CLO Manager Long-Term Performance*

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ManagerAssetLiabilityAsset Rank (1–112)Liability Rank (1–137)AlphaBeta (SPBDAL)Information RatioLiability Z-Score# Deals Used# Observations
40/86 Advisors4126200.035570.825330.17021-0.36177705
AEGON USA Investment Management3248250.016580.942550.07643-0.332814851
AGL Credit227540-0.000971.10831-0.002330.001618593
AXA Investment Managers3249480.021800.950760.074660.089413808
Airlie CDO Capital Management192
AllianceBernstein139956-0.020151.10933-0.092310.23793178
Allianz Global Investors3362500.006981.141030.029600.13584481
Allstate Investment Management4229300.029170.929730.15606-0.248611721
American Money Management5320600.036450.941130.186640.3047171653
Anchorage Capital Group5412740.054860.972940.240820.5246261505
Angelo, Gordon & Co45341070.034231.090640.118720.9208161187
Antares Capital1100.93330
Apollo Global Management4227310.029690.976390.16899-0.2316423834
Aquarian Credit Partners4228240.028861.043300.15615-0.33666292
Ares Management4141170.013590.998550.08788-0.4127565181
Aristotle238951-0.009501.04735-0.048990.16865208
ArrowMark Colorado Holdings3456940.011310.974360.049230.737017958
Atlantic Avenue1060.91170
Avenue Capital Management240
BNP Paribas Asset Management217722-0.004210.96703-0.00577-0.35772255
Bain Capital Credit228132-0.000391.01616-0.02300-0.1799382437
Ballyrock Investment Advisors4136130.017001.017760.11306-0.487412713
Bardin Hill Investment Partners248880-0.028991.05426-0.048290.5740161788
Barings414270.018660.987020.08494-0.6569333319
Barrow Hanley1141.08455
Beach Point1281.355525
Benefit Street Partners3365580.004261.053560.021880.2776504247
Birch Grove Capital1161.1286119
Black Diamond Capital Management4324660.060210.914740.174950.44257728
Blackrock Financial Management511940.038300.906660.18783-0.8581261995
Blackstone216860.003221.006170.01289-0.6921654842
Blue Owl1591111-0.013781.03251-0.052260.9810201198
BlueBay Asset Management1241.261114
Bradford & Marzec83
Brigade Capital Management139367-0.014151.08075-0.062370.4502191133
CFI Partners35521170.020850.971430.068571.14185385
CIFC Asset Management5116190.029260.976870.19925-0.3832495467
CIT Asset Management205
CQS Management1251.278335
CVC Credit Partners413780.017260.978280.10304-0.6417322814
Canaras Capital Management1595108-0.026031.15165-0.064960.92685557
Canyon Capital Advisors3246470.014310.980340.078460.0889171197
Capital Four Management1131.075632
CarVal1410288-0.020681.04234-0.106700.68396226
Carlyle Group3267290.001381.046220.01565-0.2526635835
Caywood-Scholl Capital Management89
Centerbridge920.728064
Cerberus Capital Management33
Clinton Group93
Clover3350610.017500.973440.073030.312410393
Columbia Management2171160.005070.991750.00180-0.4229121524
Credit Suisse First Boston5113120.050021.005700.23938-0.5119514554
Credit Value Partners840.633523
Crescent Capital Group1410387-0.031411.11309-0.107870.6686181263
Deerpath Capital Management309
Delaware Investment Advisors287
Deutsche Asset Management35661300.003971.051350.016971.41142518
Diameter Capital1191.1606165
Doral Bank530.082960.912210.450062132
DoubleLine Capital1411193-0.051201.08317-0.268940.73468393
Eaton Vance Management292
Ellington Management Group259
Elmwood Asset Management522280.078170.874820.46502-0.260616547
Empower Capital Management1000.812914
FS Investment Corporation84
FS Investments55171270.021191.014580.194231.2897263
First Eagle Private Credit2373570.001811.03922-0.000680.2669443522
Five Arrows Managers2582112-0.007051.07891-0.028091.05899815
Fore Research & Management76
Fort Washington Investment Advisors15112120-0.052101.01273-0.335411.1724266
Fortress Investment Group5581290.106440.937050.319031.396413966
Franklin Advisers286
GE Capital40
GSC Acquisition453
Gallatin Loan Management35
Garrison4
Generate Advisors546810.059310.984560.334920.59398471
Global Leveraged Capital116
Goldentree Asset Management511830.038921.004490.19404-0.8797191554
Goldman Sachs Asset Management144
Goldman Sachs Specialty Lending Group52
Golub Capital547760.084990.895220.324290.5454241172
Grandview Capital Management97
Granite State Capital Management4
Greywolf Capital Management248783-0.007111.07944-0.048040.62415459
Guggenheim Partners554970.082830.845720.429690.7968121171
Gulf Stream Asset Management5
HIG WhiteHorse5411850.062810.883600.251290.66092427
HPS Investment Partners3161140.004550.994740.03274-0.4692151309
HalseyPoint Asset Management1310971-0.031021.08585-0.202110.47275167
Harbourview Asset Management192
Harch Capital Management172
Hartford Investment Management101
Hayfin Capital Management55101180.060250.955300.279201.14498902
Highland Capital Management4232270.058090.964890.15136-0.273172255
ICE Canyon
