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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
C07701 | CR5407 | 2025-03-26 | Tightening | 151 | 504 | 4.9 | 1.3 | 1,183,337,843 | Financials:37.8;Industrials:26.7;RealEstate:35.5 | US:67.5;EU:10.4;APAC:7.3;EMEA:9.5;LATAM:5.3 | CCC:13.9;B:15.7;AA:41.2;BB:14.6;BBB:14.6 | 7.06 | 36 | 252 | 419 | 2.8 | 4 | 30 | 55 | 35 | true | true | true | true | 0.01 | 1.46 | -0.3 | null | Hedge | Options_Payer: +188bps notional | -60 | -10 | DealerB | RFQ | 1 | 88 | -193 | 31 | HYCap>limit | Hedge | High-yield share above policy cap | 157 | Tighten HY exposure bands |
C07702 | CR3169 | 2025-11-28 | Tightening | 147 | 406 | 4.6 | 1.7 | 2,315,421,958 | Energy:55.4;Materials:21.9;Healthcare:22.6 | US:67.0;EU:8.7;APAC:11.4;EMEA:7.8;LATAM:5.2 | A:25.9;BBB:28.4;BB:16.5;AA:22.4;CCC:6.8 | 6.27 | 36.8 | 212 | 125 | 7.6 | 2.5 | 25 | 35 | 20 | true | true | true | true | 1.33 | 0.83 | 0.32 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 13 | 6 | DealerC | All2All | 4 | 96 | 376 | -254 | HYCap>limit | Reduce | High-yield share above policy cap | 226 | Reviewed by risk; hedges staggered |
C07703 | CR8804 | 2025-12-25 | Calm | 74 | 305 | 3.3 | 1.6 | 900,768,991 | Industrials:15.5;Utilities:30.9;Materials:23.9;Healthcare:29.7 | US:59.7;EU:11.9;APAC:13.2;EMEA:8.0;LATAM:7.2 | CCC:21.0;AAA:18.4;BBB:17.4;B:17.3;AA:15.3;A:10.7 | 0.89 | 60.5 | 139 | 186 | 8.6 | 4 | 35 | 35 | 20 | false | true | true | false | 0.09 | -0.15 | 0.27 | Healthcare:EW;Industrials:EW | Hedge | iTraxx_XOVER: +197bps notional | -23 | 23 | DealerB | DealerAxed | 6 | 100 | 347 | -35 | HYCap>limit | Hedge | High-yield share above policy cap | 125 | Rotate into defensive sectors |
C07704 | CR7450 | 2025-03-15 | Calm | 107 | 329 | 4.3 | 2.9 | 2,678,545,326 | Comm:56.5;RealEstate:19.2;Financials:24.3 | US:72.1;EU:5.9;APAC:8.6;EMEA:9.4;LATAM:3.9 | AA:55.2;A:21.3;AAA:15.1;BB:8.4 | 5.42 | 46.2 | 235 | 262 | 11.3 | 3.5 | 20 | 45 | 25 | true | true | false | true | 0.11 | 1.78 | 0.07 | Energy:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | -19 | ECN2 | Electronic | 2 | 88 | 24 | 32 | Region>limit | Reduce | Regional concentration above limit | 230 | Tighten HY exposure bands |
C07705 | CR9956 | 2025-11-16 | Stress | 205 | 559 | 6.9 | -1.7 | 1,321,087,424 | Healthcare:18.8;Comm:39.2;Financials:23.5;Utilities:18.5 | US:72.2;EU:7.2;APAC:12.6;EMEA:7.7;LATAM:0.3 | CCC:31.4;B:16.8;BB:26.2;BBB:10.4;AA:15.2 | 7.17 | 44 | 162 | 516 | 13 | 2.5 | 30 | 55 | 20 | true | true | true | false | 0.75 | 1 | -0.29 | Comm:EW | Hedge | CDX_HY: +97bps notional | 20 | 19 | DealerC | Electronic | 2 | 92 | -108 | -219 | VAR>budget | Hedge | Portfolio VAR above budget | 118 | Reviewed by risk; hedges staggered |
C07706 | CR5564 | 2024-06-17 | Tightening | 115 | 507 | 4.9 | 1.8 | 1,657,705,752 | Healthcare:19.0;Energy:10.2;Consumer:25.2;Utilities:17.9;Comm:7.4;RealEstate:20.2 | US:66.9;EU:9.2;APAC:6.7;EMEA:8.7;LATAM:8.4 | BB:3.2;AA:24.9;BBB:15.0;B:16.0;CCC:14.5;A:26.4 | 6.7 | 23.8 | 228 | 272 | 12.8 | 3.5 | 20 | 55 | 30 | true | true | true | true | 0.2 | 1.29 | 0.15 | Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -47 | 5 | ECN1 | Electronic | 2 | 95 | -120 | -247 | VAR>budget | Reduce | Portfolio VAR above budget | 228 | Tighten HY exposure bands |
C07707 | CR0546 | 2025-01-31 | Calm | 66 | 305 | 4.1 | 2.8 | 2,291,116,047 | RealEstate:33.4;Tech:22.8;Comm:24.2;Materials:19.6 | US:64.7;EU:17.0;APAC:10.8;EMEA:3.4;LATAM:4.0 | AA:13.0;B:23.8;BB:8.2;A:31.4;AAA:23.7 | 3.84 | 42.9 | 166 | 302 | 2.8 | 4 | 25 | 45 | 20 | true | true | true | false | 1.74 | 0.86 | 0.34 | Comm:EW;Financials:EW | Hedge | SingleName_CDS: +155bps notional | -58 | -22 | DealerA | RFQ | 2 | 98 | 352 | -164 | VAR>budget | Reduce | Portfolio VAR above budget | 102 | Defer adds pending macro print |
C07708 | CR0130 | 2024-09-18 | Calm | 105 | 334 | 3.4 | 2.5 | 221,885,977 | Utilities:19.9;Materials:24.6;Energy:18.1;Industrials:17.7;Consumer:11.6;RealEstate:8.2 | US:62.9;EU:13.1;APAC:9.5;EMEA:7.5;LATAM:6.9 | BBB:10.3;CCC:12.3;BB:48.2;B:11.0;A:18.2 | 7.24 | 64.5 | 264 | 365 | 13.9 | 2.5 | 30 | 45 | 25 | false | true | true | true | 0.99 | 0.46 | -0.37 | Consumer:EW | Hedge | CDX_HY: +98bps notional | -41 | -2 | DealerB | RFQ | 8 | 89 | 159 | -17 | VAR>budget | Reduce | Portfolio VAR above budget | 192 | Defer adds pending macro print |
C07709 | CR9116 | 2024-11-21 | Tightening | 104 | 486 | 5.2 | 0.6 | 2,695,351,289 | Materials:31.6;Healthcare:32.8;Financials:35.5 | US:68.5;EU:12.7;APAC:12.4;EMEA:3.4;LATAM:3.1 | BB:29.8;CCC:22.7;AAA:23.0;BBB:24.4 | 4.65 | 20.8 | 231 | 450 | 9.1 | 3 | 20 | 45 | 35 | true | true | true | true | 0.32 | 1.66 | 0.17 | Utilities:EW;Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -53 | 30 | ECN1 | DealerAxed | 3 | 95 | 381 | -338 | HYCap>limit | Reduce | High-yield share above policy cap | 209 | Rotate into defensive sectors |
C07710 | CR8090 | 2025-03-26 | Tightening | 109 | 427 | 3.8 | 0.7 | 668,042,553 | RealEstate:24.9;Tech:31.6;Utilities:17.4;Financials:26.2 | US:72.6;EU:11.7;APAC:9.7;EMEA:3.4;LATAM:2.6 | A:16.4;AA:18.0;CCC:12.8;BBB:9.9;B:25.1;BB:17.8 | 6.11 | 45.9 | 192 | 477 | 14.8 | 3 | 25 | 35 | 25 | true | true | true | false | 2.22 | 0.73 | -0.05 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 20 | 4 | ECN2 | DealerAxed | 6 | 87 | 129 | -202 | HYCap>limit | Hedge | High-yield share above policy cap | 181 | Rotate into defensive sectors |
C07711 | CR6626 | 2025-04-11 | Stress | 189 | 844 | 8.5 | -1.6 | 1,705,025,916 | Financials:35.3;Energy:27.8;Industrials:8.4;RealEstate:28.6 | US:69.3;EU:7.9;APAC:11.8;EMEA:5.8;LATAM:5.2 | AA:34.5;B:10.6;BBB:16.8;BB:6.3;AAA:26.2;CCC:5.6 | 7.34 | 38 | 275 | 306 | 8.8 | 4 | 30 | 55 | 30 | true | true | false | true | 0.71 | 0.19 | -0.33 | Tech:EW | Hedge | CDX_IG: +111bps notional | -7 | 38 | DealerC | All2All | 8 | 89 | 329 | -116 | Sector>limit | Hedge | Sector concentration above limit | 129 | Escalate watchlist names |
C07712 | CR8998 | 2024-10-22 | Recovery | 141 | 450 | 6.1 | 0.2 | 2,704,634,943 | Consumer:11.6;Financials:14.0;Comm:41.4;Materials:23.7;Healthcare:9.3 | US:58.7;EU:18.9;APAC:6.3;EMEA:11.2;LATAM:5.0 | CCC:26.6;AA:11.7;BBB:17.2;BB:20.6;AAA:23.8 | 3.98 | 29.3 | 163 | 124 | 9.5 | 3.5 | 35 | 55 | 25 | true | true | true | false | 0.55 | 0.02 | 0.11 | Energy:EW;Industrials:EW | Hedge | CDX_IG: +151bps notional | -17 | 19 | ECN2 | All2All | 10 | 94 | -193 | -353 | HYCap>limit | Hedge | High-yield share above policy cap | 218 | Defer adds pending macro print |
