SecurityUS3140J7LM50 / Fannie Mae Pool - 3.0% 2043-07-01
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 64,454
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US3140J7LM50 / 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:US3140J7LM50) valued at $64,454 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 $66,955 USD. This represents a change in value of -3.03 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.

Upgrade to unlock premium data and export to Excel .

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 US3140J7LM50 64 -3.03 0.0072
2025-05-27 2025-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 67 -1.49 0.0076
2025-02-27 2024-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 68 -9.46 0.0078
2024-11-26 2024-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 74 2.78 0.0082
2024-08-27 2024-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 73 -5.26 0.0084
2024-05-28 2024-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 76 -6.17 0.0091
2024-02-27 2023-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 81 5.19 0.0097
2023-11-22 2023-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 77 -8.33 0.0097
2023-08-25 2023-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 85 -5.62 0.0106
2023-05-26 2023-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 89 -1.11 0.0110
2023-02-24 2022-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 91 -1.10 0.0121
2022-11-28 2022-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 92 -10.78 0.0126
2022-08-26 2022-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 102 -6.42 0.0130
2022-05-25 2022-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 110 -9.92 0.0135
2022-02-25 2021-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 121 -6.20 0.0141
2021-11-26 2021-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 129 -3.01 0.0152
2021-08-24 2021-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 134 -2.92 0.0163
2021-05-25 2021-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 138 -6.80 0.0185
2021-02-24 2020-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 148 -5.16 0.0205
2020-11-24 2020-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 156 -3.12 0.0228
2020-08-24 2020-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 161 0.00 0.0248
2020-05-26 2020-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 161 -0.62 0.0249
2020-02-25 2019-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS 3140J7LM5 161 -4.17 0.0255
2019-11-25 2019-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140J7LM50 169 0.0267
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.