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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C00501 | CR0148 | 2024-02-19 | Tightening | 101 | 358 | 4.3 | 1.1 | 2,239,621,552 | Consumer:13.8;Healthcare:23.7;Financials:30.2;Industrials:20.9;Comm:11.3 | US:80.6;EU:5.2;APAC:6.9;EMEA:3.8;LATAM:3.5 | AA:26.4;A:26.8;BBB:16.6;BB:20.6;CCC:9.6 | 1.81 | 46.3 | 142 | 255 | 12 | 4 | 20 | 45 | 35 | true | true | false | false | 1.01 | 1.75 | 0.2 | Industrials:EW | Hedge | CDX_IG: +180bps notional | -60 | 5 | DealerA | DealerAxed | 0 | 100 | 193 | -254 | Region>limit | Hedge | Regional concentration above limit | 112 | Tighten HY exposure bands |
C00502 | CR8695 | 2024-02-08 | Calm | 73 | 310 | 3.4 | 2 | 880,732,813 | Energy:9.8;Materials:12.0;Industrials:21.1;Financials:16.8;Utilities:19.9;RealEstate:20.5 | US:68.2;EU:12.0;APAC:6.7;EMEA:5.9;LATAM:7.2 | A:8.4;CCC:29.5;B:10.1;BB:31.5;BBB:20.5 | 1.3 | 33.5 | 239 | 270 | 10 | 2.5 | 35 | 35 | 30 | false | true | true | true | 0.81 | 0.05 | 0.25 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -58 | 9 | DealerB | Electronic | 3 | 91 | -43 | -362 | VAR>budget | Rotate | Portfolio VAR above budget | 134 | Tighten HY exposure bands |
C00503 | CR0620 | 2025-03-22 | Calm | 96 | 339 | 3.4 | 2.6 | 2,857,706,214 | Healthcare:21.8;RealEstate:13.8;Tech:26.1;Consumer:22.2;Energy:16.1 | US:65.0;EU:13.6;APAC:10.7;EMEA:6.9;LATAM:3.8 | A:35.0;BB:19.1;BBB:26.5;CCC:19.4 | 6.21 | 34.1 | 157 | 415 | 17.9 | 2.5 | 30 | 45 | 35 | false | true | true | false | 1.39 | -0.23 | 0.6 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -52 | 1 | ECN2 | All2All | 4 | 88 | 393 | 14 | HYCap>limit | Reduce | High-yield share above policy cap | 102 | Defer adds pending macro print |
C00504 | CR2774 | 2025-09-23 | Stress | 220 | 755 | 5.4 | 0.7 | 456,578,424 | Tech:32.2;Energy:41.1;Utilities:26.7 | US:57.7;EU:14.2;APAC:13.6;EMEA:11.3;LATAM:3.2 | BB:26.6;B:11.2;BBB:31.8;AAA:30.4 | 6.48 | 59.2 | 293 | 645 | 12.9 | 3.5 | 20 | 35 | 35 | true | true | true | true | 1.98 | 0.66 | -0.22 | null | Hedge | Treasury_Futures: +155bps notional | -30 | -16 | ECN1 | Electronic | 5 | 94 | -57 | -270 | HYCap>limit | Hedge | High-yield share above policy cap | 220 | Reviewed by risk; hedges staggered |
C00505 | CR7169 | 2025-10-03 | Calm | 111 | 377 | 4.3 | 1.7 | 311,118,202 | Energy:10.6;Comm:13.3;Utilities:28.8;Tech:21.4;Industrials:12.7;Materials:13.3 | US:63.5;EU:13.5;APAC:8.0;EMEA:9.5;LATAM:5.5 | AA:15.4;A:16.5;BBB:35.4;B:12.0;BB:20.7 | 1.47 | 60.6 | 203 | 375 | 15 | 2 | 35 | 45 | 25 | false | true | true | true | 0.4 | 0.6 | 0.29 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -28 | 33 | DealerC | Electronic | 7 | 97 | 9 | -182 | HYCap>limit | Hedge | High-yield share above policy cap | 162 | Defer adds pending macro print |
C00506 | CR3569 | 2025-12-01 | Stress | 255 | 655 | 5.4 | -1.2 | 1,972,008,519 | Materials:25.0;Consumer:12.7;Financials:15.9;RealEstate:10.8;Utilities:27.6;Industrials:8.0 | US:79.3;EU:8.0;APAC:7.7;EMEA:5.0;LATAM:0.2 | AA:24.2;BB:9.5;AAA:32.0;BBB:34.2 | 4.97 | 63.2 | 356 | 530 | 11.5 | 4 | 35 | 35 | 20 | false | true | false | true | 0.54 | 1.7 | 0.57 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -3 | -23 | DealerA | RFQ | 3 | 86 | -96 | -7 | Sector>limit | Hedge | Sector concentration above limit | 258 | Rotate into defensive sectors |
C00507 | CR0851 | 2025-02-06 | Recovery | 151 | 537 | 4.8 | 1.6 | 2,539,475,614 | Consumer:29.4;Energy:20.7;Tech:28.1;Healthcare:21.7 | US:63.6;EU:7.3;APAC:8.7;EMEA:12.1;LATAM:8.2 | AA:25.9;BBB:23.5;B:10.3;AAA:16.2;BB:24.1 | 1.71 | 47.9 | 153 | 187 | 7.6 | 3 | 30 | 35 | 35 | false | true | false | false | 0.35 | 0.94 | 0.42 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | -9 | DealerC | Electronic | 6 | 93 | 320 | -126 | Sector>limit | Rotate | Sector concentration above limit | 230 | Escalate watchlist names |
C00508 | CR3375 | 2024-08-21 | Stress | 140 | 593 | 7.8 | -0.5 | 1,521,054,610 | Materials:16.0;Comm:10.4;Utilities:8.7;Healthcare:19.2;Financials:11.3;Consumer:34.3 | US:63.2;EU:10.5;APAC:13.9;EMEA:6.6;LATAM:5.8 | BB:10.6;B:11.5;BBB:40.2;AA:12.8;AAA:24.9 | 6.87 | 36.2 | 299 | 300 | 8.3 | 2 | 25 | 35 | 20 | true | true | true | true | -0.25 | 1.77 | -0 | Healthcare:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 26 | ECN1 | All2All | 2 | 90 | 267 | -10 | HYCap>limit | Reduce | High-yield share above policy cap | 104 | Defer adds pending macro print |
C00509 | CR6750 | 2024-04-11 | Recovery | 151 | 508 | 5.5 | 1.8 | 1,917,859,170 | Comm:47.1;RealEstate:39.6;Materials:13.4 | US:72.6;EU:9.7;APAC:7.6;EMEA:3.7;LATAM:6.4 | BB:12.8;B:8.8;A:14.4;BBB:31.9;AA:32.2 | 4.97 | 25.5 | 156 | 215 | 6.2 | 3 | 25 | 45 | 20 | true | true | true | false | 2.02 | 0.09 | 0.58 | Materials:EW | Hedge | Treasury_Futures: +104bps notional | 18 | 27 | ECN1 | All2All | 0 | 95 | -54 | -25 | Sector>limit | Hedge | Sector concentration above limit | 100 | Tighten HY exposure bands |
C00510 | CR3785 | 2024-04-05 | Calm | 109 | 405 | 3.8 | 2.5 | 563,147,198 | Healthcare:33.9;Energy:10.5;Consumer:41.7;Comm:14.0 | US:72.1;EU:12.1;APAC:5.1;EMEA:7.0;LATAM:3.8 | A:19.8;CCC:36.8;AA:13.5;AAA:7.2;BBB:22.8 | 5.34 | 20.1 | 201 | 228 | 4.4 | 2 | 30 | 45 | 35 | true | true | true | true | 2.16 | 0.8 | -0.04 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -57 | 1 | ECN1 | DealerAxed | 3 | 87 | 15 | 75 | HYCap>limit | Rotate | High-yield share above policy cap | 135 | Defer adds pending macro print |
C00511 | CR2004 | 2025-12-24 | Calm | 72 | 290 | 3.6 | 2.9 | 943,346,689 | RealEstate:20.6;Financials:42.2;Comm:37.2 | US:67.0;EU:13.5;APAC:10.7;EMEA:7.2;LATAM:1.6 | BB:46.9;A:12.7;BBB:29.8;AAA:10.5 | 4.91 | 25.3 | 209 | 288 | 17.1 | 2 | 20 | 55 | 30 | true | true | true | true | 0.64 | 1.72 | 0.08 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | -22 | ECN2 | Electronic | 9 | 92 | 111 | -286 | VAR>budget | Rotate | Portfolio VAR above budget | 163 | Rotate into defensive sectors |
C00512 | CR5443 | 2025-03-06 | Recovery | 128 | 478 | 6.3 | -0 | 1,485,751,569 | Utilities:12.1;RealEstate:26.5;Consumer:18.0;Tech:33.2;Industrials:10.2 | US:66.3;EU:11.0;APAC:10.4;EMEA:8.1;LATAM:4.1 | BBB:17.5;A:8.2;BB:12.8;CCC:17.8;AAA:13.3;B:30.4 | 5.42 | 60.8 | 177 | 359 | 6.7 | 2 | 30 | 45 | 35 | true | true | true | false | 0.93 | 1.75 | 0.24 | Industrials:EW | Hedge | CDX_IG: +135bps notional | -19 | -4 | DealerB | RFQ | 12 | 91 | 75 | 14 | Region>limit | Reduce | Regional concentration above limit | 144 | Rotate into defensive sectors |
