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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C07601 | CR5686 | 2024-02-01 | Stress | 149 | 572 | 8 | 0.8 | 628,054,234 | Industrials:50.3;Comm:16.2;Materials:15.2;Healthcare:18.4 | US:64.4;EU:20.2;APAC:7.3;EMEA:7.6;LATAM:0.5 | CCC:25.0;AAA:39.6;AA:16.0;A:19.5 | 1.31 | 59.5 | 286 | 401 | 5.4 | 3.5 | 30 | 45 | 25 | true | true | false | true | 0.19 | 1.09 | 0.18 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -7 | 21 | DealerA | All2All | 4 | 91 | 401 | -59 | Sector>limit | Rotate | Sector concentration above limit | 193 | Defer adds pending macro print |
C07602 | CR7267 | 2024-08-18 | Recovery | 113 | 468 | 5.5 | 0.4 | 1,531,928,309 | Materials:13.5;RealEstate:16.1;Industrials:18.9;Tech:17.2;Healthcare:17.2;Comm:17.1 | US:65.3;EU:14.3;APAC:10.2;EMEA:3.4;LATAM:6.8 | BB:11.0;B:21.8;A:22.0;AAA:45.2 | 6.37 | 34.8 | 261 | 264 | 13.7 | 3 | 25 | 55 | 20 | false | true | true | true | 1.18 | 1.36 | -0.05 | RealEstate:EW | Hedge | CDX_HY: +160bps notional | -52 | 31 | DealerC | Electronic | 10 | 91 | -85 | -289 | Sector>limit | Reduce | Sector concentration above limit | 99 | Rotate into defensive sectors |
C07603 | CR8507 | 2025-07-25 | Recovery | 105 | 542 | 4.5 | 0.9 | 2,700,244,795 | Consumer:15.9;Industrials:10.9;Financials:31.2;Healthcare:30.7;Energy:11.3 | US:68.6;EU:10.2;APAC:9.1;EMEA:9.2;LATAM:2.9 | A:27.4;BBB:22.9;AAA:16.4;BB:25.1;CCC:8.2 | 0.71 | 22.1 | 107 | 406 | 10 | 2.5 | 30 | 45 | 25 | true | true | true | false | 1.02 | 1.67 | -0.13 | Materials:EW;Tech:EW | Hedge | Options_Payer: +129bps notional | 8 | 24 | DealerC | DealerAxed | 2 | 85 | 83 | -264 | HYCap>limit | Reduce | High-yield share above policy cap | 125 | Tighten HY exposure bands |
C07604 | CR1023 | 2025-11-13 | Recovery | 143 | 598 | 6.3 | 1.6 | 1,899,026,695 | Utilities:32.6;Industrials:12.8;Tech:42.9;Materials:11.7 | US:74.4;EU:7.5;APAC:6.9;EMEA:6.3;LATAM:4.8 | A:26.7;AA:23.9;BBB:43.4;B:6.0 | 5.51 | 26.8 | 107 | 452 | 8 | 2.5 | 20 | 55 | 30 | true | true | false | false | 0.34 | 1.78 | -0.23 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -3 | -21 | DealerC | DealerAxed | 8 | 90 | -115 | -139 | HYCap>limit | Reduce | High-yield share above policy cap | 178 | Rotate into defensive sectors |
C07605 | CR5939 | 2025-08-08 | Stress | 241 | 850 | 6 | -1.6 | 437,755,834 | Consumer:30.5;Financials:26.1;Healthcare:43.4 | US:55.0;EU:19.5;APAC:15.9;EMEA:9.4;LATAM:0.1 | CCC:15.0;A:27.7;BB:17.7;BBB:39.6 | 3.94 | 44.9 | 290 | 488 | 8.3 | 4 | 20 | 55 | 25 | true | false | true | true | 0.24 | -0.26 | -0.27 | Financials:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -8 | -18 | DealerC | RFQ | 2 | 90 | 265 | 158 | HYCap>limit | Hedge | High-yield share above policy cap | 206 | Escalate watchlist names |
C07606 | CR4671 | 2025-03-11 | Tightening | 145 | 394 | 4.3 | 0.9 | 152,836,068 | Financials:18.7;Energy:20.0;Healthcare:13.0;Consumer:14.4;Comm:11.2;RealEstate:22.6 | US:66.2;EU:14.6;APAC:9.5;EMEA:8.4;LATAM:1.4 | B:16.6;A:22.3;AA:12.0;BB:30.2;BBB:18.9 | 3.89 | 60.6 | 144 | 487 | 13.3 | 3 | 20 | 55 | 35 | true | true | true | false | 2.36 | -0.28 | -0.16 | Healthcare:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | 13 | DealerA | DealerAxed | 1 | 100 | 341 | -269 | VAR>budget | Hedge | Portfolio VAR above budget | 194 | Tighten HY exposure bands |
C07607 | CR1755 | 2024-07-27 | Stress | 212 | 716 | 6.8 | 0.6 | 895,911,095 | Financials:13.9;Tech:19.2;Industrials:25.9;Materials:40.9 | US:74.6;EU:9.8;APAC:5.8;EMEA:8.1;LATAM:1.7 | BB:18.2;A:10.3;AAA:24.1;CCC:10.4;AA:15.9;B:21.0 | 6.59 | 29.7 | 318 | 600 | 14.2 | 3.5 | 30 | 45 | 20 | true | true | true | true | -0.02 | 0.7 | -0.12 | Materials:EW | Hedge | iTraxx_XOVER: +102bps notional | -44 | 43 | ECN1 | Electronic | 8 | 88 | 308 | 51 | Sector>limit | Reduce | Sector concentration above limit | 128 | Tighten HY exposure bands |
C07608 | CR2607 | 2025-05-10 | Calm | 75 | 338 | 4 | 2.6 | 2,096,646,520 | RealEstate:57.9;Energy:13.8;Utilities:28.2 | US:62.7;EU:10.8;APAC:9.8;EMEA:9.9;LATAM:6.8 | CCC:3.8;BBB:21.2;A:19.5;AAA:26.1;BB:11.7;AA:17.6 | 7.33 | 32.9 | 115 | 334 | 6.4 | 3 | 25 | 35 | 30 | true | true | false | false | 0.08 | 0.4 | -0.15 | Utilities:EW | Hedge | CDX_HY: +136bps notional | -3 | -11 | DealerC | RFQ | 4 | 100 | 258 | -429 | Sector>limit | Hedge | Sector concentration above limit | 190 | Reviewed by risk; hedges staggered |
C07609 | CR3203 | 2025-09-15 | Calm | 67 | 286 | 4.5 | 1.5 | 1,950,597,429 | Tech:33.8;Consumer:34.8;Materials:31.4 | US:64.1;EU:11.2;APAC:11.9;EMEA:3.8;LATAM:9.0 | B:15.4;CCC:16.8;BBB:35.3;AAA:32.6 | 1.63 | 57.1 | 264 | 140 | 14.2 | 2.5 | 35 | 35 | 25 | false | true | true | true | 2.45 | 0.83 | -0.3 | Utilities:EW | Hedge | Treasury_Futures: +148bps notional | -8 | -5 | DealerB | All2All | 11 | 88 | -9 | -198 | HYCap>limit | Rotate | High-yield share above policy cap | 180 | Escalate watchlist names |
C07610 | CR2273 | 2024-04-28 | Recovery | 120 | 623 | 5.2 | 0.4 | 1,123,622,572 | Financials:43.8;Consumer:33.9;Materials:22.3 | US:62.9;EU:18.9;APAC:8.0;EMEA:8.8;LATAM:1.4 | B:15.8;A:21.3;CCC:16.6;BB:14.5;AAA:31.7 | 6.77 | 50.4 | 217 | 284 | 5.7 | 2 | 20 | 35 | 25 | true | true | true | true | 1.44 | 1.2 | -0.35 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | -18 | DealerC | All2All | 5 | 88 | -125 | -116 | Region>limit | Rotate | Regional concentration above limit | 198 | Rotate into defensive sectors |
C07611 | CR2483 | 2024-03-21 | Tightening | 156 | 491 | 3.9 | 0.5 | 198,976,766 | Consumer:27.3;Comm:15.3;Healthcare:30.3;RealEstate:27.1 | US:63.8;EU:7.5;APAC:11.7;EMEA:13.0;LATAM:3.9 | B:14.2;BB:15.2;AAA:17.3;CCC:31.1;AA:6.4;A:15.7 | 4.02 | 39.3 | 269 | 399 | 11.4 | 3.5 | 30 | 55 | 30 | true | true | true | true | 1.57 | 0.26 | 0.4 | Comm:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 6 | DealerA | RFQ | 10 | 91 | 395 | -380 | VAR>budget | Hedge | Portfolio VAR above budget | 172 | Rotate into defensive sectors |
C07612 | CR0010 | 2024-11-04 | Calm | 117 | 317 | 4.5 | 2.4 | 911,387,249 | Financials:12.9;Materials:7.3;Energy:20.4;Comm:16.3;Industrials:25.6;RealEstate:17.6 | US:65.8;EU:10.4;APAC:8.4;EMEA:6.7;LATAM:8.7 | CCC:18.2;BB:13.8;AA:19.7;AAA:8.7;B:19.7;A:19.8 | 2.28 | 57.4 | 229 | 298 | 14.2 | 3.5 | 30 | 55 | 30 | false | true | true | true | 2.18 | 0.93 | 0.56 | null | Hedge | CDX_IG: +146bps notional | -7 | 1 | ECN2 | All2All | 0 | 97 | -56 | -171 | HYCap>limit | Hedge | High-yield share above policy cap | 135 | Tighten HY exposure bands |
