(1) Includes the full portfolios of Crystal Financial and NEF and excludes the fair value of equity interests in Crystal and NEF

(2) Represents total investable capital across all entities including Solar Capital,Crystal Financial and NEF, based on 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 3/31/20 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 3/31/20 (excluding exit fees or warrants) for Life Science loans. 

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