BK Opportunities Fund 6

  • 2 Mezzanine Tranches US CLO
  • Launched in 2019 – Still live
  • No leverage
  • Cumulative Distribution since Inception: 18%
  • 2 Mezzanine Tranches US CLO
  • Launched in 2019 – Still live
  • No leverage
  • Cumulative Distribution since Inception: 18%
Fund returns are all net of fees

Fund and Market Performances as of 31 Mar 2022

BK Opp. Fund 6JPM CLO BB Index(7)JPM CLO B Index(7)Hedge Fund Index(8)S&P LSTA Loan Index(9)S&P 500 Index
Monthly Return (non-annualized)1.57%0.11%0.40%0.48%0.5%3.58%
Year-to-Date Return (non-annualized)0.79%-0.33%1.42%-1.35%-0.10%-4.95%
Annual Return since Inception3.85%7.44%11.38%5.26%3.95%21.33%
(7) Based on the total return level of the JPMorgan CLO Index “CLOIE” for post-crisis CLO tranches rated BB (respectively B) — (8) Index designed to represent the overall of hedge fund universe — (9) S&P LSTA US Leverage Loan Index Total Return, sums principal, interest and reinvestment returns

Distribution

Quarterly Distribution(1)3.0%
Cumulative Distribution(1,2)18.00%
NAV(3)90.35%
Investor Value(4)108.35%
(1) Cash on cash, based on the Contribution Amount — (2) Since inception of BK Opportunities Fund-6, May 2019 — (3) Net Asset Value after distributions as of 30th June 2021, as a percentage of Contribution Amount — (4) Sum of the cumulative distributions since inception and the 30th June 2021 NAV

Cumulative and Quarterly Distribution