Master Small Cap Index Series

Fund Profile

Fund profile

Fund manager

Quantitative Master Series LLC

Total assets

$4.23 bn

Liabilities

$736.46 mm

Net assets

$3.49 bn

Number of holdings

1.98 k

Top 200 of 1977 Holdings

As of Sep 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
BlackRock Cash Funds: Institutional, SL Agency Shares	346.56 mm	346.46 mm shares	9.93	Short-term investment vehicle	Long	USA
BlackRock Cash Funds: Treasury, SL Agency Shares	27.54 mm	27.54 mm shares	0.79	Short-term investment vehicle	Long	USA
iSHARES INC	24.49 mm	148.50 k shares	0.70	Common equity	Long	USA
ABMD Abiomed Inc	15.86 mm	57.03 k shares	0.45	Common equity	Long	USA
Biohaven Pharmaceutical Holding Co Ltd	15.32 mm	101.34 k shares	0.44	Common equity	Long	Virgin Islands (British)
GTLS Chart Industries Inc	10.85 mm	58.86 k shares	0.31	Common equity	Long	USA
KRTX Karuna Therapeutics Inc	10.71 mm	47.60 k shares	0.31	Common equity	Long	USA
APLS Apellis Pharmaceuticals Inc	10.34 mm	151.36 k shares	0.30	Common equity	Long	USA
MUSA Murphy USA Inc	9.55 mm	34.73 k shares	0.27	Common equity	Long	USA
SSB SouthState Corporation	9.49 mm	119.95 k shares	0.27	Common equity	Long	USA
RBC RBC Bearings Inc.	9.41 mm	45.27 k shares	0.27	Common equity	Long	USA
TXRH Texas Roadhouse Inc	9.21 mm	105.54 k shares	0.26	Common equity	Long	USA
IRDM Iridium Communications Inc	9.06 mm	204.18 k shares	0.26	Common equity	Long	USA
CHRD Chord Energy Corp	8.98 mm	65.67 k shares	0.26	Common equity	Long	USA
HQY Healthequity Inc	8.95 mm	133.28 k shares	0.26	Common equity	Long	USA
EME Emcor Group, Inc.	8.90 mm	77.07 k shares	0.25	Common equity	Long	USA
MTDR Matador Resources Co	8.77 mm	179.29 k shares	0.25	Common equity	Long	USA
KNSL Kinsale Capital Group Inc	8.76 mm	34.31 k shares	0.25	Common equity	Long	USA
GBCI Glacier Bancorp, Inc.	8.75 mm	178.04 k shares	0.25	Common equity	Long	USA
FFIN First Financial Bankshares, Inc.	8.71 mm	208.33 k shares	0.25	Common equity	Long	USA
HALO Halozyme Therapeutics Inc.	8.60 mm	217.51 k shares	0.25	Common equity	Long	USA
QLYS Qualys Inc	8.54 mm	61.25 k shares	0.24	Common equity	Long	USA
ADC Agree Realty Corp.	8.47 mm	125.40 k shares	0.24	Common equity	Long	USA
MUR Murphy Oil Corp.	8.31 mm	236.25 k shares	0.24	Common equity	Long	USA
STAG STAG Industrial Inc	8.17 mm	287.54 k shares	0.23	Common equity	Long	USA
CELH Celsius Holdings Inc	8.12 mm	89.50 k shares	0.23	Common equity	Long	USA
SAIA Saia Inc.	8.11 mm	42.70 k shares	0.23	Common equity	Long	USA
INSP Inspire Medical Systems Inc	8.06 mm	45.43 k shares	0.23	Common equity	Long	USA
LTHM Livent Corp	8.04 mm	262.18 k shares	0.23	Common equity	Long	USA
SIGI Selective Insurance Group Inc.	7.85 mm	96.49 k shares	0.23	Common equity	Long	USA
LHCG LHC Group Inc	7.82 mm	47.79 k shares	0.22	Common equity	Long	USA
OPCH Option Care Health Inc. - Registered Shares	7.79 mm	247.43 k shares	0.22	Common equity	Long	USA
ONB Old National Bancorp	7.74 mm	469.81 k shares	0.22	Common equity	Long	USA
LNTH Lantheus Holdings Inc	7.62 mm	108.34 k shares	0.22	Common equity	Long	USA
EXLS Exlservice Hldgs Inc	7.59 mm	51.48 k shares	0.22	Common equity	Long	USA
UBSI United Bankshares, Inc.	7.46 mm	208.74 k shares	0.21	Common equity	Long	USA
