UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file numbers: 811-07899 and 811-07885

Name of Fund: BlackRock Index Funds, Inc.

iShares MSCI EAFE International Index Fund

iShares Russell 2000 Small-Cap Index Fund

Quantitative Master Series LLC

Master Small Cap Index Series

Fund Address:  100 Bellevue Parkway, Wilmington, DE 19809

Name and address of agent for service: John M. Perlowski, Chief Executive Officer, BlackRock Index Funds, Inc. and Quantitative Master Series LLC, 55 East 52^nd Street, New York, NY 10055

Registrants’ telephone number, including area code: (800) 441-7762

Date of fiscal year end: 12/31/2018

Date of reporting period: 09/30/2018

Item 1 – Schedule of Investments

Schedule of Investments  (unaudited)  September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
Common Stocks — 97.5%
Australia — 6.7%
AGL Energy Ltd.		486,649	$	6,864,838
Alumina Ltd.		1,873,441		3,750,314
Amcor Ltd.		857,379		8,473,655
AMP Ltd.		2,232,386		5,146,192
APA Group(a)		875,501		6,313,558
Aristocrat Leisure Ltd.		425,762		8,743,851
ASX Ltd.		143,656		6,607,722
Aurizon Holdings Ltd.		1,488,743		4,419,988
AusNet Services		1,362,477		1,600,388
Australia & New Zealand Banking Group Ltd.		2,158,423		43,938,306
Bank of Queensland Ltd.		298,731		2,378,265
Bendigo & Adelaide Bank Ltd.		350,052		2,718,598
BGP Holdings PLC(b)		783,183		9
BHP Billiton Ltd.		2,389,425		59,522,695
BHP Billiton PLC		1,571,980		34,303,104
BlueScope Steel Ltd.		412,641		5,060,933
Boral Ltd.		884,337		4,414,377
Brambles Ltd.		1,176,422		9,265,026
Caltex Australia Ltd.		192,799		4,165,193
Challenger Ltd.		400,396		3,239,758
CIMIC Group Ltd.		74,710		2,772,875
Coca-Cola Amatil Ltd.		359,913		2,537,193
Cochlear Ltd.		42,702		6,191,616
Commonwealth Bank of Australia		1,309,283		67,576,814
Computershare Ltd.		340,582		4,904,785
Crown Resorts Ltd.		281,972		2,788,621
CSL Ltd.		336,715		48,924,479
Dexus		754,956		5,767,522
Domino’s Pizza Enterprises Ltd.		42,523		1,635,248
Flight Centre Travel Group Ltd.		43,011		1,651,698
Fortescue Metals Group Ltd.		1,136,047		3,219,247
Goodman Group		1,195,709		8,969,701
GPT Group		1,332,615		5,019,023
Harvey Norman Holdings Ltd.		368,599		937,633
Healthscope Ltd.		1,351,773		2,050,614
Incitec Pivot Ltd.		1,241,078		3,568,407
Insurance Australia Group Ltd.		1,769,979		9,357,367
Lend Lease Group(a)		429,630		6,104,166
Macquarie Group Ltd.		238,799		21,723,148
Medibank Pvt Ltd.		2,036,079		4,281,302
Mirvac Group		2,745,729		4,785,806
National Australia Bank Ltd.		2,025,816		40,670,325
Newcrest Mining Ltd.		569,970		8,003,675
Oil Search Ltd.		1,017,538		6,646,467
Orica Ltd.		278,609		3,427,114
Origin Energy Ltd.(c)		1,308,526		7,799,665
QBE Insurance Group Ltd.		1,008,877		8,103,663
Ramsay Health Care Ltd.		104,334		4,139,445
REA Group Ltd.		40,018		2,482,817
Santos Ltd.		1,313,866		6,898,037
Scentre Group		3,971,184		11,412,218
SEEK Ltd.		246,749		3,694,596

Security	Shares		Value
Australia (continued)
Sonic Healthcare Ltd.		298,021	$	5,362,161
South32 Ltd.		3,835,020		10,777,575
Stockland		1,806,478		5,426,578
Suncorp Group Ltd.		966,583		10,099,272
Sydney Airport(a)		835,943		4,160,896
Tabcorp Holdings Ltd.		1,416,818		4,984,761
Telstra Corp. Ltd.		3,088,862		7,116,404
TPG Telecom Ltd.(d)		258,107		1,592,122
Transurban Group(a)		1,929,473		15,637,077
Treasury Wine Estates Ltd.		529,794		6,687,013
Vicinity Centres		2,437,885		4,625,261
Wesfarmers Ltd.		846,448		30,479,920
Westpac Banking Corp.		2,546,903		51,219,907
Woodside Petroleum Ltd.		707,907		19,748,366
Woolworths Group Ltd.		993,241		20,144,729
				737,034,099
Austria — 0.2%
ANDRITZ AG		52,244		3,047,149
Erste Group Bank AG(c)		223,251		9,268,657
OMV AG		109,282		6,130,612
Raiffeisen Bank International AG		108,149		3,112,693
voestalpine AG		89,057		4,068,130
				25,627,241
Belgium — 1.0%
Ageas		139,845		7,517,882
Anheuser-Busch InBev SA		566,880		49,622,186
Colruyt SA		46,242		2,616,940
Groupe Bruxelles Lambert SA		59,867		6,275,460
KBC Group NV		186,856		13,894,320
Proximus SADP		117,665		2,810,789
Solvay SA		54,578		7,316,384
Telenet Group Holding NV(c)		38,949		2,146,054
UCB SA		93,490		8,401,381
Umicore SA		155,413		8,681,129
				109,282,525
Chile — 0.0%
Antofagasta PLC(a)		292,897		3,254,776
China — 0.0%
Minth Group Ltd.(d)		552,000		2,270,965
Yangzijiang Shipbuilding Holdings Ltd.		1,756,083		1,592,039
				3,863,004
Denmark — 1.7%
AP Moeller — Maersk A/S, Class A		2,861		3,750,641
AP Moeller — Maersk A/S, Class B		4,852		6,816,428
Carlsberg A/S, Class B		79,377		9,519,292
Chr Hansen Holding A/S		73,754		7,477,593
Coloplast A/S, Class B		89,111		9,103,171
Danske Bank A/S		537,140		14,079,794
DSV A/S		134,969		12,264,709
Genmab A/S(c)		45,307		7,116,461

1

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
Denmark (continued)
H Lundbeck A/S		51,698	$	3,191,233
ISS A/S		125,999		4,426,755
Novo Nordisk A/S, Class B		1,351,759		63,620,615
Novozymes A/S, Class B		167,798		9,203,462
Orsted A/S(e)		140,231		9,529,107
Pandora A/S		83,485		5,213,507
Tryg A/S		91,189		2,270,688
Vestas Wind Systems A/S		151,912		10,262,603
William Demant Holding A/S(c)		72,733		2,730,279
				180,576,338
Finland — 1.0%
Elisa OYJ		104,824		4,443,949
Fortum OYJ		329,603		8,260,292
Kone OYJ, Class B		252,128		13,458,278
Metso OYJ		80,623		2,853,423
Neste OYJ		95,071		7,836,266
Nokia OYJ		4,252,411		23,642,409
Nokian Renkaat OYJ		86,585		3,544,080
Orion OYJ, Class B		80,578		3,049,665
Sampo OYJ, Class A		328,344		16,991,469
Stora Enso OYJ, Class R		408,896		7,808,332
UPM-Kymmene OYJ		394,522		15,472,734
Wartsila OYJ		322,240		6,270,703
				113,631,600
France — 10.7%
Accor SA		139,555		7,169,204
Aeroports de Paris		21,961		4,944,543
Air Liquide SA		318,968		41,887,581
Airbus SE		433,160		54,380,056
Alstom SA		115,389		5,161,189
Amundi SA(e)		44,859		3,359,396
Arkema SA		51,253		6,351,742
Atos SE		70,484		8,386,677
AXA SA		1,443,908		38,690,516
BioMerieux		32,055		2,675,640
BNP Paribas SA		837,174		51,265,695
Bollore SA		629,572		2,719,393
Bouygues SA		162,266		7,019,693
Bureau Veritas SA		196,392		5,071,285
Capgemini SE		119,316		15,021,618
Carrefour SA		431,034		8,261,624
Casino Guichard-Perrachon SA(d)		39,680		1,669,993
Cie de Saint-Gobain		369,340		15,918,923
Cie Generale des Etablissements Michelin SCA		126,882		15,144,096
CNP Assurances		130,820		3,153,504
Covivio		26,080		2,723,200
Credit Agricole SA		843,708		12,128,293
Danone SA		459,632		35,720,395
Dassault Aviation SA		1,850		3,423,822
Dassault Systemes SA		99,441		14,880,095

Security	Shares		Value
France (continued)
Edenred		174,679	$	6,656,578
Eiffage SA		58,178		6,499,053
Electricite de France SA		432,847		7,612,428
Engie SA		1,358,848		20,005,295
Essilor International Cie Generale d’Optique SA		153,740		22,756,546
Eurazeo SA		35,000		2,755,931
Eutelsat Communications SA		128,428		3,034,168
Faurecia SA		56,205		3,380,158
Gecina SA		33,530		5,598,137
Getlink SE, Registered Shares		344,792		4,404,688
Hermes International		23,562		15,610,388
ICADE		24,757		2,288,033
Iliad SA		20,082		2,623,182
Imerys SA		26,700		1,971,652
Ingenico Group SA		43,962		3,342,483
Ipsen SA		27,960		4,707,149
JCDecaux SA		56,045		2,049,739
Kering SA		56,702		30,412,404
Klepierre SA		151,622		5,387,827
L’Oreal SA		188,363		45,411,916
Legrand SA		196,961		14,361,645
LVMH Moet Hennessy Louis Vuitton SE		206,944		73,127,993
Natixis SA		697,120		4,734,052
Orange SA		1,504,744		23,942,923
Pernod Ricard SA		159,776		26,204,495
Peugeot SA		436,984		11,787,964
Publicis Groupe SA		153,569		9,171,179
Remy Cointreau SA		16,771		2,187,279
Renault SA		142,452		12,322,380
Rexel SA		215,530		3,237,381
Safran SA		248,600		34,809,971
Sanofi		836,297		74,720,783
Schneider Electric SE		408,147		32,772,971
SCOR SE		122,047		5,658,286
SEB SA		17,217		2,928,393
SES SA		270,314		5,931,731
Societe BIC SA		19,849		1,817,153
Societe Generale SA		578,145		24,825,771
Sodexo SA		67,153		7,121,350
Suez		282,785		4,022,588
Teleperformance		42,875		8,088,577
Thales SA		78,757		11,189,858
TOTAL SA		1,780,087		115,742,590
UbiSoft Entertainment SA(c)		58,063		6,269,684
Unibail-Rodamco-Westfield(a)(c)		30,042		6,041,962
Unibail-Rodamco-Westfield		72,165		14,537,393
Valeo SA		178,055		7,709,938
Veolia Environnement SA		396,566		7,913,326
Vinci SA		377,092		35,876,474
Vivendi SA		767,864		19,747,208

2

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
France (continued)
Wendel SA		19,919	$	2,967,978
				1,175,407,204
Germany — 8.7%
1&1 Drillisch AG		41,032		1,994,648
adidas AG		140,132		34,270,607
Allianz SE, Registered Shares		327,536		72,898,639
Axel Springer SE		37,569		2,525,723
BASF SE		683,327		60,633,782
Bayer AG, Registered Shares		693,797		61,540,264
Bayerische Motoren Werke AG		250,073		22,529,276
Beiersdorf AG		74,592		8,408,261
Brenntag AG		114,645		7,070,323
Commerzbank AG(c)		743,441		7,724,290
Continental AG		82,028		14,251,930
Covestro AG(e)		142,605		11,543,479
Daimler AG, Registered Shares		676,545		42,637,393
Delivery Hero AG(c)(e)		68,251		3,277,345
Deutsche Bank AG, Registered Shares		1,457,426		16,599,636
Deutsche Boerse AG		142,831		19,097,457
Deutsche Lufthansa AG, Registered Shares		173,097		4,248,479
Deutsche Post AG, Registered Shares		740,390		26,324,083
Deutsche Telekom AG, Registered Shares		2,479,692		39,919,647
Deutsche Wohnen SE, Bearer Shares		262,931		12,629,021
E.ON SE		1,632,557		16,612,483
Evonik Industries AG		120,208		4,299,231
Fraport AG Frankfurt Airport Services Worldwide		32,256		2,847,624
Fresenius Medical Care AG & Co. KGaA		160,465		16,486,755
Fresenius SE & Co. KGaA		306,855		22,501,757
GEA Group AG		128,305		4,566,896
Hannover Rueck SE		44,744		6,315,543
HeidelbergCement AG		110,337		8,618,175
Henkel AG & Co. KGaA		76,839		8,151,682
Hochtief AG		13,656		2,263,830
HUGO BOSS AG		46,174		3,552,402
Infineon Technologies AG		840,365		19,123,230
Innogy SE(e)		11,991		535,559
Innogy SE(c)		94,968		4,030,100
K+S AG, Registered Shares(d)		142,027		2,978,441
KION Group AG		52,444		3,220,116
LANXESS AG		64,518		4,719,393
Linde AG		138,522		32,712,959
MAN SE		28,828		3,133,860
Merck KGaA		95,713		9,889,132
METRO AG		139,325		2,182,242
MTU Aero Engines AG		38,586		8,692,606
Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares		111,782		24,691,119
OSRAM Licht AG		75,694		3,005,583
ProSiebenSat.1 Media SE, Registered Shares		172,896		4,479,394

Security	Shares		Value
Germany (continued)
Puma SE		5,969	$	2,945,134
RWE AG		383,493		9,468,210
SAP SE		731,183		89,908,850
Siemens AG, Registered Shares		569,143		72,772,655
Siemens Healthineers AG(c)(e)		115,064		5,059,915
Symrise AG		91,158		8,311,679
Telefonica Deutschland Holding AG		538,538		2,274,959
Thyssenkrupp AG		323,361		8,157,257
TUI AG		326,899		6,270,777
Uniper SE		149,357		4,597,889
United Internet AG, Registered Shares		91,168		4,310,412
Volkswagen AG		23,785		4,135,653
Vonovia SE		361,235		17,667,355
Wirecard AG		86,667		18,750,328
Zalando SE(c)(e)		81,855		3,180,748
				947,546,216
Hong Kong — 3.4%
AIA Group Ltd.		8,984,400		80,113,125
ASM Pacific Technology Ltd.		227,904		2,328,912
Bank of East Asia Ltd.		916,932		3,412,364
BOC Hong Kong Holdings Ltd.		2,745,400		13,030,530
CK Asset Holdings Ltd.		1,917,939		14,377,233
CK Hutchison Holdings Ltd.		2,039,439		23,475,444
CK Infrastructure Holdings Ltd.		491,500		3,889,712
CLP Holdings Ltd.		1,215,187		14,230,722
Dairy Farm International Holdings Ltd.		244,700		2,202,300
Galaxy Entertainment Group Ltd.		1,760,000		11,118,056
Hang Lung Group Ltd.		641,000		1,707,185
Hang Lung Properties Ltd.		1,562,000		3,047,124
Hang Seng Bank Ltd.		566,853		15,380,986
Henderson Land Development Co. Ltd.		963,337		4,837,944
HK Electric Investments & HK Electric Investments Ltd.		1,884,000		1,901,244
HKT Trust & HKT Ltd.		2,755,560		3,789,054
Hong Kong & China Gas Co. Ltd.		6,841,755		13,560,697
Hong Kong Exchanges & Clearing Ltd.		876,202		25,037,100
Hongkong Land Holdings Ltd.		872,900		5,781,527
Hysan Development Co. Ltd.		450,791		2,276,523
Jardine Matheson Holdings Ltd.		161,600		10,138,321
Jardine Strategic Holdings Ltd.		168,600		6,119,188
Kerry Properties Ltd.		504,500		1,713,054
Li & Fung Ltd.(d)		4,267,980		956,020
Link REIT		1,612,414		15,875,756
Melco Resorts & Entertainment Ltd. — ADR		182,843		3,867,129
MGM China Holdings Ltd.		735,200		1,160,698
MTR Corp. Ltd.		1,124,500		5,913,659
New World Development Co. Ltd.		4,496,359		6,107,076
NWS Holdings Ltd.		1,113,220		2,200,428
PCCW Ltd.		3,003,000		1,749,646
Power Assets Holdings Ltd.		1,029,500		7,155,991
Sands China Ltd.		1,797,400		8,094,619
Shangri-La Asia Ltd.		929,905		1,376,367

3

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
Hong Kong (continued)
Sino Land Co. Ltd.		2,482,349	$	4,252,787
SJM Holdings Ltd.		1,794,000		1,652,924
Sun Hung Kai Properties Ltd.		1,185,324		17,201,660
Swire Pacific Ltd., Class A		362,077		3,965,302
Swire Properties Ltd.		900,800		3,411,794
Techtronic Industries Co. Ltd.		1,021,000		6,512,640
WH Group Ltd.(e)		6,528,000		4,583,015
Wharf Holdings Ltd.		940,357		2,560,284
Wharf Real Estate Investment Co. Ltd.		901,357		5,807,033
Wheelock & Co. Ltd.		617,000		3,709,474
Wynn Macau Ltd.		1,172,800		2,693,446
Yue Yuen Industrial Holdings Ltd.		549,785		1,528,393
				375,804,486
Ireland — 0.7%
AerCap Holdings NV(c)		98,943		5,691,201
AIB Group PLC		591,250		3,021,927
Bank of Ireland Group PLC		717,671		5,487,979
CRH PLC		620,734		20,306,926
DCC PLC		66,206		6,005,001
James Hardie Industries PLC		327,629		4,962,749
Kerry Group PLC, Class A		117,278		12,969,781
Paddy Power Betfair PLC		64,898		5,538,214
Ryanair Holdings PLC, ADR(c)		17,450		1,675,898
Smurfit Kappa Group PLC		167,196		6,617,132
				72,276,808
Isle of Man — 0.1%
GVC Holdings PLC		413,371		4,946,614
Israel — 0.5%
Azrieli Group Ltd.		30,161		1,540,563
Bank Hapoalim BM		791,352		5,794,749
Bank Leumi Le-Israel BM		1,073,986		7,077,952
Bezeq The Israeli Telecommunication Corp. Ltd.		1,539,079		1,771,269
Check Point Software Technologies Ltd.(c)		96,798		11,390,221
Elbit Systems Ltd.		18,738		2,380,967
Frutarom Industries Ltd.		29,177		3,027,244
Israel Chemicals Ltd.		506,267		3,070,608
Mizrahi Tefahot Bank Ltd.		104,279		1,826,104
NICE Ltd.(c)		44,968		5,122,023
Teva Pharmaceutical Industries Ltd. — ADR		719,661		15,501,498
				58,503,198
Italy — 1.9%
Assicurazioni Generali SpA		868,388		14,953,512
Atlantia SpA		373,622		7,751,425
Davide Campari-Milano SpA		449,404		3,826,986
Enel SpA		6,066,474		31,008,932
Eni SpA		1,892,626		35,675,188
Ferrari NV		90,996		12,498,877

Security	Shares		Value
Italy (continued)
Intesa Sanpaolo SpA		11,122,530	$	28,339,465
Leonardo SpA(d)		216,669		2,604,191
Luxottica Group SpA		125,972		8,537,489
Mediobanca Banca di Credito Finanziario SpA		470,071		4,678,037
Moncler SpA		132,765		5,712,535
Pirelli & C SpA(c)(e)		322,386		2,701,187
Poste Italiane SpA(e)		404,250		3,224,446
Prysmian SpA		175,666		4,078,585
Recordati SpA		75,306		2,546,388
Snam SpA		1,688,452		7,021,394
Telecom Italia SpA(c)		8,461,011		5,114,532
Telecom Italia SpA, Non-Convertible Savings Shares		4,664,105		2,502,067
Terna — Rete Elettrica Nazionale SpA		1,082,215		5,781,063
UniCredit SpA		1,514,078		22,718,286
				211,274,585
Japan — 24.1%
ABC-Mart, Inc.		30,700		1,707,792
Acom Co. Ltd.		328,100		1,322,771
Aeon Co. Ltd.(d)		451,400		10,876,619
AEON Financial Service Co. Ltd.		76,500		1,584,383
Aeon Mall Co. Ltd.		75,950		1,303,886
AGC Inc.		139,620		5,794,562
Air Water, Inc.		111,300		2,042,586
Aisin Seiki Co. Ltd.		120,300		5,860,936
Ajinomoto Co., Inc.		339,500		5,831,889
Alfresa Holdings Corp.		141,600		3,792,868
Alps Electric Co. Ltd.		139,700		3,551,542
Amada Holdings Co. Ltd.		252,800		2,699,060
ANA Holdings, Inc.		84,100		2,937,997
Aozora Bank Ltd.		85,400		3,050,143
Asahi Group Holdings Ltd.		268,700		11,658,153
Asahi Kasei Corp.		939,200		14,240,241
Asics Corp.		118,700		1,770,260
Astellas Pharma, Inc.		1,417,100		24,746,773
Bandai Namco Holdings, Inc.		148,300		5,761,579
Bank of Kyoto Ltd.		41,100		2,145,282
Benesse Holdings, Inc.		46,600		1,326,956
Bridgestone Corp.		452,700		17,109,106
Brother Industries Ltd.		173,400		3,423,815
Calbee, Inc.		62,100		2,044,714
Canon, Inc.		737,900		23,398,468
Casio Computer Co. Ltd.		152,500		2,492,655
Central Japan Railway Co.		107,300		22,339,624
Chiba Bank Ltd.		468,800		3,201,694
Chubu Electric Power Co., Inc.		450,000		6,816,572
Chugai Pharmaceutical Co. Ltd.		165,400		10,632,458
Chugoku Electric Power Co., Inc.		203,400		2,613,869
Coca-Cola Bottlers Japan Holdings, Inc.		98,600		2,638,955
Concordia Financial Group Ltd.		812,100		3,980,550
Credit Saison Co. Ltd.		117,000		1,908,206

4

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
Japan (continued)
CyberAgent, Inc.		75,100	$	3,996,568
CYBERDYNE, Inc.(c)(d)		63,300		499,762
Dai Nippon Printing Co. Ltd.		187,600		4,364,661
Dai-ichi Life Holdings, Inc.		802,200		16,722,097
Daicel Corp.		183,000		2,125,736
Daifuku Co. Ltd.		77,300		3,939,567
Daiichi Sankyo Co. Ltd.		422,000		18,292,809
Daikin Industries Ltd.		183,800		24,464,441
Daito Trust Construction Co. Ltd.		54,100		6,971,646
Daiwa House Industry Co. Ltd.		421,500		12,490,649
Daiwa House REIT Investment Corp.		1,277		2,920,080
Daiwa Securities Group, Inc.		1,200,000		7,298,101
DeNA Co. Ltd.		80,700		1,425,012
Denso Corp.		324,900		17,163,800
Dentsu, Inc.		160,513		7,454,575
Disco Corp.		21,300		3,566,956
Don Quijote Holdings Co. Ltd.		90,300		4,569,509
East Japan Railway Co.		229,549		21,322,602
Eisai Co. Ltd.		187,500		18,265,718
Electric Power Development Co. Ltd.		108,700		3,008,787
FamilyMart UNY Holdings Co. Ltd.		46,200		4,814,170
FANUC Corp.		145,400		27,354,497
Fast Retailing Co. Ltd.		43,200		21,885,061
Fuji Electric Co. Ltd.		87,560		3,507,379
FUJIFILM Holdings Corp.		287,200		12,920,878
Fujitsu Ltd.		145,600		10,372,496
Fukuoka Financial Group, Inc.		108,400		2,981,060
Hakuhodo DY Holdings, Inc.		173,100		3,040,218
Hamamatsu Photonics KK		108,600		4,325,157
Hankyu Hanshin Holdings, Inc.		169,800		6,021,721
Hikari Tsushin, Inc.		16,600		3,280,717
Hino Motors Ltd.		173,400		1,898,700
Hirose Electric Co. Ltd.		23,110		2,524,322
Hisamitsu Pharmaceutical Co., Inc.		42,400		3,251,751
Hitachi Chemical Co. Ltd.		76,500		1,556,735
Hitachi Construction Machinery Co. Ltd.		79,600		2,661,198
Hitachi High-Technologies Corp.		51,300		1,771,301
Hitachi Ltd.		729,400		24,793,481
Hitachi Metals Ltd.		155,000		1,919,357
Honda Motor Co. Ltd.		1,212,900		36,528,001
Hoshizaki Corp.		40,300		4,171,234
Hoya Corp.		282,600		16,783,888
Hulic Co. Ltd.		230,900		2,265,792
Idemitsu Kosan Co. Ltd.		99,300		5,257,388
IHI Corp.		107,200		4,061,409
Iida Group Holdings Co. Ltd.		109,200		1,940,748
Inpex Corp.		761,800		9,518,343
Isetan Mitsukoshi Holdings Ltd.		259,605		3,187,169
Isuzu Motors Ltd.		409,200		6,450,848
ITOCHU Corp.		1,051,600		19,247,524
J. Front Retailing Co. Ltd.		175,200		2,717,239
Japan Airlines Co. Ltd.		86,580		3,111,868
Japan Airport Terminal Co. Ltd.		31,700		1,442,043
Japan Exchange Group, Inc.		378,100		6,586,235

