PORTFOLIO COMPOSITION

 

 

Comprehensive Investment Portfolio Composition as of March 31, 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 $239.7 48.5% 6.7%(4)
Traditional Asset-Based 1st Lien Senior Secured Loans(1) (SLR Business Credit) $155.1 31.4% 11.6%(5)
Healthcare Asset-Based 1st Lien Senior Secured Loans(1) (SLR Healthcare ABL) $65.5 13.2% 14.9%(5)
Life Science 1st Lien Senior Secured Loans $33.7 6.8% 8.9%(6)
       
Total First Lien Senior Secured Loans $494.0 >99.9%  
Cash Flow 2nd Lien Senior Secured Loans $0.0 0.0% n/a(4)
Equity and Equity-like Securities(2) $0.2 <0.1%  
Total Comprehensive Investment Portfolio $494.2 100.0% 9.5%(7)
Floating Rate Investments(3) $484.7 98.1%  

 

 


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 March 31, 2021.
5 Represents total interest and fee income for the three month period ending March 31, 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 March 31, 2021(excluding exit fees or warrants).
7 Weighted average asset-level yield of the Comprehensive Portfolio's income-producing assets.