Comprehensive Investment Portfolio Composition as of June 30, 2021


Comprehensive Investment Portfolio Composition
(at fair value)
Amount ($mm) Amount % Weighted Average
Asset-level Yield(5)
Cash Flow Senior Secured Loans $338.6 17.6% 8.4%
Asset-Based Senior Secured Loans / Crystal Financial(1) $389.8 20.3% 10.3%
Equipment Senior Secured Financings / NEF(2) $313.8 16.4% 9.9%
Life Science Senior Secured Loans $270.7 14.1% 9.7%(6)
Corporate Leasing / KBH(3) $592.2 30.9% 10.2(7)
Total Senior Secured Loans $1,905.1 99.3% 9.8%
Equity and Equity-like Securities $13.6 0.7%  
Total Comprehensive Investment Portfolio $1,918.7 100%  
Floating Rate Investments(4) $1,002.4 52.5%  
First Lien Senior Secured Loans  $1,821.9 95.0%  
Second Lien Senior Secured Cash Flow Loans $46.8 2.4%  
Second Lien Senior Secured Asset-based Loans $36.4 1.9%  


1 Includes SLR Credit Solution's ("SLR-CS") full portfolio and asset-based loans and lender finance loans on the Company’s balance sheet and excludes the Company's equity investment in SLR-CS.
2 Includes SLR Equipment Finance's ("SLR-EF") full portfolio and SLR-EF equipment financings on the Company’s balance sheet and excludes the Company's equity investment in SLR-EF.
3 Includes KBH's full portfolio and excludes the Company's equity and debt investments in KBH.
4 Floating rate investments calculated as a percent of the Company’s income-producing Comprehensive Investment Portfolio. The majority of fixed rate loans are associated with SLR-EF and leases associated with KBH. Additionally, SLR-EF and KBH seeks to match-fund their fixed rate assets with fixed rate liabilities.
5 Represents the weighted average yield for cash flow, asset-based and life science loans on balance sheet is based on a yield to maturity calculation. The weighted average yield for equipment financing and SLR-CS asset-based loans is calculated based on the expected average life of a loan for each asset class.
6 Life science yields exclude the impact of success fees and/or warrants.
7 Represents the annualized Q2 2021 dividend yield at cost on SLRC’s equity investment in KBH.