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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C00301 | CR1490 | 2025-05-30 | Stress | 167 | 823 | 6 | 0.5 | 2,122,270,195 | Utilities:24.1;Consumer:22.6;Industrials:21.8;Comm:16.0;Financials:15.4 | US:76.7;EU:5.0;APAC:8.1;EMEA:6.0;LATAM:4.2 | BBB:33.2;CCC:6.1;AAA:37.3;B:14.5;BB:9.0 | 2.89 | 48.5 | 157 | 641 | 16.9 | 2.5 | 25 | 45 | 30 | false | true | false | false | 0.2 | 0.69 | -0.31 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 34 | DealerA | Electronic | 9 | 87 | 204 | -282 | Region>limit | Reduce | Regional concentration above limit | 248 | Escalate watchlist names |
C00302 | CR8340 | 2024-07-30 | Calm | 81 | 288 | 4.4 | 2.3 | 676,916,335 | Financials:54.9;Energy:30.3;Materials:14.8 | US:70.8;EU:12.6;APAC:7.7;EMEA:6.1;LATAM:3.0 | AAA:9.1;BB:27.9;AA:17.0;CCC:7.0;A:17.4;B:21.7 | 5.2 | 59.9 | 179 | 312 | 12.8 | 2 | 20 | 55 | 25 | true | true | true | false | 0.17 | 0.48 | 0.16 | Energy:EW | Hedge | Treasury_Futures: +163bps notional | -39 | -19 | ECN2 | DealerAxed | 6 | 90 | -186 | -279 | HYCap>limit | Reduce | High-yield share above policy cap | 221 | Escalate watchlist names |
C00303 | CR6594 | 2024-12-17 | Calm | 69 | 372 | 4.3 | 2.2 | 945,752,665 | Comm:22.9;Energy:37.3;Industrials:11.5;Healthcare:28.3 | US:65.0;EU:10.4;APAC:9.5;EMEA:9.1;LATAM:6.1 | BBB:30.6;AAA:24.7;AA:22.2;B:22.6 | 3.83 | 37 | 194 | 372 | 4.7 | 3 | 30 | 55 | 35 | true | true | false | false | 0.31 | -0.23 | 0.57 | RealEstate:EW;Consumer:EW | Hedge | CDX_HY: +93bps notional | -25 | 38 | ECN2 | Electronic | 5 | 85 | 182 | -332 | HYCap>limit | Reduce | High-yield share above policy cap | 133 | Reviewed by risk; hedges staggered |
C00304 | CR8829 | 2025-03-27 | Recovery | 143 | 565 | 6.3 | 0.9 | 2,068,402,785 | Energy:10.5;Healthcare:7.4;Utilities:27.9;Industrials:24.0;Tech:17.7;RealEstate:12.4 | US:62.0;EU:16.3;APAC:9.3;EMEA:5.6;LATAM:6.7 | AA:29.8;A:23.5;BB:23.1;BBB:23.6 | 2.67 | 44.9 | 169 | 420 | 10.6 | 3.5 | 20 | 45 | 35 | true | true | false | false | 2.33 | -0.03 | -0.05 | Utilities:EW | Hedge | CDX_IG: +185bps notional | 11 | 34 | DealerC | RFQ | 2 | 90 | -47 | -475 | Region>limit | Hedge | Regional concentration above limit | 183 | Reviewed by risk; hedges staggered |
C00305 | CR7487 | 2025-11-14 | Tightening | 152 | 436 | 4.2 | 0.9 | 1,458,663,112 | Healthcare:16.8;Consumer:17.8;Tech:9.6;Financials:26.8;Industrials:29.1 | US:68.8;EU:5.5;APAC:13.8;EMEA:11.3;LATAM:0.5 | A:26.2;CCC:42.1;AAA:17.6;BB:14.1 | 4.03 | 34.9 | 166 | 358 | 17.2 | 2 | 25 | 55 | 20 | true | true | true | false | 2.18 | 0.55 | -0.25 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 1 | -21 | ECN1 | All2All | 7 | 94 | 126 | -471 | HYCap>limit | Rotate | High-yield share above policy cap | 238 | Reviewed by risk; hedges staggered |
C00306 | CR0466 | 2025-11-25 | Tightening | 136 | 476 | 4.2 | 1.9 | 457,301,743 | Industrials:23.9;Healthcare:10.2;Financials:31.3;Consumer:8.3;Materials:26.2 | US:65.3;EU:15.3;APAC:7.3;EMEA:7.8;LATAM:4.3 | BB:23.1;B:41.5;AAA:19.2;AA:16.3 | 3.69 | 23.8 | 226 | 383 | 5.5 | 3.5 | 35 | 55 | 25 | false | true | true | true | 0.65 | 0.57 | 0.54 | null | Hedge | Options_Payer: +177bps notional | -1 | -10 | DealerB | DealerAxed | 4 | 85 | -37 | -68 | Sector>limit | Rotate | Sector concentration above limit | 153 | Defer adds pending macro print |
C00307 | CR7916 | 2024-08-11 | Calm | 104 | 305 | 3.4 | 2.6 | 952,917,842 | Healthcare:28.2;Utilities:16.1;Financials:19.8;Tech:13.2;Consumer:22.7 | US:68.1;EU:20.3;APAC:6.7;EMEA:3.3;LATAM:1.7 | A:29.0;BB:9.1;BBB:35.2;B:6.2;CCC:7.5;AAA:12.9 | 1.7 | 32.9 | 208 | 231 | 16.1 | 3.5 | 35 | 45 | 35 | false | true | false | true | 2.28 | 1.64 | -0.25 | Healthcare:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | -25 | DealerC | RFQ | 1 | 97 | -175 | -312 | HYCap>limit | Reduce | High-yield share above policy cap | 165 | Defer adds pending macro print |
C00308 | CR4153 | 2025-10-17 | Stress | 231 | 725 | 6.3 | -1 | 2,592,296,036 | Healthcare:26.1;Tech:31.1;RealEstate:8.9;Industrials:13.8;Financials:20.1 | US:71.5;EU:9.9;APAC:8.9;EMEA:3.7;LATAM:6.0 | B:7.1;CCC:31.5;BB:13.6;AAA:47.8 | 1.68 | 47.5 | 202 | 377 | 13.1 | 4 | 20 | 55 | 35 | true | true | true | true | 2.03 | 0.2 | 0.35 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 38 | DealerC | DealerAxed | 4 | 88 | 250 | -382 | HYCap>limit | Reduce | High-yield share above policy cap | 98 | Escalate watchlist names |
C00309 | CR9823 | 2025-09-29 | Calm | 72 | 315 | 3.2 | 3 | 2,484,330,983 | Utilities:13.4;Materials:8.2;RealEstate:21.5;Healthcare:20.6;Industrials:17.9;Comm:18.4 | US:58.2;EU:10.5;APAC:15.5;EMEA:8.9;LATAM:6.9 | BBB:25.4;BB:9.4;A:22.3;AA:21.1;CCC:12.7;B:9.1 | 1.28 | 52 | 189 | 333 | 13.9 | 4 | 25 | 55 | 20 | false | true | true | false | 1.06 | 1.64 | 0.41 | Industrials:EW | Hedge | CDX_IG: +162bps notional | -3 | 10 | DealerC | All2All | 3 | 93 | 292 | 118 | HYCap>limit | Hedge | High-yield share above policy cap | 173 | Rotate into defensive sectors |
C00310 | CR0759 | 2024-07-15 | Stress | 171 | 759 | 6.5 | -1.4 | 602,323,724 | Consumer:21.6;Financials:17.9;Energy:35.2;Materials:25.3 | US:59.8;EU:10.0;APAC:13.8;EMEA:10.6;LATAM:5.8 | AAA:9.9;BB:32.7;CCC:11.2;B:26.7;BBB:19.5 | 3.25 | 44.2 | 266 | 282 | 15 | 2.5 | 30 | 55 | 35 | true | true | true | true | 1.4 | 1.37 | 0.03 | null | Hedge | iTraxx_XOVER: +121bps notional | -39 | 8 | DealerC | Electronic | 12 | 89 | -117 | -362 | Sector>limit | Reduce | Sector concentration above limit | 187 | Escalate watchlist names |
C00311 | CR2469 | 2025-04-16 | Tightening | 114 | 377 | 3.9 | 1.6 | 1,188,493,892 | Energy:25.3;Industrials:14.5;Utilities:10.1;Healthcare:24.8;Consumer:25.3 | US:58.8;EU:16.8;APAC:14.3;EMEA:5.6;LATAM:4.5 | BBB:18.1;BB:28.1;A:24.5;B:21.4;AA:7.9 | 7.01 | 51.8 | 229 | 500 | 4.5 | 2.5 | 30 | 55 | 20 | false | true | true | true | 2.32 | 1.49 | 0.44 | Energy:EW | Hedge | SingleName_CDS: +135bps notional | -6 | -19 | DealerB | All2All | 0 | 93 | -65 | -427 | HYCap>limit | PauseAdds | High-yield share above policy cap | 215 | Rotate into defensive sectors |
C00312 | CR6639 | 2024-03-12 | Recovery | 143 | 554 | 5.2 | 0.9 | 433,832,658 | Healthcare:7.9;Comm:24.0;Tech:24.5;Materials:9.5;Industrials:9.9;Utilities:24.2 | US:62.7;EU:16.9;APAC:11.0;EMEA:5.0;LATAM:4.5 | AAA:60.7;B:14.2;BB:10.5;CCC:14.5 | 3.47 | 55.7 | 208 | 333 | 8.3 | 3 | 30 | 45 | 25 | false | true | true | true | 1.62 | 1.59 | 0.59 | Materials:EW | Hedge | CDX_HY: +151bps notional | 15 | 0 | ECN1 | Electronic | 0 | 98 | -204 | -111 | VAR>budget | Hedge | Portfolio VAR above budget | 97 | Reviewed by risk; hedges staggered |
