0001752724-21-259751.txt : 20211126 0001752724-21-259751.hdr.sgml : 20211126 20211126103422 ACCESSION NUMBER: 0001752724-21-259751 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211126 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BlackRock Variable Series Funds, Inc. CENTRAL INDEX KEY: 0000355916 IRS NUMBER: 133093080 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03290 FILM NUMBER: 211449879 BUSINESS ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 800-441-7762 MAIL ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: FAM Variable Series Funds, Inc. DATE OF NAME CHANGE: 20050720 FORMER COMPANY: FORMER CONFORMED NAME: MERRILL LYNCH VARIABLE SERIES FUNDS INC DATE OF NAME CHANGE: 19920703 0000355916 S000002874 BlackRock Managed Volatility V.I. Fund C000007899 Class I C000007901 Class III NPORT-P 1 primary_doc.xml NPORT-P false 0000355916 XXXXXXXX S000002874 C000007899 C000007901 BlackRock Variable Series Funds, Inc. 811-03290 0000355916 5493007IJN5JRPJ1DF61 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Managed Volatility V.I. 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N/A 68.00000000 NS 6672.74000000 0.003054372767 Long EC CORP NZ N 2 N N N Align Technology, Inc. 549300N5YSE0U3LCP840 Align Technology, Inc. 016255101 62.00000000 NS USD 41256.66000000 0.018884778780 Long EC CORP US N 1 N N N N/A N/A OMXS30 Index N/A -130.00000000 NC 132759.71000000 0.060769285598 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Short OMXS30 Index SE0000337842 2021-10-15 -29292250.00000000 SEK 132759.71000000 N N N N/A N/A NDIRS N/A 19936397338.00000000 PA 176403.55000000 0.080746769561 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Y 2027-03-16 0.00000000 USD 0.00000000 USD 19936397338.00000000 KRW 176403.55000000 N N N N/A N/A MSCI Singapore Index N/A 179.00000000 NC -62234.63000000 -0.02848721200 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long MSCI Singapore Index SIMSCI Index 2021-10-28 6327650.00000000 SGD -62234.63000000 N N N Ferguson plc 213800DU1LGY3R2S2X42 Ferguson plc N/A 1342.00000000 NS 186298.99000000 0.085276297529 Long EC CORP JE N 2 N N N MTU Aero Engines AG 529900807L67JY81RD65 MTU Aero Engines AG N/A 316.00000000 NS 71043.71000000 0.032519470726 Long EC CORP DE N 2 N N N Makita Corp. 529900CDR9E94BCM6294 Makita Corp. N/A 1600.00000000 NS 87972.23000000 0.040268313101 Long EC CORP JP N 2 N N N Murata Manufacturing Co. Ltd. 529900QZG6DL8ZRI7140 Murata Manufacturing Co. Ltd. N/A 1400.00000000 NS 123833.48000000 0.056683402763 Long EC CORP JP N 2 N N N Sumitomo Metal Mining Co. Ltd. 353800CF81IXL9974H84 Sumitomo Metal Mining Co. Ltd. N/A 600.00000000 NS 21696.36000000 0.009931268283 Long EC CORP JP N 2 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 IHS Markit Ltd. N/A 1625.00000000 NS USD 189507.50000000 0.086744957415 Long EC CORP BM N 1 N N N Klepierre SA 969500PB4U31KEFHZ621 Klepierre SA N/A 302.00000000 NS 6753.77000000 0.003091463351 Long EC CORP FR N 2 N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408103 6890.00000000 NS USD 204908.60000000 0.093794640218 Long EC CORP US N 1 N N N TeamViewer AG 3912000FZ0R0KEK9JS42 TeamViewer AG N/A 216.00000000 NS 6319.20000000 0.002892543751 Long EC CORP DE N 2 N N N CapitaLand Integrated Commercial Trust 54930031292WUTXF0L29 CapitaLand Integrated Commercial Trust N/A 22122.00000000 NS 32940.96000000 0.015078359286 Long EC CORP SG N 2 N N N Merck KGaA 529900OAREIS0MOPTW25 Merck KGaA N/A 458.00000000 NS 99129.42000000 0.045375393145 Long EC CORP DE N 2 N N N United Overseas Bank Ltd. IO66REGK3RCBAMA8HR66 United Overseas Bank Ltd. N/A 2500.00000000 NS 47293.95000000 0.021648281354 Long EC CORP SG N 2 N N N Roku, Inc. 549300KR6ITU0YIR1T71 Roku, Inc. 77543R102 45.00000000 NS USD 14100.75000000 0.006454462004 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 49159.83000000 0.022502367240 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 9627000.00000000 BRL 1794783.55000000 USD 2021-12-15 49159.83000000 N N N Snap, Inc. 549300JNC0L6VP8A2Q35 Snap, Inc., Class A 83304A106 406.00000000 NS USD 29991.22000000 0.013728148499 Long EC CORP US N 1 N N N APA Group 549300T9RBSX164T8H40 APA Group N/A 11087.00000000 NS 69058.69000000 0.031610849825 Long EC CORP AU N 2 N N N Square, Inc. 549300OHIIUWSTIZME52 Square, Inc., Class A 852234103 92.00000000 NS USD 22065.28000000 0.010100137324 Long EC CORP US N 1 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978V103 2344.00000000 NS USD 455064.16000000 0.208300574809 Long EC CORP US N 1 N N N N/A N/A IRS N/A 63000000.00000000 PA -42742.96000000 -0.01956511613 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2027-03-16 0.00000000 USD 0.00000000 USD 63000000.00000000 ZAR -42742.96000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG (Registered) N/A 4636.00000000 NS 58913.11000000 0.026966823044 Long EC CORP DE N 2 N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 Equinix, Inc. 29444U700 319.00000000 NS USD 252051.47000000 0.115373766377 Long EC CORP US N 1 N N N eBay, Inc. OML71K8X303XQONU6T67 eBay, Inc. 278642103 4437.00000000 NS USD 309125.79000000 0.141498903682 Long EC CORP US N 1 N N N Cintas Corp. N/A Cintas Corp. 172908105 425.00000000 NS USD 161780.50000000 0.074053230522 Long EC CORP US N 1 N N N Toyota Industries Corp. 35380000WKGEAHEMW830 Toyota Industries Corp. N/A 1300.00000000 NS 106963.86000000 0.048961521210 Long EC CORP JP N 2 N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 Best Buy Co., Inc. 086516101 396.00000000 NS USD 41861.16000000 0.019161481954 Long EC CORP US N 1 N N N EMS-Chemie Holding AG 529900G1XFTGSE0DIX60 EMS-Chemie Holding AG (Registered) N/A 17.00000000 NS 16061.99000000 0.007352197873 Long EC CORP CH N 2 N N N 2021-09-30 BlackRock Variable Series Funds, Inc. Ann Frechette Ann Frechette Assistant Treasurer XXXX NPORT-EX 2 9.30.21_Man_Vol_VI.htm PART F MAN VOL VI
BlackRock
Managed
Volatility
V.I.
Fund
2
(Percentages
shown
are
based
on
Net
Assets)
Schedule
of
Investments
(unaudited)
September
30,
2021
Security
Shares
Shares
Value
Common
Stocks
—
65.7%
Aerospace
&
Defense
—
0.1%
MTU
Aero
Engines
AG
................
316
$
71,044
Singapore
Technologies
Engineering
Ltd.
....
24,000
66,994
138,038
Air
Freight
&
Logistics
—
0.7%
CH
Robinson
Worldwide,
Inc.
...........
963
83,781
Deutsche
Post
AG
(Registered)
..........
2,078
130,311
DSV
A/S
..........................
652
156,065
Expeditors
International
of
Washington,
Inc.
..
909
108,289
FedEx
Corp.
.......................
1,256
275,428
InPost
SA
(a)
........................
2,957
49,067
SG
Holdings
Co.
Ltd.
.................
500
14,146
United
Parcel
Service,
Inc.,
Class
B
.......
3,287
598,563
Yamato
Holdings
Co.
Ltd.
..............
400
10,124
1,425,774
Airlines
—
0.6%
(a)
Alaska
Air
Group,
Inc.
.................
373
21,858
American
Airlines
Group,
Inc.
............
1,920
39,398
ANA
Holdings,
Inc.
...................
300
7,799
Delta
Air
Lines,
Inc.
..................
11,981
510,511
Japan
Airlines
Co.
Ltd.
................
200
4,761
Singapore
Airlines
Ltd.
(b)
...............
7,600
27,988
Southwest
Airlines
Co.
................
10,961
563,724
United
Airlines
Holdings,
Inc.
............
968
46,048
1,222,087
Auto
Components
—
0.2%
Aptiv
plc
(a)
.........................
284
42,307
Bridgestone
Corp.
...................
4,100
193,976
Continental
AG
.....................
409
44,400
Denso
Corp.
.......................
1,700
111,006
Faurecia
SE
.......................
129
6,069
Faurecia
SE
.......................
44
2,087
Koito
Manufacturing
Co.
Ltd.
............
200
12,027
Sumitomo
Electric
Industries
Ltd.
.........
500
6,649
Toyota
Industries
Corp.
................
1,300
106,964
Vitesco
Technologies
Group
AG
(a)
.........
81
4,785
530,270
Automobiles
—
1.6%
Bayerische
Motoren
Werke
AG
..........
775
73,609
Daimler
AG
(Registered)
...............
1,919
169,317
Ferrari
NV
(c)
.......................
81
16,905
Ford
Motor
Co.
(a)
....................
5,159
73,052
General
Motors
Co.
(a)
.................
1,492
78,643
Honda
Motor
Co.
Ltd.
.................
6,900
212,132
Mazda
Motor
Corp.
(a)
.................
600
5,192
Nissan
Motor
Co.
Ltd.
(a)
................
8,800
43,978
Stellantis
NV
.......................
2,600
49,513
Subaru
Corp.
......................
9,400
173,709
Suzuki
Motor
Corp.
..................
700
31,275
Tesla,
Inc.
(a)
........................
2,428
1,882,866
Toyota
Motor
Corp.
..................
27,500
489,978
Volkswagen
AG
.....................
172
53,045
Yamaha
Motor
Co.
Ltd.
................
900
25,056
3,378,270
Banks
—
3.5%
Australia
&
New
Zealand
Banking
Group
Ltd.
.
6,651
133,569
Banco
Bilbao
Vizcaya
Argentaria
SA
.......
12,712
83,907
Banco
Santander
SA
.................
37,415
135,531
Bank
of
America
Corp.
................
22,247
944,385
Banque
Cantonale
Vaudoise
(Registered)
...
458
34,823
Barclays
plc
.......................
35,430
90,027
BNP
Paribas
SA
....................
2,400
153,554
Security
Shares
Shares
Value
Banks
(continued)
BOC
Hong
Kong
Holdings
Ltd.
...........
8,000
$
24,107
CaixaBank
SA
......................
8,373
25,965
Citigroup,
Inc.
......................
6,065
425,642
Citizens
Financial
Group,
Inc.
...........
796
37,396
Comerica,
Inc.
......................
418
33,649
Commonwealth
Bank
of
Australia
.........
4,128
306,340
Credit
Agricole
SA
...................
2,332
32,054
Danske
Bank
A/S
....................
1,092
18,396
DBS
Group
Holdings
Ltd.
..............
3,900
86,419
Erste
Group
Bank
AG
.................
697
30,605
Fifth
Third
Bancorp
..................
1,695
71,936
First
Republic
Bank
..................
461
88,918
Hang
Seng
Bank
Ltd.
.................
1,800
30,832
HSBC
Holdings
plc
..................
49,417
258,385
Huntington
Bancshares,
Inc.
............
3,609
55,795
ING
Groep
NV
......................
9,127
132,693
Intesa
Sanpaolo
SpA
.................
32,020
90,648
Japan
Post
Bank
Co.
Ltd.
..............
5,100
43,745
JPMorgan
Chase
&
Co.
...............
8,860
1,450,293
KBC
Group
NV
.....................
562
50,695
KeyCorp
..........................
2,305
49,834
M&T
Bank
Corp.
....................
258
38,530
Mitsubishi
UFJ
Financial
Group,
Inc.
.......
38,900
229,951
Mizuho
Financial
Group,
Inc.
............
7,650
108,226
National
Australia
Bank
Ltd.
.............
8,023
158,222
NatWest
Group
plc
...................
14,073
42,428
Nordea
Bank
Abp
...................
7,925
102,124
Oversea-Chinese
Banking
Corp.
Ltd.
......
7,300
61,471
People's
United
Financial,
Inc.
...........
1,280
22,362
Raiffeisen
Bank
International
AG
.........
134
3,505
Regions
Financial
Corp.
...............
2,616
55,747
Resona
Holdings,
Inc.
................
4,800
19,200
Skandinaviska
Enskilda
Banken
AB,
Class
A
.
3,651
51,455
Societe
Generale
SA
.................
1,378
43,152
Standard
Chartered
plc
................
5,978
34,946
Sumitomo
Mitsui
Financial
Group,
Inc.
......
4,500
158,307
Sumitomo
Mitsui
Trust
Holdings,
Inc.
.......
900
30,996
SVB
Financial
Group
(a)
................
154
99,619
Svenska
Handelsbanken
AB,
Class
A
......
2,589
28,995
Swedbank
AB,
Class
A
................
1,498
30,207
Truist
Financial
Corp.
.................
4,793
281,109
UniCredit
SpA
......................
2,857
37,809
United
Overseas
Bank
Ltd.
.............
2,500
47,294
US
Bancorp
.......................
3,965
235,680
Wells
Fargo
&
Co.
...................
12,230
567,594
Westpac
Banking
Corp.
...............
9,074
167,810
Zions
Bancorp
NA
...................
490
30,326
7,607,208
Beverages
—
0.2%
Anheuser-Busch
InBev
SA/NV
...........
741
42,028
Coca-Cola
Co.
(The)
.................
2,459
129,024
Diageo
plc
........................
3,806
184,267
PepsiCo,
Inc.
......................
392
58,961
414,280
Biotechnology
—
1.1%
AbbVie,
Inc.
.......................
5,504
593,716
Amgen,
Inc.
.......................
1,786
379,793
Argenx
SE
(a)
.......................
