SecurityUS61768HAX44 / Morgan Stanley Capital I Trust 2019-L2 - 1.197123% 2052-03-15
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 10,527
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US61768HAX44 / Morgan Stanley Capital I Trust 2019-L2

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 Capital I Trust 2019-L2 (US:US61768HAX44) valued at $10,527 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 Capital I Trust 2019-L2 valued at of $11,217 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 Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 11 -9.09 0.0012
2025-05-27 2025-03-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 11 -8.33 0.0013
2025-02-27 2024-12-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 12 -7.69 0.0014
2024-11-26 2024-09-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 13 0.00 0.0014
2024-08-27 2024-06-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 14 -7.14 0.0016
2024-05-28 2024-03-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 14 0.00 0.0017
2024-02-27 2023-12-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 15 -6.67 0.0018
2023-11-22 2023-09-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 15 -6.25 0.0019
2023-08-25 2023-06-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 16 0.00 0.0020
2023-05-26 2023-03-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 17 -5.88 0.0021
2023-02-24 2022-12-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 18 -5.56 0.0024
2022-11-28 2022-09-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 19 -10.00 0.0026
2022-08-26 2022-06-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 20 -4.76 0.0026
2022-05-25 2022-03-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 22 -8.70 0.0027
2022-02-25 2021-12-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 23 -4.17 0.0027
2021-11-26 2021-09-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 24 0.00 0.0028
2021-08-24 2021-06-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 25 -4.00 0.0030
2021-05-25 2021-03-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 26 -3.85 0.0035
2021-02-24 2020-12-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 27 -3.70 0.0037
2020-11-24 2020-09-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 28 0.00 0.0041
2020-08-24 2020-06-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 27 0.00 0.0042
2020-05-26 2020-03-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 28 -10.00 0.0043
2020-02-25 2019-12-31 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS 61768HAX4 30 -3.23 0.0048
2019-11-25 2019-09-30 NP Morgan Stanley Capital I Trust, Series 2019-L2, Class XA ABS-MBS US61768HAX44 31 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.