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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C07401 | CR0938 | 2024-10-15 | Calm | 88 | 315 | 3.5 | 3 | 370,331,965 | Tech:26.3;Utilities:30.5;RealEstate:28.1;Materials:15.1 | US:75.3;EU:9.7;APAC:7.7;EMEA:7.2;LATAM:0.2 | B:27.5;CCC:20.3;AA:11.6;A:16.2;AAA:14.2;BBB:10.2 | 1.47 | 37.4 | 140 | 255 | 3.1 | 2 | 25 | 45 | 25 | true | true | true | false | 0.22 | -0.02 | 0.4 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | -20 | DealerA | Electronic | 5 | 98 | -122 | -452 | Sector>limit | Reduce | Sector concentration above limit | 170 | Rotate into defensive sectors |
C07402 | CR1718 | 2024-06-02 | Calm | 118 | 314 | 3.3 | 1.6 | 198,849,201 | Utilities:33.7;Comm:36.6;Consumer:29.8 | US:66.9;EU:13.5;APAC:11.3;EMEA:6.8;LATAM:1.5 | BBB:9.5;CCC:16.8;AA:17.3;A:16.9;B:24.5;AAA:15.0 | 2.77 | 54.5 | 115 | 333 | 4.4 | 4 | 20 | 35 | 25 | true | true | true | false | 0.52 | -0 | 0.27 | Comm:EW | Hedge | CDX_HY: +117bps notional | -31 | -23 | DealerA | Electronic | 10 | 93 | 45 | 41 | HYCap>limit | Hedge | High-yield share above policy cap | 158 | Rotate into defensive sectors |
C07403 | CR5299 | 2024-06-10 | Stress | 254 | 704 | 5.6 | -1.3 | 2,494,193,297 | Healthcare:10.2;Materials:8.5;Consumer:25.3;Comm:30.1;Industrials:25.9 | US:61.1;EU:19.4;APAC:8.2;EMEA:8.9;LATAM:2.3 | AA:14.0;CCC:39.5;AAA:15.3;BB:18.9;B:12.3 | 4.35 | 30.9 | 136 | 456 | 15 | 2 | 35 | 55 | 35 | false | true | true | false | 1.78 | 0.7 | 0.05 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 17 | -23 | DealerC | DealerAxed | 1 | 89 | -17 | 157 | HYCap>limit | Hedge | High-yield share above policy cap | 213 | Rotate into defensive sectors |
C07404 | CR1923 | 2025-04-14 | Recovery | 144 | 514 | 6.5 | 1.1 | 1,368,338,773 | Tech:19.9;Energy:50.2;Industrials:29.9 | US:58.8;EU:12.5;APAC:15.9;EMEA:10.1;LATAM:2.7 | AA:24.1;A:27.3;BB:9.4;B:14.6;CCC:24.6 | 6.69 | 64.7 | 88 | 332 | 5.9 | 2 | 20 | 35 | 35 | true | true | true | false | 0.22 | 1.73 | 0.27 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -29 | 45 | ECN1 | RFQ | 1 | 86 | 403 | -87 | VAR>budget | Reduce | Portfolio VAR above budget | 136 | Tighten HY exposure bands |
C07405 | CR8903 | 2024-11-10 | Stress | 216 | 839 | 5.9 | -0.1 | 1,938,384,229 | Consumer:27.6;Financials:18.5;Industrials:53.9 | US:64.2;EU:15.5;APAC:9.3;EMEA:5.6;LATAM:5.4 | AAA:39.4;AA:25.6;CCC:15.8;B:7.0;BB:12.2 | 5.29 | 54.6 | 296 | 408 | 8.4 | 2 | 25 | 55 | 35 | true | true | false | true | 0.11 | 1.4 | 0.34 | null | Hedge | Treasury_Futures: +134bps notional | -58 | 13 | DealerB | Electronic | 1 | 90 | 323 | -174 | HYCap>limit | PauseAdds | High-yield share above policy cap | 188 | Tighten HY exposure bands |
C07406 | CR8326 | 2025-04-06 | Calm | 106 | 298 | 4.1 | 3 | 825,486,719 | Consumer:32.9;Industrials:18.8;Energy:20.0;Financials:28.3 | US:57.7;EU:19.3;APAC:8.6;EMEA:7.4;LATAM:7.0 | AAA:14.8;BB:8.0;A:23.5;CCC:4.9;B:13.0;BBB:35.8 | 4.14 | 52 | 179 | 202 | 7.2 | 3 | 35 | 35 | 35 | false | true | false | false | 0.27 | 0.55 | -0.26 | Industrials:EW;Comm:EW;Utilities:EW | Hedge | Treasury_Futures: +147bps notional | -6 | 0 | ECN2 | DealerAxed | 5 | 90 | -165 | -443 | Sector>limit | Hedge | Sector concentration above limit | 133 | Rotate into defensive sectors |
C07407 | CR8948 | 2024-12-27 | Recovery | 158 | 512 | 6.2 | 0.2 | 886,766,535 | Tech:27.6;Utilities:29.2;Healthcare:9.4;Consumer:6.7;Comm:27.1 | US:63.0;EU:17.6;APAC:11.5;EMEA:4.9;LATAM:3.0 | BBB:18.4;AA:33.9;AAA:30.7;B:17.1 | 2.91 | 54.5 | 97 | 329 | 15.4 | 3 | 35 | 45 | 25 | false | true | false | false | -0.16 | 1.24 | 0.31 | Utilities:EW;Tech:EW | Hedge | CDX_IG: +67bps notional | 6 | 1 | DealerC | Electronic | 5 | 88 | -86 | 83 | VAR>budget | Hedge | Portfolio VAR above budget | 189 | Reviewed by risk; hedges staggered |
C07408 | CR6450 | 2024-01-11 | Calm | 114 | 337 | 3.8 | 2.3 | 1,963,457,480 | Industrials:9.8;Utilities:14.3;Financials:33.7;Tech:19.5;Healthcare:22.7 | US:73.4;EU:6.1;APAC:8.2;EMEA:7.4;LATAM:4.9 | B:13.1;AA:58.8;A:21.0;BB:7.1 | 5.6 | 28.3 | 220 | 193 | 6.8 | 2.5 | 20 | 35 | 30 | true | true | false | true | 1.78 | 0.1 | 0.06 | Energy:EW | Hedge | CDX_IG: +93bps notional | -28 | 29 | DealerC | RFQ | 2 | 91 | 391 | -43 | HYCap>limit | Hedge | High-yield share above policy cap | 228 | Rotate into defensive sectors |
C07409 | CR1416 | 2025-08-16 | Recovery | 153 | 638 | 5.4 | 0.4 | 100,231,072 | Energy:26.9;Consumer:36.8;Financials:36.2 | US:59.4;EU:16.8;APAC:12.6;EMEA:10.0;LATAM:1.3 | CCC:24.9;B:15.1;A:43.8;BB:16.2 | 6.71 | 54.5 | 185 | 269 | 17.4 | 3.5 | 30 | 55 | 25 | true | true | true | false | 1.45 | 0.05 | 0.2 | null | Hedge | CDX_IG: +93bps notional | 19 | 2 | DealerC | All2All | 4 | 94 | -122 | 74 | Region>limit | Hedge | Regional concentration above limit | 209 | Rotate into defensive sectors |
C07410 | CR2697 | 2025-03-25 | Tightening | 135 | 480 | 4.1 | 0.8 | 1,356,829,616 | Utilities:62.5;Comm:20.1;RealEstate:17.4 | US:63.6;EU:18.9;APAC:6.9;EMEA:5.7;LATAM:4.9 | CCC:18.9;B:21.2;AAA:20.7;A:22.6;AA:16.6 | 3.46 | 52.9 | 220 | 419 | 3.1 | 3 | 30 | 55 | 30 | true | true | true | true | 1.89 | 0.57 | 0.21 | Energy:EW | Hedge | iTraxx_XOVER: +58bps notional | 19 | 30 | ECN2 | DealerAxed | 10 | 95 | 252 | 40 | Region>limit | Reduce | Regional concentration above limit | 241 | Reviewed by risk; hedges staggered |
C07411 | CR1871 | 2024-08-18 | Recovery | 108 | 585 | 5.8 | 1 | 96,803,467 | Comm:22.6;Financials:30.3;Tech:15.1;Healthcare:18.2;Materials:13.9 | US:53.5;EU:17.8;APAC:13.2;EMEA:9.2;LATAM:6.3 | BBB:12.0;AA:9.0;A:17.7;BB:24.6;CCC:24.6;AAA:12.1 | 4.66 | 39.3 | 122 | 348 | 11.6 | 3.5 | 30 | 35 | 35 | true | true | true | false | 2.28 | -0.03 | 0.15 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -7 | 32 | ECN2 | RFQ | 2 | 91 | -44 | -16 | Sector>limit | PauseAdds | Sector concentration above limit | 143 | Defer adds pending macro print |
C07412 | CR0337 | 2024-07-18 | Calm | 95 | 332 | 4.5 | 1.9 | 1,219,197,672 | RealEstate:22.7;Financials:25.3;Healthcare:12.6;Industrials:8.5;Materials:22.4;Energy:8.4 | US:62.0;EU:14.8;APAC:5.2;EMEA:10.9;LATAM:7.2 | BBB:45.3;B:9.2;AA:40.2;CCC:5.3 | 4.62 | 61.6 | 155 | 429 | 10.7 | 2 | 20 | 55 | 20 | true | true | false | false | -0.22 | 0.71 | -0.37 | Financials:EW;Energy:EW | Hedge | Options_Payer: +195bps notional | 17 | 9 | DealerB | RFQ | 5 | 93 | 284 | 75 | Region>limit | Hedge | Regional concentration above limit | 243 | Rotate into defensive sectors |
