FS Credit Opportunities Corp.

Q2 2024 Earnings Conference Call

9/5/2024

spk00: a little bit higher in the private market for 700, but we're also seeing attractive things in the public market, so we continue to put money to work at the 600 spread. You know, we're greater. Some examples of opportunities in the private market in the last quarter include an investment to be led in core health and fitness, investment in a company called ECI in a pharma business, a follow-on investment to support a company called Nefron, restructuring investment in another healthcare company, something in the gaming space, something in the sports equipment space. So we're reaching to the market, strong capabilities leverage that to create idiosyncratic opportunities the private space. Great. Our next question, do you believe the economy will slow down in the coming quarters? If so, how do you shift your funds focus to best preserve NAV? Yeah, so, you know, we see some signs of modest swelling in the economy. I think we still have the view that the chance of a recession in the U.S. is below 50% over the next 12 months, but We're always mindful of underwrite downside scenarios and investments. I think first and foremost, we want to hold to our standards when we underwrite deals through all points in the cycle and achieving appropriate predator protections as well as investing in good businesses. It's always the best way to limit downside. So far, we've been able to continue identifying good opportunities with superior risk-adjusted returns. And so I think the case of investing, the style of investing that we've been doing is consistent and mindful, protecting the outside should things deteriorate. And then, you know, I'd also mention that our fund has the flexibility to take advantage of market dislocations, you know, as well as broad sector expertise, which allows us to to focus on sectors that fall out of favor, just their slowdowns and how they consume or other kinds of micro types of opportunities. So I think we're pretty well positioned. Our next question, where do the best risk-adjusted returns sit within your portfolio today? Are they predominantly, firstly, seen as secured risk, or are you willing to go down in the capital structure? So what we've seen, you know, sort of over and over in credit is that there are just huge advantages to being secured. Like our, you know, our career, the mark of our experience has continued to illustrate that being secured is normally the best place to be in the capital structure. And so generally speaking, that's where we like to focus, very downside oriented. Obviously, we understand that spreads can fly. The economy can slow down. There can be the aristocratic challenges that businesses face. But if we do a good job structuring and underwriting our investments, we should get our money back, plus if we do our job well. And, you know, that kind of informs the core go-to-market strategy, which is, you know, protect principle, don't lose money. You know, there's a limit to what we can do around mark-to-market, but if, you know, we're careful and when things go bad, we kind of have a, you know, you can get your money back and pay the little return as opposed to when you take a bath on something approach. If you will be able to continue out Our next question, can you discuss the fee structure relative to peers in the closed-end fund space? We view our peers as a mixture of closed-end funds and BDCs. Half of our portfolio is BDC-like, so private investments represent 52% of the portfolio. is actually more intensive than BDC-like credit, given the special nature of many of our private fields and the non-sponsor nature. So, they're heavily negotiated, heavily diligence, highly monitored transactions. Two-thirds of our investments in this quarter were in direct origination. So, the trend is up. You know, that said, you know, the remainder of our portfolio are in public investments. Again, those public investments are not, you know, on-the-run type investments, but more, you know, kind of intensive investments also, you know, underwrite, you know, and monitor. But if you just look at the, you know, public-private nature of our business, it's sort of half closed-end fund life, half BBC life. And if you look at our fee structure, it sits in between, you know, the pros and cons and BDC fee structures. Next question. Can you provide an update on non-pool investments in the portfolio? Yeah. So, non-pools are about 2.7% of, you know, fair market value. predominantly first-lead, so just because something is non-approval doesn't necessarily mean we're going to lose money on that investment. And we're comfortable with the level of non-approvals in the portfolio. There were two new non-approvals in the quarter, one investment with a $5.3 million fair market value and one with a fair market value of $23 million. Our next question, we talk about leverage and targets on the capital structure. At quarter end, the revolver was fully paid down. Leverage on the gross basis was 0.48 times, which is the lower end of the range for FSEO. Is this reduction in leverage intentional? So our views on leverage haven't changed in terms of target leverage levels. uh i'd say two things uh one with respect to this you know particular production uh it was really a function of two different things the biggest was nav growing over the last you know few quarters and debt levels not changing that much just sitting down a little bit but that leads to a lower ratio That was the biggest driver. The second thing just to think about is given our focus You know, it's possible you're getting a repayment with the new origination coming not exactly at the same time. And, you know, that probably speaks for the slight reduction in debt that we had quarter over quarter. Our last question. Given that the revolver in terms of mature this December, do you intend on refinancing and or raising additional leverage? And also, what is your target liquidity level? We have plans to address the 2024 maturities. We're in active discussions right now about the most cost-effective way and flexible way to do that. And from a target perspective, our view is nothing has changed. We're focused on maintaining our current leverage targets. And we're also focused on making sure we have the right mix of leverage in terms of debt, you know, versus preferred. Great. This concludes today's call. Thank you, Andrew. Thank you, Nick. If you have any follow-up questions or if we didn't address any of your questions, please feel free to reach out to myself, Joseph Monteleone. Thank you.
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