SecurityUS52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 - 2.858% 2037-12-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 10,594
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000

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 LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 (US:US52525AAA25) valued at $10,594 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 LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 valued at of $11,543 USD. This represents a change in value of -9.09 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 Lehman XS Trust, Series 2007-20N, 1 ABS-O US52525AAA25 11 -9.09 0.0012
2025-05-27 2025-03-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-O US52525AAA25 12 0.00 0.0013
2025-02-27 2024-12-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-O US52525AAA25 12 0.00 0.0013
2024-11-26 2024-09-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 12 -8.33 0.0013
2024-08-27 2024-06-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 12 0.00 0.0014
2024-05-28 2024-03-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 13 0.00 0.0015
2024-02-27 2023-12-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 13 -14.29 0.0015
2023-11-22 2023-09-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 14 0.00 0.0018
2023-08-25 2023-06-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 15 0.00 0.0018
2023-05-26 2023-03-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 14 0.00 0.0018
2023-02-24 2022-12-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 15 -6.67 0.0019
2022-11-28 2022-09-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 16 -6.25 0.0022
2022-08-26 2022-06-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 17 -11.11 0.0021
2022-05-25 2022-03-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 19 -5.26 0.0023
2022-02-25 2021-12-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 20 -9.52 0.0023
2021-11-26 2021-09-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 21 -8.70 0.0025
2021-08-24 2021-06-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 23 -4.17 0.0028
2021-05-25 2021-03-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 25 -4.00 0.0033
2021-02-24 2020-12-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 25 0.00 0.0035
2020-11-24 2020-09-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 25 0.00 0.0037
2020-08-24 2020-06-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 25 8.70 0.0039
2020-05-26 2020-03-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 24 -20.69 0.0036
2020-02-25 2019-12-31 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS 52525AAA2 30 -6.45 0.0047
2019-11-25 2019-09-30 NP Lehman XS Trust, Series 2007-20N, 1 ABS-MBS US52525AAA25 32 0.0050
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.