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
Birch Grove Capital41/8/20240.941.671.691.580.113.303.673.120.556.256.675.910.7612.3813.7411.692.05
Clover81/12/20240.981.581.541.55-0.013.343.763.280.496.136.016.020.0012.2211.4912.00-0.51
American Money Management91/16/20240.961.551.671.490.183.343.643.200.436.206.515.950.5612.1612.4011.660.74
Elmwood Asset Management201/9/20240.881.691.661.490.173.413.423.000.426.286.095.520.5713.7013.2712.041.23
Onex Credit Partners201/16/20240.981.631.581.60-0.033.453.773.390.386.236.326.130.1912.5012.8312.290.54
Oaktree Capital Management111/2/20241.031.741.761.80-0.043.013.493.110.386.527.026.730.2913.0513.9313.470.46
Octagon Credit Investors441/17/20241.001.601.831.600.233.403.633.400.236.116.116.120.0012.6912.3512.69-0.34
Five Arrows Managers81/12/20241.071.611.791.720.063.413.883.650.236.116.356.55-0.2012.1212.3112.99-0.68
Sculptor Loan Management211/22/20240.991.571.491.56-0.063.453.623.420.206.156.286.100.1911.7711.9011.660.24
Blackrock Financial Management211/12/20240.931.581.471.48-0.013.403.383.170.206.125.645.72-0.0812.2411.5311.430.09
Blackstone501/5/20241.051.691.821.770.063.253.603.400.206.366.636.66-0.0313.0913.4413.69-0.25
AGL Credit231/12/20241.111.701.871.88-0.013.474.023.840.186.306.956.98-0.0312.7914.2114.170.05
PPM America51/5/20241.071.662.051.780.273.323.743.560.186.306.856.760.0913.0513.6714.00-0.32
Invesco151/8/20240.971.701.681.640.033.353.413.240.176.316.056.10-0.0513.3412.8612.90-0.04
Partners Group101/16/20241.011.341.251.36-0.113.303.503.330.166.046.276.100.1612.0412.7312.170.56
Brigade Capital Management151/11/20241.051.692.061.780.283.353.693.530.166.246.866.570.3012.5313.1413.20-0.06
Nuveen251/16/20241.001.631.711.630.093.413.563.400.166.125.716.11-0.4012.2811.6112.24-0.63
Ares Management431/12/20241.041.611.721.680.043.343.633.480.156.186.746.430.3112.4712.9912.970.02
CIFC Asset Management421/12/20241.001.711.701.71-0.013.403.543.390.156.306.336.280.0512.6112.8112.570.24
PGIM491/17/20241.011.701.711.710.003.503.653.530.126.325.986.37-0.3912.3311.7412.42-0.68
Bardin Hill Investment Partners71/10/20241.071.661.991.770.223.353.703.590.116.207.496.640.8512.4113.4413.280.16
First Eagle Private Credit271/22/20241.021.681.681.72-0.043.543.733.630.106.276.546.420.1212.4112.8212.710.11
Palmer Square Capital Management271/18/20240.981.641.461.61-0.153.483.513.420.096.206.236.100.1312.1512.1011.960.14
Allstate Investment Management121/9/20240.931.691.451.57-0.123.333.193.100.096.255.775.82-0.0512.7912.1911.920.27
Anchorage Capital Group181/18/20241.001.631.671.640.043.453.553.470.086.236.066.26-0.2012.0312.7612.090.67
Sixth Street161/9/20240.991.641.481.62-0.143.283.323.240.086.226.026.13-0.1112.5412.2312.36-0.13
Whitebox Capital Management31/11/20240.881.571.071.37-0.303.262.932.850.086.055.505.300.2012.2511.5010.720.78
Nassau Corporate Credit91/3/20241.141.712.021.950.073.153.683.600.086.367.127.28-0.1613.0613.3114.94-1.63
