SecurityUS02146SAA78 / Alternative Loan Trust 2006-OA14 - 4.119937% 2046-11-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 35,612
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US02146SAA78 / Alternative Loan Trust 2006-OA14

2025-08-28 - BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I has filed a NPORT-P form disclosing ownership of Alternative Loan Trust 2006-OA14 (US:US02146SAA78) valued at $35,612 USD as of 2025-06-30. BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I had filed a previous NPORT-P on 2025-05-27 disclosing shares of Alternative Loan Trust 2006-OA14 valued at of $37,458 USD. This represents a change in value of -5.41 percent during the quarter.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2025-08-28 2025-06-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 36 -5.41 0.0040
2025-05-27 2025-03-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 37 2.78 0.0042
2025-02-27 2024-12-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 37 -2.70 0.0042
2024-11-26 2024-09-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 37 5.71 0.0041
2024-08-27 2024-06-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 36 -7.89 0.0042
2024-05-28 2024-03-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 38 0.00 0.0045
2024-02-27 2023-12-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 38 0.00 0.0046
2023-11-22 2023-09-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 38 -2.56 0.0048
2023-08-25 2023-06-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 40 2.63 0.0050
2023-05-26 2023-03-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 39 -5.00 0.0048
2023-02-24 2022-12-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 41 -6.98 0.0054
2022-11-28 2022-09-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 43 -2.27 0.0060
2022-08-26 2022-06-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 45 -8.33 0.0057
2022-05-25 2022-03-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 48 -4.00 0.0059
2022-02-25 2021-12-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 51 -7.41 0.0059
2021-11-26 2021-09-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 54 -3.57 0.0063
2021-08-24 2021-06-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 57 -8.20 0.0070
2021-05-25 2021-03-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 62 -1.61 0.0083
2021-02-24 2020-12-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 63 -4.62 0.0087
2020-11-24 2020-09-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 66 0.00 0.0096
2020-08-24 2020-06-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 66 6.56 0.0102
2020-05-26 2020-03-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 61 -20.78 0.0095
2020-02-25 2019-12-31 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS 02146SAA7 78 -6.10 0.0123
2019-11-25 2019-09-30 NP Alternative Loan Trust, Series 2006-OA14, Class 1A1 ABS-MBS US02146SAA78 83 0.0131
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.