Security	Shares		Value
Japan (continued)
Japan Post Bank Co. Ltd.		294,400	$	3,478,742
Japan Post Holdings Co. Ltd.		1,164,700		13,861,320
Japan Prime Realty Investment Corp.		571		2,035,840
Japan Real Estate Investment Corp.		969		5,081,245
Japan Retail Fund Investment Corp.		1,964		3,564,226
Japan Tobacco, Inc.		818,400		21,371,128
JFE Holdings, Inc.		364,700		8,366,191
JGC Corp.		159,900		3,666,676
JSR Corp.		140,500		2,622,960
JTEKT Corp.		152,800		2,236,915
JXTG Holdings, Inc.		2,422,110		18,320,330
Kajima Corp.		329,900		4,796,929
Kakaku.com, Inc.		101,600		1,985,056
Kamigumi Co. Ltd.		83,200		1,833,952
Kaneka Corp.		36,400		1,681,572
Kansai Electric Power Co., Inc.		522,400		7,885,113
Kansai Paint Co. Ltd.		137,100		2,526,771
Kao Corp.		370,900		29,960,482
Kawasaki Heavy Industries Ltd.		102,000		2,876,696
KDDI Corp.		1,318,600		36,375,865
Keihan Holdings Co. Ltd.		71,400		2,726,729
Keikyu Corp.		169,300		3,085,647
Keio Corp.		74,900		4,099,554
Keisei Electric Railway Co. Ltd.		96,000		3,378,984
Keyence Corp.		72,384		42,046,887
Kikkoman Corp.		109,300		6,509,543
Kintetsu Group Holdings Co. Ltd.		127,300		5,119,620
Kirin Holdings Co. Ltd.		608,700		15,611,894
Kobayashi Pharmaceutical Co. Ltd.		36,000		2,650,358
Kobe Steel Ltd.		219,500		1,950,674
Koito Manufacturing Co. Ltd.		77,400		5,082,609
Komatsu Ltd.		684,300		20,823,864
Konami Holdings Corp.		65,700		2,572,562
Konica Minolta, Inc.		337,200		3,588,464
Kose Corp.		22,500		4,287,270
Kubota Corp.		732,200		12,439,478
Kuraray Co. Ltd.		231,200		3,475,748
Kurita Water Industries Ltd.		73,100		2,129,570
Kyocera Corp.		238,800		14,333,154
Kyowa Hakko Kirin Co. Ltd.		192,500		3,612,171
Kyushu Electric Power Co., Inc.		273,500		3,305,789
Kyushu Railway Co.		116,400		3,543,906
Lawson, Inc.		37,200		2,265,574
LINE Corp.(c)(d)		52,100		2,194,977
Lion Corp.		173,600		3,855,591
LIXIL Group Corp.		203,500		3,918,310
M3, Inc.		312,400		7,084,729
Mabuchi Motor Co. Ltd.		33,400		1,347,321
Makita Corp.		166,000		8,312,642
Marubeni Corp.		1,158,300		10,593,361
Marui Group Co. Ltd.		141,100		3,481,483
Maruichi Steel Tube Ltd.		39,600		1,291,458
Mazda Motor Corp.		415,680		4,996,471
McDonald’s Holdings Co. Japan Ltd.		48,000		2,107,938

5

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
Japan (continued)
Mebuki Financial Group, Inc.		542,200	$	1,876,041
Medipal Holdings Corp.		127,000		2,653,254
MEIJI Holdings Co. Ltd.		89,400		6,008,755
MINEBEA MITSUMI, Inc.		285,200		5,169,459
MISUMI Group, Inc.		209,600		5,423,292
Mitsubishi Chemical Holdings Corp.		949,300		9,085,346
Mitsubishi Corp.		1,011,000		31,141,560
Mitsubishi Electric Corp.		1,357,800		18,600,941
Mitsubishi Estate Co. Ltd.		876,000		14,874,514
Mitsubishi Gas Chemical Co., Inc.		125,700		2,675,903
Mitsubishi Heavy Industries Ltd.		225,020		8,689,691
Mitsubishi Materials Corp.		80,900		2,417,063
Mitsubishi Motors Corp.		497,600		3,515,297
Mitsubishi Tanabe Pharma Corp.		176,500		2,954,029
Mitsubishi UFJ Financial Group, Inc.		8,790,574		54,613,097
Mitsubishi UFJ Lease & Finance Co. Ltd.		293,600		1,727,993
Mitsui & Co. Ltd.		1,230,600		21,868,568
Mitsui Chemicals, Inc.		139,500		3,488,212
Mitsui Fudosan Co. Ltd.		663,800		15,699,432
Mitsui OSK Lines Ltd.		84,800		2,474,515
Mizuho Financial Group, Inc.		17,990,764		31,354,323
MS&AD Insurance Group Holdings, Inc.		351,170		11,730,470
Murata Manufacturing Co. Ltd.		133,000		20,436,252
Nabtesco Corp.		88,100		2,342,406
Nagoya Railroad Co. Ltd.		137,800		3,412,516
NEC Corp.		192,000		5,305,673
Nexon Co. Ltd.(c)		326,800		4,271,767
NGK Insulators Ltd.		195,400		3,221,082
NGK Spark Plug Co. Ltd.		118,300		3,448,396
NH Foods Ltd.		70,400		2,600,745
Nidec Corp.		164,900		23,711,914
Nikon Corp.		238,000		4,472,331
Nintendo Co. Ltd.		84,800		30,853,056
Nippon Building Fund, Inc.		1,009		5,834,259
Nippon Electric Glass Co. Ltd.		62,200		1,955,303
Nippon Express Co. Ltd.		55,500		3,644,885
Nippon Paint Holdings Co. Ltd.		108,700		4,057,344
Nippon Prologis REIT, Inc.		1,349		2,672,273
Nippon Steel & Sumitomo Metal Corp.		563,400		11,917,398
Nippon Telegraph & Telephone Corp.		522,400		23,576,092
Nippon Yusen KK		112,000		2,106,202
Nissan Chemical Corp.		94,000		4,965,126
Nissan Motor Co. Ltd.		1,727,100		16,161,385
Nisshin Seifun Group, Inc.		147,940		3,244,420
Nissin Foods Holdings Co. Ltd.		51,400		3,535,651
Nitori Holdings Co. Ltd.		59,300		8,498,033
Nitto Denko Corp.		122,210		9,162,665
NOK Corp.		60,700		1,041,928
Nomura Holdings, Inc.		2,575,200		12,282,301
Nomura Real Estate Holdings, Inc.		91,900		1,853,877
Nomura Real Estate Master Fund, Inc.		2,945		4,022,742
Nomura Research Institute Ltd.		82,570		4,169,620

Security	Shares		Value
Japan (continued)
NSK Ltd.		257,200	$	2,948,106
NTT Data Corp.		474,500		6,568,606
NTT DOCOMO, Inc.		984,100		26,450,194
Obayashi Corp.		478,800		4,534,863
Obic Co. Ltd.		48,100		4,549,377
Odakyu Electric Railway Co. Ltd.		215,000		5,086,235
Oji Holdings Corp.		656,000		4,763,837
Olympus Corp.		215,400		8,405,101
Omron Corp.		142,900		6,038,625
Ono Pharmaceutical Co. Ltd.		282,200		7,988,091
Oracle Corp. Japan		28,500		2,296,310
Oriental Land Co. Ltd.		148,800		15,557,781
ORIX Corp.		982,000		15,900,172
Osaka Gas Co. Ltd.		281,000		5,486,970
Otsuka Corp.		80,600		3,006,385
Otsuka Holdings Co. Ltd.		288,600		14,556,719
Panasonic Corp.		1,642,500		19,038,587
Park24 Co. Ltd.		80,300		2,427,005
Persol Holdings Co. Ltd.		131,700		3,091,069
Pola Orbis Holdings, Inc.		68,000		2,483,574
Rakuten, Inc.		634,000		4,857,094
Recruit Holdings Co. Ltd.		828,400		27,669,752
Renesas Electronics Corp.(c)		616,000		3,856,821
Resona Holdings, Inc.		1,547,656		8,689,264
Ricoh Co. Ltd.		497,100		5,341,130
Rinnai Corp.		24,800		1,890,658
Rohm Co. Ltd.		70,100		5,128,522
Ryohin Keikaku Co. Ltd.		17,700		5,261,129
Sankyo Co. Ltd.		29,600		1,157,932
Santen Pharmaceutical Co. Ltd.		278,000		4,407,919
SBI Holdings, Inc.		166,640		5,172,436
Secom Co. Ltd.		155,400		12,663,804
Sega Sammy Holdings, Inc.		128,432		1,893,773
Seibu Holdings, Inc.		155,700		2,799,368
Seiko Epson Corp.		207,600		3,541,552
Sekisui Chemical Co. Ltd.		272,100		5,017,806
Sekisui House Ltd.		461,300		7,034,478
Seven & i Holdings Co. Ltd.		556,100		24,793,671
Seven Bank Ltd.		430,600		1,359,984
SG Holdings Co. Ltd.		77,000		2,017,262
Sharp Corp.(d)		129,400		2,629,344
Shimadzu Corp.		164,000		5,139,370
Shimamura Co. Ltd.		16,400		1,555,679
Shimano, Inc.		54,800		8,836,429
Shimizu Corp.		420,200		3,836,518
Shin-Etsu Chemical Co. Ltd.		271,000		23,958,624
Shinsei Bank Ltd.		115,300		1,883,672
Shionogi & Co. Ltd.		207,000		13,531,511
Shiseido Co. Ltd.		282,700		21,894,529
Shizuoka Bank Ltd.		349,400		3,135,452
Showa Denko		98,300		5,422,179
Showa Shell Sekiyu KK		137,300		2,912,550
SMC Corp.		42,600		13,635,026

6

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
Japan (continued)
Softbank Group Corp.		614,100	$	61,348,308
Sohgo Security Services Co. Ltd.		52,800		2,320,113
Sompo Holdings, Inc.		245,275		10,450,904
Sony Corp.		943,600		57,359,216
Sony Financial Holdings, Inc.		129,100		2,846,921
Stanley Electric Co. Ltd.		102,600		3,507,654
Start Today Co. Ltd.		150,300		4,546,523
Subaru Corp.		456,800		14,002,880
Sumco Corp.		171,500		2,498,345
Sumitomo Chemical Co. Ltd.		1,106,000		6,472,694
Sumitomo Corp.		837,400		13,955,464
Sumitomo Dainippon Pharma Co. Ltd.		123,200		2,829,473
Sumitomo Electric Industries Ltd.		558,400		8,762,228
Sumitomo Heavy Industries Ltd.		85,900		3,065,902
Sumitomo Metal Mining Co. Ltd.		174,600		6,122,229
Sumitomo Mitsui Financial Group, Inc.		999,650		40,229,780
Sumitomo Mitsui Trust Holdings, Inc.		245,482		10,100,714
Sumitomo Realty & Development Co. Ltd.		265,000		9,506,728
Sumitomo Rubber Industries Ltd.		116,300		1,746,393
Sundrug Co. Ltd.		54,800		1,955,401
Suntory Beverage & Food Ltd.		106,100		4,495,039
Suzuken Co. Ltd.		53,700		2,548,021
Suzuki Motor Corp.		254,700		14,597,144
Sysmex Corp.		123,600		10,658,448
T&D Holdings, Inc.		413,100		6,822,170
Taiheiyo Cement Corp.		92,500		2,901,071
Taisei Corp.		158,300		7,215,839
Taisho Pharmaceutical Holdings Co. Ltd.		27,300		3,339,717
Taiyo Nippon Sanso Corp.		98,400		1,472,672
Takashimaya Co. Ltd.		105,000		1,773,422
Takeda Pharmaceutical Co. Ltd.		539,200		23,055,123
TDK Corp.		95,700		10,427,391
Teijin Ltd.		134,500		2,579,552
Terumo Corp.		224,800		13,304,567
THK Co. Ltd.		91,500		2,328,329
Tobu Railway Co. Ltd.		143,700		4,248,403
Toho Co. Ltd.		83,400		2,619,418
Toho Gas Co. Ltd.		63,300		2,408,383
Tohoku Electric Power Co., Inc.		344,000		4,678,965
Tokio Marine Holdings, Inc.		507,700		25,204,032
Tokyo Century Corp.		34,000		2,111,767
Tokyo Electric Power Co. Holdings, Inc.(c)		1,084,100		5,327,342
Tokyo Electron Ltd.		117,100		16,138,771
Tokyo Gas Co. Ltd.		288,900		7,106,366
Tokyo Tatemono Co. Ltd.		151,100		1,842,826
Tokyu Corp.		370,900		6,782,344
Tokyu Fudosan Holdings Corp.		380,400		2,650,226
Toppan Printing Co. Ltd.		173,000		2,777,502
Toray Industries, Inc.		1,026,600		7,702,621
Toshiba Corp.(c)		483,700		13,978,087
Tosoh Corp.		193,000		2,972,572

Security	Shares		Value
Japan (continued)
TOTO Ltd.		104,300	$	4,325,776
Toyo Seikan Group Holdings Ltd.		108,000		2,241,101
Toyo Suisan Kaisha Ltd.		64,900		2,519,575
Toyoda Gosei Co. Ltd.		43,000		1,061,940
Toyota Industries Corp.		108,800		6,439,563
Toyota Motor Corp.		1,699,288		105,870,302
Toyota Tsusho Corp.		157,600		5,950,465
Trend Micro, Inc.		88,700		5,705,517
Tsuruha Holdings, Inc.		27,300		3,360,349
Unicharm Corp.		298,600		9,879,374
United Urban Investment Corp.		2,231		3,506,021
USS Co. Ltd.		170,400		3,163,272
West Japan Railway Co.		122,000		8,504,564
Yahoo! Japan Corp.		2,103,700		7,554,674
Yakult Honsha Co. Ltd.		82,800		6,790,471
Yamada Denki Co. Ltd.(d)		453,300		2,293,358
Yamaguchi Financial Group, Inc.		151,000		1,645,301
Yamaha Corp.		102,500		5,431,256
Yamaha Motor Co. Ltd.		206,700		5,796,453
Yamato Holdings Co. Ltd.		228,900		7,028,148
Yamazaki Baking Co. Ltd.		93,700		1,877,000
Yaskawa Electric Corp.		178,100		5,289,766
Yokogawa Electric Corp.		167,200		3,536,771
Yokohama Rubber Co. Ltd.		94,600		2,039,015
				2,636,400,581
Luxembourg — 0.3%
ArcelorMittal		493,164		15,310,901
Eurofins Scientific SE		8,422		4,791,539
RTL Group SA		28,675		2,045,275
Tenaris SA		350,403		5,868,353
				28,016,068
Mexico — 0.0%
Fresnillo PLC		154,812		1,653,599
Netherlands — 5.3%
ABN AMRO Group NV CVA(e)		313,884		8,548,346
Aegon NV		1,321,799		8,579,196
Akzo Nobel NV		187,944		17,580,913
ASML Holding NV		304,950		57,255,753
CNH Industrial NV		756,895		9,083,058
EXOR NV		80,046		5,340,724
Heineken Holding NV		85,310		7,735,612
Heineken NV		192,162		18,034,526
ING Groep NV		2,895,082		37,575,552
Koninklijke Ahold Delhaize NV		927,597		21,281,425
Koninklijke DSM NV		134,976		14,295,750
Koninklijke KPN NV		2,494,948		6,581,715
Koninklijke Philips NV		702,137		32,004,434
Koninklijke Vopak NV		56,102		2,763,936
NN Group NV		227,216		10,141,210
NXP Semiconductors NV		253,289		21,656,210
QIAGEN NV(c)		169,359		6,414,055
Randstad NV		88,393		4,717,940

7

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
Netherlands (continued)
Royal Dutch Shell PLC, Class A		3,420,165	$	117,272,135
Royal Dutch Shell PLC, Class B		2,786,557		97,547,749
Unilever NV CVA		1,148,147		63,865,505
Wolters Kluwer NV		215,072		13,407,566
				581,683,310
New Zealand — 0.2%
a2 Milk Co. Ltd.(c)		533,687		3,980,984
Auckland International Airport Ltd.		692,135		3,348,738
Fisher & Paykel Healthcare Corp. Ltd.		423,875		4,226,569
Fletcher Building Ltd.(c)		611,839		2,653,627
Meridian Energy Ltd.		1,017,948		2,216,217
Ryman Healthcare Ltd.		309,098		2,865,980
Spark New Zealand Ltd.		1,331,095		3,572,745
				22,864,860
Norway — 0.8%
Aker BP ASA		79,615		3,371,158
DNB ASA		724,373		15,244,062
Gjensidige Forsikring ASA		147,880		2,492,370
Marine Harvest ASA		308,306		7,144,059
Norsk Hydro ASA		997,592		5,982,425
Orkla ASA		604,219		5,105,059
Schibsted ASA, Class B		79,958		2,778,880
Statoil ASA		877,820		24,681,018
Telenor ASA		556,273		10,878,258
Yara International ASA		131,767		6,466,897
				84,144,186
Portugal — 0.2%
EDP — Energias de Portugal SA		1,897,275		7,000,600
Galp Energia SGPS SA		371,957		7,375,099
Jeronimo Martins SGPS SA		193,620		2,853,894
				17,229,593
Singapore — 1.2%
Ascendas Real Estate Investment Trust		1,908,046		3,685,589
CapitaLand Commercial Trust		1,996,960		2,601,733
CapitaLand Ltd.		1,882,349		4,636,546
CapitaLand Mall Trust		1,842,100		2,993,927
City Developments Ltd.		365,635		2,437,738
ComfortDelGro Corp. Ltd.		1,638,316		2,911,682
DBS Group Holdings Ltd.		1,335,207		25,471,934
Genting Singapore Ltd.		4,487,127		3,478,125
Golden Agri-Resources Ltd.		4,730,351		864,034
Jardine Cycle & Carriage Ltd.		76,156		1,782,505
Keppel Corp. Ltd.		1,076,077		5,478,593
Oversea-Chinese Banking Corp. Ltd.		2,339,998		19,580,377
SATS Ltd.		515,800		1,969,172
Sembcorp Industries Ltd.		821,290		1,854,985
Singapore Airlines Ltd.		400,609		2,853,646
Singapore Exchange Ltd.		596,400		3,214,342
Singapore Press Holdings Ltd.		816,785		1,715,023

Security	Shares		Value
Singapore (continued)
Singapore Technologies Engineering Ltd.		1,208,013	$	3,144,211
Singapore Telecommunications Ltd.		6,049,332		14,335,069
Suntec Real Estate Investment Trust		1,647,200		2,325,989
United Overseas Bank Ltd.		994,847		19,666,562
UOL Group Ltd.		388,899		1,961,274
Venture Corp. Ltd.		201,200		2,594,412
Wilmar International Ltd.		1,425,470		3,356,318
				134,913,786
Spain — 2.9%
ACS Actividades de Construccion y Servicios SA		191,585		8,137,154
Aena SME SA(e)		50,088		8,678,095
Amadeus IT Group SA		328,252		30,425,326
Banco Bilbao Vizcaya Argentaria SA		4,972,943		31,529,670
Banco de Sabadell SA		4,332,322		6,697,328
Banco Santander SA		12,004,932		60,104,582
Bankia SA		954,817		3,727,331
Bankinter SA		500,247		4,595,179
CaixaBank SA		2,661,596		12,104,724
Enagas SA		113,026		3,046,413
Endesa SA		235,691		5,083,785
Ferrovial SA		359,498		7,439,148
Grifols SA		230,196		6,472,590
Iberdrola SA		4,439,732		32,609,173
Industria de Diseno Textil SA		821,837		24,828,980
Mapfre SA		777,243		2,431,100
Naturgy Energy Group SA		259,894		7,084,701
Red Electrica Corp. SA		324,891		6,792,026
Repsol SA		1,008,682		20,080,165
Siemens Gamesa Renewable Energy SA(c)(d)		176,144		2,222,597
Telefonica SA		3,498,925		27,600,696
				311,690,763
Sweden — 2.7%
Alfa Laval AB		217,212		5,877,389
Assa Abloy AB, Class B		745,687		14,946,462
Atlas Copco AB, A Shares		496,883		14,289,447
Atlas Copco AB, B Shares		289,559		7,714,780
Boliden AB		202,957		5,644,403
Electrolux AB, Class B		181,169		3,991,011
Epiroc AB, Class A(c)		516,655		5,772,649
Epiroc AB, Class B(c)		301,939		3,108,605
Essity AB, Class B		449,934		11,293,925
Hennes & Mauritz AB, Class B		649,590		12,004,485
Hexagon AB, Class B		191,638		11,219,772
Husqvarna AB, Class B		293,772		2,497,496
ICA Gruppen AB		58,761		1,863,802
Industrivarden AB, Class C		123,288		2,733,802
Investor AB, Class B		338,870		15,615,668
Kinnevik AB, Class B		173,867		5,250,179

8

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
Sweden (continued)
L E Lundbergforetagen AB, B Shares		56,395	$	1,900,372
Lundin Petroleum AB		136,870		5,217,099
Millicom International Cellular SA, SDR		47,618		2,730,936
Nordea Bank AB		2,288,530		24,900,563
Sandvik AB		839,911		14,869,993
Securitas AB, Class B		229,849		3,996,050
Skandinaviska Enskilda Banken AB, Class A		1,205,509		13,439,097
Skanska AB, Class B		251,215		4,925,684
SKF AB, Class B		279,642		5,502,507
Svenska Handelsbanken AB, Class A		1,131,160		14,265,778
Swedbank AB, Class A		670,461		16,581,945
Swedish Match AB		134,903		6,895,606
Tele2 AB, Class B		262,489		3,154,676
Telefonaktiebolaget LM Ericsson, Class B		2,272,815		20,116,199
Telia Co. AB		2,085,425		9,562,909
Volvo AB, Class B		1,159,807		20,455,444
				292,338,733
Switzerland — 8.7%
ABB Ltd., Registered Shares		1,374,341		32,509,718
Adecco SA, Registered Shares		120,400		6,329,107
Baloise Holding AG, Registered Shares		36,212		5,518,330
Barry Callebaut AG, Registered Shares		1,569		2,971,107
Chocoladefabriken Lindt & Spruengli AG		780		5,458,816
Chocoladefabriken Lindt & Spruengli AG, Registered Shares		76		6,225,236
Cie Financiere Richemont SA, Registered Shares		389,002		31,715,451
Clariant AG, Registered Shares(c)		144,932		3,770,156
Coca-Cola HBC AG(c)		149,916		5,107,512
Credit Suisse Group AG, Registered Shares(c)		1,913,510		28,713,091
Dufry AG, Registered Shares(c)		25,010		2,825,721
EMS-Chemie Holding AG, Registered Shares		5,980		3,566,398
Ferguson PLC		174,413		14,794,033
Geberit AG, Registered Shares		27,419		12,726,300
Givaudan SA, Registered Shares		6,837		16,823,012
Glencore PLC(c)		8,585,344		37,008,669
Julius Baer Group Ltd.(c)		166,076		8,299,832
Kuehne + Nagel International AG, Registered Shares		40,070		6,358,112
LafargeHolcim Ltd., Registered Shares(c)		361,221		17,882,923
Lonza Group AG, Registered Shares(c)		55,403		18,953,218
Nestle SA, Registered Shares		2,315,376		192,723,912
Novartis AG, Registered Shares		1,612,966		138,841,618
Pargesa Holding SA, Bearer Shares		29,397		2,361,866
Partners Group Holding AG		12,850		10,186,430
Roche Holding AG		522,691		126,394,679
Schindler Holding AG, Participation Certificates		30,214		7,540,102

Security	Shares		Value
Switzerland (continued)
Schindler Holding AG, Registered Shares		14,654	$	3,535,841
SGS SA, Registered Shares		3,959		10,423,775
Sika AG, Registered Shares		95,505		13,897,839
Sonova Holding AG, Registered Shares		41,206		8,178,068
STMicroelectronics NV		507,420		9,287,107
Straumann Holding AG, Registered Shares		7,659		5,770,008
Swatch Group AG, Bearer Shares		22,877		9,092,095
Swatch Group AG, Registered Shares		43,192		3,364,124
Swiss Life Holding AG, Registered Shares(c)		25,344		9,609,716
Swiss Prime Site AG, Registered Shares(c)		59,055		5,038,297
Swiss Re AG		233,986		21,558,614
Swisscom AG, Registered Shares		19,208		8,711,947
Temenos AG, Registered Shares(c)		44,604		7,264,762
UBS Group AG, Registered Shares(c)		2,867,601		45,275,493
Vifor Pharma AG		33,763		5,853,506
Zurich Insurance Group AG		112,599		35,503,027
				947,969,568
United Arab Emirates — 0.0%
Mediclinic International PLC		265,929		1,485,241
NMC Health PLC		77,157		3,410,724
				4,895,965
United Kingdom — 14.5%
3i Group PLC		721,492		8,834,568
Admiral Group PLC		146,856		3,980,859
Anglo American PLC		782,864		17,513,425
Ashtead Group PLC		366,961		11,643,033
Associated British Foods PLC		264,225		7,885,906
AstraZeneca PLC		942,348		73,450,414
Auto Trader Group PLC(e)		696,911		4,054,104
Aviva PLC		2,977,653		18,998,823
Babcock International Group PLC		186,632		1,757,687
BAE Systems PLC		2,364,850		19,391,687
Barclays PLC		12,760,183		28,302,388
Barratt Developments PLC		751,346		5,548,653
Berkeley Group Holdings PLC		94,520		4,528,144
BP PLC		14,842,245		113,761,920
British American Tobacco PLC		1,706,426		79,554,426
British Land Co. PLC		692,655		5,571,140
BT Group PLC		6,274,420		18,417,586
Bunzl PLC		249,276		7,836,777
Burberry Group PLC		309,516		8,127,669
Carnival PLC		134,658		8,354,897
Centrica PLC		4,126,840		8,331,954
Coca-Cola European Partners PLC		161,744		7,354,500
Compass Group PLC		1,190,752		26,474,368
ConvaTec Group PLC(e)		1,013,848		3,067,573
Croda International PLC		97,499		6,608,843
Diageo PLC		1,830,807		64,861,974