C07413 | CR3157 | 2025-05-21 | Stress | 188 | 710 | 6.9 | 0.4 | 539,741,332 | Healthcare:28.7;Utilities:8.9;Materials:26.8;RealEstate:13.4;Industrials:22.2 | US:63.0;EU:16.3;APAC:8.9;EMEA:8.0;LATAM:3.7 | A:37.4;BB:26.9;AAA:16.0;CCC:19.7 | 5.49 | 28.1 | 326 | 343 | 15.6 | 4 | 25 | 35 | 25 | true | true | true | true | -0.08 | 0.99 | 0.31 | Energy:EW | Hedge | Treasury_Futures: +73bps notional | -47 | 31 | ECN2 | Electronic | 12 | 99 | 15 | 26 | Sector>limit | Reduce | Sector concentration above limit | 146 | Escalate watchlist names |
C07414 | CR3052 | 2024-01-11 | Tightening | 90 | 442 | 3.9 | 1.2 | 1,090,033,421 | Energy:19.1;RealEstate:16.3;Healthcare:19.5;Materials:45.0 | US:67.2;EU:13.8;APAC:4.8;EMEA:9.4;LATAM:4.7 | AAA:20.1;CCC:17.3;A:25.4;BB:19.7;B:17.4 | 4.94 | 21.4 | 262 | 274 | 7.5 | 2 | 25 | 45 | 20 | true | true | true | true | 1.04 | 1.6 | 0.11 | null | Hedge | iTraxx_XOVER: +101bps notional | -59 | 6 | DealerC | RFQ | 8 | 97 | -96 | -19 | Region>limit | Hedge | Regional concentration above limit | 91 | Reviewed by risk; hedges staggered |
C07415 | CR7853 | 2024-12-22 | Stress | 161 | 821 | 5 | -0.7 | 1,537,244,673 | Comm:12.4;Industrials:21.3;Consumer:32.8;Energy:33.5 | US:70.7;EU:7.9;APAC:10.6;EMEA:9.0;LATAM:1.8 | AA:26.4;A:26.9;CCC:4.8;BB:14.2;BBB:21.1;B:6.5 | 2.82 | 22.3 | 252 | 597 | 15.5 | 4 | 20 | 55 | 20 | true | true | true | true | 1.94 | 1.08 | 0.52 | Comm:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -56 | -9 | ECN1 | RFQ | 12 | 89 | 356 | 120 | HYCap>limit | Reduce | High-yield share above policy cap | 133 | Rotate into defensive sectors |
C07416 | CR9729 | 2025-10-11 | Stress | 154 | 576 | 6.7 | -1.4 | 2,644,690,871 | Energy:28.9;Comm:37.5;Tech:24.4;Utilities:9.3 | US:69.5;EU:11.7;APAC:6.0;EMEA:11.2;LATAM:1.5 | BB:11.1;B:16.9;BBB:26.7;AA:18.1;CCC:27.2 | 4.36 | 24.2 | 271 | 269 | 11.1 | 2 | 20 | 35 | 30 | true | true | true | true | 1.75 | 0.7 | -0.05 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 8 | 21 | ECN1 | Electronic | 7 | 85 | 202 | -379 | HYCap>limit | Hedge | High-yield share above policy cap | 252 | Escalate watchlist names |
C07417 | CR6943 | 2024-04-29 | Calm | 90 | 376 | 3.7 | 2.9 | 922,240,000 | Financials:19.7;Industrials:26.5;Tech:29.4;Healthcare:24.4 | US:71.1;EU:7.9;APAC:10.9;EMEA:9.3;LATAM:0.8 | BB:11.0;AAA:37.7;B:15.9;CCC:35.4 | 5.87 | 45.7 | 249 | 416 | 3.8 | 4 | 30 | 55 | 30 | false | true | true | true | -0.16 | 0.92 | 0.35 | Materials:EW | Hedge | Options_Payer: +56bps notional | -17 | -18 | DealerC | All2All | 8 | 90 | 178 | -332 | Region>limit | Rotate | Regional concentration above limit | 194 | Tighten HY exposure bands |
C07418 | CR4804 | 2025-12-15 | Recovery | 159 | 470 | 5 | 1.2 | 2,221,408,287 | Utilities:15.0;RealEstate:53.1;Materials:31.9 | US:67.9;EU:10.8;APAC:8.8;EMEA:5.0;LATAM:7.5 | BBB:45.1;CCC:9.3;AAA:15.5;BB:30.0 | 4.28 | 47.5 | 216 | 505 | 9.9 | 3.5 | 35 | 35 | 30 | true | true | true | true | -0.17 | 1.6 | 0.56 | Utilities:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -37 | 18 | ECN2 | DealerAxed | 4 | 93 | 146 | -46 | Region>limit | Reduce | Regional concentration above limit | 204 | Rotate into defensive sectors |
C07419 | CR8109 | 2025-06-14 | Tightening | 130 | 350 | 3.9 | 0.8 | 856,655,629 | Comm:15.0;Utilities:17.0;Energy:25.5;Industrials:16.5;Financials:25.9 | US:70.7;EU:16.3;APAC:9.3;EMEA:3.2;LATAM:0.4 | AA:22.9;BBB:23.3;AAA:37.7;B:9.1;CCC:7.0 | 5.98 | 27.6 | 106 | 357 | 15.8 | 2.5 | 25 | 35 | 25 | true | true | false | false | 0.77 | 0.37 | 0.31 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -29 | 19 | ECN2 | Electronic | 3 | 85 | 82 | 140 | Sector>limit | Reduce | Sector concentration above limit | 234 | Reviewed by risk; hedges staggered |
C07420 | CR1921 | 2025-12-04 | Tightening | 144 | 475 | 5.1 | 1.9 | 2,672,594,988 | Materials:11.2;Utilities:11.0;Energy:37.1;Healthcare:40.7 | US:61.4;EU:18.1;APAC:7.8;EMEA:3.5;LATAM:9.1 | CCC:21.3;A:33.6;AA:28.2;BBB:16.9 | 4.08 | 51.3 | 93 | 447 | 7 | 2 | 20 | 45 | 30 | true | true | false | false | 1.62 | 0.35 | 0.08 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | 0 | DealerB | All2All | 3 | 93 | 18 | 100 | HYCap>limit | Hedge | High-yield share above policy cap | 106 | Reviewed by risk; hedges staggered |
C07421 | CR2323 | 2024-08-08 | Recovery | 115 | 627 | 5 | 0.4 | 1,319,412,408 | Consumer:12.3;Materials:24.2;Healthcare:13.1;Utilities:20.8;Comm:16.9;RealEstate:12.6 | US:58.7;EU:9.3;APAC:15.8;EMEA:6.9;LATAM:9.2 | CCC:11.8;AAA:34.2;A:16.2;B:15.9;BBB:21.9 | 3.96 | 32 | 125 | 202 | 6.1 | 2.5 | 30 | 45 | 25 | false | true | true | false | -0.13 | 0.72 | -0.19 | RealEstate:EW | Hedge | SingleName_CDS: +55bps notional | 4 | -20 | DealerA | DealerAxed | 10 | 89 | 7 | 62 | VAR>budget | Hedge | Portfolio VAR above budget | 111 | Reviewed by risk; hedges staggered |
C07422 | CR3282 | 2024-04-02 | Stress | 221 | 618 | 7 | -1.5 | 993,108,043 | Utilities:16.2;Materials:21.3;RealEstate:26.3;Healthcare:7.1;Consumer:10.9;Comm:18.0 | US:67.6;EU:9.6;APAC:6.3;EMEA:9.8;LATAM:6.7 | BBB:13.9;BB:7.2;AAA:22.4;CCC:28.5;AA:7.3;A:20.7 | 3.41 | 53.7 | 227 | 700 | 20 | 4 | 35 | 45 | 30 | false | true | true | true | 2.48 | -0.23 | 0.46 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | 24 | DealerC | Electronic | 5 | 95 | 281 | -153 | Sector>limit | Rotate | Sector concentration above limit | 257 | Rotate into defensive sectors |
C07423 | CR9765 | 2025-04-05 | Tightening | 99 | 350 | 4.1 | 1.6 | 2,619,150,194 | Comm:27.0;Consumer:27.8;Tech:18.0;Financials:8.6;RealEstate:18.6 | US:60.6;EU:14.7;APAC:10.3;EMEA:10.4;LATAM:4.0 | BB:27.5;B:30.3;AA:8.0;BBB:20.3;AAA:13.9 | 6.88 | 52.9 | 163 | 357 | 14.1 | 2.5 | 20 | 45 | 25 | true | true | true | false | 0.09 | 0.45 | 0.41 | Industrials:EW;Consumer:EW | Hedge | Options_Payer: +112bps notional | -38 | -6 | DealerC | RFQ | 0 | 88 | 201 | 60 | Sector>limit | Rotate | Sector concentration above limit | 179 | Escalate watchlist names |
C07424 | CR7975 | 2025-12-22 | Recovery | 179 | 432 | 5.8 | 0.8 | 849,661,856 | Energy:26.7;Tech:23.6;Industrials:21.5;Comm:10.0;RealEstate:18.2 | US:64.8;EU:13.0;APAC:11.8;EMEA:8.5;LATAM:1.9 | CCC:9.2;BB:6.6;AA:11.0;A:22.2;AAA:31.2;BBB:19.9 | 4.53 | 43.8 | 148 | 237 | 4 | 3 | 25 | 55 | 35 | true | true | false | false | 1.16 | 0.91 | 0.12 | null | Hedge | Options_Payer: +86bps notional | 6 | -5 | DealerA | RFQ | 12 | 86 | 100 | -330 | VAR>budget | Rotate | Portfolio VAR above budget | 196 | Rotate into defensive sectors |
C07425 | CR8638 | 2025-09-07 | Stress | 218 | 831 | 8.2 | -0.4 | 2,268,027,753 | Industrials:16.2;Financials:17.1;Materials:15.5;Healthcare:9.3;Consumer:21.7;RealEstate:20.1 | US:56.6;EU:16.0;APAC:7.9;EMEA:12.4;LATAM:7.2 | CCC:22.5;A:25.1;BBB:25.6;B:5.2;AAA:21.6 | 2.37 | 20.7 | 292 | 591 | 13.5 | 3 | 35 | 45 | 35 | false | true | false | true | 0.44 | 0.72 | -0.3 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -39 | 3 | DealerA | Electronic | 8 | 95 | -36 | -312 | VAR>budget | Rotate | Portfolio VAR above budget | 210 | Rotate into defensive sectors |
