CLO Deal Total Returns*

Click on column headings to sort or select

ManagerIntex NameBloomberg TickerPerf. 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
Apollo Global ManagementMDCP2301MDCP23011/5/2024-3.031.66-3.17-5.021.853.40-1.26-10.319.056.302.84-19.1021.94
Palmer Square Capital ManagementPALMS224PLMRS 2022-4A1/9/20240.631.611.351.020.343.303.332.081.256.175.783.881.90
Palmer Square Capital ManagementPALMS231PLMRS 2023-1A1/9/20240.671.611.391.080.323.303.332.201.136.175.904.111.79
PGIMDRYDN112DRSLF 2022-112A12/29/20230.991.651.841.640.202.893.852.870.996.497.176.440.73
Nassau Corporate CreditNASS221NCC 2022-1A1/3/20240.851.711.831.450.383.153.632.680.95
Onex Credit PartnersOCP1509OCP 2015-9A1/10/20240.891.581.571.410.163.313.892.950.946.166.445.510.9312.1112.5510.821.73
Apollo Global ManagementRRCL23RRAM 2022-23A1/8/20240.751.671.471.260.213.433.512.580.926.335.054.770.28
Elmwood Asset ManagementELMW16ELM16 2022-3A1/8/20240.811.671.681.350.333.483.682.820.866.316.495.121.38
Elmwood Asset ManagementLOGN2LOGN2 2021-2A1/9/20240.801.631.621.300.313.293.482.640.856.176.094.941.1512.3312.149.882.26
Palmer Square Capital ManagementPALML204PSTAT 2020-4A1/18/20240.831.121.170.930.243.163.462.620.845.806.524.811.7111.3010.879.381.50
Oak Hill AdvisorsOHACF13OAKC 2022-13A1/8/20240.791.691.481.330.153.483.582.740.846.336.214.991.21
Crescent Capital GroupATLSLF11ATCLO 2018-11A1/12/20241.121.511.921.700.233.184.403.570.835.837.376.560.8211.8013.4413.260.18
CVC Credit PartnersAPIDO42APID 2022-42A1/9/20240.841.631.371.360.013.293.582.760.826.175.925.170.75
Onex Credit PartnersOCP1917OCP 2019-17A1/8/20240.901.671.631.510.133.313.792.990.816.266.415.650.7612.4012.5911.191.40
Bardin Hill Investment PartnersBRDH211BARDN 2021-1A1/8/20241.081.682.661.820.843.484.573.770.806.268.496.781.7112.3715.1113.391.71
Benefit Street PartnersLOCG141LWCLO 2014-1A1/12/20240.941.251.711.170.543.173.772.970.805.916.045.540.5011.6211.1910.890.30
Ares ManagementARES64ARES 2022-64A1/3/20240.911.701.851.550.293.183.712.910.796.396.755.850.9013.0912.6411.970.67
Blackrock Financial ManagementMAGNET33MAGNE 2022-33A1/9/20240.851.561.511.320.193.303.572.790.786.175.815.210.60
Oaktree Capital ManagementOAKC222OAKCL 2022-2A1/2/20240.951.741.811.660.143.023.652.880.776.537.116.230.88
Five Arrows ManagersOCEANT7OCTR 2019-7A1/9/20241.171.621.771.90-0.123.274.603.840.776.157.517.210.3012.2413.4914.35-0.86
Onex Credit PartnersOCP1916OCP 2019-16A1/4/20240.921.651.721.520.213.323.813.050.766.326.485.810.6713.1113.3212.051.27
Onex Credit PartnersOCP1510OCP 2015-10A1/8/20240.961.391.391.340.053.243.873.120.746.266.746.030.7112.4613.0312.011.01
Palmer Square Capital ManagementPALML224PSTAT 2022-4A1/17/20240.761.180.990.900.093.163.132.390.735.835.294.420.87
Oak Hill AdvisorsOHACF11OAKC 2022-11A1/8/20240.831.691.501.410.093.483.632.900.736.336.465.271.19
Elmwood Asset ManagementELMW14ELM14 2022-1A1/8/20240.791.671.611.320.293.483.472.750.736.316.104.981.12
Palmer Square Capital ManagementPALML223PSTAT 2022-3A1/8/20240.721.661.291.200.093.453.212.480.726.245.784.491.29
Oaktree Capital ManagementOAKC201OAKCL 2020-1A1/2/20240.941.741.771.640.133.023.552.840.716.537.166.131.0313.1913.9012.381.52
Oaktree Capital ManagementOAKC211OAKCL 2021-1A1/2/20240.961.741.801.680.113.023.622.910.716.536.956.290.6613.1914.1212.711.41
Elmwood Asset ManagementLOGN3LOGN3 2022-1A1/9/20240.811.561.591.270.323.223.332.620.716.145.965.010.95
CloverAIG1902CLVR 2019-2A1/11/20240.951.491.521.410.113.203.733.040.695.915.825.610.2111.9911.2411.39-0.15
BlackstoneSTRAS223STRAS 2022-3A1/5/20240.761.651.321.250.073.363.222.540.686.275.744.741.00
CloverAIG1901CLVR 2019-1A1/5/20240.941.641.671.540.133.403.873.200.676.306.335.920.4012.9411.9312.17-0.24
ICG Debt AdvisorsICGU2104ICG 2021-4A1/18/20240.911.161.321.060.263.173.562.890.675.845.605.330.2711.4412.0510.451.60
Palmer Square Capital ManagementPALMS222PLMRS 2022-2A1/9/20240.831.611.481.350.133.303.422.750.676.176.285.141.14
Elmwood Asset ManagementELMW2ELMW2 2019-2A1/9/20240.861.631.621.400.223.293.492.830.666.176.085.300.7812.3312.1210.601.52
Oaktree Capital ManagementOAKC194OAKCL 2019-4A1/2/20240.961.741.721.680.043.023.562.910.656.536.796.280.5113.1913.9712.681.29
Benefit Street PartnersBENST26BSP 2022-26A1/9/20240.881.631.491.430.063.293.542.890.656.176.465.421.0412.3312.6810.831.84
AEGON USA Investment ManagementCEDARF15CEDF 2022-15A1/9/20240.851.551.441.320.123.283.432.790.646.175.625.240.3812.3411.0910.480.61
Goldentree Asset ManagementGOLDMU12GLM 2022-12A1/5/20240.901.661.691.490.193.403.713.070.646.306.545.680.8512.9313.9511.662.29
Ares ManagementARES63ARES 2022-63A1/9/20240.971.611.801.570.233.303.853.220.646.176.676.010.66
Blackrock Financial ManagementMAGNET19MAGNE 2017-19A1/4/20240.921.661.721.530.193.333.703.060.646.326.295.820.4713.1112.9612.070.89
Elmwood Asset ManagementELMW18ELM18 2022-5A1/3/20240.841.681.621.400.213.183.302.670.646.426.125.380.74
Golub CapitalGOLUP62BGCBSL 2022-62A1/2/20240.761.691.401.280.123.022.922.290.636.496.124.931.19
Guggenheim PartnersAUBCLAUBRN 2017-1A1/10/20240.871.541.411.350.073.183.412.780.636.066.585.281.2911.9812.7110.452.25
First Eagle Private CreditWNDRV221WINDR 2022-1A1/9/20240.971.631.771.580.193.293.833.210.636.176.936.010.92
Oaktree Capital ManagementOAKC212OAKCL 2021-2A1/2/20240.991.741.861.720.143.023.612.990.626.537.386.450.9413.1914.4413.021.41
Oak Hill AdvisorsOHACF12OAKC 2022-12A1/8/20240.811.691.421.370.053.483.462.830.626.345.885.160.72
Elmwood Asset ManagementELMW17ELM17 2022-4A1/3/20240.821.681.631.380.253.183.242.620.626.426.235.290.95
Palmer Square Capital ManagementPALMS221PLMRS 2022-1A1/9/20240.841.611.441.350.093.303.382.760.626.176.305.161.14
Sixth StreetSIXST21SIXST 2022-21A1/3/20240.911.711.681.550.123.183.502.890.61
Birch Grove CapitalBIRCHGR2BGCLO 2021-2A1/8/20240.951.671.711.580.133.313.733.140.596.266.705.940.7712.4013.8611.762.10
Palmer Square Capital ManagementPALMS225PLMRS 2022-5A1/9/20240.841.611.431.360.083.303.372.770.596.176.005.180.82
Morgan Stanley Eaton VanceMSEV2217MSEV 2022-17A1/9/20240.921.621.591.490.103.323.643.050.596.176.125.670.46
First Eagle Private CreditWNDRV211WINDR 2021-1A1/8/20241.021.671.821.700.123.474.143.550.596.307.956.441.5212.1114.5912.372.22
Angelo, Gordon & CoNWOODS25WOODS 2021-25A1/11/20241.031.491.741.530.213.203.873.290.595.917.136.081.0511.9914.7512.332.42
Five Arrows ManagersOCEANT5OCTR 2014-5A1/8/20241.021.692.061.720.343.444.083.490.596.307.136.410.7212.7113.1112.920.19
Birch Grove CapitalBIRCHGR3BGCLO 2021-3A1/8/20240.961.671.671.590.083.313.753.160.586.266.725.990.7312.4013.9711.862.11
Napier Park Global CapitalREGATF19REG19 2022-1A1/11/20240.781.511.281.180.093.223.112.530.585.915.674.641.03
NuveenSYMPH34PSYMP 2022-34A1/11/20240.891.491.491.320.173.203.422.840.585.915.275.240.02
Ballyrock Investment AdvisorsBALLY20BALLY 2022-20A1/8/20240.791.671.371.310.063.473.312.730.586.275.824.920.90
BlackstoneSTRAS221STRAS 2022-1A1/5/20240.841.651.431.380.053.373.392.820.576.285.895.250.64
Neuberger BermanNEUB50NEUB 2022-50A1/11/20240.861.371.251.170.073.193.302.730.575.915.865.060.80
Marathon Asset ManagementMARATH15MCLO 2020-15A1/4/20240.931.671.751.560.193.323.663.100.566.376.725.950.7712.9412.8612.090.78
Birch Grove CapitalBIRCHGR4BGCLO 2022-4A1/8/20240.931.681.691.560.123.323.643.080.566.276.455.820.6312.3812.9911.491.50
Oaktree Capital ManagementOAKC221OAKCL 2022-1A12/29/20231.061.651.871.750.122.893.613.060.566.497.466.860.60
Goldentree Asset ManagementGOLDMU14GLM 2022-14A1/5/20240.931.661.671.550.133.403.733.180.556.306.505.890.62
BlackstoneBUCKHNPBKPRK 2019-1A1/3/20241.031.672.051.720.333.183.823.280.556.427.156.610.5413.1913.7613.590.18
Neuberger BermanNEUB49NEUB 2022-49A1/16/20240.881.381.231.220.013.193.362.810.555.895.825.190.63
ICG Debt AdvisorsICGU1701ICG 2017-1A1/19/20240.921.071.480.990.493.273.563.020.545.956.365.480.8811.5011.4110.600.81
Octagon Credit InvestorsOCTAG52OCT52 2021-1A1/11/20241.111.521.961.690.273.204.093.550.545.916.706.550.1511.9913.6213.290.33
CloverAIG1801CLVR 2018-1A1/9/20241.011.341.391.340.043.253.813.270.546.176.156.20-0.0512.3611.5712.43-0.86
American Money ManagementAMMCCL18AMMC 2016-18A1/16/20240.931.511.681.400.283.193.512.970.545.866.085.460.6211.7811.7210.980.74
InvescoRECERCTTE 2015-1A1/8/20240.851.661.671.420.253.493.512.970.546.315.195.37-0.1811.6310.439.910.52
CIFC Asset ManagementCIFC225CIFC 2022-5A1/2/20240.891.731.541.55-0.013.023.232.700.546.506.155.800.35
Marathon Asset ManagementMARATH14MCLO 2019-2A1/10/20240.951.551.571.470.103.233.603.070.536.076.465.770.6912.1212.0911.520.57
Ares ManagementARES55ARES 2020-55A1/3/20241.031.441.711.490.233.123.753.210.536.387.106.570.5413.1413.7413.530.20
Investcorp Credit ManagementACASL152MP8 2015-2A1/12/20240.931.481.691.380.313.123.442.910.535.896.575.511.0611.8312.6111.051.56
Diameter CapitalDCLO4DCLO 2022-4A1/2/20240.961.731.771.660.113.023.432.900.53
First Eagle Private CreditWNDRV201WINDR 2020-1A1/9/20241.031.631.911.670.233.293.923.390.536.177.706.351.3512.3314.2212.701.51
Palmer Square Capital ManagementPALMS223PLMRS 2022-3A1/9/20240.861.611.461.390.073.303.362.840.536.176.215.300.91
Sculptor Loan ManagementOZLM19OZLM 2017-19A1/4/20241.001.671.811.660.143.323.833.310.536.376.896.340.5512.9313.3512.880.47
ICG Debt AdvisorsICGU2102ICG 2021-2A1/12/20240.891.281.371.130.243.193.352.820.525.905.575.220.3511.8211.9610.471.49
Brigade Capital ManagementBATTL10BATLN 2016-10A1/11/20241.011.491.851.510.343.203.763.240.525.916.715.980.7211.9912.6512.140.51
Muzinich & CoMUZCLO1MUZ88 2022-1A1/2/20240.821.771.511.460.053.023.012.490.52
Bardin Hill Investment PartnersBRDH212BARDN 2021-2A1/10/20241.051.551.931.630.293.233.913.410.516.077.666.401.2512.1014.1412.761.39
Napier Park Global CapitalREGATF22REG22 2022-2A1/10/20240.801.531.231.230.003.253.102.600.516.085.754.850.89
Ares ManagementDENALI14DEN14 2016-1A1/8/20241.051.671.831.760.073.293.973.470.516.277.476.610.8611.6713.0812.300.79
Nassau Corporate CreditNASS211NCC 2021-IA1/3/20241.061.711.921.810.113.183.863.360.516.397.736.740.9913.0814.7813.810.97
Palmer Square Capital ManagementPALML222PSTAT 2022-2A1/8/20240.801.661.361.340.023.453.282.770.506.246.025.021.0012.3712.099.952.14
Oaktree Capital ManagementOAKC223OAKCL 2022-3A1/2/20240.991.741.831.730.103.023.503.000.506.536.996.470.52
Empower Capital ManagementEMPOW221EMPWR 2022-1A1/5/20240.851.661.501.400.103.403.372.880.506.305.835.330.51
Nassau Corporate CreditNASS201NCC 2020-1A1/3/20241.061.712.171.810.353.183.873.370.506.397.156.780.3713.0813.4513.87-0.42
Ares ManagementARES65ARES 2022-65A1/12/20240.981.521.651.490.153.223.663.160.505.856.425.750.6711.7912.0611.600.47
Marathon Asset ManagementMARATH17MCLO 2021-17A1/10/20240.921.551.461.420.043.233.462.960.506.085.705.570.1312.1311.4811.120.35
Tikehau CapitalTIKEU1TKO 2021-1A1/5/20240.991.661.761.640.123.403.863.360.506.306.856.240.6112.9413.5812.800.78
Palmer Square Capital ManagementPALML211PSTAT 2021-1A1/12/20240.931.481.251.37-0.123.183.442.950.505.866.165.440.7211.7011.9110.861.05
CIFC Asset ManagementCIFC154CIFC 2015-4A1/9/20240.971.621.711.570.143.303.693.200.496.176.265.980.2812.3212.4111.950.46
Ares ManagementDENALI16DEN16 2018-1A1/8/20241.121.671.931.880.053.294.193.700.496.297.837.070.7611.7014.5013.151.34
Jefferies FinanceMPCF7APEXC 2021-2A1/9/20240.861.561.511.340.163.313.322.840.496.176.135.290.8412.3212.1810.571.61
Golub CapitalGOLUP60BGCBSL 2022-60A1/11/20240.791.531.321.220.103.213.032.540.485.915.404.690.72
Onex Credit PartnersOCP1612OCP 2016-12A1/8/20240.971.421.371.38-0.013.443.833.340.486.306.466.120.3410.7411.3110.430.88
Sculptor Loan ManagementOZLM14OZLM 2015-14A1/4/20240.981.671.831.640.203.323.743.260.486.376.756.260.5012.9313.2712.700.57
CloverAIG2001CLVR 2020-1A1/2/20240.951.691.731.600.133.023.342.860.486.496.226.150.0713.1812.3812.49-0.11
CIFC Asset ManagementCIFC161CIFC 2016-1A1/5/20240.961.661.871.590.283.423.763.280.486.336.646.080.5611.9312.5011.451.05
BaringsBAS194BABSN 2019-4A1/3/20240.981.711.741.680.053.183.603.130.476.396.396.280.1113.0913.4512.850.60
Blue OwlWELF172WELF 2017-2A1/9/20240.971.621.451.58-0.133.203.593.120.476.107.245.941.3012.1213.1111.821.29
PGIMDRYDN77DRSLF 2020-77A12/29/20231.041.651.941.710.222.893.462.990.476.486.706.72-0.0213.1413.3613.61-0.25
AXA Investment ManagersALLEG14ALLEG 2021-2A1/4/20240.881.671.521.470.053.323.392.920.476.376.315.600.71
Elmwood Asset ManagementELMW9ELMW9 2021-2A1/9/20240.891.631.601.450.153.293.412.940.476.176.055.510.5412.3312.1611.011.15
Carlyle GroupCARLG224CGMS 2022-4A1/12/20241.021.281.341.310.033.193.733.260.475.856.085.990.09
Voya Alternative Asset ManagementVOY1601VOYA 2016-1A1/10/20241.011.531.811.550.263.213.713.240.466.036.436.100.3411.9712.1712.100.07
Credit Suisse First BostonMADPK30MDPK 2018-30A1/2/20240.991.581.221.56-0.342.963.392.920.466.455.676.37-0.7013.1711.6312.99-1.36
Angelo, Gordon & CoNWOODS15WOODS 2017-15A1/9/20241.061.551.801.640.153.283.933.470.466.177.526.521.0012.3314.3613.041.33
Sycamore TreeSTCP2302STCP 2023-2A1/10/20240.911.611.421.46-0.043.243.392.940.466.086.135.510.63
Diameter CapitalDCLO2DCLO 2021-2A1/2/20241.001.731.821.730.103.023.473.010.466.506.786.480.3013.1814.3013.151.15
Elmwood Asset ManagementELMW1ELMW1 2019-1A1/8/20240.861.671.621.430.183.503.473.010.456.316.125.430.7012.1011.6310.411.22
Carlyle GroupCARLG213CGMS 2021-3SA1/3/20241.101.711.761.88-0.113.183.943.490.456.397.147.010.1313.0914.6314.340.29
Elmwood Asset ManagementELMW5ELMW5 2020-2A1/8/20240.881.671.631.460.173.473.493.040.456.316.165.520.6412.1011.6410.591.05
Octagon Credit InvestorsOCTAG59OCT59 2022-1A1/8/20240.981.671.951.640.313.323.703.250.456.316.616.180.4311.7411.9311.500.43
CIFC Asset ManagementCIFC202CIFC 2020-2A1/5/20241.021.661.691.690.003.403.923.480.456.306.546.440.1012.9413.2913.230.06
NuveenSYMPH21SYMP 2019-21A1/8/20240.951.671.781.580.203.483.743.300.446.275.745.94-0.2112.3911.0411.76-0.71
Sixth StreetTICP12TICP 2018-12A1/3/20240.961.711.691.650.033.183.513.070.446.396.426.170.2513.0912.9212.630.29
Anchorage Capital GroupANCH13ANCHC 2019-13A1/4/20240.981.671.821.630.193.323.683.240.446.376.656.220.4312.9414.3312.621.71
First Eagle Private CreditWNDRV142WINDR 2014-2A1/5/20240.931.631.561.510.053.353.553.110.446.306.175.850.3212.1311.7111.260.45
Seix AdvisorsMTNV16MVEW 2022-1A1/8/20241.001.681.941.670.263.483.903.470.43
Ares ManagementARES57ARES 2020-57A1/12/20241.051.241.441.300.133.183.763.330.435.856.586.120.4611.8511.9212.41-0.48
Ares ManagementARES28RARES 2018-28RA1/4/20241.011.692.131.700.433.313.763.330.436.317.216.350.8613.0914.0913.170.92
Birch Grove CapitalBIRCHGRBGCLO 19A1/8/20240.941.671.721.570.143.263.503.080.426.206.845.850.9812.3214.2711.622.65
Palmer Square Capital ManagementPALMS191PLMRS 2019-1A1/3/20240.961.711.751.650.103.193.493.070.426.426.816.190.6213.0913.4212.620.79
BlackstoneCATPKCATSK 2017-1A1/5/20240.991.651.601.64-0.043.323.713.290.426.236.446.180.2612.8713.0812.770.31
Octagon Credit InvestorsOCTAG41OCT41 2019-2A1/5/20241.001.581.761.580.183.393.793.370.426.326.656.290.3511.9012.0611.850.21
Blackrock Financial ManagementMAGNET21MAGNE 2019-21A1/9/20240.891.561.531.390.143.303.352.940.426.165.865.480.3812.3111.9510.961.00
American Money ManagementAMMCCL15AMMC 2014-15A1/3/20241.001.411.501.420.083.183.613.200.426.396.806.420.3813.0912.7313.16-0.42
Bain Capital CreditBAIC225BCC 2022-5A1/2/20241.001.621.831.630.203.143.563.150.426.466.766.480.2812.5412.8612.580.28
BlackstonePCEPKPCEPK 2021-1A1/5/20241.051.661.791.740.053.424.013.590.416.306.716.610.1012.9413.4713.57-0.11
Sycamore TreeSTCP2101STCP 2021-1A1/10/20240.931.611.501.500.003.243.433.020.416.086.335.660.6712.1212.5711.291.28
BlackstoneMLFPKMLFPK 2022-1A1/5/20241.031.661.751.700.053.403.913.500.416.306.706.490.2112.9413.3313.320.01
CIFC Asset ManagementCIFC193CIFC 2019-3A12/29/20230.991.641.721.630.092.893.282.870.416.486.766.440.3113.1313.6313.040.59
BlueBay Asset ManagementBBAMU1BBAM 2022-1A1/3/20240.821.711.451.410.053.183.022.610.416.396.155.250.90
Elmwood Asset ManagementELMW6ELMW6 2020-3A1/8/20240.891.671.631.480.143.473.503.090.416.316.165.610.5512.1011.6410.760.87
Palmer Square Capital ManagementPALML212PSTAT 2021-2A1/12/20240.941.481.341.39-0.053.203.433.020.415.826.115.500.6211.7311.7011.070.63
InvescoRISRVRSRVA 2016-3A1/4/20240.941.711.761.600.163.333.523.120.406.326.045.930.1113.1112.6312.290.34
Partners GroupPIKP11PIPK 2022-11A1/12/20240.961.281.311.230.093.193.463.060.405.856.105.600.50
Sixth StreetTICP13TICP 2019-13A1/3/20240.961.711.631.640.003.183.443.040.406.396.236.120.1113.0913.0812.530.55
CIFC Asset ManagementCIFC192CIFC 2019-2A1/2/20240.971.721.681.670.023.023.322.920.396.496.566.280.2713.1813.2512.750.50
American Money ManagementAMMCCL11AMMC 2012-11A12/21/20230.911.491.461.350.122.482.642.250.396.786.826.140.6813.0312.5611.790.77
BlackstoneHARPKHRPK 2020-1A1/5/20241.081.661.981.790.193.404.083.680.396.306.896.830.0612.9313.4414.02-0.58
Elmwood Asset ManagementELMW8ELMW8 2021-1A1/8/20240.891.671.621.490.143.473.493.100.396.316.145.620.5212.1011.6010.780.82
Ares ManagementARESLF3ARES 2022-ALF3A1/12/20241.001.521.651.520.133.223.623.230.395.856.365.870.49
Elmwood Asset ManagementELMW4ELMW4 2020-1A1/3/20240.861.711.671.480.193.183.142.750.396.396.215.530.6913.0912.6811.311.37
Silver PointSPCLO1SPCLO 2022-1A1/5/20240.941.661.521.55-0.033.403.583.190.396.306.555.900.64
PimcoBBLF212BOBA 2021-2A1/8/20241.021.691.701.72-0.023.483.943.550.396.306.746.430.3111.9712.3712.210.16
Elmwood Asset ManagementLOGN1LOGN1 2021-1A1/8/20240.901.671.621.510.113.473.533.140.386.316.165.710.4612.1011.5810.950.64
CarValCARV6CCARVL 2022-1A1/9/20240.911.561.651.430.223.293.393.010.386.176.005.640.36
LCM Asset ManagementLCM38LCM 38A1/5/20241.011.421.701.440.263.363.793.410.386.326.326.41-0.09
Goldentree Asset ManagementGOLDMU15GLM 2022-15A1/5/20240.891.661.641.470.173.383.393.000.383.383.393.000.38
CIFC Asset ManagementCIFC185CIFC 2018-5A1/2/20240.961.771.831.700.133.023.282.900.386.506.826.240.5913.1913.5812.650.94
Onex Credit PartnersOCP2018OCP 2020-18A1/9/20241.041.631.601.69-0.093.293.803.420.386.176.346.41-0.0712.3312.5912.82-0.23
NuveenSYMPH15SYMP 2014-15A1/9/20240.951.621.811.540.273.303.523.140.386.175.895.870.0212.3312.0311.740.29
AGL CreditAGLCL3AGL 2020-3A1/4/20241.081.671.931.810.133.323.983.600.386.377.156.900.2512.9414.2514.010.24
First Eagle Private CreditWNDRV222WINDR 2022-2A1/8/20241.021.671.801.700.103.473.923.540.386.316.756.420.33
American Money ManagementAMMCCL23AMMC 2020-23A1/4/20240.971.671.781.620.153.323.603.230.386.326.916.150.7613.1113.9812.751.23
CIFC Asset ManagementCIFC204CIFC 2020-4A1/2/20241.011.771.841.800.053.023.443.060.376.506.736.590.1413.1813.7813.360.42
Onex Credit PartnersOCP208ROCP 2020-8RA1/8/20241.061.651.761.760.003.333.923.540.376.276.606.68-0.0812.3712.7013.17-0.48
Palmer Square Capital ManagementPALMS214PLMRS 2021-4A1/3/20240.971.711.661.660.003.183.463.090.376.396.656.210.4513.0913.4312.710.72
Carlyle GroupCBAM2013CBAM 2020-13A1/8/20241.021.561.651.600.053.463.913.540.376.317.386.460.9210.7512.4611.021.44
Golub CapitalGOLUP64BGCBSL 2022-64A1/9/20240.831.561.321.300.023.293.112.740.376.175.635.140.49
Whitebox Capital ManagementWHTBX3WBOX 2021-3A1/3/20240.831.711.181.41-0.233.183.002.630.376.395.725.280.4413.0912.1310.801.32
Apollo Global ManagementRRCL20RRAM 2022-20A1/8/20240.901.671.431.51-0.083.473.513.140.376.266.315.660.64
Octagon Credit InvestorsOCTAG20ROCT20 2019-4A1/10/20241.001.551.851.550.313.313.663.300.376.166.506.140.3612.1212.0712.09-0.02
Anchorage Capital GroupANCH9ANCHC 2016-9A1/4/20240.981.671.851.640.213.323.633.270.376.376.526.270.2512.9314.3212.721.60
Fortress Investment GroupFORTCB5FCBSL 2017-2A12/26/20230.911.631.421.49-0.072.412.562.200.366.717.026.130.8912.9813.3911.851.54
Octagon Credit InvestorsOCTAG49OCT49 2020-5A1/5/20241.071.641.931.750.173.393.993.630.366.326.876.770.1012.0712.1012.92-0.82
Jefferies FinanceMPCF6APEXC 2020-2A1/4/20240.891.661.671.480.193.333.322.960.366.336.475.630.8513.1313.0111.681.34
Morgan Stanley Eaton VanceMSEV2218MSEV 2022-18A1/9/20240.861.621.471.390.083.303.192.830.366.175.575.300.27
Elmwood Asset ManagementELMW10ELM10 2021-3A1/8/20240.891.671.611.480.133.473.453.090.366.316.095.610.4712.1011.5310.770.76
WhiteStarTRNTS10TRNTS 2019-10A1/3/20240.961.701.661.620.043.183.403.040.366.396.526.110.4113.0913.2912.520.77
BlackstoneSTEWPSTWRT 2015-1A12/29/20230.991.571.621.540.082.813.122.760.366.456.686.350.3313.0613.5512.870.68
CloverAIG2101CLVR 2021-1A1/8/20241.041.601.561.66-0.103.293.773.410.356.246.186.48-0.3112.4111.9612.90-0.94
NuveenSYMPH20SYMP 2018-20A1/8/20240.931.571.651.460.193.463.573.220.356.265.885.830.0512.3611.6711.500.17
Allstate Investment ManagementAIMCOC18AIMCO 2022-18A1/9/20240.891.631.431.45-0.023.293.292.940.356.175.875.510.36
American Money ManagementAMMCCL25AMMC 2022-25A1/3/20241.001.711.911.710.203.183.533.180.356.397.046.390.6513.0914.5913.091.51
Brigade Capital ManagementBATTL11BATLN 2017-11A1/11/20241.021.491.781.530.263.203.633.280.355.916.636.050.5811.9912.5912.280.30
Benefit Street PartnersBENST20BSP 2020-20A1/3/20240.981.711.681.680.003.183.483.130.356.396.936.280.6513.0913.8212.870.96
Diameter CapitalDCLO3DCLO 2022-3A1/3/20241.011.711.901.720.183.183.553.210.356.396.816.440.3713.0914.1713.180.98
Carlyle GroupCARLG192CGMS 2019-2A1/3/20241.001.711.741.710.033.183.533.180.356.396.706.400.3013.0913.7713.090.67
CIFC Asset ManagementCIFC227CIFC 2022-7A1/5/20240.931.661.511.54-0.033.423.533.180.35
Benefit Street PartnersBENST21BSP 2020-21A1/3/20241.021.711.671.74-0.073.183.583.240.346.397.016.500.5113.0913.8813.310.57
Diameter CapitalDCLO2101DCLO 2021-1A1/4/20241.031.701.821.760.073.323.773.430.346.376.726.580.1412.9414.1813.350.83
CarValCARV7CCARVL 2023-1A1/8/20240.881.611.491.410.083.473.383.040.346.315.745.540.20
Onex Credit PartnersOCP2019OCP 2020-19A1/8/20241.031.671.631.72-0.093.313.753.410.346.266.366.46-0.1012.4012.6212.79-0.16
AGL CreditAGLCL1AGL 2019-1A1/5/20241.091.661.871.800.073.404.033.690.346.306.936.840.0912.9414.2414.050.19
First Eagle Private CreditWNDRV192WINDR 2019-2A1/2/20241.031.671.701.72-0.023.033.453.110.346.497.026.670.3613.1913.7413.550.19
Octagon Credit InvestorsOCTAG47OCT47 2020-1A1/11/20241.011.531.741.540.203.213.573.230.345.916.015.950.0511.9811.1612.07-0.91
Neuberger BermanNEUB48NEUB 2022-48A1/16/20241.051.381.481.440.033.193.683.340.335.896.256.170.0811.8411.9412.40-0.47
Morgan Stanley Eaton VanceMSEV2216MSEV 2022-16A1/3/20240.901.611.501.440.063.173.182.850.336.396.085.740.3413.1113.1311.781.36
American Money ManagementAMMCCL24AMMC 2021-24A1/9/20241.001.631.641.620.023.293.623.290.336.176.516.150.3612.3313.2612.300.95
Tikehau CapitalTIKEU2TKO 2022-1A1/9/20241.041.631.721.700.023.293.773.440.336.176.796.440.35
HPS Investment PartnersHPSL1915HLM 15A-191/9/20240.961.551.451.49-0.033.213.403.070.336.056.155.790.3712.1812.3611.650.71
Goldentree Asset ManagementGOLDMU7GLM 2020-7A1/5/20240.981.661.651.620.023.403.663.330.336.306.496.170.3212.9313.5912.670.93
New York Life Investment ManagementTCIFL181TFLAT 2018-1X1/17/20240.911.451.361.320.043.223.252.920.336.045.865.470.3911.5211.2310.430.80
Palmer Square Capital ManagementPALMS213PLMRS 2021-3A1/3/20240.971.711.621.66-0.043.183.413.080.336.396.626.190.4313.0913.4312.680.75
Neuberger BermanNEUB47NEUB 2022-47A1/4/20240.981.701.601.66-0.063.323.573.250.336.326.456.180.2712.9413.2012.640.56
Bardin Hill Investment PartnersHALCL171HLA 2017-1A1/10/20241.061.541.741.630.113.183.693.360.336.087.746.421.3211.8913.0412.560.48
Benefit Street PartnersBENST6BBSP 2015-6BR1/9/20241.021.631.711.660.053.293.683.350.326.177.096.280.8112.3312.9412.560.38
BlackstoneTHAYPTHAYR 2017-1A1/5/20241.041.662.021.720.303.403.853.530.326.306.756.540.2112.9313.7913.430.35
Onex Credit PartnersOCP1713OCP 2017-13A1/8/20240.981.671.671.640.033.303.563.240.326.256.296.160.1412.3712.5812.180.40
American Money ManagementAMMCCL12AMMC 2013-12A12/28/20231.001.651.831.650.172.743.062.740.326.776.796.780.0113.1212.4513.15-0.70
Neuberger BermanNEUB32NEUB 2019-32A1/9/20240.991.621.521.60-0.083.293.573.250.326.176.096.090.0012.3311.6412.18-0.53
Canyon Capital AdvisorsCANY222CANYC 2022-2A1/2/20240.911.741.521.60-0.073.023.082.770.316.536.395.970.42
Western Asset ManagementCRWNC4CCITY 2022-4A1/10/20240.971.551.621.490.133.233.443.120.316.075.605.87-0.26
Marathon Asset ManagementMARATH16MCLO 2021-16A1/4/20240.991.671.691.650.033.323.613.290.316.376.576.320.2512.9512.7912.84-0.05
Golub CapitalGOLUP48BGCBSL 2020-48A1/2/20240.821.691.351.38-0.033.022.782.470.316.536.095.340.7513.2812.7710.861.91
Carlyle GroupCBAM2012CBAM 2020-12A1/8/20241.051.561.621.64-0.023.463.963.650.316.317.216.650.5510.7512.2511.350.91
First Eagle Private CreditWNDRV191WINDR 2019-1A1/9/20241.001.631.691.620.073.293.603.290.316.166.456.160.2912.3212.5112.310.19
Oak Hill AdvisorsOHACF7OAKC 2020-7A1/8/20240.921.691.431.56-0.133.483.523.210.316.346.355.840.5112.7513.1511.751.40
CIFC Asset ManagementCIFC195CIFC 2019-5A1/2/20241.031.771.771.83-0.063.023.433.120.316.506.856.710.1413.1813.4313.62-0.18
BaringsBABS162BABSN 2016-2A1/9/20240.991.631.571.61-0.043.293.563.250.316.176.116.090.0212.3212.4312.170.26
BlackstoneSOUTHWPKSTHWK 2019-4A1/5/20241.011.661.931.670.263.403.743.430.316.306.676.360.3012.9313.5213.070.45
Sculptor Loan ManagementOZLM9OZLM 2014-9A1/10/20240.971.591.541.530.013.223.413.100.306.046.195.830.3512.0812.3211.660.66
Blackrock Financial ManagementMAGNET22MAGNE 2019-22A1/3/20240.921.701.611.560.053.183.232.930.306.396.045.890.1513.0912.6512.060.59
American Money ManagementAMMCCL27AMMC 2022-27A1/9/20241.101.631.861.780.083.293.923.610.306.176.756.76-0.01
Credit Suisse First BostonMADPK59MDPK 2021-59A1/4/20240.851.671.391.42-0.023.323.122.820.306.326.095.370.72
Octagon Credit InvestorsOCTAG42OCT42 2019-3A1/5/20240.991.571.741.550.193.383.633.330.306.326.456.230.2211.1310.9410.98-0.05
Onex Credit PartnersOCP2224OCP 2022-24A1/4/20241.021.691.711.73-0.023.333.703.400.306.326.386.46-0.07
Sculptor Loan ManagementSCUL30SCUL 30A1/10/20240.971.551.501.51-0.013.233.453.150.306.085.985.920.06
Ares ManagementARES44ARES 2017-44A1/3/20241.031.701.921.750.183.183.573.270.306.396.936.580.3613.0813.5513.460.09
Onex Credit PartnersOCP2020OCP 2020-20A1/4/20241.051.691.731.77-0.053.333.793.490.306.326.416.63-0.2313.1013.2813.74-0.46
CloverAIG2102CLVR 2021-2A1/9/20241.051.631.591.71-0.113.293.753.460.296.176.206.48-0.2812.3312.1012.95-0.85
Voya Alternative Asset ManagementVOY2204VOYA 2022-4A1/9/20240.901.561.421.410.013.303.282.980.296.175.655.570.08
AGL CreditAGLCL10AGL 2021-10A12/29/20231.101.581.871.740.132.883.463.170.296.487.377.130.2513.1314.9214.440.48
Angelo, Gordon & CoNWOODS22WOODS 2020-22A12/26/20231.001.571.721.570.152.763.042.750.296.747.766.711.0513.0314.4812.981.50
NuveenSYMPH16SYMP 2015-16A1/8/20241.001.691.871.690.183.483.773.480.296.306.046.31-0.2711.7412.1311.760.37
CVC Credit PartnersAPIDO32APID 2019-32A1/9/20240.961.621.531.55-0.013.303.453.160.296.166.125.900.2212.3212.2911.800.49
Ares ManagementARESLF1ARES 2021-ALFA1/3/20241.081.701.931.830.093.183.723.440.296.397.116.900.2113.0914.2814.140.15