9

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
United Kingdom (continued)
Direct Line Insurance Group PLC		1,012,539	$	4,273,722
easyJet PLC		123,055		2,105,732
Experian PLC		680,858		17,470,853
Fiat Chrysler Automobiles NV(c)		797,306		13,944,100
G4S PLC		1,200,866		3,787,650
GlaxoSmithKline PLC		3,689,608		73,994,024
Hammerson PLC		580,601		3,454,665
Hargreaves Lansdown PLC		211,179		6,147,548
HSBC Holdings PLC		14,916,514		130,152,273
Imperial Brands PLC		702,591		24,448,724
Informa PLC		927,572		9,213,118
InterContinental Hotels Group PLC		133,606		8,316,592
International Consolidated Airlines Group SA		470,289		4,034,409
Intertek Group PLC		119,758		7,790,538
Investec PLC		509,094		3,571,353
ITV PLC		2,687,568		5,515,872
J. Sainsbury PLC		1,296,386		5,431,206
John Wood Group PLC		497,944		4,995,752
Johnson Matthey PLC		143,610		6,663,965
Kingfisher PLC		1,603,373		5,421,363
Land Securities Group PLC		550,192		6,334,921
Legal & General Group PLC		4,433,231		15,134,133
Lloyds Banking Group PLC		53,642,221		41,255,535
London Stock Exchange Group PLC		230,904		13,798,066
Marks & Spencer Group PLC		1,200,291		4,516,021
Meggitt PLC		597,895		4,414,204
Melrose Industries PLC		3,583,854		9,328,716
Merlin Entertainments PLC(e)		506,016		2,638,955
Micro Focus International PLC		326,469		6,071,296
Mondi PLC		272,508		7,461,193
National Grid PLC		2,478,622		25,601,109
Next PLC		106,479		7,620,283
Pearson PLC		579,276		6,705,911
Persimmon PLC		228,701		7,041,090
Prudential PLC		1,928,212		44,210,148
Randgold Resources Ltd.		69,893		4,943,433
Reckitt Benckiser Group PLC		497,968		45,489,376
RELX PLC		786,962		16,555,037
RELX PLC(c)		691,987		14,538,099
Rio Tinto Ltd.		306,827		17,450,004
Rio Tinto PLC		887,770		44,780,501
Rolls-Royce Holdings PLC(c)		1,277,839		16,439,907
Royal Bank of Scotland Group PLC		3,550,508		11,503,999
Royal Mail PLC		658,521		4,093,619
RSA Insurance Group PLC		773,972		5,798,740
Sage Group PLC		803,932		6,140,066
Schroders PLC		87,702		3,532,492
Segro PLC		744,213		6,192,814
Severn Trent PLC		174,029		4,194,953
Shire PLC		683,438		41,290,522
Sky PLC		764,250		17,222,979
Smith & Nephew PLC		647,690		11,816,874

Security	Shares		Value
United Kingdom (continued)
Smiths Group PLC		293,664	$	5,717,693
SSE PLC		756,489		11,297,301
St. James’s Place PLC		399,760		5,958,665
Standard Chartered PLC		2,082,024		17,250,003
Standard Life Aberdeen PLC		1,989,531		7,927,535
Taylor Wimpey PLC		2,411,539		5,390,265
Tesco PLC		7,363,055		23,020,689
Travis Perkins PLC		193,502		2,685,237
Unilever PLC		908,476		49,906,313
United Utilities Group PLC		505,990		4,644,957
Vodafone Group PLC		19,846,448		42,523,436
Weir Group PLC		177,438		4,070,753
Whitbread PLC		135,829		8,348,300
WM Morrison Supermarkets PLC		1,660,707		5,614,811
Worldpay, Inc., Class A(c)		2		202
WPP PLC		944,448		13,831,035
				1,587,248,968
Total Common Stocks — 97.5% (Cost — $9,427,322,127)				10,670,078,674
Preferred Stocks — 0.5%
Germany — 0.5%
Bayerische Motoren Werke AG, Preference Shares		41,916		3,287,503
Fuchs Petrolub SE, Preference Shares,		50,836		2,836,798
Henkel AG & Co. KGaA, Preference Shares		132,549		15,541,464
Porsche Automobil Holding SE, Preference Shares		113,625		7,648,958
Sartorius AG, Preference Shares		26,169		4,241,768
Schaeffler AG, Preference Shares		128,445		1,638,374
Volkswagen AG, Preference Shares,		137,127		24,081,243
Total Preferred Stocks — 0.5% (Cost — $55,069,956)				59,276,108

10

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund (Percentages shown are based on Net Assets)

Security	Shares		Value
Rights — 0.0%
Australia — 0.0%
Harvey Norman Holdings Ltd. (Expires 10/15/18)(c)		21,682	$	12,538
Total Rights — 0.0% (Cost — $—)				12,538
Total Long-Term Investments — 98.0% (Cost — $9,482,392,083)				10,729,367,320

Security	Shares		Value
Short-Term Securities — 0.3%
BlackRock Cash Funds: Institutional, SL Agency Shares, 2.27%(f)(g)(h)		15,009,412	$	15,013,914
BlackRock Cash Funds: Treasury, SL Agency Shares, 1.97%(f)		21,389,005		21,389,005
Total Short-Term Securities — 0.3% (Cost — $36,399,807)				36,402,919
Total Investments — 98.3% (Cost — $9,518,791,890)				10,765,770,239
Other Assets Less Liabilities — 1.7%				180,901,493
Net Assets — 100.0%			$	10,946,671,732

^(a)  A security contractually bound to one or more other securities to form a single saleable unit which cannot be sold separately.

^(b)  Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

^(c)  Non-income producing security.

^(d)  Security, or a portion of the security, is on loan.

^(e)  Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

^(f)  Annualized 7-day yield as of period end.

^(g)  All or a portion of security was purchased with the cash collateral from loaned securities.

^(h)  During the period ended September 30, 2018, investments in issuers considered to be affiliates of the Fund for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, and/or related parties of the Fund were as follows:

Affiliate	Shares Held at 12/31/17		Shares Purchased		Shares Sold			Shares/ Held at 09/30/18		Value at 09/30/18		Income			Net Realized Gain (Loss)(a)			Change in Unrealized Appreciation (Depreciation)
BlackRock Cash Funds:
Institutional, SL Agency Shares		49,359,160		—		(34,349,748	)(b)		15,009,412	$	15,013,914	$	680,984	(c)	$	3,132		$	4,740
BlackRock Cash Funds:
Treasury, SL Agency Shares		31,372,620		—		(9,983,615	)(b)		21,389,005		21,389,005		343,432			—			—
iShares MSCI EAFE ETF		—		8,693,398		(8,693,398	)		—		—		—			(1,020,681	)		—
										$	36,402,919	$	1,024,416		$	(1,017,549	)	$	4,740

^(a)  Includes net capital gain distributions, if applicable.

^(b)  Represents net shares value sold.

^(c)  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.

Portfolio Abbreviations

ADR — American Depositary Receipts

CVA — Certificaten Van Aandelen (Dutch Certificate)

ETF — Exchange-Traded Fund

FTSE — Financial Times Stock Exchange

MSCI — Morgan Stanley Capital International

REIT — Real Estate Investment Trust

11

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund

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:
Nikkei 225 Index		287		12/13/18	$        3,464,808	$	210,504
SPI 200 Index		132		12/20/18	20,440		11,750
Euro Stoxx 50 Index		1,174		12/21/18	39,763		(370,237	)
FTSE 100 Index		299		12/21/18	22,385		71,027
						$	(76,956	)

Fair Value Hierarchy as of Period End

Various inputs are used in determining the fair value of investments and derivative 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 Master Portfolio has the ability to access

• Level 2 — Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs)

• Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including Master Portfolio’s own assumptions used in determining the fair value of investments and derivative 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 BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. Level 3 investments may also be adjusted to reflect illiquidity and/or non-transferability, with the amount of such discount estimated by the Global Valuation Committee in the absence of market information.

Changes in valuation techniques may result in transfers into or out of an assigned level within the hierarchy. In accordance with the Master Portfolio’s policy, transfers between different levels of the fair value hierarchy are deemed to have occurred as of the beginning of the reporting period. The categorization of a value determined for investments and derivative financial instruments and is based on the pricing transparency of the investments 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 investments and derivative financial instruments, refer to the Master Portfolo’s most recent financial statements as contained in its semi-annual report.

12

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund

The following tables summarize the Master Portfolio’s investments and derivative financial instruments categorized in the disclosure hierarchy:

	Level 1			Level 2		Level 3		Total
Assets:
Investments:
Common Stocks:
Australia	$	1,635,248		$	735,398,842	$	9	$	737,034,099
Austria		—			25,627,241		—		25,627,241
Belgium		—			109,282,525		—		109,282,525
Chile		—			3,254,776		—		3,254,776
China		—			3,863,004		—		3,863,004
Denmark		5,213,507			175,362,831		—		180,576,338
Finland		—			113,631,600		—		113,631,600
France		27,150,577			1,148,256,627		—		1,175,407,204
Germany		9,090,015			938,456,201		—		947,546,216
Hong Kong		11,382,467			364,422,019		—		375,804,486
Ireland		25,875,094			46,401,714		—		72,276,808
Isle of Man		—			4,946,614		—		4,946,614
Israel		26,891,719			31,611,479		—		58,503,198
Italy		—			211,274,585		—		211,274,585
Japan		4,022,742			2,632,377,839		—		2,636,400,581
Luxembourg		—			28,016,068		—		28,016,068
Mexico		—			1,653,599		—		1,653,599
Netherlands		21,656,210			560,027,100		—		581,683,310
New Zealand		—			22,864,860		—		22,864,860
Norway		—			84,144,186		—		84,144,186
Portugal		7,000,600			10,228,993		—		17,229,593
Singapore		—			134,913,786		—		134,913,786
Spain		—			311,690,763		—		311,690,763
Sweden		20,885,739			271,452,994		—		292,338,733
Switzerland		—			947,969,568		—		947,969,568
United Arab Emirates		—			4,895,965		—		4,895,965
United Kingdom		47,447,734			1,539,801,234		—		1,587,248,968
Preferred Stocks		—			59,276,108		—		59,276,108
Rights		12,538			—		—		12,538
Short-Term Securities		36,402,919			—		—		36,402,919
	$	244,667,109		$	10,521,103,121	$	9	$	10,765,770,239
Derivative Financial Instruments(a)
Assets:
Equity contracts	$	293,281		$	—	$	—	$	293,281
Liabilities:
Equity contracts		(370,237	)		—		—		(370,237	)
	$	(76,956	)	$		$		$	(76,956	)

^(a)  Derivative financial instruments are futures contracts, which are valued at the unrealized appreciation (depreciation) on the instrument

13

Schedule of Investments  (unaudited) (continued) September 30, 2018 iShares MSCI EAFE International Index Fund

Transfers between Level 1 and Level 2 were as follows:

	Transfers Out of Level 1(a)			Transfers Into Level 2(a)
Assets:
Investments:
Common Stocks:
Austria	$	(10,381,762	)	$	10,381,762
Belgium		(3,299,932	)		3,299,932
Denmark		(20,833,994	)		20,833,994
Finland		(9,830,051	)		9,830,051
France		(19,902,492	)		19,902,492
Germany		(37,444,687	)		37,444,687
Hongkong		(36,331,992	)		36,331,992
Ireland		(8,816,369	)		8,816,369
Israel		(2,670,428	)		2,670,428
Italy		(10,082,828	)		10,082,828
Japan		(30,653,740	)		30,653,740
Netherlands		(4,465,620	)		4,465,620
New Zealand		(5,233,827	)		5,233,827
Portugal		(3,412,512	)		3,412,512
Singapore		(1,985,599	)		1,985,599
Sweden		(3,146,139	)		3,146,139
Switzerland		(18,884,582	)		18,884,582
United Arab Emirates		(2,021,307	)		2,021,307
United Kingdom		(111,302,109	)		111,302,109
	$	(340,699,970	)	$	340,699,970

^(a)  External pricing service used to reflect any significant market movements between the time the Fund valued such foreign securities and the earlier closing of foreign markets.

14

Schedule of Investments  (unaudited) September 30, 2018 iShares Russell 2000 Small-Cap Index Fund (Percentages shown are based on Net Assets)

Mutual Fund	Value
Master Small Cap Index Series of Quantitative Master Series LLC	$	1,487,463,036
Total Investments (Cost — $1,315,115,377) — 100.0%		1,487,463,036
Liabilities in Excess of Other Assets — (0.0)%		(198,550	)
Net Assets—100.0%	$	1,487,264,486

iShares Russell 2000 Small-Cap Index Fund (the “Fund”) seeks to achieve its investment objective by investing all of its assets in Master Small Cap Index Series (the “Series”), which has the same investment objective and strategies as the Fund. As of September 30, 2018, the value of the investment and the percentage owned by the Fund of the Series was $1,487,463,036 and 75.1%, respectively.

The Fund records its investment in the Series at fair value. The Fund’s investment in the Series is valued pursuant to the pricing policies approved by the Board of Directors of the Series.

Fair Value Hierarchy as of Period End

Various inputs are used in determining the fair value of investments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

• Level 1 — Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access

• Level 2 — Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs)

• Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Fund’s own assumptions used in determining the fair value of investments).

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 BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. Level 3 investments may also be adjusted to reflect illiquidity and/or non-transferability, with the amount of such discount estimated by the Global Valuation Committee in the absence of market information.

Changes in valuation techniques may result in transfers into or out of an assigned level within the hierarchy. In accordance with the Fund’s policy, transfers between different levels of the fair value hierarchy are deemed to have occurred as of the beginning of the reporting period. The categorization of a value determined for investments is based on the pricing transparency of the investments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of investments, refer to the Fund’s most recent financial statements as contained in its semi-annual report.

As of period end, the Fund’s investment in the Series was classified as Level 2.

During the period ended September 30, 2018, there were no transfers between levels.

1

Schedule of Investments  (unaudited)  September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Common Stocks — 98.3%
Advertising Agencies — 0.4%
Boston Omaha Corp., Class A(a)		4,372	$	130,723
Cardlytics, Inc.(a)		5,374		134,565
Clear Channel Outdoor Holdings, Inc., Class A		31,898		189,793
Emerald Expositions Events, Inc.		21,209		349,524
Fluent, Inc.(a)		23,764		51,093
MDC Partners, Inc., Class A(a)		45,421		188,497
National CineMedia, Inc.		68,228		722,534
QuinStreet, Inc.(a)		32,001		434,254
Trade Desk, Inc., Class A(a)(b)		27,839		4,201,183
Viad Corp.		17,459		1,034,446
				7,436,612
Aerospace — 1.1%
AAR Corp.		27,991		1,340,489
Aerojet Rocketdyne Holdings, Inc.(a)		59,588		2,025,396
Aerovironment, Inc.(a)		18,154		2,036,334
Astronics Corp.(a)		18,301		796,094
Axon Enterprise, Inc.(a)		49,207		3,367,235
Cubic Corp.		21,795		1,592,125
Ducommun, Inc.(a)		8,702		355,390
Esterline Technologies Corp.(a)		22,432		2,040,190
Kaman Corp.		23,539		1,571,934
KLX, Inc.(a)		43,227		2,713,791
Kratos Defense & Security Solutions, Inc.(a)(b)		75,771		1,119,895
Moog, Inc., Class A		27,603		2,373,030
Triumph Group, Inc.		42,173		982,631
				22,314,534
Agriculture, Fishing & Ranching — 0.3%
Alico, Inc.		2,636		89,097
Andersons, Inc.		22,777		857,554
Cadiz, Inc.(a)(b)		21,475		239,446
Cal-Maine Foods, Inc.		26,631		1,286,277
Calavo Growers, Inc.		13,642		1,317,817
Fresh Del Monte Produce, Inc.		26,102		884,597
Limoneira Co.		12,743		332,720
Sanderson Farms, Inc.		17,514		1,810,422
				6,817,930
Air Transport — 0.6%
Air Transport Services Group, Inc.(a)		49,357		1,059,695
Allegiant Travel Co.		11,025		1,397,970
Atlas Air Worldwide Holdings, Inc.(a)		20,365		1,298,269
Bristow Group, Inc.(a)		30,356		368,218
Era Group, Inc.(a)		18,226		225,091
Hawaiian Holdings, Inc.		43,030		1,725,503
Mesa Air Group, Inc.(a)		8,373		116,050
PHI, Inc.(a)		8,869		82,836
SkyWest, Inc.		43,853		2,582,942

Security	Shares		Value
Air Transport (continued)
Spirit Airlines, Inc.(a)		58,652	$	2,754,884
				11,611,458
Alternative Energy — 0.1%
Ameresco, Inc., Class A(a)		17,465		238,397
EP Energy Corp., Class A(a)(b)		34,582		80,922
Green Brick Partners, Inc.(a)		19,472		196,667
Green Plains, Inc.		32,823		564,556
Infrastructure and Energy Alternatives, Inc.(a)		12,518		131,439
REX American Resources Corp.(a)		4,949		373,897
TerraForm Power, Inc., Class A		65,114		752,067
Vivint Solar, Inc.(a)(b)		26,565		138,138
				2,476,083
Aluminum — 0.1%
Century Aluminum Co.(a)		44,491		532,557
Kaiser Aluminum Corp.		13,862		1,511,790
				2,044,347
Asset Management & Custodian — 0.7%
Arlington Asset Investment Corp., Class A(b)		22,590		210,991
Artisan Partners Asset Management, Inc., Class A		41,475		1,343,790
Ashford, Inc.(a)		542		41,121
B. Riley Financial, Inc.		17,987		407,405
BrightSphere Investment Group PLC		69,669		863,896
Cohen & Steers, Inc.		19,841		805,743
Cowen, Inc., Class A(a)(b)		25,240		411,412
Diamond Hill Investment Group, Inc.		3,098		512,378
Federated Investors, Inc., Class B		83,615		2,016,794
Focus Financial Partners, Inc., Class A(a)		16,323		774,690
GAMCO Investors, Inc., Class A		4,574		107,123
Hamilton Lane, Inc., Class A		14,060		622,577
Oppenheimer Holdings, Inc., Class A		8,381		264,840
PJT Partners, Inc., Class A		17,573		919,946
Pzena Investment Management, Inc., Class A		13,814		131,786
Silvercrest Asset Management Group, Inc., Class A		6,963		96,437
Virtus Investment Partners, Inc.		6,261		712,189
Waddell & Reed Financial, Inc., Class A		67,827		1,436,576
Westwood Holdings Group, Inc.		6,931		358,610
WisdomTree Investments, Inc.		102,449		868,767
				12,907,071
Auto Parts — 0.8%
American Axle & Manufacturing Holdings, Inc.(a)		95,724		1,669,426
Dana, Inc.		125,679		2,346,427
Dorman Products, Inc.(a)(b)		22,924		1,763,314
Fox Factory Holding Corp.(a)		30,897		2,164,335
Gentherm, Inc.(a)(b)		31,528		1,432,947

1

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Auto Parts (continued)
Meritor, Inc.(a)		71,197	$	1,378,374
Standard Motor Products, Inc.		18,208		896,198
Stoneridge, Inc.(a)		23,644		702,700
Superior Industries International, Inc.		22,075		376,379
Tenneco, Inc.		43,746		1,843,456
Tower International, Inc.		17,203		520,391
				15,093,947
Auto Services — 0.1%
Cooper Tire & Rubber Co.		43,390		1,227,937
Back Office Support, HR & Consulting — 1.9%
ASGN, Inc.(a)(b)		43,565		3,438,585
Barrett Business Services, Inc.		6,277		419,178
BG Staffing, Inc.		7,370		200,464
CBIZ, Inc.(a)		44,271		1,049,223
ConvergeOne Holdings, Inc.(b)		24,616		229,175
Convergys Corp.		78,280		1,858,367
CRA International, Inc.		6,865		344,760
Exela Technologies, Inc.(a)(b)		38,751		276,295
ExlService Holdings, Inc.(a)		28,431		1,882,132
Forrester Research, Inc.		8,589		394,235
FTI Consulting, Inc.(a)		32,816		2,401,803
GP Strategies Corp.(a)		11,215		188,973
Hackett Group, Inc.		21,152		426,213
Heidrick & Struggles International, Inc.		15,667		530,328
Huron Consulting Group, Inc.(a)		19,160		946,504
ICF International, Inc.		15,582		1,175,662
Insperity, Inc.		32,966		3,888,340
Kelly Services, Inc., Class A		26,674		640,976
Kforce, Inc.		20,015		752,564
Korn/Ferry International		49,436		2,434,229
Liquidity Services, Inc.(a)		18,077		114,789
MAXIMUS, Inc.		54,637		3,554,683
Navigant Consulting, Inc.		39,427		909,187
NV5 Global, Inc.(a)		8,033		696,461
Paylocity Holding Corp.(a)		24,933		2,002,619
PFSweb, Inc.(a)		10,793		79,868
PRGX Global, Inc.(a)		14,323		124,610
Resources Connection, Inc.		25,920		430,272
ServiceSource International, Inc.(a)		55,512		158,209
Sykes Enterprises, Inc.(a)		34,057		1,038,398
TriNet Group, Inc.(a)		37,493		2,111,606
TrueBlue, Inc.(a)		36,097		940,327
TTEC Holdings, Inc.		12,936		335,042
WageWorks, Inc.(a)		34,194		1,461,793
				37,435,870
Banks: Diversified — 8.9%
1st Constitution Bancorp		4,716		97,621
1st Source Corp.		13,856		729,103
Access National Corp.		13,528		366,744
ACNB Corp.		5,264		195,821

Security	Shares		Value
Banks: Diversified (continued)
Allegiance Bancshares, Inc.(a)		10,918	$	455,281
Amalgamated Bank, Class A(a)(b)		8,352		161,110
Ambac Financial Group, Inc.(a)		13,687		279,489
American National Bankshares, Inc.		5,873		229,047
Ameris Bancorp		36,404		1,663,663
Ames National Corp.		6,736		183,556
Arrow Financial Corp.		10,460		387,007
Atlantic Capital Bancshares, Inc.(a)		22,560		377,880
Auburn National BanCorp., Inc.(b)		1,628		62,385
BancFirst Corp.		15,837		949,428
Banco Latinoamericano de Comercio Exterior SA		28,709		600,592
Bancorp, Inc.(a)		44,741		429,066
BancorpSouth Bank		82,049		2,683,002
Bank of Commerce Holdings		11,185		136,457
Bank of Marin Bancorp		5,901		495,094
Bank of NT Butterfield & Son Ltd.		46,760		2,424,974
The Bank of Princeton(a)		4,117		125,733
Bankwell Financial Group, Inc.		4,769		149,556
Banner Corp.		24,604		1,529,631
Bar Harbor Bankshares		13,203		379,190
Baycom Corp.(a)		9,985		266,400
BCB Bancorp, Inc.		10,036		138,999
Beneficial Bancorp, Inc.		60,645		1,024,900
Boston Private Financial Holdings, Inc.		62,441		852,320
Bridge Bancorp, Inc.		15,013		498,432
Bridgewater Bancshares, Inc.(a)		3,503		45,609
Bryn Mawr Bank Corp.		18,045		846,310
Business First Bancshares, Inc.		9,092		241,393
Byline Bancorp, Inc.(a)		15,309		347,514
C&F Financial Corp.		2,707		159,036
Cadence BanCorp		62,049		1,620,720
Cambridge Bancorp		2,930		263,671
Camden National Corp.		13,337		579,359
Capital City Bank Group, Inc.		9,499		221,707
Capitol Federal Financial, Inc.		113,311		1,443,582
Capstar Financial Holdings, Inc.		5,655		94,439
Carolina Financial Corp.		17,847		673,189
Cathay General Bancorp		67,857		2,811,994
CB Financial Services, Inc.		3,159		97,455
CBTX, Inc.		15,887		564,624
CenterState Bank Corp.		77,824		2,182,963
Central Pacific Financial Corp.		14,543		384,371
Central Valley Community Bancorp		10,418		225,133
Century Bancorp, Inc., Class A		2,339		168,993
Chemical Financial Corp.		61,355		3,276,357
Chemung Financial Corp.		3,505		148,717
Citizens & Northern Corp.		8,229		215,188
City Holding Co.		12,781		981,581
Civista Bancshares, Inc.		11,148		268,555
CNB Financial Corp.		12,146		350,534
Coastal Financial Corp.(a)(b)		5,284		89,828
Codorus Valley Bancorp, Inc.		6,265		195,719