C07713 | CR4664 | 2024-05-31 | Stress | 179 | 674 | 8.5 | -0.2 | 2,481,433,527 | Tech:49.8;Utilities:28.0;Healthcare:22.2 | US:60.6;EU:12.2;APAC:12.3;EMEA:6.0;LATAM:9.0 | AAA:13.3;AA:23.0;BBB:25.8;CCC:21.9;BB:16.0 | 5.26 | 59.2 | 327 | 449 | 15.9 | 3.5 | 35 | 45 | 25 | true | true | true | true | 0.34 | 1.24 | -0.35 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -26 | 27 | ECN1 | All2All | 8 | 87 | -40 | -244 | HYCap>limit | Rotate | High-yield share above policy cap | 206 | Reviewed by risk; hedges staggered |
C07714 | CR7140 | 2024-06-07 | Recovery | 105 | 472 | 6.1 | 1.8 | 799,700,030 | Energy:49.1;Tech:23.1;Materials:27.8 | US:60.0;EU:11.5;APAC:13.0;EMEA:12.1;LATAM:3.3 | CCC:20.3;A:13.8;B:14.5;BBB:36.5;AA:15.0 | 5.56 | 30.5 | 117 | 350 | 7.6 | 3 | 20 | 45 | 20 | true | true | true | false | 0.56 | -0.05 | -0.23 | Healthcare:EW | Hedge | iTraxx_XOVER: +97bps notional | -45 | -3 | DealerC | All2All | 0 | 89 | -114 | -63 | HYCap>limit | Rotate | High-yield share above policy cap | 149 | Escalate watchlist names |
C07715 | CR4757 | 2024-11-04 | Recovery | 176 | 496 | 5.1 | 1.6 | 853,125,107 | Consumer:41.7;Healthcare:26.0;Comm:32.3 | US:70.5;EU:16.5;APAC:8.8;EMEA:3.7;LATAM:0.6 | AAA:37.2;BB:7.4;BBB:37.1;CCC:18.3 | 6.49 | 34.9 | 264 | 272 | 3.4 | 3 | 35 | 35 | 30 | true | true | false | true | 1.2 | 0.39 | -0.1 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | 23 | DealerB | RFQ | 5 | 100 | 145 | -382 | HYCap>limit | Reduce | High-yield share above policy cap | 224 | Reviewed by risk; hedges staggered |
C07716 | CR7064 | 2024-03-23 | Stress | 183 | 672 | 6.1 | 0 | 683,363,151 | RealEstate:18.4;Comm:34.6;Healthcare:10.8;Financials:27.8;Energy:8.3 | US:63.0;EU:13.3;APAC:9.4;EMEA:11.6;LATAM:2.8 | CCC:8.4;BB:9.4;BBB:26.1;AAA:28.7;A:17.4;B:9.9 | 5.15 | 23.5 | 359 | 564 | 11.4 | 4 | 25 | 45 | 25 | true | true | true | true | 1.39 | 1.61 | 0.23 | null | Hedge | CDX_HY: +142bps notional | -41 | 15 | ECN2 | RFQ | 7 | 96 | 230 | -242 | VAR>budget | Rotate | Portfolio VAR above budget | 158 | Defer adds pending macro print |
C07717 | CR6867 | 2024-06-08 | Calm | 97 | 318 | 3.4 | 1.8 | 800,181,233 | Energy:19.9;Consumer:17.0;Tech:18.7;Utilities:6.2;Industrials:17.0;Comm:21.2 | US:60.9;EU:14.0;APAC:9.3;EMEA:9.5;LATAM:6.2 | A:20.3;B:14.7;AAA:23.0;AA:21.3;CCC:11.7;BB:9.0 | 2.8 | 53.9 | 131 | 152 | 15.7 | 2 | 30 | 45 | 20 | false | true | true | false | 0.87 | 0.3 | 0.4 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -7 | 25 | DealerB | Electronic | 2 | 85 | -129 | -307 | VAR>budget | Hedge | Portfolio VAR above budget | 254 | Escalate watchlist names |
C07718 | CR2981 | 2024-11-26 | Tightening | 121 | 460 | 4.2 | 0.8 | 709,624,678 | Industrials:12.5;Comm:48.9;RealEstate:38.6 | US:75.6;EU:6.7;APAC:6.4;EMEA:7.7;LATAM:3.6 | B:22.0;AAA:50.5;BB:12.4;CCC:15.2 | 3.37 | 52.6 | 165 | 289 | 12.7 | 4 | 20 | 55 | 25 | true | true | true | false | 1.97 | 1.2 | 0.53 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -59 | 37 | DealerC | Electronic | 11 | 99 | 198 | -316 | Sector>limit | Reduce | Sector concentration above limit | 226 | Reviewed by risk; hedges staggered |
C07719 | CR7367 | 2024-04-07 | Stress | 180 | 690 | 5.5 | -1 | 2,221,612,958 | Financials:29.0;RealEstate:27.8;Comm:13.7;Consumer:18.0;Utilities:11.5 | US:67.8;EU:12.3;APAC:11.2;EMEA:5.7;LATAM:3.0 | B:9.1;BB:13.7;AAA:20.5;CCC:27.8;BBB:15.2;A:13.7 | 0.74 | 42.2 | 279 | 477 | 11.4 | 4 | 35 | 55 | 30 | false | true | true | true | -0.05 | 1.07 | 0.34 | Tech:EW | Hedge | iTraxx_XOVER: +186bps notional | 14 | -9 | DealerC | Electronic | 0 | 89 | 106 | 18 | Sector>limit | Reduce | Sector concentration above limit | 244 | Escalate watchlist names |
C07720 | CR5122 | 2024-05-09 | Recovery | 133 | 488 | 6.3 | 1.1 | 950,626,921 | Financials:37.4;Healthcare:24.5;Consumer:38.2 | US:62.8;EU:15.6;APAC:10.3;EMEA:6.8;LATAM:4.5 | BB:30.1;A:18.2;CCC:9.9;B:13.6;BBB:13.8;AAA:14.5 | 4.1 | 21.2 | 91 | 363 | 8.4 | 2 | 20 | 55 | 20 | true | true | true | false | 0.58 | 1.08 | -0.02 | null | Hedge | iTraxx_MAIN: +57bps notional | -3 | 35 | DealerC | All2All | 1 | 90 | 126 | -118 | Region>limit | Rotate | Regional concentration above limit | 240 | Defer adds pending macro print |
C07721 | CR2022 | 2025-08-11 | Tightening | 112 | 510 | 4.9 | 1.8 | 1,743,264,578 | Utilities:16.0;Consumer:32.5;RealEstate:28.3;Financials:23.2 | US:74.9;EU:10.2;APAC:7.1;EMEA:7.3;LATAM:0.6 | A:24.7;BB:14.8;AA:25.2;AAA:27.4;B:7.9 | 4.71 | 42.8 | 99 | 467 | 15.2 | 4 | 20 | 35 | 30 | true | true | false | false | -0.38 | 1.04 | -0.37 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -58 | 6 | DealerC | All2All | 12 | 88 | 346 | -208 | Region>limit | Reduce | Regional concentration above limit | 118 | Defer adds pending macro print |
C07722 | CR4026 | 2024-08-28 | Stress | 217 | 685 | 6 | -0.8 | 2,526,981,884 | Comm:29.0;Consumer:9.9;Tech:29.0;Industrials:9.3;Energy:22.8 | US:65.3;EU:10.2;APAC:9.0;EMEA:10.5;LATAM:5.0 | B:39.1;AAA:20.1;AA:9.0;BBB:12.8;BB:19.0 | 5.35 | 49.2 | 261 | 318 | 9.5 | 2 | 30 | 45 | 35 | false | true | true | true | 0.13 | 1.65 | 0.23 | RealEstate:EW;Healthcare:EW;Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 7 | 27 | DealerA | RFQ | 12 | 95 | -114 | -27 | HYCap>limit | Rotate | High-yield share above policy cap | 129 | Defer adds pending macro print |
C07723 | CR8510 | 2024-02-12 | Calm | 106 | 360 | 4.2 | 1.6 | 2,756,446,243 | Utilities:30.2;Energy:32.2;Tech:37.6 | US:72.3;EU:8.9;APAC:10.3;EMEA:6.0;LATAM:2.5 | A:35.1;AA:32.8;BB:6.7;AAA:20.7;CCC:4.7 | 5.13 | 37.9 | 108 | 508 | 11.9 | 2 | 30 | 35 | 35 | true | true | false | false | 0.83 | 1.34 | 0.06 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -31 | -18 | DealerC | DealerAxed | 10 | 90 | -46 | -456 | HYCap>limit | Hedge | High-yield share above policy cap | 117 | Rotate into defensive sectors |
C07724 | CR7288 | 2025-06-06 | Stress | 196 | 718 | 8.3 | -0.4 | 900,448,331 | Industrials:7.3;Materials:29.1;Comm:14.5;Tech:20.1;Consumer:29.0 | US:57.6;EU:16.2;APAC:11.3;EMEA:7.1;LATAM:7.9 | B:16.3;BB:23.7;BBB:20.2;CCC:21.8;A:18.1 | 5.46 | 49.9 | 274 | 566 | 19.3 | 2 | 30 | 45 | 30 | false | true | true | true | 2.42 | 0.3 | -0.36 | Utilities:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -1 | 41 | DealerC | DealerAxed | 4 | 92 | 286 | -223 | Region>limit | Reduce | Regional concentration above limit | 218 | Escalate watchlist names |
C07725 | CR8817 | 2025-09-12 | Calm | 118 | 395 | 4.3 | 2.5 | 591,214,169 | Utilities:34.4;Healthcare:11.8;RealEstate:20.7;Materials:33.1 | US:66.9;EU:13.1;APAC:8.0;EMEA:9.3;LATAM:2.7 | BBB:36.1;B:12.6;CCC:14.1;AA:37.1 | 3.28 | 25.5 | 237 | 450 | 13.9 | 3.5 | 20 | 45 | 25 | true | true | true | true | 0.63 | 0.3 | 0.29 | RealEstate:EW | Hedge | CDX_IG: +53bps notional | 2 | 45 | ECN1 | Electronic | 11 | 85 | -107 | 124 | Sector>limit | Reduce | Sector concentration above limit | 250 | Escalate watchlist names |
