Securities Co. Ltd. | 25,240 | 69,947 | ||||||
Mirae Asset Daewoo Co. Ltd. | 9,107 | 65,892 | ||||||
NAVER Corp. | 5,651 | 1,436,039 | ||||||
NCSoft Corp. | 791 | 545,104 | ||||||
Netmarble Corp.(a)(d) | 706 | 99,883 | ||||||
NH Investment & Securities Co. Ltd. | 5,312 | 41,483 | ||||||
Orion Corp/Republic of Korea | 907 | 101,631 | ||||||
Pan Ocean Co. Ltd.(a) | 23,834 | 69,393 | ||||||
Pearl Abyss Corp.(a) | 511 | 87,999 | ||||||
POSCO | 3,587 | 600,513 | ||||||
POSCO Chemical Co. Ltd. | 423 | 30,243 | ||||||
Posco International Corp. | 1,160 | 13,246 | ||||||
S-1 Corp. | 442 | 33,143 | ||||||
Samsung Biologics Co. Ltd.(a)(d) | 759 | 447,459 | ||||||
Samsung C&T Corp. | 4,015 | 360,320 | ||||||
Samsung Card Co. Ltd. | 1,210 | 29,214 | ||||||
Samsung Electro-Mechanics Co. Ltd. | 2,330 | 276,127 | ||||||
Samsung Electronics Co. Ltd. | 219,449 | 10,894,354 | ||||||
Samsung Engineering Co. Ltd.(a) | 6,952 | 62,460 | ||||||
Samsung Fire & Marine Insurance Co. Ltd. | 1,332 | 207,505 | ||||||
Samsung Heavy Industries Co. Ltd.(a) | 24,292 | 110,423 | ||||||
Samsung Life Insurance Co. Ltd. | 3,145 | 164,133 | ||||||
Samsung SDI Co. Ltd. | 2,617 | 966,768 | ||||||
Samsung SDS Co. Ltd. | 1,413 | 204,556 | ||||||
Samsung Securities Co. Ltd. | 2,723 | 71,157 | ||||||
Seegene, Inc. | 872 | 194,159 | ||||||
Shin Poong Pharmaceutical Co. Ltd.(a) | 1,384 | 149,122 | ||||||
Shinhan Financial Group Co. Ltd. | 21,889 | 513,528 | ||||||
Shinsegae, Inc. | 335 | 60,614 | ||||||
SK Holdings Co. Ltd. | 1,532 | 258,669 |
Security | Shares | Value | ||||||
South Korea (continued) | ||||||||
SK Hynix, Inc. | 25,633 | $ | 1,837,443 | |||||
SK Innovation Co. Ltd.(a) | 2,885 | 341,918 | ||||||
SK Telecom Co. Ltd. | 1,787 | 363,264 | ||||||
S-Oil Corp.(a) | 2,657 | 116,692 | ||||||
Woori Financial Group, Inc. | 25,605 | 187,226 | ||||||
Yuhan Corp. | 1,850 | 101,603 | ||||||
|
| |||||||
33,895,867 | ||||||||
Spain — 1.4% | ||||||||
ACS Actividades de Construccion y Servicios SA | 12,165 | 274,986 | ||||||
Aena SME SA(a)(d) | 3,031 | 422,001 | ||||||
Amadeus IT Group SA | 20,182 | 1,120,827 | ||||||
Banco Bilbao Vizcaya Argentaria SA | 315,429 | 875,610 | ||||||
Banco Santander SA(a) | 765,170 | 1,427,010 | ||||||
Bankinter SA | 28,922 | 124,508 | ||||||
CaixaBank SA | 188,559 | 400,289 | ||||||
Cellnex Telecom SA(d) | 15,166 | 920,616 | ||||||
Enagas SA | 8,450 | 194,968 | ||||||
Endesa SA | 16,421 | 439,229 | ||||||
Ferrovial SA | 22,218 | 539,684 | ||||||
Grifols SA , Class A | 14,947 | 429,803 | ||||||
Iberdrola SA | 269,083 | 3,312,031 | ||||||
Industria de Diseno Textil SA | 50,106 | 1,386,152 | ||||||
Mapfre SA | 66,978 | 105,079 | ||||||
Naturgy Energy Group SA | 14,485 | 290,492 | ||||||
Red Electrica Corp. SA | 20,753 | 389,229 | ||||||
Repsol SA | 66,178 | 447,073 | ||||||
Siemens Gamesa Renewable Energy SA | 10,554 | 285,613 | ||||||
Telefonica SA | 191,279 | 655,239 | ||||||
|
| |||||||
14,040,439 | ||||||||
Sweden — 1.9% | ||||||||
Alfa Laval AB(a) | 15,879 | 350,521 | ||||||
Assa Abloy AB, Class B | 48,799 | 1,140,926 | ||||||
Atlas Copco AB, A Shares | 48,634 | 2,219,298 | ||||||
Boliden AB(a) | 11,741 | 348,363 | ||||||
Electrolux AB, Series B | 12,552 | 292,598 | ||||||
Epiroc AB, Class A | 32,873 | 476,206 | ||||||
Epiroc AB, Class B | 15,591 | 216,414 | ||||||
EQT AB | 10,674 | 207,124 | ||||||
Essity AB, Class B(a) | 26,739 | 902,742 | ||||||
Evolution Gaming Group AB(d) | 6,058 | 400,271 | ||||||
Hennes & Mauritz AB, Class B | 35,786 | 616,519 | ||||||
Hexagon AB, B Shares(a) | 13,128 | 991,597 | ||||||
Husqvarna AB, B Shares | 19,743 | 217,097 | ||||||
ICA Gruppen AB | 4,845 | 246,135 | ||||||
Industrivarden AB, C Shares(a) | 8,883 | �� | 236,232 | |||||
Investment AB Latour | 5,146 | 120,899 | ||||||
Investor AB, B Shares | 21,196 | 1,384,517 | ||||||
Kinnevik AB, Class B | 10,274 | 417,005 | ||||||
