SecurityUS35729MAA53 / Fremont Home Loan Trust 2006-3 - 2.15838% 2037-02-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 43,262
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US35729MAA53 / Fremont Home Loan Trust 2006-3

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 Fremont Home Loan Trust 2006-3 (US:US35729MAA53) valued at $43,262 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 Fremont Home Loan Trust 2006-3 valued at of $44,697 USD. This represents a change in value of -2.27 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 Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 43 -2.27 0.0048
2025-05-27 2025-03-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 45 -2.22 0.0050
2025-02-27 2024-12-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 45 -4.26 0.0052
2024-11-26 2024-09-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 47 0.00 0.0052
2024-08-27 2024-06-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 48 -4.08 0.0055
2024-05-28 2024-03-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 50 -2.00 0.0059
2024-02-27 2023-12-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 51 -1.96 0.0061
2023-11-22 2023-09-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 51 -5.56 0.0065
2023-08-25 2023-06-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 54 -1.82 0.0068
2023-05-26 2023-03-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 56 -1.79 0.0069
2023-02-24 2022-12-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 57 -1.75 0.0075
2022-11-28 2022-09-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 57 -3.39 0.0079
2022-08-26 2022-06-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 60 -7.81 0.0076
2022-05-25 2022-03-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 64 -4.48 0.0079
2022-02-25 2021-12-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 68 -4.29 0.0079
2021-11-26 2021-09-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 71 -4.11 0.0083
2021-08-24 2021-06-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 74 -3.95 0.0090
2021-05-25 2021-03-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 77 1.33 0.0103
2021-02-24 2020-12-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 76 -3.85 0.0105
2020-11-24 2020-09-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 78 0.00 0.0114
2020-08-24 2020-06-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 78 -49.02 0.0121
2020-05-26 2020-03-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 153 -11.56 0.0237
2020-02-25 2019-12-31 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O 35729MAA5 173 -5.46 0.0275
2019-11-25 2019-09-30 NP Fremont Home Loan Trust, Series 2006-3, Class 1A1 ABS-O US35729MAA53 183 0.0290
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.