SecurityUS1266716J08 / CWABS Inc Asset-Backed Certificates Trust 2004-5 - 2.91838% 2034-10-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 53,657
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US1266716J08 / CWABS Inc Asset-Backed Certificates Trust 2004-5

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 CWABS Inc Asset-Backed Certificates Trust 2004-5 (US:US1266716J08) valued at $53,657 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 CWABS Inc Asset-Backed Certificates Trust 2004-5 valued at of $54,129 USD. This represents a change in value of -1.85 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 CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 54 -1.85 0.0060
2025-05-27 2025-03-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 54 -1.82 0.0061
2025-02-27 2024-12-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 55 -5.17 0.0064
2024-11-26 2024-09-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 58 0.00 0.0064
2024-08-27 2024-06-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 59 -3.33 0.0068
2024-05-28 2024-03-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 60 -4.76 0.0072
2024-02-27 2023-12-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 63 0.00 0.0075
2023-11-22 2023-09-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 64 -3.08 0.0080
2023-08-25 2023-06-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 66 -1.52 0.0082
2023-05-26 2023-03-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 66 -1.49 0.0082
2023-02-24 2022-12-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 68 -5.63 0.0090
2022-11-28 2022-09-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 72 -4.05 0.0098
2022-08-26 2022-06-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 74 0.00 0.0094
2022-05-25 2022-03-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 75 -5.13 0.0092
2022-02-25 2021-12-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 79 -6.02 0.0092
2021-11-26 2021-09-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 84 0.00 0.0098
2021-08-24 2021-06-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 84 -5.68 0.0103
2021-05-25 2021-03-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 88 1.15 0.0118
2021-02-24 2020-12-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 87 -3.33 0.0122
2020-11-24 2020-09-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 91 -8.16 0.0133
2020-08-24 2020-06-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 98 4.26 0.0152
2020-05-26 2020-03-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 94 -11.32 0.0146
2020-02-25 2019-12-31 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O 1266716J0 107 -0.93 0.0169
2019-11-25 2019-09-30 NP CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5 ABS-O US1266716J08 108 0.0171
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.