89
26,894
Biogen,
Inc.
(a)
......................
452
127,912
CSL
Ltd.
..........................
1,047
218,751
Genmab
A/S
(a)
......................
116
50,683
Gilead
Sciences,
Inc.
.................
3,903
272,625
Horizon
Therapeutics
plc
(a)
.............
457
50,060
Incyte
Corp.
(a)
......................
403
27,718
BlackRock
Managed
Volatility
V.I.
Fund
3
(Percentages
shown
are
based
on
Net
Assets)
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Security
Shares
Shares
Value
Biotechnology
(continued)
Moderna,
Inc.
(a)
.....................
935
$
359,844
Regeneron
Pharmaceuticals,
Inc.
(a)
........
319
193,052
Vertex
Pharmaceuticals,
Inc.
(a)
...........
772
140,033
2,441,081
Building
Products
—
0.4%
Assa
Abloy
AB,
Class
B
...............
1,546
44,844
Carrier
Global
Corp.
..................
1,993
103,158
Cie
de
Saint-Gobain
..................
1,305
87,822
Daikin
Industries
Ltd.
.................
700
152,627
Geberit
AG
(Registered)
...............
257
188,690
Johnson
Controls
International
plc
........
1,808
123,089
Kingspan
Group
plc
..................
430
42,892
Masco
Corp.
.......................
594
32,997
Nibe
Industrier
AB,
Class
B
.............
3,189
40,075
ROCKWOOL
International
A/S,
Class
B
.....
77
32,886
Trane
Technologies
plc
................
695
119,992
969,072
Capital
Markets
—
1.8%
3i
Group
plc
.......................
1,913
32,859
Abrdn
plc
.........................
3,688
12,613
Ameriprise
Financial,
Inc.
..............
585
154,510
Amundi
SA
(d)(e)
......................
237
19,933
ASX
Ltd.
.........................
125
7,217
Bank
of
New
York
Mellon
Corp.
(The)
......
2,152
111,560
Cboe
Global
Markets,
Inc.
..............
113
13,996
Charles
Schwab
Corp.
(The)
............
4,082
297,333
CME
Group,
Inc.
....................
978
189,126
Credit
Suisse
Group
AG
(Registered)
......
6,806
67,218
Daiwa
Securities
Group,
Inc.
............
5,900
34,390
Deutsche
Bank
AG
(Registered)
(a)
.........
4,636
58,913
Deutsche
Boerse
AG
.................
507
82,269
EQT
AB
..........................
639
26,534
Franklin
Resources,
Inc.
...............
265
7,876
Futu
Holdings
Ltd.,
ADR
(a)(c)
.............
60
5,461
Goldman
Sachs
Group,
Inc.
(The)
........
980
370,469
Hargreaves
Lansdown
plc
..............
773
14,842
Hong
Kong
Exchanges
&
Clearing
Ltd.
.....
2,100
129,046
Intercontinental
Exchange,
Inc.
..........
1,737
199,442
Invesco
Ltd.
.......................
413
9,957
Japan
Exchange
Group,
Inc.
............
1,400
34,720
Julius
Baer
Group
Ltd.
................
854
56,739
London
Stock
Exchange
Group
plc
........
749
75,056
Macquarie
Group
Ltd.
.................
929
120,023
MarketAxess
Holdings,
Inc.
.............
69
29,028
Moody's
Corp.
......................
446
158,379
Morgan
Stanley
.....................
4,325
420,866
MSCI,
Inc.
........................
220
133,835
Nasdaq,
Inc.
.......................
261
50,378
Nomura
Holdings,
Inc.
................
11,100
54,722
Northern
Trust
Corp.
..................
492
53,043
Partners
Group
Holding
AG
.............
83
129,533
Raymond
James
Financial,
Inc.
..........
342
31,560
S&P
Global,
Inc.
....................
929
394,723
SBI
Holdings,
Inc.
...................
400
9,797
Schroders
plc
......................
189
9,102
St.
James's
Place
plc
.................
412
8,311
State
Street
Corp.
...................
754
63,879
T.
Rowe
Price
Group,
Inc.
..............
579
113,889
UBS
Group
AG
(Registered)
............
11,033
176,105
3,969,252
Chemicals
—
1.2%
Air
Liquide
SA
......................
1,401
224,384
Air
Products
&
Chemicals,
Inc.
...........
311
79,650
Security
Shares
Shares
Value
Chemicals
(continued)
Albemarle
Corp.
....................
281
$
61,531
Asahi
Kasei
Corp.
...................
2,200
23,575
BASF
SE
.........................
3,188
241,683
Chr
Hansen
Holding
A/S
...............
286
23,361
Corteva,
Inc.
.......................
959
40,355
Dow,
Inc.
.........................
1,247
71,777
DuPont
de
Nemours,
Inc.
..............
990
67,310
Ecolab,
Inc.
.......................
814
169,817
EMS-Chemie
Holding
AG
(Registered)
.....
17
16,062
Givaudan
SA
(Registered)
..............
37
168,687
International
Flavors
&
Fragrances,
Inc.
.....
949
126,900
Koninklijke
DSM
NV
..................
708
141,583
Linde
plc
(c)
........................
1,187
348,242
LyondellBasell
Industries
NV,
Class
A
......
364
34,162
Nippon
Sanso
Holdings
Corp.
...........
1,200
30,073
Novozymes
A/S,
Class
B
...............
534
36,606
PPG
Industries,
Inc.
..................
726
103,825
Sherwin-Williams
Co.
(The)
.............
644
180,146
Shin-Etsu
Chemical
Co.
Ltd.
............
1,200
202,523
Sika
AG
(Registered)
.................
403
127,418
Solvay
SA
.........................
836
103,704
Sumitomo
Chemical
Co.
Ltd.
............
2,000
10,381
Umicore
SA
.......................
491
29,047
2,662,802
Commercial
Services
&
Supplies
—
0.5%
Brambles
Ltd.
......................
7,875
60,554
Cintas
Corp.
.......................
425
161,781
Copart,
Inc.
(a)
......................
1,163
161,331
Rentokil
Initial
plc
....................
9,779
76,793
Republic
Services,
Inc.
................
877
105,293
Rollins,
Inc.
........................
2,038
72,003
Secom
Co.
Ltd.
.....................
400
28,931
Securitas
AB,
Class
B
.................
1,641
25,973
Waste
Connections,
Inc.
...............
668
84,121
Waste
Management,
Inc.
...............
1,825
272,582
1,049,362
Construction
&
Engineering
—
0.1%
Ferrovial
SA
.......................
4,215
123,030
Quanta
Services,
Inc.
.................
417
47,463
Vinci
SA
..........................
898
93,400
263,893
Construction
Materials
—
0.1%
CRH
plc
..........................
1,908
90,048
HeidelbergCement
AG
................
80
5,968
James
Hardie
Industries
plc,
CDI
.........
665
23,589
119,605
Consumer
Finance
—
0.3%
American
Express
Co.
................
1,850
309,931
Capital
One
Financial
Corp.
.............
1,213
196,470
Discover
Financial
Services
.............
711
87,346
Synchrony
Financial
..................
1,099
53,719
647,466
Containers
&
Packaging
—
0.0%
Smurfit
Kappa
Group
plc
...............
492
25,903
Distributors
—
0.4%
Genuine
Parts
Co.
...................
3,352
406,363
LKQ
Corp.
(a)
.......................
4,382
220,502
Pool
Corp.
........................
455
197,657
824,522
BlackRock
Managed
Volatility
V.I.
Fund
4
(Percentages
shown
are
based
on
Net
Assets)
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Security
Shares
Shares
Value
Diversified
Financial
Services
—
1.0%
Berkshire
Hathaway,
Inc.,
Class
B
(a)
.......
6,384
$
1,742,449
Equitable
Holdings,
Inc.
...............
668
19,800
EXOR
NV
.........................
48
4,028
Groupe
Bruxelles
Lambert
SA
...........
640
70,397
Investor
AB,
Class
B
..................
5,816
125,070
Jackson
Financial,
Inc.,
Class
A
(a)
.........
138
3,588
Kinnevik
AB,
Class
B
(a)
................
378
13,288
M&G
plc
..........................
4,623
12,631
Mitsubishi
HC
Capital,
Inc.
..............
2,300
12,026
ORIX
Corp.
........................
4,100
76,717
Sofina
SA
.........................
52
20,662
2,100,656
Diversified
Telecommunication
Services
—
0.0%
BT
Group
plc
(a)
.....................
5,497
11,785
Cellnex
Telecom
SA
(d)(e)
................
393
24,264
Deutsche
Telekom
AG
(Registered)
.......
1,981
39,727
75,776
Electric
Utilities
—
1.8%
AusNet
Services
Ltd.
.................
40,301
72,947
CK
Infrastructure
Holdings
Ltd.
...........
21,500
119,919
Edison
International
..................
5,459
302,811
Electricite
de
France
SA
...............
4,002
50,290
Elia
Group
SA/NV
...................
770
92,015
Endesa
SA
........................
6,157
124,171
Enel
SpA
.........................
31,105
238,738
Entergy
Corp.
......................
2,844
282,438
Eversource
Energy
..................
3,494
285,669
Exelon
Corp.
.......................
10,396
502,543
Fortum
OYJ
.......................
4,981
151,254
Iberdrola
SA
.......................
30,949
311,360
NextEra
Energy,
Inc.
.................
13,208
1,037,092
Orsted
A/S
(d)(e)
......................
773
101,893
SSE
plc
..........................
5,731
120,667
Terna
SpA
........................
13,865
98,397
Verbund
AG
.......................
717
72,514
3,964,718
Electrical
Equipment
—
0.2%
ABB
Ltd.
(Registered)
.................
1,757
58,775
Legrand
SA
.......................
651
69,755
Mitsubishi
Electric
Corp.
...............
2,800
38,913
Nidec
Corp.
.......................
900
99,216
Prysmian
SpA
......................
184
6,427
Schneider
Electric
SE
.................
630
104,929
Siemens
Gamesa
Renewable
Energy
SA
(a)
..
129
3,279
Vestas
Wind
Systems
A/S
..............
3,305
132,560
513,854
Electronic
Equipment,
Instruments
&
Components
—
0.3%
Halma
plc
.........................
316
12,053
Hamamatsu
Photonics
KK
..............
1,300
80,416
Hexagon
AB,
Class
B
.................
2,763
42,738
Keyence
Corp.
.....................
400
238,748
Kyocera
Corp.
......................
1,200
75,014
Murata
Manufacturing
Co.
Ltd.
...........
1,400
123,834
Zebra
Technologies
Corp.,
Class
A
(a)
.......
24
12,370
585,173
Energy
Equipment
&
Services
—
0.0%
NOV,
Inc.
(a)
........................
1,169
15,326
Entertainment
—
1.2%
Activision
Blizzard,
Inc.
................
2,317
179,313
AMC
Entertainment
Holdings,
Inc.,
Class
A
(a)
.
605
23,026
Bollore
SA
........................
2,469
14,258
Security
Shares
Shares
Value
Entertainment
(continued)
Electronic
Arts,
Inc.
..................
779
$
110,813
Live
Nation
Entertainment,
Inc.
(a)
.........
563
51,306
Netflix,
Inc.
(a)
.......................
1,478
902,082
Nexon
Co.
Ltd.
.....................
800
12,840
Nintendo
Co.
Ltd.
....................
300
143,365
Roku,
Inc.
(a)
........................
45
14,101
Sea
Ltd.,
ADR
(a)(c)
....................
179
57,053
Take-Two
Interactive
Software,
Inc.
(a)
.......
236
36,360
Universal
Music
Group
NV
(a)
............
2,057
55,077
Walt
Disney
Co.
(The)
(a)
...............
6,377
1,078,797
2,678,391
Equity
Real
Estate
Investment
Trusts
(REITs)
—
1.7%
Alexandria
Real
Estate
Equities,
Inc.
.......
554
105,853
American
Tower
Corp.
................
1,565
415,367
Ascendas
REIT
.....................
15,400
33,944
AvalonBay
Communities,
Inc.
...........
510
113,036
Boston
Properties,
Inc.
................
517
56,017
British
Land
Co.
plc
(The)
..............
759
5,036
CapitaLand
Integrated
Commercial
Trust
....
22,122
32,941
Covivio
..........................
84
7,059
Crown
Castle
International
Corp.
.........
1,567
271,592
Daiwa
House
REIT
Investment
Corp.
......
8
23,493
Digital
Realty
Trust,
Inc.
(b)
..............
1,056
152,539
Duke
Realty
Corp.
...................
1,224
58,593
Equinix,
Inc.
.......................
319
252,051
Equity
LifeStyle
Properties,
Inc.
..........
110
8,591
Equity
Residential
...................
1,228
99,370
Essex
Property
Trust,
Inc.
..............
229
73,220
Extra
Space
Storage,
Inc.
..............
475
79,795
Federal
Realty
Investment
Trust
..........
212
25,014
Gecina
SA
........................
117
15,741
GLP
J-Reit
........................
12
19,753
Goodman
Group
....................
3,686
56,717
Healthpeak
Properties,
Inc.
.............
1,743
58,356
Host
Hotels
&
Resorts,
Inc.
(a)
............
2,146
35,044
Invitation
Homes,
Inc.
.................
676
25,911
Iron
Mountain,
Inc.
...................
1,025
44,536
Japan
Metropolitan
Fund
Invest
..........
12
11,523
Japan
Real
Estate
Investment
Corp.
.......
5
29,991
Kimco
Realty
Corp.
..................
1,799
37,329
Klepierre
SA
.......................
302
6,754
Land
Securities
Group
plc
..............
1,619
15,090
Link
REIT
.........................
6,100
52,236
Mapletree
Logistics
Trust
..............
7,100
10,614
Medical
Properties
Trust,
Inc.
............
370
7,426
Mid-America
Apartment
Communities,
Inc.
...
385
71,899
Nippon
Building
Fund,
Inc.
..............
4
25,987
Nippon
Prologis
REIT,
Inc.
..............
3
10,026
Nomura
Real
Estate
Master
Fund,
Inc.
.....
13
18,711
Orix
JREIT,
Inc.
.....................
4
6,962
Prologis,
Inc.
