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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C07301 | CR0160 | 2025-07-10 | Stress | 193 | 562 | 6.1 | -1.1 | 1,398,792,533 | Financials:18.4;RealEstate:17.5;Energy:16.7;Healthcare:11.7;Consumer:13.0;Utilities:22.7 | US:63.4;EU:15.2;APAC:11.2;EMEA:6.6;LATAM:3.5 | AA:23.0;CCC:16.3;AAA:35.6;BB:25.2 | 2.2 | 43 | 280 | 440 | 20.2 | 2.5 | 30 | 35 | 25 | false | true | true | true | -0.26 | 0.35 | 0.06 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | 32 | DealerB | All2All | 10 | 91 | 74 | -13 | HYCap>limit | Reduce | High-yield share above policy cap | 196 | Reviewed by risk; hedges staggered |
C07302 | CR9756 | 2024-02-11 | Recovery | 157 | 646 | 5.8 | 1.7 | 1,657,034,163 | Healthcare:16.2;Financials:21.9;Consumer:25.3;Utilities:7.4;Materials:29.2 | US:68.4;EU:7.9;APAC:13.1;EMEA:8.8;LATAM:1.8 | BB:5.9;AA:20.6;A:34.7;BBB:26.1;B:12.7 | 6.74 | 50 | 263 | 157 | 11.8 | 2.5 | 20 | 35 | 20 | true | true | false | true | 1.34 | 1.01 | -0.06 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | 28 | ECN2 | DealerAxed | 0 | 94 | 175 | 43 | HYCap>limit | Hedge | High-yield share above policy cap | 198 | Rotate into defensive sectors |
C07303 | CR3019 | 2025-04-18 | Calm | 77 | 281 | 3.6 | 2.5 | 349,939,096 | Comm:18.0;RealEstate:17.2;Financials:16.4;Industrials:14.8;Energy:16.7;Healthcare:17.0 | US:60.3;EU:16.3;APAC:12.7;EMEA:5.8;LATAM:4.8 | B:20.1;CCC:28.6;AAA:10.4;A:24.6;BB:16.3 | 5.63 | 56.5 | 163 | 270 | 16.1 | 2.5 | 30 | 35 | 20 | false | true | true | false | 0.39 | 1.08 | 0.13 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -37 | 4 | DealerB | DealerAxed | 9 | 96 | 76 | -156 | HYCap>limit | Hedge | High-yield share above policy cap | 147 | Tighten HY exposure bands |
C07304 | CR2717 | 2025-03-06 | Calm | 120 | 364 | 4.3 | 2.9 | 2,703,611,165 | Industrials:10.8;Consumer:8.0;Healthcare:10.9;Tech:18.7;Energy:13.9;Comm:37.6 | US:66.5;EU:12.8;APAC:11.0;EMEA:4.5;LATAM:5.3 | BBB:21.2;A:14.8;BB:39.1;CCC:15.0;AAA:10.0 | 1.64 | 48 | 126 | 452 | 17.4 | 2 | 35 | 45 | 30 | true | true | true | false | 0.53 | 0.05 | 0.43 | Healthcare:EW;Financials:EW;RealEstate:EW | Hedge | SingleName_CDS: +102bps notional | -40 | 14 | DealerC | Electronic | 10 | 89 | -111 | -299 | HYCap>limit | Reduce | High-yield share above policy cap | 257 | Reviewed by risk; hedges staggered |
C07305 | CR7807 | 2024-05-05 | Calm | 113 | 396 | 3.7 | 2.1 | 612,331,568 | Utilities:17.7;Healthcare:15.3;Energy:23.4;Tech:17.4;Financials:7.8;Industrials:18.3 | US:62.6;EU:11.6;APAC:8.5;EMEA:11.2;LATAM:6.2 | BBB:23.1;B:21.5;BB:5.5;AAA:19.0;A:20.4;AA:10.5 | 7.04 | 21.6 | 100 | 300 | 17.1 | 4 | 35 | 45 | 20 | false | true | true | false | 0.7 | 0.65 | 0.18 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 4 | ECN1 | All2All | 6 | 92 | 393 | -249 | HYCap>limit | PauseAdds | High-yield share above policy cap | 161 | Escalate watchlist names |
C07306 | CR4654 | 2024-03-03 | Stress | 191 | 830 | 5.2 | -0.6 | 960,611,590 | Comm:36.4;Consumer:38.8;Utilities:24.8 | US:67.3;EU:16.4;APAC:7.3;EMEA:4.9;LATAM:4.2 | AAA:17.3;B:17.7;BB:16.4;A:24.9;BBB:17.4;CCC:6.2 | 5.97 | 32.7 | 146 | 303 | 15.2 | 2.5 | 25 | 45 | 35 | true | true | true | false | -0.07 | 0.96 | 0.17 | null | Hedge | iTraxx_XOVER: +180bps notional | -53 | 19 | ECN1 | All2All | 11 | 98 | 296 | -179 | Region>limit | Reduce | Regional concentration above limit | 196 | Reviewed by risk; hedges staggered |
C07307 | CR2061 | 2024-06-07 | Calm | 91 | 297 | 4.3 | 1.8 | 657,376,026 | Energy:22.3;Consumer:23.8;Utilities:24.7;RealEstate:29.3 | US:58.0;EU:17.0;APAC:8.5;EMEA:12.1;LATAM:4.3 | AAA:21.4;A:19.2;AA:22.6;B:6.6;BB:7.2;BBB:23.0 | 4.4 | 25.9 | 125 | 154 | 16.4 | 3 | 35 | 45 | 20 | false | true | false | false | 2.47 | 1.14 | 0.48 | Industrials:EW;Healthcare:EW | Hedge | Options_Payer: +135bps notional | 10 | -15 | DealerC | Electronic | 4 | 91 | 280 | 164 | Sector>limit | Hedge | Sector concentration above limit | 208 | Reviewed by risk; hedges staggered |
C07308 | CR5564 | 2025-02-01 | Stress | 238 | 624 | 7.9 | -1.9 | 477,400,393 | Industrials:21.7;Tech:19.8;Materials:13.0;Financials:14.6;Healthcare:13.9;Utilities:16.9 | US:62.9;EU:15.8;APAC:5.7;EMEA:10.8;LATAM:4.9 | BBB:17.0;BB:29.3;A:32.8;AA:20.8 | 3.15 | 64 | 266 | 472 | 14.4 | 4 | 20 | 55 | 20 | true | true | true | true | -0.44 | 0.74 | 0.11 | Healthcare:EW | Hedge | iTraxx_MAIN: +61bps notional | -37 | 35 | ECN1 | All2All | 11 | 90 | 106 | -94 | Region>limit | Reduce | Regional concentration above limit | 133 | Escalate watchlist names |
C07309 | CR0886 | 2024-04-01 | Stress | 205 | 757 | 6.4 | 0.3 | 291,760,468 | Industrials:16.4;Materials:14.4;Tech:22.0;Consumer:9.2;Comm:20.5;Financials:17.5 | US:68.2;EU:7.4;APAC:8.6;EMEA:8.8;LATAM:7.0 | CCC:5.6;BBB:25.2;AAA:25.8;AA:15.0;BB:20.0;B:8.4 | 6.49 | 45.3 | 274 | 433 | 14.9 | 2 | 30 | 55 | 35 | false | true | false | true | 1.97 | 0.37 | 0.09 | Energy:EW | Hedge | CDX_IG: +124bps notional | 12 | -14 | DealerB | Electronic | 9 | 92 | 246 | -296 | Region>limit | Hedge | Regional concentration above limit | 258 | Defer adds pending macro print |
C07310 | CR0839 | 2024-09-14 | Calm | 78 | 307 | 3.7 | 2 | 269,252,456 | Materials:26.4;Utilities:36.9;Tech:36.7 | US:76.1;EU:13.1;APAC:6.0;EMEA:4.4;LATAM:0.5 | BB:37.8;A:11.7;BBB:20.7;AA:29.8 | 7.02 | 33.6 | 114 | 446 | 6.4 | 2.5 | 30 | 35 | 30 | true | true | true | false | -0.13 | -0.17 | -0.39 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | -24 | ECN1 | All2All | 3 | 88 | 265 | -270 | VAR>budget | Reduce | Portfolio VAR above budget | 140 | Defer adds pending macro print |
C07311 | CR8645 | 2024-08-05 | Stress | 243 | 774 | 6.9 | 0.5 | 102,769,384 | Financials:12.9;Consumer:25.0;Healthcare:27.4;RealEstate:24.0;Tech:10.8 | US:70.9;EU:7.9;APAC:7.5;EMEA:11.0;LATAM:2.7 | B:10.7;AAA:28.6;BB:11.2;CCC:4.0;A:18.6;BBB:26.8 | 7.14 | 60.7 | 284 | 544 | 11.7 | 2 | 30 | 45 | 25 | false | true | true | true | 1.86 | 0.31 | -0.39 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -59 | 40 | DealerA | All2All | 1 | 100 | -131 | -30 | Sector>limit | Rotate | Sector concentration above limit | 238 | Tighten HY exposure bands |
C07312 | CR0128 | 2025-10-13 | Stress | 234 | 771 | 6.6 | 0.6 | 2,032,427,360 | Healthcare:19.2;RealEstate:38.3;Financials:11.4;Consumer:31.1 | US:57.9;EU:15.8;APAC:13.2;EMEA:7.3;LATAM:5.7 | AAA:10.5;BBB:13.3;AA:23.3;BB:13.8;CCC:39.1 | 5.14 | 57.6 | 311 | 581 | 7.1 | 4 | 25 | 55 | 35 | true | true | true | true | 1.46 | 0.35 | 0.49 | Tech:EW;Energy:EW | Hedge | CDX_HY: +55bps notional | -39 | 40 | DealerC | All2All | 5 | 93 | 33 | -128 | HYCap>limit | Reduce | High-yield share above policy cap | 128 | Tighten HY exposure bands |
