as of September 30, 2020 and based on fair value unless otherwise noted
FV in top-10
Of investments in senior secured debt2
$67mm / 5.5x
Median portfolio company EBITDA & leverage
Of debt investments are floating rate3
Wtd. avg. annual yield on accruing debt investments4
Non-accrual rate at FV
or sole origination5
1. Does not look through to FSK’s portfolio companies held solely in Strategic Credit Opportunities Partners, LLC (SCJV).
2. Figure excludes the impact of FSK’s investment in SCJV.
3. See FSK’s quarterly report on Form 10-K for its definition of debt investments.
4. See FSK’s quarterly report on Form 10-K for additional information on the calculation of weighted average annual yield on accruing debt investments.
5. Figure based on count of Direct Origination investments only. KKR & BDC accounts’ participation, KKR Capital Markets’ involvement, and deal teams leading the negotiations / structuring are all considered when determining the Origination Role.