2

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Banks: Diversified (continued)
Columbia Banking System, Inc.		62,293	$	2,415,100
Columbia Financial, Inc.(a)(b)		44,208		738,274
Community Bank System, Inc.		42,785		2,612,880
Community Bankers Trust Corp.(a)		15,012		132,106
Community Financial Corp.		3,382		113,060
Community Trust Bancorp, Inc.		14,060		651,681
ConnectOne Bancorp, Inc.		26,770		635,787
County Bancorp, Inc.		3,751		94,150
Customers Bancorp, Inc.(a)		25,352		596,533
CVB Financial Corp.		96,476		2,153,344
Eagle Bancorp, Inc.(a)		27,389		1,385,883
Enterprise Bancorp, Inc.		7,485		257,409
Enterprise Financial Services Corp.		20,286		1,076,172
Equity Bancshares, Inc., Class A(a)		11,348		445,522
Esquire Financial Holdings, Inc.(a)		5,996		149,660
Evans Bancorp, Inc.		3,549		166,626
Farmers & Merchants Bancorp, Inc./Archbold		7,573		322,534
Farmers National Banc Corp.		20,574		314,782
FB Financial Corp.		14,028		549,617
Fidelity D&D Bancorp, Inc.		2,175		150,031
Fidelity Southern Corp.		18,264		452,582
Financial Institutions, Inc.		13,536		425,030
First Bancorp, Inc.		8,037		232,832
First BanCorp, Puerto Rico(a)		184,254		1,676,711
First Bancorp/Southern Pines NC		24,841		1,006,309
First Bancshares, Inc.		10,280		401,434
First Bank/Hamilton		13,272		174,527
First Busey Corp.		37,894		1,176,609
First Business Financial Services, Inc.		6,638		153,869
First Choice Bancorp(b)		7,711		208,891
First Commonwealth Financial Corp.		85,044		1,372,610
First Community Bancshares, Inc.		14,362		486,585
First Community Corp.		6,430		155,606
First Connecticut Bancorp, Inc.		12,103		357,644
First Financial Bancorp		81,353		2,416,184
First Financial Bankshares, Inc.		55,359		3,271,717
First Financial Corp.		11,405		572,531
First Foundation, Inc.(a)		32,324		504,901
First Guaranty Bancshares, Inc.		2,919		74,989
First Internet Bancorp		8,248		251,152
First Interstate Bancsystem, Inc., Class A		28,970		1,297,856
First Merchants Corp.		42,983		1,933,805
First Mid-Illinois Bancshares, Inc.		11,548		465,731
First Midwest Bancorp, Inc.		87,276		2,320,669
First Northwest Bancorp(a)		7,943		122,322
First of Long Island Corp.		20,684		449,877
First Savings Financial Group, Inc.(b)		1,485		101,396
First United Corp.		4,827		90,748
Flagstar Bancorp, Inc.(a)		25,563		804,468
Franklin Financial Network, Inc.(a)		11,410		446,131
FS Bancorp, Inc.(b)		3,195		178,025
Fulton Financial Corp.		149,082		2,482,215

Security	Shares		Value
Banks: Diversified (continued)
German American Bancorp, Inc.		18,666	$	658,536
Glacier Bancorp, Inc.		72,343		3,117,260
Great Western Bancorp, Inc.		50,463		2,129,034
Guaranty Bancorp		22,718		674,725
Guaranty Bancshares, Inc.		6,179		186,791
Hancock Whitney Corp.		73,547		3,497,160
Hanmi Financial Corp.		27,187		676,956
HarborOne Bancorp, Inc.(a)(b)		13,246		253,264
Heartland Financial USA, Inc.		25,751		1,494,846
Heritage Commerce Corp.		35,029		522,633
Home BancShares, Inc.		136,112		2,980,853
Hope Bancorp, Inc.		108,223		1,749,966
Horizon Bancorp		32,842		648,629
Howard Bancorp, Inc.(a)		9,428		166,876
Iberiabank Corp.		47,695		3,879,988
Independent Bank Corp.		42,677		2,375,713
Independent Bank Group, Inc.		18,432		1,222,042
International Bancshares Corp.		48,789		2,195,505
Investar Holding Corp.		6,304		169,262
Lakeland Bancorp, Inc.		41,693		752,559
Lakeland Financial Corp.		21,600		1,003,968
LCNB Corp.		6,538		121,934
Level One Bancorp, Inc.		1,232		34,250
Live Oak Bancshares, Inc.(b)		22,518		603,482
Luther Burbank Corp.		18,446		200,692
Macatawa Bank Corp.		21,880		256,215
MB Financial, Inc.		71,274		3,286,444
MBT Financial Corp.		15,894		179,602
Mercantile Bank Corp.		13,921		464,544
Merchants Bancorp(b)		14,042		356,948
Metropolitan Bank Holding Corp.(a)		5,283		217,237
Mid Penn Bancorp, Inc.		3,876		112,985
Middlefield Banc Corp.		2,133		100,464
Midland States Bancorp, Inc.		18,898		606,626
MidSouth Bancorp, Inc.(b)		12,344		190,098
MVB Financial Corp.		5,412		97,524
National Bank Holdings Corp., Class A		25,335		953,863
National Bankshares, Inc.		5,181		235,476
National Commerce Corp.(a)(b)		15,027		620,615
NBT Bancorp, Inc.		36,304		1,393,348
Nicolet Bankshares, Inc.(a)(b)		7,264		395,961
Northeast Bancorp		6,318		137,101
Northrim BanCorp, Inc.		6,697		278,260
Norwood Financial Corp.		4,063		159,107
Oak Valley Bancorp		5,507		108,213
OFG Bancorp		37,169		600,279
Ohio Valley Banc Corp.		3,217		117,903
Old Line Bancshares, Inc.		13,750		435,050
Old National Bancorp		130,308		2,514,944
Old Second Bancorp, Inc.		26,675		412,129
OP Bancorp(a)		11,432		132,611
Opus Bank		16,678		456,977
Origin Bancorp, Inc.(b)		15,006		564,976
Orrstown Financial Services, Inc.		5,312		126,426

3

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Banks: Diversified (continued)
Pacific City Financial Corp.		9,760	$	188,758
Pacific Mercantile Bancorp(a)		10,562		98,755
Pacific Premier Bancorp, Inc.(a)		39,420		1,466,424
Park National Corp.		11,808		1,246,452
Parke Bancorp, Inc.		5,409		121,432
PCSB Financial Corp.(b)		15,013		305,364
Peapack Gladstone Financial Corp.		16,323		504,217
Penns Woods Bancorp, Inc.		3,826		166,240
People’s Utah Bancorp		13,259		450,143
Peoples Bancorp of North Carolina, Inc.		2,922		84,270
Peoples Bancorp, Inc.		15,471		541,949
Peoples Financial Services Corp.		5,295		224,508
Preferred Bank		12,435		727,447
Premier Financial Bancorp, Inc.		10,062		186,046
Provident Financial Services, Inc.		53,454		1,312,296
QCR Holdings, Inc.		10,801		441,221
RBB Bancorp		12,138		297,381
Reliant Bancorp Inc.(b)		8,546		218,521
Renasant Corp.		41,787		1,722,042
Republic Bancorp, Inc., Class A		8,276		381,524
Republic First Bancorp, Inc.(a)		32,229		230,437
S&T Bancorp, Inc.		29,325		1,271,532
Sandy Spring Bancorp, Inc.		29,762		1,169,944
SB One Bancorp		4,895		123,354
Seacoast Banking Corp. of Florida(a)		39,164		1,143,589
Select Bancorp, Inc.(a)		10,145		125,798
ServisFirst Bancshares, Inc.		40,615		1,590,077
Shore Bancshares, Inc.		8,635		153,876
Sierra Bancorp		12,726		367,781
Simmons First National Corp., Class A		77,969		2,296,187
SmartFinancial, Inc.(a)		10,226		240,822
South State Corp.		31,493		2,582,426
Southern First Bancshares, Inc.(a)		5,118		201,137
Southern National Bancorp of Virginia, Inc.		15,867		257,045
Southside Bancshares, Inc.		28,722		999,526
Spirit of Texas Bancshares, Inc.(a)		1,760		37,998
State Bank Financial Corp.		32,609		984,140
Stock Yards Bancorp, Inc.		18,549		673,329
Summit Financial Group, Inc.		8,223		190,856
Tompkins Financial Corp.		13,037		1,058,474
TowneBank		57,020		1,759,067
Trico Bancshares		22,498		868,873
TriState Capital Holdings, Inc.(a)		21,225		585,810
Triumph Bancorp, Inc.(a)		20,854		796,623
TrustCo Bank Corp. NY		79,749		677,866
Trustmark Corp.		58,622		1,972,630
UMB Financial Corp.		39,234		2,781,691
Union Bankshares Corp.		55,943		2,155,484
Union Bankshares, Inc.		3,464		184,112
United Bankshares, Inc.		85,837		3,120,175
United Community Banks, Inc.		58,339		1,627,075
United Community Financial Corp.		43,499		420,635

Security	Shares		Value
Banks: Diversified (continued)
United Security Bancshares		12,251	$	135,986
Unity Bancorp, Inc.		5,290		121,141
Univest Corp. of Pennsylvania		24,091		637,207
Valley National Bancorp		277,548		3,122,415
Veritex Holdings, Inc.(a)		20,604		582,269
Washington Trust Bancorp, Inc.		13,797		762,974
WesBanco, Inc.		45,165		2,013,456
West BanCorp., Inc.		13,705		322,067
Westamerica BanCorp		21,949		1,320,452
				176,578,305
Banks: Savings, Thrift & Mortgage Lending — 1.4%
Axos Financial, Inc.(a)(b)		51,034		1,755,059
Banc of California, Inc.		36,938		698,128
BankFinancial Corp.		9,957		158,715
Berkshire Hills Bancorp, Inc.		35,077		1,427,634
Brookline Bancorp, Inc.		68,462		1,143,315
BSB Bancorp, Inc.(a)		7,883		256,986
Dime Community Bancshares, Inc.		28,515		508,993
Entegra Financial Corp.(a)		4,639		123,165
ESSA Bancorp, Inc.		7,564		122,991
First Defiance Financial Corp.		16,554		498,441
First Financial Northwest, Inc.		6,511		107,887
Flushing Financial Corp.		24,296		592,822
Great Southern Bancorp, Inc.		10,136		561,028
Greene County Bancorp, Inc.		2,931		94,085
Heritage Financial Corp.		31,317		1,100,793
Hingham Institution for Savings		1,039		228,383
Home Bancorp, Inc.		6,919		300,838
HomeStreet, Inc.(a)		21,228		562,542
Investors Bancorp, Inc.		214,346		2,630,025
Kearny Financial Corp.		83,602		1,157,888
Ladder Capital Corp.		74,085		1,255,000
LegacyTexas Financial Group, Inc.		40,999		1,746,557
Malvern Bancorp, Inc.(a)		4,717		112,972
Meridian Bancorp, Inc.		42,533		723,061
MutualFirst Financial, Inc.		4,111		151,490
Northfield Bancorp, Inc.		37,958		604,291
Northwest Bancshares, Inc.		81,504		1,411,649
OceanFirst Financial Corp.		40,864		1,112,318
Oconee Federal Financial Corp.		624		16,804
Ocwen Financial Corp.(a)		98,133		386,644
Oritani Financial Corp.		34,519		536,770
Ponce de Leon Federal Bank(a)		5,512		83,286
Provident Bancorp, Inc.(a)		3,169		91,743
Prudential Bancorp, Inc.		5,921		102,493
Riverview Bancorp, Inc.		16,272		143,844
SI Financial Group, Inc.		8,489		118,846
Southern Missouri Bancorp, Inc.		6,943		258,766
Sterling Bancorp, Inc.		18,539		209,676
Territorial Bancorp, Inc.		5,600		165,480
Timberland Bancorp, Inc.		4,977		155,482
United Financial Bancorp, Inc.		44,061		741,547

4

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Banks: Savings, Thrift & Mortgage Lending (continued)
Washington Federal, Inc.		71,927	$	2,301,664
Waterstone Financial, Inc.		22,879		392,375
Western New England Bancorp, Inc.		18,281		197,435
WSFS Financial Corp.		26,301		1,240,092
				28,290,003
Beverage: Brewers & Distillers — 0.1%
Boston Beer Co., Inc., Class A(a)(b)		7,207		2,072,012
Castle Brands, Inc.(a)(b)		79,609		85,182
Craft Brew Alliance, Inc.(a)		10,122		165,495
Primo Water Corp.(a)		28,095		507,115
				2,829,804
Beverage: Soft Drinks — 0.1%
Celsius Holdings, Inc.(a)(b)		16,293		65,661
Coca-Cola Bottling Co. Consolidated(b)		4,134		753,546
Farmer Bros Co.(a)		7,860		207,504
National Beverage Corp.(a)		9,975		1,163,284
				2,189,995
Biotechnology — 6.2%
Acceleron Pharma, Inc.(a)(b)		33,101		1,894,370
Acorda Therapeutics, Inc.(a)		37,123		729,467
ADMA Biologics, Inc.(a)(b)		16,769		104,135
Aduro Biotech, Inc.(a)		55,210		405,793
Adverum Biotechnologies, Inc.(a)		49,005		296,480
Aeglea BioTherapeutics, Inc.(a)		14,074		134,688
Agenus, Inc.(a)		58,855		125,950
Aimmune Therapeutics, Inc.(a)(b)		37,137		1,013,097
Akcea Therapeutics, Inc.(a)(b)		10,927		382,664
Akebia Therapeutics, Inc.(a)		42,836		378,242
Albireo Pharma, Inc.(a)(b)		8,497		280,061
Alder Biopharmaceuticals, Inc.(a)(b)		49,985		832,250
Aldeyra Therapeutics, Inc.(a)		11,586		159,887
Allakos, Inc.(a)(b)		7,044		316,910
Allena Pharmaceuticals, Inc.(a)		8,497		91,258
AMAG Pharmaceuticals, Inc.(a)(b)		28,734		574,680
Amicus Therapeutics, Inc.(a)		162,274		1,961,893
AnaptysBio, Inc.(a)		16,483		1,644,509
ANI Pharmaceuticals, Inc.(a)(b)		6,525		368,924
Apellis Pharmaceuticals, Inc.(a)		30,943		550,167
Aptinyx, Inc.(a)		11,275		326,524
Arbutus Biopharma Corp.(a)		30,665		289,784
Arcus Biosciences, Inc.(a)		7,737		107,854
Ardelyx, Inc.(a)		37,013		161,007
Arena Pharmaceuticals, Inc.(a)		42,431		1,952,675
ArQule, Inc.(a)		92,637		524,325
Array BioPharma, Inc.(a)		174,529		2,652,841
Arsanis, Inc.(a)		2,817		4,564
Assembly Biosciences, Inc.(a)		17,958		666,960
Atara Biotherapeutics, Inc.(a)(b)		35,961		1,486,987
Athenex, Inc.(a)		37,373		580,776
Athersys, Inc.(a)		88,005		184,811
Audentes Therapeutics, Inc.(a)		27,357		1,083,064

Security	Shares		Value
Biotechnology (continued)
AVEO Pharmaceuticals, Inc.(a)(b)		95,331	$	315,546
Avid Bioservices, Inc.(a)		44,864		307,767
Avrobio, Inc.(a)		5,174		268,375
Bellicum Pharmaceuticals, Inc.(a)		29,473		181,554
BioCryst Pharmaceuticals, Inc.(a)		93,203		711,139
Biohaven Pharmaceutical Holding Co. Ltd.(a)		23,390		878,294
BioTelemetry, Inc.(a)		27,799		1,791,646
BioTime, Inc.(a)(b)		70,544		165,778
Blueprint Medicines Corp.(a)		35,276		2,753,645
Calithera Biosciences, Inc.(a)		25,571		134,248
Calyxt, Inc.(a)(b)		5,813		88,765
CASI Pharmaceuticals, Inc.(a)		44,846		209,431
Catalyst Biosciences, Inc.(a)		8,700		93,786
Catalyst Pharmaceutical, Inc.(a)		88,253		333,596
Celcuity, Inc.(a)(b)		5,575		160,337
Cellular Biomedicine Group, Inc.(a)(b)		9,668		175,474
ChemoCentryx, Inc.(a)		20,784		262,710
Clearside Biomedical, Inc.(a)		20,683		127,200
Clovis Oncology, Inc.(a)(b)		40,779		1,197,679
Codexis, Inc.(a)(b)		42,800		734,020
Cohbar, Inc.(a)(b)		16,379		70,593
Coherus Biosciences, Inc.(a)		44,400		732,600
Collegium Pharmaceutical, Inc.(a)		25,561		376,769
Corbus Pharmaceuticals Holdings, Inc.(a)(b)		38,893		293,642
Corium International, Inc.(a)(b)		25,892		246,233
Crinetics Pharmaceuticals, Inc.(a)		5,899		169,006
CTI BioPharma Corp.(a)		37,184		80,317
Cue Biopharma, Inc.(a)(b)		15,100		136,655
Cymabay Therapeutics, Inc.(a)		50,143		555,584
Cytokinetics, Inc.(a)		41,228		406,096
CytomX Therapeutics, Inc.(a)		38,029		703,536
CytoSorbents Corp.(a)(b)		24,905		321,275
Deciphera Pharmaceuticals, Inc.(a)		7,280		281,882
Denali Therapeutics, Inc.(a)		38,861		844,838
Dermira, Inc.(a)(b)		28,092		306,203
Dova Pharmaceuticals, Inc.(a)		9,613		201,585
Dynavax Technologies Corp.(a)		53,719		666,116
Editas Medicine, Inc.(a)		39,093		1,243,939
Eidos Therapeutics, Inc.(a)(b)		6,100		60,878
Emergent Biosolutions, Inc.(a)		38,235		2,517,010
Enzo Biochem, Inc.(a)		35,215		145,086
Epizyme, Inc.(a)(b)		43,299		458,969
Evelo Biosciences, Inc.(a)(b)		3,900		47,502
Fate Therapeutics, Inc.(a)		45,220		736,634
Fennec Pharmaceuticals, Inc.(a)		8,215		67,363
FibroGen, Inc.(a)		63,987		3,887,210
Five Prime Therapeutics, Inc.(a)		29,060		404,515
Fortress Biotech, Inc.(a)		27,724		44,358
Forty Seven, Inc.(a)		6,868		102,471
G1 Therapeutics, Inc.(a)(b)		17,402		909,951
GenMark Diagnostics, Inc.(a)(b)		45,214		332,323
Genomic Health, Inc.(a)		17,681		1,241,560

5

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Biotechnology (continued)
Geron Corp.(a)(b)		144,395	$	254,135
Global Blood Therapeutics, Inc.(a)(b)		42,625		1,619,750
GlycoMimetics, Inc.(a)(b)		28,838		415,267
GTx, Inc.(a)(b)		5,095		7,999
Halozyme Therapeutics, Inc.(a)		108,611		1,973,462
Harvard Bioscience, Inc.(a)(b)		27,918		146,570
Heron Therapeutics, Inc.(a)		58,952		1,865,831
Homology Medicines, Inc.(a)(b)		7,549		172,570
ImmunoGen, Inc.(a)		122,711		1,162,073
Immunomedics, Inc.(a)		121,583		2,532,574
Innovate Biopharmaceuticals, Inc.(a)(b)		13,536		92,451
Inovio Pharmaceuticals, Inc.(a)		73,011		405,941
Insmed, Inc.(a)		66,403		1,342,669
Insys Therapeutics, Inc.(a)(b)		21,949		221,246
Intellia Therapeutics, Inc.(a)(b)		28,435		813,810
Intercept Pharmaceuticals, Inc.(a)		18,746		2,368,745
Intrexon Corp.(a)		62,917		1,083,431
Invitae Corp.(a)(b)		56,715		948,842
Iovance Biotherapeutics, Inc.(a)		72,529		815,951
Jounce Therapeutics, Inc.(a)(b)		13,152		85,488
Kadmon Holdings, Inc.(a)		84,934		283,680
Kala Pharmaceuticals, Inc.(a)		9,206		90,863
Karyopharm Therapeutics, Inc.(a)		41,713		710,372
Keryx Biopharmaceuticals, Inc.(a)(b)		75,350		256,190
Kezar Life Sciences, Inc.(a)		4,288		91,806
Kindred Biosciences, Inc.(a)		23,710		330,755
Kiniksa Pharmaceuticals Ltd.(a)(b)		5,429		138,440
Kura Oncology, Inc.(a)		24,203		423,552
Lexicon Pharmaceuticals, Inc.(a)(b)		38,695		412,876
Ligand Pharmaceuticals, Inc.(a)		17,913		4,916,939
Loxo Oncology, Inc.(a)		23,001		3,929,261
MacroGenics, Inc.(a)		32,058		687,324
Madrigal Pharmaceuticals, Inc.(a)(b)		5,937		1,271,290
Magenta Therapeutics, Inc.(a)		3,307		39,717
MannKind Corp.(a)(b)		132,025		241,606
Marinus Pharmaceuticals, Inc.(a)(b)		30,181		301,810
MediciNova, Inc.(a)(b)		35,041		437,662
Menlo Therapeutics, Inc.(a)		8,099		79,775
Mersana Therapeutics, Inc.(a)		9,182		91,820
Minerva Neurosciences, Inc.(a)(b)		27,808		348,990
Miragen Therapeutics, Inc.(a)		22,050		123,039
Mirati Therapeutics, Inc.(a)		17,256		812,758
Molecular Templates, Inc.(a)		6,393		34,458
Momenta Pharmaceuticals, Inc.(a)		65,605		1,725,411
Mustang Bio, Inc.(a)		10,831		64,444
Myriad Genetics, Inc.(a)		57,251		2,633,546
NantKwest, Inc.(a)		16,787		62,112
Natera, Inc.(a)		28,196		675,012
Neon Therapeutics, Inc.(a)		5,220		44,579
Neos Therapeutics, Inc.(a)		20,567		99,750
NewLink Genetics Corp.(a)		24,502		58,560
Novavax, Inc.(a)(b)		327,858		616,373
Nymox Pharmaceutical Corp.(a)(b)		22,158		54,509

Security	Shares		Value
Biotechnology (continued)
Odonate Therapeutics, Inc.(a)		5,407	$	104,950
Omeros Corp.(a)(b)		39,150		955,651
OPKO Health, Inc.(a)(b)		275,090		951,811
Organovo Holdings, Inc.(a)		79,322		91,220
Ovid therapeutics, Inc.(a)		11,717		66,435
Pacific Biosciences of California, Inc.(a)		104,937		567,709
Palatin Technologies, Inc.(a)		165,541		165,127
PDL BioPharma, Inc.(a)		115,664		304,196
Pfenex, Inc.(a)		27,026		138,103
Pieris Pharmaceuticals, Inc.(a)(b)		38,490		215,544
Progenics Pharmaceuticals, Inc.(a)		72,165		452,475
Proteostasis Therapeutics, Inc.(a)(b)		18,277		44,048
Prothena Corp. PLC(a)		34,643		453,130
PTC Therapeutics, Inc.(a)(b)		38,636		1,815,892
Pulse Biosciences, Inc.(a)		9,268		131,513
Puma Biotechnology, Inc.(a)(b)		24,656		1,130,478
Ra Pharmaceuticals, Inc.(a)		10,507		190,072
RadNet, Inc.(a)		34,601		520,745
Recro Pharma, Inc.(a)		15,749		111,975
REGENXBIO, Inc.(a)		27,087		2,045,068
Repligen Corp.(a)(b)		33,454		1,855,359
Replimune Group, Inc.(a)		6,305		101,511
resTORbio, Inc.(a)(b)		4,329		65,541
Retrophin, Inc.(a)		34,468		990,266
Rhythm Pharmaceuticals, Inc.(a)		12,967		378,247
Rigel Pharmaceuticals, Inc.(a)		142,653		457,916
Rocket Pharmaceuticals, Inc.(a)(b)		18,099		445,597
Rockwell Medical, Inc.(a)(b)		36,905		155,739
RTI Surgical, Inc.(a)		45,686		205,587
Rubius Therapeutics, Inc.(a)		10,337		248,088
Sangamo Therapeutics, Inc.(a)(b)		87,903		1,489,956
Savara, Inc.(a)		23,625		263,655
Scholar Rock Holding Corp.(a)		5,144		132,458
Selecta Biosciences, Inc.(a)		14,710		228,741
Seres Therapeutics, Inc.(a)		14,042		106,579
Sienna Biopharmaceuticals, Inc.(a)		14,140		209,555
Solid Biosciences, Inc.(a)		10,408		491,049
Sorrento Therapeutics, Inc.(a)(b)		93,485		411,334
Spark Therapeutics, Inc.(a)(b)		26,879		1,466,249
Spero Therapeutics, Inc.(a)		8,851		93,024
Spring Bank Pharmaceuticals, Inc.(a)		11,561		139,310
Stemline Therapeutics, Inc.(a)		24,539		407,347
Surface Oncology, Inc.(a)		5,345		58,474
Syneos Health, Inc.(a)(b)		53,070		2,735,758
Synergy Pharmaceuticals, Inc.(a)(b)		221,422		376,417
Synlogic, Inc.(a)(b)		11,178		158,839
Syros Pharmaceuticals, Inc.(a)(b)		22,992		273,835
Tocagen, Inc.(a)		14,746		229,890
Translate Bio, Inc.(a)		8,000		80,000
Tricida, Inc.(a)		9,915		302,903
Tyme Technologies, Inc.(a)		30,530		84,873
UNITY Biotechnology, Inc.(a)(b)		3,527		57,455
Unum Therapeutics, Inc.(a)(b)		2,575		26,523