C07313 | CR0159 | 2025-08-13 | Calm | 113 | 372 | 4 | 2.5 | 1,698,723,459 | Comm:35.0;Consumer:33.3;Energy:31.7 | US:63.8;EU:9.8;APAC:13.4;EMEA:9.6;LATAM:3.3 | BBB:10.8;A:26.8;AAA:15.5;AA:18.5;B:10.6;BB:17.8 | 6.58 | 45.9 | 119 | 272 | 4.6 | 2.5 | 20 | 55 | 25 | true | true | true | false | 0.07 | 0.18 | -0.18 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 19 | 32 | DealerA | DealerAxed | 8 | 96 | 157 | -361 | Sector>limit | Reduce | Sector concentration above limit | 196 | Reviewed by risk; hedges staggered |
C07314 | CR5463 | 2024-09-13 | Calm | 99 | 355 | 3.8 | 2.1 | 1,094,061,893 | Tech:46.6;Financials:18.8;Consumer:34.7 | US:71.5;EU:13.5;APAC:5.6;EMEA:7.7;LATAM:1.7 | CCC:21.9;BBB:41.2;AAA:14.0;BB:22.9 | 3.57 | 61 | 196 | 190 | 6.6 | 2.5 | 30 | 45 | 20 | true | true | true | false | 2.35 | 0.4 | 0.37 | null | Hedge | iTraxx_MAIN: +50bps notional | -10 | 23 | ECN1 | DealerAxed | 6 | 85 | 254 | -79 | HYCap>limit | Reduce | High-yield share above policy cap | 135 | Rotate into defensive sectors |
C07315 | CR1063 | 2025-09-06 | Stress | 196 | 678 | 6.3 | -0.8 | 318,029,208 | RealEstate:41.4;Energy:19.9;Consumer:38.7 | US:68.6;EU:18.4;APAC:7.2;EMEA:4.3;LATAM:1.5 | BB:19.5;CCC:6.3;AA:24.9;BBB:27.0;AAA:22.2 | 5.49 | 28.2 | 319 | 591 | 20 | 2.5 | 25 | 45 | 25 | true | true | true | true | 0.54 | 0.96 | 0.44 | Utilities:EW | Hedge | Treasury_Futures: +81bps notional | 2 | -23 | DealerB | RFQ | 1 | 85 | 257 | -424 | HYCap>limit | Hedge | High-yield share above policy cap | 222 | Reviewed by risk; hedges staggered |
C07316 | CR4057 | 2024-04-28 | Calm | 112 | 381 | 3.8 | 1.8 | 1,852,529,963 | Tech:24.4;Industrials:41.4;Financials:34.2 | US:63.8;EU:8.0;APAC:13.3;EMEA:7.5;LATAM:7.4 | B:14.9;A:20.7;BBB:15.1;BB:15.8;AAA:13.6;CCC:19.9 | 7.05 | 51.4 | 222 | 251 | 3.5 | 4 | 35 | 45 | 20 | true | true | true | true | 1.39 | 0.08 | 0.12 | null | Hedge | iTraxx_XOVER: +78bps notional | -26 | -17 | DealerC | DealerAxed | 3 | 93 | 31 | -330 | HYCap>limit | Reduce | High-yield share above policy cap | 120 | Tighten HY exposure bands |
C07317 | CR5590 | 2025-01-28 | Calm | 105 | 313 | 4 | 2 | 732,851,176 | Materials:16.8;Financials:19.8;Comm:27.3;Consumer:36.2 | US:69.3;EU:10.7;APAC:4.9;EMEA:7.7;LATAM:7.4 | AAA:14.1;B:36.4;BB:26.3;AA:23.2 | 2.03 | 34.6 | 178 | 426 | 16.1 | 4 | 30 | 35 | 35 | true | true | true | false | 1.18 | 0.17 | 0.2 | Financials:EW;Materials:EW | Hedge | SingleName_CDS: +154bps notional | 3 | 39 | ECN2 | All2All | 2 | 94 | -204 | -196 | VAR>budget | Reduce | Portfolio VAR above budget | 254 | Tighten HY exposure bands |
C07318 | CR3868 | 2025-11-13 | Calm | 72 | 287 | 3.7 | 1.6 | 2,591,015,597 | Materials:13.2;Healthcare:21.1;Financials:6.9;RealEstate:12.2;Industrials:23.9;Consumer:22.7 | US:64.0;EU:19.5;APAC:6.6;EMEA:6.1;LATAM:3.9 | B:24.2;BBB:17.8;BB:12.3;AA:29.7;AAA:15.9 | 4.15 | 34.1 | 224 | 381 | 8.9 | 2 | 35 | 35 | 30 | false | true | true | true | 1.8 | 0.4 | 0.46 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 18 | -10 | DealerA | All2All | 7 | 98 | -55 | -371 | Region>limit | Rotate | Regional concentration above limit | 227 | Tighten HY exposure bands |
C07319 | CR8221 | 2024-11-13 | Calm | 67 | 300 | 4.3 | 1.6 | 996,629,734 | Comm:20.2;RealEstate:38.7;Utilities:41.1 | US:66.6;EU:8.0;APAC:13.6;EMEA:10.2;LATAM:1.5 | AAA:20.5;BBB:23.8;BB:37.9;AA:17.8 | 1.54 | 26 | 140 | 488 | 10.4 | 4 | 25 | 45 | 30 | true | true | true | false | 0.72 | 1.74 | 0.05 | Utilities:EW;Comm:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -45 | -22 | DealerB | All2All | 9 | 88 | 331 | -244 | HYCap>limit | Reduce | High-yield share above policy cap | 201 | Reviewed by risk; hedges staggered |
C07320 | CR4096 | 2024-09-01 | Stress | 164 | 606 | 8.5 | -0.4 | 353,074,375 | Tech:19.8;Energy:41.3;Comm:38.8 | US:63.5;EU:17.5;APAC:7.1;EMEA:4.7;LATAM:7.2 | BB:28.0;B:18.0;AAA:10.8;A:15.7;BBB:13.8;CCC:13.6 | 2.97 | 43.1 | 249 | 536 | 17.3 | 4 | 25 | 55 | 35 | true | true | true | true | 0.37 | 0.78 | 0.27 | Comm:EW;Tech:EW | Hedge | CDX_HY: +175bps notional | 19 | -22 | ECN2 | DealerAxed | 10 | 97 | -21 | -118 | HYCap>limit | PauseAdds | High-yield share above policy cap | 144 | Escalate watchlist names |
C07321 | CR2128 | 2024-11-25 | Calm | 74 | 327 | 3.4 | 3 | 971,211,980 | Consumer:9.6;Industrials:30.1;Financials:10.2;Comm:15.9;Tech:26.2;Healthcare:8.0 | US:59.8;EU:21.3;APAC:6.3;EMEA:5.5;LATAM:7.1 | AA:13.4;BB:25.7;BBB:8.9;A:16.5;CCC:14.2;AAA:21.3 | 2.56 | 58.6 | 252 | 162 | 16.1 | 3.5 | 25 | 55 | 30 | true | true | true | true | 1.62 | 1.32 | 0.13 | Energy:EW | Hedge | iTraxx_MAIN: +163bps notional | 20 | -10 | ECN2 | Electronic | 1 | 96 | 84 | 59 | Sector>limit | Hedge | Sector concentration above limit | 197 | Rotate into defensive sectors |
C07322 | CR0904 | 2025-08-30 | Calm | 77 | 377 | 3.9 | 3 | 1,719,816,240 | Energy:50.2;Financials:15.6;Materials:34.2 | US:56.5;EU:19.3;APAC:8.3;EMEA:9.2;LATAM:6.8 | CCC:12.7;BBB:6.8;B:24.5;BB:29.7;AAA:12.7;A:13.6 | 4.44 | 43.7 | 140 | 153 | 8.2 | 3 | 35 | 35 | 20 | true | true | true | false | 1.21 | 0.39 | 0.34 | null | Hedge | iTraxx_XOVER: +107bps notional | 5 | 17 | DealerC | All2All | 11 | 87 | 313 | -154 | Sector>limit | Hedge | Sector concentration above limit | 230 | Defer adds pending macro print |
C07323 | CR9031 | 2024-01-09 | Stress | 211 | 795 | 5.2 | -1.8 | 2,119,552,824 | Utilities:16.0;Tech:21.5;Energy:8.4;Financials:18.7;Healthcare:14.6;Consumer:20.8 | US:55.8;EU:20.7;APAC:10.4;EMEA:12.4;LATAM:0.7 | BBB:12.3;A:15.0;BB:30.3;AAA:14.9;AA:17.6;CCC:9.9 | 5.24 | 57.9 | 332 | 454 | 11.9 | 4 | 35 | 35 | 20 | false | true | true | true | -0.44 | 0.13 | 0.28 | Healthcare:EW | Hedge | Options_Payer: +63bps notional | -40 | 10 | DealerB | Electronic | 10 | 97 | -175 | -3 | Sector>limit | Reduce | Sector concentration above limit | 220 | Defer adds pending macro print |
C07324 | CR1422 | 2025-10-31 | Tightening | 134 | 459 | 4.6 | 1 | 205,033,926 | Healthcare:27.0;Comm:20.4;Energy:14.0;Utilities:38.6 | US:62.9;EU:14.1;APAC:9.3;EMEA:8.0;LATAM:5.6 | B:18.2;AA:33.4;AAA:35.3;CCC:13.1 | 4.88 | 41.4 | 268 | 329 | 11.9 | 4 | 25 | 55 | 30 | true | true | true | true | 1.41 | 1.5 | 0.21 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -49 | 8 | DealerC | DealerAxed | 2 | 85 | -179 | -20 | Region>limit | Reduce | Regional concentration above limit | 105 | Escalate watchlist names |
C07325 | CR1323 | 2025-08-10 | Tightening | 106 | 385 | 4.5 | 0.9 | 1,345,061,332 | Energy:34.1;Consumer:8.0;Industrials:31.0;Healthcare:9.3;RealEstate:17.5 | US:71.3;EU:6.4;APAC:6.0;EMEA:12.7;LATAM:3.5 | CCC:28.3;BB:13.8;AA:16.2;BBB:41.8 | 1.3 | 55.3 | 187 | 239 | 16.7 | 2.5 | 20 | 55 | 20 | true | true | true | false | 2.32 | 1.54 | -0.2 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -59 | 29 | DealerA | RFQ | 10 | 92 | 310 | -157 | VAR>budget | Reduce | Portfolio VAR above budget | 205 | Defer adds pending macro print |