.......................
2,637
330,759
Public
Storage
......................
572
169,941
Realty
Income
Corp.
..................
1,470
95,344
Regency
Centers
Corp.
...............
392
26,393
SBA
Communications
Corp.
............
408
134,873
Scentre
Group
......................
10,526
22,403
Segro
plc
.........................
2,663
42,778
Simon
Property
Group,
Inc.
(b)
............
1,159
150,635
Stockland
.........................
2,951
9,358
Sun
Communities,
Inc.
................
102
18,880
UDR,
Inc.
.........................
822
43,550
Unibail-Rodamco-Westfield
(a)
............
217
15,971
United
Urban
Investment
Corp.
..........
5
6,758
Ventas,
Inc.
.......................
1,309
72,270
VEREIT,
Inc.
.......................
196
8,865
BlackRock
Managed
Volatility
V.I.
Fund
5
(Percentages
shown
are
based
on
Net
Assets)
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Security
Shares
Shares
Value
Equity
Real
Estate
Investment
Trusts
(REITs)
(continued)
VICI
Properties,
Inc.
(b)
.................
326
$
9,262
Vornado
Realty
Trust
.................
268
11,259
Welltower,
Inc.
......................
1,513
124,671
Weyerhaeuser
Co.
...................
2,460
87,502
WP
Carey,
Inc.
.....................
87
6,355
3,761,944
Food
&
Staples
Retailing
—
0.8%
Aeon
Co.
Ltd.
......................
1,900
49,951
Carrefour
SA
.......................
1,270
22,760
Costco
Wholesale
Corp.
...............
1,712
769,287
Endeavour
Group
Ltd.
................
1,295
6,480
Jeronimo
Martins
SGPS
SA
.............
3,101
61,819
Koninklijke
Ahold
Delhaize
NV
...........
4,522
150,574
Kroger
Co.
(The)
....................
3,041
122,948
Ocado
Group
plc
(a)
...................
859
19,197
Sysco
Corp.
.......................
2,790
219,015
Tsuruha
Holdings,
Inc.
................
100
12,332
Walgreens
Boots
Alliance,
Inc.
...........
3,490
164,205
Welcia
Holdings
Co.
Ltd.
...............
100
3,604
Wm
Morrison
Supermarkets
plc
..........
4,144
16,444
Woolworths
Group
Ltd.
................
1,689
47,441
1,666,057
Food
Products
—
0.3%
Kerry
Group
plc,
Class
A
...............
268
36,011
Kikkoman
Corp.
.....................
300
24,412
Nestle
SA
(Registered)
................
5,625
677,756
738,179
Gas
Utilities
—
0.2%
APA
Group
(f)
.......................
11,087
69,059
Hong
Kong
&
China
Gas
Co.
Ltd.
.........
23,732
35,857
Naturgy
Energy
Group
SA
..............
5,952
149,817
Osaka
Gas
Co.
Ltd.
..................
4,400
80,401
Snam
SpA
........................
21,172
117,121
Toho
Gas
Co.
Ltd.
...................
500
21,747
Tokyo
Gas
Co.
Ltd.
..................
3,300
61,404
535,406
Health
Care
Equipment
&
Supplies
—
1.4%
Abbott
Laboratories
..................
4,872
575,529
Alcon,
Inc.
........................
1,182
95,708
Align
Technology,
Inc.
(a)
................
62
41,257
Baxter
International,
Inc.
...............
1,390
111,798
Becton
Dickinson
and
Co.
..............
401
98,574
Boston
Scientific
Corp.
(a)
...............
1,720
74,631
Carl
Zeiss
Meditec
AG
................
176
33,713
Coloplast
A/S,
Class
B
................
310
48,472
Danaher
Corp.
.....................
1,639
498,977
DexCom,
Inc.
(a)
.....................
93
50,858
Edwards
Lifesciences
Corp.
(a)
...........
819
92,719
GN
Store
Nord
A/S
...................
94
6,501
Hoya
Corp.
........................
900
140,417
IDEXX
Laboratories,
Inc.
(a)
..............
89
55,349
Intuitive
Surgical,
Inc.
(a)(b)
...............
206
204,795
Koninklijke
Philips
NV
.................
1,897
84,278
Medtronic
plc
......................
2,759
345,841
Olympus
Corp.
.....................
2,800
61,286
ResMed,
Inc.
......................
108
28,463
Siemens
Healthineers
AG
(d)(e)
............
1,562
101,304
Smith
&
Nephew
plc
..................
1,828
31,493
Sonova
Holding
AG
(Registered)
.........
89
33,634
Straumann
Holding
AG
(Registered)
.......
18
32,282
Stryker
Corp.
......................
490
129,223
Sysmex
Corp.
......................
400
49,684
Terumo
Corp.
......................
1,600
75,549
Security
Shares
Shares
Value
Health
Care
Equipment
&
Supplies
(continued)
West
Pharmaceutical
Services,
Inc.
.......
58
$
24,623
3,126,958
Health
Care
Providers
&
Services
—
1.1%
Anthem,
Inc.
.......................
735
274,008
Centene
Corp.
(a)
....................
1,941
120,944
Cigna
Corp.
.......................
942
188,551
CVS
Health
Corp.
...................
3,142
266,630
Fresenius
Medical
Care
AG
&
Co.
KGaA
....
772
54,151
Fresenius
SE
&
Co.
KGaA
..............
1,573
75,292
HCA
Healthcare,
Inc.
.................
532
129,127
Humana,
Inc.
......................
421
163,832
Laboratory
Corp.
of
America
Holdings
(a)
.....
98
27,581
McKesson
Corp.
....................
189
37,683
UnitedHealth
Group,
Inc.
...............
2,925
1,142,915
2,480,714
Health
Care
Technology
—
0.0%
M3,
Inc.
..........................
1,100
78,395
Hotels,
Restaurants
&
Leisure
—
2.4%
Airbnb,
Inc.,
Class
A
(a)
.................
945
158,524
Aramark
..........................
2,326
76,432
Aristocrat
Leisure
Ltd.
.................
473
15,730
Booking
Holdings,
Inc.
(a)
...............
205
486,643
Caesars
Entertainment,
Inc.
(a)
...........
1,387
155,732
Carnival
Corp.
(a)
.....................
7,112
177,871
Chipotle
Mexican
Grill,
Inc.
(a)
............
190
345,329
Compass
Group
plc
(a)
.................
5,008
102,419
Darden
Restaurants,
Inc.
..............
1,184
179,341
Domino's
Pizza,
Inc.
..................
303
144,519
DraftKings,
Inc.,
Class
A
(a)
..............
1,450
69,832
Evolution
AB
(d)(e)
.....................
410
62,090
Expedia
Group,
Inc.
(a)
.................
948
155,377
Flutter
Entertainment
plc
(a)
..............
405
80,324
Hilton
Worldwide
Holdings,
Inc.
(a)
.........
1,529
201,996
InterContinental
Hotels
Group
plc
(a)
........
152
9,705
Las
Vegas
Sands
Corp.
(a)
..............
3,455
126,453
Marriott
International,
Inc.,
Class
A
(a)
.......
1,483
219,618
McDonald's
Corp.
...................
3,852
928,756
MGM
Resorts
International
.............
2,346
101,230
Norwegian
Cruise
Line
Holdings
Ltd.
(a)
......
1,107
29,568
Oriental
Land
Co.
Ltd.
................
600
97,066
Penn
National
Gaming,
Inc.
(a)
............
445
32,245
Royal
Caribbean
Cruises
Ltd.
(a)
..........
1,525
135,649
Sodexo
SA
(a)
.......................
387
33,822
Starbucks
Corp.
.....................
6,710
740,180
Vail
Resorts,
Inc.
(a)
...................
194
64,806
Wynn
Resorts
Ltd.
(a)
..................
770
65,258
Yum!
Brands,
Inc.
...................
2,333
285,349
5,281,864
Household
Durables
—
0.5%
Casio
Computer
Co.
Ltd.
...............
1,200
19,867
DR
Horton,
Inc.
.....................
2,308
193,803
Husqvarna
AB,
Class
B
................
1,581
18,887
Leggett
&
Platt,
Inc.
..................
399
17,891
Lennar
Corp.,
Class
A
.................
2,001
187,454
Mohawk
Industries,
Inc.
(a)
..............
25
4,435
Newell
Brands,
Inc.
..................
1,173
25,970
NVR,
Inc.
(a)
........................
26
124,646
Panasonic
Corp.
....................
6,200
76,851
PulteGroup,
Inc.
....................
2,160
99,187
Sekisui
House
Ltd.
...................
800
16,753
Sharp
Corp.
.......................
600
7,564
BlackRock
Managed
Volatility
V.I.
Fund
6
(Percentages
shown
are
based
on
Net
Assets)
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Security
Shares
Shares
Value
Household
Durables
(continued)
Sony
Corp.
........................
3,300
$
366,362
1,159,670
Household
Products
—
0.3%
Procter
&
Gamble
Co.
(The)
............
3,268
456,866
Reckitt
Benckiser
Group
plc
.............
1,923
151,071
Unicharm
Corp.
.....................
300
13,294
621,231
Independent
Power
and
Renewable
Electricity
Producers
—
0.1%
EDP
Renovaveis
SA
..................
2,327
57,737
Uniper
SE
.........................
2,524
105,073
162,810
Industrial
Conglomerates
—
0.2%
CK
Hutchison
Holdings
Ltd.
.............
13,500
90,060
Hitachi
Ltd.
........................
1,800
106,489
Siemens
AG
(Registered)
..............
1,601
261,845
Smiths
Group
plc
....................
1,038
20,016
Toshiba
Corp.
......................
800
33,673
512,083
Insurance
—
3.5%
Admiral
Group
plc
...................
394
16,463
Aegon
NV
.........................
4,720
24,364
Aflac,
Inc.
.........................
4,529
236,097
Ageas
SA
.........................
226
11,192
AIA
Group
Ltd.
.....................
31,000
356,637
Alleghany
Corp.
(a)
....................
123
76,802
Allianz
SE
(Registered)
................
1,243
278,489
Allstate
Corp.
(The)
..................
2,404
306,053
American
Financial
Group,
Inc.
..........
582
73,233
American
International
Group,
Inc.
........
2,633
144,525
Aon
plc,
Class
A
....................
1,583
452,374
Arch
Capital
Group
Ltd.
(a)
..............
2,991
114,196
Arthur
J
Gallagher
&
Co.
...............
1,865
277,232
Assicurazioni
Generali
SpA
.............
1,724
36,513
Assurant,
Inc.
......................
247
38,964
Athene
Holding
Ltd.,
Class
A
(a)
...........
1,048
72,176
Aviva
plc
.........................
10,521
55,760
AXA
SA
..........................
5,653
156,663
Baloise
Holding
AG
(Registered)
.........
296
44,900
Brown
&
Brown,
Inc.
..................
2,098
116,334
Cincinnati
Financial
Corp.
..............
1,129
128,954
Dai-ichi
Life
Holdings,
Inc.
..............
2,900
63,426
Erie
Indemnity
Co.,
Class
A
.............
445
79,397
Everest
Re
Group
Ltd.
................
484
121,378
Fidelity
National
Financial,
Inc.
...........
2,089
94,715
Globe
Life,
Inc.
.....................
466
41,488
Hannover
Rueck
SE
..................
316
55,029
Hartford
Financial
Services
Group,
Inc.
(The)
.
2,935
206,184
Insurance
Australia
Group
Ltd.
...........
3,263
11,395
Japan
Post
Holdings
Co.
Ltd.
(a)
...........
10,300
86,578
Japan
Post
Insurance
Co.
Ltd.
...........
800
14,510
Legal
&
General
Group
plc
.............
12,200
45,836
Lincoln
National
Corp.
................
1,113
76,519
Loews
Corp.
.......................
2,716
146,474
Markel
Corp.
(a)
......................
70
83,659
Marsh
&
McLennan
Cos.,
Inc.
...........
3,133
474,430
MetLife,
Inc.
.......................
5,171
319,206
MS&AD
Insurance
Group
Holdings,
Inc.
....
2,400
80,272
Muenchener
Rueckversicherungs-Gesellschaft
AG
(Registered)
..................
475
129,613
NN
Group
NV
......................
1,257
65,844
Principal
Financial
Group,
Inc.
...........
1,469
94,604
Progressive
Corp.
(The)
(b)
..............
4,415
399,072
Prudential
Financial,
Inc.
...............
2,176
228,915
Security
Shares
Shares
Value
Insurance
(continued)
Prudential
plc
......................
6,028
$
116,976
QBE
Insurance
Group
Ltd.
.............
2,518
20,744
RenaissanceRe
Holdings
Ltd.
(c)
..........
174
24,256
Sampo
OYJ,
Class
A
.................
2,220
109,759
SCOR
SE
.........................
237
6,825
Sompo
Holdings,
Inc.
.................
1,400
60,739
Suncorp
Group
Ltd.
..................
2,977
26,471
Swiss
Life
Holding
AG
(Registered)
........
177
89,185
Swiss
Re
AG
.......................
1,370
116,930
T&D
Holdings,
Inc.
...................
1,600
21,949
Tokio
Marine
Holdings,
Inc.
.............
2,600
139,373
Travelers
Cos.,
Inc.
(The)
..............
2,102
319,525
Tryg
A/S
..........................
2,034
46,108
Unum
Group
.......................
611
15,312
Willis
Towers
Watson
plc
...............
1,135
263,842
WR
Berkley
Corp.
...................
1,863
136,334
Zurich
Insurance
Group
AG
.............
601
245,761
7,696,554
Interactive
Media
&
Services
—
3.5%
Alphabet,
Inc.,
Class
A
(a)
...............
920
2,459,638
Alphabet,
Inc.,
Class
C
(a)
...............
874
2,329,481
Facebook,
Inc.,
Class
A
(a)
..............
7,271
2,467,705
Match
Group,
Inc.
(a)
..................
172
27,002
Pinterest,
Inc.,
Class
A
(a)
...............
240
12,228
Snap,
Inc.,
Class
A
(a)
.................
406
29,991
Twitter,
Inc.
(a)
.......................
2,648
159,913
Z
Holdings
Corp.
....................
