Schedule of Investments (unaudited) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Common Stocks | ||||||||
Australia — 5.1% | ||||||||
Ampol Ltd. | 14,063 | $ | 303,622 | |||||
ANZ Group Holdings Ltd. | 209,618 | 3,438,084 | ||||||
APA Group | 76,671 | 407,877 | ||||||
Aristocrat Leisure Ltd. | 42,183 | 1,102,091 | ||||||
ASX Ltd. | 14,746 | 539,380 | ||||||
Aurizon Holdings Ltd. | 137,482 | 307,399 | ||||||
BHP Group Ltd., Class DI | 348,180 | 9,780,657 | ||||||
BlueScope Steel Ltd. | 28,378 | 351,419 | ||||||
Brambles Ltd. | 93,466 | 858,628 | ||||||
Cochlear Ltd. | 4,363 | 714,586 | ||||||
Coles Group Ltd. | 85,106 | 849,430 | ||||||
Commonwealth Bank of Australia | 114,731 | 7,328,562 | ||||||
Computershare Ltd. | 37,235 | 620,504 | ||||||
CSL Ltd. | 32,440 | 5,226,182 | ||||||
Dexus | 79,034 | 368,416 | ||||||
EBOS Group Ltd. | 10,308 | 211,167 | ||||||
Endeavour Group Ltd. | 107,538 | 363,078 | ||||||
Fortescue Metals Group Ltd. | 122,292 | 1,625,633 | ||||||
Glencore PLC | 718,908 | 4,093,828 | ||||||
Goodman Group | 118,407 | 1,622,866 | ||||||
GPT Group | 129,031 | 321,316 | ||||||
IDP Education Ltd. | 21,452 | 293,575 | ||||||
IGO Ltd. | 49,565 | 397,760 | ||||||
Insurance Australia Group Ltd. | 155,067 | 562,513 | ||||||
Lendlease Corp. Ltd. | 60,379 | 276,899 | ||||||
Lottery Corp. Ltd. | 155,513 | 469,962 | ||||||
Macquarie Group Ltd. | 26,047 | 2,789,323 | ||||||
Medibank Pvt Ltd. | 241,303 | 532,587 | ||||||
Mineral Resources Ltd. | 12,810 | 550,084 | ||||||
Mirvac Group | 235,746 | 320,423 | ||||||
National Australia Bank Ltd. | 210,824 | 3,913,808 | ||||||
Newcrest Mining Ltd. | 59,268 | 933,858 | ||||||
Northern Star Resources Ltd. | 84,440 | 560,703 | ||||||
Orica Ltd. | 39,918 | 398,011 | ||||||
Origin Energy Ltd. | 126,630 | 713,045 | ||||||
Pilbara Minerals Ltd. | 164,196 | 447,957 | ||||||
Qantas Airways Ltd.(a) | 53,113 | 175,830 | ||||||
QBE Insurance Group Ltd. | 105,185 | 1,053,663 | ||||||
Ramsay Health Care Ltd. | 12,189 | 404,558 | ||||||
REA Group Ltd. | 3,131 | 309,225 | ||||||
Reece Ltd. | 18,949 | 225,556 | ||||||
Rio Tinto Ltd. | 24,965 | 1,800,671 | ||||||
Rio Tinto PLC | 77,496 | 4,866,163 | ||||||
Santos Ltd. | 217,149 | 1,094,654 | ||||||
Scentre Group | 399,517 | 627,787 | ||||||
SEEK Ltd. | 20,381 | 287,924 | ||||||
Sonic Healthcare Ltd. | 30,007 | 572,982 | ||||||
South32 Ltd. | 293,566 | 633,869 | ||||||
Stockland | 142,150 | 355,769 | ||||||
Suncorp Group Ltd. | 75,542 | 673,051 | ||||||
Telstra Group Ltd. | 293,620 | 725,430 | ||||||
Transurban Group | 205,529 | 1,670,058 | ||||||
Treasury Wine Estates Ltd. | 48,546 | 383,351 | ||||||
Vicinity Ltd. | 257,934 | 279,536 | ||||||
Washington H Soul Pattinson & Co. Ltd. | 18,740 | 390,929 | ||||||
Wesfarmers Ltd. | 75,831 | 2,566,422 | ||||||
Westpac Banking Corp. | 234,295 | 3,167,094 | ||||||
WiseTech Global Ltd. | 11,221 | 465,788 |
Security | Shares | Value | ||||||
Australia (continued) | ||||||||
Woodside Energy Group Ltd. | 127,264 | $ | 2,959,025 | |||||
Woolworths Group Ltd. | 83,738 | 2,004,787 | ||||||
|
| |||||||
81,289,355 | ||||||||
Austria — 0.1% | ||||||||
Erste Group Bank AG | 23,186 | 800,772 | ||||||
OMV AG | 9,141 | 436,616 | ||||||
Verbund AG | 4,162 | 338,585 | ||||||
Voestalpine AG | 8,881 | 241,788 | ||||||
|
| |||||||
1,817,761 | ||||||||
Belgium — 0.5% | ||||||||
Ageas SA/NV | 9,563 | 393,866 | ||||||
Anheuser-Busch InBev SA | 59,997 | 3,326,003 | ||||||
D’ieteren Group | 1,225 | 206,527 | ||||||
Elia Group SA/NV | 2,515 | 246,120 | ||||||
Groupe Bruxelles Lambert NV | 6,898 | 513,282 | ||||||
KBC Group NV | 17,468 | 1,087,498 | ||||||
Lotus Bakeries NV | 27 | 219,517 | ||||||
Sofina SA | 925 | 186,956 | ||||||
Solvay SA | 4,759 | 525,913 | ||||||
UCB SA | 8,912 | 729,975 | ||||||
Umicore SA | 13,889 | 328,844 | ||||||
Warehouses De Pauw CVA | 14,206 | 351,083 | ||||||
|
| |||||||
8,115,584 | ||||||||
Brazil — 1.1% | ||||||||
Ambev SA | 304,175 | 793,334 | ||||||
Atacadao SA | 57,685 | 102,137 | ||||||
B3 SA - Brasil Bolsa Balcao | 376,554 | 920,681 | ||||||
Banco Bradesco SA | 98,456 | 247,974 | ||||||
Banco BTG Pactual SA | 89,066 | 550,533 | ||||||
Banco do Brasil SA | 67,801 | 636,391 | ||||||
Banco Santander Brasil SA | 25,605 | 132,697 | ||||||
BB Seguridade Participacoes SA | 53,016 | 329,178 | ||||||
CCR SA | 52,851 | 135,530 | ||||||
Centrais Eletricas Brasileiras SA | 72,183 | 529,753 | ||||||
Cia de Saneamento Basico do Estado de Sao Paulo | 21,664 | 263,034 | ||||||
Cia Siderurgica Nacional SA | 38,838 | 93,801 | ||||||
Cosan SA | 67,148 | 228,967 | ||||||
CPFL Energia SA | 19,091 | 127,652 | ||||||
Energisa SA | 7,713 | 71,736 | ||||||
Eneva SA(a) | 70,481 | 169,102 | ||||||
Engie Brasil Energia SA | 24,488 | 201,836 | ||||||
Equatorial Energia SA | 71,459 | 455,775 | ||||||
Hapvida Participacoes e Investimentos SA(a)(b) | 332,416 | 310,820 | ||||||
Hypera SA | 36,235 | 267,732 | ||||||
Itausa SA | 4,435 | 7,985 | ||||||
JBS S/A | 44,372 | 159,337 | ||||||
Klabin SA | 50,466 | 239,050 | ||||||
Localiza Rent a Car SA | 61,122 | 712,080 | ||||||
Lojas Renner SA | 59,690 | 159,124 | ||||||
Magazine Luiza SA(a) | 169,648 | 71,551 | ||||||
Natura & Co. Holding SA(a) | 93,751 | 271,561 | ||||||
Petroleo Brasileiro SA | 249,128 | 1,877,920 | ||||||
PRIO SA(a) | 42,661 | 399,235 | ||||||
Raia Drogasil SA | 86,360 | 474,533 | ||||||
Rede D’Or Sao Luiz SA(b) | 40,523 | 204,850 | ||||||
Rumo SA | 94,600 | 429,474 | ||||||
Sendas Distribuidora S/A | 131,135 | 317,236 | ||||||
Suzano SA | 61,244 | 661,353 | ||||||
Telefonica Brasil SA | 36,383 | 312,544 | ||||||
TIM SA | 41,040 | 121,571 |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 1 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Brazil (continued) | ||||||||
TOTVS SA | 46,436 | $ | 249,430 | |||||
Ultrapar Participacoes SA | 45,628 | 170,201 | ||||||
Vale SA | 228,944 | 3,078,063 | ||||||
Vibra Energia SA | 77,463 | 291,572 | ||||||
WEG SA | 117,918 | 850,859 | ||||||
|
| |||||||
17,628,192 | ||||||||
Canada — 7.5% | ||||||||
Agnico Eagle Mines Ltd. | 33,093 | 1,503,773 | ||||||
Air Canada(a)(c) | 13,677 | 195,148 | ||||||
Algonquin Power & Utilities Corp.(c) | 52,297 | 309,566 | ||||||
Alimentation Couche-Tard, Inc. | 55,303 | 2,808,615 | ||||||
AltaGas Ltd.(c) | 16,709 | 320,463 | ||||||
ARC Resources Ltd.(c) | 49,402 | 788,541 | ||||||
Bank of Montreal(c) | 49,593 | 4,183,594 | ||||||
Bank of Nova Scotia(c) | 83,110 | 3,725,188 | ||||||
Barrick Gold Corp.(c) | 121,120 | 1,759,395 | ||||||
BCE, Inc. | 4,874 | 186,061 | ||||||
Brookfield Asset Management Ltd., Class A | 25,084 | 835,856 | ||||||
Brookfield Corp., Class A | 94,791 | 2,963,942 | ||||||
BRP, Inc.(c) | 3,536 | 267,650 | ||||||
CAE, Inc.(a) | 25,050 | 584,823 | ||||||
Cameco Corp. | 29,318 | 1,163,223 | ||||||
Canadian Apartment Properties REIT | 5,093 | 169,035 | ||||||
Canadian Imperial Bank of Commerce | 61,236 | 2,363,779 | ||||||
Canadian National Railway Co. | 38,214 | 4,138,338 | ||||||
Canadian Natural Resources Ltd. | 76,281 | 4,933,203 | ||||||
Canadian Pacific Kansas City Ltd. | 62,603 | 4,653,340 | ||||||
Canadian Tire Corp. Ltd., Class A(c) | 3,349 | 360,111 | ||||||
Canadian Utilities Ltd., Class A | 7,661 | 161,878 | ||||||
CCL Industries, Inc., Class B | 13,299 | 558,201 | ||||||
Cenovus Energy, Inc.(c) | 96,222 | 2,003,430 | ||||||
CGI, Inc.(a) | 15,029 | 1,481,379 | ||||||
Constellation Software, Inc.(c) | 1,354 | 2,795,296 | ||||||
Descartes Systems Group, Inc.(a) | 5,669 | 416,081 | ||||||
Dollarama, Inc. | 19,362 | 1,333,993 | ||||||
Element Fleet Management Corp. | 24,611 | 353,152 | ||||||
Emera, Inc.(c) | 19,305 | 673,987 | ||||||
Empire Co. Ltd., Series 2020, Class A | 13,424 | 365,188 | ||||||
Enbridge, Inc. | 143,508 | 4,759,827 | ||||||
Fairfax Financial Holdings Ltd. | 1,441 | 1,176,321 | ||||||
First Quantum Minerals Ltd. | 43,224 | 1,021,210 | ||||||
FirstService Corp.(c) | 2,427 | 353,012 | ||||||
Fortis, Inc.(c) | 33,198 | 1,260,950 | ||||||
Franco-Nevada Corp. | 12,890 | 1,720,849 | ||||||
George Weston Ltd. | 5,719 | 634,237 | ||||||
GFL Environmental, Inc. | 15,379 | 488,346 | ||||||
Gildan Activewear, Inc.(c) | 13,811 | 387,105 | ||||||
Great-West Lifeco, Inc. | 18,393 | 526,230 | ||||||
Hydro One Ltd.(b)(c) | 22,519 | 573,316 | ||||||
iA Financial Corp., Inc. | 6,622 | 415,383 | ||||||
IGM Financial, Inc.(c) | 4,062 | 103,027 | ||||||
Imperial Oil Ltd. | 14,693 | 905,000 | ||||||
Intact Financial Corp. | 11,714 | 1,707,790 | ||||||
Ivanhoe Mines Ltd., Class A(a)(c) | 38,741 | 332,005 | ||||||
Keyera Corp.(c) | 23,291 | 546,843 | ||||||
Kinross Gold Corp.(c) | 87,836 | 400,298 | ||||||
Loblaw Cos. Ltd. | 10,695 | 908,671 | ||||||
Lundin Mining Corp. | 38,227 | 285,102 | ||||||
Magna International, Inc.(c) | 19,893 | 1,066,086 | ||||||
Manulife Financial Corp. | 129,817 | 2,372,213 | ||||||
Metro, Inc.(c) | 14,973 | 777,615 |
Security | Shares | Value | ||||||
Canada (continued) | ||||||||
National Bank of Canada(c) | 22,707 | $ | 1,508,450 | |||||
Northland Power, Inc. | 22,153 | 360,776 | ||||||
Nutrien Ltd.(c) | 32,584 | 2,012,255 | ||||||
Nuvei Corp.(b) | 3,298 | 49,461 | ||||||
Onex Corp. | 4,171 | 245,147 | ||||||
Open Text Corp. | 16,493 | 578,849 | ||||||
Pan American Silver Corp.(c) | 24,338 | 352,281 | ||||||
Parkland Corp. | 7,417 | 216,954 | ||||||
Pembina Pipeline Corp.(c) | 38,608 | 1,160,869 | ||||||
Power Corp. of Canada(c) | 39,141 | 996,500 | ||||||
Quebecor, Inc., Class B | 9,595 | 205,640 | ||||||
RB Global, Inc.(c) | 11,647 | 729,218 | ||||||
Restaurant Brands International, Inc.(c) | 20,472 | 1,363,293 | ||||||
RioCan Real Estate Investment Trust | 9,233 | 122,835 | ||||||
Rogers Communications, Inc., Class B(c) | 24,909 | 956,381 | ||||||
Royal Bank of Canada | 93,960 | 8,211,340 | ||||||
Saputo, Inc. | 16,184 | 338,395 | ||||||
Shopify, Inc., Class A(a) | 81,878 | 4,469,306 | ||||||
Stantec, Inc.(c) | 7,410 | 480,798 | ||||||
Sun Life Financial, Inc. | 40,516 | 1,976,805 | ||||||
Suncor Energy, Inc. | 89,548 | 3,079,541 | ||||||
TC Energy Corp.(c) | 69,339 | 2,384,557 | ||||||
Teck Resources Ltd., Class B(a)(c) | 30,091 | 1,295,137 | ||||||
TELUS Corp. | 30,289 | 494,614 | ||||||
TFI International, Inc.(c) | 4,920 | 631,875 | ||||||
Thomson Reuters Corp. | 10,409 | 1,273,373 | ||||||
TMX Group Ltd.(c) | 19,820 | 425,949 | ||||||
Toromont Industries Ltd. | 5,474 | 445,819 | ||||||
Toronto-Dominion Bank(c) | 126,385 | 7,614,272 | ||||||
Tourmaline Oil Corp. | 22,249 | 1,119,617 | ||||||
West Fraser Timber Co. Ltd.(c) | 3,452 | 250,618 | ||||||
Wheaton Precious Metals Corp. | 28,999 | 1,176,827 | ||||||
WSP Global, Inc. | 8,915 | 1,258,241 | ||||||
|
| |||||||
118,863,658 | ||||||||
Chile — 0.1% | ||||||||
Antofagasta PLC | 24,306 | 421,946 | ||||||
Banco de Chile | 3,300,922 | 335,839 | ||||||
Banco de Credito e Inversiones SA | 2,942 | 75,337 | ||||||
Banco Santander Chile | 6,746,346 | 312,070 | ||||||
Cencosud SA | 73,021 | 138,458 | ||||||
Cia Cervecerias Unidas SA | 4,404 | 27,960 | ||||||
Cia Sud Americana de Vapores SA | 1,681,449 | 100,851 | ||||||
Empresas CMPC SA | 65,894 | 121,318 | ||||||
Empresas COPEC SA | 39,808 | 282,215 | ||||||
Enel Americas SA(a) | 1,282,819 | 147,273 | ||||||
Enel Chile SA | 1,792,039 | 108,896 | ||||||
Falabella SA | 52,829 | 118,044 | ||||||
|
| |||||||
2,190,207 | ||||||||
China — 8.2% | ||||||||
360 Security Technology, Inc., Class A(a) | 73,500 | 99,065 | ||||||
37 Interactive Entertainment Network Technology Group Co. Ltd., Class A | 14,800 | 44,280 | ||||||
3SBio, Inc.(b) | 95,500 | 79,759 | ||||||
AAC Technologies Holdings, Inc.(c) | 49,000 | 83,569 | ||||||
Advanced Micro-Fabrication Equipment, Inc. China, Class A | 5,400 | 111,849 | ||||||
AECC Aviation Power Co. Ltd., Class A | 7,600 | 38,737 | ||||||
Agricultural Bank of China Ltd., Class A | 289,800 | 143,102 | ||||||
Agricultural Bank of China Ltd., Class H | 2,241,000 | 833,347 | ||||||
Aier Eye Hospital Group Co. Ltd., Class A | 27,670 | 68,565 | ||||||
Air China Ltd., Class A(a) | 20,298 | 22,543 |
2 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
China (continued) | ||||||||
Air China Ltd., Class H(a) | 230,000 | $ | 154,893 | |||||
Airtac International Group | 8,371 | 254,333 | ||||||
Alibaba Group Holding Ltd.(a) | 1,122,452 | 12,169,829 | ||||||
Alibaba Health Information Technology Ltd.(a)(c) | 304,000 | 187,827 | ||||||
Aluminum Corp. of China Ltd., Class A | 100,100 | 86,408 | ||||||
Aluminum Corp. of China Ltd., Class H | 422,000 | 234,748 | ||||||
Angel Yeast Co. Ltd., Class A | 6,000 | 27,726 | ||||||
Anhui Conch Cement Co. Ltd., Class A | 17,700 | 63,417 | ||||||
Anhui Conch Cement Co. Ltd., Class H | 89,500 | 236,786 | ||||||
Anhui Gujing Distillery Co. Ltd., Class A | 1,500 | 56,058 | ||||||
Anhui Gujing Distillery Co. Ltd., Class B | 8,500 | 142,466 | ||||||
ANTA Sports Products Ltd. | 91,000 | 1,018,230 | ||||||
Asymchem Laboratories Tianjin Co. Ltd., Class A | 2,800 | 58,394 | ||||||
Autohome, Inc., ADR | 3,727 | 113,114 | ||||||
AviChina Industry & Technology Co. Ltd., Class H | 116,000 | 54,928 | ||||||
Baidu, Inc., Class A(a) | 159,652 | 2,687,050 | ||||||
Bank of Beijing Co. Ltd., Class A | 100,100 | 63,565 | ||||||
Bank of Chengdu Co. Ltd., Class A | 6,800 | 12,869 | ||||||
Bank of China Ltd., Class A | 314,400 | 162,654 | ||||||
Bank of China Ltd., Class H | 5,461,000 | 1,902,492 | ||||||
Bank of Communications Co. Ltd., Class A | 134,200 | 106,133 | ||||||
Bank of Communications Co. Ltd., Class H | 518,700 | 313,287 | ||||||
Bank of Hangzhou Co. Ltd., Class A | 70,800 | 108,605 | ||||||
Bank of Jiangsu Co. Ltd., Class A | 54,240 | 53,497 | ||||||
Bank of Nanjing Co. Ltd., Class A | 57,500 | 63,510 | ||||||
Bank of Ningbo Co. Ltd., Class A | 28,160 | 104,230 | ||||||
Bank of Shanghai Co. Ltd., Class A | 76,510 | 64,742 | ||||||
Baoshan Iron & Steel Co. Ltd., Class A | 75,798 | 63,395 | ||||||
BeiGene Ltd.(a) | 52,269 | 721,151 | ||||||
Beijing Capital International Airport Co. Ltd., Class H(a) | 100,000 | 46,247 | ||||||
Beijing Enterprises Holdings Ltd. | 62,500 | 214,967 | ||||||
Beijing Kingsoft Office Software, Inc., Class A | 3,403 | 173,459 | ||||||
Beijing Tongrentang Co. Ltd., Class A | 5,500 | 41,288 | ||||||
Beijing Wantai Biological Pharmacy Enterprise Co. Ltd., Class A | 6,699 | 44,217 | ||||||
Beijing-Shanghai High Speed Railway Co. Ltd., Class A | 246,900 | 174,013 | ||||||
Bilibili, Inc., Class Z(a) | 17,519 | 241,427 | ||||||
BOC Hong Kong Holdings Ltd. | 242,500 | 661,994 | ||||||
BOE Technology Group Co. Ltd., Class A | 158,600 | 84,056 | ||||||
Budweiser Brewing Co. APAC Ltd.(b) | 114,100 | 224,231 | ||||||
BYD Co. Ltd., Class A | 6,700 | 219,311 | ||||||
BYD Co. Ltd., Class H | 70,500 | 2,172,120 | ||||||
BYD Electronic International Co. Ltd. | 62,500 | 283,935 | ||||||
Cambricon Technologies Corp. Ltd., Class A(a) | 5,761 | 98,384 | ||||||
Canmax Technologies Co. Ltd., Class A | 12,870 | 45,528 | ||||||
CGN Power Co. Ltd., Class H(b) | 675,000 | 174,744 | ||||||
Changchun High & New Technology Industry Group, Inc., Class A | 2,200 | 42,091 | ||||||
Chaozhou Three-Circle Group Co. Ltd., Class A | 6,900 | 29,360 | ||||||
China Cinda Asset Management Co. Ltd., Class H | 522,000 | 52,440 | ||||||
China CITIC Bank Corp. Ltd., Class H | 547,000 | 253,836 | ||||||
China Coal Energy Co. Ltd., Class H | 194,000 | 151,893 | ||||||
China Communications Services Corp. Ltd., Class H | 138,000 | 57,898 | ||||||
China Conch Venture Holdings Ltd. | 96,000 | 81,712 | ||||||
China Construction Bank Corp., Class H | 6,661,000 | 3,744,493 | ||||||
China CSSC Holdings Ltd., Class A | 30,600 | 117,017 | ||||||
