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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C07501 | CR4631 | 2024-10-21 | Recovery | 109 | 546 | 6.5 | 1.8 | 1,799,092,568 | Industrials:30.7;Financials:8.5;Comm:39.0;Utilities:21.8 | US:67.4;EU:14.1;APAC:7.2;EMEA:10.1;LATAM:1.2 | AAA:16.3;BBB:20.5;BB:47.5;AA:15.7 | 2.82 | 49.7 | 198 | 292 | 16.4 | 2 | 30 | 35 | 30 | true | true | true | false | 2.45 | 1.33 | -0.01 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -52 | 35 | DealerB | DealerAxed | 7 | 94 | 268 | -76 | HYCap>limit | Hedge | High-yield share above policy cap | 254 | Reviewed by risk; hedges staggered |
C07502 | CR4138 | 2024-09-23 | Calm | 66 | 393 | 3.3 | 2.3 | 118,924,853 | Financials:26.0;Tech:18.4;Energy:30.6;Materials:25.0 | US:65.4;EU:15.4;APAC:6.4;EMEA:8.6;LATAM:4.2 | CCC:6.9;AAA:25.5;AA:22.1;A:16.0;BB:5.8;BBB:23.9 | 6.7 | 59.4 | 251 | 265 | 14.5 | 3 | 20 | 45 | 30 | true | true | false | true | 0.42 | 0.58 | -0.21 | Utilities:EW;Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 19 | 3 | ECN2 | DealerAxed | 3 | 96 | 165 | -437 | VAR>budget | Hedge | Portfolio VAR above budget | 178 | Tighten HY exposure bands |
C07503 | CR4249 | 2025-01-07 | Recovery | 106 | 508 | 6.1 | 0.4 | 1,987,621,885 | RealEstate:36.2;Energy:18.7;Tech:26.4;Utilities:18.7 | US:64.2;EU:12.4;APAC:12.8;EMEA:8.5;LATAM:2.1 | BB:10.0;AA:22.8;A:13.9;BBB:36.6;B:9.1;CCC:7.6 | 4.74 | 36.9 | 148 | 188 | 4.8 | 4 | 25 | 55 | 35 | true | true | false | false | 0.75 | 1.29 | 0.45 | null | Hedge | Treasury_Futures: +61bps notional | -53 | -24 | ECN1 | All2All | 9 | 94 | 71 | 64 | HYCap>limit | Reduce | High-yield share above policy cap | 129 | Rotate into defensive sectors |
C07504 | CR3964 | 2025-10-26 | Stress | 212 | 695 | 6.8 | -0.2 | 2,255,455,026 | Tech:18.6;Healthcare:29.0;Consumer:26.1;Utilities:26.3 | US:59.8;EU:17.7;APAC:11.3;EMEA:7.2;LATAM:4.0 | BB:21.9;A:37.7;B:14.9;CCC:25.5 | 3.05 | 48.4 | 253 | 313 | 11 | 2.5 | 30 | 55 | 30 | false | true | true | true | 2.44 | 0.92 | 0.21 | Energy:EW | Hedge | CDX_IG: +136bps notional | -7 | -9 | DealerC | RFQ | 5 | 91 | 243 | -109 | Region>limit | Reduce | Regional concentration above limit | 168 | Defer adds pending macro print |
C07505 | CR9490 | 2025-02-01 | Recovery | 130 | 462 | 6.3 | 0.1 | 2,788,998,536 | RealEstate:27.0;Industrials:41.0;Energy:32.0 | US:61.8;EU:9.8;APAC:10.7;EMEA:11.0;LATAM:6.6 | BB:18.0;CCC:16.3;BBB:19.0;AA:27.8;AAA:18.9 | 5.77 | 58.4 | 235 | 161 | 9.1 | 2 | 25 | 35 | 35 | true | true | false | true | 1.06 | 1.23 | -0.2 | null | Hedge | Treasury_Futures: +120bps notional | 17 | -22 | DealerB | All2All | 3 | 87 | 434 | -66 | Sector>limit | Reduce | Sector concentration above limit | 246 | Reviewed by risk; hedges staggered |
C07506 | CR2186 | 2025-08-21 | Tightening | 116 | 448 | 4.9 | 0.7 | 100,421,108 | Healthcare:43.0;Financials:32.1;Materials:24.9 | US:67.1;EU:15.0;APAC:9.4;EMEA:6.5;LATAM:2.0 | CCC:12.9;AAA:28.2;A:20.2;AA:15.2;BB:23.5 | 1.61 | 23.1 | 266 | 328 | 12.8 | 3.5 | 35 | 35 | 25 | true | true | true | true | 1.51 | 0.88 | 0 | Financials:EW | Hedge | iTraxx_MAIN: +114bps notional | -5 | -13 | ECN1 | DealerAxed | 0 | 98 | -120 | -24 | Region>limit | Hedge | Regional concentration above limit | 118 | Tighten HY exposure bands |
C07507 | CR1388 | 2024-06-22 | Tightening | 135 | 394 | 4.3 | 1.4 | 1,382,900,945 | Consumer:27.0;Tech:17.0;Financials:9.2;Industrials:22.6;Materials:24.2 | US:64.9;EU:8.0;APAC:12.6;EMEA:8.6;LATAM:5.9 | AAA:16.4;BBB:20.3;CCC:29.8;BB:33.6 | 4.15 | 54.8 | 115 | 177 | 16.9 | 3 | 20 | 35 | 25 | true | true | true | false | 1.49 | 0.05 | 0.38 | Materials:EW | Hedge | CDX_IG: +160bps notional | -39 | 37 | DealerB | DealerAxed | 7 | 97 | 199 | 131 | VAR>budget | Hedge | Portfolio VAR above budget | 198 | Tighten HY exposure bands |
C07508 | CR4489 | 2024-04-26 | Stress | 236 | 796 | 6.8 | -0.5 | 1,030,258,919 | Utilities:15.3;Consumer:52.1;RealEstate:32.6 | US:65.8;EU:8.0;APAC:14.1;EMEA:4.2;LATAM:8.0 | CCC:14.7;A:22.8;AAA:20.3;BBB:21.8;B:9.3;BB:11.1 | 0.41 | 43.5 | 333 | 311 | 17.9 | 3.5 | 30 | 55 | 25 | true | true | true | true | 2 | -0.21 | 0.49 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | -25 | ECN2 | Electronic | 3 | 96 | -47 | -95 | Sector>limit | Rotate | Sector concentration above limit | 182 | Tighten HY exposure bands |
C07509 | CR4649 | 2025-02-16 | Tightening | 138 | 397 | 4.3 | 1.7 | 2,471,975,164 | Tech:24.5;RealEstate:27.8;Consumer:47.8 | US:72.6;EU:10.8;APAC:7.6;EMEA:6.8;LATAM:2.2 | AA:14.9;BB:12.7;BBB:32.5;CCC:39.9 | 2.12 | 57.1 | 146 | 183 | 15.1 | 3.5 | 20 | 55 | 30 | true | true | true | false | 0.28 | 1.02 | -0.03 | Tech:EW;RealEstate:EW | Hedge | iTraxx_MAIN: +154bps notional | -60 | -10 | DealerA | Electronic | 10 | 96 | 158 | -441 | VAR>budget | Reduce | Portfolio VAR above budget | 164 | Defer adds pending macro print |
C07510 | CR9295 | 2024-04-18 | Recovery | 159 | 547 | 4.9 | 0.1 | 317,070,465 | Tech:38.5;Financials:9.3;Healthcare:23.6;Comm:17.5;Consumer:11.1 | US:64.3;EU:12.6;APAC:11.5;EMEA:8.3;LATAM:3.3 | B:16.9;CCC:37.9;AAA:33.5;AA:11.8 | 0.43 | 60.1 | 253 | 411 | 2.7 | 4 | 20 | 55 | 25 | true | true | true | true | 1.81 | 1.44 | 0.52 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -56 | 38 | ECN1 | All2All | 2 | 97 | -82 | -263 | VAR>budget | Reduce | Portfolio VAR above budget | 182 | Rotate into defensive sectors |
C07511 | CR2128 | 2025-08-16 | Calm | 94 | 372 | 3.3 | 2.1 | 1,862,345,896 | Comm:20.3;RealEstate:12.5;Tech:16.2;Utilities:16.6;Financials:18.8;Industrials:15.5 | US:61.4;EU:11.1;APAC:11.5;EMEA:9.7;LATAM:6.3 | AAA:22.7;BB:25.0;CCC:6.6;BBB:25.2;AA:20.5 | 6.53 | 30.5 | 145 | 251 | 14.2 | 2 | 20 | 45 | 20 | true | true | true | false | 1.83 | 1.32 | -0.1 | Consumer:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | 13 | ECN1 | DealerAxed | 8 | 95 | -61 | -114 | HYCap>limit | Hedge | High-yield share above policy cap | 98 | Rotate into defensive sectors |
C07512 | CR3190 | 2024-02-19 | Stress | 169 | 751 | 8.5 | 0.3 | 894,747,552 | Utilities:40.1;Industrials:13.6;Financials:46.2 | US:65.2;EU:12.2;APAC:7.8;EMEA:8.0;LATAM:6.9 | B:9.6;BBB:19.5;CCC:6.7;AA:26.5;BB:19.8;AAA:18.0 | 5.53 | 36.5 | 244 | 371 | 9.6 | 2.5 | 35 | 55 | 30 | true | true | true | true | 0.74 | -0.28 | 0.2 | null | Hedge | CDX_HY: +173bps notional | -3 | -1 | DealerB | RFQ | 0 | 93 | 200 | -66 | HYCap>limit | Hedge | High-yield share above policy cap | 108 | Reviewed by risk; hedges staggered |