6,100
39,041
Zillow
Group,
Inc.,
Class
C
(a)
............
122
10,753
7,535,752
Internet
&
Direct
Marketing
Retail
—
2.9%
Amazon.com,
Inc.
(a)
..................
1,517
4,983,406
Chewy,
Inc.,
Class
A
(a)
................
843
57,417
Delivery
Hero
SE
(a)(d)(e)
................
594
75,768
DoorDash,
Inc.,
Class
A
(a)
..............
943
194,239
eBay,
Inc.
.........................
4,437
309,126
Etsy,
Inc.
(a)
........................
936
194,651
HelloFresh
SE
(a)
.....................
636
58,618
Just
Eat
Takeaway.com
NV
(a)(d)(e)
..........
321
23,454
MercadoLibre,
Inc.
(a)(c)
.................
77
129,314
Mercari,
Inc.
(a)
......................
300
16,577
Prosus
NV
(a)
.......................
2,245
179,692
Rakuten
Group,
Inc.
..................
2,900
28,248
Wayfair,
Inc.,
Class
A
(a)
................
396
101,182
Zalando
SE
(a)(d)(e)
....................
657
59,919
ZOZO,
Inc.
........................
300
11,239
6,422,850
IT
Services
—
3.0%
Accenture
plc,
Class
A
................
2,018
645,599
Adyen
NV
(a)(d)(e)
.....................
57
159,336
Afterpay
Ltd.
(a)
......................
223
19,373
Akamai
Technologies,
Inc.
(a)
.............
521
54,491
Amadeus
IT
Group
SA
(a)
...............
780
51,302
Atos
SE
..........................
1,771
94,079
Automatic
Data
Processing,
Inc.
..........
1,613
322,471
Broadridge
Financial
Solutions,
Inc.
.......
200
33,328
Capgemini
SE
......................
746
154,703
Cognizant
Technology
Solutions
Corp.,
Class
A
1,777
131,871
Computershare
Ltd.
..................
5,494
71,043
DXC
Technology
Co.
(a)
................
763
25,644
Edenred
..........................
305
16,419
EPAM
Systems,
Inc.
(a)
.................
57
32,517
Fidelity
National
Information
Services,
Inc.
...
1,866
227,055
Fiserv,
Inc.
(a)
.......................
1,686
182,931
BlackRock
Managed
Volatility
V.I.
Fund
7
(Percentages
shown
are
based
on
Net
Assets)
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Security
Shares
Shares
Value
IT
Services
(continued)
FleetCor
Technologies,
Inc.
(a)
............
256
$
66,885
Fujitsu
Ltd.
........................
300
54,213
Gartner,
Inc.
(a)
......................
258
78,401
Global
Payments,
Inc.
................
749
118,027
International
Business
Machines
Corp.
.....
2,987
414,984
Jack
Henry
&
Associates,
Inc.
...........
73
11,976
Mastercard,
Inc.,
Class
A
...............
2,764
960,988
MongoDB,
Inc.
(a)
....................
51
24,047
NTT
Data
Corp.
.....................
3,400
65,736
Obic
Co.
Ltd.
.......................
100
19,016
Okta,
Inc.,
Class
A
(a)
..................
22
5,222
Paychex,
Inc.
......................
527
59,261
PayPal
Holdings,
Inc.
(a)
................
3,600
936,756
Snowflake,
Inc.,
Class
A
(a)
..............
102
30,848
Square,
Inc.,
Class
A
(a)
................
92
22,065
Twilio,
Inc.,
Class
A
(a)
.................
52
16,591
VeriSign,
Inc.
(a)
.....................
284
58,223
Visa,
Inc.,
Class
A
...................
5,220
1,162,755
Western
Union
Co.
(The)
..............
481
9,726
Wix.com
Ltd.
(a)(c)
.....................
150
29,396
Worldline
SA
(a)(d)(e)
...................
1,854
141,323
6,508,601
Leisure
Products
—
0.3%
Bandai
Namco
Holdings,
Inc.
............
800
60,142
Hasbro,
Inc.
.......................
1,703
151,942
Peloton
Interactive,
Inc.,
Class
A
(a)
........
2,728
237,472
Shimano,
Inc.
......................
300
87,656
Yamaha
Corp.
......................
700
44,032
581,244
Life
Sciences
Tools
&
Services
—
0.7%
Agilent
Technologies,
Inc.
..............
746
117,517
Avantor,
Inc.
(a)
......................
655
26,789
Bio-Rad
Laboratories,
Inc.,
Class
A
(a)
.......
44
32,822
Bio-Techne
Corp.
....................
83
40,219
Charles
River
Laboratories
International,
Inc.
(a)
62
25,586
Eurofins
Scientific
SE
.................
140
17,975
Illumina,
Inc.
(a)
......................
434
176,035
IQVIA
Holdings,
Inc.
(a)
.................
493
118,093
Lonza
Group
AG
(Registered)
...........
152
114,017
Mettler-Toledo
International,
Inc.
(a)
........
55
75,755
PerkinElmer,
Inc.
....................
266
46,095
QIAGEN
NV
(a)
......................
612
31,752
Sartorius
Stedim
Biotech
...............
25
13,970
Thermo
Fisher
Scientific,
Inc.
............
1,185
677,026
Waters
Corp.
(a)
.....................
137
48,950
1,562,601
Machinery
—
0.6%
Atlas
Copco
AB,
Class
A
...............
731
44,142
Atlas
Copco
AB,
Class
B
...............
603
30,648
CNH
Industrial
NV
(c)
..................
1,219
20,490
Daifuku
Co.
Ltd.
.....................
400
37,514
Deere
&
Co.
.......................
114
38,198
FANUC
Corp.
......................
400
87,705
Harmonic
Drive
Systems,
Inc.
...........
400
19,183
Hoshizaki
Corp.
.....................
200
18,191
Illinois
Tool
Works,
Inc.
................
515
106,414
Komatsu
Ltd.
......................
3,400
81,425
Kubota
Corp.
......................
5,600
119,183
Makita
Corp.
.......................
1,600
87,972
Mitsubishi
Heavy
Industries
Ltd.
..........
400
10,718
NGK
Insulators
Ltd.
..................
1,200
20,341
Rational
AG
.......................
6
5,636
Sandvik
AB
........................
582
13,296
Security
Shares
Shares
Value
Machinery
(continued)
Schindler
Holding
AG
(Registered)
........
100
$
25,763
SKF
AB,
Class
B
....................
411
9,692
SMC
Corp.
........................
100
62,391
Snap-on,
Inc.
......................
28
5,851
Spirax-Sarco
Engineering
plc
............
183
36,821
Stanley
Black
&
Decker,
Inc.
............
189
33,134
Techtronic
Industries
Co.
Ltd.
............
7,000
138,331
Volvo
AB,
Class
B
...................
4,918
109,802
Xylem,
Inc.
........................
212
26,220
Yaskawa
Electric
Corp.
................
400
19,207
1,208,268
Marine
—
0.1%
AP
Moller
-
Maersk
A/S,
Class
A
..........
15
38,655
Kuehne
+
Nagel
International
AG
(Registered)
491
167,628
Nippon
Yusen
KK
....................
200
14,986
SITC
International
Holdings
Co.
Ltd.
.......
2,000
7,117
228,386
Media
—
0.8%
Charter
Communications,
Inc.,
Class
A
(a)
....
516
375,421
Comcast
Corp.,
Class
A
...............
15,608
872,955
CyberAgent,
Inc.
....................
500
9,646
Dentsu
Group,
Inc.
...................
300
11,542
Discovery,
Inc.,
Class
A
(a)
..............
677
17,182
Discovery,
Inc.,
Class
C
(a)
..............
1,211
29,391
Fox
Corp.,
Class
A
...................
1,092
43,800
Fox
Corp.,
Class
B
...................
423
15,702
Informa
plc
(a)
.......................
3,335
24,525
Interpublic
Group
of
Cos.,
Inc.
(The)
.......
1,095
40,154
Liberty
Broadband
Corp.,
Class
C
(a)
.......
89
15,370
News
Corp.,
Class
A
..................
980
23,059
News
Corp.,
Class
B
.................
365
8,479
Omnicom
Group,
Inc.
.................
582
42,172
Pearson
plc
.......................
1,523
14,606
Publicis
Groupe
SA
..................
269
18,071
Sirius
XM
Holdings,
Inc.
(b)
..............
2,032
12,395
ViacomCBS,
Inc.
....................
2,382
94,113
Vivendi
SE
........................
2,057
25,898
WPP
plc
..........................
1,284
17,203
1,711,684
Metals
&
Mining
—
0.1%
Antofagasta
plc
.....................
2,382
43,288
Boliden
AB
(a)
.......................
2,837
90,842
Glencore
plc
(a)
......................
11,134
52,375
Rio
Tinto
Ltd.
......................
286
20,361
Rio
Tinto
plc
.......................
1,407
92,232
Sumitomo
Metal
Mining
Co.
Ltd.
..........
600
21,696
320,794
Multiline
Retail
—
0.7%
Dollar
General
Corp.
.................
1,931
409,642
Dollar
Tree,
Inc.
(a)
....................
2,623
251,074
Pan
Pacific
International
Holdings
Corp.
....
600
12,380
Ryohin
Keikaku
Co.
Ltd.
...............
500
11,122
Target
Corp.
.......................
3,308
756,771
1,440,989
Multi-Utilities
—
0.9%
CenterPoint
Energy,
Inc.
...............
4,629
113,873
Consolidated
Edison,
Inc.
..............
4,124
299,361
E.ON
SE
.........................
17,618
215,040
Engie
SA
.........................
11,120
145,485
National
Grid
plc
....................
20,234
241,103
Public
Service
Enterprise
Group,
Inc.
......
7,265
442,439
Sempra
Energy
.....................
2,280
288,420
BlackRock
Managed
Volatility
V.I.
Fund
8
(Percentages
shown
are
based
on
Net
Assets)
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Security
Shares
Shares
Value
Multi-Utilities
(continued)
Suez
SA
..........................
3,435
$
78,325
Veolia
Environnement
SA
..............
2,896
88,490
1,912,536
Oil,
Gas
&
Consumable
Fuels
—
2.4%
Ampol
Ltd.
........................
649
12,952
APA
Corp.
........................
1,131
24,237
BP
plc
...........................
60,980
277,755
Cabot
Oil
&
Gas
Corp.
................
1,196
26,025
Chevron
Corp.
......................
9,968
1,011,254
ConocoPhillips
.....................
5,747
389,474
Devon
Energy
Corp.
..................
1,783
63,314
Diamondback
Energy,
Inc.
..............
542
51,311
ENEOS
Holdings,
Inc.
................
22,300
90,591
Eni
SpA
..........................
11,529
153,742
EOG
Resources,
Inc.
.................
1,747
140,232
Exxon
Mobil
Corp.
...................
12,670
745,249
Galp
Energia
SGPS
SA
...............
4,515
51,281
Hess
Corp.
........................
1,554
121,383
Idemitsu
Kosan
Co.
Ltd.
...............
2,300
60,505
Inpex
Corp.
........................
4,300
33,481
Kinder
Morgan,
Inc.
..................
5,829
97,519
Koninklijke
Vopak
NV
.................
842
33,177
Lundin
Energy
AB
...................
639
23,721
Marathon
Oil
Corp.
...................
2,359
32,248
Marathon
Petroleum
Corp.
.............
1,907
117,872
Neste
OYJ
........................
1,771
99,906
Occidental
Petroleum
Corp.
.............
5,666
167,600
OMV
AG
.........................
1,648
99,235
ONEOK,
Inc.
.......................
1,334
77,359
Phillips
66
.........................
1,311
91,809
Pioneer
Natural
Resources
Co.
..........
1,064
177,167
Repsol
SA
........................
7,132
93,098
Santos
Ltd.
........................
1,728
8,851
TOTAL
SE
........................
8,753
418,376
Valero
Energy
Corp.
..................
2,704
190,821
Williams
Cos.,
Inc.
(The)
...............
11,597
300,826
Woodside
Petroleum
Ltd.
..............
1,816
31,052
5,313,423
Paper
&
Forest
Products
—
0.0%
Mondi
plc
.........................
621
15,218
Stora
Enso
OYJ,
Class
R
..............
588
9,794
25,012
Personal
Products
—
0.3%
Kao
Corp.
.........................
400
23,805
L'Oreal
SA
........................
440
182,074
Shiseido
Co.
Ltd.
....................
800
53,768
Unilever
plc
........................
3,674
198,905
Unilever
plc
........................
2,443
131,998
590,550
Pharmaceuticals
—
4.0%
Astellas
Pharma,
Inc.
.................
4,400
72,420
AstraZeneca
plc
....................
3,464
417,473
AstraZeneca
plc,
ADR
(c)
...............
859
51,592
Bristol-Myers
Squibb
Co.
...............
10,459
618,859
Catalent,
Inc.
(a)
.....................
1,087
144,647
Chugai
Pharmaceutical
Co.
Ltd.
..........
1,900
69,528
Daiichi
Sankyo
Co.
Ltd.
................
4,200
111,641
Eisai
Co.
Ltd.
......................
600
44,945
Elanco
Animal
Health,
Inc.
(a)
.............
2,244
71,561
Eli
Lilly
&
Co.
......................
3,658
845,181
GlaxoSmithKline
plc
..................
11,336
213,946
Jazz
Pharmaceuticals
plc
(a)
.............
276
35,938
Johnson
&
Johnson
..................
8,908
1,438,642
Security
Shares
Shares
Value
Pharmaceuticals
(continued)
Kyowa
Kirin
Co.
Ltd.
..................
600
$
21,630
Merck
&
Co.,
Inc.
....................
11,004
826,510
Merck
KGaA
.......................
458
99,129
Novartis
AG
(Registered)
..............
5,253
430,742
Novo
Nordisk
A/S,
Class
B
.............
3,724
358,955
Ono
Pharmaceutical
Co.
Ltd.
............
400
9,122
Organon
&
Co.
.....................
758
24,855
Otsuka
Holdings
Co.
Ltd.
..............
900
38,486
Perrigo
Co.
plc
.....................
400
18,932
Pfizer,
Inc.
........................
