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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C00401 | CR7941 | 2024-12-13 | Recovery | 105 | 449 | 6.4 | 0.3 | 1,368,657,794 | Financials:6.4;Utilities:15.1;Comm:17.6;Healthcare:26.0;Materials:13.2;Consumer:21.6 | US:65.9;EU:6.4;APAC:11.9;EMEA:10.3;LATAM:5.5 | A:10.4;B:32.0;AAA:25.2;CCC:32.4 | 6.38 | 30.5 | 138 | 464 | 17.3 | 2 | 25 | 45 | 20 | true | true | true | false | 2.47 | 1.61 | -0.08 | RealEstate:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | -19 | DealerA | All2All | 7 | 92 | -6 | -229 | VAR>budget | Hedge | Portfolio VAR above budget | 90 | Rotate into defensive sectors |
C00402 | CR2846 | 2024-05-03 | Stress | 202 | 771 | 8.4 | 0.3 | 2,946,496,127 | Consumer:8.4;Tech:20.8;Energy:23.5;Materials:15.9;Comm:15.4;Industrials:16.0 | US:60.5;EU:6.2;APAC:13.9;EMEA:12.4;LATAM:7.0 | BBB:15.8;BB:12.3;AAA:29.9;CCC:42.0 | 5.43 | 35.7 | 385 | 468 | 8.9 | 2.5 | 20 | 35 | 20 | true | true | true | true | 2 | 1.34 | -0.21 | Comm:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -55 | 6 | ECN2 | All2All | 2 | 92 | -75 | 42 | Sector>limit | Hedge | Sector concentration above limit | 253 | Rotate into defensive sectors |
C00403 | CR5120 | 2025-12-10 | Calm | 101 | 308 | 4 | 2.2 | 235,859,736 | Utilities:29.1;Industrials:27.6;Consumer:34.6;RealEstate:8.8 | US:68.0;EU:12.8;APAC:5.5;EMEA:6.7;LATAM:6.9 | AA:10.6;A:32.5;CCC:17.5;BB:8.0;BBB:31.5 | 3.35 | 39.9 | 172 | 423 | 12.1 | 3.5 | 30 | 55 | 35 | true | true | false | false | -0.35 | 1.42 | 0.27 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 6 | 25 | DealerC | DealerAxed | 11 | 100 | -2 | -459 | Sector>limit | Hedge | Sector concentration above limit | 255 | Tighten HY exposure bands |
C00404 | CR9578 | 2024-07-09 | Recovery | 102 | 457 | 5.2 | 1.5 | 2,957,720,748 | Industrials:13.0;Financials:28.0;Comm:32.0;RealEstate:10.1;Utilities:9.2;Consumer:7.7 | US:80.5;EU:7.8;APAC:5.5;EMEA:5.7;LATAM:0.5 | BBB:25.8;A:30.4;BB:34.3;B:9.6 | 3.68 | 31.3 | 81 | 482 | 2.3 | 2 | 30 | 35 | 25 | true | true | true | false | -0.32 | 0.75 | -0.1 | Healthcare:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | -11 | ECN2 | Electronic | 11 | 93 | 360 | -334 | VAR>budget | Reduce | Portfolio VAR above budget | 146 | Defer adds pending macro print |
C00405 | CR5510 | 2024-10-31 | Tightening | 137 | 430 | 3.9 | 1.8 | 357,781,376 | Financials:45.3;Healthcare:21.5;Energy:33.1 | US:68.0;EU:9.4;APAC:9.7;EMEA:12.5;LATAM:0.4 | BB:10.0;A:28.8;AAA:38.8;CCC:4.8;AA:17.7 | 0.57 | 52 | 262 | 506 | 6.6 | 4 | 25 | 55 | 25 | true | true | false | true | 2.46 | 1.3 | 0.06 | Tech:EW | Hedge | CDX_IG: +167bps notional | -48 | 27 | ECN2 | DealerAxed | 10 | 89 | -23 | -51 | VAR>budget | Hedge | Portfolio VAR above budget | 222 | Tighten HY exposure bands |
C00406 | CR3375 | 2025-08-15 | Stress | 196 | 822 | 5.1 | -0.8 | 721,392,174 | Comm:28.3;Energy:31.7;Tech:21.7;Consumer:18.4 | US:64.3;EU:6.3;APAC:14.9;EMEA:9.6;LATAM:4.9 | CCC:18.0;B:16.0;BBB:18.2;A:17.9;AAA:29.9 | 6.48 | 64.5 | 193 | 517 | 16.5 | 3.5 | 20 | 35 | 25 | true | true | true | false | -0.34 | 0.97 | 0 | Financials:EW | Hedge | iTraxx_MAIN: +178bps notional | -13 | 2 | DealerC | All2All | 5 | 98 | 8 | -85 | HYCap>limit | Rotate | High-yield share above policy cap | 96 | Defer adds pending macro print |
C00407 | CR6226 | 2025-11-08 | Tightening | 157 | 477 | 4.6 | 0.8 | 2,348,118,581 | Consumer:20.8;RealEstate:26.7;Tech:20.2;Comm:32.2 | US:66.4;EU:5.8;APAC:13.9;EMEA:8.0;LATAM:6.0 | BBB:9.0;B:23.7;BB:21.5;AAA:21.7;AA:24.0 | 0.46 | 43.5 | 146 | 259 | 9.9 | 3.5 | 25 | 35 | 25 | true | true | true | false | 1.14 | -0 | 0.55 | null | Hedge | CDX_IG: +51bps notional | -39 | -6 | ECN2 | Electronic | 4 | 85 | 28 | 172 | HYCap>limit | Reduce | High-yield share above policy cap | 222 | Defer adds pending macro print |
C00408 | CR3028 | 2025-04-17 | Calm | 87 | 315 | 4.4 | 2.3 | 1,862,022,347 | Financials:22.3;Tech:23.0;RealEstate:7.6;Industrials:10.4;Energy:25.6;Consumer:11.1 | US:70.4;EU:9.6;APAC:5.7;EMEA:9.7;LATAM:4.6 | BBB:22.4;A:21.7;B:8.4;BB:4.9;AA:23.5;AAA:19.2 | 3.49 | 47.7 | 216 | 201 | 16.7 | 3.5 | 20 | 35 | 30 | true | true | false | true | 1.32 | 0.02 | 0.35 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 4 | ECN1 | Electronic | 1 | 96 | -60 | 78 | Region>limit | PauseAdds | Regional concentration above limit | 126 | Rotate into defensive sectors |
C00409 | CR9859 | 2024-12-21 | Recovery | 144 | 616 | 6.5 | 0.3 | 1,994,118,622 | Energy:13.6;RealEstate:24.2;Materials:12.2;Utilities:25.7;Industrials:24.3 | US:62.2;EU:15.0;APAC:13.3;EMEA:3.0;LATAM:6.5 | A:18.7;BB:16.6;B:12.6;CCC:3.3;AAA:29.1;AA:19.8 | 1.14 | 31.2 | 221 | 494 | 17.8 | 2.5 | 35 | 45 | 30 | false | true | true | true | 1.23 | 0.44 | 0.17 | Industrials:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | -10 | ECN1 | RFQ | 10 | 97 | 46 | -208 | VAR>budget | Reduce | Portfolio VAR above budget | 133 | Rotate into defensive sectors |
C00410 | CR2124 | 2024-06-30 | Stress | 196 | 585 | 5.7 | -0.7 | 2,059,767,538 | Consumer:11.4;Energy:9.4;Comm:20.4;Materials:30.8;Financials:12.7;Industrials:15.2 | US:59.8;EU:18.9;APAC:10.0;EMEA:3.8;LATAM:7.4 | BBB:21.2;B:50.2;CCC:9.2;AA:19.5 | 3.72 | 58.6 | 313 | 412 | 15.4 | 2 | 35 | 35 | 30 | false | true | true | true | 1.72 | 0.42 | -0.22 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | -10 | ECN1 | Electronic | 3 | 87 | 318 | -253 | HYCap>limit | Rotate | High-yield share above policy cap | 91 | Tighten HY exposure bands |
C00411 | CR5331 | 2025-09-21 | Calm | 78 | 410 | 4.2 | 2.8 | 2,371,171,882 | Consumer:26.1;Tech:31.3;Utilities:23.1;Energy:19.6 | US:67.4;EU:16.4;APAC:9.5;EMEA:6.0;LATAM:0.7 | BB:12.9;AA:18.8;B:27.4;AAA:40.9 | 4.88 | 22.3 | 269 | 221 | 13.2 | 2.5 | 25 | 55 | 35 | true | true | true | true | -0.32 | 1.24 | 0.24 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -55 | -11 | ECN2 | DealerAxed | 1 | 97 | 166 | -105 | Region>limit | Reduce | Regional concentration above limit | 179 | Escalate watchlist names |
C00412 | CR6793 | 2024-08-08 | Calm | 86 | 295 | 4.2 | 1.6 | 1,122,297,471 | Utilities:22.7;Energy:24.4;Comm:24.6;Tech:11.7;Healthcare:16.5 | US:66.6;EU:12.1;APAC:13.0;EMEA:4.7;LATAM:3.5 | CCC:23.1;BBB:22.4;AA:14.6;A:20.0;BB:12.8;AAA:7.2 | 5.95 | 54.7 | 201 | 295 | 16.6 | 2 | 35 | 55 | 35 | false | true | true | true | 1.21 | 1.69 | -0.39 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -29 | -8 | ECN1 | All2All | 3 | 95 | 94 | 43 | VAR>budget | Hedge | Portfolio VAR above budget | 234 | Reviewed by risk; hedges staggered |
