FS Credit Opportunities enters $50M total return swap on FS Specialty Lending Fund shares

FS Credit Opportunities Corp.

Equity TRS with Nomura Global Financial Products for up to $50M of FSSL common shares.
Term of three years; Company posts 70% initial margin as independent amount.
Company receives FSSL dividends; pays floating rate of 250 bps + USD overnight bank funding rate monthly.
Investment adviser FS Global Advisor will not receive fees on income from this TRS.

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