SecurityUS3138WEF617 / Fannie Mae Pool - 2.5% 2030-03-01
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 14,282
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US3138WEF617 / 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:US3138WEF617) valued at $14,282 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 $15,463 USD. This represents a change in value of -6.67 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 Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 14 -6.67 0.0016
2025-05-27 2025-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 15 -6.25 0.0017
2025-02-27 2024-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 17 -5.88 0.0019
2024-11-26 2024-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 18 -5.56 0.0020
2024-08-27 2024-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 19 -10.00 0.0022
2024-05-28 2024-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 20 -4.76 0.0024
2024-02-27 2023-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 21 -4.55 0.0026
2023-11-22 2023-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 22 -8.33 0.0028
2023-08-25 2023-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 24 -7.69 0.0030
2023-05-26 2023-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 26 -3.70 0.0032
2023-02-24 2022-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 27 -3.57 0.0036
2022-11-28 2022-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 29 -12.50 0.0040
2022-08-26 2022-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 32 -5.88 0.0041
2022-05-25 2022-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 34 -10.53 0.0042
2022-02-25 2021-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 39 -7.32 0.0045
2021-11-26 2021-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 42 -8.89 0.0049
2021-08-24 2021-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 46 -8.16 0.0056
2021-05-25 2021-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 49 -9.26 0.0066
2021-02-24 2020-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 55 -8.47 0.0076
2020-11-24 2020-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 60 -7.81 0.0087
2020-08-24 2020-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 65 -5.88 0.0100
2020-05-26 2020-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 68 -2.86 0.0106
2020-02-25 2019-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS 3138WEF61 70 -5.41 0.0111
2019-11-25 2019-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3138WEF617 74 0.0118
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.