6

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Biotechnology (continued)
Vanda Pharmaceuticals, Inc.(a)		44,594	$	1,023,432
Veracyte, Inc.(a)		22,610		215,926
Verastem, Inc.(a)(b)		58,714		425,676
Vericel Corp.(a)(b)		36,756		520,097
Verrica Pharmaceuticals, Inc.(a)		4,814		78,228
Viking Therapeutics, Inc.(a)		44,351		772,594
Vital Therapies, Inc.(a)		22,245		6,126
Xencor, Inc.(a)		39,508		1,539,627
Xeris Pharmaceuticals, Inc.(a)		5,574		97,991
XOMA Corp.(a)		5,052		88,764
ZIOPHARM Oncology, Inc.(a)(b)		108,749		347,997
				122,470,045
Building Materials — 1.1%
Armstrong Flooring, Inc.(a)		16,457		297,872
BlueLinx Holdings, Inc.(a)(b)		7,161		225,500
Builders FirstSource, Inc.(a)		97,345		1,429,025
Caesarstone Ltd.		20,201		374,729
Continental Building Products, Inc.(a)		31,999		1,201,562
Gibraltar Industries, Inc.(a)		27,559		1,256,690
Griffon Corp.		29,345		473,922
Louisiana-Pacific Corp.		122,923		3,256,230
Masonite International Corp.(a)		23,386		1,499,043
NCI Building Systems, Inc.(a)		37,453		567,413
Patrick Industries, Inc.(a)		20,315		1,202,648
PGT Innovations, Inc.(a)		42,032		907,891
Quanex Building Products Corp.		30,826		561,033
Simpson Manufacturing Co., Inc.		35,288		2,556,969
Summit Materials, Inc., Class A(a)(b)		96,569		1,755,624
Trex Co., Inc.(a)		50,644		3,898,575
				21,464,726
Building: Climate Control — 0.2%
AAON, Inc.		35,263		1,332,941
Comfort Systems USA, Inc.		31,424		1,772,314
				3,105,255
Building: Roofing, Wallboard & Plumbing — 0.2%
Beacon Roofing Supply, Inc.(a)(b)		58,263		2,108,538
Forterra, Inc.(a)		16,545		123,426
Foundation Building Materials, Inc.(a)		13,471		167,983
JELD-WEN Holding, Inc.(a)(b)		58,635		1,445,939
				3,845,886
Cable Television Services — 0.3%
Liberty Latin America Ltd., Class A(a)(b)		38,105		794,108
Liberty Latin America Ltd., Class C(a)(b)		96,333		1,987,350
Roku, Inc.(a)(b)		37,081		2,708,025
WideOpenWest, Inc.(a)		25,076		281,102
				5,770,585
Casinos & Gambling — 0.4%
Boyd Gaming Corp.		76,021		2,573,311
Century Casinos, Inc.(a)		40,665		303,361

Security	Shares		Value
Casinos & Gambling (continued)
Eldorado Resorts, Inc.(a)(b)		57,051	$	2,772,679
Monarch Casino & Resort, Inc.(a)		9,796		445,228
Penn National Gaming, Inc.(a)(b)		37,096		1,221,200
Scientific Games Corp., Class A(a)		47,058		1,195,273
				8,511,052
Cement — 0.0%
US Concrete, Inc.(a)		13,626		624,752
Chemicals: Diversified — 0.9%
AdvanSix, Inc.(a)		26,297		892,783
AgroFresh Solutions, Inc.(a)(b)		26,865		167,369
American Vanguard Corp.		23,998		431,964
CSW Industrials, Inc.(a)		13,281		713,190
GCP Applied Technologies, Inc.(a)		61,837		1,641,772
Hawkins, Inc.		7,647		316,968
Ingevity Corp.(a)		36,354		3,703,746
Innophos Holdings, Inc.		16,783		745,165
KMG Chemicals, Inc.		12,543		947,749
Landec Corp.(a)		21,873		314,971
LSB Industries, Inc.(a)		18,051		176,539
Marrone Bio Innovations, Inc.(a)		38,512		70,477
Nexeo Solutions, Inc.(a)		24,096		295,176
OMNOVA Solutions, Inc.(a)		38,012		374,418
PolyOne Corp.		68,461		2,993,115
Rayonier Advanced Materials, Inc.		43,684		805,096
Sensient Technologies Corp.		36,515		2,793,763
Tronox Ltd., Class A		80,956		967,424
				18,351,685
Chemicals: Specialty — 0.6%
A. Schulman, Inc.(c)		21,120		40,339
Advanced Emissions Solutions, Inc.		2,275		27,209
Amyris, Inc.(a)		24,864		197,420
Balchem Corp.		27,487		3,081,018
FutureFuel Corp.		22,319		413,794
Innospec, Inc.		21,002		1,611,904
Kraton Corp.(a)		26,901		1,268,382
PQ Group Holdings, Inc.(a)		31,183		544,767
Quaker Chemical Corp.		11,161		2,256,866
Stepan Co.		17,289		1,504,316
Valhi, Inc.		18,357		41,854
				10,987,869
Coal — 0.3%
Arch Coal, Inc., Class A		15,556		1,390,706
Cloud Peak Energy, Inc.(a)(b)		51,615		118,714
CONSOL Energy, Inc.(a)		24,054		981,644
Hallador Energy Co.		12,927		80,406
Peabody Energy Corp.		66,984		2,387,310
Ramaco Resources, Inc.(a)		4,174		31,138

7

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Coal (continued)
Warrior Met Coal, Inc.		36,897	$	997,695
				5,987,613
Commercial Banks — 0.1%
Blue Hills Bancorp, Inc.		20,221		487,326
Green Bancorp, Inc.		22,696		501,582
HomeTrust Bancshares, Inc.(a)		16,361		476,923
				1,465,831
Commercial Finance & Mortgage Companies — 0.2%
Federal Agricultural Mortgage Corp., Class C		7,909		570,871
Impac Mortgage Holdings, Inc.(a)		6,777		50,760
Meta Financial Group, Inc.		8,058		665,994
On Deck Capital, Inc.(a)		45,738		346,237
PennyMac Financial Services, Inc. (f)		3,162		66,086
RE/MAX Holdings, Inc., Class A		16,247		720,554
Walker & Dunlop, Inc.		23,783		1,257,645
				3,678,147
Commercial Services & Supplies — 0.1%
Information Services Group, Inc.(a)		36,209		173,079
National Research Corp., Class A		9,585		369,981
Weight Watchers International, Inc.(a)		32,915		2,369,551
				2,912,611
Commercial Services: Rental & Leasing — 0.8%
Aircastle Ltd.		47,336		1,037,132
CAI International, Inc.(a)		14,678		335,686
GATX Corp.		32,203		2,788,458
GMS, Inc.(a)		26,972		625,750
H&E Equipment Services, Inc.		27,415		1,035,739
Herc Holdings, Inc.(a)		20,684		1,059,021
Marlin Business Services Corp.		6,772		195,372
McGrath RentCorp		20,642		1,124,370
Mobile Mini, Inc.		38,084		1,669,983
NOW, Inc.(a)		92,443		1,529,932
PHH Corp.(a)		25,584		281,168
Rush Enterprises, Inc., Class B		3,130		124,856
SiteOne Landscape Supply, Inc.(a)(b)		34,068		2,566,683
Triton International Ltd.		44,883		1,493,257
Willis Lease Finance Corp.(a)		3,353		115,712
Willscot Corp.(a)(b)		30,802		528,254
				16,511,373
Commercial Vehicles & Parts — 0.4%
Blue Bird Corp.(a)		12,721		311,664
Commercial Vehicle Group, Inc.(a)		24,773		226,921
Cooper-Standard Holdings, Inc.(a)		15,348		1,841,453
Miller Industries, Inc.		9,747		262,194
Modine Manufacturing Co.(a)		44,563		663,989
Motorcar Parts of America, Inc.(a)(b)		16,433		385,354
Navistar International Corp.(a)		42,230		1,625,855
REV Group, Inc.		25,734		404,024

Security	Shares		Value
Commercial Vehicles & Parts (continued)
Rush Enterprises, Inc., Class A		26,517	$	1,042,383
Spartan Motors, Inc.		29,851		440,302
Wabash National Corp.		49,186		896,661
				8,100,800
Communications Equipment — 0.0%
Aerohive Networks, Inc.(a)		25,606		105,497
Communications Technology — 1.6%
ADTRAN, Inc.		41,574		733,781
Anixter International, Inc.(a)(b)		25,172		1,769,592
Avaya Holdings Corp.(a)(b)		91,855		2,033,670
Bel Fuse, Inc., Class B		7,822		207,283
Calix, Inc.(a)		38,822		314,458
Casa Systems, Inc.(a)		23,217		342,451
Ciena Corp.(a)		122,843		3,837,615
Comtech Telecommunications Corp.		19,979		724,638
DASAN Zhone Solutions, Inc.(a)		3,778		53,610
Digi International, Inc.(a)		23,825		320,446
Extreme Networks, Inc.(a)		96,155		526,930
Finisar Corp.(a)(b)		100,515		1,914,811
Harmonic, Inc.(a)(b)		72,608		399,344
Infinera Corp.(a)		129,931		948,496
Intelsat SA(a)		39,070		1,172,100
InterDigital, Inc.		29,804		2,384,320
KVH Industries, Inc.(a)(b)		12,526		164,091
Loral Space & Communications, Inc.(a)		10,883		494,088
Lumentum Holdings, Inc.(a)(b)		53,673		3,217,696
Maxar Technologies Ltd.		48,330		1,598,273
NeoPhotonics Corp.(a)		27,408		227,486
NETGEAR, Inc.(a)		26,805		1,684,694
Ooma, Inc.(a)(b)		17,806		295,580
Plantronics, Inc.		28,509		1,719,093
Quantenna Communications, Inc.(a)		29,554		545,271
Ribbon Communications, Inc.(a)		46,875		320,156
TeleNav, Inc.(a)		22,033		111,267
ViaSat, Inc.(a)(b)		47,459		3,035,003
				31,096,243
Computer Services Software & Systems — 6.2%
A10 Networks, Inc.(a)		39,385		239,461
ACI Worldwide, Inc.(a)(b)		98,690		2,777,137
Alarm.com Holdings, Inc.(a)(b)		26,187		1,503,134
Altair Engineering, Inc., Class A(a)(b)		25,938		1,127,006
Alteryx, Inc., Class A(a)(b)		25,086		1,435,170
American Software, Inc., Class A		24,258		294,249
Appfolio, Inc., Class A(a)		13,023		1,021,003
Asure Software, Inc.(a)		7,214		89,598
Avalara, Inc.(a)(b)		7,454		260,368
Avid Technology, Inc.(a)		19,459		115,392
Benefitfocus, Inc.(a)(b)		19,223		777,570
Blackbaud, Inc.		41,114		4,172,249
Blackline, Inc.(a)		30,797		1,739,107

8

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Computer Services Software & Systems (continued)
Blucora, Inc.(a)		40,755	$	1,640,389
Bottomline Technologies, Inc.(a)		34,545		2,511,767
Box, Inc., Class A(a)		105,888		2,531,782
Brightcove, Inc.(a)		31,814		267,238
CACI International, Inc., Class A(a)		21,092		3,884,092
Carbon Black, Inc.(a)		5,813		123,119
Cargurus, Inc.(a)		42,837		2,385,592
Cision Ltd.(a)		46,136		775,085
Cloudera, Inc.(a)		88,571		1,563,278
CommVault Systems, Inc.(a)		33,730		2,361,100
Cornerstone OnDemand, Inc.(a)		46,732		2,652,041
Coupa Software, Inc.(a)		46,055		3,642,950
CSG Systems International, Inc.		28,466		1,142,625
Digimarc Corp.(a)		10,098		317,582
Ebix, Inc.		20,737		1,641,334
Endurance International Group Holdings, Inc.(a)		59,136		520,397
Envestnet, Inc.(a)(b)		37,648		2,294,646
ePlus, Inc.(a)		11,510		1,066,977
Everbridge, Inc.(a)(b)		23,136		1,333,559
Evolent Health, Inc., Class A(a)		57,865		1,643,366
ForeScout Technologies, Inc.(a)		24,785		935,882
Groupon, Inc.(a)		378,045		1,425,230
Hortonworks, Inc.(a)		60,461		1,379,115
HubSpot, Inc.(a)(b)		31,082		4,691,828
Imperva, Inc.(a)		30,157		1,400,793
Inovalon Holdings, Inc., Class A(a)		57,742		580,307
Internap Corp.(a)		18,079		228,338
KEYW Holding Corp.(a)(b)		44,782		387,812
Leaf Group Ltd.(a)		12,028		120,280
LendingClub Corp.(a)		274,009		1,063,155
Limelight Networks, Inc.(a)		92,402		463,858
LivePerson, Inc.(a)(b)		49,831		1,293,114
LiveRamp Holdings, Inc.(a)		65,823		3,252,314
Majesco(a)		1,856		14,013
ManTech International Corp., Class A		22,730		1,438,809
Meet Group, Inc.(a)(b)		63,406		313,860
Mercury Systems, Inc.(a)		40,068		2,216,562
MicroStrategy, Inc., Class A(a)		8,155		1,146,756
MINDBODY, Inc., Class A(a)(b)		36,850		1,497,952
Mitek Systems, Inc.(a)		26,089		183,927
Monotype Imaging Holdings, Inc.		36,233		731,907
Netscout Systems, Inc.(a)(b)		66,662		1,683,215
New Relic, Inc.(a)		37,991		3,579,892
NIC, Inc.		56,230		832,204
OneSpan, Inc.(a)		27,435		522,637
PAR Technology Corp.(a)		10,937		243,020
PDF Solutions, Inc.(a)(b)		21,569		194,768
Perficient, Inc.(a)		30,053		800,912
Perspecta, Inc.		123,199		3,168,678
Presidio, Inc.		27,541		420,000
Progress Software Corp.		38,743		1,367,240
PROS Holdings, Inc.(a)		26,739		936,400
Q2 Holdings, Inc.(a)		31,510		1,907,930

Security	Shares		Value
Computer Services Software & Systems (continued)
QAD, Inc., Class A		8,483	$	480,562
Rapid7, Inc.(a)		30,948		1,142,600
Reis, Inc.		7,578		174,294
Remark Holdings, Inc.(a)(b)		23,883		76,187
Rimini Street, Inc.(a)		6,017		37,967
SailPoint Technologies Holding, Inc.(a)		44,956		1,529,403
Science Applications International Corp.		36,339		2,928,923
SecureWorks Corp., Class A(a)		6,251		91,577
SendGrid, Inc.(a)		24,734		909,964
ShotSpotter, Inc.(a)(b)		6,177		378,588
Shutterstock, Inc.		16,455		898,114
Simulations Plus, Inc.		9,553		192,971
SPS Commerce, Inc.(a)		14,412		1,430,247
SYNNEX Corp.		25,788		2,184,244
Syntel, Inc.(a)		30,401		1,245,833
TechTarget, Inc.(a)		17,618		342,142
Telaria, Inc.(a)		31,719		120,215
Tenable Holdings, Inc.(a)		10,859		422,198
TiVo Corp.		103,653		1,290,480
Travelzoo(a)		4,478		53,064
Tucows, Inc., Class A(a)(b)		8,204		457,373
Unisys Corp.(a)		45,235		922,794
Upland Software, Inc.(a)		13,406		433,148
Varonis Systems, Inc.(a)		24,011		1,758,806
Verint Systems, Inc.(a)		54,769		2,743,927
Veritone, Inc.(a)(b)		5,225		54,497
VirnetX Holding Corp.(a)(b)		42,876		199,373
Virtusa Corp.(a)		24,057		1,292,101
Web.com Group, Inc.(a)		34,699		968,102
Workiva, Inc.(a)		24,392		963,484
Yelp, Inc.(a)		69,444		3,416,645
Yext, Inc.(a)		69,618		1,649,947
Zix Corp.(a)		40,941		227,223
Zscaler, Inc.(a)		12,002		489,442
				121,779,506
Computer Technology — 0.4%
3D Systems Corp.(a)(b)		93,149		1,760,516
Cray, Inc.(a)		35,030		753,145
Diebold Nixdorf, Inc.		69,551		312,980
Immersion Corp.(a)		22,365		236,398
Impinj, Inc.(a)(b)		14,071		349,242
Insight Enterprises, Inc.(a)		29,967		1,620,915
PC Connection, Inc.		9,824		382,055
Safeguard Scientifics, Inc.(a)(b)		12,119		113,313
Stratasys Ltd.(a)(b)		43,796		1,012,126
Synaptics, Inc.(a)		29,865		1,362,441
USA Technologies, Inc.(a)(b)		45,459		327,305
				8,230,436
Construction — 0.4%
Aegion Corp.(a)		27,994		710,488
EMCOR Group, Inc.		49,764		3,737,774
Granite Construction, Inc.		37,682		1,722,067

9

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Construction (continued)
Great Lakes Dredge & Dock Corp.(a)		52,442	$	325,140
Orion Group Holdings, Inc.(a)		24,214		182,816
Primoris Services Corp.		36,038		894,463
Sterling Construction Co., Inc.(a)(b)		24,503		350,883
Tutor Perini Corp.(a)		30,990		582,612
				8,506,243
Consumer Electronics — 0.1%
Fitbit, Inc., Series A(a)(b)		177,314		948,630
Sonos, Inc.(a)(b)		14,000		224,560
Universal Electronics, Inc.(a)		12,124		477,079
Vuzix Corp.(a)(b)		26,298		172,252
XO Group, Inc.(a)		20,950		722,356
ZAGG, Inc.(a)		22,745		335,489
				2,880,366
Consumer Lending — 0.8%
Curo Group Holdings Corp.(a)		10,251		309,888
Elevate Credit, Inc.(a)		16,757		135,061
Encore Capital Group, Inc.(a)(b)		22,953		822,865
Enova International, Inc.(a)		28,217		812,650
Ezcorp, Inc., Class A(a)(b)		44,373		474,791
FirstCash, Inc.		37,575		3,081,150
LendingTree, Inc.(a)(b)		6,852		1,576,645
Marcus & Millichap, Inc.(a)		16,504		572,854
MGIC Investment Corp.(a)		310,191		4,128,642
MoneyGram International, Inc.(a)		23,789		127,271
Nelnet, Inc., Class A		15,967		912,833
PRA Group, Inc.(a)(b)		38,272		1,377,792
Regional Management Corp.(a)		9,237		266,303
World Acceptance Corp.(a)(b)		5,146		588,497
				15,187,242
Consumer Services: Miscellaneous — 0.3%
Cars.com, Inc.(a)(b)		60,338		1,665,932
Chuy’s Holdings, Inc.(a)(b)		14,763		387,529
Core-Mark Holding Co., Inc.		39,097		1,327,734
Del Frisco’s Restaurant Group, Inc.(a)		27,951		231,993
Nutrisystem, Inc.		25,643		950,073
Sotheby’s(a)		32,124		1,580,180
				6,143,441
Containers & Packaging — 0.1%
Greif, Inc., Class A		21,697		1,164,261
Greif, Inc., Class B		5,164		297,705
Myers Industries, Inc.		30,057		698,825
UFP Technologies, Inc.(a)		5,806		213,370
Veritiv Corp.(a)		9,972		362,981
				2,737,142
Cosmetics — 0.1%
elf Beauty, Inc.(a)(b)		20,093		255,784
Inter Parfums, Inc.		14,986		965,848

Security	Shares		Value
Cosmetics (continued)
Revlon, Inc., Class A(a)(b)		6,908	$	154,048
				1,375,680
Diversified Financial Services — 0.7%
Altisource Portfolio Solutions SA(a)		9,438		304,187
Associated Capital Group, Inc., Class A		3,120		132,756
Cannae Holdings, Inc.(a)		58,905		1,234,060
FCB Financial Holdings, Inc., Class A(a)		36,499		1,730,053
Greenhill & Co., Inc.		16,689		439,755
Hannon Armstrong Sustainable Infrastructure Capital, Inc.(b)		43,759		939,506
Houlihan Lokey, Inc.		29,399		1,320,897
MBIA, Inc.(a)		76,610		818,961
MidWestOne Financial Group, Inc.		9,710		323,440
Moelis & Co., Class A		38,988		2,136,542
Piper Jaffray Cos.		12,546		957,887
Stifel Financial Corp.		60,173		3,084,468
Tiptree, Inc., Class A		29,795		195,157
				13,617,669
Diversified Manufacturing Operations — 0.6%
Barnes Group, Inc.		40,916		2,906,263
Federal Signal Corp.		50,718		1,358,228
Harsco Corp.(a)		68,880		1,966,524
Lydall, Inc.(a)		14,956		644,604
OSI Systems, Inc.(a)		14,784		1,128,167
Raven Industries, Inc.		30,621		1,400,911
Standex International Corp.		10,842		1,130,278
TriMas Corp.(a)		39,934		1,213,994
				11,748,969
Diversified Materials & Processing — 0.4%
Belden, Inc.(b)		34,713		2,478,855
Cabot Microelectronics Corp.		21,800		2,249,106
Encore Wire Corp.		17,542		878,854
Energous Corp.(a)(b)		17,146		173,518
Insteel Industries, Inc.		15,371		551,511
Koppers Holdings, Inc.(a)		17,254		537,462
NL Industries, Inc.(a)		4,662		27,972
Synalloy Corp.		8,136		185,908
Tredegar Corp.		21,398		463,267
Uranium Energy Corp.(a)(b)		129,554		222,833
				7,769,286
Diversified Media — 0.0%
EW Scripps Co., Class A		38,845		640,943
Hemisphere Media Group, Inc.(a)(b)		16,019		223,465
				864,408
Diversified Retail — 0.8%
Big Lots, Inc.		34,566		1,444,513
BJ’s Wholesale Club Holdings, Inc.(a)		37,341		999,992
Dillard’s, Inc., Class A(b)		10,014		764,469

10

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Diversified Retail (continued)
Duluth Holdings, Inc., Class B(a)		7,965	$	250,579
Etsy, Inc.(a)		102,294		5,255,866
Gaia, Inc.(a)(b)		11,404		175,622
Hudson Ltd., Class A(a)		34,084		768,935
JC Penney Co., Inc.(a)(b)		272,198		451,849
Ollie’s Bargain Outlet Holdings, Inc.(a)		42,713		4,104,719
Overstock.com, Inc.(a)(b)		17,138		474,722
PriceSmart, Inc.		18,943		1,533,436
Sears Holdings Corp.(a)(b)		29,655		28,700
Winmark Corp.		2,274		377,484
				16,630,886
Drug & Grocery Store Chains — 0.2%
Diplomat Pharmacy, Inc.(a)		48,551		942,375
Ingles Markets, Inc., Class A		12,470		427,097
PetMed Express, Inc.		16,528		545,589
Rite Aid Corp.(a)(b)		900,242		1,152,310
Smart & Final Stores, Inc.(a)		17,746		101,152
SuperValu, Inc.(a)(b)		32,682		1,053,014
Village Super Market, Inc., Class A		5,864		159,501
Weis Markets, Inc.		8,212		356,401
				4,737,439
Education Services — 0.6%
Adtalem Global Education, Inc.(a)		51,347		2,474,925
American Public Education, Inc.(a)		13,777		455,330
Cambium Learning Group, Inc.(a)		13,880		164,339
Career Education Corp.(a)		58,804		877,944
Chegg, Inc.(a)(b)		92,898		2,641,090
Franklin Covey Co.(a)		9,191		217,367
HealthStream, Inc.		22,750		705,478
Houghton Mifflin Harcourt Co.(a)		88,649		620,543
K12, Inc.(a)		31,080		550,116
Laureate Education, Inc., Class A(a)		71,325		1,101,258
Rosetta Stone, Inc.(a)		17,719		352,431
Strategic Education, Inc.		17,912		2,454,481
				12,615,302
Electronic Components — 0.7%
Acacia Research Corp.(a)		15,133		48,426
AVX Corp.		39,487		712,740
Babcock & Wilcox Enterprises, Inc.(a)(b)		23,817		24,532
KEMET Corp.(a)		47,998		890,363
Methode Electronics, Inc.		31,215		1,129,983
Novanta, Inc.(a)		27,867		1,906,103
NVE Corp.		4,119		436,120
Park Electrochemical Corp.		15,523		302,543
Rogers Corp.(a)		15,667		2,308,062
Sanmina Corp.(a)		59,768		1,649,597
ScanSource, Inc.(a)		21,726		866,867
Sparton Corp.(a)		7,543		108,845
Tech Data Corp.(a)		32,582		2,331,894

