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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C07201 | CR7143 | 2024-08-04 | Tightening | 131 | 504 | 4.8 | 1.6 | 2,290,852,768 | Comm:15.0;Financials:24.3;Consumer:34.3;Tech:26.4 | US:65.0;EU:15.3;APAC:10.0;EMEA:4.4;LATAM:5.3 | BBB:10.1;CCC:22.1;BB:13.4;A:18.2;AA:17.0;B:19.1 | 1.67 | 26.2 | 81 | 467 | 18 | 4 | 35 | 35 | 30 | false | true | true | false | -0.27 | 1.28 | -0 | Materials:EW | Hedge | iTraxx_XOVER: +128bps notional | -55 | 12 | DealerC | DealerAxed | 6 | 97 | -128 | -385 | HYCap>limit | Hedge | High-yield share above policy cap | 201 | Rotate into defensive sectors |
C07202 | CR1229 | 2025-04-11 | Recovery | 131 | 449 | 5.2 | 0.3 | 2,703,607,768 | Utilities:29.8;RealEstate:21.9;Healthcare:27.8;Comm:10.0;Financials:10.4 | US:62.6;EU:12.1;APAC:14.3;EMEA:3.0;LATAM:7.9 | A:20.1;B:31.1;CCC:29.2;AAA:19.5 | 3.62 | 56.1 | 161 | 442 | 12.3 | 3.5 | 30 | 35 | 35 | false | true | true | false | 0.73 | 1.22 | -0.25 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -60 | 2 | DealerC | Electronic | 1 | 87 | 275 | -9 | HYCap>limit | Reduce | High-yield share above policy cap | 212 | Tighten HY exposure bands |
C07203 | CR3032 | 2025-10-25 | Recovery | 132 | 635 | 5.9 | 1.2 | 2,328,836,689 | Healthcare:28.7;RealEstate:28.1;Financials:30.6;Energy:12.6 | US:59.2;EU:16.9;APAC:9.8;EMEA:9.9;LATAM:4.2 | CCC:28.7;BB:11.2;AAA:25.8;A:34.2 | 7.02 | 30.5 | 247 | 129 | 2.4 | 4 | 30 | 35 | 30 | true | true | true | true | -0.31 | 0.39 | 0.26 | Financials:EW | Hedge | iTraxx_MAIN: +55bps notional | -14 | -25 | ECN1 | All2All | 12 | 95 | -56 | -160 | VAR>budget | Hedge | Portfolio VAR above budget | 124 | Tighten HY exposure bands |
C07204 | CR3888 | 2025-07-03 | Calm | 110 | 384 | 3.2 | 2.3 | 2,419,511,921 | Consumer:34.2;Healthcare:14.9;Industrials:18.3;Financials:32.6 | US:65.0;EU:16.4;APAC:7.2;EMEA:8.5;LATAM:2.9 | CCC:12.6;B:26.0;BB:25.5;AA:10.8;BBB:25.1 | 2.51 | 60 | 194 | 219 | 12.3 | 2.5 | 20 | 35 | 20 | true | true | true | false | 1.34 | 0.32 | 0.2 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -32 | -16 | DealerB | DealerAxed | 10 | 89 | 97 | -34 | HYCap>limit | Hedge | High-yield share above policy cap | 206 | Reviewed by risk; hedges staggered |
C07205 | CR8984 | 2024-12-06 | Calm | 73 | 377 | 4.1 | 1.9 | 1,063,847,298 | Materials:27.6;Utilities:25.7;Consumer:19.8;Financials:26.9 | US:60.4;EU:10.4;APAC:13.9;EMEA:9.5;LATAM:5.8 | BBB:28.8;CCC:9.8;AAA:22.8;BB:9.0;A:19.1;AA:10.6 | 3.73 | 60.3 | 200 | 495 | 16.8 | 2.5 | 30 | 35 | 25 | false | true | false | false | 0.14 | -0.12 | -0.28 | null | Hedge | iTraxx_MAIN: +143bps notional | -26 | -8 | ECN1 | All2All | 0 | 91 | 38 | -137 | Region>limit | Reduce | Regional concentration above limit | 143 | Tighten HY exposure bands |
C07206 | CR0206 | 2024-09-13 | Recovery | 138 | 457 | 6.2 | 0.9 | 1,318,536,471 | Energy:21.8;Healthcare:20.3;Tech:22.3;Materials:13.1;Financials:22.4 | US:67.1;EU:6.4;APAC:13.6;EMEA:9.0;LATAM:3.9 | B:35.5;AA:9.7;AAA:27.9;CCC:26.9 | 4.31 | 64.5 | 275 | 204 | 15.9 | 4 | 25 | 55 | 20 | false | true | true | true | 0.11 | 1.64 | -0.3 | null | Hedge | Treasury_Futures: +102bps notional | 14 | 41 | DealerB | Electronic | 7 | 96 | -67 | -83 | Region>limit | Reduce | Regional concentration above limit | 202 | Tighten HY exposure bands |
C07207 | CR6914 | 2024-11-29 | Tightening | 103 | 471 | 4 | 0.7 | 1,142,918,619 | Consumer:7.3;Energy:30.8;Tech:13.7;Healthcare:17.6;Materials:30.6 | US:54.0;EU:17.9;APAC:10.2;EMEA:11.6;LATAM:6.3 | B:16.4;BB:15.8;A:39.8;BBB:16.0;CCC:11.9 | 2.75 | 53.1 | 99 | 157 | 16.2 | 2 | 35 | 55 | 25 | false | false | true | false | -0.47 | -0.05 | 0.06 | Industrials:EW | Hedge | Treasury_Futures: +112bps notional | -34 | 26 | ECN1 | DealerAxed | 9 | 92 | -6 | -28 | VAR>budget | Hedge | Portfolio VAR above budget | 201 | Reviewed by risk; hedges staggered |
C07208 | CR4494 | 2025-12-20 | Calm | 111 | 413 | 3.5 | 2 | 740,554,593 | Consumer:14.6;Energy:15.7;RealEstate:37.4;Financials:18.1;Industrials:14.3 | US:61.9;EU:12.5;APAC:7.2;EMEA:11.6;LATAM:6.8 | A:19.5;BB:14.9;B:16.3;AA:16.4;AAA:21.2;BBB:11.6 | 5.14 | 28.8 | 196 | 451 | 2.3 | 3.5 | 30 | 55 | 25 | true | true | true | false | 1.2 | 0.61 | 0.19 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -35 | -15 | DealerC | Electronic | 11 | 93 | 279 | 46 | Region>limit | Hedge | Regional concentration above limit | 216 | Defer adds pending macro print |
C07209 | CR6644 | 2024-12-14 | Tightening | 152 | 473 | 4.1 | 1.5 | 2,304,057,095 | Tech:45.4;RealEstate:23.0;Financials:31.7 | US:66.4;EU:13.2;APAC:6.7;EMEA:11.7;LATAM:2.0 | CCC:10.3;AAA:29.1;AA:28.2;BB:15.7;B:16.8 | 6.86 | 39.4 | 272 | 182 | 17.5 | 4 | 25 | 55 | 35 | true | true | true | true | 1.76 | 1.12 | 0.35 | RealEstate:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -6 | 15 | DealerA | Electronic | 10 | 93 | 322 | -407 | HYCap>limit | Rotate | High-yield share above policy cap | 134 | Reviewed by risk; hedges staggered |
C07210 | CR6935 | 2025-01-16 | Calm | 72 | 405 | 3.8 | 2.6 | 1,775,474,051 | Financials:18.8;Comm:13.7;Healthcare:20.7;Industrials:13.6;Tech:17.7;Energy:15.4 | US:61.5;EU:16.7;APAC:8.6;EMEA:8.6;LATAM:4.7 | BB:13.3;AAA:9.5;B:63.5;BBB:13.7 | 5.92 | 53.3 | 249 | 365 | 11.3 | 3.5 | 20 | 35 | 20 | true | true | true | true | 0.96 | 1.57 | 0 | Financials:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -51 | 45 | DealerA | RFQ | 10 | 89 | 233 | -408 | VAR>budget | Hedge | Portfolio VAR above budget | 216 | Reviewed by risk; hedges staggered |
C07211 | CR0919 | 2024-04-07 | Calm | 100 | 324 | 4.1 | 2.6 | 2,796,923,516 | Energy:15.1;Utilities:17.3;RealEstate:27.1;Healthcare:10.6;Tech:11.9;Materials:18.0 | US:68.3;EU:11.3;APAC:11.5;EMEA:7.2;LATAM:1.6 | A:31.8;CCC:16.6;AA:38.1;BB:13.6 | 0.56 | 28.7 | 258 | 272 | 8 | 2 | 30 | 45 | 30 | false | true | true | true | 0.85 | -0.01 | 0.03 | Utilities:EW | Hedge | CDX_HY: +196bps notional | -47 | 30 | ECN2 | All2All | 2 | 90 | 316 | 40 | Sector>limit | Hedge | Sector concentration above limit | 90 | Defer adds pending macro print |
C07212 | CR6537 | 2025-10-16 | Stress | 214 | 602 | 8 | 0.4 | 236,983,905 | Materials:12.8;Tech:44.5;Financials:42.7 | US:74.6;EU:9.1;APAC:6.9;EMEA:5.7;LATAM:3.6 | B:21.0;AAA:16.8;BB:44.7;BBB:17.6 | 3.97 | 38.1 | 370 | 467 | 5.6 | 2.5 | 35 | 35 | 35 | true | true | true | true | 0.73 | 0.6 | -0.21 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -25 | 2 | DealerC | RFQ | 8 | 97 | -93 | -353 | VAR>budget | Hedge | Portfolio VAR above budget | 115 | Escalate watchlist names |