23,974
1,031,122
Roche
Holding
AG
...................
1,854
686,836
Royalty
Pharma
plc,
Class
A
............
528
19,082
Sanofi
...........................
2,201
211,877
Shionogi
&
Co.
Ltd.
..................
500
34,215
Takeda
Pharmaceutical
Co.
Ltd.
..........
4,500
148,423
UCB
SA
..........................
118
13,213
Viatris,
Inc.
........................
8,358
113,251
Zoetis,
Inc.
........................
2,344
455,064
8,677,817
Professional
Services
—
0.9%
Adecco
Group
AG
(Registered)
..........
2,461
123,310
Booz
Allen
Hamilton
Holding
Corp.
........
414
32,851
Clarivate
plc
(a)
......................
1,325
29,017
CoStar
Group,
Inc.
(a)
..................
1,025
88,211
Equifax,
Inc.
.......................
600
152,052
Experian
plc
.......................
3,524
147,621
IHS
Markit
Ltd.
.....................
1,625
189,508
Intertek
Group
plc
...................
536
35,841
Nielsen
Holdings
plc
..................
1,073
20,591
Randstad
NV
......................
1,096
73,790
Recruit
Holdings
Co.
Ltd.
..............
3,700
226,166
RELX
plc
.........................
7,207
207,463
Robert
Half
International,
Inc.
............
564
56,586
Teleperformance
....................
99
38,940
TransUnion
........................
312
35,041
Verisk
Analytics,
Inc.
..................
890
178,240
Wolters
Kluwer
NV
...................
2,275
241,142
1,876,370
Real
Estate
Management
&
Development
—
0.4%
Aroundtown
SA
.....................
3,354
23,105
Capitaland
Investment
Ltd.
(a)
............
17,600
44,071
CBRE
Group,
Inc.,
Class
A
(a)
............
1,140
110,990
CK
Asset
Holdings
Ltd.
................
6,500
37,504
Daito
Trust
Construction
Co.
Ltd.
.........
100
11,731
Daiwa
House
Industry
Co.
Ltd.
...........
1,800
60,003
Deutsche
Wohnen
SE
................
1,083
66,220
ESR
Cayman
Ltd.
(a)(d)(e)
................
2,400
7,243
Fastighets
AB
Balder,
Class
B
(a)
..........
198
11,899
Hang
Lung
Properties
Ltd.
..............
3,000
6,837
Henderson
Land
Development
Co.
Ltd.
.....
10,000
38,184
Hongkong
Land
Holdings
Ltd.
(c)
..........
7,100
33,914
Hulic
Co.
Ltd.
......................
1,200
13,364
LEG
Immobilien
SE
..................
190
26,838
Mitsubishi
Estate
Co.
Ltd.
..............
4,500
71,653
Mitsui
Fudosan
Co.
Ltd.
...............
3,100
73,640
New
World
Development
Co.
Ltd.
.........
7,000
28,471
Sino
Land
Co.
Ltd.
...................
8,000
10,762
Sumitomo
Realty
&
Development
Co.
Ltd.
...
900
32,896
Sun
Hung
Kai
Properties
Ltd.
............
5,500
68,675
Swire
Pacific
Ltd.,
Class
A
..............
500
2,959
Swire
Properties
Ltd.
.................
4,400
11,033
Swiss
Prime
Site
AG
(Registered)
.........
556
54,311
Vonovia
SE
........................
1,606
96,550
BlackRock
Managed
Volatility
V.I.
Fund
9
(Percentages
shown
are
based
on
Net
Assets)
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Security
Shares
Shares
Value
Real
Estate
Management
&
Development
(continued)
Wharf
Real
Estate
Investment
Co.
Ltd.
.....
3,000
$
15,414
958,267
Road
&
Rail
—
0.6%
Central
Japan
Railway
Co.
.............
200
31,925
CSX
Corp.
........................
6,890
204,909
East
Japan
Railway
Co.
...............
500
35,337
JB
Hunt
Transport
Services,
Inc.
.........
155
25,919
Kansas
City
Southern
.................
327
88,499
Lyft,
Inc.,
Class
A
(a)
...................
222
11,897
MTR
Corp.
Ltd.
.....................
9,500
51,128
Norfolk
Southern
Corp.
................
790
189,007
Old
Dominion
Freight
Line,
Inc.
..........
240
68,635
Uber
Technologies,
Inc.
(a)
..............
1,292
57,882
Union
Pacific
Corp.
..................
2,210
433,182
1,198,320
Semiconductors
&
Semiconductor
Equipment
—
2.4%
Advanced
Micro
Devices,
Inc.
(a)
..........
2,627
270,318
Analog
Devices,
Inc.
..................
1,222
204,660
Applied
Materials,
Inc.
................
2,423
311,913
ASML
Holding
NV
...................
780
582,706
Broadcom,
Inc.
.....................
980
475,231
Enphase
Energy,
Inc.
(a)
................
280
41,992
Infineon
Technologies
AG
..............
352
14,396
Intel
Corp.
........................
9,188
489,537
KLA
Corp.
.........................
290
97,008
Lam
Research
Corp.
.................
302
171,883
Lasertec
Corp.
.....................
300
68,297
Microchip
Technology,
Inc.
..............
639
98,080
Micron
Technology,
Inc.
(a)
..............
2,209
156,795
NVIDIA
Corp.
......................
6,232
1,291,021
NXP
Semiconductors
NV
(c)
.............
1,000
195,870
ON
Semiconductor
Corp.
(a)
.............
993
45,450
QUALCOMM,
Inc.
...................
1,486
191,664
Renesas
Electronics
Corp.
(a)
............
3,300
40,614
Rohm
Co.
Ltd.
......................
100
9,430
Skyworks
Solutions,
Inc.
...............
69
11,370
SolarEdge
Technologies,
Inc.
(a)
...........
54
14,322
STMicroelectronics
NV
................
1,377
60,122
Teradyne,
Inc.
......................
583
63,646
Texas
Instruments,
Inc.
................
1,333
256,216
Tokyo
Electron
Ltd.
..................
300
132,534
Xilinx,
Inc.
.........................
226
34,124
5,329,199
Software
—
4.9%
Adobe,
Inc.
(a)
.......................
1,435
826,158
ANSYS,
Inc.
(a)
......................
305
103,837
Autodesk,
Inc.
(a)
.....................
758
216,159
Cadence
Design
Systems,
Inc.
(a)
.........
588
89,047
Ceridian
HCM
Holding,
Inc.
(a)
............
66
7,433
Citrix
Systems,
Inc.
..................
315
33,822
Dassault
Systemes
SE
................
2,787
146,667
Dynatrace,
Inc.
(a)
....................
427
30,304
Fortinet,
Inc.
(a)
......................
373
108,931
HubSpot,
Inc.
(a)
.....................
25
16,902
Intuit,
Inc.
.........................
723
390,066
Microsoft
Corp.
.....................
22,252
6,273,284
NortonLifeLock,
Inc.
..................
1,910
48,323
Oracle
Corp.
.......................
5,573
485,575
Palantir
Technologies,
Inc.,
Class
A
(a)
......
768
18,463
Paycom
Software,
Inc.
(a)
...............
110
54,532
PTC,
Inc.
(a)
........................
259
31,026
salesforce.com,
Inc.
(a)
.................
2,940
797,387
SAP
SE
..........................
3,090
417,858
Security
Shares
Shares
Value
Software
(continued)
ServiceNow,
Inc.
(a)
...................
702
$
436,833
Sinch
AB
(a)(d)(e)
......................
1,571
30,465
Synopsys,
Inc.
(a)
....................
363
108,686
TeamViewer
AG
(a)(e)
..................
216
6,319
Temenos
AG
(Registered)
..............
148
20,082
Trend
Micro,
Inc.
....................
400
22,275
Tyler
Technologies,
Inc.
(a)
..............
31
14,218
Xero
Ltd.
(a)
........................
68
6,673
Zoom
Video
Communications,
Inc.,
Class
A
(a)
.
30
7,845
10,749,170
Specialty
Retail
—
1.1%
ABC-Mart,
Inc.
.....................
300
16,852
AutoZone,
Inc.
(a)
....................
24
40,752
Bath
&
Body
Works,
Inc.
...............
898
56,601
Best
Buy
Co.,
Inc.
...................
396
41,861
CarMax,
Inc.
(a)
......................
168
21,497
Fast
Retailing
Co.
Ltd.
................
200
147,503
Gap,
Inc.
(The)
.....................
622
14,119
H
&
M
Hennes
&
Mauritz
AB,
Class
B
(a)
.....
2,813
56,940
Home
Depot,
Inc.
(The)
...............
2,951
968,695
Industria
de
Diseno
Textil
SA
............
3,015
110,939
Lowe's
Cos.,
Inc.
....................
1,837
372,654
Nitori
Holdings
Co.
Ltd.
................
200
39,414
O'Reilly
Automotive,
Inc.
(a)
..............
78
47,663
Ross
Stores,
Inc.
....................
936
101,884
TJX
Cos.,
Inc.
(The)
..................
3,944
260,225
Tractor
Supply
Co.
...................
339
68,685
Ulta
Beauty,
Inc.
(a)
...................
193
69,658
2,435,942
Technology
Hardware,
Storage
&
Peripherals
—
2.9%
Apple,
Inc.
........................
42,136
5,962,244
Brother
Industries
Ltd.
................
1,400
30,807
Canon,
Inc.
........................
3,100
75,851
FUJIFILM
Holdings
Corp.
..............
800
69,080
HP,
Inc.
..........................
1,781
48,728
Logitech
International
SA
(Registered)
......
186
16,548
Ricoh
Co.
Ltd.
......................
700
7,163
Seiko
Epson
Corp.
...................
500
10,095
6,220,516
Textiles,
Apparel
&
Luxury
Goods
—
1.4%
adidas
AG
........................
512
160,899
EssilorLuxottica
SA
..................
657
125,548
Hanesbrands,
Inc.
...................
1,045
17,932
Hermes
International
.................
42
57,949
Kering
SA
.........................
125
88,783
Lululemon
Athletica,
Inc.
(a)
..............
963
389,726
LVMH
Moet
Hennessy
Louis
Vuitton
SE
.....
621
444,800
NIKE,
Inc.,
Class
B
..................
8,693
1,262,485
Pandora
A/S
.......................
121
14,689
Puma
SE
.........................
368
40,909
PVH
Corp.
(a)
.......................
213
21,894
Ralph
Lauren
Corp.
..................
144
15,990
Tapestry,
Inc.
.......................
835
30,912
Under
Armour,
Inc.,
Class
A
(a)
............
564
11,381
Under
Armour,
Inc.,
Class
C
(a)
...........
588
10,302
VF
Corp.
.........................
4,898
328,117
3,022,316
Trading
Companies
&
Distributors
—
0.5%
Ashtead
Group
plc
...................
1,618
122,310
Brenntag
SE
.......................
83
7,710
Bunzl
plc
.........................
2,357
77,768
Fastenal
Co.
.......................
1,812
93,517
Ferguson
plc
.......................
1,342
186,299
BlackRock
Managed
Volatility
V.I.
Fund
10
(Percentages
shown
are
based
on
Net
Assets)
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Security
Shares
Shares
Value
Trading
Companies
&
Distributors
(continued)
ITOCHU
Corp.
.....................
1,300
$
37,864
Marubeni
Corp.
.....................
12,000
99,279
Mitsubishi
Corp.
.....................
4,100
128,750
Mitsui
&
Co.
Ltd.
....................
1,500
32,800
Sumitomo
Corp.
....................
6,000
84,522
United
Rentals,
Inc.
(a)
.................
270
94,751
WW
Grainger,
Inc.
...................
182
71,537
1,037,107
Transportation
Infrastructure
—
0.1%
Transurban
Group
(f)
..................
10,182
102,619
Water
Utilities
—
0.3%
American
Water
Works
Co.,
Inc.
..........
2,316
391,497
Essential
Utilities,
Inc.
.................
1,728
79,626
Severn
Trent
plc
....................
2,935
102,752
United
Utilities
Group
plc
...............
7,524
97,927
671,802
Wireless
Telecommunication
Services
—
0.1%
KDDI
Corp.
........................
1,800
59,262
SoftBank
Corp.
.....................
2,000
27,129
SoftBank
Group
Corp.
................
2,200
127,128
Vodafone
Group
plc
..................
32,526
49,494
263,013
Total
Common
Stocks
—
65.7%
(Cost:
$120,345,434)
..............................
143,349,792
Par
(000)
Par
(000)
Corporate
Bonds
—
0.0%
Diversified
Telecommunication
Services
—
0.0%
AT&T,
Inc.,
7.13%,
12/15/31
...........
USD
25
34,217
Total
Corporate
Bonds
—
0.0%
(Cost:
$29,430)
.................................
34,217
Beneficial
Interest
(000)
Other
Interests
—
0.0%
(g)
Capital
Markets
—
0.0%
Lehman
Brothers
Holdings,
Inc.
(h)(i)
........
25
—
Total
Other
Interests
—
0.0%
(Cost:
$0)
.....................................
—
Shares
Shares
Preferred
Stocks
—
0.1%
Automobiles
—
0.1%
Bayerische
Motoren
Werke
AG
(Preference)
..
280
21,240
Porsche
Automobil
Holding
SE
(Preference)
..
164
16,218
Volkswagen
AG
(Preference)
............
419
93,396
130,854
Health
Care
Equipment
&
Supplies
—
0.0%
Sartorius
AG
(Preference)
..............
115
73,210
Total
Preferred
Stocks
—
0.1%
(Cost:
$188,965)
.................................
204,064
Security
Shares
Shares
Value
Rights
—
0.0%
Multi-Utilities
—
0.0%
Veolia
Environnement
SA(Expires
10/28/2021)
(a)
....................
2,896
$
2,351
Transportation
Infrastructure
—
0.0%
Transurban
Group(Expires
10/15/2021)
(a)
....
1,131
858
Total
Rights
—
0.0%
(Cost:
$–)
.....................................
3,209
Par
(000)
Par
(000)
U.S.
Treasury
Obligations
—
10.2%
U.S.
Treasury
Notes:
1.50%, 09/15/22
..................
USD
11,000
11,146,953
0.13%, 12/15/23
..................
