Blackstone / GSO Senior Floating Rate Term Fund
|
Portfolio of Investments
|
September 30, 2016 (Unaudited)
|
|
Principal
Amount
|
Value
|
||||||
FLOATING RATE LOAN INTERESTS(a) - 148.87%
|
||||||||
Aerospace and Defense - 3.50%
|
||||||||
Camp International Holding Company, Senior Secured First Lien Term Loan, 4.750%, 08/18/2023
|
$
|
4,091,224
|
$
|
4,094,292
|
||||
Engility Corporation, Senior Secured First Lien Term B-2 Loan, 5.773%, 08/14/2023
|
758,457
|
766,990
|
||||||
PRV Aerospace LLC, Senior Secured First Lien Term Loan, 7.000%, 05/09/2018
|
3,097,834
|
2,896,475
|
||||||
WP CPP Holdings LLC, Senior Secured First Lien B-3 Term Loan, 4.500%, 12/27/2019
|
1,480,690
|
1,454,778
|
||||||
|
9,212,535
|
|||||||
|
||||||||
Automotive - 2.78%
|
||||||||
American Tire Distributors Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 09/01/2021
|
3,570,784
|
3,535,523
|
||||||
Dealer Tire LLC, Senior Secured First Lien Initial Term Loan, 5.500%, 12/22/2021
|
927,882
|
937,160
|
||||||
Mitchell International Inc, Senior Secured Second Lien Term Loan, 8.500%, 10/11/2021
|
2,895,978
|
2,838,970
|
||||||
|
7,311,653
|
|||||||
|
||||||||
Banking, Finance, Insurance and Real Estate - 8.33%
|
||||||||
Acrisure LLC, Senior Secured First Lien Term B Loan, 6.500%, 05/19/2022
|
801,891
|
806,406
|
||||||
Alliant Holdings Intermediate LLC, Senior Secured First Lien 2016 Term Loan, 5.253%, 08/15/2022
|
1,425,000
|
1,433,194
|
||||||
Alliant Holdings Intermediate LLC, Senior Secured First Lien Initial Term Loan, 4.753%, 08/12/2022
|
779,605
|
780,775
|
||||||
AmWins Group LLC, Senior Secured First Lien New Term Loan, 4.750%, 09/06/2019
|
2,619,518
|
2,639,164
|
||||||
AssuredPartners Capital Inc, Senior Secured First Lien Term Loan, 5.750%, 10/24/2022
|
2,453,153
|
2,470,779
|
||||||
Asurion LLC, Senior Secured Second Lien Term Loan, 8.500%, 03/03/2021
|
1,925,532
|
1,919,909
|
||||||
Confie Seguros Holding II Co, Senior Secured First Lien Term B Loan, 7.000%, 11/09/2018
|
665,494
|
666,742
|
||||||
Cunningham Lindsey US Inc, Senior Secured First Lien Initial Term Loan, 5.000%, 12/10/2019
|
3,790,850
|
3,208,007
|
||||||
DTZ US Borrower LLC, Senior Secured First Lien 2015-1 Converted Term Loan, 4.250%, 11/04/2021
|
1,492,443
|
1,496,174
|
||||||
Gold Merger Co Inc, Senior Secured First Lien Initial Term Loan, 4.750%, 07/27/2023
|
887,574
|
895,899
|
||||||
MPH Acquisition Holdings LLC, Senior Secured First Lien Initial Term Loan, 5.000%, 06/07/2023
|
2,230,239
|
2,261,250
|
||||||
Solera LLC (Solera Finance Inc), Senior Secured First Lien Dollar Term Loan, 5.750%, 03/03/2023
|
1,865,625
|
1,887,583
|
||||||
VF Holding Corp, Senior Secured First Lien Initial Term Loan, 4.750%, 06/30/2023
|
747,664
|
751,694
|
||||||
Victory Capital Operating LLC, Senior Secured First Lien Initial Term Loan, 8.500%, 10/29/2021
|
682,503
|
673,545
|
||||||
|
21,891,121
|
|||||||
|
||||||||
Beverage, Food and Tobacco - 2.77%
|
||||||||
AdvancePierre Foods Inc, Senior Secured First Lien Effective Date Term Loan, 4.500%, 06/02/2023
|
1,115,639
|
1,126,377
|
||||||
Americold Realty Operating Partnership LP, Senior Secured First Lien Initial Term Loan, 5.750%, 12/01/2022
|
395,050
|
399,743
|
||||||
Candy Intermediate Holdings Inc, Senior Secured First Lien Initial Term Loan, 5.500%, 06/15/2023
|
590,625
|
595,669
|
||||||
Chobani LLC, Senior Secured First Lien Term Loan B, L+6.50%, 09/29/2023(b)
|
2,183,288
|
2,172,372
|
||||||
Supervalu Inc, Senior Secured First Lien New Term Loan, 5.500%, 03/21/2019
|
2,689,812
|
2,698,365
|
||||||
Winebow Holdings Inc, Senior Secured First Lien Initial Term Loan, 4.750%, 07/01/2021
|
290,469
|
286,596
|
||||||
|
7,279,122
|
|||||||
|
||||||||
Capital Equipment - 1.26%
|
||||||||
Alfred Fueling Systems Inc, Senior Secured First Lien Initial Term Loan, 4.500%, 06/21/2021
|
1,233,199
|
1,233,717
|
||||||
LTI Holdings Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 04/18/2022
|
1,122,150
|
1,088,486
|
||||||
Meter Reading Holding LLC, Senior Secured First Lien Term B Loan, 6.750%, 08/29/2023
|
1,000,000
|
1,000,000
|
||||||
|
3,322,203
|
|
Principal
Amount
|
Value
|
||||||
Chemicals, Plastics and Rubber - 3.94%
|
||||||||
Emerald Performance Materials LLC, Senior Secured First Lien Initial Term Loan, 4.500%, 08/02/2021
|
$
|
2,972,892
|
$
|
2,996,126
|
||||
Pinnacle Operating Corporation, Senior Secured First Lien Term B Refinancing Loan, 4.750%, 11/15/2018
|
2,639,396
|
2,428,244
|
||||||
PQ Corporation, Senior Secured First Lien Dollar Tranche B-1 Term Loan, 5.750%, 11/04/2022
|
1,145,539
|
1,156,043
|
||||||
Royal Holdings Inc, Senior Secured First Lien Initial Term Loan, 4.500%, 06/20/2022
