Master Total Return Portfolio

Fund Profile

Fund profile

Fund manager

Master Bond LLC

Total assets

$23.72 bn

Liabilities

$4.86 bn

Net assets

$18.86 bn

Number of holdings

4.37 k

Top 200 of 4367 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fannie Mae or Freddie Mac	772.86 mm	873.29 mm principal	4.10	ABS-mortgage backed security	Long	USA
BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO	468.33 mm	468.33 mm shares	2.48	Short-term investment vehicle	Long	USA
Fannie Mae or Freddie Mac	434.02 mm	449.11 mm principal	2.30	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	402.80 mm	408.43 mm principal	2.14	ABS-mortgage backed security	Long	USA
Ginnie Mae	198.64 mm	200.22 mm principal	1.05	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	167.81 mm	163.17 mm principal	0.89	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	149.80 mm	190.20 mm principal	0.79	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	146.67 mm	155.59 mm principal	0.78	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	138.57 mm	154.77 mm principal	0.73	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	134.86 mm	166.18 mm principal	0.72	Debt	Long	USA
Brazil Notas do Tesouro Nacional Serie F	121.90 mm	780.50 mm principal	0.65	Debt	Long	Brazil
Ginnie Mae	110.54 mm	136.61 mm principal	0.59	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	110.44 mm	122.18 mm principal	0.59	Debt	Long	USA
United States Treasury Note/Bond	103.56 mm	103.93 mm principal	0.55	Debt	Long	USA
United States Treasury Note/Bond	100.23 mm	113.52 mm principal	0.53	Debt	Long	USA
European Union	97.71 mm	100.38 mm principal	0.52	Debt	Long	N/A
United States Treasury Note/Bond	96.60 mm	98.09 mm principal	0.51	Debt	Long	USA
United States Treasury Note/Bond	96.32 mm	97.58 mm principal	0.51	Debt	Long	USA
Ginnie Mae	95.77 mm	106.67 mm principal	0.51	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	95.33 mm	98.09 mm principal	0.51	Debt	Long	USA
United States Treasury Note/Bond	90.49 mm	92.65 mm principal	0.48	Debt	Long	USA
United States Treasury Note/Bond	90.48 mm	90.87 mm principal	0.48	Debt	Long	USA
United States Treasury Note/Bond	90.32 mm	101.88 mm principal	0.48	Debt	Long	USA
Fannie Mae Pool	90.11 mm	111.81 mm principal	0.48	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	89.43 mm	89.50 mm principal	0.47	Debt	Long	USA
United States Treasury Note/Bond	88.16 mm	94.68 mm principal	0.47	Debt	Long	USA
United States Treasury Note/Bond	87.73 mm	115.82 mm principal	0.47	Debt	Long	USA
United States Treasury Note/Bond	86.20 mm	98.09 mm principal	0.46	Debt	Long	USA
United States Treasury Note/Bond	85.22 mm	85.32 mm principal	0.45	Debt	Long	USA
United States Treasury Note/Bond	84.72 mm	84.75 mm principal	0.45	Debt	Long	USA
Kingdom of Belgium Government Bond	84.34 mm	83.68 mm principal	0.45	Debt	Long	Belgium
United States Treasury Note/Bond	83.89 mm	83.61 mm principal	0.44	Debt	Long	USA
United States Treasury Note/Bond	83.67 mm	84.18 mm principal	0.44	Debt	Long	USA
United States Treasury Note/Bond	82.09 mm	83.69 mm principal	0.44	Debt	Long	USA
Freddie Mac Pool	81.36 mm	94.47 mm principal	0.43	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	81.02 mm	83.66 mm principal	0.43	Debt	Long	USA
