SecurityUS126694E958 / CHL Mortgage Pass-Through Trust 2006-OA4 - 3.349937% 2046-04-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 34,923
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US126694E958 / CHL Mortgage Pass-Through Trust 2006-OA4

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 CHL Mortgage Pass-Through Trust 2006-OA4 (US:US126694E958) valued at $34,923 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 CHL Mortgage Pass-Through Trust 2006-OA4 valued at of $35,111 USD. This represents a change in value of -2.86 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 CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 35 -2.86 0.0039
2025-05-27 2025-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 35 -5.41 0.0040
2025-02-27 2024-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 38 -5.13 0.0044
2024-11-26 2024-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 39 2.63 0.0043
2024-08-27 2024-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 38 0.00 0.0044
2024-05-28 2024-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 39 -2.56 0.0046
2024-02-27 2023-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 39 2.63 0.0047
2023-11-22 2023-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 39 -5.00 0.0049
2023-08-25 2023-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 40 2.56 0.0050
2023-05-26 2023-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 40 -2.50 0.0049
2023-02-24 2022-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 40 -2.44 0.0054
2022-11-28 2022-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 42 -6.82 0.0058
2022-08-26 2022-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 45 -10.20 0.0057
2022-05-25 2022-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 49 -3.92 0.0060
2022-02-25 2021-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 51 -5.56 0.0060
2021-11-26 2021-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 54 -6.90 0.0064
2021-08-24 2021-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 58 -3.33 0.0071
2021-05-25 2021-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 60 0.00 0.0081
2021-02-24 2020-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 60 -3.23 0.0084
2020-11-24 2020-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 63 -1.59 0.0092
2020-08-24 2020-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 63 3.28 0.0098
2020-05-26 2020-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 62 -14.08 0.0095
2020-02-25 2019-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS 126694E95 72 -5.33 0.0114
2019-11-25 2019-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA4, 1 ABS-MBS US126694E958 75 0.0119
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.