|
1,323,283
|
1,334,035
|
||||||
Tekni-Plex Inc, Senior Secured First Lien Tranche B-1 Loan, 4.500%, 06/01/2022
|
736,025
|
737,865
|
||||||
Tekni-Plex Inc, Senior Secured Second Lien Initial Term Loan, 8.750%, 06/01/2023
|
1,730,769
|
1,712,734
|
||||||
|
10,365,047
|
|||||||
|
||||||||
Construction and Building - 12.91%
|
||||||||
American Bath Group LLC, Senior Secured First Lien Term Loan, L+5.75%, 09/30/2023(b)
|
1,818,182
|
1,818,182
|
||||||
American Bath Group LLC, Senior Secured Second Lien term Loan, L+9.75%, 09/30/2024(b)
|
250,000
|
241,250
|
||||||
American Builders and Contractors Supply Company Inc, Senior Secured Term B Loan, L+2.75%, 09/25/2023(b)
|
1,413,907
|
1,419,916
|
||||||
Builders Firstsource Inc, Senior Secured First Lien Tranche B Loan, 4.750%, 07/29/2022
|
3,096,842
|
3,119,418
|
||||||
C.H.I. Overhead Doors Inc, Senior Secured First Lien Initial Term Loan, 4.500%, 07/29/2022
|
844,914
|
846,498
|
||||||
C.H.I. Overhead Doors Inc, Senior Secured Second Lien Initial Term Loan, 8.750%, 07/28/2023
|
2,631,579
|
2,593,750
|
||||||
GYP Holdings III Corp, Senior Secured First Lien Term Loan L+4.50%, 04/01/2021(b)
|
1,473,684
|
1,473,220
|
||||||
Headwaters Incorporated, Senior Secured First Lien Term B-1 Loan, 4.000%, 03/24/2022
|
1,035,217
|
1,042,334
|
||||||
Henry Company LLC, Senior Secured First Lien Term Loan B, L+4.50%, 09/30/2023(b)
|
1,243,523
|
1,246,632
|
||||||
Jeld-Wen Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 10/15/2021
|
5,088,593
|
5,129,938
|
||||||
Jeld-Wen Inc, Senior Secured First Lien Term B-1 Loan, 4.750%, 07/01/2022
|
967,241
|
974,699
|
||||||
Priso Acquisition Corporation, Senior Secured First Lien Initial Term Loan, 4.500%, 05/09/2022
|
1,366,376
|
1,372,353
|
||||||
SiteOne Landscape Supply LLC, Senior Secured First Lien Initial Term Loan, 6.250%, 04/29/2022
|
1,432,940
|
1,448,165
|
||||||
SRS Distribution Inc, Senior Secured First Lien Tranche B-1 Loan, L+4.25%, 08/25/2022(b)
|
1,461,554
|
1,477,997
|
||||||
SRS Distribution Inc, Senior Secured Second Lien 06/16 Term Loan, 9.750%, 02/25/2023
|
821,918
|
831,678
|
||||||
Stardust Finance Holdings Inc, Senior Secured First Lien Junior Term Loan, L+9.50%, 03/13/2023(b)
|
644,783
|
645,186
|
||||||
Stardust Finance Holdings Inc, Senior Secured First Lien Term Loan, 6.500%, 03/13/2022
|
4,442,915
|
4,429,031
|
||||||
US LBM Holdings LLC, Senior Secured First Lien Initial Term Loan, 6.250%, 08/20/2022
|
3,807,692
|
3,815,631
|
||||||
|
33,925,878
|
|||||||
|
||||||||
Consumer Goods Durable - 1.09%
|
||||||||
Apex Tool Group LLC, Senior Secured First Lien Term Loan, 4.500%, 01/31/2020
|
1,030,583
|
1,021,890
|
||||||
Hercules Achievement Inc, Senior Secured First Lien Initial Term Loan, 5.000%, 12/13/2021
|
1,842,188
|
1,854,088
|
||||||
|
2,875,978
|
|||||||
|
||||||||
Consumer Goods Non Durable - 2.71%
|
||||||||
FGI Operating Company LLC, Senior Secured First Lien Term B Loan, 5.500%, 04/19/2019
|
2,807,955
|
2,600,868
|
||||||
Inmar Inc, Senior Secured Second Lien Initial Term Loan, 8.000%, 01/27/2022
|
250,000
|
230,833
|
||||||
Revlon Consumer Products Corporation, Senior Secured First Lien New Term Loan, 4.250%, 09/07/2023
|
1,987,578
|
1,994,007
|
||||||
SRAM LLC, Senior Secured First Lien Term Loan, 4.011%, 04/10/2020
|
2,358,810
|
2,299,840
|
||||||
|
7,125,548
|
|||||||
|
||||||||
Containers, Packaging and Glass - 6.61%
|
||||||||
Berlin Packaging LLC, Senior Secured First Lien Initial Term Loan, 4.500%, 10/01/2021
|
2,228,188
|
2,241,312
|
||||||
Charter Nex US Holdings Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 02/07/2022
|
2,498,621
|
2,520,484
|
||||||
Coveris Holdings SA, Senior Secured First Lien USD Term Loan, L+3.50%, 05/08/2019(b)
|
1,882,542
|
1,884,020
|
||||||
Hilex Poly Co LLC, Senior Secured First Lien Term Loan, 6.000%, 12/06/2021
|
1,071,473
|
1,081,524
|
||||||
Multi Packaging Solutions Inc, Senior Secured First Lien Initial Dollar Tranche B Term Loan, 4.250%, 09/30/2020
|
2,388,979
|
2,387,486
|
||||||
Printpack Holdings Inc, Senior Secured First Lien Term Loan, 5.000%, 07/26/2023
|
1,395,349
|
1,402,325
|
||||||
Prolampac Intermediate Inc, Senior Secured First Lien Initial Term Loan, 5.750%, 08/18/2022
|
1,964,665
|
1,980,628
|
||||||
Reynolds Group Holdings Inc, Senior Secured First Lien US Term Loan, L+3.25%, 02/06/2023(b)
|
3,865,245
|
3,882,754
|
||||||
|
17,380,533
|
|
Principal
Amount
|
Value
|
||||||
Energy, Oil and Gas - 4.03%
|
||||||||
Ascent Resources - Marcellus LLC, Senior Secured First Lien Term Loan, 5.250%, 08/04/2020
|
$
|
1,481,481
|
$
|
822,229
|
||||
Crestwood Holdings LLC, Senior Secured First Lien Tranche B-1 Term Loan, 9.000%, 06/19/2019
