KKR Financial Holdings LLC

KKR Financial Holdings LLC Announces Second Quarter 2010 Financial Results and Quarterly Distribution of $0.12 per Common Share

SAN FRANCISCO, Aug 04, 2010 /PRNewswire via COMTEX News Network/ -- KKR Financial Holdings LLC (NYSE: KFN) ("KFN" or the "Company") today announced its results for the second quarter ended June 30, 2010.

Second Quarter 2010 Highlights

  • Net income for the three months ended June 30, 2010 of $81.0 million, or $0.51 per diluted common share.
  • Declared a cash distribution of $0.12 per common share for the second quarter of 2010.
  • During May 2010, the Company replaced its $150.0 million secured credit facility, due to mature in November 2011, with a $250.0 million four year secured revolving credit facility, due to mature in May 2014.

For the three and six months ended June 30, 2010, KFN reported net income of $81.0 million, or $0.51 per diluted common share, and $210.5 million, or $1.33 per diluted common share, respectively. For the three and six months ended June 30, 2009, net income totaled $20.6 million, or $0.14 per diluted common share, and $7.6 million, or $0.05 per diluted common share, respectively.

KFN's second quarter 2010 results reflect net investment income of $76.8 million and other income of $23.2 million, partially offset by other non-investment expenses of $18.9 million. Other income totaling $23.2 million consists of the following: (i) net realized and unrealized gains on investments of $28.9 million primarily due to realized gains from the sale of certain corporate debt securities; (ii) net realized and unrealized losses from derivative positions and foreign exchange totaling $5.9 million; (iii) net realized and unrealized losses on investments in residential mortgage-backed securities totaling $4.1 million; and (iv) other income primarily from holdings related fees totaling $4.2 million.

Portfolio Review and CLO Subsidiaries

The Company's portfolio primarily consists of corporate debt securities and below investment grade corporate loans, often referred to as syndicated bank loans or leveraged loans. These investments have an aggregate par balance of $8.1 billion and an aggregate estimated fair value of $7.2 billion as of June 30, 2010.

The majority of the Company's portfolio is held through its collateralized loan obligation ("CLO") subsidiaries that are structured as on-balance sheet securitizations and are used as long term financing for its portfolio assets. As of June 30, 2010, the Company's CLOs held corporate debt securities and loans with an aggregate par of $7.4 billion and an estimated fair value of $6.7 billion. In comparison, the Company's CLOs held corporate debt securities and loans with an aggregate par of $7.3 billion (estimated fair value of $6.7 billion) and an aggregate par of $7.4 billion (estimated fair value of $6.6 billion) as of March 31, 2010 and December 31, 2009, respectively.

As of June 30, 2010, the Company's corporate debt securities and loans not held in CLOs had an aggregate par of $681.5 million and an estimated fair value of $532.9 million. In comparison, the aggregate par value of the Company's corporate debt securities and loans not held in CLOs totaled $719.5 million (estimated fair value of $582.6 million) and $759.6 million (estimated fair value of $588.5 million) as of March 31, 2010 and December 31, 2009, respectively.

Distributions

On August 4, 2010, the Company's board of directors declared a cash distribution for the quarter ended June 30, 2010 on the Company's common shares of $0.12 per share. The distribution is payable on September 1, 2010 to common shareholders of record as of the close of business on August 18, 2010.

Book Value

The Company's book value per common share decreased to $8.08 as of June 30, 2010 from $8.31 as of March 31, 2010. The decline in book value per share is primarily attributable to a decline in accumulated other comprehensive income, a component of shareholders' equity, due to a reduction in the estimated fair values of corporate debt securities and certain interest rate swaps designated by the Company as cash-flow hedges.

Information for Investors: Conference Call and Webcast

The Company will host a conference call and audio webcast to review its results for the second quarter ended June 30, 2010 on August 4, 2010, at 5:00 p.m. EDT. The conference call may be accessed by dialing (800) 401-3551 (Domestic) or (913) 312-0713 (International); a pass code is not required. A telephonic replay of the call will be available through August 18, 2010 by dialing (888) 203-1112 (Domestic) and (719) 457-0820 (International) / pass code 7047639. Supplemental materials that will be discussed during the call and the live audio web cast will be available in the Investor Relations section of the Company's website at http://www.kkr.com/kfn_ir/kfn_events.cfm. An audio replay of the web cast will be archived in the Investor Relations section of the Company's website.

About KKR Financial Holdings LLC

KKR Financial Holdings LLC is a publicly traded specialty finance company. KFN's core business strategy focuses on corporate debt throughout the capital structure with a particular emphasis on debt issued by large capitalization firms with broad geographic and product offerings. KFN executes its core business strategy through its majority-owned subsidiaries. Additionally, KFN has made or may make investments in other asset classes including natural resources and real estate. KKR Financial Holdings LLC is externally managed by KKR Financial Advisors LLC, a wholly-owned subsidiary of KKR Asset Management LLC (formerly known as Kohlberg Kravis Roberts & Co. (Fixed Income) LLC), which is a wholly-owned subsidiary of Kohlberg Kravis Roberts & Co. L.P. Additional information regarding KKR Financial Holdings LLC is available at http://www.kkr.com.

