SecurityUS12668BWF65 / Alternative Loan Trust 2006-11CB - 6.5% 2036-05-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 21,378
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US12668BWF65 / Alternative Loan Trust 2006-11CB

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 2006-11CB (US:US12668BWF65) valued at $21,378 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 2006-11CB valued at of $21,701 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 Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 21 0.00 0.0024
2025-05-27 2025-03-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 22 0.00 0.0024
2025-02-27 2024-12-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 22 -8.70 0.0025
2024-11-26 2024-09-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 23 4.55 0.0026
2024-08-27 2024-06-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 23 -4.35 0.0026
2024-05-28 2024-03-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 23 0.00 0.0028
2024-02-27 2023-12-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 24 0.00 0.0028
2023-11-22 2023-09-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 24 -8.00 0.0030
2023-08-25 2023-06-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 25 0.00 0.0032
2023-05-26 2023-03-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 25 0.00 0.0031
2023-02-24 2022-12-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 26 -7.41 0.0034
2022-11-28 2022-09-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 27 -6.90 0.0037
2022-08-26 2022-06-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 30 -9.37 0.0038
2022-05-25 2022-03-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 33 -5.88 0.0040
2022-02-25 2021-12-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 35 -8.11 0.0040
2021-11-26 2021-09-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 38 -5.13 0.0044
2021-08-24 2021-06-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 39 0.00 0.0048
2021-05-25 2021-03-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 39 -2.50 0.0053
2021-02-24 2020-12-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 41 -4.76 0.0057
2020-11-24 2020-09-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 42 -2.33 0.0062
2020-08-24 2020-06-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 43 2.38 0.0067
2020-05-26 2020-03-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 43 -14.29 0.0066
2020-02-25 2019-12-31 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS 12668BWF6 49 -2.00 0.0078
2019-11-25 2019-09-30 NP Alternative Loan Trust, Series 2006-11CB, Class 3A1 ABS-MBS US12668BWF65 51 0.0081
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.