C07213 | CR7810 | 2024-01-16 | Calm | 91 | 314 | 3.8 | 2.4 | 990,220,618 | Energy:30.8;Materials:17.6;Industrials:21.5;Financials:30.0 | US:69.2;EU:10.5;APAC:10.2;EMEA:6.0;LATAM:4.0 | BBB:17.6;BB:19.1;AA:21.9;CCC:10.8;B:18.1;A:12.5 | 5.48 | 42.8 | 200 | 381 | 7.8 | 3.5 | 30 | 35 | 25 | true | true | true | false | 2.42 | 0.42 | -0.3 | null | Hedge | iTraxx_MAIN: +74bps notional | -32 | -17 | DealerC | Electronic | 9 | 93 | -51 | -148 | Region>limit | Reduce | Regional concentration above limit | 148 | Escalate watchlist names |
C07214 | CR5133 | 2025-01-11 | Calm | 90 | 368 | 4.3 | 1.7 | 2,238,674,624 | Energy:33.7;Healthcare:10.0;Utilities:14.8;Consumer:32.6;Comm:8.9 | US:65.6;EU:19.2;APAC:8.1;EMEA:6.6;LATAM:0.4 | BB:21.0;BBB:26.9;AA:24.7;AAA:16.3;B:11.0 | 3.68 | 24.3 | 276 | 282 | 9.4 | 4 | 35 | 45 | 30 | false | true | true | true | 0.46 | -0.24 | 0.46 | Industrials:EW;Tech:EW | Hedge | CDX_IG: +64bps notional | -22 | 18 | DealerA | RFQ | 3 | 92 | 277 | -391 | Region>limit | Rotate | Regional concentration above limit | 104 | Reviewed by risk; hedges staggered |
C07215 | CR1870 | 2025-01-28 | Calm | 102 | 361 | 4.4 | 1.9 | 1,058,619,220 | Utilities:16.5;Financials:7.5;Industrials:15.3;Materials:29.4;Consumer:8.2;Comm:23.1 | US:70.4;EU:7.5;APAC:11.0;EMEA:6.6;LATAM:4.5 | AAA:21.9;BBB:12.7;AA:23.0;A:16.7;CCC:25.8 | 1.26 | 57 | 262 | 132 | 9.5 | 2.5 | 30 | 55 | 25 | false | true | true | true | 0.11 | 1.66 | -0.31 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | 14 | DealerB | Electronic | 11 | 94 | 266 | -229 | VAR>budget | Reduce | Portfolio VAR above budget | 230 | Rotate into defensive sectors |
C07216 | CR2969 | 2025-01-08 | Calm | 94 | 333 | 3.4 | 1.8 | 1,953,446,765 | Healthcare:26.0;Utilities:18.5;Industrials:21.8;Comm:14.5;Energy:19.3 | US:66.0;EU:16.1;APAC:12.1;EMEA:5.0;LATAM:0.8 | B:16.3;BBB:20.1;BB:22.0;AA:5.9;A:16.6;AAA:19.1 | 3.77 | 30.7 | 112 | 149 | 12.7 | 3.5 | 20 | 45 | 30 | true | true | true | false | -0.06 | 1.46 | 0 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | 10 | ECN1 | All2All | 1 | 97 | 197 | 117 | HYCap>limit | Reduce | High-yield share above policy cap | 130 | Reviewed by risk; hedges staggered |
C07217 | CR1995 | 2025-06-22 | Tightening | 139 | 356 | 4.9 | 1.4 | 312,926,490 | Energy:24.2;Materials:17.5;Healthcare:19.1;RealEstate:39.1 | US:74.4;EU:13.4;APAC:6.0;EMEA:5.7;LATAM:0.4 | CCC:22.6;AAA:21.5;BB:22.2;BBB:23.6;A:10.0 | 3.64 | 30.6 | 145 | 297 | 11.8 | 3.5 | 25 | 55 | 25 | true | true | true | false | 0.78 | 1.21 | 0.22 | RealEstate:EW;Energy:EW | Hedge | Options_Payer: +66bps notional | -17 | 42 | DealerC | RFQ | 5 | 98 | -164 | -78 | HYCap>limit | Hedge | High-yield share above policy cap | 237 | Reviewed by risk; hedges staggered |
C07218 | CR0853 | 2025-07-15 | Stress | 204 | 733 | 6 | -1.1 | 1,725,330,745 | Consumer:10.6;Tech:11.9;RealEstate:39.2;Energy:38.4 | US:60.6;EU:9.7;APAC:14.5;EMEA:7.6;LATAM:7.6 | CCC:22.6;BB:23.3;B:12.5;BBB:21.8;AA:19.7 | 1.57 | 55.1 | 257 | 345 | 19.9 | 2.5 | 30 | 55 | 25 | true | true | true | true | 0.45 | 1.38 | 0.11 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -42 | 44 | DealerC | RFQ | 3 | 87 | -205 | -279 | HYCap>limit | Rotate | High-yield share above policy cap | 100 | Escalate watchlist names |
C07219 | CR2386 | 2025-12-10 | Stress | 147 | 616 | 6.2 | -0.3 | 1,781,639,262 | Materials:31.8;Tech:32.0;Industrials:36.3 | US:74.3;EU:6.3;APAC:5.8;EMEA:7.5;LATAM:6.1 | CCC:25.6;AA:21.0;A:14.2;BB:16.1;B:23.1 | 5.7 | 34.1 | 237 | 595 | 22.8 | 2 | 25 | 45 | 35 | true | true | true | true | 0.7 | 0.81 | -0.24 | RealEstate:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | 27 | DealerA | Electronic | 12 | 89 | 278 | -385 | Sector>limit | Rotate | Sector concentration above limit | 231 | Escalate watchlist names |
C07220 | CR4974 | 2024-11-27 | Stress | 199 | 737 | 5.2 | -1.3 | 2,965,096,811 | Materials:34.7;Healthcare:35.2;Financials:10.8;Energy:19.3 | US:60.4;EU:16.0;APAC:12.0;EMEA:10.1;LATAM:1.5 | BB:17.9;AAA:16.3;AA:14.4;A:18.0;BBB:10.7;B:22.7 | 3.32 | 53.4 | 186 | 463 | 8 | 2.5 | 25 | 45 | 20 | true | true | true | false | 0.97 | 0.43 | -0.09 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | 25 | DealerC | RFQ | 8 | 98 | 169 | -404 | VAR>budget | Hedge | Portfolio VAR above budget | 242 | Reviewed by risk; hedges staggered |
C07221 | CR2414 | 2024-02-15 | Tightening | 108 | 485 | 4.3 | 1.9 | 1,254,221,685 | Industrials:22.0;Consumer:14.9;Financials:37.8;Comm:25.3 | US:59.7;EU:17.3;APAC:12.7;EMEA:6.8;LATAM:3.5 | BBB:18.7;B:44.6;BB:16.9;A:19.9 | 4.22 | 31.2 | 126 | 423 | 4.2 | 2.5 | 30 | 55 | 25 | true | true | true | false | 1.51 | -0.23 | -0.19 | null | Hedge | CDX_IG: +111bps notional | 7 | -1 | DealerB | DealerAxed | 9 | 90 | 118 | -157 | HYCap>limit | Reduce | High-yield share above policy cap | 91 | Rotate into defensive sectors |
C07222 | CR1654 | 2025-04-08 | Tightening | 134 | 447 | 4 | 1.7 | 1,649,985,566 | Industrials:24.4;Tech:20.9;Comm:25.4;RealEstate:29.3 | US:57.0;EU:13.6;APAC:12.8;EMEA:8.8;LATAM:7.8 | CCC:24.6;BB:14.3;AAA:32.4;AA:28.7 | 7.42 | 22.8 | 158 | 386 | 3.6 | 4 | 30 | 35 | 30 | false | true | true | false | 1.68 | 0.03 | 0.45 | Healthcare:EW | Hedge | iTraxx_XOVER: +144bps notional | 0 | 12 | DealerB | RFQ | 2 | 93 | 102 | -47 | HYCap>limit | Rotate | High-yield share above policy cap | 197 | Escalate watchlist names |
C07223 | CR0916 | 2025-06-01 | Recovery | 102 | 571 | 5 | -0 | 2,390,850,009 | Tech:14.7;Industrials:30.5;Consumer:20.6;Financials:11.0;Utilities:14.6;Materials:8.5 | US:57.8;EU:16.0;APAC:13.2;EMEA:7.9;LATAM:5.1 | CCC:16.2;A:14.0;AAA:17.1;B:8.7;AA:24.8;BBB:19.1 | 3.3 | 24.2 | 212 | 220 | 13.6 | 2 | 25 | 55 | 25 | true | true | false | true | 0.64 | 0.9 | -0.38 | null | Hedge | SingleName_CDS: +146bps notional | -48 | -8 | DealerA | DealerAxed | 4 | 96 | -62 | -306 | HYCap>limit | Reduce | High-yield share above policy cap | 259 | Rotate into defensive sectors |
C07224 | CR1911 | 2024-05-11 | Recovery | 171 | 648 | 5.1 | 0 | 2,542,231,186 | Consumer:39.8;Comm:15.4;Tech:30.9;Healthcare:13.8 | US:62.2;EU:12.9;APAC:16.3;EMEA:6.2;LATAM:2.5 | BB:38.6;BBB:25.9;B:11.0;AA:24.5 | 3.84 | 37.1 | 218 | 386 | 12.5 | 3 | 30 | 35 | 30 | true | true | true | true | 1.86 | 1.11 | -0.28 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -41 | -20 | ECN2 | Electronic | 4 | 100 | -24 | -472 | VAR>budget | Hedge | Portfolio VAR above budget | 110 | Escalate watchlist names |
C07225 | CR8854 | 2024-03-09 | Stress | 179 | 640 | 6.8 | 0 | 1,984,018,049 | Tech:9.7;Utilities:26.1;Materials:14.5;Consumer:24.7;Comm:25.0 | US:64.0;EU:6.3;APAC:15.3;EMEA:12.3;LATAM:2.1 | CCC:6.8;BB:6.0;AA:35.8;AAA:37.9;BBB:13.5 | 1.15 | 30.7 | 157 | 533 | 14.3 | 4 | 20 | 45 | 35 | true | true | false | false | 1.26 | 0.94 | 0.19 | Industrials:EW | Hedge | CDX_HY: +128bps notional | -30 | -3 | DealerA | All2All | 3 | 95 | 69 | -223 | Sector>limit | Reduce | Sector concentration above limit | 145 | Reviewed by risk; hedges staggered |
