Navmont

Yield Index

$RWY

Factsheet

Tokenized fund interest

$RWY

The first basket built to the Navmont Yield Index.

Objective

Daily liquid tokenized exposure to a hedged basket of private fund yield and public dividend yield. Distributions paid monthly in USDC. Borrowable on chain through the lending pool. Every constituent paired with a sized public market hedge.

Key facts

  • Ticker. $RWY.
  • Index. Navmont Yield Index.
  • Wrapper. Tokenized fund interest. Daily liquid via the Continuous Liquidity Engine, the basket's five-layer redemption stack documented on Page 4.
  • Distributions. Monthly, paid in USDC.
  • Target distribution yield. 9 to 11% net of hedge premium and basket fee.
  • Fee. Tiered all-in. 100 bps to $500M AUM, 75 bps to $1B, 50 bps above $1B. Single line on NAV.
  • Regulation. Reg D 506(c) and Reg S. Verified holders only, allowlisted at the contract level.
  • Status. Pre-launch.
Navmont Yield Index. Factsheet.1 / 5

Navmont

Yield Index

$RWY

Factsheet

Composition

Four sleeves into one token. Public yield engine, tail and macro overlay, and cash buffer are picked and live. Private fund sleeve constituents are pending tokenized issuance and Anchorage custody onboarding; names disclosed to verified institutional reviewers on request.

Representative target holdings

ConstituentRoleTarget weightHedge instrument
Public yield engine (60%)
AGNC AGNC Investment CorpMortgage REIT10%Listed put on XLF (financials proxy)
NLY Annaly Capital ManagementMortgage REIT10%Listed put on XLF (financials proxy)
STRC Strategy preferredBTC-correlated preferred10%IBIT put spread (80/60)
SATA Strive preferredBTC-correlated preferred10%IBIT put spread (80/60)
QQQM Invesco Nasdaq-100Broad market core, call premium income20%In-house covered call
Private fund sleeve (30%, pending)
Apollo tokenized private creditPendingDirect lending7.5%Listed put on BIZD
KKR tokenized private creditPendingDirect lending7.5%Listed put on BIZD
Blackstone tokenized private creditPendingDirect lending7.5%Listed put on BIZD
Ares tokenized private creditPendingDirect lending7.5%Listed put on BIZD
Tail and macro overlay (5%)
TLT iShares 20+ Year TreasuryDuration / macro hedge3%Itself a hedge instrument
TAIL Cambria Tail Risk ETFTail-event hedge2%Itself a hedge instrument
Cash buffer (5%)
BENJI Franklin OnChain US Government Money FundTokenized money market5%None required

Steady-state weights at $25M+ AUM. Launch-phase composition will skew toward public yield engine and cash buffer until the private fund sleeve is fully sized. Index concentration caps from Rule 03 apply: per position 20%, per correlated cluster 40%, per asset class 50%. QQQM carries a 25% per-position cap to absorb the whole-lot sizing of its covered call (100 shares per contract).

Navmont Yield Index. Factsheet.2 / 5

Navmont

Yield Index

$RWY

Factsheet

Administration

The basket is structured around independent infrastructure providers. The issuer does not custody. The custodian does not strike NAV. The NAV agent does not audit itself.

RoleCounterparty
IssuerNavmont Automated Strategies Inc.
Token issuance and share registerSuperstate FundOS
Public stock and option custodyAlpaca (FINRA / SIPC)
Private fund interest custodyAnchorage Digital (federally chartered, OCC trust charter)
NAV calculationNAV Fund Services (daily strike)
AuditorErnst & Young LLP (annual audit, quarterly review)
Hedge venueAlpaca (listed options on the public yield engine, the BTC-correlated preferred cluster via an IBIT put spread, and private fund proxies)

Fees and distributions

Tiered all-in basket fee

  • Launch tier (up to $500M AUM). 100 bps. Honestly reflects the fixed-cost institutional infrastructure load.
  • Growth tier ($500M to $1B AUM). 75 bps. Vendor pricing compresses, fixed costs amortize, the saving passes through.
  • Scale tier (above $1B AUM). 50 bps. Comparable to the largest tokenized treasury and money market funds.

Single line on NAV. No separate management or performance fee. Step downs apply automatically on the first NAV strike of the month after the threshold is crossed and reported in the monthly investor letter.

Distributions

Underlying yield flows back into the basket. Monthly, NAV Fund Services strikes accrued income and the basket distributes it to holders in USDC. Hedge premium is netted continuously into displayed yield.

