SecurityUS23242GAZ72 / Alternative Loan Trust 2006-OA16 - 2.35838% 2046-10-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 75,620
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US23242GAZ72 / Alternative Loan Trust 2006-OA16

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-OA16 (US:US23242GAZ72) valued at $75,620 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-OA16 valued at of $77,510 USD. This represents a change in value of -2.60 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-OA16, 4C ABS-MBS US23242GAZ72 76 -2.60 0.0085
2025-05-27 2025-03-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 78 0.00 0.0087
2025-02-27 2024-12-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 77 -7.23 0.0089
2024-11-26 2024-09-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 84 0.00 0.0093
2024-08-27 2024-06-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 84 1.22 0.0097
2024-05-28 2024-03-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 83 -6.82 0.0099
2024-02-27 2023-12-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 88 -1.12 0.0105
2023-11-22 2023-09-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 89 -8.25 0.0112
2023-08-25 2023-06-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 97 1.04 0.0122
2023-05-26 2023-03-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 96 -4.95 0.0118
2023-02-24 2022-12-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 101 -9.01 0.0135
2022-11-28 2022-09-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 111 0.00 0.0153
2022-08-26 2022-06-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 111 -0.89 0.0142
2022-05-25 2022-03-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 113 7.69 0.0138
2022-02-25 2021-12-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 105 0.97 0.0122
2021-11-26 2021-09-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 104 -0.96 0.0122
2021-08-24 2021-06-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 105 -7.14 0.0128
2021-05-25 2021-03-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 113 6.67 0.0152
2021-02-24 2020-12-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 105 2.94 0.0146
2020-11-24 2020-09-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 102 7.37 0.0150
2020-08-24 2020-06-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 96 14.46 0.0148
2020-05-26 2020-03-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 83 -4.60 0.0129
2020-02-25 2019-12-31 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS 23242GAZ7 88 -2.25 0.0139
2019-11-25 2019-09-30 NP Alternative Loan Trust, Series 2006-OA16, 4C ABS-MBS US23242GAZ72 89 0.0142
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.