Blackstone / GSO Long-Short Credit Income Fund
|
Portfolio of Investments
|
September 30, 2016 (Unaudited)
|
|
Principal
Amount
|
Value | ||||||
FLOATING RATE LOAN INTERESTS(a) - 120.19%
|
||||||||
Aerospace and Defense - 2.45%
|
||||||||
Camp International Holding Company, Senior Secured First Lien Term Loan, 4.750%, 08/18/2023
|
$
|
2,244,208
|
$
|
2,245,891
|
||||
Camp International Holding Company, Senior Secured Second Lien Term Loan, 8.250%, 08/19/2024
|
987,409
|
991,729
|
||||||
Engility Corporation, Senior Secured First Lien Term B-2 Loan, 5.773%, 08/14/2023
|
577,731
|
584,231
|
||||||
Jazz Acquisition Inc, Senior Secured Second Lien Term Loan, 7.750%, 06/19/2022
|
1,732,833
|
1,455,580
|
||||||
|
5,277,431
|
|||||||
|
||||||||
Automotive - 0.99%
|
||||||||
American Tire Distributors Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 09/01/2021
|
445,091
|
440,696
|
||||||
KAR Auction Services Inc, Senior Secured First Lien Tranche B-3 Term Loan, 4.250%, 03/09/2023
|
412,720
|
418,783
|
||||||
Mitchell International Inc, Senior Secured Second Lien Term Loan, 8.500%, 10/11/2021
|
1,294,266
|
1,268,788
|
||||||
|
2,128,267
|
|||||||
|
||||||||
Banking, Finance, Insurance and Real Estate - 9.99%
|
||||||||
Acrisure LLC, Senior Secured First Lien Term B Loan, 6.500%, 05/19/2022
|
1,069,188
|
1,075,208
|
||||||
Alliant Holdings Intermediate LLC, Senior Secured First Lien 2016 Term Loan, 5.253%, 08/15/2022
|
1,068,750
|
1,074,895
|
||||||
AmWins Group LLC, Senior Secured First Lien New Term Loan, 4.750%, 09/06/2019
|
1,964,639
|
1,979,373
|
||||||
Arnhold and S Bleichroeder Holdings Inc, Senior Secured First Lien Initial Term Loan, 4.838%, 12/01/2022
|
1,439,125
|
1,443,917
|
||||||
AssuredPartners Capital Inc, Senior Secured First Lien Term Loan, 5.750%, 10/24/2022
|
1,506,851
|
1,517,678
|
||||||
Asurion LLC, Senior Secured Second Lien Term Loan, 8.500%, 03/03/2021
|
2,050,064
|
2,044,078
|
||||||
Confie Seguros Holding II Co, Senior Secured First Lien Term B Loan, 7.000%, 11/09/2018
|
499,120
|
500,056
|
||||||
Cunningham Lindsey US Inc, Senior Secured First Lien Initial Term Loan, 5.000%, 12/10/2019
|
1,767,941
|
1,496,120
|
||||||
DTZ US Borrower LLC, Senior Secured First Lien 2015-1 Converted Term Loan, 4.250%, 11/04/2021
|
1,119,332
|
1,122,131
|
||||||
DTZ US Borrower LLC, Senior Secured Second Lien Initial Term Loan, 9.250%, 11/04/2022
|
1,956,522
|
1,972,829
|
||||||
EZE Software Group LLC, Senior Secured Second Lien Term Loan, 7.250%, 04/05/2021
|
470,905
|
460,310
|
||||||
Gold Merger Co Inc, Senior Secured First Lien Initial Term Loan, 4.750%, 07/27/2023
|
1,710,059
|
1,726,099
|
||||||
MPH Acquisition Holdings LLC, Senior Secured First Lien Initial Term Loan, 5.000%, 06/07/2023
|
1,784,191
|
1,809,000
|
||||||
Solera LLC (Solera Finance Inc), Senior Secured First Lien Dollar Term Loan, 5.750%, 03/03/2023
|
2,191,653
|
2,217,449
|
||||||
VF Holding Corp, Senior Secured First Lien Initial Term Loan, 4.750%, 06/30/2023
|
560,748
|
563,770
|
||||||
Victory Capital Operating LLC, Senior Secured First Lien Initial Term Loan, 8.500%, 10/29/2021
|
511,877
|
505,159
|
||||||
|
21,508,072
|
|||||||
|
||||||||
Beverage, Food and Tobacco - 2.07%
|
||||||||
AdvancePierre Foods Inc, Senior Secured First Lien Effective Date Term Loan, 4.500%, 06/02/2023
|
892,511
|
901,102
|
||||||
Americold Realty Operating Partnership LP, Senior Secured First Lien Initial Term Loan, 5.750%, 12/01/2022
|
296,287
|
299,807
|
||||||
Candy Intermediate Holdings Inc, Senior Secured First Lien Initial Term Loan, L+4.50%, 06/15/2023(b)
|
792,750
|
799,520
|
||||||
Chobani LLC, Senior Secured First Lien Term Loan B, L+6.50%, 09/29/2023(b)
|
1,819,407
|
1,810,310
|
||||||
Winebow Holdings Inc, Senior Secured Second Lien Initial Term Loan, 8.500%, 12/31/2021
|
693,642
|
639,884
|
||||||
|
4,450,623
|
|
|
Principal
Amount
|
Value
|
|||||
Capital Equipment - 1.60%
|
||||||||
Alfred Fueling Systems Inc, Senior Secured First Lien Initial Term Loan, 4.500%, 06/21/2021
|
$
|
924,899
|
$
|
925,288
|
||||
Diebold Inc, Senior Secured First Lien Dollar Term B Loan, 5.250%, 11/06/2023
|
1,000,000
|
1,012,295
|
||||||
Meter Reading Holding LLC, Senior Secured First Lien Term B Loan, 6.750%, 08/29/2023
|
1,500,000
|
1,500,000
|
||||||
|
3,437,583
|
|||||||
|
||||||||
Chemicals, Plastics and Rubber - 3.01%
|
||||||||
Emerald Performance Materials LLC, Senior Secured First Lien Initial Term Loan, 4.500%, 08/02/2021
|
699,504
|
704,971
|
||||||