"Safe Harbor" Statement Under the Private Securities Litigation Reform Act of 1995: This press release contains forward-looking statements within the meaning of Section 27A of the Securities Act of 1933, as amended, and Section 21E of the Securities Exchange Act of 1934, as amended. These forward-looking statements are based on information available to the Company as of the date of this press release and actual results may differ. These forward-looking statements involve known and unknown risks, uncertainties and other factors beyond the Company's control. Any forward-looking statements speak only as of the date of this press release and the Company expressly disclaims any obligation to update or revise any of them to reflect actual results, any changes in expectations or any change in events. If the Company does update one or more forward-looking statements, no inference should be drawn that it will make additional updates with respect to those or other forward-looking statements. For additional information concerning risks, uncertainties and other factors that may cause actual results to differ from those anticipated in the forward-looking statements, and risks to the Company's business in general, please refer to the Company's SEC filings, including its Annual Report on Form 10-K for the fiscal year ended December 31, 2009, filed with the SEC on March 1, 2010 and its Quarterly Report on Form 10-Q for the quarter ended June 30, 2010, filed with the SEC on August 4, 2010.

                             Schedule I
                     KKR Financial Holdings LLC
    CONDENSED CONSOLIDATED STATEMENTS OF OPERATIONS (UNAUDITED)
        (Amounts in thousands, except per share information)

                                 For the         For the
                                  three           three
                                 months           months
                                  ended           ended
                                                   June
                                June 30,            30,
                                 2010                      2009
                               ---------          -----
    Net investment
     income:
    Loan interest income         $94,002          $121,919
    Securities interest
     income                       26,400            23,252
    Other interest income          1,964               132
                                   -----               ---
    Total investment
     income                      122,366           145,303
    Interest expense             (38,851)          (72,403)
    Interest expense to
     affiliates                   (6,740)           (5,379)
    Provision for loan
     losses                           -           (12,808)
                                    ---           -------
    Net investment income         76,775            54,713
                                  ------            ------
    Other income (loss):
    Net realized and
     unrealized gain
     (loss) on
     investments                  28,939           (46,553)
    Net realized and
     unrealized (loss)
     gain on derivatives
     and foreign exchange         (5,850)           26,505
    Net realized and
     unrealized loss on
     residential
     mortgage-backed
     securities,
     residential mortgage
     loans, and
     residential
     mortgage-backed
     securities issued,
     carried at estimated
     fair value                 (4,111)         (7,445)
    Net realized and
     unrealized gain
     (loss) on securities
     sold, not yet
     purchased                      -           2,479
    Net gain on
     restructuring and
     extinguishment of
     debt                             -             6,892
    Other income                   4,218             1,578
                                   -----             -----
    Total other income
     (loss):                      23,196           (16,544)
                                  ------           -------
    Non-investment
     expenses:
    Related party
     management
     compensation                 14,476            10,304
    General,
     administrative and
     directors expenses            3,216             2,975
    Professional services          1,230             2,090
    Loan servicing                    -             2,056
                                    ---             -----
    Total non-investment
     expenses                     18,922            17,425
                                  ------            ------
    Income before income
     tax expense                  81,049            20,744
    Income tax expense               (21)             (135)
                                     ---              ----
    Net income                   $81,028           $20,609
                                 =======           =======

    Net income per common
     share:
      Basic                        $0.51             $0.14
                                   =====             =====
      Diluted                      $0.51             $0.14
                                   =====             =====

    Weighted-average
     number of common
     shares outstanding:
      Basic                      156,997           151,202
                                 =======           =======
      Diluted                    157,423           151,202
                                 =======           =======
    Distributions
     declared per common
     share                         $0.10       $         -
                                   =====     ===       ===