Ginnie Mae	80.19 mm	95.41 mm principal	0.43	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	79.98 mm	84.18 mm principal	0.42	Debt	Long	USA
Ginnie Mae	79.66 mm	81.82 mm principal	0.42	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	77.21 mm	83.23 mm principal	0.41	Debt	Long	USA
Freddie Mac Pool	75.00 mm	95.53 mm principal	0.40	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	74.81 mm	89.13 mm principal	0.40	Debt	Long	USA
Fannie Mae or Freddie Mac	73.56 mm	86.48 mm principal	0.39	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	72.86 mm	96.84 mm principal	0.39	Debt	Long	USA
United States Treasury Note/Bond	72.55 mm	95.35 mm principal	0.38	Debt	Long	USA
United States Treasury Note/Bond	69.67 mm	95.83 mm principal	0.37	Debt	Long	USA
United States Treasury Note/Bond	68.01 mm	95.35 mm principal	0.36	Debt	Long	USA
United States Treasury Note/Bond	66.74 mm	74.90 mm principal	0.35	Debt	Long	USA
United States Treasury Note/Bond	62.31 mm	63.66 mm principal	0.33	Debt	Long	USA
FANG Diamondback Energy, Inc.	62.22 mm	65.11 mm principal	0.33	Debt	Long	USA
Fannie Mae or Freddie Mac	61.47 mm	75.29 mm principal	0.33	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	60.89 mm	71.57 mm principal	0.32	Debt	Long	USA
United States Treasury Note/Bond	60.42 mm	62.25 mm principal	0.32	Debt	Long	USA
Ginnie Mae	58.41 mm	58.17 mm principal	0.31	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	57.29 mm	67.32 mm principal	0.30	Debt	Long	USA
Fannie Mae Pool	56.70 mm	71.66 mm principal	0.30	ABS-mortgage backed security	Long	USA
Mexican Bonos	55.36 mm	1.18 bn principal	0.29	Debt	Long	Mexico
Ginnie Mae II Pool	52.61 mm	60.29 mm principal	0.28	ABS-mortgage backed security	Long	USA
T-Mobile USA Inc	52.16 mm	55.79 mm principal	0.28	Debt	Long	USA
Bank of America Corp	51.53 mm	51.58 mm principal	0.27	Debt	Long	USA
Fannie Mae Pool	50.90 mm	64.86 mm principal	0.27	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	50.24 mm	56.22 mm principal	0.27	Debt	Long	USA
Freddie Mac Pool	49.57 mm	59.46 mm principal	0.26	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	49.51 mm	60.19 mm principal	0.26	ABS-mortgage backed security	Long	USA
FANG Diamondback Energy, Inc.	49.18 mm	55.95 mm principal	0.26	Debt	Long	USA
Ginnie Mae II Pool	48.65 mm	60.06 mm principal	0.26	ABS-mortgage backed security	Long	USA
Japan Government Thirty Year Bond	47.81 mm	8.35 bn principal	0.25	Debt	Long	Japan
Brazilian Government International Bond	47.34 mm	49.26 mm principal	0.25	Debt	Long	Brazil
United States Treasury Note/Bond	46.80 mm	47.94 mm principal	0.25	Debt	Long	USA
Ginnie Mae	46.56 mm	45.91 mm principal	0.25	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	46.06 mm	57.85 mm principal	0.24	ABS-mortgage backed security	Long	USA
Ginnie Mae	45.88 mm	52.67 mm principal	0.24	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	45.88 mm	56.93 mm principal	0.24	ABS-mortgage backed security	Long	USA
Mexican Bonos	45.11 mm	875.62 mm principal	0.24	Debt	Long	Mexico
Freddie Mac Pool	44.57 mm	53.50 mm principal	0.24	ABS-mortgage backed security	Long	USA
FANG Diamondback Energy, Inc.	44.39 mm	48.14 mm principal	0.24	Debt	Long	USA
Energy Transfer LP	44.16 mm	42.32 mm principal	0.23	Debt	Long	USA