Sculptor Loan ManagementSCUL28SCUL 28A1/10/20241.021.551.551.57-0.023.233.583.290.296.086.216.190.0212.1212.7412.340.40
MJX Asset ManagementVENT38VENTR 2019-38A1/18/20240.991.251.671.230.443.173.433.140.295.936.445.870.5711.4412.1311.330.80
Oak Hill AdvisorsOHACP16OAKC 2021-16A1/8/20240.881.691.331.48-0.153.483.353.060.296.346.395.570.8212.7513.4411.212.24
First Eagle Private CreditWNDR143KWINDR 2014-3KRA1/3/20241.111.652.121.840.283.173.823.530.296.367.097.090.0013.0614.7214.570.16
Oak Hill AdvisorsOHACF6OAKC 2020-6A1/8/20240.911.691.361.54-0.183.483.453.170.296.346.445.760.6712.7513.2411.601.64
Partners GroupPIKP6PIPK 2020-6A1/16/20241.021.301.201.33-0.133.193.543.250.295.946.256.060.1911.7412.3111.980.33
Onex Credit PartnersOCP2122OCP 2021-22A1/8/20241.051.651.671.74-0.073.333.793.510.286.276.406.61-0.2112.3712.7413.03-0.29
AXA Investment ManagersALLEG15ALLEG 2022-1A1/10/20240.921.611.441.49-0.053.243.272.990.286.086.015.610.40
First Eagle Private CreditFEBC1901FEIM 2019-1A1/8/20241.041.692.021.760.263.483.923.630.286.337.416.610.8012.7514.2413.310.92
Apollo Global ManagementRRCL2RRAM 2017-2A1/8/20241.011.671.711.680.033.473.793.510.286.266.396.320.0812.3912.5012.500.00
First Eagle Private CreditWNDRV171WINDR 2017-1A1/5/20240.991.641.701.620.083.393.633.350.286.306.626.220.4012.9413.5712.780.79
Octagon Credit InvestorsOCTLFOCTLF 2014-1A1/10/20241.001.551.941.540.403.313.573.290.286.166.386.130.2512.1312.2912.070.22
Onex Credit PartnersOCP2121OCP 2021-21A1/4/20241.051.691.721.78-0.053.333.773.490.286.326.286.64-0.3613.1013.4113.75-0.34
Ares ManagementARESLF2ARES 2022-ALF2A1/9/20241.011.611.751.630.123.303.603.320.286.176.356.210.14
CIFC Asset ManagementCIFC201CIFC 2020-1A1/2/20240.981.771.691.74-0.053.023.252.970.286.506.696.390.3013.1813.3912.950.43
ZAIS GroupZAIS7ZAIS7 2017-2A1/3/20241.181.671.931.97-0.053.143.993.710.286.386.777.55-0.7813.0812.4515.49-3.03
CloverAIG2103CLVR 2021-3A1/12/20241.021.481.391.50-0.113.203.533.250.285.855.685.94-0.2611.8311.2212.00-0.79
Marathon Asset ManagementMARATH11MCLO 2018-11A1/10/20241.191.551.521.84-0.313.204.083.810.276.057.087.20-0.1212.0813.0314.36-1.34
PimcoBBLF221BOBA 2022-1A1/8/20241.051.671.701.75-0.053.473.923.650.276.316.806.620.18
Carlyle GroupCARLG123CGMS 2012-3A1/3/20241.021.501.701.530.163.203.543.270.276.426.766.560.2013.0914.0313.380.66
Investcorp Credit ManagementMBLPT16MP16 2019-2A1/8/20241.001.611.691.610.083.463.753.480.276.306.346.320.0211.9211.9411.96-0.01
WhiteStarTRNTS11TRNTS 2019-11A1/3/20241.001.701.651.69-0.043.183.453.180.276.396.516.380.1313.0913.2513.060.19
BlackstoneDAVISPKDAVIS 2022-1A1/5/20241.041.661.701.72-0.023.403.803.530.276.306.576.550.0212.9413.4313.44-0.01
Benefit Street PartnersBENST28BSP 2022-28A1/9/20240.951.631.501.55-0.053.293.413.140.276.176.255.890.37
Benefit Street PartnersBENST23BSP 2021-23A1/9/20241.021.631.631.66-0.033.293.633.360.276.176.726.300.4212.3312.8012.590.21
Pretium Credit ManagementCROWPT9CRNPT 2020-9A1/3/20240.961.711.751.630.123.193.313.050.276.426.696.140.5513.0913.4412.510.93
First Eagle Private CreditWNDRV193WINDR 2019-3A1/3/20241.051.661.721.74-0.023.173.593.320.276.396.896.680.2013.1013.0713.71-0.64
WhiteStarCATLK13CATLK 2013-1A1/4/20241.101.661.811.84-0.033.293.893.630.276.367.317.010.3012.9114.3314.250.08
First Eagle Private CreditWNDRV132WINDR 2013-2A1/4/20241.001.641.701.650.063.273.553.280.276.316.206.32-0.1213.1812.8713.20-0.33
Morgan Stanley Eaton VanceEATON131EATON 2013-1A1/8/20240.931.651.671.530.143.493.493.230.276.276.015.800.2112.3612.0711.440.63
Octagon Credit InvestorsOCTAG58OCT58 2022-1A1/5/20241.001.581.911.580.333.393.663.390.276.326.516.330.18
Park Avenue Institutional AdvisersPKAV221PAIA 2022-1A1/9/20240.971.621.571.570.003.293.443.170.276.165.815.94-0.14
ZAIS GroupZAIS17ZAIS 2021-17A1/9/20240.881.561.511.380.143.293.162.890.266.176.505.431.0812.3313.3710.862.51
Sixth StreetTICP8TICP 2017-8A1/9/20240.971.631.581.58-0.013.293.473.210.266.165.986.01-0.0312.3311.9412.01-0.07
Benefit Street PartnersBENST27BSP 2022-27A1/9/20240.971.631.511.57-0.063.293.443.180.266.176.275.950.32
PPM AmericaPPMC2PPMC 2019-2A1/3/20241.071.702.191.810.383.193.673.410.266.407.356.840.5213.1114.2014.000.20
PGIMDRYDN108DRSLF 2022-108A1/2/20240.991.741.721.73-0.013.023.263.000.266.536.386.47-0.09
American Money ManagementAMMCCL22AMMC 2018-22A1/12/20240.921.231.231.130.103.183.172.910.265.895.865.400.4711.8111.2010.830.38
Blackrock Financial ManagementMAGNET35MAGNE 2022-35A1/12/20240.891.481.431.320.113.223.132.870.265.854.265.20-0.95
Apollo Global ManagementRRCL21RRAM 2022-21A1/8/20240.961.671.451.60-0.143.483.583.320.266.276.245.990.24
Octagon Credit InvestorsOCTAG64OCT64 2022-1A1/11/20241.031.531.801.570.233.193.533.270.265.916.146.070.0711.8811.6912.19-0.50
Neuberger BermanNEUB16SNEUB 2017-16SA1/4/20241.001.671.591.66-0.073.323.563.310.266.376.496.340.1512.9412.6012.88-0.28
Octagon Credit InvestorsOCTAG30OCT30 2017-1A1/11/20240.991.531.671.520.153.183.423.160.265.895.825.86-0.0311.9511.7311.88-0.15
CVC Credit PartnersAPIDO41APID 2022-41A1/9/20241.081.631.571.76-0.193.293.823.570.266.176.346.68-0.33
AGL CreditAGLCL7AGL 2020-7A12/29/20231.081.581.821.710.112.883.373.110.266.487.216.990.2313.1314.6114.150.46
Blackrock Financial ManagementMAGNET12MAGNE 2015-12A1/8/20240.881.621.441.430.013.483.333.070.266.265.845.530.3112.3611.8110.910.90
Oak Hill AdvisorsOHACF9OAKC 2021-9A1/8/20240.891.691.291.51-0.223.483.373.110.266.336.345.660.6812.7513.2111.391.82
Benefit Street PartnersBENST22BSP 2020-22A1/9/20241.021.631.601.66-0.063.293.623.370.266.176.576.310.2612.3312.8812.610.28
CFI PartnersCFIP181CFIP 2018-1A1/2/20240.881.741.531.540.002.972.872.610.256.496.395.720.6713.1512.9211.591.33
BaringsBAS223BABSN 2022-3A1/9/20240.931.631.521.510.013.293.313.060.256.175.985.730.25
Trimaran AdvisorsTRMCU222CAVU 2022-2A1/9/20240.931.631.421.51-0.083.293.303.050.256.175.645.71-0.07
Octagon Credit InvestorsOCTAG55OCT55 2021-1A1/11/20241.081.571.941.700.243.213.723.460.255.915.876.37-0.5011.9811.6812.92-1.24
Brigade Capital ManagementBATTL20BATLN 2021-20A1/3/20241.071.682.091.790.303.183.643.390.256.397.146.810.3313.1013.8613.95-0.09
AXA Investment ManagersALLEG12ALLEG 2020-1A1/10/20240.971.541.391.49-0.103.183.333.070.255.985.935.780.1512.0511.8811.640.24
Steele Creek Investment ManagementSTECR161STCR 2016-1A12/29/20231.041.651.721.710.022.863.222.970.256.476.726.720.0013.1212.8813.63-0.74
Blackrock Financial ManagementMAGNET24MAGNE 2019-24A1/3/20241.021.701.811.730.083.193.493.240.256.396.326.51-0.1913.0912.8513.34-0.49
CIFC Asset ManagementCIFC143CIFC 2014-3A1/8/20240.991.671.741.660.083.303.533.280.256.266.606.220.3712.3912.8812.310.57
Steele Creek Investment ManagementSTECR221STCR 2022-1A1/8/20240.921.621.571.490.083.493.453.200.246.276.465.760.7012.3712.2911.360.93
HPS Investment PartnersHPSL1610HLM 10A-161/9/20240.951.631.291.54-0.243.293.363.120.246.176.125.840.2812.3211.9711.660.31
Blue OwlTRALE7TRAL 2021-7A1/9/20241.011.631.751.650.103.293.583.340.246.166.586.250.3212.3213.2912.510.78
Elmwood Asset ManagementELMW7ELMW7 2020-4A1/4/20240.891.671.691.490.213.393.263.020.246.335.135.64-0.5113.1111.6511.68-0.03
Canyon Capital AdvisorsCANY141CANYC 2014-1A1/22/20240.971.171.141.140.003.353.493.250.246.005.715.82-0.1111.5112.0611.180.89
ArrowMark Colorado HoldingsELEV2216AWPT 2022-16A1/12/20240.931.501.361.40-0.043.213.242.990.245.855.725.460.26
Oak Hill AdvisorsOHACF10OAKC 2021-10A1/8/20240.891.691.351.51-0.153.483.353.110.246.346.215.660.5512.7513.3611.381.97
PGIMDRYDN87DRSLF 2021-87A12/29/20231.041.651.901.720.182.893.253.010.246.936.987.22-0.2313.1413.2713.68-0.41
AEGON USA Investment ManagementCEDARF8CEDF 2017-8A1/4/20240.971.591.561.540.023.303.433.190.246.335.966.12-0.1613.1211.9512.69-0.74
SancusTRYSL221TRYSL 2022-1A1/9/20240.871.631.501.410.083.303.102.860.246.175.785.340.43
Oaktree Capital ManagementOAKC193OAKCL 2019-3A1/2/20241.041.741.711.82-0.113.023.393.150.246.536.736.80-0.0713.1913.9213.740.18
AEGON USA Investment ManagementCEDARF4CEDF 2014-4A1/10/20240.911.511.351.37-0.023.223.172.930.245.985.425.43-0.0112.1210.2911.01-0.72
Credit Suisse First BostonMADPK19MDPK 2015-19A1/8/20240.921.580.711.46-0.753.193.192.950.246.175.275.69-0.4212.3210.5711.37-0.81
Columbia ManagementCOLCT31CECLO 2021-31A1/9/20240.941.561.441.47-0.033.293.343.100.246.176.465.810.6512.3311.8711.610.26
Carlyle GroupCARLG211CGMS 2021-1A1/3/20241.061.711.761.81-0.053.183.613.370.246.396.816.770.0413.0913.9313.850.08
ZAIS GroupZAIS16ZAIS 2020-16A1/9/20240.891.561.531.400.133.293.182.940.246.176.255.510.7412.3313.0411.022.02
BlackstoneSTRAS211STRAS 2021-1A1/5/20241.001.651.581.66-0.083.363.613.370.246.276.236.30-0.0712.8912.7712.94-0.17
Ares ManagementARES42ARES 2017-42A1/9/20241.031.561.391.61-0.233.183.533.290.246.046.916.240.6712.0813.8112.481.33
Voya Alternative Asset ManagementVOY1603VOYA 2016-3A1/8/20241.011.621.951.640.313.473.743.500.246.296.786.340.4311.9312.4112.040.37
NuveenTCISY161TSYMP 2016-1A1/8/20240.981.691.881.650.233.453.613.370.236.335.876.18-0.3112.7411.9512.44-0.49
AGL CreditAGLCL23AGL 2022-23A1/5/20241.021.661.661.69-0.033.403.703.460.236.306.566.420.14
ICG Debt AdvisorsICGU2103ICG 2021-3A1/11/20240.971.521.641.480.173.203.343.110.235.915.445.74-0.3011.9912.1111.650.47
Golub CapitalGOLUP58BGCBSL 2021-58A1/10/20240.911.581.391.44-0.053.243.192.960.236.075.865.550.3112.1112.3011.061.24
CIFC Asset ManagementCIFC203CIFC 2020-3A1/5/20241.011.661.571.68-0.103.403.673.440.236.306.226.38-0.1612.9412.9313.10-0.16
Blue OwlWELF202WELF 2020-2A1/3/20241.001.711.771.720.063.183.423.190.236.397.156.410.7413.0913.9313.140.79
Sound Point Capital ManagementBLUMT163BLUEM 2016-3A12/29/20231.071.651.971.760.212.893.323.080.236.487.036.920.1113.1414.1114.020.09
Neuberger BermanNEUB31NEUB 2019-31A1/10/20241.011.551.491.55-0.063.233.483.250.236.075.926.11-0.1912.1311.2612.19-0.93
AEGON USA Investment ManagementCEDARF12CEDF 2020-12A1/12/20240.971.481.311.43-0.123.203.323.090.235.855.355.65-0.3011.8210.3611.42-1.05
Tikehau CapitalTIKEU3TKO 2022-2A1/9/20240.981.631.611.600.003.463.633.400.236.396.416.270.14
Brigade Capital ManagementBATTL16BATLN 2019-16A1/9/20241.061.632.081.730.353.293.733.500.236.176.796.550.2412.3312.7313.10-0.36
Octagon Credit InvestorsOCTAG36OCT36 2018-1A1/5/20241.021.581.701.610.093.373.663.430.236.326.516.420.0911.9112.0012.11-0.11
AGL CreditAGLCL6AGL 2020-6A1/5/20241.111.661.841.830.003.403.993.760.236.307.036.970.0612.9414.4014.310.09
CIFC Asset ManagementCIFC191CIFC 2019-1A1/5/20240.971.661.741.600.143.403.513.290.236.306.526.090.4312.9413.1712.510.66
Octagon Credit InvestorsOCTAG48OCT48 2020-3A1/11/20241.051.551.811.630.173.223.613.380.235.916.046.21-0.1711.9811.6412.59-0.95
AEGON USA Investment ManagementCEDARF2CEDF 2013-1A1/9/20240.961.601.571.540.033.303.393.170.226.165.845.91-0.0712.3111.0111.80-0.79
Anchorage Capital GroupANCH11ANCHC 2019-11A1/10/20240.971.511.601.460.143.173.313.090.225.986.075.810.2512.0513.5011.711.79
AGL CreditAGLCL9AGL 2020-9A1/5/20241.101.661.841.830.023.403.973.750.226.307.086.950.1312.9414.4414.270.17
Benefit Street PartnersBENST19BSP 2019-19A1/3/20240.991.711.671.69-0.023.183.373.150.226.396.936.330.6013.0913.7112.960.76
AGL CreditAGLCL5AGL 2020-5A1/5/20241.111.661.871.830.043.403.993.760.226.307.056.970.0712.9414.3714.310.06
Palmer Square Capital ManagementPALMS212PLMRS 2021-2A1/3/20241.021.661.631.70-0.073.183.473.250.226.396.756.540.2113.1013.3813.40-0.02
Ares ManagementARES66ARES 2022-66A1/12/20241.051.521.701.600.103.183.583.350.223.183.583.350.22
Oaktree Capital ManagementOAKC191OAKCL 2019-1A1/2/20241.041.741.641.82-0.183.023.383.160.226.536.906.820.0913.1913.7913.780.01
CIFC Asset ManagementCIFC224CIFC 2022-4A1/2/20241.031.731.791.790.003.023.353.130.226.506.776.720.05
Palmer Square Capital ManagementPALML213PSTAT 2021-3A1/12/20240.951.481.241.40-0.163.173.233.010.225.845.795.540.2511.7011.2411.090.15
Golub CapitalGOLUP52BGCBSL 2020-52A1/4/20240.871.671.401.45-0.053.323.102.880.226.325.955.480.4713.1112.9111.371.55
Sixth StreetTICP6TICP 2016-6A1/3/20240.991.661.571.64-0.073.183.363.140.226.396.476.320.1413.1012.9312.96-0.03
Ares ManagementARES46ARES 2017-46A1/3/20241.031.691.791.750.043.153.473.250.216.387.116.590.5213.0314.1713.460.71
BaringsBAS224BABSN 2022-4A1/9/20240.921.631.511.490.023.293.243.030.216.175.715.670.05
Blue OwlWELF201WELF 2020-1A1/3/20240.981.711.731.670.063.183.313.100.216.397.186.230.9513.0813.7912.761.03
Nassau Corporate CreditNASS192NCC 2019-IIA1/3/20241.041.711.991.780.213.173.513.290.216.386.566.63-0.0713.0712.2813.58-1.30
Neuberger BermanNEUB44NEUB 2021-44A1/4/20241.001.651.541.66-0.123.323.543.330.216.376.486.380.1012.9513.2612.970.30
NuveenSYMPH9SYMP 2012-9A1/3/20241.021.571.811.600.213.153.423.210.216.425.976.53-0.5513.1912.8313.41-0.58
Western Asset ManagementCRWNC3CCITY 2021-1A1/10/20241.041.551.721.610.103.233.583.370.216.085.976.33-0.3712.1312.5312.65-0.12
PPM AmericaPPMC3PPMC 2019-3A1/4/20241.041.662.031.730.303.333.693.480.216.326.716.600.1113.1113.2913.69-0.40
MJX Asset ManagementVENT46VENTR 2022-46A1/9/20241.071.631.941.730.213.293.723.510.216.166.756.560.1912.3213.1113.13-0.02
Ares ManagementARES56ARES 2020-56A1/12/20241.061.241.351.320.033.183.583.370.215.856.436.190.2411.8512.2212.54-0.31
Investcorp Credit ManagementMBLPT17MP17 2020-1A1/5/20240.971.661.801.610.193.423.533.320.216.296.516.120.3912.9312.6812.570.11
Oak Hill AdvisorsOHACF5OAKC 2020-5A1/8/20240.921.691.391.56-0.173.483.423.210.216.346.275.840.4312.7513.1211.741.37
AGL CreditAGLCL12AGL 2021-12A1/5/20241.121.661.861.860.003.404.033.820.216.307.097.080.0112.9414.6314.530.10
Partners GroupPIKP5PIPK 2020-5A1/9/20241.041.351.261.40-0.143.263.593.380.216.166.476.380.0912.3312.6912.77-0.08
AEGON USA Investment ManagementCEDARF6CEDF 2016-6A1/9/20240.961.551.431.49-0.063.283.353.150.216.175.895.91-0.0212.3311.2611.83-0.57
Octagon Credit InvestorsOCTAG39OCT39 2018-3A1/11/20240.981.531.651.500.153.193.333.120.215.905.835.770.0711.9711.4511.71-0.26
Carlyle GroupCARLG217CGMS 2021-7A1/3/20241.091.711.811.86-0.043.183.663.450.216.396.646.94-0.3013.0913.9014.21-0.31
Ares ManagementARES34ARES 2015-2A1/5/20240.991.661.761.640.123.403.573.360.216.316.746.240.5012.9413.4512.800.65
NuveenSYMPH19SYMP 2018-19A1/8/20240.961.571.601.500.103.453.503.300.206.265.936.00-0.0712.2310.8611.72-0.86
Ares ManagementARES60ARES 2021-60A1/5/20241.071.681.881.800.083.403.843.630.206.306.986.730.2512.9313.4113.81-0.40
CVC Credit PartnersAPIDO23APID 2015-23A1/3/20240.911.671.541.530.013.183.112.910.206.396.105.840.2613.0912.8111.960.85
BlackstoneTPRKTPRK 2021-1A12/29/20231.141.581.901.800.102.883.493.280.206.487.227.37-0.1513.1314.2514.94-0.69
Crescent Capital GroupATLSLF13ATCLO 2019-13A1/8/20241.221.602.131.950.183.274.183.970.206.247.817.580.2312.3914.3215.06-0.74
Jefferies FinanceAPEXC192APEXC 2019-2A1/12/20240.991.481.551.460.093.203.373.160.205.856.365.780.5811.8212.5911.680.91
First Eagle Private CreditWNDRV151WINDR 2015-1A1/9/20240.961.621.461.55-0.103.303.363.150.206.155.985.870.1012.3011.9111.760.15
Ballyrock Investment AdvisorsBALLY14BALLY 2020-14A1/12/20240.951.541.411.47-0.063.213.273.060.205.855.815.580.2311.8212.1411.270.88
Neuberger BermanNEUB21NEUB 2016-21A1/10/20240.991.551.451.54-0.093.233.413.210.206.076.086.030.0412.1211.7412.04-0.30
Benefit Street PartnersBENST4BSP 2014-IVA1/9/20241.111.631.781.80-0.023.293.843.640.206.176.796.81-0.0212.3312.6113.62-1.01
First Eagle Private CreditWNDRV183WINDR 2018-3A1/9/20240.981.631.581.60-0.023.293.443.240.206.166.566.060.5012.3212.9512.120.83
NuveenSYMPH18SYMP 2016-18A1/16/20241.031.511.671.550.113.273.583.370.205.895.396.08-0.6911.8211.2812.20-0.92
Oak Hill AdvisorsOHACF1OAKC 2018-1A1/8/20240.991.691.471.68-0.213.503.683.480.206.336.556.300.2512.7513.7712.671.10
Benefit Street PartnersBENST17BSP 2019-17A1/3/20241.061.711.701.82-0.123.183.593.390.206.396.956.800.1513.0913.5113.93-0.42
Carlyle GroupCARLG225CGMS 2022-5A1/3/20241.061.431.551.520.033.123.523.320.206.386.766.78-0.02
Ares ManagementARES43ARES 2017-43A1/3/20241.051.701.921.780.153.183.533.330.206.396.876.690.1813.0813.4513.70-0.24
40/86 AdvisorsCLRCKCLRCK 2015-1A1/5/20240.881.621.461.420.043.353.132.930.206.256.215.480.7312.8612.5411.281.26
AGL CreditAGLCL18ASTAT 2022-18A1/5/20241.041.641.731.700.043.393.713.510.206.326.466.54-0.0912.0512.7412.480.26
Ares ManagementDENALI12DEN12 2016-1A1/8/20241.121.671.621.86-0.243.283.863.660.206.287.557.000.5511.6813.0913.020.06
Brigade Capital ManagementBATTL18BATLN 2020-18A1/3/20241.061.712.131.810.323.183.573.370.206.397.076.770.3013.0813.5313.85-0.32
BlackstoneBRMTPKBRMTN 2022-1A12/29/20231.071.581.781.700.082.883.293.090.206.486.976.950.03
Sculptor Loan ManagementSCUL29SCUL 29A1/10/20241.081.511.551.62-0.083.173.623.420.205.986.376.44-0.0812.0412.5012.97-0.47
Apollo Global ManagementRRCL14RRAM 2021-14A1/8/20241.011.671.671.68-0.013.473.693.500.206.266.316.300.0112.3912.3212.47-0.14
BlackstoneREESEPKRESPK 2020-1A12/29/20231.131.581.981.790.192.883.453.250.206.487.237.30-0.0713.1314.2414.80-0.56
Ares ManagementARES59ARES 2021-59A1/12/20241.071.521.601.62-0.023.223.643.450.205.856.426.260.1611.8012.3012.62-0.33
PineBridge InvestmentsGALAX30GALXY 2022-30A1/3/20241.041.711.691.78-0.093.183.513.320.196.396.486.67-0.1913.0913.1613.65-0.49
Sculptor Loan ManagementOZLM24OZLM 2019-24A1/10/20241.031.551.501.59-0.093.233.533.330.196.086.106.26-0.1612.1211.8712.49-0.61
Carlyle GroupCARLG145CGMS 2014-5A1/3/20241.031.711.671.75-0.083.163.433.240.196.376.266.53-0.2813.0613.1413.39-0.26
Silver Rock ManagementSLVRK2SLVRK 2021-2A1/8/20241.021.401.411.43-0.023.433.693.500.196.316.826.430.3910.7612.2110.961.25
Sculptor Loan ManagementOZLMF4OZLMF 2013-4A1/11/20240.961.481.401.42-0.023.113.162.970.195.916.155.650.4911.5711.4011.060.35
Neuberger BermanNEUB39NEUB 2020-39A1/10/20241.021.551.461.58-0.123.233.493.290.196.076.136.19-0.0612.1312.0412.36-0.31
Carlyle GroupCARLG223CGMS 2022-3A1/9/20241.091.611.731.76-0.033.303.793.600.196.176.456.72-0.28
Vibrant Capital PartnersVIBR7VIBR 2017-7A1/9/20241.051.621.761.700.073.253.593.400.196.156.556.430.1212.1912.0612.74-0.68
PGIMDRYDN28DRSLF 2013-28A12/29/20231.011.651.701.680.022.893.112.920.196.496.336.58-0.2513.1412.4613.32-0.85
Irradiant PartnersRADCL14RAD 2021-14A1/3/20241.001.671.741.670.063.183.373.180.196.396.936.390.5413.0914.2313.091.15
Fortress Investment GroupFORTCB11FCBSL 2021-3A1/8/20240.841.691.401.41-0.013.483.102.910.196.336.085.290.7912.7513.3210.652.66
PineBridge InvestmentsGALAX22GALXY 2016-22A1/3/20241.011.671.671.69-0.013.183.393.200.196.396.416.44-0.0313.0812.7113.19-0.48
InvescoINVES222INVCO 2022-2A1/8/20240.981.661.651.640.013.493.623.430.196.316.316.200.1011.6311.1911.44-0.25
AXA Investment ManagersALLEG11ALLEG 2019-2A1/9/20240.981.621.461.60-0.143.293.423.240.186.166.256.060.1912.3312.3312.120.21
Blackrock Financial ManagementMAGNET29MAGNE 2021-29A1/3/20241.021.701.681.74-0.053.193.443.260.186.406.256.54-0.2913.1012.8813.39-0.51
PPM AmericaPPMC5PPMC 2021-5A1/5/20241.081.621.941.750.193.413.853.670.186.306.636.78-0.1512.9313.5813.92-0.34
Palmer Square Capital ManagementPALMS151PLMRS 2015-1A1/9/20241.011.561.461.57-0.113.223.423.230.186.146.296.180.1112.1712.1912.24-0.05
Ares ManagementARES67ARES 2022-67A1/12/20241.041.541.671.610.063.213.533.350.185.856.296.100.19
Brigade Capital ManagementBATTL17BATLN 2021-17A1/9/20241.081.632.001.760.243.293.753.560.186.176.806.670.1312.3312.6913.34-0.65
Apollo Global ManagementALM2020ALM 2020-1A1/8/20241.021.661.721.700.023.443.703.520.186.246.236.38-0.1512.2812.0512.56-0.51
Carlyle GroupCARLG194CGMS 2019-4A1/3/20241.081.711.811.85-0.053.183.633.450.186.396.716.93-0.2213.0814.0314.18-0.15
AGL CreditAGLCL11AGL 2021-11A1/4/20241.131.671.891.880.013.323.923.740.186.377.307.180.1312.9414.6814.570.11
Blackrock Financial ManagementMAGNET28MAGNE 2020-28A1/9/20241.011.561.551.59-0.033.303.533.350.186.176.026.25-0.2412.3211.9012.49-0.59
Columbia ManagementCENT21CECLO 2014-21A1/17/20241.041.191.241.230.013.153.443.260.185.866.566.070.4911.3211.0111.72-0.71
Orchard First Source Asset ManagementOFSIB10OFSBS 2021-10A1/9/20240.981.631.521.60-0.083.293.423.240.186.176.216.060.1512.3312.5812.120.46
Octagon Credit InvestorsOCTAG44OCT44 2019-1A1/5/20240.971.641.991.590.403.393.483.300.186.335.966.16-0.2012.0811.1511.75-0.60
Allstate Investment ManagementAIMCOC16AIMCO 2021-16A1/4/20240.901.671.451.51-0.063.323.173.000.186.325.945.710.2313.1112.6711.840.83
Post Advisory GroupPOST221POST 2022-1A1/9/20240.911.561.361.43-0.073.293.183.010.176.165.375.64-0.27
Octagon Credit InvestorsOCTAG32OCT32 2017-1A1/5/20240.981.641.761.600.163.373.473.300.176.316.156.18-0.0312.0511.6111.79-0.18
Octagon Credit InvestorsOCTAG21OCT21 2014-1A1/8/20240.961.691.821.620.203.483.513.340.176.336.246.070.1712.7512.3712.220.15
AGL CreditAGLCL14AGL 2021-14A1/5/20241.141.641.891.870.023.424.073.900.176.337.327.220.1012.0214.1313.710.42
PGIMDRYDN104DRSLF 2022-104A12/29/20231.061.651.801.760.042.893.253.070.176.496.556.90-0.35
Carlyle GroupCARLG201CGMS 2020-1A1/9/20241.071.631.581.74-0.163.293.703.520.176.176.556.60-0.0412.3312.8013.19-0.39
Sculptor Loan ManagementOZLM23OZLM 2019-23A1/4/20241.021.701.691.73-0.043.323.563.390.176.376.456.50-0.0512.9312.6113.18-0.57
CIFC Asset ManagementCIFC184CIFC 2018-4A1/2/20240.981.721.771.690.083.023.142.960.176.526.736.410.3213.2813.6813.050.63
BlackstoneMYERSPKMYERS 2018-1A1/5/20241.021.661.861.680.183.403.623.450.176.296.556.400.1511.8611.5612.06-0.49
Palmer Square Capital ManagementPALMS182PLMRS 2018-2A1/3/20240.981.671.621.63-0.013.143.253.080.176.376.456.240.2213.0613.0212.800.22
BlackstoneROCKPROCKP 2021-1A1/5/20241.101.661.801.81-0.013.403.903.730.176.306.836.90-0.0812.9413.8614.17-0.32
Blackrock Financial ManagementMAGNT14RMAGNE 2015-14RA1/5/20240.911.621.461.47-0.013.403.263.090.176.295.855.720.1212.9312.3611.760.60
Trimaran AdvisorsTRMCU221CAVU 2022-1A1/9/20240.921.551.381.43-0.053.213.122.950.176.055.365.57-0.21
Benefit Street PartnersBENST18BSP 2019-18A1/3/20241.061.711.711.81-0.103.183.533.360.176.396.856.750.1113.0913.6613.82-0.16
AXA Investment ManagersALLEG13ALLEG 2021-1A1/10/20240.991.551.411.53-0.123.233.373.200.176.085.976.02-0.0512.1311.8212.01-0.19
Carlyle GroupCBAM172CBAM 2017-2A1/3/20241.061.561.681.660.033.153.523.360.176.426.426.83-0.4213.2015.5514.051.50
Ballyrock Investment AdvisorsBALLY21BALLY 2022-21A1/12/20240.961.541.381.47-0.103.213.243.070.175.855.475.59-0.12
Oak Hill AdvisorsOHACF2OAKC 2019-2A1/8/20240.981.691.471.66-0.193.483.593.420.176.346.406.230.1712.7513.5812.531.05
Ares ManagementARES41ARES 2016-41A1/3/20241.061.701.801.800.013.183.533.360.176.396.896.760.1313.0913.6313.84-0.21
Black Diamond Capital ManagementBDIAM211BLACK 2021-1A1/9/20240.831.341.121.110.013.152.782.620.166.045.905.010.8912.2312.7010.142.56
Octagon Credit InvestorsOCTAG26OCT26 2016-1A1/5/20240.991.642.001.630.373.373.523.350.166.306.446.270.1712.0112.1511.940.21
Sculptor Loan ManagementSCUL27SCUL 27A1/10/20241.071.551.521.65-0.133.233.623.450.166.086.246.49-0.2412.1213.0712.940.12
Bain Capital CreditBAIC226BCC 2022-6A1/5/20240.981.581.661.550.113.393.493.330.166.296.366.170.19
Elmwood Asset ManagementELMW20ELM20 2022-7A1/3/20240.961.681.601.60-0.013.183.203.040.166.426.156.140.01
Bain Capital CreditBAIC203BCC 2020-3A1/9/20241.021.551.651.580.073.283.503.340.166.146.426.260.1612.3312.7112.560.15
AGL CreditAGLCL2AGL 2019-2A1/5/20241.111.661.851.840.013.403.933.770.166.306.746.99-0.2512.9414.1514.34-0.20
Golub CapitalGOLUP50BGCBSL 2020-50A1/4/20240.881.671.421.47-0.053.323.092.930.166.326.055.580.4713.0812.9911.531.45
Partners GroupPIKP3PIPK 2019-3A1/12/20240.991.281.171.26-0.103.193.313.150.165.855.975.780.1911.8212.2311.690.54
Pretium Credit ManagementCROWPT8CRNPT 2019-8A1/9/20240.971.631.541.57-0.033.293.343.180.166.176.475.960.5112.3313.0011.921.08
Jefferies FinanceAPEXC211APEXC 2021-1A1/5/20241.001.661.661.650.013.403.553.390.166.306.806.280.5212.9413.8612.890.97
BlackstoneBCHWDPKBCHPK 2019-1A1/2/20241.101.691.911.860.043.023.493.330.166.536.917.21-0.3013.2814.0714.67-0.61
TCW Asset ManagementTCW19AM1TCW 2019-1A1/4/20241.021.671.531.70-0.173.323.533.370.166.376.546.470.0712.9413.1413.140.00
Allstate Investment ManagementAIMCO15AAIMCO 2015-AA1/3/20240.911.681.461.52-0.063.183.052.890.156.395.855.810.0413.1012.4111.910.50
Oak Hill AdvisorsOHALF151OHALF 2015-1A1/8/20240.961.691.471.62-0.153.483.493.330.156.336.456.070.3912.7513.4412.211.22
Neuberger BermanNEUB26NEUB 2017-26A1/8/20241.001.671.631.68-0.043.473.643.480.156.306.276.32-0.0512.1311.5912.18-0.59
PineBridge InvestmentsGALAX19GALXY 2015-19A1/11/20241.031.301.321.34-0.033.183.443.290.155.925.746.12-0.3811.9811.2512.37-1.13
Ares ManagementARES52ARES 2019-52A1/9/20241.041.561.741.630.113.223.503.350.156.046.646.290.3512.1812.8012.680.12
Carlyle GroupCARLG222CGMS 2022-2A1/9/20241.061.631.761.730.033.293.653.500.156.176.376.55-0.18
Blackrock Financial ManagementMAGNET17MAGNE 2016-17A1/9/20240.901.561.351.41-0.063.293.122.960.156.155.555.540.0112.3011.5711.060.51
Ares ManagementARES51ARES 2019-51A1/3/20241.021.701.741.740.003.183.413.260.156.396.786.550.2413.0913.4213.400.02
Oak Hill AdvisorsOHACF3OAKC 2019-3A1/8/20240.961.691.421.62-0.203.483.493.340.156.346.516.080.4312.7513.3412.231.10
Angelo, Gordon & CoNWOO14BWOODS 2018-14BA1/2/20241.061.741.861.850.012.993.323.170.156.627.587.000.5813.2914.9214.060.85
CVC Credit PartnersAPIDO40APID 2022-40A1/3/20240.941.711.601.61-0.023.183.153.000.156.395.856.03-0.17
Carlyle GroupCARLG124CGMS 2012-4A1/9/20241.051.591.621.67-0.043.243.563.400.156.076.206.38-0.1812.1312.3212.75-0.44
Carlyle GroupCARLG161CGMS 2016-1A1/9/20241.041.611.621.69-0.063.303.603.450.156.176.376.44-0.0712.3112.6012.86-0.27
Allstate Investment ManagementAIMCO17AAIMCO 2017-AA1/9/20240.921.631.341.50-0.163.293.203.050.156.175.725.700.0112.3311.5611.400.16
BlackstonePARPKPARPK 2021-1A1/5/20241.131.661.871.860.003.403.983.830.156.306.907.09-0.1912.9313.5514.56-1.01
Partners GroupPIKP2PIPK 2018-2A1/5/20240.991.391.371.38-0.013.363.483.330.156.306.616.250.3612.9413.8412.841.01
CIFC Asset ManagementCIFC151CIFC 2015-1A1/9/20240.981.551.511.52-0.013.183.273.120.156.046.015.920.0912.1512.1811.930.25
Voya Alternative Asset ManagementINGIM141INGIM 2014-1A1/8/20241.051.621.971.700.273.453.773.620.156.267.046.580.4511.9312.5912.530.05
CIFC Asset ManagementCIFC131CIFC 2013-1A1/3/20240.981.671.501.64-0.143.143.233.080.156.366.336.250.0813.0512.9912.820.17
Carlyle GroupCBAM173CBAM 2017-3A1/3/20241.091.601.791.740.053.163.583.430.156.426.526.97-0.4513.2015.6114.331.28
CIFC Asset ManagementCIFC134CIFC 2013-4A1/12/20240.961.511.481.440.043.193.203.050.155.845.795.590.2011.8012.0011.300.70
BlackstoneWEBPKWPARK 2015-1A1/5/20241.031.651.891.710.193.383.633.480.156.276.546.470.0712.9113.6013.320.29
Oak Hill AdvisorsOHACF8OAKC 2021-8A1/8/20240.941.691.371.59-0.223.483.433.290.156.346.305.980.3212.7513.1912.041.16
Octagon Credit InvestorsOCTAG16OCT16 2013-1A1/8/20240.981.591.731.570.173.453.543.390.156.296.206.190.0111.1510.8510.97-0.12
Hayfin Capital ManagementHAFKNG11HAYFN 2019-2A1/5/20240.931.571.531.470.063.383.303.150.156.307.045.871.1812.9513.8212.071.75