C07613 | CR8115 | 2025-06-18 | Recovery | 179 | 440 | 6.3 | -0 | 977,172,987 | Utilities:12.1;Industrials:19.5;Healthcare:14.1;Tech:16.1;Financials:19.0;Comm:19.2 | US:66.5;EU:8.3;APAC:9.7;EMEA:6.9;LATAM:8.5 | BBB:22.7;AAA:25.7;AA:16.3;A:10.8;CCC:24.6 | 0.52 | 32.9 | 202 | 182 | 6.5 | 3 | 20 | 45 | 25 | false | true | false | true | 1.7 | 0.61 | -0.01 | Consumer:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -55 | 11 | DealerA | RFQ | 8 | 98 | 56 | -209 | Sector>limit | Hedge | Sector concentration above limit | 213 | Tighten HY exposure bands |
C07614 | CR1616 | 2024-11-21 | Calm | 105 | 414 | 4.5 | 2.6 | 2,991,572,930 | Consumer:46.5;Materials:15.6;Tech:37.9 | US:71.0;EU:5.9;APAC:11.5;EMEA:4.4;LATAM:7.1 | AA:14.2;A:19.1;BB:26.7;B:10.8;AAA:29.2 | 6.92 | 44.8 | 278 | 161 | 3.3 | 2.5 | 35 | 35 | 30 | true | true | true | true | -0.31 | -0.28 | 0.07 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | -16 | DealerB | DealerAxed | 5 | 90 | 311 | -46 | HYCap>limit | Reduce | High-yield share above policy cap | 110 | Rotate into defensive sectors |
C07615 | CR1954 | 2025-07-07 | Calm | 105 | 417 | 4.1 | 1.7 | 1,047,501,859 | Comm:27.7;Materials:6.7;Consumer:28.1;Utilities:18.9;Healthcare:18.6 | US:61.1;EU:15.1;APAC:6.8;EMEA:10.7;LATAM:6.3 | BBB:25.2;A:14.2;BB:8.9;CCC:10.6;AAA:8.1;B:33.0 | 5.72 | 44.3 | 252 | 236 | 3 | 2 | 20 | 55 | 25 | true | true | true | true | 1.55 | 0.12 | -0.39 | Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -52 | -8 | DealerA | All2All | 1 | 90 | 80 | -166 | HYCap>limit | Rotate | High-yield share above policy cap | 98 | Escalate watchlist names |
C07616 | CR5081 | 2024-05-24 | Calm | 77 | 404 | 3.8 | 1.7 | 1,259,843,229 | Tech:15.1;Utilities:9.2;Energy:28.9;Industrials:15.8;Materials:10.9;RealEstate:20.1 | US:57.5;EU:15.9;APAC:15.8;EMEA:8.3;LATAM:2.6 | BBB:35.6;AA:27.4;BB:8.0;CCC:7.5;AAA:21.5 | 5.45 | 21.8 | 92 | 370 | 6.5 | 4 | 35 | 35 | 25 | false | true | false | false | 0.79 | 1.64 | 0.52 | Comm:EW;Materials:EW | Hedge | Options_Payer: +176bps notional | -53 | -20 | DealerB | Electronic | 5 | 91 | 128 | -132 | HYCap>limit | Hedge | High-yield share above policy cap | 251 | Tighten HY exposure bands |
C07617 | CR7411 | 2025-12-20 | Calm | 104 | 381 | 4.4 | 2.8 | 1,756,655,263 | Materials:31.7;Energy:18.7;RealEstate:49.6 | US:63.0;EU:14.6;APAC:9.6;EMEA:4.9;LATAM:8.0 | BB:29.5;CCC:32.1;BBB:12.2;B:26.2 | 5.78 | 44 | 137 | 505 | 8.3 | 2.5 | 20 | 45 | 30 | true | true | true | false | 0.22 | 1.14 | 0.21 | null | Hedge | iTraxx_MAIN: +104bps notional | -21 | 6 | ECN1 | Electronic | 6 | 100 | -109 | -400 | HYCap>limit | Reduce | High-yield share above policy cap | 94 | Tighten HY exposure bands |
C07618 | CR1045 | 2024-01-21 | Calm | 72 | 369 | 3.2 | 2.2 | 1,297,125,816 | Healthcare:23.4;Industrials:9.9;Consumer:8.4;Utilities:27.7;RealEstate:11.0;Financials:19.6 | US:68.5;EU:14.6;APAC:6.8;EMEA:7.9;LATAM:2.2 | B:19.3;CCC:20.9;AA:22.7;A:37.1 | 3.4 | 29.8 | 216 | 425 | 15.9 | 2 | 20 | 55 | 35 | true | true | true | true | 1.75 | -0.06 | -0.21 | Materials:EW;Consumer:EW | Hedge | Treasury_Futures: +99bps notional | 10 | -21 | ECN2 | DealerAxed | 0 | 91 | 338 | 48 | VAR>budget | Hedge | Portfolio VAR above budget | 165 | Tighten HY exposure bands |
C07619 | CR8113 | 2025-07-08 | Calm | 72 | 395 | 3.8 | 2.4 | 324,320,456 | Comm:8.7;Energy:35.0;Healthcare:35.5;Materials:20.8 | US:72.0;EU:5.8;APAC:12.3;EMEA:5.7;LATAM:4.3 | BB:20.9;A:23.0;BBB:51.2;B:4.9 | 7.33 | 58.4 | 95 | 286 | 2.5 | 2.5 | 30 | 55 | 35 | true | true | false | false | -0.17 | 1.74 | 0.45 | Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 39 | DealerB | RFQ | 1 | 88 | -96 | -177 | Region>limit | Reduce | Regional concentration above limit | 194 | Rotate into defensive sectors |
C07620 | CR9744 | 2025-08-30 | Calm | 102 | 295 | 3.7 | 2.4 | 112,064,866 | Comm:18.2;Healthcare:10.3;Industrials:34.9;Consumer:19.0;Utilities:17.6 | US:64.8;EU:13.9;APAC:8.3;EMEA:12.1;LATAM:1.0 | A:30.8;AA:27.6;B:22.3;BB:19.3 | 6.74 | 45.2 | 234 | 409 | 2.6 | 4 | 20 | 45 | 25 | true | true | true | true | 2.38 | 1.12 | 0.55 | null | Hedge | iTraxx_MAIN: +170bps notional | 18 | 43 | DealerC | DealerAxed | 5 | 91 | 89 | -434 | Sector>limit | Reduce | Sector concentration above limit | 123 | Rotate into defensive sectors |
C07621 | CR9372 | 2024-10-17 | Stress | 179 | 663 | 6.1 | -0.7 | 1,255,946,077 | Financials:12.6;Consumer:24.7;Utilities:15.7;Tech:9.0;Comm:37.9 | US:63.2;EU:11.5;APAC:15.5;EMEA:6.9;LATAM:2.8 | BB:26.6;AA:27.4;A:14.7;BBB:16.1;AAA:15.2 | 6.15 | 56.5 | 134 | 421 | 15.6 | 2 | 35 | 45 | 25 | true | true | true | false | 1.42 | 0.03 | -0.31 | Materials:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | -8 | ECN2 | Electronic | 3 | 96 | -103 | -402 | Sector>limit | Reduce | Sector concentration above limit | 255 | Tighten HY exposure bands |
C07622 | CR1639 | 2024-05-10 | Calm | 106 | 359 | 4.2 | 2.8 | 2,700,409,751 | Financials:21.3;Utilities:21.9;RealEstate:24.7;Comm:23.9;Energy:8.1 | US:62.9;EU:18.9;APAC:12.3;EMEA:5.8;LATAM:0.1 | BB:16.6;BBB:25.9;B:15.4;AAA:16.5;AA:25.5 | 5.17 | 63.2 | 205 | 436 | 7.6 | 3 | 30 | 45 | 35 | false | true | false | true | 1.2 | -0.06 | -0.24 | Tech:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -29 | 38 | ECN2 | All2All | 5 | 92 | -23 | -311 | HYCap>limit | Hedge | High-yield share above policy cap | 209 | Defer adds pending macro print |
C07623 | CR6632 | 2025-12-26 | Recovery | 166 | 603 | 6.1 | 1.7 | 2,680,646,337 | Consumer:23.1;Utilities:13.7;Tech:18.6;Materials:22.6;Comm:13.4;Financials:8.6 | US:66.4;EU:15.3;APAC:9.4;EMEA:6.9;LATAM:1.9 | A:21.0;B:13.2;AA:13.0;BBB:13.9;AAA:19.8;BB:19.2 | 6.19 | 22.5 | 248 | 121 | 3.7 | 3 | 35 | 55 | 35 | false | true | false | true | 1.97 | 0.15 | 0.31 | null | Hedge | Options_Payer: +146bps notional | -8 | -15 | ECN1 | Electronic | 10 | 86 | 180 | -394 | HYCap>limit | Rotate | High-yield share above policy cap | 108 | Rotate into defensive sectors |
C07624 | CR4107 | 2025-02-23 | Calm | 97 | 296 | 4.2 | 1.9 | 2,840,123,140 | RealEstate:33.1;Comm:44.1;Materials:22.8 | US:67.7;EU:12.4;APAC:11.2;EMEA:6.6;LATAM:2.1 | CCC:21.1;B:17.7;AAA:9.1;AA:8.4;A:23.6;BBB:20.1 | 3.94 | 59.1 | 247 | 220 | 3.5 | 2 | 20 | 35 | 30 | true | true | true | true | 0.13 | 1.74 | 0.5 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | -15 | ECN2 | Electronic | 5 | 97 | 92 | 118 | Sector>limit | Rotate | Sector concentration above limit | 259 | Reviewed by risk; hedges staggered |
C07625 | CR9875 | 2024-10-18 | Calm | 70 | 296 | 4.4 | 2.6 | 461,922,515 | RealEstate:8.5;Consumer:13.2;Industrials:23.6;Energy:18.7;Utilities:11.0;Comm:25.1 | US:61.5;EU:13.1;APAC:8.7;EMEA:8.6;LATAM:8.2 | BB:19.1;B:9.4;CCC:14.3;A:57.2 | 2.35 | 38.6 | 91 | 202 | 5.6 | 2 | 35 | 55 | 35 | false | true | true | false | 0.53 | 1.76 | -0.32 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 18 | 27 | ECN2 | Electronic | 12 | 91 | 81 | 75 | HYCap>limit | Hedge | High-yield share above policy cap | 139 | Escalate watchlist names |