|
2,349,748
|
2,183,316
|
||||||
Jonah Energy Inc, Senior Secured Second Lien Initial Term Loan, 7.500%, 05/12/2021
|
2,000,000
|
1,790,000
|
||||||
Sheridan Investment Partners I LLC, Senior Secured First Lien Tranche B-2 Term Loan, 4.340%, 10/01/2019
|
5,045,380
|
3,102,909
|
||||||
Sheridan Production Partners I-A LP, Senior Secured First Lien Tranche B-2 Term Loan, 4.340%, 10/01/2019
|
668,554
|
411,161
|
||||||
Sheridan Production Partners I-M LP, Senior Secured First Lien Tranche B-2 Term Loan, 4.340%, 10/01/2019
|
408,357
|
251,139
|
||||||
Utex Industries Inc, Senior Secured First Lien New Initial Term Loan, 5.000%, 05/24/2021
|
1,501,838
|
1,120,747
|
||||||
W3 Co, Senior Secured First Lien Term Loan, 5.750%, 03/13/2020
|
1,155,300
|
906,910
|
||||||
|
10,588,411
|
|||||||
|
||||||||
Environmental Industries - 0.87%
|
||||||||
EnergySolutions LLC, Senior Secured First Lien Advance Term Loan, 6.750%, 05/29/2020
|
1,734,545
|
1,732,377
|
||||||
Infiltrator Water Technologies LLC, Senior Secured First Lien Term B-1 Loan, 4.500%, 05/27/2022
|
564,286
|
566,580
|
||||||
|
2,298,957
|
|||||||
|
||||||||
Healthcare and Pharmaceuticals - 18.67%
|
||||||||
Albany Molecular Research Inc, Senior Secured First Lien Term Loan, 5.750%, 07/16/2021
|
2,325,588
|
2,340,123
|
||||||
Alvogen Pharma US Inc, Senior Secured First Lien Term Loan, 6.000%, 04/01/2022
|
2,744,343
|
2,752,933
|
||||||
Amneal Pharmaceuticals LLC, Senior Secured First Lien Term B Loan, 4.501%, 11/01/2019
|
334,303
|
335,640
|
||||||
Arbor Pharmaceuticals LLC, Senior Secured First Lien Initial Term Loan, 6.000%, 07/05/2023
|
1,704,489
|
1,713,012
|
||||||
Avantor Performance Materials Holdings Inc, Senior Secured First Lien Initial Term Loan, L+5.00%, 06/17/2022(b)
|
3,793,359
|
3,807,584
|
||||||
CHG Healthcare Services Inc, Senior Secured First Lien Term Loan, 4.750%, 06/07/2023
|
1,128,544
|
1,140,710
|
||||||
Concordia Healthcare Corp, Senior Secured First Lien Dollar Term Loan, 5.250%, 10/21/2021
|
2,780,815
|
2,492,695
|
||||||
CT Technologies Intermediate Holdings Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 12/01/2021
|
2,233,325
|
2,210,992
|
||||||
Curo Health Services Holdings Inc, Senior Secured First Lien Term B Loan, 6.500%, 02/07/2022
|
1,407,143
|
1,411,540
|
||||||
Genoa a QoL Healthcare Company LLC, Senior Secured First Lien Initial Term Loan, 4.500%, 04/29/2022
|
1,328,507
|
1,331,828
|
||||||
Global Healthcare Exchange LLC, Senior Secured First Lien Initial Term Loan, 5.250%, 08/15/2022
|
1,894,497
|
1,905,741
|
||||||
Greatbatch Ltd, Senior Secured First Lien Term B Loan, 5.250%, 10/27/2022
|
515,012
|
509,326
|
||||||
inVentiv Health Inc, Senior Secured First Lien Term Loan B, L+3.75%, 09/29/2023(b)
|
1,980,583
|
1,988,832
|
||||||
Mediware Information Systems Inc, Senior Secured First Lien Tranche B Loan, L+4.75%, 07/28/2023(b)
|
943,396
|
951,061
|
||||||
Medpace Holdings Inc, Senior Secured First Lien Initial Term Loan, 4.750%, 04/01/2021
|
366,012
|
367,842
|
||||||
National Mentor Holdings Inc, Senior Secured First Lien Initial Tranche B Term Loan, 4.250%, 01/29/2021
|
1,060,881
|
1,063,697
|
||||||
Netsmart Technologies Inc, Senior Secured First Lien Initial Term Loan, 5.750%, 04/19/2023
|
2,149,784
|
2,162,554
|
||||||
Onex Carestream Finance LP, Senior Secured First Lien Term Loan, 5.000%, 06/07/2019
|
471,838
|
439,736
|
||||||
Onex Carestream Finance LP, Senior Secured Second Lien Term Loan, 9.500%, 12/09/2019
|
2,849,338
|
2,597,642
|
||||||
Onex Schumacher Finance LP, Senior Secured First Lien Initial Term Loan, 5.000%, 07/29/2022
|
1,209,398
|
1,214,689
|
||||||
Packaging Coordinators Midco Inc, Senior Secured First Lien Initial Term Loan, 5.000%, 06/29/2023
|
1,737,789
|
1,742,134
|
||||||
Precyse Acquisition Corp, Senior Secured First Lien Initial Term Loan, 6.500%, 10/20/2022
|
3,044,636
|
3,071,277
|
||||||
Press Ganey Holdings Inc, Senior Secured First Lien Term Loan, L+3.25%, 09/29/2023(b)
|
1,386,139
|
1,389,604
|
||||||
Press Ganey Holdings Inc, Senior Secured Second Lien Term Loan, L+0.00%, 09/30/2024(b)
|
909,091
|
915,909
|
||||||
Surgery Center Holdings Inc, Senior Secured First Lien Initial Term Loan, L+4.25%, 11/03/2020(b)
|
4,399,539
|
4,407,788
|
||||||
U.S. Renal Care Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 12/30/2022
|
3,974,975
|
3,825,913
|
||||||
Valeant Pharmaceuticals International, Senior Secured First Lien Series D-2 Tranche B Term Loan, 5.000%, 02/13/2019
|
986,081
|
988,315
|
||||||
|
49,079,117
|
|||||||
|
||||||||
High Tech Industries - 24.71%
|
||||||||
Ascend Learning LLC, Senior Secured First Lien Term Loan, 5.500%, 07/31/2019