C00413 | CR8560 | 2024-11-06 | Stress | 191 | 779 | 8.4 | -1.2 | 571,340,443 | Comm:8.5;Consumer:30.2;Utilities:17.8;Energy:8.9;Industrials:14.4;Financials:20.2 | US:64.2;EU:9.1;APAC:11.6;EMEA:6.6;LATAM:8.5 | CCC:17.4;A:24.4;B:21.1;BB:37.1 | 6.62 | 23.9 | 164 | 633 | 11.4 | 3 | 30 | 35 | 30 | true | true | true | false | 2.14 | 0.77 | 0.47 | Consumer:EW | Hedge | CDX_HY: +185bps notional | -30 | 4 | DealerB | RFQ | 4 | 95 | 39 | 91 | VAR>budget | Rotate | Portfolio VAR above budget | 165 | Rotate into defensive sectors |
C00414 | CR9020 | 2025-07-08 | Calm | 77 | 379 | 4.2 | 2.8 | 2,174,713,506 | Materials:15.3;Energy:34.5;RealEstate:18.9;Tech:31.2 | US:68.9;EU:15.6;APAC:9.9;EMEA:4.0;LATAM:1.6 | AA:39.4;B:13.1;A:39.7;BB:7.9 | 4.84 | 61.5 | 129 | 465 | 13.9 | 4 | 35 | 35 | 20 | false | true | true | false | 1.15 | 0.38 | -0.32 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -60 | 32 | ECN1 | RFQ | 6 | 85 | 303 | -348 | VAR>budget | Rotate | Portfolio VAR above budget | 173 | Rotate into defensive sectors |
C00415 | CR4443 | 2024-11-11 | Stress | 240 | 721 | 7.7 | -2 | 1,903,316,068 | Healthcare:39.7;Comm:22.5;Financials:37.8 | US:61.3;EU:17.4;APAC:11.1;EMEA:8.2;LATAM:2.0 | A:29.7;BB:15.9;BBB:34.0;B:20.4 | 3.02 | 22.8 | 329 | 479 | 19.7 | 4 | 25 | 45 | 25 | true | true | true | true | -0.16 | 0.45 | 0.41 | Energy:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | 2 | DealerB | RFQ | 7 | 90 | 147 | 148 | Sector>limit | Rotate | Sector concentration above limit | 208 | Reviewed by risk; hedges staggered |
C00416 | CR8724 | 2024-01-17 | Tightening | 118 | 400 | 4 | 1.9 | 2,060,883,572 | Consumer:45.2;Utilities:42.5;Healthcare:12.3 | US:72.7;EU:10.5;APAC:6.8;EMEA:9.8;LATAM:0.1 | AAA:26.2;A:11.5;AA:21.8;CCC:2.5;BBB:31.2;BB:6.8 | 6.63 | 24.6 | 191 | 121 | 8.8 | 2.5 | 35 | 45 | 30 | true | true | false | false | -0.33 | 0.13 | -0.3 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -52 | 17 | ECN2 | DealerAxed | 10 | 87 | 317 | -306 | VAR>budget | Hedge | Portfolio VAR above budget | 195 | Escalate watchlist names |
C00417 | CR3864 | 2025-02-02 | Calm | 90 | 296 | 3.5 | 2.9 | 1,275,662,366 | Financials:17.8;Tech:10.8;Industrials:8.2;Energy:32.4;Consumer:16.5;Comm:14.3 | US:63.2;EU:20.4;APAC:9.1;EMEA:6.7;LATAM:0.6 | AA:24.9;CCC:17.1;BBB:24.9;B:19.8;AAA:13.3 | 3.51 | 54.3 | 168 | 392 | 4.1 | 3 | 35 | 55 | 35 | false | true | true | false | 0.37 | 0.98 | -0.4 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | 3 | DealerA | DealerAxed | 10 | 93 | -158 | -476 | HYCap>limit | Hedge | High-yield share above policy cap | 224 | Reviewed by risk; hedges staggered |
C00418 | CR8796 | 2024-06-12 | Calm | 86 | 410 | 4 | 2.4 | 1,933,151,306 | Comm:21.4;Consumer:53.6;Energy:25.0 | US:61.1;EU:7.2;APAC:12.8;EMEA:12.4;LATAM:6.6 | BBB:21.0;B:34.0;A:22.5;BB:22.5 | 4.23 | 63 | 251 | 432 | 10.4 | 3 | 25 | 45 | 25 | true | true | true | true | 1.98 | 1.06 | -0.31 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -53 | -19 | DealerA | All2All | 10 | 93 | -5 | -342 | Sector>limit | Rotate | Sector concentration above limit | 163 | Rotate into defensive sectors |
C00419 | CR4978 | 2025-10-31 | Stress | 251 | 810 | 5.5 | -0 | 1,573,709,875 | RealEstate:24.7;Materials:22.3;Consumer:23.3;Comm:29.7 | US:59.2;EU:17.6;APAC:8.9;EMEA:9.6;LATAM:4.6 | AA:17.2;BB:15.1;CCC:29.7;B:8.9;BBB:29.0 | 0.8 | 44.6 | 168 | 662 | 16.6 | 3 | 20 | 35 | 35 | true | true | true | false | 0.75 | 1.21 | -0.19 | Healthcare:EW;Industrials:EW | Hedge | SingleName_CDS: +154bps notional | -52 | 0 | DealerC | RFQ | 8 | 96 | 152 | -155 | VAR>budget | Reduce | Portfolio VAR above budget | 129 | Tighten HY exposure bands |
C00420 | CR0201 | 2024-08-18 | Stress | 260 | 776 | 6 | 0.7 | 1,158,952,058 | Industrials:23.6;RealEstate:23.1;Comm:6.9;Healthcare:16.5;Utilities:21.5;Consumer:8.5 | US:67.7;EU:9.9;APAC:9.5;EMEA:10.4;LATAM:2.4 | B:18.7;AA:29.7;A:30.5;BBB:11.2;BB:9.9 | 1.76 | 54.6 | 351 | 293 | 20 | 3 | 35 | 55 | 35 | false | true | false | true | 1.46 | 1.1 | 0.03 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -23 | 38 | ECN1 | All2All | 12 | 95 | 41 | -88 | Sector>limit | Reduce | Sector concentration above limit | 117 | Reviewed by risk; hedges staggered |
C00421 | CR4955 | 2025-04-01 | Recovery | 142 | 474 | 5 | 0.6 | 135,718,707 | Utilities:21.8;Financials:19.6;Consumer:28.6;RealEstate:30.0 | US:63.2;EU:14.6;APAC:4.7;EMEA:10.7;LATAM:6.8 | A:29.9;AA:12.2;AAA:10.5;CCC:21.3;BBB:26.0 | 4.43 | 38.7 | 99 | 454 | 5.8 | 3.5 | 25 | 45 | 25 | true | true | false | false | 1.92 | -0.12 | 0.28 | Financials:EW | Hedge | CDX_IG: +179bps notional | -26 | -20 | DealerC | DealerAxed | 3 | 95 | 408 | -50 | HYCap>limit | Reduce | High-yield share above policy cap | 222 | Tighten HY exposure bands |
C00422 | CR4397 | 2025-01-29 | Tightening | 101 | 490 | 4.4 | 1.4 | 2,815,678,319 | RealEstate:23.4;Consumer:13.9;Energy:33.1;Materials:11.7;Comm:17.9 | US:67.8;EU:8.1;APAC:11.7;EMEA:10.6;LATAM:1.8 | B:29.4;AA:16.5;CCC:18.0;AAA:36.1 | 6.46 | 36 | 152 | 326 | 12.4 | 4 | 35 | 35 | 25 | false | true | true | false | 0.95 | 0.19 | -0.33 | Tech:EW | Hedge | iTraxx_MAIN: +101bps notional | -43 | 44 | DealerC | RFQ | 11 | 92 | 213 | -205 | VAR>budget | Hedge | Portfolio VAR above budget | 251 | Rotate into defensive sectors |
C00423 | CR1749 | 2025-02-14 | Calm | 66 | 383 | 3.7 | 2.9 | 1,986,937,689 | Tech:25.5;RealEstate:14.4;Financials:12.2;Consumer:21.9;Materials:12.6;Industrials:13.5 | US:67.3;EU:6.8;APAC:12.3;EMEA:8.2;LATAM:5.3 | BB:16.1;B:26.5;AA:42.4;BBB:15.1 | 6.7 | 37.6 | 158 | 243 | 3.8 | 2 | 20 | 35 | 25 | true | true | true | false | 1.09 | 1.62 | -0.06 | RealEstate:EW | Hedge | SingleName_CDS: +122bps notional | -54 | 35 | ECN2 | DealerAxed | 6 | 88 | -8 | 19 | HYCap>limit | Hedge | High-yield share above policy cap | 217 | Reviewed by risk; hedges staggered |
C00424 | CR3252 | 2024-06-22 | Recovery | 169 | 632 | 5.8 | 1.3 | 1,091,809,479 | Energy:10.2;Tech:30.5;Comm:34.3;Consumer:25.0 | US:72.3;EU:10.8;APAC:8.0;EMEA:5.7;LATAM:3.2 | BBB:22.1;AAA:20.9;BB:25.1;AA:6.8;A:6.8;B:18.4 | 7.01 | 39.2 | 266 | 165 | 3 | 4 | 20 | 45 | 30 | true | true | true | true | 2.28 | 0.82 | 0.38 | Tech:EW | Hedge | CDX_HY: +141bps notional | 12 | 15 | DealerB | RFQ | 8 | 94 | -41 | -217 | Sector>limit | Hedge | Sector concentration above limit | 204 | Defer adds pending macro print |
C00425 | CR6510 | 2025-06-11 | Recovery | 126 | 567 | 5.1 | 1.6 | 2,449,406,039 | Consumer:37.0;Comm:13.1;Tech:18.9;Financials:31.0 | US:72.2;EU:6.2;APAC:6.2;EMEA:11.7;LATAM:3.7 | B:17.6;BBB:21.2;AAA:43.4;BB:17.8 | 0.74 | 62.1 | 274 | 121 | 10.6 | 2 | 25 | 45 | 35 | true | true | true | true | -0.12 | 1.3 | 0.56 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -13 | 3 | DealerB | Electronic | 5 | 92 | 55 | 126 | Region>limit | Rotate | Regional concentration above limit | 216 | Tighten HY exposure bands |