C00513 | CR9114 | 2025-04-24 | Tightening | 142 | 384 | 4.7 | 1.7 | 1,910,288,248 | Financials:12.1;Materials:38.6;Energy:16.0;Industrials:33.3 | US:63.2;EU:15.5;APAC:14.2;EMEA:6.1;LATAM:1.0 | BBB:44.4;B:10.1;CCC:14.5;A:30.9 | 5.94 | 48 | 120 | 278 | 2.8 | 2.5 | 20 | 55 | 30 | true | true | false | false | -0.48 | 1.52 | -0.37 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -13 | -20 | DealerC | RFQ | 8 | 90 | -136 | -395 | Region>limit | Reduce | Regional concentration above limit | 188 | Rotate into defensive sectors |
C00514 | CR3503 | 2024-07-14 | Stress | 221 | 810 | 5.6 | -0.5 | 2,566,631,081 | Consumer:16.6;Utilities:18.7;Industrials:20.3;Energy:22.4;Tech:8.3;Comm:13.8 | US:70.5;EU:15.7;APAC:7.2;EMEA:5.2;LATAM:1.4 | B:6.6;CCC:10.7;BBB:23.2;AA:35.0;A:24.6 | 2.14 | 26.4 | 287 | 278 | 8.1 | 2 | 30 | 35 | 20 | false | true | false | true | 1.43 | 1.13 | 0.47 | Utilities:EW | Hedge | CDX_IG: +118bps notional | -26 | 1 | DealerC | RFQ | 6 | 98 | 45 | -50 | Sector>limit | Hedge | Sector concentration above limit | 170 | Escalate watchlist names |
C00515 | CR7124 | 2025-04-07 | Calm | 95 | 349 | 4 | 2.6 | 1,774,604,986 | Utilities:14.8;RealEstate:38.8;Financials:25.0;Consumer:21.4 | US:66.4;EU:6.8;APAC:9.9;EMEA:9.8;LATAM:7.2 | AAA:19.3;CCC:18.0;B:9.7;BBB:21.6;A:31.4 | 5.56 | 50.7 | 176 | 432 | 12.2 | 3 | 20 | 35 | 30 | true | true | false | false | 0.64 | -0.04 | -0.31 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | -10 | DealerC | RFQ | 7 | 95 | 53 | -176 | Region>limit | Reduce | Regional concentration above limit | 196 | Escalate watchlist names |
C00516 | CR0739 | 2024-05-30 | Stress | 248 | 743 | 7.7 | -0.5 | 745,051,860 | Energy:23.2;Financials:9.5;Healthcare:28.2;Tech:18.9;Industrials:20.2 | US:66.0;EU:8.4;APAC:10.9;EMEA:8.1;LATAM:6.6 | AA:45.2;B:7.2;CCC:17.2;A:30.3 | 5.82 | 42.5 | 177 | 515 | 7.8 | 2.5 | 20 | 45 | 35 | true | true | false | false | 1.61 | 0.67 | 0.26 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -32 | -24 | ECN1 | DealerAxed | 3 | 85 | -106 | -285 | VAR>budget | Rotate | Portfolio VAR above budget | 210 | Tighten HY exposure bands |
C00517 | CR9690 | 2024-12-12 | Calm | 116 | 296 | 3.4 | 2.8 | 2,668,662,157 | Comm:11.9;Industrials:28.2;Energy:24.9;Utilities:9.7;Consumer:25.4 | US:68.5;EU:7.0;APAC:13.3;EMEA:4.8;LATAM:6.4 | AA:18.1;BB:15.7;AAA:36.3;B:12.9;BBB:17.0 | 6.29 | 51.9 | 143 | 163 | 15.7 | 2 | 20 | 35 | 20 | true | true | true | false | 0.47 | 0.69 | 0.35 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 42 | DealerB | Electronic | 8 | 98 | 110 | -389 | HYCap>limit | Rotate | High-yield share above policy cap | 215 | Escalate watchlist names |
C00518 | CR8302 | 2025-07-28 | Calm | 92 | 348 | 4.1 | 2.9 | 2,772,199,739 | RealEstate:13.1;Consumer:16.2;Energy:29.1;Financials:32.0;Comm:9.5 | US:71.3;EU:7.6;APAC:6.0;EMEA:11.0;LATAM:4.1 | BBB:15.1;B:32.1;AAA:28.4;CCC:9.9;BB:14.4 | 3.25 | 37 | 81 | 317 | 8.4 | 2.5 | 35 | 45 | 20 | false | true | true | false | 0.69 | 1.5 | -0.05 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | -15 | ECN2 | DealerAxed | 12 | 93 | 146 | -72 | Region>limit | Hedge | Regional concentration above limit | 180 | Defer adds pending macro print |
C00519 | CR4229 | 2025-08-10 | Tightening | 94 | 423 | 5.1 | 1.7 | 1,418,451,147 | Industrials:12.1;Tech:15.5;Healthcare:27.1;Financials:22.0;Consumer:23.3 | US:69.3;EU:15.0;APAC:11.4;EMEA:2.8;LATAM:1.4 | BBB:17.9;AAA:32.0;A:15.2;BB:34.8 | 1.3 | 20.1 | 176 | 238 | 9.4 | 2.5 | 30 | 55 | 35 | false | true | false | false | -0.24 | -0.02 | -0.21 | null | Hedge | SingleName_CDS: +161bps notional | -12 | 9 | DealerC | RFQ | 12 | 89 | 212 | -409 | Region>limit | Rotate | Regional concentration above limit | 217 | Tighten HY exposure bands |
C00520 | CR3630 | 2024-01-19 | Stress | 171 | 720 | 5.1 | -1.5 | 1,011,252,253 | Materials:24.6;Tech:24.6;Healthcare:35.6;Energy:15.2 | US:57.2;EU:11.0;APAC:14.5;EMEA:12.0;LATAM:5.3 | BB:14.0;AAA:18.2;B:25.0;AA:17.8;A:6.6;BBB:18.5 | 0.84 | 64.5 | 242 | 473 | 8.3 | 3.5 | 20 | 35 | 30 | true | true | true | true | 1.2 | 0.49 | 0.24 | Utilities:EW | Hedge | CDX_HY: +157bps notional | 12 | -9 | ECN2 | All2All | 12 | 95 | 172 | 159 | Region>limit | Rotate | Regional concentration above limit | 97 | Defer adds pending macro print |
C00521 | CR3989 | 2024-10-28 | Calm | 70 | 315 | 3.3 | 1.9 | 320,550,515 | RealEstate:10.7;Financials:30.2;Utilities:31.7;Tech:27.3 | US:67.5;EU:12.9;APAC:12.1;EMEA:6.7;LATAM:0.7 | B:31.7;AA:11.7;A:29.2;BB:27.4 | 1.36 | 33.7 | 248 | 165 | 5.2 | 2.5 | 35 | 55 | 30 | false | true | true | true | 1.83 | 1.78 | -0.05 | null | Hedge | CDX_HY: +196bps notional | -39 | 1 | DealerB | Electronic | 2 | 98 | -161 | -35 | VAR>budget | Reduce | Portfolio VAR above budget | 213 | Reviewed by risk; hedges staggered |
C00522 | CR2245 | 2025-11-10 | Tightening | 136 | 500 | 4.1 | 0.9 | 580,874,311 | Industrials:20.4;Consumer:29.8;Comm:33.1;Utilities:16.8 | US:69.3;EU:12.1;APAC:8.8;EMEA:7.1;LATAM:2.7 | BB:20.8;B:26.3;BBB:19.4;AA:33.5 | 4.12 | 37 | 93 | 193 | 6 | 3.5 | 25 | 35 | 30 | true | true | true | false | 0.02 | -0.03 | 0.2 | Materials:EW | Hedge | CDX_HY: +173bps notional | -23 | 33 | DealerB | All2All | 5 | 91 | -18 | -238 | Sector>limit | Rotate | Sector concentration above limit | 111 | Tighten HY exposure bands |
C00523 | CR8193 | 2024-03-28 | Recovery | 102 | 457 | 5.3 | -0.2 | 2,699,437,765 | Utilities:40.3;Comm:10.8;Financials:48.9 | US:59.8;EU:17.6;APAC:10.7;EMEA:9.9;LATAM:1.9 | A:39.5;BB:12.5;B:7.7;BBB:40.3 | 2 | 59.9 | 248 | 438 | 9 | 3.5 | 25 | 55 | 30 | true | true | false | true | 1.32 | -0.01 | 0.24 | null | Hedge | Treasury_Futures: +124bps notional | -25 | 35 | ECN2 | DealerAxed | 12 | 91 | 82 | -262 | VAR>budget | Rotate | Portfolio VAR above budget | 216 | Defer adds pending macro print |
C00524 | CR8918 | 2024-07-02 | Recovery | 103 | 511 | 5.5 | 1 | 1,559,551,073 | Comm:53.7;Healthcare:14.7;Utilities:31.6 | US:64.7;EU:14.1;APAC:11.3;EMEA:5.4;LATAM:4.5 | BB:21.3;BBB:19.9;A:18.7;AA:19.7;AAA:20.4 | 5.07 | 30.2 | 248 | 219 | 7.6 | 2 | 20 | 45 | 25 | true | true | false | true | 0.69 | 1.49 | 0.49 | Materials:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 18 | DealerC | RFQ | 10 | 94 | 139 | -421 | HYCap>limit | Reduce | High-yield share above policy cap | 187 | Tighten HY exposure bands |
C00525 | CR1684 | 2024-03-22 | Recovery | 180 | 435 | 6 | 1 | 106,955,272 | Utilities:12.4;Consumer:21.6;Industrials:22.3;RealEstate:10.9;Comm:32.8 | US:69.6;EU:6.7;APAC:6.8;EMEA:12.9;LATAM:4.0 | CCC:9.0;A:36.9;BBB:28.4;AA:25.7 | 0.57 | 52.7 | 116 | 517 | 12 | 3.5 | 35 | 55 | 30 | false | true | false | false | 1.27 | 1 | -0.08 | Industrials:EW;Materials:EW | Hedge | Options_Payer: +127bps notional | -22 | -19 | ECN1 | Electronic | 9 | 90 | -115 | -338 | HYCap>limit | Hedge | High-yield share above policy cap | 166 | Escalate watchlist names |