C07513 | CR3197 | 2025-09-02 | Stress | 159 | 625 | 7.3 | -1.7 | 1,447,000,951 | RealEstate:33.7;Comm:12.9;Energy:19.2;Industrials:34.1 | US:59.1;EU:16.4;APAC:9.3;EMEA:10.2;LATAM:5.0 | AAA:28.8;CCC:16.2;A:17.4;BB:15.4;AA:22.1 | 0.82 | 58.8 | 366 | 626 | 9.1 | 2.5 | 30 | 45 | 35 | true | true | false | true | 2.35 | 1 | 0.04 | Industrials:EW;Comm:EW | Hedge | Options_Payer: +129bps notional | -40 | -22 | DealerC | All2All | 2 | 90 | -103 | -124 | Region>limit | Hedge | Regional concentration above limit | 132 | Reviewed by risk; hedges staggered |
C07514 | CR7075 | 2024-10-30 | Stress | 211 | 765 | 7.8 | -0.6 | 796,105,592 | Comm:46.6;Energy:17.5;Consumer:36.0 | US:62.9;EU:12.5;APAC:9.3;EMEA:12.2;LATAM:3.2 | A:15.3;BBB:19.0;CCC:32.6;AAA:14.5;AA:6.7;B:11.9 | 3.15 | 39 | 236 | 521 | 8.4 | 3 | 20 | 35 | 20 | true | true | true | true | 1.59 | 0.9 | -0.09 | Tech:EW | Hedge | CDX_HY: +159bps notional | -15 | 33 | DealerC | Electronic | 6 | 92 | 351 | -142 | Sector>limit | Hedge | Sector concentration above limit | 157 | Reviewed by risk; hedges staggered |
C07515 | CR6740 | 2024-07-01 | Calm | 71 | 365 | 4.1 | 2.1 | 1,873,060,225 | Comm:8.2;Healthcare:26.9;Energy:21.7;RealEstate:16.6;Financials:26.6 | US:64.8;EU:19.1;APAC:7.1;EMEA:4.3;LATAM:4.6 | CCC:12.3;B:8.2;AA:43.0;BBB:13.8;AAA:22.7 | 5.06 | 42.2 | 137 | 453 | 12.4 | 3 | 20 | 45 | 30 | true | true | false | false | 0.56 | 1.16 | -0.06 | RealEstate:EW;Materials:EW | Hedge | CDX_IG: +148bps notional | 1 | 44 | DealerC | All2All | 3 | 98 | 308 | -119 | HYCap>limit | Hedge | High-yield share above policy cap | 103 | Rotate into defensive sectors |
C07516 | CR8616 | 2024-06-10 | Stress | 232 | 593 | 7.2 | -1.3 | 346,751,160 | Comm:16.3;Energy:30.4;Financials:29.7;Utilities:23.6 | US:58.8;EU:17.5;APAC:6.9;EMEA:10.1;LATAM:6.6 | A:10.2;AA:15.8;BBB:10.0;BB:15.9;CCC:28.3;AAA:19.7 | 7.22 | 21.2 | 228 | 582 | 9.3 | 4 | 35 | 55 | 30 | false | true | true | true | 2.44 | 0.78 | 0.52 | RealEstate:EW | Hedge | SingleName_CDS: +78bps notional | -17 | 1 | DealerA | DealerAxed | 9 | 98 | -85 | -50 | Region>limit | Rotate | Regional concentration above limit | 174 | Rotate into defensive sectors |
C07517 | CR1070 | 2024-11-08 | Calm | 110 | 372 | 3.7 | 2.4 | 2,945,272,584 | Financials:32.1;Utilities:34.2;Consumer:33.8 | US:61.4;EU:16.0;APAC:6.1;EMEA:10.4;LATAM:6.2 | BBB:17.0;A:17.2;AAA:30.4;AA:21.0;CCC:14.3 | 0.87 | 48.9 | 195 | 134 | 3.5 | 4 | 30 | 45 | 25 | true | true | false | false | 0.29 | -0.19 | 0.38 | Consumer:EW | Hedge | Options_Payer: +79bps notional | -43 | 9 | ECN1 | DealerAxed | 1 | 85 | 432 | -62 | Sector>limit | Rotate | Sector concentration above limit | 160 | Escalate watchlist names |
C07518 | CR2856 | 2024-01-24 | Calm | 86 | 356 | 3.4 | 2.8 | 2,011,648,286 | Comm:23.8;Utilities:29.1;Healthcare:27.4;Consumer:19.7 | US:59.3;EU:10.6;APAC:12.7;EMEA:13.5;LATAM:3.8 | BB:11.5;BBB:30.1;B:26.0;CCC:6.9;AA:25.6 | 1.49 | 20.5 | 91 | 506 | 5.9 | 4 | 30 | 35 | 30 | false | true | true | false | -0.3 | 0.99 | 0.3 | Utilities:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -8 | 37 | ECN1 | RFQ | 10 | 96 | -111 | -218 | VAR>budget | Reduce | Portfolio VAR above budget | 235 | Rotate into defensive sectors |
C07519 | CR7790 | 2025-10-15 | Stress | 144 | 667 | 7.2 | -1.3 | 314,498,631 | Healthcare:19.8;Utilities:22.1;RealEstate:10.7;Financials:21.4;Tech:17.7;Industrials:8.2 | US:64.6;EU:16.6;APAC:4.6;EMEA:7.1;LATAM:7.1 | A:17.3;AA:15.8;AAA:7.8;BBB:11.8;CCC:27.6;B:19.7 | 2.72 | 21 | 154 | 282 | 9.4 | 3.5 | 25 | 45 | 35 | false | true | true | false | 2.39 | 1.51 | 0.08 | Consumer:EW | Hedge | Treasury_Futures: +92bps notional | 10 | -13 | ECN1 | DealerAxed | 2 | 85 | 341 | -121 | VAR>budget | Rotate | Portfolio VAR above budget | 172 | Escalate watchlist names |
C07520 | CR1201 | 2025-10-12 | Recovery | 134 | 573 | 5.3 | 0.4 | 845,546,081 | Industrials:30.2;Financials:38.1;Utilities:11.4;RealEstate:20.3 | US:62.4;EU:20.3;APAC:6.4;EMEA:9.3;LATAM:1.6 | AAA:10.7;BB:39.1;BBB:21.7;CCC:9.1;A:19.4 | 4.79 | 62.7 | 113 | 207 | 4.8 | 3 | 30 | 35 | 30 | true | true | true | false | 0.93 | 0.52 | -0.35 | null | Hedge | SingleName_CDS: +54bps notional | -11 | 35 | ECN2 | All2All | 10 | 94 | 28 | 57 | Sector>limit | Hedge | Sector concentration above limit | 200 | Tighten HY exposure bands |
C07521 | CR6033 | 2024-12-03 | Stress | 239 | 643 | 5.6 | -1.1 | 1,466,154,691 | Tech:29.5;Energy:27.5;Industrials:18.4;Comm:24.6 | US:61.3;EU:14.2;APAC:10.1;EMEA:12.1;LATAM:2.3 | BB:10.1;CCC:26.2;AA:16.0;AAA:6.9;B:26.3;BBB:14.4 | 6.07 | 31.2 | 265 | 480 | 13.6 | 4 | 30 | 55 | 20 | false | true | true | true | 0.49 | 1.56 | -0.29 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | -4 | DealerC | Electronic | 7 | 86 | -58 | 53 | Sector>limit | Reduce | Sector concentration above limit | 103 | Tighten HY exposure bands |
C07522 | CR5540 | 2025-01-16 | Stress | 170 | 771 | 7.6 | 0.2 | 1,972,778,632 | Tech:22.1;Financials:5.8;Materials:19.3;Industrials:19.1;Consumer:7.8;Healthcare:26.0 | US:73.6;EU:5.4;APAC:9.6;EMEA:10.3;LATAM:1.1 | AA:10.7;BB:37.4;A:17.3;B:10.4;CCC:24.2 | 3.92 | 31.8 | 167 | 631 | 20.6 | 3 | 20 | 55 | 25 | true | true | true | false | 2.02 | 0.83 | -0.22 | Energy:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 36 | DealerA | Electronic | 7 | 98 | 67 | 128 | HYCap>limit | Reduce | High-yield share above policy cap | 142 | Escalate watchlist names |
C07523 | CR8079 | 2024-12-12 | Stress | 142 | 820 | 8.2 | 0.4 | 1,041,042,046 | Financials:13.2;Tech:17.7;Materials:30.8;Healthcare:25.0;RealEstate:13.5 | US:57.8;EU:19.3;APAC:10.8;EMEA:9.6;LATAM:2.5 | AAA:25.2;BBB:22.8;AA:23.8;A:12.0;CCC:16.2 | 4.55 | 25 | 350 | 337 | 17.2 | 3.5 | 30 | 45 | 35 | true | true | false | true | 0.78 | 0.96 | 0.22 | null | Hedge | iTraxx_XOVER: +178bps notional | -48 | 30 | DealerC | Electronic | 9 | 89 | -111 | 108 | HYCap>limit | Hedge | High-yield share above policy cap | 94 | Rotate into defensive sectors |
C07524 | CR2571 | 2025-07-03 | Stress | 185 | 679 | 7.5 | -0.5 | 2,230,839,352 | Financials:17.2;Healthcare:22.2;Comm:26.5;Industrials:34.0 | US:66.7;EU:14.2;APAC:11.8;EMEA:4.3;LATAM:3.0 | CCC:10.2;AA:21.0;BB:16.0;B:4.1;BBB:22.5;A:26.2 | 5.62 | 24 | 297 | 338 | 10.1 | 2.5 | 35 | 45 | 20 | false | true | true | true | 0.54 | 0.64 | -0.27 | Industrials:EW | Hedge | CDX_IG: +187bps notional | 14 | 45 | DealerC | Electronic | 1 | 90 | 322 | -54 | HYCap>limit | Hedge | High-yield share above policy cap | 139 | Rotate into defensive sectors |
C07525 | CR2950 | 2025-03-11 | Stress | 171 | 761 | 6.3 | -1.7 | 216,311,467 | Materials:22.6;Financials:5.1;RealEstate:17.0;Energy:15.5;Healthcare:23.7;Utilities:16.1 | US:67.2;EU:15.1;APAC:7.5;EMEA:7.0;LATAM:3.2 | AAA:13.1;CCC:33.5;AA:15.6;BBB:10.7;A:27.2 | 1.93 | 42.6 | 310 | 581 | 9.7 | 3 | 25 | 35 | 25 | false | true | true | true | 0.55 | -0.29 | 0.33 | RealEstate:EW | Hedge | iTraxx_MAIN: +181bps notional | -23 | -21 | DealerB | RFQ | 9 | 89 | 81 | 149 | HYCap>limit | Reduce | High-yield share above policy cap | 239 | Escalate watchlist names |
