(1) The Comprehensive Investment Portfolio is comprised of Solar Capital Ltd.’s investment portfolio, Crystal Financial’s full portfolio (including its ownership of its SBIC), and NEF Holdings, LLC’s (“NEF”) full portfolio and excludes the fair value of the equity interests in Crystal Financial and NEF. 

(2) Represents total investable capital across all entities including Solar Capital, Crystal Financial and NEF Holdings, based on SLRC's target leverage of 1.25x debt-to-equity.

(3) Represents the weighted average of each individual loan's (i) yield to maturity ("YTM") based on fair value at 6/30/20 for cash flow loans, (ii) underwritten yield to expected repayment date ("YTE") based on historical average realized investment duration for ABL/Crystal loans, (iii) YTM (excluding residual upside on tax leases) for NEF equipment financings, and (iv) YTM based on fair value at 6/30/20 (excluding exit fees or warrants) for Life Science loans. 

(4) Based on the Company's balance sheet portfolio of investments.