AEGON USA Investment Management111/12/20240.961.641.431.57-0.143.363.293.210.086.155.695.89-0.2012.2411.0111.73-0.72
Goldentree Asset Management171/5/20241.011.661.611.68-0.073.373.473.400.086.316.306.37-0.0713.0213.4313.130.30
Western Asset Management41/10/20241.051.551.651.620.033.233.473.390.086.075.726.37-0.6512.3312.2312.94-0.71
Oak Hill Advisors241/8/20240.971.691.411.64-0.233.483.453.370.076.336.326.140.1812.7613.3212.370.95
CFI Partners31/2/20240.941.741.601.65-0.053.012.902.830.076.526.646.150.4913.1813.3812.430.95
Guggenheim Partners51/10/20240.901.681.511.510.003.363.083.020.066.266.235.640.5912.6112.9711.361.61
40/86 Advisors21/5/20240.901.681.451.52-0.073.192.942.880.066.356.125.730.3912.9412.4111.660.75
Neuberger Berman371/18/20241.031.591.501.64-0.143.433.603.540.066.176.186.36-0.1812.1511.7912.54-0.74
New York Life Investment Management91/17/20240.971.671.471.62-0.153.493.433.390.056.266.026.07-0.0612.4012.0312.030.00
Carlyle Group561/17/20241.061.691.681.79-0.123.423.663.610.046.266.386.62-0.2412.2712.9612.98-0.02
New Mountain Capital31/8/20240.911.721.381.57-0.183.293.043.010.036.396.185.840.3413.4513.3612.281.08
Generate Advisors81/9/20240.991.591.521.58-0.063.243.223.210.016.096.666.030.6312.3014.2112.182.03
AXA Investment Managers111/10/20240.991.661.481.65-0.173.333.313.300.016.196.146.16-0.0112.6212.5312.54-0.02
Benefit Street Partners361/12/20241.071.681.641.80-0.163.373.633.620.016.246.656.70-0.0512.3512.7013.26-0.56
ICG Debt Advisors141/19/20240.971.401.531.360.173.353.243.240.006.025.455.82-0.3812.1111.6511.71-0.06
HalseyPoint Asset Management41/9/20241.101.621.671.78-0.113.293.593.61-0.016.166.596.76-0.1712.3913.0513.59-0.54
Barings251/12/20241.021.681.631.72-0.093.393.443.45-0.026.236.186.35-0.1712.5312.5812.77-0.19
Crescent Capital Group141/12/20241.161.672.061.950.113.413.953.97-0.026.217.147.23-0.0912.8014.1214.90-0.79
Aquarian Credit Partners21/9/20241.151.611.631.85-0.223.433.913.93-0.026.246.017.15-1.1412.5211.7514.35-2.60
Black Diamond Capital Management41/16/20240.881.281.111.13-0.033.262.852.88-0.035.925.745.230.5211.8912.0310.491.54
Canyon Capital Advisors151/22/20240.991.671.511.65-0.143.743.653.69-0.046.306.106.21-0.1112.1012.3611.930.43
Columbia Management71/17/20241.031.421.311.45-0.143.313.343.39-0.056.016.286.160.1211.6211.1311.92-0.79
Ballyrock Investment Advisors101/12/20240.971.581.401.54-0.143.343.203.25-0.055.995.605.84-0.2411.9811.8711.670.20
PineBridge Investments121/12/20241.031.591.521.63-0.113.313.323.40-0.086.165.936.32-0.3812.3111.6112.63-1.02
CVC Credit Partners241/12/20241.011.671.511.68-0.183.373.313.39-0.086.205.756.25-0.5012.3111.8212.41-0.59
Angelo, Gordon & Co111/17/20241.101.621.711.79-0.083.383.653.73-0.086.167.066.800.2612.1413.9713.390.57
TCW Asset Management81/16/20240.981.481.131.44-0.313.303.123.22-0.096.065.865.91-0.0512.0312.1211.740.38