C07526 | CR6085 | 2025-09-22 | Calm | 120 | 314 | 3.3 | 1.5 | 631,729,263 | Financials:8.9;Energy:11.7;RealEstate:6.1;Materials:25.9;Consumer:20.0;Industrials:27.3 | US:63.6;EU:16.8;APAC:5.7;EMEA:10.1;LATAM:3.8 | B:29.8;BBB:12.8;BB:27.3;A:30.1 | 3.28 | 28.4 | 144 | 478 | 9.8 | 3 | 25 | 45 | 25 | true | true | true | false | 0.53 | 0.92 | 0.42 | Tech:EW | Hedge | CDX_IG: +51bps notional | 8 | 33 | ECN1 | Electronic | 5 | 85 | -131 | 73 | Sector>limit | Hedge | Sector concentration above limit | 142 | Rotate into defensive sectors |
C07527 | CR1487 | 2024-09-27 | Stress | 222 | 802 | 7.7 | -1.2 | 2,022,874,783 | Consumer:13.3;RealEstate:25.0;Energy:9.1;Materials:16.0;Financials:14.9;Healthcare:21.7 | US:64.8;EU:17.6;APAC:6.2;EMEA:7.5;LATAM:3.9 | AAA:23.6;AA:23.0;BB:11.4;BBB:18.8;CCC:23.2 | 3.64 | 62.9 | 389 | 540 | 18.9 | 2 | 25 | 35 | 35 | false | true | false | true | 1.72 | 0.64 | 0.11 | Industrials:EW | Hedge | Options_Payer: +50bps notional | -29 | 26 | DealerC | DealerAxed | 10 | 85 | 114 | -426 | HYCap>limit | Reduce | High-yield share above policy cap | 127 | Rotate into defensive sectors |
C07528 | CR2528 | 2025-04-24 | Tightening | 123 | 475 | 4.4 | 1.9 | 284,178,308 | Healthcare:17.9;Utilities:23.7;Energy:18.1;Consumer:20.7;Financials:19.6 | US:72.4;EU:5.8;APAC:5.5;EMEA:9.1;LATAM:7.1 | AA:20.6;BB:12.9;CCC:22.8;A:6.8;BBB:20.9;AAA:16.1 | 5.53 | 46.1 | 164 | 379 | 6.5 | 3 | 20 | 35 | 20 | true | true | true | false | 1.71 | 0.29 | -0.36 | Energy:EW | Hedge | CDX_HY: +130bps notional | 14 | 2 | DealerB | DealerAxed | 3 | 93 | 235 | 95 | VAR>budget | Reduce | Portfolio VAR above budget | 166 | Defer adds pending macro print |
C07529 | CR1354 | 2024-04-14 | Calm | 78 | 325 | 4.4 | 1.6 | 2,616,530,622 | Healthcare:16.4;Materials:16.3;Utilities:17.5;Energy:35.1;Financials:14.8 | US:69.0;EU:6.1;APAC:14.3;EMEA:5.2;LATAM:5.4 | CCC:36.3;AAA:22.3;A:25.0;AA:16.3 | 5.76 | 56.6 | 255 | 400 | 15.3 | 2.5 | 20 | 55 | 35 | true | true | true | true | -0.02 | 1.2 | -0.02 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -52 | 9 | DealerC | RFQ | 1 | 86 | 403 | -305 | Sector>limit | Hedge | Sector concentration above limit | 194 | Escalate watchlist names |
C07530 | CR8898 | 2025-08-03 | Stress | 204 | 734 | 5.9 | -0.2 | 97,398,540 | Energy:30.6;RealEstate:29.0;Tech:40.5 | US:61.9;EU:17.6;APAC:8.7;EMEA:6.4;LATAM:5.5 | BBB:10.1;A:16.6;AA:18.6;BB:7.3;AAA:14.4;B:33.0 | 3.42 | 62.3 | 273 | 660 | 8 | 3 | 20 | 55 | 20 | true | true | true | true | -0.47 | 1.78 | -0.35 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -56 | 26 | DealerC | All2All | 3 | 95 | 364 | -316 | Sector>limit | Hedge | Sector concentration above limit | 92 | Escalate watchlist names |
C07531 | CR8908 | 2025-09-12 | Stress | 186 | 622 | 6.6 | -1.6 | 238,277,516 | RealEstate:23.5;Comm:11.7;Financials:37.2;Utilities:17.1;Healthcare:10.5 | US:53.6;EU:20.7;APAC:12.6;EMEA:7.9;LATAM:5.1 | A:23.9;AAA:18.9;B:14.4;AA:36.8;CCC:5.9 | 3.38 | 43.8 | 322 | 317 | 7.9 | 3.5 | 20 | 55 | 25 | true | false | false | true | 0.57 | 1.35 | 0.42 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | 12 | DealerB | All2All | 12 | 100 | 277 | -249 | VAR>budget | Hedge | Portfolio VAR above budget | 124 | Defer adds pending macro print |
C07532 | CR5254 | 2024-12-14 | Stress | 147 | 700 | 7 | -1.5 | 2,039,500,564 | Utilities:11.8;Healthcare:13.0;Comm:40.5;RealEstate:34.7 | US:66.5;EU:9.7;APAC:7.2;EMEA:10.2;LATAM:6.4 | AA:21.1;CCC:14.6;B:35.6;A:28.8 | 0.55 | 46.6 | 257 | 660 | 5 | 4 | 35 | 35 | 25 | true | true | true | true | 2.39 | 1.55 | 0.49 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | 43 | DealerA | Electronic | 10 | 93 | 330 | -184 | Sector>limit | Rotate | Sector concentration above limit | 122 | Rotate into defensive sectors |
C07533 | CR0353 | 2025-08-31 | Calm | 106 | 389 | 3.7 | 2.4 | 1,723,840,470 | RealEstate:35.6;Comm:41.6;Tech:22.8 | US:67.7;EU:8.8;APAC:6.9;EMEA:10.7;LATAM:6.0 | BBB:15.0;B:10.4;CCC:29.0;A:22.7;AA:8.6;AAA:14.4 | 4.23 | 58.1 | 220 | 350 | 10.2 | 4 | 20 | 35 | 20 | true | true | true | true | 1.58 | 0.09 | -0.22 | Energy:EW;Consumer:EW | Hedge | CDX_HY: +140bps notional | -33 | -18 | ECN1 | DealerAxed | 11 | 90 | -60 | 17 | HYCap>limit | Hedge | High-yield share above policy cap | 147 | Rotate into defensive sectors |
C07534 | CR0645 | 2024-12-30 | Calm | 87 | 295 | 4.5 | 2.5 | 1,873,587,530 | Utilities:11.3;Financials:18.9;Energy:18.8;RealEstate:26.4;Healthcare:24.5 | US:72.5;EU:8.6;APAC:9.4;EMEA:5.6;LATAM:3.9 | BBB:27.6;CCC:4.9;A:23.8;AAA:26.3;AA:17.4 | 6.27 | 63.3 | 202 | 444 | 12 | 3.5 | 25 | 35 | 35 | true | true | false | true | 0.04 | 1.16 | 0.13 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 36 | ECN2 | DealerAxed | 9 | 98 | 367 | -220 | HYCap>limit | Reduce | High-yield share above policy cap | 204 | Escalate watchlist names |
C07535 | CR1839 | 2025-11-08 | Tightening | 117 | 479 | 4 | 1.7 | 1,412,855,437 | Financials:29.3;Tech:17.4;Healthcare:25.7;Materials:27.6 | US:68.6;EU:16.8;APAC:8.0;EMEA:5.0;LATAM:1.5 | CCC:27.7;B:25.2;BBB:13.1;A:11.6;BB:11.1;AAA:11.2 | 3.81 | 54.6 | 225 | 298 | 16.6 | 3 | 35 | 35 | 30 | false | true | true | true | -0.06 | 1.05 | -0.26 | Utilities:EW;Energy:EW;RealEstate:EW | Hedge | CDX_HY: +54bps notional | 5 | 25 | ECN2 | RFQ | 9 | 96 | 310 | 71 | HYCap>limit | Reduce | High-yield share above policy cap | 118 | Reviewed by risk; hedges staggered |
C07536 | CR8323 | 2024-01-22 | Calm | 97 | 305 | 4.2 | 2.3 | 2,895,936,795 | Comm:33.2;Materials:15.6;Healthcare:8.5;RealEstate:24.4;Consumer:18.2 | US:73.1;EU:4.7;APAC:12.5;EMEA:3.4;LATAM:6.2 | AA:24.0;BBB:12.4;AAA:24.5;BB:39.1 | 5.06 | 53.8 | 242 | 308 | 10.5 | 2 | 30 | 35 | 35 | true | true | true | true | -0.17 | 1.05 | 0.1 | RealEstate:EW | Hedge | CDX_HY: +51bps notional | -23 | 34 | ECN2 | Electronic | 11 | 87 | 417 | -310 | VAR>budget | Hedge | Portfolio VAR above budget | 131 | Reviewed by risk; hedges staggered |
C07537 | CR8159 | 2025-07-27 | Calm | 80 | 308 | 4.5 | 2.9 | 1,315,549,455 | Energy:20.3;Healthcare:17.5;RealEstate:19.0;Consumer:9.4;Comm:33.8 | US:71.0;EU:5.8;APAC:6.4;EMEA:11.3;LATAM:5.6 | AA:30.5;BBB:16.2;B:19.7;CCC:33.6 | 5.73 | 25.9 | 223 | 218 | 7.6 | 3.5 | 30 | 35 | 20 | true | true | true | true | 0.18 | -0.21 | 0.19 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -3 | 20 | ECN2 | All2All | 11 | 90 | 155 | -129 | Sector>limit | Rotate | Sector concentration above limit | 132 | Rotate into defensive sectors |