C07326 | CR0031 | 2025-09-29 | Stress | 208 | 622 | 7.2 | -1.3 | 1,156,396,835 | Financials:24.3;Consumer:28.0;Tech:20.7;Industrials:27.0 | US:69.5;EU:10.0;APAC:6.8;EMEA:7.7;LATAM:6.0 | AA:37.8;A:15.3;BBB:28.3;CCC:18.6 | 3.46 | 40.8 | 331 | 342 | 7 | 2.5 | 25 | 55 | 30 | true | true | false | true | 0.63 | 1.04 | 0.05 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | -4 | DealerC | Electronic | 2 | 94 | -96 | -181 | HYCap>limit | Hedge | High-yield share above policy cap | 253 | Escalate watchlist names |
C07327 | CR7844 | 2025-09-23 | Calm | 67 | 327 | 4.3 | 1.9 | 2,591,167,761 | Healthcare:36.1;Materials:23.9;Tech:22.8;Financials:17.2 | US:58.9;EU:18.1;APAC:10.4;EMEA:7.9;LATAM:4.7 | A:21.2;B:22.6;AA:26.6;BBB:29.5 | 5.57 | 63.6 | 84 | 220 | 5.1 | 4 | 35 | 55 | 20 | true | true | true | false | 0.1 | 0.99 | 0.29 | Energy:EW | Hedge | iTraxx_MAIN: +195bps notional | 12 | 37 | ECN2 | RFQ | 10 | 95 | -160 | -279 | VAR>budget | Reduce | Portfolio VAR above budget | 192 | Defer adds pending macro print |
C07328 | CR1093 | 2025-05-08 | Stress | 185 | 755 | 8.2 | -1.7 | 656,026,532 | Industrials:21.0;Comm:17.3;Materials:15.8;Healthcare:13.1;Consumer:32.8 | US:68.3;EU:10.6;APAC:9.7;EMEA:4.2;LATAM:7.2 | B:8.9;A:17.1;BB:9.8;CCC:11.5;BBB:29.0;AAA:23.8 | 1.54 | 31 | 280 | 618 | 11.8 | 2 | 20 | 55 | 35 | true | true | false | true | 0.01 | -0.09 | 0.21 | Industrials:EW | Hedge | iTraxx_XOVER: +172bps notional | -1 | -23 | DealerC | RFQ | 4 | 86 | 323 | 144 | VAR>budget | Hedge | Portfolio VAR above budget | 140 | Tighten HY exposure bands |
C07329 | CR8350 | 2025-10-29 | Calm | 82 | 333 | 3.6 | 1.9 | 706,156,357 | Utilities:25.6;Consumer:6.6;Materials:24.2;Industrials:17.5;Tech:26.0 | US:63.8;EU:11.7;APAC:7.8;EMEA:10.0;LATAM:6.8 | AA:31.4;B:30.5;BB:28.1;AAA:10.0 | 2.92 | 52 | 132 | 476 | 10.8 | 2.5 | 25 | 45 | 25 | true | true | true | false | 1.27 | 1.58 | 0.01 | null | Hedge | Options_Payer: +86bps notional | 5 | 30 | DealerB | All2All | 12 | 90 | 277 | 14 | Sector>limit | Reduce | Sector concentration above limit | 222 | Tighten HY exposure bands |
C07330 | CR2633 | 2025-05-03 | Calm | 69 | 364 | 4.2 | 1.9 | 2,835,710,650 | Consumer:46.8;Industrials:23.9;Comm:29.4 | US:67.9;EU:15.9;APAC:7.6;EMEA:7.3;LATAM:1.4 | BBB:26.6;A:15.5;BB:41.0;CCC:16.8 | 5.14 | 31.7 | 223 | 415 | 17.8 | 3 | 20 | 55 | 20 | true | true | true | true | 0.05 | 0.37 | -0.06 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | 39 | ECN1 | DealerAxed | 11 | 97 | 215 | -82 | HYCap>limit | Reduce | High-yield share above policy cap | 165 | Tighten HY exposure bands |
C07331 | CR8115 | 2025-12-14 | Tightening | 118 | 479 | 4.8 | 1.8 | 1,008,476,554 | RealEstate:15.9;Energy:48.0;Utilities:36.0 | US:68.7;EU:10.7;APAC:10.8;EMEA:7.6;LATAM:2.1 | AAA:16.8;A:32.6;AA:11.6;BBB:31.3;BB:7.7 | 1.17 | 35.8 | 97 | 153 | 9.5 | 3.5 | 25 | 45 | 30 | true | true | false | false | 2.18 | 0.71 | 0.28 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 9 | -21 | DealerA | Electronic | 10 | 85 | -19 | -289 | VAR>budget | Reduce | Portfolio VAR above budget | 201 | Reviewed by risk; hedges staggered |
C07332 | CR1548 | 2025-11-02 | Recovery | 168 | 536 | 4.8 | 0.8 | 1,250,992,471 | Healthcare:26.5;Utilities:34.1;Energy:39.4 | US:63.2;EU:16.6;APAC:5.9;EMEA:8.5;LATAM:5.8 | CCC:4.8;BBB:18.3;A:15.1;AA:34.8;BB:6.2;B:20.7 | 1.7 | 21.5 | 89 | 189 | 6.1 | 3.5 | 25 | 35 | 30 | true | true | true | false | 1.41 | 1.74 | 0.22 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | -15 | DealerC | Electronic | 9 | 87 | 318 | -226 | Region>limit | Reduce | Regional concentration above limit | 249 | Escalate watchlist names |
C07333 | CR6256 | 2025-10-30 | Calm | 79 | 398 | 3.2 | 2.1 | 1,541,064,503 | Comm:21.1;Industrials:15.0;Consumer:23.7;Tech:11.2;Healthcare:14.6;Materials:14.4 | US:56.3;EU:20.0;APAC:14.2;EMEA:4.8;LATAM:4.7 | BBB:42.6;A:36.5;CCC:11.4;BB:9.5 | 3.77 | 21.7 | 279 | 228 | 10 | 4 | 25 | 55 | 35 | false | true | false | true | 2.18 | 1.51 | 0.17 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 28 | ECN1 | DealerAxed | 12 | 100 | 25 | -121 | HYCap>limit | Reduce | High-yield share above policy cap | 257 | Tighten HY exposure bands |
C07334 | CR3941 | 2025-10-29 | Recovery | 109 | 483 | 4.7 | 1.2 | 1,337,097,547 | Industrials:18.1;RealEstate:14.8;Energy:13.2;Utilities:8.6;Materials:22.5;Consumer:22.8 | US:72.9;EU:8.6;APAC:13.6;EMEA:3.1;LATAM:1.8 | B:24.8;CCC:11.8;AAA:17.1;A:7.4;BBB:10.1;BB:28.8 | 0.96 | 25.5 | 279 | 336 | 11.8 | 2 | 20 | 55 | 25 | true | true | true | true | 0.36 | 0.89 | 0.53 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -29 | -2 | ECN1 | DealerAxed | 2 | 92 | -39 | 117 | Sector>limit | Hedge | Sector concentration above limit | 248 | Reviewed by risk; hedges staggered |
C07335 | CR9022 | 2025-05-24 | Calm | 117 | 307 | 3.9 | 2.6 | 1,180,485,187 | RealEstate:43.9;Energy:33.9;Materials:22.2 | US:65.0;EU:16.0;APAC:11.4;EMEA:3.9;LATAM:3.7 | A:9.9;B:26.9;CCC:25.6;BB:26.8;AA:10.8 | 7.18 | 30.7 | 244 | 314 | 16.7 | 2.5 | 20 | 45 | 35 | true | true | true | true | 0.98 | 0.3 | 0.5 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -48 | 14 | ECN1 | DealerAxed | 12 | 97 | 151 | 175 | HYCap>limit | Reduce | High-yield share above policy cap | 147 | Escalate watchlist names |
C07336 | CR5626 | 2025-04-19 | Recovery | 142 | 583 | 4.9 | 1.6 | 2,095,566,929 | Utilities:16.4;Tech:42.6;Comm:26.2;Materials:14.8 | US:62.4;EU:16.1;APAC:8.9;EMEA:10.0;LATAM:2.6 | A:19.3;AAA:13.8;AA:18.5;BBB:24.3;CCC:10.2;BB:13.9 | 7.24 | 47.4 | 160 | 438 | 14.1 | 3.5 | 35 | 35 | 30 | true | true | false | false | 1.12 | 1 | 0.29 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -23 | 42 | ECN2 | Electronic | 10 | 90 | 160 | 67 | HYCap>limit | Hedge | High-yield share above policy cap | 234 | Defer adds pending macro print |
C07337 | CR9821 | 2024-12-01 | Recovery | 154 | 596 | 5.8 | 0.4 | 1,995,044,219 | Materials:22.9;Industrials:25.4;Financials:8.8;Tech:27.4;RealEstate:15.5 | US:63.6;EU:11.9;APAC:10.9;EMEA:10.2;LATAM:3.4 | AAA:19.8;B:38.0;CCC:27.1;A:15.0 | 3.66 | 44.2 | 260 | 514 | 2.8 | 3.5 | 20 | 55 | 30 | true | true | true | true | 0.24 | -0.11 | 0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -49 | -4 | DealerB | All2All | 3 | 91 | 342 | -15 | Region>limit | Reduce | Regional concentration above limit | 171 | Defer adds pending macro print |
