BlackRock U.S. Government Bond V.I. Fund

Fund Profile

Fund profile

Fund manager

BlackRock Variable Series Funds II, Inc.

Total assets

$77.79 mm

Liabilities

$38.33 mm

Net assets

$39.47 mm

Number of holdings

112.00

112 Holdings

As of Mar 2023

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Securities	6.00 mm	7.26 mm principal	15.20	ABS-mortgage backed security	Long	USA
Federal Home Loan Bank	5.99 mm	6.00 mm principal	15.17	Short-term investment vehicle	Long	USA
Uniform Mortgage-Backed Securities	5.74 mm	6.00 mm principal	14.54	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	4.86 mm	5.64 mm principal	12.31	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	4.78 mm	5.00 mm principal	12.12	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	2.56 mm	2.86 mm principal	6.50	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	2.35 mm	2.43 mm principal	5.95	Debt	Long	USA
Government National Mortgage Association	2.20 mm	2.50 mm principal	5.57	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	1.83 mm	1.84 mm principal	4.63	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	1.70 mm	1.83 mm principal	4.30	Debt	Long	USA
U.S. Treasury Notes	1.52 mm	1.58 mm principal	3.85	Debt	Long	USA
U.S. Treasury Notes	1.34 mm	1.39 mm principal	3.39	Debt	Long	USA
U.S. Treasury Notes	1.26 mm	1.26 mm principal	3.18	Debt	Long	USA
U.S. Treasury Notes	1.22 mm	1.26 mm principal	3.10	Debt	Long	USA
U.S. Treasury Notes	1.19 mm	1.26 mm principal	3.01	Debt	Long	USA
Government National Mortgage Association	968.39 k	1.14 mm principal	2.45	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	965.50 k	1.06 mm principal	2.45	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	822.64 k	839.60 k principal	2.08	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	683.86 k	784.00 k principal	1.73	Debt	Long	USA
U.S. Treasury Bonds	651.90 k	660.00 k principal	1.65	Debt	Long	USA
U.S. Treasury Bonds	640.61 k	660.00 k principal	1.62	Debt	Long	USA
U.S. Treasury Bonds	612.81 k	815.00 k principal	1.55	Debt	Long	USA
U.S. Treasury Bonds	593.43 k	660.00 k principal	1.50	Debt	Long	USA
U.S. Treasury Bonds	570.26 k	660.00 k principal	1.44	Debt	Long	USA
U.S. Treasury Bonds	536.85 k	630.00 k principal	1.36	Debt	Long	USA
Federal Home Loan Bank	502.35 k	500.00 k principal	1.27	Debt	Long	USA
U.S. Treasury Notes	370.44 k	380.00 k principal	0.94	Debt	Long	USA
U.S. Treasury Notes	365.97 k	380.00 k principal	0.93	Debt	Long	USA
U.S. Treasury Notes	355.49 k	367.00 k principal	0.90	Debt	Long	USA
Uniform Mortgage-Backed Securities	349.49 k	346.00 k principal	0.89	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	342.30 k	367.00 k principal	0.87	Debt	Long	USA
U.S. Treasury Notes	340.39 k	367.00 k principal	0.86	Debt	Long	USA
Uniform Mortgage-Backed Securities	312.46 k	326.70 k principal	0.79	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	306.20 k	300.00 k principal	0.78	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	237.26 k	266.00 k principal	0.60	Debt	Long	USA
Uniform Mortgage-Backed Securities	230.18 k	247.73 k principal	0.58	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	213.69 k	214.00 k principal	0.54	Debt	Long	USA
T-Fund, Institutional Class	199.28 k	199.28 k shares	0.50	Short-term investment vehicle	Long	USA
U.S. Treasury Bonds	188.78 k	170.00 k principal	0.48	Debt	Long	USA
U.S. Treasury Bonds	185.73 k	170.00 k principal	0.47	Debt	Long	USA
U.S. Treasury Bonds	183.35 k	170.00 k principal	0.46	Debt	Long	USA
Uniform Mortgage-Backed Securities	172.31 k	196.00 k principal	0.44	ABS-mortgage backed security	Long	USA
CSMC Trust, Series 2021-BHAR, Class A	160.70 k	168.00 k principal	0.41	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2021-FCMT, Class A	148.80 k	160.00 k principal	0.38	ABS-mortgage backed security	Long	USA
280 Park Avenue Mortgage Trust, Series 2017-280P, Class A	134.90 k	139.00 k principal	0.34	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	129.44 k	146.00 k principal	0.33	Debt	Long	USA
U.S. Treasury Notes	128.54 k	146.00 k principal	0.33	Debt	Long	USA
U.S. Treasury Bonds	128.12 k	154.00 k principal	0.32	Debt	Long	USA
U.S. Treasury Notes	128.12 k	146.00 k principal	0.32	Debt	Long	USA
Government National Mortgage Association	124.10 k	126.00 k principal	0.31	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	122.88 k	154.00 k principal	0.31	Debt	Long	USA
BANK, Series 2021-BN33, Class XA	101.11 k	1.75 mm principal	0.26	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	93.12 k	93.00 k principal	0.24	ABS-mortgage backed security	Long	USA
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class A	91.09 k	100.00 k principal	0.23	ABS-mortgage backed security	Long	USA
Benchmark Mortgage Trust, Series 2020-B20, Class XA	87.57 k	1.16 mm principal	0.22	ABS-mortgage backed security	Long	USA
Credit Suisse Mortgage Capital Certificates, Series 2021-980M, Class A	86.00 k	100.00 k principal	0.22	ABS-mortgage backed security	Long	USA
Hudson Yards Mortgage Trust, Series 2019-30HY, Class D	80.50 k	101.00 k principal	0.20	ABS-mortgage backed security	Long	USA