C07226 | CR8230 | 2025-02-09 | Tightening | 100 | 520 | 4.3 | 0.7 | 654,594,313 | Materials:17.8;Utilities:23.3;Comm:19.8;Consumer:30.1;Tech:8.9 | US:67.1;EU:9.0;APAC:14.6;EMEA:5.9;LATAM:3.3 | BBB:22.4;BB:15.2;B:12.3;A:24.0;CCC:10.4;AAA:15.8 | 6.77 | 36.9 | 134 | 246 | 4.6 | 3 | 30 | 35 | 25 | true | true | true | false | -0.41 | 1.58 | 0.07 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | -22 | DealerB | RFQ | 7 | 92 | 41 | -283 | HYCap>limit | Hedge | High-yield share above policy cap | 162 | Tighten HY exposure bands |
C07227 | CR4683 | 2025-06-24 | Recovery | 113 | 480 | 5 | -0.4 | 751,813,838 | Materials:35.6;Consumer:34.5;Comm:29.9 | US:63.4;EU:17.3;APAC:11.2;EMEA:7.2;LATAM:0.8 | A:22.2;AA:18.2;B:22.1;AAA:19.3;CCC:18.2 | 6.35 | 45.3 | 135 | 227 | 5.1 | 3.5 | 30 | 55 | 35 | true | true | true | false | 2.15 | 0.96 | 0.14 | null | Hedge | iTraxx_XOVER: +109bps notional | -46 | -19 | DealerA | Electronic | 0 | 89 | 167 | -338 | Region>limit | Hedge | Regional concentration above limit | 210 | Tighten HY exposure bands |
C07228 | CR5656 | 2024-12-22 | Tightening | 100 | 463 | 4.6 | 1.7 | 875,724,284 | Industrials:15.2;Financials:20.9;Tech:22.6;Materials:41.3 | US:69.1;EU:7.4;APAC:12.7;EMEA:9.4;LATAM:1.5 | A:12.8;B:11.0;AAA:28.9;BBB:24.9;BB:10.5;CCC:11.9 | 3.29 | 62.5 | 263 | 249 | 11.1 | 3 | 20 | 45 | 20 | true | true | true | true | -0.03 | -0.12 | -0.03 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -23 | 35 | DealerA | All2All | 9 | 90 | 280 | -15 | HYCap>limit | Hedge | High-yield share above policy cap | 204 | Reviewed by risk; hedges staggered |
C07229 | CR4507 | 2025-07-17 | Calm | 92 | 293 | 3.4 | 2 | 1,974,657,851 | Materials:7.2;Healthcare:23.8;Comm:34.5;Energy:16.0;Tech:10.5;Financials:8.0 | US:58.5;EU:19.1;APAC:10.4;EMEA:5.6;LATAM:6.4 | A:25.2;B:15.1;AAA:18.4;BBB:21.9;CCC:19.4 | 6.91 | 29.4 | 277 | 380 | 9 | 2 | 30 | 35 | 25 | true | true | true | true | 0.47 | 0.18 | 0.4 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | -19 | ECN2 | DealerAxed | 7 | 96 | -42 | -300 | Sector>limit | Reduce | Sector concentration above limit | 199 | Defer adds pending macro print |
C07230 | CR6883 | 2024-10-16 | Recovery | 179 | 592 | 5.4 | 0.9 | 565,322,717 | Financials:14.4;Consumer:24.8;Healthcare:16.2;Tech:44.6 | US:67.9;EU:13.7;APAC:9.0;EMEA:6.2;LATAM:3.3 | CCC:14.5;BBB:44.2;BB:6.9;AA:14.3;AAA:20.2 | 5.92 | 52.9 | 228 | 170 | 2.7 | 2.5 | 30 | 45 | 30 | true | true | false | true | 0.64 | 1.09 | 0.03 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | -18 | ECN2 | Electronic | 5 | 92 | 145 | -284 | Region>limit | Hedge | Regional concentration above limit | 259 | Tighten HY exposure bands |
C07231 | CR1566 | 2025-08-08 | Tightening | 132 | 394 | 5.1 | 0.7 | 379,687,134 | Industrials:25.9;Materials:33.4;Tech:40.8 | US:67.2;EU:10.8;APAC:7.8;EMEA:7.5;LATAM:6.6 | AAA:24.6;AA:23.3;BB:11.7;A:40.3 | 5.16 | 61 | 214 | 514 | 7 | 3 | 35 | 45 | 20 | true | true | false | true | 1.97 | 1.07 | -0.2 | Comm:EW | Hedge | Options_Payer: +62bps notional | -14 | 9 | ECN1 | RFQ | 10 | 87 | -150 | -268 | Sector>limit | Rotate | Sector concentration above limit | 199 | Defer adds pending macro print |
C07232 | CR7038 | 2025-12-12 | Tightening | 141 | 512 | 4.6 | 1.5 | 922,534,806 | Utilities:21.6;Industrials:37.9;Consumer:17.8;Financials:22.6 | US:58.3;EU:16.7;APAC:11.4;EMEA:9.2;LATAM:4.4 | AA:23.7;B:9.1;BB:23.8;AAA:20.1;CCC:14.8;A:8.5 | 1.34 | 59.1 | 263 | 143 | 9.7 | 3.5 | 35 | 35 | 35 | true | true | true | true | 0.54 | 1.56 | 0.47 | Industrials:EW | Hedge | Options_Payer: +132bps notional | -55 | -9 | DealerB | Electronic | 6 | 96 | 180 | -100 | HYCap>limit | Hedge | High-yield share above policy cap | 248 | Tighten HY exposure bands |
C07233 | CR1523 | 2025-04-16 | Recovery | 122 | 592 | 4.5 | 0.1 | 659,902,196 | Industrials:10.0;RealEstate:14.7;Utilities:30.2;Energy:26.1;Comm:19.0 | US:70.0;EU:13.5;APAC:5.6;EMEA:7.2;LATAM:3.7 | A:22.9;BBB:16.2;CCC:17.6;AA:20.3;AAA:23.0 | 2.4 | 49.3 | 189 | 236 | 7.6 | 2.5 | 25 | 55 | 25 | true | true | false | false | -0.15 | 1.79 | 0.54 | Utilities:EW;Energy:EW | Hedge | Options_Payer: +157bps notional | 9 | 5 | ECN1 | RFQ | 1 | 98 | -115 | -126 | Sector>limit | Reduce | Sector concentration above limit | 106 | Reviewed by risk; hedges staggered |
C07234 | CR6717 | 2024-12-27 | Stress | 257 | 807 | 7.9 | -1 | 2,521,616,324 | Tech:8.5;Energy:24.6;Financials:15.9;Utilities:22.5;RealEstate:28.5 | US:73.1;EU:7.7;APAC:10.9;EMEA:5.1;LATAM:3.1 | B:6.8;AAA:26.8;AA:22.5;BB:13.4;CCC:30.5 | 7.26 | 49.6 | 327 | 528 | 12 | 2 | 20 | 35 | 35 | true | true | true | true | 1.61 | 1.44 | 0.28 | Consumer:EW | Hedge | Treasury_Futures: +105bps notional | -57 | -8 | DealerC | Electronic | 8 | 88 | 238 | 78 | Sector>limit | Hedge | Sector concentration above limit | 229 | Escalate watchlist names |
C07235 | CR5747 | 2024-06-08 | Tightening | 95 | 484 | 4.9 | 1.4 | 268,181,253 | Healthcare:22.0;Energy:41.2;Tech:36.8 | US:68.2;EU:5.9;APAC:12.4;EMEA:11.5;LATAM:2.0 | BB:17.5;A:33.5;AA:43.6;B:5.5 | 6.41 | 48.1 | 238 | 252 | 4.7 | 3 | 25 | 45 | 30 | true | true | false | true | 1.6 | 1.3 | 0.44 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | -10 | DealerC | DealerAxed | 12 | 93 | -68 | -125 | HYCap>limit | Reduce | High-yield share above policy cap | 179 | Rotate into defensive sectors |
C07236 | CR5636 | 2024-09-11 | Calm | 98 | 374 | 3.3 | 2.9 | 941,509,449 | RealEstate:10.6;Materials:25.4;Utilities:27.2;Consumer:36.8 | US:62.3;EU:15.6;APAC:14.5;EMEA:4.8;LATAM:2.7 | BBB:27.3;A:26.4;AAA:17.4;CCC:6.9;B:12.7;BB:9.2 | 2.18 | 40.9 | 252 | 514 | 9.2 | 3.5 | 20 | 45 | 30 | true | true | false | true | 1.71 | 0.99 | -0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | -12 | ECN2 | Electronic | 2 | 86 | -38 | -361 | Sector>limit | Hedge | Sector concentration above limit | 107 | Defer adds pending macro print |
C07237 | CR8321 | 2025-07-12 | Recovery | 173 | 528 | 4.9 | 1.9 | 992,286,658 | Healthcare:15.8;Comm:13.5;Consumer:18.2;Tech:21.3;Industrials:18.6;RealEstate:12.6 | US:63.7;EU:14.8;APAC:9.4;EMEA:7.5;LATAM:4.7 | BB:14.3;B:20.0;AAA:15.2;CCC:17.8;BBB:16.6;A:16.1 | 6.15 | 27.3 | 274 | 348 | 8.6 | 2 | 30 | 55 | 35 | false | true | true | true | 2.48 | 1.26 | -0.31 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | 12 | DealerC | Electronic | 3 | 96 | 347 | -302 | Region>limit | Hedge | Regional concentration above limit | 248 | Escalate watchlist names |