C07338 | CR8869 | 2024-03-07 | Calm | 106 | 300 | 3.6 | 3 | 795,020,315 | Utilities:39.6;Consumer:15.1;RealEstate:10.6;Tech:34.7 | US:58.8;EU:15.8;APAC:11.2;EMEA:10.2;LATAM:3.9 | CCC:42.2;AAA:25.1;BBB:7.2;B:25.5 | 5.05 | 21.5 | 183 | 124 | 10.4 | 3.5 | 20 | 55 | 35 | true | true | true | false | 0.92 | 0.94 | -0.1 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 3 | -6 | DealerA | Electronic | 11 | 91 | 265 | -311 | Sector>limit | Reduce | Sector concentration above limit | 131 | Escalate watchlist names |
C07339 | CR5657 | 2025-03-13 | Calm | 83 | 299 | 4 | 2.4 | 332,860,343 | Utilities:28.0;Energy:36.9;Materials:35.1 | US:65.9;EU:8.6;APAC:12.9;EMEA:4.9;LATAM:7.8 | B:9.9;BBB:29.3;CCC:20.8;AA:15.9;AAA:24.1 | 5.23 | 50.2 | 94 | 389 | 5.8 | 2.5 | 25 | 35 | 35 | true | true | false | false | 1.28 | 0.95 | 0.03 | Materials:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | 23 | ECN1 | Electronic | 11 | 99 | 370 | -108 | HYCap>limit | Hedge | High-yield share above policy cap | 143 | Defer adds pending macro print |
C07340 | CR5184 | 2024-01-18 | Calm | 91 | 344 | 3.3 | 2.8 | 2,184,887,984 | Industrials:18.4;Financials:31.5;Utilities:18.9;Energy:31.2 | US:60.9;EU:19.1;APAC:5.9;EMEA:9.9;LATAM:4.2 | A:44.0;CCC:13.7;AAA:26.1;B:16.2 | 6.78 | 35.6 | 197 | 488 | 14.1 | 2.5 | 20 | 35 | 25 | true | true | true | false | 1.94 | 0.66 | 0.31 | null | Hedge | Options_Payer: +86bps notional | 18 | 43 | ECN1 | RFQ | 7 | 100 | 319 | 103 | Sector>limit | Hedge | Sector concentration above limit | 191 | Reviewed by risk; hedges staggered |
C07341 | CR4488 | 2024-05-21 | Calm | 114 | 321 | 3.4 | 2.4 | 2,383,609,660 | Industrials:26.0;Healthcare:35.8;RealEstate:28.5;Utilities:9.7 | US:65.2;EU:13.9;APAC:7.8;EMEA:8.9;LATAM:4.2 | AAA:27.0;AA:18.2;B:8.8;BBB:23.8;CCC:10.1;A:12.1 | 4.55 | 42.8 | 251 | 267 | 10.6 | 3.5 | 20 | 45 | 30 | true | true | false | true | 0.04 | 1.04 | 0.59 | Financials:EW | Hedge | CDX_IG: +75bps notional | 17 | 9 | DealerC | RFQ | 2 | 88 | 146 | 52 | HYCap>limit | Hedge | High-yield share above policy cap | 245 | Defer adds pending macro print |
C07342 | CR8901 | 2025-02-22 | Recovery | 122 | 634 | 5.4 | -0.5 | 1,070,113,790 | Tech:21.0;Utilities:30.0;Healthcare:49.0 | US:59.9;EU:15.5;APAC:14.3;EMEA:5.3;LATAM:4.9 | CCC:12.3;A:34.1;AAA:9.8;AA:31.0;BBB:12.8 | 2.61 | 21.9 | 235 | 500 | 14.4 | 3.5 | 30 | 45 | 20 | true | true | false | true | 0.25 | 0.83 | 0.08 | Tech:EW | Hedge | Treasury_Futures: +153bps notional | -54 | 7 | ECN1 | All2All | 12 | 91 | 61 | -275 | HYCap>limit | Hedge | High-yield share above policy cap | 133 | Defer adds pending macro print |
C07343 | CR8904 | 2024-03-10 | Calm | 66 | 370 | 3.4 | 1.9 | 2,069,392,611 | RealEstate:29.3;Consumer:32.1;Industrials:7.7;Tech:30.9 | US:59.2;EU:9.4;APAC:15.6;EMEA:11.3;LATAM:4.6 | AA:24.0;AAA:40.5;A:21.5;B:14.1 | 4.31 | 59.6 | 269 | 199 | 3.2 | 2 | 35 | 45 | 30 | false | true | false | true | 2.4 | 0.01 | 0.12 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 39 | ECN2 | Electronic | 3 | 94 | -55 | 1 | Sector>limit | Hedge | Sector concentration above limit | 177 | Escalate watchlist names |
C07344 | CR4280 | 2025-04-17 | Tightening | 158 | 472 | 4.6 | 0.7 | 1,716,319,393 | Materials:13.4;RealEstate:24.2;Comm:17.0;Healthcare:7.8;Energy:23.7;Consumer:13.9 | US:61.2;EU:12.1;APAC:8.7;EMEA:9.7;LATAM:8.3 | B:17.5;BBB:7.2;BB:15.6;AA:10.1;AAA:21.9;CCC:27.7 | 4.51 | 55 | 207 | 192 | 3.3 | 4 | 25 | 55 | 35 | false | true | true | true | -0.34 | 0.34 | 0.28 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 18 | -16 | ECN2 | DealerAxed | 6 | 94 | 219 | -220 | HYCap>limit | Reduce | High-yield share above policy cap | 122 | Rotate into defensive sectors |
C07345 | CR9352 | 2024-04-12 | Calm | 98 | 360 | 3.6 | 2.3 | 125,981,266 | Financials:15.6;RealEstate:21.9;Materials:62.5 | US:63.0;EU:11.7;APAC:8.7;EMEA:9.4;LATAM:7.2 | AAA:14.4;BBB:11.7;BB:12.3;AA:9.6;A:15.4;CCC:36.6 | 5.67 | 36.5 | 125 | 293 | 15.6 | 2 | 30 | 45 | 30 | true | true | true | false | 0.6 | 0.04 | 0.4 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | -2 | DealerA | Electronic | 11 | 95 | -35 | 104 | HYCap>limit | Reduce | High-yield share above policy cap | 175 | Rotate into defensive sectors |
C07346 | CR3281 | 2024-04-19 | Recovery | 105 | 436 | 5.6 | 1.4 | 725,537,052 | Financials:47.3;Materials:20.0;Utilities:32.7 | US:69.8;EU:7.1;APAC:8.2;EMEA:9.6;LATAM:5.2 | BBB:6.6;CCC:23.6;AA:16.0;BB:5.1;B:23.3;A:25.4 | 0.42 | 35.2 | 199 | 285 | 6.4 | 3 | 25 | 35 | 30 | true | true | true | false | 0.59 | 1.27 | 0.44 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -46 | 26 | DealerB | All2All | 4 | 95 | 213 | -421 | HYCap>limit | PauseAdds | High-yield share above policy cap | 195 | Defer adds pending macro print |
C07347 | CR0917 | 2024-07-20 | Stress | 146 | 826 | 5.4 | -0.3 | 1,694,920,100 | Utilities:16.5;Comm:7.9;RealEstate:17.6;Industrials:21.4;Healthcare:12.7;Financials:23.8 | US:64.0;EU:9.8;APAC:12.4;EMEA:7.4;LATAM:6.5 | A:26.0;B:11.9;AA:18.6;AAA:43.5 | 2.16 | 30.7 | 301 | 506 | 10.1 | 3.5 | 30 | 35 | 35 | false | true | false | true | -0.18 | -0.29 | 0.36 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -10 | 24 | ECN2 | All2All | 1 | 92 | 202 | -146 | Sector>limit | Reduce | Sector concentration above limit | 203 | Escalate watchlist names |
C07348 | CR5113 | 2025-12-10 | Calm | 101 | 328 | 3.9 | 2.1 | 1,877,813,770 | Comm:27.6;Tech:24.5;Financials:17.2;Materials:15.7;Healthcare:14.9 | US:53.1;EU:16.2;APAC:15.5;EMEA:10.7;LATAM:4.5 | A:16.8;AAA:15.7;BBB:17.1;B:32.4;BB:18.0 | 6.38 | 27.6 | 80 | 500 | 8.3 | 3 | 20 | 45 | 20 | true | true | true | false | -0.31 | -0.21 | 0.5 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -5 | -25 | ECN2 | RFQ | 9 | 87 | 86 | 30 | HYCap>limit | Reduce | High-yield share above policy cap | 98 | Rotate into defensive sectors |
C07349 | CR3219 | 2025-04-12 | Recovery | 150 | 554 | 6 | 0.4 | 1,108,143,834 | Comm:14.4;Tech:20.8;Materials:22.3;Industrials:33.5;Energy:9.0 | US:71.6;EU:10.6;APAC:10.5;EMEA:4.0;LATAM:3.4 | BBB:26.4;BB:20.3;A:27.0;AA:26.3 | 0.5 | 39.8 | 183 | 186 | 8.5 | 2 | 30 | 45 | 25 | true | true | false | false | 1.41 | -0.12 | 0.2 | null | Hedge | iTraxx_XOVER: +80bps notional | -13 | -25 | ECN2 | Electronic | 4 | 99 | 303 | -248 | HYCap>limit | Hedge | High-yield share above policy cap | 194 | Escalate watchlist names |
C07350 | CR1876 | 2024-10-14 | Calm | 86 | 319 | 3.5 | 3 | 413,336,572 | Healthcare:10.1;Utilities:28.4;RealEstate:12.4;Industrials:16.2;Energy:20.8;Financials:12.0 | US:59.2;EU:13.3;APAC:12.6;EMEA:8.6;LATAM:6.3 | BB:4.9;AAA:33.0;BBB:20.4;A:41.7 | 3.49 | 57.5 | 83 | 459 | 2.4 | 2.5 | 25 | 45 | 35 | true | true | false | false | 0.01 | 0.87 | 0.07 | Financials:EW | Hedge | SingleName_CDS: +134bps notional | 7 | 15 | ECN1 | All2All | 0 | 95 | 410 | 47 | Sector>limit | Hedge | Sector concentration above limit | 96 | Defer adds pending macro print |