VLY Valley National Bancorp	7.45 mm	689.60 k shares	0.21	Common equity	Long	USA
SWX Southwest Gas Holdings Inc	7.45 mm	106.75 k shares	0.21	Common equity	Long	USA
AMN AMN Healthcare Services Inc.	7.38 mm	69.64 k shares	0.21	Common equity	Long	USA
TGNA TEGNA Inc	7.35 mm	355.65 k shares	0.21	Common equity	Long	USA
SM SM Energy Co	7.32 mm	194.58 k shares	0.21	Common equity	Long	USA
ROG Rogers Corp.	7.27 mm	30.04 k shares	0.21	Common equity	Long	USA
EXPO Exponent Inc.	7.15 mm	81.60 k shares	0.20	Common equity	Long	USA
SPSC SPS Commerce Inc.	7.15 mm	57.54 k shares	0.20	Common equity	Long	USA
BKH Black Hills Corporation	7.01 mm	103.46 k shares	0.20	Common equity	Long	USA
GBT Global Blood Therapeutics Inc.	6.99 mm	102.66 k shares	0.20	Common equity	Long	USA
ASGN ASGN Inc	6.98 mm	77.28 k shares	0.20	Common equity	Long	USA
UFPI UFP Industries Inc	6.93 mm	95.98 k shares	0.20	Common equity	Long	USA
DEN Denbury Inc.	6.85 mm	79.40 k shares	0.20	Common equity	Long	USA
HOMB Home Bancshares Inc	6.82 mm	303.10 k shares	0.20	Common equity	Long	USA
ENSG Ensign Group Inc	6.80 mm	85.54 k shares	0.19	Common equity	Long	USA
CMC Commercial Metals Co.	6.80 mm	191.68 k shares	0.19	Common equity	Long	USA
NTLA Intellia Therapeutics Inc	6.78 mm	121.20 k shares	0.19	Common equity	Long	USA
ITCI Intra-Cellular Therapies Inc	6.75 mm	145.07 k shares	0.19	Common equity	Long	USA
CIVI Civitas Resources Inc	6.74 mm	117.44 k shares	0.19	Common equity	Long	USA
SJI South Jersey Industries Inc.	6.66 mm	199.26 k shares	0.19	Common equity	Long	USA
SLAB Silicon Laboratories Inc	6.61 mm	53.53 k shares	0.19	Common equity	Long	USA
CROX Crocs Inc	6.60 mm	96.12 k shares	0.19	Common equity	Long	USA
NOVT Novanta Inc	6.51 mm	56.28 k shares	0.19	Common equity	Long	Canada
BXMT Blackstone Mortgage Trust Inc	6.49 mm	277.96 k shares	0.19	Common equity	Long	USA
BIPC Brookfield Infrastructure Corp	6.41 mm	157.49 k shares	0.18	Common equity	Long	Canada
LNW Light & Wonder Inc	6.40 mm	149.26 k shares	0.18	Common equity	Long	USA
SFBS ServisFirst Bancshares Inc	6.37 mm	79.57 k shares	0.18	Common equity	Long	USA
RLI RLI Corp.	6.36 mm	62.11 k shares	0.18	Common equity	Long	USA
PNM PNM Resources Inc	6.35 mm	138.91 k shares	0.18	Common equity	Long	USA
TRNO Terreno Realty Corp	6.35 mm	119.85 k shares	0.18	Common equity	Long	USA
CHX ChampionX Corporation	6.35 mm	324.28 k shares	0.18	Common equity	Long	USA
MEDP Medpace Holdings Inc	6.34 mm	40.33 k shares	0.18	Common equity	Long	USA
CYTK Cytokinetics Inc	6.31 mm	130.32 k shares	0.18	Common equity	Long	USA
RHP Ryman Hospitality Properties Inc	6.30 mm	85.58 k shares	0.18	Common equity	Long	USA
HWC Hancock Whitney Corp.	6.29 mm	137.41 k shares	0.18	Common equity	Long	USA
AIT Applied Industrial Technologies Inc.	6.26 mm	60.87 k shares	0.18	Common equity	Long	USA
BPMC Blueprint Medicines Corp	6.25 mm	94.86 k shares	0.18	Common equity	Long	USA
ORA Ormat Technologies Inc	6.22 mm	72.15 k shares	0.18	Common equity	Long	USA
SYNA Synaptics Inc	6.21 mm	62.74 k shares	0.18	Common equity	Long	USA
OMCL Omnicell, Inc.	6.20 mm	71.20 k shares	0.18	Common equity	Long	USA
AQUA Evoqua Water Technologies Corp	6.19 mm	187.21 k shares	0.18	Common equity	Long	USA