C00426 | CR6367 | 2024-09-03 | Tightening | 122 | 392 | 4.8 | 1.9 | 341,666,050 | RealEstate:41.7;Materials:12.3;Healthcare:46.1 | US:59.5;EU:17.4;APAC:5.8;EMEA:12.1;LATAM:5.3 | BBB:18.2;AAA:8.1;BB:10.4;A:19.0;AA:12.3;B:32.0 | 5.12 | 57.7 | 113 | 125 | 7.1 | 3 | 25 | 55 | 35 | true | true | true | false | 0.57 | 0.74 | 0.13 | Utilities:EW;Financials:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 5 | ECN2 | All2All | 10 | 94 | 409 | -8 | HYCap>limit | Hedge | High-yield share above policy cap | 222 | Escalate watchlist names |
C00427 | CR0601 | 2025-04-20 | Recovery | 114 | 597 | 4.6 | 1.1 | 1,921,253,519 | RealEstate:20.3;Energy:51.3;Financials:28.4 | US:61.3;EU:16.8;APAC:13.7;EMEA:5.4;LATAM:2.9 | AA:35.0;A:18.6;CCC:9.8;BBB:36.7 | 1.78 | 59.6 | 110 | 506 | 12.2 | 2 | 35 | 45 | 25 | true | true | false | false | -0.24 | 1.17 | -0.08 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -1 | -3 | DealerC | RFQ | 0 | 95 | 55 | 89 | Region>limit | Hedge | Regional concentration above limit | 242 | Escalate watchlist names |
C00428 | CR8003 | 2025-09-15 | Calm | 119 | 341 | 4.4 | 1.5 | 675,287,889 | Consumer:24.4;Financials:26.5;Energy:33.2;Materials:15.9 | US:74.9;EU:6.8;APAC:6.2;EMEA:7.9;LATAM:4.3 | AA:30.0;BB:37.3;A:13.7;AAA:19.0 | 4.8 | 56.5 | 146 | 174 | 2.5 | 3.5 | 20 | 35 | 25 | true | true | true | false | 0.14 | 0.94 | 0.42 | Utilities:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | -3 | ECN1 | Electronic | 4 | 89 | 83 | -43 | HYCap>limit | Reduce | High-yield share above policy cap | 146 | Defer adds pending macro print |
C00429 | CR7006 | 2025-11-12 | Calm | 74 | 356 | 4.2 | 1.9 | 1,772,229,570 | Utilities:14.7;Comm:21.1;Energy:17.9;Consumer:18.9;Tech:21.4;Materials:6.0 | US:60.5;EU:9.8;APAC:16.1;EMEA:9.8;LATAM:3.8 | B:13.6;AAA:29.3;CCC:34.2;BB:22.8 | 0.82 | 42.5 | 167 | 183 | 12.9 | 2.5 | 30 | 35 | 30 | false | true | true | false | 0.24 | 0.78 | 0.28 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -53 | 3 | ECN2 | All2All | 3 | 90 | 280 | -227 | Sector>limit | Rotate | Sector concentration above limit | 183 | Defer adds pending macro print |
C00430 | CR2042 | 2025-03-09 | Stress | 166 | 599 | 5.7 | -1.9 | 2,903,195,123 | RealEstate:23.2;Consumer:15.0;Materials:25.6;Financials:36.1 | US:68.5;EU:16.0;APAC:5.4;EMEA:5.2;LATAM:4.8 | AA:15.0;BBB:28.9;CCC:16.1;A:28.1;B:6.7;BB:5.2 | 4.66 | 21.8 | 174 | 310 | 11.3 | 4 | 20 | 55 | 25 | true | true | true | false | 0.52 | 0.96 | 0.48 | Materials:EW;Energy:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | 16 | DealerA | RFQ | 9 | 98 | 156 | 139 | Region>limit | Hedge | Regional concentration above limit | 196 | Tighten HY exposure bands |
C00431 | CR2806 | 2025-11-25 | Calm | 90 | 318 | 4.2 | 2.3 | 770,355,018 | Materials:37.5;Comm:16.9;Utilities:15.5;Financials:30.0 | US:57.6;EU:17.9;APAC:11.1;EMEA:9.7;LATAM:3.7 | AAA:32.2;CCC:17.5;AA:37.9;BB:8.3;B:4.1 | 4.99 | 29.1 | 213 | 383 | 10.2 | 3.5 | 35 | 55 | 30 | true | true | false | true | 2.42 | 0.6 | 0.51 | Tech:EW | Hedge | CDX_HY: +62bps notional | 3 | 42 | DealerA | RFQ | 1 | 99 | 261 | -274 | HYCap>limit | Rotate | High-yield share above policy cap | 155 | Tighten HY exposure bands |
C00432 | CR4917 | 2025-03-24 | Tightening | 106 | 455 | 3.8 | 0.9 | 1,078,731,682 | Energy:42.3;Utilities:21.2;RealEstate:36.5 | US:65.2;EU:11.6;APAC:12.4;EMEA:8.8;LATAM:2.0 | CCC:15.8;AAA:41.4;BB:4.4;BBB:38.4 | 4.13 | 45.2 | 155 | 252 | 17.1 | 4 | 25 | 45 | 25 | true | true | false | false | 0.45 | 1.52 | 0.32 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 5 | DealerB | Electronic | 1 | 97 | 396 | -182 | VAR>budget | Hedge | Portfolio VAR above budget | 168 | Reviewed by risk; hedges staggered |
C00433 | CR6028 | 2024-04-03 | Recovery | 100 | 630 | 4.7 | -0 | 2,899,141,917 | RealEstate:26.1;Materials:15.0;Healthcare:39.3;Tech:19.6 | US:66.1;EU:10.1;APAC:10.8;EMEA:12.1;LATAM:0.9 | CCC:4.3;AA:55.6;BB:16.7;AAA:23.4 | 1.69 | 24.3 | 131 | 283 | 6 | 2.5 | 35 | 55 | 20 | true | true | true | false | 0.28 | 1.18 | -0.15 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 19 | DealerC | RFQ | 6 | 92 | 109 | -107 | VAR>budget | Reduce | Portfolio VAR above budget | 240 | Tighten HY exposure bands |
C00434 | CR7293 | 2025-08-17 | Calm | 92 | 325 | 3.4 | 2.4 | 1,176,390,872 | RealEstate:16.1;Energy:40.5;Industrials:43.5 | US:67.4;EU:13.5;APAC:12.0;EMEA:6.0;LATAM:1.1 | A:36.7;AA:32.1;CCC:11.3;AAA:19.9 | 6.97 | 21.4 | 104 | 476 | 5.2 | 3 | 35 | 45 | 30 | true | true | false | false | 1.72 | 0.21 | 0.2 | Healthcare:EW;Financials:EW | Hedge | Options_Payer: +152bps notional | -60 | -13 | DealerA | Electronic | 4 | 90 | 338 | -310 | Sector>limit | Hedge | Sector concentration above limit | 194 | Reviewed by risk; hedges staggered |
C00435 | CR5659 | 2025-07-08 | Stress | 172 | 666 | 5.5 | -0.7 | 995,966,042 | Utilities:18.6;Energy:27.9;Industrials:25.4;Comm:28.2 | US:64.7;EU:12.6;APAC:11.3;EMEA:7.5;LATAM:3.8 | BBB:27.4;AAA:39.0;BB:18.5;B:9.2;CCC:5.8 | 6.08 | 54.4 | 326 | 473 | 7.3 | 2 | 25 | 45 | 25 | true | true | true | true | 1.2 | 0.63 | -0.11 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | 12 | ECN2 | All2All | 9 | 92 | 95 | 123 | Region>limit | Rotate | Regional concentration above limit | 107 | Rotate into defensive sectors |
C00436 | CR7407 | 2025-04-21 | Recovery | 113 | 547 | 4.9 | -0.3 | 835,546,915 | Industrials:21.0;Energy:20.6;Healthcare:14.5;Consumer:23.0;RealEstate:21.0 | US:65.5;EU:10.7;APAC:9.4;EMEA:9.7;LATAM:4.7 | AAA:11.2;A:25.3;AA:27.1;BBB:21.7;B:7.3;BB:7.4 | 4.54 | 54.9 | 180 | 519 | 4.3 | 3 | 25 | 35 | 20 | false | true | false | false | 0.32 | 0.26 | 0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 21 | DealerA | DealerAxed | 5 | 97 | 156 | -164 | VAR>budget | Reduce | Portfolio VAR above budget | 143 | Rotate into defensive sectors |
C00437 | CR5923 | 2024-07-07 | Calm | 116 | 415 | 3.5 | 2.2 | 1,087,495,830 | Comm:8.6;Energy:30.7;RealEstate:24.3;Industrials:26.8;Financials:9.5 | US:51.3;EU:18.7;APAC:14.3;EMEA:8.6;LATAM:7.2 | AAA:21.1;CCC:25.2;A:17.4;AA:7.1;BBB:13.3;B:16.0 | 1.06 | 61.1 | 182 | 375 | 11.7 | 3 | 35 | 45 | 25 | false | true | true | false | 2.48 | 0.2 | 0.14 | Energy:EW | Hedge | SingleName_CDS: +197bps notional | 14 | -25 | DealerA | RFQ | 3 | 95 | -36 | 100 | HYCap>limit | Reduce | High-yield share above policy cap | 111 | Escalate watchlist names |
C00438 | CR1672 | 2025-03-30 | Recovery | 143 | 645 | 5.4 | 0.4 | 501,294,369 | Materials:14.3;RealEstate:14.0;Financials:48.8;Consumer:22.9 | US:67.8;EU:8.1;APAC:12.8;EMEA:4.7;LATAM:6.6 | CCC:10.7;AAA:46.5;BB:18.0;BBB:24.8 | 4.22 | 52.6 | 264 | 300 | 13.6 | 4 | 20 | 35 | 20 | true | true | true | true | -0.39 | -0.18 | 0.31 | Tech:EW | Hedge | iTraxx_XOVER: +138bps notional | -18 | -8 | DealerA | Electronic | 12 | 87 | 178 | -218 | Region>limit | Rotate | Regional concentration above limit | 185 | Reviewed by risk; hedges staggered |