C07351 | CR7408 | 2024-12-18 | Tightening | 133 | 397 | 4.3 | 0.9 | 1,555,143,881 | Materials:12.5;Industrials:25.5;Tech:6.1;Financials:19.5;Comm:12.6;Energy:23.8 | US:71.1;EU:7.4;APAC:10.2;EMEA:7.3;LATAM:4.1 | AAA:32.7;AA:11.8;BBB:18.7;BB:4.7;A:32.1 | 4.28 | 23 | 227 | 343 | 7.1 | 2 | 20 | 55 | 20 | true | true | false | true | 0.32 | 1.04 | -0.3 | null | Hedge | CDX_HY: +107bps notional | -38 | 20 | ECN1 | Electronic | 7 | 99 | -201 | -224 | HYCap>limit | Hedge | High-yield share above policy cap | 218 | Rotate into defensive sectors |
C07352 | CR3457 | 2025-06-26 | Calm | 96 | 359 | 3.3 | 2.4 | 1,993,856,515 | Healthcare:12.2;Comm:13.1;Materials:22.7;Industrials:13.1;RealEstate:16.1;Financials:22.9 | US:69.7;EU:18.9;APAC:7.5;EMEA:3.8;LATAM:0.1 | A:12.2;BB:22.6;B:33.3;AA:13.1;BBB:18.8 | 6.93 | 22.2 | 113 | 272 | 11.2 | 3.5 | 30 | 55 | 35 | false | true | true | false | 1.84 | 0.73 | -0.38 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -41 | 41 | DealerC | All2All | 7 | 91 | -162 | 97 | Sector>limit | Hedge | Sector concentration above limit | 165 | Escalate watchlist names |
C07353 | CR3007 | 2025-08-03 | Tightening | 102 | 492 | 5.1 | 0.5 | 2,606,349,772 | Energy:22.1;Tech:33.7;Healthcare:15.7;Industrials:12.9;Utilities:15.5 | US:55.3;EU:19.2;APAC:9.5;EMEA:11.3;LATAM:4.7 | AAA:34.0;AA:16.7;B:15.4;A:21.6;CCC:12.4 | 5.28 | 20.9 | 235 | 289 | 13.9 | 3 | 30 | 55 | 30 | true | true | false | true | 2.36 | 0.44 | 0.11 | null | Hedge | Treasury_Futures: +114bps notional | -39 | -8 | ECN1 | RFQ | 2 | 89 | 334 | -295 | Region>limit | Reduce | Regional concentration above limit | 173 | Escalate watchlist names |
C07354 | CR9880 | 2024-10-14 | Tightening | 132 | 457 | 4.1 | 0.6 | 1,943,829,550 | Financials:15.5;Materials:16.4;Comm:35.9;Utilities:32.2 | US:56.8;EU:17.4;APAC:11.3;EMEA:9.1;LATAM:5.5 | B:10.9;BB:15.4;BBB:23.2;CCC:12.8;AAA:24.8;A:12.8 | 2.34 | 63.9 | 229 | 287 | 5.9 | 2.5 | 25 | 45 | 25 | true | true | true | true | -0.41 | 0.38 | 0.5 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -50 | 1 | ECN1 | Electronic | 9 | 98 | 295 | -58 | Region>limit | Hedge | Regional concentration above limit | 162 | Defer adds pending macro print |
C07355 | CR1029 | 2024-03-29 | Calm | 79 | 284 | 3.9 | 2 | 1,576,583,486 | Utilities:10.1;Tech:9.6;RealEstate:34.2;Comm:28.7;Energy:17.4 | US:57.7;EU:17.5;APAC:14.3;EMEA:6.4;LATAM:4.1 | CCC:36.6;AAA:26.2;AA:20.8;BBB:16.5 | 4.96 | 42.6 | 151 | 239 | 14.1 | 4 | 20 | 35 | 20 | true | true | true | false | 2.48 | 1.24 | -0.11 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 3 | DealerC | All2All | 5 | 86 | -58 | -306 | Sector>limit | Rotate | Sector concentration above limit | 254 | Defer adds pending macro print |
C07356 | CR3428 | 2025-04-29 | Recovery | 135 | 539 | 5.2 | -0.2 | 496,201,833 | Energy:34.9;Healthcare:11.0;Materials:25.9;RealEstate:28.2 | US:70.4;EU:10.5;APAC:10.7;EMEA:4.4;LATAM:4.0 | BB:21.1;CCC:25.2;BBB:26.6;AAA:27.1 | 1.61 | 21.3 | 175 | 241 | 3.6 | 4 | 35 | 35 | 20 | false | true | true | false | 2.44 | 0.03 | -0.04 | Healthcare:EW | Hedge | Options_Payer: +164bps notional | -29 | 25 | DealerC | Electronic | 3 | 92 | -112 | -42 | Sector>limit | Hedge | Sector concentration above limit | 130 | Escalate watchlist names |
C07357 | CR1063 | 2024-07-27 | Tightening | 124 | 475 | 4.7 | 0.8 | 876,273,364 | Energy:24.6;Healthcare:12.2;Tech:25.4;Materials:7.4;Financials:30.3 | US:64.7;EU:15.0;APAC:6.0;EMEA:8.5;LATAM:5.9 | AAA:22.0;AA:14.4;B:11.6;A:14.0;BBB:38.0 | 6.41 | 56.4 | 222 | 141 | 16 | 3.5 | 35 | 45 | 20 | false | true | false | true | 2.48 | -0.08 | 0.54 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -43 | -10 | DealerB | Electronic | 10 | 97 | 45 | -56 | Sector>limit | Reduce | Sector concentration above limit | 217 | Defer adds pending macro print |
C07358 | CR4343 | 2024-12-22 | Tightening | 133 | 429 | 4.8 | 1.2 | 1,339,402,153 | Industrials:31.5;Materials:29.4;Consumer:16.7;Financials:9.1;Energy:13.4 | US:63.1;EU:10.9;APAC:10.9;EMEA:8.2;LATAM:6.8 | BBB:20.6;CCC:4.5;BB:18.0;AAA:9.7;AA:23.8;B:23.4 | 4.77 | 58.8 | 118 | 206 | 3.2 | 3.5 | 30 | 55 | 25 | true | true | true | false | 1.45 | -0.26 | 0.4 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | 11 | DealerB | RFQ | 5 | 89 | 32 | -94 | Sector>limit | Hedge | Sector concentration above limit | 237 | Tighten HY exposure bands |
C07359 | CR2345 | 2024-02-07 | Tightening | 96 | 375 | 3.8 | 1.6 | 2,211,504,140 | Energy:25.9;RealEstate:28.2;Financials:17.8;Tech:28.0 | US:75.3;EU:6.4;APAC:6.9;EMEA:5.3;LATAM:6.1 | BBB:20.4;A:8.3;BB:15.6;AAA:15.4;CCC:14.8;AA:25.4 | 3.55 | 34.2 | 207 | 192 | 14.1 | 2 | 20 | 55 | 20 | true | true | true | true | -0.04 | 0.46 | -0.35 | Materials:EW | Hedge | SingleName_CDS: +161bps notional | 6 | 8 | DealerC | Electronic | 12 | 88 | 64 | -430 | HYCap>limit | Hedge | High-yield share above policy cap | 111 | Reviewed by risk; hedges staggered |
C07360 | CR4881 | 2024-09-13 | Calm | 86 | 331 | 4.3 | 2.7 | 1,044,341,077 | Comm:41.2;RealEstate:39.6;Consumer:19.3 | US:58.6;EU:20.0;APAC:10.1;EMEA:4.4;LATAM:7.0 | CCC:15.5;AAA:11.4;BB:12.2;A:23.1;B:20.6;BBB:17.3 | 2.97 | 22.1 | 154 | 200 | 5.8 | 3.5 | 25 | 45 | 30 | true | true | true | false | 0.08 | 0.17 | 0.38 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | -13 | ECN1 | All2All | 9 | 99 | 306 | -81 | Region>limit | Hedge | Regional concentration above limit | 243 | Rotate into defensive sectors |
C07361 | CR0649 | 2024-07-25 | Calm | 65 | 322 | 4.3 | 1.9 | 302,108,925 | RealEstate:20.0;Utilities:20.5;Financials:29.1;Tech:30.3 | US:74.0;EU:8.4;APAC:11.3;EMEA:4.9;LATAM:1.5 | AA:28.4;B:11.2;CCC:12.8;BB:8.5;A:25.5;BBB:13.5 | 6.62 | 53 | 185 | 438 | 13.3 | 2 | 35 | 55 | 30 | false | true | true | false | 2.13 | 1.58 | 0.45 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -31 | 31 | DealerB | RFQ | 1 | 91 | 217 | -126 | Region>limit | Reduce | Regional concentration above limit | 115 | Reviewed by risk; hedges staggered |
C07362 | CR8260 | 2025-10-04 | Tightening | 136 | 517 | 5.1 | 0.6 | 2,604,019,377 | RealEstate:30.0;Utilities:25.6;Comm:25.5;Tech:18.9 | US:67.4;EU:12.6;APAC:10.9;EMEA:4.0;LATAM:5.0 | AA:32.1;BB:15.9;CCC:26.3;AAA:25.7 | 5.55 | 62.5 | 264 | 493 | 17.8 | 4 | 20 | 45 | 30 | true | true | true | true | -0.27 | 0.95 | -0.33 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 19 | 27 | ECN2 | All2All | 2 | 98 | 155 | -308 | Region>limit | Rotate | Regional concentration above limit | 154 | Reviewed by risk; hedges staggered |
C07363 | CR4991 | 2025-07-22 | Calm | 83 | 306 | 3.7 | 2.2 | 900,591,117 | Healthcare:30.5;Utilities:14.4;Tech:31.0;Energy:10.7;Industrials:13.4 | US:63.6;EU:11.0;APAC:12.0;EMEA:7.0;LATAM:6.4 | BB:32.4;BBB:10.8;B:28.9;AAA:27.9 | 1.79 | 20.1 | 263 | 184 | 14.4 | 4 | 35 | 35 | 25 | false | true | true | true | -0.4 | 1.03 | -0.12 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | -17 | ECN2 | DealerAxed | 8 | 100 | 267 | 95 | HYCap>limit | Rotate | High-yield share above policy cap | 201 | Rotate into defensive sectors |