C07426 | CR0593 | 2024-08-15 | Recovery | 167 | 503 | 5.9 | 1.3 | 1,799,104,148 | Energy:23.6;RealEstate:33.7;Utilities:23.8;Comm:18.9 | US:69.7;EU:6.3;APAC:8.1;EMEA:9.9;LATAM:6.0 | BBB:25.4;AAA:30.7;B:6.1;AA:22.8;CCC:7.8;BB:7.1 | 6.82 | 54.8 | 280 | 163 | 17.9 | 3.5 | 35 | 35 | 20 | false | true | true | true | -0.11 | 0.8 | 0.3 | Tech:EW | Hedge | iTraxx_XOVER: +151bps notional | -37 | 9 | DealerA | DealerAxed | 7 | 96 | 27 | -79 | Sector>limit | Reduce | Sector concentration above limit | 154 | Defer adds pending macro print |
C07427 | CR2207 | 2025-02-23 | Calm | 67 | 292 | 3.7 | 2.9 | 2,348,840,776 | Industrials:21.8;Materials:44.6;Energy:33.6 | US:67.7;EU:12.3;APAC:8.5;EMEA:8.8;LATAM:2.7 | CCC:9.4;A:19.0;BB:28.4;BBB:43.2 | 0.82 | 60.4 | 83 | 379 | 15.5 | 3.5 | 30 | 35 | 35 | true | true | true | false | 0.83 | 0.27 | -0.17 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | -22 | ECN2 | DealerAxed | 4 | 97 | 165 | -351 | Region>limit | Hedge | Regional concentration above limit | 150 | Rotate into defensive sectors |
C07428 | CR4832 | 2025-08-10 | Stress | 226 | 569 | 7 | -1 | 2,363,329,803 | Comm:19.9;Healthcare:16.5;Energy:19.0;Financials:12.4;Industrials:17.3;Consumer:14.9 | US:72.2;EU:10.2;APAC:11.6;EMEA:3.7;LATAM:2.3 | BBB:15.7;AA:12.6;B:6.5;AAA:15.2;BB:36.1;CCC:13.8 | 5.63 | 45.4 | 205 | 583 | 11.4 | 4 | 20 | 55 | 35 | false | true | true | true | 1.04 | 0.64 | 0.13 | RealEstate:EW;Healthcare:EW | Hedge | iTraxx_MAIN: +112bps notional | -50 | 19 | DealerB | Electronic | 7 | 91 | 253 | -258 | HYCap>limit | Reduce | High-yield share above policy cap | 170 | Rotate into defensive sectors |
C07429 | CR7785 | 2024-04-29 | Recovery | 119 | 610 | 5.4 | 1.2 | 2,737,068,216 | Materials:14.5;Energy:10.1;Consumer:42.1;Utilities:17.0;Industrials:16.3 | US:65.5;EU:18.4;APAC:7.0;EMEA:8.7;LATAM:0.4 | A:29.3;BBB:18.2;BB:9.0;AA:17.0;AAA:26.4 | 3.14 | 35.9 | 198 | 281 | 11.5 | 3.5 | 35 | 45 | 20 | true | true | false | false | -0.47 | 1.02 | -0.35 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | 17 | DealerC | Electronic | 7 | 93 | 138 | -371 | HYCap>limit | Hedge | High-yield share above policy cap | 216 | Reviewed by risk; hedges staggered |
C07430 | CR0782 | 2024-06-04 | Tightening | 156 | 362 | 3.9 | 0.6 | 461,720,453 | Energy:36.0;Financials:28.3;Healthcare:9.6;Comm:26.2 | US:70.9;EU:6.7;APAC:13.9;EMEA:6.1;LATAM:2.5 | AAA:15.3;B:10.6;BB:10.6;AA:20.8;BBB:42.6 | 1.09 | 26.8 | 214 | 282 | 15.1 | 4 | 25 | 35 | 30 | true | true | false | true | 1.2 | 0.18 | -0.14 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -43 | 36 | DealerA | Electronic | 9 | 96 | 182 | -307 | VAR>budget | Hedge | Portfolio VAR above budget | 217 | Rotate into defensive sectors |
C07431 | CR8182 | 2025-02-10 | Calm | 84 | 310 | 4.4 | 1.6 | 640,682,503 | Tech:19.6;Healthcare:32.7;Energy:29.0;Consumer:18.7 | US:59.5;EU:10.3;APAC:13.0;EMEA:10.0;LATAM:7.2 | BBB:14.5;AA:15.9;AAA:18.3;BB:13.1;CCC:27.2;B:11.0 | 6.35 | 50 | 242 | 238 | 13.5 | 3 | 20 | 45 | 30 | true | true | true | true | 1 | 1.2 | 0.5 | Industrials:EW;Healthcare:EW | Hedge | CDX_HY: +79bps notional | -57 | 23 | ECN1 | RFQ | 3 | 94 | -145 | -318 | Sector>limit | Reduce | Sector concentration above limit | 95 | Tighten HY exposure bands |
C07432 | CR3967 | 2024-01-10 | Stress | 156 | 708 | 7.8 | -1.3 | 1,423,662,788 | Utilities:37.8;Consumer:31.2;Tech:31.0 | US:61.0;EU:17.2;APAC:9.6;EMEA:9.3;LATAM:2.8 | CCC:34.8;BBB:24.5;AA:13.6;AAA:9.5;A:17.6 | 6.1 | 48.9 | 224 | 661 | 14.6 | 4 | 25 | 35 | 30 | true | true | true | true | 2.4 | 1.66 | 0.3 | Industrials:EW | Hedge | SingleName_CDS: +56bps notional | 13 | -7 | DealerA | DealerAxed | 9 | 92 | -21 | -1 | Region>limit | Hedge | Regional concentration above limit | 91 | Rotate into defensive sectors |
C07433 | CR1109 | 2025-06-28 | Recovery | 141 | 509 | 6.2 | 1.1 | 438,837,768 | Energy:24.9;Comm:6.0;Materials:9.9;Financials:23.7;Healthcare:24.5;Consumer:11.0 | US:67.9;EU:13.4;APAC:10.2;EMEA:6.2;LATAM:2.3 | B:8.3;A:19.6;BB:20.8;AA:11.6;AAA:19.2;BBB:20.6 | 0.83 | 20.9 | 230 | 222 | 17.4 | 4 | 35 | 35 | 30 | false | true | false | true | 0.01 | 1.35 | 0.15 | Utilities:EW | Hedge | iTraxx_XOVER: +130bps notional | -27 | 11 | ECN1 | RFQ | 3 | 85 | 90 | -170 | HYCap>limit | Hedge | High-yield share above policy cap | 204 | Defer adds pending macro print |
C07434 | CR9115 | 2024-07-21 | Calm | 92 | 370 | 4.3 | 3 | 1,675,576,284 | Healthcare:21.3;Comm:7.0;Materials:20.1;Utilities:23.4;Consumer:12.7;RealEstate:15.4 | US:59.2;EU:21.1;APAC:8.1;EMEA:7.1;LATAM:4.5 | AAA:27.4;BBB:21.2;CCC:35.4;AA:16.0 | 6.07 | 48.1 | 221 | 364 | 4.7 | 4 | 20 | 55 | 30 | true | true | true | true | 2.44 | 0.29 | 0.38 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -5 | 37 | ECN2 | DealerAxed | 0 | 95 | 252 | 7 | HYCap>limit | Hedge | High-yield share above policy cap | 170 | Reviewed by risk; hedges staggered |
C07435 | CR9551 | 2025-05-15 | Stress | 238 | 790 | 7 | 0 | 400,040,634 | Comm:10.7;RealEstate:12.9;Industrials:20.1;Consumer:22.8;Energy:33.4 | US:57.2;EU:21.7;APAC:7.6;EMEA:9.5;LATAM:4.0 | A:9.7;B:38.1;AA:9.9;BB:18.2;AAA:24.2 | 7 | 64.9 | 343 | 329 | 15.2 | 2.5 | 30 | 55 | 35 | true | true | true | true | 1.88 | 1.38 | 0.12 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | -11 | ECN1 | Electronic | 0 | 96 | 377 | -75 | Sector>limit | Hedge | Sector concentration above limit | 184 | Rotate into defensive sectors |
C07436 | CR2692 | 2024-06-07 | Calm | 90 | 397 | 4.1 | 1.7 | 2,942,807,587 | Materials:22.0;RealEstate:10.8;Consumer:7.3;Tech:23.0;Energy:20.8;Utilities:16.0 | US:71.3;EU:5.7;APAC:9.0;EMEA:8.5;LATAM:5.4 | BBB:12.4;B:22.2;AAA:20.9;BB:20.1;AA:10.1;A:14.3 | 5.07 | 23.4 | 96 | 490 | 7.7 | 2.5 | 25 | 55 | 20 | false | true | true | false | 2.01 | 0.16 | 0.03 | RealEstate:EW;Consumer:EW | Hedge | Treasury_Futures: +50bps notional | -8 | 13 | DealerB | RFQ | 1 | 90 | -138 | 61 | Sector>limit | Reduce | Sector concentration above limit | 211 | Escalate watchlist names |
C07437 | CR4004 | 2025-02-19 | Tightening | 148 | 413 | 4 | 0.6 | 1,709,843,654 | Energy:5.4;Industrials:23.9;Comm:20.2;Materials:20.9;Consumer:10.3;RealEstate:19.3 | US:72.8;EU:8.8;APAC:5.9;EMEA:11.3;LATAM:1.3 | CCC:13.9;AAA:19.3;BBB:51.6;B:15.3 | 2.03 | 64.2 | 159 | 371 | 3 | 2.5 | 25 | 45 | 20 | false | true | true | false | 1.08 | 1.67 | -0.08 | Healthcare:EW | Hedge | CDX_IG: +160bps notional | 0 | -21 | ECN1 | RFQ | 2 | 98 | -39 | 180 | HYCap>limit | Rotate | High-yield share above policy cap | 120 | Reviewed by risk; hedges staggered |
