0001752724-19-011707.txt : 20190318
0001752724-19-011707.hdr.sgml : 20190318
20190318063257
ACCESSION NUMBER: 0001752724-19-011707
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190318
DATE AS OF CHANGE: 20190318
EFFECTIVENESS DATE: 20190318
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: QUANTITATIVE MASTER SERIES LLC
CENTRAL INDEX KEY: 0001025836
IRS NUMBER: 223483688
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07885
FILM NUMBER: 19686750
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 800-441-7762
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
FORMER COMPANY:
FORMER CONFORMED NAME: QUANTITATIVE MASTER SERIES TRUST
DATE OF NAME CHANGE: 19991216
FORMER COMPANY:
FORMER CONFORMED NAME: INDEX MASTER SERIES TRUST
DATE OF NAME CHANGE: 19990730
FORMER COMPANY:
FORMER CONFORMED NAME: MERRILL LYNCH INDEX TRUST
DATE OF NAME CHANGE: 19961024
0001025836
S000002712
Master Extended Market Index Series
C000007397
Master Extended Market Index Series
0001025836
S000002716
Master Small Cap Index Series
C000007401
Master Small Cap Index Series
N-CEN
1
primary_doc.xml
X0201
N-CEN
LIVE
0001025836
XXXXXXXX
811-07885
false
false
false
N-1A
true
Quantitative Master Series LLC
811-07885
0001025836
549300OSVO75NGL1UC27
100 BELLEVUE PARKWAY
WILMINGTON
19809
US-DE
US
800-441-7762
State Street Bank and Trust Company
1 Lincoln Street
Boston
02111
617-786-3000
Records related to its functions as Sub-administrator, accounting agent, transfer agent and custodian
BNY Mellon Investment Servicing (US) Inc.
301 Bellevue Parkway
Wilmington
19809
302-791-1700
Records related to its functions as transfer agent
BlackRock Advisors, LLC
100 Bellevue Parkway
Wilmington
19809
302-797-2000
Records related to its functions as advisor and administrator
BlackRock Investments, LLC
40 East 52nd Street
New York
10022
609-282-3046
Records related to its functions as distributor
BlackRock Fund Advisors
400 Howard Street
San Francisco
94105
415-670-2000
Records related to its functions as sub-adviser and administrator
Y
N
N-1A
1
N
Frederick W. Winter
000000000
N
Claire A. Walton
000000000
N
Collette Chilton
000000000
N
Kenneth L. Urish
005352005
N
Cynthia A. Montgomery
000000000
N
Neil A. Cotty
000000000
N
Susan J. Carter
000000000
N
Robert C. Robb, Jr.
000000000
N
Mark Stalnecker
000000000
N
Rodney D. Johnson
000000000
N
John M. Perlowski
000000000
Y
Joseph P. Platt
000000000
N
Robert Fairbairn
004992372
Y
Charles Park
000000000
55 East 52nd Street
New York
10055
XXXXXX
N
N
N
N
N
BlackRock Investments, LLC
8-48436
000038642
0000000000
Y
N
Deloitte & Touche LLP
34
00000000000000000000
N
N
N
N
N
N
N
Master Small Cap Index Series
S000002716
VLR242ZI8B4RP2GO3398
Y
0
0
0
N
N
0.09810000
0.05280000
0.01500000
0.01500000
N
N
Y
N
BlackRock Institutional Trust Company, National Association
549300RK1FB0VMTPD087
Y
N
Cash collateral reinvestment fee
Revenue sharing split
Other
Rebates paid to borrowers
N/A
N/A
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 10f-3 (17 CFR 270.10f-3)
Rule 17a-8 (17 CFR 270.17a-8)
Y
Y
N
N
BlackRock Advisors, LLC
801-47710
000106614
5493001LN9MRM6A35J74
N
BlackRock Fund Advisors
801-22609
000105247
549300YOOGP0Y1M95C20
Y
N
BNY Mellon Investment Servicing (US) Inc.
84-01761
549300CFZQLI9QMJ1Z03
N
N
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Standard & Poor's Financial Services LLC
549300U4VWNITEKO2881
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Thomson Reuters Corporation
549300561UZND4C7B569
CA
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
BlackRock Advisors, LLC
5493001LN9MRM6A35J74
Y
N
N
Solebury Capital, LLC
8-67548
000143299
5493000RFBRZED82XQ81
0.00000000
PNC Investments LLC
8-66195
000129052
00000000000000000000
0.00000000
BlackRock Execution Services
8-48719
000039438
549300HFCRQ0NT5KY652
0.00000000
BlackRock Investments, LLC
8-48436
000038642
0000000000
0.00000000
PNC Capital Markets, Inc.