C00313 | CR2278 | 2024-01-28 | Tightening | 138 | 448 | 3.9 | 1.4 | 460,053,631 | Materials:22.6;Healthcare:7.3;Energy:31.5;Comm:22.4;Industrials:16.2 | US:68.0;EU:5.7;APAC:12.2;EMEA:5.9;LATAM:8.2 | B:4.2;AAA:20.9;AA:38.3;A:32.1;BB:4.4 | 2.91 | 37.2 | 261 | 518 | 17.4 | 3.5 | 20 | 45 | 35 | true | true | false | true | 2.5 | 1.2 | 0.36 | Comm:EW;RealEstate:EW | Hedge | Options_Payer: +168bps notional | -18 | 39 | DealerB | All2All | 11 | 90 | 231 | 27 | Region>limit | Reduce | Regional concentration above limit | 187 | Tighten HY exposure bands |
C00314 | CR9637 | 2024-01-11 | Recovery | 144 | 477 | 5.6 | 0.3 | 2,502,618,595 | Healthcare:31.9;Financials:26.5;Tech:7.2;RealEstate:25.2;Consumer:9.1 | US:64.1;EU:8.9;APAC:8.1;EMEA:9.8;LATAM:9.1 | AAA:22.2;CCC:21.1;BBB:11.5;B:11.3;BB:25.4;AA:8.5 | 5.52 | 61.8 | 152 | 154 | 2 | 3 | 35 | 55 | 35 | false | true | true | false | -0.05 | 0.29 | 0.26 | Tech:EW | Hedge | Treasury_Futures: +80bps notional | -41 | -25 | DealerA | All2All | 0 | 99 | -158 | 159 | HYCap>limit | Reduce | High-yield share above policy cap | 107 | Tighten HY exposure bands |
C00315 | CR3479 | 2025-03-12 | Calm | 101 | 385 | 3.2 | 2.3 | 284,050,268 | Comm:24.1;Financials:22.3;Healthcare:34.2;Industrials:19.5 | US:64.7;EU:16.9;APAC:11.4;EMEA:4.7;LATAM:2.4 | BBB:15.9;CCC:19.2;B:12.4;A:19.8;AAA:15.9;AA:16.9 | 4.94 | 31.9 | 153 | 125 | 9.5 | 4 | 25 | 35 | 30 | true | true | true | false | 0.08 | 0.35 | 0.24 | Financials:EW | Hedge | CDX_HY: +182bps notional | 11 | 26 | DealerC | All2All | 3 | 97 | 324 | -233 | HYCap>limit | Reduce | High-yield share above policy cap | 112 | Rotate into defensive sectors |
C00316 | CR4033 | 2025-11-18 | Recovery | 141 | 611 | 4.9 | 1.3 | 1,721,249,308 | Healthcare:24.8;Utilities:31.4;Tech:32.1;Energy:11.6 | US:64.4;EU:12.1;APAC:11.1;EMEA:8.3;LATAM:4.0 | BB:6.4;A:16.4;AAA:30.8;BBB:26.8;AA:15.7;B:4.0 | 0.8 | 43.7 | 113 | 377 | 4.1 | 3.5 | 35 | 35 | 25 | false | true | false | false | 1.92 | 1.1 | -0.13 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | 43 | DealerC | All2All | 3 | 86 | -1 | -126 | Region>limit | Reduce | Regional concentration above limit | 110 | Defer adds pending macro print |
C00317 | CR5254 | 2024-12-08 | Stress | 150 | 612 | 5.4 | 0.4 | 2,209,045,554 | Healthcare:16.2;Tech:33.3;RealEstate:30.3;Consumer:20.3 | US:67.4;EU:7.9;APAC:11.3;EMEA:11.5;LATAM:1.9 | CCC:39.5;B:26.7;AAA:14.7;BBB:19.0 | 6.2 | 32 | 242 | 267 | 22.4 | 4 | 30 | 55 | 30 | true | true | true | true | 2.14 | -0.01 | -0.32 | RealEstate:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | 7 | DealerC | RFQ | 9 | 99 | -199 | -103 | Region>limit | Rotate | Regional concentration above limit | 209 | Defer adds pending macro print |
C00318 | CR2904 | 2025-01-13 | Calm | 77 | 366 | 3.6 | 2.4 | 1,345,219,244 | RealEstate:25.8;Energy:23.0;Tech:23.9;Materials:5.9;Healthcare:21.4 | US:66.1;EU:14.6;APAC:5.9;EMEA:9.9;LATAM:3.5 | AA:9.9;AAA:21.6;A:16.9;B:14.5;BBB:25.4;BB:11.7 | 3.99 | 25.9 | 143 | 382 | 6.5 | 3 | 20 | 45 | 20 | true | true | true | false | 0.99 | 0.67 | 0.04 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 27 | ECN1 | Electronic | 5 | 86 | 150 | -169 | Sector>limit | Rotate | Sector concentration above limit | 233 | Escalate watchlist names |
C00319 | CR3766 | 2024-06-07 | Calm | 89 | 301 | 4.1 | 2.4 | 2,484,322,308 | Healthcare:46.9;Consumer:17.4;Utilities:14.9;Energy:20.8 | US:59.4;EU:21.9;APAC:6.4;EMEA:9.3;LATAM:3.1 | BB:9.4;A:15.0;BBB:32.8;AA:13.9;AAA:28.9 | 1.8 | 49.1 | 244 | 135 | 13 | 3 | 25 | 35 | 25 | true | true | false | true | 1.7 | 0.72 | -0.32 | Materials:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -48 | -8 | DealerB | All2All | 5 | 87 | -5 | -215 | Region>limit | Hedge | Regional concentration above limit | 224 | Defer adds pending macro print |
C00320 | CR6034 | 2025-10-07 | Stress | 194 | 569 | 5.4 | 0.5 | 890,065,617 | Tech:12.4;Energy:17.8;Healthcare:12.8;Financials:23.7;Comm:22.0;RealEstate:11.3 | US:70.0;EU:12.2;APAC:8.7;EMEA:8.0;LATAM:1.0 | CCC:9.9;A:40.4;BBB:20.9;BB:15.1;AA:13.7 | 4.17 | 59.3 | 293 | 282 | 11.9 | 3.5 | 35 | 45 | 30 | false | true | false | true | 0.22 | 1.36 | -0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 12 | DealerA | DealerAxed | 7 | 93 | 42 | 43 | VAR>budget | Hedge | Portfolio VAR above budget | 254 | Rotate into defensive sectors |
C00321 | CR7310 | 2024-12-07 | Stress | 233 | 766 | 5.8 | -1.4 | 1,260,439,125 | Industrials:29.1;Consumer:27.0;Healthcare:43.8 | US:78.9;EU:7.6;APAC:5.8;EMEA:5.2;LATAM:2.5 | BB:22.4;CCC:9.7;A:14.1;AAA:15.6;B:38.2 | 0.71 | 26 | 293 | 517 | 9.3 | 3.5 | 25 | 45 | 35 | true | true | true | true | 1.19 | 0.26 | -0.17 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -60 | 12 | DealerA | Electronic | 4 | 88 | -61 | -151 | Region>limit | Hedge | Regional concentration above limit | 121 | Escalate watchlist names |
C00322 | CR6977 | 2025-11-18 | Tightening | 135 | 413 | 4.1 | 0.6 | 585,398,485 | Comm:25.0;Industrials:36.3;Healthcare:38.8 | US:70.5;EU:14.9;APAC:5.7;EMEA:8.5;LATAM:0.4 | BBB:19.8;A:32.1;B:7.5;AAA:33.5;CCC:7.1 | 6.98 | 49.6 | 94 | 311 | 15.4 | 2 | 35 | 35 | 20 | true | true | false | false | 0.88 | 1.44 | 0.13 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 8 | DealerA | Electronic | 4 | 94 | 85 | -360 | Sector>limit | Reduce | Sector concentration above limit | 128 | Tighten HY exposure bands |
C00323 | CR3449 | 2024-06-10 | Calm | 66 | 346 | 3.9 | 2.9 | 88,685,662 | Materials:21.0;Energy:12.0;Industrials:20.7;RealEstate:21.6;Tech:14.6;Consumer:10.1 | US:70.5;EU:5.7;APAC:8.9;EMEA:7.2;LATAM:7.6 | A:29.8;BBB:37.2;CCC:4.1;AA:20.1;B:8.8 | 5.1 | 42.7 | 244 | 134 | 10.5 | 3.5 | 30 | 55 | 35 | false | true | false | true | 0.99 | 1.34 | 0.32 | Consumer:EW;Comm:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 8 | DealerC | Electronic | 5 | 93 | 386 | -27 | HYCap>limit | Reduce | High-yield share above policy cap | 162 | Reviewed by risk; hedges staggered |
C00324 | CR1437 | 2025-02-03 | Calm | 66 | 337 | 3.6 | 1.6 | 852,426,322 | Healthcare:18.1;Materials:22.7;Energy:7.5;Consumer:25.5;Tech:26.2 | US:53.5;EU:19.8;APAC:11.7;EMEA:8.4;LATAM:6.6 | AA:20.5;AAA:20.8;BBB:14.5;B:33.8;BB:10.3 | 4.59 | 63.4 | 129 | 473 | 5.5 | 2.5 | 35 | 45 | 25 | false | true | true | false | 1.03 | -0.02 | 0.21 | Financials:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -11 | 14 | DealerA | Electronic | 1 | 86 | 32 | 1 | VAR>budget | Reduce | Portfolio VAR above budget | 155 | Defer adds pending macro print |
C00325 | CR3630 | 2024-12-07 | Stress | 184 | 747 | 7.7 | 0.1 | 2,226,898,708 | Industrials:11.1;Materials:16.0;RealEstate:10.4;Comm:19.2;Utilities:17.7;Healthcare:25.6 | US:78.8;EU:6.9;APAC:6.2;EMEA:3.5;LATAM:4.5 | A:23.8;CCC:5.7;BBB:10.2;B:16.3;BB:17.9;AAA:26.2 | 1.09 | 20.3 | 322 | 635 | 20.1 | 2.5 | 20 | 35 | 35 | true | true | true | true | 1.03 | -0.16 | -0.18 | RealEstate:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 6 | 38 | DealerB | All2All | 5 | 99 | -83 | 45 | Sector>limit | Hedge | Sector concentration above limit | 192 | Escalate watchlist names |