C07438 | CR6222 | 2024-10-16 | Recovery | 106 | 554 | 5.7 | 0.9 | 2,779,044,177 | Comm:17.4;Financials:28.3;RealEstate:24.2;Utilities:21.0;Tech:9.0 | US:56.3;EU:14.6;APAC:13.5;EMEA:8.1;LATAM:7.5 | AA:33.5;BB:17.3;CCC:16.8;B:5.0;AAA:27.5 | 3.07 | 51.3 | 186 | 293 | 8.7 | 2 | 20 | 55 | 35 | true | true | true | false | 2.32 | 0.55 | 0.31 | Tech:EW | Hedge | CDX_IG: +54bps notional | -47 | 36 | ECN2 | RFQ | 11 | 89 | -91 | -138 | HYCap>limit | Rotate | High-yield share above policy cap | 140 | Tighten HY exposure bands |
C07439 | CR3300 | 2025-02-03 | Recovery | 121 | 517 | 5.7 | 1.5 | 1,541,992,058 | Materials:19.7;Consumer:18.0;Energy:21.4;Comm:21.3;Tech:19.6 | US:64.8;EU:7.2;APAC:12.0;EMEA:10.7;LATAM:5.3 | A:21.9;AAA:36.5;AA:35.7;B:5.9 | 3 | 24.3 | 152 | 464 | 3.5 | 4 | 35 | 35 | 30 | false | true | false | false | 2.36 | 1.3 | 0.42 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -36 | 40 | DealerC | All2All | 11 | 97 | -184 | -222 | HYCap>limit | Hedge | High-yield share above policy cap | 164 | Defer adds pending macro print |
C07440 | CR3509 | 2025-07-20 | Recovery | 107 | 572 | 4.7 | 0.4 | 1,959,732,051 | Industrials:22.8;Materials:17.1;Tech:23.0;Energy:14.6;Healthcare:22.5 | US:58.8;EU:16.3;APAC:11.4;EMEA:9.5;LATAM:4.0 | AAA:15.3;BBB:39.9;B:8.8;BB:8.4;AA:27.7 | 2.3 | 55.3 | 113 | 264 | 11.7 | 4 | 25 | 45 | 20 | false | true | false | false | 0.06 | -0.24 | 0.2 | RealEstate:EW | Hedge | Treasury_Futures: +65bps notional | -17 | -9 | ECN2 | DealerAxed | 3 | 100 | 277 | -385 | Sector>limit | Hedge | Sector concentration above limit | 248 | Tighten HY exposure bands |
C07441 | CR9922 | 2025-06-10 | Stress | 168 | 715 | 7.5 | -1.2 | 1,779,625,344 | Consumer:32.5;Tech:28.7;Industrials:8.1;Comm:16.8;Utilities:14.0 | US:62.7;EU:15.7;APAC:11.1;EMEA:8.6;LATAM:1.9 | BBB:31.1;BB:7.2;AA:12.0;CCC:17.3;AAA:32.4 | 7.39 | 39.4 | 179 | 428 | 13 | 2 | 25 | 35 | 25 | true | true | false | false | 1.8 | 0.53 | -0.02 | null | Hedge | SingleName_CDS: +107bps notional | 8 | 8 | DealerB | RFQ | 8 | 87 | -120 | -122 | VAR>budget | Hedge | Portfolio VAR above budget | 149 | Rotate into defensive sectors |
C07442 | CR1178 | 2024-09-18 | Recovery | 143 | 521 | 5.4 | 1.9 | 2,742,592,029 | Consumer:23.2;Industrials:20.7;Tech:21.9;Comm:11.4;Materials:22.8 | US:62.1;EU:11.4;APAC:14.5;EMEA:8.5;LATAM:3.5 | AA:14.9;CCC:3.2;A:20.6;AAA:29.0;B:16.2;BB:16.1 | 5.51 | 30.9 | 204 | 350 | 7.2 | 3.5 | 20 | 55 | 30 | true | true | true | true | 1.93 | -0.04 | 0.38 | Materials:EW | Hedge | iTraxx_XOVER: +74bps notional | -50 | -12 | DealerC | All2All | 10 | 99 | 441 | -245 | Sector>limit | Hedge | Sector concentration above limit | 220 | Rotate into defensive sectors |
C07443 | CR2609 | 2024-12-08 | Tightening | 126 | 514 | 4.3 | 1.9 | 921,893,928 | Financials:19.0;Energy:18.7;Consumer:23.3;RealEstate:24.5;Tech:14.6 | US:58.8;EU:13.9;APAC:10.0;EMEA:10.4;LATAM:7.0 | A:10.8;CCC:9.2;BB:29.0;BBB:17.8;AA:15.0;AAA:18.1 | 6.58 | 43.6 | 267 | 302 | 12.1 | 2.5 | 35 | 45 | 35 | false | true | true | true | 1.77 | 0.95 | -0.31 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -9 | 23 | DealerA | DealerAxed | 8 | 88 | 34 | -435 | VAR>budget | Reduce | Portfolio VAR above budget | 102 | Rotate into defensive sectors |
C07444 | CR1271 | 2025-10-06 | Stress | 260 | 674 | 7.7 | 0.3 | 1,594,861,760 | Consumer:32.7;Utilities:37.2;RealEstate:19.0;Industrials:11.1 | US:64.8;EU:11.5;APAC:13.7;EMEA:9.1;LATAM:0.9 | BBB:18.3;CCC:10.2;AA:10.9;B:48.1;AAA:12.5 | 3.73 | 44.5 | 193 | 306 | 17.9 | 2.5 | 20 | 45 | 20 | true | true | true | false | -0.15 | 1.79 | -0.31 | Tech:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -23 | -7 | DealerC | RFQ | 10 | 93 | 49 | -103 | Sector>limit | Hedge | Sector concentration above limit | 174 | Rotate into defensive sectors |
C07445 | CR5792 | 2025-07-17 | Tightening | 142 | 418 | 4.4 | 1.1 | 758,926,541 | Comm:19.5;Materials:21.5;RealEstate:19.6;Tech:11.6;Financials:21.2;Utilities:6.7 | US:61.0;EU:15.4;APAC:10.0;EMEA:9.1;LATAM:4.6 | AAA:27.6;B:18.2;BBB:20.6;BB:11.7;A:21.9 | 2.97 | 62.9 | 211 | 493 | 5.1 | 3.5 | 35 | 45 | 25 | false | true | true | true | 0.67 | 1.25 | -0.27 | RealEstate:EW | Hedge | CDX_IG: +133bps notional | -6 | -2 | DealerB | DealerAxed | 4 | 87 | -111 | -129 | VAR>budget | Rotate | Portfolio VAR above budget | 215 | Defer adds pending macro print |
C07446 | CR8400 | 2025-12-12 | Stress | 175 | 582 | 6.9 | 0.1 | 630,540,558 | Utilities:18.1;Tech:26.0;Materials:6.8;Energy:19.3;Healthcare:10.8;Financials:19.0 | US:65.2;EU:15.1;APAC:8.0;EMEA:8.3;LATAM:3.3 | BB:26.0;AAA:21.4;CCC:12.9;BBB:8.9;A:14.6;AA:16.1 | 4.63 | 30 | 265 | 513 | 9.4 | 2 | 35 | 35 | 20 | false | true | true | true | 1.31 | 0.51 | -0.34 | Comm:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 27 | ECN1 | DealerAxed | 9 | 97 | 338 | -110 | Region>limit | Hedge | Regional concentration above limit | 92 | Reviewed by risk; hedges staggered |
C07447 | CR4288 | 2025-10-26 | Calm | 97 | 312 | 3.5 | 2.6 | 533,155,981 | Healthcare:37.7;Energy:12.3;Comm:18.3;Financials:31.8 | US:75.4;EU:14.9;APAC:5.3;EMEA:4.1;LATAM:0.3 | BB:17.2;CCC:14.1;B:34.2;A:34.5 | 6.18 | 20.4 | 119 | 323 | 17.6 | 4 | 30 | 35 | 20 | true | true | true | false | 0.82 | 1.62 | 0.12 | Consumer:EW | Hedge | Options_Payer: +174bps notional | -57 | 33 | ECN2 | DealerAxed | 7 | 91 | -88 | -326 | HYCap>limit | Rotate | High-yield share above policy cap | 104 | Rotate into defensive sectors |
C07448 | CR3605 | 2024-02-06 | Recovery | 164 | 496 | 5 | 1.2 | 2,471,057,958 | Healthcare:18.8;Utilities:26.9;RealEstate:29.7;Consumer:24.6 | US:59.7;EU:8.0;APAC:14.6;EMEA:11.5;LATAM:6.2 | AAA:13.5;AA:14.1;CCC:14.7;B:5.1;BBB:26.3;BB:26.3 | 5.33 | 23.7 | 117 | 155 | 9.7 | 4 | 25 | 45 | 35 | true | true | true | false | 1.74 | 1.34 | -0.3 | Comm:EW | Hedge | Options_Payer: +162bps notional | 11 | -13 | DealerA | All2All | 7 | 88 | 153 | -91 | VAR>budget | PauseAdds | Portfolio VAR above budget | 103 | Defer adds pending macro print |
C07449 | CR5707 | 2024-06-07 | Tightening | 142 | 362 | 4.2 | 0.9 | 1,134,422,290 | Energy:15.9;Comm:11.6;Consumer:11.7;Healthcare:14.8;Materials:20.1;Tech:26.0 | US:66.0;EU:9.1;APAC:12.1;EMEA:6.9;LATAM:5.7 | AA:28.0;B:11.7;AAA:27.2;CCC:3.0;BB:9.0;A:21.1 | 0.86 | 23.7 | 143 | 506 | 16.3 | 3.5 | 30 | 35 | 30 | false | true | false | false | -0.26 | 0.48 | 0.6 | null | Hedge | SingleName_CDS: +153bps notional | -49 | 9 | ECN1 | DealerAxed | 0 | 85 | 249 | -24 | HYCap>limit | Reduce | High-yield share above policy cap | 200 | Rotate into defensive sectors |
C07450 | CR0460 | 2024-03-19 | Calm | 119 | 412 | 4.2 | 1.6 | 323,105,070 | Comm:12.5;Tech:34.7;Industrials:29.0;RealEstate:23.8 | US:63.0;EU:18.8;APAC:6.3;EMEA:3.6;LATAM:8.2 | AAA:25.9;BBB:27.7;CCC:21.8;AA:24.6 | 4.38 | 24.2 | 252 | 480 | 14.7 | 3.5 | 35 | 45 | 25 | false | true | false | true | -0.15 | 0.1 | -0.06 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -24 | 18 | DealerA | Electronic | 2 | 96 | 365 | -110 | Region>limit | Hedge | Regional concentration above limit | 140 | Reviewed by risk; hedges staggered |
