PORTFOLIO COMPOSITION

 

 

Comprehensive Investment Portfolio Composition as of June 30, 2021

 

 

Comprehensive Investment Portfolio Composition
(at fair value)
Amount ($mm) Amount % Weighted Average
Asset-level Yield
First Lien Senior Secured Loans      
Cash Flow 1st Lien Senior Secured Loans $244.7 42.9% 6.7%(4)
Traditional Asset-Based 1st Lien Senior Secured Loans(1) (SLR Business Credit) $227.0 39.8% 12.6%(5)
Healthcare Asset-Based 1st Lien Senior Secured Loans(1) (SLR Healthcare ABL) $73.2 12.8% 11.9%(5)
Life Science 1st Lien Senior Secured Loans $25.0 4.4% 9.6%(6)
       
Total First Lien Senior Secured Loans $569.9 >99.9% 9.8%(7)
Equity and Equity-like Securities(2) $0.3 <0.1%  
Total Comprehensive Investment Portfolio $570.2 100.0%  
Floating Rate Investments(3) $554.0 97.2%  

 


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 June 30, 2021.
5 Represents total interest and fee income for the three month period ending June 30, 2021 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 June 30, 2021 (excluding exit fees or warrants).
7 Weighted average asset-level yield of the Comprehensive Portfolio's income-producing assets.