SecurityUS02660LAB62 / American Home Mortgage Assets Trust - 2.2284% 2046-10-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 22,986
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US02660LAB62 / American Home Mortgage Assets Trust

2025-08-28 - BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I has filed a NPORT-P form disclosing ownership of American Home Mortgage Assets Trust (US:US02660LAB62) valued at $22,986 USD as of 2025-06-30. BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I had filed a previous NPORT-P on 2025-05-27 disclosing shares of American Home Mortgage Assets Trust valued at of $23,812 USD. This represents a change in value of -4.35 percent during the quarter.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2025-08-28 2025-06-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 23 -4.35 0.0026
2025-05-27 2025-03-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 24 -4.17 0.0027
2025-02-27 2024-12-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 25 -4.00 0.0029
2024-11-26 2024-09-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 25 0.00 0.0028
2024-08-27 2024-06-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 26 4.17 0.0030
2024-05-28 2024-03-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 25 -4.00 0.0030
2024-02-27 2023-12-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 26 -3.85 0.0031
2023-11-22 2023-09-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 26 -3.70 0.0033
2023-08-25 2023-06-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 27 3.85 0.0034
2023-05-26 2023-03-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 27 -3.70 0.0033
2023-02-24 2022-12-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 27 -3.57 0.0036
2022-11-28 2022-09-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 29 -6.67 0.0039
2022-08-26 2022-06-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 30 -9.09 0.0039
2022-05-25 2022-03-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 33 -5.71 0.0041
2022-02-25 2021-12-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 36 -5.41 0.0041
2021-11-26 2021-09-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 38 -7.50 0.0044
2021-08-24 2021-06-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 41 -9.09 0.0050
2021-05-25 2021-03-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 44 0.00 0.0059
2021-02-24 2020-12-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 45 -2.22 0.0062
2020-11-24 2020-09-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 46 0.00 0.0067
2020-08-24 2020-06-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 45 4.65 0.0070
2020-05-26 2020-03-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 43 -15.69 0.0067
2020-02-25 2019-12-31 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS 02660LAB6 52 -7.27 0.0082
2019-11-25 2019-09-30 NP American Home Mortgage Assets Trust, Series 2006-4, Class 1A12 ABS-MBS US02660LAB62 55 0.0088
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.