C00326 | CR4162 | 2025-09-19 | Tightening | 122 | 507 | 4.3 | 2 | 1,574,176,750 | Healthcare:13.6;RealEstate:16.0;Utilities:15.7;Energy:26.2;Tech:28.6 | US:65.3;EU:13.6;APAC:6.6;EMEA:9.2;LATAM:5.4 | AA:22.0;A:31.1;AAA:23.5;BBB:23.5 | 5.68 | 24.8 | 224 | 225 | 12.7 | 3.5 | 20 | 55 | 30 | true | true | false | true | -0.32 | 1.69 | -0.01 | Materials:EW | Hedge | Treasury_Futures: +144bps notional | 4 | 40 | DealerC | RFQ | 0 | 93 | 207 | -322 | VAR>budget | Reduce | Portfolio VAR above budget | 231 | Defer adds pending macro print |
C00327 | CR8152 | 2025-01-26 | Calm | 71 | 353 | 3.9 | 2.5 | 2,418,012,401 | Utilities:15.1;Financials:24.3;Consumer:30.0;Tech:30.6 | US:67.1;EU:15.0;APAC:10.9;EMEA:6.3;LATAM:0.7 | CCC:19.6;BBB:24.1;A:16.7;B:17.0;BB:22.7 | 3.15 | 27 | 126 | 437 | 12.2 | 3.5 | 25 | 45 | 20 | true | true | true | false | 1.58 | 0.88 | 0.56 | Industrials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | 32 | ECN2 | RFQ | 10 | 100 | 155 | -196 | Sector>limit | Reduce | Sector concentration above limit | 248 | Defer adds pending macro print |
C00328 | CR5707 | 2024-05-12 | Tightening | 117 | 355 | 4.8 | 1 | 2,017,798,362 | Comm:39.6;Healthcare:40.3;Materials:20.1 | US:65.4;EU:8.9;APAC:14.1;EMEA:5.3;LATAM:6.2 | A:12.0;CCC:19.4;B:16.3;AAA:18.7;BB:21.4;AA:12.4 | 6.88 | 48.7 | 206 | 408 | 10.4 | 3 | 20 | 35 | 25 | true | true | true | true | 1.31 | 0.77 | 0.44 | Industrials:EW | Hedge | Treasury_Futures: +94bps notional | 9 | 28 | DealerC | Electronic | 2 | 95 | 164 | -32 | Region>limit | Reduce | Regional concentration above limit | 96 | Tighten HY exposure bands |
C00329 | CR2070 | 2025-03-16 | Tightening | 123 | 425 | 5.2 | 1.4 | 190,933,321 | Healthcare:18.1;Energy:15.9;Comm:14.7;RealEstate:51.3 | US:69.6;EU:9.8;APAC:12.8;EMEA:4.0;LATAM:3.7 | CCC:32.6;BBB:11.0;AA:10.5;A:24.4;AAA:21.5 | 0.95 | 51.7 | 190 | 183 | 14.7 | 4 | 35 | 35 | 30 | true | true | true | false | 2.12 | 0.5 | 0.59 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -43 | -2 | DealerA | RFQ | 7 | 93 | 175 | -370 | Region>limit | Reduce | Regional concentration above limit | 151 | Rotate into defensive sectors |
C00330 | CR5216 | 2025-08-21 | Calm | 84 | 316 | 4.3 | 2.5 | 2,148,430,505 | Financials:22.5;RealEstate:12.0;Utilities:12.8;Energy:21.6;Materials:23.0;Tech:8.2 | US:55.4;EU:16.9;APAC:14.2;EMEA:7.4;LATAM:6.2 | A:16.8;AA:28.8;BBB:9.0;CCC:12.0;BB:33.4 | 1.08 | 64.8 | 117 | 484 | 14.1 | 2 | 25 | 55 | 30 | false | true | true | false | 0.25 | 0.34 | 0.06 | null | Hedge | CDX_HY: +52bps notional | -42 | -5 | DealerA | DealerAxed | 4 | 92 | -87 | -3 | Region>limit | Rotate | Regional concentration above limit | 239 | Escalate watchlist names |
C00331 | CR8699 | 2024-08-12 | Tightening | 142 | 461 | 4.1 | 1.9 | 2,159,324,387 | Materials:15.4;Comm:42.8;Consumer:15.8;Utilities:26.0 | US:56.9;EU:17.1;APAC:14.0;EMEA:11.1;LATAM:0.9 | CCC:9.9;BB:11.4;AAA:38.6;BBB:23.9;B:16.1 | 3.09 | 40.6 | 111 | 381 | 2.5 | 3 | 20 | 55 | 20 | true | true | true | false | 1.34 | 1.18 | 0.05 | Utilities:EW;Comm:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 5 | 44 | DealerA | Electronic | 3 | 90 | 52 | -436 | Sector>limit | Hedge | Sector concentration above limit | 237 | Defer adds pending macro print |
C00332 | CR1441 | 2024-09-29 | Stress | 179 | 772 | 6.6 | -1.5 | 1,753,240,118 | Healthcare:29.6;Tech:17.6;Energy:30.8;RealEstate:22.1 | US:61.5;EU:16.4;APAC:10.5;EMEA:5.1;LATAM:6.5 | B:14.3;BBB:28.6;A:24.9;AAA:32.2 | 2.64 | 32.5 | 241 | 301 | 15.7 | 3 | 20 | 45 | 30 | true | true | false | true | 1.94 | 0.86 | -0.13 | null | Hedge | SingleName_CDS: +151bps notional | 12 | 28 | DealerC | DealerAxed | 12 | 89 | 121 | -222 | Region>limit | Reduce | Regional concentration above limit | 96 | Rotate into defensive sectors |
C00333 | CR9434 | 2025-05-25 | Stress | 232 | 715 | 5.5 | -2 | 1,832,152,975 | Healthcare:32.2;Energy:26.0;Comm:41.8 | US:65.5;EU:18.7;APAC:5.9;EMEA:2.9;LATAM:7.1 | BBB:23.1;BB:20.2;A:18.2;CCC:24.8;AA:13.8 | 2.06 | 43.9 | 139 | 656 | 15.8 | 2.5 | 35 | 45 | 30 | true | true | true | false | 0.38 | 0.29 | 0.28 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 15 | DealerA | DealerAxed | 9 | 96 | 403 | 169 | VAR>budget | Hedge | Portfolio VAR above budget | 196 | Rotate into defensive sectors |
C00334 | CR6865 | 2024-02-08 | Stress | 178 | 785 | 7.4 | -0.4 | 351,014,636 | Financials:23.2;Consumer:23.1;Materials:29.9;Utilities:15.0;Healthcare:8.8 | US:68.4;EU:8.1;APAC:12.2;EMEA:11.2;LATAM:0.2 | AAA:28.8;BBB:24.0;B:14.5;AA:32.8 | 6.36 | 52.6 | 258 | 646 | 22.2 | 3.5 | 35 | 35 | 35 | false | true | false | true | 0.96 | 0.63 | 0.11 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 0 | ECN2 | RFQ | 6 | 89 | 241 | -113 | VAR>budget | Rotate | Portfolio VAR above budget | 97 | Escalate watchlist names |
C00335 | CR9889 | 2025-05-26 | Tightening | 135 | 518 | 4.5 | 0.9 | 1,180,829,357 | Industrials:15.2;Materials:39.1;Energy:45.7 | US:66.2;EU:8.3;APAC:8.8;EMEA:8.6;LATAM:8.1 | CCC:13.5;A:11.7;BB:11.0;AA:16.8;AAA:28.8;B:18.3 | 6.33 | 64.8 | 269 | 168 | 8.1 | 2 | 20 | 55 | 20 | true | true | true | true | -0.14 | 0.9 | 0.09 | Financials:EW;Comm:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | -24 | ECN1 | DealerAxed | 3 | 99 | 419 | -290 | HYCap>limit | PauseAdds | High-yield share above policy cap | 110 | Escalate watchlist names |
C00336 | CR0183 | 2025-08-31 | Tightening | 157 | 438 | 4.8 | 1.1 | 2,019,735,230 | Financials:20.8;Energy:14.4;Materials:26.2;Tech:13.9;Industrials:11.1;Utilities:13.5 | US:69.0;EU:7.0;APAC:13.1;EMEA:5.6;LATAM:5.3 | B:18.6;AAA:21.6;A:16.2;BBB:18.1;BB:17.2;AA:8.2 | 3.93 | 43.2 | 111 | 285 | 14.3 | 4 | 20 | 35 | 25 | true | true | true | false | 0.99 | 0.19 | -0.07 | Financials:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 13 | ECN1 | All2All | 7 | 100 | -89 | -411 | HYCap>limit | Reduce | High-yield share above policy cap | 93 | Tighten HY exposure bands |
C00337 | CR1929 | 2025-01-27 | Calm | 86 | 417 | 4.4 | 2.9 | 1,529,085,798 | Tech:35.9;Materials:20.8;RealEstate:32.1;Comm:11.2 | US:69.2;EU:13.3;APAC:7.3;EMEA:7.8;LATAM:2.4 | B:19.6;BB:11.8;BBB:9.7;AA:14.6;AAA:21.3;A:23.0 | 6.83 | 49.9 | 272 | 317 | 7.3 | 3 | 35 | 35 | 20 | true | true | true | true | 0.38 | 1.31 | 0.15 | Consumer:EW;Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -12 | -15 | DealerC | All2All | 7 | 99 | -88 | 29 | Region>limit | Hedge | Regional concentration above limit | 247 | Tighten HY exposure bands |
