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
Telos Asset Management12/29/20240.860.941.660.810.853.393.912.930.985.545.974.791.1810.777.839.31-1.48
Vista Credit13/8/20240.951.131.131.080.053.363.783.190.595.555.965.270.7011.4813.6710.892.77
Black Diamond Capital Management23/20/20240.891.151.131.020.112.933.062.610.455.295.084.700.3813.6912.9112.170.74
Bardin Hill Investment Partners63/11/20241.061.071.041.13-0.093.343.973.550.425.566.335.910.4211.8912.9412.640.30
Anchorage Capital Group183/19/20240.991.151.221.140.083.143.483.110.375.625.935.570.3712.2612.8012.140.65
MacKay Shields22/29/20241.040.931.460.970.493.393.873.510.365.645.705.85-0.1511.0510.6211.45-0.83
Invesco143/1/20240.961.001.200.960.243.393.573.260.315.675.855.450.4012.0011.9911.530.47
Guggenheim Partners53/14/20240.901.151.251.040.213.263.242.940.305.685.555.120.4312.0712.3910.881.51
Elmwood Asset Management183/12/20240.881.141.011.000.013.353.232.940.295.645.404.950.4512.6812.1711.131.04
KKR Financial Advisors252/29/20241.060.941.130.990.133.383.863.580.285.666.285.990.2911.3712.3512.030.32
ICG Debt Advisors143/20/20240.971.191.111.15-0.043.093.262.980.285.455.365.260.0913.0212.1712.58-0.41
Octagon Credit Investors423/18/20241.001.121.171.120.053.253.533.260.275.635.875.660.2112.5612.4712.61-0.14
MJX Asset Management233/15/20241.091.141.141.24-0.113.223.773.510.265.575.956.08-0.1312.0112.2813.12-0.84
American Money Management103/8/20240.971.050.861.01-0.153.223.343.120.225.686.035.490.5411.9312.0311.530.49
Crescent Capital Group103/13/20241.161.151.131.33-0.203.314.063.840.215.536.536.420.1112.1013.5914.06-0.47
WhiteStar233/14/20241.061.021.261.070.183.193.583.360.215.686.156.000.1511.7111.9612.36-0.40
HPS Investment Partners133/13/20241.011.121.341.130.213.283.523.310.215.615.785.650.1312.1412.4012.220.17
Nuveen193/13/20241.001.141.351.140.203.313.513.310.205.645.715.650.0612.3611.9212.37-0.45
PPM America22/29/20241.090.940.861.02-0.163.393.863.680.185.656.206.140.0611.2012.4812.150.33
Partners Group73/15/20241.011.191.261.190.063.063.243.080.175.545.885.570.3113.0513.8613.140.72
Goldentree Asset Management73/19/20241.011.101.231.110.123.163.333.180.155.846.095.880.2111.9512.4312.030.40
TCW Asset Management63/20/20240.961.181.211.140.073.083.122.970.155.585.785.380.4012.8713.0512.410.64
Seix Advisors53/5/20241.021.051.031.07-0.043.393.613.460.145.645.705.76-0.0611.8211.3612.07-0.71
AEGON USA Investment Management63/13/20240.951.081.251.020.233.293.283.130.145.545.655.270.3812.2211.2711.63-0.36
Hayfin Capital Management63/12/20240.941.141.201.070.133.343.263.130.135.595.435.230.2011.7712.2311.011.22
Fortress Investment Group33/8/20240.961.041.331.000.343.303.303.170.135.605.485.380.1011.4911.2811.030.25
Ares Management313/20/20241.031.091.141.130.013.103.303.200.105.706.295.890.4012.2612.5412.67-0.13
Carlyle Group263/18/20241.051.161.341.220.123.203.453.370.085.555.845.840.0012.5212.9613.18-0.22
Blackstone253/6/20241.051.081.181.130.053.373.633.540.085.635.955.920.0311.7412.0112.34-0.33
Oaktree Capital Management102/29/20241.020.940.940.96-0.013.383.533.460.075.676.115.790.3211.2312.4711.480.99
Sculptor Loan Management113/13/20240.991.151.291.140.153.313.363.290.075.565.775.520.2511.9712.0911.890.20
Vibrant Capital Partners93/13/20241.051.151.241.200.033.333.543.480.065.565.815.810.0011.8512.1112.39-0.28
Canaras Capital Management53/15/20241.151.171.361.340.013.253.803.740.065.505.066.33-1.2712.1812.4614.03-1.57
Clover63/13/20240.991.161.291.150.143.303.303.260.045.525.725.450.2712.2211.6912.08-0.39
Voya Alternative Asset Management242/29/20241.020.931.000.950.053.393.503.460.045.665.705.78-0.0811.3111.5711.560.01
Canyon Capital Advisors92/29/20241.000.941.200.940.263.383.413.380.035.685.565.67-0.1111.3011.7211.280.44