11,000
10,948,438
Total
U.S.
Treasury
Obligations
—
10.2%
(Cost:
$22,103,116)
...............................
22,095,391
Shares
Shares
Warrants
—
0.0%
Oil,
Gas
&
Consumable
Fuels
—
0.0%
Occidental
Petroleum
Corp.
(Issued/exercisable
07/06/20,
1
share
for
1
warrant,
Expires
08/03/27,
Strike
Price
USD
22.00)
(a)
.....
392
4,645
Total
Warrants
—
0.0%
..............................
4,645
Total
Long-Term
Investments
—
76.0%
(Cost:
$142,668,885)
..............................
165,691,318
Short-Term
Securities
—
3.7%
(j)(k)
BlackRock
Liquidity
Funds,
T-Fund,
Institutional
Class,
0.01%
....................
7,539,832
7,539,832
SL
Liquidity
Series,
LLC,
Money
Market
Series,
0.13%
(l)
........................
616,889
617,074
Total
Short-Term
Securities
—
3.7%
(Cost:
$8,156,906)
...............................
8,156,906
Total
Investments
—
79.7%
(Cost:
$150,825,791
)
..............................
173,848,224
Other
Assets
Less
Liabilities
—
20.3%
...................
44,407,906
Net
Assets
—
100.0%
...............................
$
218,256,130
BlackRock
Managed
Volatility
V.I.
Fund
11
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
(a)
Non-income
producing
security.
(b)
All
or
a
portion
of
this
security
is
on
loan.
(c)
U.S.
dollar
denominated
security
issued
by
foreign
domiciled
entity.
(d)
Security
exempt
from
registration
pursuant
to
Rule
144A
under
the
Securities
Act
of
1933,
as
amended.
These
securities
may
be
resold
in
transactions
exempt
from
registration
to
qualified
institutional
investors.
(e)
This
security
may
be
resold
to
qualified
foreign
investors
and
foreign
institutional
buyers
under
Regulation
S
of
the
Securities
Act
of
1933.
(f)
A
security
contractually
bound
to
one
or
more
other
securities
to
form
a
single
saleable
unit
which
cannot
be
sold
separately.
(g)
Other
interests
represent
beneficial
interests
in
liquidation
trusts
and
other
reorganization
or
private
entities.
(h)
Issuer
filed
for
bankruptcy
and/or
is
in
default.
(i)
Security
is
valued
using
significant
unobservable
inputs
and
is
classified
as
Level
3
in
the
fair
value
hierarchy.
(j)
Affiliate
of
the
Fund.
(k)
Annualized
7-day
yield
as
of
period
end.
(l)
All
or
a
portion
of
this
security
was
purchased
with
the
cash
collateral
from
loaned
securities.
Affiliates
Investments
in
issuers
considered
to
be
affiliate(s)
of
the
Fund
during
the
period
ended
September
30,
2021
for
purposes
of
Section
2(a)(3)
of
the
Investment
Company
Act
of
1940,
as
amended,
were
as
follows:
Affiliated
Issuer
Value
at
12/31/20
Purchases
at
Cost
Proceeds
from
Sale
Net
Realized
Gain
(Loss)
Change
in
Unrealized
Appreciation
(Depreciation)
Value
at
09/30/21
Shares
Held
at
09/30/21
Income
Capital
Gain
Distributions
from
Underlying
Funds
BlackRock
Liquidity
Funds,
T-Fund,
Institutional
Class
(a)
..
$
7,228,106
$
311,726
$
—
$
—
$
—
$
7,539,832
7,539,832
$
767
$
—
SL
Liquidity
Series,
LLC,
Money
Market
Series
(a)
..........
53,711
563,358
—
—
5
617,074
616,889
256
(b)
—
$
—
$
5
$
8,156,906
$
1,023
$
—
—
—
(a)
Represents
net
amount
purchased
(sold).
(b)
All
or
a
portion
represents
securities
lending
income
earned
from
the
reinvestment
of
cash
collateral
from
loaned
securities,
net
of
fees
and
collateral
investment
expenses,
and
other
payments
to
and
from
borrowers
of
securities.
For
Fund
compliance
purposes,
the
Fund's
industry
classifications
refer
to
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
rating
group
indexes,
and/or
as
defined
by
the
investment
adviser.
These
definitions
may
not
apply
for
purposes
of
this
report,
which
may
combine
such
industry
sub-classifications
for
reporting
ease.
BlackRock
Managed
Volatility
V.I.
Fund
12
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Derivative
Financial
Instruments
Outstanding
as
of
Period
End
Futures
Contracts
Description
Number
of
Contracts
Expiration
Date
Notional
Amount
(000)
Value/
Unrealized
Appreciation
(Depreciation)
Long
Contracts
IBEX
35
Index
............................................................
67
10/15/21
$
6,842
$
70,353
FTSE
China
A50
Index
......................................................
384
10/28/21
5,949
10,717
MSCI
Singapore
Index
......................................................
179
10/28/21
4,660
(62,235)
SGX
NIFTY
50
Index
.......................................................
14
10/28/21
493
(8,431)
TOPIX
Index
.............................................................
35
12/09/21
6,386
34,437
Australia
10
Year
Bond
......................................................
1,104
12/15/21
112,914
(1,829,020)
FTSE/JSE
Top
40
Index
.....................................................
120
12/15/21
4,636
21,933
SPI
200
Index
............................................................
59
12/16/21
7,777
(28,660)
DAX
Index
..............................................................
8
12/17/21
3,542
(89,961)
FTSE
100
Index
..........................................................
88
12/17/21
8,387
103,701
FTSE/MIB
Index
..........................................................
171
12/17/21
25,129
(185,569)
Mini-DAX
Index
...........................................................
11
12/17/21
974
(16,279)
WIG20
Index
............................................................
79
12/17/21
915
(2,968)
Canada
10
Year
Bond
......................................................
525
12/20/21
59,335
(1,050,443)
(3,032,425)
Short
Contracts
AEX
Index
..............................................................
125
10/15/21
22,308
474,495
CAC
40
10
Euro
Index
......................................................
151
10/15/21
11,401
137,249
OMXS30
Index
...........................................................
130
10/15/21
3,346
132,760
Euro-Bund
..............................................................
35
12/08/21
6,885
2,562
Euro-
Buxl
...............................................................
75
12/08/21
17,665
590,217
S&P/TSX
60
Index
.........................................................
51
12/16/21
9,632
178,258
MSCI
EAFE
E-Mini
Index
....................................................
322
12/17/21
36,499
1,625,224
S&P
500
E-Mini
Index
......................................................
574
12/17/21
123,345
5,116,472
U.S.
Treasury
10
Year
Note
...................................................
463
12/21/21
60,986
580,069
U.S.
Treasury
Ultra
Bond
....................................................
39
12/21/21
7,471
173,106
Long
Gilt
...............................................................
264
12/29/21
44,518
989,231
SET50
Index
.............................................................
1,404
12/29/21
7,985
124,847
U.S.
Treasury
5
Year
Note
....................................................
274
12/31/21
33,646
142,803
10,267,293
$
7,234,868
Forward
Foreign
Currency
Exchange
Contracts
Currency
Purchased
Currency
Sold
Counterparty
Settlement
Date
Unrealized
Appreciation  
(Depreciation)
RUB
95,921,000
USD
1,287,316
HSBC
Bank
plc
12/15/21
$
13,529
USD
2,231,506
AUD
3,023,384
Banco
Santander
SA
12/15/21
44,972
USD
1,573,608
AUD
2,175,000
Goldman
Sachs
International
12/15/21
631
USD
874,005
AUD
1,197,000
JPMorgan
Chase
Bank
NA
12/15/21
8,325
USD
4,149,630
AUD
5,621,000
Morgan
Stanley
&
Co.
International
plc
12/15/21
84,480
USD
1,794,784
BRL
9,627,000
UBS
AG
12/15/21
49,160
USD
4,346,570
CAD
5,505,000
Morgan
Stanley
&
Co.
International
plc
12/15/21
359
USD
814,473
CHF
753,000
Bank
of
America
NA
12/15/21
4,940
USD
627,468
CHF
577,000
Morgan
Stanley
&
Co.
International
plc
12/15/21
7,149
USD
454,772
EUR
384,000
Canadian
Imperial
Bank
of
Commerce
12/15/21
9,270
USD
1,571,074
EUR
1,339,000
HSBC
Bank
plc
12/15/21
17,618
USD
6,216,088
EUR
5,248,000
Morgan
Stanley
&
Co.
International
plc
12/15/21
127,564
USD
2,252,272
GBP
1,647,000
Bank
of
America
NA
12/15/21
32,829
USD
1,206,929
GBP
876,000
HSBC
Bank
plc
12/15/21
26,460
USD
404,710
JPY
44,576,531
Credit
Agricole
Corporate
&
Investment
Bank
SA
12/15/21
3,916
USD
962,788
JPY
106,047,000
HSBC
Bank
plc
12/15/21
9,305
USD
4,374,814
JPY
482,110,000
Morgan
Stanley
&
Co.
International
plc
12/15/21
40,096
USD
872,862
KRW
1,032,166,000
BNP
Paribas
SA
12/15/21
2,249
USD
3,139,358
MXN
63,356,000
Toronto
Dominion
Bank
12/15/21
102,678
BlackRock
Managed
Volatility
V.I.
Fund
13
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Forward
Foreign
Currency
Exchange
Contracts
(continued)
Currency
Purchased
Currency
Sold
Counterparty
Settlement
Date
Unrealized
Appreciation  
(Depreciation)
USD
19,254
NOK
168,000
Goldman
Sachs
International
12/15/21
$
48
USD
814,864
PLN
3,199,000
JPMorgan
Chase
Bank
NA
12/15/21
10,733
USD
844,613
SEK
7,276,000
Bank
of
America
NA
12/15/21
12,893
USD
1,877,390
THB
62,152,000
Citibank
NA
12/15/21
41,241
USD
916,188
ZAR
13,208,000
Goldman
Sachs
International
12/15/21
47,991
698,436
AUD
2,532,000
USD
1,845,231
Goldman
Sachs
International
12/15/21
(14,068)
AUD
792,000
USD
584,564
Nomura
International
plc
12/15/21
(11,784)
CAD
1,062,000
USD
839,452
JPMorgan
Chase
Bank
NA
12/15/21
(1,000)
CHF
622,000
USD
676,410
JPMorgan
Chase
Bank
NA
12/15/21
(7,712)
CLP
320,229,000
USD
403,986
Goldman
Sachs
International
12/15/21
(11,694)
EUR
338,000
USD
398,780
HSBC
Bank
plc
12/15/21
(6,646)
EUR
17,241,089
USD
20,398,860
Morgan
Stanley
&
Co.
International
plc
12/15/21
(396,421)
GBP
575,000
USD
792,228
Barclays
Bank
plc
12/15/21
(17,377)
GBP
1,864,000
USD
2,521,225
JPMorgan
Chase
Bank
NA
12/15/21
(9,360)
INR
395,000
USD
5,302
BNP
Paribas
SA
12/15/21
(25)
KRW
185,749,000
USD
158,950
HSBC
Bank
plc
12/15/21
(2,274)
NZD
116,000
USD
82,334
UBS
AG
12/15/21
(2,300)
SEK
5,663,000
USD
657,326
HSBC
Bank
plc
12/15/21
(9,988)
SGD
163,000
USD
121,094
HSBC
Bank
plc
12/15/21
(1,066)
USD
2,092,511
CAD
2,651,432
Morgan
Stanley
&
Co.
International
plc
12/15/21
(800)
USD
1,327,219
RUB
98,118,000
Morgan
Stanley
&
Co.
International
plc
12/15/21
(3,421)
(495,936)
$
202,500
Centrally
Cleared
Interest
Rate
Swap
s
Paid
by
the
Fund
Received
by
the
Fund
Rate
Frequency
Rate
Frequency
Effective
Date
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
1.13%
Semi-Annual
3
month
LIBOR
Quarterly
03/16/22
(a)
03/15/27
USD
5,000
$
22,790
$
1,742
$
21,048
1
day
SORA
Semi-Annual
0.84%
Semi-Annual
03/16/22
(a)
03/16/27
SGD
11,000
(134,908)
—
(134,908)
1
day
SORA
Semi-Annual
0.85%
Semi-Annual
03/16/22
(a)
03/16/27
SGD
3,500
(41,095)
—
(41,095)
1
day
SORA
Semi-Annual
0.86%
Semi-Annual
03/16/22
(a)
03/16/27
SGD
3,500
(40,842)
—
(40,842)
1
day
SORA
Semi-Annual
0.92%
Semi-Annual
03/16/22
(a)
03/16/27
SGD
5,000
(46,443)
—
(46,443)
1
day
SORA
Semi-Annual
0.92%
Semi-Annual
03/16/22
(a)
03/16/27
SGD
5,000
(46,624)
—
(46,624)
6
month
BBR
Semi-Annual
0.96%
Semi-Annual
03/16/22
(a)
03/16/27
AUD
34,550
(278,464)
—
(278,464)
6
month
BBR
Semi-Annual
0.97%
Semi-Annual
03/16/22
(a)
03/16/27
AUD
50,050
(392,763)
—
(392,763)
6
month
BBR
Semi-Annual
0.98%
Semi-Annual
03/16/22
(a)
03/16/27
AUD
4,000
(29,549)
—
(29,549)
6
month
BBR
Semi-Annual
0.98%
Semi-Annual
03/16/22
(a)
03/16/27
AUD
4,000
(28,700)
—
(28,700)
1
day
SORA
Semi-Annual
0.99%
Semi-Annual
03/16/22
(a)
03/16/27
SGD
8,000
(54,110)
—
(54,110)
0.54%
Annual
1
day
SONIA
Annual
03/16/22
(a)
03/16/27
GBP
5,000
93,530
(1,493)
95,023
0.83%
Annual
1
day
SONIA
Annual
03/16/22
(a)
03/16/27
GBP
4,000
(481)
(481)
—
0.80%
Annual
1
day
SONIA
Annual
03/16/22
(a)
03/16/27
GBP
10,000
18,573
3,110
15,463
0.81%
Annual
1
day
SONIA
Annual
03/16/22
(a)
03/16/27
GBP
6,000
7,675
(8,578)
16,253
0.51%
Annual
1
day
SONIA
Annual
03/16/22
(a)
03/16/27
GBP
24,000
506,681
215
506,466
6
month
BBR
Semi-Annual
1.03%
Semi-Annual
03/16/22
(a)
03/16/27
AUD
6,600
(35,910)
—
(35,910)
6
month
BBR
Semi-Annual
1.03%
Semi-Annual
03/16/22
(a)
03/16/27
AUD
13,400
(73,856)
—
(73,856)
6
month
BBR
Semi-Annual
1.16%
Semi-Annual
03/16/22
(a)
03/16/27
AUD
6,000
—
—
—
3
month
BA
Semi-Annual
1.40%
Semi-Annual
03/16/22
(a)
03/16/27
CAD
39,000
(461,142)
(58,158)
(402,984)
3
month
BA
Semi-Annual
1.68%
Semi-Annual
03/16/22
(a)
03/16/27
CAD
6,000
(7,380)
—
(7,380)
3
month
BA
Semi-Annual
1.71%
Semi-Annual
03/16/22
(a)
03/16/27
CAD
8,000
(1,440)
504
(1,944)
6
month
WIBOR
Semi-Annual
1.82%
Annual
03/16/22
(a)
03/16/27
PLN
10,000
(30,990)
—
(30,990)
6
month
WIBOR
Semi-Annual
1.84%
Annual
03/16/22
(a)
03/16/27
PLN
28,000
(81,919)
—
(81,919)
6
month
WIBOR
Semi-Annual
1.87%
Annual
03/16/22
(a)
03/16/27
PLN
55,000
(139,538)
—
(139,538)
6
month
WIBOR
Semi-Annual
1.88%
Annual
03/16/22
(a)
03/16/27
PLN
20,000
(49,306)
—
(49,306)
BlackRock
Managed
Volatility
V.I.
