SecurityUS073852AD76 / Bear Stearns Asset Backed Securities I Trust 2007-HE3 - 2.36838% 2037-04-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 219,269
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US073852AD76 / Bear Stearns Asset Backed Securities I Trust 2007-HE3

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 Bear Stearns Asset Backed Securities I Trust 2007-HE3 (US:US073852AD76) valued at $219,269 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 Bear Stearns Asset Backed Securities I Trust 2007-HE3 valued at of $217,238 USD. This represents a change in value of 0.92 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 Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 219 0.92 0.0245
2025-05-27 2025-03-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 217 1.88 0.0245
2025-02-27 2024-12-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 213 19.66 0.0246
2024-11-26 2024-09-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 178 -11.88 0.0197
2024-08-27 2024-06-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 203 0.50 0.0234
2024-05-28 2024-03-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 202 -1.47 0.0241
2024-02-27 2023-12-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 204 5.15 0.0243
2023-11-22 2023-09-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 195 0.52 0.0245
2023-08-25 2023-06-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 194 1.58 0.0243
2023-05-26 2023-03-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 190 0.00 0.0234
2023-02-24 2022-12-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 191 1.60 0.0254
2022-11-28 2022-09-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 188 0.00 0.0258
2022-08-26 2022-06-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 188 -2.60 0.0240
2022-05-25 2022-03-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 193 -4.00 0.0237
2022-02-25 2021-12-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 201 1.01 0.0233
2021-11-26 2021-09-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 198 5.32 0.0232
2021-08-24 2021-06-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 189 0.53 0.0231
2021-05-25 2021-03-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 188 5.06 0.0252
2021-02-24 2020-12-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 179 2.30 0.0248
2020-11-24 2020-09-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 175 10.13 0.0256
2020-08-24 2020-06-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 158 20.61 0.0245
2020-05-26 2020-03-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 131 -26.82 0.0203
2020-02-25 2019-12-31 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O 073852AD7 179 4.07 0.0284
2019-11-25 2019-09-30 NP Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4 ABS-O US073852AD76 172 0.0272
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.