CEF Advisors AICA Event NAVigator Podcast

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BlackRock Core Bond Trust (BHK)

Taxable Bond Funds - Multisector Bond Funds

Data as of Aug. 18, 2022
Current
Market Price $11.74 (+ $0.02)
NAV (Aug. 18, 2022) $12.24 (+ $0.01)
Fund Listed NYSE
Premium / Discount -4.08% (+0.09%)
Fund Info
Inception Nov. 30, 2001
Sponsor BlackRock Advisors
Website www.blackrock.com/inve...
Phone 1-800-882-0052
NAV Symbol XBHKX
Location Delaware
Incorporated Delaware
Staggered Board Yes
Objective: Current income and capital appreciation; Investment grade bonds
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 54,010,702
Total Assets (Reported: Dec. 31, 2021) $1,431M
Estimated Total Assets $1,096M
Net Assets $661M
Market Cap $634M
Portfolio Turnover 54.00%
Total Leverage 39.67%
Structural Leverage (out of total) 0.00%
Portfolio Leverage (out of total) 100.00%
Expense Ratio 0.85%
Non Lev Exp Ratio 0.81%
Rel Lev Cost 0.06%
Discount Data
Average Discount (3 Yr) -2.68%
Discount Low(3 Yr) -13.10%
Discount High(3 Yr) 7.38%
Discount Rel Range 44.01%
Comp Discount -2.88
Discount St Dev (1Yr) 4.67
Z-Stat
Z-Stat (6mo) 0.49
Z-Stat (1Yr) -0.55
Z-Stat (3Yr) -0.37
Comp Z-Stat (6mo) -0.51
Comp Z-Stat (3Yr) -0.46
Distribution Data
Market Yield 7.63%
Income Yield 7.63%
Lev Adj NAV Yield 5.24%
Distribution Frequency M
Current Distribution $0.075
Current Income $0.075
Ex-Date 8/12/22
Payable Date 8/31/22
Div Growth (3yr) 24.33%
Dividend Change 10.4% on 12/4/20
Expected Div 9/1/22
RoC (1yr) 3.29%
RoC (3yr) 1.64%
Tax Dividend Data 2021 2019 - 2021
Income 91.0% 89.2%
ST Gains 0% 0%
QDI 7.3% 9.4%
LT Gains 9.0% 9.7%
RoC 0% 1.0%
Volume & Liquidity
Average Daily $ (K) $2,402
Avg Volume 30 day 134,265
Avg Volume 90 day 204,564
Volume Trend -34.37%
Comp Volume Trend -21.39%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
52.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
64.0%
Price Correlation (1yr)
vs. CEFA's Multisector Bond Fund Index
69.0%
Most Correlated Peer (Mk Pr): BTZ 84.0%
NAV - Price Correlation (30 d) 77.4%
NAV - Price Correlation (90 d) 71.9%
NAV - Price Correlation (1 Yr) 97.6%
Price St Dev (1Yr) 18.4%
NAV St Dev (1Yr) 10.0%
Earnings
Earnings / Share (6/30/22) $0.059
Earn Coverage 78.95%
Earnings Trend Down
UNII / Share (6/30/22) $-0.061
Rel UNII -6.76
UNII Trend Down
Bond Specific Data
Maturity 19.16
Duration 9.81
Credit Rating (rbo) A
Investment Grade 74.50%
Non Investment Grade 24.25%
Unrated Bonds 1.25%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
1.50
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.34
NAV Beta (2yr)
vs. CEFA's Multisector Bond Fund Index
0.82

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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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