SecurityUS61744CUV61 / Morgan Stanley ABS Capital I Inc Trust 2005-HE5 - 2.88838% 2035-09-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 79,390
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US61744CUV61 / Morgan Stanley ABS Capital I Inc Trust 2005-HE5

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-HE5 (US:US61744CUV61) valued at $79,390 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-HE5 valued at of $79,196 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 Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 79 0.00 0.0089
2025-05-27 2025-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 79 2.60 0.0089
2025-02-27 2024-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 78 -2.53 0.0090
2024-11-26 2024-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 80 5.33 0.0088
2024-08-27 2024-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 76 0.00 0.0087
2024-05-28 2024-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 76 0.00 0.0091
2024-02-27 2023-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 76 2.74 0.0090
2023-11-22 2023-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 73 -2.67 0.0092
2023-08-25 2023-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 76 1.35 0.0095
2023-05-26 2023-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 75 -1.33 0.0092
2023-02-24 2022-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 75 1.35 0.0100
2022-11-28 2022-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 75 -1.33 0.0103
2022-08-26 2022-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 76 -43.61 0.0097
2022-05-25 2022-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 133 -3.62 0.0164
2022-02-25 2021-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 138 3.76 0.0161
2021-11-26 2021-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 134 41.49 0.0157
2021-08-24 2021-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 94 3.30 0.0115
2021-05-25 2021-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 91 8.33 0.0123
2021-02-24 2020-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 84 12.00 0.0117
2020-11-24 2020-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 76 15.38 0.0111
2020-08-24 2020-06-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 65 25.00 0.0100
2020-05-26 2020-03-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 52 -28.77 0.0081
2020-02-25 2019-12-31 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O 61744CUV6 73 0.00 0.0116
2019-11-25 2019-09-30 NP Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4 ABS-O US61744CUV61 74 0.0117
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.