Simulated Performance for Glendon Capital Management LP
| Reporting Period | Quarterly Simulated Performance | Quarterly Hit Rate | Annual Simulated Performance | Annual Hit Rate | Annual Simulated Performance Decile | Annual Simulated Performance Hedge Funds Decile | Annual Simulated Performance Quant Decile | Annual Simulated Performance Fundamental Decile |
|---|---|---|---|---|---|---|---|---|
| Dec. 31, 2014 | 0.44 % | 0.44 | -17.29 % | 0.33 | 1 | 2 | 2 | |
| March 31, 2015 | -4.84 % | 0.44 | -16.79 % | 0.12 | 2 | 3 | 3 | |
| June 30, 2015 | -11.13 % | 0.14 | -8.86 % | 0.07 | 3 | 5 | 5 | |
| Sept. 30, 2015 | -2.87 % | 0.50 | 3.11 % | 0.50 | 2 | 2 | 3 | |
| Dec. 31, 2015 | -1.77 % | 0.39 | 10.44 % | 0.78 | 3 | 5 | 5 | |
| March 31, 2016 | -2.40 % | 0.42 | 12.46 % | 0.89 | 2 | 3 | 3 | |
| June 30, 2016 | 8.47 % | 0.68 | 19.56 % | 0.84 | 7 | 4 | 4 | |
| Sept. 30, 2016 | 7.38 % | 0.58 | 21.02 % | 0.79 | 8 | 6 | 6 | |
| Dec. 31, 2016 | 0.28 % | 0.62 | 21.14 % | 0.67 | 7 | 6 | 5 | |
| March 31, 2017 | -0.15 % | 0.68 | 7.69 % | 0.50 | 3 | 3 | 3 | |
| June 30, 2017 | 4.94 % | 0.43 | 11.24 % | 0.43 | 4 | 4 | 4 | |
| Sept. 30, 2017 | 13.05 % | 0.79 | 17.84 % | 0.54 | 8 | 7 | 7 | |
| Dec. 31, 2017 | -8.79 % | 0.24 | -17.46 % | 0.16 | 2 | 3 | 3 | |
| March 31, 2018 | 4.25 % | 0.54 | -1.12 % | 0.36 | 2 | 3 | 3 | |
| June 30, 2018 | 5.87 % | 0.55 | 0.63 % | 0.41 | 3 | 4 | 5 | |
| Sept. 30, 2018 | -20.47 % | 0.04 | -2.22 % | 0.35 | 3 | 5 | 5 | |
| Dec. 31, 2018 | 7.37 % | 0.73 | 18.41 % | 0.64 | 2 | 3 | 3 | |
| March 31, 2019 | 8.88 % | 0.67 | -38.89 % | 0.08 | 1 | 2 | 2 | |
| June 30, 2019 | 2.28 % | 0.44 | -30.50 % | 0.04 | 1 | 1 | 1 | |
| Sept. 30, 2019 | -0.77 % | 0.50 | -27.00 % | 0.12 | 1 | 1 | 1 | |
| Dec. 31, 2019 | -47.82 % | - | -9.45 % | 0.27 | 1 | 1 | 1 | |
| March 31, 2020 | 21.20 % | 0.72 | 96.59 % | 0.92 | 9 | 7 | 7 | |
| June 30, 2020 | 7.99 % | 0.54 | 75.40 % | 0.96 | 10 | 8 | 8 | |
| Sept. 30, 2020 | 26.33 % | 0.96 | 67.27 % | 0.88 | 10 | 9 | 9 | |
| Dec. 31, 2020 | 14.58 % | 0.85 | 48.72 % | 0.77 | 10 | 10 | 10 | |
| March 31, 2021 | 15.22 % | 0.78 | 58.79 % | 0.80 | 10 | 10 | 10 | |
| June 30, 2021 | 5.82 % | 0.60 | 13.89 % | 0.65 | 10 | 10 | 10 | |
| Sept. 30, 2021 | 9.79 % | 0.64 | 13.53 % | 0.61 | 10 | 10 | 10 | |
| Dec. 31, 2021 | 12.71 % | 0.59 | 5.57 % | 0.55 | 10 | 10 | 10 | |
| March 31, 2022 | -10.54 % | 0.20 | -11.03 % | 0.42 | 3 | 5 | 6 | |
| June 30, 2022 | 2.24 % | 0.45 | -4.56 % | 0.58 | 1 | 1 | 2 | |
| Sept. 30, 2022 | 7.02 % | 0.63 | -6.34 % | 0.59 | 1 | 1 | 2 | |
| Dec. 31, 2022 | -7.68 % | 0.47 | 13.12 % | 0.69 | 2 | 4 | 4 | |
| March 31, 2023 | -4.04 % | 0.56 | 37.93 % | 0.62 | 9 | 8 | 8 | |
| June 30, 2023 | -2.77 % | 0.56 | 53.02 % | 0.56 | 10 | 10 | 10 | |
| Sept. 30, 2023 | 30.35 % | 0.71 | 96.57 % | 0.56 | 10 | 10 | 10 | |
| Dec. 31, 2023 | 10.53 % | 0.58 | 48.76 % | 0.61 | 10 | 10 | 10 | |
| March 31, 2024 | 4.09 % | 0.37 | 33.38 % | 0.56 | 10 | 10 | 10 | |
| June 30, 2024 | 21.28 % | 0.63 | 37.00 % | 0.56 | 10 | 9 | 9 | |
| Sept. 30, 2024 | 2.26 % | 0.43 | 24.49 % | 0.62 | 9 | 7 | 7 | |
| Dec. 31, 2024 | 2.56 % | 0.38 | 21.82 % | 0.64 | 9 | 7 | 7 | |
| March 31, 2025 | 12.91 % | 0.77 | - | - | ||||
| June 30, 2025 | 3.02 % | 0.77 | - | - | ||||
| Sept. 30, 2025 | 1.04 % | 0.45 | - | - | ||||
| Dec. 31, 2025 | - | - | - | - |