CLO Manager Total Returns*

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Manager# DealsPerf. Endingβ1M Index TRR1M Mgr TRR1M Part from β1M Part from α3M Index TRR3M Mgr TRR3M Part from β3M Part from α6M Index TRR6M Mgr TRR6M Part from β6M Part from α12M Index TRR12M Mgr TRR12M Part from β12M Part from α
Newfleet Asset Management18/7/20230.950.850.620.81-0.193.544.553.381.184.054.133.870.278.849.558.441.11
Vista Credit18/9/20230.940.991.800.930.873.704.373.480.894.296.674.042.638.708.568.170.39
Guggenheim Partners58/16/20230.900.881.060.790.273.934.103.540.564.765.394.291.109.009.878.121.75
Generate Advisors98/10/20230.980.740.950.730.223.734.123.660.464.315.544.241.308.8010.968.652.31
Hayfin Capital Management68/11/20230.940.881.240.820.413.814.023.570.454.335.144.061.088.669.488.111.37
CFI Partners37/31/20230.941.391.521.310.213.443.623.230.394.945.434.650.7810.0410.009.440.56
Oaktree Capital Management107/31/20231.031.391.511.440.073.443.923.550.374.935.505.090.4110.4411.5110.780.73
Elmwood Asset Management198/9/20230.870.941.000.830.183.723.613.250.365.075.324.430.8910.2210.958.942.01
AGL Credit228/14/20231.100.991.061.09-0.033.824.554.220.344.775.355.260.099.4710.3710.44-0.07
Angelo, Gordon & Co118/15/20231.110.841.220.930.293.874.564.280.284.615.745.100.658.919.599.85-0.26
Bardin Hill Investment Partners98/11/20231.050.911.370.960.413.734.163.930.234.354.374.58-0.218.618.469.07-0.61
Oak Hill Advisors218/7/20230.970.961.100.940.163.613.733.520.224.365.144.240.909.2810.569.031.53
Partners Group98/15/20231.010.820.890.830.073.944.173.970.214.514.974.540.438.589.108.650.46
Canyon Capital Advisors137/31/20230.991.401.451.380.063.453.573.400.164.955.404.880.5210.2310.7110.090.62
ArrowMark Colorado Holdings138/15/20230.990.860.980.850.133.883.993.840.154.584.764.530.228.918.268.81-0.56
Sculptor Loan Management248/21/20230.990.850.900.850.053.994.113.960.154.564.724.530.208.659.118.580.53
AXA Investment Managers108/10/20231.000.910.990.900.093.813.923.800.134.544.794.520.279.068.919.01-0.10
Par-Four Investment Management48/8/20231.080.921.161.000.163.624.023.900.124.334.754.670.098.989.079.69-0.62
Goldentree Asset Management178/15/20231.010.981.070.990.083.884.023.910.114.595.204.630.579.2210.509.291.21
Man Group28/9/20231.000.921.000.920.093.653.773.660.114.394.594.400.199.049.119.080.03
King Street Capital Management138/21/20231.080.921.060.990.073.964.404.290.104.805.605.200.408.739.139.47-0.34
Orchard First Source Asset Management48/9/20231.020.951.030.970.063.643.793.700.094.345.104.420.689.6610.449.830.61
Onex Credit Partners208/16/20230.980.880.870.870.003.903.923.840.084.704.884.620.269.029.528.860.66
CIFC Asset Management438/14/20231.001.010.971.01-0.043.863.933.850.084.774.884.750.139.429.589.380.20
American Money Management128/16/20230.970.961.000.930.074.114.053.980.074.574.464.420.049.149.158.850.29
Barings258/15/20231.020.920.990.930.063.843.993.920.064.684.814.780.049.219.689.390.28