POR Portland General Electric Co	6.19 mm	142.33 k shares	0.18	Common equity	Long	USA
BCPC Balchem Corp.	6.16 mm	50.69 k shares	0.18	Common equity	Long	USA
OGS ONE Gas Inc	6.16 mm	87.44 k shares	0.18	Common equity	Long	USA
HLI Houlihan Lokey Inc	6.10 mm	80.92 k shares	0.17	Common equity	Long	USA
HP Helmerich & Payne, Inc.	6.09 mm	164.85 k shares	0.17	Common equity	Long	USA
CWST Casella Waste Systems, Inc.	6.06 mm	79.35 k shares	0.17	Common equity	Long	USA
TENB Tenable Holdings Inc	6.06 mm	174.13 k shares	0.17	Common equity	Long	USA
IRTC iRhythm Technologies Inc	6.02 mm	48.06 k shares	0.17	Common equity	Long	USA
FELE Franklin Electric Co., Inc.	5.99 mm	73.29 k shares	0.17	Common equity	Long	USA
HAE Haemonetics Corp.	5.98 mm	80.83 k shares	0.17	Common equity	Long	USA
KRG Kite Realty Group Trust	5.97 mm	346.97 k shares	0.17	Common equity	Long	USA
WING Wingstop Inc	5.96 mm	47.54 k shares	0.17	Common equity	Long	USA
UMBF UMB Financial Corp.	5.92 mm	70.29 k shares	0.17	Common equity	Long	USA
NJR New Jersey Resources Corporation	5.92 mm	152.94 k shares	0.17	Common equity	Long	USA
Alkermes PLC	5.91 mm	264.66 k shares	0.17	Common equity	Long	Ireland
Essent Group Ltd	5.91 mm	169.42 k shares	0.17	Common equity	Long	Bermuda
WK Workiva Inc	5.91 mm	75.91 k shares	0.17	Common equity	Long	USA
IRT Independence Realty Trust Inc	5.89 mm	352.21 k shares	0.17	Common equity	Long	USA
NSP Insperity Inc	5.88 mm	57.64 k shares	0.17	Common equity	Long	USA
FIBK First Interstate BancSystem Inc.	5.88 mm	145.66 k shares	0.17	Common equity	Long	USA
POWI Power Integrations Inc.	5.86 mm	91.09 k shares	0.17	Common equity	Long	USA
PTCT PTC Therapeutics Inc	5.74 mm	114.42 k shares	0.16	Common equity	Long	USA
BE Bloom Energy Corp	5.71 mm	285.82 k shares	0.16	Common equity	Long	USA
Fabrinet	5.70 mm	59.72 k shares	0.16	Common equity	Long	Cayman Islands
CBT Cabot Corp.	5.65 mm	88.43 k shares	0.16	Common equity	Long	USA
ASO Academy Sports and Outdoors Inc	5.62 mm	133.13 k shares	0.16	Common equity	Long	USA
FLR Fluor Corporation	5.59 mm	224.45 k shares	0.16	Common equity	Long	USA
MMS Maximus Inc.	5.58 mm	96.35 k shares	0.16	Common equity	Long	USA
NARI Inari Medical Inc	5.57 mm	76.62 k shares	0.16	Common equity	Long	USA
CALX Calix Inc	5.54 mm	90.58 k shares	0.16	Common equity	Long	USA
STAA Staar Surgical Co.	5.51 mm	78.05 k shares	0.16	Common equity	Long	USA
Cadence Bancorporation	5.50 mm	216.34 k shares	0.16	Common equity	Long	USA
WTS Watts Water Technologies, Inc.	5.48 mm	43.62 k shares	0.16	Common equity	Long	USA
FIX Comfort Systems USA, Inc.	5.48 mm	56.30 k shares	0.16	Common equity	Long	USA
SSD Simpson Manufacturing Co., Inc.	5.48 mm	69.84 k shares	0.16	Common equity	Long	USA
AXNX Axonics Inc	5.45 mm	77.42 k shares	0.16	Common equity	Long	USA
ARWR Arrowhead Pharmaceuticals Inc.	5.40 mm	163.26 k shares	0.15	Common equity	Long	USA
DOC Physicians Realty Trust	5.40 mm	358.74 k shares	0.15	Common equity	Long	USA
Triton International Ltd	5.39 mm	98.43 k shares	0.15	Common equity	Long	Bermuda
BOX Box Inc	5.38 mm	220.52 k shares	0.15	Common equity	Long	USA
UCBI United Community Banks Inc	5.36 mm	162.05 k shares	0.15	Common equity	Long	USA