C07538 | CR3249 | 2025-07-18 | Calm | 111 | 289 | 4.2 | 2 | 2,652,913,558 | Financials:19.9;Utilities:9.9;Energy:33.8;Consumer:36.3 | US:61.4;EU:10.5;APAC:11.8;EMEA:9.7;LATAM:6.5 | B:15.0;AA:15.1;CCC:17.5;A:14.4;AAA:23.5;BBB:14.7 | 3.7 | 38.4 | 235 | 220 | 14.7 | 2.5 | 35 | 35 | 35 | true | true | false | true | 2.45 | 1.22 | 0.12 | Consumer:EW | Hedge | CDX_IG: +99bps notional | -1 | 1 | ECN1 | DealerAxed | 7 | 85 | -24 | -391 | Sector>limit | Reduce | Sector concentration above limit | 121 | Reviewed by risk; hedges staggered |
C07539 | CR4515 | 2025-07-08 | Tightening | 95 | 452 | 4.8 | 1.7 | 787,896,122 | Comm:20.3;Healthcare:24.4;Utilities:21.6;Consumer:13.6;Tech:20.1 | US:72.7;EU:9.9;APAC:8.8;EMEA:5.7;LATAM:3.0 | AA:15.7;BB:39.7;A:11.1;AAA:20.5;BBB:13.0 | 1.37 | 28 | 279 | 368 | 4.2 | 3 | 20 | 45 | 25 | true | true | true | true | 1.15 | 0.6 | 0.53 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -15 | 7 | DealerA | Electronic | 3 | 97 | 52 | 204 | HYCap>limit | Rotate | High-yield share above policy cap | 180 | Rotate into defensive sectors |
C07540 | CR1301 | 2025-11-18 | Recovery | 142 | 519 | 5.2 | 0.3 | 2,078,462,108 | RealEstate:13.8;Healthcare:25.3;Tech:17.8;Financials:22.7;Comm:13.3;Consumer:7.1 | US:71.4;EU:8.3;APAC:11.5;EMEA:6.6;LATAM:2.2 | AAA:16.2;BB:16.1;CCC:42.4;BBB:25.4 | 0.83 | 54.9 | 214 | 360 | 12.5 | 4 | 35 | 35 | 20 | false | true | true | true | 0.38 | 1.23 | 0.39 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -57 | -18 | DealerA | Electronic | 8 | 90 | 187 | -351 | HYCap>limit | Reduce | High-yield share above policy cap | 219 | Escalate watchlist names |
C07541 | CR9473 | 2025-11-18 | Stress | 201 | 604 | 6.3 | 0.7 | 2,883,664,913 | Consumer:34.1;Utilities:19.0;RealEstate:18.8;Materials:28.1 | US:66.8;EU:13.4;APAC:5.6;EMEA:9.4;LATAM:4.8 | B:15.2;CCC:24.5;BB:22.8;AAA:37.5 | 3.85 | 57.8 | 311 | 307 | 19.8 | 3 | 30 | 35 | 20 | true | true | true | true | 2.1 | 0.99 | 0.14 | Materials:EW;RealEstate:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -6 | 24 | DealerA | All2All | 3 | 100 | -211 | -257 | Sector>limit | Hedge | Sector concentration above limit | 163 | Tighten HY exposure bands |
C07542 | CR3293 | 2025-11-29 | Recovery | 160 | 501 | 4.5 | -0.2 | 2,616,198,717 | Energy:35.4;Industrials:20.6;Consumer:44.0 | US:65.0;EU:9.7;APAC:9.6;EMEA:6.5;LATAM:9.3 | BBB:17.8;BB:15.8;AA:21.7;B:24.0;AAA:20.8 | 2.13 | 28.8 | 172 | 473 | 6.6 | 2.5 | 20 | 45 | 20 | true | true | true | false | 0.86 | 0.46 | 0.12 | Healthcare:EW | Hedge | CDX_HY: +111bps notional | -58 | 23 | ECN1 | RFQ | 3 | 92 | -204 | -141 | Sector>limit | Reduce | Sector concentration above limit | 177 | Defer adds pending macro print |
C07543 | CR8342 | 2025-09-18 | Tightening | 105 | 377 | 4.5 | 1 | 2,794,334,581 | Tech:27.6;Financials:26.5;Utilities:45.8 | US:67.6;EU:10.5;APAC:11.4;EMEA:5.9;LATAM:4.6 | B:30.3;BBB:38.0;BB:12.0;CCC:19.8 | 6.84 | 35.9 | 210 | 415 | 15 | 2.5 | 25 | 45 | 30 | true | true | true | true | 1.88 | -0.28 | -0.01 | Healthcare:EW;Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -32 | 1 | ECN1 | All2All | 11 | 94 | 384 | -32 | Sector>limit | Hedge | Sector concentration above limit | 196 | Escalate watchlist names |
C07544 | CR2214 | 2025-07-21 | Recovery | 171 | 463 | 5.4 | 0.1 | 1,197,689,521 | Energy:28.5;Industrials:26.3;Financials:45.2 | US:56.3;EU:15.0;APAC:13.8;EMEA:11.4;LATAM:3.5 | AA:23.1;BB:29.1;BBB:9.1;A:10.5;B:28.3 | 6.48 | 41.3 | 155 | 294 | 17.3 | 2 | 25 | 45 | 35 | true | true | true | false | 0.28 | 0.83 | 0.04 | Financials:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | -6 | DealerB | RFQ | 4 | 95 | 306 | -366 | VAR>budget | Reduce | Portfolio VAR above budget | 103 | Reviewed by risk; hedges staggered |
C07545 | CR9256 | 2024-09-22 | Stress | 201 | 635 | 5.4 | -0.1 | 1,759,515,840 | Industrials:17.7;Tech:28.0;Utilities:17.3;Financials:15.8;Energy:21.2 | US:70.1;EU:8.2;APAC:11.2;EMEA:7.7;LATAM:2.8 | CCC:6.1;AA:45.0;B:16.9;BBB:32.0 | 1.85 | 48 | 361 | 458 | 18.5 | 2.5 | 30 | 55 | 25 | false | true | false | true | -0.08 | 1.51 | -0.15 | Healthcare:EW;Materials:EW | Hedge | Treasury_Futures: +94bps notional | -50 | 20 | DealerC | All2All | 3 | 96 | -53 | 47 | HYCap>limit | Rotate | High-yield share above policy cap | 113 | Tighten HY exposure bands |
C07546 | CR7570 | 2025-04-16 | Calm | 82 | 378 | 3.4 | 1.7 | 2,151,884,980 | Materials:10.9;Energy:13.0;Financials:22.7;Industrials:13.3;RealEstate:22.0;Consumer:18.1 | US:67.4;EU:11.8;APAC:13.4;EMEA:7.4;LATAM:0.1 | AA:23.5;AAA:31.3;BB:14.1;BBB:25.5;B:5.6 | 3.19 | 63.5 | 81 | 452 | 9 | 3 | 35 | 55 | 20 | false | true | false | false | -0.17 | 0.22 | -0.04 | Energy:EW | Hedge | Treasury_Futures: +120bps notional | 5 | -23 | DealerA | DealerAxed | 12 | 93 | -158 | -148 | Region>limit | Rotate | Regional concentration above limit | 247 | Tighten HY exposure bands |
C07547 | CR9438 | 2024-04-19 | Tightening | 109 | 450 | 4.4 | 1.7 | 691,593,347 | Materials:8.7;Tech:20.2;Industrials:14.9;Financials:23.6;Utilities:32.6 | US:68.6;EU:13.0;APAC:4.9;EMEA:8.3;LATAM:5.2 | BBB:20.3;CCC:13.9;AAA:16.4;BB:8.2;A:41.2 | 7 | 63.2 | 258 | 287 | 17.7 | 3 | 35 | 45 | 20 | false | true | true | true | 0.25 | 0.55 | -0 | Industrials:EW | Hedge | Options_Payer: +111bps notional | -6 | 44 | DealerA | Electronic | 7 | 87 | 7 | -59 | Sector>limit | Reduce | Sector concentration above limit | 149 | Rotate into defensive sectors |
C07548 | CR6769 | 2024-04-14 | Calm | 103 | 318 | 3.2 | 1.7 | 1,985,433,114 | Financials:41.2;Utilities:43.2;Healthcare:15.6 | US:62.2;EU:14.3;APAC:12.3;EMEA:4.5;LATAM:6.7 | CCC:10.6;A:45.7;AA:31.4;BB:12.3 | 3.56 | 44.6 | 228 | 450 | 5.1 | 4 | 35 | 55 | 35 | true | true | false | true | 2.23 | 1.63 | 0.53 | Consumer:EW | Hedge | SingleName_CDS: +191bps notional | -1 | -24 | ECN2 | RFQ | 0 | 87 | -19 | -335 | Region>limit | Rotate | Regional concentration above limit | 211 | Defer adds pending macro print |
C07549 | CR2302 | 2024-09-29 | Calm | 75 | 334 | 3.2 | 1.8 | 2,079,597,806 | Utilities:24.3;Consumer:26.5;Materials:6.7;RealEstate:9.5;Tech:24.8;Healthcare:8.1 | US:71.3;EU:16.2;APAC:5.7;EMEA:3.8;LATAM:3.0 | AAA:19.5;A:26.0;BB:10.6;B:43.8 | 6.99 | 63.9 | 260 | 273 | 4.8 | 2.5 | 20 | 45 | 35 | true | true | true | true | 0.89 | 0.26 | -0.09 | Materials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 20 | -5 | ECN1 | RFQ | 6 | 86 | 290 | -283 | Sector>limit | Hedge | Sector concentration above limit | 172 | Defer adds pending macro print |
C07550 | CR6051 | 2024-02-11 | Recovery | 143 | 575 | 5.1 | 0.4 | 587,984,027 | Utilities:17.2;Industrials:31.5;Consumer:10.0;Energy:31.6;RealEstate:9.8 | US:73.6;EU:13.9;APAC:8.8;EMEA:3.1;LATAM:0.7 | AA:19.7;CCC:26.9;BB:23.8;B:29.5 | 5.74 | 31.8 | 270 | 328 | 14.4 | 2 | 30 | 45 | 30 | true | true | true | true | -0.18 | 0.54 | -0.28 | null | Hedge | iTraxx_MAIN: +77bps notional | 19 | -1 | ECN1 | All2All | 8 | 90 | 141 | 2 | Sector>limit | Hedge | Sector concentration above limit | 163 | Defer adds pending macro print |