L E Lundbergforetagen AB, B Shares(a) | 3,263 | 161,222 | ||||||
Lundin Energy AB | 9,142 | 181,293 | ||||||
Nibe Industrier AB(a) | 14,486 | 372,306 | ||||||
Sandvik AB(a) | 50,868 | 994,740 | ||||||
Securitas AB, B Shares(a) | 13,331 | 203,790 | ||||||
Skandinaviska Enskilda Banken AB, Class A(a) | 72,272 | 641,889 | ||||||
Skanska AB, B Shares(a) | 16,387 | 346,071 | ||||||
SKF AB, B Shares | 17,305 | 357,012 | ||||||
Svenska Cellulosa AB SCA, Class B(a) | 24,929 | 341,762 | ||||||
Svenska Handelsbanken AB, A Shares(a) | 73,897 | 618,279 | ||||||
Swedbank AB, A Shares(a) | 41,928 | 656,408 | ||||||
Swedish Match AB | 8,618 | 704,665 | ||||||
Tele2 AB, Class B | 26,650 | 375,737 |
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 | 15 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Sweden (continued) | ||||||||
Telefonaktiebolaget LM Ericsson | 138,110 | $ | 1,511,370 | |||||
Telia Co. AB | 121,918 | 498,783 | ||||||
Volvo AB, B Shares(a) | 67,265 | 1,292,151 | ||||||
|
| |||||||
20,041,942 | ||||||||
Switzerland — 6.4% | ||||||||
ABB Ltd., Registered Shares | 87,453 | 2,223,391 | ||||||
Adecco Group AG, Registered Shares | 7,309 | 385,662 | ||||||
Alcon, Inc.(a) | 23,032 | 1,305,815 | ||||||
Baloise Holding AG, Registered Shares | 1,908 | 280,904 | ||||||
Banque Cantonale Vaudoise, Registered Shares | 1,511 | 153,338 | ||||||
Barry Callebaut AG, Registered Shares | 140 | 311,831 | ||||||
Chocoladefabriken Lindt & Spruengli AG | 46 | 388,285 | ||||||
Chocoladefabriken Lindt & Spruengli AG, Registered Shares | 5 | 445,487 | ||||||
Cie Financiere Richemont SA, Registered Shares | 23,979 | 1,610,018 | ||||||
Clariant AG, Registered Shares | 8,166 | 161,091 | ||||||
Coca-Cola HBC AG(a) | 8,830 | 218,038 | ||||||
Credit Suisse Group AG, Registered Shares | 108,756 | 1,085,678 | ||||||
EMS-Chemie Holding AG, Registered Shares | 335 | 300,986 | ||||||
Geberit AG, Registered Shares | 1,729 | 1,022,918 | ||||||
Givaudan SA, Registered Shares | 438 | 1,891,199 | ||||||
Julius Baer Group Ltd. | 11,774 | 500,070 | ||||||
Kuehne + Nagel International AG, Registered Shares | 2,624 | 509,511 | ||||||
LafargeHolcim Ltd., Registered Shares(a) | 23,694 | 1,078,540 | ||||||
Logitech International SA, Registered Shares(b) | 7,661 | 593,437 | ||||||
Lonza Group AG, Registered Shares | 3,574 | 2,205,641 | ||||||
Nestle SA, Registered Shares | 137,400 | 16,352,245 | ||||||
Novartis AG, Registered Shares | 101,751 | 8,834,461 | ||||||
Partners Group Holding AG | 836 | 768,956 | ||||||
Roche Holding AG | 32,617 | 11,172,645 | ||||||
Schindler Holding AG | 1,797 | 490,545 | ||||||
Schindler Holding AG, Registered Shares | 1,003 | 272,212 | ||||||
SGS SA, Registered Shares | 268 | 718,196 | ||||||
Sika AG, Registered Shares | 6,707 | 1,646,915 | ||||||
Sonova Holding AG, Registered Shares(a) | 2,745 | 695,624 | ||||||
Straumann Holding AG, Registered Shares | 478 | 483,545 | ||||||
Swatch Group AG | 1,402 | 326,786 | ||||||
Swatch Group AG, Registered Shares | 1,269 | 57,145 | ||||||
Swiss Life Holding AG, Registered Shares(a) | 1,394 | 527,478 | ||||||
Swiss Prime Site AG, Registered Shares | 3,220 | 292,439 | ||||||
Swiss Re AG | 14,184 | 1,052,153 | ||||||
Swisscom AG, Registered Shares | 1,150 | 609,222 | ||||||
Temenos AG, Registered Shares | 3,519 | 472,969 | ||||||
UBS Group AG, Registered Shares | 171,864 | 1,920,220 | ||||||
Vifor Pharma AG | 2,169 | 295,037 | ||||||
Zurich Insurance Group AG | 7,144 | 2,491,220 | ||||||
|
| |||||||
66,151,853 | ||||||||
Taiwan — 3.6% | ||||||||
Accton Technology Corp. | 27,000 | 208,890 | ||||||
Acer, Inc.(a) | 69,504 | 59,888 | ||||||
Advantech Co. Ltd. | 25,157 | 254,572 | ||||||
ASE Technology Holding Co. Ltd. | 147,343 | 303,361 | ||||||
Asia Cement Corp. | 94,233 | 135,776 | ||||||
ASMedia Technology Inc. | 2,000 | 101,405 | ||||||
