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 |
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