C00338 | CR8601 | 2025-02-08 | Recovery | 101 | 463 | 5.8 | 0.1 | 92,646,417 | Financials:30.9;Energy:28.3;Materials:40.8 | US:74.6;EU:7.0;APAC:8.1;EMEA:3.9;LATAM:6.4 | AA:19.8;CCC:18.0;A:28.5;B:9.6;AAA:9.4;BBB:14.6 | 1.91 | 59.7 | 97 | 477 | 10.4 | 4 | 30 | 45 | 25 | true | true | true | false | 0.93 | -0.1 | 0.44 | null | Hedge | Options_Payer: +191bps notional | -43 | 4 | DealerB | All2All | 1 | 85 | -137 | -147 | Sector>limit | Reduce | Sector concentration above limit | 132 | Escalate watchlist names |
C00339 | CR3231 | 2024-09-10 | Calm | 110 | 407 | 4 | 2.5 | 2,265,132,293 | Comm:52.7;Materials:17.0;Energy:30.2 | US:62.9;EU:6.6;APAC:15.1;EMEA:10.1;LATAM:5.4 | B:16.5;CCC:6.8;BB:16.5;BBB:60.3 | 6.06 | 53.2 | 270 | 343 | 6.1 | 3.5 | 20 | 35 | 35 | true | true | true | true | -0.44 | 0.16 | 0.35 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | 23 | ECN2 | DealerAxed | 7 | 90 | 238 | 58 | HYCap>limit | Hedge | High-yield share above policy cap | 94 | Defer adds pending macro print |
C00340 | CR9979 | 2025-10-02 | Calm | 120 | 291 | 4.3 | 1.6 | 2,445,259,408 | Consumer:15.9;Tech:25.0;RealEstate:24.2;Healthcare:19.9;Financials:6.1;Materials:8.9 | US:59.8;EU:16.3;APAC:5.9;EMEA:11.4;LATAM:6.6 | BBB:27.2;CCC:11.0;AA:42.8;BB:19.0 | 3.67 | 39.7 | 163 | 400 | 12.9 | 3 | 30 | 45 | 35 | false | true | false | false | 1.66 | 0.76 | -0.09 | Utilities:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | -4 | ECN1 | RFQ | 2 | 95 | 227 | -395 | VAR>budget | Hedge | Portfolio VAR above budget | 141 | Rotate into defensive sectors |
C00341 | CR3681 | 2024-01-14 | Stress | 226 | 655 | 5.3 | 0.2 | 895,993,718 | RealEstate:19.6;Tech:35.4;Healthcare:23.5;Energy:21.6 | US:61.9;EU:19.9;APAC:6.3;EMEA:7.0;LATAM:4.8 | BB:19.2;AAA:33.1;CCC:12.4;A:22.1;BBB:13.1 | 6.31 | 64.6 | 172 | 482 | 19.9 | 2 | 30 | 35 | 30 | true | true | true | false | 0.03 | 1.26 | 0.55 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | -18 | ECN1 | All2All | 4 | 90 | 326 | 138 | Region>limit | Reduce | Regional concentration above limit | 258 | Defer adds pending macro print |
C00342 | CR8823 | 2024-12-07 | Calm | 90 | 406 | 3.8 | 3 | 2,146,414,261 | Energy:21.5;Materials:24.4;Financials:9.2;Utilities:21.5;Comm:13.2;Healthcare:10.2 | US:72.7;EU:13.1;APAC:7.3;EMEA:4.1;LATAM:2.8 | B:37.6;BB:10.1;AA:21.5;AAA:30.8 | 3.96 | 37.4 | 88 | 476 | 9 | 2.5 | 20 | 35 | 35 | true | true | true | false | -0.22 | 1.57 | -0.22 | Energy:EW;Utilities:EW | Hedge | iTraxx_MAIN: +76bps notional | 17 | -6 | DealerA | RFQ | 11 | 92 | 444 | -81 | Sector>limit | Hedge | Sector concentration above limit | 225 | Rotate into defensive sectors |
C00343 | CR7845 | 2024-08-02 | Tightening | 133 | 421 | 5.1 | 1.6 | 1,333,290,205 | Consumer:24.9;Comm:32.1;Energy:11.4;Tech:11.0;Healthcare:20.5 | US:71.5;EU:7.2;APAC:9.9;EMEA:7.9;LATAM:3.4 | B:15.7;AAA:14.4;BB:14.4;CCC:21.2;A:10.8;BBB:23.6 | 3.77 | 62.3 | 172 | 290 | 17.5 | 3 | 25 | 35 | 30 | true | true | true | false | -0.49 | 1.19 | 0.55 | Utilities:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | 7 | DealerA | DealerAxed | 1 | 91 | 210 | -25 | HYCap>limit | Reduce | High-yield share above policy cap | 153 | Defer adds pending macro print |
C00344 | CR0384 | 2024-10-28 | Recovery | 158 | 536 | 6.4 | 1.3 | 1,921,130,143 | Healthcare:14.9;Consumer:29.1;Financials:9.3;Comm:18.0;Utilities:21.0;Industrials:7.7 | US:74.8;EU:7.8;APAC:13.9;EMEA:3.2;LATAM:0.3 | A:13.1;AA:20.1;AAA:19.0;BB:8.4;B:13.2;BBB:26.1 | 4.12 | 55.3 | 157 | 389 | 3.8 | 4 | 35 | 55 | 35 | false | true | false | false | 1.19 | 1.71 | -0.11 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -50 | 25 | DealerC | DealerAxed | 1 | 92 | -97 | -449 | Region>limit | Hedge | Regional concentration above limit | 121 | Rotate into defensive sectors |
C00345 | CR3047 | 2024-11-19 | Recovery | 167 | 495 | 6.4 | 0.7 | 1,631,366,227 | Energy:41.3;Healthcare:40.8;Consumer:17.9 | US:77.1;EU:6.0;APAC:6.8;EMEA:8.9;LATAM:1.1 | BB:15.7;BBB:18.1;B:12.1;CCC:39.4;AA:14.6 | 3.39 | 37.9 | 99 | 129 | 16.1 | 3.5 | 25 | 45 | 25 | true | true | true | false | -0.19 | 1.8 | -0.34 | Materials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | 11 | ECN1 | Electronic | 11 | 86 | 287 | -124 | Region>limit | Hedge | Regional concentration above limit | 120 | Tighten HY exposure bands |
C00346 | CR6772 | 2025-07-06 | Recovery | 140 | 541 | 6.4 | 0.3 | 862,572,337 | Tech:21.8;Healthcare:14.4;Utilities:18.6;RealEstate:27.9;Consumer:17.3 | US:64.9;EU:16.6;APAC:9.0;EMEA:3.1;LATAM:6.3 | B:2.8;CCC:11.9;AAA:28.4;BBB:25.8;BB:8.0;AA:23.0 | 4.66 | 30.4 | 263 | 263 | 10.3 | 4 | 20 | 55 | 30 | true | true | false | true | 2.11 | 0.12 | -0.3 | null | Hedge | iTraxx_XOVER: +102bps notional | -46 | 37 | DealerA | Electronic | 9 | 93 | 30 | -3 | VAR>budget | Rotate | Portfolio VAR above budget | 171 | Defer adds pending macro print |
C00347 | CR4182 | 2024-02-25 | Stress | 224 | 719 | 5.7 | -1.8 | 214,391,187 | Financials:8.6;Comm:28.4;Materials:26.1;Industrials:7.4;Utilities:29.5 | US:62.1;EU:11.8;APAC:13.3;EMEA:8.7;LATAM:4.1 | AA:25.2;AAA:8.4;A:31.2;CCC:8.3;BBB:26.9 | 4.63 | 50.6 | 291 | 636 | 8.5 | 2 | 20 | 45 | 20 | true | true | false | true | 2.04 | 0.54 | -0.1 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | -10 | ECN2 | All2All | 9 | 93 | 13 | 99 | Sector>limit | Reduce | Sector concentration above limit | 146 | Tighten HY exposure bands |
C00348 | CR4473 | 2024-12-02 | Stress | 236 | 557 | 8.1 | 0.1 | 1,343,115,134 | Healthcare:20.2;Materials:15.8;Utilities:64.0 | US:62.4;EU:15.4;APAC:9.3;EMEA:8.5;LATAM:4.5 | CCC:24.0;AAA:43.4;BB:11.6;B:20.9 | 3.65 | 60.8 | 270 | 331 | 20 | 3.5 | 20 | 55 | 25 | true | true | true | true | 1.36 | 0.18 | -0.22 | Tech:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | 39 | DealerC | All2All | 10 | 86 | 198 | -418 | HYCap>limit | Hedge | High-yield share above policy cap | 235 | Rotate into defensive sectors |
C00349 | CR7343 | 2024-12-27 | Calm | 94 | 301 | 4.3 | 2.7 | 311,477,857 | Healthcare:25.2;Consumer:45.4;RealEstate:29.3 | US:71.4;EU:10.0;APAC:9.9;EMEA:4.8;LATAM:3.9 | BBB:7.6;AA:20.8;AAA:15.3;BB:16.0;A:18.7;CCC:21.7 | 3.84 | 30.5 | 98 | 197 | 9 | 3.5 | 20 | 35 | 30 | true | true | true | false | 2.28 | 0.01 | 0.35 | Industrials:EW;Consumer:EW | Hedge | CDX_HY: +58bps notional | -7 | -12 | ECN1 | Electronic | 6 | 95 | 275 | 43 | Region>limit | Reduce | Regional concentration above limit | 230 | Rotate into defensive sectors |
C00350 | CR5545 | 2025-10-15 | Recovery | 134 | 607 | 5.9 | 0.1 | 524,686,902 | RealEstate:34.3;Consumer:26.1;Energy:39.6 | US:66.6;EU:13.9;APAC:7.2;EMEA:9.3;LATAM:3.0 | B:33.7;CCC:18.6;A:21.2;AA:14.0;AAA:12.5 | 7.01 | 43.5 | 185 | 326 | 2.9 | 2.5 | 20 | 35 | 30 | true | true | true | false | 1.82 | 0.17 | -0.16 | Consumer:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 12 | ECN1 | Electronic | 5 | 98 | 351 | -351 | HYCap>limit | Reduce | High-yield share above policy cap | 96 | Defer adds pending macro print |
