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

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Blackstone/GSO Senior Floating Rate Term Fund (BSL)

Taxable Bond Funds - Loan Participation

Data as of Sept. 28, 2020
Market Price $13.70 (- $0.06)
NAV (Sept. 28, 2020) $15.25 (+ $0.04)
Premium / Discount -10.16% (-0.63%)
Fund Info
Inception May 26, 2010
Sponsor GSO / Blackstone Debt Funds Management
Website https://www.blackstone...
Phone 1 888 756 8443
Objective: High current income; Senior secured, floating rate loans
Related Indexes
Senior Loan Index
60/40 Balanced (w/ BDCs) Index
Investment Grade Bond Index
Taxable Bond & BDC Index
US Bond Index
Capital & Leverage
Outstanding Shares 14,663,239
Total Assets (Reported: June 30, 2020) $342M
Estimated Total Assets $333M
Net Assets $224M
Market Cap $201M
Purchases Turnover 135.29%
Sales Turnover 134.95%
Total Leverage 32.92%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.88%
Non Lev Exp Ratio 1.83%
Rel Lev Cost 1.98%
Discount Data
Average Discount (3 Yr) -2.50%
Discount Low(3 Yr) -31.07%
Discount High(3 Yr) 5.08%
Discount Rel Range 57.83%
Comp Discount 2.27
Discount St Dev (1Yr) 5.27
Z-Stat (6mo) 0.53
Z-Stat (1Yr) -0.62
Z-Stat (3Yr) -1.62
Comp Z-Stat (6mo) 0.29
Comp Z-Stat (3Yr) -0.92
Distribution Data
Market Yield 6.92%
Income Yield 6.92%
Lev Adj NAV Yield 4.68%
Distribution Frequency M
Current Distribution $0.079
Current Income $0.079
Ex-Date 9/22/20
Payable Date 9/30/20
Div Growth (3yr) -18.56%
Dividend Change -15.1% on 9/10/20
Expected Div 12/10/20
RoC (1yr) 0.00%
RoC (3yr) 0.00%
Volume & Liquidity
Average Daily $ (M) $808
Avg Volume 30 day 53,323
Avg Volume 90 day 58,989
Volume Trend -9.61%
Comp Volume Trend -5.60%
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 Senior Loan Index
Most Correlated Peer (Mk Pr): BGX 93.0%
NAV - Price Correlation (30 d) 84.6%
NAV - Price Correlation (90 d) 89.0%
NAV - Price Correlation (1 Yr) 96.0%
Price St Dev (1Yr) 41.0%
NAV St Dev (1Yr) 11.2%
Earnings / Share (6/30/20) $0.102
Earn Coverage 129.37%
Earnings Trend Down
UNII / Share (6/30/20) $0.132
Rel UNII 13.91
UNII Trend Down
Bond Specific Data
Maturity 4.80
Duration 0.40
Credit Rating (rbo) BB
Investment Grade 82.00%
Non Investment Grade 16.00%
Unrated Bonds 2.10%
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


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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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