SecurityUS3138EJCD88 / Fannie Mae Pool - 4.5% 2026-06-01
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 559
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US3138EJCD88 / Fannie Mae Pool

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 Fannie Mae Pool (US:US3138EJCD88) valued at $559 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 Fannie Mae Pool valued at of $973 USD.

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 Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 1 0.0001
2025-05-27 2025-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 1 -100.00 0.0001
2025-02-27 2024-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 2 -50.00 0.0002
2024-11-26 2024-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 3 -33.33 0.0003
2024-08-27 2024-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 4 -40.00 0.0005
2024-05-28 2024-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 6 -37.50 0.0007
2024-02-27 2023-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 8 -20.00 0.0010
2023-11-22 2023-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 11 -28.57 0.0013
2023-08-25 2023-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 14 -22.22 0.0018
2023-05-26 2023-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 18 -14.29 0.0022
2023-02-24 2022-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 21 -19.23 0.0028
2022-11-28 2022-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 26 -16.13 0.0036
2022-08-26 2022-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 32 -18.42 0.0041
2022-05-25 2022-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 38 -17.39 0.0047
2022-02-25 2021-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 46 -13.21 0.0054
2021-11-26 2021-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 53 -13.11 0.0062
2021-08-24 2021-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 61 -11.59 0.0075
2021-05-25 2021-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 69 -11.54 0.0093
2021-02-24 2020-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 78 -12.36 0.0108
2020-11-24 2020-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 90 -11.88 0.0132
2020-08-24 2020-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 102 -8.18 0.0157
2020-05-26 2020-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 110 -6.78 0.0171
2020-02-25 2019-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS 3138EJCD8 118 -8.53 0.0188
2019-11-25 2019-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138EJCD88 130 0.0205
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.