PBF PBF Energy Inc	5.36 mm	152.48 k shares	0.15	Common equity	Long	USA
MLI Mueller Industries, Inc.	5.34 mm	89.79 k shares	0.15	Common equity	Long	USA
PCH PotlatchDeltic Corp	5.33 mm	130.00 k shares	0.15	Common equity	Long	USA
FOXF Fox Factory Holding Corp	5.33 mm	67.40 k shares	0.15	Common equity	Long	USA
PECO Phillips Edison & Company Inc	5.33 mm	190.00 k shares	0.15	Common equity	Long	USA
CVBF CVB Financial Corp.	5.31 mm	209.75 k shares	0.15	Common equity	Long	USA
ABG Asbury Automotive Group Inc	5.31 mm	35.13 k shares	0.15	Common equity	Long	USA
MGY Magnolia Oil & Gas Corp	5.29 mm	266.90 k shares	0.15	Common equity	Long	USA
BL BlackLine Inc	5.26 mm	87.82 k shares	0.15	Common equity	Long	USA
ATI ATI Inc	5.25 mm	197.43 k shares	0.15	Common equity	Long	USA
CCXI ChemoCentryx Inc	5.22 mm	101.03 k shares	0.15	Common equity	Long	USA
ATKR Atkore Inc	5.21 mm	67.01 k shares	0.15	Common equity	Long	USA
ONTO Onto Innovation Inc.	5.18 mm	80.88 k shares	0.15	Common equity	Long	USA
AJRD Aerojet Rocketdyne Holdings Inc	5.08 mm	126.96 k shares	0.15	Common equity	Long	USA
SR Spire Inc.	5.07 mm	81.33 k shares	0.15	Common equity	Long	USA
TWNK Hostess Brands Inc	5.06 mm	217.53 k shares	0.14	Common equity	Long	USA
TNC Tennant Co.	5.02 mm	83.55 k shares	0.14	Common equity	Long	USA
MMSI Merit Medical Systems, Inc.	5.01 mm	88.69 k shares	0.14	Common equity	Long	USA
MQ Marqeta Inc	4.99 mm	700.36 k shares	0.14	Common equity	Long	USA
INDB Independent Bank Corp.	4.98 mm	66.88 k shares	0.14	Common equity	Long	USA
ZD Ziff Davis Inc	4.97 mm	72.55 k shares	0.14	Common equity	Long	USA
ETRN Equitrans Midstream Corporation	4.97 mm	663.79 k shares	0.14	Common equity	Long	USA
ALRM Alarm.com Holdings Inc	4.96 mm	76.55 k shares	0.14	Common equity	Long	USA
ONEM 1life Healthcare Inc	4.94 mm	287.97 k shares	0.14	Common equity	Long	USA
ZWS Zurn Elkay Water Solutions Corp	4.91 mm	200.48 k shares	0.14	Common equity	Long	USA
BEAM Beam Therapeutics Inc	4.91 mm	103.00 k shares	0.14	Common equity	Long	USA
RDN Radian Group, Inc.	4.90 mm	254.22 k shares	0.14	Common equity	Long	USA
EBC Eastern Bankshares Inc.	4.88 mm	248.25 k shares	0.14	Common equity	Long	USA
SFM Sprouts Farmers Market Inc	4.84 mm	174.41 k shares	0.14	Common equity	Long	USA
APLE Apple Hospitality REIT Inc	4.84 mm	344.08 k shares	0.14	Common equity	Long	USA
CBU Community Bank System, Inc.	4.82 mm	80.27 k shares	0.14	Common equity	Long	USA
SBRA Sabra Healthcare REIT Inc	4.81 mm	366.89 k shares	0.14	Common equity	Long	USA
GATX GATX Corp.	4.80 mm	56.42 k shares	0.14	Common equity	Long	USA
VIAV Viavi Solutions Inc	4.80 mm	367.64 k shares	0.14	Common equity	Long	USA
DNLI Denali Therapeutics Inc	4.79 mm	156.23 k shares	0.14	Common equity	Long	USA
TRS: Master Small Cap Index Series - GS CFD GOLDMAN SACHS & CO. LLC	4.79 mm	178.55 k other units	0.14	Equity derivative	N/A	USA
TCBI Texas Capital Bancshares, Inc.	4.78 mm	81.06 k shares	0.14	Common equity	Long	USA
Valaris Ltd	4.76 mm	97.21 k shares	0.14	Common equity	Long	Bermuda
ASB Associated Banc-Corp.	4.73 mm	235.41 k shares	0.14	Common equity	Long	USA
CNX CNX Resources Corp	4.72 mm	303.78 k shares	0.14	Common equity	Long	USA
FOLD Amicus Therapeutics Inc	4.71 mm	450.95 k shares	0.13	Common equity	Long	USA