|
460,182
|
462,482
|
||||||
Aspect Software Inc, Senior Secured First Lien Exit Term Loan, 10.000%, 05/25/2020
|
5,295,246
|
5,193,736
|
|
Principal
Amount
|
Value
|
||||||
High Tech Industries (continued)
|
||||||||
BMC Software Finance Inc, Senior Secured First Lien Initial US Term Loan, 5.000%, 09/10/2020
|
$
|
2,843,787
|
$
|
2,749,146
|
||||
Cavium Inc, Senior Secured First Lien Initial Term B Loan, 3.750%, 08/16/2022
|
430,622
|
436,005
|
||||||
Ciena Corporation, Senior Secured First Lien 2016 Term Loan, 4.250%, 04/26/2021
|
643,548
|
646,766
|
||||||
Compuware Corporation, Senior Secured First Lien Tranche B-2 Term Loan, 6.250%, 12/15/2021
|
987,437
|
985,586
|
||||||
Compuware Corporation, Senior Secured Second Lien Term Loan, 9.250%, 12/15/2022
|
3,500,000
|
3,305,313
|
||||||
Cypress Semiconductor Corp, Senior Secured First Lien 2016 Incremental Term Loan, 6.500%, 07/05/2021
|
1,690,141
|
1,714,437
|
||||||
Dell Software Group, Senior Secured First Lien Term Loan B, L+6.00%, 09/27/2022(b)
|
5,275,362
|
5,241,072
|
||||||
Epicor Software Corporation, Senior Secured First Lien Term B Loan, 4.750%, 06/01/2022
|
2,826,961
|
2,792,514
|
||||||
Hyland Software Inc, Senior Secured First Lien Term Loan, 4.750%, 07/01/2022
|
198,023
|
199,549
|
||||||
Informatica Corporation, Senior Secured First Lien Dollar Term Loan, 4.500%, 08/05/2022
|
2,408,255
|
2,349,048
|
||||||
Kronos Incorporated, Senior Secured Second Lien Initial Term Loan, 9.750%, 04/30/2020
|
4,000,000
|
4,078,320
|
||||||
Lanai Holdings III Inc, Senior Secured First Lien Initial Term Loan, 5.750%, 08/29/2022
|
1,238,532
|
1,226,147
|
||||||
Landesk Software Inc, Senior Secured First Lien Term Loan, 5.500%, 09/16/2022
|
1,835,762
|
1,850,677
|
||||||
Landesk Software Inc, Senior Secured Second Lien Term Loan, L+8.50%, 09/16/2023(b)
|
1,481,481
|
1,477,778
|
||||||
MA FinanceCo LLC, Senior Secured First Lien Tranche B-2 Term Loan, 4.502%, 11/19/2021
|
3,469,097
|
3,487,900
|
||||||
Microsemi Corporation, Senior Secured First Lien Term B Loan, 3.750%, 01/16/2023
|
1,445,470
|
1,461,392
|
||||||
ON Semiconductor Corp, Senior Secured First Lien Tranche B Loan L+3.25%, 03/31/2023(b)
|
4,770,017
|
4,798,566
|
||||||
P2 Upstream Acquisition Co, Senior Secured First Lien Term Loan, 5.000%, 10/30/2020
|
2,778,571
|
2,606,647
|
||||||
Peak 10 Inc, Senior Secured First Lien Term Loan, 5.000%, 06/17/2021
|
2,665,909
|
2,679,239
|
||||||
Peak 10 Inc, Senior Secured Second Lien Initial Term Loan, 8.250%, 06/17/2022
|
875,000
|
813,750
|
||||||
Pomeroy Group LLC, Senior Secured First Lien Initial Term Loan, 6.920%, 11/12/2021
|
1,496,231
|
1,464,436
|
||||||
ProQuest LLC, Senior Secured First Lien Initial Term Loan, 5.750%, 10/25/2021
|
1,768,448
|
1,773,974
|
||||||
Riverbed Technology Inc, Senior Secured First Lien Amendment Term Loan, 5.000%, 04/25/2022
|
776,715
|
785,189
|
||||||
SolarWinds Holdings Inc, Senior Secured First Lien 2016 Refinancing Term Loan, 5.500%, 02/03/2023
|
822,680
|
831,730
|
||||||
Sophia LP, Senior Secured First Lien Closing Date Term Loan, 4.750%, 09/30/2022
|
1,965,897
|
1,969,583
|
||||||
Sybil Software LLC, Senior Secured First Lien Term B-1 Loan, L+4.00%, 08/03/2022(b)
|
1,360,544
|
1,370,327
|
||||||
Tech Finance & Co SCA, Senior Secured First Lien US Term Loan, 5.000%, 07/13/2020
|
2,598,879
|
2,610,262
|
||||||
Trader Corporation, Senior Secured First Lien Term Loan, L+4.00%, 08/09/2023(b)
|
1,351,351
|
1,360,649
|
||||||
TTM Technologies Inc, Senior Secured First Lien Term B Loan, 6.000%, 05/31/2021
|
1,929,617
|
1,944,089
|
||||||
Western Digital Corporation, Senior Secured First Lien US Term B-1 Loan, 4.500%, 05/01/2023
|
278,619
|
281,899
|
||||||
|
64,948,208
|
|||||||
|
||||||||
Hotels, Gaming and Leisure - 5.55%
|
||||||||
Alpha Topco Limited - Delta 2 (Lux) Sarl, Senior Secured Second Lien Term Loan, 7.750%, 07/29/2022
|
3,812,600
|
3,832,616
|
||||||
Corner Investment Propco LLC, Senior Secured First Lien Term B Loan, 11.000%, 11/04/2019
|
1,873,961
|
1,855,222
|
||||||
Scientific Games International Inc, Senior Secured First Lien B-2 Term Loan, 6.000%, 10/01/2021
|
2,724,580
|
2,733,285
|
||||||
SMG, Senior Secured First Lien Term Loan, 4.501%, 02/27/2020
|
1,654,685
|
1,619,523
|
||||||
Travelport Finance (Luxembourg) Sarl, Senior Secured First Lien Term B Loan, 5.000%, 09/02/2021
|
2,918,791
|
2,935,209
|
||||||
UFC Holdings LLC, Senior Secured First Lien Term Loan, 5.000%, 08/18/2023
|
1,602,671
|
1,619,203
|
||||||
|
14,595,058
|
|||||||
|
||||||||
Media Advertising, Printing and Publishing - 0.33%
|
||||||||
