SecurityUS3623413C19 / GSMPS Mortgage Loan Trust 2006-RP1 - 2.17275% 2036-01-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 19,015
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US3623413C19 / GSMPS Mortgage Loan Trust 2006-RP1

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 GSMPS Mortgage Loan Trust 2006-RP1 (US:US3623413C19) valued at $19,015 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 GSMPS Mortgage Loan Trust 2006-RP1 valued at of $19,602 USD. This represents a change in value of 0.00 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 GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 19 0.00 0.0021
2025-05-27 2025-03-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 20 0.00 0.0022
2025-02-27 2024-12-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 20 -5.00 0.0023
2024-11-26 2024-09-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 20 0.00 0.0022
2024-08-27 2024-06-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 21 -4.76 0.0024
2024-05-28 2024-03-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 21 0.00 0.0026
2024-02-27 2023-12-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 22 -4.55 0.0026
2023-11-22 2023-09-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 23 -4.35 0.0028
2023-08-25 2023-06-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 23 0.00 0.0029
2023-05-26 2023-03-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 24 -8.00 0.0029
2023-02-24 2022-12-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 25 -3.85 0.0034
2022-11-28 2022-09-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 26 0.00 0.0036
2022-08-26 2022-06-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 27 -7.14 0.0034
2022-05-25 2022-03-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 28 -3.45 0.0035
2022-02-25 2021-12-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 29 0.00 0.0034
2021-11-26 2021-09-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 30 -3.33 0.0035
2021-08-24 2021-06-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 31 -3.23 0.0037
2021-05-25 2021-03-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 31 0.00 0.0042
2021-02-24 2020-12-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 32 -3.12 0.0044
2020-11-24 2020-09-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 32 0.00 0.0047
2020-08-24 2020-06-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 33 3.23 0.0051
2020-05-26 2020-03-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 32 -16.22 0.0049
2020-02-25 2019-12-31 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS 3623413C1 38 -2.63 0.0060
2019-11-25 2019-09-30 NP GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1 ABS-MBS US3623413C19 39 0.0061
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.