Security	Shares		Value
Electronic Components (continued)
TTM Technologies, Inc.(a)(b)		83,054	$	1,321,389
				14,037,464
Electronic Entertainment — 0.1%
Glu Mobile, Inc.(a)		94,963		707,474
PlayAGS, Inc.(a)		18,927		557,779
PolarityTE, Inc.(a)(b)		9,261		176,885
Turtle Beach Corp.(a)		5,935		118,344
				1,560,482
Electronics — 0.4%
Agilysys, Inc.(a)(b)		13,653		222,544
Control4 Corp.(a)		23,282		799,271
Daktronics, Inc.		33,681		264,059
II-VI, Inc.(a)(b)		52,692		2,492,332
Integer Holdings Corp.(a)		26,595		2,206,055
iRobot Corp.(a)(b)		22,857		2,512,441
Iteris, Inc.(a)		20,246		108,924
nLight, Inc.(a)		7,273		161,533
				8,767,159
Energy Equipment — 0.3%
Enphase Energy, Inc.(a)(b)		77,099		373,930
FuelCell Energy, Inc.(a)(b)		58,807		62,924
Matador Resources Co.(a)(b)		89,926		2,972,054
SunPower Corp.(a)(b)		52,954		386,564
Sunrun, Inc.(a)		85,935		1,069,032
TPI Composites, Inc.(a)(b)		12,595		359,587
				5,224,091
Energy Equipment & Services — 0.0%
Pioneer Energy Services Corp.(a)		57,472		169,542
Engineering & Contracting Services — 0.8%
Argan, Inc.		11,982		515,226
Dycom Industries, Inc.(a)(b)		25,814		2,183,865
Engility Holdings, Inc.(a)		15,164		545,752
Exponent, Inc.		44,338		2,376,517
HC2 Holdings, Inc.(a)(b)		32,369		198,098
IES Holdings, Inc.(a)(b)		7,193		140,264
KBR, Inc.		120,883		2,554,258
MasTec, Inc.(a)		55,563		2,480,888
Mistras Group, Inc.(a)		13,778		298,569
MYR Group, Inc.(a)		13,510		440,966
Tetra Tech, Inc.		47,347		3,233,800
VSE Corp.		8,062		267,094
Willdan Group, Inc.(a)(b)		6,041		205,152
				15,440,449
Entertainment — 0.4%
AMC Entertainment Holdings, Inc., Class A		43,626		894,333
Empire Resorts, Inc.(a)(b)		3,280		30,504
Golden Entertainment, Inc.(a)		17,143		411,603
IMAX Corp.(a)		45,911		1,184,504

11

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Entertainment (continued)
LiveXLive Media, Inc.(a)		13,278	$	52,050
Pinnacle Entertainment, Inc.(a)		50,356		1,696,493
Reading International, Inc., Class A(a)(b)		16,271		257,082
World Wrestling Entertainment, Inc., Class A(b)		36,645		3,544,671
				8,071,240
Environmental, Maintenance, & Security Service — 0.7%
ABM Industries, Inc.		56,704		1,828,704
BrightView Holdings, Inc.(a)		20,881		335,140
Brink’s Co.		43,082		3,004,970
Healthcare Services Group, Inc.		63,418		2,576,039
MSA Safety, Inc.		29,334		3,122,311
SP Plus Corp.(a)		19,884		725,766
UniFirst Corp.(b)		13,125		2,279,156
				13,872,086
Fertilizers — 0.0%
Intrepid Potash, Inc.(a)		76,600		274,994
Financial Data & Systems — 0.4%
Cardtronics PLC, Class A(a)		34,245		1,083,512
Cass Information Systems, Inc.		10,437		679,658
Donnelley Financial Solutions, Inc.(a)		27,460		492,083
Everi Holdings, Inc.(a)		56,942		522,158
EVERTEC, Inc.		53,087		1,279,397
Evo Payments, Inc., Class A(a)(b)		13,698		327,382
Green Dot Corp., Class A(a)(b)		41,352		3,672,885
I3 Verticals, Inc., Class A(a)		6,593		151,507
Value Line, Inc.		367		9,138
				8,217,720
Food & Staples Retailing — 0.0%
Natural Grocers by Vitamin Cottage, Inc.(a)(b)		6,789		114,666
Foods — 0.9%
B&G Foods, Inc.(b)		55,929		1,535,251
Chefs’ Warehouse, Inc.(a)(b)		19,184		697,338
Dean Foods Co.		79,263		562,767
Freshpet, Inc.(a)		23,055		846,119
Hostess Brands, Inc.(a)(b)		84,197		932,061
J&J Snack Foods Corp.		12,694		1,915,398
John B Sanfilippo & Son, Inc.		7,108		507,369
Lancaster Colony Corp.		16,223		2,420,634
Medifast, Inc.		10,020		2,219,931
Natural Health Trends Corp.(b)		6,330		147,362
Nature’s Sunshine Products, Inc.(a)		7,892		69,055
Performance Food Group Co.(a)		87,147		2,901,995
Seneca Foods Corp., Class A(a)		5,912		199,234
The Simply Good Foods Co.(a)		51,796		1,007,432
SpartanNash Co.		30,629		614,418
Tootsie Roll Industries, Inc.(b)		12,964		379,197

Security	Shares		Value
Foods (continued)
United Natural Foods, Inc.(a)		43,104	$	1,290,965
				18,246,526
Forest Products — 0.2%
Boise Cascade Co.		33,393		1,228,863
Universal Forest Products, Inc.		51,328		1,813,418
				3,042,281
Forms & Bulk Printing Services — 0.3%
Deluxe Corp.		40,945		2,331,408
Ennis, Inc.		22,021		450,330
InnerWorkings, Inc.(a)(b)		34,786		275,505
LSC Communications, Inc.		27,207		300,909
Multi-Color Corp.		12,154		756,587
Quad/Graphics, Inc.		27,087		564,493
RR Donnelley & Sons Co.		62,383		336,868
				5,016,100
Fruit & Grain Processing — 0.0%
MGP Ingredients, Inc.		11,311		893,343
Funeral Parlors & Cemeteries — 0.2%
Carriage Services, Inc.		14,082		303,467
Hillenbrand, Inc.		53,709		2,808,981
Matthews International Corp., Class A		26,780		1,343,017
				4,455,465
Gas Pipeline — 0.1%
NextDecade Corp.(a)		5,604		31,663
SemGroup Corp., Class A		69,023		1,521,957
				1,553,620
Glass — 0.0%
Apogee Enterprises, Inc.		23,674		978,210
Gold — 0.1%
Coeur Mining, Inc.(a)		159,162		848,333
Gold Resource Corp.		39,220		201,591
				1,049,924
Health Care Equipment & Supplies — 0.2%
Inogen, Inc.(a)		15,110		3,688,653
Nuvectra Corp.(a)		12,821		281,806
				3,970,459
Health Care Facilities — 0.6%
AAC Holdings, Inc.(a)		8,566		65,359
Apollo Medical Holdings, Inc.(a)(b)		3,104		68,505
Brookdale Senior Living, Inc.(a)		160,442		1,577,145
Capital Senior Living Corp.(a)		18,764		177,132
Ensign Group, Inc.		42,172		1,599,162
Genesis Healthcare, Inc.(a)(b)		44,122		59,565
LifePoint Health, Inc.(a)		30,395		1,957,438
National Healthcare Corp.		10,531		793,721
Select Medical Holdings Corp.(a)		92,895		1,709,268

12

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Health Care Facilities (continued)
Tenet Healthcare Corp.(a)(b)		71,686	$	2,040,184
U.S. Physical Therapy, Inc.		10,723		1,271,748
				11,319,227
Health Care Management Services — 0.1%
BioScrip, Inc.(a)(b)		113,836		352,892
Computer Programs & Systems, Inc.		8,561		229,863
Magellan Health, Inc.(a)		20,968		1,510,744
Triple-S Management Corp., Class B(a)		18,302		345,725
				2,439,224
Health Care Services — 2.3%
Accelerate Diagnostics, Inc.(a)(b)		22,596		518,578
Addus HomeCare Corp.(a)		8,108		568,776
Allscripts Healthcare Solutions, Inc.(a)		148,999		2,123,236
Amedisys, Inc.(a)		22,927		2,864,958
AMN Healthcare Services, Inc.(a)(b)		40,248		2,201,566
Cara Therapeutics, Inc.(a)(b)		27,845		666,888
Care.com, Inc.(a)		17,314		382,812
Civitas Solutions, Inc.(a)		12,791		188,667
CorVel Corp.(a)		7,921		477,240
Cross Country Healthcare, Inc.(a)		29,613		258,521
Flexion Therapeutics, Inc.(a)(b)		29,544		552,768
Globus Medical, Inc., Class A(a)		62,325		3,537,567
HealthEquity, Inc.(a)		46,409		4,381,474
HMS Holdings Corp.(a)		70,877		2,325,474
LHC Group, Inc.(a)		25,245		2,599,983
Medidata Solutions, Inc.(a)		49,558		3,633,097
MiMedx Group, Inc.(a)(b)		84,492		522,161
NantHealth, Inc.(a)		17,115		26,871
NeoGenomics, Inc.(a)		54,281		833,213
NextGen Healthcare, Inc.(a)(b)		45,575		915,146
Omnicell, Inc.(a)		33,012		2,373,563
Phibro Animal Health Corp., Class A		17,261		740,497
R1 RCM, Inc.(a)(b)		88,118		895,279
Ryman Hospitality Properties, Inc.		38,589		3,325,214
Surgery Partners, Inc.(a)		14,810		244,365
T2 Biosystems, Inc.(a)		27,351		203,765
Tabula Rasa HealthCare, Inc.(a)(b)		14,887		1,208,675
Teladoc, Inc.(a)(b)		57,400		4,956,490
Tetraphase Pharmaceuticals, Inc.(a)(b)		42,531		117,386
Tivity Health, Inc.(a)(b)		34,460		1,107,889
				44,752,119
Health Care: Miscellaneous — 0.1%
Medpace Holdings, Inc.(a)		18,587		1,113,547
Providence Service Corp.(a)		9,563		643,399
				1,756,946
Home Building — 0.7%
Beazer Homes USA, Inc.(a)		28,643		300,751
Century Communities, Inc.(a)		22,790		598,237
Hovnanian Enterprises, Inc., Class A(a)		100,055		160,088
Installed Building Products, Inc.(a)		18,927		738,153
KB Home		73,647		1,760,900

Security	Shares		Value
Home Building (continued)
LGI Homes, Inc.(a)(b)		15,740	$	746,706
M/I Homes, Inc.(a)		23,208		555,367
MDC Holdings, Inc.		38,527		1,139,629
Meritage Homes Corp.(a)		33,821		1,349,458
New Home Co., Inc.(a)(b)		10,233		82,478
Taylor Morrison Home Corp., Class A(a)		97,024		1,750,313
Tile Shop Holdings, Inc.		34,619		247,526
TopBuild Corp.(a)		30,375		1,725,907
TRI Pointe Group, Inc.(a)(b)		129,352		1,603,965
William Lyon Homes, Class A(a)		26,119		415,031
				13,174,509
Hotel/Motel — 0.2%
Belmond Ltd., Class A(a)		76,875		1,402,968
Marcus Corp.		16,856		708,795
Red Lion Hotels Corp.(a)(b)		13,890		173,625
Red Rock Resorts, Inc., Class A		65,449		1,744,216
				4,029,604
Household Appliances — 0.0%
Hamilton Beach Brands Holding Co.		4,656		102,153
National Presto Industries, Inc.		4,279		554,772
				656,925
Household Equipment & Products — 0.5%
Central Garden & Pet Co.(a)(b)		9,060		326,522
Central Garden & Pet Co., Class A(a)		34,571		1,145,683
Helen of Troy Ltd.(a)		22,742		2,976,928
Novocure Ltd.(a)		62,547		3,277,463
Tupperware Brands Corp.		42,962		1,437,079
				9,163,675
Household Furnishings — 0.4%
American Woodmark Corp.(a)		12,142		952,540
Bassett Furniture Industries, Inc.		10,516		223,465
Ethan Allen Interiors, Inc.		20,210		419,358
Flexsteel Industries, Inc.		5,973		177,637
Hooker Furniture Corp.		10,188		344,354
Kirkland’s, Inc.(a)		11,776		118,820
La-Z-Boy, Inc.		40,464		1,278,662
Lifetime Brands, Inc.		8,130		88,617
The Lovesac Co.(a)		3,081		76,963
Purple Innovation, Inc.(a)(b)		4,086		23,699
RH(a)		16,510		2,162,975
Sleep Number Corp.(a)		29,601		1,088,725
				6,955,815
Insurance: Life — 0.8%
American Equity Investment Life Holding Co.		76,308		2,698,251
Citizens, Inc.(a)(b)		49,653		417,085
CNO Financial Group, Inc.		147,547		3,130,947
FBL Financial Group, Inc., Class A		10,348		778,687
FGL Holdings(a)		129,534		1,159,329

13

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Insurance: Life (continued)
Health Insurance Innovations, Inc., Class A(a)		11,092	$	683,822
Independence Holding Co.		4,912		176,341
National Western Life Group, Inc., Class A		2,467		787,466
Primerica, Inc.		29,402		3,544,411
Third Point Reinsurance Ltd.(a)		69,602		904,826
Trupanion, Inc.(a)		20,998		750,259
				15,031,424
Insurance: Multi-Line — 0.3%
Crawford & Co., Class B		11,672		107,499
eHealth, Inc.(a)		16,574		468,381
Goosehead Insurance, Inc., Class A(a)		9,399		318,344
Horace Mann Educators Corp.		35,052		1,573,835
James River Group Holdings Ltd.		22,097		941,774
Kemper Corp.		39,325		3,163,696
Maiden Holdings Ltd.		44,290		126,227
PICO Holdings, Inc.(a)		10,254		128,688
				6,828,444
Insurance: Property-Casualty — 2.0%
AMERISAFE, Inc.		12,600		780,570
AmTrust Financial Services, Inc.		95,300		1,383,756
Argo Group International Holdings Ltd.		29,043		1,831,161
Donegal Group, Inc., Class A		9,440		134,142
EMC Insurance Group, Inc.		8,144		201,320
Employers Holdings, Inc.		25,084		1,136,305
Enstar Group Ltd.(a)		10,812		2,254,302
Essent Group Ltd.(a)		82,298		3,641,686
FedNat Holding Co.		10,367		264,151
Genworth Financial, Inc., Class A(a)		437,107		1,822,736
Global Indemnity Ltd.		6,951		262,053
Greenlight Capital Re Ltd., Class A(a)		29,315		363,506
Hallmark Financial Services, Inc.(a)		12,673		139,403
HCI Group, Inc.		7,070		309,313
Heritage Insurance Holdings, Inc.		19,529		289,420
Hilltop Holdings, Inc.		64,863		1,308,287
Investors Title Co.		1,377		231,198
Kingstone Cos., Inc.		7,598		144,362
Kinsale Capital Group, Inc.		17,385		1,110,206
National General Holdings Corp.		54,890		1,473,248
Navigators Group, Inc.		18,093		1,250,226
NI Holdings, Inc.(a)		12,360		208,513
NMI Holdings, Inc., Class A(a)		53,681		1,215,875
ProAssurance Corp.		45,226		2,123,361
Protective Insurance Corp., Class B		9,102		208,891
Radian Group, Inc.		185,169		3,827,443
RLI Corp.		33,412		2,625,515
Safety Insurance Group, Inc.		13,284		1,190,246
Selective Insurance Group, Inc.		49,445		3,139,757
State Auto Financial Corp.		15,331		468,209
Stewart Information Services Corp.		19,176		863,112

Security	Shares		Value
Insurance: Property-Casualty (continued)
United Fire Group, Inc.		8,569	$	435,048
United Insurance Holdings Corp.		19,470		435,739
Universal Insurance Holdings, Inc.		27,691		1,344,398
WMIH Corp.(a)		293,181		407,522
				38,824,980
International Trade & Diversified Logistic — 0.0%
CryoPort, Inc.(a)		22,236		284,843
Radiant Logistics, Inc.(a)		28,176		166,520
Vectrus, Inc.(a)		9,127		284,671
				736,034
Internet Software & Services — 0.2%
Amber Road, Inc.(a)		18,985		182,636
ChannelAdvisor Corp.(a)		23,716		295,264
eGain Corp.(a)		19,729		159,805
Gogo, Inc.(a)(b)		43,608		226,325
Quotient Technology, Inc.(a)(b)		68,592		1,063,176
TrueCar, Inc.(a)		78,717		1,109,910
				3,037,116
Leisure Time — 1.3%
Acushnet Holdings Corp.		30,335		832,089
American Outdoor Brands Corp.(a)(b)		46,070		715,467
Bluegreen Vacations Corp.(b)		6,435		115,122
Callaway Golf Co.		80,142		1,946,649
Churchill Downs, Inc.		10,032		2,785,886
Clarus Corp.		16,267		179,750
Drive Shack, Inc.(a)		51,575		307,387
Escalade, Inc.		7,421		95,360
International Speedway Corp., Class A		20,743		908,543
Johnson Outdoors, Inc., Class A		4,250		395,208
Liberty Expedia Holdings, Inc., Class A(a)		46,488		2,186,796
Liberty TripAdvisor Holdings, Inc., Series A(a)		62,330		925,601
Lindblad Expeditions Holdings, Inc.(a)		19,520		290,262
Marriott Vacations Worldwide Corp.		33,355		3,727,421
Nautilus, Inc.(a)		24,641		343,742
Planet Fitness, Inc., Class A(a)		76,265		4,120,598
RCI Hospitality Holdings, Inc.		6,946		205,671
SeaWorld Entertainment, Inc.(a)		47,004		1,477,336
Speedway Motorsports, Inc.		9,668		172,574
Sturm Ruger & Co., Inc.		14,233		982,789
Town Sports International Holdings, Inc.(a)		10,780		93,247
Travelport Worldwide Ltd.		108,152		1,824,524

14

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Leisure Time (continued)
Vista Outdoor, Inc.(a)(b)		48,822	$	873,426
				25,505,448
Life Sciences Tools & Services — 0.0%
WaVe Life Sciences Ltd.(a)		14,893		744,650
Luxury Items — 0.2%
Movado Group, Inc.		13,070		547,633
Signet Jewelers Ltd.		50,524		3,331,047
				3,878,680
Machinery: Agricultural — 0.1%
Alamo Group, Inc.		8,022		734,896
Lindsay Corp.		9,270		929,225
Titan International, Inc.		41,424		307,366
Titan Machinery, Inc.(a)		17,747		274,812
				2,246,299
Machinery: Construction & Handling — 0.1%
Astec Industries, Inc.		19,656		990,859
Douglas Dynamics, Inc.		19,102		838,578
The Manitowoc Co., Inc.(a)(b)		30,821		739,396
NACCO Industries, Inc., Class A		3,251		106,470
				2,675,303
Machinery: Engines — 0.0%
Briggs & Stratton Corp.		36,700		705,741
Machinery: Industrial — 1.7%
Actuant Corp., Class A		52,542		1,465,922
Altra Industrial Motion Corp.(b)		51,311		2,119,144
Applied Industrial Technologies, Inc.		32,566		2,548,289
Chart Industries, Inc.(a)		26,314		2,061,176
Columbus McKinnon Corp.		19,258		761,461
DXP Enterprises, Inc.(a)		13,294		532,691
EnPro Industries, Inc.		17,863		1,302,749
EnviroStar, Inc.(b)		3,976		154,865
Gencor Industries, Inc.(a)		6,738		81,193
Graham Corp.		7,569		213,219
Hyster-Yale Materials Handling, Inc.		8,521		524,297
John Bean Technologies Corp.		26,784		3,195,331
Kadant, Inc.		9,413		1,015,192
Kennametal, Inc.		69,952		3,047,109
Manitex International, Inc.(a)		12,025		126,623
Milacron Holdings Corp.(a)		59,682		1,208,561
MTS Systems Corp.		15,310		838,223
Omega Flex, Inc.		2,528		179,892
Proto Labs, Inc.(a)		23,166		3,747,100
SPX Corp.(a)		37,748		1,257,386
SPX FLOW, Inc.(a)		36,372		1,891,344
Tennant Co.		15,342		1,165,225
Twin Disc, Inc.(a)		6,345		146,189

Security	Shares		Value
Machinery: Industrial (continued)
Woodward, Inc.		46,000	$	3,719,560
				33,302,741
Machinery: Specialty — 0.1%
Albany International Corp., Class A		24,587		1,954,667
Hurco Cos., Inc.		4,843		218,419
				2,173,086
Manufactured Housing — 0.1%
Cavco Industries, Inc.(a)		7,376		1,866,128
Skyline Champion Corp.		24,675		704,965
				2,571,093
Medical & Dental Instruments & Supplies — 2.3%
American Renal Associates Holdings, Inc.(a)		13,004		281,537
AngioDynamics, Inc.(a)		32,058		696,941
Anika Therapeutics, Inc.(a)(b)		11,763		496,163
Antares Pharma, Inc.(a)(b)		127,762		429,280
AtriCure, Inc.(a)		28,999		1,015,835
Atrion Corp.		1,214		843,487
Avanos Medical, Inc.(a)		40,164		2,751,234
AxoGen, Inc.(a)		29,542		1,088,623
Cardiovascular Systems, Inc.(a)		27,969		1,094,707
Cerus Corp.(a)		112,760		813,000
Community Health Systems, Inc.(a)(b)		70,407		243,608
CONMED Corp.		21,630		1,713,529
CryoLife, Inc.(a)		30,593		1,076,874
Cutera, Inc.(a)		11,252		366,253
Endologix, Inc.(a)(b)		67,865		129,622
Intersect ENT, Inc.(a)		25,450		731,688
Invacare Corp.		28,717		417,832
K2M Group Holdings, Inc.(a)		35,371		968,104
LeMaitre Vascular, Inc.		13,983		541,701
LivaNova PLC(a)		41,686		5,167,813
Meridian Bioscience, Inc.		35,617		530,693
Merit Medical Systems, Inc.(a)		45,594		2,801,751
NanoString Technologies, Inc.(a)(b)		19,654		350,431
Neogen Corp.(a)		43,133		3,085,304
NuVasive, Inc.(a)(b)		43,994		3,122,694
Ocular Therapeutix, Inc.(a)(b)		25,998		178,866
OraSure Technologies, Inc.(a)(b)		51,668		798,271
Orthofix Medical, Inc.(a)		15,136		875,012
OrthoPediatrics Corp.(a)(b)		6,261		229,403
Owens & Minor, Inc.		52,828		872,719
Patterson Cos., Inc.		70,142		1,714,972
Quidel Corp.(a)		29,343		1,912,283
Quorum Health Corp.(a)(b)		20,944		122,732
SeaSpine Holdings Corp.(a)		9,433		146,777
Senseonics Holdings, Inc.(a)(b)		72,706		346,808
Sientra, Inc.(a)		19,876		474,639
STAAR Surgical Co.(a)		37,625		1,806,000
Surmodics, Inc.(a)		11,104		828,914
TransEnterix, Inc.(a)(b)		133,493		774,259

15

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Medical & Dental Instruments & Supplies (continued)
Utah Medical Products, Inc.		2,882	$	271,484
ViewRay, Inc.(a)		47,496		444,563
Wright Medical Group NV(a)		106,422		3,088,366
				45,644,772
Medical Equipment — 1.1%
Accuray, Inc.(a)		65,121		293,045
CareDx, Inc.(a)		29,010		836,939
ElectroCore LLC(a)		4,819		67,466
Fluidigm Corp.(a)(b)		25,722		192,658
FONAR Corp.(a)		4,220		105,078
Glaukos Corp.(a)		28,240		1,832,776
Haemonetics Corp.(a)		44,566		5,106,372
Helius Medical Technologies, Inc.(a)(b)		13,791		135,014
Inspire Medical Systems, Inc.(a)(b)		6,785		285,513
IntriCon Corp.(a)		6,188		347,766
iRadimed Corp.(a)		3,101		115,202
iRhythm Technologies, Inc.(a)		20,358		1,927,088
Lantheus Holdings, Inc.(a)		31,851		476,172
Luminex Corp.		35,610		1,079,339
Natus Medical, Inc.(a)		27,650		985,722
Neuronetics, Inc.(a)		5,347		171,425
Nevro Corp.(a)		24,862		1,417,134
NxStage Medical, Inc.(a)		56,607		1,578,769
Oxford Immunotec Global PLC(a)		22,884		371,407
Quanterix Corp.(a)		7,067		151,375
Tactile Systems Technology, Inc.(a)(b)		15,085		1,071,789
Tandem Diabetes Care, Inc.(a)		43,634		1,869,281
Varex Imaging Corp.(a)		33,802		968,765
				21,386,095
Metal Fabricating — 0.8%
Advanced Drainage Systems, Inc.		31,089		960,650
DMC Global, Inc.		11,797		481,318
Eastern Co.		4,980		141,432
Global Brass & Copper Holdings, Inc.		18,300		675,270
Haynes International, Inc.		10,549		374,489
Lawson Products, Inc.(a)		4,821		163,432
LB Foster Co., Class A(a)		7,496		154,043
MRC Global, Inc.(a)		72,784		1,366,156
Mueller Industries, Inc.		48,571		1,407,588
Mueller Water Products, Inc., Series A		132,405		1,523,981
NN, Inc.		24,435		381,186
Northwest Pipe Co.(a)(b)		7,606		150,218
RBC Bearings, Inc.(a)		20,449		3,074,712
Rexnord Corp.(a)(b)		89,584		2,759,187
Worthington Industries, Inc.		36,050		1,563,128
				15,176,790
Metals & Minerals: Diversified — 0.7%
Cleveland-Cliffs, Inc.(a)(b)		255,160		3,230,326
Commercial Metals Co.		99,676		2,045,352
Compass Minerals International, Inc.		29,371		1,973,731