Blue Owl211/9/20241.031.691.621.75-0.123.323.343.43-0.096.276.896.470.4212.7613.4213.180.24
HPS Investment Partners131/12/20241.001.651.411.65-0.243.353.253.35-0.106.196.026.20-0.1812.4512.3212.47-0.15
Voya Alternative Asset Management291/16/20241.031.601.651.640.003.523.513.61-0.106.176.116.32-0.2212.3612.3412.68-0.34
Apollo Global Management251/8/20241.031.681.571.73-0.163.433.423.52-0.106.286.106.44-0.3412.5012.3212.83-0.50
Napier Park Global Capital171/17/20240.921.581.281.45-0.173.533.133.23-0.106.135.445.61-0.1712.2111.6811.180.50
Sound Point Capital Management521/11/20241.051.691.831.780.063.393.453.56-0.116.296.266.61-0.3412.8812.8713.52-0.64
KKR Financial Advisors341/2/20241.051.741.871.840.043.013.063.16-0.116.526.656.86-0.2113.1914.2213.880.33
WhiteStar241/16/20241.051.571.541.65-0.113.403.453.58-0.136.096.196.42-0.2312.0912.1212.74-0.62
Man Group21/9/20241.001.691.581.69-0.113.283.173.29-0.136.236.366.250.1112.5612.9012.600.30
Investcorp Credit Management261/12/20241.041.661.711.73-0.023.373.383.51-0.136.196.346.44-0.1012.4212.7012.93-0.23
ORIX Advisers91/17/20241.001.531.301.53-0.243.313.193.32-0.136.045.836.06-0.2211.8410.7911.88-1.09
CarVal81/9/20241.051.631.591.72-0.123.343.373.50-0.136.235.956.53-0.5912.5712.0813.19-1.11
Pretium Credit Management61/9/20241.011.651.531.68-0.153.313.223.36-0.146.226.186.31-0.1212.5012.8112.670.13
Vibrant Capital Partners121/9/20241.061.621.601.72-0.123.283.323.47-0.156.176.316.53-0.2212.3612.3513.09-0.74
Park Avenue Institutional Advisers91/10/20241.031.631.551.68-0.143.303.253.40-0.156.185.836.38-0.5612.5011.4112.90-1.50
Golub Capital181/11/20240.951.711.361.63-0.263.383.073.23-0.156.285.915.99-0.0812.6212.4712.040.44
Bain Capital Credit281/11/20241.041.721.731.79-0.063.433.413.57-0.166.286.336.53-0.2012.9513.2113.46-0.26
LCM Asset Management251/12/20241.071.571.861.680.183.333.413.57-0.166.066.196.50-0.3112.4412.2913.32-1.03
Post Advisory Group31/9/20241.021.671.441.70-0.273.273.183.34-0.166.275.626.40-0.7812.7410.7313.00-2.27
Morgan Stanley Eaton Vance181/10/20241.011.661.591.69-0.093.373.253.41-0.166.225.866.31-0.4412.5412.2512.72-0.47
Trimaran Advisors91/12/20241.011.611.431.62-0.193.343.203.36-0.176.065.516.10-0.5912.2811.2712.37-1.10
Greywolf Capital Management31/10/20241.131.381.611.560.053.373.633.81-0.186.146.346.93-0.6012.4212.7014.03-1.33
Irradiant Partners151/18/20241.021.621.461.65-0.193.403.293.48-0.186.206.416.330.0812.1713.0312.420.61
Seix Advisors71/8/20241.021.681.741.700.043.443.303.50-0.206.286.166.37-0.2212.7412.2612.93-0.67
Jefferies Finance131/12/20241.101.611.681.77-0.093.383.523.72-0.206.106.516.71-0.1912.2112.6013.43-0.82
Fort Washington Investment Advisors21/9/20241.011.631.451.65-0.203.293.133.33-0.206.165.806.24-0.4312.3211.4912.47-0.98
Orchard First Source Asset Management31/9/20241.021.721.631.74-0.113.283.123.33-0.216.276.006.37-0.3712.7112.6712.92-0.25
Vista Credit11/3/20240.951.651.861.560.303.122.722.96-0.246.357.796.021.7713.0616.1712.383.79