C07451 | CR5741 | 2024-09-23 | Stress | 235 | 576 | 8.4 | 0.8 | 1,353,279,011 | Utilities:31.7;Energy:18.1;Tech:24.6;Healthcare:25.6 | US:73.6;EU:8.3;APAC:6.6;EMEA:9.7;LATAM:1.8 | B:17.7;AA:13.1;A:13.6;AAA:25.4;CCC:30.2 | 1.95 | 30.4 | 320 | 689 | 20.9 | 2 | 20 | 35 | 25 | true | true | true | true | 2.27 | 0.96 | 0.05 | Healthcare:EW;Industrials:EW | Hedge | Treasury_Futures: +82bps notional | 17 | 23 | ECN2 | All2All | 12 | 100 | -181 | 73 | Region>limit | Rotate | Regional concentration above limit | 228 | Escalate watchlist names |
C07452 | CR0083 | 2025-09-01 | Calm | 99 | 326 | 4.1 | 2.5 | 1,225,755,223 | Tech:9.7;Consumer:21.4;Utilities:15.6;Materials:21.5;RealEstate:7.6;Comm:24.2 | US:66.4;EU:16.1;APAC:10.6;EMEA:3.3;LATAM:3.6 | AA:53.9;CCC:12.9;AAA:22.8;B:10.4 | 0.55 | 26.2 | 108 | 231 | 12.5 | 2 | 35 | 55 | 35 | false | true | false | false | 0.21 | 1.14 | 0.43 | null | Hedge | SingleName_CDS: +61bps notional | 8 | 14 | ECN2 | RFQ | 10 | 85 | 90 | -310 | Region>limit | Reduce | Regional concentration above limit | 173 | Rotate into defensive sectors |
C07453 | CR7470 | 2025-10-06 | Stress | 164 | 661 | 6.7 | -0.8 | 874,016,540 | Healthcare:31.5;Financials:39.8;Industrials:28.6 | US:65.0;EU:13.5;APAC:7.6;EMEA:8.3;LATAM:5.7 | BB:10.6;B:7.1;AAA:18.0;A:33.1;CCC:14.3;AA:16.9 | 1.34 | 41.2 | 194 | 668 | 12.3 | 3.5 | 30 | 55 | 20 | true | true | true | false | 1.51 | 0.78 | 0.36 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -48 | -8 | DealerB | DealerAxed | 7 | 85 | 341 | -435 | HYCap>limit | Hedge | High-yield share above policy cap | 158 | Rotate into defensive sectors |
C07454 | CR8251 | 2025-09-13 | Calm | 86 | 351 | 4.4 | 1.8 | 162,465,716 | Consumer:27.7;Energy:11.1;Tech:33.7;Healthcare:27.6 | US:66.5;EU:6.5;APAC:9.8;EMEA:10.9;LATAM:6.2 | AAA:22.0;BB:23.3;CCC:17.4;A:23.5;BBB:13.8 | 1.05 | 43.5 | 155 | 405 | 15.9 | 4 | 25 | 55 | 35 | true | true | true | false | 0.54 | 1.37 | 0.35 | RealEstate:EW;Healthcare:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -48 | -20 | DealerB | All2All | 3 | 100 | -38 | -109 | Sector>limit | Hedge | Sector concentration above limit | 172 | Defer adds pending macro print |
C07455 | CR8129 | 2024-09-19 | Calm | 98 | 365 | 3.8 | 1.8 | 1,376,076,113 | Healthcare:39.7;Tech:12.0;RealEstate:48.3 | US:71.4;EU:5.7;APAC:12.9;EMEA:4.7;LATAM:5.4 | CCC:36.3;AA:23.8;A:17.6;BB:8.7;BBB:13.6 | 4.46 | 36.6 | 104 | 218 | 6.3 | 3 | 20 | 35 | 30 | true | true | true | false | 2 | -0.22 | 0.56 | Comm:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 16 | 23 | DealerA | DealerAxed | 7 | 95 | -90 | -378 | Sector>limit | Hedge | Sector concentration above limit | 141 | Tighten HY exposure bands |
C07456 | CR9304 | 2024-06-01 | Calm | 92 | 314 | 3.6 | 2.3 | 1,547,461,102 | Financials:23.1;Consumer:32.5;Utilities:12.2;Comm:32.2 | US:72.0;EU:6.7;APAC:8.1;EMEA:11.5;LATAM:1.7 | B:29.1;AA:18.0;BBB:16.9;CCC:9.5;BB:26.5 | 2.2 | 58.4 | 153 | 320 | 7.2 | 3 | 30 | 45 | 20 | true | true | true | false | 1.63 | 0.29 | 0.57 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 15 | -24 | DealerC | Electronic | 2 | 97 | 304 | -309 | VAR>budget | Hedge | Portfolio VAR above budget | 106 | Defer adds pending macro print |
C07457 | CR3667 | 2025-10-08 | Calm | 86 | 408 | 4.4 | 3 | 1,849,933,494 | Industrials:10.0;Energy:46.8;RealEstate:43.2 | US:58.9;EU:16.9;APAC:12.1;EMEA:10.3;LATAM:1.8 | AAA:9.3;AA:24.6;BB:20.1;A:16.4;BBB:29.5 | 2.38 | 33.3 | 183 | 410 | 9.2 | 4 | 35 | 55 | 20 | true | true | true | false | -0.46 | 0.18 | 0.26 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 14 | ECN1 | All2All | 11 | 88 | 80 | -225 | VAR>budget | Hedge | Portfolio VAR above budget | 197 | Defer adds pending macro print |
C07458 | CR2572 | 2024-10-03 | Stress | 157 | 685 | 7.9 | -0.1 | 1,670,725,139 | Healthcare:15.0;RealEstate:10.5;Financials:15.5;Utilities:22.9;Materials:21.0;Comm:15.2 | US:60.7;EU:14.1;APAC:12.6;EMEA:6.9;LATAM:5.6 | A:21.2;CCC:17.2;BBB:17.2;BB:19.6;AA:18.1;B:6.7 | 7.23 | 40.1 | 170 | 399 | 13 | 2 | 20 | 55 | 35 | true | true | true | false | -0.32 | 0.89 | 0.07 | RealEstate:EW | Hedge | iTraxx_MAIN: +194bps notional | -19 | -14 | ECN1 | All2All | 0 | 88 | 38 | -35 | Region>limit | PauseAdds | Regional concentration above limit | 250 | Reviewed by risk; hedges staggered |
C07459 | CR3528 | 2024-11-27 | Calm | 107 | 382 | 3.7 | 2.6 | 2,557,895,202 | Utilities:28.7;Tech:20.0;Energy:25.7;Healthcare:25.6 | US:59.6;EU:15.8;APAC:12.0;EMEA:7.3;LATAM:5.3 | AAA:35.2;BB:11.7;A:40.4;CCC:12.7 | 6.58 | 23.9 | 276 | 155 | 3.7 | 2.5 | 25 | 35 | 25 | true | true | false | true | 2.11 | 1.73 | 0.57 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 0 | DealerB | Electronic | 1 | 98 | 266 | -21 | HYCap>limit | Hedge | High-yield share above policy cap | 169 | Escalate watchlist names |
C07460 | CR0063 | 2025-12-14 | Calm | 66 | 394 | 3.3 | 2.4 | 1,967,033,676 | Consumer:30.2;RealEstate:16.8;Industrials:28.2;Energy:11.8;Healthcare:13.0 | US:68.3;EU:9.0;APAC:12.6;EMEA:7.9;LATAM:2.2 | CCC:26.5;BB:38.0;B:16.8;AAA:18.6 | 1.79 | 59.1 | 134 | 386 | 8.9 | 2.5 | 25 | 55 | 25 | true | true | true | false | 1.83 | 1.49 | -0.18 | Industrials:EW;Consumer:EW | Hedge | Options_Payer: +112bps notional | -37 | 19 | ECN2 | RFQ | 2 | 86 | -165 | -157 | Region>limit | Hedge | Regional concentration above limit | 244 | Escalate watchlist names |
C07461 | CR5337 | 2025-04-27 | Tightening | 101 | 504 | 4.4 | 0.7 | 1,991,018,343 | Materials:25.2;Utilities:10.7;Tech:13.3;Consumer:22.0;Financials:28.9 | US:68.2;EU:14.3;APAC:5.9;EMEA:8.3;LATAM:3.3 | B:19.7;AA:8.9;A:16.0;BBB:17.3;BB:10.0;CCC:28.1 | 5.73 | 50.8 | 249 | 167 | 14.5 | 3 | 30 | 45 | 30 | false | true | true | true | 1.43 | 1.8 | 0.51 | Materials:EW | Hedge | iTraxx_MAIN: +195bps notional | -14 | -11 | DealerA | RFQ | 9 | 90 | -71 | -392 | Region>limit | Rotate | Regional concentration above limit | 234 | Tighten HY exposure bands |
C07462 | CR0460 | 2025-09-14 | Stress | 243 | 752 | 6.3 | 0 | 2,502,130,111 | Financials:16.6;Energy:40.7;Consumer:42.7 | US:68.5;EU:8.2;APAC:14.4;EMEA:7.2;LATAM:1.7 | AA:15.9;A:17.3;BBB:10.2;CCC:15.9;AAA:11.4;BB:29.2 | 2.03 | 64.2 | 146 | 439 | 15.5 | 3 | 30 | 55 | 35 | true | true | true | false | -0.32 | 1.53 | -0.38 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -48 | 26 | DealerC | All2All | 8 | 85 | 312 | -48 | VAR>budget | Reduce | Portfolio VAR above budget | 245 | Rotate into defensive sectors |
