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BlackRock Floating Rate Income Trust (BGT)

Taxable Bond Funds - Loan Participation

Data as of Sept. 29, 2023
Current
Market Price $12.06 (- $0.11)
NAV (Sept. 29, 2023) $12.83 ( $0.00)
Fund Listed NYSE
Premium / Discount -6.00% (-0.86%)
Fund Info
Inception Aug. 30, 2004
Sponsor BlackRock Advisors
Website www.blackrock.com/inve...
Phone 1-800-882-0052
NAV Symbol XBGTX
Location Delaware
Incorporated Delaware
Staggered Board Yes
Term Date N/A
Objective: Current income; Floating and variable rate instruments of US and non-US issuers
Related Indexes
High Income Index
Senior Loan Index
60/40 Balanced (w/ BDCs) Index
Taxable Bond & BDC Index
US Bond Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 22,315,637
Total Assets (Reported: June 30, 2023) $380M
Estimated Total Assets $381M
Net Assets $286M
Market Cap $269M
Portfolio Turnover 16.00%
Total Leverage 24.83%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.87%
Non Lev Exp Ratio 1.08%
Rel Lev Cost 5.39%
Discount Data
Average Discount (3 Yr) -7.37%
Discount Low(3 Yr) -16.22%
Discount High(3 Yr) 7.56%
Discount Rel Range (3 Yr) 42.97%
Comp Discount 2.71
Discount St Dev (1Yr) 1.86
Z-Stat
Z-Stat (6mo) 1.49
Z-Stat (1Yr) 1.96
Z-Stat (3Yr) 0.32
Comp Z-Stat (6mo) 0.32
Comp Z-Stat (3Yr) 0.51
Distribution Data
Market Yield 11.30%
Income Yield 11.30%
Lev Adj NAV Yield 8.51%
Distribution Frequency M
Current Distribution $0.114
Current Income $0.114
Ex-Date 9/14/23
Payable Date 9/29/23
Div Growth (3yr) 48.66%
Dividend Change 4.9% on 6/1/23
Expected Div 10/2/23
RoC (1yr) 4.71%
RoC (3yr) 8.70%
Tax Dividend Data 2022 2020 - 2022
Income 100% 87.3%
ST Gains 0% 0%
QDI 0% 0%
LT Gains 0% 0%
RoC 0% 12.7%
Volume & Liquidity
Average Daily $ (K) $1,099
Avg Volume 30 day 91,890
Avg Volume 90 day 91,104
Volume Trend 0.86%
Comp Volume Trend -3.90%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
58.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
79.0%
Price Correlation (1yr)
vs. CEFA's Senior Loan Index
92.0%
Most Correlated Peer (Mk Pr): NSL 87.0%
NAV - Price Correlation (30 d) 49.6%
NAV - Price Correlation (90 d) 72.8%
NAV - Price Correlation (1 Yr) 89.2%
Price St Dev (1Yr) 12.5%
NAV St Dev (1Yr) 3.6%
Earnings
Earnings / Share (8/31/23) $0.104
Earn Coverage 91.74%
Earnings Trend Up
UNII / Share (8/31/23) $-0.017
Rel UNII -1.21
UNII Trend Down
Bond Specific Data
Maturity 5.46
Duration 0.23
Credit Rating (rbo) B
Investment Grade 3.00%
Non Investment Grade 94.24%
Unrated Bonds 2.75%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.03
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.30
NAV Beta (2yr)
vs. CEFA's Senior Loan Index
0.80

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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

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