Emerald Performance Materials LLC, Senior Secured Second Lien Initial Term Loan, 7.750%, 08/01/2022
|
1,500,000
|
1,500,000
|
||||||
Pinnacle Operating Corporation, Senior Secured First Lien Term B Refinancing Loan, 4.750%, 11/15/2018
|
2,203,741
|
2,027,442
|
||||||
PQ Corporation, Senior Secured First Lien Dollar Tranche B-1 Term Loan, 5.750%, 11/04/2022
|
881,184
|
889,264
|
||||||
Royal Holdings Inc, Senior Secured First Lien Initial Term Loan, 4.500%, 06/20/2022
|
210,249
|
211,957
|
||||||
Tekni-Plex Inc, Senior Secured Second Lien Initial Term Loan, 8.750%, 06/01/2023
|
1,153,846
|
1,141,823
|
||||||
|
6,475,457
|
|||||||
|
||||||||
Construction and Building - 8.68%
|
||||||||
American Bath Group LLC, Senior Secured First Lien Term Loan, L+5.75%, 09/30/2023(b)
|
1,363,636
|
1,363,636
|
||||||
American Bath Group LLC, Senior Secured Second Lien term Loan, L+9.75%, 09/30/2024(b)
|
150,000
|
144,750
|
||||||
Builders Firstsource Inc, Senior Secured First Lien Tranche B Loan, 4.750%, 07/29/2022
|
777,328
|
782,995
|
||||||
C.H.I. Overhead Doors Inc, Senior Secured Second Lien Initial Term Loan, 8.750%, 07/28/2023
|
2,105,263
|
2,075,000
|
||||||
GYP Holdings III Corp, Senior Secured First Lien Term Loan L+3.50%, 04/01/2021(b)
|
1,105,263
|
1,104,915
|
||||||
Henry Company LLC, Senior Secured First Lien Term Loan B, L+4.50%, 09/30/2023(b)
|
621,762
|
623,316
|
||||||
Jeld-Wen Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 10/15/2021
|
1,965,000
|
1,980,966
|
||||||
Jeld-Wen Inc, Senior Secured First Lien Term B-1 Loan, 4.750%, 07/01/2022
|
739,655
|
745,358
|
||||||
SiteOne Landscape Supply LLC, Senior Secured First Lien Initial Term Loan, 6.250%, 04/29/2022
|
1,046,852
|
1,057,975
|
||||||
SRS Distribution Inc, Senior Secured First Lien Tranche B-1 Loan, L+4.25%, 08/25/2022(b)
|
1,275,636
|
1,289,987
|
||||||
SRS Distribution Inc, Senior Secured Second Lien 06/16 Term Loan, 9.750%, 02/25/2023
|
547,945
|
554,452
|
||||||
Stardust Finance Holdings Inc, Senior Secured First Lien Junior Term Loan, L+9.50%, 03/13/2023(b)
|
505,740
|
506,056
|
||||||
Stardust Finance Holdings Inc, Senior Secured First Lien Term Loan, 6.500%, 03/13/2022
|
3,484,830
|
3,473,940
|
||||||
US LBM Holdings LLC, Senior Secured First Lien Initial Term Loan, 6.250%, 08/20/2022
|
2,977,462
|
2,983,670
|
||||||
|
18,687,016
|
|||||||
|
||||||||
Consumer Goods Durable - 1.41%
|
||||||||
Apex Tool Group LLC, Senior Secured First Lien Term Loan, 4.500%, 01/31/2020
|
686,443
|
680,653
|
||||||
Hercules Achievement Inc, Senior Secured First Lien Initial Term Loan, 5.000%, 12/13/2021
|
1,842,188
|
1,854,088
|
||||||
Hillman Group Inc (The), Senior Secured First Lien Initial Term Loan, 4.500%, 06/30/2021
|
497,455
|
499,632
|
||||||
|
3,034,373
|
|||||||
|
||||||||
Consumer Goods Non Durable - 1.88%
|
||||||||
Inmar Inc, Senior Secured Second Lien Initial Term Loan, 8.000%, 01/27/2022
|
1,937,500
|
1,788,952
|
||||||
Revlon Consumer Products Corporation, Senior Secured First Lien New Term Loan, 4.250%, 09/07/2023
|
1,490,683
|
1,495,506
|
||||||
SRAM LLC, Senior Secured First Lien Term Loan, 4.011%, 04/10/2020
|
776,471
|
757,059
|
||||||
|
4,041,517
|
|||||||
|
||||||||
Containers, Packaging and Glass - 7.04%
|
||||||||
Charter Nex US Holdings Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 02/07/2022
|
2,740,751
|
2,764,732
|
||||||
Coveris Holdings SA, Senior Secured First Lien USD Term Loan, L+3.50%, 05/08/2019(b)
|
2,885,391
|
2,887,656
|
||||||
Hilex Poly Co LLC, Senior Secured First Lien Term Loan, 6.000%, 12/06/2021
|
2,339,608
|
2,361,553
|
||||||
IBC Capital Limited, Senior Secured Second Lien Term Loan, 8.000%, 09/09/2022
|
291,176
|
265,699
|
||||||
Multi Packaging Solutions Inc, Senior Secured First Lien Initial Dollar Tranche B Term Loan, 4.250%, 09/30/2020
|
1,086,824
|
1,086,145
|
||||||
Plaze Inc, Senior Secured First Lien Term Loan, 5.254%, 07/31/2022
|
379,066
|
380,014
|
||||||
Printpack Holdings Inc, Senior Secured First Lien Term Loan, 5.000%, 07/26/2023
|
1,046,512
|
1,051,744
|
|
Principal
Amount
|
Value | ||||||
Containers, Packaging and Glass (continued)
|
||||||||
Prolampac Intermediate Inc, Senior Secured First Lien Initial Term Loan, 5.750%, 08/18/2022
|
$
|
2,027,708
|
$
|
2,044,183
|
||||
Reynolds Group Holdings Inc, Senior Secured First Lien US Term Loan, L+3.25%, 02/06/2023(b)
|
2,312,328
|
2,322,803
|
||||||
|
15,164,529
|
|||||||
|
||||||||
Energy, Oil and Gas - 1.51%
|
||||||||
Chief Exploration & Development LLC, Senior Secured Second Lien Term Loan, 7.753%, 05/17/2021