ICG Debt Advisors3359680.013640.969420.036880.4509181041
Invesco3160210.006970.967850.03517-0.3590232232
Investcorp Credit Management346379-0.002611.030190.024530.5680432542
Irradiant Partners3353490.010541.021150.066270.105713533
JMP Credit Advisors144
JPMorgan Chase Bank53
Jefferies Finance35571090.007671.108340.039630.9291171381
Jocassee1-1.079840
KCAP Financial88
KKR Financial Advisors4325540.034491.035450.174220.2141342377
Katayma Loan Management1351.95640
King Street Capital Management149673-0.014001.08207-0.065670.520712577
LCM Asset Management1110418-0.023751.02877-0.12322-0.3919292492
Levine Leichtman Capital Partners52
Loomis Sayles1410875-0.042161.24261-0.171250.54091120
Lord Abbett102
Lufkin Advisors262
MCG Capital Corporation32
MFS Investment Management181
MJX Asset Management238059-0.007341.07153-0.018020.3020373368
MacKay Shields2579132-0.003761.03600-0.014351.57642141
Man Group1210043-0.038321.13478-0.094420.05749944
Marathon Asset Management2570105-0.004291.151610.010010.9086141086
Medalist Partners5511010.088140.911180.466370.82352110
Mercer Park66
MidOcean Credit Fund Management258498-0.002451.02778-0.036770.803910815
Monroe Capital Advisors3354650.044671.019160.065350.43441163
Morgan Stanley Eaton Vance228638-0.008981.01687-0.04417-0.057018914
Muzinich & Co1361.984711
Napier Park Global Capital5214370.037100.917190.23569-0.0587221597
Nassau Corporate Credit1598131-0.043611.14392-0.092121.41948429
Natixis Asset Management14
Neuberger Berman3164110.005971.027250.02423-0.5167402719
New Mountain Capital535700.053110.913430.336490.4689386
New York Life Investment Management414020.018150.981080.08949-0.8870131098
New-Alliance Asset Management31
NewStar Financial64
Newfleet Asset Management1590133-0.013070.95424-0.050451.62611231
Nomura Corporate Research and Asset Management50
Northwestern Investment Management Company3550.2286
Northwestern Mutual1030.864113
Nuveen3147230.024360.939330.07700-0.3450292358
ORIX Advisers1310662-0.025431.00864-0.135700.320810529
Oak Hill Advisors519100.047790.969080.30227-0.5290292229
Oaktree Capital Management4239390.012121.016060.09299-0.011824898
Octagon Credit Investors4143150.012640.986080.08350-0.4523483685
Onex Credit Partners4333530.029570.974610.126610.2036231531
Orchard First Source Asset Management5222340.048910.978850.18152-0.09817480
PGIM21725-0.000651.003910.00119-0.7031514117
PPM America1410782-0.027941.07239-0.154290.61385235
PS Management79
Palmer Square Capital Management4223260.029890.964670.17733-0.2934331441
Pangaea Asset Management101
Par-Four Investment Management5415890.072181.024510.213900.70631182
Park Avenue Institutional Advisers1411095-0.044711.03007-0.236060.75348390
Partners Group3458780.003651.014510.038100.562510409
Patriarch Partners127
Pimco460.0885481
PineBridge Investments2269360.000981.025460.01240-0.0773181887
Post Advisory Group1410172-0.023271.00783-0.104560.49523103
Pretium Credit Management4344520.016010.998960.082590.196013829
Princeton Advisory Group92
Putnam Investments960.758492
Resource Capital Asset Management333
Royal Bank of Canada4350.095441.043050.11721154
Sancus1372.387340
Sankaty Advisors107
Saratoga Investment Management176
Sculptor Loan Management4338690.020380.982940.098480.4544272073
Seix Advisors248386-0.003491.01804-0.033730.663681306
Shenkman Capital Management139263-0.012651.03976-0.055180.327112969
Shinhan29
Silver Point1211.176712
Silver Point Capital64
Silver Rock Management1231.237518
Sixth Street3245330.017241.003440.08218-0.1254221085
Sound Harbor Partners604
Sound Point Capital Management228541-0.004871.00476-0.037460.0375684489
Starwood Property Trust49
Steele Creek Investment Management2576115-0.008851.05439-0.005391.085910577
Stein Roe & Farnham59
StoneCastle Advisors7
Sycamore Tree1261.287935
T2 Advisers67
TCW Asset Management3251440.016050.980200.072600.059410758
TICC Management83
Telos Asset Management4430770.069270.842450.152480.55744453
Tikehau Capital990.809543
Trimaran Advisors25781020.001051.01384-0.006300.8429111537
UrsaMine Credit Advisors200
Vibrant Capital Partners2474910.000241.05653-0.000760.726315869
Vista Credit4310.088680.915140.15180262
Voya Alternative Asset Management11979-0.012301.01557-0.07981-0.5414353381
W.R. Huff Asset Management123
Warwick Capital1221.23240
Wellington Management450.08730
Wells Capital Management211
West Gate Horizons47
Western Asset Management1210542-0.035431.11128-0.133220.04176504
WhiteStar149490-0.007311.03131-0.063910.7078321762
Whitebox Capital Management55211040.039670.874900.182720.86733105
Z Capital204
ZAIS Group35551340.007511.172170.056031.868115882
 
Average0.013241.007190.06782-0.17041977161125
Source: Amherst Pierpont Securities

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