Oak Hill AdvisorsOHACF4OAKC 2019-4A1/8/20240.951.691.401.61-0.213.483.463.310.146.346.276.030.2412.7513.1612.131.02
Oak Hill AdvisorsOHACP7OAKC 2012-7A1/5/20240.991.661.441.64-0.203.423.523.380.146.306.666.230.4412.7113.5912.561.02
PGIMDRYDN92DRSLF 2021-92A12/29/20231.061.651.851.750.092.893.203.060.146.486.396.88-0.4813.1413.1613.93-0.77
PGIMDRYDN94DRSLF 2022-94A1/2/20241.011.741.781.750.023.023.183.040.146.536.186.56-0.39
Blackrock Financial ManagementMAGNET20MAGNE 2018-20A1/9/20240.901.561.351.40-0.053.293.092.950.146.145.565.510.0512.2811.5311.010.52
BlackstoneCYGPKCYGPK 2020-1A1/2/20241.161.692.061.950.113.023.633.490.146.537.227.55-0.3413.2814.1915.37-1.18
Golub CapitalGOLUP55BGCBSL 2021-55A1/4/20240.871.671.411.44-0.043.323.022.880.146.336.085.480.6113.1113.1311.351.78
PGIMDRYDN76DRSLF 2019-76A1/2/20241.081.741.941.880.063.023.393.250.146.526.307.03-0.7313.1812.7814.21-1.43
CIFC Asset ManagementCIFC183CIFC 2018-3A1/3/20240.991.701.771.680.093.183.283.140.146.416.616.340.2713.1813.6113.050.56
Ares ManagementARES40ARES 2016-40A1/3/20241.041.691.701.75-0.053.143.393.250.146.377.156.600.5513.1014.6913.571.13
TCW Asset ManagementTCW2102TCW 2021-2A1/11/20241.011.371.341.39-0.053.193.383.240.145.916.135.990.1411.8912.3712.050.31
Investcorp Credit ManagementMBLPT22MP22 2021-2A1/10/20241.031.551.681.600.083.233.473.340.146.076.446.270.1812.0312.2212.42-0.20
Neuberger BermanNEUB35NEUB 2019-35A1/9/20241.051.621.561.71-0.143.293.603.460.146.176.266.48-0.2212.3312.0012.96-0.95
Ares ManagementARES58ARES 2020-58A1/3/20241.061.701.841.810.043.183.523.380.146.397.046.790.2413.0913.5713.91-0.34
Neuberger BermanNEUB25NEUB 2017-25A1/8/20241.001.671.601.67-0.073.463.603.460.146.296.226.28-0.0612.1311.5012.11-0.62
BlackstoneALLGPKALLPK 2019-1A1/5/20241.101.661.901.820.083.403.883.740.146.306.726.94-0.2112.9313.3114.24-0.93
Goldentree Asset ManagementGOLDMU8GLM 2020-8A1/5/20241.041.661.731.720.013.403.673.530.146.306.456.54-0.1012.9313.4713.430.03
Onex Credit PartnersOCP1407OCP 2014-7A1/10/20240.991.611.381.60-0.223.243.363.230.146.146.306.100.2012.0212.3711.960.41
Five Arrows ManagersOCEANT11OCTR 2021-11A1/12/20241.081.521.741.640.103.223.623.480.145.855.956.33-0.3711.8011.9212.76-0.83
FS InvestmentsBRDGST1BRDGS 2020-1A1/9/20241.001.631.521.63-0.123.293.443.310.136.176.286.190.0912.3312.9312.380.55
KKR Financial AdvisorsKKR30KKR 30A1/2/20241.001.741.901.740.163.023.153.020.136.536.596.520.0713.1914.1713.170.99
AGL CreditAGLCL8AGL 2020-8A1/5/20241.101.661.821.810.013.403.863.730.136.307.006.900.1012.9414.2814.170.11
Carlyle GroupCBAM2114CBAM 2021-14A1/8/20241.081.561.631.68-0.053.463.853.720.136.316.356.79-0.4410.7611.6111.580.03
PGIMDRYDN37DRSLF 2015-37A1/2/20241.001.741.471.74-0.273.003.122.990.136.526.026.49-0.4713.1812.4013.12-0.72
Investcorp Credit ManagementMBLPT24MP24 2022-1A1/9/20240.991.561.671.550.113.283.403.260.136.166.126.12-0.0112.3412.4312.260.17
Goldentree Asset ManagementGOLDMU11GLM 2021-11A1/5/20241.041.661.651.73-0.083.403.693.550.136.306.276.58-0.3212.9313.6213.510.11
PGIMDRYDN109DRSLF 2022-109A1/2/20241.011.741.841.760.083.023.183.050.136.536.116.59-0.48
HalseyPoint Asset ManagementHLSYPT1HLSY 2019-1A1/9/20241.091.631.681.77-0.093.293.723.590.136.166.766.720.0412.3313.3013.45-0.15
Octagon Credit InvestorsOCTAG31OCT31 2017-1A1/11/20240.981.531.651.500.153.183.243.110.135.895.615.75-0.1511.9111.2511.64-0.39
BaringsBAS202BABSN 2020-2A1/3/20241.071.711.811.83-0.023.183.543.410.136.396.976.850.1213.0814.0114.03-0.02
PPM AmericaPPMC4PPMC 2020-4A1/5/20241.071.621.951.730.223.413.773.640.136.306.546.72-0.1812.9313.1413.80-0.66
Octagon Credit InvestorsOCTAG22OCT22 2014-1A1/11/20240.971.371.361.330.033.143.183.050.135.965.835.790.0511.8211.3711.48-0.11
Partners GroupPIKP4PIPK 2019-4A1/3/20241.001.431.441.430.013.143.253.120.136.386.676.350.3213.1013.7913.040.74
Sculptor Loan ManagementOZLM15OZLM 2016-15A1/10/20241.021.551.521.58-0.063.233.423.290.136.076.246.190.0612.1112.1712.34-0.17
Putnam InvestmentsCAPC37C2PUTNM 2022-1A1/8/20241.071.691.821.800.023.483.843.710.136.336.626.75-0.14
Octagon Credit InvestorsOCTAG15OCT15 2013-1A1/10/20240.991.551.851.530.323.223.323.190.136.075.856.02-0.1712.1011.6312.00-0.37
Golub CapitalGOLUP53BGCBSL 2021-53A1/4/20240.881.671.421.47-0.053.323.052.930.136.326.045.570.4713.1113.0911.551.54
NuveenSYMPH17SYMP 2016-17A1/5/20240.931.681.491.56-0.073.313.203.070.136.285.965.820.1411.7011.1510.860.29
Allstate Investment ManagementAIMCO18BAIMCO 2018-BA1/3/20240.921.711.501.57-0.073.183.052.930.136.395.855.88-0.0413.0912.4212.050.38
BlackstoneCHENPCHPRK 2018-1A1/3/20241.041.671.741.730.023.133.373.240.126.356.486.58-0.1013.0513.2313.53-0.30
CIFC Asset ManagementCIFC196CIFC 2019-6A1/2/20241.061.731.801.83-0.033.023.313.190.126.507.006.860.1413.1814.0813.910.17
BlackstoneTALPKTALPK 2021-1A1/5/20241.141.661.871.88-0.023.403.993.870.126.306.887.17-0.2812.9413.6414.72-1.08
ICG Debt AdvisorsICGU2001ICG 2020-1A1/11/20240.891.371.381.220.163.192.972.850.125.914.795.27-0.4811.9910.2210.69-0.47
Benefit Street PartnersSHACK133SHACK 2013-3A1/2/20241.081.771.781.91-0.132.943.303.180.126.467.176.980.2013.2013.9714.25-0.28
BlackstoneFILLPFILPK 2018-1A12/29/20231.021.581.801.600.202.853.022.900.126.456.666.570.0913.1013.7413.340.40
Octagon Credit InvestorsOCTAG27OCT27 2016-1A1/5/20241.001.641.981.640.343.373.513.380.126.306.416.320.0912.0112.1612.050.11
AGL CreditAGLCL4AGL 2020-4A1/5/20241.111.661.821.84-0.023.403.903.780.126.306.947.00-0.0612.9414.3614.38-0.02
Credit Suisse First BostonMADPK54MDPK 2022-54A1/8/20240.921.611.401.48-0.073.303.153.030.126.265.945.760.19
Neuberger BermanNEUB45NEUB 2021-45A1/4/20241.041.701.621.76-0.143.323.563.440.126.326.516.55-0.0512.9312.9813.40-0.42
Carlyle GroupCARLG214CGMS 2021-4A1/9/20241.081.631.601.75-0.163.293.683.560.126.176.586.66-0.0812.3313.0513.31-0.26
WhiteStarTRNTS4TRNTS 2016-4A1/5/20241.121.621.721.81-0.103.383.903.780.126.277.207.010.1912.9013.9714.42-0.45
Neuberger BermanNEUB41NEUB 2021-41A1/4/20241.021.671.561.70-0.143.323.503.380.126.376.366.48-0.1212.9412.8013.16-0.35
PGIMDRYDN68DRSLF 2019-68A1/2/20241.031.741.791.790.003.023.223.100.126.536.116.71-0.6013.1812.7313.56-0.83
Apollo Global ManagementRRCL19RRAM 2021-19A1/8/20241.071.671.621.79-0.173.483.853.730.126.276.526.72-0.2112.4012.9413.31-0.37
Sculptor Loan ManagementOZLM6OZLM 2014-6A1/5/20241.001.631.651.640.013.333.463.340.126.236.426.230.1812.8212.7312.84-0.11
Blue OwlWELF213WELF 2021-3A1/3/20241.031.711.711.76-0.063.183.403.280.126.397.316.590.7213.0814.5113.491.02
Columbia ManagementCOLCT30CECLO 2020-30A1/9/20241.001.561.591.570.023.293.413.300.126.176.496.180.3012.3211.5812.36-0.78
Crescent Capital GroupATLSLF14ATCLO 2019-14A1/8/20241.201.672.262.000.273.484.284.160.126.307.507.54-0.0412.0814.2514.45-0.20
Neuberger BermanNEUB30NEUB 2018-30A1/10/20241.031.551.491.59-0.103.233.433.320.126.076.066.23-0.1712.1311.6012.44-0.84
Carlyle GroupCARLG202CGMS 2020-2A1/12/20241.071.521.531.62-0.093.223.553.430.125.855.936.24-0.3111.8011.9012.58-0.67
PGIMDRYDN75DRSLF 2019-75A1/2/20241.011.741.811.770.033.023.183.060.126.536.066.62-0.5613.1812.6513.38-0.73
Generate AdvisorsYRKL4GNRT 4A1/9/20240.981.621.571.60-0.023.283.353.230.126.156.966.060.9012.2914.5812.092.49
NuveenTCISY171TSYMP 2017-1A1/8/20240.951.691.711.600.113.473.413.290.126.265.595.94-0.3512.3611.8811.720.15
Western Asset ManagementCRWNC1CCITY 2020-1A1/10/20241.051.551.711.630.083.233.523.400.126.075.776.40-0.6212.1312.3512.78-0.43
Neuberger BermanNEUB34NEUB 2019-34A1/10/20241.041.551.501.60-0.103.233.463.350.126.076.056.29-0.2312.1311.5812.55-0.97
BlackstoneWELMPKWLLMN 2021-1A12/29/20231.111.581.741.76-0.022.883.313.200.126.486.857.18-0.3413.1314.0114.56-0.55
Generate AdvisorsGNRT9GNRT 9A1/9/20240.951.631.481.55-0.073.293.253.140.116.176.405.880.5212.3313.8211.752.07
Nassau Corporate CreditNASS172NCC 2017-IIA1/3/20241.201.702.172.040.123.113.843.720.116.367.207.61-0.4113.0913.4115.68-2.27
MidOcean Credit Fund ManagementMIDOCC3MIDO 2014-3A1/9/20241.121.601.761.79-0.033.203.703.580.116.126.946.840.1011.9712.8013.39-0.59
Columbia ManagementCOLCT32CECLO 2022-32A1/11/20240.931.371.151.28-0.133.193.092.970.115.916.035.510.52
Palmer Square Capital ManagementPALMS181PLMRS 2018-1A1/5/20241.001.651.581.65-0.073.373.473.360.116.236.196.22-0.0212.8212.5812.80-0.22
Carlyle GroupCARLG155CGMS 2015-5A1/9/20241.081.591.771.710.063.303.673.560.116.166.696.640.0512.3113.6613.260.41
Black Diamond Capital ManagementBDIAM161BLACK 2016-1A1/16/20240.881.261.181.120.063.172.922.810.115.895.805.210.5911.8112.0710.451.62
FS InvestmentsBRDGST2BRDGS 2021-1A1/9/20241.031.631.491.67-0.183.293.503.390.116.176.416.340.0712.3313.0112.680.33
Octagon Credit InvestorsOCTAG40OCT40 2019-1A1/11/20241.041.551.921.610.313.223.443.330.115.915.626.12-0.5011.9811.0112.41-1.40
PGIMDRYDN90DRSLF 2021-90A12/29/20231.061.651.881.760.122.893.183.070.116.486.316.89-0.5813.1412.9913.96-0.97
Generate AdvisorsYRKL7GNRT 7A1/9/20240.981.611.611.590.023.243.303.190.116.067.005.971.0312.1514.6011.962.63
Neuberger BermanNEUB38NEUB 2020-38A1/10/20241.041.551.441.60-0.173.233.463.350.116.076.176.30-0.1312.1311.9612.57-0.60
ArrowMark Colorado HoldingsELEV2114AWPT 2021-14A1/9/20240.981.621.561.58-0.033.303.333.220.116.166.236.020.2012.3212.5812.040.54
Neuberger BermanNEUB40NEUB 2021-40A1/4/20241.031.651.521.71-0.193.323.533.430.116.376.356.58-0.2312.9412.8413.36-0.53
Whitebox Capital ManagementWHTBX1WBOX 2019-1A1/11/20240.891.491.031.33-0.303.202.952.850.115.915.475.260.2111.9911.4310.670.75
Apollo Global ManagementRRCL1RRAM 2017-1A1/8/20240.981.671.691.640.053.473.523.410.116.266.186.150.0312.3911.9912.18-0.18
Ballyrock Investment AdvisorsBALLY16BALLY 2021-16A1/12/20241.051.541.581.62-0.043.213.493.380.115.855.976.16-0.1911.8112.3412.44-0.11
Man GroupMGUC211GLGU 2021-1A1/3/20240.941.711.671.610.063.183.113.000.106.396.346.030.3113.0813.2012.350.85
BaringsBAS192BABSN 2019-2A1/3/20241.031.711.741.76-0.023.183.383.270.106.396.566.57-0.0213.0813.0713.45-0.38
Octagon Credit InvestorsOCTAG38OCT38 2018-1A1/11/20240.981.531.591.500.103.183.213.110.105.885.665.75-0.0911.9511.4611.68-0.23
Sculptor Loan ManagementOZLM18OZLM 2018-18A1/4/20241.001.661.621.66-0.043.263.363.260.106.306.466.300.1612.8112.7812.80-0.02
Voya Alternative Asset ManagementINGIM124INGIM 2012-4A1/4/20241.061.662.011.760.253.283.583.480.106.337.036.720.3112.8713.6013.65-0.05
Ares ManagementARES49ARES 2018-49A1/9/20240.961.611.531.55-0.023.213.193.080.106.036.285.790.4812.1012.3911.630.76
First Eagle Private CreditWNDRV131WINDR 2013-1A1/5/20241.031.621.591.68-0.093.313.523.420.106.246.426.45-0.0312.8612.8513.30-0.45
CVC Credit PartnersAPIDO36APID 2021-36A1/9/20241.011.631.531.65-0.123.293.443.340.106.176.016.24-0.2312.3212.0212.48-0.46
Carlyle GroupCARLG215CGMS 2021-5A1/9/20241.091.631.641.78-0.143.293.703.600.106.176.476.74-0.2712.3312.8813.47-0.59
Allstate Investment ManagementAIMCOC12AIMCO 2020-12A1/4/20240.961.671.581.60-0.023.323.293.190.106.326.196.080.1113.1112.7912.600.19
Anchorage Capital GroupANCH6ANCHC 2015-6A1/4/20240.971.661.541.60-0.063.223.213.110.106.295.876.07-0.2112.7112.3212.270.05
BlackstoneSTRAS213STRAS 2021-3A1/5/20241.041.651.661.72-0.063.373.593.490.106.286.066.51-0.4612.9312.6813.41-0.73
PGIMDRYDN98DRSLF 2022-98A1/2/20241.011.741.781.760.023.023.143.050.106.536.086.58-0.50
MJX Asset ManagementVENT39VENTR 2020-39A1/3/20240.961.381.471.320.153.143.113.010.106.386.486.110.3713.1113.1912.560.63
Carlyle GroupCARLG193CGMS 2019-3A1/9/20241.041.631.541.69-0.153.293.533.430.106.176.406.42-0.0212.3312.7712.84-0.07
Carlyle GroupCARL2111CGMS 2021-11A1/12/20241.041.541.541.61-0.073.213.453.350.105.855.846.11-0.2611.8112.0212.33-0.31
Crescent Capital GroupATLSLF18ATCLO 2021-18A1/4/20241.161.692.341.960.383.323.943.850.096.327.487.320.1613.1114.2715.19-0.91
Ares ManagementARES45ARES 2017-45A1/3/20241.031.601.561.64-0.083.133.313.210.096.376.816.540.2713.1014.0013.460.54
Palmer Square Capital ManagementPALMS141PLMRS 2014-1A1/4/20241.011.661.671.68-0.013.263.383.290.096.296.326.34-0.0213.0813.3213.200.12
Partners GroupPIKP1PIPK 2018-1A1/11/20240.991.301.131.29-0.153.183.243.150.095.906.005.840.1611.9812.2911.860.43
MJX Asset ManagementVENT42VENTR 2021-42A1/3/20240.991.661.901.640.263.173.233.140.096.397.016.330.6913.0914.1612.961.20
Golub CapitalGOLUP40BGCBSL 2019-40A1/9/20240.951.561.381.48-0.103.283.203.110.096.166.005.840.1612.3312.4411.680.76
Goldentree Asset ManagementGOLDL11GLD11 2015-11A1/3/20240.961.691.381.63-0.253.063.042.950.096.296.066.060.0013.0013.1512.540.62
BlackstoneNYKPKNYKPK 2021-1A1/5/20241.181.661.871.96-0.093.404.124.030.096.306.877.46-0.5912.9413.4015.32-1.92
Brigade Capital ManagementBATTL21BATLN 2021-21A1/3/20241.101.662.101.830.273.183.603.510.096.397.147.060.0813.1013.9814.47-0.49
Bain Capital CreditCAVAL3CAVY 2013-3A1/11/20241.001.521.641.520.123.203.293.200.095.915.935.910.0211.9812.3011.990.31
Black Diamond Capital ManagementBDIAM192BLACK 2019-2A1/10/20240.841.301.141.090.053.202.762.680.095.975.734.990.7312.1412.2510.162.09
Blackrock Financial ManagementMAGNET30MAGNE 2021-30A1/12/20241.011.481.451.50-0.063.223.363.270.095.855.445.93-0.5011.8011.0311.97-0.93
Sound Point Capital ManagementBLUMT25BLUEM 2019-25A1/2/20241.031.741.941.800.143.023.203.110.096.506.696.700.0013.1913.6213.590.03
InvescoMILOMILOS 2017-1A1/8/20240.921.661.511.53-0.023.463.263.180.096.275.685.76-0.0811.6010.9210.650.26
Goldentree Asset ManagementGOLDMU1GLM 2017-1A1/5/20241.041.661.631.72-0.093.403.623.530.096.306.486.54-0.0612.9313.5113.430.09
Sound Point Capital ManagementSOUPT14SNDPT 2016-3A1/8/20240.941.690.801.59-0.803.323.213.130.096.145.975.790.1912.6110.4211.89-1.47
AGL CreditAGLCL13AGL 2021-13A1/5/20241.141.661.821.89-0.073.403.973.880.096.307.037.19-0.1612.9414.4914.77-0.28
PGIMDRYDN43DRSLF 2016-43A1/2/20241.001.741.691.74-0.053.023.103.010.086.525.996.52-0.5213.1812.5013.16-0.66
ICG Debt AdvisorsICGU1803ICG 2018-3A1/16/20240.921.301.311.190.123.193.012.920.085.885.425.400.0211.8311.2010.850.35
InvescoALINEAALINE 2018-1A1/8/20240.961.661.541.59-0.063.303.253.160.086.285.896.02-0.1311.2310.9210.770.15
Generate AdvisorsYRKL8GNRT 8A1/9/20240.981.631.501.59-0.093.293.293.210.086.176.406.020.3812.3313.7412.031.71
KKR Financial AdvisorsKKR16KKR 161/2/20241.041.741.901.820.083.023.233.150.086.536.916.800.1113.1814.6813.730.95
CIFC Asset ManagementCIFC133RCIFC 2013-3RA1/9/20241.041.601.621.67-0.053.283.503.430.086.146.476.410.0612.2912.9912.830.16
Octagon Credit InvestorsOCTAG56OCT56 2021-1A1/5/20241.081.641.981.770.223.393.743.670.086.336.396.83-0.4412.0711.8913.04-1.15
Octagon Credit InvestorsOCTAG45OCT45 2019-1A1/5/20241.051.642.061.720.343.393.653.570.086.336.236.66-0.4312.0811.5112.72-1.20
Napier Park Global CapitalREGATF17REG17 2020-1A1/4/20240.911.661.341.51-0.173.333.113.030.086.385.915.800.1112.9412.5311.770.77
BlackstoneNIAGRPKNIAPK 2019-1A1/2/20241.051.691.941.770.173.023.243.160.086.536.816.83-0.0213.2813.8013.90-0.10
Credit Suisse First BostonMADPK36MDPK 2019-36A1/2/20240.961.731.431.66-0.233.022.982.900.086.495.996.24-0.2613.1813.0612.660.40
Benefit Street PartnersBENST25BSP 2021-25A1/3/20241.071.711.621.82-0.203.183.473.390.086.396.836.810.0113.0914.0913.950.15
Allstate Investment ManagementAIMCOC11AIMCO 2020-11A1/4/20240.931.671.451.55-0.103.323.173.090.086.325.855.89-0.0413.1112.4312.210.22
Napier Park Global CapitalREGATF16REG16 2019-2A1/4/20240.891.661.361.48-0.113.333.042.960.086.385.375.67-0.3012.9412.0611.500.56
Palmer Square Capital ManagementPALML214PSTAT 2021-4A1/8/20240.951.661.371.57-0.203.443.333.250.086.236.185.900.2812.3412.1711.680.49
CIFC Asset ManagementCIFC182CIFC 2018-2A1/5/20241.001.651.651.66-0.013.393.483.400.086.296.316.310.0012.9213.1612.970.18
Carlyle GroupCBAM171CBAM 2017-1A1/8/20241.021.551.441.58-0.143.413.573.490.086.305.766.45-0.7010.7111.0910.960.13
Ballyrock Investment AdvisorsBALLY19BALLY 2022-19A1/12/20240.941.541.481.450.043.213.093.020.085.855.255.50-0.25
Carlyle GroupCARLG218CGMS 2021-8A1/3/20241.091.661.731.81-0.083.183.543.460.086.396.696.97-0.2713.1013.9614.28-0.32
Sound Point Capital ManagementSOUPT2SNDPT 2013-1A1/5/20241.011.651.871.660.213.383.493.410.086.266.616.320.3012.8612.8912.97-0.09
NuveenSYMPH33SYMP 2022-33A1/11/20241.011.491.511.500.013.203.303.220.085.915.205.96-0.7511.9910.9312.08-1.15
MJX Asset ManagementVENT43VENTR 2021-43A1/3/20241.021.712.071.740.333.183.313.240.086.397.036.510.5213.0813.6913.320.36
BlackstoneSTRAS212STRAS 2021-2A1/5/20241.041.651.591.73-0.133.373.593.520.076.286.236.56-0.3212.9113.0113.47-0.46
Sixth StreetTICP14TICP 2019-14A1/9/20241.001.611.521.62-0.103.303.383.310.076.165.996.18-0.2012.3112.2512.35-0.11
Credit Suisse First BostonMADPK53MDPK 2022-53A1/9/20240.941.561.421.46-0.043.223.093.010.076.145.685.75-0.0712.1812.4111.401.01
First Eagle Private CreditWNDRV141WINDR 2014-1A1/9/20241.011.621.611.64-0.043.253.363.290.076.145.716.21-0.5012.2811.7512.43-0.69
Jefferies FinanceJMPCA4JMP 2017-1A1/4/20241.021.661.221.69-0.463.193.323.240.076.256.656.350.3013.3011.7513.52-1.77
KKR Financial AdvisorsKKR38KKR 38A1/2/20241.101.741.951.920.043.023.393.320.076.536.517.17-0.6613.1913.8514.48-0.63
Goldentree Asset ManagementGOLDMU5GLM 2019-5A1/3/20241.031.671.751.720.033.183.343.270.076.426.576.60-0.0313.1913.9013.560.34
CIFC Asset ManagementCIFC181CIFC 2018-1A1/3/20241.001.701.591.69-0.103.163.213.140.076.396.246.36-0.1213.1613.2313.100.13
Jefferies FinanceAPEXC201APEXC 2020-1A1/9/20240.971.631.441.57-0.143.293.253.180.076.166.695.960.7312.3312.8311.920.91
Sculptor Loan ManagementOZLM21OZLM 2017-21A1/10/20240.981.541.391.51-0.123.173.173.100.076.026.055.870.1711.9511.8011.660.14
KKR Financial AdvisorsKKR29KKR 29A1/2/20241.041.742.051.810.243.023.213.140.076.536.636.78-0.1513.1914.3613.690.67
Napier Park Global CapitalREGATF24REG24 2021-5A1/11/20240.951.511.241.43-0.193.223.123.050.075.915.605.590.0011.9711.7311.320.41
Napier Park Global CapitalREGATF23REG23 2021-4A1/11/20240.951.511.251.43-0.193.223.133.060.075.915.605.62-0.0211.9711.6911.380.31
PGIMDRYDN83DRSLF 2020-83A1/2/20241.041.741.841.820.023.023.223.150.076.526.086.81-0.7313.1812.8013.75-0.96
LCM Asset ManagementLCM29LCM 29A1/5/20241.121.642.111.830.283.393.873.800.076.326.897.08-0.1911.8912.2113.32-1.11
New Mountain CapitalNWMTN2NMC CLO-2A1/2/20240.901.741.391.57-0.183.022.802.730.076.536.275.890.3813.1913.2111.901.31
Bain Capital CreditBAIC224BCC 2022-4A1/2/20241.011.731.681.75-0.073.023.123.060.076.496.566.58-0.01
PPM AmericaPPMC181PPMC 2018-1A1/3/20241.101.702.161.870.293.133.523.450.076.357.176.990.1713.0513.9714.38-0.41
Aquarian Credit PartnersGALL8171GALL 2017-1A1/8/20241.151.621.841.86-0.023.474.053.990.076.306.467.24-0.7812.7212.7014.60-1.90
CFI PartnersCFIP171CFIP 2017-1A1/2/20240.971.741.611.69-0.073.022.992.920.076.536.806.310.4913.2013.2112.760.45
PGIMDRYDN85DRSLF 2020-85A1/2/20241.051.741.871.840.033.023.253.180.076.536.216.88-0.6713.1812.8513.91-1.06
Benefit Street PartnersBENST24BSP 2021-24A1/9/20241.051.631.521.70-0.183.293.513.450.076.176.556.450.0912.3312.9512.910.04
Octagon Credit InvestorsOCTAG51OCT51 2021-1A1/11/20241.081.571.851.700.153.213.553.480.075.916.036.40-0.3711.9811.7912.97-1.18
First Eagle Private CreditWNDRV173WINDR 2017-3A1/3/20241.041.661.601.73-0.123.173.363.300.076.386.426.64-0.2213.0913.1313.62-0.49
CIFC Asset ManagementCIFC14CIFC 2014-1A1/5/20240.991.651.621.63-0.013.393.413.350.076.266.226.180.0412.8913.2312.720.51
Benefit Street PartnersBENST10BSP 2016-10A1/9/20241.111.631.711.80-0.093.293.713.650.076.176.766.83-0.0712.3312.7913.65-0.86
Bain Capital CreditBAIC216BCC 2021-6A1/5/20241.031.641.641.68-0.053.413.573.500.076.336.546.500.0412.1012.6712.430.24
Anchorage Capital GroupANCH131ANCHC 2013-1A1/4/20241.001.691.591.69-0.103.103.173.110.076.366.146.36-0.2312.9213.2712.930.34
Voya Alternative Asset ManagementINGIM133INGIM 2013-3A1/8/20241.011.621.831.640.193.473.583.520.066.286.496.370.1311.9212.1112.090.02
Anchorage Capital GroupGARR161GARR 2016-1A1/9/20240.991.561.591.550.043.293.323.250.066.175.836.10-0.2712.2412.8612.110.74
Octagon Credit InvestorsOCTAG57OCT57 2021-1A1/5/20241.061.581.851.680.173.393.673.600.066.326.376.72-0.3511.9011.8112.66-0.85
PGIMDRYDN97DRSLF 2022-97A1/2/20241.031.741.811.800.003.023.193.120.066.536.166.75-0.58
Partners GroupPIKP7PIPK 2021-7A1/16/20241.061.301.171.38-0.213.193.463.390.065.946.366.320.0411.7412.9812.500.48
Columbia ManagementCOLCT29CECLO 2020-29A1/9/20240.981.561.411.53-0.113.293.273.210.066.176.286.020.2612.3311.7912.04-0.25
CVC Credit PartnersAPIDO29APID 2018-29A1/12/20240.991.471.291.46-0.173.193.233.170.065.845.385.80-0.4111.7111.3811.62-0.24
MidOcean Credit Fund ManagementMIDOCC2MIDO 2013-2A1/17/20241.041.181.021.23-0.213.163.343.280.066.126.926.350.5711.2912.2811.720.56
KKR Financial AdvisorsKKR17KKR 171/2/20241.061.742.041.860.193.023.273.210.066.536.886.94-0.0613.1914.6714.030.65
Investcorp Credit ManagementMBLPT15MP15 2019-1A1/8/20241.061.691.801.790.013.473.743.680.066.266.646.630.0112.7412.7013.50-0.80
Palmer Square Capital ManagementPALMS203PLMRS 2020-3A1/3/20241.021.711.671.74-0.073.183.303.250.066.396.556.520.0313.0913.2213.34-0.13
Angelo, Gordon & CoNWOODS27WOODS 2021-27A1/8/20241.051.691.761.77-0.023.483.723.660.066.317.326.630.7012.1014.3112.711.61
Irradiant PartnersRADCL15RAD 2021-15A1/9/20241.011.351.201.36-0.163.273.353.290.066.176.526.210.3012.3513.3812.440.94
KKR Financial AdvisorsKKR32KKR 32A1/2/20240.981.741.881.710.183.023.012.960.066.536.526.390.1313.1913.9012.901.00
Apollo Global ManagementRRCL6RRAM 2019-6A1/8/20241.031.671.711.710.003.473.633.570.056.266.266.44-0.1812.3912.1912.74-0.56
Goldentree Asset ManagementGOLDMU6GLM 2019-6A1/5/20241.041.661.701.73-0.023.403.603.540.056.306.576.560.0012.9413.5513.480.08
MJX Asset ManagementVENT15VENTR 2013-15A1/3/20241.131.712.391.930.463.183.653.590.056.397.677.220.4513.0814.9314.790.14
CIFC Asset ManagementCIFC172CIFC 2017-2A1/5/20240.971.651.501.61-0.103.373.333.280.056.285.996.10-0.1212.9112.5312.55-0.02
Park Avenue Institutional AdvisersPKAV171PAIA 2017-1A1/3/20241.021.711.791.750.053.183.303.250.056.416.576.550.0213.0812.3813.36-0.98
PGIMDRYDN61DRSLF 2018-61A1/2/20241.011.741.791.760.033.023.093.040.056.536.086.57-0.5013.1812.8513.28-0.43
Oak Hill AdvisorsOHACP11OAKC 2015-11A1/8/20240.971.691.441.64-0.193.483.423.370.056.336.316.140.1812.7513.4812.351.13
Sculptor Loan ManagementSCUL26SCUL 26A1/10/20241.061.551.541.64-0.103.233.473.420.056.086.176.42-0.2512.1212.6412.82-0.17
Palmer Square Capital ManagementPALMS152PLMRS 2015-2A1/9/20241.001.621.481.61-0.133.263.303.240.056.145.996.11-0.1212.2612.2612.210.05
Crescent Capital GroupATLSLF12ATCLO 2018-12A1/10/20241.221.542.011.880.143.213.973.920.056.057.337.39-0.0612.1113.8714.79-0.92
Allstate Investment ManagementAIMCOC17AIMCO 2022-17A1/9/20240.901.631.311.47-0.163.293.022.970.056.175.575.570.00
Canyon Capital AdvisorsCANY192CANYC 2019-2A1/2/20240.981.741.591.70-0.123.023.002.950.056.536.436.370.0513.1913.0612.880.18
BlackstoneBARKBARK 2021-1A1/5/20241.141.661.831.88-0.053.403.913.860.056.306.767.16-0.4012.9313.3714.70-1.33
PGIMDRYDN95DRSLF 2021-95A12/29/20231.071.651.831.760.072.893.133.080.056.486.256.91-0.6613.1412.9314.00-1.08
Blackrock Financial ManagementMAGNET25MAGNE 2020-25A1/12/20241.011.481.441.50-0.063.223.303.260.055.855.595.91-0.3211.8011.3011.92-0.62
Voya Alternative Asset ManagementVOY1402VOYA 2014-2A1/4/20240.991.661.871.650.233.273.293.240.056.286.606.230.3713.0312.8912.93-0.04
Sound Point Capital ManagementBLUMT24BLUEM 2019-24A1/9/20241.021.561.641.590.053.303.413.360.056.176.216.27-0.0712.3112.7912.530.25
BaringsBAS182BABSN 2018-2A1/3/20240.981.711.611.68-0.073.183.163.110.056.406.096.28-0.2013.0912.6912.84-0.15
InvescoLUCALILUCAL 2020-1A1/2/20241.051.771.861.850.013.023.213.160.056.506.606.80-0.2013.1812.8413.79-0.94
Blackrock Financial ManagementMAGNET31MAGNE 2021-31A1/3/20241.011.701.661.72-0.063.193.283.230.056.406.066.49-0.4313.1012.4013.28-0.89
Neuberger BermanNEUB29NEUB 2018-29A1/9/20241.061.621.521.72-0.213.293.533.490.056.166.156.53-0.3812.3211.6913.06-1.37
Carlyle GroupCARLG216CGMS 2021-6A1/3/20241.111.661.751.84-0.093.183.563.510.046.396.627.07-0.4513.1013.9314.49-0.57
Goldentree Asset ManagementGOLDMU9GLM 2021-9A1/5/20241.081.661.661.78-0.133.403.713.670.046.306.706.79-0.0912.9314.1513.940.21
Brigade Capital ManagementBATTL19BATLN 2021-19A1/3/20241.051.712.091.800.303.183.383.340.046.397.136.710.4213.0913.8613.740.12
Elmwood Asset ManagementELMW12ELM12 2021-5A1/9/20240.891.631.611.450.163.292.992.950.046.176.035.520.5112.3312.0811.031.05
KKR Financial AdvisorsKSTAT2KSTAT 2022-2A1/2/20240.971.741.771.690.082.992.942.900.046.516.376.310.06
Carlyle GroupCARLG131CGMS 2013-1A12/21/20231.011.491.501.500.002.482.542.500.046.786.876.830.0412.9812.9013.09-0.19
Credit Suisse First BostonMADPK17MDPK 2015-17A1/9/20241.041.621.431.68-0.263.243.413.370.046.145.616.40-0.7912.1111.7512.61-0.86
Napier Park Global CapitalREGATF18REG18 2021-1A1/5/20240.911.621.331.47-0.143.413.143.100.046.335.975.760.2111.9111.3710.820.55
Palmer Square Capital ManagementPALMS132PLMRS 2013-2A1/4/20241.021.661.651.69-0.043.283.373.330.046.286.296.38-0.0913.0613.0313.27-0.24
Carlyle GroupCRLG143RCGMS 2014-3RA1/17/20241.021.301.131.32-0.193.153.243.200.045.825.905.91-0.0111.5811.8811.760.12
AGL CreditAGLCL15AGL 2021-15A1/5/20241.161.661.901.92-0.033.403.993.950.046.307.157.32-0.1812.9414.6215.04-0.42
Carlyle GroupCARLG212CGMS 2021-2A1/9/20241.091.631.571.77-0.203.293.623.580.046.176.566.71-0.1512.3313.0113.42-0.41
New Mountain CapitalNWMTN1NMC CLO-1A1/8/20240.921.671.381.54-0.163.473.243.200.046.276.215.770.4311.7411.4710.810.66
Sixth StreetTICP10TICP 2018-10A1/9/20240.951.511.271.43-0.153.233.103.060.046.155.815.83-0.0212.2911.4811.64-0.16
Bain Capital CreditRACEPNT9RACEP 2015-9A1/5/20241.061.681.801.790.013.383.633.590.046.316.566.71-0.1511.7012.3512.44-0.08
New York Life Investment ManagementFLTIR18FLAT 2018-1A1/4/20240.931.661.411.55-0.143.283.093.060.046.305.865.860.0013.0212.4312.130.31
Neuberger BermanNEUB42NEUB 2021-42A1/4/20241.061.651.541.76-0.223.323.573.530.046.376.456.78-0.3312.9513.2613.78-0.52
ZAIS GroupZAIS18ZAIS 2022-18A1/12/20240.931.351.211.27-0.063.203.022.990.045.855.625.470.1511.8312.3111.061.25
Investcorp Credit ManagementMBLPT23MP23 2021-4A1/5/20241.001.581.611.580.033.393.413.380.046.276.056.25-0.2012.7312.1912.69-0.50
Bain Capital CreditBAIC222BCC 2022-2A1/5/20240.981.581.681.550.133.393.373.330.046.286.426.180.24
CIFC Asset ManagementCIFC223CIFC 2022-3A1/5/20241.061.661.691.76-0.073.423.673.640.046.336.486.73-0.25
First Eagle Private CreditWNDRV143WINDR 2014-3A1/9/20241.051.621.661.70-0.043.223.403.370.046.046.286.33-0.0512.1412.5312.72-0.19
Octagon Credit InvestorsOCTAG29OCT29 2016-1A1/16/20241.021.261.391.290.103.183.283.240.045.895.836.00-0.1711.8311.3412.05-0.71
WhiteStarTRNTS19TRNTS 2022-19A1/9/20240.971.561.611.520.083.303.253.210.046.176.116.000.1112.3212.2411.980.26
Palmer Square Capital ManagementPALML221PSTAT 2022-1A1/8/20240.991.661.461.64-0.183.443.433.400.036.246.286.160.1212.3412.4012.170.23