Freddie Mac Pool	43.60 mm	50.38 mm principal	0.23	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	42.51 mm	62.12 mm principal	0.23	Debt	Long	USA
Freddie Mac Pool	42.36 mm	50.98 mm principal	0.22	ABS-mortgage backed security	Long	USA
Morgan Stanley	42.28 mm	41.24 mm principal	0.22	Debt	Long	USA
AMGN Amgen Inc.	41.79 mm	41.48 mm principal	0.22	Debt	Long	USA
United States Treasury Note/Bond	41.24 mm	41.80 mm principal	0.22	Debt	Long	USA
French Republic Government Bond OAT	39.98 mm	42.89 mm principal	0.21	Debt	Long	France
United States Treasury Note/Bond	39.17 mm	39.89 mm principal	0.21	Debt	Long	USA
Fannie Mae Pool	39.07 mm	46.76 mm principal	0.21	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	38.42 mm	37.51 mm principal	0.20	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	38.21 mm	37.54 mm principal	0.20	Debt	Long	USA
United States Treasury Note/Bond	37.91 mm	41.62 mm principal	0.20	Debt	Long	USA
Morgan Stanley	37.40 mm	36.78 mm principal	0.20	Debt	Long	USA
Barclays Mortgage Loan Trust 2023-NQM3	37.26 mm	36.91 mm principal	0.20	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	36.98 mm	37.11 mm principal	0.20	Debt	Long	USA
HCA Inc	36.98 mm	41.00 mm principal	0.20	Debt	Long	USA
United States Treasury Note/Bond	36.78 mm	41.62 mm principal	0.20	Debt	Long	USA
Bank of America Corp	36.45 mm	35.70 mm principal	0.19	Debt	Long	USA
United States Treasury Note/Bond	36.42 mm	41.54 mm principal	0.19	Debt	Long	USA
United States Treasury Note/Bond	36.42 mm	37.59 mm principal	0.19	Debt	Long	USA
United States Treasury Note/Bond	36.16 mm	41.62 mm principal	0.19	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	35.61 mm	42.84 mm principal	0.19	Debt	Long	USA
HCA Inc	35.30 mm	35.33 mm principal	0.19	Debt	Long	USA
Mexico Government International Bond	35.25 mm	35.06 mm principal	0.19	Debt	Long	Mexico
United States Treasury Note/Bond	34.87 mm	37.84 mm principal	0.18	Debt	Long	USA
Freddie Mac Pool	34.63 mm	37.16 mm principal	0.18	ABS-mortgage backed security	Long	USA
Ginnie Mae	34.07 mm	36.87 mm principal	0.18	ABS-mortgage backed security	Long	USA
Morgan Stanley	33.91 mm	34.02 mm principal	0.18	Debt	Long	USA
United States Treasury Note/Bond	33.41 mm	41.80 mm principal	0.18	Debt	Long	USA
JPMorgan Chase & Co	33.25 mm	32.41 mm principal	0.18	Debt	Long	USA
United States Treasury Note/Bond	33.23 mm	51.41 mm principal	0.18	Debt	Long	USA
United States Treasury Note/Bond	33.22 mm	32.34 mm principal	0.18	Debt	Long	USA
Ajax Mortgage Loan Trust 2021-F	33.04 mm	34.16 mm principal	0.18	ABS-other	Long	USA
Ginnie Mae II Pool	32.99 mm	40.77 mm principal	0.17	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	32.79 mm	42.86 mm principal	0.17	Debt	Long	USA
Credit Suisse Group AG	31.66 mm	37.12 mm principal	0.17	Debt	Long	Switzerland
Viper Energy Inc	31.59 mm	32.19 mm principal	0.17	Debt	Long	USA
Ginnie Mae II Pool	31.35 mm	33.92 mm principal	0.17	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	31.21 mm	30.35 mm principal	0.17	Debt	Long	USA
United States Treasury Note/Bond	30.59 mm	31.18 mm principal	0.16	Debt	Long	USA
CDS CDX.NA.HY.42.V1	30.27 mm	1.00 contracts	0.16	Credit derivative	N/A	USA
Freddie Mac Pool	29.76 mm	35.96 mm principal	0.16	ABS-mortgage backed security	Long	USA