DoubleLine Capital61/9/20241.091.651.571.80-0.223.293.333.58-0.266.286.376.84-0.4712.4711.9113.57-1.65
Hayfin Capital Management61/12/20240.931.641.431.54-0.113.382.903.16-0.266.176.315.770.5412.3112.8111.511.30
Marathon Asset Management131/10/20241.181.641.581.94-0.363.343.673.94-0.276.196.707.31-0.6112.9013.2415.24-2.00
Steele Creek Investment Management71/9/20241.051.651.551.74-0.193.313.213.48-0.286.286.466.62-0.1612.6112.2313.29-1.07
Credit Suisse First Boston371/16/20241.021.671.401.70-0.303.373.133.43-0.306.205.736.31-0.5812.3512.2112.57-0.36
MJX Asset Management321/18/20241.091.661.941.810.133.453.453.76-0.316.246.406.80-0.4112.1912.2713.29-1.02
Telos Asset Management21/3/20240.851.701.231.45-0.223.332.542.85-0.316.374.575.44-0.8713.109.0411.19-2.15
ArrowMark Colorado Holdings131/12/20240.991.631.501.61-0.113.332.993.30-0.316.125.836.06-0.2312.2111.6412.10-0.46
Shenkman Capital Management71/11/20241.031.601.611.65-0.043.243.003.35-0.346.145.876.35-0.4812.2912.1612.71-0.55
MacKay Shields21/10/20241.041.531.481.59-0.113.222.903.33-0.436.055.416.26-0.8511.9911.8012.42-0.61
Aristotle51/10/20241.051.531.371.60-0.233.363.083.51-0.436.195.876.48-0.6112.7613.3013.34-0.05
Fortress Investment Group81/9/20240.941.691.221.59-0.373.332.653.12-0.476.336.075.940.1212.6812.7511.900.85
MidOcean Credit Fund Management81/17/20241.071.561.271.66-0.403.403.123.63-0.526.176.196.59-0.4012.0811.9412.89-0.96
King Street Capital Management141/16/20241.081.401.081.52-0.443.352.993.63-0.656.175.906.68-0.7812.1512.8313.16-0.33
ZAIS Group121/12/20241.191.661.681.97-0.293.323.203.95-0.766.216.277.39-1.1212.3412.4614.69-2.22
Canaras Capital Management51/17/20241.151.561.591.79-0.213.342.313.85-1.546.075.706.99-1.2911.8612.3113.65-1.34
AllianceBernstein31/9/20241.681.483.293.486.266.3612.7212.87
Beach Point11/2/20241.741.833.023.196.536.5613.1913.88
BlueBay Asset Management11/3/20241.711.453.183.026.396.15
CQS Management21/10/20241.591.813.232.966.075.5912.0712.30
Capital Four Management21/5/20241.651.803.323.716.356.4613.0813.22
Centerbridge21/9/20241.621.783.383.766.236.54
Diameter Capital41/4/20241.761.863.163.596.406.7413.1314.22
Empower Capital Management11/5/20241.661.503.403.376.305.83
FS Investments21/9/20241.631.503.293.476.176.3512.3312.97
Muzinich & Co11/2/20241.771.513.023.01
Northwestern Mutual11/9/20241.631.583.293.706.175.92
Pimco41/8/20241.681.753.483.946.316.5312.1012.42
Putnam Investments21/8/20241.691.773.483.676.346.4012.7513.38
SPBDAL11/22/20241.071.073.283.285.935.9311.4111.41
SPBDLL11/22/20241.070.893.283.335.935.8011.4110.59
Sancus21/9/20241.631.563.303.146.175.8812.3212.71
Silver Point11/5/20241.661.523.403.586.306.55
Silver Rock Management11/8/20241.401.413.433.696.316.8210.7612.21
Sycamore Tree21/10/20241.611.463.243.416.086.2312.2512.59
Tikehau Capital31/9/20241.651.683.413.766.306.6612.7513.40

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