China Energy Engineering Corp. Ltd., Class A | 19,100 | 5,925 | ||||||
China Everbright Bank Co. Ltd., Class A | 806,300 | 267,720 | ||||||
China Feihe Ltd.(b) | 213,000 | 125,156 | ||||||
China Galaxy Securities Co. Ltd., Class A | 57,500 | 87,228 | ||||||
China Galaxy Securities Co. Ltd., Class H | 413,500 | 212,671 |
Security | Shares | Value | ||||||
China (continued) | ||||||||
China Hongqiao Group Ltd. | 133,000 | $ | 129,512 | |||||
China International Capital Corp. Ltd., Class A | 6,800 | 35,052 | ||||||
China International Capital Corp. Ltd., Class H(b) | 158,400 | 289,125 | ||||||
China Life Insurance Co. Ltd., Class A | 7,300 | 36,479 | ||||||
China Life Insurance Co. Ltd., Class H | 474,000 | 734,529 | ||||||
China Literature Ltd.(a)(b) | 21,400 | 77,905 | ||||||
China Longyuan Power Group Corp. Ltd., Class H | 323,000 | 280,130 | ||||||
China Medical System Holdings Ltd. | 81,000 | 122,253 | ||||||
China Meidong Auto Holdings Ltd. | 36,000 | 19,671 | ||||||
China Mengniu Dairy Co. Ltd. | 236,000 | 787,189 | ||||||
China Merchants Bank Co. Ltd., Class A | 106,500 | 484,926 | ||||||
China Merchants Bank Co. Ltd., Class H | 279,078 | 1,158,621 | ||||||
China Merchants Energy Shipping Co. Ltd., Class A | 133,700 | 117,811 | ||||||
China Merchants Securities Co. Ltd., Class A | 26,300 | 50,637 | ||||||
China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A | 32,997 | 56,261 | ||||||
China Minsheng Banking Corp. Ltd., Class A | 159,000 | 83,693 | ||||||
China Minsheng Banking Corp. Ltd., Class H | 361,180 | 123,381 | ||||||
China National Building Material Co. Ltd., Class H | 228,000 | 119,240 | ||||||
China National Nuclear Power Co. Ltd., Class A | 127,500 | 127,769 | ||||||
China Northern Rare Earth Group High-Tech Co. Ltd., Class A | 7,700 | 23,061 | ||||||
China Oilfield Services Ltd., Class H | 182,000 | 217,808 | ||||||
China Overseas Land & Investment Ltd. | 245,500 | 507,254 | ||||||
China Overseas Property Holdings Ltd. | 85,000 | 95,662 | ||||||
China Pacific Insurance Group Co. Ltd., Class A | 27,600 | 109,029 | ||||||
China Pacific Insurance Group Co. Ltd., Class H | 208,400 | 518,807 | ||||||
China Petroleum & Chemical Corp., Class A | 186,500 | 155,206 | ||||||
China Petroleum & Chemical Corp., Class H | 1,596,400 | 868,258 | ||||||
China Railway Group Ltd., Class A | 122,200 | 114,861 | ||||||
China Railway Group Ltd., Class H | 230,000 | 118,284 | ||||||
China Resources Cement Holdings Ltd. | 122,000 | 31,187 | ||||||
China Resources Gas Group Ltd. | 94,200 | 275,447 | ||||||
China Resources Land Ltd. | 207,111 | 822,467 | ||||||
China Resources Mixc Lifestyle Services Ltd.(b) | 55,000 | 221,383 | ||||||
China Resources Pharmaceutical Group Ltd.(b) | 170,000 | 112,628 | ||||||
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd., Class A | 16,900 | 116,076 | ||||||
China Ruyi Holdings Ltd.(a) | 596,000 | 153,956 | ||||||
China Shenhua Energy Co. Ltd., Class A | 31,800 | 136,482 | ||||||
China Shenhua Energy Co. Ltd., Class H | 254,000 | 821,887 | ||||||
China Southern Airlines Co. Ltd., Class A(a) | 136,100 | 114,665 | ||||||
China Southern Airlines Co. Ltd., Class H(a) | 152,000 | 73,702 | ||||||
China State Construction Engineering Corp. Ltd., Class A | 145,500 | 110,645 | ||||||
China State Construction International Holdings Ltd. | 188,000 | 197,513 | ||||||
China Three Gorges Renewables Group Co. Ltd., Class A | 116,800 | 76,636 | ||||||
China Tourism Group Duty Free Corp. Ltd., Class A | 7,000 | 102,578 | ||||||
China Tourism Group Duty Free Corp. Ltd., Class H(b) | 5,500 | 72,656 | ||||||
China Tower Corp. Ltd., Class H(b) | 2,650,000 | 253,155 | ||||||
China United Network Communications Ltd., Class A | 225,300 | 152,355 | ||||||
China Vanke Co. Ltd., Class A | 62,901 | 113,409 | ||||||
China Vanke Co. Ltd., Class H | 86,200 | 94,819 | ||||||
China Yangtze Power Co. Ltd., Class A | 90,600 | 276,710 | ||||||
China Zheshang Bank Co. Ltd., Class A | 257,920 | 90,673 | ||||||
Chinasoft International Ltd. | 150,000 | 106,408 | ||||||
Chongqing Changan Automobile Co. Ltd., Class A | 55,510 | 102,985 | ||||||
Chongqing Zhifei Biological Products Co. Ltd., Class A | 5,550 | 37,047 | ||||||
Chow Tai Fook Jewellery Group Ltd.(c) | 165,800 | 248,932 |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 3 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
China (continued) | ||||||||
CITIC Ltd. | 477,000 | $ | 436,627 | |||||
CITIC Securities Co. Ltd., Class A | 36,915 | 110,356 | ||||||
CITIC Securities Co. Ltd., Class H | 171,450 | 346,120 | ||||||
CMOC Group Ltd., Class A | 169,700 | 138,156 | ||||||
CMOC Group Ltd., Class H(c) | 213,000 | 135,886 | ||||||
Contemporary Amperex Technology Co. Ltd., Class A | 20,700 | 578,750 | ||||||
COSCO SHIPPING Energy Transportation Co. Ltd., Class A | 12,400 | 22,974 | ||||||
COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 38,000 | 41,365 | ||||||
COSCO SHIPPING Holdings Co. Ltd., Class A | 70,377 | 94,773 | ||||||
COSCO SHIPPING Holdings Co. Ltd., Class H | 179,350 | 183,320 | ||||||
Country Garden Holdings Co. Ltd.(a)(c) | 447,270 | 51,571 | ||||||
Country Garden Services Holdings Co. Ltd. | 107,000 | 109,274 | ||||||
CRRC Corp. Ltd., Class A | 206,600 | 165,492 | ||||||
CRRC Corp. Ltd., Class H | 309,000 | 148,906 | ||||||
CSC Financial Co. Ltd., Class A | 17,500 | 59,301 | ||||||
CSPC Pharmaceutical Group Ltd. | 690,400 | 504,919 | ||||||
Daqin Railway Co. Ltd., Class A | 53,300 | 53,273 | ||||||
Daqo New Energy Corp., ADR(a)(c) | 4,761 | 144,115 | ||||||
Dongfeng Motor Group Co. Ltd., Class H | 138,000 | 54,286 | ||||||
Dongyue Group Ltd. | 93,000 | 69,646 | ||||||
East Buy Holding Ltd.(a)(b)(c) | 26,000 | 122,088 | ||||||
East Money Information Co. Ltd., Class A | 86,250 | 181,126 | ||||||
Ecovacs Robotics Co. Ltd., Class A | 1,800 | 12,026 | ||||||
ENN Energy Holdings Ltd. | 50,400 | 415,306 | ||||||
Eve Energy Co. Ltd., Class A | 4,600 | 28,591 | ||||||
Everbright Securities Co. Ltd., Class A | 28,900 | 66,376 | ||||||
Fangda Carbon New Material Co. Ltd., Class A(a) | 10,420 | 8,269 | ||||||
Flat Glass Group Co. Ltd., Class A | 18,000 | 70,029 | ||||||
Flat Glass Group Co. Ltd., Class H | 16,000 | 35,795 | ||||||
Focus Media Information Technology Co. Ltd., Class A | 37,300 | 36,620 | ||||||
Foshan Haitian Flavouring & Food Co. Ltd., Class A | 28,572 | 149,795 | ||||||
Fosun International Ltd. | 131,500 | 82,781 | ||||||
Founder Securities Co. Ltd., Class A | 33,200 | 33,828 | ||||||
Foxconn Industrial Internet Co. Ltd., Class A | 36,800 | 99,893 | ||||||
Futu Holdings Ltd., ADR(a)(c) | 4,810 | 278,066 | ||||||
Fuyao Glass Industry Group Co. Ltd., Class A | 13,000 | 65,957 | ||||||
Fuyao Glass Industry Group Co. Ltd., Class H(b) | 38,800 | 177,483 | ||||||
Ganfeng Lithium Group Co. Ltd., Class A | 10,780 | 66,232 | ||||||
Ganfeng Lithium Group Co. Ltd., Class H(b) | 29,040 | 118,590 | ||||||
GD Power Development Co. Ltd., Class A | 235,600 | 118,814 | ||||||
GDS Holdings Ltd., Class A(a) | 52,272 | 71,715 | ||||||
Geely Automobile Holdings Ltd. | 403,000 | 472,608 | ||||||
Genscript Biotech Corp.(a) | 68,000 | 178,031 | ||||||
GF Securities Co. Ltd., Class A | 12,900 | 26,046 | ||||||
GF Securities Co. Ltd., Class H | 93,600 | 125,058 | ||||||
GigaDevice Semiconductor, Inc., Class A | 980 | 13,277 | ||||||
Ginlong Technologies Co. Ltd., Class A | 4,800 | 51,784 | ||||||
GoerTek, Inc., Class A | 17,700 | 38,334 | ||||||
Gotion High-tech Co. Ltd., Class A(a) | 16,100 | 51,374 | ||||||
Great Wall Motor Co. Ltd., Class A | 13,605 | 48,199 | ||||||
Great Wall Motor Co. Ltd., Class H | 156,000 | 184,986 | ||||||
Gree Electric Appliances, Inc. of Zhuhai, Class A | 9,100 | 45,442 | ||||||
Greentown China Holdings Ltd. | 83,500 | 86,345 | ||||||
Guangdong Haid Group Co. Ltd., Class A | 10,700 | 66,419 | ||||||
Guangzhou Automobile Group Co. Ltd., Class A | 19,900 | 27,427 | ||||||
Guangzhou Automobile Group Co. Ltd., Class H | 176,400 | 86,933 | ||||||
Guangzhou Shiyuan Electronic Technology Co. Ltd., Class A | 5,700 | 39,681 |
Security | Shares | Value | ||||||
China (continued) | ||||||||
Guangzhou Tinci Materials Technology Co. Ltd., Class A | 7,200 | $ | 26,749 | |||||
Guosen Securities Co. Ltd., Class A | 25,900 | 32,823 | ||||||
Guotai Junan Securities Co. Ltd., Class A | 55,544 | 111,144 | ||||||
H World Group Ltd., ADR(a)(c) | 12,752 | 502,811 | ||||||
Haidilao International Holding Ltd.(b) | 143,000 | 381,286 | ||||||
Haier Smart Home Co. Ltd., Class A | 41,800 | 135,989 | ||||||
Haier Smart Home Co. Ltd., Class H | 199,000 | 621,987 | ||||||
Haitian International Holdings Ltd. | 51,000 | 107,653 | ||||||
Haitong Securities Co. Ltd., Class A | 45,000 | 61,589 | ||||||
Haitong Securities Co. Ltd., Class H | 173,200 | 103,553 | ||||||
Hangzhou First Applied Material Co. Ltd., Class A | 21,756 | 85,679 | ||||||
Hangzhou Silan Microelectronics Co. Ltd., Class A | 15,700 | 52,529 | ||||||
Hansoh Pharmaceutical Group Co. Ltd.(b) | 56,000 | 76,026 | ||||||
Henan Shuanghui Investment & Development Co. Ltd., Class A | 14,800 | 53,625 | ||||||
Hengan International Group Co. Ltd. | 39,000 | 124,084 | ||||||
Hengli Petrochemical Co. Ltd., Class A(a) | 26,600 | 52,613 | ||||||
Hithink RoyalFlush Information Network Co. Ltd., Class A | 4,600 | 94,897 | ||||||
Hoshine Silicon Industry Co. Ltd., Class A | 3,800 | 31,565 | ||||||
Hoyuan Green Energy Co. Ltd., Class A | 10,480 | 60,206 | ||||||
Hua Hong Semiconductor Ltd.(a)(b) | 32,000 | 80,462 | ||||||
Huadian Power International Corp. Ltd., Class A | 158,200 | 111,650 | ||||||
Huadong Medicine Co. Ltd., Class A | 26,900 | 156,080 | ||||||
Huaibei Mining Holdings Co. Ltd., Class A | 1,400 | 2,687 | ||||||
Hualan Biological Engineering, Inc., Class A | 10,800 | 32,909 | ||||||
Huaneng Power International, Inc., Class A(a) | 97,400 | 105,046 | ||||||
Huaneng Power International, Inc., Class H(a) | 460,000 | 222,586 | ||||||
Huatai Securities Co. Ltd., Class A | 31,600 | 68,883 | ||||||
Huatai Securities Co. Ltd., Class H(b) | 84,000 | 107,100 | ||||||
Huaxia Bank Co. Ltd., Class A | 132,899 | 104,333 | ||||||
Huayu Automotive Systems Co. Ltd., Class A | 8,300 | 21,410 | ||||||
Huizhou Desay Sv Automotive Co. Ltd., Class A | 7,000 | 138,550 | ||||||
Hunan Valin Steel Co. Ltd., Class A | 214,100 | 175,847 | ||||||
Hundsun Technologies, Inc., Class A | 22,200 | 99,233 | ||||||
Hygeia Healthcare Holdings Co. Ltd.(b) | 21,600 | 120,859 | ||||||
Iflytek Co. Ltd., Class A | 8,600 | 59,951 | ||||||
Imeik Technology Development Co. Ltd., Class A | 1,400 | 75,202 | ||||||
Industrial & Commercial Bank of China Ltd., Class A | 246,700 | 158,356 | ||||||
Industrial & Commercial Bank of China Ltd., Class H | 4,343,000 | 2,083,080 | ||||||
Industrial Bank Co. Ltd., Class A | 73,700 | 165,041 | ||||||
Inner Mongolia BaoTou Steel Union Co. Ltd., Class A(a) | 191,700 | 45,296 | ||||||
Inner Mongolia Yili Industrial Group Co. Ltd., Class A | 19,400 | 70,836 | ||||||
Inner Mongolia Yitai Coal Co. Ltd., Class B(a) | 60,200 | 84,298 | ||||||
Innovent Biologics, Inc.(a)(b) | 70,000 | 340,010 | ||||||
iQIYI, Inc., ADR(a)(c) | 11,889 | 56,354 | ||||||
JA Solar Technology Co. Ltd., Class A | 18,424 | 64,862 | ||||||
JD Health International, Inc.(a)(b) | 69,600 | 357,665 | ||||||
JD Logistics, Inc.(a)(b) | 116,400 | 147,186 | ||||||
JD.com, Inc., Class A | 157,596 | 2,292,837 | ||||||
Jiangsu Eastern Shenghong Co. Ltd., Class A | 43,500 | 69,086 | ||||||
Jiangsu Expressway Co. Ltd., Class H | 158,000 | 142,514 | ||||||
Jiangsu Hengli Hydraulic Co. Ltd., Class A | 6,600 | 57,938 | ||||||
Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A | 21,312 | 131,882 | ||||||
Jiangsu Yanghe Brewery Joint-Stock Co. Ltd., Class A | 5,200 | 92,717 | ||||||
Jiangsu Zhongtian Technology Co. Ltd., Class A | 45,000 | 91,888 | ||||||
Jiangxi Copper Co. Ltd., Class A | 43,400 | 114,783 | ||||||
Jiangxi Copper Co. Ltd., Class H | 68,000 | 106,069 |
4 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
China (continued) | ||||||||
Jinko Solar Co. Ltd., Class | 92,005 | $ | 127,953 | |||||
Jiumaojiu International Holdings Ltd.(b) | 34,000 | 46,009 | ||||||
Kanzhun Ltd., ADR(a)(c) | 12,811 | 194,343 | ||||||
KE Holdings, Inc., ADR(c) | 43,487 | 674,918 | ||||||
Kingboard Holdings Ltd. | 36,500 | 81,754 | ||||||
Kingdee International Software Group Co. Ltd.(a) | 260,000 | 318,207 | ||||||
Kingsoft Corp. Ltd. | 92,400 | 332,947 | ||||||
Kuaishou Technology(a)(b) | 169,800 | 1,350,879 | ||||||
Kunlun Energy Co. Ltd. | 268,000 | 230,629 | ||||||
Kweichow Moutai Co. Ltd., Class A | 5,516 | 1,369,321 | ||||||
Lenovo Group Ltd. | 458,000 | 469,602 | ||||||
Lens Technology Co. Ltd., Class A | 12,300 | 20,768 | ||||||
Li Auto, Inc., Class A(a)(c) | 78,046 | 1,392,780 | ||||||
Li Ning Co. Ltd. | 171,500 | 716,129 | ||||||
Lingyi iTech Guangdong Co., Class A | 7,000 | 5,491 | ||||||
Longfor Group Holdings Ltd.(b) | 91,500 | 163,566 | ||||||
LONGi Green Energy Technology Co. Ltd., Class A | 27,216 | 102,204 | ||||||
Lufax Holding Ltd., ADR | 63,450 | 67,257 | ||||||
Luxshare Precision Industry Co. Ltd., Class A | 53,229 | 218,525 | ||||||
Luzhou Laojiao Co. Ltd., Class A | 4,900 | 146,707 | ||||||
Mango Excellent Media Co. Ltd., Class A | 11,800 | 45,919 | ||||||
Maxscend Microelectronics Co. Ltd., Class A | 3,744 | 59,987 | ||||||
Meituan, Class B(a)(b) | 340,130 | 4,923,787 | ||||||
Metallurgical Corp. of China Ltd., Class A | 138,300 | 69,755 | ||||||
Microport Scientific Corp.(a) | 37,000 | 55,643 | ||||||
MINISO Group Holding Ltd., ADR(c) | 8,632 | 223,569 | ||||||
Minth Group Ltd. | 88,000 | 226,183 | ||||||
Montage Technology Co. Ltd., Class A | 11,000 | 74,964 | ||||||
Muyuan Foods Co. Ltd., Class A | 19,046 | 99,098 | ||||||
NARI Technology Co. Ltd., Class A | 26,265 | 79,989 | ||||||
NAURA Technology Group Co. Ltd., Class A | 4,500 | 149,031 | ||||||
NetEase, Inc. | 131,025 | 2,627,214 | ||||||
New China Life Insurance Co. Ltd., Class A | 7,700 | 39,054 | ||||||
New China Life Insurance Co. Ltd., Class H | 66,500 | 159,500 | ||||||
New Hope Liuhe Co. Ltd., Class A(a) | 12,700 | 19,181 | ||||||
New Oriental Education & Technology Group, Inc.(a) | 121,020 | 716,189 | ||||||
Ninestar Corp., Class A | 18,700 | 66,318 | ||||||
Ningbo Tuopu Group Co. Ltd., Class A | 15,200 | 155,460 | ||||||
Ningxia Baofeng Energy Group Co. Ltd., Class A | 70,800 | 139,105 | ||||||
NIO, Inc., ADR(a)(c) | 91,734 | 829,275 | ||||||
Nongfu Spring Co. Ltd., Class H(b) | 135,800 | 778,826 | ||||||
Orient Securities Co. Ltd., Class A | 34,368 | 45,413 | ||||||
Ovctek China, Inc., Class A | 10,800 | 38,077 | ||||||
PDD Holdings, Inc., ADR(a)(c) | 39,890 | 3,912,012 | ||||||
People’s Insurance Co. Group of China Ltd., Class H | 496,000 | 177,436 | ||||||
PetroChina Co. Ltd., Class H | 1,462,000 | 1,095,670 | ||||||
PICC Property & Casualty Co. Ltd., Class H | 498,298 | 638,065 | ||||||
Ping An Bank Co. Ltd., Class A | 69,600 | 107,395 | ||||||
Ping An Healthcare & Technology Co. Ltd.(a)(b) | 25,800 | 60,036 | ||||||
Ping An Insurance Group Co. of China Ltd., Class A | 49,000 | 326,941 | ||||||
Ping An Insurance Group Co. of China Ltd., Class H(c) | 448,500 | 2,543,733 | ||||||
Poly Developments & Holdings Group Co. Ltd., Class A | 43,000 | 75,498 | ||||||
Pop Mart International Group Ltd.(b) | 41,400 | 121,775 | ||||||
Postal Savings Bank of China Co. Ltd., Class A | 132,700 | 90,694 | ||||||
Postal Savings Bank of China Co. Ltd., Class H(b) | 758,000 | 381,689 | ||||||
Power Construction Corp. of China Ltd., Class A | 63,300 | 46,531 | ||||||
Qifu Technology, Inc. | 5,031 | 77,276 | ||||||
Qinghai Salt Lake Industry Co. Ltd., Class A(a) | 33,700 | 79,468 | ||||||