KKR Financial AdvisorsKKR31KKR 31A1/2/20241.021.742.001.770.233.023.113.070.036.536.536.63-0.1013.1914.1813.400.78
Investcorp Credit ManagementMBLPT19MP19 2020-3A1/4/20240.961.671.751.600.153.323.223.190.036.326.216.080.1413.1012.5812.60-0.02
Angelo, Gordon & CoNWOODS18WOODS 2019-18A1/9/20241.161.621.781.88-0.103.293.843.800.036.177.367.120.2312.3314.3114.240.07
Partners GroupPIKP8PIPK 2021-8A1/9/20241.071.351.271.44-0.173.273.513.480.036.176.236.57-0.3412.3512.9913.16-0.17
Neuberger BermanNEUB46NEUB 2021-46A1/10/20241.061.551.511.64-0.143.233.473.430.036.086.266.45-0.1912.1312.5612.87-0.32
KKR Financial AdvisorsKKR35KKR 35A1/2/20241.031.741.981.800.183.023.153.110.036.536.546.73-0.1813.1914.2513.590.66
WhiteStarTRNTS8TRNTS 2018-8A1/9/20241.061.561.661.660.003.263.483.450.036.126.416.48-0.0712.2612.4312.99-0.56
Blue OwlWELF183WELF 2018-3A1/9/20240.991.631.521.60-0.093.273.263.220.034.214.464.150.3210.2510.8310.110.72
Octagon Credit InvestorsOCTAG18ROCT18 2018-18A1/5/20240.971.581.611.530.083.363.293.260.036.316.076.11-0.0411.9111.5611.540.02
NuveenSYMPH31SYMP 2022-31A1/9/20241.051.551.691.630.063.213.403.370.036.055.656.36-0.7112.1811.5312.80-1.27
Bain Capital CreditBAIC194BCC 2019-4A1/8/20241.011.601.671.620.053.463.533.500.036.266.296.33-0.0312.7613.0312.890.13
Neuberger BermanNEUB36NEUB 2020-36A1/10/20241.041.551.481.61-0.143.233.403.370.036.076.036.34-0.3112.1311.4612.65-1.19
Benefit Street PartnersSHAC1710SHACK 2017-10A1/10/20241.051.541.311.63-0.323.193.393.360.036.066.196.39-0.2012.0311.4912.69-1.20
KKR Financial AdvisorsKKR39KKR 39A1/2/20241.011.741.911.750.153.023.073.040.036.536.776.570.2113.1914.3113.261.05
Sculptor Loan ManagementOZLM17OZLM 2017-17A1/10/20240.981.541.361.51-0.153.173.133.100.036.026.045.880.1611.9211.9111.660.26
Canyon Capital AdvisorsCANY162CANYC 2016-2A1/2/20240.971.741.741.700.053.022.962.930.036.527.406.341.0613.1914.8712.822.04
Canyon Capital AdvisorsCANY201CANYC 2020-1A1/2/20240.951.741.491.66-0.173.022.902.870.036.536.246.200.0413.1913.1712.530.64
Morgan Stanley Eaton VanceEATON151EATON 2015-1A1/10/20240.891.581.511.400.103.192.862.830.036.025.365.350.0111.9611.3110.630.68
Trimaran AdvisorsCATA141CRMN 2014-1A1/9/20241.031.621.601.67-0.073.183.303.270.036.025.676.20-0.5312.0110.7212.36-1.64
New York Life Investment ManagementFLTIR22FLAT 2021-2A1/3/20241.051.661.571.75-0.183.183.373.350.036.396.196.73-0.5513.1013.0813.81-0.72
Onex Credit PartnersOCP1406OCP 2014-6A1/5/20240.981.641.591.61-0.023.393.363.330.026.316.266.210.0512.0812.6611.890.77
New Mountain CapitalNWMTN3NMC CLO-3A1/2/20240.911.741.381.59-0.223.022.782.760.026.536.265.960.3013.1913.1712.041.13
Sixth StreetTICP9TICP 2017-9A1/9/20240.991.621.481.60-0.123.233.213.180.026.135.966.04-0.0812.2311.6512.05-0.40
AllianceBernsteinABBSL3ABBSL 2021-3A1/9/20241.141.631.641.85-0.223.293.783.750.026.176.567.03-0.4712.3312.7414.05-1.31
PGIMDRYDN86DRSLF 2020-86A1/2/20241.031.741.851.800.043.023.143.120.026.525.976.74-0.7613.1812.5313.61-1.08
Sculptor Loan ManagementOZLM20OZLM 2018-20A1/10/20241.021.541.471.57-0.113.183.263.240.026.026.136.13-0.0112.0211.9912.25-0.26
WhiteStarTRNTS20TRNTS 2022-20A1/9/20240.991.561.541.55-0.013.303.303.280.026.176.176.120.0612.3212.3312.220.11
Carlyle GroupCARLG154CGMS 2015-4A1/9/20241.071.631.601.74-0.143.293.543.520.026.176.396.59-0.2012.3212.6513.17-0.52
Morgan Stanley Eaton VanceEATON191EATON 2019-1A1/4/20240.911.671.581.520.063.323.053.020.026.375.785.80-0.0212.9312.3811.780.60
ICG Debt AdvisorsICGU1403ICG 2014-3A1/17/20240.921.221.481.120.363.152.922.890.025.845.085.36-0.2811.4910.9210.540.38
Bain Capital CreditBAIC223BCC 2022-3A1/2/20241.011.711.731.730.013.013.073.050.026.496.506.57-0.0613.1813.5113.330.18
Ares ManagementARES32RARES 2014-32RA1/5/20241.021.681.701.72-0.023.403.493.470.026.296.856.430.4212.9113.4913.190.29
HPS Investment PartnersHPSL2116HLM 2021-16A1/10/20241.021.511.291.53-0.253.223.303.280.025.986.086.09-0.0112.1312.3712.350.02
MJX Asset ManagementVENT41VENTR 2021-41A1/9/20241.021.621.881.660.223.293.383.360.026.166.516.300.2112.3213.2512.580.66
Beach PointSANDPKSAND 2021-1A1/2/20241.051.741.831.830.003.023.193.170.026.536.566.85-0.2913.1913.8813.830.05
AXA Investment ManagersALLEG5ALLEG 2017-1A1/4/20241.011.651.621.66-0.043.283.333.310.026.336.466.390.0712.9313.5113.030.48
ORIX AdvisersMARIL174SPEAK 2017-4A1/16/20241.031.511.411.54-0.143.193.293.270.025.885.986.03-0.0511.7111.1412.01-0.87
Ares ManagementARES50ARES 2018-50A1/3/20241.061.701.811.790.023.183.383.360.026.396.846.750.0913.0913.4713.82-0.34
InvescoVERDCVERDE 2019-1A1/2/20241.001.771.841.780.063.023.053.030.026.506.176.53-0.3613.1812.6813.23-0.55
CVC Credit PartnersAPIDO37APID 2021-37A1/9/20241.041.551.491.62-0.123.213.353.330.026.055.726.29-0.5612.1812.0112.66-0.64
New York Life Investment ManagementTCIFL161TFLAT 2016-1A1/4/20240.981.661.471.64-0.163.313.273.250.026.286.086.18-0.1013.1012.6012.88-0.28
WhiteStarCATLK7CATLK 2021-7RA1/4/20240.991.671.511.64-0.143.323.293.270.026.376.356.280.0712.9412.9612.750.20
Benefit Street PartnersBENST30BSP 2023-30A1/9/20241.071.621.611.73-0.123.293.533.520.016.176.566.59-0.02
Oak Hill AdvisorsOHACP13OAKC 2016-13A1/8/20240.991.691.461.67-0.213.483.463.440.016.336.386.270.1112.7513.3612.620.74
Sculptor Loan ManagementOZLM8OZLM 2014-8A1/5/20240.971.631.431.58-0.153.323.223.210.016.226.126.020.1012.8312.4312.430.00
Voya Alternative Asset ManagementVOY1503VOYA 2015-3A1/10/20241.001.531.681.540.143.233.253.240.016.056.176.070.0912.0812.5912.120.47
Benefit Street PartnersSHAC1812SHACK 2018-12A1/10/20241.091.551.551.69-0.143.223.523.510.016.066.486.63-0.1512.0812.6513.20-0.55
New York Life Investment ManagementFLTIR20FLAT 2020-1A1/9/20241.011.631.411.64-0.243.293.343.330.016.175.916.24-0.3212.3311.8212.47-0.65
Investcorp Credit ManagementJAMES18JTWN 2022-18A1/10/20240.951.551.491.470.023.233.093.070.016.085.895.780.11
PGIMDRYDN57DRSLF 2018-57A12/29/20231.011.651.721.680.042.892.942.930.016.496.166.59-0.4213.1412.6613.33-0.67
Investcorp Credit ManagementMBLPT11MP11 2017-2A1/5/20241.101.631.751.79-0.043.333.693.680.016.246.876.88-0.0112.8512.9714.18-1.20
BlackstoneHRBPKHARB 2018-1A1/5/20241.021.611.651.640.011.611.651.640.014.034.084.11-0.0310.5210.6210.74-0.12
Blue OwlWELF211WELF 2021-1A1/9/20241.021.611.521.65-0.133.303.383.370.016.176.786.310.4712.3113.2912.590.69
KKR Financial AdvisorsKKR49KKR 49A1/2/20241.061.741.931.850.083.023.223.210.016.536.506.93-0.43
Capital Four ManagementCAPFRU1C4US 2021-1A1/3/20241.101.611.801.770.033.173.503.490.016.426.647.08-0.4413.2113.4114.57-1.15
Elmwood Asset ManagementELMW11ELM11 2021-4A1/8/20240.881.671.631.460.173.473.053.040.006.316.095.520.5712.1011.5610.590.97
BaringsBAS191BABSN 2019-1A1/3/20241.031.711.711.77-0.063.183.293.290.006.396.526.61-0.0913.0913.5113.53-0.02
Carlyle GroupCRLG142RCGMS 2014-2RA1/3/20241.061.711.701.81-0.113.183.383.370.006.396.676.78-0.1013.0813.5813.87-0.29
First Eagle Private CreditWNDRV213WINDR 2021-3A1/8/20241.011.671.611.69-0.083.473.523.520.006.316.276.39-0.1212.1011.9312.26-0.33
WhiteStarCATLK8CATLK 2021-8A1/10/20241.001.551.371.55-0.183.233.243.240.006.086.186.090.0912.1212.8612.160.70
SancusTRYSL211TRYSL 2021-1A1/9/20240.961.631.601.570.033.303.163.160.006.175.925.920.0112.3312.7511.830.92
HalseyPoint Asset ManagementHLSYPT4HLSY 2021-4A1/9/20241.121.631.671.82-0.153.293.693.690.006.176.736.91-0.1912.3313.2813.83-0.55
BlackstoneLPTPKLNGPT 2017-1A1/2/20241.031.661.581.71-0.122.912.982.980.006.466.416.63-0.2113.2013.3813.53-0.15
First Eagle Private CreditWNDRV212WINDR 2021-2A1/8/20241.051.671.711.76-0.053.473.663.660.006.316.556.64-0.0912.1012.4412.75-0.31
Sound Point Capital ManagementBLUMT142BLUEM 2014-2A1/8/20241.021.621.761.660.103.493.573.570.006.306.576.460.1211.9412.0412.22-0.19
CVC Credit PartnersAPIDO38APID 2021-38A1/9/20241.031.551.521.59-0.083.213.293.290.006.145.826.30-0.4812.1812.2112.50-0.29
Sound Point Capital ManagementSOUPT35SNDPT 2022-35A1/2/20241.121.771.821.98-0.163.023.383.380.00
Partners GroupPIKP10PIPK 2022-10A1/9/20241.031.351.351.39-0.043.183.273.270.006.046.266.210.05
Octagon Credit InvestorsOCTAG50OCT50 2020-4A1/5/20241.021.641.961.670.293.393.473.470.006.336.106.46-0.3712.0811.3712.34-0.97
Blackrock Financial ManagementMAGNET27MAGNE 2020-27A1/9/20241.051.561.471.64-0.173.303.463.460.006.175.936.46-0.5312.3211.9012.90-1.00
Sixth StreetTICP15TICP 2020-15A1/9/20241.001.631.381.62-0.233.293.273.280.006.165.976.14-0.1612.3312.2812.270.01
LCM Asset ManagementLCM16LCM 16A1/5/20241.001.631.691.630.063.373.353.360.006.306.036.27-0.2511.8710.9611.82-0.86
Octagon Credit InvestorsOCTAG53OCT53 2021-1A1/5/20241.081.642.041.770.273.393.673.68-0.016.336.326.86-0.5412.0711.9013.09-1.19
Sound Point Capital ManagementSOUPT22SNDPT 2019-1A1/3/20241.041.712.221.770.453.193.303.31-0.016.426.476.66-0.1813.2012.9813.68-0.71
Nassau Corporate CreditNASS171NCC 2017-IA1/3/20240.991.701.661.68-0.013.093.043.04-0.016.366.136.27-0.1313.0911.0912.91-1.82
Goldentree Asset ManagementGOLDL12GLD12 2016-12A1/5/20240.951.641.441.56-0.113.383.213.21-0.016.295.985.980.0011.9911.6111.390.22
Nassau Corporate CreditNASS181NCC 2018-IA1/3/20241.221.712.042.09-0.053.163.843.85-0.016.387.587.78-0.1913.0613.9815.94-1.96
Blue OwlWELF191WELF 2019-1A1/9/20240.991.631.601.61-0.013.293.263.27-0.016.166.786.120.6612.3213.2012.240.97
Neuberger BermanNEUB20NEUB 2015-20A1/4/20241.031.671.451.72-0.273.323.423.43-0.016.376.216.58-0.3712.9412.1013.36-1.26
Octagon Credit InvestorsOCTAG43OCT43 2019-1A1/17/20241.011.431.541.450.093.183.213.22-0.015.825.765.90-0.1411.5911.0011.74-0.74
InvescoCARBOCRBN 2017-1A1/8/20240.941.661.561.560.003.463.243.25-0.016.285.895.89-0.0111.6011.1910.890.30
Sixth StreetSIXST17SIXST 2021-17A1/9/20241.021.631.481.67-0.183.293.373.37-0.016.166.026.32-0.2912.3312.2812.63-0.36
Shenkman Capital ManagementROMK3RMRK 2019-3A1/2/20240.961.431.391.380.023.022.902.91-0.016.506.276.260.0113.1813.0712.690.38
Blackrock Financial ManagementMAGNET26MAGNE 2020-26A1/12/20241.011.481.441.49-0.063.223.243.24-0.015.855.525.89-0.3711.8011.2411.88-0.64
BaringsBAS211BABSN 2021-1A1/12/20241.081.481.561.59-0.043.203.453.46-0.015.856.346.320.0311.8212.9212.770.15
Brigade Capital ManagementBATTL15BATLN 2020-15A1/4/20241.041.672.051.740.313.323.453.46-0.016.326.926.590.3313.1113.5813.65-0.07
Allstate Investment ManagementAIMCO18AAIMCO 2018-AA1/4/20240.931.671.361.55-0.183.293.053.06-0.016.295.545.85-0.3113.0712.0412.15-0.10
Guggenheim PartnersGUGC2001GUGG 2020-1A1/4/20240.851.461.281.240.043.272.762.77-0.016.376.085.400.6912.9613.1110.992.12
Oaktree Capital ManagementOAKC181OAKCL 2018-1A1/2/20241.101.741.781.92-0.143.023.323.33-0.016.537.197.180.0013.1913.9814.52-0.54
Sound Point Capital ManagementBLUMT33BLUEM 2021-33A12/29/20231.051.641.851.720.132.893.033.04-0.016.486.576.82-0.2513.1414.0113.820.19
Napier Park Global CapitalREGATF21REG21 2021-3A1/10/20240.941.531.251.44-0.193.253.053.06-0.016.085.685.72-0.0412.1111.8911.390.50
Goldentree Asset ManagementGOLDMU10GLM 2021-10A1/5/20241.081.661.681.79-0.113.403.673.68-0.016.306.126.83-0.7112.9413.5514.01-0.47
Canyon Capital AdvisorsCANY221CANYC 2022-1A1/2/20240.961.741.551.68-0.133.022.902.92-0.016.536.056.30-0.25
Neuberger BermanNEUB28NEUB 2018-28A1/10/20241.041.551.501.60-0.103.233.343.35-0.016.076.136.30-0.1712.1211.6012.57-0.97
Carlyle GroupCARLG191CGMS 2019-1A1/9/20241.081.631.591.76-0.183.293.563.57-0.016.176.376.68-0.3112.3212.5713.36-0.79
InvescoBARDOTBARDT 2019-2A1/8/20241.051.661.631.75-0.123.333.483.50-0.016.266.126.58-0.4612.3712.0112.99-0.98
Voya Alternative Asset ManagementVOY1904VOYA 2019-4A1/3/20241.031.701.751.76-0.013.193.283.29-0.016.396.426.61-0.1913.0913.0313.54-0.51
AGL CreditAGLCL16AGL 2021-16A1/5/20241.171.661.881.94-0.063.403.963.97-0.016.307.077.37-0.2912.9414.6015.12-0.52
Five Arrows ManagersOCEANT12OCTR 2022-12A1/12/20241.111.481.631.64-0.013.203.543.55-0.025.855.606.49-0.90
Ares ManagementARES61ARES 2021-61A1/9/20241.081.611.771.740.033.303.533.55-0.026.166.446.63-0.2012.3112.8213.25-0.43
Bain Capital CreditBAIC204BCC 2020-4A1/8/20240.991.671.591.66-0.063.483.433.45-0.026.316.206.25-0.0512.0912.1111.970.14
Voya Alternative Asset ManagementVOY1404VOYA 2014-4A1/3/20241.081.702.041.840.203.143.383.40-0.026.386.856.91-0.0613.0613.8814.13-0.25
Ballyrock Investment AdvisorsBALLY17BALLY 2021-17A1/12/20240.981.541.451.50-0.053.213.123.14-0.025.855.295.71-0.4211.8111.4011.53-0.13
Neuberger BermanNEUB18NEUB 2014-18A1/10/20241.051.541.471.62-0.153.183.333.35-0.025.986.036.29-0.2612.0511.7412.69-0.95
InvescoUPLNDUPLND 2016-1A1/8/20240.931.661.511.54-0.033.443.173.19-0.026.265.945.790.1511.5911.2610.720.54
PGIMDRYDN40DRSLF 2015-40A12/29/20230.991.651.701.640.062.892.842.86-0.026.486.096.42-0.3313.1812.6113.05-0.45
PGIMDRYDN72DRSLF 2019-72A12/29/20231.041.651.751.710.042.892.972.99-0.026.486.336.71-0.3913.1413.0513.61-0.55
CIFC Asset ManagementCIFC211CIFC 2021-1A1/10/20241.041.571.561.64-0.083.253.373.39-0.026.086.026.34-0.3212.1012.3512.63-0.28
Sound Point Capital ManagementSOUPT6RSNDPT 2014-2RA1/5/20241.091.662.161.800.353.403.693.71-0.026.306.826.87-0.0412.9313.6614.09-0.43
KKR Financial AdvisorsKKR10KKR 1012/29/20231.031.651.771.710.072.812.882.90-0.026.457.066.650.4113.2214.2813.640.65
BlackstoneWEHLEPWEHPK 2022-1A1/5/20241.161.661.881.92-0.043.423.943.96-0.026.336.847.34-0.49
Investcorp Credit ManagementACASL151MP7 2015-1A1/5/20241.071.621.861.730.133.313.523.54-0.026.246.876.660.2112.9113.3513.78-0.42
Voya Alternative Asset ManagementVOY1903VOYA 2019-3A1/4/20241.021.661.571.70-0.133.333.383.40-0.026.326.166.47-0.3113.1113.0813.41-0.33
Apollo Global ManagementRRCL8RRAM 2020-8A1/8/20241.001.671.551.67-0.123.473.463.48-0.026.266.186.28-0.0912.4012.2912.42-0.13
CIFC Asset ManagementCIFC212CIFC 2021-2A1/2/20241.041.771.771.84-0.063.023.113.13-0.026.506.606.73-0.1313.1813.7313.650.08
Allstate Investment ManagementAIMCOC10AIMCO 2019-10A1/9/20240.941.551.311.47-0.163.213.003.03-0.026.055.345.71-0.3712.1811.3811.50-0.12
ORIX AdvisersSPSC10SPEAK 2021-10A1/11/20241.061.491.471.58-0.113.203.363.38-0.025.915.736.25-0.5211.9911.0612.68-1.62
Palmer Square Capital ManagementPALMS211PLMRS 2021-1A1/9/20241.031.631.521.67-0.153.293.363.39-0.026.176.276.34-0.0712.3312.5212.68-0.15
BlackstoneBURNPBURNH 2016-1A1/5/20241.011.651.571.67-0.103.343.353.37-0.036.265.986.32-0.3312.9212.4613.03-0.57
MJX Asset ManagementVENT25VENTR 2016-25A1/9/20241.091.560.931.69-0.773.233.483.51-0.036.156.726.690.0312.1912.0113.26-1.25
Blackrock Financial ManagementMAGNET8MAGNE 2014-8A1/3/20240.911.701.371.54-0.173.142.832.86-0.036.365.415.78-0.3713.0411.6911.86-0.17
Octagon Credit InvestorsOCTAG54OCT54 2021-1A1/5/20241.071.642.011.750.273.403.603.62-0.036.336.016.75-0.7312.0211.5412.81-1.28
Ares ManagementARES48ARES 2018-48A1/9/20240.991.611.601.600.003.283.223.25-0.036.146.356.080.2612.2812.4812.170.31
BlackstoneDEWPDWOLF 2017-1A1/3/20241.071.671.721.78-0.063.143.323.35-0.036.366.386.78-0.4013.0713.3213.93-0.61
Sixth StreetTICP7TICP 2017-7A1/3/20240.981.711.551.68-0.143.183.113.13-0.036.396.166.29-0.1313.0912.6312.88-0.25
New York Life Investment ManagementFLTIR19FLAT 2019-1A1/8/20241.011.691.481.71-0.223.483.493.52-0.036.336.146.40-0.2612.7512.5812.88-0.30
WhiteStarTSTAT221TSTAT 2022-1A1/9/20241.041.621.661.68-0.023.283.393.41-0.036.166.076.41-0.34
Sound Point Capital ManagementBLUMT162BLUEM 2016-2A12/29/20231.051.641.841.730.112.893.023.05-0.036.486.836.84-0.0113.1413.9113.860.05
CVC Credit PartnersAPIDO11APID 2012-11A1/4/20241.031.671.561.72-0.163.323.393.42-0.036.326.226.51-0.2913.1112.9213.50-0.58
Blue OwlWELF181WELF 2018-1A1/4/20241.001.641.411.64-0.233.283.243.27-0.036.306.866.290.5713.0913.4713.060.41
Sound Point Capital ManagementSOUPT23SNDPT 2019-2A1/2/20241.021.772.021.810.223.023.063.08-0.036.506.026.63-0.6113.1812.2913.45-1.16
AEGON USA Investment ManagementCEDARF14CEDF 2021-14A1/3/20241.021.711.691.75-0.073.183.233.26-0.036.395.816.55-0.7413.0911.7913.41-1.62
HPS Investment PartnersHPSL1914HLM 14A-191/12/20241.001.521.321.52-0.203.223.193.22-0.035.855.695.85-0.1611.8111.8911.820.07
Irradiant PartnersKAYNE11RAD 2021-11A1/3/20240.991.661.641.640.003.173.103.13-0.036.396.776.300.4713.1014.0812.921.17
Benefit Street PartnersSHAC145RSHACK 2014-5RA12/27/20231.071.651.831.760.072.863.023.05-0.036.717.327.150.1713.0813.7813.94-0.16
Carlyle GroupCBAM911RCBAM 2019-11RA1/8/20241.131.561.691.77-0.073.463.883.91-0.036.317.007.14-0.1410.7612.5912.180.41
BaringsBABS152BABSN 2015-2A1/9/20240.991.621.441.61-0.173.273.213.24-0.036.175.926.11-0.1912.3011.9012.19-0.29
InvescoINVES211INVCO 2021-1A1/2/20241.061.771.831.88-0.053.023.183.21-0.036.506.306.91-0.6213.1812.9514.01-1.06
MJX Asset ManagementVENT22VENTR 2015-22A1/3/20241.081.671.961.810.153.173.403.43-0.036.396.916.910.0113.0813.2014.15-0.95
PGIMDRYDN42DRSLF 2016-42A1/2/20241.001.741.801.750.042.962.952.98-0.036.486.046.51-0.4813.1312.6513.20-0.55
PGIMDRYDN38DRSLF 2015-38A1/2/20240.991.741.751.730.032.982.922.95-0.036.505.976.44-0.4713.1512.5513.02-0.47
ArrowMark Colorado HoldingsELEV2112AWPT 2021-12A1/9/20240.941.631.581.530.053.293.063.09-0.036.166.215.790.4212.3311.8911.580.31
Golub CapitalGOLUP43BGCBSL 2019-43A1/4/20240.981.601.371.57-0.203.313.223.25-0.036.336.166.22-0.0613.1113.0012.890.11
Anchorage Capital GroupANCH21ANCHC 2021-21A1/10/20241.071.581.681.68-0.013.243.433.46-0.036.085.966.48-0.5212.1012.9912.910.08
Carlyle GroupCRLG144RCGMS 2014-4RA1/3/20241.021.711.661.75-0.093.163.203.23-0.036.376.346.52-0.1813.0613.3613.38-0.02
CVC Credit PartnersAPIDO39APID 2022-39A1/9/20241.011.561.591.580.013.223.223.25-0.046.145.606.21-0.61
Irradiant PartnersKAYNE9RAD 2020-9A1/3/20240.981.661.601.63-0.023.173.073.11-0.046.396.606.250.3413.1013.8812.831.05
Park Avenue Institutional AdvisersPKAV192PAIA 2019-2A1/3/20241.021.571.611.610.003.153.193.23-0.046.386.146.53-0.3913.0911.7913.41-1.62
Crescent Capital GroupATLSLF16ATCLO 2021-16A1/8/20241.111.671.861.860.003.483.833.87-0.046.306.907.01-0.1112.0813.4213.43-0.01
Octagon Credit InvestorsOCTAG46OCT46 2020-2A1/5/20241.061.641.991.730.263.393.553.59-0.046.336.096.68-0.5912.0811.1412.76-1.63
Investcorp Credit ManagementJAMES15JTWN 2020-15A1/3/20241.021.561.511.59-0.093.153.193.23-0.046.376.666.530.1313.1014.1013.420.68
PGIMDRYDN53DRSLF 2017-53A1/2/20241.001.741.741.740.013.002.952.99-0.046.525.936.49-0.5613.1812.3413.12-0.78
Anchorage Capital GroupANCH4RANCHC 2014-4RA1/18/20240.941.241.251.170.083.172.942.98-0.045.955.685.600.0811.1511.5610.491.06
Voya Alternative Asset ManagementVOY2201VOYA 2022-1A1/10/20241.011.531.461.55-0.093.253.253.29-0.046.085.826.15-0.33
Credit Suisse First BostonMADPK24MDPK 2016-24A1/9/20241.051.621.311.70-0.393.273.393.43-0.046.155.566.44-0.8812.3011.3712.89-1.52
Credit Suisse First BostonMADPK62MDPK 2022-62A1/3/20240.911.681.441.53-0.093.182.872.91-0.046.426.085.870.21
AXA Investment ManagersALLEG8ALLEG 2018-2A1/4/20241.021.671.561.70-0.143.303.323.36-0.046.356.416.47-0.0612.9213.0913.16-0.07
CIFC Asset ManagementCIFC174CIFC 2017-4A1/9/20241.021.561.541.59-0.043.263.273.31-0.046.165.856.27-0.4112.3012.2812.52-0.24
CarValCARV4CARVL 2021-1A1/9/20241.051.561.521.64-0.123.293.413.45-0.046.175.966.47-0.5112.3311.8312.95-1.12
ORIX AdvisersSPSC12SPEAK 2022-12A1/5/20241.011.661.571.67-0.103.403.383.42-0.046.306.156.34-0.19
Golub CapitalGOLP19BRGOCAP 2017-19RA1/5/20240.911.661.391.51-0.123.403.053.10-0.046.305.975.740.2412.9312.8411.781.06
Ares ManagementARES53ARES 2019-53A1/11/20241.081.271.341.37-0.033.183.383.43-0.045.916.366.37-0.0112.0212.4912.95-0.47
Goldentree Asset ManagementGOLDMU4GLM 2019-4A1/5/20241.021.641.661.67-0.013.403.413.46-0.046.306.256.41-0.1612.9413.3213.160.16
PGIMDRYDN58DRSLF 2018-58A1/2/20241.001.741.711.75-0.043.012.973.01-0.046.526.006.53-0.5313.1712.6913.20-0.51
Sculptor Loan ManagementOZLMF2OZLMF 2012-2A1/22/20241.021.070.831.08-0.253.353.363.40-0.046.005.956.11-0.1611.4611.4811.66-0.18
Onex Credit PartnersOCP1714OCP 2017-14A1/8/20240.951.671.591.590.003.473.263.30-0.046.276.115.960.1512.1212.5511.531.01
Oak Hill AdvisorsOHALF161OHALF 2016-1A1/8/20240.981.691.411.66-0.253.483.373.42-0.046.336.306.220.0712.7513.4612.530.93
Bardin Hill Investment PartnersHALCL181HLA 2018-1A1/5/20241.101.651.991.830.173.383.693.74-0.056.297.566.940.6212.9214.2214.26-0.04
Neuberger BermanNEUB15NEUB 2013-15A1/4/20241.021.671.691.71-0.023.323.353.39-0.056.376.176.52-0.3512.9411.8013.23-1.44
Ares ManagementARES54ARES 2019-54A1/3/20241.081.701.771.84-0.063.183.393.44-0.056.396.856.91-0.0613.0913.7714.14-0.37
ORIX AdvisersSPSC9SPEAK 2021-9A1/9/20241.031.561.441.61-0.173.223.273.31-0.056.146.026.33-0.3112.1811.6212.55-0.92
40/86 AdvisorsBECR151BCRK 2015-1A1/2/20240.931.741.441.62-0.182.952.702.74-0.056.496.076.030.0413.0512.3312.120.22
KKR Financial AdvisorsKKR25KKR 251/2/20241.051.741.931.840.093.023.143.19-0.056.536.686.88-0.2013.1914.4113.900.52
PineBridge InvestmentsGALAX26GALXY 2018-26A1/9/20241.051.551.641.640.013.203.333.38-0.056.056.086.37-0.3012.1711.9212.83-0.91
AEGON USA Investment ManagementCEDARF10CEDF 2019-10A1/9/20240.961.631.381.57-0.193.293.133.18-0.056.175.605.95-0.3512.3311.1711.89-0.72
Neuberger BermanNEUB37NEUB 2020-37A1/10/20241.041.551.411.61-0.213.233.323.37-0.056.075.716.33-0.6212.1211.0312.64-1.61
Sixth StreetTICP11TICP 2018-11A1/9/20240.991.621.351.61-0.263.253.173.22-0.056.115.856.05-0.2012.2711.9812.15-0.17
Benefit Street PartnersBENST5BBSP 2018-5BA1/9/20241.101.621.581.79-0.213.273.563.61-0.056.156.556.78-0.2412.3012.5413.57-1.03
Napier Park Global CapitalREGATF15REG15 2018-4A1/17/20240.901.431.191.29-0.103.192.822.87-0.055.825.195.23-0.0311.5611.2610.390.87
CIFC Asset ManagementCIFC214CIFC 2021-4A1/2/20241.051.771.761.86-0.093.023.113.16-0.056.506.666.80-0.1513.1813.7513.79-0.04
Oak Hill AdvisorsOHACP10ROAKC 2014-10RA1/8/20240.991.691.411.68-0.263.483.403.45-0.056.336.246.29-0.0512.7513.2712.650.62
BaringsBAS212BABSN 2021-2A1/3/20241.061.681.761.78-0.023.183.323.37-0.056.396.396.77-0.3813.1013.1213.88-0.76
Bain Capital CreditBAIC202BCC 2020-2A1/4/20241.031.651.641.69-0.053.313.353.40-0.056.326.346.49-0.1513.1113.1813.45-0.27
Post Advisory GroupPOST211POST 2021-1A1/3/20240.991.611.441.60-0.173.173.103.15-0.056.385.666.34-0.6813.1110.8413.04-2.19
PimcoBBLF211BOBA 2021-1A1/8/20241.171.691.761.97-0.213.484.024.07-0.056.316.497.37-0.8811.9712.4614.00-1.54
WhiteStarTRNTS21TRNTS 2022-21A1/9/20241.001.561.401.57-0.173.303.263.31-0.056.175.896.18-0.29
CIFC Asset ManagementCIFC217CIFC 2021-7A1/8/20241.051.611.661.68-0.033.473.583.63-0.056.266.276.56-0.2912.7613.4113.360.04
Ares ManagementARES35RARES 2015-35RA1/3/20241.021.691.641.73-0.083.153.153.21-0.056.366.726.480.2413.0513.4213.290.13
TCW Asset ManagementTCW2201TCW 2022-1A1/8/20240.901.611.181.45-0.273.302.912.97-0.066.245.715.620.09
NuveenSYMPH23SYMP 2020-23A1/8/20241.081.671.801.800.003.473.703.76-0.066.276.146.78-0.6412.4011.9413.41-1.47
PimcoBBLF201BOBA 2020-1A1/8/20241.141.691.851.92-0.073.483.893.95-0.066.316.107.16-1.0611.9711.8413.59-1.75
BlackstoneKNGSPKKINGP 2021-1A1/5/20241.151.661.921.910.013.423.893.94-0.066.336.847.30-0.4511.9712.3113.81-1.50
Ares ManagementARES62ARES 2021-62A1/12/20241.101.521.631.67-0.033.223.473.53-0.065.856.316.42-0.1011.7912.2912.94-0.66
NuveenSYMPH29SYMP 2021-29A1/8/20241.141.681.911.910.003.483.903.96-0.066.316.197.17-0.9911.3610.8012.93-2.13
New York Life Investment ManagementTCIFL171TFLAT 2017-1A1/8/20240.951.691.481.61-0.133.483.263.32-0.066.305.956.02-0.0612.6812.0712.11-0.04
Carlyle GroupCARLG173CGMS 2017-3A1/9/20241.081.621.591.75-0.163.263.463.52-0.066.146.206.63-0.4312.2712.4013.26-0.86
Bain Capital CreditBAIC201BCC 2020-1A1/3/20241.001.701.661.69-0.033.183.113.17-0.066.426.376.40-0.0313.1913.3213.150.18
AXA Investment ManagersALLEG6ALLEG 2017-2A1/5/20240.971.641.401.59-0.183.383.223.28-0.066.256.056.06-0.0112.8812.7712.490.28
WhiteStarTRNTS17TRNTS 2021-17A1/9/20241.061.561.531.65-0.133.303.433.49-0.066.176.316.52-0.2112.3212.2913.03-0.74
Western Asset ManagementCRWNC2CCITY 2020-2A1/10/20241.051.551.551.62-0.073.233.333.39-0.066.075.536.37-0.8412.1311.9812.72-0.74
Credit Suisse First BostonMADPK14MDPK 2014-14A1/8/20241.031.601.291.65-0.363.283.323.39-0.066.245.716.44-0.7312.4112.5112.80-0.29
PGIMDRYDN93DRSLF 2021-93A1/2/20241.081.741.831.89-0.063.023.213.28-0.066.536.147.08-0.9413.1813.0014.30-1.30
Five Arrows ManagersOCEANT8OCTR 2020-8A1/8/20241.051.691.801.770.033.483.593.66-0.076.276.216.58-0.3712.3712.1113.00-0.89
MJX Asset ManagementVENT26VENTR 2017-26A1/9/20241.071.562.111.670.443.233.403.47-0.076.206.366.64-0.2912.3111.3913.19-1.80
PGIMDRYDN50DRSLF 2017-50A1/2/20241.001.741.671.74-0.073.002.932.99-0.076.515.906.50-0.6013.1712.3713.14-0.76
Octagon Credit InvestorsOCTAG34OCT34 2017-1A1/11/20241.011.521.561.540.023.183.163.23-0.075.905.665.99-0.3211.9711.3012.13-0.83
NuveenSYMPH25SYMP 2021-25A1/8/20241.071.671.731.79-0.063.483.663.73-0.076.316.036.76-0.7312.1311.8413.00-1.17
Ares ManagementDENALI17DEN17 2018-1A1/8/20241.121.671.711.87-0.163.303.633.69-0.076.296.947.03-0.1011.6812.5613.07-0.51
Napier Park Global CapitalREGATF12REG12 2019-1A1/4/20240.941.661.381.56-0.183.333.063.12-0.076.385.515.99-0.4812.9412.2612.150.11
Irradiant PartnersKAYNE7RAD 2020-7A1/4/20240.991.651.631.630.003.313.203.27-0.076.326.546.240.3013.1113.8112.930.88
Ares ManagementARES31RARES 2014-31RA1/5/20241.041.681.721.75-0.033.403.463.53-0.076.296.836.540.3012.9213.2713.42-0.15
Whitebox Capital ManagementWHTBX2WBOX 2020-2A1/11/20240.891.491.021.33-0.313.202.782.85-0.075.915.335.260.0711.9911.2210.670.55
Benefit Street PartnersSHAC157RSHACK 2015-7RA1/4/20241.091.671.671.82-0.153.313.553.62-0.076.366.276.95-0.6812.9313.1114.11-1.01
BlackstoneGLBTPKGILBT 2017-1A12/29/20231.031.561.581.60-0.022.802.802.87-0.076.446.246.60-0.3613.0712.8513.40-0.54
Brigade Capital ManagementBATTL22BATLN 2021-22A1/9/20241.151.631.911.860.053.293.713.78-0.076.176.847.07-0.2412.3312.8614.14-1.28
Guggenheim PartnersGUGC1901GUGG 2019-1A1/4/20240.891.671.451.48-0.033.322.872.94-0.076.376.505.640.8612.9413.5811.462.12
TCW Asset ManagementTCW181TCW 2018-1A1/10/20240.961.391.171.33-0.163.192.993.06-0.076.085.905.830.0712.1012.5811.590.99
Voya Alternative Asset ManagementVOY1703VOYA 2017-3A1/10/20240.991.531.551.520.043.253.143.21-0.076.075.986.01-0.0312.1012.0711.970.10
LCM Asset ManagementLCM37LCM 37A1/5/20241.141.421.731.610.123.363.753.82-0.076.326.867.18-0.32
ICG Debt AdvisorsICGU152RICG 2015-2RA1/5/20240.931.641.611.520.093.393.083.16-0.076.326.275.880.3912.0712.1011.230.87
Bain Capital CreditBAIC214BCC 2021-4A1/5/20241.011.641.621.65-0.033.403.353.42-0.076.306.396.340.0412.9413.2113.030.18
KKR Financial AdvisorsKKR33KKR 33A1/2/20241.041.741.881.820.073.023.083.15-0.076.536.686.80-0.1113.1914.4613.730.73
PGIMDRYDN49DRSLF 2017-49A1/2/20240.991.741.681.72-0.043.002.892.96-0.076.525.826.43-0.6013.1812.0613.00-0.94
Blue OwlWELF222WELF 2022-2A1/5/20241.061.661.691.76-0.073.403.533.61-0.076.306.626.68-0.06
AXA Investment ManagersALLEG9ALLEG 2018-3A1/4/20241.021.651.491.68-0.193.313.283.36-0.076.366.386.46-0.0712.9312.9513.13-0.19
Sound Point Capital ManagementBLUMT183BLUEM 2018-3A1/11/20241.071.511.641.610.043.223.363.43-0.075.916.016.29-0.2911.9612.5212.74-0.22