Asustek Computer, Inc. | 38,220 | 336,268 | ||||||
AU Optronics Corp.(a) | 414,000 | 161,242 | ||||||
Catcher Technology Co. Ltd. | 27,000 | 170,599 | ||||||
Cathay Financial Holding Co. Ltd. | 361,488 | 483,936 | ||||||
Chailease Holding Co. Ltd. | 71,159 | 325,963 | ||||||
Chang Hwa Commercial Bank Ltd. | 244,073 | 146,904 | ||||||
Cheng Shin Rubber Industry Co. Ltd. | 66,436 | 85,029 |
Security | Shares | Value | ||||||
Taiwan (continued) | ||||||||
Chicony Electronics Co. Ltd. | 15,856 | $ | 46,289 | |||||
China Development Financial Holding Corp. | 577,765 | 170,896 | ||||||
China Life Insurance Co. Ltd. | 132,016 | 91,129 | ||||||
China Steel Corp. | 419,638 | 297,210 | ||||||
Chunghwa Telecom Co. Ltd. | 154,000 | 569,140 | ||||||
Compal Electronics, Inc. | 192,000 | 126,980 | ||||||
CTBC Financial Holding Co. Ltd. | 668,601 | 427,170 | ||||||
Delta Electronics, Inc. | 88,000 | 577,847 | ||||||
E.Sun Financial Holding Co. Ltd. | 597,410 | 532,045 | ||||||
Eclat Textile Co. Ltd. | 7,303 | 91,313 | ||||||
Eva Airways Corp. | 83,492 | 30,873 | ||||||
Evergreen Marine Corp. Taiwan Ltd.(a) | 109,139 | 60,169 | ||||||
Far Eastern New Century Corp. | 80,607 | 70,814 | ||||||
Far EasTone Telecommunications Co. Ltd. | 46,000 | 97,156 | ||||||
Feng TAY Enterprise Co. Ltd. | 21,318 | 128,691 | ||||||
First Financial Holding Co. Ltd. | 492,814 | 351,686 | ||||||
Formosa Chemicals & Fibre Corp. | 161,360 | 379,960 | ||||||
Formosa Petrochemical Corp. | 50,000 | 138,750 | ||||||
Formosa Plastics Corp. | 186,040 | 508,282 | ||||||
Formosa Taffeta Co. Ltd. | 31,000 | 33,635 | ||||||
Foxconn Technology Co. Ltd. | 43,007 | 76,883 | ||||||
Fubon Financial Holding Co. Ltd. | 278,952 | 405,907 | ||||||
Giant Manufacturing Co. Ltd. | 10,000 | 94,753 | ||||||
Globalwafers Co. Ltd. | 8,000 | 107,042 | ||||||
Highwealth Construction Corp. | 68,640 | 102,534 | ||||||
Hiwin Technologies Corp. | 12,767 | 126,865 | ||||||
Hon Hai Precision Industry Co. Ltd. | 594,800 | 1,599,126 | ||||||
Hotai Motor Co. Ltd. | 13,000 | 290,988 | ||||||
Hua Nan Financial Holdings Co. Ltd. | 454,222 | 278,470 | ||||||
Innolux Corp.(a) | 428,494 | 139,873 | ||||||
Inventec Corp. | 92,470 | 72,033 | ||||||
Largan Precision Co. Ltd. | 5,000 | 585,548 | ||||||
Lite-On Technology Corp. | 99,816 | 159,875 | ||||||
MediaTek, Inc. | 70,255 | 1,488,630 | ||||||
Mega Financial Holding Co. Ltd. | 401,110 | 387,135 | ||||||
Micro-Star International Co. Ltd. | 37,000 | 170,813 | ||||||
Nan Ya Plastics Corp. | 270,790 | 559,750 | ||||||
Nanya Technology Corp. | 50,000 | 100,491 | ||||||
Nien Made Enterprise Co. Ltd. | 9,000 | 107,550 | ||||||
Novatek Microelectronics Corp. | 23,000 | 212,158 | ||||||
Pegatron Corp. | 110,000 | 244,245 | ||||||
Phison Electronics Corp. | 4,000 | 36,890 | ||||||
Pou Chen Corp. | 92,000 | 83,562 | ||||||
Powertech Technology, Inc. | 31,100 | 93,526 | ||||||
President Chain Store Corp. | 26,000 | 236,655 | ||||||
Quanta Computer, Inc. | 138,000 | 362,381 | ||||||
Realtek Semiconductor Corp. | 23,240 | 297,898 | ||||||
Ruentex Development Co. Ltd. | 51,576 | 69,673 | ||||||
Shanghai Commercial & Savings Bank Ltd. | 166,512 | 224,731 | ||||||
Shin Kong Financial Holding Co. Ltd. | 635,699 | 177,644 | ||||||
SinoPac Financial Holdings Co. Ltd. | 547,741 | 206,533 | ||||||
Standard Foods Corp. | 7,342 | 15,488 | ||||||
Synnex Technology International Corp. | 58,500 | 83,827 | ||||||
Taishin Financial Holding Co. Ltd. | 365,234 | 162,500 | ||||||
Taiwan Business Bank | 300,180 | 99,482 | ||||||
Taiwan Cement Corp. | 256,055 | 368,399 | ||||||
Taiwan Cooperative Financial Holding Co. Ltd. | 460,467 | 311,732 | ||||||
Taiwan High Speed Rail Corp. | 140,000 | 153,560 | ||||||
Taiwan Mobile Co. Ltd. | 64,800 | 216,580 | ||||||
Taiwan Semiconductor Manufacturing Co. Ltd. | 1,145,000 | 17,225,456 | ||||||