C07726 | CR2110 | 2024-09-21 | Tightening | 120 | 444 | 4.4 | 1.8 | 1,554,303,640 | Materials:26.5;Energy:51.4;Financials:22.2 | US:73.7;EU:9.7;APAC:5.8;EMEA:8.2;LATAM:2.5 | B:14.6;A:16.5;AAA:8.9;AA:33.7;CCC:3.9;BBB:22.5 | 2.19 | 20.1 | 122 | 442 | 14.2 | 3 | 20 | 35 | 20 | true | true | false | false | -0.44 | 1.26 | -0.06 | null | Hedge | iTraxx_MAIN: +85bps notional | -17 | 23 | ECN2 | All2All | 12 | 92 | -188 | 112 | Sector>limit | Reduce | Sector concentration above limit | 178 | Tighten HY exposure bands |
C07727 | CR5171 | 2024-12-21 | Calm | 110 | 294 | 3.8 | 2.8 | 1,967,676,126 | Tech:24.7;Financials:16.1;Energy:25.4;Healthcare:33.8 | US:63.1;EU:18.3;APAC:12.5;EMEA:4.0;LATAM:2.0 | A:15.8;BB:19.0;AAA:17.6;B:10.4;CCC:18.4;AA:18.8 | 6.65 | 54.1 | 159 | 458 | 14.2 | 2.5 | 20 | 45 | 25 | true | true | true | false | 1.43 | 1.4 | 0.1 | Consumer:EW;Comm:EW | Hedge | Treasury_Futures: +181bps notional | -3 | 45 | ECN2 | All2All | 12 | 88 | 425 | -310 | HYCap>limit | Reduce | High-yield share above policy cap | 247 | Rotate into defensive sectors |
C07728 | CR6860 | 2025-05-21 | Stress | 237 | 780 | 6.5 | -1.9 | 594,646,260 | Utilities:15.0;Consumer:19.9;Tech:6.9;Materials:25.4;RealEstate:15.5;Healthcare:17.4 | US:80.8;EU:6.3;APAC:7.3;EMEA:3.7;LATAM:2.0 | B:34.5;AAA:13.5;AA:36.7;BBB:15.3 | 2.43 | 60.7 | 259 | 425 | 13 | 4 | 35 | 55 | 20 | false | true | true | true | 0.77 | -0.01 | 0.26 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 9 | 32 | DealerC | All2All | 10 | 88 | -114 | -432 | VAR>budget | Rotate | Portfolio VAR above budget | 151 | Rotate into defensive sectors |
C07729 | CR2873 | 2024-01-22 | Recovery | 108 | 436 | 6.4 | -0.4 | 2,583,786,860 | Energy:16.4;Tech:21.3;Utilities:9.9;Industrials:24.4;Comm:16.5;Consumer:11.5 | US:54.0;EU:15.2;APAC:13.6;EMEA:11.2;LATAM:5.9 | A:29.3;AA:12.4;CCC:34.0;B:24.3 | 2.01 | 39.6 | 228 | 164 | 11.5 | 2 | 25 | 35 | 35 | false | true | true | true | 1.86 | 1.59 | 0.19 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -9 | -24 | ECN2 | DealerAxed | 10 | 96 | 244 | -339 | HYCap>limit | Rotate | High-yield share above policy cap | 210 | Escalate watchlist names |
C07730 | CR4407 | 2025-11-12 | Stress | 249 | 665 | 7.8 | -1.3 | 1,829,926,328 | Industrials:19.1;RealEstate:13.6;Utilities:22.9;Comm:21.7;Healthcare:22.7 | US:68.4;EU:8.0;APAC:12.8;EMEA:7.4;LATAM:3.4 | BBB:44.2;A:16.9;B:17.9;AAA:20.9 | 5.15 | 32.1 | 172 | 311 | 6 | 4 | 20 | 35 | 30 | true | true | false | false | -0.47 | 1.37 | -0.32 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -47 | 22 | ECN2 | All2All | 10 | 95 | -54 | -26 | HYCap>limit | Reduce | High-yield share above policy cap | 176 | Escalate watchlist names |
C07731 | CR4797 | 2024-02-21 | Recovery | 141 | 514 | 5.3 | -0.3 | 2,595,705,106 | Comm:8.6;Healthcare:30.8;Financials:10.0;Utilities:17.0;RealEstate:33.6 | US:70.0;EU:5.9;APAC:12.4;EMEA:7.7;LATAM:4.0 | B:27.6;AAA:13.8;AA:25.7;BBB:32.9 | 1.14 | 37 | 130 | 279 | 2.5 | 2 | 20 | 35 | 20 | true | true | true | false | 1.82 | 0.32 | 0.07 | Materials:EW;Tech:EW | Hedge | Options_Payer: +79bps notional | -5 | -4 | ECN1 | All2All | 5 | 93 | 301 | -15 | HYCap>limit | Hedge | High-yield share above policy cap | 96 | Tighten HY exposure bands |
C07732 | CR7241 | 2025-09-14 | Tightening | 109 | 395 | 4.2 | 1.8 | 2,994,603,272 | Comm:14.0;Tech:10.3;Financials:37.4;Consumer:38.2 | US:73.1;EU:8.4;APAC:12.1;EMEA:6.1;LATAM:0.4 | BBB:11.4;BB:11.4;B:13.4;AAA:10.9;A:10.6;CCC:42.3 | 3.12 | 30.2 | 209 | 169 | 2.4 | 2 | 25 | 35 | 20 | true | true | true | true | -0.4 | 0.41 | 0.42 | Consumer:EW | Hedge | iTraxx_MAIN: +109bps notional | -2 | -8 | ECN2 | Electronic | 3 | 96 | 216 | -149 | HYCap>limit | Reduce | High-yield share above policy cap | 163 | Escalate watchlist names |
C07733 | CR0005 | 2025-12-05 | Calm | 118 | 303 | 4.5 | 3 | 1,354,008,980 | Industrials:28.1;Tech:24.2;Energy:26.9;Financials:20.8 | US:62.0;EU:12.2;APAC:10.1;EMEA:11.2;LATAM:4.6 | AAA:19.9;A:29.5;BBB:21.5;B:10.5;CCC:8.7;BB:9.9 | 0.84 | 27.5 | 102 | 309 | 14 | 4 | 25 | 35 | 30 | true | true | false | false | 0.19 | 0.13 | 0.41 | Utilities:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -32 | 8 | ECN2 | RFQ | 1 | 98 | 71 | -12 | Region>limit | Hedge | Regional concentration above limit | 106 | Tighten HY exposure bands |
C07734 | CR8326 | 2025-06-07 | Recovery | 175 | 476 | 5.8 | 1.1 | 2,947,234,933 | Materials:13.3;RealEstate:11.5;Industrials:10.5;Tech:11.5;Financials:24.5;Utilities:28.7 | US:72.9;EU:14.1;APAC:6.0;EMEA:6.3;LATAM:0.7 | CCC:9.3;AAA:11.2;BBB:15.8;BB:26.6;B:26.8;AA:10.3 | 3.2 | 56.1 | 134 | 328 | 13 | 2.5 | 30 | 55 | 25 | false | true | true | false | 1.08 | 0.25 | -0.19 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -34 | 2 | DealerB | DealerAxed | 12 | 85 | 264 | -219 | HYCap>limit | Reduce | High-yield share above policy cap | 212 | Reviewed by risk; hedges staggered |
C07735 | CR0455 | 2025-12-20 | Stress | 215 | 718 | 8 | -0.3 | 2,218,612,226 | Industrials:36.9;Healthcare:24.2;Utilities:28.3;Tech:10.6 | US:70.4;EU:7.9;APAC:13.8;EMEA:3.6;LATAM:4.2 | A:12.0;B:17.6;BB:15.5;BBB:17.4;AA:25.1;CCC:12.2 | 4.3 | 20.2 | 254 | 522 | 20.7 | 2.5 | 35 | 55 | 35 | true | true | true | true | 1.85 | 0.21 | -0.06 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -60 | 1 | ECN1 | Electronic | 5 | 86 | -7 | -362 | Region>limit | Reduce | Regional concentration above limit | 198 | Rotate into defensive sectors |
C07736 | CR3679 | 2025-11-09 | Tightening | 149 | 386 | 5.1 | 0.6 | 389,050,674 | Utilities:14.0;Financials:9.2;Comm:13.9;Tech:22.6;Industrials:18.8;RealEstate:21.5 | US:68.3;EU:13.0;APAC:14.2;EMEA:3.2;LATAM:1.3 | B:18.6;BB:18.7;CCC:24.9;BBB:9.6;A:7.8;AA:20.3 | 1.38 | 36.2 | 260 | 510 | 5.6 | 2 | 30 | 45 | 30 | false | true | true | true | -0.22 | 0.89 | -0.35 | Utilities:EW | Hedge | CDX_HY: +101bps notional | 10 | -21 | DealerA | All2All | 8 | 93 | 210 | 113 | VAR>budget | Hedge | Portfolio VAR above budget | 97 | Defer adds pending macro print |
C07737 | CR1977 | 2025-02-17 | Tightening | 119 | 478 | 4.9 | 0.6 | 1,387,942,260 | Utilities:37.5;Comm:25.7;Consumer:36.8 | US:67.2;EU:13.5;APAC:9.1;EMEA:5.0;LATAM:5.2 | CCC:7.9;A:12.1;AAA:19.9;BB:23.0;BBB:37.1 | 1.51 | 53.7 | 193 | 409 | 10.9 | 2 | 20 | 35 | 35 | true | true | false | false | 1.74 | 1.53 | 0.52 | Comm:EW | Hedge | CDX_HY: +67bps notional | -37 | 24 | DealerA | RFQ | 12 | 89 | 333 | 172 | VAR>budget | Reduce | Portfolio VAR above budget | 112 | Escalate watchlist names |
C07738 | CR1280 | 2024-08-28 | Calm | 113 | 340 | 3.5 | 1.9 | 2,703,201,216 | Financials:18.4;RealEstate:11.7;Tech:27.6;Utilities:42.3 | US:62.0;EU:9.6;APAC:17.4;EMEA:5.0;LATAM:6.1 | BBB:31.1;BB:13.3;CCC:4.6;B:14.0;AAA:19.2;AA:17.8 | 3.45 | 22.6 | 226 | 220 | 13.1 | 4 | 25 | 45 | 30 | true | true | true | true | 2.49 | 0.87 | -0.09 | null | Hedge | Options_Payer: +177bps notional | -50 | 1 | DealerA | DealerAxed | 4 | 100 | -55 | 125 | VAR>budget | Reduce | Portfolio VAR above budget | 166 | Tighten HY exposure bands |