C07364 | CR0805 | 2024-04-05 | Recovery | 174 | 585 | 5.2 | 1.2 | 973,439,271 | Financials:18.8;Healthcare:18.1;Utilities:20.6;Materials:11.3;Industrials:21.0;Consumer:10.2 | US:63.3;EU:9.2;APAC:13.2;EMEA:10.3;LATAM:4.0 | AA:19.9;BB:29.3;B:10.5;CCC:7.4;A:11.0;AAA:21.8 | 7.34 | 45 | 157 | 377 | 5.5 | 2.5 | 30 | 45 | 30 | false | true | true | false | 2.1 | 0.54 | -0.29 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 9 | 0 | DealerC | Electronic | 0 | 92 | -90 | -329 | HYCap>limit | Hedge | High-yield share above policy cap | 212 | Tighten HY exposure bands |
C07365 | CR2156 | 2024-10-25 | Recovery | 165 | 514 | 6.2 | -0.2 | 1,950,187,925 | Industrials:22.8;Healthcare:31.3;Financials:20.0;Materials:25.8 | US:66.4;EU:10.4;APAC:11.7;EMEA:8.0;LATAM:3.4 | AAA:21.3;CCC:15.8;BBB:25.0;BB:19.5;AA:18.3 | 7.05 | 47 | 263 | 138 | 15.1 | 3 | 25 | 45 | 30 | true | true | true | true | -0.46 | 0.15 | -0.31 | Energy:EW | Hedge | iTraxx_MAIN: +148bps notional | 3 | 15 | DealerC | RFQ | 11 | 99 | 218 | 136 | HYCap>limit | Reduce | High-yield share above policy cap | 173 | Reviewed by risk; hedges staggered |
C07366 | CR9258 | 2025-01-14 | Tightening | 126 | 442 | 4.7 | 1.9 | 2,638,333,496 | Materials:19.4;Industrials:12.9;Healthcare:20.4;RealEstate:20.1;Tech:18.1;Utilities:9.1 | US:66.8;EU:14.3;APAC:11.7;EMEA:7.1;LATAM:0.1 | AA:28.4;AAA:22.7;B:20.4;BB:28.6 | 1.93 | 33.7 | 196 | 397 | 9.9 | 2.5 | 35 | 55 | 30 | false | true | true | false | 1.18 | 1.05 | 0.53 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -9 | 17 | ECN2 | RFQ | 11 | 90 | -107 | -177 | HYCap>limit | Hedge | High-yield share above policy cap | 260 | Escalate watchlist names |
C07367 | CR9375 | 2025-10-12 | Recovery | 142 | 490 | 5.3 | 0.1 | 1,492,210,908 | Financials:25.5;Utilities:29.3;Materials:11.5;Energy:11.1;RealEstate:22.6 | US:77.5;EU:5.9;APAC:6.5;EMEA:7.3;LATAM:2.8 | BB:5.3;B:8.0;BBB:27.8;A:28.9;AA:10.3;AAA:19.8 | 0.82 | 62.1 | 125 | 227 | 10.3 | 2 | 35 | 45 | 20 | false | true | false | false | 2.01 | 0.07 | 0.03 | Financials:EW | Hedge | iTraxx_XOVER: +161bps notional | -42 | -4 | ECN2 | RFQ | 11 | 97 | 265 | -168 | Region>limit | Hedge | Regional concentration above limit | 175 | Defer adds pending macro print |
C07368 | CR8281 | 2024-02-25 | Recovery | 100 | 453 | 5.6 | -0.1 | 2,208,778,034 | Energy:29.2;Utilities:25.7;Consumer:13.1;Industrials:7.5;Healthcare:24.5 | US:65.5;EU:15.5;APAC:5.8;EMEA:6.6;LATAM:6.6 | BBB:20.1;B:20.2;BB:38.7;AA:21.0 | 6.61 | 42.9 | 181 | 364 | 12.7 | 4 | 30 | 35 | 25 | false | true | true | false | 1.99 | -0.17 | -0.14 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -20 | 37 | ECN2 | DealerAxed | 5 | 88 | 227 | 5 | VAR>budget | Reduce | Portfolio VAR above budget | 251 | Rotate into defensive sectors |
C07369 | CR4467 | 2025-02-01 | Tightening | 121 | 451 | 4.2 | 1.9 | 2,307,055,804 | Comm:11.0;Industrials:22.1;Consumer:19.7;RealEstate:22.0;Healthcare:6.8;Materials:18.4 | US:71.1;EU:5.7;APAC:8.5;EMEA:10.3;LATAM:4.5 | B:24.9;BB:17.6;AA:37.1;CCC:7.4;AAA:12.8 | 0.79 | 56 | 82 | 435 | 11.7 | 2 | 30 | 45 | 20 | false | true | true | false | 0.99 | -0.02 | -0.18 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -60 | 34 | ECN1 | DealerAxed | 1 | 87 | 223 | -160 | HYCap>limit | Rotate | High-yield share above policy cap | 174 | Rotate into defensive sectors |
C07370 | CR6933 | 2024-08-09 | Recovery | 178 | 596 | 6.3 | 0.2 | 724,487,659 | Utilities:25.2;Healthcare:10.0;RealEstate:37.7;Energy:27.0 | US:68.4;EU:11.6;APAC:15.1;EMEA:4.1;LATAM:0.9 | BB:14.1;B:24.8;AA:33.6;BBB:27.5 | 3.89 | 29.5 | 276 | 371 | 15.9 | 2 | 35 | 45 | 25 | true | true | true | true | 0.37 | 0.34 | 0.39 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 16 | 38 | DealerB | Electronic | 8 | 90 | 340 | -308 | Sector>limit | Reduce | Sector concentration above limit | 231 | Rotate into defensive sectors |
C07371 | CR9875 | 2025-04-25 | Tightening | 132 | 354 | 4.3 | 0.5 | 419,685,804 | Healthcare:8.4;Industrials:17.3;Comm:27.3;Tech:21.4;Utilities:25.7 | US:63.7;EU:13.2;APAC:11.1;EMEA:9.1;LATAM:2.8 | AAA:21.7;B:24.7;A:22.8;BBB:5.9;CCC:24.8 | 0.48 | 57.6 | 149 | 303 | 9.8 | 2 | 35 | 35 | 25 | false | true | true | false | -0.49 | 0.57 | -0.25 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -9 | -14 | DealerB | RFQ | 6 | 98 | 191 | -230 | Region>limit | Reduce | Regional concentration above limit | 162 | Escalate watchlist names |
C07372 | CR6250 | 2024-06-09 | Recovery | 117 | 504 | 5.2 | 0.4 | 2,429,705,179 | Consumer:28.5;Utilities:18.2;Healthcare:53.3 | US:71.9;EU:7.9;APAC:5.9;EMEA:6.4;LATAM:8.0 | BB:32.3;B:28.8;AAA:28.8;BBB:10.1 | 2.71 | 45.9 | 137 | 300 | 8.7 | 2 | 20 | 35 | 30 | true | true | true | false | 0.31 | -0.14 | 0.46 | Utilities:EW | Hedge | CDX_IG: +198bps notional | -13 | 29 | DealerC | Electronic | 5 | 89 | 134 | -370 | Sector>limit | Hedge | Sector concentration above limit | 204 | Rotate into defensive sectors |
C07373 | CR9178 | 2024-10-18 | Tightening | 136 | 352 | 5.1 | 0.7 | 2,376,926,472 | Consumer:34.6;Industrials:10.5;Comm:20.5;Tech:34.4 | US:64.8;EU:10.0;APAC:11.0;EMEA:5.3;LATAM:8.9 | AAA:16.3;BBB:6.3;B:11.4;CCC:20.4;AA:16.5;BB:29.2 | 1.94 | 54.2 | 242 | 139 | 9 | 3.5 | 20 | 55 | 30 | true | true | true | true | 1.59 | 0.97 | 0.19 | Utilities:EW | Hedge | Options_Payer: +166bps notional | -28 | 2 | ECN2 | RFQ | 3 | 91 | -45 | 12 | HYCap>limit | Hedge | High-yield share above policy cap | 220 | Reviewed by risk; hedges staggered |
C07374 | CR4182 | 2025-09-13 | Tightening | 91 | 383 | 4.9 | 1.6 | 1,149,159,071 | Comm:40.6;Materials:15.5;Utilities:43.9 | US:71.5;EU:13.0;APAC:10.8;EMEA:3.5;LATAM:1.3 | AA:26.0;CCC:9.3;BBB:28.9;B:35.9 | 4.7 | 48.8 | 142 | 347 | 11.7 | 2 | 30 | 45 | 30 | true | true | true | false | 2.11 | 1.1 | 0.46 | Energy:EW;Comm:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 21 | DealerB | All2All | 3 | 96 | 310 | -29 | VAR>budget | Reduce | Portfolio VAR above budget | 214 | Rotate into defensive sectors |
C07375 | CR1260 | 2025-08-03 | Tightening | 146 | 515 | 4.5 | 1.9 | 2,432,982,434 | Financials:29.6;Consumer:37.3;Materials:33.1 | US:68.9;EU:7.6;APAC:16.0;EMEA:7.3;LATAM:0.2 | CCC:17.4;BBB:14.7;B:19.3;AA:48.6 | 5.45 | 41.7 | 267 | 424 | 6 | 2 | 25 | 55 | 20 | true | true | true | true | 0.93 | -0.14 | -0.04 | null | Hedge | SingleName_CDS: +173bps notional | -16 | 14 | ECN2 | RFQ | 10 | 95 | 214 | -372 | HYCap>limit | Hedge | High-yield share above policy cap | 249 | Rotate into defensive sectors |