Barings183/13/20241.011.101.091.11-0.023.283.343.320.035.625.645.67-0.0312.0111.8512.13-0.28
Napier Park Global Capital123/12/20240.910.950.940.860.083.232.952.920.035.695.375.150.2211.6511.0310.560.48
Blackrock Financial Management152/29/20240.940.910.850.850.003.393.193.170.025.705.365.340.0211.3211.0810.590.48
Irradiant Partners123/15/20241.021.131.341.150.193.183.263.240.025.675.795.780.0112.1612.8812.390.50
Pretium Credit Management43/8/20240.991.131.171.130.043.363.333.34-0.015.635.615.600.0111.5911.9211.520.40
Sound Point Capital Management353/12/20241.051.010.941.06-0.123.233.373.40-0.035.655.535.94-0.4111.7811.7812.39-0.61
Golub Capital133/11/20240.931.111.091.040.053.353.083.12-0.045.655.425.260.1611.8811.6611.080.59
DoubleLine Capital53/8/20241.091.101.291.190.103.363.603.65-0.045.906.246.41-0.1711.4311.1712.41-1.25
ZAIS Group133/19/20241.181.161.131.37-0.243.153.673.71-0.045.606.006.59-0.5912.1112.4814.26-1.77
AllianceBernstein23/13/20241.101.161.201.27-0.063.283.553.60-0.045.555.936.08-0.1512.4212.9813.61-0.63
Western Asset Management33/11/20241.051.181.221.24-0.023.343.463.52-0.055.725.726.03-0.3112.2611.8912.91-1.02
LCM Asset Management153/15/20241.061.150.961.22-0.263.253.393.45-0.065.565.525.90-0.3812.3912.2613.16-0.89
CVC Credit Partners173/14/20241.001.141.201.140.063.283.223.29-0.075.665.425.67-0.2511.8411.4311.88-0.45
Allstate Investment Management103/12/20240.931.141.191.070.133.333.043.11-0.075.675.285.29-0.0111.6911.1010.900.20
New York Life Investment Management93/8/20240.971.131.191.090.103.383.203.29-0.095.645.545.470.0711.7511.3911.41-0.02
Onex Credit Partners183/18/20240.991.151.101.13-0.033.173.033.12-0.095.655.765.570.1912.4912.4312.310.12
CIFC Asset Management343/12/20241.001.100.981.10-0.123.283.173.29-0.115.645.605.65-0.0511.9211.8711.93-0.06
MidOcean Credit Fund Management73/19/20241.071.091.321.170.153.063.173.29-0.125.735.846.15-0.3112.3012.5713.21-0.64
PGIM403/18/20241.000.950.840.95-0.113.012.903.02-0.125.615.425.63-0.2112.0211.3112.07-0.76
Bain Capital Credit233/12/20241.041.131.121.18-0.063.333.343.47-0.135.615.685.85-0.1812.2112.2612.74-0.48
Generate Advisors43/15/20240.991.141.031.12-0.103.283.103.24-0.135.595.575.510.0611.8713.2711.701.57
Orchard First Source Asset Management33/8/20241.021.111.191.130.053.373.303.43-0.135.625.255.72-0.4711.3611.4811.56-0.09
Sixth Street113/13/20240.991.161.121.15-0.033.313.153.29-0.145.565.445.53-0.0812.2811.7512.21-0.45
AGL Credit133/13/20241.101.111.221.23-0.013.303.503.64-0.145.696.246.28-0.0412.0113.2313.25-0.02
Ballyrock Investment Advisors93/13/20240.981.111.091.090.003.313.093.24-0.155.675.545.56-0.0211.8911.7811.650.14
Five Arrows Managers63/13/20241.081.131.001.22-0.223.303.413.56-0.155.645.796.07-0.2811.8912.0812.80-0.72
Columbia Management63/18/20241.021.160.991.18-0.203.183.103.25-0.155.445.465.56-0.1012.5912.2812.86-0.58
Neuberger Berman323/19/20241.031.161.151.19-0.043.183.113.27-0.155.635.725.78-0.0612.2411.9112.58-0.67
Brigade Capital Management113/13/20241.051.150.901.20-0.303.293.293.45-0.165.615.505.88-0.3811.9412.0112.51-0.50
Nassau Corporate Credit73/5/20241.151.071.121.23-0.103.403.763.92-0.165.636.546.480.0611.6212.5513.38-0.83
Blue Owl203/8/20241.031.081.021.11-0.093.373.313.48-0.175.645.815.83-0.0211.6912.2312.070.17
CFI Partners32/29/20240.940.940.600.89-0.283.383.023.19-0.175.665.345.340.0011.2011.3610.560.80
Post Advisory Group43/11/20241.011.051.241.060.183.343.183.36-0.195.685.435.73-0.2911.9110.5012.01-1.50
Oak Hill Advisors153/6/20240.971.071.061.040.023.373.063.26-0.195.675.575.470.1011.5511.9111.160.75
Morgan Stanley Eaton Vance183/13/20241.011.101.021.11-0.093.313.143.35-0.215.615.325.68-0.3611.9411.3312.09-0.77
40/86 Advisors22/29/20240.900.940.680.85-0.173.382.843.05-0.215.625.235.060.1710.9410.549.870.67