C07551 | CR2803 | 2025-08-18 | Stress | 218 | 636 | 7.3 | -0.4 | 2,544,414,971 | Comm:12.1;Industrials:10.5;Healthcare:19.7;Utilities:17.2;Materials:30.8;Consumer:9.7 | US:61.1;EU:10.8;APAC:12.3;EMEA:8.9;LATAM:7.0 | AA:29.3;A:26.9;BBB:32.2;BB:11.6 | 2.04 | 26.2 | 300 | 248 | 22 | 3.5 | 20 | 45 | 35 | true | true | false | true | 2.36 | 1.03 | 0.13 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | 43 | DealerC | Electronic | 5 | 94 | 87 | -29 | Region>limit | Reduce | Regional concentration above limit | 95 | Rotate into defensive sectors |
C07552 | CR1075 | 2025-04-14 | Tightening | 151 | 397 | 5 | 0.6 | 1,371,408,585 | Comm:16.8;Consumer:20.4;Financials:11.7;Healthcare:20.4;Energy:21.3;Materials:9.5 | US:67.5;EU:8.3;APAC:11.0;EMEA:6.2;LATAM:7.0 | CCC:42.6;BB:16.3;B:31.7;AAA:9.5 | 2.37 | 45.7 | 202 | 310 | 6.4 | 2 | 20 | 55 | 30 | true | true | true | true | 2.38 | 1.47 | 0.01 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -14 | 44 | ECN1 | Electronic | 2 | 92 | 163 | -265 | VAR>budget | Hedge | Portfolio VAR above budget | 238 | Rotate into defensive sectors |
C07553 | CR6917 | 2024-12-06 | Stress | 243 | 790 | 6 | -1.7 | 888,730,417 | Consumer:31.5;Energy:15.2;Utilities:12.3;Comm:12.9;Industrials:28.1 | US:66.9;EU:13.6;APAC:11.5;EMEA:5.0;LATAM:2.9 | BB:12.1;B:24.2;CCC:16.4;AA:27.4;AAA:19.9 | 6.58 | 34 | 344 | 379 | 16 | 4 | 35 | 35 | 25 | false | true | true | true | 0.51 | 1.19 | 0.29 | Tech:EW | Hedge | CDX_IG: +134bps notional | -10 | -11 | DealerA | RFQ | 8 | 86 | 52 | -441 | Sector>limit | Reduce | Sector concentration above limit | 166 | Escalate watchlist names |
C07554 | CR5793 | 2025-10-23 | Calm | 72 | 377 | 3.3 | 1.7 | 1,661,153,901 | Materials:18.9;RealEstate:42.6;Industrials:23.4;Utilities:15.1 | US:67.9;EU:5.7;APAC:11.6;EMEA:11.5;LATAM:3.3 | B:15.1;AA:44.6;BB:11.2;A:29.1 | 5.3 | 32 | 147 | 432 | 13.3 | 3.5 | 30 | 45 | 35 | true | true | false | false | -0.39 | 1.11 | -0.17 | null | Hedge | iTraxx_MAIN: +155bps notional | 12 | -8 | DealerB | DealerAxed | 1 | 85 | -204 | -149 | HYCap>limit | Hedge | High-yield share above policy cap | 232 | Reviewed by risk; hedges staggered |
C07555 | CR2717 | 2025-01-06 | Tightening | 146 | 461 | 4.9 | 1.1 | 546,541,572 | Tech:34.9;Energy:26.9;Comm:24.5;Utilities:13.8 | US:54.3;EU:19.4;APAC:12.8;EMEA:8.4;LATAM:5.2 | B:23.4;A:17.2;CCC:10.0;AAA:33.3;BBB:16.0 | 2.7 | 48.2 | 161 | 427 | 7.4 | 3 | 30 | 45 | 30 | true | true | true | false | 2.1 | 1.63 | 0.06 | Consumer:EW | Hedge | iTraxx_XOVER: +100bps notional | 19 | 35 | DealerB | All2All | 7 | 86 | 209 | -15 | Region>limit | Reduce | Regional concentration above limit | 173 | Reviewed by risk; hedges staggered |
C07556 | CR0345 | 2025-09-23 | Tightening | 90 | 424 | 4.9 | 1.2 | 2,976,223,114 | Comm:14.6;Energy:18.4;Industrials:17.0;Tech:30.3;Healthcare:19.8 | US:64.0;EU:13.8;APAC:6.3;EMEA:8.5;LATAM:7.3 | CCC:28.1;BBB:22.1;AA:32.7;BB:17.1 | 1.11 | 39.6 | 191 | 409 | 7.3 | 3 | 30 | 45 | 20 | true | true | true | false | 0.22 | -0.21 | 0.4 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 16 | 23 | DealerA | DealerAxed | 11 | 94 | 56 | -471 | HYCap>limit | Hedge | High-yield share above policy cap | 253 | Tighten HY exposure bands |
C07557 | CR7203 | 2024-08-27 | Stress | 249 | 732 | 6.8 | 0.3 | 1,798,703,446 | Utilities:35.0;Financials:16.1;Consumer:26.3;Healthcare:22.5 | US:63.4;EU:16.0;APAC:8.4;EMEA:11.1;LATAM:1.1 | CCC:8.5;BB:23.8;AAA:50.0;A:17.8 | 7.19 | 37.3 | 321 | 453 | 18.6 | 4 | 30 | 35 | 35 | true | true | false | true | 0.62 | 0.01 | 0.04 | null | Hedge | Options_Payer: +99bps notional | -10 | 21 | ECN2 | All2All | 5 | 100 | -56 | -91 | HYCap>limit | PauseAdds | High-yield share above policy cap | 228 | Rotate into defensive sectors |
C07558 | CR5660 | 2025-09-07 | Calm | 92 | 319 | 3.5 | 1.7 | 809,263,701 | RealEstate:58.2;Energy:26.1;Utilities:15.7 | US:59.5;EU:9.7;APAC:12.0;EMEA:11.5;LATAM:7.2 | AA:6.4;CCC:13.6;BBB:20.0;AAA:21.2;A:10.1;B:28.6 | 1.72 | 52.1 | 81 | 385 | 13.1 | 3.5 | 35 | 35 | 30 | true | true | true | false | 1.87 | 1.65 | -0.08 | Healthcare:EW | Hedge | iTraxx_MAIN: +149bps notional | -11 | 4 | DealerB | DealerAxed | 7 | 98 | 338 | 98 | Sector>limit | Reduce | Sector concentration above limit | 252 | Defer adds pending macro print |
C07559 | CR9749 | 2024-04-24 | Calm | 120 | 402 | 3.9 | 2.1 | 2,404,930,866 | Healthcare:18.1;Materials:25.6;Financials:24.5;Utilities:12.9;RealEstate:18.9 | US:70.2;EU:8.0;APAC:7.7;EMEA:10.5;LATAM:3.7 | CCC:16.9;B:20.7;AAA:43.9;BB:18.4 | 6.28 | 60.2 | 107 | 139 | 15.8 | 3.5 | 35 | 35 | 35 | false | true | true | false | 2.06 | 1.19 | 0.28 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -20 | -20 | DealerC | RFQ | 5 | 98 | 183 | -309 | HYCap>limit | Reduce | High-yield share above policy cap | 207 | Escalate watchlist names |
C07560 | CR2858 | 2024-08-12 | Tightening | 147 | 424 | 4.5 | 1.7 | 2,850,843,088 | Financials:32.4;Tech:13.2;Materials:9.4;Comm:33.2;RealEstate:11.7 | US:66.7;EU:12.6;APAC:7.9;EMEA:7.1;LATAM:5.7 | BBB:30.5;BB:10.0;AAA:23.7;A:35.9 | 7.12 | 60.1 | 133 | 302 | 16.5 | 4 | 30 | 45 | 30 | true | true | false | false | 1.21 | 0.07 | 0.55 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 0 | -8 | DealerB | Electronic | 11 | 88 | 199 | -103 | Region>limit | Hedge | Regional concentration above limit | 162 | Escalate watchlist names |
C07561 | CR4447 | 2025-11-29 | Calm | 113 | 396 | 4.4 | 2.6 | 1,725,152,071 | Tech:10.3;Consumer:13.5;Financials:22.6;Healthcare:26.5;Utilities:13.0;Energy:14.2 | US:57.8;EU:16.0;APAC:16.8;EMEA:6.6;LATAM:2.8 | BB:16.3;B:15.7;CCC:14.1;BBB:19.5;A:34.3 | 6.95 | 26.6 | 119 | 414 | 6.8 | 2 | 35 | 35 | 35 | false | true | true | false | 1.88 | 0.59 | -0.38 | null | Hedge | CDX_IG: +72bps notional | -31 | 9 | ECN1 | All2All | 2 | 100 | -54 | 176 | HYCap>limit | Reduce | High-yield share above policy cap | 153 | Defer adds pending macro print |
C07562 | CR4826 | 2024-02-06 | Tightening | 153 | 431 | 4 | 0.8 | 522,210,635 | Healthcare:30.8;Consumer:24.7;Energy:31.6;Materials:13.0 | US:73.5;EU:8.0;APAC:9.5;EMEA:7.3;LATAM:1.7 | A:10.9;BBB:31.4;B:5.3;CCC:21.0;BB:15.8;AA:15.6 | 0.94 | 59.7 | 245 | 395 | 17.9 | 4 | 20 | 45 | 25 | true | true | true | true | 1.63 | 0.26 | 0.3 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 1 | -21 | ECN1 | RFQ | 7 | 91 | 206 | -55 | HYCap>limit | Rotate | High-yield share above policy cap | 132 | Defer adds pending macro print |
C07563 | CR2376 | 2025-08-29 | Tightening | 114 | 420 | 4.5 | 0.8 | 1,543,515,554 | Industrials:39.9;Tech:44.6;RealEstate:15.5 | US:64.6;EU:17.8;APAC:6.2;EMEA:6.2;LATAM:5.3 | CCC:28.5;BB:9.6;B:24.6;AAA:12.9;A:16.4;BBB:7.9 | 3.84 | 30.7 | 186 | 328 | 6.7 | 4 | 30 | 55 | 35 | true | true | true | false | 0.21 | 0.97 | 0.5 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -28 | 35 | ECN2 | RFQ | 9 | 96 | 123 | -348 | HYCap>limit | Reduce | High-yield share above policy cap | 197 | Rotate into defensive sectors |
