Master Small Cap Index Series

Fund Profile

Fund profile

Fund manager

Quantitative Master Series LLC

Total assets

$6.29 bn

Liabilities

$1.00 bn

Net assets

$5.29 bn

Number of holdings

1.98 k

Top 200 of 1984 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
BlackRock Cash Funds: Institutional, SL Agency Shares	500.68 mm	500.28 mm shares	9.47	Short-term investment vehicle	Long	USA
BlackRock Cash Funds: Treasury, SL Agency Shares	38.93 mm	38.93 mm shares	0.74	Short-term investment vehicle	Long	USA
PCVX Vaxcyte, Inc.	26.78 mm	234.36 k shares	0.51	Common equity	Long	USA
FTAI Aviation Ltd	26.49 mm	199.36 k shares	0.50	Common equity	Long	Cayman Islands
INSM Insmed Incorporated	22.38 mm	306.64 k shares	0.42	Common equity	Long	USA
SFM Sprouts Farmers Market, Inc.	21.83 mm	197.72 k shares	0.41	Common equity	Long	USA
Fabrinet	16.92 mm	71.58 k shares	0.32	Common equity	Long	Cayman Islands
AIT Applied Industrial Technologies, Inc.	16.84 mm	75.49 k shares	0.32	Common equity	Long	USA
MLI Mueller Industries, Inc.	16.25 mm	219.33 k shares	0.31	Common equity	Long	USA
FLR Fluor Corporation	15.99 mm	335.12 k shares	0.30	Common equity	Long	USA
ENSG The Ensign Group, Inc.	15.67 mm	108.93 k shares	0.30	Common equity	Long	USA
UFPI UFP Industries, Inc.	15.58 mm	118.77 k shares	0.29	Common equity	Long	USA
CRS Carpenter Technology Corporation	14.91 mm	93.41 k shares	0.28	Common equity	Long	USA
Lantheus Holdings Inc	14.72 mm	134.16 k shares	0.28	Common equity	Long	USA
SSB SouthState Corporation	14.51 mm	149.27 k shares	0.27	Common equity	Long	USA
MTH Meritage Homes Corporation	14.46 mm	70.51 k shares	0.27	Common equity	Long	USA
SPSC SPS Commerce, Inc.	14.18 mm	73.03 k shares	0.27	Common equity	Long	USA
TMHC Taylor Morrison Home Corporation	14.11 mm	200.82 k shares	0.27	Common equity	Long	USA
LUMN Lumen Technologies, Inc.	14.10 mm	1.99 mm shares	0.27	Common equity	Long	USA
SPXC SPX Technologies, Inc.	14.09 mm	88.36 k shares	0.27	Common equity	Long	USA
HALO Halozyme Therapeutics, Inc.	14.01 mm	244.83 k shares	0.27	Common equity	Long	USA
ANF Abercrombie & Fitch Co.	13.81 mm	98.71 k shares	0.26	Common equity	Long	USA
HQY HealthEquity, Inc.	13.60 mm	166.16 k shares	0.26	Common equity	Long	USA
RVMD Revolution Medicines, Inc.	13.56 mm	299.05 k shares	0.26	Common equity	Long	USA
MOD Modine Manufacturing Company	13.46 mm	101.38 k shares	0.25	Common equity	Long	USA
CVLT Commvault Systems, Inc.	13.18 mm	85.66 k shares	0.25	Common equity	Long	USA
Essent Group Ltd	13.17 mm	204.82 k shares	0.25	Common equity	Long	Bermuda
HLNE Hamilton Lane Incorporated	12.69 mm	75.39 k shares	0.24	Common equity	Long	USA
BMI Badger Meter, Inc.	12.60 mm	57.69 k shares	0.24	Common equity	Long	USA
