SecurityUS61744CKH87 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1 - 2.61838% 2034-12-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 146,341
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US61744CKH87 / Morgan Stanley ABS Capital I Inc Trust 2005-HE1

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 Morgan Stanley ABS Capital I Inc Trust 2005-HE1 (US:US61744CKH87) valued at $146,341 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 Morgan Stanley ABS Capital I Inc Trust 2005-HE1 valued at of $145,370 USD. This represents a change in value of 0.69 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 Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 146 0.69 0.0164
2025-05-27 2025-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 145 2.84 0.0164
2025-02-27 2024-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 141 -2.08 0.0163
2024-11-26 2024-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 144 3.60 0.0160
2024-08-27 2024-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 140 0.72 0.0161
2024-05-28 2024-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 139 -0.72 0.0166
2024-02-27 2023-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 139 2.21 0.0166
2023-11-22 2023-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 137 1.49 0.0172
2023-08-25 2023-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 135 0.00 0.0169
2023-05-26 2023-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 134 0.00 0.0166
2023-02-24 2022-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 135 1.52 0.0179
2022-11-28 2022-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 132 -0.75 0.0182
2022-08-26 2022-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 133 -3.62 0.0170
2022-05-25 2022-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 139 -4.83 0.0170
2022-02-25 2021-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 145 -0.68 0.0169
2021-11-26 2021-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 146 0.00 0.0172
2021-08-24 2021-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 147 0.00 0.0179
2021-05-25 2021-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 147 1.39 0.0197
2021-02-24 2020-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 145 0.70 0.0201
2020-11-24 2020-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 143 2.14 0.0210
2020-08-24 2020-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 140 6.87 0.0217
2020-05-26 2020-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 131 -14.94 0.0203
2020-02-25 2019-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O 61744CKH8 154 -0.65 0.0245
2019-11-25 2019-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, 2MZ ABS-O US61744CKH87 155 0.0245
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.