Rongsheng Petrochemical Co. Ltd., Class A | 35,850 | 58,649 |
Security | Shares | Value | ||||||
China (continued) | ||||||||
SAIC Motor Corp. Ltd., Class A | 30,300 | $ | 61,711 | |||||
Sangfor Technologies, Inc., Class A(a) | 3,500 | 44,823 | ||||||
Sany Heavy Equipment International Holdings Co. Ltd. | 56,000 | 88,250 | ||||||
Sany Heavy Industry Co. Ltd., Class A | 32,700 | 71,488 | ||||||
SDIC Power Holdings Co. Ltd., Class A | 89,900 | 145,004 | ||||||
Seazen Holdings Co. Ltd., Class A(a) | 17,500 | 32,092 | ||||||
Seres Group Co. Ltd., Class A(a) | 25,600 | 197,211 | ||||||
SF Holding Co. Ltd., Class A | 15,900 | 89,431 | ||||||
SG Micro Corp., Class A | 4,875 | 51,948 | ||||||
Shaanxi Coal Industry Co. Ltd., Class A | 35,600 | 90,317 | ||||||
Shandong Gold Mining Co. Ltd., Class A | 29,204 | 100,179 | ||||||
Shandong Gold Mining Co. Ltd., Class H(b) | 74,750 | 140,641 | ||||||
Shandong Himile Mechanical Science & Technology Co. Ltd., Class A | 35,800 | 172,969 | ||||||
Shandong Hualu Hengsheng Chemical Co. Ltd., Class A | 8,600 | 37,884 | ||||||
Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 150,400 | 131,797 | ||||||
Shanghai Baosight Software Co. Ltd., Class A | 80 | 496 | ||||||
Shanghai Baosight Software Co. Ltd., Class B | 74,568 | 157,151 | ||||||
Shanghai Fosun Pharmaceutical Group Co. Ltd., Class A | 10,562 | 41,451 | ||||||
Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 18,000 | 42,094 | ||||||
Shanghai Fudan Microelectronics Group Co. Ltd., Class A | 13,668 | 89,622 | ||||||
Shanghai International Airport Co. Ltd., Class A(a) | 11,200 | 58,402 | ||||||
Shanghai M&G Stationery, Inc., Class A | 35,200 | 176,169 | ||||||
Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 62,000 | 96,534 | ||||||
Shanghai Pudong Development Bank Co. Ltd., Class A | 94,987 | 92,720 | ||||||
Shanghai Putailai New Energy Technology Co. Ltd., Class A | 13,630 | 54,805 | ||||||
Shanxi Coal International Energy Group Co. Ltd., Class A | 1,000 | 2,584 | ||||||
Shanxi Xinghuacun Fen Wine Factory Co. Ltd., Class A | 5,600 | 184,993 | ||||||
Shengyi Technology Co. Ltd., Class A | 17,700 | 37,323 | ||||||
Shenwan Hongyuan Group Co. Ltd., Class A | 127,900 | 76,118 | ||||||
Shenzhen Dynanonic Co. Ltd., Class A | 960 | 10,113 | ||||||
Shenzhen Inovance Technology Co. Ltd., Class A | 9,750 | 89,181 | ||||||
Shenzhen International Holdings Ltd. | 220,000 | 135,384 | ||||||
Shenzhen Kangtai Biological Products Co. Ltd., Class A(a) | 7,520 | 30,238 | ||||||
Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A | 4,300 | 159,930 | ||||||
Shenzhen Transsion Holdings Co. Ltd., Class A | 6,290 | 126,103 | ||||||
Shenzhou International Group Holdings Ltd. | 51,400 | 488,795 | ||||||
Sichuan Chuantou Energy Co. Ltd., Class A | 136,000 | 275,832 | ||||||
Sichuan Road and Bridge Group Co. Ltd., Class A | 98,280 | 116,750 | ||||||
Silergy Corp. | 25,000 | 236,971 | ||||||
Sinopharm Group Co. Ltd., Class H | 79,600 | 230,786 | ||||||
Sinotruk Hong Kong Ltd. | 34,500 | 66,348 | ||||||
Smoore International Holdings Ltd.(b) | 96,000 | 86,675 | ||||||
Sungrow Power Supply Co. Ltd., Class A | 11,500 | 141,097 | ||||||
Sunny Optical Technology Group Co. Ltd. | 47,800 | 331,266 | ||||||
Sunwoda Electronic Co. Ltd., Class A | 15,800 | 36,711 | ||||||
Suzhou Maxwell Technologies Co. Ltd., Class A | 3,040 | 52,927 | ||||||
TAL Education Group, ADR(a) | 19,208 | 174,985 | ||||||
TBEA Co. Ltd., Class A | 47,450 | 96,736 |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 5 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
China (continued) | ||||||||
TCL Technology Group Corp., Class A(a) | 86,020 | $ | 48,240 | |||||
TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A | 22,625 | 72,497 | ||||||
Tencent Holdings Ltd. | 456,300 | 17,687,982 | ||||||
Tencent Music Entertainment Group, ADR(a) | 46,714 | 298,035 | ||||||
Thunder Software Technology Co. Ltd., Class A | 6,000 | 62,865 | ||||||
Tianqi Lithium Corp., Class A | 5,600 | 42,342 | ||||||
Tingyi Cayman Islands Holding Corp. | 118,000 | 164,848 | ||||||
Tongcheng Travel Holdings Ltd.(a) | 135,600 | 296,596 | ||||||
Tongwei Co. Ltd., Class A | 28,200 | 124,969 | ||||||
Topchoice Medical Corp., Class A(a) | 900 | 10,924 | ||||||
Topsports International Holdings Ltd.(b) | 81,000 | 61,239 | ||||||
TravelSky Technology Ltd., Class H | 59,000 | 101,736 | ||||||
Trina Solar Co. Ltd., Class A | 13,277 | 55,830 | ||||||
Trip.com Group Ltd.(a) | 36,872 | 1,299,610 | ||||||
Tsingtao Brewery Co. Ltd., Class H | 42,000 | 342,005 | ||||||
Unigroup Guoxin Microelectronics Co. Ltd., Class A(a) | 6,859 | 82,101 | ||||||
Uni-President China Holdings Ltd. | 82,000 | 57,592 | ||||||
Unisplendour Corp. Ltd., Class A(a) | 20,160 | 65,215 | ||||||
Vipshop Holdings Ltd., ADR(a)(c) | 23,920 | 382,959 | ||||||
Walvax Biotechnology Co. Ltd., Class A | 8,600 | 27,772 | ||||||
Wanhua Chemical Group Co. Ltd., Class A | 14,700 | 178,709 | ||||||
Want Want China Holdings Ltd. | 320,000 | 208,563 | ||||||
Weibo Corp., ADR | 2,166 | 27,162 | ||||||
Weichai Power Co. Ltd., Class A | 33,300 | 57,224 | ||||||
Weichai Power Co. Ltd., Class H | 115,800 | 156,956 | ||||||
Wens Foodstuffs Group Co. Ltd., Class A | 20,160 | 48,122 | ||||||
Will Semiconductor Co. Ltd. Shanghai, Class A | 5,535 | 70,879 | ||||||
Wilmar International Ltd. | 143,800 | 391,321 | ||||||
Wingtech Technology Co. Ltd., Class A(a) | 4,238 | 25,407 | ||||||
Wuchan Zhongda Group Co. Ltd., Class A | 25,699 | 16,729 | ||||||
Wuliangye Yibin Co. Ltd., Class A | 22,300 | 480,989 | ||||||
WuXi AppTec Co. Ltd., Class A | 12,936 | 153,878 | ||||||
WuXi AppTec Co. Ltd., Class H(b) | 21,041 | 250,916 | ||||||
Wuxi Biologics Cayman, Inc.(a)(b) | 252,500 | 1,467,494 | ||||||
XCMG Construction Machinery Co. Ltd., Class A | 159,700 | 139,762 | ||||||
Xiaomi Corp., Class B(a)(b) | 1,073,200 | 1,681,282 | ||||||
Xinjiang Goldwind Science & Technology Co. Ltd., Class A | 64,400 | 81,497 | ||||||
Xinyi Solar Holdings Ltd. | 292,000 | 217,061 | ||||||
XPeng, Inc., Class A(a) | 67,834 | 619,828 | ||||||
Xtep International Holdings Ltd. | 172,500 | 158,884 | ||||||
Yadea Group Holdings Ltd.(b) | 68,000 | 125,922 | ||||||
Yankuang Energy Group Co. Ltd., Class A | 8,850 | 24,597 | ||||||
Yankuang Energy Group Co. Ltd., Class H(c) | 153,000 | 288,628 | ||||||
Yealink Network Technology Corp. Ltd., Class A | 34,700 | 169,840 | ||||||
Yihai International Holding Ltd. | 23,000 | 39,462 | ||||||
Yihai Kerry Arawana Holdings Co. Ltd., Class A | 12,100 | 57,220 | ||||||
Yonyou Network Technology Co. Ltd., Class A | 7,800 | 17,837 | ||||||
Yum China Holdings, Inc.(c) | 29,075 | 1,620,059 | ||||||
Yunnan Baiyao Group Co. Ltd., Class A | 12,460 | 91,202 | ||||||
Yunnan Energy New Material Co. Ltd., Class A | 2,300 | 18,962 | ||||||
Zai Lab Ltd.(a) | 73,650 | 180,227 | ||||||
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd., Class A | 1,599 | 60,472 | ||||||
Zhaojin Mining Industry Co. Ltd., Class H | 62,000 | 85,471 | ||||||
Zhejiang Chint Electrics Co. Ltd., Class A | 8,900 | 28,525 | ||||||
Zhejiang Expressway Co. Ltd., Class H | 54,000 | 40,181 | ||||||
Zhejiang Huayou Cobalt Co. Ltd., Class A | 3,770 | 19,491 | ||||||
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd., Class A | 14,200 | 92,997 |
Security | Shares | Value | ||||||
China (continued) | ||||||||
Zhejiang NHU Co. Ltd., Class A | 11,060 | $ | 24,659 | |||||
Zheshang Securities Co. Ltd., Class A | 44,700 | 61,923 | ||||||
ZhongAn Online P&C Insurance Co. Ltd., Class H(a)(b) | 42,400 | 124,291 | ||||||
Zhongji Innolight Co. Ltd., Class A | 2,800 | 44,740 | ||||||
Zhongsheng Group Holdings Ltd. | 36,500 | 102,196 | ||||||
Zhongtai Securities Co. Ltd., Class A | 42,200 | 41,191 | ||||||
Zhuzhou CRRC Times Electric Co. Ltd., Class A | 1,831 | 10,004 | ||||||
Zhuzhou CRRC Times Electric Co. Ltd., Class H | 28,400 | 98,092 | ||||||
Zijin Mining Group Co. Ltd., Class A | 62,900 | 104,726 | ||||||
Zijin Mining Group Co. Ltd., Class H | 418,000 | 633,687 | ||||||
ZTE Corp., Class H | 14,400 | 43,332 | ||||||
ZTO Express Cayman, Inc., ADR(c) | 26,891 | 649,955 | ||||||
|
| |||||||
131,237,395 | ||||||||
Colombia — 0.0% | ||||||||
Bancolombia SA | 25,868 | 195,339 | ||||||
Interconexion Electrica SA ESP | 24,518 | 89,658 | ||||||
|
| |||||||
284,997 | ||||||||
Czech Republic — 0.0% | ||||||||
CEZ A/S | 10,279 | 436,588 | ||||||
Komercni Banka A/S | 3,800 | 110,485 | ||||||
Moneta Money Bank A/S(b) | 25,594 | 92,956 | ||||||
|
| |||||||
640,029 | ||||||||
Denmark — 2.1% | ||||||||
AP Moller - Maersk A/S, Class A | 185 | 327,394 | ||||||
AP Moller - Maersk A/S, Class B | 346 | 622,418 | ||||||
Carlsberg A/S, Class B | 6,943 | 875,408 | ||||||
Chr Hansen Holding A/S | 6,994 | 427,844 | ||||||
Coloplast A/S, Class B | 9,671 | 1,023,356 | ||||||
Danske Bank A/S | 49,258 | 1,143,080 | ||||||
Demant A/S(a) | 6,675 | 275,619 | ||||||
DSV A/S | 13,701 | 2,553,054 | ||||||
Genmab A/S(a) | 4,320 | 1,529,498 | ||||||
Novo Nordisk A/S, Class B | 222,195 | 20,231,117 | ||||||
Novozymes A/S, B Shares | 14,096 | 567,151 | ||||||
Orsted A/S(b) | 13,110 | 713,226 | ||||||
Pandora A/S | 6,009 | 620,076 | ||||||
ROCKWOOL A/S, B Shares | 484 | 116,976 | ||||||
Tryg A/S | 19,701 | 360,516 | ||||||
Vestas Wind Systems A/S(a) | 70,028 | 1,498,171 | ||||||
|
| |||||||
32,884,904 | ||||||||
Egypt — 0.0% | ||||||||
Commercial International Bank Egypt SAE | 101,009 | 139,587 | ||||||
|
| |||||||
Finland — 0.7% | ||||||||
Elisa OYJ | 8,704 | 403,632 | ||||||
Fortum OYJ | 27,525 | 319,209 | ||||||
Kesko OYJ, B Shares | 19,320 | 346,142 | ||||||
Kone OYJ, Class B | 23,786 | 1,002,343 | ||||||
Metso OYJ | 40,770 | 427,549 | ||||||
Neste OYJ | 29,502 | 999,192 | ||||||
Nokia OYJ | 369,388 | 1,388,925 | ||||||
Nordea Bank Abp | 218,188 | 2,392,154 | ||||||
Orion OYJ, Class B | 6,376 | 250,487 | ||||||
Sampo OYJ, A Shares | 32,460 | 1,403,294 | ||||||
Stora Enso OYJ, Class R, R Shares | 44,201 | 553,987 | ||||||
UPM-Kymmene OYJ | 37,832 | 1,295,400 | ||||||
Wartsila OYJ Abp | 30,149 | 341,707 | ||||||
|
| |||||||
11,124,021 | ||||||||
France — 7.4% | ||||||||
Accor SA | 12,383 | 416,495 |
6 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
France (continued) | ||||||||
Aeroports de Paris | 1,891 | $ | 223,008 | |||||
Air Liquide SA | 35,738 | 6,019,405 | ||||||
Airbus SE | 40,592 | 5,433,177 | ||||||
Alstom SA | 19,985 | 474,987 | ||||||
Amundi SA(b) | 4,353 | 244,494 | ||||||
Arkema SA | 3,308 | 325,642 | ||||||
AXA SA | 123,379 | 3,660,514 | ||||||
BioMerieux | 2,046 | 197,931 | ||||||
BNP Paribas SA | 73,878 | 4,697,627 | ||||||
Bollore SE | 63,891 | 342,916 | ||||||
Bouygues SA | 12,410 | 433,911 | ||||||
Bureau Veritas SA | 17,584 | 436,015 | ||||||
Capgemini SE | 11,154 | 1,946,304 | ||||||
Carrefour SA | 37,606 | 645,887 | ||||||
Cie de Saint-Gobain | 32,029 | 1,916,948 | ||||||
Cie Generale des Etablissements Michelin SCA | 46,742 | 1,430,630 | ||||||
Covivio SA | 2,326 | 103,174 | ||||||
Credit Agricole SA | 75,961 | 933,925 | ||||||
Danone SA | 43,365 | 2,391,915 | ||||||
Dassault Aviation SA | 1,421 | 267,645 | ||||||
Dassault Systemes SE | 45,153 | 1,677,092 | ||||||
Edenred | 17,259 | 1,079,654 | ||||||
Eiffage SA | 4,993 | 473,924 | ||||||
Engie SA | 125,906 | 1,930,914 | ||||||
EssilorLuxottica SA | 20,318 | 3,534,227 | ||||||
Eurazeo SE | 4,292 | 255,396 | ||||||
Gecina SA | 3,982 | 405,997 | ||||||
Getlink SE | 26,306 | 419,368 | ||||||
Hermes International | 2,119 | 3,862,571 | ||||||
Ipsen SA | 3,535 | 463,162 | ||||||
Kering SA | 4,951 | 2,249,550 | ||||||
Klepierre SA | 17,639 | 431,901 | ||||||
La Francaise des Jeux SAEM(b) | 6,066 | 197,022 | ||||||
Legrand SA | 17,939 | 1,648,348 | ||||||
L’Oreal SA | 16,385 | 6,790,142 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 18,875 | 14,247,424 | ||||||
Orange SA | 129,288 | 1,482,968 | ||||||
Pernod Ricard SA | 13,793 | 2,296,395 | ||||||
Publicis Groupe SA | 16,101 | 1,218,727 | ||||||
Remy Cointreau SA | 1,537 | 187,385 | ||||||
Renault SA | 10,718 | 438,543 | ||||||
Safran SA | 22,874 | 3,584,565 | ||||||
Sanofi | 76,942 | 8,261,666 | ||||||
Sartorius Stedim Biotech | 2,097 | 498,883 | ||||||
Schneider Electric SE | 37,497 | 6,179,208 | ||||||
SEB SA | 2,025 | 188,906 | ||||||
Societe Generale SA | 52,657 | 1,274,173 | ||||||
Sodexo SA | 5,562 | 572,594 | ||||||
Teleperformance | 4,205 | 527,965 | ||||||
Thales SA | 7,327 | 1,029,759 | ||||||
TotalEnergies SE | 157,330 | 10,344,340 | ||||||
Unibail-Rodamco-Westfield(a) | 8,442 | 415,139 | ||||||
Valeo | 13,865 | 237,923 | ||||||
Veolia Environnement SA | 46,290 | 1,338,066 | ||||||
Vinci SA | 35,786 | 3,959,042 | ||||||
Vivendi SE | 56,926 | 498,564 | ||||||
Wendel SE | 1,358 | 107,343 | ||||||
Worldline SA(a)(b) | 14,084 | 395,356 | ||||||
|
| |||||||
117,246,752 | ||||||||
Germany — 4.9% | ||||||||
Adidas AG | 10,669 | 1,871,434 | ||||||
Allianz SE, Registered Shares | 27,493 | 6,542,677 |
Security | Shares | Value | ||||||
Germany (continued) | ||||||||
BASF SE | 60,114 | $ | 2,721,057 | |||||
Bayer AG, Registered Shares | 68,483 | 3,288,854 | ||||||
Bayerische Motoren Werke AG | 22,096 | 2,244,227 | ||||||
Bechtle AG | 4,686 | 218,228 | ||||||
Beiersdorf AG | 7,058 | 910,405 | ||||||
Brenntag SE | 10,026 | 775,779 | ||||||
Carl Zeiss Meditec AG | 2,299 | 200,410 | ||||||
Commerzbank AG | 84,058 | 954,003 | ||||||
Continental AG, Class A | 6,673 | 468,859 | ||||||
Covestro AG(a)(b) | 12,421 | 667,938 | ||||||
Daimler Truck Holding AG | 33,207 | 1,149,767 | ||||||
Delivery Hero SE(a)(b) | 11,292 | 322,426 | ||||||
Deutsche Bank AG, Registered Shares | 131,402 | 1,444,143 | ||||||
Deutsche Boerse AG | 13,171 | 2,274,589 | ||||||
Deutsche Lufthansa AG, Registered Shares(a) | 48,591 | 384,520 | ||||||
Deutsche Post AG, Registered Shares | 66,699 | 2,706,347 | ||||||
Deutsche Telekom AG, Registered Shares | 223,152 | 4,681,013 | ||||||
E.ON SE | 150,990 | 1,785,609 | ||||||
Evonik Industries AG | 19,058 | 347,621 | ||||||
Fresenius Medical Care AG & Co. KGaA | 13,963 | 600,297 | ||||||
Fresenius SE & Co. KGaA | 28,414 | 882,545 | ||||||
GEA Group AG | 9,011 | 332,095 | ||||||
Hannover Rueck SE | 5,144 | 1,128,690 | ||||||
Heidelberg Materials AG | 9,223 | 714,325 | ||||||
HelloFresh SE(a) | 9,190 | 273,076 | ||||||
Henkel AG & Co. KGaA | 6,859 | 432,471 | ||||||
Infineon Technologies AG | 86,848 | 2,876,470 | ||||||
Knorr-Bremse AG | 4,878 | 309,252 | ||||||
LEG Immobilien SE(a) | 4,537 | 311,997 | ||||||
Mercedes-Benz Group AG, Registered Shares | 57,559 | 4,005,918 | ||||||
Merck KGaA | 9,172 | 1,529,040 | ||||||
MTU Aero Engines AG | 3,904 | 707,051 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, Registered Shares | 9,401 | 3,661,243 | ||||||
Nemetschek SE | 3,453 | 210,145 | ||||||
Puma SE | 6,996 | 432,579 | ||||||
Rational AG | 571 | 361,274 | ||||||
Rheinmetall AG | 3,013 | 775,098 | ||||||
RWE AG | 40,829 | 1,515,564 | ||||||
SAP SE | 71,378 | 9,239,313 | ||||||
Scout24 SE(b) | 4,929 | 341,770 | ||||||
Siemens AG, Registered Shares | 51,623 | 7,377,372 | ||||||
Siemens Energy AG(a)(c) | 35,299 | 460,041 | ||||||
Siemens Healthineers AG(b) | 17,697 | 895,147 | ||||||
Symrise AG, Class A | 9,224 | 878,114 | ||||||
Talanx AG(a) | 5,602 | 354,550 | ||||||
Telefonica Deutschland Holding AG | 78,736 | 140,825 | ||||||
Volkswagen AG | 1,951 | 256,220 | ||||||
Vonovia SE | 46,232 | 1,107,640 | ||||||
Wacker Chemie AG | 1,348 | 192,493 | ||||||
Zalando SE(a)(b) | 18,139 | 403,019 | ||||||
|
| |||||||
78,665,540 | ||||||||
Greece — 0.1% | ||||||||
Alpha Services & Holdings SA(a) | 109,264 | 144,494 | ||||||