Barclays Mortgage Loan Trust 2024-NQM3	29.70 mm	29.70 mm principal	0.16	ABS-mortgage backed security	Long	USA
United Kingdom Gilt	29.54 mm	24.51 mm principal	0.16	Debt	Long	UK
GS The Goldman Sachs Group, Inc.	29.41 mm	28.17 mm principal	0.16	Debt	Long	USA
Fannie Mae Pool	29.37 mm	29.16 mm principal	0.16	ABS-mortgage backed security	Long	USA
SPRINT Corp	29.25 mm	28.47 mm principal	0.16	Debt	Long	USA
CML St Regis Aspen	28.96 mm	29.09 mm principal	0.15	Loan	Long	USA
Ginnie Mae II Pool	28.63 mm	34.07 mm principal	0.15	ABS-mortgage backed security	Long	USA
FREED CORP 4A2	28.50 mm	28.68 mm principal	0.15	Debt	Long	USA
United States Treasury Note/Bond	28.40 mm	31.04 mm principal	0.15	Debt	Long	USA
AMGN Amgen Inc.	28.17 mm	28.76 mm principal	0.15	Debt	Long	USA
Fannie Mae Pool	27.84 mm	29.94 mm principal	0.15	ABS-mortgage backed security	Long	USA
FANG Diamondback Energy, Inc.	27.45 mm	28.44 mm principal	0.15	Debt	Long	USA
Fannie Mae or Freddie Mac	27.43 mm	31.21 mm principal	0.15	ABS-mortgage backed security	Long	USA
MS Morgan Stanley	27.20 mm	31.03 mm principal	0.14	Debt	Long	USA
JPMorgan Chase & Co	27.19 mm	27.40 mm principal	0.14	Debt	Long	USA
T AT&T Inc.	27.13 mm	40.46 mm principal	0.14	Debt	Long	USA
Freddie Mac Pool	26.74 mm	32.14 mm principal	0.14	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	25.96 mm	31.21 mm principal	0.14	ABS-mortgage backed security	Long	USA
HR Ottawa LP	25.76 mm	23.58 mm principal	0.14	Debt	Long	Canada
LNG Cheniere Energy, Inc.	25.61 mm	25.59 mm principal	0.14	Debt	Long	USA
Glencore Funding LLC	25.38 mm	24.35 mm principal	0.13	Debt	Long	USA
Mexico Government International Bond	25.22 mm	30.67 mm principal	0.13	Debt	Long	Mexico
United States Treasury Note/Bond	25.21 mm	25.71 mm principal	0.13	Debt	Long	USA
United States Treasury Note/Bond	25.10 mm	29.24 mm principal	0.13	Debt	Long	USA
Fannie Mae Pool	25.04 mm	24.49 mm principal	0.13	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	24.83 mm	29.54 mm principal	0.13	ABS-mortgage backed security	Long	USA
Ajax Mortgage Loan Trust 2023-A	24.65 mm	26.33 mm principal	0.13	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	24.46 mm	28.07 mm principal	0.13	ABS-mortgage backed security	Long	USA
RTX RTX Corporation	24.37 mm	23.16 mm principal	0.13	Debt	Long	USA
VICI Properties LP	24.25 mm	25.45 mm principal	0.13	Debt	Long	USA
Fannie Mae Pool	24.21 mm	25.96 mm principal	0.13	ABS-mortgage backed security	Long	USA
LHX L3Harris Technologies, Inc.	24.17 mm	24.25 mm principal	0.13	Debt	Long	USA
United States Treasury Note/Bond	24.16 mm	41.62 mm principal	0.13	Debt	Long	USA
Sabine Pass Liquefaction LLC	23.87 mm	24.88 mm principal	0.13	Debt	Long	USA
Ajax Mortgage Loan Trust 2023-C	23.68 mm	25.06 mm principal	0.13	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	23.62 mm	29.43 mm principal	0.13	Debt	Long	USA
Sabine Pass Liquefaction LLC	23.61 mm	23.82 mm principal	0.13	Debt	Long	USA
United States Treasury Note/Bond	23.52 mm	30.29 mm principal	0.12	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	23.34 mm	27.76 mm principal	0.12	Debt	Long	USA
Ajax Mortgage Loan Trust 2021-F	23.28 mm	24.01 mm principal	0.12	ABS-mortgage backed security	Long	USA