C00526 | CR2115 | 2025-12-01 | Tightening | 108 | 480 | 4.3 | 2 | 562,316,799 | Industrials:38.2;Tech:38.7;Financials:23.1 | US:74.8;EU:11.2;APAC:5.8;EMEA:7.8;LATAM:0.3 | AA:28.0;BB:8.6;A:43.1;BBB:14.0;CCC:6.2 | 5.68 | 52 | 87 | 197 | 11.2 | 2.5 | 20 | 45 | 20 | true | true | false | false | 1.26 | -0.25 | 0.38 | Industrials:EW;Consumer:EW | Hedge | CDX_IG: +62bps notional | 15 | 19 | DealerC | All2All | 12 | 97 | 323 | -213 | VAR>budget | Hedge | Portfolio VAR above budget | 217 | Defer adds pending macro print |
C00527 | CR9417 | 2024-09-29 | Recovery | 175 | 606 | 5.7 | 0.5 | 1,030,291,599 | Materials:19.6;Financials:14.7;Industrials:10.7;Consumer:20.0;RealEstate:15.2;Energy:19.7 | US:63.0;EU:16.0;APAC:9.1;EMEA:10.1;LATAM:1.8 | AA:50.6;B:8.1;AAA:22.8;BBB:18.5 | 2.85 | 24 | 229 | 387 | 2.3 | 3.5 | 30 | 45 | 35 | false | true | false | true | 2.18 | 0.3 | 0.06 | RealEstate:EW | Hedge | iTraxx_MAIN: +163bps notional | -31 | 23 | DealerC | DealerAxed | 10 | 92 | 216 | -180 | HYCap>limit | Reduce | High-yield share above policy cap | 176 | Defer adds pending macro print |
C00528 | CR2082 | 2024-04-29 | Stress | 255 | 648 | 5.2 | -1.1 | 1,222,335,237 | Financials:23.2;Tech:20.3;Utilities:16.2;Materials:8.9;RealEstate:31.4 | US:71.1;EU:16.1;APAC:8.4;EMEA:3.7;LATAM:0.7 | BB:7.7;AAA:30.0;B:10.8;AA:23.0;BBB:15.2;CCC:13.3 | 4.95 | 24.5 | 208 | 360 | 22.1 | 2 | 30 | 35 | 25 | true | true | true | true | 1.17 | -0.21 | -0.11 | Utilities:EW | Hedge | CDX_IG: +103bps notional | -44 | 1 | DealerC | All2All | 9 | 87 | 254 | -101 | HYCap>limit | Hedge | High-yield share above policy cap | 248 | Escalate watchlist names |
C00529 | CR9967 | 2025-06-03 | Stress | 153 | 728 | 8.2 | -1.4 | 791,554,409 | Healthcare:31.8;Consumer:39.6;Comm:16.5;RealEstate:12.1 | US:71.4;EU:11.8;APAC:7.3;EMEA:3.7;LATAM:5.9 | BBB:17.6;CCC:20.1;AAA:15.4;AA:12.4;B:8.2;BB:26.3 | 1.92 | 50.6 | 332 | 521 | 7.4 | 2.5 | 20 | 55 | 30 | true | true | true | true | -0.16 | -0.11 | 0.6 | Healthcare:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -56 | -4 | DealerC | Electronic | 11 | 93 | -73 | -269 | VAR>budget | Hedge | Portfolio VAR above budget | 260 | Tighten HY exposure bands |
C00530 | CR7094 | 2025-10-19 | Calm | 106 | 293 | 3.8 | 2.9 | 1,679,895,773 | Energy:30.8;Healthcare:40.8;RealEstate:28.4 | US:71.9;EU:8.0;APAC:8.8;EMEA:7.1;LATAM:4.1 | BB:30.0;AAA:9.1;CCC:37.6;B:23.2 | 3.56 | 58.7 | 81 | 163 | 3.2 | 2.5 | 30 | 35 | 25 | true | true | true | false | 1.39 | 0.25 | -0.05 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | -18 | DealerC | RFQ | 8 | 88 | 275 | 71 | HYCap>limit | Hedge | High-yield share above policy cap | 133 | Rotate into defensive sectors |
C00531 | CR9428 | 2024-11-21 | Stress | 251 | 691 | 6 | -0.2 | 1,976,866,279 | Utilities:57.7;Healthcare:22.8;Financials:19.5 | US:68.5;EU:16.8;APAC:10.3;EMEA:3.9;LATAM:0.5 | AAA:20.4;AA:11.0;B:30.8;BB:37.7 | 2.24 | 37.7 | 357 | 316 | 13.4 | 2.5 | 20 | 35 | 30 | true | true | true | true | 0.1 | 0.3 | 0.45 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -17 | 5 | ECN1 | RFQ | 7 | 98 | 36 | -170 | Region>limit | Reduce | Regional concentration above limit | 204 | Rotate into defensive sectors |
C00532 | CR3375 | 2024-08-28 | Calm | 68 | 394 | 3.4 | 2.4 | 497,980,976 | Healthcare:36.6;Materials:22.9;Industrials:40.6 | US:66.2;EU:8.3;APAC:15.4;EMEA:6.6;LATAM:3.5 | BB:25.2;AA:24.1;BBB:23.3;CCC:27.4 | 4.61 | 51.9 | 215 | 502 | 10.8 | 4 | 25 | 35 | 30 | true | true | true | true | 1.34 | 0.32 | -0.13 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -12 | 17 | DealerB | All2All | 2 | 97 | 353 | -385 | HYCap>limit | Rotate | High-yield share above policy cap | 215 | Reviewed by risk; hedges staggered |
C00533 | CR3791 | 2024-12-23 | Calm | 80 | 420 | 4.2 | 1.7 | 2,493,108,143 | Comm:21.9;Consumer:25.5;Tech:29.4;Materials:23.2 | US:68.8;EU:8.3;APAC:8.7;EMEA:10.1;LATAM:4.0 | BB:12.6;BBB:21.2;AAA:17.9;A:32.3;AA:15.9 | 3.17 | 38.2 | 200 | 440 | 13.2 | 3.5 | 20 | 45 | 35 | true | true | false | false | -0.08 | 1.66 | 0.03 | Consumer:EW;Energy:EW | Hedge | Treasury_Futures: +57bps notional | -58 | 45 | DealerA | RFQ | 4 | 85 | -124 | -305 | HYCap>limit | Reduce | High-yield share above policy cap | 241 | Tighten HY exposure bands |
C00534 | CR9550 | 2024-05-10 | Tightening | 116 | 406 | 4 | 0.9 | 1,842,387,625 | Tech:13.6;RealEstate:30.1;Healthcare:13.5;Comm:42.9 | US:69.3;EU:11.1;APAC:6.4;EMEA:11.1;LATAM:2.0 | A:38.1;BB:18.0;AAA:35.5;B:8.3 | 3.61 | 40.1 | 84 | 478 | 4.5 | 4 | 30 | 35 | 25 | true | true | true | false | 1.79 | -0.06 | -0.36 | Consumer:EW | Hedge | Options_Payer: +198bps notional | -56 | 9 | ECN2 | RFQ | 12 | 91 | -36 | -264 | VAR>budget | Rotate | Portfolio VAR above budget | 97 | Tighten HY exposure bands |
C00535 | CR3818 | 2025-02-12 | Stress | 246 | 605 | 7 | 0.6 | 2,376,211,590 | Energy:18.5;Utilities:28.6;Comm:37.1;RealEstate:15.8 | US:61.1;EU:8.0;APAC:11.0;EMEA:13.3;LATAM:6.6 | CCC:18.9;A:15.9;BB:21.6;B:34.5;AA:9.1 | 0.67 | 47.7 | 167 | 454 | 13.1 | 2 | 30 | 55 | 20 | true | true | true | false | -0.28 | 1.59 | -0.39 | Energy:EW;Materials:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | -6 | DealerC | All2All | 6 | 89 | 122 | 149 | HYCap>limit | Hedge | High-yield share above policy cap | 207 | Tighten HY exposure bands |
C00536 | CR3549 | 2025-04-03 | Recovery | 172 | 621 | 5 | 0.4 | 499,215,903 | Materials:19.4;Comm:16.6;RealEstate:17.8;Tech:33.0;Utilities:13.2 | US:66.2;EU:17.8;APAC:11.5;EMEA:3.4;LATAM:1.2 | BB:10.9;A:15.8;B:32.6;CCC:23.3;AAA:17.4 | 6.65 | 46.3 | 215 | 470 | 10.5 | 2.5 | 30 | 45 | 25 | true | true | true | true | 1.16 | 0.16 | -0.28 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -36 | 16 | DealerA | All2All | 8 | 96 | 370 | -295 | VAR>budget | Rotate | Portfolio VAR above budget | 93 | Tighten HY exposure bands |
C00537 | CR7924 | 2025-10-06 | Stress | 240 | 586 | 8.3 | -1 | 1,528,400,214 | Materials:20.1;Tech:44.1;RealEstate:35.9 | US:66.7;EU:10.7;APAC:11.9;EMEA:9.0;LATAM:1.6 | B:34.0;BB:26.9;AA:23.1;BBB:16.1 | 6.25 | 50.1 | 179 | 550 | 7.9 | 4 | 25 | 35 | 30 | true | true | true | false | 0.81 | 0.28 | 0.16 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -56 | 16 | DealerB | Electronic | 12 | 95 | 40 | -246 | HYCap>limit | Reduce | High-yield share above policy cap | 128 | Tighten HY exposure bands |
C00538 | CR3787 | 2024-06-05 | Calm | 89 | 402 | 4.2 | 1.7 | 285,948,531 | Comm:48.6;Healthcare:26.0;Materials:25.4 | US:69.8;EU:17.1;APAC:9.3;EMEA:3.3;LATAM:0.5 | B:31.1;A:16.5;CCC:24.7;BB:27.7 | 2.89 | 28.7 | 156 | 415 | 11.7 | 3 | 30 | 55 | 35 | true | true | true | false | 0.25 | 0.61 | 0.04 | Healthcare:EW | Hedge | CDX_IG: +172bps notional | 19 | -4 | DealerC | Electronic | 3 | 97 | -22 | -187 | HYCap>limit | Reduce | High-yield share above policy cap | 127 | Reviewed by risk; hedges staggered |