Eurobank Ergasias Services & Holdings SA(a) | 150,627 | 231,680 | ||||||
FF Group(a)(d) | 205 | — | ||||||
Hellenic Telecommunications Organization SA | 12,770 | 186,258 | ||||||
JUMBO SA | 11,686 | 321,231 | ||||||
Motor Oil Hellas Corinth Refineries SA | 6,293 | 159,279 | ||||||
Mytilineos SA | 6,370 | 234,465 | ||||||
National Bank of Greece SA(a) | 33,305 | 187,501 | ||||||
OPAP SA | 11,603 | 194,254 |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 7 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Greece (continued) | ||||||||
Piraeus Financial Holdings SA(a) | 45,884 | $ | 135,415 | |||||
Public Power Corp. SA(a) | 12,105 | 121,286 | ||||||
|
| |||||||
1,915,863 | ||||||||
Hong Kong — 1.6% | ||||||||
AIA Group Ltd. | 783,600 | 6,337,085 | ||||||
Akeso, Inc.(a)(b) | 28,000 | 128,314 | ||||||
Beijing Enterprises Water Group Ltd. | 232,000 | 50,497 | ||||||
Bosideng International Holdings Ltd. | 234,000 | 100,451 | ||||||
C&D International Investment Group Ltd. | 63,000 | 152,689 | ||||||
China Common Rich Renewable Energy Investments Ltd.(d) | 11,997 | — | ||||||
China Everbright Environment Group Ltd. | 574,629 | 197,462 | ||||||
China Gas Holdings Ltd. | 181,000 | 170,613 | ||||||
China Jinmao Holdings Group Ltd. | 192,000 | 24,685 | ||||||
China Merchants Port Holdings Co. Ltd. | 65,720 | 81,692 | ||||||
China Power International Development Ltd. | 424,000 | 153,716 | ||||||
China Resources Beer Holdings Co. Ltd. | 126,000 | 688,267 | ||||||
China Resources Power Holdings Co. Ltd. | 120,000 | 228,320 | ||||||
China Taiping Insurance Holdings Co. Ltd. | 72,672 | 71,972 | ||||||
China Traditional Chinese Medicine Holdings Co. Ltd. | 178,000 | 82,920 | ||||||
CK Asset Holdings Ltd. | 150,508 | 790,557 | ||||||
CK Hutchison Holdings Ltd. | 193,508 | 1,027,351 | ||||||
CK Infrastructure Holdings Ltd. | 41,500 | 195,811 | ||||||
CLP Holdings Ltd. | 121,500 | 897,141 | ||||||
COSCO SHIPPING Ports Ltd. | 134,000 | 87,295 | ||||||
ESR Group Ltd.(b) | 124,200 | 173,627 | ||||||
Far East Horizon Ltd. | 141,000 | 101,425 | ||||||
Galaxy Entertainment Group Ltd. | 133,000 | 795,822 | ||||||
GCL Technology Holdings Ltd. | 1,362,000 | 252,532 | ||||||
Guangdong Investment Ltd. | 164,000 | 124,999 | ||||||
Hang Lung Properties Ltd. | 199,000 | 272,263 | ||||||
Hang Seng Bank Ltd. | 56,700 | 703,504 | ||||||
Henderson Land Development Co. Ltd. | 97,800 | 256,818 | ||||||
HKT Trust & HKT Ltd., Class SS | 222,900 | 232,433 | ||||||
Hong Kong & China Gas Co. Ltd. | 676,176 | 470,474 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 77,194 | 2,864,882 | ||||||
Hongkong Land Holdings Ltd.(c) | 77,800 | 277,459 | ||||||
Jardine Matheson Holdings Ltd. | 12,000 | 556,098 | ||||||
Kingboard Laminates Holdings Ltd. | 42,500 | 29,994 | ||||||
Link REIT | 169,040 | 826,526 | ||||||
MTR Corp. Ltd. | 92,500 | 365,413 | ||||||
New World Development Co. Ltd. | 144,166 | 279,523 | ||||||
Nine Dragons Paper Holdings Ltd. | 196,000 | 109,937 | ||||||
Orient Overseas International Ltd. | 10,000 | 133,194 | ||||||
Power Assets Holdings Ltd. | 104,500 | 504,683 | ||||||
Sino Biopharmaceutical Ltd. | 643,750 | 231,720 | ||||||
Sino Land Co. Ltd. | 240,800 | 270,812 | ||||||
SITC International Holdings Co. Ltd. | 78,000 | 130,869 | ||||||
Sun Hung Kai Properties Ltd. | 92,000 | 981,636 | ||||||
Swire Pacific Ltd., Class A | 38,500 | 259,317 | ||||||
Swire Properties Ltd. | 79,200 | 164,714 | ||||||
Techtronic Industries Co., Ltd. | 87,500 | 844,689 | ||||||
Vinda International Holdings Ltd. | 31,000 | 74,266 | ||||||
WH Group Ltd.(b) | 531,000 | 277,935 | ||||||
Wharf Real Estate Investment Co. Ltd. | 134,000 | 516,427 | ||||||
Xinyi Glass Holdings Ltd.(c) | 136,000 | 175,246 | ||||||
Yuexiu Property Co. Ltd. | 135,000 | 155,179 | ||||||
|
| |||||||
24,881,254 |
Security | Shares | Value | ||||||
Hungary — 0.1% | ||||||||
MOL Hungarian Oil & Gas PLC | 40,038 | $ | 303,264 | |||||
OTP Bank Nyrt | 16,006 | 577,079 | ||||||
Richter Gedeon Nyrt | 8,007 | 193,808 | ||||||
|
| |||||||
1,074,151 | ||||||||
India — 4.4% | ||||||||
ABB India Ltd. | 3,740 | 184,238 | ||||||
Adani Enterprises Ltd. | 11,316 | 327,758 | ||||||
Adani Green Energy Ltd.(a) | 15,430 | 183,424 | ||||||
Adani Ports & Special Economic Zone Ltd. | 36,650 | 363,263 | ||||||
Adani Power Ltd.(a) | 20,795 | 94,520 | ||||||
Ambuja Cements Ltd. | 50,659 | 258,272 | ||||||
Apollo Hospitals Enterprise Ltd. | 6,490 | 400,748 | ||||||
Ashok Leyland Ltd. | 97,951 | 208,312 | ||||||
Asian Paints Ltd. | 26,868 | 1,021,209 | ||||||
Astral Ltd. | 8,065 | 185,203 | ||||||
AU Small Finance Bank Ltd.(b) | 16,688 | 142,823 | ||||||
Aurobindo Pharma Ltd. | 13,516 | 148,531 | ||||||
Avenue Supermarts Ltd., Series M(a)(b) | 10,792 | 476,673 | ||||||
Axis Bank Ltd. | 157,698 | 1,962,984 | ||||||
Bajaj Auto Ltd. | 3,594 | 218,601 | ||||||
Bajaj Finance Ltd. | 19,050 | 1,786,862 | ||||||
Bajaj Finserv Ltd. | 22,763 | 420,838 | ||||||
Bajaj Holdings & Investment Ltd. | 2,040 | 174,375 | ||||||
Balkrishna Industries Ltd. | 5,542 | 170,351 | ||||||
Bandhan Bank Ltd.(b) | 8,600 | 25,974 | ||||||
Bank of Baroda | 88,968 | 228,444 | ||||||
Berger Paints India Ltd. | 12,990 | 88,836 | ||||||
Bharat Electronics Ltd. | 301,140 | 500,327 | ||||||
Bharat Forge Ltd. | 25,709 | 337,397 | ||||||
Bharat Petroleum Corp. Ltd. | 40,838 | 170,355 | ||||||
Bharti Airtel Ltd. | 150,977 | 1,681,329 | ||||||
Britannia Industries Ltd. | 8,920 | 487,122 | ||||||
CG Power & Industrial Solutions Ltd. | 37,552 | 199,581 | ||||||
Cholamandalam Investment & Finance Co. Ltd. | 23,818 | 348,394 | ||||||
Cipla Ltd. | 34,393 | 490,512 | ||||||
Coal India Ltd. | 119,356 | 423,311 | ||||||
Colgate-Palmolive India Ltd. | 6,248 | 150,674 | ||||||
Container Corp. Of India Ltd. | 29,519 | 253,932 | ||||||
Cummins India Ltd. | 9,248 | 188,475 | ||||||
Dabur India Ltd. | 37,975 | 251,622 | ||||||
Divi’s Laboratories Ltd. | 6,662 | 301,365 | ||||||
DLF Ltd. | 35,173 | 224,313 | ||||||
Dr Reddy’s Laboratories Ltd. | 3,124 | 209,652 | ||||||
Dr Reddy’s Laboratories Ltd., ADR | 4,517 | 302,052 | ||||||
Eicher Motors Ltd. | 9,970 | 413,046 | ||||||
GAIL India Ltd. | 119,551 | 178,801 | ||||||
Godrej Consumer Products Ltd.(a) | 26,503 | 316,164 | ||||||
Godrej Properties Ltd.(a) | 7,174 | 133,872 | ||||||
Grasim Industries Ltd. | 15,713 | 366,607 | ||||||
Havells India Ltd. | 16,163 | 269,661 | ||||||
HCL Technologies Ltd. | 62,009 | 919,062 | ||||||
HDFC Asset Management Co. Ltd.(b) | 5,697 | 181,452 | ||||||
HDFC Bank Ltd. | 192,474 | 3,529,954 | ||||||
HDFC Life Insurance Co. Ltd.(b) | 56,787 | 434,947 | ||||||
Hermitage PLC | 10,732 | 248,641 | ||||||
Hero MotoCorp Ltd. | 7,430 | 272,996 | ||||||
Hindalco Industries Ltd. | 85,181 | 502,788 | ||||||
Hindustan Petroleum Corp. Ltd.(a) | 28,641 | 87,914 | ||||||
Hindustan Unilever Ltd. | 55,060 | 1,632,916 | ||||||
ICICI Bank Ltd. | 299,006 | 3,425,652 | ||||||
ICICI Bank Ltd., ADR(c) | 22,806 | 527,275 |
8 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
India (continued) | ||||||||
ICICI Lombard General Insurance Co. Ltd.(b) | 20,946 | $ | 329,484 | |||||
ICICI Prudential Life Insurance Co. Ltd.(b) | 21,486 | 146,227 | ||||||
IDFC First Bank Ltd.(a) | 216,699 | 248,182 | ||||||
Indian Hotels Co. Ltd. | 45,695 | 225,602 | ||||||
Indian Oil Corp. Ltd. | 147,688 | 161,534 | ||||||
Indian Railway Catering & Tourism Corp. Ltd. | 14,747 | 120,661 | ||||||
Indraprastha Gas Ltd. | 14,609 | 79,844 | ||||||
Info Edge India Ltd. | 4,063 | 203,158 | ||||||
Infosys Ltd. | 129,036 | 2,217,524 | ||||||
Infosys Ltd., ADR(c) | 97,713 | 1,671,869 | ||||||
InterGlobe Aviation Ltd.(a)(b) | 11,057 | 316,441 | ||||||
ITC Ltd. | 211,171 | 1,128,292 | ||||||
Jindal Steel & Power Ltd. | 22,828 | 191,975 | ||||||
Jio Financial Services Ltd.(a) | 204,674 | 569,845 | ||||||
JSW Steel Ltd. | 49,283 | 461,019 | ||||||
Jubilant Foodworks Ltd. | 20,145 | 128,950 | ||||||
Kotak Mahindra Bank Ltd. | 72,662 | 1,514,276 | ||||||
Larsen & Toubro Ltd. | 28,501 | 1,035,523 | ||||||
Larsen & Toubro Ltd., GDR, Registered Shares(e) | 18,237 | 660,508 | ||||||
LTIMindtree Ltd.(b) | 5,587 | 349,083 | ||||||
Lupin Ltd. | 11,830 | 166,577 | ||||||
Mahindra & Mahindra Ltd. | 36,401 | 679,746 | ||||||
Mahindra & Mahindra Ltd., GDR | 27,036 | 509,629 | ||||||
Marico Ltd. | 30,883 | 208,497 | ||||||
Maruti Suzuki India Ltd. | 9,879 | 1,259,566 | ||||||
Max Healthcare Institute Ltd. | 56,163 | 383,650 | ||||||
Mphasis Ltd., Series R186 | 4,649 | 132,540 | ||||||
MRF Ltd. | 105 | 135,495 | ||||||
Muthoot Finance Ltd. | 8,240 | 124,052 | ||||||
Nestle India Ltd. | 2,573 | 696,368 | ||||||
NTPC Ltd. | 324,988 | 959,245 | ||||||
Oil & Natural Gas Corp. Ltd. | 244,613 | 563,142 | ||||||
Page Industries Ltd. | 367 | 171,935 | ||||||
Petronet LNG Ltd. | 71,896 | 207,225 | ||||||
PI Industries Ltd. | 5,213 | 216,522 | ||||||
Pidilite Industries Ltd. | 9,792 | 287,195 | ||||||
Power Finance Corp. Ltd. | 70,460 | 213,350 | ||||||
Power Finance Corp. Ltd.(a) | 17,615 | 53,338 | ||||||
Power Grid Corp. of India Ltd. | 317,289 | 761,588 | ||||||
REC Ltd. | 79,062 | 273,109 | ||||||
Reliance Industries Ltd. | 210,656 | 5,930,947 | ||||||
Samvardhana Motherson International Ltd. | 100,972 | 116,314 | ||||||
SBI Cards & Payment Services Ltd. | 14,099 | 134,076 | ||||||
SBI Life Insurance Co. Ltd.(b) | 34,275 | 537,642 | ||||||
Shree Cement Ltd. | 685 | 209,618 | ||||||
Shriram Finance Ltd. | 20,162 | 465,284 | ||||||
Siemens Ltd. | 4,979 | 219,814 | ||||||
Sona Blw Precision Forgings Ltd.(b) | 24,858 | 174,293 | ||||||
SRF Ltd. | 12,621 | 340,921 | ||||||
State Bank of India | 68,771 | 493,989 | ||||||
State Bank of India, GDR, Registered Shares(e) | 5,712 | 411,581 | ||||||
Sun Pharmaceutical Industries Ltd. | 70,723 | 984,498 | ||||||
Supreme Industries Ltd. | 4,238 | 210,340 | ||||||
Tata Consultancy Services Ltd. | 61,863 | 2,619,414 | ||||||
Tata Consumer Products Ltd. | 37,487 | 395,110 | ||||||
Tata Elxsi Ltd. | 2,653 | 230,220 | ||||||
Tata Motors Ltd. | 125,447 | 948,869 | ||||||
Tata Power Co. Ltd. | 125,646 | 395,978 | ||||||
Tata Steel Ltd. | 502,200 | 776,755 | ||||||
Tech Mahindra Ltd. | 35,194 | 516,689 | ||||||
Titan Co. Ltd. | 25,765 | 974,614 | ||||||
Torrent Pharmaceuticals Ltd. | 5,320 | 123,442 |
Security | Shares | Value | ||||||
India (continued) | ||||||||
Trent Ltd. | 10,835 | $ | 270,816 | |||||
Tube Investments of India Ltd. | 9,358 | 335,827 | ||||||
TVS Motor Co. Ltd. | 21,605 | 394,789 | ||||||
UltraTech Cement Ltd. | 7,777 | 771,221 | ||||||
United Spirits Ltd.(a) | 18,510 | 223,982 | ||||||
UPL Ltd. | 44,913 | 332,568 | ||||||
Varun Beverages Ltd. | 28,958 | 328,770 | ||||||
Vedanta Ltd. | 46,448 | 123,813 | ||||||
Wipro Ltd. | 88,277 | 429,905 | ||||||
Wipro Ltd., ADR(c) | 13,184 | 63,811 | ||||||
Yes Bank Ltd.(a) | 1,285,688 | 266,676 | ||||||
Zomato Ltd.(a) | 349,646 | 425,869 | ||||||
|
| |||||||
69,975,621 | ||||||||
Indonesia — 0.6% | ||||||||
Adaro Energy Indonesia Tbk PT | 1,157,300 | 212,878 | ||||||
Aneka Tambang Tbk | 614,000 | 71,855 | ||||||
Astra International Tbk PT | 1,374,600 | 552,121 | ||||||
Bank Central Asia Tbk PT | 3,734,900 | 2,127,902 | ||||||
Bank Mandiri Persero Tbk PT | 2,327,400 | 905,886 | ||||||
Bank Negara Indonesia Persero Tbk PT | 405,600 | 270,549 | ||||||
Bank Rakyat Indonesia Persero Tbk PT | 4,716,528 | 1,592,926 | ||||||
Barito Pacific Tbk PT | 1,675,223 | 140,833 | ||||||
Charoen Pokphand Indonesia Tbk PT(a) | 331,600 | 116,299 | ||||||
GoTo Gojek Tokopedia Tbk PT(a) | 62,688,200 | 342,981 | ||||||
Indah Kiat Pulp & Paper Tbk PT | 126,800 | 90,924 | ||||||
Indofood CBP Sukses Makmur Tbk PT | 165,500 | 118,606 | ||||||
Indofood Sukses Makmur Tbk PT | 261,000 | 111,729 | ||||||
Kalbe Farma Tbk PT | 972,700 | 110,236 | ||||||
Merdeka Copper Gold Tbk PT(a) | 1,022,478 | 189,953 | ||||||
Sarana Menara Nusantara Tbk PT | 1,534,700 | 95,294 | ||||||
Semen Indonesia Persero Tbk PT | 121,122 | 50,285 | ||||||
Sumber Alfaria Trijaya Tbk PT | 840,800 | 161,033 | ||||||
Telkom Indonesia Persero Tbk PT | 3,421,500 | 829,395 | ||||||
Unilever Indonesia Tbk PT | 957,600 | 231,701 | ||||||
United Tractors Tbk PT | 157,700 | 287,723 | ||||||
Vale Indonesia Tbk PT | 377,500 | 137,602 | ||||||
|
| |||||||
8,748,711 | ||||||||
Ireland — 0.7% | ||||||||
AerCap Holdings NV(a) | 11,716 | 734,242 | ||||||
AIB Group PLC | 88,630 | 397,259 | ||||||
Bank of Ireland Group PLC | 65,800 | 643,235 | ||||||
CRH PLC | 48,666 | 2,683,158 | ||||||
Experian PLC | 64,102 | 2,096,620 | ||||||
Flutter Entertainment PLC, Class DI(a) | 12,315 | 2,008,950 | ||||||
James Hardie Industries PLC(a) | 31,334 | 819,485 | ||||||
Kerry Group PLC, Class A | 11,022 | 920,937 | ||||||
Kingspan Group PLC(a) | 9,649 | 720,618 | ||||||
Smurfit Kappa Group PLC | 18,263 | 606,693 | ||||||
|
| |||||||
11,631,197 | ||||||||
Isle of Man — 0.0% | ||||||||
Entain PLC | 44,257 | 501,955 | ||||||
|
| |||||||
Israel — 0.4% | ||||||||
Azrieli Group Ltd. | 4,108 | 210,876 | ||||||
Bank Hapoalim BM | 81,986 | 730,462 | ||||||
Bank Leumi Le-Israel BM | 94,925 | 786,534 | ||||||
Check Point Software Technologies Ltd.(a)(c) | 6,706 | 893,776 | ||||||
CyberArk Software Ltd.(a)(c) | 3,204 | 524,719 | ||||||
Elbit Systems Ltd. | 1,437 | 284,822 | ||||||
Global-e Online Ltd.(a) | 6,028 | 239,553 | ||||||
ICL Group Ltd. | 53,347 | 294,374 | ||||||
Isracard Ltd. | 1 | 2 |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 9 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Israel (continued) | ||||||||
Israel Discount Bank Ltd., Class A | 75,679 | $ | 410,191 | |||||
Mizrahi Tefahot Bank Ltd. | 8,958 | 325,308 | ||||||
Monday.com Ltd.(a) | 2,013 | 320,510 | ||||||
Nice Ltd.(a) | 4,499 | 767,344 | ||||||
Teva Pharmaceutical Industries Ltd., ADR(a)(c) | 73,921 | 753,994 | ||||||
Wix.com Ltd.(a) | 3,589 | 329,470 | ||||||
|
| |||||||
6,871,935 | ||||||||
Italy — 1.4% | ||||||||
Amplifon SpA | 6,732 | 199,274 | ||||||
Assicurazioni Generali SpA | 68,163 | 1,391,370 | ||||||
Davide Campari-Milano NV | 41,449 | 487,951 | ||||||
DiaSorin SpA | 2,093 | 190,594 | ||||||
Enel SpA | 540,893 | 3,317,157 | ||||||
Eni SpA | 165,721 | 2,662,110 | ||||||
Ferrari NV | 8,626 | 2,542,820 | ||||||
FinecoBank Banca Fineco SpA | 45,991 | 555,354 | ||||||
Infrastrutture Wireless Italiane SpA(b) | 18,163 | 215,820 | ||||||
Intesa Sanpaolo SpA | 1,079,771 | 2,765,528 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 36,189 | 477,119 | ||||||
Moncler SpA | 13,056 | 756,660 | ||||||
Nexi SpA(a)(b) | 40,392 | 246,111 | ||||||
Poste Italiane SpA(b) | 30,940 | 324,910 | ||||||
Prysmian SpA | 15,715 | 630,773 | ||||||
Recordati Industria Chimica e Farmaceutica SpA | 6,659 | 313,807 | ||||||
Snam SpA | 144,704 | 678,990 | ||||||
Telecom Italia SpA(a) | 791,287 | 246,775 | ||||||
Terna - Rete Elettrica Nazionale | 103,939 | 781,771 | ||||||
UniCredit SpA | 128,029 | 3,050,468 | ||||||
|
| |||||||
21,835,362 | ||||||||
Japan — 14.5% | ||||||||
Advantest Corp.(c) | 51,600 | 1,439,305 | ||||||
Aeon Co. Ltd.(c) | 47,300 | 936,923 | ||||||
AGC, Inc. | 15,400 | 539,730 | ||||||
Aisin Corp. | 8,600 | 324,951 | ||||||
Ajinomoto Co., Inc. | 31,800 | 1,226,164 | ||||||
ANA Holdings, Inc.(a) | 9,300 | 194,724 | ||||||
Asahi Group Holdings Ltd. | 32,400 | 1,210,287 | ||||||
Asahi Intecc Co. Ltd. | 13,000 | 233,069 | ||||||
Asahi Kasei Corp. | 97,600 | 614,340 | ||||||
Astellas Pharma, Inc. | 127,600 | 1,766,190 | ||||||
Azbil Corp. | 6,700 | 204,681 | ||||||
Bandai Namco Holdings, Inc. | 39,900 | 811,585 | ||||||
BayCurrent Consulting, Inc. | 8,100 | 269,915 | ||||||
Bridgestone Corp. | 39,800 | 1,550,924 | ||||||
Brother Industries Ltd. | 16,500 | 265,783 | ||||||