C07376 | CR0764 | 2024-06-20 | Calm | 90 | 314 | 3.2 | 1.6 | 1,556,820,721 | Utilities:31.0;Energy:35.0;Comm:34.0 | US:66.5;EU:12.2;APAC:7.0;EMEA:13.1;LATAM:1.1 | A:21.7;CCC:20.9;B:15.6;AA:21.6;BBB:11.7;AAA:8.4 | 7.3 | 48.7 | 269 | 140 | 10.2 | 4 | 25 | 45 | 35 | true | true | true | true | 1.4 | -0.27 | 0.13 | null | Hedge | CDX_HY: +50bps notional | 13 | 7 | ECN2 | RFQ | 10 | 87 | -89 | -328 | Region>limit | PauseAdds | Regional concentration above limit | 96 | Tighten HY exposure bands |
C07377 | CR5950 | 2024-03-05 | Calm | 119 | 331 | 3.5 | 2.8 | 249,536,941 | RealEstate:37.6;Utilities:24.5;Materials:37.9 | US:56.9;EU:15.4;APAC:12.0;EMEA:9.1;LATAM:6.5 | A:12.5;CCC:16.3;B:53.6;BB:17.6 | 3.93 | 50.3 | 212 | 294 | 8.8 | 4 | 30 | 35 | 20 | true | true | true | true | -0.15 | 0.62 | 0.25 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 10 | 27 | ECN2 | All2All | 0 | 92 | 411 | -181 | HYCap>limit | Reduce | High-yield share above policy cap | 144 | Reviewed by risk; hedges staggered |
C07378 | CR0227 | 2025-04-20 | Calm | 103 | 285 | 3.6 | 1.5 | 310,280,477 | Comm:9.2;Consumer:24.4;RealEstate:16.1;Industrials:24.4;Tech:6.7;Healthcare:19.1 | US:67.9;EU:7.7;APAC:6.9;EMEA:12.4;LATAM:5.1 | B:35.0;AA:13.5;BBB:27.5;CCC:24.0 | 4.56 | 62.4 | 151 | 217 | 3.7 | 2.5 | 30 | 45 | 35 | false | true | true | false | -0.12 | 0.69 | 0.51 | Tech:EW;Financials:EW | Hedge | iTraxx_MAIN: +50bps notional | 0 | 9 | ECN2 | RFQ | 12 | 98 | 345 | -370 | HYCap>limit | Reduce | High-yield share above policy cap | 120 | Rotate into defensive sectors |
C07379 | CR4009 | 2025-04-18 | Calm | 111 | 299 | 4.1 | 2.2 | 856,742,548 | Materials:7.1;Healthcare:6.9;RealEstate:26.2;Utilities:18.1;Industrials:24.7;Financials:17.0 | US:59.4;EU:15.3;APAC:7.0;EMEA:11.6;LATAM:6.7 | BBB:14.5;AA:12.0;BB:14.4;CCC:13.3;A:16.7;B:29.1 | 4.6 | 49 | 241 | 343 | 12.2 | 2 | 35 | 45 | 30 | false | true | true | true | 0.88 | 1.31 | 0.13 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -35 | -12 | DealerA | RFQ | 0 | 87 | -188 | -290 | VAR>budget | Hedge | Portfolio VAR above budget | 257 | Escalate watchlist names |
C07380 | CR2276 | 2025-10-03 | Calm | 90 | 293 | 4.2 | 2 | 2,685,927,532 | RealEstate:28.9;Materials:15.5;Healthcare:8.4;Consumer:16.6;Energy:30.6 | US:64.2;EU:11.3;APAC:11.9;EMEA:6.5;LATAM:6.1 | AAA:14.7;BBB:16.0;CCC:21.1;BB:9.8;AA:12.1;A:26.3 | 3.34 | 45.5 | 242 | 159 | 4.2 | 3.5 | 30 | 35 | 25 | true | true | true | true | 0.44 | 0.21 | -0.27 | Financials:EW;Industrials:EW;Tech:EW | Hedge | CDX_IG: +95bps notional | -46 | -4 | DealerA | Electronic | 2 | 88 | -73 | -43 | Region>limit | Rotate | Regional concentration above limit | 114 | Tighten HY exposure bands |
C07381 | CR3212 | 2025-04-16 | Tightening | 99 | 407 | 3.9 | 2 | 1,106,621,809 | Comm:15.2;Tech:16.9;Materials:32.6;Consumer:12.0;Healthcare:13.4;Financials:9.9 | US:64.0;EU:14.9;APAC:12.0;EMEA:5.8;LATAM:3.2 | BB:12.6;A:36.3;B:7.8;AA:11.0;CCC:10.2;BBB:22.2 | 6.61 | 23.4 | 116 | 186 | 9 | 2 | 20 | 45 | 20 | true | true | true | false | -0.04 | 0.83 | -0.26 | Industrials:EW;Materials:EW | Hedge | CDX_HY: +189bps notional | 3 | 26 | DealerA | Electronic | 0 | 92 | -153 | 209 | HYCap>limit | Reduce | High-yield share above policy cap | 94 | Reviewed by risk; hedges staggered |
C07382 | CR4540 | 2025-03-23 | Tightening | 148 | 411 | 4.7 | 1.8 | 1,172,142,828 | Energy:32.0;Utilities:23.0;Financials:16.9;Materials:28.1 | US:68.9;EU:13.4;APAC:5.4;EMEA:4.7;LATAM:7.5 | CCC:16.3;B:21.7;A:24.3;BB:20.1;AA:7.0;AAA:10.6 | 5.34 | 53.6 | 270 | 136 | 6.3 | 3 | 25 | 35 | 35 | true | true | true | true | 2.11 | 0.44 | 0.28 | null | Hedge | SingleName_CDS: +198bps notional | -31 | -4 | DealerB | DealerAxed | 5 | 91 | 261 | -353 | Region>limit | Rotate | Regional concentration above limit | 118 | Rotate into defensive sectors |
C07383 | CR4416 | 2025-03-06 | Stress | 240 | 620 | 7 | -1.8 | 941,929,728 | Utilities:33.1;Industrials:16.4;Comm:34.7;Financials:15.8 | US:68.1;EU:13.8;APAC:8.2;EMEA:3.7;LATAM:6.3 | B:23.8;AA:11.9;BB:25.6;AAA:15.7;A:15.2;BBB:7.8 | 4.2 | 44.2 | 316 | 436 | 21.6 | 2 | 20 | 35 | 25 | true | true | true | true | 2.17 | 0.35 | -0.13 | null | Hedge | Options_Payer: +162bps notional | -47 | -22 | ECN1 | RFQ | 7 | 98 | 95 | -370 | HYCap>limit | Reduce | High-yield share above policy cap | 157 | Rotate into defensive sectors |
C07384 | CR4161 | 2025-07-28 | Stress | 182 | 620 | 7.7 | 0.1 | 549,041,622 | Financials:18.1;Tech:22.7;Industrials:13.5;Utilities:12.5;Materials:22.1;Energy:11.1 | US:65.9;EU:14.6;APAC:6.9;EMEA:6.3;LATAM:6.3 | AAA:22.6;BB:27.8;AA:11.7;B:7.0;CCC:16.0;A:14.8 | 5.47 | 25.3 | 190 | 312 | 10.5 | 2 | 30 | 35 | 25 | false | true | true | false | 0.11 | 1.49 | 0.47 | Materials:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 3 | -6 | DealerA | Electronic | 9 | 92 | 234 | -410 | VAR>budget | Hedge | Portfolio VAR above budget | 226 | Rotate into defensive sectors |
C07385 | CR6349 | 2025-11-04 | Calm | 74 | 407 | 4.4 | 2.5 | 315,533,671 | Financials:18.4;Utilities:17.0;Energy:16.0;Tech:19.3;Materials:15.7;Healthcare:13.6 | US:61.4;EU:16.9;APAC:6.6;EMEA:10.4;LATAM:4.7 | BB:34.1;A:10.0;AA:17.2;B:23.6;AAA:15.0 | 0.92 | 26.1 | 99 | 378 | 15.4 | 3.5 | 35 | 45 | 35 | false | true | true | false | 0.13 | -0.2 | -0.02 | RealEstate:EW | Hedge | Treasury_Futures: +104bps notional | -55 | 14 | ECN2 | All2All | 9 | 88 | 11 | -193 | HYCap>limit | Hedge | High-yield share above policy cap | 129 | Defer adds pending macro print |
C07386 | CR1341 | 2024-07-14 | Recovery | 149 | 512 | 6.2 | 1 | 363,525,183 | Healthcare:17.4;Utilities:39.4;Consumer:26.2;Tech:17.0 | US:66.4;EU:8.6;APAC:14.4;EMEA:8.8;LATAM:1.8 | BB:12.0;AA:12.0;CCC:12.1;BBB:21.1;A:17.4;AAA:25.4 | 2.35 | 49.6 | 198 | 214 | 16.5 | 2.5 | 20 | 35 | 20 | true | true | true | false | 2.44 | 0.55 | 0.01 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | 0 | DealerB | RFQ | 1 | 100 | 323 | 24 | HYCap>limit | Hedge | High-yield share above policy cap | 228 | Escalate watchlist names |
C07387 | CR2570 | 2024-09-14 | Tightening | 97 | 479 | 4.7 | 1.5 | 2,411,252,330 | Consumer:36.0;Materials:16.5;Industrials:26.4;Utilities:21.0 | US:65.5;EU:13.7;APAC:13.0;EMEA:3.8;LATAM:4.1 | A:19.0;AA:25.3;BB:19.2;BBB:26.9;CCC:9.6 | 2.96 | 43.5 | 161 | 167 | 17.4 | 4 | 30 | 45 | 20 | true | true | true | false | 2.11 | 0.41 | -0.13 | RealEstate:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -21 | 28 | DealerA | Electronic | 5 | 89 | 34 | -73 | HYCap>limit | Rotate | High-yield share above policy cap | 135 | Reviewed by risk; hedges staggered |
