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
Vista Credit110/3/20230.940.691.390.650.743.054.852.871.986.228.735.852.8811.8612.7511.171.59
Hayfin Capital Management510/16/20230.930.250.520.240.282.733.372.540.826.226.925.791.1312.0112.9911.181.81
Generate Advisors910/11/20230.980.450.510.440.062.673.252.620.636.177.256.071.1711.9314.0311.742.29
Bardin Hill Investment Partners910/11/20231.050.460.520.490.042.813.572.960.626.176.676.510.1611.9611.5712.61-1.03
Fortress Investment Group710/10/20230.940.560.780.530.242.973.332.800.536.336.235.960.2712.0911.6311.390.24
Black Diamond Capital Management410/16/20230.880.270.300.240.062.612.832.300.536.266.285.530.7512.2911.7610.860.90
Guggenheim Partners510/16/20230.900.330.370.300.072.803.012.530.486.296.555.680.8712.1712.3510.981.38
Blue Owl1910/10/20231.040.490.640.510.122.883.462.990.476.216.826.450.3712.1111.7412.58-0.84
CFI Partners310/2/20230.940.950.950.900.063.393.603.190.416.666.856.270.5912.7312.9911.991.00
Crescent Capital Group1610/16/20231.150.420.270.48-0.212.793.623.210.416.367.747.340.4012.6113.6914.56-0.86
Canaras Capital Management510/17/20231.150.410.640.480.172.773.523.190.336.327.657.290.3612.4512.6714.35-1.68
Angelo, Gordon & Co1110/17/20231.100.550.740.600.142.843.453.130.326.387.547.050.5012.4213.2113.70-0.49
Irradiant Partners1510/18/20231.020.480.490.490.002.843.202.910.296.376.856.520.3312.2613.3612.540.82
40/86 Advisors310/5/20230.900.820.930.740.193.183.142.860.286.355.935.710.2212.5511.9911.280.71
Man Group210/10/20231.000.540.500.54-0.042.893.122.910.226.226.356.250.1011.9912.0612.040.02
Brigade Capital Management1510/12/20231.050.510.390.53-0.142.873.203.010.196.276.796.570.2212.1912.1912.78-0.60
Ares Management4310/18/20231.040.500.690.510.182.813.052.920.146.386.166.63-0.4712.3112.5912.79-0.20
Columbia Management710/17/20231.030.240.140.24-0.102.662.852.730.136.246.156.40-0.2511.7711.0412.07-1.03
Elmwood Asset Management2010/11/20230.880.400.210.35-0.142.762.552.420.126.435.995.630.3612.9712.7411.361.38
Steele Creek Investment Management710/11/20231.060.740.940.780.162.953.233.110.126.326.486.68-0.1912.3811.6613.08-1.42
Oak Hill Advisors2310/6/20230.970.430.420.420.002.732.772.660.126.036.025.860.1611.6712.5311.351.17
ArrowMark Colorado Holdings1310/13/20230.990.560.640.550.092.802.862.780.096.256.286.200.0812.1711.4512.07-0.62
American Money Management910/16/20230.970.590.690.570.132.992.972.890.086.456.366.250.1112.3812.0611.990.07
Golub Capital1810/12/20230.960.490.520.470.052.872.822.750.076.255.935.98-0.0512.2211.8711.700.18
Whitebox Capital Management310/12/20230.880.430.500.380.132.742.492.420.076.265.605.520.0712.1211.5710.700.88
MidOcean Credit Fund Management910/18/20231.070.480.500.51-0.012.833.093.020.076.326.596.75-0.1612.2512.5813.08-0.51
TCW Asset Management710/16/20230.980.330.320.320.012.712.682.650.046.296.066.14-0.0812.1612.0811.870.21