C00539 | CR6360 | 2025-03-26 | Calm | 66 | 295 | 4.2 | 2.9 | 1,909,862,966 | Energy:19.6;RealEstate:23.4;Utilities:20.3;Healthcare:11.9;Financials:12.6;Consumer:12.2 | US:57.8;EU:18.9;APAC:8.2;EMEA:9.4;LATAM:5.7 | A:20.7;B:25.9;AAA:22.0;AA:18.0;BBB:13.4 | 4.77 | 44.6 | 170 | 259 | 15.7 | 2 | 35 | 55 | 30 | false | true | false | false | 2.15 | 1.63 | 0.03 | Energy:EW | Hedge | SingleName_CDS: +150bps notional | 17 | 33 | ECN2 | Electronic | 12 | 88 | -192 | -354 | Sector>limit | Rotate | Sector concentration above limit | 126 | Tighten HY exposure bands |
C00540 | CR6114 | 2025-01-22 | Calm | 93 | 416 | 4.2 | 2.5 | 1,990,499,238 | Financials:29.8;Materials:23.1;Utilities:47.2 | US:63.0;EU:10.7;APAC:13.1;EMEA:5.1;LATAM:8.1 | B:12.8;BB:10.1;BBB:38.0;A:14.1;CCC:25.0 | 7.22 | 27.4 | 123 | 277 | 5.7 | 4 | 25 | 45 | 30 | true | true | true | false | 0.92 | 0.37 | -0.24 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | 41 | DealerC | All2All | 12 | 91 | 71 | -69 | Sector>limit | Hedge | Sector concentration above limit | 260 | Reviewed by risk; hedges staggered |
C00541 | CR5769 | 2025-12-11 | Calm | 67 | 396 | 3.3 | 2.1 | 1,318,561,374 | Consumer:36.9;RealEstate:15.7;Utilities:9.6;Healthcare:37.8 | US:65.1;EU:16.1;APAC:7.8;EMEA:8.4;LATAM:2.6 | AAA:21.8;A:24.6;BB:4.8;AA:18.4;B:15.1;CCC:15.3 | 3.38 | 45.1 | 221 | 244 | 16.6 | 3 | 25 | 55 | 20 | true | true | true | true | 2.32 | 1.36 | -0.3 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -9 | 0 | DealerC | DealerAxed | 7 | 94 | -124 | -253 | HYCap>limit | Rotate | High-yield share above policy cap | 140 | Reviewed by risk; hedges staggered |
C00542 | CR9519 | 2024-11-30 | Calm | 110 | 393 | 4.3 | 2.8 | 1,034,733,999 | Utilities:18.3;Consumer:22.3;Industrials:18.9;Comm:40.5 | US:67.3;EU:11.0;APAC:5.9;EMEA:9.1;LATAM:6.7 | BB:20.1;CCC:18.2;AA:18.5;AAA:13.2;BBB:30.0 | 5.89 | 29.5 | 218 | 123 | 16.4 | 3 | 30 | 55 | 25 | true | true | true | true | 1.42 | 0.91 | 0.31 | null | Hedge | CDX_IG: +186bps notional | 4 | 33 | DealerB | All2All | 8 | 94 | 197 | -379 | VAR>budget | Hedge | Portfolio VAR above budget | 163 | Reviewed by risk; hedges staggered |
C00543 | CR2911 | 2025-03-24 | Stress | 196 | 760 | 6 | -1.3 | 507,308,268 | Materials:19.9;RealEstate:16.2;Financials:25.4;Healthcare:7.1;Industrials:8.9;Consumer:22.4 | US:70.1;EU:11.1;APAC:13.7;EMEA:3.6;LATAM:1.5 | CCC:21.4;BB:29.0;A:15.8;B:33.9 | 2.41 | 26.1 | 283 | 308 | 4.9 | 2 | 25 | 55 | 25 | true | true | true | true | 1.23 | 0.93 | 0.54 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 37 | DealerA | RFQ | 10 | 96 | 8 | -352 | HYCap>limit | Hedge | High-yield share above policy cap | 234 | Tighten HY exposure bands |
C00544 | CR8734 | 2025-11-17 | Stress | 166 | 563 | 5.4 | -1.6 | 1,594,717,334 | Industrials:9.6;Financials:9.3;Tech:9.6;Energy:23.8;Healthcare:21.8;Materials:25.9 | US:59.1;EU:10.8;APAC:14.0;EMEA:11.4;LATAM:4.6 | B:7.5;A:17.9;BBB:19.0;BB:5.6;AA:29.9;AAA:20.1 | 1.84 | 62.5 | 323 | 441 | 16.4 | 2.5 | 35 | 55 | 20 | false | true | false | true | -0.41 | 0.11 | -0.26 | null | Hedge | Options_Payer: +99bps notional | 18 | -20 | ECN1 | Electronic | 7 | 99 | -71 | 78 | Sector>limit | Hedge | Sector concentration above limit | 162 | Tighten HY exposure bands |
C00545 | CR5200 | 2025-11-27 | Calm | 103 | 388 | 3.5 | 1.7 | 2,150,999,541 | Comm:15.2;RealEstate:29.1;Tech:31.2;Energy:24.6 | US:57.9;EU:15.5;APAC:13.0;EMEA:8.7;LATAM:4.9 | AA:18.2;CCC:20.7;BBB:17.1;A:22.6;AAA:16.0;B:5.5 | 6.52 | 58.2 | 154 | 410 | 8.7 | 2.5 | 35 | 55 | 35 | false | true | false | false | -0.07 | 1.09 | 0.54 | null | Hedge | iTraxx_MAIN: +149bps notional | -53 | -23 | DealerC | RFQ | 10 | 99 | 162 | -361 | Sector>limit | Reduce | Sector concentration above limit | 255 | Escalate watchlist names |
C00546 | CR4888 | 2024-02-14 | Recovery | 135 | 644 | 6.1 | 0.7 | 1,715,449,194 | Comm:59.5;Healthcare:14.9;Utilities:25.6 | US:63.4;EU:16.1;APAC:7.5;EMEA:7.3;LATAM:5.7 | A:20.3;CCC:20.7;BB:33.4;AAA:25.6 | 4.83 | 51.5 | 250 | 176 | 16.9 | 3.5 | 25 | 55 | 35 | true | true | true | true | -0.38 | -0.19 | 0.24 | null | Hedge | SingleName_CDS: +65bps notional | -31 | -2 | ECN1 | Electronic | 11 | 89 | 308 | -10 | Region>limit | Hedge | Regional concentration above limit | 145 | Rotate into defensive sectors |
C00547 | CR8011 | 2024-04-27 | Stress | 144 | 615 | 7.7 | -1.3 | 253,029,741 | Industrials:25.7;Utilities:25.2;RealEstate:21.5;Tech:6.7;Healthcare:20.9 | US:57.0;EU:17.2;APAC:14.8;EMEA:3.6;LATAM:7.5 | CCC:12.7;BB:12.0;AAA:9.9;A:26.9;B:14.3;BBB:24.2 | 1.03 | 37 | 237 | 669 | 6.8 | 3.5 | 25 | 45 | 30 | true | true | true | true | 0.35 | -0.15 | -0.08 | null | Hedge | CDX_IG: +186bps notional | -9 | -16 | DealerC | All2All | 8 | 92 | -64 | -74 | VAR>budget | Hedge | Portfolio VAR above budget | 161 | Tighten HY exposure bands |
C00548 | CR1545 | 2024-03-26 | Calm | 107 | 311 | 4.4 | 2.6 | 1,459,822,451 | Materials:25.5;Consumer:59.8;Comm:14.8 | US:72.2;EU:7.6;APAC:12.6;EMEA:5.0;LATAM:2.5 | BBB:44.7;AA:31.5;B:11.8;CCC:12.0 | 5.91 | 56.3 | 235 | 211 | 4 | 3.5 | 20 | 35 | 30 | true | true | false | true | -0.47 | -0.1 | -0.07 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | 21 | ECN2 | Electronic | 11 | 97 | 288 | -170 | Region>limit | Hedge | Regional concentration above limit | 257 | Tighten HY exposure bands |
C00549 | CR1880 | 2025-02-07 | Calm | 78 | 351 | 3.7 | 2.4 | 1,826,384,698 | Consumer:30.5;Financials:17.6;Healthcare:27.8;Utilities:15.4;Industrials:8.7 | US:65.7;EU:11.3;APAC:12.0;EMEA:10.2;LATAM:0.9 | AAA:13.1;CCC:17.6;BBB:13.3;B:11.3;A:44.7 | 0.86 | 20.8 | 186 | 178 | 12.6 | 3 | 25 | 45 | 35 | true | true | false | false | 2.41 | 1.69 | -0.23 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -24 | -19 | ECN1 | Electronic | 11 | 88 | -180 | 113 | Sector>limit | Hedge | Sector concentration above limit | 193 | Escalate watchlist names |
C00550 | CR1021 | 2025-05-10 | Recovery | 142 | 433 | 5.2 | 0.6 | 107,224,567 | RealEstate:32.6;Consumer:11.7;Healthcare:22.3;Industrials:33.5 | US:67.7;EU:8.2;APAC:11.1;EMEA:4.4;LATAM:8.6 | BB:9.0;A:19.5;CCC:7.6;B:39.0;AA:13.1;AAA:11.8 | 2.75 | 42.4 | 154 | 444 | 12.9 | 2.5 | 20 | 45 | 30 | true | true | true | false | 0.04 | 0.53 | -0.28 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -19 | 9 | ECN2 | DealerAxed | 9 | 94 | -123 | -297 | Sector>limit | Hedge | Sector concentration above limit | 174 | Escalate watchlist names |
