episode_id
stringlengths 6
6
| portfolio_id
stringlengths 6
6
| as_of_date
stringdate 2024-01-06 00:00:00
2025-12-26 00:00:00
| regime
stringclasses 4
values | ig_spread_bps
int64 65
260
| hy_spread_bps
int64 280
850
| unemployment_pct
float64 3.2
8.5
| gdp_yoy_pct
float64 -2
3
| nav_usd
int64 50.1M
3B
| sector_exposure_pct
stringlengths 31
94
| region_exposure_pct
stringlengths 42
45
| rating_mix_pct
stringlengths 27
49
| avg_pd_pct
float64 0.4
7.5
| avg_lgd_pct
float64 20
65
| var_95_bps
int64 80
400
| stress_loss_bps
int64 120
710
| drawdown_60d_pct
float64 2
23.7
| policy_max_name_pct
float64 2
4
| policy_max_sector_pct
int64 20
35
| policy_max_region_pct
int64 35
55
| policy_hy_cap_pct
int64 20
35
| breach_sector_flag
bool 2
classes | breach_region_flag
bool 2
classes | breach_hy_cap_flag
bool 2
classes | breach_var_flag
bool 2
classes | ews_dsr_jump_pp
float64 -0.5
2.5
| ews_delinq30d_jump_pp
float64 -0.3
1.8
| ews_rating_drift_notches
float64 -0.4
0.6
| ews_sector_alerts
stringclasses 426
values | action_type
stringclasses 5
values | action_payload
stringlengths 23
41
| expected_loss_delta_bps
int64 -60
20
| expected_yield_delta_bps
int64 -25
45
| execution_venue
stringclasses 5
values | execution_mode
stringclasses 4
values | slippage_bps
int64 0
12
| fill_ratio_pct
int64 0
100
| pnl_30d_bps
int64 -220
457
| credit_loss_90d_bps
int64 -480
210
| self_correction_trigger
stringclasses 4
values | self_correction_action
stringclasses 4
values | self_correction_reason
stringclasses 5
values | post_correction_var_bps
int64 90
260
| audit_notes
stringclasses 5
values |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C00201
|
CR4223
|
2025-01-01
|
Stress
| 208
| 615
| 7.7
| -1.2
| 2,715,737,334
|
Healthcare:31.7;Consumer:16.4;Financials:16.0;Energy:11.1;Industrials:24.7
|
US:62.2;EU:13.3;APAC:14.8;EMEA:6.3;LATAM:3.4
|
AA:27.3;CCC:21.1;B:28.2;BB:23.5
| 2.94
| 54.1
| 314
| 378
| 16.4
| 4
| 30
| 55
| 35
| true
| true
| true
| true
| 0.18
| 0.12
| 0.05
|
Industrials:EW
|
Hedge
|
Options_Payer: +114bps notional
| 20
| -20
|
DealerA
|
Electronic
| 6
| 93
| 114
| -5
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 126
|
Rotate into defensive sectors
|
C00202
|
CR0335
|
2025-12-11
|
Calm
| 77
| 407
| 4.4
| 2.5
| 166,381,003
|
Energy:30.8;Utilities:29.7;Industrials:25.7;Comm:13.8
|
US:60.9;EU:11.0;APAC:13.9;EMEA:6.5;LATAM:7.7
|
AA:36.3;CCC:12.5;BBB:32.0;A:19.1
| 1.19
| 25.3
| 82
| 241
| 11
| 3.5
| 20
| 35
| 25
| true
| true
| false
| false
| 1.02
| -0.28
| 0.18
|
RealEstate:EW
|
Hedge
|
Treasury_Futures: +133bps notional
| -43
| 14
|
DealerC
|
All2All
| 1
| 86
| -25
| -477
|
Region>limit
|
Reduce
|
Regional concentration above limit
| 113
|
Escalate watchlist names
|
C00203
|
CR5321
|
2025-02-18
|
Calm
| 79
| 331
| 3.4
| 2.8
| 2,411,249,171
|
Consumer:15.5;Materials:27.7;Utilities:13.7;Comm:9.4;Energy:8.2;Tech:25.4
|
US:76.7;EU:6.1;APAC:6.8;EMEA:6.7;LATAM:3.6
|
BBB:20.1;A:15.5;BB:18.0;B:7.9;AAA:22.9;CCC:15.5
| 2.19
| 26.7
| 204
| 284
| 3.8
| 3.5
| 20
| 55
| 20
| true
| true
| true
| true
| 0.53
| 0.88
| 0.51
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -57
| -4
|
ECN1
|
RFQ
| 6
| 99
| -155
| -348
|
Sector>limit
|
Rotate
|
Sector concentration above limit
| 154
|
Defer adds pending macro print
|
C00204
|
CR6214
|
2025-03-21
|
Calm
| 80
| 306
| 4.5
| 2.9
| 1,459,954,316
|
Consumer:23.2;Energy:13.3;Utilities:25.9;Tech:16.8;Industrials:12.4;Financials:8.3
|
US:68.2;EU:6.2;APAC:12.7;EMEA:10.0;LATAM:2.8
|
AA:29.5;B:10.4;A:40.2;AAA:19.9
| 5.45
| 58
| 188
| 414
| 9.8
| 2
| 30
| 35
| 20
| false
| true
| false
| false
| 1.47
| 0.85
| 0.43
|
Energy:EW
|
Hedge
|
CDX_IG: +151bps notional
| -28
| 7
|
DealerB
|
RFQ
| 4
| 99
| 286
| 40
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 217
|
Escalate watchlist names
|
C00205
|
CR7074
|
2025-08-27
|
Tightening
| 93
| 482
| 5.1
| 0.9
| 1,256,236,283
|
Tech:17.8;Consumer:43.7;Industrials:38.5
|
US:58.7;EU:16.6;APAC:14.7;EMEA:4.6;LATAM:5.4
|
AAA:20.4;BBB:12.9;AA:28.1;BB:38.6
| 2.93
| 51.6
| 145
| 398
| 8
| 3
| 35
| 45
| 20
| true
| true
| true
| false
| -0.24
| 0.87
| 0.03
|
RealEstate:EW;Comm:EW
|
Hedge
|
CDX_HY: +197bps notional
| 18
| 21
|
ECN2
|
All2All
| 7
| 98
| 343
| -226
|
Region>limit
|
Rotate
|
Regional concentration above limit
| 162
|
Reviewed by risk; hedges staggered
|
C00206
|
CR9742
|
2024-06-23
|
Stress
| 248
| 671
| 7.8
| 0.4
| 2,248,949,450
|
Consumer:50.3;Utilities:26.7;Industrials:23.0
|
US:67.8;EU:7.9;APAC:13.3;EMEA:9.8;LATAM:1.2
|
BBB:21.4;B:6.2;AAA:58.8;CCC:13.6
| 4.21
| 24.9
| 318
| 671
| 12
| 3.5
| 35
| 45
| 20
| true
| true
| false
| true
| 1.43
| 1.68
| -0.05
|
Comm:EW;Financials:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -55
| 23
|
DealerA
|
RFQ
| 7
| 93
| 167
| -80
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 242
|
Reviewed by risk; hedges staggered
|
C00207
|
CR1955
|
2025-05-05
|
Tightening
| 91
| 477
| 5.1
| 1.3
| 438,872,955
|
Industrials:23.5;Healthcare:17.8;Comm:7.4;RealEstate:16.0;Financials:7.4;Energy:27.9
|
US:72.4;EU:7.4;APAC:14.9;EMEA:4.0;LATAM:1.4
|
CCC:23.4;A:21.3;BB:20.4;AA:20.6;BBB:14.4
| 1.83
| 32
| 190
| 326
| 14.5
| 3.5
| 35
| 55
| 25
| false
| true
| true
| false
| -0.28
| 0.8
| -0.13
|
RealEstate:EW;Tech:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -23
| 12
|
ECN2
|
Electronic
| 10
| 95
| -92
| -443
|
Sector>limit
|
Rotate
|
Sector concentration above limit
| 100
|
Escalate watchlist names
|
C00208
|
CR3918
|
2024-10-17
|
Recovery
| 127
| 462
| 5.9
| 1.2
| 1,689,848,945
|
Utilities:7.1;Financials:21.2;Tech:27.0;Comm:23.7;Energy:9.5;RealEstate:11.5
|
US:63.0;EU:7.9;APAC:12.8;EMEA:9.9;LATAM:6.5
|
AAA:20.4;BBB:7.6;CCC:20.1;AA:17.4;A:17.9;B:16.7
| 3.1
| 21.1
| 258
| 403
| 10.5
| 2.5
| 20
| 35
| 20
| true
| true
| true
| true
| -0.48
| 1.11
| -0.12
|
Tech:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -53
| -24
|
DealerA
|
All2All
| 4
| 94
| 234
| -119
|
HYCap>limit
|
Rotate
|
High-yield share above policy cap
| 246
|
Defer adds pending macro print
|
C00209
|
CR6432
|
2025-12-26
|
Calm
| 87
| 300
| 3.3
| 1.5
| 2,831,898,512
|
Tech:35.7;Consumer:16.3;Healthcare:11.1;Utilities:36.9
|
US:59.0;EU:13.6;APAC:14.9;EMEA:8.2;LATAM:4.3
|
AA:19.3;CCC:15.2;B:39.0;AAA:26.5
| 0.69
| 35.1
| 213
| 294
| 4.8
| 2.5
| 35
| 45
| 35
| true
| true
| true
| true
| 1.95
| 1.74
| -0.19
|
RealEstate:EW
|
Hedge
|
CDX_HY: +166bps notional
| 5
| 5
|
DealerC
|
Electronic
| 5
| 88
| 413
| 138
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 215
|
Defer adds pending macro print
|
C00210
|
CR8613
|
2024-11-27
|
Tightening
| 133
| 371
| 4.4
| 1.4
| 2,023,919,378
|
Healthcare:36.0;Tech:22.8;Consumer:41.1
|
US:58.4;EU:20.3;APAC:14.3;EMEA:4.7;LATAM:2.4
|
A:23.9;B:7.5;BB:11.7;BBB:35.8;AA:21.2
| 3.52
| 20.4
| 232
| 212
| 11.2
| 4
| 20
| 45
| 20
| true
| true
| false
| true
| 1.44
| -0.15
| 0.14
|
Energy:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -47
| 42
|
ECN1
|
All2All
| 5
| 85
| 153
| -234