C00439 | CR6330 | 2024-07-15 | Recovery | 176 | 525 | 5.1 | 0.1 | 2,370,242,314 | Energy:19.5;Consumer:21.3;Utilities:18.7;Industrials:5.4;Materials:15.7;RealEstate:19.5 | US:73.6;EU:8.5;APAC:8.6;EMEA:3.1;LATAM:6.3 | CCC:14.9;BBB:30.9;AAA:28.0;AA:26.3 | 3.14 | 24.4 | 280 | 357 | 9.8 | 4 | 25 | 45 | 25 | false | true | false | true | -0.21 | 0.11 | -0.18 | Materials:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -4 | 18 | DealerB | Electronic | 7 | 91 | -11 | -67 | Region>limit | Reduce | Regional concentration above limit | 119 | Rotate into defensive sectors |
C00440 | CR9451 | 2025-09-01 | Calm | 77 | 378 | 3.4 | 2 | 1,120,363,083 | Utilities:8.6;Consumer:20.9;Tech:9.2;Energy:14.1;Industrials:23.7;RealEstate:23.5 | US:66.2;EU:14.0;APAC:7.7;EMEA:3.5;LATAM:8.6 | CCC:26.8;A:23.0;BB:29.4;BBB:20.9 | 0.62 | 44.8 | 95 | 389 | 10.9 | 2 | 30 | 35 | 30 | false | true | true | false | -0.44 | 1.74 | 0.34 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 23 | DealerC | All2All | 9 | 99 | -170 | -280 | HYCap>limit | Reduce | High-yield share above policy cap | 260 | Rotate into defensive sectors |
C00441 | CR2526 | 2025-07-05 | Calm | 95 | 363 | 4.2 | 2.3 | 672,988,794 | Comm:25.0;Energy:15.1;Industrials:25.3;Materials:9.4;Healthcare:25.2 | US:72.8;EU:7.2;APAC:6.6;EMEA:6.6;LATAM:6.7 | AA:7.2;BBB:24.6;BB:13.8;AAA:13.6;B:18.4;CCC:22.4 | 6.29 | 30.7 | 138 | 307 | 5.7 | 2 | 25 | 45 | 30 | true | true | true | false | 0.25 | -0.13 | -0.2 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -18 | 19 | DealerA | All2All | 2 | 91 | 402 | -382 | Sector>limit | Rotate | Sector concentration above limit | 215 | Reviewed by risk; hedges staggered |
C00442 | CR8073 | 2025-02-05 | Calm | 82 | 328 | 4.1 | 2.8 | 2,499,700,331 | Consumer:15.6;Industrials:35.4;Healthcare:18.0;Financials:31.0 | US:62.5;EU:10.0;APAC:12.5;EMEA:10.6;LATAM:4.4 | BB:5.3;BBB:21.7;AA:33.2;CCC:13.1;A:26.7 | 5.05 | 60.1 | 176 | 457 | 8 | 4 | 25 | 55 | 20 | true | true | false | false | 2.03 | -0.22 | 0.15 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -59 | -5 | DealerC | DealerAxed | 1 | 90 | 410 | -286 | HYCap>limit | Hedge | High-yield share above policy cap | 133 | Tighten HY exposure bands |
C00443 | CR9654 | 2024-04-15 | Stress | 153 | 642 | 7.6 | -1.9 | 798,402,053 | Consumer:27.0;Healthcare:21.5;Financials:34.7;Energy:16.8 | US:65.0;EU:9.0;APAC:14.9;EMEA:5.6;LATAM:5.4 | BB:8.5;BBB:16.8;AA:22.0;CCC:7.9;B:8.9;AAA:36.0 | 0.83 | 62.4 | 259 | 549 | 19.7 | 3.5 | 35 | 35 | 20 | false | true | true | true | 2.37 | 1.8 | 0.3 | Tech:EW | Hedge | SingleName_CDS: +200bps notional | -59 | -23 | ECN1 | All2All | 11 | 99 | 204 | -372 | HYCap>limit | Reduce | High-yield share above policy cap | 211 | Defer adds pending macro print |
C00444 | CR8473 | 2024-08-29 | Recovery | 141 | 432 | 5 | -0 | 595,866,750 | Materials:18.5;RealEstate:21.2;Consumer:27.9;Industrials:32.3 | US:63.4;EU:10.7;APAC:16.4;EMEA:6.8;LATAM:2.7 | BB:34.5;BBB:26.7;AA:21.9;A:16.9 | 1.87 | 53.1 | 90 | 430 | 14.7 | 2.5 | 30 | 35 | 25 | true | true | true | false | -0.32 | 1.51 | 0.59 | Consumer:EW;Materials:EW | Hedge | Treasury_Futures: +83bps notional | 8 | 31 | DealerC | Electronic | 11 | 90 | -78 | -317 | VAR>budget | Rotate | Portfolio VAR above budget | 180 | Defer adds pending macro print |
C00445 | CR0842 | 2024-01-09 | Tightening | 127 | 394 | 4.6 | 0.7 | 532,750,259 | Healthcare:31.6;Utilities:9.3;Financials:28.1;RealEstate:31.0 | US:64.2;EU:9.7;APAC:13.6;EMEA:10.0;LATAM:2.5 | B:11.5;A:21.7;AAA:27.9;CCC:3.4;AA:35.5 | 3.15 | 22.4 | 100 | 326 | 15.1 | 2.5 | 25 | 45 | 20 | true | true | false | false | 2.15 | 0.86 | 0.27 | Tech:EW | Hedge | CDX_HY: +66bps notional | -47 | 27 | ECN1 | DealerAxed | 12 | 96 | -102 | -50 | HYCap>limit | Rotate | High-yield share above policy cap | 214 | Tighten HY exposure bands |
C00446 | CR6611 | 2024-08-10 | Recovery | 107 | 603 | 5.9 | 1.4 | 1,791,048,302 | Energy:28.2;Materials:19.1;Comm:14.0;Consumer:12.0;RealEstate:26.7 | US:63.0;EU:18.3;APAC:10.1;EMEA:7.1;LATAM:1.5 | BB:10.1;CCC:5.5;A:33.6;AAA:34.9;BBB:15.9 | 7 | 38.7 | 102 | 391 | 15.4 | 2 | 30 | 35 | 20 | false | true | false | false | 2.12 | 1.44 | -0.38 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | 42 | ECN1 | RFQ | 2 | 85 | 113 | -98 | HYCap>limit | Hedge | High-yield share above policy cap | 168 | Tighten HY exposure bands |
C00447 | CR9457 | 2024-04-19 | Recovery | 150 | 505 | 6.4 | -0.5 | 2,811,964,478 | Utilities:16.5;Financials:21.7;Energy:9.1;Materials:11.9;Consumer:22.5;RealEstate:18.2 | US:61.3;EU:17.0;APAC:12.4;EMEA:8.4;LATAM:0.9 | AAA:31.1;BBB:20.5;BB:22.3;CCC:26.2 | 3.31 | 63.6 | 86 | 196 | 3 | 2.5 | 35 | 45 | 25 | false | true | true | false | 0.98 | 0.56 | 0.32 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | 28 | DealerC | RFQ | 1 | 97 | -216 | -374 | VAR>budget | Rotate | Portfolio VAR above budget | 162 | Reviewed by risk; hedges staggered |
C00448 | CR5778 | 2024-11-15 | Tightening | 126 | 365 | 4.7 | 1.5 | 2,228,633,652 | Utilities:11.9;Industrials:40.9;Tech:47.2 | US:72.4;EU:7.4;APAC:12.9;EMEA:5.8;LATAM:1.5 | BB:31.7;B:18.7;AA:17.4;BBB:18.6;CCC:13.6 | 1.08 | 58 | 152 | 217 | 3.7 | 2 | 25 | 45 | 25 | true | true | true | false | -0.36 | 1.37 | 0.36 | Healthcare:EW;Energy:EW | Hedge | iTraxx_XOVER: +63bps notional | -52 | -7 | DealerB | All2All | 12 | 91 | -90 | -38 | Sector>limit | Rotate | Sector concentration above limit | 180 | Tighten HY exposure bands |
C00449 | CR1680 | 2024-12-27 | Tightening | 105 | 380 | 4 | 0.7 | 1,776,452,898 | Consumer:14.1;Materials:15.7;Comm:29.5;Industrials:27.6;Financials:6.9;Utilities:6.2 | US:66.0;EU:14.6;APAC:8.7;EMEA:8.5;LATAM:2.2 | AAA:15.1;BBB:31.4;BB:39.1;B:14.5 | 2.1 | 40 | 203 | 170 | 9.4 | 2.5 | 35 | 45 | 20 | false | true | true | true | 1.43 | -0.22 | -0.15 | Tech:EW | Hedge | Treasury_Futures: +59bps notional | 16 | -12 | DealerA | DealerAxed | 1 | 97 | -103 | -260 | Sector>limit | Reduce | Sector concentration above limit | 215 | Tighten HY exposure bands |
C00450 | CR2760 | 2025-01-09 | Tightening | 91 | 451 | 3.9 | 1.7 | 2,854,812,054 | Energy:32.9;Tech:28.2;Industrials:38.9 | US:56.6;EU:16.7;APAC:8.9;EMEA:10.0;LATAM:7.8 | BBB:22.9;AA:15.2;B:16.6;CCC:13.0;BB:18.0;A:14.2 | 7.36 | 54.5 | 133 | 218 | 12.8 | 4 | 25 | 55 | 25 | true | true | true | false | 0.18 | 1.72 | -0.34 | null | Hedge | CDX_IG: +91bps notional | -31 | -4 | DealerA | All2All | 5 | 96 | 101 | -194 | HYCap>limit | Hedge | High-yield share above policy cap | 203 | Tighten HY exposure bands |