C00551 | CR5446 | 2025-06-29 | Tightening | 113 | 513 | 5.2 | 1.7 | 1,393,149,585 | Tech:24.8;RealEstate:28.5;Financials:11.7;Energy:18.2;Industrials:16.8 | US:61.6;EU:18.9;APAC:12.0;EMEA:3.1;LATAM:4.4 | B:19.5;AAA:23.1;A:22.8;AA:23.6;BBB:11.0 | 1.28 | 26 | 233 | 126 | 17.4 | 2 | 35 | 45 | 20 | false | true | false | true | 0.89 | -0.01 | 0.49 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | 0 | ECN2 | DealerAxed | 11 | 86 | 228 | -107 | Sector>limit | Rotate | Sector concentration above limit | 110 | Rotate into defensive sectors |
C00552 | CR4592 | 2024-10-05 | Tightening | 132 | 493 | 4 | 1.6 | 1,313,067,044 | Energy:49.1;Healthcare:11.1;Utilities:39.9 | US:73.1;EU:5.3;APAC:11.8;EMEA:3.5;LATAM:6.3 | A:20.1;BBB:18.1;AA:17.9;CCC:15.6;AAA:12.8;B:15.5 | 5.23 | 57.2 | 140 | 393 | 12.6 | 2.5 | 25 | 55 | 30 | true | true | true | false | 0.52 | -0.11 | -0.22 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -52 | 18 | ECN2 | DealerAxed | 12 | 85 | 334 | -269 | Sector>limit | Hedge | Sector concentration above limit | 96 | Rotate into defensive sectors |
C00553 | CR6383 | 2025-05-05 | Recovery | 101 | 487 | 6.5 | 0.1 | 2,032,348,004 | RealEstate:45.9;Healthcare:12.9;Comm:41.2 | US:73.0;EU:14.2;APAC:7.0;EMEA:3.1;LATAM:2.7 | BB:6.0;BBB:22.4;A:17.5;B:9.8;AAA:11.0;AA:33.3 | 4.23 | 47.9 | 256 | 136 | 2 | 4 | 30 | 35 | 20 | true | true | false | true | 1.89 | 1.24 | 0.54 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 43 | DealerB | All2All | 4 | 97 | 390 | 5 | Sector>limit | Hedge | Sector concentration above limit | 109 | Reviewed by risk; hedges staggered |
C00554 | CR8301 | 2024-02-23 | Recovery | 172 | 561 | 4.6 | 0.9 | 485,329,904 | Tech:22.2;RealEstate:22.3;Comm:26.5;Materials:29.0 | US:72.4;EU:6.8;APAC:12.5;EMEA:4.6;LATAM:3.7 | AA:28.2;BBB:22.0;B:20.7;BB:5.7;AAA:14.9;CCC:8.4 | 7.29 | 61.7 | 130 | 234 | 17.6 | 3 | 35 | 35 | 20 | false | true | true | false | -0.12 | 0.26 | -0.16 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | 2 | ECN2 | Electronic | 0 | 93 | 261 | -36 | Region>limit | Rotate | Regional concentration above limit | 136 | Reviewed by risk; hedges staggered |
C00555 | CR2830 | 2024-03-04 | Calm | 112 | 380 | 3.4 | 2.4 | 1,592,310,207 | Energy:11.3;RealEstate:9.2;Consumer:14.3;Utilities:25.6;Industrials:12.5;Comm:27.2 | US:63.3;EU:14.7;APAC:8.7;EMEA:10.7;LATAM:2.5 | BBB:29.7;CCC:12.4;B:8.8;AAA:19.9;AA:19.9;BB:9.4 | 1.67 | 30.6 | 90 | 207 | 16.4 | 4 | 35 | 55 | 30 | false | true | true | false | 1.68 | 0.89 | 0.04 | null | Hedge | Options_Payer: +65bps notional | -11 | -16 | DealerA | All2All | 1 | 86 | 4 | 44 | Region>limit | Hedge | Regional concentration above limit | 230 | Tighten HY exposure bands |
C00556 | CR9468 | 2024-03-01 | Tightening | 135 | 380 | 4 | 1.8 | 1,074,862,667 | Utilities:20.6;Consumer:17.7;Financials:9.6;Materials:19.2;RealEstate:23.5;Healthcare:9.3 | US:65.0;EU:12.0;APAC:5.6;EMEA:12.2;LATAM:5.3 | BBB:17.2;B:14.7;BB:41.7;AAA:26.4 | 1.45 | 54.1 | 270 | 164 | 16.4 | 2 | 20 | 45 | 20 | true | true | true | true | 1.52 | 0.31 | -0.36 | Materials:EW | Hedge | CDX_HY: +98bps notional | 20 | 22 | ECN2 | RFQ | 7 | 91 | -71 | -197 | Sector>limit | Hedge | Sector concentration above limit | 136 | Rotate into defensive sectors |
C00557 | CR2506 | 2024-01-25 | Recovery | 134 | 476 | 6.2 | 0.7 | 2,504,917,935 | Healthcare:35.9;Financials:33.8;Energy:30.3 | US:53.8;EU:18.7;APAC:12.5;EMEA:10.3;LATAM:4.7 | BBB:19.9;B:15.6;BB:26.9;AAA:10.7;A:13.6;AA:13.3 | 4.99 | 49.7 | 147 | 296 | 2.9 | 2.5 | 25 | 35 | 20 | true | true | true | false | 1.48 | 0.21 | -0.24 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 3 | ECN1 | All2All | 7 | 92 | 188 | 41 | HYCap>limit | Hedge | High-yield share above policy cap | 238 | Reviewed by risk; hedges staggered |
C00558 | CR2215 | 2024-06-05 | Tightening | 125 | 480 | 3.9 | 1.1 | 1,132,128,025 | Consumer:27.4;Comm:58.4;Energy:14.1 | US:68.1;EU:6.3;APAC:11.9;EMEA:6.6;LATAM:7.2 | BBB:42.3;BB:18.0;A:25.2;CCC:14.5 | 0.57 | 46.8 | 225 | 270 | 8.2 | 3.5 | 20 | 35 | 25 | true | true | true | true | 1.27 | 1.22 | -0.19 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 14 | -4 | ECN2 | DealerAxed | 6 | 90 | 81 | -214 | HYCap>limit | Reduce | High-yield share above policy cap | 252 | Reviewed by risk; hedges staggered |
C00559 | CR2410 | 2025-09-07 | Calm | 107 | 371 | 3.4 | 2 | 1,178,742,756 | Healthcare:30.3;Industrials:28.0;Utilities:22.8;Materials:18.9 | US:68.8;EU:18.2;APAC:7.2;EMEA:4.1;LATAM:1.8 | AAA:35.3;BBB:20.8;A:20.9;B:6.5;AA:16.6 | 1.06 | 62 | 261 | 188 | 15.3 | 3.5 | 20 | 55 | 30 | true | true | false | true | 0.14 | 0.77 | -0.31 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 12 | -11 | DealerA | All2All | 10 | 98 | 136 | -177 | Sector>limit | Reduce | Sector concentration above limit | 117 | Rotate into defensive sectors |
C00560 | CR7354 | 2024-04-20 | Calm | 78 | 418 | 3.8 | 2.5 | 2,479,895,830 | Consumer:34.7;Tech:20.3;Materials:22.5;Energy:22.5 | US:62.5;EU:20.0;APAC:11.9;EMEA:3.2;LATAM:2.3 | BB:6.1;CCC:13.2;B:10.8;AAA:37.4;BBB:32.5 | 5.09 | 47.3 | 162 | 282 | 3.9 | 2.5 | 25 | 55 | 35 | true | true | false | false | 0.79 | 1.16 | -0.23 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -6 | 6 | ECN1 | Electronic | 9 | 87 | 280 | -211 | HYCap>limit | Reduce | High-yield share above policy cap | 191 | Escalate watchlist names |
C00561 | CR1076 | 2025-08-13 | Tightening | 106 | 461 | 4 | 0.9 | 445,739,952 | Industrials:22.6;Comm:25.5;Consumer:39.7;RealEstate:12.2 | US:62.4;EU:11.9;APAC:9.0;EMEA:9.9;LATAM:6.8 | CCC:24.4;B:23.6;BBB:13.2;AAA:12.0;AA:16.2;A:10.6 | 3.76 | 56 | 92 | 438 | 3.3 | 4 | 25 | 55 | 30 | true | true | true | false | 0.08 | 1.34 | -0.15 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | -25 | DealerA | RFQ | 1 | 85 | 126 | -39 | Sector>limit | Reduce | Sector concentration above limit | 165 | Rotate into defensive sectors |
C00562 | CR2227 | 2024-05-02 | Calm | 103 | 319 | 3.6 | 2.8 | 2,049,973,877 | Industrials:27.1;RealEstate:39.9;Utilities:33.1 | US:55.9;EU:14.6;APAC:13.6;EMEA:8.7;LATAM:7.2 | AAA:41.2;A:24.6;AA:17.7;BB:9.0;CCC:7.4 | 6.73 | 45.6 | 180 | 236 | 12.1 | 3 | 30 | 55 | 20 | true | true | false | false | -0.1 | -0.04 | -0.4 | null | Hedge | Treasury_Futures: +117bps notional | 9 | 27 | DealerC | Electronic | 7 | 87 | -99 | -138 | Region>limit | Reduce | Regional concentration above limit | 248 | Rotate into defensive sectors |
C00563 | CR7288 | 2024-04-25 | Recovery | 168 | 645 | 5.4 | -0 | 2,938,032,947 | Consumer:33.1;Industrials:31.2;Utilities:35.7 | US:72.9;EU:10.6;APAC:10.2;EMEA:5.9;LATAM:0.4 | A:10.8;B:33.5;BB:28.2;AAA:13.6;CCC:13.8 | 6.58 | 34.2 | 146 | 350 | 10.9 | 2 | 35 | 55 | 35 | true | true | true | false | 0.55 | 0.21 | -0.07 | RealEstate:EW;Financials:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | 43 | DealerA | Electronic | 8 | 87 | 353 | 88 | HYCap>limit | Hedge | High-yield share above policy cap | 237 | Rotate into defensive sectors |
