SecurityUS12479DAD03 / C-BASS 2006-CB7 TRUST - 1.98% 2036-10-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 21,839
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US12479DAD03 / C-BASS 2006-CB7 TRUST

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 C-BASS 2006-CB7 TRUST (US:US12479DAD03) valued at $21,839 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 C-BASS 2006-CB7 TRUST valued at of $21,630 USD. This represents a change in value of 0.00 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 C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 22 0.00 0.0024
2025-05-27 2025-03-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 22 0.00 0.0024
2025-02-27 2024-12-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 22 -4.55 0.0025
2024-11-26 2024-09-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 23 0.00 0.0025
2024-08-27 2024-06-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 22 0.00 0.0026
2024-05-28 2024-03-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 23 0.00 0.0027
2024-02-27 2023-12-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 22 0.00 0.0026
2023-11-22 2023-09-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 22 -4.35 0.0028
2023-08-25 2023-06-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 24 0.00 0.0030
2023-05-26 2023-03-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 24 -4.17 0.0029
2023-02-24 2022-12-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 25 -7.69 0.0033
2022-11-28 2022-09-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 26 -3.70 0.0036
2022-08-26 2022-06-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 27 -15.62 0.0035
2022-05-25 2022-03-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 33 -11.11 0.0040
2022-02-25 2021-12-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 36 -5.26 0.0042
2021-11-26 2021-09-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 38 -5.00 0.0045
2021-08-24 2021-06-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 40 -4.76 0.0049
2021-05-25 2021-03-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 43 -2.33 0.0058
2021-02-24 2020-12-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 44 -2.27 0.0061
2020-11-24 2020-09-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 44 7.32 0.0065
2020-08-24 2020-06-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 42 5.13 0.0065
2020-05-26 2020-03-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 40 -9.30 0.0061
2020-02-25 2019-12-31 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O 12479DAD0 43 -2.27 0.0068
2019-11-25 2019-09-30 NP C-BASS Trust, Series 2006-CB7, 4 ABS-O US12479DAD03 45 0.0070
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.