C07739 | CR4337 | 2024-05-17 | Stress | 238 | 718 | 5.3 | -0.4 | 2,342,837,179 | Tech:15.2;Financials:26.0;Industrials:19.5;Consumer:24.2;Materials:15.1 | US:68.5;EU:8.9;APAC:13.3;EMEA:6.7;LATAM:2.5 | AA:19.5;AAA:23.6;B:16.8;A:10.2;CCC:29.8 | 6.52 | 33.3 | 235 | 402 | 5.4 | 3.5 | 30 | 35 | 25 | false | true | true | true | 1.62 | -0.21 | 0.18 | Industrials:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -33 | 13 | ECN1 | DealerAxed | 1 | 95 | 183 | -149 | Region>limit | Rotate | Regional concentration above limit | 227 | Defer adds pending macro print |
C07740 | CR9108 | 2025-11-21 | Calm | 94 | 395 | 4.1 | 2 | 2,029,160,919 | Industrials:13.8;Energy:25.9;Utilities:31.3;Healthcare:29.1 | US:62.8;EU:15.7;APAC:8.3;EMEA:11.8;LATAM:1.4 | A:27.6;AAA:41.8;B:14.5;BB:16.1 | 5.05 | 42.2 | 208 | 125 | 4.2 | 3.5 | 20 | 55 | 20 | true | true | true | true | 1.06 | 1.11 | 0.19 | Healthcare:EW;Consumer:EW | Hedge | CDX_HY: +83bps notional | -17 | -13 | ECN2 | DealerAxed | 8 | 98 | 143 | 14 | HYCap>limit | Hedge | High-yield share above policy cap | 226 | Defer adds pending macro print |
C07741 | CR1312 | 2024-03-24 | Recovery | 140 | 601 | 6.3 | 0.3 | 1,228,720,141 | Utilities:15.5;Financials:18.8;Healthcare:23.6;Tech:16.0;Energy:16.6;Materials:9.4 | US:69.7;EU:12.4;APAC:7.6;EMEA:7.9;LATAM:2.4 | BB:19.9;AAA:27.8;A:25.3;CCC:27.0 | 0.69 | 28.7 | 207 | 239 | 6.9 | 2 | 30 | 45 | 25 | false | true | true | true | 1.72 | 0.35 | -0.24 | Comm:EW | Hedge | iTraxx_MAIN: +189bps notional | 9 | 31 | ECN2 | DealerAxed | 4 | 87 | -52 | -326 | HYCap>limit | Rotate | High-yield share above policy cap | 111 | Rotate into defensive sectors |
C07742 | CR1209 | 2025-04-11 | Tightening | 140 | 487 | 5.1 | 1.9 | 589,472,650 | RealEstate:35.6;Materials:34.6;Energy:15.8;Consumer:14.0 | US:65.9;EU:8.8;APAC:15.5;EMEA:7.8;LATAM:1.9 | CCC:17.1;B:19.9;AA:12.2;A:18.7;BB:9.7;AAA:22.5 | 1.62 | 34.1 | 84 | 420 | 3.1 | 3 | 25 | 55 | 30 | true | true | true | false | 0.02 | -0.12 | 0.39 | Energy:EW;Consumer:EW | Hedge | SingleName_CDS: +132bps notional | -27 | -12 | ECN2 | All2All | 3 | 100 | -192 | -167 | HYCap>limit | Reduce | High-yield share above policy cap | 161 | Tighten HY exposure bands |
C07743 | CR0064 | 2025-10-29 | Stress | 258 | 717 | 5.6 | -0.6 | 645,340,619 | Materials:19.1;Energy:40.6;Consumer:40.3 | US:68.1;EU:9.8;APAC:14.0;EMEA:2.9;LATAM:5.2 | AA:39.7;BB:18.1;BBB:20.5;A:21.8 | 6.81 | 24.5 | 198 | 508 | 10 | 2 | 25 | 35 | 30 | true | true | false | false | 0.25 | 0.29 | 0.32 | Tech:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -26 | -16 | DealerA | RFQ | 9 | 91 | -206 | -467 | Sector>limit | Reduce | Sector concentration above limit | 158 | Escalate watchlist names |
C07744 | CR1727 | 2025-08-12 | Tightening | 108 | 520 | 5 | 1.4 | 393,620,852 | Tech:18.4;Materials:30.5;Comm:14.9;RealEstate:36.2 | US:62.9;EU:20.2;APAC:5.2;EMEA:11.0;LATAM:0.6 | BB:7.2;AA:35.8;BBB:18.0;B:8.1;AAA:30.9 | 0.66 | 53.6 | 171 | 232 | 14 | 2 | 20 | 35 | 30 | true | true | false | false | 1.2 | 0.51 | -0.24 | Tech:EW | Hedge | Options_Payer: +113bps notional | -38 | 18 | DealerB | DealerAxed | 11 | 86 | 279 | -32 | Region>limit | Reduce | Regional concentration above limit | 178 | Rotate into defensive sectors |
C07745 | CR1778 | 2025-03-14 | Recovery | 161 | 582 | 6.3 | 1 | 774,078,132 | Healthcare:15.4;Materials:46.4;Energy:38.1 | US:60.6;EU:12.9;APAC:12.1;EMEA:10.7;LATAM:3.7 | BBB:30.7;CCC:17.0;A:26.3;AA:17.9;B:8.0 | 2.95 | 34.1 | 209 | 495 | 8 | 3.5 | 35 | 35 | 25 | true | true | false | true | 1.61 | 0.79 | -0.31 | RealEstate:EW | Hedge | iTraxx_MAIN: +117bps notional | -45 | -19 | ECN2 | All2All | 5 | 100 | -182 | -53 | Region>limit | Hedge | Regional concentration above limit | 246 | Defer adds pending macro print |
C07746 | CR6522 | 2024-12-02 | Tightening | 140 | 362 | 4.6 | 1.3 | 1,489,924,594 | Utilities:18.4;Tech:45.1;Industrials:13.9;Energy:22.6 | US:59.9;EU:12.1;APAC:11.9;EMEA:8.8;LATAM:7.3 | BBB:17.6;A:13.6;AAA:19.1;AA:6.7;BB:32.8;B:10.1 | 4.08 | 23.3 | 271 | 218 | 14 | 3 | 35 | 55 | 25 | true | true | true | true | 1.75 | 0.07 | 0.27 | null | Hedge | Treasury_Futures: +66bps notional | -51 | 20 | ECN1 | RFQ | 2 | 86 | -95 | -197 | VAR>budget | Reduce | Portfolio VAR above budget | 227 | Defer adds pending macro print |
C07747 | CR7088 | 2025-03-27 | Tightening | 135 | 484 | 4.1 | 1 | 1,544,726,577 | Consumer:18.7;Healthcare:9.7;Materials:9.9;Utilities:22.1;Financials:16.2;RealEstate:23.3 | US:65.4;EU:8.1;APAC:11.2;EMEA:7.0;LATAM:8.4 | B:19.8;AAA:10.8;CCC:34.3;BB:35.1 | 7.17 | 28.4 | 236 | 456 | 4.2 | 2 | 20 | 45 | 25 | true | true | true | true | 1.5 | 1.16 | 0.3 | Healthcare:EW;Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -12 | 16 | DealerC | Electronic | 7 | 88 | 266 | 105 | Sector>limit | Hedge | Sector concentration above limit | 226 | Defer adds pending macro print |
C07748 | CR8024 | 2024-06-07 | Tightening | 127 | 488 | 4.9 | 1.5 | 1,440,875,591 | Utilities:25.2;RealEstate:25.2;Comm:28.7;Healthcare:20.8 | US:63.0;EU:14.6;APAC:7.4;EMEA:9.4;LATAM:5.5 | B:7.1;AA:26.0;BBB:16.2;CCC:21.0;BB:29.7 | 0.94 | 51.1 | 103 | 429 | 16 | 2.5 | 30 | 35 | 25 | false | true | true | false | 1.41 | 0.35 | 0.57 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -36 | -12 | ECN2 | DealerAxed | 3 | 95 | -7 | -208 | HYCap>limit | Reduce | High-yield share above policy cap | 104 | Tighten HY exposure bands |
C07749 | CR2623 | 2025-12-15 | Calm | 94 | 286 | 3.3 | 1.9 | 1,837,782,692 | RealEstate:19.6;Financials:28.8;Industrials:17.4;Utilities:34.2 | US:67.1;EU:11.5;APAC:12.6;EMEA:5.0;LATAM:3.8 | A:16.7;B:21.6;CCC:15.1;BBB:15.2;BB:16.5;AA:14.9 | 3.72 | 37.6 | 152 | 323 | 13 | 3.5 | 30 | 35 | 35 | true | true | true | false | 0.6 | 1.6 | -0.19 | Industrials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | -11 | DealerA | Electronic | 1 | 92 | 286 | -40 | HYCap>limit | Reduce | High-yield share above policy cap | 167 | Tighten HY exposure bands |
C07750 | CR0108 | 2024-08-05 | Calm | 85 | 368 | 3.7 | 2.1 | 1,697,549,153 | RealEstate:10.0;Utilities:22.9;Industrials:10.5;Healthcare:29.6;Tech:27.0 | US:64.7;EU:18.0;APAC:8.4;EMEA:7.9;LATAM:0.9 | AA:49.9;BB:15.1;B:13.6;A:21.4 | 5.48 | 33.9 | 267 | 176 | 15.2 | 3 | 20 | 55 | 35 | true | true | false | true | 1.97 | 0.35 | 0.13 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -34 | 10 | DealerA | RFQ | 0 | 94 | -38 | -402 | HYCap>limit | Hedge | High-yield share above policy cap | 112 | Defer adds pending macro print |