C00564 | CR9199 | 2025-07-02 | Calm | 85 | 319 | 4.4 | 1.5 | 1,821,259,195 | Financials:21.7;Tech:17.9;Consumer:11.6;Comm:19.7;Energy:8.6;RealEstate:20.5 | US:66.1;EU:15.1;APAC:10.4;EMEA:3.4;LATAM:5.0 | BB:21.4;BBB:19.6;AA:20.3;B:27.1;AAA:11.6 | 1.84 | 44.6 | 258 | 337 | 16.5 | 3.5 | 25 | 55 | 20 | false | true | true | true | 2.27 | 1.54 | -0.06 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -22 | 45 | DealerA | RFQ | 10 | 94 | 175 | -433 | Sector>limit | Rotate | Sector concentration above limit | 92 | Reviewed by risk; hedges staggered |
C00565 | CR1408 | 2024-06-20 | Recovery | 159 | 484 | 5.7 | 1.6 | 2,981,148,463 | Comm:13.0;Energy:19.6;RealEstate:17.7;Industrials:33.4;Materials:16.2 | US:62.5;EU:15.3;APAC:12.9;EMEA:8.0;LATAM:1.4 | AA:26.1;BBB:20.1;B:11.3;BB:4.7;A:29.8;CCC:8.0 | 1.47 | 45.4 | 222 | 445 | 7 | 2 | 30 | 35 | 20 | true | true | true | true | -0.45 | 1.2 | -0.39 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -8 | 45 | ECN2 | DealerAxed | 9 | 100 | -126 | -94 | HYCap>limit | Hedge | High-yield share above policy cap | 151 | Rotate into defensive sectors |
C00566 | CR2752 | 2024-01-28 | Tightening | 113 | 385 | 4.3 | 0.8 | 507,795,466 | Utilities:22.4;Materials:14.6;RealEstate:25.4;Financials:37.6 | US:67.8;EU:15.1;APAC:6.9;EMEA:9.6;LATAM:0.6 | BB:8.0;AAA:31.9;BBB:23.8;CCC:9.0;B:27.4 | 6.26 | 35.6 | 128 | 238 | 2.7 | 2.5 | 25 | 55 | 25 | true | true | true | false | -0.13 | 1.79 | 0.53 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -37 | -3 | ECN2 | All2All | 4 | 97 | 130 | -60 | VAR>budget | Rotate | Portfolio VAR above budget | 246 | Defer adds pending macro print |
C00567 | CR5554 | 2024-08-11 | Tightening | 93 | 371 | 4.2 | 0.6 | 2,487,564,905 | Healthcare:28.3;Industrials:17.8;Energy:15.8;Comm:29.8;Tech:8.2 | US:64.3;EU:16.6;APAC:6.4;EMEA:9.9;LATAM:2.8 | BB:14.4;BBB:13.7;AAA:35.1;B:23.8;A:13.0 | 7.26 | 44.2 | 146 | 479 | 11.4 | 3 | 20 | 45 | 35 | true | true | true | false | 1.25 | 1.14 | 0.29 | Comm:EW;Industrials:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -51 | -13 | DealerA | DealerAxed | 4 | 96 | 378 | 11 | Sector>limit | Hedge | Sector concentration above limit | 112 | Reviewed by risk; hedges staggered |
C00568 | CR9147 | 2024-11-23 | Tightening | 102 | 419 | 4.2 | 1.9 | 675,510,053 | Utilities:16.1;Comm:14.4;Industrials:12.7;Tech:29.6;Materials:8.0;Healthcare:19.2 | US:64.4;EU:15.9;APAC:9.1;EMEA:8.1;LATAM:2.5 | AA:29.3;CCC:9.0;BBB:17.0;A:24.1;B:15.6;BB:5.0 | 6.49 | 31.8 | 182 | 344 | 14.1 | 3 | 25 | 45 | 35 | true | true | false | false | 2.35 | 1.5 | 0.35 | Utilities:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | -10 | ECN1 | Electronic | 9 | 100 | 168 | 22 | VAR>budget | Hedge | Portfolio VAR above budget | 203 | Rotate into defensive sectors |
C00569 | CR9328 | 2025-12-16 | Calm | 85 | 329 | 3.8 | 2.7 | 1,631,804,200 | Healthcare:38.5;Utilities:44.5;Materials:17.0 | US:70.3;EU:6.7;APAC:11.6;EMEA:7.0;LATAM:4.4 | A:42.6;AAA:36.6;BBB:17.4;BB:3.4 | 7.08 | 40.4 | 205 | 327 | 2.9 | 4 | 25 | 35 | 35 | true | true | false | true | -0.43 | 1.18 | -0.21 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | 35 | ECN1 | Electronic | 4 | 92 | 48 | -275 | HYCap>limit | Rotate | High-yield share above policy cap | 99 | Reviewed by risk; hedges staggered |
C00570 | CR2368 | 2025-02-09 | Calm | 82 | 288 | 3.9 | 2.3 | 2,053,675,117 | RealEstate:18.1;Industrials:21.7;Tech:19.0;Financials:14.9;Energy:14.3;Utilities:12.0 | US:69.0;EU:10.2;APAC:8.4;EMEA:8.9;LATAM:3.4 | AA:16.8;A:43.0;BB:17.4;AAA:22.9 | 3.34 | 38.7 | 234 | 374 | 6.7 | 2 | 35 | 35 | 30 | false | true | false | true | 0.2 | 0.75 | 0.59 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 20 | -25 | DealerA | All2All | 10 | 98 | 282 | -193 | Region>limit | Reduce | Regional concentration above limit | 124 | Defer adds pending macro print |
C00571 | CR4727 | 2024-11-21 | Recovery | 135 | 460 | 6.4 | 1.8 | 983,341,007 | Energy:17.2;Consumer:14.4;Industrials:30.5;RealEstate:7.2;Financials:30.7 | US:64.1;EU:15.3;APAC:8.6;EMEA:4.1;LATAM:7.8 | BBB:21.2;AAA:21.7;AA:19.3;CCC:11.2;A:26.6 | 2.23 | 38.8 | 164 | 143 | 15.9 | 3.5 | 20 | 45 | 20 | true | true | false | false | 2.39 | -0.17 | -0.08 | Industrials:EW | Hedge | iTraxx_XOVER: +196bps notional | -48 | -25 | DealerC | RFQ | 6 | 90 | 38 | -45 | VAR>budget | Hedge | Portfolio VAR above budget | 258 | Defer adds pending macro print |
C00572 | CR3012 | 2024-05-31 | Tightening | 112 | 461 | 4.2 | 0.7 | 2,447,191,342 | Materials:28.7;Utilities:20.1;Healthcare:16.7;Energy:34.5 | US:65.4;EU:14.5;APAC:6.2;EMEA:11.9;LATAM:2.0 | A:31.2;BBB:34.8;B:12.4;AAA:18.0;CCC:3.6 | 1.93 | 21.7 | 275 | 285 | 3.1 | 3.5 | 35 | 35 | 35 | false | true | false | true | 2.43 | 1.78 | -0.07 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | 31 | ECN2 | DealerAxed | 11 | 98 | -66 | -72 | Sector>limit | Reduce | Sector concentration above limit | 188 | Defer adds pending macro print |
C00573 | CR3498 | 2025-10-23 | Stress | 149 | 835 | 6.2 | -1.1 | 2,683,867,381 | Utilities:31.1;Healthcare:18.9;Financials:30.8;Materials:19.2 | US:66.2;EU:9.8;APAC:10.2;EMEA:10.0;LATAM:3.8 | BB:15.0;AA:10.5;CCC:15.5;B:15.9;AAA:22.7;A:20.4 | 5.08 | 38 | 354 | 495 | 19.4 | 4 | 35 | 35 | 20 | false | true | true | true | 2.42 | 1.25 | 0.28 | Financials:EW | Hedge | Treasury_Futures: +190bps notional | -17 | 9 | DealerB | RFQ | 12 | 95 | 383 | -369 | HYCap>limit | Hedge | High-yield share above policy cap | 201 | Defer adds pending macro print |
C00574 | CR7720 | 2025-07-14 | Tightening | 109 | 470 | 3.8 | 1.2 | 432,633,999 | Tech:18.6;Healthcare:21.4;Consumer:60.0 | US:62.7;EU:7.2;APAC:15.9;EMEA:12.6;LATAM:1.4 | CCC:28.1;AA:30.5;AAA:36.2;B:5.3 | 4.56 | 59.9 | 172 | 350 | 17.7 | 2 | 35 | 55 | 25 | true | true | true | false | 0.68 | 1.56 | -0.36 | null | Hedge | iTraxx_XOVER: +102bps notional | -33 | -14 | DealerA | Electronic | 8 | 92 | 90 | -218 | HYCap>limit | Hedge | High-yield share above policy cap | 106 | Rotate into defensive sectors |
C00575 | CR2546 | 2025-04-29 | Calm | 66 | 299 | 4.2 | 2.5 | 1,923,761,998 | Energy:46.8;Industrials:16.4;Comm:36.8 | US:57.4;EU:19.6;APAC:7.0;EMEA:9.6;LATAM:6.4 | B:11.8;CCC:27.6;AAA:31.8;A:28.8 | 3.15 | 64 | 143 | 161 | 7.3 | 2 | 20 | 55 | 35 | true | true | true | false | 1.25 | 1.24 | 0.52 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | 27 | DealerA | All2All | 2 | 89 | -117 | -252 | HYCap>limit | Reduce | High-yield share above policy cap | 133 | Defer adds pending macro print |
