(in millions except per share data) Estimated Fair Value of Investments: $1,381.6 Cash and Cash Equivalents: $243.8 Net Other Assets / (Liabilities): $54.9 Estimated Net Asset Value: $1,680.3 TFG Legal Shares Issued and Outstanding: 134.3 U.S. GAAP Net Asset Value per Share: (2) $17.22 Pro Forma Fully Diluted Net Asset Value per Share: (3) $15.17INVESTMENT COMPOSITION: As of the end of June 2013, the majority of the net assets of the company were invested in the equity tranches of U.S. CLOs. Investments are also held in U.S. senior secured loans, equity tranches of European CLOs, asset management businesses, hedge funds, real estate funds, equities and CLO mezzanine tranches, with the remainder of the net assets held in cash plus or minus certain net other assets or liabilities. Derivative mark-to-market gains and losses are contained within net other assets or liabilities. The geographical allocation of TFG's CLO, direct loan, equity and real estate fund investments was weighted primarily towards the United States, at 86.6% of such assets as of the end of June 2013. European exposure was approximately 12.4% and Asia was approximately 1.0%. TFG's ownership of asset managers, and investments in certain hedge fund vehicles are excluded from the geographic allocation above as they span more than one region.
Expected Upcoming Events Date Q2 2013 Ex-Dividend date August 1, 2013 Q2 2013 Dividend record date August 5, 2013 Q2 2013 Quarterly investor call August 8, 2013 July 2013 Monthly report August 20, 2013 (approx) Q2 2013 Dividend payment date August 23, 2013 TFG investor day September 30, 2013--------------------------------------------------