                                 For the         For the
                                   six             six
                                  months         months
                                  ended           ended
                                   June
                                    30,          June 30,
                                    2010            2009
                                  -----          ---------
    Net investment income:
    Loan interest income          $185,998          $251,123
    Securities interest
     income                         53,661            52,104
    Other interest income            2,057               749
                                     -----               ---
    Total investment
     income                        241,716           303,976
    Interest expense               (70,351)         (162,285)
    Interest expense to
     affiliates                    (11,281)          (11,184)
    Provision for loan
     losses                             -           (39,795)
                                      ---           -------
    Net investment income          160,084            90,712
                                   -------            ------
    Other income (loss):
    Net realized and
     unrealized gain
     (loss) on investments          64,362          (106,757)
    Net realized and
     unrealized (loss)
     gain on derivatives
     and foreign exchange           (7,268)           38,901
    Net realized and
     unrealized loss on
     residential mortgage-
     backed securities,
     residential mortgage
     loans, and
     residential mortgage-
     backed securities
     issued, carried at
     estimated fair value         (9,256)        (26,864)
    Net realized and
     unrealized gain
     (loss) on securities
     sold, not yet
     purchased                      (756)          3,916
    Net gain on
     restructuring and
     extinguishment of
     debt                           39,999            41,463
    Other income                     7,222             2,911
                                     -----             -----
    Total other income
     (loss):                        94,303           (46,430)
                                    ------           -------
    Non-investment
     expenses:
    Related party
     management
     compensation                   34,967            21,516
    General,
     administrative and
     directors expenses              6,566             5,378
    Professional services            2,294             5,475
    Loan servicing                      -             4,192
                                      ---             -----
    Total non-investment
     expenses                       43,827            36,561
                                    ------            ------
    Income before income
     tax expense                   210,560             7,721
    Income tax expense                 (37)              (88)
                                       ---               ---
    Net income                     210,523            $7,633
                                   =======            ======

    Net income per common
     share:
      Basic                          $1.33             $0.05
                                     =====             =====
      Diluted                        $1.33             $0.05
                                     =====             =====

    Weighted-average
     number of common
     shares outstanding:
      Basic                        156,997           150,462
                                   =======           =======
      Diluted                      157,210           150,462
                                   =======           =======
    Distributions declared
     per common share                $0.17       $         -
                                     =====     ===       ===


                       Schedule II
                KKR Financial Holdings LLC
    CONDENSED CONSOLIDATED BALANCE SHEETS (UNAUDITED)
    (Amounts in thousands, except share information)

                                            June            December
                                             30,                31,
                                                2010                2009
                                                ----                ----
    Assets
    Cash and cash equivalents               $141,844             $97,086
    Restricted cash and cash
     equivalents                             236,987             342,706
    Securities available-for-
     sale, $799,993 and $740,949
     pledged as collateral as of
     June 30, 2010 and December
     31, 2009, respectively                840,507           755,686
    Corporate loans, net of
     allowance for loan losses of
     $210,218 and $237,308 as of
     June 30, 2010 and December
     31, 2009, respectively              5,621,416         5,617,925
    Corporate loans held for sale            895,205             925,718
    Residential mortgage-backed
     securities, at estimated
     fair value, $4,210 and
     $47,572 pledged as
     collateral as of June 30,
     2010 and December 31, 2009,
     respectively                          107,081            47,572
    Residential mortgage loans,
     at estimated fair value                      -           2,097,699
    Equity investments, at
     estimated fair value,
     $16,359 and $110,812 pledged
     as collateral as of June 30,
     2010 and December 31, 2009,
     respectively                           86,131           120,269
    Derivative assets                          5,014              15,784
    Interest and principal
     receivable                               72,774              98,313
    Reverse repurchase agreements                 -              80,250
    Other assets                              79,255             100,997
                                              ------             -------
      Total assets                        $8,086,214         $10,300,005
                                          ==========         ===========
    Liabilities
    Collateralized loan
     obligation secured notes             $5,629,988          $5,667,716
    Collateralized loan
     obligation junior secured
     notes to affiliates                     375,502             533,786
    Senior secured credit
     facility                                 50,176             175,000
    Convertible senior notes                 343,590             275,800
    Junior subordinated notes                283,517             283,517
    Residential mortgage-backed
     securities issued, at
     estimated fair value                         -           2,034,772
    Accounts payable, accrued
     expenses and other
     liabilities                              12,445               7,240
    Accrued interest payable                  23,728              25,297
    Accrued interest payable to
     affiliates                                4,616               2,911
    Related party payable                     11,698               3,367
    Securities sold, not yet
     purchased                                    -              77,971
    Derivative liabilities                    70,827              45,970
                                              ------              ------
      Total liabilities                    6,806,087           9,133,347
                                           ---------           ---------
    Shareholders' Equity
    Preferred shares, no par
     value, 50,000,000 shares
     authorized and none issued
     and                                          -                  -
    outstanding at June 30, 2010
     and December 31, 2009
    Common shares, no par value,
     500,000,000 shares
     authorized, and 158,359,757
     and                                          -                  -
    158,359,757 shares issued and
     outstanding at June 30, 2010
     and December 31,
    2009, respectively
    Paid-in-capital                        2,576,813           2,563,634
    Accumulated other
     comprehensive income                     69,416             152,728
    Accumulated deficit                   (1,366,102)         (1,549,704)
                                          ----------          ----------
      Total shareholders' equity           1,280,127           1,166,658
                                           ---------           ---------
      Total liabilities and
       shareholders' equity               $8,086,214         $10,300,005
                                          ==========         ===========





                 Investor Contact
                   Laurie Poggi
                   415-315-3718

                  Media Contact
           Peter McKillop/Kristi Huller
                  media@kkr.com
                   212-750-8300



SOURCE KKR Financial Holdings LLC

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