CEF Advisors AICA Event NAVigator Podcast

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FS Credit Opportunities Corp. (FSCO)

Taxable Bond Funds - Loan Participation

Data as of Oct. 2, 2024
Current
Market Price $6.44 (+ $0.09)
NAV (Oct. 2, 2024) $7.22 (+ $0.01)
Fund Listed NYSE
Premium / Discount -10.80% (+1.12%)
Fund Info
Inception Dec. 14, 2020
Sponsor FS/KKR Advisor
Website https://fsinvestments....
Phone
Location Pennsylvania
Incorporated Maryland (Subject to the Maryland Act)
Staggered Board No
Term Date N/A
Objective: Generate an attractive total return with a secondary objective of capital preservation
Related Indexes
15 Major CEF Sectors Index
High Income Index
60/40 Balanced (w/ BDCs) Index
Taxable Bond & BDC Index
Alternative Income Index
Capital & Leverage
Outstanding Shares 198,355,867
Total Assets (Reported: June 30, 2024) $2,143M
Estimated Total Assets $2,121M
Net Assets $1,432M
Market Cap $1,277M
Portfolio Turnover 22.00%
Total Leverage 32.48%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 7.60%
Non Lev Exp Ratio 4.35%
Rel Lev Cost 6.62%
Discount Data
Average Discount (3 Yr) -21.07%
Discount Low(3 Yr) -34.88%
Discount High(3 Yr) -7.94%
Discount Rel Range (3 Yr) 89.37%
Comp Discount -8.33
Discount St Dev (1Yr) 3.76
Z-Stat
Z-Stat (6mo) 0.68
Z-Stat (1Yr) 1.25
Z-Stat (3Yr) 1.44
Comp Z-Stat (6mo) 0.62
Comp Z-Stat (3Yr) 0.49
Distribution Data
Market Yield 11.18%
Income Yield 11.18%
Lev Adj NAV Yield 7.53%
Distribution Frequency M
Current Distribution $0.060
Current Income $0.060
Ex-Date 9/23/24
Payable Date 9/30/24
Div Growth (3yr) %
Dividend Change 5.3% on 3/11/24
Expected Div 10/7/24
RoC (1yr) 0.00%
RoC (3yr) 0.00%
Volume & Liquidity
Average Daily $ (K) $4,843
Avg Volume 30 day 581,956
Avg Volume 90 day 751,952
Volume Trend -22.61%
Comp Volume Trend -17.19%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
38.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
28.0%
Price Correlation (1yr)
vs. CEFA's Senior Loan Index
22.0%
Most Correlated Peer (Mk Pr): EFR 32.0%
NAV - Price Correlation (30 d) -0.8%
NAV - Price Correlation (90 d) 7.7%
NAV - Price Correlation (1 Yr) 83.2%
Price St Dev (1Yr) 17.1%
NAV St Dev (1Yr) 5.2%
Earnings
Earnings / Share (6/30/24) $0.081
Earn Coverage 135.33%
Earnings Trend Up
UNII / Share (6/30/24) $0.678
Rel UNII 94.15
UNII Trend Up
Bond Specific Data
Maturity
Duration 1.00
Credit Rating (rbo) None
Investment Grade None%
Non Investment Grade None%
Unrated Bonds None%
Performance
NAV Beta (2yr)
vs. S&P 500 (TR)
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
NAV Beta (2yr)
vs. CEFA's Senior Loan Index

DISCLOSURES:

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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.

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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