C00351 | CR7814 | 2024-04-06 | Stress | 257 | 665 | 6 | 0.1 | 2,800,297,942 | Industrials:22.9;RealEstate:41.0;Materials:16.8;Financials:19.2 | US:72.7;EU:8.1;APAC:11.5;EMEA:6.8;LATAM:0.8 | B:8.3;AA:23.8;CCC:19.2;BBB:33.4;BB:15.3 | 5.61 | 49.5 | 275 | 341 | 9.8 | 2 | 25 | 55 | 30 | true | true | true | true | 0.42 | 0.38 | 0.52 | Financials:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 31 | ECN1 | RFQ | 9 | 98 | 35 | 76 | HYCap>limit | Hedge | High-yield share above policy cap | 91 | Defer adds pending macro print |
C00352 | CR5343 | 2025-08-07 | Tightening | 92 | 418 | 4.8 | 1.7 | 779,132,787 | Industrials:17.9;Consumer:10.0;Healthcare:28.1;Comm:20.3;Energy:11.2;Financials:12.5 | US:59.2;EU:12.5;APAC:13.3;EMEA:9.0;LATAM:6.0 | B:17.3;BBB:25.9;BB:8.4;A:21.3;AAA:15.6;CCC:11.5 | 2.72 | 50.8 | 199 | 222 | 11.7 | 2.5 | 35 | 35 | 20 | false | true | true | false | 0.08 | 0.52 | -0.1 | Tech:EW;Financials:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -57 | 21 | DealerA | All2All | 4 | 92 | 20 | 164 | Region>limit | Hedge | Regional concentration above limit | 160 | Reviewed by risk; hedges staggered |
C00353 | CR5332 | 2025-05-30 | Tightening | 139 | 508 | 4.3 | 1.9 | 2,905,213,021 | Materials:18.2;Consumer:59.1;RealEstate:22.7 | US:63.4;EU:15.7;APAC:12.7;EMEA:4.4;LATAM:3.8 | BBB:24.7;AAA:25.2;B:11.8;A:20.0;AA:18.4 | 0.51 | 62.7 | 206 | 395 | 4.4 | 3 | 35 | 45 | 25 | true | true | false | true | -0.3 | 0.2 | -0.26 | Energy:EW | Hedge | CDX_IG: +139bps notional | -13 | 5 | DealerA | RFQ | 12 | 95 | -152 | -315 | Region>limit | Hedge | Regional concentration above limit | 123 | Defer adds pending macro print |
C00354 | CR0450 | 2024-12-22 | Calm | 93 | 408 | 4.2 | 1.7 | 1,692,294,638 | Healthcare:10.6;Financials:21.4;Utilities:30.5;Comm:37.6 | US:70.4;EU:11.2;APAC:7.0;EMEA:7.8;LATAM:3.6 | B:7.7;BB:7.3;CCC:10.2;BBB:18.1;AAA:27.0;AA:29.7 | 6.2 | 33.2 | 193 | 135 | 5.6 | 3.5 | 25 | 35 | 25 | true | true | true | false | 1.8 | 0.1 | -0.17 | Industrials:EW | Hedge | iTraxx_MAIN: +180bps notional | 2 | 35 | ECN1 | Electronic | 2 | 91 | 60 | -353 | Sector>limit | Reduce | Sector concentration above limit | 133 | Defer adds pending macro print |
C00355 | CR2673 | 2024-08-03 | Calm | 103 | 368 | 4 | 2.8 | 1,810,843,847 | Consumer:23.3;Materials:19.9;Industrials:30.7;Tech:7.5;Comm:18.6 | US:71.1;EU:13.2;APAC:5.9;EMEA:3.9;LATAM:5.9 | BB:28.6;A:24.5;AA:24.6;CCC:22.3 | 6.03 | 31 | 240 | 165 | 4.1 | 2 | 30 | 55 | 30 | true | true | true | true | 0.71 | 1.12 | 0.35 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -18 | 39 | DealerA | All2All | 3 | 89 | 173 | 48 | HYCap>limit | Reduce | High-yield share above policy cap | 152 | Reviewed by risk; hedges staggered |
C00356 | CR1568 | 2024-04-12 | Stress | 227 | 568 | 5.8 | -0.4 | 1,459,346,745 | Consumer:34.4;Healthcare:26.6;Tech:11.7;Comm:14.0;RealEstate:13.3 | US:61.7;EU:12.8;APAC:15.9;EMEA:6.5;LATAM:3.2 | A:9.2;AAA:16.2;AA:17.2;CCC:22.7;BBB:13.6;BB:21.0 | 3.74 | 47.1 | 166 | 621 | 18.5 | 2 | 25 | 35 | 20 | true | true | true | false | 0.79 | 0.36 | 0.4 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 23 | DealerC | Electronic | 11 | 93 | 209 | 107 | HYCap>limit | Rotate | High-yield share above policy cap | 197 | Escalate watchlist names |
C00357 | CR9191 | 2024-05-27 | Recovery | 146 | 504 | 5.2 | 1.6 | 253,695,190 | Energy:22.5;Materials:19.5;RealEstate:21.3;Comm:12.5;Utilities:10.7;Consumer:13.4 | US:59.0;EU:16.9;APAC:8.6;EMEA:10.8;LATAM:4.8 | B:20.2;AAA:16.9;BBB:25.9;BB:19.3;CCC:17.7 | 7.26 | 29.9 | 110 | 290 | 14.2 | 2 | 30 | 35 | 35 | false | true | true | false | 1.9 | 0.45 | 0.26 | Consumer:EW | Hedge | iTraxx_XOVER: +173bps notional | 4 | -20 | DealerC | All2All | 8 | 91 | 398 | -260 | VAR>budget | Reduce | Portfolio VAR above budget | 158 | Escalate watchlist names |
C00358 | CR2037 | 2025-09-08 | Tightening | 106 | 453 | 4.3 | 1.6 | 867,313,946 | Healthcare:21.6;Materials:39.1;Tech:16.3;Consumer:23.0 | US:69.8;EU:12.8;APAC:10.0;EMEA:5.2;LATAM:2.2 | AA:34.0;BBB:14.4;BB:8.0;B:11.5;AAA:32.1 | 4.79 | 42.5 | 175 | 514 | 2.7 | 2 | 30 | 35 | 35 | true | true | false | false | 1.07 | 0.53 | -0.23 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | -4 | DealerA | All2All | 9 | 91 | 419 | -261 | Region>limit | Rotate | Regional concentration above limit | 170 | Escalate watchlist names |
C00359 | CR9441 | 2024-11-17 | Tightening | 94 | 492 | 4 | 1.8 | 2,926,563,864 | Industrials:13.9;Materials:23.8;Energy:24.3;Utilities:25.3;Tech:12.7 | US:69.3;EU:10.8;APAC:9.5;EMEA:8.1;LATAM:2.3 | BBB:15.1;AA:16.6;A:20.1;B:13.6;AAA:16.1;BB:18.6 | 5.58 | 29.5 | 116 | 512 | 13.4 | 3.5 | 25 | 35 | 30 | true | true | true | false | 1.17 | -0.18 | 0.42 | null | Hedge | CDX_IG: +87bps notional | -59 | 21 | ECN1 | DealerAxed | 8 | 89 | 234 | -326 | Region>limit | Reduce | Regional concentration above limit | 176 | Escalate watchlist names |
C00360 | CR9913 | 2024-07-13 | Tightening | 153 | 372 | 5.1 | 1.7 | 1,671,819,741 | RealEstate:31.8;Utilities:18.7;Materials:49.5 | US:64.1;EU:6.1;APAC:12.7;EMEA:8.2;LATAM:8.8 | BB:11.6;A:28.8;AAA:18.0;AA:41.6 | 5.57 | 34.8 | 194 | 220 | 4.3 | 3.5 | 35 | 55 | 30 | true | true | false | false | 0.93 | 0.6 | -0.1 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 8 | -24 | ECN1 | RFQ | 7 | 97 | -63 | -299 | Region>limit | PauseAdds | Regional concentration above limit | 219 | Tighten HY exposure bands |
C00361 | CR3672 | 2024-12-09 | Tightening | 105 | 463 | 4.4 | 0.7 | 1,248,878,098 | Utilities:19.4;Materials:21.0;RealEstate:12.7;Energy:12.5;Industrials:22.2;Tech:12.2 | US:63.0;EU:12.6;APAC:13.3;EMEA:3.9;LATAM:7.1 | B:4.9;AA:35.0;A:19.9;AAA:23.0;CCC:17.2 | 6.23 | 37.4 | 95 | 215 | 7.7 | 2.5 | 20 | 55 | 35 | true | true | false | false | 0.7 | 0.88 | -0.12 | null | Hedge | CDX_HY: +132bps notional | 15 | 28 | DealerA | All2All | 2 | 85 | 145 | -2 | Sector>limit | Reduce | Sector concentration above limit | 131 | Reviewed by risk; hedges staggered |
C00362 | CR1279 | 2025-04-09 | Calm | 113 | 354 | 3.6 | 2.1 | 2,500,049,207 | Industrials:10.5;Comm:20.3;RealEstate:14.2;Financials:32.2;Energy:11.1;Tech:11.7 | US:69.3;EU:12.5;APAC:8.3;EMEA:6.4;LATAM:3.6 | BBB:20.3;AAA:8.7;AA:30.8;CCC:9.8;BB:30.4 | 5.31 | 52.4 | 266 | 269 | 8.8 | 3 | 35 | 35 | 25 | false | true | true | true | 2.11 | 0.3 | 0.3 | Comm:EW;Energy:EW;Materials:EW | Hedge | CDX_HY: +125bps notional | 6 | -4 | DealerA | Electronic | 2 | 89 | 304 | -236 | Region>limit | Rotate | Regional concentration above limit | 175 | Reviewed by risk; hedges staggered |