C07238 | CR9740 | 2025-03-09 | Stress | 258 | 693 | 6.6 | -0.4 | 50,133,594 | Financials:13.0;Materials:16.1;Comm:13.6;Consumer:21.1;Industrials:26.6;Energy:9.6 | US:69.6;EU:7.4;APAC:10.2;EMEA:8.9;LATAM:4.0 | AAA:23.5;CCC:6.3;AA:7.1;A:24.9;BB:16.4;BBB:21.9 | 6.68 | 27.3 | 290 | 376 | 8.4 | 4 | 25 | 55 | 25 | true | true | false | true | 1.58 | 0.79 | -0.35 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 20 | 26 | ECN1 | Electronic | 1 | 88 | 410 | 75 | Region>limit | Rotate | Regional concentration above limit | 161 | Defer adds pending macro print |
C07239 | CR8361 | 2024-12-06 | Tightening | 117 | 420 | 5 | 1.3 | 1,199,111,461 | RealEstate:39.4;Financials:22.5;Materials:38.1 | US:66.3;EU:13.5;APAC:12.3;EMEA:6.8;LATAM:1.1 | AAA:15.2;BBB:8.9;AA:30.1;BB:17.2;A:8.8;B:19.9 | 2.27 | 30.4 | 252 | 420 | 8.4 | 2.5 | 30 | 45 | 20 | true | true | true | true | 0.98 | -0.11 | -0.26 | null | Hedge | Options_Payer: +192bps notional | -53 | 36 | ECN1 | DealerAxed | 10 | 86 | -15 | -258 | VAR>budget | Reduce | Portfolio VAR above budget | 205 | Reviewed by risk; hedges staggered |
C07240 | CR4334 | 2025-01-30 | Stress | 220 | 608 | 8.1 | 0.1 | 1,620,839,474 | Tech:23.8;Consumer:24.3;RealEstate:23.2;Industrials:18.6;Healthcare:10.1 | US:65.7;EU:13.3;APAC:13.1;EMEA:7.8;LATAM:0.0 | BB:5.2;A:43.8;BBB:24.7;AAA:26.3 | 3.39 | 50.9 | 277 | 454 | 18.5 | 2 | 25 | 45 | 30 | false | true | false | true | 0.3 | 0.98 | 0.21 | null | Hedge | iTraxx_XOVER: +52bps notional | -7 | -6 | DealerC | RFQ | 10 | 85 | 262 | -269 | VAR>budget | Hedge | Portfolio VAR above budget | 143 | Tighten HY exposure bands |
C07241 | CR5401 | 2024-12-18 | Calm | 102 | 360 | 4.5 | 1.8 | 720,286,579 | Tech:16.7;Consumer:16.3;Industrials:26.5;Energy:24.7;Comm:15.9 | US:72.7;EU:8.0;APAC:6.9;EMEA:10.1;LATAM:2.3 | BB:18.2;B:20.6;AA:20.6;BBB:22.7;A:17.8 | 2.46 | 29.6 | 161 | 177 | 14.2 | 4 | 20 | 35 | 30 | true | true | true | false | 1.75 | 0.28 | 0.28 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | 16 | ECN2 | Electronic | 5 | 100 | 114 | -373 | HYCap>limit | Hedge | High-yield share above policy cap | 117 | Rotate into defensive sectors |
C07242 | CR9550 | 2025-03-04 | Recovery | 123 | 554 | 6.4 | 1.4 | 1,939,240,300 | Industrials:14.5;Energy:15.5;Comm:23.2;Consumer:8.8;RealEstate:14.2;Utilities:23.8 | US:64.0;EU:13.3;APAC:8.9;EMEA:9.4;LATAM:4.3 | A:37.6;BBB:15.9;AA:28.1;B:18.4 | 3.46 | 47.4 | 108 | 474 | 16.9 | 2.5 | 30 | 55 | 30 | false | true | false | false | -0.01 | -0.25 | 0.31 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 8 | ECN1 | Electronic | 5 | 95 | 233 | -99 | Sector>limit | Hedge | Sector concentration above limit | 202 | Rotate into defensive sectors |
C07243 | CR6451 | 2024-10-15 | Stress | 239 | 639 | 5.5 | -1.3 | 2,930,128,047 | Industrials:31.7;Comm:32.7;Financials:35.6 | US:55.2;EU:18.3;APAC:12.9;EMEA:7.1;LATAM:6.5 | AAA:16.7;BB:27.7;B:21.6;A:16.7;AA:5.4;CCC:12.0 | 1 | 23.2 | 315 | 626 | 11.5 | 2.5 | 20 | 45 | 30 | true | true | true | true | 1.58 | 0.15 | 0.16 | Comm:EW | Hedge | Treasury_Futures: +191bps notional | -9 | 17 | ECN1 | DealerAxed | 3 | 85 | 115 | -200 | HYCap>limit | Hedge | High-yield share above policy cap | 145 | Rotate into defensive sectors |
C07244 | CR4612 | 2025-03-17 | Stress | 160 | 796 | 6.2 | -1.7 | 1,383,182,087 | Comm:25.9;Financials:14.2;Materials:12.5;Industrials:11.1;Tech:20.6;Consumer:15.8 | US:69.1;EU:17.7;APAC:4.7;EMEA:4.1;LATAM:4.4 | BBB:23.9;AA:25.1;CCC:25.8;BB:25.2 | 3.93 | 44.4 | 164 | 340 | 15.8 | 3 | 30 | 35 | 30 | false | true | true | false | 1.08 | -0.26 | -0.19 | Comm:EW | Hedge | CDX_HY: +193bps notional | -1 | -15 | ECN1 | Electronic | 2 | 91 | 270 | -98 | HYCap>limit | Hedge | High-yield share above policy cap | 222 | Defer adds pending macro print |
C07245 | CR0240 | 2025-04-17 | Tightening | 141 | 454 | 5 | 1.9 | 303,209,181 | RealEstate:16.2;Comm:36.2;Consumer:47.6 | US:71.9;EU:14.3;APAC:7.7;EMEA:3.7;LATAM:2.3 | AA:29.8;BB:11.6;AAA:9.0;B:8.6;BBB:34.7;CCC:6.3 | 6.9 | 21.2 | 273 | 142 | 14.5 | 3 | 20 | 35 | 20 | true | true | true | true | 1.01 | 0.42 | 0.39 | Tech:EW | Hedge | CDX_IG: +198bps notional | 7 | -5 | DealerA | RFQ | 1 | 89 | 48 | -213 | Sector>limit | Reduce | Sector concentration above limit | 194 | Tighten HY exposure bands |
C07246 | CR0159 | 2025-07-03 | Stress | 153 | 617 | 6.8 | -0.5 | 2,539,294,981 | Energy:17.7;Materials:19.1;Financials:63.2 | US:70.7;EU:9.1;APAC:5.8;EMEA:7.1;LATAM:7.3 | BB:28.2;BBB:24.8;AA:21.6;AAA:25.5 | 3.46 | 37 | 276 | 296 | 20.7 | 3 | 25 | 45 | 20 | true | true | true | true | 0.08 | -0.22 | 0.53 | Financials:EW | Hedge | Treasury_Futures: +182bps notional | -27 | -20 | DealerB | Electronic | 4 | 88 | 439 | -206 | Region>limit | Reduce | Regional concentration above limit | 222 | Defer adds pending macro print |
C07247 | CR4062 | 2024-03-04 | Calm | 85 | 406 | 3.8 | 1.9 | 1,598,035,960 | Consumer:30.9;Utilities:34.1;Materials:35.0 | US:72.3;EU:16.7;APAC:6.1;EMEA:4.7;LATAM:0.3 | AAA:11.7;BB:14.5;A:19.2;BBB:21.7;B:12.1;CCC:20.8 | 7.06 | 43.8 | 216 | 279 | 9.4 | 3.5 | 30 | 45 | 25 | true | true | true | true | 1.35 | 0.35 | -0.22 | Consumer:EW | Hedge | iTraxx_XOVER: +200bps notional | -34 | 30 | DealerA | Electronic | 0 | 86 | 213 | -103 | HYCap>limit | Reduce | High-yield share above policy cap | 150 | Tighten HY exposure bands |
C07248 | CR4379 | 2024-02-06 | Calm | 108 | 367 | 4.2 | 1.7 | 2,924,871,786 | Healthcare:14.3;RealEstate:40.6;Financials:15.2;Utilities:29.9 | US:63.7;EU:19.1;APAC:10.4;EMEA:4.9;LATAM:1.9 | BBB:13.4;BB:30.2;A:14.0;AAA:10.8;CCC:19.2;AA:12.4 | 4.22 | 31.6 | 266 | 326 | 7.2 | 2.5 | 30 | 35 | 25 | true | true | true | true | 0.53 | 1.24 | 0.49 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | -10 | DealerA | RFQ | 5 | 87 | 11 | -68 | VAR>budget | Rotate | Portfolio VAR above budget | 158 | Escalate watchlist names |
C07249 | CR7064 | 2024-08-14 | Recovery | 120 | 530 | 4.8 | 0.1 | 1,793,610,004 | Healthcare:18.9;RealEstate:21.1;Consumer:23.4;Comm:36.6 | US:71.0;EU:7.3;APAC:9.3;EMEA:7.6;LATAM:4.9 | B:9.5;A:50.0;CCC:10.0;AA:30.5 | 2.21 | 61.7 | 190 | 516 | 9.9 | 3 | 20 | 35 | 35 | true | true | false | false | -0.27 | 1.42 | 0.28 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | -14 | ECN1 | RFQ | 1 | 100 | 401 | 88 | Sector>limit | Rotate | Sector concentration above limit | 210 | Defer adds pending macro print |
C07250 | CR6063 | 2024-03-22 | Calm | 76 | 295 | 3.6 | 1.6 | 2,796,702,146 | Healthcare:20.1;Consumer:14.6;Materials:15.4;RealEstate:22.9;Financials:26.9 | US:63.3;EU:17.5;APAC:6.6;EMEA:8.9;LATAM:3.6 | AAA:28.8;AA:24.8;B:24.9;BBB:10.5;BB:11.0 | 1.39 | 33.7 | 248 | 196 | 5 | 2.5 | 30 | 55 | 35 | false | true | true | true | 0.03 | 0.38 | -0.4 | null | Hedge | iTraxx_MAIN: +161bps notional | -57 | -9 | ECN1 | Electronic | 11 | 99 | 258 | -382 | VAR>budget | Reduce | Portfolio VAR above budget | 104 | Escalate watchlist names |
