CEF Advisors

7204 Glen Forest Drive, Suite #105 Richmond, Virginia 23226 USA   ♦   Toll-Free: (800) 356-3508 / Local: (804) 288-2482    ♦   www.CEFadvisors.com   ♦   Contact@CEFadvisors.com

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BlackRock Floating Rate Income Trust (BGT)

Taxable Bond Funds - Loan Participation

Data as of Dec. 13, 2019
Current
Market Price $12.52 (- $0.10)
NAV (Dec. 13, 2019) $14.10 (- $0.06)
Premium / Discount -11.21% (-0.33%)
Fund Info
Inception Aug. 30, 2004
Sponsor BlackRock Advisors
Website www.blackrock.com/inve...
Phone 1-800-882-0052
NAV Symbol XBGTX
Objective: Current income; Floating and variable rate instruments of US and non-US issuers
Related Indexes
Senior Loan Index
Discount CEF/BDC Index
US Bond Index
Capital & Leverage
Outstanding Shares 22,953,148
Total Assets (Reported: April 30, 2019) $480M
Estimated Total Assets $447M
Net Assets $324M
Market Cap $287M
Purchases Turnover 62.59%
Sales Turnover 62.96%
Total Leverage 27.60%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.45%
Non Lev Exp Ratio 1.16%
Rel Lev Cost 3.21%
Discount Data
Average Discount (3 Yr) -7.11%
Discount Low(3 Yr) -15.87%
Discount High(3 Yr) 1.79%
Discount Rel Range 26.39%
Comp Discount -2.43
Discount St Dev (1Yr) 1.02
Z-Stat
Z-Stat (6mo) 0.56
Z-Stat (1Yr) 0.78
Z-Stat (3Yr) -0.92
Comp Z-Stat (6mo) -0.01
Comp Z-Stat (3Yr) -0.46
Distribution Data
Market Yield 7.32%
Income Yield 7.32%
Lev Adj NAV Yield 5.10%
Distribution Frequency M
Current Distribution $0.076
Current Income $0.076
Ex-Date 12/13/19
Payable Date 12/19/19
Div Growth (3yr) 31.05%
Dividend Change 14.4% on 10/1/19
Expected Div 1/2/20
RoC (1yr) 0.00%
RoC (3yr) 0.00%
Tax Dividend Data 2018 2016 - 2018
Income 100% 100%
ST Gains 0% 0%
QDI 0% 0%
LT Gains 0% 0%
RoC 0% 0%
Volume & Liquidity
Average Daily $ (M) $1,061
Avg Volume 30 day 84,682
Avg Volume 90 day 84,739
Volume Trend -0.07%
Comp Volume Trend -8.65%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
57.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
76.0%
Price Correlation (1yr)
vs. CEFA's Senior Loan Index
91.0%
Most Correlated Peer (Mk Pr): EVF 87.0%
NAV - Price Correlation (30 d) 66.2%
NAV - Price Correlation (90 d) 16.3%
NAV - Price Correlation (1 Yr) 84.6%
Price St Dev (1Yr) 7.8%
NAV St Dev (1Yr) 3.3%
Earnings
Earnings / Share (10/31/19) $0.064
Earn Coverage 84.29%
Earnings Trend Down
UNII / Share (10/31/19) $0.103
Rel UNII 11.18
UNII Trend Down
Bond Specific Data
Maturity 6.39
Duration 0.15
Credit Rating (rbo) B
Investment Grade 1.37%
Non Investment Grade 94.09%
Unrated Bonds 4.54%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.10
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.27
NAV Beta (2yr)
vs. CEFA's Senior Loan Index
0.86

DISCLOSURES:

CEFData.com makes data for the universe of closed-end funds (CEFs) and business development companies (BDCs) available to its users. This material is not intended to be relied upon as investment advice or recommendations, does not constitute a solicitation to buy or sell securities and should not be considered specific legal, investment or tax advice. This site does not list all the risks associated with each fund. Investors should contact a fund’s sponsor for fund-specific risk information and/or contact a financial advisor before investing.

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

The following information applies to closed-end funds and business development companies in general: Fund shares are not guaranteed or endorsed by any bank or other insured depository institution, and are not federally insured by the Federal Deposit Insurance Corporation (FDIC). Shares of closed-end funds (CEFs) and business development companies (BDCs) are subject to investment risks, including the possible loss of principal invested. There can be no assurance that fund objectives will be achieved. Closed-end funds and business development companies frequently trade at a discount to their net asset value. NAV returns are net of fund expenses, and assume reinvestment of distributions.

This material is presented for informational purposes only. Under no circumstances is it to be considered an offer to sell, or a solicitation to buy any investment referred to on this page. While the information contained herein is from sources believed reliable, we do not represent that it is accurate or complete and it should not be relied upon as such. Past performance is not necessarily indicative of future results. All investments involve risk including the loss of principal. Returns are presented gross of investment management fees and other appropriate fees (i.e. commissions, custodial fees, etc.).

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