C07626 | CR7566 | 2024-09-23 | Calm | 103 | 335 | 3.9 | 1.7 | 2,507,530,923 | RealEstate:44.0;Consumer:18.0;Utilities:38.0 | US:53.7;EU:18.9;APAC:13.1;EMEA:11.6;LATAM:2.6 | CCC:13.4;AA:27.5;B:22.0;A:37.0 | 5.2 | 36.3 | 87 | 200 | 6.4 | 2.5 | 30 | 55 | 35 | true | false | true | false | 2.17 | 1.6 | -0.12 | Industrials:EW;Healthcare:EW;Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -20 | 19 | ECN1 | DealerAxed | 9 | 89 | 328 | -180 | HYCap>limit | Reduce | High-yield share above policy cap | 173 | Escalate watchlist names |
C07627 | CR9271 | 2025-01-08 | Recovery | 179 | 595 | 4.8 | 0.5 | 807,066,708 | Industrials:44.1;Utilities:10.3;Tech:45.6 | US:64.5;EU:18.4;APAC:9.1;EMEA:7.2;LATAM:0.7 | B:27.4;CCC:32.0;A:8.5;AA:13.1;BBB:19.1 | 1.7 | 64.5 | 209 | 482 | 6.5 | 4 | 35 | 55 | 20 | true | true | true | true | 0.94 | -0.17 | 0.29 | Tech:EW | Hedge | CDX_IG: +56bps notional | -26 | -6 | DealerC | RFQ | 6 | 87 | 158 | -317 | Region>limit | Reduce | Regional concentration above limit | 250 | Tighten HY exposure bands |
C07628 | CR1505 | 2024-07-05 | Recovery | 167 | 510 | 5.6 | 1.6 | 1,181,334,622 | Consumer:36.6;Financials:25.8;Utilities:37.6 | US:70.0;EU:14.6;APAC:9.3;EMEA:4.0;LATAM:2.0 | AA:29.9;AAA:20.9;BB:29.2;A:20.1 | 4.35 | 58.6 | 127 | 259 | 16.3 | 2 | 25 | 55 | 20 | true | true | true | false | 0.43 | 0.55 | -0.22 | Materials:EW | Hedge | Options_Payer: +178bps notional | -23 | 18 | ECN1 | Electronic | 12 | 93 | 282 | -376 | VAR>budget | Rotate | Portfolio VAR above budget | 117 | Rotate into defensive sectors |
C07629 | CR7296 | 2025-11-06 | Stress | 211 | 646 | 7.9 | -0.2 | 1,137,579,274 | Materials:23.5;Utilities:28.8;Tech:23.3;Financials:24.5 | US:66.2;EU:17.4;APAC:6.8;EMEA:3.0;LATAM:6.6 | BBB:10.4;A:17.1;AAA:21.1;AA:14.7;BB:21.2;B:15.6 | 7.32 | 44.1 | 236 | 282 | 13.6 | 3.5 | 25 | 45 | 20 | true | true | true | true | 0.46 | -0.13 | 0.24 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -52 | 30 | ECN2 | RFQ | 0 | 95 | 127 | -82 | Sector>limit | Hedge | Sector concentration above limit | 239 | Escalate watchlist names |
C07630 | CR9584 | 2024-05-29 | Recovery | 174 | 449 | 5.1 | 1.3 | 735,275,124 | Consumer:18.0;Healthcare:8.9;Comm:19.6;Financials:15.7;Energy:22.4;Materials:15.3 | US:71.9;EU:8.7;APAC:13.2;EMEA:3.8;LATAM:2.4 | A:15.5;CCC:44.0;BB:17.8;BBB:22.7 | 4.63 | 54 | 89 | 183 | 3.6 | 2 | 35 | 55 | 25 | false | true | true | false | 2.21 | 0.83 | -0.2 | null | Hedge | CDX_IG: +105bps notional | -1 | 26 | ECN2 | DealerAxed | 4 | 91 | -115 | -312 | VAR>budget | Hedge | Portfolio VAR above budget | 93 | Escalate watchlist names |
C07631 | CR1970 | 2024-03-18 | Recovery | 135 | 583 | 6.1 | -0 | 2,800,179,113 | Financials:13.8;Materials:29.1;Energy:39.5;Consumer:17.6 | US:72.7;EU:6.3;APAC:10.5;EMEA:8.1;LATAM:2.5 | AA:21.0;B:13.6;BB:22.9;AAA:18.9;A:23.6 | 0.91 | 23.7 | 274 | 395 | 13 | 2.5 | 35 | 45 | 35 | true | true | true | true | -0.38 | -0.07 | -0.28 | Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -22 | 40 | DealerA | DealerAxed | 0 | 96 | 374 | -362 | HYCap>limit | Reduce | High-yield share above policy cap | 177 | Tighten HY exposure bands |
C07632 | CR3054 | 2024-07-07 | Calm | 97 | 302 | 4.2 | 2.5 | 918,887,061 | Utilities:9.2;Healthcare:42.8;Energy:18.7;Financials:12.6;Comm:16.7 | US:68.8;EU:13.2;APAC:5.2;EMEA:6.7;LATAM:6.1 | BB:23.8;B:38.2;AA:20.3;A:17.7 | 1.73 | 46.8 | 247 | 441 | 6.3 | 3.5 | 35 | 35 | 20 | true | true | true | true | 0.31 | -0.14 | 0.26 | null | Hedge | iTraxx_XOVER: +113bps notional | -14 | -5 | ECN2 | All2All | 7 | 89 | 129 | -270 | Sector>limit | Reduce | Sector concentration above limit | 123 | Escalate watchlist names |
C07633 | CR5806 | 2024-02-27 | Tightening | 124 | 417 | 4.1 | 1.8 | 2,394,305,838 | Utilities:29.4;RealEstate:15.3;Healthcare:16.5;Comm:19.4;Consumer:19.4 | US:66.5;EU:12.7;APAC:6.3;EMEA:9.2;LATAM:5.3 | A:25.3;CCC:26.6;AAA:28.9;BBB:19.2 | 1.46 | 56.2 | 162 | 190 | 10.5 | 3.5 | 25 | 45 | 20 | true | true | true | false | 2.08 | 0.32 | 0.03 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -59 | -7 | DealerA | RFQ | 10 | 99 | 341 | -399 | Region>limit | Rotate | Regional concentration above limit | 235 | Defer adds pending macro print |
C07634 | CR6055 | 2025-11-12 | Stress | 241 | 755 | 5.9 | -1 | 2,416,980,898 | Industrials:23.5;Tech:16.1;Financials:60.4 | US:70.6;EU:6.6;APAC:8.6;EMEA:8.5;LATAM:5.7 | BBB:19.7;B:21.0;AAA:13.6;CCC:5.9;A:14.2;BB:25.6 | 2.14 | 55 | 293 | 552 | 17.7 | 3.5 | 20 | 55 | 25 | true | true | true | true | 0.37 | 0.52 | 0.36 | Materials:EW;Healthcare:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -39 | 18 | DealerC | RFQ | 10 | 94 | -134 | -306 | HYCap>limit | Hedge | High-yield share above policy cap | 126 | Defer adds pending macro print |
C07635 | CR9855 | 2025-02-23 | Calm | 91 | 413 | 3.5 | 2.2 | 2,190,224,357 | Tech:41.4;Materials:16.4;Utilities:13.9;Comm:28.3 | US:72.2;EU:11.6;APAC:7.4;EMEA:4.9;LATAM:3.9 | BB:7.3;BBB:47.4;CCC:21.5;AAA:23.8 | 4.53 | 62.1 | 171 | 188 | 5.3 | 3 | 35 | 35 | 20 | true | true | true | false | 2.32 | 0.91 | -0.39 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -45 | 34 | DealerC | RFQ | 1 | 89 | 257 | -48 | Sector>limit | Reduce | Sector concentration above limit | 132 | Escalate watchlist names |
C07636 | CR1994 | 2025-04-30 | Calm | 78 | 343 | 4.1 | 1.7 | 355,082,639 | RealEstate:14.8;Comm:15.6;Utilities:22.0;Tech:19.5;Energy:11.1;Consumer:17.0 | US:60.6;EU:13.5;APAC:10.5;EMEA:11.4;LATAM:4.0 | B:2.3;BB:10.5;BBB:31.2;AAA:13.0;CCC:8.1;AA:34.8 | 4.55 | 29.9 | 109 | 315 | 16.1 | 2.5 | 30 | 35 | 20 | false | true | true | false | 1.15 | 1.77 | 0.58 | null | Hedge | iTraxx_XOVER: +68bps notional | -49 | 31 | DealerC | RFQ | 1 | 87 | 37 | -269 | HYCap>limit | Reduce | High-yield share above policy cap | 203 | Escalate watchlist names |
C07637 | CR2325 | 2025-10-11 | Recovery | 141 | 618 | 6.3 | 1.6 | 2,182,249,300 | Financials:19.8;Energy:13.7;Materials:19.3;RealEstate:23.0;Healthcare:24.2 | US:59.2;EU:18.1;APAC:10.5;EMEA:11.6;LATAM:0.6 | CCC:22.4;BBB:31.9;AAA:31.7;BB:14.0 | 6.97 | 60.3 | 97 | 394 | 9.8 | 4 | 20 | 55 | 30 | true | true | true | false | 0.96 | 0.68 | 0.56 | null | Hedge | CDX_IG: +64bps notional | -59 | 41 | DealerA | Electronic | 6 | 89 | 22 | -172 | Sector>limit | Hedge | Sector concentration above limit | 97 | Rotate into defensive sectors |
C07638 | CR9344 | 2025-10-11 | Calm | 109 | 288 | 3.7 | 1.5 | 1,965,613,692 | Comm:14.6;Utilities:12.7;Materials:20.8;RealEstate:7.2;Consumer:32.6;Energy:12.1 | US:64.6;EU:7.0;APAC:13.1;EMEA:9.3;LATAM:6.0 | B:11.2;CCC:26.0;AAA:13.3;AA:29.6;BBB:19.9 | 5.95 | 36.6 | 183 | 359 | 2.8 | 3.5 | 20 | 55 | 35 | true | true | true | false | 2.24 | 1.53 | 0.56 | Utilities:EW;Energy:EW | Hedge | iTraxx_XOVER: +81bps notional | -27 | 38 | ECN1 | DealerAxed | 12 | 88 | 285 | 109 | HYCap>limit | Rotate | High-yield share above policy cap | 199 | Defer adds pending macro print |
