Comprehensive Investment Portfolio Composition as of September 30, 2019
Comprehensive Investment Portfolio
(at fair value)
First Lien Senior Secured Loans
Cash Flow 1st Lien Senior Secured Loans
Traditional Asset-Based 1st Lien Senior
Secured Loans(1) (North Mill)
Healthcare Asset-Based 1st Lien Senior
Secured Loans(1) (Gemino)
Total First Lien Senior Secured Loans
Cash Flow 2nd Lien Senior Secured Loans
Total Senior Secured Loans
Equity and Equity-like Securities(2)
Total Comprehensive Investment Portfolio
Floating Rate Investments(3)
(1) Includes North Mill and Gemino's full asset-based funded loan portfolios, all of which are 1st lien senior secured loans.
(2) Excludes the Company’s equity investments in North Mill and Gemino, which distribute quarterly dividends to the Company.
(3) Floating rate investments calculated as a percent of the Company’s income-producing Comprehensive Investment Portfolio. (excludes equity)
(4) Represents the yield to maturity based on fair market value at 09/30/2019.
(5) Represents total interest and fee income for the three months ending on September 30,2019 against the average portfolio over the same period, annualized.
(6) Weighted average asset-level yield of the Comprehensive Portfolio's income-producing assets.