Uni-President Enterprises Corp. | 245,950 | 532,669 | ||||||
United Microelectronics Corp. | 527,000 | 519,821 |
16 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Taiwan (continued) | ||||||||
Vanguard International Semiconductor Corp. | 38,000 | $ | 127,123 | |||||
Walsin Technology Corp. | 13,000 | 70,047 | ||||||
Win Semiconductors Corp. | 16,000 | 159,539 | ||||||
Winbond Electronics Corp. | 163,000 | 79,423 | ||||||
Wistron Corp. | 133,161 | 138,097 | ||||||
Wiwynn Corp. | 2,000 | 45,458 | ||||||
WPG Holdings Ltd. | 78,448 | 105,784 | ||||||
Yageo Corp. | 19,783 | 242,922 | ||||||
Yuanta Financial Holding Co. Ltd. | 449,550 | 278,332 | ||||||
Zhen Ding Technology Holding Ltd. | 37,710 | 165,523 | ||||||
|
| |||||||
37,705,792 | ||||||||
Thailand — 0.5% | ||||||||
Advanced Info Service PCL, NVDR | 61,700 | 334,260 | ||||||
Airports of Thailand PCL, NVDR(b) | 219,900 | 394,000 | ||||||
Asset World Corp. PCL, NVDR(a) | 606,100 | 67,409 | ||||||
B Grimm Power PCL, NVDR | 9,700 | 12,987 | ||||||
Bangkok Bank PCL, Registered Shares | 25,100 | 76,402 | ||||||
Bangkok Commercial Asset Management PCL, NVDR(b) | 123,200 | 77,703 | ||||||
Bangkok Dusit Medical Services PCL, NVDR | 568,400 | 348,715 | ||||||
BTS Group Holdings PCL, NVDR | 513,400 | 154,267 | ||||||
Bumrungrad Hospital PCL, NVDR | 22,400 | 67,513 | ||||||
Central Pattana PCL, NVDR | 102,400 | 138,138 | ||||||
Charoen Pokphand Foods PCL, NVDR(b) | 204,000 | 180,815 | ||||||
CP ALL PCL, NVDR(a) | 291,000 | 554,733 | ||||||
Energy Absolute PCL, NVDR | 98,300 | 122,434 | ||||||
Global Power Synergy PCL, NVDR | 42,200 | 76,942 | ||||||
Home Product Center PCL, NVDR | 339,932 | 154,981 | ||||||
Indorama Ventures PCL, NVDR(b) | 97,000 | 64,967 | ||||||
IRPC PCL, NVDR | 492,400 | 29,998 | ||||||
Kasikornbank PCL | 58,200 | 142,139 | ||||||
Kasikornbank PCL, NVDR | 29,200 | 71,282 | ||||||
Krung Thai Bank PCL, NVDR | 285,275 | 79,868 | ||||||
Krungthai Card PCL, NVDR | 15,100 | 16,702 | ||||||
Land & Houses PCL, NVDR | 601,300 | 129,592 | ||||||
Minor International PCL, NVDR(a) | 146,680 | 92,762 | ||||||
Osotspa PCL, NVDR | 81,600 | 90,446 | ||||||
PTT Exploration & Production PCL, NVDR | 76,522 | 191,449 | ||||||
PTT Global Chemical PCL, NVDR | 115,068 | 143,589 | ||||||
PTT PCL, NVDR | 530,000 | 537,892 | ||||||
Siam Cement PCL, NVDR | 43,200 | 440,000 | ||||||
Siam Commercial Bank PCL, NVDR | 41,800 | 86,078 | ||||||
Srisawad Corp. PCL, NVDR | 53,800 | 83,448 | ||||||
Thai Oil PCL, NVDR | 51,600 | 52,360 | ||||||
Thai Union Group PCL, NVDR | 231,400 | 102,865 | ||||||
TMB Bank PCL, NVDR | 476,249 | 13,448 | ||||||
True Corp. PCL, NVDR | 783,140 | 76,994 | ||||||
|
| |||||||
5,207,178 | ||||||||
Turkey — 0.1% | ||||||||
Akbank TAS(a) | 148,211 | 97,630 | ||||||
Anadolu Efes Biracilik Ve Malt Sanayii | 14,158 | 37,798 | ||||||
BIM Birlesik Magazalar AS | 17,408 | 156,083 | ||||||
Eregli Demir ve Celik Fabrikalari TAS, Registered Shares | 51,754 | 63,435 | ||||||
Ford Otomotiv Sanayi | 2,700 | 30,591 | ||||||
Haci Omer Sabanci Holding | 32,457 | 34,869 | ||||||
KOC Holding | 17,992 | 34,064 | ||||||
Tupras Turkiye Petrol Rafinerileri AS(a) | 5,076 | 52,076 | ||||||
Turk Hava Yollari AO(a)(b) | 26,638 | 35,890 | ||||||
Turkcell Iletisim Hizmetleri AS | 33,444 | 65,188 |
Security | Shares | Value | ||||||
Turkey (continued) | ||||||||
Turkiye Garanti Bankasi AS(a) | 101,489 | $ | 92,761 | |||||
Turkiye Is Bankasi(a) | 88,347 | 61,164 | ||||||
|
| |||||||
761,549 | ||||||||
United Arab Emirates — 0.2% | ||||||||
Abu Dhabi Commercial Bank PJSC | 124,127 | 191,564 | ||||||
Aldar Properties PJSC | 145,452 | 80,275 | ||||||
Dubai Islamic Bank PJSC | 48,113 | 56,736 | ||||||
Emaar Malls PJSC(a) | 81,000 | 33,138 | ||||||
Emaar Properties PJSC(a) | 172,958 | 132,829 | ||||||
Emirates NBD Bank PJSC | 78,787 | 230,122 | ||||||