C07639 | CR6428 | 2024-08-17 | Calm | 86 | 308 | 4.3 | 3 | 2,812,472,205 | Industrials:20.6;Tech:18.7;Comm:29.1;RealEstate:9.8;Energy:21.7 | US:65.4;EU:13.7;APAC:12.9;EMEA:6.8;LATAM:1.2 | B:14.2;AAA:15.7;BBB:9.9;AA:26.0;CCC:18.0;BB:16.2 | 0.45 | 46.8 | 83 | 256 | 2.5 | 2 | 20 | 35 | 20 | true | true | true | false | 2.18 | 1.08 | 0.33 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | 37 | DealerB | RFQ | 7 | 98 | 39 | 89 | HYCap>limit | Hedge | High-yield share above policy cap | 225 | Rotate into defensive sectors |
C07640 | CR9474 | 2024-08-25 | Recovery | 118 | 549 | 5.2 | 0.1 | 2,238,264,782 | Materials:47.1;RealEstate:36.1;Energy:16.8 | US:68.7;EU:7.7;APAC:12.0;EMEA:6.9;LATAM:4.6 | AA:36.6;AAA:31.8;A:16.7;CCC:14.9 | 7.3 | 49.3 | 204 | 269 | 7.4 | 3 | 20 | 55 | 35 | true | true | false | true | 1.03 | 1.33 | -0.05 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -13 | 27 | DealerB | Electronic | 10 | 86 | 247 | -174 | Region>limit | Hedge | Regional concentration above limit | 184 | Escalate watchlist names |
C07641 | CR2585 | 2025-11-29 | Stress | 204 | 750 | 5 | -0.8 | 2,950,201,083 | Utilities:15.7;Energy:25.0;Consumer:43.2;Financials:16.1 | US:58.4;EU:20.4;APAC:12.0;EMEA:3.9;LATAM:5.3 | AA:22.5;A:33.5;AAA:15.1;BBB:28.9 | 4.68 | 49.9 | 325 | 413 | 19.4 | 2.5 | 25 | 35 | 30 | true | true | false | true | 0.04 | 0.5 | 0.07 | Industrials:EW;Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -10 | -12 | DealerA | All2All | 2 | 93 | 107 | -382 | Sector>limit | Reduce | Sector concentration above limit | 199 | Defer adds pending macro print |
C07642 | CR8640 | 2025-07-28 | Stress | 252 | 716 | 6.3 | -1 | 634,424,835 | Financials:29.5;Materials:31.3;Healthcare:23.1;Energy:16.1 | US:63.7;EU:14.5;APAC:8.2;EMEA:10.0;LATAM:3.7 | BBB:34.7;AA:11.8;AAA:20.2;A:33.2 | 4 | 26.3 | 237 | 635 | 10.3 | 4 | 35 | 35 | 30 | false | true | false | true | 1.32 | 0.43 | -0.34 | Energy:EW | Hedge | SingleName_CDS: +174bps notional | -55 | 33 | DealerC | All2All | 9 | 93 | 273 | 140 | VAR>budget | Hedge | Portfolio VAR above budget | 201 | Tighten HY exposure bands |
C07643 | CR2770 | 2025-01-04 | Calm | 109 | 413 | 4.5 | 2.4 | 466,194,061 | Healthcare:6.5;Tech:18.9;Comm:12.4;Consumer:24.8;Utilities:22.6;Materials:14.8 | US:61.2;EU:12.3;APAC:13.8;EMEA:9.7;LATAM:2.9 | BB:22.7;A:36.2;BBB:17.0;CCC:24.1 | 2.27 | 42.5 | 100 | 387 | 16.3 | 3 | 20 | 35 | 35 | true | true | true | false | 1.78 | 0.79 | 0 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -42 | 2 | DealerA | DealerAxed | 10 | 91 | -138 | -293 | VAR>budget | Reduce | Portfolio VAR above budget | 138 | Defer adds pending macro print |
C07644 | CR1583 | 2025-06-21 | Tightening | 111 | 458 | 4.9 | 1.5 | 1,886,147,582 | Tech:11.7;Financials:14.2;Materials:20.4;Utilities:24.5;Healthcare:7.7;Consumer:21.6 | US:63.3;EU:17.2;APAC:11.5;EMEA:5.6;LATAM:2.4 | CCC:10.0;BB:17.7;AAA:15.5;A:21.5;AA:15.4;B:19.9 | 6.97 | 54.3 | 276 | 449 | 5.3 | 2.5 | 25 | 35 | 30 | false | true | true | true | 1.46 | 0.46 | -0.17 | Consumer:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | 2 | DealerA | RFQ | 1 | 86 | 55 | -141 | Sector>limit | Rotate | Sector concentration above limit | 234 | Escalate watchlist names |
C07645 | CR3207 | 2025-04-07 | Tightening | 158 | 519 | 3.8 | 1.7 | 419,466,274 | Consumer:23.8;Healthcare:35.2;Energy:15.2;Utilities:25.8 | US:61.9;EU:8.3;APAC:14.1;EMEA:8.7;LATAM:7.0 | A:16.9;AA:12.8;CCC:11.2;BBB:30.7;AAA:16.4;BB:12.0 | 5.71 | 64.9 | 236 | 238 | 4 | 3.5 | 30 | 35 | 35 | true | true | false | true | 1.07 | -0.02 | -0.25 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 9 | 26 | DealerA | All2All | 10 | 94 | 261 | -290 | Region>limit | Rotate | Regional concentration above limit | 215 | Escalate watchlist names |
C07646 | CR0979 | 2024-06-20 | Recovery | 137 | 495 | 5.7 | -0.2 | 1,833,234,239 | Tech:26.5;Energy:50.8;Healthcare:22.7 | US:57.8;EU:17.6;APAC:15.3;EMEA:7.0;LATAM:2.3 | BBB:7.2;BB:17.0;CCC:30.1;A:24.7;AA:21.1 | 1.47 | 40.9 | 180 | 281 | 6.5 | 4 | 25 | 35 | 35 | true | true | true | false | 0.26 | 0.51 | -0.38 | Industrials:EW | Hedge | iTraxx_MAIN: +63bps notional | -35 | 13 | DealerB | All2All | 11 | 95 | -108 | -4 | Region>limit | Hedge | Regional concentration above limit | 215 | Escalate watchlist names |
C07647 | CR8571 | 2024-08-20 | Calm | 106 | 295 | 3.3 | 2.1 | 1,535,241,914 | Utilities:21.5;Healthcare:10.6;Energy:23.7;Tech:18.9;Materials:25.4 | US:64.6;EU:17.2;APAC:12.6;EMEA:5.4;LATAM:0.2 | AA:12.2;AAA:26.4;BBB:7.0;A:15.1;B:30.2;BB:9.2 | 5.43 | 39.1 | 204 | 147 | 17.5 | 3 | 20 | 45 | 30 | true | true | true | true | 0.84 | 0.85 | 0.55 | Financials:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -25 | -17 | ECN1 | RFQ | 4 | 100 | -87 | -59 | Region>limit | Reduce | Regional concentration above limit | 110 | Escalate watchlist names |
C07648 | CR9152 | 2024-09-28 | Tightening | 94 | 363 | 4.1 | 0.6 | 1,347,005,367 | Tech:23.9;RealEstate:20.2;Utilities:13.7;Consumer:10.6;Comm:31.7 | US:59.9;EU:23.7;APAC:9.5;EMEA:6.7;LATAM:0.3 | CCC:11.9;A:22.6;B:28.2;BB:17.5;AA:7.4;BBB:12.3 | 2.69 | 29 | 214 | 372 | 8.4 | 4 | 30 | 55 | 20 | true | true | true | true | 0.12 | 0.67 | 0.38 | Industrials:EW | Hedge | Treasury_Futures: +104bps notional | -27 | 8 | ECN1 | DealerAxed | 8 | 100 | 380 | 149 | HYCap>limit | Reduce | High-yield share above policy cap | 253 | Tighten HY exposure bands |
C07649 | CR0345 | 2025-09-10 | Tightening | 144 | 371 | 5.1 | 1.4 | 904,096,258 | RealEstate:28.9;Financials:9.8;Materials:21.1;Tech:40.2 | US:60.3;EU:14.0;APAC:16.4;EMEA:5.4;LATAM:4.0 | AAA:44.2;CCC:7.3;BBB:14.0;BB:6.0;A:28.6 | 4.02 | 33.6 | 268 | 475 | 17.3 | 4 | 20 | 45 | 20 | true | true | false | true | 2.33 | 1.62 | 0.04 | Energy:EW | Hedge | iTraxx_XOVER: +98bps notional | 3 | -2 | DealerB | All2All | 3 | 89 | -81 | -85 | Region>limit | Rotate | Regional concentration above limit | 252 | Reviewed by risk; hedges staggered |
C07650 | CR1322 | 2024-09-02 | Stress | 177 | 599 | 7 | -1.7 | 755,866,280 | Utilities:14.8;Consumer:20.2;Healthcare:30.0;Industrials:35.0 | US:77.5;EU:6.9;APAC:6.6;EMEA:3.9;LATAM:5.1 | AAA:15.1;BB:33.4;AA:17.8;BBB:33.7 | 4.86 | 45 | 382 | 275 | 20.8 | 3 | 35 | 35 | 30 | false | true | true | true | 1.02 | 0.14 | -0.17 | Financials:EW;Energy:EW | Hedge | iTraxx_MAIN: +160bps notional | 11 | 4 | ECN1 | RFQ | 9 | 87 | 120 | -221 | Sector>limit | Reduce | Sector concentration above limit | 247 | Escalate watchlist names |
