Yes, LoadRunner 12.01 supports SSO. In order to get LR to simulate a single sign on solution that authenticates via Kerberos, have the following items in place:

* web_set_sockets_option(''INITIAL_BASIC_AUTH'',''0''); //at beginning of script

* Run time setting: ->internet protocol->preferences->options->authentication->enable
integrated authentication = Yes

* Kerberos ini file needs to go in windows folder for all Load Generators with appropriate realm information.

* Set Runtime setting as : ->general->miscellaneous->run Vuser as a process