Portfolio highlights
as of March 31, 2020 and based on fair value unless otherwise noted
184
Portfolio companies1
22%
Concentration in
top 10 portfolio companies2
70%
Of investments in senior secured debt2
$64M / 5.6x
Median portfolio company EBITDA & leverage
84%
Of debt investments are floating rate3
9.0%
Wtd. avg. annual yield on accruing debt investments4
3.9%
Non-accrual rate
93%
Lead, co-lead
or sole lender5
1. Does not look through to FSK’s portfolio companies held solely in SCJV.
2. Figure excludes the impact of FSK’s investment in SCJV.
3. See FSK’s quarterly report on Form 10-Q for its definition of debt investments.
4. FSK’s weighted average annual yield on all debt investments was 7.9% as of March 31, 2020. See FSK’s quarterly report on Form 10-Q for additional information on the calculation of weighted average annual yield on accruing debt investments and weighted average annual yield on all debt investments.
5. Figure based on count of direct origination investments only.
Security exposure
Sector exposure across top 10 industries