C07751 | CR6595 | 2025-03-02 | Calm | 100 | 386 | 4.2 | 2 | 2,227,423,907 | Energy:16.9;Materials:12.4;RealEstate:14.3;Industrials:21.0;Tech:10.2;Healthcare:25.2 | US:60.8;EU:10.2;APAC:16.4;EMEA:9.6;LATAM:3.0 | AA:26.0;A:9.6;B:41.2;AAA:23.3 | 7.29 | 48.6 | 241 | 407 | 16.8 | 4 | 35 | 35 | 35 | false | true | true | true | 2.01 | 0.57 | 0.3 | Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -58 | 23 | ECN1 | Electronic | 2 | 95 | 126 | -218 | VAR>budget | Hedge | Portfolio VAR above budget | 195 | Tighten HY exposure bands |
C07752 | CR9902 | 2024-06-26 | Calm | 105 | 324 | 3.8 | 1.9 | 2,906,234,926 | Financials:17.9;RealEstate:30.0;Healthcare:52.0 | US:61.6;EU:13.4;APAC:13.2;EMEA:7.9;LATAM:4.0 | AAA:17.2;B:19.9;BB:37.6;A:12.9;CCC:12.4 | 0.88 | 36.5 | 92 | 286 | 3.9 | 3.5 | 30 | 45 | 20 | true | true | true | false | -0.23 | -0.12 | -0.16 | Materials:EW;Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -36 | -14 | DealerC | RFQ | 7 | 87 | 27 | 76 | HYCap>limit | Reduce | High-yield share above policy cap | 163 | Defer adds pending macro print |
C07753 | CR0330 | 2024-06-18 | Tightening | 141 | 513 | 4.5 | 0.9 | 1,271,796,072 | Consumer:30.5;Comm:19.9;Tech:33.8;Healthcare:15.7 | US:68.3;EU:7.9;APAC:12.0;EMEA:6.8;LATAM:4.8 | AAA:14.9;CCC:6.3;A:23.1;BB:13.8;B:20.6;BBB:21.3 | 3.97 | 43.2 | 200 | 493 | 13.9 | 3 | 25 | 45 | 20 | true | true | true | false | 1.6 | 1.47 | 0.4 | null | Hedge | Treasury_Futures: +190bps notional | -38 | 19 | DealerC | All2All | 6 | 86 | -8 | 88 | HYCap>limit | Hedge | High-yield share above policy cap | 126 | Defer adds pending macro print |
C07754 | CR9433 | 2024-02-28 | Stress | 222 | 690 | 7.4 | 0.3 | 846,065,026 | Healthcare:24.8;Consumer:8.7;Energy:19.7;Industrials:15.7;Utilities:23.5;RealEstate:7.7 | US:67.3;EU:6.6;APAC:12.5;EMEA:10.6;LATAM:2.9 | CCC:20.8;AAA:26.5;AA:11.3;B:10.6;A:9.6;BBB:21.1 | 3.35 | 54.2 | 305 | 401 | 9.5 | 2 | 35 | 55 | 25 | false | true | true | true | 1.1 | 1.21 | -0.17 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -51 | 19 | DealerC | All2All | 7 | 86 | 111 | -406 | VAR>budget | Rotate | Portfolio VAR above budget | 256 | Tighten HY exposure bands |
C07755 | CR2297 | 2025-06-12 | Tightening | 100 | 476 | 4.3 | 0.8 | 1,057,533,812 | Consumer:26.8;Industrials:12.3;Comm:19.8;Utilities:20.1;Energy:21.1 | US:54.8;EU:17.7;APAC:14.4;EMEA:9.4;LATAM:3.8 | CCC:6.5;BB:13.6;AA:37.7;B:14.6;A:13.6;BBB:14.1 | 6.67 | 43.2 | 211 | 481 | 7.9 | 4 | 25 | 45 | 25 | true | true | true | true | -0.44 | 0.82 | 0.39 | Healthcare:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -38 | 16 | ECN1 | RFQ | 8 | 87 | -149 | -312 | HYCap>limit | Reduce | High-yield share above policy cap | 203 | Tighten HY exposure bands |
C07756 | CR7399 | 2025-10-19 | Recovery | 162 | 644 | 4.9 | 1 | 1,206,559,688 | Financials:26.1;Tech:54.6;Industrials:19.2 | US:59.0;EU:16.7;APAC:14.8;EMEA:7.7;LATAM:1.8 | AAA:25.6;BBB:11.9;CCC:20.6;BB:27.3;A:14.6 | 5.38 | 49.4 | 248 | 287 | 8 | 3.5 | 35 | 45 | 30 | true | true | true | true | 0.04 | 1.27 | -0.28 | Industrials:EW | Hedge | Options_Payer: +127bps notional | -59 | 5 | DealerB | All2All | 7 | 92 | 131 | -276 | Region>limit | Hedge | Regional concentration above limit | 233 | Reviewed by risk; hedges staggered |
C07757 | CR2321 | 2024-08-12 | Calm | 89 | 389 | 4.1 | 1.9 | 838,699,457 | Healthcare:26.1;Materials:30.2;Comm:8.6;Industrials:35.1 | US:56.4;EU:20.1;APAC:14.0;EMEA:4.8;LATAM:4.8 | AA:40.2;B:6.1;BBB:23.6;CCC:9.7;AAA:20.3 | 4.64 | 40.1 | 89 | 421 | 5.9 | 3 | 35 | 45 | 25 | true | true | false | false | 0.15 | 0.64 | 0.16 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 6 | -24 | DealerB | All2All | 5 | 90 | 155 | 91 | HYCap>limit | Hedge | High-yield share above policy cap | 173 | Escalate watchlist names |
C07758 | CR2877 | 2025-11-10 | Tightening | 110 | 456 | 4.8 | 1.8 | 869,556,340 | Materials:27.0;Comm:9.8;Utilities:25.7;RealEstate:12.2;Financials:25.4 | US:71.4;EU:10.3;APAC:6.4;EMEA:5.8;LATAM:6.2 | CCC:11.6;A:17.0;BBB:18.8;BB:25.2;B:27.4 | 1.67 | 49.7 | 86 | 212 | 2.6 | 4 | 20 | 35 | 25 | true | true | true | false | 1.17 | 0.61 | -0.13 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -4 | -7 | DealerB | Electronic | 3 | 92 | -13 | -278 | HYCap>limit | Hedge | High-yield share above policy cap | 188 | Tighten HY exposure bands |
C07759 | CR8453 | 2025-08-27 | Calm | 68 | 399 | 4 | 1.5 | 501,187,495 | RealEstate:30.2;Healthcare:16.9;Energy:29.1;Consumer:23.9 | US:60.8;EU:14.6;APAC:12.6;EMEA:7.4;LATAM:4.7 | AAA:24.6;BBB:27.5;B:4.9;AA:26.8;CCC:16.2 | 3.14 | 52.4 | 233 | 354 | 9.9 | 4 | 20 | 45 | 35 | true | true | false | true | 1.12 | 1.42 | 0.55 | Industrials:EW;RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 15 | -3 | ECN2 | All2All | 10 | 87 | 348 | 76 | HYCap>limit | Hedge | High-yield share above policy cap | 238 | Rotate into defensive sectors |
C07760 | CR3905 | 2024-06-21 | Tightening | 101 | 462 | 4.1 | 1.4 | 1,309,561,270 | Financials:20.0;Healthcare:10.9;RealEstate:22.0;Energy:25.6;Tech:21.6 | US:67.2;EU:12.5;APAC:13.6;EMEA:5.9;LATAM:0.8 | AAA:12.8;B:7.0;AA:30.1;A:28.9;BBB:14.4;BB:6.7 | 4.33 | 41.9 | 210 | 420 | 3.1 | 3 | 20 | 35 | 35 | true | true | false | true | 0.54 | -0.05 | 0.19 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -28 | -8 | DealerC | All2All | 0 | 98 | -187 | -32 | VAR>budget | Hedge | Portfolio VAR above budget | 223 | Rotate into defensive sectors |
C07761 | CR8183 | 2025-05-12 | Recovery | 176 | 476 | 5.5 | 0.7 | 1,781,508,750 | Financials:12.8;Consumer:20.9;Energy:22.2;Tech:22.8;Healthcare:21.3 | US:78.2;EU:6.5;APAC:6.6;EMEA:6.0;LATAM:2.8 | B:9.2;CCC:11.8;AA:30.9;BBB:27.7;AAA:20.4 | 1.31 | 45.2 | 102 | 415 | 3.5 | 4 | 35 | 55 | 35 | false | true | false | false | 0.9 | 0.56 | 0.37 | Materials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 15 | -15 | ECN1 | RFQ | 8 | 95 | -181 | -367 | Region>limit | PauseAdds | Regional concentration above limit | 228 | Tighten HY exposure bands |
C07762 | CR8943 | 2025-05-25 | Recovery | 164 | 464 | 4.7 | 0.8 | 1,240,509,465 | Healthcare:39.3;Financials:8.8;Materials:31.1;Industrials:20.8 | US:64.8;EU:12.9;APAC:6.1;EMEA:9.8;LATAM:6.4 | B:31.6;CCC:12.8;A:7.7;BB:17.4;BBB:22.3;AA:8.1 | 4.25 | 60.7 | 275 | 416 | 4 | 2.5 | 25 | 45 | 25 | true | true | true | true | 1.19 | -0.21 | 0.56 | Tech:EW;Consumer:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -2 | 7 | ECN1 | All2All | 12 | 86 | -142 | -49 | VAR>budget | Reduce | Portfolio VAR above budget | 206 | Escalate watchlist names |
C07763 | CR4394 | 2025-01-06 | Recovery | 105 | 601 | 6.2 | 1.4 | 1,250,228,270 | RealEstate:28.9;Healthcare:13.1;Utilities:43.2;Financials:14.9 | US:69.9;EU:11.6;APAC:9.7;EMEA:7.7;LATAM:1.1 | AAA:18.1;B:6.7;AA:36.0;A:31.8;CCC:7.3 | 4.53 | 61 | 82 | 464 | 4.7 | 2.5 | 20 | 35 | 25 | true | true | false | false | 1.84 | 0.43 | 0.39 | Materials:EW;Tech:EW | Hedge | CDX_HY: +124bps notional | -35 | 22 | DealerB | DealerAxed | 3 | 89 | 372 | 66 | Region>limit | Reduce | Regional concentration above limit | 114 | Rotate into defensive sectors |