C07564 | CR5489 | 2024-02-20 | Stress | 196 | 563 | 5.7 | -1.4 | 2,702,131,485 | Healthcare:15.9;RealEstate:17.3;Tech:17.3;Utilities:19.5;Comm:8.0;Financials:22.0 | US:54.3;EU:19.1;APAC:11.5;EMEA:10.2;LATAM:4.9 | B:12.4;BBB:14.9;CCC:19.9;A:13.3;AAA:13.1;BB:26.4 | 4.49 | 26.5 | 326 | 452 | 7.6 | 2.5 | 35 | 55 | 35 | false | false | true | true | 2.39 | 1.14 | 0.25 | null | Hedge | SingleName_CDS: +53bps notional | -58 | -5 | ECN2 | Electronic | 2 | 90 | -144 | 27 | VAR>budget | Hedge | Portfolio VAR above budget | 233 | Tighten HY exposure bands |
C07565 | CR5136 | 2024-09-14 | Tightening | 146 | 397 | 4 | 1.2 | 65,487,031 | Tech:46.6;Comm:17.9;Healthcare:35.5 | US:67.4;EU:7.3;APAC:15.1;EMEA:5.0;LATAM:5.2 | B:10.9;CCC:6.5;BB:3.7;A:30.2;BBB:17.5;AA:31.2 | 0.56 | 22.7 | 173 | 517 | 7.5 | 3.5 | 35 | 45 | 20 | true | true | true | false | -0.06 | 0.06 | -0.17 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -9 | 32 | ECN1 | All2All | 3 | 85 | 30 | 66 | VAR>budget | Reduce | Portfolio VAR above budget | 107 | Tighten HY exposure bands |
C07566 | CR1743 | 2025-02-25 | Calm | 99 | 359 | 3.4 | 1.6 | 1,092,178,933 | Financials:22.7;RealEstate:22.7;Tech:19.5;Industrials:18.2;Healthcare:16.9 | US:65.8;EU:6.8;APAC:11.9;EMEA:10.1;LATAM:5.5 | A:8.7;B:7.9;AAA:31.2;BBB:20.7;AA:31.5 | 2.49 | 30.5 | 120 | 217 | 2.7 | 3 | 30 | 55 | 20 | false | true | false | false | 0.4 | 1.07 | 0.5 | Comm:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -59 | -19 | ECN1 | DealerAxed | 10 | 97 | 109 | -71 | VAR>budget | Rotate | Portfolio VAR above budget | 121 | Tighten HY exposure bands |
C07567 | CR1769 | 2025-05-02 | Calm | 65 | 284 | 3.8 | 2 | 206,308,343 | Energy:13.0;Industrials:34.2;Healthcare:17.8;Consumer:35.0 | US:64.3;EU:14.0;APAC:11.7;EMEA:7.6;LATAM:2.4 | BB:35.3;A:17.9;BBB:21.3;AAA:25.5 | 7.27 | 39.6 | 105 | 279 | 6 | 3 | 35 | 45 | 20 | false | true | true | false | 1.1 | 0.59 | 0.32 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -10 | -25 | DealerA | Electronic | 2 | 98 | -160 | -329 | Region>limit | Rotate | Regional concentration above limit | 90 | Escalate watchlist names |
C07568 | CR6851 | 2025-03-15 | Recovery | 140 | 641 | 6.4 | 1.8 | 1,657,493,451 | Financials:19.3;RealEstate:19.7;Comm:16.6;Healthcare:25.0;Utilities:9.6;Tech:9.9 | US:72.7;EU:5.2;APAC:7.9;EMEA:10.0;LATAM:4.1 | BBB:20.8;AAA:33.9;B:17.2;CCC:28.1 | 3.04 | 36.1 | 228 | 275 | 13.4 | 3.5 | 20 | 55 | 25 | true | true | true | true | 0.09 | 0.74 | -0.05 | Comm:EW | Hedge | CDX_HY: +84bps notional | -41 | 4 | ECN1 | DealerAxed | 2 | 93 | 80 | -377 | Sector>limit | Reduce | Sector concentration above limit | 227 | Escalate watchlist names |
C07569 | CR8225 | 2025-12-16 | Calm | 111 | 286 | 3.2 | 1.8 | 1,873,226,569 | Industrials:26.1;Comm:22.2;Utilities:7.8;Healthcare:16.2;Energy:20.7;Financials:7.1 | US:67.5;EU:9.3;APAC:12.0;EMEA:7.2;LATAM:4.0 | BBB:26.4;AA:11.8;CCC:23.4;AAA:18.6;B:19.8 | 0.56 | 61.7 | 177 | 168 | 10.6 | 2 | 25 | 35 | 25 | true | true | true | false | 0.81 | 0.56 | -0.02 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -57 | -19 | DealerA | RFQ | 3 | 95 | 85 | -318 | Region>limit | Rotate | Regional concentration above limit | 151 | Escalate watchlist names |
C07570 | CR1521 | 2025-09-23 | Calm | 101 | 372 | 4.5 | 1.9 | 1,699,784,192 | Comm:40.8;Financials:16.1;Materials:20.8;Consumer:22.3 | US:66.7;EU:11.5;APAC:8.7;EMEA:10.4;LATAM:2.7 | AAA:26.2;BBB:30.4;A:30.8;BB:7.3;CCC:5.4 | 5.79 | 34.9 | 126 | 508 | 12.1 | 2.5 | 20 | 35 | 30 | true | true | false | false | 0.4 | 1.73 | -0.14 | null | Hedge | SingleName_CDS: +50bps notional | -32 | 21 | DealerB | All2All | 12 | 90 | 304 | -65 | HYCap>limit | Reduce | High-yield share above policy cap | 138 | Tighten HY exposure bands |
C07571 | CR4701 | 2024-11-15 | Recovery | 167 | 423 | 4.8 | -0.5 | 1,480,063,112 | Financials:9.2;Consumer:23.1;Utilities:19.5;Materials:18.4;Healthcare:21.6;Energy:8.3 | US:63.3;EU:14.7;APAC:8.5;EMEA:7.3;LATAM:6.1 | AA:12.9;B:19.9;A:14.0;BB:26.3;AAA:14.5;CCC:12.5 | 2.34 | 27.4 | 165 | 332 | 6.2 | 3 | 30 | 55 | 35 | false | true | true | false | 1.24 | 0.72 | -0.24 | Utilities:EW;RealEstate:EW | Hedge | Options_Payer: +79bps notional | -40 | 40 | DealerB | All2All | 3 | 98 | -123 | -347 | HYCap>limit | Reduce | High-yield share above policy cap | 210 | Reviewed by risk; hedges staggered |
C07572 | CR0131 | 2024-09-13 | Recovery | 173 | 633 | 5.3 | 0.7 | 2,763,972,460 | Consumer:30.0;Healthcare:36.2;Energy:9.4;Tech:24.4 | US:63.9;EU:16.3;APAC:7.8;EMEA:4.8;LATAM:7.2 | CCC:10.0;B:12.1;AAA:39.3;A:38.6 | 3.24 | 20.6 | 211 | 324 | 17.9 | 3.5 | 20 | 35 | 25 | true | true | false | true | 1.81 | 0.17 | -0.21 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 16 | -15 | DealerC | DealerAxed | 5 | 89 | -109 | 80 | Sector>limit | Rotate | Sector concentration above limit | 254 | Rotate into defensive sectors |
C07573 | CR9950 | 2024-09-27 | Stress | 239 | 740 | 8.3 | -0.7 | 864,831,695 | Consumer:16.6;Healthcare:13.8;Financials:26.5;Comm:12.5;Tech:14.4;Energy:16.2 | US:60.4;EU:11.9;APAC:13.6;EMEA:5.9;LATAM:8.3 | A:22.3;CCC:33.1;AA:14.2;BB:30.4 | 6.29 | 42.1 | 258 | 586 | 16.3 | 2.5 | 20 | 35 | 30 | true | true | true | true | 1.84 | 1.41 | 0.57 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | -24 | DealerB | RFQ | 4 | 88 | 306 | -156 | Sector>limit | Reduce | Sector concentration above limit | 144 | Defer adds pending macro print |
C07574 | CR8589 | 2024-05-01 | Recovery | 136 | 518 | 6 | 0.5 | 64,485,699 | Industrials:22.1;Consumer:27.5;RealEstate:9.1;Utilities:20.2;Tech:9.9;Healthcare:11.3 | US:67.5;EU:9.2;APAC:11.2;EMEA:11.0;LATAM:1.1 | AAA:28.1;BBB:27.3;CCC:17.4;A:10.2;BB:5.9;B:11.2 | 6.22 | 40.3 | 113 | 444 | 4.5 | 2.5 | 30 | 35 | 35 | false | true | false | false | 2.17 | 0.71 | 0.16 | Consumer:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -35 | -3 | DealerC | All2All | 8 | 96 | 293 | -87 | HYCap>limit | Reduce | High-yield share above policy cap | 138 | Escalate watchlist names |
C07575 | CR9200 | 2024-12-30 | Tightening | 148 | 421 | 4.2 | 0.6 | 1,752,871,317 | Materials:19.8;Comm:19.1;Consumer:17.5;Healthcare:13.5;Energy:10.5;Industrials:19.6 | US:63.7;EU:16.6;APAC:5.1;EMEA:9.6;LATAM:5.1 | B:13.9;BBB:26.8;AA:24.8;CCC:16.3;A:18.2 | 6.83 | 43.5 | 237 | 464 | 2.9 | 2 | 20 | 35 | 20 | false | true | true | true | 0.31 | 1.5 | -0.36 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 32 | ECN2 | RFQ | 1 | 98 | 310 | -94 | HYCap>limit | Hedge | High-yield share above policy cap | 119 | Tighten HY exposure bands |