Investcorp Credit Management2610/16/20231.040.360.230.37-0.152.782.922.900.026.296.326.56-0.2412.1612.6012.68-0.08
Pretium Credit Management610/10/20231.010.500.510.500.002.822.882.860.026.176.246.26-0.0111.9612.1712.130.04
Palmer Square Capital Management2410/18/20230.990.470.500.460.042.792.772.760.016.296.116.23-0.1212.2512.0112.13-0.13
Partners Group1010/16/20231.010.11-0.070.11-0.182.662.682.69-0.016.256.506.320.1912.1212.8412.240.60
Canyon Capital Advisors1310/20/20230.990.890.740.88-0.143.143.093.10-0.016.636.686.530.1413.0413.5712.850.72
Seix Advisors610/6/20231.020.490.610.490.122.722.752.76-0.016.116.106.21-0.1112.0011.6312.19-0.56
King Street Capital Management1210/16/20231.090.130.010.14-0.132.772.983.00-0.026.287.076.810.2612.0213.0413.040.00
Jefferies Finance1310/13/20231.100.460.560.510.062.702.952.97-0.026.166.306.78-0.4812.1412.0613.37-1.31
Sculptor Loan Management2210/19/20230.990.420.320.41-0.092.802.762.78-0.036.376.236.32-0.0912.1112.1612.010.14
AXA Investment Managers1110/12/20230.990.490.450.49-0.042.802.752.78-0.036.346.206.31-0.1112.1411.8012.08-0.28
Bain Capital Credit2810/12/20231.040.390.450.400.052.822.892.94-0.066.316.346.58-0.2512.5712.5613.10-0.54
First Eagle Private Credit2910/20/20231.030.440.510.450.062.822.852.91-0.066.446.356.64-0.2912.5511.9812.94-0.96
Benefit Street Partners3410/13/20231.080.550.500.59-0.092.903.063.12-0.066.306.436.78-0.3512.2112.4313.14-0.71
MJX Asset Management3110/18/20231.090.450.600.490.112.893.083.15-0.076.416.676.98-0.3212.3511.8613.46-1.60
New York Life Investment Management710/18/20230.960.470.410.45-0.042.712.552.62-0.076.255.806.03-0.2312.2412.2311.800.43
PPM America510/5/20231.070.670.690.72-0.032.893.003.08-0.086.156.496.56-0.0811.9112.0912.72-0.63
Oaktree Capital Management1010/2/20231.030.960.810.99-0.183.393.413.49-0.086.666.976.860.1012.7013.1713.090.08
Vibrant Capital Partners1210/10/20231.060.440.380.47-0.082.792.882.96-0.086.156.266.52-0.2611.8011.8612.50-0.64
KKR Financial Advisors3610/2/20231.050.951.131.000.133.393.473.55-0.086.656.926.97-0.0512.8113.4713.440.04
WhiteStar2310/16/20231.050.660.690.70-0.012.732.792.88-0.096.235.936.57-0.6412.2511.9412.93-0.99
HPS Investment Partners1310/13/20231.000.530.290.53-0.242.892.812.90-0.096.446.336.45-0.1212.3312.3312.37-0.03
CIFC Asset Management4310/13/20231.000.640.540.63-0.102.982.872.97-0.116.396.146.37-0.2412.6012.6612.560.10
Voya Alternative Asset Management2810/11/20231.030.690.680.71-0.032.792.762.86-0.116.176.106.33-0.2312.1511.9712.46-0.49
ORIX Advisers1010/18/20231.010.300.230.30-0.072.682.592.70-0.126.275.616.33-0.7112.1011.0812.22-1.14
Onex Credit Partners2110/16/20230.980.400.250.39-0.142.762.592.71-0.126.336.036.21-0.1812.3612.7712.120.64
LCM Asset Management2510/13/20231.070.370.400.390.012.682.732.86-0.136.526.656.97-0.3112.5012.3813.35-0.98
Allstate Investment Management1210/11/20230.930.530.340.50-0.162.832.502.64-0.146.205.715.78-0.0712.1411.7611.330.43
Invesco1610/17/20230.960.680.590.65-0.062.812.562.70-0.146.245.936.01-0.0812.8112.5412.340.21