NOVT Novanta Inc.	12.60 mm	70.41 k shares	0.24	Common equity	Long	Canada
TRNO Terreno Realty Corporation	12.53 mm	187.49 k shares	0.24	Common equity	Long	USA
GKOS Glaukos Corporation	12.51 mm	96.04 k shares	0.24	Common equity	Long	USA
CMC Commercial Metals Company	12.48 mm	227.13 k shares	0.24	Common equity	Long	USA
RHP Ryman Hospitality Properties, Inc.	12.34 mm	115.11 k shares	0.23	Common equity	Long	USA
VRNS Varonis Systems, Inc.	12.23 mm	216.38 k shares	0.23	Common equity	Long	USA
CWST Casella Waste Systems, Inc.	12.05 mm	121.13 k shares	0.23	Common equity	Long	USA
JXN Jackson Financial Inc.	11.99 mm	131.44 k shares	0.23	Common equity	Long	USA
CSWC Capital Southwest Corporation	11.90 mm	32.49 k shares	0.23	Common equity	Long	USA
CBT Cabot Corporation	11.89 mm	106.37 k shares	0.22	Common equity	Long	USA
CYTK Cytokinetics, Incorporated	11.84 mm	224.31 k shares	0.22	Common equity	Long	USA
NSIT Insight Enterprises, Inc.	11.79 mm	54.75 k shares	0.22	Common equity	Long	USA
EXLS ExlService Holdings, Inc.	11.77 mm	308.48 k shares	0.22	Common equity	Long	USA
EPRT Essential Properties Realty Trust, Inc.	11.76 mm	344.29 k shares	0.22	Common equity	Long	USA
IBP Installed Building Products, Inc.	11.58 mm	47.02 k shares	0.22	Common equity	Long	USA
COOP Mr. Cooper Group Inc.	11.55 mm	125.27 k shares	0.22	Common equity	Long	USA
ONB Old National Bancorp	11.52 mm	617.55 k shares	0.22	Common equity	Long	USA
EXPO Exponent, Inc.	11.43 mm	99.16 k shares	0.22	Common equity	Long	USA
BPMC Blueprint Medicines Corporation	11.41 mm	123.39 k shares	0.22	Common equity	Long	USA
KBH KB Home	11.32 mm	132.10 k shares	0.21	Common equity	Long	USA
KRG Kite Realty Group Trust	11.32 mm	426.15 k shares	0.21	Common equity	Long	USA
CHX ChampionX Corporation	11.29 mm	374.43 k shares	0.21	Common equity	Long	USA
MOG-A Moog Inc.	11.26 mm	55.74 k shares	0.21	Common equity	Long	USA
BCPC Balchem Corporation	11.16 mm	63.43 k shares	0.21	Common equity	Long	USA
MMS Maximus, Inc.	11.15 mm	119.68 k shares	0.21	Common equity	Long	USA
SIGI Selective Insurance Group, Inc.	11.14 mm	119.35 k shares	0.21	Common equity	Long	USA
WTS Watts Water Technologies, Inc.	11.13 mm	53.73 k shares	0.21	Common equity	Long	USA
MMSI Merit Medical Systems, Inc.	11.10 mm	112.28 k shares	0.21	Common equity	Long	USA
FSS Federal Signal Corporation	11.03 mm	118.00 k shares	0.21	Common equity	Long	USA
DY Dycom Industries, Inc.	10.98 mm	55.72 k shares	0.21	Common equity	Long	USA
BCC Boise Cascade Company	10.95 mm	77.68 k shares	0.21	Common equity	Long	USA
BECN Beacon Roofing Supply, Inc.	10.80 mm	124.98 k shares	0.20	Common equity	Long	USA
Aurora Innovation, Inc.	10.75 mm	1.82 mm shares	0.20	Common equity	Long	USA
ALTR Altair Engineering Inc.	10.71 mm	112.11 k shares	0.20	Common equity	Long	USA