Emirates Telecommunications Group Co. PJSC | 97,764 | 444,324 | ||||||
First Abu Dhabi Bank PJSC | 142,970 | 441,169 | ||||||
|
| |||||||
1,610,157 | ||||||||
United Kingdom — 7.4% | ||||||||
3i Group PLC | 43,600 | 559,882 | ||||||
Admiral Group PLC | 8,582 | 289,430 | ||||||
Ashtead Group PLC | 21,063 | 758,508 | ||||||
Associated British Foods PLC | 15,914 | 383,137 | ||||||
AstraZeneca PLC | 60,959 | 6,660,649 | ||||||
Auto Trader Group PLC(d) | 41,090 | 298,330 | ||||||
AVEVA Group PLC | 2,132 | 131,498 | ||||||
Aviva PLC | 198,882 | 735,810 | ||||||
BAE Systems PLC | 157,440 | 977,782 | ||||||
Barclays PLC(a) | 740,265 | 933,887 | ||||||
Barratt Developments PLC | 47,948 | 294,051 | ||||||
Berkeley Group Holdings PLC | 6,196 | 337,761 | ||||||
BP PLC | 942,185 | 2,724,779 | ||||||
British American Tobacco PLC | 105,633 | 3,789,190 | ||||||
British Land Co. PLC | 47,803 | 208,393 | ||||||
BT Group PLC | 404,794 | 512,721 | ||||||
Bunzl PLC | 15,074 | 486,685 | ||||||
Burberry Group PLC | 20,817 | 417,260 | ||||||
CK Hutchison Holdings Ltd. | 134,008 | 812,055 | ||||||
CNH Industrial NV(a) | 47,161 | 364,759 | ||||||
Coca-Cola European Partners PLC | 10,226 | 396,871 | ||||||
Compass Group PLC | 81,120 | 1,218,565 | ||||||
Croda International PLC | 6,884 | 555,303 | ||||||
DCC PLC | 4,703 | 364,072 | ||||||
Diageo PLC | 107,758 | 3,701,345 | ||||||
Direct Line Insurance Group PLC | 67,525 | 235,507 | ||||||
Experian PLC | 43,340 | 1,628,473 | ||||||
Fiat Chrysler Automobiles NV(a) | 51,999 | 638,283 | ||||||
GlaxoSmithKline PLC | 228,292 | 4,279,901 | ||||||
GVC Holdings PLC(a) | 24,734 | 309,774 | ||||||
Halma PLC | 16,106 | 486,592 | ||||||
Hargreaves Lansdown PLC | 17,098 | 343,935 | ||||||
HSBC Holdings PLC | 953,143 | 3,728,938 | ||||||
Imperial Brands PLC | 40,748 | 719,752 | ||||||
Informa PLC(a) | 71,050 | 344,356 | ||||||
InterContinental Hotels Group PLC(a) | 9,063 | 475,720 | ||||||
Intertek Group PLC | 7,196 | 587,169 | ||||||
J Sainsbury PLC | 65,461 | 161,173 | ||||||
JD Sports Fashion PLC | 18,108 | 189,023 | ||||||
Johnson Matthey PLC | 5,771 | 175,369 | ||||||
Kingfisher PLC | 97,026 | 371,648 | ||||||
Land Securities Group PLC | 31,499 | 212,062 | ||||||
Legal & General Group PLC | 272,220 | 664,070 | ||||||
Lloyds Banking Group PLC(a) | 3,250,479 | 1,103,479 | ||||||
London Stock Exchange Group PLC | 15,134 | 1,736,124 | ||||||
M&G PLC | 119,534 | 245,693 |
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 | 17 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
United Kingdom (continued) | ||||||||
Melrose Industries PLC(a) | 214,650 | $ | 318,295 | |||||
Mondi PLC | 21,467 | 453,911 | ||||||
National Grid PLC | 169,026 | 1,941,457 | ||||||
Natwest Group PLC(a) | 228,688 | 313,176 | ||||||
Next PLC | 6,073 | 465,599 | ||||||
Ocado Group PLC(a) | 20,956 | 741,197 | ||||||
Pearson PLC(b) | 32,161 | 228,137 | ||||||
Persimmon PLC | 15,288 | 487,204 | ||||||
Prudential PLC | 121,603 | 1,744,797 | ||||||
Reckitt Benckiser Group PLC | 33,024 | 3,220,013 | ||||||
RELX PLC | 90,246 | 2,008,699 | ||||||
Rentokil Initial PLC(a) | 86,686 | 599,161 | ||||||
Rolls-Royce Holdings PLC | 105,190 | 174,652 | ||||||
RSA Insurance Group PLC | 43,531 | 254,171 | ||||||
Sage Group PLC | 56,802 | 527,871 | ||||||
Schroders PLC | 4,883 | 169,585 | ||||||
Segro PLC | 52,735 | 633,745 | ||||||
Severn Trent PLC | 12,635 | 397,809 | ||||||
Smith & Nephew PLC | 40,422 | 791,839 | ||||||
Smiths Group PLC | 19,423 | 343,586 | ||||||
Spirax-Sarco Engineering PLC | 2,687 | 382,633 | ||||||
SSE PLC | 50,259 | 782,239 | ||||||
St James’s Place PLC | 24,806 | 298,426 | ||||||
Standard Chartered PLC(a) | 131,932 | 607,097 | ||||||
Standard Life Aberdeen PLC | 126,751 | 369,124 | ||||||
Taylor Wimpey PLC | 152,915 | 213,819 | ||||||
Tesco PLC | 465,854 | 1,277,979 | ||||||