C00576 | CR0208 | 2025-09-18 | Calm | 75 | 295 | 3.3 | 2.6 | 605,204,213 | Healthcare:29.4;Comm:19.8;Energy:33.8;Utilities:16.9 | US:62.6;EU:15.9;APAC:11.3;EMEA:7.4;LATAM:2.8 | CCC:29.5;BBB:22.3;A:14.9;AA:10.7;B:22.6 | 2.75 | 27 | 117 | 403 | 9.2 | 4 | 35 | 35 | 20 | false | true | true | false | 1.32 | -0.13 | 0.5 | Comm:EW | Hedge | Treasury_Futures: +79bps notional | -38 | 5 | ECN1 | RFQ | 8 | 86 | 272 | -51 | VAR>budget | Reduce | Portfolio VAR above budget | 129 | Tighten HY exposure bands |
C00577 | CR4829 | 2025-02-04 | Stress | 246 | 658 | 6.4 | 0.5 | 1,932,486,454 | Comm:14.2;Utilities:35.1;Consumer:22.3;Energy:28.5 | US:62.1;EU:12.1;APAC:13.4;EMEA:11.4;LATAM:1.0 | BBB:8.6;AAA:7.8;BB:31.0;A:13.6;CCC:19.4;B:19.6 | 0.76 | 58.1 | 174 | 682 | 7.5 | 3.5 | 30 | 45 | 20 | true | true | true | false | -0.14 | 0.96 | 0.02 | Industrials:EW | Hedge | iTraxx_XOVER: +59bps notional | 17 | 6 | ECN2 | Electronic | 5 | 92 | 351 | -264 | HYCap>limit | Hedge | High-yield share above policy cap | 185 | Tighten HY exposure bands |
C00578 | CR3650 | 2025-07-08 | Stress | 196 | 722 | 7.1 | -0.4 | 1,119,708,186 | Consumer:12.3;Utilities:25.5;Healthcare:26.9;Comm:14.9;RealEstate:20.5 | US:61.8;EU:15.0;APAC:9.8;EMEA:7.4;LATAM:6.1 | AA:12.2;B:19.3;BBB:16.2;A:10.0;AAA:25.8;BB:16.4 | 1.14 | 37.7 | 322 | 658 | 9.4 | 3.5 | 25 | 35 | 25 | true | true | true | true | 1.63 | -0.22 | 0.21 | Financials:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | 2 | DealerC | RFQ | 9 | 94 | -48 | -266 | VAR>budget | Rotate | Portfolio VAR above budget | 229 | Escalate watchlist names |
C00579 | CR3489 | 2024-12-22 | Stress | 248 | 698 | 7.1 | -2 | 1,854,344,997 | Tech:14.7;Industrials:11.6;Consumer:13.8;Financials:21.4;Materials:18.3;Comm:20.2 | US:67.6;EU:8.9;APAC:5.8;EMEA:10.6;LATAM:7.0 | BBB:24.4;CCC:26.6;BB:11.3;AAA:10.8;B:26.8 | 4.8 | 26.1 | 269 | 397 | 21.9 | 2.5 | 20 | 55 | 25 | true | true | true | true | 0.91 | -0.3 | 0.5 | null | Hedge | CDX_HY: +108bps notional | -25 | 1 | DealerC | DealerAxed | 7 | 90 | -76 | -192 | HYCap>limit | Rotate | High-yield share above policy cap | 139 | Reviewed by risk; hedges staggered |
C00580 | CR5364 | 2024-06-08 | Recovery | 100 | 456 | 6.1 | 0.9 | 1,725,580,995 | Industrials:13.2;Energy:15.0;Utilities:25.3;Healthcare:46.6 | US:73.3;EU:10.8;APAC:7.4;EMEA:5.0;LATAM:3.4 | A:19.6;BB:27.4;BBB:18.9;AAA:15.6;CCC:18.5 | 7.38 | 41.9 | 216 | 125 | 10.8 | 4 | 20 | 45 | 20 | true | true | true | true | -0.35 | -0.2 | 0.21 | RealEstate:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | 4 | DealerB | RFQ | 11 | 93 | 152 | 125 | HYCap>limit | Rotate | High-yield share above policy cap | 247 | Escalate watchlist names |
C00581 | CR9242 | 2024-02-27 | Calm | 87 | 402 | 4.4 | 2.1 | 302,110,173 | Consumer:25.0;Healthcare:36.5;Tech:20.9;Comm:17.7 | US:68.5;EU:13.9;APAC:10.7;EMEA:2.6;LATAM:4.3 | B:18.4;BBB:22.6;AA:17.2;CCC:22.8;A:19.1 | 3.35 | 41.6 | 280 | 271 | 7.5 | 3.5 | 35 | 45 | 30 | true | true | true | true | 0.43 | -0.24 | -0.03 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 1 | DealerB | RFQ | 2 | 89 | 39 | 52 | VAR>budget | Rotate | Portfolio VAR above budget | 119 | Reviewed by risk; hedges staggered |
C00582 | CR2891 | 2025-03-03 | Tightening | 125 | 361 | 4 | 1.9 | 973,792,679 | Materials:16.4;Energy:12.3;Comm:23.1;Utilities:14.3;Tech:16.0;Industrials:17.8 | US:62.3;EU:10.9;APAC:12.2;EMEA:11.2;LATAM:3.3 | BBB:21.2;CCC:29.6;B:14.3;BB:22.3;AA:12.6 | 0.64 | 22.6 | 229 | 335 | 9.6 | 3 | 35 | 55 | 20 | false | true | true | true | 2.43 | 0.2 | 0.41 | Materials:EW;Tech:EW | Hedge | Options_Payer: +103bps notional | -59 | 18 | DealerA | All2All | 12 | 89 | 66 | -9 | Sector>limit | Rotate | Sector concentration above limit | 159 | Defer adds pending macro print |
C00583 | CR3042 | 2024-11-29 | Tightening | 109 | 501 | 4.2 | 0.6 | 216,974,286 | Comm:6.6;RealEstate:17.7;Utilities:17.7;Consumer:8.9;Financials:18.0;Tech:31.1 | US:63.0;EU:18.3;APAC:7.9;EMEA:3.0;LATAM:7.8 | A:34.9;B:23.0;BBB:10.9;BB:31.2 | 6.54 | 26.3 | 128 | 413 | 13.7 | 2 | 20 | 55 | 30 | true | true | true | false | 0.63 | 1.11 | -0.21 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -54 | -25 | DealerB | RFQ | 5 | 99 | 15 | -129 | HYCap>limit | Hedge | High-yield share above policy cap | 134 | Escalate watchlist names |
C00584 | CR5573 | 2025-10-27 | Calm | 101 | 390 | 3.5 | 1.6 | 1,378,972,482 | Tech:39.5;Comm:33.2;RealEstate:27.4 | US:65.4;EU:18.5;APAC:11.9;EMEA:4.0;LATAM:0.2 | CCC:17.3;BB:19.3;B:18.6;AAA:44.9 | 4.71 | 26.2 | 152 | 189 | 16.7 | 3 | 35 | 35 | 25 | true | true | true | false | -0.25 | 1.67 | 0.51 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 21 | DealerC | RFQ | 11 | 92 | 302 | -263 | Region>limit | Reduce | Regional concentration above limit | 192 | Reviewed by risk; hedges staggered |
C00585 | CR0963 | 2024-10-06 | Recovery | 176 | 459 | 5.8 | 0.5 | 502,769,990 | Comm:30.4;Materials:46.8;Healthcare:22.7 | US:64.5;EU:14.3;APAC:7.7;EMEA:10.1;LATAM:3.4 | B:25.7;BB:11.1;BBB:10.4;AA:16.0;CCC:18.5;AAA:18.3 | 1.07 | 52.6 | 260 | 482 | 11.6 | 2.5 | 25 | 35 | 20 | true | true | true | true | 1.16 | 0.38 | 0.23 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | -15 | DealerB | All2All | 2 | 95 | -111 | -41 | Sector>limit | Reduce | Sector concentration above limit | 101 | Defer adds pending macro print |
C00586 | CR8485 | 2024-04-13 | Stress | 191 | 736 | 8.4 | -0.4 | 446,201,652 | Materials:11.8;Tech:25.8;Energy:9.2;Healthcare:9.0;RealEstate:25.4;Utilities:18.9 | US:65.8;EU:17.8;APAC:7.4;EMEA:8.2;LATAM:0.8 | B:15.0;A:7.9;CCC:28.2;AA:14.8;BBB:15.9;AAA:18.2 | 4.18 | 53.8 | 390 | 569 | 16.5 | 2.5 | 30 | 55 | 30 | false | true | true | true | 2.35 | -0.19 | 0.14 | Healthcare:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 14 | DealerA | RFQ | 2 | 94 | 141 | -370 | Sector>limit | Rotate | Sector concentration above limit | 184 | Escalate watchlist names |
C00587 | CR8444 | 2025-06-18 | Calm | 73 | 324 | 3.9 | 2.5 | 756,116,710 | Industrials:14.5;Energy:20.4;Comm:15.5;Healthcare:13.2;RealEstate:22.5;Financials:13.8 | US:74.9;EU:7.1;APAC:6.1;EMEA:9.4;LATAM:2.6 | CCC:9.7;AAA:8.3;A:20.0;BB:24.1;B:19.6;AA:18.3 | 3.1 | 48.4 | 253 | 313 | 10 | 2 | 35 | 55 | 20 | false | true | true | true | 1.06 | 1.02 | 0.33 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | 16 | ECN2 | All2All | 7 | 85 | 169 | 6 | HYCap>limit | PauseAdds | High-yield share above policy cap | 99 | Reviewed by risk; hedges staggered |
C00588 | CR7224 | 2024-08-15 | Calm | 116 | 290 | 3.5 | 2.4 | 2,760,009,599 | Tech:9.0;Healthcare:25.8;Utilities:21.1;Materials:25.2;Industrials:10.0;Consumer:8.9 | US:63.8;EU:9.4;APAC:11.5;EMEA:8.2;LATAM:6.9 | CCC:16.2;BB:12.4;BBB:22.4;B:13.8;AAA:35.2 | 2.61 | 61.6 | 104 | 370 | 9.5 | 3.5 | 20 | 55 | 25 | true | true | true | false | 0.89 | 0.96 | -0.19 | Financials:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 41 | ECN1 | DealerAxed | 8 | 91 | 40 | 53 | Sector>limit | Rotate | Sector concentration above limit | 90 | Reviewed by risk; hedges staggered |