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 149
|
Reviewed by risk; hedges staggered
|
C00211
|
CR0544
|
2025-07-07
|
Stress
| 231
| 797
| 6.4
| -1.9
| 2,074,803,643
|
Consumer:12.7;Tech:33.2;Healthcare:32.4;Industrials:21.6
|
US:69.1;EU:17.7;APAC:6.2;EMEA:3.5;LATAM:3.6
|
BBB:28.7;AAA:25.1;A:16.0;B:30.2
| 7.47
| 44.4
| 333
| 370
| 14.4
| 3
| 30
| 45
| 35
| true
| true
| false
| true
| 1.95
| 0.52
| 0.6
| null |
Hedge
|
CDX_IG: +140bps notional
| -27
| -4
|
DealerC
|
RFQ
| 10
| 86
| -12
| -213
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 184
|
Escalate watchlist names
|
C00212
|
CR6563
|
2024-09-16
|
Stress
| 232
| 659
| 7.7
| -0.7
| 2,309,359,023
|
Healthcare:7.9;Materials:14.3;Comm:31.2;Financials:15.1;RealEstate:31.5
|
US:66.6;EU:13.5;APAC:12.5;EMEA:4.8;LATAM:2.5
|
AA:10.8;AAA:13.8;BB:20.4;B:41.4;A:13.6
| 7.33
| 26.9
| 235
| 477
| 18.4
| 4
| 20
| 55
| 30
| true
| true
| true
| true
| 2.04
| 0.37
| -0.21
|
Utilities:EW;Financials:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| 19
| 44
|
DealerA
|
RFQ
| 9
| 96
| 257
| -280
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 251
|
Tighten HY exposure bands
|
C00213
|
CR6758
|
2025-06-24
|
Calm
| 108
| 301
| 3.4
| 1.9
| 2,080,275,546
|
Energy:48.3;Consumer:38.0;Healthcare:13.7
|
US:65.2;EU:16.4;APAC:10.6;EMEA:4.3;LATAM:3.5
|
CCC:11.2;A:40.1;BBB:24.4;B:24.3
| 4.38
| 44.3
| 227
| 208
| 9.3
| 4
| 25
| 35
| 20
| true
| true
| true
| true
| 0.96
| 1.1
| 0.55
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -10
| 24
|
ECN2
|
All2All
| 8
| 94
| 38
| -59
|
Region>limit
|
Reduce
|
Regional concentration above limit
| 188
|
Tighten HY exposure bands
|
C00214
|
CR0112
|
2024-04-09
|
Calm
| 107
| 405
| 4.1
| 2.6
| 2,108,221,429
|
Financials:8.1;Materials:15.4;Healthcare:16.4;Comm:21.0;Consumer:17.8;RealEstate:21.3
|
US:59.2;EU:20.6;APAC:5.6;EMEA:9.3;LATAM:5.3
|
A:13.5;AAA:13.5;BBB:26.9;BB:11.8;AA:21.9;B:12.4
| 5.03
| 46
| 162
| 298
| 11.7
| 3
| 30
| 55
| 25
| false
| true
| false
| false
| 0.72
| 1.31
| 0.56
|
Financials:EW;Comm:EW
|
Hedge
|
Options_Payer: +169bps notional
| -22
| 20
|
DealerA
|
RFQ
| 7
| 96
| 104
| -198
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 212
|
Reviewed by risk; hedges staggered
|
C00215
|
CR8906
|
2024-09-13
|
Tightening
| 130
| 419
| 4.5
| 1.7
| 473,961,866
|
Utilities:30.3;Materials:15.3;Tech:27.7;Industrials:26.7
|
US:67.9;EU:11.5;APAC:10.7;EMEA:6.5;LATAM:3.4
|
CCC:41.2;BB:17.6;AA:10.5;B:9.2;AAA:21.4
| 3.66
| 46.1
| 167
| 152
| 10.4
| 3.5
| 35
| 45
| 25
| false
| true
| true
| false
| 1.37
| -0.12
| -0.23
|
Utilities:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -55
| 15
|
ECN1
|
DealerAxed
| 3
| 98
| -128
| -421
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 139
|
Escalate watchlist names
|
C00216
|
CR7522
|
2025-05-11
|
Recovery
| 129
| 531
| 6
| 0.9
| 2,930,573,731
|
Healthcare:67.8;Tech:16.2;Comm:16.0
|
US:52.3;EU:17.4;APAC:12.8;EMEA:10.7;LATAM:6.8
|
AAA:12.3;B:20.3;AA:15.2;A:26.3;CCC:14.0;BB:11.9
| 4.9
| 42.3
| 259
| 270
| 12
| 2.5
| 25
| 35
| 20
| true
| true
| true
| true
| 0.97
| 0.17
| 0.35
|
Utilities:EW
|
Hedge
|
iTraxx_MAIN: +113bps notional
| -10
| -10
|
ECN1
|
RFQ
| 3
| 92
| 11
| 177
|
HYCap>limit
|
Rotate
|
High-yield share above policy cap
| 178
|
Defer adds pending macro print
|
C00217
|
CR6496
|
2024-06-21
|
Recovery
| 162
| 461
| 5.7
| 0.1
| 2,309,948,958
|
Financials:27.3;Healthcare:43.1;RealEstate:29.6
|
US:73.7;EU:8.5;APAC:7.2;EMEA:8.1;LATAM:2.5
|
BB:16.6;B:16.2;BBB:16.6;AAA:21.6;A:15.0;CCC:14.1
| 2.06
| 63.2
| 196
| 490
| 4.7
| 2
| 35
| 55
| 35
| true
| true
| true
| false
| 2.12
| 1.61
| -0.34
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 5
| -22
|
DealerC
|
All2All
| 2
| 97
| 324
| -84
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 103
|
Escalate watchlist names
|
C00218
|
CR7453
|
2024-03-19
|
Tightening
| 126
| 424
| 4.7
| 1
| 1,974,132,578
|
Healthcare:12.5;Utilities:43.6;Tech:43.9
|
US:62.3;EU:17.2;APAC:13.7;EMEA:5.7;LATAM:1.0
|
BBB:30.0;B:7.7;BB:10.3;AA:26.5;AAA:25.5
| 3.31
| 49.9
| 204
| 155
| 2.6
| 4
| 30
| 45
| 30
| true
| true
| false
| true
| 0.66
| 1.6
| -0.34
|
Healthcare:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -51
| 16
|
DealerB
|
All2All
| 9
| 97
| 60
| 138
|
HYCap>limit
|
Rotate
|
High-yield share above policy cap
| 240
|
Rotate into defensive sectors
|
C00219
|
CR5158
|
2025-10-23
|
Calm
| 119
| 410
| 3.5
| 2.5
| 69,238,527
|
Healthcare:18.2;RealEstate:11.4;Comm:31.5;Materials:17.1;Energy:21.8
|
US:71.5;EU:14.6;APAC:6.2;EMEA:7.7;LATAM:0.2
|
AAA:43.3;A:25.2;BB:6.2;BBB:25.4
| 3.7
| 58.7
| 104
| 384
| 4.3
| 3.5
| 30
| 35
| 25
| true
| true
| false
| false
| 0.68
| 0.03
| 0.11
|
RealEstate:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -34
| 37
|
ECN1
|
All2All
| 12
| 96
| 151
| -31
|
Region>limit
|
Rotate
|
Regional concentration above limit
| 110
|
Tighten HY exposure bands
|
C00220
|
CR0337
|
2024-03-31
|
Tightening
| 135
| 357
| 3.9
| 1.5
| 253,274,868
|
Energy:16.2;Tech:21.0;Comm:27.4;Healthcare:10.9;RealEstate:24.5
|
US:67.6;EU:9.5;APAC:9.8;EMEA:7.4;LATAM:5.8
|
BBB:39.8;AA:19.8;CCC:17.4;B:23.0
| 3.43
| 59.1
| 171
| 334
| 17.7
| 3
| 30
| 35
| 30
| false
| true
| true
| false
| 0.42
| 0.47
| -0.34
|
Materials:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -1
| -16
|
ECN2
|
Electronic
| 11
| 93
| 381
| -219
|
HYCap>limit
|
Rotate
|
High-yield share above policy cap
| 159
|
Escalate watchlist names
|
C00221
|
CR4594
|
2024-04-28
|
Tightening
| 93
| 470
| 4.1
| 2
| 334,577,753
|
Energy:21.6;Industrials:14.7;Materials:23.3;Consumer:16.5;Healthcare:11.4;Utilities:12.5
|
US:63.7;EU:12.5;APAC:9.0;EMEA:8.7;LATAM:6.1
|
BB:16.4;CCC:34.3;B:8.8;BBB:29.1;A:11.5
| 3.86
| 46.6
| 259
| 243
| 7.9
| 2.5
| 30
| 35
| 25
| false
| true
| true
| true
| 0.73
| 0.1
| 0.3
|
Tech:EW
|
Hedge
|
Options_Payer: +76bps notional
| -57
| 20
|
ECN1
|
All2All
| 6
| 90
| -161
| -412
|
VAR>budget
|
Hedge
|
Portfolio VAR above budget
| 161
|
Tighten HY exposure bands
|
C00222
|
CR9204
|
2025-03-26
|
Calm
| 73
| 355
| 3.5
| 2.4
| 2,888,766,471
|
RealEstate:19.2;Consumer:27.2;Utilities:21.2;Financials:16.8;Comm:15.6
|
US:58.1;EU:13.7;APAC:9.0;EMEA:12.8;LATAM:6.4
|
A:18.6;AAA:13.7;B:37.1;AA:14.4;BBB:16.2
| 0.89
| 25.7
| 197
| 218
| 3.6
| 2.5
| 35
| 35
| 35
| false
| true
| true
| false
| 1.14
| 1
| 0.33
|
Consumer:EW
|
Hedge
|
iTraxx_MAIN: +189bps notional
| -29
| 11
|
DealerC
|
All2All
| 1
| 90
| 273
| -315
|
Sector>limit
|
Reduce
|
Sector concentration above limit
| 248
|
Escalate watchlist names
|
C00223
|
CR9112
|
2024-02-13
|
Stress
| 238
| 661
| 7.4
| -1.2
| 1,078,051,296
|
Materials:9.0;RealEstate:17.6;Financials:19.4;Tech:20.8;Consumer:20.5;Industrials:12.5
|
US:57.0;EU:17.6;APAC:10.6;EMEA:13.2;LATAM:1.5
|
BBB:20.5;BB:6.7;AA:21.6;CCC:30.9;A:20.2
| 0.6
| 46.1
| 305
| 448
| 16.6
| 3
| 25
| 55
| 35
| false
| true
| true
| true
| -0.4
| -0.01
| 0.18
|
Financials:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 15
| 27
|
DealerC
|
RFQ
| 10
| 85
| 275