AGL CreditAGLCL17AGL 2022-17A1/5/20241.141.641.791.87-0.083.423.823.90-0.076.336.907.22-0.3212.0213.5013.70-0.20
Sound Point Capital ManagementBLUMT182BLUEM 2018-2A12/29/20231.051.651.811.730.082.892.953.02-0.076.496.846.790.0513.1413.9013.760.14
Generate AdvisorsYRKL5GNRT 5A1/9/20241.021.551.611.590.023.203.193.27-0.086.046.676.170.5012.1814.1412.441.70
New York Life Investment ManagementFLTIR21FLAT 2021-1A1/8/20241.021.671.431.69-0.273.473.453.53-0.086.315.946.40-0.4612.1011.2912.29-1.00
Trimaran AdvisorsTRMCU213CAVU 2021-3A1/5/20240.991.661.551.63-0.093.403.283.35-0.086.305.686.21-0.5312.9412.0312.76-0.73
Anchorage Capital GroupANCH18ANCHC 2021-18A1/4/20241.061.601.661.69-0.043.313.433.51-0.086.376.296.75-0.4612.9613.7413.740.00
KKR Financial AdvisorsKKR15KKR 151/2/20241.041.741.851.820.043.023.073.14-0.086.536.776.79-0.0213.1914.3913.720.67
CVC Credit PartnersAPIDO25APID 2016-25A1/9/20241.021.631.451.66-0.213.293.283.36-0.086.165.826.28-0.4712.3311.7712.57-0.80
HPS Investment PartnersHPSL1813HLM 13A-181/3/20241.031.711.621.77-0.153.183.213.29-0.086.396.456.61-0.1613.0913.1713.53-0.36
CarValCARV5CCARVL 2021-2A1/4/20241.031.601.661.650.013.313.343.42-0.086.326.006.54-0.5413.1212.9913.57-0.58
Allstate Investment ManagementAIMCOC14AIMCO 2021-14A1/9/20240.991.631.421.61-0.193.323.203.28-0.086.175.806.10-0.3012.3311.8312.20-0.37
Credit Suisse First BostonMADPK27MDPK 2018-27A1/9/20241.051.621.301.71-0.413.293.383.46-0.086.175.486.49-1.0112.3211.9612.96-1.00
Blackrock Financial ManagementMAGNET18MAGNE 2016-18A12/29/20230.921.651.431.52-0.092.892.592.67-0.086.535.356.04-0.6913.1611.6112.16-0.56
Neuberger BermanNEUB22NEUB 2016-22A1/5/20241.031.641.541.69-0.153.403.433.51-0.086.306.166.50-0.3312.9412.3913.35-0.96
Investcorp Credit ManagementMBLPT20MP20 2021-1A1/10/20241.001.551.531.55-0.023.233.163.24-0.085.985.735.99-0.2612.1211.9812.16-0.17
CIFC Asset ManagementCIFC173CIFC 2017-3A1/5/20240.991.651.581.63-0.063.383.263.34-0.086.295.976.21-0.2412.9212.4012.77-0.38
Nassau Corporate CreditNASS191NCC 2019-IA1/3/20241.181.711.992.01-0.013.133.603.68-0.086.346.997.46-0.4713.0212.8715.31-2.44
TCW Asset ManagementTCW2101TCW 2021-1A1/10/20240.991.551.241.53-0.293.233.123.20-0.086.085.836.01-0.1812.1212.2712.000.27
Generate AdvisorsGNRT10GNRT 2022-10A1/9/20241.051.551.611.62-0.013.213.273.35-0.086.056.476.330.15
ArrowMark Colorado HoldingsELEV2011AWPT 2020-11A1/3/20240.881.751.541.540.003.182.732.81-0.086.405.995.650.3313.0812.0311.560.47
Voya Alternative Asset ManagementVOY1804VOYA 2018-4A1/4/20241.021.661.631.70-0.073.333.323.41-0.086.386.346.53-0.1912.9413.1313.25-0.11
CIFC Asset ManagementEWIM1901CIFC 2019-FAL1/5/20241.051.641.811.720.093.403.483.57-0.086.306.596.61-0.0212.9413.8713.590.29
KKR Financial AdvisorsKKR34KKR 34A1/2/20241.031.741.941.800.143.023.033.12-0.086.536.556.73-0.1813.1914.1513.600.55
BaringsBARLP3BABSN LP-3A1/9/20241.101.631.681.79-0.113.293.553.64-0.096.176.296.81-0.51
Octagon Credit InvestorsOCTAG14OCT14 2012-1A1/3/20240.971.691.621.64-0.023.102.933.01-0.096.376.026.18-0.1612.9711.1512.59-1.44
Sound Point Capital ManagementBLUMT35BLUEM 2022-35A1/9/20241.041.561.581.63-0.043.253.293.38-0.096.076.006.31-0.31
NuveenTIAAC1TIA 2016-1A1/10/20241.011.551.531.56-0.033.223.163.25-0.096.075.726.13-0.4112.1111.4512.24-0.79
BlackstoneBCRD2201BXBSL 2022-1A1/5/20241.141.661.811.89-0.083.403.793.88-0.096.306.767.19-0.43
BlackstoneGRIPPGRIPP 2017-1A1/5/20241.011.651.471.67-0.203.313.263.35-0.096.235.906.31-0.4112.8412.2913.00-0.71
Investcorp Credit ManagementJAMES14JTWN 2019-14A1/5/20241.011.661.651.67-0.023.403.343.43-0.096.306.376.350.0312.9413.7613.030.72
KKR Financial AdvisorsKKR27KKR 27A1/2/20241.011.741.921.770.163.022.973.06-0.096.536.656.610.0413.1914.3013.350.95
Benefit Street PartnersBENST11BSP 2017-11A1/3/20241.031.701.381.76-0.383.103.123.21-0.096.356.556.56-0.0213.0212.3313.47-1.14
Ballyrock Investment AdvisorsBALLY192BALLY 2019-2A1/9/20240.931.621.331.52-0.193.292.983.07-0.096.155.775.740.0312.2712.1211.470.65
First Eagle Private CreditWNDRV162WINDR 2016-2A1/22/20241.001.060.931.07-0.143.343.263.35-0.095.935.725.94-0.2211.4911.3511.51-0.16
Carlyle GroupCARLG219CGMS 2021-9A1/9/20241.101.631.581.78-0.203.293.523.61-0.096.176.266.76-0.5012.3312.6113.51-0.90
NuveenSYMPH28SYMP 2021-28A1/10/20241.091.511.581.65-0.073.223.433.52-0.095.985.726.53-0.8112.1211.8513.25-1.39
Oak Hill AdvisorsOHACP12OAKC 2015-12A1/8/20240.981.691.371.66-0.293.483.343.43-0.096.336.216.23-0.0312.7513.3212.550.77
CVC Credit PartnersAPIDO24APID 2016-24A1/9/20241.031.631.531.68-0.153.293.313.40-0.096.165.936.36-0.4312.3212.2012.73-0.52
BaringsBAS171BABSN 2017-1A1/5/20240.971.681.301.63-0.333.373.183.27-0.096.285.926.09-0.1712.8912.3312.50-0.18
Investcorp Credit ManagementJAMES17JTWN 2021-17A1/10/20240.971.551.491.50-0.013.233.043.13-0.096.085.945.880.0612.1312.9411.741.20
Anchorage Capital GroupANCH20ANCHC 2021-20A1/10/20241.101.551.661.70-0.043.233.473.56-0.096.085.996.69-0.7012.1212.9413.34-0.40
PGIMDRYDN60DRSLF 2018-60A1/2/20241.011.741.711.76-0.063.012.953.04-0.096.525.966.58-0.6313.1712.7013.30-0.60
PineBridge InvestmentsGALAX25GALXY 2018-25A1/12/20241.031.471.421.52-0.103.193.183.27-0.095.835.655.99-0.3411.8011.0612.12-1.06
PGIMDRYDN78DRSLF 2020-78A1/2/20241.011.741.671.76-0.093.022.953.04-0.096.536.096.57-0.4813.1912.8413.28-0.44
Vibrant Capital PartnersVIBR11VIBR 2019-11A1/9/20241.021.631.561.66-0.103.293.263.36-0.096.166.156.28-0.1312.3312.1512.56-0.42
Benefit Street PartnersBENST3BSP 2013-IIIA1/9/20241.081.621.741.75-0.013.203.363.45-0.096.126.606.61-0.0112.1911.4013.16-1.76
PGIMDRYDN70DRSLF 2018-70A1/2/20241.001.741.691.75-0.063.022.933.03-0.106.536.086.54-0.4613.1812.8613.21-0.35
PGIMDRYDN64DRSLF 2018-64A1/2/20241.011.741.711.77-0.063.012.953.04-0.106.525.976.59-0.6313.1612.5913.32-0.73
Vibrant Capital PartnersVIBR12VIBR 2021-12A1/9/20241.061.631.591.72-0.133.293.383.48-0.106.176.336.52-0.1912.3312.5013.03-0.53
KKR Financial AdvisorsKKR26KKR 261/2/20241.051.741.911.820.093.023.063.16-0.106.536.636.82-0.1913.1914.2013.780.42
Blue OwlTRALE4TRAL 2017-4A1/5/20241.081.621.571.75-0.183.323.483.58-0.106.297.856.781.0712.8313.0013.84-0.83
PineBridge InvestmentsGALAX20GALXY 2015-20A1/9/20241.021.631.481.66-0.183.273.233.33-0.106.145.826.25-0.4312.2711.5112.50-0.98
PGIMDRYDN45DRSLF 2016-45A1/2/20240.991.741.691.73-0.043.002.882.98-0.106.515.936.46-0.5313.1612.4613.07-0.61
Napier Park Global CapitalREGATF7REGT7 2016-1A12/29/20230.951.601.201.53-0.322.862.632.73-0.106.475.666.17-0.5113.1512.4712.53-0.06
Canyon Capital AdvisorsCANY213CANYC 2021-3A1/2/20241.041.741.631.82-0.193.023.053.15-0.106.536.406.80-0.4113.1913.0013.74-0.74
Onex Credit PartnersOCP2225OCP 2022-25A1/8/20241.171.671.691.96-0.273.313.793.89-0.10
Carlyle GroupCARLG174CGMS 2017-4A1/3/20241.031.711.581.75-0.173.133.123.22-0.106.366.266.53-0.2713.0112.8913.38-0.49
Octagon Credit InvestorsOCTAG35OCT35 2018-1A1/11/20241.001.531.571.540.043.193.103.20-0.105.905.495.92-0.4311.9611.2212.00-0.79
NuveenSYMPH32SYMP 2022-32A1/10/20241.061.511.611.600.013.223.333.43-0.105.985.466.36-0.9012.1211.9212.89-0.98
Apollo Global ManagementRRCL15RRAM 2021-15A1/8/20241.051.671.611.76-0.153.473.563.66-0.106.266.436.60-0.1712.3912.6813.07-0.39
Oaktree Capital ManagementOAKC192OAKCL 2019-2A1/2/20241.121.741.721.96-0.243.023.293.39-0.106.537.037.32-0.3013.1914.1714.79-0.62
PGIMDRYDN55DRSLF 2018-55A1/2/20241.001.741.641.75-0.113.002.913.01-0.106.526.016.54-0.5213.1612.6613.20-0.54
First Eagle Private CreditKVK161WINDR 2016-1KRA1/3/20241.061.661.731.77-0.033.173.273.38-0.106.386.476.80-0.3313.0912.2513.94-1.70
Blue OwlWELF151WELF 2015-1A1/8/20241.051.661.631.74-0.103.393.453.55-0.106.257.326.540.7812.2311.4312.81-1.38
Voya Alternative Asset ManagementINGIM131INGIM 2013-1A1/4/20241.031.661.941.720.233.273.283.38-0.106.326.356.54-0.1912.8312.5213.28-0.76
AGL CreditAGLCL20AGL 2022-20A1/5/20241.091.661.721.80-0.083.403.593.70-0.106.306.486.85-0.36
Napier Park Global CapitalREGATF20REG20 2021-2A1/4/20240.961.661.361.60-0.233.333.103.20-0.106.386.016.13-0.1212.9412.8112.440.37
Sound Point Capital ManagementSOUPT21SNDPT 2018-3A1/4/20241.081.602.091.720.373.303.453.55-0.106.326.536.81-0.2813.1213.0514.12-1.07
BlackstoneBETHPBETHP 2021-1A12/29/20231.241.581.901.97-0.062.883.483.58-0.106.487.038.05-1.0113.1813.8316.37-2.54
PGIMDRYDN54DRSLF 2017-54A1/2/20240.991.741.701.73-0.032.992.872.97-0.106.515.776.46-0.6913.1712.1913.07-0.88
Bain Capital CreditBAIC193BCC 2019-3A1/5/20241.061.641.681.73-0.053.413.503.61-0.106.336.366.70-0.3412.1012.2612.81-0.55
Neuberger BermanNEUB27NEUB 2018-27A1/4/20241.021.671.601.70-0.103.303.273.37-0.106.376.166.50-0.3412.9112.0413.18-1.13
Blue OwlWELF212WELF 2021-2A1/3/20241.061.711.771.81-0.053.183.273.37-0.106.397.376.780.5913.0914.6113.880.73
Voya Alternative Asset ManagementVOY1801VOYA 2018-1A1/9/20241.011.561.541.58-0.043.273.203.31-0.106.136.006.20-0.2012.1811.9412.32-0.38
Generate AdvisorsYRKL2GNRT 2A1/9/20240.971.551.351.51-0.163.183.003.10-0.116.046.575.880.6812.1613.8811.852.03
Ares ManagementARES39ARES 2016-39A1/5/20241.081.381.571.500.083.343.513.61-0.116.306.806.82-0.0212.9713.5314.04-0.51
Angelo, Gordon & CoNWOODS17WOODS 2018-17A1/11/20241.131.571.651.78-0.133.183.483.59-0.115.966.876.730.1511.8113.5413.340.20
Canyon Capital AdvisorsCANY161CANYC 2016-1A1/2/20241.001.741.681.75-0.073.022.923.03-0.116.526.546.56-0.0213.1914.4113.261.15
First Eagle Private CreditWNDRV174WINDR 2017-4A1/8/20241.011.671.581.69-0.113.473.403.51-0.116.296.386.360.0212.1912.0112.33-0.32
AGL CreditAGLCL21AGL 2022-21A1/12/20241.151.511.611.74-0.133.203.583.69-0.115.856.126.74-0.62
BlackstoneGWDPKGRNPK 2018-1A12/29/20231.031.571.621.620.012.812.792.90-0.116.426.356.62-0.2713.0312.7113.45-0.74
Anchorage Capital GroupANCH15ANCHC 2020-15A1/10/20241.081.551.651.68-0.033.233.393.50-0.116.086.056.59-0.5412.0312.9013.05-0.15
Benefit Street PartnersBENST16BSP 2018-16A1/4/20241.131.701.801.92-0.123.323.653.76-0.116.326.937.15-0.2213.1113.8414.82-0.97
Marathon Asset ManagementMARATH18MSTAT 2022-18A1/10/20241.021.551.601.580.023.213.183.29-0.116.065.636.21-0.58
CIFC Asset ManagementCIFC221CIFC 2022-1A1/2/20241.061.721.701.83-0.133.023.103.21-0.116.536.556.93-0.3813.2813.8314.10-0.27
HPS Investment PartnersHIBLM156HLM 6A-201512/22/20231.041.521.661.570.092.472.452.56-0.116.766.627.01-0.3913.0412.7613.52-0.76
Apollo Global ManagementRRCL12RRAM 2020-12A1/8/20241.031.671.581.71-0.143.473.463.57-0.116.266.036.44-0.4112.3911.9312.74-0.81
CarValCARV2CARVL 2019-1A1/8/20241.041.671.541.73-0.193.313.333.44-0.116.266.036.51-0.4812.4011.9012.89-0.99
Anchorage Capital GroupANCH16ANCHC 2020-16A1/9/20241.071.621.631.73-0.103.293.393.51-0.116.176.106.57-0.4712.3313.0313.13-0.10
CVC Credit PartnersAPIDO15APID 2013-15A1/9/20241.011.621.441.64-0.213.283.203.32-0.116.155.686.23-0.5512.3111.8412.46-0.63
Credit Suisse First BostonMADPK50MDPK 2021-50A1/9/20240.981.631.481.60-0.123.303.123.23-0.116.176.146.050.0912.3312.9612.090.86
Carlyle GroupCBAM2115CBAM 2021-15A1/2/20241.231.682.062.060.003.013.603.71-0.116.497.538.00-0.4713.1915.5816.26-0.68
CIFC Asset ManagementCIFC215CIFC 2021-5A1/2/20241.061.771.771.88-0.103.023.093.20-0.116.506.516.89-0.3813.1813.8513.96-0.11
WhiteStarCATLK6CATLK 2021-6A1/16/20241.071.381.201.48-0.283.193.303.41-0.115.886.006.30-0.3011.8312.3412.66-0.33
Onex Credit PartnersOSD2123OSD 2021-23A1/8/20241.011.661.491.68-0.193.283.203.32-0.116.245.836.32-0.4812.3311.8512.48-0.63
Apollo Global ManagementRRCL7RRAM 2019-7A1/8/20241.041.671.581.73-0.153.473.493.60-0.126.266.216.50-0.2912.3912.4412.85-0.42
Onex Credit PartnersOCP1405OCP 2014-5A1/16/20241.051.301.251.37-0.123.183.243.35-0.125.945.886.26-0.3811.7512.0112.38-0.37
LCM Asset ManagementLCM30LCM 30A1/11/20241.131.572.071.770.303.213.503.61-0.125.916.466.65-0.1911.9812.3713.48-1.11
Apollo Global ManagementRRCL18RRAM 2021-18A1/8/20241.001.671.511.67-0.173.473.373.49-0.126.265.916.29-0.3812.3912.0912.45-0.36
InvescoINVES212INVCO 2021-2A1/2/20241.071.771.911.900.013.023.123.24-0.126.506.106.97-0.8713.1812.3914.12-1.72
Trimaran AdvisorsTRMCU191CAVU 2019-1A1/9/20240.971.631.461.58-0.123.293.093.20-0.126.175.746.00-0.2612.3211.7411.98-0.24
Carlyle GroupCARLG175CGMS 2017-5A1/9/20241.071.621.451.73-0.283.253.353.47-0.126.146.056.55-0.5112.2411.9313.07-1.13
PGIMDRYDN80DRSLF 2019-80A1/2/20241.031.741.761.80-0.033.022.993.11-0.126.536.026.72-0.7013.1912.8013.58-0.78
Credit Suisse First BostonMADPK34MDPK 2019-34A1/12/20240.971.481.331.44-0.113.203.003.12-0.125.855.615.70-0.0911.8312.0611.510.55
NuveenTIAAC3TIA 2017-2A1/4/20241.051.651.851.730.113.283.333.45-0.126.346.686.670.0112.9012.9013.56-0.66
Apollo Global ManagementRRCL5RRAM 2018-5A1/8/20241.001.671.701.670.033.463.363.47-0.126.246.006.27-0.2712.3711.5212.42-0.90
Orchard First Source Asset ManagementOFSIB9OFSBS 2018-1A1/3/20241.021.711.731.75-0.023.173.123.24-0.126.406.326.53-0.2113.0913.4313.380.05
Apollo Global ManagementRRCL17RRAM 2021-17A1/8/20241.041.671.521.74-0.223.473.503.62-0.126.276.196.52-0.3312.4012.3212.90-0.58
HPS Investment PartnersHIBLM155HLM 5A-20151/3/20241.011.711.691.73-0.043.183.103.22-0.126.396.386.46-0.0813.0913.2913.230.07
CarValCARV3CARVL 2019-2A1/9/20241.041.561.541.63-0.093.293.313.43-0.126.165.966.43-0.4712.3411.8312.87-1.04
Napier Park Global CapitalREGATF8REGT8 2017-1A1/5/20240.901.621.331.46-0.143.352.903.02-0.126.245.105.63-0.5312.8712.0311.600.43
Sculptor Loan ManagementOZLM16OZLM 2017-16A1/4/20241.001.651.511.65-0.143.323.193.31-0.126.366.396.350.0412.9112.6812.87-0.19
Telos Asset ManagementTEL145TELOS 2014-5A1/3/20240.861.700.831.47-0.643.042.502.62-0.126.294.315.43-1.1313.036.8111.26-4.44
PineBridge InvestmentsGALAX27GALXY 2018-27A1/3/20241.021.671.561.71-0.163.203.153.27-0.126.396.116.53-0.4213.0812.4113.38-0.98
ORIX AdvisersMARIL8SPEAK 2020-8A1/9/20240.971.631.291.57-0.283.293.063.19-0.126.165.815.97-0.1612.3211.0411.93-0.89
KKR Financial AdvisorsKKR37KKR 37A1/2/20241.061.741.921.850.073.023.083.20-0.126.536.556.92-0.3713.1914.0013.970.03
BaringsBAS193BABSN 2019-3A1/9/20241.061.631.491.73-0.243.293.373.50-0.136.176.146.54-0.4012.3312.4313.08-0.66
WhiteStarTRNTS9TRNTS 2018-9A1/9/20241.031.561.591.61-0.023.283.263.38-0.136.146.306.32-0.0212.2912.1512.65-0.50
Credit Suisse First BostonMADPK25MDPK 2017-25A1/11/20241.081.571.431.69-0.263.203.323.44-0.135.905.566.35-0.7811.9611.6112.87-1.26
PGIMDRYDN65DRSLF 2018-65A1/2/20241.001.741.661.75-0.093.002.883.01-0.136.515.966.53-0.5713.1612.5513.20-0.66
CIFC Asset ManagementCIFC216CIFC 2021-6A1/2/20241.031.771.711.83-0.123.023.003.13-0.136.506.406.73-0.3313.1813.4513.64-0.19
Voya Alternative Asset ManagementVOY2101VOYA 2021-1A1/4/20241.071.661.671.78-0.113.333.433.56-0.136.386.376.82-0.4512.8613.0513.75-0.70
King Street Capital ManagementROCT221ROCKT 2022-1A1/9/20241.001.331.201.34-0.143.253.143.27-0.136.176.236.190.04
Allstate Investment ManagementAIMCOC15AIMCO 2021-15A1/4/20240.981.671.531.64-0.113.323.133.25-0.136.325.796.20-0.4113.1112.6112.84-0.23
Benefit Street PartnersSHAC1711SHACK 2017-11A1/4/20241.091.671.611.82-0.203.313.493.61-0.136.346.566.92-0.3612.8912.6314.05-1.42
Trimaran AdvisorsTRMCU211CAVU 2021-1A1/10/20240.981.511.281.48-0.213.223.043.17-0.135.985.375.88-0.5112.1211.3611.94-0.58
WhiteStarTRNTS7TRNTS 2017-7A1/12/20241.081.481.541.61-0.073.223.363.49-0.135.846.136.33-0.2011.7911.7712.78-1.01
Bain Capital CreditBAIC192BCC 2019-2A1/2/20241.071.711.671.82-0.163.023.083.21-0.136.496.396.92-0.5213.1813.4714.04-0.58
Jefferies FinanceAPEXC18APEXC 2018-1A1/12/20241.151.521.571.76-0.183.193.553.68-0.135.826.396.71-0.3211.7812.2113.58-1.36
Neuberger BermanNEUB43NEUB 2021-43A1/5/20241.071.641.511.76-0.253.403.513.64-0.136.306.346.75-0.4112.9413.3113.87-0.57
Sound Point Capital ManagementSOUPT27SNDPT 2020-2A1/2/20241.081.771.991.910.093.023.123.25-0.136.506.076.99-0.9213.1812.7314.17-1.45
First Eagle Private CreditWNDRV182WINDR 2018-2A1/3/20241.101.661.541.82-0.283.163.333.46-0.136.376.196.99-0.8013.0812.9214.35-1.43
Sound Point Capital ManagementSOUPT15SNDPT 2017-1A1/5/20241.001.651.341.66-0.313.293.173.30-0.136.276.676.300.3712.3312.8412.390.45
CIFC Asset ManagementCIFC171CIFC 2017-1A1/5/20240.991.631.611.62-0.023.343.193.33-0.136.285.736.25-0.5112.0511.1011.99-0.89
Investcorp Credit ManagementMBLPT18MP18 2020-2A1/3/20240.971.671.721.620.113.172.943.07-0.136.386.386.170.2113.0812.7512.650.11
CVC Credit PartnersAPIDO22APID 2015-22A1/9/20240.961.621.331.56-0.233.263.003.13-0.136.145.605.89-0.2912.2911.6011.80-0.20
Sound Point Capital ManagementSOUPT28SNDPT 2020-3A1/2/20241.121.772.081.980.103.023.253.38-0.136.506.227.27-1.0513.1812.8714.73-1.86
MJX Asset ManagementVENT44VENTR 2021-44A1/9/20241.061.631.901.720.183.293.353.48-0.136.176.336.53-0.2012.3213.4213.040.38
Carlyle GroupCARLG184CGMS 2018-4A1/9/20241.051.631.501.70-0.203.293.323.45-0.136.176.236.46-0.2212.3212.5112.91-0.40
Neuberger BermanNEUB33NEUB 2019-33A1/4/20241.081.651.541.79-0.253.323.463.59-0.136.376.226.90-0.6712.9512.3114.01-1.71
ICG Debt AdvisorsICGU1401ICG 2014-1A1/11/20241.001.521.691.520.183.203.063.19-0.135.915.375.89-0.5211.9711.0111.93-0.92
Canyon Capital AdvisorsCANY171CANYC 2017-1A1/2/20240.971.741.571.69-0.123.012.782.92-0.136.546.736.330.4113.2013.8512.771.07
WhiteStarTRNTS16TRNTS 2021-16A1/9/20241.091.561.621.70-0.083.303.453.59-0.136.176.456.70-0.2512.3213.0313.38-0.35
CIFC Asset ManagementCIFC213CIFC 2021-3A1/2/20241.051.771.721.87-0.143.023.053.19-0.146.506.756.85-0.1013.1813.9213.890.03
PGIMDRYDN106DRSLF 2022-106A1/2/20241.111.741.791.94-0.153.023.233.37-0.146.536.377.27-0.90
Park Avenue Institutional AdvisersPKAV212PAIA 2021-2A1/3/20241.041.711.731.78-0.053.173.173.31-0.146.395.776.65-0.8813.0811.7913.63-1.84
Vibrant Capital PartnersVIBR10VIBR 2018-10A1/9/20241.061.621.591.72-0.143.283.343.48-0.146.156.276.53-0.2612.3112.0213.06-1.04
Marathon Asset ManagementMARATH9MCLO 2017-9A1/5/20241.171.631.811.92-0.113.333.773.91-0.146.307.137.40-0.2712.1812.9114.30-1.39
Crescent Capital GroupATLSLF10ATCLO 2018-10A1/4/20241.171.662.301.940.353.273.693.83-0.146.357.777.420.3512.8914.4415.07-0.63
Bain Capital CreditBAIC205BCC 2020-5A1/8/20241.021.671.611.70-0.093.483.393.53-0.146.306.266.41-0.1412.0311.8312.22-0.39
Canyon Capital AdvisorsCANY181CANYC 2018-1A1/2/20240.991.741.641.72-0.083.022.832.97-0.146.526.406.43-0.0313.2013.6813.000.67
LCM Asset ManagementLCM35LCM 35A1/5/20241.151.421.681.620.063.363.713.85-0.146.326.637.24-0.6210.7411.0412.31-1.28
Brigade Capital ManagementBATTL12BATLN 2018-12A1/4/20241.031.672.051.720.323.323.293.43-0.146.326.976.520.4513.1113.9013.530.37
AXA Investment ManagersALLEG10ALLEG 2019-1A1/10/20241.021.551.361.57-0.223.233.153.29-0.146.076.216.190.0312.1212.1712.34-0.17
Investcorp Credit ManagementJAMES9JTWN 2016-9A1/10/20241.041.551.491.60-0.113.233.203.35-0.146.086.296.290.0012.1312.8412.550.28
Steele Creek Investment ManagementSTECR192STCR 2019-2A1/3/20241.031.701.711.75-0.043.193.143.29-0.146.406.706.590.1013.0913.0513.49-0.44
Seix AdvisorsMTNV131MVW 2013-1A1/4/20241.031.661.811.710.103.163.123.26-0.146.376.186.57-0.3913.1012.4713.51-1.04
Sculptor Loan ManagementOZLM7OZLM 2014-7A1/5/20240.951.621.281.55-0.273.262.973.11-0.146.165.895.880.0212.8011.6812.21-0.53
Irradiant PartnersKAYNE5RAD 2019-5A1/11/20241.001.571.431.57-0.143.233.083.22-0.145.915.935.890.0411.9812.8311.930.90
Vibrant Capital PartnersVIBR8VIBR 2018-8A1/9/20241.071.621.381.74-0.353.263.353.50-0.146.156.336.59-0.2612.2312.1113.10-0.99
Oak Hill AdvisorsOHALF131OHALF 2013-1A1/8/20240.981.691.381.66-0.283.483.273.42-0.146.336.066.22-0.1612.7513.2512.520.73
Seix AdvisorsMTNV15MVEW 2019-2A1/8/20240.981.681.781.640.143.483.263.40-0.146.276.296.130.1612.3812.3212.100.22
Voya Alternative Asset ManagementVOY2002VOYA 2020-2A1/9/20241.021.561.421.60-0.183.303.243.38-0.146.165.916.31-0.4112.2512.0612.55-0.48
WhiteStarTRNTS12TRNTS 2020-12A1/12/20241.001.481.421.48-0.063.223.083.22-0.145.855.655.85-0.2011.8011.2911.79-0.50
PineBridge InvestmentsGALAX28GALXY 2018-28A1/3/20241.031.711.651.75-0.103.143.083.22-0.156.356.096.53-0.4413.0412.3913.39-1.00
PineBridge InvestmentsGALAX24GALXY 2017-24A1/3/20241.001.711.521.70-0.183.132.983.13-0.156.355.996.35-0.3613.0312.3313.02-0.69
Elmwood Asset ManagementELMW3ELMW3 2019-3A1/8/20240.921.671.631.530.103.473.053.20-0.156.316.145.800.3412.1011.6211.130.49
Apollo Global ManagementRRCL3RRAM 2018-3A1/8/20241.031.661.731.710.033.443.383.53-0.156.246.376.40-0.0412.3712.3112.68-0.37
Golub CapitalGOLUP41BGCBSL 2019-41A1/5/20240.981.661.421.62-0.193.403.173.32-0.156.306.126.15-0.0312.9413.0812.630.46
KKR Financial AdvisorsKKR36KKR 36A1/2/20241.051.741.951.830.123.023.013.16-0.156.526.446.84-0.4013.1814.1213.820.30
Vibrant Capital PartnersVIBR13VIBR 2021-13A1/3/20241.051.661.621.74-0.123.173.183.33-0.156.396.476.70-0.2313.1013.1913.73-0.54
Sixth StreetSIXST18SIXST 2021-18A1/9/20241.031.511.371.56-0.193.283.223.37-0.156.165.896.34-0.4512.3412.0412.69-0.64
Park Avenue Institutional AdvisersPKAV211PAIA 2021-1A1/9/20241.041.621.521.68-0.163.293.253.40-0.156.165.876.38-0.5112.3211.1712.76-1.59
Generate AdvisorsYRKL6GNRT 6A1/9/20241.041.631.501.69-0.193.233.213.36-0.156.067.016.310.7012.1714.8712.662.21
BaringsBAS181BABSN 2018-1A1/3/20241.011.711.591.72-0.143.153.023.18-0.156.376.066.42-0.3613.0512.8413.17-0.33
Morgan Stanley Eaton VanceMSIM206MORGN 2020-6A1/10/20241.071.511.381.60-0.223.223.283.43-0.155.985.936.37-0.4412.1311.8212.92-1.10
Crescent Capital GroupATLSLF15ATCLO 2019-15A1/9/20241.141.551.761.78-0.023.283.593.75-0.156.146.737.02-0.2912.3413.2314.10-0.88
Morgan Stanley Eaton VanceEATON202EATON 2020-2A1/4/20241.051.671.711.75-0.043.323.333.49-0.166.376.116.70-0.5812.9413.0013.59-0.59
New York Life Investment ManagementFLTIR171FLAT 2017-1A1/8/20240.991.691.521.68-0.153.473.293.45-0.166.296.176.24-0.0712.6612.5812.560.01
BlackstoneBRISPBRIST 2016-1A1/3/20241.011.661.551.68-0.143.102.993.15-0.166.345.986.42-0.4413.0312.4213.20-0.78
AGL CreditAGLCL19AGL 2022-19A1/5/20241.141.641.701.87-0.173.423.733.89-0.166.336.637.21-0.58
Blue OwlWELF182WELF 2018-2A1/9/20241.001.621.401.63-0.233.263.113.27-0.164.204.384.210.1710.2410.5910.260.32
Benefit Street PartnersSHAC134RSHACK 2013-4RA1/4/20241.121.691.731.90-0.163.153.373.53-0.166.376.677.14-0.4813.0713.4914.65-1.15
Investcorp Credit ManagementJAMES12JTWN 2019-1A1/9/20241.041.511.451.58-0.143.283.263.42-0.166.176.626.440.1812.3413.6712.890.78
Jefferies FinanceAPEXC191APEXC 2019-1A1/5/20241.171.642.051.930.133.403.833.98-0.166.307.127.39-0.2612.9413.9115.17-1.26
Anchorage Capital GroupANCH1RANCHC 2018-1RA1/4/20241.031.711.601.76-0.163.173.113.27-0.166.406.026.60-0.5813.0313.6913.440.25
Vibrant Capital PartnersVIBR14VIBR 2021-14A1/9/20241.041.631.611.70-0.093.293.283.44-0.166.176.116.44-0.3312.3312.2412.87-0.63
Jefferies FinanceJMPCA5JMP 2018-1A1/4/20241.081.661.601.79-0.193.273.363.52-0.166.296.356.77-0.4313.1512.6314.16-1.53
Fort Washington Investment AdvisorsFTWA2102FWIA 2021-2A1/9/20240.971.631.421.58-0.163.293.043.20-0.166.165.725.99-0.2612.3211.4911.97-0.49
MJX Asset ManagementVENT47VENTR 2023-47A1/9/20241.211.631.921.97-0.043.293.823.98-0.166.177.157.46-0.31
Ballyrock Investment AdvisorsBALLY191BALLY 2019-1A1/8/20240.931.601.321.49-0.173.493.083.24-0.166.275.715.82-0.1112.3712.2511.480.77
Greywolf Capital ManagementGREYW2GWOLF 2013-1A1/4/20241.121.421.661.590.073.343.593.75-0.166.356.657.13-0.4912.9213.2914.51-1.21
DoubleLine CapitalPARAL212PARL 2021-2A1/9/20241.121.631.621.82-0.193.273.493.65-0.164.214.364.70-0.3410.269.9411.47-1.52
Sound Point Capital ManagementSOUPT7RSNDPT 2014-3RA1/8/20241.071.612.011.720.293.473.543.71-0.166.266.766.700.0612.7613.5013.64-0.14
Voya Alternative Asset ManagementVOY1803VOYA 2018-3A1/4/20241.031.661.631.71-0.083.303.233.39-0.176.346.156.53-0.3812.9012.7613.28-0.52
Sound Point Capital ManagementBLUMT32BLUEM 2021-32A1/2/20241.041.741.821.810.003.022.983.14-0.176.506.366.76-0.4013.1913.3113.72-0.40
Vibrant Capital PartnersVIBR4VIBR 2016-4A1/9/20241.071.521.651.630.023.283.353.51-0.176.166.326.61-0.2912.3412.5213.23-0.71
CVC Credit PartnersAPIDO28APID 2017-28A1/9/20241.041.621.441.68-0.253.283.233.40-0.176.155.816.38-0.5612.2911.8212.74-0.92
Sound Point Capital ManagementSOUPT9SNDPT 2015-2A1/5/20241.051.662.061.730.323.403.393.56-0.176.306.586.60-0.0212.9313.6013.550.05
Five Arrows ManagersOCEANT10OCTR 2020-10A1/8/20241.091.691.801.84-0.043.483.623.79-0.176.276.296.82-0.5312.3812.4913.47-0.99
BaringsBABS161BABSN 2016-1A1/10/20241.031.501.351.54-0.193.183.103.27-0.175.935.816.10-0.2912.0712.0712.41-0.34
Fort Washington Investment AdvisorsFTWA1901FWIA 2019-1A1/9/20241.031.631.471.67-0.203.293.213.38-0.176.165.886.33-0.4512.3211.4912.65-1.16
Nassau Corporate CreditNASS182NCC 2018-IIA1/3/20241.231.712.212.110.103.153.713.88-0.176.367.407.83-0.4413.0513.6216.07-2.45
Irradiant PartnersKAYNE6RAD 2019-6A1/9/20241.021.631.481.65-0.183.293.183.35-0.176.166.196.27-0.0812.3313.0112.540.47
Marathon Asset ManagementMARATH12MCLO 2018-12A1/8/20241.201.671.932.01-0.083.453.984.15-0.176.286.937.57-0.6412.1413.1114.63-1.53
Neuberger BermanNEUB17NEUB 2014-17A1/10/20241.051.501.481.58-0.103.143.133.30-0.175.975.796.27-0.4712.0110.9012.61-1.71
LCM Asset ManagementLCM17LCM 17A1/5/20241.071.631.871.740.133.383.423.60-0.176.306.326.71-0.3911.8711.4812.65-1.17
Credit Suisse First BostonMADPK57MDPK 2022-57A1/16/20240.941.381.251.29-0.053.192.822.99-0.175.895.435.53-0.10
Credit Suisse First BostonMADPK32MDPK 2018-32A1/8/20240.991.561.351.55-0.203.263.063.24-0.186.225.806.17-0.3712.4212.4312.310.12
Oak Hill AdvisorsOHACP14OAKC 2017-14A1/8/20240.991.691.341.68-0.343.473.273.44-0.186.326.186.27-0.0912.7313.0912.630.46
NuveenSYMPH24SYMP 2020-24A1/16/20241.071.551.531.65-0.123.183.213.39-0.183.703.683.95-0.279.449.1810.06-0.88
Blue OwlWELF173WELF 2017-3A1/4/20241.031.641.551.68-0.143.253.163.34-0.186.286.856.440.4113.0513.5213.400.12
Carlyle GroupCARL2110CGMS 2021-10A1/9/20241.111.631.541.81-0.273.293.483.66-0.186.176.276.86-0.5912.3312.7113.72-1.01
BaringsBAS183BABSN 2018-3A1/9/20241.011.621.361.64-0.293.243.113.29-0.186.135.736.21-0.4812.2511.5712.41-0.84
Canyon Capital AdvisorsCANY203CANYC 2020-3A1/2/20241.021.741.561.77-0.213.022.893.07-0.186.536.206.63-0.4313.1912.9713.39-0.42
Credit Suisse First BostonMADPK60MDPK 2022-60A1/11/20241.031.491.381.54-0.153.203.123.30-0.185.915.786.11-0.32
Sound Point Capital ManagementBLUMT132BLUEM 2013-2A1/8/20241.021.621.641.65-0.013.273.153.34-0.186.206.416.320.0812.2512.9012.490.41
Morgan Stanley Eaton VanceEAT141REATON 2014-1RA1/4/20240.951.661.591.580.023.262.913.09-0.186.325.685.99-0.3112.8712.4012.200.20
Blue OwlWELF221WELF 2022-1A1/3/20241.051.711.681.79-0.113.183.153.33-0.186.396.896.690.1913.0913.9413.700.24
Octagon Credit InvestorsOCTAG17OCT17 2013-1A1/12/20241.011.351.251.37-0.123.183.033.21-0.185.845.455.91-0.4611.7911.1611.93-0.77
Post Advisory GroupPOST181POST 2018-1A1/3/20241.031.611.371.65-0.283.153.063.24-0.186.375.916.55-0.6413.1011.3213.47-2.14
KKR Financial AdvisorsKKR11KKR 111/2/20241.031.741.721.81-0.092.992.913.10-0.186.516.606.74-0.1413.1713.8413.630.21