C07651 | CR1495 | 2024-03-11 | Tightening | 139 | 463 | 5.1 | 1.8 | 1,389,904,538 | Healthcare:15.2;Utilities:23.3;Industrials:17.4;Financials:21.0;Energy:10.9;Materials:12.2 | US:69.3;EU:8.0;APAC:13.1;EMEA:6.0;LATAM:3.7 | CCC:11.5;A:40.1;B:22.5;BB:25.9 | 3.16 | 58.4 | 123 | 504 | 15.6 | 3 | 25 | 45 | 25 | false | true | true | false | -0.47 | 1.59 | 0.51 | Utilities:EW | Hedge | iTraxx_MAIN: +122bps notional | -51 | -18 | ECN1 | All2All | 12 | 100 | -124 | 32 | Sector>limit | Hedge | Sector concentration above limit | 230 | Defer adds pending macro print |
C07652 | CR8087 | 2024-12-04 | Stress | 203 | 744 | 7.8 | -1.6 | 2,569,325,244 | Healthcare:32.5;Utilities:29.4;Materials:24.5;Tech:13.6 | US:59.3;EU:17.2;APAC:7.0;EMEA:9.2;LATAM:7.3 | AA:11.2;BB:23.0;A:17.4;B:18.8;BBB:16.3;CCC:13.4 | 5.05 | 35.2 | 228 | 548 | 15.4 | 2.5 | 35 | 45 | 25 | false | true | true | true | -0.21 | 1.4 | 0.36 | null | Hedge | SingleName_CDS: +166bps notional | 5 | 1 | ECN1 | All2All | 11 | 88 | -112 | -398 | VAR>budget | Hedge | Portfolio VAR above budget | 244 | Escalate watchlist names |
C07653 | CR3438 | 2025-07-15 | Calm | 93 | 419 | 3.6 | 2.5 | 2,071,418,653 | RealEstate:15.8;Comm:69.0;Utilities:15.1 | US:56.2;EU:17.3;APAC:13.6;EMEA:10.5;LATAM:2.4 | AAA:32.3;B:30.1;BB:21.9;A:15.6 | 2.24 | 39.9 | 164 | 346 | 13.6 | 2.5 | 35 | 45 | 20 | true | true | true | false | -0.16 | 0.3 | -0.29 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 13 | 34 | DealerC | Electronic | 12 | 87 | -91 | -123 | Region>limit | Hedge | Regional concentration above limit | 228 | Defer adds pending macro print |
C07654 | CR1553 | 2025-01-31 | Calm | 100 | 286 | 4.2 | 1.5 | 1,755,495,724 | RealEstate:7.7;Utilities:11.6;Comm:27.4;Energy:20.9;Healthcare:32.4 | US:69.8;EU:7.9;APAC:16.4;EMEA:5.7;LATAM:0.2 | B:10.5;AAA:11.4;CCC:7.4;AA:30.7;BB:15.8;BBB:24.2 | 1.74 | 39.3 | 102 | 518 | 7 | 4 | 25 | 35 | 20 | true | true | true | false | 2.33 | 0.36 | 0.48 | Consumer:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -57 | 4 | ECN1 | Electronic | 6 | 91 | 297 | -120 | Region>limit | Rotate | Regional concentration above limit | 181 | Reviewed by risk; hedges staggered |
C07655 | CR2770 | 2025-12-09 | Calm | 98 | 281 | 4.5 | 2 | 290,967,454 | Utilities:15.5;Financials:20.8;Energy:13.7;Industrials:25.0;Comm:10.1;Materials:15.0 | US:62.9;EU:13.7;APAC:8.9;EMEA:10.1;LATAM:4.4 | A:20.1;BBB:39.8;AA:31.8;BB:8.3 | 6.15 | 63.1 | 209 | 461 | 4.5 | 2.5 | 35 | 55 | 20 | false | true | false | true | 2.23 | 1.12 | 0.03 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | 3 | ECN1 | All2All | 2 | 93 | -92 | -91 | Sector>limit | Reduce | Sector concentration above limit | 218 | Escalate watchlist names |
C07656 | CR1144 | 2024-05-17 | Stress | 254 | 553 | 6.4 | -1.5 | 2,091,944,135 | Financials:35.2;Healthcare:23.9;Consumer:40.9 | US:68.5;EU:7.1;APAC:10.9;EMEA:10.2;LATAM:3.3 | AAA:15.5;B:23.1;AA:18.2;BB:29.7;BBB:13.5 | 4.01 | 57.1 | 157 | 520 | 22.4 | 3.5 | 30 | 55 | 20 | true | true | true | false | 2.16 | 0.71 | -0.27 | Tech:EW;Energy:EW | Hedge | iTraxx_XOVER: +134bps notional | -28 | 26 | ECN1 | RFQ | 5 | 96 | 222 | -376 | HYCap>limit | Reduce | High-yield share above policy cap | 201 | Tighten HY exposure bands |
C07657 | CR8179 | 2024-10-11 | Tightening | 157 | 493 | 4.2 | 1.1 | 1,421,796,328 | Energy:21.9;RealEstate:26.0;Consumer:21.3;Healthcare:17.9;Comm:12.9 | US:74.4;EU:9.2;APAC:10.1;EMEA:3.7;LATAM:2.6 | CCC:12.5;BBB:24.0;B:18.5;BB:12.6;A:32.4 | 2.95 | 30.5 | 247 | 375 | 8.3 | 2.5 | 30 | 35 | 20 | false | true | true | true | 1.83 | 0.3 | -0.33 | Energy:EW | Hedge | SingleName_CDS: +109bps notional | -51 | -4 | ECN1 | All2All | 11 | 88 | 332 | -255 | Sector>limit | Hedge | Sector concentration above limit | 154 | Defer adds pending macro print |
C07658 | CR4468 | 2024-06-28 | Tightening | 146 | 519 | 4.5 | 0.8 | 2,473,726,294 | Consumer:40.6;RealEstate:27.2;Energy:32.1 | US:70.8;EU:16.8;APAC:8.8;EMEA:3.5;LATAM:0.1 | AA:52.1;BB:10.8;AAA:30.9;CCC:6.2 | 3.68 | 57.2 | 230 | 347 | 6.5 | 2.5 | 20 | 35 | 30 | true | true | false | true | 1.22 | 1.26 | 0.26 | Energy:EW | Hedge | Options_Payer: +77bps notional | -31 | 5 | DealerB | DealerAxed | 1 | 87 | 356 | -109 | VAR>budget | Hedge | Portfolio VAR above budget | 110 | Escalate watchlist names |
C07659 | CR0800 | 2025-06-17 | Recovery | 148 | 534 | 4.7 | -0.2 | 2,083,962,650 | Financials:16.7;Utilities:15.1;RealEstate:23.0;Comm:23.5;Tech:12.5;Healthcare:9.3 | US:67.5;EU:9.7;APAC:12.4;EMEA:9.0;LATAM:1.4 | AAA:27.9;BB:9.1;CCC:41.5;B:21.4 | 1.29 | 53.1 | 231 | 447 | 3.4 | 3.5 | 20 | 55 | 30 | true | true | true | true | 2.22 | 1.76 | 0.04 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | 44 | ECN2 | DealerAxed | 0 | 94 | 401 | -6 | Sector>limit | PauseAdds | Sector concentration above limit | 157 | Tighten HY exposure bands |
C07660 | CR1020 | 2025-07-09 | Calm | 79 | 363 | 4.1 | 2.1 | 2,207,374,009 | Financials:23.1;Energy:23.2;Industrials:7.5;Comm:27.3;Tech:18.9 | US:63.3;EU:17.7;APAC:6.1;EMEA:5.7;LATAM:7.3 | AA:17.0;BB:9.1;AAA:10.1;B:13.6;CCC:26.3;BBB:23.8 | 5.26 | 56.5 | 270 | 512 | 7.6 | 3.5 | 30 | 35 | 25 | false | true | true | true | 1.12 | 0.24 | -0.1 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -33 | -13 | ECN2 | RFQ | 1 | 92 | 185 | -175 | HYCap>limit | Reduce | High-yield share above policy cap | 156 | Reviewed by risk; hedges staggered |
C07661 | CR3582 | 2025-05-02 | Calm | 104 | 389 | 4.2 | 1.8 | 2,847,448,787 | Energy:37.1;Consumer:10.9;Materials:8.6;RealEstate:7.8;Financials:27.8;Comm:7.7 | US:54.7;EU:15.2;APAC:13.1;EMEA:9.9;LATAM:7.0 | B:11.7;BBB:13.4;BB:40.3;CCC:22.8;AA:11.8 | 4.78 | 64.4 | 196 | 465 | 9 | 2 | 25 | 35 | 25 | true | true | true | false | -0.15 | 0.96 | 0.11 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 4 | 2 | DealerB | DealerAxed | 0 | 87 | 118 | -227 | VAR>budget | Reduce | Portfolio VAR above budget | 91 | Reviewed by risk; hedges staggered |
C07662 | CR6285 | 2025-11-02 | Recovery | 169 | 472 | 5.3 | 1.2 | 197,387,217 | Utilities:24.2;Tech:36.4;Healthcare:39.4 | US:74.6;EU:10.6;APAC:9.1;EMEA:4.5;LATAM:1.3 | AA:23.2;B:10.6;A:37.6;BBB:28.6 | 6.71 | 25.2 | 224 | 380 | 4.9 | 2 | 30 | 35 | 20 | true | true | false | true | 0.26 | 0.69 | 0.05 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -30 | -13 | ECN2 | All2All | 9 | 99 | 344 | -183 | HYCap>limit | Hedge | High-yield share above policy cap | 139 | Tighten HY exposure bands |
C07663 | CR9284 | 2025-10-17 | Tightening | 139 | 418 | 4.9 | 1.5 | 959,512,998 | Utilities:38.5;Comm:24.5;Materials:37.0 | US:71.2;EU:9.2;APAC:14.1;EMEA:5.4;LATAM:0.1 | BBB:16.9;BB:9.4;AAA:25.5;CCC:9.1;B:6.8;AA:32.2 | 3.8 | 48.8 | 263 | 482 | 10.7 | 2 | 20 | 55 | 30 | true | true | false | true | 1.25 | -0.15 | 0.53 | Healthcare:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | -2 | DealerA | RFQ | 9 | 90 | 128 | 104 | VAR>budget | Hedge | Portfolio VAR above budget | 194 | Escalate watchlist names |