CXT Crane NXT, Co.	10.61 mm	283.06 k shares	0.20	Common equity	Long	USA
OPCH Option Care Health, Inc.	10.54 mm	336.73 k shares	0.20	Common equity	Long	USA
ACIW ACI Worldwide, Inc.	10.53 mm	206.79 k shares	0.20	Common equity	Long	USA
ZETA Zeta Global Holdings Corp.	10.38 mm	347.98 k shares	0.20	Common equity	Long	USA
AVAV AeroVironment, Inc.	10.34 mm	51.57 k shares	0.20	Common equity	Long	USA
GTLS Chart Industries, Inc.	10.32 mm	83.17 k shares	0.20	Common equity	Long	USA
BIPC Brookfield Infrastructure Corporation	10.27 mm	236.37 k shares	0.19	Common equity	Long	Canada
BCO The Brink's Company	10.23 mm	88.49 k shares	0.19	Common equity	Long	USA
GBCI Glacier Bancorp, Inc.	10.21 mm	223.33 k shares	0.19	Common equity	Long	USA
ZWS Zurn Elkay Water Solutions Corporation	10.16 mm	282.71 k shares	0.19	Common equity	Long	USA
SKY Skyline Champion Corporation	10.03 mm	105.70 k shares	0.19	Common equity	Long	USA
HOMB Home Bancshares, Inc. (Conway, AR)	10.01 mm	369.44 k shares	0.19	Common equity	Long	USA
KNF Knife River Corporation	10.00 mm	111.86 k shares	0.19	Common equity	Long	USA
GPI Group 1 Automotive, Inc.	9.99 mm	26.08 k shares	0.19	Common equity	Long	USA
TMDX TransMedics Group, Inc.	9.88 mm	62.94 k shares	0.19	Common equity	Long	USA
Noble Corp PLC	9.79 mm	270.82 k shares	0.19	Common equity	Long	UK
BOOT Boot Barn Holdings, Inc.	9.74 mm	58.25 k shares	0.18	Common equity	Long	USA
RNA Avidity Biosciences, Inc.	9.72 mm	211.63 k shares	0.18	Common equity	Long	USA
PIPR Piper Sandler Companies	9.71 mm	34.20 k shares	0.18	Common equity	Long	USA
UBSI United Bankshares, Inc.	9.66 mm	260.51 k shares	0.18	Common equity	Long	USA
ITRI Itron, Inc.	9.66 mm	90.46 k shares	0.18	Common equity	Long	USA
PI Impinj, Inc.	9.63 mm	44.46 k shares	0.18	Common equity	Long	USA
MUR Murphy Oil Corporation	9.60 mm	284.51 k shares	0.18	Common equity	Long	USA
POR Portland General Electric Company	9.59 mm	200.26 k shares	0.18	Common equity	Long	USA
MATX Matson, Inc.	9.55 mm	66.98 k shares	0.18	Common equity	Long	USA
FFIN First Financial Bankshares, Inc.	9.49 mm	256.33 k shares	0.18	Common equity	Long	USA
ABG Asbury Automotive Group, Inc.	9.47 mm	39.68 k shares	0.18	Common equity	Long	USA
CNX CNX Resources Corporation	9.45 mm	290.16 k shares	0.18	Common equity	Long	USA
TENB Tenable Holdings, Inc.	9.42 mm	232.37 k shares	0.18	Common equity	Long	USA
QLYS Qualys, Inc.	9.40 mm	73.14 k shares	0.18	Common equity	Long	USA
FELE Franklin Electric Co., Inc.	9.35 mm	89.23 k shares	0.18	Common equity	Long	USA
BDC Belden Inc.	9.35 mm	79.79 k shares	0.18	Common equity	Long	USA
GATX GATX Corporation	9.32 mm	70.33 k shares	0.18	Common equity	Long	USA