C07764 | CR2565 | 2025-03-09 | Calm | 109 | 305 | 4.4 | 2.4 | 930,828,471 | Utilities:17.5;Materials:28.4;Tech:54.1 | US:67.6;EU:9.9;APAC:10.6;EMEA:5.5;LATAM:6.4 | BB:10.5;CCC:39.7;BBB:14.4;B:13.8;AA:7.4;AAA:14.2 | 3.87 | 27.1 | 157 | 313 | 17.1 | 2.5 | 25 | 55 | 20 | true | true | true | false | 1.15 | 0.76 | 0.39 | Tech:EW | Hedge | CDX_IG: +148bps notional | 19 | 23 | ECN2 | Electronic | 0 | 94 | 275 | -406 | Region>limit | Reduce | Regional concentration above limit | 97 | Rotate into defensive sectors |
C07765 | CR9654 | 2025-11-11 | Tightening | 141 | 432 | 4.1 | 0.9 | 605,151,411 | Healthcare:16.5;Consumer:25.5;Financials:6.7;RealEstate:23.4;Utilities:27.9 | US:62.8;EU:15.3;APAC:7.7;EMEA:8.5;LATAM:5.7 | BBB:18.5;AAA:9.0;AA:26.4;A:18.5;B:23.3;BB:4.3 | 3.18 | 21.1 | 221 | 265 | 8.2 | 3.5 | 20 | 35 | 20 | true | true | true | true | -0.47 | 0.44 | 0.43 | Energy:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -14 | 45 | DealerA | All2All | 10 | 98 | 158 | 139 | Region>limit | Hedge | Regional concentration above limit | 170 | Tighten HY exposure bands |
C07766 | CR9191 | 2025-01-22 | Recovery | 174 | 431 | 5 | 1.9 | 2,433,456,639 | Materials:12.5;Healthcare:35.1;Consumer:31.6;Tech:20.8 | US:60.8;EU:15.6;APAC:6.3;EMEA:13.3;LATAM:4.1 | CCC:5.9;B:7.3;A:29.4;BB:10.7;AAA:18.2;BBB:28.5 | 1.95 | 37.2 | 203 | 346 | 9.5 | 2 | 30 | 35 | 30 | true | true | false | true | 1.73 | 1.02 | -0.13 | RealEstate:EW;Tech:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -33 | 8 | DealerA | All2All | 6 | 87 | 254 | -166 | Sector>limit | Hedge | Sector concentration above limit | 227 | Reviewed by risk; hedges staggered |
C07767 | CR9416 | 2024-10-25 | Calm | 66 | 384 | 3.6 | 1.6 | 2,484,039,107 | Utilities:20.2;RealEstate:45.7;Materials:34.1 | US:63.4;EU:15.4;APAC:7.8;EMEA:8.6;LATAM:4.8 | BB:7.2;CCC:10.3;B:21.2;A:61.2 | 5.26 | 47.3 | 182 | 371 | 8.7 | 4 | 20 | 55 | 25 | true | true | true | false | 1.22 | 0.57 | 0.56 | Energy:EW;Comm:EW | Hedge | iTraxx_MAIN: +179bps notional | -47 | 16 | DealerA | DealerAxed | 9 | 89 | 180 | 21 | Region>limit | Hedge | Regional concentration above limit | 176 | Escalate watchlist names |
C07768 | CR8464 | 2025-12-18 | Tightening | 151 | 395 | 4 | 1.8 | 2,390,682,316 | RealEstate:8.5;Comm:20.6;Materials:27.6;Utilities:18.3;Industrials:12.2;Financials:12.8 | US:69.2;EU:11.5;APAC:5.2;EMEA:8.6;LATAM:5.6 | CCC:20.1;B:19.3;AA:22.5;BBB:18.6;AAA:19.5 | 4.61 | 24.3 | 157 | 467 | 9.6 | 2.5 | 30 | 35 | 20 | false | true | true | false | 0.25 | -0.23 | -0.18 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -19 | -22 | ECN1 | All2All | 5 | 97 | 262 | 2 | HYCap>limit | Hedge | High-yield share above policy cap | 234 | Tighten HY exposure bands |
C07769 | CR5100 | 2024-03-08 | Tightening | 100 | 495 | 5 | 0.6 | 2,981,919,237 | Industrials:8.8;Financials:28.6;Utilities:25.9;Comm:14.4;Consumer:6.9;Energy:15.4 | US:56.4;EU:19.6;APAC:14.4;EMEA:9.3;LATAM:0.3 | B:9.6;AAA:15.0;AA:21.3;CCC:15.1;BB:10.8;A:28.3 | 5.59 | 40.3 | 234 | 374 | 16.2 | 3 | 30 | 45 | 30 | false | true | true | true | 1.36 | 0.17 | -0.05 | Financials:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -16 | -18 | DealerB | All2All | 9 | 98 | 305 | -113 | VAR>budget | Reduce | Portfolio VAR above budget | 131 | Escalate watchlist names |
C07770 | CR3163 | 2024-08-21 | Recovery | 173 | 643 | 5.6 | 0.2 | 1,641,634,397 | Industrials:30.7;Utilities:22.7;Consumer:34.8;Materials:11.9 | US:67.3;EU:8.8;APAC:17.2;EMEA:6.6;LATAM:0.2 | BBB:30.9;AAA:30.7;A:17.6;CCC:20.8 | 1.02 | 22.2 | 251 | 503 | 15 | 4 | 25 | 45 | 25 | true | true | false | true | -0.12 | 0.81 | 0.26 | RealEstate:EW;Comm:EW;Financials:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -55 | 35 | DealerB | RFQ | 6 | 88 | 172 | -226 | VAR>budget | Hedge | Portfolio VAR above budget | 207 | Rotate into defensive sectors |
C07771 | CR3241 | 2025-11-27 | Calm | 81 | 411 | 3.5 | 1.8 | 2,935,045,946 | Tech:16.3;Energy:42.4;Comm:41.3 | US:63.1;EU:9.4;APAC:15.7;EMEA:8.2;LATAM:3.5 | BBB:24.9;AAA:12.6;CCC:9.6;A:26.6;AA:26.4 | 1.74 | 50.5 | 273 | 348 | 16.1 | 3.5 | 30 | 35 | 30 | true | true | false | true | -0.06 | 0.08 | 0.23 | null | Hedge | CDX_IG: +59bps notional | -4 | 41 | ECN1 | Electronic | 8 | 88 | -92 | -231 | Sector>limit | Rotate | Sector concentration above limit | 113 | Tighten HY exposure bands |
C07772 | CR8839 | 2025-01-03 | Calm | 82 | 284 | 4.2 | 2 | 2,089,723,320 | Financials:40.7;Materials:12.9;Energy:10.0;Utilities:36.4 | US:63.2;EU:18.2;APAC:12.6;EMEA:3.8;LATAM:2.2 | AAA:46.5;BB:13.4;B:20.4;AA:19.8 | 1.34 | 57 | 89 | 381 | 17 | 2 | 25 | 55 | 35 | true | true | false | false | -0.41 | 0.72 | 0.59 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | 10 | -20 | DealerA | All2All | 1 | 89 | 95 | -227 | VAR>budget | Hedge | Portfolio VAR above budget | 112 | Reviewed by risk; hedges staggered |
C07773 | CR2551 | 2024-09-06 | Calm | 69 | 307 | 3.9 | 2.8 | 2,889,529,793 | Comm:21.1;Industrials:19.5;Energy:30.0;Financials:29.4 | US:68.4;EU:13.4;APAC:6.0;EMEA:11.4;LATAM:0.8 | BBB:15.7;B:21.7;AA:31.5;A:11.3;BB:19.9 | 1.7 | 54.9 | 88 | 268 | 11.4 | 2.5 | 30 | 45 | 25 | false | true | true | false | -0.03 | 1.09 | 0.47 | Healthcare:EW;RealEstate:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -45 | -13 | DealerC | Electronic | 10 | 98 | -50 | 100 | HYCap>limit | Reduce | High-yield share above policy cap | 131 | Defer adds pending macro print |
C07774 | CR7579 | 2025-03-28 | Calm | 67 | 350 | 4.1 | 2.1 | 1,132,254,974 | Tech:22.4;Financials:22.5;Utilities:18.4;Consumer:19.3;Energy:17.5 | US:70.3;EU:7.4;APAC:9.7;EMEA:9.3;LATAM:3.2 | BB:13.5;AA:27.8;CCC:11.8;BBB:25.0;A:10.3;B:11.5 | 1.9 | 59.6 | 104 | 331 | 5.9 | 2 | 30 | 55 | 20 | false | true | true | false | 0.68 | 1.45 | -0.09 | Comm:EW | Hedge | SingleName_CDS: +55bps notional | -30 | 40 | DealerB | All2All | 6 | 94 | 226 | 15 | Sector>limit | Hedge | Sector concentration above limit | 122 | Defer adds pending macro print |
C07775 | CR0400 | 2025-09-27 | Recovery | 117 | 556 | 4.8 | 0.7 | 1,775,557,722 | RealEstate:36.8;Healthcare:41.8;Energy:21.4 | US:66.7;EU:14.0;APAC:6.7;EMEA:4.9;LATAM:7.8 | CCC:15.6;B:27.6;AA:17.6;BBB:13.1;AAA:12.2;BB:14.0 | 0.96 | 44.9 | 208 | 291 | 8.1 | 3.5 | 35 | 35 | 20 | true | true | true | true | 1.04 | -0.14 | -0.08 | null | Hedge | CDX_IG: +123bps notional | -39 | -10 | ECN1 | Electronic | 8 | 97 | 345 | -134 | Region>limit | Hedge | Regional concentration above limit | 190 | Rotate into defensive sectors |