| 72
|
Sector>limit
|
Reduce
|
Sector concentration above limit
| 216
|
Tighten HY exposure bands
|
C00224
|
CR4328
|
2025-09-08
|
Calm
| 66
| 406
| 3.9
| 2.4
| 2,019,638,741
|
Tech:36.1;Industrials:31.0;RealEstate:15.9;Financials:17.0
|
US:57.0;EU:16.2;APAC:14.9;EMEA:6.0;LATAM:6.0
|
AA:8.3;A:25.4;AAA:23.9;BBB:16.9;BB:25.6
| 0.45
| 39.2
| 179
| 517
| 6.5
| 4
| 30
| 55
| 30
| true
| true
| false
| false
| 2.39
| 0.32
| 0.03
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -44
| 4
|
DealerA
|
RFQ
| 0
| 88
| -52
| -306
|
Region>limit
|
Reduce
|
Regional concentration above limit
| 250
|
Rotate into defensive sectors
|
C00225
|
CR9077
|
2024-11-14
|
Recovery
| 119
| 592
| 5.8
| -0.2
| 417,402,320
|
Tech:24.7;Financials:11.8;Utilities:19.6;RealEstate:14.9;Comm:29.0
|
US:68.7;EU:11.1;APAC:10.2;EMEA:10.0;LATAM:0.1
|
CCC:18.5;AAA:33.1;AA:18.9;BB:29.5
| 3.19
| 28.3
| 159
| 295
| 12.2
| 2.5
| 35
| 35
| 35
| false
| true
| true
| false
| 0.07
| 1.47
| 0.13
|
Industrials:EW;Energy:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -28
| -13
|
DealerC
|
DealerAxed
| 11
| 91
| -72
| -176
|
Sector>limit
|
Rotate
|
Sector concentration above limit
| 204
|
Escalate watchlist names
|
C00226
|
CR1696
|
2025-08-22
|
Recovery
| 174
| 501
| 6.1
| 1.3
| 2,896,833,271
|
Tech:19.6;Comm:25.1;Healthcare:9.9;Financials:12.6;Utilities:14.0;Consumer:18.9
|
US:72.6;EU:14.7;APAC:5.3;EMEA:4.2;LATAM:3.2
|
CCC:19.6;BB:7.3;BBB:21.5;AA:30.6;AAA:21.1
| 5.28
| 25.3
| 106
| 458
| 4.6
| 3
| 30
| 45
| 20
| false
| true
| true
| false
| 1.99
| 0.74
| -0.38
| null |
Hedge
|
SingleName_CDS: +178bps notional
| 3
| -19
|
DealerC
|
All2All
| 6
| 94
| 202
| 122
|
Region>limit
|
Hedge
|
Regional concentration above limit
| 218
|
Tighten HY exposure bands
|
C00227
|
CR2442
|
2025-08-14
|
Stress
| 229
| 624
| 8
| -0.6
| 1,195,355,373
|
Financials:28.7;Utilities:38.9;Tech:32.5
|
US:57.1;EU:18.1;APAC:12.7;EMEA:9.7;LATAM:2.5
|
BB:7.2;CCC:8.9;AA:11.3;A:33.9;BBB:32.7;B:6.1
| 1.3
| 27.3
| 270
| 457
| 15.5
| 2
| 20
| 35
| 35
| true
| true
| false
| true
| 0.51
| 1.7
| 0.21
|
Tech:EW
|
Hedge
|
Options_Payer: +179bps notional
| -33
| 22
|
DealerA
|
DealerAxed
| 1
| 90
| 174
| -221
|
HYCap>limit
|
Rotate
|
High-yield share above policy cap
| 215
|
Tighten HY exposure bands
|
C00228
|
CR4013
|
2025-02-13
|
Recovery
| 107
| 495
| 5.4
| 1
| 2,208,409,452
|
Energy:21.5;Financials:55.6;Healthcare:22.9
|
US:71.2;EU:8.2;APAC:8.0;EMEA:11.4;LATAM:1.2
|
AAA:31.5;BB:6.9;A:20.4;AA:26.1;CCC:15.0
| 6.7
| 23.6
| 234
| 414
| 14.1
| 4
| 20
| 35
| 20
| true
| true
| true
| true
| 0.82
| 0.73
| 0.58
|
Industrials:EW
|
Hedge
|
iTraxx_MAIN: +94bps notional
| 4
| 44
|
DealerC
|
Electronic
| 4
| 93
| -165
| -94
|
HYCap>limit
|
Rotate
|
High-yield share above policy cap
| 173
|
Defer adds pending macro print
|
C00229
|
CR1615
|
2025-01-30
|
Recovery
| 153
| 510
| 5.5
| 0.3
| 2,365,717,854
|
Industrials:30.1;Comm:6.7;RealEstate:31.5;Healthcare:31.8
|
US:57.3;EU:18.6;APAC:16.7;EMEA:5.4;LATAM:2.0
|
B:11.9;BBB:17.9;AAA:14.5;A:22.6;AA:33.1
| 3.07
| 33.5
| 225
| 275
| 6.7
| 3
| 25
| 35
| 20
| true
| true
| false
| true
| 2.28
| 0.1
| -0.09
|
Comm:EW
|
Hedge
|
Options_Payer: +177bps notional
| -48
| 29
|
DealerC
|
All2All
| 9
| 86
| 157
| 45
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 149
|
Reviewed by risk; hedges staggered
|
C00230
|
CR0031
|
2024-10-22
|
Recovery
| 140
| 460
| 5
| 0
| 2,973,566,331
|
Healthcare:16.7;Energy:40.1;Financials:12.7;RealEstate:30.5
|
US:69.0;EU:14.9;APAC:7.6;EMEA:3.6;LATAM:5.0
|
AA:25.3;B:8.9;CCC:6.6;BBB:32.8;AAA:26.4
| 5.75
| 58.9
| 95
| 381
| 16.9
| 4
| 20
| 45
| 35
| true
| true
| false
| false
| 1.63
| 1.77
| 0.18
| null |
Rotate
|
From Energy -1.0% to Utilities +1.0%
| 6
| 36
|
DealerA
|
Electronic
| 1
| 99
| 324
| -133
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 110
|
Escalate watchlist names
|
C00231
|
CR6111
|
2024-09-18
|
Tightening
| 123
| 484
| 4.4
| 0.9
| 1,771,666,755
|
Healthcare:32.6;Consumer:16.9;RealEstate:9.4;Utilities:17.8;Energy:23.2
|
US:60.2;EU:16.6;APAC:14.4;EMEA:6.7;LATAM:2.1
|
B:10.0;A:17.2;BBB:41.9;CCC:30.9
| 4.32
| 33.7
| 217
| 400
| 15.9
| 3.5
| 25
| 45
| 30
| true
| true
| true
| true
| 1.99
| 1.63
| 0.44
|
Industrials:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| 17
| -10
|
DealerC
|
All2All
| 6
| 85
| 137
| -92
|
VAR>budget
|
Hedge
|
Portfolio VAR above budget
| 226
|
Escalate watchlist names
|
C00232
|
CR9807
|
2024-01-27
|
Tightening
| 104
| 438
| 3.9
| 1
| 2,922,832,128
|
Consumer:28.8;Utilities:21.7;Energy:14.6;Healthcare:26.6;Comm:8.4
|
US:67.1;EU:15.5;APAC:10.3;EMEA:3.3;LATAM:3.7
|
AAA:18.9;CCC:13.3;AA:6.6;A:7.3;B:31.3;BB:22.6
| 0.4
| 56.2
| 140
| 217
| 14.6
| 3.5
| 25
| 55
| 25
| true
| true
| true
| false
| 0.95
| 0.14
| -0.32
| null |
Hedge
|
Options_Payer: +184bps notional
| 8
| -9
|
ECN1
|
RFQ
| 0
| 96
| -140
| -170
|
Sector>limit
|
Rotate
|
Sector concentration above limit
| 140
|
Tighten HY exposure bands
|
C00233
|
CR1643
|
2025-05-12
|
Stress
| 146
| 747
| 7.6
| 0.7
| 2,052,327,418
|
Healthcare:8.5;Utilities:8.6;Industrials:9.5;Energy:25.1;Materials:21.4;Consumer:26.9
|
US:69.0;EU:8.8;APAC:13.8;EMEA:6.7;LATAM:1.8
|
B:34.5;A:25.5;BB:26.7;AAA:13.3
| 3.08
| 29.9
| 158
| 525
| 18.1
| 2.5
| 30
| 55
| 25
| false
| true
| true
| false
| 1.81
| 0.71
| 0.26
|
Industrials:EW
|
Hedge
|
SingleName_CDS: +150bps notional
| 18
| 20
|
DealerB
|
Electronic
| 1
| 93
| -218
| -154
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 112
|
Rotate into defensive sectors
|
C00234
|
CR3415
|
2024-06-13
|
Recovery
| 114
| 597
| 6.3
| 1.6
| 1,097,257,226
|
Tech:14.2;Comm:21.1;Consumer:15.9;Healthcare:20.5;Materials:13.9;Utilities:14.4
|
US:66.3;EU:7.4;APAC:10.1;EMEA:9.9;LATAM:6.3
|
B:36.6;AA:18.7;AAA:20.8;CCC:13.5;BB:10.5
| 4.28
| 48.8
| 247
| 349
| 3.1
| 2
| 25
| 55
| 35
| false
| true
| true
| true
| -0.14
| 1.04
| 0.47
|
Financials:EW
|
Hedge
|
Treasury_Futures: +125bps notional
| -52
| 15
|
ECN2
|
All2All
| 0
| 90
| -102
| -378
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 97
|
Rotate into defensive sectors
|
C00235
|
CR7428
|
2024-07-27
|
Calm
| 120
| 330
| 3.8
| 1.7
| 885,500,073
|
RealEstate:9.7;Utilities:29.1;Comm:29.5;Consumer:13.1;Financials:18.6
|
US:64.3;EU:11.2;APAC:12.8;EMEA:6.3;LATAM:5.3
|
B:6.3;CCC:10.1;AAA:21.7;BBB:18.8;A:31.1;BB:12.0
| 6.44
| 24.9
| 101
| 471
| 2.1
| 3
| 25
| 45
| 30
| true
| true
| false
| false
| 0.84
| 0.87
| 0.28
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -48
| 15
|
DealerA
|
Electronic
| 2
| 94
| 272
| 39
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 153
|
Escalate watchlist names
|
C00236
|
CR2145
|
2024-11-26
|
Calm
| 110
| 375
| 3.3
| 2.3
| 2,314,855,692
|
Materials:26.9;Financials:7.8;Energy:21.9;Consumer:12.7;Utilities:24.6;Healthcare:6.2
|
US:65.1;EU:13.4;APAC:7.1;EMEA:13.3;LATAM:1.1
|
BBB:13.2;B:34.2;BB:10.8;AA:18.0;CCC:23.9
| 6.21
| 63.6
| 239
| 163
| 15.2
| 4
| 25
| 45
| 30
| true
| true
| true
| true
| 0.22
| 1.22
| -0.39
|