C07576 | CR7931 | 2025-12-12 | Tightening | 111 | 427 | 4.7 | 1.9 | 1,949,814,854 | Utilities:49.7;Comm:28.1;Materials:22.2 | US:66.3;EU:14.6;APAC:7.9;EMEA:9.6;LATAM:1.6 | AA:33.6;A:14.6;B:33.4;CCC:18.4 | 7.21 | 28.2 | 124 | 319 | 2.6 | 4 | 20 | 35 | 25 | true | true | true | false | 0.96 | 1.02 | 0.38 | Industrials:EW | Hedge | CDX_HY: +144bps notional | -8 | -17 | DealerC | DealerAxed | 9 | 90 | -100 | -5 | HYCap>limit | Rotate | High-yield share above policy cap | 256 | Reviewed by risk; hedges staggered |
C07577 | CR4999 | 2025-09-29 | Tightening | 95 | 504 | 4.8 | 2 | 2,799,102,253 | Financials:26.8;Comm:15.8;Utilities:26.5;Consumer:30.9 | US:61.1;EU:17.5;APAC:10.6;EMEA:9.3;LATAM:1.5 | BB:16.1;A:17.5;AAA:25.7;BBB:14.3;AA:10.5;B:16.1 | 0.67 | 28.8 | 83 | 279 | 15.9 | 3 | 30 | 35 | 25 | true | true | true | false | 1.97 | -0.28 | 0.08 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | 0 | ECN2 | All2All | 7 | 98 | 56 | -459 | Region>limit | Reduce | Regional concentration above limit | 132 | Rotate into defensive sectors |
C07578 | CR3589 | 2024-07-01 | Stress | 227 | 787 | 5.3 | -0.6 | 505,311,211 | Healthcare:12.4;Industrials:42.1;Utilities:45.4 | US:80.6;EU:7.1;APAC:7.0;EMEA:5.3;LATAM:0.1 | BB:33.6;AAA:24.6;A:27.2;CCC:14.6 | 4.23 | 62 | 218 | 547 | 11.5 | 3.5 | 25 | 45 | 20 | true | true | true | true | 0.44 | 0.44 | 0.16 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | 34 | ECN1 | All2All | 2 | 88 | -116 | -193 | Sector>limit | Reduce | Sector concentration above limit | 239 | Defer adds pending macro print |
C07579 | CR9826 | 2024-05-03 | Tightening | 133 | 483 | 4.4 | 1.2 | 1,477,652,806 | Comm:13.3;Healthcare:26.9;Energy:28.3;Tech:31.5 | US:63.3;EU:19.5;APAC:10.7;EMEA:4.0;LATAM:2.5 | A:18.6;CCC:3.5;BB:16.0;AAA:23.2;B:8.5;BBB:30.2 | 2.54 | 42 | 215 | 227 | 18 | 4 | 30 | 45 | 35 | true | true | false | true | 2.05 | 1.72 | 0.2 | null | Hedge | CDX_HY: +84bps notional | -52 | 1 | ECN1 | All2All | 3 | 91 | 187 | -225 | HYCap>limit | Reduce | High-yield share above policy cap | 189 | Reviewed by risk; hedges staggered |
C07580 | CR0007 | 2024-10-08 | Stress | 158 | 600 | 5.2 | -1.3 | 2,142,270,337 | Healthcare:12.4;RealEstate:15.6;Tech:19.5;Utilities:24.7;Energy:16.4;Industrials:11.3 | US:59.7;EU:15.7;APAC:11.6;EMEA:6.8;LATAM:6.2 | AAA:26.9;BBB:24.4;A:19.9;AA:17.7;BB:11.2 | 4.08 | 37.4 | 250 | 506 | 10.7 | 3.5 | 20 | 35 | 30 | true | true | false | true | 0.92 | 1.42 | 0.49 | Utilities:EW | Hedge | SingleName_CDS: +168bps notional | -9 | 45 | DealerB | DealerAxed | 0 | 98 | 14 | 114 | Sector>limit | Reduce | Sector concentration above limit | 203 | Defer adds pending macro print |
C07581 | CR2396 | 2025-09-02 | Recovery | 179 | 427 | 4.6 | 0.8 | 209,528,168 | Healthcare:14.8;Comm:18.4;Consumer:18.9;Energy:9.6;RealEstate:16.4;Materials:21.9 | US:65.5;EU:20.0;APAC:8.4;EMEA:3.9;LATAM:2.2 | BB:8.5;AAA:19.2;B:6.0;BBB:19.2;AA:21.1;A:26.1 | 4.03 | 29.5 | 271 | 450 | 15.3 | 2 | 20 | 35 | 35 | true | true | false | true | -0.23 | 0.4 | -0.19 | null | Hedge | iTraxx_MAIN: +144bps notional | -24 | 8 | ECN2 | All2All | 9 | 95 | -13 | 52 | Sector>limit | Reduce | Sector concentration above limit | 140 | Reviewed by risk; hedges staggered |
C07582 | CR2015 | 2025-11-21 | Calm | 116 | 288 | 3.5 | 2.4 | 1,609,325,387 | RealEstate:36.8;Tech:34.3;Energy:10.3;Healthcare:18.6 | US:61.8;EU:16.2;APAC:8.1;EMEA:10.5;LATAM:3.5 | AA:6.8;AAA:23.3;CCC:24.6;BBB:21.9;B:23.3 | 5.89 | 32.6 | 152 | 420 | 8.6 | 3.5 | 20 | 55 | 25 | true | true | true | false | 0.16 | 0.06 | -0.04 | null | Hedge | SingleName_CDS: +78bps notional | -26 | -23 | ECN1 | Electronic | 1 | 94 | 144 | -134 | HYCap>limit | Rotate | High-yield share above policy cap | 215 | Tighten HY exposure bands |
C07583 | CR8262 | 2025-10-09 | Tightening | 105 | 470 | 4.8 | 0.9 | 1,155,169,550 | Industrials:20.7;Utilities:15.7;Financials:21.1;Consumer:42.5 | US:69.9;EU:14.6;APAC:5.4;EMEA:7.2;LATAM:2.8 | A:40.2;BBB:13.6;CCC:16.3;B:13.3;AA:16.6 | 6.68 | 44.7 | 265 | 258 | 5 | 4 | 30 | 45 | 30 | true | true | false | true | 1.37 | 0.27 | -0.37 | Utilities:EW | Hedge | CDX_IG: +92bps notional | 0 | 1 | DealerC | All2All | 12 | 86 | -145 | -260 | Sector>limit | Rotate | Sector concentration above limit | 216 | Escalate watchlist names |
C07584 | CR8162 | 2025-10-31 | Calm | 66 | 356 | 4.1 | 3 | 1,530,215,719 | Energy:18.8;Materials:15.5;Healthcare:28.2;Utilities:37.6 | US:68.5;EU:16.9;APAC:9.1;EMEA:2.8;LATAM:2.8 | A:12.8;B:14.3;AA:20.2;AAA:11.6;BB:24.5;BBB:16.6 | 1.49 | 54.5 | 167 | 348 | 17.4 | 2 | 35 | 35 | 20 | true | true | true | false | 1.38 | 1.6 | -0.02 | Healthcare:EW;Energy:EW | Hedge | CDX_IG: +175bps notional | -37 | 12 | DealerB | RFQ | 6 | 86 | -98 | -390 | VAR>budget | Hedge | Portfolio VAR above budget | 103 | Tighten HY exposure bands |
C07585 | CR5645 | 2025-05-25 | Calm | 70 | 349 | 3.5 | 2.7 | 1,005,946,105 | Consumer:47.8;Comm:39.0;Industrials:13.2 | US:71.3;EU:6.4;APAC:11.1;EMEA:5.8;LATAM:5.3 | BB:16.7;BBB:20.5;AA:20.4;B:24.6;A:17.8 | 7.4 | 60.2 | 169 | 367 | 11.4 | 4 | 25 | 55 | 20 | true | true | true | false | 0.26 | 1.27 | 0.45 | Healthcare:EW | Hedge | iTraxx_XOVER: +77bps notional | -42 | 9 | DealerC | DealerAxed | 9 | 97 | -13 | -369 | Region>limit | Hedge | Regional concentration above limit | 233 | Tighten HY exposure bands |
C07586 | CR3091 | 2025-04-20 | Recovery | 149 | 527 | 5.4 | 1.9 | 1,007,286,476 | RealEstate:13.1;Energy:27.2;Healthcare:59.7 | US:65.3;EU:8.6;APAC:12.6;EMEA:9.6;LATAM:3.9 | A:22.6;BB:17.7;BBB:9.8;B:25.7;AAA:24.2 | 6.81 | 27.9 | 154 | 405 | 6.4 | 3 | 20 | 35 | 30 | true | true | true | false | 0.46 | 1.4 | -0 | Consumer:EW;Tech:EW | Hedge | CDX_IG: +50bps notional | -8 | 12 | DealerA | RFQ | 12 | 94 | 80 | 144 | Region>limit | Rotate | Regional concentration above limit | 197 | Rotate into defensive sectors |
C07587 | CR8849 | 2024-01-16 | Calm | 80 | 370 | 4.4 | 2.1 | 1,568,294,960 | Comm:28.2;Utilities:42.3;Energy:10.4;Consumer:19.1 | US:57.6;EU:18.3;APAC:11.4;EMEA:8.2;LATAM:4.4 | B:10.3;AAA:37.6;BB:7.6;AA:44.6 | 5.39 | 31.2 | 163 | 455 | 3.7 | 2 | 35 | 55 | 20 | true | true | false | false | 1.86 | 0.98 | 0.08 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 2 | -20 | ECN2 | Electronic | 2 | 85 | 225 | -263 | Region>limit | Hedge | Regional concentration above limit | 235 | Escalate watchlist names |
C07588 | CR1373 | 2025-01-27 | Stress | 162 | 558 | 6.2 | 0.5 | 1,103,266,217 | Materials:35.5;Healthcare:32.8;Tech:31.7 | US:64.0;EU:17.8;APAC:6.7;EMEA:8.2;LATAM:3.3 | BBB:14.6;A:30.9;BB:6.4;AA:13.9;B:18.5;CCC:15.7 | 0.64 | 34.1 | 143 | 528 | 9.1 | 2.5 | 30 | 55 | 20 | true | true | true | false | 2.29 | -0.04 | 0.43 | Comm:EW | Hedge | iTraxx_MAIN: +76bps notional | -57 | -11 | DealerA | RFQ | 9 | 97 | 69 | -119 | HYCap>limit | Hedge | High-yield share above policy cap | 173 | Tighten HY exposure bands |