C00363 | CR9972 | 2024-01-11 | Stress | 177 | 679 | 6.4 | 0.5 | 99,887,696 | Healthcare:30.3;Industrials:8.8;Tech:28.0;Consumer:7.8;Materials:25.1 | US:71.1;EU:12.6;APAC:6.1;EMEA:8.8;LATAM:1.5 | BBB:21.1;A:9.3;AA:25.7;BB:16.1;B:9.5;AAA:18.3 | 5.93 | 22.2 | 268 | 501 | 8.5 | 2.5 | 25 | 35 | 30 | true | true | false | true | 1.68 | -0.23 | 0.57 | null | Hedge | CDX_IG: +186bps notional | -31 | 43 | DealerB | All2All | 2 | 97 | 110 | -258 | VAR>budget | Rotate | Portfolio VAR above budget | 152 | Rotate into defensive sectors |
C00364 | CR5479 | 2025-04-27 | Tightening | 153 | 426 | 3.9 | 0.8 | 2,013,448,264 | Comm:16.8;Consumer:28.4;Energy:18.6;Financials:22.1;Utilities:14.1 | US:57.7;EU:16.8;APAC:11.2;EMEA:11.0;LATAM:3.2 | AA:16.6;AAA:21.4;BB:20.2;B:29.6;A:12.3 | 7.29 | 20.2 | 86 | 230 | 12.3 | 3.5 | 35 | 45 | 20 | false | true | true | false | 0.5 | 0.19 | 0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | 44 | ECN2 | Electronic | 12 | 89 | 114 | -104 | HYCap>limit | Rotate | High-yield share above policy cap | 217 | Escalate watchlist names |
C00365 | CR3808 | 2025-03-12 | Calm | 89 | 332 | 4.1 | 2.4 | 2,143,919,037 | Energy:16.3;RealEstate:15.8;Healthcare:9.3;Utilities:18.2;Consumer:21.4;Tech:19.0 | US:70.9;EU:7.3;APAC:14.0;EMEA:4.9;LATAM:2.9 | A:30.0;AAA:17.9;B:13.2;CCC:38.9 | 4.83 | 20.7 | 265 | 288 | 2.8 | 4 | 30 | 45 | 35 | false | true | true | true | 2.46 | 0.01 | 0.32 | null | Hedge | SingleName_CDS: +129bps notional | -46 | 11 | DealerA | RFQ | 2 | 100 | 372 | -138 | VAR>budget | Reduce | Portfolio VAR above budget | 224 | Rotate into defensive sectors |
C00366 | CR7146 | 2024-01-17 | Recovery | 180 | 543 | 5.7 | 1.7 | 1,941,957,726 | Consumer:14.0;Industrials:24.3;Comm:9.7;Materials:17.0;Financials:11.6;Healthcare:23.4 | US:68.4;EU:10.5;APAC:7.3;EMEA:7.1;LATAM:6.7 | AA:19.6;CCC:9.2;AAA:18.7;BBB:19.8;BB:32.8 | 1.67 | 58.1 | 238 | 497 | 2.9 | 4 | 20 | 55 | 20 | true | true | true | true | 2.38 | 0.76 | -0.25 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | 24 | ECN1 | Electronic | 4 | 90 | 342 | -327 | HYCap>limit | Reduce | High-yield share above policy cap | 230 | Escalate watchlist names |
C00367 | CR3988 | 2025-08-21 | Calm | 82 | 391 | 4.1 | 1.6 | 675,274,896 | Utilities:21.0;Energy:6.7;Tech:22.2;Comm:28.5;Consumer:21.6 | US:59.6;EU:8.9;APAC:17.7;EMEA:9.5;LATAM:4.3 | BB:11.1;A:29.2;CCC:7.9;AA:26.1;BBB:11.0;AAA:14.8 | 4.29 | 50.8 | 92 | 309 | 2.5 | 2.5 | 20 | 35 | 35 | true | true | false | false | 0.69 | -0.06 | -0.12 | Consumer:EW;Financials:EW | Hedge | CDX_IG: +100bps notional | 18 | 37 | DealerB | DealerAxed | 8 | 85 | 288 | -209 | HYCap>limit | Reduce | High-yield share above policy cap | 133 | Tighten HY exposure bands |
C00368 | CR7371 | 2025-07-24 | Tightening | 91 | 437 | 4.2 | 1.3 | 2,698,550,969 | Materials:52.5;Energy:23.2;Tech:24.3 | US:68.5;EU:9.7;APAC:11.0;EMEA:7.7;LATAM:3.0 | BBB:36.0;B:20.7;AAA:24.1;CCC:19.3 | 4.85 | 22.7 | 184 | 243 | 8 | 4 | 20 | 35 | 30 | true | true | true | false | 1.45 | 0.17 | -0.14 | Industrials:EW;Utilities:EW | Hedge | CDX_IG: +110bps notional | -30 | -11 | DealerB | All2All | 12 | 96 | -116 | 170 | Sector>limit | Hedge | Sector concentration above limit | 191 | Reviewed by risk; hedges staggered |
C00369 | CR5138 | 2024-07-12 | Recovery | 146 | 484 | 5.8 | 2 | 81,025,572 | Industrials:20.9;RealEstate:47.8;Energy:11.8;Comm:19.5 | US:62.0;EU:12.9;APAC:8.8;EMEA:10.3;LATAM:6.0 | CCC:25.0;A:26.4;BB:16.6;AAA:32.0 | 1.87 | 48.8 | 109 | 271 | 17.2 | 2.5 | 30 | 55 | 25 | true | true | true | false | 0.64 | 1.75 | -0.17 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | -19 | ECN2 | DealerAxed | 2 | 88 | 182 | -263 | Sector>limit | Reduce | Sector concentration above limit | 235 | Tighten HY exposure bands |
C00370 | CR7841 | 2024-03-11 | Calm | 95 | 281 | 3.4 | 1.8 | 1,417,852,366 | Materials:12.0;Healthcare:27.2;Utilities:25.2;Energy:9.7;Comm:25.9 | US:59.7;EU:10.4;APAC:13.5;EMEA:9.9;LATAM:6.5 | A:22.4;AA:16.7;B:13.5;CCC:8.1;BBB:39.3 | 5.45 | 38.9 | 172 | 165 | 10.6 | 2.5 | 30 | 55 | 30 | false | true | false | false | 0.97 | 0.38 | -0.26 | RealEstate:EW;Healthcare:EW | Hedge | CDX_HY: +188bps notional | -31 | -1 | ECN1 | All2All | 12 | 93 | -203 | -129 | Region>limit | Hedge | Regional concentration above limit | 250 | Defer adds pending macro print |
C00371 | CR5977 | 2025-09-19 | Stress | 160 | 678 | 7.9 | 0.5 | 1,826,700,241 | Healthcare:52.5;Consumer:36.9;Tech:10.6 | US:70.3;EU:6.3;APAC:8.1;EMEA:14.1;LATAM:1.2 | BB:22.8;BBB:10.7;A:26.4;B:13.2;AA:22.1;CCC:4.9 | 2.86 | 31 | 321 | 557 | 9 | 2 | 30 | 35 | 35 | true | true | true | true | -0.01 | 0.69 | -0.22 | Consumer:EW | Hedge | CDX_IG: +175bps notional | -15 | -15 | DealerA | RFQ | 9 | 94 | 267 | 100 | Region>limit | Reduce | Regional concentration above limit | 207 | Reviewed by risk; hedges staggered |
C00372 | CR2561 | 2024-06-13 | Calm | 111 | 317 | 4 | 1.7 | 1,843,327,950 | Consumer:26.2;Financials:18.6;Comm:55.1 | US:71.3;EU:9.5;APAC:13.0;EMEA:5.5;LATAM:0.7 | BB:16.6;AA:18.1;A:23.6;CCC:19.0;BBB:22.7 | 2.5 | 50.4 | 136 | 209 | 13.9 | 4 | 25 | 55 | 35 | true | true | true | false | 0.1 | 0.97 | 0.16 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 5 | -1 | ECN2 | RFQ | 9 | 89 | 227 | -405 | Sector>limit | Hedge | Sector concentration above limit | 169 | Rotate into defensive sectors |
C00373 | CR9230 | 2025-10-03 | Stress | 224 | 721 | 7.9 | -0.2 | 2,405,105,694 | Consumer:47.2;Materials:37.3;Comm:15.5 | US:66.9;EU:14.9;APAC:6.6;EMEA:4.9;LATAM:6.7 | BBB:28.6;A:11.3;AAA:28.4;B:12.4;CCC:19.3 | 5.7 | 53.1 | 270 | 295 | 16 | 3 | 20 | 45 | 20 | true | true | true | true | 2.34 | 0.78 | 0.56 | null | Hedge | Options_Payer: +135bps notional | -31 | 19 | DealerB | RFQ | 9 | 94 | -45 | -5 | Sector>limit | Hedge | Sector concentration above limit | 218 | Defer adds pending macro print |
C00374 | CR4330 | 2025-09-30 | Tightening | 137 | 508 | 5 | 1.2 | 696,135,039 | Utilities:31.2;Industrials:20.4;Financials:48.4 | US:66.6;EU:11.2;APAC:6.5;EMEA:12.2;LATAM:3.5 | BB:17.3;A:21.4;AAA:37.8;AA:23.5 | 1.55 | 25.9 | 105 | 347 | 7.9 | 3.5 | 30 | 35 | 35 | true | true | false | false | 2.14 | 1.24 | 0.45 | Industrials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -41 | 13 | DealerA | Electronic | 12 | 89 | 340 | -292 | Sector>limit | Hedge | Sector concentration above limit | 123 | Escalate watchlist names |
C00375 | CR9960 | 2025-11-14 | Calm | 76 | 307 | 3.3 | 2.4 | 1,118,751,244 | RealEstate:39.5;Financials:45.7;Energy:14.8 | US:56.8;EU:10.7;APAC:15.7;EMEA:11.0;LATAM:5.8 | BB:34.4;AAA:16.0;CCC:6.5;BBB:20.2;A:11.0;AA:11.9 | 2.24 | 45.9 | 265 | 339 | 14.2 | 2.5 | 25 | 35 | 20 | true | true | true | true | 2.19 | 0.22 | -0.04 | Healthcare:EW;Tech:EW | Hedge | Treasury_Futures: +120bps notional | -13 | 21 | ECN2 | All2All | 1 | 95 | -72 | -407 | HYCap>limit | Reduce | High-yield share above policy cap | 195 | Defer adds pending macro print |
