Audit ready NAV

NAV = (Total Assets - Total Liabilities) / Outstanding Shares

MUNICIPAL MONEY MARKET FUND

ASSETS

Municipal bonds

$100M

Cash

$5M

Total Assets

$105M

LIABILITIES

Fees payable

$2M

Total Liabilities

$2M

CALCULATION

Net Assets

$103M

Shares Outstanding

103M

NAV per Share

$1.00

Key Points: Target $1.00 per share, short-term securities, daily pricing

https://muni-nav.netlify.app arrow-up-right

CLO CLOSED END FUND

ASSETS

Corporate loans

$700M

CLO tranches

$80M

Cash

$10M

Total Assets

$790M

LIABILITIES

Bank borrowings

$300M

Fees payable

$20M

Other liabilities

$10M

Total Liabilities

$330M

CALCULATION

Net Assets

$460M

Shares Outstanding

40M

NAV per Share

$11.50

Key Points: Uses leverage, floating-rate loans, NAV fluctuates with credit spreads

BUSINESS DEVELOPMENT COMPANY (BDC)

ASSETS

Portfolio company loans

$800M

Portfolio company equity

$150M

Cash

$50M

Total Assets

$1,000M

LIABILITIES

Credit facility borrowings

$400M

Accrued interest/fees

$10M

Total Liabilities

$410M

CALCULATION

Net Assets

$590M

Shares Outstanding

50M

NAV per Share

$11.80

Key Points: Private middle-market investments, 2:1 leverage limit, quarterly fair value pricing, 90%+ income distribution requirement

RESOURCES

https://cef-nav.netlify.app/arrow-up-right

https://etf-nav.netlify.app/arrow-up-right

Last updated