CEF Advisors AICA Event NAVigator Podcast

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Apollo Senior Floating Rate Fund (AFT)

Taxable Bond Funds - Loan Participation

Data as of Aug. 18, 2022
Market Price $13.78 (+ $0.02)
NAV (Aug. 18, 2022) $15.19 (- $0.02)
Fund Listed NYSE
Premium / Discount -9.28% (+0.25%)
Fund Info
Inception Feb. 24, 2011
Sponsor Apollo Global Management, LLC
Website www.agmfunds.com/Inves...
Phone 1-888-301-3838
Location New York
Incorporated Maryland (Subject to the Maryland Act)
Staggered Board Yes
Objective: Current income and preservation of capital; Senior secured loans
Related Indexes
Senior Loan Index
US Bond Index
Capital & Leverage
Outstanding Shares 15,573,061
Total Assets (Reported: Dec. 31, 2021) $445M
Estimated Total Assets $374M
Net Assets $237M
Market Cap $215M
Portfolio Turnover 123.30%
Total Leverage 36.68%
Structural Leverage (out of total) 100.00%
Portfolio Leverage (out of total) 0.00%
Expense Ratio 2.89%
Non Lev Exp Ratio 2.36%
Rel Lev Cost 0.83%
Discount Data
Average Discount (3 Yr) -10.22%
Discount Low(3 Yr) -31.94%
Discount High(3 Yr) 2.29%
Discount Rel Range 66.19%
Comp Discount -2.83
Discount St Dev (1Yr) 4.60
Z-Stat (6mo) 0.35
Z-Stat (1Yr) -0.63
Z-Stat (3Yr) 0.20
Comp Z-Stat (6mo) 0.06
Comp Z-Stat (3Yr) 0.00
Distribution Data
Market Yield 8.01%
Income Yield 8.01%
Lev Adj NAV Yield 5.32%
Distribution Frequency M
Current Distribution $0.092
Current Income $0.092
Ex-Date 8/22/22
Payable Date 8/31/22
Div Growth (3yr) -8.00%
Dividend Change 8.2% on 7/5/22
Expected Div 9/12/22
RoC (1yr) 3.08%
RoC (3yr) 2.38%
Tax Dividend Data 2021 2019 - 2021
Income 92.7% 97.6%
ST Gains 0% 0%
QDI 0% 0%
LT Gains 0% 0%
RoC 7.3% 2.4%
Volume & Liquidity
Average Daily $ (K) $693
Avg Volume 30 day 50,486
Avg Volume 90 day 50,268
Volume Trend 0.43%
Comp Volume Trend 16.11%
Correlation & Volatility
Price Correlation (1yr)
vs. S&P 500 (TR)
Price Correlation (1yr)
vs. CEFA's 12 Major CEF Sectors Index
Price Correlation (1yr)
vs. CEFA's Senior Loan Index
Most Correlated Peer (Mk Pr): NSL 78.0%
NAV - Price Correlation (30 d) 98.8%
NAV - Price Correlation (90 d) 89.5%
NAV - Price Correlation (1 Yr) 93.5%
Price St Dev (1Yr) 13.6%
NAV St Dev (1Yr) 4.4%
Earnings / Share (12/31/21) $0.066
Earn Coverage 71.30%
Earnings Trend Down
UNII / Share (12/31/21) $-0.020
Rel UNII -1.80
UNII Trend Down
Bond Specific Data
Maturity 5.19
Duration 4.89
Credit Rating (rbo) B
Investment Grade 0%
Non Investment Grade 92.10%
Unrated Bonds 7.90%
NAV Beta (2yr)
vs. S&P 500 (TR)
NAV Beta (2yr)
vs. CEFA's 12 Major CEF Sectors Index
NAV Beta (2yr)
vs. CEFA's Senior Loan Index


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NOTES: Distribution type sourced from CEFdata.com. For specific information about a fund's distribution sources, visit the fund sponsor's website.

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