C00589 | CR2616 | 2024-05-23 | Tightening | 152 | 367 | 4.8 | 1.7 | 701,116,726 | Tech:20.1;Energy:21.6;Consumer:21.7;Utilities:23.0;Materials:13.7 | US:71.7;EU:6.9;APAC:7.7;EMEA:5.3;LATAM:8.5 | CCC:8.7;BB:28.3;B:26.0;AAA:20.3;A:16.7 | 0.89 | 41 | 89 | 337 | 10.3 | 3.5 | 25 | 55 | 25 | false | true | true | false | -0.36 | 1.3 | 0.32 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | -16 | DealerA | RFQ | 8 | 98 | 58 | 116 | Sector>limit | Rotate | Sector concentration above limit | 160 | Escalate watchlist names |
C00590 | CR9524 | 2025-01-09 | Calm | 110 | 388 | 4.1 | 2.6 | 1,074,080,866 | Utilities:12.3;RealEstate:10.9;Industrials:10.1;Consumer:34.5;Tech:32.3 | US:64.3;EU:9.9;APAC:10.8;EMEA:10.0;LATAM:5.0 | AAA:39.7;B:12.7;CCC:9.1;BB:8.0;A:30.6 | 1.06 | 23 | 84 | 515 | 15.7 | 4 | 25 | 55 | 20 | true | true | true | false | 1.45 | -0.02 | 0.01 | Comm:EW;Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -48 | 45 | DealerB | All2All | 3 | 92 | 96 | -24 | Sector>limit | Reduce | Sector concentration above limit | 253 | Escalate watchlist names |
C00591 | CR3292 | 2025-06-06 | Calm | 82 | 373 | 4.4 | 1.9 | 1,397,509,744 | Consumer:16.9;RealEstate:12.0;Financials:9.8;Tech:12.1;Energy:25.7;Healthcare:23.6 | US:64.9;EU:15.6;APAC:8.2;EMEA:5.0;LATAM:6.3 | BB:6.5;A:18.7;B:18.6;AA:14.6;BBB:21.4;AAA:20.2 | 2.45 | 56.4 | 105 | 225 | 10.5 | 4 | 20 | 35 | 20 | true | true | true | false | 0.36 | 0.61 | -0.07 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | 22 | ECN1 | All2All | 9 | 96 | 377 | -29 | VAR>budget | Reduce | Portfolio VAR above budget | 237 | Reviewed by risk; hedges staggered |
C00592 | CR9801 | 2024-03-23 | Stress | 255 | 653 | 5.8 | -1.8 | 520,997,114 | Consumer:20.6;Industrials:23.6;Tech:7.2;Energy:7.7;Comm:19.9;Financials:21.0 | US:57.0;EU:18.7;APAC:16.4;EMEA:7.2;LATAM:0.6 | BB:16.5;B:5.6;A:35.5;AAA:20.3;CCC:10.6;AA:11.5 | 2.29 | 48.4 | 316 | 395 | 14.7 | 3 | 25 | 35 | 35 | false | true | false | true | -0.01 | 0.7 | -0.36 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | 38 | DealerC | All2All | 12 | 97 | -7 | 58 | Sector>limit | PauseAdds | Sector concentration above limit | 96 | Reviewed by risk; hedges staggered |
C00593 | CR1354 | 2024-11-30 | Stress | 257 | 718 | 7.5 | -2 | 2,899,373,481 | Healthcare:14.1;Materials:25.2;RealEstate:20.4;Comm:10.8;Industrials:29.5 | US:55.8;EU:21.2;APAC:11.9;EMEA:9.6;LATAM:1.5 | AA:8.6;A:24.3;AAA:9.4;CCC:21.5;BBB:6.6;BB:29.6 | 3.68 | 60.2 | 189 | 593 | 11.6 | 3 | 30 | 35 | 25 | false | true | true | false | 1.18 | 0.24 | -0.2 | Comm:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -25 | 13 | ECN2 | RFQ | 5 | 86 | -211 | -147 | Region>limit | Hedge | Regional concentration above limit | 176 | Defer adds pending macro print |
C00594 | CR5954 | 2025-05-16 | Stress | 251 | 783 | 5.9 | 0.1 | 2,316,733,432 | Comm:11.2;Consumer:21.6;Industrials:13.4;Utilities:26.3;Materials:27.6 | US:65.8;EU:17.0;APAC:6.5;EMEA:4.5;LATAM:6.1 | AAA:7.5;BB:15.8;BBB:19.1;AA:22.8;A:22.9;B:11.9 | 5.94 | 54.8 | 307 | 533 | 21.7 | 2 | 25 | 35 | 30 | true | true | false | true | 1.97 | 1.67 | -0.19 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 35 | ECN2 | Electronic | 4 | 100 | 123 | 100 | Sector>limit | Hedge | Sector concentration above limit | 128 | Defer adds pending macro print |
C00595 | CR8735 | 2025-03-15 | Stress | 239 | 676 | 7.4 | -1.5 | 2,412,749,295 | Financials:25.4;RealEstate:9.8;Materials:13.1;Healthcare:21.1;Energy:7.2;Utilities:23.4 | US:59.2;EU:18.3;APAC:6.7;EMEA:10.6;LATAM:5.3 | CCC:11.6;A:32.7;BBB:13.1;BB:24.1;AA:18.6 | 2.47 | 55.1 | 308 | 375 | 19.2 | 2 | 35 | 35 | 35 | false | true | true | true | 0.22 | 1.08 | 0.52 | Comm:EW | Hedge | iTraxx_MAIN: +190bps notional | -2 | 8 | DealerC | RFQ | 3 | 90 | 364 | -115 | HYCap>limit | Reduce | High-yield share above policy cap | 137 | Rotate into defensive sectors |
C00596 | CR6701 | 2025-03-05 | Stress | 196 | 799 | 5.6 | -1 | 815,837,518 | Industrials:48.2;Consumer:18.0;Energy:33.9 | US:56.1;EU:16.2;APAC:12.5;EMEA:9.2;LATAM:6.0 | B:15.6;BBB:39.3;A:33.8;CCC:11.3 | 2.86 | 28.4 | 268 | 280 | 10.5 | 3.5 | 35 | 35 | 35 | true | true | false | true | -0.43 | 0.71 | 0.37 | Industrials:EW | Hedge | Options_Payer: +81bps notional | -22 | -24 | DealerA | DealerAxed | 10 | 90 | -170 | -25 | Region>limit | Hedge | Regional concentration above limit | 119 | Reviewed by risk; hedges staggered |
C00597 | CR2962 | 2025-10-30 | Calm | 116 | 389 | 3.3 | 2.9 | 532,244,832 | Consumer:23.6;Utilities:27.6;Healthcare:19.4;Comm:6.7;RealEstate:22.7 | US:67.8;EU:15.6;APAC:7.5;EMEA:3.6;LATAM:5.5 | AA:14.8;B:23.1;BB:23.6;BBB:8.2;CCC:18.4;AAA:12.0 | 0.79 | 58.9 | 89 | 470 | 12.2 | 2 | 20 | 45 | 25 | true | true | true | false | 0.62 | 0.24 | 0.5 | Materials:EW;Financials:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -52 | 4 | DealerA | RFQ | 0 | 90 | 59 | -149 | VAR>budget | Hedge | Portfolio VAR above budget | 232 | Tighten HY exposure bands |
C00598 | CR9307 | 2024-08-22 | Calm | 87 | 292 | 4.2 | 2 | 1,819,735,448 | Materials:7.2;RealEstate:25.2;Tech:14.3;Energy:19.8;Healthcare:16.1;Industrials:17.3 | US:73.3;EU:9.7;APAC:8.4;EMEA:7.6;LATAM:1.0 | BBB:21.3;B:21.2;BB:17.1;AAA:23.3;A:17.0 | 0.56 | 27 | 158 | 359 | 2.6 | 4 | 30 | 45 | 30 | false | true | true | false | 2.41 | 1.24 | 0.45 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | -22 | DealerA | All2All | 5 | 100 | -128 | 35 | Region>limit | Hedge | Regional concentration above limit | 167 | Rotate into defensive sectors |
C00599 | CR7741 | 2024-10-08 | Tightening | 100 | 470 | 5.1 | 1.7 | 2,208,696,145 | Consumer:18.8;Industrials:9.7;Healthcare:17.4;Financials:10.8;RealEstate:14.0;Comm:29.3 | US:67.1;EU:9.0;APAC:10.0;EMEA:7.1;LATAM:6.8 | AAA:21.3;BB:11.0;CCC:8.6;AA:23.4;B:11.4;BBB:24.2 | 4.03 | 57.5 | 244 | 407 | 7.6 | 2.5 | 25 | 55 | 35 | true | true | false | true | 2.5 | 1.55 | -0.24 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | 7 | DealerC | Electronic | 5 | 94 | 195 | 112 | HYCap>limit | Reduce | High-yield share above policy cap | 202 | Reviewed by risk; hedges staggered |
C00600 | CR6705 | 2025-05-09 | Recovery | 164 | 527 | 6.5 | -0.3 | 247,248,537 | Industrials:41.6;Comm:19.0;Healthcare:39.4 | US:58.1;EU:15.5;APAC:13.3;EMEA:7.8;LATAM:5.3 | A:20.7;AA:22.1;BBB:24.6;AAA:14.9;BB:17.7 | 1.61 | 28.6 | 172 | 344 | 11.7 | 3.5 | 30 | 35 | 25 | true | true | false | false | -0.05 | 1.59 | 0.56 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | -8 | DealerA | RFQ | 4 | 96 | 118 | -218 | Sector>limit | Hedge | Sector concentration above limit | 141 | Rotate into defensive sectors |
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