Allstate Investment Management118/10/20230.930.930.870.870.003.733.543.480.064.534.694.220.479.159.428.520.90
HPS Investment Partners138/11/20231.000.911.060.910.143.803.863.810.054.584.884.590.298.879.288.890.39
Gulf Stream Asset Management68/8/20231.091.020.891.11-0.223.634.003.950.054.384.554.77-0.229.009.119.79-0.67
Anchorage Capital Group198/17/20231.000.880.900.880.013.954.003.950.054.575.204.570.648.579.448.570.87
Crescent Capital Group158/15/20231.150.881.011.010.003.864.484.450.044.815.105.54-0.459.138.8510.53-1.67
CVC Credit Partners238/15/20231.010.880.900.890.003.833.903.860.044.534.704.570.138.829.378.900.47
PPM America57/31/20231.071.361.461.460.013.443.713.670.034.945.205.28-0.0810.119.8710.80-0.93
Napier Park Global Capital198/7/20230.921.141.061.050.003.763.463.450.014.935.214.530.679.9710.359.151.20
Vibrant Capital Partners128/14/20231.060.890.960.950.023.824.044.040.004.364.374.62-0.258.258.128.74-0.61
SPBDAL18/21/20231.000.860.860.860.004.184.184.180.004.914.914.910.008.278.278.270.00
Irradiant Partners148/15/20231.020.890.880.91-0.033.813.893.890.004.475.014.560.468.939.779.120.66
40/86 Advisors37/31/20230.901.381.171.24-0.073.332.982.99-0.014.774.664.290.379.849.728.840.88
Invesco168/1/20230.961.301.151.24-0.103.393.243.25-0.015.285.145.050.0910.5210.4210.070.35
Sound Point Capital Management508/14/20231.051.111.171.160.014.014.194.20-0.014.965.065.19-0.139.539.249.98-0.74
Brigade Capital Management158/14/20231.050.921.090.970.123.803.963.98-0.024.534.514.74-0.249.028.249.44-1.21
Blackrock Financial Management218/15/20230.930.980.830.92-0.084.233.933.95-0.024.864.844.530.319.579.728.930.79
PineBridge Investments118/21/20231.020.890.820.91-0.094.004.064.10-0.044.754.494.87-0.389.039.269.260.00
Whitebox Capital Management38/14/20230.890.810.710.72-0.013.883.403.44-0.044.474.643.950.688.779.187.761.42
Aristotle58/16/20231.050.941.010.980.033.964.104.15-0.054.665.464.880.588.419.178.800.36
Blue Owl148/9/20231.030.951.240.980.273.633.693.75-0.054.474.934.600.339.298.519.58-1.07
Seix Advisors68/4/20231.021.000.991.02-0.033.603.603.65-0.054.654.404.73-0.329.579.569.73-0.17
Investcorp Credit Management248/15/20231.040.900.980.940.043.843.924.00-0.074.494.674.670.008.729.009.07-0.06
Shenkman Capital Management68/4/20231.030.961.051.000.053.563.603.68-0.084.464.594.61-0.029.439.269.75-0.49
Voya Alternative Asset Management287/31/20231.021.381.471.420.053.413.423.50-0.085.065.215.180.0310.219.9210.46-0.55
Greywolf Capital Management17/21/20231.041.491.631.550.083.333.363.45-0.095.155.045.34-0.3010.4910.4510.87-0.42
Fortress Investment Group68/9/20230.941.071.351.010.343.693.383.48-0.094.495.324.241.089.269.308.730.57
Ballyrock Investment Advisors98/14/20230.970.710.520.68-0.163.853.623.72-0.104.574.894.420.479.139.788.820.96
Palmer Square Capital Management258/18/20230.990.870.850.86-0.013.953.803.91-0.114.814.834.770.069.439.309.34-0.03
Octagon Credit Investors448/16/20231.000.810.680.80-0.133.853.733.84-0.114.924.684.91-0.239.008.448.98-0.55
