Master Small Cap Index Series
Data updated: 2026-05-28
C000007401 — Master Small Cap Index Series data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. United States Small Cap Equity · $4.82B AUM · 25.8% 1-yr return. From SEC regulatory filings.
C000007401 Fund Overview
Master Small Cap Index Series is a US mutual fund managed by Quantitative Master Series LLC, categorised as United States Small Cap Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Quantitative Master Series LLC
- Category: United States Small Cap Equity
- Assets under management: $4.82B
- 1-year return: 25.8%
- SEC CIK: 0001025836
- SEC series ID: S000002716
- Share class ID: C000007401
C000007401 Holdings
Top 10 holdings of Master Small Cap Index Series by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| BlackRock Funds III | 9.78% |
| Bloom Energy Corp | 1.00% |
| Blackrock Cash Funds Treasury Sl Agency Shares | 0.78% |
| Coeur Mining Inc | 0.65% |
| Fabrinet | 0.64% |
| Nextpower Inc | 0.59% |
| EchoStar Corp | 0.54% |
| Credo Technology Group Holding Ltd | 0.51% |
| Kratos Defense & Security Solutions Inc | 0.43% |
| Advanced Energy Industries Inc | 0.41% |
C000007401 Portfolio Allocation
Asset-class allocation of Master Small Cap Index Series by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 99.0% |
| Cash & Equivalents | 10.6% |
| Derivatives | 0.1% |
C000007401 Performance
Total returns for C000007401 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 0.9% |
| 1 year | 25.8% |
| 3 years (annualised) | 13.1% |
| 5 years (annualised) | 3.8% |
C000007401 Risk Information
Risk metrics for C000007401, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 12.3%
C000007401 Costs and Fees
- Brokerage commissions: 1.48 bps of average net assets (SEC N-CEN)
C000007401 Cashflows
Over the 12 months to 2026-03, Master Small Cap Index Series had net outflows of $270.74M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $78.15M |
| 2026-02 | −$11.08M |
| 2026-01 | −$79.76M |
| 2025-12 | −$29.54M |
| 2025-11 | −$10.54M |
| 2025-10 | −$7.71M |
C000007401 Debt Constituents
No individual debt constituents are reported in Master Small Cap Index Series's latest SEC N-PORT filing.
C000007401 Prospectus and SEC Filings
Official Master Small Cap Index Series filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Small Cap Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.