Unilever NV | 66,502 | 4,038,489 | ||||||
Unilever PLC | 54,921 | 3,386,052 | ||||||
United Utilities Group PLC | 37,640 | 415,786 | ||||||
Vodafone Group PLC | 1,245,883 | 1,651,329 | ||||||
Whitbread PLC(a) | 8,866 | 242,243 | ||||||
Wm Morrison Supermarkets PLC | 97,250 | 213,457 | ||||||
WPP PLC | 56,546 | 444,109 | ||||||
|
| |||||||
76,687,450 | ||||||||
United States — 0.2% | ||||||||
Bausch Health Cos., Inc.(a) | 12,897 | 200,494 | ||||||
CyberArk Software Ltd.(a)(b) | 1,512 | 156,371 | ||||||
Ferguson PLC | 11,299 | 1,137,023 | ||||||
James Hardie Industries PLC | 19,561 | 468,912 | ||||||
JBS SA | 40,810 | 150,206 | ||||||
Tenaris SA | 28,748 | 143,225 | ||||||
|
| |||||||
2,256,231 | ||||||||
Zambia — 0.0% | ||||||||
First Quantum Minerals Ltd. | 29,878 | 266,345 | ||||||
|
| |||||||
Total Common Stocks — 95.6% | 988,574,963 | |||||||
|
| |||||||
Preferred Securities | ||||||||
Preferred Stocks — 0.9% | ||||||||
Brazil — 0.3% | ||||||||
Banco Bradesco SA, Preference Shares | 206,577 | 713,983 | ||||||
Braskem SA, Preference Shares, Class A | 11,000 | 40,722 | ||||||
Centrais Eletricas Brasileiras SA, Preference B Shares | 9,466 | 52,573 | ||||||
Cia Energetica de Minas Gerais, Preference Shares | 35,677 | 64,165 | ||||||
Gerdau SA, Preference Shares | 52,056 | 192,803 | ||||||
Itau Unibanco Holding SA, Preference Shares | 221,979 | 889,355 |
Security | Shares | Value | ||||||
Brazil (continued) | ||||||||
Itausa - Investimentos Itau SA, Preference Shares | 214,928 | $ | 336,788 | |||||
Lojas Americanas SA, Preference Shares | 35,523 | 179,579 | ||||||
Petroleo Brasileiro SA, Preference Shares | 224,252 | 783,059 | ||||||
Telefonica Brasil SA, Preference Shares | 19,455 | 150,419 | ||||||
|
| |||||||
3,403,446 | ||||||||
Chile — 0.0% | ||||||||
Embotelladora Andina SA, Preference Shares | 9,220 | 20,376 | ||||||
Sociedad Quimica y Minera de Chile SA, Preference Shares, Class B | 4,912 | 159,549 | ||||||
|
| |||||||
179,925 | ||||||||
Colombia — 0.0% | ||||||||
Bancolombia SA, Preference Shares | 21,944 | 141,630 | ||||||
|
| |||||||
Germany — 0.4% | ||||||||
Bayerische Motoren Werke AG, Preference Shares | 1,483 | 81,049 | ||||||
FUCHS PETROLUB SE, Preference Shares | 3,377 | 171,706 | ||||||
Henkel AG & Co. KGaA, Preference Shares | 7,697 | 805,002 | ||||||
Porsche Automobil Holding SE, Preference Shares(a) | 6,037 | 359,153 | ||||||
Sartorius AG, Preference Shares | 1,656 | 678,752 | ||||||
Volkswagen AG, Preference Shares(a) | 8,302 | 1,335,884 | ||||||
|
| |||||||
3,431,546 | ||||||||
Russia — 0.0% | ||||||||
Surgutneftegas PJSC, Preference Shares | 376,618 | 190,246 | ||||||
|
| |||||||
South Korea — 0.2% | ||||||||
Amorepacific Corp., Preference Shares | 382 | 18,808 | ||||||
Hyundai Motor Co., Preference Shares, 0.00%, (a) | 2,608 | 194,041 | ||||||
LG Chem Ltd., Preference Shares | 250 | 68,270 | ||||||
LG Household & Health Care Ltd., Preference Shares | 167 | 100,905 | ||||||
Samsung Electronics Co. Ltd., Preference Shares | 39,436 | 1,697,364 | ||||||
|
| |||||||
2,079,388 | ||||||||
|
| |||||||
Total Preferred Securities — 0.9% | 9,426,181 | |||||||
|
| |||||||
Warrants |
| |||||||
Thailand — 0.0% | ||||||||
Shrisawad Crop. PLC(a) | 2,152 | 795 | ||||||
|
| |||||||
Total Warrants — 0.0% | 795 | |||||||
|
| |||||||
Total Long-Term Investments — 96.5% | 998,001,939 | |||||||
|
| |||||||
Short-Term Securities |
| |||||||
Money Market Funds — 2.5% | ||||||||
BlackRock Cash Funds: Institutional, | 25,890,415 | 25,913,717 | ||||||
|
| |||||||
Total Short-Term Securities — 2.5% |
| 25,913,717 | ||||||
|
| |||||||
Total Investments — 99.0% |
| 1,023,915,656 | ||||||
Other Assets Less Liabilities — 1.0% |
| 10,183,614 | ||||||
|
| |||||||
Net Assets — 100.0% |
| $ | 1,034,099,270 | |||||
|
|
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan. |
18 |
|