McGraw-Hill Global Education Holdings LLC, Senior Secured First Lien Term B Loan, 5.000%, 05/04/2022
|
855,000
|
861,840
|
||||||
|
||||||||
Media Broadcasting and Subscription - 3.17%
|
||||||||
Nexstar Broadcasting Inc, Senior Secured First Lien Initial Term B Loan L+3.00%, 09/26/2023(b)
|
182,876
|
183,981
|
||||||
Nexstar Broadcasting Inc, Senior Secured First Lien Term Loan B L+3.00%, 09/26/2023(b)
|
2,052,281
|
2,064,676
|
||||||
Numericable US LLC, Senior Secured First Lien USD Term B-6 Loan, 4.752%, 02/10/2023
|
3,767,030
|
3,798,805
|
||||||
Numericable-SFR SA, Senior Secured First Lien USD TLB-7 Term Loan, 5.002%, 01/15/2024
|
1,256,519
|
1,271,598
|
||||||
Sable International Finance Ltd, Senior Secured First Lien Term B-1 Loan, 5.588%, 01/03/2023
|
550,000
|
556,102
|
Principal
Amount
|
Value
|
|||||||
Media Broadcasting and Subscription (continued)
|
||||||||
Sable International Finance Ltd, Senior Secured First Lien Term B-2 Loan, 5.830%, 01/03/2023
|
$
|
450,000
|
$
|
454,993
|
||||
|
8,330,155
|
|||||||
|
||||||||
Media Diversified and Production - 0.50%
|
||||||||
Nielsen Finance (VNU), Senior Secured Term Loan B3, L+2.50%, 09/28/2023(b)
|
1,314,795
|
1,322,296
|
||||||
|
||||||||
Metals and Mining - 2.38%
|
||||||||
Fairmount Santrol Inc, Senior Secured First Lien Tranche B-2 Term Loan, L+3.50%, 09/05/2019(b)
|
1,660,379
|
1,486,454
|
||||||
McJunkin Red Man Corporation, Senior Secured First Lien 2013 Term Loan, 5.000%, 11/08/2019
|
1,458,456
|
1,427,464
|
||||||
Murray Energy Corporation, Senior Secured First Lien Term B-1 Loan, 7.750%, 04/17/2017
|
2,572,641
|
2,493,326
|
||||||
Murray Energy Corporation, Senior Secured First Lien Term B-2 Non-PIK Loan, 8.250%, 04/16/2020
|
999,186
|
852,746
|
||||||
|
6,259,990
|
|||||||
|
||||||||
Retail - 7.97%
|
||||||||
Albertson's LLC, Senior Secured First Lien Term B-6 Loan, 4.750%, 06/22/2023
|
1,483,608
|
1,500,217
|
||||||
Ascena Retail Group Inc, Senior Secured First Lien Tranche B Term Loan, 5.250%, 08/19/2022
|
1,291,432
|
1,248,737
|
||||||
CEC Entertainment Inc, Senior Secured First Lien Term B Loan, 4.000%, 02/15/2021
|
1,678,286
|
1,659,413
|
||||||
CWGS Group LLC, Senior Secured First Lien Term Loan, 5.743%, 02/20/2020
|
1,166,667
|
1,170,132
|
||||||
Fairway Group Acquisition Company, Senior Secured First Lien First Out Term Loan, 9.000%, 01/03/2020
|
255,529
|
258,084
|
||||||
Fairway Group Acquisition Company, Senior Secured First Lien Last Out Term Loan, 10.000%, 01/03/2020
|
160,829
|
147,158
|
||||||
Fairway Group Holdings Corp, Senior Secured First Lien Subordinated Term Loan, 11.000%, 10/04/2021
|
139,721
|
115,270
|
||||||
Harbor Freight Tools USA Inc, Senior Secured First Lien Initial Term Loan, 4.000%, 08/18/2023
|
1,029,558
|
1,036,636
|
||||||
Jill Acquisition LLC, Senior Secured First Lien Initial Term Loan, 6.000%, 05/09/2022
|
1,025,504
|
1,012,685
|
||||||
Neiman Marcus Group Ltd LLC, Senior Secured First Lien Other Term Loan, 4.250%, 10/26/2020
|
1,268,372
|
1,170,866
|
||||||
Nine West Holdings Inc, Senior Secured First Lien Initial Term Loan, 4.750%, 10/08/2019
|
2,150,500
|
1,113,959
|
||||||
Payless Inc, Senior Secured First Lien Initial Term Loan, 5.000%, 03/11/2021
|
1,865,020
|
1,109,687
|
||||||
Petco Animal Supplies Inc, Senior Secured First Lien Tranche B-2 Term Loan, 5.002%, 01/26/2023
|
4,975,000
|
5,034,451
|
||||||
Spencer Gifts LLC, Senior Secured First Lien B-1 Term Loan, 5.250%, 07/16/2021
|
3,819,645
|
3,399,484
|
||||||
Sports Authority (The), Senior Secured First Lien Term B Loan, 7.500%, 11/16/2017
|
3,918,363
|
959,999
|
||||||
|
20,936,778
|
|||||||
|
||||||||
Services - Business - 11.86%
|
||||||||
Advantage Sales & Marketing Inc, Senior Secured Second Lien Initial Term Loan, 7.500%, 07/25/2022
|
2,750,000
|
2,623,679
|
||||||
BarBri Inc (Gemini Holdings Inc), Senior Secured First Lien Term Loan, 4.500%, 07/17/2019
|
2,662,751
|
2,549,584
|
||||||
Crossmark Holdings Inc, Senior Secured First Lien Term Loan, 4.500%, 12/20/2019
|
6,072,320
|
3,997,590
|
||||||
DTI Holdco Inc, Senior Secured First Lien Term Loan, L+5.25%, 09/25/2023(b)
|
5,513,514
|
5,474,450
|
||||||
Erie Acquisition Holdings Inc (GCA Services Group Inc), Senior Secured First Lien Term Loan, 5.809%, 03/01/2023
|
3,353,933
|
3,384,856
|
||||||
Outerwall Inc, Senior Secured First Lien Term Loan, L+4.25%, 09/26/2023(b)
|
422,961
|
426,662
|
||||||
Sedgwick Claims Management Services Inc, Senior Secured Second Lien Incremental Term Loan, 6.750%, 02/28/2022
|
2,075,472
|
2,058,608
|
||||||
Sedgwick Claims Management Services Inc, Senior Secured Second Lien Initial Term Loan, 6.750%, 02/28/2022
|
1,845,960
|
1,830,961
|
||||||
