SecurityUS3140J55S40 / Fannie Mae Pool - 4.5% 2045-12-01
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 38,750
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US3140J55S40 / 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:US3140J55S40) valued at $38,750 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 $39,915 USD. This represents a change in value of -2.56 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 US3140J55S40 39 -2.56 0.0043
2025-05-27 2025-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 40 -2.50 0.0045
2025-02-27 2024-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 40 -6.98 0.0047
2024-11-26 2024-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 44 0.00 0.0048
2024-08-27 2024-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 43 -2.27 0.0050
2024-05-28 2024-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 45 -4.35 0.0053
2024-02-27 2023-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 47 2.22 0.0055
2023-11-22 2023-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 45 -8.16 0.0057
2023-08-25 2023-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 49 -5.77 0.0062
2023-05-26 2023-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 52 -1.89 0.0064
2023-02-24 2022-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 53 -3.64 0.0071
2022-11-28 2022-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 55 -9.84 0.0076
2022-08-26 2022-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 61 -11.59 0.0078
2022-05-25 2022-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 70 -11.54 0.0086
2022-02-25 2021-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 78 -8.24 0.0091
2021-11-26 2021-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 85 -9.57 0.0100
2021-08-24 2021-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 94 -10.48 0.0115
2021-05-25 2021-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 105 -7.89 0.0141
2021-02-24 2020-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 114 -7.32 0.0159
2020-11-24 2020-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 124 -8.21 0.0181
2020-08-24 2020-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 135 -4.29 0.0208
2020-05-26 2020-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 140 -3.45 0.0217
2020-02-25 2019-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS 3140J55S4 145 -5.84 0.0230
2019-11-25 2019-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J55S40 154 0.0244
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.