SecurityUS07400WAA80 / Bear Stearns Mortgage Funding Trust 2006-SL1 - 2.10275% 2036-08-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 8,666
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US07400WAA80 / Bear Stearns Mortgage Funding Trust 2006-SL1

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 Bear Stearns Mortgage Funding Trust 2006-SL1 (US:US07400WAA80) valued at $8,666 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 Bear Stearns Mortgage Funding Trust 2006-SL1 valued at of $9,083 USD. This represents a change in value of -11.11 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.

Upgrade to unlock premium data and export to Excel .

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 Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 9 -11.11 0.0010
2025-05-27 2025-03-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 9 0.00 0.0010
2025-02-27 2024-12-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 10 -10.00 0.0011
2024-11-26 2024-09-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 11 0.00 0.0012
2024-08-27 2024-06-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 11 -9.09 0.0013
2024-05-28 2024-03-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 11 0.00 0.0013
2024-02-27 2023-12-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 12 0.00 0.0014
2023-11-22 2023-09-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 12 -8.33 0.0015
2023-08-25 2023-06-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 12 -7.69 0.0016
2023-05-26 2023-03-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 13 0.00 0.0016
2023-02-24 2022-12-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 14 -7.14 0.0019
2022-11-28 2022-09-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 15 -17.65 0.0020
2022-08-26 2022-06-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 17 -15.00 0.0022
2022-05-25 2022-03-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 20 -9.09 0.0025
2022-02-25 2021-12-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 23 -8.33 0.0026
2021-11-26 2021-09-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 25 -17.24 0.0029
2021-08-24 2021-06-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 29 -14.71 0.0036
2021-05-25 2021-03-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 35 -10.53 0.0047
2021-02-24 2020-12-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 38 -7.32 0.0053
2020-11-24 2020-09-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 41 -6.82 0.0060
2020-08-24 2020-06-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 44 -4.35 0.0068
2020-05-26 2020-03-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 46 -9.80 0.0071
2020-02-25 2019-12-31 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS 07400WAA8 51 -5.56 0.0081
2019-11-25 2019-09-30 NP Bear Stearns Mortgage Funding Trust, Series 2006-SL1, 1 ABS-MBS US07400WAA80 54 0.0086
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.