NEW YORK, May 28 /PRNewswire-FirstCall/ -- GSC Investment Corp. (NYSE: GNV), a business development company, today announced financial results for the fourth quarter and fiscal year ended February 28, 2009. Operating Results For the fiscal year ended February 28, 2009, GSC Investment Corp. reported net investment income of $13.8 million or $1.67 per share. Net investment income was offset by net realized and unrealized losses on investments of $35.1 million or $4.24 per share, resulting in a net decrease in net assets resulting from operations of $21.3 million or $2.57 per share for the year. The $35.1 million net loss on investments was comprised of $28.0 million in net unrealized depreciation on investments and $7.2 million of net realized losses on investments. Net asset value was $8.20 per share as of February 28, 2009. For the fiscal quarter ended February 28, 2009, GSC Investment Corp. reported net investment income of $3.3 million or $0.40 per share. Net investment income was offset by net realized and unrealized losses on investments of $17.3 million or $2.09 per share, resulting in a net decrease in net assets resulting from operations of $14.0 million or $1.69 per share for the quarter. The $17.3 million net loss on investments was comprised of $17.5 million in net unrealized depreciation on investments and $0.3 million of net realized gains on investments. "Our fourth quarter and fiscal year 2009 results continue to reflect the extraordinary credit market environment affecting our industry," said Chief Executive Officer Seth M. Katzenstein. "Throughout fiscal year 2009, we have followed a strategy designed to preserve capital, generate cash and reduce debt." "Furthermore, our investment valuations are based on fair values that, we believe, reflect the volatility and illiquidity of the marketplace rather than the underlying quality and long-term potential value of our portfolio," said Mr. Katzenstein. "Consistent with our belief that the February 28, 2009 fair value may understate the long-term potential of our portfolio, we note that the Credit Suisse Leveraged Loan Index has increased 11% since the end of our fiscal year, a change that we have seen mirrored in the value of our liquid investments," said Mr. Katzenstein. "In the meantime, because of uncertainty regarding the timing and magnitude of a market recovery, we are exploring strategic and financing alternatives that will allow us to maximize shareholder value. We are pleased to have retained the investment banking firm of Stifel, Nicolaus & Company to help us identify and evaluate opportunities and consider our alternatives," said Mr. Katzenstein. There is no assurance that the exploration and evaluation of strategic and financing alternatives will result in any transaction. Portfolio and Investment Activity As of February 28, 2009, the value of the Company's investment portfolio was $118.9 million, principally invested in 35 portfolio companies and one collateralized loan obligation fund ("CLO"). The overall portfolio composition consisted of 14.4% first lien term loans, 34.5% second lien term loans, 21.7% senior secured notes, 10.4% unsecured notes, 18.8% subordinated notes of GSCIC CLO and 0.2% equity/limited partnership interests. The only non-performing investment was the Company's $0.4 million investment in Lyondell Chemical Company. During the fiscal year ended February 28, 2009, the Company made 17 investments in an aggregate amount of $23.1 million in new portfolio companies and $5.2 million in investments in existing portfolio companies. Also during the fiscal year ended February 28, 2009, the Company had $49.2 million in aggregate amount of exits and repayments resulting in net repayments of $20.9 million for the year. As of February 28, 2009, the weighted average current yield on the Company's first lien term loans, second lien term loans, senior secured notes, unsecured notes and the GSCIC CLO subordinated notes were 6.8%, 9.0%, 11.6%, 12.3% and 12.2%, respectively, which resulted in an aggregate weighted average current yield of 10.2%. As of February 28, 2009, 41.8%, or $40.3 million, of the Company's interest-bearing portfolio was comprised of fixed rate debt with a weighted average current coupon of 11.7% and 58.2%, or $56.2 million, of its interest-bearing portfolio was floating rate debt with a weighted average current spread of LIBOR plus 5.9%. Liquidity and Capital Resources In March 2009, the Company amended its revolving credit facility to decrease the minimum required collateralization and increase the portion