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio |
(c) | A security contractually bound to one or more other securities to form a single saleable unit which cannot be sold separately. |
(d) | 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. |
(e) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(f) | Affiliate of the Master Portfolio. |
(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. |
Affiliates
Investments in issuers considered to be affiliate(s) of the Master Portfolio 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, SL Agency Shares | $ | 18,179,204 | $ | 7,727,118 | (a) | $ | — | $ | (2,262 | ) | $ | 9,657 | $ | 25,913,717 | 25,890,415 | $ | 219,687 | (b) | $ | — | ||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares(c) | 13,177,912 | — | (13,177,912 | )(a) | — | — | — | — | 31,743 | — | ||||||||||||||||||||||||||
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|
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| |||||||||||||||||||||||||||
$ | (2,262 | ) | $ | 9,657 | $ | 25,913,717 | $ | 251,430 | $ | — | ||||||||||||||||||||||||||
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(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. |
(c) | As of period end, the entity is no longer held. |
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 | ||||||||||||||||
S&P/TSX 60 Index | 19 | 12/17/20 | $ | 686 | $ | (1,383 | ) | |||||||||
MSCI EAFE Index | 63 | 12/18/20 | 5,838 | (47,567 | ) | |||||||||||
MSCI Emerging Markets Index | 28 | 12/18/20 | 1,524 | 1,367 | ||||||||||||
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| |||||||||||||||
$ | (47,583 | ) | ||||||||||||||
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|
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 Master Portfolio 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
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 | 19 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio |
Fair Value Hierarchy as of Period End (continued)
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 Master Portfolio’s policy regarding valuation of financial instruments, refer to its most recent financial statements.
The following tables summarize the Master Portfolio’s investments and derivative financial instruments categorized in the disclosure hierarchy. The breakdown of the Master Portfolio’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 | ||||||||||||||||
Argentina | $ | 317,541 | $ | — | $ | — | $ | 317,541 | ||||||||
Australia | — | 47,840,656 | — | 47,840,656 | ||||||||||||
Austria | — | 1,027,776 | — | 1,027,776 | ||||||||||||
Belgium | — | 5,707,948 | — | 5,707,948 | ||||||||||||
Brazil | 10,997,350 | — | — | 10,997,350 | ||||||||||||
Canada | 62,936,364 | — | — | 62,936,364 | ||||||||||||
Cayman Islands | — | 96,117 | — | 96,117 | ||||||||||||
Chile | 1,557,378 | 239,226 | — | 1,796,604 | ||||||||||||
China | 42,109,144 | 82,911,354 | — | 125,020,498 | ||||||||||||
Colombia | 381,432 | — | — | 381,432 | ||||||||||||
Czech Republic | — | 235,558 | — | 235,558 | ||||||||||||
Denmark | 1,296,577 | 14,803,994 | — | 16,100,571 | ||||||||||||
Egypt | — | 212,554 | — | 212,554 | ||||||||||||
Finland | — | 8,030,943 | — | 8,030,943 | ||||||||||||
France | 201,090 | 67,020,792 | — | 67,221,882 | ||||||||||||
Germany | 1,013,899 | 56,442,853 | — | 57,456,752 | ||||||||||||
Greece | — | 408,603 | 3 | 408,606 | ||||||||||||
Hong Kong | 282,728 | 21,407,984 | — | 21,690,712 | ||||||||||||
Hungary | — | 592,702 | — | 592,702 | ||||||||||||
India | 2,196,655 | 22,293,998 | — | 24,490,653 | ||||||||||||
Indonesia | — | 3,721,838 | — | 3,721,838 | ||||||||||||
Ireland | 125,496 | 4,492,151 | — | 4,617,647 | ||||||||||||
Israel | 1,740,581 | 1,830,162 | — | 3,570,743 | ||||||||||||
Italy | — | 12,816,300 | — | 12,816,300 | ||||||||||||
