SecurityUS46628MAG15 / JP Morgan Mortgage Acquisition Trust 2006-CW1 - 2.09275% 2036-05-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 41,693
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US46628MAG15 / JP Morgan Mortgage Acquisition Trust 2006-CW1

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 JP Morgan Mortgage Acquisition Trust 2006-CW1 (US:US46628MAG15) valued at $41,693 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 JP Morgan Mortgage Acquisition Trust 2006-CW1 valued at of $44,722 USD. This represents a change in value of -6.82 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 J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 42 -6.82 0.0047
2025-05-27 2025-03-31 NP J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 45 -4.35 0.0050
2025-02-27 2024-12-31 NP J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 47 -4.17 0.0054
2024-11-26 2024-09-30 NP J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 48 -7.69 0.0053
2024-08-27 2024-06-30 NP J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 53 -5.45 0.0061
2024-05-28 2024-03-31 NP J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 56 -3.51 0.0066
2024-02-27 2023-12-31 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 58 -6.56 0.0069
2023-11-22 2023-09-30 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 61 -6.15 0.0077
2023-08-25 2023-06-30 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 65 -5.80 0.0082
2023-05-26 2023-03-31 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 69 -1.43 0.0086
2023-02-24 2022-12-31 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 71 -6.67 0.0094
2022-11-28 2022-09-30 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 75 -5.06 0.0103
2022-08-26 2022-06-30 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 80 -9.20 0.0101
2022-05-25 2022-03-31 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 87 -11.22 0.0107
2022-02-25 2021-12-31 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 98 0.00 0.0114
2021-11-26 2021-09-30 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 99 0.00 0.0116
2021-08-24 2021-06-30 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 98 1.03 0.0120
2021-05-25 2021-03-31 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 98 0.00 0.0132
2021-02-24 2020-12-31 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 97 2.11 0.0135
2020-11-24 2020-09-30 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 96 3.26 0.0140
2020-08-24 2020-06-30 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 93 6.98 0.0143
2020-05-26 2020-03-31 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 86 -9.47 0.0134
2020-02-25 2019-12-31 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O 46628MAG1 96 -1.04 0.0152
2019-11-25 2019-09-30 NP JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1 ABS-O US46628MAG15 96 0.0152
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.