BK Opportunities Fund 6

  • 2 Mezzanine Tranches US CLO
  • Launched in 2019 – Still live
  • No leverage
  • Cumulative Distribution since Inception: 19%
  • 2 Mezzanine Tranches US CLO
  • Launched in 2019 – Still live
  • No leverage
  • Cumulative Distribution since Inception: 19%
Fund returns are all net of fees

Fund and Market Performances as of 30 June 2022

BK Opp. Fund 6JPM CLO BB Index7 JPM CLO B Index7 Hedge Fund Index8 S&P LSTA Loan Index9 S&P 500 Index
Monthly Return (non-annualized)-4.68%-1.14%-3.79%-1.80%-2.16%-8.39%
Year-to-Date Return (non-annualized)-6.13%-7.25%-7.30%-5.05%-4.55%-20.58%
Annual Return since Inception1.06%4.35%7.24%3.54%2.11%10.89%

(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 hedge fund universe.

(9) S&P LSTA US Leverage Loan Index Total Return, sums principal, interest and reinvestment returns

Distribution

Quarterly Distribution(1)1.0%
Cumulative Distribution(1,2)19.00%
NAV(3)83.16%
Investor Value(4)102.61%
(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