C07463 | CR8307 | 2024-01-24 | Tightening | 124 | 470 | 4 | 1.1 | 2,378,710,874 | Tech:25.6;Materials:26.3;Financials:8.0;Comm:20.8;Consumer:19.4 | US:59.3;EU:18.6;APAC:10.9;EMEA:9.9;LATAM:1.4 | B:27.9;CCC:17.3;AA:14.9;BB:21.0;A:18.8 | 4.52 | 56.1 | 229 | 188 | 5 | 3.5 | 20 | 45 | 20 | true | true | true | true | 2 | 1.49 | -0.29 | Utilities:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -17 | -14 | DealerC | DealerAxed | 10 | 85 | -108 | -23 | HYCap>limit | Rotate | High-yield share above policy cap | 198 | Reviewed by risk; hedges staggered |
C07464 | CR8228 | 2025-11-03 | Calm | 69 | 356 | 3.6 | 1.9 | 1,026,911,895 | Materials:30.3;Consumer:20.2;Financials:20.1;Comm:29.3 | US:56.5;EU:18.1;APAC:13.1;EMEA:7.1;LATAM:5.1 | BBB:17.4;AA:22.6;AAA:18.4;A:24.5;BB:17.1 | 5.63 | 60.6 | 148 | 394 | 4.5 | 2 | 35 | 35 | 25 | false | true | false | false | 2.26 | 0.41 | 0.02 | RealEstate:EW | Hedge | CDX_HY: +55bps notional | -45 | 6 | ECN2 | RFQ | 2 | 93 | 328 | 55 | HYCap>limit | Hedge | High-yield share above policy cap | 152 | Defer adds pending macro print |
C07465 | CR9850 | 2025-11-27 | Calm | 97 | 311 | 4.5 | 3 | 2,831,057,367 | RealEstate:9.9;Tech:20.3;Materials:17.5;Consumer:12.1;Utilities:14.1;Financials:26.1 | US:60.6;EU:17.2;APAC:13.7;EMEA:6.9;LATAM:1.6 | AA:10.3;AAA:14.6;BB:13.5;B:8.9;CCC:30.7;A:21.9 | 7.16 | 30.9 | 150 | 471 | 15.6 | 2 | 35 | 35 | 35 | false | true | true | false | 2.46 | 0.6 | -0.2 | Industrials:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 32 | ECN2 | RFQ | 0 | 86 | 186 | -218 | Sector>limit | Reduce | Sector concentration above limit | 230 | Defer adds pending macro print |
C07466 | CR3774 | 2025-12-25 | Calm | 112 | 305 | 3.4 | 2 | 2,634,741,464 | Consumer:11.8;Financials:16.7;Materials:11.5;Tech:29.3;Utilities:23.0;Industrials:7.7 | US:70.0;EU:11.0;APAC:11.0;EMEA:7.1;LATAM:1.0 | BB:37.9;AA:18.9;CCC:30.5;A:12.7 | 2.73 | 45.2 | 256 | 304 | 5 | 3.5 | 20 | 35 | 25 | true | true | true | true | 0.03 | 0.68 | -0.19 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 9 | 15 | ECN1 | All2All | 1 | 96 | 307 | -269 | HYCap>limit | Rotate | High-yield share above policy cap | 232 | Escalate watchlist names |
C07467 | CR8680 | 2024-04-30 | Tightening | 104 | 383 | 5.1 | 0.9 | 719,684,201 | Financials:30.5;Healthcare:45.0;Industrials:24.5 | US:68.4;EU:14.6;APAC:11.3;EMEA:4.7;LATAM:0.9 | BBB:16.3;AAA:25.1;AA:12.4;A:15.4;BB:30.9 | 5.12 | 56.2 | 172 | 120 | 2.2 | 3 | 25 | 55 | 30 | true | true | true | false | 0.94 | 0.18 | -0.36 | null | Hedge | Treasury_Futures: +186bps notional | -37 | 11 | DealerC | RFQ | 4 | 91 | 103 | -424 | HYCap>limit | Reduce | High-yield share above policy cap | 133 | Rotate into defensive sectors |
C07468 | CR6196 | 2025-04-15 | Tightening | 112 | 379 | 5.1 | 0.9 | 516,606,390 | Healthcare:44.5;Consumer:27.9;Financials:27.6 | US:65.7;EU:14.4;APAC:11.7;EMEA:3.6;LATAM:4.6 | A:18.4;BBB:14.2;AAA:8.3;B:22.8;AA:13.2;BB:23.1 | 0.69 | 62.3 | 91 | 511 | 5.1 | 4 | 20 | 45 | 35 | true | true | true | false | 0.1 | 0.17 | 0.41 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 11 | DealerB | RFQ | 4 | 96 | 137 | 141 | Sector>limit | Hedge | Sector concentration above limit | 250 | Reviewed by risk; hedges staggered |
C07469 | CR4354 | 2024-09-15 | Tightening | 90 | 391 | 4.3 | 0.7 | 2,799,054,617 | Industrials:17.7;RealEstate:14.7;Materials:14.8;Comm:13.9;Consumer:13.3;Healthcare:25.6 | US:68.0;EU:13.3;APAC:8.9;EMEA:9.5;LATAM:0.3 | B:31.2;CCC:29.2;AA:14.7;BB:14.2;AAA:10.6 | 6.38 | 33.8 | 177 | 243 | 7.6 | 3 | 35 | 35 | 35 | false | true | true | false | 2 | 0.75 | -0.05 | Comm:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | 14 | DealerB | All2All | 1 | 98 | 241 | -232 | VAR>budget | Hedge | Portfolio VAR above budget | 232 | Rotate into defensive sectors |
C07470 | CR2910 | 2024-03-31 | Stress | 242 | 571 | 5.7 | -1.6 | 1,332,654,755 | Industrials:11.4;RealEstate:18.0;Financials:27.9;Comm:12.4;Materials:11.6;Tech:18.8 | US:60.3;EU:17.5;APAC:12.4;EMEA:8.1;LATAM:1.7 | BB:25.9;AAA:7.4;AA:10.4;A:14.9;B:14.7;CCC:26.6 | 2.87 | 29.4 | 257 | 406 | 17.4 | 4 | 20 | 55 | 25 | true | true | true | true | 2.33 | 0.61 | -0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | 24 | DealerB | All2All | 4 | 90 | -191 | 40 | HYCap>limit | Reduce | High-yield share above policy cap | 181 | Defer adds pending macro print |
C07471 | CR5722 | 2024-04-02 | Stress | 176 | 630 | 5.3 | 0.1 | 1,224,999,317 | Consumer:18.3;Materials:15.8;Healthcare:39.0;Tech:26.9 | US:70.1;EU:12.6;APAC:6.2;EMEA:5.7;LATAM:5.4 | BBB:16.9;AA:38.4;CCC:31.3;B:13.4 | 3.71 | 63.7 | 206 | 419 | 20.1 | 2 | 30 | 45 | 30 | true | true | true | true | 0.06 | 0.62 | -0.17 | Energy:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 23 | DealerA | Electronic | 5 | 89 | 176 | -376 | Sector>limit | PauseAdds | Sector concentration above limit | 180 | Tighten HY exposure bands |
C07472 | CR0963 | 2025-04-15 | Stress | 181 | 763 | 5.6 | -1.3 | 2,330,552,747 | Industrials:26.6;Comm:41.8;Healthcare:31.6 | US:69.9;EU:11.8;APAC:8.6;EMEA:6.6;LATAM:3.1 | CCC:23.5;BB:24.6;BBB:12.7;A:25.7;AAA:13.5 | 3.5 | 61.5 | 356 | 369 | 11.5 | 2.5 | 30 | 35 | 20 | true | true | true | true | 1.1 | 0.5 | -0.02 | Consumer:EW | Hedge | iTraxx_XOVER: +63bps notional | -47 | 3 | DealerA | Electronic | 1 | 93 | -139 | -315 | Sector>limit | Rotate | Sector concentration above limit | 195 | Escalate watchlist names |
C07473 | CR6535 | 2024-11-01 | Calm | 119 | 397 | 3.5 | 1.6 | 2,297,894,670 | Energy:22.9;RealEstate:18.8;Consumer:13.1;Tech:15.7;Comm:19.5;Industrials:9.9 | US:63.9;EU:17.9;APAC:12.2;EMEA:4.5;LATAM:1.5 | BBB:17.5;A:10.1;B:23.4;BB:23.4;CCC:25.6 | 3.68 | 62.6 | 267 | 198 | 14.3 | 3 | 35 | 45 | 35 | false | true | true | true | -0.17 | -0.28 | 0.21 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -4 | -3 | ECN2 | DealerAxed | 10 | 96 | 115 | 37 | Sector>limit | Reduce | Sector concentration above limit | 241 | Defer adds pending macro print |
C07474 | CR3703 | 2025-06-05 | Tightening | 115 | 509 | 5.1 | 1.4 | 2,865,506,478 | Materials:19.0;Tech:22.4;Comm:21.3;Industrials:12.5;RealEstate:17.1;Utilities:7.7 | US:62.0;EU:18.6;APAC:5.9;EMEA:6.2;LATAM:7.2 | B:8.0;AAA:11.6;CCC:18.0;AA:18.9;BBB:14.6;A:28.9 | 6.44 | 56.8 | 271 | 429 | 3.4 | 2 | 35 | 55 | 25 | false | true | true | true | -0.15 | 1.24 | 0.04 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | 43 | DealerB | Electronic | 12 | 98 | 321 | 69 | Region>limit | Rotate | Regional concentration above limit | 123 | Escalate watchlist names |
C07475 | CR7476 | 2024-07-09 | Recovery | 116 | 453 | 5.8 | 0 | 52,826,381 | Utilities:20.7;Comm:42.6;Financials:36.7 | US:65.5;EU:11.9;APAC:9.4;EMEA:6.1;LATAM:7.1 | AAA:18.5;BB:7.7;AA:19.4;A:19.6;BBB:34.9 | 5.86 | 28.4 | 180 | 142 | 4.5 | 3.5 | 25 | 35 | 30 | true | true | false | false | 0.12 | 0.51 | -0.23 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -6 | 1 | ECN1 | RFQ | 10 | 86 | 174 | -131 | Region>limit | Reduce | Regional concentration above limit | 241 | Escalate watchlist names |
