SecurityUS14686AAW99 / CarVal CLO II Ltd - 3.31% 2032-04-20
InstitutionBlackrock Multi-sector Opportunities Trust
Latest Disclosed Value $ 240,966
Blackrock Multi-sector Opportunities Trust ownership in US14686AAW99 / CarVal CLO II Ltd

2024-02-26 - Blackrock Multi-sector Opportunities Trust has filed a NPORT-P form disclosing ownership of CarVal CLO II Ltd (KY:US14686AAW99) valued at $240,966 USD as of 2023-12-31. Blackrock Multi-sector Opportunities Trust had filed a previous NPORT-P on 2023-11-28 disclosing shares of CarVal CLO II Ltd valued at of $245,898 USD. This represents a change in value of -2.04 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)
2024-02-26 2023-12-31 NP CarVal CLO II ABS-CBDO US14686AAW99 241 -2.04 0.1456
2023-11-28 2023-09-30 NP CarVal CLO II ABS-CBDO US14686AAW99 246 6.06 0.1349
2023-08-25 2023-06-30 NP CarVal CLO II ABS-CBDO US14686AAW99 231 1.76 0.1220
2023-05-26 2023-03-31 NP CarVal CLO II ABS-CBDO US14686AAW99 227 -3.40 0.1114
2023-02-27 2022-12-31 NP CarVal CLO II ABS-CBDO US14686AAW99 235 6.33 0.1099
2022-11-25 2022-09-30 NP CarVal CLO II ABS-CBDO US14686AAW99 222 0.00 0.1007
2022-08-25 2022-06-30 NP CarVal CLO II ABS-CBDO US14686AAW99 222 -10.53 0.0936
2022-05-26 2022-03-31 NP CarVal CLO II ABS-CBDO US14686AAW99 248 -0.40 0.0886
2022-02-25 2021-12-31 NP CarVal CLO II ABS-CBDO US14686AAW99 249 -0.80 0.0788
2021-11-24 2021-09-30 NP CarVal CLO II ABS-CBDO US14686AAW99 251 0.00 0.0747
2021-08-26 2021-06-30 NP CarVal CLO II ABS-CBDO US14686AAW99 251 0.00 0.0718
2021-05-27 2021-03-31 NP CarVal CLO II ABS-CBDO US14686AAW99 250 0.0710
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.