SecurityUS3140Q8D367 / Fannie Mae Pool - 4.5% 2048-01-01
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 141,013
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US3140Q8D367 / 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:US3140Q8D367) valued at $141,013 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 $144,647 USD. This represents a change in value of -2.08 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 US3140Q8D367 141 -2.08 0.0158
2025-05-27 2025-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 145 -1.37 0.0163
2025-02-27 2024-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 147 -9.32 0.0169
2024-11-26 2024-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 162 1.90 0.0179
2024-08-27 2024-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 159 -3.66 0.0183
2024-05-28 2024-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 164 -3.53 0.0196
2024-02-27 2023-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 171 1.80 0.0203
2023-11-22 2023-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 168 -7.73 0.0211
2023-08-25 2023-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 181 -3.72 0.0228
2023-05-26 2023-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 188 -2.08 0.0232
2023-02-24 2022-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 193 -1.54 0.0257
2022-11-28 2022-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 196 -11.76 0.0269
2022-08-26 2022-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 222 -12.30 0.0283
2022-05-25 2022-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 253 -11.27 0.0310
2022-02-25 2021-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 284 -13.68 0.0330
2021-11-26 2021-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 329 -10.60 0.0386
2021-08-24 2021-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 368 -10.68 0.0449
2021-05-25 2021-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 412 -11.02 0.0554
2021-02-24 2020-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 463 -11.30 0.0644
2020-11-24 2020-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 522 -6.12 0.0765
2020-08-24 2020-06-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 557 -6.24 0.0860
2020-05-26 2020-03-31 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 593 -3.89 0.0919
2020-02-25 2019-12-31 NP Uniform Mortgage-Backed Securities ABS-MBS 3140Q8D36 618 -6.52 0.0979
2019-11-25 2019-09-30 NP Uniform Mortgage-Backed Securities ABS-MBS US3140Q8D367 660 0.1045
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.