8-32493
000015647
7OGNSSLOQJ8U3B9Y5F18
0.00000000
Trout Capital LLC
8-66474
000131489
00000000000000000000
0.00000000
Harris Williams LLC
8-53380
000113930
00000000000000000000
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
76411.28
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
27158.56
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
15553.92
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
13990.99
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
15286.74
Wells Fargo Brokerage Services, LLC
8-33283
000016100
N/A
19691.55
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
15845.54
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
8576.85
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
37097.93
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
15568.12
259053.28
BlackRock Funds III - BlackRock Cash Funds: Institutional
N/A
N/A
549300JDHS1T46VWOG19
668637700.6
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
199486509.3
Regions Bank
N/A
N/A
EQTWLK1G7ODGC2MGLV11
678324404.9
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
210602097.9
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
411485855.6
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
3662753473
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
2331308688
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
151480312.6
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
161179017
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
153877807.4
9308551200
N
1755512272.00000000
Committed
1750000000.00000000
N
N
N
N
true
INTERNAL CONTROL RPT
2
mastersmallcap-dec18.txt
REPORT OF INDEPENDENT REGISTERED PUBLIC
ACCOUNTING FIRM
To the Investors of Master Small Cap Index Series and the
Board of Directors of Quantitative Master Series LLC:
In planning and performing our audit of the financial statements
of Master Small Cap Index Series of Quantitative Master Series
LLC (the "Fund") as of and for the year ended December 31,
2018, in accordance with the standards of the Public Company
Accounting Oversight Board (United States) (PCAOB), we
considered the Fund's internal control over financial reporting,
including controls over safeguarding securities, as a basis for
designing our auditing procedures for the purpose of expressing
our opinion on the financial statements and to comply with the
requirements of Form N-SAR, but not for the purpose of
expressing an opinion on the effectiveness of the Fund's
internal control over financial reporting. Accordingly, we
express no such opinion.
The management of the Fund is responsible for establishing and
maintaining effective internal control over financial reporting.
In fulfilling this responsibility, estimates and judgments by
management are required to assess the expected benefits and
related costs of controls. A company's internal control over
financial reporting is a process designed to provide reasonable
assurance regarding the reliability of financial reporting and the
preparation of financial statements for external purposes in
accordance with generally accepted accounting principles. A
company's internal control over financial reporting includes
those policies and procedures that (1) pertain to the
maintenance of records that, in reasonable detail, accurately
and fairly reflect the transactions and dispositions of the assets
of the company; (2) provide reasonable assurance that
transactions are recorded as necessary to permit preparation of
financial statements in accordance with generally accepted
accounting principles, and that receipts and expenditures of the
company are being made only in accordance with
authorizations of management and directors of the company;
and (3) provide reasonable assurance regarding prevention or
timely detection of unauthorized acquisition, use, or disposition
of a company's assets that could have a material effect on the
financial statements.
Because of its inherent limitations, internal control over
financial reporting may not prevent or detect misstatements.
Also, projections of any evaluation of effectiveness to future
periods are subject to the risk that controls may become
inadequate because of changes in conditions or that the degree
of compliance with the policies or procedures may deteriorate.
A deficiency in internal control over financial reporting exists
when the design or operation of a control does not allow
management or employees, in the normal course of performing
their assigned functions, to prevent or detect misstatements on a
timely basis. A material weakness is a deficiency, or a
combination of deficiencies, in internal control over financial
reporting, such that there is a reasonable possibility that a
material misstatement of the company's annual or interim
financial statements will not be prevented or detected on a
timely basis.
Our consideration of the Fund's internal control over financial
reporting was for the limited purpose described in the first
paragraph and would not necessarily disclose all deficiencies in
internal control that might be material weaknesses under
standards established by the PCAOB. However, we noted no
deficiencies in the Fund's internal control over financial
reporting and its operation, including controls for safeguarding
securities, that we consider to be a material weakness, as
defined above, as of December 31, 2018.
This report is intended solely for the information and use of
management and the Board of Directors of the Fund and the
Securities and Exchange Commission and is not intended to be
and should not be used by anyone other than these specified
parties.
Deloitte & Touche LLP
Boston, Massachusetts
February 26, 2019