Canon, Inc. | 67,200 | 1,618,756 | ||||||
Capcom Co. Ltd. | 12,600 | 453,495 | ||||||
Central Japan Railway Co. | 46,500 | 1,130,786 | ||||||
Chiba Bank Ltd. | 31,500 | 228,850 | ||||||
Chubu Electric Power Co., Inc. | 39,200 | 499,012 | ||||||
Chugai Pharmaceutical Co. Ltd. | 44,100 | 1,359,781 | ||||||
Concordia Financial Group Ltd. | 61,900 | 281,987 | ||||||
CyberAgent, Inc.(c) | 25,700 | 138,344 | ||||||
Dai Nippon Printing Co. Ltd. | 12,600 | 327,829 | ||||||
Daifuku Co. Ltd. | 25,000 | 471,915 | ||||||
Dai-ichi Life Holdings, Inc. | 61,200 | 1,263,432 | ||||||
Daiichi Sankyo Co. Ltd. | 124,400 | 3,405,736 | ||||||
Daikin Industries Ltd. | 17,700 | 2,774,858 | ||||||
Daito Trust Construction Co. Ltd. | 5,000 | 526,668 | ||||||
Daiwa House Industry Co. Ltd. | 40,300 | 1,081,627 | ||||||
Daiwa House REIT Investment Corp. | 130 | 229,365 |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Daiwa Securities Group, Inc.(c) | 95,600 | $ | 551,283 | |||||
Denso Corp. | 120,800 | 1,938,342 | ||||||
Dentsu Group, Inc. | 13,400 | 394,116 | ||||||
Disco Corp. | 6,000 | 1,108,537 | ||||||
East Japan Railway Co. | 21,000 | 1,201,765 | ||||||
Eisai Co. Ltd. | 17,300 | 958,831 | ||||||
ENEOS Holdings, Inc. | 184,300 | 725,430 | ||||||
FANUC Corp. | 65,700 | 1,708,688 | ||||||
Fast Retailing Co. Ltd. | 11,800 | 2,570,219 | ||||||
Fuji Electric Co. Ltd. | 9,100 | 409,824 | ||||||
FUJIFILM Holdings Corp. | 24,500 | 1,417,338 | ||||||
Fujitsu Ltd. | 11,800 | 1,387,811 | ||||||
GLP J-REIT | 508 | 454,055 | ||||||
GMO Payment Gateway, Inc. | 2,400 | 130,953 | ||||||
Hakuhodo DY Holdings, Inc.(c) | 14,000 | 114,997 | ||||||
Hamamatsu Photonics KK | 8,600 | 361,662 | ||||||
Hankyu Hanshin Holdings, Inc. | 16,100 | 549,342 | ||||||
Hikari Tsushin, Inc. | 2,100 | 319,820 | ||||||
Hirose Electric Co. Ltd. | 2,811 | 325,156 | ||||||
Hitachi Construction Machinery Co. Ltd. | 6,400 | 194,213 | ||||||
Hitachi Ltd. | 63,100 | 3,910,782 | ||||||
Honda Motor Co. Ltd. | 311,100 | 3,499,779 | ||||||
Hoshizaki Corp. | 10,000 | 347,143 | ||||||
Hoya Corp. | 25,300 | 2,591,161 | ||||||
Hulic Co. Ltd. | 24,000 | 215,204 | ||||||
Ibiden Co. Ltd. | 6,700 | 355,370 | ||||||
Idemitsu Kosan Co. Ltd.(c) | 16,649 | 381,680 | ||||||
Iida Group Holdings Co. Ltd.(c) | 16,400 | 272,149 | ||||||
Inpex Corp. | 65,300 | 979,391 | ||||||
Isuzu Motors Ltd. | 35,400 | 445,035 | ||||||
ITOCHU Corp. | 80,600 | 2,910,782 | ||||||
Japan Airlines Co. Ltd. | 8,200 | 159,319 | ||||||
Japan Exchange Group, Inc. | 30,800 | 570,610 | ||||||
Japan Metropolitan Fund Invest | 418 | 271,095 | ||||||
Japan Post Bank Co. Ltd. | 111,700 | 971,995 | ||||||
Japan Post Holdings Co. Ltd. | 159,100 | 1,272,822 | ||||||
Japan Post Insurance Co. Ltd.(c) | 10,400 | 174,911 | ||||||
Japan Real Estate Investment Corp. | 78 | 303,946 | ||||||
Japan Tobacco, Inc. | 80,300 | 1,847,545 | ||||||
JFE Holdings, Inc.(c) | 30,300 | 443,722 | ||||||
JSR Corp. | 12,300 | 329,976 | ||||||
Kajima Corp. | 33,800 | 550,197 | ||||||
Kansai Electric Power Co., Inc. | 45,300 | 627,158 | ||||||
Kao Corp. | 33,400 | 1,237,971 | ||||||
Kawasaki Kisen Kaisha Ltd.(c) | 7,600 | 259,357 | ||||||
KDDI Corp. | 102,100 | 3,125,328 | ||||||
Keio Corp. | 5,500 | 189,080 | ||||||
Keisei Electric Railway Co. Ltd. | 7,700 | 266,715 | ||||||
Keyence Corp. | 13,480 | 4,985,249 | ||||||
Kikkoman Corp. | 8,600 | 450,750 | ||||||
Kintetsu Group Holdings Co. Ltd. | 13,500 | 382,761 | ||||||
Kirin Holdings Co. Ltd. | 58,800 | 823,226 | ||||||
Kobayashi Pharmaceutical Co. Ltd., Series R186 | 2,900 | 129,343 | ||||||
Kobe Bussan Co. Ltd. | 9,400 | 220,068 | ||||||
Koei Tecmo Holdings Co. Ltd. | 5,720 | 81,267 | ||||||
Koito Manufacturing Co. Ltd. | 12,900 | 194,528 | ||||||
Komatsu Ltd. | 64,600 | 1,742,334 | ||||||
Konami Group Corp.(c) | 6,800 | 358,526 | ||||||
Kose Corp. | 1,800 | 130,468 | ||||||
Kubota Corp. | 74,500 | 1,095,956 | ||||||
Kurita Water Industries Ltd. | 7,300 | 254,031 | ||||||
Kyocera Corp. | 22,500 | 1,140,698 |
10 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Kyowa Kirin Co. Ltd. | 22,000 | $ | 382,511 | |||||
Lasertec Corp. | 5,100 | 793,113 | ||||||
Lixil Corp.(c) | 23,700 | 275,435 | ||||||
M3, Inc. | 31,500 | 571,370 | ||||||
Makita Corp. | 13,100 | 323,035 | ||||||
Marubeni Corp. | 98,000 | 1,527,648 | ||||||
MatsukiyoCocokara & Co. | 21,000 | 376,173 | ||||||
Mazda Motor Corp. | 33,800 | 383,782 | ||||||
McDonald’s Holdings Co. Japan Ltd. | 5,200 | 198,688 | ||||||
MEIJI Holdings Co. Ltd. | 19,400 | 482,169 | ||||||
MINEBEA MITSUMI, Inc. | 21,700 | 353,559 | ||||||
MISUMI Group, Inc. | 22,400 | 348,823 | ||||||
Mitsubishi Chemical Group Corp. | 77,000 | 485,105 | ||||||
Mitsubishi Corp. | 83,400 | 3,974,037 | ||||||
Mitsubishi Electric Corp. | 135,300 | 1,671,558 | ||||||
Mitsubishi Estate Co. Ltd. | 73,700 | 961,491 | ||||||
Mitsubishi HC Capital, Inc. | 64,800 | 431,767 | ||||||
Mitsubishi Heavy Industries Ltd. | 22,800 | 1,271,713 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 778,500 | 6,597,130 | ||||||
Mitsui & Co. Ltd. | 88,300 | 3,202,636 | ||||||
Mitsui Chemicals, Inc. | 11,000 | 284,989 | ||||||
Mitsui Fudosan Co. Ltd. | 63,600 | 1,400,726 | ||||||
Mitsui OSK Lines Ltd.(c) | 24,900 | 684,228 | ||||||
Mizuho Financial Group, Inc. | 170,440 | 2,893,720 | ||||||
MonotaRO Co. Ltd. | 18,200 | 194,034 | ||||||
MS&AD Insurance Group Holdings, Inc. | 28,800 | 1,053,916 | ||||||
Murata Manufacturing Co. Ltd. | 115,800 | 2,112,441 | ||||||
NEC Corp. | 18,100 | 999,529 | ||||||
Nexon Co. Ltd. | 25,000 | 446,716 | ||||||
NGK Insulators Ltd. | 15,700 | 208,081 | ||||||
Nidec Corp. | 27,000 | 1,246,683 | ||||||
Nintendo Co. Ltd. | 70,000 | 2,908,706 | ||||||
Nippon Building Fund, Inc. | 130 | 526,440 | ||||||
Nippon Express Holdings, Inc. | 6,600 | 344,387 | ||||||
Nippon Paint Holdings Co. Ltd. | 63,100 | 423,788 | ||||||
Nippon Sanso Holdings Corp. | 9,300 | 220,191 | ||||||
Nippon Steel Corp.(c) | 55,947 | 1,310,733 | ||||||
Nippon Telegraph & Telephone Corp. | 2,045,000 | 2,420,533 | ||||||
Nippon Yusen KK(c) | 34,700 | 900,979 | ||||||
Nissan Chemical Corp. | 9,600 | 408,091 | ||||||
Nissan Motor Co. Ltd. | 161,800 | 714,063 | ||||||
Nissin Foods Holdings Co. Ltd. | 3,500 | 290,825 | ||||||
Nitori Holdings Co. Ltd. | 5,700 | 635,524 | ||||||
Nitto Denko Corp. | 9,800 | 642,639 | ||||||
Nomura Holdings, Inc. | 195,700 | 783,667 | ||||||
Nomura Real Estate Holdings, Inc. | 7,100 | 178,249 | ||||||
Nomura Real Estate Master Fund, Inc. | 289 | 323,681 | ||||||
Nomura Research Institute Ltd. | 25,543 | 663,906 | ||||||
NTT Data Corp. | 49,200 | 658,362 | ||||||
Obayashi Corp. | 36,900 | 324,715 | ||||||
Obic Co. Ltd. | 4,500 | 681,842 | ||||||
Odakyu Electric Railway Co. Ltd. | 18,100 | 270,446 | ||||||
Oji Holdings Corp. | 61,000 | 256,640 | ||||||
Olympus Corp. | 85,500 | 1,110,088 | ||||||
Omron Corp. | 11,000 | 489,516 | ||||||
Ono Pharmaceutical Co. Ltd. | 30,800 | 590,694 | ||||||
Open House Group Co. Ltd. | 4,700 | 159,363 | ||||||
Oracle Corp. | 2,000 | 148,150 | ||||||
Oriental Land Co. Ltd. | 77,100 | 2,529,470 | ||||||
ORIX Corp. | 77,300 | 1,443,376 | ||||||
Osaka Gas Co. Ltd. | 21,600 | 355,426 | ||||||
Otsuka Corp. | 6,700 | 283,467 | ||||||
Otsuka Holdings Co. Ltd. | 27,800 | 987,041 |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Pan Pacific International Holdings Corp. | 30,600 | $ | 642,201 | |||||
Panasonic Holdings Corp. | 155,700 | 1,757,506 | ||||||
Persol Holdings Co. Ltd. | 106,000 | 172,167 | ||||||
Rakuten Group, Inc. | 83,300 | 342,262 | ||||||
Recruit Holdings Co. Ltd. | 97,000 | 2,967,716 | ||||||
Renesas Electronics Corp.(a) | 84,500 | 1,290,733 | ||||||
Resona Holdings, Inc. | 146,700 | 811,131 | ||||||
Ricoh Co. Ltd. | 39,800 | 343,393 | ||||||
Rohm Co. Ltd. | 20,000 | 375,985 | ||||||
SBI Holdings, Inc. | 14,050 | 295,694 | ||||||
SCSK Corp. | 12,100 | 210,961 | ||||||
Secom Co. Ltd. | 15,100 | 1,024,396 | ||||||
Seiko Epson Corp. | 25,800 | 405,178 | ||||||
Sekisui Chemical Co. Ltd. | 40,900 | 588,426 | ||||||
Sekisui House Ltd. | 39,700 | 790,087 | ||||||
Seven & i Holdings Co. Ltd. | 51,700 | 2,024,064 | ||||||
SG Holdings Co. Ltd. | 18,800 | 240,675 | ||||||
Sharp Corp.(a) | 12,500 | 77,821 | ||||||
Shimadzu Corp. | 15,000 | 397,879 | ||||||
Shimano, Inc. | 4,900 | 655,838 | ||||||
Shimizu Corp. | 31,400 | 218,113 | ||||||
Shin-Etsu Chemical Co. Ltd. | 127,800 | 3,712,033 | ||||||
Shionogi & Co. Ltd. | 19,100 | 851,945 | ||||||
Shiseido Co. Ltd. | 25,800 | 904,139 | ||||||
Shizuoka Financial Group, Inc. | 35,100 | 286,047 | ||||||
SMC Corp. | 4,000 | 1,793,049 | ||||||
SoftBank Corp. | 192,000 | 2,173,113 | ||||||
SoftBank Group Corp. | 69,200 | 2,915,085 | ||||||
Sompo Holdings, Inc. | 19,600 | 839,993 | ||||||
Sony Group Corp. | 85,800 | 7,016,342 | ||||||
Square Enix Holdings Co. Ltd. | 5,100 | 174,753 | ||||||
Subaru Corp. | 40,300 | 783,612 | ||||||
SUMCO Corp. | 22,300 | 290,189 | ||||||
Sumitomo Chemical Co. Ltd. | 128,900 | 350,597 | ||||||
Sumitomo Corp. | 72,500 | 1,446,949 | ||||||
Sumitomo Electric Industries Ltd. | 43,500 | 524,041 | ||||||
Sumitomo Metal Mining Co. Ltd. | 15,500 | 455,175 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 85,800 | 4,215,014 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 24,300 | 914,823 | ||||||
Sumitomo Realty & Development Co. Ltd. | 17,500 | 454,327 | ||||||
Suntory Beverage & Food Ltd. | 9,900 | 301,286 | ||||||
Suzuki Motor Corp. | 26,600 | 1,069,878 | ||||||
Sysmex Corp. | 12,500 | 593,965 | ||||||
T&D Holdings, Inc. | 34,100 | 560,774 | ||||||
Taisei Corp. | 10,500 | 369,558 | ||||||
Takeda Pharmaceutical Co. Ltd. | 110,276 | 3,418,170 | ||||||
TDK Corp. | 25,500 | 942,742 | ||||||
Terumo Corp. | 44,900 | 1,188,541 | ||||||
TIS, Inc. | 14,200 | 312,246 | ||||||
Tobu Railway Co. Ltd. | 12,100 | 310,989 | ||||||
Toho Co. Ltd. | 6,700 | 228,574 | ||||||
Tokio Marine Holdings, Inc. | 121,200 | 2,806,227 | ||||||
Tokyo Electric Power Co. Holdings, Inc.(a) | 119,500 | 533,048 | ||||||
Tokyo Electron Ltd. | 32,700 | 4,466,566 | ||||||
Tokyo Gas Co. Ltd. | 28,700 | 650,705 | ||||||
Tokyu Corp. | 37,800 | 435,817 | ||||||
TOPPAN, Inc. | 18,900 | 452,114 | ||||||
Toray Industries, Inc. | 83,700 | 435,496 | ||||||
Tosoh Corp. | 15,500 | 198,727 | ||||||
TOTO Ltd. | 12,400 | 319,980 | ||||||
Toyota Industries Corp. | 11,000 | 865,870 | ||||||
Toyota Motor Corp.(c) | 722,430 | 12,960,629 | ||||||
Toyota Tsusho Corp. | 14,500 | 852,832 |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 11 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Trend Micro, Inc. | 8,300 | $ | 314,183 | |||||
Unicharm Corp. | 28,200 | 997,088 | ||||||
USS Co. Ltd. | 12,100 | 200,029 | ||||||
Welcia Holdings Co. Ltd. | 5,000 | 86,345 | ||||||
West Japan Railway Co. | 16,700 | 691,060 | ||||||
Yakult Honsha Co. Ltd. | 15,600 | 378,876 | ||||||
Yamaha Corp. | 12,000 | 327,739 | ||||||
Yamaha Motor Co. Ltd. | 17,600 | 462,651 | ||||||
Yamato Holdings Co. Ltd. | 16,300 | 265,302 | ||||||
Yaskawa Electric Corp. | 14,500 | 522,160 | ||||||
Yokogawa Electric Corp. | 20,700 | 399,525 | ||||||
Z Holdings Corp. | 207,100 | 574,518 | ||||||
Zensho Holdings Co. Ltd. | 6,200 | 269,232 | ||||||
ZOZO, Inc. | 11,700 | 214,241 | ||||||
|
| |||||||
230,535,761 | ||||||||
Jordan — 0.0% | ||||||||
Hikma Pharmaceuticals PLC | 9,731 | 247,101 | ||||||
|
| |||||||
Kuwait — 0.2% | ||||||||
Agility Public Warehousing Co. KSC(a) | 132,937 | 239,415 | ||||||
Boubyan Bank KSCP | 128,253 | 250,609 | ||||||
Gulf Bank KSCP | 126,594 | 107,603 | ||||||
Kuwait Finance House KSCP | 546,117 | 1,293,053 | ||||||
Mabanee Co. KPSC | 63,085 | 168,223 | ||||||
Mobile Telecommunications Co. KSCP | 139,288 | 219,217 | ||||||
National Bank of Kuwait SAKP | 520,007 | 1,523,941 | ||||||
|
| |||||||
3,802,061 | ||||||||
Luxembourg — 0.1% | ||||||||
ArcelorMittal SA(a) | 38,535 | 964,764 | ||||||
Eurofins Scientific SE | 10,007 | 563,966 | ||||||
Reinet Investments SCA | 7,155 | 157,103 | ||||||
Tenaris SA | 28,432 | 449,111 | ||||||
|
| |||||||
2,134,944 | ||||||||
Macau — 0.0% | ||||||||
Sands China Ltd.(a) | 175,600 | 533,996 | ||||||
|
| |||||||
Malaysia — 0.4% | ||||||||
AMMB Holdings Bhd | 68,900 | 54,247 | ||||||
Axiata Group Bhd | 165,600 | 87,770 | ||||||
CELCOMDIGI Bhd(c) | 305,900 | 284,710 | ||||||
CIMB Group Holdings Bhd | 394,000 | 455,165 | ||||||
Dialog Group Bhd | 142,134 | 64,055 | ||||||
Gamuda Bhd | 173,800 | 163,981 | ||||||
Genting Bhd | 119,100 | 105,664 | ||||||
Genting Malaysia Bhd | 106,100 | 56,413 | ||||||
Hong Leong Bank Bhd | 38,840 | 161,187 | ||||||
Hong Leong Financial Group Bhd | 7,000 | 26,388 | ||||||
IHH Healthcare Bhd | 133,900 | 166,385 | ||||||
Inari Amertron Bhd | 200,000 | 123,179 | ||||||
IOI Corp. Bhd | 279,400 | 236,477 | ||||||
Kuala Lumpur Kepong Bhd | 46,100 | 209,859 | ||||||
Malayan Banking Bhd | 364,800 | 682,436 | ||||||
Malaysia Airports Holdings Bhd | 105,000 | 159,448 | ||||||
Maxis Bhd(c) | 144,000 | 123,788 | ||||||
MISC Bhd | 83,600 | 125,948 | ||||||
MR DIY Group M Bhd(b) | 18,200 | 5,846 | ||||||
Nestle Malaysia Bhd | 4,200 | 113,157 | ||||||
Petronas Chemicals Group Bhd | 199,900 | 305,536 | ||||||
Petronas Dagangan Bhd | 22,000 | 104,863 | ||||||
Petronas Gas Bhd | 73,500 | 263,615 | ||||||
PPB Group Bhd | 38,320 | 126,339 |
Security | Shares | Value | ||||||
Malaysia (continued) | ||||||||
Press Metal Aluminium Holdings Bhd | 283,300 | $ | 283,651 | |||||
Public Bank Bhd | 1,009,700 | 872,361 | ||||||
QL Resources Bhd | 80,400 | 93,495 | ||||||
RHB Bank Bhd | 82,424 | 95,238 | ||||||
Sime Darby Bhd | 159,000 | 74,712 | ||||||
Sime Darby Plantation Bhd | 124,000 | 112,896 | ||||||
Telekom Malaysia Bhd | 55,900 | 58,286 | ||||||
Tenaga Nasional Bhd | 155,300 | 330,282 | ||||||
|
| |||||||
6,127,377 | ||||||||
Mexico — 0.7% | ||||||||
Alfa SAB de CV, Class A | 179,985 | 117,115 | ||||||
America Movil SAB de CV, Series B | 1,263,968 | 1,094,436 | ||||||
Arca Continental SAB de CV | 33,779 | 306,788 | ||||||
Banco del Bajio SA(b) | 40,056 | 125,977 | ||||||
Cemex SAB de CV, Series B(a) | 965,190 | 629,707 | ||||||
Coca-Cola Femsa SAB de CV | 33,012 | 259,095 | ||||||
Fibra Uno Administracion SA de CV | 262,693 | 437,884 | ||||||
Fomento Economico Mexicano SAB de CV | 130,793 | 1,428,422 | ||||||
Gruma SAB de CV, Series B, Class B | 10,875 | 186,256 | ||||||
Grupo Aeroportuario del Pacifico SAB de CV, Class B | 29,166 | 479,375 | ||||||
Grupo Aeroportuario del Sureste SAB de CV, Series WWW, Class B | 19,672 | 481,497 | ||||||
Grupo Bimbo SAB de CV, Series A | 89,258 | 430,323 | ||||||
Grupo Carso SAB de CV, Series A1 | 45,509 | 333,363 | ||||||
Grupo Financiero Banorte SAB de CV, Series B, Class O | 173,457 | 1,454,242 | ||||||
Grupo Financiero Inbursa SAB de CV, Class O(a) | 123,656 | 243,161 | ||||||
Grupo Mexico SAB de CV, Series B | 222,186 | 1,051,678 | ||||||
Grupo Televisa SAB, Series CPO | 120,983 | 73,517 | ||||||
Industrias Penoles SAB de CV(a) | 18,447 | 217,469 | ||||||
Kimberly-Clark de Mexico SAB de CV, Class A | 78,500 | 156,302 | ||||||
Operadora De Sites Mexicanos SAB de CV, Class A-1(c) | 175,946 | 146,188 | ||||||
Orbia Advance Corp. SAB de CV | 42,640 | 88,595 | ||||||
Promotora y Operadora de Infraestructura SAB de CV, Series B | 14,276 | 127,601 | ||||||
Wal-Mart de Mexico SAB de CV | 352,296 | 1,326,101 | ||||||
|
| |||||||
11,195,092 | ||||||||
Netherlands — 3.0% | ||||||||
ABN AMRO Bank NV(b) | 27,646 | 390,709 | ||||||
Adyen NV(a)(b) | 1,459 | 1,081,752 | ||||||
Aegon NV | 106,840 | 514,938 | ||||||
Akzo Nobel NV | 11,028 | 795,101 | ||||||
Argenx SE(a) | 3,826 | 1,870,253 | ||||||
ASM International NV | 3,193 | 1,333,373 | ||||||