C07664 | CR1949 | 2024-12-06 | Recovery | 134 | 501 | 6.4 | 0.7 | 1,191,311,644 | Materials:15.9;Financials:28.9;Comm:6.6;Tech:28.6;Industrials:20.1 | US:79.0;EU:8.0;APAC:9.3;EMEA:3.6;LATAM:0.1 | A:12.7;AAA:20.5;BB:9.9;AA:25.9;BBB:20.9;CCC:10.1 | 4.28 | 39.5 | 184 | 416 | 8.9 | 4 | 30 | 35 | 30 | false | true | false | false | 2.23 | -0.21 | 0.31 | Consumer:EW;Financials:EW;Industrials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -13 | -3 | DealerB | DealerAxed | 10 | 90 | -122 | -199 | VAR>budget | Reduce | Portfolio VAR above budget | 167 | Rotate into defensive sectors |
C07665 | CR2966 | 2024-05-06 | Tightening | 122 | 380 | 4.1 | 1.6 | 2,341,281,398 | Comm:31.5;Tech:33.8;Energy:27.0;Industrials:7.7 | US:64.7;EU:8.4;APAC:14.0;EMEA:5.9;LATAM:7.0 | BB:34.3;CCC:10.8;AA:32.5;A:22.5 | 2.02 | 36.1 | 208 | 348 | 7.1 | 3.5 | 35 | 35 | 20 | false | true | true | true | 1.04 | 1.09 | -0.15 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -23 | -3 | DealerB | RFQ | 9 | 94 | 368 | -106 | HYCap>limit | PauseAdds | High-yield share above policy cap | 144 | Reviewed by risk; hedges staggered |
C07666 | CR7675 | 2025-04-07 | Stress | 235 | 697 | 6.2 | -0.2 | 240,649,019 | Industrials:33.9;Comm:23.6;Energy:42.6 | US:70.4;EU:9.4;APAC:9.5;EMEA:9.2;LATAM:1.4 | AA:17.3;AAA:17.7;A:33.5;BBB:12.3;B:19.2 | 1.96 | 35.1 | 210 | 287 | 13.3 | 4 | 20 | 55 | 25 | true | true | false | true | -0.42 | 1.59 | -0.34 | null | Hedge | iTraxx_XOVER: +102bps notional | -40 | -9 | DealerB | RFQ | 0 | 94 | 250 | -397 | Region>limit | Reduce | Regional concentration above limit | 97 | Tighten HY exposure bands |
C07667 | CR8672 | 2025-07-13 | Stress | 232 | 760 | 7.5 | 0.5 | 1,840,899,678 | Consumer:23.1;Materials:23.1;Tech:18.9;Comm:26.3;Healthcare:8.5 | US:70.7;EU:8.5;APAC:6.5;EMEA:10.3;LATAM:4.0 | CCC:27.2;B:21.3;A:20.4;BBB:31.1 | 5.3 | 60.6 | 223 | 522 | 9 | 3 | 35 | 35 | 30 | false | true | true | true | -0.35 | 0.24 | -0.01 | RealEstate:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -21 | 9 | ECN2 | DealerAxed | 0 | 93 | 104 | -228 | Sector>limit | Hedge | Sector concentration above limit | 192 | Rotate into defensive sectors |
C07668 | CR9693 | 2025-08-21 | Tightening | 120 | 463 | 3.9 | 0.9 | 2,865,678,872 | Industrials:20.8;Materials:14.2;Energy:26.8;Tech:23.1;Financials:5.9;RealEstate:9.2 | US:68.2;EU:7.7;APAC:16.1;EMEA:4.8;LATAM:3.1 | AA:29.1;BBB:25.1;B:7.4;A:27.1;CCC:11.3 | 0.62 | 37.7 | 256 | 129 | 17.8 | 4 | 35 | 35 | 30 | false | true | false | true | 0.37 | 1.36 | 0.33 | Financials:EW;Comm:EW | Hedge | SingleName_CDS: +159bps notional | 14 | -7 | DealerA | DealerAxed | 10 | 98 | 174 | -417 | HYCap>limit | Reduce | High-yield share above policy cap | 100 | Reviewed by risk; hedges staggered |
C07669 | CR2114 | 2024-09-19 | Recovery | 163 | 643 | 6.1 | 1.1 | 2,215,084,453 | Comm:29.6;Energy:28.7;Tech:41.7 | US:71.9;EU:9.8;APAC:9.0;EMEA:4.8;LATAM:4.6 | BBB:14.4;B:15.3;AA:16.4;A:30.3;AAA:13.5;BB:10.1 | 2.64 | 40.6 | 280 | 452 | 13.6 | 2 | 20 | 55 | 30 | true | true | false | true | 1.67 | -0.21 | -0.22 | null | Hedge | CDX_HY: +102bps notional | -46 | 34 | ECN1 | DealerAxed | 10 | 96 | 210 | -407 | Sector>limit | Hedge | Sector concentration above limit | 247 | Reviewed by risk; hedges staggered |
C07670 | CR8851 | 2025-05-30 | Tightening | 107 | 414 | 4.9 | 1.4 | 2,554,675,082 | Tech:13.5;Utilities:26.3;Healthcare:16.9;Financials:20.1;RealEstate:16.2;Energy:7.0 | US:61.9;EU:14.7;APAC:12.9;EMEA:5.7;LATAM:4.8 | BBB:16.5;B:36.5;AAA:16.2;CCC:30.8 | 6.45 | 59.6 | 253 | 245 | 9.9 | 2.5 | 20 | 45 | 20 | true | true | true | true | 0.96 | -0.06 | 0.12 | Comm:EW | Hedge | CDX_IG: +137bps notional | -30 | -20 | DealerA | All2All | 10 | 100 | 196 | -367 | Sector>limit | Reduce | Sector concentration above limit | 104 | Reviewed by risk; hedges staggered |
C07671 | CR2043 | 2025-02-03 | Recovery | 114 | 563 | 4.9 | 1.5 | 2,751,552,330 | Industrials:26.0;Consumer:20.2;Materials:11.3;Financials:13.3;Utilities:6.0;Healthcare:23.2 | US:71.0;EU:12.2;APAC:8.6;EMEA:7.9;LATAM:0.2 | AA:28.5;AAA:23.9;B:12.4;BB:18.7;A:16.5 | 5.11 | 23.8 | 115 | 346 | 11.1 | 3.5 | 25 | 35 | 35 | true | true | false | false | 0.51 | 1.76 | -0.12 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 20 | -21 | DealerC | Electronic | 3 | 98 | 298 | 93 | VAR>budget | Hedge | Portfolio VAR above budget | 102 | Reviewed by risk; hedges staggered |
C07672 | CR0739 | 2025-01-13 | Calm | 65 | 293 | 3.5 | 2.5 | 1,675,581,733 | Financials:7.9;Comm:8.9;Healthcare:7.7;Industrials:19.3;RealEstate:26.9;Tech:29.2 | US:73.7;EU:6.8;APAC:9.2;EMEA:9.6;LATAM:0.7 | AA:17.1;CCC:26.3;BBB:27.8;AAA:28.8 | 5.29 | 23.8 | 208 | 503 | 13 | 2 | 20 | 35 | 20 | true | true | true | true | 0.16 | 0.27 | -0.34 | RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -27 | 6 | ECN1 | All2All | 9 | 87 | 7 | -323 | HYCap>limit | Rotate | High-yield share above policy cap | 234 | Defer adds pending macro print |
C07673 | CR2019 | 2024-07-19 | Calm | 74 | 416 | 4.4 | 2.7 | 914,371,265 | Materials:33.7;Energy:41.9;Comm:24.5 | US:67.3;EU:16.3;APAC:4.4;EMEA:8.9;LATAM:3.0 | BBB:15.5;CCC:28.0;B:32.7;A:13.9;BB:9.8 | 3.92 | 47.6 | 218 | 251 | 7 | 3 | 30 | 55 | 20 | true | true | true | true | 1.41 | 1.77 | 0.28 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -28 | -21 | DealerB | RFQ | 6 | 98 | 139 | -384 | Region>limit | Hedge | Regional concentration above limit | 175 | Reviewed by risk; hedges staggered |
C07674 | CR0562 | 2025-08-21 | Stress | 235 | 833 | 6.8 | -1.4 | 2,062,900,151 | Energy:34.8;Comm:35.6;Financials:13.7;Healthcare:15.9 | US:69.1;EU:15.3;APAC:6.9;EMEA:8.7;LATAM:0.0 | AAA:23.7;AA:24.3;A:17.8;CCC:8.6;BB:10.9;BBB:14.7 | 6.92 | 24.6 | 257 | 407 | 7.5 | 2 | 35 | 55 | 20 | true | true | false | true | 1.62 | 1.11 | -0.06 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -48 | 31 | DealerC | DealerAxed | 3 | 85 | 340 | 116 | VAR>budget | Hedge | Portfolio VAR above budget | 142 | Rotate into defensive sectors |
C07675 | CR2019 | 2025-05-13 | Recovery | 151 | 435 | 5.4 | 0.1 | 254,316,331 | Industrials:12.7;Financials:7.4;Energy:22.0;Healthcare:16.4;Utilities:23.2;Consumer:18.1 | US:61.8;EU:9.6;APAC:12.8;EMEA:8.7;LATAM:7.1 | BB:8.2;BBB:19.7;B:4.4;AA:31.3;A:24.7;AAA:11.8 | 3.28 | 55.1 | 239 | 261 | 2 | 3 | 35 | 35 | 20 | false | true | false | true | 1.25 | 0.73 | -0.21 | null | Hedge | Options_Payer: +128bps notional | 4 | 9 | DealerC | All2All | 4 | 85 | 403 | -133 | VAR>budget | Rotate | Portfolio VAR above budget | 187 | Escalate watchlist names |