C00451 | CR6495 | 2024-03-20 | Tightening | 145 | 418 | 5.1 | 0.9 | 2,824,536,862 | Energy:18.5;Healthcare:19.5;RealEstate:15.9;Consumer:18.1;Utilities:28.0 | US:66.0;EU:10.2;APAC:8.4;EMEA:11.2;LATAM:4.1 | BB:22.0;AA:23.3;A:26.7;BBB:28.0 | 2.88 | 58.4 | 241 | 289 | 5.9 | 2.5 | 25 | 35 | 25 | true | true | false | true | -0.21 | 1.39 | 0.5 | null | Hedge | iTraxx_MAIN: +152bps notional | -31 | -2 | DealerA | DealerAxed | 12 | 85 | 279 | -436 | HYCap>limit | Reduce | High-yield share above policy cap | 206 | Escalate watchlist names |
C00452 | CR1772 | 2024-07-05 | Calm | 106 | 414 | 3.7 | 1.5 | 1,286,071,965 | Industrials:13.6;Financials:14.3;Energy:24.1;Healthcare:33.2;Utilities:14.8 | US:64.4;EU:9.0;APAC:17.2;EMEA:5.2;LATAM:4.2 | BBB:37.5;AAA:22.6;BB:15.5;CCC:17.3;B:7.1 | 2.7 | 26.6 | 157 | 423 | 14 | 4 | 35 | 45 | 25 | false | true | true | false | 1.52 | 0.28 | -0.28 | Financials:EW;Comm:EW | Hedge | CDX_IG: +164bps notional | 15 | 12 | DealerB | RFQ | 7 | 95 | 227 | -95 | Sector>limit | Hedge | Sector concentration above limit | 92 | Tighten HY exposure bands |
C00453 | CR1706 | 2025-05-26 | Tightening | 115 | 478 | 4.7 | 0.6 | 244,481,399 | Healthcare:5.7;Materials:18.6;Comm:22.1;Consumer:16.2;RealEstate:18.7;Utilities:18.7 | US:64.5;EU:11.7;APAC:6.2;EMEA:10.2;LATAM:7.4 | A:19.8;BB:9.5;AA:31.6;AAA:11.4;CCC:6.2;BBB:21.6 | 6.49 | 22.4 | 260 | 396 | 4.6 | 3.5 | 30 | 35 | 20 | false | true | false | true | 1.07 | 0.58 | 0.39 | RealEstate:EW | Hedge | Treasury_Futures: +97bps notional | 17 | 44 | DealerB | DealerAxed | 3 | 99 | -103 | -464 | HYCap>limit | Hedge | High-yield share above policy cap | 240 | Defer adds pending macro print |
C00454 | CR6164 | 2024-09-21 | Calm | 72 | 288 | 3.4 | 2 | 286,872,461 | Healthcare:21.8;Tech:16.5;Industrials:14.6;Materials:8.2;RealEstate:26.4;Energy:12.5 | US:72.3;EU:6.6;APAC:6.8;EMEA:8.4;LATAM:5.9 | A:27.1;AA:19.8;AAA:15.0;BB:3.8;BBB:34.4 | 5.17 | 25.7 | 109 | 216 | 17.4 | 2.5 | 30 | 35 | 35 | false | true | false | false | 0.86 | 0.7 | -0.09 | Comm:EW;Tech:EW;Healthcare:EW | Hedge | iTraxx_XOVER: +50bps notional | -21 | 11 | DealerA | Electronic | 9 | 87 | 59 | -199 | Sector>limit | Reduce | Sector concentration above limit | 201 | Tighten HY exposure bands |
C00455 | CR0992 | 2024-10-03 | Recovery | 130 | 515 | 5.9 | 0.8 | 1,890,281,243 | Utilities:20.8;Healthcare:27.4;Materials:6.0;RealEstate:7.5;Tech:23.4;Industrials:14.9 | US:68.8;EU:12.5;APAC:6.3;EMEA:10.4;LATAM:1.9 | AAA:38.2;B:12.2;BBB:12.5;AA:37.1 | 6.87 | 59 | 94 | 510 | 5.8 | 3.5 | 30 | 35 | 35 | false | true | false | false | 2.12 | 1.47 | 0.07 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 24 | DealerB | All2All | 8 | 88 | 137 | -148 | Region>limit | Reduce | Regional concentration above limit | 163 | Reviewed by risk; hedges staggered |
C00456 | CR9315 | 2025-10-18 | Tightening | 145 | 422 | 4.8 | 0.8 | 859,368,818 | Comm:47.2;Tech:30.8;Healthcare:22.0 | US:65.6;EU:12.9;APAC:11.9;EMEA:6.9;LATAM:2.7 | A:30.6;CCC:5.0;AA:21.7;BB:13.4;BBB:29.4 | 6.31 | 50.4 | 116 | 289 | 17.4 | 3 | 35 | 55 | 30 | true | true | false | false | 0.3 | 1.48 | 0.12 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | 19 | ECN2 | RFQ | 8 | 98 | 8 | -202 | Sector>limit | Hedge | Sector concentration above limit | 234 | Defer adds pending macro print |
C00457 | CR3410 | 2024-05-02 | Calm | 104 | 348 | 3.4 | 2.6 | 1,388,927,681 | Consumer:19.8;Energy:24.7;Materials:22.4;Tech:33.2 | US:61.5;EU:15.4;APAC:6.9;EMEA:10.2;LATAM:6.0 | AAA:31.9;BB:15.3;A:43.5;B:9.3 | 2.32 | 50.5 | 279 | 308 | 3.8 | 4 | 20 | 35 | 35 | true | true | false | true | 0.32 | 0.79 | -0.11 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 1 | ECN2 | Electronic | 6 | 88 | 342 | 146 | Sector>limit | Hedge | Sector concentration above limit | 101 | Escalate watchlist names |
C00458 | CR1822 | 2024-12-26 | Tightening | 133 | 415 | 4.8 | 1.1 | 2,987,583,974 | Utilities:18.1;Industrials:17.9;Healthcare:23.1;Energy:10.7;Tech:13.9;Comm:16.3 | US:62.5;EU:15.6;APAC:7.4;EMEA:10.5;LATAM:4.1 | BBB:24.7;BB:10.0;A:14.0;AAA:35.5;CCC:10.6;B:5.2 | 0.51 | 63.5 | 122 | 370 | 5.4 | 3.5 | 35 | 35 | 30 | false | true | false | false | 0.09 | 0.1 | -0.04 | Utilities:EW | Hedge | iTraxx_MAIN: +54bps notional | -52 | -14 | ECN1 | DealerAxed | 0 | 97 | 349 | -340 | Region>limit | Hedge | Regional concentration above limit | 200 | Escalate watchlist names |
C00459 | CR5943 | 2025-06-18 | Recovery | 140 | 544 | 6 | 0.6 | 1,335,224,645 | Materials:35.2;Utilities:34.5;Energy:30.3 | US:68.2;EU:15.0;APAC:9.1;EMEA:3.6;LATAM:4.1 | BB:31.2;AA:13.3;CCC:30.0;AAA:14.8;A:10.7 | 6.09 | 49.8 | 127 | 342 | 6.5 | 3 | 35 | 55 | 35 | true | true | true | false | 0.36 | 0.81 | 0.22 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -5 | 10 | DealerC | All2All | 6 | 86 | 396 | 140 | Region>limit | Hedge | Regional concentration above limit | 251 | Escalate watchlist names |
C00460 | CR5796 | 2025-04-13 | Recovery | 178 | 619 | 5.6 | 0.4 | 1,385,610,434 | Financials:20.0;Tech:21.8;RealEstate:7.2;Consumer:20.9;Energy:18.5;Materials:11.6 | US:68.8;EU:6.7;APAC:9.8;EMEA:12.0;LATAM:2.7 | BB:15.7;AAA:21.2;CCC:13.7;B:3.4;BBB:21.1;A:24.8 | 6.32 | 23.1 | 81 | 484 | 9.5 | 3.5 | 30 | 55 | 20 | false | true | true | false | 0.91 | 1.11 | -0.01 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -32 | -14 | DealerB | Electronic | 10 | 93 | 297 | 134 | HYCap>limit | Reduce | High-yield share above policy cap | 142 | Rotate into defensive sectors |
C00461 | CR0450 | 2024-01-13 | Tightening | 145 | 462 | 5.1 | 0.7 | 212,278,622 | Energy:23.2;Comm:23.4;Tech:22.9;Healthcare:30.4 | US:74.5;EU:10.6;APAC:8.4;EMEA:5.4;LATAM:1.1 | A:22.4;BBB:13.1;B:24.0;BB:24.9;CCC:15.6 | 1.38 | 47.4 | 125 | 405 | 14.1 | 2 | 25 | 45 | 20 | true | true | true | false | 1.47 | 1.35 | 0.45 | Energy:EW;Tech:EW | Hedge | iTraxx_MAIN: +112bps notional | -53 | -10 | ECN2 | DealerAxed | 8 | 91 | 342 | 130 | Region>limit | Reduce | Regional concentration above limit | 194 | Escalate watchlist names |
C00462 | CR7464 | 2025-10-31 | Recovery | 121 | 564 | 4.9 | 0.5 | 1,067,669,382 | Comm:21.1;Consumer:44.4;Tech:34.4 | US:67.5;EU:9.9;APAC:10.0;EMEA:9.4;LATAM:3.3 | AA:13.6;AAA:19.0;CCC:25.1;BB:20.2;BBB:15.2;B:6.9 | 4.02 | 31.8 | 119 | 493 | 16.9 | 2.5 | 20 | 45 | 25 | true | true | true | false | -0.32 | 1.51 | -0.29 | Comm:EW;Materials:EW | Hedge | CDX_IG: +84bps notional | -16 | 10 | DealerC | RFQ | 6 | 86 | -213 | -70 | VAR>budget | Hedge | Portfolio VAR above budget | 179 | Escalate watchlist names |