C00376 | CR0067 | 2025-06-01 | Stress | 198 | 799 | 6.3 | -0.6 | 849,214,469 | Consumer:25.9;Energy:23.7;Comm:15.9;RealEstate:34.5 | US:58.2;EU:22.1;APAC:8.1;EMEA:9.3;LATAM:2.3 | A:28.7;B:10.9;BBB:27.1;AAA:33.3 | 3.76 | 22.2 | 247 | 405 | 7.3 | 2.5 | 20 | 35 | 30 | true | true | false | true | 1.97 | 0.43 | 0.24 | Comm:EW;Healthcare:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | 34 | ECN2 | Electronic | 2 | 90 | 170 | -104 | Region>limit | Hedge | Regional concentration above limit | 136 | Rotate into defensive sectors |
C00377 | CR2351 | 2024-04-04 | Stress | 192 | 835 | 8.1 | -1.4 | 1,034,420,063 | Tech:44.7;RealEstate:14.5;Financials:40.8 | US:66.1;EU:19.2;APAC:7.2;EMEA:6.9;LATAM:0.6 | AA:16.7;BBB:29.9;CCC:26.4;A:27.0 | 4.23 | 63 | 188 | 459 | 11.7 | 4 | 20 | 45 | 25 | true | true | true | false | 1.17 | 0.28 | 0.59 | Industrials:EW | Hedge | Options_Payer: +83bps notional | -16 | 14 | ECN1 | DealerAxed | 3 | 99 | 352 | -400 | Sector>limit | Hedge | Sector concentration above limit | 112 | Escalate watchlist names |
C00378 | CR2278 | 2025-07-21 | Calm | 92 | 381 | 4.5 | 2 | 2,223,078,677 | Healthcare:21.2;Utilities:38.9;Materials:28.2;Financials:11.7 | US:65.6;EU:16.1;APAC:6.1;EMEA:5.0;LATAM:7.3 | B:22.9;CCC:13.1;A:22.7;BB:41.2 | 3.48 | 48.4 | 184 | 183 | 17.3 | 3 | 30 | 45 | 25 | true | true | true | false | 1.09 | 1.36 | -0.25 | null | Hedge | iTraxx_XOVER: +182bps notional | -47 | 36 | ECN1 | RFQ | 6 | 98 | -195 | -292 | Sector>limit | Hedge | Sector concentration above limit | 105 | Tighten HY exposure bands |
C00379 | CR0703 | 2024-08-27 | Tightening | 132 | 379 | 4.8 | 1 | 676,344,226 | Tech:16.3;Utilities:14.9;Materials:12.6;Energy:22.2;Industrials:13.2;Healthcare:20.8 | US:56.3;EU:16.1;APAC:14.6;EMEA:8.1;LATAM:4.9 | B:11.2;CCC:11.9;A:32.6;BBB:44.3 | 2.31 | 51.5 | 141 | 479 | 10.7 | 2.5 | 20 | 45 | 20 | true | true | true | false | 0.69 | 0.38 | -0.09 | null | Hedge | SingleName_CDS: +122bps notional | 17 | 27 | DealerB | DealerAxed | 3 | 88 | 332 | -102 | HYCap>limit | PauseAdds | High-yield share above policy cap | 158 | Escalate watchlist names |
C00380 | CR0979 | 2024-10-05 | Calm | 93 | 363 | 3.9 | 1.5 | 2,130,019,880 | Comm:34.8;Energy:18.6;RealEstate:11.4;Materials:16.8;Financials:18.5 | US:54.3;EU:14.0;APAC:15.6;EMEA:10.4;LATAM:5.6 | B:11.0;BB:5.4;A:47.6;BBB:36.0 | 5.57 | 56.1 | 215 | 454 | 10.5 | 2 | 30 | 35 | 30 | true | true | false | true | -0.23 | 0.22 | 0.48 | null | Hedge | iTraxx_XOVER: +75bps notional | -3 | -5 | DealerB | DealerAxed | 12 | 89 | 261 | 110 | Region>limit | Hedge | Regional concentration above limit | 99 | Escalate watchlist names |
C00381 | CR3050 | 2025-12-17 | Stress | 165 | 752 | 7.3 | -1.1 | 1,396,446,110 | Healthcare:35.7;RealEstate:32.9;Consumer:31.4 | US:78.5;EU:9.0;APAC:5.3;EMEA:6.8;LATAM:0.5 | BBB:25.9;A:23.4;AA:40.3;CCC:10.4 | 6.11 | 28 | 248 | 407 | 18 | 4 | 20 | 55 | 20 | true | true | false | true | 1.89 | 1.15 | 0.24 | Consumer:EW;Tech:EW;Healthcare:EW | Hedge | Treasury_Futures: +199bps notional | -12 | 44 | DealerA | All2All | 8 | 86 | -171 | -203 | HYCap>limit | Reduce | High-yield share above policy cap | 142 | Escalate watchlist names |
C00382 | CR8683 | 2024-04-06 | Calm | 112 | 293 | 4.5 | 1.7 | 272,292,565 | Energy:12.1;RealEstate:34.1;Utilities:13.2;Consumer:27.3;Healthcare:13.3 | US:74.4;EU:10.7;APAC:6.7;EMEA:6.7;LATAM:1.5 | B:39.3;AA:17.0;AAA:28.2;BBB:15.5 | 5.59 | 52.8 | 256 | 195 | 11.4 | 2.5 | 30 | 55 | 20 | true | true | true | true | 1.18 | 0.89 | 0.21 | Healthcare:EW;Financials:EW | Hedge | iTraxx_MAIN: +67bps notional | 19 | -3 | ECN2 | Electronic | 9 | 94 | 363 | -29 | Region>limit | Reduce | Regional concentration above limit | 183 | Escalate watchlist names |
C00383 | CR3876 | 2025-09-19 | Stress | 185 | 752 | 7.9 | -1.9 | 1,104,902,570 | Comm:26.9;Tech:8.0;Consumer:26.0;Energy:16.9;Materials:22.2 | US:60.2;EU:13.4;APAC:10.5;EMEA:8.9;LATAM:7.0 | CCC:6.6;AAA:19.7;AA:16.7;B:15.9;A:22.2;BBB:19.0 | 7.42 | 50.4 | 286 | 401 | 16.3 | 3.5 | 35 | 55 | 30 | false | true | false | true | -0.29 | 0.68 | 0.07 | Healthcare:EW | Hedge | CDX_HY: +118bps notional | -20 | -8 | DealerB | Electronic | 11 | 93 | 78 | -110 | HYCap>limit | Reduce | High-yield share above policy cap | 162 | Escalate watchlist names |
C00384 | CR1952 | 2025-02-09 | Recovery | 117 | 624 | 6.3 | 1.6 | 978,421,708 | Energy:23.1;Healthcare:33.3;Consumer:43.6 | US:64.7;EU:16.7;APAC:11.4;EMEA:3.7;LATAM:3.4 | AAA:13.8;CCC:7.7;BB:8.2;BBB:30.0;AA:15.4;A:24.8 | 3.14 | 53.2 | 197 | 357 | 4.4 | 3 | 20 | 35 | 30 | true | true | false | false | -0.41 | 0.21 | 0.02 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 1 | 19 | DealerC | Electronic | 1 | 97 | 104 | 66 | HYCap>limit | Hedge | High-yield share above policy cap | 247 | Rotate into defensive sectors |
C00385 | CR1786 | 2025-10-06 | Tightening | 124 | 423 | 5 | 1.6 | 1,519,458,956 | Energy:28.7;Tech:29.1;Industrials:31.3;Comm:10.9 | US:62.2;EU:15.0;APAC:11.1;EMEA:7.0;LATAM:4.8 | A:15.0;AAA:43.7;AA:30.9;B:10.3 | 5.74 | 33.9 | 92 | 416 | 2.2 | 4 | 30 | 35 | 30 | true | true | false | false | 0.73 | 0.5 | -0.1 | null | Hedge | Options_Payer: +197bps notional | 20 | 20 | DealerC | Electronic | 11 | 88 | 97 | -97 | HYCap>limit | Hedge | High-yield share above policy cap | 107 | Rotate into defensive sectors |
C00386 | CR3842 | 2024-02-09 | Stress | 210 | 615 | 7.3 | -0.2 | 457,446,813 | Materials:19.4;Comm:11.0;Tech:23.7;Utilities:8.6;Consumer:11.6;Financials:25.7 | US:61.9;EU:14.5;APAC:9.8;EMEA:9.5;LATAM:4.2 | A:21.0;BB:14.5;AAA:8.8;B:10.0;BBB:25.5;CCC:20.2 | 2.94 | 49.5 | 185 | 511 | 7.2 | 2 | 35 | 55 | 20 | false | true | true | false | 1.42 | 1.06 | -0.01 | Materials:EW | Hedge | Options_Payer: +180bps notional | -19 | 14 | ECN1 | RFQ | 11 | 87 | -142 | -40 | Region>limit | Hedge | Regional concentration above limit | 198 | Defer adds pending macro print |
C00387 | CR6475 | 2025-12-19 | Stress | 211 | 844 | 6.6 | -1.5 | 2,453,041,780 | Consumer:19.1;Utilities:32.8;Materials:15.4;Energy:32.7 | US:73.0;EU:10.2;APAC:8.9;EMEA:3.8;LATAM:4.2 | A:29.5;AAA:10.8;B:3.0;AA:29.3;BBB:27.3 | 6.94 | 59.6 | 194 | 556 | 18.3 | 3 | 20 | 55 | 35 | true | true | false | false | 0.79 | 0.45 | 0.51 | Utilities:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | -14 | ECN2 | All2All | 12 | 86 | -29 | -264 | Region>limit | Reduce | Regional concentration above limit | 257 | Rotate into defensive sectors |