ASML Holding NV(a) | 27,837 | 16,389,034 | ||||||
ASR Nederland NV | 10,665 | 399,054 | ||||||
BE Semiconductor Industries NV | 5,144 | 503,116 | ||||||
Euronext NV(b) | 5,123 | 356,351 | ||||||
EXOR NV | 7,294 | 645,144 | ||||||
Ferrovial SE | 37,883 | 1,157,590 | ||||||
Heineken Holding NV | 7,674 | 578,322 | ||||||
Heineken NV | 19,216 | 1,694,111 | ||||||
IMCD NV | 3,295 | 416,602 | ||||||
ING Groep NV, Series N | 249,626 | 3,290,087 | ||||||
JDE Peet’s NV | 6,653 | 185,835 | ||||||
Koninklijke Ahold Delhaize NV | 64,980 | 1,958,477 | ||||||
Koninklijke KPN NV | 213,048 | 701,922 | ||||||
Koninklijke Philips NV(a) | 65,659 | 1,310,045 | ||||||
NEPI Rockcastle NV | 22,422 | 123,279 |
12 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Netherlands (continued) | ||||||||
NN Group NV | 17,149 | $ | 549,766 | |||||
OCI NV | 8,374 | 232,856 | ||||||
Prosus NV(a) | 116,181 | 3,423,393 | ||||||
QIAGEN NV(a) | 16,837 | 679,366 | ||||||
Randstad NV | 8,768 | 484,398 | ||||||
Stellantis NV | 150,347 | 2,878,908 | ||||||
Universal Music Group NV | 54,834 | 1,430,957 | ||||||
Wolters Kluwer NV | 17,319 | 2,096,905 | ||||||
|
| |||||||
47,471,644 | ||||||||
New Zealand — 0.2% | ||||||||
Auckland International Airport Ltd. | 68,194 | 323,298 | ||||||
Fisher & Paykel Healthcare Corp. Ltd. | 44,226 | 570,209 | ||||||
Mercury NZ Ltd. | 41,047 | 149,982 | ||||||
Meridian Energy Ltd. | 71,629 | 220,285 | ||||||
Spark New Zealand Ltd. | 124,489 | 358,384 | ||||||
Xero Ltd.(a) | 10,389 | 747,155 | ||||||
|
| |||||||
2,369,313 | ||||||||
Norway — 0.5% | ||||||||
Adevinta ASA(a) | 26,769 | 263,721 | ||||||
Aker BP ASA | 18,893 | 521,675 | ||||||
DNB Bank ASA | 65,599 | 1,318,000 | ||||||
Equinor ASA | 64,067 | 2,099,606 | ||||||
Gjensidige Forsikring ASA | 19,245 | 282,391 | ||||||
Kongsberg Gruppen ASA | 6,071 | 250,207 | ||||||
Mowi ASA | 27,464 | 485,434 | ||||||
Norsk Hydro ASA | 89,824 | 562,104 | ||||||
Orkla ASA | 49,277 | 368,047 | ||||||
Salmar ASA | 4,161 | 210,748 | ||||||
Telenor ASA | 41,835 | 474,435 | ||||||
Yara International ASA | 11,135 | 420,454 | ||||||
|
| |||||||
7,256,822 | ||||||||
Peru — 0.1% | ||||||||
Cia de Minas Buenaventura SAA, Series 20-A, ADR | 16,186 | 137,905 | ||||||
Credicorp Ltd. | 4,503 | 576,249 | ||||||
Southern Copper Corp.(c) | 5,416 | 407,770 | ||||||
|
| |||||||
1,121,924 | ||||||||
Philippines — 0.2% | ||||||||
Aboitiz Equity Ventures, Inc. | 70,570 | 62,555 | ||||||
Ayala Corp. | 13,480 | 148,369 | ||||||
Ayala Land, Inc. | 546,400 | 283,922 | ||||||
Bank of the Philippine Islands | 110,452 | 218,433 | ||||||
BDO Unibank, Inc. | 189,638 | 474,639 | ||||||
International Container Terminal Services, Inc. | 71,720 | 262,011 | ||||||
JG Summit Holdings, Inc. | 164,265 | 110,400 | ||||||
Jollibee Foods Corp. | 45,180 | 182,967 | ||||||
Manila Electric Co. | 11,960 | 77,794 | ||||||
Metropolitan Bank & Trust Co. | 96,987 | 92,474 | ||||||
PLDT, Inc. | 6,295 | 130,557 | ||||||
SM Investments Corp. | 19,572 | 291,608 | ||||||
SM Prime Holdings, Inc. | 754,150 | 403,872 | ||||||
Universal Robina Corp. | 97,550 | 204,992 | ||||||
|
| |||||||
2,944,593 | ||||||||
Poland — 0.2% | ||||||||
Allegro.eu SA(a)(b) | 41,050 | 301,341 | ||||||
Bank Polska Kasa Opieki SA | 11,016 | 253,321 | ||||||
CD Projekt SA | 3,685 | 105,288 | ||||||
Cyfrowy Polsat SA(a) | 41,521 | 114,639 | ||||||
Dino Polska SA(a)(b) | 3,219 | 260,879 | ||||||
KGHM Polska Miedz SA | 12,844 | 327,208 |
Security | Shares | Value | ||||||
Poland (continued) | ||||||||
LPP SA | 66 | $ | 195,886 | |||||
mBank SA(a) | 1,117 | 100,671 | ||||||
ORLEN SA | 41,733 | 559,129 | ||||||
PGE Polska Grupa Energetyczna SA(a) | 38,915 | 66,544 | ||||||
Powszechna Kasa Oszczednosci Bank Polski SA(a) | 55,727 | 440,843 | ||||||
Powszechny Zaklad Ubezpieczen SA | 49,824 | 470,613 | ||||||
Santander Bank Polska SA(a) | 2,017 | 165,585 | ||||||
|
| |||||||
3,361,947 | ||||||||
Portugal — 0.1% | ||||||||
EDP - Energias de Portugal SA | 195,762 | 813,968 | ||||||
Galp Energia SGPS SA | 28,251 | 418,457 | ||||||
Jeronimo Martins SGPS SA | 20,803 | 467,198 | ||||||
|
| |||||||
1,699,623 | ||||||||
Qatar — 0.3% | ||||||||
Barwa Real Estate Co. | 109,970 | 77,866 | ||||||
Commercial Bank PSQC, Series R186 | 197,122 | 291,910 | ||||||
Dukhan Bank | 164,731 | 179,397 | ||||||
Industries Qatar QSC | 97,136 | 365,432 | ||||||
Masraf Al Rayan QSC | 333,614 | 204,009 | ||||||
Mesaieed Petrochemical Holding Co. | 245,102 | 124,867 | ||||||
Ooredoo QPSC | 63,062 | 184,899 | ||||||
Qatar Electricity & Water Co. QSC | 34,989 | 168,141 | ||||||
Qatar Fuel QSC | 23,217 | 105,070 | ||||||
Qatar Gas Transport Co. Ltd. | 132,108 | 134,841 | ||||||
Qatar International Islamic Bank QSC | 98,028 | 258,114 | ||||||
Qatar Islamic Bank SAQ | 112,710 | 573,759 | ||||||
Qatar National Bank QPSC | 296,104 | 1,250,831 | ||||||
|
| |||||||
3,919,136 | ||||||||
Russia(d) — 0.0% | ||||||||
Alrosa PJSC(a) | 189,683 | 20 | ||||||
Gazprom PJSC(a) | 621,256 | 64 | ||||||
Inter RAO UES PJSC(a) | 2,890,341 | 300 | ||||||
LUKOIL PJSC | 21,213 | 2 | ||||||
Magnit PJSC | 2,975 | — | ||||||
Magnit PJSC, GDR, Registered Shares(a) | 2 | — | ||||||
MMC Norilsk Nickel PJSC(a) | 3,587 | — | ||||||
Mobile TeleSystems PJSC | 50,446 | 5 | ||||||
Moscow Exchange MICEX-Rates PJSC(a) | 63,850 | 7 | ||||||
Novatek PJSC | 44,130 | 5 | ||||||
Novolipetsk Steel PJSC(a) | 58,207 | 6 | ||||||
Ozon Holdings PLC, ADR(a) | 2,417 | — | ||||||
PhosAgro PJSC | 2,583 | 1 | ||||||
PhosAgro PJSC, GDR, Registered Shares(a)(e) | 1 | — | ||||||
Polymetal International PLC(a) | 13,797 | 1 | ||||||
Polyus PJSC(a) | 2,382 | — | ||||||
Rosneft Oil Co. PJSC | 71,604 | 7 | ||||||
Sberbank of Russia PJSC | 588,148 | 61 | ||||||
Severstal PAO(a) | 10,830 | 1 | ||||||
Surgutneftegas PJSC | 413,786 | 43 | ||||||
Tatneft PJSC | 79,440 | 8 | ||||||
TCS Group Holding PLC, Class A, GDR, Registered Shares(a)(e) | 6,905 | 1 | ||||||
United Co. RUSAL International PJSC(a) | 172,792 | 18 | ||||||
VK Co. Ltd., GDR, Registered Shares(a) | 5,177 | 1 | ||||||
VTB Bank PJSC(a) | 186,510,000 | 19 | ||||||
X5 Retail Group NV, GDR, Registered Shares(a) | 9,876 | 1 | ||||||
Yandex NV, Class A(a) | 16,115 | 2 | ||||||
|
| |||||||
573 | ||||||||
Saudi Arabia — 1.2% | ||||||||
ACWA Power Co. | 6,847 | 356,819 |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 13 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Saudi Arabia (continued) | ||||||||
Advanced Petrochemical Co. | 7,524 | $ | 80,533 | |||||
Al Rajhi Bank | 131,723 | 2,386,364 | ||||||
Alinma Bank | 64,687 | 576,589 | ||||||
Almarai Co. JSC | 14,947 | 253,611 | ||||||
Arab National Bank | 60,072 | 384,415 | ||||||
Arabian Internet & Communications Services Co. | 2,209 | 188,491 | ||||||
Bank AlBilad | 38,760 | 437,525 | ||||||
Bank Al-Jazira(a) | 25,089 | 112,461 | ||||||
Banque Saudi Fransi | 38,664 | 376,503 | ||||||
Bupa Arabia for Cooperative Insurance Co. | 3,951 | 219,122 | ||||||
Co. for Cooperative Insurance | 4,904 | 164,755 | ||||||
Dallah Healthcare Co. | 3,678 | 139,845 | ||||||
Dar Al Arkan Real Estate Development Co.(a) | 26,789 | 112,716 | ||||||
Dr Sulaiman Al Habib Medical Services Group Co. | 6,945 | 436,463 | ||||||
Elm Co. | 1,339 | 278,479 | ||||||
Etihad Etisalat Co. | 28,661 | 340,452 | ||||||
Jarir Marketing Co. | 44,780 | 173,129 | ||||||
Mobile Telecommunications Co. Saudi Arabia | 32,501 | 114,043 | ||||||
Mouwasat Medical Services Co. | 5,276 | 144,631 | ||||||
Nahdi Medical Co. | 3,386 | 130,230 | ||||||
National Industrialization Co.(a) | 29,825 | 101,054 | ||||||
Power & Water Utility Co. for Jubail & Yanbu | 8,132 | 136,015 | ||||||
Rabigh Refining & Petrochemical Co.(a) | 40,456 | 116,854 | ||||||
Riyad Bank | 93,636 | 693,310 | ||||||
SABIC Agri-Nutrients Co. | 17,212 | 610,848 | ||||||
Sahara International Petrochemical Co. | 27,239 | 275,061 | ||||||
Saudi Arabian Mining Co.(a) | 90,400 | 973,222 | ||||||
Saudi Arabian Oil Co.(b) | 179,224 | 1,669,666 | ||||||
Saudi Aramco Base Oil Co. | 1,818 | 72,137 | ||||||
Saudi Basic Industries Corp. | 63,443 | 1,396,969 | ||||||
Saudi British Bank | 72,703 | 669,028 | ||||||
Saudi Electricity Co. | 60,072 | 305,696 | ||||||
Saudi Industrial Investment Group | 31,619 | 200,549 | ||||||
Saudi Investment Bank | 42,308 | 178,335 | ||||||
Saudi Kayan Petrochemical Co.(a) | 43,107 | 143,760 | ||||||
Saudi National Bank | 197,584 | 1,728,770 | ||||||
Saudi Research & Media Group(a) | 2,197 | 96,353 | ||||||
Saudi Tadawul Group Holding Co. | 3,018 | 155,434 | ||||||
Saudi Telecom Co. | 140,884 | 1,412,903 | ||||||
Savola Group | 12,960 | 124,643 | ||||||
Yanbu National Petrochemical Co. | 12,736 | 141,436 | ||||||
|
| |||||||
18,609,219 | ||||||||
Singapore — 0.9% | ||||||||
BOC Aviation Ltd.(b) | 12,300 | 85,696 | ||||||
CapitaLand Ascendas REIT | 261,551 | 524,586 | ||||||
CapitaLand Integrated Commercial Trust | 361,823 | 488,286 | ||||||
Capitaland Investment Ltd. | 169,500 | 382,995 | ||||||
City Developments Ltd. | 53,700 | 259,150 | ||||||
DBS Group Holdings Ltd. | 121,884 | 2,993,427 | ||||||
Genting Singapore Ltd. | 370,000 | 228,415 | ||||||
Grab Holdings Ltd., Class A(a) | 139,196 | 492,754 | ||||||
Jardine Cycle & Carriage Ltd. | 6,600 | 153,874 | ||||||
JOYY, Inc., ADR(c) | 2,689 | 102,478 | ||||||
Keppel Corp. Ltd. | 87,100 | 432,523 | ||||||
Mapletree Logistics Trust | 200,049 | 245,247 | ||||||
Mapletree Pan Asia Commercial Trust | 231,900 | 242,021 | ||||||
Oversea-Chinese Banking Corp. Ltd.(c) | 226,249 | 2,115,892 | ||||||
Sea Ltd., Class A, ADR(a)(c) | 24,033 | 1,056,250 | ||||||
Seatrium Ltd.(a) | 3,437,106 | 336,082 | ||||||
Sembcorp Industries Ltd. | 59,600 | 221,526 | ||||||
Singapore Airlines Ltd.(c) | 113,799 | 536,814 |
Security | Shares | Value | ||||||
Singapore (continued) | ||||||||
Singapore Exchange Ltd. | 42,100 | $ | 299,500 | |||||
Singapore Technologies Engineering Ltd.(c) | 93,300 | 266,264 | ||||||
Singapore Telecommunications Ltd. | 545,000 | 964,701 | ||||||
United Overseas Bank Ltd. | 81,300 | 1,693,325 | ||||||
UOL Group Ltd. | 52,300 | 244,637 | ||||||
|
| |||||||
14,366,443 | ||||||||
South Africa — 1.0% | ||||||||
Absa Group Ltd. | 64,230 | 591,930 | ||||||
African Rainbow Minerals Ltd. | 7,134 | 64,088 | ||||||
Anglo American Platinum Ltd. | 2,604 | 97,190 | ||||||
Anglo American PLC | 90,732 | 2,491,464 | ||||||
Aspen Pharmacare Holdings Ltd.(c) | 20,407 | 185,189 | ||||||
Bid Corp. Ltd.(c) | 22,557 | 503,054 | ||||||
Bidvest Group Ltd.(c) | 15,555 | 224,102 | ||||||
Capitec Bank Holdings Ltd. | 5,473 | 494,874 | ||||||
Clicks Group Ltd. | 17,239 | 235,498 | ||||||
Discovery Ltd.(a) | 46,452 | 336,508 | ||||||
Exxaro Resources Ltd.(c) | 14,243 | 129,674 | ||||||
FirstRand Ltd. | 354,258 | 1,192,935 | ||||||
Gold Fields Ltd. | 60,163 | 652,094 | ||||||
Growthpoint Properties Ltd. | 267,079 | 148,818 | ||||||
Harmony Gold Mining Co. Ltd. | 48,026 | 180,333 | ||||||
Impala Platinum Holdings Ltd. | 62,435 | 325,233 | ||||||
Kumba Iron Ore Ltd. | 2,943 | 70,691 | ||||||
MTN Group Ltd. | 104,721 | 624,164 | ||||||
Naspers Ltd., N Shares | 13,531 | 2,164,810 | ||||||
Nedbank Group Ltd.(c) | 34,652 | 370,299 | ||||||
Northam Platinum Holdings Ltd. | 18,042 | 109,412 | ||||||
Old Mutual Ltd. | 280,861 | 178,897 | ||||||
OUTsurance Group Ltd. | 85,253 | 192,535 | ||||||
Pepkor Holdings Ltd.(b) | 96,071 | 87,296 | ||||||
Remgro Ltd. | 36,445 | 285,843 | ||||||
Sanlam Ltd. | 134,038 | 465,001 | ||||||
Sasol Ltd. | 44,217 | 606,977 | ||||||
Shoprite Holdings Ltd.(c) | 30,051 | 380,666 | ||||||
Sibanye Stillwater Ltd.(c) | 196,087 | 301,031 | ||||||
Standard Bank Group Ltd. | 97,139 | 942,570 | ||||||
Vodacom Group Ltd. | 34,946 | 195,201 | ||||||
Woolworths Holdings Ltd. | 55,517 | 198,889 | ||||||
|
| |||||||
15,027,266 | ||||||||
South Korea — 3.2% | ||||||||
Amorepacific Corp. | 1,902 | 171,868 | ||||||
BGF retail Co. Ltd. | 426 | 44,535 | ||||||
Celltrion Healthcare Co. Ltd. | 7,843 | 366,106 | ||||||
Celltrion Pharm, Inc.(a) | 782 | 38,712 | ||||||
Celltrion, Inc. | 7,202 | 743,153 | ||||||
CJ CheilJedang Corp. | 487 | 110,550 | ||||||
CosmoAM&T Co. Ltd.(a) | 1,424 | 156,794 | ||||||
Coway Co. Ltd. | 4,594 | 140,248 | ||||||
DB Insurance Co. Ltd. | 4,648 | 307,975 | ||||||
Doosan Bobcat, Inc. | 2,907 | 109,722 | ||||||
Doosan Enerbility Co. Ltd.(a) | 30,236 | 367,677 | ||||||
Ecopro BM Co. Ltd. | 3,294 | 615,329 | ||||||
Ecopro Co. Ltd. | 1,332 | 884,170 | ||||||
F&F Co. Ltd. | 980 | 81,982 | ||||||
GS Holdings Corp. | 2,934 | 86,567 | ||||||
Hana Financial Group, Inc. | 17,811 | 557,991 | ||||||
Hankook Tire & Technology Co. Ltd. | 4,552 | 133,151 | ||||||
Hanmi Pharm Co. Ltd. | 246 | 54,530 | ||||||
Hanon Systems | 6,705 | 46,751 | ||||||
Hanwha Aerospace Co. Ltd. | 2,293 | 177,450 |
14 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
South Korea (continued) | ||||||||
Hanwha Ocean Co. Ltd.(a) | 5,941 | $ | 135,568 | |||||
Hanwha Solutions Corp.(a) | 6,589 | 145,272 | ||||||
HD Hyundai Co. Ltd. | 2,110 | 103,627 | ||||||
HLB, Inc.(a) | 8,095 | 179,460 | ||||||
HMM Co. Ltd. | 17,458 | 210,582 | ||||||
Hotel Shilla Co. Ltd. | 1,174 | 73,473 | ||||||
HYBE Co. Ltd.(a) | 1,064 | 187,265 | ||||||
Hyundai Engineering & Construction Co. Ltd. | 4,660 | 125,023 | ||||||
Hyundai Glovis Co. Ltd. | 1,004 | 137,032 | ||||||
Hyundai Heavy Industries Co. Ltd.(a) | 2,021 | 181,247 | ||||||
Hyundai Mipo Dockyard Co. Ltd.(a) | 2,258 | 138,437 | ||||||
Hyundai Mobis Co. Ltd. | 3,755 | 668,309 | ||||||
Hyundai Motor Co. | 9,247 | 1,307,562 | ||||||
Hyundai Steel Co. | 9,174 | 258,067 | ||||||
Industrial Bank of Korea | 29,927 | 248,328 | ||||||
JYP Entertainment Corp. | 1,895 | 157,355 | ||||||
Kakao Corp. | 23,415 | 764,186 | ||||||
Kakao Games Corp.(a) | 1,768 | 33,326 | ||||||
KakaoBank Corp. | 13,451 | 232,783 | ||||||
Kakaopay Corp.(a) | 3,033 | 91,448 | ||||||
Kangwon Land, Inc. | 4,062 | 45,452 | ||||||
KB Financial Group, Inc. | 27,797 | 1,133,753 | ||||||
Kia Corp. | 18,725 | 1,127,063 | ||||||
Korea Aerospace Industries Ltd. | 4,371 | 157,770 | ||||||
Korea Electric Power Corp.(a) | 17,450 | 231,993 | ||||||
Korea Investment Holdings Co. Ltd. | 1,996 | 78,372 | ||||||
Korea Shipbuilding & Offshore Engineering Co. Ltd.(a) | 2,539 | 208,671 | ||||||
Korea Zinc Co. Ltd. | 695 | 260,335 | ||||||
Korean Air Lines Co. Ltd. | 17,628 | 283,800 | ||||||
Krafton, Inc.(a) | 2,584 | 288,425 | ||||||
KT Corp. | 2,142 | 52,744 | ||||||
KT&G Corp. | 6,221 | 397,287 | ||||||
Kumho Petrochemical Co. Ltd. | 1,183 | 117,383 | ||||||
L&F Co. Ltd. | 2,173 | 277,323 | ||||||
LG Chem Ltd. | 3,316 | 1,214,108 | ||||||
LG Corp. | 5,548 | 344,875 | ||||||
LG Display Co. Ltd.(a) | 23,043 | 223,645 | ||||||
LG Electronics, Inc. | 6,594 | 492,027 | ||||||
LG Energy Solution Ltd.(a) | 3,123 | 1,101,352 | ||||||
LG H&H Co. Ltd. | 839 | 276,794 | ||||||
LG Innotek Co. Ltd. | 809 | 146,588 | ||||||
LG Uplus Corp. | 19,172 | 147,220 | ||||||
Lotte Chemical Corp. | 1,038 | 105,383 | ||||||
Lotte Energy Materials Corp. | 1,243 | 36,534 | ||||||
Meritz Financial Group, Inc. | 8,901 | 364,274 | ||||||
Mirae Asset Securities Co. Ltd. | 9,107 | 43,502 | ||||||
NAVER Corp. | 9,316 | 1,392,879 | ||||||
NCSoft Corp. | 1,351 | 222,119 | ||||||
Netmarble Corp.(a)(b) | 1,410 | 43,909 | ||||||
NH Investment & Securities Co. Ltd. | 5,312 | 40,209 | ||||||
Orion Corp. | 2,474 | 235,826 | ||||||
Pan Ocean Co. Ltd. | 24,785 | 90,748 | ||||||
Pearl Abyss Corp.(a) | 1,729 | 59,634 | ||||||
POSCO Future M Co. Ltd. | 2,049 | 542,058 | ||||||
POSCO Holdings, Inc. | 4,911 | 1,934,781 | ||||||
Posco International Corp. | 3,269 | 171,741 | ||||||
Samsung Biologics Co. Ltd.(a)(b) | 1,133 | 571,924 | ||||||