Shenkman Capital Management710/12/20231.040.750.670.77-0.102.912.873.02-0.156.396.426.62-0.1912.4612.9012.900.00
Orchard First Source Asset Management310/10/20231.020.570.390.58-0.192.962.863.01-0.156.236.186.33-0.1612.1012.1812.31-0.13
DoubleLine Capital410/11/20231.080.530.310.57-0.272.902.973.12-0.156.235.656.71-1.0612.0411.2412.97-1.73
Napier Park Global Capital810/5/20230.920.620.620.570.062.822.432.59-0.166.125.585.62-0.0411.8911.6910.920.77
Ballyrock Investment Advisors1010/13/20230.970.520.490.51-0.022.582.352.52-0.166.155.916.00-0.0912.1712.3811.870.51
Sound Point Capital Management5110/12/20231.050.710.600.75-0.142.982.963.12-0.166.356.376.65-0.2812.7512.6913.34-0.66
Aristotle510/11/20231.050.230.200.24-0.042.742.702.87-0.176.296.456.58-0.1212.1913.1712.750.41
Barings2610/13/20231.020.530.460.54-0.072.872.752.92-0.176.296.236.42-0.1912.2912.6312.540.09
Saratoga Investment Management210/10/20231.060.480.520.510.012.762.742.92-0.186.145.686.50-0.8112.0010.5712.69-2.12
Nassau Corporate Credit810/3/20231.140.690.990.790.203.043.293.48-0.196.206.627.08-0.4611.8610.8413.55-2.71
Apollo Global Management2510/6/20231.030.380.300.39-0.092.702.592.78-0.196.025.816.18-0.3711.6111.9211.93-0.01
Anchorage Capital Group2010/19/20230.990.370.300.36-0.072.802.572.77-0.206.306.296.240.0511.9812.5511.870.69
Sixth Street1710/10/20230.990.480.340.48-0.132.852.622.82-0.206.205.436.12-0.6911.9411.3611.80-0.44
AGL Credit2210/13/20231.110.450.380.50-0.122.812.913.11-0.206.286.946.95-0.0112.2913.3213.60-0.28
Octagon Credit Investors4610/17/20231.000.360.290.36-0.072.692.482.68-0.216.426.106.42-0.3212.7512.1612.73-0.58
Blackstone5110/6/20231.040.600.470.62-0.163.012.933.15-0.216.316.166.60-0.4412.4812.4313.04-0.61
AEGON USA Investment Management1210/20/20230.960.290.310.280.032.752.422.65-0.236.355.636.12-0.4912.1511.0211.70-0.68
HalseyPoint Asset Management510/18/20231.090.330.120.35-0.232.692.702.93-0.236.216.436.75-0.3212.0112.6513.05-0.40
Fort Washington Investment Advisors210/10/20231.020.460.330.47-0.142.762.572.80-0.236.145.546.23-0.7011.7611.3011.95-0.64
Blackrock Financial Management2010/13/20230.930.700.440.65-0.212.782.342.60-0.256.225.535.81-0.2912.2511.9711.440.52
Goldentree Asset Management1810/16/20231.010.400.270.41-0.142.782.542.80-0.266.216.056.26-0.2112.1412.7812.240.54
Neuberger Berman3710/19/20231.030.380.250.39-0.152.752.572.84-0.276.375.946.58-0.6412.2211.9512.63-0.68
Morgan Stanley Eaton Vance1710/11/20231.020.420.330.43-0.092.802.562.84-0.286.185.776.29-0.5211.9712.0912.16-0.08
ICG Debt Advisors1410/20/20230.960.200.250.200.052.622.242.53-0.296.325.856.09-0.2412.4711.7812.03-0.25
PineBridge Investments1210/13/20231.030.430.260.44-0.182.852.622.92-0.306.325.996.48-0.5012.2312.3212.55-0.23
Carlyle Group5610/17/20231.060.390.170.41-0.242.902.773.07-0.306.466.326.84-0.5212.3312.8113.04-0.23
Credit Suisse First Boston3710/16/20231.020.400.370.41-0.032.832.572.88-0.316.345.926.47-0.5512.2712.5912.510.08