Financials:EW;Tech:EW
|
Hedge
|
iTraxx_XOVER: +181bps notional
| -40
| 45
|
DealerC
|
RFQ
| 1
| 91
| 285
| -61
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 255
|
Rotate into defensive sectors
|
C00237
|
CR9704
|
2024-12-29
|
Tightening
| 140
| 350
| 4.8
| 1.6
| 1,396,633,406
|
Tech:11.9;Comm:13.5;Consumer:18.6;Financials:18.8;Utilities:11.7;Industrials:25.5
|
US:68.5;EU:17.0;APAC:9.7;EMEA:4.2;LATAM:0.6
|
BBB:17.0;AA:15.4;B:24.4;BB:27.6;A:15.5
| 6.55
| 58.9
| 247
| 248
| 6.9
| 2
| 20
| 35
| 35
| true
| true
| true
| true
| 1.62
| 1.72
| 0.53
|
Materials:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 15
| 21
|
DealerB
|
DealerAxed
| 4
| 90
| 251
| 53
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 136
|
Tighten HY exposure bands
|
C00238
|
CR8900
|
2025-11-18
|
Calm
| 84
| 333
| 3.4
| 2.1
| 2,850,750,430
|
Consumer:9.3;Healthcare:6.9;RealEstate:25.8;Comm:26.9;Tech:13.3;Energy:17.9
|
US:68.1;EU:12.3;APAC:9.2;EMEA:5.6;LATAM:4.8
|
BB:13.5;BBB:20.9;AA:13.3;B:7.9;A:27.1;AAA:17.4
| 3.95
| 32.1
| 208
| 373
| 13.8
| 2.5
| 30
| 45
| 35
| false
| true
| false
| true
| 1.53
| 0.21
| -0.26
|
Healthcare:EW
|
Hedge
|
Options_Payer: +118bps notional
| -48
| -12
|
ECN1
|
RFQ
| 0
| 86
| 102
| 9
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 247
|
Tighten HY exposure bands
|
C00239
|
CR2250
|
2024-10-31
|
Calm
| 119
| 388
| 4.1
| 2.7
| 2,756,742,704
|
Consumer:25.2;Tech:15.3;Utilities:33.3;Materials:26.3
|
US:67.4;EU:15.6;APAC:8.0;EMEA:8.1;LATAM:0.9
|
AA:13.0;CCC:29.3;BB:27.0;AAA:30.7
| 6.51
| 55.7
| 107
| 124
| 3.3
| 4
| 25
| 45
| 20
| true
| true
| true
| false
| -0.14
| 0.52
| -0.22
|
Healthcare:EW;Comm:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 7
| 19
|
ECN1
|
RFQ
| 5
| 87
| 333
| -293
|
VAR>budget
|
Hedge
|
Portfolio VAR above budget
| 256
|
Escalate watchlist names
|
C00240
|
CR3237
|
2024-11-15
|
Stress
| 235
| 844
| 5.3
| 0.7
| 1,221,087,551
|
Industrials:47.2;Healthcare:14.2;Consumer:22.5;Energy:16.2
|
US:57.9;EU:18.3;APAC:14.3;EMEA:6.2;LATAM:3.2
|
BB:24.5;CCC:16.9;AAA:20.2;BBB:23.9;AA:14.6
| 2.17
| 23.9
| 205
| 629
| 9.7
| 3.5
| 35
| 55
| 30
| true
| true
| true
| true
| 1.65
| 0.49
| 0.27
|
Consumer:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -51
| 13
|
ECN2
|
DealerAxed
| 7
| 95
| 368
| -336
|
Sector>limit
|
Rotate
|
Sector concentration above limit
| 197
|
Tighten HY exposure bands
|
C00241
|
CR1561
|
2025-12-06
|
Recovery
| 161
| 556
| 5
| 1.1
| 51,696,686
|
Tech:12.2;Utilities:34.4;RealEstate:11.5;Materials:24.0;Consumer:7.6;Industrials:10.2
|
US:67.0;EU:16.3;APAC:6.0;EMEA:6.3;LATAM:4.3
|
AA:25.8;BBB:29.0;CCC:17.3;BB:16.6;A:11.2
| 5.15
| 48.6
| 114
| 264
| 17
| 3.5
| 25
| 55
| 25
| true
| true
| true
| false
| 1.39
| 1.77
| 0.29
|
Utilities:EW;Tech:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -31
| -22
|
DealerB
|
Electronic
| 7
| 88
| 30
| -61
|
VAR>budget
|
Hedge
|
Portfolio VAR above budget
| 107
|
Rotate into defensive sectors
|
C00242
|
CR0821
|
2025-03-25
|
Tightening
| 124
| 480
| 4.7
| 1.6
| 2,127,323,823
|
Healthcare:12.2;Financials:25.1;RealEstate:22.7;Industrials:18.5;Energy:21.6
|
US:60.0;EU:15.7;APAC:15.6;EMEA:5.3;LATAM:3.3
|
BB:27.4;B:8.3;AAA:24.7;BBB:17.0;AA:12.2;A:10.4
| 6.28
| 43.4
| 91
| 189
| 2.4
| 2.5
| 30
| 35
| 30
| false
| true
| true
| false
| 0.22
| 0.34
| 0.34
|
Industrials:EW;Comm:EW;RealEstate:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -11
| 29
|
DealerA
|
DealerAxed
| 10
| 89
| 447
| -322
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 208
|
Tighten HY exposure bands
|
C00243
|
CR8468
|
2024-02-28
|
Stress
| 178
| 736
| 6.3
| -1.8
| 257,767,784
|
Utilities:21.4;Industrials:17.2;Comm:16.4;Materials:17.8;Financials:27.3
|
US:75.4;EU:5.1;APAC:6.7;EMEA:11.5;LATAM:1.3
|
B:22.3;AA:20.4;A:27.5;AAA:29.8
| 6.9
| 40.5
| 266
| 505
| 12.8
| 2.5
| 30
| 35
| 30
| false
| true
| false
| true
| 2.04
| 0.85
| 0.35
|
Tech:EW;Materials:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -29
| 1
|
DealerC
|
Electronic
| 3
| 86
| 6
| -280
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 148
|
Tighten HY exposure bands
|
C00244
|
CR9137
|
2025-05-21
|
Calm
| 94
| 392
| 3.5
| 2.1
| 2,276,470,119
|
Energy:13.7;Materials:18.9;Utilities:12.2;Comm:27.7;Tech:27.4
|
US:66.9;EU:11.6;APAC:14.2;EMEA:6.5;LATAM:0.7
|
CCC:17.6;AA:36.1;B:17.8;A:28.4
| 4.27
| 54.8
| 259
| 446
| 6.2
| 3.5
| 35
| 55
| 20
| false
| true
| true
| true
| 0.36
| 0.91
| 0.06
|
Tech:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -10
| 29
|
ECN1
|
Electronic
| 2
| 85
| 15
| -268
|
VAR>budget
|
Hedge
|
Portfolio VAR above budget
| 169
|
Defer adds pending macro print
|
C00245
|
CR2294
|
2025-03-08
|
Calm
| 77
| 309
| 4.4
| 2.4
| 2,776,921,957
|
Materials:35.7;Healthcare:14.0;Tech:16.8;Financials:33.5
|
US:56.1;EU:14.9;APAC:15.6;EMEA:5.0;LATAM:8.4
|
B:19.0;AAA:10.8;CCC:29.3;BB:15.6;AA:11.5;BBB:13.7
| 3.71
| 63.4
| 168
| 170
| 9.8
| 3
| 20
| 35
| 20
| true
| true
| true
| false
| 0.73
| 0.55
| 0.08
|
RealEstate:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| 13
| 4
|
DealerC
|
RFQ
| 9
| 88
| 270
| 153
|
VAR>budget
|
Rotate
|
Portfolio VAR above budget
| 141
|
Rotate into defensive sectors
|
C00246
|
CR1945
|
2025-04-19
|
Calm
| 95
| 333
| 4
| 1.9
| 2,535,028,602
|
Materials:23.6;Healthcare:40.6;Consumer:35.8
|
US:75.4;EU:5.5;APAC:7.5;EMEA:11.3;LATAM:0.3
|
AAA:24.2;CCC:11.0;AA:32.2;BBB:32.5
| 5.64
| 55.1
| 276
| 432
| 16.8
| 3.5
| 30
| 35
| 20
| true
| true
| false
| true
| 1.32
| 1.69
| 0.51
|
Tech:EW;Utilities:EW;Healthcare:EW
|
Hedge
|
Options_Payer: +182bps notional
| -7
| 26
|
ECN2
|
All2All
| 0
| 96
| 327
| -109
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 112
|
Tighten HY exposure bands
|
C00247
|
CR2921
|
2025-07-26
|
Calm
| 65
| 332
| 3.3
| 1.5
| 104,424,259
|
Comm:49.0;RealEstate:18.3;Financials:32.7
|
US:73.3;EU:9.2;APAC:5.9;EMEA:8.1;LATAM:3.4
|
AAA:22.6;A:25.8;BBB:19.6;BB:32.0
| 7.04
| 30.6
| 271
| 517
| 10.5
| 3.5
| 25
| 35
| 25
| true
| true
| true
| true
| 2.04
| 1.47
| 0.07
| null |
Hedge
|
CDX_HY: +111bps notional
| -35
| 29
|
ECN1
|
DealerAxed
| 6
| 88
| 317
| 93
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 224
|
Rotate into defensive sectors
|
C00248
|
CR0132
|
2025-09-04
|
Tightening
| 122
| 355
| 4.7
| 0.8
| 123,912,264
|
Comm:9.2;Consumer:33.9;Financials:22.8;Energy:34.1
|
US:67.2;EU:15.9;APAC:9.8;EMEA:5.7;LATAM:1.4
|
CCC:8.2;BB:39.3;A:15.3;B:37.2
| 7.46
| 31.4
| 238
| 126
| 15.6
| 3.5
| 20
| 35
| 25
| true
| true
| true
| true
| 0.89
| -0.02
| 0.03
|
RealEstate:EW
|
Hedge
|
CDX_HY: +168bps notional
| -54
| 3
|
DealerC
|
All2All
| 0
| 86
| -155
| 76
|
VAR>budget
|
Rotate
|
Portfolio VAR above budget
| 178
|
Escalate watchlist names
|
C00249
|
CR0381
|
2025-05-11
|
Calm
| 111
| 359
| 3.3
| 2.9
| 1,182,421,246
|
Materials:42.7;Utilities:33.3;Healthcare:24.0
|
US:70.1;EU:13.8;APAC:8.9;EMEA:5.6;LATAM:1.6
|
BBB:12.4;AA:12.9;AAA:13.8;CCC:19.3;BB:41.6
| 3.9
| 62.2
| 225
| 452
| 3.1
| 3.5
| 30
| 45
| 20
| true
| true
| true
| true