C00388 | CR6976 | 2025-05-27 | Stress | 143 | 765 | 5.4 | 0 | 1,662,990,496 | Energy:18.4;RealEstate:39.8;Healthcare:18.0;Comm:23.8 | US:70.1;EU:15.9;APAC:9.0;EMEA:3.8;LATAM:1.2 | BBB:21.5;CCC:8.9;AA:21.8;B:28.0;AAA:19.8 | 0.49 | 40.1 | 359 | 490 | 14.3 | 2 | 20 | 45 | 35 | true | true | true | true | -0.15 | 1.05 | 0.54 | Healthcare:EW | Hedge | iTraxx_XOVER: +67bps notional | 16 | 42 | DealerB | DealerAxed | 5 | 88 | 53 | -66 | VAR>budget | Rotate | Portfolio VAR above budget | 113 | Defer adds pending macro print |
C00389 | CR4640 | 2025-02-23 | Tightening | 108 | 384 | 4.3 | 1.7 | 475,856,267 | Consumer:23.4;Comm:18.4;Materials:15.0;Financials:23.9;Tech:6.4;Healthcare:12.9 | US:74.4;EU:7.6;APAC:11.9;EMEA:5.6;LATAM:0.5 | BBB:27.2;AA:9.6;BB:16.4;B:3.3;A:26.4;CCC:17.1 | 2.44 | 59.2 | 176 | 418 | 6.4 | 2.5 | 35 | 55 | 25 | false | true | true | false | 1.11 | 0.52 | -0.28 | null | Hedge | Treasury_Futures: +65bps notional | -35 | 10 | DealerA | RFQ | 11 | 94 | 62 | 54 | Sector>limit | Reduce | Sector concentration above limit | 165 | Escalate watchlist names |
C00390 | CR9920 | 2024-01-25 | Calm | 77 | 328 | 3.4 | 1.7 | 806,547,029 | Energy:24.1;Healthcare:24.9;Industrials:23.9;Consumer:16.8;RealEstate:10.3 | US:69.2;EU:9.8;APAC:14.0;EMEA:6.2;LATAM:0.7 | BBB:9.3;AAA:25.5;A:26.4;CCC:38.8 | 1.7 | 37.7 | 159 | 438 | 8.1 | 2 | 30 | 35 | 25 | false | true | true | false | 0.95 | 0.56 | 0.58 | null | Hedge | CDX_HY: +196bps notional | -20 | 12 | DealerB | DealerAxed | 3 | 98 | 313 | -402 | VAR>budget | Reduce | Portfolio VAR above budget | 185 | Tighten HY exposure bands |
C00391 | CR9839 | 2024-09-03 | Calm | 92 | 409 | 4 | 2.8 | 1,954,708,482 | RealEstate:21.9;Tech:13.6;Healthcare:15.0;Comm:17.8;Consumer:12.6;Energy:19.1 | US:68.6;EU:7.0;APAC:8.6;EMEA:12.6;LATAM:3.2 | B:14.1;A:19.5;AAA:22.1;CCC:22.3;BBB:9.1;AA:12.8 | 1.2 | 36.6 | 119 | 182 | 8.1 | 2 | 25 | 55 | 35 | false | true | true | false | 0.74 | 1.54 | -0.31 | Financials:EW;Utilities:EW | Hedge | iTraxx_XOVER: +132bps notional | -28 | 9 | ECN1 | DealerAxed | 12 | 96 | 238 | 72 | VAR>budget | Hedge | Portfolio VAR above budget | 209 | Escalate watchlist names |
C00392 | CR2712 | 2025-07-15 | Stress | 153 | 833 | 7.7 | 0.3 | 2,450,194,407 | Consumer:25.5;Healthcare:14.8;Energy:19.6;Materials:30.1;Utilities:9.9 | US:65.4;EU:16.0;APAC:7.4;EMEA:10.6;LATAM:0.7 | BB:10.0;BBB:28.8;CCC:14.9;AA:46.3 | 5.18 | 46.5 | 194 | 542 | 14.7 | 4 | 30 | 55 | 25 | true | true | false | false | 1.66 | -0.09 | 0.02 | Tech:EW | Hedge | iTraxx_MAIN: +155bps notional | -10 | -10 | DealerA | All2All | 10 | 93 | 206 | 143 | HYCap>limit | Hedge | High-yield share above policy cap | 114 | Tighten HY exposure bands |
C00393 | CR8485 | 2025-12-02 | Stress | 183 | 629 | 7.1 | -0.5 | 80,374,429 | Tech:36.4;Materials:29.9;Consumer:23.8;Healthcare:9.9 | US:62.1;EU:9.9;APAC:14.0;EMEA:4.9;LATAM:9.1 | CCC:26.8;AA:20.9;A:37.1;AAA:15.2 | 1.42 | 37.2 | 263 | 494 | 19.3 | 4 | 30 | 45 | 25 | true | true | true | true | -0.29 | 0.53 | 0.2 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | 40 | DealerA | DealerAxed | 4 | 97 | 433 | -278 | Sector>limit | Hedge | Sector concentration above limit | 227 | Reviewed by risk; hedges staggered |
C00394 | CR3581 | 2025-08-13 | Tightening | 135 | 505 | 4.7 | 1.6 | 957,617,332 | RealEstate:19.4;Financials:51.3;Energy:29.3 | US:71.2;EU:8.9;APAC:8.6;EMEA:6.0;LATAM:5.2 | B:48.8;CCC:15.4;AAA:13.5;A:22.3 | 4.99 | 54.1 | 105 | 280 | 6.1 | 4 | 30 | 45 | 35 | true | true | true | false | 2.28 | 0.5 | -0.16 | Financials:EW;Materials:EW;Energy:EW | Hedge | SingleName_CDS: +141bps notional | 12 | 2 | ECN2 | All2All | 3 | 86 | -144 | -370 | Region>limit | Hedge | Regional concentration above limit | 169 | Reviewed by risk; hedges staggered |
C00395 | CR7536 | 2024-06-14 | Calm | 108 | 411 | 3.6 | 2.9 | 1,174,198,893 | Financials:26.8;Energy:28.2;Consumer:30.6;RealEstate:14.4 | US:68.2;EU:9.5;APAC:12.3;EMEA:6.1;LATAM:3.9 | B:8.7;AAA:36.1;AA:33.2;BBB:21.9 | 3.94 | 49.1 | 111 | 229 | 7.1 | 2 | 20 | 45 | 20 | true | true | false | false | 2.02 | 0.45 | 0.37 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | 1 | ECN2 | All2All | 3 | 92 | 240 | -263 | Region>limit | Rotate | Regional concentration above limit | 184 | Tighten HY exposure bands |
C00396 | CR0978 | 2024-03-09 | Recovery | 100 | 491 | 5.7 | 0.4 | 403,473,596 | Utilities:28.8;Financials:19.7;RealEstate:35.3;Materials:16.2 | US:61.1;EU:18.5;APAC:6.1;EMEA:11.8;LATAM:2.6 | AA:22.0;AAA:25.0;BBB:28.2;BB:12.8;B:12.0 | 5.96 | 37.6 | 269 | 403 | 13.4 | 3.5 | 35 | 45 | 20 | true | true | true | true | 0.47 | 0.07 | 0.44 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -42 | -16 | ECN1 | All2All | 1 | 86 | 416 | 72 | Region>limit | Rotate | Regional concentration above limit | 125 | Rotate into defensive sectors |
C00397 | CR4023 | 2024-07-02 | Tightening | 150 | 438 | 5 | 1.4 | 1,975,053,039 | Industrials:24.5;Tech:10.9;Utilities:20.5;Financials:17.7;Comm:26.4 | US:65.9;EU:15.1;APAC:5.4;EMEA:8.4;LATAM:5.2 | AAA:30.8;CCC:14.9;B:18.6;AA:35.7 | 7.25 | 29.9 | 118 | 271 | 17 | 3 | 30 | 45 | 30 | false | true | true | false | 1.64 | -0.01 | 0.29 | Industrials:EW;RealEstate:EW | Hedge | CDX_HY: +99bps notional | -51 | 26 | DealerB | Electronic | 1 | 100 | -27 | -265 | HYCap>limit | Rotate | High-yield share above policy cap | 166 | Escalate watchlist names |
C00398 | CR8122 | 2024-04-02 | Stress | 171 | 645 | 7.6 | 0.5 | 1,613,558,406 | Healthcare:31.4;Tech:49.7;Comm:18.9 | US:59.9;EU:18.5;APAC:7.0;EMEA:6.9;LATAM:7.7 | CCC:26.7;B:8.8;BB:18.4;BBB:33.7;AAA:12.4 | 2.46 | 39.2 | 355 | 515 | 9.8 | 2.5 | 20 | 45 | 25 | true | true | true | true | 1.98 | 0.18 | -0.34 | RealEstate:EW | Hedge | iTraxx_XOVER: +71bps notional | -27 | -17 | ECN2 | Electronic | 8 | 96 | -10 | -22 | VAR>budget | Hedge | Portfolio VAR above budget | 199 | Escalate watchlist names |
C00399 | CR6984 | 2025-06-05 | Stress | 174 | 618 | 8.3 | -1.4 | 421,237,170 | Comm:46.5;Energy:37.4;Materials:16.1 | US:65.4;EU:17.5;APAC:7.4;EMEA:4.6;LATAM:5.0 | BBB:24.5;CCC:34.8;B:23.5;AA:17.2 | 5.04 | 21.6 | 345 | 490 | 13.6 | 3.5 | 35 | 45 | 35 | true | true | true | true | 0.15 | 0.82 | 0.41 | Utilities:EW;RealEstate:EW;Materials:EW | Hedge | CDX_IG: +66bps notional | -1 | -5 | DealerC | RFQ | 5 | 99 | 82 | -259 | Region>limit | Reduce | Regional concentration above limit | 143 | Reviewed by risk; hedges staggered |
C00400 | CR3331 | 2024-12-09 | Calm | 118 | 389 | 3.9 | 2.3 | 1,538,676,171 | Comm:30.3;Healthcare:26.9;Materials:8.8;Financials:34.1 | US:62.3;EU:19.4;APAC:7.6;EMEA:4.2;LATAM:6.6 | BB:14.6;B:7.1;AA:26.5;AAA:51.9 | 5.59 | 30.5 | 238 | 432 | 13.7 | 2 | 35 | 55 | 30 | false | true | false | true | 1 | 0.41 | 0.54 | null | Hedge | iTraxx_MAIN: +161bps notional | -38 | 27 | ECN1 | DealerAxed | 11 | 96 | 403 | -100 | HYCap>limit | Hedge | High-yield share above policy cap | 239 | Rotate into defensive sectors |
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