New York Life Investment Management88/9/20230.970.970.870.94-0.073.683.453.56-0.114.514.514.370.149.079.528.780.74
Sixth Street168/15/20230.990.930.960.920.053.863.703.81-0.114.494.384.43-0.068.678.708.570.13
Pretium Credit Management68/9/20231.010.920.900.93-0.033.703.633.75-0.124.364.694.420.288.909.079.020.05
Apollo Global Management208/8/20231.020.870.750.88-0.133.633.563.70-0.134.374.394.45-0.069.159.199.33-0.13
TCW Asset Management78/18/20230.970.810.770.79-0.014.013.773.91-0.144.624.884.500.388.598.328.37-0.05
KKR Financial Advisors357/31/20231.051.391.391.46-0.073.433.463.60-0.154.965.565.200.3610.3811.3110.890.42
Benefit Street Partners358/18/20231.070.920.920.99-0.073.994.124.28-0.164.694.625.04-0.429.069.289.72-0.43
HalseyPoint Asset Management68/18/20231.080.820.890.890.003.984.154.31-0.164.845.265.240.028.819.279.53-0.26
CarVal68/10/20231.050.910.940.95-0.013.723.723.90-0.194.284.384.49-0.119.029.199.47-0.28
Trimaran Advisors68/15/20231.000.810.760.81-0.053.863.643.84-0.204.424.224.41-0.188.488.068.44-0.38
Columbia Management68/17/20231.020.780.940.800.143.973.874.07-0.204.654.294.77-0.488.107.148.30-1.16
Blackstone418/4/20231.041.020.961.06-0.113.573.523.73-0.214.504.304.70-0.409.708.8610.12-1.26
Bain Capital Credit258/14/20231.040.970.921.01-0.093.813.763.98-0.224.724.794.93-0.139.759.4910.19-0.70
Morgan Stanley Eaton Vance178/14/20231.020.900.900.92-0.023.813.653.87-0.224.564.584.64-0.069.089.069.23-0.17
AEGON USA Investment Management128/17/20230.960.880.680.84-0.173.943.583.80-0.224.584.134.41-0.288.628.028.31-0.29
LCM Asset Management288/17/20231.060.820.800.87-0.073.903.914.14-0.224.774.615.06-0.458.778.159.30-1.16
PGIM468/17/20231.011.301.081.31-0.234.434.224.45-0.234.934.614.96-0.359.628.979.68-0.71
First Eagle Private Credit288/10/20231.030.940.960.98-0.023.693.573.81-0.234.574.784.720.069.128.149.42-1.28
Jefferies Finance158/16/20231.120.821.130.930.213.934.174.41-0.244.484.875.04-0.168.799.239.87-0.64
Carlyle Group528/16/20231.060.950.951.00-0.053.913.904.14-0.244.514.774.77-0.018.808.959.31-0.36
Golub Capital158/11/20230.960.990.920.95-0.033.793.373.62-0.264.585.004.380.628.889.048.490.55
Neuberger Berman348/17/20231.030.870.800.90-0.103.913.784.04-0.264.654.354.80-0.458.928.779.21-0.44
MidOcean Credit Fund Management98/17/20231.070.900.980.960.024.074.084.34-0.264.824.785.14-0.368.949.009.54-0.54
Nuveen218/15/20231.000.830.550.82-0.273.853.573.84-0.274.674.214.65-0.449.138.149.10-0.96
Fort Washington Investment Advisors28/9/20231.020.870.860.88-0.023.703.483.76-0.284.294.104.35-0.258.748.468.87-0.41
Western Asset Management48/10/20231.050.820.890.860.033.793.683.98-0.304.684.774.91-0.149.028.429.47-1.05
MJX Asset Management318/17/20231.090.931.161.010.153.943.994.29-0.304.664.755.07-0.318.928.469.71-1.25
Canaras Capital Management58/17/20231.150.801.150.920.243.984.284.59-0.314.525.175.21-0.048.158.079.39-1.32
ORIX Advisers108/18/20231.010.770.780.770.013.973.694.00-0.324.614.044.66-0.628.187.168.25-1.09