| 1.08
| -0.23
| -0.13
|
Comm:EW;Tech:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -12
| 45
|
DealerB
|
All2All
| 9
| 87
| 64
| -179
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 100
|
Escalate watchlist names
|
C00250
|
CR2477
|
2024-11-11
|
Recovery
| 110
| 578
| 5.7
| -0.4
| 2,051,519,298
|
Healthcare:13.3;Energy:21.4;Financials:43.0;Tech:22.2
|
US:69.7;EU:5.9;APAC:10.4;EMEA:7.6;LATAM:6.4
|
A:10.2;BB:11.0;AA:22.0;CCC:8.9;BBB:21.2;AAA:26.8
| 1.27
| 35.1
| 207
| 301
| 12.8
| 2.5
| 30
| 35
| 20
| true
| true
| false
| true
| 0.39
| 0.94
| 0.03
|
Comm:EW;Financials:EW
|
Hedge
|
CDX_IG: +70bps notional
| -39
| -22
|
ECN1
|
DealerAxed
| 10
| 89
| -6
| 164
|
HYCap>limit
|
Rotate
|
High-yield share above policy cap
| 122
|
Escalate watchlist names
|
C00251
|
CR6972
|
2025-12-23
|
Tightening
| 105
| 372
| 4.9
| 1.6
| 615,436,143
|
Materials:16.7;Healthcare:10.4;Energy:22.1;Industrials:12.1;Tech:16.4;RealEstate:22.3
|
US:60.5;EU:15.4;APAC:8.5;EMEA:9.1;LATAM:6.5
|
AA:13.5;BBB:16.7;B:17.1;AAA:28.1;BB:24.5
| 2.96
| 36
| 280
| 392
| 2.8
| 3.5
| 30
| 55
| 30
| false
| true
| true
| true
| 0.38
| -0.29
| 0.15
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -45
| 3
|
ECN1
|
All2All
| 11
| 95
| -175
| -258
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 140
|
Tighten HY exposure bands
|
C00252
|
CR9987
|
2025-12-23
|
Stress
| 168
| 748
| 8.4
| 0.4
| 568,806,564
|
Financials:21.3;Energy:12.2;Comm:10.1;Utilities:10.3;Healthcare:16.3;Industrials:29.8
|
US:67.9;EU:9.6;APAC:7.8;EMEA:9.0;LATAM:5.6
|
B:7.8;A:21.0;AA:21.6;BBB:33.1;BB:16.6
| 7.47
| 39.4
| 193
| 404
| 17.6
| 3
| 25
| 55
| 35
| true
| true
| false
| false
| -0.3
| 0.22
| 0.09
|
Utilities:EW
|
Hedge
|
iTraxx_XOVER: +191bps notional
| 14
| 41
|
DealerC
|
Electronic
| 0
| 93
| 104
| 8
|
Region>limit
|
Reduce
|
Regional concentration above limit
| 257
|
Defer adds pending macro print
|
C00253
|
CR0275
|
2025-04-25
|
Calm
| 110
| 350
| 4
| 1.7
| 2,701,913,544
|
RealEstate:22.9;Comm:24.2;Energy:21.1;Tech:14.8;Financials:17.0
|
US:53.4;EU:18.9;APAC:10.9;EMEA:11.6;LATAM:5.2
|
AAA:12.5;CCC:16.3;BB:19.4;AA:12.5;B:39.3
| 4.25
| 60.5
| 110
| 205
| 13.3
| 3.5
| 20
| 35
| 30
| true
| true
| true
| false
| 0.01
| -0.15
| -0.06
|
RealEstate:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -42
| 27
|
ECN1
|
DealerAxed
| 9
| 91
| 21
| -267
|
Region>limit
|
Rotate
|
Regional concentration above limit
| 177
|
Escalate watchlist names
|
C00254
|
CR0006
|
2024-10-10
|
Calm
| 99
| 338
| 3.9
| 2.1
| 2,364,435,854
|
Financials:43.0;Utilities:17.6;Comm:39.4
|
US:72.7;EU:6.2;APAC:8.6;EMEA:9.4;LATAM:3.1
|
AAA:9.9;BBB:21.1;AA:5.8;A:21.4;B:21.1;BB:20.7
| 1.57
| 57.4
| 247
| 448
| 5.3
| 4
| 25
| 45
| 25
| true
| true
| true
| true
| 0.81
| -0.06
| 0.42
| null |
Hedge
|
Treasury_Futures: +143bps notional
| -29
| -5
|
ECN2
|
DealerAxed
| 3
| 90
| -33
| -146
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 213
|
Defer adds pending macro print
|
C00255
|
CR8852
|
2025-03-15
|
Calm
| 101
| 335
| 3.2
| 2.7
| 1,228,498,434
|
Industrials:20.7;Utilities:14.7;Tech:19.6;Comm:21.6;Consumer:23.4
|
US:65.3;EU:16.8;APAC:10.6;EMEA:7.0;LATAM:0.3
|
BBB:22.8;BB:8.0;B:22.1;CCC:4.9;AA:22.3;A:19.9
| 6.57
| 31.6
| 222
| 375
| 7.5
| 2.5
| 20
| 35
| 30
| true
| true
| true
| true
| 2
| 0.61
| -0.14
|
Industrials:EW;Comm:EW
|
Hedge
|
SingleName_CDS: +88bps notional
| -52
| -21
|
DealerB
|
All2All
| 1
| 90
| 248
| 122
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 98
|
Tighten HY exposure bands
|
C00256
|
CR5077
|
2024-01-26
|
Calm
| 109
| 326
| 4.5
| 1.9
| 1,437,914,540
|
Utilities:7.9;Healthcare:13.0;Energy:27.7;Industrials:25.0;Financials:8.8;Materials:17.5
|
US:58.3;EU:14.4;APAC:15.5;EMEA:9.6;LATAM:2.3
|
AA:34.9;CCC:12.3;BBB:36.8;AAA:16.0
| 5.99
| 46.7
| 165
| 193
| 13.4
| 4
| 35
| 45
| 25
| false
| true
| false
| false
| 0.19
| 1.3
| 0.26
|
Utilities:EW
|
Hedge
|
iTraxx_XOVER: +142bps notional
| -15
| 0
|
ECN1
|
All2All
| 8
| 95
| 191
| -276
|
Region>limit
|
Reduce
|
Regional concentration above limit
| 220
|
Reviewed by risk; hedges staggered
|
C00257
|
CR2731
|
2025-02-14
|
Stress
| 247
| 578
| 8.3
| -0.2
| 2,458,998,719
|
Consumer:23.8;Energy:21.1;Industrials:21.3;Financials:13.8;Tech:20.0
|
US:63.4;EU:11.7;APAC:13.6;EMEA:7.0;LATAM:4.3
|
AAA:21.9;BB:21.0;BBB:16.0;CCC:26.3;AA:14.8
| 3.97
| 47.8
| 167
| 616
| 18.8
| 4
| 35
| 55
| 30
| false
| true
| true
| false
| 0.42
| 0.94
| -0.38
| null |
Hedge
|
iTraxx_XOVER: +116bps notional
| -1
| 32
|
DealerB
|
DealerAxed
| 1
| 93
| -45
| 58
|
Sector>limit
|
PauseAdds
|
Sector concentration above limit
| 123
|
Reviewed by risk; hedges staggered
|
C00258
|
CR1655
|
2025-05-06
|
Stress
| 153
| 663
| 7.8
| -0.6
| 170,104,074
|
Comm:39.2;Financials:35.1;RealEstate:25.7
|
US:62.1;EU:20.1;APAC:7.1;EMEA:7.7;LATAM:3.0
|
CCC:8.1;BBB:36.8;B:20.0;A:35.1
| 1.42
| 27.5
| 317
| 203
| 21.3
| 2
| 25
| 35
| 25
| true
| true
| true
| true
| 2.04
| 0.99
| -0.27
|
Healthcare:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -8
| -22
|
ECN2
|
Electronic
| 4
| 85
| 229
| 137
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 241
|
Defer adds pending macro print
|
C00259
|
CR0787
|
2024-10-05
|
Stress
| 202
| 607
| 7.3
| -0.5
| 2,542,761,141
|
Healthcare:21.3;Comm:40.4;Financials:38.3
|
US:74.5;EU:6.8;APAC:5.6;EMEA:8.8;LATAM:4.3
|
A:21.7;B:28.5;AA:14.1;BB:20.7;CCC:14.9
| 5.18
| 20.6
| 314
| 251
| 17.7
| 2
| 35
| 35
| 25
| true
| true
| true
| true
| -0.44
| -0.27
| 0.52
|
Comm:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -29
| 44
|
DealerA
|
DealerAxed
| 10
| 100
| 334
| -427
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 230
|
Escalate watchlist names
|
C00260
|
CR3683
|
2024-09-11
|
Calm
| 79
| 378
| 3.2
| 2.3
| 2,733,506,015
|
Healthcare:11.6;Materials:56.4;Comm:16.9;Financials:15.1
|
US:56.8;EU:13.0;APAC:10.1;EMEA:11.8;LATAM:8.4
|
BBB:39.7;A:23.9;BB:12.2;AAA:11.0;B:13.2
| 6.46
| 23.5
| 154
| 134
| 12.6
| 2.5
| 20
| 45
| 35
| true
| true
| false
| false
| -0.31
| 1.16
| -0.32
|
Industrials:EW
|
Hedge
|
CDX_HY: +172bps notional
| 16
| 6
|
ECN2
|
All2All
| 3
| 93
| 25
| -340
|
Region>limit
|
Rotate
|
Regional concentration above limit
| 252
|
Rotate into defensive sectors
|
C00261
|
CR2353
|
2025-09-27
|
Stress
| 166
| 595
| 5.9
| 0.3
| 2,842,300,340
|
Materials:28.3;Industrials:31.8;Healthcare:39.9
|
US:69.4;EU:15.9;APAC:5.4;EMEA:9.0;LATAM:0.4
|
BB:18.2;B:15.1;A:19.3;BBB:41.5;CCC:5.8
| 5.68
| 23.9
| 272
| 290
| 7.3
| 4
| 35
| 35
| 30
| true
| true
| true
| true
| 1.96
| -0.13
| -0.29
|
Comm:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -41
| -2
|
DealerC
|
All2All
| 1
| 97
| 115
| -190
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 142
|
Reviewed by risk; hedges staggered
|
C00262
|
CR1511
|
2024-10-29
|
Stress
| 195
| 559
| 5.1
| -1.9
| 1,735,901,350
|
Tech:19.2;Industrials:14.3;Consumer:21.8;Healthcare:21.5;Comm:23.3
|
US:68.1;EU:9.8;APAC:17.7;EMEA:4.2;LATAM:0.2
|
AA:20.9;CCC:32.6;AAA:19.1;BB:27.4
| 1.03
| 31.2