C07251 | CR4149 | 2024-08-30 | Recovery | 112 | 650 | 4.6 | -0.5 | 2,291,263,314 | Healthcare:36.4;Materials:37.9;Energy:25.8 | US:58.9;EU:18.3;APAC:7.3;EMEA:11.7;LATAM:3.8 | BBB:14.9;A:28.0;BB:36.4;AA:20.7 | 5.01 | 54.9 | 267 | 376 | 7.8 | 2 | 35 | 45 | 20 | true | true | true | true | 0.63 | 0.92 | -0.13 | Industrials:EW | Hedge | CDX_HY: +58bps notional | -54 | -19 | ECN1 | RFQ | 7 | 96 | -95 | 69 | Sector>limit | PauseAdds | Sector concentration above limit | 248 | Reviewed by risk; hedges staggered |
C07252 | CR2126 | 2024-08-03 | Stress | 185 | 635 | 7.4 | 0.8 | 1,905,883,755 | Tech:37.8;Consumer:30.3;Healthcare:32.0 | US:58.7;EU:10.4;APAC:16.5;EMEA:6.9;LATAM:7.5 | AA:28.9;AAA:21.8;BBB:23.4;BB:8.0;B:17.8 | 1.25 | 41.3 | 245 | 529 | 8 | 3.5 | 20 | 35 | 35 | true | true | false | true | 1.75 | -0.14 | 0.43 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -54 | -1 | DealerC | Electronic | 4 | 94 | 88 | -124 | Sector>limit | Rotate | Sector concentration above limit | 142 | Reviewed by risk; hedges staggered |
C07253 | CR1138 | 2024-02-22 | Stress | 248 | 748 | 6 | 0.6 | 542,690,953 | Utilities:39.1;Financials:35.8;Comm:25.1 | US:53.6;EU:14.0;APAC:14.0;EMEA:11.7;LATAM:6.8 | BB:14.3;A:15.8;BBB:14.2;CCC:13.2;AA:9.0;B:33.6 | 2.22 | 37.4 | 280 | 596 | 13 | 2 | 20 | 45 | 35 | true | true | true | true | 1.97 | 0.85 | 0.05 | Healthcare:EW | Hedge | iTraxx_MAIN: +192bps notional | 20 | -17 | DealerC | RFQ | 10 | 92 | 252 | -404 | Region>limit | Reduce | Regional concentration above limit | 110 | Tighten HY exposure bands |
C07254 | CR2698 | 2024-07-06 | Calm | 76 | 375 | 3.9 | 2.5 | 232,557,512 | Utilities:26.3;Industrials:35.3;Consumer:38.5 | US:60.7;EU:10.3;APAC:12.8;EMEA:8.5;LATAM:7.8 | BBB:23.2;AA:43.6;CCC:13.1;BB:4.7;B:15.5 | 4.62 | 46.7 | 101 | 334 | 15 | 2 | 30 | 35 | 35 | true | true | false | false | -0.13 | 0.11 | 0.49 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -13 | 8 | ECN1 | RFQ | 4 | 97 | 157 | -447 | VAR>budget | PauseAdds | Portfolio VAR above budget | 150 | Tighten HY exposure bands |
C07255 | CR4063 | 2025-09-15 | Tightening | 101 | 410 | 4.5 | 1.2 | 566,123,791 | Comm:24.6;Financials:16.5;Healthcare:15.6;Consumer:28.6;Tech:14.9 | US:69.9;EU:11.0;APAC:12.6;EMEA:5.1;LATAM:1.4 | A:17.3;BBB:14.2;B:9.0;AA:14.4;BB:8.8;CCC:36.2 | 2.03 | 56.7 | 229 | 241 | 2.2 | 3.5 | 35 | 35 | 35 | false | true | true | true | 2.43 | -0.16 | -0.07 | Utilities:EW;Industrials:EW | Hedge | iTraxx_MAIN: +122bps notional | 7 | -4 | DealerC | Electronic | 6 | 85 | 260 | -38 | Sector>limit | Hedge | Sector concentration above limit | 110 | Defer adds pending macro print |
C07256 | CR3876 | 2024-06-13 | Calm | 111 | 296 | 4.3 | 2.3 | 1,249,271,333 | Healthcare:7.1;RealEstate:9.1;Financials:18.4;Utilities:8.2;Comm:27.8;Consumer:29.3 | US:69.9;EU:8.9;APAC:10.4;EMEA:5.5;LATAM:5.4 | AA:41.3;A:24.6;B:11.7;CCC:8.4;BB:14.1 | 5.19 | 61.8 | 185 | 245 | 7 | 4 | 30 | 55 | 30 | false | true | true | false | 1.45 | 1.13 | 0.41 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -26 | 43 | DealerB | DealerAxed | 0 | 95 | -172 | -324 | VAR>budget | Rotate | Portfolio VAR above budget | 219 | Tighten HY exposure bands |
C07257 | CR9861 | 2025-01-02 | Calm | 89 | 409 | 3.5 | 2.4 | 477,115,448 | Utilities:10.1;Financials:33.8;Energy:28.8;Tech:27.2 | US:65.5;EU:16.2;APAC:7.0;EMEA:5.0;LATAM:6.3 | BBB:20.3;AA:13.9;B:12.1;AAA:22.0;BB:3.6;A:28.2 | 6 | 62.1 | 143 | 327 | 6.8 | 3 | 20 | 35 | 35 | true | true | false | false | 1.07 | 0.44 | 0.11 | Comm:EW;RealEstate:EW;Consumer:EW | Hedge | Treasury_Futures: +91bps notional | 16 | -15 | DealerB | All2All | 5 | 93 | 285 | 106 | HYCap>limit | Hedge | High-yield share above policy cap | 133 | Defer adds pending macro print |
C07258 | CR9809 | 2024-12-31 | Tightening | 122 | 460 | 4.8 | 0.8 | 1,646,606,659 | Energy:19.4;Tech:44.2;Consumer:36.4 | US:62.7;EU:17.5;APAC:9.1;EMEA:7.8;LATAM:2.9 | BB:16.0;AA:11.8;AAA:32.9;A:39.3 | 5.15 | 48.5 | 114 | 386 | 15.2 | 3 | 25 | 55 | 30 | true | true | false | false | -0.04 | -0.01 | -0.26 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 44 | DealerC | DealerAxed | 5 | 88 | 93 | -1 | Sector>limit | Hedge | Sector concentration above limit | 190 | Escalate watchlist names |
C07259 | CR9975 | 2025-10-19 | Tightening | 111 | 420 | 4.6 | 0.8 | 2,848,451,137 | Tech:24.3;Energy:28.7;Consumer:20.8;Industrials:17.2;Utilities:9.0 | US:65.9;EU:11.3;APAC:11.6;EMEA:8.4;LATAM:2.9 | BBB:8.4;CCC:42.6;AA:10.8;AAA:17.7;B:10.1;BB:10.4 | 4.37 | 59.9 | 130 | 357 | 11.1 | 4 | 25 | 55 | 35 | true | true | true | false | 0.63 | 1.2 | -0.28 | null | Hedge | iTraxx_XOVER: +192bps notional | -54 | -14 | DealerC | RFQ | 1 | 99 | -176 | 27 | Region>limit | Rotate | Regional concentration above limit | 155 | Reviewed by risk; hedges staggered |
C07260 | CR0204 | 2025-01-05 | Stress | 170 | 825 | 7.7 | -1 | 1,277,167,881 | RealEstate:28.8;Consumer:30.4;Industrials:26.5;Comm:14.3 | US:70.6;EU:9.7;APAC:5.3;EMEA:6.5;LATAM:7.8 | A:35.1;CCC:5.2;BBB:24.5;AAA:35.3 | 4.72 | 27.6 | 155 | 262 | 6.6 | 4 | 25 | 55 | 35 | true | true | false | false | 0.93 | 0.51 | 0.19 | RealEstate:EW | Hedge | SingleName_CDS: +95bps notional | 2 | 33 | ECN2 | All2All | 1 | 94 | 89 | 150 | Region>limit | Rotate | Regional concentration above limit | 258 | Tighten HY exposure bands |
C07261 | CR3279 | 2025-06-25 | Tightening | 127 | 458 | 4.4 | 1.5 | 2,613,952,580 | Industrials:25.1;Consumer:22.0;Comm:20.6;Healthcare:32.3 | US:73.7;EU:9.0;APAC:5.9;EMEA:11.2;LATAM:0.3 | AAA:21.1;AA:32.3;CCC:19.3;B:27.2 | 1.43 | 29.7 | 92 | 500 | 15.6 | 2 | 20 | 35 | 20 | true | true | true | false | 2.32 | 0.97 | 0.45 | null | Hedge | iTraxx_MAIN: +92bps notional | 4 | -8 | DealerB | All2All | 11 | 89 | 246 | -377 | HYCap>limit | Hedge | High-yield share above policy cap | 202 | Escalate watchlist names |
C07262 | CR7138 | 2024-06-10 | Calm | 68 | 344 | 3.7 | 1.7 | 1,111,312,818 | Healthcare:13.6;Utilities:12.3;Energy:25.5;Industrials:16.7;RealEstate:31.9 | US:65.6;EU:9.2;APAC:14.1;EMEA:4.0;LATAM:7.2 | B:21.0;BB:10.0;A:14.7;AA:26.3;BBB:8.6;AAA:19.3 | 7.47 | 44.3 | 171 | 437 | 17 | 4 | 20 | 35 | 20 | true | true | true | false | 2.39 | 0.77 | -0.38 | Tech:EW | Hedge | SingleName_CDS: +60bps notional | -44 | -15 | DealerB | RFQ | 2 | 91 | -107 | 38 | Sector>limit | Rotate | Sector concentration above limit | 187 | Rotate into defensive sectors |
C07263 | CR0534 | 2025-09-03 | Calm | 89 | 359 | 3.7 | 1.8 | 250,332,792 | Tech:20.6;Comm:22.3;RealEstate:22.9;Energy:14.4;Financials:19.9 | US:75.5;EU:7.6;APAC:10.7;EMEA:5.3;LATAM:0.9 | A:38.7;BB:17.8;B:12.8;CCC:30.7 | 6.61 | 52.2 | 91 | 330 | 5.3 | 3 | 35 | 45 | 20 | false | true | true | false | 0.44 | -0.24 | 0.1 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -3 | 38 | DealerB | Electronic | 0 | 87 | -175 | 59 | Sector>limit | Reduce | Sector concentration above limit | 227 | Rotate into defensive sectors |