|
752,941
|
709,647
|
||||||
Sheridan Investment Partners I LLC, Senior Secured First Lien Tranche B-2 Term Loan, 4.340%, 10/01/2019
|
1,566,167
|
963,193
|
||||||
Sheridan Production Partners I-A LP, Senior Secured First Lien Tranche B-2 Term Loan, 4.340%, 10/01/2019
|
207,530
|
127,631
|
||||||
Sheridan Production Partners I-M LP, Senior Secured First Lien Tranche B-2 Term Loan, 4.340%, 10/01/2019
|
126,761
|
77,958
|
||||||
Utex Industries Inc, Senior Secured First Lien New Initial Term Loan, 5.000%, 05/24/2021
|
1,501,838
|
1,120,746
|
||||||
W3 Co, Senior Secured First Lien Term Loan, 5.750%, 03/13/2020
|
309,225
|
242,742
|
||||||
|
3,241,917
|
|||||||
|
||||||||
Environmental Industries - 1.16%
|
||||||||
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
|
423,214
|
424,935
|
||||||
Wastequip LLC, Senior Secured First Lien Term Loan, 5.500%, 08/09/2019
|
329,970
|
330,382
|
||||||
|
2,487,694
|
|||||||
|
||||||||
Healthcare and Pharmaceuticals - 16.25%
|
||||||||
Albany Molecular Research Inc, Senior Secured First Lien Term Loan, 5.750%, 07/16/2021
|
820,521
|
825,649
|
||||||
Alvogen Pharma US Inc, Senior Secured First Lien Term Loan, 6.000%, 04/01/2022
|
2,068,846
|
2,075,321
|
||||||
Amneal Pharmaceuticals LLC, Senior Secured First Lien Term B Loan, 4.501%, 11/01/2019
|
1,484,666
|
1,490,605
|
||||||
Arbor Pharmaceuticals LLC, Senior Secured First Lien Initial Term Loan, 6.000%, 07/05/2023
|
1,278,369
|
1,284,761
|
||||||
Avantor Performance Materials Holdings Inc, Senior Secured First Lien Initial Term Loan, L+5.00%, 06/17/2022(b)
|
3,044,990
|
3,056,408
|
||||||
CHG Healthcare Services Inc, Senior Secured First Lien Term Loan, 4.750%, 06/07/2023
|
902,836
|
912,568
|
||||||
Concordia Healthcare Corp, Senior Secured First Lien Dollar Term Loan, 5.250%, 10/21/2021
|
1,344,977
|
1,205,624
|
||||||
CT Technologies Intermediate Holdings Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 12/01/2021
|
789,848
|
781,950
|
||||||
Genoa a QoL Healthcare Company LLC, Senior Secured First Lien Initial Term Loan, 4.500%, 04/29/2022
|
1,243,255
|
1,246,363
|
||||||
Global Healthcare Exchange LLC, Senior Secured First Lien Initial Term Loan, L+4.25%, 08/15/2022(b)
|
997,500
|
1,003,420
|
||||||
Greatbatch Ltd, Senior Secured First Lien Term B Loan, 5.250%, 10/27/2022
|
386,259
|
381,995
|
||||||
inVentiv Health Inc, Senior Secured First Lien Term Loan B, L+3.75%, 09/29/2023(b)
|
1,650,485
|
1,657,360
|
||||||
Mediware Information Systems Inc, Senior Secured First Lien Tranche B Loan, L+4.75%, 07/28/2023(b)
|
471,698
|
475,531
|
||||||
Medpace Holdings Inc, Senior Secured First Lien Initial Term Loan, 4.750%, 04/01/2021
|
244,008
|
245,228
|
||||||
Netsmart Technologies Inc, Senior Secured First Lien Initial Term Loan, 5.750%, 04/19/2023
|
1,986,401
|
1,998,200
|
||||||
Onex Carestream Finance LP, Senior Secured First Lien Term Loan, 5.000%, 06/07/2019
|
362,702
|
338,026
|
||||||
Onex Carestream Finance LP, Senior Secured Second Lien Term Loan, 9.500%, 12/09/2019
|
2,190,287
|
1,996,808
|
||||||
Onex Schumacher Finance LP, Senior Secured First Lien Initial Term Loan, 5.000%, 07/29/2022
|
2,125,395
|
2,134,693
|
||||||
Packaging Coordinators Midco Inc, Senior Secured First Lien Initial Term Loan, 5.000%, 06/29/2023
|
2,264,438
|
2,270,099
|
||||||
Precyse Acquisition Corp, Senior Secured First Lien Initial Term Loan, 6.500%, 10/20/2022
|
2,236,209
|
2,255,776
|
||||||
Press Ganey Holdings Inc, Senior Secured First Lien Term Loan, L+3.25%, 09/29/2023(b)
|
924,092
|
926,403
|
||||||
Press Ganey Holdings Inc, Senior Secured Second Lien Term Loan, L+0.00%, 09/30/2024(b)
|
681,818
|
686,932
|
||||||
Surgery Center Holdings Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 11/03/2020
|
1,444,057
|
1,446,764
|
||||||
U.S. Renal Care Inc, Senior Secured First Lien Initial Term Loan, 5.250%, 12/30/2022
|
2,541,419
|
2,446,116
|
||||||
Valeant Pharmaceuticals International, Senior Secured First Lien Series A-3 Tranche A Term Loan, 4.280%, 10/20/2018
|
851,303
|
851,835
|
Principal
Amount
|
Value | |||||||
Healthcare and Pharmaceuticals (continued)
|
||||||||
Valeant Pharmaceuticals International, Senior Secured First Lien Series D-2 Tranche B Term Loan, 5.000%, 02/13/2019
|
$
|
986,081
|
$
|
988,315
|
||||
|
34,982,750
|
|||||||
|
||||||||
High Tech Industries - 17.94%
|
||||||||
Ascend Learning LLC, Senior Secured First Lien Term Loan, 5.500%, 07/31/2019
|
958,900
|
963,694
|
||||||
Ascend Learning LLC, Senior Secured Second Lien Term Loan, 9.500%, 11/30/2020