Fund
14
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Centrally
Cleared
Interest
Rate
Swaps
(continued)
Paid
by
the
Fund
Received
by
the
Fund
Rate
Frequency
Rate
Frequency
Effective
Date
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
0.99%
Quarterly
3
month
HIBOR
Quarterly
03/16/22
(a)
03/16/27
HKD
40,000
$
57,962
$
—
$
57,962
1.08%
Semi-Annual
3
month
LIBOR
Quarterly
03/16/22
(a)
03/16/27
USD
5,000
35,139
(889)
36,028
1.06%
Semi-Annual
3
month
LIBOR
Quarterly
03/16/22
(a)
03/16/27
USD
9,000
72,070
(1,301)
73,371
0.38%
Annual
3
month
STIBOR
Quarterly
03/16/22
(a)
03/16/27
SEK
71,000
96,064
(64)
96,128
(0.12)%
Annual
6
month
EURIBOR
Semi-Annual
03/16/22
(a)
03/16/27
EUR
14,000
2,716
2,715
1
(0.28)%
Annual
6
month
EURIBOR
Semi-Annual
03/16/22
(a)
03/16/27
EUR
64,000
583,998
11,834
572,164
3
month
JIBAR
Quarterly
6.24%
Quarterly
03/16/22
(a)
03/16/27
ZAR
658,000
(745,264)
—
(745,264)
3
month
JIBAR
Quarterly
6.30%
Quarterly
03/16/22
(a)
03/16/27
ZAR
125,000
(121,794)
—
(121,794)
3
month
JIBAR
Quarterly
6.41%
Quarterly
03/16/22
(a)
03/16/27
ZAR
63,000
(42,743)
—
(42,743)
3
month
JIBAR
Quarterly
6.67%
Quarterly
03/16/22
(a)
03/16/27
ZAR
57,000
—
—
—
$
(1,388,063)
$
(50,844)
$
(1,337,219)
(a)
Forward
swap.
OTC
Interest
Rate
Swaps
Paid
by
the
Fund
Received
by
the
Fund
Rate
Frequency
Rate
Frequency
Counterparty
Effective
Date
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
8.07%
At
Termination
1
day
BZDIOVER
At
Termination
Bank
of
America
NA
N/A
01/02/25
BRL
15,000
$
128,244
$
—
$
128,244
9.34%
At
Termination
1
day
BZDIOVER
At
Termination
Bank
of
America
NA
N/A
01/02/25
BRL
11,000
45,399
—
45,399
7.18%
At
Termination
1
day
BZDIOVER
At
Termination
Barclays
Bank
plc
N/A
01/02/25
BRL
21,000
285,672
—
285,672
6.42%
At
Termination
1
day
BZDIOVER
At
Termination
BNP
Paribas
SA
N/A
01/02/25
BRL
22,000
380,670
—
380,670
7.86%
At
Termination
1
day
BZDIOVER
At
Termination
BNP
Paribas
SA
N/A
01/02/25
BRL
19,000
201,045
—
201,045
7.91%
At
Termination
1
day
BZDIOVER
At
Termination
BNP
Paribas
SA
N/A
01/02/25
BRL
10,000
109,086
—
109,086
7.95%
At
Termination
1
day
BZDIOVER
At
Termination
BNP
Paribas
SA
N/A
01/02/25
BRL
12,000
127,918
—
127,918
8.32%
At
Termination
1
day
BZDIOVER
At
Termination
BNP
Paribas
SA
N/A
01/02/25
BRL
10,000
89,998
—
89,998
7.82%
At
Termination
1
day
BZDIOVER
At
Termination
HSBC
Bank
plc
N/A
01/02/25
BRL
8,000
89,884
—
89,884
8.67%
At
Termination
1
day
BZDIOVER
At
Termination
HSBC
Bank
plc
N/A
01/02/25
BRL
13,000
96,191
—
96,191
9.73%
At
Termination
1
day
BZDIOVER
At
Termination
HSBC
Bank
plc
N/A
01/02/25
BRL
10,000
23,939
—
23,939
6.75%
At
Termination
1
day
BZDIOVER
At
Termination
Morgan
Stanley
&
Co.
International
plc
N/A
01/02/25
BRL
18,000
286,620
—
286,620
0.66%
Quarterly
3
month
TWCPBA
Quarterly
Bank
of
America
NA
03/16/22
(a)
03/16/27
TWD
969,000
154,906
—
154,906
0.98%
Semi-Annual
6
month
THBFIX
Semi-Annual
Bank
of
America
NA
03/16/22
(a)
03/16/27
THB
711,280
255,687
—
255,687
0.99%
Semi-Annual
6
month
THBFIX
Semi-Annual
Bank
of
America
NA
03/16/22
(a)
03/16/27
THB
583,000
199,507
—
199,507
1
day
MIBOR
Semi-Annual
5.38%
Semi-Annual
Bank
of
America
NA
03/16/22
(a)
03/16/27
INR
2,634,320
(254,375)
—
(254,375)
1.60%
Quarterly
3
month
CD_KSDA
Quarterly
Bank
of
America
NA
03/16/22
(a)
03/16/27
KRW
7,137,000
88,025
—
88,025
BlackRock
Managed
Volatility
V.I.
Fund
15
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
OTC
Interest
Rate
Swaps
(continued)
Paid
by
the
Fund
Received
by
the
Fund
Rate
Frequency
Rate
Frequency
Counterparty
Effective
Date
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
1.68%
Quarterly
3
month
CD_KSDA
Quarterly
Bank
of
America
NA
03/16/22
(a)
03/16/27
KRW
19,936,397
$
176,404
$
—
$
176,404
1.71%
Quarterly
3
month
CD_KSDA
Quarterly
Bank
of
America
NA
03/16/22
(a)
03/16/27
KRW
3,912,150
29,601
—
29,601
1.72%
Quarterly
3
month
CD_KSDA
Quarterly
Bank
of
America
NA
03/16/22
(a)
03/16/27
KRW
3,200,850
23,834
—
23,834
0.98%
Semi-Annual
6
month
THBFIX
Semi-Annual
BNP
Paribas
SA
03/16/22
(a)
03/16/27
THB
584,403
206,714
—
206,714
0.99%
Semi-Annual
6
month
THBFIX
Semi-Annual
BNP
Paribas
SA
03/16/22
(a)
03/16/27
THB
172,000
60,097
—
60,097
1.65%
Quarterly
3
month
CD_KSDA
Quarterly
BNP
Paribas
SA
03/16/22
(a)
03/16/27
KRW
20,874,050
214,805
—
214,805
2.52%
Quarterly
1
week
CNREPOFI
Quarterly
Citibank
NA
03/16/22
(a)
03/16/27
CNY
22,500
2,908
—
2,908
2.52%
Quarterly
1
week
CNREPOFI
Quarterly
Citibank
NA
03/16/22
(a)
03/16/27
CNY
22,500
2,098
—
2,098
0.99%
Semi-Annual
6
month
THBFIX
Semi-Annual
Goldman
Sachs
International
03/16/22
(a)
03/16/27
THB
721,750
246,988
—
246,988
0.74%
Quarterly
3
month
TWCPBA
Quarterly
HSBC
Bank
plc
03/16/22
(a)
03/16/27
TWD
42,000
877
—
877
1.58%
Quarterly
3
month
CD_KSDA
Quarterly
HSBC
Bank
plc
03/16/22
(a)
03/16/27
KRW
2,164,000
28,077
—
28,077
1.59%
Quarterly
3
month
CD_KSDA
Quarterly
JPMorgan
Chase
Bank
NA
03/16/22
(a)
03/16/27
KRW
4,185,000
52,035
—
52,035
1.74%
Quarterly
3
month
CD_KSDA
Quarterly
JPMorgan
Chase
Bank
NA
03/16/22
(a)
03/16/27
KRW
4,882,000
31,854
—
31,854
1.62%
Quarterly
3
month
CD_KSDA
Quarterly
Morgan
Stanley
&
Co.
International
plc
03/16/22
(a)
03/16/27
KRW
4,185,000
47,425
—
47,425
1.65%
Quarterly
3
month
CD_KSDA
Quarterly
Morgan
Stanley
&
Co.
International
plc
03/16/22
(a)
03/16/27
KRW
20,643,921
213,263
—
213,263
1.68%
Quarterly
3
month
CD_KSDA
Quarterly
Morgan
Stanley
&
Co.
International
plc
03/16/22
(a)
03/16/27
KRW
25,644,632
234,103
—
234,103
1.74%
Quarterly
3
month
CD_KSDA
Quarterly
Morgan
Stanley
&
Co.
International
plc
03/16/22
(a)
03/16/27
KRW
10,634,000
69,385
—
69,385
1.75%
Quarterly
3
month
CD_KSDA
Quarterly
Morgan
Stanley
&
Co.
International
plc
03/16/22
(a)
03/16/27
KRW
4,596,500
28,150
—
28,150
1.77%
Quarterly
3
month
CD_KSDA
Quarterly
Morgan
Stanley
&
Co.
International
plc
03/16/22
(a)
03/16/27
KRW
4,596,500
25,388
—
25,388
2.52%
Quarterly
1
week
CNREPOFI
Quarterly
Nomura
International
plc
03/16/22
(a)
03/16/27
CNY
33,000
—
—
—
$
4,002,422
$
—
$
4,002,422
(a)
Forward
swap.
OTC
Total
Return
Swap
s
Reference
Entity
Fixed
Amount
Paid
/
(Received)
by
the
Fund
(a)
Counterparty
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
BOVESPA
Index
Futures
October
2021
..........
BRL
10,320,536
Merrill
Lynch
International
&
Co.
10/13/21
BRL
10,321
$
(106,391)
$
—
$
(106,391)
BOVESPA
Index
Futures
October
2021
..........
BRL
715,089
Merrill
Lynch
International
&
Co.
10/13/21
BRL
715
(9,350)
—
(9,350)
Taiwan
Capitalization
Weighted
Stock
Index
Futures
October
2021
................
TWD
23,609,701
Merrill
Lynch
International
&
Co.
10/20/21
TWD
23,610
—
—
—
BlackRock
Managed
Volatility
V.I.
Fund
16
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
OTC
Total
Return
Swaps
(continued)
Reference
Entity
Fixed
Amount
Paid
/
(Received)
by
the
Fund
(a)
Counterparty
Termination
Date
Notional
Amount
(000)
Value
Upfront
Premium
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
Taiwan
Capitalization
Weighted
Stock
Index
Futures
October
2021
................
TWD
24,397,001
Merrill
Lynch
International
&
Co.
10/20/21
TWD
24,397
$
(25,499)
$
—
$
(25,499)
Taiwan
Capitalization
Weighted
Stock
Index
Futures
October
2021
................
TWD
164,840,266
Merrill
Lynch
International
&
Co.
10/20/21
TWD
164,840
(86,785)
—
(86,785)
KOSPI
200
Index
Futures
December
2021
........
KRW
1,101,672,000
Merrill
Lynch
International
&
Co.
12/09/21
KRW
1,101,672
—
—
—
KOSPI
200
Index
Futures
December
2021
........
KRW
2,542,412,500
Merrill
Lynch
International
&
Co.
12/09/21
KRW
2,542,413
(27,903)
—
(27,903)
KOSPI
200
Index
Futures
December
2021
........
KRW
11,233,534,100
Merrill
Lynch
International
&
Co.
12/09/21
KRW
11,233,534
(416,731)
—
(416,731)
Swiss
Market
Index
Futures
December
2021
........
CHF
(6,277,332)
HSBC
Bank
plc
12/17/21
CHF
6,277
262,688
—
262,688
Russian
Depositary
Net
Total
Return
USD
Index
.......
USD
(401,978)
Merrill
Lynch
International
&
Co.
02/11/22
USD
402
(35,053)
—
(35,053)
MSCI
Mexico
Net
Return
Index
USD
2,370,960
HSBC
Bank
plc
05/04/22
USD
2,371
(29,078)
—
(29,078)
MSCI
Mexico
Net
Return
Index
USD
437,690
Merrill
Lynch
International
&
Co.
05/04/22
USD
438
(5,468)
—
(5,468)
MSCI
Chile
Net
Return
Index
..
USD
(439,134)
HSBC
Bank
plc
06/10/22
USD
439
18,943
—
18,943
$
(460,627)
$
—
$
(460,627)
(a)
At
termination,
the
fixed
amount
paid
(received)
will
be
exchanged
for
the
total
return
of
the
reference
entity.