SurveyMonkey.com LLC, Senior Secured First Lien Term Loan, 6.250%, 02/07/2019
|
2,323,292
|
2,332,004
|
||||||
Transaction Network Services, Senior Secured First Lien Initial Term Loan, 5.000%, 02/14/2020
|
1,083,540
|
1,092,350
|
||||||
Transaction Network Services, Senior Secured Second Lien Initial Term Loan, 9.000%, 08/14/2020
|
479,902
|
476,303
|
||||||
TravelCLICK Inc, Senior Secured First Lien Initial Term Loan, 5.500%, 05/12/2021
|
2,206,733
|
2,212,249
|
||||||
TravelCLICK Inc, Senior Secured Second Lien Initial Term Loan, 8.750%, 11/08/2021
|
2,750,000
|
2,722,500
|
||||||
|
31,181,796
|
|
Principal
Amount
|
|
Value
|
|||||
Services - Consumer - 4.14%
|
||||||||
Learning Care Group (US) No. 2 Inc, Senior Secured First Lien Term Loan, L+4.75%, 05/05/2021(b)
|
$
|
1,417,593
|
$
|
1,420,697
|
||||
Nord Anglia Education Finance LLC, Senior Secured First Lien Initial Term Loan, 5.000%, 03/31/2021
|
929,293
|
932,782
|
||||||
NVA Holdings Inc, Senior Secured First Lien Incremental B-1 Term Loan, 5.500%, 08/14/2021
|
547,250
|
549,302
|
||||||
NVA Holdings Inc, Senior Secured First Lien Term Loan, 4.750%, 08/16/2021
|
1,837,490
|
1,840,550
|
||||||
NVA Holdings Inc, Senior Secured Second Lien Term Loan, 8.000%, 08/14/2022
|
985,421
|
986,037
|
||||||
Prime Security Services Borrower LLC, Senior Secured First Lien Term B-1 Loan, 4.750%, 05/02/2022
|
878,361
|
888,172
|
||||||
Red Lobster Management LLC, Senior Secured First Lien Initial Term Loan, 6.250%, 07/28/2021
|
856,532
|
862,690
|
||||||
Renaissance Learning Inc, Senior Secured First Lien Initial Term Loan, 4.500%, 04/09/2021
|
1,368,421
|
1,366,143
|
||||||
Spin Holdco Inc, Senior Secured First Lien Initial Term Loan, 4.250%, 11/14/2019
|
2,048,814
|
2,042,924
|
||||||
|
10,889,297
|
|||||||
|
||||||||
Telecommunications - 7.97%
|
||||||||
Alorica Inc, Senior Secured First Lien Term B Loan, 5.500%, 06/30/2022
|
1,046,329
|
1,060,716
|
||||||
Avaya Inc, Senior Secured First Lien Term B-7 Loan, 6.250%, 05/29/2020
|
6,691,394
|
4,968,360
|
||||||
Communications Sales & Leasing Inc, Senior Secured Term Loan, 5.000%, 10/24/2022
|
994,962
|
1,001,429
|
||||||
ConvergeOne Holdings Corporation, Senior Secured First Lien Initial Term Loan, 6.000%, 06/17/2020
|
2,485,309
|
2,475,989
|
||||||
Cortes NP Acquisition Corp, Senior Secured Term Loan, L+5.00%, 09/29/2023(b)
|
3,970,803
|
3,851,679
|
||||||
Fairpoint Communications Inc, Senior Secured First Lien Term Loan, 7.500%, 02/14/2019
|
2,372,272
|
2,381,370
|
||||||
Nextgen Finance LLC, Senior Secured First Lien Term B Loan, 5.000%, 05/31/2021
|
1,955,000
|
1,955,000
|
||||||
Windstream Services LLC, Senior Secured First Lien Term Loan B, L+4.00%, 03/29/2021(b)
|
3,233,750
|
3,249,919
|
||||||
|
20,944,462
|
|||||||
|
||||||||
Transportation Cargo - 0.33%
|
||||||||
XPO Logistics Inc, Senior Secured First Lien Term B-2 Loan, 4.250%, 11/01/2021
|
848,936
|
855,129
|
||||||
|
||||||||
Transportation Consumer - 1.91%
|
||||||||
Air Canada, Senior Secured Term Loan B, L+2.75%, 09/21/2023(b)
|
940,568
|
943,861
|
||||||
Air Medical Group Holdings Inc, Senior Secured First Lien 2016 New Term Loan, 5.000%, 04/28/2022
|
482,661
|
486,281
|
||||||
Lineage Logistics LLC, Senior Secured First Lien Term Loan, 4.500%, 04/07/2021
|
3,615,800
|
3,579,642
|
||||||
|
5,009,784
|
|||||||
|
||||||||
Utilities Electric - 8.58%
|
||||||||
Chief Power Finance LLC, Senior Secured First Lien Term B Advance Loan, 5.750%, 12/31/2020
|
1,618,193
|
1,332,307
|
||||||
Exgen Texas Power LLC, Senior Secured First Lien Term Loan, 5.750%, 09/20/2021
|
2,237,302
|
1,835,293
|
||||||
Granite Acquisition Inc, Senior Secured Second Lien Term B Loan, 8.250%, 12/19/2022
|
2,030,075
|
1,925,181
|
||||||
Green Energy Partners / Stonewall LLC, Senior Secured First Lien Term B-1 Conversion Advance Loan, 6.500%, 11/15/2021
|
500,000
|
488,750
|
||||||
Moxie Patriot LLC, Senior Secured First Lien Construction B-1 Facility Term Loan, 6.750%, 12/18/2020
|
1,453,768
|
1,428,327
|
||||||
Panda Liberty LLC, Senior Secured First Lien Construction B-1 Facility Term Loan, 7.500%, 08/21/2020
|
3,449,584
|
3,406,465
|
||||||
Panda Temple Power II LLC, Senior Secured First Lien Construction Term Loan, 7.250%, 04/03/2019
|
2,627,418
|
2,450,067
|
||||||
Pike Corporation, Senior Secured First Lien Initial Term Loan, 5.500%, 12/22/2021
|
1,215,054
|
1,220,752
|
||||||
Sandy Creek Energy Associates LP, Senior Secured First Lien Term Loan, 5.000%, 11/09/2020
|
3,086,885
|
2,618,080
|
||||||
Southeast PowerGen LLC, Senior Secured First Lien Advance Term B Loan, 4.500%, 12/02/2021
|
1,979,374
|
1,949,683
|
||||||
Texas Competitive Electric Holdings Company LLC, Senior Secured First Lien DIP Term B Loan, 5.000%, 10/31/2017