Security	Shares		Value
Metals & Minerals: Diversified (continued)
Energy Fuels, Inc.(a)		73,673	$	241,647
Ferroglobe PLC(c)		23,038		—
Hecla Mining Co.		392,380		1,094,740
Materion Corp.		17,415		1,053,607
Minerals Technologies, Inc.		30,417		2,056,189
Oil-Dri Corp. of America		4,094		157,865
Ring Energy, Inc.(a)		49,626		491,794
SunCoke Energy, Inc.(a)		56,357		654,868
U.S. Silica Holdings, Inc.		67,131		1,264,077
United States Lime & Minerals, Inc.		1,389		109,662
				14,373,858
Office Supplies & Equipment — 0.5%
ACCO Brands Corp.		87,961		993,959
Eastman Kodak Co.(a)(b)		9,990		30,969
Electronics for Imaging, Inc.(a)(b)		38,072		1,297,494
Essendant, Inc.		31,932		409,368
Herman Miller, Inc.		50,867		1,953,293
HNI Corp.		37,158		1,643,870
Kimball International, Inc., Class B		31,236		523,203
Knoll, Inc.		41,202		966,187
Pitney Bowes, Inc.		163,418		1,156,999
Steelcase, Inc., Class A		72,731		1,345,524
				10,320,866
Offshore Drilling & Other Services — 0.2%
Diamond Offshore Drilling, Inc.(a)(b)		56,355		1,127,100
Noble Corp. PLC(a)		213,043		1,497,693
Ocean Rig UDW, Inc., Class A(a)		46,676		1,615,923
SEACOR Marine Holdings, Inc.(a)		15,275		345,673
				4,586,389
Oil Well Equipment & Services — 1.3%
Basic Energy Services, Inc.(a)		14,271		142,567
C&J Energy Services, Inc.(a)		55,893		1,162,574
Cactus, Inc., Class A(a)		32,812		1,256,043
Covia Holdings Corp.(a)(b)		25,872		232,072
Dawson Geophysical Co.(a)		18,362		113,661
Dril-Quip, Inc.(a)		31,958		1,669,805
Flotek Industries, Inc.(a)		39,078		93,787
Forum Energy Technologies, Inc.(a)		70,875		733,556
Frank’s International NV(a)		62,496		542,465
FTS International, Inc.(a)		27,395		322,987
Helix Energy Solutions Group, Inc.(a)		120,828		1,193,781
Independence Contract Drilling, Inc.(a)		37,303		184,277
ION Geophysical Corp.(a)		8,753		136,109
Keane Group, Inc.(a)		45,661		564,827
Key Energy Services, Inc.(a)		7,402		84,679
KLX Energy Services Holdings, Inc.(a)		17,638		564,592
Liberty Oilfield Services, Inc., Class A(b)		37,687		812,909
Mammoth Energy Services, Inc.		10,691		311,108
Matrix Service Co.(a)		22,878		563,943

16

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Oil Well Equipment & Services (continued)
McDermott International, Inc.(a)(b)		153,020	$	2,820,159
Natural Gas Services Group, Inc.(a)(b)		10,253		216,338
NCS Multistage Holdings, Inc.(a)(b)		8,526		140,764
Newpark Resources, Inc.(a)		76,756		794,425
Nine Energy Service, Inc.(a)		12,494		382,066
Oceaneering International, Inc.(a)		84,348		2,328,005
Oil States International, Inc.(a)		51,554		1,711,593
Profire Energy, Inc.(a)		17,327		55,273
ProPetro Holding Corp.(a)		61,008		1,006,022
Quintana Energy Services, Inc.(a)		6,370		46,756
RigNet, Inc.(a)(b)		12,136		246,968
Rowan Cos. PLC, Class A(a)		108,694		2,046,708
SEACOR Holdings, Inc.(a)		14,643		723,511
Select Energy Services, Inc., Class A(a)(b)		37,449		443,396
Smart Sand, Inc.(a)(b)		18,431		75,751
Solaris Oilfield Infrastructure, Inc., Class A(a)		23,233		438,871
Superior Energy Services, Inc.(a)		133,221		1,297,573
TETRA Technologies, Inc.(a)		106,904		482,137
				25,942,058
Oil, Gas & Consumable Fuels — 0.2%
Archrock, Inc.		107,806		1,315,233
Ardmore Shipping Corp.(a)		25,295		164,418
CARBO Ceramics, Inc.(a)		14,009		101,565
DHT Holdings, Inc.		82,844		389,367
Dorian LPG Ltd.(a)		27,950		222,761
Exterran Corp.(a)		28,526		756,795
Frontline Ltd.(a)(b)		67,723		393,471
Plug Power, Inc.(a)(b)		186,637		358,343
				3,701,953
Oil: Crude Producers — 1.9%
Abraxas Petroleum Corp.(a)		146,015		340,215
Approach Resources, Inc.(a)(b)		40,705		90,772
Berry Petroleum Corp.		11,374		200,410
Bonanza Creek Energy, Inc.(a)		15,607		464,777
California Resources Corp.(a)		38,647		1,875,539
Callon Petroleum Co.(a)(b)		193,333		2,318,063
Carrizo Oil & Gas, Inc.(a)		74,697		1,882,364
CVR Energy, Inc.		13,745		552,824
Denbury Resources, Inc.(a)		387,858		2,404,720
Earthstone Energy, Inc., Class A(a)		12,857		120,599
Eclipse Resources Corp.(a)		70,384		83,757
Energy XXI Gulf Coast, Inc.(a)(b)		26,570		222,125
Evolution Petroleum Corp.		21,666		239,409
Goodrich Petroleum Corp.(a)		6,161		86,500
Gulfport Energy Corp.(a)		150,317		1,564,800
Halcon Resources Corp.(a)		115,751		517,407
HighPoint Resources Corp.(a)(b)		90,075		439,566
Isramco, Inc.(a)		766		93,490
Jagged Peak Energy, Inc.(a)(b)		56,076		775,531
Laredo Petroleum, Inc.(a)(b)		131,492		1,074,290

Security	Shares		Value
Oil: Crude Producers (continued)
Lilis Energy, Inc.(a)		32,883	$	161,127
Midstates Petroleum Co., Inc.(a)(b)		10,870		96,852
Northern Oil and Gas, Inc.(a)(b)		165,831		663,324
Oasis Petroleum, Inc.(a)		230,371		3,266,661
ONE Gas, Inc.		44,579		3,667,960
Overseas Shipholding Group, Inc., Class A(a)(b)		42,309		133,273
Panhandle Oil and Gas, Inc., Class A		11,965		220,754
PDC Energy, Inc.(a)		56,298		2,756,350
Penn Virginia Corp.(a)		10,684		860,489
Resolute Energy Corp.(a)(b)		17,725		670,182
Rosehill Resources, Inc.(a)(b)		2,024		12,346
Sanchez Energy Corp.(a)(b)		54,944		126,371
SandRidge Energy, Inc.(a)(b)		24,701		268,500
SilverBow Resources, Inc.(a)		6,026		160,713
Southwestern Energy Co.(a)(b)		504,304		2,576,994
SRC Energy, Inc.(a)(b)		207,993		1,849,058
Talos Energy, Inc.(a)(b)		17,826		585,049
Tellurian, Inc.(a)(b)		71,339		639,911
Ultra Petroleum Corp.(a)		136,749		153,159
Unit Corp.(a)		44,072		1,148,516
W&T Offshore, Inc.(a)		82,557		795,850
WildHorse Resource Development Corp.(a)		23,845		563,696
Zion Oil & Gas, Inc.(a)(b)		39,039		49,970
				36,774,263
Oil: Integrated — 0.0%
Alta Mesa Resources, Inc.(a)(b)		85,392		356,939
Oil: Refining & Marketing — 0.3%
Adams Resources & Energy, Inc.		1,785		75,791
Clean Energy Fuels Corp.(a)(b)		110,381		286,991
Delek US Holdings, Inc.		72,667		3,083,261
Par Pacific Holdings, Inc.(a)		27,053		551,881
Renewable Energy Group, Inc.(a)		32,098		924,422
Trecora Resources(a)(b)		15,285		213,990
World Fuel Services Corp.		57,490		1,591,323
				6,727,659
Paints & Coatings — 0.3%
Chase Corp.		6,329		760,429
Ferro Corp.(a)		72,218		1,676,902
HB Fuller Co.		43,214		2,232,867
Kronos Worldwide, Inc.		20,867		339,089
				5,009,287
Paper — 0.3%
Clearwater Paper Corp.(a)		14,323		425,393
KapStone Paper and Packaging Corp.		74,989		2,542,877
Neenah, Inc.		14,207		1,226,064
PH Glatfelter Co.		37,390		714,523
Schweitzer-Mauduit International, Inc.		26,231		1,004,910

17

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Paper (continued)
Verso Corp., Class A(a)		29,837	$	1,004,612
				6,918,379
Personal Care — 0.3%
Edgewell Personal Care Co.(a)		46,295		2,140,218
USANA Health Sciences, Inc.(a)		10,812		1,303,387
WD-40 Co.		11,745		2,021,314
				5,464,919
Pharmaceuticals — 2.9%
Abeona Therapeutics, Inc.(a)		27,800		355,840
ACADIA Pharmaceuticals, Inc.(a)		84,868		1,761,860
Achaogen, Inc.(a)(b)		23,368		93,238
Achillion Pharmaceuticals, Inc.(a)		118,589		436,407
Aclaris Therapeutics, Inc.(a)(b)		22,609		328,283
Adamas Pharmaceuticals, Inc.(a)		18,705		374,474
Aerie Pharmaceuticals, Inc.(a)		30,431		1,873,028
Akorn, Inc.(a)		80,116		1,039,906
Amneal Pharmaceuticals, Inc.(a)		74,182		1,646,099
Amphastar Pharmaceuticals, Inc.(a)		31,017		596,767
Ampio Pharmaceuticals, Inc.(a)(b)		57,766		29,345
Aquestive Therapeutics, Inc.(a)		4,407		77,167
Aratana Therapeutics, Inc.(a)(b)		35,640		208,138
Arrowhead Pharmaceuticals, Inc.(a)		74,521		1,428,568
Assertio Therapeutics, Inc.(a)(b)		51,131		300,650
Biospecifics Technologies Corp.(a)(b)		5,226		305,669
Cambrex Corp.(a)		28,116		1,923,134
Chimerix, Inc.(a)		39,237		152,632
ChromaDex Corp.(a)(b)		32,485		139,361
Concert Pharmaceuticals, Inc.(a)		17,049		253,007
Corcept Therapeutics, Inc.(a)(b)		83,665		1,172,983
Corvus Pharmaceuticals, Inc.(a)		11,663		100,069
Dicerna Pharmaceuticals, Inc.(a)		37,538		572,830
Durect Corp.(a)		117,140		128,854
Eagle Pharmaceuticals, Inc.(a)(b)		9,157		634,855
Eloxx Pharmaceuticals, Inc.(a)(b)		19,320		329,213
Enanta Pharmaceuticals, Inc.(a)		14,488		1,238,144
Endo International PLC(a)		191,746		3,227,085
Endocyte, Inc.(a)		55,655		988,433
Esperion Therapeutics, Inc.(a)(b)		19,576		868,587
Evolus, Inc.(a)(b)		7,767		144,621
Heska Corp.(a)		5,789		655,952
Horizon Pharma PLC(a)		141,224		2,765,166
Idera Pharmaceuticals, Inc.(a)		14,084		125,488
Immune Design Corp.(a)		27,958		96,455
Innoviva, Inc.(a)		59,910		913,028
Intra-Cellular Therapies, Inc.(a)		38,406		833,410
Ironwood Pharmaceuticals, Inc.(a)		119,423		2,204,549
La Jolla Pharmaceutical Co.(a)(b)		18,502		372,445
Lannett Co., Inc.(a)(b)		32,038		152,180
Liquidia Technologies, Inc.(a)(b)		4,090		112,189
Mallinckrodt PLC(a)		70,189		2,057,240
Medicines Co.(a)(b)		59,104		1,767,801

Security	Shares		Value
Pharmaceuticals (continued)
Melinta Therapeutics, Inc.(a)(b)		29,344	$	115,909
MyoKardia, Inc.(a)(b)		29,085		1,896,342
Optinose, Inc.(a)(b)		16,353		203,268
Pacira Pharmaceuticals, Inc.(a)		34,146		1,678,276
Paratek Pharmaceuticals, Inc.(a)(b)		25,555		247,883
PetIQ, Inc.(a)(b)		9,244		363,382
Portola Pharmaceuticals, Inc.(a)(b)		55,706		1,483,451
Prestige Consumer Healthcare, Inc.(a)(b)		44,528		1,687,166
Radius Health, Inc.(a)		35,092		624,638
Reata Pharmaceuticals, Inc., Class A(a)		15,996		1,307,833
Revance Therapeutics, Inc.(a)		28,625		711,331
scPharmaceuticals, Inc.(a)		3,949		23,181
SIGA Technologies, Inc.(a)		46,160		318,042
Spectrum Pharmaceuticals, Inc.(a)		87,247		1,465,750
Supernus Pharmaceuticals, Inc.(a)		41,755		2,102,364
Syndax Pharmaceuticals, Inc.(a)		11,152		90,108
Teligent, Inc.(a)(b)		33,450		132,127
TG Therapeutics, Inc.(a)		53,969		302,226
TherapeuticsMD, Inc.(a)(b)		156,006		1,023,399
Theravance Biopharma, Inc.(a)		37,042		1,210,162
Ultragenyx Pharmaceutical, Inc.(a)		40,251		3,072,761
Voyager Therapeutics, Inc.(a)		18,921		357,985
Zafgen, Inc.(a)		25,923		303,040
Zogenix, Inc.(a)(b)		35,327		1,752,219
Zomedica Pharmaceuticals Corp.(a)(b)		33,092		61,882
				57,319,875
Photography — 0.0%
GoPro, Inc., Class A(a)(b)		102,110		735,192
Plastics — 0.1%
Trinseo SA		36,898		2,889,113
Power Transmission Equipment — 0.3%
Advanced Energy Industries, Inc.(a)		33,765		1,743,962
Generac Holdings, Inc.(a)		51,885		2,926,833
Maxwell Technologies, Inc.(a)(b)		27,175		94,841
Powell Industries, Inc.		7,093		257,192
Vicor Corp.(a)		14,968		688,528
				5,711,356
Precious Metals & Minerals — 0.0%
Tahoe Resources, Inc.(a)		265,459		740,631
Printing & Copying Services — 0.2%
Casella Waste Systems, Inc., Class A(a)		34,782		1,080,329
Cimpress NV(a)(b)		18,891		2,580,699
				3,661,028
Producer Durables: Miscellaneous — 0.1%
Advanced Disposal Services, Inc.(a)		61,762		1,672,515

18

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Producer Durables: Miscellaneous (continued)
Park-Ohio Holdings Corp.		7,958	$	305,189
				1,977,704
Production Technology Equipment — 0.6%
ACM Research, Inc., Class A(a)(b)		5,808		64,295
Axcelis Technologies, Inc.(a)		28,543		560,870
Brooks Automation, Inc.		59,166		2,072,585
Cohu, Inc.		24,464		614,046
Electro Scientific Industries, Inc.(a)		27,303		476,437
Entegris, Inc.		123,294		3,569,361
Ichor Holdings Ltd.(a)(b)		21,628		441,644
Nanometrics, Inc.(a)		19,603		735,505
Photronics, Inc.(a)		56,417		555,708
Rudolph Technologies, Inc.(a)		27,147		663,744
Ultra Clean Holdings, Inc.(a)(b)		33,248		417,262
Veeco Instruments, Inc.(a)		40,537		415,504
Xperi Corp.		42,800		635,580
				11,222,541
Publishing — 0.3%
Daily Journal Corp.(a)(b)		887		213,767
Eros International PLC(a)(b)		29,511		355,608
Meredith Corp.		33,802		1,725,592
New Media Investment Group, Inc.		51,241		803,971
New York Times Co., Class A		112,679		2,608,519
Scholastic Corp.		24,166		1,128,310
				6,835,767
Radio & TV Broadcasters — 0.8%
Beasley Broadcasting Group, Inc., Class A		4,314		29,767
Central European Media Enterprises Ltd., Class A(a)(b)		65,749		246,559
Entercom Communications Corp., Class A		109,775		867,222
Entravision Communications Corp., Class A		59,135		289,761
Gannett Co., Inc.		97,538		976,355
Gray Television, Inc.(a)		69,093		1,209,127
Liberty Media Corp.-Liberty Braves(a): Class A		7,567		206,428
Class C		30,843		840,472
MSG Networks, Inc., Class A(a)		51,122		1,318,948
Nexstar Media Group, Inc., Class A		38,362		3,122,667
Pandora Media, Inc.(a)		219,278		2,085,334
Saga Communications, Inc., Class A		2,754		99,557
Sinclair Broadcast Group, Inc., Class A		61,868		1,753,958
TEGNA, Inc.		185,172		2,214,657
TRONC, Inc.(a)		16,505		269,527
				15,530,339
Railroad Equipment — 0.1%
American Railcar Industries, Inc.		6,902		318,182
FreightCar America, Inc.(a)		12,693		203,977

Security	Shares		Value
Railroad Equipment (continued)
Greenbrier Cos., Inc.		27,161	$	1,632,376
				2,154,535
Real Estate — 0.4%
AV Homes, Inc.(a)		11,029		220,580
Consolidated-Tomoka Land Co.		3,018		187,961
Cushman & Wakefield PLC(a)		38,795		659,127
HFF, Inc., Class A		32,018		1,360,125
Kennedy-Wilson Holdings, Inc.		108,443		2,331,524
Newmark Group, Inc., Class A		21,336		238,750
Redfin Corp.(a)(b)		67,727		1,266,495
RMR Group, Inc., Class A		6,116		567,565
St. Joe Co.(a)(b)		30,794		517,339
Stratus Properties, Inc.(a)(b)		4,692		143,575
Tejon Ranch Co.(a)		17,697		384,202
Trinity Place Holdings, Inc.(a)		13,604		82,848
				7,960,091
Real Estate Investment Trusts (REITs) — 7.0%
Acadia Realty Trust		69,263		1,941,442
AG Mortgage Investment Trust, Inc.		25,739		467,935
Agree Realty Corp.		26,043		1,383,404
Alexander & Baldwin, Inc.		59,403		1,347,854
Alexander’s, Inc.		1,956		671,495
American Assets Trust, Inc.		34,192		1,275,020
Americold Realty Trust		73,796		1,846,376
Annaly Capital Management, Inc.		32,142		328,811
Anworth Mortgage Asset Corp.		83,928		388,587
Apollo Commercial Real Estate Finance, Inc.		105,762		1,995,729
Arbor Realty Trust, Inc.(b)		29,268		335,997
Ares Commercial Real Estate Corp.		23,772		332,095
Armada Hoffler Properties, Inc.		41,438		626,128
ARMOUR Residential REIT, Inc.(b)		35,664		800,657
Ashford Hospitality Trust, Inc.		70,524		450,648
Blackstone Mortgage Trust, Inc., Class A		96,527		3,234,620
Bluerock Residential Growth REIT, Inc.(b)		18,573		182,015
Braemar Hotels & Resorts, Inc.		27,283		321,121
BRT Apartments Corp.		7,289		87,760
Capstead Mortgage Corp.		75,060		593,725
CareTrust REIT, Inc.		57,772		1,023,142
Catchmark Timber Trust, Inc., Class A		42,583		486,724
CBL & Associates Properties, Inc.(b)		149,084		594,845
Cedar Realty Trust, Inc.		70,828		330,058
Chatham Lodging Trust		39,339		821,792
Cherry Hill Mortgage Investment Corp.		12,057		218,232
Chesapeake Lodging Trust		51,887		1,664,016
City Office REIT, Inc.		31,342		395,536
Clipper Realty, Inc.		12,270		166,013
Colony Credit Real Estate, Inc.		72,552		1,595,418
Community Healthcare Trust, Inc.		15,258		472,693
CoreCivic, Inc.		101,237		2,463,096

19

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Real Estate Investment Trusts (REITs) (continued)
CorEnergy Infrastructure Trust, Inc.(b)		11,352	$	426,608
Cousins Properties, Inc.		358,225		3,184,620
DiamondRock Hospitality Co.		175,833		2,051,971
Dynex Capital, Inc.		39,386		251,283
Easterly Government Properties, Inc.		50,662		981,323
EastGroup Properties, Inc.		30,563		2,922,434
Essential Properties Realty Trust, Inc.		30,153		427,871
Exantas Capital Corp.		27,986		307,286
Farmland Partners, Inc.(b)		24,943		167,118
First Industrial Realty Trust, Inc.		108,315		3,401,091
Four Corners Property Trust, Inc.		58,141		1,493,642
Franklin Street Properties Corp.		91,582		731,740
Front Yard Residential Corp.		42,328		459,259
Geo Group, Inc.		103,450		2,602,802
Getty Realty Corp.		28,351		809,705
Gladstone Commercial Corp.		25,707		492,289
Gladstone Land Corp.		12,174		150,227
Global Medical REIT, Inc.		13,306		125,343
Global Net Lease, Inc.		61,672		1,285,861
Government Properties Income Trust(b)		64,054		723,170
Gramercy Property Trust		137,537		3,774,015
Granite Point Mortgage Trust, Inc.		37,766		728,128
Great Ajax Corp.		11,562		157,359
Healthcare Realty Trust, Inc.		105,639		3,090,997
Hersha Hospitality Trust(b)		30,673		695,357
Independence Realty Trust, Inc.		76,069		801,007
Industrial Logistics Properties Trust		18,640		428,906
InfraREIT, Inc.		38,208		808,099
Innovative Industrial Properties, Inc.(b)		6,071		292,865
Invesco Mortgage Capital, Inc.		97,807		1,547,307
Investors Real Estate Trust		102,164		610,941
iStar, Inc.(b)		57,049		637,237
Jernigan Capital, Inc.(b)		13,375		258,004
Kite Realty Group Trust		71,777		1,195,087
KKR Real Estate Finance Trust, Inc.		15,484		312,312
LaSalle Hotel Properties		94,598		3,272,145
Lexington Realty Trust		190,865		1,584,179
LTC Properties, Inc.(b)		34,179		1,507,636
Mack-Cali Realty Corp.		77,678		1,651,434
MedEquities Realty Trust, Inc.		22,096		214,773
Monmouth Real Estate Investment Corp.(b)		65,202		1,090,177
National Health Investors, Inc.		35,246		2,664,245
National Storage Affiliates Trust		48,495		1,233,713
New Senior Investment Group, Inc.		65,446		386,131
New York Mortgage Trust, Inc.		120,701		733,862
NexPoint Residential Trust, Inc.		14,490		481,068
NorthStar Realty Europe Corp.		39,148		554,336
One Liberty Properties, Inc.		13,064		362,918
Orchid Island Capital, Inc.		47,437		343,918
Pebblebrook Hotel Trust(b)		58,383		2,123,390
Pennsylvania Real Estate Investment Trust(b)		58,909		557,279

Security	Shares		Value
Real Estate Investment Trusts (REITs) (continued)
PennyMac Mortgage Investment Trust(f)		51,050	$	1,033,252
Physicians Realty Trust(b)		156,854		2,644,558
Piedmont Office Realty Trust, Inc., Class A		113,332		2,145,375
PotlatchDeltic Corp.		52,819		2,162,938
Preferred Apartment Communities, Inc., Class A		34,457		605,754
PS Business Parks, Inc.		17,213		2,187,600
QTS Realty Trust, Inc., Class A		43,701		1,864,722
Ramco-Gershenson Properties Trust		68,568		932,525
Ready Capital Corp.		14,495		241,342
Redwood Trust, Inc.		71,388		1,159,341
Retail Opportunity Investments Corp.		96,329		1,798,462
Rexford Industrial Realty, Inc.		77,587		2,479,681
RLJ Lodging Trust		148,193		3,264,692
Sabra Health Care REIT, Inc.		153,084		3,539,302
Safety Income and Growth, Inc.		5,659		105,993
Saul Centers, Inc.		10,181		570,136
Select Income REIT		53,274		1,168,832
Seritage Growth Properties, Class A(b)		27,691		1,315,046
STAG Industrial, Inc.		90,685		2,493,837
Summit Hotel Properties, Inc.		88,488		1,197,243
Sunstone Hotel Investors, Inc.(b)		195,733		3,202,192
Tanger Factory Outlet Centers, Inc.(b)		78,161		1,788,324
Terreno Realty Corp.		48,378		1,823,851
Tier REIT, Inc.		43,802		1,055,628
TPG RE Finance Trust, Inc.		29,088		582,342
UMH Properties, Inc.		28,781		450,135
Universal Health Realty Income Trust		11,102		826,100
Urban Edge Properties		94,107		2,077,883
Urstadt Biddle Properties, Inc., Class A		25,381		540,361
Washington Prime Group, Inc.		161,451		1,178,592
Washington Real Estate Investment Trust		67,899		2,081,104
Western Asset Mortgage Capital Corp.		35,479		355,500
Whitestone REIT		33,880		470,254
Xenia Hotels & Resorts, Inc.(b)		96,975		2,298,307
				137,578,656
Real Estate Management & Development — 0.1%
American Realty Investors, Inc.(a)		2,126		35,972
BBX Capital Corp.		49,060		364,025
CorePoint Lodging, Inc.		35,762		695,571
Forestar Group, Inc.(a)		9,311		197,393
Maui Land & Pineapple Co., Inc.(a)(b)		5,852		74,905
Spirit MTA REIT		37,163		428,118