|
1,000,000
|
990,000
|
||||||
Aspect Software Inc, Senior Secured First Lien Exit Term Loan, 10.000%, 05/25/2020
|
4,111,703
|
4,032,882
|
||||||
BMC Software Finance Inc, Senior Secured First Lien Initial US Term Loan, 5.000%, 09/10/2020
|
994,697
|
961,593
|
||||||
Ciena Corporation, Senior Secured First Lien 2016 Term Loan, 4.250%, 04/26/2021
|
482,661
|
485,075
|
||||||
Compuware Corporation, Senior Secured First Lien Tranche B-2 Term Loan, 6.250%, 12/15/2021
|
2,930,014
|
2,924,520
|
||||||
Cypress Semiconductor Corp, Senior Secured First Lien 2016 Incremental Term Loan, 6.500%, 07/05/2021
|
1,126,761
|
1,142,958
|
||||||
Epicor Software Corporation, Senior Secured First Lien Term B Loan, 4.750%, 06/01/2022
|
992,462
|
980,369
|
||||||
Flexera Software LLC, Senior Secured Second Lien Term Loan, 8.000%, 04/02/2021
|
200,000
|
197,250
|
||||||
Hyland Software Inc, Senior Secured Second Lien Term Loan, 8.250%, 07/03/2023
|
694,250
|
700,324
|
||||||
Informatica Corporation, Senior Secured First Lien Dollar Term Loan, 4.500%, 08/05/2022
|
915,776
|
893,261
|
||||||
Kronos Incorporated, Senior Secured Second Lien Initial Term Loan, 9.750%, 04/30/2020
|
3,000,000
|
3,058,740
|
||||||
Lanai Holdings III Inc, Senior Secured First Lien Initial Term Loan, L+4.75%, 08/29/2022(b)
|
1,134,826
|
1,123,477
|
||||||
Landesk Software Inc, Senior Secured First Lien Term Loan, 5.500%, 09/16/2022
|
1,390,728
|
1,402,028
|
||||||
Landesk Software Inc, Senior Secured Second Lien Term Loan, L+8.50%, 09/16/2023(b)
|
987,654
|
985,185
|
||||||
MA FinanceCo LLC, Senior Secured First Lien Tranche B-2 Term Loan, 4.502%, 11/19/2021
|
2,913,888
|
2,929,681
|
||||||
Peak 10 Inc, Senior Secured First Lien Term Loan, 5.000%, 06/17/2021
|
977,500
|
982,388
|
||||||
Peak 10 Inc, Senior Secured Second Lien Initial Term Loan, 8.250%, 06/17/2022
|
1,875,000
|
1,743,750
|
||||||
Pomeroy Group LLC, Senior Secured First Lien Initial Term Loan, 6.920%, 11/12/2021
|
1,000,000
|
978,750
|
||||||
ProQuest LLC, Senior Secured First Lien Initial Term Loan, 5.750%, 10/25/2021
|
1,768,448
|
1,773,974
|
||||||
SolarWinds Holdings Inc, Senior Secured First Lien 2016 Refinancing Term Loan, 5.500%, 02/03/2023
|
1,614,510
|
1,632,270
|
||||||
Sophia LP, Senior Secured First Lien Closing Date Term Loan, 4.750%, 09/30/2022
|
1,965,897
|
1,969,584
|
||||||
Sybil Software LLC, Senior Secured First Lien Term B-1 Loan, L+4.00%, 08/03/2022(b)
|
1,020,408
|
1,027,745
|
||||||
Tech Finance & Co SCA, Senior Secured First Lien US Term Loan, 5.000%, 07/13/2020
|
1,845,795
|
1,853,879
|
||||||
Trader Corporation, Senior Secured First Lien Term Loan, L+4.00%, 08/09/2023(b)
|
1,013,514
|
1,020,486
|
||||||
TTM Technologies Inc, Senior Secured First Lien Term B Loan, 6.000%, 05/31/2021
|
1,646,341
|
1,658,689
|
||||||
Western Digital Corporation, Senior Secured First Lien US Term B-1 Loan, 4.500%, 05/01/2023
|
208,964
|
211,425
|
||||||
|
38,623,977
|
|||||||
|
||||||||
Hotels, Gaming and Leisure - 3.13%
|
||||||||
Alpha Topco Limited - Delta 2 (Lux) Sarl, Senior Secured Second Lien Term Loan, 7.750%, 07/29/2022
|
2,717,400
|
2,731,666
|
||||||
Scientific Games International Inc, Senior Secured First Lien B-2 Term Loan, 6.000%, 10/01/2021
|
818,925
|
821,541
|
||||||
Travelport Finance (Luxembourg) Sarl, Senior Secured First Lien Term B Loan, 5.000%, 09/02/2021
|
1,950,118
|
1,961,088
|
||||||
UFC Holdings LLC, Senior Secured First Lien Term Loan, 5.000%, 08/18/2023
|
1,202,003
|
1,214,402
|
||||||
|
6,728,697
|
|||||||
|
||||||||
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
|
712,500
|
718,200
|
||||||
|
||||||||
Media Broadcasting and Subscription - 2.75%
|
||||||||
Numericable US LLC, Senior Secured First Lien USD Term B-6 Loan, 4.752%, 02/10/2023
|
2,235,000
|
2,253,852
|
||||||
Numericable-SFR SA, Senior Secured First Lien USD TLB-7 Term Loan, 5.002%, 01/15/2024
|
942,390
|
953,698
|
||||||
Sable International Finance Ltd, Senior Secured First Lien Term B-1 Loan, 5.588%, 01/03/2023
|
1,100,000
|
1,112,204
|
||||||
Sable International Finance Ltd, Senior Secured First Lien Term B-2 Loan, 5.830%, 01/03/2023
|
900,000
|
909,986
|
|
|
Principal
Amount
|
Value | |||||
Media Broadcasting and Subscription (continued)
|
||||||||
Telenet Financing USD LLC, Senior Secured First Lien Term AD Loan, 4.360%, 06/28/2024
|
$
|
675,676
|
$
|
682,392
|
||||
|
5,912,132
|
|||||||
|
||||||||
Metals and Mining - 2.17%
|
||||||||
Fairmount Santrol Inc, Senior Secured First Lien Tranche B-2 Term Loan, L+3.50%, 09/05/2019(b)