| 263
| 372
| 6.5
| 3
| 25
| 45
| 30
| false
| true
| true
| true
| 2.29
| 0.38
| 0.45
|
Comm:EW;Utilities:EW;Industrials:EW
|
Hedge
|
CDX_HY: +155bps notional
| -17
| 11
|
DealerB
|
RFQ
| 6
| 92
| 121
| -478
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 180
|
Rotate into defensive sectors
|
C00263
|
CR2759
|
2025-02-12
|
Calm
| 104
| 305
| 3.8
| 2.8
| 2,705,899,985
|
Healthcare:61.5;Consumer:23.8;RealEstate:14.7
|
US:63.5;EU:18.1;APAC:8.4;EMEA:9.0;LATAM:0.9
|
B:28.4;AA:20.6;A:31.0;CCC:20.0
| 6.01
| 44.5
| 178
| 311
| 15.1
| 3.5
| 20
| 35
| 25
| true
| true
| true
| false
| 0.69
| 0.56
| -0.36
|
Energy:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -38
| 15
|
ECN1
|
Electronic
| 5
| 85
| -34
| -105
|
Region>limit
|
Hedge
|
Regional concentration above limit
| 220
|
Reviewed by risk; hedges staggered
|
C00264
|
CR5396
|
2025-09-26
|
Recovery
| 138
| 607
| 4.9
| 0.2
| 465,374,069
|
Utilities:10.9;Tech:28.6;RealEstate:30.1;Energy:30.4
|
US:70.8;EU:16.8;APAC:8.2;EMEA:3.8;LATAM:0.4
|
BBB:25.6;A:18.3;AA:15.8;BB:16.8;CCC:9.1;AAA:14.4
| 3.93
| 33.6
| 167
| 201
| 17.5
| 3
| 25
| 35
| 20
| true
| true
| true
| false
| 0.25
| 0.92
| -0.34
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 0
| 45
|
ECN1
|
All2All
| 9
| 100
| -140
| 82
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 175
|
Rotate into defensive sectors
|
C00265
|
CR4127
|
2024-10-06
|
Calm
| 86
| 419
| 3.7
| 2.4
| 296,702,865
|
Energy:12.1;Healthcare:14.2;Utilities:11.6;Tech:24.3;Consumer:12.1;RealEstate:25.6
|
US:69.5;EU:13.5;APAC:5.2;EMEA:5.0;LATAM:6.8
|
BBB:32.3;CCC:8.2;AA:30.4;A:29.0
| 0.76
| 42.1
| 124
| 510
| 5.2
| 2.5
| 25
| 55
| 25
| true
| true
| false
| false
| 0.74
| 0.4
| 0.55
| null |
Hedge
|
SingleName_CDS: +146bps notional
| -3
| 31
|
ECN2
|
All2All
| 2
| 87
| -95
| 45
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 242
|
Escalate watchlist names
|
C00266
|
CR9002
|
2024-07-01
|
Calm
| 67
| 400
| 3.5
| 2.2
| 2,776,634,678
|
Industrials:9.7;Tech:7.0;Energy:21.0;Comm:25.4;Materials:11.4;Healthcare:25.5
|
US:54.3;EU:20.4;APAC:13.0;EMEA:12.0;LATAM:0.3
|
A:23.4;B:8.3;BB:9.9;BBB:24.2;AA:32.1;CCC:2.2
| 1.83
| 44.5
| 80
| 301
| 8
| 2
| 20
| 55
| 25
| true
| false
| false
| false
| -0.37
| 0.67
| 0.37
| null |
Hedge
|
Options_Payer: +53bps notional
| -35
| 23
|
DealerC
|
RFQ
| 10
| 86
| 389
| -347
|
VAR>budget
|
Hedge
|
Portfolio VAR above budget
| 174
|
Defer adds pending macro print
|
C00267
|
CR2995
|
2025-05-19
|
Stress
| 229
| 814
| 5.9
| -0.6
| 1,618,748,015
|
Industrials:26.2;Energy:29.0;Tech:13.3;Comm:31.5
|
US:67.8;EU:14.0;APAC:5.1;EMEA:8.8;LATAM:4.3
|
AA:23.2;CCC:35.4;BBB:7.9;BB:17.9;B:15.6
| 4.06
| 43.9
| 340
| 301
| 21.4
| 3
| 25
| 35
| 20
| true
| true
| true
| true
| 0.06
| 0.67
| 0.12
|
Financials:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -52
| 20
|
DealerB
|
RFQ
| 4
| 94
| 13
| 33
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 115
|
Rotate into defensive sectors
|
C00268
|
CR4380
|
2024-10-30
|
Calm
| 87
| 369
| 3.3
| 2.4
| 229,656,067
|
Financials:9.6;Tech:42.6;Consumer:37.8;Comm:10.1
|
US:65.5;EU:10.9;APAC:11.9;EMEA:10.7;LATAM:1.0
|
BB:18.1;AA:17.8;BBB:19.2;B:20.8;A:5.8;CCC:18.3
| 3.21
| 61.4
| 227
| 253
| 15.4
| 3.5
| 25
| 45
| 35
| true
| true
| true
| true
| 0.48
| 1.37
| 0.48
|
Financials:EW
|
Hedge
|
Options_Payer: +153bps notional
| -57
| 9
|
DealerA
|
Electronic
| 2
| 85
| 349
| -112
|
Sector>limit
|
Reduce
|
Sector concentration above limit
| 180
|
Tighten HY exposure bands
|
C00269
|
CR5754
|
2025-06-21
|
Stress
| 213
| 707
| 7.8
| -0.2
| 836,830,551
|
Consumer:13.6;Comm:16.4;Energy:22.1;RealEstate:9.0;Healthcare:18.2;Industrials:20.7
|
US:63.1;EU:11.5;APAC:11.2;EMEA:9.6;LATAM:4.7
|
BB:14.6;AAA:48.8;BBB:19.2;CCC:17.4
| 4.28
| 50.8
| 193
| 343
| 16.3
| 4
| 30
| 55
| 30
| false
| true
| true
| false
| 1.23
| 1.75
| -0.22
|
Materials:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -12
| 1
|
DealerA
|
DealerAxed
| 3
| 93
| 112
| -123
|
Sector>limit
|
Reduce
|
Sector concentration above limit
| 212
|
Escalate watchlist names
|
C00270
|
CR9642
|
2024-02-11
|
Calm
| 110
| 393
| 4.4
| 2.1
| 150,327,313
|
Healthcare:13.6;Materials:16.5;Utilities:27.8;Financials:29.5;Tech:12.7
|
US:53.1;EU:17.3;APAC:12.9;EMEA:9.7;LATAM:6.9
|
AA:9.0;BB:14.8;AAA:17.6;CCC:15.5;BBB:13.8;B:29.3
| 4.56
| 39.7
| 214
| 135
| 6.1
| 2.5
| 35
| 55
| 20
| false
| false
| true
| true
| 1.52
| 0.63
| 0.48
|
RealEstate:EW
|
Hedge
|
Treasury_Futures: +137bps notional
| -48
| 13
|
ECN1
|
Electronic
| 7
| 86
| 276
| -37
|
Region>limit
|
Rotate
|
Regional concentration above limit
| 144
|
Tighten HY exposure bands
|
C00271
|
CR4476
|
2025-06-28
|
Tightening
| 92
| 496
| 4.8
| 0.7
| 2,949,971,031
|
RealEstate:25.5;Healthcare:41.4;Industrials:33.1
|
US:68.3;EU:7.4;APAC:7.8;EMEA:8.9;LATAM:7.6
|
AAA:22.5;A:41.5;BB:16.9;BBB:19.0
| 3.79
| 37.9
| 179
| 223
| 9.8
| 3
| 35
| 45
| 25
| true
| true
| false
| false
| 0.32
| 0.63
| 0.31
| null |
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -54
| -22
|
DealerB
|
RFQ
| 0
| 86
| 32
| 102
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 127
|
Reviewed by risk; hedges staggered
|
C00272
|
CR1347
|
2025-03-22
|
Recovery
| 169
| 588
| 5.3
| 1
| 1,267,774,796
|
Industrials:30.6;RealEstate:26.9;Healthcare:9.5;Energy:14.5;Tech:9.8;Materials:8.8
|
US:64.8;EU:15.5;APAC:9.5;EMEA:4.7;LATAM:5.6
|
BB:11.0;B:6.2;AA:64.2;AAA:18.6
| 6.14
| 49.7
| 176
| 318
| 5.7
| 4
| 25
| 35
| 35
| true
| true
| false
| false
| 2.42
| 0.28
| -0.05
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 5
| -14
|
ECN1
|
DealerAxed
| 0
| 85
| -100
| 52
|
Region>limit
|
Rotate
|
Regional concentration above limit
| 133
|
Rotate into defensive sectors
|
C00273
|
CR3925
|
2025-12-14
|
Tightening
| 117
| 518
| 4.6
| 1.6
| 2,388,983,457
|
Materials:9.9;RealEstate:21.0;Financials:14.4;Comm:29.2;Utilities:25.5
|
US:64.6;EU:16.8;APAC:6.3;EMEA:5.2;LATAM:7.1
|
BBB:33.0;CCC:9.6;AAA:32.5;BB:4.2;AA:17.0;B:3.7
| 5.09
| 59
| 268
| 408
| 16.2
| 3.5
| 30
| 45
| 30
| false
| true
| false
| true
| 1.05
| 1.11
| 0.04
|
Consumer:EW;Utilities:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -32
| 27
|
DealerC
|
RFQ
| 12
| 93
| 395
| 10
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 163
|
Reviewed by risk; hedges staggered
|
C00274
|
CR5718
|
2025-11-16
|
Tightening
| 120
| 383
| 4.9
| 1.4
| 384,418,644
|
Healthcare:37.8;Financials:24.0;Materials:38.2
|
US:64.9;EU:19.5;APAC:8.6;EMEA:3.7;LATAM:3.3
|
AA:12.1;CCC:29.2;BBB:34.1;AAA:15.7;A:9.0
| 6.08
| 56.5
| 228
| 423
| 16.6
| 4
| 20
| 35
| 35
| true
| true
| false
| true
| 0.43
| 0.56
| -0.28
|
Energy:EW;Financials:EW
|
Hedge
|
CDX_IG: +113bps notional
| -24
| 36
|
DealerB
|
Electronic
| 6
| 85
| 69
| -384
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 192
|
Reviewed by risk; hedges staggered
|
C00275
|
CR6191
|
2024-03-12
|
Stress
| 254
| 603
| 7.3
| -1.2
| 2,487,295,853
|
Materials:21.4;Consumer:35.3;Tech:43.3
|
US:64.0;EU:16.4;APAC:6.7;EMEA:7.1;LATAM:5.9