of the Company's portfolio that can be invested in "CCC" rated investments in return for an increased interest rate and expedited amortization. As amended, the credit facility requires the Company to amortize the facility over the next two years using principal proceeds from realizations and repayments. Any amounts remaining outstanding after the amortization period will be due in full on the second anniversary of the amendment. The margin on the facility has been increased from 70 basis points over the commercial paper rate to 400 basis points during the first year and to 500 basis points during the following year. As of February 28, 2009, the Company's actual amount outstanding on its Revolving Facility was $59.0 million and its asset coverage ratio was 215% at year end. Dividend As a regulated investment company, GSC Investment Corp. is required to distribute a substantial portion of its investment company taxable income to shareholders through the payment of dividends. The Company has distributed $2.58 per share of dividends since inception and $1.03 per share during fiscal year 2009. At February 28, 2009, the Company had an aggregate of $7.5 million in cash and cash equivalents. In light of the continuing recession and the scarcity of available credit for its portfolio companies, the Company believes that cash conservation serves shareholders' interests by best positioning the Company to meet its debt obligations notwithstanding the possibility of adverse credit events in its portfolio. Accordingly, the Company has elected not to pay a dividend for the current quarter. "We are aware of the importance of a regular dividend to our shareholders," said CEO Seth Katzenstein, "but believe that maintaining our current cash position is essential to managing our portfolio through the current economic situation. We are pleased that, even in the midst of the most serious recession in half a century, we were able to increase our total investment income year over year, and we hope to resume payment of our regular dividend when economic conditions normalize." The authority to grant dividends rests entirely with GSC Investment Corp.'s Board of Directors. The Board will continue to assess the Company's dividend policy on a quarterly basis. Fourth Quarter and Fiscal Year 2009 Conference Call/Webcast Information When: Friday, May 29, 2009, 10:00 a.m. Eastern Time (ET) Call: Interested parties may participate by dialing (877) 879-6184 (U.S. and Canada) or (719) 325-4754 (outside U.S. and Canada). A replay of the call will be available from 1:00 p.m. ET on Friday, May 29, 2009 through 11:59 p.m. ET on Thursday, June 11, 2009 by dialing (888) 203-1112 (U.S. and Canada) or (719) 457-0820 (outside U.S. and Canada), passcode for both replay numbers: 1735646. Webcast: Interested parties may also access a simultaneous webcast of the call by going to http://ir.gscinvestmentcorp.com/events.cfm. A replay of the webcast will be available from 1:00 p.m. ET on Friday, May 29, 2009 through 11:59 p.m. ET, Thursday, June 11, 2009. About GSC Investment Corp. GSC Investment Corp. is a specialty finance company that invests primarily in leveraged loans and mezzanine debt issued by U.S. middle-market companies, high yield bonds and collateralized loan obligations. It has elected to be treated as a business development company under the Investment Company Act of 1940. The Company may also opportunistically invest in distressed debt, debt issued by non-middle market companies, and equity securities issued by middle and non-middle market companies. The Company draws upon the support and investment advice of its external manager, GSC Group, an alternative asset investment manager that focuses on complex, credit-driven strategies. GSC Investment Corp. is traded on the New York Stock Exchange under the symbol "GNV." GSC Investment Corp. Consolidated Balance Sheets As of -------- February 28, 2009 February 29, 2008 ----------------- ----------------- ASSETS Investments at fair value Non-control/non-affiliate investments (amortized cost of $137,020,449 and $162,888,724, respectively) $ 96,462,919 $ 143,745,269 Control investments (cost of $29,905,194 and $30,000,000, respectively) 22,439,029 29,075,299 Affiliate investments (cost of $0 and $0, respectively) 10,527 16,233 -------------- -------------- Total investments at fair value (amortized cost of $166,925,643 and $192,888,724, respectively) 118,912,475 172,836,801 Cash and cash equivalents 6,356,225 1,072,641 Cash and cash equivalents, securitization accounts 1,178,201 14,580,973 