SecurityUS126694N462 / CHL Mortgage Pass-Through Trust 2006-OA5 - 2.02% 2046-04-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 11,545
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US126694N462 / CHL Mortgage Pass-Through Trust 2006-OA5

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-OA5 (US:US126694N462) valued at $11,545 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-OA5 valued at of $11,604 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.

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 CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 12 0.00 0.0013
2025-05-27 2025-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 12 0.00 0.0013
2025-02-27 2024-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 11 -8.33 0.0013
2024-11-26 2024-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 12 9.09 0.0013
2024-08-27 2024-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 12 -8.33 0.0014
2024-05-28 2024-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 12 0.00 0.0015
2024-02-27 2023-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 12 0.00 0.0015
2023-11-22 2023-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 12 0.00 0.0016
2023-08-25 2023-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 13 -7.69 0.0016
2023-05-26 2023-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 14 -7.14 0.0017
2023-02-24 2022-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 14 0.00 0.0019
2022-11-28 2022-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 15 0.00 0.0020
2022-08-26 2022-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 14 -12.50 0.0018
2022-05-25 2022-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 17 -11.11 0.0021
2022-02-25 2021-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 19 -5.26 0.0022
2021-11-26 2021-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 19 5.56 0.0022
2021-08-24 2021-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 19 -5.26 0.0023
2021-05-25 2021-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 19 0.00 0.0026
2021-02-24 2020-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 19 -5.00 0.0027
2020-11-24 2020-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 21 -4.76 0.0030
2020-08-24 2020-06-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 22 5.00 0.0033
2020-05-26 2020-03-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 20 -16.67 0.0032
2020-02-25 2019-12-31 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS 126694N46 25 -4.00 0.0039
2019-11-25 2019-09-30 NP CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1 ABS-MBS US126694N462 25 0.0040
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.