Navmont Yield Index. Factsheet.3 / 5

Navmont

Yield Index

$RWY

Factsheet

Liquidity stack

Three redemption paths plus three defense layers. The holder picks the path that matches their urgency. Each path is priced to compensate remaining holders for the damage a redemption does to the basket. Routine cash flow demand is satisfied by USDC borrow against the token without a redemption.

Redemption paths

PathSettlementPricingFee
USDC borrow against the token24/7, instantNo NAV realizedNo fee
Track A. Standard queueT+30NAV at queue closeNo fee
Track B. Instant burnSame blockNAV at strike, paid in USDC plus optional claim token0 to 5%, scales with liquid sleeve depth
Track C. Secondary RFQBilateralNegotiated between allowlisted holdersNo fund fee

Track B exit fee

The instant burn fee is dynamic. It is zero when the liquid sleeve sits at target and rises as the sleeve depletes. The fee is paid back to remaining holders through the next monthly distribution. The holder choosing speed pays the cost, the holder choosing patience receives it.

Defense layers

  • Claim token split. When the liquid sleeve drops below operational thresholds, Track B pays out partly in USDC and partly in a claim token on the private sleeve. The redeemer keeps their pro rata exposure to the illiquid positions without forcing a fire sale.
  • Liquidity restoration auction. When the sleeve drops sustained below 75% of target, an auction opens to allowlisted subscribers at a discount that scales with depth. New capital refills the sleeve at a yield premium.
  • Standby liquidity facility. A syndicated commitment from Navmont Credit and institutional partners provides capital at auction prices when organic demand is insufficient. Each counterparty is capped by daily loss rail and individual pause logic.

The private sleeve is never sold to fund a redemption. Track B USDC payouts come from the liquid sleeve. The claim token mechanism shifts illiquid exposure to the redeemer. Mechanism activation is phase-aware: Track A and Track B with a flat exit fee operate at launch; the depth-scaled fee, claim token, auction and standby activate as the private sleeve grows.

Margin and borrowing

Two distinct credit facilities. Mutually exclusive: a position uses one or the other, never both.

  • Margin. Leverage applied at the wrapper level by the allocator. Public stocks via Alpaca margin under Reg T. Private fund tokens via the Ravariant Labs methodology (per-token advance rate priced from underlying NAV, issuer liquidity, hedge cover, and proxy stress correlation). Available to the leveraged share class only.
  • Borrowing. On chain USDC pool lends against $RWY at a per asset weighted advance rate. Available only against the unleveraged share class. Distributions keep accruing while the line is open.
Navmont Yield Index. Factsheet.4 / 5

Navmont

Yield Index

$RWY

Factsheet

Risk profile

Pre-launch metrics are model derived and subject to validation after live launch. Performance reporting begins after the first full quarter.

MetricTarget
Distribution yield (net)9-11%
Hedge program annual cost1.5-3.5%
Modeled max drawdown (2008 stress, hedged)10-15%
Realized correlation to S&P 500 (post hedge)0.30-0.45
Constituent count5-15

Pre-launch model output. Quant validation against actual options pricing surfaces is in progress. Final published metrics begin with the first quarterly NAV strike post-launch.

Risk factors

  • Basis risk. Public counterparts will not perfectly track private fund constituents. Pairings selected for high stress correlation; degradation triggers an instrument review.
  • Manager risk. Concentration limits per manager and rule based exit signals reduce single name exposure.
  • Smoothing bias. Issuer reported NAV understates realized drawdown. Real time adjustment via the assigned public hedge proxy captures the divergence.
  • Regulatory. Reg D 506(c) and Reg S. Verified holders only. Changes in tokenized fund treatment could affect the structure.

Reporting and disclosures

  • Real time NAV. Published via the keeper dashboard.
  • End of day NAV. Published by 6:00 PM ET on each US trading day.
  • Monthly investor letter. Distribution attribution, sleeve weights, hedge cost, fee tier status.
  • Audit. Annual audit and quarterly review by Ernst & Young LLP.

For institutional review only. Not for retail distribution. $RWY is offered under Reg D 506(c) and Reg S to verified holders. Allocation does not constitute an offer in any jurisdiction where such offer would be unlawful. Past performance, where reported in the future, will not be indicative of future results. Contact investors@navmont.xyz with questions.

Navmont Yield Index. Factsheet.5 / 5