Samsung C&T Corp. | 5,348 | 426,398 | ||||||
Samsung Electro-Mechanics Co. Ltd. | 4,480 | 455,232 | ||||||
Samsung Electronics Co. Ltd. | 328,281 | 16,595,953 | ||||||
Samsung Engineering Co. Ltd.(a) | 13,081 | 292,715 |
Security | Shares | Value | ||||||
South Korea (continued) | ||||||||
Samsung Fire & Marine Insurance Co. Ltd. | 1,715 | $ | 329,839 | |||||
Samsung Heavy Industries Co. Ltd.(a) | 57,945 | 336,160 | ||||||
Samsung Life Insurance Co. Ltd. | 4,523 | 235,290 | ||||||
Samsung SDI Co. Ltd. | 3,765 | 1,422,840 | ||||||
Samsung SDS Co. Ltd. | 2,432 | 243,570 | ||||||
Samsung Securities Co. Ltd. | 2,723 | 74,085 | ||||||
Shinhan Financial Group Co. Ltd. | 28,668 | 754,489 | ||||||
SK Biopharmaceuticals Co. Ltd.(a) | 2,896 | 184,915 | ||||||
SK Bioscience Co. Ltd.(a) | 1,588 | 79,921 | ||||||
SK Hynix, Inc. | 36,837 | 3,118,792 | ||||||
SK IE Technology Co. Ltd.(a)(b) | 2,047 | 111,837 | ||||||
SK Innovation Co. Ltd.(a) | 4,383 | 480,905 | ||||||
SK Square Co. Ltd.(a) | 9,598 | 301,343 | ||||||
SK, Inc. | 2,218 | 239,825 | ||||||
SKC Co. Ltd. | 1,153 | 64,733 | ||||||
S-Oil Corp. | 2,657 | 155,398 | ||||||
Woori Financial Group, Inc. | 41,683 | 377,860 | ||||||
Yuhan Corp. | 3,218 | 180,640 | ||||||
|
| |||||||
51,498,852 | ||||||||
Spain — 1.6% | ||||||||
Acciona SA | 1,476 | 187,976 | ||||||
ACS Actividades de Construccion y Servicios SA | 15,114 | 543,344 | ||||||
Aena SME SA(b) | 4,988 | 750,582 | ||||||
Amadeus IT Group SA | 31,073 | 1,876,892 | ||||||
Banco Bilbao Vizcaya Argentaria SA | 405,540 | 3,282,006 | ||||||
Banco Santander SA | 1,094,243 | 4,166,953 | ||||||
CaixaBank SA | 274,190 | 1,092,371 | ||||||
Cellnex Telecom SA(b) | 37,724 | 1,312,116 | ||||||
Corp. ACCIONA Energias Renovables SA | 4,048 | 104,267 | ||||||
EDP Renovaveis SA | 21,451 | 351,312 | ||||||
Enagas SA | 8,450 | 139,928 | ||||||
Endesa SA | 25,032 | 509,437 | ||||||
Grifols SA , Class A(a) | 24,792 | 321,103 | ||||||
Iberdrola SA | 416,378 | 4,656,958 | ||||||
Industria de Diseno Textil SA | 73,361 | 2,729,913 | ||||||
Naturgy Energy Group SA | 8,829 | 240,194 | ||||||
Redeia Corp. SA | 20,753 | 326,472 | ||||||
Repsol SA | 92,065 | 1,514,378 | ||||||
Telefonica SA | 372,692 | 1,522,574 | ||||||
|
| |||||||
25,628,776 | ||||||||
Sweden — 1.8% | ||||||||
Alfa Laval AB | 17,055 | 584,268 | ||||||
Assa Abloy AB, Class B | 67,407 | 1,464,658 | ||||||
Atlas Copco AB, A Shares | 179,536 | 2,411,288 | ||||||
Atlas Copco AB, B Shares | 108,315 | 1,266,748 | ||||||
Beijer Ref AB, Class B | 29,241 | 307,652 | ||||||
Boliden AB | 21,352 | 612,734 | ||||||
Epiroc AB, Class A | 41,269 | 783,585 | ||||||
Epiroc AB, Class B | 22,861 | 365,714 | ||||||
EQT AB | 26,542 | 522,956 | ||||||
Essity AB, Class B | 38,053 | 820,698 | ||||||
Evolution AB(b) | 12,435 | 1,254,806 | ||||||
Fastighets AB Balder, Class B, B Shares(a) | 48,678 | 218,214 | ||||||
Getinge AB, B Shares | 19,404 | 340,974 | ||||||
H & M Hennes & Mauritz AB, B Shares | 45,837 | 649,978 | ||||||
Hexagon AB, Class B, B Shares | 136,821 | 1,164,447 | ||||||
Holmen AB, B Shares | 6,309 | 245,232 | ||||||
Husqvarna AB, B Shares | 22,734 | 173,487 | ||||||
Industrivarden AB, A Shares | 10,903 | 287,503 | ||||||
Industrivarden AB, C Shares(c) | 8,323 | 219,320 | ||||||
Indutrade AB | 17,623 | 325,477 | ||||||
Investment AB Latour, B Shares | 13,660 | 240,086 |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 15 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Sweden (continued) | ||||||||
Investor AB, B Shares | 117,948 | $ | 2,258,057 | |||||
L E Lundbergforetagen AB, B Shares | 6,442 | 268,607 | ||||||
Lifco AB, Class B, B Shares | 13,222 | 231,297 | ||||||
Nibe Industrier AB, Class B, B Shares | 102,627 | 670,949 | ||||||
Saab AB, Class B | 6,068 | 308,834 | ||||||
Sagax AB, Class B | 11,719 | 222,608 | ||||||
Sandvik AB | 74,235 | 1,365,950 | ||||||
Securitas AB, B Shares | 38,094 | 301,214 | ||||||
Skandinaviska Enskilda Banken AB, Class A | 100,969 | 1,203,738 | ||||||
Skanska AB, B Shares | 21,743 | 357,032 | ||||||
SKF AB, B Shares | 27,027 | 448,690 | ||||||
Svenska Cellulosa AB SCA, Class B | 38,142 | 522,245 | ||||||
Svenska Handelsbanken AB, A Shares | 94,444 | 840,352 | ||||||
Swedbank AB, A Shares | 63,370 | 1,164,830 | ||||||
Swedish Orphan Biovitrum AB(a)(c) | 16,257 | 332,175 | ||||||
Tele2 AB, B Shares | 45,059 | 344,588 | ||||||
Telefonaktiebolaget LM Ericsson, B Shares | 202,156 | 984,855 | ||||||
Telia Co. AB | 158,189 | 326,296 | ||||||
Volvo AB, Class A, A Shares | 13,043 | 270,858 | ||||||
Volvo AB, Class B, B Shares | 104,179 | 2,145,841 | ||||||
Volvo Car AB, Class B(a) | 44,422 | 179,680 | ||||||
|
| |||||||
29,008,521 | ||||||||
Switzerland — 6.5% | ||||||||
ABB Ltd., Registered Shares | 109,721 | 3,916,291 | ||||||
Adecco Group AG, Registered Shares | 9,228 | 379,023 | ||||||
Alcon, Inc. | 33,606 | 2,593,287 | ||||||
Bachem Holding AG | 2,994 | 220,834 | ||||||
Baloise Holding AG, Registered Shares | 3,620 | 524,090 | ||||||
Banque Cantonale Vaudoise, Registered Shares | 2,388 | 249,886 | ||||||
Barry Callebaut AG, Registered Shares | 287 | 456,400 | ||||||
BKW AG | 1,298 | 228,502 | ||||||
Chocoladefabriken Lindt & Spruengli AG | 67 | 744,540 | ||||||
Chocoladefabriken Lindt & Spruengli AG, Registered Shares | 7 | 766,470 | ||||||
Cie Financiere Richemont SA, Class A, Registered Shares | 34,715 | 4,227,705 | ||||||
Clariant AG, Registered Shares | 14,711 | 231,943 | ||||||
Coca-Cola HBC AG, Class DI | 15,096 | 412,781 | ||||||
DSM-Firmenich AG | 11,755 | 993,331 | ||||||
Dufry AG, Registered Shares(a) | 6,282 | 238,502 | ||||||
EMS-Chemie Holding AG, Registered Shares | 578 | 391,681 | ||||||
Geberit AG, Registered Shares | 2,314 | 1,153,940 | ||||||
Givaudan SA, Registered Shares | 639 | 2,080,476 | ||||||
Helvetia Holding AG, Registered Shares | 2,687 | 375,343 | ||||||
Holcim AG, Registered Shares | 37,587 | 2,405,903 | ||||||
Julius Baer Group Ltd. | 13,632 | 872,555 | ||||||
Kuehne and Nagel International AG, Registered Shares | 3,897 | 1,107,257 | ||||||
Logitech International SA, Registered Shares | 10,181 | 700,436 | ||||||
Lonza Group AG, Registered Shares | 5,290 | 2,446,874 | ||||||
Nestle SA, Registered Shares | 182,508 | 20,659,175 | ||||||
Novartis AG, Registered Shares | 140,351 | 14,333,856 | ||||||
Partners Group Holding AG | 1,651 | 1,853,403 | ||||||
Roche Holding AG | 50,282 | 13,777,672 | ||||||
Schindler Holding AG | 2,550 | 507,960 | ||||||
Schindler Holding AG, Registered Shares | 1,579 | 303,813 | ||||||
SGS SA | 9,526 | 799,475 | ||||||
SIG Group AG | 20,650 | 508,721 | ||||||
Sika AG, Registered Shares | 9,781 | 2,478,121 | ||||||
Sonova Holding AG, Registered Shares | 3,689 | 873,100 | ||||||
STMicroelectronics NV | 45,683 | 1,969,991 | ||||||
Straumann Holding AG, Registered Shares | 7,845 | 998,503 |
Security | Shares | Value | ||||||
Switzerland (continued) | ||||||||
Swatch Group AG | 1,960 | $ | 501,999 | |||||
Swatch Group AG, Registered Shares | 3,146 | 153,648 | ||||||
Swiss Life Holding AG, Registered Shares | 1,981 | 1,232,535 | ||||||
Swiss Prime Site AG, Registered Shares | 4,610 | 422,040 | ||||||
Swiss Re AG | 20,865 | 2,142,843 | ||||||
Swisscom AG, Registered Shares | 1,742 | 1,034,382 | ||||||
Temenos AG, Registered Shares | 3,799 | 265,703 | ||||||
UBS Group AG, Registered Shares(c) | 225,863 | 5,563,500 | ||||||
VAT Group AG(b) | 1,658 | 591,646 | ||||||
Zurich Insurance Group AG | 10,006 | 4,578,299 | ||||||
|
| |||||||
103,268,435 | ||||||||
Taiwan — 4.1% | ||||||||
Accton Technology Corp. | 40,000 | 613,687 | ||||||
Acer, Inc. | 179,504 | 202,261 | ||||||
Advantech Co. Ltd. | 28,769 | 308,047 | ||||||
ASE Technology Holding Co. Ltd. | 228,343 | 779,440 | ||||||
Asia Cement Corp. | 138,233 | 170,284 | ||||||
Asustek Computer, Inc. | 54,220 | 616,972 | ||||||
AUO Corp. | 391,200 | 198,812 | ||||||
Catcher Technology Co. Ltd. | 45,000 | 254,673 | ||||||
Cathay Financial Holding Co. Ltd. | 690,622 | 953,602 | ||||||
Chailease Holding Co. Ltd. | 93,943 | 527,512 | ||||||
Chang Hwa Commercial Bank Ltd. | 294,541 | 157,499 | ||||||
Cheng Shin Rubber Industry Co. Ltd. | 90,436 | 119,138 | ||||||
China Airlines Ltd. | 228,000 | 149,990 | ||||||
China Development Financial Holding Corp.(a) | 910,191 | 332,738 | ||||||
China Steel Corp. | 818,638 | 640,615 | ||||||
Chunghwa Telecom Co. Ltd. | 258,000 | 927,348 | ||||||
Compal Electronics, Inc. | 237,000 | 225,840 | ||||||
CTBC Financial Holding Co. Ltd. | 1,283,601 | 975,247 | ||||||
Delta Electronics, Inc. | 130,000 | 1,309,350 | ||||||
E Ink Holdings, Inc. | 58,000 | 323,407 | ||||||
E.Sun Financial Holding Co. Ltd. | 1,053,005 | 791,595 | ||||||
Eclat Textile Co. Ltd. | 12,303 | 185,644 | ||||||
eMemory Technology, Inc. | 7,000 | 439,486 | ||||||
Eva Airways Corp. | 170,000 | 156,833 | ||||||
Evergreen Marine Corp. Taiwan Ltd. | 57,055 | 205,187 | ||||||
Far Eastern New Century Corp. | 207,607 | 185,156 | ||||||
Far EasTone Telecommunications Co. Ltd. | 142,000 | 319,840 | ||||||
Feng TAY Enterprise Co. Ltd. | 24,996 | 141,869 | ||||||
First Financial Holding Co. Ltd. | 691,867 | 569,341 | ||||||
Formosa Chemicals & Fibre Corp. | 218,360 | 416,093 | ||||||
Formosa Petrochemical Corp. | 112,000 | 279,630 | ||||||
Formosa Plastics Corp. | 244,040 | 603,284 | ||||||
Fubon Financial Holding Co. Ltd. | 501,558 | 944,297 | ||||||
Giant Manufacturing Co. Ltd. | 21,761 | 120,158 | ||||||
Gigabyte Technology Co. Ltd. | 34,000 | 298,853 | ||||||
Global Unichip Corp. | 7,000 | 298,073 | ||||||
Globalwafers Co. Ltd. | 12,000 | 169,186 | ||||||
Hon Hai Precision Industry Co. Ltd. | 833,800 | 2,687,533 | ||||||
Hotai Motor Co. Ltd. | 18,360 | 373,128 | ||||||
Hua Nan Financial Holdings Co. Ltd. | 517,220 | 328,664 | ||||||
Innolux Corp. | 536,908 | 218,986 | ||||||
Inventec Corp. | 168,470 | 256,845 | ||||||
Largan Precision Co. Ltd. | 8,000 | 529,988 | ||||||
Lite-On Technology Corp. | 156,816 | 592,044 | ||||||
MediaTek, Inc. | 101,255 | 2,314,979 | ||||||
Mega Financial Holding Co. Ltd. | 837,630 | 979,169 | ||||||
Micro-Star International Co. Ltd. | 37,000 | 188,231 | ||||||
momo.com, Inc. | 8,140 | 127,161 | ||||||
Nan Ya Plastics Corp. | 355,790 | 734,004 | ||||||
Nan Ya Printed Circuit Board Corp. | 12,000 | 99,453 |
16 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Taiwan (continued) | ||||||||
Nanya Technology Corp. | 56,000 | $ | 114,124 | |||||
Nien Made Enterprise Co. Ltd. | 9,000 | 86,405 | ||||||
Novatek Microelectronics Corp. | 42,000 | 551,527 | ||||||
Parade Technologies Ltd. | 4,000 | 122,432 | ||||||
Pegatron Corp. | 116,000 | 275,392 | ||||||
PharmaEssentia Corp.(a) | 15,000 | 156,255 | ||||||
Pou Chen Corp. | 247,000 | 219,470 | ||||||
Powerchip Semiconductor Manufacturing Corp. | 231,000 | 190,468 | ||||||
President Chain Store Corp. | 40,000 | 325,174 | ||||||
Quanta Computer, Inc. | 195,000 | 1,459,402 | ||||||
Realtek Semiconductor Corp. | 28,240 | 346,742 | ||||||
Ruentex Development Co. Ltd. | 97,478 | 106,380 | ||||||
Shanghai Commercial & Savings Bank Ltd. | 301,075 | 403,665 | ||||||
Shin Kong Financial Holding Co. Ltd.(a) | 784,499 | 225,528 | ||||||
SinoPac Financial Holdings Co. Ltd. | 637,596 | 343,919 | ||||||
Synnex Technology International Corp. | 142,500 | 283,019 | ||||||
Taishin Financial Holding Co. Ltd. | 795,025 | 441,183 | ||||||
Taiwan Business Bank | 412,672 | 168,892 | ||||||
Taiwan Cement Corp. | 488,240 | 503,148 | ||||||
Taiwan Cooperative Financial Holding Co. Ltd. | 621,564 | 493,197 | ||||||
Taiwan High Speed Rail Corp. | 140,000 | 129,961 | ||||||
Taiwan Mobile Co. Ltd. | 102,800 | 301,368 | ||||||
Taiwan Semiconductor Manufacturing Co. Ltd. | 1,687,000 | 27,508,615 | ||||||
Unimicron Technology Corp. | 102,000 | 550,317 | ||||||
Uni-President Enterprises Corp. | 351,950 | 764,949 | ||||||
United Microelectronics Corp. | 793,000 | 1,113,504 | ||||||
Vanguard International Semiconductor Corp. | 63,000 | 133,133 | ||||||
Voltronic Power Technology Corp. | 4,000 | 196,988 | ||||||
Walsin Lihwa Corp. | 185,100 | 211,366 | ||||||
Wan Hai Lines Ltd. | 39,215 | 58,753 | ||||||
Winbond Electronics Corp. | 163,000 | 128,122 | ||||||
Wistron Corp. | 172,000 | 544,700 | ||||||
Wiwynn Corp. | 6,000 | 279,784 | ||||||
WPG Holdings Ltd. | 102,448 | 192,422 | ||||||
Yageo Corp. | 22,909 | 373,046 | ||||||
Yang Ming Marine Transport Corp. | 110,000 | 154,993 | ||||||
Yuanta Financial Holding Co. Ltd. | 605,584 | 470,426 | ||||||
Zhen Ding Technology Holding Ltd. | 37,710 | 115,128 | ||||||
|
| |||||||
65,385,069 | ||||||||
Thailand — 0.5% | ||||||||
Advanced Info Service PCL, NVDR | 91,200 | 569,541 | ||||||
Airports of Thailand PCL, NVDR(a) | 253,500 | 485,000 | ||||||
Asset World Corp. PCL, NVDR | 606,100 | 64,687 | ||||||
B Grimm Power PCL, NVDR | 88,000 | 69,344 | ||||||
Bangkok Dusit Medical Services PCL, NVDR | 832,200 | 609,503 | ||||||
Bangkok Expressway & Metro PCL, NVDR | 553,100 | 125,775 | ||||||
Banpu PCL, NVDR | 493,700 | 108,220 | ||||||
Berli Jucker PCL, NVDR | 120,700 | 101,661 | ||||||
BTS Group Holdings PCL, NVDR | 513,400 | 105,499 | ||||||
Bumrungrad Hospital PCL, NVDR | 28,700 | 210,725 | ||||||
Central Pattana PCL, NVDR | 187,300 | 324,271 | ||||||
Central Retail Corp. PCL, NVDR | 103,400 | 109,709 | ||||||
Charoen Pokphand Foods PCL, NVDR | 204,000 | 115,851 | ||||||
CP ALL PCL, NVDR | 384,600 | 637,814 | ||||||
CP Axtra PCL, NVDR | 165,700 | 146,405 | ||||||
Delta Electronics Thailand PCL, NVDR | 236,100 | 533,683 | ||||||
Electricity Generating PCL, NVDR(c) | 23,800 | 78,993 | ||||||
Energy Absolute PCL, NVDR | 98,300 | 137,253 | ||||||
Global Power Synergy PCL, NVDR | 42,200 | 51,692 | ||||||
Gulf Energy Development PCL, NVDR | 253,100 | 315,536 | ||||||
Home Product Center PCL, NVDR | 339,932 | 116,416 |
Security | Shares | Value | ||||||
Thailand (continued) | ||||||||
Indorama Ventures PCL, NVDR | 97,000 | $ | 69,061 | |||||
Intouch Holdings PCL, NVDR | 41,000 | 82,828 | ||||||
Kasikornbank PCL, NVDR | 29,700 | 102,513 | ||||||
Krung Thai Bank PCL, NVDR | 285,275 | 148,498 | ||||||
Krungthai Card PCL, NVDR | 23,800 | 28,706 | ||||||
Land & Houses PCL, NVDR | 601,300 | 128,577 | ||||||
Minor International PCL, NVDR | 317,180 | 271,338 | ||||||
Muangthai Capital PCL, NVDR | 57,700 | 56,741 | ||||||
Osotspa PCL, NVDR | 81,600 | 55,904 | ||||||
PTT Exploration & Production PCL, NVDR | 106,822 | 498,447 | ||||||
PTT Global Chemical PCL, NVDR | 115,068 | 108,515 | ||||||
PTT Oil & Retail Business PCL, NVDR | 346,800 | 177,752 | ||||||
PTT PCL, NVDR(c) | 597,700 | 548,182 | ||||||
Ratch Group PCL, NVDR | 65,000 | 56,152 | ||||||
SCB X PCL, NVDR(c) | 41,800 | 117,423 | ||||||
SCG Packaging PCL, NVDR | 143,200 | 149,777 | ||||||
Siam Cement PCL, NVDR | 60,700 | 500,463 | ||||||
Thai Oil PCL, NVDR | 51,600 | 71,105 | ||||||
TMBThanachart Bank PCL, NVDR | 3,318,800 | 156,431 | ||||||
True Corp. PCL, NVDR | 268,725 | 52,187 | ||||||
|
| |||||||
8,398,178 | ||||||||
Turkey — 0.2% | ||||||||
Akbank TAS | 213,323 | 259,850 | ||||||
Aselsan Elektronik Sanayi Ve Ticaret A/S | 93,534 | 139,018 | ||||||
BIM Birlesik Magazalar A/S | 37,151 | 371,659 | ||||||
Eregli Demir ve Celik Fabrikalari TAS, Registered Shares(a) | 95,722 | 155,042 | ||||||
Ford Otomotiv Sanayi A/S | 4,907 | 151,227 | ||||||
Haci Omer Sabanci Holding A/S | 71,332 | 155,162 | ||||||
Hektas Ticaret TAS(a) | 79,603 | 77,951 | ||||||
KOC Holding A/S | 53,193 | 284,341 | ||||||
Sasa Polyester Sanayi AS(a) | 92,041 | 165,092 | ||||||
Tofas Turk Otomobil Fabrikasi A/S | 8,740 | 94,071 | ||||||
Turk Hava Yollari AO(a) | 33,173 | 292,798 | ||||||