C07776 | CR4589 | 2024-08-14 | Calm | 92 | 285 | 3.6 | 2.2 | 1,498,436,373 | Energy:15.8;Materials:6.2;Tech:17.6;Comm:14.4;Utilities:19.5;RealEstate:26.6 | US:62.0;EU:18.6;APAC:7.2;EMEA:4.5;LATAM:7.7 | CCC:13.8;B:21.3;BB:31.9;AA:19.4;AAA:13.6 | 4.38 | 61.8 | 194 | 402 | 14.3 | 2 | 20 | 45 | 35 | true | true | true | false | 1.52 | 1.44 | -0.24 | Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -43 | 32 | DealerC | Electronic | 7 | 100 | 240 | -231 | HYCap>limit | Rotate | High-yield share above policy cap | 92 | Reviewed by risk; hedges staggered |
C07777 | CR5534 | 2024-09-09 | Stress | 226 | 584 | 7.3 | -1 | 1,952,419,860 | Materials:32.0;Consumer:19.9;RealEstate:16.9;Energy:31.2 | US:63.2;EU:11.3;APAC:13.6;EMEA:6.9;LATAM:4.9 | BB:16.7;A:17.3;BBB:47.8;AAA:18.2 | 4.31 | 23 | 311 | 419 | 9.3 | 2 | 35 | 35 | 30 | false | true | false | true | 2.15 | 1.17 | -0.31 | null | Rotate | From Energy -1.0% to Utilities +1.0% | 4 | -19 | DealerB | DealerAxed | 12 | 85 | -167 | -216 | HYCap>limit | Reduce | High-yield share above policy cap | 227 | Escalate watchlist names |
C07778 | CR3724 | 2024-08-13 | Calm | 74 | 348 | 3.6 | 1.8 | 307,675,039 | Healthcare:24.2;Comm:31.2;Tech:15.2;Industrials:29.3 | US:66.6;EU:12.7;APAC:10.2;EMEA:7.9;LATAM:2.7 | CCC:18.5;BB:20.4;A:17.3;BBB:17.6;AAA:26.2 | 6.31 | 61.6 | 167 | 288 | 9.1 | 4 | 35 | 35 | 30 | false | true | true | false | 2.02 | 0.34 | 0.36 | RealEstate:EW | Hedge | iTraxx_XOVER: +161bps notional | -11 | 7 | ECN1 | Electronic | 3 | 94 | -208 | -405 | VAR>budget | Rotate | Portfolio VAR above budget | 123 | Defer adds pending macro print |
C07779 | CR9642 | 2024-03-15 | Stress | 140 | 727 | 7.3 | -0.1 | 1,939,251,153 | Comm:30.9;Utilities:10.8;Energy:25.7;Healthcare:32.6 | US:59.6;EU:12.7;APAC:10.5;EMEA:11.9;LATAM:5.3 | AA:24.9;BB:5.5;AAA:19.7;A:49.9 | 4.85 | 27.3 | 239 | 483 | 12.6 | 3.5 | 25 | 45 | 20 | true | true | false | true | 2.12 | 0.28 | -0.09 | Financials:EW;Tech:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -1 | 2 | ECN2 | Electronic | 5 | 94 | 248 | -148 | Sector>limit | Reduce | Sector concentration above limit | 100 | Reviewed by risk; hedges staggered |
C07780 | CR5861 | 2025-06-12 | Calm | 86 | 334 | 3.3 | 2.7 | 631,416,457 | Energy:21.2;Industrials:23.2;Comm:27.3;Materials:28.3 | US:63.9;EU:20.6;APAC:7.9;EMEA:6.7;LATAM:0.8 | B:6.1;AAA:10.2;A:9.9;AA:21.9;BB:27.2;CCC:24.6 | 2.81 | 21 | 145 | 454 | 15.8 | 2 | 35 | 35 | 35 | false | true | true | false | 1.37 | 0.75 | -0.17 | Financials:EW | Hedge | iTraxx_XOVER: +174bps notional | 6 | 6 | ECN2 | RFQ | 11 | 96 | 341 | -441 | Region>limit | Hedge | Regional concentration above limit | 92 | Reviewed by risk; hedges staggered |
C07781 | CR4416 | 2025-01-18 | Stress | 222 | 695 | 5.7 | -0.6 | 1,953,024,561 | Energy:34.4;Healthcare:36.1;Materials:29.5 | US:61.2;EU:19.0;APAC:10.0;EMEA:7.6;LATAM:2.2 | A:50.0;CCC:24.0;BB:9.1;AA:16.9 | 1.69 | 35.4 | 321 | 599 | 16.1 | 4 | 25 | 55 | 20 | true | true | true | true | 0.67 | 0.65 | -0.05 | null | Hedge | CDX_HY: +50bps notional | -12 | 23 | DealerA | DealerAxed | 5 | 87 | 253 | -163 | Region>limit | Hedge | Regional concentration above limit | 109 | Defer adds pending macro print |
C07782 | CR4614 | 2025-01-04 | Calm | 101 | 341 | 3.7 | 1.8 | 589,166,960 | Comm:13.2;Utilities:10.4;Financials:22.2;Industrials:13.8;Energy:18.3;Materials:22.0 | US:67.6;EU:13.0;APAC:11.3;EMEA:3.5;LATAM:4.6 | BB:15.4;BBB:6.3;B:12.1;AA:17.1;CCC:27.3;A:21.7 | 5.89 | 41.6 | 87 | 130 | 15.6 | 3 | 20 | 45 | 30 | true | true | true | false | 0.07 | 0.99 | 0.44 | Energy:EW;Consumer:EW | Hedge | iTraxx_XOVER: +55bps notional | -38 | 24 | DealerB | Electronic | 8 | 90 | 1 | -178 | VAR>budget | PauseAdds | Portfolio VAR above budget | 249 | Defer adds pending macro print |
C07783 | CR1652 | 2025-01-04 | Calm | 69 | 392 | 3.9 | 2.4 | 229,534,495 | Energy:25.9;Healthcare:25.6;Utilities:27.6;RealEstate:20.9 | US:71.9;EU:10.2;APAC:7.4;EMEA:5.1;LATAM:5.4 | AA:26.2;AAA:16.2;B:23.7;BBB:15.7;A:18.3 | 2.15 | 56.8 | 191 | 465 | 15.3 | 3 | 35 | 35 | 35 | false | true | false | false | 1.27 | 0.84 | 0.33 | Financials:EW;Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -5 | 10 | ECN2 | All2All | 2 | 94 | 2 | 113 | Region>limit | Hedge | Regional concentration above limit | 206 | Tighten HY exposure bands |
C07784 | CR8764 | 2024-07-06 | Stress | 217 | 695 | 6.9 | 0.3 | 368,758,698 | Materials:18.0;Industrials:37.3;RealEstate:22.6;Comm:22.0 | US:59.1;EU:11.6;APAC:16.0;EMEA:12.3;LATAM:1.0 | CCC:6.3;AAA:18.5;AA:37.3;B:10.0;BBB:23.6;BB:4.3 | 3.43 | 54.7 | 271 | 308 | 11.8 | 4 | 20 | 45 | 30 | true | true | false | true | 0.91 | 1.1 | 0.39 | Utilities:EW;Healthcare:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -39 | 41 | ECN1 | All2All | 7 | 98 | -170 | -57 | Region>limit | Reduce | Regional concentration above limit | 161 | Defer adds pending macro print |
C07785 | CR5065 | 2024-09-01 | Calm | 107 | 344 | 3.3 | 1.9 | 390,583,835 | Materials:19.1;Consumer:47.4;Industrials:33.5 | US:58.2;EU:19.1;APAC:14.4;EMEA:4.7;LATAM:3.6 | BBB:12.4;A:33.6;AA:34.3;B:13.5;BB:6.2 | 3.85 | 64.3 | 88 | 439 | 3.5 | 2 | 20 | 35 | 20 | true | true | false | false | -0.15 | 0.88 | 0.4 | Industrials:EW;Comm:EW | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -6 | -15 | DealerB | DealerAxed | 12 | 91 | 207 | -185 | Sector>limit | Hedge | Sector concentration above limit | 182 | Reviewed by risk; hedges staggered |
C07786 | CR1945 | 2024-08-16 | Calm | 74 | 409 | 4.4 | 2.1 | 1,043,622,504 | Healthcare:18.9;Tech:20.7;Energy:15.2;Financials:45.2 | US:69.2;EU:13.7;APAC:10.9;EMEA:3.6;LATAM:2.6 | BBB:21.1;AA:36.8;CCC:13.7;B:16.1;AAA:12.3 | 1.59 | 37.9 | 135 | 456 | 16.9 | 2 | 30 | 45 | 20 | true | true | true | false | 2.08 | 1.11 | 0.45 | null | Hedge | iTraxx_XOVER: +120bps notional | -49 | -13 | ECN2 | Electronic | 6 | 90 | 166 | 37 | Sector>limit | Reduce | Sector concentration above limit | 142 | Tighten HY exposure bands |
C07787 | CR5461 | 2024-04-12 | Calm | 84 | 383 | 4.1 | 2.4 | 2,451,829,630 | Utilities:11.1;RealEstate:35.0;Consumer:15.8;Materials:28.6;Tech:9.4 | US:57.5;EU:18.4;APAC:15.1;EMEA:6.0;LATAM:3.0 | AA:36.8;B:28.2;BBB:19.4;A:15.7 | 5.9 | 25.6 | 138 | 329 | 3.3 | 2 | 35 | 45 | 35 | false | true | false | false | -0.4 | 1.17 | -0.2 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -15 | 32 | ECN1 | Electronic | 1 | 87 | -52 | -370 | HYCap>limit | PauseAdds | High-yield share above policy cap | 236 | Escalate watchlist names |
C07788 | CR7327 | 2025-01-14 | Stress | 205 | 845 | 7.2 | 0 | 1,392,474,114 | Energy:25.5;Financials:19.9;Utilities:24.5;Healthcare:11.7;Materials:18.4 | US:59.6;EU:15.3;APAC:13.0;EMEA:10.0;LATAM:2.1 | AA:11.6;B:20.9;AAA:12.3;BB:5.6;A:34.0;BBB:15.6 | 4.2 | 43.8 | 289 | 318 | 11.3 | 2.5 | 20 | 55 | 35 | true | true | false | true | 2.3 | 0.41 | -0.06 | Financials:EW;Tech:EW | Hedge | SingleName_CDS: +97bps notional | -57 | 36 | DealerC | All2All | 5 | 99 | -69 | -69 | Region>limit | PauseAdds | Regional concentration above limit | 248 | Rotate into defensive sectors |