|
1,639,501
|
1,653,995
|
||||||
Texas Competitive Electric Holdings Company LLC, Senior Secured First Lien DIP Term C Loan, 5.000%, 10/31/2017
|
373,921
|
377,227
|
|
Principal
Amount
|
Value
|
||||||
Utilities Electric (continued)
|
||||||||
TPF II Power LLC, Senior Secured First Lien Term Loan, 5.000%, 10/02/2021
|
$
|
1,836,204
|
$
|
1,857,091
|
||||
|
22,543,218
|
|||||||
|
||||||||
TOTAL FLOATING RATE LOAN INTERESTS (Cost $403,927,752)
|
391,334,114
|
|||||||
|
||||||||
CORPORATE BONDS - 7.08%
|
||||||||
Banking, Finance, Insurance and Real Estate - 0.25%
|
||||||||
National Financial Partners Corp, Senior Unsecured Bond, 9.000%, 07/15/2021(c)
|
650,000
|
670,231
|
||||||
|
||||||||
Construction and Building - 0.84%
|
||||||||
BMC East LLC, Senior Unsecured Bond, 5.500%, 10/01/2024(c)
|
1,450,000
|
1,453,625
|
||||||
FBM Finance Inc, Senior Secured Bond, 8.250%, 08/15/2021(c)
|
710,000
|
745,500
|
||||||
|
2,199,125
|
|||||||
|
||||||||
Consumer Goods Durable - 0.07%
|
||||||||
Apex Tool Group LLC, Senior Unsecured Bond, 7.000%, 02/01/2021(c)
|
200,000
|
192,250
|
||||||
|
||||||||
Containers, Packaging and Glass - 0.68%
|
||||||||
ARD Finance SA, Senior Unsecured Bond, 7.125%, 09/15/2023(c)
|
600,000
|
598,500
|
||||||
Coveris Holdings SA, Senior Unsecured Bond, 7.875%, 11/01/2019(c)
|
955,000
|
981,263
|
||||||
Reynolds GRP ISS / Reynold, Senior Unsecured Bond, 7.000%, 07/15/2024(c)
|
190,000
|
204,131
|
||||||
|
1,783,894
|
|||||||
|
||||||||
Energy, Oil and Gas - 0.44%
|
||||||||
Comstock Resources Inc, Senior Unsecured Bond, 10.000%, 03/15/2020
|
1,250,000
|
1,162,500
|
||||||
|
||||||||
Healthcare and Pharmaceuticals - 0.86%
|
||||||||
Double Eagle Acquisition Sub Inc, Senior Unsecured Bond, 7.500%, 10/01/2024(c)
|
340,000
|
347,225
|
||||||
Kinetic Concepts / KCI USA Inc, Senior Unsecured Bond, 9.625%, 10/01/2021(c)
|
1,360,000
|
1,363,400
|
||||||
Valeant Pharmaceuticals, Senior Unsecured Bond:
|
||||||||
5.375%, 03/15/2020(c)
|
400,000
|
372,000
|
||||||
6.125%, 04/15/2025(c)
|
200,000
|
172,750
|
||||||
|
2,255,375
|
|||||||
|
||||||||
High Tech Industries - 0.46%
|
||||||||
Infor US Inc, Senior Unsecured Bond, 6.500%, 05/16/2022
|
750,000
|
763,125
|
||||||
Riverbed Technology Inc, Senior Unsecured Bond, 8.875%, 03/01/2023(c)
|
430,000
|
461,713
|
||||||
|
1,224,838
|
|||||||
|
||||||||
Media Broadcasting and Subscription - 1.57%
|
||||||||
Altice Financing SA, Senior Secured Bond, 7.500%, 05/15/2026(c)
|
1,410,000
|
1,471,687
|
||||||
Numericable-SFR SA, Senior Secured Bond, 7.375%, 05/01/2026(c)
|
2,590,000
|
2,650,710
|
||||||
|
4,122,397
|
|||||||
|
||||||||
Media, Advertising, Printing and Publishing - 0.11%
|
||||||||
McGraw-Hill Global Education, Senior Unsecured Bond, 7.875%, 05/15/2024(c)
|
270,000
|
292,613
|
||||||
|
||||||||
Retail - 0.11%
|
||||||||
Nine West Holdings Inc, Senior Unsecured Bond, 8.250%, 03/15/2019(c)
|
1,800,000
|
288,000
|
||||||
|
||||||||
Services - Business - 1.13%
|
||||||||
ADT Corp, Senior Unsecured Bond, 4.125%, 06/15/2023
|
3,000,000
|
2,962,500
|
|
|
Principal
Amount
|
Value
|
|||||
Telecommunications - 0.56%
|
||||||||
Fairpoint Communications Inc, Senior Secured Bond, 8.750%, 08/15/2019(c)
|
$
|
1,430,000
|
$
|
1,463,962
|
||||
|
||||||||
TOTAL CORPORATE BONDS (Cost $18,709,577)
|
18,617,685
|
|
Shares
|
|||||||
COMMON STOCK - 0.24%
|
||||||||
Energy, Oil and Gas - 0.20%
|
||||||||
TE Holdcorp LLC, Class A(d)
|
72,786
|
$
|
519,511
|
|||||
|
||||||||
Retail - 0.04%
|
||||||||
Fairway Group Holdings Corp(d)
|
3,243
|
104,198
|
||||||
|
||||||||
TOTAL COMMON STOCK (Cost $2,919,283)
|
623,709
|
|||||||
|
||||||||
PREFERRED STOCK - 0.19%
|
||||||||
Energy, Oil and Gas - 0.19%
|
||||||||
TE Holdcorp LLC(d)
|
48,248
|
488,514
|
||||||
|
||||||||
TOTAL PREFERRED STOCK (Cost $482,483)
|
488,514
|
|||||||
|
||||||||
WARRANTS - 0.01%
|
||||||||
Energy, Oil and Gas - 0.01%
|
||||||||
Comstock Resources Inc expires 9/6/2018 at $995.12
|
3,438
|
26,198
|
||||||
|
||||||||
TOTAL WARRANTS (Cost $–)
|
26,198
|
|||||||
|
||||||||
SHORT TERM INVESTMENTS - 5.24%
|
||||||||
Bank of New York Cash Reserve
|
||||||||
(0.050% 7-Day Yield)
|
13,787,295
|
13,787,295
|
||||||
|
||||||||
TOTAL SHORT TERM INVESTMENTS (Cost $13,787,295)
|
13,787,295
|
|||||||
|
||||||||
Total Investments - 161.63% (Cost $439,826,390)
|
424,877,515
|
|||||||
|
||||||||
Liabilities in Excess of Other Assets - (14.08)%
|
(37,006,796
|
)
|
||||||
|
||||||||
Leverage Facility - (47.55)%
|
(125,000,000
|
)
|
||||||
|
||||||||
Net Assets - 100.00%
|
$
|
262,870,719
|
(a)
|
The interest rate shown represents the rate at period end.