Bain Capital CreditBAIC211BCC 2021-1A1/3/20241.031.661.651.71-0.063.183.083.26-0.196.426.396.59-0.2013.2013.4113.56-0.16
MJX Asset ManagementVENT19VENTR 2014-19A1/3/20241.121.662.021.860.163.183.373.56-0.196.397.297.160.1313.0914.2114.67-0.46
Apollo Global ManagementRRCL16RRAM 2021-16A1/8/20241.061.671.691.77-0.083.473.513.69-0.196.266.326.65-0.3312.3912.3213.17-0.85
First Eagle Private CreditWNDRV214WINDR 2021-4A1/8/20241.011.671.471.69-0.223.473.333.52-0.196.316.016.38-0.3812.1112.3012.260.05
Man GroupECP157GLGU 2018-1A1/9/20241.011.621.471.65-0.173.273.133.31-0.196.166.416.240.1712.2812.7712.450.33
Oak Hill AdvisorsOHACP15OAKC 2017-15A1/8/20241.001.691.331.69-0.353.483.293.48-0.196.336.226.33-0.1012.7413.2712.730.54
Voya Alternative Asset ManagementVOY2003VOYA 2020-3A1/10/20241.041.531.481.59-0.113.253.183.36-0.196.075.996.29-0.3012.1011.9312.54-0.61
Ares ManagementARES47ARES 2018-47A1/3/20241.021.691.571.72-0.153.132.993.18-0.196.346.476.450.0113.0112.9513.24-0.29
Bain Capital CreditBAIC181BCC 2018-1A1/8/20241.041.601.631.66-0.023.443.383.57-0.196.256.176.48-0.3212.7412.8413.22-0.39
Marathon Asset ManagementMARATH8MCLO 2015-8A1/9/20241.321.621.962.15-0.193.284.164.35-0.196.157.268.15-0.8912.3113.0916.30-3.21
ZAIS GroupZAIS9ZAIS9 2018-2A1/9/20241.281.621.752.09-0.343.274.014.20-0.196.167.047.91-0.8712.3013.6615.80-2.13
Sound Point Capital ManagementBLUMT31BLUEM 2021-31A1/5/20241.051.621.661.70-0.043.413.383.57-0.196.306.156.60-0.4412.9412.8713.54-0.68
PGIMDRYDN41DRSLF 2015-41A1/2/20241.001.741.631.75-0.122.982.792.99-0.196.495.876.52-0.6513.1212.4513.17-0.72
Morgan Stanley Eaton VanceEATON201EATON 2020-1A1/4/20241.031.671.611.71-0.103.323.213.41-0.196.376.006.54-0.5412.9312.9213.27-0.35
Neuberger BermanNEUB51NEUB 2022-51A1/11/20241.141.371.291.56-0.273.193.443.63-0.195.915.896.72-0.83
Investcorp Credit ManagementMBLPT21MP21 2021-3A1/4/20240.991.601.591.580.013.303.063.26-0.196.326.166.23-0.0713.1112.7512.93-0.18
Greywolf Capital ManagementGREYW4RGWOLF 2019-1A1/5/20241.131.391.631.570.063.423.653.85-0.206.306.537.09-0.5612.9213.3414.55-1.21
Bardin Hill Investment PartnersHALCL182HLA 2018-2A1/5/20241.091.631.751.78-0.023.363.473.67-0.206.287.366.850.5112.6513.0513.80-0.75
Anchorage Capital GroupANCH17ANCHC 2021-17A1/4/20241.081.671.761.80-0.053.323.393.59-0.206.376.266.89-0.6312.9313.5613.98-0.41
Benefit Street PartnersBENST8BSP 2015-8A1/9/20241.101.621.581.79-0.203.273.403.59-0.206.156.546.77-0.2312.2912.5613.53-0.96
BaringsBABS151BABSN 2015-IA1/9/20241.001.621.441.62-0.173.273.073.27-0.206.155.796.15-0.3612.3011.9112.30-0.39
Morgan Stanley Eaton VanceMSIM217MORGN 2021-7A1/8/20241.041.611.581.67-0.093.473.403.60-0.206.266.126.51-0.3912.7612.4713.26-0.78
Crescent Capital GroupATLSLF9ATCLO 2018-9A1/10/20241.091.541.831.680.153.163.253.45-0.206.136.986.690.3011.8711.7812.96-1.17
Sound Point Capital ManagementBLUMT29BLUEM 2020-29A1/11/20241.071.511.571.61-0.053.223.253.45-0.205.915.756.33-0.5911.9712.0612.82-0.76
First Eagle Private CreditWNDRV181WINDR 2018-1A1/3/20241.061.651.571.75-0.183.133.123.32-0.206.365.916.73-0.8213.0612.7813.84-1.05
Carlyle GroupCARLG182CGMS 2018-2A1/3/20241.061.711.641.81-0.173.163.163.36-0.206.376.326.76-0.4413.0713.3213.86-0.54
Apollo Global ManagementRRCL4RRAM 2018-4A1/8/20241.011.661.611.68-0.073.453.283.48-0.206.256.146.31-0.1612.3612.3012.47-0.16
Benefit Street PartnersBENST9BSP 2016-9A1/9/20241.141.621.611.84-0.243.263.503.71-0.206.146.646.97-0.3312.2912.8413.95-1.11
MacKay ShieldsCVP172MKS 2017-2A1/10/20241.031.531.611.590.023.223.133.33-0.206.055.676.26-0.5812.0112.3012.41-0.12
Sixth StreetTICP5TICP 2016-5A1/4/20240.991.661.441.64-0.213.273.033.23-0.206.285.886.20-0.3213.0612.4712.90-0.43
NuveenSYMPH35SYMP 2022-35A1/11/20241.071.491.651.590.053.213.233.43-0.205.914.566.32-1.76
KKR Financial AdvisorsKKR14KKR 141/2/20241.051.741.771.83-0.063.002.943.14-0.206.526.586.83-0.2513.1714.1113.800.30
Vibrant Capital PartnersVIBR15VIBR 2021-15A1/9/20241.051.631.561.71-0.163.293.273.47-0.206.176.036.50-0.4712.3312.2613.00-0.74
Benefit Street PartnersBENST15BSP 2018-15A1/5/20241.121.681.631.89-0.263.383.583.78-0.206.276.747.03-0.2912.9113.5914.47-0.88
Credit Suisse First BostonMADPK37MDPK 2019-37A1/3/20241.001.561.321.56-0.243.152.953.15-0.206.386.076.38-0.3113.1013.3413.120.22
Apollo Global ManagementGULFM1RRAMX 2020-1A1/2/20241.051.681.651.75-0.103.012.943.15-0.216.496.096.78-0.7013.1913.0613.79-0.73
Neuberger BermanNEUB24NEUB 2017-24A1/9/20241.071.621.601.75-0.153.283.323.53-0.216.165.946.62-0.6812.3111.4013.23-1.83
Greywolf Capital ManagementGREYW3RGWOLF 2018-3RA1/10/20241.141.341.561.540.033.243.493.70-0.215.956.026.81-0.7811.9612.0413.67-1.63
Blackrock Financial ManagementMAGNET15MAGNE 2015-15A1/12/20241.011.471.181.49-0.303.193.013.21-0.215.835.275.88-0.6111.8111.1711.90-0.72
CVC Credit PartnersAPIDO20APID 2015-20A1/3/20241.021.671.521.71-0.183.163.023.23-0.216.375.896.51-0.6313.0712.6913.36-0.67
LCM Asset ManagementLCM31LCM 31A1/11/20241.151.572.081.810.273.213.493.70-0.215.916.306.80-0.5011.9812.4313.79-1.36
TCW Asset ManagementTCW1902TCW 2019-2A1/10/20240.991.551.201.53-0.333.232.993.20-0.216.075.806.01-0.2112.1212.4511.990.47
Park Avenue Institutional AdvisersPKAV181PAIA 2018-1A1/9/20241.031.521.361.57-0.213.273.153.36-0.216.166.006.33-0.3312.3311.4012.67-1.27
Sound Point Capital ManagementBLUMT30BLUEM 2020-30A1/3/20241.061.701.791.800.003.193.173.38-0.216.406.356.78-0.4313.1013.6913.88-0.19
KKR Financial AdvisorsKKR23KKR 231/2/20241.101.741.871.92-0.043.023.103.32-0.216.536.797.16-0.3713.1914.5114.470.03
PGIMDRYDN30DRSLF 2013-30A12/29/20230.991.651.471.64-0.172.892.642.86-0.226.525.346.45-1.1113.1510.1913.01-2.83
Credit Suisse First BostonMADPK51MDPK 2021-51A1/9/20240.991.631.471.61-0.143.303.033.25-0.226.175.916.08-0.1712.3312.8812.150.73
KKR Financial AdvisorsKKR12KKR 121/2/20241.051.741.821.83-0.012.972.903.12-0.226.496.666.82-0.1613.1514.1413.800.33
BlackstoneBOYCPKBOYCE 2022-1A1/5/20241.191.661.901.96-0.063.423.844.06-0.226.336.637.51-0.8711.9712.1714.20-2.04
BlackstoneCOOKPKCOOK 2018-1A1/2/20241.041.671.711.75-0.042.942.853.07-0.226.486.476.77-0.2913.2213.0613.82-0.76
Hayfin Capital ManagementHAFU12HAYFN 2020-12A1/5/20240.981.641.491.60-0.113.403.103.31-0.226.306.906.140.7612.9414.0712.621.44
KKR Financial AdvisorsKKR18KKR 181/2/20241.061.741.811.86-0.052.962.943.15-0.226.506.766.92-0.1513.1914.7714.040.73
Columbia ManagementCOLCT28CECLO 2018-28A1/16/20241.061.321.211.40-0.193.183.163.38-0.225.926.396.280.1111.5210.9412.24-1.30
Canyon Capital AdvisorsCANY121RCANYC 2012-1RA1/2/20240.971.741.511.69-0.183.012.702.92-0.226.556.196.34-0.1413.2113.4812.780.70
CVC Credit PartnersAPIDO34APID 2020-34A1/9/20240.991.631.511.61-0.103.293.043.26-0.226.165.476.10-0.6312.3211.4712.21-0.74
Sound Point Capital ManagementSOUPT26SNDPT 2020-1A1/2/20241.101.771.981.940.043.023.093.31-0.226.506.077.12-1.0513.1812.6714.43-1.76
CarValCARV8CCARVL 2022-2A1/8/20241.111.611.671.79-0.123.303.443.66-0.22
Sound Point Capital ManagementSOUPT29SNDPT 2021-1A1/2/20241.131.772.052.010.043.023.203.42-0.226.506.217.37-1.1513.1812.7714.93-2.16
CQS ManagementCQSU2101CQS 2021-1A1/10/20241.071.591.751.690.063.243.233.45-0.226.085.816.47-0.6612.1212.7512.91-0.16
Goldentree Asset ManagementGOLDMU3GLM 2018-3A1/5/20241.011.651.411.67-0.263.333.143.36-0.226.225.846.28-0.4412.8512.3712.98-0.62
Sixth StreetSIXST19SIXST 2021-19A1/9/20241.021.511.311.55-0.243.283.133.36-0.226.175.806.32-0.5112.3411.9112.65-0.73
Seix AdvisorsMTNV171MVEW 2017-1A1/8/20240.941.681.251.58-0.333.443.013.23-0.226.285.295.90-0.6112.3110.1811.56-1.38
NuveenSYMPH22SYMP 2020-22A1/10/20241.081.611.671.74-0.083.243.283.50-0.236.085.376.57-1.2012.1111.0113.10-2.09
ORIX AdvisersMARIL163SPEAK 2016-3A1/10/20240.981.501.141.48-0.343.192.923.14-0.235.985.745.88-0.1411.9710.3111.78-1.46
AEGON USA Investment ManagementCEDARF5CEDF 2016-5A1/4/20241.001.641.411.64-0.223.293.053.28-0.236.295.816.27-0.4613.0912.0913.05-0.96
BlackstoneUNPPKUNPPK 2022-1A1/5/20241.181.661.871.95-0.083.423.804.03-0.236.306.437.42-0.99
Onex Credit PartnersOCP1611OCP 2016-11A1/16/20241.031.301.121.34-0.223.173.033.25-0.235.925.706.07-0.3811.7611.7312.07-0.34
CVC Credit PartnersAPIDO12APID 2013-12A1/3/20241.021.711.481.74-0.263.162.993.21-0.236.375.816.48-0.6713.0612.3313.29-0.95
Sixth StreetSIXST20SIXST 2021-20A1/9/20241.061.511.321.60-0.283.283.233.46-0.236.175.906.51-0.6112.3412.1213.02-0.90
Goldentree Asset ManagementGOLDMU2GLM 2017-2A1/5/20240.981.651.271.62-0.353.293.013.24-0.236.195.736.09-0.3512.7312.3312.52-0.20
LCM Asset ManagementLCM14LCM 14A1/11/20241.091.572.111.720.393.203.263.49-0.235.916.186.45-0.2711.9711.9113.06-1.15
Credit Suisse First BostonMADPK46MDPK 2020-46A1/4/20240.971.701.411.65-0.243.323.003.23-0.236.375.976.20-0.2212.9313.1212.570.54
Morgan Stanley Eaton VanceMSIM1MORGN 2019-5A1/3/20241.111.711.791.89-0.113.183.293.52-0.236.396.377.08-0.7113.0913.0414.49-1.44
Goldentree Asset ManagementGOLDMU16GLM 2022-16A1/5/20240.991.661.491.64-0.153.403.143.37-0.236.305.896.25-0.36
BlackstoneSTKPKSTKPK 2022-1A12/29/20231.191.581.801.89-0.092.883.213.44-0.23
Five Arrows ManagersOCEANT9OCTR 2020-9A1/8/20241.101.691.741.86-0.123.483.603.83-0.236.276.226.90-0.6812.3812.5713.63-1.06
Sound Point Capital ManagementSOUPT25SNDPT 2019-4A1/2/20241.111.771.961.960.003.023.113.34-0.236.505.987.19-1.2113.1812.4714.58-2.11
LCM Asset ManagementLCM32LCM 32A1/11/20241.101.571.931.730.213.213.293.52-0.235.916.076.48-0.4111.9811.8313.13-1.30
Anchorage Capital GroupANCH19ANCHC 2021-19A1/4/20241.071.671.751.79-0.043.323.333.56-0.246.376.226.83-0.6112.9413.5313.86-0.33
CIFC Asset ManagementCIFC142RCIFC 2014-2RA1/9/20241.041.561.421.62-0.203.243.133.36-0.246.145.736.38-0.6512.3012.0112.76-0.75
PGIMTCICE171NBCLO 2017-1A1/12/20241.041.261.211.31-0.103.183.073.30-0.245.855.406.08-0.6811.8010.7612.25-1.50
Park Avenue Institutional AdvisersPKAV191PAIA 2019-1A1/10/20241.041.521.381.57-0.203.223.103.34-0.245.975.696.19-0.5012.1211.1612.57-1.41
DoubleLine CapitalPARAL191PARL 2019-1A1/9/20241.071.631.501.73-0.233.273.253.48-0.244.214.154.48-0.3310.259.6710.93-1.26
WhiteStarTRNTS15TRNTS 2021-15A1/9/20241.121.561.551.75-0.203.253.393.63-0.246.076.486.78-0.3012.1412.7813.57-0.79
AEGON USA Investment ManagementCEDARF9CEDF 2018-9A1/9/20240.971.551.181.50-0.323.252.903.14-0.246.135.585.93-0.3612.3011.0711.89-0.82
Credit Suisse First BostonMADPK55MDPK 2022-55A1/4/20240.981.671.491.64-0.163.323.033.27-0.246.325.856.22-0.37
CVC Credit PartnersAPIDO30APID XXXA1/5/20241.021.661.521.68-0.163.403.213.45-0.246.305.746.39-0.6512.9412.4713.14-0.67
Vista CreditVCPC2VCP 2021-2A1/3/20240.951.651.861.560.303.122.722.96-0.246.357.796.021.7713.0616.1712.383.79
ORIX AdvisersMARIL151SPEAK 2015-1A1/9/20240.971.621.221.58-0.363.252.913.16-0.246.155.815.97-0.1612.2010.1811.84-1.66
Anchorage Capital GroupANCH25ANCHC 2022-25A1/10/20241.091.551.661.68-0.023.233.273.51-0.246.075.686.60-0.9212.0312.8113.07-0.26
Carlyle GroupCBAM1910CBAM 2019-10A1/8/20241.131.561.611.76-0.153.463.653.90-0.256.316.687.12-0.4410.7613.0012.140.86
Sound Point Capital ManagementBLUMT23BLUEM 2018-23A1/8/20241.041.621.641.69-0.053.493.383.63-0.256.306.356.56-0.2111.9411.9512.42-0.48
AllianceBernsteinABBSL1ABBSL 2020-1A1/3/20241.091.561.631.69-0.063.153.183.42-0.256.386.306.92-0.6213.1013.1514.22-1.08
Voya Alternative Asset ManagementVOY1901VOYA 2019-1A1/4/20241.061.661.601.75-0.163.293.233.48-0.256.356.306.70-0.4012.8112.9813.53-0.56
Angelo, Gordon & CoNWOODS20WOODS 2019-20A1/17/20241.011.461.621.470.153.192.973.22-0.255.826.715.870.8411.5613.3011.651.64
DoubleLine CapitalPARAL201PARL 2020-1A1/9/20241.101.631.571.79-0.233.273.363.61-0.254.214.314.64-0.3310.269.8911.32-1.43
AEGON USA Investment ManagementCEDARF7CEDF 2018-7A1/9/20240.971.551.171.50-0.333.252.913.16-0.256.155.565.97-0.4112.3111.1811.95-0.77
Pretium Credit ManagementCROWPT11CRNPT 2021-11A1/4/20241.051.671.651.76-0.103.323.253.49-0.256.326.286.65-0.3713.1113.4213.79-0.37
Trimaran AdvisorsTRMCU192CAVU 2019-2A1/5/20241.001.661.571.66-0.103.403.173.42-0.256.305.946.33-0.3912.9412.3913.00-0.60
Pretium Credit ManagementCROWPT7CRNPT 2018-7A1/9/20241.041.621.481.70-0.223.293.183.43-0.256.166.066.43-0.3712.3212.4312.85-0.43
Credit Suisse First BostonMADPK33MDPK 2019-33A1/2/20240.981.731.431.70-0.283.022.712.97-0.254.013.673.94-0.2810.4410.5910.270.32
Benefit Street PartnersBENST14BSP 2018-14A1/9/20241.121.611.481.81-0.323.273.403.65-0.256.146.396.87-0.4812.2612.4013.71-1.32
Sound Point Capital ManagementSOUPT33SNDPT 2022-1A1/2/20241.101.771.851.95-0.103.023.073.33-0.256.506.087.15-1.0713.1812.8914.51-1.62
BaringsBARLP2BABSN LP-2A1/9/20241.091.631.561.77-0.213.293.333.58-0.256.176.226.71-0.4912.3312.9013.41-0.51
Shenkman Capital ManagementROMK4RMRK 2021-4A1/2/20241.061.721.761.83-0.063.022.953.21-0.256.536.186.93-0.7513.1813.0713.98-0.91
Napier Park Global CapitalREGATF13REG13 2018-2A1/4/20240.921.661.331.53-0.213.322.813.06-0.256.375.455.89-0.4412.9312.1711.950.22
Canyon Capital AdvisorsCANY214CANYC 2021-4A1/2/20241.051.741.561.83-0.273.022.913.17-0.256.536.166.84-0.6813.1912.9613.82-0.86
Carlyle GroupCBAM199CBAM 2019-9A1/2/20241.081.721.671.86-0.192.972.953.21-0.266.476.566.98-0.4213.1315.5514.171.38
Ballyrock Investment AdvisorsBALLY18BALLY 2021-18A1/8/20241.021.671.531.70-0.173.473.283.54-0.266.275.856.39-0.5312.4012.5212.63-0.12
InvescoINVES223INVCO 2022-3A1/8/20241.141.661.631.90-0.263.333.543.80-0.26
Voya Alternative Asset ManagementVOY1704VOYA 2017-4A1/4/20241.061.661.741.77-0.033.283.243.50-0.266.346.286.75-0.4612.8512.8313.68-0.85
Morgan Stanley Eaton VanceEATON181EATON 2018-1A1/4/20240.951.661.601.590.013.292.883.14-0.266.335.566.04-0.4812.8812.1712.30-0.13
Sound Point Capital ManagementSOUPT24SNDPT 2019-3A1/2/20241.131.772.052.010.043.023.173.43-0.266.506.137.37-1.2413.1912.5314.94-2.41
BaringsBAS184BABSN 2018-4A1/3/20241.041.571.511.63-0.123.193.063.32-0.266.376.026.63-0.6113.0812.4313.61-1.18
KKR Financial AdvisorsKKR24KKR 241/2/20241.071.741.831.87-0.053.022.993.25-0.266.536.727.01-0.2913.1914.3214.170.16
CIFC Asset ManagementCIFC175CIFC 2017-5A1/2/20240.991.721.561.71-0.152.982.702.97-0.266.505.666.47-0.8013.2412.5013.18-0.68
Investcorp Credit ManagementACASL131MP3 2013-1A1/5/20241.091.651.821.790.023.333.353.61-0.266.236.526.77-0.2512.9113.0214.02-1.01
Investcorp Credit ManagementMBLPT14MP14 2018-2A1/5/20241.121.661.901.860.043.393.553.81-0.266.296.707.06-0.3612.9313.2014.51-1.32
BaringsBAS204BABSN 2020-4A1/9/20241.071.631.541.74-0.203.293.273.53-0.266.176.236.62-0.3812.3212.2113.22-1.01
Sound Point Capital ManagementBLUMT26BLUEM 2019-26A1/8/20241.061.621.641.73-0.093.493.453.71-0.266.316.326.72-0.4011.9411.8412.71-0.87
Carlyle GroupCARLG164CGMS 2016-4A1/9/20241.011.611.101.63-0.533.062.843.11-0.275.975.546.06-0.5212.0610.3112.23-1.93
BaringsBAS201BABSN 2020-1A1/3/20241.101.711.761.89-0.133.183.253.51-0.276.396.457.06-0.6113.0912.8214.45-1.63
HPS Investment PartnersHIBLM143HLM 3A-20141/5/20240.961.651.361.58-0.233.322.913.18-0.276.266.125.990.1312.9512.3312.40-0.07
ArrowMark Colorado HoldingsPEAK3AWPT 2018-3A1/12/20241.011.501.441.52-0.083.202.983.25-0.275.845.615.93-0.3211.8211.5911.99-0.40
Vibrant Capital PartnersPULSRF1PLSR 2019-1A1/9/20241.191.631.831.93-0.103.293.643.91-0.276.166.987.32-0.3312.3313.1614.64-1.49
Credit Suisse First BostonMADPK39MDPK 2021-39A1/8/20241.011.601.401.61-0.213.293.033.31-0.276.245.836.28-0.4512.4112.7112.490.22
KKR Financial AdvisorsKKR22KKR 22A1/2/20241.081.741.771.88-0.113.012.963.24-0.276.526.727.01-0.3013.1814.3914.180.22
Golub CapitalGOLUP22BGOCAP 2015-22A1/4/20240.991.661.441.65-0.213.293.003.27-0.276.306.056.27-0.2113.0512.9612.98-0.02
KKR Financial AdvisorsKKR9KKR 91/2/20241.051.741.761.84-0.082.962.843.12-0.276.506.666.84-0.1813.1814.5013.880.62
HPS Investment PartnersHPSL1711HLM 11A-1712/26/20230.951.611.511.52-0.012.652.232.51-0.286.866.296.50-0.2113.1412.2412.45-0.20
PineBridge InvestmentsGALAX15GALXY 2013-15A1/3/20241.021.431.311.46-0.143.112.903.18-0.286.395.826.51-0.6913.1012.3213.35-1.03
Carlyle GroupCARLG221CGMS 2022-1A1/3/20241.161.711.831.99-0.163.183.423.69-0.286.396.547.42-0.89
Bain Capital CreditBAIC217BCC 2021-7A1/5/20241.071.581.601.69-0.093.393.343.62-0.286.286.526.71-0.1912.7313.4513.60-0.15
Voya Alternative Asset ManagementVOY1802VOYA 2018-2A1/3/20241.041.701.621.76-0.143.142.983.26-0.286.366.006.60-0.6013.0512.6413.55-0.91
Trimaran AdvisorsTRMCU212CAVU 2021-2A1/12/20241.001.481.241.48-0.243.202.933.21-0.285.855.025.87-0.8511.8210.6811.87-1.19
HPS Investment PartnersHIBLM168HLM 8A-20161/9/20241.041.621.251.68-0.433.253.093.37-0.286.135.926.35-0.4312.2912.1412.72-0.58
MJX Asset ManagementVENT37VENTR 2019-37A1/3/20241.161.712.281.980.303.183.403.69-0.286.396.957.41-0.4513.0813.4915.16-1.67
Investcorp Credit ManagementJAMES6RJTWN 2018-6RA1/12/20241.031.471.401.52-0.123.172.983.26-0.285.826.016.000.0111.7212.6712.090.59
Bain Capital CreditBAIC221BCC 2022-1A1/3/20241.051.701.611.78-0.173.183.053.33-0.286.426.256.72-0.4713.1713.2513.80-0.54
Sound Point Capital ManagementSOUPT5RSNDPT 2014-1RA1/3/20241.061.702.011.810.203.193.113.40-0.286.426.766.83-0.0713.2013.6714.05-0.38
CloverCOVCP3CLVR 2017-1A1/3/20240.971.701.311.65-0.343.112.733.01-0.286.355.236.16-0.9412.9810.9012.60-1.69
LCM Asset ManagementLCM18LCM 18A1/11/20241.031.571.781.620.173.182.983.26-0.295.885.696.04-0.3511.8811.1812.19-1.01
Investcorp Credit ManagementJAMES11JTWN 2018-11A1/3/20241.091.551.581.69-0.123.143.153.43-0.296.416.887.00-0.1213.0914.5114.300.21
LCM Asset ManagementLCM36LCM 36A1/5/20241.181.421.771.680.093.363.693.98-0.296.326.777.48-0.7010.7410.9912.71-1.71
KKR Financial AdvisorsKKR41KKR 2022-41A1/2/20241.131.741.911.97-0.053.023.123.41-0.296.536.517.35-0.8513.1914.2814.85-0.58
Angelo, Gordon & CoNWOO11BWOODS 2018-11BA1/10/20241.131.591.561.80-0.243.233.383.67-0.296.076.806.88-0.0812.0913.4313.71-0.28
MJX Asset ManagementVENT13VENTR 2013-13A12/28/20231.091.682.131.820.312.602.532.82-0.296.696.187.26-1.0913.1911.9714.31-2.34
Columbia ManagementCOLCT27CECLO 2018-27A1/12/20241.041.281.171.33-0.153.193.013.30-0.295.855.816.06-0.2511.7110.8812.14-1.25
Hayfin Capital ManagementHAFU14HAYFN 2021-14A1/5/20240.991.641.521.63-0.113.403.083.37-0.296.306.576.240.3312.9413.7812.830.95
CFI PartnersCFIP211CFIP 2021-1A1/2/20241.041.741.631.81-0.173.022.843.13-0.296.536.706.76-0.0613.1914.0113.660.34
BlackstoneBCRD2101BXBSL 2021-1A1/5/20241.201.661.741.98-0.243.403.784.07-0.296.306.797.55-0.7512.9414.8415.50-0.66
Seix AdvisorsMTNV161MVEW 2016-1A1/8/20241.051.681.881.760.123.483.353.64-0.296.306.366.60-0.2411.5011.9512.04-0.09
Voya Alternative Asset ManagementVOY1501VOYA 2015-1A1/5/20240.991.621.471.60-0.133.312.983.27-0.296.236.596.160.4412.7411.8212.60-0.78
Putnam InvestmentsCAPC37C1PUTNM 2021-1A1/8/20241.101.691.721.85-0.133.483.533.82-0.296.346.206.96-0.7512.7513.3814.00-0.62
Napier Park Global CapitalREGATF10REG10 2017-3A1/5/20240.901.621.271.47-0.193.362.753.04-0.296.255.005.65-0.6512.8911.5911.65-0.06
Steele Creek Investment ManagementSTEC141RSTCR 2014-1RA1/9/20241.071.561.181.67-0.493.223.153.44-0.296.125.736.54-0.8112.0510.6112.88-2.27
Benefit Street PartnersBENST29BSP 2022-29A1/9/20241.151.621.631.87-0.253.293.513.80-0.296.176.267.11-0.85
Credit Suisse First BostonMADPK38MDPK 2021-38A1/5/20241.011.661.461.68-0.223.403.153.45-0.296.306.106.38-0.2912.9413.3813.110.27
ICG Debt AdvisorsICGU2201ICG 2022-1A1/11/20241.041.521.701.580.133.203.023.31-0.295.914.726.12-1.40
Neuberger BermanNEUB52NEUB 2022-52A1/12/20241.141.351.331.54-0.213.203.333.63-0.295.855.836.64-0.81
Sound Point Capital ManagementSOUPT19SNDPT 2018-1A12/29/20231.071.681.931.800.122.852.763.06-0.296.476.586.94-0.3613.1113.3414.05-0.71
Sound Point Capital ManagementSOUPT8RSNDPT 2015-1RA1/2/20241.051.771.971.850.112.932.773.06-0.296.466.886.760.1213.0513.4713.66-0.19
BlackstoneDNPKDANBY 2022-1A1/5/20241.181.661.691.96-0.273.423.754.05-0.30
BaringsBAS222BABSN 2022-2A1/3/20241.171.711.872.00-0.133.183.423.72-0.306.396.747.47-0.73
Neuberger BermanNEUB14NEUB 2013-14A1/18/20241.041.121.081.16-0.083.183.003.30-0.305.965.716.17-0.4611.5210.4311.92-1.50
Carlyle GroupCARLG172CGMS 2017-2A1/9/20241.101.621.481.78-0.293.263.273.57-0.306.146.096.72-0.6312.2912.5713.46-0.89
Bain Capital CreditBAIC215BCC 2021-5A1/8/20241.051.601.611.68-0.083.463.343.64-0.306.266.256.59-0.3412.7612.9613.43-0.47
CIFC Asset ManagementCIFC226CIFC 2022-6A1/2/20241.231.731.852.13-0.293.023.423.72-0.306.507.097.99-0.90
Vibrant Capital PartnersVIBR3VIBR 2015-3A1/9/20241.051.521.441.60-0.163.263.143.44-0.306.156.346.47-0.1412.3212.5312.98-0.45
KKR Financial AdvisorsKKR20KKR 201/2/20241.051.741.621.84-0.222.942.803.10-0.306.476.516.81-0.3113.1213.8513.830.03
DoubleLine CapitalPARAL211PARL 2021-1A1/3/20241.121.711.751.91-0.163.183.253.55-0.306.396.257.13-0.8913.0912.6814.61-1.93
Brigade Capital ManagementBATTL9BATLN 2015-9A1/3/20241.061.712.061.820.253.183.073.37-0.306.396.856.790.0613.0813.6813.90-0.23
Park Avenue Institutional AdvisersPKAV161PAIA 2016-1A1/10/20241.041.511.431.57-0.143.223.053.35-0.305.975.456.22-0.7712.1110.9712.62-1.65
Hayfin Capital ManagementHAFKNG10HAYFN 2019-1A1/12/20240.871.511.201.32-0.113.102.402.71-0.305.895.815.140.6811.7611.8210.261.57
BaringsBAS221BABSN 2022-1A1/8/20241.131.671.631.90-0.273.483.643.95-0.316.316.837.16-0.33
LCM Asset ManagementLCM34LCM 34A1/11/20241.111.571.851.740.113.213.253.56-0.315.916.036.55-0.5211.9812.0513.28-1.22
Guggenheim PartnersGUGC2202GUGG 2022-2A1/4/20241.031.651.571.70-0.133.313.103.41-0.31
ArrowMark Colorado HoldingsARROP131AWPT 2013-1A1/4/20241.011.671.721.690.033.323.053.36-0.316.376.206.45-0.2512.9312.2113.09-0.87
Benefit Street PartnersBENST12BSP 2017-12A1/3/20241.101.711.511.88-0.373.133.143.45-0.316.366.637.03-0.4013.0513.2214.41-1.19
Blue OwlTRALE5TRAL 2018-5A1/5/20241.081.641.491.76-0.273.393.343.65-0.316.296.536.77-0.2412.9312.9513.91-0.96
PineBridge InvestmentsGALAX21GALXY 2015-21A1/9/20241.071.341.281.43-0.153.243.163.48-0.316.185.946.62-0.6812.3711.5013.26-1.76
LCM Asset ManagementLCM39LCM 39A1/5/20241.171.421.571.65-0.093.363.613.92-0.31
CVC Credit PartnersAPIDO31APID 2019-31A1/3/20241.071.711.561.84-0.273.183.103.41-0.316.396.006.86-0.8513.0912.6414.04-1.40
KKR Financial AdvisorsKKR40KKR 40A1/2/20241.151.741.932.00-0.083.023.153.47-0.316.526.617.49-0.8813.1814.0615.13-1.08
PineBridge InvestmentsGALAX23GALXY 2017-23A1/11/20241.011.491.341.50-0.163.162.873.19-0.315.945.455.99-0.5511.889.8211.99-2.16
Carlyle GroupCBAM185CBAM 2018-5A1/3/20241.041.551.521.61-0.093.142.943.25-0.316.425.786.65-0.8713.2013.3813.66-0.29
PGIMTCICE161NBCLO 2016-1A1/17/20241.031.191.111.23-0.123.152.943.25-0.325.835.216.03-0.8211.5310.1211.92-1.80
Pretium Credit ManagementCROWPT10CRNPT 2021-10A1/9/20241.051.631.441.70-0.263.293.133.45-0.326.175.766.46-0.7012.3312.6212.91-0.29
Blackrock Financial ManagementMAGNET7MAGNE 2012-7A1/3/20240.871.701.021.48-0.473.062.352.67-0.326.294.755.49-0.7512.9710.6211.33-0.71
TCW Asset ManagementTCW2301TCW 2023-1A1/16/20241.121.381.361.54-0.183.193.263.57-0.32
Carlyle GroupCBAM186CBAM 2018-6A1/2/20241.061.571.601.66-0.062.982.843.16-0.326.486.086.88-0.7913.1913.7313.98-0.26
InvescoINVES213INVCO 2021-3A1/8/20241.131.661.611.88-0.263.333.443.76-0.326.266.237.07-0.8412.3712.0213.97-1.94
AristotleTRES4TREST 2021-4A1/5/20241.101.581.631.73-0.103.393.403.72-0.326.336.366.93-0.5712.1012.7713.26-0.49
Sound Point Capital ManagementBLUMT28BLUEM 2021-28A1/3/20241.071.701.781.82-0.033.193.093.41-0.326.406.396.85-0.4613.1013.6414.02-0.38
PGIMDRYDN36DRSLF 2014-36A1/2/20240.981.741.621.72-0.092.972.602.92-0.326.505.366.40-1.0413.1210.9612.90-1.94
HPS Investment PartnersHPSL1812HLM 12A-181/5/20241.031.661.391.71-0.323.373.153.47-0.326.286.096.47-0.3812.9112.9013.31-0.41
Brigade Capital ManagementBATTL23BATLN 2022-23A1/3/20241.191.712.022.04-0.023.183.463.79-0.326.397.067.61-0.54
KKR Financial AdvisorsKKR21KKR 211/2/20241.091.741.751.90-0.153.012.953.28-0.326.536.787.11-0.3213.1814.3614.350.01
Bain Capital CreditBAIC212BCC 2021-2A1/2/20241.041.731.671.79-0.123.012.803.13-0.326.496.326.74-0.4213.1813.1413.67-0.54
Guggenheim PartnersC1828GUGG4 2016-1A1/4/20240.961.661.471.59-0.123.292.823.15-0.336.346.206.060.1512.9013.1912.320.86
Carlyle GroupCARLG183CGMS 2018-3A1/3/20241.091.711.651.86-0.213.173.113.44-0.336.386.346.92-0.5913.0713.5114.19-0.68
Apollo Global ManagementGULFM7RRAMX 2022-7A1/3/20241.101.661.711.83-0.123.173.183.51-0.336.396.057.06-1.0013.1013.2414.47-1.22
Shenkman Capital ManagementJEFFMJEFFM 2015-1A1/11/20241.041.551.561.60-0.043.202.983.31-0.335.895.956.10-0.1511.9412.0312.37-0.34
Anchorage Capital GroupANCH1810ANCHC 2018-10A1/4/20241.031.671.601.72-0.123.303.083.41-0.336.356.336.55-0.2312.9014.1413.320.82
ICG Debt AdvisorsICGU2101ICG 2021-1A1/8/20240.971.671.801.610.203.463.023.34-0.334.543.984.39-0.4110.289.129.93-0.82
WhiteStarTRNTS6TRNTS 2017-6A1/12/20241.041.481.551.540.013.223.023.35-0.335.846.026.08-0.0611.7911.6412.27-0.62
Steele Creek Investment ManagementSTECR182STCR 2018-2A12/29/20231.091.641.531.78-0.252.892.803.14-0.336.496.757.04-0.2913.1412.9014.26-1.36
LCM Asset ManagementLCM27LCM 27A1/5/20241.111.631.931.810.123.373.403.74-0.336.326.427.01-0.5911.9211.8113.22-1.41
Sound Point Capital ManagementSOUPT17SNDPT 2017-3A1/4/20241.051.661.851.750.103.253.093.43-0.336.276.196.61-0.4213.0012.8713.71-0.84
HPS Investment PartnersHIBLM132HLM 2013-2A1/9/20240.991.621.231.60-0.373.232.863.20-0.336.145.706.07-0.3712.2811.7412.15-0.41
Angelo, Gordon & CoNWOO12BWOODS 2018-12BA1/3/20241.131.681.641.91-0.273.173.263.59-0.336.387.107.23-0.1313.0914.4214.83-0.41
WhiteStarTRNTS14TRNTS 2020-14A1/12/20241.051.481.441.56-0.123.223.063.39-0.345.855.656.16-0.5111.8011.3712.43-1.06
Irradiant PartnersKAYNE4RAD 2019-4A1/12/20241.031.541.381.58-0.203.232.983.32-0.345.855.756.00-0.2511.8112.5312.130.40
Sound Point Capital ManagementSOUPT18SNDPT 2017-4A1/5/20241.061.651.711.75-0.043.353.213.55-0.346.266.256.63-0.3912.8812.9313.64-0.72
Fortress Investment GroupFORTCB7FCBSL 2019-1A1/9/20240.921.620.921.49-0.573.282.683.02-0.346.166.435.670.7612.3213.4311.352.09
BlackstoneWHETSPKWHTPK 2021-1A1/5/20241.241.661.852.05-0.213.403.884.22-0.346.306.817.82-1.0012.9413.4216.05-2.64
Credit Suisse First BostonMADPK49MDPK 2021-49A1/8/20241.001.671.461.67-0.213.483.133.47-0.346.305.886.29-0.4112.1212.0512.10-0.05
CarValCARV1CARVL 2018-1A1/3/20241.071.611.461.72-0.263.173.043.38-0.346.386.036.82-0.7813.1212.4314.01-1.58
Fortress Investment GroupFORTCB8FCBSL 2019-2A1/8/20240.901.691.031.52-0.493.472.793.13-0.346.336.485.690.7912.7414.3311.472.87
Benefit Street PartnersBENST2BSP 2013-II1/3/20241.071.701.441.82-0.383.062.933.27-0.346.346.536.78-0.2512.9912.0313.90-1.87
Carlyle GroupCARLG181CGMS 2018-1A1/9/20241.131.621.491.83-0.343.263.333.67-0.346.146.136.92-0.7912.2812.2213.84-1.62
Napier Park Global CapitalREGATF11REG11 2018-1A1/5/20240.891.621.251.45-0.203.382.673.01-0.356.275.155.60-0.4512.9011.7211.520.20
HalseyPoint Asset ManagementHLSYPT6HLSY 2022-6A1/9/20241.241.631.722.02-0.303.293.754.10-0.356.176.727.68-0.95
Benefit Street PartnersSHAC2116SHACK 2021-16A1/10/20241.151.591.581.82-0.243.243.373.72-0.356.086.136.97-0.8312.1212.2613.89-1.63
