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

Go to AICA CEF/BDC Screener Learn More @ www.AICalliance.org

Blackrock Kelso Capital Corporation (BKCC)

BDC - Debt Focused BDC

Data as of Sept. 18, 2020
Market Price $2.65 (+ $0.07)
NAV (June 30, 2020) $4.84 ( $0.00)
Premium / Discount -45.25% (+1.45%)
Fund Info
Inception June 27, 2007
Sponsor BlackRock Advisors
Website www.blackrockbkcc.com/
Phone 212.810.5800
Objective: Current income and capital appreciation through debt and equity investments in middle-market companies.
Related Indexes
Debt-Focused Business Development Company (BDC) Index
High Income Index
Capital & Leverage
Outstanding Shares 70,172,274
Total Assets (Reported: June 30, 2020) $663M
Estimated Total Assets $654M
Net Assets $340M
Market Cap $186M
Debt-to-Equity 0.9685
Total Leverage 48.10%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 9.13%
Non Lev Exp Ratio 4.58%
Gross Asset Expense Ratio 5.26%
Gross Asset Non Lev Exp Ratio 2.64%
Rel Lev Cost 5.46%
Discount Data
Average Discount (3 Yr) -24.61%
Discount Low(3 Yr) -76.78%
Discount High(3 Yr) -5.03%
Discount Rel Range 43.94%
Comp Discount -19.66
Discount St Dev (1Yr) 13.90
Z-Stat (6mo) 0.50
Z-Stat (1Yr) -0.58
Z-Stat (3Yr) -1.61
Comp Z-Stat (6mo) 0.11
Comp Z-Stat (3Yr) -0.42
Distribution Data
Market Yield 15.09%
Income Yield 15.09%
Lev Adj NAV Yield 5.58%
Av Yield on Debt Investments 9.90
Distribution Frequency Q
Current Distribution $0.100
Current Income $0.100
Ex-Date 8/17/20
Payable Date 9/29/20
Div Growth (3yr) -44.44%
Dividend Change -28.6% on 5/6/20
Expected Div 10/30/20
RoC (1yr) 0.00%
RoC (3yr) 1.25%
Tax Dividend Data 2019 2017 - 2019
Income 98.8% 98.7%
ST Gains 0% 0%
QDI 13.1% 12.1%
LT Gains 0% 0%
RoC 1.2% 1.3%
Volume & Liquidity
Average Daily $ (M) $963
Avg Volume 30 day 399,528
Avg Volume 90 day 363,324
Volume Trend 9.96%
Comp Volume Trend 15.61%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
Price Correlation (1yr)
vs. CEFA's BDC Index
Most Correlated Peer (Mk Pr): GLAD 88.0%
Price St Dev (1Yr) 95.7%
NAV St Dev (1Yr) 18.9%
Earnings / Share (6/30/20) $0.129
Adj Core NII Coverage 128.65%
1 Yr Avg NII Coverage 117.62%
1 Yr Avg Adj Core NII Coverage 117.62%
NII Trend -3.41%
Adj Core NII Trend -3.41%
Price Beta (2yr)
vs. S&P 500 (TR)
Price Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
Price Beta (2yr)
vs. CEFA's Debt-Focused Business Development Company (BDC) Index
Portfolio Data
Avg Libor Floor % 1.09%
% Loans with Libor Floor 68%


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.).

© Closed-End Fund Advisors Inc.(CEFadvisors) and CEFdata.com 2019. All rights reserved. Any copying, republication or redistribution of CEFadvisors, CEFdata.com, content, including by caching, framing or similar means, is expressly prohibited without the prior written consent of CEFAdvisors. CEFAdvisors shall not be liable for any errors or delays in the content, or for any actions taken in reliance thereon.