|
(b)
|
All or a portion of this position has not settled as of September 30, 2016. The interest rate shown represents the stated spread over the London Interbank Offered Rate ("LIBOR" or "L") or the applicable LIBOR floor; the Fund will not accrue interest until the settlement date, at which point LIBOR will be established.
|
(c)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. Total market value of Rule 144A securities amounts to $13,729,560, which represents approximately 5.22% of net assets as of September 30, 2016. Such securities may normally be sold to qualified institutional buyers in transactions exempt from registration.
|
(d)
|
Non-income producing security.
|
Investments in Securities at Value*
|
Level 1 - Quoted Prices
|
Level 2 - Significant Observable Inputs
|
Level 3 - Significant Unobservable Inputs
|
Total
|
||||||||||||
Floating Rate Loan Interests
|
||||||||||||||||
Beverage, Food and Tobacco
|
$
|
–
|
$
|
5,106,750
|
$
|
2,172,372
|
$
|
7,279,122
|
||||||||
Capital Equipment
|
–
|
2,322,203
|
1,000,000
|
3,322,203
|
||||||||||||
Chemicals, Plastics and Rubber
|
–
|
7,936,803
|
2,428,244
|
10,365,047
|
||||||||||||
Construction and Building
|
–
|
28,400,963
|
5,524,915
|
33,925,878
|
||||||||||||
Consumer Goods Non Durable
|
–
|
4,825,708
|
2,299,840
|
7,125,548
|
||||||||||||
Environmental Industries
|
–
|
566,580
|
1,732,377
|
2,298,957
|
||||||||||||
Healthcare and Pharmaceuticals
|
–
|
42,777,703
|
6,301,414
|
49,079,117
|
||||||||||||
High Tech Industries
|
–
|
60,695,201
|
4,253,007
|
64,948,208
|
||||||||||||
Hotels, Gaming and Leisure
|
–
|
12,739,836
|
1,855,222
|
14,595,058
|
||||||||||||
Retail
|
–
|
17,274,866
|
3,661,912
|
20,936,778
|
||||||||||||
Services - Business
|
–
|
23,915,043
|
7,266,753
|
31,181,796
|
||||||||||||
Services - Consumer
|
–
|
10,339,995
|
549,302
|
10,889,297
|
||||||||||||
Telecommunications
|
–
|
17,092,783
|
3,851,679
|
20,944,462
|
||||||||||||
Transportation Consumer
|
–
|
1,430,142
|
3,579,642
|
5,009,784
|
||||||||||||
Other
|
–
|
109,432,859
|
–
|
109,432,859
|
||||||||||||
Corporate Bonds
|
–
|
18,617,685
|
–
|
18,617,685
|
||||||||||||
Common Stock
|
||||||||||||||||
Retail
|
–
|
–
|
104,198
|
104,198
|
||||||||||||
Other
|
–
|
519,511
|
–
|
519,511
|
||||||||||||
Preferred Stocks
|
–
|
488,514
|
–
|
488,514
|
||||||||||||
Warrants
|
–
|
26,198
|
–
|
26,198
|
||||||||||||
Short Term Investments
|
13,787,295
|
–
|
–
|
13,787,295
|
||||||||||||
Total
|
$
|
13,787,295
|
$
|
364,509,343
|
$
|
46,580,877
|
$
|
424,877,515
|
Blackstone/GSO Senior Floating Rate Term Fund
|
Floating Rate
Loan Interests
|
Common Stock
|
Total
|
|||||||||
Balance as of December 31, 2015
|
$
|
61,179,315
|
$
|
-
|
$
|
61,179,315
|
||||||
Accrued Discount/ Premium
|
59,558
|
-
|
59,558
|
|||||||||
Return of Capital
|
-
|
-
|
-
|
|||||||||
Realized Gain/(Loss)
|
(946,422
|
)
|
-
|
(946,422
|
)
|
|||||||
Change in Unrealized Appreciation/(Depreciation)
|
4,329,051
|
104,198
|
4,433,249
|
|||||||||
Purchases
|
18,813,629
|
-
|
18,813,629
|
|||||||||
Sales Proceeds
|
(21,668,031
|
)
|
-
|
(21,668,031
|
)
|
|||||||
Transfer into Level 3
|
9,610,027
|
-
|
9,610,027
|
|||||||||
Transfer out of Level 3
|
(24,900,448
|
)
|
-
|
(24,900,448
|
)
|
|||||||
Balance as of September 30, 2016
|
$
|
46,476,679
|
$
|
104,198
|
$
|
46,580,877
|
||||||
Net change in unrealized appreciation/(depreciation) attributable to Level 3 investments held at September 30, 2016
|
$
|
888,068
|
$
|
104,198
|
$
|
992,266
|
Fair Value at 9/30/16
|
Valuation Technique(s)
|
Unobservable Input(s)
|
Value/Range
|
|
Floating Rate Loan Interests
|
$46,476,679
|
Third-party vendor pricing service
|
Vendor quotes
|
N/A
|
Common Stock
|
$104,198
|
Last transaction price
|
N/A
|
N/A
|
(a) |
The Registrant’s principal executive officer and principal financial officer have concluded that the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) are effective based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this Report.
|
(b) |
There was no change in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) that occurred during the Registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the Registrant’s internal control over financial reporting.
|
By:
|
/s/ Daniel H. Smith, Jr.
|
|
|
Daniel H. Smith, Jr. (Principal Executive Officer)
|
|
|
Chairman, Chief Executive Officer and President
|
|
Date: | November 29, 2016 | |
By: | /s/ Doris Lee-Silvestri | |
Doris Lee-Silvestri (Principal Financial Officer) | ||
Treasurer and Chief Financial Officer | ||
Date: | November 29, 2016 |
By: | /s/ Daniel H. Smith, Jr. | |
Daniel H. Smith, Jr. (Principal Executive Officer) | ||
Chairman, Chief Executive Officer and President | ||
Date: | November 29, 2016 | |
By: | /s/ Doris Lee-Silvestri | |
Doris Lee-Silvestri (Principal Financial Officer) | ||
Treasurer and Chief Financial Officer | ||
Date: | November 29, 2016 |