|
1,555,387
|
1,392,461
|
||||||
McJunkin Red Man Corporation, Senior Secured First Lien 2013 Term Loan, 5.000%, 11/08/2019
|
2,255,443
|
2,207,514
|
||||||
Murray Energy Corporation, Senior Secured First Lien Term B-1 Loan, 7.750%, 04/17/2017
|
453,995
|
439,999
|
||||||
Murray Energy Corporation, Senior Secured First Lien Term B-2 Non-PIK Loan, 8.250%, 04/16/2020
|
749,390
|
639,559
|
||||||
|
4,679,533
|
|||||||
|
||||||||
Retail - 5.77%
|
||||||||
Albertson's LLC, Senior Secured First Lien 2016-1 Term B-4 Loan, 4.500%, 08/25/2021
|
1,381,006
|
1,393,324
|
||||||
Albertson's LLC, Senior Secured First Lien Term B-6 Loan, 4.750%, 06/22/2023
|
448,841
|
453,866
|
||||||
Ascena Retail Group Inc, Senior Secured First Lien Tranche B Term Loan, 5.250%, 08/19/2022
|
1,159,527
|
1,121,193
|
||||||
CEC Entertainment Inc, Senior Secured First Lien Term B Loan, 4.000%, 02/15/2021
|
992,366
|
981,207
|
||||||
CWGS Group LLC, Senior Secured First Lien Term Loan, L+4.75%, 02/20/2020(b)
|
1,083,333
|
1,086,551
|
||||||
Jill Acquisition LLC, Senior Secured First Lien Initial Term Loan, 6.000%, 05/09/2022
|
707,098
|
698,259
|
||||||
Men's Wearhouse Inc (The), Senior Secured First Lien Tranche B-1 Term Loan, 5.000%, 06/18/2021
|
746,199
|
731,275
|
||||||
Nine West Holdings Inc, Senior Secured First Lien Initial Term Loan, 4.750%, 10/08/2019
|
782,000
|
405,076
|
||||||
Payless Inc, Senior Secured First Lien Initial Term Loan, 5.000%, 03/11/2021
|
1,243,347
|
739,791
|
||||||
Payless Inc, Senior Secured Second Lien Initial Term Loan, 8.500%, 03/11/2022
|
2,000,000
|
420,000
|
||||||
Petco Animal Supplies Inc, Senior Secured First Lien Tranche B-2 Term Loan, 5.002%, 01/26/2023
|
1,933,255
|
1,956,357
|
||||||
Pier 1 Imports (US) Inc, Senior Secured First Lien Initial Term Loan, 4.500%, 04/30/2021
|
2,036,458
|
1,858,268
|
||||||
Sports Authority (The), Senior Secured First Lien Term B Loan, 7.500%, 11/16/2017
|
2,370,777
|
580,841
|
||||||
|
12,426,008
|
|||||||
|
||||||||
Services - Business - 11.55%
|
||||||||
Advantage Sales & Marketing Inc, Senior Secured Second Lien Initial Term Loan, 7.500%, 07/25/2022
|
2,000,000
|
1,908,130
|
||||||
Crossmark Holdings Inc, Senior Secured First Lien Term Loan, 4.500%, 12/20/2019
|
3,309,328
|
2,178,630
|
||||||
Crossmark Holdings Inc, Senior Secured Second Lien Term Loan, 8.750%, 12/21/2020
|
1,500,000
|
678,750
|
||||||
DTI Holdco Inc, Senior Secured First Lien Term Loan, L+5.25%, 09/25/2023(b)
|
2,756,757
|
2,737,225
|
||||||
Erie Acquisition Holdings Inc (GCA Services Group Inc), Senior Secured First Lien Term Loan, 5.809%, 03/01/2023
|
2,515,449
|
2,538,642
|
||||||
Neff Rental LLC, Senior Secured Second Lien Closing Date Term Loan, 7.250%, 06/09/2021
|
3,184,888
|
3,121,190
|
||||||
Outerwall Inc, Senior Secured First Lien Term Loan, L+4.25%, 09/26/2023(b)
|
317,221
|
319,996
|
||||||
Sedgwick Claims Management Services Inc, Senior Secured Second Lien Incremental Term Loan, 6.750%, 02/28/2022
|
3,160,377
|
3,134,699
|
||||||
SurveyMonkey.com LLC, Senior Secured First Lien Term Loan, 6.250%, 02/07/2019
|
1,548,861
|
1,554,670
|
||||||
Transaction Network Services, Senior Secured First Lien Initial Term Loan, 5.000%, 02/14/2020
|
722,360
|
728,233
|
||||||
Transaction Network Services, Senior Secured Second Lien Initial Term Loan, 9.000%, 08/14/2020
|
1,823,628
|
1,809,951
|
||||||
TravelCLICK Inc, Senior Secured Second Lien Initial Term Loan, 8.750%, 11/08/2021
|
3,000,000
|
2,970,000
|
||||||
USAGM Holdco LLC, Senior Secured First Lien Initial Term Loan, 4.750%, 07/28/2022
|
1,191,000
|
1,188,023
|
||||||
|
24,868,139
|
|||||||
|
||||||||
Services - Consumer - 3.29%
|
||||||||
Nord Anglia Education Finance LLC, Senior Secured First Lien Initial Term Loan, 5.002%, 03/31/2021
|
1,694,419
|
1,700,781
|
||||||
Prime Security Services Borrower LLC, Senior Secured First Lien Term B-1 Loan, 4.750%, 05/02/2022
|
1,728,689
|
1,747,998
|
||||||
Prime Security Services Borrower LLC, Senior Secured Second Lien Term B Loan, 9.750%, 07/01/2022
|
259,615
|
264,971
|
|
Principal
Amount
|
Value | ||||||
Services - Consumer (continued)
|
||||||||
Red Lobster Management LLC, Senior Secured First Lien Initial Term Loan, 6.250%, 07/28/2021
|
$
|
269,303
|
$
|
271,240
|
||||
Renaissance Learning Inc, Senior Secured First Lien Initial Term Loan, 4.500%, 04/09/2021
|
684,211
|
683,071
|
||||||
Spin Holdco Inc, Senior Secured First Lien Initial Term Loan, 4.250%, 11/14/2019
|
2,415,999
|
2,409,053