TRS: Master Small Cap Index Series - JPM CFD J.P. MORGAN SECURITIES LLC	9.31 mm	291.24 k other units	0.18	Equity derivative	N/A	USA
Summit Materials, Inc.	9.26 mm	237.25 k shares	0.18	Common equity	Long	USA
QTWO Q2 Holdings, Inc.	9.24 mm	115.84 k shares	0.17	Common equity	Long	USA
Cadence Bancorporation	9.24 mm	289.99 k shares	0.17	Common equity	Long	USA
TRS: Master Small Cap Index Series - HSBC CFD HSBC BANK PLC	9.24 mm	448.47 k other units	0.17	Equity derivative	N/A	USA
UMBF UMB Financial Corporation	9.23 mm	87.83 k shares	0.17	Common equity	Long	USA
NJR New Jersey Resources Corporation	9.13 mm	193.50 k shares	0.17	Common equity	Long	USA
IRT Independence Realty Trust, Inc.	9.13 mm	445.13 k shares	0.17	Common equity	Long	USA
VRRM Verra Mobility Corporation	9.12 mm	327.99 k shares	0.17	Common equity	Long	USA
PECO Phillips Edison & Company, Inc.	9.12 mm	241.78 k shares	0.17	Common equity	Long	USA
BOX Box, Inc.	9.07 mm	277.17 k shares	0.17	Common equity	Long	USA
RMBS Rambus Inc.	9.06 mm	214.49 k shares	0.17	Common equity	Long	USA
ACA Arcosa, Inc.	9.05 mm	95.53 k shares	0.17	Common equity	Long	USA
RDNT RadNet, Inc.	9.03 mm	130.17 k shares	0.17	Common equity	Long	USA
Alkermes PLC	9.00 mm	321.64 k shares	0.17	Common equity	Long	Ireland
SM SM Energy Company	8.96 mm	224.25 k shares	0.17	Common equity	Long	USA
KTB Kontoor Brands, Inc.	8.96 mm	109.56 k shares	0.17	Common equity	Long	USA
MHO M/I Homes, Inc.	8.96 mm	52.28 k shares	0.17	Common equity	Long	USA
AVNT Avient Corporation	8.95 mm	177.82 k shares	0.17	Common equity	Long	USA
SLG SL Green Realty Corp.	8.93 mm	128.32 k shares	0.17	Common equity	Long	USA
SWX Southwest Gas Holdings, Inc.	8.85 mm	119.96 k shares	0.17	Common equity	Long	USA
KRYS Krystal Biotech, Inc.	8.85 mm	48.59 k shares	0.17	Common equity	Long	USA
HRI Herc Holdings Inc.	8.83 mm	55.38 k shares	0.17	Common equity	Long	USA
ADMA ADMA Biologics, Inc.	8.80 mm	440.42 k shares	0.17	Common equity	Long	USA
HWC Hancock Whitney Corporation	8.74 mm	170.87 k shares	0.17	Common equity	Long	USA
MARA Marathon Digital Holdings, Inc.	8.73 mm	538.38 k shares	0.17	Common equity	Long	USA
FCFS FirstCash Holdings, Inc	8.68 mm	75.59 k shares	0.16	Common equity	Long	USA
Signet Jewelers Ltd	8.65 mm	83.83 k shares	0.16	Common equity	Long	Bermuda
CTRE CareTrust REIT, Inc.	8.64 mm	279.98 k shares	0.16	Common equity	Long	USA
STRL Sterling Infrastructure, Inc.	8.61 mm	59.35 k shares	0.16	Common equity	Long	USA
FUL H.B. Fuller Company	8.56 mm	107.84 k shares	0.16	Common equity	Long	USA
RDN Radian Group Inc.	8.54 mm	246.11 k shares	0.16	Common equity	Long	USA
ITGR Integer Holdings Corporation	8.53 mm	65.63 k shares	0.16	Common equity	Long	USA
SBRA Sabra Health Care REIT, Inc.	8.47 mm	455.36 k shares	0.16	Common equity	Long	USA