C07476 | CR5617 | 2025-03-08 | Tightening | 101 | 409 | 4.8 | 1 | 516,558,111 | Financials:24.5;RealEstate:44.5;Industrials:31.0 | US:72.7;EU:8.2;APAC:8.7;EMEA:8.5;LATAM:1.9 | BBB:40.0;AAA:26.4;AA:18.0;B:6.8;BB:8.9 | 5.3 | 31.1 | 134 | 342 | 17 | 2.5 | 25 | 55 | 20 | true | true | false | false | 0.86 | 0.6 | 0.14 | Healthcare:EW | Hedge | Treasury_Futures: +51bps notional | -3 | 14 | DealerB | RFQ | 2 | 86 | -192 | -229 | Sector>limit | Hedge | Sector concentration above limit | 170 | Defer adds pending macro print |
C07477 | CR2761 | 2025-09-24 | Recovery | 101 | 448 | 4.6 | 0.4 | 1,170,762,381 | Consumer:19.0;Healthcare:19.2;Comm:25.3;Materials:13.7;Financials:22.8 | US:66.3;EU:19.6;APAC:8.7;EMEA:4.1;LATAM:1.3 | AA:16.4;A:37.4;CCC:14.5;BB:13.5;B:18.1 | 3.75 | 23.1 | 146 | 372 | 3.4 | 2 | 20 | 55 | 35 | true | true | true | false | 1.06 | -0.01 | -0.29 | null | Hedge | SingleName_CDS: +104bps notional | -11 | 36 | DealerC | DealerAxed | 0 | 86 | -181 | -294 | VAR>budget | Rotate | Portfolio VAR above budget | 96 | Tighten HY exposure bands |
C07478 | CR6542 | 2025-02-09 | Calm | 116 | 389 | 3.8 | 2.5 | 1,174,588,746 | Utilities:26.3;Industrials:9.6;Comm:24.3;Tech:18.5;Consumer:13.9;Energy:7.4 | US:74.9;EU:11.5;APAC:6.8;EMEA:5.2;LATAM:1.7 | CCC:14.6;AAA:35.2;BB:21.1;AA:29.1 | 1.93 | 62 | 201 | 149 | 7.3 | 3 | 20 | 35 | 35 | true | true | true | true | 0.29 | 0.57 | -0.21 | null | Hedge | CDX_IG: +58bps notional | -51 | 10 | ECN1 | All2All | 6 | 93 | -177 | -324 | HYCap>limit | Reduce | High-yield share above policy cap | 121 | Escalate watchlist names |
C07479 | CR2764 | 2024-08-22 | Calm | 78 | 299 | 4.4 | 1.9 | 1,906,979,719 | RealEstate:27.9;Comm:35.2;Utilities:36.9 | US:65.1;EU:9.9;APAC:13.0;EMEA:5.6;LATAM:6.4 | BB:9.9;AA:31.4;AAA:11.3;CCC:24.7;BBB:22.6 | 5.36 | 42 | 276 | 147 | 12.3 | 3 | 25 | 45 | 30 | true | true | true | true | 0.49 | -0.17 | 0.11 | null | Hedge | CDX_IG: +55bps notional | -5 | 17 | DealerA | RFQ | 12 | 98 | 410 | 75 | VAR>budget | Hedge | Portfolio VAR above budget | 95 | Defer adds pending macro print |
C07480 | CR6125 | 2024-08-26 | Tightening | 141 | 483 | 4.1 | 1.6 | 2,722,415,378 | Healthcare:41.8;Comm:24.6;Utilities:33.6 | US:66.7;EU:8.7;APAC:13.9;EMEA:7.1;LATAM:3.6 | BB:28.8;AAA:40.3;BBB:17.3;B:13.7 | 1.35 | 52.8 | 226 | 337 | 7.8 | 4 | 25 | 55 | 25 | true | true | true | true | 1.7 | 1.23 | 0.25 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -24 | 12 | DealerB | DealerAxed | 1 | 93 | 212 | -346 | VAR>budget | Hedge | Portfolio VAR above budget | 113 | Reviewed by risk; hedges staggered |
C07481 | CR6975 | 2024-10-31 | Stress | 233 | 649 | 7.5 | -0.7 | 81,464,551 | Utilities:6.9;Energy:26.7;Materials:15.2;Tech:30.1;RealEstate:12.3;Industrials:8.9 | US:59.9;EU:15.6;APAC:14.7;EMEA:5.6;LATAM:4.2 | B:23.0;CCC:8.5;AA:14.2;BB:23.4;AAA:31.0 | 3.5 | 37.1 | 250 | 501 | 19.7 | 4 | 20 | 55 | 30 | true | true | true | true | 0.95 | 0.39 | 0 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -22 | 31 | ECN1 | DealerAxed | 4 | 99 | -126 | -323 | VAR>budget | Rotate | Portfolio VAR above budget | 160 | Escalate watchlist names |
C07482 | CR2288 | 2024-10-17 | Tightening | 109 | 401 | 4.6 | 1.9 | 87,715,944 | Financials:22.2;RealEstate:23.5;Utilities:19.1;Healthcare:11.1;Industrials:24.1 | US:65.3;EU:13.8;APAC:8.9;EMEA:7.9;LATAM:4.1 | AAA:18.7;A:29.5;B:30.3;BB:21.5 | 5.46 | 26.7 | 161 | 274 | 5.6 | 2 | 20 | 45 | 20 | true | true | true | false | 1.89 | 0.06 | 0.48 | Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -58 | 16 | DealerC | RFQ | 6 | 97 | -90 | -263 | HYCap>limit | Rotate | High-yield share above policy cap | 131 | Rotate into defensive sectors |
C07483 | CR1074 | 2025-10-14 | Calm | 71 | 367 | 3.3 | 2 | 1,687,527,995 | Tech:16.5;Industrials:67.9;Comm:15.6 | US:67.2;EU:6.1;APAC:13.7;EMEA:6.3;LATAM:6.7 | A:28.7;BB:30.3;CCC:24.5;BBB:16.6 | 1.77 | 46.4 | 238 | 164 | 12.1 | 2.5 | 35 | 35 | 35 | true | true | true | true | 0.91 | 1.67 | -0.15 | Healthcare:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -36 | 20 | DealerC | Electronic | 6 | 94 | -15 | -26 | Sector>limit | Hedge | Sector concentration above limit | 164 | Defer adds pending macro print |
C07484 | CR8884 | 2025-08-02 | Tightening | 101 | 370 | 5 | 0.9 | 1,245,591,283 | Tech:6.5;Comm:28.9;Utilities:24.7;Energy:20.2;Healthcare:19.6 | US:61.4;EU:13.8;APAC:6.8;EMEA:10.4;LATAM:7.6 | AA:10.4;A:21.3;B:18.5;BBB:16.9;AAA:9.9;CCC:23.0 | 3.16 | 51.3 | 197 | 310 | 11.2 | 3.5 | 30 | 35 | 35 | false | true | true | false | -0.26 | 1.68 | -0.08 | Financials:EW | Hedge | Options_Payer: +122bps notional | -12 | 6 | DealerB | Electronic | 11 | 100 | 273 | -413 | Sector>limit | Reduce | Sector concentration above limit | 211 | Defer adds pending macro print |
C07485 | CR5500 | 2024-12-19 | Recovery | 101 | 480 | 5.5 | 0.7 | 1,266,145,719 | Comm:21.3;Consumer:12.9;Materials:15.4;Industrials:14.4;Utilities:11.4;Tech:24.5 | US:63.2;EU:15.1;APAC:12.9;EMEA:4.6;LATAM:4.4 | AAA:15.8;BBB:13.5;CCC:34.3;B:13.7;A:14.6;AA:8.0 | 3.94 | 53 | 91 | 446 | 5.2 | 2 | 30 | 55 | 25 | false | true | true | false | -0.3 | 1.37 | -0.33 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 3 | 11 | ECN2 | RFQ | 2 | 93 | 373 | 73 | Region>limit | Reduce | Regional concentration above limit | 182 | Defer adds pending macro print |
C07486 | CR1162 | 2025-03-06 | Calm | 95 | 289 | 4.4 | 2.2 | 2,467,605,334 | Healthcare:30.3;Utilities:17.2;Consumer:12.0;Comm:12.2;Energy:28.3 | US:65.7;EU:11.8;APAC:6.1;EMEA:10.9;LATAM:5.5 | BB:17.8;A:45.4;B:5.3;AAA:31.5 | 5.91 | 32 | 85 | 128 | 8.4 | 2 | 30 | 55 | 30 | true | true | false | false | 0.5 | 0.76 | 0.57 | Financials:EW;Materials:EW | Hedge | Treasury_Futures: +139bps notional | -13 | -21 | DealerA | Electronic | 9 | 98 | 359 | -118 | Region>limit | Hedge | Regional concentration above limit | 253 | Reviewed by risk; hedges staggered |
C07487 | CR5208 | 2024-02-18 | Recovery | 105 | 447 | 6.4 | 1.3 | 1,565,701,606 | Tech:39.1;Comm:18.6;Consumer:42.3 | US:75.2;EU:9.5;APAC:7.9;EMEA:6.3;LATAM:1.2 | B:18.7;AAA:14.0;A:14.5;CCC:24.0;BB:21.4;BBB:7.3 | 6.48 | 41 | 187 | 397 | 13.8 | 4 | 30 | 45 | 20 | true | true | true | false | -0.44 | -0.12 | -0.29 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 17 | 3 | DealerB | All2All | 5 | 95 | -152 | -356 | HYCap>limit | Reduce | High-yield share above policy cap | 153 | Tighten HY exposure bands |