The
following
reference
rates,
and
their
values
as
of
period
end,
are
used
for
security
descriptions:
Reference
Index
Reference
Rate
1
day
BZDIOVER
.....................................
Overnight
Brazil
CETIP
—
Interbank
Rate
0.24
%
1
day
MIBOR
........................................
Mumbai
Interbank
Offered
Rate
3.49
1
day
SONIA
.........................................
Sterling
Overnight
Index
Average
0.05
1
day
SORA
.........................................
Singapore
Overnight
Rate
Average
0.07
1
week
CNREPOFI
....................................
China
Fixing
Repo
Rates
2.37
3
month
BA
..........................................
Canadian
Bankers
Acceptances
0.45
3
month
CD_KSDA
....................................
Certificates
of
Deposit
by
the
Korean
Securities
Dealers
Association
1.04
3
month
HIBOR
.......................................
Hong
Kong
Interbank
Offered
Rate
0.14
3
month
JIBAR
.......................................
Johannesburg
Interbank
Average
Rate
3.68
3
month
LIBOR
.......................................
London
Interbank
Offered
Rate
0.13
3
month
STIBOR
......................................
Stockholm
Interbank
Offered
Rate
(0.10)
3
month
TWCPBA
.....................................
Taiwan
Secondary
Markets
Bills
Rate
0.48
6
month
BBR
........................................
Australian
Bank
Bill
Rate
0.05
6
month
EURIBOR
.....................................
Euro
Interbank
Offered
Rate
(0.53)
6
month
THBFIX
......................................
Thai
Baht
Interest
Rate
Fixing
0.33
6
month
WIBOR
......................................
Warsaw
Interbank
Offered
Rate
0.21
BlackRock
Managed
Volatility
V.I.
Fund
17
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Glossary
of
Terms
Used
in
this
Report
Currency
Abbreviations
AUD
Australian
Dollar
BRL
Brazilian
Real
CAD
Canadian
Dollar
CHF
Swiss
Franc
CLP
Chilean
Peso
CNY
Chinese
Yuan
EUR
Euro
GBP
British
Pound
HKD
Hong
Kong
Dollar
INR
Indian
Rupee
JPY
Japanese
Yen
KRW
South
Korean
Won
MXN
Mexican
Peso
NOK
Norwegian
Krone
NZD
New
Zealand
Dollar
PLN
Polish
Zloty
RUB
New
Russian
Ruble
SEK
Swedish
Krona
SGD
Singapore
Dollar
THB
Thai
Baht
TWD
Taiwan
New
Dollar
USD
United
States
Dollar
ZAR
South
African
Rand
Portfolio
Abbreviations
ADR
American
Depositary
Receipts
BA
Canadian
Bankers
Acceptances
BBR
Australian
Bank
Bill
Rate
BZDIOVER
Overnight
Brazil
CETIP
—
Interbank
Rate
CD_KSDA
Certificates
of
Deposit
by
the
Korean
Securities
Dealers
Association
CDI
Crest
Depository
Interests
CNREPOFI
Day
China
Fixing
Repo
Rates
EURIBOR
Euro
Interbank
Offered
Rate
HIBOR
Hong
Kong
Interbank
Offered
Rate
JIBAR
Johannesburg
Interbank
Average
Rate
LIBOR
London
Interbank
Offered
Rate
MIBOR
Mumbai
Interbank
Offered
Rate
MSCI
Morgan
Stanley
Capital
International
OTC
Over-the-counter
REIT
Real
Estate
Investment
Trust
S&P
Standard
&
Poor's
STIBOR
Stockholm
Interbank
Offered
Rate
THBFIX
Thai
Baht
Interest
Rate
Fixing
TWCPBA
Taiwan
Secondary
Markets
Bills
Rate
WIBOR
Warsaw
Interbank
Offered
Rate
BlackRock
Managed
Volatility
V.I.
Fund
18
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Fair
Value
Hiera
rchy
as
of
Period
End
Various
inputs
are
used
in
determining
the
fair
value
of
financial
instruments.
These
inputs
to
valuation
techniques
are
categorized
into
a
fair
value
hierarchy
consisting
of
three
broad
levels
for
financial
reporting
purposes
as
follows:
•    
Level
1
—
Unadjusted
price
quotations
in
active
markets/exchanges
for
identical
assets
or
liabilities
that
the
Fund
has
the
ability
to
access;
•    
Level
2
—
Other
observable
inputs
(including,
but
not
limited
to,
quoted
prices
for
similar
assets
or
liabilities
in
markets
that
are
active,
quoted
prices
      for
identical
or
similar
assets
or
liabilities
in
markets
that
are
not
active,
inputs
other
than
quoted
prices
that
are
observable
for
the
assets
or
liabilities
      (such
as
interest
rates,
yield
curves,
volatilities,
prepayment
speeds,
loss
severities,
credit
risks
and
default
rates)
or
other
market-corroborated
      inputs);
and
•    
Level
3
—
Unobservable
inputs
based
on
the
best
information
available
in
the
circumstances,
to
the
extent
observable
inputs
are
not
available
      (including
the
BlackRock
Global
Valuation
Methodologies
Committee's
(the
"Global
Valuation
Committee's")
assumptions
used
in
determining
the
fair
value
of
financial
instruments).
The
hierarchy
gives
the
highest
priority
to
unadjusted
quoted
prices
in
active
markets
for
identical
assets
or
liabilities
(Level
1
measurements)
and
the
lowest
priority
to
unobservable
inputs
(Level
3
measurements).
Accordingly,
the
degree
of
judgment
exercised
in
determining
fair
value
is
greatest
for
instruments
categorized
in
Level
3.
The
inputs
used
to
measure
fair
value
may
fall
into
different
levels
of
the
fair
value
hierarchy.
In
such
cases,
for
disclosure
purposes,
the
fair
value
hierarchy
classification
is
determined
based
on
the
lowest
level
input
that
is
significant
to
the
fair
value
measurement
in
its
entirety.
Investments
classified
within
Level
3
have
significant
unobservable
inputs
used
by
the
Global
Valuation
Committee
in
determining
the
price
for
Fair
Valued
Investments.
Level
3
investments
include
equity
or
debt
issued
by
privately
held
companies
or
funds.
There
may
not
be
a
secondary
market,
and/or
there
are
a
limited
number
of
investors.
The
categorization
of
a
value
determined
for
financial
instruments
is
based
on
the
pricing
transparency
of
the
financial
instruments
and
is
not
necessarily
an
indication
of
the
risks
associated
with
investing
in
those
securities.
For
information
about
the
Fund’s
policy
regarding
valuation
of
financial
instruments,
refer
to
its
most
recent
financial
statements.
Certain
investments
of
the
Fund
were
fair
valued
using
net
asset
value
("NAV")
per
share
as
no
quoted
market
value
is
available
and
therefore
have
been
excluded
from
the
fair
value
hierarchy.
The
following
table
summarizes
the
Fund’s
financial
instruments
categorized
in
the
fair
value
hierarchy.
The
breakdown
of
the
Fund's
financial
instruments
into
major
categories
is
disclosed
in
the
Schedule
of
Investments
above.
Level
1
Level
2
Level
3
Total
Assets:
Investments:
Long-Term
Investments:
Common
Stocks:
Aerospace
&
Defense
....................................
$
—
$
138,038
$
—
$
138,038
Air
Freight
&
Logistics
....................................
1,066,061
359,713
—
1,425,774
Airlines
..............................................
1,181,539
40,548
—
1,222,087
Auto
Components
......................................
49,179
481,091
—
530,270
Automobiles
..........................................
2,034,561
1,343,709
—
3,378,270
Banks
...............................................
4,488,815
3,118,393
—
7,607,208
Beverages
...........................................
187,985
226,295
—
414,280
Biotechnology
.........................................
2,144,753
296,328
—
2,441,081
Building
Products
.......................................
379,236
589,836
—
969,072
Capital
Markets
........................................
2,809,310
1,159,942
—
3,969,252
Chemicals
............................................
1,307,076
1,355,726
—
2,662,802
Commercial
Services
&
Supplies
.............................
857,111
192,251
—
1,049,362
Construction
&
Engineering
................................
47,463
216,430
—
263,893
Construction
Materials
....................................
—
119,605
—
119,605
Consumer
Finance
......................................
647,466
—
—
647,466
Containers
&
Packaging
..................................
—
25,903
—
25,903
Distributors
...........................................
824,522
—
—
824,522
Diversified
Financial
Services
...............................
1,765,837
334,819
—
2,100,656
Diversified
Telecommunication
Services
........................
24,264
51,512
—
75,776
Electric
Utilities
........................................
2,410,553
1,554,165
—
3,964,718
Electrical
Equipment
.....................................
132,560
381,294
—
513,854
Electronic
Equipment,
Instruments
&
Components
.................
12,370
572,803
—
585,173
Energy
Equipment
&
Services
..............................
15,326
—
—
15,326
Entertainment
.........................................
2,507,928
170,463
—
2,678,391
Equity
Real
Estate
Investment
Trusts
(REITs)
....................
3,301,851
460,093
—
3,761,944
Food
&
Staples
Retailing
..................................
1,353,718
312,339
—
1,666,057
BlackRock
Managed
Volatility
V.I.
Fund
19
Schedule
of
Investments
(unaudited)
(continued)
September
30,
2021
Level
1
Level
2
Level
3
Total
Food
Products
.........................................
$
36,011
$
702,168
$
—
$
738,179
Gas
Utilities
...........................................
—
535,406
—
535,406
Health
Care
Equipment
&
Supplies
...........................
2,332,637
794,321
—
3,126,958
Health
Care
Providers
&
Services
............................
2,351,271
129,443
—
2,480,714
Health
Care
Technology
..................................
—
78,395
—
78,395
Hotels,
Restaurants
&
Leisure
..............................
4,880,708
401,156
—
5,281,864
Household
Durables
.....................................
653,386
506,284
—
1,159,670
Household
Products
.....................................
456,866
164,365
—
621,231
Independent
Power
and
Renewable
Electricity
Producers
............
57,737
105,073
—
162,810
Industrial
Conglomerates
..................................
—
512,083
—
512,083
Insurance
............................................
5,162,250
2,534,304
—
7,696,554
Interactive
Media
&
Services
...............................
7,496,711
39,041
—
7,535,752
Internet
&
Direct
Marketing
Retail
............................
5,969,335
453,515
—
6,422,850
IT
Services
...........................................
5,662,058
846,543
—
6,508,601
Leisure
Products
.......................................
389,414
191,830
—
581,244
Life
Sciences
Tools
&
Services
..............................
1,434,614
127,987
—
1,562,601
Machinery
............................................
209,817
998,451
—
1,208,268
Marine
..............................................
—
228,386
—
228,386
Media
...............................................
1,590,193
121,491
—
1,711,684
Metals
&
Mining
........................................
—
320,794
—
320,794
Multiline
Retail
.........................................
1,417,487
23,502
—
1,440,989
Multi-Utilities
..........................................
1,222,418
690,118
—
1,912,536
Oil,
Gas
&
Consumable
Fuels
...............................
3,825,700
1,487,723
—
5,313,423
Paper
&
Forest
Products
..................................
—
25,012
—
25,012
Personal
Products
......................................
131,998
458,552
—
590,550
Pharmaceuticals
.......................................
5,695,236
2,982,581
—
8,677,817
Professional
Services
....................................
782,097
1,094,273
—
1,876,370
Real
Estate
Management
&
Development
.......................
262,644
695,623
—
958,267
Road
&
Rail
...........................................
1,079,930
118,390
—
1,198,320
Semiconductors
&
Semiconductor
Equipment
....................
4,421,100
908,099
—
5,329,199
Software
.............................................
10,098,831
650,339
—
10,749,170
Specialty
Retail
........................................
2,064,294
371,648
—
2,435,942
Technology
Hardware,
Storage
&
Peripherals
....................
6,010,972
209,544
—
6,220,516
Textiles,
Apparel
&
Luxury
Goods
............................
2,088,739
933,577
—
3,022,316
Trading
Companies
&
Distributors
............................
259,805
777,302
—
1,037,107
Transportation
Infrastructure
...............................
—
102,619
—
102,619
Water
Utilities
.........................................
471,123
200,679
—
671,802
Wireless
Telecommunication
Services
.........................
—
263,013
—
263,013
Corporate
Bonds
........................................
—
34,217
—
34,217
Other
Interests
..........................................
—
—
—
—
Preferred
Stocks
.........................................
—
204,064
—
204,064
Rights
................................................
858
2,351
—
3,209
U.S.
Treasury
Obligations
...................................
—
22,095,391
—
22,095,391
Warrants
..............................................
4,645
—
—
4,645
Short-Term
Securities
.......................................
7,539,832
—
—
7,539,832
$
115,610,201
$
57,620,949
$
—
$
173,231,150
Investments
Valued
at
NAV
(a)
......................................
617,074
$
—
$
173,848,224
$
—
Derivative
Financial
Instruments
(b)
Assets:
Equity
contracts
...........................................
$
8,030,446
$
281,631
$
—
$
8,312,077
Foreign
currency
exchange
contracts
............................
—
698,436
—
698,436
Interest
rate
contracts
.......................................
2,477,988
5,746,704
—
8,224,692
Liabilities:
Equity
contracts
...........................................
(394,103)
(742,258)
—
(1,136,361)
Foreign
currency
exchange
contracts
............................
—
(495,936)
—
(495,936)
Interest
rate
contracts
.......................................
(2,879,463)
(3,081,501)
—
(5,960,964)
$
7,234,868
$
2,407,076
$
—
$
9,641,944
(a)
Certain
investments
of
the
Fund
were
fair
valued
using
NAV
per
share
as
no
quoted
market
value
is
available
and
therefore
have
been
excluded
from
the
fair
value
hierarchy.
(b)
Derivative
financial
instruments
are
swaps,
futures
contracts
and
forward
foreign
currency
exchange
contracts.
Swaps,
futures
contracts
and
forward
foreign
currency
exchange
contracts
are
valued
at
the
unrealized
appreciation
(depreciation)
on
the
instrument.