Portfolio | FS KKR Capital Corp. II

Portfolio | FS KKR Capital Corp. II

Portfolio highlights

as of September 30, 2020 and based on fair value unless otherwise noted

160

Portfolio companies1

26%

Concentration in
top 10 portfolio companies2

77%

Of investments in senior secured debt2

$69M / 5.0x

Median portfolio company EBITDA & leverage

89%

Of debt investments are floating rate3

8.6%

Wtd. avg. annual yield on accruing debt investments4

4.2%

Non-accrual rate

>95%

Lead, co-lead
or sole lender5

1. Does not look through to FSKR’s portfolio companies held solely in Credit Opportunities Partners, LLC (COP) or the total return swap.

2. Figure excludes the impact of FSKR’s investment in COP and the total return swap.

3. See FSKR’s quarterly report on Form 10-Q for its definition of debt investments.

4. See FSKR’s quarterly report on Form 10-Q 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.


Security exposure 


Sector exposure across top 10 industries

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