Brazil Notas do Tesouro Nacional Serie F	23.02 mm	138.70 mm principal	0.12	Debt	Long	Brazil
Fannie Mae Pool	22.67 mm	28.86 mm principal	0.12	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	22.51 mm	27.54 mm principal	0.12	Debt	Long	USA
United States Treasury Note/Bond	22.47 mm	35.27 mm principal	0.12	Debt	Long	USA
HCA Inc	22.46 mm	22.56 mm principal	0.12	Debt	Long	USA
C Citigroup Inc.	22.44 mm	22.62 mm principal	0.12	Debt	Long	USA
Fannie Mae Pool	22.33 mm	26.91 mm principal	0.12	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	22.08 mm	21.70 mm principal	0.12	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	22.05 mm	30.29 mm principal	0.12	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	21.89 mm	26.50 mm principal	0.12	Debt	Long	USA
Fannie Mae Pool	21.83 mm	25.36 mm principal	0.12	ABS-mortgage backed security	Long	USA
LANDSEA HOMES 4A2 SEN NOTES	21.76 mm	20.53 mm principal	0.12	Debt	Long	USA
WESTBAY 4A2 NOTES	21.60 mm	21.60 mm principal	0.11	Debt	Long	USA
ABBV AbbVie Inc.	21.45 mm	21.52 mm principal	0.11	Debt	Long	USA
RTX Corp	21.37 mm	22.20 mm principal	0.11	Debt	Long	USA
EQT EQT Corporation	21.32 mm	20.09 mm principal	0.11	Debt	Long	USA
Fannie Mae Pool	21.31 mm	26.81 mm principal	0.11	ABS-mortgage backed security	Long	USA
GLP Capital LP / GLP Financing II Inc	21.29 mm	25.34 mm principal	0.11	Debt	Long	USA
Ginnie Mae II Pool	21.27 mm	25.31 mm principal	0.11	ABS-mortgage backed security	Long	USA
Mexican Bonos	21.15 mm	411.20 mm principal	0.11	Debt	Long	Mexico
LHX L3Harris Technologies, Inc.	20.96 mm	21.03 mm principal	0.11	Debt	Long	USA
J.P. Morgan Mortgage Trust 2021-INV7	20.84 mm	24.03 mm principal	0.11	ABS-mortgage backed security	Long	USA
State of California	20.83 mm	22.22 mm principal	0.11	Debt	Long	USA
Fannie Mae Pool	20.82 mm	25.10 mm principal	0.11	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	20.75 mm	21.43 mm principal	0.11	ABS-mortgage backed security	Long	USA
Med Trust 2021-MDLN	20.43 mm	20.44 mm principal	0.11	ABS-mortgage backed security	Long	USA
Cheniere Corpus Christi Holdings LLC	20.23 mm	20.26 mm principal	0.11	Debt	Long	USA
United States Treasury Note/Bond	20.22 mm	29.43 mm principal	0.11	Debt	Long	USA
Freddie Mac Pool	19.86 mm	24.73 mm principal	0.11	ABS-mortgage backed security	Long	USA
Dell International LLC / EMC Corp	19.74 mm	19.94 mm principal	0.10	Debt	Long	USA
BX Trust 2022-GPA	19.70 mm	19.70 mm principal	0.10	ABS-mortgage backed security	Long	USA
META Meta Platforms, Inc.	19.70 mm	22.85 mm principal	0.10	Debt	Long	USA
ORCL Oracle Corporation	19.54 mm	21.98 mm principal	0.10	Debt	Long	USA
Cleveland Electric Illuminating Co	19.48 mm	20.30 mm principal	0.10	Debt	Long	USA
Mexico Government International Bond	19.46 mm	25.87 mm principal	0.10	Debt	Long	Mexico
EQT EQT Corporation	19.45 mm	19.82 mm principal	0.10	Debt	Long	USA
Ajax Mortgage Loan Trust 2022-B	19.42 mm	20.67 mm principal	0.10	ABS-mortgage backed security	Long	USA
RMIT_21-3	19.37 mm	21.46 mm principal	0.10	ABS-other	Long	USA
VICI Properties LP	19.28 mm	19.74 mm principal	0.10	Debt	Long	USA
JPMorgan Chase & Co	19.14 mm	19.87 mm principal	0.10	Debt	Long	USA
Ajax Mortgage Loan Trust 2021-D	19.12 mm	19.73 mm principal	0.10	ABS-mortgage backed security	Long	USA