C07388 | CR4767 | 2024-12-01 | Calm | 118 | 394 | 4.4 | 2.8 | 2,902,007,003 | Industrials:33.2;Financials:31.7;Healthcare:25.5;Comm:9.6 | US:67.3;EU:8.3;APAC:6.4;EMEA:8.9;LATAM:9.1 | CCC:41.0;BB:31.7;A:15.4;B:11.9 | 4.48 | 44.7 | 164 | 250 | 15.9 | 3.5 | 20 | 35 | 35 | true | true | true | false | -0.26 | -0.17 | 0.01 | Energy:EW | Hedge | Options_Payer: +143bps notional | 10 | -11 | DealerC | Electronic | 8 | 88 | 109 | -380 | Sector>limit | Hedge | Sector concentration above limit | 226 | Escalate watchlist names |
C07389 | CR2393 | 2024-03-08 | Stress | 150 | 671 | 7.6 | -0.5 | 384,606,420 | Tech:7.4;RealEstate:24.2;Healthcare:29.5;Materials:29.5;Comm:9.4 | US:71.9;EU:14.4;APAC:5.3;EMEA:3.5;LATAM:4.9 | BBB:17.5;BB:23.8;B:28.0;CCC:20.1;A:10.6 | 5.45 | 50.5 | 262 | 604 | 16.5 | 4 | 25 | 35 | 25 | true | true | true | true | 0.49 | 0.14 | -0.01 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | 38 | DealerC | DealerAxed | 1 | 92 | -20 | 96 | HYCap>limit | Hedge | High-yield share above policy cap | 155 | Escalate watchlist names |
C07390 | CR2527 | 2024-03-23 | Calm | 110 | 413 | 3.2 | 1.6 | 788,100,312 | Utilities:23.3;Industrials:39.2;Comm:37.6 | US:73.9;EU:9.3;APAC:10.8;EMEA:2.9;LATAM:3.1 | BBB:14.6;AAA:11.7;AA:21.9;CCC:31.0;A:20.8 | 5.81 | 31 | 234 | 428 | 3 | 3 | 20 | 45 | 35 | true | true | false | true | -0.3 | 0.73 | -0.23 | Utilities:EW | Hedge | Treasury_Futures: +198bps notional | -59 | 28 | ECN1 | Electronic | 3 | 90 | -138 | -167 | Sector>limit | Hedge | Sector concentration above limit | 123 | Escalate watchlist names |
C07391 | CR5454 | 2024-10-03 | Recovery | 162 | 461 | 5.5 | 0.9 | 1,880,524,944 | Materials:28.0;Financials:32.1;Utilities:39.9 | US:69.9;EU:9.5;APAC:13.2;EMEA:6.5;LATAM:0.9 | BBB:18.9;AA:39.7;AAA:21.6;CCC:5.0;BB:8.2;B:6.6 | 6.81 | 25.4 | 219 | 335 | 13.4 | 4 | 30 | 55 | 35 | true | true | false | true | -0.37 | 0.25 | -0.07 | null | Hedge | CDX_IG: +97bps notional | -49 | 7 | DealerC | Electronic | 3 | 98 | -45 | 93 | HYCap>limit | Hedge | High-yield share above policy cap | 120 | Rotate into defensive sectors |
C07392 | CR7634 | 2024-12-22 | Calm | 83 | 359 | 3.5 | 2.4 | 1,274,737,251 | Materials:36.3;Consumer:38.2;Energy:25.5 | US:62.2;EU:18.1;APAC:10.7;EMEA:4.4;LATAM:4.6 | AAA:33.1;BB:13.7;A:14.2;CCC:14.4;BBB:24.5 | 2.27 | 59.1 | 118 | 375 | 7.6 | 2.5 | 20 | 55 | 25 | true | true | true | false | 1.78 | 0.22 | -0.28 | Healthcare:EW | Hedge | CDX_HY: +187bps notional | -27 | -21 | DealerB | Electronic | 0 | 92 | -73 | 25 | VAR>budget | Hedge | Portfolio VAR above budget | 140 | Rotate into defensive sectors |
C07393 | CR5625 | 2024-05-01 | Calm | 87 | 374 | 3.4 | 2.8 | 708,824,858 | Healthcare:34.8;Industrials:38.0;Consumer:27.2 | US:63.8;EU:8.0;APAC:10.6;EMEA:11.0;LATAM:6.5 | B:25.4;BB:37.9;A:14.5;CCC:22.3 | 3.58 | 31.8 | 230 | 317 | 5.6 | 3 | 35 | 55 | 30 | true | true | true | true | -0.12 | -0.29 | -0.35 | Tech:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | -5 | ECN2 | Electronic | 11 | 95 | 200 | -303 | Region>limit | Rotate | Regional concentration above limit | 99 | Defer adds pending macro print |
C07394 | CR8426 | 2024-06-02 | Calm | 70 | 374 | 4.1 | 2 | 2,794,520,435 | Healthcare:36.5;Utilities:50.3;Industrials:13.1 | US:59.7;EU:14.8;APAC:14.3;EMEA:8.8;LATAM:2.4 | AA:18.6;B:9.3;CCC:8.0;AAA:17.0;BBB:47.2 | 6.74 | 31.4 | 219 | 503 | 4.4 | 2 | 35 | 35 | 30 | true | true | false | true | 2 | 0.89 | -0.36 | Tech:EW | Hedge | CDX_HY: +73bps notional | -5 | 16 | ECN2 | All2All | 10 | 92 | 28 | -161 | Sector>limit | Reduce | Sector concentration above limit | 129 | Escalate watchlist names |
C07395 | CR5715 | 2025-11-08 | Calm | 68 | 280 | 4.1 | 2.5 | 1,822,175,339 | Comm:11.3;Materials:22.7;Energy:11.0;Consumer:44.8;Financials:10.2 | US:67.8;EU:14.0;APAC:9.4;EMEA:7.0;LATAM:1.8 | CCC:9.2;BB:20.0;AA:33.7;AAA:31.1;B:6.0 | 1.06 | 41.1 | 244 | 150 | 17 | 3.5 | 30 | 35 | 25 | true | true | true | true | 0.62 | 1.04 | 0.17 | Materials:EW | Hedge | Options_Payer: +139bps notional | 16 | 34 | DealerA | RFQ | 3 | 94 | 393 | -36 | Region>limit | Reduce | Regional concentration above limit | 128 | Escalate watchlist names |
C07396 | CR0184 | 2025-11-30 | Recovery | 163 | 513 | 6.5 | -0.2 | 2,741,777,012 | Industrials:32.2;Materials:35.5;Financials:32.4 | US:70.3;EU:8.1;APAC:17.8;EMEA:3.8;LATAM:0.0 | B:21.0;AA:6.7;CCC:36.3;BBB:10.8;AAA:13.6;BB:11.6 | 1.35 | 64.9 | 178 | 325 | 3.6 | 2 | 25 | 35 | 20 | true | true | true | false | 2.43 | 0.91 | -0.36 | null | Hedge | iTraxx_MAIN: +197bps notional | -9 | 38 | DealerC | All2All | 5 | 90 | 175 | -414 | HYCap>limit | Hedge | High-yield share above policy cap | 241 | Tighten HY exposure bands |
C07397 | CR1082 | 2025-09-21 | Tightening | 96 | 465 | 4.7 | 0.7 | 2,009,769,788 | Utilities:19.7;Consumer:31.1;Energy:19.3;Financials:15.2;Materials:14.7 | US:62.1;EU:17.1;APAC:8.7;EMEA:9.1;LATAM:3.0 | B:19.0;AAA:23.0;A:23.0;CCC:35.0 | 5.83 | 40.5 | 110 | 499 | 4.8 | 3 | 30 | 55 | 20 | true | true | true | false | 0.72 | 1.49 | 0.19 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | 6 | ECN1 | RFQ | 5 | 91 | 354 | -134 | VAR>budget | Reduce | Portfolio VAR above budget | 241 | Tighten HY exposure bands |
C07398 | CR5449 | 2024-08-01 | Calm | 102 | 312 | 4.3 | 2.6 | 2,265,469,532 | Tech:20.6;RealEstate:19.5;Industrials:9.3;Comm:15.5;Healthcare:16.8;Energy:18.3 | US:63.3;EU:12.7;APAC:12.8;EMEA:9.9;LATAM:1.3 | A:27.1;B:16.6;BBB:31.5;CCC:24.8 | 1.92 | 64.2 | 174 | 499 | 6.2 | 3 | 25 | 35 | 30 | false | true | true | false | 1.71 | 0.58 | 0.27 | Tech:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -43 | 30 | DealerC | RFQ | 2 | 99 | 240 | -22 | Sector>limit | Reduce | Sector concentration above limit | 232 | Tighten HY exposure bands |
C07399 | CR3182 | 2025-04-03 | Recovery | 130 | 420 | 6.2 | -0.1 | 1,183,833,413 | RealEstate:11.1;Healthcare:15.6;Energy:27.8;Utilities:25.6;Financials:19.9 | US:65.5;EU:8.7;APAC:11.0;EMEA:10.9;LATAM:4.0 | A:16.8;BB:14.2;AA:11.0;BBB:15.4;B:16.1;CCC:26.4 | 6.28 | 25.7 | 136 | 195 | 6 | 3.5 | 30 | 45 | 20 | false | true | true | false | 1.48 | 1.19 | -0.3 | Comm:EW;Financials:EW | Hedge | iTraxx_XOVER: +90bps notional | -56 | 2 | DealerC | RFQ | 9 | 96 | 21 | -209 | Region>limit | Rotate | Regional concentration above limit | 157 | Reviewed by risk; hedges staggered |
C07400 | CR7988 | 2024-04-07 | Stress | 167 | 704 | 6.8 | -1.4 | 1,837,155,965 | Industrials:21.8;Tech:31.8;Materials:46.5 | US:68.0;EU:11.9;APAC:10.4;EMEA:4.1;LATAM:5.6 | AAA:21.8;B:4.9;CCC:6.0;BBB:34.0;AA:21.6;A:11.7 | 0.53 | 35.1 | 242 | 448 | 9.9 | 3 | 25 | 45 | 35 | true | true | false | true | 1.17 | 1.66 | -0.03 | Consumer:EW;Healthcare:EW | Hedge | SingleName_CDS: +64bps notional | -34 | -12 | DealerC | Electronic | 0 | 88 | -66 | -111 | Sector>limit | Reduce | Sector concentration above limit | 220 | Defer adds pending macro print |
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