(1) Includes SLR Business Credit's and SLR Healthcare ABL's full asset-based funded loan portfolios, all of which are 1st lien senior secured loans.
(2) Excludes the Company’s equity investments in SLR Business Credit and SLR Healthcare ABL, which distribute quarterly dividends to the Company.
(3) Floating rate investments calculated as a percent of the Company’s income-producing Comprehensive Investment Portfolio.
(4) Represents the yield to maturity based on the fair market value at December 31, 2020.
(5) Represents total interest and fee income for the three month period ending December 31, 2020 against the average portfolio over the same fiscal period, annualized.
(6) Represents the weighted average of each individual loan's yield to maturity based on fair value at December 31, 2020 (excluding exit fees or warrants).
(7) Weighted average asset-level yield of the Comprehensive Portfolio's income-producing assets.