MGY Magnolia Oil & Gas Corporation	8.33 mm	341.03 k shares	0.16	Common equity	Long	USA
ASGN ASGN Incorporated	8.28 mm	88.83 k shares	0.16	Common equity	Long	USA
BKH Black Hills Corporation	8.25 mm	135.02 k shares	0.16	Common equity	Long	USA
OGS ONE Gas, Inc.	8.25 mm	110.83 k shares	0.16	Common equity	Long	USA
TPH Tri Pointe Homes, Inc.	8.20 mm	180.94 k shares	0.16	Common equity	Long	USA
ORA Ormat Technologies, Inc.	8.17 mm	106.24 k shares	0.15	Common equity	Long	USA
OSCR Oscar Health, Inc.	8.11 mm	382.41 k shares	0.15	Common equity	Long	USA
ASO Academy Sports and Outdoors, Inc.	8.09 mm	138.69 k shares	0.15	Common equity	Long	USA
iShares Russell 2000 ETF	8.07 mm	36.53 k shares	0.15	Common equity	Long	USA
ABCB Ameris Bancorp	8.06 mm	129.13 k shares	0.15	Common equity	Long	USA
AEO American Eagle Outfitters, Inc.	8.04 mm	358.92 k shares	0.15	Common equity	Long	USA
ENS EnerSys	8.03 mm	78.73 k shares	0.15	Common equity	Long	USA
SFBS ServisFirst Bancshares, Inc.	8.03 mm	99.83 k shares	0.15	Common equity	Long	USA
Enstar Group Ltd	8.02 mm	24.93 k shares	0.15	Common equity	Long	Bermuda
HAE Haemonetics Corporation	7.94 mm	98.74 k shares	0.15	Common equity	Long	USA
WK Workiva Inc.	7.86 mm	99.39 k shares	0.15	Common equity	Long	USA
Primo Water Corporation	7.84 mm	310.45 k shares	0.15	Common equity	Long	Canada
CRNX Crinetics Pharmaceuticals, Inc.	7.83 mm	153.14 k shares	0.15	Common equity	Long	USA
KAI Kadant Inc.	7.79 mm	23.06 k shares	0.15	Common equity	Long	USA
MC Moelis & Company	7.79 mm	113.72 k shares	0.15	Common equity	Long	USA
Credo Technology Group Holding Ltd	7.78 mm	252.71 k shares	0.15	Common equity	Long	Cayman Islands
RUN Sunrun Inc.	7.77 mm	430.40 k shares	0.15	Common equity	Long	USA
MAC The Macerich Company	7.76 mm	425.24 k shares	0.15	Common equity	Long	USA
TXNM TXNM Energy, Inc.	7.75 mm	177.14 k shares	0.15	Common equity	Long	USA
AEIS Advanced Energy Industries, Inc.	7.75 mm	73.65 k shares	0.15	Common equity	Long	USA
SHAK Shake Shack Inc.	7.72 mm	74.84 k shares	0.15	Common equity	Long	USA
WHD Cactus, Inc.	7.69 mm	128.91 k shares	0.15	Common equity	Long	USA
VLY Valley National Bancorp	7.69 mm	848.73 k shares	0.15	Common equity	Long	USA
KFY Korn Ferry	7.68 mm	102.12 k shares	0.15	Common equity	Long	USA
ICUI ICU Medical, Inc.	7.67 mm	42.08 k shares	0.15	Common equity	Long	USA
HL Hecla Mining Company	7.64 mm	1.15 mm shares	0.14	Common equity	Long	USA
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc.	7.62 mm	221.13 k shares	0.14	Common equity	Long	USA
CWAN Clearwater Analytics Holdings, Inc.	7.52 mm	297.81 k shares	0.14	Common equity	Long	USA
SR Spire Inc.	7.50 mm	111.52 k shares	0.14	Common equity	Long	USA
RXO RXO, Inc.	7.46 mm	266.25 k shares	0.14	Common equity	Long	USA