C07264 | CR8414 | 2024-12-10 | Stress | 175 | 680 | 7.6 | -1.6 | 404,425,697 | Energy:25.1;Comm:46.4;RealEstate:28.5 | US:68.5;EU:9.0;APAC:6.4;EMEA:10.0;LATAM:6.0 | BBB:20.1;CCC:9.1;A:38.1;AAA:32.7 | 6.33 | 46.7 | 299 | 516 | 10.5 | 2 | 20 | 55 | 35 | true | true | false | true | 1.92 | 0.87 | 0.38 | Tech:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -25 | 34 | ECN1 | All2All | 8 | 86 | -9 | -65 | Sector>limit | Hedge | Sector concentration above limit | 158 | Defer adds pending macro print |
C07265 | CR2237 | 2024-06-18 | Calm | 93 | 298 | 3.7 | 1.6 | 2,753,024,648 | Financials:15.2;Utilities:30.6;Consumer:16.9;Materials:11.1;Tech:26.1 | US:60.1;EU:19.3;APAC:11.8;EMEA:4.2;LATAM:4.6 | BB:7.2;CCC:34.0;AAA:30.0;BBB:28.9 | 1.69 | 37.7 | 225 | 172 | 11.6 | 2 | 25 | 45 | 25 | true | true | true | true | 0.19 | 1.27 | -0.31 | Materials:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 3 | 15 | DealerA | All2All | 0 | 89 | -10 | -30 | Region>limit | Rotate | Regional concentration above limit | 173 | Reviewed by risk; hedges staggered |
C07266 | CR0249 | 2025-03-17 | Calm | 99 | 327 | 3.2 | 2.4 | 646,355,689 | Energy:30.5;Materials:11.6;Consumer:11.0;Comm:23.1;Financials:23.9 | US:65.7;EU:15.3;APAC:5.4;EMEA:9.6;LATAM:4.1 | B:16.1;BB:12.1;A:16.9;CCC:12.6;AAA:23.5;BBB:18.8 | 1.22 | 52.3 | 167 | 241 | 15.5 | 2 | 25 | 55 | 25 | true | true | true | false | 1.88 | -0.28 | -0.3 | Healthcare:EW | Hedge | CDX_IG: +200bps notional | -10 | 3 | ECN1 | RFQ | 4 | 89 | -87 | -278 | Sector>limit | Reduce | Sector concentration above limit | 179 | Tighten HY exposure bands |
C07267 | CR6899 | 2025-01-20 | Stress | 243 | 659 | 6.7 | -0 | 914,481,885 | Consumer:34.6;Materials:33.6;RealEstate:31.8 | US:72.0;EU:7.0;APAC:11.6;EMEA:5.0;LATAM:4.5 | CCC:17.9;BBB:26.5;B:14.3;A:41.2 | 3.73 | 62.7 | 247 | 575 | 10.2 | 2.5 | 35 | 55 | 20 | false | true | true | true | 0.6 | 1.54 | -0.29 | Comm:EW;Materials:EW | Hedge | Options_Payer: +90bps notional | -43 | 22 | DealerC | DealerAxed | 6 | 98 | 232 | -106 | Sector>limit | Hedge | Sector concentration above limit | 164 | Tighten HY exposure bands |
C07268 | CR2121 | 2025-03-22 | Calm | 70 | 389 | 4.1 | 2.8 | 2,497,600,626 | Materials:27.3;Financials:26.9;Consumer:17.1;Healthcare:20.0;Comm:8.7 | US:57.9;EU:18.2;APAC:15.9;EMEA:5.7;LATAM:2.3 | AAA:16.3;CCC:25.1;B:11.3;AA:12.6;BBB:17.9;A:16.8 | 7.05 | 41 | 208 | 157 | 12.7 | 3 | 35 | 55 | 20 | false | true | true | true | 2.12 | 0.65 | -0.07 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 45 | ECN1 | Electronic | 12 | 89 | -83 | 1 | VAR>budget | Hedge | Portfolio VAR above budget | 184 | Tighten HY exposure bands |
C07269 | CR9324 | 2024-02-02 | Calm | 117 | 318 | 3.8 | 2.6 | 1,745,926,734 | Tech:36.6;Financials:39.8;Comm:23.6 | US:69.5;EU:13.2;APAC:6.3;EMEA:4.8;LATAM:6.3 | BB:10.0;AA:18.0;AAA:31.5;BBB:40.5 | 1.68 | 46.6 | 124 | 484 | 18 | 3 | 20 | 45 | 20 | true | true | false | false | 1.52 | -0.13 | -0.12 | Materials:EW | Hedge | CDX_IG: +200bps notional | -57 | 45 | DealerC | All2All | 3 | 96 | -85 | -264 | VAR>budget | Reduce | Portfolio VAR above budget | 119 | Rotate into defensive sectors |
C07270 | CR7045 | 2024-04-21 | Recovery | 116 | 522 | 4.7 | -0 | 787,787,133 | Financials:16.7;Materials:16.2;Utilities:31.8;Energy:11.0;Comm:24.3 | US:60.9;EU:6.4;APAC:14.5;EMEA:13.1;LATAM:5.1 | BBB:13.6;CCC:25.7;B:38.3;AA:22.4 | 7.09 | 58.5 | 162 | 402 | 7 | 3 | 30 | 55 | 20 | true | true | true | false | -0.07 | 1.56 | 0.11 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -51 | 27 | ECN1 | Electronic | 8 | 95 | -10 | -311 | HYCap>limit | Reduce | High-yield share above policy cap | 138 | Rotate into defensive sectors |
C07271 | CR2338 | 2024-04-05 | Calm | 102 | 356 | 4.2 | 1.8 | 315,084,978 | Energy:9.5;Utilities:20.9;Industrials:9.9;Financials:26.2;Healthcare:8.1;Tech:25.4 | US:60.3;EU:10.6;APAC:15.2;EMEA:9.9;LATAM:4.0 | AA:32.5;B:20.2;BB:26.6;AAA:20.7 | 7.35 | 22.5 | 138 | 225 | 4.5 | 3 | 25 | 55 | 20 | true | true | true | false | 0.26 | 0.62 | 0.1 | null | Hedge | CDX_HY: +62bps notional | 0 | 21 | ECN1 | Electronic | 12 | 99 | -166 | 114 | VAR>budget | Hedge | Portfolio VAR above budget | 139 | Reviewed by risk; hedges staggered |
C07272 | CR7242 | 2024-05-03 | Stress | 233 | 803 | 7.1 | -0.7 | 1,343,128,953 | Comm:24.6;Consumer:22.1;Healthcare:16.3;Financials:37.1 | US:63.4;EU:12.8;APAC:13.9;EMEA:4.2;LATAM:5.7 | B:13.0;AA:16.9;AAA:21.7;A:30.6;BB:17.8 | 3.35 | 56.4 | 215 | 412 | 12.2 | 4 | 20 | 55 | 30 | true | true | true | true | 1.79 | -0.18 | -0.31 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | 43 | ECN2 | RFQ | 9 | 87 | -113 | -108 | HYCap>limit | Hedge | High-yield share above policy cap | 101 | Reviewed by risk; hedges staggered |
C07273 | CR4279 | 2024-09-20 | Recovery | 149 | 524 | 5 | -0.4 | 1,726,469,918 | Industrials:23.9;Materials:44.8;RealEstate:31.3 | US:72.5;EU:11.9;APAC:5.1;EMEA:4.6;LATAM:5.9 | BB:42.1;AAA:28.6;BBB:20.4;A:8.9 | 2.14 | 34.4 | 138 | 443 | 15.1 | 2.5 | 25 | 35 | 25 | true | true | true | false | 1.68 | 0.42 | -0.05 | Industrials:EW;RealEstate:EW | Hedge | iTraxx_MAIN: +198bps notional | -25 | 45 | DealerA | Electronic | 9 | 90 | -49 | -370 | Sector>limit | Hedge | Sector concentration above limit | 116 | Rotate into defensive sectors |
C07274 | CR6983 | 2025-09-10 | Tightening | 145 | 488 | 5.2 | 1.1 | 2,494,666,041 | Consumer:35.9;Utilities:33.1;Materials:15.1;Energy:15.9 | US:68.5;EU:12.4;APAC:12.3;EMEA:3.4;LATAM:3.5 | CCC:12.4;B:19.9;BB:18.8;AA:48.9 | 1.47 | 45 | 252 | 427 | 12.4 | 4 | 20 | 45 | 25 | true | true | true | true | 2.29 | 0.47 | 0.38 | Utilities:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -56 | -3 | DealerC | All2All | 11 | 92 | 218 | -95 | Region>limit | Hedge | Regional concentration above limit | 192 | Defer adds pending macro print |
C07275 | CR6207 | 2025-11-17 | Recovery | 172 | 522 | 4.8 | 1.6 | 2,880,472,961 | Materials:12.6;Comm:30.5;RealEstate:39.0;Consumer:17.9 | US:61.5;EU:17.7;APAC:14.3;EMEA:3.7;LATAM:2.8 | AAA:13.4;B:12.9;AA:40.3;A:24.1;BB:9.2 | 0.91 | 57.5 | 113 | 418 | 6.1 | 4 | 30 | 35 | 30 | true | true | false | false | 2.45 | 0.77 | 0.37 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -57 | -12 | ECN2 | Electronic | 0 | 93 | -86 | -112 | VAR>budget | Hedge | Portfolio VAR above budget | 198 | Reviewed by risk; hedges staggered |