FS Investments23/8/20241.000.990.960.99-0.033.363.153.37-0.225.595.405.61-0.2111.8011.9211.840.08
AXA Investment Managers113/12/20240.991.151.081.14-0.063.343.083.31-0.235.625.485.58-0.0911.8611.6711.76-0.09
Palmer Square Capital Management203/18/20240.981.131.001.11-0.113.202.913.15-0.235.675.645.570.0612.0911.8911.900.00
Trimaran Advisors83/13/20241.011.121.191.130.063.313.083.34-0.255.565.195.60-0.4112.1511.0312.24-1.21
Benefit Street Partners233/20/20241.081.121.101.20-0.113.143.123.38-0.255.735.986.17-0.1912.0912.4513.02-0.57
Credit Suisse First Boston283/15/20241.021.171.141.20-0.053.273.093.34-0.265.555.295.68-0.3912.3711.9012.66-0.75
Fort Washington Investment Advisors13/8/20241.031.131.111.16-0.053.363.183.45-0.275.605.315.75-0.4411.5210.8211.83-1.01
Shenkman Capital Management53/5/20241.041.071.071.12-0.053.403.263.54-0.285.645.125.87-0.7511.5811.2312.05-0.82
Angelo, Gordon & Co73/13/20241.101.121.041.24-0.203.303.343.64-0.305.626.016.20-0.1912.0413.4613.300.16
Investcorp Credit Management223/14/20241.041.141.021.19-0.173.303.143.45-0.305.515.195.75-0.5612.3212.1912.86-0.68
HalseyPoint Asset Management13/8/20241.091.131.091.24-0.153.363.363.66-0.305.605.826.11-0.2911.5312.2712.58-0.30
Jefferies Finance113/13/20241.091.121.001.23-0.233.283.273.59-0.325.595.746.12-0.3811.8112.0212.93-0.90
ArrowMark Colorado Holdings73/13/20240.981.130.911.11-0.203.292.883.21-0.335.565.005.43-0.4312.2111.4811.94-0.46
Whitebox Capital Management33/13/20240.890.960.850.86-0.013.312.602.95-0.345.655.205.020.1812.5011.4711.120.35
King Street Capital Management103/20/20241.081.111.411.210.203.062.963.31-0.355.475.135.93-0.8012.8013.2413.87-0.62
Park Avenue Institutional Advisers93/13/20241.031.141.071.17-0.103.313.033.41-0.385.544.975.71-0.7412.2910.8812.66-1.78
Apollo Global Management153/8/20241.031.091.001.13-0.123.343.053.45-0.405.625.275.80-0.5311.6211.2012.01-0.80
First Eagle Private Credit133/8/20241.021.110.931.13-0.203.362.993.41-0.425.695.655.78-0.1311.9411.9412.13-0.19
Aristotle43/14/20241.051.191.221.25-0.033.273.003.45-0.455.495.055.79-0.7412.5512.4113.22-0.82
PineBridge Investments63/15/20241.021.140.901.16-0.273.202.793.26-0.475.615.135.72-0.5812.1711.4512.41-0.97
ORIX Advisers63/18/20241.011.221.121.24-0.113.222.803.27-0.475.415.025.49-0.4712.9011.6213.10-1.48
Steele Creek Investment Management73/4/20241.060.970.781.03-0.253.392.973.60-0.635.655.496.00-0.5111.3110.8512.02-1.17
Marathon Asset Management113/11/20241.211.141.041.38-0.343.403.444.11-0.665.666.216.85-0.6412.1812.8714.73-1.86
Man Group13/8/20241.011.130.901.15-0.253.362.713.40-0.695.584.855.65-0.8111.4711.2411.63-0.38
Aquarian Credit Partners12/29/20241.140.930.651.07-0.423.391.533.88-2.355.504.576.29-1.7310.576.4912.09-5.60
Barrow Hanley13/11/20241.181.233.342.88
Beach Point12/29/20240.940.923.393.335.675.4911.2211.63
Birch Grove Capital33/8/20241.111.163.363.465.726.1011.6812.49
BlueBay Asset Management13/5/20241.071.033.413.145.665.4511.6311.74
CQS Management23/7/20241.121.223.373.545.655.0711.5011.18
Capital Four Management13/6/20240.890.713.112.585.664.55
Centerbridge23/6/20241.030.963.353.515.665.75
Diameter Capital23/5/20241.071.133.403.595.665.9911.6312.47
Empower Capital Management23/11/20241.130.913.352.705.865.27
Northwestern Mutual13/8/20241.131.073.363.245.605.30
Pimco23/6/20241.091.043.373.355.955.9510.7110.58
Putnam Investments33/6/20241.070.953.363.245.715.5811.6211.89
SPBDAL13/20/20241.091.092.942.945.205.2013.6313.63
SPBDLL13/20/20241.091.202.942.835.205.1913.6314.27
Sancus23/7/20241.121.143.373.365.665.4311.5311.97
Silver Point13/6/20241.091.273.373.525.665.99
Silver Rock Management13/18/20241.241.613.083.615.336.3411.3412.85
Sycamore Tree23/8/20241.131.123.363.185.605.5211.7511.95
Tikehau Capital23/8/20241.141.113.373.485.616.0111.5212.51

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