|
||||||
|
7,077,114
|
|||||||
|
||||||||
Telecommunications - 6.72%
|
||||||||
Alorica Inc, Senior Secured First Lien Term B Loan, 5.500%, 06/30/2022
|
837,063
|
848,572
|
||||||
Communications Sales & Leasing Inc, Senior Secured Term Loan, 5.000%, 10/24/2022
|
1,989,924
|
2,002,859
|
||||||
ConvergeOne Holdings Corporation, Senior Secured First Lien Initial Term Loan, 6.000%, 06/17/2020
|
1,766,345
|
1,759,721
|
||||||
Cortes NP Acquisition Corp, Senior Secured Term Loan, L+5.00%, 09/29/2023(b)
|
2,978,102
|
2,888,759
|
||||||
Fairpoint Communications Inc, Senior Secured First Lien Term Loan, 7.500%, 02/14/2019
|
319,258
|
320,482
|
||||||
Nextgen Finance LLC, Senior Secured First Lien Term B Loan, 5.000%, 05/31/2021
|
1,955,000
|
1,955,000
|
||||||
TierPoint LLC, Senior Secured First Lien Term B-1 Loan, 5.500%, 12/02/2021
|
2,722,286
|
2,688,271
|
||||||
Windstream Services LLC, Senior Secured First Lien Term Loan B, L+4.00%, 03/29/2021(b)
|
1,990,000
|
1,999,950
|
||||||
|
14,463,614
|
|||||||
|
||||||||
Transportation Cargo - 0.30%
|
||||||||
XPO Logistics Inc, Senior Secured First Lien Term B-2 Loan, 4.250%, 11/01/2021
|
636,702
|
641,347
|
||||||
|
||||||||
Transportation Consumer - 1.62%
|
||||||||
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
|
3,038,355
|
3,007,972
|
||||||
|
3,494,253
|
|||||||
|
||||||||
Utilities Electric - 6.58%
|
||||||||
Astoria Energy LLC, Senior Secured First Lien Advance Term B Loan, 5.000%, 12/24/2021
|
509,367
|
501,727
|
||||||
Exgen Texas Power LLC, Senior Secured First Lien Term Loan, 5.750%, 09/20/2021
|
987,402
|
809,981
|
||||||
Granite Acquisition Inc, Senior Secured Second Lien Term B Loan, 8.250%, 12/19/2022
|
2,691,729
|
2,552,648
|
||||||
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
|
726,884
|
714,163
|
||||||
Panda Liberty LLC, Senior Secured First Lien Construction B-1 Facility Term Loan, 7.500%, 08/21/2020
|
1,461,688
|
1,443,417
|
||||||
Panda Temple Power II LLC, Senior Secured First Lien Construction Term Loan, 7.250%, 04/03/2019
|
1,980,013
|
1,846,362
|
||||||
Pike Corporation, Senior Secured First Lien Initial Term Loan, 5.500%, 12/22/2021
|
911,290
|
915,564
|
||||||
Sandy Creek Energy Associates LP, Senior Secured First Lien Term Loan, 5.000%, 11/09/2020
|
2,054,114
|
1,742,156
|
||||||
Texas Competitive Electric Holdings Company LLC, Senior Secured First Lien DIP Term B Loan, 5.000%, 10/31/2017
|
1,311,601
|
1,323,196
|
||||||
Texas Competitive Electric Holdings Company LLC, Senior Secured First Lien DIP Term C Loan, 5.000%, 10/31/2017
|
299,137
|
301,781
|
||||||
TPF II Power LLC, Senior Secured First Lien Term Loan, 5.000%, 10/02/2021
|
1,498,164
|
1,515,206
|
||||||
|
14,154,951
|
|||||||
|
||||||||
TOTAL FLOATING RATE LOAN INTERESTS
(Cost $265,616,782) |
258,705,194
|
|
Principal
Amount
|
Value | ||||||
Utilities Electric (continued)
|
||||||||
CONVERTIBLE CORPORATE BONDS(a) - 1.03%
|
||||||||
Energy, Oil and Gas - 1.03%
|
||||||||
Comstock Resources Inc:
|
||||||||
7.750%, 04/01/2019
|
$
|
1,000,000
|
$
|
735,000
|
||||
9.500%, 06/15/2020
|
2,000,000
|
1,470,000
|
||||||
|
2,205,000
|
|||||||
TOTAL CONVERTIBLE CORPORATE BONDS
(Cost $2,560,221) |
2,205,000
|
|||||||
|
||||||||
CORPORATE BONDS - 27.99%
|
||||||||
Automotive - 0.27%
|
||||||||
Omega US Sub LLC, Senior Unsecured Bond, 8.750%, 07/15/2023(c)
|
530,000
|
579,025
|
||||||
|
||||||||
Banking, Finance, Insurance and Real Estate - 3.06%
|
||||||||
Fly Leasing Limited, Senior Unsecured Bond, 6.750%, 12/15/2020
|
500,000
|
516,875
|
||||||
HUB Holdings LLC, Senior Unsecured Bond, 8.125%, 07/15/2019(c)(d)
|
2,025,000
|
1,984,500
|
||||||
National Financial Partners Corp, Senior Unsecured Bond, 9.000%, 07/15/2021(c)
|
1,300,000
|
1,340,462
|
||||||
Onex York Acquisition Co, Senior Unsecured Bond, 8.500%, 10/01/2022(c)
|
3,500,000
|
2,738,750
|
||||||
|
6,580,587
|
|||||||
|
||||||||
Beverage, Food and Tobacco - 2.27%
|
||||||||
Dole Food Co Inc, Senior Secured Bond, 7.250%, 05/01/2019(c)
|
1,650,000
|
1,678,875
|
||||||
P F Chang's China Bistro Inc, Senior Unsecured Bond, 10.250%, 06/30/2020(c)
|
3,377,000
|
3,199,707
|
||||||
|
4,878,582
|
|||||||
|
||||||||
Capital Equipment - 0.63%
|
||||||||
Hardwoods Acquisition Inc, Senior Secured Bond, 7.500%, 08/01/2021(c)
|
179,000
|
135,593
|
||||||
NWH Escrow Corp, Senior Secured Bond, 7.500%, 08/01/2021(c)
|
1,600,000
|
1,212,000
|
||||||
|
1,347,593
|
|||||||
|
||||||||
Commercial Services - 0.58%
|
||||||||
The Hertz Corp, Senior Unsecured Bond, 5.500%, 10/15/2024(c)