C00463 | CR8552 | 2025-10-18 | Tightening | 154 | 449 | 4.1 | 1.9 | 2,287,296,867 | Financials:10.7;Energy:23.8;Materials:12.2;Utilities:19.3;Healthcare:33.9 | US:59.9;EU:19.6;APAC:9.6;EMEA:8.4;LATAM:2.5 | A:14.8;B:23.2;AA:16.0;CCC:34.9;BB:11.2 | 5.73 | 51.6 | 162 | 315 | 9.7 | 2 | 30 | 45 | 35 | true | true | true | false | 0.88 | 0.49 | 0.31 | Industrials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -47 | 41 | ECN2 | RFQ | 12 | 96 | 387 | -211 | Region>limit | Hedge | Regional concentration above limit | 193 | Defer adds pending macro print |
C00464 | CR4381 | 2024-03-16 | Calm | 87 | 387 | 4.3 | 2.5 | 2,805,888,130 | Industrials:36.6;RealEstate:29.3;Materials:26.4;Utilities:7.7 | US:72.0;EU:11.2;APAC:6.8;EMEA:6.9;LATAM:3.0 | A:26.5;B:12.7;CCC:27.6;BB:14.2;BBB:19.1 | 3.09 | 60.1 | 189 | 440 | 5.9 | 2 | 25 | 55 | 35 | true | true | true | false | 0.69 | 0.31 | -0.15 | Utilities:EW | Hedge | CDX_IG: +80bps notional | -14 | 8 | DealerA | DealerAxed | 7 | 87 | 315 | -270 | VAR>budget | Reduce | Portfolio VAR above budget | 137 | Tighten HY exposure bands |
C00465 | CR0611 | 2024-12-05 | Calm | 74 | 359 | 4.1 | 2.1 | 1,575,717,982 | Energy:39.4;RealEstate:37.8;Financials:22.8 | US:62.7;EU:14.5;APAC:11.1;EMEA:11.0;LATAM:0.7 | A:26.9;BBB:20.5;AAA:27.5;AA:14.3;CCC:10.8 | 0.91 | 59.5 | 220 | 508 | 12.6 | 3.5 | 25 | 35 | 35 | true | true | false | true | 0.55 | 0.77 | 0.4 | Tech:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 11 | DealerC | All2All | 2 | 98 | 178 | -321 | Sector>limit | Hedge | Sector concentration above limit | 165 | Rotate into defensive sectors |
C00466 | CR2592 | 2024-03-11 | Calm | 94 | 391 | 4.3 | 2.7 | 2,698,937,418 | Consumer:22.1;Tech:38.3;Comm:39.7 | US:66.5;EU:17.6;APAC:8.5;EMEA:4.4;LATAM:3.0 | BB:8.5;CCC:24.4;AAA:20.7;B:31.4;AA:15.0 | 5.79 | 59.7 | 241 | 288 | 14 | 2.5 | 35 | 45 | 30 | true | true | true | true | 0.12 | -0.22 | -0.2 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 20 | 12 | ECN2 | Electronic | 1 | 95 | 366 | -400 | HYCap>limit | Hedge | High-yield share above policy cap | 152 | Escalate watchlist names |
C00467 | CR1681 | 2024-03-03 | Calm | 65 | 343 | 3.3 | 2 | 1,101,258,995 | Financials:16.9;Comm:30.4;Healthcare:23.9;RealEstate:28.8 | US:57.2;EU:14.6;APAC:11.3;EMEA:11.6;LATAM:5.3 | AA:20.5;CCC:14.6;AAA:15.9;BBB:26.8;B:22.3 | 3.41 | 36.4 | 157 | 387 | 7.6 | 2.5 | 20 | 45 | 25 | true | true | true | false | 1.22 | -0.2 | 0.43 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | 15 | ECN2 | RFQ | 4 | 89 | 321 | -120 | Region>limit | Hedge | Regional concentration above limit | 120 | Escalate watchlist names |
C00468 | CR6739 | 2024-05-15 | Recovery | 158 | 624 | 5.2 | 1 | 87,293,385 | RealEstate:23.5;Comm:42.4;Materials:22.3;Energy:11.8 | US:62.9;EU:16.2;APAC:10.3;EMEA:6.1;LATAM:4.5 | AA:14.3;CCC:5.6;A:12.6;BB:32.4;BBB:20.5;B:14.6 | 3.93 | 27.2 | 180 | 184 | 5.5 | 2 | 30 | 35 | 30 | true | true | true | false | 0.37 | 0.89 | -0.14 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -16 | 29 | DealerB | Electronic | 0 | 95 | 320 | -41 | HYCap>limit | Rotate | High-yield share above policy cap | 192 | Defer adds pending macro print |
C00469 | CR0301 | 2024-06-08 | Tightening | 91 | 409 | 4.8 | 1 | 425,990,119 | Financials:32.6;Tech:26.8;Utilities:9.3;Industrials:31.3 | US:66.2;EU:17.6;APAC:9.5;EMEA:5.1;LATAM:1.6 | AAA:8.7;CCC:20.1;A:16.1;B:33.4;BBB:21.8 | 1.72 | 27.5 | 171 | 515 | 8.3 | 3.5 | 20 | 35 | 20 | true | true | true | false | 1.56 | 0.99 | 0.03 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | -3 | ECN1 | Electronic | 5 | 95 | 120 | 104 | VAR>budget | Hedge | Portfolio VAR above budget | 221 | Tighten HY exposure bands |
C00470 | CR8841 | 2024-08-16 | Recovery | 111 | 542 | 6.2 | -0.1 | 446,186,968 | Industrials:25.5;Materials:21.4;RealEstate:9.5;Consumer:19.5;Tech:10.4;Healthcare:13.7 | US:55.5;EU:18.0;APAC:13.2;EMEA:6.1;LATAM:7.2 | A:40.1;BBB:29.7;BB:21.3;B:8.8 | 1.23 | 60.6 | 108 | 273 | 11 | 3 | 25 | 55 | 35 | true | true | false | false | 2.27 | 0.07 | 0.15 | null | Hedge | CDX_HY: +93bps notional | -27 | 40 | DealerA | DealerAxed | 3 | 88 | -41 | 8 | Sector>limit | Rotate | Sector concentration above limit | 109 | Tighten HY exposure bands |
C00471 | CR1667 | 2025-05-21 | Stress | 196 | 660 | 7.1 | -1 | 1,063,076,752 | Materials:9.5;Industrials:16.6;Tech:16.5;RealEstate:38.0;Energy:19.4 | US:60.0;EU:14.4;APAC:7.4;EMEA:9.7;LATAM:8.4 | CCC:25.5;AA:24.2;AAA:29.9;BBB:20.4 | 7.08 | 60.8 | 199 | 545 | 9.5 | 2 | 30 | 45 | 30 | true | true | false | false | 1.08 | 1.29 | 0.54 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -19 | 11 | DealerB | All2All | 1 | 96 | 95 | 81 | HYCap>limit | Hedge | High-yield share above policy cap | 90 | Rotate into defensive sectors |
C00472 | CR1729 | 2025-12-03 | Calm | 65 | 371 | 3.7 | 1.7 | 2,869,379,017 | Financials:33.9;Healthcare:32.7;Industrials:15.9;Tech:17.5 | US:62.4;EU:14.6;APAC:7.5;EMEA:10.7;LATAM:4.8 | BB:22.9;AA:36.9;B:25.4;BBB:14.8 | 4.87 | 58.6 | 182 | 266 | 3.2 | 3 | 35 | 35 | 25 | false | true | true | false | 1.62 | 0.91 | -0.25 | null | Hedge | CDX_IG: +174bps notional | -60 | -16 | DealerC | Electronic | 11 | 88 | 282 | -42 | VAR>budget | Hedge | Portfolio VAR above budget | 210 | Rotate into defensive sectors |
C00473 | CR0417 | 2025-10-07 | Recovery | 146 | 490 | 5.3 | 1.9 | 1,346,532,643 | Financials:41.2;Tech:17.7;Comm:21.9;Healthcare:19.1 | US:61.8;EU:9.6;APAC:14.2;EMEA:11.7;LATAM:2.8 | B:22.8;AA:19.1;AAA:40.0;BBB:18.1 | 2.83 | 54.6 | 209 | 137 | 17.7 | 3 | 35 | 35 | 30 | true | true | false | true | 2.33 | 0.34 | 0.33 | null | Hedge | iTraxx_XOVER: +198bps notional | -8 | -4 | ECN2 | All2All | 7 | 86 | 111 | 96 | HYCap>limit | Reduce | High-yield share above policy cap | 177 | Escalate watchlist names |
C00474 | CR4512 | 2025-05-25 | Recovery | 111 | 563 | 6.2 | 1.1 | 957,039,750 | Energy:31.0;Consumer:12.0;Industrials:24.8;RealEstate:32.2 | US:59.0;EU:16.9;APAC:15.2;EMEA:8.8;LATAM:0.1 | AAA:11.5;B:12.2;BB:25.0;A:24.3;CCC:18.3;BBB:8.7 | 4.38 | 30.8 | 101 | 395 | 5.5 | 2 | 25 | 35 | 30 | true | true | true | false | -0.49 | 0.43 | 0.56 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -53 | 31 | DealerC | RFQ | 6 | 98 | -26 | -189 | HYCap>limit | PauseAdds | High-yield share above policy cap | 148 | Reviewed by risk; hedges staggered |
C00475 | CR0558 | 2024-05-22 | Tightening | 124 | 417 | 4.9 | 1.6 | 1,892,516,689 | Materials:14.1;Financials:27.2;Comm:9.3;Utilities:27.0;Energy:22.4 | US:59.0;EU:11.5;APAC:11.4;EMEA:12.1;LATAM:5.9 | B:32.0;BB:27.6;A:18.1;BBB:12.5;AAA:9.8 | 2.15 | 30.9 | 235 | 120 | 4.8 | 2 | 35 | 45 | 30 | false | true | true | true | -0.37 | 0.56 | 0.53 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -36 | -11 | DealerA | Electronic | 1 | 88 | 256 | -83 | HYCap>limit | Rotate | High-yield share above policy cap | 177 | Escalate watchlist names |