C07789 | CR6453 | 2025-06-01 | Calm | 70 | 345 | 3.5 | 2.3 | 1,631,655,365 | Financials:16.7;Healthcare:21.5;Energy:13.1;Utilities:22.0;Tech:7.4;Industrials:19.3 | US:69.7;EU:9.8;APAC:6.1;EMEA:10.9;LATAM:3.4 | BB:3.9;CCC:10.1;AA:41.5;BBB:28.6;AAA:15.8 | 6.38 | 43.9 | 190 | 412 | 14.9 | 2 | 35 | 35 | 25 | false | true | false | false | 1.47 | 0.98 | 0.43 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -44 | 31 | DealerA | DealerAxed | 12 | 96 | 147 | -386 | Region>limit | Hedge | Regional concentration above limit | 246 | Tighten HY exposure bands |
C07790 | CR4789 | 2024-02-28 | Calm | 69 | 304 | 4.2 | 2.6 | 1,670,951,728 | Consumer:12.7;Industrials:20.9;Utilities:26.0;Healthcare:18.5;Tech:21.9 | US:66.5;EU:10.6;APAC:10.8;EMEA:7.6;LATAM:4.5 | BBB:21.0;AAA:31.7;A:15.9;B:31.4 | 5.36 | 45.7 | 96 | 415 | 10 | 2 | 20 | 55 | 20 | true | true | true | false | 1.64 | 0.4 | -0.2 | Healthcare:EW | Hedge | Options_Payer: +141bps notional | -5 | 9 | DealerB | DealerAxed | 10 | 89 | 167 | -371 | Region>limit | Rotate | Regional concentration above limit | 224 | Tighten HY exposure bands |
C07791 | CR0176 | 2025-06-07 | Recovery | 135 | 629 | 4.9 | 2 | 644,368,125 | Tech:17.6;Comm:23.2;Utilities:16.7;Healthcare:26.4;Materials:16.1 | US:73.7;EU:7.7;APAC:10.9;EMEA:4.4;LATAM:3.2 | CCC:17.1;BB:18.0;AAA:16.6;AA:17.2;A:14.6;B:16.6 | 4.02 | 21.8 | 273 | 225 | 2.7 | 4 | 20 | 35 | 35 | true | true | true | true | 1.23 | -0.16 | -0.25 | null | Hedge | iTraxx_MAIN: +66bps notional | -38 | -22 | ECN1 | All2All | 0 | 94 | 234 | 121 | VAR>budget | Reduce | Portfolio VAR above budget | 222 | Reviewed by risk; hedges staggered |
C07792 | CR7524 | 2025-11-09 | Stress | 255 | 590 | 5.6 | -2 | 1,481,996,683 | Healthcare:26.3;Energy:24.6;Consumer:11.0;Industrials:15.4;Financials:6.0;RealEstate:16.7 | US:62.4;EU:19.1;APAC:11.2;EMEA:4.7;LATAM:2.6 | AAA:19.6;A:8.8;CCC:25.6;AA:8.3;BB:18.7;BBB:19.0 | 4.21 | 51.9 | 190 | 254 | 21 | 2 | 35 | 55 | 30 | false | true | true | false | -0.37 | 1.52 | 0.57 | null | Hedge | SingleName_CDS: +114bps notional | 15 | -8 | DealerB | All2All | 6 | 99 | 178 | -194 | HYCap>limit | Reduce | High-yield share above policy cap | 219 | Defer adds pending macro print |
C07793 | CR5046 | 2024-05-07 | Calm | 103 | 319 | 4.3 | 2.7 | 626,627,476 | Tech:22.4;Utilities:32.9;Materials:35.2;Industrials:9.5 | US:65.4;EU:16.8;APAC:5.1;EMEA:7.6;LATAM:5.1 | AA:36.1;BB:5.9;AAA:11.0;BBB:25.2;A:14.4;B:7.3 | 2.46 | 25 | 241 | 164 | 14.1 | 3.5 | 20 | 45 | 25 | true | true | false | true | 0.34 | -0.12 | -0.13 | RealEstate:EW | Rotate | From Energy -1.0% to Utilities +1.0% | -18 | -22 | DealerA | Electronic | 6 | 98 | 201 | 10 | Region>limit | PauseAdds | Regional concentration above limit | 248 | Rotate into defensive sectors |
C07794 | CR9809 | 2024-06-26 | Recovery | 102 | 530 | 5.3 | -0.2 | 1,004,195,710 | Energy:12.3;Comm:11.0;Financials:12.7;Consumer:24.2;Materials:28.3;RealEstate:11.6 | US:69.8;EU:7.3;APAC:11.7;EMEA:7.5;LATAM:3.8 | A:19.8;CCC:27.1;BBB:19.5;AAA:20.3;AA:13.3 | 1.7 | 50.2 | 85 | 336 | 10.5 | 2 | 25 | 55 | 25 | true | true | true | false | 1.12 | 0.14 | -0.32 | null | Hedge | iTraxx_XOVER: +63bps notional | -8 | -3 | DealerA | Electronic | 2 | 86 | 79 | -117 | Sector>limit | Hedge | Sector concentration above limit | 183 | Reviewed by risk; hedges staggered |
C07795 | CR7531 | 2025-03-27 | Calm | 86 | 353 | 3.4 | 1.7 | 1,512,609,893 | RealEstate:25.3;Industrials:27.1;Materials:25.2;Energy:9.7;Tech:12.8 | US:67.1;EU:11.3;APAC:11.3;EMEA:6.4;LATAM:3.8 | A:30.7;AA:19.5;BB:9.1;CCC:10.1;BBB:30.5 | 1.42 | 39.2 | 254 | 361 | 15.1 | 3 | 20 | 45 | 30 | true | true | false | true | 0.88 | 1.64 | 0.23 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -38 | -14 | ECN2 | All2All | 7 | 92 | -20 | -20 | HYCap>limit | Rotate | High-yield share above policy cap | 193 | Defer adds pending macro print |
C07796 | CR6580 | 2024-03-18 | Tightening | 156 | 364 | 4.3 | 1.4 | 1,513,027,160 | Industrials:19.9;Tech:9.4;Consumer:29.3;Healthcare:11.9;Energy:29.5 | US:65.4;EU:19.5;APAC:6.8;EMEA:8.0;LATAM:0.2 | B:16.9;CCC:13.9;A:16.2;BB:11.5;BBB:20.4;AA:21.2 | 1.4 | 55.3 | 264 | 217 | 6.6 | 2 | 35 | 45 | 30 | false | true | true | true | 0.22 | 0.56 | 0.37 | Materials:EW;Tech:EW | Hedge | iTraxx_XOVER: +54bps notional | 5 | 13 | ECN1 | DealerAxed | 2 | 85 | 234 | -209 | HYCap>limit | Reduce | High-yield share above policy cap | 162 | Defer adds pending macro print |
C07797 | CR8643 | 2025-09-25 | Stress | 188 | 814 | 7.8 | -1.4 | 1,686,977,602 | Utilities:9.9;Consumer:9.3;Industrials:26.8;Healthcare:15.0;Energy:24.2;Materials:14.8 | US:64.7;EU:16.6;APAC:11.7;EMEA:3.7;LATAM:3.3 | A:45.2;B:10.2;CCC:12.9;BBB:31.7 | 6.61 | 30.1 | 249 | 343 | 9.6 | 3.5 | 30 | 35 | 30 | false | true | false | true | 0.18 | 0.81 | 0.05 | null | Rotate | From Energy -1.0% to Utilities +1.0% | -34 | 36 | DealerB | RFQ | 7 | 89 | 311 | -202 | HYCap>limit | Reduce | High-yield share above policy cap | 183 | Escalate watchlist names |
C07798 | CR8680 | 2025-09-18 | Calm | 105 | 412 | 3.2 | 2.3 | 1,192,679,029 | Healthcare:21.3;Financials:23.8;Materials:25.0;Comm:29.9 | US:67.5;EU:11.8;APAC:13.2;EMEA:4.3;LATAM:3.3 | AA:66.6;A:17.6;B:8.3;BB:7.4 | 3.34 | 42.6 | 214 | 232 | 2.1 | 3 | 25 | 45 | 35 | true | true | false | true | 0.38 | -0.13 | 0.23 | null | Hedge | SingleName_CDS: +121bps notional | -53 | 28 | ECN1 | RFQ | 9 | 96 | -47 | -250 | Sector>limit | Reduce | Sector concentration above limit | 157 | Reviewed by risk; hedges staggered |
C07799 | CR6018 | 2024-06-06 | Tightening | 131 | 387 | 5 | 0.5 | 2,690,658,274 | Financials:21.0;Industrials:30.2;Comm:33.3;RealEstate:15.4 | US:66.8;EU:13.3;APAC:13.3;EMEA:5.5;LATAM:1.1 | B:15.2;AAA:19.5;BBB:16.1;CCC:13.9;A:35.3 | 3.58 | 34.7 | 93 | 490 | 18 | 2 | 20 | 55 | 35 | true | true | false | false | -0.47 | 0.34 | -0.36 | null | Reduce | Cut HY -1.0%; Trim stretched sector -0.5% | -43 | 11 | DealerB | All2All | 7 | 86 | 288 | -324 | HYCap>limit | Hedge | High-yield share above policy cap | 257 | Tighten HY exposure bands |
C07800 | CR8140 | 2025-02-23 | Tightening | 135 | 513 | 4.2 | 1 | 2,545,089,414 | Comm:21.5;Tech:10.0;RealEstate:12.7;Materials:19.5;Financials:10.3;Energy:26.1 | US:60.7;EU:12.5;APAC:13.1;EMEA:8.8;LATAM:5.0 | AAA:20.0;BB:6.0;CCC:12.1;B:5.0;AA:21.5;A:35.5 | 7.11 | 51.3 | 182 | 136 | 16.3 | 2 | 25 | 45 | 35 | true | true | false | false | 2.11 | 1.22 | -0.04 | Comm:EW | Rotate | From Energy -1.0% to Utilities +1.0% | 19 | 30 | DealerB | All2All | 1 | 85 | 121 | -428 | VAR>budget | Reduce | Portfolio VAR above budget | 169 | Reviewed by risk; hedges staggered |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.