C07276 | CR1140 | 2024-02-14 | Stress | 164 | 568 | 5.4 | -1.8 | 81,890,036 | RealEstate:28.0;Consumer:20.1;Utilities:15.5;Materials:36.4 | US:69.9;EU:11.6;APAC:11.4;EMEA:3.4;LATAM:3.7 | CCC:9.4;BBB:24.0;BB:4.8;B:5.5;AA:27.3;AAA:29.1 | 1.71 | 60.1 | 326 | 620 | 17.4 | 4 | 30 | 55 | 30 | true | true | false | true | 1.63 | 0.35 | 0.14 | RealEstate:EW | Hedge | CDX_IG: +63bps notional | -27 | 1 | DealerA | RFQ | 0 | 93 | -78 | -284 | HYCap>limit | Hedge | High-yield share above policy cap | 170 | Reviewed by risk; hedges staggered |
C07277 | CR6500 | 2024-08-27 | Calm | 94 | 317 | 3.2 | 1.6 | 2,745,545,898 | Financials:38.2;Comm:37.8;RealEstate:13.8;Tech:10.3 | US:75.4;EU:6.5;APAC:6.8;EMEA:5.0;LATAM:6.4 | AA:19.2;BBB:18.7;BB:19.4;B:18.3;AAA:24.4 | 4.08 | 56.3 | 234 | 509 | 7.5 | 2 | 30 | 45 | 30 | true | true | true | true | -0.33 | 0.81 | 0.17 | Consumer:EW | Hedge | CDX_HY: +79bps notional | -7 | 38 | DealerB | Electronic | 10 | 85 | -98 | -90 | VAR>budget | Reduce | Portfolio VAR above budget | 146 | Reviewed by risk; hedges staggered |
C07278 | CR1089 | 2025-11-15 | Stress | 194 | 829 | 6 | -0.9 | 2,853,651,059 | Utilities:18.4;Materials:26.5;Tech:14.7;Industrials:14.7;Consumer:6.6;RealEstate:19.2 | US:55.8;EU:17.4;APAC:10.4;EMEA:9.1;LATAM:7.4 | AA:32.5;B:25.0;BBB:21.4;CCC:21.2 | 3.3 | 30.2 | 347 | 664 | 16.2 | 2 | 20 | 55 | 30 | true | true | true | true | -0.1 | 0.51 | -0.07 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | 23 | ECN2 | Electronic | 10 | 87 | 423 | -65 | Sector>limit | Rotate | Sector concentration above limit | 159 | Reviewed by risk; hedges staggered |
C07279 | CR0698 | 2024-01-13 | Calm | 88 | 417 | 4.3 | 1.6 | 530,087,719 | Healthcare:32.2;Tech:34.7;Financials:33.1 | US:61.5;EU:15.1;APAC:10.6;EMEA:10.5;LATAM:2.3 | BB:13.0;B:15.0;AAA:25.2;CCC:8.0;BBB:24.9;AA:13.9 | 6.64 | 44.7 | 125 | 473 | 3.6 | 3.5 | 35 | 55 | 20 | false | true | true | false | 0.95 | 1.55 | -0.32 | Industrials:EW | Hedge | Treasury_Futures: +130bps notional | -15 | 36 | ECN1 | Electronic | 6 | 95 | -74 | 70 | HYCap>limit | Hedge | High-yield share above policy cap | 240 | Escalate watchlist names |
C07280 | CR1033 | 2024-10-15 | Stress | 204 | 645 | 5.8 | 0.1 | 2,456,563,523 | Industrials:9.7;Utilities:21.1;Healthcare:15.6;Consumer:20.9;Financials:13.8;Materials:19.0 | US:62.6;EU:13.3;APAC:12.6;EMEA:10.2;LATAM:1.3 | B:24.2;A:15.7;AA:14.2;BBB:18.9;AAA:9.9;CCC:17.0 | 1.64 | 32.8 | 295 | 372 | 21.1 | 3 | 35 | 45 | 20 | false | true | true | true | 1.9 | 0.64 | 0.31 | Financials:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | 10 | ECN2 | All2All | 11 | 91 | 255 | 49 | HYCap>limit | Hedge | High-yield share above policy cap | 140 | Escalate watchlist names |
C07281 | CR8872 | 2025-03-30 | Tightening | 101 | 388 | 4.7 | 1.3 | 2,335,124,316 | Comm:31.9;RealEstate:10.0;Healthcare:17.2;Industrials:20.5;Financials:20.4 | US:66.4;EU:14.7;APAC:8.7;EMEA:9.4;LATAM:0.8 | A:23.9;BBB:23.6;CCC:6.7;AAA:20.2;AA:25.5 | 5.15 | 50.6 | 177 | 232 | 8.5 | 3 | 30 | 55 | 20 | true | true | false | false | 1.68 | 0.41 | -0.36 | Comm:EW;Tech:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -41 | -21 | DealerB | RFQ | 10 | 85 | -117 | 82 | HYCap>limit | Reduce | High-yield share above policy cap | 90 | Reviewed by risk; hedges staggered |
C07282 | CR2643 | 2025-08-17 | Stress | 242 | 576 | 7.4 | -1.4 | 249,947,176 | Tech:31.7;Utilities:36.8;Materials:31.4 | US:71.7;EU:6.8;APAC:11.4;EMEA:4.4;LATAM:5.6 | BB:6.0;CCC:9.0;AAA:19.5;AA:16.1;A:16.6;BBB:32.9 | 3.61 | 20.9 | 368 | 536 | 22.2 | 2.5 | 20 | 55 | 25 | true | true | false | true | 0.53 | 1.35 | 0.35 | Healthcare:EW;Utilities:EW | Hedge | Treasury_Futures: +144bps notional | -16 | 42 | DealerA | RFQ | 12 | 95 | -9 | -333 | HYCap>limit | Rotate | High-yield share above policy cap | 212 | Tighten HY exposure bands |
C07283 | CR9881 | 2025-02-08 | Recovery | 116 | 555 | 4.5 | 1.5 | 2,922,598,871 | Comm:10.8;Utilities:16.0;Healthcare:38.9;Financials:34.3 | US:66.5;EU:10.6;APAC:9.7;EMEA:6.6;LATAM:6.6 | BBB:15.4;B:16.9;A:16.8;CCC:26.2;AAA:17.6;BB:7.1 | 2.18 | 20.3 | 166 | 316 | 7.1 | 3 | 20 | 55 | 20 | true | true | true | false | 1.68 | 0.12 | 0.35 | null | Hedge | Options_Payer: +160bps notional | -58 | 4 | ECN1 | All2All | 0 | 93 | 240 | -48 | HYCap>limit | Hedge | High-yield share above policy cap | 181 | Defer adds pending macro print |
C07284 | CR5271 | 2024-06-15 | Recovery | 105 | 519 | 5.6 | -0.3 | 519,876,208 | Energy:28.4;Financials:27.1;Materials:35.9;Utilities:8.6 | US:63.9;EU:18.6;APAC:11.1;EMEA:3.7;LATAM:2.7 | CCC:28.3;BBB:19.8;A:16.6;B:35.3 | 2.9 | 53.3 | 85 | 223 | 15.7 | 2 | 20 | 55 | 35 | true | true | true | false | 1.43 | -0.21 | -0.21 | Financials:EW;Comm:EW | Hedge | iTraxx_XOVER: +91bps notional | -27 | 35 | ECN2 | All2All | 12 | 97 | 302 | -203 | Region>limit | PauseAdds | Regional concentration above limit | 171 | Reviewed by risk; hedges staggered |
C07285 | CR0025 | 2025-03-02 | Calm | 83 | 329 | 4.5 | 1.6 | 930,610,394 | Tech:16.4;Industrials:27.5;Materials:16.8;Comm:39.3 | US:62.2;EU:11.5;APAC:10.5;EMEA:8.8;LATAM:7.1 | B:34.0;BB:20.5;A:21.5;BBB:13.4;AA:10.5 | 0.73 | 29.5 | 198 | 152 | 17.5 | 4 | 20 | 55 | 30 | true | true | true | false | -0.09 | -0.16 | 0.01 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -28 | -20 | ECN2 | Electronic | 3 | 88 | 240 | -225 | Region>limit | Reduce | Regional concentration above limit | 154 | Tighten HY exposure bands |
C07286 | CR7611 | 2024-03-07 | Recovery | 159 | 455 | 5.5 | -0.2 | 1,331,908,183 | Consumer:21.2;Industrials:22.2;Financials:15.3;RealEstate:17.9;Tech:23.3 | US:60.9;EU:11.5;APAC:12.8;EMEA:8.6;LATAM:6.3 | CCC:10.3;A:15.7;AAA:18.1;BBB:20.5;BB:20.4;B:15.0 | 2.58 | 54.2 | 137 | 136 | 9.8 | 4 | 20 | 45 | 35 | true | true | true | false | -0.23 | 0.1 | -0.37 | Consumer:EW;Financials:EW | Hedge | CDX_IG: +168bps notional | -2 | 29 | ECN1 | All2All | 10 | 97 | 122 | 79 | HYCap>limit | Rotate | High-yield share above policy cap | 121 | Rotate into defensive sectors |
C07287 | CR7401 | 2025-03-05 | Tightening | 124 | 462 | 4.9 | 0.7 | 2,255,215,445 | Consumer:17.5;Materials:42.3;Financials:40.2 | US:64.2;EU:8.2;APAC:14.3;EMEA:12.2;LATAM:1.1 | BBB:21.7;B:29.7;CCC:13.6;AAA:35.0 | 2.75 | 20.2 | 224 | 178 | 9.8 | 3.5 | 30 | 45 | 30 | true | true | true | true | 1.07 | 1.31 | -0.12 | Industrials:EW;Healthcare:EW | Hedge | SingleName_CDS: +115bps notional | -2 | 23 | ECN1 | RFQ | 9 | 94 | 329 | -400 | Sector>limit | Hedge | Sector concentration above limit | 133 | Defer adds pending macro print |
C07288 | CR9264 | 2025-03-01 | Calm | 71 | 350 | 4.3 | 2.8 | 2,509,331,920 | Healthcare:7.7;Materials:13.3;RealEstate:26.4;Tech:22.0;Consumer:18.9;Industrials:11.6 | US:68.0;EU:12.5;APAC:11.7;EMEA:5.3;LATAM:2.5 | AA:7.7;BBB:15.5;CCC:24.8;B:35.2;AAA:16.7 | 1.99 | 64.4 | 256 | 200 | 14.5 | 3 | 30 | 45 | 35 | false | true | true | true | 0.5 | 1.03 | 0.21 | Healthcare:EW | Hedge | iTraxx_MAIN: +141bps notional | -35 | 22 | DealerA | DealerAxed | 12 | 85 | 399 | -302 | HYCap>limit | Hedge | High-yield share above policy cap | 126 | Escalate watchlist names |