C07589 | CR5639 | 2024-07-31 | Tightening | 107 | 487 | 4.5 | 1.8 | 1,484,969,956 | Consumer:12.2;Financials:15.8;Materials:11.3;Healthcare:28.6;Tech:11.9;Comm:20.2 | US:70.2;EU:12.5;APAC:8.7;EMEA:7.9;LATAM:0.7 | BB:9.0;B:7.1;BBB:22.1;AAA:28.6;AA:33.2 | 6.4 | 61.4 | 225 | 505 | 10.5 | 3.5 | 30 | 35 | 30 | false | true | false | true | 0.28 | 0.39 | 0.4 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -40 | 32 | DealerC | RFQ | 8 | 94 | 313 | -140 | Region>limit | Hedge | Regional concentration above limit | 106 | Tighten HY exposure bands |
C07590 | CR7161 | 2025-04-04 | Recovery | 145 | 643 | 5.6 | 1.3 | 159,672,542 | Healthcare:13.4;Industrials:23.0;Utilities:29.9;Materials:20.3;Energy:13.4 | US:61.1;EU:13.7;APAC:10.1;EMEA:10.0;LATAM:5.1 | AAA:21.8;CCC:20.6;BBB:8.8;BB:48.9 | 5.49 | 52.7 | 263 | 180 | 3.9 | 2 | 25 | 45 | 20 | true | true | true | true | 2.46 | 0.02 | 0.26 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -56 | -6 | ECN1 | All2All | 1 | 99 | 325 | 119 | Region>limit | Reduce | Regional concentration above limit | 129 | Escalate watchlist names |
C07591 | CR3307 | 2024-11-28 | Calm | 99 | 374 | 4.2 | 1.8 | 2,147,108,673 | Financials:28.8;Tech:41.9;Consumer:29.3 | US:54.1;EU:19.6;APAC:10.9;EMEA:10.5;LATAM:4.9 | A:8.9;AAA:13.9;AA:27.9;BBB:24.0;BB:7.5;CCC:17.9 | 2.98 | 43.6 | 243 | 135 | 4.8 | 2 | 20 | 35 | 20 | true | true | true | true | 1.07 | 0.34 | -0.38 | Tech:EW;Healthcare:EW;Financials:EW | Hedge | Treasury_Futures: +65bps notional | -51 | -9 | ECN1 | DealerAxed | 0 | 89 | -77 | -227 | Region>limit | Hedge | Regional concentration above limit | 253 | Defer adds pending macro print |
C07592 | CR8828 | 2025-09-05 | Stress | 167 | 709 | 8.2 | -1.6 | 2,625,132,042 | Materials:29.7;Comm:27.6;Utilities:17.1;Healthcare:25.6 | US:68.1;EU:9.0;APAC:11.1;EMEA:11.6;LATAM:0.2 | BBB:12.1;B:7.0;A:12.1;BB:5.4;AAA:34.4;AA:29.0 | 2.85 | 30.9 | 207 | 477 | 22.5 | 4 | 20 | 35 | 30 | true | true | false | true | 0.69 | 0.13 | 0.55 | null | Hedge | iTraxx_MAIN: +190bps notional | -17 | 37 | ECN1 | RFQ | 12 | 86 | 134 | -336 | VAR>budget | Rotate | Portfolio VAR above budget | 131 | Tighten HY exposure bands |
C07593 | CR1018 | 2025-10-23 | Stress | 193 | 657 | 8.3 | -1.4 | 587,293,464 | Consumer:8.7;Energy:19.2;Comm:16.7;Industrials:20.5;Materials:15.1;Utilities:19.8 | US:62.6;EU:14.9;APAC:8.9;EMEA:7.7;LATAM:5.9 | BBB:26.2;BB:17.8;AA:11.5;B:36.1;A:8.5 | 2.81 | 31.6 | 201 | 614 | 11.8 | 3 | 30 | 35 | 30 | false | true | true | true | 1.87 | -0.28 | 0.03 | Industrials:EW;Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | -1 | ECN1 | RFQ | 5 | 90 | 294 | 27 | Region>limit | Reduce | Regional concentration above limit | 182 | Tighten HY exposure bands |
C07594 | CR8824 | 2024-03-25 | Calm | 74 | 389 | 4.1 | 2.5 | 1,823,871,959 | RealEstate:23.5;Tech:9.0;Energy:23.9;Industrials:20.8;Utilities:22.8 | US:72.7;EU:5.0;APAC:7.9;EMEA:10.9;LATAM:3.3 | CCC:7.8;A:44.5;BB:21.5;AA:16.8;B:9.3 | 1.54 | 64.3 | 115 | 177 | 14.6 | 4 | 20 | 45 | 25 | true | true | true | false | -0.44 | -0.25 | -0.38 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 42 | DealerB | RFQ | 10 | 90 | 153 | -390 | Region>limit | Hedge | Regional concentration above limit | 216 | Rotate into defensive sectors |
C07595 | CR6117 | 2025-02-25 | Recovery | 124 | 536 | 4.8 | 0.5 | 1,489,514,220 | Financials:20.0;Industrials:27.4;Energy:15.0;Tech:21.8;Healthcare:15.8 | US:65.5;EU:12.6;APAC:8.0;EMEA:7.5;LATAM:6.3 | AA:39.8;CCC:19.2;BB:7.4;AAA:33.5 | 4.35 | 36.5 | 215 | 485 | 15.5 | 2 | 20 | 55 | 30 | true | true | false | true | 1.6 | 1.16 | 0.22 | Tech:EW;Materials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 19 | 3 | DealerA | Electronic | 6 | 93 | 38 | 65 | HYCap>limit | Rotate | High-yield share above policy cap | 169 | Escalate watchlist names |
C07596 | CR8869 | 2025-05-21 | Stress | 192 | 803 | 8.1 | -1.4 | 2,128,621,491 | RealEstate:28.1;Comm:12.3;Tech:31.7;Financials:8.6;Industrials:19.3 | US:71.5;EU:11.9;APAC:6.7;EMEA:3.8;LATAM:6.1 | BB:17.0;B:31.4;BBB:6.6;A:13.4;CCC:15.7;AAA:15.9 | 2.36 | 55.4 | 169 | 542 | 7.3 | 4 | 30 | 45 | 30 | true | true | true | false | 0.96 | 0.53 | 0.36 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -50 | -1 | ECN2 | All2All | 6 | 96 | -107 | -232 | Sector>limit | Reduce | Sector concentration above limit | 257 | Escalate watchlist names |
C07597 | CR6288 | 2024-09-27 | Calm | 115 | 379 | 4.4 | 2.3 | 2,836,852,045 | Financials:13.8;Energy:23.8;Consumer:13.7;Industrials:29.6;Healthcare:19.0 | US:59.8;EU:18.6;APAC:14.1;EMEA:5.8;LATAM:1.7 | BB:9.7;B:14.8;AAA:15.2;BBB:27.3;AA:22.7;CCC:10.3 | 2.54 | 32.7 | 133 | 329 | 4.5 | 2 | 35 | 35 | 25 | false | true | true | false | 2.23 | 1.34 | -0.12 | Financials:EW;Energy:EW;Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | 16 | DealerB | Electronic | 5 | 87 | -110 | -130 | Sector>limit | Rotate | Sector concentration above limit | 172 | Escalate watchlist names |
C07598 | CR4354 | 2024-12-01 | Recovery | 146 | 450 | 5.7 | -0.3 | 1,201,294,712 | Healthcare:10.8;Financials:28.1;Comm:12.0;Energy:20.3;Utilities:13.4;Consumer:15.5 | US:71.8;EU:13.1;APAC:7.7;EMEA:4.8;LATAM:2.6 | BB:36.7;B:9.2;CCC:15.5;AA:6.7;AAA:15.5;BBB:16.4 | 1.61 | 35 | 246 | 407 | 7 | 2.5 | 25 | 55 | 30 | true | true | true | true | 0.3 | 1.07 | 0 | Financials:EW | Hedge | iTraxx_MAIN: +191bps notional | -34 | -10 | DealerA | DealerAxed | 6 | 97 | -109 | 86 | HYCap>limit | PauseAdds | High-yield share above policy cap | 120 | Rotate into defensive sectors |
C07599 | CR0586 | 2024-09-22 | Calm | 111 | 339 | 4.2 | 1.7 | 495,062,523 | Healthcare:35.8;RealEstate:41.7;Materials:22.5 | US:65.0;EU:16.2;APAC:12.9;EMEA:5.9;LATAM:0.1 | AA:11.9;BB:18.2;CCC:30.7;BBB:17.4;AAA:11.9;B:10.0 | 6.12 | 53.3 | 248 | 402 | 12.2 | 2.5 | 20 | 45 | 30 | true | true | true | true | 0.96 | 1.35 | -0.25 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | -25 | DealerB | All2All | 12 | 94 | -181 | -263 | HYCap>limit | Reduce | High-yield share above policy cap | 148 | Tighten HY exposure bands |
C07600 | CR3457 | 2024-01-11 | Calm | 106 | 349 | 4.3 | 2.5 | 703,788,176 | Healthcare:8.9;Industrials:25.3;Materials:31.3;Consumer:34.5 | US:67.3;EU:14.8;APAC:11.4;EMEA:4.2;LATAM:2.3 | BB:18.1;A:20.5;BBB:18.5;B:43.0 | 0.8 | 40 | 207 | 433 | 16.6 | 2.5 | 25 | 45 | 20 | true | true | true | true | 1.28 | 0.34 | 0.49 | null | Hedge | Options_Payer: +61bps notional | -12 | 7 | ECN2 | Electronic | 3 | 92 | -152 | -52 | Sector>limit | Hedge | Sector concentration above limit | 152 | Tighten HY exposure bands |
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