Greywolf Capital Management410/16/20231.100.890.910.98-0.072.592.512.86-0.356.145.976.79-0.8112.2712.3613.55-1.19
Five Arrows Managers710/13/20231.070.460.100.49-0.392.642.462.82-0.366.135.966.56-0.5911.9111.7412.73-0.99
Marathon Asset Management1310/12/20231.180.430.470.51-0.032.782.913.29-0.386.356.547.52-0.9812.4312.1814.72-2.54
Park Avenue Institutional Advisers910/11/20231.030.440.090.45-0.362.812.502.90-0.406.235.306.43-1.1312.1210.8612.50-1.64
MacKay Shields210/11/20231.040.740.590.77-0.182.762.452.86-0.416.235.456.46-1.0111.9612.1812.40-0.22
ZAIS Group1310/18/20231.180.430.530.500.032.882.993.41-0.416.366.407.53-1.1312.2712.3114.53-2.22
Trimaran Advisors910/13/20231.010.390.240.39-0.152.662.272.69-0.416.205.246.26-1.0212.1711.2812.27-0.99
CarVal710/10/20231.050.390.190.41-0.222.802.522.94-0.426.245.696.55-0.8612.0211.9112.62-0.71
CVC Credit Partners2410/13/20231.010.460.150.47-0.322.812.402.83-0.436.265.776.32-0.5512.0711.9112.19-0.29
PGIM4910/17/20231.010.910.660.91-0.253.242.823.26-0.446.656.026.69-0.6712.9812.1313.06-0.93
Nuveen2210/13/20230.990.310.000.31-0.312.682.172.66-0.496.245.326.18-0.8612.2611.2112.15-0.94
Clover810/13/20230.980.360.070.35-0.282.752.212.70-0.496.255.106.14-1.0412.2011.4211.98-0.56
Post Advisory Group310/10/20231.020.410.030.42-0.392.942.373.01-0.646.274.776.42-1.6512.139.9612.43-2.46
Western Asset Management410/11/20231.050.400.040.42-0.382.732.142.86-0.726.245.616.52-0.9112.0710.8712.62-1.75
Aquarian Credit Partners210/10/20231.150.590.300.68-0.382.742.133.14-1.016.045.066.93-1.8611.5710.1713.27-3.10
Telos Asset Management210/3/20230.860.780.470.67-0.203.131.262.69-1.446.211.775.34-3.5712.460.6510.73-10.08
AllianceBernstein310/10/20230.470.252.912.816.256.2312.0712.33
Beach Point110/2/20230.950.753.383.236.656.7512.7313.13
Birch Grove Capital310/10/20230.500.382.762.706.146.1411.9012.37
BlueBay Asset Management110/3/20230.690.653.042.966.216.19
CQS Management110/11/20230.590.492.742.496.246.4711.9612.54
Capital Four Management210/5/20230.450.162.952.766.195.6212.7612.47
Centerbridge110/10/20230.690.532.752.686.146.34
Diameter Capital310/4/20230.670.543.072.976.286.2812.1913.47
Empower Capital Management110/5/20230.430.352.782.356.065.45
FS Investments210/10/20230.460.252.762.756.146.2311.7712.09
Muzinich & Co110/2/20230.950.743.313.146.516.06
New Mountain Capital310/6/20230.700.683.063.096.626.3813.1213.18
Pimco410/6/20230.39-0.032.712.445.435.1711.2211.37
Putnam Investments210/6/20230.410.212.732.586.036.2311.7912.40
SPBDAL110/20/2023-0.02-0.022.492.495.925.9212.1112.11
SPBDLL110/20/2023-0.02-0.172.492.285.925.5312.1112.27
Sancus110/10/20230.530.422.762.656.146.1511.7812.30
Silver Rock Management110/6/20230.190.312.702.945.496.079.5410.61
Sycamore Tree110/11/20230.530.322.742.776.246.1711.9512.24
Tikehau Capital210/10/20230.440.352.772.856.126.6111.8312.00

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