Turkcell Iletisim Hizmetleri A/S(a) | 84,603 | 164,153 | ||||||
Turkiye Is Bankasi A/S, Class C | 228,364 | 213,868 | ||||||
Turkiye Petrol Rafinerileri A/S | 67,360 | 390,244 | ||||||
Turkiye Sise ve Cam Fabrikalari A/S | 96,380 | 191,714 | ||||||
|
| |||||||
3,106,190 | ||||||||
United Arab Emirates — 0.4% | ||||||||
Abu Dhabi Commercial Bank PJSC | 203,805 | 479,959 | ||||||
Abu Dhabi Islamic Bank PJSC | 109,255 | 334,929 | ||||||
Abu Dhabi National Oil Co. for Distribution PJSC | 160,418 | 163,779 | ||||||
Aldar Properties PJSC | 327,410 | 513,543 | ||||||
Americana Restaurants International PLC | 167,650 | 187,137 | ||||||
Dubai Islamic Bank PJSC | 174,226 | 277,519 | ||||||
Emaar Properties PJSC | 407,535 | 891,864 | ||||||
Emirates NBD Bank PJSC | 121,454 | 588,581 | ||||||
Emirates Telecommunications Group Co. PJSC | 237,613 | 1,322,282 | ||||||
First Abu Dhabi Bank PJSC | 313,117 | 1,159,476 | ||||||
Multiply Group PJSC(a) | 229,732 | 250,241 | ||||||
|
| |||||||
6,169,310 | ||||||||
United Kingdom — 8.7% | ||||||||
3i Group PLC | 65,092 | 1,638,407 | ||||||
Abrdn PLC | 126,751 | 239,482 | ||||||
Admiral Group PLC | 17,148 | 495,571 | ||||||
Anglogold Ashanti PLC | 29,334 | 471,297 | ||||||
Ashtead Group PLC | 29,711 | 1,801,752 | ||||||
Associated British Foods PLC, Series 20B | 23,283 | 584,958 | ||||||
AstraZeneca PLC | 105,506 | 14,231,115 | ||||||
Auto Trader Group PLC(b) | 58,215 | 437,425 |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 17 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
United Kingdom (continued) | ||||||||
Aviva PLC | 176,663 | $ | 836,174 | |||||
BAE Systems PLC | 205,353 | 2,495,417 | ||||||
Barclays PLC | 1,096,075 | 2,112,606 | ||||||
Barratt Developments PLC | 64,968 | 348,334 | ||||||
Berkeley Group Holdings PLC | 6,612 | 330,200 | ||||||
BP PLC | 1,163,848 | 7,502,088 | ||||||
British American Tobacco PLC | 146,166 | 4,589,419 | ||||||
BT Group PLC | 466,025 | 661,784 | ||||||
Bunzl PLC | 23,957 | 853,199 | ||||||
Burberry Group PLC | 28,042 | 649,871 | ||||||
Centrica PLC | 412,760 | 776,365 | ||||||
CNH Industrial NV | 64,212 | 779,510 | ||||||
Coca-Cola Europacific Partners PLC | 14,562 | 909,834 | ||||||
Compass Group PLC | 117,350 | 2,856,484 | ||||||
Croda International PLC | 8,990 | 536,987 | ||||||
DCC PLC, Series A | 6,340 | 354,974 | ||||||
Diageo PLC | 156,345 | 5,764,142 | ||||||
Endeavour Mining PLC | 13,326 | 257,244 | ||||||
GSK PLC | 283,925 | 5,137,280 | ||||||
Haleon PLC | 394,910 | 1,636,936 | ||||||
Halma PLC | 28,285 | 666,415 | ||||||
Hargreaves Lansdown PLC | 26,614 | 250,304 | ||||||
HSBC Holdings PLC | 1,349,303 | 10,558,813 | ||||||
Imperial Brands PLC | 62,667 | 1,271,288 | ||||||
Informa PLC | 92,353 | 843,318 | ||||||
InterContinental Hotels Group PLC | 10,906 | 806,545 | ||||||
Intertek Group PLC | 9,743 | 487,238 | ||||||
J Sainsbury PLC | 105,979 | 326,365 | ||||||
JD Sports Fashion PLC | 138,342 | 251,302 | ||||||
Johnson Matthey PLC | 14,779 | 292,584 | ||||||
Kingfisher PLC | 157,619 | 427,874 | ||||||
Land Securities Group PLC | 44,431 | 318,483 | ||||||
Legal & General Group PLC | 400,847 | 1,081,619 | ||||||
Lloyds Banking Group PLC, Series L | 4,496,892 | 2,416,604 | ||||||
London Stock Exchange Group PLC | 28,649 | 2,871,370 | ||||||
M&G PLC | 147,658 | 353,776 | ||||||
Melrose Industries PLC | 90,172 | 514,016 | ||||||
Mondi PLC | 29,293 | 488,661 | ||||||
National Grid PLC | 256,101 | 3,062,801 | ||||||
NatWest Group PLC | 374,794 | 1,072,119 | ||||||
Next PLC | 7,829 | 694,367 | ||||||
Ocado Group PLC(a) | 41,160 | 299,270 | ||||||
Pearson PLC | 45,043 | 475,237 | ||||||
Pepco Group NV(a) | 15,565 | 71,904 | ||||||
Persimmon PLC | 23,234 | 304,284 | ||||||
Phoenix Group Holdings PLC | 43,508 | 254,982 | ||||||
Prudential PLC | 197,760 | 2,125,787 | ||||||
Reckitt Benckiser Group PLC | 49,858 | 3,516,023 | ||||||
RELX PLC | 131,229 | 4,427,655 | ||||||
Rentokil Initial PLC | 174,213 | 1,293,464 | ||||||
Rolls-Royce Holdings PLC(a) | 599,405 | 1,606,035 | ||||||
Sage Group PLC | 75,737 | 911,412 | ||||||
Schroders PLC | 71,983 | 355,687 | ||||||
Segro PLC | 80,289 | 702,050 | ||||||
Severn Trent PLC | 16,765 | 483,760 | ||||||
Shell PLC | 455,395 | 14,433,388 | ||||||
Smith & Nephew PLC | 58,129 | 721,414 | ||||||
Smiths Group PLC | 22,773 | 448,354 | ||||||
Spirax-Sarco Engineering PLC | 5,069 | 586,753 | ||||||
SSE PLC | 72,317 | 1,417,147 | ||||||
St. James’s Place PLC | 43,844 | 442,340 | ||||||
Standard Chartered PLC | 157,975 | 1,452,979 |
Security | Shares | Value | ||||||
United Kingdom (continued) | ||||||||
Taylor Wimpey PLC, Series L | 211,225 | $ | 301,245 | |||||
Tesco PLC | 472,466 | 1,519,679 | ||||||
Unilever PLC | 171,242 | 8,470,792 | ||||||
United Utilities Group PLC | 45,859 | 529,901 | ||||||
Vodafone Group PLC | 1,543,017 | 1,446,423 | ||||||
Whitbread PLC | 12,320 | 518,584 | ||||||
Wise PLC, Class A(a) | 48,296 | 402,758 | ||||||
WPP PLC | 68,894 | 613,798 | ||||||
|
| |||||||
138,477,822 | ||||||||
United States — 0.0% | ||||||||
Brookfield Renewable Corp., Class A | 7,825 | 187,293 | ||||||
Legend Biotech Corp., ADR(a)(c) | 5,213 | 350,157 | ||||||
|
| |||||||
537,450 | ||||||||
|
| |||||||
Total Common Stocks — 97.6% | 1,553,767,469 | |||||||
|
| |||||||
Preferred Securities | ||||||||
Preferred Stocks — 0.9% | ||||||||
Brazil — 0.4% | ||||||||
Banco Bradesco SA | 374,510 | 1,065,441 | ||||||
Centrais Eletricas Brasileiras SA | 8,083 | 64,885 | ||||||
Cia Energetica de Minas Gerais | 132,834 | 327,953 | ||||||
Gerdau SA | 66,123 | 317,424 | ||||||
Itau Unibanco Holding SA | 329,309 | 1,782,634 | ||||||
Itausa SA | 318,928 | 574,211 | ||||||
Petroleo Brasileiro SA | 318,802 | 2,196,994 | ||||||
|
| |||||||
6,329,542 | ||||||||
|
| |||||||
Chile — 0.0% | ||||||||
Sociedad Quimica y Minera de Chile SA Class B | 10,224 | 607,244 | ||||||
|
| |||||||
Colombia — 0.0% | ||||||||
Bancolombia SA | 28,795 | 191,117 | ||||||
|
| |||||||
Germany — 0.3% | ||||||||
Bayerische Motoren Werke AG | 3,552 | 330,622 | ||||||
Dr Ing hc F Porsche AG(b) | 7,114 | 667,486 | ||||||
Henkel AG & Co. KGaA | 11,526 | 820,760 | ||||||
Porsche Automobil Holding SE | 9,993 | 491,550 | ||||||
Sartorius AG | 1,834 | 621,165 | ||||||
Volkswagen AG | 13,868 | 1,593,424 | ||||||
|
| |||||||
4,525,007 | ||||||||
|
| |||||||
Russia — 0.0% | ||||||||
Surgutneftegas PJSC(d) | 376,618 | 39 | ||||||
|
| |||||||
South Korea — 0.2% | ||||||||
Hyundai Motor Co., Preference Shares, | 2,998 | 234,481 | ||||||
LG Chem Ltd. | 671 | 154,378 | ||||||
Samsung Electronics Co. Ltd. | 55,341 | 2,229,493 | ||||||
|
| |||||||
2,618,352 | ||||||||
|
| |||||||
Total Preferred Securities — 0.9% | 14,271,301 | |||||||
|
| |||||||
Rights | ||||||||
Brazil — 0.0% | ||||||||
Localiza Rent a Car SA, (Expires 11/17/23, Strike Price BRL 47.13) | 448 | 1,426 | ||||||
|
|
18 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Chile — 0.0% | ||||||||
Banco de Credito e Inversiones SA, (Expires 10/28/23, Strike Price CLP 22,000.00) | 433 | $ | 363 | |||||
|
| |||||||
Republic of Korea — 0.0% | ||||||||
CosmoAM&T Co. Ltd., (Expires 11/14/23, Strike Price KRW 122,800.00) | 74 | 1,459 | ||||||
Hanwha Ocean Co., Ltd., (Expires 11/16/23, Strike Price KRW 21,850.00) | 1,961 | 13,224 | ||||||
|
| |||||||
14,683 | ||||||||
|
| |||||||
Total Rights — 0.0% | 16,472 | |||||||
|
| |||||||
Warrants | ||||||||
Canada — 0.0% | ||||||||
Constellation Software, Inc., (Issued 08/29/23, 1 Share for 1 Warrant, Expires 03/31/40, Strike Price CAD 11.50)(a)(d) | 1,354 | — | ||||||
|
| |||||||
Total Warrants — 0.0% | — | |||||||
|
| |||||||
Total Long-Term Investments — 98.5% | 1,568,055,242 | |||||||
|
| |||||||
Short-Term Securities | ||||||||
Money Market Funds — 4.4% | ||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares, 5.54%(f)(g)(h) | 53,803,158 | 53,819,299 | ||||||
BlackRock Cash Funds: Treasury, SL Agency Shares, 5.31%(f)(g) | 17,235,635 | 17,235,635 | ||||||
|
| |||||||
Total Short-Term Securities — 4.4% | 71,054,934 | |||||||
|
| |||||||
Total Investments — 102.9% | 1,639,110,176 | |||||||
Liabilities in Excess of Other Assets — (2.9)% |
| (46,599,539 | ) | |||||
|
| |||||||
Net Assets — 100.0% | $ | 1,592,510,637 | ||||||
|
|
(a) | Non-income producing security. |
(b) | 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. |
(c) | All or a portion of this security is on loan. |
(d) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(e) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
(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, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:
Affiliated Issuer | Value at 12/31/22 | Purchases at Cost | Proceeds from Sales | Net Realized Gain (Loss) | Change in Unrealized Appreciation (Depreciation) | Value at 09/30/23 | Shares Held at 09/30/23 | Income | Capital Gain Distributions from Underlying Funds | |||||||||||||||||||||||||||
BlackRock Cash Funds: Institutional, SL Agency Shares | $ | 85,600,096 | $ | — | $ | (31,777,941 | )(a) | $ | 9,110 | $ | (11,966 | ) | $ | 53,819,299 | 53,803,158 | $ | 226,438 | (b) | $ | — | ||||||||||||||||
BlackRock Cash Funds: Treasury, SL Agency Shares | — | 17,235,635 | (a) | — | — | — | 17,235,635 | 17,235,635 | 500,162 | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
| |||||||||||||||||||||||||||
$ | 9,110 | $ | (11,966 | ) | $ | 71,054,934 | $ | 726,600 | $ | — | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
(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. |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 19 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio |
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/TSE 60 Index Mini | 43 | 12/14/23 | $ | 1,862 | $ | (35,570 | ) | |||||||||
MSCI EAFE Index | 149 | 12/15/23 | 15,209 | (245,705 | ) | |||||||||||
MSCI Emerging Markets Index | 141 | 12/15/23 | 6,736 | (106,753 | ) | |||||||||||
|
| |||||||||||||||
$ | (388,028 | ) | ||||||||||||||
|
|
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); and |
• | Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee’s assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the 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 table summarizes the Master Portfolio’s financial instruments categorized in the fair value hierarchy. The breakdown of the Master Portfolio’s financial instruments into major categories is disclosed in the Schedule of Investments above.
| ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
| ||||||||||||||||
Assets | ||||||||||||||||
Investments | ||||||||||||||||
Long-Term Investments | ||||||||||||||||
Common Stocks | ||||||||||||||||
Australia | $ | — | $ | 81,289,355 | $ | — | $ | 81,289,355 | ||||||||
Austria | — | 1,817,761 | — | 1,817,761 | ||||||||||||
Belgium | 219,517 | 7,896,067 | — | 8,115,584 | ||||||||||||
Brazil | 17,620,207 | 7,985 | — | 17,628,192 | ||||||||||||
Canada | 118,863,658 | — | — | 118,863,658 | ||||||||||||
Chile | 827,075 | 1,363,132 | — | 2,190,207 | ||||||||||||
China | 11,503,200 | 119,734,195 | — | 131,237,395 | ||||||||||||
Colombia | 284,997 | — | — | 284,997 | ||||||||||||
Czech Republic | 529,544 | 110,485 | — | 640,029 | ||||||||||||
Denmark | — | 32,884,904 | — | 32,884,904 | ||||||||||||
Egypt | — | 139,587 | — | 139,587 | ||||||||||||
Finland | — | 11,124,021 | — | 11,124,021 | ||||||||||||
France | — | 117,246,752 | — | 117,246,752 | ||||||||||||
Germany | — | 78,665,540 | — | 78,665,540 | ||||||||||||
Greece | 480,510 | 1,435,353 | — | 1,915,863 | ||||||||||||
Hong Kong | — | 24,881,254 | — | 24,881,254 | ||||||||||||
Hungary | 193,808 | 880,343 | — | 1,074,151 | ||||||||||||
India | 4,132,765 | 65,842,856 | — | 69,975,621 | ||||||||||||
Indonesia | 161,033 | 8,587,678 | — | 8,748,711 |
20 |
|
Schedule of Investments (unaudited) (continued) September 30, 2023 | 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) | ||||||||||||||||
Ireland | $ | 734,242 | $ | 10,896,955 | $ | — | $ | 11,631,197 | ||||||||
Isle of Man | — | 501,955 | — | 501,955 | ||||||||||||
Israel | 3,062,022 | 3,809,913 | — | 6,871,935 | ||||||||||||
Italy | — | 21,835,362 | — | 21,835,362 | ||||||||||||
Japan | 198,688 | 230,337,073 | — | 230,535,761 | ||||||||||||
Jordan | — | 247,101 | — | 247,101 | ||||||||||||
Kuwait | 1,523,941 | 2,278,120 | — | 3,802,061 | ||||||||||||
Luxembourg | 157,103 | 1,977,841 | — | 2,134,944 | ||||||||||||
Macau | — | 533,996 | — | 533,996 | ||||||||||||
Malaysia | 1,335,996 | 4,791,381 | — | 6,127,377 | ||||||||||||
Mexico | 11,195,092 | — | — | 11,195,092 | ||||||||||||
Netherlands | 309,114 | 47,162,530 | — | 47,471,644 | ||||||||||||
New Zealand | 323,298 | 2,046,015 | — | 2,369,313 | ||||||||||||
Norway | — | 7,256,822 | — | 7,256,822 | ||||||||||||
Peru | 1,121,924 | — | — | 1,121,924 | ||||||||||||
Philippines | 140,349 | 2,804,244 | — | 2,944,593 | ||||||||||||
Poland | — | 3,361,947 | — | 3,361,947 | ||||||||||||
Portugal | — | 1,699,623 | — | 1,699,623 | ||||||||||||
Qatar | 1,121,842 | 2,797,294 | — | 3,919,136 | ||||||||||||
Russia | — | — | 573 | 573 | ||||||||||||
Saudi Arabia | 1,814,240 | 16,794,979 | — | 18,609,219 | ||||||||||||
Singapore | 1,651,482 | 12,714,961 | — | 14,366,443 | ||||||||||||
South Africa | 5,376,098 | 9,651,168 | — | 15,027,266 | ||||||||||||
South Korea | — | 51,498,852 | — | 51,498,852 | ||||||||||||
Spain | — | 25,628,776 | — | 25,628,776 | ||||||||||||
Sweden | — | 29,008,521 | — | 29,008,521 | ||||||||||||
Switzerland | — | 103,268,435 | — | 103,268,435 | ||||||||||||
Taiwan | — | 65,385,069 | — | 65,385,069 | ||||||||||||
Thailand | — | 8,398,178 | — | 8,398,178 | ||||||||||||
Turkey | 316,319 | 2,789,871 | — | 3,106,190 | ||||||||||||
United Arab Emirates | 2,488,086 | 3,681,224 | — | 6,169,310 | ||||||||||||
United Kingdom | 1,393,594 | 137,084,228 | — | 138,477,822 | ||||||||||||
United States | 537,450 | — | — | 537,450 | ||||||||||||
Preferred Securities | ||||||||||||||||
Preferred Stocks | ||||||||||||||||
South Korea | — | 2,618,352 | — | 2,618,352 | ||||||||||||
Brazil | 6,329,542 | — | — | 6,329,542 | ||||||||||||
Chile | — | 607,244 | — | 607,244 | ||||||||||||
Colombia | 191,117 | — | — | 191,117 | ||||||||||||
Russia | — | — | 39 | 39 | ||||||||||||
Germany | — | 4,525,007 | — | 4,525,007 | ||||||||||||
Rights | ||||||||||||||||
Brazil | 1,426 | — | — | 1,426 | ||||||||||||
Chile | 363 | — | — | 363 | ||||||||||||
Republic of Korea | — | 14,683 | — | 14,683 | ||||||||||||
Warrants | — | — | — | — | ||||||||||||
Short-Term Securities | ||||||||||||||||
Money Market Funds | 71,054,934 | — | — | 71,054,934 | ||||||||||||
|
|
|
|
|
|
|
| |||||||||
$ | 267,194,576 | $ | 1,371,914,988 | $ | 612 | $ | 1,639,110,176 | |||||||||
|
|
|
|
|
|
|
| |||||||||
Derivative Financial Instruments(a) | ||||||||||||||||
Liabilities | ||||||||||||||||
Equity Contracts | $ | (388,028 | ) | $ | — | $ | — | $ | (388,028 | ) | ||||||
|
|
|
|
|
|
|
|
(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 |
Portfolio Abbreviation (continued) | ||
CPO | Certificates of Participation (Ordinary) | |
CVA | Certificaten Van Aandelen (Dutch Certificate) |
MASTER PORTFOLIO SCHEDULE OF INVESTMENTS | 21 |
Schedule of Investments (unaudited) (continued) September 30, 2023 | Total International ex U.S. Index Master Portfolio |
Portfolio Abbreviation (continued) | ||
GDR | Global Depositary Receipt | |
JSC | Joint Stock Company | |
MSCI | Morgan Stanley Capital International | |
NVDR | Non-Voting Depositary Receipt | |
PCL | Public Company Limited | |
PJSC | Public Joint Stock Company | |
RB | Revenue Bond | |
REIT | Real Estate Investment Trust | |
SCA | Societe en Commandite par Actions | |
SRF | State Revolving Fund |
22 |
|