C07488 | CR8303 | 2025-01-02 | Recovery | 133 | 431 | 5.5 | 0 | 2,399,730,487 | Utilities:22.0;Consumer:18.2;Comm:12.6;Energy:29.9;Industrials:17.3 | US:67.3;EU:14.7;APAC:12.6;EMEA:3.5;LATAM:1.9 | AA:19.9;AAA:7.7;CCC:25.9;B:22.5;A:24.0 | 5.33 | 32.1 | 167 | 476 | 4.1 | 2.5 | 35 | 35 | 25 | false | true | true | false | 0.99 | 0.01 | -0.15 | Healthcare:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 7 | 22 | DealerB | Electronic | 9 | 94 | 86 | -119 | Region>limit | Hedge | Regional concentration above limit | 123 | Rotate into defensive sectors |
C07489 | CR1323 | 2025-07-06 | Tightening | 137 | 474 | 3.9 | 1.6 | 2,311,561,473 | Tech:40.8;Energy:33.2;RealEstate:15.0;Financials:11.0 | US:72.1;EU:6.2;APAC:12.2;EMEA:3.8;LATAM:5.6 | B:38.8;AAA:17.4;AA:26.1;A:17.7 | 2.79 | 34.2 | 245 | 302 | 17.1 | 4 | 20 | 45 | 20 | true | true | true | true | -0.2 | 0.78 | 0.59 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | -22 | ECN2 | DealerAxed | 0 | 96 | 304 | 172 | Sector>limit | Reduce | Sector concentration above limit | 256 | Tighten HY exposure bands |
C07490 | CR4731 | 2025-01-17 | Recovery | 137 | 625 | 6.1 | 0.2 | 427,846,447 | Consumer:21.0;Energy:25.1;RealEstate:12.0;Utilities:41.9 | US:58.7;EU:20.0;APAC:10.8;EMEA:7.4;LATAM:3.1 | AA:38.2;BB:22.4;AAA:9.9;B:29.5 | 0.94 | 27.3 | 151 | 135 | 3.5 | 3.5 | 35 | 35 | 35 | true | true | true | false | 0.47 | 1.03 | 0.01 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | 8 | DealerC | Electronic | 10 | 88 | 37 | -390 | Sector>limit | Hedge | Sector concentration above limit | 249 | Tighten HY exposure bands |
C07491 | CR6565 | 2025-03-14 | Tightening | 153 | 372 | 4.8 | 0.7 | 975,853,132 | Healthcare:21.1;Financials:18.5;Tech:19.5;Comm:8.2;Consumer:32.7 | US:65.0;EU:14.1;APAC:10.4;EMEA:9.5;LATAM:1.0 | CCC:30.2;BB:11.4;B:28.7;A:29.7 | 4.07 | 38.7 | 275 | 165 | 5.8 | 2.5 | 25 | 55 | 20 | true | true | true | true | 0.74 | -0.06 | -0.2 | Materials:EW | Hedge | CDX_HY: +89bps notional | -22 | -9 | DealerC | All2All | 1 | 93 | 299 | 97 | Region>limit | Reduce | Regional concentration above limit | 197 | Tighten HY exposure bands |
C07492 | CR2766 | 2024-05-06 | Calm | 65 | 313 | 3.3 | 1.9 | 676,564,172 | Financials:44.0;Materials:11.5;Utilities:44.5 | US:54.8;EU:12.7;APAC:15.2;EMEA:10.5;LATAM:6.7 | CCC:21.9;A:27.5;AAA:20.9;BBB:29.8 | 4.68 | 51.1 | 90 | 426 | 8.6 | 3.5 | 35 | 35 | 35 | true | true | false | false | 0.55 | 1.76 | 0.21 | Energy:EW;Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 12 | -20 | DealerA | Electronic | 8 | 89 | 390 | -379 | HYCap>limit | Reduce | High-yield share above policy cap | 221 | Rotate into defensive sectors |
C07493 | CR7924 | 2025-07-15 | Recovery | 136 | 603 | 6 | 1.7 | 207,114,489 | Utilities:15.9;Energy:22.4;Materials:13.7;Consumer:13.1;Healthcare:12.3;Comm:22.6 | US:71.8;EU:5.2;APAC:13.1;EMEA:6.7;LATAM:3.2 | A:37.3;CCC:12.8;BB:11.2;B:12.1;BBB:15.9;AAA:10.7 | 3.81 | 59.1 | 83 | 235 | 13.3 | 3.5 | 25 | 45 | 35 | false | true | true | false | 0.86 | -0.07 | -0.07 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -47 | 28 | DealerC | Electronic | 2 | 97 | -149 | -64 | VAR>budget | Hedge | Portfolio VAR above budget | 165 | Tighten HY exposure bands |
C07494 | CR6372 | 2024-09-05 | Calm | 104 | 414 | 4.1 | 2.8 | 2,264,072,962 | Consumer:26.4;Utilities:16.2;Healthcare:27.0;Industrials:10.3;Comm:20.1 | US:72.0;EU:11.6;APAC:9.0;EMEA:5.8;LATAM:1.5 | AAA:9.0;B:23.3;BB:26.0;A:14.4;CCC:27.3 | 5.98 | 24.2 | 164 | 234 | 11.1 | 2 | 35 | 45 | 35 | false | true | true | false | 1.06 | 1.01 | 0.11 | null | Hedge | Options_Payer: +121bps notional | -51 | 24 | DealerA | RFQ | 4 | 92 | -23 | -254 | HYCap>limit | Hedge | High-yield share above policy cap | 181 | Defer adds pending macro print |
C07495 | CR9750 | 2025-01-21 | Stress | 158 | 839 | 5.5 | -0.9 | 1,784,355,567 | Industrials:28.1;Healthcare:26.5;Energy:34.2;Tech:11.3 | US:59.5;EU:19.5;APAC:12.6;EMEA:4.9;LATAM:3.5 | AA:27.6;A:15.1;AAA:25.6;B:8.3;BBB:18.4;BB:5.0 | 4.11 | 57.7 | 269 | 628 | 18.2 | 3 | 35 | 35 | 30 | false | true | false | true | 0.5 | 0.04 | -0.39 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 6 | DealerB | All2All | 4 | 97 | 255 | 178 | Region>limit | Reduce | Regional concentration above limit | 163 | Escalate watchlist names |
C07496 | CR6752 | 2025-10-24 | Tightening | 94 | 501 | 4 | 1.1 | 1,218,741,811 | Healthcare:49.4;Materials:12.0;Utilities:38.6 | US:72.9;EU:9.5;APAC:8.3;EMEA:5.8;LATAM:3.5 | AAA:18.9;CCC:19.7;AA:23.5;BBB:29.6;BB:8.4 | 7.1 | 30.4 | 150 | 364 | 12.2 | 3 | 30 | 45 | 30 | true | true | false | false | 2.31 | 1.58 | 0.27 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -50 | 38 | DealerC | DealerAxed | 8 | 99 | 20 | 36 | Region>limit | Rotate | Regional concentration above limit | 178 | Tighten HY exposure bands |
C07497 | CR4342 | 2025-06-11 | Stress | 145 | 768 | 6.7 | 0.5 | 2,495,894,990 | Consumer:15.8;Energy:9.1;Healthcare:18.9;Tech:12.3;RealEstate:9.9;Industrials:34.0 | US:57.3;EU:15.2;APAC:14.5;EMEA:5.4;LATAM:7.6 | AA:20.9;AAA:33.3;BB:16.6;BBB:17.0;B:12.2 | 1.58 | 49.5 | 274 | 405 | 16.5 | 2.5 | 30 | 35 | 35 | true | true | false | true | 1.16 | 1.47 | 0.14 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 45 | DealerA | All2All | 4 | 89 | -135 | -377 | VAR>budget | Rotate | Portfolio VAR above budget | 92 | Tighten HY exposure bands |
C07498 | CR5605 | 2025-07-06 | Stress | 235 | 829 | 6.3 | -0.9 | 409,512,766 | Tech:26.4;Comm:19.4;Financials:37.1;RealEstate:17.1 | US:69.6;EU:11.6;APAC:11.9;EMEA:2.8;LATAM:4.2 | BB:29.4;CCC:19.9;BBB:7.4;B:10.7;AA:11.9;AAA:20.8 | 5 | 48.5 | 388 | 490 | 19 | 2 | 35 | 35 | 20 | true | true | true | true | -0.03 | 1.21 | 0.22 | Comm:EW | Hedge | Options_Payer: +98bps notional | -18 | -13 | ECN1 | RFQ | 12 | 85 | 309 | -292 | HYCap>limit | Rotate | High-yield share above policy cap | 190 | Tighten HY exposure bands |
C07499 | CR3815 | 2025-11-28 | Calm | 90 | 321 | 4.4 | 1.7 | 2,557,610,000 | Healthcare:30.3;Financials:23.9;Materials:34.9;Energy:10.9 | US:60.9;EU:10.9;APAC:10.7;EMEA:10.8;LATAM:6.8 | AA:27.7;CCC:17.1;A:15.5;AAA:28.6;BB:11.0 | 2.77 | 25 | 268 | 212 | 6.3 | 2 | 25 | 45 | 20 | true | true | true | true | 0.34 | -0.04 | 0.08 | Utilities:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -12 | -19 | DealerA | RFQ | 6 | 94 | -59 | 109 | Sector>limit | Hedge | Sector concentration above limit | 147 | Rotate into defensive sectors |
C07500 | CR0872 | 2025-10-04 | Calm | 118 | 395 | 3.3 | 2.3 | 575,078,821 | Financials:24.4;Healthcare:44.7;Industrials:30.9 | US:74.2;EU:6.4;APAC:8.8;EMEA:6.9;LATAM:3.7 | BB:6.0;BBB:29.4;A:32.5;AAA:19.4;B:12.7 | 4.28 | 25.3 | 144 | 250 | 11.3 | 3.5 | 25 | 35 | 25 | true | true | false | false | 1.31 | 0.16 | 0.58 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -13 | -17 | ECN2 | Electronic | 4 | 85 | 373 | 27 | HYCap>limit | Hedge | High-yield share above policy cap | 128 | Reviewed by risk; hedges staggered |
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