|
AAA:9.1;A:26.8;B:32.2;AA:19.7;BBB:12.3
| 6
| 58.9
| 267
| 343
| 4.8
| 3.5
| 20
| 45
| 25
| true
| true
| true
| true
| -0.19
| 0.26
| 0.57
|
Comm:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -51
| 32
|
ECN1
|
All2All
| 5
| 100
| -61
| -145
|
Region>limit
|
Hedge
|
Regional concentration above limit
| 93
|
Escalate watchlist names
|
C00276
|
CR3521
|
2024-02-20
|
Calm
| 91
| 381
| 4.1
| 2.1
| 1,348,776,039
|
Industrials:24.0;Energy:40.8;Utilities:35.2
|
US:70.0;EU:5.5;APAC:7.1;EMEA:9.7;LATAM:7.6
|
BBB:32.1;CCC:27.6;A:13.8;B:8.6;AA:17.8
| 6.85
| 43.5
| 276
| 260
| 16.9
| 3.5
| 25
| 45
| 30
| true
| true
| true
| true
| 2.48
| 1.72
| -0.34
|
Consumer:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 6
| -19
|
ECN2
|
All2All
| 11
| 97
| 281
| 86
|
Region>limit
|
Hedge
|
Regional concentration above limit
| 130
|
Rotate into defensive sectors
|
C00277
|
CR3126
|
2025-07-09
|
Calm
| 83
| 322
| 3.5
| 2.6
| 2,472,644,456
|
Industrials:19.5;Financials:22.3;Healthcare:32.5;Tech:7.0;Materials:18.7
|
US:67.5;EU:9.4;APAC:8.6;EMEA:9.7;LATAM:4.8
|
AA:27.6;AAA:15.2;B:17.8;CCC:39.4
| 5.72
| 32.9
| 255
| 410
| 5.2
| 2.5
| 35
| 35
| 25
| false
| true
| true
| true
| 1.37
| 1.68
| 0.11
|
Energy:EW
|
Hedge
|
iTraxx_MAIN: +53bps notional
| 1
| -18
|
DealerC
|
RFQ
| 11
| 93
| -117
| -77
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 215
|
Escalate watchlist names
|
C00278
|
CR3044
|
2024-04-27
|
Stress
| 247
| 837
| 8.1
| 0.7
| 1,865,158,533
|
Industrials:30.4;Consumer:20.8;Comm:23.4;Utilities:25.4
|
US:64.3;EU:17.4;APAC:6.2;EMEA:7.1;LATAM:5.0
|
BB:26.9;AAA:36.5;CCC:6.8;B:19.6;BBB:10.2
| 3.57
| 44.6
| 232
| 464
| 18.1
| 3.5
| 25
| 45
| 25
| true
| true
| true
| true
| 1.9
| 0.02
| 0.25
| null |
Hedge
|
SingleName_CDS: +175bps notional
| -5
| 39
|
DealerB
|
Electronic
| 3
| 94
| 229
| 92
|
Sector>limit
|
Rotate
|
Sector concentration above limit
| 160
|
Tighten HY exposure bands
|
C00279
|
CR8663
|
2024-11-01
|
Tightening
| 137
| 443
| 4.2
| 1.3
| 1,769,370,836
|
Tech:17.4;Industrials:12.6;Financials:20.6;Energy:11.9;Healthcare:23.3;Materials:14.2
|
US:68.9;EU:13.8;APAC:6.2;EMEA:6.7;LATAM:4.4
|
B:9.9;AAA:18.4;A:22.9;CCC:8.1;AA:33.3;BB:7.4
| 6.7
| 46.3
| 251
| 489
| 5.5
| 3
| 20
| 45
| 25
| true
| true
| true
| true
| 0.29
| 1.44
| -0.14
|
RealEstate:EW
|
Hedge
|
CDX_HY: +149bps notional
| -27
| -5
|
ECN1
|
Electronic
| 3
| 94
| 87
| 88
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 217
|
Escalate watchlist names
|
C00280
|
CR6379
|
2024-04-13
|
Recovery
| 158
| 485
| 5.5
| 1.1
| 2,045,897,367
|
Materials:35.4;RealEstate:12.1;Utilities:32.9;Financials:19.6
|
US:61.4;EU:10.0;APAC:12.7;EMEA:12.3;LATAM:3.5
|
CCC:32.0;A:10.4;BB:31.1;B:26.5
| 2.04
| 25.1
| 174
| 438
| 10.1
| 2.5
| 30
| 45
| 25
| true
| true
| true
| false
| 1.78
| -0.11
| 0.51
|
Materials:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -52
| 15
|
ECN1
|
All2All
| 4
| 93
| 393
| -198
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 161
|
Tighten HY exposure bands
|
C00281
|
CR2139
|
2024-12-20
|
Recovery
| 129
| 422
| 4.8
| -0.4
| 2,923,304,226
|
Healthcare:21.8;Materials:17.7;Energy:38.9;Financials:21.6
|
US:67.7;EU:13.2;APAC:8.3;EMEA:10.4;LATAM:0.4
|
CCC:12.9;BB:37.0;B:20.4;AAA:8.2;AA:21.5
| 4.33
| 24.3
| 133
| 293
| 14.1
| 2
| 25
| 55
| 35
| true
| true
| true
| false
| -0.02
| 0.41
| 0.16
|
Industrials:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -9
| 39
|
DealerA
|
DealerAxed
| 8
| 86
| 215
| -125
|
HYCap>limit
|
Rotate
|
High-yield share above policy cap
| 164
|
Rotate into defensive sectors
|
C00282
|
CR5032
|
2025-03-06
|
Recovery
| 102
| 565
| 4.6
| 1.7
| 1,010,238,825
|
Healthcare:19.5;Financials:23.2;Materials:16.5;Utilities:18.9;Comm:13.1;Tech:8.7
|
US:63.4;EU:8.8;APAC:9.6;EMEA:9.8;LATAM:8.3
|
A:27.4;AAA:23.4;CCC:19.4;AA:14.5;B:15.3
| 3.34
| 51.2
| 117
| 305
| 14
| 3.5
| 20
| 35
| 30
| true
| true
| true
| false
| 1.16
| -0.04
| -0.19
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -25
| -14
|
ECN1
|
DealerAxed
| 12
| 89
| 37
| -180
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 149
|
Defer adds pending macro print
|
C00283
|
CR2944
|
2025-10-09
|
Recovery
| 144
| 586
| 4.7
| 1.4
| 217,810,057
|
Tech:35.5;Comm:28.1;Materials:36.4
|
US:73.6;EU:6.2;APAC:8.1;EMEA:8.2;LATAM:3.9
|
BBB:26.4;B:10.6;CCC:11.4;A:19.3;AAA:32.3
| 4.94
| 58.1
| 130
| 316
| 10.9
| 2
| 25
| 35
| 35
| true
| true
| false
| false
| 1.44
| 0.84
| -0.17
|
Materials:EW
|
Hedge
|
iTraxx_XOVER: +116bps notional
| -10
| -6
|
ECN2
|
Electronic
| 3
| 85
| -175
| -430
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 257
|
Defer adds pending macro print
|
C00284
|
CR3579
|
2024-10-18
|
Calm
| 119
| 326
| 3.9
| 1.6
| 2,187,536,816
|
Consumer:12.3;Utilities:28.9;Industrials:40.7;Comm:18.1
|
US:66.7;EU:11.1;APAC:10.5;EMEA:10.0;LATAM:1.7
|
CCC:32.4;BBB:20.9;A:29.6;AAA:17.2
| 7.5
| 32.1
| 247
| 352
| 7.7
| 2
| 35
| 45
| 35
| true
| true
| false
| true
| 0.37
| 1.28
| 0.2
| null |
Hedge
|
iTraxx_XOVER: +80bps notional
| -56
| 17
|
ECN2
|
All2All
| 7
| 89
| 43
| -174
|
HYCap>limit
|
Rotate
|
High-yield share above policy cap
| 255
|
Rotate into defensive sectors
|
C00285
|
CR2929
|
2024-12-04
|
Calm
| 101
| 409
| 4.5
| 2.2
| 936,786,797
|
RealEstate:43.1;Materials:40.2;Comm:16.7
|
US:64.3;EU:14.0;APAC:11.1;EMEA:9.1;LATAM:1.5
|
BBB:36.3;BB:10.0;B:7.9;AA:45.8
| 2.95
| 53.2
| 211
| 434
| 5.5
| 2.5
| 25
| 35
| 20
| true
| true
| false
| true
| 2.25
| 0.44
| 0.24
|
Utilities:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -9
| -24
|
ECN1
|
Electronic
| 8
| 88
| 160
| -300
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 149
|
Tighten HY exposure bands
|
C00286
|
CR6705
|
2024-11-21
|
Tightening
| 134
| 454
| 4.1
| 1.2
| 59,194,475
|
Comm:41.2;Healthcare:14.8;Materials:34.0;Financials:10.0
|
US:65.2;EU:7.8;APAC:17.0;EMEA:9.4;LATAM:0.5
|
A:15.9;CCC:17.0;BB:28.3;B:14.3;AA:11.6;BBB:12.9
| 5.33
| 51.1
| 148
| 200
| 8.5
| 4
| 20
| 55
| 25
| true
| true
| true
| false
| -0.49
| 0.97
| 0.5
|
Healthcare:EW;Energy:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 7
| -11
|
DealerC
|
All2All
| 12
| 98
| -130
| -398
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 189
|
Tighten HY exposure bands
|
C00287
|
CR6860
|
2025-11-23
|
Stress
| 226
| 632
| 5.7
| -0.4
| 83,347,780
|
Industrials:7.4;Comm:13.2;Tech:28.2;Energy:29.2;Healthcare:22.1
|
US:72.9;EU:13.5;APAC:6.5;EMEA:6.8;LATAM:0.4
|
BBB:23.9;BB:22.4;A:10.1;B:14.3;CCC:29.3
| 2.12
| 55.4
| 242
| 538
| 13.4
| 4
| 25
| 45
| 35
| true
| true
| true
| true
| 1.97
| 0.15
| -0.27
|
Industrials:EW;Materials:EW;Energy:EW
|
Hedge
|
CDX_HY: +152bps notional
| 20
| 27
|
ECN2
|
DealerAxed
| 3
| 89
| 276
| -196
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 204
|
Rotate into defensive sectors
|
C00288
|
CR7901
|
2024-04-17
|
Stress
| 238
| 747
| 6.4
| 0.5
| 193,658,785
|
Healthcare:19.8;Financials:10.2;Utilities:9.3;Consumer:13.7;Industrials:13.4;Tech:33.5
|
US:55.9;EU:17.7;APAC:12.1;EMEA:10.7;LATAM:3.6