VC Visteon Corp.	4.69 mm	44.26 k shares	0.13	Common equity	Long	USA
EVH Evolent Health Inc	4.68 mm	130.12 k shares	0.13	Common equity	Long	USA
LANC Lancaster Colony Corp.	4.66 mm	31.03 k shares	0.13	Common equity	Long	USA
DIOD Diodes, Inc.	4.64 mm	71.46 k shares	0.13	Common equity	Long	USA
ALE Allete, Inc.	4.62 mm	92.35 k shares	0.13	Common equity	Long	USA
CRC California Resources Corporation	4.61 mm	120.03 k shares	0.13	Common equity	Long	USA
BTU Peabody Energy Corp.	4.61 mm	185.55 k shares	0.13	Common equity	Long	USA
WEN Wendy`s Co	4.60 mm	66.38 k shares	0.13	Common equity	Long	USA
VRNS Varonis Systems Inc	4.60 mm	173.38 k shares	0.13	Common equity	Long	USA
AWR American States Water Co.	4.58 mm	58.81 k shares	0.13	Common equity	Long	USA
AEIS Advanced Energy Industries Inc.	4.58 mm	59.18 k shares	0.13	Common equity	Long	USA
SMPL Simply Good Foods Co	4.58 mm	143.18 k shares	0.13	Common equity	Long	USA
ABCB Ameris Bancorp	4.57 mm	102.22 k shares	0.13	Common equity	Long	USA
RCM R1 RCM Inc.	4.56 mm	246.17 k shares	0.13	Common equity	Long	USA
CWT California Water Service Group	4.56 mm	86.55 k shares	0.13	Common equity	Long	USA
HGV Hilton Grand Vacations Inc	4.55 mm	138.34 k shares	0.13	Common equity	Long	USA
BECN Beacon Roofing Supply Inc	4.53 mm	82.74 k shares	0.13	Common equity	Long	USA
Summit Materials, Inc.	4.52 mm	188.81 k shares	0.13	Common equity	Long	USA
COOP Mr. Cooper Group Inc	4.51 mm	111.38 k shares	0.13	Common equity	Long	USA
WSFS WSFS Financial Corp.	4.50 mm	96.85 k shares	0.13	Common equity	Long	USA
GT Goodyear Tire & Rubber Co.	4.50 mm	445.89 k shares	0.13	Common equity	Long	USA
FE Firstenergy Corp.	4.50 mm	61.33 k shares	0.13	Common equity	Long	USA
SKY Skyline Champion Corp	4.46 mm	84.33 k shares	0.13	Common equity	Long	USA
FHI Federated Hermes Inc	4.45 mm	134.44 k shares	0.13	Common equity	Long	USA
RMBS Rambus Inc.	4.44 mm	174.67 k shares	0.13	Common equity	Long	USA
SPT Sprout Social Inc	4.43 mm	73.00 k shares	0.13	Common equity	Long	USA
ACA Arcosa Inc	4.41 mm	77.19 k shares	0.13	Common equity	Long	USA
PGNY Progyny Inc	4.41 mm	118.90 k shares	0.13	Common equity	Long	USA
TRS: Master Small Cap Index Series - HSBC CFD HSBC BANK PLC	4.40 mm	245.16 k other units	0.13	Equity derivative	N/A	USA
AVNT Avient Corp	4.39 mm	144.82 k shares	0.13	Common equity	Long	USA
DY Dycom Industries, Inc.	4.38 mm	45.87 k shares	0.13	Common equity	Long	USA
CATY Cathay General Bancorp	4.38 mm	113.77 k shares	0.13	Common equity	Long	USA
REZI Resideo Technologies Inc	4.37 mm	229.33 k shares	0.13	Common equity	Long	USA
BMI Badger Meter Inc.	4.36 mm	47.24 k shares	0.13	Common equity	Long	USA
APG APi Group Corporation	4.36 mm	328.87 k shares	0.13	Common equity	Long	USA
JBT John Bean Technologies Corp	4.34 mm	50.44 k shares	0.12	Common equity	Long	USA
LivaNova PLC	4.33 mm	85.33 k shares	0.12	Common equity	Long	UK
BRBR Bellring Brands Inc	4.32 mm	209.82 k shares	0.12	Common equity	Long	USA
MODG Topgolf Callaway Brands Corp	4.28 mm	222.44 k shares	0.12	Common equity	Long	USA
EPRT Essential Properties Realty Trust Inc	4.27 mm	219.31 k shares	0.12	Common equity	Long	USA
NWE Northwestern Corp.	4.26 mm	86.49 k shares	0.12	Common equity	Long	USA