Portfolio | FS KKR Capital Corp.

Portfolio | FS KKR Capital Corp.

Portfolio highlights

as of June 30, 2021, and based on fair value unless otherwise noted

195

Portfolio companies1

20%

Portfolio fair value in top 10 portfolio companies2

88%

Of debt investments are floating rate3

8.5%

Weighted average annual yield on accruing debt investments4

70%

Of investments in senior secured debt4

$78M / 5.6x

Median portfolio company EBITDA & leverage

3.0%

Non-accrual rate at fair value

>95%

Lead, co-lead, or sole origination5

1. Does not look through to FSK’s portfolio companies held solely in COPJV.

2. Figure excludes the impact of FSK’s investment in COPJV.

3. See FSK’s Quarterly Report on Form 10-Q for its definition of debt investments.

4. Excludes the impact of the Merger. See FSK’s Quarterly Report on Form 10-Q for additional information on the calculation of weighted average annual yield on accruing debt investments. On a GAAP basis, FSK’s weighted average annual yield on accruing debt investments was 9.9% as of June 30, 2021.

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