C07676 | CR6190 | 2024-04-04 | Recovery | 119 | 575 | 6.1 | 1.9 | 2,447,911,486 | RealEstate:40.5;Healthcare:37.3;Materials:22.2 | US:73.4;EU:8.7;APAC:12.5;EMEA:5.4;LATAM:0.0 | B:30.2;CCC:23.2;AAA:13.7;AA:16.4;BB:16.6 | 0.54 | 31.6 | 94 | 200 | 10.7 | 2.5 | 20 | 55 | 25 | true | true | true | false | 2.21 | 1.1 | 0.56 | Industrials:EW;Healthcare:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 11 | 20 | ECN1 | RFQ | 2 | 94 | 342 | -75 | Sector>limit | Reduce | Sector concentration above limit | 123 | Defer adds pending macro print |
C07677 | CR4647 | 2024-04-25 | Calm | 75 | 289 | 4 | 2.5 | 176,052,929 | Consumer:43.7;RealEstate:29.7;Healthcare:26.6 | US:67.5;EU:14.3;APAC:8.3;EMEA:8.2;LATAM:1.7 | B:21.3;CCC:18.1;AAA:25.7;A:10.2;BBB:15.5;AA:9.2 | 3.79 | 58.6 | 278 | 411 | 2.7 | 3.5 | 35 | 55 | 35 | true | true | true | true | 0.5 | -0.01 | 0.19 | Utilities:EW;Financials:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 12 | 20 | DealerB | RFQ | 5 | 87 | 140 | -6 | HYCap>limit | Reduce | High-yield share above policy cap | 116 | Tighten HY exposure bands |
C07678 | CR5026 | 2025-02-05 | Calm | 90 | 288 | 4.4 | 1.5 | 1,862,045,783 | Industrials:8.2;Utilities:8.5;Tech:28.9;Materials:25.4;Consumer:22.5;Healthcare:6.6 | US:66.3;EU:18.3;APAC:8.9;EMEA:5.2;LATAM:1.3 | CCC:11.7;AA:17.0;A:10.8;AAA:19.6;BBB:33.8;BB:7.1 | 2.62 | 29.5 | 154 | 320 | 13.9 | 3.5 | 35 | 45 | 25 | false | true | false | false | 1.59 | 1.65 | -0.29 | Tech:EW | Hedge | iTraxx_MAIN: +144bps notional | 16 | 12 | ECN1 | Electronic | 4 | 88 | 367 | -300 | HYCap>limit | Reduce | High-yield share above policy cap | 129 | Reviewed by risk; hedges staggered |
C07679 | CR4704 | 2025-11-27 | Calm | 75 | 315 | 4.4 | 2.3 | 2,546,966,934 | Industrials:38.0;Materials:27.8;Energy:12.1;Consumer:22.0 | US:65.0;EU:14.7;APAC:8.7;EMEA:9.1;LATAM:2.4 | BB:10.1;B:3.1;A:39.7;AAA:25.2;BBB:21.9 | 2.77 | 33.2 | 152 | 171 | 8.3 | 3 | 20 | 45 | 20 | true | true | false | false | 0.06 | 0.8 | 0.11 | Financials:EW;Energy:EW | Hedge | iTraxx_XOVER: +123bps notional | -6 | 18 | DealerC | All2All | 6 | 86 | 390 | -235 | Sector>limit | Reduce | Sector concentration above limit | 169 | Reviewed by risk; hedges staggered |
C07680 | CR4733 | 2024-10-24 | Calm | 79 | 353 | 3.2 | 2.5 | 824,298,588 | RealEstate:24.1;Industrials:16.8;Tech:13.3;Financials:24.9;Utilities:21.0 | US:70.8;EU:8.8;APAC:14.8;EMEA:5.3;LATAM:0.2 | A:11.6;AA:27.5;BBB:18.8;B:16.8;AAA:14.2;BB:11.1 | 6.03 | 30.1 | 266 | 274 | 9.8 | 2.5 | 35 | 45 | 20 | false | true | true | true | 1.58 | 0.04 | 0.47 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -16 | -12 | DealerB | All2All | 9 | 93 | -7 | -133 | VAR>budget | Reduce | Portfolio VAR above budget | 157 | Rotate into defensive sectors |
C07681 | CR7123 | 2024-09-05 | Tightening | 143 | 364 | 4.8 | 0.6 | 2,224,201,550 | RealEstate:11.7;Healthcare:53.0;Energy:20.5;Consumer:14.9 | US:55.0;EU:14.6;APAC:13.5;EMEA:10.5;LATAM:6.5 | BB:15.3;A:16.1;B:19.7;AAA:7.2;BBB:12.7;CCC:28.9 | 5.83 | 57.2 | 110 | 404 | 12.8 | 3.5 | 20 | 35 | 20 | true | true | true | false | -0.45 | 0.17 | 0.06 | Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 19 | -19 | DealerB | DealerAxed | 2 | 99 | 273 | -8 | HYCap>limit | Reduce | High-yield share above policy cap | 151 | Tighten HY exposure bands |
C07682 | CR9534 | 2024-01-19 | Calm | 78 | 304 | 3.3 | 1.6 | 781,410,682 | Financials:14.9;Tech:54.6;Industrials:30.6 | US:77.7;EU:10.0;APAC:7.3;EMEA:4.4;LATAM:0.5 | AA:10.2;BBB:15.1;BB:21.7;B:21.7;CCC:17.2;AAA:14.0 | 5.18 | 47.5 | 216 | 237 | 6.3 | 4 | 25 | 45 | 20 | true | true | true | true | 1.17 | 1.24 | 0.06 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -19 | 37 | ECN1 | RFQ | 8 | 98 | -27 | 152 | Region>limit | Rotate | Regional concentration above limit | 172 | Escalate watchlist names |
C07683 | CR2045 | 2025-09-30 | Calm | 77 | 297 | 4 | 2 | 2,188,801,193 | Comm:17.5;Tech:20.1;Industrials:27.9;Healthcare:18.2;Consumer:16.5 | US:58.6;EU:15.8;APAC:11.9;EMEA:7.9;LATAM:5.8 | AAA:18.4;BBB:11.5;BB:13.6;CCC:20.7;AA:28.1;B:7.8 | 3.6 | 52.5 | 239 | 242 | 5.7 | 3.5 | 20 | 45 | 20 | true | true | true | true | 1.39 | 0.14 | 0.4 | null | Hedge | CDX_IG: +196bps notional | -36 | 4 | DealerB | All2All | 1 | 85 | 320 | 205 | VAR>budget | Hedge | Portfolio VAR above budget | 120 | Escalate watchlist names |
C07684 | CR9779 | 2024-04-10 | Recovery | 130 | 647 | 5.1 | -0.3 | 1,245,582,135 | Healthcare:18.6;Comm:14.1;Utilities:21.8;Consumer:28.8;RealEstate:16.8 | US:62.4;EU:15.3;APAC:8.2;EMEA:10.1;LATAM:4.1 | A:20.6;BB:37.2;BBB:15.5;B:26.7 | 1.11 | 28 | 213 | 463 | 8.8 | 3.5 | 35 | 35 | 20 | false | true | true | true | 1.22 | 1.35 | 0.51 | Financials:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | -20 | ECN1 | DealerAxed | 11 | 97 | 340 | 49 | Region>limit | Rotate | Regional concentration above limit | 99 | Rotate into defensive sectors |
C07685 | CR7943 | 2025-12-24 | Calm | 100 | 343 | 4.1 | 2.1 | 2,581,709,902 | Comm:20.3;RealEstate:10.1;Healthcare:20.8;Energy:10.4;Tech:17.0;Consumer:21.4 | US:60.3;EU:12.0;APAC:15.2;EMEA:12.0;LATAM:0.5 | AA:24.2;AAA:23.3;A:8.5;B:44.0 | 5.48 | 25.1 | 129 | 212 | 2.4 | 2.5 | 30 | 55 | 20 | false | true | true | false | 0.95 | 0.66 | -0.26 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -41 | -18 | DealerB | Electronic | 7 | 99 | 291 | -291 | HYCap>limit | Reduce | High-yield share above policy cap | 258 | Escalate watchlist names |
C07686 | CR2819 | 2024-01-07 | Tightening | 110 | 418 | 4 | 0.7 | 1,471,798,924 | Energy:27.2;Financials:51.1;Tech:21.8 | US:60.8;EU:15.8;APAC:9.6;EMEA:7.7;LATAM:6.1 | CCC:10.7;BBB:53.8;BB:14.1;B:21.4 | 1.6 | 22.4 | 202 | 204 | 4.9 | 4 | 30 | 35 | 35 | true | true | true | true | 0.39 | 1.26 | 0.01 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -37 | 16 | ECN2 | DealerAxed | 10 | 92 | 46 | -183 | VAR>budget | Reduce | Portfolio VAR above budget | 149 | Reviewed by risk; hedges staggered |
C07687 | CR8732 | 2024-04-28 | Calm | 80 | 336 | 3.6 | 2.3 | 940,018,414 | RealEstate:32.7;Financials:17.4;Tech:27.5;Utilities:22.5 | US:57.6;EU:21.0;APAC:13.0;EMEA:6.5;LATAM:1.9 | CCC:24.0;A:22.9;BBB:8.3;B:19.9;BB:15.6;AA:9.3 | 2 | 47.6 | 255 | 376 | 11.3 | 3.5 | 20 | 55 | 20 | true | true | true | true | 0.18 | 0.68 | -0.23 | Consumer:EW | Hedge | SingleName_CDS: +146bps notional | -47 | 15 | ECN2 | All2All | 2 | 95 | -85 | -189 | HYCap>limit | Reduce | High-yield share above policy cap | 199 | Escalate watchlist names |
C07688 | CR8364 | 2024-03-30 | Calm | 120 | 376 | 3.6 | 2 | 1,236,581,372 | Industrials:15.4;RealEstate:30.0;Consumer:14.8;Healthcare:13.4;Energy:26.4 | US:66.2;EU:10.6;APAC:11.8;EMEA:8.9;LATAM:2.5 | CCC:30.3;BBB:9.1;B:20.9;AAA:23.8;BB:15.9 | 0.79 | 47.9 | 183 | 248 | 13.1 | 2 | 20 | 35 | 30 | true | true | true | false | 0.42 | 1.24 | 0.59 | Comm:EW | Hedge | SingleName_CDS: +190bps notional | 20 | 16 | DealerA | Electronic | 11 | 91 | 228 | 28 | VAR>budget | Reduce | Portfolio VAR above budget | 95 | Rotate into defensive sectors |