C00476 | CR5445 | 2024-07-02 | Recovery | 139 | 560 | 5.2 | 0.8 | 199,408,164 | Healthcare:6.1;Financials:23.2;Tech:11.3;RealEstate:26.5;Materials:20.4;Consumer:12.6 | US:60.0;EU:21.4;APAC:5.7;EMEA:5.4;LATAM:7.4 | BBB:20.7;CCC:38.8;B:22.9;AA:17.5 | 3.97 | 60.4 | 116 | 219 | 6.7 | 2.5 | 20 | 35 | 20 | true | true | true | false | -0.11 | 0.31 | -0.13 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -11 | 24 | DealerB | Electronic | 6 | 90 | 265 | -76 | HYCap>limit | Reduce | High-yield share above policy cap | 150 | Escalate watchlist names |
C00477 | CR0104 | 2025-04-22 | Tightening | 107 | 404 | 4.1 | 0.7 | 2,076,585,833 | Financials:37.5;Comm:15.1;Tech:12.5;Industrials:34.9 | US:68.2;EU:11.8;APAC:10.0;EMEA:6.7;LATAM:3.3 | AAA:30.7;BBB:30.8;B:10.1;CCC:10.5;A:18.0 | 0.93 | 55.5 | 129 | 419 | 9.3 | 4 | 35 | 55 | 35 | true | true | false | false | 0.15 | 0.56 | -0.25 | null | Hedge | Treasury_Futures: +134bps notional | -17 | 20 | ECN2 | All2All | 8 | 90 | 362 | -323 | VAR>budget | Hedge | Portfolio VAR above budget | 94 | Rotate into defensive sectors |
C00478 | CR6057 | 2024-02-08 | Calm | 96 | 321 | 3.3 | 2.4 | 2,461,413,762 | Industrials:18.2;Materials:10.4;Utilities:31.5;RealEstate:28.6;Healthcare:11.3 | US:65.7;EU:6.9;APAC:16.7;EMEA:7.0;LATAM:3.6 | BBB:20.6;AA:33.5;CCC:18.6;B:27.3 | 7.45 | 52.9 | 273 | 297 | 10 | 2 | 20 | 55 | 35 | true | true | true | true | 1.81 | 1.03 | 0.53 | Financials:EW;Materials:EW | Hedge | iTraxx_XOVER: +177bps notional | -21 | -20 | DealerA | All2All | 6 | 94 | -101 | -371 | HYCap>limit | Hedge | High-yield share above policy cap | 159 | Rotate into defensive sectors |
C00479 | CR8182 | 2024-07-30 | Recovery | 143 | 643 | 5.7 | -0.2 | 1,009,261,555 | Healthcare:12.3;Tech:34.1;RealEstate:53.6 | US:67.8;EU:12.3;APAC:7.6;EMEA:8.3;LATAM:4.1 | B:12.7;BB:5.9;CCC:10.9;A:21.6;BBB:26.3;AAA:22.7 | 2.63 | 58.6 | 180 | 167 | 2.8 | 2 | 20 | 55 | 20 | true | true | true | false | 2.13 | 1.32 | -0.38 | null | Hedge | CDX_IG: +166bps notional | -32 | 25 | DealerA | Electronic | 1 | 88 | 374 | -415 | Region>limit | Hedge | Regional concentration above limit | 141 | Defer adds pending macro print |
C00480 | CR6228 | 2024-01-09 | Tightening | 134 | 440 | 4.5 | 1.9 | 337,781,899 | Industrials:19.7;Energy:32.6;Materials:24.3;Healthcare:23.3 | US:66.0;EU:9.7;APAC:10.7;EMEA:10.0;LATAM:3.6 | AAA:19.9;AA:15.1;B:20.2;BBB:15.6;CCC:29.2 | 0.49 | 46.7 | 248 | 216 | 15.7 | 4 | 35 | 35 | 25 | false | true | true | true | 0.42 | 1.28 | -0.26 | null | Hedge | SingleName_CDS: +182bps notional | -45 | 19 | DealerB | RFQ | 10 | 88 | 327 | -198 | VAR>budget | Hedge | Portfolio VAR above budget | 220 | Rotate into defensive sectors |
C00481 | CR3417 | 2024-07-14 | Calm | 106 | 360 | 3.9 | 1.7 | 159,674,931 | Financials:42.3;RealEstate:20.4;Tech:37.3 | US:60.3;EU:16.9;APAC:10.0;EMEA:7.6;LATAM:5.3 | AA:16.2;BB:35.6;AAA:8.1;A:10.1;B:16.5;BBB:13.5 | 5.69 | 41.6 | 184 | 185 | 8.8 | 3.5 | 30 | 35 | 20 | true | true | true | false | 2.33 | 1.14 | 0.03 | Healthcare:EW;Comm:EW | Hedge | iTraxx_XOVER: +197bps notional | -18 | -2 | DealerB | RFQ | 5 | 90 | -28 | -266 | VAR>budget | Reduce | Portfolio VAR above budget | 198 | Defer adds pending macro print |
C00482 | CR7704 | 2024-04-13 | Recovery | 111 | 631 | 6.2 | 0.8 | 900,105,708 | Energy:28.8;Comm:42.2;Consumer:29.0 | US:64.5;EU:14.0;APAC:10.5;EMEA:7.6;LATAM:3.5 | CCC:14.0;A:21.2;BB:11.4;AA:53.4 | 4.54 | 20.2 | 238 | 166 | 9.2 | 2.5 | 20 | 45 | 20 | true | true | true | true | 2 | 1.27 | 0.16 | null | Hedge | CDX_IG: +88bps notional | -14 | 5 | ECN2 | Electronic | 9 | 92 | 241 | -46 | Region>limit | Hedge | Regional concentration above limit | 138 | Reviewed by risk; hedges staggered |
C00483 | CR1812 | 2025-07-01 | Recovery | 168 | 601 | 6 | 0.3 | 687,174,920 | Materials:35.2;Utilities:34.5;Industrials:30.2 | US:59.5;EU:18.3;APAC:7.9;EMEA:11.1;LATAM:3.1 | A:11.4;CCC:26.3;AAA:25.7;B:7.3;BBB:13.2;BB:16.1 | 3.87 | 63.3 | 109 | 128 | 6.3 | 3 | 30 | 55 | 35 | true | true | true | false | 0.13 | 1.22 | 0.21 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -27 | 36 | ECN1 | Electronic | 8 | 97 | -84 | -57 | HYCap>limit | Reduce | High-yield share above policy cap | 225 | Tighten HY exposure bands |
C00484 | CR2130 | 2025-05-02 | Tightening | 121 | 513 | 4.4 | 1.5 | 868,968,636 | RealEstate:19.6;Comm:9.2;Financials:19.2;Healthcare:5.8;Materials:23.8;Utilities:22.4 | US:61.9;EU:11.8;APAC:8.6;EMEA:11.0;LATAM:6.7 | BBB:22.6;A:22.7;BB:21.6;AA:13.1;AAA:20.1 | 6.96 | 48.9 | 90 | 412 | 6.4 | 3.5 | 25 | 55 | 25 | false | true | false | false | 0.11 | 0.85 | 0.41 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 16 | DealerA | DealerAxed | 0 | 90 | 315 | -345 | HYCap>limit | Hedge | High-yield share above policy cap | 187 | Escalate watchlist names |
C00485 | CR1321 | 2024-12-18 | Calm | 101 | 283 | 3.9 | 2.6 | 2,638,964,142 | Financials:16.6;Utilities:11.7;Materials:26.3;Energy:22.4;Healthcare:23.0 | US:70.3;EU:14.5;APAC:10.2;EMEA:4.5;LATAM:0.5 | A:31.8;B:7.2;BBB:17.0;AAA:18.6;AA:13.5;BB:11.9 | 6.36 | 35.6 | 229 | 331 | 9.2 | 2 | 25 | 35 | 20 | true | true | false | true | 0.45 | 0.08 | -0.19 | Healthcare:EW | Hedge | SingleName_CDS: +183bps notional | 15 | 17 | DealerC | Electronic | 5 | 88 | -115 | -214 | VAR>budget | Rotate | Portfolio VAR above budget | 189 | Defer adds pending macro print |
C00486 | CR3165 | 2025-11-13 | Recovery | 166 | 632 | 4.5 | 0.5 | 949,555,047 | Tech:24.7;RealEstate:27.3;Energy:6.3;Utilities:7.8;Materials:15.1;Industrials:18.7 | US:61.0;EU:12.7;APAC:8.9;EMEA:11.2;LATAM:6.2 | AA:14.7;BB:21.4;A:15.1;BBB:14.8;CCC:12.5;B:21.6 | 5.5 | 51.9 | 94 | 266 | 6.8 | 3.5 | 35 | 35 | 35 | false | true | true | false | 1.36 | 0.49 | 0.08 | null | Hedge | Treasury_Futures: +80bps notional | 17 | 39 | DealerC | All2All | 8 | 97 | -114 | -34 | Region>limit | Hedge | Regional concentration above limit | 188 | Tighten HY exposure bands |
C00487 | CR4607 | 2025-02-07 | Recovery | 141 | 533 | 6.3 | 1 | 1,937,221,863 | Tech:30.5;RealEstate:43.6;Utilities:25.9 | US:72.1;EU:11.3;APAC:9.0;EMEA:5.3;LATAM:2.3 | BBB:21.2;B:28.7;CCC:12.8;AAA:6.4;A:17.4;AA:13.6 | 7.13 | 27.2 | 183 | 416 | 12.6 | 2 | 25 | 35 | 30 | true | true | true | false | -0.03 | 1.02 | -0.04 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -24 | -18 | DealerA | Electronic | 1 | 90 | 130 | -257 | HYCap>limit | Hedge | High-yield share above policy cap | 136 | Tighten HY exposure bands |
C00488 | CR7627 | 2025-04-24 | Calm | 97 | 323 | 3.9 | 2.1 | 695,154,432 | Materials:20.1;RealEstate:23.7;Utilities:12.3;Healthcare:20.8;Industrials:7.4;Comm:15.6 | US:64.2;EU:15.1;APAC:5.8;EMEA:8.8;LATAM:6.1 | BBB:28.0;CCC:19.4;AA:28.6;A:23.9 | 0.83 | 57.2 | 212 | 208 | 7.1 | 4 | 25 | 35 | 30 | false | true | false | true | 2.24 | 0.72 | 0.58 | Energy:EW;Financials:EW;Healthcare:EW | Hedge | iTraxx_XOVER: +95bps notional | -16 | 20 | ECN2 | RFQ | 4 | 92 | 174 | 87 | Region>limit | Rotate | Regional concentration above limit | 199 | Defer adds pending macro print |
