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BlackRock Floating Rate Income Strategies Fund (FRA)

Taxable Bond Funds - Loan Participation

Data as of Nov. 7, 2024
Current
Market Price $14.08 (+ $0.06)
NAV (Nov. 7, 2024) $13.01 (+ $0.01)
Fund Listed NYSE
Premium / Discount 8.22% (+0.38%)
Fund Info
Inception Oct. 31, 2003
Sponsor BlackRock Advisors
Website www.blackrock.com/inve...
Phone 1-800-882-0052
NAV Symbol XFRAX
Location Delaware
Incorporated Maryland (Subject to the Maryland Act)
Staggered Board Yes
Term Date N/A
Objective: High current income and preservation of capital with investment in primarily of floating rate debt securities and instruments.
Related Indexes
15 Major CEF Sectors Index
High Income Index
Senior Loan Index
60/40 Balanced (w/ BDCs) Index
Taxable Bond & BDC Index
US Bond Index
Capital & Leverage
Outstanding Shares 35,280,573
Total Assets (Reported: June 30, 2024) $641M
Estimated Total Assets $599M
Net Assets $459M
Market Cap $497M
Portfolio Turnover 23.00%
Total Leverage 23.39%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.93%
Non Lev Exp Ratio 1.06%
Rel Lev Cost 5.75%
Discount Data
Average Discount (3 Yr) -5.40%
Discount Low(3 Yr) -13.58%
Discount High(3 Yr) 8.22%
Discount Rel Range (3 Yr) 100.00%
Comp Discount 9.75
Discount St Dev (1Yr) 3.95
Z-Stat
Z-Stat (6mo) 2.65
Z-Stat (1Yr) 2.43
Z-Stat (3Yr) 3.03
Comp Z-Stat (6mo) 2.07
Comp Z-Stat (3Yr) 1.88
Distribution Data
Market Yield 10.55%
Income Yield 7.14%
Lev Adj NAV Yield 9.26%
Distribution Frequency M
Current Distribution $0.124
Current Income $0.084
Ex-Date 11/15/24
Payable Date 11/29/24
Div Growth (3yr) 85.67%
Dividend Change 5.8% on 12/5/23
Expected Div 12/5/24
RoC (1yr) 16.33%
RoC (3yr) 9.41%
Tax Dividend Data 2023 2021 - 2023
Income 94.6% 92.7%
ST Gains 0% 0%
QDI 0% 0%
LT Gains 0% 0%
RoC 5.4% 7.3%
Volume & Liquidity
Average Daily $ (K) $1,744
Avg Volume 30 day 120,988
Avg Volume 90 day 123,890
Volume Trend -2.34%
Comp Volume Trend 6.60%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
21.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
9.0%
Price Correlation (1yr)
vs. CEFA's Senior Loan Index
49.0%
Most Correlated Peer (Mk Pr): EFT 57.0%
NAV - Price Correlation (30 d) -9.7%
NAV - Price Correlation (90 d) 6.6%
NAV - Price Correlation (1 Yr) -44.3%
Price St Dev (1Yr) 11.1%
NAV St Dev (1Yr) 3.4%
Earnings
Earnings / Share (9/30/24) $0.097
Earn Coverage 78.33%
Earnings Trend Flat
UNII / Share (9/30/24) $-0.193
Rel UNII -19.20
UNII Trend Down
Bond Specific Data
Maturity 5.86
Duration 0.04
Credit Rating (rbo) B
Investment Grade 3.42%
Non Investment Grade 92.85%
Unrated Bonds 3.72%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
0.02
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.18
NAV Beta (2yr)
vs. CEFA's Senior Loan Index
0.40

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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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