CEF Advisors AICA Event NAVigator Podcast

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BlackRock Credit Allocation Income Trust (BTZ)

Taxable Bond Funds - Multisector Bond Funds

Data as of May 27, 2022
Current
Market Price $11.67 (+ $0.28)
NAV (May 27, 2022) $12.65 (+ $0.09)
Fund Listed NYSE
Premium / Discount -7.75% (+1.57%)
Fund Info
Inception Dec. 27, 2006
Sponsor BlackRock Advisors
Website www.blackrock.com/inve...
Phone 1-800-882-0052
NAV Symbol XBTZX
Location Delaware
Incorporated Delaware
Staggered Board Yes
Objective: Current income, current gains and capital appreciation; Credit-related securities
Related Indexes
60/40 Balanced (w/ BDCs) Index
Investment Grade Bond Index
Multisector Bond Fund Index
Taxable Bond & BDC Index
US Bond Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 93,507,103
Total Assets (Reported: Dec. 31, 2021) $2,010M
Estimated Total Assets $1,677M
Net Assets $1,183M
Market Cap $1,091M
Portfolio Turnover 20.00%
Total Leverage 29.48%
Structural Leverage (out of total) 0.00%
Portfolio Leverage (out of total) 100.00%
Expense Ratio 1.12%
Non Lev Exp Ratio 0.94%
Rel Lev Cost 0.43%
Discount Data
Average Discount (3 Yr) -6.01%
Discount Low(3 Yr) -16.10%
Discount High(3 Yr) 1.40%
Discount Rel Range 47.73%
Comp Discount -3.73
Discount St Dev (1Yr) 3.52
Z-Stat
Z-Stat (6mo) -0.46
Z-Stat (1Yr) -1.15
Z-Stat (3Yr) -0.54
Comp Z-Stat (6mo) 0.00
Comp Z-Stat (3Yr) 0.07
Distribution Data
Market Yield 8.63%
Income Yield 8.53%
Lev Adj NAV Yield 6.15%
Distribution Frequency M
Current Distribution $0.084
Current Income $0.083
Ex-Date 5/13/22
Payable Date 5/31/22
Div Growth (3yr) 25.22%
Dividend Change 25.2% on 10/1/19
Expected Div 6/1/22
RoC (1yr) 14.75%
RoC (3yr) 13.90%
Tax Dividend Data 2021 2019 - 2021
Income 85.3% 87.8%
ST Gains 0% 0%
QDI 14.9% 15.8%
LT Gains 0% 0%
RoC 14.7% 12.3%
Volume & Liquidity
Average Daily $ (K) $3,725
Avg Volume 30 day 331,206
Avg Volume 90 day 319,152
Volume Trend 3.78%
Comp Volume Trend -0.41%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
36.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
51.0%
Price Correlation (1yr)
vs. CEFA's Multisector Bond Fund Index
61.0%
Most Correlated Peer (Mk Pr): NPCT 83.0%
NAV - Price Correlation (30 d) 95.4%
NAV - Price Correlation (90 d) 98.2%
NAV - Price Correlation (1 Yr) 99.1%
Price St Dev (1Yr) 13.6%
NAV St Dev (1Yr) 6.7%
Earnings
Earnings / Share (3/31/22) $0.073
Earn Coverage 86.65%
Earnings Trend Up
UNII / Share (3/31/22) $-0.027
Rel UNII -2.70
UNII Trend Up
Bond Specific Data
Maturity 17.35
Duration 6.53
Credit Rating (rbo) BB
Investment Grade 53.01%
Non Investment Grade 45.99%
Unrated Bonds 1.00%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
1.19
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.44
NAV Beta (2yr)
vs. CEFA's Multisector Bond Fund Index
0.91

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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.

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.

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