Outstanding interest rate cap at fair value (cost of $131,000 and $131,000, respectively) 39,513 76,734 Interest receivable 3,087,668 2,355,122 Due from manager - 940,903 Deferred credit facility financing costs, net 529,767 723,231 Management fee receivable 237,370 215,914 Other assets 321,260 39,349 -------------- -------------- Total assets $ 130,662,479 $ 192,841,668 ============== ============== LIABILITIES Revolving credit facility $ 58,994,673 $ 78,450,000 Payable for unsettled trades - 11,329,150 Dividend payable - 3,233,640 Management and incentive fees payable 2,880,667 943,061 Accounts payable and accrued expenses 700,537 713,422 Interest and credit facility fees payable 72,825 292,307 Due to manager - 11,048 --------------- --------------- Total liabilities $ 62,648,702 $ 94,972,628 =============== =============== STOCKHOLDERS' EQUITY Common stock, par value $.0001 per share, 100,000,000 common shares authorized, 8,291,384 and 8,291,384 common shares issued and outstanding, respectively 829 829 Capital in excess of par value 116,943,738 116,218,966 Accumulated undistributed net investment income 6,122,492 455,576 Accumulated undistributed net realized gain/(loss) from investments and derivatives (6,948,628) 1,299,858 Net unrealized depreciation on investments and derivatives (48,104,654) (20,106,189) ----------- ----------- Total stockholders' equity 68,013,777 97,869,040 ----------- ----------- Total liabilities and stockholders' equity $ 130,662,479 $ 192,841,668 =============== =============== NET ASSET VALUE PER SHARE $ 8.20 $ 11.80 --------------- --------------- GSC Investment Corp. Consolidated Statement of Operations For the period from May 12, 2006 For the For the (date of year ended year ended inception) February 28, February 29, to February 28, 2009 2008 2007 ------------ ------------ -------------- INVESTMENT INCOME Interest from investments Non-Control/Non-Affiliate investments $ 16,572,973 $ 20,115,301 $ - Control investments 4,393,818 262,442 - ------------- ------------ -------------- Total interest income 20,966,791 20,377,743 - Interest from cash and cash equivalents 175,567 366,312 30 Management fee income 2,049,717 599,476 - Other income 195,135 42,548 - ------------- ------------ -------------- Total investment income 23,387,210 21,386,079 30 ------------- ------------ -------------- EXPENSES Interest and credit facility financing expenses 2,605,367 5,031,233 - Base management fees 2,680,231 2,938,659 - Professional fees 1,166,111 1,409,806 35,000 Administrator expenses 960,701 892,112 - Incentive management fees 1,752,254 711,363 - Insurance 682,154 586,784 - Directors fees 295,017 313,726 - General & administrative 289,477 261,653 - Cost of acquiring management contract - 144,000 - Organizational expense - 49,542 95,193 ------------- ------------ -------------- Expenses before manager expense waiver and reimbursement 10,431,312 12,338,878 130,193 ------------- ------------ -------------- Expense reimbursement (1,010,416) (1,789,028) - ------------- ------------ -------------- Total expenses net of expense waiver and reimbursement 9,420,896 10,549,850 130,193 ------------- ------------ -------------- NET INVESTMENT INCOME BEFORE INCOME TAXES 13,966,314 10,836,229 (130,163) Income tax expense, including excise tax (140,322) (88,951) - NET INVESTMENT INCOME 13,825,992 10,747,278 (130,163) ------------- ------------ -------------- REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS Net realized gain/(loss) from investments Non-Control/Non- Affiliate investments (7,173,118) 2,707,402 - Control investments - 428,673 - Affiliate investments - 39,147 - Net realized gain from derivatives 30,454 732,526 - Net unrealized depreciation on investments (27,961,244) (20,051,923) - Net unrealized depreciation on derivatives (37,221) (54,266) - ------------- ------------ -------------- Net loss on investments (35,141,129) (16,198,441) - ------------- ------------ -------------- NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS $ (21,315,137) $ (5,451,163) $ (130,163) ============= ============= ============== WEIGHTED AVERAGE - BASIC AND DILUTED EARNINGS PER COMMON SHARE $ (2.57) $ (0.70) n/a WEIGHTED AVERAGE COMMON STOCK OUTSTANDING - BASIC AND DILUTED 8,291,384 7,761,965 67 Contact: Carl J. Crosetto GSC Group 973-437-1007 DATASOURCE: GSC Investment Corp. CONTACT: Carl J. Crosetto, GSC Group, +1-973-437-1007; or Roland Tomforde, Broadgate Consultants, LLC, +1-212-232-2222 Web Site: http://ir.gscinvestmentcorp.com/events.cfm

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