Japan | 219,267 | 164,776,711 | — | 164,995,978 | ||||||||||||
Jordan | — | 191,451 | — | 191,451 | ||||||||||||
Luxembourg | 102,134 | 1,004,539 | — | 1,106,673 | ||||||||||||
Macau | — | 1,261,925 | — | 1,261,925 | ||||||||||||
Malaysia | — | 5,237,309 | — | 5,237,309 | ||||||||||||
Mexico | 4,713,423 | — | — | 4,713,423 | ||||||||||||
Netherlands | 167,691 | 26,360,750 | — | 26,528,441 | ||||||||||||
New Zealand | — | 1,895,311 | — | 1,895,311 | ||||||||||||
Norway | — | 3,344,154 | — | 3,344,154 | ||||||||||||
Pakistan | 96,128 | 6,920 | — | 103,048 | ||||||||||||
Peru | 685,036 | — | — | 685,036 | ||||||||||||
Philippines | — | 2,011,951 | — | 2,011,951 | ||||||||||||
Poland | — | 1,839,508 | — | 1,839,508 | ||||||||||||
Portugal | — | 1,054,557 | — | 1,054,557 | ||||||||||||
Qatar | — | 2,496,792 | — | 2,496,792 | ||||||||||||
Romania | — | 92,381 | — | 92,381 | ||||||||||||
Russia | 220,197 | 8,737,350 | — | 8,957,547 | ||||||||||||
Saudi Arabia | 180,212 | 8,019,627 | — | 8,199,839 | ||||||||||||
Singapore | — | 6,389,001 | — | 6,389,001 | ||||||||||||
South Africa | 693,149 | 10,862,939 | — | 11,556,088 | ||||||||||||
South Korea | 194,159 | 33,701,708 | — | 33,895,867 | ||||||||||||
Spain | 39,451 | 14,000,988 | — | 14,040,439 | ||||||||||||
Sweden | — | 20,041,942 | — | 20,041,942 | ||||||||||||
Switzerland | — | 66,151,853 | — | 66,151,853 | ||||||||||||
Taiwan | — | 37,705,792 | — | 37,705,792 | ||||||||||||
Thailand | — | 5,207,178 | — | 5,207,178 |
20 |
Schedule of Investments (unaudited) (continued) September 30, 2020 | Total International ex U.S. Index Master Portfolio |
Fair Value Hierarchy as of Period End (continued)
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Common Stocks (continued) | ||||||||||||||||
Turkey | $ | — | $ | 761,549 | $ | — | $ | 761,549 | ||||||||
United Arab Emirates | — | 1,610,157 | — | 1,610,157 | ||||||||||||
United Kingdom | 396,871 | 76,290,579 | — | 76,687,450 | ||||||||||||
United States | 507,071 | 1,749,160 | — | 2,256,231 | ||||||||||||
Zambia | 266,345 | — | — | 266,345 | ||||||||||||
Preferred Securities | ||||||||||||||||
Preferred Stocks | ||||||||||||||||
South Korea | — | 2,079,388 | — | 2,079,388 | ||||||||||||
Brazil | 3,403,446 | — | — | 3,403,446 | ||||||||||||
Chile | 179,925 | — | — | 179,925 | ||||||||||||
Colombia | 141,630 | — | — | 141,630 | ||||||||||||
Russia | — | 190,246 | — | 190,246 | ||||||||||||
Germany | — | 3,431,546 | — | 3,431,546 | ||||||||||||
Warrants | 795 | — | — | 795 | ||||||||||||
Short-Term Securities | ||||||||||||||||
Money Market Funds | 25,913,717 | — | — | 25,913,717 | ||||||||||||
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$ | 163,276,882 | $ | 860,638,771 | $ | 3 | $ | 1,023,915,656 | |||||||||
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Derivative Financial Instruments(a) | ||||||||||||||||
Assets | ||||||||||||||||
Equity Contracts | $ | 1,367 | $ | — | $ | — | $ | 1,367 | ||||||||
Liabilities | ||||||||||||||||
Equity Contracts | (48,950 | ) | — | — | (48,950 | ) | ||||||||||
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$ | (47,583 | ) | $ | — | $ | — | $ | (47,583 | ) | |||||||
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(a) | Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument. |
Portfolio Abbreviation
ADR | American Depositary Receipt | |
CD | Certificate of Deposit | |
CPO | Certificates of Participation (Ordinary) | |
GDR | Global Depositary Receipt | |
JSC | Joint Stock Company | |
MSCI | Morgan Stanley Capital International | |
MTN | Medium-Term Note | |
NVDR | Non-Voting Depositary Receipt | |
PCL | Public Company Limited | |
PJSC | Public Joint Stock Company | |
REIT | Real Estate Investment Trust | |
SAB | Special Assessment Bonds | |
SCA | Svenska Celluosa Aktiebolaget |
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 | 21 |