U.S. Treasury 5 Year Note	74.57 k	35.00 contracts	0.19	Interest rate derivative	N/A	USA
Government National Mortgage Association	55.62 k	55.00 k principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	54.51 k	85.00 k principal	0.14	Debt	Long	USA
U.S. Treasury Notes	50.41 k	54.00 k principal	0.13	Debt	Long	USA
U.S. Treasury Bonds	47.27 k	42.00 k principal	0.12	Debt	Long	USA
U.S. Treasury Bonds	45.09 k	42.00 k principal	0.11	Debt	Long	USA
U.S. Treasury Notes	44.71 k	51.00 k principal	0.11	Debt	Long	USA
U.S. Treasury Bonds	43.07 k	42.00 k principal	0.11	Debt	Long	USA
Uniform Mortgage-Backed Securities	39.09 k	49.80 k principal	0.10	ABS-mortgage backed security	Long	USA
U.S. Treasury Ultra Bond	38.36 k	6.00 contracts	0.10	Interest rate derivative	N/A	USA
Federal National Mortgage Association ACES Variable Rate Notes, Series 2020-M21, Class AX	34.78 k	254.65 k principal	0.09	ABS-mortgage backed security	Long	USA
Morgan Stanley Capital I Trust, Series 2018-H3, Class B	34.39 k	38.54 k principal	0.09	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities	33.11 k	33.20 k principal	0.08	ABS-mortgage backed security	Long	USA
U.S. Treasury 10 Year Ultra Note	32.97 k	8.00 contracts	0.08	Interest rate derivative	N/A	USA
BX Trust, Series 2021-MFM1, Class C	31.04 k	32.55 k principal	0.08	ABS-mortgage backed security	Long	USA
OIS	26.02 k	300.00 k principal	0.07	Interest rate derivative	N/A	USA
Uniform Mortgage-Backed Securities	22.23 k	23.00 k principal	0.06	ABS-mortgage backed security	Long	USA
Commercial Mortgage Trust, Series 2017-COR2, Class AM	19.66 k	21.74 k principal	0.05	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K122, Class X1	13.13 k	254.85 k principal	0.03	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K119, Class X1	9.76 k	179.95 k principal	0.02	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K116, Class X1	8.43 k	106.48 k principal	0.02	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K120, Class X1	7.59 k	127.45 k principal	0.02	ABS-mortgage backed security	Long	USA
OIS	6.36 k	200.00 k principal	0.02	Interest rate derivative	N/A	USA
Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3, Class XA	5.32 k	127.87 k principal	0.01	ABS-mortgage backed security	Long	USA
OIS	4.78 k	100.00 k principal	0.01	Interest rate derivative	N/A	USA
OIS	2.02 k	350.00 k principal	0.01	Interest rate derivative	N/A	USA
U.S. Treasury 10 Year Note	1.80 k	13.00 contracts	0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract HSBC Bank	187.77	1.00 contracts	0.00	DFE	N/A	N/A
Government National Mortgage Association Variable Rate Notes, Series 2014-107, Class WX	1.19	1.14 principal	0.00	ABS-mortgage backed security	Long	USA
Lehman Brothers Holdings, Inc., Term Loan	0.03	256.89 k principal	0.00	Loan	Long	USA
Lehman Brothers Holdings, Inc., Term Loan	0.03	256.89 k principal	0.00	Loan	Long	USA
SOP	-11.33	-200.00 k principal	-0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract HSBC Bank	-290.90	1.00 contracts	-0.00	DFE	N/A	N/A
SOP	-828.20	-17.00 k principal	-0.00	Interest rate derivative	N/A	USA
SOP	-973.83	-18.00 k principal	-0.00	Interest rate derivative	N/A	USA
SOP	-10.32 k	-200.00 k principal	-0.03	Interest rate derivative	N/A	USA
U.S. Treasury 2 Year Note	-19.09 k	-8.00 contracts	-0.05	Interest rate derivative	N/A	USA
Uniform Mortgage-Backed Securities	-22.23 k	-23.00 k principal	-0.06	ABS-mortgage backed security	Short	USA
OIS	-28.01 k	300.00 k principal	-0.07	Interest rate derivative	N/A	USA
Uniform Mortgage-Backed Securities	-33.11 k	-33.20 k principal	-0.08	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-39.09 k	-49.80 k principal	-0.10	ABS-mortgage backed security	Short	USA
Government National Mortgage Association	-51.92 k	-59.00 k principal	-0.13	ABS-mortgage backed security	Short	USA
U.S. Treasury Long Bond	-54.87 k	-10.00 contracts	-0.14	Interest rate derivative	N/A	USA
Government National Mortgage Association	-55.62 k	-55.00 k principal	-0.14	ABS-mortgage backed security	Short	USA
Government National Mortgage Association	-93.12 k	-93.00 k principal	-0.24	ABS-mortgage backed security	Short	USA
Government National Mortgage Association	-124.10 k	-126.00 k principal	-0.31	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-172.31 k	-196.00 k principal	-0.44	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-230.18 k	-247.73 k principal	-0.58	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-240.40 k	-267.93 k principal	-0.61	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-306.20 k	-300.00 k principal	-0.78	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-349.49 k	-346.00 k principal	-0.89	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-484.25 k	-585.80 k principal	-1.23	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-822.64 k	-839.60 k principal	-2.08	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-1.75 mm	-2.04 mm principal	-4.45	ABS-mortgage backed security	Short	USA
Uniform Mortgage-Backed Securities	-10.83 mm	-11.33 mm principal	-27.45	ABS-mortgage backed security	Short	USA