Master Total Return Portfolio

Asset mix

DBT: 49.4% · ABS-MBS: 36.2% · ABS-CBDO: 6.3% · ABS-O: 3.5% · STIV: 2.4%

Financial position

Total assets: $23.7B
Total liabilities: $4.86B
Net assets: $18.9B
Assets attributable to miscellaneous securities: $0
Assets invested in controlled foreign corporations: $10.3M
Borrowings payable within one year: $0
Payable to controlled companies within one year: $0
Payable to other affiliates within one year: $0
Other liabilities payable within one year: $0
Borrowings payable after one year: $0
Payable to controlled companies after one year: $0
Payable to other affiliates after one year: $0
Other liabilities payable after one year: $0
Payables for delayed-delivery investments: $37.1M
Payables for standby commitments: $2.91B
Liquidation preference of outstanding preferred stock: $0
Cash not reported in Parts C or D: $131M

Monthly flows and gains

	Month 1	Month 2	Month 3
Sales	$144M	$67.9M	$176M
Reinvestment	$0	$0	$0
Redemptions	$264M	$233M	$619M
Net realized gain (non-derivative)	$-82.6M	$-42.9M	$9.21M
Net unrealized appreciation (non-derivative)	$-454M	$276M	$77.9M

The three months of the reporting period, as filed; month 3 ends June 28, 2024.

Credit spread risk (change in value per 1bp spread move)

Tenor	Investment grade	Non-investment grade
3 months	$308K	$846K
1 year	$112K	$41.1K
5 years	$2.66M	$449K
10 years	$2.41M	$100K
30 years	$2.03M	$-240K

Filing details

Registrant: Master Bond LLC
Registrant CIK: 1264926
Registrant LEI: 549300KEL66YL87C9G11
Series: Master Total Return Portfolio
Series ID: S000004067
Series LEI: BYCPUE5REOJMYJVG3O25
SEC file number: 811-21434
Address: 100 Bellevue Parkway, Wilmington, US-DE, 19809, US
Phone: 800-441-7762
Form: NPORT-P
Filed: August 26, 2024
Report period ends: September 30, 2024
Report month ends: June 28, 2024
Accession number: 000175272424191825

Holding	Value	% of net assets
Fannie Mae Or Freddie Mac ABS-MBS	$773M	4.10%
Blackrock Liquidity Funds T-fund Portfolio STIV	$468M	2.48%
Fannie Mae Or Freddie Mac ABS-MBS	$434M	2.30%
Fannie Mae Or Freddie Mac ABS-MBS	$403M	2.14%
Government National Mortgage A ABS-MBS	$199M	1.05%
Fannie Mae Or Freddie Mac ABS-MBS	$168M	0.89%
Freddie Mac ABS-MBS	$150M	0.79%
Fannie Mae Or Freddie Mac ABS-MBS	$147M	0.78%
Fannie Mae ABS-MBS	$139M	0.73%
Us Treasury N/b DBT	$135M	0.72%
Nota Do Tesouro Nacional DBT	$122M	0.65%
Government National Mortgage A ABS-MBS	$111M	0.59%
Us Treasury N/b DBT	$110M	0.59%
Us Treasury N/b DBT	$104M	0.55%
Us Treasury N/b DBT	$100M	0.53%
European Union DBT	$97.7M	0.52%
Us Treasury N/b DBT	$96.6M	0.51%
Us Treasury N/b DBT	$96.3M	0.51%
Government National Mortgage A ABS-MBS	$95.8M	0.51%
Us Treasury N/b DBT	$95.3M	0.51%
Us Treasury N/b DBT	$90.5M	0.48%
Us Treasury N/b DBT	$90.5M	0.48%
Us Treasury N/b DBT	$90.3M	0.48%
Fannie Mae ABS-MBS	$90.1M	0.48%
Us Treasury N/b DBT	$89.4M	0.47%
Us Treasury N/b DBT	$88.2M	0.47%
Us Treasury N/b DBT	$87.7M	0.47%
Us Treasury N/b DBT	$86.2M	0.46%
Us Treasury N/b DBT	$85.2M	0.45%
Us Treasury N/b DBT	$84.7M	0.45%
Belgium Kingdom DBT	$84.3M	0.45%
Us Treasury N/b DBT	$83.9M	0.44%
Us Treasury N/b DBT	$83.7M	0.44%
Us Treasury N/b DBT	$82.1M	0.44%
Freddie Mac ABS-MBS	$81.4M	0.43%
Us Treasury N/b DBT	$81M	0.43%
Government National Mortgage A ABS-MBS	$80.2M	0.43%
Us Treasury N/b DBT	$80M	0.42%
Government National Mortgage A ABS-MBS	$79.7M	0.42%
Us Treasury N/b DBT	$77.2M	0.41%
Freddie Mac ABS-MBS	$75M	0.40%
Us Treasury N/b DBT	$74.8M	0.40%
Fannie Mae Or Freddie Mac ABS-MBS	$73.6M	0.39%
Us Treasury N/b DBT	$72.9M	0.39%
Us Treasury N/b DBT	$72.5M	0.38%
Us Treasury N/b DBT	$69.7M	0.37%
Us Treasury N/b DBT	$68M	0.36%
Us Treasury N/b DBT	$66.7M	0.35%
Us Treasury N/b DBT	$62.3M	0.33%
Diamondback Energy Inc DBT	$62.2M	0.33%
Fannie Mae Or Freddie Mac ABS-MBS	$61.5M	0.33%
Us Treasury N/b DBT	$60.9M	0.32%
Us Treasury N/b DBT	$60.4M	0.32%
Government National Mortgage A ABS-MBS	$58.4M	0.31%
Us Treasury N/b DBT	$57.3M	0.30%
Fannie Mae ABS-MBS	$56.7M	0.30%
Mex Bonos Desarr Fix Rt DBT	$55.4M	0.29%
Government National Mortgage A ABS-MBS	$52.6M	0.28%
T-mobile Usa Inc DBT	$52.2M	0.28%
Bank Of America Corp DBT	$51.5M	0.27%

Showing top 60 of 4466 holdings.