IIPR Innovative Industrial Properties, Inc.	7.44 mm	55.31 k shares	0.14	Common equity	Long	USA
FTDR Frontdoor, Inc.	7.41 mm	154.41 k shares	0.14	Common equity	Long	USA
Biohaven Ltd	7.36 mm	147.37 k shares	0.14	Common equity	Long	Virgin Islands (British)
CORT Corcept Therapeutics Incorporated	7.34 mm	158.69 k shares	0.14	Common equity	Long	USA
FUN Six Flags Entertainment Corporation/NEW	7.34 mm	182.13 k shares	0.14	Common equity	Long	USA
ALE ALLETE, Inc.	7.34 mm	114.27 k shares	0.14	Common equity	Long	USA
SEM Select Medical Holdings Corporation	7.33 mm	210.19 k shares	0.14	Common equity	Long	USA
PLXS Plexus Corp.	7.30 mm	53.37 k shares	0.14	Common equity	Long	USA
Madrigal Pharmaceuticals, Inc.	7.28 mm	34.32 k shares	0.14	Common equity	Long	USA
CNO CNO Financial Group, Inc.	7.26 mm	206.71 k shares	0.14	Common equity	Long	USA
SLAB Silicon Laboratories Inc.	7.25 mm	62.77 k shares	0.14	Common equity	Long	USA
SANM Sanmina Corporation	7.22 mm	105.42 k shares	0.14	Common equity	Long	USA
NEOG Neogen Corporation	7.21 mm	429.18 k shares	0.14	Common equity	Long	USA
WD Walker & Dunlop, Inc.	7.16 mm	63.08 k shares	0.14	Common equity	Long	USA
LRN Stride, Inc.	7.14 mm	83.74 k shares	0.14	Common equity	Long	USA
Golar LNG Ltd	7.14 mm	194.23 k shares	0.14	Common equity	Long	Bermuda
POWI Power Integrations, Inc.	7.14 mm	111.30 k shares	0.13	Common equity	Long	USA
GMS GMS Inc.	7.13 mm	78.74 k shares	0.13	Common equity	Long	USA
DNLI Denali Therapeutics Inc.	7.11 mm	243.95 k shares	0.13	Common equity	Long	USA
CRC California Resources Corporation	7.10 mm	135.39 k shares	0.13	Common equity	Long	USA
ACLX Arcellx, Inc.	7.06 mm	84.59 k shares	0.13	Common equity	Long	USA
IDCC InterDigital, Inc.	7.05 mm	49.75 k shares	0.13	Common equity	Long	USA
CVCO Cavco Industries, Inc.	7.04 mm	16.44 k shares	0.13	Common equity	Long	USA
BBIO BridgeBio Pharma, Inc.	7.04 mm	276.36 k shares	0.13	Common equity	Long	USA
PCH PotlatchDeltic Corporation	7.02 mm	155.91 k shares	0.13	Common equity	Long	USA
BNL Broadstone Net Lease, Inc.	7.02 mm	370.23 k shares	0.13	Common equity	Long	USA
PBH Prestige Consumer Healthcare Inc.	7.01 mm	97.22 k shares	0.13	Common equity	Long	USA
FORM FormFactor, Inc.	7.01 mm	152.28 k shares	0.13	Common equity	Long	USA
AXNX Axonics, Inc.	6.97 mm	100.20 k shares	0.13	Common equity	Long	USA
SHOO Steven Madden, Ltd.	6.97 mm	142.28 k shares	0.13	Common equity	Long	USA
NUVL Nuvalent, Inc.	6.96 mm	67.99 k shares	0.13	Common equity	Long	USA
TEX Terex Corporation	6.93 mm	131.06 k shares	0.13	Common equity	Long	USA
SKT Tanger Inc.	6.93 mm	208.96 k shares	0.13	Common equity	Long	USA
STEP StepStone Group Inc.	6.93 mm	121.99 k shares	0.13	Common equity	Long	USA
NWE NorthWestern Corporation	6.92 mm	121.00 k shares	0.13	Common equity	Long	USA