|
1,260,000
|
1,256,850
|
||||||
|
||||||||
Construction and Building - 4.14%
|
||||||||
BMC East LLC, Senior Unsecured Bond, 5.500%, 10/01/2024(c)
|
1,190,000
|
1,192,975
|
||||||
Builders FirstSource Inc, Senior Unsecured Bond, 10.750%, 08/15/2023(c)
|
2,150,000
|
2,477,875
|
||||||
FBM Finance Inc, Senior Secured Bond, 8.250%, 08/15/2021(c)
|
580,000
|
609,000
|
||||||
PriSo Acq Corp / Bldng Pro, Senior Unsecured Bond, 9.000%, 05/15/2023(c)
|
3,477,000
|
3,390,075
|
||||||
Zachry Holdings Inc, Senior Unsecured Bond, 7.500%, 02/01/2020(c)
|
1,250,000
|
1,250,000
|
||||||
|
8,919,925
|
|||||||
|
||||||||
Consumer Goods Durable - 0.07%
|
||||||||
Apex Tool Group LLC, Senior Unsecured Bond, 7.000%, 02/01/2021(c)
|
150,000
|
144,187
|
||||||
|
||||||||
Containers, Packaging and Glass - 0.41%
|
||||||||
ARD Finance SA, Senior Unsecured Bond, 7.125%, 09/15/2023(c)
|
400,000
|
399,000
|
||||||
Coveris Holdings SA, Senior Unsecured Bond, 7.875%, 11/01/2019(c)
|
331,000
|
340,102
|
||||||
Reynolds GRP ISS / Reynold, Senior Unsecured Bond, 7.000%, 07/15/2024(c)
|
140,000
|
150,413
|
||||||
|
889,515
|
|||||||
|
||||||||
Energy, Oil and Gas - 1.65%
|
||||||||
Calumet Specialty Prod, Senior Unsecured Bond, 7.750%, 04/15/2023
|
1,600,000
|
1,288,000
|
||||||
Comstock Resources Inc, Senior Unsecured Bond, 10.000%, 03/15/2020
|
1,250,000
|
1,162,500
|
||||||
CSI Compressco LP / CSI Compressco Finance Inc, Senior Unsecured Bond, 7.250%, 08/15/2022
|
500,000
|
475,000
|
||||||
SandRidge Energy Inc, Senior Secured Bond, 8.750%, 06/01/2020(c)(e)
|
1,750,000
|
634,375
|
||||||
|
3,559,875
|
|
Principal
Amount
|
Value | ||||||
Forest Products and Paper - 0.34%
|
||||||||
Tembec Industries Inc, Senior Secured Bond, 9.000%, 12/15/2019(c)
|
$
|
955,000
|
$
|
728,188
|
||||
|
||||||||
Healthcare and Pharmaceuticals - 2.00%
|
||||||||
Concordia Healthcare Corp, Senior Unsecured Bond, 7.000%, 04/17/2023(c)
|
1,500,000
|
967,500
|
||||||
Double Eagle Acquisition Sub Inc, Senior Unsecured Bond, 7.500%, 10/01/2024(c)
|
250,000
|
255,312
|
||||||
Kinetic Concepts / KCI USA Inc, Senior Unsecured Bond, 9.625%, 10/01/2021(c)
|
1,020,000
|
1,022,550
|
||||||
Surgery Center Holdings Inc, Senior Unsecured Bond, 8.875%, 04/15/2021(c)
|
1,500,000
|
1,605,000
|
||||||
Valeant Pharmaceuticals, Senior Unsecured Bond:
|
||||||||
5.375%, 03/15/2020(c)
|
350,000
|
325,500
|
||||||
6.125%, 04/15/2025(c)
|
150,000
|
129,563
|
||||||
|
4,305,425
|
|||||||
|
||||||||
High Tech Industries - 2.14%
|
||||||||
BMC Software Inc, Senior Unsecured Bond, 7.250%, 06/01/2018
|
670,000
|
670,000
|
||||||
Global A&T Electronics, Senior Unsecured Bond, 10.000%, 02/01/2019(c)
|
1,500,000
|
1,196,250
|
||||||
Infor US Inc, Senior Unsecured Bond, 6.500%, 05/16/2022
|
1,000,000
|
1,017,500
|
||||||
Riverbed Technology Inc, Senior Unsecured Bond, 8.875%, 03/01/2023(c)
|
1,604,000
|
1,722,295
|
||||||
|
4,606,045
|
|||||||
|
||||||||
Hotels, Gaming and Leisure - 2.19%
|
||||||||
Scientific Games Corp, Senior Unsecured Bond, 8.125%, 09/15/2018
|
4,000,000
|
4,015,000
|
||||||
Scientific Games International Inc, Senior Secured Bond, 7.000%, 01/01/2022(c)
|
650,000
|
690,625
|
||||||
|
4,705,625
|
|||||||
|
||||||||
Media - 0.33%
|
||||||||
Gray Television Inc, Senior Unsecured Bond, 5.125%, 10/15/2024(c)
|
720,000
|
708,300
|
||||||
|
||||||||
Media Broadcasting and Subscription - 2.64%
|
||||||||
Altice Financing SA, Senior Secured Bond, 7.500%, 05/15/2026(c)
|
910,000
|
949,812
|
||||||
Cablevision Systems Corp, Senior Unsecured Bond, 8.000%, 04/15/2020
|
1,400,000
|
1,470,000
|
||||||
Cequel Communications Holdings I, Senior Unsecured Bond, 5.125%, 12/15/2021(c)
|
1,500,000
|
1,503,765
|
||||||
Numericable-SFR SA, Senior Secured Bond, 7.375%, 05/01/2026(c)
|
1,720,000
|
1,760,317
|
||||||
|
5,683,894
|
|||||||
|
||||||||
Media, Advertising, Printing and Publishing - 0.12%
|
||||||||
McGraw-Hill Global Education, Senior Unsecured Bond, 7.875%, 05/15/2024(c)
|
230,000
|
249,263
|
||||||
|
||||||||
Metal Fabricate/Hardware - 0.21%
|
||||||||
Novelis Inc, Senior Unsecured Bond, 5.875%, 09/30/2026(c)
|
450,000
|
461,813
|
||||||
|
||||||||
Retail - 0.16%
|
||||||||
CEC Entertainment Inc, Senior Unsecured Bond, 8.000%, 02/15/2022
|
345,000
|
345,431
|
||||||
|
||||||||
Services - Business - 0.64%
|
||||||||
Modular Space Corp, Senior Secured Bond, 10.250%, 01/31/2019(c)
|
3,250,000
|
1,381,250
|
||||||
|
||||||||
Telecommunications - 2.26%
|
||||||||
Communications Sales & Leasing Inc, Senior Secured Bond, 6.000%, 04/15/2023(c)