C07289 | CR4025 | 2024-01-20 | Tightening | 157 | 413 | 4.7 | 1.5 | 2,282,243,031 | Industrials:44.7;Energy:18.7;Healthcare:21.7;Financials:14.9 | US:66.5;EU:9.2;APAC:10.6;EMEA:7.9;LATAM:5.9 | AA:16.8;BB:37.2;BBB:14.7;CCC:17.7;AAA:13.7 | 5.21 | 59.4 | 105 | 205 | 5.2 | 2.5 | 35 | 45 | 25 | true | true | true | false | 0.6 | 0.08 | 0.2 | null | Hedge | Options_Payer: +172bps notional | 12 | -12 | DealerA | All2All | 6 | 92 | 248 | -62 | VAR>budget | Hedge | Portfolio VAR above budget | 212 | Escalate watchlist names |
C07290 | CR8192 | 2024-02-08 | Tightening | 140 | 385 | 4.6 | 0.7 | 187,929,339 | Utilities:41.9;Industrials:36.2;RealEstate:21.9 | US:56.4;EU:17.3;APAC:13.8;EMEA:5.9;LATAM:6.6 | AA:16.9;CCC:9.2;AAA:12.7;A:30.1;BBB:24.8;BB:6.3 | 5.88 | 54.7 | 186 | 250 | 3 | 2 | 35 | 35 | 35 | true | true | false | false | 0.94 | 0.5 | -0.28 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -22 | -25 | DealerA | Electronic | 11 | 86 | 188 | 194 | Sector>limit | Rotate | Sector concentration above limit | 134 | Escalate watchlist names |
C07291 | CR2256 | 2025-03-20 | Stress | 195 | 734 | 5.8 | 0.5 | 2,202,012,121 | Tech:11.3;Utilities:14.9;Financials:46.1;Healthcare:27.7 | US:64.9;EU:17.1;APAC:6.3;EMEA:4.8;LATAM:6.9 | BB:21.6;A:28.4;AAA:10.2;CCC:39.9 | 4.43 | 41.5 | 258 | 436 | 9.3 | 3.5 | 30 | 45 | 20 | true | true | true | true | 1.17 | 1.2 | 0.04 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -36 | -17 | DealerA | RFQ | 7 | 86 | 57 | -360 | HYCap>limit | Hedge | High-yield share above policy cap | 122 | Escalate watchlist names |
C07292 | CR4818 | 2025-09-17 | Calm | 81 | 301 | 4.1 | 2.9 | 1,621,901,591 | Financials:23.0;Utilities:25.1;Materials:33.1;Industrials:9.3;Consumer:9.4 | US:69.5;EU:8.2;APAC:12.3;EMEA:9.2;LATAM:0.8 | AAA:29.3;BB:17.8;BBB:10.3;B:9.0;A:33.5 | 1.31 | 29.4 | 168 | 347 | 3.7 | 3.5 | 30 | 35 | 35 | true | true | false | false | 0.04 | 0.82 | 0.32 | Materials:EW;Healthcare:EW | Hedge | iTraxx_XOVER: +141bps notional | 2 | -12 | DealerB | RFQ | 3 | 89 | -15 | -215 | Region>limit | Hedge | Regional concentration above limit | 101 | Rotate into defensive sectors |
C07293 | CR4840 | 2025-12-23 | Calm | 105 | 393 | 3.2 | 2.3 | 2,276,889,254 | Healthcare:22.4;Financials:6.8;Tech:28.5;Materials:15.0;RealEstate:27.3 | US:78.0;EU:8.9;APAC:6.3;EMEA:5.7;LATAM:1.1 | AA:41.7;BBB:36.1;B:5.2;A:17.0 | 1.48 | 37 | 143 | 508 | 2.9 | 2 | 20 | 45 | 20 | true | true | false | false | 1.16 | -0.19 | 0.1 | Tech:EW;Healthcare:EW | Hedge | iTraxx_MAIN: +107bps notional | -30 | 24 | DealerB | RFQ | 9 | 99 | 415 | -110 | Region>limit | Hedge | Regional concentration above limit | 149 | Tighten HY exposure bands |
C07294 | CR3860 | 2024-12-26 | Stress | 148 | 646 | 5.4 | 0.7 | 1,212,550,341 | Tech:10.7;Consumer:35.9;Industrials:33.6;Healthcare:19.7 | US:59.3;EU:13.0;APAC:12.8;EMEA:8.0;LATAM:6.9 | BB:3.8;AA:28.8;BBB:23.8;AAA:28.9;B:14.7 | 2.9 | 57.3 | 294 | 470 | 9.5 | 2.5 | 30 | 45 | 20 | true | true | false | true | 0.81 | 1.67 | 0.21 | Materials:EW;Consumer:EW | Hedge | Treasury_Futures: +107bps notional | -34 | 3 | ECN2 | DealerAxed | 3 | 97 | 263 | -442 | Region>limit | Hedge | Regional concentration above limit | 192 | Escalate watchlist names |
C07295 | CR3813 | 2024-10-20 | Calm | 101 | 282 | 4.4 | 3 | 1,417,441,436 | Financials:19.8;Utilities:13.6;Comm:28.8;Tech:37.9 | US:56.6;EU:18.5;APAC:10.5;EMEA:10.1;LATAM:4.3 | CCC:24.7;BB:14.1;BBB:13.1;AA:32.1;AAA:16.0 | 6.12 | 36.2 | 260 | 471 | 6.4 | 3.5 | 35 | 35 | 20 | true | true | true | true | 2.36 | 1.22 | 0.39 | Healthcare:EW | Hedge | Options_Payer: +51bps notional | 20 | 1 | ECN1 | DealerAxed | 10 | 95 | 303 | -363 | HYCap>limit | Rotate | High-yield share above policy cap | 180 | Tighten HY exposure bands |
C07296 | CR8113 | 2024-10-23 | Stress | 200 | 834 | 5.7 | 0.1 | 450,077,962 | Industrials:16.6;Materials:21.1;Utilities:20.9;Comm:17.7;Consumer:23.7 | US:68.2;EU:11.6;APAC:7.8;EMEA:8.3;LATAM:4.1 | AA:18.8;AAA:19.5;CCC:27.8;BB:14.4;BBB:19.5 | 2.32 | 30.6 | 361 | 448 | 20.6 | 3.5 | 20 | 35 | 25 | true | true | true | true | -0.06 | 0.94 | 0.18 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -19 | -8 | ECN2 | All2All | 4 | 88 | 74 | -332 | VAR>budget | Hedge | Portfolio VAR above budget | 172 | Reviewed by risk; hedges staggered |
C07297 | CR9586 | 2025-11-30 | Stress | 225 | 652 | 7.6 | 0.6 | 1,843,716,140 | Comm:33.8;Financials:13.4;Industrials:11.9;Utilities:7.4;Consumer:33.5 | US:52.7;EU:19.4;APAC:13.7;EMEA:10.8;LATAM:3.4 | B:24.3;AA:14.6;A:20.9;AAA:24.8;BBB:15.5 | 3.23 | 50.1 | 166 | 289 | 10.1 | 4 | 25 | 55 | 35 | true | false | false | false | 0.9 | 0.32 | 0.53 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 6 | 8 | DealerB | Electronic | 2 | 98 | -89 | -389 | VAR>budget | Rotate | Portfolio VAR above budget | 228 | Rotate into defensive sectors |
C07298 | CR7128 | 2024-07-07 | Calm | 117 | 411 | 3.5 | 2.5 | 2,534,276,181 | Utilities:43.2;Energy:35.4;Healthcare:21.4 | US:62.5;EU:13.4;APAC:12.6;EMEA:4.7;LATAM:6.7 | BBB:19.3;AA:35.1;A:10.8;AAA:34.9 | 3.6 | 35.4 | 222 | 458 | 16.3 | 3.5 | 25 | 35 | 30 | true | true | false | true | 1.91 | 0.75 | -0.38 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 1 | -13 | DealerB | All2All | 3 | 89 | 64 | -399 | HYCap>limit | PauseAdds | High-yield share above policy cap | 258 | Defer adds pending macro print |
C07299 | CR9474 | 2025-03-22 | Tightening | 95 | 388 | 5 | 1.3 | 2,597,058,409 | Tech:19.9;Healthcare:14.2;Financials:13.4;Industrials:13.8;Energy:23.5;Utilities:15.2 | US:68.4;EU:8.2;APAC:11.3;EMEA:4.9;LATAM:7.1 | AA:13.2;CCC:17.1;BBB:29.9;B:39.8 | 4.87 | 55.6 | 105 | 123 | 6.6 | 3 | 30 | 35 | 25 | false | true | true | false | 0.93 | 1.64 | 0.17 | Consumer:EW;Industrials:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 6 | -1 | ECN2 | All2All | 0 | 100 | 212 | -348 | VAR>budget | Rotate | Portfolio VAR above budget | 96 | Defer adds pending macro print |
C07300 | CR9326 | 2024-09-14 | Stress | 215 | 740 | 6.5 | -0.2 | 2,134,453,610 | Industrials:24.6;Comm:44.7;Consumer:30.7 | US:63.9;EU:14.0;APAC:11.1;EMEA:5.9;LATAM:5.0 | BB:9.8;AAA:17.7;CCC:6.4;B:11.6;A:20.9;AA:33.5 | 2.64 | 64.6 | 207 | 247 | 11.6 | 3.5 | 25 | 45 | 20 | true | true | true | true | 2.05 | 0.29 | 0.36 | Financials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | 7 | DealerC | RFQ | 10 | 89 | 250 | -81 | HYCap>limit | Reduce | High-yield share above policy cap | 95 | Rotate into defensive sectors |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.