C07689 | CR0174 | 2025-03-13 | Stress | 184 | 812 | 6.8 | -0.5 | 1,865,988,444 | Tech:39.8;Healthcare:14.3;Comm:35.8;Industrials:10.0 | US:72.3;EU:6.3;APAC:7.8;EMEA:11.0;LATAM:2.6 | B:11.5;CCC:25.3;AAA:40.8;AA:22.3 | 7.1 | 33.3 | 200 | 546 | 9.8 | 3 | 35 | 45 | 20 | true | true | true | false | 2.05 | 1.52 | -0.29 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -29 | -6 | DealerB | RFQ | 5 | 98 | 105 | 88 | HYCap>limit | Reduce | High-yield share above policy cap | 121 | Tighten HY exposure bands |
C07690 | CR4999 | 2025-06-15 | Calm | 79 | 363 | 3.6 | 2.1 | 1,092,364,161 | Materials:19.6;Healthcare:13.3;Industrials:22.2;Comm:5.4;Financials:23.9;Energy:15.6 | US:78.0;EU:5.5;APAC:10.6;EMEA:4.0;LATAM:1.8 | AA:11.3;BB:27.3;B:7.9;A:25.3;AAA:19.0;CCC:9.3 | 4.07 | 51.6 | 123 | 360 | 15.3 | 3.5 | 35 | 45 | 20 | false | true | true | false | 1.51 | 1.11 | -0.39 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | -13 | DealerB | RFQ | 8 | 92 | 33 | 115 | Region>limit | Hedge | Regional concentration above limit | 105 | Reviewed by risk; hedges staggered |
C07691 | CR8329 | 2025-01-18 | Stress | 206 | 683 | 6.1 | -0.6 | 483,270,675 | Financials:6.0;Healthcare:27.0;Utilities:24.9;Comm:18.9;Materials:16.0;Tech:7.3 | US:57.7;EU:11.2;APAC:15.3;EMEA:12.3;LATAM:3.4 | B:14.6;BB:17.8;CCC:23.4;A:29.7;BBB:14.5 | 6.88 | 44.3 | 194 | 624 | 21.9 | 2.5 | 35 | 35 | 30 | false | true | true | false | 2.21 | -0.17 | 0.39 | Industrials:EW | Hedge | iTraxx_XOVER: +52bps notional | -13 | 33 | ECN2 | RFQ | 12 | 94 | 185 | -169 | Region>limit | Reduce | Regional concentration above limit | 211 | Rotate into defensive sectors |
C07692 | CR3217 | 2025-08-07 | Tightening | 125 | 508 | 4.2 | 1.3 | 2,517,071,362 | Tech:16.5;Energy:18.9;Financials:11.0;Industrials:22.8;Healthcare:17.4;Materials:13.3 | US:78.1;EU:5.4;APAC:5.8;EMEA:3.7;LATAM:7.1 | BB:6.7;A:27.3;AAA:21.7;AA:30.2;B:9.3;CCC:4.7 | 3.39 | 27.4 | 165 | 482 | 16.5 | 3.5 | 30 | 35 | 35 | false | true | false | false | -0.41 | 0.45 | 0.09 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -31 | 2 | ECN2 | Electronic | 11 | 97 | -162 | -55 | VAR>budget | Reduce | Portfolio VAR above budget | 211 | Tighten HY exposure bands |
C07693 | CR0472 | 2025-12-13 | Tightening | 146 | 440 | 5 | 1.3 | 2,291,115,680 | RealEstate:27.8;Financials:32.3;Tech:23.8;Comm:16.1 | US:67.7;EU:14.8;APAC:9.3;EMEA:7.1;LATAM:1.1 | B:19.2;BB:3.5;A:14.7;BBB:28.3;AAA:25.6;CCC:8.7 | 6.45 | 63.4 | 148 | 350 | 13.6 | 3.5 | 35 | 45 | 30 | false | true | true | false | 0.75 | 0.11 | 0.49 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | 6 | ECN1 | DealerAxed | 9 | 87 | 154 | -109 | VAR>budget | Hedge | Portfolio VAR above budget | 253 | Escalate watchlist names |
C07694 | CR7250 | 2025-11-22 | Recovery | 115 | 562 | 4.6 | 1.1 | 1,495,552,645 | Energy:9.9;Materials:29.8;Comm:31.4;RealEstate:17.7;Consumer:11.3 | US:65.1;EU:11.5;APAC:11.5;EMEA:5.2;LATAM:6.6 | AA:14.1;AAA:25.0;B:9.4;BBB:19.2;A:32.3 | 1.68 | 55.4 | 267 | 383 | 9.3 | 3 | 35 | 45 | 25 | false | true | false | true | -0.46 | 1.78 | 0.43 | Financials:EW | Hedge | iTraxx_XOVER: +57bps notional | -37 | 3 | DealerB | Electronic | 0 | 98 | -76 | -210 | HYCap>limit | Hedge | High-yield share above policy cap | 119 | Reviewed by risk; hedges staggered |
C07695 | CR1302 | 2024-02-28 | Recovery | 133 | 616 | 5.3 | 1.7 | 978,116,553 | Healthcare:16.2;Comm:19.7;Utilities:30.3;Financials:33.8 | US:67.0;EU:13.6;APAC:6.8;EMEA:9.7;LATAM:2.9 | AAA:36.8;BB:10.3;CCC:32.4;AA:20.5 | 4.77 | 36.3 | 125 | 480 | 3.6 | 3.5 | 25 | 35 | 30 | true | true | true | false | 2.26 | 1.45 | 0.15 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | 24 | DealerC | RFQ | 7 | 88 | -171 | -97 | Sector>limit | Hedge | Sector concentration above limit | 253 | Defer adds pending macro print |
C07696 | CR5407 | 2025-12-22 | Calm | 79 | 366 | 3.5 | 2.7 | 261,991,873 | Comm:29.7;Consumer:55.3;RealEstate:15.0 | US:61.6;EU:15.6;APAC:11.9;EMEA:6.6;LATAM:4.2 | CCC:19.0;AA:12.4;BB:8.5;A:15.3;B:29.2;BBB:15.5 | 0.92 | 35 | 264 | 347 | 2.1 | 4 | 35 | 55 | 35 | true | true | true | true | 1.48 | 0.48 | -0 | RealEstate:EW | Hedge | iTraxx_MAIN: +63bps notional | -19 | 41 | ECN1 | RFQ | 12 | 93 | -136 | -253 | Sector>limit | Reduce | Sector concentration above limit | 242 | Defer adds pending macro print |
C07697 | CR3707 | 2025-10-30 | Recovery | 101 | 447 | 5.5 | -0.4 | 1,829,136,327 | Comm:33.1;Utilities:22.9;Consumer:13.8;Tech:30.1 | US:69.0;EU:6.3;APAC:8.0;EMEA:9.8;LATAM:6.9 | AA:12.6;CCC:8.7;AAA:13.4;BBB:15.3;BB:31.5;A:18.4 | 3.93 | 34.9 | 127 | 145 | 17.1 | 3 | 25 | 55 | 30 | true | true | true | false | 1.25 | 1.74 | 0.24 | Industrials:EW | Hedge | Options_Payer: +52bps notional | -46 | -12 | DealerC | All2All | 6 | 87 | 225 | -155 | HYCap>limit | Hedge | High-yield share above policy cap | 164 | Rotate into defensive sectors |
C07698 | CR3595 | 2025-01-21 | Tightening | 100 | 352 | 4.7 | 0.7 | 402,941,459 | Financials:22.3;Tech:30.2;Healthcare:47.5 | US:67.5;EU:16.2;APAC:8.1;EMEA:5.3;LATAM:2.7 | AAA:31.7;CCC:6.1;A:30.9;AA:13.7;BBB:17.6 | 7.04 | 43.7 | 277 | 431 | 6.3 | 4 | 30 | 45 | 20 | true | true | false | true | 1.28 | 1.79 | -0.25 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -28 | -25 | ECN1 | All2All | 3 | 90 | 28 | 24 | VAR>budget | Rotate | Portfolio VAR above budget | 226 | Tighten HY exposure bands |
C07699 | CR1149 | 2024-04-28 | Stress | 190 | 807 | 8.4 | 0.3 | 2,402,220,393 | Comm:11.9;Utilities:9.6;Financials:33.7;Healthcare:13.9;RealEstate:17.5;Consumer:13.4 | US:73.4;EU:11.4;APAC:11.2;EMEA:3.7;LATAM:0.2 | AA:17.7;B:18.4;A:27.7;AAA:26.8;CCC:9.4 | 1.98 | 58.6 | 366 | 342 | 8.2 | 4 | 35 | 55 | 35 | false | true | false | true | 2.08 | 0.12 | -0.24 | Materials:EW | Hedge | iTraxx_XOVER: +140bps notional | -38 | -13 | ECN2 | DealerAxed | 9 | 99 | -15 | -97 | Sector>limit | Rotate | Sector concentration above limit | 150 | Escalate watchlist names |
C07700 | CR4344 | 2025-07-10 | Tightening | 157 | 400 | 4.1 | 0.8 | 361,986,046 | Industrials:10.0;Consumer:22.2;Healthcare:18.7;Energy:29.7;Materials:11.1;Financials:8.3 | US:65.8;EU:19.0;APAC:6.6;EMEA:8.5;LATAM:0.1 | B:16.5;AAA:11.7;BB:39.5;CCC:13.9;BBB:13.1;A:5.4 | 0.55 | 33.7 | 160 | 223 | 8.3 | 2 | 35 | 55 | 25 | false | true | true | false | -0.19 | 0.39 | 0.09 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -8 | -19 | ECN2 | RFQ | 1 | 89 | 48 | 91 | Sector>limit | Reduce | Sector concentration above limit | 207 | Tighten HY exposure bands |
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