|
375,000
|
390,000
|
||||||
Fairpoint Communications Inc, Senior Secured Bond, 8.750%, 08/15/2019(c)
|
2,580,000
|
2,641,275
|
||||||
Frontier Communications, Senior Unsecured Bond, 10.500%, 09/15/2022
|
1,250,000
|
1,329,687
|
||||||
Windstream Corporation Inc, Senior Unsecured Bond, 7.750%, 10/15/2020
|
500,000
|
512,500
|
||||||
|
4,873,462
|
|||||||
|
||||||||
Transportation Consumer - 0.76%
|
||||||||
Air Canada, Senior Unsecured Bond, 7.750%, 04/15/2021(c)
|
1,500,000
|
1,627,500
|
||||||
|
||||||||
Utilities Electric - 1.12%
|
||||||||
GenOn Energy Inc, Senior Secured Bond, 9.875%, 10/15/2020
|
2,100,000
|
1,575,000
|
|
Principal
Amount
|
Value
|
||||||
Utilities Electric (continued)
|
||||||||
RRI Energy Inc, Senior Unsecured Bond, 7.875%, 06/15/2017
|
$
|
1,000,000
|
$
|
832,500
|
||||
|
2,407,500
|
|||||||
|
||||||||
TOTAL CORPORATE BONDS
(Cost $63,383,244) |
60,239,835
|
|||||||
|
||||||||
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
|
|||||||
|
||||||||
Total Investments - 149.22%
(Cost $331,560,247) |
321,176,227
|
|||||||
|
||||||||
Assets in Excess of Other Liabilities - 3.35%
|
7,198,425
|
|||||||
Term Preferred Shares - (9.36)%
|
||||||||
(plus distributions payable on term preferred shares)
|
(20,132,367
|
)
|
||||||
|
||||||||
Leverage Facility - (43.21)%
|
(93,000,000
|
)
|
||||||
|
||||||||
Net Assets - 100.00% | $ | 215,242,285 |
(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 $45,029,842, which represents approximately 20.92% of net assets as of September 30, 2016. Such securities may normally be sold to qualified institutional buyers in transactions exempt from registration.
|
(d)
|
Option to convert to pay-in-kind security.
|
(e)
|
Security is currently in default and is therefore non-income producing.
|
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
|
$
|
–
|
$
|
2,000,429
|
$
|
2,450,194
|
$
|
4,450,623
|
||||||||
Capital Equipment
|
–
|
1,937,583
|
1,500,000
|
3,437,583
|
||||||||||||
Chemicals, Plastics and Rubber
|
–
|
4,448,015
|
2,027,442
|
6,475,457
|
||||||||||||
Construction and Building
|
–
|
16,555,314
|
2,131,702
|
18,687,016
|
||||||||||||
Consumer Goods Non Durable
|
–
|
3,284,458
|
757,059
|
4,041,517
|
||||||||||||
Containers, Packaging and Glass
|
–
|
14,784,515
|
380,014
|
15,164,529
|
||||||||||||
Environmental Industries
|
–
|
755,317
|
1,732,377
|
2,487,694
|
||||||||||||
Healthcare and Pharmaceuticals
|
–
|
30,362,760
|
4,619,990
|
34,982,750
|
||||||||||||
High Tech Industries
|
–
|
35,356,736
|
3,267,241
|
38,623,977
|
||||||||||||
Services ‐ Business
|
–
|
20,343,469
|
4,524,670
|
24,868,139
|
||||||||||||
Telecommunications
|
–
|
11,574,855
|
2,888,759
|
14,463,614
|
||||||||||||
Transportation Consumer
|
–
|
486,281
|
3,007,972
|
3,494,253
|
||||||||||||
Other
|
–
|
87,528,042
|
–
|
87,528,042
|
||||||||||||
Convertible Corporate Bonds
|
–
|
2,205,000
|
–
|
2,205,000
|
||||||||||||
Corporate Bonds
|
–
|
60,239,835
|
–
|
60,239,835
|
||||||||||||
Warrants
|
–
|
26,198
|
–
|
26,198
|
||||||||||||
Total
|
$
|
–
|
$
|
291,888,807
|
$
|
29,287,420
|
$
|
321,176,227
|
Blackstone/GSO Long-Short Credit Income Fund
|
Floating Rate
Loan Interests
|
Collateralized
Loan Obligation
|
Total
|
|||||||||
Balance as of December 31, 2015
|
$
|
46,007,744
|
$
|
5,848,889
|
$
|
51,856,633
|
||||||
Accrued Discount/ Premium
|
68,941
|
21,779
|
90,720
|
|||||||||
Return of Capital
|
-
|
-
|
-
|
|||||||||
Realized Gain/(Loss)
|
(721,570
|
)
|
(526,895
|
)
|
(1,248,465
|
)
|
||||||
Change in Unrealized Appreciation/(Depreciation)
|
2,594,945
|
670,227
|
3,265,172
|
|||||||||
Purchases
|
14,997,908
|
-
|
14,997,908
|
|||||||||
Sales Proceeds
|
(18,629,867
|
)
|
(6,014,000
|
)
|
(24,643,867
|
)
|
||||||
Transfer into Level 3
|
3,735,801
|
-
|
3,735,801
|
|||||||||
Transfer out of Level 3
|
(18,766,482
|
)
|
-
|
(18,766,482
|
)
|
|||||||
Balance as of September 30, 2016
|
$
|
29,287,420
|
$
|
-
|
$
|
29,287,420
|
||||||
Net change in unrealized appreciation/(depreciation) included in the Statements of Operations attributable to Level 3 investments held at September 30, 2016
|
$
|
794,654
|
$
|
-
|
$
|
794,654
|
Fair Value at 9/30/2016
|
Valuation Technique(s)
|
Unobservable Input(s)
|
Value/Range
|
|
Floating Rate Loan Interests
|
$29,287,420
|
Third-party vendor pricing service
|
Vendor quotes
|
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.
|
Blackstone / GSO Long-Short Credit Income Fund
|
||
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
|