20

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Real Estate Management & Development (continued)
Transcontinental Realty Investors, Inc.(a)		1,585	$	50,546
				1,846,530
Recreational Vehicles & Boats — 0.2%
Camping World Holdings, Inc., Class A(b)		27,592		588,262
LCI Industries		21,018		1,740,290
Malibu Boats, Inc., Class A(a)		17,442		954,426
Marine Products Corp.		5,991		137,134
MCBC Holdings, Inc.(a)		16,158		579,749
Winnebago Industries, Inc.		26,515		878,972
				4,878,833
Rental & Leasing Services: Consumer — 0.2%
Avis Budget Group, Inc.(a)		57,111		1,835,548
Hertz Global Holdings, Inc.(a)		47,706		779,039
Rent-A-Center, Inc.(a)		38,227		549,704
				3,164,291
Restaurants — 1.6%
Biglari Holdings, Inc.(a): Class A		77		70,994
Class B		771		139,821
BJ’s Restaurants, Inc.		17,693		1,277,435
Bloomin’ Brands, Inc.		71,736		1,419,655
Bojangles’, Inc.(a)		13,799		216,644
Brinker International, Inc.		37,683		1,760,927
Carrols Restaurant Group, Inc.(a)		31,174		455,140
Cheesecake Factory, Inc.		36,463		1,952,229
Cracker Barrel Old Country Store, Inc.(b)		16,620		2,445,301
Dave & Buster’s Entertainment, Inc.		34,065		2,255,784
Del Taco Restaurants, Inc.(a)		27,513		324,929
Denny’s Corp.(a)		54,451		801,519
Dine Brands Global, Inc.		14,340		1,165,985
El Pollo Loco Holdings, Inc.(a)(b)		16,885		211,907
Ellie Mae, Inc.(a)		29,327		2,779,320
Fiesta Restaurant Group, Inc.(a)		19,578		523,711
Habit Restaurants, Inc., Class A(a)		18,298		291,853
J Alexander’s Holdings, Inc.(a)		9,999		118,988
Jack in the Box, Inc.		23,432		1,964,305
Nathan’s Famous, Inc.		2,409		198,502
Noodles & Co.(a)(b)		9,575		115,857
Papa John’s International, Inc.		19,538		1,001,909
Potbelly Corp.(a)		20,331		250,071
Red Robin Gourmet Burgers, Inc.(a)(b)		10,998		441,570
Ruth’s Hospitality Group, Inc.		25,178		794,366
Shake Shack, Inc., Class A(a)(b)		21,375		1,346,839
Sonic Corp.		30,554		1,324,210
Texas Roadhouse, Inc.		58,252		4,036,281
Wingstop, Inc.		24,972		1,704,838

Security	Shares		Value
Restaurants (continued)
Zoe’s Kitchen, Inc.(a)		17,807	$	226,505
				31,617,395
Scientific Instruments: Control & Filter — 0.5%
Arlo Technologies, Inc.(a)(b)		10,246		148,669
Brady Corp., Class A		40,275		1,762,031
CIRCOR International, Inc.		13,982		664,145
Energy Recovery, Inc.(a)(b)		31,149		278,784
ESCO Technologies, Inc.		21,751		1,480,156
Gorman-Rupp Co.		15,568		568,232
Napco Security Technologies, Inc.(a)		8,270		123,636
Sun Hydraulics Corp.		24,508		1,342,548
Thermon Group Holdings, Inc.(a)		29,165		751,874
Watts Water Technologies, Inc., Class A		23,819		1,976,977
				9,097,052
Scientific Instruments: Electrical — 0.4%
Allied Motion Technologies, Inc.		6,329		344,487
Atkore International Group, Inc.(a)		34,059		903,585
AZZ, Inc.		22,435		1,132,968
EnerSys		36,027		3,139,033
Franklin Electric Co., Inc.		39,825		1,881,731
Preformed Line Products Co.		2,424		170,359
				7,572,163
Scientific Instruments: Gauges & Meters — 0.3%
Badger Meter, Inc.		24,512		1,297,910
FARO Technologies, Inc.(a)		14,433		928,764
Itron, Inc.(a)		28,960		1,859,232
Mesa Laboratories, Inc.		2,876		533,843
Vishay Precision Group, Inc.(a)		9,285		347,259
				4,967,008
Scientific Instruments: Pollution Control — 0.4%
CECO Environmental Corp.(a)		22,391		176,441
Covanta Holding Corp.		100,886		1,639,398
Darling Ingredients, Inc.(a)		139,735		2,699,680
Evoqua Water Technologies Corp.(a)(b)		65,257		1,160,269
Heritage-Crystal Clean, Inc.(a)		12,972		276,952
Team, Inc.(a)		25,449		572,603
U.S. Ecology, Inc.		18,875		1,392,031
				7,917,374
Securities Brokerage & Services — 0.1%
Gain Capital Holdings, Inc.		21,928		142,532
INTL. FCStone, Inc.(a)(b)		13,217		638,645
Investment Technology Group, Inc.		27,946		605,310
Ladenburg Thalmann Financial Services, Inc.		85,628		231,196
Siebert Financial Corp.(a)		7,313		107,136
				1,724,819
Semiconductors & Components — 1.6%
Acacia Communications, Inc.(a)		23,467		970,830
Adesto Technologies Corp.(a)(b)		20,939		124,587

21

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Semiconductors & Components (continued)
Alpha & Omega Semiconductor Ltd.(a)		15,004	$	174,497
Amkor Technology, Inc.(a)(b)		92,388		682,747
Aquantia Corp.(a)		17,173		219,643
AXT, Inc.(a)(b)		29,619		211,776
CEVA, Inc.(a)		19,571		562,666
Cirrus Logic, Inc.(a)		53,037		2,047,228
Cree, Inc.(a)		86,381		3,271,248
Diodes, Inc.(a)		34,462		1,147,240
FormFactor, Inc.(a)		63,046		866,883
Inphi Corp.(a)(b)		36,713		1,394,360
Integrated Device Technology, Inc.(a)(b)		111,155		5,225,397
Kopin Corp.(a)		45,026		108,963
Lattice Semiconductor Corp.(a)		97,427		779,416
MACOM Technology Solutions Holdings, Inc.(a)(b)		38,337		789,742
MaxLinear, Inc., Class A(a)(b)		53,552		1,064,614
Power Integrations, Inc.		24,596		1,554,467
Rambus, Inc.(a)		91,350		996,628
Semtech Corp.(a)		55,866		3,106,150
Silicon Laboratories, Inc.(a)(b)		37,318		3,425,792
SMART Global Holdings, Inc.(a)(b)		7,995		229,776
Vishay Intertechnology, Inc.		113,823		2,316,298
				31,270,948
Semiconductors & Semiconductor Equipment — 0.1%
Ambarella, Inc.(a)(b)		27,884		1,078,553
Xcerra Corp.(a)		46,334		661,186
				1,739,739
Shipping — 0.4%
Eagle Bulk Shipping, Inc.(a)		35,471		199,347
GasLog Ltd.		33,991		671,322
Genco Shipping & Trading Ltd.(a)(b)		9,357		130,998
Golar LNG Ltd.		81,176		2,256,693
Gulfmark Offshore, Inc.(a)		2,696		100,561
International Seaways, Inc.(a)(b)		18,775		375,875
Matson, Inc.		36,163		1,433,501
Nordic American Tankers Ltd.(b)		105,079		219,615
Safe Bulkers, Inc.(a)		42,162		121,426
Scorpio Tankers, Inc.		258,879		520,347
Ship Finance International Ltd.		70,533		980,409
Teekay Corp.(b)		61,078		411,666
Teekay Tankers Ltd., Class A		151,222		149,377
Tidewater, Inc.(a)		20,920		652,495
				8,223,632
Software — 0.3%
Castlight Health, Inc., Class B(a)(b)		61,294		165,494
Five9, Inc.(a)		48,338		2,111,887
Instructure, Inc.(a)		26,819		949,393
MobileIron, Inc.(a)		64,113		339,799
Model N, Inc.(a)		22,864		362,394

Security	Shares		Value
Software (continued)
Park City Group, Inc.(a)		8,977	$	90,668
pdvWireless, Inc.(a)		7,386		250,385
Qualys, Inc.(a)(b)		28,813		2,567,238
				6,837,258
Specialty Retail — 3.0%
1-800-Flowers.com, Inc., Class A(a)		21,655		255,529
Aaron’s, Inc.		60,020		3,268,689
Abercrombie & Fitch Co., Class A		58,349		1,232,331
America’s Car-Mart, Inc.(a)		5,068		396,318
American Eagle Outfitters, Inc.		137,643		3,417,676
Asbury Automotive Group, Inc.(a)		17,682		1,215,638
Ascena Retail Group, Inc.(a)		153,700		702,409
At Home Group, Inc.(a)		37,910		1,195,302
Barnes & Noble Education, Inc.(a)(b)		31,448		181,141
Barnes & Noble, Inc.		55,123		319,713
Bed Bath & Beyond, Inc.		115,398		1,730,970
Big 5 Sporting Goods Corp.		14,737		75,159
BMC Stock Holdings, Inc.(a)		58,483		1,090,708
Boot Barn Holdings, Inc.(a)		23,775		675,448
Buckle, Inc.		23,890		550,665
Caleres, Inc.		35,818		1,284,434
Carvana Co.(a)		27,720		1,637,975
Cato Corp., Class A		17,839		374,976
Chico’s FAS, Inc.		109,172		946,521
Children’s Place, Inc.		13,956		1,783,577
Citi Trends, Inc.		10,360		298,057
Conn’s, Inc.(a)		17,203		608,126
Container Store Group, Inc.(a)		12,814		142,235
DSW, Inc., Class A		58,914		1,996,006
Express, Inc.(a)		62,933		696,039
Five Below, Inc.(a)		46,782		6,084,467
Francesca’s Holdings Corp.(a)		27,788		103,093
GameStop Corp., Class A		84,855		1,295,736
Genesco, Inc.(a)		16,273		766,458
GNC Holdings, Inc., Class A(a)		70,695		292,677
Group 1 Automotive, Inc.		16,483		1,069,747
Guess?, Inc.		49,117		1,110,044
Haverty Furniture Cos., Inc.		16,875		372,938
Hibbett Sports, Inc.(a)		17,830		335,204
J. Jill, Inc.(a)		10,805		66,775
Lands’ End, Inc.(a)		8,483		148,877
Lithia Motors, Inc., Class A		19,793		1,616,296
Lumber Liquidators Holdings, Inc.(a)(b)		24,112		373,495
MarineMax, Inc.(a)		22,369		475,341
Monro, Inc.		27,314		1,901,054
Murphy USA, Inc.(a)		25,846		2,208,799
National Vision Holdings, Inc.(a)		41,531		1,874,709
New York & Co., Inc.(a)		20,615		79,574
Office Depot, Inc.		474,649		1,523,623
Party City Holdco, Inc.(a)		48,708		659,993
Pier 1 Imports, Inc.		65,372		98,058
Regis Corp.(a)		30,903		631,348

22

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Specialty Retail (continued)
Sally Beauty Holdings, Inc.(a)(b)		103,365	$	1,900,882
Shoe Carnival, Inc.		9,176		353,276
Shutterfly, Inc.(a)		28,298		1,864,555
Sonic Automotive, Inc., Class A		20,697		400,487
Sportsman’s Warehouse Holdings, Inc.(a)(b)		30,363		177,624
Stamps.com, Inc.(a)		15,069		3,408,608
Systemax, Inc.		10,569		348,143
Tailored Brands, Inc.		42,506		1,070,726
Tilly’s, Inc., Class A		13,539		256,564
Zumiez, Inc.(a)		16,074		423,550
				59,368,363
Steel — 0.5%
AK Steel Holding Corp.(a)(b)		271,173		1,328,748
Allegheny Technologies, Inc.(a)(b)		107,991		3,191,134
Carbonite, Inc.(a)		26,956		960,981
Carpenter Technology Corp.		40,086		2,363,070
Olympic Steel, Inc.		7,448		155,440
Ryerson Holding Corp.(a)		11,697		132,176
Schnitzer Steel Industries, Inc., Class A		22,502		608,679
Shiloh Industries, Inc.(a)		10,800		118,800
TimkenSteel Corp.(a)		35,963		534,770
Universal Stainless & Alloy Products, Inc.(a)		7,161		182,677
				9,576,475
Technology: Miscellaneous — 0.3%
Apptio, Inc., Class A(a)		28,884		1,067,553
Benchmark Electronics, Inc.		40,778		954,205
CTS Corp.		28,076		963,007
Fabrinet(a)		30,893		1,429,110
Kimball Electronics, Inc.(a)		22,405		440,258
Plexus Corp.(a)		28,463		1,665,370
				6,519,503
Telecommunications Equipment — 0.3%
Applied Optoelectronics, Inc.(a)(b)		16,322		402,501
CalAmp Corp.(a)(b)		28,374		679,841
Clearfield, Inc.(a)		8,541		114,876
Knowles Corp.(a)(b)		74,802		1,243,209
Oclaro, Inc.(a)		144,465		1,291,517
Viavi Solutions, Inc.(a)		195,185		2,213,398
Vocera Communications, Inc.(a)		25,625		937,363
				6,882,705
Textile Products — 0.1%
Culp, Inc.		9,342		226,076
Interface, Inc.		51,118		1,193,605
Unifi, Inc.(a)		13,699		388,093
				1,807,774
Textiles Apparel & Shoes — 0.8%
Crocs, Inc.(a)		57,949		1,233,734
Deckers Outdoor Corp.(a)		26,025		3,086,044

Security	Shares		Value
Textiles Apparel & Shoes (continued)
Fossil Group, Inc.(a)(b)		40,171	$	935,181
G-III Apparel Group Ltd.(a)		37,115		1,788,572
Oxford Industries, Inc.		14,388		1,297,798
Perry Ellis International, Inc.(a)		10,395		284,095
Rocky Brands, Inc.		5,462		154,575
Steven Madden Ltd.		50,278		2,659,706
Superior Group of Cos., Inc.		6,722		127,852
Vera Bradley, Inc.(a)		20,610		314,509
Weyco Group, Inc.		5,406		190,183
Wolverine World Wide, Inc.		79,034		3,086,278
				15,158,527
Tobacco — 0.2%
22nd Century Group, Inc.(a)(b)		93,142		261,729
Pyxus International, Inc.(a)(b)		9,613		221,099
Turning Point Brands, Inc.		7,273		301,539
Universal Corp.		21,138		1,373,970
Vector Group Ltd.		87,610		1,207,264
				3,365,601
Toys — 0.0%
Funko, Inc., Class A(a)(b)		9,922		235,052
Transportation Miscellaneous — 0.2%
Costamare, Inc.		44,822		290,895
Echo Global Logistics, Inc.(a)		23,827		737,445
General Finance Corp.(a)		8,102		129,227
Hub Group, Inc., Class A(a)		28,008		1,277,165
Scorpio Bulkers, Inc.		53,837		390,318
Textainer Group Holdings Ltd.(a)(b)		24,439		312,819
Wesco Aircraft Holdings, Inc.(a)		46,775		526,219
				3,664,088
Truckers — 0.5%
ArcBest Corp.		21,959		1,066,110
Covenant Transportation Group, Inc., Class A(a)		9,653		280,516
Daseke, Inc.(a)(b)		36,751		294,743
Forward Air Corp.		25,019		1,793,862
FRP Holdings, Inc.(a)		6,014		373,469
Heartland Express, Inc.		40,236		793,856
Marten Transport Ltd.		33,749		710,417
PAM Transportation Services, Inc.(a)		1,582		102,972
Saia, Inc.(a)		21,959		1,678,766
Universal Logistics Holdings, Inc.		7,277		267,794
US Xpress Enterprises, Inc.(a)		17,239		237,898
USA Truck, Inc.(a)		6,567		132,850
Werner Enterprises, Inc.		40,426		1,429,059
YRC Worldwide, Inc.(a)(b)		29,118		261,480
				9,423,792
Utilities: Electrical — 1.6%
ALLETE, Inc.		43,896		3,292,639
Atlantic Power Corp.(a)		87,942		193,472
Avista Corp.		56,000		2,831,360

23

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series (Percentages shown are based on Net Assets)

Security	Shares		Value
Utilities: Electrical (continued)
Black Hills Corp.		45,766	$	2,658,547
Clearway Energy, Inc.		88,525		1,698,141
El Paso Electric Co.		34,716		1,985,755
IDACORP, Inc.		43,095		4,276,317
MGE Energy, Inc.		29,631		1,891,939
NorthWestern Corp.		43,261		2,537,690
Otter Tail Corp.		34,313		1,643,593
Pattern Energy Group, Inc.		69,874		1,388,396
PNM Resources, Inc.		68,554		2,704,455
Portland General Electric Co.		76,617		3,494,501
Spark Energy, Inc., Class A		9,750		80,438
Unitil Corp.		12,332		627,699
				31,304,942
Utilities: Gas Distributors — 0.8%
Chesapeake Utilities Corp.		13,419		1,125,854
New Jersey Resources Corp.		74,688		3,443,117
Northwest Natural Holding Co.		24,382		1,631,156
RGC Resources, Inc.		5,180		138,358
South Jersey Industries, Inc.		73,574		2,594,955
Southwest Gas Holdings, Inc.		41,841		3,306,694
Spire, Inc.		42,163		3,101,088
				15,341,222
Utilities: Miscellaneous — 0.1%
Ormat Technologies, Inc.		34,133		1,846,937
Utilities: Telecommunications — 1.0%
8x8, Inc.(a)		78,727		1,672,949
ATN International, Inc.		8,598		635,220
Boingo Wireless, Inc.(a)		34,712		1,211,449
Cincinnati Bell, Inc.(a)		39,482		629,738
Cogent Communications Holdings, Inc.		36,186		2,019,179
Consolidated Communications Holdings, Inc.		60,719		791,776
Frontier Communications Corp.		89,008		577,662
Fusion Connect, Inc.(a)(b)		14,833		38,121
GTT Communications, Inc.(a)(b)		36,335		1,576,939
Iridium Communications, Inc.(a)(b)		82,258		1,850,805
j2 Global, Inc.		39,925		3,307,786
NII Holdings, Inc.(a)(b)		73,751		432,181
ORBCOMM, Inc.(a)		59,327		644,291
Shenandoah Telecommunications Co.		39,905		1,546,319
Spok Holdings, Inc.		13,726		211,380

Security	Shares		Value
Utilities: Telecommunications (continued)
Vonage Holdings Corp.(a)		189,930	$	2,689,409
Windstream Holdings, Inc.(a)(b)		35,163		172,298
				20,007,502
Utilities: Water — 0.4%
American States Water Co.		31,160		1,905,122
AquaVenture Holdings Ltd.(a)		9,864		178,243
Artesian Resources Corp., Class A		6,777		249,258
California Water Service Group		41,610		1,785,069
Connecticut Water Service, Inc.		10,438		724,084
Consolidated Water Co. Ltd.		10,515		145,633
Global Water Resources, Inc.		7,636		80,865
Middlesex Water Co.		13,696		663,160
Pure Cycle Corp.(a)		11,615		134,153
SJW Group		14,957		914,621
York Water Co.		10,895		331,208
				7,111,416
Total Common Stocks — 98.3% (Cost — $1,599,362,578)				1,945,704,781
Investment Companies — 0.3%
iShares Russell 2000 ETF (f)		40,136		6,764,923
Total Investment Companies — 0.3% (Cost — $6,360,340)				6,764,923
Total Long-Term Investments — 98.6% (Cost — $1,605,722,918)				1,952,469,704
Short-Term Securities — 9.9%
BlackRock Cash Funds: Institutional, SL Agency Shares,     2.27%(d)(e)(f)		170,562,766		170,613,935
BlackRock Cash Funds: Treasury, SL Agency Shares,     1.97%(d)(f)		25,328,923		25,328,923
Total Short-Term Securities — 9.9% (Cost — $195,910,619)				195,942,858
Total Investments — 108.5% (Cost — $1,801,633,537)				2,148,412,562
Liabilities in Excess of Other Assets — (8.5)%				(168,841,289	)
Net Assets — 100.0%			$	1,979,571,273

^(a)  Non-income producing security.

^(b)  Security, or a portion of the security, is on loan.

^(c)  Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

^(d)  Annualized 7-day yield as of period end.

^(e)  All or a portion of security was purchased with the cash collateral from loaned securities.

24

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series

(f) During the period ended September 30, 2018, investments in issuers considered to be affiliates of the Master Series for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, and/or related parties of the Fund were as follows:

Affiliate Persons and/or Related Parties	Shares Held at 12/31/17		Shares Purchased			Shares Sold			Shares Held at 09/30/18		Value at 09/30/18		Income			Net Realized Gain (Loss)(a)			Change in Unrealized Appreciation (Depreciation)
BlackRock Cash Funds: Institutional, SL Agency Shares		102,254,881		68,307,885	(b)		—			170,562,766	$	170,613,935	$	1,512,500	(c)	$	(14,832	)	$	45,184
BlackRock Cash Funds: Treasury, SL Agency Shares		17,833,717		7,495,206	(b)		—			25,328,923		25,328,923		241,176			—			—
PennyMac Financial Services, Inc.		3,162		—			—			3,162		66,086		1,265			—			(4,585	)
PennyMac Mortgage Investment Trust		39,124		11,926	(b)		—			51,050		1,033,252		41,337			(11,795	)		191,088
iShares Russell 2000 ETF		38,224		615,322			(613,410	)		40,136		6,764,923		43,092			647,199			146,992
											$	203,807,119	$	1,839,370		$	620,572		$	378,679

^(a)  Includes net capital gain distributions, if applicable.

^(b)  Represents net shares purchased.

^(c)  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.

Portfolio Abbreviations

ETF — Exchange-Traded Fund

MBIA — Municipal Bond Investors Assurance (National Public Finance Guaranty Corp.)

MYR — Malaysian Ringgit

Radian — Radian Guaranty, Inc.

REIT — Real Estate Investment Trust

Derivative Financial Instruments Outstanding as of Period End

Futures Contracts

Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts:
Russell 2000 E-Mini Index		324		12/21/18	$	27,553	$	(217,698	)

25

Schedule of Investments  (unaudited) (continued) September 30, 2018 Master Small Cap Index Series

Fair Value Hierarchy as of Period End

Various inputs are used in determining the fair value of investments and derivative 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 Master Series has the ability to access

• Level 2 — Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs)

• Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including Master Series’s own assumptions used in determining the fair value of investments and derivative 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 BlackRock Global Valuation Methodologies Committee (the “Global Valuation Committee”) in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. Level 3 investments may also be adjusted to reflect illiquidity and/or non-transferability, with the amount of such discount estimated by the Global Valuation Committee in the absence of market information.

Changes in valuation techniques may result in transfers into or out of an assigned level within the hierarchy. In accordance with the Master Series’s policy, transfers between different levels of the fair value hierarchy are deemed to have occurred as of the beginning of the reporting period. The categorization of a value determined for investments and derivative financial instruments and is based on the pricing transparency of the investments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Master Series’s policy regarding valuation of investments and derivative financial instruments, refer to the Master Series’s most recent financial statements as contained in its semi-annual report.

The following tables summarize the Master Series’s investments and derivative financial instruments categorized in the disclosure hierarchy:

	Level 1			Level 2		Level 3		Total
Assets:
Investments:
Long-Term Investments(a)
Common Stocks	$	1,945,147,035		$	517,407	$	40,339	$	1,945,704,781
Investment Companies		6,764,923			—		—		6,764,923
Short-Term Securities		195,942,858			—		—		195,942,858
	$	2,147,854,816		$	517,407	$	40,339	$	2,148,412,562
Derivative Financial Instruments(b)
Liabilities:
Equity contracts	$	(217,698	)	$	—	$	—	$	(217,698	)

^(a)  See above Schedule of Investments for values in each industry.

^(b)  Derivative financial instruments are futures contracts which are valued at the unrealized appreciation (depreciation) on the instrument.

During the period ended September 30, 2018, there were no transfers between levels.

26

Item 2 – Controls and Procedures

2(a) – The registrants’ principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrants’ disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”)) are effective as of a date within 90 days of the filing of this report based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rule 15d-15(b) under the Securities Exchange Act of 1934, as amended.

2(b) – There were no changes in the registrants’ internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrants’ last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants’ internal control over financial reporting.

Item 3 – Exhibits

Certifications – Attached hereto

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, each registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

BlackRock Index Funds, Inc. and Quantitative Master Series LLC
By:	/s/ John M. Perlowski
	John M. Perlowski
	Chief Executive Officer (principal executive officer) of
	BlackRock Index Funds, Inc. and Quantitative Master Series LLC
Date: November 19, 2018

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of each registrant and in the capacities and on the dates indicated.

By:	/s/ John M. Perlowski
	John M. Perlowski
	Chief Executive Officer (principal executive officer) of
	BlackRock Index Funds, Inc. and Quantitative Master Series LLC
Date: November 19, 2018
By:	/s/ Neal J. Andrews
	Neal J. Andrews
	Chief Financial Officer (principal financial officer) of
	BlackRock Index Funds, Inc. and Quantitative Master Series LLC
Date: November 19, 2018