KKR Financial AdvisorsKKR42KKR 42A1/2/20241.141.741.972.00-0.033.023.113.46-0.356.536.557.47-0.92
Credit Suisse First BostonMADPK11MDPK 2013-11A1/10/20241.031.551.331.59-0.253.303.043.39-0.356.065.526.23-0.7212.1011.3012.44-1.14
Carlyle GroupCBAM174CBAM 2017-4A1/2/20241.061.561.491.66-0.162.962.793.14-0.356.475.826.87-1.0413.1112.9213.92-1.00
MJX Asset ManagementVENT28AVENTR 2017-28AA1/9/20241.111.561.731.730.003.283.273.63-0.366.166.486.81-0.3312.3212.7613.62-0.86
ORIX AdvisersMARIL5SPEAK 2018-5A1/12/20240.981.471.081.45-0.363.182.763.12-0.365.845.305.73-0.4311.7610.4011.54-1.14
Voya Alternative Asset ManagementVOY2102VOYA 2021-2A1/10/20241.081.531.481.66-0.193.253.163.52-0.366.075.746.58-0.8412.1011.9813.12-1.14
Irradiant PartnersKAYNE3RAD 2019-3A1/3/20241.061.661.601.76-0.163.203.033.39-0.366.396.466.77-0.3113.1013.8713.88-0.01
Bain Capital CreditBAIC182BCC 2018-2A1/4/20241.061.691.621.79-0.173.333.153.51-0.366.316.006.66-0.6613.0913.2013.83-0.63
Ares ManagementARES38ARES 2015-38A1/9/20241.081.171.061.27-0.213.243.153.51-0.366.176.416.67-0.2512.3512.5913.35-0.76
Northwestern MutualE72022INWML 2022-1A1/9/20241.231.631.582.00-0.433.293.704.06-0.366.175.927.60-1.69
AristotleTRES3TREST 2020-3A1/5/20241.031.581.411.63-0.223.393.133.49-0.366.306.046.49-0.4512.9513.6913.330.36
MJX Asset ManagementVENT35VENTR 2018-35A1/9/20241.131.551.811.760.053.203.263.62-0.366.046.756.83-0.0812.1713.4313.77-0.34
Morgan Stanley Eaton VanceMSEV2101MSEV 2021-1A1/8/20241.061.611.431.70-0.283.473.313.67-0.366.266.026.64-0.6112.7612.7013.52-0.83
Bain Capital CreditBAIC213BCC 2021-3A1/9/20241.071.551.531.67-0.133.283.153.52-0.366.166.116.61-0.5012.3312.6113.22-0.60
Credit Suisse First BostonMADPK21MDPK 2016-21A1/2/20241.051.731.431.82-0.393.022.813.17-0.366.496.136.83-0.7013.1713.2813.86-0.58
LCM Asset ManagementLCM33LCM 33A1/11/20241.131.571.901.770.133.213.263.62-0.365.916.036.66-0.6311.9811.9613.50-1.54
Bain Capital CreditBAIC191BCC 2019-1A1/5/20241.061.631.611.73-0.123.393.233.59-0.366.306.156.66-0.5112.9413.1913.69-0.50
Jefferies FinanceJFINCL17JFIN 2017-1A1/11/20241.191.531.431.83-0.403.153.403.76-0.365.886.387.01-0.6311.8212.3514.10-1.76
Sound Point Capital ManagementSOUPT32SNDPT 2021-4A1/2/20241.181.772.032.09-0.063.023.203.56-0.366.506.457.67-1.2213.1913.0915.55-2.46
Bardin Hill Investment PartnersHALCL172HLA 2017-2A1/2/20241.081.711.711.85-0.132.892.753.12-0.376.467.426.990.4313.2113.4214.29-0.86
KKR Financial AdvisorsKKR13KKR 131/2/20241.081.741.221.88-0.662.902.763.12-0.376.457.026.960.0613.0213.6414.04-0.40
Vibrant Capital PartnersVIBR6VIBR 2017-6A1/9/20241.021.631.471.66-0.203.232.943.30-0.376.065.796.20-0.4112.2311.2112.52-1.32
Napier Park Global CapitalREGATF9REGT9 2017-1A1/5/20240.911.621.331.47-0.143.352.673.04-0.376.254.915.66-0.7512.8611.6611.650.01
Irradiant PartnersKAYNE2RAD 2018-2A1/3/20241.051.651.561.73-0.183.142.933.30-0.376.356.396.67-0.2713.0713.8813.710.17
CVC Credit PartnersAPIDO35APID 2021-35A1/9/20241.021.631.461.65-0.193.292.983.35-0.376.165.536.27-0.7512.3211.6012.54-0.94
Credit Suisse First BostonMADPK35MDPK 2019-35A1/9/20241.031.631.421.67-0.253.293.023.39-0.376.175.806.34-0.5412.3312.2812.67-0.39
Irradiant PartnersKAYNE10RAD 2021-10A1/10/20241.041.611.291.67-0.383.242.983.35-0.375.986.006.20-0.2012.1213.0912.550.54
Telos Asset ManagementTEL134TELOS 2013-4A1/3/20240.851.701.381.43-0.053.462.552.92-0.376.404.695.41-0.7313.1210.0211.10-1.07
Credit Suisse First BostonATR9CDOATRM 9A12/29/20230.991.631.361.62-0.262.892.492.87-0.376.495.876.44-0.5613.1412.6613.04-0.38
Sound Point Capital ManagementSOUPT3RSNDPT 2013-2RA12/29/20231.021.671.321.70-0.382.742.412.79-0.386.466.526.57-0.0413.1612.2713.37-1.09
Sound Point Capital ManagementSOUPT30SNDPT 2021-2A1/2/20241.131.771.892.01-0.133.023.053.43-0.386.506.017.38-1.3613.1812.4114.95-2.55
Brigade Capital ManagementBATTL8BATLN 2015-8A1/5/20241.081.651.781.790.003.363.253.63-0.386.276.576.77-0.2012.9113.4313.94-0.51
AGL CreditAGLCL22AGL 2022-22A1/5/20241.221.661.712.02-0.303.403.764.14-0.386.306.517.67-1.15
Credit Suisse First BostonMADPK20MDPK 2016-20A1/16/20240.981.381.141.35-0.213.182.743.12-0.385.885.425.77-0.3511.8211.7911.600.19
Apollo Global ManagementGULFM3RRAMX 2021-3A1/2/20241.091.681.611.82-0.213.012.883.27-0.386.496.097.04-0.9513.1913.1914.31-1.13
Seix AdvisorsMTNV14MVEW 2019-1A1/8/20241.071.681.791.79-0.013.483.333.71-0.386.276.286.68-0.4012.3811.9313.20-1.27
AllianceBernsteinABBSL2ABBSL 2021-2A1/3/20241.111.711.091.90-0.813.183.153.53-0.386.396.377.09-0.7213.0813.0314.51-1.48
Sound Point Capital ManagementBLUMT34BLUEM 2022-34A1/8/20241.061.621.551.73-0.173.493.333.71-0.386.316.176.71-0.55
Canyon Capital AdvisorsCANY202CANYC 2020-2A1/2/20241.001.741.321.75-0.433.022.643.03-0.396.535.886.54-0.6613.1912.6413.22-0.57
Sound Point Capital ManagementBLUMT154BLUEM 2015-4A1/8/20241.061.621.491.72-0.233.463.273.66-0.396.286.376.64-0.2711.9412.0012.63-0.63
Credit Suisse First BostonMADPK47MDPK 2020-47A1/9/20240.991.631.431.61-0.193.302.873.26-0.396.175.816.09-0.2912.3312.6012.180.42
LCM Asset ManagementLCM28LCM 28A1/12/20241.141.541.951.750.203.203.253.64-0.395.836.136.63-0.5111.7911.8613.42-1.56
Irradiant PartnersKAYNE1RAD 2018-1A1/3/20241.061.651.621.74-0.133.132.923.31-0.396.346.506.71-0.2113.0513.9713.800.17
King Street Capital ManagementROCT201ROCKT 2020-1A1/9/20241.061.351.121.44-0.323.273.083.47-0.396.176.366.56-0.2012.3513.3613.130.23
CenterbridgePKBLU221PKBLU 2022-1A1/9/20241.261.561.721.97-0.263.303.774.16-0.396.176.597.77-1.19
ArrowMark Colorado HoldingsELEV1810AWPT 2018-10A1/9/20241.041.621.481.68-0.203.283.013.40-0.396.155.896.38-0.4912.3111.7112.75-1.04
ArrowMark Colorado HoldingsARROP165AWPT 2016-5A1/12/20241.021.521.431.54-0.123.192.853.24-0.395.815.605.91-0.3111.7611.6511.94-0.29
Pretium Credit ManagementCROWPT4CRNPT 2018-4A1/9/20241.021.621.361.66-0.303.292.973.37-0.406.165.976.31-0.3412.3112.3812.60-0.22
MJX Asset ManagementVENT28VENTR 2017-28A1/9/20241.081.561.831.690.133.273.153.55-0.406.166.556.67-0.1312.2912.3613.32-0.96
Crescent Capital GroupATLSLF17ATCLO 2021-17A1/8/20241.171.671.881.96-0.083.483.684.08-0.406.306.747.40-0.6612.0813.5214.19-0.66
HPS Investment PartnersHPSL169HLM 9A-20161/8/20241.031.671.311.73-0.423.443.163.56-0.406.275.986.48-0.5012.1311.7812.54-0.75
ArrowMark Colorado HoldingsELEV2113AWPT 2021-13A1/3/20240.951.751.591.66-0.063.182.613.02-0.406.396.026.06-0.0413.0812.4412.400.04
Steele Creek Investment ManagementSTECR171STCR 2017-1A1/3/20241.081.701.591.83-0.243.163.013.41-0.416.406.556.92-0.3713.2012.5714.27-1.70
Marathon Asset ManagementMARATH10MCLO 2017-10A1/5/20241.251.641.892.05-0.163.393.834.24-0.416.307.327.87-0.5612.1513.7115.19-1.48
Anchorage Capital GroupANCH24ANCHC 2022-24A1/4/20241.091.671.751.81-0.063.323.203.61-0.416.375.936.93-1.0012.9313.1414.07-0.93
LCM Asset ManagementLCM26LCM 26A1/11/20241.061.571.771.670.103.182.973.38-0.415.885.796.26-0.4711.8611.3112.62-1.31
MJX Asset ManagementVENT24VENTR 2016-24A1/9/20241.131.621.901.830.063.203.223.63-0.416.086.296.89-0.6012.1510.3913.77-3.38
BaringsBAS213BABSN 2021-3A1/5/20241.171.641.811.92-0.113.393.573.98-0.416.306.577.39-0.8212.9413.9515.18-1.22
InvescoINVES221INVCO 2022-1A1/8/20241.131.661.641.88-0.243.493.533.94-0.416.316.217.13-0.9211.6311.3513.15-1.80
DoubleLine CapitalPARAL181PARL 2018-1A1/9/20241.101.621.481.79-0.313.243.163.57-0.416.126.566.75-0.1912.2312.1613.49-1.33
Bain Capital CreditBAIC171BCC 2017-1A1/5/20241.061.651.621.74-0.123.383.163.57-0.416.276.186.63-0.4612.8913.0213.63-0.61
PGIMDRYDN26DRSLF 2013-26A1/2/20240.991.741.551.73-0.182.992.552.96-0.416.515.166.45-1.2913.1310.2813.03-2.75
Shenkman Capital ManagementROMWRRMRK 2018-1A1/11/20241.031.551.601.600.003.192.883.30-0.415.875.496.08-0.5911.9211.6612.33-0.68
Carlyle GroupCBAM187CBAM 2018-7A1/8/20241.071.561.521.67-0.153.453.283.69-0.426.316.166.75-0.5910.7510.6411.51-0.87
Hayfin Capital ManagementHAFKNG8HAYFN 2018-8A1/5/20240.931.571.301.46-0.163.352.713.13-0.426.286.305.870.4312.9313.0512.070.98
Voya Alternative Asset ManagementVOY2103VOYA 2021-3A1/10/20241.121.531.501.72-0.223.253.223.64-0.426.075.826.81-0.9912.1011.9513.56-1.61
Irradiant PartnersRADCL17RAD 2022-17A1/9/20241.121.351.221.51-0.303.273.253.66-0.426.176.496.92-0.43
Voya Alternative Asset ManagementVOY1702VOYA 2017-2A1/4/20241.001.661.591.66-0.073.272.853.26-0.426.325.846.32-0.4812.8211.9712.80-0.83
Sound Point Capital ManagementBLUMFU1BLUEM 2017-1A1/8/20241.051.621.541.71-0.173.473.243.66-0.426.296.256.63-0.3811.9611.6912.60-0.91
LCM Asset ManagementLCM24LCM 24A1/11/20241.041.571.651.640.013.182.903.32-0.425.895.656.15-0.5011.8411.1812.35-1.16
Sound Point Capital ManagementSOUPT4RSNDPT 2013-3RA1/3/20241.041.701.901.770.143.172.893.31-0.426.416.436.67-0.2413.1713.3413.71-0.38
MJX Asset ManagementVENT23VENTR 2016-23A1/8/20241.101.611.711.77-0.063.463.403.82-0.426.306.126.95-0.8311.9211.8813.15-1.27
Shenkman Capital ManagementROMK2RMRK 2018-2A1/11/20241.051.551.611.62-0.013.182.913.33-0.435.875.736.15-0.4211.9312.0512.48-0.43
MJX Asset ManagementVENT31VENTR 2018-31A1/9/20241.101.621.891.790.093.283.193.62-0.436.166.036.80-0.7712.3112.0213.59-1.57
ORIX AdvisersMARIL6SPEAK 2018-6A1/17/20241.061.220.971.30-0.323.162.933.36-0.435.945.706.31-0.6111.5610.5712.29-1.72
Trimaran AdvisorsCATA181CRMN 2018-1A1/12/20241.021.471.201.51-0.303.192.823.26-0.445.835.225.95-0.7311.8010.6312.05-1.42
Carlyle GroupCBAM188CBAM 2018-8A1/8/20241.081.551.361.67-0.313.423.263.70-0.446.326.196.83-0.6410.7312.9011.601.30
Crescent Capital GroupATLSLF20ATCLO 2022-20A1/5/20241.221.661.902.01-0.113.403.694.13-0.446.306.437.65-1.22
Angelo, Gordon & CoNWOODS16WOODS 2017-16A1/9/20241.171.621.521.90-0.383.293.403.85-0.456.156.797.19-0.4012.3013.6514.37-0.71
MJX Asset ManagementVENT45VENTR 2022-45A1/9/20241.131.622.111.830.283.293.263.71-0.456.166.556.95-0.4012.3112.8613.89-1.03
Irradiant PartnersRADCL12RAD 2021-12A1/18/20241.011.160.801.17-0.373.172.753.20-0.455.935.875.98-0.1111.4611.9711.550.42
Voya Alternative Asset ManagementVOY1701VOYA 2017-1A1/5/20241.001.621.541.63-0.093.362.923.37-0.456.235.836.26-0.4312.8111.9512.86-0.91
Shenkman Capital ManagementROMK5RMRK 2021-5A1/2/20241.111.721.501.91-0.413.022.903.35-0.456.506.237.20-0.9613.1813.1414.59-1.45
TCW Asset ManagementTCW171TAMCO 2017-1A1/12/20240.941.250.411.17-0.763.102.462.91-0.455.965.305.60-0.2911.8911.4111.170.24
Golub CapitalGOLUP37BGCBSL 2018-37A1/4/20241.021.671.311.69-0.383.302.903.35-0.456.305.916.40-0.4913.0812.9313.28-0.35
Canaras Capital ManagementSARC8SRANC 2020-8A1/10/20241.041.551.891.600.283.232.903.35-0.456.086.166.30-0.1512.1312.3912.58-0.19
King Street Capital ManagementROCT213ROCKT 2021-3A1/9/20241.081.331.111.44-0.333.253.063.51-0.456.176.216.65-0.4412.3713.6713.350.33
King Street Capital ManagementROCT211ROCKT 2021-1A1/9/20241.101.351.091.48-0.393.273.133.58-0.456.176.236.76-0.5312.3513.5413.540.00
Fortress Investment GroupFORTCB16FCBSL 2022-3A1/8/20240.881.671.431.47-0.053.472.613.07-0.466.335.855.600.26
PGIMDRYDN47DRSLF 2017-47A1/2/20240.981.741.381.71-0.332.932.422.88-0.466.485.126.36-1.2313.0910.5312.84-2.31
King Street Capital ManagementROCT212ROCKT 2021-2A1/9/20241.091.350.991.48-0.483.273.113.57-0.466.176.416.74-0.3312.3513.9813.500.49
WhiteStarWTHRS12WITEH 2018-12A1/3/20241.031.711.501.76-0.263.162.793.25-0.466.375.356.56-1.2113.0511.4213.46-2.04
Jefferies FinanceAPEXC172JFIN 2017-2A1/5/20241.171.641.661.91-0.253.363.463.92-0.466.226.827.26-0.4412.7513.0214.87-1.85
MidOcean Credit Fund ManagementMIDOCC10MIDO 2019-10A1/10/20241.041.300.981.36-0.383.202.883.34-0.465.985.886.22-0.3512.1511.7012.65-0.96
Investcorp Credit ManagementJAMES16JTWN 2021-16A1/10/20241.081.551.501.67-0.173.233.043.50-0.466.085.846.58-0.7412.1312.2513.13-0.88
Hayfin Capital ManagementHAFKNG9HAYFN 2018-9A1/12/20240.961.541.231.47-0.243.082.482.94-0.463.713.483.54-0.079.499.489.070.41
Apollo Global ManagementGULFM6RRAMX 2021-6A1/3/20241.151.661.741.90-0.163.173.173.64-0.466.395.967.32-1.3513.1013.2615.01-1.75
Voya Alternative Asset ManagementINGIM132INGIM 2013-2A1/16/20241.021.491.541.520.023.643.263.72-0.465.844.935.96-1.0311.6710.8011.93-1.12
Ballyrock Investment AdvisorsBALLY181BALLY 2018-1A1/12/20240.991.401.031.38-0.353.192.683.15-0.475.855.145.78-0.6411.8811.4311.73-0.30
AristotleTRES171TREST 2017-1A1/10/20241.031.391.161.44-0.273.222.863.33-0.476.075.656.28-0.6312.0812.5112.490.02
Credit Suisse First BostonMADPK13MDPK 2014-13A1/5/20240.981.511.091.48-0.393.322.773.24-0.476.265.336.11-0.7812.8811.0012.57-1.58
Credit Suisse First BostonMADPK22MDPK 2016-22A1/4/20241.041.701.461.77-0.313.322.993.46-0.476.376.096.64-0.5512.9313.0813.48-0.40
HalseyPoint Asset ManagementHLSYPT2HLSY 2020-2A1/9/20241.091.621.591.77-0.173.273.093.56-0.476.156.046.69-0.6512.2911.9013.37-1.46
Octagon Credit InvestorsOCTAG33OCT33 2017-1A1/11/20241.031.531.611.590.023.192.823.29-0.475.905.016.10-1.0911.9510.1012.36-2.26
Apollo Global ManagementGULFM5RRAMX 2021-5A1/3/20241.141.661.701.88-0.193.173.123.60-0.486.396.107.25-1.1513.1013.4514.87-1.42
ICG Debt AdvisorsICGU1802ICG 2018-2A1/11/20240.991.371.321.36-0.043.152.653.13-0.485.965.255.91-0.6611.8711.7311.78-0.04
LCM Asset ManagementLCM40LCM 40A1/5/20241.251.421.631.77-0.143.363.714.20-0.48
Sound Point Capital ManagementSOUPT31SNDPT 2021-3A1/2/20241.151.771.962.04-0.093.023.003.48-0.486.505.927.49-1.5713.1812.4515.18-2.73
Canyon Capital AdvisorsCANY191CANYC 2019-1A1/2/20241.011.741.531.76-0.233.022.563.04-0.486.526.426.58-0.1613.1913.2413.30-0.06
Steele Creek Investment ManagementSTECR191STCR 2019-1A1/8/20241.041.621.511.69-0.193.493.153.64-0.486.276.496.54-0.0512.3612.1312.90-0.77
DoubleLine CapitalPARAL171PARL 2017-1A1/9/20241.071.621.381.73-0.353.222.953.44-0.496.145.986.55-0.5712.2110.6313.02-2.39
Credit Suisse First BostonATR13CDOATRM 13A1/9/20241.061.561.401.66-0.263.282.993.48-0.496.155.576.52-0.9512.3212.1113.07-0.96
Ares ManagementDENALI11DEN11 2015-1A1/8/20241.011.660.821.68-0.863.192.723.21-0.496.214.966.26-1.3011.678.6411.76-3.13
Morgan Stanley Eaton VanceASSU3MORGN 2018-3A1/9/20241.101.551.401.70-0.303.273.083.58-0.506.155.756.74-0.9812.3212.1513.50-1.35
Golub CapitalGOLP26BRGOCAP 2015-26A1/4/20241.001.661.271.66-0.383.292.773.28-0.506.305.876.27-0.4013.0612.8513.00-0.15
Jefferies FinanceAPEXC221APEXC 2022-1A1/9/20241.111.551.741.730.003.213.073.58-0.506.056.286.75-0.4712.1812.9813.58-0.60
Black Diamond Capital ManagementBDIAM171BLACK 2017-1A1/11/20240.941.281.051.20-0.153.162.462.97-0.515.905.645.540.1011.8311.1211.110.00
Aquarian Credit PartnersGALL9181GALL 2018-1A1/9/20241.141.560.611.79-1.183.123.063.57-0.516.034.406.90-2.5011.929.1713.63-4.47
Sound Point Capital ManagementBLUMT153BLUEM 2015-3A1/8/20241.071.621.531.73-0.193.483.193.70-0.516.306.186.71-0.5311.9411.7112.73-1.01
Marathon Asset ManagementMARATH13MCLO 2019-1A1/4/20241.241.671.152.07-0.913.323.614.12-0.516.376.827.90-1.0812.9413.0216.06-3.04
ICG Debt AdvisorsICGU1801ICG 2018-1A1/11/20241.001.491.531.480.053.152.623.14-0.515.914.905.89-0.9911.7911.0111.76-0.74
WhiteStarTRNTS5TRNTS 2016-5A1/12/20241.071.481.481.59-0.113.102.803.31-0.515.684.966.08-1.1211.499.0812.29-3.21
Seix AdvisorsMTNV172MVEW 2017-2A1/8/20241.031.681.631.73-0.103.473.053.57-0.526.275.986.46-0.4712.3611.6512.74-1.09
Sound Point Capital ManagementBLUMFU3BLUEM 2017-3A1/2/20241.051.741.591.84-0.252.932.573.09-0.526.516.126.85-0.7313.1512.7413.84-1.10
Bain Capital CreditRACEPNT8RACEP 2013-8A1/8/20241.061.671.501.78-0.283.473.173.69-0.526.296.886.680.2012.1513.0012.910.08
ArrowMark Colorado HoldingsELEV1708AWPT 2017-8A1/12/20240.981.471.321.45-0.133.152.583.10-0.525.825.405.74-0.3411.6610.7611.48-0.72
Morgan Stanley Eaton VanceASSU1MORGN 2017-1A1/5/20241.151.661.641.90-0.263.403.373.89-0.536.296.307.22-0.9212.9313.0714.83-1.76
AristotleTRES2TREST 2018-2A1/10/20241.041.391.111.44-0.333.212.803.33-0.536.075.536.31-0.7812.0712.4312.53-0.10
LCM Asset ManagementLCM25LCM 25A1/11/20241.121.571.841.770.083.193.053.59-0.535.905.926.63-0.7111.8211.7013.29-1.59
Blue OwlTRALE6TRAL 2019-6A1/9/20241.121.621.431.82-0.393.293.143.68-0.546.166.406.89-0.5012.3212.5413.79-1.25
King Street Capital ManagementROCT191ROCKT 2019-1A1/9/20241.091.350.991.47-0.483.263.013.54-0.546.166.076.69-0.6212.3413.0913.40-0.31
King Street Capital ManagementROCT192ROCKT 2019-2A1/10/20241.031.551.371.60-0.233.312.883.42-0.546.165.946.37-0.4312.1212.6412.530.11
WhiteStarCATLK5CATLK 2018-5A1/10/20241.101.541.421.71-0.293.202.993.53-0.546.076.286.71-0.4312.0511.9813.31-1.33
Shenkman Capital ManagementROMK1RMRK 2017-1A1/9/20241.041.611.741.680.063.262.853.39-0.546.125.606.36-0.7712.1911.7512.68-0.93
ArrowMark Colorado HoldingsELEV1809AWPT 2018-9A1/3/20241.041.711.561.78-0.233.142.743.28-0.546.356.006.63-0.6313.0411.9213.62-1.70
Sound Point Capital ManagementBLUMT22BLUEM 2018-22A1/2/20241.061.741.641.85-0.212.992.633.17-0.546.476.276.86-0.5913.1613.2713.94-0.67
Blue OwlWELF162WELF 2016-2A1/8/20241.051.661.311.74-0.433.383.013.55-0.546.266.486.57-0.0912.2510.7412.87-2.13
Crescent Capital GroupATLSLF8ATCLO 2017-8A1/4/20241.181.641.831.94-0.103.253.283.83-0.556.357.607.480.1212.9214.2115.21-1.00
MidOcean Credit Fund ManagementMIDOCC6MIDO 2016-6A1/9/20241.041.621.121.70-0.583.292.883.44-0.566.165.976.44-0.4712.3211.9312.88-0.94
MJX Asset ManagementVENT32VENTR 2018-32A1/5/20241.121.662.001.850.153.403.233.79-0.566.306.357.03-0.6812.9312.8014.44-1.64
MJX Asset ManagementVENT36VENTR 2019-36A1/9/20241.191.561.871.860.013.303.353.92-0.576.166.187.31-1.1312.3012.2214.59-2.37
MidOcean Credit Fund ManagementMIDOCC7MIDO 2017-7A1/3/20241.041.721.381.79-0.423.122.693.26-0.576.386.086.67-0.5813.0212.1413.60-1.46
Credit Suisse First BostonMADPK23MDPK 2017-23A1/16/20241.071.521.411.63-0.233.212.873.44-0.575.885.546.31-0.7711.8011.6312.65-1.02
ZAIS GroupZAIS14ZAIS 2020-14A1/3/20240.971.711.421.66-0.243.152.473.06-0.586.385.676.20-0.5313.0612.3412.69-0.35
Investcorp Credit ManagementMBLPT12MP12 2018-1A1/3/20241.091.651.651.80-0.143.132.833.41-0.596.346.376.91-0.5413.0512.9114.23-1.32
Investcorp Credit ManagementMBLPT10MP10 2017-1A1/3/20241.081.631.591.77-0.183.082.743.33-0.596.326.646.84-0.2013.0812.8714.14-1.27
Credit Suisse First BostonATR14CDOATRM 14A1/2/20241.021.571.201.60-0.412.982.453.04-0.606.475.706.61-0.9113.1812.9713.46-0.49
Jefferies FinanceAPEXC182APEXC 2018-2A1/9/20241.241.561.791.93-0.143.293.464.06-0.606.166.727.61-0.9012.3312.4815.24-2.76
Fortress Investment GroupFORTCB15FCBSL 2022-2A1/3/20241.151.751.942.01-0.073.183.043.66-0.626.426.747.38-0.64
MJX Asset ManagementVENT14VENTR 2013-14A1/12/20241.011.481.331.50-0.173.102.513.14-0.635.865.585.94-0.3611.6010.6211.75-1.14
MidOcean Credit Fund ManagementMIDOCC8MIDO 2018-8A1/3/20241.071.701.541.81-0.273.182.753.39-0.646.396.276.81-0.5413.0812.9813.95-0.97
Park Avenue Institutional AdvisersPKAV222PAIA 2022-2A1/9/20241.001.631.471.62-0.153.292.643.28-0.646.165.276.14-0.88
Sound Point Capital ManagementBLUMFU2BLUEM 2017-2A1/8/20241.061.621.581.72-0.143.473.033.67-0.656.295.966.66-0.7011.9511.4612.65-1.18
LCM Asset ManagementLCMLILCMLF 1A1/11/20241.161.572.161.820.343.193.053.70-0.655.906.076.83-0.7611.9311.4813.82-2.34
King Street Capital ManagementROCT171ROCKT 2017-1A1/9/20241.111.561.411.74-0.333.293.013.65-0.656.176.146.86-0.7212.3313.3113.72-0.40
MJX Asset ManagementVENT33VENTR 2018-33A1/2/20241.151.731.961.99-0.033.012.793.45-0.666.496.467.44-0.9813.1612.9415.08-2.15
WhiteStarTRNTS18TRNTS 2021-18A1/9/20241.191.561.621.87-0.253.303.283.94-0.666.176.207.35-1.1612.3212.4314.68-2.25
AristotleTRES5TREST 2021-5A1/5/20241.111.581.511.75-0.243.393.083.75-0.676.305.986.97-0.9912.9513.4014.32-0.92
Blue OwlWELF171WELF 2017-1A1/9/20241.061.621.551.71-0.163.212.713.39-0.686.117.036.460.5712.0713.1412.760.38
Golub CapitalGOLUP35BGOCAP 2017-35A1/4/20241.001.661.101.66-0.563.252.563.25-0.696.295.606.29-0.6913.0411.8713.04-1.17
CVC Credit PartnersAPIDO27APID 2017-27A1/4/20241.011.661.321.68-0.363.242.593.29-0.696.255.056.34-1.2913.0111.4013.18-1.77
King Street Capital ManagementROCT222ROCKT 2022-2A1/9/20241.041.331.111.38-0.273.252.683.38-0.706.174.306.41-2.11
MacKay ShieldsCVP171MKS 2017-1A1/10/20241.041.531.331.59-0.273.212.633.33-0.706.045.106.26-1.1711.9811.2312.42-1.19
ArrowMark Colorado HoldingsELEV1706AWPT 2017-6A1/3/20241.021.701.301.74-0.443.032.413.11-0.706.335.796.48-0.7013.0411.3513.35-2.00
Morgan Stanley Eaton VanceASSU2MORGN 2018-2A1/9/20241.111.541.351.71-0.373.222.873.58-0.706.115.516.78-1.2712.2512.0613.61-1.55
Morgan Stanley Eaton VanceASSU4MORGN 2019-4A1/9/20241.141.551.591.77-0.183.192.913.63-0.726.105.636.93-1.3012.2411.5213.91-2.39
LCM Asset ManagementLCM23LCM 23A1/11/20241.121.571.941.760.183.152.803.53-0.735.855.756.56-0.8111.7211.1513.14-1.99
Crescent Capital GroupATST1ATSTC 2022-1A1/2/20241.101.721.721.90-0.182.982.563.29-0.736.486.317.15-0.84
Credit Suisse First BostonMADPK29MDPK 2018-29A1/5/20241.081.661.351.79-0.433.402.933.67-0.736.295.746.80-1.0512.9312.8013.96-1.16
LCM Asset ManagementLCM22LCM 22A1/11/20241.091.571.661.71-0.053.172.723.45-0.735.895.646.41-0.7711.7510.8712.79-1.92
AXA Investment ManagersALLEG4ALLEG 2016-1A1/4/20240.971.661.201.60-0.403.212.373.11-0.746.315.716.11-0.4012.9011.5312.49-0.96
NuveenSSTAT1SSTAT 2021-1A1/12/20241.041.471.221.53-0.313.182.563.31-0.755.844.696.07-1.3811.6110.4312.06-1.63
Fortress Investment GroupFORTCB3FCBSL 2015-1A1/3/20240.941.751.041.65-0.613.102.182.92-0.756.365.626.00-0.3713.0811.9912.34-0.35
MJX Asset ManagementVENT34VENTR 2018-34A1/3/20241.171.661.911.95-0.043.162.963.71-0.756.386.177.49-1.3213.0912.6715.36-2.69
Irradiant PartnersRADCL16RAD 2022-16A1/3/20241.221.671.842.05-0.213.183.143.89-0.756.397.047.82-0.78
MidOcean Credit Fund ManagementMIDOCC9MIDO 2018-9A1/9/20241.101.601.291.77-0.483.252.843.59-0.756.116.006.75-0.7512.2511.9813.52-1.55
ZAIS GroupZAIS3ZCLO3 2015-3A1/3/20241.231.671.602.06-0.463.143.113.87-0.766.366.437.85-1.4213.0612.7216.12-3.40
Sound Point Capital ManagementSOUPT12SNDPT 2016-2A1/5/20241.011.640.851.66-0.813.242.513.27-0.766.225.736.28-0.5412.9410.3113.06-2.75
MJX Asset ManagementVENT18VENTR 2014-18A1/5/20241.081.631.561.75-0.203.292.783.54-0.766.326.156.80-0.6512.2610.9713.20-2.23
Crescent Capital GroupATLSLF3ATCLO 2013-1A1/5/20241.151.641.771.90-0.133.393.153.91-0.766.216.597.17-0.5712.8312.0914.81-2.72
LCM Asset ManagementLCM13LCM 13A1/10/20241.001.611.141.61-0.473.092.323.08-0.765.995.495.97-0.4811.7910.5911.76-1.17
CVC Credit PartnersAPIDO26APID 2017-26A1/5/20241.001.651.341.65-0.313.322.543.32-0.786.224.786.23-1.4512.8110.7512.82-2.06
Golub CapitalGOLUP23BGOCAP 2015-23A1/5/20240.991.650.811.64-0.823.372.523.33-0.826.285.406.21-0.8112.8812.0812.74-0.67
MJX Asset ManagementVENT30VENTR 2017-30A1/3/20241.081.671.721.81-0.093.162.603.43-0.826.386.036.91-0.8813.0612.1014.15-2.05
King Street Capital ManagementROCT223ROCKT 2022-3A1/9/20241.321.331.431.75-0.323.253.454.28-0.836.176.328.11-1.78
ICG Debt AdvisorsICGU1402ICG 2014-2A1/5/20241.101.641.611.79-0.183.362.843.68-0.846.325.196.93-1.7412.1411.4513.30-1.84
MJX Asset ManagementVENT29VENTR 2017-29A1/3/20241.101.711.811.88-0.073.172.643.49-0.856.396.477.02-0.5413.0711.9914.36-2.37
Octagon Credit InvestorsOCTAG60OCT60 2022-1A1/11/20241.361.531.762.08-0.333.213.504.36-0.865.915.708.03-2.33
ArrowMark Colorado HoldingsARROP142AWPT 2014-2A1/3/20240.961.651.221.58-0.363.052.052.92-0.876.315.666.06-0.4013.0011.2512.48-1.23
MJX Asset ManagementVENT27VENTR 2017-27A1/9/20241.091.621.631.78-0.143.272.693.58-0.886.145.616.72-1.1212.2710.9313.43-2.51
King Street Capital ManagementROCT181ROCKT 2018-1A1/16/20241.081.300.871.40-0.543.192.513.43-0.925.935.606.39-0.8011.7212.2212.62-0.40
King Street Capital ManagementROCT182ROCKT 2018-2A1/9/20241.091.350.971.47-0.503.262.613.55-0.936.155.826.71-0.8812.3313.0613.44-0.38
Octagon Credit InvestorsOCTAG62OCT62 2022-1A1/11/20241.401.551.812.17-0.363.223.524.49-0.975.916.168.25-2.09
ZAIS GroupZAIS13ZAIS 2019-13A1/3/20241.231.671.782.06-0.293.182.953.92-0.976.396.537.88-1.3513.0913.4916.14-2.65
CenterbridgePKBLU222PKBLU 2022-2A1/5/20241.361.661.822.26-0.433.403.674.64-0.976.306.508.60-2.10
NuveenSYMPH36SYMP 2022-36A1/11/20241.341.491.532.00-0.473.203.304.28-0.985.915.037.92-2.89
ZAIS GroupZAIS11ZAIS 2018-11A1/9/20241.271.561.731.99-0.273.293.204.19-0.996.176.227.86-1.6512.3312.1015.72-3.62
King Street Capital ManagementROCT172ROCKT 2017-2A1/3/20241.081.591.161.72-0.563.102.313.35-1.046.345.606.85-1.2513.1013.3114.15-0.83
Capital Four ManagementCAPFRU3C4US 2022-2A1/5/20241.431.641.742.34-0.613.423.824.88-1.06
First Eagle Private CreditCUTW1501CTWTR 2015-1A1/4/20241.201.661.121.98-0.873.232.813.86-1.066.316.687.54-0.8612.8814.0415.39-1.35
Five Arrows ManagersOCEANT14OCTR 2023-14A1/10/20241.511.551.782.34-0.563.233.834.89-1.066.086.049.19-3.15
Orchard First Source Asset ManagementOFSIB8OFSBS 2017-1A1/3/20241.021.661.371.70-0.323.102.093.17-1.086.385.206.52-1.3213.0111.7813.31-1.53
MJX Asset ManagementVENT17VENTR 2014-17A1/5/20241.071.631.151.74-0.593.292.403.51-1.116.255.046.67-1.6312.1210.1712.93-2.76
Blue OwlWELF161WELF 2016-1A1/9/20241.091.621.401.76-0.373.162.333.45-1.116.086.396.63-0.2411.9912.4013.06-0.66
King Street Capital ManagementROCT173ROCKT 2017-3A1/9/20241.091.350.891.47-0.583.252.383.54-1.166.175.526.73-1.2112.3012.4913.42-0.93
Canaras Capital ManagementSARC6SRANC 2018-6A1/4/20241.211.692.162.050.113.162.533.83-1.306.386.367.73-1.3613.0913.5115.86-2.34
Fortress Investment GroupHILDE4HLDN 2015-4A1/8/20240.991.620.801.61-0.813.432.053.41-1.366.265.086.22-1.1412.6711.1312.58-1.46
Brigade Capital ManagementBATTL24BATLN 2022-24A1/3/20241.561.682.192.62-0.433.183.494.97-1.486.426.8810.03-3.15
ZAIS GroupZAIS6ZAIS6 2017-1A1/3/20241.181.661.441.97-0.533.122.063.69-1.636.365.937.52-1.5913.1212.1915.51-3.32
Canaras Capital ManagementSARC3SRANC 2014-3A1/10/20241.131.511.571.70-0.133.141.673.54-1.875.916.006.68-0.6811.9513.4013.50-0.10
CQS ManagementCQSU2202CQS 2022-2A1/10/20241.431.591.872.27-0.403.212.674.58-1.916.075.358.66-3.31
ZAIS GroupZAIS8ZAIS8 2018-1A1/3/20241.261.651.682.08-0.403.061.903.85-1.966.316.167.95-1.7913.1112.3616.51-4.15
Canaras Capital ManagementSARC1SRANC 2013-1A1/17/20241.111.300.991.44-0.453.151.513.48-1.975.844.676.45-1.7811.1812.3512.36-0.01
MidOcean Credit Fund ManagementMIDOCC5MIDO 2016-5A1/8/20241.071.670.301.78-1.483.391.343.61-2.286.264.906.67-1.7712.2910.5013.10-2.60
Marathon Asset ManagementMARATH6MCLO 2014-6A1/5/20241.261.681.472.13-0.663.331.854.20-2.356.267.377.90-0.5312.3211.1015.57-4.47
ZAIS GroupZAIS5ZAIS5 2016-2A1/3/20241.231.651.242.02-0.773.021.193.70-2.516.286.077.70-1.6313.0310.2115.97-5.76
Marathon Asset ManagementMARATH5MCLO 2013-5A1/10/20241.131.53-2.831.73-4.573.130.523.54-3.025.856.986.620.3611.7414.3013.271.04
Canaras Capital ManagementSARC2SRANC 2014-2A1/10/20241.231.550.601.91-1.313.220.703.97-3.276.044.747.44-2.7011.9810.9614.76-3.80
Bardin Hill Investment PartnersHALCL153HLA 2015-3A1/5/20241.031.65-0.261.69-1.953.24-0.133.33-3.466.182.856.35-3.5012.796.1513.14-6.98
SPBDALSPBDALSPBDAL1/22/20241.071.073.283.285.935.9311.4111.41
SPBDLLSPBDLLSPBDLL1/22/20241.070.893.283.335.935.8011.4110.59