Five Arrows Managers78/14/20231.060.810.730.86-0.133.833.754.07-0.324.534.444.82-0.399.008.919.58-0.67
ICG Debt Advisors158/21/20230.980.760.630.74-0.114.013.583.92-0.334.925.114.810.308.678.268.47-0.21
Saratoga Investment Management28/16/20231.060.901.040.950.083.953.844.18-0.345.294.595.60-1.0110.168.8510.76-1.91
Park Avenue Institutional Advisers78/11/20231.030.871.010.900.113.743.493.85-0.364.624.164.76-0.599.328.789.61-0.83
Clover78/17/20230.990.850.640.84-0.203.983.573.94-0.364.614.174.56-0.398.478.488.380.09
Ares Management388/21/20231.040.890.890.92-0.034.093.874.24-0.364.814.514.98-0.479.329.249.66-0.42
Credit Suisse First Boston348/16/20231.020.890.850.91-0.063.893.583.98-0.404.624.964.730.228.859.729.060.66
Marathon Asset Management138/11/20231.190.891.051.06-0.013.784.084.49-0.414.634.925.49-0.579.119.6610.81-1.15
DoubleLine Capital78/9/20231.080.881.000.950.053.673.533.96-0.434.303.824.64-0.828.807.689.50-1.82
Steele Creek Investment Management78/8/20231.061.150.961.21-0.253.793.564.01-0.444.784.295.05-0.779.598.6210.14-1.51
WhiteStar238/16/20231.050.890.910.94-0.034.233.954.46-0.514.824.695.08-0.399.608.5910.12-1.53
Royal Bank of Canada18/7/20231.050.940.750.98-0.233.653.313.82-0.513.803.863.98-0.128.728.359.13-0.79
Nassau Corporate Credit88/3/20231.141.000.941.14-0.203.393.303.87-0.574.534.335.18-0.849.658.0911.02-2.94
Post Advisory Group28/10/20231.021.010.911.03-0.123.753.223.84-0.624.393.254.49-1.248.627.208.82-1.62
ZAIS Group128/17/20231.190.911.121.090.033.913.954.67-0.724.514.895.38-0.508.749.2410.42-1.18
Aquarian Credit Partners27/31/20231.151.390.871.60-0.733.383.083.88-0.804.843.965.55-1.589.658.1711.07-2.90
MacKay Shields27/31/20231.041.381.251.44-0.193.382.663.51-0.854.824.425.00-0.5810.0310.1910.40-0.21
SPBDLL18/21/20231.230.860.771.06-0.294.184.145.14-1.004.914.856.03-1.188.277.8910.15-2.26
Telos Asset Management47/31/20230.841.370.561.15-0.603.330.842.80-1.964.761.954.01-2.069.821.968.28-6.32
AllianceBernstein28/9/20230.921.043.654.084.414.359.088.77
Beach Point17/31/20231.391.503.443.754.945.4010.0410.66
Birch Grove Capital38/8/20230.870.993.654.054.395.119.9610.74
BlueBay Asset Management18/3/20231.001.033.403.404.585.32
CQS Management28/7/20230.921.033.623.974.384.839.9610.92
Capital Four Management28/18/20231.041.054.014.105.355.04
Diameter Capital38/3/20231.041.193.403.394.585.359.7511.50
Empower Capital Management18/7/20231.000.933.633.68
FS Investments28/9/20230.870.913.703.834.294.778.749.28
Muzinich & Co18/1/20231.261.233.393.05
New Mountain Capital38/7/20231.181.383.733.635.135.6510.0410.76
Pimco48/8/20230.971.193.653.883.804.169.9410.24
Putnam Investments28/4/20230.961.233.544.464.455.1310.4611.67
Sancus28/8/20230.870.973.683.754.335.219.5610.87
Silver Rock Management28/16/20231.021.114.064.342.603.346.657.19
Starwood Property Trust28/9/20231.021.353.703.784.305.508.6912.47
Sycamore Tree18/9/20230.790.953.703.504.294.898.749.28
Tikehau Capital28/9/20230.931.093.684.164.284.739.8110.27

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