CEF Advisors AICA Event NAVigator Podcast

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FS Credit Opportunities Corp. (FSCO)

Taxable Bond Funds - Loan Participation

Data as of Dec. 4, 2024
Current
Market Price $6.59 (- $0.02)
NAV (Dec. 4, 2024) $7.09 ( $0.00)
Fund Listed NYSE
Premium / Discount -7.05% (-0.28%)
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 $2,083M
Net Assets $1,406M
Market Cap $1,307M
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) -19.89%
Discount Low(3 Yr) -34.88%
Discount High(3 Yr) -4.11%
Discount Rel Range (3 Yr) 90.43%
Comp Discount -6.62
Discount St Dev (1Yr) 4.11
Z-Stat
Z-Stat (6mo) 1.15
Z-Stat (1Yr) 1.52
Z-Stat (3Yr) 1.64
Comp Z-Stat (6mo) 0.11
Comp Z-Stat (3Yr) 0.26
Distribution Data
Market Yield 10.93%
Income Yield 10.93%
Lev Adj NAV Yield 7.67%
Distribution Frequency M
Current Distribution $0.060
Current Income $0.060
Ex-Date 11/21/24
Payable Date 11/29/24
Div Growth (3yr) %
Dividend Change 5.3% on 3/11/24
Expected Div 12/6/24
RoC (1yr) 0.00%
RoC (3yr) 0.00%
Volume & Liquidity
Average Daily $ (K) $4,464
Avg Volume 30 day 693,785
Avg Volume 90 day 677,450
Volume Trend 2.41%
Comp Volume Trend 5.78%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
22.0%
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
21.0%
Price Correlation (1yr)
vs. CEFA's Senior Loan Index
18.0%
Most Correlated Peer (Mk Pr): PHD 29.0%
NAV - Price Correlation (30 d) 60.6%
NAV - Price Correlation (90 d) 3.2%
NAV - Price Correlation (1 Yr) 73.7%
Price St Dev (1Yr) 16.0%
NAV St Dev (1Yr) 5.0%
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)
-0.03
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
0.05
NAV Beta (2yr)
vs. CEFA's Senior Loan Index
0.29

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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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