Above Average

Below Average

Apply Filter

Clear Column Filter

Clear All Filters

Close

* Please see the Users’ Notes tab for an explanation of methods and results. Source: Intex, Markit, S&P, Santander US Capital Markets

This material is intended only for institutional investors and does not carry all of the independence and disclosure standards of retail debt research reports. In the preparation of this material, the author may have consulted or otherwise discussed the matters referenced herein with one or more of SCM’s trading desks, any of which may have accumulated or otherwise taken a position, long or short, in any of the financial instruments discussed in or related to this material. Further, SCM may act as a market maker or principal dealer and may have proprietary interests that differ or conflict with the recipient hereof, in connection with any financial instrument discussed in or related to this material.

This message, including any attachments or links contained herein, is subject to important disclaimers, conditions, and disclosures regarding Electronic Communications, which you can find at https://portfolio-strategy.apsec.com/sancap-disclaimers-and-disclosures.

Important Disclaimers

Copyright © 2024 Santander US Capital Markets LLC and its affiliates (“SCM”). All rights reserved. SCM is a member of FINRA and SIPC. This material is intended for limited distribution to institutions only and is not publicly available. Any unauthorized use or disclosure is prohibited.

In making this material available, SCM (i) is not providing any advice to the recipient, including, without limitation, any advice as to investment, legal, accounting, tax and financial matters, (ii) is not acting as an advisor or fiduciary in respect of the recipient, (iii) is not making any predictions or projections and (iv) intends that any recipient to which SCM has provided this material is an “institutional investor” (as defined under applicable law and regulation, including FINRA Rule 4512 and that this material will not be disseminated, in whole or part, to any third party by the recipient.

The author of this material is an economist, desk strategist or trader. In the preparation of this material, the author may have consulted or otherwise discussed the matters referenced herein with one or more of SCM’s trading desks, any of which may have accumulated or otherwise taken a position, long or short, in any of the financial instruments discussed in or related to this material. Further, SCM or any of its affiliates may act as a market maker or principal dealer and may have proprietary interests that differ or conflict with the recipient hereof, in connection with any financial instrument discussed in or related to this material.

This material (i) has been prepared for information purposes only and does not constitute a solicitation or an offer to buy or sell any securities, related investments or other financial instruments, (ii) is neither research, a “research report” as commonly understood under the securities laws and regulations promulgated thereunder nor the product of a research department, (iii) or parts thereof may have been obtained from various sources, the reliability of which has not been verified and cannot be guaranteed by SCM, (iv) should not be reproduced or disclosed to any other person, without SCM’s prior consent and (v) is not intended for distribution in any jurisdiction in which its distribution would be prohibited.

In connection with this material, SCM (i) makes no representation or warranties as to the appropriateness or reliance for use in any transaction or as to the permissibility or legality of any financial instrument in any jurisdiction, (ii) believes the information in this material to be reliable, has not independently verified such information and makes no representation, express or implied, with regard to the accuracy or completeness of such information, (iii) accepts no responsibility or liability as to any reliance placed, or investment decision made, on the basis of such information by the recipient and (iv) does not undertake, and disclaims any duty to undertake, to update or to revise the information contained in this material.

Unless otherwise stated, the views, opinions, forecasts, valuations, or estimates contained in this material are those solely of the author, as of the date of publication of this material, and are subject to change without notice. The recipient of this material should make an independent evaluation of this information and make such other investigations as the recipient considers necessary (including obtaining independent financial advice), before transacting in any financial market or instrument discussed in or related to this material.