|
A:30.3;BBB:26.1;BB:17.3;B:17.5;AA:8.9
| 5.09
| 52.7
| 183
| 408
| 18.5
| 3
| 20
| 55
| 30
| true
| true
| true
| false
| 0.76
| 1.36
| 0.39
|
Tech:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| 0
| -7
|
ECN2
|
RFQ
| 3
| 95
| -112
| -361
|
HYCap>limit
|
Hedge
|
High-yield share above policy cap
| 149
|
Reviewed by risk; hedges staggered
|
C00289
|
CR6986
|
2025-02-06
|
Calm
| 115
| 378
| 3.3
| 2.8
| 902,252,448
|
Materials:22.8;Comm:39.3;Consumer:26.8;Utilities:11.1
|
US:70.3;EU:11.8;APAC:8.8;EMEA:8.1;LATAM:0.9
|
BB:17.5;BBB:16.4;CCC:5.8;B:17.0;A:14.0;AA:29.3
| 4.03
| 60.7
| 117
| 421
| 4.1
| 3.5
| 25
| 55
| 35
| true
| true
| true
| false
| 0.56
| 1.75
| -0.09
|
RealEstate:EW;Financials:EW
|
Hedge
|
iTraxx_XOVER: +100bps notional
| -49
| 8
|
DealerC
|
Electronic
| 11
| 93
| 77
| -6
|
Sector>limit
|
Reduce
|
Sector concentration above limit
| 247
|
Tighten HY exposure bands
|
C00290
|
CR1033
|
2024-03-13
|
Recovery
| 159
| 539
| 4.9
| 1.8
| 1,728,322,404
|
Utilities:23.2;Energy:31.9;Tech:9.1;Consumer:9.1;RealEstate:13.8;Healthcare:12.9
|
US:68.1;EU:14.0;APAC:6.1;EMEA:10.2;LATAM:1.6
|
BBB:23.2;A:12.3;CCC:21.4;BB:7.9;AAA:18.6;B:16.7
| 6.25
| 20.8
| 116
| 140
| 17.7
| 2.5
| 35
| 55
| 30
| false
| true
| true
| false
| 1.04
| 0.85
| 0.07
|
Consumer:EW;Healthcare:EW
|
Hedge
|
Treasury_Futures: +127bps notional
| 13
| -17
|
ECN1
|
RFQ
| 11
| 96
| 206
| -205
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 100
|
Tighten HY exposure bands
|
C00291
|
CR4405
|
2024-01-14
|
Tightening
| 147
| 399
| 4
| 1.4
| 2,614,310,478
|
Financials:20.5;Materials:13.3;Utilities:12.9;Consumer:29.7;Tech:23.6
|
US:61.9;EU:17.9;APAC:12.6;EMEA:4.0;LATAM:3.6
|
AA:17.0;CCC:14.9;AAA:19.4;BB:10.7;A:38.0
| 6.32
| 59.8
| 212
| 348
| 13.6
| 2.5
| 20
| 45
| 20
| true
| true
| true
| true
| -0.28
| 1.69
| 0.1
| null |
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -49
| 9
|
DealerB
|
Electronic
| 1
| 100
| -115
| 57
|
Sector>limit
|
Hedge
|
Sector concentration above limit
| 134
|
Tighten HY exposure bands
|
C00292
|
CR5990
|
2025-11-15
|
Tightening
| 100
| 458
| 4.3
| 1.4
| 1,288,031,889
|
Consumer:17.9;Financials:16.0;Industrials:12.6;Utilities:27.5;Healthcare:26.0
|
US:72.6;EU:9.1;APAC:8.6;EMEA:8.8;LATAM:0.9
|
B:19.9;BBB:25.7;AAA:21.5;BB:12.6;A:20.3
| 2.05
| 43.9
| 252
| 170
| 4
| 3.5
| 35
| 35
| 30
| false
| true
| true
| true
| 1.97
| 0.51
| -0.12
|
Healthcare:EW;Materials:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -53
| 12
|
DealerB
|
Electronic
| 1
| 96
| 102
| -405
|
Sector>limit
|
Rotate
|
Sector concentration above limit
| 153
|
Tighten HY exposure bands
|
C00293
|
CR9657
|
2025-04-19
|
Calm
| 73
| 413
| 3.4
| 2.2
| 448,172,984
|
Tech:13.5;RealEstate:11.4;Energy:29.6;Industrials:27.8;Financials:17.6
|
US:70.7;EU:10.5;APAC:6.5;EMEA:8.4;LATAM:3.9
|
BBB:8.5;AAA:25.0;BB:21.7;A:9.0;CCC:20.3;AA:15.5
| 1
| 29.5
| 109
| 480
| 17.2
| 2.5
| 25
| 35
| 35
| true
| true
| true
| false
| 2.12
| -0.12
| -0.07
|
Tech:EW
|
Rotate
|
From Energy -1.0% to Utilities +1.0%
| -11
| -17
|
ECN1
|
All2All
| 8
| 87
| 305
| -411
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 215
|
Escalate watchlist names
|
C00294
|
CR9055
|
2025-09-29
|
Calm
| 70
| 400
| 3.5
| 2.3
| 1,619,392,288
|
Consumer:22.2;Energy:16.4;Materials:9.7;Financials:26.0;Comm:25.8
|
US:76.7;EU:8.5;APAC:7.5;EMEA:5.0;LATAM:2.3
|
A:21.2;AA:13.0;AAA:26.1;BB:15.9;CCC:19.5;B:4.2
| 5.16
| 57.3
| 251
| 193
| 13
| 2.5
| 35
| 35
| 35
| false
| true
| true
| true
| 0.26
| 0.91
| 0.57
|
Industrials:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -60
| -1
|
DealerC
|
RFQ
| 7
| 99
| 139
| -356
|
Region>limit
|
Hedge
|
Regional concentration above limit
| 154
|
Tighten HY exposure bands
|
C00295
|
CR2577
|
2025-12-13
|
Calm
| 84
| 358
| 3.9
| 2.4
| 820,839,719
|
Financials:11.8;RealEstate:36.9;Comm:26.5;Tech:24.8
|
US:68.1;EU:10.6;APAC:7.2;EMEA:9.4;LATAM:4.7
|
AAA:23.1;BBB:33.9;A:12.2;AA:30.8
| 6.92
| 52.8
| 266
| 174
| 10.6
| 2.5
| 25
| 55
| 35
| true
| true
| false
| true
| 1.22
| 1.62
| 0.34
|
Materials:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| -57
| 18
|
DealerA
|
DealerAxed
| 2
| 94
| 133
| 54
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 188
|
Defer adds pending macro print
|
C00296
|
CR6426
|
2025-07-28
|
Recovery
| 140
| 632
| 5.5
| 1
| 1,715,721,684
|
Financials:23.5;Materials:46.6;Consumer:13.7;Comm:16.3
|
US:75.7;EU:5.6;APAC:7.9;EMEA:5.0;LATAM:5.9
|
B:34.6;CCC:23.1;AA:26.5;AAA:15.8
| 7.2
| 49.7
| 96
| 225
| 11.1
| 3.5
| 25
| 45
| 20
| true
| true
| true
| false
| 1.98
| 0.33
| 0.57
|
Consumer:EW;Healthcare:EW
|
Hedge
|
CDX_IG: +106bps notional
| -42
| 6
|
DealerC
|
Electronic
| 7
| 85
| 338
| 64
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 162
|
Reviewed by risk; hedges staggered
|
C00297
|
CR9991
|
2025-07-11
|
Calm
| 117
| 412
| 4.3
| 2.2
| 510,743,768
|
RealEstate:9.2;Tech:16.6;Utilities:37.3;Energy:36.9
|
US:64.1;EU:13.6;APAC:11.9;EMEA:7.7;LATAM:2.7
|
CCC:9.0;A:35.9;BB:19.0;B:12.4;AA:23.6
| 4.49
| 46.9
| 113
| 151
| 14
| 2.5
| 20
| 35
| 20
| true
| true
| true
| false
| 2.28
| 0.88
| 0.11
|
Tech:EW
|
Hedge
|
Options_Payer: +105bps notional
| -11
| 33
|
DealerA
|
All2All
| 9
| 93
| -125
| -407
|
Sector>limit
|
Reduce
|
Sector concentration above limit
| 123
|
Escalate watchlist names
|
C00298
|
CR6638
|
2025-03-27
|
Calm
| 114
| 419
| 4.5
| 1.5
| 2,445,137,197
|
Energy:37.8;RealEstate:35.8;Tech:11.6;Comm:14.9
|
US:64.3;EU:16.8;APAC:10.1;EMEA:5.3;LATAM:3.5
|
AAA:38.0;BBB:23.9;CCC:3.2;BB:10.0;B:6.5;A:18.5
| 4.6
| 62.7
| 153
| 303
| 16.7
| 4
| 20
| 45
| 35
| true
| true
| false
| false
| 0.77
| 0.86
| 0.21
|
Tech:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 5
| 10
|
ECN1
|
All2All
| 7
| 97
| -219
| -336
|
Region>limit
|
Hedge
|
Regional concentration above limit
| 101
|
Defer adds pending macro print
|
C00299
|
CR1642
|
2025-07-20
|
Recovery
| 118
| 548
| 5.9
| 1.9
| 125,303,645
|
Financials:11.2;Consumer:40.8;Comm:18.8;Utilities:29.1
|
US:62.6;EU:7.0;APAC:13.2;EMEA:10.8;LATAM:6.3
|
A:23.4;AAA:28.8;BB:12.2;B:13.2;CCC:22.4
| 2.09
| 64.2
| 122
| 483
| 11.1
| 3
| 35
| 45
| 20
| true
| true
| true
| false
| -0.34
| 1.35
| 0.17
|
Energy:EW
|
Reduce
|
Cut HY -1.0%; Trim stretched sector -0.5%
| 13
| -20
|
DealerA
|
All2All
| 5
| 94
| 279
| -377
|
HYCap>limit
|
Reduce
|
High-yield share above policy cap
| 177
|
Tighten HY exposure bands
|
C00300
|
CR6715
|
2024-04-23
|
Tightening
| 141
| 369
| 4
| 0.5
| 1,763,219,782
|
RealEstate:31.0;Industrials:21.4;Utilities:8.1;Tech:12.2;Energy:27.2
|
US:59.6;EU:10.4;APAC:14.5;EMEA:8.9;LATAM:6.6
|
AA:21.2;BB:12.4;CCC:22.8;B:16.3;AAA:27.3
| 4.76
| 23.8
| 228
| 158
| 14.7
| 2.5
| 25
| 55
| 35
| true
| true
| true
| true
| -0.02
| 1.22
| 0.46
|
Financials:EW
|
Hedge
|
CDX_HY: +115bps notional
| 6
| 39
|
ECN1
|
Electronic
| 11
| 90
| 120
| 157
|
VAR>budget
|
Reduce
|
Portfolio VAR above budget
| 190
|
Escalate watchlist names
|
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.