SecurityUS93934XAA19 / Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A - 1.97775% 2036-10-25
InstitutionBlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I
Latest Disclosed Value $ 70,910
BlackRock Variable Series Funds II, Inc. - BlackRock Total Return V.I. Fund Class I ownership in US93934XAA19 / Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A

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 Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A (US:US93934XAA19) valued at $70,910 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 Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A valued at of $71,798 USD. This represents a change in value of -1.41 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 Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 71 -1.41 0.0079
2025-05-27 2025-03-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 72 0.00 0.0081
2025-02-27 2024-12-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 72 -4.05 0.0083
2024-11-26 2024-09-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 74 1.37 0.0082
2024-08-27 2024-06-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 74 -1.35 0.0085
2024-05-28 2024-03-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 74 -1.33 0.0089
2024-02-27 2023-12-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 76 0.00 0.0090
2023-11-22 2023-09-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 75 -3.85 0.0095
2023-08-25 2023-06-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 79 -1.27 0.0099
2023-05-26 2023-03-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 79 -1.25 0.0098
2023-02-24 2022-12-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 81 -8.05 0.0107
2022-11-28 2022-09-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 88 -2.25 0.0120
2022-08-26 2022-06-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 90 -9.18 0.0114
2022-05-25 2022-03-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 99 -5.77 0.0121
2022-02-25 2021-12-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 104 -5.45 0.0121
2021-11-26 2021-09-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 111 -6.78 0.0130
2021-08-24 2021-06-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 119 -4.07 0.0145
2021-05-25 2021-03-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 124 -0.81 0.0166
2021-02-24 2020-12-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 124 -1.59 0.0173
2020-11-24 2020-09-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 126 1.61 0.0185
2020-08-24 2020-06-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 124 7.83 0.0192
2020-05-26 2020-03-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 116 -16.06 0.0179
2020-02-25 2019-12-31 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O 93934XAA1 137 0.00 0.0217
2019-11-25 2019-09-30 NP Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A ABS-O US93934XAA19 138 0.0218
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.