C00489 | CR3745 | 2025-11-17 | Calm | 76 | 320 | 4.2 | 1.8 | 2,905,882,595 | Industrials:40.0;Comm:35.4;RealEstate:24.6 | US:60.8;EU:15.8;APAC:12.4;EMEA:7.8;LATAM:3.3 | BB:8.4;BBB:15.0;AA:21.8;CCC:11.6;A:19.4;AAA:23.8 | 4.59 | 62.7 | 106 | 337 | 9.8 | 4 | 30 | 55 | 30 | true | true | false | false | 0.25 | 0.97 | 0.32 | null | Hedge | iTraxx_XOVER: +120bps notional | 18 | 21 | DealerB | Electronic | 6 | 88 | -9 | -14 | VAR>budget | Rotate | Portfolio VAR above budget | 176 | Defer adds pending macro print |
C00490 | CR6445 | 2024-12-21 | Stress | 164 | 844 | 5.1 | -1.6 | 801,891,369 | Materials:20.2;Financials:17.6;Industrials:16.5;Utilities:14.6;RealEstate:20.2;Energy:10.9 | US:65.4;EU:5.5;APAC:9.4;EMEA:11.8;LATAM:7.9 | AAA:19.7;A:22.2;CCC:27.0;BBB:12.7;BB:18.4 | 2.78 | 58.3 | 318 | 565 | 17.8 | 3 | 35 | 35 | 35 | false | true | true | true | 2.49 | 1.52 | 0.51 | Utilities:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | -8 | DealerA | DealerAxed | 11 | 85 | -124 | 155 | HYCap>limit | Reduce | High-yield share above policy cap | 92 | Reviewed by risk; hedges staggered |
C00491 | CR7228 | 2025-12-11 | Tightening | 155 | 432 | 4 | 1.6 | 808,607,972 | Utilities:35.6;Materials:15.5;Comm:16.6;Industrials:13.1;Consumer:9.7;Tech:9.6 | US:65.3;EU:16.9;APAC:10.5;EMEA:4.1;LATAM:3.2 | AA:16.9;AAA:16.8;BB:21.8;A:16.9;CCC:6.9;B:20.7 | 6.2 | 25 | 196 | 365 | 6.5 | 2 | 35 | 35 | 30 | true | true | true | false | 1.12 | 0.36 | 0.19 | null | Hedge | CDX_HY: +180bps notional | -45 | 19 | ECN1 | All2All | 6 | 100 | -101 | -169 | HYCap>limit | Hedge | High-yield share above policy cap | 162 | Escalate watchlist names |
C00492 | CR4036 | 2025-06-24 | Calm | 98 | 333 | 4.4 | 2.3 | 992,334,881 | Tech:28.1;Consumer:22.8;Comm:20.9;Energy:28.3 | US:68.3;EU:16.3;APAC:6.2;EMEA:7.4;LATAM:1.7 | A:25.0;CCC:40.9;BB:11.8;AAA:22.3 | 1.35 | 43.5 | 189 | 135 | 3 | 4 | 20 | 55 | 25 | true | true | true | false | 0.87 | 1.56 | 0.08 | null | Hedge | Options_Payer: +67bps notional | -42 | 31 | ECN1 | All2All | 3 | 97 | 354 | -146 | HYCap>limit | Hedge | High-yield share above policy cap | 168 | Defer adds pending macro print |
C00493 | CR1282 | 2025-09-27 | Recovery | 162 | 573 | 5.2 | 1.2 | 418,784,928 | Industrials:15.2;Comm:48.0;Consumer:36.8 | US:77.3;EU:6.3;APAC:6.9;EMEA:4.0;LATAM:5.5 | AAA:36.0;CCC:16.7;AA:24.3;BBB:11.3;A:11.6 | 4.82 | 42.4 | 226 | 205 | 12.5 | 3.5 | 20 | 55 | 25 | true | true | false | true | 1.52 | -0.06 | -0.31 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 5 | 45 | DealerB | Electronic | 4 | 90 | 136 | -366 | VAR>budget | PauseAdds | Portfolio VAR above budget | 192 | Defer adds pending macro print |
C00494 | CR9425 | 2025-12-13 | Stress | 250 | 800 | 5.7 | 0.4 | 1,994,279,558 | Consumer:25.4;RealEstate:20.4;Materials:22.1;Tech:8.4;Industrials:6.9;Healthcare:16.9 | US:63.4;EU:14.0;APAC:13.4;EMEA:8.3;LATAM:0.9 | BB:14.1;AA:37.8;AAA:11.4;BBB:32.2;CCC:4.5 | 6.57 | 52.2 | 336 | 464 | 19 | 2.5 | 35 | 55 | 20 | false | true | false | true | -0.02 | 0.56 | 0.51 | Energy:EW | Hedge | Treasury_Futures: +66bps notional | -41 | 26 | ECN1 | All2All | 10 | 100 | 28 | -202 | Sector>limit | Rotate | Sector concentration above limit | 257 | Defer adds pending macro print |
C00495 | CR5841 | 2024-12-05 | Tightening | 139 | 492 | 5.2 | 1.3 | 2,144,188,593 | Utilities:14.1;Tech:25.4;Consumer:23.3;Materials:24.5;Industrials:12.6 | US:64.0;EU:12.2;APAC:8.8;EMEA:10.3;LATAM:4.6 | B:12.1;AAA:10.2;BB:12.9;CCC:8.4;A:34.0;BBB:22.5 | 4.19 | 41.1 | 233 | 350 | 3.8 | 2 | 30 | 35 | 25 | false | true | true | true | 0.38 | 1.5 | -0.06 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | 26 | ECN2 | DealerAxed | 4 | 89 | -100 | 128 | VAR>budget | Hedge | Portfolio VAR above budget | 97 | Rotate into defensive sectors |
C00496 | CR8532 | 2025-11-29 | Calm | 71 | 315 | 4.2 | 2.1 | 2,011,833,669 | Materials:35.5;Tech:25.3;RealEstate:39.2 | US:68.0;EU:11.4;APAC:13.4;EMEA:5.3;LATAM:1.9 | BBB:23.0;AAA:29.7;A:19.3;BB:28.0 | 3.46 | 44.1 | 251 | 149 | 6.7 | 2.5 | 25 | 35 | 25 | true | true | true | true | 1.48 | 1.16 | 0.51 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 15 | 37 | ECN2 | RFQ | 11 | 91 | 70 | -416 | Sector>limit | Reduce | Sector concentration above limit | 145 | Reviewed by risk; hedges staggered |
C00497 | CR2710 | 2024-05-01 | Calm | 115 | 361 | 3.8 | 1.7 | 2,174,130,610 | Industrials:20.5;Utilities:27.8;RealEstate:27.9;Tech:23.8 | US:73.9;EU:9.1;APAC:8.5;EMEA:7.3;LATAM:1.2 | BBB:15.1;A:22.3;B:12.3;AA:15.5;CCC:34.7 | 6.61 | 21 | 177 | 345 | 11.1 | 3 | 20 | 45 | 25 | true | true | true | false | -0.33 | 0.25 | 0.03 | Consumer:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | -16 | DealerA | RFQ | 6 | 93 | 38 | -247 | HYCap>limit | Rotate | High-yield share above policy cap | 232 | Defer adds pending macro print |
C00498 | CR8321 | 2025-05-03 | Tightening | 139 | 425 | 3.9 | 1.3 | 2,189,885,678 | Tech:13.6;RealEstate:22.6;Industrials:21.8;Materials:10.3;Consumer:10.7;Financials:21.1 | US:71.8;EU:10.9;APAC:10.5;EMEA:3.3;LATAM:3.5 | BB:18.6;AAA:12.9;BBB:13.9;CCC:13.0;A:13.0;AA:28.6 | 2.3 | 30.2 | 172 | 515 | 2.3 | 2 | 20 | 45 | 30 | true | true | true | false | 1.07 | 1.38 | -0.01 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 8 | 17 | ECN2 | Electronic | 0 | 97 | 401 | 39 | HYCap>limit | Rotate | High-yield share above policy cap | 114 | Defer adds pending macro print |
C00499 | CR4832 | 2025-06-07 | Recovery | 113 | 501 | 5.7 | 1.1 | 1,594,226,951 | Consumer:45.7;Materials:18.0;Financials:36.3 | US:77.7;EU:7.9;APAC:6.5;EMEA:7.1;LATAM:0.7 | CCC:6.9;BBB:13.1;A:16.4;B:23.6;BB:14.6;AAA:25.5 | 4.15 | 26.4 | 260 | 474 | 8.4 | 2.5 | 35 | 55 | 30 | true | true | true | true | 1.24 | 0.19 | 0.48 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | 17 | ECN1 | All2All | 7 | 97 | 146 | -52 | VAR>budget | Hedge | Portfolio VAR above budget | 170 | Rotate into defensive sectors |
C00500 | CR7793 | 2025-11-06 | Calm | 78 | 342 | 3.3 | 1.7 | 827,615,476 | RealEstate:8.8;Consumer:30.1;Healthcare:15.7;Comm:24.6;Utilities:9.8;Tech:11.0 | US:60.4;EU:21.2;APAC:7.7;EMEA:3.9;LATAM:6.9 | BB:7.1;CCC:6.0;AAA:26.5;BBB:30.8;AA:23.6;B:6.0 | 5.75 | 32.1 | 119 | 485 | 16.5 | 3.5 | 30 | 45 | 25 | true | true | false | false | 0.41 | 1.16 | 0.23 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | 10 | DealerB | DealerAxed | 3 | 86 | -100 | 52 | HYCap>limit | Rotate | High-yield share above policy cap | 207 | Tighten HY exposure bands |
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